13F-HR
1
g82872ce13fvhr.txt
INVESCO INSTITUTIONAL (N.A.), INC.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2003
Check here if Amendment [ x ]; Amendment Number:
This Amendment (check only one.): [ ] is a restatement.
[ X ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: INVESCO Institutional (N.A.), Inc.
Address: 1360 Peachtree St., N.E.
Atlanta, Georgia 30309
13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Chrisopher Crossan
Title: Senior Compliance Officer
Phone: 404-439-3470
Signature, Place and Date of Signing:
s/s Atlanta, Georgia 05/13/03
----------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ x ] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 1,740
Form 13F Information Table Value Total: 27,445,153
List of Other Included Managers:
No. 13F File Number Name
13F Filing Report ICM,IRA,INVESCO NE Page 1
As of Date: 03/31/03
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
----------- ------------ --------- ----- ------- ------- ------ ----- ---- ------- ------ ------
ADC TELECOMMUNICATIONS INC COM 886101 164 79445 78345 0 0 0 7200 0 71145
ABN AMRO HOLDING NV ADR SPONSORED AD 937102 14941 1019881 1000307 0 0 0 932348 0 67959
AFLAC INC COM 1055102 3609 112596 111896 0 0 0 66120 0 45776
AGCO CORP COM 1084102 525 32623 32223 0 0 0 32223 0 0
AGL RESOURCES INC COM 1204106 5418 229300 199400 0 500 0 154100 0 11900
AES CORPORATION COM 00130H105 175 48249 48249 0 0 0 0 0 48249
AMB PROPERTY CORP COM 00163T109 42948 1520283 1516256 0 0 0 1354662 0 164894
AMLI RESIDENTIAL PROPERTIES SH BEN INT 1735109 6959 330600 330600 0 0 0 330600 0 0
AMR CORP/DEL COM 1765106 18 8600 8600 0 0 0 8600 0 0
AOL TIME WARNER COM 00184A105 33691 3102334 2471968 500770 14190 0 1799521 14190 924517
AT&T CORP COM NEW 1957505 12142 749509 655010 0 0 0 504864 0 107986
ATMI INC COM 00207R101 256 13300 13300 0 0 0 13300 0 0
AT&T WIRELESS SVCS INC COM 00209A106 15910 2410650 2271550 0 0 0 1795088 0 376562
AAIPHARMA INC COM 00252W104 2628 304850 251300 0 900 0 201550 0 21250
ABBOTT LABORATORIES COM 2824100 47964 1275309 1220885 2600 3025 0 914901 0 236984
ABERCROMBIE & FITCH CO CL A CL A 2896207 454 15117 15117 0 0 0 15117 0 0
ACADIA REALTY TRUST COM SH BEN I 4239109 1169 145800 145800 0 0 0 145800 0 0
ACCREDO HEALTH INC COM 00437V104 3357 137942 99412 38530 0 0 85932 0 46630
ACTEL CORP COM 4934105 1494 87600 72200 0 300 0 57600 0 6500
ACUITY BRANDS INC COM 00508Y102 169 12600 12600 0 0 0 12600 0 0
ACXIOM CORP COM 5125109 3250 193100 191000 0 0 0 161700 0 29300
ADAPTEC INC COM 00651F108 0 0 0 0 0 0 0 0 0
ADOBE SYSTEMS INC COM 00724F101 1011 32805 32805 0 0 0 12300 0 20505
ADOLOR CORPORATION COM 00724X102 2084 210300 174200 0 600 0 139800 0 15300
ADTRAN INC COM 00738A106 8080 225000 198700 0 500 0 163600 0 10600
ADVANCE AUTO PARTS COM 00751Y106 384 8300 8300 0 0 0 8300 0 0
ADVANCED DIGITAL INFO CORP COM 7525108 728 105600 87800 0 300 0 69700 0 7400
ADVANCED FIBRE COMMUNICATION COM 00754A105 1420 93800 93800 0 0 0 93800 0 0
ADVANCED NEUROMODULATION SYS COM 00757T101 5285 123200 102200 0 400 0 82800 0 8400
ADVISORY BOARD CO/ THE COM 00762W107 4068 116400 97100 0 300 0 77600 0 8000
ADVANCED MEDICAL OPTICS COM 00763M108 0 5 4 0 0 0 1 0 4
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
----------- ------------ --------- ----- ------- ------ ------ ----- ---- ------ ------ -------
AEROFLEX INC COM 7768104 290 51260 51260 0 0 0 51260 0 0
ADVANCED MICRO DEVICES COM 7903107 600 97075 95975 0 0 0 65500 0 30475
AEGON NV AMER REG SHR ORD AMER REG 7924103 5 692 692 0 0 0 0 0 692
ADVANCED ENERGY INDUSTRIES COM 7973100 0 0 0 0 0 0 0 0 0
AETHER SYSTEMS INC COM 00808V105 18 5800 5800 0 0 0 1900 0 3900
AETNA US HEALTHCARE INC -NEW COM 00817Y108 23058 467704 463629 0 2100 0 373806 0 92748
AFFILIATED COMPUTER SVCS CL A CL A 8190100 5956 134570 85780 48790 0 0 79200 0 48790
AFFILIATED MANAGERS GROUP COM 8252108 3182 76540 55870 16570 0 0 53670 0 16570
AFFYMETRIX INC COM 00826T108 853 32800 29200 0 100 0 26300 0 1100
AGERE SYSTEMS INC CL A CL A 00845V100 1959 1224459 2259 0 0 0 0 0 2259
AGERE SYSTEMS INC CL B CL B 00845V209 83 55468 55468 0 0 0 12 0 55456
AGILENT TECHNOLOGIES INC COM 00846U101 587 44660 44660 0 0 0 3252 0 41408
AIR PRODUCTS & CHEMICALS INC COM 9158106 198367 4788012 4153797 379235 16440 0 2924030 35990 1638962
AIRGAS INC COM 9363102 3832 207000 176400 0 500 0 139300 0 12300
AIRTRAN HOLDINGS INC COM 00949P108 3423 508600 432100 0 1300 0 339900 0 33900
AKAMAI TECHNOLOGIES COM 00971T101 1 600 600 0 0 0 600 0 0
ALARIS MEDICAL INC COM 11637105 1640 158600 134400 0 400 0 106300 0 10100
ALASKA AIR GROUP INC COM 11659109 1657 105800 91500 0 200 0 76900 0 5400
ALBANY MOLECULAR RESEARCH COM 12423109 4786 321000 271500 0 900 0 214700 0 20100
ALBEMARLE CORP COM 12653101 3633 149200 131200 0 300 0 109300 0 7100
ALBERTO CULVER CO CL B CL B CONV 13068101 253 5141 5141 0 0 0 0 0 5141
ALBERTSON'S INC COM 13104104 1669 88552 88052 0 0 0 54412 0 33640
ALCAN INC COM 13716105 399 14300 14300 0 0 0 14100 0 200
ALCOA INC COM 13817101 32406 1672138 1655428 0 6560 0 1255857 0 412596
ALEXANDRIA REAL EST EQUITIES COM 15271109 15099 359082 358368 0 0 0 329338 0 29630
ALLEGHENY ENERGY INC COM 17361106 101 16299 15799 0 0 0 4676 0 11123
ALLEGHENY TECHNOLOGIES INC COM 01741R102 52 17936 17636 0 300 0 8100 0 9836
ALLERGAN INC COM 18490102 780 11440 11440 0 0 0 0 0 11440
ALLIANCE GAMING CORP COM NEW 01859P609 375 25000 25000 0 0 0 25000 0 0
ALLIANCE RESOURCE PARTERNS UT LTD PART 01877R108 9 400 400 0 0 0 400 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
----------- ------------ --------- ------ -------- ------- ------ ----- ---- ------- ------ -------
ALLIANT TECHSYSTEMS INC COM 18804104 1445 26763 26763 0 0 0 5613 0 21150
ALLIED CAPITAL CORP COM 01903Q108 572 28640 28640 0 0 0 0 0 28640
ALLIED IRISH BANKS ADR SPON ADR ORD 19228402 1 41 41 0 0 0 41 0 0
ALLIED WASTE INDUSTRIES INC COM PAR$.01N 19589308 245 30648 30248 0 0 0 12800 0 17448
ALLOS THERAPEUTICS INC COM 19777101 3940 984961 963461 0 400 0 81500 0 870461
ALLSTATE CORP COM 20002101 40638 1225151 1176851 0 0 0 1005100 0 103951
ALLTEL CORP COM 20039103 41385 924600 881400 0 0 0 776875 0 53525
ALTERA CORPORATION COM 21441100 127332 9404172 8251567 693740 33010 0 5802434 70930 3139783
ALTIRIS INC COM 02148M100 738 59100 48700 0 200 0 38600 0 4600
ALTRIA GROUP INC COM 02209S103 72068 2405459 2336011 0 7320 0 1804441 0 424400
AMAZON.COM INC COM 23135106 51292 1970500 1877300 0 0 0 1739900 0 98000
AMBAC FINANCIAL GROUP INC COM 23139108 36154 715636 705105 0 4395 0 568156 0 145424
AMCOR LIMITED ADR ADR NEW 02341R302 137 6900 6900 0 0 0 1800 0 5100
AMERADA HESS CORP COM 23551104 10419 235398 226398 0 0 0 201101 0 22697
AMERCO INC COM 23586100 321 79500 67200 0 200 0 53600 0 4100
AMEREN CORPORATION COM 23608102 649 16619 15319 1300 0 0 2500 0 14119
AMCORE FINANCIAL INC COM 23912108 2014 92500 79100 0 200 0 62200 0 5200
AMERICAN CAPITAL STRATEGIES COM 24937104 34 1535 1535 0 0 0 1535 0 0
AMERICAN ELECTRIC POWER COM 25537101 9759 427078 422763 0 0 0 293560 0 119118
AMERICAN EXPRESS COMPANY COM 25816109 31469 947011 911011 0 0 0 685797 0 137614
AMERICAN FINANCIAL GROUP INC COM 25932104 111 5600 5300 0 0 0 5300 0 0
AMERICAN GREETINGS CORP CL A CL A 26375105 125 9521 9021 0 0 0 3200 0 5821
AMERICAN INTERNATIONAL GROUP COM 26874107 370382 7490028 6764544 385802 33736 0 4766699 52749 2306324
AMERICAN ITALIAN PASTA CO CL A CL A 27070101 571 13210 13210 0 0 0 13210 0 0
AMERICAN LAND LEASE INC COM 27118108 414 27800 23400 0 100 0 18900 0 1200
AMERICAN MANAGEMENT SYSTEMS COM 27352103 561 46400 39300 0 200 0 30400 0 5300
AMERICAN MEDICAL SYS HLDGS COM 02744M108 2221 153700 126500 0 500 0 101800 0 10400
AMERICAN MED SECURITY GROUP COM 02744P101 2022 152700 129600 0 400 0 102400 0 9200
AMERICAN POWER CONVERSION COM 29066107 852 59849 59249 0 0 0 41800 0 17449
AMERICAN STANDARD COMPANIES COM 29712106 449 6527 6527 0 0 0 69 0 6458
AMERUS GROUP CO COM 03072M108 74 3000 3000 0 0 0 3000 0 0
AMERISOURCEBERGEN CORP COM 3.07E+108 1373 26161 26161 0 0 0 44 0 26117
AMGEN INC COM 31162100 108198 1880061 1792700 440 0 0 1495264 0 202676
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
----------- ------------ --------- ------ ------- ------- ------ ----- ---- ------- ------ ------
AMPHENOL CORP CL A CL A 32095101 1 25 25 0 0 0 25 0 0
AMSOUTH BANCORPORATION COM 32165102 1015 51034 49834 0 0 0 18300 0 31534
ANADARKO PETROLEUM CORP COM 32511107 4228 92915 74405 18510 0 0 30611 0 59804
ANALOG DEVICES COM 32654105 12820 466198 445198 0 0 0 368476 0 66922
ANAREN INC COM 32744104 0 0 0 0 0 0 0 0 0
ANDREW CORP COM 34425108 64 11580 11180 0 0 0 2500 0 8680
ANGELICA CORP COM 34663104 2684 157400 133800 0 400 0 105400 0 9900
ANHEUSER-BUSCH COS INC COM 35229103 79425 1704033 1626733 0 0 0 1401293 0 135840
ANIXTER INTERNATIONAL INC COM 35290105 3294 145300 120200 0 400 0 96200 0 10500
ANNTAYLOR STORES CORP COM 36115103 1784 86900 78200 0 100 0 65300 0 3000
ANSYS INC COM 03662Q105 2187 91300 78500 0 200 0 60900 0 6200
ANTHEM INC COM 03674B104 4378 66077 62777 0 0 0 35300 0 19777
ANTEON INTERNATIONAL CORP COM 3.67E+111 0 0 0 0 0 0 0 0 0
ANTHRACITE CAPITAL INC COM 37023108 17 1500 1500 0 0 0 1500 0 0
ANWORTH MORTGAGE ASSET CORP COM 37347101 286 21900 21900 0 0 0 15700 0 0
AON CORP COM 37389103 29516 1427258 1415612 0 4765 0 1160210 0 265172
APACHE CORP COM 37411105 12090 195829 175170 12814 0 0 139908 0 31654
APARTMENT INVT & MGMT CO CL A CL A 03748R101 53024 1453503 1448900 0 0 0 1336587 0 114513
APEX MORTGAGE CAPITAL INC COM 37564101 1132 188400 158800 0 500 0 127000 0 9600
APOLLO GROUP INC CL A CL A 37604105 38657 774698 718268 23130 0 0 648190 0 70508
UNIV OF PHOENIX ONLINE COM UNV PHOE 37604204 188 4400 4400 0 0 0 4400 0 0
APOGENT TECHNOLIGIES INC COM 03760A101 2 140 140 0 0 0 140 0 0
APPLE COMPUTER INC COM 37833100 40239 2845792 2817063 0 9976 0 2282729 0 557360
APPLEBEE'S INTL INC COM 37899101 48 1700 1700 0 0 0 300 0 1400
APPLERA CORP-APPLIED BIOSYSTEM COM AP BIO G 38020103 6555 414062 392262 0 0 0 333800 0 39462
APPLICA INCORPORATED COM 03815A106 671 137300 118200 0 300 0 93500 0 6500
APPLIED INDUSTRIAL TECH INC COM 03820C105 1415 84700 73200 0 300 0 56300 0 5800
APPLIED MATERIALS INC COM 38222105 13653 1085260 1041670 4920 0 0 768511 0 226079
APPLIED MICRO CIRCUITS CORP COM 03822W109 1575 483236 50676 432560 0 0 162170 1320 319746
ARCH CHEMICALS INC COM 03937R102 2885 154300 131200 0 400 0 103000 0 9300
ARCHER-DANIELS-MIDLAND CO COM 39483102 31860 2949982 2809282 0 0 0 2500900 0 188682
ARCHSTONE-SMITH TRUST COM 39583109 39014 1776574 1771168 0 0 0 1593885 0 180883
ARDEN REALTY INC COM 39793104 21068 928930 928930 0 0 0 925730 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
----------- ------------ --------- ----- ------ ------ ------ ----- ---- ------ ------ -----
ARENA PHARMACEUTICALS INC COM 40047102 343 52100 43000 0 200 0 34500 0 3800
ARKANSAS BEST CORP COM 40790107 280 11000 11000 0 0 0 11000 0 0
ARMOR HOLDINGS INC COM 42260109 207 20700 20700 0 0 0 0 0 20700
ARQULE INC COM 4.27E+110 376 156200 132700 0 400 0 106200 0 7300
ARRIS GROUP INC COM 04269Q100 7 1800 1800 0 0 0 1800 0 0
ARROW ELECTRONICS INC COM 42735100 932 63400 62400 0 0 0 62400 0 0
ARTISAN COMPONENTS INC COM 42923102 4414 273100 225800 0 800 0 181100 0 19500
ARTESYN TECHNOLOGIES INC COM 43127109 605 195100 161300 0 600 0 129100 0 14200
ASBURY AUTOMOTIVE GROUP COM 43436104 14 1700 1700 0 0 0 1700 0 0
ASCENTIAL SOFTWARE CORP COM 04362P108 1 262 262 0 0 0 27 0 235
ASHLAND INC COM 44204105 181 6103 6103 0 0 0 0 0 6103
ASIAINFO HOLDINGS INC COM 04518A104 0 0 0 0 0 0 0 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 191 61900 61900 0 0 0 41700 0 4000
ASSOCIATED BANC CORP COM 45487105 2628 81300 80500 0 0 0 80500 0 0
ASSOCIATED ESTATES REALTY CORP COM 45604105 722 131200 114100 0 300 0 93000 0 5600
ASTORIA FINANCIAL CORP COM 46265104 151 6500 5700 0 0 0 5700 0 0
ASTRAZENECA PLC ADR SPONSORED AD 46353108 361 10523 10523 0 0 0 10523 0 0
@ROAD INC COM 04648K105 452 66800 55200 0 200 0 45400 0 3700
