-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BWMSJ6b4y0H6qTbtNrrqhVOZZzk8Leb5t9azfhw2gCy8Q4Bf9zHqpZ1Oo+mH744u Bqqz9G80p8fHl0jQPpQ3iw== 0000861177-03-000024.txt : 20030429 0000861177-03-000024.hdr.sgml : 20030429 20030429162925 ACCESSION NUMBER: 0000861177-03-000024 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20030429 EFFECTIVENESS DATE: 20030429 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS GLOBAL ASSET MANAGEMENT AMERICAS INC CENTRAL INDEX KEY: 0000861177 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-02682 FILM NUMBER: 03669875 BUSINESS ADDRESS: STREET 1: ONE NORTH WACKER DRIVE CITY: CHICAGO STATE: IL BUSINESS PHONE: 60606 MAIL ADDRESS: STREET 1: ONE NORTH WACKER DRIVE CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: BRINSON PARTNERS INC/IL DATE OF NAME CHANGE: 19930715 13F-HR/A 1 bpi_09302002amend.txt ADDED LANGUAGE RE NAME CHANGE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2002 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [X] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: UBS Global Asset Management (Americas) Inc. Address: One North Wacker Chicago, Il 60606 13F File Number: 28-2682 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: MARK F. KEMPER Title: SECRETARY Phone: 312-525-7138 Signature, Place, and Date of Signing: MARK F. KEMPER CHICAGO, IL April 29, 2003 Effective April 8, 2002, Brinson Partners, Inc. changed its name to UBS Global Asset Management (Americas) Inc. This is a Restatement of the 13F Holdings Report dated September 30, 2002 which was inadvertently filed on November 19, 2002 under the former name, Brinson Partners, Inc. The 13F Holdings Report dated June 30, 2002 was also inadvertently filed on August 14, 2002 under the former name, Brinson Partners, Inc. All subsequent filings reflect the correct name of UBS Global Asset Management (Americas) Inc. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Included Managers: No. 13F File Number Name 02 28-3900 UBS GLOBAL ASSET MANAGEMENT TRUST COMPANY 03 28-2871 UBS GLOBAL ASSET MANAGEMENT (NEW YORK) INC. 04 ADAMS STREET PARTNERS LLC 05 DSI INTERNATIONAL MANAGEMENT I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 1385 Form 13F Information Table Value Total: $16508592254 ---------------------------------------------------------------------------------------------------------------------------------- VALUATION CURRENCY: USD ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 NAME OF ISSUER TITLE CUSIP FAIR SHARES OF INVEST. DISC. MANA- VOTING AUTHORITY OF NUMBER MARKET PRINCIPAL SHARED GERS CLASS VALUE AMOUNT SOLE SHARED OTHER SOLE SHARED NONE (A) (B) (C) (A) (B) (C) ---------------------------------------------------------------------------------------------------------------------------------- CLEAR CHANNEL COMM CONV CORP B 184502AB8 1,957,500 2,000,000 N X 3 2,000,000 SILICON WARE PRECISION ADR ADRS 827084864 48,163 19,265 N X 1 19,265 MAIL WELL INC CONVERTIBLE CORP B 560321AD3 825,563 850,000 N X 1 850,000 MAIL WELL INC CONVERTIBLE CORP B 560321AD3 2,573,813 2,650,000 N X 3 2,650,000 OMNICARE INC CONV CORP B 681904AD0 2,707,500 3,000,000 N X 1 3,000,000 ORBITAL SCIENCES CORP CONV CORP B 685564AC0 3,478,125 3,500,000 N X 3 3,500,000 AGILENT TECHNOLOGIES INC COMMON 00846U101 203,122 15,553 N X 3 15,553 AGILENT TECHNOLOGIES INC COMMON 00846U101 1,164,051 89,131 N X 5 66,848 22,283 ALCOA INC COMMON 013817101 1,352,930 70,100 N X 1 70,100 ALCOA INC COMMON 013817101 23,752,510 1,230,700 N X 3 1,220,000 10,700 ALCOA INC COMMON 013817101 5,284,726 273,820 N X 5 199,408 74,412 APPLE COMPUTER INC COMMON 037833100 1,454,350 100,300 N X 3 100,300 APPLE COMPUTER INC COMMON 037833100 1,467,400 101,200 N X 5 73,200 28,000 AMERISOURCEBERGEN CORP COMMON 03073E105 4,592,306 64,300 N X 5 46,800 17,500 ABGENIX INC COMMON 00339B107 18,460,805 2,844,500 N X 3 28,900 2,815,600 APPLERA CORP APPLIED BIOSY COMMON 038020103 13,993,095 764,650 N X 3 7,750 756,900 APPLERA CORP APPLIED BIOSY COMMON 038020103 2,612,051 142,735 N X 5 99,600 43,135 AMBAC FINANCIAL GROUP INC COMMON 023139108 2,662,166 49,400 N X 5 34,500 14,900 ALBERTSONS INC COMMON 013104104 4,917,454 203,537 N X 5 145,200 58,337 ABBOTT LABORATORIES COMMON 002824100 1,074,640 26,600 N X 3 26,600 ABBOTT LABORATORIES COMMON 002824100 25,726,841 636,803 N X 5 463,900 172,903 ATLANTIC COAST AIRLINES IN COMMON 048396105 93,425 10,100 N X 2 10,100 ATLANTIC COAST AIRLINES IN COMMON 048396105 1,835,200 198,400 N X 3 36,700 161,700 ACE LTD COMMON G0070K103 1,134,063 38,300 N X 5 25,100 13,200 AMERICREDIT CORP COMMON 03060R101 112,173 13,900 N X 5 13,900 AFFILIATED COMPUTER SERVIC COMMON 008190100 374,440 8,800 N X 5 8,800 ALBERTO CULVER CO COMMON 013068101 235,344 4,800 N X 5 4,800 ADOBE SYSTEMS COMMON 00724F101 2,665,863 139,574 N X 5 98,400 41,174 ANALOG DEVICES INC COMMON 032654105 1,617,370 82,100 N X 1 82,100 ANALOG DEVICES INC COMMON 032654105 266,935 13,550 N X 2 13,550 ANALOG DEVICES INC COMMON 032654105 21,012,020 1,066,600 N X 3 1,059,200 7,400 ANALOG DEVICES INC COMMON 032654105 1,327,859 67,404 N X 5 50,500 16,904 ARCHER DANIELS MIDLAND CO COMMON 039483102 3,718,785 297,265 N X 5 211,865 85,400 AUTOMATIC DATA PROCESSING COMMON 053015103 1,741,977 50,100 N X 1 50,100 AUTOMATIC DATA PROCESSING COMMON 053015103 2,120,970 61,000 N X 3 61,000 AUTOMATIC DATA PROCESSING COMMON 053015103 11,017,849 316,878 N X 5 230,976 85,902 AUTODESK INC US$0.01 COMMON 052769106 1,277,136 100,800 N X 5 69,900 30,900 ADTRAN INC COMMON 00738A106 271,440 17,400 N X 1 17,400 ADVANCEPCS COMMON 00790K109 292,890 13,000 N X 5 13,000 AMEREN CORP COMMON 023608102 2,090,830 50,200 N X 5 36,300 13,900 AMERICAN ELECTRIC POWER COMMON 025537101 13,024,765 456,849 N X 1 401,809 55,040 AMERICAN ELECTRIC POWER COMMON 025537101 210,974 7,400 N X 3 7,400 AMERICAN ELECTRIC POWER COMMON 025537101 3,663,535 128,500 N X 5 95,100 33,400 AETNA INC. COMMON 00817Y108 207,698 5,800 N X 1 5,800 ADVANCED FIBRE COMMUNICATI COMMON 00754A105 2,005,097 151,100 N X 3 151,100 AFFYMETRIX INC COMMON 00826T108 25,371,840 1,219,800 N X 3 12,400 1,207,400 AFLAC INC COMMON 001055102 3,667,578 119,504 N X 5 89,100 30,404 EDWARDS AG INC COMMON 281760108 2,315,352 72,400 N X 1 72,400 ALLERGAN COMMON 018490102 111,174,288 2,043,645 N X 1 1,910,745 132,900 ALLERGAN COMMON 018490102 10,064,000 185,000 N X 2 185,000 ALLERGAN COMMON 018490102 29,667,040 545,350 N X 3 541,450 3,900 ALLERGAN COMMON 018490102 500,480 9,200 N X 5 9,200 AGERE SYSTEMS INC. COMMON 00845V209 43,463 43,902 N X 5 43,902 ARMOR HOLDINGS INC. COMMON 042260109 204,808 13,663 N X 3 13,663 AMERADA HESS CORP COMMON 023551104 2,124,644 31,300 N X 5 22,400 8,900 APRIA HEALTHCARE GROUP COMMON 037933108 307,010 13,031 N X 3 13,031 AMERICAN HOME MORTGAGE COMMON 02660M108 163,244 14,800 N X 3 14,800 AMERICAN INTL GROUP INC COMMON 026874107 176,837,059 3,232,853 N X 1 2,918,317 314,536 AMERICAN INTL GROUP INC COMMON 026874107 12,839,075 234,718 N X 2 234,718 AMERICAN INTL GROUP INC COMMON 026874107 60,858,563 1,112,588 N X 3 1,103,876 8,712 AMERICAN INTL GROUP INC COMMON 026874107 54,760,443 1,001,105 N X 5 714,872 286,233 ALBANY INTERNATIONAL CORP COMMON 012348108 192,097 10,121 N X 3 10,121 ARTHUR GALLAGHER AND CO COMMON 363576109 340,170 13,800 N X 5 13,800 ALCAN INC NPV CA EQU 2013200 8,303,075 335,550 N X 1 335,550 ALCAN INC NPV CA EQU 2013200 3,429,240 138,585 N X 2 138,585 ALBEMARLE CORP COMMON 012653101 2,920,995 115,500 N X 3 18,300 97,200 ALLIED CAPITAL CORP COMMON 01903Q108 3,571,572 163,160 N X 1 163,160 ALLETE INC. COMMON 018522102 5,799,600 268,500 N X 1 268,500 ALKERMES INC COMMON 01642T108 4,900,085 621,050 N X 3 6,150 614,900 ALLSTATE CORP COMMON 020002101 8,963,470 252,137 N X 5 180,300 71,837 ALTERA CORP COMMON 021441100 808,235 93,222 N X 5 68,900 24,322 AUTOLIV INC COMMON 052800109 208,692 9,900 N X 1 9,900 AUTOLIV INC COMMON 052800109 242,420 11,500 N X 5 11,500 AMERICAN GREETINGS CORP COMMON 026375105 767,970 47,700 N X 5 31,300 16,400 APPLIED MATERIALS COMMON 038222105 1,272,810 110,200 N X 1 110,200 APPLIED MATERIALS COMMON 038222105 272,580 23,600 N X 2 23,600 APPLIED MATERIALS COMMON 038222105 42,371,753 3,668,550 N X 3 2,162,750 1,505,800 APPLIED MATERIALS COMMON 038222105 6,345,847 549,424 N X 5 397,060 152,364 AMB PROPERTY US$0.01 COMMON 00163T109 1,205,130 41,700 N X 3 41,700 ADVANCED MICRO DEVICES INC COMMON 007903107 25,662,438 4,805,700 N X 1 4,428,000 377,700 ADVANCED MICRO DEVICES INC COMMON 007903107 1,684,770 315,500 N X 2 315,500 ADVANCED MICRO DEVICES INC COMMON 007903107 4,658,616 872,400 N X 3 35,300 837,100 ADVANCED MICRO DEVICES INC COMMON 007903107 490,746 91,900 N X 5 66,500 25,400 AMETEK INC COMMON 031100100 294,694 10,120 N X 3 10,120 AMGEN CORPORATION COMMON 031162100 1,674,005 40,144 N X 1 40,144 AMGEN CORPORATION COMMON 031162100 564,785 13,544 N X 2 13,544 AMGEN CORPORATION COMMON 031162100 91,588,378 2,196,364 N X 3 1,016,352 1,180,012 AMGEN CORPORATION COMMON 031162100 19,808,167 475,016 N X 5 342,094 132,922 AMERUS GROUP COMPANY COMMON 03072M108 7,920,948 279,300 N X 1 279,300 AMERICAN HEALTHWAYS INC COMMON 02649V104 205,084 12,683 N X 3 12,683 AMYLIN PHARMACEUTICALS INC COMMON 032346108 7,513,902 452,100 N X 3 4,500 447,600 AMERICAN MEDICAL SYSTEMS H COMMON 02744M108 216,630 10,440 N X 3 10,440 ALBANY MOLECULAR RESEARCH COMMON 012423109 4,173,151 245,047 N X 3 14,197 230,850 AMSURG CORP COMMON 03232P405 265,194 8,790 N X 3 8,790 AMERICAN WOODMARK CORP. COMMON 030506109 204,990 4,040 N X 3 4,040 AMERICA MOVIL SA ADR ADRS 02364W105 9,590,010 793,875 N X 1 43,800 750,075 AMAZON.COM INC COMMON 023135106 395,064 24,800 N X 2 24,800 AMAZON.COM INC COMMON 023135106 41,714,298 2,618,600 N X 3 1,926,900 691,700 AUTONATION COMMON 05329W102 186,624 16,200 N X 1 16,200 AUTONATION COMMON 05329W102 248,832 21,600 N X 5 21,600 ANTEON INTERNATIONAL CORP COMMON 03674E108 1,318,230 48,500 N X 3 7,700 40,800 AON CORP COMMON 037389103 3,270,204 159,600 N X 5 108,100 51,500 AOL TIME WARNER INC COMMON 00184A105 11,345,490 969,700 N X 1 969,700 AOL TIME WARNER INC COMMON 00184A105 535,860 45,800 N X 2 45,800 AOL TIME WARNER INC COMMON 00184A105 54,873,585 4,690,050 N X 3 3,358,850 1,331,200 AOL TIME WARNER INC COMMON 00184A105 19,613,985 1,676,409 N X 5 1,221,850 454,559 AURORA FOODS INC. COMMON 05164B106 29,045 44,685 N X 3 44,685 SMITH AO CORP. COMMON 831865209 3,762,808 132,400 N X 3 21,100 111,300 APOGENT TECHNOLOGIES INC COMMON 03760A101 268,704 14,400 N X 5 14,400 APACHE CORP COMMON 037411105 1,290,065 21,700 N X 1 21,700 APACHE CORP COMMON 037411105 1,956,797 32,915 N X 5 24,120 8,795 ANADARKO PETROLEUM CORPORA COMMON 032511107 2,204,730 49,500 N X 1 49,500 ANADARKO PETROLEUM CORPORA COMMON 032511107 556,750 12,500 N X 2 12,500 ANADARKO PETROLEUM CORPORA COMMON 032511107 58,434,253 1,311,950 N X 3 1,301,950 10,000 ANADARKO PETROLEUM CORPORA COMMON 032511107 4,857,355 109,056 N X 5 78,753 30,303 AMERICAN POWER CONVERSION COMMON 029066107 1,205,516 126,100 N X 5 89,100 37,000 AIR PRODS & CHEMS INC COMMON 009158106 2,276,942 54,200 N X 5 40,900 13,300 APOGEE ENTERPRISES INC COMMON 037598109 1,624,590 148,500 N X 1 148,500 APOLLO GROUP INC CL A COMMON 037604105 2,891,352 66,575 N X 5 47,075 19,500 ARIBA INC COMMON 04033V104 122,310 90,600 N X 1 90,600 ALEXANDRIA REAL ESTATE EQU COMMON 015271109 266,774 6,280 N X 3 6,280 AIRGAS INC COMMON 009363102 239,885 18,270 N X 3 18,270 AEROPOSTALE INC. COMMON 007865108 418,880 27,200 N X 3 4,300 22,900 ARQULE INC COMMON 04269E107 561,865 109,100 N X 3 1,000 108,100 AMERICAN STANDARD COMPANIE COMMON 029712106 56,240,080 884,000 N X 1 835,400 48,600 AMERICAN STANDARD COMPANIE COMMON 029712106 7,971,586 125,300 N X 2 125,300 AMERICAN STANDARD COMPANIE COMMON 029712106 4,008,060 63,000 N X 5 43,000 20,000 ASHLAND INC COMMON 044204105 795,663 29,700 N X 5 23,500 6,200 ASML HOLDING NV-NY REG SHA EX-US N07059111 672,234 108,600 N X 3 108,600 ARCHSTONE-SMITH TRUST COMMON 039583109 241,761 10,124 N X 3 10,124 AMSOUTH BANCORPORATION COMMON 032165102 2,412,062 116,300 N X 5 85,600 30,700 ALLTELL CORP COMMON 020039103 7,150,684 178,188 N X 5 126,300 51,888 AFTERMARKET TECHNOLOGY COR COMMON 008318107 2,997,174 231,800 N X 1 231,800 ANTHEM INC COMMON 03674B104 66,573,000 1,024,200 N X 1 984,900 39,300 ANTHEM INC COMMON 03674B104 6,574,750 101,150 N X 2 101,150 ANTHEM INC COMMON 03674B104 2,710,500 41,700 N X 5 28,300 13,400 ATMEL CORP COMMON 049513104 632,714 596,900 N X 3 596,900 ACTION