-----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, GuheYpkEHaGP26Vf1LpyXOnwWuBEUieWymht+Oin/VT+l2YZwTcagAe7d4cup4Gc 0nBWGF8lEHqyTVWsApFskQ== 0000727770-03-000002.txt : 20030212 0000727770-03-000002.hdr.sgml : 20030212 20030212160227 ACCESSION NUMBER: 0000727770-03-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030212 EFFECTIVENESS DATE: 20030212 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: 03554642 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 dmbt4q.txt DELAWARE BUSINESS MANAGEMENT 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: 12-31-2002 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: 02-12-2003 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: 1,154 FORM 13F INFORMATION TABLE VALUE TOTAL: $12,491,458 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 276 17800 SHS ****SOLE 17800 0 0 D AFLAC COMMON 001055102 2664 88450 SHS ****SOLE 88450 0 0 D AGCO COMMON 001084102 7545 341400 SHS ****SOLE 341400 0 0 D AGL RESOURCES COMMON 001204106 160 6600 SHS ****SOLE 6600 0 0 D AMB PROPERTY REIT 00163T109 30493 1114520 SHS ****SOLE 1114520 0 0 D AOL TIME WARNER COMMON 00184A105 10491 800822 SHS ****SOLE 800822 0 0 D A T & T COMMON 001957505 2889 110657 SHS ****SOLE 110657 0 0 D A T & T WIRELESS SERVICES COMMON 00209A106 1859 329100 SHS ****SOLE 329100 0 0 D AVX COMMON 002444107 1 100 SHS ****SOLE 100 0 0 D ABBOTT LABS COMMON 002824100 105796 2644904 SHS ****SOLE 2644904 0 0 D ABERCROMBIE & FITCH CLASS A COMMON 002896207 76 3725 SHS ****SOLE 3725 0 0 D ABGENIX COMMON 00339B107 3843 521500 SHS ****SOLE 521500 0 0 D ACCREDO HEALTH COMMON 00437V104 6816 193350 SHS ****SOLE 193350 0 0 D ACTIVISION COMMON 004930202 573 39300 SHS ****SOLE 39300 0 0 D ACTEL COMMON 004934105 5103 314600 SHS ****SOLE 314600 0 0 D A.F.P. 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CLASS A COMMON 20030N101 3262 138380 SHS ****SOLE 138380 0 0 D COMCAST - SPECIAL CLASS A COMMON 20030N200 15524 687225 SHS ****SOLE 687225 0 0 D COMERICA COMMON 200340107 48360 1118419 SHS ****SOLE 1118419 0 0 D COMMERCE BANCSHARES COMMON 200525103 41 1050 SHS ****SOLE 1050 0 0 D COMMERCE GROUP COMMON 200641108 210 5600 SHS ****SOLE 5600 0 0 D COMMERCIAL FEDERAL COMMON 201647104 6608 283000 SHS ****SOLE 283000 0 0 D COMMERCIAL METALS COMPANY COMMON 201723103 208 12800 SHS ****SOLE 12800 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 129 3600 SHS ****SOLE 3600 0 0 D COMMUNITY HEALTH SYSTEMS COMMON 203668108 6105 296500 SHS ****SOLE 296500 0 0 D COMMUNITY FIRST BANKSHARES COMMON 203902101 331 12500 SHS ****SOLE 12500 0 0 D CIA VALE DO RIO DOCE - ADR ADR 204412209 3472 120100 SHS ****SOLE 120100 0 0 D COMPASS BANCSHARES COMMON 20449H109 11134 356050 SHS ****SOLE 356050 0 0 D COMPUTER SCIENCES COMMON 205363104 448 13000 SHS ****SOLE 13000 0 0 D COMSTOCK RESOURCES COMMON 205768203 5876 632500 SHS ****SOLE 632500 0 0 D COMVERSE TECHNOLOGY COMMON 205862402 4471 446175 SHS ****SOLE 446175 0 0 D CONAGRA COMMON 205887102 3685 147340 SHS ****SOLE 147340 0 0 D CONCEPTUS COMMON 206016107 12562 1048600 SHS ****SOLE 1048600 0 0 D CONCORD EFS COMMON 206197105 787 50000 SHS ****SOLE 50000 0 0 D CONOCOPHILLIPS COMMON 20825C104 4664 96393 SHS ****SOLE 96393 0 0 D CONSOL ENERGY COMMON 20854P109 1002 58000 SHS ****SOLE 58000 0 0 D CONSOLIDATED EDISON COMMON 209115104 1726 40300 SHS ****SOLE 40300 0 0 D CONSTELLATION BRANDS COMMON 21036P108 15345 647200 SHS ****SOLE 647200 0 0 D COOPER CAMERON COMMON 216640102 10736 215500 SHS ****SOLE 215500 0 0 D COOPER COMPANIES COMMON 216648402 3698 147800 SHS ****SOLE 147800 0 0 D ADOLPH COORS - CL B COMMON 217016104 2337 38150 SHS ****SOLE 38150 0 0 D COORSTEK COMMON 217020106 17306 677340 SHS ****SOLE 677340 0 0 D CORN PRODUCTS COMMON 219023108 166 5500 SHS ****SOLE 5500 0 0 D COST PLUS COMMON 221485105 57917 2020121 SHS ****SOLE 2020121 0 0 D COSTCO WHOLESALE COMMON 22160K105 3 100 SHS ****SOLE 100 0 0 D COUNTRYWIDE FINANCIAL COMMON 222372104 25727 498100 SHS ****SOLE 498100 0 0 D COVENTRY HEALTH CARE COMMON 222862104 18289 630000 SHS ****SOLE 630000 0 0 D COX COMMUNICATIONS CLASS A COMMON 224044107 2979 104900 SHS ****SOLE 104900 0 0 D CRANE COMMON 224399105 6013 301700 SHS ****SOLE 301700 0 0 D CREE COMMON 225447101 98 6000 SHS ****SOLE 6000 0 0 D CRESCENT REAL ESTATE EQUITIE REIT 225756105 52 3150 SHS ****SOLE 3150 0 0 D CRESCENT REAL 6.75% CNV PFD CONVPF 225756204 1208 62600 SHS ****SOLE 0 0 62600 D CROMPTON COMMON 227116100 142 23800 SHS ****SOLE 23800 0 0 D CROSS COUNTRY COMMON 22748P105 564 40400 SHS ****SOLE 40400 0 0 D CROWN CASTLE COMMON 228227104 117 31300 SHS ****SOLE 31300 0 0 D CROWN CORK & SEAL COMMON 228255105 4819 606200 SHS ****SOLE 606200 0 0 D CUBIST PHARMACEUTICALS COMMON 229678107 23073 2803533 SHS ****SOLE 2803533 0 0 D CULLEN/FROST BANKERS COMMON 229899109 49603 1516900 SHS ****SOLE 1516900 0 0 D CUMULUS MEDIA COMMON 231082108 44521 2996000 SHS ****SOLE 2996000 0 0 D CYMER COMMON 232572107 2332 72300 SHS ****SOLE 72300 0 0 D CYTEC INDUSTRIES COMMON 232820100 172 6300 SHS ****SOLE 6300 0 0 D CYTYC COMMON 232946103 10640 1043100 SHS ****SOLE 1043100 0 0 D DRS TECHNOLOGIES COMMON 23330X100 6376 203500 SHS ****SOLE 203500 0 0 D D.R. HORTON COMMON 23331A109 61623 3551750 SHS ****SOLE 3551750 0 0 D DST SYSTEMS COMMON 233326107 2666 75000 SHS ****SOLE 75000 0 0 D DTE ENERGY COMMON 233331107 1216 26200 SHS ****SOLE 26200 0 0 D DAISYTEK INTERNATIONAL COMMON 234053106 93 11700 SHS ****SOLE 11700 0 0 D DANA COMMON 235811106 876 74500 SHS ****SOLE 74500 0 0 D DANAHER COMMON 235851102 657 10000 SHS ****SOLE 10000 0 0 D DARDEN RESTAURANTS COMMON 237194105 69070 3377500 SHS ****SOLE 3377500 0 0 D DAVITA COMMON 23918K108 311 12600 SHS ****SOLE 12600 0 0 D DEERE AND CO COMMON 244199105 20886 455536 SHS ****SOLE 455536 0 0 D DEL MONTE FOODS CO. COMMON 24522P103 574 74554 SHS ****SOLE 74554 0 0 D DELL COMPUTER COMMON 247025109 9879 369453 SHS ****SOLE 369453 0 0 D DELPHI COMMON 247126105 1128 140075 SHS ****SOLE 140075 0 0 D DELPHI FINANCIAL GROUP-CL A COMMON 247131105 57 1500 SHS ****SOLE 1500 0 0 D DENBURY RESOURCES COMMON 247916208 2128 188300 SHS ****SOLE 188300 0 0 D DELUXE COMMON 248019101 69 1650 SHS ****SOLE 1650 0 0 D DENTSPLY INTERNATIONAL COMMON 249030107 41 1100 SHS ****SOLE 1100 0 0 D DEPARTMENT 56 COMMON 249509100 2412 187000 SHS ****SOLE 187000 0 0 D DEVELOPERS DIVERS REALTY REIT 251591103 20119 914900 SHS ****SOLE 914900 0 0 D DEVON ENERGY COMMON 25179M103 11746 255900 SHS ****SOLE 255900 0 0 D DIAL COMMON 25247D101 775 38025 SHS ****SOLE 38025 0 0 D DIEBOLD COMMON 253651103 2836 68800 SHS ****SOLE 68800 0 0 D DIME COMMUNITY BANCSHARES COMMON 253922108 259 13500 SHS ****SOLE 13500 0 0 D DIONEX COMMON 254546104 181 6100 SHS ****SOLE 6100 0 0 D WALT DISNEY COMMON 254687106 38086 2335112 SHS ****SOLE 2335112 0 0 D DOCUMENTUM COMMON 256159104 80 5100 SHS ****SOLE 5100 0 0 D DOLLAR TREE STORES COMMON 256747106 96970 3946703 SHS ****SOLE 3946703 0 0 D DOMINION RESOURCES - VIRGINIA COMMON 25746U109 62317 1135100 SHS ****SOLE 1135100 0 0 D DONNELLEY AND SONS COMMON 257867101 662 30400 SHS ****SOLE 30400 0 0 D DORAL FINANCIAL COMMON 25811P100 38916 1360700 SHS ****SOLE 1360700 0 0 D DOW CHEMICAL COMMON 260543103 93308 3141700 SHS ****SOLE 3141700 0 0 D DOWNEY FINANCIAL COMMON 261018105 35318 905600 SHS ****SOLE 905600 0 0 D DU PONT (E.I.) DE NEMOURS COMMON 263534109 6029 142200 SHS ****SOLE 142200 0 0 D DUCOMMUN COMMON 264147109 79 5000 SHS ****SOLE 5000 0 0 D DUKE ENERGY COMMON 264399106 1243 63600 SHS ****SOLE 63600 0 0 D DUKE REALTY REIT 264411505 23304 915665 SHS ****SOLE 915665 0 0 D DUN & BRADSTREET COMMON 26483E100 896 25975 SHS ****SOLE 25975 0 0 D DYCOM INDUSTRIES COMMON 267475101 77 5825 SHS ****SOLE 5825 0 0 D EMC COMMON 268648102 2224 362134 SHS ****SOLE 362134 0 0 D ENSCO INTERNATIONAL COMMON 26874Q100 4 150 SHS ****SOLE 150 0 0 D EOG RESOURCES COMMON 26875P101 474 11875 SHS ****SOLE 11875 0 0 D ESS TECHNOLOGY COMMON 269151106 65 10300 SHS ****SOLE 10300 0 0 D EARTHLINK COMMON 270321102 51 9300 SHS ****SOLE 9300 0 0 D EASTMAN KODAK COMMON 277461109 1118 31900 SHS ****SOLE 31900 0 0 D EATON COMMON 278058102 47311 605700 SHS ****SOLE 605700 0 0 D EBAY COMMON 278642103 2231 32900 SHS ****SOLE 32900 0 0 D ECOLAB COMMON 278865100 2833 