-----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, Lg96EVeSDJ+X6EvCa0vBFXfJ/x+fK+zzbVOqx+mwYFz/cudeTwMAjyD+wcRkWQp1 5AQU1PUPCC5OOJTQmW30bw== 0001072613-02-001563.txt : 20021018 0001072613-02-001563.hdr.sgml : 20021018 20021018151515 ACCESSION NUMBER: 0001072613-02-001563 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021018 EFFECTIVENESS DATE: 20021018 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03377 FILM NUMBER: 02792632 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173307500 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 13F-HR 1 form13f_11542.txt GRANTHAM, MAYO VAN OTTERLOO & CO. LLC 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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: Grantham, Mayo, Van Otterloo & Co. Address: 40 Rowes Wharf Boston, MA 02110 13F File Number : 028-03377 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: Forrest Berkley Title: Member Phone:(617) 346-7617 Signature, Place and Date of Signing: /s/ Forrest Berkley Boston, MA October 17, 2002 --------------------------------------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Managers Included: 1 Form 13F Information Table Entry Total: 1476 Form 13F Information Table Value Total: 6718655 List of Other Included Managers: No. 13F File Number Name 01 28-2495 Strategic Investment Management International
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 100 TR UNIT SER 1 COMMON 631100104 240 11600 SH SOLE 11600 0 0 ACE LTD COMMON G0070K103 8338 281600 SH SOLE 235700 0 45900 AETNA U S HEALTHCARE COMMON 00817Y108 242 6750 SH SOLE 6750 0 0 ALLSTATE COMMON 020002101 8097 227760 SH SOLE 187660 0 40100 AMB PPTY CORP COM COMMON 00163T109 2081 72000 SH SOLE 72000 0 0 AMERADA HESS CORP COMMON 023551104 5152 75900 SH SOLE 63400 0 12500 AMERICAN EXPRESS COMMON 025816109 733 23500 SH SOLE 23500 0 0 AMERICAN GREETINGS CO COMMON 026375105 443 27500 SH SOLE 27500 0 0 AMERICAN INTL GROUP COMMON 026874107 443 8100 SH SOLE 8100 0 0 ANADARKO PETE CORP COMMON 032511107 4622 103777 SH SOLE 90277 0 13500 ANHEUSER BUSCH COS IN COMMON 035229103 1422 28100 SH SOLE 28100 0 0 AON CORP COMMON 037389103 2248 109700 SH SOLE 94100 0 15600 APARTMENT INVT & MGMT COMMON 03748R101 10490 270000 SH SOLE 270000 0 0 ARCHER DANIELS MIDLAN COMMON 039483102 460 36750 SH SOLE 36750 0 0 ARCHSTONE-SMITH TRUST COMMON 039583109 3881 162500 SH SOLE 162500 0 0 ARDEN RLTY INC COM COMMON 039793104 2613 110500 SH SOLE 110500 0 0 AT & T CORP. COMMON 001957109 3949 328808 SH SOLE 269408 0 59400 AVALONBAY CMNTYS INC COMMON 053484101 7006 167600 SH SOLE 167600 0 0 AVNET COMMON 053807103 2604 241300 SH SOLE 200900 0 40400 BANK OF AMERICA COMMON 060505104 9532 149403 SH SOLE 123603 0 25800 BANK ONE CORP COMMON 06423A103 572 15286 SH SOLE 15286 0 0 BEAR STEARNS COS INC COMMON 073902108 2256 40000 SH SOLE 32900 0 7100 BEDFORD PPTY INVS INC COMMON 076446301 2600 105000 SH SOLE 105000 0 0 BELLSOUTH CORP COMMON 079860102 9971 543100 SH SOLE 453100 0 90000 BLACK & DECKER CORP COMMON 091797100 544 12975 SH SOLE 12975 0 0 BLOCK H & R INC COMMON 093671105 3991 95000 SH SOLE 95000 0 0 BMC SOFTWARE INC COMMON 055921100 667 51000 SH SOLE 51000 0 0 BOEING CO COMMON 097023105 226 6632 SH SOLE 6632 0 0 BOSTON PROPERTIES COMMON 101121101 3999 107500 SH SOLE 107500 0 0 BRANDYWINE RLTY TR SH COMMON 105368203 12310 545900 SH SOLE 509800 0 36100 BRE PPTYS INC CL A COMMON 05564E106 2383 77500 SH SOLE 77500 0 0 BRISTOL MYERS SQUIBB COMMON 110122108 8113 340900 SH SOLE 280500 0 60400 BROOKFIELD PPTYS CORP COMMON 112900105 1540 80000 SH SOLE 80000 0 0 CABOT CORP COMMON 127055101 6775 322600 SH SOLE 262600 0 60000 CAMDEN PPTY TR SH BEN COMMON 133131102 1989 60000 SH SOLE 60000 0 0 CANADIAN PAC RY LTD C COMMON 13645T100 208 11400 SH SOLE 11400 0 0 CARRAMERICA RLTY CORP COMMON 144418100 1259 50000 SH SOLE 50000 0 0 CATELLUS DEV CORP COM COMMON 149111106 2768 150000 SH SOLE 150000 0 0 CBL & ASSOC PPTYS INC COMMON 124830100 5658 146000 SH SOLE 146000 0 0 CHATEAU CMNTYS INC CO COMMON 161726104 4054 153500 SH SOLE 153500 0 0 CHELSEA PROPERTY GROU COMMON 163421100 2447 72500 SH SOLE 72500 0 0 CHEVRONTEXACO CORPORA COMMON 166764100 1087 15700 SH SOLE 15700 0 0 CITIGROUP INC. COMMON 172967101 6765 228166 SH SOLE 201666 0 26500 CLAYTON HOMES INC COM COMMON 184190106 3856 351200 SH SOLE 286200 0 65000 COLONIAL PPTYS TR COM COMMON 195872106 3618 100000 SH SOLE 100000 0 0 CONOCOPHILLIPS COM COMMON 20825C104 11225 242746 SH SOLE 202270 0 40476 CRESCENT R E EQUITIES COMMON 225756105 11945 760800 SH SOLE 760800 0 0 CVS CORPORATION COMMON 126650100 5341 210700 SH SOLE 175400 0 35300 D R HORTON INC COM COMMON 23331A109 1727 92750 SH SOLE 76400 0 16350 DEVELOPERS DIVERSIFIE COMMON 251591103 6273 285000 SH SOLE 285000 0 0 DEVON ENERGY CORP NEW COMMON 25179M103 212 4387 SH SOLE 4387 0 0 DIAMONDS TR UNIT SER COMMON 252787106 654 8600 SH SOLE 8600 0 0 DISNEY WALT PRODTNS COMMON 254687106 189 12500 SH SOLE 12500 0 0 DONNELLEY R R & SONS COMMON 257867101 811 34500 SH SOLE 34500 0 0 DU PONT E I DE NEMOUR COMMON 263534109 314 8700 SH SOLE 8700 0 0 DUKE PWR CO COMMON 264399106 543 27762 SH SOLE 27762 0 0 DUKE REALTY CORPORATI COMMON 264411505 8371 340000 SH SOLE 340000 0 0 EASTGROUP PPTYS INC C COMMON 277276101 2166 87500 SH SOLE 87500 0 0 ELECTRONIC DATA SYS C COMMON 285661104 1473 105400 SH SOLE 90000 0 15400 ENCANA CORP COM COMMON 292505104 500 16616 SH SOLE 16616 0 0 ENGELHARD CORP COMMON 292845104 2776 116500 SH SOLE 96000 0 20500 EQUITY OFFICE PROPERT COMMON 294741103 29949 1,159900 SH SOLE 1,090500 0 69400 EQUITY RESIDENTIAL PP COMMON 29476L107 12257 512000 SH SOLE 488600 0 23400 ESTEE LAUDER COMMON 518439104 1227 42700 SH SOLE 35200 0 7500 EXELON CORP COMMON 30161N101 594 12501 SH SOLE 12501 0 0 EXXON CORPORATION COMMON 30231G102 1095 34320 SH SOLE 34320 0 0 FED HOME LOAN MTG COR COMMON 313400301 8558 153100 SH SOLE 125000 0 28100 FEDERAL NAT MORTGAGE COMMON 313586109 16326 274200 SH SOLE 229300 0 44900 FEDERATED DEPARTMENT COMMON 31410H101 9244 314000 SH SOLE 266500 0 47500 FELCOR LODGING TR INC COMMON 31430F101 1989 155000 SH SOLE 155000 0 0 FIRST INDL RLTY TR IN COMMON 32054K103 3409 110000 SH SOLE 110000 0 0 FLEETBOSTON FINANCIAL COMMON 339030108 2773 136400 SH SOLE 111900 0 24500 FLORIDA EAST COAST IN COMMON 340632207 475 21630 SH SOLE 21630 0 0 FMC CORP NEW COMMON 302491303 1717 66500 SH SOLE 54300 0 12200 FOREST CITY ENTERPRIS COMMON 345550107 1950 60000 SH SOLE 60000 0 0 FOX ENTMT GROUP INC C COMMON 35138T107 7382 335100 SH SOLE 273800 0 61300 FREEPORT MCMORAN COPP COMMON 35671D857 3618 268800 SH SOLE 220400 0 48400 GABLES RESIDENTIAL TR COMMON 362418105 548 20500 SH SOLE 20500 0 0 GENERAL ELECTRIC COMMON 369604103 1198 48600 SH SOLE 48600 0 0 GENERAL GROWTH PPTYS COMMON 370021107 11897 231000 SH SOLE 231000 0 0 GENERAL MTRS CORP COMMON 370442105 4403 113200 SH SOLE 94100 0 19100 GLAXO PLC SPONSORED A COMMON 37733W105 365 9501 SH SOLE 9501 0 0 GLENBOROUGH RLTY TR I COMMON 37803P105 2487 122500 SH SOLE 122500 0 0 GMO REIT FD CL III MUTUAL 362007627 2285 210000 SH SOLE 210000 0 0 GREENPOINT FINL CORP COMMON 395384100 2584 61900 SH SOLE 50800 0 11100 HERCULES INC COMMON 427056106 2502 271700 SH SOLE 221500 0 50200 HEWITT ASSOCIATES INC COMMON 42822Q100 3376 114300 SH SOLE 93200 0 21100 HEWLETT PACKARD COMMON 428236103 3311 283693 SH SOLE 238293 0 45400 HIGHWOODS PROPERTIES COMMON 431284108 7722 330000 SH SOLE 330000 0 0 HILTON HOTEL CORP COMMON 432848109 1681 147700 SH SOLE 130000 0 17700 HONEYWELL INTERNATION COMMON 438516106 10161 469100 SH SOLE 385200 0 83900 HOSPITALITY PPTYS TR COMMON 44106M102 1656 50000 SH SOLE 50000 0 0 HOST MARRIOTT CORP NE COMMON 44107P104 4301 463500 SH SOLE 463500 0 0 INFORMATION RES INC COMMON 456905108 158 42600 SH SOLE 42600 0 0 INTEL CORP COMMON 458140100 403 29000 SH SOLE 29000 0 0 INTERNATIONAL BUSINES COMMON 459200101 1528 26200 SH SOLE 26200 0 0 INTERNATIONAL PAPER C COMMON 460146103 514 15400 SH SOLE 15400 0 0 INTL RECTIFIER CORP COMMON 460254105 156 10000 SH SOLE 10000 0 0 ISTAR FINL INC COM COMMON 45031U101 698 25000 SH SOLE 25000 0 0 J.P. MORGAN CHASE & C COMMON 46625H100 778 40960 SH SOLE 40960 0 0 JOHNSON & JOHNSON COMMON 478160104 752 13900 SH SOLE 13900 0 0 KIMBERLY CLARK COMMON 494368103 7794 137600 SH SOLE 121200 0 16400 KIMCO RLTY CORP COM COMMON 49446R109 1368 44000 SH SOLE 44000 0 0 KOGER EQUITY INC COM COMMON 500228101 1274 75400 SH SOLE 75400 0 0 KROGER CO COMMON 501044101 5765 408900 SH SOLE 342900 0 66000 LENNAR CORP COMMON 526057104 2465 44200 SH SOLE 36200 0 8000 LIBERTY PPTY TR SH BE COMMON 531172104 5425 175000 SH SOLE 175000 0 0 LILLY ELI & CO COMMON 532457108 736 13300 SH SOLE 13300 0 0 MACK CALI RLTY CORP C COMMON 554489104 19484 606400 SH SOLE 574400 0 32000 MANPOWER INC COM COMMON 56418H100 293 10000 SH SOLE 10000 0 0 MARATHON OIL CORP COM COMMON 565849106 934 41200 SH SOLE 41200 0 0 MERCK & CO COMMON 589331107 14316 313200 SH SOLE 262100 0 51100 MID-AMER APT CMNTYS I COMMON 59522J103 498 20000 SH SOLE 20000 0 0 MILLS CORP COM COMMON 601148109 4597 155000 SH SOLE 155000 0 0 MYLAN LABS INC COMMON 628530107 688 21000 SH SOLE 21000 0 0 NATIONWIDE FINANCIAL COMMON 638612101 1428 53500 SH SOLE 43700 0 9800 NESTLES ADR FOREIGN 641069406 1947 36400 SH SOLE 36400 0 0 NEW PLAN EXCEL RLTY T COMMON 648053106 1106 60000 SH SOLE 60000 0 0 NEW YORK TIMES CO CLA COMMON 650111107 409 9000 SH SOLE 9000 0 0 NOBLE ENERGY INC COM COMMON 655044105 237 6975 SH SOLE 6975 0 0 OCCIDENTAL PETE CORP COMMON 674599105 15249 537300 SH SOLE 451800 0 85500 OLIN CORP COMMON 680665205 3689 225200 SH SOLE 186400 0 38800 OMNICOM GROUP COMMON 681919106 1704 30600 SH SOLE 25000 0 5600 ORACLE SYS CORP COMMON 68389X105 8993 1,144200 SH SOLE 954200 0 190000 PAN PAC RETAIL PPTYS COMMON 69806L104 345 10000 SH SOLE 10000 0 0 PARKWAY PPTYS INC SHS COMMON 70159Q104 2876 85000 SH SOLE 85000 0 0 PEPSI BOTTLING GROUP COMMON 713409100 2244 95900 SH SOLE 95900 0 0 PFIZER INC COMMON 717081103 4309 148500 SH SOLE 121300 0 27200 PHILIP MORRIS COMMON 718154107 13405 345500 SH SOLE 304600 0 40900 PITNEY BOWES INC COMMON 724479100 2726 89400 SH SOLE 73400 0 16000 PLACER DOME INC COMMON 725906101 3483 381500 SH SOLE 313100 0 68400 PRENTISS PPTYS TR SH COMMON 740706106 3835 132500 SH SOLE 132500 0 0 PROLOGIS TR SH BEN IN COMMON 743410102 7598 305000 SH SOLE 305000 0 0 PUBLIC STORAGE INC CO COMMON 74460D109 1362 42700 SH SOLE 42700 0 0 QUESTAR CORP COMMON 748356102 4568 200000 SH SOLE 165200 0 34800 QWEST COMM INTL INC S COMMON 749121109 1757 770600 SH SOLE 628300 0 142300 RAYTHEON CO NEW COM COMMON 755111507 3522 120200 SH SOLE 98600 0 21600 RECKSON ASSOCS RLTY C COMMON 75621K304 974 41000 SH SOLE 41000 0 0 RECKSON ASSOCS RLTY C COMMON 75621K106 4235 186000 SH SOLE 186000 0 0 ROCKWELL AUTOMATION I COMMON 773903109 238 14600 SH SOLE 14600 0 0 ROCKWELL COLLINS INC COMMON 774341101 342 15600 SH SOLE 15600 0 0 ROUSE CO COMMON 779273101 4154 130000 SH SOLE 130000 0 0 SAFEWAY INC COM NEW COMMON 786514208 1909 85600 SH SOLE 69800 0 15800 SCHERING PLOUGH CORP COMMON 806605101 8624 404500 SH SOLE 331500 0 73000 SEALED AIR CORP NEW C COMMON 81211K100 3584 212200 SH SOLE 174800 0 37400 SEMPRA ENERGY COM COMMON 816851109 314 15973 SH SOLE 15973 0 0 SENIOR HSG PPTYS TR S COMMON 81721M109 898 80000 SH SOLE 80000 0 0 SIMON PPTY GROUP INC COMMON 828806109 16439 460100 SH SOLE 430400 0 29700 SL GREEN RLTY CORP CO COMMON 78440X101 692 22500 SH SOLE 22500 0 0 SMITHFIELD FOODS COMMON 832248108 7078 450800 SH SOLE 367800 0 83000 SOUTHWEST AIRLS CO COMMON 844741108 229 17562 SH SOLE 17562 0 0 SOVEREIGN BANCORP INC COMMON 845905108 4087 316800 SH SOLE 258700 0 58100 ST JOE CO COM COMMON 790148100 2156 78100 SH SOLE 78100 0 0 STAPLES INC COMMON 855030102 128 10000 SH SOLE 10000 0 0 STARRETT L S CO COMMON 855668109 159 10400 SH SOLE 10400 0 0 STARWOOD HOTELS & RES COMMON 85590A203 6634 297500 SH SOLE 297500 0 0 SUMMIT PPTYS INC COM COMMON 866239106 1934 99700 SH SOLE 99700 0 0 SUNTRUST BANKS INC COMMON 867914103 275 4480 SH SOLE 4480 0 0 TOLL BROS INC COM COMMON 889478103 911 41900 SH SOLE 34000 0 7900 TRAVELERS PPTY CAS CO COMMON 89420G406 394 29122 SH SOLE 25236 0 3886 TRAVELERS PROPERTY CA COMMON 89420G109 5073 384308 SH SOLE 326417 0 57891 TRIZEC CDA INC SUB VT COMMON 896874104 755 71981 SH SOLE 71981 0 0 TRIZEC PPTYS INC COM COMMON 89687P107 10621 935796 SH SOLE 905725 0 30071 TXU CORP COMMON 873168108 10669 255800 SH SOLE 215600 0 40200 U S BANCORP COMMON 902973304 3961 213200 SH SOLE 171700 0 41500 UNITED DOMINION RLTY COMMON 910197102 5521 347000 SH SOLE 347000 0 0 UNITED TECHNOLOGIES C COMMON 913017109 1706 30200 SH SOLE 30200 0 0 UNOCAL CORP COMMON 915289102 2169 69100 SH SOLE 69100 0 0 VALERO ENERGY COM COMMON 91913Y100 1824 68900 SH SOLE 56900 0 12000 VERIZON COMMUNICATION COMMON 92343V104 16818 612884 SH SOLE 517984 0 94900 VIACOM INC COM NON VT COMMON 925524308 287 7090 SH SOLE 7090 0 0 VISHAY INTERTECHNOLOG COMMON 928298108 2307 262200 SH SOLE 215300 0 46900 VORNADO RLTY TR COM COMMON 929042109 10257 260000 SH SOLE 260000 0 0 WACHOVIA GROUP COM COMMON 929903102 14514 444000 SH SOLE 371800 0 72200 WAL MART STORES INC COMMON 931142103 1073 21800 SH SOLE 21800 0 0 WASHINGTON