PERFORMANCE COMPANI COMMON 004933107 2,480,641 96,523 N X 3 17,123 79,400 ATRIX LABORATORIES INC COMMON 04962L101 1,556,220 105,150 N X 3 1,150 104,000 AVALONBAY COMMUNITIES INC COMMON 053484101 209,000 5,000 N X 5 5,000 ADVANCED MEDICAL OPTICS IN COMMON 00763M108 3,481,069 366,043 N X 1 337,680 28,363 ADVANCED MEDICAL OPTICS IN COMMON 00763M108 377,062 39,649 N X 2 39,649 AVON PRODUCTS INC COMMON 054303102 4,131,574 89,622 N X 5 65,300 24,322 AVERY DENNISON CORP. COMMON 053611109 569,800 10,000 N X 3 10,000 AVERY DENNISON CORP. COMMON 053611109 353,276 6,200 N X 5 6,200 ALLIED WASTE INDUSTRIES COMMON 019589308 1,262,730 171,800 N X 5 114,800 57,000 AT&T WIRELESS SERVICES INC COMMON 00209A106 1,101,539 267,364 N X 1 219,202 48,162 AT&T WIRELESS SERVICES INC COMMON 00209A106 99,704 24,200 N X 3 24,200 AT&T WIRELESS SERVICES INC COMMON 00209A106 2,732,829 663,308 N X 5 476,732 186,576 AMERICAN AXLE AND MAN. HOL COMMON 024061103 3,504,694 140,300 N X 3 22,300 118,000 AMER EXPRESS COMMON 025816109 395,986 12,700 N X 3 12,700 AMER EXPRESS COMMON 025816109 15,558,134 498,978 N X 5 362,500 136,478 ALLEGHENY ENERGY INC COMMON 017361106 598,670 45,700 N X 5 35,300 10,400 AUTOZONE INC COMMON 053332102 3,170,172 40,200 N X 5 27,800 12,400 BOEING COMMON 097023105 883,967 25,900 N X 1 25,900 BOEING COMMON 097023105 13,594,457 398,314 N X 5 289,700 108,614 BANK OF AMERICA CORP COMMON 060505104 944,240 14,800 N X 3 14,800 BANK OF AMERICA CORP COMMON 060505104 36,946,325 579,096 N X 5 423,084 156,012 BAXTER INTERNATIONAL COMMON 071813109 76,932,415 2,518,246 N X 1 2,334,846 183,400 BAXTER INTERNATIONAL COMMON 071813109 5,598,288 183,250 N X 2 183,250 BAXTER INTERNATIONAL COMMON 071813109 52,961,480 1,733,600 N X 3 1,720,500 13,100 BAXTER INTERNATIONAL COMMON 071813109 6,482,466 212,192 N X 5 152,700 59,492 BED BATH & BEYOND INC COMMON 075896100 4,227,586 129,800 N X 5 94,200 35,600 BLACK BOX CORPORATION COMMON 091826107 1,364,520 41,100 N X 1 41,100 BB AND T CORP COMMON 054937107 6,933,225 197,866 N X 5 142,900 54,966 BANCO BILBAO-VIZCAYA ADR ADRS 05946K101 86,940 11,500 N X 3 11,500 BEST BUY COMMON 086516101 3,591,620 160,987 N X 5 113,550 47,437 BRUNSWICK COMMON 117043109 229,336 10,900 N X 5 10,900 B.C.E. INC NPV CA EQU 2089933 12,627,462 712,800 N X 1 712,800 B.C.E. INC NPV CA EQU 2089933 5,675,307 320,362 N X 2 320,362 BANCO DE CHILE ADR REP 600 ADRS 059520106 647,875 44,681 N X 1 44,681 BARD C R INC COMMON 067383109 1,081,674 19,800 N X 5 14,500 5,300 BLACK & DECKER CORP COMMON 091797100 234,808 5,600 N X 1 5,600 BECTON DICKINSON & CO COMMON 075887109 4,628,802 162,986 N X 5 120,100 42,886 BEA SYSTEMS COMMON 073325102 18,784,234 3,626,300 N X 1 3,541,500 84,800 BEA SYSTEMS COMMON 073325102 1,171,457 226,150 N X 2 226,150 BEA SYSTEMS COMMON 073325102 156,954 30,300 N X 5 30,300 BECKMAN COULTER INC COMMON 075811109 81,264,195 2,099,850 N X 1 1,954,650 145,200 BECKMAN COULTER INC COMMON 075811109 6,062,355 156,650 N X 2 156,650 BECKMAN COULTER INC COMMON 075811109 5,803,065 149,950 N X 3 149,950 FRANKLIN RESOURCES COMMON 354613101 2,689,652 86,484 N X 5 62,200 24,284 BEVERLY ENTERPRISES COMMON 087851309 49,610 20,500 N X 1 20,500 BROWN FORMAN INC CLASS B COMMON 115637209 1,151,540 17,200 N X 5 12,400 4,800 BIOGEN COMMON 090597105 6,361,835 217,350 N X 3 2,250 215,100 BIOGEN COMMON 090597105 2,090,141 71,409 N X 5 51,700 19,709 BENCHMARK ELECTRONICS INC COMMON 08160H101 3,094,350 147,000 N X 3 23,100 123,900 BAKER HUGHES COMMON 057224107 269,979 9,300 N X 3 9,300 BAKER HUGHES COMMON 057224107 2,090,160 72,000 N X 5 51,800 20,200 BIO RAD LABORATORIES INC. COMMON 090572207 374,416 9,942 N X 3 9,942 BANK NEW YORK INC. COMMON 064057102 18,885,054 657,100 N X 1 657,100 BANK NEW YORK INC. COMMON 064057102 9,504,117 330,693 N X 5 237,584 93,109 BANK UNITED FINANCIAL CORP COMMON 06652B103 178,640 11,200 N X 2 11,200 BANK UNITED FINANCIAL CORP COMMON 06652B103 3,379,805 211,900 N X 3 33,600 178,300 BALL CORP COMMON 058498106 267,067 5,300 N X 5 5,300 BELLSOUTH COMMON 079860102 18,357,246 999,850 N X 1 849,850 150,000 BELLSOUTH COMMON 079860102 14,072,022 766,450 N X 5 551,800 214,650 BIOMET COMMON 090613100 1,872,755 70,325 N X 5 53,625 16,700 BANK OF MONTREAL NPV CA EQU 2076009 1,125,631 48,400 N X 1 48,400 BEMIS INC COMMON 081437105 330,980 6,700 N X 5 6,700 BRISTOL MYERS SQUIBB CO. COMMON 110122108 106,022,883 4,454,743 N X 1 4,078,743 376,000 BRISTOL MYERS SQUIBB CO. COMMON 110122108 8,108,660 340,700 N X 2 340,700 BRISTOL MYERS SQUIBB CO. COMMON 110122108 42,487,760 1,785,200 N X 3 1,769,900 15,300 BRISTOL MYERS SQUIBB CO. COMMON 110122108 17,853,308 750,139 N X 5 549,200 200,939 BURLINGTON NORTHERN SANTA COMMON 12189T104 185,049,952 7,736,202 N X 1 7,096,402 639,800 BURLINGTON NORTHERN SANTA COMMON 12189T104 18,409,621 769,633 N X 2 769,633 BURLINGTON NORTHERN SANTA COMMON 12189T104 28,873,832 1,207,100 N X 3 1,197,100 10,000 BURLINGTON NORTHERN SANTA COMMON 12189T104 2,346,337 98,091 N X 5 71,900 26,191 BANK OF NOVA SCOTIA NPV CA EQU 2076281 17,618,358 623,800 N X 1 623,800 BANK OF NOVA SCOTIA NPV CA EQU 2076281 5,086,673 180,100 N X 2 180,100 BORLAND SOFTWARE CORP. COMMON 099849101 145,673 18,700 N X 2 18,700 BORLAND SOFTWARE CORP. COMMON 099849101 14,939,514 1,917,781 N X 3 67,881 1,849,900 BP PLC ADR ADRS 055622104 1,915,200 48,000 N X 5 48,000 POPULAR INC COMMON 733174106 265,440 8,400 N X 5 8,400 BURLINGTON RESOURCES COMMON 122014103 1,434,664 37,400 N X 5 30,000 7,400 BROCADE COMMON 111621108 125,751 16,700 N X 5 16,700 BROADCOM CORP COMMON 111320107 11,148,852 1,043,900 N X 3 1,043,900 BROADCOM CORP COMMON 111320107 732,648 68,600 N X 5 48,100 20,500 BARR LABROTORIES INC. COMMON 068306109 298,992 4,800 N X 5 4,800 BEAR STEARNS COS COMMON 073902108 716,280 12,700 N X 5 9,700 3,000 BISYS GROUP INC COMMON 055472104 168,771 10,100 N X 5 10,100 BIOSITE DIAGNOSTIC INC COMMON 090945106 291,494 10,055 N X 3 10,055 BOSTON SCIENTIFIC COMMON 101137107 3,632,556 115,100 N X 5 83,300 31,800 BIOTRANSPLANT INC COMMON 09066Y107 229,938 132,148 N X 4 132,148 ANHEUSER BUSCH COS INC COMMON 035229103 3,041,060 60,100 N X 1 60,100 ANHEUSER BUSCH COS INC COMMON 035229103 13,419,120 265,200 N X 5 197,300 67,900 BOSTON PROPERTIES INC COMMON 101121101 254,820 6,850 N X 3 6,850 BOSTON PROPERTIES INC COMMON 101121101 215,760 5,800 N X 5 5,800 BEAZER HOMES USA INC COMMON 07556Q105 909,645 14,900 N X 3 2,400 12,500 CITIGROUP INC COMMON 172967101 303,513,678 10,236,549 N X 1 9,335,015 901,534 CITIGROUP INC COMMON 172967101 20,883,622 704,338 N X 2 704,338 CITIGROUP INC COMMON 172967101 106,805,319 3,602,203 N X 3 3,574,803 27,400 CITIGROUP INC COMMON 172967101 61,091,898 2,060,435 N X 5 1,503,661 556,774 COMPUTER ASSOCIATES INTL COMMON 204912109 1,937,770 201,851 N X 5 144,100 57,751 CONAGRA FOODS INC. COMMON 205887102 6,265,455 252,131 N X 5 183,400 68,731 CARDINAL HEALTH INC COMMON 14149Y108 342,100 5,500 N X 1 5,500 CARDINAL HEALTH INC COMMON 14149Y108 12,760,206 205,148 N X 5 148,050 57,098 CACI INTERNATIONAL INC COMMON 127190304 382,860 10,800 N X 2 10,800 CACI INTERNATIONAL INC COMMON 127190304 7,570,702 213,560 N X 3 41,460 172,100 CALIPER CORP. COMMON 130876105 961,186 229,400 N X 3 2,400 227,000 CATERPILLAR COMMON 149123101 580,632 15,600 N X 3 15,600 CATERPILLAR COMMON 149123101 2,776,575 74,599 N X 5 56,100 18,499 CATHAY BANCORP INC COMMON 149150104 250,770 6,430 N X 3 6,430 CHUBB CORP COMMON 171232101 263,184 4,800 N X 3 4,800 CHUBB CORP COMMON 171232101 2,651,414 48,357 N X 5 33,400 14,957 COOPER INDUSTRIES INC COMMON G24182100 832,227 27,421 N X 5 18,000 9,421 COMMERCE BANCSHARES INC COMMON 200525103 269,388 6,895 N X 5 6,895 COMPASS BANCSHARES INC COMMON 20449H109 286,053 9,700 N X 5 9,700 CUBIST PHAMACEUTICALS INC COMMON 229678107 1,360,282 266,200 N X 3 3,000 263,200 CIRCUIT CITY STORES CC GRO COMMON 172737108 1,437,250 94,868 N X 5 65,000 29,868 COCA COLA ENTERPRISES COMMON 191219104 5,423,188 255,329 N X 5 181,600 73,729 CARNIVAL CORP COMMON 143658102 4,465,215 177,897 N X 5 117,600 60,297 COUNTRYWIDE CREDIT INDUSTR COMMON 222372OLD 4,281,220 90,800 N X 5 66,000 24,800 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 3,219,449 92,646 N X 1 92,646 CLEAR CHANNEL COMMUNICATIO COMMON 184502102 9,071,071 261,038 N X 5 184,100 76,938 CENDANT CORP COMMON 151313103 280,836 26,100 N X 2 26,100 CENDANT CORP COMMON 151313103 29,270,428 2,720,300 N X 3 2,699,900 20,400 CENDANT CORP COMMON 151313103 5,404,038 502,234 N X 5 360,858 141,376 CAL DIVE INTERNATIONAL COMMON 127914109 262,978 13,040 N X 3 13,040 CADENCE DESIGN SYSTEMS COMMON 127387108 187,128 18,400 N X 5 18,400 CATELLUS CORP COMMON 149111106 1,326,555 71,900 N X 3 71,900 CAREER EDUCATION CORPORATI COMMON 141665109 494,482 10,300 N X 2 10,300 CAREER EDUCATION CORPORATI COMMON 141665109 9,367,993 195,134 N X 3 31,000 164,134 CONCORD EFS INC COMMON 206197OLD 10,031,396 631,700 N X 3 442,600 189,100 CONCORD EFS INC COMMON 206197OLD 4,568,676 287,700 N X 5 203,000 84,700 CONSTELLATION ENERGY GROUP COMMON 210371100 6,683,384 269,600 N X 1 269,600 CONSTELLATION ENERGY GROUP COMMON 210371100 272,690 11,000 N X 5 11,000 CELL GENESYS COMMON 150921104 3,006,475 249,500 N X 3 2,700 246,800 CRESCENT REAL ESTATE EQUIT COMMON 225756105 177,410 11,300 N X 5 11,300 CELGENE CORP COMMON 151020104 19,358,422 1,149,550 N X 3 11,650 1,137,900 CERIDIAN CORPORATION COMMON 156779100 240,825 16,900 N X 5 16,900 CEPHALON INC COMMON 156708109 79,477,561 1,947,025 N X 1 1,799,025 148,000 CEPHALON INC COMMON 156708109 5,104,541 125,050 N X 2 125,050 CEPHALON INC COMMON 156708109 59,790,279 1,464,730 N X 3 1,054,700 410,030 CHARTER ONE FINANCIAL COMMON 160903100 2,270,268 76,389 N X 5 59,355 17,033 COGNEX CORP. COMMON 192422103 2,606,734 187,400 N X 3 29,800 157,600 CHIRON CORP COMMON 170040109 8,733,253 249,950 N X 3 2,550 247,400 CHIRON CORP COMMON 170040109 3,008,334 86,100 N X 5 59,700 26,400 CHECK POINT SOFTWARE TEC L ADRS M22465104 5,471,076 398,186 N X 1 78,250 319,936 CHICOS FAS INC COMMON 168615102 247,712 15,550 N X 2 15,550 CHICOS FAS INC COMMON 168615102 4,702,536 295,200 N X 3 46,900 248,300 CHATTEM INC COMMON 162456107 223,340 5,470 N X 3 5,470 CIGNA CORP COMMON 125509109 2,681,425 37,900 N X 1 37,900 CIGNA CORP COMMON 125509109 3,576,200 50,547 N X 5 37,900 12,647 CIENA CORPORATION COMMON 171779101 57,915 19,500 N X 5 19,500 CINERGY CORP COMMON 172474108 1,104,451 35,140 N X 5 26,420 8,720 CINCINNATI FINANCIAL CORP COMMON 172062101 626,208 17,600 N X 5 11,600 6,000 CIT GROUP INC COMMON 125581108 679,644 37,800 N X 1 37,800 COLGATE PALMOLIVE CO COMMON 194162103 12,109,186 224,452 N X 5 162,586 61,866 CLARCOR INC COMMON 179895107 284,896 9,280 N X 3 9,280 CELESTICA INC EX-US 15101Q108 8,279,200 632,000 N X 3 632,000 CLOROX CO DEL COMMON 189054109 4,022,219 100,105 N X 5 70,600 29,505 CANADIAN IMPERIAL BANK OF CA EQU 2170525 688,873 27,000 N X 1 27,000 COMERICA COMMON 200340107 2,865,329 59,422 N X 5 45,200 14,222 COMCAST SPECIAL CLASS A CO COMMON 200300200 6,091,475 292,017 N X 5 211,200 80,817 CUMULUS MEDIA INC. COMMON 231082108 210,035 11,900 N X 2 11,900 CUMULUS MEDIA INC. COMMON 231082108 3,974,780 225,200 N X 3 35,800 189,400 CMS ENERGY CORP COMMON 125896100 37,497,538 4,652,300 N X 1 4,308,500 343,800 CMS ENERGY CORP COMMON 125896100 1,883,219 233,650 N X 2 233,650 CMS ENERGY CORP COMMON 125896100 84,630 10,500 N X 5 10,500 COMVERSE TECHNOLOGY COMMON 205862402 125,121 17,900 N X 5 17,900 CAREMARK RX INC COMMON 141705103 195,500 11,500 N X 5 11,500 COLONIAL BANCGRO COMMON 195493309 3,796,880 306,200 N X 1 306,200 CENTERPOINT PROPERTIES TRU COMMON 151895109 258,075 4,650 N X 3 4,650 CONEXANT SYSTEMS INC COMMON 207142100 21,423 19,300 N X 5 19,300 CORINTHIAN COLLEGES INC COMMON 218868107 400,421 10,610 N X 3 10,610 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 4,786,694 137,076 N X 5 98,400 38,676 ROCKWELL COLLINS INC. COMMON 774341101 219,400 10,000 N X 5 10,000 3 COM COMMON 885535104 3,891,144 987,600 N X 1 987,600 COOPER COMPANIES INC. COMMON 216648402 7,397,250 140,900 N X 1 140,900 COOPER COMPANIES INC. COMMON 216648402 265,073 5,049 N X 3 5,049 CONOCO PHILLIPS COMMON 20825C104 120,277,593 2,601,159 N X 1 2,294,994 306,165 CONOCO PHILLIPS COMMON 20825C104 6,772,403 146,462 N X 2 146,462 CONOCO PHILLIPS COMMON 20825C104 12,252,583 264,978 N X 3 263,278 1,700 CONOCO PHILLIPS COMMON 20825C104 9,858,044 213,193 N X 5 155,241 57,952 COSTCO WHOLESALE CORPORATI COMMON 22160K105 78,319,215 