57225 SHS ****SOLE 57225 0 0 D EDISON INTERNATIONAL COMMON 281020107 730 61600 SHS ****SOLE 61600 0 0 D EDWARDS LIFESCIENCES COMMON 28176E108 392 15380 SHS ****SOLE 15380 0 0 D EL PASO ELECTRIC COMPANY COMMON 283677854 4079 370800 SHS ****SOLE 370800 0 0 D ELECTRONICS FOR IMAGING COMMON 286082102 169 10400 SHS ****SOLE 10400 0 0 D EMERSON ELECTRIC COMMON 291011104 60129 1182471 SHS ****SOLE 1182471 0 0 D EMPRESA NAC'L ELEC CHILE - ADR ADR 29244T101 1568 203863 SHS ****SOLE 203863 0 0 D EMULEX COMMON 292475209 21195 1142600 SHS ****SOLE 1142600 0 0 D ENDESA - ADR ADR 29258N107 128 11287 SHS ****SOLE 11287 0 0 D ENDO PHARMACEUTICALS HOLDINGS COMMON 29264F205 71 9200 SHS ****SOLE 9200 0 0 D ENERGIZER HOLDINGS COMMON 29266R108 361 12950 SHS ****SOLE 12950 0 0 D ENGLEHARD COMMON 292845104 696 31150 SHS ****SOLE 31150 0 0 D ENTERGY COMMON 29364G103 1965 43100 SHS ****SOLE 43100 0 0 D ENZON PHARMACEUTICALS COMMON 293904108 162 9700 SHS ****SOLE 9700 0 0 D ENZO BIOCHEM COMMON 294100102 129 9230 SHS ****SOLE 9230 0 0 D EQUITABLE RESOURCES COMMON 294549100 466 13300 SHS ****SOLE 13300 0 0 D EQUITY INNS REIT 294703103 186 30900 SHS ****SOLE 30900 0 0 D EQUITY OFFICE PROPERTIES TRUST REIT 294741103 51679 2068796 SHS ****SOLE 2068796 0 0 D EQUITY RESIDENTIAL PROPERTIES REIT 29476L107 14986 609675 SHS ****SOLE 609675 0 0 D EQUITY RES PROPS 7.25% CNV PFD CONVPF 29476L859 322 13200 SHS ****SOLE 13200 0 0 D ERIE INDEMNITY COMPANY-CL A COMMON 29530P102 109 3000 SHS ****SOLE 3000 0 0 D EXELON COMMON 30161N101 32561 617030 SHS ****SOLE 617030 0 0 D EXELIXIS COMMON 30161Q104 21704 2713000 SHS ****SOLE 2713000 0 0 D EXPEDITORS INTERNATIONAL COMMON 302130109 75 2300 SHS ****SOLE 2300 0 0 D EXPRESS SCRIPTS-CL A COMMON 302182100 10 200 SHS ****SOLE 200 0 0 D EXPRESSJET HOLDINGS COMMON 30218U108 121 11800 SHS ****SOLE 11800 0 0 D EXTENDED STAY AMERICA COMMON 30224P101 52055 3529177 SHS ****SOLE 3529177 0 0 D EXTREME NETWORKS COMMON 30226D106 54 16500 SHS ****SOLE 16500 0 0 D EXXON MOBIL COMMON 30231G102 146025 4179309 SHS ****SOLE 4179309 0 0 D FBR ASSET INVESTMENT COMMON 30241E303 6458 190500 SHS ****SOLE 190500 0 0 D FPL GROUP COMMON 302571104 51982 864500 SHS ****SOLE 864500 0 0 D FACTSET RESEARCH SYSTEMS COMMON 303075105 257 9100 SHS ****SOLE 9100 0 0 D FREDDIE MAC COMMON 313400301 75673 1281500 SHS ****SOLE 1281500 0 0 D FEDERAL NATIONAL MORTGAGE COMMON 313586109 110178 1712696 SHS ****SOLE 1712696 0 0 D FEDERAL REALTY INVS TRUST REIT 313747206 15753 560200 SHS ****SOLE 560200 0 0 D FEDERAL SIGNAL COMMON 313855108 9458 487025 SHS ****SOLE 487025 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 4887 169925 SHS ****SOLE 169925 0 0 D FEDEX COMMON 31428X106 4172 76950 SHS ****SOLE 76950 0 0 D FELCOR LODGING TRUST REIT 31430F101 57 5000 SHS ****SOLE 5000 0 0 D FIDELITY NATL INFO SOLUTIONS COMMON 31620P109 823 47700 SHS ****SOLE 47700 0 0 D FIDELITY NATIONAL FINANCIAL COMMON 316326107 20831 634505 SHS ****SOLE 634505 0 0 D FIFTH THIRD BANCORP COMMON 316773100 94 1600 SHS ****SOLE 1600 0 0 D FILENET COMMON 316869106 54 4400 SHS ****SOLE 4400 0 0 D FINANCIAL INSTITUTIONS COMMON 317585404 79 2700 SHS ****SOLE 2700 0 0 D FIRST AMERICAN FINANCIAL COMMON 318522307 5173 233000 SHS ****SOLE 233000 0 0 D FIRST BUSEY CORP-CL A COMMON 319383105 67 2900 SHS ****SOLE 2900 0 0 D FIRST CASH FINANCIAL COMMON 31942D107 1230 120500 SHS ****SOLE 120500 0 0 D FIRST CHARTER COMMON 319439105 133 7400 SHS ****SOLE 7400 0 0 D FIRST COMMONWEALTH FINANCIAL COMMON 319829107 53 4600 SHS ****SOLE 4600 0 0 D FIRST COMMUNITY BANCSHARES COMMON 31983A103 65 2100 SHS ****SOLE 2100 0 0 D FIRST DATA COMMON 319963104 63756 1800500 SHS ****SOLE 1800500 0 0 D FIRST ESSEX BANCORP COMMON 320103104 63 1900 SHS ****SOLE 1900 0 0 D FIRST FINL BANKSHARES COMMON 32020R109 65 1700 SHS ****SOLE 1700 0 0 D FIRST FINANCIAL HOLDINGS COMMON 320239106 52 2100 SHS ****SOLE 2100 0 0 D FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 21926 2932100 SHS ****SOLE 2932100 0 0 D FIRST NIAGARA FINANCIAL GRP COMMON 33582U100 5540 212100 SHS ****SOLE 212100 0 0 D FIRST TENNESSEE NATIONAL COMMON 337162101 1596 44400 SHS ****SOLE 44400 0 0 D FISCHER IMAGING COMMON 337719108 1375 228800 SHS ****SOLE 228800 0 0 D FISERV COMMON 337738108 835 24600 SHS ****SOLE 24600 0 0 D FIRSTMERIT COMMON 337915102 3 150 SHS ****SOLE 150 0 0 D FLAGSTAR BANCORP COMMON 337930101 260 12050 SHS ****SOLE 12050 0 0 D FIRSTENERGY COMMON 337932107 45050 1366400 SHS ****SOLE 1366400 0 0 D FISHER SCIENTIFIC INTL COMMON 338032204 30504 1014100 SHS ****SOLE 1014100 0 0 D FLEET BOSTON FINANCIAL COMMON 339030108 72847 2997800 SHS ****SOLE 2997800 0 0 D FLORIDA ROCK INDS COMMON 341140101 6598 173400 SHS ****SOLE 173400 0 0 D FLUOR COMMON 343412102 2033 72600 SHS ****SOLE 72600 0 0 D FLUSHING FINANCIAL COMMON 343873105 51 3100 SHS ****SOLE 3100 0 0 D FOOT LOCKER COMMON 344849104 2 200 SHS ****SOLE 200 0 0 D FORD MOTOR COMMON 345370860 3403 365949 SHS ****SOLE 365949 0 0 D FOREST LABORATORIES COMMON 345838106 318 3235 SHS ****SOLE 3235 0 0 D FOREST OIL COMMON 346091705 4 150 SHS ****SOLE 150 0 0 D FORTUNE BRANDS COMMON 349631101 2101 45180 SHS ****SOLE 45180 0 0 D FOSSIL COMMON 349882100 255 12525 SHS ****SOLE 12525 0 0 D FOUR SEASON HOTELS COMMON 35100E104 15368 544000 SHS ****SOLE 544000 0 0 D FOX ENTERTAINMENT COMMON 35138T107 4 150 SHS ****SOLE 150 0 0 D FRANKLIN RESOURCES COMMON 354613101 6816 200000 SHS ****SOLE 200000 0 0 D FREEPORT MCMORAN COPPER - B COMMON 35671D857 4888 291300 SHS ****SOLE 291300 0 0 D FRIEDMAN'S COMMON 358438109 148 17000 SHS ****SOLE 17000 0 0 D FRONTIER FINANCIAL COMMON 35907K105 143 5600 SHS ****SOLE 5600 0 0 D FULLER (H.B.) COMMON 359694106 5699 220200 SHS ****SOLE 220200 0 0 D FURNITURE BRANDS INTERNATIONAL COMMON 360921100 7038 295100 SHS ****SOLE 295100 0 0 D ARTHUR J. GALLAGHER COMMON 363576109 6625 225500 SHS ****SOLE 225500 0 0 D GAMESTOP COMMON 36466R101 8343 851300 SHS ****SOLE 851300 0 0 D GANNETT COMMON 364730101 25335 352850 SHS ****SOLE 352850 0 0 D GAP COMMON 364760108 7276 468800 SHS ****SOLE 468800 0 0 D GART SPORTS COMMON 366630101 147 7600 SHS ****SOLE 7600 0 0 D GARTNER GROUP COMMON 366651107 128 13900 SHS ****SOLE 13900 0 0 D GAYLORD ENTERTAINMENT COMMON 367905106 117 5700 SHS ****SOLE 5700 0 0 D GENENTECH COMMON 368710406 15343 462700 SHS ****SOLE 462700 0 0 D GENERAL DYNAMICS COMMON 369550108 2365 29800 SHS ****SOLE 29800 0 0 D GENERAL ELECTRIC COMMON 369604103 85704 3519674 SHS ****SOLE 3519674 0 0 D GENERAL GROWTH PROPERTIES REIT 370021107 26915 517600 SHS ****SOLE 517600 0 0 D GENERAL MILLS COMMON 370334104 82025 1747075 SHS ****SOLE 1747075 0 0 D GENERAL MOTORS COMMON 370442105 85638 2323328 SHS ****SOLE 2323328 0 0 D GENERAL MOTORS - CLASS H COMMON 370442832 1447 135200 SHS ****SOLE 135200 0 0 D GENESEE & WYOMING - CL A COMMON 371559105 138 6800 SHS ****SOLE 6800 0 0 D GENESIS MICROCHIP COMMON 37184C103 149 11400 SHS ****SOLE 11400 0 0 D GENTEX COMMON 371901109 74550 2356207 SHS ****SOLE 2356207 0 0 D GENLYTE GROUP COMMON 372302109 209 6700 SHS ****SOLE 6700 0 0 D GENUINE PARTS COMMON 372460105 2 50 SHS ****SOLE 50 0 0 D GEORGIA PACIFIC COMMON 373298108 159 9861 SHS ****SOLE 9860 0 1 D GETTY IMAGES COMMON 374276103 41223 1349371 SHS ****SOLE 1349371 0 0 D GIBRALTAR STEEL COMMON 37476F103 4164 218700 SHS ****SOLE 218700 0 0 D GILEAD SCIENCES COMMON 375558103 5559 163500 SHS ****SOLE 163500 0 0 D GILLETE COMMON 375766102 79544 2620025 SHS ****SOLE 2620025 0 0 D GLADSTONE CAPITAL CORP COMMON 376535100 3287 199600 SHS ****SOLE 199600 0 0 D GLAXOSMITHKLINE PLC - ADS ADR 37733W105 555 14806 SHS ****SOLE 14806 0 0 D GLIMCHER REALTY TRUST REIT 379302102 3049 171800 SHS ****SOLE 171800 0 0 D GOLD BANCORATION COMMON 379907108 143 14400 SHS ****SOLE 14400 0 0 D GOLDEN WEST FINANCIAL COMMON 381317106 1734 24150 SHS ****SOLE 24150 0 0 D GOLDMAN SACHS GROUP COMMON 38141G104 82994 1218715 SHS ****SOLE 1218715 0 0 D GOODY'S FAMILY CLOTHING COMMON 382588101 1966 442900 SHS ****SOLE 442900 0 0 D GRAINGER (W.W.) COMMON 384802104 5 100 SHS ****SOLE 100 0 0 D GRANITE CONSTRUCTION COMMON 387328107 3439 221850 SHS ****SOLE 221850 0 0 D GRAY TELEVISION - CL B COMMON 389375106 32390 3322100 SHS ****SOLE 3322100 0 0 D GREAT ATLANTIC & PACIFIC TEA COMMON 390064103 90 