-----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, RYA0S0CM5Sz6DmnXQBkAFbtlepq4MOKhQTgq94k1T3nwzJv54k8++gfvGYrGw4Q3 lA3dUf5xjUObev7aUxxBLA== 0000727770-03-000006.txt : 20030515 0000727770-03-000006.hdr.sgml : 20030515 20030515152452 ACCESSION NUMBER: 0000727770-03-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030515 EFFECTIVENESS DATE: 20030515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELAWARE MANAGEMENT CO INC/DE/ CENTRAL INDEX KEY: 0000727770 IRS NUMBER: 133465352 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05267 FILM NUMBER: 03704548 BUSINESS ADDRESS: STREET 1: ONE COMMERCE SQUARE STREET 2: 2005 MARKET ST CITY: PHILADELPHIA STATE: PA ZIP: 19103 BUSINESS PHONE: 2152552127 MAIL ADDRESS: STREET 1: ONE COMMERCE SQ STREET 2: 2005 MARKET SQUARE CITY: PHILADELPHIA STATE: PA ZIP: 19103 13F-HR 1 dmbt1q.txt DMBT 3/31/03 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13 F FORM 13-F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 03-31-2003 CHECK HERE IS AMENDMENT ( ): AMENDMENT NUMBER: THIS AMENDMENT (CHECK ONLY ONE): ( ) IS A RESTATEMENT ( ) ADDS NEW HOLDINGS ENTRIES INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT: NAME: DELAWARE MANAGEMENT BUSINESS TRUST ADDRESS: 2005 MARKET STREET PHILADELPHIA, PA 19103 FORM 13F FILE NUMBER 28-53 THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT AND THE PERSON BY WHOM IT IS SIGNED HEREBY REPRESENT THAT THE PERSON SIGNING THE REPORT IS AUTHORIZED TO SUBMIT IT, THAT ALL INFORMATION CONTAINED HEREIN IS TRUE, CORRECT AND COMPLETE, AND THAT IT IS UNDERSTOOD THAT ALL REQUIRED ITEMS, STATEMENTS, SCHEDULES, LISTS, AND TABLES, ARE CONSIDERED INTEGRAL PARTS OF THIS FORM. PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER: NAME: LISA O BRINKLEY TITLE: VICE PRESIDENT/COMPLIANCE PHONE: 215 255 2369 SIGNATURE, PLACE AND DATE OF SIGNING /s/LISA O. BRINKLEY, PHILADELPHIA PA DATE: 05-15-2003 REPORT TYPE: (CHECK ONLY ONE) (x) 13F HOLDING REPORT. (CHECK HERE IF ALL HOLDINGS OF THIS REPORTING MANAGER ARE REPORTED IN THIS REPORT) ( ) 13F NOTICE: (CHECK HERE IF NO HOLDINGS REPORTED ARE IN THIS REPORT, AND ALL HOLDINGS ARE REPORTED BY OTHER REPORTING MANAGER(S).) ( ) 13F COMBINATION REPORT. (CHECK HERE IF NO PORTION OF THE HOLDINGD FOR THIS REPORTING MANAGER ARE REPORTED IN THIS REPORT AND A PORTION ARE REPORTED BY OTHER REPORTING MANAGER(S).) (PAGE) FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 00 FORM 13F INFORMATION TABLE ENTRY TOTAL: 1,058 FORM 13F INFORMATION TABLE VALUE TOTAL: $13,493,614 LIST OF OTHER INCLUDED MANAGERS: NO. 13F FILE NUMBER NAME 28-53 DELAWARE MANAGEMENT BUSINESS TRUST FORM 13F INFORMATION TABLE NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE _______________________________________________________________________________________________________________________________ D ABM INDUSTRIES COMMON 000957100 234 17800 SHS ****SOLE 17800 0 0 D AFLAC COMMON 001055102 3219 100450 SHS ****SOLE 100450 0 0 D AGCO COMMON 001084102 3619 224800 SHS ****SOLE 224800 0 0 D AGL RESOURCES COMMON 001204106 156 6600 SHS ****SOLE 6600 0 0 D AMB PROPERTY REIT 00163T109 23562 834070 SHS ****SOLE 834070 0 0 D AOL TIME WARNER COMMON 00184A105 11823 1088672 SHS ****SOLE 1088672 0 0 D A T & T COMMON 001957505 4213 260072 SHS ****SOLE 260072 0 0 D A T & T WIRELESS SERVICES COMMON 00209A106 2977 451125 SHS ****SOLE 451125 0 0 D ABBOTT LABS COMMON 002824100 122922 3268331 SHS ****SOLE 3237079 28 31224 D ABGENIX COMMON 00339B107 5611 644900 SHS ****SOLE 644900 0 0 D ACCREDO HEALTH COMMON 00437V104 5232 214950 SHS ****SOLE 214950 0 0 D ACTIVISION COMMON 004930202 247 17100 SHS ****SOLE 17100 0 0 D ACTEL COMMON 004934105 5406 316900 SHS ****SOLE 316900 0 0 D ACUITY BRANDS COMMON 00508Y102 234 17400 SHS ****SOLE 17400 0 0 D A.F.P. PROVIDA S.A. - ADR ADR 00709P108 1701 76289 SHS ****SOLE 76289 0 0 D ADOBE SYSTEMS COMMON 00724F101 3424 111075 SHS ****SOLE 111075 0 0 D ADVANCED DIGITAL INFORMATION COMMON 007525108 136 19700 SHS ****SOLE 19700 0 0 D ADVANCED FIBRE COMMUNICATION COMMON 00754A105 43825 2894613 SHS ****SOLE 2884066 0 10547 D ADVISORY BOARD COMPANY COMMON 00762W107 5365 153500 SHS ****SOLE 153500 0 0 D ADVANCEPCS COMMON 00790K109 2667 94074 SHS ****SOLE 93561 0 513 D AETNA COMMON 00817Y108 483 9810 SHS ****SOLE 9628 0 182 D AFFILIATED MANAGERS GROUP COMMON 008252108 44 1050 SHS ****SOLE 1050 0 0 D AGILE SOFTWARE COMMON 00846X105 3591 559400 SHS ****SOLE 559400 0 0 D AIR PRODUCTS AND CHEMICALS COMMON 009158106 60774 1466919 SHS ****SOLE 1441884 43 24992 D ALABAMA NATIONAL BANCORP/DEL COMMON 010317105 90 2200 SHS ****SOLE 2200 0 0 D ALBANY MOLECULAR RESEARCH COMMON 012423109 73 4900 SHS ****SOLE 4900 0 0 D ALCOA COMMON 013817101 49622 2560516 SHS ****SOLE 2525306 187 35023 D ALCATEL - ADR ADR 013904305 81 11688 SHS ****SOLE 11688 0 0 D ALEXANDER & BALDWIN COMMON 014482103 8953 360150 SHS ****SOLE 360150 0 0 D ALEXANDRIA REAL EST EQUITIES REIT 015271109 15641 371970 SHS ****SOLE 371970 0 0 D ALIGN TECHNOLOGY COMMON 016255101 1376 227500 SHS ****SOLE 227500 0 0 D ALKERMES COMMON 01642T108 47 5200 SHS ****SOLE 5200 0 0 D ALLEGHENY TECHNOLOGIES COMMON 01741R102 97 33500 SHS ****SOLE 33500 0 0 D ALLEGIANT BANCORP COMMON 017476102 566 33500 SHS ****SOLE 33500 0 0 D ALLERGAN COMMON 018490102 23539 345090 SHS ****SOLE 344793 0 297 D ALLIANCE CAPITAL MANAGEMENT LP COMMON 01855A101 3 100 SHS ****SOLE 100 0 0 D ALLSTATE COMMON 020002101 84502 2547548 SHS ****SOLE 2520647 45 26856 D ALLTEL COMMON 020039103 35188 786150 SHS ****SOLE 786150 0 0 D ALPHARMA-CLASS A COMMON 020813101 224 12500 SHS ****SOLE 12500 0 0 D ALTERA COMMON 021441100 4485 331225 SHS ****SOLE 331225 0 0 D ALTRIA GROUP COMMON 02209S103 15260 509331 SHS ****SOLE 482999 56 26276 D AMAZON.COM COMMON 023135106 16763 643986 SHS ****SOLE 643587 0 399 D AMBAC FINANCIAL GROUP COMMON 023139108 27323 540821 SHS ****SOLE 540398 0 423 D AMCOR LIMITED - ADR ADR 02341R302 36624 1847814 SHS ****SOLE 1739413 1838 106563 D AMERADA HESS COMMON 023551104 3684 83225 SHS ****SOLE 83225 0 0 D AMERICAN AXLE & MANUFACTURING COMMON 024061103 46 2200 SHS ****SOLE 2200 0 0 D AMERICAN ELECTRIC POWER COMMON 025537101 1661 72700 SHS ****SOLE 72700 0 0 D AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1744 120100 SHS ****SOLE 120100 0 0 D AMERICAN EXPRESS COMMON 025816109 31588 950600 SHS ****SOLE 950600 0 0 D AMERICAN FINANCIAL GROUP COMMON 025932104 240 12100 SHS ****SOLE 12100 0 0 D AMERICAN GREETINGS CLASS A COMMON 026375105 34 2600 SHS ****SOLE 2600 0 0 D AMERICAN HEALTHWAYS COMMON 02649V104 137 7200 SHS ****SOLE 7200 0 0 D AMERICAN HOME MORTGAGE HOLDING COMMON 02660M108 1376 137500 SHS ****SOLE 137500 0 0 D AMERICAN INTERNATIONAL GROUP COMMON 026874107 21036 425397 SHS ****SOLE 425397 0 0 D AMERICAN ITALIAN PASTA - CL A COMMON 027070101 53676 1241071 SHS ****SOLE 1235837 0 5234 D AMERICAN STANDARD COMMON 029712106 285 4150 SHS ****SOLE 4150 0 0 D AMERUS GROUP COMMON 03072M108 5625 229200 SHS ****SOLE 229200 0 0 D AMERISOURCEBERGEN-CLASS A COMMON 03073E105 17984 342553 SHS ****SOLE 342238 0 315 D AMETEK COMMON 031100100 274 8300 SHS ****SOLE 8300 0 0 D AMGEN COMMON 031162100 45004 782002 SHS ****SOLE 782002 0 0 D AMPHENOL - CLASS A COMMON 032095101 33 800 SHS ****SOLE 800 0 0 D AMSOUTH BANCORP COMMON 032165102 244 12275 SHS ****SOLE 12275 0 0 D ANADARKO PETROLEUM COMMON 032511107 25653 563800 SHS ****SOLE 563800 0 0 D ANALOG DEVICES COMMON 032654105 27888 1014100 SHS ****SOLE 1014100 0 0 D ANHEUSER BUSCH COMMON 035229103 66610 1429100 SHS ****SOLE 1429100 0 0 D ANNTAYLOR STORES COMMON 036115103 5229 254700 SHS ****SOLE 254700 0 0 D ANTHEM COMMON 03674B104 6055 91393 SHS ****SOLE 91247 0 146 D ANTEON INTERNATIONAL COMMON 03674E108 12410 552803 SHS ****SOLE 552803 0 0 D APACHE COMMON 037411105 912 14775 SHS ****SOLE 14775 0 0 D APARTMENT INVT & MGMT REIT 03748R101 19240 527400 SHS ****SOLE 527400 0 0 D APPLEBEE'S INTERNATIONAL COMMON 037899101 62 2200 SHS ****SOLE 2200 0 0 D APRIA HEALTHCARE GROUP COMMON 037933108 299 12800 SHS ****SOLE 12800 0 0 D APPLERA CORP-CELERA GENOMICS COMMON 038020202 81 9400 SHS ****SOLE 9400 0 0 D APPLIED MATERIALS COMMON 038222105 9011 716300 SHS ****SOLE 716300 0 0 D APPLIED MICRO CIRCUITS COMMON 03822W109 18823 5773744 SHS ****SOLE 5761305 0 12439 D APTARGROUP COMMON 038336103 36 1100 SHS ****SOLE 1100 0 0 D ARACRUZ CELULOSE SA - ADR ADR 038496204 3264 163111 SHS ****SOLE 163111 0 0 D ARCH CHEMICALS COMMON 03937R102 122 6500 SHS ****SOLE 6500 0 0 D ARCHER-DANIELS-MIDLAND COMMON 039483102 2573 238200 SHS ****SOLE 238200 0 0 D ARIBA COMMON 04033V104 169 60000 SHS ****SOLE 60000 0 0 D ARKANSAS BEST COMMON 040790107 42744 1681523 SHS ****SOLE 1676019 36 5468 D ARMOR HOLDINGS COMMON 042260109 1628 162800 SHS ****SOLE 162800 0 0 D ARROW ELECTRONICS COMMON 042735100 32 2200 SHS ****SOLE 2200 0 0 D ARROW FINANCIAL COMMON 042744102 238 8305 SHS ****SOLE 8305 0 0 D ARVINMERITOR COMMON 043353101 119 8500 SHS ****SOLE 8500 0 0 D ASSOCIATED BANC-CORP COMMON 045487105 8204 253769 SHS ****SOLE 253769 0 0 D ASTRAZENECA - ADR ADR 046353108 1450 42250 SHS ****SOLE 42250 0 0 D ASYST TECHNOLOGIES COMMON 04648X107 48 8800 SHS ****SOLE 8800 0 0 D AUTOMATIC DATA PROCESSING COMMON 053015103 34442 1118600 SHS ****SOLE 1118600 0 0 D AUTOZONE COMMON 053332102 168 2450 SHS ****SOLE 2450 0 0 D AVALONBAY COMMUNITIES REIT 053484101 16993 460518 SHS ****SOLE 460518 0 0 D AVERY-DENNISON COMMON 053611109 471 8025 SHS ****SOLE 8025 0 0 D AVOCENT COMMON 053893103 238 10200 SHS ****SOLE 10200 0 0 D AVON PRODUCTS COMMON 054303102 171 3000 SHS ****SOLE 3000 0 0 D AXCELIS TECHNOLOGIES COMMON 054540109 85 17900 SHS ****SOLE 17900 0 0 D BB&T COMMON 054937107 6 175 SHS ****SOLE 175 0 0 D BCE