13F-HR 1 g80610ce13fvhr.txt INVESCO INSTITUTIONAL (N.A.), INC. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 Check here if Amendment [ ]; Amendment Number: This Amendment (check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: INVESCO Institutional (N.A.), Inc. Address: 1360 Peachtree St., N.E. Atlanta, Georgia 30309 13F File Number: 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: Chrisopher Crossan Title: Senior Compliance Officer Phone: 404-439-3470 Signature, Place and Date of Signing: s/s Atlanta, Georgia 02/10/03 ----------------------- --------------------- --------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ x ] 13F HOLDING REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13F File Number Name FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Form 13F Information Table Entry Total: 1,742 Form 13F Information Table Value Total: 26,564,024 List of Other Included Managers: No. 13F File Number Name 13F Filing Report ICM, IRA, INVESCO NE Page 1 As of Date: 12/31/02
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE ADC TELECOMMUNICATIONS INC COM 886101 306 146174 144474 ABN AMRO HOLDING NV ADR SPONSORED AD 937102 329 20312 20312 AFLAC INC COM 1055102 3963 131571 129871 AGCO CORP COM 1084102 668 30223 30123 AGL RESOURCES INC COM 1204106 6427 264500 234500 AES CORPORATION COM 00130H105 213 70549 69649 AK STEEL HOLDING CORP COM 1547108 756 94500 93200 AMB PROPERTY CORP COM 00163T109 18516 676750 673350 AMLI RESIDENTIAL PROPERTIES SH BEN INT 1735109 7122 334700 334700 AMR CORP/DEL COM 1765106 283 42840 42040 AOL TIME WARNER COM 00184A105 123878 9456357 8395410 AT&T CORP*OLD COM 1957109 0 1 0 AT&T CORP COM NEW 1957505 11444 438296 356936 ATMI INC COM 00207R101 269 14500 14500 AT&T WIRELESS SVCS INC COM 00209A106 4928 872190 840990 AVX CORP COM 2444107 14 1400 1200 AXT INC COM 00246W103 42 23200 23200 AAIPHARMA INC COM 00252W104 2861 204100 168400 ABBOTT LABORATORIES COM 2824100 43823 1095571 1057886 ABLE LABORATORIES INC COM NEW 00371N407 697 60100 49400 ACCREDO HEALTH INC COM 00437V104 4289 121662 84012 ACTIVISION INC COM NEW 4930202 1380 94600 94600 ACTION PERFORMANCE COS INC COM 4933107 167 8800 8800 ACTEL CORP COM 4934105 1406 86700 71300 ACUITY BRANDS INC COM 00508Y102 171 12600 12600 ACXIOM CORP COM 5125109 3986 259200 259200 ADAPTEC INC COM 00651F108 24 4300 4300 ADOBE SYSTEMS INC COM 00724F101 1018 41063 41063 ADOLOR CORPORATION COM 00724X102 2892 207900 171700 ADTRAN INC COM 00738A106 6458 196300 169500 ADVANCE AUTO PARTS COM 00751Y106 543 11100 11100 ADVANCED FIBRE COMMUNICATION COM 00754A105 1319 79100 79100 ADVANCED NEUROMODULATION SYS COM 00757T101 1221 34800 29800 ADVISORY BOARD CO/ THE COM 00762W107 1480 49500 41800 ADVANCED MEDICAL OPTICS COM 00763M108 0 7 6 AEROFLEX INC COM 7768104 326 47260 47260 ADVANCED MICRO DEVICES COM 7903107 1051 162675 161575 AEGON NV AMER REG SHR ORD AMER REG 7924103 9 692 692 ADVANCED ENERGY INDUSTRIES COM 7973100 889 69900 57700 AETNA US HEALTHCARE INC -NEW COM 00817Y108 23993 583480 579740 AFFILIATED COMPUTER SVCS CL A CL A 8190100 7797 148090 99300 AFFILIATED MANAGERS GROUP COM 8252108 3439 68360 52350 AFFYMETRIX INC COM 00826T108 616 26900 23300 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 73800 0 70674 0 0 0 18112 0 2200 0 0 0 82720 0 47151 0 0 0 30123 0 0 0 500 0 189700 0 11400 0 0 0 21400 0 48249 0 0 0 82200 0 0 0 0 0 669750 0 6900 0 0 0 334700 0 0 0 0 0 28200 0 13840 596880 45080 0 6188405 82150 2592785 0 0 0 0 0 0 0 0 0 225933 0 88843 0 0 0 14500 0 0 0 0 0 484123 0 247667 0 0 0 1200 0 0 0 0 0 0 0 23200 0 600 0 136000 0 13400 2600 2360 0 783804 0 203382 0 200 0 39800 0 3900 37650 0 0 70812 0 45750 0 0 0 94600 0 0 0 0 0 6300 0 0 0 300 0 57000 0 6200 0 0 0 12600 0 0 0 0 0 229900 0 29300 0 0 0 4300 0 0 0 0 0 20100 0 20963 0 700 0 138200 0 14500 0 500 0 134800 0 9900 0 0 0 11100 0 0 0 0 0 79100 0 0 0 100 0 25000 0 2200 0 100 0 33200 0 3000 0 0 0 2 0 4 0 0 0 47260 0 0 0 0 0 127000 0 34575 0 0 0 0 0 692 0 200 0 46300 0 4800 0 2000 0 477587 0 104443 48790 0 0 92900 0 48790 15810 0 0 50150 0 15810 0 100 0 20400 0 1100
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE AGERE SYSTEMS INC CL A CL A 00845V100 1764 1224908 2708 AGERE SYSTEMS INC- CL B W/I CL B 00845V209 93 66511 66511 AGILENT TECHNOLOGIES INC COM 00846U101 1188 66160 65460 AIR PRODUCTS & CHEMICALS INC COM 9158106 164682 3852211 3275684 AIRBORNE INC COM 9269101 449 30300 30300 AIRGAS INC COM 9363102 3783 219300 187800 AKAMAI TECHNOLOGIES COM 00971T101 1 600 600 ALARIS MEDICAL INC COM 11637105 1221 200200 165200 ALASKA AIR GROUP INC COM 11659109 2358 108900 94500 ALBANY MOLECULAR RESEARCH COM 12423109 6397 432500 368600 ALBEMARLE CORP COM 12653101 4250 149400 131700 ALBERTO CULVER CO CL B CL B CONV 13068101 259 5141 5141 ALBERTSON'S INC COM 13104104 1163 52252 51752 ALCAN INC COM 13716105 422 14300 14300 ALCOA INC COM 13817101 36487 1601711 1565094 ALEXANDER & BALDWIN INC COM 14482103 591 22900 22900 ALEXANDRIA REAL EST EQUITIES COM 15271109 5896 138400 138400 ALLEGHENY ENERGY INC COM 17361106 1634 216199 202099 ALLEGHENY TECHNOLOGIES INC COM 01741R102 192 30836 29836 ALLEN TELECOM INC COM 18091108 20 2100 2100 ALLERGAN INC COM 18490102 1051 18240 18240 ALLIANCE GAMING CORP COM NEW 01859P609 383 22500 22500 ALLIANCE RESOURCE PARTERNS UT LTD PART 01877R108 10 400 400 ALLIANT TECHSYSTEMS INC COM 18804104 1487 23850 23850 ALLIED CAPITAL CORP COM 01903Q108 706 32340 32340 ALLIED WASTE INDUSTRIES INC COM PAR$.01N 19589308 291 29148 28748 ALLMERICA FINANCIAL CORP COM 19754100 2646 262018 214900 ALLOS THERAPEUTICS INC COM 19777101 7414 985861 964361 ALLSTATE CORP COM 20002101 43303 1170671 1134971 ALLTEL CORP COM 20039103 39831 781000 759000 ALTERA CORPORATION COM 21441100 90111 7308240 6255570 ALTIRIS INC COM 02148M100 16 1000 1000 AMAZON.COM INC COM 23135106 11776 623400 607800 AMBAC FINANCIAL GROUP INC COM 23139108 22705 403725 390809 AMCOR LIMITED ADR ADR NEW 02341R302 35 1800 1800 AMERADA HESS CORP COM 23551104 479 8698 8698 AMEREN CORPORATION COM 23608102 683 16429 15129 AMCORE FINANCIAL INC COM 23912108 1999 92100 78600 AMERICAN CAPITAL STRATEGIES COM 24937104 33 1535 1535 AMERICAN ELECTRIC POWER COM 25537101 1044 38188 37688 AMERICAN EXPRESS COMPANY COM 25816109 31787 899199 868799 AMERICAN FINANCIAL GROUP INC COM 25932104 129 5600 5300 AMERICAN GREETINGS CORP CL A CL A 26375105 571 36121 35321 AMERICAN INTERNATIONAL GROUP COM 26874107 363423 6282167 5605594 AMERICAN ITALIAN PASTA CO CL A CL A 27070101 447 12410 12410 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 348 0 2360 0 0 0 8582 0 57929 0 0 0 24052 0 41408 379115 23850 0 2475803 43650 1209646 0 0 0 30300 0 0 0 600 0 150700 0 11900 0 0 0 600 0 0 0 600 0 132900 0 13700 0 300 0 79200 0 5400 0 1200 0 296700 0 24200 0 300 0 110000 0 6900 0 0 0 0 0 5141 0 0 0 18112 0 33640 0 0 0 14100 0 200 0 6190 0 1242292 0 334177 0 0 0 22900 0 0 0 0 0 137900 0 500 0 200 0 179576 0 16223 0 300 0 20300 0 9836 0 0 0 0 0 2100 0 0 0 5300 0 12940 0 0 0 22500 0 0 0 0 0 400 0 0 0 0 0 0 0 23850 0 0 0 0 0 32340 0 0 0 11300 0 17448 1118 800 0 174418 0 17100 0 400 0 82400 0 870461 0 0 0 963700 0 102271 0 0 0 670275 0 49925 693490 47280 0 4645440 85630 2337430 0 0 0 0 0 1000 0 0 0 572000 0 24000 0 2505 0 317354 0 77893 0 0 0 1800 0 0 0 0 0 801 0 7897 1300 0 0 2800 0 13629 0 300 0 61800 0 5200 0 0 0 1535 0 0 0 0 0 7600 0 30088 0 0 0 645965 0 134634 0 0 0 5300 0 0 0 0 0 29500 0 5821 385642 33340 0 4131549 52709 1783094 0 0 0 12410 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE AMERICAN MANAGEMENT SYSTEMS COM 27352103 1170 97600 81100 AMERICAN MEDICAL SYS HLDGS COM 02744M108 2509 154800 127600 AMERICAN MED SECURITY GROUP COM 02744P101 2561 183200 155500 AMERICAN POWER CONVERSION COM 29066107 375 24749 24449 AMERICAN STANDARD COMPANIES COM 29712106 459 6458 6458 AMERUS GROUP CO COM 03072M108 85 3000 3000 AMERISOURCEBERGEN CORP COM 3.07E+108 2262 41653 41153 AMGEN INC COM 31162100 84641 1750949 1716869 AMKOR TECHNOLOGY INC COM 31652100 9 1900 1900 AMSOUTH BANCORPORATION COM 32165102 941 49034 47834 ANADARKO PETROLEUM CORP COM 32511107 4512 94194 76194 ANALOG DEVICES COM 32654105 3465 145141 140141 ANAREN INC COM 32744104 187 21200 21200 ANDREW CORP COM 34425108 89 8680 8680 ANGELICA CORP COM 34663104 1927 93300 80500 ANHEUSER-BUSCH COS INC COM 35229103 67330 1391111 1348311 ANIXTER INTERNATIONAL INC COM 35290105 3615 155500 129700 ANNTAYLOR STORES CORP COM 36115103 235 11500 11500 ANSYS INC COM 03662Q105 1624 80400 69300 ANTHEM INC COM 03674B104 3785 60177 58477 ANTEON INTERNATIONAL CORP COM 3.67E+111 180 7500 7500 ANTHRACITE CAPITAL INC COM 37023108 17 1600 1600 ANWORTH MORTGAGE ASSET CORP COM 37347101 275 21900 21900 AON CORP COM 37389103 27784 1470817 1459772 APACHE CORP COM 37411105 29864 524021 482311 APARTMENT INVT & MGMT CO CL A CL A 03748R101 35127 937213 934713 APOLLO GROUP INC CL A CL A 37604105 24377 554018 514078 UNIV OF PHOENIX ONLINE COM UNV PHOE 37604204 258 7200 7200 APPLE COMPUTER INC COM 37833100 31252 2180865 2131359 APPLEBEE'S INTL INC COM 37899101 39 1700 1600 APRIA HEALTHCARE GROUP INC COM 37933108 507 22800 22800 APPLERA CORP-APPLIED BIOSYSTEM COM AP BIO G 38020103 7592 432862 416562 APPLICA INCORPORATED COM 03815A106 1036 207200 176100 APPLIED INDUSTRIAL TECH INC COM 03820C105 1208 63900 55900 APPLIED MATERIALS INC COM 38222105 25703 1972567 1904168 APPLIED MICRO CIRCUITS CORP COM 03822W109 1881 509885 68045 AQUILA INC COM 03840P102 35 19900 19900 ARCH CHEMICALS INC COM 03937R102 3212 176000 149400 ARCHER-DANIELS-MIDLAND CO COM 39483102 37974 3062432 2966732 ARCHSTONE-SMITH TRUST COM 39583109 19494 828102 823702 ARDEN REALTY INC COM 39793104 18144 819160 819160 ARENA PHARMACEUTICALS INC COM 40047102 812 124800 102800 ARKANSAS BEST CORP COM 40790107 286 11000 11000 ARMOR HOLDINGS INC COM 42260109 285 20700 20700 ARQULE INC COM 4.27E+110 481 157600 134100 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 300 0 65100 0 7200 0 500 0 103100 0 10200 0 500 0 123200 0 10800 0 0 0 7000 0 17449 0 0 0 0 0 6458 0 0 0 3000 0 0 0 0 0 10644 0 28009 440 0 0 1429493 0 197016 0 0 0 1900 0 0 0 0 0 16300 0 31534 18000 0 0 30000 0 61694 0 0 0 86376 0 33065 0 0 0 21200 0 0 0 0 0 0 0 8680 0 200 0 62700 0 5000 0 0 0 1158871 0 114840 0 500 0 103800 0 10100 0 0 0 11500 0 0 0 200 0 54200 0 4600 0 0 0 31000 0 19777 0 0 0 7500 0 0 0 0 0 1600 0 0 0 0 0 15700 0 0 0 4500 0 1225119 0 242853 24210 0 0 430174 0 69847 0 0 0 931823 0 5090 22540 0 0 459100 0 63418 0 0 0 7200 0 0 0 6526 0 1765889 0 378286 0 100 0 400 0 1300 0 0 0 22800 0 0 0 0 0 355400 0 37062 0 600 0 139300 0 12300 0 200 0 43000 0 3500 4920 0 0 1546674 0 257014 432560 8780 0 178840 10940 319605 0 0 0 0 0 19900 0 500 0 117800 0 10300 0 0 0 2664500 0 175332 0 0 0 819507 0 7495 0 0 0 815960 0 0 0 400 0 82700 0 8300 0 0 0 11000 0 0 0 0 0 0 0 20700 0 400 0 106200 0 8700
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE ARRIS GROUP INC COM 04269Q100 962 269600 229600 ARROW ELECTRONICS INC COM 42735100 1280 100050 99450 ARTISAN COMPONENTS INC COM 42923102 1674 108500 89300 ARTESYN TECHNOLOGIES INC COM 43127109 491 127900 105400 ASBURY AUTOMOTIVE GROUP COM 43436104 13 1500 1500 ASCENTIAL SOFTWARE CORP COM 04362P108 0 27 27 ASHLAND INC COM 44204105 1158 40603 39903 ASIAINFO HOLDINGS INC COM 04518A104 1194 188400 154200 ASSOCIATED BANC CORP COM 45487105 2630 77500 76700 ASSOCIATED ESTATES REALTY CORP COM 45604105 1126 166800 143000 ASTORIA FINANCIAL CORP COM 46265104 176 6500 5700 ASTRAZENECA PLC ADR SPONSORED AD 46353108 368 10475 10475 @ROAD INC COM 04648K105 413 99900 82400 ATHEROGENICS INC COM 47439104 928 125300 103300 ATLANTIC COAST AIRLINES HLDG COM 48396105 4860 404000 344000 ATMEL CORP COM 49513104 38 17000 17000 ATRIX LABS INC COM 04962L101 137 8900 8900 AUDIOVOX CORP CL A CL A 50757103 869 84000 70400 AUTODESK INC COM 52769106 143 10008 10008 AUTOLIV INC COM 52800109 366 17500 17100 AUTOMATIC DATA PROCESSING COM 53015103 10489 267235 256835 AUTONATION INC COM 05329W102 406 32300 31200 AUTOZONE INC COM 53332102 61362 868541 831921 AVALONBAY COMMUNITIES INC COM 53484101 2873 73411 73011 AVAYA INC COM 53499109 79 32136 32136 AVERY DENNISON CORP COM 53611109 11161 182721 174321 AVIALL INC COM 05366B102 1183 147000 121000 AVICI SYSTEMS INC COM NEW 05367L802 25 7052 7052 AVNET INC COM 53807103 389 35900 35200 AVOCENT CORPORATION COM 53893103 258 11600 11600 AVON PRODUCTS INC COM 54303102 1599 29685 29485 AXA ADR SPONSORED AD 54536107 23 1700 1700 AXCELIS TECHNOLOGIES COM 54540109 112 20000 20000 AZTAR CORP COM 54802103 7001 490300 416700 BB&T CORPORATION COM 54937107 1572 42489 42489 BASF AG ADR SPONSORED AD 55262505 479 12527 12527 THE BISYS GROUP INC COM 55472104 14637 920570 919830 BJ SERVICES CO COM 55482103 8085 250233 194273 BP PLC ADR SPONSORED AD 55622104 809 19896 19896 BRE PROPERTIES CL A CL A 5.56E+109 7681 246170 244570 BT GROUP PLC-ADS ADR 5.58E+104 252 8055 8055 BMC SOFTWARE INC COM 55921100 7180 419660 336740 BAKER HUGHES INC COM 57224107 9932 308556 296656 BALL CORP COM 58498106 10629 207632 148362 BANCORPSOUTH INC COM 59692103 1919 98800 81200 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 800 0 180300 0 17600 0 0 0 97000 0 2450 0 300 0 71500 0 7600 0 400 0 86300 0 7300 0 0 0 1500 0 0 0 0 0 27 0 0 0 0 0 33800 0 6103 0 600 0 123900 0 12800 0 0 0 76700 0 0 0 400 0 116100 0 7700 0 0 0 5700 0 0 0 0 0 10475 0 0 0 300 0 67600 0 5500 0 400 0 83400 0 8200 0 1100 0 271900 0 22700 0 0 0 17000 0 0 0 0 0 8900 0 0 0 300 0 56100 0 5300 0 0 0 0 0 10008 0 0 0 17100 0 0 0 0 0 158900 0 54335 0 0 0 31200 0 0 10520 0 0 762900 0 57441 0 0 0 72651 0 360 0 0 0 4 0 32132 0 0 0 139800 0 21321 0 500 0 97500 0 9500 0 0 0 0 0 7052 0 0 0 35200 0 0 0 0 0 11600 0 0 0 0 0 6400 0 23085 0 0 0 1700 0 0 0 0 0 15600 0 0 0 0 0 336000 0 15400 0 0 0 0 0 42489 0 0 0 11007 0 1520 740 0 0 815170 0 105400 51860 0 0 168500 0 74133 0 0 0 17481 0 2415 0 0 0 241000 0 2970 0 0 0 7065 0 990 80020 0 0 250100 0 147560 0 0 0 226494 0 54862 58470 0 0 131600 0 64532 0 300 0 65300 0 6500