11200 SHS ****SOLE 11200 0 0 D GREAT PLAINS ENERGY COMMON 391164100 245 10700 SHS ****SOLE 10700 0 0 D GREATER BAY BANCORP COMMON 391648102 909 52600 SHS ****SOLE 52600 0 0 D GREENPOINT FINANCIAL COMMON 395384100 1120 24800 SHS ****SOLE 24800 0 0 D GREY GLOBAL GROUP COMMON 39787M108 183 300 SHS ****SOLE 300 0 0 D GREY WOLF COMMON 397888108 4295 1076400 SHS ****SOLE 1076400 0 0 D GRIFFON COMMON 398433102 9556 701610 SHS ****SOLE 701610 0 0 D GTECH HOLDINGS COMMON 400518106 134 4800 SHS ****SOLE 4800 0 0 D GUIDANT COMMON 401698105 4367 141550 SHS ****SOLE 141550 0 0 D HCA COMMON 404119109 89672 2160783 SHS ****SOLE 2160783 0 0 D HCC INSURANCE HOLDINGS COMMON 404132102 43476 1767300 SHS ****SOLE 1767300 0 0 D HRPT PROPERTIES TRUST REIT 40426W101 125 15200 SHS ****SOLE 15200 0 0 D HAEMONETICS COMMON 405024100 43 2000 SHS ****SOLE 2000 0 0 D HALLIBURTON COMMON 406216101 853 45600 SHS ****SOLE 45600 0 0 D JOHN HANCOCK FINANCIAL SERVICE COMMON 41014S106 51332 1839850 SHS ****SOLE 1839850 0 0 D HANDLEMAN COMMON 410252100 4652 404500 SHS ****SOLE 404500 0 0 D HARLEY-DAVIDSON COMMON 412822108 13569 293700 SHS ****SOLE 293700 0 0 D HARLEYSVILLE GROUP COMMON 412824104 8082 305800 SHS ****SOLE 305800 0 0 D HARRIS COMMON 413875105 1407 53500 SHS ****SOLE 53500 0 0 D HARSCO COMMON 415864107 5782 181300 SHS ****SOLE 181300 0 0 D HARTE-HANKS COMMON 416196103 437 23400 SHS ****SOLE 23400 0 0 D HARTFORD FIN'L SERVICES GROUP COMMON 416515104 2174 47850 SHS ****SOLE 47850 0 0 D HEALTH MANAGEMENT ASSOCIATION COMMON 421933102 312 17425 SHS ****SOLE 17425 0 0 D HEALTHCARE REALTY TRUST REIT 421946104 14411 492700 SHS ****SOLE 492700 0 0 D HEALTH CARE REIT REIT 42217K106 246 9100 SHS ****SOLE 9100 0 0 D HEALTH NET COMMON 42222G108 708 26800 SHS ****SOLE 26800 0 0 D HEALTHTRONICS SURGICAL SERVICE COMMON 42222L107 103 12800 SHS ****SOLE 12800 0 0 D HEARST-ARGYLE TELEVISION COMMON 422317107 292 12100 SHS ****SOLE 12100 0 0 D HEARTLAND EXPRESS COMMON 422347104 2639 115178 SHS ****SOLE 115178 0 0 D HEINZ H J COMMON 423074103 56761 1726845 SHS ****SOLE 1726845 0 0 D HENRY (JACK) & ASSOCIATES COMMON 426281101 46731 3881330 SHS ****SOLE 3881330 0 0 D HERLEY INDUSTRIES COMMON 427398102 3863 221900 SHS ****SOLE 221900 0 0 D HERSHEY FOODS COMMON 427866108 509 7550 SHS ****SOLE 7550 0 0 D HEWLETT PACKARD COMMON 428236103 16328 940579 SHS ****SOLE 940579 0 0 D HIBBETT SPORTING GOODS COMMON 428565105 2465 103050 SHS ****SOLE 103050 0 0 D HIBERNIA - CLASS A COMMON 428656102 2813 146200 SHS ****SOLE 146200 0 0 D HIGHWOODS PROPERTIES REIT 431284108 2 100 SHS ****SOLE 100 0 0 D HILB, ROGAL & HAMILTON COMMON 431294107 19219 469900 SHS ****SOLE 469900 0 0 D HILLENBRAND INDUSTRIES COMMON 431573104 2139 44275 SHS ****SOLE 44275 0 0 D HILTON HOTELS CONVBD 432848AL3 265 275000 PRN ****SOLE 275000 0 0 D HITACHI LTD -ADR ADR 433578507 280 7523 SHS ****SOLE 7523 0 0 D HOLLINGER INTERNATIONAL COMMON 435569108 178 17500 SHS ****SOLE 17500 0 0 D HOME DEPOT COMMON 437076102 18279 762300 SHS ****SOLE 762300 0 0 D HONEYWELL INTERNATIONAL COMMON 438516106 74584 3107681 SHS ****SOLE 3107681 0 0 D HOOPER HOLMES COMMON 439104100 83 13500 SHS ****SOLE 13500 0 0 D HORIZON OFFSHORE COMMON 44043J105 84 16800 SHS ****SOLE 16800 0 0 D HORMEL FOODS COMMON 440452100 16 700 SHS ****SOLE 700 0 0 D HOST MARRIOTT REIT 44107P104 30901 3491650 SHS ****SOLE 3491650 0 0 D HOUSEHOLD INTERNATIONAL COMMON 441815107 59750 2148500 SHS ****SOLE 2148500 0 0 D HOVNANIAN ENTERPRISES-A COMMON 442487203 136 4300 SHS ****SOLE 4300 0 0 D HUB INTERNATIONAL COMMON 44332P101 2259 176100 SHS ****SOLE 176100 0 0 D HUDSON CITY BANCORP COMMON 443683107 56 3000 SHS ****SOLE 3000 0 0 D HUDSON UNITED BANCORP COMMON 444165104 992 31900 SHS ****SOLE 31900 0 0 D HUGHES SUPPLY COMMON 444482103 156 5700 SHS ****SOLE 5700 0 0 D HUMANA COMMON 444859102 4805 480500 SHS ****SOLE 480500 0 0 D ICT GROUP COMMON 44929Y101 78 6700 SHS ****SOLE 6700 0 0 D IDEC PHARMACEUTICALS COMMON 449370105 5831 175800 SHS ****SOLE 175800 0 0 D IHOP COMMON 449623107 134 5600 SHS ****SOLE 5600 0 0 D IMC GLOBAL COMMON 449669100 1460 136800 SHS ****SOLE 136800 0 0 D IMS HEALTH COMMON 449934108 298 18625 SHS ****SOLE 18625 0 0 D ISTAR FINANCIAL REIT 45031U101 56 2000 SHS ****SOLE 2000 0 0 D ITT EDUCATIONAL SERVICES COMMON 45068B109 151 6400 SHS ****SOLE 6400 0 0 D ICON - ADR ADR 45103T107 330 12266 SHS ****SOLE 12266 0 0 D ICICI BANK LIMITED - ADR ADR 45104G104 3200 492263 SHS ****SOLE 492263 0 0 D IDEXX LABORATORIES COMMON 45168D104 340 10200 SHS ****SOLE 10200 0 0 D IKON OFFICE SOLUTIONS COMMON 451713101 1 200 SHS ****SOLE 200 0 0 D ILLINOIS TOOL WORKS COMMON 452308109 21 325 SHS ****SOLE 325 0 0 D IMATION COMMON 45245A107 154 4400 SHS ****SOLE 4400 0 0 D IMCLONE SYSTEMS COMMON 45245W109 53 5000 SHS ****SOLE 5000 0 0 D IMMUNOGEN COMMON 45253H101 74 24000 SHS ****SOLE 24000 0 0 D IMPATH COMMON 45255G101 116 5900 SHS ****SOLE 5900 0 0 D INAMED CORP COMMON 453235103 55 1800 SHS ****SOLE 1800 0 0 D INDEPENDENCE COMMUNITY BANK COMMON 453414104 36 1400 SHS ****SOLE 1400 0 0 D INDEPENDENT BANK -MASS COMMON 453836108 59 2600 SHS ****SOLE 2600 0 0 D INDEPENDENT BANK CORP - MICH COMMON 453838104 89 2940 SHS ****SOLE 2940 0 0 D INDYMAC MORTGAGE HOLDINGS COMMON 456607100 27974 1512900 SHS ****SOLE 1512900 0 0 D INFOCUS COMMON 45665B106 36 5800 SHS ****SOLE 5800 0 0 D INFORTE COMMON 45677R107 140 18100 SHS ****SOLE 18100 0 0 D ING GROEP NV - ADR ADR 456837103 298 17691 SHS ****SOLE 17691 0 0 D INGRAM MICRO - CLASS A COMMON 457153104 789 63850 SHS ****SOLE 63850 0 0 D INHALE THERAPEUTIC SYS COMMON 457191104 44277 5479768 SHS ****SOLE 5479768 0 0 D INSPIRE PHARMACEUTICALS COMMON 457733103 20264 2169541 SHS ****SOLE 2169541 0 0 D INTEGRAL SYSTEMS /MD COMMON 45810H107 3519 175500 SHS ****SOLE 175500 0 0 D INTEGRATED ELECTRICAL SERVICES COMMON 45811E103 135 35000 SHS ****SOLE 35000 0 0 D INTEL COMMON 458140100 70183 4507550 SHS ****SOLE 4507550 0 0 D INTEGRATED DEFENSE TECHNOLOGY COMMON 45819B101 1272 87700 SHS ****SOLE 87700 0 0 D INTER-TEL COMMON 458372109 5598 267700 SHS ****SOLE 267700 0 0 D INTL BUSINESS MACHINES COMMON 459200101 89842 1159249 SHS ****SOLE 1159249 0 0 D INTL FLAVORS & FRAGRANCES COMMON 459506101 33213 946250 SHS ****SOLE 946250 0 0 D INTERNATIONAL MULTIFOODS COMMON 460043102 5863 276700 SHS ****SOLE 276700 0 0 D INTERNATIONAL PAPER COMMON 460146103 95004 2716716 SHS ****SOLE 2716716 0 0 D INTERNATIONAL RECTIFIER COMMON 460254105 3751 203200 SHS ****SOLE 203200 0 0 D INTERNET SECURITY SYSTEMS COMMON 46060X107 75 4100 SHS ****SOLE 4100 0 0 D INTERSIL HOLDINGS COMMON 46069S109 6601 473500 SHS ****SOLE 473500 0 0 D INTERSTATE BAKERIES COMMON 46072H108 124 8100 SHS ****SOLE 8100 0 0 D INTERWOVEN COMMON 46114T102 43 16600 SHS ****SOLE 16600 0 0 D INTRABIOTICS PHARMACEUTICALS COMMON 46116T100 395 1362100 SHS ****SOLE 1362100 0 0 D INTUIT COMMON 461202103 859 18300 SHS ****SOLE 18300 0 0 D INVISION TECHNOLOGIES COMMON 461851107 63 2400 SHS ****SOLE 2400 0 0 D INVESTORS FINANCIAL SERVICES COMMON 461915100 47 1700 SHS ****SOLE 1700 0 0 D IRWIN FINANCIAL COMMON 464119106 149 9000 SHS ****SOLE 9000 0 0 D IVAX COMMON 465823102 274 22550 SHS ****SOLE 22550 0 0 D JDS UNIPHASE COMMON 46612J101 121 49100 SHS ****SOLE 49100 0 0 D JLG INDUSTRIES COMMON 466210101 126 16700 SHS ****SOLE 16700 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 140295 5845636 SHS ****SOLE 5845636 0 0 D J2 GLOBAL COMMUNICATIONS COMMON 46626E205 95 5000 SHS ****SOLE 5000 0 0 D JABIL CIRCUIT COMMON 466313103 269 15000 SHS ****SOLE 15000 0 0 D JACK IN THE BOX COMMON 466367109 5450 315200 SHS ****SOLE 315200 0 0 D JACOBS ENGINEERING GROUP COMMON 469814107 9295 261100 SHS ****SOLE 261100 0 0 D JEFFERIES GROUP (NEW) COMMON 472319102 227 5400 SHS ****SOLE 5400 0 0 D JEFFERSON-PILOT COMMON 475070108 213 5600 SHS ****SOLE 5600 0 0 D JOHNSON AND JOHNSON COMMON 478160104 19230 358040 SHS ****SOLE 358040 0 0 D JOHNSON CONTROLS COMMON 478366107 2892 36070 SHS ****SOLE 36070 0 0 D JONES APPAREL GROUP COMMON 480074103 11309 319100 SHS ****SOLE 319100 0 0 D JONES LANG LASALLE COMMON 48020Q107 112 7300 SHS ****SOLE 7300 0 0 D JOY GLOBAL COMMON 481165108 43 3800 SHS ****SOLE 3800 0 0 D JUNIPER NETWORKS COMMON 48203R104 386 56800 SHS ****SOLE 56800 0 0 D KLA-TENCOR