13F-HR 1 dmbt2.txt DELAWARE MANAGEMENT BUSINESS TRUST 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: 06-30-2002 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: 08-07-2002 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: 864 FORM 13F INFORMATION TABLE VALUE TOTAL: ***** 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 AFLAC COMMON 001055102 1029 32150 SHS ****SOLE 32150 0 0 D AGCO COMMON 001084102 6768 344800 SHS ****SOLE 344800 0 0 D AMB PROPERTY REIT 00163T109 17402 561370 SHS ****SOLE 561370 0 0 D AOL TIME WARNER COMMON 00184A105 14480 984347 SHS ****SOLE 984347 0 0 D A T & T COMMON 001957109 3474 324657 SHS ****SOLE 324657 0 0 D A T & T WIRELESS SERVICES COMMON 00209A106 1521 260039 SHS ****SOLE 260039 0 0 D AVX COMMON 002444107 57 3500 SHS ****SOLE 3500 0 0 D ABBOTT LABS COMMON 002824100 73565 1953916 SHS ****SOLE 1953916 0 0 D ABERCROMBIE & FITCH CLASS A COMMON 002896207 3833 158900 SHS ****SOLE 158900 0 0 D ABITIBI-CONSOLIDATED COMMON 003924107 31 3400 SHS ****SOLE 3400 0 0 D ACTEL COMMON 004934105 5617 267200 SHS ****SOLE 267200 0 0 D A.F.P. PROVIDA S.A. - ADR ADR 00709P108 3227 137910 SHS ****SOLE 137910 0 0 D ADOBE SYSTEMS COMMON 00724F101 27799 975400 SHS ****SOLE 975400 0 0 D ADVANCED MARKETING SERVICES COMMON 00753T105 13 700 SHS ****SOLE 700 0 0 D ADVANCED FIBRE COMMUNICATION COMMON 00754A105 54763 3310952 SHS ****SOLE 3310952 0 0 D ADVANCED MICRO DEVICES COMMON 007903107 4 400 SHS ****SOLE 400 0 0 D AETNA COMMON 00817Y108 34 700 SHS ****SOLE 700 0 0 D AFFILIATED MANAGERS GROUP COMMON 008252108 62 1000 SHS ****SOLE 1000 0 0 D AFTERMARKET TECHNOLOGY COMMON 008318107 1616 82900 SHS ****SOLE 82900 0 0 D AGILENT TECHNOLOGIES COMMON 00846U101 316 13267 SHS ****SOLE 13267 0 0 D AGILE SOFTWARE COMMON 00846X105 2551 350900 SHS ****SOLE 350900 0 0 D AIR PRODUCTS AND CHEMICALS COMMON 009158106 85493 1693932 SHS ****SOLE 1693932 0 0 D ALABAMA NATIONAL BANCORP/DEL COMMON 010317105 56 1300 SHS ****SOLE 1300 0 0 D ALBERTO CULVER CO CLASS B COMMON 013068101 48 1000 SHS ****SOLE 1000 0 0 D ALBERTSON'S COMMON 013104104 2018 66250 SHS ****SOLE 66250 0 0 D ALCOA COMMON 013817101 65847 1986344 SHS ****SOLE 1986344 0 0 D ALEXANDER & BALDWIN COMMON 014482103 8710 341150 SHS ****SOLE 341150 0 0 D ALEXANDRIA REAL EST EQUITIES REIT 015271109 9542 193570 SHS ****SOLE 193570 0 0 D ALLEGHENY ENERGY COMMON 017361106 309 12000 SHS ****SOLE 12000 0 0 D ALLEGHENY TECHNOLOGIES COMMON 01741R102 5316 335400 SHS ****SOLE 335400 0 0 D ALLERGAN COMMON 018490102 37750 565550 SHS ****SOLE 565550 0 0 D ALLETE COMMON 018522102 8 300 SHS ****SOLE 300 0 0 D ALLIANCE CAPITAL MANAGEMENT LP COMMON 01855A101 7518 219500 SHS ****SOLE 219500 0 0 D ALLMERICA FINANCIAL COMMON 019754100 7 150 SHS ****SOLE 150 0 0 D ALLSTATE COMMON 020002101 54870 1483764 SHS ****SOLE 1483764 0 0 D ALLTEL COMMON 020039103 37974 807950 SHS ****SOLE 807950 0 0 D ALTERA COMMON 021441100 35717 2626250 SHS ****SOLE 2626250 0 0 D AMBAC FINANCIAL GROUP COMMON 023139108 7648 113500 SHS ****SOLE 113500 0 0 D AMERADA HESS COMMON 023551104 1578 19125 SHS ****SOLE 19125 0 0 D AMERICAN EAGLE OUTFITTERS COMMON 02553E106 19745 934019 SHS ****SOLE 934019 0 0 D AMERICAN EXPRESS COMMON 025816109 3750 103250 SHS ****SOLE 103250 0 0 D AMERICAN INTERNATIONAL GROUP COMMON 026874107 34550 506373 SHS ****SOLE 506373 0 0 D AMERICAN ITALIAN PASTA - 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ADR ADR 055622104 858 17000 SHS ****SOLE 17000 0 0 D BAKER HUGHES COMMON 057224107 9192 276125 SHS ****SOLE 276125 0 0 D BALL COMMON 058498106 11117 268000 SHS ****SOLE 268000 0 0 D BANK OF AMERICA COMMON 060505104 82040 1165998 SHS ****SOLE 1165998 0 0 D BANK OF NEW YORK COMMON 064057102 123994 3673900 SHS ****SOLE 3673900 0 0 D BANK ONE COMMON 06423A103 2121 55117 SHS ****SOLE 55117 0 0 D BANKNORTH GROUP COMMON 06646R107 4 150 SHS ****SOLE 150 0 0 D C. R. BARD COMMON 067383109 984 17400 SHS ****SOLE 17400 0 0 D BARNES & NOBLE COMMON 067774109 7226 273400 SHS ****SOLE 273400 0 0 D BAXTER INTERNATIONAL COMMON 071813109 33143 745750 SHS ****SOLE 745750 0 0 D BEA SYSTEMS COMMON 073325102 235 25000 SHS ****SOLE 25000 0 0 D BEAR STEARNS COMMON 073902108 63191 1033000 SHS ****SOLE 1033000 0 0 D BEBE STORES COMMON 075571109 5231 257800 SHS ****SOLE 257800 0 0 D BECTON DICKINSON COMMON 075887109 2572 74670 SHS ****SOLE 74670 0 0 D BED BATH & BEYOND COMMON 075896100 68728 1821100 SHS ****SOLE 1821100 0 0 D BELL MICROPRODUCTS COMMON 078137106 1756 218100 SHS ****SOLE 218100 0 0 D BELLSOUTH COMMON 079860102 52555 1668404 SHS ****SOLE 1668404 0 0 D BELO A. H. COMMON 080555105 4054 179300 SHS ****SOLE 179300 0 0 D BEMIS COMMON 081437105 217 4575 SHS ****SOLE 4575 0 0 D BERKLEY (WR) COMMON 084423102 46662 848400 SHS ****SOLE 848400 0 0 D BEST BUY COMMON 086516101 29011 799200 SHS ****SOLE 799200 0 0 D BIG LOTS COMMON 089302103 4 200 SHS ****SOLE 200 0 0 D BIOGEN COMMON 090597105 21 500 SHS ****SOLE 500 0 0 D BIOMET COMMON 090613100 3840 141600 SHS ****SOLE 141600 0 0 D BLACK & DECKER COMMON 091797100 699 14500 SHS ****SOLE 14500 0 0 D BLACK HILLS COMMON 092113109 6913 199800 SHS ****SOLE 199800 0 0 D BLOCK H AND R COMMON 093671105 1004 21750 SHS ****SOLE 21750 0 0 D BOB EVANS FARMS COMMON 096761101 ***** 1400 SHS ****SOLE 1400 0 0 D BOEING COMMON 097023105 85455 1899000 SHS ****SOLE 1899000 0 0 D BOISE CASCADE COMMON 097383103 24 700 SHS ****SOLE 700 0 0 D BORDERS GROUP COMMON 099709107 2 100 SHS ****SOLE 100 0 0 D BORGWARNER COMMON 099724106 3 50 SHS ****SOLE 50 0 0 D BOSTON SCIENTIFIC COMMON 101137107 50 1700 SHS ****SOLE 1700 0 0 D BRASCAN COMMON 10549P606 55 2400 SHS ****SOLE 2400 0 0 D BRIGGS & STRATTON COMMON 109043109 5367 138900 SHS ****SOLE 138900 0 0 D BRIGHT HORIZONS FAMILY SOLUT COMMON 109195107 37992 1147453 SHS ****SOLE 1147453 0 0 D BRINKER INTERNATIONAL COMMON 109641100 37670 1186450 SHS ****SOLE 1186450 0 0 D BRISTOL MYERS SQUIBB COMMON 110122108 107199 4171166 SHS ****SOLE 4171166 0 0 D BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 22441 1283800 SHS ****SOLE 1283800 0 0 D BROOKS-PRI AUTOMATION COMMON 11442E102 2198 86000 SHS ****SOLE 86000 0 0 D BROWN-FORMAN CL B COMMON 115637209 7480 108400 SHS ****SOLE 108400 0 0 D BRUNSWICK COMMON 117043109 11 400 SHS ****SOLE 400 0 0 D BURLINGTON NORTHERN SANTA FE COMMON 12189T104 453 15100 SHS ****SOLE 15100 0 0 D BURLINGTON RESOURCES COMMON 122014103 52746 1388050 SHS ****SOLE 1388050 0 0 D CBL & ASSOCIATES PROPERTIES REIT 124830100 8043 198600 SHS ****SOLE 198600 0 0 D CEC ENTERTAINMENT COMMON 125137109 35890 869004 SHS ****SOLE 869004 0 0 D CIGNA COMMON 125509109 3157 32409 SHS ****SOLE 