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE BANK OF AMERICA CORP COM 60505104 203876 2930514 2843414 BANK OF MONTREAL COM 63671101 581 21900 21900 BANK OF THE OZARKS COM 63904106 708 30200 25500 BANK OF NEW YORK CO INC COM 64057102 164810 6878568 6075352 BANK OF NOVA SCOTIA COM 64149107 740 22100 22100 BANK ONE CORP COM 06423A103 23906 654071 631971 BANKATLANTIC BANCORP INC CL A CL A 65908501 765 80900 68500 BANKNORTH GROUP INC COM 06646R107 468 20700 20200 BANNER CORPORATION COM 06652V109 585 31200 26811 BANTA CORP COM 66821109 697 22300 22300 BARD (C.R.) INC COM 67383109 410 7073 7073 BARNES & NOBLE INC COM 67774109 5 300 300 BARRICK GOLD CORP COM 67901108 362 23500 23500 BARR LABORATORIES INC COM 68306109 2852 43823 43823 BAUSCH & LOMB INC COM 71707103 172 4771 4771 BAXTER INTERNATIONAL INC COM 71813109 96138 3433508 3174588 BAY STATE BANCORP INC COM 72611106 946 36400 33400 BAYER AG ADR SPONSORED AD 72730302 226 10431 10431 BEA SYSTEMS INC COM 73325102 118 10300 10300 BEAR STEARNS COMPANIES INC COM 73902108 85564 1440474 1398974 BEARINGPOINT INC COM 74002106 105 15200 15000 BECKMAN COULTER INC COM 75811109 3767 127603 95923 BECTON DICKINSON & CO COM 75887109 4593 149645 144445 BED BATH & BEYOND INC COM 75896100 27488 796067 752667 BEDFORD PROPERTY INVESTORS COM PAR $0.0 76446301 6232 242600 221900 BELDEN INC COM 77459105 1419 93200 78500 BELL MICRO PRODUCTS INC COM 78137106 196 35400 35400 BELLSOUTH CORP COM 79860102 107844 4168708 3544498 BELO CORPORATION COM SER A 80555105 30 1400 1200 BEMIS COMPANY COM 81437105 1553 31285 30685 BENCHMARK ELECTRONICS INC COM 08160H101 5861 204500 169700 BERKSHIRE HATHAWAY INC CLASS B CL B 84670207 3949 1630 1630 BERRY PETROLEUM CO CL A CL A 85789105 1436 84200 70700 BEST BUY COMPANY INC COM 86516101 4180 173103 133443 BEVERLY ENTERPRISES INC COM NEW 87851309 715 251036 206707 BIG LOTS INC COM 89302103 447 33763 33763 BIO RAD LABORATORIES CL A CL A 90572207 259 6700 6700 BIO-TECHNOLOGY GENERAL CORP COM 90578105 1022 319300 271800 BIOGEN INC COM 90597105 2345 58545 56645 BIOMET INC COM 90613100 12490 435785 434845 BIOSITE INC COM 90945106 4096 120400 102100 BIORELIANCE CORP COM 90951104 422 18200 15400 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 2469013 0 223301 0 0 0 21900 0 0 0 100 0 20300 0 1600 456750 43700 0 4639889 67330 1954623 0 0 0 22100 0 0 0 0 0 463240 0 115331 0 200 0 54200 0 5000 0 0 0 20200 0 0 0 89 0 21411 0 1189 0 0 0 22300 0 0 0 0 0 2510 0 4563 0 0 0 300 0 0 0 0 0 23500 0 0 0 0 0 40123 0 3700 0 0 0 0 0 4771 74150 23310 0 2333565 42610 913033 0 300 0 24300 0 2800 0 0 0 9351 0 1080 0 0 0 10300 0 0 0 0 0 1295275 0 71399 0 0 0 15000 0 0 31680 0 0 67323 0 55980 0 0 0 100925 0 24520 39550 0 0 641936 0 130381 0 400 0 197800 0 6700 0 300 0 61100 0 7000 0 0 0 25400 0 0 36400 0 0 3069036 0 354872 0 0 0 1200 0 0 0 0 0 26000 0 4685 0 600 0 136300 0 13500 0 0 0 1630 0 0 0 200 0 56600 0 5000 39160 0 0 76800 0 90503 0 800 0 165336 0 18700 0 0 0 23500 0 10263 0 0 0 6700 0 0 0 900 0 213900 0 18300 0 0 0 28800 0 19445 760 0 0 364716 0 70889 0 300 0 75600 0 16700 0 100 0 12300 0 900
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE BLACK & DECKER CORP COM 91797100 33382 778322 752422 BLACK BOX CORPORATION COM 91826107 264 5900 5900 BLACKROCK INC CL A 09247X101 3986 101180 65000 BLAIR CORP COM 92828102 42 1800 1700 BLOCK H & R INC COM 93671105 22540 560708 545508 BLUE RHINO CORP COM 95811105 1697 97600 80400 BLYTH INDUSTRIES INC COM 09643P108 235 8800 8800 BOEING CO COM 97023105 198014 6002251 5160069 BOISE CASCADE CORP COM 97383103 130 5157 5157 THE BOMBAY COMPANY INC COM 97924104 725 144900 121700 BORDERS GROUP INC COM 99709107 11 700 700 BOSTON BEER COMPANY INC CL A CL A 100557107 1216 85000 70800 BOSTON COMMUNICATIONS GROUP COM 100582105 3216 253000 211000 BOSTON PROPERTIES INC COM 101121101 28585 775510 771710 BOSTON SCIENTIFIC CORP COM 101137107 4949 116386 113286 BOSTONFED BANCORP INC COM 101178101 93 3500 3500 BOWATER INC COM 102183100 470 11200 11200 BOWNE & CO INC COM 103043105 1199 100300 87000 BOYKIN LODGING COMPANY COM 103430104 1563 167500 143400 BRANDYWINE REALTY TRUST SH BEN INT N 105368203 6736 308860 308860 BRIGGS & STRATTON COM 109043109 9220 217100 180600 BRINKER INTERNATIONAL INC COM 109641100 123 3800 3800 BRISTOL-MYERS SQUIBB CO COM 110122108 94125 4065893 3972778 BRITISH AIRWAYS PLC ADR ADR 2ND INST 110419306 16 700 700 BROADCOM CORP CL A CL A 111320107 457 30376 30376 BROADWING INC COM 111620100 2616 743200 638500 BROCADE COMMUNICATIONS SYS COM 111621108 92 22200 22200 BROOKFIELD PROPERTIES CORP COM 112900105 1824 90300 90300 BROOKS-PRI AUTOMATION INC COM 1.14E+106 150 13100 13100 BROWN FORMAN CORP CL B CL B 115637209 396 6052 6052 BROWN SHOE COMPANY INC COM 115736100 450 18900 18900 BRUKER DALTONICS INC COM 116795105 25 5084 4752 BRUNSWICK CORP COM 117043109 6327 318574 305674 BURLINGTON NORTHERN SANTA FE COM 12189T104 28448 1093751 1056451 BURLINGTON RESOURCES INC COM 122014103 10134 237615 228215 BUTLER MANUFACTURING CO COM 123655102 108 5600 5600 C&D TECHNOLOGIES INC COM 124661109 7417 419774 398374 CBL & ASSOCIATES PROPERTIES COM 124830100 21618 539780 537280 CBRL GROUP INC COM 12489V106 6339 210400 209500 CDI CORP COM 125071100 4087 151500 128700 CDW COMPUTER CENTERS INC COM 125129106 377 8600 8600 CIGNA CORP COM 125509109 38670 940429 910829 CIT GROUP INC COM 125581108 4401 224564 224304 CLECO CORPORATION COM 12561W105 12391 885100 755600 CMS ENERGY CORP COM 125896100 288 30533 30033 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 687804 0 45718 0 0 0 0 0 5900 36180 0 0 59900 0 36180 0 100 0 500 0 1300 0 0 0 481117 0 30091 0 300 0 64100 0 7200 0 0 0 8800 0 0 547190 16800 0 3932384 56552 1742903 0 0 0 0 0 5157 0 400 0 96100 0 9500 0 0 0 700 0 0 0 0 0 57700 0 2700 0 800 0 170900 0 16500 0 0 0 767500 0 7510 0 0 0 65600 0 36486 0 0 0 2500 0 0 0 0 0 7600 0 3600 0 200 0 66700 0 6400 0 400 0 116500 0 7800 0 0 0 308600 0 260 0 700 0 144400 0 14100 0 0 0 3800 0 0 800 9200 0 3252582 0 606091 0 0 0 700 0 0 0 0 0 5900 0 24476 5200 1800 0 509400 0 36900 0 0 0 22200 0 0 0 0 0 90300 0 0 0 0 0 13100 0 0 0 0 0 0 0 6052 0 0 0 13500 0 0 0 332 0 2026 0 3058 0 0 0 236600 0 63274 0 0 0 920500 0 75551 0 0 0 183400 0 27515 0 0 0 4000 0 0 0 400 0 369474 0 8100 0 0 0 533850 0 5930 0 0 0 209500 0 0 0 400 0 102000 0 8800 0 0 0 0 0 8600 0 0 0 828628 0 60301 0 0 0 181404 0 43160 0 2400 0 606100 0 49200 0 0 0 17200 0 12833
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE CPB INC COM 125903104 1587 57800 48500 CNA SURETY CORPORATION COM 12612L108 125 15900 15900 CNF INC COM 12612W104 1579 47500 46900 CSG SYSTEMS INTL INC COM 126349109 146 10700 10500 CSX CORP COM 126408103 5956 210391 210181 CT COMMUNICATIONS INC COM NEW 126426402 58 5100 5100 CVS CORP COM 126650100 2324 93064 91564 CABLEVISION SYSTEMS CL A CL A NY CABL 12686C109 124 7400 7000 CABLE DESIGN TECHNOLOGIES COM 126924109 1982 335900 285800 CABOT MICROELECTRONICS CORP COM 12709P103 1761 37300 32000 CADBURY SCHWEPPES PLC ADR ADR 127209302 603 23542 23542 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 277 11000 11000 CALIPER TECHNOLOGIES CORP COM 130876105 481 162462 133737 CALPINE CORPORATION COM 131347106 109 33538 33538 CAMDEN PROPERTY TRUST SH BEN INT 133131102 5533 167670 160370 CAMPBELL SOUP CO COM 134429109 40814 1738999 1694509 CAN IMPERIAL BK OF COMMERCE COM 136069101 442 15900 15900 CANON INC- SP ADR ADR 138006309 607 16485 16485 CAPITAL AUTOMOTIVE REIT COM SH BEN I 139733109 4467 188500 158500 CAPITAL ONE FINANCIAL CORP COM 14040H105 38569 1297738 1257128 CAPSTEAD MTG CORP COM NO PAR 14067E506 510 20700 20700 CARDINAL HEALTH INC COM 14149Y108 13588 229561 221661 CAREER EDUCATION CORP COM 141665109 1272 31800 31800 CAREMARK RX INC COM 141705103 399 24550 24550 CARLISLE COS INC COM 142339100 70 1700 1600 CARLTON COMM PLC ADR ADR 142872209 26 2300 2300 CARMAX INC COM 143130102 100 5586 5586 CARNIVAL CORP COM 143658102 4036 161762 154062 CARRAMERICA REALTY CORP COM 144418100 17797 710456 708156 CASCADE CORP COM 147195101 1399 87700 74300 CASCADE NATURAL GAS CORP COM 147339105 184 9200 9200 CASH AMERICA INTL INC COM 14754D100 225 23600 23600 CATALINA MARKETING CORP COM 148867104 19 1000 1000 CATAPULT COMMUNICATIONS CORP COM 149016107 543 45400 37300 CATELLUS DEVELOPMENT CORP COM 149111106 1586 79900 79900 CATERPILLAR INC COM 149123101 5497 120236 118511 CATHAY BANCORP INC COM 149150104 1835 48300 39700 CELL THERAPEUTICS INC COM 150934107 255 35018 35018 CELESTICA INC SUB VTG SHS 15101Q108 1503 106599 106599 CENDANT CORP COM 151313103 3716 354560 341460 CENTER TRUST INC*OLD COM 151845104 122 15700 15700 CENTERPOINT PROPERTIES CORP SH BEN INT 151895109 14730 257740 256840 CENTERPOINT ENERGY INC COM 15189T107 1053 123867 120067 CENTEX CORP COM 152312104 27698 551751 533451 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 1954 55600 47600 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 200 0 38800 0 3400 0 0 0 11800 0 0 0 0 0 46900 0 0 0 0 0 10500 0 0 0 0 0 158450 0 51941 0 0 0 3800 0 0 0 0 0 56700 0 34864 0 0 0 7000 0 0 0 1000 0 224600 0 19500 0 100 0 22700 0 6600 0 0 0 20627 0 2915 0 0 0 11000 0 0 0 625 0 107325 0 11337 0 0 0 0 0 33538 0 100 0 145340 0 9730 0 0 0 1490435 0 146464 0 0 0 15900 0 0 0 0 0 14790 0 1695 0 500 0 126800 0 9600 0 5225 0 1062027 0 177711 0 0 0 14800 0 0 0 0 0 154900 0 41661 0 0 0 31800 0 0 0 0 0 13700 0 10850 0 0 0 1600 0 0 0 0 0 2300 0 0 0 0 0 5586 0 0 0 0 0 69100 0 52962 0 0 0 706176 0 4280 0 200 0 58600 0 5100 0 0 0 6600 0 0 0 0 0 16900 0 0 0 0 0 1000 0 0 0 100 0 30300 0 2600 0 0 0 79900 0 0 0 0 0 49185 0 69951 0 200 0 31900 0 3200 0 0 0 0 0 35018 0 0 0 84199 0 22400 0 0 0 166200 0 135860 0 0 0 15700 0 0 0 0 0 255300 0 2440 0 0 0 77455 0 27512 0 0 0 488800 0 32351 0 100 0 37500 0 3200
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE CENTRAL PARKING CORP COM 154785109 19 1000 1000 CENTURYTEL INC COM 156700106 24901 847556 817956 CEPHALON INC COM 156708109 5923 121700 116300 CEPHEID INC COM 15670R107 1106 216909 178609 CHAMPIONSHIP AUTO RACING TEAM COM 158711101 19 5000 4700 CHARLES RIVER LABORATORIES COM 159864107 1312 34100 34100 CHARTER ONE FIN INC COM 160903100 1809 62967 62267 CHARTER COMMUNICATIONS INC CL CL A 16117M107 69 58600 58600 CHATEAU COMMUNITIES INC COM 161726104 13893 604034 603634 CHATTEM INC COM 162456107 3843 187000 161200 CHECKFREE CORP COM 162813109 2325 145300 127100 CHECKPOINT SYSTEMS INC COM 162825103 2315 223900 190600 CHELSEA PROPERTY GROUP INC COM 163421100 25804 774660 771360 CHESAPEAKE CORP COM 165159104 2274 127400 109600 CHEVRONTEXACO CORP COM 166764100 300348 4517873 3998300 CHICAGO MERCANTILE EXCHANGE CL A 167760107 5547 127060 93800 CHICO'S FAS INC COM 168615102 280 14800 14800 CHOICE HOTELS INTL INC COM 169905106 6249 275290 248190 CHIQUITA BRANDS INTL COM 170032809 3721 280600 237800 CHIRON CORP COM 170040109 18658 496225 478925 CHITTENDEN CORP COM 170228100 301 11818 11818 CHUBB CORP COM 171232101 16274 311764 307128 CHURCHILL DOWNS INC COM 171484108 7321 191750 0 CIENA CORP COM 171779101 8250 1605001 1066101 CINCINNATI FINANCIAL CORP COM 172062101 624 16618 14335 CINERGY CORP COM 172474108 15185 450313 253263 CIRCUIT CITY STORES-CIRCUIT COM 172737108 139 18682 18682 CISCO SYSTEMS INC COM 17275R102 391965 29920996 27274694 CINTAS CORP COM 172908105 693 15139 15139 CITIGROUP INC COM 172967101 528509 15018737 13693605 CITIZENS COMMUNICATIONS CO COM 17453B101 2040 193377 183977 CITRIX SYSTEMS INC COM 177376100 1229 99773 91473 CITY HOLDING CO COM 177835105 2032 71900 61000 CITY NATIONAL CORP COM 178566105 321 7300 7200 CLAIRE'S STORES INC COM 179584107 7179 325300 281400 CLARCOR INC COM 179895107 174 5400 5400 CLEAN HARBORS INC COM 184496107 89 5700 5700 CLEAR CHANNEL COMMUNICATIONS COM 184502102 8279 222014 213514 CLEVELAND-CLIFFS INC COM 185896107 2420 121900 103700 CLOROX COMPANY COM 189054109 6902 167321 161521 COACH INC COM 189754104 991 30100 30100 COCA-COLA COMPANY COM 191216100 127544 2909308 2868008 COCA-COLA ENTERPRISES COM 191219104 5937 273346 267946 COGNEX CORP COM 192422103 212 11500 11500 COGNIZANT TECH SOLUTIONS CRP CL A 192446102 5576 77200 63900 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 300 0 700 0 0 0 740900 0 53156 0 0 0 105000 0 8500 0 700 0 145000 0 13409 0 300 0 2000 0 3000 0 0 0 34100 0 0 0 0 0 12000 0 50267 0 0 0 0 0 58600 0 0 0 600734 0 2000 0 500 0 125800 0 9800 0 300 0 110800 0 6600 0 600 0 148900 0 13900 0 0 0 766700 0 7960 0 300 0 85000 0 7700 304469 26676 0 2980716 43171 1312534 33260 0 0 53500 0 68760 0 0 0 14800 0 0 0 600 0 210120 0 17870 0 800 0 186300 0 18100 0 0 0 421800 0 39025 0 0 0 11818 0 0 0 1850 0 246913 0 63590 191750 0 0 191750 0 0 0 0 0 934400 0 102701 2283 0 0 2283 0 14335 196780 0 0 245285 0 205028 0 0 0 0 0 18682 1279837 131538 0 21503209 224903 6667932 0 0 0 0 0 15139 676566 69577 0 10557009 105369 3639305 0 0 0 122000 0 26077 0 100 0 45700 0 41473 0 200 0 48100 0 4100 0 0 0 7200 0 0 0 800 0 229300 0 17500 0 0 0 3900 0 0 0 0 0 4100 0 0 0 0 0 127350 0 55164 0 300 0 82000 0 7100 0 0 0 115100 0 26021 0 0 0 30100 0 0 0 0 0 916147 0 1825561 0 0 0 191600 0 54346 0 0 0 11500 0 0 0 200 0 51800 0 5000
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE COHERENT INC COM 192479103 84 4200 4200 COHU INC COM 192576106 297 20200 20200 COINSTAR INC COM 19259P300 4131 182400 150400 COLGATE-PALMOLIVE CO COM 194162103 7152 136407 131907 COLLINS & AIKMAN CORP COM NEW 194830204 27 6000 6000 COLONIAL PROPERTIES TRUST COM SH BEN I 195872106 17960 529178 529178 COMFORT SYSTEMS USA INC COM 199908104 147 43800 43300 COMCAST CORP CL A CL A 20030N101 37914 1608578 1450088 COMCAST CORP SPECIAL CL A CL A SPL 20030N200 11758 520489 265869 COMERICA INC COM 200340107 695 16072 16072 COMMERCE BANCORP INC/NJ COM 200519106 2324 53820 53820 COMMERCE BANCSHARES INC COM 200525103 3300 84002 83792 COMMERCE GROUP INC COM 200641108 2051 54700 45400 COMMERCIAL FEDERAL CORP COM 201647104 13772 589800 512700 COMMERCIAL NET LEASE REALTY COM 202218103 25860 1686900 1686900 COMMONWEALTH TELEPHONE ENTRP COM 203349105 3910 109100 92100 COMMUNITY BANK SYSTEM INC COM 203607106 25 800 800 COMMUNITY HEALTH SYSTEMS COM 203668108 3905 189650 135100 COMMUNITY FIRST BANKSHARES COM 203902101 6462 244200 206500 CIA VALE DO RIO DOCE-ADR SPONSORED AD 204412209 208 7181 7181 COMPASS BANCSHARES INC COM 20449H109 4297 137430 137430 COMPUCOM SYSTEMS INC COM 204780100 1192 212500 184000 COMPUTER ASSOCIATES INTL INC COM 204912109 54486 4036030 3903015 COMPUTER NETWORK TECH CORP COM 204925101 488 68700 56400 COMPUTER PROGRAMS & SYSTEMS COM 205306103 886 35800 31500 COMPUTER SCIENCES CORP COM 205363104 45260 1313778 1283682 COMPUWARE CORP COM 205638109 659 137231 135931 COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 167 16652 16652 CONAGRA FOODS INC COM 205887102 36488 1458923 1416523 CONCORD COMMUNICATIONS INC COM 206186108 652 72500 61300 CONCORD EFS INC COM 206197105 1386 88037 88037 CONNECTICUT BANCSHARES INC COM 207540105 2022 52600 44900 CONOCOPHILLIPS COM 20825C104 14592 301554 290152 CONSOLIDATED EDISON INC COM 209115104 2964 69213 68513 CONSOLIDATED GRAPHICS INC COM 209341106 1830 82267 70167 CONSTELLATION BRANDS INC CL A CL A 21036P108 59 2500 2200 CONSTELLATION ENERGY GROUP COM 210371100 407 14646 14646 CONVERGYS CORP COM 212485106 585 38628 34428 COOPER CAMERON CORP COM 216640102 80 1600 1600 COOPER COMPANIES INC COM NEW 216648402 158 6300 6300 COOPER TIRE & RUBBER COM 216831107 792 51607 50707 COORS (ADOLPH) CL B CL B 217016104 2169 35409 35309 COPART INC COM 217204106 4716 398340 259800 CORINTHIAN COLLEGES INC COM 218868107 560 14800 14800 CORIXA CORP COM 21887F100 191 29942 29942 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 0 0 4200 0 0 0 15100 0 0 0 600 0 121000 0 12400 800 0 0 71250 0 48157 0 0 0 6000 0 0 0 0 0 529178 0 0 0 500 0 28600 0 5200 0 0 0 1061786 0 253284 0 0 0 222329 0 43760 0 0 0 0 0 16072 0 0 0 52100 0 1720 0 0 0 83792 0 0 0 200 0 36300 0 3400 0 1400 0 422800 0 29400 0 0 0 1686900 0 0 0 300 0 73200 0 6600 0 0 0 0 0 800 54550 0 0 90400 0 91850 0 700 0 163700 0 14600 0 0 0 6281 0 900 0 0 0 88670 0 48760 0 500 0 143100 0 11900 0 13785 0 3380330 0 494095 0 200 0 45900 0 3900 0 100 0 24600 0 1800 0 2300 0 1099035 0 176569 0 0 0 102400 0 33531 0 0 0 0 0 16652 0 0 0 1252775 0 90648 0 200 0 48300 0 4400 0 0 0 14700 0 73337 0 100 0 35400 0 2800 0 0 0 192201 0 61052 0 0 0 47180 0 21333 0 200 0 55500 0 4667 0 0 0 2200 0 0 0 0 0 0 0 14646 4200 0 0 23200 0 15428 0 0 0 1600 0 0 0 0 0 6300 0 0 0 0 0 44200 0 6507 0 0 0 30700 0 4609 138540 0 0 228700 0 149240 0 0 0 14800 0 0 0 0 0 0 0 29942