COMMON 05534B109 53570 2924100 SHS ****SOLE 2924100 0 0 D BG GROUP - ADR ADR 055434203 30355 1576030 SHS ****SOLE 1486681 1622 87727 D BJ SERVICES COMMON 055482103 338 9825 SHS ****SOLE 9825 0 0 D BKF CAPITAL GROUP COMMON 05548G102 107 6600 SHS ****SOLE 6600 0 0 D BSB BANCORP COMMON 055652101 234 10800 SHS ****SOLE 10800 0 0 D BAKER HUGHES COMMON 057224107 808 27000 SHS ****SOLE 27000 0 0 D BANCFIRST COMMON 05945F103 238 5400 SHS ****SOLE 5400 0 0 D BANCO SANTANDER - ADR ADR 05964H105 31196 4905147 SHS ****SOLE 4636930 5031 263186 D BANK OF AMERICA COMMON 060505104 132189 1977690 SHS ****SOLE 1954802 87 22801 D BANK OF NEW YORK COMMON 064057102 124475 6071977 SHS ****SOLE 6026833 133 45011 D BANK ONE COMMON 06423A103 912 26350 SHS ****SOLE 26350 0 0 D BANKATLANTIC BANCORP - CL A COMMON 065908501 1233 125900 SHS ****SOLE 125900 0 0 D BANKNORTH GROUP COMMON 06646R107 378 17350 SHS ****SOLE 17350 0 0 D BANKUNITED FINANCIAL-A COMMON 06652B103 155 8800 SHS ****SOLE 8800 0 0 D C. R. BARD COMMON 067383109 1755 27825 SHS ****SOLE 27825 0 0 D BARNES & NOBLE COMMON 067774109 4554 239800 SHS ****SOLE 239800 0 0 D BARNES GROUP COMMON 067806109 135 6400 SHS ****SOLE 6400 0 0 D BARRA COMMON 068313105 220 7400 SHS ****SOLE 7400 0 0 D BAXTER INTERNATIONAL COMMON 071813109 45419 2436625 SHS ****SOLE 2436625 0 0 D BAYER AG - ADR ADR 072730302 16768 1228448 SHS ****SOLE 1161241 1285 65922 D BEA SYSTEMS COMMON 073325102 357 35000 SHS ****SOLE 35000 0 0 D BEAR STEARNS COMMON 073902108 3784 57680 SHS ****SOLE 57680 0 0 D BEAZER HOMES USA COMMON 07556Q105 188 3200 SHS ****SOLE 3200 0 0 D BEBE STORES COMMON 075571109 2784 235900 SHS ****SOLE 235900 0 0 D BECTON DICKINSON COMMON 075887109 2308 67020 SHS ****SOLE 67020 0 0 D BED BATH & BEYOND COMMON 075896100 34972 1012506 SHS ****SOLE 1011682 0 824 D BELL MICROPRODUCTS COMMON 078137106 1174 229700 SHS ****SOLE 229700 0 0 D BELLSOUTH COMMON 079860102 37252 1719049 SHS ****SOLE 1719049 0 0 D BELO A. H. COMMON 080555105 3874 191200 SHS ****SOLE 191200 0 0 D BEMIS COMMON 081437105 511 12150 SHS ****SOLE 12150 0 0 D BENCHMARK ELECTRONICS COMMON 08160H101 108 3800 SHS ****SOLE 3800 0 0 D BERKLEY (WR) COMMON 084423102 76286 1780284 SHS ****SOLE 1775141 45 5098 D BERRY PETROLEUM - CL A COMMON 085789105 180 12000 SHS ****SOLE 12000 0 0 D BEST BUY COMMON 086516101 3441 127600 SHS ****SOLE 127600 0 0 D BIG 5 SPORTING GOODS COMMON 08915P101 218 19800 SHS ****SOLE 19800 0 0 D BIG LOTS COMMON 089302103 2 200 SHS ****SOLE 200 0 0 D BIO-RAD LABORATORIES-CL A COMMON 090572207 111 3100 SHS ****SOLE 3100 0 0 D BIOMET COMMON 090613100 3488 113800 SHS ****SOLE 113800 0 0 D BIOSITE COMMON 090945106 154 4000 SHS ****SOLE 4000 0 0 D BLACK HILLS COMMON 092113109 3384 123100 SHS ****SOLE 123100 0 0 D BLOCK H AND R COMMON 093671105 3273 76675 SHS ****SOLE 76675 0 0 D BLOCKBUSTER CLASS A COMMON 093679108 32 1900 SHS ****SOLE 1900 0 0 D BOB EVANS FARMS COMMON 096761101 48 2000 SHS ****SOLE 2000 0 0 D BOEING COMMON 097023105 30230 1206300 SHS ****SOLE 1206300 0 0 D BORGWARNER COMMON 099724106 2 50 SHS ****SOLE 50 0 0 D BOSTON COMMUNICATIONS GROUP COMMON 100582105 222 14200 SHS ****SOLE 14200 0 0 D BOSTON SCIENTIFIC COMMON 101137107 7316 179500 SHS ****SOLE 179500 0 0 D BOWATER COMMON 102183100 6 150 SHS ****SOLE 150 0 0 D BOYKIN LODGING REIT 103430104 158 21400 SHS ****SOLE 21400 0 0 D BRADY COMMON 104674106 232 8200 SHS ****SOLE 8200 0 0 D BRANDYWINE REALTY TRUST REIT 105368203 216 9800 SHS ****SOLE 9800 0 0 D BRASCAN COMMON 10549P606 42 2100 SHS ****SOLE 2100 0 0 D BRIGHT HORIZONS FAMILY SOLUT COMMON 109195107 35471 1265941 SHS ****SOLE 1261143 0 4798 D BRINKER INTERNATIONAL COMMON 109641100 26887 881519 SHS ****SOLE 880650 0 869 D BRISTOL MYERS SQUIBB COMMON 110122108 81881 3875099 SHS ****SOLE 3851473 39 23587 D BRITISH AIRWAYS - ADR ADR 110419306 13022 772843 SHS ****SOLE 727932 821 44090 D BROADWING COMMON 111620100 89 22300 SHS ****SOLE 22300 0 0 D BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 203 41700 SHS ****SOLE 41700 0 0 D BROOKLINE BANCORP COMMON 11373M107 920 73500 SHS ****SOLE 73500 0 0 D BROWN & BROWN COMMON 115236101 942 30100 SHS ****SOLE 30100 0 0 D BURLINGTON NORTHERN SANTA FE COMMON 12189T104 32744 1315000 SHS ****SOLE 1315000 0 0 D BURLINGTON RESOURCES COMMON 122014103 435 9125 SHS ****SOLE 9125 0 0 D CBRL GROUP COMMON 12489V106 44 1600 SHS ****SOLE 1600 0 0 D CIGNA COMMON 125509109 248 5425 SHS ****SOLE 5425 0 0 D CNF COMMON 12612W104 5 150 SHS ****SOLE 150 0 0 D CSX COMMON 126408103 30042 1053350 SHS ****SOLE 1053350 0 0 D CVS COMMON 126650100 3314 138959 SHS ****SOLE 138959 0 0 D CV THERAPUTICS COMMON 126667104 22104 1225954 SHS ****SOLE 1220077 0 5877 D CABLE AND WIRELESS PLC - ADR ADR 126830207 3666 1107540 SHS ****SOLE 1045414 1243 60883 D CABOT COMMON 127055101 2 100 SHS ****SOLE 100 0 0 D CABOT MICROELECTRONICS COMMON 12709P103 117 2800 SHS ****SOLE 2800 0 0 D CAL DIVE INTERNATIONAL COMMON 127914109 8557 475100 SHS ****SOLE 475100 0 0 D CALIFORNIA PIZZA KITCHEN COMMON 13054D109 16930 736100 SHS ****SOLE 736100 0 0 D CALLAWAY GOLF COMMON 131193104 2 150 SHS ****SOLE 150 0 0 D CAMDEN PROPERTY TRUST REIT 133131102 24355 751700 SHS ****SOLE 751700 0 0 D CAMPBELL SOUP COMMON 134429109 23 1100 SHS ****SOLE 1100 0 0 D CANON - ADR ADR 138006309 41250 1175536 SHS ****SOLE 1111875 1200 62461 D CAPITAL ONE FINANCIAL COMMON 14040H105 2813 93750 SHS ****SOLE 93750 0 0 D CARDINAL HEALTH COMMON 14149Y108 2806 49247 SHS ****SOLE 49247 0 0 D CAREER EDUCATION COMMON 141665109 15 300 SHS ****SOLE 300 0 0 D CAREMARK RX COMMON 141705103 5267 290200 SHS ****SOLE 290200 0 0 D CARNIVAL CRUISE LINES COMMON 143658102 10531 436800 SHS ****SOLE 436800 0 0 D CARRAMERICA REALTY REIT 144418100 22071 870670 SHS ****SOLE 870670 0 0 D CASCADE COMMON 147195101 124 8600 SHS ****SOLE 8600 0 0 D CASCADE NATURAL GAS COMMON 147339105 144 7400 SHS ****SOLE 7400 0 0 D CATAPULT COMMUNICATIONS COMMON 149016107 84 13200 SHS ****SOLE 13200 0 0 D CATELLUS DEVELOPMENT COMMON 149111106 18704 890660 SHS ****SOLE 890660 0 0 D CATERPILLAR COMMON 149123101 66034 1342142 SHS ****SOLE 1321670 36 20436 D CELGENE COMMON 151020104 4113 157700 SHS ****SOLE 157700 0 0 D CENDANT COMMON 151313103 42148 3318725 SHS ****SOLE 3318725 0 0 D CENTEX COMMON 152312104 31447 578497 SHS ****SOLE 577997 0 500 D CENTURY ALUMINUM COMMON 156431108 100 15800 SHS ****SOLE 15800 0 0 D CENTURYTEL COMMON 156700106 6 200 SHS ****SOLE 200 0 0 D CERNER COMMON 156782104 25096 775060 SHS ****SOLE 772662 0 2398 D CHARLES RIVER ASSOCIATES COMMON 159852102 190 11100 SHS ****SOLE 11100 0 0 D CHARTER ONE FINANCIAL COMMON 160903100 39752 1437155 SHS ****SOLE 1437155 0 0 D CHARTER MUNICIPAL MTG ACCPTC COMMON 160908109 44 2500 SHS ****SOLE 2500 0 0 D CHECKFREE COMMON 162813109 270 12000 SHS ****SOLE 12000 0 0 D CHEESECAKE FACTORY COMMON 163072101 76890 2382710 SHS ****SOLE 2372871 0 9839 D CHELSEA PROPERTY GROUP REIT 163421100 27319 733400 SHS ****SOLE 733400 0 0 D CHESAPEAKE COMMON 165159104 154 9100 SHS ****SOLE 9100 0 0 D CHESAPEAKE ENERGY COMMON 165167107 6516 829000 SHS ****SOLE 829000 0 0 D CHEVRONTEXACO COMMON 166764100 111420 1723429 SHS ****SOLE 1703660 74 19695 D CHUBB COMMON 171232101 84628 1909468 SHS ****SOLE 1890759 85 18624 D CIENA COMMON 171779101 25801 5903949 SHS ****SOLE 5891485 0 12464 D CIMA LABS COMMON 171796105 31692 1460494 SHS ****SOLE 1454800 0 5694 D CIRCOR INTERNATIONAL COMMON 17273K109 96 7100 SHS ****SOLE 7100 0 0 D CISCO SYSTEMS COMMON 17275R102 82180 6349369 SHS ****SOLE 6349369 0 0 D CINTAS COMMON 172908105 4319 131295 SHS ****SOLE 130983 0 312 D CITIGROUP COMMON 172967101 127498 3700955 SHS ****SOLE 3666755 140 34060 D CITY NATIONAL COMMON 178566105 76324 1737007 SHS ****SOLE 1731715 0 5292 D CLAIRE'S STORES COMMON 179584107 227 9600 SHS ****SOLE 9600 0 0 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 49711 1465527 SHS ****SOLE 1465527 0 0 D CLOROX COMMON 189054109 364 7875 SHS ****SOLE 7875 0 0 D COACH COMMON 189754104 82096 2141822 SHS ****SOLE 2133129 0 8693 D COCA COLA COMMON 191216100 54494 1346203 SHS ****SOLE 1318617 25 27561 D COCA-COLA ENTERPRISES COMMON 191219104 350 18750 SHS ****SOLE 18750 0 0 D COLGATE-PALMOLIVE COMMON 194162103 10142 186300 SHS ****SOLE 186300 0 0 D COLONIAL BANCGROUP COMMON 195493309 8174 726600 SHS ****SOLE 726600 0 0 D COMFORT SYSTEMS USA COMMON 199908104 70 31600 SHS ****SOLE 31600 0 0 D COMCAST - CLASS A COMMON 20030N101 4114 143895 SHS ****SOLE 143895 0 0 D COMCAST - SPECIAL CLASS A COMMON 20030N200 27225 990375 SHS ****SOLE 990375 0 0 D COMERICA COMMON 200340107 90718 2394878 SHS ****SOLE 2376445 51 18382 D COMMERCE GROUP COMMON 200641108 192 5600 SHS ****SOLE 5600 0 0 D COMMERCIAL FEDERAL COMMON 201647104 6190 285000 SHS ****SOLE 285000 0 0 D COMMERCIAL METALS COMPANY COMMON 201723103 179 12800 SHS ****SOLE 12800 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 140 3600 SHS ****SOLE 3600 0 0 D COMMUNITY HEALTH SYSTEMS COMMON 203668108 6122 298800 SHS ****SOLE 298800 0 0 D COMMUNITY FIRST BANKSHARES COMMON 203902101 319 12500 SHS ****SOLE 12500 0 0 D CIA VALE DO RIO DOCE - ADR ADR 204412209 3083 114400 SHS ****SOLE 114400 0 0 D COMPASS BANCSHARES COMMON 20449H109 11210 358500 SHS ****SOLE 358500 0 0 D COMPUTER SCIENCES COMMON 205363104 423 13000 SHS ****SOLE 13000 0 0 D COMSTOCK RESOURCES COMMON 205768203 6094 603400 SHS ****SOLE 603400 0 0 D COMVERSE TECHNOLOGY COMMON 205862402 6815 602600 SHS ****SOLE 602600 0 0 D CONAGRA COMMON 205887102 39 1940 SHS ****SOLE 1940 0 0 D CONCEPTUS COMMON 206016107 12964 1440400 SHS ****SOLE 1440400 0 0 D CONCORD EFS COMMON 206197105 470 50000 SHS ****SOLE 50000 0 0 D CONNETICS CORP COMMON 208192104 2873 171500 SHS ****SOLE 171500 0 0 D CONOCOPHILLIPS