Oppenheimer Asset Management Inc · 13F-HR · For 12/31/03

Filed On 2/17/04 11:14am ET   ·   SEC File 28-10748   ·   Accession Number 1085146-4-128

Quarterly Holdings or Combination Report by an Institutional Money Manager   ·   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Fahnestock - Opco Asset Mgmt                          21±   265K 

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 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C.  20549 

Form 13F

Form 13F COVER PAGE 

Report for the Calendar Year or Quarter Ended: December 31, 2003                

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:    Oppenheimer Asset Management Inc.                                      
Address: 200 Park Avenue                                                        
New York, NY  10166                                           

13F File Number:  28-                                                           

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:      Michael A. Tannucilli                                                
Title:     Administrative Director                                              
Phone:     (212)  668-5016                                                      

Signature, Place, and Date of Signing:                                          

/s/  Michael A. Tannucilli     NEW YORK, NY     February 14, 2004     

Report Type (Check only one.):                                                  

[ X]         13F HOLDINGS REPORT.                                               

[  ]         13F NOTICE.                                                        

[  ]         13F COMBINATION REPORT.                                            

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 FORM 13F SUMMARY PAGE

Report Summary:                                                                 

Number of Other Included Managers:         7                                    

Form13F Information Table Entry Total:     1026                                 

Form13F Information Table Value Total:     $3,180,523 (thousands)               

List of Other Included Managers:                                                

Provide a numbered list of the name(s) and Form 13F file number(s) of all       
institutional managers with respect to which this report is filed, other        
than the manager filing this report.                                            

No.  13F File Number               Name                                         

01   28-10451                      Alkeon Capital Management, LLC               
02   28-04639                      Ardsley Advisory Partners                    
03   28-06423                      CWH Associates                               
04   28-04847                      KBW Asset Management, Inc                    
05   28-06279                      Kilkenny Capital Management, LLC             
06   28-02406                      Mark Asset Management Corp                   
07   28-04503                      Ridgecrest Investment Management             

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                                                        [Enlarge/Download Table]
                                                                                                                                    