32409 0 0 D CNF COMMON 12612W104 6 150 SHS ****SOLE 150 0 0 D CVS COMMON 126650100 2508 81957 SHS ****SOLE 81957 0 0 D CV THERAPUTICS COMMON 126667104 17985 965900 SHS ****SOLE 965900 0 0 D CABLE AND WIRELESS PLC - 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CLASS B COMMON 210795308 2337 148100 SHS ****SOLE 148100 0 0 D COOPER CAMERON COMMON 216640102 11660 240800 SHS ****SOLE 240800 0 0 D COOPER COMPANIES COMMON 216648402 6245 132600 SHS ****SOLE 132600 0 0 D ADOLPH COORS - CL B COMMON 217016104 1698 27250 SHS ****SOLE 27250 0 0 D COORSTEK COMMON 217020106 28009 906140 SHS ****SOLE 906140 0 0 D CORN PRODUCTS COMMON 219023108 28 900 SHS ****SOLE 900 0 0 D CORNING COMMON 219350105 4 1100 SHS ****SOLE 1100 0 0 D CORPORATE EXECUTIVE BOARD COMMON 21988R102 16642 485900 SHS ****SOLE 485900 0 0 D COST PLUS COMMON 221485105 54525 1790121 SHS ****SOLE 1790121 0 0 D COSTCO WHOLESALE COMMON 22160K105 4837 125250 SHS ****SOLE 125250 0 0 D COUNTRYWIDE CREDIT INDUSTRIES COMMON 222372104 27855 577300 SHS ****SOLE 577300 0 0 D CRANE COMMON 224399105 7824 308500 SHS ****SOLE 308500 0 0 D CRESCENT REAL ESTATE EQUITIE REIT 225756105 476 25475 SHS ****SOLE 25475 0 0 D CRESCENT REAL 6.75% CNV PFD CONVPF 225756204 1219 62600 SHS ****SOLE 0 0 62600 D CROSS COUNTRY COMMON 22748P105 1380 36500 SHS ****SOLE 36500 0 0 D CROWN CASTLE COMMON 228227104 819 208450 SHS ****SOLE 208450 0 0 D CROWN CORK & SEAL COMMON 228255105 3836 560000 SHS ****SOLE 560000 0 0 D CUBIST PHARMACEUTICALS COMMON 229678107 23715 2520233 SHS ****SOLE 2520233 0 0 D CULLEN/FROST BANKERS COMMON 229899109 44940 1252000 SHS ****SOLE 1252000 0 0 D CUMMINS ENGINE COMMON 231021106 3919 118400 SHS ****SOLE 118400 0 0 D CUMULUS MEDIA COMMON 231082108 33794 2452400 SHS ****SOLE 2452400 0 0 D CYMER COMMON 232572107 1156 33000 SHS ****SOLE 33000 0 0 D D & K HEALTHCARE RESOURCES COMMON 232861104 3738 106000 SHS ****SOLE 106000 0 0 D DRS TECHNOLOGIES COMMON 23330X100 8375 195900 SHS ****SOLE 195900 0 0 D D.R. HORTON COMMON 23331A109 69373 2665133 SHS ****SOLE 2665133 0 0 D DTE ENERGY COMMON 233331107 353 7900 SHS ****SOLE 7900 0 0 D DANA COMMON 235811106 1259 68000 SHS ****SOLE 68000 0 0 D DANAHER COMMON 235851102 863 13000 SHS ****SOLE 13000 0 0 D DARDEN RESTAURANTS COMMON 237194105 44129 1786600 SHS ****SOLE 1786600 0 0 D DEERE AND CO COMMON 244199105 59503 1242236 SHS ****SOLE 1242236 0 0 D DELL COMPUTER COMMON 247025109 6046 231278 SHS ****SOLE 231278 0 0 D DELPHI COMMON 247126105 785 59500 SHS ****SOLE 59500 0 0 D DELUXE COMMON 248019101 66 1700 SHS ****SOLE 1700 0 0 D DENTSPLY INTERNATIONAL COMMON 249030107 63 1700 SHS ****SOLE 1700 0 0 D DEPARTMENT 56 COMMON 249509100 2810 172600 SHS ****SOLE 172600 0 0 D DEVELOPERS DIVERS REALTY REIT 251591103 14444 641700 SHS ****SOLE 641700 0 0 D DEVON ENERGY COMMON 25179M103 458 9300 SHS ****SOLE 9300 0 0 D DIAMOND OFFSHORE DRILLING COMMON 25271C102 48707 1709000 SHS ****SOLE 1709000 0 0 D DIEBOLD COMMON 253651103 2562 68800 SHS ****SOLE 68800 0 0 D DIME COMMUNITY BANCSHARES COMMON 253922108 61 2700 SHS ****SOLE 2700 0 0 D WALT DISNEY COMMON 254687106 120009 6349662 SHS ****SOLE 6349662 0 0 D DOLLAR TREE STORES COMMON 256747106 137978 3501103 SHS ****SOLE 3501103 0 0 D DOMINION RESOURCES - VIRGINIA COMMON 25746U109 59762 903500 SHS ****SOLE 903500 0 0 D DOMTAR COMMON 257561100 27 2300 SHS ****SOLE 2300 0 0 D DONNELLEY AND SONS COMMON 257867101 738 26800 SHS ****SOLE 26800 0 0 D DORAL FINANCIAL COMMON 25811P100 51738 1549500 SHS ****SOLE 1549500 0 0 D DOVER COMMON 260003108 32 900 SHS ****SOLE 900 0 0 D DOW CHEMICAL COMMON 260543103 75675 2201121 SHS ****SOLE 2201121 0 0 D DOW JONES COMMON 260561105 5 100 SHS ****SOLE 100 0 0 D DOWNEY FINANCIAL COMMON 261018105 34548 730400 SHS ****SOLE 730400 0 0 D DU PONT (E.I.) DE NEMOURS COMMON 263534109 6718 151300 SHS ****SOLE 151300 0 0 D DUANE READE COMMON 263578106 38524 1131402 SHS ****SOLE 1131402 0 0 D DUKE ENERGY COMMON 264399106 29455 947100 SHS ****SOLE 947100 0 0 D DUKE REALTY REIT 264411505 20360 703290 SHS ****SOLE 703290 0 0 D DUN & BRADSTREET COMMON 26483E100 172 5200 SHS ****SOLE 5200 0 0 D EMC COMMON 268648102 1877 248639 SHS ****SOLE 248639 0 0 D ENSCO INTERNATIONAL COMMON 26874Q100 4 150 SHS ****SOLE 150 0 0 D EOG RESOURCES COMMON 26875P101 45323 1141625 SHS ****SOLE 1141625 0 0 D EAST-WEST BANCORP COMMON 27579R104 6307 182700 SHS ****SOLE 182700 0 0 D EASTMAN KODAK COMMON 277461109 4 150 SHS ****SOLE 150 0 0 D EATON COMMON 278058102 37183 511100 SHS ****SOLE 511100 0 0 D EBAY COMMON 278642103 314 5100 SHS ****SOLE 5100 0 0 D ECOLAB COMMON 278865100 9114 197150 SHS ****SOLE 197150 0 0 D EDISON INTERNATIONAL COMMON 281020107 299 17600 SHS ****SOLE 17600 0 0 D EDWARDS LIFESCIENCES COMMON 28176E108 98 4220 SHS ****SOLE 4220 0 0 D EL PASO COMMON 28336L109 521 25300 SHS ****SOLE 25300 0 0 D ELECTRONICS ARTS COMMON 285512109 1301 19700 SHS ****SOLE 19700 0 0 D ELECTRONIC DATA SYSTEMS COMMON 285661104 4634 124725 SHS ****SOLE 124725 0 0 D EMERSON ELECTRIC COMMON 291011104 59769 1116971 SHS ****SOLE 1116971 0 0 D EMPRESA NAC'L ELEC CHILE - ADR ADR 29244T101 1186 148428 SHS ****SOLE 148428 0 0 D EMULEX COMMON 292475209 16827 747500 SHS ****SOLE 747500 0 0 D ENERGIZER HOLDINGS COMMON 29266R108 387 14100 SHS ****SOLE 14100 0 0 D ENGLEHARD COMMON 292845104 72 2550 SHS ****SOLE 2550 0 0 D EQUITABLE RESOURCES COMMON 294549100 502 14650 SHS ****SOLE 14650 0 0 D EQUITY OFFICE PROPERTIES TRUST REIT 294741103 33864 1125046 SHS ****SOLE 1125046 0 0 D EQUITY RESIDENTIAL PROPERTIES REIT 29476L107 14491 504050 SHS ****SOLE 504050 0 0 D EQUITY RES PROPS 7.25% CNV PFD CONVPF 29476L859 329 13200 SHS ****SOLE 13200 0 0 D ERIE INDEMNITY COMPANY-CL A COMMON 29530P102 389 9600 SHS ****SOLE 9600 0 0 D EXELON COMMON 30161N101 35287 674700 SHS ****SOLE 674700 0 0 D EXELIXIS COMMON 30161Q104 15503 2058800 SHS ****SOLE 2058800 0 0 D EXTENDED STAY AMERICA COMMON 30224P101 48858 3012177 SHS ****SOLE 3012177 0 0 D EXTREME NETWORKS COMMON 30226D106 607 62100 SHS ****SOLE 62100 0 0 D EXULT COMMON 302284104 4719 726000 SHS ****SOLE 726000 0 0 D EXXON MOBIL COMMON 30231G102 129507 3164879 SHS ****SOLE 3164879 0 0 D FBR ASSET INVESTMENT COMMON 30241E303 1547 46400 SHS ****SOLE 46400 0 0 D FNB / PA COMMON 302520101 57 2091 SHS ****SOLE 2091 0 0 D FPL GROUP COMMON 302571104 41273 688000 SHS ****SOLE 688000 0 0 D FAIR ISAAC & COMPANY COMMON 303250104 49 1500 SHS ****SOLE 1500 0 0 D FREDDIE MAC COMMON 313400301 59802 977150 SHS ****SOLE 977150 0 0 D FEDERAL NATIONAL MORTGAGE COMMON 313586109 49780 674984 SHS ****SOLE 674984 0 0 D FEDERAL SIGNAL COMMON 313855108 12388 516150 SHS ****SOLE 