UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              Washington, DC 20549

                               Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: March 31, 2003

Check here if Amendment [   ]; Amendment Number:  _______

This Amendment:

[  ]  is a restatement.
[  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:  Federated Investors, Inc.

Address:  Federated Investors Tower
                1001 Liberty Avenue
                Pittsburgh, PA  15222-3779

Form 13F File Number:  28-5680

     The institutional  investment  manager filing this report and the person by
whom it is  signed  hereby  represent  that the  person  signing  the  report is
authorized to submit it; that all information  contained herein is true, correct
and complete;  and that it is understood  that all required  items,  statements,
schedules, lists, and tables are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:    Lisa J. Ling
Title:   Assistant Vice President and Compliance Officer
Phone:   (412) 288-6399

Signature, Place, and Date of Signing:

/s/Lisa J. Ling   Pittsburgh, PA          May 13, 2003


COVER PAGE ADDENDUM FOR FORM 13F

Federated  Investors,  Inc.  ("Investors") is affiliated with the  institutional
investment  managers  listed on the summary  page of this Form 13F in the manner
described below. By virtue of Rule 13F-1(b) under the Securities Exchange Act of
1934,  Investors is deemed to share  investment  discretion over all investments
reported  herein.  This  filing  does not  constitute  an  admission  that  such
investment  discretion  does in fact  exist,  but is made  solely to comply with
applicable law.

The  information set forth below is numbered to correspond with the names of the
other  parties  with  respect to which this  schedule  is filed as listed at the
bottom of the cover page hereof:

1.   Federated  Investment  Counseling  ("FIC")  is  an  Investment  Adviser  to
     Federated International Funds, PLC and certain private investment accounts,
     consisting primarily of pension and retirement plans. FIC is a wholly-owned
     subsidiary of Investors.  Investors  exercises  investment  discretion over
     certain investments as reported by FIC. FIC exercises investment discretion
     over the  investments  identified  with the  number "1" under Item 7 in the
     attached  tables.  This filing is made on behalf of FIC with respect to all
     investments over which it exercises investment discretion.

2.   Federated  Investment  Management Company ("FIM") is the Investment Adviser
     to certain Federated Funds. FIM is a wholly-owned  subsidiary of Investors.
     Subject to guidelines established by the Boards of Trustees or Directors of
     the  aforementioned  Funds,  FIM exercises  investment  discretion over the
     investments  identified  with the number  "2" under Item 7 in the  attached
     tables.  This  filing  is  made  on  behalf  of  FIM  with  respect  to all
     investments over which it exercises investment discretion.

4.   Passport  Research  Ltd.  ("PR") is the  Investment  Adviser  to  Federated
     Utility  Fund,  Inc. PR is 50.5% owned  subsidiary  of Daily Cash  Research
     Corp.  Daily Cash Research Corp. is a wholly-owned  subsidiary of Federated
     Investors.  Subject to guidelines  established by the Boards of Trustees of
     the aforementioned  investment company, PR exercises investment  discretion
     over the  investments  identified  with the  number "4" under Item 7 in the
     attached  tables.  This filing is made on behalf of PR with  respect to all
     investments over which it exercises investment discretion.

21.  Federated Global Investment  Management Corp.  ("Global") is the Investment
     Adviser to certain international  Federated Funds and certain international
     private  investment  accounts.  Global  is  a  wholly-owned  subsidiary  of
     Investors.  Subject to guidelines  established  by the Board of Trustees or
     Directors  of  the  aforementioned   Funds,  Global  exercises   investment
     discretion over the investments  identified with the number "21" under Item
     7 in the  attached  tables.  This  filing is made on behalf of Global  with
     respect to all investments over which it exercises investment discretion.

Report Type

[ X ] 13F HOLDING REPORT.

[   ] 13F NOTICE.

[   ] 13F COMBINATION REPORT.

Form 13 F Summary Page

Number of Other Included Managers:   4

Form 13F Information Table Entry Total:  1205
Form 13F Information Table Value Total:   $11,819,070

List of Other Included Managers:

Provide  a  numbered  list of the  name(s)  and Form 13F file  number(s)  of all
institutional  investment  managers  with respect to which this report is filed,
other than the manager filing this report.

No.      13F File Number      Name

01       28-1454              Federated Investment Counseling
02       28-2576              Federated Investment Management Company
04       28-2491              Passport Research, Ltd.
21       28-6486              Federated Global Investment Management Corp.






          Column 1              Column 2    Column 3   Column 4      Column 5    Column 6 Column 7       Column 8
                                                                                                     Voting Authority
                                                                                                         (Shares)
       Name of issuer           Title of      CUSIP     Value   Shrs or   SH/ Put/  Investment  Other   Sole   SharedNone
                                 Class                 (x$1000) prn amt   PRN Call  Discretion  Managers
                                                                               