MUT INC CO COMMON 939322103 7399 235100 SH SOLE 199900 0 35200 WELLS FARGO NEW COMMON 949746101 5177 107500 SH SOLE 96200 0 11300 WEYERHAEUSER CO COMMON 962166104 519 11850 SH SOLE 11850 0 0 WILLIS GROUP HOLDINGS COMMON G96655108 13426 400900 SH SOLE 333700 0 67200 WYNDHAM INTL INC CL A COMMON 983101106 240 705000 SH SOLE 705000 0 0 1 800 FLOWERS COM CL A 68243Q106 205 29300 SH SOLE 0 0 29300 1-800 CONTACTS INC COM 681977104 156 15600 SH SOLE 9400 0 6200 1ST SOURCE CORP COM 336901103 199 14154 SH SOLE 5900 0 8254 3COM CORP COM 885535104 1493 379000 SH SOLE 200100 0 178900 3M CO COM 88579Y101 10216 92902 SH SOLE 87302 0 5600 4 KIDS ENTMT INC COM 350865101 1450 61100 SH SOLE 6900 0 54200 ABBOTT LABS COM 002824100 7155 177096 SH SOLE 158496 0 18600 ABITIBI-CONSOLIDATED INC COM 003924107 1004 235300 SH SOLE 0 0 235300 ACCLAIM ENTMT INC COM PAR $.002 004325205 96 87200 SH SOLE 0 0 87200 ACCREDO HEALTH INC COM 00437V104 5292 111000 SH SOLE 11700 0 99300 ACTION PERFORMANCE COS INC COM 004933107 3148 122500 SH SOLE 4700 0 117800 ACTIVISION INC NEW COM NEW 004930202 4895 204564 SH SOLE 19650 0 184914 ACTUANT CORP CL A NEW 00508X203 2310 62600 SH SOLE 5600 0 57000 ACXIOM CORP COM 005125109 742 52300 SH SOLE 52300 0 0 ADAPTEC INC COM 00651F108 4593 1041400 SH SOLE 439600 0 601800 ADOBE SYS INC COM 00724F101 6639 347600 SH SOLE 325200 0 22400 ADVANCED FIBRE COMMUNICATION COM 00754A105 632 47600 SH SOLE 9700 0 37900 ADVANTA CORP CL A 007942105 312 31000 SH SOLE 11100 0 19900 AEROFLEX INC COM 007768104 842 167100 SH SOLE 0 0 167100 AES CORP COM 00130H105 43 17000 SH SOLE 17000 0 0 AETNA INC NEW COM 00817Y108 37896 1058242 SH SOLE 877058 0 181184 AFC ENTERPRISES INC COM 00104Q107 1427 70700 SH SOLE 0 0 70700 AFLAC INC COM 001055102 368 12000 SH SOLE 12000 0 0 AGCO CORP COM 001084102 7927 341700 SH SOLE 80600 0 261100 AGILENT TECHNOLOGIES INC COM 00846U101 1345 102966 SH SOLE 58666 0 44300 AIRBORNE INC COM 009269101 4543 400600 SH SOLE 65200 0 335400 AIRGAS INC COM 009363102 2384 181600 SH SOLE 9200 0 172400 AK STL HLDG CORP COM 001547108 2891 395546 SH SOLE 242400 0 153146 AKSYS LTD COM 010196103 101 18000 SH SOLE 8300 0 9700 ALASKA AIR GROUP INC COM 011659109 262 14800 SH SOLE 4700 0 10100 ALBANY INTL CORP CL A 012348108 243 12800 SH SOLE 2100 0 10700 ALBANY MOLECULAR RESH INC COM 012423109 1746 102500 SH SOLE 0 0 102500 ALBEMARLE CORP COM 012653101 422 16700 SH SOLE 16700 0 0 ALBERTSONS INC COM 013104104 5486 227074 SH SOLE 208022 0 19052 ALEXANDER & BALDWIN INC COM 014482103 223 10000 SH SOLE 0 0 10000 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 637 15000 SH SOLE 0 0 15000 ALEXION PHARMACEUTICALS INC COM 015351109 910 78500 SH SOLE 4700 0 73800 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1259 181900 SH SOLE 106300 0 75600 ALLIANT TECHSYSTEMS INC COM 018804104 861 12438 SH SOLE 1800 0 10638 ALLIED RESH CORP COM 019483106 215 10500 SH SOLE 6300 0 4200 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 252 34308 SH SOLE 3200 0 31108 ALLMERICA FINL CORP COM 019754100 801 66716 SH SOLE 26900 0 39816 ALLOS THERAPEUTICS INC COM 019777101 650 76700 SH SOLE 8600 0 68100 ALLSTATE CORP COM 020002101 31853 896000 SH SOLE 751300 0 144700 ALPHARMA INC CL A 020813101 724 75400 SH SOLE 0 0 75400 ALTERA CORP COM 021441100 910 105000 SH SOLE 105000 0 0 AMAZON COM INC COM 023135106 18714 1174754 SH SOLE 1038400 0 136354 AMB PROPERTY CORP COM 00163T109 2257 78100 SH SOLE 700 0 77400 AMCOL INTL CORP COM 02341W103 108 19300 SH SOLE 0 0 19300 AMERADA HESS CORP COM 023551104 1022 15051 SH SOLE 3700 0 11351 AMERCO COM 023586100 149 14800 SH SOLE 14800 0 0 AMEREN CORP COM 023608102 5893 141500 SH SOLE 110600 0 30900 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 3701 306410 SH SOLE 306410 0 0 AMERICA WEST HLDG CORP CL B 023657208 44 30100 SH SOLE 30100 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 4019 160900 SH SOLE 37400 0 123500 AMERICAN ELEC PWR INC COM 025537101 2723 95497 SH SOLE 73360 0 22137 AMERICAN EXPRESS CO COM 025816109 55772 1788712 SH SOLE 1549212 0 239500 AMERICAN FINL GROUP INC OHIO COM 025932104 1066 46300 SH SOLE 26300 0 20000 AMERICAN GREETINGS CORP CL A 026375105 2038 126600 SH SOLE 48200 0 78400 AMERICAN ITALIAN PASTA CO CL A 027070101 353 9900 SH SOLE 0 0 9900 AMERICAN MED SEC GROUP INC COM 02744P101 1055 74600 SH SOLE 19900 0 54700 AMERICAN MED SYS HLDGS INC COM 02744M108 4364 210300 SH SOLE 7900 0 202400 AMERICAN MGMT SYS INC COM 027352103 2100 165000 SH SOLE 31600 0 133400 AMERICAN NATL INS CO COM 028591105 1373 19900 SH SOLE 10100 0 9800 AMERICAN PWR CONVERSION CORP COM 029066107 8034 840400 SH SOLE 689000 0 151400 AMERICAN WOODMARK CORP COM 030506109 2598 51200 SH SOLE 2600 0 48600 AMERICREDIT CORP COM 03060R101 110 13580 SH SOLE 11800 0 1780 AMERISOURCEBERGEN CORP COM 03073E105 5644 79031 SH SOLE 8700 0 70331 AMERISTAR CASINOS INC COM 03070Q101 1887 99500 SH SOLE 0 0 99500 AMETEK INC NEW COM 031100100 3392 116500 SH SOLE 25200 0 91300 AMGEN INC COM 031162100 325 7792 SH SOLE 7792 0 0 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 358 16200 SH SOLE 0 0 16200 AMR CORP COM 001765106 4893 1170672 SH SOLE 870452 0 300220 AMSOUTH BANCORPORATION COM 032165102 3708 178800 SH SOLE 158900 0 19900 ANALYSTS INTL CORP COM 032681108 35 12000 SH SOLE 6400 0 5600 ANHEUSER BUSCH COS INC COM 035229103 25411 502195 SH SOLE 464392 0 37803 ANNALY MTG MGMT INC COM 035710409 1356 73500 SH SOLE 33700 0 39800 ANNTAYLOR STORES CORP COM 036115103 3544 153900 SH SOLE 32500 0 121400 ANSWERTHINK INC COM 036916104 442 304700 SH SOLE 6000 0 298700 ANSYS INC COM 03662Q105 1289 74800 SH SOLE 0 0 74800 ANTHEM INC COM 03674B104 6812 104800 SH SOLE 90100 0 14700 ANTHRACITE CAP INC COM 037023108 238 21100 SH SOLE 21100 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 161 13200 SH SOLE 13200 0 0 AO TATNEFT SPON ADR REG S 03737P306 3724 238850 SH SOLE 237550 0 1300 AOL TIME WARNER INC COM 00184A105 1167 99775 SH SOLE 3600 0 96175 APAC CUSTOMER SERVICES INC COM 00185E106 42 14300 SH SOLE 0 0 14300 APACHE CORP COM 037411105 12782 215000 SH SOLE 180700 0 34300 APARTMENT INVT & MGMT CO CL A 03748R101 2634 67800 SH SOLE 0 0 67800 APEX MORTGAGE CAPITAL COM 037564101 166 14800 SH SOLE 14800 0 0 APOGEE ENTERPRISES INC COM 037598109 558 51000 SH SOLE 0 0 51000 APOLLO GROUP INC CL A 037604105 517 11895 SH SOLE 10100 0 1795 APOLLO GROUP INC COM UNV PHOENX 037604204 2416 75133 SH SOLE 0 0 75133 APPLE COMPUTER INC COM 037833100 928 64000 SH SOLE 38700 0 25300 APPLEBEES INTL INC COM 037899101 3907 178225 SH SOLE 47675 0 130550 APPLERA CORP COM AP BIO GRP 038020103 4670 255192 SH SOLE 238392 0 16800 APPLICA INC COM 03815A106 186 35000 SH SOLE 16400 0 18600 APPLIED FILMS CORP COM 038197109 142 13000 SH SOLE 13000 0 0 APPLIED MATLS INC COM 038222105 10933 946545 SH SOLE 840544 0 106001 AQUILA INC COM 03840P102 57 13827 SH SOLE 0 0 13827 ARCHSTONE SMITH TR COM 039583109 3797 159000 SH SOLE 0 0 159000 ARCTIC CAT INC COM 039670104 450 32225 SH SOLE 21125 0 11100 ARDEN RLTY INC COM 039793104 1376 58200 SH SOLE 0 0 58200 ARRAY BIOPHARMA INC COM 04269X105 969 124400 SH SOLE 0 0 124400 ARROW ELECTRS INC COM 042735100 2946 233286 SH SOLE 170300 0 62986 ARTESYN TECHNOLOGIES INC COM 043127109 74 48900 SH SOLE 0 0 48900 ARTISAN COMPONENTS INC COM 042923102 173 19000 SH SOLE 9500 0 9500 ARVINMERITOR INC COM 043353101 6734 360115 SH SOLE 158575 0 201540 ASE TEST LTD ORD Y02516105 332 94000 SH SOLE 94000 0 0 ASHLAND INC COM 044204105 6489 242200 SH SOLE 189200 0 53000 ASPECT MED SYS INC COM 045235108 33 11400 SH SOLE 2300 0 9100 ASSOCIATED BANC CORP COM 045487105 531 16720 SH SOLE 770 0 15950 ASSOCIATED ESTATES RLTY CORP COM 045604105 328 40500 SH SOLE 22500 0 18000 ASTEC INDS INC COM 046224101 728 67500 SH SOLE 0 0 67500 ASTORIA FINL CORP COM 046265104 1508 61800 SH SOLE 17700 0 44100 ASYST TECHNOLOGY CORP COM 04648X107 1479 244900 SH SOLE 33400 0 211500 AT&T CORP COM 001957109 113710 9467928 SH SOLE 7247104 0 2220824 AT&T WIRELESS SVCS INC COM 00209A106 304 73800 SH SOLE 73800 0 0 ATI TECHNOLOGIES INC COM 001941103 924 293800 SH SOLE 293800 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM 049164106 108 45000 SH SOLE 0 0 45000 ATWOOD OCEANICS INC COM 050095108 1641 56100 SH SOLE 0 0 56100 AUDIOVOX CORP CL A 050757103 160 22800 SH SOLE 0 0 22800 AUTODESK INC COM 052769106 2843 224400 SH SOLE 224400 0 0 AUTOLIV INC COM 052800109 2818 133700 SH SOLE 107100 0 26600 AUTOMATIC DATA PROCESSING IN COM 053015103 9558 274900 SH SOLE 260000 0 14900 AUTONATION INC COM 05329W102 11128 966000 SH SOLE 791900 0 174100 AUTOZONE INC COM 053332102 16532 209643 SH SOLE 194500 0 15143 AVALONBAY CMNTYS INC COM 053484101 2684 64200 SH SOLE 0 0 64200 AVERY DENNISON CORP COM 053611109 5345 93800 SH SOLE 82600 0 11200 AVI BIOPHARMA INC COM 002346104 99 18800 SH SOLE 5500 0 13300 AVIALL INC NEW COM 05366B102 233 22900 SH SOLE 2400 0 20500 AVISTA CORP COM 05379B107 977 87200 SH SOLE 41600 0 45600 AVNET INC COM 053807103 817 75742 SH SOLE 47542 0 28200 AVX CORP NEW COM 002444107 1895 218800 SH SOLE 177600 0 41200 AXCELIS TECHNOLOGIES INC COM 054540109 206 42300 SH SOLE 42300 0 0 AZTAR CORP COM 054802103 2099 158900 SH SOLE 21800 0 137100 BALDWIN & LYONS INC CL B 057755209 487 22300 SH SOLE 22300 0 0 BALL CORP COM 058498106 5608 111300 SH SOLE 18800 0 92500 BALLY TOTAL FITNESS HLDG COR COM 05873K108 1819 183600 SH SOLE 7000 0 176600 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1724 97400 SH SOLE 97400 0 0 BANDAG INC COM 059815100 595 19500 SH SOLE 13000 0 6500 BANK HAWAII CORP COM 062540109 843 30200 SH SOLE 30200 0 0 BANK MONTREAL QUE COM 063671101 3494 239500 SH SOLE 239500 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 3859 217400 SH SOLE 217400 0 0 BANK OF AMERICA CORPORATION COM 060505104 63066 988499 SH SOLE 786710 0 201789 BANK ONE CORP COM 06423A103 21467 573982 SH SOLE 473182 0 100800 BANKATLANTIC BANCORP CL A 065908501 1048 116700 SH SOLE 27700 0 89000 BANKUNITED FINL CORP CL A 06652B103 346 21700 SH SOLE 0 0 21700 BANTA CORP COM 066821109 2039 57450 SH SOLE 28850 0 28600 BARD C R INC COM 067383109 2393 43800 SH SOLE 43800 0 0 BARNES GROUP INC COM 067806109 217 10800 SH SOLE 10800 0 0 BASSETT FURNITURE INDS INC COM 070203104 191 13900 SH SOLE 5900 0 8000 BCE INC COM 05534B109 10748 963200 SH SOLE 719200 0 244000 BEAR STEARNS COS INC COM 073902108 23034 408412 SH SOLE 334630 0 73782 BEAZER HOMES USA INC COM 07556Q105 2884 47242 SH SOLE 3242 0 44000 BED BATH & BEYOND INC COM 075896100 300 9200 SH SOLE 9200 0 0 BEDFORD PPTY INVS INC COM PAR $002 76446301 624 25200 H OLE 9600 0 15600 BELDEN INC COM 077459105 796 59300 SH SOLE 12500 0 46800 BELL MICROPRODUCTS INC COM 078137106 96 23000 SH SOLE 23000 0 0 BELLSOUTH CORP COM 079860102 21557 1174146 SH SOLE 961646 0 212500 BEMIS INC COM 081437105 680 13762 SH SOLE 400 0 13362 BENCHMARK ELECTRS INC COM 08160H101 3397 161400 SH SOLE 21800 0 139600 BERKSHIRE HATHAWAY INC DEL CL B 084670207 6828 2770 SH SOLE 1710 0 1060 BIG LOTS INC COM 089302103 1072 67728 SH SOLE 41900 0 25828 BIO RAD LABS INC CL A 090572207 606 16100 SH SOLE 4700 0 11400 BIOSITE INC COM 090945106 1316 45400 SH SOLE 1000 0 44400 BLACK & DECKER CORP COM 091797100 4772 113800 SH SOLE 94200 0 19600 BLACK BOX CORP DEL COM 091826107 2098 63200 SH SOLE 2500 0 60700 BLOCK H & R INC COM 093671105 1575 37501 SH SOLE 28600 0 8901 BLOCKBUSTER INC CL A 093679108 1242 50100 SH SOLE 50100 0 0 BLYTH INC COM 09643P108 4947 177300 SH SOLE 52500 0 124800 BMC SOFTWARE INC COM 055921100 18868 1443596 SH SOLE 1297400 0 146196 BOB EVANS FARMS INC COM 096761101 3185 134400 SH SOLE 20500 0 113900 BOEING CO COM 097023105 33123 970500 SH SOLE 811100 0 159400 BOK FINL CORP COM NEW 05561Q201 942 28994 SH SOLE 10930 0 18064 BORG WARNER INC COM 099724106 2184 44000 SH SOLE 35600 0 8400 BOSTON BEER INC CL A 100557107 238 17100 SH SOLE 0 0 17100 BOSTON PRIVATE FINL HLDGS IN COM 101119105 1849 86800 SH SOLE 0 0 86800 BOSTON PROPERTIES INC COM 101121101 3102 83400 SH SOLE 0 0 83400 BOSTON SCIENTIFIC CORP COM 101137107 15764 499500 SH SOLE 429900 0 69600 BOWNE & CO INC COM 103043105 413 41300 SH SOLE 24700 0 16600 BOYD GAMING CORP COM 103304101 6921 370700 SH SOLE 58600 0 312100 BOYKIN LODGING CO COM 103430104 855 88900 SH SOLE 46800 0 42100 BP PLC SPONSORED ADR 055622104 550 13790 SH SOLE 13790 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 731 32400 SH SOLE 0 0 32400 BRASCAN CORP CL A LTD VT SH 10549P606 3973 317000 SH SOLE 317000 0 0 BRAZIL FD INC COM 105759104 161 18400 SH SOLE 18400 0 0 BRE PROPERTIES INC CL A 05564E106 1273 41400 SH SOLE 0 0 41400 BRIGGS & STRATTON CORP COM 109043109 1945 51800 SH SOLE 3100 0 48700 BRISTOL MYERS SQUIBB CO COM 110122108 49311 2071882 SH SOLE 1705340 0 366542 BROADCOM CORP CL A 111320107 135 12600 SH SOLE 11300 0 1300 BROADWING INC COM 111620100 380 191800 SH SOLE 130000 0 61800 BROCADE COMMUNICATIONS SYS I COM 111621108 2522 334900 SH SOLE 314300 0 20600 BROOKTROUT INC COM 114580103 53 11500 SH SOLE 6700 0 4800 BRUKER DALTONICS INC COM 116795105 714 139800 SH SOLE 0 0 139800 BRUNSWICK CORP COM 117043109 3383 160800 SH SOLE 96700 0 64100 BUCA INC COM 117769109 98 12200 SH SOLE 12200 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 