                                                     FORM 13F INFORMATION TABLE                                                     
                                                             VALUE  SHARES/ SH/ PUT/ INVSTMT  OTHER            VOTING AUTHORITY     
NAME OF ISSUER                 TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS         SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
1 800 FLOWERS COM              CL A             68243Q106      214    19320 SH       DEFINED                     0        0    19320
3M CO                          COM              88579Y101     9720   114316 SH       DEFINED                     0    60723    53593
99 CENTS ONLY STORES           COM              65440K106     1640    60203 SH       DEFINED                     0    58274     1929
A S V INC                      COM              001963107      330     8900 SH       DEFINED                     0        0     8900
ABBOTT LABS                    COM              002824100    16683   358000 SH       DEFINED                     0   199932   158068
ABERCROMBIE & FITCH CO         CL A             002896207      242     9795 SH       DEFINED                     0        0     9795
ABM INDS INC                   COM              000957100      482    27645 SH       DEFINED                     0    23135     4510
ABN AMRO HLDG NV               SPONSORED ADR    000937102     8965   381866 SH       DEFINED                     0   345902    35964
ACCREDITED HOME LENDRS HLDG    COM              00437P107      793    25940 SH       DEFINED                     0        0    25940
ACCREDO HEALTH INC             COM              00437V104     1691    53372 SH       DEFINED                     0        0    53372
ACE LTD                        ORD              G0070K103     5181   125093 SH       DEFINED                     0    81734    43359
ADAPTEC INC                    COM              00651F108      605    68377 SH       DEFINED                     0    65576     2801
ADOBE SYS INC                  COM              00724F101     3805    96885 SH       DEFINED                     0    82365    14520
ADVANCED AUTO PARTS INC        COM              00751Y106      763     9374 SH       DEFINED                     0      506     8868
ADVANCED MARKETING SVCS INC    COM              00753T105      153    13400 SH       DEFINED                     0        0    13400
ADVANCED NEUROMODULATION SYS   COM              00757T101      450     9752 SH       DEFINED                     0     2204     7548
ADVANCEPCS                     COM              00790K109      432     8178 SH       DEFINED                     0      486     7692
ADVENT SOFTWARE INC            COM              007974108     1568    89719 SH       DEFINED                     0    15609    74110
AEGON N V                      ORD AMER REG     007924103      864    58406 SH       DEFINED                     0    58406        0
AES CORP                       COM              00130H105     2942   311608 SH       DEFINED                     0   154112   157496
AETNA INC NEW                  COM              00817Y108      454     6716 SH       DEFINED                     0      413     6303
AFFILIATED COMPUTER SERVICES   CL A             008190100     3476    63825 SH       DEFINED                     0    23864    39961
AFFILIATED MANAGERS GROUP      COM              008252108     1407    20219 SH       DEFINED                     0    10510     9709
AFLAC INC                      COM              001055102    11157   308376 SH       DEFINED                     0   199219   109157
AGCO CORP                      COM              001084102      805    39977 SH       DEFINED                     0        0    39977
AGERE SYS INC                  CL A             00845V100      401   131591 SH       DEFINED                     0   113149    18442
AIR PRODS & CHEMS INC          COM              009158106     4647    87959 SH       DEFINED                     0    48498    39461
AKAMAI TECHNOLOGIES INC        COM              00971T101      293    27200 SH       DEFINED                     0    12815    14385
AKZO NOBEL NV                  SPONSORED ADR    010199305     5638   147592 SH       DEFINED                     0   112549    35043
ALBANY INTL CORP               CL A             012348108      351    10375 SH       DEFINED                     0     9245     1130
ALBANY MOLECULAR RESH INC      COM              012423109      401    26700 SH       DEFINED                     0        0    26700
ALBEMARLE CORP                 COM              012653101      405    13515 SH       DEFINED                     0    12135     1380
ALBERTO CULVER CO              CL B CONV        013068101      535     8487 SH       DEFINED                     0        0     8487
ALBERTSONS INC                 COM              013104104     2562   113129 SH       DEFINED                     0   102469    10660
ALCATEL                        SPONSORED ADR    013904305     9685   753697 SH       DEFINED                     0   648309   105388
ALCOA INC                      COM              013817101     3630    95518 SH       DEFINED                     0    63609    31909
ALCON INC                      COM SHS          H01301102      356     5872 SH       DEFINED                     0     2437     3435
ALLEGHANY CORP DEL             COM              017175100     5916    26589 SH       DEFINED                     0    21815     4774
ALLERGAN INC                   COM              018490102      629     8186 SH       DEFINED                     0     6304     1882
ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      307     9110 SH       DEFINED                     0      465     8645
ALLIANCE DATA SYSTEMS CORP     COM              018581108      202     7313 SH       DEFINED                     0     2743     4570
ALLIANCE GAMING CORP           COM NEW          01859P609      792    32133 SH       DEFINED                     0    29316     2817
ALLIED CAP CORP NEW            COM              01903Q108      286    10284 SH       DEFINED                     0       45    10239
ALLIED IRISH BKS P L C         SPON ADR ORD     019228402     2758    86892 SH       DEFINED                     0    83277     3615
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308      605    43612 SH       DEFINED                     0    34948     8664
ALLSTATE CORP                  COM              020002101    32816   762820 SH       DEFINED                     0   212341   550479
ALLTEL CORP                    COM              020039103    19363   415702 SH       DEFINED                     0    46567   369135
ALTERA CORP                    COM              021441100      369    16198 SH       DEFINED                     0     2702    13496
ALTRIA GROUP INC               COM              02209S103    21576   396475 SH       DEFINED                     0   274750   121725
AMAZON COM INC                 COM              023135106      604    11460 SH       DEFINED                     0     6785     4675
AMB PROPERTY CORP              COM              00163T109     1148    34900 SH       DEFINED                     0    34900        0
AMBAC FINL GROUP INC           COM              023139108      419     6032 SH       DEFINED                     0     1352     4680
AMCOR LTD                      ADR NEW          02341R302     2417    97468 SH       DEFINED                     0    74495    22973
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105     8592   314285 SH       DEFINED                     0   277730    36555
AMERICA WEST HLDG CORP         CL B             023657208      259    20890 SH       DEFINED                     0     9810    11080
AMERICAN EXPRESS CO            COM              025816109    15913   329954 SH       DEFINED                     0   246451    83503
AMERICAN FINL GROUP INC OHIO   COM              025932104      316    11950 SH       DEFINED                     0        0    11950
AMERICAN FINL RLTY TR          COM              02607P305      882    51720 SH       DEFINED                     0        0    51720
AMERICAN GREETINGS CORP        CL A             026375105     1078    49280 SH       DEFINED                     0     3870    45410
AMERICAN INTL GROUP INC        COM              026874107    33113   499591 SH       DEFINED                     0   288874   210717
AMERICAN MED SYS HLDGS INC     COM              02744M108     1255    57538 SH       DEFINED                     0    28568    28970
AMERICAN PWR CONVERSION CORP   COM              029066107      339    13851 SH       DEFINED                     0     3402    10449
AMERICAN TOWER CORP            CL A             029912201      732    67622 SH       DEFINED                     0    48782    18840
AMERICREDIT CORP               COM              03060R101     1848   115976 SH       DEFINED                     0        0   115976
AMERIGROUP CORP                COM              03073T102     1500    35159 SH       DEFINED                     0        0    35159
AMERISOURCEBERGEN CORP         COM              03073E105     1935    34463 SH       DEFINED                     0        0    34463
AMERISTAR CASINOS INC          COM              03070Q101      522    21337 SH       DEFINED                     0    21337        0
AMERITRADE HLDG CORP NEW       COM              03074K100      326    23113 SH       DEFINED                     0     6114    16999
AMETEK INC NEW                 COM              031100100     2242    46451 SH       DEFINED                     0    38566     7885
AMGEN INC                      COM              031162100    10724   173550 SH       DEFINED                     0   103594    69956
ANADARKO PETE CORP             COM              032511107      969    18985 SH       DEFINED                     0    10210     8775
ANALOG DEVICES INC             COM              032654105     1516    33229 SH       DEFINED                     0    25244     7985
ANDREW CORP                    COM              034425108      635    54826 SH       DEFINED                     0    31700    23126