ATHEROGENICS INC COM 47439104 1327 141800 117100 0 400 0 93900 0 10100
ATLANTIC COAST AIRLINES HLDG COM 48396105 2513 404600 344800 0 1000 0 270900 0 23800
ATRIX LABS INC COM 04962L101 0 0 0 0 0 0 0 0 0
AUDIOVOX CORP CL A CL A 50757103 1535 208300 175500 0 600 0 139000 0 13400
AUST & NZ BNKG GRP ADR SPONSORED AD 52528304 217 4020 4020 0 0 0 0 0 4020
AUTODESK INC COM 52769106 154 10108 10108 0 0 0 0 0 10108
AUTOLIV INC COM 52800109 871 43600 43600 0 0 0 43600 0 0
AUTOMATIC DATA PROCESSING COM 53015103 16767 544565 529092 0 1790 0 385877 0 102995
AUTONATION INC COM 05329W102 804 63021 62021 0 0 0 36300 0 25721
AUTOZONE INC COM 53332102 84774 1233801 1173431 10770 0 0 1073010 0 82591
AVALONBAY COMMUNITIES INC COM 53484101 2127 57651 57251 0 0 0 57251 0 0
AVAYA INC COM 53499109 67 33077 33077 0 0 0 4 0 33073
AVERY DENNISON CORP COM 53611109 16728 285121 269221 0 0 0 229100 0 31621
AVIALL INC COM 05366B102 1142 147500 121600 0 400 0 98000 0 9500
AVICI SYSTEMS INC COM NEW 05367L802 25 7052 7052 0 0 0 0 0 7052
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
----------- ------------ --------- ----- ------- ------ ------ ----- ---- ------- ------ -----
AVID TECHNOLOGY INC COM 05367P100 6384 287700 245500 0 700 0 197000 0 17400
AVNET INC COM 53807103 216 20600 19900 0 0 0 19900 0 0
AVOCENT CORPORATION COM 53893103 308 13200 13200 0 0 0 13200 0 0
AVON PRODUCTS INC COM 54303102 1294 22685 22485 0 0 0 1600 0 20885
AXA ADR SPONSORED AD 54536107 27 2329 2329 0 0 0 2329 0 0
AZTAR CORP COM 54802103 6386 475500 403000 0 0 0 323700 0 18000
BB&T CORPORATION COM 54937107 1512 48092 48092 0 0 0 6300 0 41792
BASF AG ADR SPONSORED AD 55262505 34482 922971 907695 0 0 0 859555 0 48140
THE BISYS GROUP INC COM 55472104 261 16000 16000 0 0 0 16000 0 0
BJ SERVICES CO COM 55482103 5468 158998 106398 52600 0 0 85306 0 66602
BJS WHOLESALE CLUB INC COM 05548J106 1 81 81 0 0 0 81 0 0
BP PLC ADR SPONSORED AD 55622104 48153 1247821 1226943 0 0 0 1160817 0 66126
BRE PROPERTIES CL A CL A 5.56E+109 13072 443876 442381 0 0 0 392489 0 48992
BT GROUP PLC-ADS ADR 5.58E+104 15069 592341 582600 0 0 0 552608 0 29992
BMC SOFTWARE INC COM 55921100 20825 1380058 1234068 81390 0 0 1069896 0 230892
BAKER HUGHES INC COM 57224107 9435 315237 303237 0 0 0 239941 0 48696
BALL CORP COM 58498106 11329 203388 143068 58720 0 0 127106 0 63842
BANCORPSOUTH INC COM 59692103 1833 99600 82000 0 300 0 66100 0 6500
BANK OF AMERICA CORP COM 60505104 201327 3012074 2872274 0 0 0 2473953 0 235921
BANK OF MONTREAL COM 63671101 604 22100 22100 0 0 0 22100 0 0
BANK OF THE OZARKS COM 63904106 844 30300 25600 0 100 0 20300 0 1700
BANK OF NEW YORK CO INC COM 64057102 173361 8456630 7581492 487790 45695 0 5425199 67570 2708453
BANK OF NOVA SCOTIA COM 64149107 777 22100 22100 0 0 0 22100 0 0
BANK ONE CORP COM 06423A103 24490 707397 669397 0 0 0 496266 0 118031
BANKATLANTIC BANCORP INC CL A CL A 65908501 792 80900 68500 0 200 0 54200 0 5000
BANKNORTH GROUP INC COM 06646R107 576 26400 23400 0 0 0 23400 0 0
BANNER CORPORATION COM 06652V109 340 21400 18700 0 0 0 14700 0 800
BANTA CORP COM 66821109 646 21900 21900 0 0 0 21900 0 0
BARD (C.R.) INC COM 67383109 471 7473 7473 0 0 0 2910 0 4563
BARNES & NOBLE INC COM 67774109 6 300 300 0 0 0 300 0 0
BARNES GROUP INC COM 67806109 17 800 800 0 0 0 0 0 800
BARR LABORATORIES INC COM 68306109 3658 64174 64174 0 0 0 58624 0 5550
BAUSCH & LOMB INC COM 71707103 331 10071 10071 0 0 0 5300 0 4771
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
----------- ------------ -------- ----- ------- ------- ------ ----- ---- ------- ------ -------
BAXTER INTERNATIONAL INC COM 71813109 91631 4915815 4307878 339520 16160 0 2995473 35150 1649375
BAYER AG ADR SPONSORED AD 72730302 40 2946 2946 0 0 0 2946 0 0
BEA SYSTEMS INC COM 73325102 129 12700 12700 0 0 0 12700 0 0
BEAR STEARNS COMPANIES INC COM 73902108 102522 1562842 1500242 0 0 0 1376085 0 88957
BEARINGPOINT INC COM 74002106 111 17500 17500 0 0 0 17500 0 0
BEASLEY BROADCAST GRP INC -A CL A 74014101 244 25100 20600 0 100 0 16700 0 1500
BECKMAN COULTER INC COM 75811109 4083 119980 87580 32400 0 0 61550 0 53900
BECTON DICKINSON & CO COM 75887109 18286 530945 511888 0 0 0 462311 0 28677
BED BATH & BEYOND INC COM 75896100 28710 831214 763244 40700 0 0 650861 0 133183
BEDFORD PROPERTY INVESTORS COM PAR $0.0 76446301 5895 225500 209500 0 300 0 191100 0 5300
BELDEN INC COM 77459105 711 66100 56600 0 300 0 42700 0 6600
BELL MICRO PRODUCTS INC COM 78137106 130 25500 25500 0 0 0 18300 0 0
BELLSOUTH CORP COM 79860102 93513 4315302 3651692 36400 0 0 3105721 0 412281
BELO CORPORATION COM SER A 80555105 997 49200 48200 0 0 0 48200 0 0
BEMIS COMPANY COM 81437105 4390 104385 100085 0 0 0 95400 0 4685
BENCHMARK ELECTRONICS INC COM 08160H101 5992 211500 177100 0 600 0 143300 0 14000
BERKSHIRE HATHAWAY INC CLASS B CL B 84670207 3158 1478 1478 0 0 0 1478 0 0
BERRY PETROLEUM CO CL A CL A 85789105 1250 83300 69800 0 200 0 55700 0 5000
BEST BUY COMPANY INC COM 86516101 4348 161203 120983 40220 0 0 66670 0 88963
BEVERLY ENTERPRISES INC COM NEW 87851309 26 13100 13100 0 0 0 8200 0 4900
BHP LTD-ADR SPONSORED AD 88606108 410 36909 36909 0 0 0 0 0 36909
BIG LOTS INC COM 89302103 115 10263 10263 0 0 0 0 0 10263
BIO RAD LABORATORIES CL A CL A 90572207 240 6700 6700 0 0 0 6700 0 0
BIO-TECHNOLOGY GENERAL CORP COM 90578105 862 319200 271800 0 800 0 213800 0 18300
BIOGEN INC COM 90597105 1622 54145 52545 0 0 0 30700 0 13445
BIOMET INC COM 90613100 15380 501786 485166 560 0 0 408847 0 76879
BIOMARIN PHARMACEUTICAL INC COM 09061G101 167 14700 14700 0 0 0 14700 0 0
BIOLASE TECHNOLOGY INC COM 90911108 11 1400 1400 0 0 0 0 0 1400
BIOSITE INC COM 90945106 5846 152200 128800 0 400 0 97700 0 18700
BIORELIANCE CORP COM 90951104 796 41200 34600 0 100 0 27200 0 2700
BLACK & DECKER CORP COM 91797100 29118 835278 793778 0 0 0 714204 0 56574
BLACK BOX CORPORATION COM 91826107 175 5900 5900 0 0 0 0 0 5900
BLACKROCK INC CL A 09247X101 4560 104740 66850 37890 0 0 61750 0 37890
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------ ------ ---- ------- ------ -------
BLAIR CORP COM 92828102 42 1800 1700 0 100 0 500 0 1300
BLOCK H & R INC COM 93671105 27861 652639 639638 0 1570 0 509741 0 105777
BLUE RHINO CORP COM 95811105 6 600 600 0 0 0 600 0 0
BLYTH INDUSTRIES INC COM 09643P108 224 8800 8800 0 0 0 8800 0 0
BOEING CO COM 97023105 173183 6910744 6007967 547380 16800 0 4197838 56652 2327157
BOISE CASCADE CORP COM 97383103 113 5157 5157 0 0 0 0 0 5157
THE BOMBAY COMPANY INC COM 97924104 3062 561900 475500 0 1500 0 376000 0 35000
BOSTON BEER COMPANY INC CL A CL A 100557107 1019 81100 66900 0 0 0 55100 0 2700
BOSTON COMMUNICATIONS GROUP COM 100582105 4499 287300 246400 0 700 0 200100 0 16900
BOSTON PROPERTIES INC COM 101121101 57277 1511256 1506635 0 0 0 1348905 0 161230
BOSTON SCIENTIFIC CORP COM 101137107 5242 128603 124103 0 0 0 76417 0 36486
BOSTONFED BANCORP INC COM 101178101 80 3500 3500 0 0 0 2500 0 0
BOWNE & CO INC COM 103043105 26 2600 2600 0 0 0 0 0 2600
BOYD GAMING CORP COM 103304101 29 2300 2300 0 0 0 0 0 2300
BOYKIN LODGING COMPANY COM 103430104 1029 139600 120400 0 300 0 97600 0 6400
BRANDYWINE REALTY TRUST SH BEN INT N 105368203 9236 419800 419800 0 0 0 419800 0 0
BRIGGS & STRATTON COM 109043109 8580 220900 185000 0 600 0 146500 0 15100
BRIGHAM EXPLORATION CO COM 109178103 15 3100 3000 0 100 0 900 0 2200
BRIGHTPOINT INC COM NEW 109473405 1142 69700 58800 0 200 0 46000 0 4600
BRINKER INTERNATIONAL INC COM 109641100 116 3800 3800 0 0 0 3800 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 89549 4238018 4133736 400 9525 0 3372104 0 649657
BRITISH AIRWAYS PLC ADR ADR 2ND INST 110419306 12 700 700 0 0 0 700 0 0
BROADCOM CORP CL A CL A 111320107 302 24476 24476 0 0 0 0 0 24476
BROADWING INC COM 111620100 25 6200 1000 5200 0 0 6200 0 0
BROCADE COMMUNICATIONS SYS COM 111621108 134 27500 27500 0 0 0 27500 0 0
BROOKFIELD PROPERTIES CORP COM 112900105 1871 95200 95200 0 0 0 95200 0 0
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------ ------ ---- ------- ------ -------
BURLINGTON RESOURCES INC COM 122014103 29533 619015 587415 0 0 0 518000 0 62015
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------ ----- ---- ------ ------ ------
CAPITAL ONE FINANCIAL CORP COM 14040H105 25130 837397 825136 0 5360 0 665364 0 169882
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------- ------ ---- ------- ------ -------
CERNER CORP COM 156782104 285 8800 8800 0 0 0 8800 0 0
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- -------- ------ ----- ---- ------- ------ -------
CLARCOR INC COM 179895107 195 5400 5400 0 0 0 3900 0 0
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- -------- ------ ----- ---- ------- ------ ------
COMPUTER ASSOCIATES INTL INC COM 204912109 48683 3563904 3465519 0 14425 0 2913803 0 528671
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- -------- ------ ----- ---- ------- ------ ------
CORUS BANCSHARES INC COM 220873103 1137 28500 23400 0 100 0 18800 0 2000
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------ -------- ------ ----- ---- ------- ------ -------
DANAHER CORP COM 235851102 7887 119932 94222 24610 0 0 72910 0 38232
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SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------ ------ ---- -------- ------- -------
DOCUMENTUM INC COM 256159104 0 0 0 0 0 0 0 0 0
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EASTMAN CHEMICAL COMPANY COM 277432100 352 12141 12141 0 0 0 5300 0 6841
EASTMAN KODAK CO COM 277461109 112652 3805819 3651740 0 1715 0 3241507 0 302673
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------ ----- ---- ------- ------ -------
EATON CORP COM 278058102 6307 90159 89959 0 0 0 77960 0 11999
EATON VANCE CORP COM NON VTG 278265103 358 13400 13400 0 0 0 13400 0 0
EBAY INC COM 278642103 17147 200992 192692 0 0 0 145100 0 31392
ECHOSTAR COMMUNICATIONS CL A CL A 278762109 18836 652200 0 0 0 0 0 0 0
ECOLAB INC COM 278865100 570 11549 11549 0 0 0 0 0 11549
EDISON INTERNATIONAL COM 281020107 17536 1280911 1221711 0 0 0 1084776 0 70535
J.D. EDWARDS & CO COM 281667105 592 53700 53600 0 0 0 13200 0 40400
EDWARDS (A.G.) INC COM 281760108 223 8600 8600 0 0 0 8600 0 0
EFUNDS CORP COM 28224R101 4 600 600 0 0 0 600 0 0
EL PASO CORPORATION COM 28336L109 1045 172732 167032 0 0 0 89689 0 53743
EL PASO ELECTRIC COMPANY COM NEW 283677854 91 8400 8400 0 0 0 6000 0 0
ELECTRONIC ARTS INC COM 285512109 11357 193671 183471 0 0 0 153472 0 22599
ELECTRONIC DATA SYSTEMS CORP COM 285661104 4849 275519 261339 0 0 0 186851 0 43168
EMBARCADERO TECHNOLOGIES INC COM 290787100 39 6200 6200 0 0 0 4400 0 0
EMBREX INC COM 290817105 326 41300 33900 0 100 0 27600 0 2400
EMERSON ELECTRIC CO COM 291011104 143981 3174883 2974879 53790 12070 0 2180253 20390 870301
EMERSON RADIO CORP COM NEW 291087203 243 35300 35300 0 0 0 25400 0 0
EMMIS COMMUNICATIONS CL A CL A 291525103 768 45500 38000 0 100 0 31300 0 2700
EMULEX CORP COM NEW 292475209 1739 90820 70740 20080 0 0 67840 0 20080
ENCANA CORP COM 292505104 676 20900 20900 0 0 0 20900 0 0
ENDESA ADR SPONSORED AD 29258N107 45709 3762086 3698085 0 0 0 3504348 0 193737
ENDWAVE CORPORATION COM NEW 29264A206 381 370334 370334 0 0 0 0 0 370334
ENDO PHARMACEUTICAL HOLDINGS I COM 29264F205 1020 75600 62700 0 200 0 51200 0 4600
ENERGEN CORP COM 29265N108 9124 284600 241900 0 700 0 190800 0 17700
ENERGIZER HOLDINGS INC COM 29266R108 943 37000 31800 0 0 0 31800 0 0
ENERGY PARTNERS LTD COM 29270U105 378 37100 31700 0 200 0 23300 0 4500
ENGELHARD CORP COM 292845104 3013 140642 135642 0 0 0 102459 0 11983
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1221 27800 27800 0 0 0 27800 0 0
ENTERGY CORP COM 29364G103 27592 573052 540452 0 0 0 458954 0 31598
ENTERTAINMENT PROPERTIES TR COM SH BEN I 29380T105 18333 691800 691800 0 0 0 691800 0 0
ENTRAVISION COMMUNICATIONS CL A 29382R107 15 2800 2800 0 0 0 2800 0 0
ENZON PHARMACEUTICALS INC COM 293904108 26 2300 2300 0 0 0 0 0 2300
ENZO BIOCHEM INC COM 294100102 1139 87153 71853 0 200 0 57307 0 6602
