13F-HR/A 1 f13a-0304.txt AMENDED HOLDINGS REPORT FOR 1ST QTR. 2004 - BSAM ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13f Cover Page Report for the Calendar Quarter Ended 03/31/2004 If amended report check here: |X| Amendment Number: 1 This Amendment (Check only one): |X] is a restatement |_| adds new holding entries. Bear Stearns Asset Management Inc. -------------------------------------------------------------------------------- Name of Institutional Investment Manager 383 Madison Avenue, New York, N.Y. 10179 -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-4205 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Joyce Messaris VP (800) 436-4148 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Joyce Messaris ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York: 05/18/2004 ------------------------------------------ (Place and Date of Signing) Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 818 Form 13F Information Table Value Total: $9,126,424 (thousands) List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: 13F File No.: Name: ------------- --------------------- ------------- --------------------- 1. 28-2633 Marvin & Palmer Assoc. 6. ------------- --------------------- ------------- --------------------- 2. 7. ------------- --------------------- ------------- --------------------- 3. 8. ------------- --------------------- ------------- --------------------- 4. 9. ------------- --------------------- ------------- --------------------- 5. 10. ------------- --------------------- ------------- --------------------- FORM 13F INFORMATION TABLE
------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ------ -------------- ------ ------ ------------------- ---------- -------- ----------------------- VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ Name Of Issuer Title Of ClassCusip Value(k) SH/P AMT S/P P/C INV DSC Managers 7-ELEVEN INC COMMON 817826209 401 26481 SH SOLE A T & T CORP COMMON 001957505 9883 505054 SH SOLE AAR CORP COMMON 000361105 2276 185307 SH SOLE ABBOTT LABORATORIES COMMON 002824100 91766 2232720 SH SOLE ABGENIX INC COMMON 00339B107 936 70400 SH SOLE ACE CASH EXPRESS INC COMMON 004403101 1674 55521 SH SOLE ACETO CORP COMMON 004446100 560 35665 SH SOLE ADAPTEC INC COMMON 00651F108 1328 151500 SH SOLE ADMINISTAFF INC COMMON 007094105 5805 333055 SH SOLE ADOBE SYSTEMS INC COMMON 00724F101 30831 781926 SH SOLE ADOLOR CORPORATION COMMON 00724X102 722 48000 SH SOLE ADVANCED MICRO DEVICES COMMON 007903107 18863 1162275 SH SOLE ADVANCEPCS COMMON 00790K109 1426 20470 SH SOLE ADVO INC COMMON 007585102 961 29850 SH SOLE AEROFLEX INC COMMON 007768104 8029 596500 SH SOLE AES CORP COMMON 00130H105 1179 138204 SH SOLE AETNA INC-NEW COMMON 00817Y108 1410 15724 SH SOLE AFFILIATED COMPUTER SVCS-A COMMON 008190100 4090 78805 SH SOLE AFFILIATED MANAGERS GROUP COMMON 008252108 1105 20250 SH SOLE AFLAC INC COMMON 001055102 1122 27946 SH SOLE AGERE SYSTEMS INC-CL A COMMON 00845V100 17311 5392700 SH SOLE AGILENT TECHNOLOGIES INC COMMON 00846U101 362 11415 SH SOLE AGRIUM INC COMMON 008916108 2759 187700 SH SOLE AIR PRODUCTS & CHEMICALS INC COMMON 009158106 7017 140000 SH SOLE AIRTRAN HOLDINGS INC COMMON 00949P108 401 33759 SH SOLE ALAMOSA HOLDINGS INC COMMON 011589108 2012 344593 SH SOLE ALARIS MEDICAL SYSTEMS INC COMMON 011637105 402 21560 SH SOLE ALBERTO-CULVER CO COMMON 013068101 307 6997 SH SOLE ALBERTSON'S INC COMMON 013104104 9268 418445 SH SOLE ALDERWOODS GROUP INC COMMON 014383103 1766 169825 SH SOLE ALLERGAN INC COMMON 018490102 396 4704 SH SOLE ALLIANCE IMAGING INC COMMON 018606202 284 72802 SH SOLE ALLMERICA FINANCIAL CORP COMMON 019754100 9431 272958 SH SOLE ALLSTATE CORP COMMON 020002101 138655 3050052 SH SOLE ALLSTREAM INC-CL B LTD VOTIN COMMON 02004C204 1298 23100 SH SOLE ALLTEL CORP COMMON 020039103 20118 403230 SH SOLE ALTERA CORPORATION COMMON 021441100 3908 191144 SH SOLE ALTRIA GROUP INC COMMON 02209S103 118890 2183483 SH SOLE AMBAC FINANCIAL GROUP INC COMMON 023139108 32559 441300 SH SOLE AMCOL INTERNATIONAL CORP COMMON 02341W103 4027 230795 SH SOLE AMDOCS LTD COMMON G02602103 1310 47174 SH SOLE AMERADA HESS CORP COMMON 023551104 487 7461 SH SOLE AMERCO INC COMMON 023586100 2723 115148 SH SOLE AMERICA SERVICE GROUP INC COMMON 02364L109 3677 107200 SH SOLE AMERICA WEST HOLDINGS CORP-B COMMON 023657208 30773 3229096 SH SOLE AMERICAN EAGLE OUTFITTERS COMMON 02553E106 755 28000 SH SOLE AMERICAN EQUITY INVT LIFE HL COMMON 025676206 1225 95325 SH SOLE AMERICAN EXPRESS COMPANY COMMON 025816109 138518 2671495 SH SOLE AMERICAN FINANCIAL GROUP INC COMMON 025932104 1629 54645 SH SOLE AMERICAN HEALTHWAYS INC COMMON 02649V104 481 19684 SH SOLE AMERICAN INTERNATIONAL GROUP COMMON 026874107 135626 1900854 SH SOLE AMERICAN MANAGEMENT SYSTEMS COMMON 027352103 290 15074 SH SOLE AMERICAN POWER CONVERSION COMMON 029066107 2884 125314 SH SOLE AMERICAN STANDARD COMPANIES COMMON 029712106 32603 286619 SH SOLE AMERICAN TOWER CORP-CL A COMMON 029912201 518 45605 SH SOLE AMERIGROUP