ANDRX CORP DEL                 ANDRX GROUP      034553107      386    16023 SH       DEFINED                     0    15748      275
ANGELICA CORP                  COM              034663104     3251   147780 SH       DEFINED                     0   123557    24223
ANHEUSER BUSCH COS INC         COM              035229103     8497   161304 SH       DEFINED                     0   111074    50230
ANNALY MTG MGMT INC            COM              035710409      663    36040 SH       DEFINED                     0        0    36040
ANTEON INTL CORP               COM              03674E108      306     8476 SH       DEFINED                     0        0     8476
ANWORTH MORTGAGE ASSET CP      COM              037347101     1318    94645 SH       DEFINED                     0        0    94645
AON CORP                       COM              037389103    16958   708320 SH       DEFINED                     0   118373   589947
APACHE CORP                    COM              037411105     2490    30699 SH       DEFINED                     0    16495    14204
APARTMENT INVT & MGMT CO       CL A             03748R101      681    19751 SH       DEFINED                     0    12516     7235
APOGENT TECHNOLOGIES INC       COM              03760A101      732    31752 SH       DEFINED                     0    26982     4770
APOLLO GROUP INC               CL A             037604105     1425    21015 SH       DEFINED                     0    15914     5101
APPLE COMPUTER INC             COM              037833100      705    32998 SH       DEFINED                     0    26242     6756
APPLIED MATLS INC              COM              038222105    12564   559886 SH       DEFINED                     0   231372   328514
APRIA HEALTHCARE GROUP INC     COM              037933108     1868    65612 SH       DEFINED                     0        0    65612
APTARGROUP INC                 COM              038336103      782    20027 SH       DEFINED                     0    15527     4500
AQUANTIVE INC                  COM              03839G105      147    14225 SH       DEFINED                     0        0    14225
ARBITRON INC                   COM              03875Q108     2037    48817 SH       DEFINED                     0    43166     5651
ARCH COAL INC                  COM              039380100      441    14150 SH       DEFINED                     0        0    14150
ARCHER DANIELS MIDLAND CO      COM              039483102     3054   200669 SH       DEFINED                     0   175246    25423
ARCHSTONE SMITH TR             COM              039583109     1403    50149 SH       DEFINED                     0    47203     2946
ARDEN RLTY INC                 COM              039793104     1152    37975 SH       DEFINED                     0    26525    11450
ARGOSY GAMING CO               COM              040228108      467    17981 SH       DEFINED                     0    14826     3155
ARROW ELECTRS INC              COM              042735100      758    32756 SH       DEFINED                     0    28856     3900
ASK JEEVES INC                 COM              045174109      610    33611 SH       DEFINED                     0        0    33611
ASTRAZENECA PLC                SPONSORED ADR    046353108     1429    29541 SH       DEFINED                     0    25681     3860
AT&T WIRELESS SVCS INC         COM              00209A106      355    44472 SH       DEFINED                     0    27269    17203
ATI TECHNOLOGIES INC           COM              001941103      287    19061 SH       DEFINED                     0    19061        0
ATMEL CORP                     COM              049513104      194    32291 SH       DEFINED                     0        0    32291
AUTODESK INC                   COM              052769106     2355    96186 SH       DEFINED                     0    63261    32925
AUTOLIV INC                    COM              052800109      498    13205 SH       DEFINED                     0     5381     7824
AUTOMATIC DATA PROCESSING IN   COM              053015103     8885   224311 SH       DEFINED                     0   154659    69652
AVALONBAY CMNTYS INC           COM              053484101      853    17850 SH       DEFINED                     0    17850        0
AVAYA INC                      COM              053499109      353    27255 SH       DEFINED                     0    14110    13145
AVENTIS                        SPONSORED ADR    053561106     5186    78279 SH       DEFINED                     0    70636     7643
AVERY DENNISON CORP            COM              053611109     1834    32740 SH       DEFINED                     0    17863    14877
AVID TECHNOLOGY INC            COM              05367P100      416     8653 SH       DEFINED                     0     5432     3221
AVISTA CORP                    COM              05379B107      373    20600 SH       DEFINED                     0        0    20600
AVOCENT CORP                   COM              053893103      856    23438 SH       DEFINED                     0    22781      657
AVON PRODS INC                 COM              054303102     6483    96061 SH       DEFINED                     0    45527    50534
AXA                            SPONSORED ADR    054536107     3568   166190 SH       DEFINED                     0   155688    10502
B A S F  A G                   SPONSORED ADR    055262505      256     4601 SH       DEFINED                     0     3485     1116
BAKER HUGHES INC               COM              057224107      713    22184 SH       DEFINED                     0    13311     8873
BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K101    11257   812751 SH       DEFINED                     0   699063   113688
BANCO SANTANDER CENT HISPANO   ADR              05964H105     3722   309923 SH       DEFINED                     0   235796    74127
BANK MUTUAL CORP NEW           COM              063750103      123    10800 SH       DEFINED                     0        0    10800
BANK NEW YORK INC              COM              064057102    12172   367485 SH       DEFINED                     0   254033   113452
BANK OF AMERICA CORPORATION    COM              060505104    26066   324091 SH       DEFINED                     0    68677   255414
BANK ONE CORP                  COM              06423A103     4847   106299 SH       DEFINED                     0    93448    12851
BARCLAYS PLC                   ADR              06738E204      362     9965 SH       DEFINED                     0        0     9965
BARD C R INC                   COM              067383109      887    10919 SH       DEFINED                     0     6684     4235
BARR LABS INC                  COM              068306109     1042    13545 SH       DEFINED                     0     2495    11050
BAXTER INTL INC                COM              071813109     5480   179555 SH       DEFINED                     0    71833   107722
BAYER A G                      SPONSORED ADR    072730302     1923    65367 SH       DEFINED                     0    49977    15390
BEA SYS INC                    COM              073325102      385    31335 SH       DEFINED                     0     3600    27735
BEAR STEARNS COS INC           COM              073902108      297     3724 SH       DEFINED                     0      168     3556
BECKMAN COULTER INC            COM              075811109      786    15454 SH       DEFINED                     0     1534    13920
BECTON DICKINSON & CO          COM              075887109      274     6641 SH       DEFINED                     0     3051     3590
BED BATH & BEYOND INC          COM              075896100     5569   128510 SH       DEFINED                     0    91051    37459
BELLSOUTH CORP                 COM              079860102     3196   112929 SH       DEFINED                     0    97170    15759
BELO CORP                      COM SER A        080555105      320    11300 SH       DEFINED                     0        0    11300
BEMIS INC                      COM              081437105     4474    89495 SH       DEFINED                     0    83068     6427
BENCHMARK ELECTRS INC          COM              08160H101      961    27599 SH       DEFINED                     0    26660      939
BERKLEY W R CORP               COM              084423102      209     5957 SH       DEFINED                     0     1134     4823
BERKSHIRE HATHAWAY INC DEL     CL A             084670108      422        5 SH       DEFINED                     0        0        5
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     4358     1548 SH       DEFINED                     0     1327      221
BEST BUY INC                   COM              086516101      908    17379 SH       DEFINED                     0    10954     6425
BEVERLY ENTERPRISES INC        COM NEW          087851309     1101   128161 SH       DEFINED                     0    52411    75750
BG PLC                         ADR FIN INST N   055434203     2179    83667 SH       DEFINED                     0    64158    19509
BHP BILLITON LTD               SPONSORED ADR    088606108      337    18418 SH       DEFINED                     0    15036     3382
BIOMET INC                     COM              090613100     5187   142464 SH       DEFINED                     0    87253    55211
BISYS GROUP INC                COM              055472104      609    40947 SH       DEFINED                     0    34262     6685
BJS WHOLESALE CLUB INC         COM              05548J106      286    12476 SH       DEFINED                     0      712    11764
BLACK & DECKER CORP            COM              091797100     1101    22341 SH       DEFINED                     0    14748     7593
BLOCK H & R INC                COM              093671105      956    17265 SH       DEFINED                     0    16465      800
BMC SOFTWARE INC               COM              055921100     4639   248703 SH       DEFINED                     0   159393    89310
BOEING CO                      COM              097023105     2655    63013 SH       DEFINED                     0    38570    24443