COMMON 20825C104 5153 96143 SHS ****SOLE 96143 0 0 D CONSOL ENERGY COMMON 20854P109 959 58000 SHS ****SOLE 58000 0 0 D CONSTELLATION BRANDS COMMON 21036P108 14657 645700 SHS ****SOLE 645700 0 0 D COOPER CAMERON COMMON 216640102 2899 58563 SHS ****SOLE 58319 0 244 D COOPER COMPANIES COMMON 216648402 4452 148900 SHS ****SOLE 148900 0 0 D ADOLPH COORS - CL B COMMON 217016104 2 50 SHS ****SOLE 50 0 0 D CORN PRODUCTS COMMON 219023108 134 4600 SHS ****SOLE 4600 0 0 D COST PLUS COMMON 221485105 59375 2255913 SHS ****SOLE 2247825 0 8088 D COSTCO WHOLESALE COMMON 22160K105 3 100 SHS ****SOLE 100 0 0 D COUNTRYWIDE FINANCIAL COMMON 222372104 3140 54600 SHS ****SOLE 54600 0 0 D COVENTRY HEALTH CARE COMMON 222862104 23272 707333 SHS ****SOLE 705256 0 2077 D COX COMMUNICATIONS CLASS A COMMON 224044107 6402 205800 SHS ****SOLE 205800 0 0 D CRANE COMMON 224399105 4871 279600 SHS ****SOLE 279600 0 0 D CREE COMMON 225447101 235 12700 SHS ****SOLE 12700 0 0 D CRESCENT REAL ESTATE EQUITIE REIT 225756105 44 3050 SHS ****SOLE 3050 0 0 D CRESCENT REAL 6.75% CNV PFD CONVPF 225756204 1198 62600 SHS ****SOLE 0 0 62600 D CROMPTON COMMON 227116100 128 31700 SHS ****SOLE 31700 0 0 D CROSS COUNTRY COMMON 22748P105 492 42800 SHS ****SOLE 42800 0 0 D CROWN CASTLE COMMON 228227104 172 31300 SHS ****SOLE 31300 0 0 D CROWN HOLDINGS COMMON 228368106 3543 630500 SHS ****SOLE 630500 0 0 D CTI MOLECULAR IMAGING COMMON 22943D105 118 6000 SHS ****SOLE 6000 0 0 D CUBIST PHARMACEUTICALS COMMON 229678107 18571 2318513 SHS ****SOLE 2304557 0 13956 D CULLEN/FROST BANKERS COMMON 229899109 51781 1704420 SHS ****SOLE 1697460 0 6960 D CUMULUS MEDIA COMMON 231082108 48527 3332902 SHS ****SOLE 3318901 0 14001 D CYMER COMMON 232572107 24950 1054703 SHS ****SOLE 1051350 0 3353 D CYTEC INDUSTRIES COMMON 232820100 175 6300 SHS ****SOLE 6300 0 0 D CYTYC COMMON 232946103 37525 2875459 SHS ****SOLE 2865342 0 10117 D DRS TECHNOLOGIES COMMON 23330X100 6012 240400 SHS ****SOLE 240400 0 0 D D.R. HORTON COMMON 23331A109 75932 3954811 SHS ****SOLE 3943102 0 11709 D DTE ENERGY COMMON 233331107 483 12500 SHS ****SOLE 12500 0 0 D DANAHER COMMON 235851102 6457 98198 SHS ****SOLE 97923 0 275 D DARDEN RESTAURANTS COMMON 237194105 51168 2866558 SHS ****SOLE 2865493 0 1065 D DEAN FOODS COMMON 242370104 47 1100 SHS ****SOLE 1100 0 0 D DEERE AND CO COMMON 244199105 8888 226386 SHS ****SOLE 226386 0 0 D DEL MONTE FOODS CO. COMMON 24522P103 163 21800 SHS ****SOLE 21800 0 0 D DELL COMPUTER COMMON 247025109 12554 459703 SHS ****SOLE 459703 0 0 D DELPHI COMMON 247126105 124 18175 SHS ****SOLE 18175 0 0 D DELPHI FINANCIAL GROUP-CL A COMMON 247131105 15966 407500 SHS ****SOLE 407500 0 0 D DENBURY RESOURCES COMMON 247916208 2144 198000 SHS ****SOLE 198000 0 0 D DELUXE COMMON 248019101 3261 81250 SHS ****SOLE 81250 0 0 D DENTSPLY INTERNATIONAL COMMON 249030107 45 1300 SHS ****SOLE 1300 0 0 D DEPARTMENT 56 COMMON 249509100 1850 188400 SHS ****SOLE 188400 0 0 D DEVELOPERS DIVERS REALTY REIT 251591103 19789 819400 SHS ****SOLE 819400 0 0 D DEVON ENERGY COMMON 25179M103 10411 215891 SHS ****SOLE 215724 0 167 D DIEBOLD COMMON 253651103 1996 58800 SHS ****SOLE 58800 0 0 D DIGITAL INSIGHT COMMON 25385P106 5022 360000 SHS ****SOLE 360000 0 0 D DIME COMMUNITY BANCSHARES COMMON 253922108 308 13500 SHS ****SOLE 13500 0 0 D DIONEX COMMON 254546104 201 6100 SHS ****SOLE 6100 0 0 D WALT DISNEY COMMON 254687106 36901 2168128 SHS ****SOLE 2168037 91 0 D DOCUMENTUM COMMON 256159104 67 5100 SHS ****SOLE 5100 0 0 D DOLLAR TREE STORES COMMON 256747106 59581 2994041 SHS ****SOLE 2983681 0 10360 D DOMINION RESOURCES - VIRGINIA COMMON 25746U109 64336 1161925 SHS ****SOLE 1142691 74 19160 D DONNELLEY AND SONS COMMON 257867101 20 1100 SHS ****SOLE 1100 0 0 D DORAL FINANCIAL COMMON 25811P100 53137 1503153 SHS ****SOLE 1497173 0 5980 D DOW CHEMICAL COMMON 260543103 76133 2757454 SHS ****SOLE 2757454 0 0 D DOWNEY FINANCIAL COMMON 261018105 41899 1063155 SHS ****SOLE 1058802 0 4353 D DU PONT (E.I.) DE NEMOURS COMMON 263534109 67153 1728075 SHS ****SOLE 1728075 0 0 D DUCOMMUN COMMON 264147109 51 5000 SHS ****SOLE 5000 0 0 D DUKE ENERGY COMMON 264399106 2193 150800 SHS ****SOLE 150800 0 0 D DUKE REALTY REIT 264411505 23847 883890 SHS ****SOLE 883890 0 0 D DUN & BRADSTREET COMMON 26483E100 2 50 SHS ****SOLE 50 0 0 D ENSCO INTERNATIONAL COMMON 26874Q100 4 150 SHS ****SOLE 150 0 0 D EOG RESOURCES COMMON 26875P101 385 9725 SHS ****SOLE 9725 0 0 D ESS TECHNOLOGY COMMON 269151106 61 10300 SHS ****SOLE 10300 0 0 D EARTHLINK COMMON 270321102 53 9300 SHS ****SOLE 9300 0 0 D EASTMAN KODAK COMMON 277461109 3408 115150 SHS ****SOLE 115150 0 0 D EATON COMMON 278058102 32793 468800 SHS ****SOLE 468800 0 0 D EBAY COMMON 278642103 793 9300 SHS ****SOLE 9300 0 0 D ECOLAB COMMON 278865100 2480 50275 SHS ****SOLE 50275 0 0 D EDISON INTERNATIONAL COMMON 281020107 508 37100 SHS ****SOLE 37100 0 0 D EDWARDS LIFESCIENCES COMMON 28176E108 60 2180 SHS ****SOLE 2180 0 0 D EL PASO ELECTRIC COMPANY COMMON 283677854 4036 373700 SHS ****SOLE 373700 0 0 D ELECTRONICS FOR IMAGING COMMON 286082102 184 10400 SHS ****SOLE 10400 0 0 D EMBARCADERO TECHNOLOGIES COMMON 290787100 108 17100 SHS ****SOLE 17100 0 0 D EMERSON ELECTRIC COMMON 291011104 54257 1196396 SHS ****SOLE 1196396 0 0 D EMMIS BROADCASTING - CL A COMMON 291525103 115 6800 SHS ****SOLE 6800 0 0 D EMPRESA NAC'L ELEC CHILE - ADR ADR 29244T101 665 94663 SHS ****SOLE 94663 0 0 D EMULEX COMMON 292475209 51430 2685617 SHS ****SOLE 2679294 0 6323 D ENDESA - ADR ADR 29258N107 11999 987593 SHS ****SOLE 931071 1121 55401 D ENDO PHARMACEUTICALS HOLDINGS COMMON 29264F205 239 17700 SHS ****SOLE 17700 0 0 D ENERGIZER HOLDINGS COMMON 29266R108 373 14650 SHS ****SOLE 14650 0 0 D ENGLEHARD COMMON 292845104 3 150 SHS ****SOLE 150 0 0 D ENNIS BUSINESS FORMS COMMON 293389102 233 20600 SHS ****SOLE 20600 0 0 D ENTRAVISION COMMUNICATIONS COMMON 29382R107 173 32125 SHS ****SOLE 32125 0 0 D ENZON PHARMACEUTICALS COMMON 293904108 7165 631300 SHS ****SOLE 631300 0 0 D ENZO BIOCHEM COMMON 294100102 121 9230 SHS ****SOLE 9230 0 0 D EQUITABLE RESOURCES COMMON 294549100 499 13300 SHS ****SOLE 13300 0 0 D EQUITY INNS REIT 294703103 181 30900 SHS ****SOLE 30900 0 0 D EQUITY OFFICE PROPERTIES TRUST REIT 294741103 51885 2038696 SHS ****SOLE 2038696 0 0 D EQUITY ONE INC REIT 294752100 3709 242600 SHS ****SOLE 242600 0 0 D EQUITY RESIDENTIAL PROPERTIES REIT 29476L107 14509 602800 SHS ****SOLE 602800 0 0 D EQUITY RES PROPS 7.25% CNV PFD CONVPF 29476L859 330 13200 SHS ****SOLE 13200 0 0 D EXELON COMMON 30161N101 27893 553330 SHS ****SOLE 553330 0 0 D EXELIXIS COMMON 30161Q104 20136 3024650 SHS ****SOLE 3014562 0 10088 D EXPEDITORS INTERNATIONAL COMMON 302130109 8260 229763 SHS ****SOLE 229393 0 370 D EXPRESS SCRIPTS-CL A COMMON 302182100 17 300 SHS ****SOLE 300 0 0 D EXPRESSJET HOLDINGS COMMON 30218U108 97 11800 SHS ****SOLE 11800 0 0 D EXTENDED STAY AMERICA COMMON 30224P101 39012 3862554 SHS ****SOLE 3847736 0 14818 D EXTREME NETWORKS COMMON 30226D106 71 16500 SHS ****SOLE 16500 0 0 D EXXON MOBIL COMMON 30231G102 119194 3410430 SHS ****SOLE 3372907 141 37382 D FPL GROUP COMMON 302571104 61095 1036732 SHS ****SOLE 1022395 25 14312 D FACTSET RESEARCH SYSTEMS COMMON 303075105 295 9100 SHS ****SOLE 9100 0 0 D FREDDIE MAC COMMON 313400301 35351 665750 SHS ****SOLE 665750 0 0 D FEDERAL NATIONAL MORTGAGE COMMON 313586109 48762 746162 SHS ****SOLE 728357 32 17773 D FEDERAL REALTY INVS TRUST REIT 313747206 17678 582100 SHS ****SOLE 582100 0 0 D FEDERAL SIGNAL COMMON 313855108 7066 497625 SHS ****SOLE 497625 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 22801 813725 SHS ****SOLE 813725 0 0 D FEDEX COMMON 31428X106 5228 94925 SHS ****SOLE 94925 0 0 D FIDELITY NATIONAL FINANCIAL COMMON 316326107 24646 721682 SHS ****SOLE 720933 0 749 D FIFTH THIRD BANCORP COMMON 316773100 80 1600 SHS ****SOLE 1600 0 0 D FILENET COMMON 316869106 46 4400 SHS ****SOLE 4400 0 0 D FIRST AMERICAN FINANCIAL COMMON 318522307 6149 252000 SHS ****SOLE 252000 0 0 D FIRST CASH FINANCIAL COMMON 31942D107 1790 178300 SHS ****SOLE 178300 0 0 D FIRST CHARTER COMMON 319439105 175 10000 SHS ****SOLE 10000 0 0 D FIRST DATA COMMON 319963104 79924 2159532 SHS ****SOLE 2109441 132 49959 D FIRST ESSEX BANCORP COMMON 320103104 87 2800 SHS ****SOLE 2800 0 0 D FIRST NIAGARA FINANCIAL GRP COMMON 33582V108 10427 887339 SHS ****SOLE 887339 0 0 D FIRST TENNESSEE NATIONAL COMMON 337162101 461 11600 SHS ****SOLE 11600 0 0 D FISCHER IMAGING COMMON 337719108 1124 210400 SHS ****SOLE 210400 0 0 D FISERV COMMON 337738108 567 18000 SHS ****SOLE 18000 0 0 D FIRSTMERIT COMMON 337915102 3 150 SHS ****SOLE 150 0 0 D FLAGSTAR BANCORP COMMON 337930101 276 10450 SHS ****SOLE 10450 0 0 D FIRSTENERGY COMMON 337932107 49578 1573900 SHS ****SOLE 1573900 0 0 D FISHER SCIENTIFIC INTL COMMON 338032204 38966 1393625 SHS ****SOLE 1390339 0 3286 D FLEET BOSTON FINANCIAL COMMON 339030108 78293 3278607 SHS ****SOLE 3248153 51 30403 D FLORIDA ROCK INDS COMMON 341140101 5917 174800 SHS ****SOLE 174800 0 0 D FLUOR COMMON 343412102 1260 37400 SHS ****SOLE 37400 0 0 D FOOT LOCKER COMMON 344849104 2 200 SHS ****SOLE 200 0 0 D FOREST LABORATORIES COMMON 345838106 534 9895 SHS ****SOLE 9895 0 0 D FOREST OIL COMMON 346091705 3 150 SHS ****SOLE 150 0 0 D FORTUNE BRANDS COMMON 349631101 1933 45080 SHS ****SOLE 45080 0 0 D FOSSIL COMMON 349882100 216 12525 SHS ****SOLE 12525 0 0 D FOUR SEASON HOTELS COMMON 35100E104 13952 513506 SHS ****SOLE 510402 0 3104 D FOX ENTERTAINMENT COMMON 35138T107 4 150 SHS ****SOLE 150 0 0 D FREEMARKETS COMMON 356602102 2961 541300 SHS ****SOLE 541300 0 0 D FREEPORT MCMORAN COPPER - B COMMON 35671D857 5004 293500 SHS ****SOLE 293500 0 0 D FRIEDMAN'S COMMON 358438109 163 17000 