2,419,500 N X 1 2,244,800 174,700 COSTCO WHOLESALE CORPORATI COMMON 22160K105 9,787,070 302,350 N X 2 302,350 COSTCO WHOLESALE CORPORATI COMMON 22160K105 51,633,387 1,595,100 N X 3 1,583,100 12,000 COSTCO WHOLESALE CORPORATI COMMON 22160K105 6,353,486 196,277 N X 5 140,800 55,477 COTT CORP EX-US 22163N106 168,165 11,100 N X 2 11,100 COTT CORP EX-US 22163N106 3,189,075 210,500 N X 3 33,400 177,100 COX COMMUNICATIONS INC CLA COMMON 224044107 354,096 14,400 N X 5 14,400 CAMPBELL SOUP COMPANY COMMON 134429109 4,838,567 219,138 N X 5 154,400 64,738 CHELSEA PROPERTY GR0UP COMMON 163421100 529,875 15,700 N X 3 15,700 CALIFORNIA PIZZA KITCHEN COMMON 13054D109 211,462 9,190 N X 3 9,190 CALPINE CORP COMMON 131347106 67,925 27,500 N X 1 27,500 CALPINE CORP COMMON 131347106 188,955 76,500 N X 5 50,000 26,500 COPART INC COMMON 217204106 208,320 19,200 N X 2 19,200 COPART INC COMMON 217204106 3,949,401 364,000 N X 3 57,850 306,150 CAMDEN PROPERTY TRUST COMMON 133131102 929,858 28,050 N X 3 28,050 COST PLUS COMMON 221485105 211,927 7,893 N X 3 7,893 COMPUWARE CORP. COMMON 205638109 392,535 128,700 N X 5 93,200 35,500 CRANE CO COMMON 224399105 610,584 30,900 N X 5 22,500 8,400 APPELERA CORP-CELERA GENOM COMMON 038020202 224,985 28,300 N X 1 28,300 CURAGEN CORP COMMON 23126R101 1,431,002 339,100 N X 3 3,600 335,500 CIRRUS LOGIC COMMON 172755100 83,385 32,700 N X 1 32,700 CORIXA CORP COMMON 21887F100 1,275,495 201,500 N X 3 2,200 199,300 COMPUTER SCIENCES CORP COMMON 205363104 15,248,373 548,700 N X 1 527,200 21,500 COMPUTER SCIENCES CORP COMMON 205363104 2,326,023 83,700 N X 2 83,700 COMPUTER SCIENCES CORP COMMON 205363104 3,679,424 132,401 N X 5 92,500 39,901 CISCO SYSTEMS INC COMMON 17275R102 12,030,558 1,147,954 N X 1 1,147,954 CISCO SYSTEMS INC COMMON 17275R102 640,852 61,150 N X 2 61,150 CISCO SYSTEMS INC COMMON 17275R102 66,213,688 6,318,100 N X 3 3,848,400 2,469,700 CISCO SYSTEMS INC COMMON 17275R102 30,520,202 2,912,233 N X 5 2,119,910 792,323 CSG SYSTEMS INTERNATIONAL COMMON 126349109 118,810 10,900 N X 5 10,900 CARLISLE COMPANIES INC COMMON 142339100 214,211 5,840 N X 3 5,840 CSX CORP COMMON 126408103 796,676 30,200 N X 5 21,700 8,500 CINTAS CORP COMMON 172908105 3,022,432 72,100 N X 5 53,900 18,200 TELECOM CHILE ADR ADRS 204449300 204,796 23,432 N X 1 23,432 COMPUTER TASK GROUP COMMON 205477102 1,193,400 367,200 N X 1 367,200 CELL THERAPEUTICS INC COMMON 150934107 4,126,980 937,950 N X 3 9,850 928,100 CENTURYTEL INC COMMON 156700106 2,819,451 125,700 N X 5 87,700 38,000 CATO CORP COMMON 149205106 204,415 10,770 N X 3 10,770 CTS CORP COMMON 126501105 2,346,000 510,000 N X 1 510,000 COGNIZANT TECHNOLOGY SOL. COMMON 192446102 339,073 5,900 N X 2 5,900 COGNIZANT TECHNOLOGY SOL. COMMON 192446102 6,703,876 116,650 N X 3 21,850 94,800 COMMSCOPE INC COMMON 203372107 17,855,130 2,633,500 N X 1 2,388,100 245,400 COMMSCOPE INC COMMON 203372107 1,004,118 148,100 N X 2 148,100 CENTEX COMMON 152312104 1,774,577 40,013 N X 5 28,100 11,913 CITRIX SYSTEMS COMMON 177376100 404,010 67,000 N X 1 67,000 CITRIX SYSTEMS COMMON 177376100 1,355,544 224,800 N X 5 156,000 68,800 CUMMINS INC. COMMON 231021106 214,942 9,100 N X 1 9,100 CUNO INC COMMON 126583103 217,647 7,055 N X 3 7,055 COVANCE INC COMMON 222816100 345,900 17,675 N X 3 17,675 CONVERGYS CORP COMMON 212485106 1,985,463 132,100 N X 5 93,600 38,500 COVENTRY HEALTH CARE INC. COMMON 222862104 419,250 12,900 N X 1 12,900 CVS CORP COMMON 126650100 3,647,865 143,900 N X 1 143,900 CVS CORP COMMON 126650100 5,975,224 235,709 N X 5 169,456 66,253 CV THERAPEUTICS INC COMMON 126667104 9,684,467 463,150 N X 3 4,650 458,500 CHEVRON TEXACO CORP. COMMON 166764100 4,684,139 67,641 N X 1 67,641 CHEVRON TEXACO CORP. COMMON 166764100 38,470,314 555,528 N X 3 549,923 5,605 CHEVRON TEXACO CORP. COMMON 166764100 29,411,860 424,720 N X 5 310,087 114,633 CEMEX SA ADR PART CER ADRS 151290889 4,223,814 202,581 N X 1 202,581 CITY NATIONAL CORP COMMON 178566105 7,534,647 161,100 N X 1 161,100 CITIZENS COMMUNICATIONS CO COMMON 17453B101 723,426 106,700 N X 5 74,500 32,200 DOMINION RESOURCES INC COMMON 25746U109 1,166,790 23,000 N X 1 23,000 DOMINION RESOURCES INC COMMON 25746U109 3,997,524 78,800 N X 5 56,200 22,600 DU PONT E I DE NEMOURS & C COMMON 263534109 20,610,398 571,400 N X 1 571,400 DU PONT E I DE NEMOURS & C COMMON 263534109 468,910 13,000 N X 3 13,000 DU PONT E I DE NEMOURS & C COMMON 263534109 15,531,346 430,589 N X 5 313,095 117,494 DOVER DOWNS GAMING & ENTER COMMON 260095104 2,187,869 268,780 N X 1 268,780 DEVELOPERS DIVERSIFIED REA COMMON 251591103 202,492 9,200 N X 3 5,400 3,800 DEERE & CO COMMON 244199105 404,505 8,900 N X 5 8,900 DELL COMPUTER CORP COMMON 247025109 371,458 15,800 N X 1 15,800 DELL COMPUTER CORP COMMON 247025109 497,237 21,150 N X 2 21,150 DELL COMPUTER CORP COMMON 247025109 65,329,588 2,778,800 N X 3 1,503,700 1,275,100 DELL COMPUTER CORP COMMON 247025109 24,180,741 1,028,530 N X 5 733,180 295,350 DEAN FOODS CO. COMMON 242370104 274,482 6,900 N X 5 6,900 DEPARTMENT 56 INC COMMON 249509100 4,213,440 403,200 N X 1 403,200 DOLLAR GENERAL CORP COMMON 256669102 4,035,595 300,715 N X 5 213,300 87,415 DIGITAL INSIGHT CORP COMMON 25385P106 221,746 14,106 N X 3 14,106 QUEST DIAGNOSTICS INC COMMON 74834L100 436,863 7,100 N X 5 7,100 DANAHER CORP COMMON 235851102 1,000,560 17,600 N X 5 13,500 4,100 DIANON SYSTEMS INC. COM US COMMON 252826102 3,295,615 69,660 N X 3 16,060 53,600 DISNEY WALT CO COMMON 254687106 25,498,788 1,684,200 N X 1 1,474,100 210,100 DISNEY WALT CO COMMON 254687106 11,341,949 749,138 N X 5 549,300 199,838 ECHOSTAR COMMUNICATIONS COMMON 278762109 1,588,140 91,800 N X 1 91,800 ECHOSTAR COMMUNICATIONS COMMON 278762109 521,595 30,150 N X 2 30,150 ECHOSTAR COMMUNICATIONS COMMON 278762109 54,328,055 3,140,350 N X 3 2,567,750 572,600 ECHOSTAR COMMUNICATIONS COMMON 278762109 235,280 13,600 N X 5 13,600 DIAL CORP COMMON 25247D101 208,162 9,700 N X 1 9,700 DOLLAR TREE STORES INC COMMON 256747106 262,276 11,900 N X 5 11,900 DE LUX CORP COMMON 248019101 2,135,844 47,400 N X 5 33,800 13,600 GENENTECH INC COMMON 368710406 460,083 14,100 N X 5 14,100 RR DONNELLEY AND SONS CO COMMON 257867101 698,247 29,700 N X 5 19,500 10,200 DOVER CORP COMMON 260003108 327,402 12,900 N X 5 12,900 DOW CHEMICAL COMMON 260543103 101,828,066 3,728,600 N X 1 3,298,400 430,200 DOW CHEMICAL COMMON 260543103 6,599,462 241,650 N X 2 241,650 DOW CHEMICAL COMMON 260543103 606,282 22,200 N X 3 22,200 DOW CHEMICAL COMMON 260543103 7,941,311 290,784 N X 5 211,649 79,135 DELPHI CORPORATION COMMON 247126105 2,554,039 298,718 N X 5 208,618 90,100 DQE INC COMMON 23329J104 2,194,500 146,300 N X 1 146,300 DRS TECHNOLOGIES INC COMMON 23330X100 232,625 6,250 N X 3 6,250 DOMTAR INC CA EQU 2276304 6,079,639 698,300 N X 1 698,300 DOMTAR INC CA EQU 2276304 1,892,759 217,400 N X 2 217,400 DTE ENERGY COMMON 233331107 32,838,795 806,850 N X 1 671,750 135,100 DTE ENERGY COMMON 233331107 2,543,750 62,500 N X 5 45,800 16,700 DUKE ENERGY COMMON 264399106 6,074,185 310,700 N X 5 225,800 84,900 DEVON ENERGY CORPORATION COMMON 25179M103 260,550 5,400 N X 1 5,400 DEVON ENERGY CORPORATION COMMON 25179M103 347,400 7,200 N X 2 7,200 DEVON ENERGY CORPORATION COMMON 25179M103 37,644,650 780,200 N X 3 774,400 5,800 DEVON ENERGY CORPORATION COMMON 25179M103 2,822,625 58,500 N X 5 41,800 16,700 DISTRIBUCION Y SERVICIO D ADRS 254753106 5,571,480 640,400 N X 1 90,300 550,100 ENI ADS (CNV TO 10 ORD SHS ADRS 26874R108 1,564,764 22,800 N X 1 22,800 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 2,357,463 41,330 N X 3 10,230 31,100 EBAY INC COMMON 278642103 285,174 5,400 N X 2 5,400 EBAY INC COMMON 278642103 51,603,292 977,150 N X 3 406,450 570,700 EBAY INC COMMON 278642103 5,444,711 103,100 N X 5 73,700 29,400 ECOLAB COMMON 278865100 1,172,613 28,100 N X 5 22,500 5,600 CONSOL EDISON INC COMMON 209115104 67,887,338 1,687,900 N X 1 1,625,100 62,800 CONSOL EDISON INC COMMON 209115104 9,510,019 236,450 N X 2 236,450 CONSOL EDISON INC COMMON 209115104 1,374,840 34,183 N X 5 26,800 7,383 ELECTRONIC DATA SYSTEMS COMMON 285661104 55,258,746 3,952,700 N X 1 3,607,100 345,600 ELECTRONIC DATA SYSTEMS COMMON 285661104 4,489,677 321,150 N X 2 321,150 ELECTRONIC DATA SYSTEMS COMMON 285661104 18,786,324 1,343,800 N X 3 750,000 593,800 ELECTRONIC DATA SYSTEMS COMMON 285661104 2,539,886 181,680 N X 5 131,900 49,780 EQUIFAX INC COMMON 294429105 232,618 10,700 N X 5 10,700 EAST GROUP PROPERTIES COMMON 277276101 3,492,225 141,100 N X 1 141,100 EDISON INTERNATIONAL COMMON 281020107 1,784,120 178,412 N X 5 127,400 51,012 EASTMAN KODAK COMMON 277461109 5,062,363 185,843 N X 5 134,000 51,843 ESTEE LAUDER COMMON 518439104 517,320 18,000 N X 5 18,000 ELECTRONICS BOUTIQUE HOLDI COMMON 286045109 3,744,317 136,405 N X 3 26,705 109,700 ECHELON CORPORATION COMMON 27874N105 108,828 12,509 N X 3 12,509 EMC CORPORATION COMMON 268648102 1,110,510 243,000 N X 1 243,000 EMC CORPORATION COMMON 268648102 13,480,586 2,949,800 N X 3 2,949,800 EMC CORPORATION COMMON 268648102 3,480,586 761,616 N X 5 554,980 206,636 EMCOR GROUP INC COMMON 29084Q100 263,410 5,300 N X 2 5,300 EMCOR GROUP INC COMMON 29084Q100 4,989,880 100,400 N X 3 15,900 84,500 EMISPHERE TECHNOLOGIES COMMON 291345106 1,037,776 350,600 N X 3 3,850 346,750 EMCORE CORP COMMON 290846104 769,728 506,400 N X 3 506,400 EASTMAN CHEMICAL COMPANY COMMON 277432100 24,629,193 645,250 N X 1 610,650 34,600 EASTMAN CHEMICAL COMPANY COMMON 277432100 3,301,705 86,500 N X 2 86,500 EASTMAN CHEMICAL COMPANY COMMON 277432100 213,752 5,600 N X 5 5,600 EMERSON ELECTRIC US$0.05 COMMON 291011104 3,093,376 70,400 N X 1 65,200 5,200 EMERSON ELECTRIC US$0.05 COMMON 291011104 606,372 13,800 N X 3 13,800 EMERSON ELECTRIC US$0.05 COMMON 291011104 5,489,117 124,923 N X 5 92,700 32,223 ENZON INC COMMON 293904108 10,687,628 555,490 N X 3 12,290 543,200 EMPRESA NAC ELEC CHILE ADR ADRS 29244T101 633,600 96,000 N X 1 96,000 EOG RESOURCES COMMON 26875P101 291,276 8,100 N X 5 8,100 EQUITY OFFICE PROPERTIES COMMON 294741103 926,576 35,886 N X 3 34,183 1,703 EQUITY OFFICE PROPERTIES COMMON 294741103 3,218,256 124,642 N X 5 92,442 32,200 EL PASO CORP COMMON 28336L109 2,006,831 242,664 N X 5 175,394 67,270 EQUITY RESIDENTIAL COMMON 29476L107 884,583 36,950 N X 3 36,950 EQUITY RESIDENTIAL COMMON 29476L107 1,074,906 44,900 N X 5 35,600 9,300 ELECTRONIC ARTS INC COMMON 285512109 25,091,184 380,400 N X 3 380,400 ELECTRONIC ARTS INC COMMON 285512109 2,684,572 40,700 N X 5 29,800 10,900 ESCO TECHNOLOGIES INC COMMON 296315104 2,965,140 91,800 N X 3 14,600 77,200 ITT Educational Services I COMMON 45068B109 357,569 19,050 N X 3 19,050 ESTERLINE TECHNOLOGIES COMMON 297425100 2,574,208 154,700 N X 1 154,700 EXPRESS SCRIPTS INC CL A COMMON 302182100 239,888 4,400 N X 5 4,400 ENSCO INTL INC COM COMMON 26874Q100 216,596 8,650 N X 5 8,650 E*TRADE GROUP INC COMMON 269246104 160,200 36,000 N X 1 36,000 EATON CORP COMMON 278058102 235,838 3,700 N X 5 3,700 ENTERGY CORP COMMON 29364G103 37,364,454 898,184 N X 1 802,684 95,500 ENTERGY CORP COMMON 29364G103 6,443,840 154,900 N X 2 154,900 ENTERGY CORP COMMON 29364G103 287,040 6,900 N X 3 6,900 ENTERGY CORP COMMON 29364G103 1,780,480 42,800 N X 5 29,900 12,900 EVERGREEN RESOURCES INC COMMON 299900308 259,403 6,330 N X 3 6,330 EAST WEST BANCORP COMMON 27579R104 229,298 6,792 N X 3 6,792 ISHARES MSCI JAPAN INDEX F EX-US 464286848 1,551,219 211,626 N X 1 211,626 ISHARES MSCI JAPAN INDEX F EX-US 464286848 5,881,775 802,425 N X 2 802,425 ISHARES MSCI UNITED KINGDO EX-US 464286699 1,673,236 143,134 N X 1 143,134 ISHARES MSCI UNITED KINGDO EX-US 464286699 6,825,358 583,863 N X 2 583,863 EXAR CORP COMMON 300645108 115,500 10,000 N X 2 10,000 EXAR CORP COMMON 300645108 2,260,566 195,720 N X 3 35,520 160,200 CORPORATE EXECUTIVE BOARD COMMON 21988R102 286,414 10,032 N X 3 10,032 EXELON CORP COMMON 30161N101 119,740,375 2,520,850 N X 1 2,277,150 243,700 EXELON CORP COMMON 30161N101 8,355,250 175,900 N X 2 175,900 EXELON CORP COMMON 30161N101 8,879,128 186,929 N X 5 132,910 54,019 EXELIXIS INC. COMMON 30161Q104 1,387,238 280,250 N X 3 3,050 277,200 EXPEDITORS INTL WASHINGTON COMMON 302130109 271,018 9,700 N X 5 9,700 EXPEDIA COMMON 302125109 253,250 5,000 N X 2 5,000 EXPEDIA COMMON 302125109 31,347,285 618,900 N X 3 534,700 84,200 ISHARES MSCI EMU INDEX FUN EX-US 464286608 2,253,986 58,454 N X 1 58,454 ISHARES MSCI EMU INDEX FUN EX-US 464286608 9,006,575 233,573 N X 2 233,573 FORD MOTOR COMPANY COMMON 345370860 958,440 97,800 N X 1 97,800 FORD MOTOR