1 800 FLOWERS COM            CL A          68243Q106  28        4100    SH       DEFINED  01     4100     0     0
1 800 FLOWERS COM            CL A          68243Q106  4208      626140  SH       DEFINED  02     626140   0     0
3M CO                        COM           88579Y101  375       2888    SH       DEFINED  01     2888     0     0
3M CO                        COM           88579Y101  28047     215700  SH       DEFINED  02     215700   0     0
ABBOTT LABS                  COMMON        002824100  1,325     35,230  SH       DEFINED  01     35,230   0     0
ABBOTT LABS                  COM           002824100  70538     1875515 SH       DEFINED  02     1875515  0     0
ABBOTT LABS                  COM           002824100  172       5000    SH       DEFINED  21     5000     0     0
ACCENTURE LTD BERMUDA        CL A          G1150G111  1054      68000   SH       DEFINED  02     68000    0     0
ACE LTD                      ORD           G0070K103  32        1100    SH       DEFINED  01     1100     0     0
ACE LTD                      ORD           G0070K103  28960     1000350 SH       DEFINED  02     1000350  0     0
ADOBE SYS INC                COM           00724F101  142       4600    SH       DEFINED  01     4600     0     0
ADOBE SYS INC                COM           00724F101  5969      193600  SH       DEFINED  02     193600   0     0
ADVANCED AUTO PARTS INC      COM           00751Y106  37        800     SH       DEFINED  01     800      0     0
ADVANCED AUTO PARTS INC      COM           00751Y106  106918    2311745 SH       DEFINED  02     2311745  0     0
ADVANCED MICRO DEVICES INC   COM           007903107  627       101500  SH       DEFINED  02     101500   0     0
AETNA INC NEW                COM           00817Y108  6163      125000  SH       DEFINED  02     125000   0     0
AFFILIATED COMPUTER SERVICES CL A          008190100  115       2600    SH       DEFINED  01     2600     0     0
AFFILIATED COMPUTER SERVICES CL A          008190100  98716     2230370 SH       DEFINED  02     2230370  0     0
AFFILIATED MANAGERS GROUP    COM           008252108  29        700     SH       DEFINED  01     700      0     0
AFFILIATED MANAGERS GROUP    COM           008252108  18895     454527  SH       DEFINED  02     454527   0     0
AFFILIATED MANAGERS GROUP    COM           008252108  860       20685   SH       DEFINED  21     20685    0     0
AFTERMARKET TECHNOLOGY CORP  COM           008318107  43        3800    SH       DEFINED  01     3800     0     0
AFTERMARKET TECHNOLOGY CORP  COM           008318107  246       21750   SH       DEFINED  02     21750    0     0
AGILENT TECHNOLOGIES INC     COM           00846U101  569       43300   SH       DEFINED  02     43300    0     0
AIR PRODS & CHEMS INC        COM           009158106  5152      124346  SH       DEFINED  01     124321   0     25
AIR PRODS & CHEMS INC        COM           009158106  51265     1237400 SH       DEFINED  02     1237400  0     0
ALBERTSONS INC               COM           013104104  3112      165100  SH       DEFINED  02     165100   0     0
ALCOA INC                    COM           013817101  2745      141655  SH       DEFINED  01     141602   0     53
ALCOA INC                    COM           013817101  49265     2542042 SH       DEFINED  02     2542042  0     0
ALEXANDRIA REAL ESTATE EQ IN COM           015271109  156       3700    SH       DEFINED  01     3700     0     0
ALEXANDRIA REAL ESTATE EQ IN COM           015271109  4541      108000  SH       DEFINED  02     108000   0     0
ALLEGHANY CORP DEL           COM           017175100  67        410     SH       DEFINED  01     410      0     0
ALLEGHANY CORP DEL           COM           017175100  338       2062    SH       DEFINED  02     2062     0     0
ALLERGAN INC                 COM           018490102  116       1700    SH       DEFINED  01     1700     0     0
ALLERGAN INC                 COM           018490102  75754     1110600 SH       DEFINED  02     1110600  0     0
ALLIANT TECHSYSTEMS INC      COM           018804104  32        600     SH       DEFINED  01     600      0     0
ALLIANT TECHSYSTEMS INC      COM           018804104  8447      156400  SH       DEFINED  02     156400   0     0
ALLIANT TECHSYSTEMS INC      COM           018804104  838       16550   SH       DEFINED  21     16550    0     0
ALLOS THERAPEUTICS INC       COM           019777101  377       94230   SH       DEFINED  02     94230    0     0
ALLSTATE CORP                COM           020002101  6597      198880  SH       DEFINED  01     198834   0     46
ALLSTATE CORP                COM           020002101  78331     2361500 SH       DEFINED  02     2361500  0     0
ALLTEL CORP                  COM           020039103  913       20400   SH       DEFINED  02     20400    0     0
ALLTEL CORP                  CORP UNT 7.75%020039822  7465      158800  SH       DEFINED  02     158800   0     0
ALLTEL CORP COM              COMMON        020039103  303       6,768   SH       DEFINED  01     6,768    0     0
ALTERA CORP                  COM           021441100  1502      110955  SH       DEFINED  02     110955   0     0
ALTIRIS INC                  COM           02148M100  34        2700    SH       DEFINED  01     2700     0     0
ALTIRIS INC                  COM           02148M100  8739      699700  SH       DEFINED  02     699700   0     0
ALTRIA GROUP INC             COM           02209S103  5103      170329  SH       DEFINED  01     170289   0     40
ALTRIA GROUP INC             COM           02209S103  68923     2300500 SH       DEFINED  02     2300500  0     0
ALTRIA GROUP INC             COM           02209S103  535       19100   SH       DEFINED  21     19100    0     0
ALUMINA LTD ADR SPONSORED    COMMON        022205108  146       14,874  SH       DEFINED  01     14,874   0     0
AMAZON COM INC               COM           023135106  9217      354100  SH       DEFINED  02     354100   0     0
AMCOR LTD ADR NEW            COMMON        02341R302  637       32,128  SH       DEFINED  01     32,128   0     0
AMDOCS LTD                   ORD           G02602103  35        2600    SH       DEFINED  01     2600     0     0
AMDOCS LTD                   ORD           G02602103  1656      124700  SH       DEFINED  02     124700   0     0
AMEREN CORP COM              COMMON        023608102  693       17,751  SH       DEFINED  01     17,751   0     0
AMERICA MOVIL S A DE C V     SPON ADR L SHS02364W105  482       36027   SH       DEFINED  21     36027    0     0
AMERICAN ELEC PWR INC        COM           025537101  516       22600   SH       DEFINED  02     22600    0     0
AMERICAN ELECTRIC POWER      COMMON        025537101  416       18,222  SH       DEFINED  01     18,222   0     0
AMERICAN EXPRESS CO          COM           025816109  213       6400    SH       DEFINED  01     6400     0     0
AMERICAN EXPRESS CO          COM           025816109  1858      55900   SH       DEFINED  02     55900    0     0
AMERICAN EXPRESS CO          COM           025816109  2634      80870   SH       DEFINED  21     80870    0     0
AMERICAN INTL GROUP INC      COM           026874107  396       7988    SH       DEFINED  01     7988     0     0
AMERICAN INTL GROUP INC      COM           026874107  33063     668618  SH       DEFINED  02     668618   0     0
AMERICAN INTL GROUP INC      COM           026874107  664       14042   SH       DEFINED  21     14042    0     0
AMERICAN NATL INS CO COM     COMMON        028591105  426       5,463   SH       DEFINED  01     5,463    0     0
AMERICAN STD COS INC DEL     COM           029712106  9325      135600  SH       DEFINED  02     135600   0     0
AMERISOURCE HEALTH CORP      NOTE5.000%12/003071PAD4  627       500000  PRN      DEFINED  02     500000   0     0
AMERISOURCEBERGEN CORP       COM           03073E105  13104     249600  SH       DEFINED  02     249600   0     0
AMERISOURCEBERGEN CORP       COM           03073E105  443       9000    SH       DEFINED  21     9000     0     0
AMERISOURCEBERGEN CORP COM   COMMON        3.07E+108  243       4,629   SH       DEFINED  01     4,629    0     0
AMGEN INC                    COM           031162100  599       10400   SH       DEFINED  01     10400    0     0
AMGEN INC                    COM           031162100  37402     649900  SH       DEFINED  02     649900   0     0
AMLI RESIDENTIAL PPTYS TR SH                01735109             1,679            EFINED          1,679
B                            COMMON        0          246       1       SH       D        01     1        0     0
AMPHENOL CORP NEW            CL A          032095101  41        1000    SH       DEFINED  01     1000     0     0
AMPHENOL CORP NEW            CL A          032095101  200       4900    SH       DEFINED  02     4900     0     0
AMSOUTH BANCORPORATION       COM           032165102  3465      174300  SH       DEFINED  02     174300   0     0
AMVESCAP PLC                 SPONSORED ADR 03235E100  569       62200   SH       DEFINED  21     62200    0     0
ANADARKO PETE CORP           COM           032511107  12585     276600  SH       DEFINED  02     276600   0     0
ANALOG DEVICES INC           COM           032654105  792       28800   SH       DEFINED  02     28800    0     0
ANALOGIC CORP                COM PAR $0.05 032657207  36        800     SH       DEFINED  01     800      0     0
ANALOGIC CORP                COM PAR $0.05 032657207  182       4000    SH       DEFINED  02     4000     0     0
ANGLO AMERN PLC              ADR           03485P102  6707      469000  SH       DEFINED  02     469000   0     0
ANGLOGOLD LTD ADR SPONSORED  COMMON        035128206  1,062     35,186  SH       DEFINED  01     35,186   0     0
ANHEUSER BUSCH COS INC       COMMON        035229103  464       9,962   SH       DEFINED  01     9,962    0     0
ANHEUSER BUSCH COS INC       COM           035229103  13770     295426  SH       DEFINED  02     295426   0     0
ANIKA THERAPEUTICS INC       COM           035255108  1242      786300  SH       DEFINED  02     786300   0     0
ANNALY MTG MGMT INC          COM           035710409  75        4300    SH       DEFINED  01     4300     0     0
ANNALY MTG MGMT INC          COM           035710409  3431      196400  SH       DEFINED  02     196400   0     0
ANTHEM INC                   COM           03674B104  316       4772    SH       DEFINED  01     4772     0     0
ANTHEM INC                   COM           03674B104  20292     306300  SH       DEFINED  02     306300   0     0
AOL TIME WARNER INC          COM           00184A105  19698     1813858 SH       DEFINED  02     1813858  0     0
AOL TIME WARNER INC          COM           00184A105  1252      120900  SH       DEFINED  21     120900   0     0
APACHE CORP                  COM           037411105  4110      66570   SH       DEFINED  02     66570    0     0
APOLLO GROUP INC             CL A          037604105  6008      120400  SH       DEFINED  02     120400   0     0
APPLE COMPUTER INC           COM           037833100  929       65700   SH       DEFINED  02     65700    0     0
APPLIED MATLS INC            COM           038222105  255       20300   SH       DEFINED  01     20300    0     0
APPLIED MATLS INC            COM           038222105  35103     2790400 SH       DEFINED  02     2790400  0     0
APPLIED MICRO CIRCUITS CORP  COM           03822W109  27        8300    SH       DEFINED  01     8300     0     0
APPLIED MICRO CIRCUITS CORP  COM           03822W109  138       42405   SH       DEFINED  02     42405    0     0
APRIA HEALTHCARE GROUP INC   COM           037933108  51        2200    SH       DEFINED  01     2200     0     0
APRIA HEALTHCARE GROUP INC   COM           037933108  16179     692580  SH       DEFINED  02     692580   0     0
ARAMARK CORP                 CL B          038521100  11485     501545  SH       DEFINED  02     501545   0     0
ARCH CAP GROUP LTD           ORD           G0450A105  41        1200    SH       DEFINED  01     1200     0     0
ARCH CAP GROUP LTD           ORD           G0450A105  13836     407540  SH       DEFINED  02     407540   0     0
ARCHER DANIELS MIDLAND CO    COM           039483102  7128      660000  SH       DEFINED  02     660000   0     0
ARCHSTONE-SMITH TRUST COM    COMMON        039583109  502       22,846  SH       DEFINED  01     22,846   0     0
ARDEN RLTY INC               COM           039793104  410       18080   SH       DEFINED  01     18080    0     0
ARDEN RLTY INC               COM           039793104  4182      184400  SH       DEFINED  02     184400   0     0
ARM HLDGS PLC                SPONSORED ADR 042068106  4379      1794700 SH       DEFINED  02     1794700  0     0
ARROW ELECTRS INC            COM           042735100  700       47600   SH       DEFINED  21     47600    0     0
ASHLAND INC                  COM           044204105  113       3800    SH       DEFINED  01     3800     0     0
ASHLAND INC                  COM           044204105  1258      42400   SH       DEFINED  02     42400    0     0
ASML HLDG NV                 N Y SHS       N07059111  4872      741600  SH       DEFINED  02     741600   0     0
ASPECT MED SYS INC           COM           045235108  26        7100    SH       DEFINED  01     7100     0     0
ASPECT MED SYS INC           COM           045235108  8840      2415310 SH       DEFINED  02     2415310  0     0
ASTORIA FINL CORP            COM           046265104  3264      140500  SH       DEFINED  02     140500   0     0
AT RD INC                    COM           04648K105  710       105050  SH       DEFINED  02     105050   0     0
AT&T CORP                    COM NEW       001957505  20        1240    SH       DEFINED  01     1240     0     0
AT&T CORP                    COM NEW       001957505  272       16799   SH       DEFINED  02     16799    0     0
AT&T WIRELESS SVCS INC       COM           00209A106  173       26209   SH       DEFINED  02     26209    0     0
ATI TECHNOLOGIES INC         COM           001941103  33        6500    SH       DEFINED  01     6500     0     0
ATI TECHNOLOGIES INC         COM           001941103  5853      1138670 SH       DEFINED  02     1138670  0     0
ATRIX LABS INC               COM           04962L101  3652      259900  SH       DEFINED  02     259900   0     0
ATTUNITY LTD                 ORD           M15332105  41        45050   SH       DEFINED  02     45050    0     0
AUTOLIV INC                  COM           052800109  3285      164500  SH       DEFINED  02     164500   0     0
AUTOMATIC DATA PROCESSING IN COM           053015103  231       7500    SH       DEFINED  01     7500     0     0
AUTOMATIC DATA PROCESSING IN COM           053015103  4141      134500  SH       DEFINED  02     134500   0     0
AUTOZONE INC                 COM           053332102  2845      41400   SH       DEFINED  02     41400    0     0
AVALONBAY CMNTYS INC COM     COMMON        053484101  144       3,903   SH       DEFINED  01     3,903    0     0
AVERY DENNISON CORP          COM           053611109  4541      77400   SH       DEFINED  02     77400    0     0
AVON PRODS INC               COM           054303102  3212      56300   SH       DEFINED  02     56300    0     0
BAKER HUGHES INC             COM           057224107  20068     670500  SH       DEFINED  02     670500   0     0
BALL CORP                    COM           058498106  50        900     SH       DEFINED  01     900      0     0
BALL CORP                    COM           058498106  4033      72400   SH       DEFINED  02     72400    0     0
BANK NEW YORK INC            COMMON        064057102  180       8,795   SH       DEFINED  01     8,795    0     0
BANK NEW YORK INC            COM           064057102  34380     1677086 SH       DEFINED  02     1677086  0     0
BANK OF AMERICA CORPORATION  COM           060505104  10375     155221  SH       DEFINED  01     155183   0     38
BANK OF AMERICA CORPORATION  COM           060505104  146578    2192974 SH       DEFINED  02     2192974  0     0
BANK OF AMERICA CORPORATION  COM           060505104  1105      17700   SH       DEFINED  21     17700    0     0
BANK ONE CORP                COM           06423A103  6384      184400  SH       DEFINED  02     184400   0     0
BANK ONE CORP                COM           06423A103  1122      32940   SH       DEFINED  21     32940    0     0
BARRICK GOLD CORP            COM           067901108  942       60559   SH       DEFINED  01     60559    0     0
BARRICK GOLD CORP            COM           067901108  13335     857000  SH       DEFINED  02     857000   0     0
BARRICK GOLD CORP            COM           067901108  438       30700   SH       DEFINED  21     30700    0     0
BAUSCH & LOMB INC            COM           071707103  36        1100    SH       DEFINED  01     1100     0     0
BAUSCH & LOMB INC            COM           071707103  178       5400    SH       DEFINED  02     5400     0     0
BAXTER INTL INC              COMMON        071813109  149       7,997   SH       DEFINED  01     7,997    0     0
BAXTER INTL INC              COM           071813109  16299     874402  SH       DEFINED  02     874402   0     0
BAXTER INTL INC              COM           071813109  393       22550   SH       DEFINED  21     22550    0     0
BB&T CORP                    COM           054937107  3467      110300  SH       DEFINED  02     110300   0     0
BCE INC                      COMMON        05534B109  652       35,602  SH       DEFINED  01     35,602   0     0
BCE INC                      COM           05534B109  6179      337300  SH       DEFINED  02     337300   0     0
BEA SYS INC                  COM           073325102  593       58200   SH       DEFINED  02     58200    0     0
BEAR STEARNS COS INC         COM           073902108  8228      125426  SH       DEFINED  01     125403   0     23
BEAR STEARNS COS INC         COM           073902108  75754     1154786 SH       DEFINED  02     1154786  0     0
BEAR STEARNS COS INC         COM           073902108  1206      18383   SH       DEFINED  21     18383    0     0
BED BATH & BEYOND INC        COM           075896100  290       8400    SH       DEFINED  01     8400     0     0
BED BATH & BEYOND INC        COM           075896100  25914     750255  SH       DEFINED  02     750255   0     0
BELLSOUTH CORP               COM           079860102  4652      214663  SH       DEFINED  01     214563         100
BELLSOUTH CORP               COM           079860102  74486     3437300 SH       DEFINED  02     3437300  0     0
BIOGEN INC                   COM           090597105  13116     437800  SH       DEFINED  02     437800   0     0
BIOGEN INC COM               COMMON        090597105  117       3,918   SH       DEFINED  01     3,918    0     0
BJ SVCS CO                   COM           055482103  5244      152500  SH       DEFINED  02     152500   0     0
BLOCK H & R INC              COM           093671105  7652      179243  SH       DEFINED  01     179193   0     50
BLOCK H & R INC              COM           093671105  75655     1772200 SH       DEFINED  02     1772200  0     0
BMC SOFTWARE INC             COM           055921100  4977      329800  SH       DEFINED  02     329800   0     0
BOB EVANS FARMS INC          COM           096761101  29        1200    SH       DEFINED  01     1200     0     0
BOB EVANS FARMS INC          COM           096761101  4983      206845  SH       DEFINED  02     206845   0     0
BOEING CO                    COM           097023105  10563     421500  SH       DEFINED  02     421500   0     0
BOISE CASCADE CORP           COM           097383103  658       30100   SH       DEFINED  21     30100    0     0
BOOTS GROUP PLC UNSPON ADR   COMMON        099482101  896       53,450  SH       DEFINED  01     53,450   0     0