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE CORN PRODUCTS INTL INC COM 219023108 87 2900 2800 CORNERSTONE REALTY INCOME TR COM 21922V102 748 94000 86100 CORNING INC COM 219350105 752 227307 225207 CORPORATE EXECUTIVE BOARD CO COM 21988R102 6042 189300 158100 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 185 13200 13200 CORRECTIONAL PROPERTIES TRST COM 2.20E+108 230 10600 10600 CORUS BANCSHARES INC COM 220873103 1629 37300 30700 COSTCO WHOLESALE CORP COM 22160K105 1638 58386 55486 COUNTRYWIDE FINANCIAL CORP COM 222372104 22084 427574 412574 COUSINS PROPERTIES INC COM 222795106 1308 52950 52950 COVENANT TRANSPORT INC CL A CL A 22284P105 1231 64900 55300 COVENTRY HEALTH CARE INC COM 222862104 1443 49700 49300 COX RADIO INC CL A CL A 224051102 3959 173560 110400 CRANE CO COM 224399105 227 11394 11194 CREE INC COM 225447101 3053 186700 166200 CRESCENT REAL ESTATE EQT CO COM 225756105 912 54800 54800 CROMPTON CORP COM 227116100 96 16100 15500 CROWN AMERICAN REALTY SH BEN INT 228186102 9152 994800 994800 CROWN CORK & SEAL CO INC COM 228255105 3659 460300 409100 CTI MOLECULAR IMAGING INC COM 22943D105 313 12700 12700 CULLEN/FROST BANKERS INC COM 229899109 281 8600 8600 CULP INC COM 230215105 1125 132300 109000 CUMMINS ENGINE COM 231021106 3011 107026 107026 CUMULUS MEDIA INC CL A CL A 231082108 196 13200 13200 CURTIS-WRIGHT CORP CL B CL B 231561408 38 608 608 CYBERONICS COM 23251P102 1680 91300 75100 CYMER INC COM 232572107 197 6100 6100 CYPRESS SEMICONDUCTOR CORP COM 232806109 1028 179710 115000 CYTEC INDUSTRIES INC COM 232820100 2813 103100 92200 DPL INC COM 233293109 604 39400 38200 D.R. HORTON INC COM 23331A109 637 36700 36700 DST SYSTEMS INC COM 233326107 462 13000 13000 DSP GROUP INC COM 23332B106 1340 84700 71400 DTE ENERGY COMPANY COM 233331107 1748 37671 36661 DVI INC COM 233343102 761 100800 85800 DANA CORP COM 235811106 4827 410450 392550 DANAHER CORP COM 235851102 3694 56222 54222 DARDEN RESTAURANTS INC COM 237194105 1191 58260 55960 DAVITA INC COM 23918K108 1414 57300 57100 DEAN FOODS CO COM 242370104 208 5605 5605 DEERE & CO COM 244199105 170916 3727724 2966086 DEL MONTE FOODS CO COM 24522P103 845 109791 105104 DELL COMPUTER CORP COM 247025109 273077 10212312 9053447 DELPHI CORP COM 247126105 2376 295105 294305 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 100 0 1000 0 1900 0 100 0 73000 0 2400 0 0 0 123350 0 101857 0 600 0 129500 0 12300 0 0 0 13200 0 0 0 0 0 7600 0 0 0 100 0 24600 0 2500 0 0 0 15050 0 40436 0 0 0 363900 0 29974 0 0 0 27200 0 25750 0 200 0 43800 0 3800 0 0 0 49300 0 0 63160 0 0 102100 0 63160 0 0 0 5900 0 5294 0 400 0 143200 0 7700 0 0 0 54800 0 0 0 0 0 15500 0 0 0 0 0 994800 0 0 0 1000 0 331400 0 19400 0 0 0 12700 0 0 0 0 0 8600 0 0 0 500 0 87000 0 9800 0 0 0 94700 0 12326 0 0 0 13200 0 0 0 0 0 608 0 0 0 300 0 59900 0 6600 0 0 0 6100 0 0 64710 0 0 106200 0 64710 0 200 0 82600 0 4000 0 0 0 38200 0 0 0 0 0 36700 0 0 0 0 0 2600 0 10400 0 200 0 56900 0 5100 0 0 0 21410 0 16261 0 300 0 67800 0 6200 0 0 0 361900 0 43250 0 0 0 32000 0 13722 0 0 0 28700 0 15460 0 0 0 57100 0 0 0 0 0 5605 0 0 555125 21610 0 2232441 41790 1288160 0 0 0 87197 0 1517 660950 50040 0 6958036 91110 2638606 0 0 0 224750 0 69555
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE DELPHI FINANCIAL GROUP CL A CL A 247131105 1659 43700 37900 DELTA AIR LINES INC COM 247361108 362 29908 29208 DENBURY RESOURCES INC COM NEW 247916208 2227 197100 167800 DELUXE CORP COM 248019101 2452 58232 58232 DENDRITE INTERNATIONAL INC COM 248239105 1572 210378 177578 DENTSPLY INTERNATIONAL INC COM 249030107 1224 32900 32800 DEPARTMENT 56 INC COM 249509100 1958 151777 128577 DEVELOPERS DIVERS REALTY CRP COM 251591103 20530 933610 929610 DEVON ENERGY CORPORATION COM 25179M103 1444 31456 31356 DIAGEO PLC ADR SPON ADR NEW 25243Q205 559 12754 12754 DIAGNOSTIC PRODUCTS CORP COM 252450101 1429 37000 30700 DIAL CORP COM 25247D101 2652 130200 129500 DIAMOND OFFSHORE DRILLING COM 25271C102 33032 1511759 1478301 DIGEX INC CL A 253756100 329 765000 0 DIGITAL INSIGHT COM 25385P106 695 80000 80000 DIME COMMUNITY BANCSHARES COM 253922108 1798 93900 85500 DILLARDS INC CL A CL A 254067101 4191 264265 263165 DIME BANCORP-LITIGATION TRACK WT EXP 000 25429Q110 0 3200 3200 DIMON INC COM 254394109 1274 212400 181200 DIONEX CORP COM 254546104 163 5500 5500 DISCOVERY PARTNERS INTL COM 254675101 340 122431 122431 THE WALT DISNEY CO COM DISNEY 254687106 110577 6779732 6574551 DIVERSA CORP COM 255064107 1246 137700 113700 DOCUCORP INTERNATIONAL INC COM 255911109 887 133900 110300 DOCENT INC COM NEW 25608L502 1787 627076 627076 DOCUMENTUM INC COM 256159104 2435 155500 127900 DOLE FOOD COMPANY COM 256605106 195 6000 5800 DOLLAR GENERAL COM 256669102 593 49594 49594 DOLLAR TREE STORES INC COM 256747106 2281 92850 59650 DOMINION RESOURCES INC/VA COM 25746U109 1612 29358 28058 DONALDSON CO INC COM 257651109 1775 49300 43100 DONNELLEY (R.R.) & SONS CO COM 257867101 523 24028 23328 DORAL FINANCIAL CORP COM 25811P100 4289 149970 104900 DOUBLECLICK INC COM 258609304 429 75800 64800 DOVER CORP COM 260003108 4139 141940 137240 DOW CHEMICAL COM 260543103 44405 1495122 1450011 DOW JONES & CO INC COM 260561105 150784 3487944 2952560 DREXLER TECHNOLOGY CORP COM 261876106 1056 83800 68900 DREYER'S GRAND ICE CREAM INC COM 261878102 802 11300 11300 DU PONT (E.I.) DE NEMOURS COM 263534109 81384 1919425 1872604 DUANE READE INC COM 263578106 485 28500 28500 DUCOMMUN INC COM 264147109 1173 74000 62300 DUKE ENERGY CORP COM 264399106 3168 162152 158552 DUKE REALTY CORP COM NEW 264411505 4052 159200 158200 DUN & BRADSTREET CORP-NEW COM 2.65E+104 410 11900 11900 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 100 0 29200 0 2600 0 0 0 18300 0 10908 0 500 0 132700 0 11300 0 0 0 52800 0 5432 0 500 0 141575 0 11503 0 0 0 32800 0 0 0 400 0 101999 0 8578 0 0 0 923800 0 9810 0 0 0 16300 0 15056 0 0 0 11254 0 1500 0 100 0 24500 0 2800 0 0 0 129500 0 0 0 5175 0 1275141 0 212305 0 0 0 0 0 0 0 0 0 0 0 80000 0 100 0 68300 0 4000 0 0 0 255700 0 7465 0 0 0 3200 0 0 0 0 0 145500 0 7000 0 0 0 4100 0 0 0 0 0 0 0 122431 0 4850 0 5737824 0 639997 0 400 0 91600 0 9300 0 400 0 88000 0 9700 0 0 0 0 0 627076 0 500 0 102800 0 10400 0 0 0 5800 0 0 0 0 0 20000 0 29594 33200 0 0 55150 0 33200 1300 0 0 2100 0 27258 0 100 0 33200 0 2700 0 0 0 13300 0 10028 45070 0 0 74500 0 69170 0 200 0 51900 0 3200 0 0 0 105200 0 18340 0 4300 0 1139633 0 282853 335683 24530 0 2197012 44820 1121971 0 300 0 55200 0 5900 0 0 0 0 0 11300 538 4900 0 1459490 0 353902 0 0 0 0 0 28500 0 0 0 50200 0 2900 0 0 0 79445 0 79107 0 0 0 158200 0 0 0 0 0 11900 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE DURA AUTOMOTIVE SYSTEMS INC CL A 265903104 1886 187800 159500 DYNAMICS RESEARCH CORP COM 268057106 108 7700 7700 DYNEGY INC CL A CL A 26816Q101 39 32949 32949 EMC CORP/MASS COM 268648102 38837 6325247 5548825 ENSCO INTERNATIONAL INC COM 26874Q100 29753 1010300 976200 ENI SPA ADR SPONSORED AD 26874R108 689 8783 8783 EOG RESOURCES INC COM 26875P101 410 10281 10281 EPIQ SYSTEMS INC COM 26882D109 1089 71300 58600 ESS TECHNOLOGY COM 269151106 2350 373600 307200 E*TRADE GROUP INC COM 269246104 5141 1057800 1020500 EARTHLINK INC COM 270321102 40 7300 7300 EASTGROUP PROPERTIES COM 277276101 7612 298500 298500 EASTMAN CHEMICAL COMPANY COM 277432100 252 6841 6841 EASTMAN KODAK CO COM 277461109 132519 3781946 3664656 EATON CORP COM 278058102 7691 98469 98269 EATON VANCE CORP COM NON VTG 278265103 379 13400 13400 EBAY INC COM 278642103 8375 123492 119692 ECHOSTAR COMMUNICATIONS CL A CL A 278762109 15121 679300 27100 ECOLAB INC COM 278865100 567 11447 11447 EDISON INTERNATIONAL COM 281020107 16749 1413411 1374211 J.D. EDWARDS & CO COM 281667105 638 56600 56500 EDWARDS (A.G.) INC COM 281760108 1601 48580 48180 EFUNDS CORP COM 28224R101 23 2500 2500 EL PASO CORPORATION COM 28336L109 6091 875113 872733 ELECTRONIC ARTS INC COM 285512109 9447 189808 183308 ELECTRONIC DATA SYSTEMS CORP COM 285661104 13997 759454 734439 EMBREX INC COM 290817105 511 45900 38500 EMERSON ELECTRIC CO COM 291011104 32212 633474 616935 EMERSON RADIO CORP COM NEW 291087203 156 31400 31400 EMMIS COMMUNICATIONS CL A CL A 291525103 921 44200 36700 EMULEX CORP COM NEW 292475209 1801 97080 77000 ENCANA CORP COM 292505104 650 20900 20900 ENCORE WIRE CORP COM 292562105 69 7600 7600 ENDESA ADR SPONSORED AD 29258N107 603 53378 53378 ENDWAVE CORPORATION COM NEW 29264A206 354 370334 370334 ENDO PHARMACEUTICAL HOLDINGS I COM 29264F205 600 77900 64900 ENERGEN CORP COM 29265N108 9187 315700 269800 ENERGY EAST CORPORATION COM 29266M109 29 1300 1100 ENERGIZER HOLDINGS INC COM 29266R108 837 30000 29500 ENGELHARD CORP COM 292845104 2869 128383 122583 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1238 26390 26390 ENTERGY CORP COM 29364G103 21888 480098 462798 ENTERTAINMENT PROPERTIES TR COM SH BEN I 29380T105 17598 748200 748200 ENTRAVISION COMMUNICATIONS CL A 29382R107 153 15300 15300 ENZON PHARMACEUTICALS INC COM 293904108 1120 67000 56700 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 500 0 126100 0 11000 0 0 0 5500 0 0 0 0 0 0 0 32949 481500 34712 0 4090022 62422 1856253 0 0 0 909000 0 52100 0 0 0 7723 0 1060 0 0 0 0 0 10281 0 200 0 47000 0 4800 0 1200 0 247300 0 24900 0 0 0 981600 0 67200 0 0 0 5400 0 0 0 0 0 298500 0 0 0 0 0 0 0 6841 0 5176 0 3242269 0 338168 0 0 0 85730 0 12539 0 0 0 13400 0 0 0 0 0 77100 0 27792 0 0 0 27100 0 0 0 0 0 0 0 11447 0 0 0 1229176 0 67335 0 0 0 10900 0 45600 0 0 0 46700 0 1480 0 0 0 2500 0 0 0 0 0 684530 0 189083 0 0 0 153272 0 22236 0 0 0 632286 0 72868 0 100 0 30900 0 2400 300 2850 0 488116 0 134439 0 0 0 22500 0 0 0 100 0 30000 0 2700 20080 0 0 74100 0 20080 0 0 0 20900 0 0 0 0 0 5400 0 0 0 0 0 46528 0 6850 0 0 0 0 0 370334 0 200 0 53600 0 4500 0 800 0 212900 0 17900 0 0 0 1100 0 0 0 0 0 29500 0 0 0 0 0 89400 0 11983 0 0 0 25300 0 1090 0 0 0 384900 0 28298 0 0 0 748200 0 0 0 0 0 15300 0 0 0 200 0 45000 0 6300
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE ENZO BIOCHEM INC COM 294100102 1205 86090 70698 EQUIFAX INC COM 294429105 6165 266422 254122 EQUITABLE RESOURCES INC COM 294549100 2435 69500 68800 EQUITY INNS INC COM 294703103 1957 325000 279700 EQUITY OFFICE PROPERTIES TR COM 294741103 52681 2108925 2085680 EQUITY ONE INC COM 294752100 4227 316600 316600 EQUITY RESIDENTIAL SH BEN INT 29476L107 19768 804251 798651 ERESEARCH TECHNOLOGY INC COM 29481V108 3008 179600 148100 ESCO ELECTRONICS CORP COM 296315104 940 25400 25400 ESPEED INC CL A CL A 296643109 2531 149400 127100 ESSEX PROPERTY TRUST INC COM 297178105 27098 532900 504300 DELHAIZE LE LION ADR SPONSORED AD 29759W101 19641 1094189 1094189 ETHAN ALLEN INTERIORS INC COM 297602104 2290 66620 66620 EVERGREEN RES INC COM NO PAR 299900308 5591 124650 98600 EXAR CORP COM 300645108 364 29380 29380 EXCEL TECHNOLOGY INC COM 30067T103 719 40200 34100 EXELON CORPORATION COM 30161N101 2110 39994 38157 EXPEDIA INC CL A CL A 302125109 1104 16500 16500 EXPEDITORS INTL WASH INC COM 302130109 3707 113550 77500 EXPRESS SCRIPTS INC-COMMON COM 302182100 1422 29590 29590 EXPRESSJET HOLDINGS CL A 30218U108 3078 300300 253100 EXTENDED STAY AMERICA INC COM 30224P101 777 52700 52700 EXXON MOBIL CORPORATION COM 30231G102 631625 18077405 16458508 FMC TECHNOLOGIES COM COM 30249U101 308 15100 15100 FPIC INSURANCE GROUP INC COM 302563101 861 124800 105700 FPL GROUP INC COM 302571104 4359 72486 68686 FTI CONSULTING INC COM 302941109 454 11300 11300 FAIR ISAAC & COMPANY INC COM 303250104 179 4200 4200 FAIRCHILD CORP CL A CL A 303698104 100 20100 20100 FAIRCHILD SEMICON INTL CL A CL A 303726103 360 33600 33400 FAIRMONT HOTELS & RESORTS COM 305204109 603 25600 25600 FAMILY DOLLAR STORES COM 307000109 5008 160456 158556 FREDDIE MAC COM 313400301 245672 4160414 3499747 FANNIE MAE COM 313586109 439917 6838444 6137514 FEDERAL REALTY INVS TRUST SH BEN INT N 313747206 13621 484400 482400 FEDERAL SIGNAL CORP COM 313855108 4018 206900 173200 FEDERATED DEPARTMENT STORES COM 31410H101 20157 700864 673064 FEDERATED INVESTORS INC CL B CL B 314211103 2223 87620 87320 FEDEX CORPORATION COM 31428X106 27851 513662 499612 FELCOR LODGING TRUST INC COM 31430F101 341 29800 29800 FIDELITY NATIONAL FINL INC COM 316326107 11565 352260 338960 FIFTH THIRD BANCORP COM 316773100 49551 846307 804488 FINLAY ENTERPRISES INC COM NEW 317884203 751 62300 52800 THE FINISH LINE CL A CL A 317923100 45 4300 4300 FIRST AMERICAN CORPORATION COM 318522307 453 20400 20400 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 292 0 57144 0 5702 0 0 0 199600 0 26922 0 0 0 68800 0 0 0 800 0 227200 0 14400 0 5060 0 1861756 0 195784 0 0 0 316600 0 0 0 0 0 768190 0 33561 0 600 0 119500 0 12000 0 0 0 18200 0 0 0 400 0 100300 0 8800 0 500 0 475500 0 12400 0 0 0 1094189 0 0 0 0 0 61000 0 5620 26050 0 0 50400 0 70650 0 0 0 24780 0 4600 0 100 0 27000 0 2700 437 0 0 9937 0 28657 0 0 0 16500 0 0 36050 0 0 60000 0 48650 0 0 0 12690 0 16900 0 800 0 201400 0 17700 0 0 0 52700 0 0 872121 70911 0 12922886 112280 4053877 0 0 0 15100 0 0 0 400 0 83600 0 7200 200 0 0 40367 0 16519 0 0 0 11300 0 0 0 0 0 4200 0 0 0 0 0 14400 0 0 0 0 0 33400 0 0 0 0 0 25600 0 0 0 0 0 132930 0 25626 459350 27860 0 2684754 41170 1263603 395380 32120 0 4853595 55070 1635529 0 0 0 479400 0 5000 0 600 0 137800 0 12600 0 0 0 576860 0 74804 0 0 0 81460 0 5860 0 0 0 424625 0 47837 0 0 0 29800 0 0 0 0 0 281600 0 56460 2669 2020 0 539448 5370 273909 0 200 0 41600 0 3700 0 0 0 3100 0 0 0 0 0 14500 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE FIRST BANCORP/PUERTO RICO COM 318672102 5079 224750 189350 FIRST COMMONWEALTH FINL CORP COM 319829107 1779 154700 134500 FIRST DATA CORP COM 319963104 79398 2242234 2177034 FIRST ESSEX BANCORP INC COM 320103104 1139 34100 29000 FIRST HORIZON PHARMACEUTICAL COM 32051K106 108 14500 14500 FIRST INDUSTRIAL REALTY TR COM 32054K103 23313 832600 832600 FIRST MIDWEST BANCORP INC/IL COM 320867104 2425 90800 77200 FIRST HEALTH GROUP CORP COM 320960107 185 7600 7600 FIRST SENTINEL BANCORP INC COM 33640T103 233 16200 16200 FIRST TENNESSEE NATL CORP COM 337162101 19229 535044 514544 FIRST UNITED CORP COM 33741H107 164 9999 9999 FISERV INC COM 337738108 3663 107905 106620 FIRSTFED FINANCIAL CORP COM 337907109 3807 131500 108200 FLAGSTAR BANCORP INC COM 337930101 4864 225200 192500 FIRSTENERGY CORP COM 337932107 13890 421279 420324 FLEET BOSTON FINANCIAL CORP COM 339030108 56290 2316461 2289278 FLUOR CORP COM 343412102 200 7138 7138 FLUSHING FINANCIAL CORP COM 343873105 925 56500 48100 FOOTSTAR INC COM 344912100 2125 305300 251600 FORD MOTOR COMPANY COM PAR $0.0 345370860 63476 6825384 6653148 FOREST LABORATORIES INC COM 345838106 40639 413757 391807 FORTUNE BRANDS INC COM 349631101 31356 674182 646982 FOUNDRY NETWORKS INC COM 35063R100 2741 389300 358900 FRANKLIN RESOURCES INC COM 354613101 23196 680641 670708 FRED'S INC CL A 356108100 244 9500 9500 FREEMARKETS INC COM 356602102 1201 186500 153600 FREEPORT-MCMORAN COPPER CL B CL B 35671D857 3585 213623 212823 FREMONT GENERAL CORP COM 357288109 2170 483400 414000 FRONTIER FINANCIAL CORP COM 35907K105 13 500 500 FUJI PHOTO FILM COMPANY LTD AD ADR 359586302 746 23250 23250 GATX CORP COM 361448103 21 900 900 GBC BANCORP/CALIFORNIA COM 361475106 143 7400 7400 GABLES RESIDENTIAL TRUST SH BEN INT 362418105 14243 571300 546700 GANNETT CO COM 364730101 5011 69786 67086 GAP INC COM 364760108 13095 843731 831791 GARTNER GROUP INC CL B CL B 366651206 3302 349434 301234 GATEWAY INC COM 367626108 393 125017 125017 GEN PROBE INC COM 36866T103 200 8400 8400 GEMSTAR TV GUIDE INTERNATIONAL COM 36866W106 1310 403000 0 GENE LOGIC INC COM 368689105 72 11500 11500 GENENTECH INC COM NEW 368710406 19460 586850 567670 GENERAL CABLE CORP COM 369300108 588 154700 127200 GENERAL COMMUNICATION CL A CL A 369385109 1181 176000 147400 GENERAL DYNAMICS CORP COM 369550108 3117 39277 37877 GENERAL ELECTRIC CO COM 369604103 581261 23871102 21576942 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 600 0 150350 0 13350 0 400 0 103100 0 9400 0 0 0 1949300 0 150934 0 100 0 23000 0 1900 0 0 0 0 0 14500 0 0 0 828100 0 0 0 300 0 61300 0 5400 0 0 0 7600 0 0 0 0 0 11600 0 0 0 0 0 446090 0 28154 0 0 0 9999 0 0 0 0 0 76205 0 25115 0 400 0 86800 0 9000 0 600 0 151600 0 12400 525 0 0 330928 0 90351 0 6830 0 1871803 0 401760 0 0 0 0 0 7138 0 200 0 37800 0 3300 0 1000 0 203000 0 20200 0 12572 0 5721175 0 713435 11050 0 0 344470 0 42107 0 0 0 585200 0 29382 0 500 0 324600 0 11400 0 4429 0 534000 0 144417 0 0 0 9500 0 0 0 600 0 123500 0 12700 0 0 0 136600 0 76223 0 1200 0 325100 0 27300 0 0 0 0 0 500 0 0 0 20475 0 2775 0 0 0 900 0 0 0 0 0 5300 0 0 0 500 0 518300 0 8000 0 0 0 36570 0 24116 0 0 0 612087 0 175044 0 900 0 244334 0 18700 0 0 0 96240 0 28777 0 0 0 8400 0 0 0 0 0 0 0 0 0 0 0 8400 0 0 0 0 0 518770 0 27700 0 500 0 102800 0 9800 0 500 0 117100 0 11000 0 0 0 17000 0 17977 1261140 108550 0 16612665 178160 5758707