COMPANY COMMON 345370860 4,922,011 502,246 N X 5 368,622 133,624 FASTENAL CO COMMON 311900104 293,694 9,300 N X 5 9,300 FNB CORP. COMMON 302520101 3,827,112 136,585 N X 1 136,585 FLEETBOSTON FINANCIAL CORP COMMON 339030108 82,566,636 4,061,320 N X 1 3,627,854 433,466 FLEETBOSTON FINANCIAL CORP COMMON 339030108 6,157,977 302,901 N X 2 302,901 FLEETBOSTON FINANCIAL CORP COMMON 339030108 291,146 14,321 N X 3 14,321 FLEETBOSTON FINANCIAL CORP COMMON 339030108 7,842,521 385,761 N X 5 278,445 107,316 FIRST BANCORP COMMON 318672102 200,511 5,260 N X 3 5,260 FTI CONSULTING INC COMMON 302941109 290,248 7,300 N X 3 7,300 FREEPORT McMORAN COP & GOL COMMON 35671D857 629,928 46,800 N X 5 30,800 16,000 FEDERATED DEPT STORES COMMON 31410H101 665,344 22,600 N X 1 22,600 FEDERATED DEPT STORES COMMON 31410H101 1,969,536 66,900 N X 5 46,900 20,000 FIRST DATA CORP COMMON 319963104 52,690,557 1,885,172 N X 1 1,645,140 240,032 FIRST DATA CORP COMMON 319963104 5,688,999 203,542 N X 2 203,542 FIRST DATA CORP COMMON 319963104 72,516,275 2,594,500 N X 3 1,730,200 864,300 FIRST DATA CORP COMMON 319963104 7,657,182 273,960 N X 5 194,500 79,460 FAMILY DOLLAR STORES INC. COMMON 307000109 2,045,568 76,100 N X 5 52,700 23,400 FACTSET RESEARCH SYSTEMS I COMMON 303075105 3,140,865 118,300 N X 3 21,100 97,200 FEDEX CORP COMMON 31428X106 635,889 12,700 N X 3 12,700 FEDEX CORP COMMON 31428X106 4,419,278 88,262 N X 5 61,900 26,362 FIRSTENERGY INC COMMON 337932107 139,451,346 4,665,485 N X 1 4,208,279 457,206 FIRSTENERGY INC COMMON 337932107 7,333,093 245,336 N X 2 245,336 FIRSTENERGY INC COMMON 337932107 403,515 13,500 N X 3 13,500 FIRSTENERGY INC COMMON 337932107 3,272,656 109,490 N X 5 79,375 30,115 FBL FINANCIAL GROUP INC COMMON 30239F106 623,186 33,777 N X 1 33,777 FAIR ISAAC AND COMPANY INC COMMON 303250104 223,995 6,850 N X 2 6,850 FAIR ISAAC AND COMPANY INC COMMON 303250104 4,224,840 129,200 N X 3 20,550 108,650 FEDERATED INV-B COMMON 314211103 221,318 8,200 N X 5 8,200 FILENET CORP COMMON 316869106 182,905 17,672 N X 3 17,672 FISERV INC COMMON 337738108 3,272,724 116,550 N X 5 82,000 34,550 FIFTH THIRD BANCORP COMMON 316773100 12,324,435 201,281 N X 5 143,749 57,532 FLEXTRONICS INT LTD COMMON Y2573F102 3,117,878 447,200 N X 3 447,200 FLIR SYSTEMS INC COMMON 302445101 201,822 5,768 N X 3 5,768 FLOWSERVE CORPORATION COMMON 34354P105 1,349,000 134,900 N X 3 21,400 113,500 FOMENTO ECO MEXICO ADR (FE ADRS 344419106 4,906,915 145,175 N X 1 145,175 FIDELITY NATIONAL FINANCIA COMMON 316326107 5,883,854 204,727 N X 1 204,727 FIDELITY NATIONAL FINANCIA COMMON 316326107 207,848 7,232 N X 5 7,232 FED NAT MTG ASSN COMMON 313586109 23,526,755 395,142 N X 5 285,900 109,242 FORTUNE BRANDS COMMON 349631101 302,656 6,400 N X 5 6,400 SPRINT CORPORATION COMMON 852061100 3,212,949 352,297 N X 5 251,000 101,297 FOX ENTERTAINMENT GROUP COMMON 35138T107 211,488 9,600 N X 5 9,600 FPL GROUP INC COMMON 302571104 18,404,980 342,100 N X 1 342,100 FPL GROUP INC COMMON 302571104 4,307,389 80,063 N X 5 57,000 23,063 FREDDIE MAC COMMON 313400301 196,351,545 3,512,550 N X 1 3,175,550 337,000 FREDDIE MAC COMMON 313400301 15,828,085 283,150 N X 2 283,150 FREDDIE MAC COMMON 313400301 57,887,245 1,035,550 N X 3 1,027,950 7,600 FREDDIE MAC COMMON 313400301 16,322,632 291,997 N X 5 211,200 80,797 FRED S INC COMMON 356108100 292,011 9,780 N X 3 9,780 FEDERAL REALTY INVESTMENT COMMON 313747206 360,990 13,370 N X 3 11,370 2,000 FOREST LABS COMMON 345838106 8,438,829 102,900 N X 5 73,700 29,200 FISHER SCIENTIFIC INTERNAT COMMON 338032204 2,303,565 75,900 N X 3 12,100 63,800 FEDERAL SIGNAL CORP COMMON 313855108 4,024,770 218,500 N X 1 218,500 FIRST TENNESSEE NATIONAL C COMMON 337162101 2,198,078 63,400 N X 5 44,900 18,500 FIRST VIRGINIA BANKS INC COMMON 337477103 276,020 7,400 N X 5 7,400 GILETTE COMMON 375766102 1,332,000 45,000 N X 1 45,000 GILETTE COMMON 375766102 12,693,161 428,823 N X 5 312,271 116,552 GREATER BAY BANCORP COMMON 391648102 3,587,068 197,200 N X 1 197,200 GREATER BAY BANCORP COMMON 391648102 2,190,076 120,400 N X 3 19,100 101,300 GANNETT INC COMMON 364730101 2,533,518 35,100 N X 1 35,100 GANNETT INC COMMON 364730101 5,823,122 80,675 N X 5 59,000 21,675 GENESCO INC COMMON 371532102 734,160 53,200 N X 1 53,200 GENERAL DYNAMICS CORP COMMON 369550108 7,189,409 88,398 N X 5 65,600 22,798 GUIDANT CORP COMMON 401698105 253,634 7,850 N X 2 7,850 GUIDANT CORP COMMON 401698105 26,238,951 812,100 N X 3 806,400 5,700 GUIDANT CORP COMMON 401698105 5,742,359 177,727 N X 5 127,440 50,287 GOLDEN WEST FINANCIAL CORP COMMON 381317106 3,109,000 50,000 N X 5 35,800 14,200 GEN ELECTRIC COMMON 369604103 41,924,301 1,700,783 N X 1 1,700,783 GEN ELECTRIC COMMON 369604103 1,419,840 57,600 N X 2 57,600 GEN ELECTRIC COMMON 369604103 107,926,328 4,378,350 N X 3 4,347,150 31,200 GEN ELECTRIC COMMON 369604103 96,341,074 3,908,360 N X 5 2,853,624 1,054,736 GENZYME CORP GENL DIV COMMON 372917104 14,407,421 699,050 N X 3 7,050 692,000 GENERAL GROWTH PROPERTIES COMMON 370021107 1,508,950 29,300 N X 3 29,300 GILEAD SCIENCES INC. COMMON 375558103 46,732,438 1,393,750 N X 3 558,950 834,800 GILEAD SCIENCES INC. COMMON 375558103 445,949 13,300 N X 5 13,300 GENERAL MILLS INC COMMON 370334104 635,206 14,300 N X 3 14,300 GENERAL MILLS INC COMMON 370334104 6,500,201 146,335 N X 5 107,660 38,675 GUILFORD PHARMACEUTICALS I COMMON 401829106 141,812 29,300 N X 3 200 29,100 CORNING INC COMMON 219350105 58,560 36,600 N X 5 36,600 GEN MOTORS COMMON 370442105 407,478 10,475 N X 3 10,475 GEN MOTORS COMMON 370442105 9,513,890 244,573 N X 5 175,070 69,503 GEN MOTORS CLASS H NEW COMMON 370442832 1,394,460 152,400 N X 1 152,400 GEN MOTORS CLASS H NEW COMMON 370442832 258,771 28,281 N X 3 28,281 GEN MOTORS CLASS H NEW COMMON 370442832 236,070 25,800 N X 5 25,800 GENERAL COMMUNICATION INC COMMON 369385109 765,536 203,600 N X 1 203,600 GENESIS MICROCHIP INC. COMMON 37184C103 189,909 24,760 N X 3 24,760 GENTEX CORP COMMON 371901109 217,520 8,000 N X 5 8,000 GENVEC INC. COMMON 37246C109 466,180 165,900 N X 3 1,750 164,150 GEORGIA PACIFIC CORP COMMON 373298108 2,540,769 194,100 N X 5 137,900 56,200 GENUINE PARTS CO COMMON 372460105 447,344 14,600 N X 5 14,600 GAP INC COMMON 364760108 4,002,228 368,869 N X 5 256,725 112,144 GREENPOINT FINANCIAL CORP COMMON 395384100 181,681,698 4,352,700 N X 1 3,965,300 387,400 GREENPOINT FINANCIAL CORP COMMON 395384100 11,223,886 268,900 N X 2 268,900 GREENPOINT FINANCIAL CORP COMMON 395384100 613,578 14,700 N X 5 14,700 GOODRICH CORP COMMON 382388106 986,121 52,231 N X 5 39,600 12,631 GLIMCHER REALTY TRUST COMMON 379302102 217,384 11,600 N X 3 11,600 GART SPORTS CO COMMON 366630101 1,724,718 91,400 N X 3 14,500 76,900 THE GOLDMAN SACHS GROUP COMMON 38141G104 8,498,061 128,700 N X 5 88,500 40,200 GOLDEN STATE BANCORP COMMON 381197102 219,776 6,800 N X 5 6,800 GOODYEAR TIRE & RUBBER COMMON 382550101 96,012 10,800 N X 5 10,800 GATEWAY INC COMMON 367626108 60,885 20,500 N X 5 20,500 GRAINGER W W INC COMMON 384802104 1,033,965 24,300 N X 1 24,300 GYMBOREE CORP COMMON 403777105 180,862 11,089 N X 3 11,089 HALLIBURTON COMMON 406216101 2,324,484 180,053 N X 5 131,600 48,453 HARBOR FLORIDA BANCSHARES COMMON 411901101 1,715,755 83,900 N X 3 13,400 70,500 HUNTINGTON BANCSHARES COMMON 446150104 1,070,954 58,876 N X 5 44,417 14,459 HUB INTERNATIONAL LIMITED EX-US 44332P101 2,025,560 128,200 N X 3 21,200 107,000 HCA - THE HEALTHCARE COMPA COMMON 404119109 8,897,642 186,886 N X 5 133,300 53,586 MANOR CARE INC COMMON 564055101 1,879,328 83,600 N X 5 58,500 25,100 HOME DEPOT COMMON 437076102 294,930 11,300 N X 3 11,300 HOME DEPOT COMMON 437076102 25,493,410 976,759 N X 5 702,550 274,209 HARLEY DAVIDSON COMMON 412822108 5,991,075 128,979 N X 5 92,848 36,131 HANDLEMAN CO DEL COMMON 410252100 1,827,255 199,700 N X 1 199,700 HEADWATERS INC COMMON 42210P102 195,968 14,180 N X 3 14,180 HARRAH'S ENTERTAINMENT COMMON 413619107 2,666,013 55,300 N X 5 41,400 13,900 HUMAN GENOME SCIENCES INC COMMON 444903108 9,576,327 794,057 N X 3 8,000 786,057 HARTE HANKS COMMUNICATIONS COMMON 416196103 2,170,168 116,613 N X 1 116,613 HOUSEHOLD INTERNATIONAL CO COMMON 441815107 140,503,946 4,963,050 N X 1 4,504,650 458,400 HOUSEHOLD INTERNATIONAL CO COMMON 441815107 10,430,820 368,450 N X 2 368,450 HOUSEHOLD INTERNATIONAL CO COMMON 441815107 22,224,766 785,050 N X 3 779,350 5,700 HOUSEHOLD INTERNATIONAL CO COMMON 441815107 6,069,494 214,394 N X 5 155,299 59,095 HIBERNIA CORP COMMON 428656102 6,410,793 320,700 N X 1 320,700 HIBERNIA CORP COMMON 428656102 383,808 19,200 N X 5 19,200 HARTFORD FINANCIAL SERVICE COMMON 416515104 73,068,150 1,782,150 N X 1 1,581,350 200,800 HARTFORD FINANCIAL SERVICE COMMON 416515104 5,908,100 144,100 N X 2 144,100 HARTFORD FINANCIAL SERVICE COMMON 416515104 13,849,800 337,800 N X 3 335,200 2,600 HARTFORD FINANCIAL SERVICE COMMON 416515104 3,828,744 93,384 N X 5 66,700 26,684 HILTON HOTELS CORP COMMON 432848109 671,420 59,000 N X 3 59,000 HILTON HOTELS CORP COMMON 432848109 236,704 20,800 N X 5 20,800 HOLLYWOOD ENTERTAINMENT CO COMMON 436141105 219,397 15,110 N X 3 15,110 HEALTH MGMT ASSOCIATES INC COMMON 421933102 3,063,330 151,500 N X 5 112,200 39,300 HOST MARRIOTT CORP COMMON 44107P104 217,152 23,400 N X 5 23,400 HUANENG POWER INTL ADR ADRS 443304100 4,643,876 147,800 N X 1 41,500 106,300 HEINZ H J CO COMMON 423074103 6,596,748 197,685 N X 5 143,700 53,985 HONEYWELL INTERNATIONAL IN COMMON 438516106 7,951,538 367,107 N X 5 262,685 104,422 STARWOOD HOTELS AND RESORT COMMON 85590A203 595,410 26,700 N X 3 26,700 STARWOOD HOTELS AND RESORT COMMON 85590A203 738,130 33,100 N X 5 23,800 9,300 HOT TOPIC INC COMMON 441339108 201,900 11,198 N X 3 11,198 HARRIS INTERACTIVE INC COMMON 414549105 27,117,639 11,790,278 N X 4 11,790,278 HEWLETT-PACKARD CO COMMON 428236103 57,307,857 4,910,699 N X 1 4,648,897 261,802 HEWLETT-PACKARD CO COMMON 428236103 5,356,892 459,031 N X 2 459,031 HEWLETT-PACKARD CO COMMON 428236103 45,577,687 3,905,543 N X 3 1,703,295 2,202,248 HEWLETT-PACKARD CO COMMON 428236103 14,530,726 1,245,135 N X 5 903,174 341,961 H & R BLOCK COMMON 093671105 3,528,840 84,000 N X 5 59,700 24,300 HEALTHSOUTH CORP COMMON 421924101 1,189,390 286,600 N X 5 203,800 82,800 HILB ROGAL AND HAMILTON CO COMMON 431294107 2,880,075 69,820 N X 3 18,120 51,700 HERSHEY FOODS COMMON 427866108 1,352,690 21,800 N X 5 16,700 5,100 HUMANA INC COMMON 444859102 2,419,240 195,100 N X 5 134,800 60,300 HYDRIL CO COMMON 448774109 206,230 8,289 N X 3 8,289 I B M COMMON 459200101 18,976,166 324,990 N X 1 324,990 I B M COMMON 459200101 32,026,915 548,500 N X 3 349,200 199,300 I B M COMMON 459200101 40,052,270 685,944 N X 5 500,700 185,244 ICICI SPON ADR ADRS 45104G104 235,856 39,375 N X 1 39,375 ICOS CORP COMMON 449295104 4,112,217 196,100 N X 3 2,100 194,000 INTERCEPT INC COMMON 45845L107 1,235,261 124,900 N X 3 19,800 105,100 PACKAGED ICE INC. COMMON 695148106 112,869 115,172 N X 3 74,223 40,949 INTERDIGITAL COMM CORP COMMON 45866A105 90,480 10,400 N X 1 10,400 IDEC PHARMACEUTICALS CORP COMMON 449370105 265,728 6,400 N X 2 6,400 IDEC PHARMACEUTICALS CORP COMMON 449370105 55,755,132 1,342,850 N X 3 503,650 839,200 IDEC PHARMACEUTICALS CORP COMMON 449370105 340,464 8,200 N X 5 8,200 INTERNATIONAL FLAV & FRAGR COMMON 459506101 2,054,325 64,500 N X 5 44,900 19,600 INVESTORS FINANCIAL SERVIC COMMON 461915100 292,464 10,804 N X 2 10,804 INVESTORS FINANCIAL SERVIC COMMON 461915100 5,565,159 205,584 N X 3 32,700 172,884 THE INDIA FUND INC IN EQU 454089103 640,440 69,462 N X 1 69,462 IMC GLOBAL INC COMMON 449669100 29,857,490 2,477,800 N X 1 2,366,000 111,800 IMC GLOBAL INC COMMON 449669100 3,344,478 277,550 N X 2 277,550 INTERNATIONAL GAME TECHNOL COMMON 459902102 3,346,376 48,400 N X 1 48,400 INTERNATIONAL GAME TECHNOL COMMON 459902102 4,501,014 65,100 N X 5 47,600 17,500 MORGAN STANLEY INDIA FUND IN EQU 61745C105 451,797 52,780 N X 1 52,780 IKON OFFICE SOLUTIONS INC COMMON 451713101 136,324 17,300 N X 1 17,300 ILEX ONCOLOGY INC. COMMON 451923106 1,488,651 313,400 N X 3 3,450 309,950 IMCLONE SYSTEMS INC COMMON 45245W109 8,699,449 1,115,314 N X 3 11,210 1,104,104 INAMED COMMON 453235103 4,614,950 200,650 N X 1 200,650 IMMUNOGEN INC COMMON 45253H101 1,944,972 600,300 N X 3 6,100 594,200 IMMUNOMEDICS INC COMMON 452907108 3,675,000 612,500 N X 3 6,400 606,100 INCYTE PHARMACEUTICALS INC COMMON 45337C102 2,202,933 474,770 N X 3 5,200 469,570 INFOSYS TECHNOLOGIES ADR ADRS 456788108 5,680,160 104,800 N X 1 22,900 81,900 INTERGRAPH CORP COMMON 458683109 