CORPORATION COMMON 03073T102 1261 27600 SH SOLE AMERISOURCEBERGEN CORP COMMON 03073E105 2639 48282 SH SOLE AMERITRADE HOLDING CORP COMMON 03074K100 2162 140411 SH SOLE AMGEN INC COMMON 031162100 36488 627259 SH SOLE AMKOR TECHNOLOGY INC COMMON 031652100 706 48298 SH SOLE AMR CORP/DEL COMMON 001765106 201 15757 SH SOLE AMSOUTH BANCORPORATION COMMON 032165102 4654 197977 SH SOLE ANADARKO PETROLEUM CORP COMMON 032511107 106295 2049650 SH SOLE ANALOG DEVICES COMMON 032654105 30439 634007 SH SOLE ANDREW CORP COMMON 034425108 1257 71800 SH SOLE ANDRX GROUP COMMON 034553107 1146 42146 SH SOLE ANGLOGOLD ASHANTI LIMITED-SPON COMMON 035128206 2841 67200 SH SOLE ANHEUSER-BUSCH COS INC COMMON 035229103 5681 111400 SH SOLE ANIXTER INTERNATIONAL INC COMMON 035290105 2650 93821 SH SOLE ANNTAYLOR STORES CORP COMMON 036115103 1352 31600 SH SOLE APACHE CORP COMMON 037411105 35432 820754 SH SOLE APOGENT TECHNOLOGIES INC COMMON 03760A101 2384 77700 SH SOLE APOLLO GROUP INC-CL A COMMON 037604105 4880 56674 SH SOLE APPLE COMPUTER INC COMMON 037833100 508 18811 SH SOLE APPLIED INDUSTRIAL TECH INC COMMON 03820C105 1275 56100 SH SOLE APPLIED MATERIALS INC COMMON 038222105 2991 139908 SH SOLE ARCH CAPITAL GROUP LTD COMMON G0450A105 1250 29691 SH SOLE ARCHER-DANIELS-MIDLAND CO COMMON 039483102 345 20467 SH SOLE ARCTIC CAT INC COMMON 039670104 630 24700 SH SOLE ARMOR HOLDINGS INC COMMON 042260109 1214 36699 SH SOLE ARROW ELECTRONICS INC COMMON 042735100 777 30546 SH SOLE ARTESYN TECHNOLOGIES INC COMMON 043127109 1658 174198 SH SOLE ARTHROCARE CORP COMMON 043136100 242 10446 SH SOLE ARVINMERITOR INC COMMON 043353101 1596 80485 SH SOLE ASBURY AUTOMOTIVE GROUP COMMON 043436104 1230 71040 SH SOLE ASPECT COMMUNICATIONS CORP COMMON 04523Q102 621 39597 SH SOLE ASSURANT INC COMMON 04621X108 1212 48200 SH SOLE ATARI INC COMMON 04651M105 140 40996 SH SOLE ATMEL CORP COMMON 049513104 1278 196701 SH SOLE ATMOS ENERGY CORP COMMON 049560105 1143 44700 SH SOLE AUDIOVOX CORP -CL A COMMON 050757103 1274 63700 SH SOLE AUTOMATIC DATA PROCESSING COMMON 053015103 3999 95210 SH SOLE AUTONATION INC COMMON 05329W102 8071 473417 SH SOLE AUTOZONE INC COMMON 053332102 41285 480219 SH SOLE AVAYA INC COMMON 053499109 2827 177974 SH SOLE AVID TECHNOLOGY INC COMMON 05367P100 711 15404 SH SOLE AVISTA CORP COMMON 05379B107 1230 65000 SH SOLE AVON PRODUCTS INC COMMON 054303102 202 2654 SH SOLE BALL CORP COMMON 058498106 22971 338906 SH SOLE BANCO ITAU HOLDING FIN-ADR COMMON 059602201 1013 21666 SH SOLE BANK OF AMERICA CORP COMMON 060505104 278306 3436719 SH SOLE BANK OF NEW YORK CO INC COMMON 064057102 208 6592 SH SOLE BANK ONE CORP COMMON 06423A103 7286 133626 SH SOLE BANKATLANTIC BANCORP INC-A COMMON 065908501 1408 83000 SH SOLE BANKRATE INC COMMON 06646V108 4081 205000 SH SOLE BARNES & NOBLE INC COMMON 067774109 1598 49005 SH SOLE BB&T CORPORATION COMMON 054937107 446 12653 SH SOLE BBVA BANCO FRANCES SA-ADR COMMON 07329M100 3691 405600 SH SOLE BEA SYSTEMS INC COMMON 073325102 657 51475 SH SOLE BED BATH & BEYOND INC COMMON 075896100 3169 75903 SH SOLE BELLSOUTH CORP COMMON 079860102 82988 2997041 SH SOLE BENCHMARK ELECTRONICS INC COMMON 08160H101 1742 55351 SH SOLE BEST BUY COMPANY INC COMMON 086516101 38864 751417 SH SOLE BEVERLY ENTERPRISES INC COMMON 087851309 6176 965045 SH SOLE BHP BILLITON LTD-SPON ADR COMMON 088606108 3536 188282 SH SOLE BIOGEN IDEC INC COMMON 09062X103 733 13197 SH SOLE BJ'S WHOLESALE CLUB INC COMMON 05548J106 1212 47623 SH SOLE BLACK & DECKER CORP COMMON 091797100 35229 618700 SH SOLE BLOCK H & R INC COMMON 093671105 231 4508 SH SOLE BLUEGREEN CORP COMMON 096231105 1381 106571 SH SOLE BMC SOFTWARE INC COMMON 055921100 398 20327 SH SOLE BOISE CASCADE CORP COMMON 097383103 923 26630 SH SOLE BON-TON STORES INC/THE COMMON 09776J101 723 46901 SH SOLE BOSTON SCIENTIFIC CORP COMMON 101137107 5368 126667 SH SOLE BP PLC -SPONS ADR COMMON 055622104 1825 35650 SH SOLE BRASKEM SA-SPON ADR COMMON 105532105 1220 47473 SH SOLE BRIGHTPOINT INC COMMON 109473405 1868 121720 SH SOLE BRILLIANCE CHINA AUTO-SP ADR COMMON 10949Q105 372 7997 SH SOLE BRISTOL-MYERS SQUIBB CO COMMON 110122108 786 32435 SH SOLE BRITISH AIRWAYS -SPONS ADR COMMON 110419306 1337 26213 SH SOLE BROOKFIELD HOMES CORP COMMON 112723101 2183 62199 SH SOLE BROOKSTONE INC COMMON 114537103 676 24590 SH SOLE BRUSH ENGINEERED MATERIALS COMMON 117421107 3684 181714 SH SOLE BUILDING MATERIAL HOLDING CP COMMON 120113105 1217 69366 SH SOLE BUNGE LIMITED COMMON G16962105 3692 91810 SH SOLE BURLINGTON RESOURCES INC COMMON 122014103 2524 39666 SH SOLE CABLE DESIGN TECHNOLOGIES COMMON 126924109 1210 127616 SH SOLE CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 5261 229945 SH SOLE CAESARS ENTERTAINMENT INC COMMON 127687101 194 14900 SH SOLE CAL-MAINE FOODS INC COMMON 128030202 8639 242664 SH SOLE CALLAWAY GOLF COMPANY COMMON 131193104 1424 75000 SH SOLE CALPINE CORPORATION COMMON 131347106 346 74008 SH SOLE CANADIAN NATL RAILWAY CO COMMON 136375102 5680 144407 SH SOLE CAPITAL ONE FINANCIAL CORP COMMON 