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE GENERAL GROWTH PROPERTIES COM 370021107 42289 813254 809354 GENERAL MILLS INC COM 370334104 1542 32847 32847 GENERAL MOTORS CORP COM 370442105 44750 1214058 1176140 GENERAL MOTORS CL H CL H NEW 370442832 1937 181000 179300 GENESIS HEALTH VENTURE COM 37183F107 62 4000 4000 GENESIS MICROCHIP INC COM 37184C103 93 7100 7100 GENLYTE GROUP INC COM 372302109 1321 42400 36600 GENUINE PARTS CO COM 372460105 476 15464 15464 GENZYME CORP - GENL DIVISION COM GENL DIV 372917104 611 20664 20664 GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 6591 407834 403457 GETTY IMAGES INC COM 374276103 415 13600 13600 GETTY REALTY CORP COM 374297109 3005 158600 158600 GILEAD SCIENCES INC COM 375558103 37691 1108550 1019400 GILLETTE COMPANY COM 375766102 9294 306118 296818 GLAXOSMITHKLINE PLC ADR SPONSORED AD 37733W105 663 17709 17709 GLENBOROUGH REALTY TRUST INC COM 37803P105 9783 549000 549000 GLENBOROUGH REALTY TR CVT PFD PFD CV SER A 37803P204 1421 67200 67200 GLIMCHER REALTY TRUST SH BEN INT 379302102 9723 547800 547800 GLOBAL IMAGING SYSTEMS INC COM 37934A100 142 7700 7700 GLOBAL POWER EQUIPMENT GROUP COM 37941P108 1036 210100 176900 GOLDEN WEST FINANCIAL CORP COM 381317106 2684 37378 37078 GOLDMAN SACHS GROUP INC COM 38141G104 198657 2917143 2502408 GOODRICH CORPORATION COM 382388106 444 24232 23832 GOODYEAR TIRE & RUBBER CO COM 382550101 147 21615 20915 GRAINGER (W.W.) INC COM 384802104 1727 33492 33292 GRANT PRIDECO INC COM 38821G101 290 24900 24900 GREAT ATLANTIC & PAC TEA CO COM 390064103 27 3300 3100 GREAT LAKES CHEMICAL CORP COM 390568103 106 4442 4442 GREAT LAKES REIT INC COM 390752103 496 29800 29800 GREAT PLAINS ENERGY INC COM 391164100 158 6900 6900 GREATER BAY BANCORP COM 391648102 1503 86900 86300 GREENPOINT FINANCIAL CORP COM 395384100 59888 1325540 1286840 GREIF BROS CORP CL A CL A 397624107 719 30200 26200 GRIFFIN CORPORATION COM 398433102 1802 132300 116200 GTECH HOLDINGS CORP COM 400518106 9183 329600 328500 GUIDANT CORP COM 401698105 9966 323052 294682 GULF ISLAND FABRICATION INC COM 402307102 86 5300 5300 GYMBOREE CORP COM 403777105 233 14700 14700 HCA INC COM 404119109 11160 268905 261605 HRPT PROPERTIES TRUST COM SH BEN I 40426W101 5475 664500 600500 HSBC HOLDINGS PLC ADR SPON ADR NEW 404280406 707 12860 12860 HAIN CELESTIAL GROUP INC COM 405217100 724 47600 47600 HALLIBURTON CO COM 406216101 49072 2622776 2538921 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 18142 650263 621963 HANDLEMAN CO COM 410252100 3229 280800 238600 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 804224 0 9030 0 0 0 0 0 32847 318 0 0 983650 0 121708 0 0 0 179300 0 0 0 0 0 2900 0 1100 0 0 0 0 0 7100 0 100 0 28600 0 2300 0 0 0 0 0 15464 0 0 0 1600 0 19064 0 0 0 324107 0 68727 0 0 0 7600 0 6000 0 0 0 158600 0 0 65150 0 0 933800 0 129250 0 0 0 171204 0 94614 0 0 0 15719 0 1990 0 0 0 549000 0 0 0 0 0 67200 0 0 0 0 0 547800 0 0 0 0 0 5500 0 0 0 600 0 140100 0 12800 0 0 0 3500 0 33578 244965 19740 0 1833972 35420 915901 0 0 0 13645 0 10187 0 0 0 5400 0 15515 0 0 0 24100 0 9192 0 0 0 24900 0 0 0 200 0 1300 0 2000 0 0 0 0 0 4442 0 0 0 24000 0 0 0 0 0 6900 0 0 0 0 0 86300 0 0 0 0 0 1184300 0 44240 0 100 0 20700 0 1300 0 300 0 89400 0 7400 0 0 0 327000 0 0 20570 0 0 242126 0 54926 0 0 0 3800 0 0 0 0 0 14700 0 0 0 0 0 184772 0 46333 0 1200 0 539000 0 20500 0 0 0 11410 0 1450 0 0 0 0 0 47600 0 7050 0 2193042 0 307264 0 0 0 538500 0 65863 0 800 0 188900 0 16300
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 619 47100 47100 HARBOR FLORIDA BANCSHARES COM 411901101 324 14400 14400 HARLEY-DAVIDSON INC COM 412822108 129365 2800111 2609726 HARRAH'S ENTERTAINMENT INC COM 413619107 53343 1347057 1301057 HARRIS CORP COM 413875105 421 16000 15700 HARTE-HANKS INC COM 416196103 4701 251815 251815 HARTFORD FINANCIAL SVCS GRP COM 416515104 19443 427967 415897 HARVEST NATURAL RESOURCES INC COM 41754V103 183 28400 28400 HASBRO INC COM 418056107 459 39723 39023 HAWTHORNE FINL CORP COM 420542102 160 5600 5600 HEALTHCARE SERVICES GROUP COM 421906108 128 9800 9800 HEALTH CARE PPTYS INVEST INC COM 421915109 39025 1018930 1017130 HEALTHSOUTH CORP COM 421924101 148 35180 35180 HEALTH MGMT ASSOCIATES INC CL CL A 421933102 6271 350327 278097 HEALTHCARE REALTY TRUST INC COM 421946104 24234 828500 828500 HEADWATERS INC COM 42210P102 1936 124800 108900 HEALTH CARE REIT INC COM 42217K106 36195 1338060 1336060 HEALTH NET INC COM 42222G108 7410 280680 223800 HEALTHTRONICS SURGICAL SVCS COM 42222L107 884 110400 90800 HEARTLAND EXPRESS INC COM 422347104 5020 219100 186200 HEIDRICK & STRUGGLES INTL COM 422819102 343 23400 23400 HEINZ (H.J.) CO COM 423074103 9113 277234 266734 HELMERICH & PAYNE COM 423452101 354 12700 12700 HENRY (JACK) & ASSOCIATES COM 426281101 531 44100 44100 HERCULES INC COM 427056106 106 12064 11764 HERITAGE PROPERTY INVESTMENT COM 42725M107 1351 54100 54100 HERSHEY FOODS CORP COM 427866108 3473 51492 49592 HEWLETT-PACKARD CO COM 428236103 68366 3938109 3868748 HIBERNIA CORP CL A CL A 428656102 10021 520300 499800 HIGHWOODS PROPERTIES INC REIT COM 431284108 17653 798800 787600 HILLENBRAND INDUSTRIES COM 431573104 3103 64230 63830 HILTON HOTELS CORP COM 432848109 2569 202087 202087 HITACHI LTD ADR ADR 10 COM 433578507 291 7824 7824 HISPANIC BROADCASTING CORP CL A 43357B104 134 6500 6500 HOLLY CORP COM PAR $0.0 435758305 1540 70500 59900 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 305 20200 20200 HOME DEPOT INC COM 437076102 239367 9965319 8875323 HOME PROPERTIES OF NY INC COM 437306103 10578 307060 305460 HONDA MOTOR CO LTD ADR AMERN SHS 438128308 260 14421 14421 HONEYWELL INTERNATIONAL INC COM 438516106 175948 7331161 6452593 HOSPITALITY PROPERTIES TRUST COM SH BEN I 44106M102 13838 393134 393134 HOST MARRIOTT CORP COM 44107P104 11368 1284510 1278410 HOTELS.COM -CL A COM 44147T108 33 600 600 HOUSEHOLD INTERNATIONAL INC COM 441815107 6465 232463 224393 HOUSTON EXPLORATION COMPANY COM 442120101 3250 106200 89600 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 33800 0 0 0 0 0 9500 0 1100 26310 19920 0 1898212 36480 740474 0 0 0 1216700 0 54257 0 0 0 15700 0 0 0 0 0 232195 0 19620 0 2060 0 332565 0 86892 0 0 0 20400 0 0 0 0 0 23700 0 15323 0 0 0 4000 0 0 0 0 0 7000 0 0 0 0 0 1014800 0 4130 0 0 0 0 0 35180 72230 0 0 185460 0 155067 0 0 0 824800 0 600 0 400 0 83000 0 8300 0 0 0 1332600 0 5460 53080 0 0 212000 0 59380 0 400 0 72900 0 7600 0 600 0 147300 0 13100 0 0 0 23400 0 0 0 0 0 195475 0 34559 0 0 0 12700 0 0 0 0 0 23900 0 20200 0 0 0 2100 0 9664 0 0 0 53100 0 1000 0 0 0 29900 0 12292 0 8947 0 2687790 0 1031674 0 0 0 445500 0 18400 0 200 0 769400 0 3600 0 0 0 63830 0 0 0 0 0 168700 0 33387 0 0 0 6924 0 900 0 0 0 6500 0 0 0 200 0 47200 0 4100 0 0 0 20200 0 0 621365 52845 0 6795704 85712 2615772 0 0 0 303800 0 3260 0 0 0 12481 0 1940 538115 40930 0 4900992 75220 2114616 0 0 0 392864 0 270 0 0 0 1270500 0 12410 0 0 0 600 0 0 0 0 0 137973 0 62190 0 300 0 70900 0 6400
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE HUBBELL INC CL B CL B 443510201 1086 30900 30900 HUDSON UNITED BANCORP COM 444165104 4752 152800 136600 HUGHES SUPPLY INC COM 444482103 7294 267000 229300 HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 26 2000 2000 HUMANA INC COM 444859102 144 14396 14396 HUMAN GENOME SCIENCES INC COM 444903108 873 99130 63800 HUNT (JB) TRANSPRT SVCS INC COM 445658107 346 11800 11800 HUNTINGTON BANCSHARES COM 446150104 391 20898 20898 HYDRIL COMPANY COM 448774109 2699 114500 94500 HYPERCOM CORP COM 44913M105 597 160100 131500 HYPERION SOLUTIONS CORP COM 44914M104 5701 222100 185000 IDEC PHARMACEUTICALS CORP COM 449370105 5243 158060 119100 IMS HEALTH INC COM 449934108 872 54524 54524 IRT PROPERTY CO COM 450058102 10209 860100 860100 ISTAR FINANCIAL INC COM 45031U101 14569 519400 519400 ISTA PHARMACEUTICALS INC COM NEW 45031X204 332 105478 105478 ITLA CAPITAL CORPORATION COM 450565106 751 22600 19200 ITT EDUCATIONAL SERVICES INC COM 45068B109 377 16000 16000 IBERIABANK CORP COM 450828108 1217 30300 25800 ITT INDUSTRIES INC COM 450911102 839 13822 13622 IDINE REWARDS NETWORK INC COM 45168A100 100 9400 9400 IDEXX LABORATORIES INC COM 45168D104 5736 174600 148200 IKON OFFICE SOLUTIONS INC COM 451713101 5254 734800 633400 ILLINOIS TOOL WORKS COM 452308109 32756 505021 499659 IMCLONE SYSTEMS COM 45245W109 159 15000 15000 IMMUCOR INC COM 452526106 3276 161800 133500 IMMUNOMEDICS INC COM 452907108 335 72500 60200 INCO LTD COM 453258402 1076 50700 50700 INCYTE GENOMICS INC COM 45337C102 2105 461600 396900 INDEPENDENCE COMMUNITY BANK COM 453414104 2101 82800 82200 INDEPENDENT BANK CORP MASS COM 453836108 14 600 600 INDEPENDENT BANK CORP - MICH COM 453838104 178 5880 5880 INDYMAC MORTGAGE HOLDINGS COM 456607100 4556 246400 218100 INFOCUS CORPORATION COM 45665B106 1060 172000 148700 ING GROEP NV ADR SPONSORED AD 456837103 510 30257 30257 INGRAM MICRO INC CL A CL A 457153104 574 46500 45600 INPUT/OUTPUT INC COM 457652105 1159 272600 227700 INNKEEPERS USA TRUST COM 4576J0104 1807 235900 208300 INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 199 11300 11300 INTEGRATED DEVICE TECH INC COM 458118106 1593 190300 128200 INTEGRATED ELECTRICAL SVCS COM 4.58E+107 728 189000 160900 INTEGRATED CIRCUIT SYSTEMS COM 45811K208 18 1000 1000 INTEL CORP COM 458140100 322288 20699276 18756812 INTER-TEL INC COM 458372109 4142 198100 163500 INTERCEPT INC COM 45845L107 201 11900 11900 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 30900 0 0 0 300 0 115500 0 6100 0 700 0 180100 0 15000 0 0 0 2000 0 0 0 0 0 0 0 14396 35330 0 0 59000 0 35330 0 0 0 11800 0 0 0 0 0 0 0 20898 0 400 0 76200 0 7700 0 500 0 107600 0 8800 0 700 0 151000 0 14400 38960 0 0 94700 0 58060 0 0 0 29600 0 24924 0 0 0 860100 0 0 0 0 0 519400 0 0 0 0 0 0 0 105478 0 100 0 15200 0 1100 0 0 0 0 0 16000 0 100 0 20400 0 1600 0 0 0 5510 0 8112 0 0 0 9400 0 0 0 500 0 118600 0 9900 0 1900 0 504000 0 38200 0 2380 0 393934 0 109985 0 0 0 15000 0 0 0 500 0 107200 0 11300 0 200 0 49700 0 3900 0 0 0 0 0 50700 0 1200 0 312100 0 25000 0 0 0 82200 0 0 0 0 0 600 0 0 0 0 0 4200 0 0 0 500 0 188100 0 10500 0 400 0 116500 0 9000 0 0 0 26877 0 3380 0 0 0 45600 0 0 0 800 0 180900 0 17700 0 500 0 184800 0 8800 0 0 0 11300 0 0 62100 0 0 103100 0 78700 0 500 0 126400 0 11100 0 0 0 1000 0 0 1040610 91130 0 14673671 143321 4803310 0 600 0 131800 0 13400 0 0 0 0 0 11900
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE INTERDIGITAL COMM CORP COM 45866A105 499 34300 34300 INTERMET CORP COM 45881K104 1213 288900 244700 INTERMUNE PHARMACEUTICALS COM 45884X103 97 3800 3800 INTL BUSINESS MACHINES CORP COM 459200101 165068 2129914 2076647 INTL FLAVORS & FRAGRANCES COM 459506101 951 27085 26685 INTL GAME TECHNOLOGY COM 459902102 582 7668 7668 INTL MULTIFOODS CORP COM 460043102 40 1900 1800 INTERNATIONAL PAPER CO COM 460146103 14606 417682 410002 INTERNET CAPITAL GROUP INC COM 46059C106 0 145 145 INTERNET SECURITY SYSTEMS COM 46060X107 235 12800 12800 INTERPUBLIC GROUP COS INC COM 460690100 6948 493500 493010 INTERSIL CORP CL A 46069S109 523 37500 37500 INTERSTATE BAKERIES COM 46072H108 2797 183400 174300 INTRAWEST CORPORATION COM NEW 460915200 377 30400 30400 INTUIT INC COM 461202103 28362 604469 568379 INTUITIVE SURGICAL INC COM 4.61E+111 383 62100 51200 INVISION TECHNOLOGIES INC COM 461851107 717 27200 22100 INVITROGEN CORP COM 46185R100 391 12500 12500 INVESTORS FINANCIAL SVCS CP COM 461915100 575 21000 21000 IOMEGA CORP COM NEW 462030305 2094 266800 237000 IRON MOUNTAIN INC COM 462846106 7202 218185 151125 IRWIN FINANCIAL CORP COM 464119106 3198 193800 163200 ISHARES NASDAQ BIOTECH INDX MF NASDQ BIO IN 464287556 20 400 400 ITO YOKADO CO LTD ADR ADR NEW 465714301 242 8531 8531 ITRON INC COM 465741106 1426 74400 61400 IVAX CORP COM 465823102 284 23375 23375 JDN REALTY CORP COM 465917102 8292 757250 757250 JDS UNIPHASE CORP COM 46612J101 1821 737444 539144 JP MORGAN CHASE & CO COM 46625H100 70556 2939843 2861685 J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 1228 64500 53200 JABIL CIRCUIT INC COM 466313103 153311 8555277 7532134 JARDEN CORP COM 471109108 3559 149100 129500 JEFFERSON-PILOT CORP COM 475070108 1657 43481 42581 JETBLUE AIRWAYS CORP COM 477143101 348 12900 12900 JO-ANN STORES INC CL A CL A 47758P109 301 13100 13100 JOHNSON & JOHNSON COM 478160104 522667 9731272 8793411 JOHNSON CONTROLS INC COM 478366107 149355 1862977 1729890 JONES APPAREL GROUP INC COM 480074103 8066 227603 220103 JOS A BANK CLOTHIERS INC COM 480838101 235 11000 11000 KLA-TENCOR CORPORATION COM 482480100 7638 215947 213472 K-SWISS INC CL A CL A 482686102 1743 80300 69300 KT CORP- ADR SPONSORED AD 48268K101 416 19322 19322 KANSAS CITY SOUTHERN INDS COM NEW 485170302 23 1900 1900 KAYDON CORP COM 486587108 785 37000 32700 KB HOME COM 48666K109 29731 693848 672148 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 24800 0 0 0 800 0 193700 0 17400 0 0 0 0 0 3800 235 2550 0 1704549 0 262523 0 0 0 18300 0 8385 0 0 0 0 0 7668 0 100 0 500 0 1400 0 0 0 295017 0 92365 0 0 0 0 0 145 0 0 0 3300 0 9500 0 0 0 370868 0 122632 0 0 0 37500 0 0 0 300 0 164000 0 6000 0 0 0 30400 0 0 20190 0 0 504720 0 62349 0 200 0 42100 0 3400 0 0 0 18400 0 1000 0 0 0 12500 0 0 0 0 0 21000 0 0 0 600 0 183800 0 11800 67060 0 0 106275 0 103210 0 600 0 129200 0 11700 0 0 0 400 0 0 0 0 0 7406 0 1125 0 200 0 49600 0 4900 0 0 0 23375 0 0 0 0 0 757250 0 0 180500 0 0 307900 0 337444 0 8000 0 2220665 0 569730 0 200 0 43000 0 4200 555999 51680 0 5829949 94660 2286144 0 400 0 101000 0 7400 0 0 0 29850 0 12731 0 0 0 12900 0 0 0 0 0 9100 0 600 534680 42009 0 6865588 72860 2294972 24370 13110 0 1285248 23990 477982 0 0 0 184400 0 17803 0 0 0 7900 0 0 0 0 0 169625 0 34647 0 200 0 54000 0 4400 0 0 0 16912 0 2410 0 0 0 1900 0 0 0 0 0 29000 0 1300 0 0 0 622100 0 36048
