-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QO6tvg4IkWTufmjWVOaFzVo94Ecm2mK2jyFe9UkARyik2GWAxY8trzaa4pYS5huT +btYZlrry3QMsWHxWpgFFQ== 0000052388-02-000038.txt : 20020515 0000052388-02-000038.hdr.sgml : 20020515 ACCESSION NUMBER: 0000052388-02-000038 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN CENTURY INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0000052388 IRS NUMBER: 440640487 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01091 FILM NUMBER: 02647909 BUSINESS ADDRESS: STREET 1: TWENTIETH CENTURY TOWER STREET 2: 4500 MAIN ST CITY: KANSAS CITY STATE: MO ZIP: 64111 BUSINESS PHONE: 8165315575 FORMER COMPANY: FORMER CONFORMED NAME: INVESTORS RESEARCH CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 form13f33102.txt ACIM 13F 3/31/2002
FORM 13 F QUARTER ENDING MARCH 31, 2002 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 K STEEL HLDG CORP CS 001547108 286 20,000 20,000 20,000 0 A M C ENTERTAINMENT INC CS 001669100 4,017 294,500 294,500 294,500 0 A M L I RESIDENTIAL CS 001735109 335 13,300 13,300 13,300 0 ABBOTT LABORATORIES CS 002824100 494,465 9,400,483 9,400,483 9,400,483 0 ABERCROMBIE & FITCH CS 002896207 3,859 125,300 125,300 125,300 0 ACCENTURE LTD CS G1150G111 58,018 2,172,970 2,172,970 2,172,970 0 ACCREDO HEALTH INC CS 00437V104 25,536 446,091 446,091 446,091 0 ACE LIMITED CS G0070K103 105,133 2,521,187 2,521,187 2,521,187 0 ACTION PERFORMANCE COS CS 004933107 11,227 227,965 227,965 227,965 0 ACTIVISION INC CS 004930202 748 25,000 25,000 25,000 0 ADAPTEC INC CS 00651F108 297 22,300 22,300 22,300 0 ADELPHIA COMMUNICATIONS CS 006848105 115,124 7,723,821 7,723,821 7,723,821 0 ADVANCE AUTO PARTS CS 00751Y106 18,492 402,000 402,000 402,000 0 ADVANCED MARKETING CS 00753T105 3,937 164,040 164,040 164,040 0 ADVANCED NEUROMODULATION CS 00757T101 341 10,100 10,100 10,100 0 ADVANCEPCS CS 00790K109 7,297 242,155 242,155 242,155 0 ADVANTA CORP CLB CS 007942204 2 175 175 175 0 ADVENT SOFTWARE INC CS 007974108 72,014 1,217,900 1,217,900 1,217,900 0 ADVISORY BOARD COMPANY CS 00762W107 655 20,100 20,100 20,100 0 ADVO-SYSTEM INC CS 007585102 28,926 684,800 684,800 684,800 0 AES CORPORATION (THE) CS 00130H105 270 30,000 30,000 30,000 0 AFC ENTERPRISES CS 00104Q107 6,192 185,209 185,209 185,209 0 AFFILIATED COMPUTER SVCS CS 008190100 119,972 2,137,400 2,137,400 2,137,400 0 AFFILIATED MANAGERS GROUP CS 008252108 89,179 1,241,534 1,241,534 1,241,534 0 AFFYMETRIX INC CS 00826T108 581 20,000 20,000 20,000 0 AFLAC INC CS 001055102 738 25,000 25,000 25,000 0 AFTERMARKET TECHNOLOGY CS 008318107 24 1,300 1,300 1,300 0 AGCO CORPORATION CS 001084102 53,993 2,366,025 2,366,025 2,366,025 0 AGILENT TECH INC CVT BOND 00846UAA9 9,241 7,360,000 7,360,000 7,360,000 0 AGILENT TECHNOLOGIES CS 00846U101 26,727 764,500 764,500 764,500 0 AGL RESOURCES INC CS 001204106 127,937 5,444,120 5,444,120 5,444,120 0 AGNICO-EAGLE MINES CS 008474108 10,469 784,200 784,200 784,200 0 AHOLD NV CS 500467303 38,850 1,485,100 1,485,100 1,485,100 0 AIR PRODUCTS & CHEMICALS CS 009158106 92,490 1,790,700 1,790,700 1,790,700 0 AIRGAS INC CS 009363102 9,686 481,900 481,900 481,900 0 AIRNET SYSTEMS INC CS 009417106 328 31,400 31,400 31,400 0 ALBANY INTERNATIONAL CS 012348108 921 30,400 30,400 30,400 0 ALBERTO CULVER CO CS 013068101 810 15,000 15,000 15,000 0 ALCAN INC CS 013716105 31,886 804,586 804,586 804,586 0 ALCOA INC CS 013817101 16,579 439,300 439,300 439,300 0 ALCON, INC CS H01301102 204,477 6,040,667 6,040,667 6,040,667 0 ALFA CORPORATION CS 015385107 561 20,125 20,125 20,125 0 ALKERMES INC CS 01642T108 1,044 40,000 40,000 40,000 0 ALLEGHENY ENERGY INC CS 017361106 2,895 70,000 70,000 70,000 0 ALLERGAN INC CS 018490102 38,018 588,055 588,055 588,055 0 ALLETE CS 018522102 1,455 50,000 50,000 50,000 0 ALLIANCE CAPITAL MGMT LP CS 01855A101 52,492 1,131,289 1,131,289 1,131,289 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 ______________________________ _____________ _________ ___________________________________________________________ ALLIANCE DATA SYSTEMS CS 018581108 2,637 104,900 104,900 104,900 0 ALLIANCE GAMING INC CS 01859P609 134 4,400 4,400 4,400 0 ALLIANCE IMAGING INC CS 018606202 19,822 1,611,560 1,611,560 1,611,560 0 ALLIANT ENERGY CORP CS 018802108 18,405 609,050 609,050 609,050 0 ALLIANT TECHSYSTEMS INC CS 018804104 60,135 589,620 589,620 589,620 0 ALLIED WASTE INDUSTRIES CS 019589308 30,140 2,318,449 2,318,449 2,318,449 0 ALLSTATE CORPORATION CS 020002101 211,879 5,609,721 5,609,721 5,609,721 0 ALLTEL CORP CS 020039103 99,157 1,785,000 1,785,000 1,785,000 0 ALTERA CORP CS 021441100 16,892 773,600 773,600 773,600 0 AMAZON.COM INC CS 023135106 1,438 100,260 100,260 100,260 0 AMBAC FINANCIAL GROUP INC CS 023139108 100,617 1,703,355 1,703,355 1,703,355 0 AMERADA HESS CORP CS 023551104 2 25 25 25 0 AMEREN CORP CS 023608102 28,955 677,300 677,300 677,300 0 AMEREN CORP PS 023608201 26,994 996,100 996,100 996,100 0 AMERICA MOVIL CS 02364W105 1,291 65,000 65,000 65,000 0 AMERICA ONLINE CVT BOND 02364JAC8 6,579 12,290,000 12,290,000 12,290,000 0 AMERICAN AXLE AND MANUFAC CS 024061103 4,757 164,025 164,025 164,025 0 AMERICAN EAGLE OUTFITTERS CS 02553E106 10,729 432,900 432,900 432,900 0 AMERICAN ELECTRIC POWER CS 025537101 14,033 304,467 304,467 304,467 0 AMERICAN EXPRESS CO CS 025816109 193,745 4,730,110 4,730,110 4,730,110 0 AMERICAN GREETINGS CL-A CS 026375105 27,199 1,498,543 1,498,543 1,498,543 0 AMERICAN HEALTHCORP INC CS 02649V104 823 30,215 30,215 30,215 0 AMERICAN INT'L GROUP INC CS 026874107 792,504 10,985,637 10,985,637 10,985,637 0 AMERICAN ITALIAN PASTA CS 027070101 4,980 109,700 109,700 109,700 0 AMERICAN MANAGEMENT CS 027352103 60 3,200 3,200 3,200 0 AMERICAN MEDICAL SECURITY CS 02744P101 6 315 315 315 0 AMERICAN POWER CONVERSION CS 029066107 44,562 3,016,054 3,016,054 3,016,054 0 AMERICAN STANDARD COS INC CS 029712106 140,348 1,983,711 1,983,711 1,983,711 0 AMERICAN WOODMARK CORP CS 030506109 949 15,055 15,055 15,055 0 AMERICREDIT CORP CS 03060R101 6,209 163,449 163,449 163,449 0 AMERIPATH CS 03071D109 30,948 1,159,300 1,159,300 1,159,300 0 AMERISOURCEBERGEN CORP CS 03073E105 50,878 744,924 744,924 744,924 0 AMERUS GROUP CS 03072M108 965 25,090 25,090 25,090 0 AMGEN CS 031162100 98,525 1,650,756 1,650,756 1,650,756 0 AMR CORP CS 001765106 7,239 274,119 274,119 274,119 0 AMSOUTH BANCORPORATION CS 032165102 36,567 1,663,642 1,663,642 1,663,642 0 ANADARKO PETROLEUM CORP CS 032511107 109,372 1,937,854 1,937,854 1,937,854 0 ANALOG DEVICES INC CS 032654105 26,025 577,809 577,809 577,809 0 ANCHOR BANCORP WIS INC CS 032839102 606 30,160 30,160 30,160 0 ANGLOGOLD LIMITED-SPON CS 035128206 10,364 411,604 411,604 411,604 0 ANHEUSER BUSCH INC CS 035229103 164,712 3,155,400 3,155,400 3,155,400 0 ANIXTER INTERNATIONAL INC CS 035290105 33,197 1,120,381 1,120,381 1,120,381 0 ANN TAYLOR STORES CORP CS 036115103 23,463 542,880 542,880 542,880 0 ANNALY MORTGAGE MGMT, INC CS 035710409 19,835 1,168,127 1,168,127 1,168,127 0 ANNUITY AND LIFE RE CS G03910109 6,653 343,800 343,800 343,800 0 ANTEON INTERNATIONAL CORP CS 03674E108 4,170 200,500 200,500 200,500 0 ANTHEM INC CS 03674B104 33,216 576,960 576,960 576,960 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 ______________________________ _____________ _________ ___________________________________________________________ ANTHEM INC CONV PS 03674B203 13,774 189,208 189,208 189,208 0 AOL TIME WARNER CS 00184A105 446,622 18,884,647 18,884,647 18,884,647 0 APACHE CORP CS 037411105 287,169 5,048,684 5,048,684 5,048,684 0 APARTMENT INVESTMENT AND CS 03748R101 7,488 154,800 154,800 154,800 0 APOGENT TECHNOLOGIES CS 03760A101 14,156 573,600 573,600 573,600 0 APOLLO GROUP INC CS 037604105 536 10,000 10,000 10,000 0 APPLE COMPUTER INC CS 037833100 1 60 60 60 0 APPLEBEE'S INT'L, INC CS 037899101 67,179 1,850,411 1,850,411 1,850,411 0 APPLIED ANALYTICAL CS 00252W104 902 25,095 25,095 25,095 0 APPLIED MATERIALS INC CS 038222105 109,535 2,017,960 2,017,960 2,017,960 0 APPLIED SIGNAL TECHNOLOGY CS 038237103 126 13,900 13,900 13,900 0 APRIA HEALTHCARE GROUP CS 037933108 26,067 1,063,545 1,063,545 1,063,545 0 APTARGROUP INC CS 038336103 16,481 470,200 470,200 470,200 0 AQUILA INC CS 03840P102 59,610 2,399,758 2,399,758 2,399,758 0 ARACRUZ CELULOSE SA CS 038496204 3,541 171,500 171,500 171,500 0 ARAMARK CORP CS 038521100 38,276 1,449,830 1,449,830 1,449,830 0 ARCHER-DANIELS-MIDLAND CO CS 039483102 73,698 5,290,591 5,290,591 5,290,591 0 ARCHSTONE-SMITH TRUST CS 039583109 8,437 314,930 314,930 314,930 0 ARCTIC CAT INC CS 039670104 998 50,180 50,180 50,180 0 ARDEN REALTY GROUP INC CS 039793104 4,643 163,500 163,500 163,500 0 ARGOSY GAMING CO CS 040228108 6,840 186,426 186,426 186,426 0 ARIBA INC CS 04033V104 1,261 278,100 278,100 278,100 0 ARROW ELECTRONICS INC CS 042735100 25,759 920,951 920,951 920,951 0 ARROW ELECTRONICS INC. CVT BOND 042735AY6 9,136 19,386,000 19,386,000 19,386,000 0 ARROW INTERNATIONAL INC CS 042764100 6,991 148,100 148,100 148,100 0 ARVINMERITOR INC CS 043353101 2,946 103,200 103,200 103,200 0 ASE TEST LIMITED CS Y02516105 9,186 587,500 587,500 587,500 0 ASHANTI GOLDFIELDS CS 043743202 7,043 1,367,499 1,367,499 1,367,499 0 ASHLAND INC CS 044204105 65,819 1,446,246 1,446,246 1,446,246 0 ASM LITHOGRAPHY CS N07059111 49,869 1,966,052 1,966,052 1,966,052 0 ASPEN TECHNOLOGY INC CS 045327103 3,957 173,000 173,000 173,000 0 ASSOCIATED BANC CORP CS 045487105 5,043 132,461 132,461 132,461 0 ASSOCIATED MATERIALS INC CS 045709102 1,039 20,370 20,370 20,370 0 ASTORIA FINANCIAL CORP CS 046265104 6,013 207,100 207,100 207,100 0 ASTROPOWER INC CS 04644A101 840 20,085 20,085 20,085 0 ASYST TECHNOLOGIES INC CS 04648X107 886 48,685 48,685 48,685 0 AT&T CORP CS 001957109 119,869 7,634,967 7,634,967 7,634,967 0 AT&T WIRELESS SERVICES CS 00209A106 62,441 6,976,624 6,976,624 6,976,624 0 ATI TECHNOLOGIES INC CS 9999014B4 887 66,200 66,200 66,200 0 ATLANTIC COAST AIRLINES CS 048396105 154 6,400 6,400 6,400 0 ATMEL CORPORATION CS 049513104 8,346 822,260 822,260 822,260 0 AUTOBYTEL.COM CS 05275N106 892 250,895 250,895 250,895 0 AUTODESK INC CS 052769106 17,624 377,505 377,505 377,505 0 AUTOMATIC DATA PROCESSING CS 053015103 135,225 2,320,668 2,320,668 2,320,668 0 AUTONATION INC CS 05329W102 487 35,000 35,000 35,000 0 AUTOZONE INC CS 053332102 20,038 291,040 291,040 291,040 0 AVANT CORP CS 053487104 650 32,480 32,480 32,480 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 ______________________________ _____________ _________ ___________________________________________________________ AVERY DENNISON CORP CS 053611109 19,742 323,486 323,486 323,486 0 AVNET INC CS 053807103 46,957 1,735,291 1,735,291 1,735,291 0 AVOCENT CORPORATION CS 053893103 16,462 614,500 614,500 614,500 0 AVX INC CS 002444107 32,338 1,544,300 1,544,300 1,544,300 0 AZTAR CORP CS 054802103 1,372 62,645 62,645 62,645 0 B M C SOFTWARE CS 055921100 1,961 100,800 100,800 100,800 0 BAKER HUGHES INC CS 057224107 574 15,000 15,000 15,000 0 BALL CORP CS 058498106 75,605 1,601,117 1,601,117 1,601,117 0 BANCO SANTANDER CHILE CS 05965F108 65 4,200 4,200 4,200 0 BANCORPSOUTH INC CS 059692103 16,243 823,670 823,670 823,670 0 BANDAG INC CS 059815100 358 9,500 9,500 9,500 0 BANK OF AMERICA CORP CS 060505104 579,896 8,525,380 8,525,380 8,525,380 0 BANK ONE CORP CS 06423A103 55,271 1,322,911 1,322,911 1,322,911 0 BANKUNITED, A SAVINGS CS 06652B103 305 20,240 20,240 20,240 0 BANTA CORP CS 066821109 12,356 346,000 346,000 346,000 0 BARD (C R) INC CS 067383109 37,556 636,000 636,000 636,000 0 BARNES & NOBLE INC CS 067774109 7,593 245,000 245,000 245,000 0 BARR LABS INC CS 068306109 