COMMON 482480100 64 1800 SHS ****SOLE 1800 0 0 D KT CORP-SP ADR ADR 48268K101 3844 178394 SHS ****SOLE 178394 0 0 D KANSAS CITY LIFE INS CO COMMON 484836101 216 5700 SHS ****SOLE 5700 0 0 D KAYDON COMMON 486587108 6528 307800 SHS ****SOLE 307800 0 0 D KEANE COMMON 486665102 77 8600 SHS ****SOLE 8600 0 0 D KB HOME COMMON 48666K109 40973 956200 SHS ****SOLE 956200 0 0 D KEITHLEY INSTRUMENTS COMMON 487584104 84 6700 SHS ****SOLE 6700 0 0 D KELLOGG COMPANY COMMON 487836108 61934 1807250 SHS ****SOLE 1807250 0 0 D KELLWOOD COMMON 488044108 182 7000 SHS ****SOLE 7000 0 0 D KELLY SERVICES COMMON 488152208 262 10600 SHS ****SOLE 10600 0 0 D KENNAMETAL COMMON 489170100 152 4400 SHS ****SOLE 4400 0 0 D KERR-MCGEE COMMON 492386107 83384 1882268 SHS ****SOLE 1882268 0 0 D KEY ENERGY GROUP COMMON 492914106 303 33800 SHS ****SOLE 33800 0 0 D KEYCORP COMMON 493267108 5 200 SHS ****SOLE 200 0 0 D KEYSPAN COMMON 49337W100 1255 35600 SHS ****SOLE 35600 0 0 D KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 120 8000 SHS ****SOLE 8000 0 0 D KEYSTONE PROPERTY TRUST REIT 493596100 16758 987500 SHS ****SOLE 987500 0 0 D KIMBERLY - CLARK COMMON 494368103 62426 1315054 SHS ****SOLE 1315054 0 0 D KIMCO REALTY REIT 49446R109 619 20200 SHS ****SOLE 20200 0 0 D KING PHARMACEUTICALS COMMON 495582108 5795 337100 SHS ****SOLE 337100 0 0 D KIRBY COMMON 497266106 5842 213300 SHS ****SOLE 213300 0 0 D KNIGHT-RIDDER COMMON 499040103 1034 16350 SHS ****SOLE 16350 0 0 D KNIGHT TRANSPORTATION COMMON 499064103 2338 111350 SHS ****SOLE 111350 0 0 D KOHLS COMMON 500255104 67534 1207050 SHS ****SOLE 1207050 0 0 D PHILIPS ELECTRONICS - NY SHARE NYSHRS 500472303 741 41925 SHS ****SOLE 41925 0 0 D KRAFT FOODS - CL A COMMON 50075N104 2597 66700 SHS ****SOLE 66700 0 0 D KRISPY KREME DOUGHNUTS COMMON 501014104 91426 2707328 SHS ****SOLE 2707328 0 0 D KROGER COMMON 501044101 1959 126800 SHS ****SOLE 126800 0 0 D KRONOS COMMON 501052104 141 3800 SHS ****SOLE 3800 0 0 D KULICKE & SOFFA INDUSTRIES COMMON 501242101 59 10400 SHS ****SOLE 10400 0 0 D LSI LOGIC COMMON 502161102 44 7600 SHS ****SOLE 7600 0 0 D L-3 COMMUNICATIONS COMMON 502424104 9676 215450 SHS ****SOLE 215450 0 0 D LA-Z-BOY COMMON 505336107 5199 216800 SHS ****SOLE 216800 0 0 D LABONE COMMON 50540L105 151 8500 SHS ****SOLE 8500 0 0 D LAM RESEARCH COMMON 512807108 212 19600 SHS ****SOLE 19600 0 0 D LAMAR ADVERTISING COMMON 512815101 9664 287200 SHS ****SOLE 287200 0 0 D LANDRY'S SEAFOOD RESTAURANTS COMMON 51508L103 11744 552900 SHS ****SOLE 552900 0 0 D LANDSTAR SYSTEMS COMMON 515098101 228 3900 SHS ****SOLE 3900 0 0 D LASALLE HOTEL PROPERTIES REIT 517942108 15751 1125100 SHS ****SOLE 1125100 0 0 D ESTEE LAUDER CLASS A COMMON 518439104 618 23400 SHS ****SOLE 23400 0 0 D LAWSON SOFTWARE COMMON 520780107 4936 858400 SHS ****SOLE 858400 0 0 D LEAR COMMON 521865105 5624 169000 SHS ****SOLE 169000 0 0 D LEGATO SYSTEMS COMMON 524651106 79 15800 SHS ****SOLE 15800 0 0 D LEGG MASON COMMON 524901105 364 7500 SHS ****SOLE 7500 0 0 D LEHMAN BROTHERS HOLDINGS COMMON 524908100 17506 328500 SHS ****SOLE 328500 0 0 D LENDINGTREE COMMON 52602Q105 1170 90800 SHS ****SOLE 90800 0 0 D LENNAR COMMON 526057104 9809 190100 SHS ****SOLE 190100 0 0 D LENNOX INTERNATIONAL COMMON 526107107 43 3400 SHS ****SOLE 3400 0 0 D LEXMARK INTERNATIONAL COMMON 529771107 2105 34800 SHS ****SOLE 34800 0 0 D LIBBEY COMMON 529898108 86 3300 SHS ****SOLE 3300 0 0 D LIBERTY MEDIA - CLASS A COMMON 530718105 1134 126872 SHS ****SOLE 126872 0 0 D LIBERTY PROPERTY TRUST REIT 531172104 17002 532305 SHS ****SOLE 532305 0 0 D ELI LILLY COMMON 532457108 6151 96865 SHS ****SOLE 96865 0 0 D LIMITED BRANDS COMMON 532716107 57994 4163259 SHS ****SOLE 4163259 0 0 D LIN TV - CL A COMMON 532774106 61586 2529200 SHS ****SOLE 2529200 0 0 D LINCARE HOLDINGS COMMON 532791100 89 2800 SHS ****SOLE 2800 0 0 D LINEAR TECHNOLOGY COMMON 535678106 30437 1183400 SHS ****SOLE 1183400 0 0 D LINENS 'N THINGS COMMON 535679104 13366 591400 SHS ****SOLE 591400 0 0 D LLOYDS TSB GROUP PLC- ADR ADR 539439109 360 12603 SHS ****SOLE 12603 0 0 D LOCAL FINANCIAL COMMON 539553107 144 9800 SHS ****SOLE 9800 0 0 D LOCKHEED MARTIN COMMON 539830109 1224 21200 SHS ****SOLE 21200 0 0 D LOEWS COMMON 540424108 41 925 SHS ****SOLE 925 0 0 D LOUISIANA-PACIFIC COMMON 546347105 193 24000 SHS ****SOLE 24000 0 0 D LOWE'S COMPANIES COMMON 548661107 26396 703900 SHS ****SOLE 703900 0 0 D LUBRIZOL COMMON 549271104 2022 66300 SHS ****SOLE 66300 0 0 D MAF BANCORP COMMON 55261R108 166 4900 SHS ****SOLE 4900 0 0 D MBIA COMMON 55262C100 533 12150 SHS ****SOLE 12150 0 0 D MBNA COMMON 55262L100 4143 217825 SHS ****SOLE 217825 0 0 D MDC HOLDINGS COMMON 552676108 187 4879 SHS ****SOLE 4879 0 0 D MGIC INVESTMENT COMMON 552848103 93 2250 SHS ****SOLE 2250 0 0 D MGM GRAND COMMON 552953101 389 11800 SHS ****SOLE 11800 0 0 D MPS GROUP COMMON 553409103 59 10700 SHS ****SOLE 10700 0 0 D MSC INDUSTRIAL DIRECT - CL A COMMON 553530106 31763 1789481 SHS ****SOLE 1789481 0 0 D MACDERMID COMMON 554273102 6901 302000 SHS ****SOLE 302000 0 0 D MACERICH REIT 554382101 18118 589200 SHS ****SOLE 589200 0 0 D MACK-CALI REALTY REIT 554489104 5887 194300 SHS ****SOLE 194300 0 0 D STEVEN MADDEN COMMON 556269108 148 8200 SHS ****SOLE 8200 0 0 D MAGNUM HUNTER RESOURCES - WTO5 WAR 55972F138 25 84920 SHS ****SOLE 84920 0 0 D MAGNUM HUNTER RESOURCES COMMON 55972F203 4232 711300 SHS ****SOLE 711300 0 0 D MAHANAGAR TELE NIGAM - ADR ADR 559778402 2031 514220 SHS ****SOLE 514220 0 0 D MALAN REALITY INVESTORS CNV CONVBD 561063AA6 2237 2300000 PRN ****SOLE 0 0 2300000 D MANDALAY RESORTS GROUP COMMON 562567107 3 100 SHS ****SOLE 100 0 0 D MANHATTAN ASSOCIATES COMMON 562750109 644 27200 SHS ****SOLE 27200 0 0 D MANITOWOC COMMON 563571108 150 5900 SHS ****SOLE 5900 0 0 D MANPOWER COMMON 56418H100 19631 615400 SHS ****SOLE 615400 0 0 D MARATHON OIL COMMON 565849106 1763 82800 SHS ****SOLE 82800 0 0 D MARSH & MC LENNAN COMMON 571748102 104000 2250596 SHS ****SOLE 2250596 0 0 D MARSHALL & ILSLEY COMMON 571834100 849 31000 SHS ****SOLE 31000 0 0 D MARRIOTT INTERNATIONAL-CL A COMMON 571903202 21510 654400 SHS ****SOLE 654400 0 0 D MARTIN MARIETTA MATERIALS COMMON 573284106 1340 43700 SHS ****SOLE 43700 0 0 D MASCO COMMON 574599106 7102 337400 SHS ****SOLE 337400 0 0 D MATSUSHITA ELECTRIC - ADR ADR 576879209 618 64388 SHS ****SOLE 64388 0 0 D MATTEL COMMON 577081102 17095 892700 SHS ****SOLE 892700 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 542 16400 SHS ****SOLE 16400 0 0 D MAY DEPARTMENT STORES COMMON 577778103 12 525 SHS ****SOLE 525 0 0 D MAYTAG COMMON 578592107 658 23100 SHS ****SOLE 23100 0 0 D MCDATA COMMON 580031102 211 30000 SHS ****SOLE 30000 0 0 D MCDATA - CLASS A COMMON 580031201 1 101 SHS ****SOLE 101 0 0 D MC DONALDS COMMON 580135101 36432 2265675 SHS ****SOLE 2265675 0 0 D MCGRATH RENTCORP COMMON 580589109 137 5900 SHS ****SOLE 5900 0 0 D THE MCGRAW-HILL COMPANIES COMMON 580645109 695 11500 SHS ****SOLE 11500 0 0 D MCKESSON COMMON 58155Q103 21798 806434 SHS ****SOLE 806434 0 0 D MEDAREX COMMON 583916101 36 9100 SHS ****SOLE 9100 0 0 D MEDCATH COMMON 58404W109 100 10000 SHS ****SOLE 10000 0 0 D MEDIACOM COMMUNICATIONS COMMON 58446K105 55779 6331300 SHS ****SOLE 6331300 0 0 D MEDICINES COMPANY COMMON 584688105 1546 96500 SHS ****SOLE 96500 0 0 D MEDICIS PHARMACEUTICAL-CLASS A COMMON 584690309 29648 596900 SHS ****SOLE 596900 0 0 D MEDIMMUNE COMMON 584699102 11887 437500 SHS ****SOLE 437500 0 0 D MEDTRONIC COMMON 585055106 16591 363845 SHS ****SOLE 363845 0 0 D MELLON FINANCIAL COMMON 58551A108 79050 3027559 SHS ****SOLE 3027559 0 0 D THE MEN'S WEARHOUSE COMMON 587118100 84 4900 SHS ****SOLE 4900 0 0 D MENTOR/MINN COMMON 587188103 58 1500 SHS ****SOLE 1500 0 0 D MENTOR GRAPHICS COMMON 587200106 65 8300 SHS ****SOLE 8300 0 0 D MERCANTILE BANK COMMON 587376104 59 2500 SHS ****SOLE 2500 0 0 D MERCANTILE BANKSHARES COMMON 587405101 15320 397000 SHS ****SOLE 397000 0 0 D MERCK & CO. COMMON 589331107 25803 455802 SHS ****SOLE 455802 0 0 D MERISTAR HOSPITALITY REIT 58984Y103 3799 575600 SHS ****SOLE 575600 0 0 D MERITAGE COMMON 59001A102 50 1500 SHS ****SOLE 1500 0 0 D MERRILL LYNCH COMMON 590188108 3373 88881 SHS ****SOLE 88881 0 0 D METLIFE COMMON 59156R108 1168 43200 SHS ****SOLE 43200 0 0 D