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------ ----- ---- ------- ------ ------
EON LABS INC COM 2.94E+104 43 1600 1600 0 0 0 1600 0 0
EQUIFAX INC COM 294429105 3555 177822 171722 0 0 0 116400 0 23722
EQUITABLE RESOURCES INC COM 294549100 2671 71200 70500 0 0 0 70500 0 0
EQUITY INNS INC COM 294703103 1918 327900 282600 0 800 0 229700 0 14800
EQUITY OFFICE PROPERTIES TR COM 294741103 83557 3283198 3226084 0 5060 0 2814205 0 376789
EQUITY ONE INC COM 294752100 532 34800 34800 0 0 0 34800 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 43737 1817076 1790411 0 0 0 1595030 0 199481
ERESEARCH TECHNOLOGY INC COM 29481V108 4791 178500 147800 0 500 0 118700 0 12800
ESCO ELECTRONICS CORP COM 296315104 626 19100 19100 0 0 0 13600 0 0
ESPEED INC CL A CL A 296643109 1222 105100 90100 0 300 0 71400 0 5700
ESSEX PROPERTY TRUST INC COM 297178105 50256 961837 933190 0 500 0 818730 0 98260
DELHAIZE LE LION ADR SPONSORED AD 29759W101 20068 1096005 1096005 0 0 0 1096005 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1914 65050 65050 0 0 0 59430 0 5620
ETHYL CORP COM NEW 297659609 447 45300 38200 0 100 0 30500 0 2300
EUNIVERSE INC COM 298412107 53 10500 10500 0 0 0 5500 0 2800
EVERGREEN RES INC COM NO PAR 299900308 4366 96350 78440 17910 0 0 36560 0 57310
EXACT SCIENCES CORP COM 30063P105 431 41800 34700 0 100 0 26300 0 4700
EXAR CORP COM 300645108 373 29380 29380 0 0 0 24780 0 4600
EXCEL TECHNOLOGY INC COM 30067T103 807 39700 33600 0 100 0 26800 0 2400
EXELON CORPORATION COM 30161N101 2036 40394 39157 437 0 0 10937 0 28657
EXPEDIA INC CL A CL A 302125109 641 12400 12400 0 0 0 12400 0 0
EXPEDITORS INTL WASH INC COM 302130109 5582 155260 118340 36920 0 0 94980 0 55120
EXPRESS SCRIPTS INC -COMMON COM 302182100 1024 18390 18390 0 0 0 3490 0 14900
EXPRESSJET HOLDINGS CL A 30218U108 4501 548900 465800 0 1400 0 367300 0 34100
EXTENDED STAY AMERICA INC COM 30224P101 563 55700 55700 0 0 0 55700 0 0
EXTREME NETWORKS INC COM 30226D106 89 20500 20500 0 0 0 20500 0 0
EXXON MOBIL CORPORATION COM 30231G102 735676 21049382 19208499 888651 52475 0 14501552 93214 5207002
FMC TECHNOLOGIES COM COM 30249U101 1432 74600 74600 0 0 0 74600 0 0
FPIC INSURANCE GROUP INC COM 302563101 1122 151000 128000 0 400 0 100400 0 9500
FPL GROUP INC COM 302571104 7531 127803 121403 200 0 0 87484 0 16719
FTI CONSULTING INC COM 302941109 522 11300 11300 0 0 0 11300 0 0
FAIR ISAAC CORP COM 303250104 0 0 0 0 0 0 0 0 0
FAIRCHILD CORP CL A CL A 303698104 37 8500 8500 0 0 0 6100 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------ ------- ------- ------ ------ ---- ------- ------ --------
FAIRMONT HOTELS & RESORTS COM 305204109 8057 358100 357300 0 0 0 357200 0 900
FAMILY DOLLAR STORES COM 307000109 4827 156326 154426 0 0 0 128750 0 25676
FREDDIE MAC COM 313400301 258105 4860739 4341281 279450 28765 0 3137326 41290 1460315
FANNIE MAE COM 313586109 535575 8195493 7390973 395520 32930 0 5540571 55120 2190897
FEDERAL REALTY INVS TRUST SH BEN INT N 313747206 32492 1069877 1067042 0 0 0 956695 0 112747
FEDERAL SIGNAL CORP COM 313855108 11 800 800 0 0 0 800 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 21207 756838 713438 0 0 0 610060 0 79678
FEDERATED INVESTORS INC CL B CL B 314211103 2227 87500 87200 0 0 0 81300 0 5900
FEDEX CORPORATION COM 31428X106 26983 489973 469573 0 0 0 399816 0 42957
FELCOR LODGING TRUST INC COM 31430F101 217 34900 34900 0 0 0 34900 0 0
FIDELITY NATIONAL FINL INC COM 316326107 15612 457160 432960 0 0 0 373400 0 61260
FIFTH THIRD BANCORP COM 316773100 110788 2205578 1937786 146929 7850 0 1288583 17360 809482
FINDWHAT.COM COM 317794105 2112 201100 165700 0 600 0 132100 0 14800
FINLAY ENTERPRISES INC COM NEW 317884203 491 38800 33100 0 100 0 26300 0 1900
THE FINISH LINE CL A CL A 317923100 65 4300 4300 0 0 0 3100 0 0
FIRST AMERICAN CORPORATION COM 318522307 500 20500 20500 0 0 0 14600 0 0
FIRST BANCORP/PUERTO RICO COM 318672102 5911 219100 184300 0 600 0 146100 0 13900
FIRST COMMONWEALTH FINL CORP COM 319829107 1046 89800 80400 0 200 0 60300 0 5500
FIRST DATA CORP COM 319963104 85671 2314817 2211917 0 0 0 1966883 0 171834
FIRST ESSEX BANCORP INC COM 320103104 1058 34100 29000 0 100 0 23000 0 1900
FIRST HORIZON PHARMACEUTICAL COM 32051K106 37 14500 14500 0 0 0 0 0 14500
FIRST INDUSTRIAL REALTY TR COM 32054K103 23299 822700 822700 0 0 0 818200 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 2333 90400 76900 0 200 0 60600 0 5700
FIRST NATIONAL CORPORATION COM 320942105 573 22600 19100 0 100 0 15400 0 1100
FIRST HEALTH GROUP CORP COM 320960107 193 7600 7600 0 0 0 7600 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 112 8100 8100 0 0 0 5800 0 0
FIRST TENNESSEE NATL CORP COM 337162101 21101 531384 497384 0 0 0 430390 0 28994
FIRST UNITED CORP COM 33741H107 214 9999 9999 0 0 0 9999 0 0
FIRST VIRGINIA BANKS INC COM 337477103 506 12900 11400 0 0 0 11400 0 0
FISERV INC COM 337738108 3302 104895 103810 0 0 0 71395 0 27115
FIRSTFED FINANCIAL CORP COM 337907109 3635 120400 99200 0 400 0 79000 0 9000
FIRSTFED AMERICA BANCORP INC COM 337929103 459 16400 14700 0 0 0 11300 0 600
FLAGSTAR BANCORP INC COM 337930101 5807 220200 188200 0 600 0 147700 0 13000
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------- ------- ------- ------ ------ ---- ------- ------ -------
FIRSTENERGY CORP COM 337932107 8681 275588 274773 525 0 0 198447 0 77141
FLEET BOSTON FINANCIAL CORP COM 339030108 58655 2456236 2426971 0 6875 0 1977204 0 435002
FLUOR CORP COM 343412102 240 7138 7138 0 0 0 0 0 7138
FLOWSERVE CORPORATION COM 34354P105 2 133 133 0 0 0 133 0 0
FLUSHING FINANCIAL CORP COM 343873105 985 56600 48300 0 100 0 38000 0 3400
FOOTSTAR INC COM 344912100 2565 305300 251800 0 900 0 201900 0 21300
FORD MOTOR COMPANY COM PAR $0.0 345370860 34361 4569286 4387670 0 12572 0 3532347 0 711455
FOREST LABORATORIES INC COM 345838106 72492 1343184 1255024 30860 0 0 1129520 0 118074
FOREST OIL CORP COM PAR $0.0 346091705 261 11700 11700 0 0 0 11700 0 0
FORTUNE BRANDS INC COM 349631101 34445 803482 756882 0 0 0 669700 0 40082
FOUNDRY NETWORKS INC COM 35063R100 8215 1021800 889700 0 1800 0 789400 0 43800
FOX ENTERTAINMENT GRP INC CL A CL A 35138T107 579 21700 21700 0 0 0 21700 0 0
FRANCE TELECOM SA ADR SPONSORED AD 35177Q105 1 40 40 0 0 0 40 0 0
FRANKLIN RESOURCES INC COM 354613101 22736 690846 680698 0 4429 0 535401 0 153601
FRED'S INC CL A 356108100 345 12400 12400 0 0 0 12400 0 0
FREEMARKETS INC COM 356602102 0 0 0 0 0 0 0 0 0
FREEPORT-MCMORAN COPPER CL B CL B 35671D857 3927 230323 215523 0 0 0 146600 0 68923
FREMONT GENERAL CORP COM 357288109 3561 512400 438100 0 1300 0 342500 0 31400
FRONTIER FINANCIAL CORP COM 35907K105 17 700 700 0 0 0 0 0 700
FUJI PHOTO FILM COMPANY LTD AD ADR 359586302 44086 1454025 1429655 0 0 0 1345053 0 84602
GATX CORP COM 361448103 13 900 900 0 0 0 900 0 0
GABLES RESIDENTIAL TRUST SH BEN INT 362418105 15503 579345 555445 0 400 0 527345 0 8000
GAIAM INC CL A 36268Q103 384 71442 71442 0 0 0 0 0 71442
GANNETT CO COM 364730101 4492 63786 61486 0 0 0 30970 0 24116
GAP INC COM 364760108 48021 3314108 3202868 0 0 0 2763564 0 335644
GARTNER GROUP INC CL B CL B 366651206 2640 350600 302600 0 800 0 244700 0 19500
GATEWAY INC COM 367626108 68 28777 28777 0 0 0 0 0 28777
GEN PROBE INC COM 36866T103 190 8400 8400 0 0 0 8400 0 0
GEMSTAR TV GUIDE INTERNATIONAL COM 36866W106 1479 403000 0 0 0 0 0 0 0
GENE LOGIC INC COM 368689105 58 11500 11500 0 0 0 8400 0 0
GENENTECH INC COM NEW 368710406 20288 579500 556300 0 0 0 500300 0 29500
GENERAL CABLE CORP COM 369300108 581 157100 129600 0 500 0 102800 0 12200
GENERAL COMMUNICATION CL A CL A 369385109 1343 224600 188200 0 600 0 148800 0 14900
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------ ------- ------- ------ ------- ---- --------- ------ --------
GENERAL DYNAMICS CORP COM 369550108 2632 47797 46297 0 0 0 25420 0 17977
GENERAL ELECTRIC CO COM 369604103 728449 28566614 25943590 1261630 111755 0 19131095 178340 7614415
GENERAL GROWTH PROPERTIES COM 370021107 82499 1529167 1524613 0 0 0 1356401 0 172112
GENERAL MILLS INC COM 370334104 1505 33049 33049 0 0 0 102 0 32947
GENERAL MOTORS CORP COM 370442105 42438 1262288 1201970 318 0 0 1002450 0 130138
GENERAL MOTORS CL H CL H NEW 370442832 2056 183589 166589 0 0 0 166589 0 0
GENESIS HEALTH VENTURE COM 37183F107 49 3300 3300 0 0 0 2000 0 1300
GENLYTE GROUP INC COM 372302109 1278 38800 33000 0 100 0 26000 0 2300
GENUINE PARTS CO COM 372460105 475 15558 15558 0 0 0 94 0 15464
GENZYME CORP - GENL DIVISION COM GENL DIV 372917104 695 19064 19064 0 0 0 0 0 19064
GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 2004 144167 136667 0 0 0 100380 0 22587
GETTY IMAGES INC COM 374276103 420 15300 15300 0 0 0 9300 0 6000
GETTY REALTY CORP COM 374297109 3279 174600 174600 0 0 0 174600 0 0
GEVITY HR INC COM 374393106 427 61400 51800 0 200 0 40600 0 4000
GILEAD SCIENCES INC COM 375558103 49344 1175140 1056720 75220 0 0 957870 0 144520
GILLETTE COMPANY COM 375766102 6874 222169 217069 0 0 0 101104 0 93265
GLAXOSMITHKLINE PLC ADR SPONSORED AD 37733W105 31612 898317 882767 0 0 0 832147 0 50620
GLENBOROUGH REALTY TRUST INC COM 37803P105 8500 549800 549800 0 0 0 549800 0 0
GLENBOROUGH REALTY TR CVT PFD PFD CV SER A 37803P204 1458 67200 67200 0 0 0 67200 0 0
GLIMCHER REALTY TRUST SH BEN INT 379302102 10539 548900 548900 0 0 0 548900 0 0
GLOBAL IMAGING SYSTEMS INC COM 37934A100 142 7700 7700 0 0 0 5500 0 0
GLOBAL POWER EQUIPMENT GROUP COM 37941P108 635 124600 105300 0 300 0 83100 0 7900
GOLDEN WEST FINANCIAL CORP COM 381317106 2984 41478 41178 0 0 0 9800 0 31378
GOLDMAN SACHS GROUP INC COM 38141G104 240414 3531339 3090383 245065 13700 0 2118254 29190 1241794
GOODRICH CORPORATION COM 382388106 151 10770 10770 0 0 0 345 0 10425
GOODYEAR TIRE & RUBBER CO COM 382550101 356 68815 66815 0 0 0 51300 0 15515
GRAINGER (W.W.) INC COM 384802104 1360 31712 31712 0 0 0 23600 0 8112
GRANT PRIDECO INC COM 38821G101 300 24900 24900 0 0 0 24900 0 0
GRAY TELEVISION INC - CL A CL A 389375205 52 4900 4900 0 0 0 3300 0 300
GREAT LAKES CHEMICAL CORP COM 390568103 99 4442 4442 0 0 0 0 0 4442
GREAT LAKES REIT INC COM 390752103 1128 79500 71500 0 100 0 57400 0 2700
GREAT PLAINS ENERGY INC COM 391164100 155 6500 6500 0 0 0 6500 0 0
GREATER BAY BANCORP COM 391648102 151 10500 10500 0 0 0 10500 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------ ------- ------- ------ ------ ---- ------- ------ -------
GREEN MOUNTAIN COFFEE ROASTERS COM 393122106 184 10000 10000 0 0 0 10000 0 0
GREENPOINT FINANCIAL CORP COM 395384100 52670 1175400 1112000 0 0 0 1013000 0 44000
GREIF INC CL A 397624107 543 30200 26200 0 100 0 20700 0 1300
GRIFFIN CORPORATION COM 398433102 1716 133000 116900 0 300 0 89700 0 7800
GTECH HOLDINGS CORP COM 400518106 10432 319400 291700 0 0 0 290300 0 0
GUIDANT CORP COM 401698105 11218 309882 270742 27040 0 0 216136 0 63096
GULF ISLAND FABRICATION INC COM 402307102 795 44500 38000 0 100 0 29900 0 2700
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 6 600 600 0 0 0 200 0 400
GYMBOREE CORP COM 403777105 224 14900 14900 0 0 0 14900 0 0
HCA INC COM 404119109 7109 171892 167292 0 0 0 99559 0 46133
HRPT PROPERTIES TRUST COM SH BEN I 40426W101 5606 658800 596400 0 1100 0 535800 0 20500
HSBC HOLDINGS PLC ADR SPON ADR NEW 404280406 43549 851890 837980 0 0 0 794173 0 43807
HAIN CELESTIAL GROUP INC COM 405217100 638 42200 42200 0 0 0 0 0 42200
HALLIBURTON CO COM 406216101 31330 1511322 1453902 0 0 0 1251763 0 152459
HANCOCK HOLDING CO COM 410120109 112 2600 2600 0 0 0 1900 0 0
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 43091 1551163 1456463 0 0 0 1277600 0 94163
HANDLEMAN CO COM 410252100 3706 252100 214800 0 700 0 169300 0 15500
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 559 48900 48900 0 0 0 34700 0 0
HARBOR FLORIDA BANCSHARES COM 411901101 334 14300 14300 0 0 0 9500 0 1000
HARLEY-DAVIDSON INC COM 412822108 143093 3603453 3366921 26410 20260 0 2291323 36550 1104158
HARMAN INTERNATIONAL COM 413086109 135 2300 2300 0 0 0 2300 0 0
HARRAH'S ENTERTAINMENT INC COM 413619107 45724 1280787 1215087 0 0 0 1117900 0 70587