26,999 410,199 410,199 410,199 0 BARRA INC CS 068313105 50,372 831,287 831,287 831,287 0 BARRICK GOLD CORP CS 067901108 61,551 3,316,318 3,316,318 3,316,318 0 BASSETT FURNITURE INDS CS 070203104 2 105 105 105 0 BAUSCH & LOMB INC CLA CS 071707103 63,736 1,430,011 1,430,011 1,430,011 0 BAXTER INTERNATIONAL INC CS 071813109 158,972 2,670,902 2,670,902 2,670,902 0 BAY VIEW CAPITAL CORP CS 07262L101 4 515 515 515 0 BCE INC CS 999401ZG0 3,965 225,000 225,000 225,000 0 BEAR STEARNS COS INC CS 073902108 115,188 1,835,672 1,835,672 1,835,672 0 BEAZER HOMES USA INC CS 07556Q105 543 7,000 7,000 7,000 0 BECKMAN COULTER INC CS 075811109 101,172 1,981,055 1,981,055 1,981,055 0 BECTON DICKINSON & CO CS 075887109 39,892 1,057,590 1,057,590 1,057,590 0 BED BATH & BEYOND INC CS 075896100 14,182 420,407 420,407 420,407 0 BELLSOUTH CORP CS 079860102 249,023 6,755,903 6,755,903 6,755,903 0 BELO CORPORATION CS 080555105 34,147 1,468,700 1,468,700 1,468,700 0 BENCHMARK ELECTRONICS INC CS 08160H101 222 7,930 7,930 7,930 0 BERKSHIRE HATHAWAY INC CS 084670108 365,170 5,136 5,136 5,136 0 BERKSHIRE HATHAWAY INC CS 084670207 128,499 54,242 54,242 54,242 0 BEST BUY CO CS 086516101 49,706 627,600 627,600 627,600 0 BIO-RAD LABORATORIES CS 090572207 754 20,090 20,090 20,090 0 BIO-TECHNOLOGY GENERAL CS 090578105 87 17,800 17,800 17,800 0 BIOGEN INC CS 090597105 2,453 50,000 50,000 50,000 0 BIOMET INC CS 090613100 8,003 295,900 295,900 295,900 0 BIORELIANCE CORP CS 090951104 1,036 45,150 45,150 45,150 0 BIOVAIL CORP CS 09067J109 12,476 249,610 249,610 249,610 0 BISYS GROUP INC CS 055472104 49,161 1,394,648 1,394,648 1,394,648 0 BJ SERVICES COMPANY CS 055482103 89,106 2,585,042 2,585,042 2,585,042 0 BJ'S WHOLESALE CLUB CS 05548J106 83,906 1,877,087 1,877,087 1,877,087 0 BLACK & DECKER CORP CS 091797100 52,413 1,126,190 1,126,190 1,126,190 0 BLACK BOX CORP CS 091826107 93,948 1,941,885 1,941,885 1,941,885 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 ______________________________ _____________ _________ ___________________________________________________________ BLOCK (H & R) INC CS 093671105 105,892 2,382,277 2,382,277 2,382,277 0 BLOCKBUSTER INC CS 093679108 7,330 312,314 312,314 312,314 0 BOB EVANS FARMS INC CS 096761101 12,609 446,800 446,800 446,800 0 BOEING CO CS 097023105 75,423 1,563,181 1,563,181 1,563,181 0 BOSTON PROPERTIES INC CS 101121101 4,773 121,000 121,000 121,000 0 BOSTON SCIENTIFIC CORP CS 101137107 23,178 923,800 923,800 923,800 0 BOWATER INC CS 102183100 47,350 950,800 950,800 950,800 0 BOYDS COLLECTION LTD CS 103354106 2,686 410,100 410,100 410,100 0 BOYKIN LODGING COMPANY CS 103430104 159 17,100 17,100 17,100 0 BP PLC CS 055622104 454,686 8,562,826 8,562,826 8,562,826 0 BRIGGS & STRATTON CS 109043109 690 15,000 15,000 15,000 0 BRISTOL-MYERS SQUIBB CO CS 110122108 603,754 14,911,180 14,911,180 14,911,180 0 BROADCOM CORP CS 111320107 18,821 524,200 524,200 524,200 0 BROADWING INC CS 111620100 447 63,900 63,900 63,900 0 BROCADE COMMUNICATIONS CS 111621108 16,611 615,000 615,000 615,000 0 BROWN AND BROWN INC CS 115236101 471 15,000 15,000 15,000 0 BROWN SHOE CO INC CS 115736100 91 4,700 4,700 4,700 0 BUCKLE INC CS 118440106 3,116 127,200 127,200 127,200 0 BUENAVENTURA CS 204448104 16,279 602,700 602,700 602,700 0 BURLINGTON NORTHERN CS 12189T104 10,527 348,807 348,807 348,807 0 BURLINGTON RESOURCES CS 122014103 120,279 3,000,229 3,000,229 3,000,229 0 BURR BROWN CVT BOND 122574AF3 8,724 7,920,000 7,920,000 7,920,000 0 BUSINESS OBJECTS S A CS 12328X107 41,773 948,730 948,730 948,730 0 C & D TECHNOLOGIES INC CS 124661109 1,458 69,343 69,343 69,343 0 C E C ENTERTAINMENT INC CS 125137109 45,559 986,121 986,121 986,121 0 C N A SURETY CORP CS 12612L108 12,835 852,800 852,800 852,800 0 C-COR.NET CORPORATION CS 125010108 13,630 757,000 757,000 757,000 0 CABLE DESIGN TECHNOLOGIES CS 126924109 21,174 1,586,100 1,586,100 1,586,100 0 CABLEVISION PS 126304401 771 7,500 7,500 7,500 0 CABLEVISION SYS CORP CS 12686C844 11,776 477,151 477,151 477,151 0 CABLEVISION SYSTEMS CORP CS 12686C109 21,784 640,719 640,719 640,719 0 CABOT CORP CS 127055101 41,966 1,138,844 1,138,844 1,138,844 0 CABOT MICROELECTRONICS CS 12709P103 1,966 29,000 29,000 29,000 0 CADENCE DESIGN SYSTEMS CS 127387108 1,820 80,500 80,500 80,500 0 CALIFORNIA AMPLIFIER INC CS 129900106 118 20,035 20,035 20,035 0 CALPINE CORPORATION CS 131347106 9,762 768,687 768,687 768,687 0 CAMINUS CORP CS 133766105 2,129 95,000 95,000 95,000 0 CAMPBELL SOUP CO CS 134429109 158,860 5,927,600 5,927,600 5,927,600 0 CANADIAN NATIONAL RAILWAY CS 9996007H6 98,129 1,964,153 1,964,153 1,964,153 0 CANADIAN PACIFIC RAILWAY CS 13645T100 27,007 1,260,829 1,260,829 1,260,829 0 CAPITAL AUTOMOTIVE REIT CS 139733109 1,032 45,000 45,000 45,000 0 CAPITAL CROSSING BANK CS 140071101 71 3,200 3,200 3,200 0 CAPSTEAD MORTGAGE CORP CS 14067E506 874 45,180 45,180 45,180 0 CARAUSTAR INDUSTRIES INC CS 140909102 9,556 908,400 908,400 908,400 0 CARBO CERAMICS INC CS 140781105 106 2,600 2,600 2,600 0 CARDIAC SCIENCE INC CS 141410209 302 101,225 101,225 101,225 0 CARDINAL HEALTH INC CS 14149Y108 30,326 427,785 427,785 427,785 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 ______________________________ _____________ _________ ___________________________________________________________ CARLISLE COMPANIES INC CS 142339100 17,143 392,100 392,100 392,100 0 CARNIVAL CORP CS 143658102 302,504 9,265,045 9,265,045 9,265,045 0 CARPENTER TECHNOLOGY CORP CS 144285103 2 70 70 70 0 CARRAMERICA REALTY CORP CS 144418100 19,056 606,689 606,689 606,689 0 CARREKER-ANTINORI CS 144433109 997 114,200 114,200 114,200 0 CARRIAGE SERVICES INC CS 143905107 232 46,000 46,000 46,000 0 CASCADE CORP CS 147195101 251 17,800 17,800 17,800 0 CASELLA WASTE SYSTEMS INC CS 147448104 3,602 302,300 302,300 302,300 0 CASEY'S GENERAL STORES CS 147528103 24,201 1,792,000 1,792,000 1,792,000 0 CASINO AMERICA INC CS 464592104 553 30,000 30,000 30,000 0 CATALINA MARKETING CORP CS 148867104 26,096 714,957 714,957 714,957 0 CATERPILLAR INC CS 149123101 102,893 1,809,900 1,809,900 1,809,900 0 CDW COMPUTER CENTERS INC CS 125129106 11,339 225,000 225,000 225,000 0 CELESTICA CS 15101Q108 60,373 1,665,012 1,665,012 1,665,012 0 CEMEX SA CS 151290889 69,350 2,347,681 2,347,681 2,347,681 0 CENDANT CORP CS 151313103 23,739 1,236,385 1,236,385 1,236,385 0 CENTERPOINT PROPERTIES CS 151895109 1,117 20,660 20,660 20,660 0 CENTRAL HUDSON GAS & ELEC CS 12541M102 275 5,800 5,800 5,800 0 CENTURYTEL INC CS 156700106 6,555 192,800 192,800 192,800 0 CEPHALON INC CS 156708109 202 3,200 3,200 3,200 0 CERIDIAN CORP - NEW CS 156779100 9,351 424,066 424,066 424,066 0 CERNER CORPORATION CS 156782104 124 2,600 2,600 2,600 0 CERTEGY INC CS 156880106 30,204 760,817 760,817 760,817 0 CHARTER COMMUNICATIONS CS 16117M107 43,310 3,829,340 3,829,340 3,829,340 0 CHARTER ONE FINANCIAL CS 160903100 14,637 468,825 468,825 468,825 0 CHATEAU COMMUNITIES INC CS 161726104 1,356 47,200 47,200 47,200 0 CHATTEM INC CS 162456107 267 11,400 11,400 11,400 0 CHECK POINT SOFTWARE CS M22465104 55,458 1,824,864 1,824,864 1,824,864 0 CHECKERS DRIVE-IN CS 162809305 360 33,000 33,000 33,000 0 CHECKPOINT SYSTEMS CS 162825103 152 9,500 9,500 9,500 0 CHELSEA PROPERTY GROUP CS 163421100 4,647 86,000 86,000 86,000 0 CHESAPEAKE CORP OF VA CS 165159104 643 23,700 23,700 23,700 0 CHESAPEAKE ENERGY CS 165167107 68 8,800 8,800 8,800 0 CHEVRONTEXACO CORP CS 166764100 321,554 3,562,137 3,562,137 3,562,137 0 CHILDREN'S PLACE CS 168905107 99 3,000 3,000 3,000 0 CHIQUITA BRANDS INT'L INC CS 170032809 3 205 205 205 0 CHOICEPOINT INC CS 170388102 864 15,000 15,000 15,000 0 CHUBB CORP CS 171232101 93,524 1,279,400 1,279,400 1,279,400 0 CIA VALE DO RIO DOCE CS 204412209 38,346 1,400,000 1,400,000 1,400,000 0 CIBER INC CS 17163B102 275 30,000 30,000 30,000 0 CIGNA CORP CS 125509109 129,155 1,273,842 1,273,842 1,273,842 0 CINCINNATI FINANCIAL CS 172062101 9,333 213,800 213,800 213,800 0 CINERGY CORP CS 172474108 3,607 100,900 100,900 100,900 0 CIRCOR INTERNATIONAL INC CS 17273K109 8,663 417,500 417,500 417,500 0 CIRCUIT CITY STORES INC CS 172737108 1,091 60,488 60,488 60,488 0 CIRRUS LOGIC CS 172755100 34,891 1,850,000 1,850,000 1,850,000 0 CISCO SYSTEMS INC CS 17275R102 347,927 20,556,974 20,556,974 20,556,974 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 ______________________________ _____________ _________ ___________________________________________________________ CITIGROUP INC CS 172967101 1,145,903 23,140,209 23,140,209 23,140,209 0 CITIZENS COMMUNICATIONS CS 17453B101 15,067 1,401,588 1,401,588 1,401,588 0 CITIZENS COMMUNICATIONS PS 17453B200 9,786 420,900 420,900 420,900 0 CITY NATIONAL CORP CS 178566105 3,741 71,100 71,100 71,100 0 CLAIRE'S STORES INC CS 179584107 19,883 1,020,700 1,020,700 1,020,700 0 CLAYTON HOMES INC CS 184190106 841 50,205 50,205 50,205 0 CLEAR CHANNEL CS 184502102 111,251 2,163,990 2,163,990 2,163,990 0 CLOROX CO CS 189054109 155,622 3,566,853 3,566,853 3,566,853 0 CLOSURE MEDICAL CORP CS 189093107 593 30,185 30,185 30,185 0 CMS ENERGY CORP CS 125896100 1,132 50,000 50,000 50,000 0 COACH INC CS 189754104 15,071 297,203 297,203 297,203 0 COCA-COLA CO CS 191216100 150,427 2,878,442 2,878,442 2,878,442 0 COCA-COLA ENTERPRISES INC CS 191219104 13,277 707,000 707,000 707,000 0 COGNOS INC CS 19244C109 2,523 91,800 91,800 91,800 0 COHERENT INC CS 192479103 14,175 422,700 422,700 422,700 0 COHU INC CS 192576106 718 25,125 25,125 25,125 0 COINSTAR INC CS 19259P300 2,261 67,100 67,100 67,100 0 COLDWATER CREEK INC CS 193068103 2,871 160,700 160,700 160,700 0 COLE NATIONAL CORP CS 193290103 502 26,300 26,300 26,300 0 COLGATE PALMOLIVE CO CS 194162103 4,046 70,803 70,803 70,803 0 COMARCO INC CS 200080109 16 1,500 1,500 1,500 0 COMCAST CORP CL A SPL COM CS 200300200 283,837 8,924,284 8,924,284 8,924,284 0 COMERICA INC CS 200340107 42,296 675,972 675,972 675,972 0 COMMERCE BANCORP N J CS 200519106 35,704 795,200 795,200 795,200 0 COMMERCE BANCSHARES INC CS 200525103 36,271 818,104 818,104 818,104 0 COMMERCIAL METALS CO CS 201723103 500 11,900 11,900 11,900 0 COMMONWEALTH TELEPHONE CS 203349105 11,296 293,300 293,300 293,300 0 COMMSCOPE CVT BOND 203372AB3 7,925 9,960,000 9,960,000 9,960,000 0 COMMSCOPE INC CS 203372107 22,387 1,286,600 1,286,600 1,286,600 0 COMMUNITY FIRST CS 203902101 518 20,000 20,000 20,000 0 COMPAQ COMPUTER CORP CS 204493100 21,411 2,048,926 2,048,926 2,048,926 0 COMPASS BANCSHARES INC CS 20449H109 618 20,000 20,000 20,000 0 COMPUTER ASSOC INT'L INC CS 204912109 55,602 2,540,050 2,540,050 2,540,050 0 COMPUTER NETWORK CS 204925101 8,286 624,865 624,865 624,865 0 COMPUTER SCIENCES CORP CS 205363104 38,768 763,896 763,896 763,896 0 COMPUWARE CORP CS 205638109 24,970 1,934,900 1,934,900 1,934,900 0 CONAGRA INC CS 205887102 19,960 823,111 823,111 823,111 0 CONCORD EFS INC CS 206197105 227,716 6,847,566 6,847,566 6,847,566 0 CONECTIV INC CS 206829103 1,813 72,850 72,850 72,850 0 CONOCO INC CS 208251504 141,929 4,863,922 4,863,922 4,863,922 0 CONSOL ENERGY INC CS 20854P109 17,217 655,904 655,904 655,904 0 CONSOLIDATED EDISON INC CS 209115104 2,724 65,000 65,000 65,000 0 CONSTELLATION BRANDS CS 21036P108 50,145 912,393 912,393 912,393 0 CONSTELLATION ENERGY CS 210371100 1,543 50,000 50,000 50,000 0 CONTINENTAL AIRLINES CS 210795308 35,786 1,263,642 1,263,642 1,263,642 0 CONVERGYS CORP CS 212485106 42,777 1,446,619 1,446,619 1,446,619 0 COOPER CAMERON CORP CS 216640102 52,163 1,020,600 1,020,600 1,020,600 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 ______________________________ _____________ _________ ___________________________________________________________ COOPER COS CS 216648402 2,593 54,700 54,700 54,700 0 COOPER INDUSTRIES INC CS 216669101 41,762 995,523 995,523 995,523 0 COOPER TIRE & RUBBER CO CS 216831107 866 40,000 40,000 40,000 0 CORN PRODUCTS INT'L INC CS 219023108 19,922 618,700 618,700 618,700 0 CORNELL CORRECTIONS INC CS 219141108 2,043 189,200 189,200 189,200 0 CORPORATE EXECUTIVE BOARD CS 21988R102 19,826 528,558 528,558 528,558 0 CORUS BANKSHARES INC CS 220873103 494 10,400 10,400 10,400 0 COSTCO COMPANIES INC CS 22160K105 183,255 4,604,401 4,604,401 4,604,401 0 COTT CORP CS 999300445 1,208 64,000 64,000 64,000 0 COUNTRYWIDE CREDIT CS 222372104 54,368 1,214,923 1,214,923 1,214,923 0 COUSINS PROPERTIES INC CS 222795106 1,460 56,030 56,030 56,030 0 COVENTRY HEALTH CARE INC CS 222862104 78 3,000 3,000 3,000 0 COX COMMUNICATIONS, INC. CS 224044107 85,578 2,273,599 2,273,599 2,273,599 0 COX RADIO INC CS 224051102 17,162 604,300 604,300 604,300 0 CRACKER BARREL CVT BOND 12489VAA4 1,904 4,650,000 4,650,000 4,650,000 0 CRAFTMADE INTERNATIONAL CS 22413E104 92 5,600 5,600 5,600 0 CRANE CO CS 224399105 20,767 759,600 759,600 759,600 0 CREDICORP LTD CS G2519Y108 842 84,500 84,500 84,500 0 CSG SYSTEMS INTERNATIONAL CS 126349109 33,022 1,160,487 1,160,487 1,160,487 0 CSX CORPORATION CS 126408103 81,682 2,143,324 2,143,324 2,143,324 0 CUBIC CORP CS 229669106 4 65 65 65 0 CULLEN/FROST BANKERS CS 229899109 21,838 608,800 608,800 608,800 0 CUMMINS ENGINE CS 231021106 33,798 715,600 715,600 715,600 0 CV THERAPEUTICS CS 126667104 14,740 408,300 408,300 408,300 0 CVS CORP CS 126650100 2 55 55 55 0 CYMER LASER CS 232572107 1,094 22,045 22,045 22,045 0 CYTOGEN CORP CS 232824102 110 51,405 51,405 51,405 0 D & K WHOLESALE DRUG CS 232861104 8,791 146,475 146,475 146,475 0 D R HORTON INC CS 23331A109 566 15,000 15,000 15,000 0 DANA CORP CS 235811106 1,634 76,125 76,125 76,125 0 DARDEN RESTAURANTS CS 237194105 9,227 227,326 227,326 227,326 0 DAVE AND BUSTER CS 23833N104 4 415 415 415 0 DAVITA INC CS 23918K108 20,726 819,200 819,200 819,200 0 DEAN FOODS CS 242370104 137,217 1,812,158 1,812,158 1,812,158 0 DEB SHOPS INC CS 242728103 468 17,300 17,300 17,300 0 DEERE & CO CS 244199105 6,833 150,000 150,000 150,000 0 DEL MONTE FOODS CO CS 24522P103 167 17,200 17,200 17,200 0 DELL COMPUTER CORP CS 247025109 193,499 7,415,184 7,415,184 7,415,184 0 DELPHI CORP CS 247126105 25,420 1,589,713 1,589,713 1,589,713 0 DELTA AIR LINES INC CS 247361108 23,246 710,444 710,444 710,444 0 DELUXE CORP CS 248019101 24,273 524,713 524,713 524,713 0 DENDRITE INT'L INC CS 248239105 3,202 299,083 299,083 299,083 0 DENTSPLY INTERNATIONAL CS 249030107 6,607 178,400 178,400 178,400 0 DEPARTMENT 56 INC CS 249509100 564 40,290 40,290 40,290 0 DEVELOPERS DIVERS CS 251591103 3,114 148,300 148,300 148,300 0 DEVON ENERGY CORP CS 25179M103 49,775 1,031,176 1,031,176 1,031,176 0 DEVON ENERGY 4.9% CVT BOND 25179MAA1 15,874 15,785,000 15,785,000 15,785,000 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 ______________________________ _____________ _________ ___________________________________________________________ DEVON ENERGY 4.95% CORP 25179MAB9 13,304 13,180,000 13,180,000 13,180,000 0 DIAGNOSTIC PRODUCTS CORP CS 252450101 173 4,000 4,000 4,000 0 DIAMOND OFFSHORE DRILLING CVT BOND 25271CAE2 9,724 10,516,000 10,516,000 10,516,000 0 DIAMOND OFFSHORE DRILLING CS 25271C102 52,426 1,677,106 1,677,106 1,677,106 0 DIANON SYSTEMS INC CS 252826102 3,052 47,100 47,100 47,100 0 DIEBOLD INC CS 253651103 37,297 915,500 915,500 915,500 0 DIGITAL INSIGHT CS 25385P106 550 20,000 20,000 20,000 0 DIME COMMUNITY BANCSHARES CS 253922108 774 25,110 25,110 25,110 0 DIRECT FOCUS INC CS 254931108 110,729 2,898,288 2,898,288 2,898,288 0 DISNEY (WALT) COMPANY CS 254687106 61,503 2,664,796 2,664,796 2,664,796 0 DITECH COMMUNICATIONS CS 25500M103 2,680 598,800 598,800 598,800 0 DOCUCORP INTERNATIONAL CS 255911109 156 20,900 20,900 20,900 0 DOLE FOOD COMPANY INC CS 256605106 12,198 393,490 393,490 393,490 0 DOLLAR TREE STORES INC CS 256747106 30,135 917,776 917,776 917,776 0 DOMINION RESOURCES INC CS 25746U109 12,946 198,684 198,684 198,684 0 DORAL FINANCIAL CORP CS 25811P100 512 15,100 15,100 15,100 0 DOUBLECLICK INC CS 258609304 360 30,000 30,000 30,000 0 DOVER CORP CS 260003108 178,668 4,357,746 4,357,746 4,357,746 0 DOW CHEMICAL CO CS 260543103 2,981 91,100 91,100 91,100 0 DOW JONES & CO INC CS 260561105 67,791 1,164,400 1,164,400 1,164,400 0 DR REDDY'S LABORATORIES CS 256135203 2,448 110,700 110,700 110,700 0 DRESS BARN INC CS 261570105 246 8,300 8,300 8,300 0 DST SYSTEMS INC CS 233326107 45,120 906,032 906,032 906,032 0 DTE ENERGY HOLDING CO CS 233331107 4,909 107,900 107,900 107,900 0 DU PONT CS 263534109 65,468 1,388,500 1,388,500 1,388,500 0 DUKE ENERGY CORP CS 264399106 9,204 243,500 243,500 243,500 0 DUPONT PHOTOMASKS INC CS 26613X101 2,364 45,300 45,300 45,300 0 DYNAMICS RESEARCH CORP CS 268057106 685 27,150 27,150 27,150 0 DYNEGY INC CS 26816Q101 1,406 48,480 48,480 48,480 0 E S S TECHNOLOGY INC CS 269151106 11,042 532,550 532,550 532,550 0 EASTMAN CHEMICAL CO CS 277432100 1,540 31,572 31,572 31,572 0 EASTMAN KODAK CO CS 277461109 35,810 1,148,872 1,148,872 1,148,872 0 EATON CORP CS 278058102 24,043 296,900 296,900 296,900 0 ECHO BAY MINES LTD CS 278751102 560 608,200 608,200 608,200 0 ECOLAB INC CS 278865100 43,027 941,100 941,100 941,100 0 EDGE PETROLEUM CS 279862106 81 15,000 15,000 15,000 0 EDISON INTERNATIONAL INC CS 281020107 921 55,000 55,000 55,000 0 EDUCATION MANAGEMENT CORP CS 28139T101 842 20,000 20,000 20,000 0 EDWARDS (A G) INC CS 281760108 89,213 2,028,500 2,028,500 2,028,500 0 EDWARDS LIFESCIENCES CP CS 28176E108 6,292 225,125 225,125 225,125 0 EL PASO CORP CS 28336L109 1,719 39,050 39,050 39,050 0 ELECTROGLAS INC CS 285324109 7,257 428,000 428,000 428,000 0 ELECTRONIC ARTS CS 285512109 1,654 27,200 27,200 27,200 0 ELECTRONIC DATA SYSTEMS CS 285661104 79,657 1,373,639 1,373,639 1,373,639 0 ELECTRONICS FOR IMAGING CS 286082102 17,496 956,300 956,300 956,300 0 ELI LILLY & CO CS 532457108 119,533 1,568,673 1,568,673 1,568,673 0 EMBREX CS 290817105 282 13,600 13,600 13,600 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 ______________________________ _____________ _________ ___________________________________________________________ EMC CORP CS 268648102 85,648 7,185,200 7,185,200 7,185,200 0 EMC CORP PS 61744Y835 540 100,000 100,000 100,000 0 EMERSON ELECTRIC CO CS 291011104 241,445 4,207,087 4,207,087 4,207,087 0 EMMIS BROADCASTING CS 291525103 5,181 193,700 193,700 193,700 0 EMPIRE DISTRICT ELECTRIC CS 291641108 16,614 776,700 776,700 776,700 0 EMS TECHNOLOGIES INC CS 26873N108 3 140 140 140 0 EMULEX CORP CS 292475209 29,664 900,000 900,000 900,000 0 ENCORE WIRE CORP CS 292562105 3 160 160 160 0 ENDOCARE CS 29264P104 1,923 97,170 97,170 97,170 0 ENERGEN CORP CS 29265N108 2,116 80,000 80,000 80,000 0 ENERGY EAST CORPORATION CS 29266M109 848 39,000 39,000 39,000 0 ENGELHARD CORPORATION CS 292845104 2,513 81,000 81,000 81,000 0 ENGINEERED SUPPORT CS 292866100 273 5,900 5,900 5,900 0 ENSCO INTERNATIONAL CS 26874Q100 257,116 8,530,731 8,530,731 8,530,731 0 ENTERASYS NETWORKS INC CS 293637104 1,282 303,100 303,100 303,100 0 ENTERCOM COMMUNICATIONS CS 293639100 43,709 796,600 796,600 796,600 0 ENTERGY CORP CS 29364G103 19,708 453,997 453,997 453,997 0 ENTERTAINMENT PROPERTIES CS 29380T105 908 40,162 40,162 40,162 0 ENZON INC CS 293904108 27,286 616,000 616,000 616,000 0 EOG RESOURCES INC CS 26875P101 165,947 4,091,394 4,091,394 4,091,394 0 EPIQ SYSTEMS INC CS 26882D109 2,215 139,030 139,030 139,030 0 EQUIFAX INC CS 294429105 1,794 60,000 60,000 60,000 0 EQUITABLE RESOURCES INC CS 294549100 1,288 37,000 37,000 37,000 0 EQUITY INNS INC CS 294703103 1,050 131,200 131,200 131,200 0 EQUITY OFFICE PROPERTIES CS 294741103 72,895 2,430,636 2,430,636 2,430,636 0 EQUITY RESIDENTIAL CS 29476L107 38,312 1,333,044 1,333,044 1,333,044 0 ESTEE LAUDER CO INC CS 518439104 27,700 810,902 810,902 810,902 0 ESTERLINE TECHNOLOGIES CS 297425100 92 4,500 4,500 4,500 0 EURONET SERVICES CS 298736109 3,173 186,723 186,723 186,723 0 EVI WEATHERFORD, INC CS 947074100 75,386 1,582,752 1,582,752 1,582,752 0 EXAR CORP CS 300645108 92 4,500 4,500 4,500 0 EXCELON CORP CS 300691102 4 2,500 2,500 2,500 0 EXELON CORPORATION CS 30161N101 20,782 392,331 392,331 392,331 0 EXPRESS SCRIPTS INC CS 302182100 1,444 25,065 25,065 25,065 0 EXTENDED STAY AMERICA CS 30224P101 282 16,200 16,200 16,200 0 EXXON MOBIL CORP CS 30231G102 558,564 12,743,873 12,743,873 12,743,873 0 F D X CORPORATION CS 31428X106 3,301 56,821 56,821 56,821 0 F E I COMPANY CS 30241L109 121 3,400 3,400 3,400 0 F L I R SYSTEMS INC CS 302445101 205 4,300 4,300 4,300 0 F M C CORP CS 302491303 66,954 1,597,195 1,597,195 1,597,195 0 F P L GROUP INC CS 302571104 98,667 1,656,872 1,656,872 1,656,872 0 FAIR, ISAAC, AND COMPANY CS 303250104 6,212 98,000 98,000 98,000 0 FAIRCHILD SEMICONDUCTOR CS 303726103 3,275 114,500 114,500 114,500 0 FAIRMONT HOTELS & RESORTS CS 305204109 20,305 717,495 717,495 717,495 0 FAMILY DOLLAR STORES INC CS 307000109 15,170 452,700 452,700 452,700 0 FANNIE MAE CS 313586109 342,965 4,293,497 4,293,497 4,293,497 0 FASTENAL CO CS 311900104 33,395 443,842 443,842 443,842 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 ______________________________ _____________ _________ ___________________________________________________________ FEDERAL AGRICULTURE MTG CS 313148306 2,167 48,700 48,700 48,700 0 FEDERAL HOME LOAN MTG CS 313400301 254,145 4,010,490 4,010,490 4,010,490 0 FEDERATED DEPT STORES INC CS 31410H101 136,974 3,353,099 3,353,099 3,353,099 0 FEMSA UBD CS 344419106 23,524 498,924 498,924 498,924 0 FIDELITY FED SVGS BK FLA CS 31604Q107 273 15,190 15,190 15,190 0 FIDELITY NATIONAL CS 316326107 91,564 3,472,287 3,472,287 3,472,287 0 FIFTH THIRD BANCORP CS 316773100 128,637 1,906,150 1,906,150 1,906,150 0 FINISH LINE INC CS 317923100 94 5,100 5,100 5,100 0 FIRST AMERICAN FINC'L CS 318522307 19,627 922,305 922,305 922,305 0 FIRST BANCORP CS 318672102 506 17,500 17,500 17,500 0 FIRST CITIZENS BANCSHARES CS 31946M103 1,566 15,200 15,200 15,200 0 FIRST DATA CORPORATION CS 319963104 332,446 3,810,275 3,810,275 3,810,275 0 FIRST HEALTH GROUP CORP CS 320960107 23,856 988,429 988,429 988,429 0 FIRST HORIZON CS 32051K106 1,796 80,000 80,000 80,000 0 FIRST MIDWEST BANCORP CS 320867104 548 18,875 18,875 18,875 0 FIRST TENNESSEE NAT'L CS 337162101 76,574 2,184,712 2,184,712 2,184,712 0 FIRST VIRGINIA BANK INC CS 337477103 167,347 3,120,400 3,120,400 3,120,400 0 FIRSTENERGY CS 337932107 4,799 138,794 138,794 138,794 0 FIRSTMERIT CORPORATION CS 337915102 864 30,000 30,000 30,000 0 FISERV INC CS 337738108 4,460 96,850 96,850 96,850 0 FISHER SCIENTIFIC INT'L CS 338032204 34,953 1,243,866 1,243,866 1,243,866 0 FLEET BOSTON FINANCIAL CS 339030108 2,511 71,750 71,750 71,750 0 FLEMING COMPANIES INC CS 339130106 7,105 317,200 317,200 317,200 0 FLEXTRONICS INTERNATIONAL CS Y2573F102 5,950 325,400 325,400 325,400 0 FLORIDA EAST COAST INDUS CS 340632108 2 65 65 65 0 FLOWSERVE CORP CS 34354P105 23,678 739,700 739,700 739,700 0 FLUOR CORP CS 343412102 14,591 357,700 357,700 357,700 0 FMC TECHNOLOGIES INC CS 30249U101 399 20,000 20,000 20,000 0 FOAMEX INTERNATIONAL INC CS 344123104 542 55,700 55,700 55,700 0 FOOT LOCKER INC CS 344849104 23,288 1,439,323 1,439,323 1,439,323 0 FOOTSTAR CS 344912100 91 3,000 3,000 3,000 0 FORD CAP TRUST II PS 345395206 12,050 214,253 214,253 214,253 0 FORD MOTOR CO CS 345370860 13,080 793,193 793,193 793,193 0 FORTUNE BRANDS INC CS 349631101 108,601 2,199,732 2,199,732 2,199,732 0 FORWARD