SHS ****SOLE 17000 0 0 D FULLER (H.B.) COMMON 359694106 5017 217000 SHS ****SOLE 217000 0 0 D FURNITURE BRANDS INTERNATIONAL COMMON 360921100 5815 297300 SHS ****SOLE 297300 0 0 D ARTHUR J. GALLAGHER COMMON 363576109 5578 227200 SHS ****SOLE 227200 0 0 D GAMESTOP COMMON 36466R101 10727 893900 SHS ****SOLE 893900 0 0 D GANNETT COMMON 364730101 22087 313600 SHS ****SOLE 313600 0 0 D GAP COMMON 364760108 16656 1149500 SHS ****SOLE 1149500 0 0 D GART SPORTS COMMON 366630101 145 7600 SHS ****SOLE 7600 0 0 D GAYLORD ENTERTAINMENT COMMON 367905106 102 5700 SHS ****SOLE 5700 0 0 D GENENTECH COMMON 368710406 3261 93150 SHS ****SOLE 93150 0 0 D GENERAL DYNAMICS COMMON 369550108 3241 58850 SHS ****SOLE 58850 0 0 D GENERAL ELECTRIC COMMON 369604103 100911 3957297 SHS ****SOLE 3919317 188 37792 D GENERAL GROWTH PROPERTIES REIT 370021107 28577 529700 SHS ****SOLE 529700 0 0 D GENERAL MILLS COMMON 370334104 80300 1762883 SHS ****SOLE 1733257 53 29573 D GENERAL MOTORS COMMON 370442105 72533 2157440 SHS ****SOLE 2139128 62 18250 D GENERAL MOTORS - CLASS H COMMON 370442832 3945 352200 SHS ****SOLE 352200 0 0 D GENESCO COMMON 371532102 2978 209400 SHS ****SOLE 209400 0 0 D GENESEE & WYOMING - CL A COMMON 371559105 105 6800 SHS ****SOLE 6800 0 0 D GENESIS MICROCHIP COMMON 37184C103 142 11400 SHS ****SOLE 11400 0 0 D GENTEX COMMON 371901109 65687 2581734 SHS ****SOLE 2572662 0 9072 D GENLYTE GROUP COMMON 372302109 222 6700 SHS ****SOLE 6700 0 0 D GENUINE PARTS COMMON 372460105 2 50 SHS ****SOLE 50 0 0 D GEORGIA PACIFIC COMMON 373298108 16 1161 SHS ****SOLE 1160 0 1 D GETTY IMAGES COMMON 374276103 40404 1471360 SHS ****SOLE 1465678 0 5682 D GIBRALTAR STEEL COMMON 37476F103 4134 221800 SHS ****SOLE 221800 0 0 D GILEAD SCIENCES COMMON 375558103 13119 312438 SHS ****SOLE 311936 0 502 D GILLETTE COMMON 375766102 87617 2831850 SHS ****SOLE 2831850 0 0 D GLADSTONE CAPITAL CORP COMMON 376535100 2452 152500 SHS ****SOLE 152500 0 0 D GLAXOSMITHKLINE PLC - ADS ADR 37733W105 38933 1106356 SHS ****SOLE 1044478 1149 60729 D GLIMCHER REALTY TRUST REIT 379302102 227 11800 SHS ****SOLE 11800 0 0 D GOLD BANCORATION COMMON 379907108 171 21400 SHS ****SOLE 21400 0 0 D GOLDEN WEST FINANCIAL COMMON 381317106 637 8850 SHS ****SOLE 8850 0 0 D GOLDMAN SACHS GROUP COMMON 38141G104 110761 1626914 SHS ****SOLE 1613680 51 13183 D GOODY'S FAMILY CLOTHING COMMON 382588101 1799 446300 SHS ****SOLE 446300 0 0 D GRAINGER (W.W.) COMMON 384802104 4 100 SHS ****SOLE 100 0 0 D GRANITE CONSTRUCTION COMMON 387328107 3508 223450 SHS ****SOLE 223450 0 0 D GRAY TELEVISION - CL B COMMON 389375106 32904 3655932 SHS ****SOLE 3643882 0 12050 D GREAT PLAINS ENERGY COMMON 391164100 255 10700 SHS ****SOLE 10700 0 0 D GREENPOINT FINANCIAL COMMON 395384100 506 11300 SHS ****SOLE 11300 0 0 D GREY GLOBAL GROUP COMMON 39787M108 247 400 SHS ****SOLE 400 0 0 D GREY WOLF COMMON 397888108 4274 1084700 SHS ****SOLE 1084700 0 0 D GRIFFON COMMON 398433102 9229 715410 SHS ****SOLE 715410 0 0 D GROUP 1 AUTOMOTIVE COMMON 398905109 12917 603600 SHS ****SOLE 603600 0 0 D GTECH HOLDINGS COMMON 400518106 157 4800 SHS ****SOLE 4800 0 0 D GUIDANT COMMON 401698105 3711 102500 SHS ****SOLE 102500 0 0 D HCA COMMON 404119109 10400 251450 SHS ****SOLE 246682 107 4661 D HCC INSURANCE HOLDINGS COMMON 404132102 57133 2235267 SHS ****SOLE 2230260 0 5007 D HRPT PROPERTIES TRUST REIT 40426W101 129 15200 SHS ****SOLE 15200 0 0 D HAEMONETICS COMMON 405024100 44 2000 SHS ****SOLE 2000 0 0 D HALLIBURTON COMMON 406216101 964 46500 SHS ****SOLE 46500 0 0 D JOHN HANCOCK FINANCIAL SERVICE COMMON 41014S106 80468 2896628 SHS ****SOLE 2867157 52 29419 D HANDLEMAN COMMON 410252100 5992 407600 SHS ****SOLE 407600 0 0 D HARLEY-DAVIDSON COMMON 412822108 3451 86900 SHS ****SOLE 86900 0 0 D HARLEYSVILLE GROUP COMMON 412824104 6442 258200 SHS ****SOLE 258200 0 0 D HARRIS COMMON 413875105 689 24800 SHS ****SOLE 24800 0 0 D HARSCO COMMON 415864107 5567 182600 SHS ****SOLE 182600 0 0 D HARTFORD FIN'L SERVICES GROUP COMMON 416515104 2 50 SHS ****SOLE 50 0 0 D HEALTHCARE REALTY TRUST REIT 421946104 220 9000 SHS ****SOLE 9000 0 0 D HEALTH CARE REIT REIT 42217K106 238 9100 SHS ****SOLE 9100 0 0 D HEALTH NET COMMON 42222G108 51 1900 SHS ****SOLE 1900 0 0 D HEALTHTRONICS SURGICAL SERVICE COMMON 42222L107 105 12800 SHS ****SOLE 12800 0 0 D HEARST-ARGYLE TELEVISION COMMON 422317107 2 100 SHS ****SOLE 100 0 0 D HEARTLAND EXPRESS COMMON 422347104 2351 122578 SHS ****SOLE 122578 0 0 D HEINZ H J COMMON 423074103 2895 99150 SHS ****SOLE 99150 0 0 D HENRY (JACK) & ASSOCIATES COMMON 426281101 42389 4002712 SHS ****SOLE 3989611 0 13101 D HERLEY INDUSTRIES COMMON 427398102 4928 286700 SHS ****SOLE 286700 0 0 D HERSHEY FOODS COMMON 427866108 3 50 SHS ****SOLE 50 0 0 D HEWLETT PACKARD COMMON 428236103 7990 513829 SHS ****SOLE 513829 0 0 D HIBBETT SPORTING GOODS COMMON 428565105 2986 120750 SHS ****SOLE 120750 0 0 D HIBERNIA - CLASS A COMMON 428656102 276 16300 SHS ****SOLE 16300 0 0 D HIGHWOODS PROPERTIES REIT 431284108 2 100 SHS ****SOLE 100 0 0 D HILB, ROGAL & HAMILTON COMMON 431294107 20516 656734 SHS ****SOLE 653732 0 3002 D HILLENBRAND INDUSTRIES COMMON 431573104 2302 45150 SHS ****SOLE 45150 0 0 D HILTON HOTELS COMMON 432848109 16054 1382800 SHS ****SOLE 1382800 0 0 D HILTON HOTELS CONVBD 432848AL3 265 275000 PRN ****SOLE 275000 0 0 D HITACHI LTD -ADR ADR 433578507 22460 638977 SHS ****SOLE 604190 622 34165 D HOLLINGER INTERNATIONAL COMMON 435569108 138 17500 SHS ****SOLE 17500 0 0 D HOME DEPOT COMMON 437076102 11418 468725 SHS ****SOLE 468725 0 0 D HONEYWELL INTERNATIONAL COMMON 438516106 74089 3468565 SHS ****SOLE 3431636 103 36826 D HOOPER HOLMES COMMON 439104100 68 13500 SHS ****SOLE 13500 0 0 D HOST MARRIOTT REIT 44107P104 10703 1546610 SHS ****SOLE 1545284 0 1326 D HOVNANIAN ENTERPRISES-A COMMON 442487203 149 4300 SHS ****SOLE 4300 0 0 D HUB INTERNATIONAL COMMON 44332P101 766 56900 SHS ****SOLE 56900 0 0 D HUDSON CITY BANCORP COMMON 443683107 61 3000 SHS ****SOLE 3000 0 0 D HUDSON UNITED BANCORP COMMON 444165104 52 1700 SHS ****SOLE 1700 0 0 D HUGHES SUPPLY COMMON 444482103 133 5700 SHS ****SOLE 5700 0 0 D HUMANA COMMON 444859102 5223 544100 SHS ****SOLE 544100 0 0 D ICT GROUP COMMON 44929Y101 65 6700 SHS ****SOLE 6700 0 0 D IDEC PHARMACEUTICALS COMMON 449370105 6140 178551 SHS ****SOLE 178250 0 301 D IMC GLOBAL COMMON 449669100 2191 227800 SHS ****SOLE 227800 0 0 D IMS HEALTH COMMON 449934108 282 18075 SHS ****SOLE 18075 0 0 D ITT EDUCATIONAL SERVICES COMMON 45068B109 179 6400 SHS ****SOLE 6400 0 0 D ICON - ADR ADR 45103T107 292 12266 SHS ****SOLE 12266 0 0 D ICICI BANK LIMITED - ADR ADR 45104G104 2631 417563 SHS ****SOLE 417563 0 0 D IDEXX LABORATORIES COMMON 45168D104 311 8900 SHS ****SOLE 8900 0 0 D IKON OFFICE SOLUTIONS COMMON 451713101 2 300 SHS ****SOLE 300 0 0 D ILLINOIS TOOL WORKS COMMON 452308109 19 325 SHS ****SOLE 325 0 0 D IMATION COMMON 45245A107 164 4400 SHS ****SOLE 4400 0 0 D IMCLONE SYSTEMS COMMON 45245W109 83 5000 SHS ****SOLE 5000 0 0 D IMMUNOGEN COMMON 45253H101 56 24000 SHS ****SOLE 24000 0 0 D IMPATH COMMON 45255G101 80 5900 SHS ****SOLE 5900 0 0 D INAMED CORP COMMON 453235103 64 1800 SHS ****SOLE 1800 0 0 D INDEPENDENCE COMMUNITY BANK COMMON 453414104 37 1400 SHS ****SOLE 1400 0 0 D INDYMAC MORTGAGE HOLDINGS COMMON 456607100 35437 1821925 SHS ****SOLE 1819032 0 2893 D INFOCUS COMMON 45665B106 29 5800 SHS ****SOLE 5800 0 0 D INFORTE COMMON 45677R107 107 18100 SHS ****SOLE 18100 0 0 D ING GROEP NV - ADR ADR 456837103 17721 1518560 SHS ****SOLE 1436010 1619 80931 D INSPIRE PHARMACEUTICALS COMMON 457733103 30867 1969841 SHS ****SOLE 1969841 0 0 D INTEGRAL SYSTEMS /MD COMMON 45810H107 3926 185200 SHS ****SOLE 185200 0 0 D INTEGRATED ELECTRICAL SERVICES COMMON 45811E103 149 35000 SHS ****SOLE 35000 0 0 D INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 22423 1033336 SHS ****SOLE 1028285 0 5051 D INTEL COMMON 458140100 117824 7237325 SHS ****SOLE 7237325 0 0 D INTL BUSINESS MACHINES COMMON 459200101 102187 1302906 SHS ****SOLE 1284306 99 18501 D INTERNATIONAL MULTIFOODS COMMON 460043102 5384 278700 SHS ****SOLE 278700 0 0 D INTERNATIONAL PAPER COMMON 460146103 97254 2877333 SHS ****SOLE 2848176 53 29104 D INTERNATIONAL RECTIFIER COMMON 460254105 4024 204600 SHS ****SOLE 204600 0 0 D INTERNET SECURITY SYSTEMS COMMON 46060X107 106 10700 SHS ****SOLE 10700 0 0 D INTERPOOL COMMON 46062R108 223 16600 SHS ****SOLE 16600 0 0 D INTERSIL HOLDINGS COMMON 46069S109 394 25300 SHS ****SOLE 25300 0 0 D INTERSTATE BAKERIES COMMON 46072H108 90 8600 SHS ****SOLE 8600 0 0 D INTRABIOTICS PHARMACEUTICALS COMMON 46116T100 295 1406600 SHS ****SOLE 1406600 0 0 D INTUIT COMMON 461202103 5038 135425 SHS ****SOLE 135425 0 0 D INVISION TECHNOLOGIES COMMON 461851107 54 2400 SHS ****SOLE 2400 0 0 D INVESTORS FINANCIAL SERVICES COMMON 461915100 41 1700 SHS ****SOLE 1700 0 0 D IRWIN FINANCIAL COMMON 464119106 175 9000 SHS ****SOLE 9000 0 0 D IVAX COMMON 465823102 42 3400 SHS ****SOLE 3400 0 0 D JDS UNIPHASE COMMON 46612J101 795 278900 SHS ****SOLE 278900 0 0 D JDA SOFTWARE GROUP COMMON 46612K108 100 9900 SHS ****SOLE 9900 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 162659 6860362 SHS ****SOLE 6811022 188 49152 D J2 GLOBAL COMMUNICATIONS COMMON 46626E205 142 5000 SHS ****SOLE 5000 0 0 D JABIL CIRCUIT COMMON 466313103 404 23100 SHS ****SOLE 23100 0 0 D JACK IN THE BOX COMMON 466367109 5752 317600 SHS ****SOLE 317600 0 0 D JACOBS ENGINEERING GROUP COMMON 469814107 9452 225000 SHS ****SOLE 225000 0 0 D JEFFERIES GROUP (NEW) COMMON 472319102 194 5400 SHS ****SOLE 5400 0 0 D JOHNSON AND JOHNSON COMMON 478160104 37872 654440 SHS ****SOLE 654440 0 0 D JOHNSON CONTROLS COMMON 478366107 3473 47950 SHS ****SOLE 47950 0 0 D JONES LANG