-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NZ5CfEIhdV7Hs7hW83htd/07X0Wk5i4Gmi7A1tNuUVvBjPdzlPI5/n1R01j4NOch HTO8NBSKjgkg/T057GjbjA== 0001062592-04-000018.txt : 20040816 0001062592-04-000018.hdr.sgml : 20040816 20040813175212 ACCESSION NUMBER: 0001062592-04-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040816 EFFECTIVENESS DATE: 20040816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BEAR STEARNS ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001062592 IRS NUMBER: 510265872 STATE OF INCORPORATION: NY FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-07164 FILM NUMBER: 04975618 BUSINESS ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 BUSINESS PHONE: 2122723146 MAIL ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 13F-HR 1 f13-0604.txt BSAM HOLDINGS REPORT F/Q/E 6/30/2004 ---------------------------- 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 Quarter Ended June 30, 2004 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Bear Steans 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 Vice President (800) 436-4148 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Joyce Messaris ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, 08/13/2004 ------------------------------------------ (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: 0 Form 13F Information Table Entry Total: 862 Form 13F Information Table Value Total: $9,594,890 (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. 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 A T & T CORP COMMON 001957505 10220 698556 SH SOLE AAR CORP COMMON 000361105 2056 181161 SH SOLE ABBOTT LABORATORIES COMMON 002824100 83436 2047014 SH SOLE ABBOTT LABS COMMON 002824100 4800 117759 SH SH ABERCROMBIE & FITCH CO-CL A COMMON 002896207 263 6778 SH SOLE ACCREDO HEALTH INC COMMON 00437V104 306 7885 SH SOLE ACE CASH EXPRESS INC COMMON 004403101 1566 60970 SH SOLE ADMINISTAFF INC COMMON 007094105 4124 248490 SH SOLE ADOBE SYSTEMS INC COMMON 00724F101 306 6567 SH SOLE ADTRAN INC COMMON 00738A106 2346 70298 SH SOLE ADVANCED MICRO DEVICES COMMON 007903107 4939 310630 SH SOLE ADVANCED MICRO DEVICES INC COM COMMON 007903107 552 34721 SH SH ADVANTA CORP-CL B COMMON 007942204 1969 85900 SH SOLE AEROFLEX INC COMMON 007768104 2138 149200 SH SOLE AES CORP COMMON 00130H105 38392 3866219 SH SOLE AETNA INC-NEW COMMON 00817Y108 1463 17209 SH SOLE AFFILIATED COMPUTER SVCS-A COMMON 008190100 3253 61447 SH SOLE AFLAC INC COMMON 001055102 1138 27870 SH SOLE AGERE SYSTEMS INC-CL A COMMON 00845V100 6172 2683400 SH SOLE AGILENT TECHNOLOGIES INC COM COMMON 00846U101 271 9260 SH SH AGILYSYS INC COMMON 00847J105 1418 102800 SH SOLE AIRGATE PCS INC COMMON 009367301 2907 158857 SH SOLE AIRTRAN HOLDINGS INC COMMON 00949P108 505 35731 SH SOLE ALAMOSA HOLDINGS INC COMMON 011589108 5755 782895 SH SOLE ALBERTO-CULVER CO COMMON 013068101 360 7175 SH SOLE ALBERTSON'S INC COMMON 013104104 10716 403786 SH SOLE ALDERWOOD GROUP INC COM COMMON 014383103 468 38333 SH SH ALDERWOODS GROUP INC COMMON 014383103 3390 277852 SH SOLE ALLIANCE IMAGING INC DEL COM N COMMON 018606202 302 66008 SH SH ALLMERICA FINANCIAL CORP COMMON 019754100 6690 197949 SH SOLE ALLSTATE CORP COMMON 020002101 66548 1429622 SH SOLE ALPHARMA INC CL A COMMON 020813101 835 40792 SH SH ALTERA CORP COM COMMON 021441100 784 35300 SH SH ALTERA CORPORATION COMMON 021441100 3452 155360 SH SOLE ALTRIA GROUP INC COMMON 02209S103 131384 2625061 SH SOLE ALTRIA GROUP INC COM COMMON 02209S103 6191 123701 SH SH AMBAC FINANCIAL GROUP INC COMMON 023139108 32079 436800 SH SOLE AMCOL INTERNATIONAL CORP COMMON 02341W103 4467 235703 SH SOLE AMERADA HESS CORP COMMON 023551104 667 8418 SH SH AMERCO INC COMMON 023586100 3019 127109 SH SOLE AMEREN CORPORATION COMMON 023608102 10209 237618 SH SOLE AMERICA SERVICE GROUP INC COMMON 02364L109 2369 68163 SH SOLE AMERICA WEST HOLDINGS CORP-B COMMON 023657208 22043 2427702 SH SOLE AMERICAN EAGLE OUTFITTERS COMMON 02553E106 886 30653 SH SOLE AMERICAN EQUITY INVT LIFE HL COMMON 025676206 974 97950 SH SOLE AMERICAN EXPRESS CO COMMON 025816109 2190 42628 SH SH AMERICAN EXPRESS COMPANY COMMON 025816109 153122 2980205 SH SOLE AMERICAN FINANCIAL GROUP