14040H105 5039 66800 SH SOLE CARDINAL HEALTH INC COMMON 14149Y108 31901 463000 SH SOLE CAREMARK RX INC COMMON 141705103 762 22913 SH SOLE CARPENTER TECHNOLOGY COMMON 144285103 5421 164895 SH SOLE CASH AMERICA INTL INC COMMON 14754D100 1206 52309 SH SOLE CASUAL MALE RETAIL GROUP INC COMMON 148711104 1100 106340 SH SOLE CATERPILLAR INC COMMON 149123101 3356 42438 SH SOLE CATO CORP-CL A COMMON 149205106 663 33000 SH SOLE CELGENE CORP COMMON 151020104 26108 547900 SH SOLE CEMEX SA -SPONS ADR PART CER COMMON 151290889 736 24712 SH SOLE CEMIG SA -SPONS ADR COMMON 204409601 2970 170200 SH SOLE CENDANT CORP COMMON 151313103 1050 43026 SH SOLE CENTEX CORP COMMON 152312104 1123 20765 SH SOLE CENTRAL EURO DISTRIBUTION CP COMMON 153435102 1374 42462 SH SOLE CENTURY ALUMINUM COMPANY COMMON 156431108 7701 272763 SH SOLE CHAMPION ENTERPRISES INC COMMON 158496109 434 40929 SH SOLE CHATTEM INC COMMON 162456107 1330 51311 SH SOLE CHC HELICOPTER CORP-CL A COMMON 12541C203 1384 50224 SH SOLE CHELSEA PROPERTY GROUP INC COMMON 163421100 31312 497500 SH SOLE CHESAPEAKE CORP COMMON 165159104 1179 49400 SH SOLE CHEVRON TEXACO CORP COMMON 166764100 136236 1552020 SH SOLE CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 232 8318 SH SOLE CHICO'S FAS INC COMMON 168615102 476 10264 SH SOLE CHINA PETROLEUM & CHEM-ADR COMMON 16941R108 953 24876 SH SOLE CHINA YUCHAI INTL LTD COMMON G21082105 266 13315 SH SOLE CHIQUITA BRANDS INTL COMMON 170032809 1322 63414 SH SOLE CHUNGHWA TELECOM CO LTD-ADR COMMON 17133Q205 868 49024 SH SOLE CIA SANEAMENTO BASICO DE-ADR COMMON 20441A102 2652 213900 SH SOLE CIA VALE DO RIO DOCE-ADR COMMON 204412209 265 4831 SH SOLE CIRRUS LOGIC INC COMMON 172755100 621 81929 SH SOLE CISCO SYSTEMS INC COMMON 17275R102 41669 1771642 SH SOLE CITIGROUP INC COMMON 172967101 291246 5633396 SH SOLE CITRIX SYSTEMS INC COMMON 177376100 382 17654 SH SOLE CITY TELECOM (H.K.) LTD-ADR COMMON 178677209 498 76730 SH SOLE CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 8682 205000 SH SOLE CLOROX COMPANY COMMON 189054109 6125 125238 SH SOLE CMGI INC COMMON 125750109 502 205178 SH SOLE CNET NETWORKS INC COMMON 12613R104 57165 5533874 SH SOLE COACH INC COMMON 189754104 23983 585076 SH SOLE COCA-COLA COMPANY COMMON 191216100 5545 110253 SH SOLE COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 675 14919 SH SOLE COLGATE-PALMOLIVE CO COMMON 194162103 10036 182144 SH SOLE COLLINS & AIKMAN CORP COMMON 194830204 110 20000 SH SOLE COLONIAL PROPERTIES TRUST COMMON 195872106 526 12900 SH SOLE COMCAST CORP-CL A COMMON 20030N101 76881 2675074 SH SOLE COMCAST CORP-SPECIAL CL A COMMON 20030N200 32884 1179500 SH SOLE COMERICA INC COMMON 200340107 1586 29205 SH SOLE COMMERCIAL FEDERAL CORP COMMON 201647104 1066 38600 SH SOLE COMMERCIAL METALS CO COMMON 201723103 1370 43058 SH SOLE COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 391 9531 SH SOLE COMMSCOPE INC COMMON 203372107 950 57024 SH SOLE COMPUCOM SYSTEMS INC COMMON 204780100 1303 237353 SH SOLE COMTECH TELECOMMUNICATIONS COMMON 205826209 342 14717 SH SOLE CONAGRA FOODS INC COMMON 205887102 870 32288 SH SOLE CONEXANT SYSTEMS INC COMMON 207142100 269 43621 SH SOLE CONNETICS CORP COMMON 208192104 643 29000 SH SOLE CONOCOPHILLIPS COMMON 20825C104 113321 1623276 SH SOLE CONSECO INC COMMON 208464883 347 15000 SH SOLE CONSTELLATION BRANDS INC-A COMMON 21036P108 32380 1008700 SH SOLE CONTINENTAL AIRLINES-CL B COMMON 210795308 6345 506348 SH SOLE COPART INC COMMON 217204106 1655 76182 SH SOLE CORINTHIAN COLLEGES INC COMMON 218868107 1311 39638 SH SOLE CORNING INC COMMON 219350105 958 85637 SH SOLE COSTCO WHOLESALE CORP COMMON 22160K105 283 7518 SH SOLE COUNTRYWIDE FINANCIAL CORP COMMON 222372104 9702 101175 SH SOLE COVANSYS CORPORATION COMMON 22281W103 7580 654619 SH SOLE COVENTRY HEALTH CARE INC COMMON 222862104 40590 958900 SH SOLE CROWN CASTLE INTL CORP COMMON 228227104 929 73573 SH SOLE CROWN HOLDINGS INC COMMON 228368106 1925 206500 SH SOLE CSK AUTO CORP COMMON 125965103 1292 71350 SH SOLE CUMULUS MEDIA INC - CL A COMMON 231082108 7096 355000 SH SOLE CVS CORP COMMON 126650100 2145 60758 SH SOLE CYPRESS SEMICONDUCTOR CORP COMMON 232806109 365 17814 SH SOLE CYTYC CORPORATION COMMON 232946103 17960 807167 SH SOLE DADE BEHRING HOLDINGS INC COMMON 23342J206 743 16700 SH SOLE DAIMLERCHRYSLER AG COMMON D1668R123 924 22158 SH SOLE DANA CORP COMMON 235811106 20182 1016256 SH SOLE DAVITA INC COMMON 23918K108 813 17018 SH SOLE DEERE & CO COMMON 244199105 212 3061 SH SOLE DELPHI CORP COMMON 247126105 1899 190697 SH SOLE DEUTSCHE BANK AG -REG COMMON D18190898 6212 74412 SH SOLE DEVON ENERGY CORPORATION COMMON 25179M103 2082 35800 SH SOLE DHB INDUSTRIES INC COMMON 23321E103 7610 1032551 SH SOLE DIAGEO PLC-SPONSORED ADR COMMON 25243Q205 333 6295 SH SOLE DICK'S SPORTING GOODS INC COMMON 253393102 4157 71494 SH SOLE DIGENE CORP COMMON 253752109 356 10344 SH SOLE DILLARDS INC-CL A COMMON 254067101 1276 66611 SH Call SOLE DIMON INC COMMON 254394109 1168 164500 SH SOLE DOBSON COMMUNICATIONS CORP-A COMMON 