HARRIS CORP COM 413875105 714 25700 25400 0 0 0 25400 0 0
HARTE-HANKS INC COM 416196103 4385 229605 229605 0 0 0 209715 0 19890
HARTFORD FINANCIAL SVCS GRP COM 416515104 23185 656992 649530 0 3030 0 515600 0 139855
HARVEST NATURAL RESOURCES INC COM 41754V103 81 16600 16600 0 0 0 11900 0 0
HASBRO INC COM 418056107 528 38023 37323 0 0 0 22000 0 15323
HAWTHORNE FINL CORP COM 420542102 166 5600 5600 0 0 0 4000 0 0
HEALTHCARE SERVICES GROUP COM 421906108 116 9800 9800 0 0 0 7000 0 0
HEALTH CARE PPTYS INVEST INC COM 421915109 47565 1426226 1424000 0 0 0 1342791 0 83109
HEALTHSOUTH CORP COM 421924101 0 0 0 0 0 0 0 0 0
HEALTH MGMT ASSOCIATES INC CL CL A 421933102 8030 422647 348127 74520 0 0 254900 0 157407
HEALTHCARE REALTY TRUST INC COM 421946104 44118 1806642 1804609 0 0 0 1740987 0 62322
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- --------- ------ ------- ------- ------ ------ ---- ------- ------ -------
HEADWATERS INC COM 42210P102 1756 125000 109100 0 400 0 82900 0 8600
HEALTH CARE REIT INC COM 42217K106 45179 1724372 1721952 0 0 0 1611376 0 112576
HEALTH NET INC COM 42222G108 12376 462290 378660 72530 0 0 354460 0 95630
HEALTHTRONICS SURGICAL SVCS COM 42222L107 420 51600 42400 0 200 0 34600 0 3000
HEARTLAND EXPRESS INC COM 422347104 610 31800 31800 0 0 0 21500 0 1900
HECLA MINING CO COM 422704106 31 9400 9400 0 0 0 6700 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 297 25600 25600 0 0 0 25600 0 0
HEINZ (H.J.) CO COM 423074103 7259 248601 240901 0 0 0 172942 0 32459
HELMERICH & PAYNE COM 423452101 297 11600 11600 0 0 0 11600 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 688 65000 65000 0 0 0 23900 0 41100
HERCULES INC COM 427056106 105 12064 11764 0 0 0 2100 0 9664
HERITAGE PROPERTY INVESTMENT COM 42725M107 627 25040 25040 0 0 0 25040 0 0
HERSHEY FOODS CORP COM 427866108 758 12092 12092 0 0 0 0 0 12092
HEWLETT-PACKARD CO COM 428236103 56620 3641153 3547043 0 4618 0 2603297 0 786809
HIBERNIA CORP CL A CL A 428656102 9041 533100 513300 0 0 0 456000 0 22200
HIGHWOODS PROPERTIES INC REIT COM 431284108 16191 792100 780900 0 200 0 762900 0 3600
HILLENBRAND INDUSTRIES COM 431573104 3259 63930 60230 0 0 0 60230 0 0
HILTON HOTELS CORP COM 432848109 13918 1198832 1194575 0 0 0 995239 0 202936
HITACHI LTD ADR ADR 10 COM 433578507 15841 450682 442108 0 0 0 408886 0 33222
HISPANIC BROADCASTING CORP CL A 43357B104 176 8500 7600 0 0 0 7600 0 0
HOLLY CORP COM PAR $0.0 435758305 727 25400 21100 0 100 0 16700 0 2100
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 323 20200 20200 0 0 0 20200 0 0
HOME DEPOT INC COM 437076102 207175 8504711 7495172 614025 42905 0 5439381 62492 2578749
HOME PROPERTIES OF NY INC COM 437306103 8467 255020 253420 0 0 0 251701 0 3319
HONDA MOTOR CO LTD ADR AMERN SHS 438128308 263 15839 15839 0 0 0 2566 0 13273
HONEYWELL INTERNATIONAL INC COM 438516106 189213 8858302 7896741 538825 28280 0 5542589 62180 2916657
HOSPITALITY PROPERTIES TRUST COM SH BEN I 44106M102 5800 189846 189846 0 0 0 189664 0 182
HOST MARRIOTT CORP COM 44107P104 3607 521237 520824 0 0 0 340004 0 180820
HOUSEHOLD INTERNATIONAL INC*OL COM 441815107O 109 3843 3703 0 0 0 3843 0 0
HOUSTON EXPLORATION COMPANY COM 442120101 0 0 0 0 0 0 0 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 732 21200 21200 0 0 0 15100 0 0
HUBBELL INC CL B CL B 443510201 967 30900 30900 0 0 0 30900 0 0
HUDSON UNITED BANCORP COM 444165104 4910 159400 143200 0 300 0 121700 0 6600
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
HUGHES SUPPLY INC COM 444482103 6188 265700 228000 0 700 0 178500 0 15300
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 17 1200 1200 0 0 0 1200 0 0
HUMANA INC COM 444859102 138 14396 14396 0 0 0 0 0 14396
HUMAN GENOME SCIENCES INC COM 444903108 0 0 0 0 0 0 0 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 318 11800 11800 0 0 0 11800 0 0
HUNTINGTON BANCSHARES COM 446150104 388 20898 20898 0 0 0 0 0 20898
HUTCHINSON TECH COM 448407106 82 3300 3300 0 0 0 2400 0 0
HYDRIL COMPANY COM 448774109 2844 113800 93900 0 300 0 75200 0 8000
HYPERCOM CORP COM 44913M105 7 1900 1900 0 0 0 1900 0 0
HYPERION SOLUTIONS CORP COM 44914M104 4734 195200 160800 0 600 0 128700 0 13900
IDEC PHARMACEUTICALS CORP COM 449370105 5772 168670 127050 41620 0 0 104270 0 58620
IMCO RECYCLING INC COM 449681105 483 76000 64200 0 200 0 51200 0 3900
IMS HEALTH INC COM 449934108 1534 98246 93246 0 0 0 57564 0 22082
ISTAR FINANCIAL INC COM 45031U101 17899 613600 613600 0 0 0 613600 0 0
ISTA PHARMACEUTICALS INC COM NEW 45031X204 603 105478 105478 0 0 0 0 0 105478
ITLA CAPITAL CORPORATION COM 450565106 763 23100 19700 0 100 0 15500 0 1400
ITT EDUCATIONAL SERVICES INC COM 45068B109 1702 60800 53000 0 100 0 29900 0 18900
IBERIABANK CORP COM 450828108 981 24100 20600 0 100 0 16200 0 1300
ITT INDUSTRIES INC COM 450911102 701 13120 12920 0 0 0 4808 0 8112
IDACORP INC COM 451107106 121 5300 5300 0 0 0 5300 0 0
IDINE REWARDS NETWORK INC COM 45168A100 70 9400 9400 0 0 0 9400 0 0
IDEXX LABORATORIES INC COM 45168D104 8106 231800 199000 0 600 0 158500 0 13500
IKON OFFICE SOLUTIONS INC COM 451713101 4296 605100 518000 0 1500 0 415000 0 34400
ILLINOIS TOOL WORKS COM 452308109 27632 475181 469917 0 2380 0 359843 0 114454
IMMUCOR INC COM 452526106 4853 222100 183500 0 700 0 147200 0 15900
IMMUNOMEDICS INC COM 452907108 11 4000 4000 0 0 0 4000 0 0
INCO LTD COM 453258402 836 44900 44900 0 0 0 0 0 44900
INCYTE CORP COM 45337C102 1388 464300 399700 0 1100 0 313500 0 26300
INDEPENDENCE COMMUNITY BANK COM 453414104 1817 68700 68100 0 0 0 68100 0 0
INDEPENDENT BANK CORP MASS COM 453836108 12 600 600 0 0 0 600 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
INDEPENDENT BANK CORP - MICH COM 453838104 452 22500 20400 0 0 0 15500 0 800
INDYMAC MORTGAGE HOLDINGS COM 456607100 4954 254700 225400 0 500 0 194800 0 11100
INET TECHNOLOGIES INC COM 45662V105 217 36800 31100 0 100 0 24900 0 1900
INFOCUS CORPORATION COM 45665B106 182 36800 36800 0 0 0 27200 0 0
ING GROEP NV ADR SPONSORED AD 456837103 30160 2584399 2538875 0 0 0 2384124 0 154751
INGRAM MICRO INC CL A CL A 457153104 656 59500 52800 0 0 0 52800 0 0
INNOVEX INC/MN COM 457647105 487 75000 63500 0 200 0 50500 0 3800
INPUT/OUTPUT INC COM 457652105 960 266800 221900 0 800 0 176800 0 17700
INNKEEPERS USA TRUST COM 4576J0104 1260 193800 166200 0 500 0 142700 0 8800
INSPIRE PHARMACEUTICALS INC COM 457733103 111 7100 7100 0 0 0 7100 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 260 11300 11300 0 0 0 11300 0 0
INTEGRATED DEVICE TECH INC COM 458118106 1510 190120 128020 62100 0 0 104820 0 76800
INTEGRATED ELECTRICAL SVCS COM 4.58E+107 712 166700 143100 0 400 0 112100 0 10000
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 299 13800 13800 0 0 0 13800 0 0
INTEL CORP COM 458140100 454633 27925888 25564601 1041010 92505 0 19657266 143631 6514829
INTER-TEL INC COM 458372109 2964 197500 163000 0 600 0 130600 0 14000
INTERCEPT INC COM 45845L107 49 11900 11900 0 0 0 0 0 11900
INTERDIGITAL COMM CORP COM 45866A105 686 30300 30300 0 0 0 21900 0 0
INTERMET CORP COM 45881K104 521 143200 123500 0 300 0 97000 0 8100
INTERMUNE PHARMACEUTICALS COM 45884X103 81 3800 3800 0 0 0 0 0 3800
INTL BUSINESS MACHINES CORP COM 459200101 180805 2305306 2224376 235 2550 0 1839797 0 276389
INTL FLAVORS & FRAGRANCES COM 459506101 270 8685 8685 0 0 0 300 0 8385
INTL GAME TECHNOLOGY COM 459902102 617 7538 7538 0 0 0 0 0 7538
INTL MULTIFOODS CORP COM 460043102 37 1900 1800 0 100 0 500 0 1400
INTERNATIONAL PAPER CO COM 460146103 11366 336264 330884 0 0 0 227430 0 89134
INTERNET SECURITY SYSYTEMS COM 46060X107 136 13700 13700 0 0 0 4200 0 9500
INTERPUBLIC GROUP COS INC COM 460690100 11832 1272239 1271434 0 0 0 1060027 0 212212
INTERSIL CORP CL A 46069S109 0 0 0 0 0 0 0 0 0
INTERSTATE BAKERIES COM 46072H108 9312 886900 770700 0 2000 0 648400 0 49400
INTRAWEST CORPORATION COM NEW 460915200 317 30400 30400 0 0 0 30400 0 0
INTUIT INC COM 461202103 34440 925799 868859 20940 0 0 779870 0 82929
INTUITIVE SURGICAL INC COM 4.61E+111 401 62100 51200 0 200 0 42100 0 3400
INVITROGEN CORP COM 46185R100 196 6400 6400 0 0 0 6400 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
INVESTORS FINANCIAL SVCS CP COM 461915100 397 16300 16300 0 0 0 16300 0 0
IOMEGA CORP COM NEW 462030305 867 78100 78100 0 0 0 57200 0 1700
BANK OF IRELAND ADR SPONSORED AD 46267Q103 1 20 20 0 0 0 20 0 0
IRON MOUNTAIN INC COM 462846106 8330 217775 150395 67380 0 0 109115 0 99430
IRWIN FINANCIAL CORP COM 464119106 3177 163000 138000 0 400 0 108400 0 10200
ISHARES MSCI AUSTRALIA INDEX MSCI AUSTRAL 464286103 8 841 841 0 0 0 841 0 0
ISHARES MSCI BELGIUM INDEX MF MSCI BELGIUM 464286301 2 282 282 0 0 0 282 0 0
I-SHARES MSCI BRAZIL INDEX FUN MSCI BRAZIL 464286400 2 242 242 0 0 0 242 0 0
ISHARES MSCI UNITED KINGDOM IN MSCI UTD KIN 464286699 47 4262 4262 0 0 0 4262 0 0
ISHARES MSCI FRANCE INDEX MSCI FRANCE 464286707 16 1224 1224 0 0 0 1224 0 0
ISHARES MSCI SWITZERLAND INDEX MSCI SWITZER 464286749 9 926 926 0 0 0 926 0 0
ISHARES MSCI SWEDEN INDEX MSCI SWEDEN 464286756 5 573 573 0 0 0 573 0 0
ISHARES MSCI SPAIN INDEX MSCI SPAIN 464286764 9 477 477 0 0 0 477 0 0
ISHARES MSCI SOUH KOREA MF MSCI S KOREA 464286772 1 67 67 0 0 0 67 0 0
ISHARES MSCI GERMANY INDEX MSCI GERMAN 464286806 13 1518 1518 0 0 0 1518 0 0
ISHARES MSCI NETHERLANDS INDEX MSCI NETHERL 464286814 7 650 650 0 0 0 650 0 0
ISHARES MSCI MALAYSIA (FREE) I MSCI MALAYSI 464286830 2 302 302 0 0 0 302 0 0
ISHARES MSCI JAPAN INDEX MSCI JAPAN 464286848 42 6482 6482 0 0 0 6482 0 0
ISHARES MSCI HONG KONG INDEX MSCI HONG KO 464286871 6 808 808 0 0 0 808 0 0
ISHARES MSCI EAFE INDEX FUND M MSCI EAFE ID 464287465 290 3200 1400 0 0 0 1400 0 0
ISHARES NASDAQ BIOTECH INDX MF NASDQ BIO IN 464287556 20 400 400 0 0 0 400 0 0
ISLE OF CAPRI CASINOS COM 464592104 16 1400 1400 0 0 0 0 0 1400
ITO YOKADO CO LTD ADR ADR NEW 465714301 12713 473997 465601 0 0 0 434247 0 31354
ITRON INC COM 465741106 27 1600 1600 0 0 0 800 0 800
IVAX CORP COM 465823102 182 14875 14875 0 0 0 14875 0 0
JDS UNIPHASE CORP COM 46612J101 1330 466744 286144 180500 0 0 131200 0 335544
JP MORGAN CHASE & CO COM 46625H100 64811 2733499 2690828 0 8040 0 2021272 0 602856
J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 4934 174100 143500 0 500 0 114400 0 12800
JABIL CIRCUIT INC COM 466313103 178913 10223612 9100295 557199 52570 0 6496552 94790 3199492
JACOBS ENGINEERING GROUP INC COM 469814107 4750 113070 79240 33830 0 0 55850 0 52530
JANUS CAPITAL GROUP INC COM 47102X105 228 20037 20037 0 0 0 253 0 19784
JARDEN CORP COM 471109108 3669 141100 122100 0 300 0 95200 0 7700
JEFFERSON-PILOT CORP COM 475070108 1783 46331 45431 0 0 0 32700 0 12731
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
JETBLUE AIRWAYS CORP COM 477143101 357 12900 12900 0 0 0 12900 0 0
JO-ANN STORES INC CL A CL A 47758P109 264 13200 13200 0 0 0 9100 0 700
JOHNSON & JOHNSON COM 478160104 659408 11394637 10332161 534890 29834 0 7707803 60260 2992027
JOHNSON CONTROLS INC COM 478366107 135844 1875262 1602694 172910 7110 0 1140841 15380 646923
JONES APPAREL GROUP INC COM 480074103 8111 295703 288603 0 0 0 251500 0 19403
JOS A BANK CLOTHIERS INC COM 480838101 2171 88900 75900 0 200 0 59000 0 5800
JOURNAL REGISTER CO COM 481138105 29 1900 1900 0 0 0 0 0 1900
KLA-TENCOR CORPORATION COM 482480100 7416 206336 204261 0 0 0 162013 0 33048
K-SWISS INC CL A CL A 482686102 2054 80400 69400 0 200 0 54100 0 4400
KT CORP- ADR SPONSORED AD 48268K101 18575 1081822 1061267 0 0 0 978284 0 82983
KANSAS CITY SOUTHERN INDS COM NEW 485170302 21 1900 1900 0 0 0 1900 0 0
KAYDON CORP COM 486587108 469 24900 20600 0 0 0 16900 0 1300
KB HOME COM 48666K109 27140 597148 566248 0 0 0 513500 0 35448
KELLOGG CO COM 487836108 4843 157994 154794 0 0 0 103100 0 36594
KELLWOOD CO COM 488044108 7794 269299 226899 0 700 0 179299 0 17300
KENNAMETAL INC COM 489170100 265 9438 9438 0 0 0 9438 0 0
KENSEY NASH CORP COM 490057106 1374 67100 55200 0 200 0 44000 0 4900
KERR-MCGEE CORP COM 492386107 474 11683 11683 0 0 0 2800 0 8883