AIR CORP CS 349853101 205 6,500 6,500 6,500 0 FOSSIL INC CS 349882100 534 20,120 20,120 20,120 0 FOUR SEASONS HOTELS CS 9997023X9 18,792 352,705 352,705 352,705 0 FPIC INSURANCE GROUP INC CS 302563101 433 33,600 33,600 33,600 0 FPL GROUP PREFERRED PS 302571203 24,731 440,831 440,831 440,831 0 FRANKLIN ELECTRIC CO INC CS 353514102 101 2,000 2,000 2,000 0 FRANKLIN RESOURCES INC CS 354613101 49,369 1,177,700 1,177,700 1,177,700 0 FREEPORT MCMORAN COPPER CS 35671D857 97,319 5,523,233 5,523,233 5,523,233 0 FRONTIER AIRLINES INC CS 359065109 77 4,200 4,200 4,200 0 FRONTIER OIL CORP CS 35914P105 168 7,800 7,800 7,800 0 FURNITURE BRANDS INC CS 360921100 31,011 850,790 850,790 850,790 0 F5 NETWORKS CS 315616102 23,951 1,029,054 1,029,054 1,029,054 0 G & K SERVICES INC CS 361268105 12,181 326,700 326,700 326,700 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 ______________________________ _____________ _________ ___________________________________________________________ GALLAGHER (ARTHUR J) & CO CS 363576109 26,924 821,600 821,600 821,600 0 GANNETT CO CS 364730101 43,871 576,491 576,491 576,491 0 GARDNER DENVER MACHINERY CS 365558105 228 9,300 9,300 9,300 0 GARMIN LTD CS G37260109 2,824 123,200 123,200 123,200 0 GART SPORTS COMPANY CS 366630101 1,021 33,800 33,800 33,800 0 GEMSTAR-TV GUIDE INTL INC CS 36866W106 156,182 10,556,425 10,556,425 10,556,425 0 GENENTECH INC CS 368710406 17,274 342,400 342,400 342,400 0 GENERAL DYNAMICS CORP CS 369550108 297,228 3,163,684 3,163,684 3,163,684 0 GENERAL ELECTRIC CO CS 369604103 1,191,181 31,807,224 31,807,224 31,807,224 0 GENERAL GROWTH PROPERTIES CS 370021107 8,899 201,332 201,332 201,332 0 GENERAL MOTORS PS 370442733 13,345 488,300 488,300 488,300 0 GENERAL MOTORS CORP CS 370442105 232,021 3,838,225 3,838,225 3,838,225 0 GENESCO INC CS 371532102 9,337 338,657 338,657 338,657 0 GENESEE & WYOMING INC CS 371559105 6,406 271,500 271,500 271,500 0 GENLYTE GROUP INC CS 372302109 570 15,100 15,100 15,100 0 GEORGIA GULF CORP CS 373200203 17,729 660,300 660,300 660,300 0 GEORGIA PACIFIC GROUP CS 373298108 210 7,000 7,000 7,000 0 GETTY IMAGES INC CS 374276103 34,816 1,162,671 1,162,671 1,162,671 0 GETTY REALTY CORP CS 374297109 13,168 700,400 700,400 700,400 0 GILEAD SCIENCES INC CS 375558103 45,576 1,269,358 1,269,358 1,269,358 0 GILLETTE CO CS 375766102 123,167 3,621,500 3,621,500 3,621,500 0 GLADSTONE CAPITAL CORP CS 376535100 1,508 84,500 84,500 84,500 0 GLATFELTER (P H) CO CS 377316104 63 3,500 3,500 3,500 0 GLAXOSMITHKLINE PLC CS 37733W105 93,460 1,988,513 1,988,513 1,988,513 0 GLOBAL PAYMENTS INC CS 37940X102 553 15,085 15,085 15,085 0 GLOBAL SANTAFE CORP CS G3930E101 49,826 1,523,739 1,523,739 1,523,739 0 GLOBESPAN VIRATA INC CS 37957V106 2,464 165,100 165,100 165,100 0 GOLDEN STATE BANCORP INC CS 381197102 1,487 50,100 50,100 50,100 0 GOLDEN TELECOM CS 38122G107 1,505 97,200 97,200 97,200 0 GOLDEN WEST FINANCIAL CS 381317106 953 15,000 15,000 15,000 0 GOLDMAN SACHS GROUP CS 38141G104 35,531 393,700 393,700 393,700 0 GOLDMAN SACHS 2.% SYNTH CVT BOND 38141GCA0 10,564 9,950,000 9,950,000 9,950,000 0 GOLDMAN SACHS 2.0% SYNTH CVT BOND 38141GBZ6 22,034 21,692,000 21,692,000 21,692,000 0 GOLDMAN SACHS 3.0% SYNTH CVT BOND 38141GBJ2 8,137 7,640,000 7,640,000 7,640,000 0 GOLDMAN SACHS 3.5% SYNTH CVT BOND 38141GBV5 11,579 11,620,000 11,620,000 11,620,000 0 GOODRICH (B F) CO CS 382388106 15,188 480,033 480,033 480,033 0 GRAINGER (W W) INC CS 384802104 30,831 548,300 548,300 548,300 0 GREAT PLAINS ENERGY INC CS 391164100 749 30,000 30,000 30,000 0 GREATER BAY BANCORP CS 391648102 3 80 80 80 0 GREENPOINT FINANCIAL CORP CS 395384100 6,348 145,259 145,259 145,259 0 GRIFFON CORPORATION CS 398433102 9,085 542,400 542,400 542,400 0 GROUP 1 AUTOMOTIVE CS 398905109 664 17,000 17,000 17,000 0 GTECH HOLDINGS CORP CS 400518106 975 20,000 20,000 20,000 0 GUCCI GROUP CS 401566104 7,485 80,900 80,900 80,900 0 GUIDANT CORPORATION CS 401698105 142,232 3,283,294 3,283,294 3,283,294 0 GULFMARK OFFSHORE CS 402629109 61 1,700 1,700 1,700 0 HAEMONETICS CORPORATION CS 405024100 89 2,800 2,800 2,800 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 ______________________________ _____________ _________ ___________________________________________________________ HALLIBURTON CO CS 406216101 59,101 3,462,292 3,462,292 3,462,292 0 HANCOCK FABRICS INC CS 409900107 70 3,900 3,900 3,900 0 HANCOCK HOLDING COMPANY CS 410120109 701 13,000 13,000 13,000 0 HANDLEMAN CO CS 410252100 122 11,900 11,900 11,900 0 HANGER ORTHOPEDIC GROUP CS 41043F208 626 60,460 60,460 60,460 0 HARLEY-DAVIDSON INC CS 412822108 43,812 794,700 794,700 794,700 0 HARMAN INTERNATIONAL CS 413086109 5,246 106,300 106,300 106,300 0 HARMONIC INC CS 413160102 815 70,315 70,315 70,315 0 HARRAH'S ENTERTAINMENT CS 413619107 147,469 3,331,875 3,331,875 3,331,875 0 HARRIS INTERACTIVE INC CS 414549105 257 75,950 75,950 75,950 0 HASBRO INC CS 418056107 9,441 596,800 596,800 596,800 0 HAVERTY FURNITURE CS 419596101 691 40,175 40,175 40,175 0 HCA INC CS 404119109 95,865 2,174,800 2,174,800 2,174,800 0 HCR MANOR CARE INC CS 564055101 17,105 734,100 734,100 734,100 0 HEALTH CARE PROPERTIES CS 421915109 1,217 30,000 30,000 30,000 0 HEALTH MANAGEMENT ASSOC CS 421933102 42,057 2,028,800 2,028,800 2,028,800 0 HEALTH NET INC CS 42222G108 8,832 321,858 321,858 321,858 0 HEALTHSOUTH CORP CS 421924101 16,590 1,156,125 1,156,125 1,156,125 0 HEARTLAND EXPRESS INC CS 422347104 11,705 584,540 584,540 584,540 0 HEIDRICK AND SRUGGLES CS 422819102 2 95 95 95 0 HEINEKEN NV CS 423012202 739 18,225 18,225 18,225 0 HENRY SCHEIN CS 806407102 3,189 72,301 72,301 72,301 0 HERLEY INDUSTRIES INC CS 427398102 4,743 236,545 236,545 236,545 0 HERMAN MILLER INC CS 600544100 66,986 2,817,485 2,817,485 2,817,485 0 HEWLETT-PACKARD CO CS 428236103 39,529 2,203,404 2,203,404 2,203,404 0 HIBERNIA CORPORATION CS 428656102 16,777 878,369 878,369 878,369 0 HIGHWOODS PROPERTIES INC CS 431284108 5,056 180,000 180,000 180,000 0 HILLENBRAND INDUSTRIES CS 431573104 60,952 989,000 989,000 989,000 0 HILTON HOTELS CORP CS 432848109 75,530 5,281,798 5,281,798 5,281,798 0 HJ HEINZ CO CS 423074103 38,512 928,000 928,000 928,000 0 HOLLY CORP CS 435758305 98 5,300 5,300 5,300 0 HOLLYWOOD ENTERTAINMENT CS 436141105 4,656 277,200 277,200 277,200 0 HOME DEPOT INC CS 437076102 407,330 8,379,560 8,379,560 8,379,560 0 HOME DEPOT INC PS 61744Y777 5,533 450,190 450,190 450,190 0 HOME PROPERTIES OF CS 437306103 4,248 123,300 123,300 123,300 0 HONEYWELL INTERNATIONAL CS 438516106 345,030 9,015,671 9,015,671 9,015,671 0 HORACE MANN EDUCATORS CS 440327104 26,416 1,173,545 1,173,545 1,173,545 0 HOSPITALITY PROPERTIES CS 44106M102 2,201 64,100 64,100 64,100 0 HOST MARRIOTT CORPORATION CS 44107P104 71,763 6,005,259 6,005,259 6,005,259 0 HOUSEHOLD INT'L INC CS 441815107 16,988 299,090 299,090 299,090 0 HPL TECHNOLOGIES INC CS 40426C105 3,663 222,361 222,361 222,361 0 HUBBELL INC CS 443510201 22,227 675,600 675,600 675,600 0 HUDSON CITY BANCORP INC CS 443683107 1,010 31,115 31,115 31,115 0 HUDSON UNITED BANCORP CS 444165104 640 20,110 20,110 20,110 0 HUMANA INC CS 444859102 1,086 80,245 80,245 80,245 0 HYDRIL CS 448774109 13,620 554,900 554,900 554,900 0 I C N PHARMACEUTICALS CS 448924100 864 27,200 27,200 27,200 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 ______________________________ _____________ _________ ___________________________________________________________ I T T HARTFORD GROUP INC CS 416515104 2,228 32,700 32,700 32,700 0 ICU MEDICAL INC CS 44930G107 1,092 30,000 30,000 30,000 0 IDEX CORPORATION CS 45167R104 7,263 196,300 196,300 196,300 0 IDEXX LABORATORIES INC CS 45168D104 185 6,900 6,900 6,900 0 IKON OFFICE SOLUTIONS CS 451713101 11,507 981,859 981,859 981,859 0 ILLINOIS TOOL WORK CS 452308109 86,473 1,195,200 1,195,200 1,195,200 0 IMATION CORP CS 45245A107 175 6,600 6,600 6,600 0 IMCLONE SYSTEMS INC CS 45245W109 8,026 326,257 326,257 326,257 0 IMMUCOR INC CS 452526106 755 53,560 53,560 53,560 0 IMMUNEX CORP CS 452528102 38,701 1,280,000 1,280,000 1,280,000 0 IMPATH INC. CS 45255G101 8,815 214,700 214,700 214,700 0 IMS HEALTH INC CS 449934108 4,231 188,468 188,468 188,468 0 INAMED CORP CS 453235103 204 6,200 6,200 6,200 0 INCO LTD CS 453258402 440 22,500 22,500 22,500 0 INDEPENDENCE COMMUNITY CS 453414104 8,412 298,838 298,838 298,838 0 INGERSOLL-RAND CO CS G4776G101 70,186 1,403,167 1,403,167 1,403,167 0 INHALE THERAPEUTIC SYST CS 457191104 3 330 330 330 0 INNKEEPERS USA TRUST CS 4576J0104 822 72,400 72,400 72,400 0 INNOVATIVE SOLUTIONS CS 45769N105 148 15,000 15,000 15,000 0 INSITUFORM TECHNOLOGIES CS 457667103 27,501 1,088,300 1,088,300 1,088,300 0 INT'L BUSINESS MACHINES CS 459200101 331,491 3,187,416 3,187,416 3,187,416 0 INT'L GAME TECHNOLOGY CS 459902102 25,925 416,000 416,000 416,000 0 INT'L MULTIFOODS CORP CS 460043102 16,832 708,400 708,400 708,400 0 INT'L PAPER COMPANY CS 460146103 77,745 1,807,601 1,807,601 1,807,601 0 INT'L PAPER CVT PFD PS 460137300 2,705 57,700 57,700 57,700 0 INT'L RECTIFIER CORP CS 460254105 145 3,200 3,200 3,200 0 INT'L SPECIALTY PRODUCTS CS 460337108 55 5,700 5,700 5,700 0 INTEGRATED DEFENSE TECH CS 45819B101 1,943 70,000 70,000 70,000 0 INTEL CORPORATION CS 458140100 614,281 20,196,633 20,196,633 20,196,633 0 INTER-TEL INC CS 458372109 4,112 224,700 224,700 224,700 0 INTERMAGNETICS GENERAL CS 458771102 74 2,700 2,700 2,700 0 INTERNATIONAL SPEEDWAY CS 460335201 687 15,000 15,000 15,000 0 INTERNET SECURITY SYSTEMS CS 46060X107 13,471 585,700 585,700 585,700 0 INTERPUBLIC GROUP OF COS CS 460690100 41,770 1,218,509 1,218,509 1,218,509 0 INTERSIL HOLDING CORP CS 46069S109 2,555 90,200 90,200 90,200 0 INTL PURSUIT CNVT IPJ.TO CVT BOND 999CPJCN6 1,900 1,000,000 1,000,000 1,000,000 0 INTUIT CS 461202103 34,101 889,100 889,100 889,100 0 INVACARE CORP CS 461203101 2 50 50 50 0 INVESTMENT TECHNOLOGY CS 46145F105 59,108 1,120,750 1,120,750 1,120,750 0 INVESTORS FINANCIAL SER CS 461915100 6,175 81,245 81,245 81,245 0 INVITROGEN CORP CS 46185R100 8,334 242,800 242,800 242,800 0 IRWIN FINANCIAL CORP CS 464119106 178 9,500 9,500 9,500 0 ITRON INC CS 465741106 5,598 187,700 187,700 187,700 0 ITT EDUCATIONAL SERVICES CS 45068B109 68 1,500 1,500 1,500 0 ITT INDUSTRIES CS 450911102 8,898 141,153 141,153 141,153 0 IVAX CORP CS 465823102 1,744 108,643 108,643 108,643 0 IVEX PACKAGING CORP CS 465855104 5,395 235,400 235,400 235,400 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 ______________________________ _____________ _________ ___________________________________________________________ J D EDWARDS & COMPANY CS 281667105 3,074 170,600 170,600 170,600 0 J L G INDUSTRIES CS 466210101 3,434 232,000 232,000 232,000 0 J. JILL GROUP INC CS 466189107 996 35,000 35,000 35,000 0 JABIL CIRCUIT INC CS 466313103 2,541 108,000 108,000 108,000 0 JACK IN THE BOX CS 466367109 25,223 850,700 850,700 850,700 0 JAKKS PACIFIC INC CS 47012E106 189 8,300 8,300 8,300 0 JC PENNEY COMPANY INC CS 708160106 18,269 882,124 882,124 882,124 0 JDA SOFTWARE GROUP CS 46612K108 11,700 366,725 366,725 366,725 0 JEFFERSON-PILOT CORP CS 475070108 36,962 738,063 738,063 738,063 0 JOHN H HARLAND CO CS 412693103 174 6,000 6,000 6,000 0 JOHN NUVEEN COMPANY CS 478035108 996 18,065 18,065 18,065 0 JOHNSON & JOHNSON CS 478160104 965,612 14,866,999 14,866,999 14,866,999 0 JOHNSON CONTROLS INC CS 478366107 85,757 971,094 971,094 971,094 0 JONES APPAREL CVT BOND 480081AD0 11,166 21,310,000 21,310,000 21,310,000 0 JONES APPAREL GROUP INC CS 480074103 190,073 5,438,419 5,438,419 5,438,419 0 JOURNAL REGISTER CS 481138105 848 40,000 40,000 40,000 0 JP REALTY INC CS 46624A106 