INC COMMON 025932104 1668 54537 SH SOLE AMERICAN HEALTHWAYS INC COMMON 02649V104 261 9795 SH SOLE AMERICAN INTERNATIONAL GROUP COMMON 026874107 115208 1616272 SH SOLE AMERICAN POWER CONVERSION COMMON 029066107 6261 318614 SH SOLE AMERICAN TOWER CORP-CL A COMMON 029912201 164 10813 SH SOLE AMERIGROUP CORPORATION COMMON 03073T102 1387 28200 SH SOLE AMERISOURCEBERGEN CORP COMMON 03073E105 3208 53654 SH SOLE AMERITRADE HLDG CORP NEW COM COMMON 03074K100 383 33778 SH SH AMERITRADE HOLDING CORP COMMON 03074K100 807 71073 SH SOLE AMGEN INC COMMON 031162100 32378 593326 SH SOLE AMKOR TECHNOLOGY INC COMMON 031652100 320 39085 SH SOLE AMR CORP/DEL COMMON 001765106 178 14683 SH SOLE AMSOUTH BANCORPORATION COMMON 032165102 9980 391812 SH SOLE ANADARKO PETROLEUM CORP COMMON 032511107 71550 1221000 SH SOLE ANALOG DEVICES COMMON 032654105 30439 646533 SH SOLE ANALOG DEVICES INC COM COMMON 032654105 870 18481 SH SH ANDREW CORP COMMON 034425108 273 13681 SH SOLE ANDRX GROUP COMMON 034553107 239 8549 SH SOLE ANGLOGOLD ASHANTI LIMITED-SPON COMMON 035128206 2393 74400 SH SOLE ANHEUSER-BUSCH COS INC COMMON 035229103 5453 100977 SH SOLE ANIMAS CORP COMMON 03525Y105 837 44900 SH SOLE ANIXTER INTERNATIONAL INC COMMON 035290105 1750 51439 SH SOLE ANIXTER INTL INC COM COMMON 035290105 1777 52211 SH SH ANTHEM INC COMMON 03674B104 2105 23500 SH SOLE APACHE CORP COMMON 037411105 30195 693343 SH SOLE APOGENT TECHNOLOGIES INC COMMON 03760A101 1936 60500 SH SOLE APOLLO GROUP INC CL A COMMON 037604105 1239 14029 SH SH APOLLO GROUP INC-CL A COMMON 037604105 4618 52301 SH SOLE APPLE COMPUTER INC COMMON 037833100 1644 50550 SH SH APPLE COMPUTER INC COMMON 037833100 529 16271 SH SOLE APPLIED MATERIALS INC COMMON 038222105 31841 1622908 SH SOLE ARAMARK CORP COMMON 038521100 544 18900 SH SOLE ARCH CAPITAL GROUP LTD COMMON G0450A105 1265 31732 SH SOLE ARCHER-DANIELS-MIDLAND CO COMMON 039483102 754 44961 SH SOLE ARMOR HOLDINGS INC COMMON 042260109 2812 82684 SH SOLE ARROW ELECTRONICS INC COMMON 042735100 374 13928 SH SOLE ARTESYN TECHNOLOGIES INC COMMON 043127109 1657 184072 SH SOLE ARTHROCARE CORP COMMON 043136100 289 9970 SH SOLE ARVINMENTOR, INC COMMON 043353101 409 20878 SH SH ARVINMERITOR INC COMMON 043353101 1183 60439 SH SOLE ASBURY AUTOMOTIVE GROUP COMMON 043436104 1146 76355 SH SOLE ASPECT COMMUNICATIONS CORP COMMON 04523Q102 536 37708 SH SOLE AT&T CORP COM NEW COMMON 001957505 3525 240927 SH SH ATMEL CORP COMMON 049513104 4859 820861 SH SOLE ATMOS ENERGY CORP COMMON 049560105 1170 45700 SH SOLE AUDIOVOX CORP -CL A COMMON 050757103 1184 70104 SH SOLE AUTODESK INC COMMON 052769106 2723 63596 SH SOLE AUTOLIV INC COMMON 052800109 373 8829 SH SOLE AUTOMATIC DATA PROCESSING COMMON 053015103 4029 96211 SH SOLE AUTONATION INC COMMON 05329W102 8774 513085 SH SOLE AUTOZONE INC COMMON 053332102 8016 100078 SH SOLE AVAYA INC COMMON 053499109 1349 85403 SH SOLE AVAYA INC COM COMMON 053499109 932 59068 SH SH AVISTA CORP COMMON 05379B107 1225 66500 SH SOLE AVON PRODUCTS INC COMMON 054303102 400 8681 SH SOLE BALL CORP COMMON 058498106 12433 172559 SH SOLE BANCO ITAU HOLDING FIN-ADR COMMON 059602201 1020 21862 SH SOLE BANK OF AMERICA CORP COMMON 060505104 313454 3704245 SH SOLE BANKRATE INC COMMON 06646V108 7608 888800 SH SOLE BARNES & NOBLE INC COMMON 067774109 1220 35887 SH SOLE BARNES & NOBLE INC COM COMMON 067774109 889 26167 SH SH BB&T CORPORATION COMMON 054937107 6009 162532 SH SOLE BBVA BANCO FRANCES SA-ADR COMMON 07329M100 1100 216150 SH SOLE BCE INC COMMON 05534B109 2413 120400 SH SOLE BE AEROSPACE INC COMMON 073302101 1933 255072 SH SOLE BEA SYSTEMS INC COMMON 073325102 28770 3500000 SH SOLE BEAZER HOMES USA INC COMMON 07556Q105 207 2061 SH SOLE BECKMAN COULTER INC COMMON 075811109 14067 230600 SH SOLE BECTON DICKINSON & CO COMMON 075887109 230 4445 SH SOLE BED BATH & BEYOND INC COMMON 075896100 3196 83132 SH SOLE BELLSOUTH CORP COMMON 079860102 131482 5014536 SH SOLE BENCHMARK ELECTRONICS INC COMMON 08160H101 1089 37428 SH SOLE BENCHMARK ELECTRS INC COM COMMON 08160H101 598 20535 SH SH BEST BUY COMPANY INC COMMON 086516101 32918 648738 SH SOLE BEST BUY INC COM COMMON 086516101 890 17540 SH SH BEVERLY ENTERPRISES INC COMMON 087851309 