198 27000 SH SOLE 0 0 27000 BUCKLE INC COM 118440106 308 15300 SH SOLE 10600 0 4700 BUILDING MATLS HLDG CORP COM 120113105 164 14000 SH SOLE 8400 0 5600 BURLINGTON COAT FACTORY COM 121579106 568 31540 SH SOLE 31540 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 21781 910573 SH SOLE 749100 0 161473 C COR NET CORP COM 125010108 1048 282400 SH SOLE 38700 0 243700 C D I CORP COM 125071100 696 26600 SH SOLE 15600 0 11000 C&D TECHNOLOGIES INC COM 124661109 1305 89000 SH SOLE 5400 0 83600 CABLE DESIGN TECHNOLOGIES CO COM 126924109 104 16950 SH SOLE 16950 0 0 CACI INTL INC CL A 127190304 479 13500 SH SOLE 13500 0 0 CALIFORNIA AMPLIFIER INC COM 129900106 66 18600 SH SOLE 0 0 18600 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 1675 72800 SH SOLE 0 0 72800 CALLAWAY GOLF CO COM 131193104 377 36214 SH SOLE 33600 0 2614 CAMDEN PPTY TR SH BEN INT 133131102 1233 37200 SH SOLE 0 0 37200 CAMPBELL SOUP CO COM 134429109 5019 227300 SH SOLE 203000 0 24300 CANADIAN NAT RES LTD COM 136385101 1580 78800 SH SOLE 78800 0 0 CANADIAN PAC RY LTD COM 13645T100 1000 86900 SH SOLE 86900 0 0 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 585 23400 SH SOLE 0 0 23400 CAPITAL ONE FINL CORP COM 14040H105 437 12500 SH SOLE 12500 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 785 38000 SH SOLE 21400 0 16600 CARAUSTAR INDS INC COM 140909102 342 36600 SH SOLE 17600 0 19000 CARBO CERAMICS INC COM 140781105 1362 38000 SH SOLE 0 0 38000 CAREER EDUCATION CORP COM 141665109 4898 102016 SH SOLE 13000 0 89016 CAREMARK RX INC COM 141705103 405 23800 SH SOLE 23800 0 0 CARLISLE COS INC COM 142339100 990 27000 SH SOLE 18100 0 8900 CARNIVAL CORP COM 143658102 625 24900 SH SOLE 24900 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 484 37200 SH SOLE 22500 0 14700 CARRAMERICA RLTY CORP COM 144418100 1404 55800 SH SOLE 0 0 55800 CATALINA MARKETING CORP COM 148867104 3709 132100 SH SOLE 105800 0 26300 CATAPULT COMMUNICATIONS CORP COM 149016107 727 74600 SH SOLE 0 0 74600 CATERPILLAR INC DEL COM 149123101 7437 199800 SH SOLE 158300 0 41500 CBL & ASSOC PPTYS INC COM 124830100 946 24400 SH SOLE 1000 0 23400 CBRL GROUP INC COM 12489V106 657 28800 SH SOLE 20800 0 8000 CDW COMPUTER CTRS INC COM 125129106 17338 409300 SH SOLE 365700 0 43600 CEMEX S A SPON ADR 5 ORD 151290889 1308 62747 SH SOLE 62747 0 0 CENDANT CORP COM 151313103 6311 586568 SH SOLE 361700 0 224868 CENTERPOINT PPTYS TR SH BEN INT 151895109 1132 20400 SH SOLE 0 0 20400 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 464 13000 SH SOLE 9100 0 3900 CENTEX CORP COM 152312104 6289 141812 SH SOLE 90000 0 51812 CENTRA SOFTWARE INC COM 15234X103 142 113500 SH SOLE 0 0 113500 CENTRAL GARDEN & PET CO COM 153527106 472 27600 SH SOLE 25200 0 2400 CERIDIAN CORP NEW COM 156779100 6925 485981 SH SOLE 370200 0 115781 CERTEGY INC COM 156880106 291 14500 SH SOLE 14500 0 0 CHAMPION ENTERPRISES INC COM 158496109 912 310200 SH SOLE 9000 0 301200 CHARLES RIV LABS INTL INC COM 159864107 4651 118500 SH SOLE 12000 0 106500 CHARMING SHOPPES INC COM 161133103 1147 169900 SH SOLE 52500 0 117400 CHARTER ONE FINL INC COM 160903100 1981 66669 SH SOLE 59814 0 6855 CHATEAU CMNTYS INC COM 161726104 697 26400 SH SOLE 0 0 26400 CHATTEM INC COM 162456107 2331 57100 SH SOLE 2600 0 54500 CHELSEA PPTY GROUP INC COM 163421100 1134 33600 SH SOLE 0 0 33600 CHEVRONTEXACO CORP COM 166764100 3592 51875 SH SOLE 50727 0 1148 CHICAGO PIZZA & BREWERY INC COM 167889104 79 11500 SH SOLE 11500 0 0 CHICOS FAS INC COM 168615102 4684 294026 SH SOLE 48400 0 245626 CHILDRENS PL RETAIL STORES I COM 168905107 1400 138600 SH SOLE 22400 0 116200 CHILE FD INC COM 168834109 92 14353 SH SOLE 14353 0 0 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 864 76500 SH SOLE 76500 0 0 CHINA UNICOM LTD SPONSORED ADR 16945R104 371 62800 SH SOLE 62800 0 0 CHOICEPOINT INC COM 170388102 7480 209885 SH SOLE 188500 0 21385 CHRISTOPHER & BANKS CORP COM 171046105 1726 68700 SH SOLE 600 0 68100 CIBER INC COM 17163B102 992 170700 SH SOLE 69900 0 100800 CIGNA CORP COM 125509109 13567 191758 SH SOLE 163158 0 28600 CINERGY CORP COM 172474108 5319 169220 SH SOLE 124400 0 44820 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 19089 1259974 SH SOLE 1091074 0 168900 CIRCUIT CITY STORE INC CARMAX GROUP 172737306 319 19900 SH SOLE 0 0 19900 CISCO SYS INC COM 17275R102 84048 8019800 SH SOLE 7260500 0 759300 CITIGROUP INC COM 172967101 9569 322743 SH SOLE 220543 0 102200 CKE RESTAURANTS INC COM 12561E105 971 242700 SH SOLE 26600 0 216100 CLAIRES STORES INC COM 179584107 1134 52000 SH SOLE 23300 0 28700 CLARK / BARDES INC COM 180668105 820 46100 SH SOLE 0 0 46100 CLEAR CHANNEL COMMUNICATIONS COM 184502102 441 12700 SH SOLE 12700 0 0 CLEARONE COMMUNICATIONS INC COM 185060100 40 11700 SH SOLE 11700 0 0 CLEVELAND CLIFFS INC COM 185896107 936 38900 SH SOLE 18100 0 20800 CLOROX CO DEL COM 189054109 12134 302000 SH SOLE 267100 0 34900 CLOSURE MED CORP COM 189093107 225 20200 SH SOLE 0 0 20200 CMS ENERGY CORP COM 125896100 3870 480122 SH SOLE 338100 0 142022 CNA FINL CORP COM 126117100 4547 181876 SH SOLE 130152 0 51724 CNOOC LTD SPONSORED ADR 126132109 428 15200 SH SOLE 15200 0 0 COACH INC COM 189754104 1061 41429 SH SOLE 37200 0 4229 COACHMEN INDS INC COM 189873102 396 26400 SH SOLE 5500 0 20900 COASTAL BANCORP INC COM 19041P105 304 11000 SH SOLE 6500 0 4500 COCA COLA CO COM 191216100 95021 1981256 SH SOLE 1795200 0 186056 COCA COLA ENTERPRISES INC COM 191219104 4335 204100 SH SOLE 187600 0 16500 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3011 52400 SH SOLE 1900 0 50500 COGNOS INC COM 19244C109 1312 123800 SH SOLE 123800 0 0 COHU INC COM 192576106 1051 93000 SH SOLE 8500 0 84500 COINSTAR INC COM 19259P300 2534 98300 SH SOLE 4300 0 94000 COLE KENNETH PRODTNS INC CL A 193294105 1959 96500 SH SOLE 14500 0 82000 COLONIAL BANCGROUP INC COM 195493309 913 73600 SH SOLE 35100 0 38500 COLONIAL PPTYS TR COM SH BEN INT 195872106 727 20100 SH SOLE 900 0 19200 COMCAST CORP CL A 200300101 1141 53500 SH SOLE 23800 0 29700 COMERICA INC COM 200340107 11394 236300 SH SOLE 191100 0 45200 COMMERCE BANCORP INC NJ COM 200519106 320 7697 SH SOLE 7400 0 297 COMMERCE GROUP INC MASS COM 200641108 1990 61500 SH SOLE 33000 0 28500 COMMERCIAL METALS CO COM 201723103 932 52000 SH SOLE 35900 0 16100 COMMERCIAL NET LEASE RLTY IN COM 202218103 1272 78900 SH SOLE 41700 0 37200 COMMONWEALTH TEL ENTERPRISES COM 203349105 3039 87400 SH SOLE 4600 0 82800 COMMSCOPE INC COM 203372107 1102 162600 SH SOLE 6200 0 156400 COMMUNITY FIRST BANKSHARES I COM 203902101 2587 92800 SH SOLE 1000 0 91800 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 455 20000 SH SOLE 20000 0 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 5061 479712 SH SOLE 479712 0 0 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 711 81400 SH SOLE 81400 0 0 COMPASS BANCSHARES INC COM 20449H109 4695 159200 SH SOLE 98900 0 60300 COMPUCREDIT CORP COM 20478N100 1104 208250 SH SOLE 13800 0 194450 COMPUTER ASSOC INTL INC COM 204912109 13020 1356200 SH SOLE 1137200 0 219000 COMPUTER NETWORK TECHNOLOGY COM 204925101 81 16100 SH SOLE 0 0 16100 COMPUTER SCIENCES CORP COM 205363104 13145 473011 SH SOLE 414500 0 58511 COMPUWARE CORP COM 205638109 5904 1935744 SH SOLE 1474900 0 460844 COMPX INTERNATIONAL INC CL A 20563P101 281 30300 SH SOLE 26300 0 4000 COMSTOCK RES INC COM NEW 205768203 741 107400 SH SOLE 0 0 107400 COMVERSE TECHNOLOGY INC COM PAR $.010 205862402 726 103800 SH SOLE 45200 0 58600 CONAGRA FOODS INC COM 205887102 8371 336850 SH SOLE 268800 0 68050 CONCORD COMMUNICATIONS INC COM 206186108 94 18700 SH SOLE 8000 0 10700 CONCURRENT COMPUTER CORP NEW COM 206710204 975 427600 SH SOLE 0 0 427600 CONEXANT SYSTEMS INC COM 207142100 75 67500 SH SOLE 0 0 67500 CONNETICS CORP COM 208192104 123 13300 SH SOLE 0 0 13300 CONOCOPHILLIPS COM 20825C104 47507 1027407 SH SOLE 838442 0 188965 CONSOLIDATED EDISON INC COM 209115104 9948 247339 SH SOLE 192500 0 54839 CONSOLIDATED GRAPHICS INC COM 209341106 777 44300 SH SOLE 28600 0 15700 CONSTELLATION BRANDS INC CL A 21036P108 1074 46500 SH SOLE 17800 0 28700 CONSTELLATION ENERGY GROUP I COM 210371100 1883 75959 SH SOLE 66000 0 9959 CONTINENTAL AIRLS INC CL B 210795308 112 20700 SH SOLE 17900 0 2800 COOPER COS INC COM NEW 216648402 4919 93700 SH SOLE 9400 0 84300 COOPER INDS LTD CL A G24182100 4935 162600 SH SOLE 129000 0 33600 COOPER TIRE & RUBR CO COM 216831107 1840 114000 SH SOLE 50300 0 63700 COORS ADOLPH CO CL B 217016104 574 10200 SH SOLE 10200 0 0 CORINTHIAN COLLEGES INC COM 218868107 9024 239100 SH SOLE 21200 0 217900 CORIXA CORP COM 21887F100 1063 167900 SH SOLE 0 0 167900 CORNELL COMPANIES INC COM 219141108 169 21200 SH SOLE 21200 0 0 CORNING INC COM 219350105 2690 1681400 SH SOLE 1558900 0 122500 CORPORATE EXECUTIVE BRD CO COM 21988R102 2353 82400 SH SOLE 2700 0 79700 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 593 42215 SH SOLE 31115 0 11100 COSTAR GROUP INC COM 22160N109 898 49900 SH SOLE 0 0 49900 COUNTRYWIDE CR INDS INC DEL COM 222372104 15192 322200 SH SOLE 252300 0 69900 COUSINS PPTYS INC COM 222795106 1035 45000 SH SOLE 0 0 45000 COVANCE INC COM 222816100 2548 130200 SH SOLE 0 0 130200 COVENANT TRANS INC CL A 22284P105 299 17100 SH SOLE 5700 0 11400 COX RADIO INC CL A 224051102 500 19100 SH SOLE 19100 0 0 CPI CORP COM 125902106 150 10900 SH SOLE 10900 0 0 CREDIT ACCEP CORP MICH COM 225310101 107 13100 SH SOLE 3000 0 10100 CRESCENT REAL ESTATE EQUITIE COM 225756105 1611 102600 SH SOLE 0 0 102600 CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 1227 79400 SH SOLE 79400 0 0 CROMPTON CORP COM 227116100 2413 240100 SH SOLE 17800 0 222300 CROSS CTRY INC COM 22748P105 456 32300 SH SOLE 0 0 32300 CROWN AMERN RLTY TR SH BEN INT 228186102 221 24000 SH SOLE 0 0 24000 CROWN CORK & SEAL INC COM 228255105 3603 686200 SH SOLE 140600 0 545600 CSK AUTO CORP COM 125965103 648 51900 SH SOLE 25100 0 26800 CSS INDS INC COM 125906107 274 7600 SH SOLE 6100 0 1500 CSX CORP COM 126408103 5017 190200 SH SOLE 172500 0 17700 CTS CORP COM 126501105 657 142900 SH SOLE 24100 0 118800 CUBIC CORP COM 229669106 1063 62500 SH SOLE 0 0 62500 CULLEN FROST BANKERS INC COM 229899109 290 8500 SH SOLE 8500 0 0 CULP INC COM 230215105 134 15800 SH SOLE 11600 0 4200 CUMMINS INC COM 231021106 635 26900 SH SOLE 7200 0 19700 CUMULUS MEDIA INC CL A 231082108 515 29200 SH SOLE 2000 0 27200 CURTISS WRIGHT CORP COM 231561101 323 5400 SH SOLE 5400 0 0 CVS CORP COM 126650100 1017 40100 SH SOLE 16400 0 23700 CYBERONICS INC COM 23251P102 2000 116200 SH SOLE 2200 0 114000 CYMER INC COM 232572107 2667 143100 SH SOLE 15300 0 127800 CYTEC INDS INC COM 232820100 808 36800 SH SOLE 27600 0 9200 D R HORTON INC COM 23331A109 13551 727767 SH SOLE 593979 0 133788 DAISYTEK INTL CORP COM 234053106 386 29700 SH SOLE 0 0 29700 DANA CORP COM 235811106 3566 272600 SH SOLE 164800 0 107800 DANAHER CORP DEL COM 235851102 8491 149357 SH SOLE 137300 0 12057 DARDEN RESTAURANTS INC COM 237194105 288 11874 SH SOLE 8150 0 3724 DATASTREAM SYS INC COM 238124101 258 51600 SH SOLE 0 0 51600 DEAN FOODS CO NEW COM 242370104 7343 184600 SH SOLE 161600 0 23000 DEERE & CO COM 244199105 7225 158964 SH SOLE 124864 0 34100 DEL MONTE FOODS CO COM 24522P103 270 33000 SH SOLE 0 0 33000 DELL COMPUTER CORP COM 247025109 38933 1656025 SH SOLE 1508600 0 147425 DELPHI FINL GROUP INC CL A 247131105 1081 29689 SH SOLE 20489 0 9200 DELTA AIR LINES INC DEL COM 247361108 7604 818500 SH SOLE 670200 0 148300 DELUXE CORP COM 248019101 1881 41749 SH SOLE 25100 0 16649 DENBURY RES INC COM NEW 247916208 1211 119100 SH SOLE 16300 0 102800 DENDRITE INTL INC COM 248239105 1068 169200 SH SOLE 0 0 169200 DENTSPLY INTL INC NEW COM 249030107 251 6250 SH SOLE 6250 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1382 62800 SH SOLE 8800 0 54000 DEVON ENERGY CORP NEW COM 25179M103 8511 176400 SH SOLE 152400 0 24000 DIAGNOSTIC PRODS CORP COM 252450101 2553 55500 SH SOLE 0 0 55500 DIAL CORP NEW COM 25247D101 5432 253100 SH SOLE 33300 0 219800 DIAMONDCLUSTER INTL INC CL A 25278P106 517 158700 SH SOLE 0 0 158700 DIANON SYS INC COM 252826102 2872 60700 SH SOLE 1600 0 59100 DIGI INTL INC COM 253798102 29 15000 SH SOLE 15000 0 0 DIGIMARC CORP COM 253807101 775 66400 SH SOLE 0 0 66400 DIGITAL INSIGHT CORP COM 25385P106 3003 191000 SH SOLE 5900 0 185100 DIGITAL RIV INC COM 25388B104 2157 281200 SH SOLE 12600 0 268600 DILLARDS INC CL A 254067101 2779 137702 SH SOLE 63000 0 74702 DIME CMNTY BANCSHARES COM 253922108 3179 148400 SH SOLE 3300 0 145100 DIONEX CORP COM 254546104 2075 81200 SH SOLE 2000 0 79200 DITECH COMMUNICATIONS CORP COM 25500M103 74 44500 SH SOLE 0 0 44500 DOCUCORP INTL INC COM 255911109 792 73200 SH SOLE 0 0 73200 DOCUMENTUM INC COM 256159104 2489 215500 SH SOLE 9300 0 206200 DOLE FOOD INC COM 256605106 7501 258400 SH SOLE 116000 0 142400 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 218 13600 SH SOLE 8100 0 5500 DOLLAR TREE STORES INC COM 256747106 17700 803100 SH SOLE 737200 0 65900 DONALDSON INC COM 257651109 1198 34900 SH SOLE 34900 0 0 DONNELLEY R R & SONS CO COM 257867101 3193 135800 SH SOLE 116000 0 19800 DORAL FINL CORP COM 25811P100 4261 176529 SH SOLE 19650 0 156879 DOUBLECLICK INC COM 258609304 252 49100 SH SOLE 49100 0 0 