539 20,135 20,135 20,135 0 K-SWISS INC CS 482686102 1,053 25,085 25,085 25,085 0 KADANT INC CS 48282T104 12,516 876,500 876,500 876,500 0 KANEB PIPELINE PARTNERS CS 484169107 1,202 29,500 29,500 29,500 0 KANSAS CITY SOUTHERN CS 485170302 132 8,300 8,300 8,300 0 KDG INVESTMENTS CS 990002537 8,393 2,062,222 2,062,222 2,062,222 0 KEITH COS INC CS 487539108 95 7,400 7,400 7,400 0 KELLOGG CO CS 487836108 9,729 289,815 289,815 289,815 0 KELLWOOD CO CS 488044108 22,097 909,700 909,700 909,700 0 KELLY SERVICES INC CS 488152208 10,392 368,200 368,200 368,200 0 KERR-MCGEE CORP CS 492386107 120,584 1,918,593 1,918,593 1,918,593 0 KEYCORP CS 493267108 2,167 81,300 81,300 81,300 0 KEYSPAN ENERGY CORP CS 49337W100 25,461 699,669 699,669 699,669 0 KEYSTONE AUTOMOTIVE CS 49338N109 686 40,195 40,195 40,195 0 KILROY REALTY CS 49427F108 717 25,400 25,400 25,400 0 KIMBERLY-CLARK CORP CS 494368103 182,216 2,818,500 2,818,500 2,818,500 0 KIMCO REALTY CORP CS 49446R109 4,357 133,250 133,250 133,250 0 KINDER MORGAN INC CS 49455P101 2,862 59,100 59,100 59,100 0 KINDRED HEALTHCARE INC CS 494580103 12,638 312,000 312,000 312,000 0 KING PHARMACEUTICALS, INC CS 495582108 25,522 728,993 728,993 728,993 0 KINROSS GOLD CORPORATION CS 496902107 472 371,380 371,380 371,380 0 KIRBY CORP CS 497266106 99 3,300 3,300 3,300 0 KLA TENCOR CORP CS 482480100 96,976 1,459,275 1,459,275 1,459,275 0 KNIGHT TRANSPORTATION CS 499064103 321 15,165 15,165 15,165 0 KOHL'S CORP CS 500255104 25,415 357,200 357,200 357,200 0 KOPIN CORP CS 500600101 459 50,355 50,355 50,355 0 KOREA ELEC PWR CO -SP ADR CS 500631106 383 36,300 36,300 36,300 0 KOS PHARMACEUTICALS INC CS 500648100 1,253 45,000 45,000 45,000 0 KPMG CONSULTING CS 48265R109 32,465 1,603,600 1,603,600 1,603,600 0 KRAFT FOODS INC. CS 50075N104 73,304 1,896,600 1,896,600 1,896,600 0 KRISPY KREME DOUGHNUTS CS 501014104 616 15,085 15,085 15,085 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 ______________________________ _____________ _________ ___________________________________________________________ KROGER CORPORATION CS 501044101 61,897 2,793,175 2,793,175 2,793,175 0 KRONOS INC CS 501052104 2,745 58,675 58,675 58,675 0 L S I INDUSTRIES INC CS 50216C108 695 35,167 35,167 35,167 0 L-3 COMMUNICATIONS CS 502424104 75,591 674,916 674,916 674,916 0 LA QUINTA PROPERTIES CS 50419U202 5,297 740,900 740,900 740,900 0 LA-Z-BOY CHAIR CO CS 505336107 690 25,125 25,125 25,125 0 LABORATORY CORP OF AMER CS 50540R409 13,769 143,635 143,635 143,635 0 LAM RESEARCH CORP CS 512807108 42,951 1,464,660 1,464,660 1,464,660 0 LANCASTER COLONY CORP CS 513847103 8,424 227,400 227,400 227,400 0 LANCE INC CS 514606102 14,709 1,021,100 1,021,100 1,021,100 0 LANDAMERICA FINANCIAL CS 514936103 80 2,300 2,300 2,300 0 LANDSTAR SYSTEM INC. CS 515098101 111 1,200 1,200 1,200 0 LEAR CORPORATION CS 521865105 61,961 1,301,705 1,301,705 1,301,705 0 LEGG MASON INC CS 524901105 16,455 310,000 310,000 310,000 0 LEGGETT & PLATT INC CS 524660107 56,981 2,297,618 2,297,618 2,297,618 0 LEHMAN BROTHERS HOLDING CS 524908100 47,824 739,844 739,844 739,844 0 LENNAR CORP CS 526057104 44,261 838,918 838,918 838,918 0 LEUCADIA NATIONAL CORP CS 527288104 5,905 165,186 165,186 165,186 0 LEXMARK INTERNATIONAL GRP CS 529771107 2 30 30 30 0 LIBERTY CORP CS 530370105 16,613 417,200 417,200 417,200 0 LIBERTY MEDIA CORP CS 530718105 446,806 35,348,611 35,348,611 35,348,611 0 LIBERTY MEDIA GROUP CVT BOND 530715AN1 2,617 3,610,000 3,610,000 3,610,000 0 LIBERTY PROPERTY TRUST CS 531172104 11,906 369,176 369,176 369,176 0 LIFEPOINT HOSPITAL CS 53219L109 27,042 731,056 731,056 731,056 0 LIGAND PHARMACEUTICALS CS 53220K207 5,087 258,408 258,408 258,408 0 LIMITED INC CS 532716107 26,064 1,456,090 1,456,090 1,456,090 0 LINCARE HOLDINGS INC CS 532791100 5,013 185,000 185,000 185,000 0 LINCOLN NATIONAL CORP CS 534187109 62,897 1,239,840 1,239,840 1,239,840 0 LINEAR TECHNOLOGY CORP CS 535678106 157,110 3,550,910 3,550,910 3,550,910 0 LINENS 'N THINGS INC CS 535679104 9,661 316,459 316,459 316,459 0 LITHIA MOTORS INC CS 536797103 240 9,700 9,700 9,700 0 LITTELFUSE INC CS 537008104 63,218 2,558,400 2,558,400 2,558,400 0 LIZ CLAIBORNE INC CS 539320101 175,581 6,191,163 6,191,163 6,191,163 0 LOCKHEED MARTIN CORP CS 539830109 245,132 4,257,242 4,257,242 4,257,242 0 LOEWS CORP CS 540424108 145,040 2,475,924 2,475,924 2,475,924 0 LOEWS CORP CAROLINA GROUP CS 540424207 31,805 1,060,532 1,060,532 1,060,532 0 LOEWS CORP CVT BOND 540424AL2 14,427 16,910,000 16,910,000 16,910,000 0 LONE STAR STEAKHOUSE CS 542307103 3,164 151,300 151,300 151,300 0 LONE STAR TECHNOLOGIES CS 542312103 9,120 399,819 399,819 399,819 0 LONGS DRUG STORES INC CS 543162101 2,131 76,453 76,453 76,453 0 LOWE'S COS CS 548661107 63,704 1,464,800 1,464,800 1,464,800 0 LTC PROPERTIES INC CS 502175102 5 680 680 680 0 LUBRIZOL CORP CS 549271104 32,572 936,258 936,258 936,258 0 LUCENT TECHNOLOGIES INC CS 549463107 716 151,300 151,300 151,300 0 LUFKIN INDUSTRIES INC CS 549764108 344 12,800 12,800 12,800 0 LUKOIL HOLDING CS 677862104 22,010 374,635 374,635 374,635 0 M B N A CORPORATION CS 55262L100 152,617 3,956,882 3,956,882 3,956,882 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 ______________________________ _____________ _________ ___________________________________________________________ MACDERMID INC CS 554273102 7,858 362,781 362,781 362,781 0 MACK CALI REALTY CORP CS 554489104 6,531 188,333 188,333 188,333 0 MACNEAL-SCHWENDLER CORP CS 553531104 690 30,000 30,000 30,000 0 MAGNA INTERNATIONAL CS 559222401 153,596 2,089,740 2,089,740 2,089,740 0 MANDALAY RESORT GROUP CS 562567107 50,406 1,641,875 1,641,875 1,641,875 0 MANHATTAN ASSOCIATES CS 562750109 6,327 165,700 165,700 165,700 0 MANTECH INTERNATIONAL CS 564563104 273 14,500 14,500 14,500 0 MANUFACTURED HOME CS 564682102 6,521 197,600 197,600 197,600 0 MANUFACTURERS SERVICES CS 565005105 175 33,300 33,300 33,300 0 MANUGISTICS GROUP INC CS 565011103 17,970 836,800 836,800 836,800 0 MARATHON OIL CORP CS 565849106 161,161 5,595,882 5,595,882 5,595,882 0 MARRIOTT INTERNATIONAL CS 571903202 1,506 33,500 33,500 33,500 0 MARSH & MC LENNAN COS CS 571748102 79,882 708,550 708,550 708,550 0 MARSHALL & ILSLEY CORP CS 571834100 50,642 813,655 813,655 813,655 0 MARTEK BIOSCIENCES CORP CS 572901106 6,352 201,800 201,800 201,800 0 MARTIN MARIETTA MATERIALS CS 573284106 167,689 3,971,800 3,971,800 3,971,800 0 MARVEL ENTERPRISES INC CS 57383M108 743 90,000 90,000 90,000 0 MARVELL TECHNOLOGY GROUP CS G5876H105 39,582 903,600 903,600 903,600 0 MASCO CORP CS 574599106 188,215 6,856,638 6,856,638 6,856,638 0 MASCO CORP CONVERT 0% CVT BOND 574599AW6 8,850 21,015,000 21,015,000 21,015,000 0 MASSEY ENERGY COMPANY CS 576206106 27,493 1,626,779 1,626,779 1,626,779 0 MATTEL INC CS 577081102 129,595 6,218,588 6,218,588 6,218,588 0 MATTHEWS INT'L CORP CS 577128101 499 20,000 20,000 20,000 0 MAXIM INTEGRATED PRODUCTS CS 57772K101 73,766 1,322,919 1,322,919 1,322,919 0 MAXIMUS CS 577933104 347 11,300 11,300 11,300 0 MAXWELL SHOE CO CS 577766108 64 4,000 4,000 4,000 0 MAY DEPARTMENT STORES CO CS 577778103 92,716 2,660,418 2,660,418 2,660,418 0 MAYTAG CO CS 578592107 1,995 45,080 45,080 45,080 0 MBIA INC CS 55262C100 166,775 3,049,458 3,049,458 3,049,458 0 MCAFEE.COM CS 579062100 2,524 153,300 153,300 153,300 0 MCCORMICK & CO INC CS 579780206 6,398 125,139 125,139 125,139 0 MCDATA CORPORATION CS 580031201 12,060 1,016,000 1,016,000 1,016,000 0 MCDONALD'S CORPORATION CS 580135101 122,985 4,431,903 4,431,903 4,431,903 0 MCGRAW-HILL INC CS 580645109 124,450 1,823,437 1,823,437 1,823,437 0 MCKESSON HBOC INC CS 58155Q103 29,224 780,764 780,764 780,764 0 MCSI INC CS 55270M108 801 67,313 67,313 67,313 0 MEASUREMENT SPECIALTIES CS 583421102 1,733 1,155,400 1,155,400 1,155,400 0 MED-DESIGN CORP CS 583926100 2,362 167,800 167,800 167,800 0 MEDALLION FINANCIAL CORP CS 583928106 8,297 1,067,100 1,067,100 1,067,100 0 MEDICINES COMPANY CS 584688105 356 25,000 25,000 25,000 0 MEDICIS PHARMACEUTICAL CS 584690309 4,612 83,100 83,100 83,100 0 MEDQUIST INC CS 584949101 898 30,000 30,000 30,000 0 MEDTRONIC INC CS 585055106 246,358 5,449,185 5,449,185 5,449,185 0 MENS WEARHOUSE INC CS 587118100 15,044 644,300 644,300 644,300 0 MENTOR CORP (MINN) CS 587188103 1,094 30,100 30,100 30,100 0 MENTOR GRAPHICS CORP CS 587200106 19,986 946,321 946,321 946,321 0 MERCK & CO INC CS 589331107 684,073 11,880,401 11,880,401 11,880,401 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 ______________________________ _____________ _________ ___________________________________________________________ MERCURY GENERAL CORP CS 589400100 6,961 149,700 149,700 149,700 0 MERCURY INTERACTIVE CORP CS 589405109 3,453 91,700 91,700 91,700 0 MERIDIAN GOLD INC CS 589975101 7,066 487,000 487,000 487,000 0 MERIDIAN MEDICAL CS 589658103 732 20,095 20,095 20,095 0 MERRILL LYNCH & CO CS 590188108 82,855 1,496,120 1,496,120 1,496,120 0 MESA AIR GROUP INC CS 590479101 72 6,300 6,300 6,300 0 METHODE ELECTRONICS INC CS 591520200 14,239 1,146,900 1,146,900 1,146,900 0 METLIFE INC CS 59156R108 189,488 6,015,488 6,015,488 6,015,488 0 METRIS COMPANIES INC CS 591598107 26,769 1,338,464 1,338,464 1,338,464 0 METRO ONE CS 59163F105 111 4,400 4,400 4,400 0 METTLER-TOLEDO INTL INC CS 592688105 20,648 456,200 456,200 456,200 0 MGIC INVESTMENT CORP CS 552848103 107,465 1,570,430 1,570,430 1,570,430 0 MGM MIRAGE CS 552953101 28,090 775,323 775,323 775,323 0 MICHAELS STORES INC CS 594087108 2,336 61,800 61,800 61,800 0 MICROCHIP TECHNOLOGY INC CS 595017104 67,263 1,608,400 1,608,400 1,608,400 0 MICROFINANCIAL INC CS 595072109 4,438 519,100 519,100 519,100 0 MICRON TECHNOLOGY INC CS 595112103 2,280 69,300 69,300 69,300 0 MICROSEMI CORP CS 595137100 54 3,300 3,300 3,300 0 MICROSOFT CORPORATION CS 594918104 1,237,979 20,545,657 20,545,657 20,545,657 0 MID ATLANTIC MEDICAL CS 59523C107 94 3,300 3,300 3,300 0 MID ATLANTIC REALTY TRUST CS 595232109 499 32,600 32,600 32,600 0 MIDAS INC CS 595626102 2 145 145 145 0 MIDWAY CS 598148104 676 50,260 50,260 50,260 0 MIDWEST EXPRESS HOLDINGS CS 597911106 2 100 100 100 0 MILLS CORP CS 601148109 842 30,120 30,120 30,120 0 MINERALS TECHNOLOGIES INC CS 603158106 67,078 1,278,400 1,278,400 1,278,400 0 MIRANT CORP CS 604675108 19,000 1,314,874 1,314,874 1,314,874 0 MOBILE TELESYSTEMS CS 607409109 1,536 42,000 42,000 42,000 0 MODEM MEDIA.POPPE TYSON CS 607533106 2 420 420 420 0 MOHAWK INDUSTRIES CS 608190104 16,534 275,155 275,155 275,155 0 MONACO COACH CORPORATION CS 60886R103 489 20,140 20,140 20,140 0 MONY GROUP INC CS 615337102 3 80 80 80 0 MOOG INC CS 615394202 9,606 300,200 300,200 300,200 0 MORGAN STANLEY DEAN CS 617446448 130,804 2,282,398 2,282,398 2,282,398 0 MOTOROLA INC CS 620076109 1,883 132,600 132,600 132,600 0 MOVIE GALLERY INC CS 624581104 2,156 126,586 126,586 126,586 0 MRO SOFTWARE INC CS 55347W105 22 1,800 1,800 1,800 0 MSC INDUSTRIAL DIRECT CS 553530106 2,272 99,200 99,200 99,200 0 MULTIMEDIA GAMES INC CS 625453105 1,327 37,605 37,605 37,605 0 MYLAN LABORATORIES CS 628530107 79,847 2,710,346 2,710,346 2,710,346 0 N V R INC CS 62944T105 915 2,900 2,900 2,900 0 NABORS INDUSTRIES INC CS 629568106 69,635 1,648,159 1,648,159 1,648,159 0 NASH FINCH CO CS 631158102 360 13,200 13,200 13,200 0 NATCO GROUP INC CS 63227W203 7,918 978,800 978,800 978,800 0 NATIONAL CITY CORP CS 635405103 3,018 98,100 98,100 98,100 0 NATIONAL OILWELL CS 637071101 215 8,500 8,500 8,500 0 NATIONAL SEMICONDUCTOR CS 637640103 2,880 85,500 85,500 85,500 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 ______________________________ _____________ _________ ___________________________________________________________ NATL COMMERCE FINANCIAL CS 63545P104 695 25,000 25,000 25,000 0 NAUTICA ENTERPRISES INC CS 639089101 21,032 1,376,439 1,376,439 1,376,439 0 NBTY INC CS 628782104 4,743 278,364 278,364 278,364 0 NCO GROUP INC CS 628858102 694 25,000 25,000 25,000 0 NDC HEALTH CORPORATION CS 639480102 178 4,900 4,900 4,900 0 NEOSE TECHNOLOGIES INC CS 640522108 3 100 100 100 0 NESTLE SA CS 641069406 1,451 26,200 26,200 26,200 0 NET.BANK INC CS 640933107 847 50,200 50,200 50,200 0 NETIQ CORPORATION CS 64115P102 83 3,800 3,800 3,800 0 NETWORKS ASSOCIATES INC CS 640938106 24,334 1,005,540 1,005,540 1,005,540 0 NEUBERGER BERMAN INC CS 641234109 1,921 41,000 41,000 41,000 0 NEW CENTURY FINANCIAL CS 64352D101 4,384 193,550 193,550 193,550 0 NEW PLAN EXCEL REALTY CS 648053106 702 35,000 35,000 35,000 0 NEWELL RUBBERMAID PS 651195307 7,537 177,800 177,800 177,800 0 NEWELL RUBBERMAID INC CS 651229106 11,649 364,479 364,479 364,479 0 NEWFIELD EXPLORATION CO CS 651290108 111 3,000 3,000 3,000 0 NEWMONT CS 651639106 80,567 2,909,600 2,909,600 2,909,600 0 NEWS CORP LTD ADR CS 652487703 14,916 525,597 525,597 525,597 0 NEXTEL COMMUNICATIONS INC CS 65332V103 542 101,000 101,000 101,000 0 NICOR INC CS 654086107 23,725 520,849 520,849 520,849 0 NIKE INCORPORATED CS 654106103 55,629 927,000 927,000 927,000 0 NISOURCE INC. CS 65473P105 3,077 134,056 134,056 134,056 0 NOBLE AFFILIATES INC CS 654894104 9,391 240,420 240,420 240,420 0 NOBLE DRILLING CORP CS 655042109 68,827 1,662,886 1,662,886 1,662,886 0 NOKIA CS 654902204 35,363 1,705,078 1,705,078 1,705,078 0 NORDSON CORP CS 655663102 19,999 664,300 664,300 664,300 0 NORDSTROM INC CS 655664100 12,796 522,300 522,300 522,300 0 NORFOLK SOUTHERN CORP CS 655844108 80,070 3,344,600 3,344,600 3,344,600 0 NORTEK INC CS 656559101 5,406 150,171 150,171 150,171 0 NORTEL NETWORKS CORP CS 656568102 2,848 634,200 634,200 634,200 0 NORTH FORK BANCORP CS 659424105 8,483 238,566 238,566 238,566 0 NORTHEAST UTILITIES CS 664397106 994 50,000 50,000 50,000 0 NORTHROP GRUMMAN CORP CS 666807102 337,407 2,984,586 2,984,586 2,984,586 0 NORTHWEST NATURAL GAS CO CS 667655104 9,747 348,000 348,000 348,000 0 NOVARTIS AG CS 66987V109 1,065 26,900 26,900 26,900 0 NOVELLUS SYSTEMS INC CS 670008101 54,173 1,000,800 1,000,800 1,000,800 0 NSTAR CS 67019E107 1,044 23,021 23,021 23,021 0 NUCOR CORP CS 670346105 78,957 1,229,100 1,229,100 1,229,100 0 NVIDIA CORP CS 67066G104 19,504 439,269 439,269 439,269 0 O M GROUP INC CS 670872100 94 1,300 1,300 1,300 0 O'CHARLEY'S INC CS 670823103 6,304 288,400 288,400 288,400 0 O'REILLY AUTOMOTIVE INC CS 686091109 13,742 438,004 438,004 438,004 0 OAK TECHNOLOGY INC CS 671802106 2,425 162,900 162,900 162,900 0 OCCIDENTAL PETROLEUM CORP CS 674599105 169,918 5,829,091 5,829,091 5,829,091 0 OCEANEERING INTL INC CS 675232102 728 25,120 25,120 25,120 0 OCEANFIRST FINANCIAL CORP CS 675234108 604 20,115 20,115 20,115 0 OCTEL CORP CS 675727101 109 5,800 5,800 5,800 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 ______________________________ _____________ _________ ___________________________________________________________ OCULAR SCIENCES INC CS 675744106 5,110 182,450 182,450 182,450 0 OFFICE DEPOT INC CS 676220106 22,635 1,140,318 1,140,318 1,140,318 0 OFFSHORE LOGISTICS INC CS 676255102 71 3,300 3,300 3,300 0 OLD REPUBLIC INT'L CORP CS 680223104 81,290 2,542,710 2,542,710 2,542,710 0 OLIN CORP CS 680665205 9,039 480,800 480,800 480,800 0 OMNICARE INCORPORATED CS 681904108 73,398 2,835,000 2,835,000 2,835,000 0 OMNICOM GROUP INC CS 681919106 146,166 1,548,370 1,548,370 1,548,370 0 OPENWAVE SYSTEMS CS 683718100 63 10,000 10,000 10,000 0 ORACLE SYSTEMS CORP CS 68389X105 256,403 20,039,276 20,039,276 20,039,276 0 ORTHODONTIC CENTERS OF CS 68750P103 6,883 249,300 249,300 249,300 0 OSHKOSH TRUCK CORP CS 688239201 37,977 664,333 664,333 664,333 0 OSI PHARMA CONVERT CVT BOND 671040AA1 2,302 2,300,000 2,300,000 2,300,000 0 OUTBACK STEAKHOUSE INC CS 689899102 101,164 2,828,190 2,828,190 2,828,190 0 OVERTURE SERVICES INC CS 69039R100 2,743 98,200 98,200 98,200 0 OWENS & MINOR INC CS 690732102 33,111 1,685,900 1,685,900 1,685,900 0 OWENS-ILLINOIS INC CS 690768403 4,332 254,822 254,822 254,822 0 OXFORD HEALTH PLANS INC CS 691471106 75,374 1,803,642 1,803,642 1,803,642 0 P N C BANK CORP CS 693475105 23,077 375,300 375,300 375,300 0 P P G INDUSTRIES INC CS 693506107 2,515 45,800 45,800 45,800 0 PACCAR INC CS 693718108 20,200 275,900 275,900 275,900 0 PACIFIC SUNWEAR CS 694873100 13,565 552,000 552,000 552,000 0 PACTIV CORPORATION CS 695257105 17,648 881,500 881,500 881,500 0 PALM INC CS 696642107 1,602 400,940 400,940 400,940 0 PANAMERICAN BEVERAGES INC CS P74823108 1,662 91,500 91,500 91,500 0 PANAMSAT CORP CS 697933109 17,646 772,771 772,771 772,771 0 PANERA BREAD CO CS 69840W108 4,523 71,353 71,353 71,353 0 PAPA JOHN'S PIZZA INC CS 698813102 13,500 483,700 483,700 483,700 0 PARADYNE CS 69911G107 3 1,080 1,080 1,080 0 PARAMETRIC TECHNOLOGY CS 699173100 21,110 3,509,600 3,509,600 3,509,600 0 PARK NATIONAL CORPORATION CS 700658107 991 10,035 10,035 10,035 0 PARK PLACE ENTERTAINMENT CS 700690100 42,246 4,004,380 4,004,380 4,004,380 0 PARKER DRILLING COMPANY CS 701081101 310 70,000 70,000 70,000 0 PARKER-HANNIFIN CORP CS 701094104 27,545 552,000 552,000 552,000 0 PARTNERRE HOLDINGS LTD CS G6852T105 4,423 81,000 81,000 81,000 0 PATINA OIL AND GAS CORP CS 703224105 287 9,100 9,100 9,100 0 PATTERSON DENTAL CO CS 703412106 16,302 372,402 372,402 372,402 0 PAYCHEX CS 704326107 131,539 3,313,738 3,313,738 3,313,738 0 PEABODY ENERGY CORP CS 704549104 4,009 138,486 138,486 138,486 0 PEDIATRIX MEDICAL GROUP CS 705324101 9,431 231,369 231,369 231,369 0 PEGASUS SOLUTIONS CS 705906105 5 270 270 270 0 PENNSYLVANIA REIT CS 709102107 1,485 58,240 58,240 58,240 0 PENTAIR INC CS 709631105 20,192 449,000 449,000 449,000 0 PEOPLE'S BANK BRIDGEPORT CS 710198102 2 100 100 100 0 PEP BOYS-MANNY MOE & JACK CS 713278109 7,024 422,100 422,100 422,100 0 PEPSICO INC CS 713448108 357,184 6,935,602 6,935,602 6,935,602 0 PER-SE TECHNOLOGIES CS 713569309 1,030 85,290 85,290 85,290 0 PERFORMANCE FOOD GROUP CS 713755106 25,922 793,819 793,819 793,819 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 ______________________________ _____________ _________ ___________________________________________________________ PERKIN ELMER INC CS 714046109 49,831 2,693,579 2,693,579 2,693,579 0 PEROT SYSTEMS CORP CS 714265105 21,349 1,070,101 1,070,101 1,070,101 0 PERRIGO COMPANY CS 714290103 4 295 295 295 0 PETCO ANIMAL SUPPLIES CS 716016209 8,701 362,900 362,900 362,900 0 PETROCHINA CO CS 71646E100 1,651 78,900 78,900 78,900 0 PETSMART INC CS 716768106 14,385 1,056,572 1,056,572 1,056,572 0 PFF BANCORP INC CS 69331W104 590 18,915 18,915 18,915 0 PFIZER INC CS 717081103 2,011,415 50,614,356 50,614,356 50,614,356 0 PG&E CORP CS 69331C108 2,474 105,000 105,000 105,000 0 PHARMACEUTICAL PRODUCT CS 717124101 8,589 246,575 246,575 246,575 0 PHARMACEUTICAL RESOURCES CS 717125108 639 30,165 30,165 30,165 0 PHARMACIA CORP CS 71713U102 331,385 7,351,033 7,351,033 7,351,033 0 PHELPS DODGE CORP CS 717265102 26,795 636,449 636,449 636,449 0 PHILADELPHIA CONS HLDG CO CS 717528103 116 2,900 2,900 2,900 0 PHILIP MORRIS COS INC CS 718154107 1,215,305 23,073,948 23,073,948 23,073,948 0 PHILIPS ELECTRONICS-NY CS 500472303 30,810 1,019,519 1,019,519 1,019,519 0 PHILLIPS PETROLEUM CO CS 718507106 71,103 1,132,213 1,132,213 1,132,213 0 PHOENIX COMPANIES INC CS 71902E109 28,437 1,481,100 1,481,100 1,481,100 0 PHOTON DYNAMICS INC CS 719364101 9,161 180,000 180,000 180,000 0 PHOTRONICS INC CS 719405102 111 3,300 3,300 3,300 0 PIEDMONT NATURAL GAS CO CS 720186105 44,464 1,249,000 1,249,000 1,249,000 0 PIER 1 IMPORTS INC CS 720279108 51,241 2,488,621 2,488,621 2,488,621 0 PITNEY BOWES INC CS 724479100 53,296 1,245,234 1,245,234 1,245,234 0 PITTSTON CO CS 725701106 6,953 277,000 277,000 277,000 0 PLACER DOME INC CS 725906101 14,038 1,145,995 1,145,995 1,145,995 0 PLANAR SYSTEMS INC CS 726900103 110 4,200 4,200 4,200 0 PLUM CREEK TIMBER COMPANY CS 729251108 42,310 1,424,098 1,424,098 1,424,098 0 PMI GROUP INC CS 69344M101 116,078 1,532,185 1,532,185 1,532,185 0 PNM RESOURCES INC CS 69349H107 9,057 295,404 295,404 295,404 0 POGO PRODUCING CO CS 730448107 89 2,800 2,800 2,800 0 POHANG IRON & STEEL ADR CS 693483109 366 14,000 14,000 14,000 0 POLARIS INDUSTRIES INC CS 731068102 47,041 738,470 738,470 738,470 0 POLO RALPH LAUREN CORP CS 731572103 35,476 1,215,748 1,215,748 1,215,748 0 POLYCOM INC CS 73172K104 14,777 600,200 600,200 600,200 0 POMEROY COMPUTER CS 731822102 10,400 684,900 684,900 684,900 0 POSSIS MEDICAL INC CS 737407106 594 30,185 30,185 30,185 0 POTOMAC ELECTRIC POWER CS 737679100 4,476 191,699 191,699 191,699 0 POWELL INDUSTRIES INC CS 739128106 60 2,700 2,700 2,700 0 POWER INTEGRATIONS INC CS 739276103 669 35,175 35,175 35,175 0 PP&L RESOURCES INC CS 69351T106 34,879 880,560 880,560 880,560 0 PRAXAIR INC CS 74005P104 1,645 27,500 27,500 27,500 0 PRE-PAID LEGAL SERVICES CS 740065107 857 30,000 30,000 30,000 0 PRECISION CASTPARTS CS 740189105 40,944 1,156,284 1,156,284 1,156,284 0 PRECISION DRILLING CORP CS 990001RL5 17,598 550,622 550,622 550,622 0 PRENTISS PROPERTIES TRUST CS 740706106 5,184 175,600 175,600 175,600 0 PRI AUTOMATION INC CS 69357H106 2 65 65 65 0 PRIME MEDICAL SERVICES CS 74156D108 380 50,000 50,000 50,000 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 ______________________________ _____________ _________ ___________________________________________________________ PRINCIPAL FINANCIAL GROUP CS 74251V102 9,609 379,800 379,800 379,800 0 PROASSURANCE CORPORATION CS 74267C106 16,620 920,800 920,800 920,800 0 PROCTER & GAMBLE CO CS 742718109 680,111 7,549,241 7,549,241 7,549,241 0 PROGRESS ENERGY INC CS 743263105 3,253 65,000 65,000 65,000 0 PROGRESS SOFTWARE CORP CS 743312100 1,567 86,400 86,400 86,400 0 PROGRESSIVE CORP (OHIO) CS 743315103 55,498 333,080 333,080 333,080 0 PROLOGIS CS 743410102 7,255 310,710 310,710 310,710 0 PROTECTIVE LIFE CORP CS 743674103 5,611 179,952 179,952 179,952 0 PROVIDIAN FINANCIAL CORP CS 74406A102 15,357 2,034,104 2,034,104 2,034,104 0 PROVINCE HEALTHCARE CS 743977100 26,284 827,200 827,200 827,200 0 PRUDENTIAL FINANCIAL INC CS 744320102 27,408 882,695 882,695 882,695 0 PUBLIC SERVICE ENTERPRISE CS 744573106 2,130 46,500 46,500 46,500 0 PUBLIC STORAGE INC CS 74460D109 31,008 837,841 837,841 837,841 0 PUGET ENERGY INC CS 745310102 983 47,300 47,300 47,300 0 PULTE CORPORATION CS 745867101 5,397 112,800 112,800 112,800 0 PURE RESOURCES INC CS 74622E102 14,803 655,600 655,600 655,600 0 QUAKER FABRIC CORPORATION CS 747399103 219 19,600 19,600 19,600 0 QUALCOMM INC CS 747525103 248,754 6,613,169 6,613,169 6,613,169 0 QUALITY SYSTEMS INC CS 747582104 76 5,000 5,000 5,000 0 QUANEX CORP CS 747620102 355 10,000 10,000 10,000 0 QUEST DIAGNOSTIC INC CS 74834L100 1,243 15,000 15,000 15,000 0 QUINTILES TRANSNATIONAL CS 748767100 4,444 250,000 250,000 250,000 0 QWEST COMMUNICATIONS INT CS 749121109 268,756 32,695,368 32,695,368 32,695,368 0 R L I CORPORATION CS 749607107 398 7,700 7,700 7,700 0 R&G FINANCIAL CORP CS 749136107 44 2,200 2,200 2,200 0 RACING CHAMPIONS CS 750069106 801 41,775 41,775 41,775 0 RADIAN GROUP CS 750236101 87,187 1,776,425 1,776,425 1,776,425 0 RADIOLOGIX INC CS 75040K109 176 14,700 14,700 14,700 0 RADIOSHACK CORPORATION CS 750438103 3,572 118,900 118,900 118,900 0 RAILAMERICA INC CS 750753105 3,097 294,400 294,400 294,400 0 RANGE RESOURCES CORP CS 75281A109 384 73,900 73,900 73,900 0 RATIONAL SOFTWARE CORP CS 75409P202 21,150 