7118 827549 SH SOLE BEVERLY ENTERPRISES INC COM NE COMMON 087851309 961 111712 SH SH BFC FINANCIAL CORPORATION-A COMMON 055384200 170 14388 SH SOLE BHP BILLITON LTD-SPON ADR COMMON 088606108 3605 205737 SH SOLE BIOGEN IDEC INC COMMON 09062X103 411 6494 SH SOLE BIOGEN IDEC INC COMMON 09062X103 1276 20175 SH SH BIOSITE INC COMMON 090945106 618 13753 SH SOLE BJ SERVICES CO COMMON 055482103 374 8173 SH SOLE BJ'S WHOLESALE CLUB INC COMMON 05548J106 1216 48623 SH SOLE BLACK & DECKER CORP COMMON 091797100 30618 492800 SH SOLE BLOCK H & R INC COMMON 093671105 2450 51381 SH SOLE BLUEGREEN CORP COMMON 096231105 5042 365309 SH SOLE BMC SOFTWARE INC COMMON 055921100 451 24385 SH SOLE BOISE CASCADE CORP COM COMMON 097383103 933 24794 SH SH BON-TON STORES INC/THE COMMON 09776J101 3430 233972 SH SOLE BOSTON SCIENTIFIC CORP COMMON 101137107 24084 562728 SH SOLE BOWATER INC COMMON 102183100 4679 112500 SH SOLE BP PLC -SPONS ADR COMMON 055622104 1143 21334 SH SOLE BRIGHTPOINT INC COMMON 109473405 478 34781 SH SOLE BRILLIANCE CHINA AUTO-SP ADR COMMON 10949Q105 269 9130 SH SOLE BRISTOL-MYERS SQUIBB CO COMMON 110122108 8850 361224 SH SOLE BRITISH AIRWAYS -SPONS ADR COMMON 110419306 1100 21563 SH SOLE BRITISH AWYS PLC ADR INTERIM S COMMON 110419306 439 8606 SH SH BROOKFIELD HOMES CORP COMMON 112723101 1697 64783 SH SOLE BROOKSTONE INC COMMON 114537103 2526 125982 SH SOLE BRUNSWICK CORP COMMON 117043109 207 5061 SH SOLE BRUSH ENGINEERED MATERIALS COMMON 117421107 3009 159205 SH SOLE BRUSH WELLMAN INC COM COMMON 117421107 771 40816 SH SH BUILDING MATERIAL HOLDING CP COMMON 120113105 1343 70966 SH SOLE BUNGE LIMITED COMMON G16962105 3598 92374 SH SOLE BURLINGTON RESOURCES INC COMMON 122014103 2503 69195 SH SH BURLINGTON RESOURCES INC COMMON 122014103 343 9484 SH SOLE CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 2997 152541 SH SOLE CAL DIVE INTERNATIONAL INC COMMON 127914109 226 7472 SH SOLE CAL-MAINE FOODS INC COMMON 128030202 4598 328446 SH SOLE CALLAWAY GOLF COMPANY COMMON 131193104 1102 97200 SH SOLE CALPINE CORP COM COMMON 131347106 524 121199 SH SH CALPINE CORPORATION COMMON 131347106 1583 366534 SH SOLE CANADIAN NATL RAILWAY CO COMMON 136375102 3357 77011 SH SOLE CAPITAL ONE FINANCIAL CORP COMMON 14040H105 4360 63751 SH SOLE CAPITAL ONE FINL CORP COM COMMON 14040H105 519 7588 SH SH CAREER EDUCATION CORP COMMON 141665109 440 9657 SH SOLE CAREMARK RX INC COMMON 141705103 1899 57658 SH SOLE CARPENTER TECHNOLOGY COMMON 144285103 3821 112222 SH SOLE CASH AMERICA INTL INC COMMON 14754D100 804 34956 SH SOLE CASUAL MALE RETAIL GROUP INC COMMON 148711104 920 126062 SH SOLE CATERPILLAR INC COMMON 149123101 3781 47599 SH SOLE CEMEX SA -SPONS ADR PART CER COMMON 151290889 942 32358 SH SOLE CEMIG SA -SPONS ADR COMMON 204409601 1362 90700 SH SOLE CENDANT CORP COMMON 151313103 467 19092 SH SOLE CENDANT CORP COM COMMON 151313103 607 24805 SH SH CENTENNIAL COMMUNICATIONS CP COMMON 15133V208 1557 217830 SH SOLE CENTEX CORP COMMON 152312104 675 14739 SH SOLE CENTRAL EURO DISTRIBUTION CP COMMON 153435102 1323 51086 SH SOLE CENTRAL PARKING CORP COMMON 154785109 429 22950 SH SOLE CENTURY ALUMINUM COMPANY COMMON 156431108 4901 197727 SH SOLE CENVEO INC COMMON 15670S105 42 14435 SH SOLE CERES GROUP INC COMMON 156772105 118 19289 SH SOLE CHAMPION ENTERPRISES INC COMMON 158496109 294 32002 SH SOLE CHAMPION ENTERPRISES INC COM COMMON 158496109 257 27979 SH SH CHARLES RIVER LABORATORIES COMMON 159864107 205 4200 SH SOLE CHARMING SHOPPES COMMON 161133103 97 10877 SH SOLE CHATTEM INC COMMON 162456107 1916 66361 SH SOLE CHATTEM INC COM COMMON 162456107 809 28002 SH SH CHC HELICOPTER CORP-CL A COMMON 12541C203 1796 61088 SH SOLE CHEESECAKE FACTORY (THE) COMMON 163072101 14782 371500 SH SOLE CHEMED CORP COMMON 16359R103 204 4200 SH SOLE CHEVRON TEXACO CORP COMMON 166764100 140317 1490983 SH SOLE CHILDREN'S PLACE COMMON 168905107 202 8611 SH SOLE CHINA PETROLEUM & CHEM-ADR COMMON 16941R108 995 26937 SH SOLE CHINA YUCHAI INTL LTD COMMON G21082105 233 12750 SH SOLE CHIQUITA BRANDS INTL COMMON 170032809 1410 67388 SH SOLE CHIQUITA BRANDS INTL INC COM COMMON 170032809 964 46088 SH SH CHUNGHWA TELECOM CO LTD-ADR COMMON 17133Q205 1192 67548 SH SOLE