METTLER-TOLEDO INTERNATIONAL COMMON 592688105 49411 1541200 SHS ****SOLE 1541200 0 0 D MICREL COMMON 594793101 30310 3375271 SHS ****SOLE 3375271 0 0 D MICROSOFT COMMON 594918104 79526 1538228 SHS ****SOLE 1538228 0 0 D MICROCHIP TECHNOLOGY COMMON 595017104 2158 88275 SHS ****SOLE 88275 0 0 D MICRON TECHNOLOGY COMMON 595112103 2323 238500 SHS ****SOLE 238500 0 0 D MIDDLESEX WATER COMMON 596680108 142 6750 SHS ****SOLE 6750 0 0 D MILLENNIUM PHARMACEUTICALS COMMON 599902103 3814 480400 SHS ****SOLE 480400 0 0 D MILLENIUM CHEMICALS COMMON 599903101 136 14300 SHS ****SOLE 14300 0 0 D MOBILE MINI COMMON 60740F105 171 10900 SHS ****SOLE 10900 0 0 D MONACO COACH COMMON 60886R103 132 8000 SHS ****SOLE 8000 0 0 D MONOLITHIC SYSTEM TECHNOLOGY COMMON 609842109 149 12300 SHS ****SOLE 12300 0 0 D MONY GROUP COMMON 615337102 209 8725 SHS ****SOLE 8725 0 0 D MOODY'S INVESTORS SERVICES COMMON 615369105 15983 387100 SHS ****SOLE 387100 0 0 D MORGAN STANLEY COMMON 617446448 116818 2926311 SHS ****SOLE 2926311 0 0 D MOTOROLA COMMON 620076109 2320 268200 SHS ****SOLE 268200 0 0 D MUELLER INDUSTRIES COMMON 624756102 4286 157300 SHS ****SOLE 157300 0 0 D MULTIMEDIA GAMES COMMON 625453105 129 4700 SHS ****SOLE 4700 0 0 D NCO GROUP COMMON 628858102 124 7800 SHS ****SOLE 7800 0 0 D NII HOLDINGS-CL B COMMON 62913F201 163 13834 SHS ****SOLE 13727 0 107 D NN COMMON 629337106 116 11600 SHS ****SOLE 11600 0 0 D NPS PHARMACEUTICALS COMMON 62936P103 108 4300 SHS ****SOLE 4300 0 0 D NATIONAL AUSTRALIA BANK - ADR ADR 632525408 601 6699 SHS ****SOLE 6699 0 0 D NATIONAL CITY COMMON 635405103 3412 124900 SHS ****SOLE 124900 0 0 D NATIONAL COMMERCE FINANCIAL COMMON 63545P104 423 17750 SHS ****SOLE 17750 0 0 D NATIONAL HEALTH INVESTORS REIT 63633D104 214 13300 SHS ****SOLE 13300 0 0 D NATL PENN BCSHS COMMON 637138108 61 2310 SHS ****SOLE 2310 0 0 D NATIONAL SEMICONDUCTOR COMMON 637640103 5201 346500 SHS ****SOLE 346500 0 0 D NATIONWIDE FIN'L SERVICES-CL A COMMON 638612101 178 6225 SHS ****SOLE 6225 0 0 D NATIONWIDE HEALTH PROPERTIES REIT 638620104 119 8000 SHS ****SOLE 8000 0 0 D NAUTILUS GROUP COMMON 63910B102 98 7300 SHS ****SOLE 7300 0 0 D NAVIGANT INTERNATIONAL COMMON 63935R108 131 10600 SHS ****SOLE 10600 0 0 D NEIMAN-MARCUS GROUP COMMON 640204202 1150 37850 SHS ****SOLE 37850 0 0 D NETWORK ASSOCIATES CNV CONVBD 640938AB2 106 220000 PRN ****SOLE 220000 0 0 D NETIQ COMMON 64115P102 7130 577345 SHS ****SOLE 577345 0 0 D NETWORK APPLIANCE COMMON 64120L104 14821 1482100 SHS ****SOLE 1482100 0 0 D NEUROCRINE BIOSCIENCES COMMON 64125C109 79954 1751083 SHS ****SOLE 1751083 0 0 D NEW YORK COMMUNITY BANCORP COMMON 649445103 12496 432700 SHS ****SOLE 432700 0 0 D NEW YORK TIMES COMMON 650111107 69 1500 SHS ****SOLE 1500 0 0 D NEWELL RUBBERMAID COMMON 651229106 102634 3383926 SHS ****SOLE 3383926 0 0 D NEWFIELD EXPLORATION COMMON 651290108 4 100 SHS ****SOLE 100 0 0 D NEWPORT CORP COMMON 651824104 167 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 47635 1071175 SHS ****SOLE 1071175 0 0 D NOKIA - ADR ADR 654902204 878 56625 SHS ****SOLE 56625 0 0 D NOBLE ENERGY COMMON 655044105 410 10925 SHS ****SOLE 10925 0 0 D NORDSTROM COMMON 655664100 1026 54075 SHS ****SOLE 54075 0 0 D NORTH FORK BANCOPORATION COMMON 659424105 12160 360400 SHS ****SOLE 360400 0 0 D NORTHERN TRUST COMMON 665859104 4 100 SHS ****SOLE 100 0 0 D NORTHROP COMMON 666807102 9719 100200 SHS ****SOLE 100200 0 0 D NORTHWESTERN COMMON 668074107 69 13500 SHS ****SOLE 13500 0 0 D NOVARTIS - ADR ADR 66987V109 844 22975 SHS ****SOLE 22975 0 0 D NOVASTAR FINANCIAL COMMON 669947400 202 6500 SHS ****SOLE 6500 0 0 D NOVELL COMMON 670006105 127 37900 SHS ****SOLE 37900 0 0 D NOVELLUS SYSTEMS COMMON 670008101 11833 421400 SHS ****SOLE 421400 0 0 D NOVEN PHARMACEUTICALS COMMON 670009109 123 13300 SHS ****SOLE 13300 0 0 D NUVEEN PREMIUM MUNI FUND 2 CE 67063W102 205 14105 SHS ****SOLE 0 0 14105 D NUVEEN INSD PREM MUNI II CE 6706D8104 759 54240 SHS ****SOLE 0 0 54240 D NUVEEN PREMIUM MUNI FUND 4 CE 6706K4105 301 23049 SHS ****SOLE 0 0 23049 D OSI PHARMACEUTICALS COMMON 671040103 43 2600 SHS ****SOLE 2600 0 0 D OAK TECHNOLOGY COMMON 671802106 43 16400 SHS ****SOLE 16400 0 0 D OAKLEY COMMON 673662102 3999 389400 SHS ****SOLE 389400 0 0 D OCCIDENTAL PETROLEUM COMMON 674599105 54510 1916000 SHS ****SOLE 1916000 0 0 D OCEAN ENERGY COMMON 67481E106 14370 719600 SHS ****SOLE 719600 0 0 D OCULAR SCIENCES COMMON 675744106 160 10300 SHS ****SOLE 10300 0 0 D OFFICE DEPOT COMMON 676220106 2617 177300 SHS ****SOLE 177300 0 0 D OFFSHORE LOGISTICS COMMON 676255102 158 7200 SHS ****SOLE 7200 0 0 D OLD REPUBLIC INTERNATIONAL COMMON 680223104 2426 86630 SHS ****SOLE 86630 0 0 D OLIN COMMON 680665205 196 12600 SHS ****SOLE 12600 0 0 D OMNICARE COMMON 681904108 24 1000 SHS ****SOLE 1000 0 0 D OMNICOM GROUP COMMON 681919106 646 10000 SHS ****SOLE 10000 0 0 D OMNICELL COMMON 68213N109 56 21300 SHS ****SOLE 21300 0 0 D ONEOK COMMON 682680103 864 45000 SHS ****SOLE 45000 0 0 D ORACLE COMMON 68389X105 106489 9860090 SHS ****SOLE 9860090 0 0 D ORTHODONTIC CENTERS OF AMERICA COMMON 68750P103 67 6100 SHS ****SOLE 6100 0 0 D OTTER TAIL POWER COMMON 689648103 253 9400 SHS ****SOLE 9400 0 0 D OVERTURE SERVICES COMMON 69039R100 221 8100 SHS ****SOLE 8100 0 0 D OWENS & MINOR COMMON 690732102 4947 301300 SHS ****SOLE 301300 0 0 D OXFORD HEALTH PLANS COMMON 691471106 84 2300 SHS ****SOLE 2300 0 0 D P.A.M. TRANSPORTATION SERVICES COMMON 693149106 151 6000 SHS ****SOLE 6000 0 0 D PFF BANCORP COMMON 69331W104 169 5400 SHS ****SOLE 5400 0 0 D PMA CAPITAL - CL A COMMON 693419202 751 52400 SHS ****SOLE 52400 0 0 D PMC-SIERRA COMMON 69344F106 406 73000 SHS ****SOLE 73000 0 0 D PNC FINANCIAL GROUP COMMON 693475105 44929 1072300 SHS ****SOLE 1072300 0 0 D POSCO - ADR ADR 693483109 14530 587543 SHS ****SOLE 587543 0 0 D PNM RESOURCES COMMON 69349H107 5467 229500 SHS ****SOLE 229500 0 0 D P.P.G. INDUSTRIES COMMON 693506107 281 5600 SHS ****SOLE 5600 0 0 D PACIFIC NORTHWEST BANCORP COMMON 69466M103 53 2100 SHS ****SOLE 2100 0 0 D PACIFICARE HEALTH SYSTEMS COMMON 695112102 124 4400 SHS ****SOLE 4400 0 0 D PACTIV COMMON 695257105 15968 730450 SHS ****SOLE 730450 0 0 D PAIN THERAPEUTICS COMMON 69562K100 6368 2664500 SHS ****SOLE 2664500 0 0 D PAN PACIFIC RETAIL PROPERTIES REIT 69806L104 34155 934980 SHS ****SOLE 934980 0 0 D PAPA JOHN'S INTERNATIONAL COMMON 698813102 217 7800 SHS ****SOLE 7800 0 0 D PATHMARK STORES COMMON 70322A101 91 17900 SHS ****SOLE 17900 0 0 D PAYCHEX COMMON 704326107 195 7000 SHS ****SOLE 7000 0 0 D PEETS COFFEE & TEA COMMON 705560100 15833 1120500 SHS ****SOLE 1120500 0 0 D J. C. PENNEY COMMON 708160106 240 10425 SHS ****SOLE 10425 0 0 D PENTAIR COMMON 709631105 1249 36150 SHS ****SOLE 36150 0 0 D PEOPLES ENERGY COMMON 711030106 2 50 SHS ****SOLE 50 0 0 D PEOPLES HOLDING COMPANY COMMON 711148106 90 2200 SHS ****SOLE 2200 0 0 D PEOPLESOFT COMMON 712713106 522 28500 SHS ****SOLE 28500 0 0 D PEP BOYS COMMON 713278109 198 17100 SHS ****SOLE 17100 0 0 D PEPCO HOLDINGS COMMON 713291102 686 35400 SHS ****SOLE 35400 0 0 D PEPSI BOTTLING GROUP COMMON 713409100 42926 1670275 SHS ****SOLE 1670275 0 0 D PEPSIAMERICAS COMMON 71343P200 46 3400 SHS ****SOLE 3400 0 0 D PEPSICO COMMON 713448108 24463 579425 SHS ****SOLE 579425 0 0 D PERFORMANCE FOOD GROUP COMMON 713755106 44 1300 SHS ****SOLE 1300 0 0 D PERKINELMER COMMON 714046109 326 39475 SHS ****SOLE 39475 0 0 D PETROLEO BRASILEIRO SA - ADR ADR 71654V101 2076 154900 SHS ****SOLE 154900 0 0 D PETSMART COMMON 716768106 13010 759500 SHS ****SOLE 759500 0 0 D PFIZER COMMON 717081103 90800 2970241 SHS ****SOLE 2970241 0 0 D PHARMACEUTICAL RESOURCES COMMON 717125108 5456 183100 SHS ****SOLE 183100 0 0 D PHARMACIA COMMON 71713U102 30578 731523 SHS ****SOLE 731523 0 0 D PHILIP MORRIS COMMON 718154107 10271 253416 SHS ****SOLE 253416 0 0 D PHILLIPS - VAN HEUSEN COMMON 718592108 4090 353800 SHS ****SOLE 353800 0 0 D PHOTON DYNAMICS COMMON 719364101 3472 152300 SHS ****SOLE 152300 0 0 D PHOTRONICS COMMON 719405102 3041 222000 SHS ****SOLE 222000 0 0 D PIER 1 IMPORTS COMMON 720279108 524 27675 SHS ****SOLE 27675 0 0 D PIONEER NATURAL RESOURCES COMMON 723787107 5 200 SHS ****SOLE 200 0 0 D PITNEY BOWES COMMON 724479100 36866 1128775 SHS ****SOLE 1128775 0 0 D PITTSTON BRINK'S GROUP