BORG WARNER INC                COM              099724106      203     2385 SH       DEFINED                     0        0     2385
BOSTON PROPERTIES INC          COM              101121101      486    10092 SH       DEFINED                     0    10092        0
BOSTON SCIENTIFIC CORP         COM              101137107     1734    47152 SH       DEFINED                     0    26626    20526
BP PLC                         SPONSORED ADR    055622104    10544   213655 SH       DEFINED                     0   140138    73517
BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109     1691    44755 SH       DEFINED                     0    34985     9770
BRIGHT HORIZON FAMILY SOLUTI   COM              109195107      702    16710 SH       DEFINED                     0        0    16710
BRINKER INTL INC               COM              109641100     3011    90825 SH       DEFINED                     0    56555    34270
BRINKS CO                      COM              109696104      215     9501 SH       DEFINED                     0        0     9501
BRISTOL MYERS SQUIBB CO        COM              110122108     5634   196977 SH       DEFINED                     0   108806    88171
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107     3900   140950 SH       DEFINED                     0   110917    30033
BROCADE COMMUNICATIONS SYS I   COM              111621108     2129   368435 SH       DEFINED                     0    56765   311670
BROOKFIELD PPTYS CORP          COM              112900105      206     7190 SH       DEFINED                     0     7190        0
BROOKLINE BANCORP INC DEL      COM              11373M107      183    11905 SH       DEFINED                     0     7285     4620
BROWN & BROWN INC              COM              115236101     3531   108260 SH       DEFINED                     0    77820    30440
BT GROUP PLC                   ADR              05577E101      945    27612 SH       DEFINED                     0        0    27612
BURLINGTON NORTHN SANTA FE C   COM              12189T104      797    24650 SH       DEFINED                     0    11449    13201
BURLINGTON RES INC             COM              122014103     2794    50443 SH       DEFINED                     0    17297    33146
C D W CORP                     COM              12512N105      247     4267 SH       DEFINED                     0      687     3580
C H ROBINSON WORLDWIDE INC     COM              12541W100     5303   140750 SH       DEFINED                     0   131886     8864
CABOT CORP                     COM              127055101      446    14010 SH       DEFINED                     0        0    14010
CABOT MICROELECTRONICS CORP    COM              12709P103     1320    26945 SH       DEFINED                     0     9191    17754
CACI INTL INC                  CL A             127190304      413     8488 SH       DEFINED                     0     1046     7442
CADBURY SCHWEPPES PLC          ADR              127209302     6307   211008 SH       DEFINED                     0   183899    27109
CAL DIVE INTL INC              COM              127914109      391    16175 SH       DEFINED                     0    13605     2570
CALGON CARBON CORP             COM              129603106      374    60250 SH       DEFINED                     0        0    60250
CALPINE CORP                   COM              131347106      429    89188 SH       DEFINED                     0    85843     3345
CAMDEN PPTY TR                 SH BEN INT       133131102     1130    25515 SH       DEFINED                     0    15940     9575
CANADIAN PAC RY LTD            COM              13645T100      420    14920 SH       DEFINED                     0        0    14920
CANON INC                      ADR              138006309     7379   154872 SH       DEFINED                     0   132631    22241
CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      824    25690 SH       DEFINED                     0        0    25690
CAPITAL ONE FINL CORP          COM              14040H105     3211    52395 SH       DEFINED                     0    26222    26173
CARDINAL HEALTH INC            COM              14149Y108    14791   241837 SH       DEFINED                     0   126433   115404
CAREER EDUCATION CORP          COM              141665109     1290    32055 SH       DEFINED                     0     4218    27837
CAREMARK RX INC                COM              141705103     3891   153630 SH       DEFINED                     0    77261    76369
CARLISLE COS INC               COM              142339100      237     3896 SH       DEFINED                     0      696     3200
CARMAX INC                     COM              143130102      967    31245 SH       DEFINED                     0    12080    19165
CARNIVAL CORP                  PAIRED CTF       143658300     4949   124559 SH       DEFINED                     0    63948    60611
CASEYS GEN STORES INC          COM              147528103     1398    78751 SH       DEFINED                     0    38026    40725
CASUAL MALE RETAIL GRP INC     COM              148711104      116    16740 SH       DEFINED                     0        0    16740
CATALINA MARKETING CORP        COM              148867104     3119   154698 SH       DEFINED                     0   145990     8708
CATAPULT COMMUNICATIONS CORP   COM              149016107      322    22191 SH       DEFINED                     0    21589      602
CATERPILLAR INC DEL            COM              149123101     7655    92201 SH       DEFINED                     0    75969    16232
CBL & ASSOC PPTYS INC          COM              124830100      781    13837 SH       DEFINED                     0     2817    11020
CEC ENTMT INC                  COM              125137109      289     6095 SH       DEFINED                     0        0     6095
CELANESE AG                    ORD              D1497A101     3028    74411 SH       DEFINED                     0    68243     6168
CELGENE CORP                   COM              151020104      619    13750 SH       DEFINED                     0    10909     2841
CEMEX S A                      SPON ADR 5 ORD   151290889     7421   283223 SH       DEFINED                     0   227698    55525
CENDANT CORP                   COM              151313103     1227    55096 SH       DEFINED                     0    19261    35835
CENTEX CORP                    COM              152312104      642     5966 SH       DEFINED                     0     2202     3764
CENTRAL GARDEN & PET CO        COM              153527106     3435   122513 SH       DEFINED                     0   101616    20897
CENTURYTEL INC                 COM              156700106      203     6235 SH       DEFINED                     0        0     6235
CERES GROUP INC                COM              156772105      347    59350 SH       DEFINED                     0    59350        0
CERTEGY INC                    COM              156880106     6609   201506 SH       DEFINED                     0   183054    18452
CHARLES RIV LABS INTL INC      COM              159864107      589    17152 SH       DEFINED                     0     5350    11802
CHARMING SHOPPES INC           COM              161133103      649   118656 SH       DEFINED                     0        0   118656
CHARTER ONE FINL INC           COM              160903100     1052    30440 SH       DEFINED                     0    18409    12031
CHEESECAKE FACTORY INC         COM              163072101      431     9800 SH       DEFINED                     0        0     9800
CHELSEA PPTY GROUP INC         COM              163421100      542     9888 SH       DEFINED                     0      953     8935
CHESAPEAKE ENERGY CORP         COM              165167107      253    18642 SH       DEFINED                     0    11864     6778
CHEVRONTEXACO CORP             COM              166764100    10239   118525 SH       DEFINED                     0    52971    65554
CHICOS FAS INC                 COM              168615102      358     9691 SH       DEFINED                     0     5043     4648
CHILDRENS PL RETAIL STORES I   COM              168905107      310    11580 SH       DEFINED                     0     7575     4005
CHIPPAC INC                    CL A             169657103      640    84321 SH       DEFINED                     0    84321        0
CHIQUITA BRANDS INTL INC       COM              170032809      269    11918 SH       DEFINED                     0    11918        0
CHIRON CORP                    COM              170040109      564     9916 SH       DEFINED                     0     7962     1954
CHOICEPOINT INC                COM              170388102      574    15085 SH       DEFINED                     0        0    15085
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CHUBB CORP                     COM              171232101     4102    60237 SH       DEFINED                     0    33111    27126
CIBER INC                      COM              17163B102      288    33228 SH       DEFINED                     0    31860     1368
CIENA CORP                     COM              171779101      107    16098 SH       DEFINED                     0     3011    13087
CIGNA CORP                     COM              125509109     4667    81157 SH       DEFINED                     0    52227    28930
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CINTAS CORP                    COM              172908105     9618   191856 SH       DEFINED                     0   143489    48367
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CIT GROUP INC                  COM              125581108     3587    99791 SH       DEFINED                     0    86241    13550
CITIGROUP INC                  COM              172967101    50625  1042972 SH       DEFINED                     0   495716   547256
CITRIX SYS INC                 COM              177376100      242    11405 SH       DEFINED                     0        0    11405
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     2066    44116 SH       DEFINED                     0    17506    26610