1,334,800 1,334,800 1,334,800 0 RAYONIER INC CS 754907103 26,505 497,464 497,464 497,464 0 RAYOVAC CORPORATION CS 755081106 12,649 818,700 818,700 818,700 0 RAYTHEON CO CS 755111507 118,191 2,879,192 2,879,192 2,879,192 0 RAYTHEON CO PS 755111606 12,242 180,000 180,000 180,000 0 REEBOK INT'L LTD CS 758110100 10,985 406,400 406,400 406,400 0 REGAL-BELOIT CORPORATION CS 758750103 21,457 839,800 839,800 839,800 0 REGENCY CENTERS CORP CS 758849103 1,077 37,100 37,100 37,100 0 REGIONS FINANCIAL CORP CS 758940100 687 20,000 20,000 20,000 0 REGIS CORP CS 758932107 169 6,000 6,000 6,000 0 REGISTER.COM CS 75914G101 211 23,600 23,600 23,600 0 RELIANT ENERGY INC CS 75952J108 69,363 2,689,513 2,689,513 2,689,513 0 RELIANT RESOURCES INC CS 75952B105 6,617 391,333 391,333 391,333 0 RENAISSANCERE HOLDINGS CS G7496G103 28,177 273,563 273,563 273,563 0 RENAL CARE GROUP INC CS 759930100 102 3,100 3,100 3,100 0 RENT WAY INC CS 76009U104 2 280 280 280 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 ______________________________ _____________ _________ ___________________________________________________________ RENT-A-CENTER INC CS 76009N100 77,348 1,514,545 1,514,545 1,514,545 0 REPUBLIC SERVICES INC CS 760759100 5,314 284,500 284,500 284,500 0 RESMED INC CS 761152107 3,584 89,300 89,300 89,300 0 RESPIRONICS INC CS 761230101 3,149 97,200 97,200 97,200 0 RETEK CS 76128Q109 1,254 47,900 47,900 47,900 0 REYNOLDS & REYNOLDS CS 761695105 5,013 167,087 167,087 167,087 0 RF MICRO DEVICES, INC CS 749941100 182 10,185 10,185 10,185 0 RFS HOTEL INVESTORS INC CS 74955J108 638 43,400 43,400 43,400 0 RIGHT MANAGEMENT CS 766573109 166 6,550 6,550 6,550 0 RIVERDEEP PLC CS 76870Q109 8,484 380,000 380,000 380,000 0 ROADWAY EXPRESS INC CS 769742107 104 2,800 2,800 2,800 0 ROCK TENN CO CS 772739207 429 20,000 20,000 20,000 0 ROCKWELL AUTOMATION INC CS 773903109 41,188 2,053,225 2,053,225 2,053,225 0 ROCKWELL COLLINS CS 774341101 66,453 2,634,936 2,634,936 2,634,936 0 ROHM & HAAS CO CS 775371107 22,553 533,537 533,537 533,537 0 ROPER INDUSTRIES INC CS 776696106 35,844 720,633 720,633 720,633 0 ROSLYN BANCORP INC CS 778162107 628 30,325 30,325 30,325 0 ROSS STORES INC CS 778296103 60,670 1,603,105 1,603,105 1,603,105 0 ROSTELECOM CS 778529107 3,457 447,200 447,200 447,200 0 ROUSE COMPANY CS 779273101 5,998 193,600 193,600 193,600 0 ROWAN COMPANIES INC CS 779382100 128,478 5,576,291 5,576,291 5,576,291 0 ROXIO INC CS 780008108 11,776 518,900 518,900 518,900 0 ROYAL CARIBBEAN CRUISES CS V7780T103 13,643 605,000 605,000 605,000 0 ROYAL DUTCH PETROL CS 780257804 185,566 3,416,157 3,416,157 3,416,157 0 ROYAL GOLD INC CS 780287108 528 59,000 59,000 59,000 0 ROYALE ENERGY CS 78074G200 118 9,900 9,900 9,900 0 RPM INC CS 749685103 4,093 263,214 263,214 263,214 0 RR DONNELLEY AND SONS CO CS 257867101 17,317 556,813 556,813 556,813 0 RUBY TUESDAY INC CS 781182100 766 32,950 32,950 32,950 0 RUSS BERRIE & CO CS 782233100 4,431 137,600 137,600 137,600 0 RYAN'S FAMILY STEAK CS 783519101 168 7,000 7,000 7,000 0 RYDER SYSTEMS INC CS 783549108 16,861 570,800 570,800 570,800 0 RYLAND GROUP INC CS 783764103 29,510 327,167 327,167 327,167 0 S L GREEN REALTY CORP CS 78440X101 968 28,800 28,800 28,800 0 S P S TECHNOLOGIES INC CS 784626103 4 90 90 90 0 S P X CORP CS 784635104 6,853 48,404 48,404 48,404 0 SABRE GROUP HOLDINGS INC CS 785905100 86,302 1,847,612 1,847,612 1,847,612 0 SAFEWAY INC CS 786514208 405,415 9,005,217 9,005,217 9,005,217 0 SANDISK CORP CS 80004C101 2,888 133,064 133,064 133,064 0 SANGSTAT MEDICAL CORP CS 801003104 1,617 60,210 60,210 60,210 0 SAP AG CS 803054204 1,228 33,000 33,000 33,000 0 SAPPI LTD CS 803069202 11,178 834,800 834,800 834,800 0 SARA LEE CORP CS 803111103 37,287 1,796,085 1,796,085 1,796,085 0 SATYAM COMPUTER SERVICES CS 804098101 524 41,900 41,900 41,900 0 SBC COMMUNICATIONS CS 78387G103 699,509 18,683,458 18,683,458 18,683,458 0 SCANSOFT INC CS 80603P107 1,031 175,570 175,570 175,570 0 SCHERING-PLOUGH CORP CS 806605101 33,182 1,060,124 1,060,124 1,060,124 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 ______________________________ _____________ _________ ___________________________________________________________ SCHLUMBERGER LTD CS 806857108 1,147 19,500 19,500 19,500 0 SCHOLASTIC CORP CS 807066105 816 15,065 15,065 15,065 0 SCHWAB, CHARLES CORP CS 808513105 19,108 1,459,720 1,459,720 1,459,720 0 SCIENTIFIC-ATLANTA INC CS 808655104 92,498 4,004,248 4,004,248 4,004,248 0 SCOTTS COMPANY CS 810186106 33,686 735,828 735,828 735,828 0 SEALED AIR CORP CS 81211K100 194,779 4,137,200 4,137,200 4,137,200 0 SEARS ROEBUCK & CO CS 812387108 252,620 4,927,241 4,927,241 4,927,241 0 SECURE COMPUTING CORP CS 813705100 16,451 846,900 846,900 846,900 0 SEMPRA ENERGY CS 816851109 81,218 3,229,343 3,229,343 3,229,343 0 SENIOR HOUSING PROP TRUST CS 81721M109 12,430 863,200 863,200 863,200 0 SENSIENT TECHNOLOGIES CS 81725T100 29,215 1,269,100 1,269,100 1,269,100 0 SERVICE CORP INT'L CS 817565104 398 75,000 75,000 75,000 0 SHARPER IMAGE CORP CS 820013100 5 270 270 270 0 SHAW GROUP INC CS 820280105 34,129 1,241,049 1,241,049 1,241,049 0 SHERWIN-WILLIAMS CO CS 824348106 42,739 1,500,681 1,500,681 1,500,681 0 SHOE CARNIVAL CS 824889109 128 7,800 7,800 7,800 0 SHOPKO STORES INC CS 824911101 87 4,800 4,800 4,800 0 SICOR INC CS 825846108 3,659 214,300 214,300 214,300 0 SIEBEL SYSTEMS, INC. CS 826170102 25,882 793,800 793,800 793,800 0 SIERRA PACIFIC RESOURCES CS 826428104 11,598 768,600 768,600 768,600 0 SIERRA PACIFIC RESOURCES PS 826428203 13,498 249,500 249,500 249,500 0 SILGAN HOLDINGS INC CS 827048109 352 10,500 10,500 10,500 0 SILICON GRAPHICS INC CS 827056102 5 1,070 1,070 1,070 0 SILICON LABORATORIES CS 826919102 1,480 41,895 41,895 41,895 0 SILICONIX INC CS 827079203 2 75 75 75 0 SIMON PROPERTY GROUP CS 828806109 21,963 673,079 673,079 673,079 0 SIMPLETECH INC CS 828823104 5 585 585 585 0 SIMPSON MANUFACTURING CS 829073105 55 900 900 900 0 SIX FLAGS INC CS 83001P109 71,342 3,994,524 3,994,524 3,994,524 0 SK TELECOM CO LTD ADR CS 78440P108 26,505 1,077,451 1,077,451 1,077,451 0 SKY FINANCIAL GROUP INC CS 83080P103 11,443 514,155 514,155 514,155 0 SKYWEST INC CS 830879102 207 8,300 8,300 8,300 0 SMITH INTERNATIONAL INC CS 832110100 474 7,000 7,000 7,000 0 SMITHFIELD FOODS INC CS 832248108 21,679 830,600 830,600 830,600 0 SMUCKER (J M) CO CS 832696306 936 27,700 27,700 27,700 0 SMURFIT STONE CONTAINER CS 832727101 346 20,200 20,200 20,200 0 SNAP-ON INCORPORATED CS 833034101 46,435 1,363,735 1,363,735 1,363,735 0 SOLA INTERNATIONAL INC CS 834092108 231 15,700 15,700 15,700 0 SONIC AUTOMOTIVE CS 83545G102 6,863 228,935 228,935 228,935 0 SONICBLUE INC CS 83546Q109 3 1,070 1,070 1,070 0 SONOCO PRODUCTS CO CS 835495102 2,083 72,800 72,800 72,800 0 SONOSIGHT INC CS 83568G104 3 170 170 170 0 SOURCECORP CS 836167106 65 2,200 2,200 2,200 0 SOUTH FINANCIAL GROUP CS 837841105 712 35,000 35,000 35,000 0 SOUTHERN CO CS 842587107 5,430 205,000 205,000 205,000 0 SOUTHWEST AIRLINES CS 844741108 38,681 1,999,014 1,999,014 1,999,014 0 SOUTHWEST BANCORP OF CS 84476R109 2,124 63,900 63,900 63,900 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 ______________________________ _____________ _________ ___________________________________________________________ SPANISH BROADCASTING CS 846425882 5 370 370 370 0 SPARTECH CORP CS 847220209 2,263 92,000 92,000 92,000 0 SPORTS AUTHORITY INC CS 849176102 5,645 490,900 490,900 490,900 0 SPRINT CORPORATION CS 852061100 27,504 1,798,842 1,798,842 1,798,842 0 SPRINT CORPORATION CS 852061506 1,235 120,000 120,000 120,000 0 SPSS INC CS 78462K102 533 30,200 30,200 30,200 0 SRI/SURGICAL EXPRESS INC CS 78464W104 7,740 507,384 507,384 507,384 0 ST JUDE MEDICAL INC CS 790849103 41,460 537,400 537,400 537,400 0 ST PAUL COS CS 792860108 45,672 996,112 996,112 996,112 0 STANDARD MICROSYSTEMS CS 853626109 338 14,700 14,700 14,700 0 STANDARD REGISTER COMPANY CS 853887107 372 13,225 13,225 13,225 0 STANLEY WORKS CS 854616109 53,918 1,165,800 1,165,800 1,165,800 0 STAPLES INC CS 855030102 6,766 339,400 339,400 339,400 0 STARWOOD HOTELS AND CS 85590A203 139,706 3,714,600 3,714,600 3,714,600 0 STATE STREET CORP CS 857477103 103,156 1,862,700 1,862,700 1,862,700 0 STATEN ISLAND BANCORP CS 857550107 1,381 70,175 70,175 70,175 0 STEEL DYNAMICS INC CS 858119100 330 20,000 20,000 20,000 0 STEEL TECHNOLOGIES INC CS 858147101 336 38,900 38,900 38,900 0 STERICYCLE INC CS 858912108 3,198 51,100 51,100 51,100 0 STERIS CORP CS 859152100 28,203 1,352,000 1,352,000 1,352,000 0 STERLING BANCSHARES INC CS 858907108 938 70,225 70,225 70,225 0 STEWART & STEVENSON SERV CS 860342104 62 3,200 3,200 3,200 0 STEWART ENTERPRISES INC CS 860370105 127 21,300 21,300 21,300 0 STILLWELL FINANCIAL INC CS 860831106 852 34,800 34,800 34,800 0 STORAGE TECHNOLOGY CS 862111200 22,476 1,048,316 1,048,316 1,048,316 0 STRYKER CORP CS 863667101 905 15,000 15,000 15,000 0 STUDENT LOAN CORP CS 863902102 37,996 414,800 414,800 414,800 0 STURM RUGER & COMPANY CS 864159108 520 40,280 40,280 40,280 0 SUMMIT PROPERTIES INC CS 866239106 725 29,600 29,600 29,600 0 SUN INTERBREW LTD - B SHS CS 999902FJ3 688 112,300 112,300 112,300 0 SUN MICROSYSTEMS INC CS 866810104 143,693 16,282,547 16,282,547 16,282,547 0 SUNGARD DATA SYSTEMS INC CS 867363103 122,591 3,718,274 3,718,274 3,718,274 0 SUNOCO INC CS 86764P109 71,259 1,781,035 1,781,035 1,781,035 0 SUNTRUST BANKS INC CS 867914103 50,259 753,172 753,172 753,172 0 SUPER VALU STORES INC CS 868536103 130,929 5,074,752 5,074,752 5,074,752 0 SUPERIOR INDUSTRIES INT'L CS 868168105 4,161 85,300 85,300 85,300 0 SUPERTEX INC CS 868532102 642 30,000 30,000 30,000 0 SURGUTNEFTEGAZ ADR CS 868861204 28,131 1,541,432 1,541,432 1,541,432 0 SUSQUEHANA BANCSHARES INC CS 869099101 739 30,140 30,140 30,140 0 SWIFT ENERGY CO CS 870738101 13,024 661,100 661,100 661,100 0 SYBASE INC CS 871130100 23,775 1,360,900 1,360,900 1,360,900 0 SYBRON DENTAL SPECIALTIES CS 871142105 25,254 1,256,400 1,256,400 1,256,400 0 SYMANTEC CORP CS 871503108 117,960 2,862,409 2,862,409 2,862,409 0 SYMMETRICOM CS 871543104 57 9,200 9,200 9,200 0 SYNCOR INTL CORP CS 87157J106 10,512 385,700 385,700 385,700 0 SYNOVUS FINANCIAL CORP CS 87161C105 35,942 1,179,207 1,179,207 1,179,207 0 SYSCO CORP CS 871829107 48,824 1,637,300 1,637,300 1,637,300 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 ______________________________ _____________ _________ ___________________________________________________________ S1 CORPORATION CS 78463B101 541 35,000 35,000 35,000 0 T C F FINANCIAL CS 872275102 37,548 713,700 713,700 713,700 0 T H Q INC CS 872443403 196 4,000 4,000 4,000 0 T J X COS INC CS 872540109 204,938 5,122,160 5,122,160 5,122,160 0 T ROWE PRICE GROUP INC CS 74144T108 39,508 1,014,850 1,014,850 1,014,850 0 TAIWAN SEMICONDUCTOR -ADR CS 874039100 80,945 3,900,985 3,900,985 3,900,985 0 TAKE-TWO INTERACTIVE CS 874054109 11,082 551,200 551,200 551,200 0 TARGET CORP CS 87612E106 263,409 6,108,746 6,108,746 6,108,746 0 TARO-VIT INDUS LTD CS M8737E108 1,411 49,600 49,600 49,600 0 TECH DATA CORP CS 878237106 58,370 1,272,086 1,272,086 1,272,086 0 TECO ENERGY INC CS 872375100 2 70 70 70 0 TECUMSEH PRODUCTS CL A CS 878895200 6,197 116,400 116,400 116,400 0 TEEKAY SHIPPING CORP CS Y8564W103 36,254 951,040 951,040 951,040 0 TEKTRONIX INC CS 879131100 80 3,400 3,400 3,400 0 TELEFONICA SA CS 879382208 1,075 32,472 32,472 32,472 0 TELEFONOS DE MEXICO SA CS 879403780 62,312 1,542,759 1,542,759 1,542,759 0 TELEPHONE & DATA SYSTEMS CS 879433100 886 10,040 10,040 10,040 0 TELLABS INC CS 879664100 690 65,900 65,900 65,900 0 TENET HEALTHCARE CORP CS 88033G100 