KEYCORP COM 493267108 39488 1750349 1652549 0 0 0 1472900 0 111349
KEYNOTE SYSTEMS INC COM 493308100 741 79700 65700 0 200 0 52400 0 5800
KEYSPAN CORPORATION COM 49337W100 447 13850 13850 0 0 0 0 0 13850
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 1021 57600 49100 0 100 0 38500 0 3500
KEYSTONE PROPERTY TRUST COM 493596100 16035 932240 907540 0 400 0 886140 0 8200
KILROY REALTY CORP COM 49427F108 13827 625645 602300 0 400 0 579400 0 8300
KIMBERLY-CLARK CORP COM 494368103 41034 902646 870220 0 0 0 724516 0 100784
KIMCO REALTY CORP COM 49446R109 2653 75538 75338 0 0 0 74450 0 888
KINDER MORGAN INC COM 49455P101 1313 29181 29181 0 0 0 2600 0 26581
KINDRED HEALTHCARE INC COM 494580103 178 15700 13000 0 0 0 10600 0 800
KING PHARMACEUTICALS INC COM 495582108 808 67761 66161 0 0 0 34200 0 21661
KIRIN BREWERY CO ADR SPONSORED AD 497350306 37 5000 5000 0 0 0 5000 0 0
KNIGHT RIDDER INC COM 499040103 435 7437 7437 0 0 0 169 0 7268
KOGER EQUITY INC COM 500228101 5620 367300 342900 0 400 0 321400 0 7900
KOHLS CORP COM 500255104 190984 3375471 2933818 258040 11460 0 2032549 24930 1158759
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
KONINKLIJKE PHILIPS ELECTRONIC NY REG SH NE 500472303 28101 1802484 1772431 0 0 0 1681394 0 91037
KOOKMIN BANK-SPONS ADR SPONSORED AD 50049M109 95 4139 4139 0 0 0 0 0 4139
KOREA ELEC POWER CORP ADR SPONSORED AD 500631106 13337 1671271 1640585 0 0 0 1508992 0 131593
KOS PHARMACEUTICALS INC COM 500648100 3798 217400 182200 0 600 0 144600 0 14400
KRAFT FOODS INC CL A CL A 50075N104 13493 478464 477764 0 0 0 419874 0 58190
KRAMONT REALTY TRUST COM SH BEN I 50075Q107 103 6869 6869 0 0 0 0 0 6869
KROGER CO COM 501044101 23326 1773859 1750709 0 8050 0 1384235 0 384949
KYOCERA CORP ADR ADR 501556203 16110 326848 320965 0 0 0 302611 0 18354
LSI LOGIC CORP COM 502161102 149 33008 33008 0 0 0 0 0 33008
LSI INDUSTRIES INC COM 50216C108 0 0 0 0 0 0 0 0 0
LTC PROPERTIES INC COM 502175102 634 100836 85436 0 200 0 68497 0 4539
L-3 COMMUNICATIONS HLDGS INC COM 502424104 16961 422223 362623 47400 0 0 299243 0 110500
LA QUINTA CORP-PAIRED PAIRED CTF 50419U202 1370 449200 392500 0 1000 0 306800 0 18600
LABOR READY INC COM NEW 505401208 2038 357600 295400 0 1100 0 236300 0 26200
LAM RESEARCH CORP COM 512807108 4464 391960 325080 66880 0 0 290410 0 92080
LAMAR ADVERTISING CO CL A 512815101 4075 138900 94630 44270 0 0 73640 0 59070
LAMSON & SESSIONS CO COM 513696104 4399 860856 860856 0 0 0 0 0 860856
LANDAMERICA FINANCIAL GROUP COM 514936103 11301 284300 241600 0 700 0 190000 0 17700
LANDRY'S RESTAURANTS INC COM 51508L103 4921 292900 250700 0 700 0 197100 0 16900
LANDSTAR SYSTEM INC COM 515098101 5468 95100 81700 0 200 0 64000 0 5700
LASALLE HOTEL PROPERTIES COM SH BEN I 517942108 515 43100 43100 0 0 0 37800 0 0
ESTEE LAUDER COMPANIES CL A CL A 518439104 4 129 129 0 0 0 129 0 0
LEAR CORPORATION COM 521865105 1559 44111 43611 0 0 0 43611 0 0
LEGGETT & PLATT INC COM 524660107 315 17227 17227 0 0 0 0 0 17227
LEGG MASON INC COM 524901105 229 4700 4600 0 0 0 4600 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 5240 90736 88436 0 0 0 59315 0 21721
LendingTree Inc. COM 52602Q105 2388 204600 169000 0 600 0 135500 0 14500
LENNAR CORP CL A COM 526057104 2110 39400 39200 0 0 0 39200 0 0
LENNOX INTERNATIONAL INC COM 526107107 4031 279900 230900 0 800 0 185000 0 19800
LEVEL 3 COMMUNICATIONS INC COM 52729N100 0 66 0 0 0 0 0 0 0
LEXICON GENETICS INC COM 528872104 472 118400 100400 0 300 0 80800 0 5900
LEXMARK INTL GROUP INC CL A CL A 529771107 12607 188298 159998 22500 0 0 130395 0 39563
LIBERTY MEDIA CORP CL A COM SER A 530718105 22045 2265723 2252913 0 0 0 1920491 0 334232
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
LIBERTY PROPERTY TRUST SH BEN INT 531172104 48473 1548644 1546012 0 0 0 1411555 0 136557
LILLY (ELI) & CO COM 532457108 33859 592451 578480 0 1740 0 391871 0 160544
LIMITED BRANDS INC COM 532716107 29139 2264066 2233871 0 10070 0 1830944 0 393812
LIN TV CORP CL A CL A 532774106 205 10000 10000 0 0 0 10000 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 2675 148100 124400 0 400 0 98500 0 9500
LINCOLN NATIONAL CORP COM 534187109 7143 255102 254632 0 0 0 189248 0 65654
LINEAR TECHNOLOGY CORP COM 535678106 34763 1126121 993991 91130 0 0 925120 0 121841
LINENS 'N THINGS INC COM 535679104 465 22900 22900 0 0 0 14900 0 8000
LIZ CLAIBORNE INC COM 539320101 6005 194224 185124 0 0 0 151784 0 22040
LOCAL FINANCIAL CORP COM 539553107 1217 84400 72100 0 200 0 56600 0 5000
LOCKHEED MARTIN CORPORATION COM 539830109 8382 176278 174118 0 0 0 101427 0 65651
LOEWS CORP COM 540424108 50074 1256870 1191570 0 0 0 1070700 0 56170
CAROLINA GROUP CAROLNA GP S 540424207 179 9700 9700 0 0 0 0 0 9700
LONE STAR STEAKHOUSE & SALOON COM 542307103 3619 170800 143500 0 500 0 114000 0 11100
LONGVIEW FIBRE CO COM 543213102 1238 186100 156400 0 500 0 122200 0 14900
LOUISIANA-PACIFIC CORP COM 546347105 75 9497 9497 0 0 0 242 0 9255
LOWES COMPANIES INC COM 548661107 24122 590942 565042 0 0 0 437101 0 80541
LUBRIZOL CORP COM 549271104 2791 93000 90000 0 0 0 90000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 1505 1023981 1004881 0 0 0 449739 0 555142
LUMINEX CORP COM 5.50E+106 588 125900 105600 0 400 0 83900 0 8400
LYONDELL CHEMICAL COMPANY COM 552078107 2 138 138 0 0 0 138 0 0
M & T BANK CORPORATION COM 55261F104 1100 14000 12400 0 0 0 12400 0 0
MAF BANCORP INC COM 55261R108 40 1200 1200 0 0 0 1200 0 0
MBIA INC COM 55262C100 11796 305275 290275 0 0 0 248300 0 39675
MBNA CORP COM 55262L100 8022 533044 514544 0 0 0 333482 0 115162
MB FINANCIAL INC COM 55264U108 838 23400 19900 0 100 0 15800 0 1200
MEMC ELECTRONIC MATE COM 552715104 42 3700 3700 0 0 0 3700 0 0
MGIC INVESTMENT CORP COM 552848103 164084 4178357 3698724 268550 19890 0 2699101 35560 1269433
MGM MIRAGE COM 552953101 6565 224430 152360 72070 0 0 117430 0 97070
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 4537 158200 133300 0 400 0 105900 0 10400
MKS INSTRUMENTS INC COM 55306N104 281 22500 22500 0 0 0 22500 0 0
MMO2 PLC-ADR ADR 55309W101 5 650 650 0 0 0 650 0 0
MTS SYSTEMS CORP COM 553777103 923 85500 73000 0 200 0 57200 0 5000
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
MACERICH COMPANY (THE) COM 554382101 64352 2031319 2027675 0 0 0 1883571 0 141804
MACK-CALI REALTY CORP COM 554489104 56966 1839398 1837262 0 0 0 1751096 0 87966
MACROMEDIA INC COM 556100105 143 11800 11800 0 0 0 9400 0 0
MANDALAY RESORT GROUP COM 562567107 2362 85700 85200 0 0 0 85200 0 0
MANHATTAN ASSOCIATES INC COM 562750109 121 6900 6900 0 0 0 6900 0 0
MANITOWOC COMPANY INC COM 563571108 0 0 0 0 0 0 0 0 0
MANOR CARE INC COM 564055101 245 12748 12748 0 0 0 4200 0 8548
MANTECH INTERNATIONAL CORP CL A 564563104 240 16200 13500 0 0 0 10300 0 1600
MANUFACTURED HOME COMMUNITIES COM 564682102 533 18000 18000 0 0 0 18000 0 0
MANUFACTURERS SERVICES LTD COM 565005105 609 129600 110200 0 300 0 86800 0 7500
MANULIFE FINANCIAL CORP COM 56501R106 481 20100 20100 0 0 0 20100 0 0
MARATHON OIL CORP COM 565849106 78283 3265888 3105138 0 0 0 2716366 0 177922
MARCUS CORPORATION COM 566330106 44 3200 3100 0 100 0 1500 0 1700
MARSH & MCLENNAN COS COM 571748102 35454 831671 720848 101000 3050 0 545823 0 269250
MARSHALL & ILSLEY CORP COM 571834100 8626 337473 322173 0 0 0 258200 0 35973
MARRIOTT INTERNATIONAL CL A CL A 571903202 995 31270 31270 0 0 0 10523 0 20747
MARTEK BIOSCIENCES CORP COM 572901106 0 0 0 0 0 0 0 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1 25 25 0 0 0 25 0 0
MASCO CORP COM 574599106 264960 14229841 12458879 1000240 76880 0 8627105 138290 4926294
MASTEC INC COM 576323109 0 0 0 0 0 0 0 0 0
MATSUSHITA ELEC IND ADR ADR 576879209 192 22552 22552 0 0 0 9000 0 13552
MATTEL INC COM 577081102 39434 1752604 1721425 0 10180 0 1368080 0 337565
MAXIM INTEGRATED PRODUCTS COM 57772K101 112177 3105683 2738945 193640 10280 0 1926412 22660 1009493
MAXYGEN INC COM 577776107 740 101899 85999 0 200 0 68900 0 5199
MAY DEPARTMENT STORES CO COM 577778103 57774 2904668 2791432 0 7945 0 2420935 0 335127
MAVERICK TUBE CORP COM 577914104 348 18700 18700 0 0 0 18700 0 0
MAXIMUS INC COM 577933104 178 8400 8400 0 0 0 8400 0 0
MAYTAG CORP COM 578592107 131 6897 6897 0 0 0 0 0 6897
MCCLATCHY COMPANY CL A CL A 579489105 241 4500 4500 0 0 0 4500 0 0
MCCORMICK & CO NON VTG SHRS COM NON VTG 579780206 300 12413 12413 0 0 0 0 0 12413
MCDATA CORPORATION- CL A CL A 580031201 2352 273816 228916 0 800 0 187616 0 17500
MCDERMOTT INTL INC COM 580037109 17 5703 5703 0 0 0 0 0 5703
MCDONALD'S CORPORATION COM 580135101 51433 3556886 3504244 0 11700 0 2780421 0 652118
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
MCG CAPITAL CORP COM 58047P107 993 99400 82100 0 300 0 65600 0 7400
MCGRAW-HILL COMPANIES INC COM 580645109 5863 105469 101469 0 0 0 71600 0 17469
MCKESSON CORP COM 58155Q103 18616 746727 657597 63030 0 0 553837 0 132460
MEADWESTVACO CORP COM 583334107 4148 182070 182070 0 0 0 164276 0 17794
MEDIA GENERAL INC CL A CL A 584404107 227 4600 4600 0 0 0 4600 0 0
MEDICAL ACTION IND INC COM 58449L100 262 24300 20000 0 100 0 16300 0 1400
MEDICINES COMPANY COM 584688105 1775 95200 80200 0 200 0 66400 0 5700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2435 43800 36000 0 100 0 28700 0 3100
MEDIMMUNE INC COM 584699102 6025 183511 128621 54890 0 0 98886 0 77175
MEDTRONIC INC COM 585055106 305464 6770042 5797661 628368 23566 0 3992203 51284 2433348
MELLON FINANCIAL CORP COM 58551A108 6395 300795 300555 0 0 0 193660 0 107135
MEMBERWORKS INC COM 586002107 2411 116400 98700 0 300 0 77800 0 7400
MENTOR CORP COM 587188103 7242 423000 357200 0 1200 0 282700 0 26900
MERCK & CO INC COM 589331107 484954 8852757 8075701 426250 21462 0 6332988 31270 2013905
MERCURY COMPUTER SYSTEMS INC COM 589378108 4988 183400 151700 0 600 0 121800 0 13100
MERCURY INTERACTIVE CORP COM 589405109 17119 576784 497194 63190 0 0 447536 0 106088
MEREDITH CORP COM 589433101 305 7990 7690 0 0 0 3300 0 4390
MERISTAR HOSPITALITY CORP REIT COM 58984Y103 2611 765800 642900 0 2100 0 522600 0 40300
MERIT MEDICAL SYSTEMS INC COM 589889104 2254 118300 97800 0 400 0 78600 0 8300
MERITAGE CORPORATION COM 59001A102 0 0 0 0 0 0 0 0 0
MERRILL LYNCH & CO COM 590188108 22621 639020 618570 0 0 0 462871 0 114649
MESA AIR GROUP INC COM 590479101 2088 420200 353200 0 1200 0 281000 0 27100
MESABA HLDGS INC COM 59066B102 38 6800 6800 0 0 0 4900 0 0
METHODE ELECTRONICS CL A 591520200 2109 260400 221800 0 700 0 174800 0 15700
METLIFE INC COM 59156R108 25283 958418 910218 0 0 0 749700 0 108418
METTLER TOLEDO INTERNATIONAL COM 592688105 3720 124862 92072 32790 0 0 53822 0 66490
MICHAELS STORES INC COM 594087108 318 12716 12716 0 0 0 12716 0 0
MICROS SYSTEMS INC COM 594901100 12 500 500 0 0 0 500 0 0
MICROSOFT CORP COM 594918104 760538 31414225 28685464 1272490 110200 0 21481024 175630 7918705
MICROCHIP TECHNOLOGY INC COM 595017104 3711 186479 182579 0 0 0 179959 0 2620
MICROMUSE INC COM 595094103 2569 494000 0 0 0 0 0 0 0
MICRON TECHNOLOGY INC COM 595112103 439 53918 53918 0 0 0 0 0 53918
MICROSEMI CORP COM 595137100 219 20000 20000 0 0 0 20000 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
MID-AMER APT CMNTYS INC COM 59522J103 2958 124800 124800 0 0 0 120600 0 0
MID-ATLANTIC RLTY TR SH BEN INT 595232109 450 24700 24700 0 0 0 20800 0 0
MID ATLANTIC MEDICAL SVCS COM 59523C107 4659 114900 96900 0 300 0 80200 0 7300
MIDWEST EXPRESS HOLDINGS COM 597911106 2 1200 1200 0 0 0 1200 0 0
MILACRON INC COM 598709103 572 137900 114100 0 500 0 90500 0 11100
MILLENNIUM PHARMACEUTICALS COM 599902103 126 16000 16000 0 0 0 16000 0 0
MILLEA HOLDINGS INC - ADR ADR 60032R106 237 7696 7696 0 0 0 0 0 7696
MILLER (HERMAN) INC COM 600544100 2 105 105 0 0 0 105 0 0
MILLIPORE CORP COM 601073109 140 4281 4281 0 0 0 0 0 4281
MILLS CORP COM 601148109 29451 943949 941889 0 0 0 904155 0 39634
MIRANT CORP COM 604675108 73 45749 44449 0 0 0 8600 0 35849
MISSION WEST PPTYS INC COM 605203108 943 100300 84800 0 200 0 67800 0 4800
MITSUBISHI TOKYO FINAN ADR SPONSORED AD 606816106 140 37748 37748 0 0 0 0 0 37748
MOHAWK INDS INC COM 608190104 1 25 25 0 0 0 25 0 0