CLOROX CO DEL                  COM              189054109     1204    24791 SH       DEFINED                     0    14523    10268
CNET NETWORKS INC              COM              12613R104      129    18654 SH       DEFINED                     0     5062    13592
COACH INC                      COM              189754104     1283    33971 SH       DEFINED                     0    22063    11908
COCA COLA CO                   COM              191216100     8839   174159 SH       DEFINED                     0   108830    65329
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COHERENT INC                   COM              192479103      511    21485 SH       DEFINED                     0        0    21485
COINSTAR INC                   COM              19259P300     4005   221151 SH       DEFINED                     0   184873    36278
COLGATE PALMOLIVE CO           COM              194162103     8614   172094 SH       DEFINED                     0   107784    64310
COLONIAL BANCGROUP INC         COM              195493309      815    47050 SH       DEFINED                     0        0    47050
COMCAST CORP NEW               CL A             20030N101     1250    38032 SH       DEFINED                     0    17154    20878
COMCAST CORP NEW               CL A SPL         20030N200     3595   114904 SH       DEFINED                     0    64055    50849
COMERICA INC                   COM              200340107     2105    37560 SH       DEFINED                     0    18890    18670
COMMERCE BANCORP INC NJ        COM              200519106     1590    30190 SH       DEFINED                     0        0    30190
COMMERCIAL FEDERAL CORPORATI   COM              201647104      232     8680 SH       DEFINED                     0        0     8680
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COMPASS BANCSHARES INC         COM              20449H109      325     8251 SH       DEFINED                     0        0     8251
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COMSTOCK RES INC               COM NEW          205768203      468    24228 SH       DEFINED                     0    24228        0
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CONAGRA FOODS INC              COM              205887102     3201   121307 SH       DEFINED                     0    45140    76167
CONMED CORP                    COM              207410101      246    10304 SH       DEFINED                     0    10028      276
CONOCOPHILLIPS                 COM              20825C104     9750   148694 SH       DEFINED                     0   107228    41466
CONSECO INC                    COM NEW          208464883     5325   244263 SH       DEFINED                     0   204245    40018
COOPER COS INC                 COM NEW          216648402      343     7275 SH       DEFINED                     0        0     7275
COOPER INDS LTD                CL A             G24182100      287     4950 SH       DEFINED                     0        0     4950
COOPER TIRE & RUBR CO          COM              216831107      245    11450 SH       DEFINED                     0        0    11450
COPART INC                     COM              217204106     5662   341945 SH       DEFINED                     0   209688   132257
CORINTHIAN COLLEGES INC        COM              218868107      533     9586 SH       DEFINED                     0        0     9586
CORNING INC                    COM              219350105      683    65436 SH       DEFINED                     0    45246    20190
CORPORATE EXECUTIVE BRD CO     COM              21988R102      419     8973 SH       DEFINED                     0     1020     7953
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CORRECTIONS CORP AMER NEW      COM NEW          22025Y407      201     6955 SH       DEFINED                     0        0     6955
CORUS BANKSHARES INC           COM              220873103      217     6990 SH       DEFINED                     0        0     6990
CORUS GROUP PLC                SPONSORED ADR    22087M101     1522   287136 SH       DEFINED                     0   189411    97725
COSTCO WHSL CORP NEW           COM              22160K105    11529   310083 SH       DEFINED                     0   212888    97195
COUNTRYWIDE FINANCIAL CORP     COM              222372104     2052    27055 SH       DEFINED                     0     4956    22099
COVANCE INC                    COM              222816100      738    27560 SH       DEFINED                     0    13145    14415
COVENTRY HEALTH CARE INC       COM              222862104      566     8779 SH       DEFINED                     0      911     7868
COX COMMUNICATIONS INC NEW     CL A             224044107      929    26963 SH       DEFINED                     0    17258     9705
CREDIT SUISSE GROUP            SPONSORED ADR    225401108     2262    62246 SH       DEFINED                     0    59806     2440
CRH PLC                        ADR              12626K203      293    14522 SH       DEFINED                     0    14522        0
CROSS CTRY HEALTHCARE INC      COM              227483104      234    15600 SH       DEFINED                     0        0    15600
CROWN CASTLE INTL CORP         COM              228227104      642    58196 SH       DEFINED                     0    45846    12350
CROWN HOLDINGS INC             COM              228368106      361    39887 SH       DEFINED                     0     3328    36559
CSX CORP                       COM              126408103     2503    69655 SH       DEFINED                     0    34980    34675
CUMULUS MEDIA INC              CL A             231082108      394    17922 SH       DEFINED                     0    17862       60
CVS CORP                       COM              126650100     9549   264361 SH       DEFINED                     0   191190    73171
CYTEC INDS INC                 COM              232820100      310     8095 SH       DEFINED                     0     3995     4100
D & K HEALTHCARE RES INC       COM              232861104      183    13500 SH       DEFINED                     0    10115     3385
D R HORTON INC                 COM              23331A109     2847    65809 SH       DEFINED                     0     8766    57043
DAIMLERCHRYSLER AG             ORD              D1668R123    10239   221539 SH       DEFINED                     0   184295    37244
DANAHER CORP DEL               COM              235851102     3354    36548 SH       DEFINED                     0    20857    15691
DARDEN RESTAURANTS INC         COM              237194105      718    34133 SH       DEFINED                     0    26948     7185
DEAN FOODS CO NEW              COM              242370104     1440    43808 SH       DEFINED                     0    15724    28084
DEERE & CO                     COM              244199105      768    11809 SH       DEFINED                     0     5968     5841
DEL MONTE FOODS CO             COM              24522P103      217    20830 SH       DEFINED                     0        0    20830
DELL INC                       COM              24702R101    17369   511295 SH       DEFINED                     0   313936   197359
DELPHI CORP                    COM              247126105     1257   123069 SH       DEFINED                     0   109190    13879
DELPHI FINL GROUP INC          CL A             247131105      473    13158 SH       DEFINED                     0    11733     1425
DELUXE CORP                    COM              248019101     2242    54246 SH       DEFINED                     0    45906     8340
DENTSPLY INTL INC NEW          COM              249030107      494    10967 SH       DEFINED                     0     8263     2704
DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105    10672   588639 SH       DEFINED                     0   502990    85649
DEVELOPERS DIVERSIFIED RLTY    COM              251591103      714    21276 SH       DEFINED                     0     3486    17790
DEVON ENERGY CORP NEW          COM              25179M103     6063   105884 SH       DEFINED                     0    90276    15608
DIAGEO P L C                   SPON ADR NEW     25243Q205     7297   138045 SH       DEFINED                     0   128496     9549
DIAGNOSTIC PRODS CORP          COM              252450101     4297    93588 SH       DEFINED                     0    88357     5231
DIAL CORP NEW                  COM              25247D101     3829   134486 SH       DEFINED                     0   126835     7651
DIGENE CORP                    COM              253752109      224     5567 SH       DEFINED                     0     3731     1836
DISNEY WALT CO                 COM DISNEY       254687106    24273  1040401 SH       DEFINED                     0   188510   851891
DJ ORTHOPEDICS INC             COM              23325G104      343    12785 SH       DEFINED                     0        0    12785
DOBSON COMMUNICATIONS CORP     CL A             256069105      139    21200 SH       DEFINED                     0    14045     7155
DOLLAR TREE STORES INC         COM              256747106     2177    72576 SH       DEFINED                     0     4006    68570
DOMINION RES INC VA NEW        COM              25746U109     1696    26570 SH       DEFINED                     0    17690     8880
DONALDSON INC                  COM              257651109     2588    43739 SH       DEFINED                     0    40123     3616
DONNELLEY R R & SONS CO        COM              257867101      217     7190 SH       DEFINED                     0        0     7190
DORAL FINL CORP                COM              25811P100      797    24695 SH       DEFINED                     0     2133    22562
DOVER CORP                     COM              260003108     1745    43887 SH       DEFINED                     0     2022    41865
DOW CHEM CO                    COM              260543103     5437   130791 SH       DEFINED                     0    58212    72579
DOW JONES & CO INC             COM              260561105     2093    41975 SH       DEFINED                     0    23000    18975
DRIL-QUIP INC                  COM              262037104      177    10866 SH       DEFINED                     0    10575      291