CIA ANONIMA TELEF DE VEN-ADR COMMON 204421101 1245 61800 SH SOLE CIA PARANAENSE ENER-SP ADR P COMMON 20441B407 55 16698 SH SOLE CIA SANEAMENTO BASICO DE-ADR COMMON 20441A102 1246 114000 SH SOLE CIA VALE DO RIO DOCE-ADR COMMON 204412209 275 5784 SH SOLE CIGNA CORP COMMON 125509109 204 2954 SH SOLE CINCINNATI BELL INC 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DATA SYSTEMS CORP COMMON 285661104 109477 5716814 SH SOLE ELI LILLY AND COMPANY COMMON 532457108 5042 72115 SH SH EMC CORP/MASS COMMON 268648102 30582 2682622 SH SOLE EMCOR GROUP INC COMMON 29084Q100 1525 34669 SH SOLE EMERSON ELECTRIC CO COMMON 291011104 34832 548100 SH SOLE ENCANA CORP COMMON 292505104 3362 77900 SH SOLE ENCORE WIRE CORP COMMON 292562105 332 12042 SH SOLE ENGINEERED SUPPORT SYSTEMS COMMON 292866100 1268 21660 SH SOLE ENPRO INDUSTRIES INC COMMON 29355X107 8772 381714 SH SOLE ENSCO INTERNATIONAL INC COMMON 26874Q100 36666 1260000 SH SOLE ENTERGY CORP COMMON 29364G103 6380 113900 SH SOLE EQUITY OFFICE PROPERTIES TR COMMON 294741103 9053 332860 SH SOLE ERICSSON (LM) TEL-SP ADR COMMON 294821608 7142 238847 SH SOLE ERICSSON L M TEL CO ADR B SEK COMMON 294821608 3390 113305 SH SH ESPIRITO SANTO FINL GRP-ADR COMMON 29665F200 1359 65000 SH SOLE EXXON MOBIL CORPORATION COMMON 30231G102 5668 127630 SH SH EXXON MOBIL CORPORATION COMMON 30231G102 255559 5754530 SH SOLE FAIRCHILD SEMICON INTL COMMON 303726103 2173 132736 SH SOLE FAIRFAX FINANCIAL HLDGS LTD COMMON 303901102 521 3059 SH SOLE FANNIE MAE COMMON 313586109 113360 1588559 SH SOLE FEDDERS CORP COMMON 313135501 1814 417004 SH SOLE FEDERAL HOME LN MTGE CORP COMMON 313400301 633 10000 SH SOLE FEDERATED DEPARTMENT STORES COMMON 31410H101 5876 119660 SH SOLE FERRELLGAS PARTNERS-LP COMMON 315293100 1019 47500 SH SOLE FIFTH THIRD BANCORP COMMON 316773100 2333 43377 SH SOLE FIRST DATA CORP COMMON 319963104 87912 1974675 SH SOLE FIRST HORIZON NATL CORP COMMON 320517105 3479 76505 SH SOLE FISHER SCIENTIFIC INTL COMMON 338032204 353 6107 SH SOLE FLANDERS CORPORATION COMMON 338494107 2725 329442 SH SOLE FLEXTRONICS INTL LTD COMMON Y2573F102 3611 226401 SH SOLE FLEXTRONICS INTL LTD ORD COMMON Y2573F102 813 50984 SH SH FLIR SYSTEMS INC COMMON 302445101 1992 36298 SH SOLE FMC TECHNOLOGIES INC COMMON 30249U101 1279 44400 SH SOLE FOOT LOCKER INC COMMON 344849104 2453 100794 SH SOLE FORD MOTOR COMPANY COMMON 345370860 10325 659711 SH SOLE FOREST LABS INC COM COMMON 345838106 813 14354 SH SH FORTUNE BRANDS INC COMMON 349631101 31052 411676 SH SOLE FPIC INSURANCE GROUP INC COMMON 302563101 6694 271112 SH SOLE FPL GROUP INC COMMON 302571104 537 8400 SH SOLE FRANCE TELECOM SA-SPONS ADR COMMON 35177Q105 223 8499 SH SOLE FREEPORT MCMORAN COPPER&GOLDCL COMMON 35671D857 1410 42523 SH SH FREEPORT-MCMORAN COPPER-B COMMON 35671D857 3039 91666 SH SOLE FSI INTL INC COMMON 302633102 1105 141502 SH SOLE GAYLORD ENTERTAINMENT CO COMMON 367905106 201 6400 SH SOLE GENENTECH INC COMMON 368710406 615 10938 SH SOLE GENERAL CABLE CORP COMMON 369300108 277 32271 SH SOLE GENERAL COMMUNICATION -CL A COMMON 369385109 80 10016 SH SOLE GENERAL DYNAMICS CORP COMMON 369550108 62695 631375 SH SOLE GENERAL ELECTRIC COMMON 369604103 5254 162164 SH SH GENERAL ELECTRIC CO COMMON 369604103 251176 7752303 SH SOLE GENERAL MARITIME CORP COMMON Y2692M103 1163 42374 SH SOLE GENERAL MILLS INC COMMON 370334104 66424 1397528 SH SOLE GENERAL MOTORS COMMON 370442105 6376 136862 SH SH GENERAL MOTORS CORP COMMON 370442105 15477 332183 SH SOLE GENTIVA HEALTH SERVICES COMMON 37247A102 1405 86435 SH SOLE GENUINE PARTS CO COMMON 372460105 4563 114992 SH SOLE GENUINE PARTS COM COMMON 372460105 5670 142904 SH SH GEORGIA PAC CORP COM COMMON 373298108 1332 36035 SH SH GEORGIA-PACIFIC CORP COMMON 373298108 5444 147222 SH SOLE GETTY IMAGES INC COMMON 374276103 239 3984 SH SOLE GEVITY HR INC COMMON 374393106 6953 265479 SH SOLE GILEAD SCIENCES INC COMMON 375558103 2251 33600 SH SOLE GILLETTE COMPANY COMMON 375766102 2552 60196 SH SOLE GLAXOSMITHKLINE PLC-ADR COMMON 37733W105 327 7880 SH SOLE GOLDEN WEST FINANCIAL CORP COMMON 381317106 3569 33561 SH SOLE GOLDMAN SACHS GROUP INC COMMON 38141G104 15706 166800 SH SOLE GOODRICH CORP COMMON 382388106 