12,963 193,418 193,418 193,418 0 TERADYNE INC CS 880770102 49,343 1,251,400 1,251,400 1,251,400 0 TETRA TECH INC CS 88162G103 287 20,125 20,125 20,125 0 TETRA TECHNOLOGIES INC CS 88162F105 270 9,300 9,300 9,300 0 TEVA PHARMACEUTICAL INDU CS 881624209 86,878 1,588,996 1,588,996 1,588,996 0 TEXAS INSTRUMENTS INC CS 882508104 57,739 1,744,384 1,744,384 1,744,384 0 TEXAS MERIDIAN RESOURCES CS 58977Q109 2 425 425 425 0 TEXTRON INC CS 883203101 51,157 1,001,114 1,001,114 1,001,114 0 THE STEAK N SHAKE COMPANY CS 857873103 3 200 200 200 0 THERASENSE INC CS 883381105 446 23,700 23,700 23,700 0 THORATEC LABORATORIES CS 885175307 1,644 150,250 150,250 150,250 0 THORNBURG MORTGAGE ASSET CS 885218107 1,394 69,575 69,575 69,575 0 THREE FIVE SYSTEMS INC CS 88554L108 597 40,255 40,255 40,255 0 TICKETMASTER-B CS 88633P203 1,039 35,105 35,105 35,105 0 TIDEWATER INC CS 886423102 154,411 3,646,067 3,646,067 3,646,067 0 TIFFANY & CO CS 886547108 1,532 43,100 43,100 43,100 0 TIMBERLAND CO CS 887100105 42,297 1,001,123 1,001,123 1,001,123 0 TIMKEN CO CS 887389104 1,739 75,300 75,300 75,300 0 TITAN CORP CS 888266103 1,883 91,200 91,200 91,200 0 TOM BROWN INC CS 115660201 549 20,000 20,000 20,000 0 TOMMY HILFIGER CORP CS G8915Z102 2,873 200,219 200,219 200,219 0 TORCHMARK CORP CS 891027104 2,131 52,900 52,900 52,900 0 TORO CO CS 891092108 113 1,900 1,900 1,900 0 TOTAL SYSTEM SERVICES INC CS 891906109 11,217 446,011 446,011 446,011 0 TOWER AUTOMOTIVE INC CS 891707101 6,562 469,067 469,067 469,067 0 TOYS R US INC CS 892335100 71,838 3,999,902 3,999,902 3,999,902 0 TRAMMELL CROW COMPANY CS 89288R106 5 360 360 360 0 TRANSCANADA PIPELINES LTD CS 893526103 1,700 125,000 125,000 125,000 0 TRANSKARYOTIC THERAPIES CS 893735100 40,333 936,882 936,882 936,882 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 ______________________________ _____________ _________ ___________________________________________________________ TRANSOCEAN SEDCO FOREX CS G90078109 198,587 5,976,121 5,976,121 5,976,121 0 TRAVELERS PROPERTY CS 89420G109 103,149 5,157,446 5,157,446 5,157,446 0 TRAVELERS PROPERTY PS 89420G307 23,749 896,178 896,178 896,178 0 TRIAD HOSPITAL CS 89579K109 48,826 1,420,175 1,420,175 1,420,175 0 TRICON GLOBAL RESTAURANTS CS 895953107 133,539 2,271,847 2,271,847 2,271,847 0 TRIGON HEALTHCARE INC CS 89618L100 4,577 62,000 62,000 62,000 0 TRW INC CS 872649108 1,729 33,600 33,600 33,600 0 TTI TEAM TELECOM INTL CS M88258104 2,192 76,500 76,500 76,500 0 TUBOS DE ACERO DE MEXICO CS 898592506 321 30,000 30,000 30,000 0 TUPPERWARE CORP CS 899896104 18,844 828,298 828,298 828,298 0 TURKCELL ILETISIM HIZMET CS 900111204 988 60,800 60,800 60,800 0 TV AZTECA S.A. CS 901145102 2,863 325,300 325,300 325,300 0 TXU CORPORATION CS 873168108 37,200 682,449 682,449 682,449 0 TYCO INTERNATIONAL LTD CS 902124106 74,757 2,313,033 2,313,033 2,313,033 0 TYSON FOODS INC CS 902494103 22,173 1,776,675 1,776,675 1,776,675 0 U G I CORPORATION CS 902681105 2,429 77,500 77,500 77,500 0 U S T INC CS 902911106 105,883 2,719,835 2,719,835 2,719,835 0 UBIQUITEL INC CS 903474302 243 100,000 100,000 100,000 0 ULTICOM CS 903844108 10,615 1,394,900 1,394,900 1,394,900 0 ULTRAPAR PARTICIPACOES SA CS 90400P101 808 86,900 86,900 86,900 0 UMB FINANCIAL CORP CS 902788108 5,761 134,000 134,000 134,000 0 UNIFIED ENERGY SYS CS 904688108 6,888 418,700 418,700 418,700 0 UNIFIRST CORPORATION CS 904708104 269 10,715 10,715 10,715 0 UNILEVER N V (GROUP) CS 904784709 41,836 736,543 736,543 736,543 0 UNION PACIFIC PS 907824403 41,440 822,100 822,100 822,100 0 UNION PACIFIC CORP CS 907818108 132,502 2,132,311 2,132,311 2,132,311 0 UNION PLANTERS CORP CS 908068109 4,413 93,116 93,116 93,116 0 UNIONBANCAL CORPORATION CS 908906100 62,621 1,422,564 1,422,564 1,422,564 0 UNITED DEFENSE INDUSTRIES CS 91018B104 2,943 109,800 109,800 109,800 0 UNITED DOMAIN REALTY CS 910197102 5,866 370,300 370,300 370,300 0 UNITED MICROELECTRONICS CS 910873207 22,219 2,086,249 2,086,249 2,086,249 0 UNITED NATURAL FOODS INC CS 911163103 6,418 258,750 258,750 258,750 0 UNITED PARCEL SERVICE CS 911312106 110,942 1,824,700 1,824,700 1,824,700 0 UNITED RENTALS CS 911363109 54,917 1,998,444 1,998,444 1,998,444 0 UNITED STATIONERS INC CS 913004107 60,270 1,585,430 1,585,430 1,585,430 0 UNITED TECHNOLOGIES CORP CS 913017109 220,702 2,974,421 2,974,421 2,974,421 0 UNITEDHEALTH GROUP CS 91324P102 8,139 106,500 106,500 106,500 0 UNIVERSAL DISPLAY CORP CS 91347P105 388 40,390 40,390 40,390 0 UNOCAL CORP CS 915289102 584 15,000 15,000 15,000 0 UNUMPROVIDENT CORP CS 91529Y106 132,460 4,742,581 4,742,581 4,742,581 0 UPS CVT BOND 1.75% CVT BOND 911312AB2 17,318 17,077,000 17,077,000 17,077,000 0 URBAN OUTFITTERS INC CS 917047102 701 30,150 30,150 30,150 0 URSTADT BIDDLE CS 917286205 679 62,100 62,100 62,100 0 US BANCORP CS 902973304 3,199 141,758 141,758 141,758 0 US FREIGHTWAYS CORP CS 916906100 145 4,100 4,100 4,100 0 USA EDUCATION INC CS 90390U102 978 10,000 10,000 10,000 0 USA NETWORKS INC CS 902984103 18,854 593,367 593,367 593,367 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 ______________________________ _____________ _________ ___________________________________________________________ USEC INC CS 90333E108 256 40,000 40,000 40,000 0 UTSTARCOM INC CS 918076100 2,193 83,593 83,593 83,593 0 V F CORP CS 918204108 2,206 51,000 51,000 51,000 0 VALASSIS COMMUNICATIONS CS 918866104 27,398 709,250 709,250 709,250 0 VALERO ENERGY CORP CS 91913Y100 139,863 2,824,381 2,824,381 2,824,381 0 VALERO LP CS 91913W104 575 15,085 15,085 15,085 0 VALLEY NAT'L BANCORP NJ CS 919794107 706 20,100 20,100 20,100 0 VALSPAR CORP CS 920355104 38,222 812,200 812,200 812,200 0 VARIAN MEDICAL SYSTEMS CS 92220P105 1,419 34,700 34,700 34,700 0 VARIAN SEMICONDUCTOR CS 922207105 216 4,800 4,800 4,800 0 VECTOR GROUP LTD CS 92240M108 717 25,080 25,080 25,080 0 VEECO INSTRUMENTS INC CS 922417100 126 3,600 3,600 3,600 0 VENTANA MEDICAL SYSTEMS CS 92276H106 3 165 165 165 0 VENTAS INC CS 92276F100 2,781 219,831 219,831 219,831 0 VERISIGN CS 92343E102 32,302 1,196,165 1,196,165 1,196,165 0 VERITAS DGC CS 92343P107 1,379 81,525 81,525 81,525 0 VERITAS SOFTWARE CORP CS 923436109 24,699 563,700 563,700 563,700 0 VERITY CS 92343C106 1,328 75,205 75,205 75,205 0 VERIZON COMMUNICATIONS CS 92343V104 255,084 5,587,831 5,587,831 5,587,831 0 VIACOM INC CS 925524308 365,309 7,552,384 7,552,384 7,552,384 0 VIAD CORPORATION CS 92552R109 47,564 1,698,708 1,698,708 1,698,708 0 VIDAMED INC CS 926530106 792 100,420 100,420 100,420 0 VIMPEL COMMUNICATIONS CS 68370R109 5,451 169,400 169,400 169,400 0 VISHAY CONV BONDS 0% CVT BOND 928298AD0 13,995 25,475,000 25,475,000 25,475,000 0 VISHAY INTERTECHNOLOGY CS 928298108 32,251 1,585,600 1,585,600 1,585,600 0 VISTEON CORP CS 92839U107 44,873 2,711,342 2,711,342 2,711,342 0 VITAL SIGNS INC CS 928469105 41 1,100 1,100 1,100 0 VODAFONE GROUP PLC CS 92857W100 2,127 115,400 115,400 115,400 0 VORNADO REALTY TRUST CS 929042109 3,970 89,900 89,900 89,900 0 VOTORANTIM CELULOSE E CS 92906P106 2,476 132,100 132,100 132,100 0 W D-40 COMPANY CS 929236107 607 20,120 20,120 20,120 0 W S F S FINANCIAL CORP CS 929328102 326 18,000 18,000 18,000 0 W-H ENERGY SERVICES CS 92925E108 15,065 696,500 696,500 696,500 0 WACHOVIA CORP CS 929903102 3,834 103,400 103,400 103,400 0 WACKENHUT CORP CS 929794105 261 7,900 7,900 7,900 0 WAL-MART STORES INC CS 931142103 744,900 12,153,695 12,153,695 12,153,695 0 WALGREEN CO CS 931422109 784 20,000 20,000 20,000 0 WASHINGTON FEDERAL INC CS 938824109 13,320 556,025 556,025 556,025 0 WASHINGTON MUTUAL INC CS 939322103 389,906 11,768,985 11,768,985 11,768,985 0 WASTE CONNECTIONS INC CS 941053100 3,381 100,900 100,900 100,900 0 WASTE MANAGEMENT CVT BOND CVT BOND 92929QAF4 612 705,000 705,000 705,000 0 WASTE MANAGEMENT INC CS 94106L109 523,826 19,222,989 19,222,989 19,222,989 0 WATERS CORPORATION CS 941848103 29,382 1,050,500 1,050,500 1,050,500 0 WATSON PHARMACEUTICALS CS 942683103 28,778 1,062,300 1,062,300 1,062,300 0 WATSON WYATT & CO HLDGS CS 942712100 547 20,000 20,000 20,000 0 WATTS INDUSTRIES INC CS 942749102 108 6,400 6,400 6,400 0 WAUSAU-MOSINEE PAPER CS 943315101 20,583 1,613,100 1,613,100 1,613,100 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 ______________________________ _____________ _________ ___________________________________________________________ WAYPOINT FINANCIAL CORP CS 946756103 667 40,115 40,115 40,115 0 WCI COMMUNITIES, INC CS 92923C104 44 1,800 1,800 1,800 0 WEBSTER FINANCIAL CORP CS 947890109 1,122 30,000 30,000 30,000 0 WEINGARTEN REALTY CS 948741103 1,367 26,600 26,600 26,600 0 WELLPOINT HEALTH NETWORKS CS 94973H108 94,709 1,487,498 1,487,498 1,487,498 0 WELLS FARGO & CO CS 949746101 87,809 1,777,500 1,777,500 1,777,500 0 WENDY'S INTERNATIONAL INC CS 950590109 66,883 1,912,048 1,912,048 1,912,048 0 WERNER ENTERPRISES INC CS 950755108 9,425 447,514 447,514 447,514 0 WESCO INTERNATIONAL, INC. CS 95082P105 101 14,400 14,400 14,400 0 WEST CORP CS 952355105 1,202 38,000 38,000 38,000 0 WESTERN DIGITAL CORP CS 958102105 249 40,000 40,000 40,000 0 WESTERN WIRELESS CORP CS 95988E204 131 15,000 15,000 15,000 0 WESTPORT RESOURCES CS 961418100 26,787 1,363,200 1,363,200 1,363,200 0 WESTWOOD ONE INC CS 961815107 63,228 1,648,705 1,648,705 1,648,705 0 WET SEAL (THE) INC CS 961840105 230 6,650 6,650 6,650 0 WEYERHAEUSER CO CS 962166104 723 11,500 11,500 11,500 0 WGL HOLDINGS INC CS 92924F106 127,134 4,733,200 4,733,200 4,733,200 0 WHIRLPOOL CORP CS 963320106 58,831 778,697 778,697 778,697 0 WILLIAMS COS CS 969457100 2,076 88,100 88,100 88,100 0 WILSONS THE LEATHER CS 972463103 8,312 694,700 694,700 694,700 0 WINN-DIXIE STORES INC CS 974280109 15,300 953,849 953,849 953,849 0 WINNEBAGO INDUSTRIES INC CS 974637100 168 4,000 4,000 4,000 0 WINSTON HOTELS INC CS 97563A102 832 88,500 88,500 88,500 0 WISCONSIN ENERGY CORP CS 976657106 87,078 3,499,900 3,499,900 3,499,900 0 WOLVERINE WORLD WIDE CS 978097103 12,136 676,100 676,100 676,100 0 WOMEN FIRST HEALTHCARE CS 978150100 735 75,000 75,000 75,000 0 WOODWARD GOVERNOR CO CS 980745103 612 8,900 8,900 8,900 0 WORLDCOM INC CS 98157D106 24,053 3,568,714 3,568,714 3,568,714 0 WORLDCOM INC CS 98157D304 4,632 782,376 782,376 782,376 0 WRIGLEY (WM) JR CO CS 982526105 56,389 1,057,760 1,057,760 1,057,760 0 WYETH CS 983024100 366,889 5,588,555 5,588,555 5,588,555 0 XCEL ENERGY INC CS 98389B100 5,214 205,668 205,668 205,668 0 XEROX CORP CS 984121103 21,078 1,960,750 1,960,750 1,960,750 0 XILINX INC CS 983919101 54,424 1,363,500 1,363,500 1,363,500 0 XO COMMUNICATIONS INC PS 983764705 0 606 606 606 0 XTO ENERGY INC CS 98385X106 208 10,350 10,350 10,350 0 YAHOO INC CS 984332106 34,789 1,885,607 1,885,607 1,885,607 0 YELLOW CORP CS 985509108 14,346 543,700 543,700 543,700 0 YORK INTERNATIONAL CORP CS 986670107 51,252 1,427,623 1,427,623 1,427,623 0 YOUNG INNOVATIONS INC CS 987520103 3,608 113,200 113,200 113,200 0 ZALE CORP CS 988858106 45,582 1,122,711 1,122,711 1,122,711 0 ZIONS BANCORPORATION CS 989701107 10,302 173,810 173,810 173,810 0 ZOLL MEDICAL CORP CS 989922109 10,530 273,536 273,536 273,536 0 ZOMAX OPTICAL MEDIA INC CS 989929104 302 41,300 41,300 41,300 0 ZORAN CORPORATION CS 98975F101 1,882 43,085 43,085 43,085 0 3M CO CS 88579Y101 279,164 2,427,300 2,427,300 2,427,300 0 4 KIDS ENTERTAINMENT INC CS 350865101 98 4,900 4,900 4,900 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 ______________________________ _____________ _________ ___________________________________________________________ 99 CENTS ONLY STORES CS 65440K106 3,075 80,200 80,200 80,200 0
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