256069105 269 92881 SH SOLE DOLLAR GENERAL COMMON 256669102 438 22805 SH SOLE DONNELLEY (R.R.) & SONS CO COMMON 257867101 547 18086 SH SOLE DOVER CORP COMMON 260003108 241 6234 SH SOLE DOW CHEMICAL COMMON 260543103 30661 761208 SH SOLE DR HORTON INC COMMON 23331A109 2021 57023 SH SOLE DRUGSTORE.COM INC COMMON 262241102 173 32084 SH SOLE DU PONT (E.I.) DE NEMOURS COMMON 263534109 19575 463658 SH SOLE DUANE READE INC COMMON 263578106 1244 73441 SH SOLE DUN & BRADSTREET CORP NEW COMMON 26483E100 990 18500 SH SOLE DURA AUTOMOTIVE SYS INC-CL A COMMON 265903104 2056 154767 SH SOLE DYCOM INDUSTRIES INC COMMON 267475101 235 8859 SH SOLE DYNEGY INC-CL A COMMON 26816Q101 1636 413218 SH SOLE E*TRADE FINANCIAL CORPORATION COMMON 269246104 2373 177743 SH SOLE E.PIPHANY INC COMMON 26881V100 9819 1360000 SH SOLE EASTMAN KODAK CO COMMON 277461109 3584 136970 SH SOLE EATON CORP COMMON 278058102 22579 401829 SH SOLE EATON VANCE CORP COMMON 278265103 33435 877100 SH SOLE EBAY INC COMMON 278642103 2756 39733 SH SOLE EBOOKERS PLC-SPONS ADR COMMON 278725106 265 24110 SH SOLE ECI TELECOMMUNICATIONS LTD COMMON 268258100 4983 836205 SH SOLE EDWARDS LIFESCIENCES CP COMMON 28176E108 7276 227730 SH SOLE EFUNDS CORP COMMON 28224R101 1250 76200 SH SOLE EL PASO CORPORATION COMMON 28336L109 81 11325 SH SOLE ELECTRONIC ARTS INC COMMON 285512109 1687 31266 SH SOLE ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 54418 2812312 SH SOLE ELECTRONICS FOR IMAGING COMMON 286082102 1406 57200 SH SOLE EMCOR GROUP INC COMMON 29084Q100 1184 32250 SH SOLE EMERSON ELECTRIC CO COMMON 291011104 538 8977 SH SOLE ENDESA -SPONSORED ADR COMMON 29258N107 274 15069 SH SOLE ENERGEN CORP COMMON 29265N108 1370 33200 SH SOLE ENGINEERED SUPPORT SYSTEMS COMMON 292866100 1363 27962 SH SOLE ENPRO INDUSTRIES INC COMMON 29355X107 6637 350734 SH SOLE ENSCO INTERNATIONAL INC COMMON 26874Q100 29832 1059000 SH SOLE ENTERASYS NETWORKS INC COMMON 293637104 320 126413 SH SOLE ENTERGY CORP COMMON 29364G103 8069 135606 SH SOLE EQUITY OFFICE PROPERTIES TR COMMON 294741103 8573 296757 SH SOLE ERICSSON (LM) TEL-SP ADR COMMON 294821608 7486 269671 SH SOLE ETHYL CORP COMMON 297659609 6455 325816 SH SOLE EVERGREEN RESOURCES INC COMMON 299900308 1202 35000 SH SOLE EXELON CORP COMMON 30161N101 2590 37600 SH SOLE EXULT INC COMMON 302284104 250 40134 SH SOLE EXXON MOBIL CORPORATION COMMON 30231G102 233076 5604132 SH SOLE FACTSET RESEARCH SYSTEMS INC COMMON 303075105 891 20938 SH SOLE FAIRCHILD SEMICON INTL COMMON 303726103 17395 723890 SH SOLE FAMILY DOLLAR STORES COMMON 307000109 247 6877 SH SOLE FANNIE MAE COMMON 313586109 110360 1484332 SH SOLE FARGO ELECTRONICS COMMON 30744P102 1088 96300 SH SOLE FEDDERS CORP COMMON 313135501 3639 637375 SH SOLE FEDERAL HOME LN MTGE CORP COMMON 313400301 591 10000 SH SOLE FEDERATED DEPARTMENT STORES COMMON 31410H101 5208 96365 SH SOLE FERRELLGAS PARTNERS-LP COMMON 315293100 1176 46500 SH SOLE FIDELITY NATIONAL FINL INC COMMON 316326107 477 12042 SH SOLE FIRST DATA CORP COMMON 319963104 106212 2519285 SH SOLE FIRST FINANCIAL HOLDINGS INC COMMON 320239106 685 22900 SH SOLE FIRST TENNESSEE NATL COM COMMON 337162101 598 12544 SH SOLE FLEET BOSTON FINANCIAL CORP COMMON 339030108 7045 156906 SH SOLE FLEET BOSTON FINANCIAL CORP COMMON 339030108 1594 35500 SH SOLE FLEXTRONICS INTL LTD COMMON Y2573F102 4492 262468 SH SOLE FLIR SYSTEMS INC COMMON 302445101 1078 28268 SH SOLE FLOWSERVE CORP COMMON 34354P105 1085 51800 SH SOLE FMC CORP COMMON 302491303 1382 32282 SH SOLE FMC TECHNOLOGIES INC COMMON 30249U101 1173 43400 SH SOLE FOOT LOCKER INC COMMON 344849104 2196 85120 SH SOLE FORD MOTOR COMPANY COMMON 345370860 7405 545645 SH SOLE FOREST LABORATORIES INC COMMON 345838106 1142 15939 SH SOLE FORTUNE BRANDS INC COMMON 349631101 48059 627158 SH SOLE FOUNDRY NETWORKS INC COMMON 35063R100 405 23618 SH SOLE FPIC INSURANCE GROUP INC COMMON 302563101 7058 307821 SH SOLE FPL GROUP INC COMMON 302571104 562 8400 SH SOLE FRACTIONAL KINDER MORGAN MGMT COMMON EKE55U103 0 51765 SH SOLE FRANCE TELECOM SA-SPONS ADR COMMON 35177Q105 218 8499 SH SOLE FREEPORT-MCMORAN COPPER-B COMMON 35671D857 6212 158923 SH SOLE FRONTIER OIL CORP COMMON 35914P105 1241 64030 SH SOLE FSI INTL INC COMMON 302633102 1145 140143 SH SOLE GAYLORD ENTERTAINMENT CO COMMON 367905106 232 7502 SH SOLE GENENTECH INC COMMON 368710406 2496 23594 SH SOLE GENERAL BINDING CORP COMMON 369154109 387 22767 SH SOLE GENERAL CABLE CORP COMMON 369300108 559 75662 SH SOLE GENERAL COMMUNICATION -CL A COMMON 369385109 1265 139002 SH SOLE GENERAL DYNAMICS CORP COMMON 369550108 51129 572356 SH SOLE GENERAL ELECTRIC CO COMMON 369604103 140090 4590086 SH SOLE GENERAL MARITIME CORP COMMON Y2692M103 1038 41274 SH SOLE GENERAL MILLS INC COMMON 370334104 60532 1296730 SH SOLE GENERAL MOTORS CORP COMMON 370442105 12280 260716 SH SOLE GENESEE & WYOMING INC-CL A COMMON 371559105 1767 71550 SH SOLE GENTIVA HEALTH SERVICES COMMON 37247A102 1249 80627 SH SOLE GENUINE PARTS CO COMMON 372460105 4869 148794 SH SOLE GEORGIA-PACIFIC CORP COMMON 