2259 69885 SH SOLE GRAFTECH INTERNATIONAL LTD COMMON 384313102 2866 274041 SH SOLE GREIF INC-CL A COMMON 397624107 1453 34400 SH SOLE GROUP 1 AUTOMOTIVE INC COMMON 398905109 1103 33200 SH SOLE GRUPO FINANCIERO GALICIA-ADR COMMON 399909100 1218 230577 SH SOLE GUESS INC COM COMMON 401617105 1078 66963 SH SH GUESS? INC COMMON 401617105 1911 118697 SH SOLE GUIDANT CORP COMMON 401698105 312 5581 SH SOLE GYMBOREE CORP COMMON 403777105 11081 721400 SH SOLE HALLIBURTON CO COMMON 406216101 1443 47666 SH SOLE HALLIBURTON CO COM COMMON 406216101 897 29662 SH SH HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 823 70113 SH SOLE HARMAN INTERNATIONAL COMMON 413086109 1456 16012 SH SOLE HARMONIC INC COMMON 413160102 155 18153 SH SOLE HARTMARX CORP COMMON 417119104 2809 445890 SH SOLE HCA - THE HEALTHCARE COMPANY COMMON 404119109 154409 3712655 SH SOLE HEADWATERS INC COMMON 42210P102 1496 57678 SH SOLE HEALTH NET INC COMMON 42222G108 3136 118326 SH SOLE HEALTHEXTRAS INC COMMON 422211102 4228 255152 SH SOLE HEINZ (H.J.) CO COMMON 423074103 2102 53609 SH SOLE HELEN OF TROY LTD COMMON G4388N106 586 15861 SH SOLE HERSHEY FOODS CORP COMMON 427866108 3331 71992 SH SH HERSHEY FOODS CORP COMMON 427866108 4215 91088 SH SOLE HEWLETT-PACKARD CO COMMON 428236103 131011 6209071 SH SOLE HILTON HOTELS CORP COMMON 432848109 18821 1008650 SH SOLE HITACHI LTD -SPONS ADR COMMON 433578507 544 7820 SH SOLE HOME DEPOT INC COMMON 437076102 149899 4258502 SH SOLE HOME DEPOT INC COM COMMON 437076102 2001 56852 SH SH HOMESTORE.COM INC COMMON 437852106 97 24314 SH SOLE HONEYWELL INTERNATIONAL INC COMMON 438516106 7700 210200 SH SOLE HOOKER FURNITURE CORP COMMON 439038100 2741 135875 SH SOLE HOSPIRA INC COM COMMON 441060100 244 8832 SH SH HOVNANIAN ENTERPRISES-A COMMON 442487203 1030 29666 SH SOLE HSBC HOLDINGS PLC-SPONS ADR COMMON 404280406 1102 14713 SH SOLE HUB GROUP INC-CL A COMMON 443320106 3471 101774 SH SOLE HUMANA INC COMMON 444859102 317 18730 SH SOLE HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 202 5246 SH SOLE HUNTINGTON BANCSHARES COMMON 446150104 5861 255975 SH SOLE IDENTIX INC COMMON 451906101 174 23206 SH SOLE IDT CORP COMMON 448947101 1111 61600 SH SOLE IDX SYSTEMS CORP COMMON 449491109 1044 32772 SH SOLE IKON OFFICE SOLUTIONS INC COMMON 451713101 1244 108417 SH SOLE IMCLONE SYSTEMS COMMON 45245W109 8869 103387 SH SOLE IMCO RECYCLING INC COMMON 449681105 1259 95200 SH SOLE IMPERIAL CHEMICAL-SPONS ADR COMMON 452704505 210 12389 SH SOLE INCO LTD COMMON 453258402 3753 108586 SH SOLE ING GROEP N.V.-SPONSORED ADR COMMON 456837103 709 29921 SH SOLE INGERSOLL-RAND CO-CL A COMMON G4776G101 41937 613917 SH SOLE INGLES MARKETS INC -CL A COMMON 457030104 1299 116272 SH SOLE INGRAM MICRO INC-CL A COMMON 457153104 1241 85710 SH SOLE INPUT/OUTPUT INC COMMON 457652105 1024 123519 SH SOLE INTEGRATED ELECTRICAL SVCS COMMON 45811E103 2141 265967 SH SOLE INTEL CORP COMMON 458140100 24004 869707 SH SOLE INTEL CORP COM COMMON 458140100 1496 54186 SH SH INTERFACE INC-CL A COMMON 458665106 1681 192600 SH SOLE INTERNAP NETWORK SERVICES COMMON 45885A102 211 174075 SH SOLE INTERNATIONAL GAME TECH COM COMMON 459902102 2335 60493 SH SH INTERNATIONAL PAPER CO COMMON 460146103 170236 3808389 SH SOLE INTERNET SECURITY SYSTEMS COMMON 46060X107 886 57763 SH SOLE INTERPUBLIC GROUP COS INC COMMON 460690100 58432 4255824 SH SOLE INTERVOICE INC COMMON 461142101 168 14732 SH SOLE INTL BUSINESS MACHINES CORP COMMON 459200101 59857 679039 SH SOLE INTL GAME TECHNOLOGY COMMON 459902102 4346 112583 SH SOLE INTL RECTIFIER CORP COMMON 460254105 850 20524 SH SOLE INTUIT INC COM COMMON 461202103 326 8461 SH SH INTUITIVE SURGICAL INC COMMON 46120E602 24700 1300000 SH SOLE IPSCO INC COMMON 462622101 215 9514 SH SOLE ISHARES S&P 500 INDEX FUND COMMON 464287200 800 6977 SH SOLE ISPAT INTL NV-NY REG SHS COMMON 464899103 2160 146964 SH SOLE ITC DELTACOM INC COMMON 45031T401 1463 262745 SH SOLE ITT INDUSTRIES INC COMMON 450911102 1137 13700 SH SOLE J.C. PENNEY COM COMMON 708160106 1382 36604 SH SH J.P. MORGAN CHASE COMMON 46625H100 6074 156654 SH SH JACUZZI BRANDS INC COMMON 469865109 881 109299 SH SOLE JEFFERSON-PILOT CORP COMMON 475070108 4560 89756 SH SOLE JLG