516150 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 41129 1036000 SHS ****SOLE 1036000 0 0 D FEDERATED INVESTORS - CLASS B COMMON 314211103 16075 465000 SHS ****SOLE 465000 0 0 D FEDEX COMMON 31428X106 1725 32300 SHS ****SOLE 32300 0 0 D FIDELITY NATIONAL FINANCIAL COMMON 316326107 13333 421930 SHS ****SOLE 421930 0 0 D FIFTH THIRD BANCORP COMMON 316773100 67 1000 SHS ****SOLE 1000 0 0 D FINISAR COMMON 31787A101 7761 3274509 SHS ****SOLE 3274509 0 0 D FIRST DATA COMMON 319963104 56838 1523100 SHS ****SOLE 1523100 0 0 D FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 42044 2032100 SHS ****SOLE 2032100 0 0 D FIRST TENNESSEE NATIONAL COMMON 337162101 4 100 SHS ****SOLE 100 0 0 D FISCHER IMAGING COMMON 337719108 1370 161100 SHS ****SOLE 161100 0 0 D FISERV COMMON 337738108 764 20800 SHS ****SOLE 20800 0 0 D FIRSTMERIT COMMON 337915102 382 13850 SHS ****SOLE 13850 0 0 D FIRSTENERGY COMMON 337932107 38879 1164729 SHS ****SOLE 1164729 0 0 D FISHER SCIENTIFIC INTL COMMON 338032204 126 4500 SHS ****SOLE 4500 0 0 D FLEET BOSTON FINANCIAL COMMON 339030108 110370 3411760 SHS ****SOLE 3411760 0 0 D FLORIDA ROCK INDS COMMON 341140101 5772 160300 SHS ****SOLE 160300 0 0 D FLUOR COMMON 343412102 2546 65375 SHS ****SOLE 65375 0 0 D FOOT LOCKER COMMON 344849104 3 200 SHS ****SOLE 200 0 0 D FORD MOTOR COMMON 345370860 37063 2316439 SHS ****SOLE 2316439 0 0 D FOREST OIL COMMON 346091705 4 150 SHS ****SOLE 150 0 0 D FORTUNE BRANDS COMMON 349631101 67 1200 SHS ****SOLE 1200 0 0 D FOUR SEASON HOTELS COMMON 35100E104 20608 439400 SHS ****SOLE 439400 0 0 D FRANKLIN RESOURCES COMMON 354613101 7181 168400 SHS ****SOLE 168400 0 0 D FREEPORT MCMORAN COPPER - B COMMON 35671D857 4782 267900 SHS ****SOLE 267900 0 0 D FULLER (H.B.) COMMON 359694106 5796 197900 SHS ****SOLE 197900 0 0 D FURNITURE BRANDS INTERNATIONAL COMMON 360921100 7139 236000 SHS ****SOLE 236000 0 0 D GADZOOKS COMMON 362553109 2007 159400 SHS ****SOLE 159400 0 0 D ARTHUR J. GALLAGHER COMMON 363576109 13333 384800 SHS ****SOLE 384800 0 0 D GAMESTOP COMMON 36466R101 7638 363900 SHS ****SOLE 363900 0 0 D GANNETT COMMON 364730101 12398 163350 SHS ****SOLE 163350 0 0 D GAP COMMON 364760108 543 38261 SHS ****SOLE 38261 0 0 D GARDNER DENVER COMMON 365558105 40 2000 SHS ****SOLE 2000 0 0 D GEMSTAR-TV GUIDE INTERNATIONAL COMMON 36866W106 1 150 SHS ****SOLE 150 0 0 D GENENTECH COMMON 368710406 19112 570500 SHS ****SOLE 570500 0 0 D GENERAL DYNAMICS COMMON 369550108 1202 11300 SHS ****SOLE 11300 0 0 D GENERAL ELECTRIC COMMON 369604103 95696 3294174 SHS ****SOLE 3294174 0 0 D GENERAL GROWTH PROPERTIES REIT 370021107 25781 505500 SHS ****SOLE 505500 0 0 D GENERAL MILLS COMMON 370334104 86201 1955550 SHS ****SOLE 1955550 0 0 D GENERAL MOTORS COMMON 370442105 89319 1671078 SHS ****SOLE 1671078 0 0 D GENERAL MOTORS - CLASS H COMMON 370442832 7 700 SHS ****SOLE 700 0 0 D GENTEX COMMON 371901109 53132 1934200 SHS ****SOLE 1934200 0 0 D GENUINE PARTS COMMON 372460105 187 5375 SHS ****SOLE 5375 0 0 D GEORGIA PACIFIC COMMON 373298108 2 100 SHS ****SOLE 100 0 0 D GETTY IMAGES COMMON 374276103 43050 1977471 SHS ****SOLE 1977471 0 0 D GIBRALTAR STEEL COMMON 37476F103 3646 164300 SHS ****SOLE 164300 0 0 D GILLETE COMMON 375766102 3691 108975 SHS ****SOLE 108975 0 0 D GLADSTONE CAPITAL CORP COMMON 376535100 3603 199600 SHS ****SOLE 199600 0 0 D GLIMCHER REALTY TRUST REIT 379302102 2944 160000 SHS ****SOLE 160000 0 0 D GLOBAL IMAGING SYSTEMS COMMON 37934A100 3593 189200 SHS ****SOLE 189200 0 0 D GLOBESPANVIRATA COMMON 37957V106 1454 375800 SHS ****SOLE 375800 0 0 D GOLDEN STATE BANCORP COMMON 381197102 11 300 SHS ****SOLE 300 0 0 D GOLDEN WEST FINANCIAL COMMON 381317106 337 4900 SHS ****SOLE 4900 0 0 D GOLDMAN SACHS GROUP COMMON 38141G104 2773 37800 SHS ****SOLE 37800 0 0 D GOODY'S FAMILY CLOTHING COMMON 382588101 3591 313900 SHS ****SOLE 313900 0 0 D GRACO COMMON 384109104 29 1125 SHS ****SOLE 1125 0 0 D GRAINGER (W.W.) COMMON 384802104 5 100 SHS ****SOLE 100 0 0 D GRANITE CONSTRUCTION COMMON 387328107 4064 160650 SHS ****SOLE 160650 0 0 D GREAT PLAINS ENERGY COMMON 391164100 24 1200 SHS ****SOLE 1200 0 0 D GREEN MOUNTAIN COFFEE COMMON 393122106 1243 58600 SHS ****SOLE 58600 0 0 D GREENPOINT FINANCIAL COMMON 395384100 410 8350 SHS ****SOLE 8350 0 0 D GREY WOLF COMMON 397888108 3669 903700 SHS ****SOLE 903700 0 0 D GRIFFON COMMON 398433102 11986 662210 SHS ****SOLE 662210 0 0 D GUIDANT COMMON 401698105 35463 1173120 SHS ****SOLE 1173120 0 0 D GYMBOREE COMMON 403777105 4718 294500 SHS ****SOLE 294500 0 0 D HCA COMMON 404119109 78291 1648233 SHS ****SOLE 1648233 0 0 D HCC INSURANCE HOLDINGS COMMON 404132102 34144 1295800 SHS ****SOLE 1295800 0 0 D HALL KINION & ASSOCIATES COMMON 406069104 94 12500 SHS ****SOLE 12500 0 0 D HALLIBURTON COMMON 406216101 269 16900 SHS ****SOLE 16900 0 0 D HANCOCK HOLDING CO COMMON 410120109 27 400 SHS ****SOLE 400 0 0 D JOHN HANCOCK FINANCIAL SERVICE COMMON 41014S106 59495 1690200 SHS ****SOLE 1690200 0 0 D HANDLEMAN COMMON 410252100 5421 374900 SHS ****SOLE 374900 0 0 D HARLEY-DAVIDSON COMMON 412822108 7501 146300 SHS ****SOLE 146300 0 0 D HARLEYSVILLE GROUP COMMON 412824104 5527 199400 SHS ****SOLE 199400 0 0 D HARMAN INTERNATIONAL COMMON 413086109 34 700 SHS ****SOLE 700 0 0 D HARRIS COMMON 413875105 377 10400 SHS ****SOLE 10400 0 0 D HARSCO COMMON 415864107 6090 162400 SHS ****SOLE 162400 0 0 D HARTFORD FIN'L SERVICES GROUP COMMON 416515104 387 6500 SHS ****SOLE 6500 0 0 D HEALTHSOUTH COMMON 421924101 1847 144400 SHS ****SOLE 144400 0 0 D HEALTH MANAGEMENT ASSOCIATION COMMON 421933102 391 19400 SHS ****SOLE 19400 0 0 D HEALTH NET COMMON 42222G108 380 14200 SHS ****SOLE 14200 0 0 D HEARTLAND EXPRESS COMMON 422347104 2885 120578 SHS ****SOLE 120578 0 0 D HEINZ H J COMMON 423074103 72562 1765506 SHS ****SOLE 1765506 0 0 D HENRY (JACK) & ASSOCIATES COMMON 426281101 55727 3338930 SHS ****SOLE 3338930 0 0 D HERSHEY FOODS COMMON 427866108 3 50 SHS ****SOLE 50 0 0 D HEWLETT PACKARD COMMON 428236103 3725 243805 SHS ****SOLE 243805 0 0 D HIBBETT SPORTING GOODS COMMON 428565105 2009 79100 SHS ****SOLE 79100 0 0 D HIBERNIA - CLASS A COMMON 428656102 283 14300 SHS ****SOLE 14300 0 0 D HIGHWOODS PROPERTIES REIT 431284108 3 100 SHS ****SOLE 100 0 0 D HILLENBRAND INDUSTRIES COMMON 431573104 1902 33875 SHS ****SOLE 33875 0 0 D HILTON HOTELS CONVBD 432848AL3 260 275000 PRN ****SOLE 275000 0 0 D HITACHI LTD -ADR ADR 433578507 19 300 SHS ****SOLE 300 0 0 D HOME DEPOT COMMON 437076102 46223 1258450 SHS ****SOLE 1258450 0 0 D HONEYWELL INTERNATIONAL COMMON 438516106 85272 2420431 SHS ****SOLE 2420431 0 0 D HOST MARRIOTT REIT 44107P104 12547 1110350 