DU PONT E I DE NEMOURS & CO    COM              263534109     4366    95159 SH       DEFINED                     0     6694    88465
DUKE ENERGY CORP               COM              264399106     9077   443878 SH       DEFINED                     0    93080   350798
DUKE REALTY CORP               COM NEW          264411505      621    20018 SH       DEFINED                     0     3113    16905
DUPONT PHOTOMASKS INC          COM              26613X101      252    10400 SH       DEFINED                     0        0    10400
DYNEGY INC NEW                 CL A             26816Q101      382    89312 SH       DEFINED                     0    89312        0
E M C CORP MASS                COM              268648102    16362  1266352 SH       DEFINED                     0   573194   693158
E ON AG                        SPONSORED ADR    268780103    12499   190994 SH       DEFINED                     0   160148    30846
E TRADE FINANCIAL CORP         COM              269246104      142    11263 SH       DEFINED                     0        0    11263
EATON CORP                     COM              278058102      615     5700 SH       DEFINED                     0        0     5700
EATON VANCE CORP               COM NON VTG      278265103     4206   114782 SH       DEFINED                     0   108287     6495
EBAY INC                       COM              278642103     3672    56856 SH       DEFINED                     0    36040    20816
ECOLAB INC                     COM              278865100     1115    40762 SH       DEFINED                     0    16524    24238
EDUCATION MGMT CORP            COM              28139T101      594    19124 SH       DEFINED                     0     1226    17898
EDWARDS LIFESCIENCES CORP      COM              28176E108      207     6878 SH       DEFINED                     0        0     6878
EL PASO CORP                   COM              28336L109     2676   326800 SH       DEFINED                     0   311860    14940
ELECTRONIC ARTS INC            COM              285512109     4489    93948 SH       DEFINED                     0    72082    21866
ELECTRONIC DATA SYS NEW        COM              285661104    14679   598174 SH       DEFINED                     0   149766   448408
ELIZABETH ARDEN INC            COM              28660G106      379    19039 SH       DEFINED                     0    19039        0
ELKCORP                        COM              287456107      254     9505 SH       DEFINED                     0        0     9505
EMERSON ELEC CO                COM              291011104    22113   341509 SH       DEFINED                     0    83308   258201
EMMIS COMMUNICATIONS CORP      CL A             291525103     1037    38301 SH       DEFINED                     0    37682      619
EMULEX CORP                    COM NEW          292475209     2554    95719 SH       DEFINED                     0    61907    33812
ENCANA CORP                    COM              292505104      412    10444 SH       DEFINED                     0    10214      230
ENCYSIVE PHARMACEUTICALS INC   COM              29256X107       90    10000 SH       DEFINED                     0        0    10000
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ENGELHARD CORP                 COM              292845104     1145    38227 SH       DEFINED                     0    19142    19085
ENGINEERED SUPPORT SYS INC     COM              292866100      211     3824 SH       DEFINED                     0        0     3824
ENI S P A                      SPONSORED ADR    26874R108     4650    48962 SH       DEFINED                     0    45306     3656
ENPRO INDS INC                 COM              29355X107      328    23504 SH       DEFINED                     0    23504        0
ENTERGY CORP NEW               COM              29364G103     1405    24596 SH       DEFINED                     0    15217     9379
ENTRAVISION COMMUNICATIONS C   CL A             29382R107      350    31541 SH       DEFINED                     0    30696      845
EOG RES INC                    COM              26875P101     1555    33693 SH       DEFINED                     0    33643       50
EPICOR SOFTWARE CORP           COM              29426L108      362    28375 SH       DEFINED                     0        0    28375
EQUIFAX INC                    COM              294429105     2709   110557 SH       DEFINED                     0   102252     8305
EQUITY OFFICE PROPERTIES TRU   COM              294741103      983    34301 SH       DEFINED                     0    10842    23459
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ERESEARCHTECHNOLOGY INC        COM              29481V108      390    15361 SH       DEFINED                     0     6144     9217
ESPEED INC                     CL A             296643109      366    15600 SH       DEFINED                     0    11576     4024
EVEREST RE GROUP LTD           COM              G3223R108      226     2665 SH       DEFINED                     0      470     2195
EXELON CORP                    COM              30161N101     1388    20914 SH       DEFINED                     0    15102     5812
EXPEDITORS INTL WASH INC       COM              302130109      268     7117 SH       DEFINED                     0        0     7117
EXPRESS SCRIPTS INC            COM              302182100     2383    35875 SH       DEFINED                     0      186    35689
EXXON MOBIL CORP               COM              30231G102    35665   869866 SH       DEFINED                     0   271020   598846
FACTSET RESH SYS INC           COM              303075105      314     8225 SH       DEFINED                     0     7808      417
FAIR ISAAC CORP                COM              303250104     5437   110602 SH       DEFINED                     0    83695    26907
FAIRCHILD SEMICONDUCTOR INTL   COM              303726103      879    35168 SH       DEFINED                     0    15280    19888
FAIRFAX FINL HLDGS LTD         SUB VTG          303901102     3250    18625 SH       DEFINED                     0    15755     2870
FAIRMONT HOTELS RESORTS INC    COM              305204109      512    18855 SH       DEFINED                     0    18855        0
FARO TECHNOLOGIES INC          COM              311642102      244     9745 SH       DEFINED                     0        0     9745
FEDERAL HOME LN MTG CORP       COM              313400301     3236    55478 SH       DEFINED                     0    16150    39328
FEDERAL NATL MTG ASSN          COM              313586109     8363   111428 SH       DEFINED                     0    50856    60572
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FEDEX CORP                     COM              31428X106     1198    17755 SH       DEFINED                     0    14285     3470
FIDELITY NATL FINL INC         COM              316326107     2060    53123 SH       DEFINED                     0        0    53123
FIFTH THIRD BANCORP            COM              316773100     1532    25936 SH       DEFINED                     0    20280     5656
FINANCIAL FED CORP             COM              317492106      676    22099 SH       DEFINED                     0    21491      608
FINISH LINE INC                CL A             317923100      270     9005 SH       DEFINED                     0        0     9005
FIRST DATA CORP                COM              319963104    13635   331826 SH       DEFINED                     0    94158   237668
FIRST HEALTH GROUP CORP        COM              320960107     4295   220018 SH       DEFINED                     0   136605    83413
FIRSTENERGY CORP               COM              337932107     2726    77454 SH       DEFINED                     0    51174    26280
FISERV INC                     COM              337738108     5867   148413 SH       DEFINED                     0    79142    69271
FISHER COMMUNICATIONS INC      COM              337756209     4160    82362 SH       DEFINED                     0    68727    13635
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      607    14660 SH       DEFINED                     0    10049     4611
FLEETBOSTON FINL CORP          COM              339030108    10207   233823 SH       DEFINED                     0   112685   121138
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FORD MTR CO DEL                COM PAR $0.01    345370860     4916   307244 SH       DEFINED                     0   235510    71734
FOREST LABS INC                COM              345838106     1845    29863 SH       DEFINED                     0    15978    13885
FORTUNE BRANDS INC             COM              349631101     1500    20998 SH       DEFINED                     0     7308    13690
FORWARD AIR CORP               COM              349853101      357    12969 SH       DEFINED                     0    11239     1730
FOUNDRY NETWORKS INC           COM              35063R100      235     8609 SH       DEFINED                     0      966     7643
FOX ENTMT GROUP INC            CL A             35138T107      262     8993 SH       DEFINED                     0     1070     7923
FPL GROUP INC                  COM              302571104      747    11419 SH       DEFINED                     0     7502     3917
FRANCE TELECOM                 SPONSORED ADR    35177Q105      202     7064 SH       DEFINED                     0     6724      340
FRANKLIN ELEC INC              COM              353514102     2168    35859 SH       DEFINED                     0    28709     7150
FRANKLIN RES INC               COM              354613101      421     8080 SH       DEFINED                     0     6925     1155
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857     1460    34663 SH       DEFINED                     0    14443    20220
FRIEDMAN BILLINGS RAMSEY GRO   CL A             358434108     1005    43530 SH       DEFINED                     0        0    43530
FTI CONSULTING INC             COM              302941109      417    17850 SH       DEFINED                     0        0    17850