INDUSTRIES INC COMMON 466210101 3046 219219 SH SOLE JOHN B. SANFILIPPO & SON COMMON 800422107 570 21304 SH SOLE JOHNSON & JOHNSON COMMON 478160104 224924 4038122 SH SOLE JOHNSON & JOHNSON COMMON 478160104 4804 86254 SH SH JPMORGAN CHASE & CO COMMON 46625H100 165152 4259780 SH SOLE JUPITERMEDIA CORP COMMON 48207D101 2832 200000 SH SOLE KANEB SERVICES LLC COMMON 484173109 1096 38872 SH SOLE KB HOME COMMON 48666K109 778 11333 SH SOLE KELLY SERVICES INC -CL A COMMON 488152208 1246 41800 SH SOLE KERR-MCGEE CORP COMMON 492386107 5332 99156 SH SOLE KERZNER INTERNATIONAL LTD COMMON P6065Y107 323 6800 SH SOLE KEYCORP COMMON 493267108 11746 392957 SH SOLE KFORCE INC COMMON 493732101 3320 351686 SH SOLE KIMBERLY CLARK CORP COM COMMON 494368103 5036 76438 SH SH KIMBERLY-CLARK CORP COMMON 494368103 124690 1892673 SH SOLE KINDRED HEALTHCARE INC COMMON 494580103 1339 50800 SH SOLE KMART HOLDING CORP COMMON 498780105 341 4745 SH SOLE KNIGHT RIDDER INC COMMON 499040103 4136 57450 SH SOLE KNIGHT TRADING GROUP INC COM COMMON 499063105 314 31361 SH SH KOHLS CORP COMMON 500255104 692 16364 SH SOLE KONINKLIJKE AHOLD NV-SP ADR COMMON 500467303 2603 328245 SH SOLE KORN/FERRY INTERNATIONAL COMMON 500643200 629 32448 SH SOLE KRAFT FOODS INC-A COMMON 50075N104 4779 150842 SH SOLE KULICKE & SOFFA INDUSTRIES COMMON 501242101 171 15587 SH SOLE KYOCERA CORP -SPONS ADR COMMON 501556203 249 2903 SH SOLE LABOR READY INC COMMON 505401208 1682 108500 SH SOLE LAN CHILE SA -SPON ADR COMMON 501723100 1795 93012 SH SOLE LANCE INC COMMON 514606102 219 14232 SH SOLE LANDAMERICA FINANCIAL GROUP COMMON 514936103 1193 30655 SH SOLE LANDRY'S RESTAURANTS INC COMMON 51508L103 478 16000 SH SOLE LAWSON PRODUCTS INC COMMON 520776105 434 11381 SH SOLE LEHMAN BROTHERS HOLDING INC COMMON 524908100 34919 464042 SH SOLE LENNAR CORP - A SHS COMMON 526057104 3585 80157 SH SOLE LEUCADIA NATIONAL CORP COMMON 527288104 451 9066 SH SOLE LIBERTY MEDIA CORP COMMON 530718105 224133 24931365 SH SOLE LIBERTY MEDIA CORP NEW COM SER COMMON 530718105 155 17232 SH SH LIBERTY MEDIA INTL INC-A COMMON 530719103 3938 106164 SH SOLE LIFETIME HOAN CORP COMMON 531926103 3555 155979 SH SOLE LILLY (ELI) & CO COMMON 532457108 1079 15437 SH SOLE LIMITED BRANDS COMMON 532716107 111114 5941898 SH SOLE LINCOLN NATIONAL CORP COMMON 534187109 2121 44876 SH SOLE LINEAR TECHNOLOGY CORP COMMON 535678106 3201 81095 SH SOLE LINEAR TECHNOLOGY CORP COM COMMON 535678106 505 12794 SH SH LOUISIANA PACIFIC COM COMMON 546347105 1682 71110 SH SH LOUISIANA-PACIFIC CORP COMMON 546347105 4160 175904 SH SOLE LOWE'S COMPANIES COMMON 548661107 3305 62889 SH SOLE LUCENT TECHNOLOGIES COM COMMON 549463107 2546 673599 SH SH LUCENT TECHNOLOGIES INC COMMON 549463107 6224 1646461 SH SOLE MAGELLAN HEALTH SERVICES INC COMMON 559079207 6040 180566 SH SOLE MAGNETEK INC COMMON 559424106 3214 385446 SH SOLE MANITOWOC COMPANY INC COMMON 563571108 14894 440000 SH SOLE MANNATECH INC COMMON 563771104 202 21043 SH SOLE MANOR CARE INC COMMON 564055101 4857 148634 SH SOLE MANULIFE FINANCIAL CORP COMMON 56501R106 2677 66100 SH SOLE MARATHON OIL CORP COMMON 565849106 2800 73989 SH SOLE MARINEMAX INC COMMON 567908108 1678 58496 SH SOLE MARSH & MCLENNAN COS COMMON 571748102 152533 3361237 SH SOLE MASCO CORP COMMON 574599106 8620 276483 SH SOLE MASSEY ENERGY COMPANY COMMON 576206106 863 30579 SH SOLE MATRIX SERVICE CO COMMON 576853105 2082 227538 SH SOLE MATTEL INC COMMON 577081102 2320 127100 SH SOLE MAVERICK TUBE CORP COMMON 577914104 1783 67870 SH SOLE MAXIM INTEGRATED PRODUCTS COMMON 57772K101 4650 88707 SH SOLE MAXTOR CORP COMMON 577729205 1581 238458 SH SOLE MAXTOR CORP COM NEW COMMON 577729205 254 38373 SH SH MAY DEPARTMENT STORES CO COMMON 577778103 3613 131447 SH SOLE MBIA INC COMMON 55262C100 1030 18033 SH SOLE MBNA CORP COMMON 55262L100 39480 1530829 SH SOLE MCDERMOTT INTL INC COMMON 580037109 4611 453846 SH SOLE MCDONALD'S CORPORATION COMMON 580135101 1819 69964 SH SOLE MCKESSON CORP COMMON 58155Q103 3191 92940 SH SOLE MEADWESTVACO CORP COMMON 583334107 3900 132690 SH SOLE MEDTRONIC INC COMMON 585055106 10475 215000 SH SOLE MELLON FINANCIAL CORP COMMON 58551A108 2299 78400 SH SOLE MENTOR CORP COMMON 587188103 393 