SHS ****SOLE 1110350 0 0 D HOT TOPIC COMMON 441339108 1621 60700 SHS ****SOLE 60700 0 0 D HOUSEHOLD INTERNATIONAL COMMON 441815107 63499 1277650 SHS ****SOLE 1277650 0 0 D HUDSON UNITED BANCORP COMMON 444165104 43 1500 SHS ****SOLE 1500 0 0 D HUMANA COMMON 444859102 28 1800 SHS ****SOLE 1800 0 0 D IDEC PHARMACEUTICALS COMMON 449370105 7324 206600 SHS ****SOLE 206600 0 0 D IMCO RECYCLING COMMON 449681105 23 2400 SHS ****SOLE 2400 0 0 D IMS HEALTH COMMON 449934108 343 19100 SHS ****SOLE 19100 0 0 D ICICI BANK LIMITED - ADR ADR 45104G104 3125 446465 SHS ****SOLE 446465 0 0 D ILLINOIS TOOL WORKS COMMON 452308109 82 1200 SHS ****SOLE 1200 0 0 D IMAGISTICS INTERNATIONAL COMMON 45247T104 26 1224 SHS ****SOLE 1224 0 0 D IMMUNEX COMMON 452528102 40 1800 SHS ****SOLE 1800 0 0 D INDEPENDENCE COMMUNITY BANK COMMON 453414104 365 12700 SHS ****SOLE 12700 0 0 D INDYMAC MORTGAGE HOLDINGS COMMON 456607100 7938 350000 SHS ****SOLE 350000 0 0 D INHALE THERAPEUTIC SYS COMMON 457191104 49260 4978568 SHS ****SOLE 4978568 0 0 D INSPIRE PHARMACEUTICALS COMMON 457733103 6949 1805041 SHS ****SOLE 1805041 0 0 D INTEGRAL SYSTEMS INC/MD COMMON 45810H107 2182 100000 SHS ****SOLE 100000 0 0 D INTEL COMMON 458140100 33502 1833740 SHS ****SOLE 1833740 0 0 D INTEGRATED DEFENSE TECHNOLOGY COMMON 45819B101 2666 90600 SHS ****SOLE 90600 0 0 D INTER-TEL COMMON 458372109 4228 247100 SHS ****SOLE 247100 0 0 D INTL BUSINESS MACHINES COMMON 459200101 92986 1291474 SHS ****SOLE 1291474 0 0 D INTL FLAVORS & FRAGRANCES COMMON 459506101 33578 1033500 SHS ****SOLE 1033500 0 0 D INTERNATIONAL MULTIFOODS COMMON 460043102 6469 245400 SHS ****SOLE 245400 0 0 D INTERNATIONAL PAPER COMMON 460146103 57802 1326342 SHS ****SOLE 1326342 0 0 D INTERNATIONAL RECTIFIER COMMON 460254105 4824 165500 SHS ****SOLE 165500 0 0 D INTERPUBLIC GROUP COMMON 460690100 1238 50000 SHS ****SOLE 50000 0 0 D INTERSIL HOLDINGS COMMON 46069S109 7263 339700 SHS ****SOLE 339700 0 0 D INTRABIOTICS PHARMACEUTICALS COMMON 46116T100 1441 1108100 SHS ****SOLE 1108100 0 0 D INTUIT COMMON 461202103 641 12900 SHS ****SOLE 12900 0 0 D IVAX COMMON 465823102 294 27250 SHS ****SOLE 27250 0 0 D JDN REALTY REIT 465917102 256 20500 SHS ****SOLE 20500 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 143696 4236313 SHS ****SOLE 4236313 0 0 D JABIL CIRCUIT COMMON 466313103 422 20000 SHS ****SOLE 20000 0 0 D JACK IN THE BOX COMMON 466367109 7715 242600 SHS ****SOLE 242600 0 0 D JACOBS ENGINEERING GROUP COMMON 469814107 8257 237400 SHS ****SOLE 237400 0 0 D JEFFERIES GROUP (NEW) COMMON 472319102 64 1500 SHS ****SOLE 1500 0 0 D JEFFERSON-PILOT COMMON 475070108 29286 622500 SHS ****SOLE 622500 0 0 D JOHNSON AND JOHNSON COMMON 478160104 11175 213840 SHS ****SOLE 213840 0 0 D JONES APPAREL GROUP COMMON 480074103 10860 289600 SHS ****SOLE 289600 0 0 D JUNIPER NETWORKS COMMON 48203R104 93 16500 SHS ****SOLE 16500 0 0 D KLA-TENCOR COMMON 482480100 598 13600 SHS ****SOLE 13600 0 0 D KT CORP-SP ADR ADR 48268K101 3486 161001 SHS ****SOLE 161001 0 0 D KAYDON COMMON 486587108 6679 282900 SHS ****SOLE 282900 0 0 D KB HOME COMMON 48666K109 61750 1198800 SHS ****SOLE 1198800 0 0 D KELLOGG COMPANY COMMON 487836108 1941 54125 SHS ****SOLE 54125 0 0 D KERR-MCGEE COMMON 492386107 75707 1413768 SHS ****SOLE 1413768 0 0 D KEYCORP COMMON 493267108 1230 45050 SHS ****SOLE 45050 0 0 D KEYSPAN COMMON 49337W100 1683 44700 SHS ****SOLE 44700 0 0 D KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 1709 88800 SHS ****SOLE 88800 0 0 D KEYSTONE PROPERTY TRUST REIT 493596100 79 5000 SHS ****SOLE 5000 0 0 D KIMBERLY - CLARK COMMON 494368103 63493 1024079 SHS ****SOLE 1024079 0 0 D KIMCO REALITY REIT 49446R109 610 18200 SHS ****SOLE 18200 0 0 D KINDER MORGAN COMMON 49455P101 2 50 SHS ****SOLE 50 0 0 D KINDRED HEALTHCARE COMMON 494580103 3294 73800 SHS ****SOLE 73800 0 0 D KIRBY COMMON 497266106 4814 196900 SHS ****SOLE 196900 0 0 D KNIGHT-RIDDER COMMON 499040103 36688 582805 SHS ****SOLE 582805 0 0 D KNIGHT TRANSPORTATION COMMON 499064103 2983 128650 SHS ****SOLE 128650 0 0 D KOHLS COMMON 500255104 104840 1496000 SHS ****SOLE 1496000 0 0 D PHILIPS ELECTRONICS - NY SHARE NYSHRS 500472303 691 25050 SHS ****SOLE 25050 0 0 D KRAFT FOODS - CL A COMMON 50075N104 4072 99450 SHS ****SOLE 99450 0 0 D KRISPY KREME DOUGHNUTS COMMON 501014104 78149 2427728 SHS ****SOLE 2427728 0 0 D KROGER COMMON 501044101 46569 2340150 SHS ****SOLE 2340150 0 0 D LNR PROPERTY COMMON 501940100 4844 140400 SHS ****SOLE 140400 0 0 D LSI INDUSTRIES COMMON 50216C108 35 1900 SHS ****SOLE 1900 0 0 D L-3 COMMUNICATIONS COMMON 502424104 7042 130400 SHS ****SOLE 130400 0 0 D LA-Z-BOY COMMON 505336107 5044 200000 SHS ****SOLE 200000 0 0 D LAM RESEARCH COMMON 512807108 6734 374500 SHS ****SOLE 374500 0 0 D LAMAR ADVERTISING COMMON 512815101 10728 288300 SHS ****SOLE 288300 0 0 D LANDRY'S SEAFOOD RESTAURANTS COMMON 51508L103 12985 509000 SHS ****SOLE 509000 0 0 D LASALLE HOTEL PROPERTIES REIT 517942108 7103 451000 SHS ****SOLE 451000 0 0 D LEAR COMMON 521865105 6894 149050 SHS ****SOLE 149050 0 0 D LEGG MASON COMMON 524901105 5 100 SHS ****SOLE 100 0 0 D LEHMAN BROTHERS HOLDINGS COMMON 524908100 101820 1628600 SHS ****SOLE 1628600 0 0 D LENNAR COMMON 526057104 22418 366300 SHS ****SOLE 366300 0 0 D LENNOX INTERNATIONAL COMMON 526107107 65 3600 SHS ****SOLE 3600 0 0 D LEXMARK INTERNATIONAL COMMON 529771107 379 6960 SHS ****SOLE 6960 0 0 D LIBERTY MEDIA - CLASS A COMMON 530718105 1569 158050 SHS ****SOLE 158050 0 0 D LIBERTY PROPERTY TRUST REIT 531172104 16492 471205 SHS ****SOLE 471205 0 0 D ELI LILLY COMMON 532457108 4609 81715 SHS ****SOLE 81715 0 0 D LIMITED BRANDS COMMON 532716107 56474 2651359 SHS ****SOLE 2651359 0 0 D LINCARE HOLDINGS COMMON 532791100 48 1500 SHS ****SOLE 1500 0 0 D LINEAR TECHNOLOGY COMMON 535678106 35308 1123400 SHS ****SOLE 1123400 0 0 D LINENS 'N THINGS COMMON 535679104 15893 484400 SHS ****SOLE 484400 0 0 D LIZ CLAIBORNE COMMON 539320101 57 1800 SHS ****SOLE 1800 0 0 D LOCKHEED MARTIN COMMON 539830109 1195 17200 SHS ****SOLE 17200 0 0 D LOEWS COMMON 540424108 701 13225 SHS ****SOLE 13225 0 0 D LOWE'S COMPANIES COMMON 548661107 22809 502400 SHS ****SOLE 502400 0 0 D LUBRIZOL COMMON 549271104 238 7100 SHS ****SOLE 7100 0 0 D LUCENT TECHNOLOGIES COMMON 549463107 844 508200 SHS ****SOLE 508200 0 0 D MBIA COMMON 55262C100 18720 331150 SHS ****SOLE 331150 0 0 D MBNA COMMON 55262L100 2391 72300 SHS ****SOLE 72300 0 0 D MGIC INVESTMENT COMMON 552848103 127 1875 SHS ****SOLE 1875 0 0 D MGM GRAND COMMON 552953101 95 2800 SHS ****SOLE 2800 0 0 D MSC INDUSTRIAL DIRECT - CL A COMMON 553530106 35997 1845981 SHS ****SOLE 1845981 0 0 D