LASALLE COMMON 48020Q107 100 7300 SHS ****SOLE 7300 0 0 D JUNIPER NETWORKS COMMON 48203R104 464 56800 SHS ****SOLE 56800 0 0 D KLA-TENCOR COMMON 482480100 83 2300 SHS ****SOLE 2300 0 0 D KT CORP-SP ADR ADR 48268K101 3322 193494 SHS ****SOLE 193494 0 0 D KANSAS CITY LIFE INS CO COMMON 484836101 244 5700 SHS ****SOLE 5700 0 0 D KAYDON COMMON 486587108 5834 310000 SHS ****SOLE 310000 0 0 D KEANE COMMON 486665102 70 8600 SHS ****SOLE 8600 0 0 D KB HOME COMMON 48666K109 54237 1193329 SHS ****SOLE 1188605 43 4681 D KELLOGG COMPANY COMMON 487836108 55320 1804900 SHS ****SOLE 1804900 0 0 D KELLWOOD COMMON 488044108 203 7000 SHS ****SOLE 7000 0 0 D KELLY SERVICES COMMON 488152208 228 10600 SHS ****SOLE 10600 0 0 D KERR-MCGEE COMMON 492386107 104901 2583110 SHS ****SOLE 2563588 51 19471 D KEY ENERGY GROUP COMMON 492914106 254 25200 SHS ****SOLE 25200 0 0 D KEYCORP COMMON 493267108 5 200 SHS ****SOLE 200 0 0 D KEYSPAN COMMON 49337W100 464 14400 SHS ****SOLE 14400 0 0 D KEYSTONE PROPERTY TRUST REIT 493596100 19494 1133400 SHS ****SOLE 1133400 0 0 D KIMBERLY - CLARK COMMON 494368103 70514 1551121 SHS ****SOLE 1528267 56 22798 D KING PHARMACEUTICALS COMMON 495582108 31 2600 SHS ****SOLE 2600 0 0 D KIRBY COMMON 497266106 5289 215000 SHS ****SOLE 215000 0 0 D KIRKLAND'S COMMON 497498105 125 10000 SHS ****SOLE 10000 0 0 D KNIGHT-RIDDER COMMON 499040103 3 50 SHS ****SOLE 50 0 0 D KNIGHT TRANSPORTATION COMMON 499064103 1653 83950 SHS ****SOLE 83950 0 0 D KOHLS COMMON 500255104 73512 1299260 SHS ****SOLE 1298719 20 521 D PHILIPS ELECTRONICS - NY SHARE NYSHRS 500472303 244 15625 SHS ****SOLE 15625 0 0 D KRAFT FOODS - CL A COMMON 50075N104 39435 1398400 SHS ****SOLE 1398400 0 0 D KRISPY KREME DOUGHNUTS COMMON 501014104 83669 2471031 SHS ****SOLE 2464620 0 6411 D KROGER COMMON 501044101 183 13900 SHS ****SOLE 13900 0 0 D KRONOS COMMON 501052104 133 3800 SHS ****SOLE 3800 0 0 D KULICKE & SOFFA INDUSTRIES COMMON 501242101 49 10400 SHS ****SOLE 10400 0 0 D L-3 COMMUNICATIONS COMMON 502424104 12196 303612 SHS ****SOLE 303223 0 389 D LA-Z-BOY COMMON 505336107 3774 218400 SHS ****SOLE 218400 0 0 D LABONE COMMON 50540L105 164 8500 SHS ****SOLE 8500 0 0 D LAM RESEARCH COMMON 512807108 223 19600 SHS ****SOLE 19600 0 0 D LAMAR ADVERTISING COMMON 512815101 8816 300400 SHS ****SOLE 299884 0 516 D LANDRY'S SEAFOOD RESTAURANTS COMMON 51508L103 9401 559600 SHS ****SOLE 559600 0 0 D LANDSTAR SYSTEMS COMMON 515098101 224 3900 SHS ****SOLE 3900 0 0 D LASALLE HOTEL PROPERTIES REIT 517942108 13305 1113400 SHS ****SOLE 1113400 0 0 D ESTEE LAUDER CLASS A COMMON 518439104 710 23400 SHS ****SOLE 23400 0 0 D LAWSON SOFTWARE COMMON 520780107 3399 732500 SHS ****SOLE 732500 0 0 D LEAR COMMON 521865105 5698 161200 SHS ****SOLE 161200 0 0 D LEGATO SYSTEMS COMMON 524651106 81 15800 SHS ****SOLE 15800 0 0 D LEGG MASON COMMON 524901105 5 100 SHS ****SOLE 100 0 0 D LEHMAN BROTHERS HOLDINGS COMMON 524908100 19092 330609 SHS ****SOLE 330370 0 239 D LENNAR - CLASS A COMMON 526057104 16184 302221 SHS ****SOLE 301988 0 233 D LENNOX INTERNATIONAL COMMON 526107107 49 3400 SHS ****SOLE 3400 0 0 D LEXMARK INTERNATIONAL COMMON 529771107 214 3200 SHS ****SOLE 3200 0 0 D LIBBEY COMMON 529898108 81 3300 SHS ****SOLE 3300 0 0 D LIBERTY MEDIA - CLASS A COMMON 530718105 856 87950 SHS ****SOLE 87950 0 0 D LIBERTY PROPERTY TRUST REIT 531172104 16645 531805 SHS ****SOLE 531805 0 0 D ELI LILLY COMMON 532457108 6867 120165 SHS ****SOLE 120165 0 0 D LIMITED BRANDS COMMON 532716107 70564 5482768 SHS ****SOLE 5408904 334 73530 D LIN TV - CL A COMMON 532774106 58610 2857648 SHS ****SOLE 2848900 0 8748 D LINCOLN ELECTRIC HOLDINGS COMMON 533900106 99 5500 SHS ****SOLE 5500 0 0 D LINEAR TECHNOLOGY COMMON 535678106 36966 1197442 SHS ****SOLE 1196749 0 693 D LINENS 'N THINGS COMMON 535679104 140 6900 SHS ****SOLE 6900 0 0 D LLOYDS TSB GROUP PLC- ADR ADR 539439109 30379 1460538 SHS ****SOLE 1382863 1551 76124 D LOCAL FINANCIAL COMMON 539553107 141 9800 SHS ****SOLE 9800 0 0 D LOEWS COMMON 540424108 36 900 SHS ****SOLE 900 0 0 D LOUISIANA-PACIFIC COMMON 546347105 190 24000 SHS ****SOLE 24000 0 0 D LOWE'S COMPANIES COMMON 548661107 26517 649600 SHS ****SOLE 649600 0 0 D LUBRIZOL COMMON 549271104 2050 68300 SHS ****SOLE 68300 0 0 D MAF BANCORP COMMON 55261R108 165 4900 SHS ****SOLE 4900 0 0 D MBIA COMMON 55262C100 270 7000 SHS ****SOLE 7000 0 0 D MBNA COMMON 55262L100 92326 6134625 SHS ****SOLE 6134625 0 0 D MDC HOLDINGS COMMON 552676108 187 4879 SHS ****SOLE 4879 0 0 D MGIC INVESTMENT COMMON 552848103 59147 1506150 SHS ****SOLE 1506150 0 0 D MGM GRAND COMMON 552953101 35 1200 SHS ****SOLE 1200 0 0 D MSC INDUSTRIAL DIRECT - CL A COMMON 553530106 31333 1959553 SHS ****SOLE 1949629 0 9924 D MACDERMID COMMON 554273102 6221 304200 SHS ****SOLE 304200 0 0 D MACERICH REIT 554382101 12932 408200 SHS ****SOLE 408200 0 0 D MACK-CALI REALTY REIT 554489104 5522 178300 SHS ****SOLE 178300 0 0 D STEVEN MADDEN COMMON 556269108 128 8200 SHS ****SOLE 8200 0 0 D MAGNUM HUNTER RESOURCES - WTO5 WAR 55972F138 20 84920 SHS ****SOLE 84920 0 0 D MAGNUM HUNTER RESOURCES COMMON 55972F203 3984 716600 SHS ****SOLE 716600 0 0 D MALAN REALITY INVESTORS CNV CONVBD 561063AA6 2303 2300000 PRN ****SOLE 0 0 2300000 D MANDALAY RESORTS GROUP COMMON 562567107 3 100 SHS ****SOLE 100 0 0 D MANHATTAN ASSOCIATES COMMON 562750109 512 29200 SHS ****SOLE 29200 0 0 D MANITOWOC COMMON 563571108 99 5900 SHS ****SOLE 5900 0 0 D MANPOWER COMMON 56418H100 16534 553345 SHS ****SOLE 552952 0 393 D MARATHON OIL COMMON 565849106 2174 90700 SHS ****SOLE 90700 0 0 D MARSH & MC LENNAN COMMON 571748102 113832 2670233 SHS ****SOLE 2646308 75 23850 D MARSHALL & ILSLEY COMMON 571834100 41 1600 SHS ****SOLE 1600 0 0 D MARRIOTT INTERNATIONAL-CL A COMMON 571903202 20030 629680 SHS ****SOLE 629322 0 358 D MASCO COMMON 574599106 8381 450100 SHS ****SOLE 450100 0 0 D MATSUSHITA ELECTRIC - ADR ADR 576879209 21029 2465274 SHS ****SOLE 2328087 2614 134573 D MATTEL COMMON 577081102 20057 891412 SHS ****SOLE 890682 0 730 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 838 23200 SHS ****SOLE 23200 0 0 D MAY DEPARTMENT STORES COMMON 577778103 10 525 SHS ****SOLE 525 0 0 D MAYTAG COMMON 578592107 13 700 SHS ****SOLE 700 0 0 D MCCORMICK AND COMPANY COMMON 579780206 2 100 SHS ****SOLE 100 0 0 D MCDATA COMMON 580031102 331 38000 SHS ****SOLE 38000 0 0 D MCDATA - CLASS A COMMON 580031201 1 101 SHS ****SOLE 101 0 0 D MC DONALDS COMMON 580135101 36039 2492330 SHS ****SOLE 2443238 90 49002 D MCGRATH RENTCORP COMMON 580589109 133 5900 SHS ****SOLE 5900 0 0 D THE MCGRAW-HILL COMPANIES COMMON 580645109 147 2650 SHS ****SOLE 2650 0 0 D MCKESSON COMMON 58155Q103 15014 602234 SHS ****SOLE 602234 0 0 D MEDAREX COMMON 583916101 29 9100 SHS ****SOLE 9100 0 0 D MEDCATH COMMON 58404W109 52 10000 SHS ****SOLE 10000 0 0 D MEDIACOM COMMUNICATIONS COMMON 58446K105 61029 6935066 SHS ****SOLE 6917732 0 17334 D MEDICINES COMPANY COMMON 584688105 1616 86700 SHS ****SOLE 86700 0 0 D MEDICIS PHARMACEUTICAL-CLASS A COMMON 584690309 38673 695684 SHS ****SOLE 693504 0 2180 D MEDIMMUNE COMMON 584699102 12017 366066 SHS ****SOLE 365672 0 394 D MEDTRONIC COMMON 585055106 15707 348124 SHS ****SOLE 348124 0 0 D MELLON FINANCIAL COMMON 58551A108 125472 5901748 SHS ****SOLE 5857799 188 43761 D THE MEN'S WEARHOUSE COMMON 587118100 124 8300 SHS ****SOLE 8300 0 0 D MENTOR/MINN COMMON 587188103 51 3000 SHS ****SOLE 3000 0 0 D MENTOR GRAPHICS COMMON 587200106 74 8300 SHS ****SOLE 8300 0 0 D MERCHANTS BANCSHARES COMMON 588448100 151 6200 SHS ****SOLE 6200 0 0 D MERCK & CO. COMMON 589331107 23393 427042 SHS ****SOLE 427042 0 0 D MERISTAR HOSPITALITY REIT 58984Y103 260 76100 SHS ****SOLE 76100 0 0 D MERITAGE COMMON 59001A102 144 4300 SHS ****SOLE 4300 0 0 D MERRILL LYNCH COMMON 590188108 7176 202706 SHS ****SOLE 202706 0 0 D METLIFE COMMON 59156R108 4242 160800 SHS ****SOLE 160800 0 0 D METRO-GOLDWYN-MAYER COMMON 591610100 2 150 SHS ****SOLE 150 0 0 D METTLER-TOLEDO INTERNATIONAL COMMON 592688105 52739 1770373 SHS ****SOLE 1763414 0 6959 D MICREL COMMON 594793101 33524 3636910 SHS ****SOLE 3625065 0 11845 D MICROSOFT COMMON 594918104 96582 3989356 SHS ****SOLE 3989356 0 0 D MICROCHIP TECHNOLOGY COMMON 595017104 2959 148700 SHS ****SOLE 148700 0 0 D MICRON TECHNOLOGY COMMON 595112103 1755 215600 SHS ****SOLE 215600 0 0 D MIDDLESEX WATER COMMON 596680108 149 6750 SHS ****SOLE 6750 0 0 D MILLENNIUM PHARMACEUTICALS COMMON 599902103 30 3800 SHS ****SOLE 3800 0 0 D MILLENIUM CHEMICALS COMMON 599903101 167 14300 SHS ****SOLE 14300 0 0 D MILLS REIT 601148109 7476 239600 SHS ****SOLE 239600 0 0 D MOBILE MINI COMMON 60740F105 174 10900 SHS ****SOLE 10900 0 0 D MONACO COACH COMMON 60886R103 83 8000 SHS ****SOLE 8000 0 0 D MONOLITHIC SYSTEM TECHNOLOGY COMMON 609842109 189 26900 SHS ****SOLE 26900 0 0 D MOODY'S INVESTORS SERVICES COMMON 615369105 18369 397339 SHS ****SOLE 397012 0 327 D MORGAN STANLEY COMMON 617446448 133590 3483430 SHS ****SOLE 3456874 80 26476 D MOTOROLA COMMON 620076109 124 15000 SHS ****SOLE 15000 0 0 D MOVIE GALLERY COMMON 624581104 3761 215900 SHS ****SOLE 215900 0 0 D MUELLER INDUSTRIES COMMON 624756102 3910 156600 SHS ****SOLE 156600 0 0 D MULTIMEDIA GAMES COMMON 625453105 138 7200 SHS ****SOLE 7200 0 0 D NBTY COMMON 628782104 44 2300 SHS ****SOLE 2300 0 0 D NCO GROUP COMMON 628858102 113 7800 SHS ****SOLE 7800 0 0 D NII HOLDINGS-CL B COMMON 62913F201 354 13832 SHS ****SOLE 13725 0 107 D NN COMMON 629337106 102 11600 SHS ****SOLE 11600 0 0 D NPS PHARMACEUTICALS COMMON 62936P103 3117 201600 SHS ****SOLE 201600 0 0 D NATIONAL AUSTRALIA BANK - ADR ADR 632525408 51009 531899 SHS ****SOLE 502031 534 29334 D NATIONAL CITY COMMON 635405103 880 31600 SHS ****SOLE 31600 0 0 D NATIONAL COMMERCE