DOVER MOTORSPORTS INC COM 260174107 278 69500 SH SOLE 39300 0 30200 DPL INC COM 233293109 181 11000 SH SOLE 11000 0 0 DQE INC COM 23329J104 942 62800 SH SOLE 31800 0 31000 DREYERS GRAND ICE CREAM INC COM 261878102 2772 39681 SH SOLE 5900 0 33781 DRS TECHNOLOGIES INC COM 23330X100 1522 40900 SH SOLE 0 0 40900 DSP GROUP INC COM 23332B106 1837 114400 SH SOLE 3800 0 110600 DTE ENERGY CO COM 233331107 6853 168375 SH SOLE 135450 0 32925 DU PONT E I DE NEMOURS & CO COM 263534109 17322 480230 SH SOLE 379830 0 100400 DUKE REALTY CORP COM NEW 264411505 2984 121200 SH SOLE 0 0 121200 DUN & BRADSTREET CORP DEL NE COM 26483E100 4725 140571 SH SOLE 116750 0 23821 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 920 75100 SH SOLE 28000 0 47100 DVI INC COM 233343102 50 10500 SH SOLE 1900 0 8600 DYCOM INDS INC COM 267475101 198 21600 SH SOLE 5200 0 16400 E M C CORP MASS COM 268648102 388 85000 SH SOLE 85000 0 0 E TRADE GROUP INC COM 269246104 279 62624 SH SOLE 55600 0 7024 EAST WEST BANCORP INC COM 27579R104 1941 57500 SH SOLE 0 0 57500 EASTGROUP PPTY INC COM 277276101 356 14400 SH SOLE 0 0 14400 EASTMAN CHEM CO COM 277432100 637 16700 SH SOLE 16700 0 0 EASTMAN KODAK CO COM 277461109 17508 642735 SH SOLE 502300 0 140435 EATON CORP COM 278058102 5163 81006 SH SOLE 59106 0 21900 ECOLAB INC COM 278865100 3163 75800 SH SOLE 63100 0 12700 EDISON INTL COM 281020107 11703 1170300 SH SOLE 932800 0 237500 EDUCATION MGMT CORP COM 28139T101 1425 32200 SH SOLE 2500 0 29700 EDWARDS AG INC COM 281760108 2379 74400 SH SOLE 53900 0 20500 EDWARDS LIFESCIENCES CORP COM 28176E108 238 9300 SH SOLE 0 0 9300 EGL INC COM 268484102 1948 176900 SH SOLE 5800 0 171100 ELECTRO RENT CORP COM 285218103 304 31400 SH SOLE 31400 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 1336 90100 SH SOLE 7900 0 82200 ELECTRONIC ARTS INC COM 285512109 587 8900 SH SOLE 8900 0 0 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 2070 75400 SH SOLE 0 0 75400 ELECTRONICS FOR IMAGING INC COM 286082102 204 13700 SH SOLE 13700 0 0 ELKCORP COM 287456107 1623 95100 SH SOLE 3900 0 91200 EMERSON ELEC CO COM 291011104 7325 166714 SH SOLE 151314 0 15400 EMISPHERE TECHNOLOGIES INC COM 291345106 244 82300 SH SOLE 3000 0 79300 EMULEX CORP COM NEW 292475209 217 19300 SH SOLE 19300 0 0 ENCANA CORP COM 292505104 3729 196500 SH SOLE 196500 0 0 ENDO PHARMACEUTICALS HLDGS I *W EXP 12/31/200 29264F114 2 21500 SH SOLE 5600 0 15900 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 163 19100 SH SOLE 0 0 19100 ENDOCARE INC COM 29264P104 1969 137600 SH SOLE 0 0 137600 ENERGIZER HLDGS INC COM 29266R108 1143 37600 SH SOLE 27200 0 10400 ENERGY EAST CORP COM 29266M109 1969 99406 SH SOLE 44806 0 54600 ENERSIS S A SPONSORED ADR 29274F104 1694 378181 SH SOLE 378181 0 0 ENGELHARD CORP COM 292845104 4459 187100 SH SOLE 136400 0 50700 ENGINEERED SUPPORT SYS INC COM 292866100 2230 39100 SH SOLE 0 0 39100 ENSCO INTL INC COM 26874Q100 3661 146200 SH SOLE 132800 0 13400 ENTERGY CORP NEW COM 29364G103 5201 125028 SH SOLE 106920 0 18108 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1043 47200 SH SOLE 22300 0 24900 ENTREMED INC COM 29382F103 29 17900 SH SOLE 3200 0 14700 ENTRUST INC COM 293848107 527 167800 SH SOLE 0 0 167800 ENZO BIOCHEM INC COM 294100102 1775 124100 SH SOLE 0 0 124100 EPIQ SYS INC COM 26882D109 828 46900 SH SOLE 0 0 46900 EQUIFAX INC COM 294429105 6599 303559 SH SOLE 276000 0 27559 EQUITY INNS INC COM 294703103 401 64600 SH SOLE 31000 0 33600 EQUITY OFFICE PROPERTIES TRU COM 294741103 9899 383400 SH SOLE 0 0 383400 EQUITY RESIDENTIAL SH BEN INT 29476L107 6047 252600 SH SOLE 0 0 252600 ERESEARCHTECHNOLOGY INC COM 29481V108 1365 74000 SH SOLE 0 0 74000 ERIE INDTY CO CL A 29530P102 392 9400 SH SOLE 9400 0 0 ESPEED INC CL A 296643109 1037 102100 SH SOLE 0 0 102100 ESS TECHNOLOGY INC COM 269151106 1807 293900 SH SOLE 38700 0 255200 ESSEX PPTY TR INC COM 297178105 831 16800 SH SOLE 0 0 16800 EXELON CORP COM 30161N101 684 14400 SH SOLE 4400 0 10000 EXPEDIA INC CL A 302125109 5004 98800 SH SOLE 87200 0 11600 EXPRESS SCRIPTS INC COM 302182100 534 9800 SH SOLE 9800 0 0 EXTENDICARE INC CDA SUB VTG SH 30224T871 130 78000 SH SOLE 78000 0 0 EXTREME NETWORKS INC COM 30226D106 1180 280200 SH SOLE 11000 0 269200 EXXON MOBIL CORP COM 30231G102 13404 420188 SH SOLE 325386 0 94802 F M C CORP COM NEW 302491303 775 30000 SH SOLE 7500 0 22500 F5 NETWORKS INC COM 315616102 1053 139500 SH SOLE 0 0 139500 FACTSET RESH SYS INC COM 303075105 2493 93900 SH SOLE 4800 0 89100 FAIR ISAAC & CO INC COM 303250104 1660 50775 SH SOLE 0 0 50775 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 600 63400 SH SOLE 31400 0 32000 FAIRMONT HOTELS RESORTS INC COM 305204109 1152 76800 SH SOLE 76800 0 0 FARMER BROS CO COM 307675108 1008 3100 SH SOLE 2800 0 300 FBR ASSET INVT CORP COM 30241E303 441 14100 SH SOLE 14100 0 0 FEDERAL HOME LN MTG CORP COM 313400301 60125 1075587 SH SOLE 889952 0 185635 FEDERAL NATL MTG ASSN COM 313586109 105347 1769342 SH SOLE 1445250 0 324092 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 988 36600 SH SOLE 0 0 36600 FEDERATED DEPT STORES INC DE COM 31410H101 10845 368376 SH SOLE 307706 0 60670 FEDEX CORP COM 31428X106 29207 583314 SH SOLE 496572 0 86742 FELCOR LODGING TR INC COM 31430F101 989 77064 SH SOLE 28464 0 48600 FERRO CORP COM 315405100 338 14650 SH SOLE 8850 0 5800 FIDELITY NATIONAL SOLTNS INC COM 31620P109 196 12837 SH SOLE 3900 0 8937 FIDELITY NATL FINL INC COM 316326107 4547 158209 SH SOLE 86165 0 72044 FILENET CORP COM 316869106 2036 196700 SH SOLE 5000 0 191700 FINANCIAL FED CORP COM 317492106 914 28700 SH SOLE 0 0 28700 FINISH LINE INC CL A 317923100 697 77300 SH SOLE 8700 0 68600 FIRST AMERN CORP CALIF COM 318522307 362 17700 SH SOLE 17700 0 0 FIRST BANCORP P R COM 318672102 2215 58100 SH SOLE 21200 0 36900 FIRST CTZNS BANCSHARES INC N CL A 31946M103 649 6300 SH SOLE 6300 0 0 FIRST DATA CORP COM 319963104 994 35558 SH SOLE 26708 0 8850 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1116 36000 SH SOLE 0 0 36000 FIRST MIDWEST BANCORP DEL COM 320867104 2047 76200 SH SOLE 2600 0 73600 FIRSTENERGY CORP COM 337932107 3298 110350 SH SOLE 69344 0 41006 FIRSTFED FINL CORP COM 337907109 1509 58600 SH SOLE 1600 0 57000 FISERV INC COM 337738108 11201 398894 SH SOLE 368500 0 30394 FISHER SCIENTIFIC INTL INC COM NEW 338032204 3178 104700 SH SOLE 10700 0 94000 FLAGSTAR BANCORP INC COM 337930101 480 23200 SH SOLE 23200 0 0 FLEETBOSTON FINL CORP COM 339030108 16492 811233 SH SOLE 656379 0 154854 FLEETWOOD ENTERPRISES INC COM 339099103 444 65900 SH SOLE 19700 0 46200 FLIR SYS INC COM 302445101 1302 37200 SH SOLE 0 0 37200 FLORIDA ROCK INDS INC COM 341140101 290 9500 SH SOLE 2300 0 7200 FLOWERS FOODS INC COM 343498101 648 28500 SH SOLE 0 0 28500 FOOTSTAR INC COM 344912100 741 95000 SH SOLE 9000 0 86000 FORD MTR CO DEL COM PAR $.001 345370860 19171 1956256 SH SOLE 1527855 0 428401 FORRESTER RESH INC COM 346563109 1178 78700 SH SOLE 0 0 78700 FORTUNE BRANDS INC COM 349631101 6193 130966 SH SOLE 124000 0 6966 FOSSIL INC COM 349882100 4158 207400 SH SOLE 43700 0 163700 FOX ENTMT GROUP INC CL A 35138T107 16703 758200 SH SOLE 636100 0 122100 FPIC INS GROUP INC COM 302563101 161 18300 SH SOLE 12800 0 5500 FPL GROUP INC COM 302571104 8531 158560 SH SOLE 121900 0 36660 FRANKLIN RES INC COM 354613101 7993 257013 SH SOLE 228998 0 28015 FREDS INC CL A 356108100 4168 139600 SH SOLE 8900 0 130700 FREEMARKETS INC COM 356602102 494 99500 SH SOLE 0 0 99500 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 14011 1040944 SH SOLE 973300 0 67644 FREMONT GEN CORP COM 357288109 600 122400 SH SOLE 60400 0 62000 FRIEDMANS INC CL A 358438109 104 13400 SH SOLE 3000 0 10400 FRONTIER AIRLINES INC NEW COM 359065109 664 136150 SH SOLE 0 0 136150 FRONTIER OIL CORP COM 35914P105 1889 152300 SH SOLE 0 0 152300 FSI INTL INC COM 302633102 256 83700 SH SOLE 10300 0 73400 FTI CONSULTING INC COM 302941109 3197 80400 SH SOLE 4100 0 76300 FULLER H B CO COM 359694106 513 19300 SH SOLE 0 0 19300 FURNITURE BRANDS INTL INC COM 360921100 1485 64700 SH SOLE 33700 0 31000 G & K SVCS INC CL A 361268105 528 15600 SH SOLE 6000 0 9600 GABLES RESIDENTIAL TR SH BEN INT 362418105 614 23000 SH SOLE 800 0 22200 GANNETT INC COM 364730101 201 2782 SH SOLE 2782 0 0 GAP INC DEL COM 364760108 2518 232087 SH SOLE 224500 0 7587 GARTNER INC COM 366651107 392 48400 SH SOLE 2200 0 46200 GATEWAY INC COM 367626108 5583 1879962 SH SOLE 1603500 0 276462 GENCORP INC COM 368682100 1936 192400 SH SOLE 23300 0 169100 GENE LOGIC INC COM 368689105 994 127900 SH SOLE 0 0 127900 GENERAL CABLE CORP DEL NEW COM 369300108 1115 289500 SH SOLE 67300 0 222200 GENERAL COMMUNICATION INC CL A 369385109 475 126400 SH SOLE 0 0 126400 GENERAL ELEC CO COM 369604103 2639 107072 SH SOLE 107072 0 0 GENERAL GROWTH PPTYS INC COM 370021107 2874 55800 SH SOLE 0 0 55800 GENERAL MTRS CORP COM 370442105 66230 1702558 SH SOLE 1381803 0 320755 GENUINE PARTS CO COM 372460105 4922 160632 SH SOLE 136980 0 23652 GEORGIA GULF CORP COM PAR $.001 373200203 1416 61900 SH SOLE 2800 0 59100 GERBER SCIENTIFIC INC COM 373730100 56 14600 SH SOLE 14600 0 0 GETTY IMAGES INC COM 374276103 2640 131600 SH SOLE 16300 0 115300 GETTY RLTY CORP NEW COM 374297109 366 19200 SH SOLE 0 0 19200 GILEAD SCIENCES INC COM 375558103 1975 58900 SH SOLE 58900 0 0 GILLETTE CO COM 375766102 22092 746351 SH SOLE 656600 0 89751 GLENBOROUGH RLTY TR INC COM 37803P105 532 26200 SH SOLE 1600 0 24600 GLIMCHER RLTY TR SH BEN INT 379302102 525 28000 SH SOLE 1000 0 27000 GLOBAL IMAGING SYSTEMS COM 37934A100 355 18800 SH SOLE 8300 0 10500 GLOBAL PMTS INC COM 37940X102 2483 97000 SH SOLE 15300 0 81700 GLOBESPANVIRATA INC COM 37957V106 1091 462200 SH SOLE 0 0 462200 GOLD BANC CORP INC COM 379907108 243 25000 SH SOLE 0 0 25000 GOLDEN WEST FINL CORP DEL COM 381317106 504 8100 SH SOLE 8100 0 0 GOODRICH CORP COM 382388106 576 30500 SH SOLE 5000 0 25500 GOODYEAR TIRE & RUBR CO COM 382550101 4403 495300 SH SOLE 409200 0 86100 GOODYS FAMILY CLOTHING INC COM 382588101 135 28600 SH SOLE 28600 0 0 GRAFTECH INTL LTD COM 384313102 526 72600 SH SOLE 35000 0 37600 GRAINGER W W INC COM 384802104 1442 33900 SH SOLE 14600 0 19300 GREAT ATLANTIC & PAC TEA INC COM 390064103 1291 154100 SH SOLE 7600 0 146500 GREAT LAKES REIT INC COM 390752103 262 15000 SH SOLE 0 0 15000 GREAT PLAINS ENERGY INC COM 391164100 350 18300 SH SOLE 18300 0 0 GREATER BAY BANCORP COM 391648102 2710 149000 SH SOLE 32000 0 117000 GREEN MTN COFFEE INC COM 393122106 348 27000 SH SOLE 0 0 27000 GREENPOINT FINL CORP COM 395384100 3949 94600 SH SOLE 65200 0 29400 GREIF BROS CORP CL A 397624107 613 25000 SH SOLE 17400 0 7600 GRIFFON CORP COM 398433102 559 52530 SH SOLE 15230 0 37300 GROUP 1 AUTOMOTIVE INC COM 398905109 2407 107700 SH SOLE 20200 0 87500 GROUPE CGI INC CL A SUB VTG 39945C109 616 253800 SH SOLE 253800 0 0 GSI COMMERCE INC COM 36238G102 835 165300 SH SOLE 5600 0 159700 GTECH HLDGS CORP COM 400518106 6997 281900 SH SOLE 71000 0 210900 GUESS INC COM 401617105 48 11300 SH SOLE 0 0 11300 GUIDANT CORP COM 401698105 21276 658500 SH SOLE 605500 0 53000 GYMBOREE CORP COM 403777105 2895 177500 SH SOLE 8200 0 169300 HANCOCK FABRICS INC COM 409900107 830 51400 SH SOLE 0 0 51400 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 1800 113200 SH SOLE 27400 0 85800 HANOVER COMPRESSOR CO COM 410768105 189 22800 SH SOLE 2800 0 20000 HARBOR FLA BANCSHARES INC COM 411901101 217 10600 SH SOLE 2900 0 7700 HARLEY DAVIDSON INC COM 412822108 10001 215300 SH SOLE 198000 0 17300 HARMAN INTL INDS INC COM 413086109 580 11200 SH SOLE 11200 0 0 HARMONIC INC COM 413160102 83 47200 SH SOLE 15900 0 31300 HARRAHS ENTMT INC COM 413619107 10892 225928 SH SOLE 200600 0 25328 HARRIS CORP DEL COM 413875105 1112 33200 SH SOLE 17400 0 15800 HARSCO CORP COM 415864107 1770 65100 SH SOLE 36800 0 28300 HARTFORD FINL SVCS GROUP INC COM 416515104 569 13870 SH SOLE 10970 0 2900 HASBRO INC COM 418056107 979 88000 SH SOLE 29100 0 58900 HAVERTY FURNITURE INC COM 419596101 148 11800 SH SOLE 0 0 11800 HCA INC COM 404119109 830 17428 SH SOLE 17428 0 0 HEADWATERS INC COM 42210P102 2142 155000 SH SOLE 5200 0 149800 HEALTH CARE REIT INC COM 42217K106 380 13900 SH SOLE 13900 0 0 HEALTH NET INC COM 42222G108 3627 169110 SH SOLE 104310 0 64800 HEALTHSOUTH CORP COM 421924101 839 202100 SH SOLE 175100 0 27000 HEALTHTRONICS SURGICAL SVS I COM 42222L107 533 63700 SH SOLE 0 0 63700 HEINZ H J CO COM 423074103 3310 99200 SH SOLE 89300 0 9900 HELIX TECHNOLOGY CORP COM 423319102 681 70600 SH SOLE 0 0 70600 HERCULES INC COM 427056106 854 92744 SH SOLE 79200 0 13544 HERLEY INDS INC DEL COM 427398102 1415 76200 SH SOLE 0 0 76200 HEWLETT PACKARD CO COM 428236103 17382 1489430 SH SOLE 1213030 0 276400 HIGHWOODS PPTYS INC COM 431284108 1485 63462 SH SOLE 14862 0 48600 HILB ROGAL & HAMILTON CO COM 431294107 5429 131600 SH SOLE 4500 0 127100 HILTON HOTELS CORP COM 432848109 14539 1277592 SH SOLE 1096500 0 181092 HOLLY CORP COM PAR $.001 435758305 523 30800 SH SOLE 24000 0 6800 HOLLYWOOD ENTMT CORP COM 436141105 2589 178300 SH SOLE 12800 0 165500 HOLOGIC INC COM 436440101 1740 177600 SH SOLE 31300 0 146300 HOME DEPOT INC COM 437076102 598 22900 SH SOLE 22900 0 0 HOME PPTYS N Y INC COM 437306103 644 19800 SH SOLE 0 0 19800 HON INDS