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE KELLOGG CO COM 487836108 5473 159694 155894 KELLWOOD CO COM 488044108 7077 272196 229096 KENNAMETAL INC COM 489170100 231 6700 6700 KENSEY NASH CORP COM 490057106 1237 67700 55800 KERR-MCGEE CORP COM 492386107 677 15283 15283 KEYCORP COM 493267108 44464 1768649 1714649 KEYNOTE SYSTEMS INC COM 493308100 922 119400 98500 KEYSPAN CORPORATION COM 49337W100 903 25615 25115 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 868 57800 49200 KEYSTONE PROPERTY TRUST COM 493596100 15231 897500 872600 KILROY REALTY CORP COM 49427F108 3600 156200 133000 KIMBERLY-CLARK CORP COM 494368103 32859 692201 675421 KIMCO REALTY CORP COM 49446R109 1861 60750 60550 KINDER MORGAN INC COM 49455P101 1301 30781 30781 KINDRED HEALTHCARE INC COM 494580103 630 34700 28600 KING PHARMACEUTICALS INC COM 495582108 8818 513001 407081 KIRIN BREWERY CO ADR SPONSORED AD 497350306 30 5000 5000 KNIGHT RIDDER INC COM 499040103 470 7437 7437 KOGER EQUITY INC COM 500228101 5713 366200 341700 KOHLS CORP COM 500255104 139243 2488703 2350683 KONINKLIJKE PHILIPS ELECTRONIC NY REG SH NE 500472303 476 26942 26942 KOPIN CORP COM 500600101 5 1300 1300 KOREA ELEC POWER CORP ADR SPONSORED AD 500631106 244 28681 28681 KOS PHARMACEUTICALS INC COM 500648100 1780 93700 77400 KRAFT FOODS INC CL A CL A 50075N104 9204 236434 235514 KROGER CO COM 501044101 28330 1833662 1762864 KYOCERA CORP ADR ADR 501556203 264 4614 4614 LNR PROPERTY CORP COM 501940100 60 1700 1700 LSI LOGIC CORP COM 502161102 219 37908 37308 LSI INDUSTRIES INC COM 50216C108 701 50600 41700 LTC PROPERTIES INC COM 502175102 726 108036 92636 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3526 78520 52300 LA QUINTA CORP-PAIRED PAIRED CTF 50419U202 1965 446700 390000 LABOR READY INC COM NEW 505401208 2147 334500 276000 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 19 800 0 LAM RESEARCH CORP COM 512807108 4129 382270 317020 LAMAR ADVERTISING CO CL A 512815101 4634 137710 94400 LAMSON & SESSIONS CO COM 513696104 2772 860856 860856 LANDAMERICA FINANCIAL GROUP COM 514936103 7420 209300 178200 LANDRY'S RESTAURANTS INC COM 51508L103 6262 294800 252400 LANDSTAR SYSTEM INC COM 515098101 5597 95900 82100 LASALLE HOTEL PROPERTIES COM SH BEN I 517942108 595 42500 42500 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 97600 0 43194 0 800 0 181699 0 16597 0 0 0 6700 0 0 0 200 0 44800 0 4700 0 0 0 6400 0 8883 0 0 0 1540100 0 101549 0 400 0 79300 0 8200 0 0 0 12500 0 12615 0 200 0 38700 0 3500 0 500 0 851600 0 8000 0 400 0 110000 0 7300 0 0 0 547626 0 88375 0 0 0 60550 0 0 0 0 0 2100 0 28681 0 200 0 22900 0 2600 103920 0 0 344040 0 143061 0 0 0 5000 0 0 0 0 0 169 0 7268 0 400 0 320800 0 7900 7510 16600 0 1720122 30300 638091 0 0 0 23702 0 3240 0 0 0 1300 0 0 0 0 0 24796 0 3885 0 300 0 62300 0 6400 0 0 0 198404 0 37330 0 8050 0 1425757 0 353897 0 0 0 4129 0 485 0 0 0 1200 0 0 0 0 0 4300 0 33008 0 200 0 33700 0 3400 0 200 0 73697 0 4539 26220 0 0 48600 0 26220 0 1000 0 304800 0 18100 0 1100 0 222500 0 22600 0 0 0 0 0 0 65250 0 0 279520 0 93750 43310 0 0 71700 0 60110 0 0 0 0 0 860856 0 600 0 140200 0 12400 0 800 0 199200 0 16200 0 300 0 64500 0 5500 0 0 0 37200 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE ESTEE LAUDER COMPANIES CL A CL A 518439104 1199 45429 45429 LEAR CORPORATION COM 521865105 7921 238000 229200 LEE ENTERPRISES INC COM 523768109 144 4300 4000 LEGGETT & PLATT INC COM 524660107 387 17227 17227 LEGG MASON INC COM 524901105 218 4500 4400 LEHMAN BROTHERS HOLDINGS INC COM 524908100 4022 75467 72767 LendingTree Inc. COM 52602Q105 2637 204700 169100 LENNAR CORP COM 526057104 2570 49800 49600 LENNOX INTERNATIONAL INC COM 526107107 3574 284800 234500 LEVEL 3 COMMUNICATIONS INC COM 52729N100 52 10700 10700 LEXICON GENETICS INC COM 528872104 560 118400 100400 LEXMARK INTL GROUP INC CL A CL A 529771107 7653 126503 101563 LIBERTY MEDIA CORP CL A COM SER A 530718105 21787 2437061 2424251 LIBERTY PROPERTY TRUST SH BEN INT 531172104 29333 918383 916883 LILLY (ELI) & CO COM 532457108 45087 710039 675715 LIMITED BRANDS INC COM 532716107 30092 2160229 2124449 LIN TV CORP CL A CL A 532774106 280 11500 11500 LINCOLN ELECTRIC HOLDINGS COM 533900106 3445 148800 125100 LINCOLN NATIONAL CORP COM 534187109 10177 322274 321804 LINEAR TECHNOLOGY CORP COM 535678106 16085 625401 519481 LINENS 'N THINGS INC COM 535679104 488 21600 21600 LIZ CLAIBORNE INC COM 539320101 5708 192500 183400 LOCAL FINANCIAL CORP COM 539553107 1683 114897 97698 LOCKHEED MARTIN CORPORATION COM 539830109 12067 208948 207388 LOEWS CORP COM 540424108 57924 1302830 1259630 CAROLINA GROUP CAROLNA GP S 540424207 221 10900 10900 LONE STAR STEAKHOUSE & SALOON COM 542307103 1327 68600 59600 LOUISIANA-PACIFIC CORP COM 546347105 93 11555 11255 LOWES COMPANIES INC COM 548661107 24253 646754 629954 LUBRIZOL CORP COM 549271104 2867 94000 92800 LUCENT TECHNOLOGIES INC COM 549463107 2075 1646446 1583171 LUMINEX CORP COM 5.50E+106 675 164200 135100 M & T BANK CORPORATION COM 55261F104 889 11200 10900 MAF BANCORP INC COM 55261R108 44 1300 1300 MBIA INC COM 55262C100 14894 339575 322775 MBNA CORP COM 55262L100 8153 428662 412962 MB FINANCIAL INC COM 55264U108 807 23200 19700 MEMC ELECTRONIC MATE COM 552715104 1168 154300 136100 MGIC INVESTMENT CORP COM 552848103 142855 3458970 3015500 MGM MIRAGE COM 552953101 11357 344470 266500 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 4220 151800 132100 MKS INSTRUMENTS INC COM 55306N104 317 19300 19300 MMO2 PLC-ADR ADR 55309W101 5 650 650 MPS GROUP INC COM 553409103 324 58400 58400 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 45429 0 0 0 0 0 215100 0 13700 0 0 0 4000 0 0 0 0 0 0 0 17227 0 0 0 4400 0 0 0 0 0 44100 0 21267 0 600 0 136300 0 13800 0 0 0 49600 0 0 0 900 0 188400 0 19400 0 0 0 10700 0 0 0 300 0 80800 0 5900 21940 0 0 75600 0 33403 0 0 0 2139963 0 286098 0 0 0 913703 0 4680 0 2240 0 475129 0 162996 0 7450 0 1774643 0 323916 0 0 0 11500 0 0 0 400 0 99600 0 9100 0 0 0 256425 0 65649 90120 0 0 489070 0 95531 0 0 0 13600 0 8000 0 0 0 151860 0 19740 0 300 0 77397 0 6500 0 0 0 141052 0 66496 0 0 0 1144400 0 50230 0 0 0 0 0 10900 0 200 0 46400 0 4500 0 0 0 2000 0 9255 0 0 0 493513 0 87541 0 0 0 92800 0 0 0 0 0 866314 0 534132 0 500 0 109400 0 10300 0 0 0 10900 0 0 0 0 0 1300 0 0 0 0 0 271200 0 35275 0 0 0 231900 0 115162 0 100 0 15600 0 1200 0 300 0 106200 0 6700 268440 19650 0 2360865 35540 916845 72070 0 0 220800 0 102970 0 400 0 102400 0 8900 0 0 0 19300 0 0 0 0 0 650 0 0 0 0 0 50000 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE MTS SYSTEMS CORP COM 553777103 858 85600 73100 MACERICH COMPANY (THE) COM 554382101 37223 1210509 1208309 MACK-CALI REALTY CORP COM 554489104 35911 1185170 1183670 MANDALAY RESORT GROUP COM 562567107 3015 98500 98000 MANHATTAN ASSOCIATES INC COM 562750109 211 8900 8900 MANITOWOC COMPANY INC COM 563571108 566 22200 18300 MANOR CARE INC COM 564055101 410 22048 21848 MANTECH INTERNATIONAL CORP CL A 564563104 1705 89400 75800 MANUFACTURED HOME COMMUNITIES COM 564682102 480 16200 16200 MANUFACTURERS SERVICES LTD COM 565005105 702 126700 107200 MANULIFE FINANCIAL CORP COM 56501R106 449 20700 20700 MARATHON OIL CORP COM 565849106 60157 2825598 2739228 MARCUS CORPORATION COM 566330106 45 3200 3100 MARSH & MCLENNAN COS COM 571748102 48065 1040134 758628 MARSHALL & ILSLEY CORP COM 571834100 9678 353473 336373 MARRIOTT INTERNATIONAL CL A CL A 571903202 1364 41489 40774 MARTEK BIOSCIENCES CORP COM 572901106 178 7100 7100 MASCO CORP COM 574599106 244846 11631662 10000751 MASTEC INC COM 576323109 641 217400 184400 MATTEL INC COM 577081102 34043 1777683 1706057 MAXTOR CORP COM NEW 577729205 1072 211900 187000 MAXIM INTEGRATED PRODUCTS COM 57772K101 86374 2614229 2277209 MAXYGEN INC COM 577776107 774 101601 85599 MAY DEPARTMENT STORES CO COM 577778103 47521 2067926 2003061 MAVERICK TUBE CORP COM 577914104 244 18700 18700 MAXIMUS INC COM 577933104 112 4300 4300 MAYTAG CORP COM 578592107 989 34697 32797 MCCLATCHY COMPANY CL A CL A 579489105 255 4500 4500 MCCORMICK & CO NON VTG SHRS COM NON VTG 579780206 16 700 600 MCDATA CORPORATION - CL A CL A 580031201 2092 294715 249815 MCDERMOTT INTL INC COM 580037109 25 5703 5703 MCDONALD'S CORPORATION COM 580135101 61660 3834547 3770855 MCG CAPITAL CORP COM 58047P107 1058 98200 80900 MCGRAW-HILL COMPANIES INC COM 580645109 6305 104319 101419 MCKESSON CORP COM 58155Q103 19913 736690 654930 MEADWESTVACO CORP COM 583334107 4499 182070 182070 MEDIA GENERAL INC CL A CL A 584404107 300 5000 4900 MEDICINES COMPANY COM 584688105 1552 96900 81800 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2195 44200 36400 MEDIMMUNE INC COM 584699102 5034 185265 131205 MEDTRONIC INC COM 585055106 276028 6053239 5097448 MELLON FINANCIAL CORP COM 58551A108 27349 1047444 1035467 MEMBERWORKS INC COM 586002107 1501 83500 71100 MENTOR CORP COM 587188103 8328 216300 183000 MERCK & CO INC COM 589331107 440884 7788092 7085271 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 200 0 57300 0 5000 0 0 0 1200309 0 4700 0 0 0 1181470 0 3700 0 0 0 98000 0 0 0 0 0 8900 0 0 0 100 0 14900 0 1400 0 0 0 13300 0 8548 0 300 0 60100 0 5000 0 0 0 16200 0 0 0 400 0 84700 0 7500 0 0 0 20700 0 0 0 0 0 2467556 0 163942 0 100 0 1500 0 1700 271000 3050 0 591472 0 431026 0 0 0 273100 0 35673 0 0 0 20393 0 21096 0 0 0 7100 0 0 999840 75980 0 7396064 138060 3652597 0 600 0 145400 0 12700 0 9775 0 1369117 0 324285 0 400 0 145100 0 8500 193440 15080 0 1729084 27380 743265 0 302 0 69002 0 4799 0 3225 0 1781651 0 189685 0 0 0 18700 0 0 0 0 0 4300 0 0 0 0 0 17600 0 7097 0 0 0 4500 0 0 0 0 0 600 0 0 0 800 0 209115 0 16900 0 0 0 0 0 5703 0 8695 0 3131770 0 547700 0 300 0 65600 0 6200 0 0 0 70500 0 18519 62460 0 0 553400 0 128990 0 0 0 164276 0 17794 0 0 0 4900 0 0 0 300 0 68500 0 5300 0 100 0 29100 0 3100 54060 0 0 101820 0 76345 629628 37736 0 3719205 69214 2013843 0 5100 0 833152 0 211685 0 200 0 56300 0 4900 0 600 0 146000 0 12900 426150 27417 0 5727218 37840 1631285
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE MERCURY COMPUTER SYSTEMS INC COM 589378108 2570 84200 69200 MERCURY INTERACTIVE CORP COM 589405109 9220 310964 246314 MEREDITH CORP COM 589433101 246 5990 5990 MERISTAR HOSPITALITY CORP REIT COM 58984Y103 1543 233800 201000 MERIT MEDICAL SYSTEMS INC COM 589889104 2343 117600 97000 MERITAGE CORPORATION COM 59001A102 2477 73600 62000 MERIX CORP COM 590049102 630 75000 61700 MERRILL LYNCH & CO COM 590188108 31667 834445 814695 MESA AIR GROUP INC COM 590479101 1755 431200 364200 METHODE ELECTRONICS CL A 591520200 2839 258800 220200 METLIFE INC COM 59156R108 14872 550018 528218 METTLER TOLEDO INTERNATIONAL COM 592688105 4049 126280 94600 MICHAELS STORES INC COM 594087108 896 28616 28616 MICROS SYSTEMS INC COM 594901100 11 500 500 MICROSOFT CORP COM 594918104 684815 13245944 12065925 MICROSTRATEGY INC WT WT A EX 0624 594972119 0 89 89 MICROSTRATEGY INC CVT(MSTR) 7. SUB NT CV 7. 594972AA9 2 3800 3800 MICROCHIP TECHNOLOGY INC COM 595017104 28188 1152900 1121400 MICROMUSE INC COM 595094103 1887 494000 0 MICRON TECHNOLOGY INC COM 595112103 1440 147884 146084 MID-AMER APT CMNTYS INC COM 59522J103 3034 124100 124100 MID-ATLANTIC RLTY TR SH BEN INT 595232109 498 28600 28600 MID ATLANTIC MEDICAL SVCS COM 59523C107 3720 114800 96800 MIDWEST EXPRESS HOLDINGS COM 597911106 758 141600 120300 MILACRON INC COM 598709103 1309 220000 181100 MILLENNIUM PHARMACEUTICALS COM 599902103 307 38700 38700 MILLIPORE CORP COM 601073109 152 4481 4481 MILLS CORP COM 601148109 29190 994900 993000 MIRANT CORP COM 604675108 85 45649 44349 MISSION WEST PPTYS INC COM 605203108 1237 124900 105500 MOHAWK INDS INC COM 608190104 57 1000 1000 MOLEX INC COM 608554101 1950 84627 81627 MONOLITHIC SYSTEM TECH COM 609842109 504 41700 34500 MONSANTO COMPANY COM 61166W101 5458 283511 271611 MOODYS CORPORATION COM 615369105 2647 64106 61606 MOOG INC CL A CL A 615394202 1419 45700 41500 MORGAN STANLEY COM NEW 617446448 240497 6024471 5416761 MSDW CALIF QUALITY MUNI SECS M CALIF QLTY M 61745P635 1 76 76 MOTHERS WORK INC COM 619903107 1920 54500 44900 MOTOROLA INC COM 620076109 21093 2438468 2396178 MOVIE GALLERY INC COM 624581104 840 64600 53100 MUNIYIELD CALIF INSD FUND COM 62629L104 1 53 53 MYERS INDUSTRIES INC COM 628464109 1343 125500 107000 MYLAN LABORATORIES COM 628530107 13991 400900 387600 NBTY INC COM 628782104 4319 245700 206400 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 300 0 55500 0 5900 62850 0 0 214106 0 78458 0 0 0 1600 0 4390 0 600 0 165900 0 10500 0 400 0 78200 0 8000 0 200 0 48900 0 4400 0 300 0 49100 0 5700 0 0 0 641376 0 125669 0 1200 0 289200 0 25800 0 700 0 173900 0 15000 0 0 0 415300 0 86218 31680 0 0 52200 0 69780 0 0 0 28616 0 0 0 0 0 500 0 0 620525 54530 0 9317957 87710 3092383 0 0 0 89 0 0 0 0 0 3800 0 0 0 0 0 1056780 0 52920 0 0 0 0 0 0 0 0 0 79900 0 66184 0 0 0 119900 0 0 0 0 0 26100 0 0 0 300 0 80100 0 7000 0 400 0 95100 0 8300 0 700 0 145200 0 15300 0 0 0 38700 0 0 0 0 0 200 0 4281 0 0 0 991800 0 3100 0 0 0 8600 0 35749 0 400 0 84200 0 6400 0 0 0 1000 0 0 0 0 0 51200 0 18327 0 100 0 27800 0 2900 0 0 0 218511 124 37376 0 0 0 37400 0 13706 0 0 0 31500 0 1300 347640 29460 0 4221674 47927 1504630 0 0 0 76 0 0 0 200 0 36300 0 3600 0 3700 0 1831297 0 450291 0 200 0 42900 0 4100 0 0 0 53 0 0 0 300 0 84500 0 7100 0 0 0 373000 0 25000 0 700 0 170500 0 15100
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE NCI BUILDING SYS INC COM 628852105 439 20100 20100 NCR CORPORATION COM 6.29E+112 206 8679 8679 NPS PHARMACEUTICALS INC COM 62936P103 695 27600 27600 NABI BIOPHARMACEUTICALS COM 629519109 139 22400 22400 NASDAQ 100 TR UNIT SER 1 631100104 2048 84040 83090 NASH FINCH CO COM 631158102 730 94400 79900 NATIONAL AUSTRALIA BANK ADR SPONSORED AD 632525408 394 4391 4391 NATIONAL CITY CORP COM 635405103 77673 2843067 2674067 NATIONAL COMMERCE FINANCIAL CO COM 63545P104 4464 187161 187161 NATIONAL HEALTH REALTY INC COM 635905102 69 4700 4700 NATIONAL FUEL GAS CO NJ COM 636180101 1511 72900 72200 NATIONAL HEALTH INVESTORS REIT COM 63633D104 1983 123300 101100 NATIONAL OILWELL INC COM 637071101 264 12100 12100 NATIONAL SEMICONDUCTOR CORP COM 637640103 242 16101 16101 NATIONAL SERVICE INDS INC COM NEW 637657206 23 3150 3150 NATIONWIDE HEALTH PPTYS INC COM 638620104 4252 284800 284800 NAVISTAR INTERNATIONAL COM 6.39E+112 130 5351 5351 NAVIGANT INTL INC COM 63935R108 1144 92800 79000 NDCHEALTH CORP COM 639480102 2344 117800 99000 NEIMAN MARCUS GROUP INC CL A 640204202 24 800 800 NEOFORMA INC COM NEW 640475505 792 66300 54900 NEOSE TECHNOLOGIES INC COM 640522108 419 48523 39900 NETBANK INC COM 640933107 215 22200 22200 NETWORK ASSOCIATES INC COM 640938106 1041 64700 64700 NETSCREEN TECHNOLOGIES INC COM 64117V107 2117 125700 106800 NETWORK APPLIANCE INC COM 64120L104 1135 113500 109700 NEUROCRINE BIOSCIENCES INC COM 64125C109 1452 31800 27100 NEW CENTURY FINANCIAL CORP COM 64352D101 4964 195500 167600 NEW ENGLAND BUSINESS SERVICE COM 643872104 1657 67900 57400 NEWFOCUS INC COM 644383101 528 137600 115600 NEW PLAN EXCEL REALTY TRUST COM 648053106 32291 1691500 1691500 NEW YORK COMMUNITY BANCORP COM 649445103 381 13200 13200 NEW YORK TIMES CO CL A 650111107 613 13413 13413 NEWELL RUBBERMAID INC COM 651229106 3804 125420 119720 NEWFIELD EXPL CO COM 651290108 54 1500 1400 NEWHALL LAND & FARMING CO CAL DEPOSITARY R 651426108 388 13500 13500 NEWMONT MINING CORP HLDG CO COM 651639106 1035 35641 35641 NEXTEL COMMUNICATIONS INC CL A 65332V103 13235 1145863 1042553 NEXTEL PARTNERS INC CL A 65333F107 1240 204300 168400 NICOR INC COM 654086107 2212 64993 64093 NIKE INC CL B 654106103 1273 28617 28617 99 CENTS ONLY STORES COM 65440K106 6160 229327 147327 NTT ADR SPONSORED AD 654624105 497 28168 28168 NISOURCE INC COM 65473P105 491 24564 24164 NOKIA OYJ ADR SPONSORED AD 654902204 6834 440906 263606 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 14400 0 0 0 0 0 2 0 8677 0 0 0 10500 0 17100 0 0 0 16100 0 0 0 0 0 83090 0 0 0 300 0 63600 0 5600 0 0 0 3911 0 480 84000 0 0 2479076 0 143491 0 0 0 174521 0 12640 0 0 0 3400 0 0 0 0 0 72200 0 0 0 400 0 82000 0 7300 0 0 0 12100 0 0 0 0 0 0 0 16101 0 0 0 3150 0 0 0 0 0 284800 0 0 0 0 0 0 0 5351 0 300 0 62500 0 5300 0 300 0 82100 0 7000 0 0 0 800 0 0 0 200 0 44500 0 4400 0 223 0 32623 0 2800 0 0 0 0 0 22200 0 0 0 64700 0 0 0 300 0 89700 0 7000 0 0 0 61000 0 30400 0 100 0 23000 0 1600 0 500 0 131600 0 10300 0 200 0 45300 0 4300 0 400 0 92800 0 6800 0 0 0 1691500 0 0 0 0 0 13200 0 0 0 0 0 0 0 13413 0 0 0 76875 0 24245 0 0 0 1400 0 0 0 0 0 13500 0 0 0 0 0 0 0 35641 68310 0 0 860800 0 196863 0 600 0 135600 0 13600 0 0 0 60200 0 3893 0 0 0 5100 0 23517 82000 0 0 130028 0 88599 0 0 0 24858 0 3310 0 0 0 2500 0 21664 0 0 0 218079 0 45527