BORG WARNER INC              COM           099724106  48        1000    SH       DEFINED  01     1000     0     0
BORG WARNER INC              COM           099724106  234       4900    SH       DEFINED  02     4900     0     0
BOSTON SCIENTIFIC CORP       COM           101137107  3697      90705   SH       DEFINED  01     90684    0     21
BOSTON SCIENTIFIC CORP       COM           101137107  64905     1592360 SH       DEFINED  02     1592360  0     0
BOWATER INC                  COM           102183100  3496      94100   SH       DEFINED  02     94100    0     0
BP AMOCO P L C ADR SPONSORED SPONSORED ADR 055622104  5,873     152,187 SH       DEFINED  01     152,156  0     31
BP PLC                       SPONSORED ADR 055622104  100164    2595600 SH       DEFINED  02     2595600  0     0
BP PLC                       SPONSORED ADR 055622104  1128      31150   SH       DEFINED  21     31150    0     0
BRISTOL MYERS SQUIBB CO      COMMON        110122108  3,062     144,914 SH       DEFINED  01     144,876  0     38
BRISTOL MYERS SQUIBB CO      COM           110122108  57637     2727730 SH       DEFINED  02     2727730  0     0
BRITISH AMERN TOB PLC        SPONSORED ADR 110448107  2991      160800  SH       DEFINED  02     160800   0     0
BROADCOM CORP                CL A          111320107  6053      490130  SH       DEFINED  02     490130   0     0
BUNGE LIMITED                COM           G16962105  595       23636   SH       DEFINED  01     23636    0     0
BUNGE LIMITED                COM           G16962105  10343     411100  SH       DEFINED  02     411100   0     0
CADBURY SCHWEPPES PLC        ADR           127209302  3848      177100  SH       DEFINED  02     177100   0     0
CADBURY SCHWEPPES PLC ADR    COMMON        127209302  341       15,711  SH       DEFINED  01     15,711   0     0
CADENCE DESIGN SYSTEM INC    COM           127387108  709       70900   SH       DEFINED  02     70900    0     0
CAMDEN PPTY TR SH BEN INT    COMMON        133131102  262       8,089   SH       DEFINED  01     8,089    0     0
CANADIAN PAC RY LTD          COM           13645T100  3277      155400  SH       DEFINED  02     155400   0     0
CAPITAL ONE FINL CORP        COM           14040H105  36        1200    SH       DEFINED  01     1200     0     0
CAPITAL ONE FINL CORP        COM           14040H105  25759     858350  SH       DEFINED  02     858350   0     0
CARDINAL HEALTH INC          COM           14149Y108  302       5300    SH       DEFINED  01     5300     0     0
CARDINAL HEALTH INC          COM           14149Y108  51836     909880  SH       DEFINED  02     909880   0     0
CAREMARK RX INC              COM           141705103  9078      500140  SH       DEFINED  02     500140   0     0
CARESCIENCE INC              COM           141726109  993       1196790 SH       DEFINED  02     1196790  0     0
CARMAX INC                   COM           143130102  31        2151    SH       DEFINED  01     2151     0     0
CARMAX INC                   COM           143130102  16248     1115193 SH       DEFINED  02     1115193  0     0
CARNIVAL CORP                COM           143658102  5417      224660  SH       DEFINED  02     224660   0     0
CARRAMERICA RLTY CORP COM    COMMON        144418100  569       22,455  SH       DEFINED  01     22,455   0     0
CATERPILLAR INC DEL          COM           149123101  18165     369200  SH       DEFINED  02     369200   0     0
CATHAY BANCORP INC           COM           149150104  62        1600    SH       DEFINED  01     1600     0     0
CATHAY BANCORP INC           COM           149150104  301       7700    SH       DEFINED  02     7700     0     0
CELESTICA INC                SUB VTG SHS   15101Q108  720       63000   SH       DEFINED  02     63000    0     0
CEMEX S A                    SPON ADR 5 ORD151290889  4320      247700  SH       DEFINED  02     247700   0     0
CEMEX S A ADR SPSRD NEW      COMMON        151290889  717       41,127  SH       DEFINED  01     41,127   0     0
CENDANT CORP COM             COMMON        151313103  8,379     659,744 SH       DEFINED  01     659,651  0     93
CENDANT CORP                 COM           151313103  175531    13821353SH       DEFINED  02     13821353 0     0
CENDANT CORP                 COM           151313103  879       73800   SH       DEFINED  21     73800    0     0
CENTERPOINT ENERGY INC       COM           15189T107  185       26200   SH       DEFINED  01     26200    0     0
CENTERPOINT ENERGY INC       COM           15189T107  4746      673200  SH       DEFINED  02     673200   0     0
CERADYNE INC                 COM           156710105  49        5300    SH       DEFINED  01     5300     0     0
CERADYNE INC                 COM           156710105  4334      472130  SH       DEFINED  02     472130   0     0
CHARLES RIV LABS INTL INC    COM           159864107  31        1200    SH       DEFINED  01     1200     0     0
CHARLES RIV LABS INTL INC    COM           159864107  12973     508345  SH       DEFINED  02     508345   0     0
CHECK POINT SOFTWARE TECH LT ORD           M22465104  1085      75000   SH       DEFINED  02     75000    0     0
CHECK POINT SOFTWARE TECH LT ORD           M22465104  1148      79350   SH       DEFINED  21     79350    0     0
CHEESECAKE FACTORY INC       COM           163072101  4034      125000  SH       DEFINED  02     125000   0     0
CHEVRONTEXACO CORPORATION    COMMON        166764100  8,390     129,781 SH       DEFINED  01     129,752  0     29
CHEVRONTEXACO CORP           COM           166764100  161271    2494519 SH       DEFINED  02     2494519  0     0
CHEVRONTEXACO CORP           COM           166764100  840       13900   SH       DEFINED  21     13900    0     0
CHICAGO MERCANTILE HLDGS INC CL A          167760107  39        800     SH       DEFINED  01     800      0     0
CHICAGO MERCANTILE HLDGS INC CL A          167760107  216       4490    SH       DEFINED  02     4490     0     0
CHITTENDEN CORP              COM           170228100  37        1400    SH       DEFINED  01     1400     0     0
CHITTENDEN CORP              COM           170228100  178       6800    SH       DEFINED  02     6800     0     0
CHUBB CORP                   COM           171232101  3355      75700   SH       DEFINED  02     75700    0     0
CIGNA CORP                   COM           125509109  110       2400    SH       DEFINED  01     2400     0     0
CIGNA CORP                   COM           125509109  8449      184800  SH       DEFINED  02     184800   0     0
CINERGY CORP COM             COMMON        172474108  5,530     164,322 SH       DEFINED  01     164,286  0     36
CINERGY CORP                 COM           172474108  66065     1963300 SH       DEFINED  02     1963300  0     0
CISCO SYS INC                COM           17275R102  768       59200   SH       DEFINED  01     59200    0     0
CISCO SYS INC                COM           17275R102  33290     2564690 SH       DEFINED  02     2564690  0     0
CISCO SYS INC                COM           17275R102  512       42200   SH       DEFINED  21     42200    0     0
CITIGROUP INC COM            COMMON        172967101  7,870     228,455 SH       DEFINED  01     228,372  0     83
CITIGROUP INC                COM           172967101  167256    4855034 SH       DEFINED  02     4855034  0     0
CITIGROUP INC                COM           172967101  2400      72784   SH       DEFINED  21     72784    0     0
CLEAR CHANNEL COMMUNICATIONS COM           184502102  139       4100    SH       DEFINED  01     4100     0     0
CLEAR CHANNEL COMMUNICATIONS COM           184502102  71510     2108185 SH       DEFINED  02     2108185  0     0
CLEAR CHANNEL COMMUNICATIONS COM           184502102  2102      63900   SH       DEFINED  21     63900    0     0
CLOROX CO DEL                COM           189054109  397       8600    SH       DEFINED  01     8600     0     0
CLOROX CO DEL                COM           189054109  5208      112800  SH       DEFINED  02     112800   0     0
CNF INC                      COM           12612W104  43        1400    SH       DEFINED  01     1400     0     0
CNF INC                      COM           12612W104  207       6800    SH       DEFINED  02     6800     0     0
COACH INC                    COM           189754104  27        700     SH       DEFINED  01     700      0     0
COACH INC                    COM           189754104  6654      173600  SH       DEFINED  02     173600   0     0
COCA COLA CO                 COMMON        191216100  860       21,247  SH       DEFINED  01     21,247   0     0
COCA COLA CO                 COM           191216100  60484     1494180 SH       DEFINED  02     1494180  0     0
COCA COLA CO                 COM           191216100  202       5450    SH       DEFINED  21     5450     0     0
COGNOS INC                   COM           19244C109  5349      235400  SH       DEFINED  02     235400   0     0
COLGATE PALMOLIVE CO         COM           194162103  250       4600    SH       DEFINED  01     4600     0     0
COLGATE PALMOLIVE CO         COM           194162103  931       17100   SH       DEFINED  02     17100    0     0
COMCAST CORP NEW             CL A          20030N101  57        2005    SH       DEFINED  01     2005     0     0
COMCAST CORP NEW             CL A          20030N101  19714     689525  SH       DEFINED  02     689525   0     0
COMCAST CORP NEW             CL A SPL      20030N200  27498     1000300 SH       DEFINED  02     1000300  0     0
COMCAST CORP NEW             CL A SPL      20030N200  103       4100    SH       DEFINED  21     4100     0     0
COMERICA INC                 COM           200340107  15955     421200  SH       DEFINED  02     421200   0     0
COMERICA INC                 COM           200340107  341       9010    SH       DEFINED  21     9010     0     0
COMMERCIAL FEDERAL CORPORATI COM           201647104  626       28800   SH       DEFINED  21     28800    0     0
COMMERCIAL METALS CO         COM           201723103  42        3000    SH       DEFINED  01     3000     0     0
COMMERCIAL METALS CO         COM           201723103  202       14500   SH       DEFINED  02     14500    0     0
COMMUNITY HEALTH SYS INC NEW COM           203668108  12298     600180  SH       DEFINED  02     600180   0     0
COMPANIA ANONIMA NACIONL TEL SPON ADR D    204421101  471       52400   SH       DEFINED  21     52400    0     0
COMPUTER ASSOC INTL INC      COM           204912109  381       27900   SH       DEFINED  02     27900    0     0
COMPUTER SCIENCES CORP       COM           205363104  2747      84400   SH       DEFINED  01     84400    0     0
COMPUTER SCIENCES CORP       COM           205363104  36264     1114100 SH       DEFINED  02     1114100  0     0
COMVERSE TECHNOLOGY INC      COM PAR $0.10 205862402  1154      102000  SH       DEFINED  02     102000   0     0
CONAGRA INC                  COMMON        205887102  393       19,572  SH       DEFINED  01     19,572   0     0
CONCEPTUS INC                COM           206016107  36        4000    SH       DEFINED  01     4000     0     0
CONCEPTUS INC                COM           206016107  16681     1853403 SH       DEFINED  02     1853403  0     0
CONCORD EFS INC              COM           206197105  49        5200    SH       DEFINED  01     5200     0     0
CONCORD EFS INC              COM           206197105  26159     2782825 SH       DEFINED  02     2782825  0     0
CONCORDE CAREER COLLEGES INC COM NEW       20651H201  4794      299640  SH       DEFINED  02     299640   0     0
CONOCOPHILLIPS COM           COMMON        20825C104  6,888     128,507 SH       DEFINED  01     128,473  0     34
CONOCOPHILLIPS               COM           20825C104  86325     1610534 SH       DEFINED  02     1610534  0     0
CONSOLIDATED EDISON INC      COM           209115104  981       25500   SH       DEFINED  02     25500    0     0
CONSTELLATION BRANDS INC     CL A          21036P108  4683      206300  SH       DEFINED  02     206300   0     0
COOPER TIRE & RUBR CO        COM           216831107  110       9000    SH       DEFINED  01     9000     0     0
COOPER TIRE & RUBR CO        COM           216831107  3121      255800  SH       DEFINED  02     255800   0     0
CORINTHIAN COLLEGES INC      COM           218868107  5017      127000  SH       DEFINED  02     127000   0     0
CORNING INC                  COM           219350105  5459      934800  SH       DEFINED  02     934800   0     0
CORPORATE EXECUTIVE BRD CO   COM           21988R102  39        1100    SH       DEFINED  01     1100     0     0
CORPORATE EXECUTIVE BRD CO   COM           21988R102  5019      140900  SH       DEFINED  02     140900   0     0
COST PLUS INC CALIF          COM           221485105  34        1300    SH       DEFINED  01     1300     0     0
COST PLUS INC CALIF          COM           221485105  8120      308515  SH       DEFINED  02     308515   0     0
COSTAR GROUP INC             COM           22160N109  33        1500    SH       DEFINED  01     1500     0     0
COSTAR GROUP INC             COM           22160N109  15327     686713  SH       DEFINED  02     686713   0     0
COSTCO WHSL CORP NEW         COM           22160K105  35263     1174250 SH       DEFINED  02     1174250  0     0
COUNTRYWIDE FINANCIAL CORP   COM           222372104  3680      64000   SH       DEFINED  02     64000    0     0
COUSINS PPTYS INC            COM           222795106  163       6300    SH       DEFINED  01     6300     0     0
COUSINS PPTYS INC            COM           222795106  2138      82700   SH       DEFINED  02     82700    0     0
COX COMMUNICATIONS INC NEW   CL A          224044107  37        1200    SH       DEFINED  01     1200     0     0
COX COMMUNICATIONS INC NEW   CL A          224044107  211       6780    SH       DEFINED  02     6780     0     0
CRAY INC                     COM           225223106  5620      848940  SH       DEFINED  02     848940   0     0
CREE INC                     COM           225447101  30        1600    SH       DEFINED  01     1600     0     0
CREE INC                     COM           225447101  7583      409460  SH       DEFINED  02     409460   0     0
CROMPTON CORP                COM           227116100  1945      480200  SH       DEFINED  02     480200   0     0
CTI MOLECULAR IMAGING INC    COM           22943D105  18631     950540  SH       DEFINED  02     950540   0     0
CURON MED INC                COM           231292103  1868      2491100 SH       DEFINED  02     2491100  0     0
CYMER INC                    COM           232572107  4250      179700  SH       DEFINED  02     179700   0     0
DANAHER CORP DEL             COM           235851102  368       5591    SH       DEFINED  01     5591     0     0
DANAHER CORP DEL             COM           235851102  25290     384580  SH       DEFINED  02     384580   0     0
DARDEN RESTAURANTS INC       COM           237194105  107       6000    SH       DEFINED  01     6000     0     0
DARDEN RESTAURANTS INC       COM           237194105  935       52400   SH       DEFINED  02     52400    0     0
DEAN FOODS CO NEW            COM           242370104  39        900     SH       DEFINED  01     900      0     0
DEAN FOODS CO NEW            COM           242370104  13091     305090  SH       DEFINED  02     305090   0     0
DECODE GENETICS INC          COM           243586104  283       169917  SH       DEFINED  02     169917   0     0
DEERE & CO                   COM           244199105  12192     310543  SH       DEFINED  02     310543   0     0
DELL COMPUTER CORP           COM           247025109  513       18800   SH       DEFINED  01     18800    0     0
DELL COMPUTER CORP           COM           247025109  32753     1199290 SH       DEFINED  02     1199290  0     0
DELPHI CORP                  COM           247126105  3177      465100  SH       DEFINED  02     465100   0     0
DELTA AIR LINES INC DEL      COM           247361108  27        3000    SH       DEFINED  01     3000     0     0
DELTA AIR LINES INC DEL      COM           247361108  129       14500   SH       DEFINED  02     14500    0     0
DIAGEO P L C                 SPON ADR NEW  25243Q205  7747      188400  SH       DEFINED  02     188400   0     0
DIAMOND OFFSHORE DRILLING IN COM           25271C102  15460     796500  SH       DEFINED  02     796500   0     0
DIGITAL IMPACT INC DEL       COM           25385G106  1785      1222500 SH       DEFINED  02     1222500  0     0
DISNEY WALT CO               COM DISNEY    254687106  509       29929   SH       DEFINED  01     29929    0     0
DISNEY WALT CO               COM DISNEY    254687106  10702     628800  SH       DEFINED  02     628800   0     0
DISNEY WALT CO               COM DISNEY    254687106  1067      62700   SH       DEFINED  21     62700    0     0
DJ ORTHOPEDICS INC           COM           23325G104  5756      1472050 SH       DEFINED  02     1472050  0     0
DOLLAR GEN CORP              COM           256669102  4884      400000  SH       DEFINED  02     400000   0     0
DOLLAR THRIFTY AUTOMOTIVE GP COM           256743105  30        1800    SH       DEFINED  01     1800     0     0
DOLLAR THRIFTY AUTOMOTIVE GP COM           256743105  182       10920   SH       DEFINED  02     10920    0     0
DOLLAR TREE STORES INC       COM           256747106  28        1400    SH       DEFINED  01     1400     0     0
DOLLAR TREE STORES INC       COM           256747106  23027     1157140 SH       DEFINED  02     1157140  0     0
DOMINION RES INC VA NEW COM  COMMON        25746U109  1,076     19,441  SH       DEFINED  01     19,441   0     0
DONNELLEY R R & SONS CO      COM           257867101  3607      196900  SH       DEFINED  02     196900   0     0
DOV PHARMACEUTICAL INC       COM           259858108  5181      846525  SH       DEFINED  02     846525   0     0
DOVER CORP                   COM           260003108  12100     499600  SH       DEFINED  02     499600   0     0
DOW JONES & CO INC           COM           260561105  3136      88500   SH       DEFINED  02     88500    0     0
DOWNEY FINL CORP             COM           261018105  35        900     SH       DEFINED  01     900      0     0
DOWNEY FINL CORP             COM           261018105  169       4300    SH       DEFINED  02     4300     0     0
DPL INC                      COM           233293109  619       49700   SH       DEFINED  02     49700    0     0
DQE INC                      COM           23329J104  28        2300    SH       DEFINED  01     2300     0     0
DQE INC                      COM           23329J104  506       41500   SH       DEFINED  02     41500    0     0
DR REDDYS LABS LTD           ADR           256135203  5851      300980  SH       DEFINED  02     300980   0     0
DRS TECHNOLOGIES INC         COM           23330X100  28        1100    SH       DEFINED  01     1100     0     0
DRS TECHNOLOGIES INC         COM           23330X100  10077     402900  SH       DEFINED  02     402900   0     0
DU PONT E I DE NEMOURS CO    COMMON        263534109  4,604     118,471 SH       DEFINED  01     118,442  0     29
DU PONT E I DE NEMOURS & CO  COM           263534109  67453     1735796 SH       DEFINED  02     1735796  0     0
DUKE-WEEKS REALTY CORP COM                  64411505             0,948            EFINED          0,948
NEW                          COMMON        2          295       1       SH       D        01     1        0     0
DYAX CORP                    COM           26746E103  2114      1214969 SH       DEFINED  02     1214969  0     0
E M C CORP MASS              COM           268648102  17638     2439559 SH       DEFINED  02     2439559  0     0
E ON AG                      SPONSORED ADR 268780103  6944      167700  SH       DEFINED  02     167700   0     0