INC COM 438092108 346 13600 SH SOLE 13600 0 0 HONEYWELL INTL INC COM 438516106 38156 1761587 SH SOLE 1491890 0 269697 HOOPER HOLMES INC COM 439104100 154 24800 SH SOLE 0 0 24800 HORACE MANN EDUCATORS CORP N COM 440327104 237 16100 SH SOLE 6100 0 10000 HORIZON OFFSHORE INC COM 44043J105 751 178300 SH SOLE 28500 0 149800 HORMEL FOODS CORP COM 440452100 1087 49700 SH SOLE 13100 0 36600 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4706 142100 SH SOLE 76700 0 65400 HOST MARRIOTT CORP NEW COM 44107P104 2762 297600 SH SOLE 58200 0 239400 HOTELS COM COM 44147T108 2453 48500 SH SOLE 5800 0 42700 HOUSEHOLD INTL INC COM 441815107 15310 540815 SH SOLE 465622 0 75193 HOUSTON EXPL CO COM 442120101 1891 60700 SH SOLE 0 0 60700 HOVNANIAN ENTERPRISES INC CL A 442487203 1386 41000 SH SOLE 13800 0 27200 HRPT PPTYS TR COM SH BEN INT 40426W101 2932 355400 SH SOLE 145700 0 209700 HUANENG PWR INTL INC SPON ADR N 443304100 390 12400 SH SOLE 12400 0 0 HUBBELL INC CL B 443510201 488 16800 SH SOLE 16800 0 0 HUDSON CITY BANCORP COM 443683107 5324 328012 SH SOLE 275400 0 52612 HUDSON UNITED BANCORP COM 444165104 3360 126300 SH SOLE 22800 0 103500 HUGHES SUPPLY INC COM 444482103 3299 113200 SH SOLE 13400 0 99800 HUMANA INC COM 444859102 2923 235700 SH SOLE 141600 0 94100 HUNT J B TRANS SVCS INC COM 445658107 2616 111100 SH SOLE 15100 0 96000 HUNTINGTON BANCSHARES INC COM 446150104 8989 494200 SH SOLE 386800 0 107400 HYPERCOM CORP COM 44913M105 49 17000 SH SOLE 17000 0 0 HYPERION SOLUTIONS CORP COM 44914M104 2692 146700 SH SOLE 18700 0 128000 ICICI BK LTD ADR 45104G104 4610 769600 SH SOLE 755400 0 14200 IDT CORP COM 448947101 2610 160100 SH SOLE 8800 0 151300 IGEN INC COM 449536101 1081 36800 SH SOLE 0 0 36800 IKON OFFICE SOLUTIONS INC COM 451713101 3388 430000 SH SOLE 126200 0 303800 ILLINOIS TOOL WKS INC COM 452308109 6465 110838 SH SOLE 98038 0 12800 IMC GLOBAL INC COM 449669100 3147 261200 SH SOLE 87900 0 173300 IMCO RECYCLING INC COM 449681105 62 10300 SH SOLE 4400 0 5900 IMMUCOR INC COM 452526106 1737 106900 SH SOLE 5100 0 101800 IMPERIAL OIL LTD COM NEW 453038408 388 21200 SH SOLE 21200 0 0 INAMED CORP COM 453235103 2914 126700 SH SOLE 2600 0 124100 INCO LTD COM 453258402 9518 940040 SH SOLE 794240 0 145800 INDEPENDENT BANK CORP MICH COM 453838104 1571 47470 SH SOLE 1900 0 45570 INDEVUS PHARMACEUTICALS INC COM 454072109 305 196500 SH SOLE 0 0 196500 INDIA FD INC COM 454089103 1957 212300 SH SOLE 212300 0 0 INDYMAC BANCORP INC COM 456607100 792 41100 SH SOLE 41100 0 0 INFOCUS CORP COM 45665B106 812 106500 SH SOLE 0 0 106500 INFOGRAMES INC COM 45665T107 37 16700 SH SOLE 16700 0 0 INFORTE CORP COM 45677R107 70 13700 SH SOLE 13700 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 873 16100 SH SOLE 8900 0 7200 INFOUSA INC NEW COM 456818301 64 14800 SH SOLE 14800 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 3922 113866 SH SOLE 67366 0 46500 INGLES MKTS INC CL A 457030104 566 52900 SH SOLE 41700 0 11200 INGRAM MICRO INC CL A 457153104 5537 416310 SH SOLE 252800 0 163510 INNKEEPERS USA TR COM 4576J0104 413 51700 SH SOLE 20500 0 31200 INSIGHT ENTERPRISES INC COM 45765U103 1179 116200 SH SOLE 4100 0 112100 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1413 88900 SH SOLE 2900 0 86000 INTEL CORP COM 458140100 97307 7005561 SH SOLE 6237788 0 767773 INTER TEL INC COM 458372109 3152 154900 SH SOLE 21600 0 133300 INTERACTIVE DATA CORP COM 45840J107 1966 160500 SH SOLE 0 0 160500 INTERCEPT INC COM 45845L107 801 81000 SH SOLE 0 0 81000 INTERFACE INC CL A 458665106 426 107700 SH SOLE 5000 0 102700 INTERGRAPH CORP COM 458683109 743 43500 SH SOLE 0 0 43500 INTERMET CORP COM 45881K104 278 57700 SH SOLE 49400 0 8300 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1417 44500 SH SOLE 22700 0 21800 INTERPOOL INC COM 46062R108 397 33000 SH SOLE 33000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 4148 261700 SH SOLE 240300 0 21400 INTERSTATE BAKERIES CORP DEL COM 46072H108 2854 107400 SH SOLE 9500 0 97900 INTERTAN INC COM 461120107 523 74900 SH SOLE 0 0 74900 INTERVOICE-BRITE INC COM 461142101 95 59600 SH SOLE 0 0 59600 INTL SPECIALTY PRODS INC NEW COM 460337108 136 14000 SH SOLE 14000 0 0 INTUIT COM 461202103 5168 113500 SH SOLE 111500 0 2000 INVACARE CORP COM 461203101 1500 43800 SH SOLE 1900 0 41900 IOMEGA CORP COM NEW 462030305 195 18200 SH SOLE 6200 0 12000 IRT PPTY CO COM 450058102 811 69000 SH SOLE 41400 0 27600 IRWIN FINL CORP COM 464119106 1192 70100 SH SOLE 7300 0 62800 ISLE OF CAPRI CASINOS INC COM 464592104 3143 188400 SH SOLE 36600 0 151800 ISTAR FINL INC COM 45031U101 1053 37725 SH SOLE 22325 0 15400 ITRON INC COM 465741106 2168 117900 SH SOLE 3200 0 114700 ITT EDUCATIONAL SERVICES INC COM 45068B109 3358 178900 SH SOLE 9300 0 169600 ITT INDS INC IND COM 450911102 10425 167257 SH SOLE 148200 0 19057 J D EDWARDS & CO COM 281667105 4229 457200 SH SOLE 68800 0 388400 J JILL GROUP INC COM 466189107 1982 113800 SH SOLE 2600 0 111200 J P MORGAN CHASE & CO COM 46625H100 13401 705680 SH SOLE 553290 0 152390 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1631 82000 SH SOLE 0 0 82000 JACK IN THE BOX INC COM 466367109 2898 127100 SH SOLE 7900 0 119200 JDA SOFTWARE GROUP INC COM 46612K108 1044 149400 SH SOLE 21000 0 128400 JDN RLTY CORP COM 465917102 777 64300 SH SOLE 34900 0 29400 JDS UNIPHASE CORP COM 46612J101 27 13633 SH SOLE 4900 0 8733 JEFFERIES GROUP INC NEW COM 472319102 275 7200 SH SOLE 0 0 7200 JLG INDS INC COM 466210101 192 23900 SH SOLE 23900 0 0 JO-ANN STORES INC CL A 47758P109 1691 60300 SH SOLE 12100 0 48200 JOHN NUVEEN CO CL A 478035108 1283 56400 SH SOLE 19200 0 37200 JOHNSON & JOHNSON COM 478160104 55028 1017538 SH SOLE 919460 0 98078 JOHNSON CTLS INC COM 478366107 16174 210544 SH SOLE 192800 0 17744 JONES APPAREL GROUP INC COM 480074103 16278 530234 SH SOLE 430700 0 99534 JONES LANG LASALLE INC COM 48020Q107 1943 94500 SH SOLE 12700 0 81800 K MART CORP COM 482584109 18 36200 SH SOLE 36200 0 0 K-SWISS INC CL A 482686102 2039 95400 SH SOLE 0 0 95400 K2 INC COM 482732104 246 31200 SH SOLE 14800 0 16400 KAMAN CORP CL A 483548103 272 22200 SH SOLE 22200 0 0 KANA SOFTWARE INC COM NEW 483600300 19 23200 SH SOLE 8800 0 14400 KANSAS CITY LIFE INS CO COM 484836101 798 21100 SH SOLE 21100 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 255 20600 SH SOLE 20600 0 0 KB HOME COM 48666K109 11863 242900 SH SOLE 117400 0 125500 KEANE INC COM 486665102 440 65200 SH SOLE 28400 0 36800 KELLOGG CO COM 487836108 1711 51453 SH SOLE 23600 0 27853 KELLWOOD CO COM 488044108 482 21100 SH SOLE 9500 0 11600 KELLY SVCS INC CL A 488152208 882 40700 SH SOLE 23800 0 16900 KEMET CORP COM 488360108 1519 177700 SH SOLE 177700 0 0 KENDLE INTERNATIONAL INC COM 48880L107 279 41600 SH SOLE 0 0 41600 KENNAMETAL INC COM 489170100 366 11400 SH SOLE 2000 0 9400 KEY PRODTN INC COM 493138101 1181 72900 SH SOLE 4300 0 68600 KEYCORP NEW COM 493267108 12445 498382 SH SOLE 371400 0 126982 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 528 32000 SH SOLE 1500 0 30500 KEYSTONE PPTY TR CORP COM 493596100 280 16800 SH SOLE 0 0 16800 KFORCE INC COM 493732101 44 14300 SH SOLE 14300 0 0 KILROY RLTY CORP COM 49427F108 597 25200 SH SOLE 0 0 25200 KIMBALL INTL INC CL B 494274103 691 50000 SH SOLE 33900 0 16100 KIMBERLY CLARK CORP COM 494368103 475 8394 SH SOLE 6794 0 1600 KIMCO REALTY CORP COM 49446R109 2836 91200 SH SOLE 0 0 91200 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 808 25300 SH SOLE 14700 0 10600 KNIGHT TRANSN INC COM 499064103 1087 70100 SH SOLE 0 0 70100 KOGER EQUITY INC COM 500228101 610 36100 SH SOLE 11500 0 24600 KOHLS CORP COM 500255104 21287 350059 SH SOLE 316400 0 33659 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 3653 251430 SH SOLE 251430 0 0 KOOKMIN BK NEW SPONSORED ADR 50049M109 3528 99579 SH SOLE 99579 0 0 KOPIN CORP COM 500600101 1061 304900 SH SOLE 14900 0 290000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 312 33400 SH SOLE 33400 0 0 KOREA FD COM 500634100 4047 300000 SH SOLE 300000 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 207 6632 SH SOLE 4500 0 2132 KROLL INC COM 501049100 2489 125500 SH SOLE 2700 0 122800 KRONOS INC COM 501052104 1776 72100 SH SOLE 3750 0 68350 KT CORP SPONSORED ADR 48268K101 74470 3357530 SH SOLE 2952530 0 405000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 6393 121300 SH SOLE 111700 0 9600 LA QUINTA CORP PAIRED CTF 50419U202 1140 237600 SH SOLE 147000 0 90600 LABONE INC NEW COM 50540L105 1151 71200 SH SOLE 5100 0 66100 LADISH INC COM NEW 505754200 193 31200 SH SOLE 16000 0 15200 LAFARGE NORTH AMERICA INC COM 505862102 3236 111700 SH SOLE 49500 0 62200 LAM RESEARCH CORP COM 512807108 92 10300 SH SOLE 10300 0 0 LANCASTER COLONY CORP COM 513847103 5766 136900 SH SOLE 34000 0 102900 LANDAMERICA FINL GROUP INC COM 514936103 806 24500 SH SOLE 7200 0 17300 LANDRYS RESTAURANTS INC COM 51508L103 346 15300 SH SOLE 0 0 15300 LANDSTAR SYS INC COM 515098101 2932 59800 SH SOLE 8800 0 51000 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 418 33400 SH SOLE 16600 0 16800 LAUDER ESTEE COS INC CL A 518439104 5469 190300 SH SOLE 190300 0 0 LEAR CORP COM 521865105 7272 174591 SH SOLE 127300 0 47291 LEGGETT & PLATT INC COM 524660107 633 32000 SH SOLE 17700 0 14300 LEHMAN BROS HLDGS INC COM 524908100 6647 135520 SH SOLE 114568 0 20952 LENDINGTREE INC COM 52602Q105 590 40000 SH SOLE 0 0 40000 LENNAR CORP COM 526057104 8144 146000 SH SOLE 113978 0 32022 LENNOX INTL INC COM 526107107 1782 134700 SH SOLE 5500 0 129200 LEVEL 3 COMMUNICATIONS INC COM 52729N100 258 66300 SH SOLE 21200 0 45100 LEXINGTON CORP PPTYS TR COM 529043101 370 23000 SH SOLE 2000 0 21000 LEXMARK INTL NEW CL A 529771107 7346 156300 SH SOLE 143000 0 13300 LIBERATE TECHNOLOGIES COM 530129105 660 423200 SH SOLE 23100 0 400100 LIBERTY MEDIA CORP NEW COM SER A 530718105 3690 513911 SH SOLE 507100 0 6811 LIBERTY PPTY TR SH BEN INT 531172104 2083 67200 SH SOLE 0 0 67200 LIFEPOINT HOSPITALS INC COM 53219L109 3998 128200 SH SOLE 4700 0 123500 LIGHTBRIDGE INC COM 532226107 1300 192500 SH SOLE 2800 0 189700 LIMITED BRANDS INC COM 532716107 20793 1449974 SH SOLE 1251220 0 198754 LINCARE HLDGS INC COM 532791100 5562 179200 SH SOLE 169800 0 9400 LINCOLN ELEC HLDGS INC COM 533900106 841 38000 SH SOLE 5500 0 32500 LINCOLN NATL CORP IND COM 534187109 3364 110100 SH SOLE 102100 0 8000 LINENS N THINGS INC COM 535679104 2241 122000 SH SOLE 14500 0 107500 LIZ CLAIBORNE INC COM 539320101 3541 141924 SH SOLE 137624 0 4300 LNR PPTY CORP COM 501940100 544 16300 SH SOLE 16300 0 0 LO-JACK CORP COM 539451104 48 11400 SH SOLE 10400 0 1000 LOCKHEED MARTIN CORP COM 539830109 47605 736121 SH SOLE 623782 0 112339 LOEWS CORP COM 540424108 22820 532062 SH SOLE 401600 0 130462 LONE STAR STEAKHOUSE SALOON COM 542307103 1494 71200 SH SOLE 31600 0 39600 LOUISIANA PAC CORP COM 546347105 368 56900 SH SOLE 22300 0 34600 LOWES COS INC COM 548661107 1731 41802 SH SOLE 34400 0 7402 LUBRIZOL CORP COM 549271104 913 32300 SH SOLE 10700 0 21600 LUBYS INC COM 549282101 290 59000 SH SOLE 52700 0 6300 LUCENT TECHNOLOGIES INC COM 549463107 888 1168800 SH SOLE 1062400 0 106400 LYONDELL CHEMICAL CO COM 552078107 1094 91641 SH SOLE 49700 0 41941 M D C HLDGS INC COM 552676108 1835 51969 SH SOLE 27838 0 24131 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 564 17900 SH SOLE 8700 0 9200 MACDERMID INC COM 554273102 742 37200 SH SOLE 16700 0 20500 MACERICH CO COM 554382101 1413 45600 SH SOLE 14400 0 31200 MACK CALI RLTY CORP COM 554489104 2728 84906 SH SOLE 32706 0 52200 MACROMEDIA INC COM 556100105 2106 272400 SH SOLE 12200 0 260200 MADDEN STEVEN LTD COM 556269108 1735 120500 SH SOLE 21300 0 99200 MAGELLAN HEALTH SVCS INC COM 559079108 37 144000 SH SOLE 0 0 144000 MAGNA ENTMT CORP CL A 559211107 100 18300 SH SOLE 10400 0 7900 MAGNA INTL INC CL A 559222401 2843 80000 SH SOLE 80000 0 0 MAGNUM HUNTER RES INC COM PAR $.0002 55972F203 61 11700 SH SOLE 0 0 11700 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 3156 203600 SH SOLE 141100 0 62500 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 269 57750 SH SOLE 57750 0 0 MAIL-WELL INC COM 560321200 66 63800 SH SOLE 22900 0 40900 MANDALAY RESORT GROUP COM 562567107 1943 57900 SH SOLE 46400 0 11500 MANITOWOC INC COM 563571108 2549 93200 SH SOLE 4300 0 88900 MANPOWER INC COM 56418H100 5167 176100 SH SOLE 153200 0 22900 MANUFACTURED HOME CMNTYS INC COM 564682102 631 19800 SH SOLE 0 0 19800 MANUFACTURERS SVCS LTD COM 565005105 57 21200 SH SOLE 7700 0 13500 MARATHON OIL CORP COM 565849106 27228 1200508 SH SOLE 1001900 0 198608 MARCUS CORP COM 566330106 250 19050 SH SOLE 19050 0 0 MARSH & MCLENNAN COS INC COM 571748102 6675 160300 SH SOLE 140500 0 19800 MASISA S A SPONSORED ADR 574799102 567 103100 SH SOLE 103100 0 0 MASTEC INC COM 576323109 111 34400 SH SOLE 0 0 34400 MAXIM INTEGRATED PRODS INC COM 57772K101 3555 143591 SH SOLE 134500 0 9091 MAXYGEN INC COM 577776107 83 13400 SH SOLE 0 0 13400 MAY DEPT STORES CO COM 577778103 11021 484007 SH SOLE 387300 0 96707 MAYTAG CORP COM 578592107 4143 178751 SH SOLE 130300 0 48451 MBIA INC COM 55262C100 8278 207200 SH SOLE 186950 0 20250 MBNA CORP COM 55262L100 1292 70292 SH SOLE 70292 0 0 MCDERMOTT INTL INC COM 580037109 835 136200 SH SOLE 33900 0 102300 MCGRATH