MOLEX INC COM 608554101 699 32527 32527 0 0 0 15500 0 17027
MOLEX INC - CL A CL A 608554200 1 60 60 0 0 0 60 0 0
MONOLITHIC SYSTEM TECH COM 609842109 6 800 800 0 0 0 800 0 0
MONSANTO COMPANY COM 61166W101 3473 211766 201866 0 0 0 148318 124 24124
MOODYS CORPORATION COM 615369105 620 13406 13406 0 0 0 0 0 13406
MOOG INC CL A CL A 615394202 1343 43900 39700 0 0 0 30000 0 1400
MORGAN STANLEY COM NEW 617446448 279538 7289132 6617845 347880 21485 0 4866011 39507 2060612
MSDW CALIF QUALITY MUNI SECS M CALIF QLTY M 61745P635 1 76 76 0 0 0 76 0 0
MOTHERS WORK INC COM 619903107 1329 60000 49600 0 200 0 39800 0 4200
MOTOROLA INC COM 620076109 18983 2298225 2258783 0 3905 0 1624572 0 521346
MOVIE GALLERY INC COM 624581104 1136 65200 53700 0 200 0 43300 0 4300
MUNIYIELD CALIF INSD FUND COM 62629L104 1 53 53 0 0 0 53 0 0
MYLAN LABORATORIES COM 628530107 20459 711600 671000 0 0 0 635400 0 57400
NBTY INC COM 628782104 4645 245000 205700 0 700 0 169100 0 15800
NCI BUILDING SYS INC COM 628852105 312 20100 20100 0 0 0 14400 0 0
NCR CORPORATION COM 6.29E+112 159 8679 8679 0 0 0 2 0 8677
NEC CORPORATION ADR ADR 629050204 27 8308 8308 0 0 0 0 0 8308
NPS PHARMACEUTICALS INC COM 62936P103 233 15100 15100 0 0 0 0 0 15100
NTT DOCOMO INC SPONS ADR 62942M201 360 19081 19081 0 0 0 59 0 19022
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
NABI BIOPHARMACEUTICALS COM 629519109 1127 187800 160900 0 500 0 126700 0 10400
NASDAQ 100 TR UNIT SER 1 631100104 760 30100 30100 0 0 0 30100 0 0
NASH FINCH CO COM 631158102 0 0 0 0 0 0 0 0 0
NATIONAL AUSTRALIA BANK ADR SPONSORED AD 632525408 26830 279770 275270 0 0 0 258689 0 16581
NATIONAL CITY CORP COM 635405103 80811 2901667 2690367 84000 0 0 2477776 0 164791
NATIONAL COMMERCE FINANCIAL CO COM 63545P104 4363 184101 184101 0 0 0 171271 0 12830
NATIONAL HEALTH REALTY INC COM 635905102 63 4700 4700 0 0 0 3400 0 0
NATIONAL FUEL GAS CO NJ COM 636180101 1802 82400 81000 0 0 0 81000 0 0
NATIONAL HEALTH INVESTORS REIT COM 63633D104 1902 123900 101700 0 400 0 82400 0 7500
NATIONAL OILWELL INC COM 637071101 2481 110800 110300 0 0 0 110300 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 274 16101 16101 0 0 0 0 0 16101
NATIONAL SERVICE INDS INC COM NEW 637657206 0 50 50 0 0 0 50 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 3020 235000 235000 0 0 0 235000 0 0
NAVISTAR INTERNATIONAL COM 6.39E+112 149 6037 6037 0 0 0 0 0 6037
NAVIGANT INTL INC COM 63935R108 975 92400 78700 0 200 0 62200 0 5200
NDCHEALTH CORP COM 639480102 0 0 0 0 0 0 0 0 0
NEOFORMA INC COM NEW 640475505 8 600 600 0 0 0 600 0 0
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NETBANK INC COM 640933107 206 22200 22200 0 0 0 0 0 22200
NETWORK ASSOCIATES INC COM 640938106 1041 75400 71500 0 0 0 71500 0 0
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NETSCREEN TECHNOLOGIES INC COM 64117V107 2995 178500 149400 0 500 0 122300 0 11600
NETWORK APPLIANCE INC COM 64120L104 337 30112 30112 0 0 0 0 0 30112
NEUROCRINE BIOSCIENCES INC COM 64125C109 1337 32100 27400 0 100 0 23200 0 1700
NEW CENTURY FINANCIAL CORP COM 64352D101 5503 176500 149200 0 500 0 117800 0 10900
NEW ENGLAND BUSINESS SERVICE COM 643872104 1746 68200 57700 0 200 0 45500 0 4400
NEW PLAN EXCEL REALTY TRUST COM 648053106 33258 1697700 1697700 0 0 0 1697700 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 393 13200 13200 0 0 0 13200 0 0
NEW YORK TIMES CO CL A 650111107 579 13413 13413 0 0 0 0 0 13413
NEWELL RUBBERMAID INC COM 651229106 122087 4306418 3963869 96180 16000 0 2761593 34690 1307546
NEWFIELD EXPL CO COM 651290108 51 1500 1400 0 0 0 1400 0 0
NEWHALL LAND & FARMING CO CAL DEPOSITARY R 651426108 413 14200 14200 0 0 0 14200 0 0
NEWMONT MINING CORP HLDG CO COM 651639106 932 35641 35641 0 0 0 0 0 35641
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
NEWS CORPORATION LIMITED ADR ADR NEW 652487703 101 3904 3904 0 0 0 34 0 3870
NEXTEL COMMUNICATIONS INC CL A 65332V103 32207 2405303 2267233 70170 0 0 2000180 0 239123
NEXTEL PARTNERS INC CL A 65333F107 1038 205900 170000 0 600 0 136900 0 13900
NICOR INC COM 654086107 2292 83893 73293 0 0 0 69400 0 3893
NIKE INC CL B 654106103 1476 28703 28703 0 0 0 5186 0 23517
99 CENTS ONLY STORES COM 65440K106 5956 233577 151577 82000 0 0 133678 0 88599
NTT ADR SPONSORED AD 654624105 34575 2036234 2003782 0 0 0 1891713 0 112069
NISOURCE INC COM 65473P105 402 22084 22084 0 0 0 0 0 22084
NISSAN MOTORS ADR SPONSORED AD 654744408 188 14124 14124 0 0 0 68 0 14056
NOKIA OYJ ADR SPONSORED AD 654902204 7461 532573 354934 0 0 0 254214 0 101059
NOBLE ENERGY INC COM 655044105 1999 58300 58300 0 0 0 58300 0 0
NOMURA HOLDINGS INC ADR SPONSORED AD 65535H208 158 15247 15247 0 0 0 66 0 15181
NORDSTROM INC COM 655664100 195 12054 12054 0 0 0 0 0 12054
NORFOLK SOUTHERN CORP COM 655844108 832 44833 44433 0 0 0 9950 0 34483
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NORTH FORK BANCORPORATION COM 659424105 3859 131023 130423 0 0 0 107755 0 22668
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NORTHWESTERN CORPORATION COM 668074107 211 100300 99800 0 500 0 67800 0 11600
NOVARTIS ADR SPONSORED AD 66987V109 54507 1470766 1447097 0 0 0 1374470 0 72627
NOVELL INC COM 670006105 70 32678 32678 0 0 0 0 0 32678
NOVELLUS SYSTEMS INC COM 670008101 3896 142874 129934 12940 0 0 102325 0 38549
NOVEN PHARMACEUTICALS INC COM 670009109 0 0 0 0 0 0 0 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1900 188700 167800 0 400 0 127600 0 8500
NSTAR COM 6.70E+111 532 13300 12800 0 0 0 12800 0 0
NUCOR CORP COM 670346105 12154 318418 302218 0 0 0 261300 0 35518
NUEVO ENERGY CO COM 670509108 2691 198600 168800 0 500 0 132700 0 12200
NUTRACEUTICAL INTL CORP COM 67060Y101 47 6100 6100 0 0 0 4400 0 0
NVIDIA CORP COM 67066G104 180 13990 13990 0 0 0 0 0 13990
NUVEEN INVESTMENTS INC CL A 67090F106 40 1800 1800 0 0 0 1800 0 0
NUVEEN CALIF SELECT QUALITY COM 670975101 2 112 112 0 0 0 112 0 0
NUVEEN CALIF QUALITY INC MUN COM 670985100 5 331 331 0 0 0 331 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
OSI SYSTEMS INC COM 671044105 759 48000 48000 0 0 0 40200 0 0
OAKLEY INC COM 673662102 106 12900 12900 0 0 0 0 0 12900
OCCIDENTAL PETROLEUM CORP COM 674599105 104716 3495185 3316885 0 0 0 2969140 0 174045
OCEAN ENERGY INC TEX*OLD COM 67481E106O 552 27600 24600 0 0 0 24600 0 0
OCEANEERING INTL INC COM 675232102 739 33800 28600 0 100 0 21500 0 4400
OCEANFIRST FINANCIAL CORP COM 675234108 1270 59700 50400 0 200 0 39500 0 3800
OCTEL CORP COM 675727101 920 63500 54100 0 200 0 42800 0 3700
OCULAR SCIENCES INC COM 675744106 0 0 0 0 0 0 0 0 0
ODYSSEY RE HOLDINGS CORP COM 67612W108 9 500 500 0 0 0 500 0 0
OFFICE DEPOT INC COM 676220106 22164 1873529 1830952 0 7317 0 1510205 0 324749
OFFICEMAX INC COM 67622M108 12 2400 2400 0 0 0 2400 0 0
OIL STATES INTERNATIONAL INC COM 678026105 2381 198400 169800 0 500 0 133300 0 12100
OLD DOMINION FREIGHT LINE COM 679580100 1836 58300 48100 0 200 0 38200 0 4500
OLD REPUBLIC INTERNATIONAL COR COM 680223104 24250 906550 860450 0 0 0 785450 0 30300
OMNICOM GROUP COM 681919106 3106 57329 55729 0 0 0 31092 0 16937
OMEGA HEALTHCARE INVS INC COM 681936100 59 25800 25800 0 0 0 18500 0 0
OMNIVISION TECHNOLOGIES COM 682128103 4706 227100 190700 0 600 0 156400 0 15000
OMNOVA SOLUTIONS INC COM 682129101 532 180400 155100 0 400 0 123400 0 8100
OPLINK COMMUNICATIONS INC COM 68375Q106 187 190939 190939 0 0 0 0 0 190939
ORACLE CORPORATION COM 68389X105 205431 18935441 16887928 1082000 55950 0 11938836 121770 5802032
OREGON STEEL MILLS INC COM 686079104 497 211363 179963 0 500 0 144200 0 10163
O'REILLY AUTOMOTIVE INC COM 686091109 582 21500 21500 0 0 0 0 0 21500
ORIENTAL FINANCIAL GROUP COM 68618W100 1750 81001 68426 0 200 0 54251 0 5250
ORIX CORP ADR SPONSORED AD 686330101 117 4440 4440 0 0 0 0 0 4440
OVERLAND STORAGE INC COM 690310107 1594 110900 93600 0 300 0 73900 0 7000
OVERSTOCK.COM INC COM 690370101 11 1100 1100 0 0 0 0 0 1100
OVERTURE SERVICES INC COM 69039R100 0 0 0 0 0 0 0 0 0
OWENS & MINOR INC COM 690732102 12 700 700 0 0 0 0 0 700
OWENS-ILLINOIS INC COM NEW 690768403 165 18300 17400 0 0 0 17400 0 0
OXFORD HEALTH PLANS INC COM 691471106 23772 783000 751000 0 0 0 697200 0 49600
PDI INC COM 69329V100 297 40100 35100 0 100 0 27400 0 1700
PG&E CORP COM 69331C108 16947 1260014 1200814 0 0 0 1056646 0 74968
PFF BANCORP INC COM 69331W104 379 11800 11800 0 0 0 8800 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
PF CHANG'S CHINA BISTRO INC COM 69333Y108 255 6900 6900 0 0 0 6900 0 0
PLX TECHNOLOGY INC COM 693417107 409 172000 141700 0 500 0 113100 0 12600
PMA CAPITAL A CL A 693419202 393 58000 52200 0 100 0 39000 0 3300
PMC-SIERRA INC COM 69344F106 1163 195503 14903 0 0 0 0 0 14903
PMI GROUP INC (THE) COM 69344M101 181129 7089206 6214140 481810 36340 0 4420302 66800 2317998
PNC FINANCIAL SERVICES GROUP COM 693475105 6154 145219 97419 47000 0 0 119185 0 25234
POHANG IRON & STEEL CO ADR SPONSORED AD 693483109 91 4615 4615 0 0 0 0 0 4615
PPG INDUSTRIES INC COM 693506107 122335 2713729 2361175 199490 9830 0 1638576 21480 931489
PPL CORPORATION COM 69351T106 2207 61991 59791 0 0 0 37100 0 14891
PS BUSINESS PKS INC CALIF COM 69360J107 381 12800 12800 0 0 0 12800 0 0
PSS WORLD MED INC COM 69366A100 1769 271300 231500 0 700 0 183100 0 15900
PTEK HOLDINGS INC COM 69366M104 21 5600 5600 0 0 0 3900 0 1700
PACCAR INC COM 693718108 541 10755 10655 0 0 0 400 0 10255
PACIFIC CAP BANCORP COM 69404P101 3542 117800 98700 0 300 0 78200 0 7700
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 31 1500 1500 0 0 0 1500 0 0
PACIFICARE HEALTH SYS DEL COM 695112102 488 20200 20200 0 0 0 16500 0 2000
PACKETEER INC COM 695210104 1414 144300 119300 0 400 0 96100 0 9900
PACTIV CORPORATION COM 695257105 6422 316346 295946 0 0 0 281920 0 14026
PALL CORPORATION COM 696429307 220 11001 11001 0 0 0 39 0 10962
PALM INC COM NEW 696642206 10 1018 1018 0 0 0 1018 0 0
PANAMSAT CORP COM 697933109 810 57400 56300 0 0 0 56300 0 0
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 55990 1479248 1474668 0 0 0 1253711 0 224757
PANERA BREAD CO CL A CL A 69840W108 220 7200 7200 0 0 0 7200 0 0
PAPA JOHNS INTL INC COM 698813102 8102 323700 274400 0 900 0 216800 0 20500
PARAMETRIC TECHNOLOGY CORP COM 699173100 51 23316 23316 0 0 0 0 0 23316
PARK PL ENTMT CORP COM 700690100 108 15200 13800 0 0 0 13800 0 0
PARKER HANNIFIN CORP COM 701094104 3960 102221 102221 0 0 0 84826 0 17395
PARKWAY PROPERTIES INC-MD COM 70159Q104 211 5600 5600 0 0 0 5600 0 0
PARTHUSCEVA INC COM 7.02E+110 0 2 2 0 0 0 1 0 1
PATINA OIL & GAS CORP COM 703224105 26 800 800 0 0 0 800 0 0
PATTERSON - UTI ENERGY INC COM 703481101 359 11100 11100 0 0 0 11100 0 0
PAXAR CORP COM 704227107 106 9300 8700 0 600 0 3600 0 5700
PAYCHEX INC COM 704326107 2907 105820 80040 25780 0 0 43170 0 59150
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
PAYLESS SHOESOURCE INC COM 704379106 5900 377000 311600 0 1200 0 248900 0 28200
PEC SOLUTIONS INC COM 705107100 0 0 0 0 0 0 0 0 0
J. C. PENNEY CO COM 708160106 56184 2860677 2782357 0 0 0 2394895 0 358282
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 3968 138500 138500 0 0 0 138500 0 0
PENTAIR INC COM 709631105 1 41 41 0 0 0 41 0 0
PEOPLES ENERGY CORP COM 711030106 3027 84621 71821 0 200 0 55700 0 9321
PEOPLES HOLDING COMPANY COM 711148106 290 6800 5700 0 0 0 4600 0 300
PEOPLESOFT INC COM 712713106 504 32947 32947 0 0 0 5177 0 27770
PEP BOYS-MANNY MOE & JACK COM 713278109 3756 494200 420800 0 1300 0 330600 0 29900
PEPCO HOLDINGS INC COM 713291102 1 77 76 0 0 0 76 0 0
PEPSI BOTTLING GROUP INC COM 713409100 3856 215083 206383 0 0 0 162100 0 41283
PEPSICO INC COM 713448108 336503 8412579 7453239 515240 38460 0 5301862 68840 2638307
PER-SE TECHNOLOGIES INC COM NEW 713569309 990 124500 105800 0 300 0 83400 0 7900
PERFORMANCE FOOD GROUP CO COM 713755106 2773 90450 66340 24110 0 0 52440 0 34610
PERKINELMER INC COM 714046109 100 11209 11209 0 0 0 0 0 11209
PERRIGO CO COM 714290103 2810 236500 204700 0 600 0 164600 0 12900
PETCO ANIMAL SUPPLIES INC COM NEW 716016209 153 8100 8100 0 0 0 8100 0 0