MACDERMID COMMON 554273102 5902 277600 SHS ****SOLE 277600 0 0 D MACERICH REIT 554382101 1829 59000 SHS ****SOLE 59000 0 0 D MACK-CALI REALTY REIT 554489104 8650 246100 SHS ****SOLE 246100 0 0 D MAGNA INTERNATIONAL - CLASS A COMMON 559222401 0 1 SHS ****SOLE 1 0 0 D MAGNUM HUNTER RESOURCES COMMON 55972F203 4067 515500 SHS ****SOLE 515500 0 0 D MAHANAGAR TELE NIGAM - ADR ADR 559778402 3223 548120 SHS ****SOLE 548120 0 0 D MAIL-WELL CNV CONVBD 560321AD3 98 100000 PRN ****SOLE 100000 0 0 D MALAN REALITY INVESTORS CNV CONVBD 561063AA6 2208 2300000 PRN ****SOLE 0 0 2300000 D MANDALAY RESORTS GROUP COMMON 562567107 3 100 SHS ****SOLE 100 0 0 D MANHATTAN ASSOCIATES COMMON 562750109 643 20000 SHS ****SOLE 20000 0 0 D MANOR CARE COMMON 564055101 11675 507600 SHS ****SOLE 507600 0 0 D MANPOWER COMMON 56418H100 20587 560200 SHS ****SOLE 560200 0 0 D MARATHON OIL COMMON 565849106 2117 78050 SHS ****SOLE 78050 0 0 D MARSH & MC LENNAN COMMON 571748102 100471 1040073 SHS ****SOLE 1040073 0 0 D MARSHALL & ILSLEY COMMON 571834100 3 100 SHS ****SOLE 100 0 0 D MARRIOTT INTERNATIONAL-CL A COMMON 571903202 32681 858900 SHS ****SOLE 858900 0 0 D MARTIN MARIETTA MATERIALS COMMON 573284106 379 9725 SHS ****SOLE 9725 0 0 D MASCO COMMON 574599106 69 2550 SHS ****SOLE 2550 0 0 D MATSUSHITA ELECTRIC - ADR ADR 576879209 159 11500 SHS ****SOLE 11500 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 747 19500 SHS ****SOLE 19500 0 0 D MAY DEPARTMENT STORES COMMON 577778103 361 10950 SHS ****SOLE 10950 0 0 D MAYTAG COMMON 578592107 418 9800 SHS ****SOLE 9800 0 0 D MCCORMICK AND COMPANY COMMON 579780206 36 1400 SHS ****SOLE 1400 0 0 D MCDATA - CLASS A COMMON 580031201 0 1 SHS ****SOLE 1 0 0 D MC DONALDS COMMON 580135101 89450 3144100 SHS ****SOLE 3144100 0 0 D THE MCGRAW-HILL COMPANIES COMMON 580645109 697 11675 SHS ****SOLE 11675 0 0 D MCKESSON COMMON 58155Q103 22663 693059 SHS ****SOLE 693059 0 0 D MEADWESTVACO COMMON 583334107 1328 39557 SHS ****SOLE 39557 0 0 D MEDIACOM COMMUNICATIONS COMMON 58446K105 36104 4634600 SHS ****SOLE 4634600 0 0 D MEDICIS PHARMACEUTICAL-CLASS A COMMON 584690309 2172 50800 SHS ****SOLE 50800 0 0 D MEDIMMUNE COMMON 584699102 14269 540500 SHS ****SOLE 540500 0 0 D MEDTRONIC COMMON 585055106 18417 429799 SHS ****SOLE 429799 0 0 D MELLON FINANCIAL COMMON 58551A108 81018 2577734 SHS ****SOLE 2577734 0 0 D MERCANTILE BANKSHARES COMMON 587405101 11525 280900 SHS ****SOLE 280900 0 0 D MERCK & CO. COMMON 589331107 92614 1828880 SHS ****SOLE 1828880 0 0 D MERCURY GENERAL COMMON 589400100 53 1100 SHS ****SOLE 1100 0 0 D MERISTAR HOSPITALITY REIT 58984Y103 9876 647600 SHS ****SOLE 647600 0 0 D MERIX COMMON 590049102 2299 267900 SHS ****SOLE 267900 0 0 D MERRILL LYNCH COMMON 590188108 4671 115331 SHS ****SOLE 115331 0 0 D METLIFE COMMON 59156R108 544 18900 SHS ****SOLE 18900 0 0 D METRIS COMPANIES COMMON 591598107 4 500 SHS ****SOLE 500 0 0 D METRO-GOLDWYN-MAYER COMMON 591610100 191 15700 SHS ****SOLE 15700 0 0 D METTLER-TOLEDO INTERNATIONAL COMMON 592688105 52241 1416900 SHS ****SOLE 1416900 0 0 D MICREL COMMON 594793101 43880 3051471 SHS ****SOLE 3051471 0 0 D MICROSOFT COMMON 594918104 56596 1037703 SHS ****SOLE 1037703 0 0 D MICRON TECHNOLOGY COMMON 595112103 33331 1648431 SHS ****SOLE 1648431 0 0 D MID ATLANTIC REALTY CNV CONVBD 595232AA7 2505 1500000 PRN ****SOLE 0 0 1500000 D MIDWAY GAMES COMMON 598148104 17 2000 SHS ****SOLE 2000 0 0 D MILLENNIUM PHARMACEUTICALS COMMON 599902103 84 6900 SHS ****SOLE 6900 0 0 D MILLER (HERMAN) COMMON 600544100 20 1000 SHS ****SOLE 1000 0 0 D MONY GROUP COMMON 615337102 1117 32850 SHS ****SOLE 32850 0 0 D MOODY'S INVESTORS SERVICES COMMON 615369105 16219 326000 SHS ****SOLE 326000 0 0 D MORGAN STANLEY COMMON 617446448 94383 2190886 SHS ****SOLE 2190886 0 0 D MOTOROLA COMMON 620076109 1872 128700 SHS ****SOLE 128700 0 0 D MUELLER INDUSTRIES COMMON 624756102 4540 143000 SHS ****SOLE 143000 0 0 D NUI COMMON 629431107 5709 209500 SHS ****SOLE 209500 0 0 D NABORS INDUSTRIES COMMON 629568106 6701 190600 SHS ****SOLE 190600 0 0 D NANOMETRICS COMMON 630077105 3087 194400 SHS ****SOLE 194400 0 0 D NARA BANCORP COMMON 63080P105 32 1400 SHS ****SOLE 1400 0 0 D NATIONAL CITY COMMON 635405103 1953 58750 SHS ****SOLE 58750 0 0 D NATIONAL COMMERCE FINANCIAL COMMON 63545P104 318 12100 SHS ****SOLE 12100 0 0 D NDCHEALTH CONVBD 635621AA3 200 200000 PRN ****SOLE 200000 0 0 D NATIONAL SEMICONDUCTOR COMMON 637640103 12771 437800 SHS ****SOLE 437800 0 0 D NATIONWIDE FIN'L SERVICES-CL A COMMON 638612101 228 5775 SHS ****SOLE 5775 0 0 D NETWORK ASSOCIATES CNV CONVBD 640938AB2 105 220000 PRN ****SOLE 220000 0 0 D NETIQ COMMON 64115P102 12323 544545 SHS ****SOLE 544545 0 0 D NETWORK APPLIANCE COMMON 64120L104 18016 1451500 SHS ****SOLE 1451500 0 0 D NEUROCRINE BIOSCIENCES COMMON 64125C109 46241 1613983 SHS ****SOLE 1613983 0 0 D NEW YORK COMMUNITY BANCORP COMMON 649445103 10894 402000 SHS ****SOLE 402000 0 0 D NEW YORK TIMES COMMON 650111107 10 200 SHS ****SOLE 200 0 0 D NEWELL RUBBERMAID COMMON 651229106 70253 2003801 SHS ****SOLE 2003801 0 0 D NEWFIELD EXPLORATION COMMON 651290108 4 100 SHS ****SOLE 100 0 0 D THE NEWS CORP LIMITED - ADR ADR 652487703 1637 71400 SHS ****SOLE 71400 0 0 D NEWS LTD PFD ADR ADR 652487802 24707 1250996 SHS ****SOLE 1250996 0 0 D NEXTEL COMMUNICATIONS COMMON 65332V103 32 10000 SHS ****SOLE 10000 0 0 D NIKE COMMON 654106103 2245 41850 SHS ****SOLE 41850 0 0 D NOKIA - ADR ADR 654902204 889 61400 SHS ****SOLE 61400 0 0 D NOBLE ENERGY COMMON 655044105 403 11175 SHS ****SOLE 11175 0 0 D NORDSTROM COMMON 655664100 1832 80900 SHS ****SOLE 80900 0 0 D NORTH FORK BANCOPORATION COMMON 659424105 10972 275600 SHS ****SOLE 275600 0 0 D NORTHROP COMMON 666807102 888 7100 SHS ****SOLE 7100 0 0 D NOVARTIS - ADR ADR 66987V109 996 22725 SHS ****SOLE 22725 0 0 D NOVELLUS SYSTEMS COMMON 670008101 8245 242500 SHS ****SOLE 242500 0 0 D NOVEN PHARMACEUTICALS COMMON 670009109 71 2800 SHS ****SOLE 2800 0 0 D NUVEEN PREMIUM MUNI FUND 2 CE 67063W102 207 14105 SHS ****SOLE 0 0 14105 D NVIDIA COMMON 67066G104 22 1300 SHS ****SOLE 1300 0 0 D NUVEEN INSD PREM MUNI II CE 6706D8104 756 54240 SHS ****SOLE 0 0 54240 D NUVEEN PREMIUM MUNI FUND 4 CE 6706K4105 312 23049 SHS ****SOLE 0 0 23049 D OM GROUP COMMON 670872100 4266 68800 SHS ****SOLE 68800 0 0 D OAKLEY COMMON 673662102 6127 350100 SHS ****SOLE 350100 0 0 D OCEAN ENERGY COMMON 67481E106 15479 714300 SHS ****SOLE 714300 0 0 D OFFICE DEPOT COMMON 676220106 45 2700 SHS ****SOLE 2700 0 0 D OLD REPUBLIC INTERNATIONAL COMMON 680223104 2334 74100 SHS ****SOLE 74100 0 0 D OMNICARE COMMON 681904108 3 100 SHS ****SOLE 100 0 0 D OMNICOM GROUP