11458 SH SOLE MERCK & CO INC COMMON 589331107 5256 110647 SH SH MERCK & CO. INC. COMMON 589331107 64409 1355960 SH SOLE MERISTAR HOSPITALITY CORP COMMON 58984Y103 98 14300 SH SOLE METAL MANAGEMENT INC COMMON 591097209 9011 454871 SH SOLE METALS USA INC COMMON 591324207 1897 106118 SH SOLE METROCALL HOLDINGS INC COMMON 59164X105 4295 64103 SH SOLE MGIC INVESTMENT CORP COMMON 552848103 2208 29110 SH SOLE MGM GRAND INC COMMON 552953101 9584 204184 SH SOLE MICROSOFT CORP COMMON 594918104 178129 6237025 SH SOLE MIDDLEBY CORP COMMON 596278101 4721 86437 SH SOLE MINE SAFETY APPLIANCES CO COMMON 602720104 2293 68050 SH SOLE MKS INSTRUMENTS INC COMMON 55306N104 21679 950000 SH SOLE MOHAWK INDUSTRIES INC COMMON 608190104 1467 20000 SH SOLE MONACO COACH CORP COMMON 60886R103 1003 35571 SH SOLE MONSANTO CO COM COMMON 61166W101 453 11771 SH SH MORGAN STANLEY COMMON 617446448 149216 2827656 SH SOLE MOTOROLA INC COMMON 620076109 1020 55923 SH SOLE MOTOROLA INC COM COMMON 620076109 2325 127372 SH SH MRV COMMUNICATIONS INC COMMON 553477100 1354 494297 SH SOLE MTS SYSTEMS CORP COMMON 553777103 1056 45052 SH SOLE NACCO INDS INC CL A COMMON 629579103 908 9563 SH SH NACCO INDUSTRIES-CL A COMMON 629579103 1557 16393 SH SOLE NASH FINCH CO COMMON 631158102 1848 73808 SH SOLE NATIONAL CITY CORP COMMON 635405103 89067 2544040 SH SOLE NATIONAL SEMICONDUCTOR COM COMMON 637640103 888 40382 SH SH NATIONAL SEMICONDUCTOR CORP COMMON 637640103 3860 175545 SH SOLE NAVARRE CORP COMMON 639208107 3553 246861 SH SOLE NAVIGANT CONSULTING INC COMMON 63935N107 562 26205 SH SOLE NEC CORP -SPONSORED ADR COMMON 629050204 247 34450 SH SOLE NEIGHBORCARE INC COMMON 64015Y104 452 14440 SH SH NEIMAN MARCUS GROUP INC-CL A COMMON 640204202 32305 580500 SH SOLE NEKTAR THERAPEUTICS COMMON 640268108 499 25000 SH SOLE NETEGRITY INC COM COMMON 64110P107 224 26435 SH SH NETWORK APPLIANCE COM COMMON 64120L104 810 37615 SH SH NEW JERSEY RESOURCES CORP COMMON 646025106 1343 32300 SH SOLE NEW PLAN EXCEL REALTY TRUST COMMON 648053106 347 14892 SH SOLE NEW YORK COMMUNITY BANCORP COMMON 649445103 3119 158899 SH SOLE NEWELL RUBBERMAID INC COMMON 651229106 5907 251388 SH SOLE NEWMONT MINING CORP COMMON 651639106 3280 84643 SH SOLE NEXEN INC COMMON 65334H102 222 5700 SH SOLE NEXTEL COMMUNICATIONS CL A COMMON 65332V103 1970 73875 SH SH NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 38843 1456962 SH SOLE NEXTEL PARTNERS INC -CL A COMMON 65333F107 39322 2470000 SH SOLE NIKE INC -CL B COMMON 654106103 3892 51386 SH SOLE NOBLE CORP COMMON G65422100 2213 58400 SH SOLE NOBLE ENERGY INC COMMON 655044105 21420 420000 SH SOLE NOBLE INTERNATIONAL LTD COMMON 655053106 2757 111319 SH SOLE NORDSTROM INC COMMON 655664100 1968 46196 SH SOLE NORTEL NETWORKS CORP COMMON 656568102 4060 813464 SH SOLE NOVARTIS AG-ADR COMMON 66987V109 2058 46238 SH SOLE NOVELL INC COMMON 670006105 1924 229422 SH SOLE NTL INC COMMON 62940M104 1690 29332 SH SOLE NU SKIN ENTERPRISES INC - A COMMON 67018T105 907 35793 SH SOLE NVR INC COMMON 62944T105 3583 7400 SH SOLE OCCIDENTAL PETROLEUM CORP COMMON 674599105 495 10221 SH SOLE OFFSHORE LOGISTICS COMMON 676255102 1790 63659 SH SOLE OIL STATES INTERNATIONAL INC COMMON 678026105 1376 89963 SH SOLE OIL STS INTL INC COM COMMON 678026105 224 14640 SH SH OLD DOMINION FREIGHT LINE COMMON 679580100 221 7470 SH SOLE OM GROUP INC COMMON 670872100 2251 68188 SH SOLE OMNICARE INC COMMON 681904108 1188 27757 SH SOLE ON SEMICONDUCTOR CORPORATION COMMON 682189105 2755 548894 SH SOLE ONEOK INC NEW COM COMMON 682680103 1117 50783 SH SH OPEN TEXT CORP COMMON 683715106 1730 54249 SH SOLE OPENWAVE SYSTEMS INC COMMON 683718308 943 74291 SH SH OPENWAVE SYSTEMS INC COMMON 683718308 159 12527 SH SOLE ORBITAL SCIENCES CORP COMMON 685564106 3681 266600 SH SOLE ORLEANS HOMEBUILDERS INC COMMON 686588104 3646 189191 SH SOLE OWENS & MINOR INC COMMON 690732102 1311 50643 SH SOLE OWENS ILLINOIS COM NEW COMMON 690768403 1935 115449 SH SH OWENS-ILLINOIS INC COMMON 690768403 317 18889 SH SOLE OXFORD HEALTH PLANS INC COMMON 691471106 4985 90584 SH SOLE OXFORD INDUSTRIES INC COMMON 691497309 4540 104231 SH SOLE PACCAR INC COMMON 693718108 4469 77073 SH SOLE PACCAR INC COM COMMON 