EASTMAN KODAK CO             COM           277461109  14942     504800  SH       DEFINED  02     504800   0     0
EASYLINK SVCS CORP           CL A NEW      27784T200  192       417760  SH       DEFINED  02     417760   0     0
EATON CORP                   COM           278058102  25609     366100  SH       DEFINED  02     366100   0     0
EATON CORP COM               COMMON        278058102  228       3,253   SH       DEFINED  01     3,253    0     0
EBAY INC                     COM           278642103  5297      62100   SH       DEFINED  02     62100    0     0
ECOLLEGE COM                 COM           27887E100  6419      1517120 SH       DEFINED  02     1517120  0     0
EDWARDS AG INC               COM           281760108  3598      138900  SH       DEFINED  02     138900   0     0
EGL INC                      COM           268484102  4495      302490  SH       DEFINED  02     302490   0     0
ELECTRONIC ARTS INC          COM           285512109  53        900     SH       DEFINED  01     900      0     0
ELECTRONIC ARTS INC          COM           285512109  4926      84000   SH       DEFINED  02     84000    0     0
ELECTRONIC DATA SYS NEW      COM           285661104  3878      220314  SH       DEFINED  01     220181   0     133
ELECTRONIC DATA SYS NEW      COM           285661104  37173     2112100 SH       DEFINED  02     2112100  0     0
EMCOR GROUP INC              COM           29084Q100  39        800     SH       DEFINED  01     800      0     0
EMCOR GROUP INC              COM           29084Q100  188       3900    SH       DEFINED  02     3900     0     0
EMERSON ELEC CO              COM           291011104  14535     320500  SH       DEFINED  02     320500   0     0
ENDESA S A                   SPONSORED ADR 29258N107  4674      384700  SH       DEFINED  02     384700   0     0
ENDURANCE SPECIALTY HLDGS LT SHS           G30397106  16967     701400  SH       DEFINED  02     701400   0     0
ENERGY EAST CORP             COM           29266M109  326       18300   SH       DEFINED  02     18300    0     0
ENI S P A                    SPONSORED ADR 26874R108  9962      149200  SH       DEFINED  02     149200   0     0
ENSCO INTL INC COM           COMMON        26874Q100  4,179     163,835 SH       DEFINED  01     163,765  0     70
ENSCO INTL INC               COM           26874Q100  43747     1714900 SH       DEFINED  02     1714900  0     0
ENTERCOM COMMUNICATIONS CORP CL A          293639100  31        700     SH       DEFINED  01     700      0     0
ENTERCOM COMMUNICATIONS CORP CL A          293639100  17744     404090  SH       DEFINED  02     404090   0     0
ENTERGY CORP NEW             COM           29364G103  6213      129033  SH       DEFINED  01     128990   0     43
ENTERGY CORP NEW             COM           29364G103  71103     1476700 SH       DEFINED  02     1476700  0     0
EQUITABLE RES INC            COM           294549100  4191      111735  SH       DEFINED  02     111735   0     0
EQUITY OFFICE PROPERTIES TRU COM           294741103  7487      294200  SH       DEFINED  02     294200   0     0
EVEREST RE GROUP LTD         COM           G3223R108  3404      59500   SH       DEFINED  02     59500    0     0
EXELON CORP                  COM           30161N101  9780      194000  SH       DEFINED  02     194000   0     0
EXPEDITORS INTL WASH INC     COM           302130109  3597      100050  SH       DEFINED  02     100050   0     0
EXPONENT INC                 COM           30214U102  5293      402530  SH       DEFINED  02     402530   0     0
EXPRESS SCRIPTS INC          COM           302182100  106       1900    SH       DEFINED  01     1900     0     0
EXPRESS SCRIPTS INC          COM           302182100  1253      22500   SH       DEFINED  02     22500    0     0
EXTREME NETWORKS INC         COM           30226D106  493       113800  SH       DEFINED  02     113800   0     0
EXXON MOBIL CORP             COM           30231G102  8070      230892  SH       DEFINED  01     230855   0     37
EXXON MOBIL CORP             COM           30231G102  142715    4083406 SH       DEFINED  02     4083406  0     0
EXXON MOBIL CORP             COM           30231G102  144       4500    SH       DEFINED  21     4500     0     0
FACTSET RESH SYS INC         COM           303075105  42        1300    SH       DEFINED  01     1300     0     0
FACTSET RESH SYS INC         COM           303075105  250       7705    SH       DEFINED  02     7705     0     0
FAIRCHILD SEMICONDUCTOR INTL CL A          303726103  24        2300    SH       DEFINED  01     2300     0     0
FAIRCHILD SEMICONDUCTOR INTL CL A          303726103  700       66875   SH       DEFINED  02     66875    0     0
FAIRMONT HOTELS RESORTS INC  COM           305204109  2002      88960   SH       DEFINED  21     88960    0     0
FAMILY DLR STORES INC        COM           307000109  37        1200    SH       DEFINED  01     1200     0     0
FAMILY DLR STORES INC        COM           307000109  34612     1120860 SH       DEFINED  02     1120860  0     0
FARMER BROS CO               COM           307675108  92        300     SH       DEFINED  01     300      0     0
FARMER BROS CO               COM           307675108  430       1400    SH       DEFINED  02     1400     0     0
FEDERAL AGRIC MTG CORP       CL C          313148306  31        1400    SH       DEFINED  01     1400     0     0
FEDERAL AGRIC MTG CORP       CL C          313148306  21991     1009215 SH       DEFINED  02     1009215  0     0
FEDERAL HOME LN MTG CORP     COM           313400301  12585     237000  SH       DEFINED  02     237000   0     0
FEDERAL NATL MTG ASSN        COM           313586109  5104      78100   SH       DEFINED  01     78100    0     0
FEDERAL NATL MTG ASSN        COM           313586109  83478     1277400 SH       DEFINED  02     1277400  0     0
FEDERATED DEPT STORES INC DE COM           31410H101  4334      154677  SH       DEFINED  01     154638   0     39
FEDERATED DEPT STORES INC DE COM           31410H101  40293     1438000 SH       DEFINED  02     1438000  0     0
FEDERATED DEPT STORES INC DE COM           31410H101  699       25500   SH       DEFINED  21     25500    0     0
FIDELITY NATL FINL INC       COM           316326107  3476      101800  SH       DEFINED  02     101800   0     0
FIFTH THIRD BANCORP          COM           316773100  85        1700    SH       DEFINED  01     1700     0     0
FIFTH THIRD BANCORP          COM           316773100  19605     391000  SH       DEFINED  02     391000   0     0
FIRST CTZNS BANCSHARES INC N CL A          31946M103  85        900     SH       DEFINED  01     900      0     0
FIRST CTZNS BANCSHARES INC N CL A          31946M103  405       4300    SH       DEFINED  02     4300     0     0
FIRST DATA CORP              COM           319963104  6251      168888  SH       DEFINED  01     168851   0     37
FIRST DATA CORP              COM           319963104  67151     1814400 SH       DEFINED  02     1814400  0     0
FIRST HEALTH GROUP CORP      COM           320960107  41        1600    SH       DEFINED  01     1600     0     0
FIRST HEALTH GROUP CORP      COM           320960107  12919     507830  SH       DEFINED  02     507830   0     0
FIRST INDL RLTY TR INC COM   COMMON        32054K103  615       21,713  SH       DEFINED  01     21,713   0     0
FIRST TENN NATL CORP         COM           337162101  3232      81400   SH       DEFINED  02     81400    0     0
FIRSTENERGY CORP             COM           337932107  14981     475600  SH       DEFINED  02     475600   0     0
FISERV INC                   COM           337738108  22206     705394  SH       DEFINED  02     705394   0     0
FISERV INC COM               COMMON        337738108  199       6,323   SH       DEFINED  01     6,323    0     0
FLEETBOSTON FINL CORP        COM           339030108  30902     1294065 SH       DEFINED  02     1294065  0     0
FLEETBOSTON FINL CORP        COM           339030108  1968      85406   SH       DEFINED  21     85406    0     0
FLORIDA EAST COAST INDS      CL A          340632108  653       26700   SH       DEFINED  21     26700    0     0
FMC TECHNOLOGIES INC         COM           30249U101  33        1719    SH       DEFINED  01     1719     0     0
FMC TECHNOLOGIES INC         COM           30249U101  159       8282    SH       DEFINED  02     8282     0     0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS344419106  2971      89300   SH       DEFINED  02     89300    0     0
FORD MTR CO CAP TR II        PFD TR CV6.5% 345395206  463       13000   SH       DEFINED  02     13000    0     0
FORD MTR CO DEL              COM PAR $0.01 345370860  2217      294808  SH       DEFINED  01     294808   0     0
FORD MTR CO DEL              COM PAR $0.01 345370860  22342     2970987 SH       DEFINED  02     2970987  0     0
FOREST LABS INC              COM           345838106  183       3400    SH       DEFINED  01     3400     0     0
FOREST LABS INC              COM           345838106  12138     224900  SH       DEFINED  02     224900   0     0
FOREST OIL CORP              COM PAR $0.01 346091705  29        1300    SH       DEFINED  01     1300     0     0
FOREST OIL CORP              COM PAR $0.01 346091705  12862     576780  SH       DEFINED  02     576780   0     0
FORTUNE BRANDS INC           COM           349631101  56        1300    SH       DEFINED  01     1300     0     0
FORTUNE BRANDS INC           COM           349631101  2538      59210   SH       DEFINED  02     59210    0     0
FORWARD AIR CORP             COM           349853101  41        1900    SH       DEFINED  01     1900     0     0
FORWARD AIR CORP             COM           349853101  200       9200    SH       DEFINED  02     9200     0     0
FOUNDRY NETWORKS INC         COM           35063R100  4986      620100  SH       DEFINED  02     620100   0     0
FOX ENTMT GROUP INC          CL A          35138T107  96        3600    SH       DEFINED  01     3600     0     0
FOX ENTMT GROUP INC          CL A          35138T107  1491      55900   SH       DEFINED  02     55900    0     0
FPL GROUP INC                COM           302571104  6944      117839  SH       DEFINED  01     117816   0     23
FPL GROUP INC                COM           302571104  74505     1264300 SH       DEFINED  02     1264300  0     0
FRANKLIN ELEC INC            COM           353514102  42        900     SH       DEFINED  01     900      0     0
FRANKLIN ELEC INC            COM           353514102  211       4500    SH       DEFINED  02     4500     0     0
FRANKLIN RES INC             COM           354613101  841       25550   SH       DEFINED  21     25550    0     0
FREEPORT-MCMORAN COPPER & GO CL B          35671D857  1219      71500   SH       DEFINED  02     71500    0     0
FRONTLINE LTD                ORD           G3682E127  2126      197790  SH       DEFINED  02     197790   0     0
GALLAGHER ARTHUR J & CO      COM           363576109  32        1300    SH       DEFINED  01     1300     0     0
GALLAGHER ARTHUR J & CO      COM           363576109  17345     706500  SH       DEFINED  02     706500   0     0
GANNETT INC                  COM           364730101  99        1400    SH       DEFINED  01     1400     0     0
GANNETT INC                  COM           364730101  30954     439500  SH       DEFINED  02     439500   0     0
GENERAL DYNAMICS CORP        COM           369550108  2340      42500   SH       DEFINED  01     42500    0     0
GENERAL DYNAMICS CORP        COM           369550108  24837     451000  SH       DEFINED  02     451000   0     0
GENERAL ELEC CO              COM           369604103  1487      58307   SH       DEFINED  01     58307    0     0
GENERAL ELEC CO              COM           369604103  67440     2644725 SH       DEFINED  02     2644725  0     0
GENERAL ELEC CO              COM           369604103  1780      74700   SH       DEFINED  21     74700    0     0
GENERAL MLS INC              COM           370334104  3774      83859   SH       DEFINED  01     83833    0     26
GENERAL MLS INC              COM           370334104  35593     781400  SH       DEFINED  02     781400   0     0
GENERAL MTRS CORP            COM           370442105  3453      102722  SH       DEFINED  01     102693   0     29
GENERAL MTRS CORP            COM           370442105  36231     1077648 SH       DEFINED  02     1077648  0     0
GENERAL MTRS CORP            DEB SR CONV B 370442733  8015      353100  SH       DEFINED  02     353100   0     0
GENLYTE GROUP INC            COM           372302109  36        1100    SH       DEFINED  01     1100     0     0
GENLYTE GROUP INC            COM           372302109  175       5300    SH       DEFINED  02     5300     0     0
GENTA INC                    COM NEW       37245M207  29        4100    SH       DEFINED  01     4100     0     0
GENTA INC                    COM NEW       37245M207  4417      618906  SH       DEFINED  02     618906   0     0
GEORGIA PAC CORP             COM           373298108  3428      246600  SH       DEFINED  02     246600   0     0
GILEAD SCIENCES INC          COM           375558103  25406     605050  SH       DEFINED  02     605050   0     0
GILLETTE CO                  COM           375766102  235       7600    SH       DEFINED  01     7600     0     0
GILLETTE CO                  COM           375766102  41153     1330100 SH       DEFINED  02     1330100  0     0
GLAXOSMITHKLINE PLC          SPONSORED ADR 37733W105  264       7500    SH       DEFINED  01     7500     0     0
GLAXOSMITHKLINE PLC          SPONSORED ADR 37733W105  11891     337900  SH       DEFINED  02     337900   0     0
GLAXOSMITHKLINE PLC          SPONSORED ADR 37733W105  184       5700    SH       DEFINED  21     5700     0     0
GLOBALSANTAFE CORP           SHS           G3930E101  3052      147800  SH       DEFINED  02     147800   0     0
GLOBALSANTAFE CORP           SHS           G3930E101  737       38100   SH       DEFINED  21     38100    0     0
GLOBESPANVIRATA INC          COM           37957V106  1738      386124  SH       DEFINED  02     386124   0     0
GOLDMAN SACHS GROUP INC      COM           38141G104  177       2600    SH       DEFINED  01     2600     0     0
GOLDMAN SACHS GROUP INC      COM           38141G104  8510      125000  SH       DEFINED  02     125000   0     0
GOLDMAN SACHS GROUP INC      COM           38141G104  2591      38750   SH       DEFINED  21     38750    0     0
GRAINGER W W INC             COM           384802104  489       11400   SH       DEFINED  02     11400    0     0
GREAT PLAINS ENERGY INC      COM           391164100  1267      53100   SH       DEFINED  02     53100    0     0
GREATER BAY BANCORP          COM           391648102  37        2600    SH       DEFINED  01     2600     0     0
GREATER BAY BANCORP          COM           391648102  179       12500   SH       DEFINED  02     12500    0     0
GREENPOINT FINL CORP         COM           395384100  599       14250   SH       DEFINED  21     14250    0     0
GREY GLOBAL GROUP INC        COM           39787M108  62        100     SH       DEFINED  01     100      0     0
GREY GLOBAL GROUP INC        COM           39787M108  308       500     SH       DEFINED  02     500      0     0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B40051E202  1035      94600   SH       DEFINED  21     94600    0     0
GRUPO TELEVISA SA DE CV      SP ADR REP ORD40049J206  807       32100   SH       DEFINED  21     32100    0     0
GUIDANT CORP                 COM           401698105  51        1400    SH       DEFINED  01     1400     0     0
GUIDANT CORP                 COM           401698105  18295     505400  SH       DEFINED  02     505400   0     0
GUIDANT CORP                 COM           401698105  1086      32050   SH       DEFINED  21     32050    0     0
HALLIBURTON CO               COM           406216101  19451     938300  SH       DEFINED  02     938300   0     0
HANCOCK JOHN FINL SVCS INC   COM           41014S106  958       34500   SH       DEFINED  21     34500    0     0
HARLEY DAVIDSON INC          COM           412822108  345       8700    SH       DEFINED  01     8700     0     0
HARLEY DAVIDSON INC          COM           412822108  2430      61200   SH       DEFINED  02     61200    0     0
HARMAN INTL INDS INC         COM           413086109  41        700     SH       DEFINED  01     700      0     0
HARMAN INTL INDS INC         COM           413086109  199       3400    SH       DEFINED  02     3400     0     0
HARMONY GOLD MNG LTD         SPONSORED ADR 413216300  128       10500   SH       DEFINED  01     10500    0     0
HARMONY GOLD MNG LTD         SPONSORED ADR 413216300  7196      588400  SH       DEFINED  02     588400   0     0
HARRAHS ENTMT INC            COM           413619107  6769      189600  SH       DEFINED  02     189600   0     0
HARRIS CORP DEL              COM           413875105  805       29000   SH       DEFINED  02     29000    0     0
HARTFORD FINL SVCS GROUP INC COM           416515104  348       9850    SH       DEFINED  21     9850     0     0
HCA INC                      COM           404119109  153       3700    SH       DEFINED  01     3700     0     0
HCA INC                      COM           404119109  9248      223600  SH       DEFINED  02     223600   0     0
HEALTH CARE PPTY INVS INC    COM           421915109  969       29043   SH       DEFINED  01     29043    0     0
HEALTH CARE PPTY INVS INC    COM           421915109  10058     301600  SH       DEFINED  02     301600   0     0
HEALTHCARE RLTY TR           COM           421946104  844       34565   SH       DEFINED  01     34565    0     0
HEALTHCARE RLTY TR           COM           421946104  8598      352100  SH       DEFINED  02     352100   0     0
HEALTHSOUTH CORP             COM           421924101  1         15300   SH       DEFINED  01     15300    0     0
HEALTHSOUTH CORP             COM           421924101  217       2547170 SH       DEFINED  02     2547170  0     0
HEARTLAND EXPRESS INC        COM           422347104  4810      250800  SH       DEFINED  02     250800   0     0
HEINZ H J CO                 COM           423074103  574       20950   SH       DEFINED  21     20950    0     0
HERITAGE PPTY INVT TR INC    COM           42725M107  208       8300    SH       DEFINED  01     8300     0     0
HERITAGE PPTY INVT TR INC    COM           42725M107  6916      276100  SH       DEFINED  02     276100   0     0
HERSHEY FOODS CORP           COMMON        427866108  214       3,415   SH       DEFINED  01     3,415    0     0
HERSHEY FOODS CORP           COM           427866108  13810     220400  SH       DEFINED  02     220400   0     0
HEWITT ASSOCS INC            COM           42822Q100  650       22100   SH       DEFINED  02     22100    0     0
HEWLETT PACKARD CO           COM           428236103  7821      503001  SH       DEFINED  01     502880   0     121
HEWLETT PACKARD CO           COM           428236103  110548    7109195 SH       DEFINED  02     7109195  0     0
HEWLETT PACKARD CO           COM           428236103  1052      72100   SH       DEFINED  21     72100    0     0
HILB ROGAL & HAMILTON CO     COM           431294107  15624     500140  SH       DEFINED  02     500140   0     0
HOLLYWOOD MEDIA CORP         COM           436233100  1333      1433583 SH       DEFINED  02     1433583  0     0
HOME DEPOT INC               COM           437076102  136       5600    SH       DEFINED  01     5600     0     0
HOME DEPOT INC               COM           437076102  14061     577200  SH       DEFINED  02     577200   0     0
HOME DEPOT INC               COM           437076102  269       12050   SH       DEFINED  21     12050    0     0