COMMON 725701106 737 39900 SHS ****SOLE 39900 0 0 D PLANTRONICS COMMON 727493108 180 11900 SHS ****SOLE 11900 0 0 D PLAYBOY ENTERPRISES COMMON 728117300 149 14700 SHS ****SOLE 14700 0 0 D PLEXUS COMMON 729132100 44 5000 SHS ****SOLE 5000 0 0 D POLARIS INDUSTRIES COMMON 731068102 369 6300 SHS ****SOLE 6300 0 0 D POPULAR COMMON 733174106 1122 33200 SHS ****SOLE 33200 0 0 D PORT FINANCIAL COMMON 734119100 76 1700 SHS ****SOLE 1700 0 0 D POTLATCH COMMON 737628107 162 6800 SHS ****SOLE 6800 0 0 D POWELL INDUSTRIES COMMON 739128106 133 7800 SHS ****SOLE 7800 0 0 D POWERWAVE TECHNOLOGIES COMMON 739363109 49 9100 SHS ****SOLE 9100 0 0 D PRAXAIR COMMON 74005P104 2364 40925 SHS ****SOLE 40925 0 0 D PRECISION CASTPARTS COMMON 740189105 49 2000 SHS ****SOLE 2000 0 0 D PRENTISS PROPERTIES TRUST REIT 740706106 28668 1013735 SHS ****SOLE 1013735 0 0 D PRICE COMMUNICATIONS COMMON 741437305 122 8800 SHS ****SOLE 8800 0 0 D T ROWE PRICE GROUP COMMON 74144T108 3 100 SHS ****SOLE 100 0 0 D PRIDE INTERNATIONAL COMMON 74153Q102 40367 2709200 SHS ****SOLE 2709200 0 0 D PRIME MEDICAL SERVICES COMMON 74156D108 150 17300 SHS ****SOLE 17300 0 0 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 841 27900 SHS ****SOLE 27900 0 0 D PRIORITY HEALTHCARE - CLASS B COMMON 74264T102 25019 1078400 SHS ****SOLE 1078400 0 0 D PROCTER & GAMBLE COMMON 742718109 22252 258923 SHS ****SOLE 258923 0 0 D PROGRESS SOFTWARE COMMON 743312100 122 9400 SHS ****SOLE 9400 0 0 D PROGRESSIVE COMMON 743315103 1965 39600 SHS ****SOLE 39600 0 0 D PROLOGIS REIT 743410102 36067 1434065 SHS ****SOLE 1434065 0 0 D PROQUEST COMMON 74346P102 165 8400 SHS ****SOLE 8400 0 0 D PROTECTIVE LIFE COMMON 743674103 689 25050 SHS ****SOLE 25050 0 0 D PROTEINDESIGN LABS COMMON 74369L103 103 12100 SHS ****SOLE 12100 0 0 D PROVIDENT BANKSHARES COMMON 743859100 195 8431 SHS ****SOLE 8431 0 0 D PROVIDENT FINANCIAL GROUP COMMON 743866105 203 7800 SHS ****SOLE 7800 0 0 D PROVINCE HEALTHCARE COMMON 743977100 45 4600 SHS ****SOLE 4600 0 0 D PRUDENTIAL FINANCIAL COMMON 744320102 1260 39700 SHS ****SOLE 39700 0 0 D PUBLIC SERVICE ENTERPRISE GRP COMMON 744573106 81829 2549200 SHS ****SOLE 2549200 0 0 D PUGET ENERGY COMMON 745310102 4 200 SHS ****SOLE 200 0 0 D PULTE COMMON 745867101 62 1300 SHS ****SOLE 1300 0 0 D QLOGIC COMMON 747277101 594 17200 SHS ****SOLE 17200 0 0 D QUAKER CITY BANCORP COMMON 74731K106 70 2125 SHS ****SOLE 2125 0 0 D QUALCOMM COMMON 747525103 3987 109575 SHS ****SOLE 109575 0 0 D QUANTUM - DLT & STORAGE COMMON 747906204 66 24800 SHS ****SOLE 24800 0 0 D QUEST DIAGNOSTICS COMMON 74834L100 688 12100 SHS ****SOLE 12100 0 0 D QUEST SOFTWARE COMMON 74834T103 39031 3785700 SHS ****SOLE 3785700 0 0 D QUESTAR COMMON 748356102 326 11725 SHS ****SOLE 11725 0 0 D QUIKSILVER COMMON 74838C106 136 5100 SHS ****SOLE 5100 0 0 D R & G FINANCIAL COMMON 749136107 1786 76800 SHS ****SOLE 76800 0 0 D RLI COMMON 749607107 2126 76200 SHS ****SOLE 76200 0 0 D RPM INTERNATIONAL COMMON 749685103 872 57100 SHS ****SOLE 57100 0 0 D RSA SECURITY COMMON 749719100 117 19600 SHS ****SOLE 19600 0 0 D RACING CHAMPIONS COMMON 750069106 105 7700 SHS ****SOLE 7700 0 0 D RADIAN GROUP COMMON 750236101 888 23900 SHS ****SOLE 23900 0 0 D RADIO ONE COMMON 75040P108 30328 2074400 SHS ****SOLE 2074400 0 0 D RALCORP HOLDINGS COMMON 751028101 317 12600 SHS ****SOLE 12600 0 0 D RAMCO-GERSHENSON PROPERTIES REIT 751452202 15820 801000 SHS ****SOLE 801000 0 0 D RAMCO-GERSHENSON PROPERTIES PS 751452400 1411 55000 SHS ****SOLE 55000 0 0 D RARE HOSPITALITY INTL COMMON 753820109 9106 329700 SHS ****SOLE 329700 0 0 D RAYMOND JAMES FINANCIAL COMMON 754730109 4 150 SHS ****SOLE 150 0 0 D RAYTHEON COMMON 755111507 77204 2510700 SHS ****SOLE 2510700 0 0 D RECKSON ASSOCIATES REALTY REIT 75621K106 28043 1332220 SHS ****SOLE 1332220 0 0 D RECKSON ASSOC 7.625% CNV PFD CONVPF 75621K205 277 12300 SHS ****SOLE 12300 0 0 D RECKSON ASSOC REALTY - CLASS B REIT 75621K304 482 21520 SHS ****SOLE 21520 0 0 D REDWOOD TRUST COMMON 758075402 2659 96000 SHS ****SOLE 96000 0 0 D REEBOK INTERNATIONAL COMMON 758110100 56 1900 SHS ****SOLE 1900 0 0 D REED ELSEVIER NV - ADR COMMON 758204101 463 18806 SHS ****SOLE 18806 0 0 D REGENT COMMUNICATIONS COMMON 758865109 59 10000 SHS ****SOLE 10000 0 0 D REGIS COMMON 758932107 109 4200 SHS ****SOLE 4200 0 0 D REGIONS FINANCIAL COMMON 758940100 2 50 SHS ****SOLE 50 0 0 D REHABCARE GROUP COMMON 759148109 29 1500 SHS ****SOLE 1500 0 0 D REINSURANCE GROUP OF AMERICA COMMON 759351109 43 1600 SHS ****SOLE 1600 0 0 D RENT A CENTER COMMON 76009N100 43137 863600 SHS ****SOLE 863600 0 0 D REPUBLIC SERVICES - CLASS A COMMON 760759100 2063 98325 SHS ****SOLE 98325 0 0 D RESOURCES CONNECTION COMMON 76122Q105 28516 1228600 SHS ****SOLE 1228600 0 0 D RESPIRONICS COMMON 761230101 253 8300 SHS ****SOLE 8300 0 0 D RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 1823 43300 SHS ****SOLE 43300 0 0 D RIGGS NATL WASH D C COMMON 766570105 5597 361300 SHS ****SOLE 361300 0 0 D RIGHT MANAGEMENT CONSULTANTS COMMON 766573109 207 15600 SHS ****SOLE 15600 0 0 D RIO TINTO - ADR ADR 767204100 442 5560 SHS ****SOLE 5560 0 0 D ROBERT HALF INTERNATIONAL COMMON 770323103 17926 1112700 SHS ****SOLE 1112700 0 0 D ROCKWELL AUTOMATION COMMON 773903109 25 1200 SHS ****SOLE 1200 0 0 D ROGERS COMMON 775133101 134 6000 SHS ****SOLE 6000 0 0 D ROHM & HAAS COMMON 775371107 23863 734700 SHS ****SOLE 734700 0 0 D ROPER INDUSTRIES COMMON 776696106 15742 430100 SHS ****SOLE 430100 0 0 D ROSS STORES COMMON 778296103 148 3500 SHS ****SOLE 3500 0 0 D ROUSE REIT 779273101 9225 291000 SHS ****SOLE 291000 0 0 D ROWAN COMPANIES COMMON 779382100 16087 708700 SHS ****SOLE 708700 0 0 D ROXIO COMMON 780008108 84 17600 SHS ****SOLE 17600 0 0 D ROYAL DUTCH PETROLEUM-NY SHRS NYSHRS 780257804 78113 1774490 SHS ****SOLE 1774490 0 0 D RUBY TUESDAY COMMON 781182100 13238 765654 SHS ****SOLE 765654 0 0 D RUSS BERRIE COMPANY COMMON 782233100 304 9000 SHS ****SOLE 9000 0 0 D RYANAIR HOLDINGS - ADR ADR 783513104 10710 273500 SHS ****SOLE 273500 0 0 D RYAN'S FAMILY STEAK HOUSES COMMON 783519101 41 3600 SHS ****SOLE 3600 0 0 D RYDER SYSTEM COMMON 783549108 2 100 SHS ****SOLE 100 0 0 D SBC COMMUNICATIONS COMMON 78387G103 106025 3910912 SHS ****SOLE 3910912 0 0 D SL GREEN REALTY REIT 78440X101 16567 524270 SHS ****SOLE 524270 0 0 D SLM COMMON 78442P106 78 750 SHS ****SOLE 750 0 0 D S & P 500 DEPOSITARY RECEIPT COMMON 78462F103 5615 63700 SHS ****SOLE 63700 0 0 D SPX COMMON 784635104 1429 38150 SHS ****SOLE 38150 0 0 D SAFEWAY COMMON 786514208 507 21725 SHS ****SOLE 21725 0 0 D THE ST JOE COMPANY COMMON 790148100 5691 189700 SHS ****SOLE 189700 0 0 D ST JUDE MEDICAL COMMON 790849103 7293 183600 SHS ****SOLE 183600 0 0 D SAKS COMMON 79377W108 656 55850 SHS ****SOLE 55850 0 0 D SANDERSON FARMS COMMON 800013104 153 7300 SHS ****SOLE 7300 0 0 D SANDISK COMMON 80004C101 300 14800 SHS ****SOLE 14800 0 0 D SANGSTAT MEDICAL COMMON 801003104 3095 273900 SHS ****SOLE 273900 0 0 D SAP - ADR ADR 803054204 390 20000 SHS ****SOLE 20000 0 0 D SARA LEE COMMON 803111103 50 2200 SHS ****SOLE 2200 0 0 D SASOL - ADR ADR 803866300 351 28000 SHS ****SOLE 28000 0 0 D SAUER COMMON 804137107 33 4200 SHS ****SOLE 4200 0 0 D HENRY SCHEIN COMMON 806407102 830 18450 SHS ****SOLE 18450 0 0 D SCHERING PLOUGH COMMON 806605101 80249 3614841 SHS ****SOLE 3614841 0 0 D SCHLUMBERGER LTD. COMMON 806857108 12606 299500 SHS ****SOLE 299500 0 0 D SCHOLASTIC COMMON 807066105 307 8550 SHS ****SOLE 8550 0 0 D SCHOOL SPECIALTY COMMON 807863105 102 5100 SHS ****SOLE 5100 0 0 D SCHWEITZER-MAUDUIT INTL COMMON 808541106 132 5400 SHS ****SOLE 5400 0 0 D SCIENTIFIC-ATLANTA COMMON 808655104 977 82350 SHS ****SOLE 82350 0 0 D SCIOS COMMON 808905103 28319 869200 SHS ****SOLE 869200 0 0 D E.W. SCRIPPS COMMON 811054204 54 700 SHS ****SOLE 700 0 0 D SCS TRANSPORTATION COMMON 81111T102 1232 124350 SHS ****SOLE 124350 0 0 D SEACOAST FINANCIAL SERVICES COMMON 81170Q106 58 2900 SHS ****SOLE 2900 0 0 D SEARS, ROEBUCK COMMON 812387108 96237 4018259 SHS ****SOLE 4018259 0 0 D SENIOR HOUSING PROPERTIES TRST REIT 81721M109 137 12900 SHS ****SOLE 12900 0 0 D SENSIENT TECHNOLOGIES COMMON 81725T100 306 13600 SHS ****SOLE 13600 0 0 D SEPRACOR COMMON 817315104 69 7100 SHS ****SOLE 7100 0 0 D SEQUA -CL A COMMON 