FINANCIAL COMMON 63545P104 380 16050 SHS ****SOLE 16050 0 0 D NATIONAL HEALTH INVESTORS REIT 63633D104 204 13300 SHS ****SOLE 13300 0 0 D NATIONAL SEMICONDUCTOR COMMON 637640103 2946 172900 SHS ****SOLE 172900 0 0 D NATIONWIDE FIN'L SERVICES-CL A COMMON 638612101 2136 87650 SHS ****SOLE 87650 0 0 D NATIONWIDE HEALTH PROPERTIES REIT 638620104 103 8000 SHS ****SOLE 8000 0 0 D NAUTILUS GROUP COMMON 63910B102 181 12700 SHS ****SOLE 12700 0 0 D NAVIGANT INTERNATIONAL COMMON 63935R108 112 10600 SHS ****SOLE 10600 0 0 D NEIMAN-MARCUS GROUP COMMON 640204202 58 2000 SHS ****SOLE 2000 0 0 D NEKTAR THERAPEUTICS COMMON 640268108 37443 5924533 SHS ****SOLE 5909120 0 15413 D NETWORK APPLIANCE COMMON 64120L104 16522 1476510 SHS ****SOLE 1475483 0 1027 D NEUROCRINE BIOSCIENCES COMMON 64125C109 60447 1448075 SHS ****SOLE 1442436 0 5639 D NEW YORK COMMUNITY BANCORP COMMON 649445103 45 1500 SHS ****SOLE 1500 0 0 D NEW YORK TIMES COMMON 650111107 108 2500 SHS ****SOLE 2500 0 0 D NEWELL RUBBERMAID COMMON 651229106 154361 5444860 SHS ****SOLE 5398765 125 45970 D NEWFIELD EXPLORATION COMMON 651290108 3 100 SHS ****SOLE 100 0 0 D NEWPORT CORP COMMON 651824104 157 13300 SHS ****SOLE 13300 0 0 D THE NEWS CORP LIMITED - ADR ADR 652487703 4 150 SHS ****SOLE 150 0 0 D NIKE COMMON 654106103 40826 793975 SHS ****SOLE 793975 0 0 D NOKIA - ADR ADR 654902204 810 57800 SHS ****SOLE 57800 0 0 D NOBLE ENERGY COMMON 655044105 372 10850 SHS ****SOLE 10850 0 0 D NORDSTROM COMMON 655664100 291 17975 SHS ****SOLE 17975 0 0 D NORTH FORK BANCOPORATION COMMON 659424105 8943 303693 SHS ****SOLE 303301 0 392 D NORTHERN TRUST COMMON 665859104 3 100 SHS ****SOLE 100 0 0 D NORTHROP COMMON 666807102 12621 147100 SHS ****SOLE 147100 0 0 D NOVARTIS - ADR ADR 66987V109 22 600 SHS ****SOLE 600 0 0 D NOVELL COMMON 670006105 81 37900 SHS ****SOLE 37900 0 0 D NOVELLUS SYSTEMS COMMON 670008101 15698 575656 SHS ****SOLE 575102 0 554 D NOVEN PHARMACEUTICALS COMMON 670009109 10891 771300 SHS ****SOLE 771300 0 0 D NUVEEN PREMIUM MUNI FUND 2 CE 67063W102 204 14105 SHS ****SOLE 0 0 14105 D NUVEEN INSD PREM MUNI II CE 6706D8104 784 54240 SHS ****SOLE 0 0 54240 D NUVEEN PREMIUM MUNI FUND 4 CE 6706K4105 298 23049 SHS ****SOLE 0 0 23049 D OSI PHARMACEUTICALS COMMON 671040103 42 2600 SHS ****SOLE 2600 0 0 D OAK TECHNOLOGY COMMON 671802106 58 16400 SHS ****SOLE 16400 0 0 D OAKLEY COMMON 673662102 3236 392200 SHS ****SOLE 392200 0 0 D OCCIDENTAL PETROLEUM COMMON 674599105 73417 2450500 SHS ****SOLE 2450500 0 0 D OCEAN ENERGY COMMON 67481E106 10446 522300 SHS ****SOLE 522300 0 0 D OCULAR SCIENCES COMMON 675744106 143 10300 SHS ****SOLE 10300 0 0 D ODYSSEY RE HOLDINGS COMMON 67612W108 43 2400 SHS ****SOLE 2400 0 0 D OFFICE DEPOT COMMON 676220106 2960 250225 SHS ****SOLE 250225 0 0 D OFFSHORE LOGISTICS COMMON 676255102 130 7200 SHS ****SOLE 7200 0 0 D OLD REPUBLIC INTERNATIONAL COMMON 680223104 2207 82505 SHS ****SOLE 82505 0 0 D OLIN COMMON 680665205 229 12600 SHS ****SOLE 12600 0 0 D OMNICARE COMMON 681904108 49 1800 SHS ****SOLE 1800 0 0 D OMNICOM GROUP COMMON 681919106 542 10000 SHS ****SOLE 10000 0 0 D ONEOK COMMON 682680103 875 47700 SHS ****SOLE 47700 0 0 D ORACLE COMMON 68389X105 112156 10337973 SHS ****SOLE 10249923 471 87579 D ORTHODONTIC CENTERS OF AMERICA COMMON 68750P103 32 6100 SHS ****SOLE 6100 0 0 D OTTER TAIL POWER COMMON 689648103 199 7700 SHS ****SOLE 7700 0 0 D OVERTURE SERVICES COMMON 69039R100 123 8100 SHS ****SOLE 8100 0 0 D OWENS & MINOR COMMON 690732102 5326 303500 SHS ****SOLE 303500 0 0 D P.A.M. TRANSPORTATION SERVICES COMMON 693149106 131 6000 SHS ****SOLE 6000 0 0 D PFF BANCORP COMMON 69331W104 173 5400 SHS ****SOLE 5400 0 0 D P.F.CHANG'S CHINA BISTRO COMMON 69333Y108 5798 156700 SHS ****SOLE 156700 0 0 D PMC-SIERRA COMMON 69344F106 434 73000 SHS ****SOLE 73000 0 0 D PNC FINANCIAL GROUP COMMON 693475105 8138 192025 SHS ****SOLE 192025 0 0 D POSCO - ADR ADR 693483109 30028 1524262 SHS ****SOLE 1474125 975 49162 D PNM RESOURCES COMMON 69349H107 5200 231200 SHS ****SOLE 231200 0 0 D PACIFICARE HEALTH SYSTEMS COMMON 695112102 106 4400 SHS ****SOLE 4400 0 0 D PACTIV COMMON 695257105 14901 734050 SHS ****SOLE 734050 0 0 D PAIN THERAPEUTICS COMMON 69562K100 4568 2671200 SHS ****SOLE 2671200 0 0 D PAN PACIFIC RETAIL PROPERTIES REIT 69806L104 22187 586180 SHS ****SOLE 586180 0 0 D PAPA JOHN'S INTERNATIONAL COMMON 698813102 195 7800 SHS ****SOLE 7800 0 0 D PATHMARK STORES COMMON 70322A101 120 17900 SHS ****SOLE 17900 0 0 D PAXSON COMMUNICATIONS COMMON 704231109 22 10000 SHS ****SOLE 10000 0 0 D PAYCHEX COMMON 704326107 192 7000 SHS ****SOLE 7000 0 0 D PEETS COFFEE & TEA COMMON 705560100 18000 1085625 SHS ****SOLE 1081277 0 4348 D J. C. PENNEY COMMON 708160106 3568 181650 SHS ****SOLE 181650 0 0 D PENTAIR COMMON 709631105 1324 37450 SHS ****SOLE 37450 0 0 D PEOPLES ENERGY COMMON 711030106 2 50 SHS ****SOLE 50 0 0 D PEOPLESOFT COMMON 712713106 436 28500 SHS ****SOLE 28500 0 0 D PEP BOYS COMMON 713278109 220 29000 SHS ****SOLE 29000 0 0 D PEPSI BOTTLING GROUP COMMON 713409100 31514 1757600 SHS ****SOLE 1757600 0 0 D PEPSICO COMMON 713448108 23181 579525 SHS ****SOLE 579525 0 0 D PERKINELMER COMMON 714046109 288 32375 SHS ****SOLE 32375 0 0 D PETROLEO BRASILEIRO SA - ADR ADR 71654V101 1694 123100 SHS ****SOLE 123100 0 0 D PETSMART COMMON 716768106 30072 2386712 SHS ****SOLE 2378545 0 8167 D PFIZER COMMON 717081103 100637 3229691 SHS ****SOLE 3229691 0 0 D PHARMACEUTICAL RESOURCES COMMON 717125108 7969 187600 SHS ****SOLE 187600 0 0 D PHARMACIA COMMON 71713U102 48273 1114854 SHS ****SOLE 1080551 86 34217 D PHILLIPS - VAN HEUSEN COMMON 718592108 4319 349700 SHS ****SOLE 349700 0 0 D PHOENIX COMPANIES COMMON 71902E109 1 200 SHS ****SOLE 200 0 0 D PHOTRONICS COMMON 719405102 2657 223500 SHS ****SOLE 223500 0 0 D PIER 1 IMPORTS COMMON 720279108 62 3900 SHS ****SOLE 3900 0 0 D PIONEER NATURAL RESOURCES COMMON 723787107 5 200 SHS ****SOLE 200 0 0 D PITNEY BOWES COMMON 724479100 35822 1122250 SHS ****SOLE 1122250 0 0 D PITTSTON BRINK'S GROUP COMMON 725701106 2355 169900 SHS ****SOLE 169900 0 0 D PLANTRONICS COMMON 727493108 174 11900 SHS ****SOLE 11900 0 0 D PLAYBOY ENTERPRISES COMMON 728117300 125 14700 SHS ****SOLE 14700 0 0 D POLO RALPH LAUREN COMMON 731572103 34 1500 SHS ****SOLE 1500 0 0 D POLYONE COMMON 73179P106 203 52100 SHS ****SOLE 52100 0 0 D POPULAR COMMON 733174106 3 100 SHS ****SOLE 100 0 0 D POTLATCH COMMON 737628107 132 6800 SHS ****SOLE 6800 0 0 D POWELL INDUSTRIES COMMON 739128106 198 14200 SHS ****SOLE 14200 0 0 D POWERWAVE TECHNOLOGIES COMMON 739363109 31 9100 SHS ****SOLE 9100 0 0 D PRAXAIR COMMON 74005P104 2312 41025 SHS ****SOLE 41025 0 0 D PRECISION CASTPARTS COMMON 740189105 41 1700 SHS ****SOLE 1700 0 0 D PRENTISS PROPERTIES TRUST REIT 740706106 26922 993435 SHS ****SOLE 993435 0 0 D T ROWE PRICE GROUP COMMON 74144T108 3 100 SHS ****SOLE 100 0 0 D PRIDE INTERNATIONAL COMMON 74153Q102 28872 2140310 SHS ****SOLE 2127541 0 12769 D PRIME MEDICAL SERVICES COMMON 74156D108 128 17300 SHS ****SOLE 17300 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 1031 38000 SHS ****SOLE 38000 0 0 D PRIORITY HEALTHCARE - CLASS B COMMON 74264T102 32845 1232468 SHS ****SOLE 1225947 0 6521 D PROCTER & GAMBLE COMMON 742718109 27474 308523 SHS ****SOLE 308523 0 0 D PROGRESS SOFTWARE COMMON 743312100 169 9400 SHS ****SOLE 9400 0 0 D PROGRESSIVE COMMON 743315103 2218 37400 SHS ****SOLE 37400 0 0 D PROLOGIS REIT 743410102 37832 1494165 SHS ****SOLE 1494165 0 0 D PROQUEST COMMON 74346P102 174 8400 SHS ****SOLE 8400 0 0 D PROTECTIVE LIFE COMMON 743674103 36 1250 SHS ****SOLE 1250 0 0 D PROTEINDESIGN LABS COMMON 74369L103 25705 3469553 SHS ****SOLE 3459888 0 9665 D PROVIDENT BANKSHARES COMMON 743859100 195 8431 SHS ****SOLE 8431 0 0 D PROVIDENT FINANCIAL GROUP COMMON 743866105 257 12100 SHS ****SOLE 12100 0 0 D PROVINCE HEALTHCARE COMMON 743977100 23 2600 SHS ****SOLE 2600 0 0 D PRUDENTIAL FINANCIAL COMMON 744320102 2355 80500 SHS ****SOLE 80500 0 0 D PUBLIC SERVICE ENTERPRISE GRP COMMON 744573106 19405 528900 SHS ****SOLE 528900 0 0 D PUGET ENERGY COMMON 745310102 4 200 SHS ****SOLE 200 0 0 D QLOGIC COMMON 747277101 453 12200 SHS ****SOLE 12200 0 0 D QUALCOMM COMMON 747525103 4992 138525 SHS ****SOLE 138525 0 0 D QUANTUM - DLT & STORAGE COMMON 747906204 90 24800 SHS ****SOLE 24800 0 0 D QUEST DIAGNOSTICS COMMON 74834L100 585 9800 SHS ****SOLE 9800 0 0 D QUEST SOFTWARE COMMON 74834T103 35082 3898055 SHS ****SOLE 3888311 0 9744 D QUESTAR COMMON 748356102 347 11725 SHS ****SOLE 11725 0 0 D QUIKSILVER COMMON 74838C106 156 5100 SHS ****SOLE 5100 0 0 D R & G FINANCIAL COMMON 749136107 2664 121100 SHS ****SOLE 121100 0 0 D RLI COMMON 749607107 3302 122900 SHS ****SOLE 122900 0 0 D RPM INTERNATIONAL COMMON 749685103 1328 126500 SHS ****SOLE 126500 0 0 D RACING CHAMPIONS COMMON 750069106 118 7700 SHS ****SOLE 7700 0 0 D RADIO ONE COMMON 75040P108 26726 2018600 SHS ****SOLE 2018600 0 0 D RALCORP HOLDINGS COMMON 751028101 305 11700 SHS ****SOLE 11700 0 0 D RAMCO-GERSHENSON PROPERTIES REIT 751452202 15897 723600 SHS ****SOLE 723600 0 0 D RARE HOSPITALITY INTL COMMON 753820109 9518 341900 SHS ****SOLE 341900 0 0 D RAYMOND JAMES FINANCIAL COMMON 754730109 4 150 SHS ****SOLE 150 0 0 D RAYTHEON COMMON 755111507 63991 2255600 SHS ****SOLE 2255600 0 0 D RECKSON ASSOCIATES REALTY REIT 75621K106 25061 1333020 SHS ****SOLE 1333020 0 0 D RECKSON ASSOC 7.625% CNV PFD CONVPF 75621K205 291 12300 SHS ****SOLE 12300 0 0 D RECKSON ASSOC REALTY - CLASS B REIT 75621K304 416 21520 SHS ****SOLE 21520 0 0 D REDWOOD TRUST COMMON 758075402 3136 96500 SHS ****SOLE 96500 0 0 D REEBOK INTERNATIONAL COMMON 758110100 46 1400 SHS ****SOLE 1400 0 0 D REED ELSEVIER NV - ADR COMMON 758204101 33108 1619727 SHS ****SOLE 1528515 1675 89537 D REGAL ENTERTAINMENT GROUP -A COMMON 758766109 2 100 SHS ****SOLE 100 0 0 D REGIS COMMON 758932107 105 4200 SHS ****SOLE 4200 0 0 D REGIONS FINANCIAL COMMON 758940100 2 50 SHS ****SOLE 50 0 0 D REHABCARE GROUP COMMON 759148109 27 1500 SHS ****SOLE 1500 0 0 D REINSURANCE GROUP OF AMERICA COMMON 759351109 42 1600 SHS ****SOLE 1600 0 0 D RENT A CENTER COMMON 76009N100 45936 838787 SHS ****SOLE 836347 22 2418 D REPUBLIC BANCORP COMMON 760282103 229 19400 SHS ****SOLE 19400 0 0 D REPUBLIC SERVICES - CLASS A COMMON 760759100 383 19325 SHS ****SOLE 19325 0 0 D RESOURCES CONNECTION COMMON 76122Q105 29995 1409554 SHS ****SOLE 1404220 0 5334 D RESPIRONICS COMMON 761230101 285 8300 SHS ****SOLE 8300 0 0 D RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 1460 45250 SHS ****SOLE 45250 0 0 D RIGGS NATL WASH D C COMMON 766570105 5223 364000 SHS ****SOLE 364000 0 0 D RIGHT MANAGEMENT CONSULTANTS COMMON 766573109 3972 305800 SHS ****SOLE 305800 0 0 D RIO TINTO - ADR ADR 767204100 34460 455227 SHS ****SOLE 429094 450 25683 D ROBERT HALF INTERNATIONAL COMMON 770323103 8571 643963 SHS ****SOLE 643068 0 895 D ROCKWELL AUTOMATION COMMON 773903109 31 1500 SHS ****SOLE 1500 0 0 D ROGERS COMMON 775133101 178 6000 SHS ****SOLE 6000 0 0 D ROHM & HAAS COMMON 775371107 13295 446439 SHS ****SOLE 418769 47 27623 D ROPER INDUSTRIES COMMON 776696106 14568 504947 SHS ****SOLE 503401 0 1546 D ROSS STORES COMMON 778296103 2268 62775 SHS ****SOLE 62775 0 0 D ROUSE REIT 779273101 21473 621500 SHS ****SOLE 621500 0 0 D ROWAN COMPANIES COMMON 779382100 14311 727900 SHS ****SOLE 727900 0 0 D ROXIO COMMON 780008108 109 17600 SHS ****SOLE 17600 0 0 D ROYAL DUTCH PETROLEUM-NY SHRS NYSHRS 780257804 89023 2184609 SHS ****SOLE 2129520 1004 54085 D RUBY TUESDAY COMMON 781182100 67 3300 SHS ****SOLE 3300 0 0 D RUSS BERRIE COMPANY COMMON 782233100 288 9000 SHS ****SOLE 9000 0 0 D RYANAIR HOLDINGS - ADR ADR 783513104 11815 284750 SHS ****SOLE 284313 0 437 D RYAN'S FAMILY STEAK HOUSES COMMON 783519101 38 3600 SHS ****SOLE 3600 0 0 D RYDER SYSTEM COMMON 783549108 2 100 SHS ****SOLE 100 0 0 D SBC COMMUNICATIONS COMMON 78387G103 87889 4381310 SHS ****SOLE 4344775 174 36361 D SEI COMMON 784117103 743 28350 SHS ****SOLE 28350 0 0 D SL GREEN REALTY REIT 78440X101 16003 523670 SHS ****SOLE 523670 0 0 D S & P 500 DEPOSITARY RECEIPT COMMON 78462F103 3449 40600 SHS ****SOLE 40600 0 0 D SPX COMMON 784635104 65 1900 SHS ****SOLE 1900 0 0 D S1 COMMON 78463B101 3188 622600 SHS ****SOLE 622600 0 0 D SAFECO COMMON 786429100 2745 78500 SHS ****SOLE 78500 0 0 D SAFEWAY COMMON 786514208 407 21525 SHS ****SOLE 21525 0 0 D THE ST JOE COMPANY COMMON 790148100 5198 191100 SHS ****SOLE 191100 0 0 D ST JUDE MEDICAL COMMON 790849103 3709 76073 SHS ****SOLE 75889 0 184 D SAKS COMMON 79377W108 1241 161325 SHS ****SOLE 161325 0 0 D SANDERSON FARMS COMMON 800013104 140 7300 SHS ****SOLE 7300 0 0 D SANDISK COMMON 80004C101 249 14800 SHS ****SOLE 14800 0 0 D SAP - ADR ADR 803054204 379 20000 SHS ****SOLE 20000 0 0 D SASOL - ADR ADR 803866300 27736 2456652 SHS ****SOLE 2320688 2485 133479 D SCHERING PLOUGH COMMON 806605101 62496 3505085 SHS ****SOLE 3467097 146 37842 D SCHLUMBERGER LTD. COMMON 806857108 27710 729010 SHS ****SOLE 701106 47 27857 D SCHOLASTIC COMMON 807066105 207 7700 SHS ****SOLE 7700 0 0 D SCHOOL SPECIALTY COMMON 807863105 91 5100 SHS ****SOLE 5100 0 0 D SCHWAB (CHARLES) COMMON 808513105 84 11700 SHS ****SOLE 11700 0 0 D SCHWEITZER-MAUDUIT INTL COMMON 808541106 122 5400 SHS ****SOLE 5400 0 0 D SCIENTIFIC-ATLANTA COMMON 808655104 40 2900 SHS ****SOLE 2900 0 0 D SCIOS COMMON 808905103 22293 505968 SHS ****SOLE 503606 0 2362 D E.W. SCRIPPS COMMON 811054204 8023 105930 SHS ****SOLE 105793 0 137 D SCS TRANSPORTATION COMMON 81111T102 1299 122750 SHS ****SOLE 122750 0 0 D SEACOAST FINANCIAL SERVICES COMMON 81170Q106 184 10100 SHS ****SOLE 10100 0 0 D SEARS, ROEBUCK COMMON 812387108 10542 436537 SHS ****SOLE 398494 70 37973 D SENIOR HOUSING PROPERTIES TRST REIT 81721M109 149 12900 SHS ****SOLE 12900 0 0 D SENSIENT TECHNOLOGIES COMMON 81725T100 272 13600 SHS ****SOLE 13600 0 0 D SEPRACOR COMMON 817315104 96 7100 SHS ****SOLE 7100 0 0 D SEQUA -CL A COMMON 817320104 137 4000 SHS ****SOLE 4000 0 0 D SERVICE CORP INTERNATIONAL COMMON 817565104 98 35400 SHS ****SOLE 35400 0 0 D SERVICEMASTER COMMON 81760N109 35588 3558825 SHS ****SOLE 3558825 0 0 D SHIRE PHARMACEUTICALS - ADR ADR 82481R106 139 7500 SHS ****SOLE 7500 0 0 D SHOE CARNIVAL COMMON 824889109 2654 174400 SHS ****SOLE 174400 0 0 D SHOPKO STORES COMMON 824911101 162 13900 SHS ****SOLE 13900 0 0 D SHURGARD STORAGE CENTERS-A REIT 82567D104 134 4300 SHS ****SOLE 4300 0 0 D SIEBEL SYSTEMS COMMON 826170102 235 29300 SHS ****SOLE 29300 0 0 D SIGMA-ALDRICH COMMON 826552101 2342 52650 SHS ****SOLE 52650 0 0 D SILICON LABORATORIES COMMON 826919102 303 11600 SHS ****SOLE 11600 0 0 D SIMON PROPERTY GROUP REIT 828806109 37027 1033420 SHS ****SOLE 1033420 0 0 D SINCLAIR BROADCASTING GROUP COMMON 829226109 69 8800 SHS ****SOLE 8800 0 0 D SIX CONTINENTS - ADR ADR 830018107 44514 4560796 SHS ****SOLE 4333434 4854 222508 D SKECHERS USA - CLASS A COMMON 830566105 117 18000 SHS ****SOLE 18000 0 0 D SKY FINANCIAL GROUP COMMON 83080P103 39 2000 SHS ****SOLE 2000 0 0 D SKYWORKS SOLUTIONS COMMON 83088M102 1731 277900 SHS ****SOLE 277900 0 0 D A. O. SMITH COMMON 831865209 5369 200350 SHS ****SOLE 200350 0 0 D SMITH INTERNATIONAL COMMON 832110100 306 8675 SHS ****SOLE 8675 0 0 D JM SMUCKER COMMON 832696405 106 3032 SHS ****SOLE 3032 0 0 D SNAP-ON COMMON 833034101 2 100 SHS ****SOLE 100 0 0 D SOLA INTERNATIONAL COMMON 834092108 162 13100 SHS ****SOLE 13100 0 0 D SONIC COMMON 835451105 94310 3704238 SHS ****SOLE 3689637 0 14601 D SONOCO PRODUCTS COMMON 835495102 1912 91375 SHS ****SOLE 91375 0 0 D SONY - ADR ADR 835699307 292 8300 SHS ****SOLE 8300 0 0 D SOUTH FINANCIAL GROUP COMMON 837841105 2507 115800 SHS ****SOLE 115800 0 0 D SOUTHTRUST COMMON 844730101 5 200 SHS ****SOLE 200 0 0 D SOUTHWEST AIRLINES COMMON 844741108 1386 96500 SHS ****SOLE 96500 0 0 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 12003 399700 SHS ****SOLE 399700 0 0 D SOUTHWEST GAS COMMON 844895102 6150 302200 SHS ****SOLE 302200 0 0 D SOVEREIGN BANCORP COMMON 845905108 23031 1662900 SHS ****SOLE 1662900 0 0 D SOVEREIGN CAP 7.50% CNV PFD CONVPF 845905306 1387 18000 SHS ****SOLE 5000 0 13000 D SPARTECH COMMON 847220209 3620 187200 SHS ****SOLE 187200 0 0 D SPECTRALINK COMMON 847580107 145 19800 SHS ****SOLE 19800 0 0 D SPORTS AUTHORITY COMMON 849176102 1847 264600 SHS ****SOLE 264600 0 0 D SPRINT COMMON 852061100 6 500 SHS ****SOLE 500 0 0 D STANDARD MICROSYSTEMS COMMON 853626109 135 8900 SHS ****SOLE 8900 0 0 D STANDARD PACIFIC COMMON 85375C101 186 7300 SHS ****SOLE 7300 0 0 D STAPLES COMMON 855030102 30245 1650038 SHS ****SOLE 1648892 0 1146 D STARBUCKS COMMON 855244109 9668 375300 SHS ****SOLE 375300 0 0 D STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 50123 2106908 SHS ****SOLE 2075667 53 31188 D STATEN ISLAND BANCORP COMMON 857550107 194 13000 SHS ****SOLE 13000 0 0 D STERLING BANCSHARES/TX COMMON 858907108 234 19700 SHS ****SOLE 19700 0 0 D STERIS COMMON 859152100 2298 87850 SHS ****SOLE 87850 0 0 D STERLING FINANCIAL / SPOKANE COMMON 859319105 2579 121530 SHS ****SOLE 121530 0 0 D STEWARD & STEVENS COMMON 860342104 191 17500 SHS ****SOLE 17500 0 0 D STEWART INFORMATION SERVICES COMMON 860372101 2156 92900 SHS ****SOLE 92900 0 0 D STONE ENERGY COMMON 861642106 165 4900 SHS ****SOLE 4900 0 0 D STORAGE TECHNOLOGY COMMON 862111200 4628 228900 SHS ****SOLE 228900 0 0 D STRATTEC SECURITY COMMON 863111100 97 2200 SHS ****SOLE 2200 0 0 D STRIDE RITE COMMON 863314100 133 15600 SHS ****SOLE 15600 0 0 D STRYKER COMMON 863667101 995 14500 SHS ****SOLE 14500 0 0 D SUN COMMUNITIES REIT 866674104 10869 303600 SHS ****SOLE 303600 0 0 D SUN MICROSYSTEMS COMMON 866810104 12 3800 SHS ****SOLE 3800 0 0 D SUNTRUST BANKS COMMON 867914103 5 100 SHS ****SOLE 100 0 0 D SUPERVALU COMMON 868536103 2 150 SHS ****SOLE 150 0 0 D SWIFT TRANSPORTATION CO COMMON 870756103 16080 1005000 SHS ****SOLE 1005000 0 0 D SYBASE COMMON 871130100 189 14600 SHS ****SOLE 14600 0 0 D SYMANTEC COMMON 871503108 2366 60400 SHS ****SOLE 60400 0 0 D SYMBOL TECHNOLOGIES COMMON 871508107 3296 382850 SHS ****SOLE 382850 0 0 D SYSCO COMMON 871829107 46451 1825900 SHS ****SOLE 1825900 0 0 D TCF FINANCIAL COMMON 872275102 24280 606380 SHS ****SOLE 605952 0 428 D TXU COMMON 873168108 1574 88200 SHS ****SOLE 88200 0 0 D TAKE-TWO INTERACTIVE SOFTWRE COMMON 874054109 5800 259500 SHS ****SOLE 259500 0 0 D TANOX BIOSYSTEMS COMMON 87588Q109 1766 136400 SHS ****SOLE 136400 0 0 D TARGET COMMON 87612E106 31235 1067500 SHS ****SOLE 1067500 0 0 D TECH DATA COMMON 878237106 2 100 SHS ****SOLE 100 0 0 D TECHNE COMMON 878377100 83 4000 SHS ****SOLE 4000 0 0 D TECUMSEH PRODUCTS - CLASS A COMMON 878895200 213 5200 SHS ****SOLE 5200 0 0 D TEKELEC COMMON 879101103 31759 3658821 SHS ****SOLE 3648193 0 10628 D TELECOM NEW ZEALAND - ADR ADR 879278208 31350 1595448 SHS ****SOLE 1506881 1656 86911 D TELEDYNE TECHNOLOGIES COMMON 879360105 134 10600 SHS ****SOLE 10600 0 0 D TELEFLEX COMMON 879369106 367 10275 SHS ****SOLE 10275 0 0 D TELEFONICA - ADR ADR 879382208 32860 1171490 SHS ****SOLE 1105688 1194 64608 D TELEFONOS DE MEXICO - ADR ADR 879403780 2589 87100 SHS ****SOLE 87100 0 0 D TELLABS COMMON 879664100 83 14350 SHS ****SOLE 14350 0 0 D TELSTRA - ADR COMMON 87969N204 18584 1508471 SHS ****SOLE 1425047 1634 81790 D TENET HEALTHCARE COMMON 88033G100 2792 167200 SHS ****SOLE 167200 0 0 D TERADYNE COMMON 880770102 1113 95600 SHS ****SOLE 95600 0 0 D TERAYON COMMUNICATION SYSTEMS COMMON 880775101 53 30900 