HONEYWELL INTL INC           COM           438516106  36        1700    SH       DEFINED  01     1700     0     0
HONEYWELL INTL INC           COM           438516106  10691     500500  SH       DEFINED  02     500500   0     0
HRPT PPTYS TR COM SH BEN INT COMMON        40426W101  734       86,222  SH       DEFINED  01     86,222   0     0
HUMAN GENOME SCIENCES INC    COM           444903108  3442      402600  SH       DEFINED  02     402600   0     0
ICU MED INC                  COM           44930G107  22        800     SH       DEFINED  01     800      0     0
ICU MED INC                  COM           44930G107  1514      55050   SH       DEFINED  02     55050    0     0
IDACORP INC                  COM           451107106  392       17200   SH       DEFINED  02     17200    0     0
IDEC PHARMACEUTICALS CORP    COM           449370105  31        900     SH       DEFINED  01     900      0     0
IDEC PHARMACEUTICALS CORP    COM           449370105  174       5065    SH       DEFINED  02     5065     0     0
IMPERIAL OIL LTD COM NEW     COMMON        453038408  416       12,937  SH       DEFINED  01     12,937   0     0
IMS HEALTH INC               COM           449934108  523       33500   SH       DEFINED  21     33500    0     0
INAMED CORP                  COM           453235103  36        1000    SH       DEFINED  01     1000     0     0
INAMED CORP                  COM           453235103  36051     1007850 SH       DEFINED  02     1007850  0     0
INCO LTD                     COM           453258402  1620      87000   SH       DEFINED  02     87000    0     0
INCO LTD                     PFD CV E 5.5% 453258808  2458      47500   SH       DEFINED  02     47500    0     0
INDEPENDENCE CMNTY BK CORP   COM           453414104  3522      133150  SH       DEFINED  02     133150   0     0
INDYMAC BANCORP INC          COM           456607100  89        4600    SH       DEFINED  01     4600     0     0
INDYMAC BANCORP INC          COM           456607100  34542     1775920 SH       DEFINED  02     1775920  0     0
INFORMATICA CORP             COM           45666Q102  34        5300    SH       DEFINED  01     5300     0     0
INFORMATICA CORP             COM           45666Q102  10944     1696678 SH       DEFINED  02     1696678  0     0
INFOSYS TECHNOLOGIES LTD     SPONSORED ADR 456788108  632       10300   SH       DEFINED  02     10300    0     0
INFOSYS TECHNOLOGIES LTD     SPONSORED ADR 456788108  107       1900    SH       DEFINED  21     1900     0     0
INGERSOLL-RAND COMPANY LTD   CL A          G4776G101  4702      121845  SH       DEFINED  01     121819   0     26
INGERSOLL-RAND COMPANY LTD   CL A          G4776G101  37851     980848  SH       DEFINED  02     980848   0     0
INGERSOLL-RAND COMPANY LTD   CL A          G4776G101  695       18000   SH       DEFINED  21     18000    0     0
INTEL CORP                   COM           458140100  1104      67802   SH       DEFINED  01     67802    0     0
INTEL CORP                   COM           458140100  37149     2281900 SH       DEFINED  02     2281900  0     0
INTEL CORP                   COM           458140100  671       44100   SH       DEFINED  21     44100    0     0
INTERMUNE INC                COM           45884X103  34        1600    SH       DEFINED  01     1600     0     0
INTERMUNE INC                COM           45884X103  4418      205950  SH       DEFINED  02     205950   0     0
INTERNATIONAL BUSINESS MACHS COM           459200101  7321      93346   SH       DEFINED  01     93326    0     20
INTERNATIONAL BUSINESS MACHS COM           459200101  107439    1369876 SH       DEFINED  02     1369876  0     0
INTERNATIONAL BUSINESS MACHS COM           459200101  612       8500    SH       DEFINED  21     8500     0     0
INTERNATIONAL GAME TECHNOLOG COM           459902102  3342      40800   SH       DEFINED  02     40800    0     0
INTERNATIONAL PAPER CO       COMMON        460146103  243       7,189   SH       DEFINED  01     7,158    0     31
INTERPUBLIC GROUP COS INC    COM           460690100  4894      526200  SH       DEFINED  02     526200   0     0
INTERPUBLIC GROUP COS INC    COM           460690100  186       20000   SH       DEFINED  21     20000    0     0
INTERSIL CORP                CL A          46069S109  25        1592    SH       DEFINED  01     1592     0     0
INTERSIL CORP                CL A          46069S109  5260      338052  SH       DEFINED  02     338052   0     0
INTL PAPER CO                COM           460146103  3775      111700  SH       DEFINED  01     111700   0     0
INTL PAPER CO                COM           460146103  73234     2166700 SH       DEFINED  02     2166700  0     0
INTRADO INC                  COM           46117A100  34        4300    SH       DEFINED  01     4300     0     0
INTRADO INC                  COM           46117A100  8918      1128830 SH       DEFINED  02     1128830  0     0
INTUIT                       COM           461202103  52        1400    SH       DEFINED  01     1400     0     0
INTUIT                       COM           461202103  15480     416127  SH       DEFINED  02     416127   0     0
INTUIT                       COM           461202103  562       16100   SH       DEFINED  21     16100    0     0
INVERESK RESH GROUP INC      COM           461238107  22        1500    SH       DEFINED  01     1500     0     0
INVERESK RESH GROUP INC      COM           461238107  43884     3016115 SH       DEFINED  02     3016115  0     0
INVESTMENT TECHNOLOGY GRP NE COM           46145F105  28        2000    SH       DEFINED  01     2000     0     0
INVESTMENT TECHNOLOGY GRP NE COM           46145F105  134       9600    SH       DEFINED  02     9600     0     0
IRON MTN INC PA              COM           462846106  38        1000    SH       DEFINED  01     1000     0     0
IRON MTN INC PA              COM           462846106  9816      256640  SH       DEFINED  02     256640   0     0
ISHARES INC                  MSCI UTD KINGD464286699  4031      358000  SH       DEFINED  02     358000   0     0
ISHARES INC                  MSCI FRANCE   464286707  1815      139400  SH       DEFINED  02     139400   0     0
ISHARES INC                  MSCI SWITZERLD464286749  1157      114100  SH       DEFINED  02     114100   0     0
ISHARES INC                  MSCI GERMAN   464286806  1171      134800  SH       DEFINED  02     134800   0     0
ISHARES INC                  MSCI NETHERLND464286814  867       80100   SH       DEFINED  02     80100    0     0
ISHARES INC                  MSCI JAPAN    464286848  3550      549500  SH       DEFINED  02     549500   0     0
ISHARES INC                  MSCI JAPAN    464286848  1297      215700  SH       DEFINED  21     215700   0     0
ISHARES INC                  MSCI ITALY    464286855  847       60800   SH       DEFINED  02     60800    0     0
ISHARES TR                   GS CORP BD FD 464287242  904       8200    SH       DEFINED  02     8200     0     0
ISTAR FINL INC               COM           45031U101  137       4700    SH       DEFINED  01     4700     0     0
ISTAR FINL INC               COM           45031U101  13794     472900  SH       DEFINED  02     472900   0     0
J D EDWARDS & CO             COM           281667105  2756      250050  SH       DEFINED  02     250050   0     0
J P MORGAN CHASE & CO        COM           46625H100  4166      175705  SH       DEFINED  01     175643   0     62
J P MORGAN CHASE & CO        COM           46625H100  65003     2741600 SH       DEFINED  02     2741600  0     0
J P MORGAN CHASE & CO        COM           46625H100  693       29212   SH       DEFINED  21     29212    0     0
JABIL CIRCUIT INC            COM           466313103  5679      324500  SH       DEFINED  02     324500   0     0
JACOBS ENGR GROUP INC DEL    COM           469814107  42        1000    SH       DEFINED  01     1000     0     0
JACOBS ENGR GROUP INC DEL    COM           469814107  206       4900    SH       DEFINED  02     4900     0     0
JANUS CAP GROUP INC          COM           47102X105  1701      149320  SH       DEFINED  21     149320   0     0
JDS UNIPHASE CORP            COM           46612J101  827       290000  SH       DEFINED  02     290000   0     0
JEFFERSON PILOT CORP         COM           475070108  7304      189800  SH       DEFINED  02     189800   0     0
JETBLUE AWYS CORP            COM           477143101  26332     950265  SH       DEFINED  02     950265   0     0
JOHNSON & JOHNSON            COM           478160104  1578      27270   SH       DEFINED  01     27270    0     0
JOHNSON & JOHNSON            COM           478160104  61007     1054200 SH       DEFINED  02     1054200  0     0
JOHNSON & JOHNSON            COM           478160104  1347      24900   SH       DEFINED  21     24900    0     0
JOHNSON CTLS INC             COM           478366107  6038      83345   SH       DEFINED  01     83322    0     23
JOHNSON CTLS INC             COM           478366107  72152     996019  SH       DEFINED  02     996019   0     0
JONES LANG LASALLE INC       COM           48020Q107  492       36000   SH       DEFINED  21     36000    0     0
JUNIPER NETWORKS INC         COM           48203R104  922       112900  SH       DEFINED  02     112900   0     0
KB HOME                      COM           48666K109  36        800     SH       DEFINED  01     800      0     0
KB HOME                      COM           48666K109  5045      111000  SH       DEFINED  02     111000   0     0
KEMET CORP                   COM           488360108  304       39000   SH       DEFINED  21     39000    0     0
KERR MCGEE CORP              COM           492386107  3488      85870   SH       DEFINED  01     85870    0     0
KERR MCGEE CORP              COM           492386107  7078      174300  SH       DEFINED  02     174300   0     0
KEY ENERGY SVCS INC          COM           492914106  5606      556200  SH       DEFINED  02     556200   0     0
KEYCORP NEW                  COM           493267108  3113      138000  SH       DEFINED  02     138000   0     0
KEYSPAN CORP                 COM           49337W100  1080      33500   SH       DEFINED  02     33500    0     0
KEYSTONE PPTY TR CORP COM    COMMON        493596100  882       51,265  SH       DEFINED  01     51,265   0     0
KIMBERLY CLARK CORP          COM           494368103  2537      55800   SH       DEFINED  01     55800    0     0
KIMBERLY CLARK CORP          COM           494368103  42428     933300  SH       DEFINED  02     933300   0     0
KIMBERLY CLARK CORP          COM           494368103  856       20100   SH       DEFINED  21     20100    0     0
KIMCO REALTY CORP            COM           49446R109  165       4700    SH       DEFINED  01     4700     0     0
KIMCO REALTY CORP            COM           49446R109  2430      69200   SH       DEFINED  02     69200    0     0
KINDER MORGAN INC KANS       COM           49455P101  72        1600    SH       DEFINED  01     1600     0     0
KINDER MORGAN INC KANS       COM           49455P101  49330     1096220 SH       DEFINED  02     1096220  0     0
KING PHARMACEUTICALS INC     COM           495582108  21        1800    SH       DEFINED  01     1800     0     0
KING PHARMACEUTICALS INC     COM           495582108  112       9400    SH       DEFINED  02     9400     0     0
KLA-TENCOR CORP              COM           482480100  6379      177470  SH       DEFINED  02     177470   0     0
KNIGHT RIDDER INC            COM           499040103  1854      31700   SH       DEFINED  02     31700    0     0
KOHLS CORP                   COM           500255104  215       3800    SH       DEFINED  01     3800     0     0
KOHLS CORP                   COM           500255104  29937     529110  SH       DEFINED  02     529110   0     0
KONINKLIJKE PHILIPS ELECTRS  NY REG SH NEW 500472303  2154      138217  SH       DEFINED  01     138157   0     60
KONINKLIJKE PHILIPS ELECTRS  NY REG SH NEW 500472303  21690     1391285 SH       DEFINED  02     1391285  0     0
KOREA ELECTRIC PWR           SPONSORED ADR 500631106  722       90500   SH       DEFINED  02     90500    0     0
KRAFT FOODS INC              CL A          50075N104  73        2600    SH       DEFINED  01     2600     0     0
KRAFT FOODS INC              CL A          50075N104  7800      276600  SH       DEFINED  02     276600   0     0
KRAFT FOODS INC              CL A          50075N104  176       6800    SH       DEFINED  21     6800     0     0
KROGER CO                    COM           501044101  22228     1690309 SH       DEFINED  02     1690309  0     0
KROGER CO COM                COMMON        501044101  130       9,915   SH       DEFINED  01     9,915    0     0
KROLL INC                    COM           501049100  32        1500    SH       DEFINED  01     1500     0     0
KROLL INC                    COM           501049100  8758      409040  SH       DEFINED  02     409040   0     0
KYPHON INC                   COM           501577100  17605     2004930 SH       DEFINED  02     2004930  0     0
L-3 COMMUNICATIONS HLDGS INC COM           502424104  6442      160370  SH       DEFINED  02     160370   0     0
L-3 COMMUNICATIONS HLDGS INC DEBT4.000% 9/1502424AD6  532       500000  PRN      DEFINED  02     500000   0     0
LABORATORY CORP AMER HLDGS   COM NEW       50540R409  53        1800    SH       DEFINED  01     1800     0     0
LABORATORY CORP AMER HLDGS   COM NEW       50540R409  29937     1009680 SH       DEFINED  02     1009680  0     0
LABRANCHE & CO INC           COM           505447102  26        1400    SH       DEFINED  01     1400     0     0
LABRANCHE & CO INC           COM           505447102  123       6700    SH       DEFINED  02     6700     0     0
LABRANCHE & CO INC           COM           505447102  1141      62100   SH       DEFINED  21     62100    0     0
LAMAR ADVERTISING CO         CL A          512815101  32        1100    SH       DEFINED  01     1100     0     0
LAMAR ADVERTISING CO         CL A          512815101  36750     1252120 SH       DEFINED  02     1252120  0     0
LARGE SCALE BIOLOGY CORP     COM           517053104  126       300050  SH       DEFINED  02     300050   0     0
LEAPFROG ENTERPRISES INC     CL A          52186N106  31        1300    SH       DEFINED  01     1300     0     0
LEAPFROG ENTERPRISES INC     CL A          52186N106  51425     2157090 SH       DEFINED  02     2157090  0     0
LEGG MASON INC               COM           524901105  4523      92800   SH       DEFINED  02     92800    0     0
LEGG MASON INC               COM           524901105  658       13500   SH       DEFINED  21     13500    0     0
LEGGETT & PLATT INC          COM           524660107  5744      314200  SH       DEFINED  02     314200   0     0
LEHMAN BROS HLDGS INC        COM           524908100  24531     424786  SH       DEFINED  02     424786   0     0
LEHMAN BROS HLDGS INC        COM           524908100  775       13420   SH       DEFINED  21     13420    0     0
LEHMAN BROTHERS HLDGS INC COMCOMMON        524908100  247       4,276   SH       DEFINED  01     4,276    0     0
LENNAR CORP                  COM           526057104  27        500     SH       DEFINED  01     500      0     0
LENNAR CORP                  COM           526057104  4214      78700   SH       DEFINED  02     78700    0     0
LENNAR CORP                  NOTE4/0       526057AF1  730       1550000 PRN      DEFINED  02     1550000  0     0
LEXAR MEDIA INC              COM           52886P104  3508      1069440 SH       DEFINED  02     1069440  0     0
LEXMARK INTL INC CL A        COMMON        529771107  3,861     57,676  SH       DEFINED  01     57,653   0     23
LEXMARK INTL NEW             CL A          529771107  68594     1024561 SH       DEFINED  02     1024561  0     0
LIBERTY MEDIA CORP           DEB3.250% 3/1 530715AR2  12115     13130000PRN      DEFINED  02     13130000 0     0
LIBERTY MEDIA CORP NEW       COM SER A     530718105  11270     1158300 SH       DEFINED  02     1158300  0     0
LIBERTY PPTY TR              SH BEN INT    531172104  392       12492   SH       DEFINED  01     12492    0     0
LIBERTY PPTY TR              SH BEN INT    531172104  3312      105800  SH       DEFINED  02     105800   0     0
LIFEPOINT HOSPITALS INC      COM           53219L109  30        1200    SH       DEFINED  01     1200     0     0
LIFEPOINT HOSPITALS INC      COM           53219L109  15239     606900  SH       DEFINED  02     606900   0     0
LIHIR GOLD LTD               SPONSORED ADR 532349107  2758      169000  SH       DEFINED  02     169000   0     0
LILLY ELI & CO               COM           532457108  804       14074   SH       DEFINED  01     14074    0     0
LILLY ELI & CO               COM           532457108  36525     639100  SH       DEFINED  02     639100   0     0
LIMITED BRANDS INC           COM           532716107  157       12200   SH       DEFINED  01     12200    0     0
LIMITED BRANDS INC           COM           532716107  7893      613300  SH       DEFINED  02     613300   0     0
LINCARE HLDGS INC            COM           532791100  34        1100    SH       DEFINED  01     1100     0     0
LINCARE HLDGS INC            COM           532791100  192557    6274265 SH       DEFINED  02     6274265  0     0
LINCOLN NATL CORP IND        COM           534187109  2858      102082  SH       DEFINED  01     102049   0     33
LINCOLN NATL CORP IND        COM           534187109  56078     2002800 SH       DEFINED  02     2002800  0     0
LOCKHEED MARTIN CORP         COM           539830109  25187     529700  SH       DEFINED  02     529700   0     0
LOEWS CORP                   COM           540424108  4599      115438  SH       DEFINED  01     115406   0     32
LOEWS CORP                   COM           540424108  60226     1511700 SH       DEFINED  02     1511700  0     0
LOEWS CORP                   CAROLNA GP STK540424207  3152      170400  SH       DEFINED  02     170400   0     0
LOWES COS INC                COM           548661107  18843     461600  SH       DEFINED  02     461600   0     0
LOWES COS INC COM            COMMON        548661107  396       9,704   SH       DEFINED  01     9,704    0     0
LSI LOGIC CORP               COM           502161102  458       101300  SH       DEFINED  02     101300   0     0
LUCENT TECHNOLOGIES INC      COM           549463107  122       83120   SH       DEFINED  02     83120    0     0
LYONDELL CHEMICAL CO         COM           552078107  3704      265500  SH       DEFINED  02     265500   0     0
M/I SCHOTTENSTEIN HOMES INC  COM           55305B101  34        1200    SH       DEFINED  01     1200     0     0
M/I SCHOTTENSTEIN HOMES INC  COM           55305B101  166       5800    SH       DEFINED  02     5800     0     0
MACK CALI RLTY CORP          COM           554489104  863       27866   SH       DEFINED  01     27866    0     0
MACK CALI RLTY CORP          COM           554489104  7247      234000  SH       DEFINED  02     234000   0     0
MACROMEDIA INC               COM           556100105  28        2300    SH       DEFINED  01     2300     0     0
MACROMEDIA INC               COM           556100105  159       13210   SH       DEFINED  02     13210    0     0
MACROVISION CORP             COM           555904101  26        2200    SH       DEFINED  01     2200     0     0
MACROVISION CORP             COM           555904101  127       10600   SH       DEFINED  02     10600    0     0
MAGMA DESIGN AUTOMATION      COM           559181102  38        4900    SH       DEFINED  01     4900     0     0
MAGMA DESIGN AUTOMATION      COM           559181102  27210     3510990 SH       DEFINED  02     3510990  0     0
MANHATTAN ASSOCS INC         COM           562750109  23        1300    SH       DEFINED  01     1300     0     0