RENTCORP COM 580589109 615 30200 SH SOLE 6900 0 23300 MCSI INC COM 55270M108 710 143500 SH SOLE 2700 0 140800 MDS INC COM 55269P302 1325 153900 SH SOLE 153900 0 0 MEADWESTVACO CORP COM 583334107 4318 224800 SH SOLE 195700 0 29100 MEASUREMENT SPECIALTIES INC COM 583421102 631 63100 SH SOLE 63100 0 0 MEDIA GEN INC CL A 584404107 666 13100 SH SOLE 2000 0 11100 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 507 12400 SH SOLE 12400 0 0 MEDTRONIC INC COM 585055106 18238 433000 SH SOLE 394200 0 38800 MEMBERWORKS INC COM 586002107 1564 89800 SH SOLE 0 0 89800 MENS WEARHOUSE INC COM 587118100 1771 120500 SH SOLE 3500 0 117000 MENTOR CORP MINN COM 587188103 2652 83200 SH SOLE 0 0 83200 MERCK & CO INC COM 589331107 173175 3788551 SH SOLE 3077416 0 711135 MERCURY INTERACTIVE CORP COM 589405109 384 22400 SH SOLE 22400 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 645 75100 SH SOLE 33700 0 41400 MERITAGE CORP COM 59001A102 2871 81000 SH SOLE 2800 0 78200 MERRILL LYNCH & CO INC COM 590188108 17513 531492 SH SOLE 491992 0 39500 MESA AIR GROUP INC COM 590479101 767 210000 SH SOLE 21800 0 188200 METASOLV INC COM 59139P104 193 125900 SH SOLE 0 0 125900 METHANEX CORP COM 59151K108 987 182600 SH SOLE 182600 0 0 METRIS COS INC COM 591598107 129 56000 SH SOLE 3700 0 52300 MGI PHARMA INC COM 552880106 174 24800 SH SOLE 10900 0 13900 MGIC INVT CORP WIS COM 552848103 21456 525508 SH SOLE 431100 0 94408 MGM MIRAGE COM 552953101 14636 392381 SH SOLE 340900 0 51481 MICHAELS STORES INC COM 594087108 12344 270100 SH SOLE 49700 0 220400 MICROCHIP TECHNOLOGY INC COM 595017104 2400 117341 SH SOLE 111900 0 5441 MICRON TECHNOLOGY INC COM 595112103 215 17400 SH SOLE 17400 0 0 MICROS SYS INC COM 594901100 1275 55000 SH SOLE 0 0 55000 MICROSOFT CORP COM 594918104 13583 310544 SH SOLE 287944 0 22600 MID ATLANTIC MED SVCS INC COM 59523C107 4311 119100 SH SOLE 20300 0 98800 MID-ATLANTIC RLTY TR SH BEN INT 595232109 221 13800 SH SOLE 0 0 13800 MIDWAY GAMES INC COM 598148104 123 22400 SH SOLE 0 0 22400 MIDWEST EXPRESS HLDGS INC COM 597911106 232 58000 SH SOLE 14800 0 43200 MILACRON INC COM 598709103 344 76200 SH SOLE 30300 0 45900 MILLENNIUM CHEMICALS INC COM 599903101 342 34600 SH SOLE 19200 0 15400 MILLER HERMAN INC COM 600544100 247 13900 SH SOLE 13900 0 0 MILLIPORE CORP COM 601073109 1764 55500 SH SOLE 51900 0 3600 MILLS CORP COM 601148109 783 26400 SH SOLE 0 0 26400 MISSION WEST PPTYS INC COM 605203108 173 15600 SH SOLE 0 0 15600 MOHAWK INDS INC COM 608190104 11595 233540 SH SOLE 204640 0 28900 MONDAVI ROBERT CORP CL A 609200100 201 6600 SH SOLE 0 0 6600 MONY GROUP INC COM 615337102 688 27900 SH SOLE 7200 0 20700 MOODYS CORP COM 615369105 12923 266450 SH SOLE 240100 0 26350 MOORE LTD COM 615785102 1238 200400 SH SOLE 200400 0 0 MORGAN STANLEY COM NEW 617446448 26926 794760 SH SOLE 648760 0 146000 MORGAN STANLEY EMER MKTS FD COM 61744G107 824 105341 SH SOLE 105341 0 0 MOTOROLA INC COM 620076109 1194 117300 SH SOLE 17400 0 99900 MOVADO GROUP INC COM 624580106 224 13800 SH SOLE 4900 0 8900 MOVIE GALLERY INC COM 624581104 308 20500 SH SOLE 7050 0 13450 MPS GROUP INC COM 553409103 3227 556300 SH SOLE 126800 0 429500 MSC SOFTWARE CORP COM 553531104 1014 119000 SH SOLE 0 0 119000 MTR GAMING GROUP INC COM 553769100 1639 178000 SH SOLE 0 0 178000 MTS SYS CORP COM 553777103 119 12600 SH SOLE 12600 0 0 MUELLER INDS INC COM 624756102 324 12500 SH SOLE 12500 0 0 MYLAN LABS INC COM 628530107 1637 50000 SH SOLE 39600 0 10400 NABORS INDUSTRIES LTD SHS G6359F103 1169 35700 SH SOLE 20000 0 15700 NACCO INDS INC CL A 629579103 605 15200 SH SOLE 8700 0 6500 NASH FINCH CO COM 631158102 1012 74400 SH SOLE 0 0 74400 NATIONAL CITY CORP COM 635405103 15672 549300 SH SOLE 413500 0 135800 NATIONAL GOLF PPTYS INC COM 63623G109 198 17200 SH SOLE 5200 0 12000 NATIONAL HEALTH INVS INC COM 63633D104 824 54000 SH SOLE 43300 0 10700 NATIONAL PROCESSING INC COM 637229105 236 13900 SH SOLE 13900 0 0 NATIONAL SVC INDS INC COM NEW 637657206 105 17400 SH SOLE 11200 0 6200 NATIONWIDE FINL SVCS INC CL A 638612101 1549 58000 SH SOLE 36100 0 21900 NATIONWIDE HEALTH PPTYS INC COM 638620104 215 12600 SH SOLE 12600 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 140 12900 SH SOLE 6400 0 6500 NATUZZI S P A ADR 63905A101 400 36600 SH SOLE 27500 0 9100 NAUTICA ENTERPRISES INC COM 639089101 1472 141500 SH SOLE 8300 0 133200 NAUTILUS GROUP INC COM 63910B102 4400 225650 SH SOLE 34550 0 191100 NAVIGANT CONSULTING INC COM 63935N107 569 103100 SH SOLE 3800 0 99300 NAVISTAR INTL CORP NEW COM 63934E108 1316 60700 SH SOLE 33100 0 27600 NBTY INC COM 628782104 3501 269700 SH SOLE 10000 0 259700 NCI BUILDING SYS INC COM 628852105 474 25200 SH SOLE 9300 0 15900 NCO GROUP INC COM 628858102 1508 132400 SH SOLE 10600 0 121800 NEIMAN MARCUS GROUP INC CL A 640204202 1475 56200 SH SOLE 23700 0 32500 NEOFORMA COM INC COM NEW 640475505 178 18900 SH SOLE 8000 0 10900 NETBANK INC COM 640933107 2225 213729 SH SOLE 30929 0 182800 NETIQ CORP COM 64115P102 1921 132500 SH SOLE 11700 0 120800 NETSCREEN TECHNOLOGIES INC COM 64117V107 730 67300 SH SOLE 0 0 67300 NETWORK APPLIANCE INC COM 64120L104 5977 815400 SH SOLE 712900 0 102500 NETWORKS ASSOCS INC COM 640938106 4302 404739 SH SOLE 329300 0 75439 NEUROCRINE BIOSCIENCES INC COM 64125C109 254 6200 SH SOLE 0 0 6200 NEW CENTURY FINANCIAL CORP COM 64352D101 5059 216200 SH SOLE 34800 0 181400 NEW ENGLAND BUSINESS SVC INC COM 643872104 321 15200 SH SOLE 8500 0 6700 NEW PLAN EXCEL RLTY TR INC COM 648053106 2237 121289 SH SOLE 36089 0 85200 NEW YORK CMNTY BANCORP INC COM 649445103 7629 270812 SH SOLE 10812 0 260000 NEWELL RUBBERMAID INC COM 651229106 14691 475907 SH SOLE 407000 0 68907 NEWFIELD EXPL CO COM 651290108 450 13400 SH SOLE 13400 0 0 NEWPORT CORP COM 651824104 2245 199000 SH SOLE 15900 0 183100 NEXEN INC COM 65334H102 1746 116200 SH SOLE 116200 0 0 NIKE INC CL B 654106103 1011 23414 SH SOLE 17314 0 6100 NOBLE CORPORATION SHS G65422100 474 15300 SH SOLE 15300 0 0 NORDSON CORP COM 655663102 1458 61400 SH SOLE 0 0 61400 NORDSTROM INC COM 655664100 499 27800 SH SOLE 27800 0 0 NORFOLK SOUTHERN CORP COM 655844108 10026 496600 SH SOLE 421600 0 75000 NORTEK INC COM 656559101 247 5700 SH SOLE 5700 0 0 NORTEL NETWORKS CORP NEW COM 656568102 5460 16035524 SH SOLE 13159024 0 2876500 NORTH FORK BANCORPORATION NY COM 659424105 441 11664 SH SOLE 8100 0 3564 NORTHROP GRUMMAN CORP COM 666807102 22803 183834 SH SOLE 150300 0 33534 NORTHWEST AIRLS CORP CL A 667280101 593 88800 SH SOLE 50400 0 38400 NORTHWESTERN CORP COM 668074107 318 32600 SH SOLE 17800 0 14800 NOVA CHEMICALS CORP COM 66977W109 1141 87200 SH SOLE 87200 0 0 NOVELLUS SYS INC COM 670008101 877 42164 SH SOLE 32300 0 9864 NU HORIZONS ELECTRS CORP COM 669908105 123 20500 SH SOLE 11800 0 8700 NU SKIN ENTERPRISES INC CL A 67018T105 1043 85500 SH SOLE 65500 0 20000 NUCOR CORP COM 670346105 5480 144600 SH SOLE 130900 0 13700 NUMERICAL TECHNOLOGIES INC COM 67053T101 449 154850 SH SOLE 0 0 154850 NVR INC COM 62944T105 10644 35500 SH SOLE 9100 0 26400 O REILLY AUTOMOTIVE INC COM 686091109 446 15600 SH SOLE 0 0 15600 OAK TECHNOLOGY INC COM 671802106 947 297800 SH SOLE 5800 0 292000 OAKLEY INC COM 673662102 1425 141800 SH SOLE 13500 0 128300 OCCIDENTAL PETE CORP DEL COM 674599105 9302 327762 SH SOLE 293400 0 34362 OCEANEERING INTL INC COM 675232102 1145 45000 SH SOLE 0 0 45000 OCULAR SCIENCES INC COM 675744106 2280 97600 SH SOLE 1200 0 96400 OCWEN FINL CORP COM 675746101 52 18100 SH SOLE 18100 0 0 OFFICE DEPOT INC COM 676220106 7688 623053 SH SOLE 503900 0 119153 OFFICEMAX INC COM 67622M108 548 134400 SH SOLE 134400 0 0 OGE ENERGY CORP COM 670837103 1114 66014 SH SOLE 16600 0 49414 OHIO CAS CORP COM 677240103 2128 130701 SH SOLE 37101 0 93600 OLD REP INTL CORP COM 680223104 1691 59575 SH SOLE 52675 0 6900 OLIN CORP COM PAR $1 680665205 1012 61800 SH SOLE 26600 0 35200 OMEGA HEALTHCARE INVS INC COM 681936100 171 29900 SH SOLE 29900 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 1550 235200 SH SOLE 9700 0 225500 ONEOK INC NEW COM 682680103 1418 75000 SH SOLE 20200 0 54800 ONYX PHARMACEUTICALS INC COM 683399109 55 12900 SH SOLE 0 0 12900 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1819 76800 SH SOLE 54300 0 22500 OPTION CARE INC COM 683948103 802 90625 SH SOLE 0 0 90625 ORACLE CORP COM 68389X105 61341 7804183 SH SOLE 6371904 0 1432279 ORBITAL SCIENCES CORP COM 685564106 77 22600 SH SOLE 0 0 22600 OREGON STL MLS INC COM 686079104 295 48200 SH SOLE 0 0 48200 ORGANOGENESIS INC COM 685906109 443 44300 SH SOLE 0 0 44300 OSHKOSH B GOSH INC CL A 688222207 1093 31800 SH SOLE 0 0 31800 OSHKOSH TRUCK CORP COM 688239201 2961 52500 SH SOLE 6300 0 46200 OSTEOTECH INC COM 688582105 631 122200 SH SOLE 16700 0 105500 OUTBACK STEAKHOUSE INC COM 689899102 4581 166700 SH SOLE 142500 0 24200 OVERTURE SVCS INC COM 69039R100 5759 244356 SH SOLE 13300 0 231056 OWENS ILL INC COM NEW 690768403 6338 559906 SH SOLE 178000 0 381906 OXFORD HEALTH PLANS INC COM 691471106 17357 445745 SH SOLE 393200 0 52545 P F CHANGS CHINA BISTRO INC COM 69333Y108 3321 114400 SH SOLE 5100 0 109300 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3706 498769 SH SOLE 430169 0 68600 PACCAR INC COM 693718108 4603 136210 SH SOLE 108699 0 27511 PACIFIC CAP BANCORP NEW COM 69404P101 1380 50800 SH SOLE 0 0 50800 PACIFIC SUNWEAR CALIF INC COM 694873100 2800 137500 SH SOLE 3300 0 134200 PACIFICARE HEALTH SYS DEL COM 695112102 1258 54500 SH SOLE 44400 0 10100 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 1031 29900 SH SOLE 500 0 29400 PANERA BREAD CO CL A 69840W108 2152 79700 SH SOLE 1700 0 78000 PAPA JOHNS INTL INC COM 698813102 3554 122000 SH SOLE 25100 0 96900 PARK PL ENTMT CORP COM 700690100 1286 161700 SH SOLE 114900 0 46800 PARKER HANNIFIN CORP COM 701094104 5432 142168 SH SOLE 131668 0 10500 PARKWAY PPTYS INC COM 70159Q104 284 8400 SH SOLE 0 0 8400 PATINA OIL & GAS CORP COM 703224105 5547 194625 SH SOLE 29625 0 165000 PATTERSON DENTAL CO COM 703412106 3137 61300 SH SOLE 60400 0 900 PATTERSON UTI ENERGY INC COM 703481101 840 32941 SH SOLE 25100 0 7841 PAYLESS SHOESOURCE INC COM 704379106 389 7200 SH SOLE 7200 0 0 PDI INC COM 69329V100 90 22000 SH SOLE 22000 0 0 PEDIATRIX MED GROUP COM 705324101 3338 107700 SH SOLE 7000 0 100700 PEGASUS SOLUTIONS INC COM 705906105 1244 117900 SH SOLE 20400 0 97500 PENN NATL GAMING INC COM 707569109 3076 162900 SH SOLE 19000 0 143900 PENNEY J C INC COM 708160106 5739 360500 SH SOLE 270400 0 90100 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 371 14400 SH SOLE 0 0 14400 PENTAIR INC COM 709631105 561 15100 SH SOLE 5100 0 10000 PEP BOYS MANNY MOE & JACK COM 713278109 578 47200 SH SOLE 9900 0 37300 PEPCO HOLDINGS INC COM 713291102 2012 100854 SH SOLE 33100 0 67754 PEPSI BOTTLING GROUP INC COM 713409100 4806 205389 SH SOLE 186700 0 18689 PEPSI-GEMEX S A DE C V GDR REP ORD 713435105 820 82300 SH SOLE 82300 0 0 PEPSIAMERICAS INC COM 71343P200 1997 140600 SH SOLE 140600 0 0 PEPSICO INC COM 713448108 8250 223266 SH SOLE 202366 0 20900 PEREZ COMPANC SA NEW SP ADR B SHS 71367B103 1423 282900 SH SOLE 282900 0 0 PEROT SYS CORP CL A 714265105 747 80300 SH SOLE 26100 0 54200 PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 715680104 3750 399800 SH SOLE 399800 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 5125 536700 SH SOLE 536700 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 10306 960500 SH SOLE 826100 0 134400 PETROQUEST ENERGY INC COM 716748108 132 29800 SH SOLE 12900 0 16900 PETSMART INC COM 716768106 4728 265441 SH SOLE 29200 0 236241 PFIZER INC COM 717081103 54766 1887194 SH SOLE 1739469 0 147725 PG&E CORP COM 69331C108 14199 1261009 SH SOLE 1015592 0 245417 PHARMACEUTICAL RES INC COM 717125108 1830 65400 SH SOLE 0 0 65400 PHARMACYCLICS INC COM 716933106 294 98100 SH SOLE 0 0 98100 PHELPS DODGE CORP COM 717265102 1025 40000 SH SOLE 31400 0 8600 PHILIP MORRIS COS INC COM 718154107 100872 2599804 SH SOLE 2043314 0 556490 PHOTON DYNAMICS INC COM 719364101 2040 109500 SH SOLE 4400 0 105100 PIER 1 IMPORTS INC COM 720279108 7900 414251 SH SOLE 187200 0 227051 PILGRIMS PRIDE CORP CL B 721467108 231 24800 SH SOLE 14400 0 10400 PINNACLE ENTMT INC COM 723456109 218 29800 SH SOLE 3500 0 26300 PINNACLE SYS INC COM 723481107 3794 351300 SH SOLE 16700 0 334600 PINNACLE WEST CAP CORP COM 723484101 3223 116085 SH SOLE 93800 0 22285 PIONEER NAT RES CO COM 723787107 2105 86800 SH SOLE 72800 0 14000 PIONEER STD ELECTRS INC COM 723877106 129 17800 SH SOLE 17800 0 0 PITNEY BOWES INC COM 724479100 8080 265000 SH SOLE 215600 0 49400 PLACER DOME INC COM 725906101 1662 288800 SH SOLE 138800 0 150000 PLAINS RES INC COM PAR $.010 726540503 773 30000 SH SOLE 0 0 30000 PLANTRONICS INC NEW COM 727493108 3345 205200 SH SOLE 36000 0 169200 PLX TECHNOLOGY INC COM 693417107 100 91100 SH SOLE 15800 0 75300 PMC-SIERRA INC COM 69344F106 239 61600 SH SOLE 61600 0 0 PMI GROUP INC COM 69344M101 18547 681615 SH SOLE 554500 0 127115 PNC FINL SVCS GROUP INC COM 693475105 7795 184842 SH SOLE 160042 0 24800 PNM RES INC COM 69349H107 1036 52300 SH SOLE 11800 0 40500 POGO PRODUCING CO COM 730448107 763 22400 SH SOLE 22400 0 0 POLARIS INDS INC COM 731068102 4104 66200 SH SOLE 16800 0 49400 POLYMEDICA CORP COM 731738100 1989 75300 SH SOLE 