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE NOBLE ENERGY INC COM 655044105 1313 34975 34975 NORDSTROM INC COM 655664100 229 12054 12054 NORFOLK SOUTHERN CORP COM 655844108 2711 135615 134385 NORTEL NETWORKS CORPORATION COM 656568102 47 29250 29250 NORTH FORK BANCORPORATION COM 659424105 4387 130013 129413 NORTHEAST UTILS COM 664397106 90 5900 5400 NORTHERN TRUST CORP COM 665859104 688 19618 19618 NORTHROP GRUMMAN CORP COM 666807102 8073 83227 80317 NORTHWEST AIRLS CORP CL A 667280101 203 27600 27600 NORTHWESTERN CORPORATION COM 668074107 3694 727100 625500 NOVARTIS ADR SPONSORED AD 66987V109 686 18674 18674 NOVELL INC COM 670006105 108 32339 32339 NOVELLUS SYSTEMS INC COM 670008101 4738 168749 154009 NOVEN PHARMACEUTICALS INC COM 670009109 779 84400 69800 NU SKIN ENTERPRISES INC CL A 67018T105 2299 192100 171200 NSTAR COM 6.70E+111 439 9900 9400 NUCOR CORP COM 670346105 21303 515818 496718 NVIDIA CORP COM 67066G104 156 13543 13543 NUVEEN INVESTMENTS INC CL A 67090F106 46 1800 1800 NUVEEN CALIF SELECT QUALITY COM 670975101 2 112 112 NUVEEN CALIF QUALITY INC MUN COM 670985100 5 331 331 OSI SYSTEMS INC COM 671044105 857 50500 50500 OAKLEY INC COM 673662102 132 12900 12900 OCCIDENTAL PETROLEUM CORP COM 674599105 99094 3483085 3369385 OCEAN ENERGY INC TEX COM 6.75E+110 3575 179000 174100 OCEANEERING INTL INC COM 675232102 4819 194800 163600 OCEANFIRST FINANCIAL CORP COM 675234108 1241 55300 46800 OCTEL CORP COM 675727101 1003 63500 54100 OCULAR SCIENCES INC COM 675744106 644 41500 34100 ODYSSEY RE HOLDINGS CORP COM 67612W108 9 500 500 OFFICE DEPOT INC COM 676220106 33581 2275131 2202119 OFFICEMAX INC COM 67622M108 30 5900 5900 OIL STATES INTERNATIONAL INC COM 678026105 1469 113900 99000 OLD REPUBLIC INTERNATIONAL COR COM 680223104 25316 904150 876950 OMNICOM GROUP COM 681919106 3344 51767 49867 OMEGA HEALTHCARE INVS INC COM 681936100 96 25800 25800 OMNIVISION TECHNOLOGIES COM 682128103 2942 216800 183100 OMNOVA SOLUTIONS INC COM 682129101 733 182000 156600 OPLINK COMMUNICATIONS INC COM 68375Q106 149 190939 190939 ORACLE CORPORATION COM 68389X105 169710 15713893 13870825 OREGON STEEL MILLS INC COM 686079104 857 213263 181763 O'REILLY AUTOMOTIVE INC COM 686091109 615 24300 24300 ORIENTAL FINANCIAL GROUP COM 68618W100 1571 63910 53810 OVERLAND STORAGE INC COM 690310107 891 61100 50200 OVERTURE SERVICES INC COM 69039R100 3444 126100 107000 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 33800 0 1175 0 0 0 0 0 12054 0 0 0 80162 0 54353 0 0 0 29250 0 0 0 0 0 106805 0 22608 0 0 0 5400 0 0 0 0 0 0 0 19618 0 0 0 53528 0 16939 0 0 0 0 0 27600 0 1800 0 490500 0 39800 0 0 0 16554 0 2120 0 0 0 0 0 32339 12940 0 0 118390 0 38559 0 300 0 56600 0 5500 0 400 0 131200 0 8300 0 0 0 9400 0 0 0 0 0 451800 0 35618 0 0 0 0 0 13543 0 0 0 1800 0 0 0 0 0 112 0 0 0 0 0 331 0 0 0 0 0 41600 0 0 0 0 0 0 0 12900 0 0 0 3044740 0 161845 0 0 0 156000 0 500 0 600 0 130100 0 12100 0 100 0 37000 0 3100 0 200 0 42900 0 3600 0 100 0 27300 0 3000 0 0 0 500 0 0 0 7317 0 1899659 0 302892 0 0 0 5900 0 0 0 300 0 77300 0 6300 0 0 0 805650 0 26400 0 0 0 25330 0 16837 0 0 0 18500 0 0 0 600 0 149000 0 14300 0 500 0 123500 0 9600 0 0 0 0 0 190939 1081570 80440 0 10353591 147260 4369544 0 600 0 144300 0 11963 0 0 0 0 0 24300 0 200 0 42707 0 4003 0 200 0 40300 0 4200 0 300 0 89700 0 7200
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE OWENS & MINOR INC COM 690732102 882 53700 44600 OWENS-ILLINOIS INC COM NEW 690768403 35 2400 2300 OXFORD HEALTH PLANS INC COM 691471106 28088 770600 748200 OXFORD INDS INC COM 691497309 121 4700 4700 PG&E CORP COM 69331C108 16082 1156952 1124052 PFF BANCORP INC COM 69331W104 378 12100 12100 PF CHANG'S CHINA BISTRO INC COM 69333Y108 276 7600 7600 PLX TECHNOLOGY INC COM 693417107 507 129700 106700 PMA CAPITAL A CL A 693419202 830 57900 52100 PMC-SIERRA INC COM 69344F106 1087 195503 14903 PMI GROUP INC (THE) COM 69344M101 186371 6204108 5408935 PNC FINANCIAL SERVICES GROUP COM 693475105 36559 872522 801922 PPG INDUSTRIES INC COM 693506107 72856 1452758 1365088 PPL CORPORATION COM 69351T106 4685 135091 128791 PS BUSINESS PKS INC CALIF COM 69360J107 6559 206250 205050 PSS WORLD MED INC COM 69366A100 1844 269600 229800 PTEK HOLDINGS INC COM 69366M104 1426 324000 275400 PACCAR INC COM 693718108 496 10755 10655 PACIFIC CAP BANCORP COM 69404P101 3535 138901 116201 PACKETEER INC COM 695210104 983 143300 118200 PACTIV CORPORATION COM 695257105 6301 288226 286626 PALL CORPORATION COM 696429307 181 10862 10862 PALM INC COM NEW 696642206 1952 124300 104200 PANAMSAT CORP COM 697933109 152 10400 10100 PAN PACIFIC RETAIL PROPERTIES COM 69806L104 33104 906212 901312 PANERA BREAD CO CL A CL A 69840W108 268 7700 7700 PAPA JOHNS INTL INC COM 698813102 6181 221700 190700 PARAMETRIC TECHNOLOGY CORP COM 699173100 59 23216 23216 PARK PL ENTMT CORP COM 700690100 1477 175800 167100 PARKER HANNIFIN CORP COM 701094104 6373 138155 138155 PARKWAY PROPERTIES INC-MD COM 70159Q104 182 5200 5200 PARTHUSCEVA INC COM 7.02E+110 0 2 2 PATINA OIL & GAS CORP COM 703224105 1665 52600 45600 PATHMARK STORES INC COM 70322A101 550 108400 89600 PATTERSON - UTI ENERGY INC COM 703481101 398 13200 13200 PAXAR CORP COM 704227107 137 9300 8700 PAXSON COMMUNICATIONS CORP COM 704231109 109 52900 52900 PAYCHEX INC COM 704326107 2931 105070 79120 PAYLESS SHOESOURCE INC COM 704379106 11375 221000 190200 PEC SOLUTIONS INC COM 705107100 248 8300 8300 J. C. PENNEY CO COM 708160106 28601 1242991 1228071 PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 8096 311400 311400 PENTAIR INC COM 709631105 415 12000 11500 PEOPLES ENERGY CORP COM 711030106 3232 83621 70821 PEOPLESOFT INC COM 712713106 673 36770 36170 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 200 0 34600 0 5300 0 0 0 2300 0 0 0 0 0 702200 0 39800 0 0 0 3400 0 0 0 0 0 989146 0 65006 0 0 0 9100 0 0 0 0 0 7600 0 0 0 400 0 85700 0 8800 0 100 0 39000 0 3200 0 0 0 0 0 14903 481610 35880 0 4203943 66680 1717592 47000 0 0 749678 0 78144 4940 9900 0 1028210 18410 339808 0 0 0 92400 0 15191 0 0 0 204300 0 1950 0 700 0 182100 0 15200 0 900 0 216900 0 18800 0 0 0 400 0 10255 0 400 0 92300 0 8500 0 500 0 95300 0 9700 0 0 0 272600 0 14026 0 0 0 0 0 10862 0 400 0 83400 0 7400 0 0 0 10100 0 0 0 0 0 894102 0 12110 0 0 0 7700 0 0 0 600 0 156200 0 12300 0 0 0 0 0 23216 0 0 0 131700 0 1000 0 0 0 118020 0 20135 0 0 0 5200 0 0 0 0 0 1 0 1 0 100 0 35900 0 3100 0 300 0 73500 0 6100 0 0 0 13200 0 0 0 600 0 3600 0 5700 0 0 0 0 0 52900 25350 0 0 42250 0 58720 0 600 0 162100 0 11800 0 0 0 8300 0 0 0 0 0 1026064 0 194727 0 0 0 311400 0 0 0 0 0 11500 0 0 0 200 0 55100 0 8921 0 0 0 8400 0 27770
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE PEP BOYS-MANNY MOE & JACK COM 713278109 5790 499100 425700 PEPCO HOLDINGS INC COM 713291102 1 77 76 PEPSI BOTTLING GROUP INC COM 713409100 5882 228883 220483 PEPSICO INC COM 713448108 300747 7123337 6278449 PER-SE TECHNOLOGIES INC COM NEW 713569309 1116 124400 105600 PERFORMANCE FOOD GROUP CO COM 713755106 2964 87270 63500 PERKINELMER INC COM 714046109 92 11209 11209 PERRIGO CO COM 714290103 2860 235400 203600 PETROLEO BRASILEIRO SA ADR SPONSORED AD 71654V408 231 15445 15445 PETSMART INC COM 716768106 1406 82100 82100 PFIZER INC COM 717081103 467506 15292974 13892028 PHARMACEUTICAL PROD DEV INC COM 717124101 32 1100 1100 PHARMACEUTICAL RESOURCES INC COM 717125108 909 30500 25300 PHARMACIA CORPORATION COM 71713U102 46422 1110580 1085129 PHELPS DODGE CORP COM 717265102 106900 3377558 3109611 PHILIP MORRIS COMPANIES INC*OL COM 718154107 108171 2668902 2597323 PHILLIPS-VAN HEUSEN COM 718592108 2539 219600 188700 PHOENIX COMPANIES INC COM 7.19E+113 212 27900 27900 PIEDMONT NATURAL GAS COM 720186105 2318 65560 65560 PIER 1 IMPORTS INC COM 720279108 5249 277300 276700 PILGRIMS PRIDE CORP CL B 721467108 623 76000 62300 PINNACLE ENTMT INC COM 723456109 719 103800 92300 PINNACLE SYSTEMS INC COM 723481107 3343 245600 202500 PINNACLE WEST CAPITAL CORP COM 723484101 273 8006 8006 PIONEER NAT RES CO COM 723787107 592 23430 23430 PITNEY BOWES INC COM 724479100 5663 173387 165287 PITTSTON CO COM BRINKS G 725701106 8748 473400 409500 PIXAR COM 725811103 254 4800 4800 PLANTRONICS INC COM 727493108 381 25200 24700 PLAYBOY ENTERPRISES INC CL B 728117300 115 11400 11400 PLAYTEX PRODS INC COM 72813P100 1037 105000 97600 PLEXUS CORP COM 729132100 279 31800 31800 PLUM CREEK TIMBER CO INC COM 729251108 20590 872459 869959 POLARIS INDUSTRIES INC COM 731068102 5734 97848 83248 POPULAR INC COM 733174106 24 700 600 PORT FINANCIAL CORPORATION COM 734119100 138 3100 3100 PORTUGAL TELECOM SGPS ADR SPONSORED AD 737273102 407 59593 59593 POSSIS MEDICAL INC COM 737407106 1843 102400 84300 POST PROPERTIES INC REIT COM 737464107 11730 490800 482500 POWELL INDUSTRIES INC COM 739128106 463 27100 22400 POWER INTEGRATIONS INC COM 739276103 2547 149800 123200 POWER-ONE INC COM 739308104 40 7065 7065 PRAXAIR INC COM 74005P104 209811 3631836 3157401 PRECISION CASTPARTS CORP COM 740189105 1579 65100 64300 PRECISION DRILLING CORP COM 74022D100 368 11300 11300 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 1300 0 336100 0 28500 0 0 0 76 0 0 0 0 0 178200 0 38683 496150 37980 0 4755565 68760 1962234 0 300 0 84000 0 7200 23770 0 0 49600 0 34270 0 0 0 0 0 11209 0 600 0 164100 0 12300 0 0 0 13185 0 2260 0 0 0 82100 0 0 783300 67390 0 10689293 108865 3688827 0 0 0 1100 0 0 0 100 0 20700 0 1900 500 3340 0 806254 0 215080 59850 25760 0 2258652 46650 942809 0 7320 0 2079062 0 408416 0 600 0 148300 0 12500 0 0 0 0 0 27900 0 0 0 60020 0 5540 0 0 0 276700 0 0 0 200 0 50100 0 5100 0 0 0 70400 0 4400 0 800 0 163200 0 16600 0 0 0 0 0 8006 0 0 0 21900 0 1530 0 0 0 114100 0 21787 0 1200 0 338400 0 24700 0 0 0 4800 0 0 0 0 0 24700 0 0 0 0 0 8200 0 0 0 300 0 80100 0 3400 0 0 0 25600 0 6200 0 0 0 850100 0 22359 0 300 0 69948 0 5600 0 0 0 600 0 0 0 0 0 2300 0 0 0 0 0 52793 0 6800 0 300 0 67500 0 7100 0 200 0 466400 0 2800 0 100 0 18283 0 1617 0 500 0 99500 0 9700 0 0 0 0 0 7065 292615 23910 0 2393506 43540 1087130 0 0 0 64300 0 0 0 0 0 11300 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE PRENTISS PROPERTIES TRUST REIT SH BEN INT 740706106 18527 655111 653511 PRESIDENTIAL LIFE CORP COM 740884101 1491 150200 127600 PRICE COMMUNICATIONS CORP COM NEW 741437305 2314 167300 146300 T ROWE PRICE GROUP INC COM 74144T108 296 10837 10837 PRIDE INTERNATIONAL INC COM 74153Q102 312 20963 20963 PRIME MED SVCS INC COM 74156D108 1379 159000 135300 PRIME GROUP REALTY TRUST SH BEN INT 74158J103 41 8800 8800 PRIME HOSPITALITY CORP COM 741917108 206 25300 25300 PRINCIPAL FINANCIAL GROUP COM 74251V102 2263 75116 74816 PRIORITY HEALTHCARE CORP CL B 74264T102 14 600 600 PROCTER & GAMBLE CO COM 742718109 224375 2610838 2540504 PRIVATEBANCORP INC COM 742962103 83 2200 2200 PROGRESS ENERGY INC COM 743263105 3406 78568 78498 PROGRESS SOFTWARE CORP COM 743312100 8 600 600 PROGRESSIVE CORP COM 743315103 10292 207369 198669 PROLOGIS SH BEN INT 743410102 42431 1687102 1678902 PROSPERITY BANCSHARES INC COM 743606105 1091 57400 48400 PROTECTIVE LIFE CORP COM 743674103 655 23800 23600 PROTEIN DESIGN LABS INC COM 74369L103 47 5500 5500 PROVIDENT BANKSHARES CORP COM 743859100 3115 134800 114800 PROVIDENT FINL GROUP INC COM 743866105 29 1100 1100 PROVINCE HEALTHCARE CO COM 743977100 203 20874 20874 PROVIDIAN FINANCIAL CORP COM 74406A102 788 121474 120174 PRUDENTIAL FINANCIAL INC COM 744320102 2629 82833 82733 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 5613 174859 166159 PUBLIC STORAGE INC REIT COM 74460D109 16141 499580 496280 PUBLIC STORAGE DEP CL A COM A DP1/10 74460D729 4289 160500 160500 PUGET ENERGY INC COM 745310102 108 4900 4300 PULTE HOMES INC COM 745867101 259 5415 5415 QLOGIC CORP COM 747277101 21953 636125 592065 QUALCOMM INC COM 747525103 212390 5836495 5172384 QUANEX CORP COM 747620102 4144 123700 108300 QUEST DIAGNOSTICS INC COM 74834L100 3547 62342 62342 QUEST SOFTWARE INC COM 74834T103 272 26400 26400 QUESTAR CORP COM 748356102 64 2300 2300 QUINTILES TRANSNATIONAL CORP COM 748767100 405 33495 33295 QWEST COMMUNICATIONS INTL INC COM 749121109 7345 1469005 608199 R&G FINANCIAL CORP CL B CL B 749136107 2562 110200 93300 RFS HOTEL INVESTORS INC COM 74955J108 6113 562900 562200 RPM INTERNATIONAL INC COM 749685103 828 54200 53800 RSA SECURITY INC COM 749719100 721 120310 105010 RTI INTERNATIONAL METALS INC COM 74973W107 1653 163700 139400 RF MICRO DEVICES INC COM 749941100 11193 1527024 1414164 RACING CHAMPIONS ERTL CORP COM 750069106 2952 216300 182700 RADIAN GROUP INC COM 750236101 281031 7564762 6535869 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 652271 0 2840 0 400 0 100800 0 8800 0 400 0 113400 0 8000 0 0 0 0 0 10837 0 0 0 20963 0 0 0 400 0 107100 0 9300 0 0 0 8800 0 0 0 0 0 25300 0 0 0 0 0 42805 0 32011 0 0 0 600 0 0 5106 1786 0 2163848 0 274193 0 0 0 1500 0 0 0 0 0 46583 0 31985 0 0 0 600 0 0 0 0 0 155100 0 29069 0 0 0 1667942 0 18560 0 200 0 38600 0 3100 0 0 0 4600 0 19000 0 0 0 4200 0 0 0 400 0 90700 0 7700 0 0 0 1100 0 0 0 0 0 20874 0 0 0 0 0 93300 0 26874 0 0 0 28203 0 54530 0 0 0 113925 0 20634 0 0 0 492900 0 6380 0 0 0 160500 0 0 0 0 0 4300 0 0 0 0 0 0 0 5415 24960 0 0 541600 0 63025 351226 34820 0 3918317 63330 1598083 0 300 0 83600 0 6200 0 0 0 49790 0 12552 0 0 0 26400 0 0 0 0 0 2300 0 0 0 0 0 22889 0 10406 0 0 0 363377 0 152922 0 300 0 74000 0 6500 0 0 0 561600 0 1300 0 0 0 53800 0 0 0 300 0 88310 0 8700 0 400 0 110100 0 9300 112860 0 0 198900 0 885139 0 600 0 145200 0 12600 595396 53368 0 4789764 96672 2409757