MANHATTAN ASSOCS INC         COM           562750109  11091     632670  SH       DEFINED  02     632670   0     0
MANOR CARE INC NEW           COM           564055101  1029      57100   SH       DEFINED  21     57100    0     0
MANPOWER INC                 COM           56418H100  3771      126200  SH       DEFINED  02     126200   0     0
MARATHON OIL CORP            COM           565849106  4916      205064  SH       DEFINED  01     205013   0     51
MARATHON OIL CORP            COM           565849106  55591     2319200 SH       DEFINED  02     2319200  0     0
MARKEL CORP                  COM           570535104  89        400     SH       DEFINED  01     400      0     0
MARKEL CORP                  COM           570535104  425       1900    SH       DEFINED  02     1900     0     0
MARSH & MCLENNAN COS INC     COM           571748102  5374      126052  SH       DEFINED  01     125997   0     55
MARSH & MCLENNAN COS INC     COM           571748102  69555     1631600 SH       DEFINED  02     1631600  0     0
MARSH & MCLENNAN COS INC     COM           571748102  1069      25070   SH       DEFINED  21     25070    0     0
MARVELL TECHNOLOGY GROUP LTD ORD           G5876H105  5013      236560  SH       DEFINED  02     236560   0     0
MASCO CORP                   COM           574599106  3836      206000  SH       DEFINED  02     206000   0     0
MATTEL INC                   COM           577081102  3695      164200  SH       DEFINED  02     164200   0     0
MAXIM INTEGRATED PRODS INC   COM           57772K101  578       16000   SH       DEFINED  02     16000    0     0
MAYTAG CORP                  COM           578592107  5648      296800  SH       DEFINED  02     296800   0     0
MBIA INC                     COM           55262C100  1582      40950   SH       DEFINED  01     40950    0     0
MBIA INC                     COM           55262C100  9583      248000  SH       DEFINED  02     248000   0     0
MCCORMICK & CO INC           COM NON VTG   579780206  5224      216400  SH       DEFINED  02     216400   0     0
MCCORMICK & CO INC NON VOTINGCOMMON        579780206  331       13,726  SH       DEFINED  01     13,726   0     0
MCDERMOTT INTL INC           COM           580037109  1740      600150  SH       DEFINED  02     600150   0     0
MCDONALDS CORP               COM           580135101  3961      273900  SH       DEFINED  02     273900   0     0
MEADWESTVACO CORP            COM           583334107  19285     846570  SH       DEFINED  02     846570   0     0
MEDAREX INC                  COM           583916101  2923      904870  SH       DEFINED  02     904870   0     0
MEDIMMUNE INC                COM           584699102  9412      286675  SH       DEFINED  02     286675   0     0
MEDTRONIC INC                COM           585055106  555       12300   SH       DEFINED  01     12300    0     0
MEDTRONIC INC                COM           585055106  36290     804301  SH       DEFINED  02     804301   0     0
MELLON FINL CORP             COM           58551A108  727       34200   SH       DEFINED  02     34200    0     0
MELLON FINL CORP             COM           58551A108  713       33531   SH       DEFINED  21     33531    0     0
MERCK & CO INC               COM           589331107  5219      95280   SH       DEFINED  01     95263    0     17
MERCK & CO INC               COM           589331107  109887    2005973 SH       DEFINED  02     2005973  0     0
MERCURY INTERACTIVE CORP     COM           589405109  908       30600   SH       DEFINED  02     30600    0     0
MERRILL LYNCH & CO INC       COM           590188108  18        500     SH       DEFINED  01     500      0     0
MERRILL LYNCH & CO INC       COM           590188108  19803     559400  SH       DEFINED  02     559400   0     0
MERRILL LYNCH & CO INC       COM           590188108  3734      107350  SH       DEFINED  21     107350   0     0
METLIFE INC                  COM           59156R108  3224      122200  SH       DEFINED  01     122200   0     0
METLIFE INC                  COM           59156R108  37610     1425700 SH       DEFINED  02     1425700  0     0
METLIFE INC                  COM           59156R108  1427      55750   SH       DEFINED  21     55750    0     0
MICROCHIP TECHNOLOGY INC     COM           595017104  679       34100   SH       DEFINED  02     34100    0     0
MICRON TECHNOLOGY INC        COM           595112103  16        2000    SH       DEFINED  01     2000     0     0
MICRON TECHNOLOGY INC        COM           595112103  507       62300   SH       DEFINED  02     62300    0     0
MICROSOFT CORP               COM           594918104  2078      85801   SH       DEFINED  01     85801    0     0
MICROSOFT CORP               COM           594918104  122958    5078794 SH       DEFINED  02     5078794  0     0
MICROSOFT CORP               COM           594918104  2153      95200   SH       DEFINED  21     95200    0     0
MICROSTRATEGY INC            CL A NEW      594972408  4851      201200  SH       DEFINED  02     201200   0     0
MID-ATLANTIC RLTY TR         SH BEN INT    595232109  2446      134200  SH       DEFINED  02     134200   0     0
MILLER HERMAN INC            COM           600544100  409       25400   SH       DEFINED  21     25400    0     0
MOLEX INC                    COM           608554101  5209      242500  SH       DEFINED  02     242500   0     0
MONRO MUFFLER BRAKE INC      COM           610236101  38        1800    SH       DEFINED  01     1800     0     0
MONRO MUFFLER BRAKE INC      COM           610236101  354       16870   SH       DEFINED  02     16870    0     0
MONSANTO CO NEW              COM           61166W101  12416     757080  SH       DEFINED  02     757080   0     0
MOODYS CORP                  COM           615369105  18530     400820  SH       DEFINED  02     400820   0     0
MORGAN STANLEY DEAN WITTER                  17446448             02,289           EFINED          02,246         3
&CO                          COMMON        6          7,758     2       SH       D        01     2        0     4
MORGAN STANLEY               COM NEW       617446448  123744    3226708 SH       DEFINED  02     3226708  0     0
MORGAN STANLEY               COM NEW       617446448  1047      27295   SH       DEFINED  21     27295    0     0
MOTOROLA INC                 COM           620076109  2404      291037  SH       DEFINED  01     290938   0     99
MOTOROLA INC                 COM           620076109  30222     3658875 SH       DEFINED  02     3658875  0     0
MOTOROLA INC                 EQUITY UNITS  620076208  14656     495800  SH       DEFINED  02     495800   0     0
MSC INDL DIRECT INC          CL A          553530106  11220     701710  SH       DEFINED  02     701710   0     0
MURPHY OIL CORP              COMMON        626717102  204       4,617   SH       DEFINED  01     4,617    0     0
MYLAN LABS INC               COM           628530107  27719     964150  SH       DEFINED  02     964150   0     0
MYLAN LABS INC COM           COMMON        628530107  197       6,857   SH       DEFINED  01     6,857    0     0
NABORS INDUSTRIES LTD        SHS           G6359F103  6084      152600  SH       DEFINED  02     152600   0     0
NACCO INDS INC               CL A          629579103  41        900     SH       DEFINED  01     900      0     0
NACCO INDS INC               CL A          629579103  198       4300    SH       DEFINED  02     4300     0     0
NATIONAL CITY CORP           COM           635405103  10669     383100  SH       DEFINED  02     383100   0     0
NATIONAL COMMERCE FINL CORP  COM           63545P104  6977      294400  SH       DEFINED  02     294400   0     0
NATIONAL DENTEX CORP         COM           63563H109  5993      327295  SH       DEFINED  02     327295   0     0
NATIONAL FUEL GAS CO N J     COM           636180101  431       19700   SH       DEFINED  02     19700    0     0
NATIONAL SEMICONDUCTOR CORP  COM           637640103  767       45000   SH       DEFINED  02     45000    0     0
NATIONAL WESTN LIFE INS CO   CL A          638522102  37        400     SH       DEFINED  01     400      0     0
NATIONAL WESTN LIFE INS CO   CL A          638522102  197       2100    SH       DEFINED  02     2100     0     0
NATIONWIDE FINL SVCS INC     CL A          638612101  7369      302400  SH       DEFINED  02     302400   0     0
NATIONWIDE HEALTH PPTYS INC  COM           638620104  717       55772   SH       DEFINED  01     55772    0     0
NATIONWIDE HEALTH PPTYS INC  COM           638620104  4645      361500  SH       DEFINED  02     361500   0     0
NATUS MEDICAL INC DEL        COM           639050103  6551      1921240 SH       DEFINED  02     1921240  0     0
NAUTILUS GROUP INC           COM           63910B102  29        2000    SH       DEFINED  01     2000     0     0
NAUTILUS GROUP INC           COM           63910B102  149       10435   SH       DEFINED  02     10435    0     0
NEIMAN MARCUS GROUP INC      CL A          640204202  551       19000   SH       DEFINED  21     19000    0     0
NETWORK APPLIANCE INC        COM           64120L104  702       62700   SH       DEFINED  02     62700    0     0
NETWORKS ASSOCS INC          COM           640938106  5415      392100  SH       DEFINED  02     392100   0     0
NEW YORK CMNTY BANCORP INC   COM           649445103  4485      150500  SH       DEFINED  02     150500   0     0
NEWMONT MINING CORP          COM           651639106  549       20978   SH       DEFINED  01     20978    0     0
NEWMONT MINING CORP          COM           651639106  2594      99200   SH       DEFINED  02     99200    0     0
NEWS CORP LTD                ADR NEW       652487703  386       14904   SH       DEFINED  02     14904    0     0
NEWS CORP LTD                ADR NEW       652487703  5387      207973  SH       DEFINED  21     207973   0     0
NEWS CORP LTD ADR NEW        COMMON        652487703  65        2,515   SH       DEFINED  01     2,474    0     41
NEXTEL COMMUNICATIONS INC    CL A          65332V103  106       7900    SH       DEFINED  01     7900     0     0
NEXTEL COMMUNICATIONS INC    CL A          65332V103  4440      331600  SH       DEFINED  02     331600   0     0
NEXTEL COMMUNICATIONS INC    NOTE5.250% 1/165332VAY9  4303      5000000 PRN      DEFINED  01     5000000  0     0
NIC INC                      COM           62914B100  30        16900   SH       DEFINED  01     16900    0     0
NIC INC                      COM           62914B100  6985      3991640 SH       DEFINED  02     3991640  0     0
NICOR INC                    COM           654086107  6633      242800  SH       DEFINED  02     242800   0     0
NICOR INC COM                COMMON        654086107  663       24,283  SH       DEFINED  01     24,283   0     0
NIKE INC                     CL B          654106103  159       3100    SH       DEFINED  01     3100     0     0
NIKE INC                     CL B          654106103  24408     474688  SH       DEFINED  02     474688   0     0
NISOURCE INC                 COM           65473P105  37158     2041666 SH       DEFINED  02     2041666  0     0
NISOURCE INC COM             COMMON        65473P105  674       37,021  SH       DEFINED  01     37,021   0     0
NMT MED INC                  COM           629294109  3580      1118900 SH       DEFINED  02     1118900  0     0
NOBLE CORPORATION            SHS           G65422100  255       8100    SH       DEFINED  02     8100     0     0
NOKIA CORP                   SPONSORED ADR 654902204  13995     998900  SH       DEFINED  02     998900   0     0
NOKIA CORP                   SPONSORED ADR 654902204  1994      151000  SH       DEFINED  21     151000   0     0
NORDSTROM INC                COM           655664100  24        1500    SH       DEFINED  01     1500     0     0
NORDSTROM INC                COM           655664100  6799      419700  SH       DEFINED  02     419700   0     0
NORSK HYDRO A S              SPONSORED ADR 656531605  925       24365   SH       DEFINED  01     24365    0     0
NORSK HYDRO A S              SPONSORED ADR 656531605  14736     387900  SH       DEFINED  02     387900   0     0
NORTEL NETWORKS CORP NEW     COM           656568102  929       446700  SH       DEFINED  02     446700   0     0
NORTHEAST UTILS              COM           664397106  3927      282100  SH       DEFINED  02     282100   0     0
NORTHERN TR CORP             COM           665859104  125       4100    SH       DEFINED  01     4100     0     0
NORTHERN TR CORP             COM           665859104  13453     441800  SH       DEFINED  02     441800   0     0
NORTHERN TR CORP             COM           665859104  1090      35800   SH       DEFINED  21     35800    0     0
NORTHROP GRUMMAN CORP        COM           666807102  5069      59075   SH       DEFINED  01     59054    0     21
NORTHROP GRUMMAN CORP        COM           666807102  53213     620201  SH       DEFINED  02     620201   0     0
NORTHROP GRUMMAN CORP        COM           666807102  1081      13450   SH       DEFINED  21     13450    0     0
NOVARTIS A G                 SPONSORED ADR 66987V109  3617      97600   SH       DEFINED  02     97600    0     0
NOVARTIS A G                 SPONSORED ADR 66987V109  255       7500    SH       DEFINED  21     7500     0     0
NOVELLUS SYS INC             COM           670008101  93        3400    SH       DEFINED  01     3400     0     0
NOVELLUS SYS INC             COM           670008101  6174      226400  SH       DEFINED  02     226400   0     0
NSTAR                        COM           67019E107  736       18400   SH       DEFINED  02     18400    0     0
NTL INC DEL                  COM           62940M104  791       89226   SH       DEFINED  01     89226    0     0
NTL INC DEL                  COM           62940M104  3995      450366  SH       DEFINED  02     450366   0     0
NU SKIN ENTERPRISES INC      CL A          67018T105  28        2800    SH       DEFINED  01     2800     0     0
NU SKIN ENTERPRISES INC      CL A          67018T105  136       13500   SH       DEFINED  02     13500    0     0
NUCOR CORP                   COM           670346105  3306      86600   SH       DEFINED  02     86600    0     0
NVIDIA CORP                  COM           67066G104  581       45200   SH       DEFINED  02     45200    0     0
NVR INC                      COM           62944T105  33        100     SH       DEFINED  01     100      0     0
NVR INC                      COM           62944T105  4376      13300   SH       DEFINED  02     13300    0     0
OCCIDENTAL PETE CORP DEL     COM           674599105  3664      122300  SH       DEFINED  02     122300   0     0
OCEAN ENERGY INC DEL         COM           67481E106  32        1600    SH       DEFINED  01     1600     0     0
OCEAN ENERGY INC DEL         COM           67481E106  12175     608735  SH       DEFINED  02     608735   0     0
OCEANEERING INTL INC         COM           675232102  44        2000    SH       DEFINED  01     2000     0     0
OCEANEERING INTL INC         COM           675232102  17685     809370  SH       DEFINED  02     809370   0     0
ODYSSEY HEALTHCARE INC       COM           67611V101  5908      248559  SH       DEFINED  02     248559   0     0
OFFSHORE LOGISTICS INC       COM           676255102  350       19400   SH       DEFINED  21     19400    0     0
OGE ENERGY CORP              COM           670837103  235       13100   SH       DEFINED  02     13100    0     0
OGE ENERGY CORP COM          COMMON        670837103  261       14,523  SH       DEFINED  01     14,523   0     0
OLIN CORP                    COM PAR $1    680665205  3321      182800  SH       DEFINED  02     182800   0     0
OMNICELL INC                 COM           68213N109  9933      3000840 SH       DEFINED  02     3000840  0     0
OMNICOM GROUP INC            COM           681919106  141       2600    SH       DEFINED  01     2600     0     0
OMNICOM GROUP INC            COM           681919106  14290     263800  SH       DEFINED  02     263800   0     0
ONLINE RES CORP              COM           68273G101  32        12100   SH       DEFINED  01     12100    0     0
ONLINE RES CORP              COM           68273G101  4144      1581839 SH       DEFINED  02     1581839  0     0
ONLINE RES CORP              NOTE8.000% 9/368273GAC5  1752      2000000 PRN      DEFINED  02     2000000  0     0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109  1642      47605   SH       DEFINED  21     47605    0     0
ORACLE CORP                  COM           68389X105  721       66441   SH       DEFINED  01     66441    0     0
ORACLE CORP                  COM           68389X105  29751     2742246 SH       DEFINED  02     2742246  0     0
ORACLE CORP                  COM           68389X105  502       49500   SH       DEFINED  21     49500    0     0
ORIENT-EXPRESS HOTELS LTD    CL A          G67743107  23        2400    SH       DEFINED  01     2400     0     0
ORIENT-EXPRESS HOTELS LTD    CL A          G67743107  8032      821230  SH       DEFINED  02     821230   0     0
ORTHOFIX INTL N V            COM           N6748L102  38        1400    SH       DEFINED  01     1400     0     0
ORTHOFIX INTL N V            COM           N6748L102  27020     993395  SH       DEFINED  02     993395   0     0
OWENS & MINOR INC NEW COM    COMMON        690732102  176       10,039  SH       DEFINED  01     10,039   0     0
PACIFICARE HEALTH SYS DEL    COM           695112102  4869      201700  SH       DEFINED  02     201700   0     0
PALATIN TECHNOLOGIES INC     COM NEW       696077304  5704      3521127 SH       DEFINED  02     3521127  0     0
PAN PACIFIC RETAIL PPTYS INC COM           69806L104  2877      76000   SH       DEFINED  02     76000    0     0
PARK NATL CORP               COM           700658107  56        600     SH       DEFINED  01     600      0     0
PARK NATL CORP               COM           700658107  280       3000    SH       DEFINED  02     3000     0     0
PARK PL ENTMT CORP           COM           700690100  620       87100   SH       DEFINED  21     87100    0     0
PARTHUSCEVA INC              COM           70212E106  20        6400    SH       DEFINED  01     6400     0     0
PARTHUSCEVA INC              COM           70212E106  740       236530  SH       DEFINED  02     236530   0     0
PATTERSON UTI ENERGY INC     COM           703481101  32        1000    SH       DEFINED  01     1000     0     0
PATTERSON UTI ENERGY INC     COM           703481101  4992      154250  SH       DEFINED  02     154250   0     0
PAYCHEX INC                  COM           704326107  129       4700    SH       DEFINED  01     4700     0     0
PAYCHEX INC                  COM           704326107  1926      70100   SH       DEFINED  02     70100    0     0
PENFORD CORP                 COM           707051108  28        2300    SH       DEFINED  01     2300     0     0
PENFORD CORP                 COM           707051108  133       11150   SH       DEFINED  02     11150    0     0
PEOPLES ENERGY CORP          COM           711030106  1803      50400   SH       DEFINED  02     50400    0     0
PEOPLESOFT INC               COM           712713106  3733      244000  SH       DEFINED  02     244000   0     0
PEPCO HLDGS INC COM          COMMON        713291102  218       12,553  SH       DEFINED  01     12,553   0     0
PEPSI BOTTLING GROUP INC     COM           713409100  117       6500    SH       DEFINED  01     6500     0     0
PEPSI BOTTLING GROUP INC     COM           713409100  950       53000   SH       DEFINED  02     53000    0     0
PEPSICO INC                  COM           713448108  761       19024   SH       DEFINED  01     19024    0     0
PEPSICO INC                  COM           713448108  37678     941957  SH       DEFINED  02     941957   0     0