817320104 156 4000 SHS ****SOLE 4000 0 0 D SERVICE CORP INTERNATIONAL COMMON 817565104 118 35400 SHS ****SOLE 35400 0 0 D SERVICEMASTER COMMON 81760N109 6477 583550 SHS ****SOLE 583550 0 0 D SHOE CARNIVAL COMMON 824889109 2424 173000 SHS ****SOLE 173000 0 0 D SHOPKO STORES COMMON 824911101 173 13900 SHS ****SOLE 13900 0 0 D SHURGARD STORAGE CENTERS-A REIT 82567D104 135 4300 SHS ****SOLE 4300 0 0 D SIEBEL SYSTEMS COMMON 826170102 178 23800 SHS ****SOLE 23800 0 0 D SIERRA PACIFIC RESOURCES COMMON 826428104 189 29000 SHS ****SOLE 29000 0 0 D SIGMA-ALDRICH COMMON 826552101 8021 164700 SHS ****SOLE 164700 0 0 D SIMON PROPERTY GROUP REIT 828806109 20800 610520 SHS ****SOLE 610520 0 0 D SINCLAIR BROADCASTING GROUP COMMON 829226109 102 8800 SHS ****SOLE 8800 0 0 D SIX CONTINENTS - ADR ADR 830018107 207 25921 SHS ****SOLE 25921 0 0 D SKECHERS USA - CLASS A COMMON 830566105 116 13700 SHS ****SOLE 13700 0 0 D SKY FINANCIAL GROUP COMMON 83080P103 40 2000 SHS ****SOLE 2000 0 0 D SKYWORKS SOLUTIONS COMMON 83088M102 2124 246400 SHS ****SOLE 246400 0 0 D A. O. SMITH COMMON 831865209 5374 198950 SHS ****SOLE 198950 0 0 D SMITH INTERNATIONAL COMMON 832110100 341 10450 SHS ****SOLE 10450 0 0 D JM SMUCKER COMMON 832696405 123 3092 SHS ****SOLE 3092 0 0 D SNAP-ON COMMON 833034101 3 100 SHS ****SOLE 100 0 0 D SOLA INTERNATIONAL COMMON 834092108 170 13100 SHS ****SOLE 13100 0 0 D SOLUTIA COMMON 834376105 52 14300 SHS ****SOLE 14300 0 0 D SONIC COMMON 835451105 69764 3404774 SHS ****SOLE 3404774 0 0 D SONOCO PRODUCTS COMMON 835495102 2065 90075 SHS ****SOLE 90075 0 0 D SONY - ADR ADR 835699307 1069 25875 SHS ****SOLE 25875 0 0 D SOUTH FINANCIAL GROUP COMMON 837841105 262 12700 SHS ****SOLE 12700 0 0 D SOUTHERN COMMON 842587107 366 12900 SHS ****SOLE 12900 0 0 D SOUTHTRUST COMMON 844730101 760 30600 SHS ****SOLE 30600 0 0 D SOUTHWEST AIRLINES COMMON 844741108 1341 96500 SHS ****SOLE 96500 0 0 D SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 13673 474600 SHS ****SOLE 474600 0 0 D SOUTHWEST GAS COMMON 844895102 7035 300000 SHS ****SOLE 300000 0 0 D SOVEREIGN BANCORP COMMON 845905108 21179 1507400 SHS ****SOLE 1507400 0 0 D SOVEREIGN CAP 7.50% CNV PFD CONVPF 845905306 3537 45000 SHS ****SOLE 5000 0 40000 D SPARTECH COMMON 847220209 3833 185800 SHS ****SOLE 185800 0 0 D SPECTRALINK COMMON 847580107 142 19800 SHS ****SOLE 19800 0 0 D SPORTS AUTHORITY COMMON 849176102 1838 262600 SHS ****SOLE 262600 0 0 D SPRINT COMMON 852061100 7 500 SHS ****SOLE 500 0 0 D SPRINT PCS COMMON 852061506 665 151916 SHS ****SOLE 151916 0 0 D SS&C TECHNOLOGIES COMMON 85227Q100 27 2500 SHS ****SOLE 2500 0 0 D STANCORP FINANCIAL GROUP COMMON 852891100 259 5300 SHS ****SOLE 5300 0 0 D STANDARD MICROSYSTEMS COMMON 853626109 173 8900 SHS ****SOLE 8900 0 0 D STANDARD PACIFIC COMMON 85375C101 116 4700 SHS ****SOLE 4700 0 0 D STAPLES COMMON 855030102 41058 2243600 SHS ****SOLE 2243600 0 0 D STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 64128 2701250 SHS ****SOLE 2701250 0 0 D STEIN MART COMMON 858375108 31 5100 SHS ****SOLE 5100 0 0 D STERIS COMMON 859152100 1426 58800 SHS ****SOLE 58800 0 0 D STERLING FINANCIAL / SPOKANE COMMON 859319105 2270 120630 SHS ****SOLE 120630 0 0 D STEWARD & STEVENS COMMON 860342104 185 13100 SHS ****SOLE 13100 0 0 D STEWART INFORMATION SERVICES COMMON 860372101 1887 88200 SHS ****SOLE 88200 0 0 D STONE ENERGY COMMON 861642106 163 4900 SHS ****SOLE 4900 0 0 D STORAGE TECHNOLOGY COMMON 862111200 6656 310750 SHS ****SOLE 310750 0 0 D STRATTEC SECURITY COMMON 863111100 105 2200 SHS ****SOLE 2200 0 0 D STRYKER COMMON 863667101 967 14400 SHS ****SOLE 14400 0 0 D SUN COMMUNITIES REIT 866674104 11114 303900 SHS ****SOLE 303900 0 0 D SUN MICROSYSTEMS COMMON 866810104 12 3800 SHS ****SOLE 3800 0 0 D SUNGARD DATA SYSTEMS COMMON 867363103 1421 60300 SHS ****SOLE 60300 0 0 D SUNTRUST BANKS COMMON 867914103 1282 22525 SHS ****SOLE 22525 0 0 D SUPERVALU COMMON 868536103 13 775 SHS ****SOLE 775 0 0 D SUSQUEHANNA BANCSHARES COMMON 869099101 179 8600 SHS ****SOLE 8600 0 0 D SWIFT TRANSPORTATION CO COMMON 870756103 14417 720200 SHS ****SOLE 720200 0 0 D SYBASE COMMON 871130100 201 15000 SHS ****SOLE 15000 0 0 D SYMANTEC COMMON 871503108 1679 41500 SHS ****SOLE 41500 0 0 D SYMBOL TECHNOLOGIES COMMON 871508107 3405 414275 SHS ****SOLE 414275 0 0 D SYSCO COMMON 871829107 51114 1715800 SHS ****SOLE 1715800 0 0 D SYSTEMS & COMPUTER TECH COMMON 871873105 72 8400 SHS ****SOLE 8400 0 0 D TCF FINANCIAL COMMON 872275102 24514 561100 SHS ****SOLE 561100 0 0 D TECO ENERGY COMMON 872375100 274 17700 SHS ****SOLE 17700 0 0 D THQ COMMON 872443403 115 8700 SHS ****SOLE 8700 0 0 D TXU COMMON 873168108 1207 64600 SHS ****SOLE 64600 0 0 D TAKE-TWO INTERACTIVE SOFTWRE COMMON 874054109 5870 249900 SHS ****SOLE 249900 0 0 D TALBOTS COMMON 874161102 36 1300 SHS ****SOLE 1300 0 0 D TANOX BIOSYSTEMS COMMON 87588Q109 2389 264000 SHS ****SOLE 264000 0 0 D TARGET COMMON 87612E106 16176 539200 SHS ****SOLE 539200 0 0 D TAUBMAN CENTERS COMMON 876664103 175 10800 SHS ****SOLE 10800 0 0 D TECH DATA COMMON 878237106 3 100 SHS ****SOLE 100 0 0 D TECHNE COMMON 878377100 114 4000 SHS ****SOLE 4000 0 0 D TECUMSEH PRODUCTS - CLASS A COMMON 878895200 128 2900 SHS ****SOLE 2900 0 0 D TEKELEC COMMON 879101103 34610 3312005 SHS ****SOLE 3312005 0 0 D TELECOM NEW ZEALAND - ADR ADR 879278208 354 18500 SHS ****SOLE 18500 0 0 D TELEDYNE TECHNOLOGIES COMMON 879360105 166 10600 SHS ****SOLE 10600 0 0 D TELEFLEX COMMON 879369106 430 10025 SHS ****SOLE 10025 0 0 D TELEFONICA - ADR ADR 879382208 346 13015 SHS ****SOLE 13015 0 0 D TELEFONOS DE MEXICO - ADR ADR 879403780 3614 113000 SHS ****SOLE 113000 0 0 D TELLABS COMMON 879664100 387 53250 SHS ****SOLE 53250 0 0 D TELSTRA - ADR COMMON 87969N204 217 17400 SHS ****SOLE 17400 0 0 D TEMPLE-INLAND COMMON 879868107 0 10 SHS ****SOLE 10 0 0 D TENET HEALTHCARE COMMON 88033G100 1006 61325 SHS ****SOLE 61325 0 0 D TERADYNE COMMON 880770102 866 66600 SHS ****SOLE 66600 0 0 D TERAYON COMMUNICATION SYSTEMS COMMON 880775101 63 30900 SHS ****SOLE 30900 0 0 D TEREX COMMON 880779103 3775 338902 SHS ****SOLE 338902 0 0 D TEVA PHARMACEUTICAL - ADR ADR 881624209 5475 141800 SHS ****SOLE 141800 0 0 D TETRA TECH COMMON 88162G103 2783 228100 SHS ****SOLE 228100 0 0 D TEXAS INDUSTRIES COMMON 882491103 3854 158600 SHS ****SOLE 158600 0 0 D TEXAS INSTRUMENTS COMMON 882508104 18257 1216341 SHS ****SOLE 1216341 0 0 D TEXTRON COMMON 883203101 1264 29400 SHS ****SOLE 29400 0 0 D THERMO ELECTRON COMMON 883556102 1748 86900 SHS ****SOLE 86900 0 0 D 3M COMMON 88579Y101 49348 400225 SHS ****SOLE 400225 0 0 D TIDEWATER COMMON 886423102 3005 96625 SHS ****SOLE 96625 0 0 D TIMKEN COMMON 887389104 3 150 SHS ****SOLE 150 0 0 D TIVO COMMON 888706108 170 32600 SHS ****SOLE 32600 0 0 D TOO COMMON 890333107 35558 1511836 SHS ****SOLE 1511836 0 0 D TOPPS COMMON 890786106 250 28700 SHS ****SOLE 28700 0 0 D TORCHMARK COMMON 891027104 793 21700 SHS ****SOLE 21700 0 0 D TORO COMMON 891092108 51 800 SHS ****SOLE 800 0 0 D TOTAL FINA ELF SA - ADR ADR 89151E109 516 7217 SHS ****SOLE 7217 0 0 D TOWER AUTOMOTIVE CNV CONVBD 891707AE1 188 210000 PRN ****SOLE 210000 0 0 D TOYOTA MOTOR - ADR ADR 892331307 269 5082 SHS ****SOLE 5082 0 0 D TRAVELERS PROPERTY CASUALTY -A COMMON 89420G109 9356 638644 SHS ****SOLE 638644 0 0 D TRAVELERS PROPERTY CASUALTY -B COMMON 89420G406 770 52565 SHS ****SOLE 52565 0 0 D TRIAD HOSPITALS COMMON 89579K109 18471 619200 SHS ****SOLE 619200 0 0 D TRIAD GUARANTY COMMON 895925105 206 5600 SHS ****SOLE 5600 0 0 D TRIBUNE COMMON 896047107 1518 33400 SHS ****SOLE 33400 0 0 D TRIMERIS COMMON 896263100 30554 708759 SHS ****SOLE 708759 0 0 D TRINITY INDUSTRIES COMMON 896522109 125 6600 SHS ****SOLE 6600 0 0 D TRIQUINT SEMICONDUCTOR COMMON 89674K103 156 36800 SHS ****SOLE 36800 0 0 D TRUSTMARK COMMON 898402102 45 1900 SHS ****SOLE 1900 0 0 D TUPPERWARE COMMON 899896104 222 14750 SHS ****SOLE 14750 0 0 D TWEETER HOME ENTERTAINMENT COMMON 901167106 50 8700 SHS ****SOLE 8700 0 0 D TYCO INTERNATIONAL COMMON 902124106 1266 74100 SHS ****SOLE 74100 0 0 D TYSON FOOD - CLASS A COMMON 902494103 43 3800 SHS ****SOLE 3800 0 0 D UGI COMMON 902681105 295 7900 SHS ****SOLE 7900 0 0 D US RESTAURANT PROPERTIES REIT 902971100 194 13800 SHS ****SOLE 13800 0 0 D US BANCORP