G & K SVCS INC                 CL A             361268105      730    19825 SH       DEFINED                     0    17850     1975
GABELLI ASSET MGMT INC         CL A             36239Y102      709    17811 SH       DEFINED                     0    14724     3087
GALLAGHER ARTHUR J & CO        COM              363576109      684    21066 SH       DEFINED                     0        0    21066
GANNETT INC                    COM              364730101     8225    92245 SH       DEFINED                     0    63537    28708
GAP INC DEL                    COM              364760108      319    13728 SH       DEFINED                     0        0    13728
GARMIN LTD                     ORD              G37260109      320     5890 SH       DEFINED                     0     3810     2080
GARTNER INC                    CL B             366651206     1879   172698 SH       DEFINED                     0   155093    17605
GEN-PROBE INC NEW              COM              36866T103      418    11425 SH       DEFINED                     0     2553     8872
GENENTECH INC                  COM NEW          368710406     3117    33311 SH       DEFINED                     0    24252     9059
GENERAL DYNAMICS CORP          COM              369550108    25535   282497 SH       DEFINED                     0    62077   220420
GENERAL ELEC CO                COM              369604103    34334  1108212 SH       DEFINED                     0   655839   452373
GENERAL GROWTH PPTYS INC       COM              370021107      309    11134 SH       DEFINED                     0     9729     1405
GENERAL MLS INC                COM              370334104     1423    31412 SH       DEFINED                     0    19504    11908
GENERAL MTRS CORP              COM              370442105    17385   325566 SH       DEFINED                     0    43931   281635
GENTEX CORP                    COM              371901109     2740    62079 SH       DEFINED                     0    39041    23038
GENUINE PARTS CO               COM              372460105      549    16544 SH       DEFINED                     0     7513     9031
GENZYME CORP                   COM GENL DIV     372917104     1483    30045 SH       DEFINED                     0    19955    10090
GEORGIA PAC CORP               COM              373298108     7695   250898 SH       DEFINED                     0   143547   107351
GETTY IMAGES INC               COM              374276103     1688    33671 SH       DEFINED                     0    18685    14986
GEVITY HR INC                  COM              374393106      271    12260 SH       DEFINED                     0        0    12260
GILEAD SCIENCES INC            COM              375558103      793    13639 SH       DEFINED                     0     1927    11712
GILLETTE CO                    COM              375766102     1193    32471 SH       DEFINED                     0     5505    26966
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105    17178   368461 SH       DEFINED                     0   293858    74603
GLOBAL IMAGING SYSTEMS         COM              37934A100     1025    32450 SH       DEFINED                     0    11328    21122
GLOBAL INDS LTD                COM              379336100      267    52400 SH       DEFINED                     0        0    52400
GLOBALSANTAFE CORP             SHS              G3930E101      464    18700 SH       DEFINED                     0        0    18700
GOLDEN WEST FINL CORP DEL      COM              381317106     4908    47562 SH       DEFINED                     0    43904     3658
GOLDMAN SACHS GROUP INC        COM              38141G104     7398    74923 SH       DEFINED                     0    39781    35142
GOODRICH CORP                  COM              382388106      601    20250 SH       DEFINED                     0        0    20250
GOODYEAR TIRE & RUBR CO        COM              382550101      852   108330 SH       DEFINED                     0    94650    13680
GRAFTECH INTL LTD              COM              384313102     3658   270936 SH       DEFINED                     0   240451    30485
GRANT PRIDECO INC              COM              38821G101      205    15742 SH       DEFINED                     0        0    15742
GREAT LAKES CHEM CORP          COM              390568103     1309    48144 SH       DEFINED                     0    46714     1430
GREY WOLF INC                  COM              397888108      551   147447 SH       DEFINED                     0   147447        0
GROUP 1 AUTOMOTIVE INC         COM              398905109     1683    46510 SH       DEFINED                     0        0    46510
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206      754    18925 SH       DEFINED                     0    17875     1050
GUIDANT CORP                   COM              401698105     5955    98918 SH       DEFINED                     0    63640    35278
HALLIBURTON CO                 COM              406216101      413    15878 SH       DEFINED                     0     2177    13701
HANCOCK JOHN FINL SVCS INC     COM              41014S106      375    10000 SH       DEFINED                     0        0    10000
HANOVER COMPRESSOR CO          COM              410768105      370    33200 SH       DEFINED                     0    32635      565
HARLAND JOHN H CO              COM              412693103      450    16485 SH       DEFINED                     0        0    16485
HARLEY DAVIDSON INC            COM              412822108     7437   156455 SH       DEFINED                     0   102267    54188
HARMAN INTL INDS INC           COM              413086109     1154    15607 SH       DEFINED                     0    10763     4844
HARSCO CORP                    COM              415864107      626    14275 SH       DEFINED                     0        0    14275
HARTFORD FINL SVCS GROUP INC   COM              416515104      337     5696 SH       DEFINED                     0     3536     2160
HCA INC                        COM              404119109     7849   182705 SH       DEFINED                     0   121500    61205
HCC INS HLDGS INC              COM              404132102      253     7967 SH       DEFINED                     0      343     7624
HDFC BANK LTD                  ADR REPS 3 SHS   40415F101      392    12834 SH       DEFINED                     0    12834        0
HEALTH CARE PPTY INVS INC      COM              421915109      354     6961 SH       DEFINED                     0      466     6495
HEALTH MGMT ASSOC INC NEW      CL A             421933102      842    35070 SH       DEFINED                     0     1485    33585
HEALTHCARE RLTY TR             COM              421946104      783    21915 SH       DEFINED                     0     1389    20526
HEINZ H J CO                   COM              423074103      206     5661 SH       DEFINED                     0        0     5661
HENRY JACK & ASSOC INC         COM              426281101     5223   253072 SH       DEFINED                     0   235965    17107
HERSHEY FOODS CORP             COM              427866108     4229    54940 SH       DEFINED                     0    46605     8335
HEWLETT PACKARD CO             COM              428236103     9763   425026 SH       DEFINED                     0   254857   170169
HILB ROGAL & HAMILTON CO       COM              431294107      919    28660 SH       DEFINED                     0        0    28660
HILFIGER TOMMY CORP            ORD              G8915Z102      260    17530 SH       DEFINED                     0        0    17530
HILTON HOTELS CORP             COM              432848109     1139    66500 SH       DEFINED                     0    33455    33045
HITACHI LIMITED                ADR 10 COM       433578507    12278   204383 SH       DEFINED                     0   165103    39280
HOME DEPOT INC                 COM              437076102    10163   286331 SH       DEFINED                     0   102049   184282
HOME PROPERTIES INC            COM              437306103      549    13618 SH       DEFINED                     0     1148    12470
HONDA MOTOR LTD                AMERN SHS        438128308      278    12352 SH       DEFINED                     0     1173    11179
HONEYWELL INTL INC             COM              438516106     6209   185731 SH       DEFINED                     0    79596   106135
HOST MARRIOTT CORP NEW         COM              44107P104      783    63566 SH       DEFINED                     0    63566        0
HOVNANIAN ENTERPRISES INC      CL A             442487203      500     5740 SH       DEFINED                     0     3775     1965
HSBC HLDGS PLC                 SPON ADR NEW     404280406    11164   141647 SH       DEFINED                     0   137151     4496
HUDSON UNITED BANCORP          COM              444165104      650    17600 SH       DEFINED                     0        0    17600
HUMANA INC                     COM              444859102      364    15915 SH       DEFINED                     0     2825    13090
HUNT J B TRANS SVCS INC        COM              445658107      311    11487 SH       DEFINED                     0     1537     9950
HYDRIL                         COM              448774109      276    11497 SH       DEFINED                     0    11186      311
ICT GROUP INC                  COM              44929Y101      246    20939 SH       DEFINED                     0    20351      588
ICU MED INC                    COM              44930G107      996    29076 SH       DEFINED                     0        0    29076
IDACORP INC                    COM              451107106      221     7400 SH       DEFINED                     0        0     7400
IDEX CORP                      COM              45167R104     2968    71349 SH       DEFINED                     0    58473    12876
IHOP CORP                      COM              449623107     4292   111544 SH       DEFINED                     0    96155    15389
ILLINOIS TOOL WKS INC          COM              452308109     2247    26784 SH       DEFINED                     0    15403    11381
IMATION CORP                   COM              45245A107      593    16885 SH       DEFINED                     0    14885     2000
IMC GLOBAL INC                 COM              449669100      609    61300 SH       DEFINED                     0        0    61300
IMPERIAL CHEM INDS PLC         ADR NEW          452704505     3861   269657 SH       DEFINED                     0   201484    68173
IMPERIAL OIL LTD               COM NEW          453038408      389     8762 SH       DEFINED                     0     8002      760
IMS HEALTH INC                 COM              449934108     6759   271877 SH       DEFINED                     0   254302    17575
INAMED CORP                    COM              453235103      873    18164 SH       DEFINED                     0    12542     5622
ING GROUP N V                  SPONSORED ADR    456837103    15490   661671 SH       DEFINED                     0   541947   119724
INGERSOLL-RAND COMPANY LTD     CL A             G4776G101     3598    53006 SH       DEFINED                     0    21233    31773
INGLES MKTS INC                CL A             457030104      160    15745 SH       DEFINED                     0        0    15745
INTEGRATED CIRCUIT SYS INC     COM              45811K208      232     8135 SH       DEFINED                     0        0     8135
INTEL CORP                     COM              458140100    31895   995135 SH       DEFINED                     0   417088   578047
INTERACTIVECORP                COM              45840Q101     1055    31085 SH       DEFINED                     0    21132     9953
INTERCONTINENTAL HOTELS GP P   SPONSORED ADR    458573102     2029   212077 SH       DEFINED                     0   163676    48401
INTERFACE INC                  CL A             458665106      237    42500 SH       DEFINED                     0        0    42500
INTERNATIONAL BUSINESS MACHS   COM              459200101    19698   212537 SH       DEFINED                     0   137592    74945
INTERNATIONAL GAME TECHNOLOG   COM              459902102     1719    48146 SH       DEFINED                     0    30298    17848
INTERNATIONAL RECTIFIER CORP   COM              460254105      274     5555 SH       DEFINED                     0      955     4600
INTERNET SEC SYS INC           COM              46060X107      480    25390 SH       DEFINED                     0     1945    23445
INTERPUBLIC GROUP COS INC      COM              460690100      223    14320 SH       DEFINED                     0        0    14320
INTERSIL CORP                  CL A             46069S109     3993   161213 SH       DEFINED                     0    20268   140945
INTERSTATE BAKERIES CORP DEL   COM              46072H108      285    20050 SH       DEFINED                     0        0    20050
INTL PAPER CO                  COM              460146103     5025   116581 SH       DEFINED                     0    54058    62523
INTRAWEST CORPORATION          COM NEW          460915200     3625   196034 SH       DEFINED                     0   162663    33371
INTUIT                         COM              461202103     1400    26461 SH       DEFINED                     0    18014     8447
INVERESK RESH GROUP INC        COM              461238107      701    28405 SH       DEFINED                     0        0    28405
INVESTORS FINL SERVICES CORP   COM              461915100     1825    47654 SH       DEFINED                     0    16888    30766
INVITROGEN CORP                COM              46185R100     1337    19118 SH       DEFINED                     0     3764    15354
ISHARES TR                     RUSSELL1000GRW   464287614      887    18965 SH       DEFINED                     0     4000    14965
ISHARES TR                     S&P SMLCP VALU   464287879      354     3520 SH       DEFINED                     0        0     3520
ISTAR FINL INC                 COM              45031U101     1142    29349 SH       DEFINED                     0      999    28350
IVAX CORP                      COM              465823102      380    15908 SH       DEFINED                     0    14708     1200
J P MORGAN CHASE & CO          COM              46625H100    14487   394413 SH       DEFINED                     0   274493   119920
JACOBS ENGR GROUP INC DEL      COM              469814107      461     9593 SH       DEFINED                     0     1094     8499
JANUS CAP GROUP INC            COM              47102X105     1355    82525 SH       DEFINED                     0      595    81930
JDS UNIPHASE CORP              COM              46612J101       89    24385 SH       DEFINED                     0        0    24385
JEFFERIES GROUP INC NEW        COM              472319102     1400    42385 SH       DEFINED                     0    39207     3178
JOHNSON & JOHNSON              COM              478160104    22102   427827 SH       DEFINED                     0   228771   199056
JOHNSON CTLS INC               COM              478366107      258     2215 SH       DEFINED                     0      350     1865
JOY GLOBAL INC                 COM              481165108      644    24750 SH       DEFINED                     0        0    24750
JUNIPER NETWORKS INC           COM              48203R104     5749   307717 SH       DEFINED                     0    51102   256615
K-SWISS INC                    CL A             482686102      390    16200 SH       DEFINED                     0        0    16200
K2 INC                         COM              482732104      186    12250 SH       DEFINED                     0        0    12250
KANSAS CITY SOUTHERN           COM NEW          485170302      747    52159 SH       DEFINED                     0    32159    20000
KB HOME                        COM              48666K109      224     3085 SH       DEFINED                     0        0     3085
KEANE INC                      COM              486665102      555    37925 SH       DEFINED                     0    36889     1036
KELLOGG CO                     COM              487836108     1191    31292 SH       DEFINED                     0    21254    10038
KENSEY NASH CORP               COM              490057106      212     9128 SH       DEFINED                     0     9128        0
KERR MCGEE CORP                COM              492386107     1017    21872 SH       DEFINED                     0    15126     6746
KEY ENERGY SVCS INC            COM              492914106      642    62300 SH       DEFINED                     0        0    62300
KEYCORP NEW                    COM              493267108    20735   707209 SH       DEFINED                     0    80387   626822
KEYSPAN CORP                   COM              49337W100      558    15170 SH       DEFINED                     0     3880    11290
KIMBERLY CLARK CORP            COM              494368103     6110   103395 SH       DEFINED                     0    44675    58720
KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   494550106      344     6988 SH       DEFINED                     0        0     6988
KINDER MORGAN INC KANS         COM              49455P101      398     6733 SH       DEFINED                     0       73     6660
KING PHARMACEUTICALS INC       COM              495582108     3198   209563 SH       DEFINED                     0   197688    11875
KIRIN BREWERY LTD              SPONSORED ADR    497350306     4480   521500 SH       DEFINED                     0   501000    20500
KLA-TENCOR CORP                COM              482480100      332     5655 SH       DEFINED                     0     1156     4499
KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106      269    21500 SH       DEFINED                     0        0    21500
KOHLS CORP                     COM              500255104     3062    68137 SH       DEFINED                     0    37364    30773
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303     4699   605605 SH       DEFINED                     0   487945   117660
KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    500472303     1230    42287 SH       DEFINED                     0     6898    35389
KOPIN CORP                     COM              500600101      290    43119 SH       DEFINED                     0    32714    10405
KOREA ELECTRIC PWR             SPONSORED ADR    500631106     4039   388743 SH       DEFINED                     0   279800   108943
KRAFT FOODS INC                CL A             50075N104     1644    51007 SH       DEFINED                     0    20437    30570
KRISPY KREME DOUGHNUTS INC     COM              501014104      790    21579 SH       DEFINED                     0     5714    15865
KROGER CO                      COM              501044101    24469  1321857 SH       DEFINED                     0   286386  1035471
KROLL INC                      COM              501049100      890    34091 SH       DEFINED                     0    31727     2364
KT CORP                        SPONSORED ADR    48268K101     6317   331297 SH       DEFINED                     0   285453    45844
KVH INDS INC                   COM              482738101      200     7244 SH       DEFINED                     0     4715     2529
KYOCERA CORP                   ADR              501556203      336     5019 SH       DEFINED                     0     4869      150
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     1348    26260 SH       DEFINED                     0     2830    23430
LA QUINTA CORP                 PAIRED CTF       50419U202      277    43208 SH       DEFINED                     0        0    43208
LABORATORY CORP AMER HLDGS     COM NEW          50540R409      510    13804 SH       DEFINED                     0     1349    12455
LAFARGE COPPEE S A             SPON ADR NEW     505861401     6614   295660 SH       DEFINED                     0   266350    29310
LAFARGE NORTH AMERICA INC      COM              505862102      389     9605 SH       DEFINED                     0        0     9605
LAM RESEARCH CORP              COM              512807108      335    10406 SH       DEFINED                     0     2744     7662
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