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE RADIANT SYSTEMS INC COM 75025N102 807 83800 69400 RADIO ONE INC CL D WI CL D NON VTG 75040P405 283 19600 19600 RADIOSHACK CORPORATION COM 750438103 1676 89444 85944 RADISYS CORP COM 750459109 618 77500 65600 RAINBOW TECHNOLOGIES INC COM 750862104 996 138900 119000 RAINDANCE COMMUNICATIONS INC COM 75086X106 438 135529 111867 RALCORP HLDGS INC COM 751028101 8726 347100 295100 RAMCO-GERSHENSON PPTYS TR COM SH BEN I 751452202 9419 476900 476900 RANGE RESOURCES CORP COM 75281A109 1636 302900 254800 RATIONAL SOFTWARE CORP COM NEW 75409P202 3227 310606 220716 RAYMOND JAMES FINANCIAL INC COM 754730109 429 14500 14500 RAYONIER INC COM 754907103 1009 22300 22200 RAYTHEON COMPANY COM NEW 755111507 45211 1470280 1430364 READERS DIGEST ASSN INC COM 755267101 201 13300 13000 REALNETWORKS INC COM 75605L104 10 2500 2500 REALTY INCOME CORP COM 756109104 704 20100 20100 RECKSON ASSOCIATES REALTY REIT COM 75621K106 1071 50900 50900 RED HAT INC COM 756577102 1676 283600 233500 REEBOK INTERNATIONAL LTD COM 758110100 155 5285 5285 REGAL ENTERTAINMENT GROUP CL A 758766109 332 15500 15500 REGENCY CENTERS CORP COM 758849103 9914 306000 291900 REGENT COMMUNICATIONS INC COM 758865109 596 100900 84600 REGIONS FINANCIAL CORP COM 758940100 903 27075 26075 REGISTER.COM INC COM 75914G101 967 214900 180300 RELIANT RESOURCES INC COM 75952B105 31 9660 8872 RENAISSANCE LEARNING INC COM 75968L105 764 40400 33200 RENAL CARE GROUP INC COM 759930100 285 9000 9000 RENT A CTR INC COM 76009N100 4695 94000 85300 RENT WAY INC COM 76009U104 7 1900 1900 REPSOL YPF SA ADR SPONSORED AD 76026T205 389 29771 29771 REPUBLIC BANCORP COM 760282103 343 29150 29150 REPUBLIC SVCS INC COM 760759100 4918 234400 225100 REYNOLDS & REYNOLDS CO CL A 761695105 838 32900 32900 REYNOLDS R J TOB HLDGS INC COM 76182K105 330 7825 7825 RIBAPHARM INC COM 762537108 19 2900 2900 RIGHT MANAGEMENT CONSULTANTS COM 766573109 3512 265050 224200 RIVERSTONE NETWORKS INC COM 769320102 537 253300 0 ROBERT HALF INTERNATIONAL INC COM 770323103 248 15375 15375 ROCK-TENN COMPANY CL A 772739207 2141 158800 135500 ROCKWELL AUTOMATION INC COM 773903109 7072 341479 324179 ROCKWELL COLLINS COM 774341101 411 17691 17491 ROHM & HAAS CO COM 775371107 3679 113255 112955 ROSLYN BANCORP INC COM 778162107 1480 82100 81000 ROSS STORES INC COM 778296103 17274 407500 395500 ROUSE CO COM 779273101 11515 363260 361560 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 300 0 56200 0 5600 0 0 0 19600 0 0 0 0 0 57000 0 15344 0 200 0 51900 0 4700 0 400 0 93900 0 7900 0 362 0 92990 0 6239 0 1000 0 232500 0 20400 0 0 0 473100 0 0 0 900 0 203000 0 19200 89890 0 0 148900 0 149406 0 0 0 14500 0 0 0 0 0 22200 0 0 0 6407 0 1202225 0 240201 0 0 0 13000 0 0 0 0 0 2500 0 0 0 0 0 20100 0 0 0 0 0 50900 0 0 0 900 0 188300 0 18600 0 0 0 0 0 5285 0 0 0 15500 0 0 0 200 0 279300 0 6400 0 600 0 66200 0 10100 0 0 0 6500 0 19575 0 600 0 144600 0 13600 0 0 0 8872 0 0 0 100 0 27000 0 2500 0 0 0 9000 0 0 0 200 0 74300 0 3400 0 0 0 1900 0 0 0 0 0 26846 0 2925 0 0 0 20790 0 0 0 0 0 184100 0 6000 0 0 0 32900 0 0 0 0 0 0 0 7825 0 0 0 2900 0 0 0 800 0 177600 0 15900 0 0 0 0 0 0 0 0 0 0 0 15375 0 400 0 107100 0 8700 0 0 0 264735 0 35644 0 0 0 1300 0 16191 0 0 0 85660 0 27295 0 0 0 81000 0 0 0 0 0 338400 0 53000 0 0 0 359800 0 3460
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE ROWAN COS INC COM 779382100 188 8298 8298 ROXIO INC COM 780008108 415 86900 71300 ROYAL BK CDA MONTREAL QUE COM 780087102 1110 30200 30200 ROYAL DUTCH PETROLEUM CO. ADR NY REG EUR . 780257804 22467 510383 501907 RUSSELL CORP COM 782352108 3387 202300 171800 RYANS FAMILY STEAK HOUSE INC COM 783519101 4786 421700 355800 RYDER SYSTEM INC COM 783549108 1605 71505 70705 RYLAND GROUP INC COM 783764103 1284 38500 33200 SBC COMMUNICATIONS INC COM 78387G103 258526 9536197 8816180 SEMCO ENERGY INC COM 78412D109 646 105928 90291 SI INTERNATIONAL INC COM 78427V102 112 10400 10400 SL GREEN REALTY CORP REIT COM 78440X101 31789 1005982 972482 SLM CORP COM 78442P106 4316 41558 41458 S & P 500 DEPOSITORY RECEIPTS UNIT SER 1 78462F103 3781 42850 42070 SPX CORP COM 784635104 8496 226870 14530 S1 CORPORATION COM 78463B101 602 135000 111200 SRA INTERNATIONAL INC CLASS A CL A 78464R105 336 12400 12400 SABRE HOLDINGS CORP CL A 785905100 269 14859 14859 SAFECO CORP COM 786429100 7822 225623 225353 SAFENET INC COM 78645R107 2287 90200 74100 SAFEWAY INC COM NEW 786514208 30665 1312693 988632 SAGA COMMUNICATIONS INC - CL A CL A 786598102 106 5600 5600 ST JUDE MEDICAL INC COM 790849103 3768 94865 91665 ST MARY LAND & EXPLORATION COM 792228108 2635 105400 87500 ST PAUL COMPANIES COM 792860108 1124 32999 32269 SAKS INC COM 79377W108 2029 172800 171200 SAN PAOLO-IMI SPA ADR SPONSORED AD 799175104 209 16244 16244 SANDISK CORP COM 80004C101 5895 290400 247400 SANMINA- SCI CORP COM 800907107 10663 2374737 1522047 SANGSTAT MED CORP COM 801003104 412 36500 30200 SAP AG ADR SPONSORED AD 803054204 21 1100 1100 SARA LEE CORP COM 803111103 54203 2407958 2339998 SAUL CTRS INC COM 804395101 200 8400 8400 SAVVIS COMMUNICATIONS CORP COM 805423100 298 743903 743903 SAXON CAPITAL INC COM 80556P302 1301 104000 92000 SCANA CORP COM 80589M102 1836 59300 58500 SCANSOURCE INC COM 806037107 2268 46000 38600 SCHEIN HENRY INC COM 806407102 6469 143760 121350 SCHERING-PLOUGH CORPORATION COM 806605101 49474 2228579 2147198 SCHLUMBERGER LTD COM 806857108 142839 3393658 2889924 SCHULMAN (A) INC COM 808194104 127 6800 6800 SCHWAB (CHARLES) CORP COM 808513105 2362 217704 211404 SCHWEITZER-MAUDUIT INTL INC COM 808541106 777 31700 28300 SCIENTIFIC-ATLANTA INC COM 808655104 3375 284592 132192 SCIENTIFIC GAMES CORP-A CL A 80874P109 367 50600 50600 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 0 0 8298 0 300 0 58300 0 4800 0 0 0 30200 0 0 800 3130 0 424690 0 83977 0 600 0 135000 0 11900 0 1200 0 282800 0 25500 0 0 0 65200 0 5505 0 100 0 27500 0 1900 368271 34868 0 6964893 48852 2030969 0 337 0 72137 0 4900 0 0 0 10400 0 0 0 500 0 938222 0 18260 0 0 0 25540 0 15918 0 0 0 42070 0 0 212000 0 0 14530 0 212000 0 400 0 88900 0 9700 0 0 0 12400 0 0 0 0 0 2200 0 12659 0 0 0 175851 0 49772 0 300 0 59600 0 6000 311100 4588 0 793688 0 515732 0 0 0 4000 0 0 0 0 0 63010 0 16055 0 300 0 70300 0 6800 0 0 0 11700 0 20699 0 0 0 171200 0 0 0 0 0 14084 0 2160 0 800 0 205000 0 16200 764700 26190 0 1343540 33330 902567 0 100 0 24900 0 1900 0 0 0 1100 0 0 0 0 0 2046598 0 198860 0 0 0 8400 0 0 0 0 0 0 0 743903 0 200 0 70200 0 5600 0 0 0 58500 0 0 0 100 0 30700 0 3000 22310 0 0 116200 0 24060 0 7250 0 1691702 0 393976 316870 23000 0 2121775 42155 1113794 0 0 0 5100 0 0 0 0 0 72888 0 119716 0 100 0 21200 0 2100 0 0 0 96700 0 17192 0 0 0 37400 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE SCIOS INC COM 808905103 235 7200 7200 SCOTTISH POWER PLC ADR SPON ADR FIN 81013T705 632 27558 27558 SEACOAST FINL SERVICES CORP COM 81170Q106 314 15700 15700 SEALED AIR CORP COM 81211K100 1944 52128 51928 SEARS ROEBUCK & CO COM 812387108 35185 1469100 1426800 SELECTIVE INSURANCE GROUP COM 816300107 602 23906 23906 SEMTECH CORP COM 816850101 179 16400 16400 SEMPRA ENERGY COM 816851109 31450 1329828 1279828 SENIOR HSG PPTYS TR SH BEN INT 81721M109 31941 3010490 3005290 SENSIENT TECHNOLOGIES CORP COM 81725T100 1667 74200 73900 SERENA SOFTWARE INC COM 817492101 793 50200 44500 SEROLOGICALS CORP COM 817523103 2751 250100 214100 SERVICE CORP INTERNATIONAL COM 817565104 5717 1722000 1467700 SERVICEMASTER COMPANY COM 81760N109 3 300 300 SHARPER IMAGE CORP COM 820013100 30 1700 1700 SHELL TRANSPORT & TRADING CO A ADR NY SHS N 822703609 937 24072 24072 SHERWIN-WILLIAMS CO COM 824348106 43299 1532700 1484000 SHOE CARNIVAL INC COM 824889109 1373 98000 82900 SHOPKO STORES INC COM 824911101 4284 344100 294700 SHURGARD STORAGE CENTERS INC R COM 82567D104 15468 493550 466450 SICOR INC COM 825846108 709 44752 44752 SIEBEL SYSTEMS INC COM 826170102 31559 4264781 3765081 SIERRA HEALTH SERVICES COM 826322109 16 1300 1300 SIERRA PAC RES COM 826428104 78 12000 11600 SIGMA-ALDRICH COM 826552101 324 6661 6661 SILICON LABORATORIES COM 826919102 5695 298500 263200 SILGAN HOLDINGS INC COM 827048109 294 11900 11900 SILICON IMAGE INC COM 82705T102 971 161800 132900 SILICON VALLEY BANCSHARES COM 827064106 338 18500 18500 SIMON PROPERTY GROUP INC REIT COM 828806109 42672 1252481 1246281 SINCLAIR BROADCAST GROUP INC CL A 829226109 3677 316200 267500 SIX FLAGS INC COM 83001P109 24 4200 4200 SIZELER PPTY INVS INC COM 830137105 907 97600 82500 SKY FINL GROUP INC COM 83080P103 240 12044 12044 SKYWEST INC COM 830879102 308 23600 23400 SKYWORKS SOLUTIONS INC COM 83088M102 186 21600 21600 SMITH AO COM 831865209 5956 220500 189100 SMITH INTERNATIONAL INC COM 832110100 1158 35500 35500 JM SMUCKER CO COM NEW 832696405 6 141 29 SMURFIT-STONE CONTAINER CORP COM 832727101 30005 1949485 1892685 SNAP-ON INC COM 833034101 345 12264 12264 SOLA INTERNATIONAL INC COM 834092108 17 1300 1300 SOLECTRON CORP COM 834182107 11350 3197287 3081387 SOLUTIA INC COM 834376105 3030 834700 710600 SONIC AUTOMOTIVE INC CL A 83545G102 27 1800 1800 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 7200 0 0 0 0 0 24138 0 3420 0 0 0 11200 0 0 0 0 0 44500 0 7428 0 0 0 1288235 0 77165 0 0 0 23906 0 0 0 0 0 16400 0 0 0 0 0 1136100 0 72728 0 0 0 2998600 0 11890 0 0 0 73900 0 0 0 100 0 34500 0 2000 0 700 0 168800 0 14100 0 4700 0 1159000 0 98500 0 0 0 300 0 0 0 0 0 1700 0 0 0 0 0 21982 0 2090 0 0 0 1347500 0 74500 0 300 0 65400 0 6000 0 900 0 231300 0 18700 0 400 0 441700 0 13250 0 0 0 22052 0 22700 284170 28640 0 2739439 51570 1347092 0 0 0 1300 0 0 0 0 0 11600 0 0 0 0 0 300 0 6361 0 600 0 230900 0 13400 0 0 0 8500 0 0 0 500 0 108100 0 9500 0 0 0 18500 0 0 0 0 0 1220903 0 30778 0 1000 0 211100 0 20600 0 0 0 4200 0 0 0 300 0 65900 0 4800 0 0 0 12044 0 0 0 0 0 23400 0 0 0 0 0 21600 0 0 0 600 0 148700 0 12400 0 0 0 35500 0 0 112 0 0 141 0 0 0 0 0 1748465 0 97920 0 0 0 7100 0 5164 0 0 0 0 0 1300 0 0 0 2745700 0 237487 0 2300 0 563500 0 45600 0 0 0 1800 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE SONIC SOLUTIONS COM 835460106 291 58100 48000 SONICWALL INC COM 835470105 312 85900 85900 SONOCO PRODUCTS CO COM 835495102 3451 150500 149200 SONY CORPORATION ADR ADR NEW 835699307 621 15024 15024 SOUTHERN CO COM 842587107 3188 112304 109004 SOUTHERN PERU COPPER CORP COM 843611104 888 61700 50800 SOUTHERN UNION COMPANY COM 844030106 414 25100 25100 SOUTHTRUST CORP COM 844730101 1825 73449 72249 SOUTHWEST AIRLINES COM 844741108 15692 1128924 1095754 SOUTHWESTERN ENERGY COMPANY COM 845467109 266 23200 23200 SOVRAN SELF STORAGE INC REIT COM 84610H108 14146 498800 478800 SPANISH BROADCASTING SYS INC CL A 846425882 1971 273700 226100 SPARTAN MOTORS INC COM 846819100 80 7000 7000 SPECTRALINK CORP COM 847580107 673 93900 77700 SPINNAKER EXPL CO COM 84855W109 472 21400 21400 SPORTS AUTH INC COM 849176102 2573 367600 311400 SPRINT CORP (FON GROUP) COM FON GROU 852061100 38444 2654945 2572570 SPRINT CORP (PCS GROUP) PCS COM SER 852061506 1354 309244 296444 SS&C TECHNOLOGIES COM 85227Q100 839 78800 66600 STAGE STORES INC COM NEW 85254C305 888 42200 34900 STAMPS COM INC COM 852857101 73 15600 15600 STANCORP FINL GROUP INC COM 852891100 9877 202200 179200 STANDARD COML CORP COM 853258101 1160 64066 53266 STANDARD MICROSYSTEMS CORP COM 853626109 2451 125900 107000 STANDARD-PACIFIC CORP COM 85375C101 22 900 900 STANLEY WORKS COM 854616109 285 8231 8231 STAPLES INC COM 855030102 37124 2028653 1962153 STARBUCKS CORP COM 855244109 17637 865399 827379 STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 6058 255167 215627 STATE STREET CORP COM 857477103 147050 3770521 3211705 STATEN IS BANCORP INC COM 857550107 5524 274300 228000 STATOIL ASA ADR SPONSORED AD 85771P102 350 42344 42344 STEEL DYNAMICS INC COM 858119100 1175 97700 80400 STEEL TECHNOLOGIES INC COM 858147101 2242 132200 108800 STERICYCLE INC COM 858912108 84 2600 2600 STERIS CORP COM 859152100 1547 63800 63700 STERLING BANCORP NY COM 859158107 964 36620 31880 STERLING FINL CORP/SPOKANE COM 859319105 164 8700 8700 STEWART ENTERPRISES INC CL A 860370105 2536 455300 388600 STEWART INFORMATION SVCS CORP COM 860372101 2488 116300 99500 STILWELL FINANCIAL INC*OLD COM 860831106O 358 27384 27184 STONERIDGE INC COM 86183P102 1432 120300 102500 STORA ENSO OYJ ADR SPON ADR REP 86210M106 233 22300 22300 STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 2373 110800 109900 STRYKER CORP COM 863667101 4239 63155 50415 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 200 0 37400 0 5300 0 0 0 45400 0 22600 0 0 0 149200 0 0 0 0 0 13204 0 1820 0 0 0 39500 0 69504 0 200 0 40800 0 4200 0 0 0 18000 0 0 0 0 0 41460 0 30789 0 0 0 883083 0 150941 0 0 0 15200 0 2000 0 400 0 456400 0 6400 0 1000 0 182200 0 18500 0 0 0 5000 0 0 0 300 0 63000 0 6100 0 0 0 12300 0 9100 0 1000 0 246900 0 21800 0 0 0 2307175 0 185170 0 0 0 150400 0 90144 0 200 0 52700 0 5000 0 100 0 28600 0 2400 0 0 0 11500 0 0 0 400 0 152100 0 9000 0 0 0 43600 0 2366 0 300 0 84700 0 7200 0 0 0 900 0 0 0 0 0 400 0 7831 0 0 0 1770400 0 146053 38020 0 0 705500 0 154499 39540 0 0 192577 0 57190 356940 24660 0 2391143 45400 1208522 0 900 0 181700 0 19600 0 0 0 36664 0 5680 0 300 0 64300 0 6900 0 400 0 87200 0 9200 0 0 0 2600 0 0 0 0 0 62100 0 0 0 100 0 24720 0 1940 0 0 0 6300 0 0 0 1200 0 306400 0 25600 0 300 0 78000 0 6600 0 0 0 7400 0 19784 0 300 0 81300 0 6800 0 0 0 19200 0 3100 0 0 0 109900 0 0 12440 0 0 30070 0 30885
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE SUMMIT PPTYS INC COM 866239106 16143 906900 904800 SUN COMMUNITIES INC REIT COM 866674104 527 14400 14400 SUN LIFE FINANCIALS COM 866796105 469 27500 27500 SUN MICROSYSTEMS INC COM 866810104 3650 1173730 867830 SUNGARD DATA SYSTEMS INC COM 867363103 26512 1125297 1083001 SUNOCO INC COM 86764P109 224 6754 6754 SUNTRUST BANKS INC COM 867914103 51716 908576 888583 SUPERGEN INC COM 868059106 5 1500 1500 SUPERVALU INC COM 868536103 8034 486636 476736 SUREWEST COMMUNICATIONS COM 868733106 1827 49100 41200 SUSQUEHANNA BANCSHARES INC PA COM 869099101 3172 152200 125200 SYKES ENTERPRISES INC COM 871237103 573 174700 144100 SYLVAN LEARNING SYSTEMS INC COM 871399101 3328 202900 167700 SYMANTEC CORP COM 871503108 10238 252720 183020 SYMBOL TECHNOLOGIES INC COM 871508107 256 31157 30657 SYNOPSYS INC COM 871607107 988 21400 21400 SYNGENTA AG- ADR SPONSORED AD 87160A100 342 29708 29708 SYNOVUS FINANCIAL CORP COM 87161C105 865 44604 44604 SYSCO CORP COM 871829107 4435 148875 144775 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 17 2000 2000 TBC CORP COM 872180104 1052 87600 74600 TCF FINANCIAL CORP COM 872275102 122 2800 2800 TC PIPELINES LP UT COM LTD P 87233Q108 16 600 600 TDK CORP ADR AMERN DEP SH 872351408 305 7765 7765 TECO ENERGY INC COM 872375100 995 64294 64294 TJX COMPANIES INC COM 872540109 4202 215266 207666 TMP WORLDWIDE INC COM 872941109 112 9883 9883 TXU CORPORATION COM 873168108 7347 393314 379514 TALBOTS INC COM 874161102 2447 88870 88870 TALK AMERICA HOLDINGS INC COM NEW 87426R202 54 9600 9600 TALX CORP COM 874918105 216 16700 16700 TANGER FACTORY OUTLET CTRS INC COM 875465106 11830 381598 381598 TANOX INC COM 87588Q109 1918 211900 180100 TARGET CORPORATION COM 8.76E+110 201931 6731021 5824592 TAUBMAN CENTERS INC REIT COM 876664103 1587 97800 97800 TECH DATA CORP COM 878237106 1325 49140 48940 TECHNE CORP COM 878377100 7448 260700 220200 TECUMSEH PRODUCTS CO CL A 878895200 3945 89400 77000 TEKELEC COM 879101103 3798 363400 305800 TEKTRONIX INC COM 879131100 168 9218 9018 TELECOM ITALIA SPA ADR SPON ADR ORD 87927W106 308 4049 4049 TELEFONICA SA ADR SPONSORED AD 879382208 23 864 864 TELEFONOS DE MEXICO SA ADR SPON ADR ORD 879403780 450 14068 14068 TELEPHONE & DATA SYS INC COM 879433100 7735 164500 158700 TELIK INC COM 87959M109 859 73700 60900 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 903200 0 3700 0 0 0 14400 0 0 0 0 0 27500 0 0 275000 0 0 487580 0 554150 0 4850 0 876893 0 199893 0 0 0 0 0 6754 0 2920 0 755774 0 115179 0 0 0 1500 0 0 0 0 0 430100 0 34436 0 100 0 32800 0 3000 0 500 0 100600 0 10300 0 600 0 117300 0 10700 0 600 0 134700 0 14300 69600 0 0 172230 0 70390 0 0 0 10200 0 20457 0 0 0 21400 0 0 0 0 0 25863 0 3845 0 0 0 0 0 44604 0 0 0 72300 0 58875 0 0 0 2000 0 0 0 200 0 58700 0 5000 0 0 0 2800 0 0 0 0 0 600 0 0 0 0 0 6730 0 1035 0 0 0 45510 0 18784 0 0 0 127400 0 47766 0 0 0 0 0 9883 0 0 0 304933 0 34781 0 0 0 81400 0 7470 0 0 0 6900 0 0 0 0 0 12000 0 0 0 0 0 378898 0 0 0 600 0 126600 0 34800 539350 44180 0 4343488 71550 2042434 0 0 0 97800 0 0 0 0 0 47400 0 1540 0 700 0 177400 0 15300 0 200 0 61600 0 4800 0 1100 0 252700 0 22700 0 0 0 1300 0 7718 0 0 0 3599 0 450 0 0 0 864 0 0 0 0 0 12293 0 1775 0 0 0 147700 0 7900 0 200 0 49000 0 5000