PEPSICO INC                  COM           713448108  569       15200   SH       DEFINED  21     15200    0     0
PEROT SYS CORP               CL A          714265105  3100      302165  SH       DEFINED  02     302165   0     0
PETCO ANIMAL SUPPLIES        COM NEW       716016209  5657      300080  SH       DEFINED  02     300080   0     0
PETSMART INC                 COM           716768106  49        3900    SH       DEFINED  01     3900     0     0
PETSMART INC                 COM           716768106  223212    17715220SH       DEFINED  02     17715220 0     0
PFIZER INC                   COM           717081103  8004      256867  SH       DEFINED  01     256808   0     59
PFIZER INC                   COM           717081103  149272    4790508 SH       DEFINED  02     4790508  0     0
PFIZER INC                   COM           717081103  1994      68450   SH       DEFINED  21     68450    0     0
PHARMACIA CORP               COM           71713U102  788       18200   SH       DEFINED  01     18200    0     0
PHARMACIA CORP               COM           71713U102  54342     1255001 SH       DEFINED  02     1255001  0     0
PHARMACIA CORP               COM           71713U102  834       20700   SH       DEFINED  21     20700    0     0
PHILADELPHIA CONS HLDG CORP  COM           717528103  40        1100    SH       DEFINED  01     1100     0     0
PHILADELPHIA CONS HLDG CORP  COM           717528103  46869     1301920 SH       DEFINED  02     1301920  0     0
PHOENIX COS INC NEW          COM           71902E109  27        3700    SH       DEFINED  01     3700     0     0
PHOENIX COS INC NEW          COM           71902E109  157       21750   SH       DEFINED  02     21750    0     0
PINNACLE WEST CAP CORP       COM           723484101  5598      168400  SH       DEFINED  02     168400   0     0
PITNEY BOWES INC             COM           724479100  14418     451700  SH       DEFINED  02     451700   0     0
PLACER DOME INC              COM           725906101  728       74344   SH       DEFINED  01     74344    0     0
PLACER DOME INC              COM           725906101  11704     1194300 SH       DEFINED  02     1194300  0     0
PLACER DOME INC              COM           725906101  1915      197300  SH       DEFINED  21     197300   0     0
PLANTRONICS INC NEW          COM           727493108  35        2400    SH       DEFINED  01     2400     0     0
PLANTRONICS INC NEW          COM           727493108  169       11600   SH       DEFINED  02     11600    0     0
PMC-SIERRA INC               COM           69344F106  577       97000   SH       DEFINED  02     97000    0     0
PMI GROUP INC                COM           69344M101  2839      111100  SH       DEFINED  02     111100   0     0
PNC FINL SVCS GROUP INC      COM           693475105  4013      94700   SH       DEFINED  01     94700    0     0
PNC FINL SVCS GROUP INC      COM           693475105  41833     987100  SH       DEFINED  02     987100   0     0
PNC FINL SVCS GROUP INC      COM           693475105  1286      30340   SH       DEFINED  21     30340    0     0
POGO PRODUCING CO COM        COMMON        730448107  376       9,464   SH       DEFINED  01     9,464    0     0
PPG INDS INC                 COM           693506107  5120      113584  SH       DEFINED  01     113560   0     24
PPG INDS INC                 COM           693506107  54650     1212300 SH       DEFINED  02     1212300  0     0
PPL CORP COM                 COMMON        69351T106  212       5,961   SH       DEFINED  01     5,961    0     0
PRENTISS PPTYS TR            SH BEN INT    740706106  81        3000    SH       DEFINED  01     3000     0     0
PRENTISS PPTYS TR            SH BEN INT    740706106  2634      97200   SH       DEFINED  02     97200    0     0
PRICE T ROWE GROUP INC       COM           74144T108  9717      358300  SH       DEFINED  02     358300   0     0
PRICE T ROWE GROUP INC       COM           74144T108  692       25500   SH       DEFINED  21     25500    0     0
PRIME HOSPITALITY CORP       COM           741917108  21        4100    SH       DEFINED  01     4100     0     0
PRIME HOSPITALITY CORP       COM           741917108  4284      830255  SH       DEFINED  02     830255   0     0
PRINCIPAL FINANCIAL GROUP IN COM           74251V102  6201      228487  SH       DEFINED  01     228440   0     47
PRINCIPAL FINANCIAL GROUP IN COM           74251V102  57824     2130600 SH       DEFINED  02     2130600  0     0
PROCTER & GAMBLE CO          COM           742718109  891       10000   SH       DEFINED  01     10000    0     0
PROCTER & GAMBLE CO          COM           742718109  44632     501200  SH       DEFINED  02     501200   0     0
PROCTER & GAMBLE CO          COM           742718109  302       3700    SH       DEFINED  21     3700     0     0
PROGRESS ENERGY INC          COM           743263105  1633      41700   SH       DEFINED  02     41700    0     0
PROGRESS ENERGY INC COM      COMMON        743263105  612       15,623  SH       DEFINED  01     15,623   0     0
PROLOGIS                     SH BEN INT    743410102  160       6300    SH       DEFINED  01     6300     0     0
PROLOGIS                     SH BEN INT    743410102  5279      208500  SH       DEFINED  02     208500   0     0
PROTECTIVE LIFE CORP         COM           743674103  6806      238400  SH       DEFINED  02     238400   0     0
PROVIDIAN FINL CORP          COM           74406A102  3704      564600  SH       DEFINED  02     564600   0     0
PUBLIC STORAGE INC           COM           74460D109  844       27856   SH       DEFINED  01     27856    0     0
PUBLIC STORAGE INC           COM           74460D109  11390     375900  SH       DEFINED  02     375900   0     0
PUBLIC SVC ENTERPRISE GROUP  COM           744573106  4353      118624  SH       DEFINED  01     118592   0     32
PUBLIC SVC ENTERPRISE GROUP  COM           744573106  42205     1150300 SH       DEFINED  02     1150300  0     0
PULTE HOMES INC              COM           745867101  4132      82400   SH       DEFINED  02     82400    0     0
QLOGIC CORP                  COM           747277101  947       25500   SH       DEFINED  02     25500    0     0
QUALCOMM INC                 COM           747525103  202       5600    SH       DEFINED  01     5600     0     0
QUALCOMM INC                 COM           747525103  3043      84400   SH       DEFINED  02     84400    0     0
QUEST DIAGNOSTICS INC        COM           74834L100  73        1216    SH       DEFINED  01     1216     0     0
QUEST DIAGNOSTICS INC        COM           74834L100  54680     916068  SH       DEFINED  02     916068   0     0
QUEST DIAGNOSTICS INC        COM           74834L100  1104      19750   SH       DEFINED  21     19750    0     0
QWEST COMMUNICATIONS INTL IN COM           749121109  28        7900    SH       DEFINED  01     7900     0     0
QWEST COMMUNICATIONS INTL IN COM           749121109  250       71561   SH       DEFINED  02     71561    0     0
RADVISION LTD                ORD           M81869105  28        4400    SH       DEFINED  01     4400     0     0
RADVISION LTD                ORD           M81869105  205       32050   SH       DEFINED  02     32050    0     0
RAINDANCE COMM               COM           75086X106  2222      1322890 SH       DEFINED  02     1322890  0     0
RAYMOND JAMES FINANCIAL INC  COM           754730109  720       27850   SH       DEFINED  21     27850    0     0
RAYONIER INC                 COM           754907103  44        1000    SH       DEFINED  01     1000     0     0
RAYONIER INC                 COM           754907103  220       5000    SH       DEFINED  02     5000     0     0
RAYTHEON CO                  COM NEW       755111507  23453     826700  SH       DEFINED  02     826700   0     0
RAYTHEON CO                  COM NEW       755111507  672       25300   SH       DEFINED  21     25300    0     0
RAYTHEON CO COM NEW          COMMON        755111507  191       6,719   SH       DEFINED  01     6,719    0     0
RECKSON ASSOCS RLTY CORP     COM           75621K106  192       10200   SH       DEFINED  01     10200    0     0
RECKSON ASSOCS RLTY CORP     COM           75621K106  2906      154600  SH       DEFINED  02     154600   0     0
RECKSON ASSOCS RLTY CORP     CL B          75621K304  3464      179000  SH       DEFINED  02     179000   0     0
REEBOK INTL LTD              COM           758110100  4941      150400  SH       DEFINED  02     150400   0     0
REGENCY CTRS CORP            COM           758849103  2422      73500   SH       DEFINED  02     73500    0     0
REGENERATION TECH INC DEL    COM           75886N100  904       100430  SH       DEFINED  02     100430   0     0
REGIONS FINL CORP            COM           758940100  369       11376   SH       DEFINED  01     11376    0     0
REPUBLIC SVCS INC            COM           760759100  5565      280475  SH       DEFINED  02     280475   0     0
RESMED INC                   COM           761152107  16012     500700  SH       DEFINED  02     500700   0     0
RF MICRODEVICES INC          COM           749941100  546       90500   SH       DEFINED  02     90500    0     0
RITA MED SYS INC DEL         COM           76774E103  3830      901200  SH       DEFINED  02     901200   0     0
ROCKWELL AUTOMATION INC      COM           773903109  8810      425600  SH       DEFINED  02     425600   0     0
ROCKWELL COLLINS INC         COM           774341101  2796      152200  SH       DEFINED  02     152200   0     0
ROWAN COS INC                COM           779382100  7563      384700  SH       DEFINED  02     384700   0     0
ROYAL DUTCH PETE CO          NY REG EUR .56780257804  340       8361    SH       DEFINED  01     8361     0     0
ROYAL DUTCH PETE CO          NY REG EUR .56780257804  27804     682300  SH       DEFINED  02     682300   0     0
RTW INC                      COM NEW       74974R206  1073      429140  SH       DEFINED  02     429140   0     0
RUBY TUESDAY INC             COM           781182100  29        1400    SH       DEFINED  01     1400     0     0
RUBY TUESDAY INC             COM           781182100  9323      457000  SH       DEFINED  02     457000   0     0
RYANAIR HLDGS PLC            SPONSORED ADR 783513104  20754     500470  SH       DEFINED  02     500470   0     0
SAFEGUARD SCIENTIFICS INC    NOTE5.000% 6/1786449AE8  707       1000000 PRN      DEFINED  02     1000000  0     0
SANGSTAT MED CORP            COM           801003104  31        3200    SH       DEFINED  01     3200     0     0
SANGSTAT MED CORP            COM           801003104  5068      516630  SH       DEFINED  02     516630   0     0
SANMINA SCI CORP             COM           800907107  699       173000  SH       DEFINED  02     173000   0     0
SANTOS LIMITED               SPONSORED ADR 803021609  223       15900   SH       DEFINED  01     15900    0     0
SANTOS LIMITED               SPONSORED ADR 803021609  6691      477900  SH       DEFINED  02     477900   0     0
SAP AKTIENGESELLSCHAFT       SPONSORED ADR 803054204  23        1200    SH       DEFINED  01     1200     0     0
SAP AKTIENGESELLSCHAFT       SPONSORED ADR 803054204  5311      280100  SH       DEFINED  02     280100   0     0
SARA LEE CORP                COM           803111103  4084      218424  SH       DEFINED  01     218373   0     51
SARA LEE CORP                COM           803111103  38591     2063700 SH       DEFINED  02     2063700  0     0
SBC COMMUNICATIONS INC       COM           78387G103  4945      246508  SH       DEFINED  01     246430   0     78
SBC COMMUNICATIONS INC       COM           78387G103  97135     4842224 SH       DEFINED  02     4842224  0     0
SBC COMMUNICATIONS INC       COM           78387G103  702       37400   SH       DEFINED  21     37400    0     0
SCANA CORP NEW               COM           80589M102  784       26200   SH       DEFINED  02     26200    0     0
SCANA CORP NEW COM           COMMON        80589M102  931       31,105  SH       DEFINED  01     31,105   0     0
SCHERING PLOUGH CORP         COMMON        806605101  149       8,384   SH       DEFINED  01     8,384    0     0
SCHERING PLOUGH CORP         COM           806605101  32178     1804706 SH       DEFINED  02     1804706  0     0
SCHLUMBERGER                 COMMON        806857108  262       6,896   SH       DEFINED  01     6,896    0     0
SCHLUMBERGER LTD             COM           806857108  41165     1083000 SH       DEFINED  02     1083000  0     0
SCHWAB CHARLES CORP NEW      COM           808513105  14        2000    SH       DEFINED  01     2000     0     0
SCHWAB CHARLES CORP NEW      COM           808513105  225       31150   SH       DEFINED  02     31150    0     0
SCHWAB CHARLES CORP NEW      COM           808513105  532       73750   SH       DEFINED  21     73750    0     0
SCIENTIFIC ATLANTA INC       COM           808655104  1193      86800   SH       DEFINED  02     86800    0     0
SCOTTS CO                    CL A          810186106  36        700     SH       DEFINED  01     700      0     0
SCOTTS CO                    CL A          810186106  176       3400    SH       DEFINED  02     3400     0     0
SCRIPPS E W CO OHIO          CL A          811054204  4113      54300   SH       DEFINED  02     54300    0     0
SEACHANGE INTL INC           COM           811699107  39        5400    SH       DEFINED  01     5400     0     0
SEACHANGE INTL INC           COM           811699107  7850      1085750 SH       DEFINED  02     1085750  0     0
SEAGATE TECHNOLOGY           SHS           G7945J104  52453     5082630 SH       DEFINED  02     5082630  0     0
SEARS ROEBUCK & CO           COM           812387108  3259      134943  SH       DEFINED  01     134943   0     0
SEARS ROEBUCK & CO           COM           812387108  40673     1684200 SH       DEFINED  02     1684200  0     0
SELECT MEDICAL CORP          COM           816196109  16966     1190585 SH       DEFINED  02     1190585  0     0
SEMPRA ENERGY                COM           816851109  16601     665100  SH       DEFINED  02     665100   0     0
SEMPRA ENERGY                INCOME EQTY UT816851208  977       39000   SH       DEFINED  02     39000    0     0
SEMTECH CORP                 COM           816850101  576       38000   SH       DEFINED  02     38000    0     0
SENIOR HSG PPTYS TR SH BEN                  1721M109             7,054            EFINED          7,054
INT                          COMMON        8          890       7       SH       D        01     7        0     0
SEQUA CORPORATION            CL A          817320104  51        1500    SH       DEFINED  01     1500     0     0
SEQUA CORPORATION            CL A          817320104  247       7200    SH       DEFINED  02     7200     0     0
SEROLOGICALS CORP            COM           817523103  21        2500    SH       DEFINED  01     2500     0     0
SEROLOGICALS CORP            COM           817523103  109       12880   SH       DEFINED  02     12880    0     0
SERVICEMASTER CO             COM           81760N109  3108      310800  SH       DEFINED  02     310800   0     0
SHELL TRANS & TRADING PLC    ADR NY SHS NEW822703609  7490      206800  SH       DEFINED  02     206800   0     0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106  30        1600    SH       DEFINED  01     1600     0     0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106  9577      516840  SH       DEFINED  02     516840   0     0
SIEBEL SYS INC               COM           826170102  6487      809900  SH       DEFINED  02     809900   0     0
SIEMENS A G                  SPONSORED ADR 826197501  3978      96700   SH       DEFINED  02     96700    0     0
SILICON VY BANCSHARES        COM           827064106  36        2000    SH       DEFINED  01     2000     0     0
SILICON VY BANCSHARES        COM           827064106  175       9600    SH       DEFINED  02     9600     0     0
SIMON PPTY GROUP INC NEW COM COMMON        828806109  286       7,969   SH       DEFINED  01     7,969    0     0
SIMPSON MANUFACTURING CO INC COM           829073105  27        800     SH       DEFINED  01     800      0     0
SIMPSON MANUFACTURING CO INC COM           829073105  13743     406595  SH       DEFINED  02     406595   0     0
SJW CORP                     COM           784305104  84        1100    SH       DEFINED  01     1100     0     0
SJW CORP                     COM           784305104  413       5400    SH       DEFINED  02     5400     0     0
SKYWORKS SOLUTIONS INC       COM           83088M102  26        4200    SH       DEFINED  01     4200     0     0
SKYWORKS SOLUTIONS INC       COM           83088M102  4512      724310  SH       DEFINED  02     724310   0     0
SLM CORP                     COM           78442P106  222       2000    SH       DEFINED  01     2000     0     0
SLM CORP                     COM           78442P106  9486      85525   SH       DEFINED  02     85525    0     0
SM&A                         COM           78465D105  621       113900  SH       DEFINED  02     113900   0     0
SMUCKER J M CO               COM NEW       832696405  2179      62300   SH       DEFINED  02     62300    0     0
SOLECTRON CORP               COM           834182107  716       237000  SH       DEFINED  02     237000   0     0
SONY CORP                    ADR NEW       835699307  1015      28900   SH       DEFINED  02     28900    0     0
SOUTHERN CO                  COM           842587107  16620     584400  SH       DEFINED  02     584400   0     0
SOUTHTRUST CORP              COM           844730101  2908      113900  SH       DEFINED  02     113900   0     0
SOVEREIGN BANCORP INC        COM           845905108  3375      243700  SH       DEFINED  02     243700   0     0
SPRINT CORP                  COM FON GROUP 852061100  2598      221100  SH       DEFINED  01     221100   0     0
SPRINT CORP                  COM FON GROUP 852061100  46305     3940833 SH       DEFINED  02     3940833  0     0
SPRINT CORP                  PCS COM SER 1 852061506  149       34100   SH       DEFINED  02     34100    0     0
ST JUDE MED INC              COM           790849103  420       8612    SH       DEFINED  01     8612     0     0
ST JUDE MED INC              COM           790849103  45338     930020  SH       DEFINED  02     930020   0     0
ST PAUL COS INC              COM           792860108  3212      101000  SH       DEFINED  02     101000   0     0
STAAR SURGICAL CO            COM PAR $0.01 852312305  6046      1001040 SH       DEFINED  02     1001040  0     0
STAPLES INC                  COM           855030102  4533      247300  SH       DEFINED  02     247300   0     0
STARBUCKS CORP               COM           855244109  8016      311180  SH       DEFINED  02     311180   0     0
STATE STR CORP               COM           857477103  101       3200    SH       DEFINED  01     3200     0     0
STATE STR CORP               COM           857477103  1132      35800   SH       DEFINED  02     35800    0     0
STEELCASE INC                CL A          858155203  796       83300   SH       DEFINED  21     83300    0     0
STELMAR SHIPPING LTD         COM           V8726M103  36        2400    SH       DEFINED  01     2400     0     0
STELMAR SHIPPING LTD         COM           V8726M103  15170     1010640 SH       DEFINED  02     1010640  0     0
STERICYCLE INC               COM           858912108  4830      128500  SH       DEFINED  02     128500   0     0
STERIS CORP                  COM           859152100  6373      243600  SH       DEFINED  02     243600   0     0
STMICROELECTRONICS N V       NY REGISTRY   861012102  5738      303597  SH       DEFINED  02     303597   0     0
STMICROELECTRONICS N V       NY REGISTRY   861012102  4097      216790  SH       DEFINED  21     216790   0     0