COMMON 681919106 11459 250200 SHS ****SOLE 250200 0 0 D ORACLE COMMON 68389X105 121081 12785790 SHS ****SOLE 12785790 0 0 D ORTHODONTIC CENTERS OF AMERICA COMMON 68750P103 21 900 SHS ****SOLE 900 0 0 D OWENS & MINOR COMMON 690732102 5416 274100 SHS ****SOLE 274100 0 0 D OXFORD HEALTH PLANS COMMON 691471106 112 2400 SHS ****SOLE 2400 0 0 D PMC-SIERRA COMMON 69344F106 396 42700 SHS ****SOLE 42700 0 0 D PMI GROUP COMMON 69344M101 11 300 SHS ****SOLE 300 0 0 D PNC FINANCIAL GROUP COMMON 693475105 43988 841400 SHS ****SOLE 841400 0 0 D POSCO - ADR ADR 693483109 10188 373600 SHS ****SOLE 373600 0 0 D PNM RESOURCES COMMON 69349H107 5133 212100 SHS ****SOLE 212100 0 0 D P.P.G. INDUSTRIES COMMON 693506107 1182 19100 SHS ****SOLE 19100 0 0 D PPL COMMON 69351T106 10 300 SHS ****SOLE 300 0 0 D PACTIV COMMON 695257105 14791 624100 SHS ****SOLE 624100 0 0 D PAIN THERAPEUTICS COMMON 69562K100 22482 2689200 SHS ****SOLE 2689200 0 0 D PALL COMMON 696429307 2 100 SHS ****SOLE 100 0 0 D PAN PACIFIC RETAIL PROPERTIES REIT 69806L104 38599 1129280 SHS ****SOLE 1129280 0 0 D PEETS COFFEE & TEA COMMON 705560100 11396 619000 SHS ****SOLE 619000 0 0 D J. C. PENNEY COMMON 708160106 2080 94475 SHS ****SOLE 94475 0 0 D PENTAIR COMMON 709631105 651 13550 SHS ****SOLE 13550 0 0 D PEOPLESOFT COMMON 712713106 571 38400 SHS ****SOLE 38400 0 0 D PEPSI BOTTLING GROUP COMMON 713409100 43132 1400375 SHS ****SOLE 1400375 0 0 D PEPSICO COMMON 713448108 16841 349395 SHS ****SOLE 349395 0 0 D PERFORMANCE FOOD GROUP COMMON 713755106 44 1300 SHS ****SOLE 1300 0 0 D PERKINELMER COMMON 714046109 444 40225 SHS ****SOLE 40225 0 0 D PETROLEO BRASILEIRO SA - ADR ADR 71654V101 2244 128989 SHS ****SOLE 128989 0 0 D PETSMART COMMON 716768106 34 2100 SHS ****SOLE 2100 0 0 D PFIZER COMMON 717081103 79862 2281766 SHS ****SOLE 2281766 0 0 D PHARMACEUTICAL RESOURCES COMMON 717125108 3803 136900 SHS ****SOLE 136900 0 0 D PHARMACIA COMMON 71713U102 15291 408303 SHS ****SOLE 408303 0 0 D PHILIP MORRIS COMMON 718154107 15123 346216 SHS ****SOLE 346216 0 0 D PHILLIPS PETROLEUM COMMON 718507106 480 8160 SHS ****SOLE 8160 0 0 D PHILLIPS - VAN HEUSEN COMMON 718592108 4209 269800 SHS ****SOLE 269800 0 0 D PHOTON DYNAMICS COMMON 719364101 4017 133900 SHS ****SOLE 133900 0 0 D PHOTRONICS COMMON 719405102 4635 244700 SHS ****SOLE 244700 0 0 D PIONEER NATURAL RESOURCES COMMON 723787107 5 200 SHS ****SOLE 200 0 0 D PITNEY BOWES COMMON 724479100 8533 214840 SHS ****SOLE 214840 0 0 D PLANTRONICS COMMON 727493108 10 500 SHS ****SOLE 500 0 0 D POLARIS INDUSTRIES COMMON 731068102 41 600 SHS ****SOLE 600 0 0 D POPULAR COMMON 733174106 298 8850 SHS ****SOLE 8850 0 0 D POTOMAC ELECTRIC POWER COMMON 737679100 421 19600 SHS ****SOLE 19600 0 0 D PRAXAIR COMMON 74005P104 944 16570 SHS ****SOLE 16570 0 0 D PRENTISS PROPERTIES TRUST REIT 740706106 32735 1031035 SHS ****SOLE 1031035 0 0 D PRESIDENTIAL LIFE COMMON 740884101 4451 219600 SHS ****SOLE 219600 0 0 D T ROWE PRICE GROUP COMMON 74144T108 14017 426300 SHS ****SOLE 426300 0 0 D PRIDE INTERNATIONAL COMMON 74153Q102 31903 2037200 SHS ****SOLE 2037200 0 0 D PRIORITY HEALTHCARE - CLASS B COMMON 74264T102 68 2900 SHS ****SOLE 2900 0 0 D PROCTER & GAMBLE COMMON 742718109 89548 1002780 SHS ****SOLE 1002780 0 0 D PROGRESSIVE COMMON 743315103 6 100 SHS ****SOLE 100 0 0 D PROLOGIS REIT 743410102 27642 1063165 SHS ****SOLE 1063165 0 0 D PROTECTIVE LIFE COMMON 743674103 303 9150 SHS ****SOLE 9150 0 0 D PROVIDENT BANKSHARES COMMON 743859100 15 630 SHS ****SOLE 630 0 0 D PROVINCE HEALTHCARE COMMON 743977100 2511 112300 SHS ****SOLE 112300 0 0 D PRUDENTIAL FINANCIAL COMMON 744320102 864 25900 SHS ****SOLE 25900 0 0 D PUBLIC SERVICE ENTERPRISE GRP COMMON 744573106 12079 278950 SHS ****SOLE 278950 0 0 D PUGET ENERGY COMMON 745310102 7 350 SHS ****SOLE 350 0 0 D PULTE COMMON 745867101 10961 190700 SHS ****SOLE 190700 0 0 D QLOGIC COMMON 747277101 461 12100 SHS ****SOLE 12100 0 0 D QUALCOMM COMMON 747525103 647 23525 SHS ****SOLE 23525 0 0 D QUANEX COMMON 747620102 48 1100 SHS ****SOLE 1100 0 0 D QUEST DIAGNOSTICS COMMON 74834L100 103 1200 SHS ****SOLE 1200 0 0 D QUEST SOFTWARE COMMON 74834T103 51358 3534600 SHS ****SOLE 3534600 0 0 D QUESTAR COMMON 748356102 369 14875 SHS ****SOLE 14875 0 0 D QWEST COMMUNICATIONS INTL COMMON 749121109 3 1202 SHS ****SOLE 1202 0 0 D R & G FINANCIAL COMMON 749136107 1667 70300 SHS ****SOLE 70300 0 0 D RADIAN GROUP COMMON 750236101 43209 887400 SHS ****SOLE 887400 0 0 D RADIO ONE COMMON 75040P108 24495 1647300 SHS ****SOLE 1647300 0 0 D RADIOSHACK COMMON 750438103 340 11300 SHS ****SOLE 11300 0 0 D RALCORP HOLDINGS COMMON 751028101 81 2600 SHS ****SOLE 2600 0 0 D RAMCO-GERSHENSON PROPERTIES REIT 751452202 8808 437100 SHS ****SOLE 437100 0 0 D RARE HOSPITALITY INTL COMMON 753820109 8200 304600 SHS ****SOLE 304600 0 0 D RATIONAL SOFTWARE COMMON 75409P202 400 48700 SHS ****SOLE 48700 0 0 D RAYMOND JAMES FINANCIAL COMMON 754730109 4 150 SHS ****SOLE 150 0 0 D RAYTHEON COMMON 755111507 38236 938300 SHS ****SOLE 938300 0 0 D RECKSON ASSOCIATES REALTY REIT 75621K106 27308 1096720 SHS ****SOLE 1096720 0 0 D RECKSON ASSOC 7.625% CNV PFD CONVPF 75621K205 295 12300 SHS ****SOLE 12300 0 0 D RECKSON ASSOC REALTY - CLASS B REIT 75621K304 558 21520 SHS ****SOLE 21520 0 0 D REDWOOD TRUST COMMON 758075402 279 9000 SHS ****SOLE 9000 0 0 D REGIONS FINANCIAL COMMON 758940100 413 11750 SHS ****SOLE 11750 0 0 D REHABCARE GROUP COMMON 759148109 36 1500 SHS ****SOLE 1500 0 0 D RENT A CENTER COMMON 76009N100 40039 690200 SHS ****SOLE 690200 0 0 D REPUBLIC BANCORP COMMON 760282103 48 3200 SHS ****SOLE 3200 0 0 D REPUBLIC SERVICES - CLASS A COMMON 760759100 778 40800 SHS ****SOLE 40800 0 0 D RESOURCES CONNECTION COMMON 76122Q105 31940 1183400 SHS ****SOLE 1183400 0 0 D RESPIRONICS COMMON 761230101 204 6000 SHS ****SOLE 6000 0 0 D RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 1209 22501 SHS ****SOLE 22501 0 0 D RICHARDSON ELECTRONICS LTD. COMMON 763165107 14 1300 SHS ****SOLE 1300 0 0 D RIGGS NATL WASH D C COMMON 766570105 5263 353000 SHS ****SOLE 353000 0 0 D ROBERT HALF INTERNATIONAL COMMON 770323103 26672 1144700 SHS ****SOLE 1144700 0 0 D ROCKWELL AUTOMATION COMMON 773903109 1031 51600 SHS ****SOLE 51600 0 0 D ROGERS COMMUNICATIONS - CL B COMMON 775109200 18 2000 SHS ****SOLE 2000 0 0 D ROHM & HAAS COMMON 775371107 42940 1060500 SHS ****SOLE 1060500 0 0 D ROPER INDUSTRIES COMMON 776696106 7785 208700 SHS ****SOLE 208700 0 0 D ROSS STORES COMMON 778296103 71 1750 SHS ****SOLE 1750 0 0 D ROUSE REIT 779273101 14224 431900 SHS ****SOLE 431900 0 0 D ROWAN COMPANIES COMMON 779382100 11180 521200 SHS ****SOLE 521200 0 0 