300,955 17,610 N X 3 17,610 INHALE THERAPEUTIC SYSTEMS COMMON 457191104 1,482,758 294,900 N X 3 3,200 291,700 INTEL CORP COMMON 458140100 33,998,234 2,447,677 N X 1 2,329,377 118,300 INTEL CORP COMMON 458140100 6,894,996 496,400 N X 2 496,400 INTEL CORP COMMON 458140100 51,295,076 3,692,950 N X 3 3,056,450 636,500 INTEL CORP COMMON 458140100 37,620,343 2,708,448 N X 5 1,974,100 734,348 INTER-TEL INCORPORATED COMMON 458372109 210,623 10,350 N X 3 10,350 INTEST INC COMMON 461147100 452,620 148,400 N X 1 148,400 INTUIT INC COMMON 461202103 36,046,101 791,700 N X 3 791,700 INTUIT INC COMMON 461202103 1,689,163 37,100 N X 5 25,500 11,600 INVISION TECHNOLOGIES INC COMMON 461851107 221,829 6,930 N X 3 6,930 S&P GLOBAL 100 MF-EQU 464287572 4,344,200 107,000 N X 1 107,000 INTERNATIONAL PAPER CO COMMON 460146103 303,849 9,100 N X 3 9,100 INTERNATIONAL PAPER CO COMMON 460146103 3,561,879 106,675 N X 5 78,989 27,686 INTERPUBLIC GROUP OF CO. COMMON 460690100 2,804,515 176,941 N X 5 125,566 51,375 INGERSOLL-RAND CO TLT COMMON G4776G101 74,478,119 2,162,547 N X 1 2,093,347 69,200 INGERSOLL-RAND CO TLT COMMON G4776G101 6,126,876 177,900 N X 2 177,900 INGERSOLL-RAND CO TLT COMMON G4776G101 43,702,638 1,268,950 N X 3 1,253,200 15,750 INGERSOLL-RAND CO TLT COMMON G4776G101 1,129,942 32,809 N X 5 21,600 11,209 INTEREP NATIONAL RADIO SAL COMMON 45866V109 363,264 140,800 N X 1 140,800 INVERESK RESEARCH GROUP IN COMMON 461238107 945,000 50,000 N X 3 50,000 IRSA GDR ADRS 450047204 1,144,159 202,506 N X 1 36,319 166,187 INTERNATIONAL SPEEDWAY COR COMMON 460335201 278,110 7,000 N X 5 7,000 INTERSIL HOLDING CO COMMON 46069S109 1,798,330 138,760 N X 3 22,060 116,700 ISIS PHARMACEUTICALS INC. COMMON 464330109 110,432 11,200 N X 2 11,200 ISIS PHARMACEUTICALS INC. COMMON 464330109 5,027,121 509,850 N X 3 37,250 472,600 FIRST ISRAEL FUND INC IL EQU 32063L100 2,829,197 381,808 N X 1 381,808 INTEGRATED SILICON SOLUTIO COMMON 45812P107 981,612 329,400 N X 1 329,400 INTERMUNE INC COMMON 45884X103 23,566,401 718,050 N X 3 7,350 710,700 ITT INDUSTRIES INC COMMON 450911102 1,140,639 18,300 N X 5 14,300 4,000 ILLINOIS TOOL WORKS INC COMMON 452308109 196,697,510 3,372,150 N X 1 3,059,750 312,400 ILLINOIS TOOL WORKS INC COMMON 452308109 14,909,148 255,600 N X 2 255,600 ILLINOIS TOOL WORKS INC COMMON 452308109 55,845,142 957,400 N X 3 947,300 10,100 ILLINOIS TOOL WORKS INC COMMON 452308109 5,020,230 86,066 N X 5 61,960 24,106 INVACARE CORP COMMON 461203101 297,050 8,673 N X 3 8,673 INVITROGEN CORP COMMON 46185R100 10,929,656 320,800 N X 3 3,300 317,500 IVAX CORP COMMON 465823102 205,829 16,775 N X 5 16,775 ISHARES TRUST RUSSELL 2000 COMMON 464287655 658,260 9,200 N X 1 9,200 JARDEN CORP. COMMON 471109108 227,246 8,370 N X 3 8,370 JAKKS PACIFIC COMMON 47012E106 2,636,315 237,100 N X 1 237,100 JABIL CIRCUIT COMMON 466313103 5,625,268 380,600 N X 3 380,600 JABIL CIRCUIT COMMON 466313103 564,596 38,200 N X 5 31,000 7,200 JOHN B. SANFILLIPO COMMON 800422107 1,066,000 164,000 N X 1 164,000 JACK IN THE BOX COMMON 466367109 202,760 8,893 N X 3 8,893 JOHNSON CONTROLS COMMON 478366107 47,336,484 616,200 N X 1 548,500 67,700 JOHNSON CONTROLS COMMON 478366107 3,637,427 47,350 N X 2 47,350 JOHNSON CONTROLS COMMON 478366107 3,195,635 41,599 N X 5 30,700 10,899 PENNEY J C INC (HOLDING CO COMMON 708160106 1,270,416 79,800 N X 5 56,700 23,100 JDS UNIPHASE COMMON 46612J101 157,204 80,700 N X 5 80,700 JACOBS ENGINEERING GROUP I COMMON 469814107 200,720 6,500 N X 5 6,500 HARLAND JOHN IND COMMON 412693103 239,463 8,820 N X 3 8,820 JOHN HANCOCK FINANCIAL SER COMMON 41014S106 1,815,340 65,300 N X 1 65,300 JOHN HANCOCK FINANCIAL SER COMMON 41014S106 5,147,170 185,150 N X 5 130,250 54,900 JONES LANG LASALLE INC. COMMON 48020Q107 3,345,112 162,700 N X 3 25,800 136,900 JOHN NUVEEN CO COMMON 478035108 202,475 8,900 N X 5 8,900 JOHNSON & JOHNSON COMMON 478160104 250,960,132 4,640,535 N X 1 4,350,655 289,880 JOHNSON & JOHNSON COMMON 478160104 17,811,248 329,350 N X 2 329,350 JOHNSON & JOHNSON COMMON 478160104 104,358,609 1,929,708 N X 3 1,915,120 14,588 JOHNSON & JOHNSON COMMON 478160104 63,394,415 1,172,234 N X 5 858,062 314,172 JUNIPER NETWORKS COMMON 48203R104 57,600 12,000 N X 5 12,000 JONES APPAREL GROUP INC COMMON 480074103 3,140,610 102,300 N X 5 74,500 27,800 ST JOE CO COMMON 790148100 1,104,000 40,000 N X 3 40,000 JEFFERSON PILOT COMMON 475070108 1,564,903 39,025 N X 5 29,550 9,475 JP MORGAN CHASE AND CO COMMON 46625H100 146,901,893 7,735,750 N X 1 7,014,550 721,200 JP MORGAN CHASE AND CO COMMON 46625H100 9,512,091 500,900 N X 2 500,900 JP MORGAN CHASE AND CO COMMON 46625H100 28,157,574 1,482,758 N X 3 1,468,900 13,858 JP MORGAN CHASE AND CO COMMON 46625H100 14,435,115 760,143 N X 5 549,190 210,953 WHITEHALL JEWELLERS INC COMMON 965063100 125,283 11,909 N X 3 11,909 NORDSTROM INC COMMON 655664100 1,772,472 98,800 N X 5 69,400 29,400 KELLOGG COMMON 487836108 6,859,375 206,297 N X 5 148,500 57,797 KB HOME COMMON 48666K109 234,432 4,800 N X 1 4,800 KB HOME COMMON 48666K109 903,540 18,500 N X 5 14,300 4,200 KPMG CONSULTING INC COMMON 48265R109 74,290 11,500 N X 5 11,500 KEY ENERGY SERVICES COMMON 492914106 211,499 26,840 N X 3 26,840 KEYCORP COMMON 493267108 3,591,959 143,851 N X 5 104,700 39,151 KOREA FUND KR EQU 500634100 3,665,368 271,710 N X 1 271,710 KRAFT FOODS INC COMMON 50075N104 689,094 18,900 N X 5 18,900 KING PHARMACEUTICALS COMMON 495582108 3,920,941 215,792 N X 5 148,362 67,430 KLA TENCOR COMMON 482480100 7,381,748 264,200 N X 3 264,200 KLA TENCOR COMMON 482480100 1,235,898 44,234 N X 5 33,300 10,934 KIMBERLY CLARK CORP COMMON 494368103 32,978,640 582,250 N X 1 555,550 26,700 KIMBERLY CLARK CORP COMMON 494368103 6,306,864 111,350 N X 2 111,350 KIMBERLY CLARK CORP COMMON 494368103 17,671,680 312,000 N X 3 309,800 2,200 KIMBERLY CLARK CORP COMMON 494368103 10,033,946 177,153 N X 5 127,900 49,253 KERR MCGEE CORP COMMON 492386107 16,887,300 388,750 N X 1 370,800 17,950 KERR MCGEE CORP COMMON 492386107 2,095,980 48,250 N X 2 48,250 KINDER MORGAN INC. COMMON 49455P101 2,314,885 65,300 N X 5 46,500 18,800 KNIGHT TRANSPORTATION INC. COMMON 499064103 197,563 12,746 N X 3 12,746 COCA COLA COMMON 191216100 7,232,368 150,800 N X 1 150,800 COCA COLA COMMON 191216100 884,862 18,450 N X 2 18,450 COCA COLA COMMON 191216100 79,740,694 1,662,650 N X 3 1,647,350 15,300 COCA COLA COMMON 191216100 46,320,152 965,808 N X 5 698,736 267,072 KON KPN NV ADR ADRS 780641205 76,050 15,000 N X 3 15,000 KROGER CO COMMON 501044101 41,035,935 2,910,350 N X 1 2,545,700 364,650 KROGER CO COMMON 501044101 3,577,875 253,750 N X 2 253,750 KROGER CO COMMON 501044101 5,704,381 404,566 N X 5 291,700 112,866 MBNA CORPORATION COMMON 55262L100 10,832,511 589,364 N X 5 421,152 168,212 KILROY REALTY CORP COMMON 49427F108 6,138,519 258,900 N X 1 258,900 KNIGHT RIDDER INC COMMON 499040103 293,332 5,200 N X 5 5,200 KROLL INC COMMON 501049100 217,000 10,943 N X 3 10,943 KEYSPAN CORP COMMON 49337W100 207,700 6,200 N X 5 6,200 KOHLS CORP COMMON 500255104 9,763,350 160,555 N X 5 113,900 46,655 KT CORPORATION ADR ADRS 48268K101 30,080,449 1,356,197 N X 1 662,395 693,802 KEYSTONE PROPERTY TRUST COMMON 493596100 228,800 13,750 N X 3 13,750 KV PHARMACEUTICAL CLASS A COMMON 482740206 5,792,850 306,500 N X 1 306,500 LIBERTY MEDIA CORP COMMON 530718105 1,440,308 200,600 N X 1 200,600 LIBERTY MEDIA CORP COMMON 530718105 1,211,984 168,800 N X 5 168,800 LABRANCHE AND CO INC. COMMON 505447102 224,775 11,100 N X 5 11,100 LICOLN ELECTRIC HOLDINGS COMMON 533900106 221,310 10,000 N X 3 10,000 LEGGETT AND PLATT INC COMMON 524660107 1,274,476 64,400 N X 5 49,400 15,000 LEHMAN BROTHERS HOLDINGS I COMMON 524908100 2,473,493 50,428 N X 5 38,500 11,928 LENNAR CORP COMMON 526057104 211,964 3,800 N X 5 3,800 LEXICON GENETICS INCORPORA COMMON 528872104 821,649 204,900 N X 3 2,100 202,800 LEAPFROG ENTERPRISES INC COMMON 52186N106 1,806,840 95,600 N X 3 15,300 80,300 LIGAND PHARMACEUTICALS B COMMON 53220K207 2,554,760 375,700 N X 3 4,100 371,600 LABORATORY CORPORATION OF COMMON 50540R409 388,470 11,500 N X 5 11,500 LINEAR TECHNOLOGY CORP COMMON 535678106 2,707,586 130,675 N X 5 96,400 34,275 ELI LILLY & CO COMMON 532457108 724,954 13,100 N X 1 13,100 ELI LILLY & CO COMMON 532457108 24,523,368 443,140 N X 5 320,000 123,140 LEGG MASON INC COMMON 524901105 340,480 8,000 N X 5 8,000 LOCKHEED MARTIN CORP COMMON 539830109 16,684,860 258,000 N X 3 258,000 LOCKHEED MARTIN CORP COMMON 539830109 8,675,481 134,150 N X 5 89,600 44,550 LINCOLN NATIONAL CORP IND COMMON 534187109 1,873,387 61,322 N X 5 46,400 14,922 LINCARE HOLDINGS INC. COMMON 532791100 217,280 7,000 N X 5 7,000 LODGENET ENTERTAINMENT COR COMMON 540211109 2,227,528 290,800 N X 1 290,800 LOGITECH INT ADR ADRS 541419107 9,345,865 344,104 N X 3 344,104 LOWES COS INC COMMON 548661107 12,589,823 304,102 N X 5 219,600 84,502 LSI LOGIC COMMON 502161102 144,780 22,800 N X 5 22,800 LANDSTAR SYSTEM INC. COMMON 515098101 4,240,663 86,500 N X 1 86,500 LANDSTAR SYSTEM INC. COMMON 515098101 283,855 5,790 N X 3 5,790 LIMITED BRANDS INC COMMON 532716107 190,722 13,300 N X 1 13,300 LIMITED BRANDS INC COMMON 532716107 1,753,696 122,294 N X 5 86,400 35,894 LOEWS CORP COMMON 540424108 1,488,283 34,700 N X 5 33,300 1,400 LUCENT TECHNOLOGIES COMMON 549463107 3,109,692 4,091,700 N X 3 4,091,700 LUCENT TECHNOLOGIES COMMON 549463107 572,579 753,393 N X 5 566,822 186,571 SOUTHWEST AIRLINES COMMON 844741108 2,088,973 159,952 N X 5 111,912 48,040 LEXMARK INTL INC COMMON 529771107 3,825,236 81,388 N X 5 57,900 23,488 LUBRIZOL CORP COMMON 549271104 5,967,797 211,100 N X 1 211,100 MACERICH CO COMMON 554382101 326,839 10,550 N X 3 10,550 MARRIOTT INTERNATIONAL COMMON 571903202 3,238,183 111,700 N X 5 76,900 34,800 MASCO CORP COMMON 574599106 160,333,343 8,201,194 N X 1 7,419,694 781,500 MASCO CORP COMMON 574599106 14,367,295 734,900 N X 2 734,900 MASCO CORP COMMON 574599106 43,097,975 2,204,500 N X 3 2,187,800 16,700 MASCO CORP COMMON 574599106 4,597,495 235,166 N X 5 166,800 68,366 MATTEL COMMON 577081102 2,931,182 162,753 N X 5 116,500 46,253 MATAV RT SPNSORED ADR ADRS 559776109 2,916,170 188,140 N X 1 188,140 MATTHEWS INTERNATIONAL COR COMMON 577128101 252,863 10,820 N X 3 10,820 MAY DEPT COMMON 577778103 3,478,619 152,772 N X 5 108,650 44,122 MBIA INC COMMON 55262C100 1,424,218 35,650 N X 5 27,750 7,900 MCDONALDS CORP COMMON 580135101 2,452,974 138,900 N X 1 138,900 MCDONALDS CORP COMMON 580135101 10,836,847 613,638 N X 5 447,300 166,338 MCKESSON CORPORATION COMMON 58155Q103 3,787,721 133,700 N X 5 95,100 38,600 MOORE CORP LTD EX-US 615785102 138,180 14,100 N X 2 14,100 MOORE CORP LTD EX-US 615785102 2,906,680 296,600 N X 3 42,000 254,600 MOODY'S CORP US$0.01 COMMON 615369105 2,080,650 42,900 N X 5 30,900 12,000 MICROS SYSTEMS INC COMMON 594901100 212,699 9,172 N X 3 9,172 MEREDITH CORP COMMON 589433101 602,700 14,000 N X 5 9,300 4,700 MEDTRONIC INC COMMON 585055106 593,892 14,100 N X 2 14,100 MEDTRONIC INC COMMON 585055106 38,708,280 919,000 N X 3 912,700 6,300 MEDTRONIC INC COMMON 585055106 21,409,764 508,304 N X 5 368,576 139,728 MEDIMMUNE INC. COMMON 584699102 207,108 9,900 N X 1 9,900 MEDIMMUNE INC. COMMON 584699102 8,159,846 390,050 N X 3 4,050 386,000 MEDIMMUNE INC. COMMON 584699102 1,012,528 48,400 N X 5 37,900 10,500 MEDAREX INC COMMON 583916101 4,230,213 1,262,750 N X 3 32,850 1,229,900 MELLON FINANCIAL CORP COMMON 58551A108 101,899,714 3,929,800 N X 1 3,577,600 352,200 MELLON FINANCIAL CORP COMMON 58551A108 7,657,129 295,300 N X 2 295,300 MELLON FINANCIAL CORP COMMON 58551A108 31,424,567 1,211,900 N X 3 1,201,800 10,100 MELLON FINANCIAL CORP COMMON 58551A108 1,797,882 69,336 N X 5 55,900 13,436 MENTOR GRAPHICS COMMON 587200106 1,454,728 298,100 N X 1 298,100 MERRILL LYNCH & CO INC COMMON 590188108 10,184,054 309,076 N X 5 222,100 86,976 MERCURY INTERACTIVE CORP COMMON 589405109 1,324,752 77,200 N X 3 12,200 65,000 MERCURY INTERACTIVE CORP COMMON 589405109 190,476 11,100 N X 5 11,100 METLIFE INC. COMMON 59156R108 5,407,776 237,600 N X 5 163,700 73,900 METHODE ELECTRONICS INC. COMMON 591520200 3,119,364 339,800 N X 1 339,800 MALAYSIA FUND INC MY EQU 560905101 430,038 113,168 N X 1 113,168 MCGRATH RENTACORP COMMON 580589109 3,860,115 189,500 N X 1 189,500 MOHAWK INDS COMMON 608190104 307,830 6,200 N X 5 6,200 MCGRAW HILL COMPANIES INC. COMMON 580645109 53,928,698 880,900 N X 1 828,800 52,100 MCGRAW HILL COMPANIES INC. COMMON 580645109 5,944,462 97,100 N X 2 97,100 MCGRAW HILL COMPANIES INC. COMMON 580645109 66,941,009 