373298108 5146 152732 SH SOLE GEVITY HR INC COMMON 374393106 11755 402574 SH SOLE GILEAD SCIENCES INC COMMON 375558103 1433 25700 SH SOLE GILLETTE COMPANY COMMON 375766102 4313 110296 SH SOLE GLENBOROUGH REALTY TRUST INC COMMON 37803P105 1024 45800 SH SOLE GOLDEN TELECOM INC COMMON 38122G107 495 14535 SH SOLE GOLDEN WEST FINANCIAL CORP COMMON 381317106 3427 30608 SH SOLE GOLDMAN SACHS GROUP INC COMMON 38141G104 4153 39800 SH SOLE GRAFTECH INTERNATIONAL LTD COMMON 384313102 5839 390541 SH SOLE GREATER BAY BANCORP COMMON 391648102 1427 48800 SH SOLE GREENPOINT FINANCIAL CORP COMMON 395384100 17654 403900 SH SOLE GREIF INC-CL A COMMON 397624107 1177 33700 SH SOLE GROUP 1 AUTOMOTIVE INC COMMON 398905109 1177 32500 SH SOLE GRUPO FINANCIERO GALICIA-ADR COMMON 399909100 1917 225077 SH SOLE GUESS? INC COMMON 401617105 3046 168939 SH SOLE GUIDANT CORP COMMON 401698105 451 7112 SH SOLE GUITAR CENTER INC COMMON 402040109 223 6002 SH SOLE GUNDLE/SLT ENVIRONMENTAL INC COMMON 402809107 2789 151400 SH SOLE GYMBOREE CORP COMMON 403777105 9239 550900 SH SOLE HALLIBURTON CO COMMON 406216101 2066 67954 SH SOLE HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 2206 122184 SH SOLE HARMAN INTERNATIONAL COMMON 413086109 1320 16595 SH SOLE HARMONIC INC COMMON 413160102 1278 132326 SH SOLE HASBRO INC COMMON 418056107 250 11464 SH SOLE HCA - THE HEALTHCARE COMPANY COMMON 404119109 134061 3300394 SH SOLE HEADWATERS INC COMMON 42210P102 2674 104387 SH SOLE HEALTH NET INC COMMON 42222G108 5177 207671 SH SOLE HEALTHEXTRAS INC COMMON 422211102 4749 413774 SH SOLE HERSHEY FOODS CORP COMMON 427866108 9179 110800 SH SOLE HEWLETT-PACKARD CO COMMON 428236103 92221 4037666 SH SOLE HILTON HOTELS CORP COMMON 432848109 14402 886250 SH SOLE HITACHI LTD -SPONS ADR COMMON 433578507 460 5934 SH SOLE HOME DEPOT INC COMMON 437076102 120491 3225147 SH SOLE HOMESTORE.COM INC COMMON 437852106 118 27948 SH SOLE HOOKER FURNITURE CORP COMMON 439038100 5390 231908 SH SOLE HOT TOPIC INC COMMON 441339108 478 18082 SH SOLE HOVNANIAN ENTERPRISES-A COMMON 442487203 2070 47962 SH SOLE HSBC HOLDINGS PLC-SPONS ADR COMMON 404280406 748 10002 SH SOLE HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 584 20741 SH SOLE HUNTINGTON BANCSHARES COMMON 446150104 6358 286555 SH SOLE IDX SYSTEMS CORP COMMON 449491109 1587 45855 SH SOLE IKON OFFICE SOLUTIONS INC COMMON 451713101 1455 113692 SH SOLE ILLINOIS TOOL WORKS COMMON 452308109 30900 390000 SH SOLE IMPERIAL CHEMICAL-SPONS ADR COMMON 452704505 201 11982 SH SOLE INAMED CORP COMMON 453235103 586 11006 SH SOLE INCO LTD COMMON 453258402 4622 133464 SH SOLE INDYMAC BANCORP INC COMMON 456607100 1016 28000 SH SOLE ING GROEP N.V.-SPONSORED ADR COMMON 456837103 364 16510 SH SOLE INGERSOLL-RAND CO-CL A COMMON G4776G101 3291 48656 SH SOLE INGLES MARKETS INC -CL A COMMON 457030104 1154 107768 SH SOLE INGRAM MICRO INC-CL A COMMON 457153104 557 30801 SH SOLE INSIGHT ENTERPRISES INC COMMON 45765U103 529 27487 SH SOLE INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 642 25626 SH SOLE INTEGRATED ELECTRICAL SVCS COMMON 45811E103 2919 259667 SH SOLE INTEL CORP COMMON 458140100 45036 1655734 SH SOLE INTERACTIVECORP COMMON 45840Q101 1328 42029 SH SOLE INTERNAP NETWORK SERVICES COMMON 45885A102 289 168227 SH SOLE INTERNATIONAL PAPER CO COMMON 460146103 138087 3267566 SH SOLE INTERNET SECURITY SYSTEMS COMMON 46060X107 1011 57298 SH SOLE INTERPUBLIC GROUP COS INC COMMON 460690100 50768 3300893 SH SOLE INTERTAN INC COMMON 461120107 718 51400 SH SOLE INTERVOICE INC COMMON 461142101 248 14732 SH SOLE INTL BUSINESS MACHINES CORP COMMON 459200101 24338 265000 SH SOLE INTL GAME TECHNOLOGY COMMON 459902102 7790 173275 SH SOLE INTL RECTIFIER CORP COMMON 460254105 1338 29096 SH SOLE INTUIT INC COMMON 461202103 427 9512 SH SOLE INTUITIVE SURGICAL INC COMMON 46120E602 22100 1300000 SH SOLE INVISION TECHNOLOGIES INC COMMON 461851107 1564 31500 SH SOLE ISHARES S&P 500 INDEX FUND COMMON 464287200 893 7884 SH SOLE ISPAT INTL NV-NY REG SHS COMMON 464899103 1442 131731 SH SOLE ITC DELTACOM INC COMMON 45031T401 1689 256770 SH SOLE ITT INDUSTRIES INC COMMON 450911102 6106 80000 SH SOLE IVAX CORP COMMON 465823102 9823 431400 SH SOLE JACUZZI BRANDS INC COMMON 469865109 1025 109245 SH SOLE JDA SOFTWARE GROUP INC COMMON 46612K108 582 40000 SH SOLE JEFFERSON-PILOT CORP COMMON 475070108 4629 84154 SH SOLE JLG INDUSTRIES INC COMMON 466210101 4272 298830 SH SOLE JOHN B. SANFILIPPO & SON COMMON 800422107 4975 135562 SH SOLE JOHNSON & JOHNSON COMMON 478160104 191426 3774199 SH SOLE JOS A BANK CLOTHIERS INC COMMON 480838101 493 13690 SH SOLE JP MORGAN CHASE & CO COMMON 46625H100 152192 3627929 SH SOLE K-SWISS INC -CL A COMMON 482686102 378 15438 SH SOLE KANEB SERVICES LLC COMMON 484173109 1187 35994 SH SOLE KB HOME COMMON 48666K109 1813 22449 SH SOLE KELLY SERVICES INC -CL A COMMON 488152208 1211 40900 SH SOLE KEMET CORP COMMON 488360108 185 12900 SH SOLE KERR-MCGEE CORP COMMON 492386107 844 16389 SH SOLE KERZNER INTERNATIONAL LTD COMMON P6065Y107 275 6200 SH