SHS ****SOLE 30900 0 0 D TEREX COMMON 880779103 3745 303002 SHS ****SOLE 303002 0 0 D TEVA PHARMACEUTICAL - ADR ADR 881624209 6779 162746 SHS ****SOLE 162506 0 240 D TETRA TECH COMMON 88162G103 4094 289500 SHS ****SOLE 289500 0 0 D TEXAS INDUSTRIES COMMON 882491103 2954 153600 SHS ****SOLE 153600 0 0 D TEXAS INSTRUMENTS COMMON 882508104 21977 1342541 SHS ****SOLE 1342541 0 0 D TEXTRON COMMON 883203101 769 28000 SHS ****SOLE 28000 0 0 D THERMO ELECTRON COMMON 883556102 47 2600 SHS ****SOLE 2600 0 0 D 3M COMMON 88579Y101 20368 156641 SHS ****SOLE 146921 23 9697 D TIDEWATER COMMON 886423102 1346 46875 SHS ****SOLE 46875 0 0 D TIMBERLAND - CLASS A COMMON 887100105 33 800 SHS ****SOLE 800 0 0 D TIMKEN COMMON 887389104 2 150 SHS ****SOLE 150 0 0 D TIVO COMMON 888706108 167 32600 SHS ****SOLE 32600 0 0 D TOO COMMON 890333107 21276 1280901 SHS ****SOLE 1276099 0 4802 D TOPPS COMMON 890786106 243 28700 SHS ****SOLE 28700 0 0 D TOTAL S.A. - ADR ADR 89151E109 39323 621499 SHS ****SOLE 586915 645 33939 D TOWER AUTOMOTIVE CNV CONVBD 891707AE1 188 210000 PRN ****SOLE 210000 0 0 D TOYOTA MOTOR - ADR ADR 892331307 19359 430662 SHS ****SOLE 407399 423 22840 D TRAVELERS PROPERTY CASUALTY -A COMMON 89420G109 5682 403233 SHS ****SOLE 403233 0 0 D TRAVELERS PROPERTY CASUALTY -B COMMON 89420G406 15 1093 SHS ****SOLE 1093 0 0 D TRIAD HOSPITALS COMMON 89579K109 17808 662000 SHS ****SOLE 662000 0 0 D TRIAD GUARANTY COMMON 895925105 192 5600 SHS ****SOLE 5600 0 0 D TRIBUNE COMMON 896047107 2253 50050 SHS ****SOLE 50050 0 0 D TRIMERIS COMMON 896263100 31811 772726 SHS ****SOLE 769248 0 3478 D TRIQUINT SEMICONDUCTOR COMMON 89674K103 104 36800 SHS ****SOLE 36800 0 0 D TUESDAY MORNING COMMON 899035505 8 400 SHS ****SOLE 400 0 0 D TUPPERWARE COMMON 899896104 196 14200 SHS ****SOLE 14200 0 0 D TYCO INTERNATIONAL COMMON 902124106 1721 133800 SHS ****SOLE 133800 0 0 D TYSON FOOD - CLASS A COMMON 902494103 29 3800 SHS ****SOLE 3800 0 0 D UGI COMMON 902681105 338 7400 SHS ****SOLE 7400 0 0 D US RESTAURANT PROPERTIES REIT 902971100 195 13800 SHS ****SOLE 13800 0 0 D US BANCORP COMMON 902973304 98130 5170182 SHS ****SOLE 5170182 0 0 D USA INTERACTIVE COMMON 902984103 3359 125375 SHS ****SOLE 125375 0 0 D ULTICOM COMMON 903844108 141 22000 SHS ****SOLE 22000 0 0 D UNION PACIFIC COMMON 907818108 2530 46000 SHS ****SOLE 46000 0 0 D UNION PLANTERS COMMON 908068109 32 1200 SHS ****SOLE 1200 0 0 D UNIONBANCAL COMMON 908906100 2 50 SHS ****SOLE 50 0 0 D UNITED DEFENSE INDUSTRIES COMMON 91018B104 113 5200 SHS ****SOLE 5200 0 0 D UNITED PARCEL SERVICE - CL B COMMON 911312106 14343 251625 SHS ****SOLE 251625 0 0 D UNITED RENTALS COMMON 911363109 7703 800700 SHS ****SOLE 800700 0 0 D UNITED STATIONERS COMMON 913004107 4099 192000 SHS ****SOLE 192000 0 0 D UNITED TECHNOLOGIES COMMON 913017109 4085 70700 SHS ****SOLE 70700 0 0 D UNITEDHEALTH GROUP COMMON 91324P102 4639 50600 SHS ****SOLE 50600 0 0 D UNIVERSAL COMPRESSION HLDGS COMMON 913431102 96 5500 SHS ****SOLE 5500 0 0 D UNIVERSAL COMMON 913456109 223 5900 SHS ****SOLE 5900 0 0 D UNIVERSAL FOREST PRODUCTS COMMON 913543104 1429 92200 SHS ****SOLE 92200 0 0 D UNOCAL COMMON 915289102 409 15550 SHS ****SOLE 15550 0 0 D UPM-KYMMENE OYJ - ADR ADR 915436109 29316 2212502 SHS ****SOLE 2088027 1345 123130 D USFREIGHTWAYS COMMON 916906100 154 6100 SHS ****SOLE 6100 0 0 D URBAN OUTFITTERS COMMON 917047102 3101 137800 SHS ****SOLE 137800 0 0 D UTSTARCOM COMMON 918076100 46 2300 SHS ****SOLE 2300 0 0 D V F COMMON 918204108 1968 52300 SHS ****SOLE 52300 0 0 D VALERO ENERGY COMMON 91913Y100 1138 27500 SHS ****SOLE 27500 0 0 D VARCO INTERNATIONAL COMMON 922122106 88 4800 SHS ****SOLE 4800 0 0 D VARIAN COMMON 922206107 2938 102500 SHS ****SOLE 102500 0 0 D VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 100 4900 SHS ****SOLE 4900 0 0 D VEECO INSTRUMENTS COMMON 922417100 5287 342400 SHS ****SOLE 342400 0 0 D VERIDIAN COMMON 92342R203 1889 94900 SHS ****SOLE 94900 0 0 D VERITAS SOFTWARE COMMON 923436109 7521 427750 SHS ****SOLE 427750 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 64894 1835769 SHS ****SOLE 1807453 48 28268 D VERINT SYSTEMS COMMON 92343X100 183 10800 SHS ****SOLE 10800 0 0 D VIACOM CLASS A COMMON 925524100 73 2000 SHS ****SOLE 2000 0 0 D VIACOM CLASS B COMMON 925524308 37335 1022325 SHS ****SOLE 1022325 0 0 D VIAD COMMON 92552R109 2 100 SHS ****SOLE 100 0 0 D VIASYS HEALTHCARE COMMON 92553Q209 83 5900 SHS ****SOLE 5900 0 0 D VIDESH SANCHAR NIGAM - ADR ADR 92659G600 1267 397047 SHS ****SOLE 397047 0 0 D VINTAGE PETROLEUM COMMON 927460105 109 11500 SHS ****SOLE 11500 0 0 D VISTEON COMMON 92839U107 2 300 SHS ****SOLE 300 0 0 D VITESSE SEMICONDUCTOR COMMON 928497106 49 23000 SHS ****SOLE 23000 0 0 D VORNADO REALTY TRUST REIT 929042109 16808 469500 SHS ****SOLE 469500 0 0 D VULCAN MATERIALS COMMON 929160109 2 50 SHS ****SOLE 50 0 0 D WFS FINANCIAL COMMON 92923B106 153 7900 SHS ****SOLE 7900 0 0 D WCI COMMUNITIES COMMON 92923C104 17389 1662400 SHS ****SOLE 1662400 0 0 D WACHOVIA COMMON 929903102 4511 132400 SHS ****SOLE 132400 0 0 D WAL MART STORES COMMON 931142103 64818 1245775 SHS ****SOLE 1245775 0 0 D WALGREEN COMMON 931422109 681 23100 SHS ****SOLE 23100 0 0 D WASHINGTON MUTUAL COMMON 939322103 6669 189075 SHS ****SOLE 189075 0 0 D WASTE MANAGEMENT COMMON 94106L109 5426 256200 SHS ****SOLE 256200 0 0 D WATSON WYATT & CO. COMMON 942712100 125 6200 SHS ****SOLE 6200 0 0 D WAUSAU-MOSINEE PAPER COMMON 943315101 4243 416000 SHS ****SOLE 416000 0 0 D WEBEX COMMUNICATIONS COMMON 94767L109 6595 637574 SHS ****SOLE 631161 0 6413 D WEBSENSE COMMON 947684106 125 8500 SHS ****SOLE 8500 0 0 D WEBSTER FINANCIAL COMMON 947890109 41081 1169754 SHS ****SOLE 1163341 0 6413 D WEIS MARKETS COMMON 948849104 2 50 SHS ****SOLE 50 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 19232 250575 SHS ****SOLE 250575 0 0 D WELLS FARGO COMMON 949746101 78764 1750685 SHS ****SOLE 1712037 106 38542 D WEST COAST BANCORP/OREGON COMMON 952145100 219 15400 SHS ****SOLE 15400 0 0 D WEST COMMON 952355105 32395 1831284 SHS ****SOLE 1822144 0 9140 D WESTERN DIGITAL COMMON 958102105 253 27900 SHS ****SOLE 27900 0 0 D WESTERN GAS RESOURCES COMMON 958259103 221 6800 SHS ****SOLE 6800 0 0 D WESTWOOD ONE COMMON 961815107 89130 2853076 SHS ****SOLE 2847010 0 6066 D WEYERHAEUSER COMMON 962166104 2296 48000 SHS ****SOLE 48000 0 0 D WHIRLPOOL COMMON 963320106 2 50 SHS ****SOLE 50 0 0 D WHITEHALL JEWELLERS COMMON 965063100 1139 134000 SHS ****SOLE 134000 0 0 D WHOLE FOODS MARKET COMMON 966837106 3088 55500 SHS ****SOLE 55500 0 0 D WILLIAMS ENERGY PARTNERS LTDPART 969491109 151 4100 SHS ****SOLE 4100 0 0 D WILLIAMS-SONOMA COMMON 969904101 9212 422571 SHS ****SOLE 421919 0 652 D WINN DIXIE STORES COMMON 974280109 37 2800 SHS ****SOLE 2800 0 0 D WINNEBAGO INDUSTRIES COMMON 974637100 248 9100 SHS ****SOLE 9100 0 0 D WINTRUST FINANCIAL COMMON 97650W108 1667 58300 SHS ****SOLE 58300 0 0 D WOLVERINE WORLD WIDE COMMON 978097103 4546 271400 SHS ****SOLE 271400 0 0 D WORLD COLOR PRESS CNV CONVBD 981443AA2 49 50000 PRN ****SOLE 50000 0 0 D WORLD FUEL SERVICES COMMON 981475106 132 6500 SHS ****SOLE 6500 0 0 D WRIGLEY COMMON 982526105 167 2950 SHS ****SOLE 2950 0 0 D WYETH COMMON 983024100 163147 4313782 SHS ****SOLE 4280364 152 33266 D XTO ENERGY COMMON 98385X106 3 133 SHS ****SOLE 133 0 0 D XILINX COMMON 983919101 40544 1731909 SHS ****SOLE 1731105 0 804 D YANKEE CANDLE COMMON 984757104 99 5800 SHS ****SOLE 5800 0 0 D YELLOW COMMON 985509108 4493 186200 SHS ****SOLE 186200 0 0 D YORK INTERNATIONAL COMMON 986670107 460 21925 SHS ****SOLE 21925 0 0 D YUM! BRANDS COMMON 988498101 3295 135425 SHS ****SOLE 135425 0 0 D ZALE COMMON 988858106 49 1500 SHS ****SOLE 1500 0 0 D ZIMMER HOLDINGS COMMON 98956P102 746 15350 SHS ****SOLE 15350 0 0 D AMDOCS LIMITED COMMON G02602103 7556 569000 SHS ****SOLE 569000 0 0 D ARCH CAPITAL GROUP COMMON G0450A105 4244 125000 SHS ****SOLE 125000 0 0 D BUNGE LIMITED COMMON G16962105 5822 231400 SHS ****SOLE 231400 0 0 D COOPER INDUSTRIES COMMON G24182100 46 1300 SHS ****SOLE 1300 0 0 D EVEREST RE GROUP COMMON G3223R108 40 700 SHS ****SOLE 700 0 0 D GLOBALSANTAFE COMMON G3930E101 696 33700 SHS ****SOLE 33700 0 0 D INGERSOLL-RAND - CLASS A COMMON G4776G101 970 25125 SHS ****SOLE 25125 0 0 D IPC HOLDINGS COMMON G4933P101 13498 448600 SHS ****SOLE 448600 0 0 D MARVELL TECHNOLOGY GROUP COMMON G5876H105 470 22200 SHS ****SOLE 22200 0 0 D MAX RE CAPITAL COMMON G6052F103 189 15000 SHS ****SOLE 15000 0 0 D NABORS INDUSTRIES COMMON G6359F103 3780 94800 SHS ****SOLE 94800 0 0 D NOBLE COMMON G65422100 6260 199225 SHS ****SOLE 199225 0 0 D O2MICRO INTERNATIONAL COMMON G6797E106 4578 425500 SHS ****SOLE 425500 0 0 D PARTNERRE COMMON G6852T105 130966 2606292 SHS ****SOLE 2599195 27 7070 D RENAISSANCE RE HOLDINGS COMMON G7496G103 57122 1426256 SHS ****SOLE 1422159 51 4046 D SCOTTISH ANNUITY AND LIFE COMMON G7885T104 122 7000 SHS ****SOLE 7000 0 0 D UTI WORLDWIDE COMMON G87210103 30850 1101790 SHS ****SOLE 1097505 0 4285 D TRANSOCEAN COMMON G90078109 15964 780634 SHS ****SOLE 780634 0 0 D WEATHERFORD INTERNATIONAL COMMON G95089101 4 100 SHS ****SOLE 100 0 0 D WILLIS GROUP HOLDINGS COMMON G96655108 241 8706 SHS ****SOLE 8363 0 343 D XL CAPITAL LIMITED - CLASS A COMMON G98255105 116156 1641079 SHS ****SOLE 1625617 26 15436 D XOMA COMMON G9825R107 2256 569901 SHS ****SOLE 569901 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 4294 430300 SHS ****SOLE 430300 0 0 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 18091 1203638 SHS ****SOLE 1203208 0 430 D FLEXTRONICS INTERNATIONAL COMMON Y2573F102 308 35300 SHS ****SOLE 35300 0 0 S REPORT SUMMARY 1058 DATA RECORDS 13493614 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----