1,093,450 N X 3 1,085,550 7,900 MCGRAW HILL COMPANIES INC. COMMON 580645109 3,432,238 56,064 N X 5 41,800 14,264 MERISTAR HOSPITALITY CORP COMMON 58984Y103 137,011 15,950 N X 3 15,950 MARSHALL AND ILSLEY CORP COMMON 571834100 2,724,853 97,700 N X 5 73,700 24,000 MICHAELS STORES INC COMMON 594087OLD 361,030 7,900 N X 5 7,900 MCCORMICK & CO-NON VTG SHR COMMON 579780206 259,920 11,400 N X 5 11,400 MARTIN MARIETTA MATERIALS COMMON 573284106 89,493,534 2,747,729 N X 1 2,476,907 270,822 MARTIN MARIETTA MATERIALS COMMON 573284106 6,044,113 185,573 N X 2 185,573 MARTIN MARIETTA MATERIALS COMMON 573284106 260,560 8,000 N X 5 8,000 MILLENNIUM PHARMACEUTICALS COMMON 599902103 24,666,312 2,646,600 N X 3 26,900 2,619,700 MILLS CORP COMMON 601148109 2,912,612 98,200 N X 3 15,600 82,600 MARSH & MC LENNAN COMMON 571748102 7,237,698 173,816 N X 5 128,300 45,516 3M COMPANY COMMON 88579Y101 824,775 7,500 N X 3 7,500 3M COMPANY COMMON 88579Y101 14,399,252 130,938 N X 5 96,800 34,138 MONACO COACH COMMON 60886R103 225,938 11,280 N X 3 11,280 MENTOR CORP MINN COMMON 587188103 252,490 7,920 N X 3 7,920 PHILIP MORRIS COMPANIES COMMON 718154107 45,652,080 1,176,600 N X 1 1,176,600 PHILIP MORRIS COMPANIES COMMON 718154107 593,640 15,300 N X 2 15,300 PHILIP MORRIS COMPANIES COMMON 718154107 66,604,080 1,716,600 N X 3 1,716,600 PHILIP MORRIS COMPANIES COMMON 718154107 24,707,840 636,800 N X 5 627,400 9,400 MOLEX INC COMMON 608554101 214,032 9,100 N X 5 9,100 MONSANTO COMPANY COMMON 61166W101 1,445,594 94,545 N X 5 68,150 26,395 MOTOROLA COMMON 620076109 70,866,441 6,961,340 N X 1 6,383,827 577,513 MOTOROLA COMMON 620076109 4,328,444 425,191 N X 2 425,191 MOTOROLA COMMON 620076109 57,104,201 5,609,450 N X 3 3,190,750 2,418,700 MOTOROLA COMMON 620076109 7,815,766 767,757 N X 5 566,452 201,305 MOVADO GROUP INC COMMON 624580106 533,000 32,800 N X 1 32,800 MOVIE GALLERY COMMON 624581104 192,278 12,810 N X 3 12,810 MERCANTILE BANKSHARES CORP COMMON 587405101 221,386 5,800 N X 5 5,800 MERCK & CO COMMON 589331107 14,692,200 321,422 N X 1 321,422 MERCK & CO COMMON 589331107 914,200 20,000 N X 3 20,000 MERCK & CO COMMON 589331107 42,607,708 932,131 N X 5 680,232 251,899 MARATHON OIL CORP COMMON 565849106 4,167,223 183,740 N X 5 133,900 49,840 MARVELL TECHNOLOGY GROUP L COMMON G5876H105 5,330,355 336,300 N X 3 336,300 MICROSOFT CORP. COMMON 594918104 167,974,503 3,840,295 N X 1 3,639,895 200,400 MICROSOFT CORP. COMMON 594918104 17,773,749 406,350 N X 2 406,350 MICROSOFT CORP. COMMON 594918104 110,395,386 2,523,900 N X 3 1,899,700 624,200 MICROSOFT CORP. COMMON 594918104 89,479,312 2,045,709 N X 5 1,476,424 569,285 MISSION WEST PROPERTIES COMMON 605203108 162,876 14,700 N X 3 14,700 M & T BANK CORP COMMON 55261F104 520,146 6,600 N X 5 6,600 MGIC INVESTMENT CORP COMMON 552848103 3,205,645 78,512 N X 5 56,540 21,972 MICRON TECHNOLOGY COMMON 595112103 16,161,405 1,306,500 N X 3 1,306,500 MICRON TECHNOLOGY COMMON 595112103 1,831,477 148,058 N X 5 109,000 39,058 MORGAN STANLEY COMMON 617446448 134,212,232 3,961,400 N X 1 3,570,600 390,800 MORGAN STANLEY COMMON 617446448 9,847,222 290,650 N X 2 290,650 MORGAN STANLEY COMMON 617446448 71,390,242 2,107,150 N X 3 2,091,550 15,600 MORGAN STANLEY COMMON 617446448 14,534,791 429,008 N X 5 309,900 119,108 MEADWESTVACO CORP COMMON 583334107 32,216,131 1,677,050 N X 1 1,631,350 45,700 MEADWESTVACO CORP COMMON 583334107 2,530,918 131,750 N X 2 131,750 MEADWESTVACO CORP COMMON 583334107 975,138 50,762 N X 5 39,468 11,294 MIDWAY GAMES COMMON 598148104 1,946,770 355,250 N X 1 355,250 MEXICO FUND MX EQU 592835102 1,394,000 100,000 N X 1 100,000 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2,304,760 93,084 N X 5 68,384 24,700 MAYTAG COMMON 578592107 1,123,488 48,468 N X 5 35,500 12,968 MYRIAD GENETICS INC COMMON 62855J104 14,137,992 892,550 N X 3 9,050 883,500 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 25,477,728 621,408 N X 3 26,108 595,300 NBTY INC COMMON 628782104 188,781 14,544 N X 3 14,544 NATIONAL CITY CORP. COMMON 635405103 8,497,775 297,854 N X 5 214,400 83,454 NATL COMMERCE FINANCIAL CO COMMON 63545P104 548,595 21,900 N X 5 21,900 NCR CORP COMMON 62886E108 980,100 49,500 N X 5 34,800 14,700 NOVA CHEMICALS CORP NPV CA EQU 2259628 826,882 40,000 N X 1 40,000 INDYMAC BANCORP COMMON 456607100 4,501,472 233,600 N X 1 233,600 NOBLE CORP COMMON G65422100 1,240,000 40,000 N X 5 26,500 13,500 NEW ENGLAND BUSINESS SVC C COMMON 643872104 3,578,580 169,200 N X 1 169,200 NEWMONT MNG CORP COMMON 651639106 1,796,403 65,300 N X 5 46,600 18,700 NEOPHARM INC COMMON 640919106 628,860 44,600 N X 3 500 44,100 NETWORKS ASSOCIATES INC. COMMON 640938106 113,741 10,700 N X 5 10,700 NORTH FORK BANCORP INC. COMMON 659424105 4,866,224 128,600 N X 1 128,600 NORTH FORK BANCORP INC. COMMON 659424105 2,724,480 72,000 N X 5 55,000 17,000 NISOURCE INC COMMON 65473P105 420,412 24,400 N X 1 24,400 NISOURCE INC COMMON 65473P105 1,808,581 104,967 N X 5 72,567 32,400 NIKE INC COMMON 654106103 5,216,144 120,800 N X 5 82,700 38,100 NAUTILUS GROUP INC COMMON 63910B102 1,799,850 92,300 N X 1 92,300 NORTHROP GRUMMAN CORP COMMON 666807102 4,033,161 32,515 N X 5 24,771 7,744 NOKIA CORP ADR ADRS 654902204 5,311,925 400,900 N X 3 400,900 NOVEN PHARMACEUTICALS INC. COMMON 670009109 192,853 15,756 N X 3 15,756 NPS PHARMACEUTICALS INC COMMON 62936P103 13,327,036 647,950 N X 3 22,250 625,700 NEWPARK RESOURCES COMMON 651718504 2,530,836 639,100 N X 1 639,100 NORFOLK SOUTHERN COMMON 655844108 50,192,340 2,486,000 N X 1 2,066,900 419,100 NORFOLK SOUTHERN COMMON 655844108 490,617 24,300 N X 5 24,300 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 542,500 50,000 N X 3 50,000 NORTEL NETWORKS CORP CA EQU 2583877 99,609 200,000 N X 1 200,000 NETWORK APPLIANCE INC COMMON 64120L104 1,391,630 189,854 N X 5 131,800 58,054 NORTHERN TRUST CORP COMMON 665859104 4,623,529 122,575 N X 5 87,700 34,875 NVIDIA COMMON 67066G104 744,720 87,000 N X 5 63,200 23,800 NOVELLUS SYSTEMS INC COMMON 670008101 801,185 38,500 N X 1 38,500 NOVELLUS SYSTEMS INC COMMON 670008101 17,597,977 845,650 N X 3 839,350 6,300 NOVELLUS SYSTEMS INC COMMON 670008101 688,811 33,100 N X 5 24,900 8,200 NVR INC COMMON 62944T105 2,038,844 6,800 N X 3 1,000 5,800 NEWELL RUBBERMAID COMMON 651229106 120,468,878 3,902,458 N X 1 3,467,358 435,100 NEWELL RUBBERMAID COMMON 651229106 12,374,240 400,850 N X 2 400,850 NEWELL RUBBERMAID COMMON 651229106 45,445,271 1,472,150 N X 3 1,461,250 10,900 NEWELL RUBBERMAID COMMON 651229106 1,594,991 51,668 N X 5 34,100 17,568 NEXTEL COMMUNICATIONS INC COMMON 65332V103 214,483,133 28,408,362 N X 1 25,808,462 2,599,900 NEXTEL COMMUNICATIONS INC COMMON 65332V103 11,389,930 1,508,600 N X 2 1,508,600 NEXTEL COMMUNICATIONS INC COMMON 65332V103 609,285 80,700 N X 3 80,700 NEXTEL COMMUNICATIONS INC COMMON 65332V103 2,388,820 316,400 N X 5 226,100 90,300 NEW YORK COMMUNITY BANCORP COMMON 649445103 435,452 15,458 N X 2 15,458 NEW YORK COMMUNITY BANCORP COMMON 649445103 8,288,149 294,219 N X 3 46,671 247,548 NEW YORK COMMUNITY BANCORP COMMON 649445103 228,177 8,100 N X 5 8,100 NEW YORK TIMES CO COMMON 650111107 509,040 11,200 N X 5 11,200 OCULAR SCIENCES INC COMMON 675744106 4,707,040 201,500 N X 1 201,500 OFFICE DEPOT COMMON 676220106 1,749,812 141,800 N X 5 101,900 39,900 CORPORATE OFFICE PROPERTIE COMMON 22002T108 177,505 13,100 N X 3 13,100 OXFORD HEALTH PLANS INC COMMON 691471106 514,008 13,200 N X 5 13,200 OFFSHORE LOGISTICS INC COMMON 676255102 3,715,924 206,900 N X 1 206,900 OMNICOM GROUP INC. COMMON 681919106 122,376,288 2,197,850 N X 1 2,052,950 144,900 OMNICOM GROUP INC. COMMON 681919106 15,030,816 269,950 N X 2 269,950 OMNICOM GROUP INC. COMMON 681919106 43,711,584 785,050 N X 3 779,250 5,800 OMNICOM GROUP INC. COMMON 681919106 4,577,787 82,216 N X 5 58,952 23,264 OLD NATL BANCORP IND COMMON 680033107 215,536 8,670 N X 5 8,670 BANK ONE CORP COMMON 06423A103 13,156,684 351,783 N X 5 255,620 96,163 ORBITAL SCIENCES CORPORATI COMMON 685564106 134,300 39,500 N X 1 39,500 ORACLE CORP COM COMMON 68389X105 13,855,608 1,762,800 N X 1 1,762,800 ORACLE CORP COM COMMON 68389X105 154,449 19,650 N X 2 19,650 ORACLE CORP COM COMMON 68389X105 28,432,371 3,617,350 N X 3 1,849,150 1,768,200 ORACLE CORP COM COMMON 68389X105 15,948,852 2,029,116 N X 5 1,454,760 574,356 OLD REPUBLIC COMMON 680223104 473,946 16,700 N X 5 16,700 OSI PHARMACEUTICALS INC COMMON 671040103 8,880,401 523,300 N X 3 5,400 517,900 OSH KOSH TRUCK CORP. COMMON 688239201 272,412 4,830 N X 3 4,830 OVERTURE SERVICES INC COMMON 69039R100 219,201 9,300 N X 2 9,300 OVERTURE SERVICES INC COMMON 69039R100 4,361,393 185,040 N X 3 35,940 149,100 OMNIVISION TECHNOLOGIES IN COMMON 682128103 146,852 22,284 N X 3 22,284 OCCIDENTAL PETE CORP DEL COMMON 674599105 567,600 20,000 N X 5 20,000 PAYCHEX INC COMMON 704326107 5,211,255 214,720 N X 5 153,225 61,495 PEPSI BOTTLING GROUP COMMON 713409100 436,410 18,650 N X 2 18,650 PEPSI BOTTLING GROUP COMMON 713409100 40,418,820 1,727,300 N X 3 1,712,800 14,500 PITNEY BOWES INC COMMON 724479100 1,679,999 55,100 N X 1 55,100 PITNEY BOWES INC COMMON 724479100 4,748,818 155,750 N X 3 153,850 1,900 PITNEY BOWES INC COMMON 724479100 4,266,954 139,946 N X 5 100,100 39,846 PETROBRAS SA ADR ADRS 71654V408 13,841,196 1,289,953 N X 1 649,100 640,853 PETROBRAS ADR GDR/GD 71654V101 2,688,325 281,500 N X 1 281,500 PG AND E CORP COMMON 69331C108 1,540,368 136,800 N X 5 98,900 37,900 PLUM CREEK TIMBER CO INC COMMON 729251108 1,582,429 69,988 N X 5 49,588 20,400 PINNACLE SYSTEMS INC. COMMON 723481107 282,636 26,170 N X 3 26,170 SPRINT CORP PCS GROUP COMMON 852061506 614,174 313,354 N X 5 220,500 92,854 PARTY CITY CORP COMMON 702145103 2,168,375 157,700 N X 1 157,700 PATTERSON DENTAL CO COMMON 703412106 466,966 9,124 N X 2 9,124 PATTERSON DENTAL CO COMMON 703412106 8,900,202 173,900 N X 3 27,600 146,300 PROTEIN DESIGN LABS INC COMMON 74369L103 15,882,880 1,913,600 N X 3 19,400 1,894,200 PEDIATRIX MEDICAL COMMON 705324101 257,217 8,300 N X 2 8,300 PEDIATRIX MEDICAL COMMON 705324101 5,157,046 166,410 N X 3 33,210 133,200 PUBLIC SERVICES ENTERPRISE COMMON 744573106 3,433,843 112,585 N X 5 81,100 31,485 PEPSICO INC COMMON 713448108 1,356,065 36,700 N X 1 36,700 PEPSICO INC COMMON 713448108 24,096,647 652,142 N X 5 478,960 173,182 PETCO ANIMAL SUPPLIES INC COMMON 716016209 203,887 9,400 N X 2 9,400 PETCO ANIMAL SUPPLIES INC COMMON 716016209 3,860,838 178,000 N X 3 28,300 149,700 PFIZER COMMON 717081103 19,266,407 663,901 N X 1 663,901 PFIZER COMMON 717081103 1,468,412 50,600 N X 2 50,600 PFIZER COMMON 717081103 92,015,165 3,170,750 N X 3 3,150,050 20,700 PFIZER COMMON 717081103 73,289,284 2,525,475 N X 5 1,842,052 683,423 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 6,486,095 247,750 N X 1 247,750 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 1,816,892 69,400 N X 5 48,700 20,700 PERFORMANCE FOOD GROUP COMMON 713755106 3,572,592 105,200 N X 3 16,700 88,500 PROCTER & GAMBLE CO COMMON 742718109 339,644 3,800 N X 1 3,800 PROCTER & GAMBLE CO COMMON 742718109 710,571 7,950 N X 2 7,950 PROCTER & GAMBLE CO COMMON 742718109 78,846,567 882,150 N X 3 874,250 7,900 PROCTER & GAMBLE CO COMMON 742718109 45,503,626 509,103 N X 5 372,300 136,803 PROGRESS ENERGY INC. COMMON 743263105 90,551,572 2,215,600 N X 1 1,919,200 296,400 PROGRESS ENERGY INC. COMMON 743263105 4,240,263 103,750 N X 2 103,750 PROGRESS ENERGY INC. COMMON 743263105 482,266 11,800 N X 3 10,300 1,500 PROGRESS ENERGY INC. COMMON 743263105 3,308,467 80,951 N X 5 58,700 22,251 PROGRESSIVE CORP COMMON 743315103 2,921,351 57,700 N X 5 43,300 14,400 PEGASUS COMMUNICATIONS COR COMMON 705904100 12,778 11,616 N X 1 11,616 PARKER HANNIFIN CORP COMMON 701094104 294,217 7,700 N X 5 7,700 PHARMACIA CORP COMMON 71713U102 330,480 8,500 N X 3 8,500 PHARMACIA CORP COMMON 71713U102 21,569,302 554,766 N X 5 400,239 154,527 PRIORITY HEALTHCARE COMMON 74264T102 447,703 17,766 N X 3 17,766 PULTE HOMES INC COMMON 745867101 2,939,125 68,945 N X 1 68,945 PULTE HOMES INC COMMON 745867101 1,462,635 34,310 N X 5 24,200 10,110 PERKINELMER INC COMMON 714046109 172,765 31,700 N X 1 31,700 PERKINELMER INC COMMON 714046109 70,305 12,900 N X 5 12,900 POSCO ADR ADRS 693483109 9,410,067 436,055 N X 1 216,050 220,005 PARKWAY PROPERTIES INC. COMMON 70159Q104 4,414,428 130,450 N X 1 130,450 PROTECTIVE LIFE CORPORATIO COMMON 743674103 280,007 9,100 N X 5 9,100 PHOTRONICS INC COMMON 719405102 1,540,186 153,100 N X 3 153,100 PROLOGIS COMMON 743410102 357,160 14,338 N X 3 14,338 