COMMON 902973304 103120 4859557 SHS ****SOLE 4859557 0 0 D URS COMMON 903236107 141 9900 SHS ****SOLE 9900 0 0 D ULTICOM COMMON 903844108 165 22000 SHS ****SOLE 22000 0 0 D UMPQUA HOLDINGS COMMON 904214103 157 8600 SHS ****SOLE 8600 0 0 D UNION PACIFIC COMMON 907818108 6190 103394 SHS ****SOLE 103394 0 0 D UNION PLANTERS COMMON 908068109 926 32900 SHS ****SOLE 32900 0 0 D UNIONBANCAL COMMON 908906100 293 7450 SHS ****SOLE 7450 0 0 D UNITED COMMUNITY FINANCIAL COMMON 909839102 60 6900 SHS ****SOLE 6900 0 0 D UNITED BANKSHARES COMMON 909907107 113 3900 SHS ****SOLE 3900 0 0 D UNITED DEFENSE INDUSTRIES COMMON 91018B104 121 5200 SHS ****SOLE 5200 0 0 D UNITED MICROELECTRONICS - ADR ADR 910873207 934 277874 SHS ****SOLE 277874 0 0 D UNITED PARCEL SERVICE - CL B COMMON 911312106 16295 258325 SHS ****SOLE 258325 0 0 D UNITED RENTALS COMMON 911363109 7554 702000 SHS ****SOLE 702000 0 0 D UNITED STATIONERS COMMON 913004107 5187 180100 SHS ****SOLE 180100 0 0 D UNITED TECHNOLOGIES COMMON 913017109 4274 69000 SHS ****SOLE 69000 0 0 D UNITEDHEALTH GROUP COMMON 91324P102 793 9500 SHS ****SOLE 9500 0 0 D UNIVERSAL COMPRESSION HLDGS COMMON 913431102 105 5500 SHS ****SOLE 5500 0 0 D UNIVERSAL COMMON 913456109 218 5900 SHS ****SOLE 5900 0 0 D UNIVERSAL FOREST PRODUCTS COMMON 913543104 1959 91900 SHS ****SOLE 91900 0 0 D UNOCAL COMMON 915289102 476 15550 SHS ****SOLE 15550 0 0 D UNUMPROVIDENT COMMON 91529Y106 833 47500 SHS ****SOLE 47500 0 0 D UPM-KYMMENE OYJ - ADR ADR 915436109 405 12300 SHS ****SOLE 12300 0 0 D USFREIGHTWAYS COMMON 916906100 175 6100 SHS ****SOLE 6100 0 0 D URBAN OUTFITTERS COMMON 917047102 3611 153200 SHS ****SOLE 153200 0 0 D UTSTARCOM COMMON 918076100 56 2800 SHS ****SOLE 2800 0 0 D V F COMMON 918204108 1431 39700 SHS ****SOLE 39700 0 0 D VALERO ENERGY COMMON 91913Y100 1370 37100 SHS ****SOLE 37100 0 0 D VARCO INTERNATIONAL COMMON 922122106 435 25000 SHS ****SOLE 25000 0 0 D VARIAN COMMON 922206107 2797 97500 SHS ****SOLE 97500 0 0 D VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 116 4900 SHS ****SOLE 4900 0 0 D VEECO INSTRUMENTS COMMON 922417100 3929 339900 SHS ****SOLE 339900 0 0 D VERIDIAN COMMON 92342R203 1918 89900 SHS ****SOLE 89900 0 0 D VERITAS SOFTWARE COMMON 923436109 6606 422950 SHS ****SOLE 422950 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 75316 1943650 SHS ****SOLE 1943650 0 0 D VERINT SYSTEMS COMMON 92343X100 266 13200 SHS ****SOLE 13200 0 0 D VIACOM CLASS B COMMON 925524308 38741 950470 SHS ****SOLE 950470 0 0 D VIAD COMMON 92552R109 67 3000 SHS ****SOLE 3000 0 0 D VIASYS HEALTHCARE COMMON 92553Q209 88 5900 SHS ****SOLE 5900 0 0 D VIDESH SANCHAR NIGAM - ADR ADR 92659G600 2009 489947 SHS ****SOLE 489947 0 0 D VINTAGE PETROLEUM COMMON 927460105 121 11500 SHS ****SOLE 11500 0 0 D VISTEON COMMON 92839U107 63 9000 SHS ****SOLE 9000 0 0 D VITESSE SEMICONDUCTOR COMMON 928497106 50 23000 SHS ****SOLE 23000 0 0 D VORNADO REALTY TRUST REIT 929042109 15524 417300 SHS ****SOLE 417300 0 0 D VULCAN MATERIALS COMMON 929160109 2 50 SHS ****SOLE 50 0 0 D WFS FINANCIAL COMMON 92923B106 165 7900 SHS ****SOLE 7900 0 0 D WCI COMMUNITIES COMMON 92923C104 15038 1474300 SHS ****SOLE 1474300 0 0 D W-H ENERGY SERVICES COMMON 92925E108 730 50000 SHS ****SOLE 50000 0 0 D WSFS FINANCIAL COMMON 929328102 152 4600 SHS ****SOLE 4600 0 0 D WACHOVIA COMMON 929903102 1243 34100 SHS ****SOLE 34100 0 0 D WAL MART STORES COMMON 931142103 73440 1453975 SHS ****SOLE 1453975 0 0 D WALGREEN COMMON 931422109 663 22700 SHS ****SOLE 22700 0 0 D WALLACE COMPUTER SERVICES COMMON 932270101 351 16300 SHS ****SOLE 16300 0 0 D WALTER INDUSTRIES COMMON 93317Q105 71 6600 SHS ****SOLE 6600 0 0 D WASHINGTON MUTUAL COMMON 939322103 6220 180145 SHS ****SOLE 180145 0 0 D WASTE MANAGEMENT COMMON 94106L109 2331 101700 SHS ****SOLE 101700 0 0 D WATSON WYATT & CO. COMMON 942712100 1151 52900 SHS ****SOLE 52900 0 0 D WAUSAU-MOSINEE PAPER COMMON 943315101 4628 412500 SHS ****SOLE 412500 0 0 D WEBEX COMMUNICATIONS COMMON 94767L109 8053 536872 SHS ****SOLE 536872 0 0 D WEBSENSE COMMON 947684106 182 8500 SHS ****SOLE 8500 0 0 D WEBSTER FINANCIAL COMMON 947890109 36206 1040400 SHS ****SOLE 1040400 0 0 D WEIS MARKETS COMMON 948849104 3 100 SHS ****SOLE 100 0 0 D WELLCHOICE COMMON 949475107 2994 125000 SHS ****SOLE 125000 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 5172 72675 SHS ****SOLE 72675 0 0 D WELLS FARGO COMMON 949746101 74998 1600118 SHS ****SOLE 1600118 0 0 D WESBANCO COMMON 950810101 61 2600 SHS ****SOLE 2600 0 0 D WEST COMMON 952355105 37406 2253363 SHS ****SOLE 2253363 0 0 D WESTERN DIGITAL COMMON 958102105 178 27900 SHS ****SOLE 27900 0 0 D WESTERN GAS RESOURCES COMMON 958259103 251 6800 SHS ****SOLE 6800 0 0 D WESTPORT RESOURCES COMMON 961418100 4986 239700 SHS ****SOLE 239700 0 0 D WESTWOOD ONE COMMON 961815107 55216 1477956 SHS ****SOLE 1477956 0 0 D WEYERHAEUSER COMMON 962166104 2362 48000 SHS ****SOLE 48000 0 0 D WHIRLPOOL COMMON 963320106 640 12250 SHS ****SOLE 12250 0 0 D WHITEHALL JEWELLERS COMMON 965063100 1263 132900 SHS ****SOLE 132900 0 0 D WILLIAMS ENERGY PARTNERS LTDPART 969491109 133 4100 SHS ****SOLE 4100 0 0 D WILLIAMS-SONOMA COMMON 969904101 10705 394300 SHS ****SOLE 394300 0 0 D WINN DIXIE STORES COMMON 974280109 526 34425 SHS ****SOLE 34425 0 0 D WINNEBAGO INDUSTRIES COMMON 974637100 98 2500 SHS ****SOLE 2500 0 0 D WINTRUST FINANCIAL COMMON 97650W108 1641 52400 SHS ****SOLE 52400 0 0 D WISCONSIN ENERGY COMMON 976657106 1817 72100 SHS ****SOLE 72100 0 0 D WOLVERINE WORLD WIDE COMMON 978097103 4071 269400 SHS ****SOLE 269400 0 0 D WORLD COLOR PRESS CNV CONVBD 981443AA2 52 50000 PRN ****SOLE 50000 0 0 D WORLD FUEL SERVICES COMMON 981475106 133 6500 SHS ****SOLE 6500 0 0 D WRIGLEY COMMON 982526105 169 3075 SHS ****SOLE 3075 0 0 D WYETH COMMON 983024100 119853 3204639 SHS ****SOLE 3204639 0 0 D XTO ENERGY COMMON 98385X106 2 100 SHS ****SOLE 100 0 0 D XILINX COMMON 983919101 36064 1750700 SHS ****SOLE 1750700 0 0 D YANKEE CANDLE COMMON 984757104 93 5800 SHS ****SOLE 5800 0 0 D YELLOW COMMON 985509108 4655 184800 SHS ****SOLE 184800 0 0 D YORK INTERNATIONAL COMMON 986670107 1266 49525 SHS ****SOLE 49525 0 0 D YUM! BRANDS COMMON 988498101 3268 134925 SHS ****SOLE 134925 0 0 D ZALE COMMON 988858106 48 1500 SHS ****SOLE 1500 0 0 D ZIMMER HOLDINGS COMMON 98956P102 1082 26070 SHS ****SOLE 26070 0 0 D ZIONS BANCORPORATION COMMON 989701107 11805 300000 SHS ****SOLE 300000 0 0 D AMDOCS LIMITED COMMON G02602103 5546 564800 SHS ****SOLE 564800 0 0 D BUNGE LIMITED COMMON G16962105 5527 229700 SHS ****SOLE 229700 0 0 D COOPER INDUSTRIES COMMON G24182100 47 1300 SHS ****SOLE 1300 0 0 D EVEREST RE GROUP COMMON G3223R108 42321 765300 SHS ****SOLE 765300 0 0 D GLOBALSANTAFE COMMON G3930E101 285 11700 SHS ****SOLE 11700 0 0 D INGERSOLL-RAND - CLASS A COMMON G4776G101 1922 44625 SHS ****SOLE 44625 0 0 D IPC HOLDINGS COMMON G4933P101 8267 262100 SHS ****SOLE 262100 0 0 D MARVELL TECHNOLOGY GROUP COMMON G5876H105 604 32000 SHS ****SOLE 32000 0 0 D NABORS INDUSTRIES COMMON G6359F103 6606 187300 SHS ****SOLE 187300 0 0 D NOBLE COMMON G65422100 9635 274125 SHS ****SOLE 274125 0 0 D O2MICRO INTERNATIONAL COMMON G6797E106 3614 370700 SHS ****SOLE 370700 0 0 D PARTNERRE COMMON G6852T105 128540 2480500 SHS ****SOLE 2480500 0 0 D RENAISSANCE RE HOLDINGS COMMON G7496G103 42562 1074800 SHS ****SOLE 1074800 0 0 D SCOTTISH ANNUITY AND LIFE COMMON G7885T104 70 4000 SHS ****SOLE 4000 0 0 D UTI WORLDWIDE COMMON G87210103 15196 578900 SHS ****SOLE 578900 0 0 D TRANSOCEAN COMMON G90078109 18983 818234 SHS ****SOLE 818234 0 0 D WEATHERFORD INTERNATIONAL COMMON G95089101 4 100 SHS ****SOLE 100 0 0 D WILLIS GROUP HOLDINGS COMMON G96655108 6522 227500 SHS ****SOLE 227500 0 0 D XL CAPITAL LIMITED - CLASS A COMMON G98255105 104709 1355450 SHS ****SOLE 1355450 0 0 D XOMA COMMON G9825R107 2186 516800 SHS ****SOLE 516800 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 5510 427100 SHS ****SOLE 427100 0 0 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 20334 1217600 SHS ****SOLE 1217600 0 0 D FLEXTRONICS INTERNATIONAL COMMON Y2573F102 289 35300 SHS ****SOLE 35300 0 0 S REPORT SUMMARY 1154 DATA RECORDS 12491458 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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