PETROLEO BRASILEIRO SA ADR SPONSORED AD 71654V408 14698 970148 952625 0 0 0 908363 0 44262
PETROLEUM DEVELOPMENT CORP COM 716578109 5 800 800 0 0 0 300 0 500
PETSMART INC COM 716768106 27 2141 2141 0 0 0 2141 0 0
PFIZER INC COM 717081103 531620 17060966 15441996 783600 68450 0 11205478 108985 4742615
PHARMACEUTICAL PROD DEV INC COM 717124101 102 3800 3800 0 0 0 3800 0 0
PHARMACEUTICAL RESOURCES INC COM 717125108 1219 28700 24200 0 100 0 20100 0 1700
PHARMACIA CORPORATION*OLD COM 71713U102O 54764 1264747 1219251 500 4090 0 910538 0 245728
PHELPS DODGE CORP COM 717265102 115692 3561940 3109967 271900 13625 0 2135964 27760 1270613
PHILIP MORRIS COMPANIES INC*OL COM 718154107 0 0 0 0 0 0 0 0 0
PHILLIPS-VAN HEUSEN COM 718592108 2687 217600 186800 0 500 0 145800 0 13000
PHOENIX COMPANIES INC COM 7.19E+113 17 2300 2300 0 0 0 2300 0 0
PIEDMONT NATURAL GAS COM 720186105 2279 63930 63930 0 0 0 58390 0 5540
PIER 1 IMPORTS INC COM 720279108 4742 299000 279500 0 0 0 279500 0 0
PINNACLE ENTMT INC COM 723456109 510 104600 93100 0 0 0 70400 0 5200
PINNACLE SYSTEMS INC COM 723481107 2538 243800 201900 0 800 0 161900 0 17300
PINNACLE WEST CAPITAL CORP COM 723484101 266 8006 8006 0 0 0 0 0 8006
SECURITY TITLE OF MKT VAL DISC DISC DISC MNGR VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER SOLE SHARED NONE
----------- -------- ----- ------- --- ---- ------ ----- ---- ------ ------ ------
PIONEER NAT RES CO COM 723787107 302 12033 12033 0 0 0 12033 0 0
PITNEY BOWES INC COM 724479100 4705 147387 140987 0 0 0 102100 0 21487
PITTSTON CO*OLD COM BRINKS G 725701106O 3896 281100 250000 0 600 0 208200 0 15300
PIXAR COM 725811103 162 3000 3000 0 0 0 3000 0 0
PIXELWORKS INC COM 72581M107 17 3100 3100 0 0 0 3100 0 0
PLANTRONICS INC COM 727493108 262 17900 17400 0 0 0 17400 0 0
PLAYBOY ENTERPRISES INC CL B 728117300 65 7600 7600 0 0 0 5500 0 0
PLAYTEX PRODS INC COM 72813P100 662 82100 74800 0 200 0 57200 0 3400
PLEXUS CORP COM 729132100 215 23500 23500 0 0 0 17300 0 6200
PLUM CREEK TIMBER CO INC COM 729251108 3782 175190 175055 0 0 0 109905 0 65150
POLARIS INDUSTRIES INC COM 731068102 4930 99148 84648 0 200 0 71348 0 5700
PORT FINANCIAL CORPORATION COM 734119100 1204 25200 21600 0 100 0 16900 0 1500
PORTAL SOFTWARE INC COM 736126103 0 333 0 0 0 0 0 0 0
PORTUGAL TELECOM SGPS ADR SPONSORED AD 737273102 32424 4754270 4675620 0 0 0 4433121 0 242499
POSSIS MEDICAL INC COM 737407106 2002 123900 101900 0 400 0 81600 0 8600
POST PROPERTIES INC REIT COM 737464107 5989 248000 239700 0 200 0 223500 0 2900
POWELL INDUSTRIES INC COM 739128106 372 27100 22400 0 100 0 18283 0 1617
POWER INTEGRATIONS INC COM 739276103 4739 228600 188900 0 700 0 151500 0 16300
POWER-ONE INC COM 739308104 31 7065 7065 0 0 0 0 0 7065
PRAXAIR INC COM 74005P104 251992 4471902 3959114 292665 16590 0 2776106 35990 1505163
PRECISION CASTPARTS CORP COM 740189105 1866 78300 69700 0 0 0 69700 0 0
PRECISION DRILLING CORP COM 74022D100 337 10100 10100 0 0 0 10100 0 0
PRENTISS PROPERTIES TRUST REIT SH BEN INT 740706106 29746 1097644 1095695 0 0 0 1008328 0 88967
PRESIDENTIAL LIFE CORP COM 740884101 1070 170100 144700 0 400 0 113700 0 10300
PRICE COMMUNICATIONS CORP COM NEW 741437305 2003 167500 146500 0 400 0 112800 0 8800
T ROWE PRICE GROUP INC COM 74144T108 294 10837 10837 0 0 0 0 0 10837
PRIDE INTERNATIONAL INC COM 74153Q102 6 463 463 0 0 0 463 0 0
PRIME MED SVCS INC COM 74156D108 700 95000 81000 0 200 0 63600 0 5800
PRIME HOSPITALITY CORP COM 741917108 138 26800 26800 0 0 0 26800 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1671 61567 61567 0 0 0 33146 0 28421
PRIORITY HEALTHCARE CORP CL B 74264T102 16 600 600 0 0 0 600 0 0
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PRIVATEBANCORP INC COM 742962103 314 13700 11900 0 0 0 9250 0 600
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- -------- ------- ----
PROGRESS ENERGY INC COM 743263105 6267 160071 159901 0 0 0
PROGRESS SOFTWARE CORP COM 743312100 11 600 600 0 0 0
PROGRESSIVE CORP COM 743315103 3438 57969 55669 0 0 0
PROLOGIS SH BEN INT 743410102 80256 3169684 3157787 0 0 0
PROSPERITY BANCSHARES INC COM 743606105 801 48300 41100 0 100 0
PROTECTIVE LIFE CORP COM 743674103 942 33000 32700 0 0 0
PROTEIN DESIGN LABS INC COM 74369L103 66 8900 8900 0 0 0
PROVIDENT BANKSHARES CORP COM 743859100 3817 165400 140900 0 400 0
PROVIDENT FINL GROUP INC COM 743866105 23 1100 1100 0 0 0
PROVIDENT FINANCIAL HOLDINGS COM 743868101 9 300 300 0 0 0
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PROVIDIAN FINANCIAL CORP COM 74406A102 717 109274 108174 0 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1473 50353 50353 0 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 3597 98034 93634 0 0 0
PUBLIC STORAGE INC REIT COM 74460D109 10763 355220 354227 0 0 0
PUBLIC STORAGE DEP CL A COM A DP1/10 74460D729 4420 161299 161299 0 0 0
PUGET ENERGY INC COM 745310102 104 4900 4300 0 0 0
PULTE HOMES INC COM 745867101 272 5415 5415 0 0 0
QLOGIC CORP COM 747277101 22783 613425 565655 25570 0 0
QUALCOMM INC COM 747525103 216053 6001459 5338134 347786 17760 0
QUALITY SYSTEMS INC COM 747582104 1056 41400 35000 0 100 0
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QUEST DIAGNOSTICS INC COM 74834L100 3693 61862 61862 0 0 0
QUEST SOFTWARE INC COM 74834T103 281 31200 31200 0 0 0
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R&G FINANCIAL CORP CL B CL B 749136107 2495 113400 95900 0 300 0
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RPM INTERNATIONAL INC COM 749685103 1200 114300 112400 0 0 0
RSA SECURITY INC COM 749719100 281 39610 39610 0 0 0
RTI INTERNATIONAL METALS INC COM 74973W107 1617 165000 140700 0 400 0
SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ ------
PROGRESS ENERGY INC 104326 0 55745
PROGRESS SOFTWARE CORP 600 0 0
PROGRESSIVE CORP 24300 0 19669
PROLOGIS 2801480 0 363907
PROSPERITY BANCSHARES INC 32700 0 2600
PROTECTIVE LIFE CORP 15900 0 16800
PROTEIN DESIGN LABS INC 6600 0 0
PROVIDENT BANKSHARES CORP 110900 0 10100
PROVIDENT FINL GROUP INC 1100 0 0
PROVIDENT FINANCIAL HOLDINGS 100 0 200
PROVINCE HEALTHCARE CO 0 0 0
PROVIDIAN FINANCIAL CORP 81300 0 26874
PRUDENTIAL FINANCIAL INC 123 0 50230
PUBLIC SERVICE ENTERPRISE GROU 52200 0 20334
PUBLIC STORAGE INC REIT 282004 0 72723
PUBLIC STORAGE DEP CL A 160500 0 799
PUGET ENERGY INC 4300 0 0
PULTE HOMES INC 0 0 5415
QLOGIC CORP 514600 0 71235
QUALCOMM INC 3860463 39300 1806577
QUALITY SYSTEMS INC 27500 0 2600
QUANEX CORP 78600 0 6400
QUEST DIAGNOSTICS INC 48650 0 13212
QUEST SOFTWARE INC 31200 0 0
QUESTAR CORP 34000 0 0
QUINTILES TRANSNATIONAL CORP 25189 0 10506
QUIXOTE CORP 15100 0 1100
QWEST COMMUNICATIONS INTL INC 395422 0 152922
R&G FINANCIAL CORP CL B 75800 0 7100
RFS HOTEL INVESTORS INC 618000 0 1500
RPM INTERNATIONAL INC 112400 0 0
RSA SECURITY INC 39610 0 0
RTI INTERNATIONAL METALS INC 110800 0 9900
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ ---------- ------- ------- ------- ------ ----- ----
RF MICRO DEVICES INC COM 749941100 6548 1089996 1089996 0 0 0
RACING CHAMPIONS ERTL CORP*OLD COM 750069106O 2795 182100 154500 0 500 0
RADIAN GROUP INC COM 750236101 317282 9505154 8379919 596066 54028 0
RADIANT SYSTEMS INC COM 75025N102 616 83300 69000 0 200 0
RADIO ONE INC CL D WI CL D NON VTG 75040P405 260 19600 19600 0 0 0
RADIOSHACK CORPORATION COM 750438103 2159 96844 94144 0 0 0
RADISYS CORP COM 750459109 509 76700 64800 0 200 0
RAINBOW TECHNOLOGIES INC COM 750862104 1668 176700 150500 0 500 0
RAINDANCE COMMUNICATIONS INC COM 75086X106 0 0 0 0 0 0
RAMBUS INC DEL COM 750917106 16 1200 1200 0 0 0
RALCORP HLDGS INC COM 751028101 8908 342100 290900 0 900 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN I 751452202 10976 499600 499600 0 0 0
RANGE RESOURCES CORP COM 75281A109 629 110100 91300 0 400 0
RAYMOND JAMES FINANCIAL INC COM 754730109 375 14500 14500 0 0 0
RAYONIER INC COM 754907103 983 22300 22200 0 0 0
RAYTHEON COMPANY COM NEW 755111507 28146 992093 981210 0 4647 0
READERS DIGEST ASSN INC COM 755267101 172 16800 14900 0 0 0
REALTY INCOME CORP COM 756109104 747 20900 20900 0 0 0
RECKSON ASSOCIATES REALTY REIT COM 75621K106 791 42100 42100 0 0 0
RED HAT INC COM 756577102 1006 185300 152400 0 600 0
REEBOK INTERNATIONAL LTD COM 758110100 174 5285 5285 0 0 0
REED ELSEVIER PLC-SPONS ADR SPONSORED AD 758205108 1 35 35 0 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 278 15500 15500 0 0 0
REGENCY CENTERS CORP COM 758849103 13315 404111 390232 0 200 0
REGENT COMMUNICATIONS INC COM 758865109 479 100900 84600 0 600 0
REGIONS FINANCIAL CORP COM 758940100 877 27075 26075 0 0 0
REGISTER.COM INC COM 75914G101 0 0 0 0 0 0
RELIANT RESOURCES INC COM 75952B105 27 7501 6601 0 0 0
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RENT A CTR INC COM 76009N100 7174 130600 116600 0 100 0
RENT WAY INC COM 76009U104 7 1900 1900 0 0 0
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ -------
RF MICRO DEVICES INC 100 0 698849
RACING CHAMPIONS ERTL CORP*OLD 122300 0 11500
RADIAN GROUP INC 5720998 96942 3321463
RADIANT SYSTEMS INC 55800 0 5500
RADIO ONE INC CL D WI 19600 0 0
RADIOSHACK CORPORATION 65200 0 15344
RADISYS CORP 51900 0 3900
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RAMBUS INC DEL 0 0 1200
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RAYONIER INC 22200 0 0
RAYTHEON COMPANY 782755 0 207327
READERS DIGEST ASSN INC 14900 0 0
REALTY INCOME CORP 20900 0 0
RECKSON ASSOCIATES REALTY REIT 42100 0 0
RED HAT INC 122500 0 12500
REEBOK INTERNATIONAL LTD 0 0 5285
REED ELSEVIER PLC-SPONS ADR 35 0 0
REGAL ENTERTAINMENT GROUP 15500 0 0
REGENCY CENTERS CORP 333229 0 50803
REGENT COMMUNICATIONS INC 66200 0 10100
REGIONS FINANCIAL CORP 6500 0 19575
REGISTER.COM INC 0 0 0
RELIANT RESOURCES INC 6601 0 0
RENAISSANCE LEARNING INC 27000 0 2500
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RENT A CTR INC 105400 0 3500
RENT WAY INC 1900 0 0
REPSOL YPF SA ADR 1144008 0 81297
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- -------- -------- ------ ----- ----
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ ------
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REPUBLIC BANCORP 20790 0 0
REPUBLIC SVCS INC 139195 0 900
REX STORES CORP 22400 0 2500
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REYNOLDS R J TOB HLDGS INC 0 0 7529
RIGHT MANAGEMENT CONSULTANTS 136900 0 13100
RIO TINTO PLC ADR 8 0 0
RITE AID CORP 21800 0 0
RIVERSTONE NETWORKS INC 0 0 0
ROBERT HALF INTERNATIONAL INC 183 0 15375
ROCK-TENN COMPANY 10300 0 0
ROCKWELL AUTOMATION INC 406975 0 57744
ROCKWELL COLLINS 6100 0 30029
ROHM & HAAS CO 84010 0 27445
ROPER INDUSTRIES INC 44 0 0
ROSLYN BANCORP INC 84000 0 0
ROSS STORES INC 568200 0 59000
ROUSE CO 333225 0 122660
ROWAN COS INC 95 0 8298
ROXIO INC 0 0 0
ROYAL BK CDA MONTREAL QUE 29700 0 0
ROYAL DUTCH PETROLEUM CO. ADR 447595 0 111440
RUSSELL CORP 134400 0 12100
RYANS FAMILY STEAK HOUSE INC 239600 0 22700
RYDER SYSTEM INC 72100 0 5505
RYLAND GROUP INC 27800 0 2000
SBC COMMUNICATIONS INC 7631054 40220 2555880
SEMCO ENERGY INC 72137 0 4900
SI INTERNATIONAL INC 0 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
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SK TELECOM ADR SPONSORED AD 78440P108 145 10615 10615 0 0 0
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ ------
SKF AB ADR 50 0 0
SK TELECOM ADR 0 0 10615
SL GREEN REALTY CORP REIT 1583465 0 188125
SLM CORP 24920 0 15938
S & P 500 DEPOSITORY RECEIPTS 30801 0 0
SPX CORP 866 0 212000
S1 CORPORATION 51355 0 6100
SRA INTERNATIONAL INC CLASS A 12511 0 0
SABRE HOLDINGS CORP 0 0 12659
SAFECO CORP 75 0 12262
SAFENET INC 59300 0 6200
SAFEWAY INC 777906 0 533034
SAGA COMMUNICATIONS INC - CL A 4000 0 0
ST JUDE MEDICAL INC 37210 0 15955
ST MARY LAND & EXPLORATION 105100 0 10900
ST PAUL COMPANIES 11700 0 20259
SAKS INC 186400 0 0
SALEM COMMUNICATIONS CORP DEL 0 0 600
SALTON INC 16700 0 0
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SANDERSON FARMS INC 20700 0 2000
SANDISK CORP 285700 0 21500
SANMINA- SCI CORP 675318 30650 853500
SAP AG ADR 1155 0 0