SOLE KEY ENERGY SERVICES INC COMMON 492914106 1672 152000 SH SOLE KEYCORP COMMON 493267108 4960 163765 SH SOLE KEYSTONE PROPERTY TRUST COMMON 493596100 1339 55100 SH SOLE KFORCE INC COMMON 493732101 1604 168850 SH SOLE KIMBERLY-CLARK CORP COMMON 494368103 123898 1963525 SH SOLE KINDER MORGAN ENERGY PRTNRS COMMON 494550106 883 19576 SH SOLE KINDRED HEALTHCARE INC COMMON 494580103 1187 23605 SH SOLE KMART HOLDING CORP COMMON 498780105 212 5100 SH SOLE KNIGHT RIDDER INC COMMON 499040103 3996 54550 SH SOLE KNIGHT TRADING GROUP INC COMMON 499063105 898 70987 SH SOLE KONINKLIJKE AHOLD NV-SP ADR COMMON 500467303 2666 323098 SH SOLE KRAFT FOODS INC-A COMMON 50075N104 5846 182669 SH SOLE KULICKE & SOFFA INDUSTRIES COMMON 501242101 358 30541 SH SOLE LA QUINTA CORP-PAIRED COMMON 50419U202 980 130000 SH SOLE LAN CHILE SA -SPON ADR COMMON 501723100 1606 88745 SH SOLE LANCE INC COMMON 514606102 166 10113 SH SOLE LANDAMERICA FINANCIAL GROUP COMMON 514936103 1299 28685 SH SOLE LATTICE SEMICONDUCTOR CORP COMMON 518415104 716 82000 SH SOLE LAWSON PRODUCTS INC COMMON 520776105 331 10160 SH SOLE LEAR CORPORATION COMMON 521865105 27262 440000 SH SOLE LEHMAN BROTHERS HOLDING INC COMMON 524908100 52490 633400 SH SOLE LENNAR CORP - A SHS COMMON 526057104 4520 83652 SH SOLE LEUCADIA NATIONAL CORP COMMON 527288104 483 9066 SH SOLE LEXMARK INTL GROUP INC-CL A COMMON 529771107 354 3854 SH SOLE LIBERTY MEDIA CORP COMMON 530718105 194866 1.8E+07 SH SOLE LILLY (ELI) & CO COMMON 532457108 5111 76406 SH SOLE LIMITED BRANDS COMMON 532716107 112174 5608665 SH SOLE LINCOLN NATIONAL CORP COMMON 534187109 3390 71650 SH SOLE LINEAR TECHNOLOGY CORP COMMON 535678106 3247 87721 SH SOLE LOUISIANA-PACIFIC CORP COMMON 546347105 7103 275316 SH SOLE LOWE'S COMPANIES COMMON 548661107 3204 57073 SH SOLE LUCENT TECHNOLOGIES INC COMMON 549463107 8494 2066817 SH SOLE MAF BANCORP INC COMMON 55261R108 1125 25900 SH SOLE MAGELLAN HEALTH SERVICES INC COMMON 559079207 5074 180566 SH SOLE MAGNUM HUNTER RESOURCES INC COMMON 55972F203 1508 148700 SH SOLE MANITOWOC COMPANY INC COMMON 563571108 1154 39000 SH SOLE MANNATECH INC COMMON 563771104 195 18491 SH SOLE MANOR CARE INC COMMON 564055101 8132 230426 SH SOLE MANULIFE FINANCIAL CORP COMMON 56501R106 4521 121700 SH SOLE MARATHON OIL CORP COMMON 565849106 549 16331 SH SOLE MARSH & MCLENNAN COS COMMON 571748102 129696 2801190 SH SOLE MASCO CORP COMMON 574599106 7445 244578 SH SOLE MATRIX SERVICE CO COMMON 576853105 5076 375173 SH SOLE MAXIM INTEGRATED PRODUCTS COMMON 57772K101 3949 83865 SH SOLE MAXTOR CORP COMMON 577729205 1061 130111 SH SOLE MAY DEPARTMENT STORES CO COMMON 577778103 1147 33195 SH SOLE MBIA INC COMMON 55262C100 1131 18033 SH SOLE MBNA CORP COMMON 55262L100 37549 1359009 SH SOLE MCDERMOTT INTL INC COMMON 580037109 5537 659897 SH SOLE MCDONALD'S CORPORATION COMMON 580135101 2951 103293 SH SOLE MCKESSON CORP COMMON 58155Q103 2574 85541 SH SOLE MEADWESTVACO CORP COMMON 583334107 380 13433 SH SOLE MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1103 32444 SH SOLE MEDTRONIC INC COMMON 585055106 29141 610275 SH SOLE MERCK & CO. INC. COMMON 589331107 56698 1283074 SH SOLE METAL MANAGEMENT INC COMMON 591097209 10848 295781 SH SOLE METALS USA INC COMMON 591324207 1263 97684 SH SOLE METHANEX CORP COMMON CA59151K10 5777 675300 SH SOLE METROCALL HOLDINGS INC COMMON 59164X105 6793 97494 SH SOLE MGIC INVESTMENT CORP COMMON 552848103 109289 1701535 SH SOLE MGM GRAND INC COMMON 552953101 9295 205006 SH SOLE MICROS SYSTEMS INC COMMON 594901100 317 7021 SH SOLE MICROSEMI CORP COMMON 595137100 1122 82000 SH SOLE MICROSOFT CORP COMMON 594918104 2540 101708 SH SOLE MIDDLEBY CORP COMMON 596278101 6870 150387 SH SOLE MINDSPEED TECHNOLOGIES INC COMMON 602682106 1727 264400 SH SOLE MINE SAFETY APPLIANCES CO COMMON 602720104 3622 127700 SH SOLE MKS INSTRUMENTS INC COMMON 55306N104 19184 799000 SH SOLE MOLECULAR DEVICES CORP COMMON 60851C107 1294 68700 SH SOLE MONACO COACH CORP COMMON 60886R103 858 32010 SH SOLE MONY GROUP INC COMMON 615337102 1166 37100 SH SOLE MORGAN STANLEY COMMON 617446448 55791 973656 SH SOLE MOTOROLA INC COMMON 620076109 4773 271220 SH SOLE MRV COMMUNICATIONS INC COMMON 553477100 3201 961406 SH SOLE MTS SYSTEMS CORP COMMON 553777103 1140 41161 SH SOLE MUELLER INDUSTRIES INC COMMON 624756102 884 26000 SH SOLE MYLAN LABORATORIES COMMON 628530107 206 9063 SH SOLE NABI BIOPHARMACEUTICALS COMMON 629519109 1138 73200 SH SOLE NACCO INDUSTRIES-CL A COMMON 629579103 2166 26297 SH SOLE NAM TAI ELECTRONICS INC COMMON 629865205 455 17874 SH SOLE NASH FINCH CO COMMON 631158102 385 16247 SH SOLE NATIONAL CITY CORP COMMON 635405103 4853 136421 SH SOLE NATIONAL SEMICONDUCTOR CORP COMMON 637640103 4599 103502 SH SOLE NAVIGANT CONSULTING INC COMMON 63935N107 1024 50660 SH SOLE NEC CORP -SPONSORED ADR COMMON 629050204 460 56013 SH SOLE NEIGHBORCARE INC COMMON 64015Y104 11924 491705 SH SOLE NEIMAN MARCUS GROUP INC-CL A COMMON 640204202 32103 595150 SH SOLE NETEGRITY INC COMMON 64110P107 356 41813 SH SOLE NETIQ CORP COMMON 