STONE ENERGY CORP            COM           861642106  44        1300    SH       DEFINED  01     1300     0     0
STONE ENERGY CORP            COM           861642106  212       6300    SH       DEFINED  02     6300     0     0
STORA ENSO CORP              SPON ADR REP R86210M106  2863      309900  SH       DEFINED  02     309900   0     0
STORAGE TECHNOLOGY CORP      COM PAR $0.10 862111200  7518      371800  SH       DEFINED  01     371800   0     0
STORAGE TECHNOLOGY CORP      COM PAR $0.10 862111200  72611     3591060 SH       DEFINED  02     3591060  0     0
STRYKER CORP                 COM           863667101  16826     245100  SH       DEFINED  02     245100   0     0
SUMMIT PPTYS INC COM         COMMON        866239106  219       11,840  SH       DEFINED  01     11,840   0     0
SUN LIFE FINL SVCS CDA INC   COM           866796105  3517      187300  SH       DEFINED  02     187300   0     0
SUN LIFE FINL SVCS CDA INC   COM           866796105  2376      126514  SH       DEFINED  21     126514   0     0
SUN MICROSYSTEMS INC         COM           866810104  814       249800  SH       DEFINED  02     249800   0     0
SUNGARD DATA SYS INC         COM           867363103  216       10138   SH       DEFINED  01     10138    0     0
SUNGARD DATA SYS INC         COM           867363103  13874     651365  SH       DEFINED  02     651365   0     0
SUNTRUST BKS INC             COM           867914103  6702      127300  SH       DEFINED  02     127300   0     0
SUPERVALU INC                COM           868536103  3137      202400  SH       DEFINED  02     202400   0     0
SYBASE INC                   COM           871130100  3247      250700  SH       DEFINED  02     250700   0     0
SYMANTEC CORP                COM           871503108  7256      185200  SH       DEFINED  02     185200   0     0
SYNAPTICS INC                COM           87157D109  32        4300    SH       DEFINED  01     4300     0     0
SYNAPTICS INC                COM           87157D109  7656      1022125 SH       DEFINED  02     1022125  0     0
SYNOPSYS INC                 COM           871607107  4367      102600  SH       DEFINED  02     102600   0     0
SYSCO CORP                   COM           871829107  318       12500   SH       DEFINED  01     12500    0     0
SYSCO CORP                   COM           871829107  2699      106100  SH       DEFINED  02     106100   0     0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100  21        3080    SH       DEFINED  01     3080     0     0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100  5328      778913  SH       DEFINED  02     778913   0     0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100  712       105590  SH       DEFINED  21     105590   0     0
TARGET CORP                  COM           87612E106  88        3000    SH       DEFINED  01     3000     0     0
TARGET CORP                  COM           87612E106  26879     918639  SH       DEFINED  02     918639   0     0
TARGET CORP COM              COMMON        8.76E+110  261       8,903   SH       DEFINED  01     8,903    0     0
TARO PHARMACEUTICAL INDS LTD ORD           M8737E108  1015      26527   SH       DEFINED  21     26527    0     0
TECH DATA CORP               COM           878237106  527       22000   SH       DEFINED  02     22000    0     0
TEKTRONIX INC                COM           879131100  674       39300   SH       DEFINED  21     39300    0     0
TELECOM ITALIA SPA           SPON ADR ORD  87927W106  773       11200   SH       DEFINED  02     11200    0     0
TELEFONICA S A               SPONSORED ADR 879382208  642       22890   SH       DEFINED  21     22890    0     0
TELEFONOS DE MEXICO S A      SPON ADR ORD L879403780  8203      276000  SH       DEFINED  02     276000   0     0
TELEFONOS DE MEXICO S A      SPON ADR ORD L879403780  976       35100   SH       DEFINED  21     35100    0     0
TELIK INC                    COM           87959M109  32        2400    SH       DEFINED  01     2400     0     0
TELIK INC                    COM           87959M109  6537      486350  SH       DEFINED  02     486350   0     0
TELLABS INC                  COM           879664100  706       122000  SH       DEFINED  02     122000   0     0
TELSTRA CORP LTD             SPON ADR FINAL87969N204  145       11800   SH       DEFINED  01     11800    0     0
TELSTRA CORP LTD             SPON ADR FINAL87969N204  4266      346300  SH       DEFINED  02     346300   0     0
TEMPLE INLAND INC            COM           879868107  922       26300   SH       DEFINED  21     26300    0     0
TENNANT CO                   COM           880345103  35        1100    SH       DEFINED  01     1100     0     0
TENNANT CO                   COM           880345103  173       5500    SH       DEFINED  02     5500     0     0
TERADYNE INC                 COM           880770102  456       39200   SH       DEFINED  02     39200    0     0
TEVA PHARMACEUTICAL INDS LTD ADR           881624209  2657      63800   SH       DEFINED  02     63800    0     0
TEXAS INSTRS INC             COM           882508104  147       9000    SH       DEFINED  01     9000     0     0
TEXAS INSTRS INC             COM           882508104  4667      285120  SH       DEFINED  02     285120   0     0
TEXTRON INC                  COM           883203101  2753      100262  SH       DEFINED  01     100226   0     36
TEXTRON INC                  COM           883203101  34126     1242768 SH       DEFINED  02     1242768  0     0
THERASENSE INC               COM           883381105  13290     1989500 SH       DEFINED  02     1989500  0     0
THERMOGENESIS CORP           COM NEW       883623209  1158      556500  SH       DEFINED  02     556500   0     0
TIDEWATER INC                COM           886423102  29        1000    SH       DEFINED  01     1000     0     0
TIDEWATER INC                COM           886423102  3376      117560  SH       DEFINED  02     117560   0     0
TIDEWATER INC                COM           886423102  695       24200   SH       DEFINED  21     24200    0     0
TIMBERLAND CO                CL A          887100105  29        700     SH       DEFINED  01     700      0     0
TIMBERLAND CO                CL A          887100105  6957      166400  SH       DEFINED  02     166400   0     0
TOTAL FINA ELF S A           SPONSORED ADR 89151E109  3031      47900   SH       DEFINED  02     47900    0     0
TOTAL FINA ELF S A           SPONSORED ADR 89151E109  261       4500    SH       DEFINED  21     4500     0     0
TOWER AUTOMOTIVE INC         NOTE5.000% 8/0891707AE1  4020      4600000 PRN      DEFINED  02     4600000  0     0
TOYS R US INC                COM           892335100  69        8200    SH       DEFINED  01     8200     0     0
TOYS R US INC                COM           892335100  507       60600   SH       DEFINED  21     60600    0     0
TRANSOCEAN INC               ORD           G90078109  3076      150400  SH       DEFINED  02     150400   0     0
TRANSOCEAN INC               ORD           G90078109  1497      75550   SH       DEFINED  21     75550    0     0
TRIBUNE CO NEW               COM           896047107  99        2200    SH       DEFINED  01     2200     0     0
TRIBUNE CO NEW               COM           896047107  6882      152900  SH       DEFINED  02     152900   0     0
TRIDENT MICROSYSTEMS INC     COM           895919108  2200      623093  SH       DEFINED  02     623093   0     0
TXU CORP COM                 COMMON        873168108  133       7,460   SH       DEFINED  01     7,460    0     0
TYCO INTL LTD NEW            COM           902124106  5683      441935  SH       DEFINED  01     441879   0     56
TYCO INTL LTD NEW            COM           902124106  65553     5097462 SH       DEFINED  02     5097462  0     0
UNILEVER N V                 N Y SHS NEW   904784709  226       3800    SH       DEFINED  01     3800     0     0
UNION PAC CORP               COM           907818108  5765      104812  SH       DEFINED  01     104779   0     33
UNION PAC CORP               COM           907818108  53543     973500  SH       DEFINED  02     973500   0     0
UNISYS CORP                  COM           909214108  796       86000   SH       DEFINED  02     86000    0     0
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207  4123      1369909 SH       DEFINED  02     1369909  0     0
UNITED PARCEL SERVICE INC    CL B          911312106  553       9700    SH       DEFINED  01     9700     0     0
UNITED PARCEL SERVICE INC    CL B          911312106  2371      41600   SH       DEFINED  02     41600    0     0
UNITED STATIONERS INC        COM           913004107  382       17900   SH       DEFINED  21     17900    0     0
UNITED SURGICAL PARTNERS INT COM           913016309  7405      400500  SH       DEFINED  02     400500   0     0
UNITED TECHNOLOGIES CORP     COM           913017109  185       3200    SH       DEFINED  01     3200     0     0
UNITED TECHNOLOGIES CORP     COM           913017109  2912      50400   SH       DEFINED  02     50400    0     0
UNITEDHEALTH GROUP INC       COM           91324P102  3689      40233   SH       DEFINED  01     40218    0     15
UNITEDHEALTH GROUP INC       COM           91324P102  93508     1020050 SH       DEFINED  02     1020050  0     0
UNIVERSAL CORP VA COM        COMMON        913456109  475       12,567  SH       DEFINED  01     12,567   0     0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT    91359E105  1114      43000   SH       DEFINED  02     43000    0     0
UNIVERSAL HLTH SVCS INC      DBCV0.426% 6/2913903AL4  695       1150000 PRN      DEFINED  02     1150000  0     0
UNOCAL CORP                  COM           915289102  3157      120000  SH       DEFINED  02     120000   0     0
US BANCORP DEL               COM NEW       902973304  3472      182917  SH       DEFINED  01     182840   0     77
US BANCORP DEL               COM NEW       902973304  64779     3413036 SH       DEFINED  02     3413036  0     0
US BANCORP DEL               COM NEW       902973304  707       39700   SH       DEFINED  21     39700    0     0
USA INTERACTIVE              COM           902984103  4509      168300  SH       DEFINED  02     168300   0     0
UST INC                      COM           902911106  4881      176860  SH       DEFINED  01     176813   0     47
UST INC                      COM           902911106  61807     2239400 SH       DEFINED  02     2239400  0     0
UTI WORLDWIDE INC            ORD           G87210103  2818      100640  SH       DEFINED  02     100640   0     0
UTILITIES HOLDRS TR          DEPOSITRY RCPT918019100  1502      24300   SH       DEFINED  02     24300    0     0
UTSTARCOM INC                COM           918076100  62        3100    SH       DEFINED  01     3100     0     0
UTSTARCOM INC                COM           918076100  58639     2933395 SH       DEFINED  02     2933395  0     0
UTSTARCOM INC                COM           918076100  462       23100   SH       DEFINED  21     23100    0     0
V F CORP                     COM           918204108  599       15900   SH       DEFINED  01     15900    0     0
V F CORP                     COM           918204108  3406      90500   SH       DEFINED  02     90500    0     0
VALERO ENERGY CORP COM       COMMON        91913Y100  804       19,437  SH       DEFINED  01     19,437   0     0
VALERO ENERGY CORP NEW       COM           91913Y100  4622      111700  SH       DEFINED  02     111700   0     0
VARCO INTL INC DEL           COM           922122106  33        1800    SH       DEFINED  01     1800     0     0
VARCO INTL INC DEL           COM           922122106  185       10130   SH       DEFINED  02     10130    0     0
VARIAN MED SYS INC           COM           92220P105  43        800     SH       DEFINED  01     800      0     0
VARIAN MED SYS INC           COM           92220P105  6774      125600  SH       DEFINED  02     125600   0     0
VCA ANTECH INC               COM           918194101  31        2000    SH       DEFINED  01     2000     0     0
VCA ANTECH INC               COM           918194101  30225     1953780 SH       DEFINED  02     1953780  0     0
VENTAS INC                   COM           92276F100  1243      114500  SH       DEFINED  21     114500   0     0
VERITAS SOFTWARE CO          COM           923436109  160       9100    SH       DEFINED  01     9100     0     0
VERITAS SOFTWARE CO          COM           923436109  1746      99300   SH       DEFINED  02     99300    0     0
VERIZON COMMUNICATIONS       COM           92343V104  7480      211585  SH       DEFINED  01     211547   0     38
VERIZON COMMUNICATIONS       COM           92343V104  137394    3886690 SH       DEFINED  02     3886690  0     0
VERIZON COMMUNICATIONS       COM           92343V104  195       6000    SH       DEFINED  21     6000     0     0
VIACOM INC                   CL A          925524100  223       6100    SH       DEFINED  01     6100     0     0
VIACOM INC                   CL A          925524100  8110      222200  SH       DEFINED  02     222200   0     0
VIACOM INC                   CL A          925524100  1142      31300   SH       DEFINED  21     31300    0     0
VIACOM INC                   CL B          925524308  4819      131939  SH       DEFINED  01     131906   0     33
VIACOM INC                   CL B          925524308  107580    2945796 SH       DEFINED  02     2945796  0     0
VIACOM INC                   CL B          925524308  1100      32150   SH       DEFINED  21     32150    0     0
VISHAY INTERTECHNOLOGY INC   COM           928298108  875       86000   SH       DEFINED  02     86000    0     0
VISTEON CORP                 COM           92839U107  2736      460600  SH       DEFINED  02     460600   0     0
VISUAL NETWORKS INC          COM           928444108  1987      1282050 SH       DEFINED  02     1282050  0     0
VISX INC DEL                 COM           92844S105  605       57100   SH       DEFINED  02     57100    0     0
VODAFONE GROUP PLC NEW       SPONSORED ADR 92857W100  3735      205000  SH       DEFINED  02     205000   0     0
VORNADO RLTY TR              SH BEN INT    929042109  7343      205100  SH       DEFINED  02     205100   0     0
WACHOVIA CORP 2ND NEW        COM           929903102  7918      232389  SH       DEFINED  01     232332   0     57
WACHOVIA CORP 2ND NEW        COM           929903102  95502     2803100 SH       DEFINED  02     2803100  0     0
WACHOVIA CORP 2ND NEW        COM           929903102  1969      59310   SH       DEFINED  21     59310    0     0
WADDELL & REED FINL INC      CL A          930059100  606       34500   SH       DEFINED  21     34500    0     0
WAL MART STORES INC          COM           931142103  1795      34486   SH       DEFINED  01     34486    0     0
WAL MART STORES INC          COM           931142103  89336     1717000 SH       DEFINED  02     1717000  0     0
WAL MART STORES INC          COM           931142103  1185      24400   SH       DEFINED  21     24400    0     0
WALGREEN CO                  COM           931422109  304       10317   SH       DEFINED  01     10317    0     0
WALGREEN CO                  COM           931422109  29873     1013322 SH       DEFINED  02     1013322  0     0
WASHINGTON MUT INC           COM           939322103  9133      258923  SH       DEFINED  01     258877   0     46
WASHINGTON MUT INC           COM           939322103  113377    3214535 SH       DEFINED  02     3214535  0     0
WASHINGTON MUT INC           COM           939322103  2708      77967   SH       DEFINED  21     77967    0     0
WASTE CONNECTIONS INC        COM           941053100  4868      141100  SH       DEFINED  02     141100   0     0
WASTE MGMT INC DEL           COM           94106L109  4199      198253  SH       DEFINED  01     198194   0     59
WASTE MGMT INC DEL           COM           94106L109  50948     2405466 SH       DEFINED  02     2405466  0     0
WASTE MGMT INC DEL           COM           94106L109  1003      50550   SH       DEFINED  21     50550    0     0
WEBSENSE INC                 COM           947684106  1102      75100   SH       DEFINED  02     75100    0     0
WEIGHT WATCHERS INTL INC NEW COM           948626106  8752      190050  SH       DEFINED  02     190050   0     0
WELLCHOICE INC               COM           949475107  10566     500510  SH       DEFINED  02     500510   0     0
WELLPOINT HEALTH NETWORK NEW COM           94973H108  45969     598950  SH       DEFINED  02     598950   0     0
WELLS FARGO & CO NEW         COM           949746101  8212      182525  SH       DEFINED  01     182473   0     52
WELLS FARGO & CO NEW         COM           949746101  101790    2262500 SH       DEFINED  02     2262500  0     0
WELLS FARGO & CO NEW         COM           949746101  1457      33450   SH       DEFINED  21     33450    0     0
WESTAR ENERGY INC COM        COMMON        95709T100  162       13,356  SH       DEFINED  01     13,356   0     0
WEYERHAEUSER CO              COM           962166104  1091      22800   SH       DEFINED  02     22800    0     0
WILLIAMS SONOMA INC          COM           969904101  7497      343900  SH       DEFINED  02     343900   0     0
WILLIS GROUP HOLDINGS LTD    SHS           G96655108  3920      141500  SH       DEFINED  02     141500   0     0
WILMINGTON TRUST CORP        COM           971807102  53        1900    SH       DEFINED  01     1900     0     0
WILMINGTON TRUST CORP        COM           971807102  256       9200    SH       DEFINED  02     9200     0     0
WORLDWIDE RESTRNT CONCEPTS I COM           98160A107  1479      589050  SH       DEFINED  02     589050   0     0
WPS RESOURCES CORP           COM           92931B106  428       10700   SH       DEFINED  02     10700    0     0
WRIGLEY WM JR CO             COM           982526105  3040      53800   SH       DEFINED  02     53800    0     0
WYETH                        COM           983024100  595       15718   SH       DEFINED  01     15718    0     0
WYETH                        COM           983024100  18561     490776  SH       DEFINED  02     490776   0     0
WYETH                        COM           983024100  599       16900   SH       DEFINED  21     16900    0     0
XEROX CORP                   COM           984121103  1027      118000  SH       DEFINED  02     118000   0     0
XILINX INC                   COM           983919101  105       4500    SH       DEFINED  01     4500     0     0
XILINX INC                   COM           983919101  2182      93210   SH       DEFINED  02     93210    0     0
XM SATELLITE RADIO HLDGS INC NOTE7.750% 3/0983759AA9  2686      3175000 PRN      DEFINED  02     3175000  0     0
XTO ENERGY CORP              COM           98385X106  3478      183066  SH       DEFINED  02     183066   0     0
YAHOO INC                    COM           984332106  8820      367200  SH       DEFINED  02     367200   0     0
YUM BRANDS INC               COM           988498101  4601      189100  SH       DEFINED  02     189100   0     0
ZEBRA TECHNOLOGIES CORP      CL A          989207105  39        600     SH       DEFINED  01     600      0     0
ZEBRA TECHNOLOGIES CORP      CL A          989207105  187       2900    SH       DEFINED  02     2900     0     0
ZIMMER HLDGS INC             COM           98956P102  28923     594749  SH       DEFINED  02     594749   0     0
ZIONS BANCORPORATION         COM           989701107  3606      84300   SH       DEFINED  02     84300    0     0
ZORAN CORP                   COM           98975F101  26        2000    SH       DEFINED  01     2000     0     0
ZORAN CORP                   COM           98975F101  126       9750    SH       DEFINED  02     9750     0     0