693718108 512 8821 SH SH PACIFIC SUNWEAR OF CALIF COMMON 694873100 21921 1120135 SH SOLE PACIFICARE HEALTH SYSTEMS COMMON 695112102 1432 37054 SH SOLE PACKAGING CORP OF AMERICA COMMON 695156109 11472 480000 SH SOLE PANTRY INC COMMON 698657103 5229 239846 SH SOLE PATHMARK STORES INC COMMON 70322A101 1206 158269 SH SOLE PATINA OIL & GAS CORP COMMON 703224105 1411 47223 SH SOLE PDI INC COMMON 69329V100 5989 197455 SH SOLE PENN NATIONAL GAMING INC COMMON 707569109 295 8900 SH SOLE PENNEY (JC) CO INC (HLDG CO) COMMON 708160106 2390 63298 SH SOLE PEOPLES ENERGY CORP COMMON 711030106 1574 37351 SH SOLE PEP BOYS-MANNY MOE & JACK COMMON 713278109 659 25965 SH SOLE PEPSI BOTTLING GROUP INC COMMON 713409100 6500 212837 SH SOLE PEPSICO INC COMMON 713448108 13804 256192 SH SOLE PERFORMANCE FOOD GROUP CO COMMON 713755106 982 37000 SH SOLE PERINI CORP COMMON 713839108 971 90915 SH SOLE PERRIGO CO COMMON 714290103 288 15195 SH SOLE PETROBRAS BRASILEIRO ADR SPONS COMMON 71654V408 1479 52682 SH SH PETROCHINA CO LTD -ADR COMMON 71646E100 958 20682 SH SOLE PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 4573 162922 SH SOLE PETROLEUM DEVELOPMENT CORP COMMON 716578109 1131 41267 SH SOLE PFIZER COMMON 717081103 4745 138427 SH SH PFIZER INC COMMON 717081103 198091 5778611 SH SOLE PHELPS DODGE COM COMMON 717265102 1382 17828 SH SH PHELPS DODGE CORP COMMON 717265102 4300 55480 SH SOLE PHILIPS ELECTRONICS-NY SHR COMMON 500472303 3070 112852 SH SOLE PILGRIMS PRIDE CORP COMMON 721467108 6505 224794 SH SOLE PITNEY BOWES INC COMMON 724479100 63887 1443760 SH SOLE PIXELWORKS INC COMMON 72581M107 1297 84656 SH SOLE PIXELWORKS INC COM COMMON 72581M107 432 28151 SH SH PLACER DOME INC COMMON 725906101 3184 191322 SH SOLE PLAINS EXPLORATION & PROD COCO COMMON 726505100 1040 56657 SH SH PLAINS EXPLORATION & PRODUCT COMMON 726505100 2203 120061 SH SOLE PLANTRONICS INC COMMON 727493108 1202 28542 SH SOLE PLEXUS CORP COMMON 729132100 1034 76600 SH SOLE PNC FINANCIAL SERVICES GROUP COMMON 693475105 9910 186707 SH SOLE POSCO-ADR COMMON 693483109 305 9125 SH SOLE PPG INDUSTRIES INC COMMON 693506107 3350 53606 SH SOLE PRIME HOSPITALITY CORP COMMON 741917108 212 20000 SH SOLE PRIMEDIA INC COMMON 74157K101 86 31134 SH SOLE PRIMUS TELECOMMUNICATIONS GP COMMON 741929103 361 71011 SH SOLE PRINCIPAL FINANCIAL GROUP COMMON 74251V102 3837 110327 SH SOLE PROCTER & GAMBLE COMMON 742718109 2626 48239 SH SH PROCTER & GAMBLE CO COMMON 742718109 31494 578514 SH SOLE PROTEIN DESIGN LABS INC COMMON 74369L103 1836 96000 SH SOLE PROVIDIAN FINANCIAL CORP COMMON 74406A102 1024 69793 SH SOLE PRUDENTIAL FINANCIAL INC COMMON 744320102 5766 124086 SH SOLE PSS WORLD MEDICAL INC COMMON 69366A100 1103 98500 SH SOLE PTEK HOLDINGS INC COMMON 69366M104 128 11120 SH SOLE PULTE HOMES INC COMMON 745867101 374 7184 SH SOLE QAD INC COMMON 74727D108 1314 123851 SH SOLE QUALCOMM INC COMMON 747525103 40713 557863 SH SOLE QUALCOMM INC COM COMMON 747525103 4711 64546 SH SH QUANTA SERVICES INC COMMON 74762E102 142 22847 SH SOLE QWEST COMMUNICATIONS INTL COMMON 749121109 283 78767 SH SOLE RADIOSHACK CORP COMMON 750438103 2243 78360 SH SOLE RAYOVAC CORP COMMON 755081106 14529 517041 SH SOLE RELIANCE STEEL & ALUMINUM COMMON 759509102 1714 42500 SH SOLE RENT-WAY INC COMMON 76009U104 3530 392215 SH SOLE RES-CARE INC COMMON 760943100 4788 376988 SH SOLE RESEARCH IN MOTION COMMON 760975102 664 9696 SH SOLE RETAIL VENTURES INC COMMON 76128Y102 2613 337595 SH SOLE REUTERS GROUP PLC ADR SPONSORE COMMON 76132M102 757 18583 SH SH REUTERS GROUP PLC-SPONS ADR COMMON 76132M102 1097 26883 SH SOLE RF MICRO DEVICES INC COMMON 749941100 103 13753 SH SOLE RITE AID CORP COMMON 767754104 3116 597032 SH SOLE ROCK-TENN COMPANY -CL A COMMON 772739207 1454 85800 SH SOLE ROCKWELL COLLINS INC. COMMON 774341101 16910 507500 SH SOLE ROFIN-SINAR TECHNOLOGIES INC COMMON 775043102 3138 123591 SH SOLE ROGERS CORP COMMON 775133101 521 7452 SH SOLE ROHM & HAAS CO COMMON 775371107 7023 168900 SH SOLE ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 306 7052 SH SOLE ROYAL CARIBBEAN CRUISES LTD CO COMMON V7780T103 1179 27157 SH SH ROYAL DUTCH PETE NY REG SHS 1. 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