3500 0 71800 POLYONE CORP COM 73179P106 97 11300 SH SOLE 11300 0 0 POMEROY COMPUTER RES COM 731822102 389 39500 SH SOLE 28900 0 10600 POSSIS MEDICAL INC COM 737407106 1381 135300 SH SOLE 6300 0 129000 POST PPTYS INC COM 737464107 873 33600 SH SOLE 0 0 33600 POWERWAVE TECHNOLOGIES INC COM 739363109 585 172500 SH SOLE 0 0 172500 PPG INDS INC COM 693506107 7516 168146 SH SOLE 124500 0 43646 PPL CORP COM 69351T106 1451 44600 SH SOLE 44600 0 0 PRAXAIR INC COM 74005P104 10999 215206 SH SOLE 179106 0 36100 PRE PAID LEGAL SVCS INC COM 740065107 3121 157000 SH SOLE 7200 0 149800 PRECISION DRILLING CORP COM 74022D100 249 13100 SH SOLE 13100 0 0 PRENTISS PPTYS TR SH BEN INT 740706106 1188 41056 SH SOLE 8056 0 33000 PRESIDENTIAL LIFE CORP COM 740884101 556 38600 SH SOLE 24600 0 14000 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 2636 212900 SH SOLE 3200 0 209700 PRICE T ROWE GROUP INC COM 74144T108 3093 123900 SH SOLE 122200 0 1700 PRIMA ENERGY CORP COM PAR $.0015 741901201 1418 67600 SH SOLE 0 0 67600 PRIME GROUP REALTY TRUST SH BEN INT 74158J103 190 39100 SH SOLE 24700 0 14400 PRIME HOSPITALITY CORP COM 741917108 468 57100 SH SOLE 57100 0 0 PRIME MED SVCS INC NEW COM 74156D108 239 25900 SH SOLE 20100 0 5800 PRIORITY HEALTHCARE CORP CL B 74264T102 1824 72400 SH SOLE 0 0 72400 PROCTER & GAMBLE CO COM 742718109 117322 1312616 SH SOLE 1118300 0 194316 PROGRESSIVE CORP OHIO COM 743315103 530 10474 SH SOLE 9900 0 574 PROLOGIS SH BEN INT 743410102 4006 160800 SH SOLE 0 0 160800 PROQUEST COMPANY COM 74346P102 212 7000 SH SOLE 0 0 7000 PROSPERITY BANCSHARES INC COM 743606105 175 10300 SH SOLE 2600 0 7700 PROTECTIVE LIFE CORP COM 743674103 2487 80816 SH SOLE 39400 0 41416 PROVIDENT BANKSHARES CORP COM 743859100 1418 65690 SH SOLE 0 0 65690 PROVIDENT FINL GROUP INC COM 743866105 1503 59900 SH SOLE 24500 0 35400 PROVIDIAN FINL CORP COM 74406A102 4516 921654 SH SOLE 588988 0 332666 PROVINCE HEALTHCARE CO COM 743977100 442 25775 SH SOLE 0 0 25775 PSS WORLD MED INC COM 69366A100 930 139800 SH SOLE 20400 0 119400 PTEK HLDGS INC COM 69366M104 66 14200 SH SOLE 14200 0 0 PUBLIC STORAGE INC COM 74460D109 3809 119400 SH SOLE 9600 0 109800 PUBLIC SVC ENTERPRISE GROUP COM 744573106 6870 225236 SH SOLE 169436 0 55800 PUGET ENERGY INC NEW COM 745310102 1772 86800 SH SOLE 28800 0 58000 PULITZER INC COM 745769109 212 5100 SH SOLE 5100 0 0 PULTE HOMES INC COM 745867101 6151 144292 SH SOLE 83328 0 60964 PURE RES INC COM 74622E102 1071 47800 SH SOLE 12100 0 35700 QRS CORP COM 74726X105 613 92400 SH SOLE 38900 0 53500 QUADRAMED CORP COM 74730W101 36 20000 SH SOLE 4500 0 15500 QUANEX CORP COM 747620102 847 24400 SH SOLE 15700 0 8700 QUEBECOR WORLD INC COM NON-VTG 748203106 692 46600 SH SOLE 46600 0 0 QUEST DIAGNOSTICS INC COM 74834L100 320 5200 SH SOLE 5200 0 0 QUIKSILVER INC COM 74838C106 1758 77800 SH SOLE 0 0 77800 QUIXOTE CORP COM 749056107 515 27900 SH SOLE 0 0 27900 QWEST COMMUNICATIONS INTL IN COM 749121109 23 10200 SH SOLE 10200 0 0 R & G FINANCIAL CORP CL B 749136107 2027 92900 SH SOLE 15600 0 77300 R O C TAIWAN FD SH BEN INT 749651105 257 73500 SH SOLE 73500 0 0 RACING CHAMPIONS ERTL CORP COM 750069106 1273 77900 SH SOLE 1800 0 76100 RADIAN GROUP INC COM 750236101 14606 447210 SH SOLE 388700 0 58510 RADIOSHACK CORP COM 750438103 12818 639000 SH SOLE 571000 0 68000 RADISYS CORP COM 750459109 456 115200 SH SOLE 9800 0 105400 RAINBOW TECHNOLOGIES INC COM 750862104 90 31600 SH SOLE 31600 0 0 RALCORP HLDGS INC NEW COM 751028101 468 22000 SH SOLE 10700 0 11300 RAMBUS INC DEL COM 750917106 1375 316900 SH SOLE 0 0 316900 RARE HOSPITALITY INTL INC COM 753820109 1684 71900 SH SOLE 1500 0 70400 RAYOVAC CORP COM 755081106 2181 178800 SH SOLE 8800 0 170000 RAYTHEON CO COM NEW 755111507 22819 778799 SH SOLE 601600 0 177199 READERS DIGEST ASSN INC CL A NON VTG 755267101 237 15156 SH SOLE 6600 0 8556 REALNETWORKS INC COM 75605L104 1806 500200 SH SOLE 0 0 500200 REALTY INCOME CORP COM 756109104 1025 30000 SH SOLE 0 0 30000 RECKSON ASSOCS RLTY CORP COM 75621K106 1257 55200 SH SOLE 0 0 55200 RECOTON CORP COM 756268108 6 10400 SH SOLE 0 0 10400 RED HAT INC COM 756577102 2490 524200 SH SOLE 26500 0 497700 REDWOOD TR INC COM 758075402 284 10400 SH SOLE 10400 0 0 REGAL BELOIT CORP COM 758750103 311 18200 SH SOLE 7800 0 10400 REGENCY CTRS CORP COM 758849103 1600 51600 SH SOLE 0 0 51600 REGIONS FINL CORP COM 758940100 9128 279400 SH SOLE 213800 0 65600 REGIS CORP MINN COM 758932107 2654 93800 SH SOLE 3100 0 90700 RELIANCE STEEL & ALUMINUM CO COM 759509102 226 10350 SH SOLE 10350 0 0 RELIANT ENERGY INC COM 75952J108 2553 255000 SH SOLE 228700 0 26300 RENT A CTR INC NEW COM 76009N100 6702 129000 SH SOLE 29200 0 99800 RES-CARE INC COM 760943100 282 56800 SH SOLE 56800 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 2250 100254 SH SOLE 94600 0 5654 REYNOLDS R J TOB HLDGS INC COM 76182K105 8255 204748 SH SOLE 157700 0 47048 RFS HOTEL INVS INC COM 74955J108 670 61000 SH SOLE 38200 0 22800 RICHARDSON ELECTRS LTD COM 763165107 125 19000 SH SOLE 0 0 19000 RIGGS NATL CORP WASH DC COM 766570105 312 21800 SH SOLE 21800 0 0 RIGHT MGMT CONSULTANTS INC COM 766573109 1747 70900 SH SOLE 0 0 70900 RITE AID CORP COM 767754104 1530 728634 SH SOLE 616900 0 111734 ROBERT HALF INTL INC COM 770323103 1412 89000 SH SOLE 88200 0 800 ROCK-TENN CO CL A 772739207 726 47100 SH SOLE 35800 0 11300 ROCKWELL AUTOMATION INC COM 773903109 6118 376020 SH SOLE 293220 0 82800 ROCKWELL COLLINS INC COM 774341101 450 20500 SH SOLE 9600 0 10900 ROGERS COMMUNICATIONS INC CL B 775109200 180 45400 SH SOLE 45400 0 0 ROSS STORES INC COM 778296103 11102 311500 SH SOLE 275800 0 35700 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 3140 539600 SH SOLE 424000 0 115600 ROUSE CO COM 779273101 2479 77600 SH SOLE 1400 0 76200 ROXIO INC COM 780008108 60 19900 SH SOLE 19900 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 4259 204100 SH SOLE 204100 0 0 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 159 29200 SH SOLE 29200 0 0 RPM INC OHIO COM 749685103 5381 382700 SH SOLE 82500 0 300200 RUBY TUESDAY INC COM 781182100 4194 223300 SH SOLE 83200 0 140100 RUSSELL CORP COM 782352108 435 29000 SH SOLE 29000 0 0 RYANS FAMILY STEAK HOUSE INC COM 783519101 3164 260000 SH SOLE 50300 0 209700 RYDER SYS INC COM 783549108 6223 249600 SH SOLE 179100 0 70500 RYERSON TULL INC NEW COM 78375P107 104 16100 SH SOLE 16100 0 0 RYLAND GROUP INC COM 783764103 1167 31400 SH SOLE 23600 0 7800 S1 CORPORATION COM 78463B101 1879 350600 SH SOLE 0 0 350600 SABA SOFTWARE INC COM 784932105 222 105800 SH SOLE 0 0 105800 SAFECO CORP COM 786429100 1096 34500 SH SOLE 17100 0 17400 SAFEWAY INC COM NEW 786514208 13872 622072 SH SOLE 560726 0 61346 SAKS INC COM 79377W108 2737 259900 SH SOLE 229600 0 30300 SALTON INC COM 795757103 651 76500 SH SOLE 31700 0 44800 SANCHEZ COMPUTER ASSOCS INC COM 799702105 152 62200 SH SOLE 0 0 62200 SANDISK CORP COM 80004C101 1012 77200 SH SOLE 7300 0 69900 SANDY SPRING BANCORP INC COM 800363103 328 10650 SH SOLE 2100 0 8550 SANGSTAT MED CORP COM 801003104 2493 119500 SH SOLE 4300 0 115200 SARA LEE CORP COM 803111103 8196 448100 SH SOLE 406000 0 42100 SATCON TECHNOLOGY CORP COM 803893106 44 32800 SH SOLE 0 0 32800 SATYAM COMPUTER SERVICES LTD ADR 804098101 1148 129000 SH SOLE 129000 0 0 SBC COMMUNICATIONS INC COM 78387G103 77173 3839449 SH SOLE 3262421 0 577028 SBS TECHNOLOGIES INC COM 78387P103 101 14100 SH SOLE 14100 0 0 SCANA CORP NEW COM 80589M102 658 25300 SH SOLE 12000 0 13300 SCANSOFT INC COM 80603P107 585 177400 SH SOLE 25900 0 151500 SCHERING PLOUGH CORP COM 806605101 64776 3038284 SH SOLE 2478400 0 559884 SCHLUMBERGER LTD COM 806857108 15165 394300 SH SOLE 361300 0 33000 SCHULMAN A INC COM 808194104 409 23600 SH SOLE 16200 0 7400 SCIENTIFIC ATLANTA INC COM 808655104 324 25900 SH SOLE 7300 0 18600 SCIENTIFIC GAMES CORP CL A 80874P109 76 11400 SH SOLE 0 0 11400 SCM MICROSYSTEMS INC COM 784018103 65 16400 SH SOLE 16400 0 0 SCP POOL CORP COM 784028102 2216 80850 SH SOLE 1500 0 79350 SCUDDER GLOBAL HIGH INCOME F COM 81115E101 1194 206900 SH SOLE 206900 0 0 SEACHANGE INTL INC COM 811699107 789 114800 SH SOLE 0 0 114800 SEACOAST FINL SVCS CORP COM 81170Q106 506 25200 SH SOLE 0 0 25200 SEALED AIR CORP NEW COM 81211K100 11551 683900 SH SOLE 614600 0 69300 SEARS ROEBUCK & CO COM 812387108 37669 965878 SH SOLE 799564 0 166314 SEITEL INC COM NEW 816074306 86 114200 SH SOLE 0 0 114200 SEMITOOL INC COM 816909105 420 81500 SH SOLE 0 0 81500 SEMPRA ENERGY COM 816851109 5039 256457 SH SOLE 214098 0 42359 SENIOR HSG PPTYS TR SH BEN INT 81721M109 214 19100 SH SOLE 19100 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 2546 120500 SH SOLE 0 0 120500 SEQUA CORPORATION CL A 817320104 662 12700 SH SOLE 10000 0 2700 SERVICE CORP INTL COM 817565104 951 271800 SH SOLE 123200 0 148600 SHARPER IMAGE CORP COM 820013100 1233 64500 SH SOLE 0 0 64500 SHERWIN WILLIAMS CO COM 824348106 14047 593200 SH SOLE 476200 0 117000 SHOPKO STORES INC COM 824911101 3376 258500 SH SOLE 45700 0 212800 SHURGARD STORAGE CTRS INC COM 82567D104 930 29400 SH SOLE 0 0 29400 SIDERCA S A I C ADR REP CL A 825863103 1331 85600 SH SOLE 85600 0 0 SIEBEL SYS INC COM 826170102 1290 224300 SH SOLE 172300 0 52000 SIERRA HEALTH SVCS INC COM 826322109 2944 164100 SH SOLE 29200 0 134900 SIERRA PAC RES NEW COM 826428104 73 12000 SH SOLE 12000 0 0 SILGAN HOLDINGS INC COM 827048109 512 18000 SH SOLE 14500 0 3500 SILICON IMAGE INC COM 82705T102 88 21600 SH SOLE 0 0 21600 SILICON LABORATORIES INC COM 826919102 4729 258001 SH SOLE 15000 0 243001 SILICON VY BANCSHARES COM 827064106 3479 205500 SH SOLE 50300 0 155200 SILICONIX INC COM NEW 827079203 275 15500 SH SOLE 8600 0 6900 SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 828408104 119 188600 SH SOLE 188600 0 0 SIMON PPTY GROUP INC NEW COM 828806109 5813 162702 SH SOLE 0 0 162702 SINCLAIR BROADCAST GROUP INC CL A 829226109 2206 161000 SH SOLE 22700 0 138300 SIZELER PPTY INVS INC COM 830137105 109 10800 SH SOLE 0 0 10800 SK TELECOM LTD SPONSORED ADR 78440P108 5711 269000 SH SOLE 269000 0 0 SKECHERS U S A INC CL A 830566105 954 100000 SH SOLE 0 0 100000 SL GREEN RLTY CORP COM 78440X101 864 28100 SH SOLE 500 0 27600 SMITH A O COM 831865209 1158 40750 SH SOLE 26550 0 14200 SMITH INTL INC COM 832110100 428 14600 SH SOLE 5200 0 9400 SMITHFIELD FOODS INC COM 832248108 502 31984 SH SOLE 5100 0 26884 SNAP ON INC COM 833034101 388 16900 SH SOLE 4200 0 12700 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 258 13500 SH SOLE 13500 0 0 SOLA INTL INC COM 834092108 1469 146200 SH SOLE 6600 0 139600 SOMERA COMMUNICATION COM 834458101 547 266800 SH SOLE 9100 0 257700 SONIC AUTOMOTIVE INC CL A 83545G102 581 32800 SH SOLE 24500 0 8300 SONOCO PRODS CO COM 835495102 1827 85725 SH SOLE 25000 0 60725 SONOSITE INC COM 83568G104 567 49400 SH SOLE 0 0 49400 SOUTH FINL GROUP INC COM 837841105 2265 107400 SH SOLE 0 0 107400 SOUTHERN CO COM 842587107 8119 282100 SH SOLE 204200 0 77900 SOUTHERN PERU COPPER CORP COM 843611104 476 34700 SH SOLE 34700 0 0 SOUTHTRUST CORP COM 844730101 1892 78000 SH SOLE 23100 0 54900 SOUTHWEST BANCORPORATION TEX COM 84476R109 1671 45900 SH SOLE 1900 0 44000 SOVEREIGN BANCORP INC COM 845905108 6572 509496 SH SOLE 330896 0 178600 SOVRAN SELF STORAGE INC COM 84610H108 815 26800 SH SOLE 15400 0 11400 SPANISH BROADCASTING SYS INC CL A 846425882 2155 329000 SH SOLE 42900 0 286100 SPARTAN MTRS INC COM 846819100 127 11200 SH SOLE 4600 0 6600 SPHERION CORP COM 848420105 2353 333700 SH SOLE 97000 0 236700 SPINNAKER EXPL CO COM 84855W109 2049 71400 SH SOLE 5700 0 65700 SPORTS AUTH INC COM 849176102 1324 221700 SH SOLE 38300 0 183400 SPRINT CORP COM FON GROUP 852061100 31451 3448624 SH SOLE 2809700 0 638924 SPSS INC COM 78462K102 1219 105400 SH SOLE 6600 0 98800 SPX CORP COM 784635104 17143 169904 SH SOLE 148500 0 21404 ST JUDE MED INC COM 790849103 412 11532 SH SOLE 10800 0 732 STANDARD COML CORP COM 853258101 218 13000 SH SOLE 2200 0 10800 STANDARD PAC CORP NEW COM 85375C101 3180 136000 SH SOLE 14000 0 122000 STANDARD REGISTER CO COM 853887107 658 27400 SH SOLE 14800 0 12600 STANDEX INTL CORP COM 854231107 430 21200 SH SOLE 21200 0 0 STAPLES INC COM 855030102 11774 920580 SH SOLE 822100 0 98480 STARBUCKS CORP COM 855244109 15384 745354 SH SOLE 677800 0 67554 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 397 17800 SH SOLE 17800 0 0 STATEN IS BANCORP INC COM 857550107 2281 131100 SH SOLE 0 0 131100 STATION CASINOS INC COM 857689103 174 10200 SH SOLE 3400 0 6800 STEAK N SHAKE CO COM 857873103 155 14100 SH SOLE 5200 0 8900 STEEL DYNAMICS INC COM 858119100 2172 165900 SH SOLE 0 0 165900 STEEL TECHNOLOGIES INC COM 858147101 193 11400 SH SOLE 7000 0 4400 STEELCASE INC CL A 858155203 649 62000 SH SOLE 45700 0 16300 STEIN MART INC COM 858375108 663 113600 SH SOLE 0 0 113600 STEPAN CO COM 858586100 540 20100 SH SOLE 20100 0 0 STERICYCLE INC COM 858912108 5475 161400 SH SOLE 7600 0 153800 STERIS CORP COM 859152100 2135 85700 SH SOLE 3700 0 82000 STERLING BANCSHARES INC COM 858907108 1489 113900 SH SOLE 0 0 113900 STEWART ENTERPRISES INC CL A 860370105 934 183200 SH SOLE 39600 0 143600 STILWELL FINL INC COM 860831106 10906 903592 SH SOLE 736700 0 166892 STONE ENERGY CORP COM 861642106 2993 92100 SH SOLE 