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SATYAM COMPUTER SERVICE ADR 97 0 0
SAUL CTRS INC 9000 0 0
SAVVIS COMMUNICATIONS CORP 0 0 743903
SAXON CAPITAL INC 67900 0 6000
SCANA CORP 42600 0 0
SCANSOURCE INC 0 0 0
SCHEIN HENRY INC 119600 0 28060
SCHERING-PLOUGH CORPORATION 2146489 0 486066
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
SCHLUMBERGER LTD COM 806857108 61658 1622141 1277787 272320 12580 0
SCHNITZER STEEL INDS INC-A CL A 806882106 334 13700 11900 0 0 0
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SERVICE CORP INTERNATIONAL COM 817565104 3973 1429200 1220300 0 3600 0
SERVICEMASTER COMPANY COM 81760N109 704 70400 68600 0 0 0
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SIEBEL SYSTEMS INC COM 826170102 42684 5328873 4782333 284170 19690 0
SIERRA HEALTH SERVICES COM 826322109 4 300 300 0 0 0
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SILICON LABORATORIES COM 826919102 6770 258900 218700 0 500 0
SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ -------
SCHLUMBERGER LTD 861285 18925 698087
SCHNITZER STEEL INDS INC-A 9300 0 600
SCHULMAN (A) INC 5100 0 0
SCHWAB (CHARLES) CORP 49088 0 119216
SCHWEITZER-MAUDUIT INTL INC 80900 0 7900
SCIENTIFIC-ATLANTA INC 9000 0 13565
SCIENTIFIC GAMES CORP-A 37400 0 0
SCIOS INC*OLD 0 0 0
SCOTTISH POWER PLC ADR 1759271 0 102977
SCS TRANSPORTATION INC 5900 0 0
SEALED AIR CORP 0 0 7428
SEARS ROEBUCK & CO 132435 0 28865
SELECTIVE INSURANCE GROUP 23906 0 0
SEMTECH CORP 14700 0 0
SEMPRA ENERGY 1070100 0 74686
SENIOR HSG PPTYS TR 2383330 0 160163
SENSIENT TECHNOLOGIES CORP 91800 0 1700
SERENA SOFTWARE INC 35300 0 1900
SEROLOGICALS CORP 7400 0 0
SERVICE CORP INTERNATIONAL 964400 0 84200
SERVICEMASTER COMPANY 68600 0 0
SHARPER IMAGE CORP 3500 0 0
SHELL TRANSPORT & TRADING CO A 1011015 0 54435
SHERWIN-WILLIAMS CO 1211300 0 67720
SHOE CARNIVAL INC 39300 0 3700
SHOPKO STORES INC 262700 0 22900
SHUFFLE MASTER INC 27 0 1100
SHURGARD STORAGE CENTERS INC R 568255 0 12110
SICOR INC 20425 0 22700
SIEBEL SYSTEMS INC 3250727 42540 1851246
SIERRA HEALTH SERVICES 300 0 0
SIGMA-ALDRICH 300 0 6361
SILICON LABORATORIES 189100 0 12900
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ----------- --------- ------- ------- ------- ------ ----- ----
SILGAN HOLDINGS INC COM 827048109 1756 79200 68800 0 200 0
SILICON STORAGE TECHNOLOGY INC COM 827057100 0 77 77 0 0 0
SILICON IMAGE INC COM 82705T102 0 0 0 0 0 0
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SIMON PROPERTY GROUP INC REIT COM 828806109 82416 2300202 2293058 0 0 0
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SKY FINL GROUP INC COM 83080P103 217 11044 11044 0 0 0
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SKYWORKS SOLUTIONS INC COM 83088M102 264 42400 42400 0 0 0
SMITH AO COM 831865209 5816 217000 185600 0 600 0
SMITH INTERNATIONAL INC COM 832110100 1134 32200 32200 0 0 0
JM SMUCKER CO COM NEW 832696405 4 119 7 112 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 21594 1621161 1564561 0 0 0
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SOLA INTERNATIONAL INC COM 834092108 19 1500 1500 0 0 0
SOLECTRON CORP COM 834182107 6169 2042853 1919187 0 0 0
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SONIC AUTOMOTIVE INC CL A 83545G102 26 1800 1800 0 0 0
SONIC SOLUTIONS COM 835460106 0 0 0 0 0 0
SONICWALL INC COM 835470105 81 22600 22600 0 0 0
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SONY CORPORATION ADR ADR NEW 835699307 33829 962975 946984 0 0 0
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SPANISH BROADCASTING SYS INC CL A 846425882 1673 272500 225000 0 900 0
SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ ------
SILGAN HOLDINGS INC 53000 0 5000
SILICON STORAGE TECHNOLOGY INC 77 0 0
SILICON IMAGE INC 0 0 0
SILICON VALLEY BANCSHARES 18521 0 0
SIMMONS FIRST NATIONAL CORP CL 0 0 200
SIMON PROPERTY GROUP INC REIT 2036678 0 261780
SINCLAIR BROADCAST GROUP INC 228300 0 23500
SIZELER PPTY INVS INC 69600 0 5100
SKY FINL GROUP INC 11044 0 0
SKYWEST INC 28332 0 0
SKYWORKS SOLUTIONS INC 42400 0 0
SMITH AO 145700 0 12700
SMITH INTERNATIONAL INC 32200 0 0
JM SMUCKER CO 119 0 0
SMURFIT-STONE CONTAINER CORP 1424141 0 101220
SNAP-ON INC 7100 0 5164
SOLA INTERNATIONAL INC 0 0 1500
SOLECTRON CORP 1644200 0 216887
SOLUTIA INC 560400 0 48600
SONIC AUTOMOTIVE INC 1800 0 0
SONIC SOLUTIONS 0 0 0
SONICWALL INC 0 0 22600
SONOCO PRODUCTS CO 188100 0 0
SONY CORPORATION ADR 890442 0 56542
SOUTHERN CO 28641 0 63304
SOUTHERN PERU COPPER CORP 40700 0 4400
SOUTHERN UNION COMPANY 34600 0 0
SOUTHTRUST CORP 48560 0 30656
SOUTHWEST AIRLINES 2532419 0 191986
SOUTHWEST BANCORP OF TEXAS 22 0 0
SOUTHWESTERN ENERGY COMPANY 15200 0 2200
SOVRAN SELF STORAGE INC REIT 470800 0 6400
SPANISH BROADCASTING SYS INC 180200 0 19300
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
SPARTAN MOTORS INC COM 846819100 61 7000 7000 0 0 0
SPECTRALINK CORP COM 847580107 688 93900 77700 0 300 0
SPINNAKER EXPL CO COM 84855W109 476 24518 24518 0 0 0
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STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 12056 506760 505968 0 0 0
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STATEN IS BANCORP INC COM 857550107 10572 708600 597400 0 1900 0
STATOIL ASA ADR SPONSORED AD 85771P102 18138 2367905 2323197 0 0 0
STEEL DYNAMICS INC COM 858119100 964 82300 68000 0 200 0
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STORA ENSO OYJ ADR SPON ADR REP 86210M106 22992 2488271 2444816 0 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 2784 137700 137100 0 0 0
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STRYKER CORP COM 863667101 5739 83595 70025 12770 0 0
SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ -------
SPARTAN MOTORS INC 5000 0 0
SPECTRALINK CORP 62700 0 6400
SPINNAKER EXPL CO 15418 0 9100
SPORTS AUTH INC 0 0 0
SPRINT CORP (FON GROUP) 2145365 0 204470
SPRINT CORP (PCS GROUP) 164572 0 90144
SS&C TECHNOLOGIES 33400 0 3200
STAGE STORES INC 87400 0 8500
STAMPS COM INC 11500 0 0
STANCORP FINL GROUP INC 164000 0 9400
STANDARD COML CORP 400 0 300
STANDARD MICROSYSTEMS CORP 86800 0 7900
STANDARD MOTOR PRODS 12000 0 1100
STANDARD-PACIFIC CORP 45 0 0
STANLEY WORKS 0 0 7831
STAPLES INC 2004400 0 188403
STARBUCKS CORP 714993 0 157549
STARWOOD HOTELS & RESORTS WORL 413647 0 92821
STATE STREET CORP 2939420 37460 1672161
STATEN IS BANCORP INC 472300 0 46000
STATOIL ASA ADR 2168748 0 154449
STEEL DYNAMICS INC 54400 0 5800
STEEL TECHNOLOGIES INC 87600 0 9700
STERIS CORP 122300 0 0
STERLING BANCORP NY 24640 0 2440
STERLING FINL CORP/SPOKANE 6300 0 0
STEWART ENTERPRISES INC 302800 0 26800
STEWART INFORMATION SVCS CORP 111400 0 10400
STONERIDGE INC 58400 0 5300
STORA ENSO OYJ ADR 2307778 0 137038
STORAGE TECHNOLOGY CORP 137100 0 0
STRAYER ED INC 4500 0 0
STRYKER CORP 46660 0 31335
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
SUMMIT PPTYS INC COM 866239106 24914 1346721 1344069 0 0 0
SUN COMMUNITIES INC REIT COM 866674104 383 10700 10700 0 0 0
SUN LIFE FINANCIALS COM 866796105 516 27500 27500 0 0 0
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SUNOCO INC COM 86764P109 247 6754 6754 0 0 0
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SUSQUEHANNA BANCSHARES INC PA COM 869099101 3147 151900 124900 0 500 0
SYKES ENTERPRISES INC COM 871237103 685 176100 145600 0 500 0
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SYMBOL TECHNOLOGIES INC COM 871508107 283 32857 32357 0 0 0
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TC PIPELINES LP UT COM LTD P 87233Q108 13 500 500 0 0 0
TDK CORP ADR AMERN DEP SH 872351408 16302 425408 417748 0 0 0
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TJX COMPANIES INC COM 872540109 4532 257514 244114 0 0 0
TMP WORLDWIDE INC*OLD COM 872941109O 106 9883 9883 0 0 0
TXU CORPORATION COM 873168108 5300 296914 280614 0 0 0
TAIWAN SEMICONDUCTOR ADR SPONSORED AD 874039100 225 32962 32937 0 0 0
TALBOTS INC COM 874161102 2238 86960 86960 0 0 0
TALX CORP COM 874918105 218 16700 16700 0 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 12771 413698 413698 0 0 0
SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ ------
SUMMIT PPTYS INC 1226554 0 119715
SUN COMMUNITIES INC REIT 10700 0 0
SUN LIFE FINANCIALS 27500 0 0
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SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ -------
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SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------ ------ -------
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TIBCO SOFTWARE INC 72 0 0
TIER TECHNOLOGIES INC CL B 29860 0 0
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SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ ------
TYCO INTERNATIONAL LTD 436252 0 189235
TYLER TECHNOLOGIES INC 12900 0 0
TYSON FOODS INC 37000 0 0
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UNITRIN INC 9600 0 0
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- ------- ------ ----- ----
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ ------
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SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ------------ --------- ------- ------- -------- ------ ----- ----
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ -------
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SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- ----------- --------- ------- ------- ------- ------ ----- ----
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
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WORLD ACCEPTANCE CORP 33700 0 2400
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WORTHINGTON INDUSTRIES 269000 0 28675
WRIGLEY (WM) JR CO 1991221 24680 1076889
WYETH 4373795 45580 2201687
XTO ENERGY INC 65599 0 9667
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- -------- --------- ------- ------- ------- ------ ----- ----
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ZALE CORP COM 988858106 29 900 900 0 0 0
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ACE LTD ORD G0070K103 28243 975572 964788 0 4612 0
AMDOCS LTD ORD G02602103 0 0 0 0 0 0
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FRESH DEL MONTE PRODUCE INC ORD G36738105 137 9000 9000 0 0 0
INGERSOLL-RAND CO CL A CL A G4776G101 267068 6920644 6062844 489480 26160 0
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SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- ------- ------ -------
XCEL ENERGY INC 300 0 35376
XILINX INC 365486 0 95213
XEROX CORP 493100 0 118840
YAHOO INC 877300 0 86227
XICOR INC 63 0 0
YELLOW CORP 14200 0 0
YORK INTERNATIONAL CORP 141200 0 14100
YOUNG BROADCASTING INC CL A 63800 0 6100
YUM! BRANDS INC 73340 0 70123
ZALE CORP 900 0 0
ZEBRA TECHNOLOGIES CORP CL A 5000 0 0
ZIMMER HOLDINGS INC 40360 0 17540
ZIONS BANCORPORATION 21620 0 24266
ZORAN CORP 0 0 62500
ZOLL MEDICAL CORP 68400 0 6900
ZOMAX INC MINN 74000 0 5600
DEUTSCHE BANK AG 488937 0 27460
ACE LTD 758482 0 215198
AMDOCS LTD 0 0 0
COOPER INDUSTRIES INC 0 0 8274
EVEREST RE GROUP LTD 12 0 0
FRESH DEL MONTE PRODUCE INC 9000 0 0
INGERSOLL-RAND CO CL A 4116681 56710 2473453
NABORS INDS LTD 0 0 12882
NOBLE CORP 310142 0 68158
RENAISSANCERE HOLDINGS LTD 4800 0 0
UTI WORLDWIDE INC 60000 0 36650
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XL CAPITAL LIMITED CL A 104928 0 47712
ALCON INC 19 0 0
MILLICOM INTL CELLULAR S.A. 0 32 0
PRECISE SOFTWARE 117310 0 70710
SECURITY TITLE OF MKT VAL DISC DISC DISC
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR
----------- -------- --------- -------- ---------- --------- -------- ------- ----
ASML HOLDING NV ADR N Y SHS N07059111 1 102 102 0 0 0
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-------- ---------- --------- -------- -------
27445153 1001925793 915501955 34273714 2367644
SECURITY VOTING VOTING VOTING
DESCRIPTION SOLE SHARED NONE
----------- --------- ------- ---------
ASML HOLDING NV ADR 102 0 0
STEINER LEISURE LTD 52 0 0
FLEXTRONICS INTL LTD 396773 0 105600
--------- ------- ---------
710056558 3503327 218569071