PROLOGIS COMMON 743410102 241,627 9,700 N X 5 9,700 PLANAR SYSTEMS INC COMMON 726900103 202,438 12,700 N X 2 12,700 PLANAR SYSTEMS INC COMMON 726900103 3,999,171 250,889 N X 3 47,689 203,200 PMC SIERRA INC COMMON 69344F106 51,216 13,200 N X 5 13,200 PMI GROUP INC COMMON 69344M101 380,940 14,000 N X 5 14,000 PNC FINANCIAL SERVICES GRO COMMON 693475105 80,548,917 1,910,100 N X 1 1,656,700 253,400 PNC FINANCIAL SERVICES GRO COMMON 693475105 6,536,350 155,000 N X 2 155,000 PNC FINANCIAL SERVICES GRO COMMON 693475105 307,841 7,300 N X 3 7,300 PNC FINANCIAL SERVICES GRO COMMON 693475105 4,437,085 105,219 N X 5 77,500 27,719 PENTAIR COMMON 709631105 77,320,885 2,080,196 N X 1 1,888,096 192,100 PENTAIR COMMON 709631105 5,139,199 138,262 N X 2 138,262 PANERA BREAD CO. COMMON 69840W108 2,775,600 102,800 N X 3 19,200 83,600 PINNACLE WEST CAPITAL CORP COMMON 723484101 855,008 30,800 N X 5 23,400 7,400 PATINA OIL AND GAS CORP. COMMON 703224105 294,975 10,350 N X 3 10,350 POTASH CORP OF SASKATCHEWA CA EQU 2696980 596,142 9,600 N X 1 9,600 PENWEST PHARMACEUTICALS CO COMMON 709754105 1,514,394 181,800 N X 3 28,600 153,200 PHARMACEUTICAL PROD. DEVLP COMMON 717124101 2,616,702 135,300 N X 3 21,500 113,800 PPG INDUSTRIES SECURITIES COMMON 693506107 2,332,714 52,186 N X 5 38,000 14,186 PPL CORPORATION COMMON 69351T106 1,104,831 33,953 N X 5 25,700 8,253 PERRIGO CO COMMON 714290103 243,746 22,930 N X 3 22,930 PROGRESS SOFTWARE CORP COMMON 743312100 187,066 15,460 N X 3 15,460 PRG-SCHULZ INTERNATIONAL I COMMON 69357C107 200,556 16,200 N X 3 16,200 PRUDENTIAL FINANCIAL INC COMMON 744320102 5,260,752 184,200 N X 5 134,800 49,400 PROVINCE HEALTHCARE COMPAN COMMON 743977100 3,522,268 205,380 N X 3 37,630 167,750 PHARMACEUTICAL RESOURCES I COMMON 717125108 261,333 9,340 N X 3 9,340 PUBLIC STORAGE INC COMMON 74460D109 513,590 16,100 N X 3 16,100 PERICOM SEMICONDUCTOR CORP COMMON 713831105 133,610 15,500 N X 2 15,500 PERICOM SEMICONDUCTOR CORP COMMON 713831105 2,536,866 294,300 N X 3 46,800 247,500 PEOPLESOFT INC COMMON 712713106 19,462,958 1,573,400 N X 3 517,500 1,055,900 PEOPLESOFT INC COMMON 712713106 1,509,140 122,000 N X 5 87,500 34,500 PATTERSON-UTI ENERGY INC COMMON 703481101 244,896 9,600 N X 2 9,600 PATTERSON-UTI ENERGY INC COMMON 703481101 4,655,575 182,500 N X 3 29,000 153,500 PATHMARK STORES INCORPORAT COMMON 70322A101 696,855 76,159 N X 3 76,159 PRINTRONIX INC COMMON 742578107 322,011 33,300 N X 1 33,300 PACTIV CORPORATION COMMON 695257105 944,230 57,400 N X 5 42,700 14,700 PRAXAIR INC. COMMON 74005P104 11,080,648 216,800 N X 1 216,800 PRAXAIR INC. COMMON 74005P104 2,506,281 49,037 N X 5 35,700 13,337 PAXAR CORP COMMON 704227107 212,996 14,649 N X 3 14,649 QUALCOMM INC COMMON 747525103 262,390 9,500 N X 2 9,500 QUALCOMM INC COMMON 747525103 48,245,235 1,746,750 N X 3 795,250 951,500 QUALCOMM INC COMMON 747525103 8,282,548 299,875 N X 5 214,700 85,175 QIAGEN NV COM EUR0.01 EX-US N72482107 3,823,470 833,000 N X 3 8,300 824,700 Q LOGIC COMMON 747277101 1,255,128 48,200 N X 5 34,700 13,500 QLT INC EX-US 746927102 6,699,528 871,200 N X 3 9,100 862,100 NASDAQ 100 SHARES COMMON 631100104 7,710,700 371,600 N X 3 371,600 QUINTILES TRANSNATIONAL CO COMMON 748767100 519,246 54,600 N X 5 35,600 19,000 RYDER SYSTEM COMMON 783549108 219,384 8,800 N X 1 8,800 RARE HOSPITALITY INTERNATI COMMON 753820109 1,538,694 65,700 N X 1 65,700 RATIONAL SOFTWARE CORP COMMON 75409P202 4,053,888 938,400 N X 1 938,400 RATIONAL SOFTWARE CORP COMMON 75409P202 43,632 10,100 N X 5 10,100 REGAL BELOIT COMMON 758750103 3,521,238 205,800 N X 1 205,800 RENAL CARE GROUP INC COMMON 759930100 6,449,729 196,100 N X 1 196,100 ROYAL CARIBBEAN COM US$0.0 COMMON V7780T103 26,150,192 1,642,600 N X 1 1,545,400 97,200 ROYAL CARIBBEAN COM US$0.0 COMMON V7780T103 4,310,340 270,750 N X 2 270,750 RCN CORP COMMON 749361101 87,984 172,517 N X 3 466 172,051 RADIAN GROUP INC COMMON 750236101 453,974 13,900 N X 5 13,900 REGENERON PHARMACEUTICALS COMMON 75886F107 6,925,500 513,000 N X 3 5,300 507,700 RELIANT ENERGY INC COMMON 75952J108 1,520,519 151,900 N X 5 104,600 47,300 RESPIRONICS INC. COMMON 761230101 503,197 15,720 N X 3 15,720 REYNOLDS AND REYNOLDS CO. COMMON 761695105 803,352 35,800 N X 1 35,800 REGIONS FINANCIAL CORP COMMON 758940100 2,528,658 77,400 N X 5 57,900 19,500 REGIS CORP COMMON 758932107 323,638 11,440 N X 3 11,440 RED HAT INC COMMON 756577102 235,624 49,605 N X 3 49,605 REHABCARE GROUP COMMON 759148109 5,383,508 232,750 N X 1 232,750 RUBY TUESDAY INC COMMON 781182100 193,434 10,300 N X 2 10,300 RUBY TUESDAY INC COMMON 781182100 3,680,880 196,000 N X 3 31,100 164,900 TRANSOCEAN INC COM US$0.01 COMMON G90078109 407,680 19,600 N X 1 19,600 TRANSOCEAN INC COM US$0.01 COMMON G90078109 2,742,708 131,861 N X 5 86,998 44,863 ADOLPH COORS COMMON 217016104 1,767,876 31,401 N X 5 22,500 8,901 RAMBUS INC COMMON 750917106 48,695 11,220 N X 3 11,220 RESMED INC COMMON 761152107 2,612,810 91,357 N X 3 22,957 68,400 R.O.C. TAIWAN FUND TW EQU 749651105 873,530 249,580 N X 1 249,580 ROCKWELL AUTOMATION COM U$ COMMON 773903109 162,700 10,000 N X 5 10,000 ROPER INDUSTRIES INC COMMON 776696106 305,325 8,850 N X 3 8,850 ROSS STORES INC COMMON 778296103 3,434,270 96,360 N X 1 96,360 RSA SECURITY INC COMMON 749719100 96,768 28,800 N X 1 28,800 REPUBLIC SERVICES COMMON 760759100 376,000 20,000 N X 5 20,000 RADIOSHACK CORP COMMON 750438103 44,055,772 2,196,200 N X 1 2,136,600 59,600 RADIOSHACK CORP COMMON 750438103 3,594,752 179,200 N X 2 179,200 RADIOSHACK CORP COMMON 750438103 52,924,298 2,638,300 N X 3 2,619,100 19,200 RADIOSHACK CORP COMMON 750438103 2,194,704 109,407 N X 5 81,800 27,607 RUDOLPH TECHNOLOGIES COMMON 781270103 1,230,684 119,600 N X 3 19,000 100,600 RAYTHEON CO COMMON 755111507 392,620 13,400 N X 3 13,400 RAYTHEON CO COMMON 755111507 4,131,300 141,000 N X 5 101,400 39,600 RUSS BERRIE & CO. COMMON 782233100 6,578,192 219,200 N X 1 219,200 IMS Health COMMON 449934108 784,428 52,400 N X 1 52,400 IMS Health COMMON 449934108 1,859,274 124,200 N X 5 92,300 31,900 ROYAL BANK OF CANADA NPV CA EQU 2754383 16,615,351 500,100 N X 1 500,100 ROYAL BANK OF CANADA NPV CA EQU 2754383 7,462,123 224,600 N X 2 224,600 RYAN'S FAMILY STEAKHOUSES COMMON 783519101 257,030 21,120 N X 3 21,120 RESORTQUEST INTERNATIONAL COMMON 761183102 2,034,674 507,400 N X 1 507,400 SEARS ROEBUCK & CO COMMON 812387108 5,245,812 134,508 N X 5 95,900 38,608 PACIFIC CAPITAL BANCORP COMMON 69404P101 301,943 11,118 N X 3 11,118 SAFECO CORP COMMON 786429100 969,290 30,500 N X 1 30,500 SALEM COMMUNICATIONS CORP. COMMON 794093104 1,591,820 71,000 N X 3 11,300 59,700 SANGSTAT MEDICAL COMMON 801003104 2,298,772 110,200 N X 3 17,500 92,700 SANMINA-SCI CORP COMMON 800907107 231,295 83,500 N X 1 83,500 SANMINA-SCI CORP COMMON 800907107 83,986 30,320 N X 5 30,320 SAP SPONS ADR ADRS 803054204 1,633,500 145,200 N X 3 145,200 SAPIENT CORP COMMON 803062108 5,561,279 5,399,300 N X 1 5,399,300 SATYAM COMPUTER ADS REP 2 ADRS 804098101 90,780 10,200 N X 1 10,200 SBC COMMUNICATIONS INC. COMMON 78387G103 118,688,570 5,904,904 N X 1 5,421,504 483,400 SBC COMMUNICATIONS INC. COMMON 78387G103 6,320,445 314,450 N X 2 314,450 SBC COMMUNICATIONS INC. COMMON 78387G103 36,764,910 1,829,100 N X 3 1,813,300 15,800 SBC COMMUNICATIONS INC. COMMON 78387G103 26,831,570 1,334,904 N X 5 961,951 372,953 STERLING BANCSHARES INC COMMON 858907108 164,029 12,550 N X 2 12,550 STERLING BANCSHARES INC COMMON 858907108 3,104,125 237,500 N X 3 37,800 199,700 SBS TECHNOLOGIES COMMON 78387P103 1,796,444 250,900 N X 1 250,900 STARBUCKS CORP COMMON 855244109 4,914,384 238,100 N X 5 172,300 65,800 SHELL TRANS & TRADING ADR ADRS 822703609 200,032 5,600 N X 3 5,600 CHARLES SCHWAB CORP COMMON 808513105 5,485,133 630,475 N X 5 440,650 189,825 SCHOLASTIC CORP COMMON 807066105 2,948,880 66,000 N X 1 66,000 SCHOOL SPECIALTY COMMON 807863105 6,727,690 269,000 N X 1 269,000 SCIOS INC COMMON 808905103 12,400,029 487,231 N X 3 26,031 461,200 SICOR INC. COMMON 825846108 63,405,927 4,168,700 N X 1 4,005,900 162,800 SICOR INC. COMMON 825846108 6,630,039 435,900 N X 2 435,900 SICOR INC. COMMON 825846108 4,094,532 269,200 N X 3 130,300 138,900 SUNGARD DATA SYSTEMS COMMON 867363103 2,044,195 105,100 N X 5 74,000 31,100 SIEBEL SYSTEMS INC COMMON 826170102 191,475 33,300 N X 1 33,300 SIEBEL SYSTEMS INC COMMON 826170102 955,650 166,200 N X 5 122,200 44,000 SEALED AIR CORP NEW COMMON 81211K100 1,390,233 82,311 N X 5 58,971 23,340 SEI INVESTMENTS COMMON 784117103 265,068 11,100 N X 5 11,100 SCIENTIFIC ATLANTA INC COMMON 808655104 968,749 77,438 N X 5 60,100 17,338 SAGA COMMUNICATIONS INC COMMON 786598102 1,599,672 86,469 N X 1 86,469 SCHERING PLOUGH CORP COMMON 806605101 12,918,022 605,911 N X 5 444,310 161,601 SHAW GROUP INC COMMON 820280105 1,613,120 113,600 N X 1 113,600 STONE ENERGY CORP COMMON 861642106 2,019,615 62,142 N X 1 62,142 STONE ENERGY CORP COMMON 861642106 2,496,000 76,800 N X 3 12,200 64,600 SHURGARD STORAGE CENTERS I COMMON 82567D104 259,284 8,200 N X 3 8,200 SHERWIN WILLIAMS CO COMMON 824348106 217,856 9,200 N X 1 9,200 SIERRA HEALTH SERVICES INC COMMON 826322109 236,270 13,170 N X 3 13,170 SMITH INTERNATIONAL INC COMMON 832110100 219,825 7,500 N X 5 7,500 SK TELECOM ADR ADRS 78440P108 14,026,173 660,677 N X 1 119,264 541,413 SCHLUMBERGER LTD COMMON 806857108 9,180,402 238,700 N X 1 238,700 SCHLUMBERGER LTD COMMON 806857108 401,907 10,450 N X 2 10,450 SCHLUMBERGER LTD COMMON 806857108 42,357,921 1,101,350 N X 3 1,092,650 8,700 SCHLUMBERGER LTD COMMON 806857108 6,936,415 180,354 N X 5 118,900 61,454 SARA LEE CORP COMMON 803111103 7,873,626 430,488 N X 5 311,400 119,088 SLM CORP COMMON 78442P106 1,703,531 18,290 N X 5 15,290 3,000 SOLECTRON CORP COMMON 834182107 235,054 111,400 N X 1 111,400 SOLECTRON CORP COMMON 834182107 3,057,179 1,448,900 N X 3 1,448,900 SOLECTRON CORP COMMON 834182107 88,620 42,000 N X 5 42,000 SYMPHONIX DEVICES INC COMMON 871951109 198,488 522,337 N X 4 438,753 83,584 SNAP ON INC COMMON 833034101 5,253,228 228,600 N X 1 228,600 SENIOR HOUSING PROPERTIES COMMON 81721M109 132,957 11,850 N X 3 11,850 SYNOVUS FINL CORP COMMON 87161C105 4,437,280 215,193 N X 5 154,700 60,493 SOUTHERN CO COMMON 842587107 3,797,809 131,960 N X 5 102,200 29,760 SOS STAFFING SERVICES COMMON 78462X104 130,704 233,400 N X 1 233,400 SOUTHTRUST CORP COMMON 844730101 2,187,350 90,200 N X 5 66,600 23,600 ST PAUL COMPANIES COMMON 792860108 3,182,176 110,800 N X 5 78,500 32,300 SIMON PROPERTY GROUP COMMON 828806109 97,695,896 2,734,282 N X 3 2,731,482 2,800 SIMON PROPERTY GROUP COMMON 828806109 1,132,641 31,700 N X 5 22,200 9,500 STAPLES INC COMMON 855030102 3,065,034 239,643 N X 5 171,950 67,693 SPX CORP. COMMON 784635104 242,160 2,400 N X 5 2,400 SPDR TRUST COMMON 78462F103 12,350,290 151,000 N X 1 151,000 SPDR TRUST COMMON 78462F103 134,389,149 1,643,100 N X 3 1,643,100 STERICYCLE INC COMMON 858912108 342,931 10,110 N X 3 10,110 SEMPRA ENERGY COMMON 816851109 71,541,720 3,640,800 N X 1 3,351,500 289,300 SEMPRA ENERGY COMMON 816851109 3,397,485 172,900 N X 2 172,900 SEMPRA ENERGY COMMON 816851109 2,763,615 140,642 N X 5 100,800 39,842 SMURFIT STONE CONTAINER CO COMMON 832727101 5,552,458 441,723 N X 1 441,723 SMURFIT STONE CONTAINER CO COMMON 832727101 1,689,094 134,375 N X 2 134,375 SIMPSON MANUFACTURING CO I COMMON 829073105 237,560 7,568 N X 3 7,568 SUNTRUST BANKS COMMON 867914103 6,524,811 106,129 N X 5 77,300 28,829 ST JUDE MEDICAL COMMON 790849103 2,538,270 71,100 N X 5 52,000 19,100 STANLEY FURNITURE COMMON 854305208 3,115,611 146,686 N X 1 146,686 ST MICROELECTRONICS ADR ADRS 861012102 7,410,381 547,700 N X 3 547,700 STRAYER EDUCATION INC COMMON 863236105 236,651 3,978 N X 3 3,978 STATE STREET CORP COMMON 857477103 5,854,578 151,516 N X 5 108,436 43,080 CONSTELLATION BRANDS COMMON 21036P108 261,030 11,300 N X 2 11,300 CONSTELLATION BRANDS COMMON 21036P108 4,971,120 215,200 N X 3 34,200 181,000 CONSTELLATION BRANDS COMMON 21036P108 258,720 11,200 N X 5 11,200 SUNOCO INC COMMON 86764P109 913,848 30,300 N X 5 21,800 8,500 SUN MICROSYSTEMS INC. COMMON 866810104 658,637 254,300 N X 1 254,300 SUN MICROSYSTEMS INC. COMMON 866810104 1,067,857 412,300 N X 3 412,300 SUN MICROSYSTEMS INC. COMMON 866810104 3,181,654 1,228,438 N X 5 884,600 343,838 SUPERIOR INDUSTIRIES INTL COMMON 868168105 4,872,780 103,500 N X 1 103,500 SUPERIOR INDUSTIRIES INTL COMMON 868168105 249,995 5,310 N X 3 5,310 STILLWELL FINCL INC COMMON 860831106 2,010,645 166,582 N X 5 119,100 47,482 SUPER VALU INC COMMON 868536103 