64115P102 1198 85800 SH SOLE NETWORK APPLIANCE INC COMMON 64120L104 1285 59956 SH SOLE NEW PLAN EXCEL REALTY TRUST COMMON 648053106 250 9142 SH SOLE NEW YORK COMMUNITY BANCORP COMMON 649445103 5002 145914 SH SOLE NEWELL RUBBERMAID INC COMMON 651229106 587 25325 SH SOLE NEWMONT MINING CORP COMMON 651639106 4007 85912 SH SOLE NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 34770 1405999 SH SOLE NEXTEL PARTNERS INC -CL A COMMON 65333F107 25624 2024000 SH SOLE NIKE INC -CL B COMMON 654106103 3639 46731 SH SOLE NL INDUSTRIES COMMON 629156407 957 68865 SH SOLE NOBLE CORP COMMON G65422100 16632 432900 SH SOLE NOKIA CORP-SPON ADR COMMON 654902204 130058 6413112 SH SOLE NORDSTROM INC COMMON 655664100 1681 42109 SH SOLE NORTEL NETWORKS CORP COMMON 656568102 6436 1083474 SH SOLE NOVARTIS AG-ADR COMMON 66987V109 1975 46350 SH SOLE NOVELL INC COMMON 670006105 2921 256604 SH SOLE NTL INC COMMON 62940M104 1595 26832 SH SOLE NU SKIN ENTERPRISES INC - A COMMON 67018T105 346 17124 SH SOLE NUANCE COMMUNICATIONS INC COMMON 669967101 96 14822 SH SOLE NUCOR CORP COMMON 670346105 1168 19000 SH SOLE NUEVO ENERGY CO COMMON 670509108 4519 138787 SH SOLE OCCIDENTAL PETROLEUM CORP COMMON 674599105 10833 235251 SH SOLE OFFSHORE LOGISTICS COMMON 676255102 1192 51700 SH SOLE OIL STATES INTERNATIONAL INC COMMON 678026105 1344 99937 SH SOLE OLD DOMINION FREIGHT LINE COMMON 679580100 342 10122 SH SOLE OM GROUP INC COMMON 670872100 1965 64688 SH SOLE OMNICARE INC COMMON 681904108 1298 29294 SH SOLE OMNIVISION TECHNOLOGIES COMMON 682128103 1366 50000 SH SOLE ON SEMICONDUCTOR CORPORATION COMMON 682189105 6877 912181 SH SOLE ONEOK INC COMMON 682680103 1768 78423 SH SOLE OPEN TEXT CORP COMMON 683715106 1296 43483 SH SOLE OPENWAVE SYSTEMS INC COMMON 683718308 1260 94465 SH SOLE ORBITAL SCIENCES CORP COMMON 685564106 3407 271854 SH SOLE ORLEANS HOMEBUILDERS INC COMMON 686588104 5222 217117 SH SOLE OSI SYSTEMS INC COMMON 671044105 1416 70800 SH SOLE OWENS & MINOR INC COMMON 690732102 1193 47145 SH SOLE OWENS-ILLINOIS INC COMMON 690768403 1999 142652 SH SOLE OXFORD HEALTH PLANS INC COMMON 691471106 7423 151954 SH SOLE OXFORD INDUSTRIES INC COMMON 691497309 5508 119246 SH SOLE PACCAR INC COMMON 693718108 5767 102542 SH SOLE PACIFIC SUNWEAR OF CALIF COMMON 694873100 975 39726 SH SOLE PACIFICARE HEALTH SYSTEMS COMMON 695112102 943 23851 SH SOLE PACKAGING CORP OF AMERICA COMMON 695156109 17254 764800 SH SOLE PANERA BREAD COMPANY-CL A COMMON 69840W108 1362 35000 SH SOLE PANTRY INC COMMON 698657103 6973 350087 SH SOLE PARTNER COMMUNICATIONS-ADR COMMON 70211M109 1165 146600 SH SOLE PATHMARK STORES INC COMMON 70322A101 1191 149230 SH SOLE PATINA OIL & GAS CORP COMMON 703224105 1439 54848 SH SOLE PAXAR CORP COMMON 704227107 1270 86100 SH SOLE PC CONNECTION INC COMMON 69318J100 89 11336 SH SOLE PDI INC COMMON 69329V100 2436 96337 SH SOLE PEABODY ENERGY CORP COMMON 704549104 1163 25000 SH SOLE PENNEY (JC) CO INC (HLDG CO) COMMON 708160106 2865 82359 SH SOLE PENTAIR INC COMMON 709631105 460 7800 SH SOLE PEOPLES ENERGY CORP COMMON 711030106 1578 35355 SH SOLE PEP BOYS-MANNY MOE & JACK COMMON 713278109 611 21986 SH SOLE PEPSI BOTTLING GROUP INC COMMON 713409100 4941 166094 SH SOLE PEPSICO INC COMMON 713448108 13463 250000 SH SOLE PERFORMANCE FOOD GROUP CO COMMON 713755106 1240 36100 SH SOLE PERINI CORP COMMON 713839108 1371 87005 SH SOLE PERKINELMER INC COMMON 714046109 2211 106840 SH SOLE PERRIGO CO COMMON 714290103 800 39900 SH SOLE PETROCHINA CO LTD -ADR COMMON 71646E100 662 12963 SH SOLE PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 6733 201003 SH SOLE PETROLEUM DEVELOPMENT CORP COMMON 716578109 1151 40167 SH SOLE PETSMART INC COMMON 716768106 606 22204 SH SOLE PFIZER INC COMMON 717081103 193628 5524335 SH SOLE PHELPS DODGE CORP COMMON 717265102 5083 62243 SH SOLE PHILIPS ELECTRONICS-NY SHR COMMON 500472303 2957 102052 SH SOLE PIER 1 IMPORTS INC COMMON 720279108 21240 896200 SH SOLE PILGRIMS PRIDE CORP COMMON 721467108 1424 63484 SH SOLE PINNACLE ENTERTAINMENT INC COMMON 723456109 237 17200 SH SOLE PITNEY BOWES INC COMMON 724479100 59782 1403001 SH SOLE PIXELWORKS INC COMMON 72581M107 1480 86341 SH SOLE PLACER DOME INC COMMON 725906101 3118 173522 SH SOLE PLANTRONICS INC COMMON 727493108 968 26458 SH SOLE PLEXUS CORP COMMON 729132100 1327 74600 SH SOLE PNC FINANCIAL SERVICES GROUP COMMON 693475105 7812 140963 SH SOLE PNM RESOURCES INC COMMON 69349H107 1178 39200 SH SOLE PPG INDUSTRIES INC COMMON 693506107 1199 20569 SH SOLE PPL CORPORATION COMMON 69351T106 527 11541 SH SOLE PRIME HOSPITALITY CORP COMMON 741917108 1127 99050 SH SOLE PRIMEDIA INC COMMON 74157K101 141 52313 SH SOLE PRIMUS TELECOMMUNICATIONS GP COMMON 741929103 7375 876976 SH SOLE PRINCIPAL FINANCIAL GROUP COMMON 74251V102 7101 199284 SH SOLE PROCTER & GAMBLE CO COMMON 742718109 36666 349597 SH SOLE PROGRESSIVE CORP COMMON 743315103 692 7901 SH SOLE PROVIDENT BANKSHARES CORP COMMON 743859100 1412 45000 SH SOLE PROVIDENT VENTURES CORP COMMON 2697948 0 300000 SH SOLE PROVIDIAN FINANCIAL