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE TELLABS INC COM 879664100 1368 188205 41005 TEMPLE-INLAND INC COM 879868107 213 4746 4746 TENET HEALTHCARE CORPORATION COM 88033G100 76331 4654333 3969339 TENNECO AUTOMOTIVE INC COM 880349105 2073 513000 435800 TERADYNE INC COM 880770102 995 76471 76471 TEVA PHARMACEUTICAL INDS LTD A ADR 881624209 2162 56000 56000 TETRA TECHNOLOGIES INC DEL COM 88162F105 985 46100 38400 TEXAS INSTRUMENTS INC COM 882508104 18097 1205635 1171135 TEXTRON INC COM 883203101 19915 463257 444657 THERAGENICS CORP COM 883375107 912 226400 188300 THERMO ELECTRON CORP COM 883556102 292 14508 14508 THOMAS & BETTS CORP COM 884315102 1453 85959 71659 THOMAS INDUSTRIES COM 884425109 1331 51070 51070 THREE-FIVE SYSTEMS INC COM 88554L108 1420 220200 182900 3M CO COM 88579Y101 77433 628002 612432 TIBCO SOFTWARE INC COM 88632Q103 139 22510 22510 TIER TECHNOLOGIES INC CL B CL B 88650Q100 478 29860 29860 TIFFANY & CO COM 886547108 911 38094 38094 TIME WARNER TELECOM INC CL A CL A 887319101 1236 585600 0 TIMKEN CO COM 887389104 40 2100 2100 TOLL BROTHERS INC COM 889478103 489 24200 24200 TORCHMARK CORP COM 891027104 10968 300247 285947 TORO CO COM 891092108 10128 158500 132700 TORONTO-DOMINION BANK COM NEW 891160509 598 27600 27600 TOTAL FINA ELF SA ADR SPONSORED AD 8.92E+113 837 11708 11708 TOWN & CTRY TR SH BEN INT 892081100 4452 211000 211000 TOYOTA MOTOR CORPORATION ADR SP ADR REP2C 892331307 318 5994 5994 TOYS 'R US INC COM 892335100 222 22195 21995 TRACTOR SUPPLY COMPANY COM 892356106 323 8600 8600 TRANSACTION SYS ARCHITECTS CL A 893416107 1434 220600 185700 TRANSGENOMIC INC COM 89365K206 5133 2292426 2292426 TRANSKARYOTIC THERAPIES INC COM 893735100 9 900 900 TRAVELERS PROPERTY CASUALTY A CL A 89420G109 9782 667731 643420 TRAVELERS PROPERTY CASUALTY CL CL B 89420G406 9559 652479 577682 TRIAD HOSPITALS INC COM 89579K109 582 19500 19500 TRIAD GUARANTY INC COM 895925105 1887 51200 43500 TRIBUNE CO COM 896047107 2598 57142 54942 TRIMERIS INC COM 896263100 220 5100 5100 TRITON PCS HLDGS INC CL A 89677M106 385 98000 80400 TRIZEC PROPERTIES INC COM 89687P107 791 84200 84200 TRUSTMARK CORP COM 898402102 1985 83400 70900 TUESDAY MORNING CORP COM NEW 899035505 484 28300 28300 TULARIK INC COM 899165104 1957 262300 215800 TUPPERWARE CORP COM 899896104 78 5159 5159 TYCO INTERNATIONAL LTD COM 902124106 13214 773658 741058 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 146800 0 0 4450 0 183355 0 0 0 0 0 4746 421430 32180 0 2906770 56875 1494654 0 1400 0 344700 0 30300 0 0 0 57670 0 18801 0 0 0 0 0 56000 0 100 0 30900 0 3400 0 0 0 885850 0 173585 0 0 0 377023 0 38134 0 700 0 150200 0 14700 0 0 0 0 0 14508 0 300 0 53200 0 10859 0 0 0 51070 0 0 0 700 0 146000 0 14600 100 0 0 517778 0 64424 0 0 0 22510 0 0 0 0 0 29860 0 0 0 0 0 0 0 38094 0 0 0 0 0 0 0 0 0 2100 0 0 0 0 0 24200 0 0 0 0 0 240500 0 24547 0 500 0 105400 0 9800 0 0 0 27600 0 0 0 0 0 10313 0 1395 0 0 0 211000 0 0 0 0 0 5204 0 790 0 0 0 3100 0 18895 0 0 0 6200 0 0 0 600 0 147900 0 13400 0 0 0 0 0 2292426 0 0 0 900 0 0 23506 0 0 525932 0 141798 48295 0 0 408126 0 159353 0 0 0 19500 0 0 0 100 0 34400 0 2800 0 0 0 23400 0 27142 0 0 0 5100 0 0 0 300 0 65500 0 5500 0 0 0 84200 0 0 0 200 0 56400 0 4800 0 0 0 17100 0 11200 0 900 0 173200 0 18100 0 0 0 0 0 5159 0 0 0 439235 0 188923
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE TYLER TECHNOLOGIES INC COM 902252105 71 17100 17100 TYSON FOODS INC CL A 902494103 490 43700 43100 UGI CORP COM 902681105 8446 225900 191400 UMB FINANCIAL CORP COM 902788108 2074 54200 44600 UST INC COM 902911106 6433 192422 185812 U S RESTAURANT PPTYS INC COM 902971100 283 20100 20100 US BANCORP COM NEW 902973304 18074 851730 803020 USA INTERACTIVE COM 902984103 337 14700 14500 USG CORP COM NEW 903293405 2823 334100 284500 USEC INC COM 9.03E+112 24 4000 4000 US ONCOLOGY INC COM 90338W103 2884 332600 287500 ULTRATECH STEPPER INC COM 904034105 2275 231200 191600 UNIFI INC COM 904677101 88 16700 16700 UNIFIRST CORP/MA COM 904708104 836 41400 35300 UNILEVER NV ADR N Y SHS NEW 904784709 389 6300 6300 UNION PACIFIC CORP COM 907818108 86311 1441641 1401792 UNION PLANTERS CORP COM 908068109 12820 455579 438079 UNIONBANCAL CORP COM 908906100 243 6200 6100 UNISYS CORPORATION COM 909214108 2569 259489 259389 UNITED DOMINION REALTY TR INC COM 910197102 28207 1724170 1719670 UNITED NAT FOODS INC COM 911163103 504 19900 19900 UNITED ONLINE INC COM 911268100 2104 132000 109900 UNITED PARCEL SERVICE INC CL B 911312106 18954 300470 287670 UNITED RENTALS INC COM 911363109 193 17900 17900 US CELLULAR CORP COM 911684108 943 37700 37200 U S INDS INC COM 912080108 1002 381000 321700 UNITED STATES STEEL CORP COM 912909108 756 57612 57012 UNITED TECHNOLOGIES CORP COM 913017109 85128 1374363 1330825 UNITEDHEALTH GROUP INCORPORATE COM 91324P102 75594 905312 886512 UNITRIN INC COM 913275103 281 9600 9600 UNIVERSAL CORP-VA COM 913456109 2469 66800 55200 UNIVERSAL DISPLAY CORP COM 91347P105 98 12400 12400 UNIVERSAL FST PRODS INC COM 913543104 2089 98000 83400 UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 9.14E+109 168 6400 6400 UNIVISION COMMUNICATIONS INC CL A 914906102 5043 205856 156776 UNOCAL CORP COM 915289102 4037 132022 125922 UNOVA INC COM 91529B106 1523 253900 216600 UNUMPROVIDENT CORP COM 91529Y106 10006 570492 552192 URBAN OUTFITTERS INC COM 917047102 61 2600 2600 URSTADT BIDDLE CLASS A CL A 917286205 3385 305500 305500 UTSTARCOM INC COM 918076100 13780 694900 671000 VF CORPORATION COM 918204108 31377 870381 843281 VALASSIS COMMUNICATIONS INC COM 918866104 795 27000 27000 VALLEY NATL BANCORP COM 919794107 1708 64789 64789 VALMONT INDUSTRIES COM 920253101 945 48700 42000 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 12900 0 0 0 0 0 40700 0 2400 0 600 0 151000 0 13100 0 200 0 36000 0 3600 0 0 0 140754 0 45268 0 0 0 14400 0 0 17010 0 0 534420 0 182210 0 0 0 14500 0 0 0 900 0 224500 0 19500 0 0 0 0 0 4000 0 800 0 225700 0 17200 0 700 0 153500 0 14600 0 0 0 13600 0 3100 0 100 0 27800 0 2300 0 0 0 5560 0 740 0 3500 0 1218395 0 150022 0 0 0 386000 0 41479 0 0 0 1000 0 5100 0 0 0 226300 0 33089 0 0 0 1712600 0 11570 0 0 0 19900 0 0 0 400 0 87700 0 8600 0 0 0 135800 0 100470 0 0 0 17900 0 0 0 0 0 37200 0 0 0 1100 0 259000 0 17700 0 0 0 45100 0 11912 0 3800 0 1146924 0 154701 0 0 0 794100 0 56412 0 0 0 9600 0 0 0 0 0 45500 0 2400 0 0 0 8900 0 0 0 300 0 65900 0 5700 0 0 0 6400 0 0 46380 0 0 116900 0 67056 0 0 0 77300 0 25922 0 700 0 170600 0 15200 0 0 0 445954 0 94038 0 0 0 1800 0 800 0 0 0 300800 0 0 0 0 0 619600 0 35600 0 0 0 768700 0 43781 0 0 0 27000 0 0 0 0 0 59355 0 5434 0 100 0 32900 0 2700
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE VARCO INTERNATIONAL INC COM 922122106 209 12000 12000 VARIAN INC COM 922206107 2645 92200 80600 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 506 21300 21300 VARIAN MEDICAL SYSTEMS INC COM 92220P105 412 8300 8300 VENTAS INC COM 92276F100 20974 1831800 1827500 VENTANA MED SYS INC COM 92276H106 950 41200 33900 VERITAS SOFTWARE CORP COM 923436109 2256 144419 139319 VERIZON COMMUNICATIONS COM 92343V104 87889 2268094 2208029 VERSICOR INC COM 925314106 13 1200 1200 VIACOM INC CL B CL B 925524308 46402 1138425 1104999 VIAD CORP COM 92552R109 1477 66100 65800 VINTAGE PETE INC COM 927460105 5838 553400 471500 VIRAGE LOGIC CORP COM 92763R104 1089 108600 89600 VISHAY INTERTECHNOLOGY INC COM 928298108 979 87600 86500 VISTEON CORP COM 92839U107 90 12991 12991 VITALWORKS INC COM 928483106 1491 387300 319200 VITESSE SEMICONDUCTOR CORP COM 928497106 1282 586910 40610 VIVUS INC COM 928551100 585 156900 129400 VODAFONE GROUP PLC ADR SPONSORED AD 92857W100 1 38 38 VOLT INFO SCIENCES INC COM 928703107 111 6500 6500 VOLVO AB ADR ADR B 928856400 213 12900 12900 VORNADO REALTY TRUST REIT SH BEN INT 929042109 26102 701674 662004 VULCAN MATERIALS CO COM 929160109 503 13422 13222 W HOLDING COMPANY INC COM 929251106 2854 173920 112100 WSFS FINL CORP COM 929328102 1639 49700 42000 WABASH NATL CORP COM 929566107 15 1800 1800 WACHOVIA CORP COM 929903102 21838 599299 585499 WAL-MART STORES INC COM 931142103 490253 9706058 8618411 WALGREEN CO COM 931422109 166741 5712264 4859461 WALTER INDS INC COM 93317Q105 2895 267300 227300 WASHINGTON FEDERAL INC COM 938824109 900 36200 31400 WASHINGTON MUTUAL INC COM 939322103 32093 929424 903324 WASHINGTON REAL ESTATE INV SH BEN INT 939653101 1023 40100 40100 WASTE CONNECTIONS INC COM 941053100 414 10720 10720 WASTE MANAGEMENT INC COM 94106L109 13035 568697 563597 WATERS CORP COM 941848103 581 26658 26658 WATSCO INC COM 942622200 1381 84300 71200 WATSON PHARMACEUTICALS INC COM 942683103 4341 153556 147356 WATTS INDUSTRIES INC CL A 942749102 343 21800 21800 WEBEX COMMUNICATIONS INC COM 94767L109 1115 74300 61200 WEBSENSE INC COM 947684106 4059 190000 158300 WEBMD CORPORATION COM 94769M105 967 113100 112500 WEIGHT WATCHERS INTERNATIONAL, COM 948626106 3954 86010 57700 WEINGARTEN REALTY INVESTORS RE SH BEN INT 948741103 1806 49000 49000 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 12000 0 0 0 200 0 62200 0 4500 0 0 0 12500 0 7500 0 0 0 8300 0 0 0 0 0 1824000 0 7800 0 100 0 27200 0 2800 0 0 0 78500 0 41119 0 1525 0 1667020 0 395384 0 0 0 0 0 1200 426 0 0 812050 0 197275 0 0 0 65800 0 0 0 1500 0 372900 0 31100 0 300 0 72400 0 7100 0 0 0 86500 0 0 0 0 0 1423 0 11568 0 1200 0 257400 0 25700 546300 0 0 40610 0 546300 0 500 0 104400 0 10400 0 0 0 38 0 0 0 0 0 4700 0 0 0 0 0 11400 0 1500 36770 0 0 651314 0 44960 0 0 0 4240 0 8982 61820 0 0 103000 0 61820 0 100 0 33400 0 3000 0 0 0 0 0 1800 0 0 0 425925 0 124374 628500 46780 0 6395875 85710 2658766 561000 34620 0 3624038 63180 1820743 0 700 0 179700 0 15300 0 100 0 24000 0 2300 0 0 0 741690 0 107334 0 0 0 40100 0 0 0 0 0 10720 0 0 0 0 0 420066 0 127731 0 0 0 15200 0 11458 0 200 0 56700 0 5000 0 0 0 123000 0 17356 0 0 0 16200 0 0 0 200 0 49600 0 4700 0 600 0 128700 0 12800 0 0 0 112500 0 0 28310 0 0 48300 0 33410 0 0 0 49000 0 0
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE WELLCHOICE INC COM 949475107 3332 139110 89800 WELLMAN INC COM 949702104 554 41100 41100 WELLPOINT HEALTH NETWORKS COM 94973H108 16260 228498 219098 WELLS FARGO & COMPANY COM 949746101 83333 1777967 1739667 WELLSFORD REAL PPTYS INC COM NEW 950240200 66 4200 4200 WENDY'S INTERNATIONAL INC COM 950590109 277 10236 10236 WESTAMERICA BANCORPORATION COM 957090103 6618 164700 142200 WESTAR ENERGY INC COM 95709T100 7009 708000 611400 WESTERN DIGITAL CORP COM 958102105 612 95700 79000 WESTERN WIRELESS CL A 9.60E+208 2128 401600 338700 WESTWOOD ONE INC COM 961815107 594 15900 15900 WEYERHAEUSER CO COM 962166104 111181 2259323 1902792 WHIRLPOOL CORP COM 963320106 2707 51844 51444 WHITE ELECTRONIC DESIGNS COM 963801105 145 18900 18900 WHITEHALL JEWELLERS INC COM 965063100 1187 124900 105400 WHOLE FOODS MKT INC COM 966837106 3595 68180 68180 WILLIAMS COS INC COM 969457100 162 59841 58241 WILLIAMS ENERGY PARTNERS LP COM UNIT RP 969491109 62 1900 1900 WILLIAMS SONOMA INC COM 969904101 2043 75262 75162 WILSON GREATBATCH TECHNOLOGY COM 972232102 207 7100 7100 WINN-DIXIE STORES INC COM 974280109 910 59542 58742 WINSTON HOTELS INC COM 97563A102 2680 343600 325700 WIRELESS FACILITIES INC COM 97653A103 11 1900 1900 WISCONSIN ENERGY CORP COM 976657106 3140 124600 123700 WOODWARD GOVERNOR CO COM 980745103 3363 77300 65200 WORLD FUEL SERVICES CORP COM 981475106 1486 72500 60200 WORLD WRESTLING ENTERTAINMENT CL A 98156Q108 960 119277 100700 WORTHINGTON INDUSTRIES COM 981811102 4762 312475 268075 WRIGLEY (WM) JR CO COM 982526105 143753 2619414 2291224 WYETH COM 983024100 208399 5572162 4906777 XTO ENERGY INC COM 98385X106 1604 64925 64625 XCEL ENERGY INC COM 98389B100 451 40976 40276 XILINX INC COM 983919101 13597 660034 653474 XEROX CORP COM 984121103 6502 807640 772440 YAHOO INC COM 984332106 19539 1195027 1158527 YELLOW CORP COM 985509108 297 11800 11800 YORK INTERNATIONAL CORP COM 986670107 6022 235500 199900 YOUNG BROADCASTING INC CL A CL A 987434107 1725 131000 111100 YUM! BRANDS INC COM 988498101 5133 211933 165883 ZALE CORP COM 988858106 29 900 900 ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 206 3600 3600 ZIMMER HOLDINGS INC COM 98956P102 2916 70240 68040 ZIONS BANCORPORATION COM 989701107 2342 59526 59526 ZORAN CORP COM 98975F101 3862 274500 235200 ZOLL MEDICAL CORP COM 989922109 3310 92800 76400 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 49310 0 0 82600 0 49310 0 0 0 29800 0 1300 0 0 0 169800 0 41698 0 0 0 1361993 0 281074 0 0 0 3100 0 0 0 0 0 0 0 10236 0 400 0 116400 0 8600 0 1800 0 482600 0 40600 0 300 0 64300 0 5600 0 1100 0 269800 0 23300 0 0 0 15900 0 0 222420 16570 0 1383840 30345 761927 0 0 0 42990 0 8454 0 0 0 13600 0 0 0 400 0 83900 0 7500 0 0 0 42380 0 25800 0 0 0 12400 0 45841 0 0 0 1900 0 0 0 0 0 75162 0 0 0 0 0 7100 0 0 0 0 0 46300 0 12442 0 300 0 305100 0 5900 0 0 0 1900 0 0 0 0 0 123700 0 0 0 0 0 52900 0 2600 0 200 0 47800 0 5000 0 277 0 80177 0 7000 0 800 0 205700 0 24975 192542 16380 0 1710827 29850 788179 372040 35440 0 3646098 55270 1631759 0 0 0 46100 0 18525 0 0 0 4900 0 35376 460 0 0 510441 0 117093 0 0 0 644900 0 110440 0 0 0 1009100 0 96327 0 0 0 11800 0 0 0 600 0 159000 0 13400 0 400 0 88100 0 7700 43050 0 0 119400 0 74033 0 0 0 900 0 0 0 0 0 3600 0 0 0 0 0 41500 0 17540 0 0 0 32720 0 26806 0 700 0 151400 0 62100 0 300 0 61200 0 6400
SECURITY TITLE OF MKT VAL DISC DESCRIPTION CLASS CUSIP 000's QTY SOLE DEUTSCHE BANK AG ORD D18190898 344 7575 7575 ACE LTD ORD G0070K103 26714 910500 900194 AMDOCS LTD ORD G02602103 107 10900 10900 COOPER INDUSTRIES INC CL A G24182100 297 8150 8150 FRESH DEL MONTE PRODUCE INC ORD G36738105 113 6000 6000 INGERSOLL-RAND CO CL A CL A G4776G101 235042 5458485 4660380 NABORS INDS LTD SHS G6359F103 1722 48822 48822 NOBLE CORP SHS G65422100 2519 71668 50278 RENAISSANCERE HOLDINGS LTD COM G7496G103 190 4800 4800 UTI WORLDWIDE INC ORD G87210103 2593 98770 63500 TRANSOCEAN INC ORD G90078109 5535 238561 229161 XL CAPITAL LIMITED CL A CL A G98255105 13985 181038 168608 ALCON INC COM SHS H01301102 556 14100 14100 MILLICOM INTL CELLULAR SA ORD L6388F102 0 96 96 PRECISE SOFTWARE ORD M41450103 3174 192260 123300 VERISITY LTD ORD M97385112 38 2000 2000 FLEXTRONICS INTL LTD ORD Y2573F102 11285 1377952 1309497 -------- --------- --------- 23675266 843718743 765251955 DISC DISC MNGR VOTING VOTING VOTING SHARED OTHER SOLE SHARED NONE 0 0 0 6655 0 920 0 4392 0 730867 0 177289 0 0 0 0 0 10900 0 0 0 0 0 8150 0 0 0 6000 0 0 489270 37780 0 3415259 68740 1773221 0 0 0 35940 0 12882 21390 0 0 35500 0 33268 0 0 0 4800 0 0 35270 0 0 58700 0 35270 0 0 0 172609 0 48652 12270 0 0 131921 0 47417 0 0 0 9800 0 4300 0 0 0 0 96 0 68960 0 0 113900 0 68960 0 0 0 2000 0 0 68180 0 0 1149557 0 219120 -------- ------- --------- ------- --------- 33420683 2677456 608725196 3832054 168236996