3500 0 88600 STONERIDGE INC COM 86183P102 173 10200 SH SOLE 0 0 10200 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 730 69421 SH SOLE 27400 0 42021 STUDENT LN CORP COM 863902102 2633 29100 SH SOLE 14900 0 14200 STURM RUGER & CO INC COM 864159108 183 15000 SH SOLE 0 0 15000 SUMMIT PPTYS INC COM 866239106 489 25200 SH SOLE 0 0 25200 SUN COMMUNITIES INC COM 866674104 595 16200 SH SOLE 0 0 16200 SUN MICROSYSTEMS INC COM 866810104 42 16100 SH SOLE 16100 0 0 SUNTRUST BKS INC COM 867914103 9972 162200 SH SOLE 123800 0 38400 SUPERIOR ENERGY SVCS INC COM 868157108 778 119700 SH SOLE 0 0 119700 SUPERIOR INDS INTL INC COM 868168105 5226 111000 SH SOLE 7300 0 103700 SUPERTEX INC COM 868532102 113 10900 SH SOLE 7400 0 3500 SUPERVALU INC COM 868536103 3461 214329 SH SOLE 152429 0 61900 SWS GROUP INC COM 78503N107 174 14200 SH SOLE 0 0 14200 SYKES ENTERPRISES INC COM 871237103 279 66300 SH SOLE 28800 0 37500 SYMANTEC CORP COM 871503108 27344 813084 SH SOLE 740700 0 72384 SYNTEL INC COM 87162H103 138 11700 SH SOLE 8500 0 3200 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4256 670170 SH SOLE 577770 0 92400 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4921 169700 SH SOLE 5600 0 164100 TALISMAN ENERGY INC COM 87425E103 1335 52800 SH SOLE 52800 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 218 7800 SH SOLE 0 0 7800 TARGET CORP COM 87612E106 4842 164030 SH SOLE 136200 0 27830 TAUBMAN CTRS INC COM 876664103 657 46200 SH SOLE 0 0 46200 TBC CORP COM 872180104 465 44800 SH SOLE 5200 0 39600 TECH DATA CORP COM 878237106 1307 49500 SH SOLE 23400 0 26100 TECHNITROL INC COM 878555101 1404 93900 SH SOLE 5500 0 88400 TECUMSEH PRODS CO CL B 878895101 530 13600 SH SOLE 13600 0 0 TECUMSEH PRODS CO CL A 878895200 579 13800 SH SOLE 13800 0 0 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 980 68600 SH SOLE 68600 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 959 52800 SH SOLE 0 0 52800 TELEFLEX INC COM 879369106 779 17100 SH SOLE 17100 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 6092 216400 SH SOLE 216400 0 0 TELETECH HOLDINGS INC COM 879939106 1748 279700 SH SOLE 18700 0 261000 TELIK INC COM 87959M109 1507 121700 SH SOLE 4800 0 116900 TELLABS INC COM 879664100 9700 2383283 SH SOLE 2048500 0 334783 TENET HEALTHCARE CORP COM 88033G100 1107 22362 SH SOLE 18400 0 3962 TERADYNE INC COM 880770102 967 100700 SH SOLE 86600 0 14100 TERAYON COMMUNICATION SYS COM 880775101 770 332100 SH SOLE 0 0 332100 TESORO PETE CORP COM 881609101 382 136300 SH SOLE 79700 0 56600 TEXAS INDS INC COM 882491103 490 20200 SH SOLE 15500 0 4700 TEXAS INSTRS INC COM 882508104 524 35472 SH SOLE 35472 0 0 TEXAS REGL BANCSHARES INC CL A VTG 882673106 1375 41050 SH SOLE 3150 0 37900 TEXTRON INC COM 883203101 10015 293700 SH SOLE 251100 0 42600 THERAGENICS CORP COM 883375107 65 14700 SH SOLE 0 0 14700 THOMAS & BETTS CORP COM 884315102 296 21000 SH SOLE 21000 0 0 THOR INDS INC COM 885160101 2426 69800 SH SOLE 7200 0 62600 THORATEC CORP COM NEW 885175307 1271 162100 SH SOLE 0 0 162100 THORNBURG MTG INC COM 885218107 413 22000 SH SOLE 0 0 22000 TIBCO SOFTWARE INC COM 88632Q103 221 59000 SH SOLE 59000 0 0 TICKETMASTER CL B 88633P203 340 22300 SH SOLE 22300 0 0 TIDEWATER INC COM 886423102 516 19100 SH SOLE 19100 0 0 TIFFANY & CO NEW COM 886547108 3999 186600 SH SOLE 171100 0 15500 TIMBERLAND CO CL A 887100105 1343 42400 SH SOLE 8100 0 34300 TIMKEN CO COM 887389104 1410 84200 SH SOLE 30100 0 54100 TITAN CORP COM 888266103 394 41000 SH SOLE 6100 0 34900 TIVO INC COM 888706108 364 101100 SH SOLE 0 0 101100 TOLL BROTHERS INC COM 889478103 3797 174650 SH SOLE 101300 0 73350 TOLLGRADE COMMUNICATIONS INC COM 889542106 354 45300 SH SOLE 0 0 45300 TOO INC COM 890333107 3168 136100 SH SOLE 3600 0 132500 TOPPS INC COM 890786106 2078 241100 SH SOLE 9000 0 232100 TORCHMARK CORP COM 891027104 7440 217152 SH SOLE 187800 0 29352 TOTAL SYS SVCS INC COM 891906109 197 15000 SH SOLE 8900 0 6100 TOWER AUTOMOTIVE INC COM 891707101 587 87600 SH SOLE 32000 0 55600 TOYS R US INC COM 892335100 2070 203301 SH SOLE 187534 0 15767 TRACTOR SUPPLY CO COM 892356106 3413 107400 SH SOLE 16000 0 91400 TRAMMELL CROW CO COM 89288R106 176 17900 SH SOLE 17900 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 150 47700 SH SOLE 39300 0 8400 TRANSACTION SYS ARCHITECTS CL A 893416107 81 13100 SH SOLE 0 0 13100 TRANSALTA CORP COM 89346D107 275 36800 SH SOLE 36800 0 0 TRANSCANADA PIPELINES LTD COM 893526103 571 63696 SH SOLE 63696 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 677 20900 SH SOLE 0 0 20900 TRANSMONTAIGNE INC COM 893934109 98 19700 SH SOLE 19700 0 0 TRANSOCEAN INC ORD G90078109 7444 357900 SH SOLE 283600 0 74300 TRC COS INC COM 872625108 1111 64800 SH SOLE 0 0 64800 TREDEGAR CORP COM 894650100 235 14000 SH SOLE 0 0 14000 TRIAD GTY INC COM 895925105 1845 53000 SH SOLE 2700 0 50300 TRIANGLE PHARMACEUTICALS INC COM 89589H104 262 97100 SH SOLE 0 0 97100 TRIBUNE CO NEW COM 896047107 3483 83300 SH SOLE 67700 0 15600 TRIDENT MICROSYSTEMS INC COM 895919108 61 19200 SH SOLE 12500 0 6700 TRIKON TECHNOLOGIES INC COM NEW 896187408 111 19600 SH SOLE 12600 0 7000 TRINITY INDS INC COM 896522109 645 39201 SH SOLE 13801 0 25400 TRIZETTO GROUP INC COM 896882107 516 103600 SH SOLE 0 0 103600 TRW INC COM 872649108 20686 353300 SH SOLE 291700 0 61600 TUESDAY MORNING CORP COM NEW 899035505 546 30000 SH SOLE 0 0 30000 TXU CORP COM 873168108 8987 215473 SH SOLE 168716 0 46757 TYCO INTL LTD NEW COM 902124106 7262 515045 SH SOLE 416800 0 98245 TYLER TECHNOLOGIES INC COM 902252105 84 19100 SH SOLE 19100 0 0 TYSON FOODS INC CL A 902494103 4519 388550 SH SOLE 209950 0 178600 U S INDS INC NEW COM 912080108 78 33120 SH SOLE 33120 0 0 U S RESTAURANT PPTYS INC COM 902971100 248 17400 SH SOLE 0 0 17400 UAL CORP COM PAR $0.01 902549500 320 149600 SH SOLE 47700 0 101900 UCBH HOLDINGS INC COM 90262T308 4200 106900 SH SOLE 4400 0 102500 UICI COM 902737105 1080 66400 SH SOLE 43300 0 23100 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 2958 524400 SH SOLE 524400 0 0 UMB FINL CORP COM 902788108 476 12189 SH SOLE 12189 0 0 UNIFI INC COM 904677101 381 60800 SH SOLE 26400 0 34400 UNION PAC CORP COM 907818108 3770 65140 SH SOLE 60240 0 4900 UNION PLANTERS CORP COM 908068109 4436 161550 SH SOLE 131650 0 29900 UNIONBANCAL CORP COM 908906100 9360 222800 SH SOLE 169500 0 53300 UNISOURCE ENERGY CORP COM 909205106 379 24840 SH SOLE 24840 0 0 UNIT CORP COM 909218109 2453 128100 SH SOLE 0 0 128100 UNITED AUTO GROUP INC COM 909440109 300 21400 SH SOLE 7700 0 13700 UNITED DOMINION REALTY TR IN COM 910197102 1508 94800 SH SOLE 0 0 94800 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 5376 1522927 SH SOLE 1522927 0 0 UNITED NAT FOODS INC COM 911163103 976 42400 SH SOLE 0 0 42400 UNITED ONLINE INC COM 911268100 3049 317900 SH SOLE 36300 0 281600 UNITED PARCEL SERVICE INC CL B 911312106 8655 138411 SH SOLE 124800 0 13611 UNITED RENTALS INC COM 911363109 397 47000 SH SOLE 0 0 47000 UNITED STATES STL CORP NEW COM 912909108 4767 410587 SH SOLE 264600 0 145987 UNITED STATIONERS INC COM 913004107 2922 111100 SH SOLE 30600 0 80500 UNITED SURGICAL PARTNERS INT COM 913016309 1943 87900 SH SOLE 2200 0 85700 UNITED TECHNOLOGIES CORP COM 913017109 24994 442457 SH SOLE 394900 0 47557 UNITEDHEALTH GROUP INC COM 91324P102 1953 22392 SH SOLE 18476 0 3916 UNIVERSAL CORP VA COM 913456109 3872 110400 SH SOLE 28900 0 81500 UNIVERSAL FST PRODS INC COM 913543104 213 11300 SH SOLE 0 0 11300 UNOVA INC COM 91529B106 429 87100 SH SOLE 18000 0 69100 UNUMPROVIDENT CORP COM 91529Y106 17085 839537 SH SOLE 663600 0 175937 URBAN OUTFITTERS INC COM 917047102 3031 124800 SH SOLE 14400 0 110400 URS CORP NEW COM 903236107 505 30500 SH SOLE 8900 0 21600 US BANCORP DEL COM NEW 902973304 3836 206458 SH SOLE 181358 0 25100 US UNWIRED INC COM 90338R104 141 201400 SH SOLE 5100 0 196300 USEC INC COM 90333E108 677 108100 SH SOLE 21700 0 86400 USFREIGHTWAYS CORP COM 916906100 433 15100 SH SOLE 7500 0 7600 UST INC COM 902911106 5221 185085 SH SOLE 163600 0 21485 V F CORP COM 918204108 4210 117000 SH SOLE 87500 0 29500 VALENCE TECHNOLOGY INC COM 918914102 10 13400 SH SOLE 0 0 13400 VALERO ENERGY CORP NEW COM 91913Y100 905 34200 SH SOLE 26300 0 7900 VALSPAR CORP COM 920355104 376 10081 SH SOLE 8500 0 1581 VALUE LINE INC COM 920437100 382 9800 SH SOLE 9800 0 0 VARIAN INC COM 922206107 566 20500 SH SOLE 2600 0 17900 VARIAN MED SYS INC COM 92220P105 378 8800 SH SOLE 8800 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 268 16300 SH SOLE 0 0 16300 VENTAS INC COM 92276F100 535 39900 SH SOLE 0 0 39900 VERISIGN INC COM 92343E102 989 195900 SH SOLE 195900 0 0 VERIZON COMMUNICATIONS COM 92343V104 97473 3552225 SH SOLE 2960048 0 592177 VESTA INS GROUP INC COM 925391104 71 28500 SH SOLE 0 0 28500 VIACOM INC CL A 925524100 20052 494498 SH SOLE 388600 0 105898 VIACOM INC CL B 925524308 23146 570800 SH SOLE 517700 0 53100 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 5631 1221472 SH SOLE 1221472 0 0 VINTAGE PETE INC COM 927460105 2235 206900 SH SOLE 16600 0 190300 VISHAY INTERTECHNOLOGY INC COM 928298108 988 112300 SH SOLE 112300 0 0 VISTEON CORP COM 92839U107 845 89272 SH SOLE 37600 0 51672 VISUAL NETWORKS INC COM 928444108 51 59300 SH SOLE 0 0 59300 VITALWORKS INC COM 928483106 2361 324800 SH SOLE 13400 0 311400 VIVUS INC COM 928551100 94 21800 SH SOLE 0 0 21800 VORNADO RLTY TR SH BEN INT 929042109 3527 89400 SH SOLE 0 0 89400 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 11886 850800 SH SOLE 850800 0 0 WABASH NATL CORP COM 929566107 96 17800 SH SOLE 11100 0 6700 WACHOVIA CORP 2ND NEW COM 929903102 33471 1023900 SH SOLE 815900 0 208000 WACKENHUT CORRECTIONS CORP COM 929798106 120 10600 SH SOLE 0 0 10600 WAL MART STORES INC COM 931142103 51823 1052457 SH SOLE 957504 0 94953 WALGREEN CO COM 931422109 22073 717600 SH SOLE 648500 0 69100 WALLACE COMPUTER SERVICES IN COM 932270101 1008 57100 SH SOLE 36300 0 20800 WALTER INDS INC COM 93317Q105 150 12200 SH SOLE 0 0 12200 WASHINGTON FED INC COM 938824109 785 35166 SH SOLE 13624 0 21542 WASHINGTON MUT INC COM 939322103 19244 611510 SH SOLE 493849 0 117661 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 883 34800 SH SOLE 0 0 34800 WASTE CONNECTIONS INC COM 941053100 1666 47900 SH SOLE 0 0 47900 WATCHGUARD TECHNOLOGIES INC COM 941105108 92 20900 SH SOLE 0 0 20900 WATERS CORP COM 941848103 293 12100 SH SOLE 12100 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1083 44200 SH SOLE 14000 0 30200 WATTS INDS INC CL A 942749102 331 20200 SH SOLE 20200 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 262 28500 SH SOLE 0 0 28500 WEATHERFORD INTERNATIONAL LT COM G95089101 810 21804 SH SOLE 8000 0 13804 WEBMD CORP COM 94769M105 269 53300 SH SOLE 53300 0 0 WEBMETHODS INC COM 94768C108 1279 264700 SH SOLE 0 0 264700 WEBSENSE INC COM 947684106 1283 110500 SH SOLE 0 0 110500 WEIGHT WATCHERS INTL INC NEW COM 948626106 403 9300 SH SOLE 4700 0 4600 WEINGARTEN RLTY INVS SH BEN INT 948741103 1713 46800 SH SOLE 0 0 46800 WELLPOINT HEALTH NETWORK NEW COM 94973H108 21842 297975 SH SOLE 262700 0 35275 WELLS FARGO & CO NEW COM 949746101 64457 1338400 SH SOLE 1156600 0 181800 WENDYS INTL INC COM 950590109 276 8321 SH SOLE 3000 0 5321 WESTAMERICA BANCORPORATION COM 957090103 2062 51200 SH SOLE 0 0 51200 WESTAR ENERGY INC COM 95709T100 584 58100 SH SOLE 14600 0 43500 WESTERN DIGITAL CORP COM 958102105 4230 900100 SH SOLE 105000 0 795100 WESTWOOD ONE INC COM 961815107 6260 175100 SH SOLE 145100 0 30000 WET SEAL INC CL A 961840105 977 97650 SH SOLE 0 0 97650 WFS FINL INC COM 92923B106 232 11200 SH SOLE 7500 0 3700 WHIRLPOOL CORP COM 963320106 3600 78500 SH SOLE 62200 0 16300 WILD OATS MARKETS INC COM 96808B107 252 27700 SH SOLE 0 0 27700 WILLIAMS CLAYTON ENERGY INC COM 969490101 216 25700 SH SOLE 22400 0 3300 WILLIAMS SONOMA INC COM 969904101 6002 254002 SH SOLE 217700 0 36302 WILSONS THE LEATHER EXPERTS COM 972463103 453 63600 SH SOLE 0 0 63600 WINNEBAGO INDS INC COM 974637100 3162 80000 SH SOLE 2700 0 77300 WINSTON HOTELS INC COM 97563A102 113 15600 SH SOLE 0 0 15600 WISCONSIN ENERGY CORP COM 976657106 1167 48014 SH SOLE 25800 0 22214 WOLVERINE TUBE INC COM 978093102 133 21700 SH SOLE 14300 0 7400 WORLD ACCEP CORP DEL COM 981419104 100 12600 SH SOLE 0 0 12600 WORTHINGTON INDS INC COM 981811102 901 48200 SH SOLE 14600 0 33600 WSFS FINL CORP COM 929328102 941 33600 SH SOLE 20500 0 13100 XCEL ENERGY INC COM 98389B100 147 15748 SH SOLE 0 0 15748 XEROX CORP COM 984121103 9819 1983600 SH SOLE 1614900 0 368700 XICOR INC COM 984903104 444 122900 SH SOLE 0 0 122900 XILINX INC COM 983919101 6286 396900 SH SOLE 351400 0 45500 YAHOO INC COM 984332106 15019 1569375 SH SOLE 1454100 0 115275 YANKEE CANDLE INC COM 984757104 2248 130900 SH SOLE 11100 0 119800 YELLOW CORP COM 985509108 280 9500 SH SOLE 1300 0 8200 YORK INTL CORP NEW COM 986670107 1545 54800 SH SOLE 21400 0 33400 YUM BRANDS INC COM 988498101 485 17504 SH SOLE 13400 0 4104 ZALE CORP NEW COM 988858106 401 13300 SH SOLE 4000 0 9300 ZEBRA TECHNOLOGIES CORP CL A 989207105 3182 60400 SH SOLE 10100 0 50300 ZOMAX INC MINN COM 989929104 1181 302700 SH SOLE 67400 0 235300 ZORAN CORP COM 98975F101 1317 119750 SH SOLE 0 0 119750
-----END PRIVACY-ENHANCED MESSAGE-----