CORP COMMON 74406A102 1758 134217 SH SOLE PRUDENTIAL FINANCIAL INC COMMON 744320102 4166 93040 SH SOLE PSS WORLD MEDICAL INC COMMON 69366A100 1078 96300 SH SOLE PTEK HOLDINGS INC COMMON 69366M104 105 11453 SH SOLE PULTE HOMES INC COMMON 745867101 344 6186 SH SOLE QAD INC COMMON 74727D108 2552 192233 SH SOLE QUALCOMM INC COMMON 747525103 40389 608082 SH SOLE QUANTA SERVICES INC COMMON 74762E102 190 26799 SH SOLE QUIKSILVER INC COMMON 74838C106 1206 55209 SH SOLE QWEST COMMUNICATIONS INTL COMMON 749121109 332 77061 SH SOLE RAYOVAC CORP COMMON 755081106 37437 1309000 SH SOLE REEBOK INTERNATIONAL LTD COMMON 758110100 344 8331 SH SOLE REGIONS FINANCIAL CORP COMMON 758940100 623 17059 SH SOLE REINSURANCE GROUP OF AMERICA COMMON 759351109 1222 29815 SH SOLE RELIANT ENERGY INC COMMON 75952B105 32840 4000000 SH SOLE RENAL CARE GROUP INC COMMON 759930100 1080 23600 SH SOLE RENT-WAY INC COMMON 76009U104 1603 182115 SH SOLE REPSOL YPF SA -SPONSORED ADR COMMON 76026T205 463 22245 SH SOLE REPUBLIC BANCORP COMMON 760282103 877 62410 SH SOLE RES-CARE INC COMMON 760943100 1346 105331 SH SOLE RESEARCH IN MOTION COMMON 760975102 683 7268 SH SOLE RETAIL VENTURES INC COMMON 76128Y102 83 11621 SH SOLE REUTERS GROUP PLC-SPONS ADR COMMON 76132M102 1528 35729 SH SOLE RF MICRO DEVICES INC COMMON 749941100 275 32461 SH SOLE RITE AID CORP COMMON 767754104 3049 560563 SH SOLE RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 2087 34499 SH SOLE ROCK-TENN COMPANY -CL A COMMON 772739207 1154 80000 SH SOLE ROCKWELL COLLINS INC. COMMON 774341101 3793 120000 SH SOLE ROFIN-SINAR TECHNOLOGIES INC COMMON 775043102 5922 198386 SH SOLE ROHM & HAAS CO COMMON 775371107 16693 419000 SH SOLE ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 745 16904 SH SOLE ROYAL DUTCH PETRO-NY SHARES COMMON 780257804 4859 102108 SH SOLE RSA SECURITY INC COMMON 749719100 504 26823 SH SOLE RUDDICK CORP COMMON 781258108 312 15427 SH SOLE RYAN'S FAMILY STK HOUSES INC COMMON 783519101 1146 67000 SH SOLE RYLAND GROUP INC COMMON 783764103 228 2569 SH SOLE SAFEGUARD SCIENTIFICS INC COMMON 786449108 1716 461369 SH SOLE SAFETY INSURANCE GROUP INC COMMON 78648T100 1201 63232 SH SOLE SAFEWAY INC COMMON 786514208 625 30342 SH SOLE SAKS INCORPORATED COMMON 79377W108 16396 931622 SH SOLE SANDISK CORP COMMON 80004C101 2143 75559 SH SOLE SANMINA-SCI CORP COMMON 800907107 3525 320167 SH SOLE SAPIENT CORPORATION COMMON 803062108 1852 307066 SH SOLE SARA LEE CORP COMMON 803111103 696 31837 SH SOLE SAUCONY INC - CL A COMMON 804120103 342 18500 SH SOLE SAVVIS COMMUNICATIONS CORP COMMON 805423100 1094 526112 SH SOLE SBA COMMUNICATIONS CORP COMMON 78388J106 129 33058 SH SOLE SBC COMMUNICATIONS INC COMMON 78387G103 64869 2643377 SH SOLE SBS BROADCASTING SA COMMON L8137F102 3560 99400 SH SOLE SCANSOURCE INC COMMON 806037107 2504 52222 SH SOLE SCHERING-PLOUGH CORP COMMON 806605101 2664 164254 SH SOLE SCHNITZER STEEL INDS INC-A COMMON 806882106 1269 39587 SH SOLE SCHULMAN (A.) INC COMMON 808194104 1234 62800 SH SOLE SCIENTIFIC GAMES CORP-A COMMON 80874P109 4744 253400 SH SOLE SCIENTIFIC-ATLANTA INC COMMON 808655104 1103 34122 SH SOLE SEA CONTAINERS LTD-CL A COMMON 811371707 2818 136787 SH SOLE SEABOARD CORP COMMON 811543107 325 971 SH SOLE SEABULK INTERNATIONAL INC COMMON 81169P101 418 46896 SH SOLE SEACHANGE INTERNATIONAL INC COMMON 811699107 833 54444 SH SOLE SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 323 20000 SH SOLE SEALED AIR CORP COMMON 81211K100 9417 189373 SH SOLE SEARS ROEBUCK & CO COMMON 812387108 8845 205891 SH SOLE SELECT COMFORT CORPORATION COMMON 81616X103 516 18690 SH SOLE SELECT MEDICAL CORP COMMON 816196109 3730 223368 SH SOLE SELECTIVE INSURANCE GROUP COMMON 816300107 1044 29764 SH SOLE SEMITOOL INC COMMON 816909105 265 20863 SH SOLE SEPRACOR INC COMMON 817315104 1085 22559 SH SOLE SERVICE CORP INTERNATIONAL COMMON 817565104 1272 170249 SH SOLE SHARPER IMAGE CORP COMMON 820013100 1424 43715 SH SOLE SHELL TRANSPORT-NY REG SHRS COMMON 822703609 1916 47998 SH SOLE SHERWIN-WILLIAMS CO COMMON 824348106 4350 113200 SH SOLE SHOPKO STORES INC COMMON 824911101 1199 82014 SH SOLE SHUFFLE MASTER INC COMMON 825549108 994 21400 SH SOLE SIEBEL SYSTEMS INC COMMON 826170102 122 10612 SH SOLE SIERRA HEALTH SERVICES COMMON 826322109 5886 161700 SH SOLE SILICON LABORATORIES INC COMMON 826919102 953 18009 SH SOLE SILICON STORAGE TECHNOLOGY COMMON 827057100 928 71725 SH SOLE SIMON PROPERTY GROUP INC COMMON 828806109 291 4982 SH SOLE SINOPEC BEJING YANHUA PE-ADR COMMON 82935N107 1778 94664 SH SOLE SKECHERS USA INC -CL A COMMON 830566105 222 17000 SH SOLE SLM CORP COMMON 78442P106 850 20306 SH SOLE SMART & FINAL INC COMMON 831683107 2772 241437 SH SOLE SONIC AUTOMOTIVE INC COMMON 83545G102 1221 48754 SH SOLE SOURCE INFORMATION MGMT CO COMMON 836151209 1560 124828 SH SOLE SOURCECORP COMMON 836167106 1222 46100 SH SOLE SOUTH JERSEY INDUSTRIES COMMON 838518108 1166 28500 SH SOLE SOUTHTRUST CORP COMMON 844730101 6212 187322 SH SOLE 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