D ROYAL DUTCH PETROLEUM-NY SHRS NYSHRS 780257804 92087 1666137 SHS ****SOLE 1666137 0 0 D RUBY TUESDAY COMMON 781182100 23421 1207254 SHS ****SOLE 1207254 0 0 D RYANAIR HOLDINGS - ADR ADR 783513104 4711 135100 SHS ****SOLE 135100 0 0 D RYAN'S FAMILY STEAK HOUSES COMMON 783519101 35 2400 SHS ****SOLE 2400 0 0 D RYDER SYSTEM COMMON 783549108 3 100 SHS ****SOLE 100 0 0 D SBC COMMUNICATIONS COMMON 78387G103 127451 4178712 SHS ****SOLE 4178712 0 0 D SL GREEN REALTY REIT 78440X101 13560 380370 SHS ****SOLE 380370 0 0 D SLM COMMON 78442P106 78 800 SHS ****SOLE 800 0 0 D S & P 500 DEPOSITARY RECEIPT COMMON 78462F103 1339 13500 SHS ****SOLE 13500 0 0 D SPX COMMON 784635104 799 6800 SHS ****SOLE 6800 0 0 D SAFEWAY COMMON 786514208 2633 90210 SHS ****SOLE 90210 0 0 D THE ST JOE COMPANY COMMON 790148100 5254 175000 SHS ****SOLE 175000 0 0 D SAKS COMMON 79377W108 349 27200 SHS ****SOLE 27200 0 0 D SAP - ADR ADR 803054204 483 20000 SHS ****SOLE 20000 0 0 D SARA LEE COMMON 803111103 60 2900 SHS ****SOLE 2900 0 0 D SCANA COMMON 80589M102 35 1147 SHS ****SOLE 1147 0 0 D SCHERING PLOUGH COMMON 806605101 84263 3425341 SHS ****SOLE 3425341 0 0 D SCHLUMBERGER LTD. COMMON 806857108 14280 307100 SHS ****SOLE 307100 0 0 D SCHOOL SPECIALTY COMMON 807863105 1463 55100 SHS ****SOLE 55100 0 0 D SCHWAB (CHARLES) COMMON 808513105 55 4900 SHS ****SOLE 4900 0 0 D SCIENTIFIC-ATLANTA COMMON 808655104 907 55150 SHS ****SOLE 55150 0 0 D SEALED AIR COMMON 81211K100 2 50 SHS ****SOLE 50 0 0 D SEARS, ROEBUCK COMMON 812387108 45855 844484 SHS ****SOLE 844484 0 0 D SERONO - ADR ADR 81752M101 31 1900 SHS ****SOLE 1900 0 0 D SERVICEMASTER COMMON 81760N109 460 33550 SHS ****SOLE 33550 0 0 D SHOE CARNIVAL COMMON 824889109 3397 159200 SHS ****SOLE 159200 0 0 D SIEBEL SYSTEMS COMMON 826170102 6373 448150 SHS ****SOLE 448150 0 0 D SIGMA-ALDRICH COMMON 826552101 2120 42280 SHS ****SOLE 42280 0 0 D SIMON PROPERTY GROUP REIT 828806109 26824 727920 SHS ****SOLE 727920 0 0 D SKECHERS USA - CLASS A COMMON 830566105 65 3000 SHS ****SOLE 3000 0 0 D SMART & FINAL COMMON 831683107 19 2400 SHS ****SOLE 2400 0 0 D A. O. SMITH COMMON 831865209 5412 175650 SHS ****SOLE 175650 0 0 D SMITH INTERNATIONAL COMMON 832110100 535 7850 SHS ****SOLE 7850 0 0 D JM SMUCKER COMMON 832696405 49 1447 SHS ****SOLE 1447 0 0 D SNAP-ON COMMON 833034101 3 100 SHS ****SOLE 100 0 0 D SOLECTRON COMMON 834182107 326 53000 SHS ****SOLE 53000 0 0 D SONIC COMMON 835451105 88519 2818174 SHS ****SOLE 2818174 0 0 D SONOCO PRODUCTS COMMON 835495102 1363 48200 SHS ****SOLE 48200 0 0 D SONY - ADR ADR 835699307 445 8400 SHS ****SOLE 8400 0 0 D SONUS NETWORKS COMMON 835916107 7037 3483800 SHS ****SOLE 3483800 0 0 D SOUTHERN COMMON 842587107 5 200 SHS ****SOLE 200 0 0 D SOUTHTRUST COMMON 844730101 10 400 SHS ****SOLE 400 0 0 D SOUTHWEST AIRLINES COMMON 844741108 1559 96500 SHS ****SOLE 96500 0 0 D SOUTHWEST GAS COMMON 844895102 6858 277100 SHS ****SOLE 277100 0 0 D SOVEREIGN BANCORP COMMON 845905108 16605 1110700 SHS ****SOLE 1110700 0 0 D SOVEREIGN CAP 7.50% CNV PFD CONVPF 845905306 3690 45000 SHS ****SOLE 5000 0 40000 D SPARTECH COMMON 847220209 4675 171700 SHS ****SOLE 171700 0 0 D SPORTS AUTHORITY COMMON 849176102 2867 252400 SHS ****SOLE 252400 0 0 D SPRINT COMMON 852061100 8 800 SHS ****SOLE 800 0 0 D SPRINT PCS COMMON 852061506 854 191016 SHS ****SOLE 191016 0 0 D STAPLES COMMON 855030102 48903 2482400 SHS ****SOLE 2482400 0 0 D STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 53459 1625400 SHS ****SOLE 1625400 0 0 D STERIS COMMON 859152100 32 1800 SHS ****SOLE 1800 0 0 D STERLING FINANCIAL / SPOKANE COMMON 859319105 2218 111530 SHS ****SOLE 111530 0 0 D STILWELL FINANCIAL COMMON 860831106 264 14500 SHS ****SOLE 14500 0 0 D STORAGE TECHNOLOGY COMMON 862111200 2 150 SHS ****SOLE 150 0 0 D STRYKER COMMON 863667101 1140 21300 SHS ****SOLE 21300 0 0 D SUN COMMUNITIES REIT 866674104 11171 268700 SHS ****SOLE 268700 0 0 D SUN MICROSYSTEMS COMMON 866810104 572 114132 SHS ****SOLE 114132 0 0 D SUNGARD DATA SYSTEMS COMMON 867363103 101 3800 SHS ****SOLE 3800 0 0 D SUNTRUST BANKS COMMON 867914103 757 11175 SHS ****SOLE 11175 0 0 D SUPERVALU COMMON 868536103 36 1450 SHS ****SOLE 1450 0 0 D SYMBOL TECHNOLOGIES COMMON 871508107 5618 660950 SHS ****SOLE 660950 0 0 D SYNOVUS FINANCIAL COMMON 87161C105 7730 280900 SHS ****SOLE 280900 0 0 D SYSCO COMMON 871829107 52066 1912800 SHS ****SOLE 1912800 0 0 D TCF FINANCIAL COMMON 872275102 29985 610700 SHS ****SOLE 610700 0 0 D TECO ENERGY COMMON 872375100 242 9800 SHS ****SOLE 9800 0 0 D TJX COMPANIES COMMON 872540109 148 7550 SHS ****SOLE 7550 0 0 D TXU COMMON 873168108 2663 51800 SHS ****SOLE 51800 0 0 D TAKE-TWO INTERACTIVE SOFTWRE COMMON 874054109 4592 223000 SHS ****SOLE 223000 0 0 D TANOX BIOSYSTEMS COMMON 87588Q109 2167 200100 SHS ****SOLE 200100 0 0 D TARGET COMMON 87612E106 14299 375300 SHS ****SOLE 375300 0 0 D TECH DATA COMMON 878237106 6260 165400 SHS ****SOLE 165400 0 0 D TEKELEC COMMON 879101103 24097 3000905 SHS ****SOLE 3000905 0 0 D TEKTRONIX COMMON 879131100 6 300 SHS ****SOLE 300 0 0 D TELE CENTRO OESTE CELULAR- ADR ADR 87923P105 2404 542700 SHS ****SOLE 542700 0 0 D TELEFLEX COMMON 879369106 574 10050 SHS ****SOLE 10050 0 0 D TELEFONOS DE MEXICO - ADR ADR 879403780 3263 101700 SHS ****SOLE 101700 0 0 D TELEPHONE AND DATA SYSTEMS COMMON 879433100 8 130 SHS ****SOLE 130 0 0 D TELLABS COMMON 879664100 1 150 SHS ****SOLE 150 0 0 D TEMPLE-INLAND COMMON 879868107 1803 31160 SHS ****SOLE 31160 0 0 D TENET HEALTHCARE COMMON 88033G100 1841 25725 SHS ****SOLE 25725 0 0 D TERADYNE COMMON 880770102 4681 199200 SHS ****SOLE 199200 0 0 D TEREX COMMON 880779103 7764 345202 SHS ****SOLE 345202 0 0 D TEXAS INDUSTRIES COMMON 882491103 4418 140300 SHS ****SOLE 140300 0 0 D TEXAS INSTRUMENTS COMMON 882508104 29173 1230916 SHS ****SOLE 1230916 0 0 D TEXTRON COMMON 883203101 33799 720669 SHS ****SOLE 720669 0 0 D 3M COMMON 88579Y101 53244 432875 SHS ****SOLE 432875 0 0 D TIDEWATER COMMON 886423102 2316 70350 SHS ****SOLE 70350 0 0 D TIFFANY & CO COMMON 886547108 7149 203100 SHS ****SOLE 203100 0 0 D TOO COMMON 890333107 35409 1149636 SHS ****SOLE 1149636 0 0 D TOWER AUTOMOTIVE CNV CONVBD 891707AE1 201 210000 PRN ****SOLE 210000 0 0 D TOYS R US COMMON 892335100 345 19725 SHS ****SOLE 19725 0 0 D TRANSPORTADOR GAS SUR - ADR ADR 893870204 137 217620 SHS ****SOLE 217620 0 0 D TRIBUNE COMMON 896047107 370 8500 SHS ****SOLE 8500 0 0 D TRIMERIS COMMON 896263100 52028 1172059 SHS ****SOLE 1172059 0 0 D TRIZEC PROPERTIES COMMON 89687P107 18887 1120200 SHS ****SOLE 1120200 0 0 D TUPPERWARE COMMON 899896104 452 21750 SHS ****SOLE 21750 0 0 D TWEETER