205,105 12,700 N X 1 12,700 SUPER VALU INC COMMON 868536103 221,255 13,700 N X 5 13,700 SOUTHWEST BANCORPORATION O COMMON 84476R109 244,675 6,720 N X 3 6,720 STANLEY WORKS COMMON 854616109 1,519,155 46,500 N X 5 32,300 14,200 SAFEWAY INC COMMON 786514208 412,550 18,500 N X 1 18,500 SAFEWAY INC COMMON 786514208 5,924,307 265,664 N X 5 190,200 75,464 STRYKER CORP COMMON 863667101 4,896,000 85,000 N X 5 58,300 26,700 SYMATEC COMMON 871503108 289,218 8,600 N X 5 8,600 SYSCO CORP COMMON 871829107 7,063,432 248,800 N X 5 179,000 69,800 A T AND T CORPORATION COMMON 001957109 3,905,652 325,200 N X 1 325,200 A T AND T CORPORATION COMMON 001957109 13,484,516 1,122,774 N X 5 829,664 293,110 TALX CORPORATION COMMON 874918105 178,980 13,590 N X 3 13,590 TUBOS DE ACERO DE MEX ADR ADRS 898592506 90,300 10,500 N X 1 10,500 TRAVELERS PROPERTY CASUALT COMMON 89420G109 197,366 14,952 N X 5 14,952 TRAVELERS PROPERTY CASUALT COMMON 89420G406 11,890,799 878,847 N X 1 833,947 44,900 TRAVELERS PROPERTY CASUALT COMMON 89420G406 453,255 33,500 N X 2 33,500 TRAVELERS PROPERTY CASUALT COMMON 89420G406 2,396,366 177,115 N X 5 127,681 49,434 TECO ENERGY INC COMMON 872375100 1,017,908 64,100 N X 5 48,700 15,400 TECHNE CORP COMMON 878377100 216,414 6,600 N X 3 6,600 TENNECO AUTOMOTIVE INC. COMMON 880349105 144,403 34,300 N X 1 34,300 TELECOM ARGENTINA ADR ADRS 879273209 379,262 462,515 N X 1 462,515 TEVA PHARMACEUTICAL ADR ADRS 881624209 11,887,475 177,425 N X 1 29,130 148,295 TARGET CORPORATION COMMON 87612E106 327,672 11,100 N X 3 11,100 TARGET CORPORATION COMMON 87612E106 10,869,795 368,218 N X 5 265,700 102,518 TENET HEALTHCARE CORP COM COMMON 88033G100 9,911,039 200,223 N X 5 143,300 56,923 THOR INDUSTRIES INC COMMON 885160101 281,556 8,100 N X 3 8,100 THQ INC COMMON 872443403 2,853,760 137,200 N X 3 26,900 110,300 TIFFANY & CO COMMON 886547108 237,873 11,100 N X 5 11,100 TJX COS. COMMON 872540109 27,572,300 1,621,900 N X 1 1,547,900 74,000 TJX COS. COMMON 872540109 3,723,850 219,050 N X 2 219,050 TJX COS. COMMON 872540109 48,697,350 2,864,550 N X 3 2,843,250 21,300 TJX COS. COMMON 872540109 4,105,262 241,486 N X 5 174,800 66,686 TURKISH INVESTMENT FUND TR EQU 900145103 98,000 28,000 N X 1 28,000 TEKELEC COMMON 879101103 1,560,304 180,800 N X 1 180,800 TRANSKARYOTIC THERAPIES IN COMMON 893735100 9,322,574 287,645 N X 3 10,645 277,000 TELLABS INC. COMMON 879664100 2,017,499 495,700 N X 3 495,700 TELLABS INC. COMMON 879664100 130,240 32,000 N X 5 32,000 TORCHMARK CORP COMMON 891027104 1,774,668 51,800 N X 5 37,700 14,100 TMP WORLDWIDE INC COMMON 872941109 207,900 23,100 N X 1 23,100 TELEFONOS DE MEXICO ADR ADRS 879403780 36,193,581 1,285,740 N X 1 581,900 703,840 THOMSON CORP NPV CA EQU 2889371 485,984 19,600 N X 1 19,600 TOTAL CO. ADR ADRS 89151E109 243,645 3,700 N X 3 3,700 TOYS R US COMMON 892335100 126,232 12,400 N X 5 12,400 TRIBUNE CO NEW COMMON 896047107 1,329,558 31,800 N X 5 25,500 6,300 TRIAD HOSPITALS INC COMMON 89579K109 314,985 8,300 N X 5 8,300 TRUSTMARK CORP COMMON 898402102 4,010,520 175,900 N X 1 175,900 T ROWE PRICE GROUP INC. COMMON 74144T108 1,265,322 50,694 N X 5 36,700 13,994 TRW INC COMMON 872649108 1,957,912 33,440 N X 5 24,900 8,540 SABRE HOLDINGS CORP COMMON 785905100 797,220 41,200 N X 5 28,600 12,600 TAIWAN SEMICONDUCTOR ADR ADRS 874039100 1,390,238 218,935 N X 1 177,313 41,622 TAIWAN SEMICONDUCTOR ADR ADRS 874039100 4,335,463 682,750 N X 3 682,750 TYSON FOODS INC COMMON 902494103 160,494 13,800 N X 5 13,800 TETRA TECHNOLOGIES COMMON 88162F105 3,296,540 163,600 N X 3 26,000 137,600 TITAN CORP COMMON 888266103 8,608,320 896,700 N X 3 896,700 TAKE TWO INTERACTIVE SOFTW COMMON 874054109 576,201 19,869 N X 3 19,869 TUPPERWARE CORPORATION COMMON 899896104 1,346,220 81,000 N X 5 53,400 27,600 TEXAS INDUSTRIES COMMON 882491103 1,969,108 81,100 N X 1 81,100 TEXAS INSTRS INC COMMON 882508104 41,327,937 2,798,100 N X 1 2,606,500 191,600 TEXAS INSTRS INC COMMON 882508104 5,074,234 343,550 N X 2 343,550 TEXAS INSTRS INC COMMON 882508104 53,561,928 3,626,400 N X 3 2,348,100 1,278,300 TEXAS INSTRS INC COMMON 882508104 9,596,985 649,762 N X 5 473,200 176,562 TEXTRON INC COMMON 883203101 3,006,733 88,174 N X 5 63,744 24,430 TXU CORPORATION COMMON 873168108 3,964,869 95,058 N X 5 68,900 26,158 TYCO INTERNATIONAL LTD COMMON 902124106 706,410 50,100 N X 1 50,100 TYCO INTERNATIONAL LTD COMMON 902124106 8,817,449 625,351 N X 5 420,669 204,682 TV AZTECA SA ADR ADRS 901145102 5,837,669 1,198,700 N X 1 163,400 1,035,300 UNIONBANCAL CORP COMMON 908906100 273,065 6,500 N X 5 6,500 URSTADT BIDDLE PROP. INC C COMMON 917286205 156,420 13,200 N X 3 13,200 UNITED BANKSHARES INC COMMON 909907107 325,782 11,230 N X 3 11,230 UCBH HOLDINGS INC COMMON 90262T308 318,249 8,100 N X 2 8,100 UCBH HOLDINGS INC COMMON 90262T308 6,298,973 160,320 N X 3 30,820 129,500 UNOCAL COMMON 915289102 1,057,843 33,700 N X 5 28,400 5,300 UNITED DOMINION REALTY TRU COMMON 910197102 193,307 12,150 N X 3 12,150 UNIVERSAL HEALTHSERVICES S COMMON 913903100 388,740 7,600 N X 5 7,600 UNISYS CORP COMMON 909214108 757,400 108,200 N X 5 78,300 29,900 UNITEDHEALTH GROUP INC COMMON 91324P102 204,796,921 2,348,050 N X 1 2,104,150 243,900 UNITEDHEALTH GROUP INC COMMON 91324P102 17,012,261 195,050 N X 2 195,050 UNITEDHEALTH GROUP INC COMMON 91324P102 19,816,384 227,200 N X 3 225,600 1,600 UNITEDHEALTH GROUP INC COMMON 91324P102 9,303,060 106,662 N X 5 76,440 30,222 UNUMPROVIDENT CORP COMMON 91529Y106 2,317,865 113,900 N X 1 113,900 UNUMPROVIDENT CORP COMMON 91529Y106 3,675,210 180,600 N X 5 126,600 54,000 UNION PAC CORP COMMON 907818108 4,282,669 74,005 N X 5 52,900 21,105 UNISOURCE ENERGY CORP HOLD COMMON 909205106 4,239,500 278,000 N X 1 278,000 UNION PLANTERS CORPORATION COMMON 908068109 2,277,505 82,939 N X 5 61,750 21,189 UPS COMMON 911312106 20,822,490 333,000 N X 5 224,400 108,600 US Bancorp COMMON 902973304 17,403,886 936,700 N X 1 936,700 US Bancorp COMMON 902973304 16,223,109 873,149 N X 5 621,310 251,839 UST INC COMMON 902911106 1,396,395 49,500 N X 5 47,900 1,600 UNITED STATIONERS INC COMMON 913004107 5,210,030 198,100 N X 1 198,100 UNITED TECHNOLOGIES CORP COMMON 913017109 141,778,602 2,509,800 N X 1 2,258,200 251,600 UNITED TECHNOLOGIES CORP COMMON 913017109 11,967,407 211,850 N X 2 211,850 UNITED TECHNOLOGIES CORP COMMON 913017109 57,585,906 1,019,400 N X 3 1,019,400 UNITED TECHNOLOGIES CORP COMMON 913017109 11,395,728 201,730 N X 5 148,620 53,110 UNIVISION COMMUNICATIONS C COMMON 914906102 1,228,920 53,900 N X 5 38,400 15,500 VIVENDI UNIVERSAL ADR ADRS 92851S204 124,834 10,960 N X 1 10,960 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 262,239 6,100 N X 5 6,100 VARIAN INC COMMON 922206107 293,770 10,640 N X 3 10,640 VALASSIS COMMUNICATIONS IN COMMON 918866104 326,151 9,300 N X 5 9,300 VIACOM INC COMMON 925524100 6,348,508 156,560 N X 1 156,560 VIACOM INC COMMON 925524100 506,875 12,500 N X 3 12,500 VIACOM INC B NEW COMMON 925524308 170,581,685 4,206,700 N X 1 3,820,500 386,200 VIACOM INC B NEW COMMON 925524308 16,075,723 396,442 N X 2 396,442 VIACOM INC B NEW COMMON 925524308 84,604,372 2,086,421 N X 3 2,069,263 17,158 VIACOM INC B NEW COMMON 925524308 26,015,907 641,576 N X 5 459,025 182,551 VIMPEL COMMUNICATIONS ADR ADRS 68370R109 6,015,365 253,920 N X 1 253,920 VALLEY NATL BANCORP COMMON 919794107 203,490 7,650 N X 5 7,650 VULCAN MATERIALS CO COMMON 929160109 1,572,960 43,500 N X 5 33,200 10,300 VORNADO REALTY TRUST COMMON 929042109 276,150 7,000 N X 3 7,000 VORNADO REALTY TRUST COMMON 929042109 205,140 5,200 N X 5 5,200 VODAFONE AIRTOUCH PLC ADRS 92857W100 139,847 10,900 N X 3 10,900 VERISIGN INC. COMMON 92343E102 51,258 10,150 N X 5 10,150 VERISITY INC COMMON M97385112 140,892 11,800 N X 2 11,800 VERISITY INC COMMON M97385112 2,686,500 225,000 N X 3 35,700 189,300 VERITAS SOFTWARE CORP COMMON 923436109 5,718,366 389,800 N X 3 389,800 VERITAS SOFTWARE CORP COMMON 923436109 1,235,948 84,250 N X 5 62,850 21,400 VERTEX PHARMACEUTICALS INC COMMON 92532F100 13,236,067 715,850 N X 3 7,250 708,600 VENTAS INC COMMON 92276F100 156,195 11,700 N X 2 11,700 VENTAS INC COMMON 92276F100 3,140,588 235,250 N X 3 48,850 186,400 VIAD CORP COMMON 92552R109 25,354,652 1,241,050 N X 1 1,188,050 53,000 VIAD CORP COMMON 92552R109 2,807,082 137,400 N X 2 137,400 VERIZON COMMUNICATIONS COMMON 92343V104 40,740,168 1,484,700 N X 1 1,357,200 127,500 VERIZON COMMUNICATIONS COMMON 92343V104 266,168 9,700 N X 3 8,900 800 VERIZON COMMUNICATIONS COMMON 92343V104 28,718,457 1,046,591 N X 5 755,816 290,775 WALGREEN CO COMMON 931422109 11,097,193 360,767 N X 5 262,000 98,767 WATERS CORPORATION COMMON 941848103 17,198,100 709,200 N X 1 668,900 40,300 WATERS CORPORATION COMMON 941848103 2,855,438 117,750 N X 2 117,750 WATERS CORPORATION COMMON 941848103 23,591,613 972,850 N X 3 965,750 7,100 WATERS CORPORATION COMMON 941848103 2,393,475 98,700 N X 5 71,700 27,000 WACHOVIA CORP COMMON 929903102 16,285,275 498,173 N X 5 360,000 138,173 WIMM-BILL-DANN FOODS OJSC ADRS 97263M109 2,395,710 140,100 N X 1 140,100 WASTE CONNECTIONS INC COMMON 941053OLD 318,676 9,160 N X 3 9,160 WALLACE COMPUTER SERVICES COMMON 932270101 7,368,875 417,500 N X 1 417,500 WD-40 CO COMMON 929236107 248,135 8,586 N X 3 8,586 WENDYS INTERNATIONAL INC COMMON 950590109 1,211,826 36,600 N X 5 26,800 9,800 WELLS FARGO AND CO COMMON 949746101 304,227,683 6,317,020 N X 1 5,731,220 585,800 WELLS FARGO AND CO COMMON 949746101 24,441,200 507,500 N X 2 507,500 WELLS FARGO AND CO COMMON 949746101 106,751,456 2,216,600 N X 3 2,199,400 17,200 WELLS FARGO AND CO COMMON 949746101 30,781,946 639,160 N X 5 461,366 177,794 WINNEBAGO INDUSTRIES INC. COMMON 974637100 202,354 5,119 N X 3 5,119 WILMINGTON TRUST COMMON 971807102 222,684 7,700 N X 5 7,700 WELLPOINT HEALTH NETWORKS COMMON 94973H108 564,410 7,700 N X 2 7,700 WELLPOINT HEALTH NETWORKS COMMON 94973H108 58,141,560 793,200 N X 3 787,500 5,700 WELLPOINT HEALTH NETWORKS COMMON 94973H108 5,600,120 76,400 N X 5 54,200 22,200 WASHINGTON MUTUAL COMMON 939322103 14,611,395 464,296 N X 5 337,425 126,871 WILLIAMSCOS COMMON 969457100 270,296 119,600 N X 1 119,600 WASTE MANAGEMENT INC COMMON 94106L109 1,751,332 75,100 N X 1 75,100 WASTE MANAGEMENT INC COMMON 94106L109 5,500,745 235,881 N X 5 169,100 66,781 WALMART STORES COMMON 931142103 5,084,572 103,261 N X 1 103,261 WALMART STORES COMMON 931142103 945,408 19,200 N X 2 19,200 WALMART STORES COMMON 931142103 88,521,210 1,797,750 N X 3 1,784,950 12,800 WALMART STORES COMMON 931142103 77,726,325 1,578,520 N X 5 1,107,200 471,320 WATSON PHARMACEUTICALS INC COMMON 942683103 1,745,112 71,200 N X 5 49,000 22,200 WASHINGTON REAL ESTATE INV COMMON 939653101 297,048 11,704 N X 3 11,704 WATSCO INC COMMON 942622200 749,320 52,400 N X 1 52,400 WEST CORP COMMON 952355105 207,200 14,800 N X 5 14,800 WRIGLEY WM JR CO COMMON 982526105 4,487,555 90,676 N X 5 65,000 25,676 WEYERHAEUSER COMMON 962166104 542,748 12,400 N X 3 12,400 WEYERHAEUSER COMMON 962166104 1,676,654 38,306 N X 5 29,400 8,906 WYETH COMMON 983024100 206,407,917 6,490,815 N X 1 5,973,815 517,000 WYETH COMMON 983024100 14,815,620 465,900 N X 2 465,900 WYETH COMMON 983024100 67,274,490 2,115,550 N X 3 2,100,550 15,000 WYETH COMMON 983024100 17,844,506 561,148 N X 5 408,900 152,248 UNITED STATES STEEL CORP COMMON 912909108 213,624 18,400 N X 1 18,400 Xcel Energy Inc COMMON 98389B100 1,407,346 151,165 N X 5 108,520 42,645 XL CAPITAL LTD COMMON G98255105 1,594,950 21,700 N X 5 14,200 7,500 PRICE LEGACY CORP COMMON 74144P106 80,092 27,335 N X 3 27,335 XILINX INC COMMON 983919101 15,535,494 980,900 N X 3 980,900 XILINX INC COMMON 983919101 991,950 62,631 N X 5 47,200 15,431 EXXON MOBIL CORPORATION COMMON 30231G102 187,219,473 5,868,949 N X 1 5,222,549 646,400 EXXON MOBIL CORPORATION COMMON 30231G102 10,960,840 343,600 N X 2 343,600 EXXON MOBIL CORPORATION COMMON 30231G102 82,428,388 2,583,962 N X 3 2,559,262 24,700 EXXON MOBIL CORPORATION COMMON 30231G102 81,757,595 2,562,934 N X 5 1,874,214 688,720 XEROX CORP COMMON 984121103 850,410 171,800 N X 5 122,000 49,800 XTO ENERGY INC COMMON 98385X106 296,784 14,400 N X 5 14,400 YAHOO INC COMMON 984332106 15,405,786 1,609,800 N X 3 1,609,800 YAHOO INC COMMON 984332106 1,908,354 199,410 N X 5 139,910 59,500 YUM BRANDS INC. COMMON 988498101 3,915,423 141,300 N X 5 99,100 42,200 ZIONS BANCORPORATION COMMON 989701107 592,008 13,600 N X 5 13,600 ZIMMER HOLDINGS INC COMMON 98956P102 2,640,591 68,873 N X 5 50,030 18,843
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