HOME ENTERTAINMENT COMMON 901167106 19889 1217200 SHS ****SOLE 1217200 0 0 D TYCO INTERNATIONAL COMMON 902124106 5 407 SHS ****SOLE 407 0 0 D US BANCORP COMMON 902973304 81187 3476955 SHS ****SOLE 3476955 0 0 D UNILEVER NV - NY SHARES NYSHRS 904784709 1471 22700 SHS ****SOLE 22700 0 0 D UNION PACIFIC COMMON 907818108 11697 184844 SHS ****SOLE 184844 0 0 D UNION PLANTERS COMMON 908068109 706 21800 SHS ****SOLE 21800 0 0 D UNIONBANCAL COMMON 908906100 18 375 SHS ****SOLE 375 0 0 D UNITED MICROELECTRONICS - ADR ADR 910873207 1776 241631 SHS ****SOLE 241631 0 0 D UNITED PARCEL SERVICE - CL B COMMON 911312106 12653 204900 SHS ****SOLE 204900 0 0 D UNITED RENTALS COMMON 911363109 25997 1192500 SHS ****SOLE 1192500 0 0 D UNITED STATES CELLULAR COMMON 911684108 3 100 SHS ****SOLE 100 0 0 D UNITED TECHNOLOGIES COMMON 913017109 3066 45150 SHS ****SOLE 45150 0 0 D UNITEDHEALTH GROUP COMMON 91324P102 55 600 SHS ****SOLE 600 0 0 D UNIVERSAL FOREST PRODUCTS COMMON 913543104 1958 83600 SHS ****SOLE 83600 0 0 D UNUMPROVIDENT COMMON 91529Y106 316 12400 SHS ****SOLE 12400 0 0 D URBAN OUTFITTERS COMMON 917047102 3868 111400 SHS ****SOLE 111400 0 0 D UTSTARCOM COMMON 918076100 4 200 SHS ****SOLE 200 0 0 D V F COMMON 918204108 902 23000 SHS ****SOLE 23000 0 0 D VALASSIS COMMUNICATIONS COMMON 918866104 110 3000 SHS ****SOLE 3000 0 0 D VALERO ENERGY COMMON 91913Y100 1436 38363 SHS ****SOLE 38363 0 0 D VALSPAR COMMON 920355104 27 600 SHS ****SOLE 600 0 0 D VARCO INTERNATIONAL COMMON 922122106 4 200 SHS ****SOLE 200 0 0 D VARIAN COMMON 922206107 2979 90400 SHS ****SOLE 90400 0 0 D VEECO INSTRUMENTS COMMON 922417100 3739 161800 SHS ****SOLE 161800 0 0 D VERITAS SOFTWARE COMMON 923436109 13158 664904 SHS ****SOLE 664904 0 0 D VERISIGN COMMON 92343E102 0 50 SHS ****SOLE 50 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 97736 2434282 SHS ****SOLE 2434282 0 0 D VIACOM CLASS B COMMON 925524308 33613 757552 SHS ****SOLE 757552 0 0 D VIDESH SANCHAR NIGAM - ADR ADR 92659G600 795 130247 SHS ****SOLE 130247 0 0 D VISHAY INTERTECHNOLOGY COMMON 928298108 30 1375 SHS ****SOLE 1375 0 0 D VISTEON COMMON 92839U107 442 31100 SHS ****SOLE 31100 0 0 D VITESSE SEMICONDUCTOR COMMON 928497106 11882 3764500 SHS ****SOLE 3764500 0 0 D VORNADO REALTY TRUST REIT 929042109 22980 499500 SHS ****SOLE 499500 0 0 D VULCAN MATERIALS COMMON 929160109 37 850 SHS ****SOLE 850 0 0 D WCI COMMUNITIES COMMON 92923C104 16119 556800 SHS ****SOLE 556800 0 0 D W-H ENERGY SERVICES COMMON 92925E108 379 17100 SHS ****SOLE 17100 0 0 D WACHOVIA COMMON 929903102 3793 99350 SHS ****SOLE 99350 0 0 D WADDELL AND REED FINANCIAL - A COMMON 930059100 504 22000 SHS ****SOLE 22000 0 0 D WAL MART STORES COMMON 931142103 32628 593125 SHS ****SOLE 593125 0 0 D WALGREEN COMMON 931422109 931 24100 SHS ****SOLE 24100 0 0 D WASHINGTON MUTUAL COMMON 939322103 37436 1008793 SHS ****SOLE 1008793 0 0 D WASTE MANAGEMENT COMMON 94106L109 1852 71100 SHS ****SOLE 71100 0 0 D WAUSAU-MOSINEE PAPER COMMON 943315101 4685 388800 SHS ****SOLE 388800 0 0 D WEBEX COMMUNICATIONS COMMON 94767L109 7253 456172 SHS ****SOLE 456172 0 0 D WEBSTER FINANCIAL COMMON 947890109 44443 1162200 SHS ****SOLE 1162200 0 0 D WEIS MARKETS COMMON 948849104 4 100 SHS ****SOLE 100 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 247 3175 SHS ****SOLE 3175 0 0 D WELLS FARGO COMMON 949746101 87282 1743543 SHS ****SOLE 1743543 0 0 D WEST COMMON 952355105 49178 2229263 SHS ****SOLE 2229263 0 0 D WESTPORT RESOURCES COMMON 961418100 4425 269800 SHS ****SOLE 269800 0 0 D WESTWOOD ONE COMMON 961815107 29752 890256 SHS ****SOLE 890256 0 0 D WET SEAL - CL A COMMON 961840105 2153 88600 SHS ****SOLE 88600 0 0 D WEYERHAEUSER COMMON 962166104 54532 854070 SHS ****SOLE 854070 0 0 D WHIRLPOOL COMMON 963320106 7 100 SHS ****SOLE 100 0 0 D WHITEHALL JEWELLERS COMMON 965063100 1501 72500 SHS ****SOLE 72500 0 0 D WILLIAMS COMMON 969457100 1 100 SHS ****SOLE 100 0 0 D WINN DIXIE STORES COMMON 974280109 278 17800 SHS ****SOLE 17800 0 0 D WINTRUST FINANCIAL COMMON 97650W108 2766 80000 SHS ****SOLE 80000 0 0 D WISCONSIN ENERGY COMMON 976657106 334 13200 SHS ****SOLE 13200 0 0 D WOLVERINE WORLD WIDE COMMON 978097103 4626 265100 SHS ****SOLE 265100 0 0 D WORLD COLOR PRESS CNV CONVBD 981443AA2 54 50000 PRN ****SOLE 50000 0 0 D WRIGLEY COMMON 982526105 299 5400 SHS ****SOLE 5400 0 0 D WYETH COMMON 983024100 16616 324539 SHS ****SOLE 324539 0 0 D XCEL ENERGY COMMON 98389B100 3 150 SHS ****SOLE 150 0 0 D XILINX COMMON 983919101 34356 1531700 SHS ****SOLE 1531700 0 0 D YAHOO! COMMON 984332106 63 4300 SHS ****SOLE 4300 0 0 D YELLOW COMMON 985509108 7287 224900 SHS ****SOLE 224900 0 0 D YORK INTERNATIONAL COMMON 986670107 1615 47800 SHS ****SOLE 47800 0 0 D YUM! BRANDS COMMON 988498101 98 3350 SHS ****SOLE 3350 0 0 D ZALE COMMON 988858106 45 1200 SHS ****SOLE 1200 0 0 D ZEBRA TECHNOLOGIES - CLASS A COMMON 989207105 72 1500 SHS ****SOLE 1500 0 0 D ZIMMER HOLDINGS COMMON 98956P102 1067 29910 SHS ****SOLE 29910 0 0 D ZIONS BANCORPORATION COMMON 989701107 31312 601000 SHS ****SOLE 601000 0 0 D ACCENTURE LTD COMMON G1150G111 380 20000 SHS ****SOLE 20000 0 0 D BUNGE LIMITED COMMON G16962105 4515 214000 SHS ****SOLE 214000 0 0 D COOPER INDUSTRIES COMMON G24182100 1529 38900 SHS ****SOLE 38900 0 0 D EVEREST RE GROUP COMMON G3223R108 72528 1296300 SHS ****SOLE 1296300 0 0 D INGERSOLL-RAND - CLASS A COMMON G4776G101 2268 49675 SHS ****SOLE 49675 0 0 D MARVELL TECHNOLOGY GROUP COMMON G5876H105 396 19900 SHS ****SOLE 19900 0 0 D O2MICRO INTERNATIONAL COMMON G6797E106 1860 179700 SHS ****SOLE 179700 0 0 D PARTNERRE COMMON G6852T105 115630 2362200 SHS ****SOLE 2362200 0 0 D RENAISSANCE RE HOLDINGS COMMON G7496G103 44070 1204100 SHS ****SOLE 1204100 0 0 D UTI WORLDWIDE COMMON G87210103 49 2500 SHS ****SOLE 2500 0 0 D TRANSOCEAN COMMON G90078109 22907 735362 SHS ****SOLE 735362 0 0 D WEATHERFORD INTERNATIONAL COMMON G95089101 4 100 SHS ****SOLE 100 0 0 D WILLIS GROUP HOLDINGS COMMON G96655108 26048 791500 SHS ****SOLE 791500 0 0 D XL CAPITAL LIMITED - CLASS A COMMON G98255105 57422 677950 SHS ****SOLE 677950 0 0 D XOMA COMMON G9825R107 1761 441400 SHS ****SOLE 441400 0 0 D ELBIT SYSTEMS COMMON M3760D101 22 1300 SHS ****SOLE 1300 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 5610 325000 SHS ****SOLE 325000 0 0 D ORTHOFIX INTERNATIONAL COMMON N6748L102 25 700 SHS ****SOLE 700 0 0 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 10039 514800 SHS ****SOLE 514800 0 0 D FLEXTRONICS INTERNATIONAL COMMON Y2573F102 250 35100 SHS ****SOLE 35100 0 0 S REPORT SUMMARY 864 DATA RECORDS ***** OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED