13F-HR
1
g84272ae13fvhr.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: June 30, 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 08/06/2003
------------------- -------------------- --------------
[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: 1,737
Form 13F Information Table Value Total: 33,030,803
List of Other Included Managers:
No. 13F File Number Name
13F Filing Report ICM,IRA,INVESCO NE Page 1
As of Date: 06/30/03
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
ABC BANCORP COM 400101 262 18500 14700 0 100 0 12100 0 700
ADC TELECOMMUNICATIONS INC COM 886101 397 172484 170684 0 0 0 99400 0 71284
ABN AMRO HOLDING NV ADR SPONSORED AD 937102 19062 998547 976325 0 0 0 905694 0 70631
AEW REAL ESTATE INCOME FUND CF COM 00104H107 1565 100000 100000 0 0 0 100000 0 0
AFLAC INC COM 1055102 1599 52014 52014 0 0 0 6380 0 45634
AGCO CORP COM 1084102 518 30323 29923 0 0 0 29923 0 0
AES CORPORATION COM 00130H105 346 54459 54459 0 0 0 0 0 54459
AMB PROPERTY CORP COM 00163T109 31143 1105550 1102797 0 0 0 874127 0 230270
AMLI RESIDENTIAL PROPERTIES SH BEN INT 1735109 4288 182100 182100 0 0 0 182100 0 0
AMN HEALTHCARE SERVICE COM 1744101 2096 165000 143600 0 400 0 113500 0 4400
AMR CORP/DEL COM 1765106 95 8600 8600 0 0 0 8600 0 0
AOL TIME WARNER COM 00184A105 54678 3398241 2148671 500770 0 0 1487485 0 906556
AT&T CORP COM NEW 1957505 41330 2147021 2047388 0 3005 0 1682114 0 338414
ATMI INC COM 00207R101 367 14700 14700 0 0 0 14700 0 0
AT&T WIRELESS SVCS INC COM 00209A106 13481 1642046 1588746 0 0 0 1166483 0 284463
AAIPHARMA INC COM 00252W104 6252 314800 262200 0 900 0 223500 0 10900
ABBOTT LABORATORIES COM 2824100 72326 1652782 1337957 2600 995 0 992863 0 274714
ABERCROMBIE & FITCH CO CL A CL A 2896207 2046 72000 72000 0 0 0 72000 0 0
ACADIA REALTY TRUST COM SH BEN I 4239109 640 69900 69900 0 0 0 69900 0 0
ACTEL CORP COM 4934105 1708 83000 67700 0 200 0 54500 0 5000
ACUITY BRANDS INC COM 00508Y102 256 14100 14100 0 0 0 12600 0 1500
ACXIOM CORP COM 5125109 1360 89200 89200 0 0 0 89200 0 0
ADOBE SYSTEMS INC COM 00724F101 1087 33909 33709 0 0 0 13100 0 20609
ADOLOR CORPORATION COM 00724X102 4412 359600 294900 0 1100 0 247300 0 13300
ADTRAN INC COM 00738A106 3066 59400 59000 0 0 0 58500 0 0
ADVANCE AUTO PARTS COM 00751Y106 9324 153100 13800 0 0 0 13800 0 0
ADVANCED DIGITAL INFO CORP COM 7525108 1945 196100 159300 0 600 0 132300 0 7500
ADVANCED FIBRE COMMUNICATION COM 00754A105 1751 106900 106900 0 0 0 106900 0 0
ADVANCED NEUROMODULATION SYS COM 00757T101 530 10300 10300 0 0 0 10300 0 0
ADVO INC COM 7585102 231 5200 5200 0 0 0 0 0 5200
ADVISORY BOARD CO/ THE COM 00762W107 4819 119700 97600 0 400 0 81300 0 4600
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
ADVANCED MEDICAL OPTICS COM 00763M108 1196 70124 58423 0 200 0 42122 0 10101
AEROFLEX INC COM 7768104 530 68960 68960 0 0 0 68960 0 0
ADVANCED MICRO DEVICES COM 7903107 289 45139 45139 0 0 0 14400 0 30739
AEGON NV AMER REG SHR ORD AMER REG 7924103 7 720 720 0 0 0 1 0 719
AETNA US HEALTHCARE INC -NEW COM 00817Y108 1602 26605 26605 0 0 0 13100 0 13505
AFFILIATED COMPUTER SVCS CL A CL A 8190100 7863 171940 44540 0 0 0 40090 0 4450
AFFILIATED MANAGERS GROUP COM 8252108 2222 36460 36260 0 0 0 36260 0 0
AFFYMETRIX INC COM 00826T108 181 9200 9200 0 0 0 9200 0 0
AGERE SYSTEMS INC CL A CL A 00845V100 2853 1224443 2243 0 0 0 0 0 2243
AGERE SYSTEMS INC CL B CL B 00845V209 127 55058 55058 0 0 0 12 0 55046
AGILENT TECHNOLOGIES INC COM 00846U101 910 46547 46347 0 0 0 4452 0 41895
AIR PRODUCTS & CHEMICALS INC COM 9158106 200232 4813275 4114200 377705 20380 0 2886646 39640 1636749
AIRGAS INC COM 9363102 4099 244700 214100 0 500 0 183000 0 6300
AIRTRAN HOLDINGS INC COM 00949P108 6422 613400 520500 0 1500 0 421800 0 19100
AKAMAI TECHNOLOGIES COM 00971T101 2401 502400 408300 0 1500 0 339100 0 19200
ALARIS MEDICAL SYSTEMS INC COM 11637105 5070 391500 323800 0 1100 0 274000 0 13900
ALASKA AIR GROUP INC COM 11659109 2409 112300 98000 0 200 0 85900 0 2900
ALBANY MOLECULAR RESEARCH COM 12423109 4580 304100 254700 0 800 0 207900 0 10000
ALBEMARLE CORP COM 12653101 4014 143500 125500 0 300 0 107000 0 3700
ALBERTO CULVER CO CL B CL B CONV 13068101 268 5241 5241 0 0 0 0 0 5241
ALBERTO CULVER CO CL A CL A 13068200 2 50 50 0 0 0 50 0 0
ALBERTSON'S INC COM 13104104 25339 1319735 1306064 0 2200 0 1075521 0 240758
ALCAN INC COM 13716105 447 14300 14300 0 0 0 14100 0 200
ALCOA INC COM 13817101 77061 3021993 1574973 0 1870 0 1190128 0 360880
ALEXANDRIA REAL EST EQUITIES COM 15271109 18239 405317 404508 0 0 0 337868 0 67240
ALLEGHENY ENERGY INC COM 17361106 157 18599 18599 0 0 0 7476 0 11123
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1704 258136 212236 0 700 0 171400 0 16536
ALLERGAN INC COM 18490102 900 11676 11676 0 0 0 100 0 11576
ALLIANCE GAMING CORP COM NEW 01859P609 635 33600 33600 0 0 0 33600 0 0
ALLIANCE RESOURCE PARTERNS UT LTD PART 01877R108 11 400 400 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 389 7500 7500 0 0 0 7500 0 0
ALLIED CAPITAL CORP COM 01903Q108 2 105 105 0 0 0 105 0 0
ALLIED IRISH BANKS ADR SPON ADR ORD 19228402 5 164 164 0 0 0 164 0 0
ALLIED WASTE INDUSTRIES INC COM PAR$.01N 19589308 329 32710 32310 0 0 0 13700 0 18610
ALLOS THERAPEUTICS INC COM 19777101 2620 861961 861961 0 0 0 0 0 861961
ALLSTATE CORP COM 20002101 174235 4887388 4142059 152680 16220 0 3060751 32030 1199958
ALLTEL CORP COM 20039103 64837 1344600 1304800 0 0 0 1168675 0 87925
ALTERA CORPORATION COM 21441100 180933 11012371 9733986 641240 40740 0 7112963 78350 3253423
ALTIRIS INC COM 02148M100 1123 56200 45800 0 200 0 38200 0 2100
ALTRIA GROUP INC COM 02209S103 105665 2325376 2279484 0 1520 0 1791583 0 350821
AMAZON.COM INC COM 23135106 60861 1675700 1628500 0 0 0 1505400 0 91800
AMBAC FINANCIAL GROUP INC COM 23139108 42090 635326 618180 0 1140 0 515081 0 108319
AMCOR LIMITED ADR ADR NEW 02341R302 93 4247 4247 0 0 0 0 0 4247
AMCOL INTERNATIONAL CORP COM 02341W103 300 37500 31900 0 100 0 26100 0 1000
AMERADA HESS CORP COM 23551104 11685 237598 228398 0 0 0 201001 0 23697
AMERCO INC COM 23586100 25 3600 3400 0 200 0 1400 0 2200
AMEREN CORPORATION COM 23608102 742 16831 15531 1300 0 0 2500 0 14331
AMERICA MOVIL- SERIES L ADR SPON ADR L S 02364W105 7 354 354 0 0 0 354 0 0
AMCORE FINANCIAL INC COM 23912108 2149 92500 78300 0 200 0 63400 0 2800
AMERICAN AXLE & MFG HOLDINGS COM 24061103 74 3100 3100 0 0 0 3100 0 0
AMERICAN CAPITAL STRATEGIES COM 24937104 38 1535 1535 0 0 0 1535 0 0
AMERICAN ELECTRIC POWER COM 25537101 12093 405396 401881 0 0 0 270650 0 121146
AMERICAN EXPRESS COMPANY COM 25816109 31501 753433 555333 0 0 0 357445 0 117488
AMERICAN FINANCIAL GROUP INC COM 25932104 71 3100 3100 0 0 0 3100 0 0
AMERICAN GREETINGS CORP CL A CL A 26375105 114 5821 5821 0 0 0 0 0 5821
AMERICAN INTERNATIONAL GROUP COM 26874107 435350 7889632 6682274 383992 25819 0 4668807 48079 2318569
AMERICAN ITALIAN PASTA CO CL A CL A 27070101 550 13210 13210 0 0 0 13210 0 0
AMERICAN LAND LEASE INC COM 27118108 457 27200 22800 0 100 0 18700 0 800
AMERICAN MANAGEMENT SYSTEMS COM 27352103 590 41200 34200 0 100 0 28200 0 2300
AMERICAN MEDICAL SYS HLDGS COM 02744M108 482 28500 23400 0 100 0 19100 0 1700
AMERICAN MED SECURITY GROUP COM 02744P101 1879 98400 83000 0 200 0 67700 0 3100
AMERICAN POWER CONVERSION COM 29066107 5250 336349 331149 0 0 0 299700 0 17449
AMERICAN STANDARD COMPANIES COM 29712106 699 9460 9460 0 0 0 3102 0 6358
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
AMERICREDIT CORP COM 03060R101 116 13600 13600 0 0 0 13600 0 0
AMERSHAM PLC ADR SPONSORED AD 30719108 14755 384238 379061 0 0 0 352785 0 26276
AMERUS GROUP CO COM 03072M108 620 22000 22000 0 0 0 16600 0 0
AMERISOURCEBERGEN CORP COM 3.07E+108 110082 1587337 1455485 28520 4490 0 993787 12760 494148
AMGEN INC COM 31162100 144660 2193816 1947821 440 0 0 1586821 0 263340
AMPHENOL CORP CL A CL A 32095101 0 9 9 0 0 0 9 0 0
AMSOUTH BANCORPORATION COM 32165102 1402 64209 62709 0 0 0 31500 0 31209
AMYLIN PHARMACEUTICALS INC COM 32346108 592 26900 26900 0 0 0 26900 0 0
ANADARKO PETROLEUM CORP COM 32511107 1325 29794 29694 0 0 0 7500 0 22194
ANALOG DEVICES COM 32654105 16249 466649 447149 0 0 0 370176 0 63573
ANALOGIC CORP COM PAR $0.0 32657207 29 600 600 0 0 0 0 0 600
ANAREN INC COM 32744104 673 70700 65200 0 100 0 61200 0 1100
ANDREW CORP COM 34425108 136 14580 14580 0 0 0 5800 0 8780
ANDRX GROUP ANDRX GROUP 34553107 325 16300 16300 0 0 0 16300 0 0
ANGELICA CORP COM 34663104 2003 118200 100000 0 300 0 79400 0 6100
ANHEUSER-BUSCH COS INC COM 35229103 134755 2639672 1697472 0 0 0 1462406 0 145366
ANIXTER INTERNATIONAL INC COM 35290105 1043 44500 36900 0 100 0 30400 0 2600
ANNTAYLOR STORES CORP COM 36115103 565 19500 19500 0 0 0 14000 0 0
ANSYS INC COM 03662Q105 3859 123000 104800 0 300 0 82500 0 6600
ANTHEM INC COM 03674B104 4841 62751 61451 0 0 0 34261 0 19490
ANTHRACITE CAPITAL INC COM 37023108 25 2100 2100 0 0 0 2100 0 0
ANWORTH MORTGAGE ASSET CORP COM 37347101 338 21900 21900 0 0 0 15700 0 0
AON CORP COM 37389103 27179 1128711 1120372 0 1365 0 882861 0 243881
APACHE CORP COM 37411105 20803 319748 78328 0 0 0 56623 0 17805
APARTMENT INVT & MGMT CO CL A CL A 03748R101 34413 994609 990301 0 0 0 894895 0 97006
APEX MORTGAGE CAPITAL INC COM 37564101 1370 250400 220800 0 500 0 174000 0 6000
APOLLO GROUP INC CL A CL A 37604105 60222 974468 947768 0 0 0 857090 0 63678
UNIV OF PHOENIX ONLINE COM UNV PHOE 37604204 141 2800 2800 0 0 0 2800 0 0
APOGENT TECHNOLIGIES INC COM 03760A101 123 6152 6152 0 0 0 6152 0 0
APPLE COMPUTER INC COM 37833100 29015 1522306 1505405 0 0 0 1260456 0 256159
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
APPLERA CORP-APPLIED BIOSYSTEM COM AP BIO G 38020103 6570 345262 331462 0 0 0 291700 0 37562
APPLICA INCORPORATED COM 03815A106 1159 136300 117200 0 300 0 92700 0 6300
APPLIED INDUSTRIAL TECH INC COM 03820C105 2277 107900 91900 0 300 0 72100 0 6100
APPLIED MATERIALS INC COM 38222105 45165 2851349 1246719 4920 0 0 854891 0 344748
APPLIED MICRO CIRCUITS CORP COM 03822W109 1951 322966 28866 294100 0 0 1800 1320 319846
APPLIED SIGNAL TECHNOLOGY COM 38237103 1092 63400 51700 0 200 0 43100 0 2400
AQUANTIVE INC COM 03839G105 4530 431400 352000 0 1300 0 293600 0 16300
ARCH CHEMICALS INC COM 03937R102 2844 148900 125800 0 400 0 99300 0 7600
ARCHER-DANIELS-MIDLAND CO COM 39483102 35720 2775482 2696282 0 0 0 2397500 0 193382
ARCHSTONE-SMITH TRUST COM 39583109 45117 1879891 1873343 0 0 0 1564347 0 312796
ARCTIC CAT INC COM 39670104 11 600 600 0 0 0 0 0 600
ARDEN REALTY INC COM 39793104 26564 1023660 1023660 0 0 0 1020460 0 0
ARGONAUT GROUP INC COM 40157109 353 28700 24000 0 100 0 19600 0 800
ARKANSAS BEST CORP COM 40790107 255 10800 10800 0 0 0 10800 0 0
ARROW ELECTRONICS INC COM 42735100 5611 368200 366600 0 0 0 366600 0 0
ARTISAN COMPONENTS INC COM 42923102 2422 107900 89800 0 300 0 76400 0 3700
ARTESYN TECHNOLOGIES INC COM 43127109 1431 255600 210800 0 700 0 170900 0 13300
ARTHROCARE CORP COM 43136100 214 13130 13130 0 0 0 13130 0 0
ARVINMERITOR INC. COM 43353101 1 68 68 0 0 0 68 0 0
ASBURY AUTOMOTIVE GROUP COM 43436104 20 1500 1500 0 0 0 1500 0 0
ASHLAND INC COM 44204105 187 6103 6103 0 0 0 0 0 6103
ASK JEEVES INC COM 45174109 3327 243700 198100 0 700 0 164500 0 9300
ASPECT COMMUNICATIONS CORP COM 04523Q102 204 57900 57900 0 0 0 41700 0 0
ASSOCIATED BANC CORP COM 45487105 3134 85600 84800 0 0 0 84800 0 0
ASSOCIATED ESTATES REALTY CORP COM 45604105 836 127300 110200 0 300 0 91200 0 3500
ASTORIA FINANCIAL CORP COM 46265104 182 6500 5700 0 0 0 5700 0 0
ASTRAZENECA PLC ADR SPONSORED AD 46353108 378 9275 9275 0 0 0 9275 0 0
ATHEROGENICS INC COM 47439104 1990 133300 108600 0 400 0 90500 0 5000
ATLANTIC COAST AIRLINES HLDG COM 48396105 3678 276300 237800 0 600 0 186600 0 12500
ATMEL CORP COM 49513104 106 41600 40700 0 0 0 40700 0 0
AUDIOVOX CORP CL A CL A 50757103 1756 158100 133700 0 400 0 106800 0 8100
AUST & NZ BNKG GRP ADR SPONSORED AD 52528304 214 3430 3430 0 0 0 0 0 3430
AUTODESK INC COM 52769106 507 31338 31338 0 0 0 21400 0 9938
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
AUTOLIV INC COM 52800109 1598 59000 57700 0 0 0 57700 0 0
AUTOMATIC DATA PROCESSING COM 53015103 17151 506524 495592 0 515 0 366277 0 87820
AUTONATION INC COM 05329W102 1036 65935 64935 0 0 0 39927 0 25008
AUTOZONE INC COM 53332102 97908 1288774 1250774 0 0 0 1141220 0 78654
AVALONBAY COMMUNITIES INC COM 53484101 16748 392774 391181 0 0 0 307502 0 84579
AVAYA INC COM 53499109 248 38400 37800 0 0 0 3904 0 33896
AVERY DENNISON CORP COM 53611109 14725 293321 279521 0 0 0 238300 0 31021
AVICI SYSTEMS INC COM NEW 05367L802 43 7052 7052 0 0 0 0 0 7052
AVID TECHNOLOGY INC COM 05367P100 7020 198700 165100 0 600 0 132600 0 14700
AVISTA CORP COM 05379B107 231 16300 16300 0 0 0 10200 0 2200
AVNET INC COM 53807103 279 22028 21328 0 0 0 21328 0 0
AVOCENT CORPORATION COM 53893103 272 9100 9100 0 0 0 9100 0 0
AVON PRODUCTS INC COM 54303102 7469 120085 21985 0 0 0 1100 0 20885
AZTAR CORP COM 54802103 6902 428400 360800 0 0 0 292100 0 12500
BB&T CORPORATION COM 54937107 1598 46593 46593 0 0 0 4700 0 41893
BASF AG ADR SPONSORED AD 55262505 37472 879215 861772 0 0 0 812022 0 49750
BHA GROUP HOLDINGS INC COM 55446108 248 12400 10000 0 0 0 8100 0 500
THE BISYS GROUP INC COM 55472104 395 21500 21500 0 0 0 21500 0 0
BJ SERVICES CO COM 55482103 22256 595711 572511 0 0 0 519309 0 52602
BJS WHOLESALE CLUB INC COM 05548J106 4505 299121 292836 0 100 0 248738 0 44493
BP PLC ADR SPONSORED AD 55622104 80489 1915498 1200733 0 0 0 1132597 0 68136
BRE PROPERTIES CL A CL A 5.56E+109 13890 418369 416856 0 0 0 343055 0 74901
BT GROUP PLC-ADS ADR 5.58E+104 8 236 206 0 0 0 206 0 0
BMC SOFTWARE INC COM 55921100 35457 2171292 2088592 0 0 0 1902490 0 171802
BAKER HUGHES INC COM 57224107 29202 869872 314972 0 0 0 251576 0 47396
BALDOR ELECTRIC COM 57741100 56 2700 2700 0 0 0 0 0 2700
BALL CORP COM 58498106 2190 48129 47929 0 0 0 42907 0 5022
BANCFIRST CORP COM 05945F103 501 9700 8700 0 0 0 6900 0 200
BANCORPSOUTH INC COM 59692103 1933 92700 75100 0 300 0 62200 0 3500
BANDAG INC COM 59815100 190 5100 5100 0 0 0 5100 0 0
BANK OF AMERICA CORP COM 60505104 270647 3424610 3059610 0 0 0 2638147 0 255063
BANK OF GRANITE CORP COM 62401104 297 17400 14400 0 0 0 11500 0 600
BANK OF MONTREAL COM 63671101 702 22100 22100 0 0 0 22100 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
BANK OF THE OZARKS COM 63904106 46 1200 1200 0 0 0 900 0 0
BANK OF NEW YORK CO INC COM 64057102 271229 9434062 7475710 485540 34455 0 5300041 62210 2721909
BANK OF NOVA SCOTIA COM 64149107 1027 22200 22200 0 0 0 22200 0 0
BANK ONE CORP COM 06423A103 26484 712321 692721 0 0 0 520575 0 119246
BANKATLANTIC BANCORP INC CL A CL A 65908501 69 5800 5800 0 0 0 4200 0 0
BANKNORTH GROUP INC COM 06646R107 435 17061 16461 0 0 0 16461 0 0
BANNER CORPORATION COM 06652V109 119 5800 5800 0 0 0 4200 0 0
BANTA CORP COM 66821109 709 21900 21900 0 0 0 21900 0 0
BARD (C.R.) INC COM 67383109 554 7773 7773 0 0 0 3110 0 4663
BARNES & NOBLE INC COM 67774109 95 4100 4000 0 0 0 4000 0 0
BARR LABORATORIES INC COM 68306109 9833 150121 148425 0 0 0 123395 0 26195
BAUSCH & LOMB INC COM 71707103 359 9571 9571 0 0 0 4800 0 4771
BAXTER INTERNATIONAL INC COM 71813109 15461 594642 323512 265000 0 0 220275 0 337137
BAYCORP HOLDINGS LTD COM 72728108 49 3500 3500 0 0 0 2500 0 0
BAYER AG ADR SPONSORED AD 72730302 0 0 0 0 0 0 0 0 0
BEA SYSTEMS INC COM 73325102 215 19700 19700 0 0 0 19700 0 0
BEAR STEARNS COMPANIES INC COM 73902108 120215 1659972 1611772 0 0 0 1457165 0 100707
BEARINGPOINT INC COM 74002106 98 10200 10200 0 0 0 10200 0 0
BECKMAN COULTER INC COM 75811109 1182 29087 28887 0 0 0 25087 0 100
BECTON DICKINSON & CO COM 75887109 41257 1061961 1037931 0 0 0 939606 0 58125
BED BATH & BEYOND INC COM 75896100 22714 585112 557632 1840 0 0 407815 0 137157
BEDFORD PROPERTY INVESTORS COM PAR $0.0 76446301 5405 190300 174300 0 300 0 157900 0 3300
BELDEN INC COM 77459105 966 60800 51400 0 200 0 40900 0 3100
BELLSOUTH CORP COM 79860102 144385 5421910 4198300 36400 0 0 3586811 0 457999
BELO CORPORATION COM SER A 80555105 1172 52400 51400 0 0 0 51400 0 0
BEMIS COMPANY COM 81437105 5319 113645 111945 0 0 0 107260 0 4685
BENCHMARK ELECTRONICS INC COM 08160H101 7665 249200 214800 0 600 0 166100 0 19900
BERKLEY (WR) CORP COM 84423102 506 9600 9600 0 0 0 9600 0 0
BERKSHIRE HATHAWAY INC CLASS B CL B 84670207 3159 1300 1300 0 0 0 1300 0 0
BERRY PETROLEUM CO CL A CL A 85789105 1384 77100 63600 0 200 0 52600 0 2600
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
BEST BUY COMPANY INC COM 86516101 2405 54769 54369 0 0 0 25725 0 28644
BHP LTD-ADR SPONSORED AD 88606108 20184 1741483 1709085 0 0 0 1587567 0 121518
BIG LOTS INC COM 89302103 156 10376 10376 0 0 0 0 0 10376
BIO RAD LABORATORIES CL A CL A 90572207 288 5200 5200 0 0 0 5200 0 0
BIOGEN INC COM 90597105 2823 74345 72645 0 0 0 50800 0 13445
BIOMET INC COM 90613100 15010 522996 497986 560 0 0 356907 0 141639
BIOTECH HOLDERS TRUST DEPOSTRY RCP 09067D201 9663 78400 0 0 0 0 0 0 0
BIOVAIL CORP COM 09067J109 58 1226 1226 0 0 0 1226 0 0
BIOSITE INC COM 90945106 6008 124700 102900 0 400 0 83200 0 8200
BIORELIANCE CORP COM 90951104 757 35700 29100 0 100 0 24200 0 1300
BLACK & DECKER CORP COM 91797100 28511 656178 631578 0 0 0 557204 0 48774
BLACK BOX CORPORATION COM 91826107 439 12150 12050 0 0 0 12050 0 0
BLACKROCK INC CL A 09247X101 645 14320 14320 0 0 0 14320 0 0
BLAIR CORP COM 92828102 2 100 100 0 0 0 0 0 100
BLOCK H & R INC COM 93671105 39452 912176 898084 0 835 0 744992 0 128612
BLYTH INDUSTRIES INC COM 09643P108 239 8800 8800 0 0 0 8800 0 0
BOEING CO COM 97023105 240617 7010971 6026955 545080 11200 0 4164518 50642 2384675
BOISE CASCADE CORP COM 97383103 123 5157 5157 0 0 0 0 0 5157
THE BOMBAY COMPANY INC COM 97924104 5460 513600 418900 0 1600 0 349300 0 19500
BORG WARNER INC COM 99724106 225 3500 3500 0 0 0 3500 0 0
BORLAND SOFTWARE CORPORATION COM 99849101 353 36100 36100 0 0 0 36100 0 0
BOSTON COMMUNICATIONS GROUP COM 100582105 59 3500 3500 0 0 0 1600 0 1900
BOSTON PROPERTIES INC COM 101121101 76892 1755527 1750005 0 0 0 1510417 0 243388
BOSTON SCIENTIFIC CORP COM 101137107 12413 203160 103760 0 0 0 60000 0 36660
BOSTONFED BANCORP INC COM 101178101 94 3500 3500 0 0 0 2500 0 0
BOWATER INC COM 102183100 19680 525500 0 0 0 0 0 0 0
BOYKIN LODGING COMPANY COM 103430104 1063 136300 117100 0 300 0 96700 0 4000
BRANDYWINE REALTY TRUST SH BEN INT N 105368203 10754 436800 436800 0 0 0 436800 0 0
BRIGGS & STRATTON COM 109043109 10964 217100 181200 0 600 0 140700 0 17400
BRINKER INTERNATIONAL INC COM 109641100 137 3800 3800 0 0 0 3800 0 0
THE BRINK'S CO COM 109696104 3914 268600 237600 0 500 0 204600 0 6400
BRISTOL-MYERS SQUIBB CO COM 110122108 121549 4476942 3620732 400 2725 0 2925794 0 577563
BROADCOM CORP CL A CL A 111320107 1487 59698 57998 0 0 0 24900 0 25098
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
BROCADE COMMUNICATIONS SYS COM 111621108 654 110600 110600 0 0 0 110600 0 0
BROOKFIELD HOMES CORP COM 112723101 258 16700 16700 0 0 0 12000 0 0
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CBRL GROUP INC COM 12489V106 8046 207100 206200 0 0 0 206200 0 0
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CDI CORP COM 125071100 3004 115700 98000 0 300 0 77000 0 7000
C.H. ROBINSON WORLDWIDE INC COM 12541W100 64 1815 1815 0 0 0 1815 0 0
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CIT GROUP INC COM 125581108 6159 249850 249470 0 0 0 191540 0 58310
CLECO CORPORATION COM 12561W105 11048 637900 538800 0 1600 0 428000 0 32700
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CSS INDUSTRIES INC COM 125906107 852 22100 18700 0 100 0 15300 0 700
CSG SYSTEMS INTL INC COM 126349109 1 70 70 0 0 0 70 0 0
CSX CORP COM 126408103 4930 163841 163631 0 0 0 111360 0 52481
CVS CORP COM 126650100 7588 270723 263323 0 0 0 194500 0 35923
CV THERAPEUTICS INC COM 126667104 369 12400 12400 0 0 0 12400 0 0
CABLEVISION SYSTEMS CL A CL A NY CABL 12686C109 467 22500 22500 0 0 0 22500 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 2312 323300 273400 0 800 0 215500 0 16000
CABOT OIL & GAS CORP CL A COM 127097103 3286 119000 102900 0 500 0 76700 0 14400
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
CABOT MICROELECTRONICS CORP COM 12709P103 1412 28000 22700 0 100 0 18900 0 1100
CADBURY SCHWEPPES PLC ADR ADR 127209302 42601 1761828 1727446 0 0 0 1627015 0 100431
CADENCE DESIGN SYS INC COM 127387108 2 168 168 0 0 0 168 0 0
CALLAWAY GOLF COMPANY COM 131193104 518 39200 32100 0 200 0 25800 0 2800
CALPINE CORPORATION COM 131347106 1055 159882 159882 0 0 0 126000 0 33882
CAMCO FINANCIAL CORP COM 132618109 5 300 300 0 0 0 100 0 200
CAMDEN PROPERTY TRUST SH BEN INT 133131102 7856 224765 222892 0 0 0 168485 0 53507
CAMPBELL SOUP CO COM 134429109 63218 2580310 2517625 0 0 0 2168791 0 261219
CAN IMPERIAL BK OF COMMERCE COM 136069101 638 15900 15900 0 0 0 15900 0 0
CANDELA CORP COM 136907102 542 47200 39900 0 100 0 32800 0 1500
CANON INC- SP ADR ADR 138006309 37039 811365 796353 0 0 0 744594 0 51759
CAPITAL AUTOMOTIVE REIT COM SH BEN I 139733109 3224 115200 98200 0 300 0 76500 0 6700
CAPITAL CORP OF THE WEST COM 140065103 339 13500 11400 0 0 0 8900 0 500
CAPITAL ONE FINANCIAL CORP COM 14040H105 21655 440315 434652 0 1020 0 353277 0 81970
CAPITOL BANCORP LTD COM 14056D105 293 10800 9300 0 0 0 7400 0 300
CAPSTEAD MTG CORP COM NO PAR 14067E506 233 20700 20700 0 0 0 14800 0 0
CARAUSTAR INDUSTRIES INC COM 140909102 1121 140000 119000 0 300 0 94400 0 6900
CARDINAL HEALTH INC COM 14149Y108 17984 279685 269385 0 0 0 201800 0 42885
CAREER EDUCATION CORP COM 141665109 1974 28900 28900 0 0 0 28900 0 0
CARLISLE COS INC COM 142339100 89 2100 2000 0 0 0 2000 0 0
CARNIVAL CORP PAIRED CTF 143658300 19213 590993 580132 0 985 0 436632 0 126545
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CASCADE CORP COM 147195101 1545 88800 75400 0 200 0 61400 0 2900
CASCADE NATURAL GAS CORP COM 147339105 456 23900 21500 0 0 0 16500 0 1000
CASH AMERICA INTL INC COM 14754D100 336 25400 25400 0 0 0 16900 0 1800
CATAPULT COMMUNICATIONS CORP COM 149016107 350 33400 27300 0 100 0 21900 0 2100
CATELLUS DEVELOPMENT CORP COM 149111106 15451 702331 699951 0 0 0 594357 0 107394
CATERPILLAR INC COM 149123101 26824 481919 466519 0 0 0 360960 0 65159
CATO CORP CL A CL A 149205106 30 1400 1400 0 0 0 0 0 1400
CELL THERAPEUTICS INC COM 150934107 284 29118 29118 0 0 0 0 0 29118
CELGENE CORP COM 151020104 15622 514900 514900 0 0 0 14900 0 500000
CENDANT CORP COM 151313103 2189 119486 117586 0 0 0 27049 0 90537
CENTER FINANCIAL CORP COM 1.51E+106 108 7200 7200 0 0 0 5000 0 300
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
CENTERPOINT PROPERTIES CORP COM 151895109 45695 746038 744097 0 0 0 642373 0 103124
CENTERPOINT ENERGY INC COM 15189T107 271 33309 32709 0 0 0 5555 0 27154
CENTEX CORP COM 152312104 58627 753651 729351 0 0 0 668500 0 52851
CENTILLIUM COMMUNICATIONS INC COM 152319109 3035 310000 259800 0 800 0 222800 0 10400
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 2053 51200 43200 0 100 0 35000 0 1600
CENTRAL GARDEN & PET CO COM 153527106 1053 43800 40100 0 100 0 30500 0 900
CENTURY ALUMINUM COMPANY COM 156431108 386 55200 47600 0 100 0 36900 0 2900
CENTURYTEL INC COM 156700106 448 12846 12846 0 0 0 90 0 12756
CEPHALON INC COM 156708109 198 4833 4833 0 0 0 4833 0 0
CERADYNE INC COM 156710105 3767 202500 164600 0 600 0 136600 0 7800
CERIDIAN CORP-NEW COM 156779100 452 26624 26624 0 0 0 26624 0 0
CERTEGY INC COM 156880106 132 4762 4762 0 0 0 4762 0 0
CHARLES RIVER LABORATORIES COM 159864107 1834 57000 57000 0 0 0 57000 0 0
CHARTER ONE FIN INC COM 160903100 18889 605810 64636 0 0 0 43185 0 21951
CHATEAU COMMUNITIES INC COM 161726104 512 17300 17300 0 0 0 17300 0 0
CHATTEM INC COM 162456107 3901 207600 174800 0 500 0 141700 0 6700
CHECKFREE CORP COM 162813109 2310 82500 82000 0 0 0 82000 0 0
CHECKPOINT SYSTEMS INC COM 162825103 914 64600 52800 0 200 0 42700 0 3800
CHELSEA PROPERTY GROUP INC COM 163421100 68934 1710108 1705088 0 0 0 1467526 0 241362
CHESAPEAKE CORP COM 165159104 1556 71200 61400 0 200 0 48300 0 3200
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CHICO'S FAS INC COM 168615102 1635 77669 77669 0 0 0 77669 0 0
CHIPPAC INC CL A 169657103 297 39000 39000 0 0 0 39000 0 0
CHOICE HOTELS INTL INC COM 169905106 9874 361540 306640 0 1100 0 243300 0 18940
CHIQUITA BRANDS INTL COM 170032809 3814 263000 221500 0 700 0 179400 0 9200
CHIRON CORP COM 170040109 12780 291392 281392 0 0 0 234900 0 28192
CHUBB CORP COM 171232101 19043 317380 313728 0 655 0 258071 0 58352
CHURCHILL DOWNS INC COM 171484108 7373 191750 0 191750 0 0 191750 0 0
CIENA CORP COM 171779101 4123 797475 297075 0 0 0 223200 0 42775
CINCINNATI BELL INC COM 171871106 12631 1885200 1621400 5200 4300 0 1352300 0 53200
CINCINNATI FINANCIAL CORP COM 172062101 618 16678 14395 2283 0 0 2343 0 14335
CINERGY CORP COM 172474108 7001 190287 189567 450 0 0 134184 0 56103
CIRCUIT CITY STORES-CIRCUIT COM 172737108 162 18418 18418 0 0 0 0 0 18418
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
CISCO SYSTEMS INC COM 17275R102 547716 32621552 28898676 1272257 105998 0 20749000 204763 9120858
CINTAS CORP COM 172908105 538 15189 15189 0 0 0 50 0 15139
CITIGROUP INC COM 172967101 706307 16502509 13724413 673116 54479 0 9517311 99336 4698006
CITIZENS BANKING CORP MICH COM 174420109 1413 52300 45000 0 100 0 36000 0 1600
CITIZENS COMMUNICATIONS CO COM 17453B101 10107 784096 754096 0 0 0 651300 0 74496
CITRIX SYSTEMS INC COM 177376100 1040 51095 50995 0 0 0 36300 0 14695
CITY HOLDING CO COM 177835105 2025 69200 58300 0 200 0 47300 0 2200
CITY NATIONAL CORP COM 178566105 370 8300 8300 0 0 0 8300 0 0
CLAIRE'S STORES INC COM 179584107 8783 346340 303240 0 700 0 261940 0 8800
CLARCOR INC COM 179895107 293 7600 7600 0 0 0 3900 0 2200
CLEAN HARBORS INC COM 184496107 13 1400 1400 0 0 0 1400 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 63612 1500641 1461741 0 0 0 1277350 0 118991
CLEVELAND-CLIFFS INC COM 185896107 1988 111400 94500 0 300 0 74600 0 6100
CLOROX COMPANY COM 189054109 29065 681467 666483 0 790 0 541411 0 96162
COACH INC COM 189754104 478 9600 9600 0 0 0 9600 0 0
COCA-COLA COMPANY COM 191216100 126692 2729840 2461840 0 0 0 547617 0 1806223
COCA-COLA ENTERPRISES COM 191219104 4356 239980 235680 0 0 0 160391 0 53289
COGNEX CORP COM 192422103 1967 88100 76200 0 200 0 63600 0 6300
COGNIZANT TECH SOLUTIONS CRP CL A 192446102 351 14400 14400 0 0 0 14400 0 0
COHU INC COM 192576106 766 49100 42600 0 100 0 33500 0 2300
COLGATE-PALMOLIVE CO COM 194162103 8248 142332 139632 800 0 0 78875 0 48257
COLONIAL PROPERTIES TRUST COM SH BEN I 195872106 41143 1169178 1168078 0 0 0 1152378 0 16800
COLUMBIA BANKING SYSTEM INC COM 197236102 1361 75800 64500 0 200 0 52200 0 2200
COMCAST CORP CL A CL A 20030N101 41244 1366584 1230026 0 0 0 888135 0 246982
COMCAST CORP SPECIAL CL A CL A SPL 20030N200 13512 466084 210864 0 0 0 173884 0 37200
COMERICA INC COM 200340107 724 15572 15572 0 0 0 0 0 15572
COMMERCE BANCORP INC/NJ COM 200519106 1406 37900 37900 0 0 0 37900 0 0
COMMERCE BANCSHARES INC COM 200525103 3334 85665 85455 0 0 0 85455 0 0
COMMERCIAL CAPITAL BANCORP COM 20162L105 327 21100 21100 0 0 0 15100 0 0
COMMERCIAL FEDERAL CORP COM 201647104 15493 730800 635000 0 1600 0 526000 0 32800
COMMERCIAL NET LEASE REALTY COM 202218103 26615 1543800 1543800 0 0 0 1543800 0 0
COMMONWEALTH TELEPHONE ENTRP COM 203349105 4860 110600 93600 0 300 0 76200 0 3500
COMMUNITY HEALTH SYSTEMS COM 203668108 642 33270 33270 0 0 0 33270 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
COMMUNITY FIRST BANKSHARES COM 203902101 7810 286800 243200 0 700 0 192600 0 14300
COMMUNITY TRUST BANCORP INC COM 204149108 303 11600 9700 0 0 0 7700 0 300
COMPANHIA VALE DO RIO DOCE ADR SPON ADR PFD 204412100 1 51 0 0 0 0 0 0 0
COMPASS BANCSHARES INC COM 20449H109 181 5210 5210 0 0 0 0 0 5210
COMPUCOM SYSTEMS INC COM 204780100 846 185900 157400 0 500 0 127200 0 5700
COMPUCREDIT CORP COM 20478N100 1156 95200 81400 0 200 0 66100 0 2700
COMPUTER ASSOCIATES INTL INC COM 204912109 65892 2957465 2888895 0 3375 0 2439279 0 408521
COMPUTER PROGRAMS & SYSTEMS COM 205306103 356 17800 15100 0 100 0 12100 0 900
COMPUTER SCIENCES CORP COM 205363104 43875 1150964 1125704 0 0 0 942279 0 189785
COMPUWARE CORP COM 205638109 386 67431 67431 0 0 0 33800 0 33631
COMSTOCK RESOURCES INC COM NEW 205768203 7242 529400 453900 0 1200 0 363200 0 15500
COMTECH TELECOMMUNICATIONS COM NEW 205826209 2173 77100 64600 0 200 0 52400 0 2600
COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 263 17552 17452 0 0 0 700 0 16752
CONAGRA FOODS INC COM 205887102 37808 1602023 1561323 0 0 0 1374275 0 109048
CONCEPTUS INC COM 206016107 231 16500 16500 0 0 0 16500 0 0
CONCORD EFS INC COM 206197105 3133 212816 207716 0 0 0 135562 0 44054
CONNECTICUT BANCSHARES INC COM 207540105 1970 50300 42600 0 100 0 34400 0 1500
CONNECTICS CORP COM 208192104 119 7900 7900 0 0 0 7900 0 0
CONOCOPHILLIPS COM 20825C104 3648 66562 66062 0 0 0 5728 0 60334
CONSOLIDATED EDISON INC COM 209115104 1855 42867 42167 0 0 0 18300 0 23867
CONSOLIDATED GRAPHICS INC COM 209341106 1828 79913 67813 0 200 0 53800 0 4013
CONSTELLATION BRANDS INC CL A CL A 21036P108 41 1300 1100 0 0 0 1100 0 0
CONSTELLATION ENERGY GROUP COM 210371100 23627 688846 664446 0 0 0 596400 0 48946
CONVERGYS CORP COM 212485106 1967 122952 116152 4200 0 0 97900 0 13352
COOPER CAMERON CORP COM 216640102 2367 46992 45992 0 0 0 39592 0 200
COOPER COMPANIES INC COM NEW 216648402 264 7600 7600 0 0 0 7600 0 0
COOPER TIRE & RUBBER COM 216831107 171 9707 9707 0 0 0 3200 0 6507
COORS (ADOLPH) CL B CL B 217016104 3669 74904 14004 0 0 0 10800 0 3204
CORINTHIAN COLLEGES INC COM 218868107 2039 42200 42200 0 0 0 42200 0 0
CORIXA CORP COM 21887F100 232 29942 29942 0 0 0 0 0 29942
CORN PRODUCTS INTL INC COM 219023108 78 2600 2500 0 0 0 600 0 1900
CORNELL COMPANIES INC COM 219141108 129 8500 8500 0 0 0 6100 0 0
CORNERSTONE REALTY INCOME TR COM 21922V102 708 96800 88900 0 100 0 76700 0 1500
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
CORNING INC COM 219350105 1190 161017 157217 0 0 0 44694 0 112523
CORPORATE EXECUTIVE BOARD CO COM 21988R102 1139 27900 27900 0 0 0 27900 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 283 16700 16700 0 0 0 16700 0 0
CORRECTIONAL PROPERTIES TRST COM 2.20E+108 624 22300 20300 0 0 0 15700 0 400
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 378 14916 14916 0 0 0 14916 0 0
CORUS BANCSHARES INC COM 220873103 1887 39200 32500 0 100 0 26600 0 1400
COSI INC COM 22122P101 641 481986 481986 0 0 0 0 0 481986
COSTCO WHOLESALE CORP COM 22160K105 3161 86370 82970 0 0 0 34223 0 40747
COUNTRYWIDE FINANCIAL CORP COM 222372104 96640 1389110 1347510 0 0 0 1229200 0 91310
COUSINS PROPERTIES INC COM 222795106 1159 41525 41525 0 0 0 41525 0 0
COVENANT TRANSPORT INC CL A CL A 22284P105 12 700 700 0 0 0 700 0 0
COVENTRY HEALTH CARE INC COM 222862104 16664 361000 349200 0 0 0 331000 0 22100
COX COMMUNICATIONS INC CL A CL A 224044107 19 600 600 0 0 0 600 0 0
COX RADIO INC CL A CL A 224051102 582 25190 25190 0 0 0 25190 0 0
CRANE CO COM 224399105 339 14994 14794 0 0 0 9500 0 5294
CREE INC COM 225447101 962 59200 59200 0 0 0 59200 0 0
CRESCENT REAL ESTATE EQT CO COM 225756105 4354 262150 262150 0 0 0 262150 0 0
CROWN AMERICAN REALTY SH BEN INT 228186102 6759 629300 629300 0 0 0 629300 0 0
CROWN HOLDINGS INC COM 228368106 2513 351900 318900 0 500 0 251300 0 6600
CTI MOLECULAR IMAGING INC COM 22943D105 233 12500 12500 0 0 0 12500 0 0
CULLEN/FROST BANKERS INC COM 229899109 372 11600 11600 0 0 0 11600 0 0
CUMMINS ENGINE COM 231021106 382 10656 10656 0 0 0 0 0 10656
CUMULUS MEDIA INC CL A CL A 231082108 342 18224 18224 0 0 0 18224 0 0
CURTISS-WRIGHT CORP COM 231561101 63 1000 1000 0 0 0 0 0 1000
CURTIS-WRIGHT CORP CL B CL B 231561408 38 608 608 0 0 0 608 0 0
CYBERONICS COM 23251P102 1052 48800 40400 0 100 0 34000 0 1800
CYMER INC COM 232572107 327 10200 10200 0 0 0 10200 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 305 25450 25450 0 0 0 25450 0 0
CYTEC INDUSTRIES INC COM 232820100 6198 183359 166959 0 300 0 155259 0 3300
CYTYC CORPORATION COM 232946103 646 61200 56200 0 100 0 52700 0 1000
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
DJ ORTHOPEDICS INC COM 23325G104 596 54400 44200 0 200 0 36700 0 2100
DPL INC COM 233293109 803 50400 49200 0 0 0 49200 0 0
DSP GROUP INC COM 23332B106 1763 81000 67800 0 200 0 54300 0 4200
DTE ENERGY COMPANY COM 233331107 1446 37431 37431 0 0 0 22500 0 14931
DVI INC COM 233343102 460 98500 84100 0 200 0 68000 0 3100
DAKTRONICS INC COM 234264109 2335 143600 121300 0 400 0 98500 0 4600
DANA CORP COM 235811106 661 57168 55968 0 0 0 42718 0 13250
DANAHER CORP COM 235851102 21649 318132 60632 0 0 0 42610 0 13722
DARDEN RESTAURANTS INC COM 237194105 284 14961 14961 0 0 0 0 0 14961
DATASTREAM SYSTEMS INC COM 238124101 1125 106800 87000 0 300 0 72300 0 4100
DAVITA INC COM 23918K108 996 37200 37000 0 0 0 37000 0 0
DEAN FOODS CO COM 242370104 10 307 307 0 0 0 307 0 0
DEERE & CO COM 244199105 126992 2778829 2336956 274215 12870 0 1601354 25030 1001447
DEL MONTE FOODS CO COM 24522P103 0 3 3 0 0 0 2 0 1
DELL COMPUTER CORP*OLD COM 247025109 382151 12002231 10639011 658250 42990 0 7584153 82960 3598668
DELPHI CORP COM 247126105 8773 1016524 975824 0 0 0 775870 0 127654
DELTA AIR LINES INC COM 247361108 655 44608 44008 0 0 0 33000 0 11008
DELUXE CORP COM 248019101 7668 171153 169453 0 0 0 159139 0 4914
DENDRITE INTERNATIONAL INC COM 248239105 4157 325000 269300 0 900 0 215600 0 18200
DENTSPLY INTERNATIONAL INC COM 249030107 565 13800 13800 0 0 0 13800 0 0
DEPARTMENT 56 INC COM 249509100 1864 121600 103500 0 300 0 82200 0 6000
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DEVON ENERGY CORPORATION COM 25179M103 5624 105323 102123 0 0 0 68629 0 20794
DIAGEO PLC ADR SPON ADR NEW 25243Q205 33885 774341 757077 0 0 0 714549 0 42528
DIAGNOSTIC PRODUCTS CORP COM 252450101 62 1500 1500 0 0 0 1100 0 400
DIAL CORP COM 25247D101 3335 171442 170742 0 0 0 154542 0 16200
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DIAMONDS TRUST SERIES I MF UNIT SER 1 252787106 11832 131600 0 0 0 0 0 0 0
DIEBOLD INC COM 253651103 483 11167 11167 0 0 0 11167 0 0
DIGENE CORP COM 253752109 3877 141800 115200 0 400 0 95700 0 5400
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DIGITAS INC COM 25388K104 470 93900 79600 0 200 0 64700 0 2800
DIME COMMUNITY BANCSHARES COM 253922108 1161 45800 43800 0 0 0 36900 0 400
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
DILLARDS INC CL A CL A 254067101 1407 104465 103565 0 0 0 96000 0 7565
DIMON INC COM 254394109 1467 204900 173700 0 0 0 140100 0 4900
DIONEX CORP COM 254546104 242 6100 6100 0 0 0 2600 0 2700
DISCOVERY PARTNERS INTL COM 254675101 537 122431 122431 0 0 0 0 0 122431
THE WALT DISNEY CO COM DISNEY 254687106 177594 8992091 8759797 0 0 0 7737347 0 710680
DIVERSA CORP COM 255064107 794 83000 67800 0 200 0 56600 0 3100
DOCENT INC COM NEW 25608L502 2132 627076 627076 0 0 0 0 0 627076
DOCUMENTUM INC COM 256159104 192 9800 9800 0 0 0 9800 0 0
DOLLAR GENERAL COM 256669102 542 29694 29694 0 0 0 0 0 29694
DOLLAR TREE STORES INC COM 256747106 413 13000 13000 0 0 0 13000 0 0
DOMINION RESOURCES INC/VA COM 25746U109 12695 197527 28227 1300 0 0 1900 0 27627
DONNELLEY (R.R.) & SONS CO COM 257867101 393 15028 15028 0 0 0 5000 0 10028
DORAL FINANCIAL CORP COM 25811P100 796 17820 17820 0 0 0 17820 0 0
DOVER CORP COM 260003108 3322 110871 109771 0 0 0 91731 0 18040
DOW CHEMICAL COM 260543103 47408 1531269 665769 0 0 0 463160 0 168009
DOW JONES & CO INC COM 260561105 7630 177325 27325 150000 0 0 20110 0 157215
DOWNEY FINANCIAL CORP COM 261018105 161 3900 3900 0 0 0 0 0 3900
DU PONT (E.I.) DE NEMOURS COM 263534109 228238 5481210 5011519 150378 16250 0 3508432 35280 1687235
DUCOMMUN INC COM 264147109 740 52500 44300 0 0 0 36700 0 300
DUKE ENERGY CORP COM 264399106 2923 146504 143404 0 0 0 63300 0 80104
DUKE REALTY CORP COM NEW 264411505 4150 150650 149650 0 0 0 149650 0 0
DUN & BRADSTREET CORP-NEW COM 2.65E+104 5020 122131 121631 0 0 0 120431 0 0
DURA AUTOMOTIVE SYSTEMS INC CL A 265903104 2300 227900 192100 0 600 0 156000 0 7300
DYNEGY INC CL A CL A 26816Q101 139 33125 33125 0 0 0 0 0 33125
EMC CORP/MASS COM 268648102 91075 8698679 6967595 479450 29530 0 4773139 56890 2593606
ENSCO INTERNATIONAL INC COM 26874Q100 140 5200 5200 0 0 0 5200 0 0
ENI SPA ADR SPONSORED AD 26874R108 39794 523333 513380 0 0 0 484250 0 29130
EOG RESOURCES INC COM 26875P101 777 18581 18081 0 0 0 7900 0 10181
E.ON AG ADR SPONSORED AD 268780103 7 127 127 0 0 0 127 0 0
EPIQ SYSTEMS INC COM 26882D109 1168 68000 55300 0 200 0 45900 0 2600
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
ESS TECHNOLOGY COM 269151106 5099 523000 449300 0 1200 0 353500 0 21900
E*TRADE GROUP INC COM 269246104 4242 499100 480800 0 0 0 454500 0 37400
EASTGROUP PROPERTIES COM 277276101 517 19150 19150 0 0 0 19150 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 343 10841 10841 0 0 0 4000 0 6841
EASTMAN KODAK CO COM 277461109 97291 3557246 3452046 0 0 0 3069727 0 280119
EATON CORP COM 278058102 2317 29471 23871 0 0 0 13915 0 9956
EATON VANCE CORP COM NON VTG 278265103 896 28370 28370 0 0 0 28370 0 0
EBAY INC COM 278642103 39273 377622 368222 0 0 0 306000 0 44122
ECHOSTAR COMMUNICATIONS CL A CL A 278762109 27679 799500 7300 0 0 0 7300 0 0
ECOLAB INC COM 278865100 598 23360 23360 0 0 0 0 0 23360
ECOLLEGE.COM INC COM 2.79E+104 7 600 600 0 0 0 200 0 400
EDISON INTERNATIONAL COM 281020107 32384 1971011 1916411 0 0 0 1739176 0 110835
J.D. EDWARDS & CO COM 281667105 233 16300 16300 0 0 0 16300 0 0
EDWARDS (A.G.) INC COM 281760108 222 6500 6500 0 0 0 6500 0 0
EL PASO CORPORATION COM 28336L109 582 72029 70629 0 0 0 17374 0 53255
EL PASO ELECTRIC COMPANY COM NEW 283677854 1476 119700 104100 0 300 0 78000 0 9900
ELECTRONIC ARTS INC COM 285512109 9719 131515 127815 0 0 0 101372 0 17343
ELECTRONIC DATA SYSTEMS CORP COM 285661104 6047 281909 274829 0 0 0 200085 0 43424
EMBARCADERO TECHNOLOGIES INC COM 290787100 44 6200 6200 0 0 0 4400 0 0
EMERSON ELECTRIC CO COM 291011104 160318 3137330 2823647 132926 12036 0 2069493 22546 906722
EMERSON RADIO CORP COM NEW 291087203 458 68100 68100 0 0 0 49100 0 0
EMMIS COMMUNICATIONS CL A CL A 291525103 1244 53800 46200 0 100 0 39900 0 1500
EMULEX CORP COM NEW 292475209 443 19468 19468 0 0 0 19468 0 0
ENCANA CORP COM 292505104 779 20300 20300 0 0 0 20300 0 0
ENDESA ADR SPONSORED AD 29258N107 59702 3662680 3590696 0 0 0 3389859 0 200837
ENDWAVE CORPORATION COM NEW 29264A206 978 370334 370334 0 0 0 0 0 370334
ENDO PHARMACEUTICAL HOLDINGS I COM 29264F205 385 23000 23000 0 0 0 23000 0 0
ENERGEN CORP COM 29265N108 97 2900 2900 0 0 0 0 0 2900
ENERGIZER HOLDINGS INC COM 29266R108 13260 422300 407100 0 0 0 378200 0 24200
ENERGY PARTNERS LTD COM 29270U105 999 86500 73700 0 200 0 59600 0 2600
ENGELHARD CORP COM 292845104 3721 150221 145421 0 0 0 112427 0 11794
ENTEGRIS INC COM 29362U104 263 19500 19500 0 0 0 19500 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 823 16800 16800 0 0 0 16800 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
ENTERGY CORP COM 29364G103 47527 900470 786670 0 0 0 676000 0 64770
ENTERTAINMENT PROPERTIES TR COM SH BEN I 29380T105 15680 545400 545400 0 0 0 545400 0 0
ENTRAVISION COMMUNICATIONS CL A 29382R107 32 2800 2800 0 0 0 2800 0 0
ENZO BIOCHEM INC COM 294100102 1863 86576 70511 0 210 0 57127 0 5042
EON LABS INC COM 2.94E+104 56 1600 1600 0 0 0 1600 0 0
EPICOR SOFTWARE CORP COM 29426L108 909 151500 123000 0 500 0 102300 0 5700
EQUIFAX INC COM 294429105 3968 152597 147897 0 0 0 108675 0 13222
EQUITY INNS INC COM 294703103 2187 317000 271800 0 700 0 224400 0 9200
EQUITY OFFICE PROPERTIES TR COM 294741103 71966 2664434 2637172 0 0 0 2213621 0 370296
EQUITY ONE INC COM 294752100 605 36900 36900 0 0 0 36900 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 51682 1991580 1980206 0 0 0 1691442 0 293164
ERESEARCH TECHNOLOGY INC COM 29481V108 6059 271200 221000 0 800 0 184000 0 10400
ESPEED INC CL A CL A 296643109 47 2400 2400 0 0 0 2400 0 0
ESSEX PROPERTY TRUST INC COM 297178105 54193 946598 939938 0 100 0 780725 0 154913
DELHAIZE LE LION ADR SPONSORED AD 29759W101 35164 1146905 1146905 0 0 0 1146905 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 157 4460 4460 0 0 0 0 0 4460
ETHYL CORP COM NEW 297659609 899 90400 77300 0 200 0 62400 0 2700
EUNIVERSE INC COM 298412107 2 7700 7700 0 0 0 5500 0 0
EVERGREEN RES INC COM NO PAR 299900308 882 16240 16240 0 0 0 16240 0 0
EXACT SCIENCES CORP COM 30063P105 418 38200 31100 0 100 0 26000 0 1400
EXAR CORP COM 300645108 1271 81480 71680 0 200 0 64580 0 2000
EXCEL TECHNOLOGY INC COM 30067T103 859 37400 31300 0 100 0 25700 0 1200
EXELON CORPORATION COM 30161N101 10502 175590 100973 437 0 0 56569 0 44921
EXPEDIA INC CL A CL A 302125109 388 5100 5100 0 0 0 5100 0 0
EXPEDITORS INTL WASH INC COM 302130109 1646 47770 47770 0 0 0 47770 0 0
EXPRESS SCRIPTS INC -COMMON COM 302182100 116 1690 1690 0 0 0 1690 0 0
EXPRESSJET HOLDINGS CL A 30218U108 11222 743200 631500 0 1800 0 518300 0 23000
EXTENDED STAY AMERICA INC COM 30224P101 746 55300 55300 0 0 0 55300 0 0
EXTREME NETWORKS INC COM 30226D106 345 65500 65500 0 0 0 65500 0 0
EXULT INC COM 302284104 1706 199300 161900 0 600 0 134400 0 7600
EXXON MOBIL CORPORATION COM 30231G102 802020 22334172 19042635 884831 54780 0 14394006 102474 5144519
FMC TECHNOLOGIES COM COM 30249U101 1441 68470 68470 0 0 0 68470 0 0
FPL GROUP INC COM 302571104 42031 628729 392129 200 0 0 322410 0 30219
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
FTI CONSULTING INC COM 302941109 311 12450 12450 0 0 0 12450 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 304 6900 6900 0 0 0 0 0 6900
FAIRMONT HOTELS & RESORTS COM 305204109 5497 234900 234100 0 0 0 223700 0 11200
FAMILY DOLLAR STORES COM 307000109 1308 34296 32496 0 0 0 8900 0 23596
FREDDIE MAC COM 313400301 233792 4604916 4061604 278220 17280 0 2880309 32360 1449405
FANNIE MAE COM 313586109 555620 8238733 7392556 393608 26450 0 5514028 50150 2211921
FEDERAL REALTY INVS TRUST SH BEN INT N 313747206 34909 1090892 1087765 0 0 0 931772 0 158293
FEDERAL SIGNAL CORP COM 313855108 15 870 870 0 0 0 870 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 38300 1039352 1001552 0 0 0 890501 0 70951
FEDERATED INVESTORS INC CL B CL B 314211103 2299 83845 83045 0 0 0 62800 0 14545
FEDEX CORPORATION COM 31428X106 22666 365407 356307 0 0 0 292650 0 41657
FELCOR LODGING TRUST INC COM 31430F101 776 98900 98900 0 0 0 80800 0 0
FIDELITY NATIONAL FINL INC COM 316326107 22513 731907 706457 0 0 0 660632 0 41500
FIFTH THIRD BANCORP COM 316773100 71428 1243963 1025371 143839 3900 0 569422 8260 604128
FILENET CORP COM 316869106 1255 69700 69700 0 0 0 69700 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 431 18300 15500 0 0 0 12700 0 600
FINDWHAT.COM COM 317794105 4292 224600 183200 0 700 0 152700 0 8500
FINLAY ENTERPRISES INC COM NEW 317884203 612 37000 31300 0 100 0 25200 0 1200
THE FINISH LINE CL A CL A 317923100 95 4300 4300 0 0 0 3100 0 0
FIRST AMERICAN CORPORATION COM 318522307 601 22800 22600 0 0 0 22600 0 0
FIRST BANCORP/PUERTO RICO COM 318672102 5968 217400 182600 0 600 0 147000 0 11300
FIRST COMMONWEALTH FINL CORP COM 319829107 743 57300 53100 0 100 0 40400 0 800
FIRST DATA CORP COM 319963104 28078 677554 461454 0 0 0 351467 0 71887
FIRST INDUSTRIAL REALTY TR COM 32054K103 18157 574600 574600 0 0 0 570100 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 2495 86600 73100 0 200 0 58200 0 4300
FIRST NATIONAL CORPORATION COM 320942105 439 17800 15100 0 0 0 12100 0 600
FIRST TENNESSEE NATL CORP COM 337162101 21451 488516 470616 0 0 0 404390 0 28726
FIRST UNITED CORP COM 33741H107 210 9999 9999 0 0 0 9999 0 0
FIRST VIRGINIA BANKS INC*OLD COM 337477103 586 13600 13300 0 0 0 13300 0 0
FISERV INC COM 337738108 15486 434267 151862 0 0 0 76589 0 69973
FIRSTFED FINANCIAL CORP COM 337907109 4725 133900 112700 0 400 0 88500 0 8300
FIRSTFED AMERICA BANCORP INC COM 337929103 566 16400 14700 0 0 0 11500 0 400
FLAGSTAR BANCORP INC COM 337930101 6587 269400 233600 0 600 0 182000 0 13600
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
FIRSTENERGY CORP COM 337932107 7620 198173 197358 525 0 0 136177 0 61996
FLEET BOSTON FINANCIAL CORP COM 339030108 61702 2076816 2053797 0 1945 0 1662732 0 380070
FLUOR CORP COM 343412102 244 7246 7246 0 0 0 0 0 7246
FLOWERS FOODS INC COM 343498101 165 8342 8342 0 0 0 92 0 8250
FLUSHING FINANCIAL CORP COM 343873105 2277 102800 86600 0 300 0 70300 0 3300
FOOTSTAR INC COM 344912100 3817 293600 240100 0 900 0 194000 0 17500
FORD MOTOR COMPANY COM PAR $0.0 345370860 76391 6950923 6781907 0 3572 0 5821109 0 741730
FOREST LABORATORIES INC COM 345838106 75921 1386694 1219594 0 0 0 1090080 0 95014
FOREST OIL CORP COM PAR $0.0 346091705 1150 45800 45800 0 0 0 45800 0 0
FORMFACTOR INC COM 346375108 39 2200 2200 0 0 0 2200 0 0
FORTUNE BRANDS INC COM 349631101 41351 792164 763364 0 0 0 679847 0 42317
FOUNDRY NETWORKS INC COM 35063R100 6987 490000 484000 0 0 0 465200 0 0
FOX ENTERTAINMENT GRP INC CL A CL A 35138T107 2069 71900 69000 0 0 0 62800 0 200
FRANCE TELECOM SA ADR SPONSORED AD 35177Q105 7 272 272 0 0 0 272 0 0
FRANKLIN RESOURCES INC COM 354613101 22176 567596 560617 0 1300 0 451613 0 114179
FRED'S INC CL A 356108100 419 11200 11200 0 0 0 11200 0 0
FREEMARKETS INC COM 356602102 119 17100 17100 0 0 0 17100 0 0
FREEPORT-MCMORAN COPPER CL B CL B 35671D857 5054 206294 204494 0 0 0 188400 0 13094
FREMONT GENERAL CORP COM 357288109 7342 535900 461700 0 1200 0 354100 0 36200
FRONTIER FINANCIAL CORP COM 35907K105 520 18500 15300 0 0 0 12600 0 600
FUJI PHOTO FILM COMPANY LTD AD ADR 359586302 49023 1701599 1668114 0 0 0 1565949 0 102165
H.B. FULLER CO COM 359694106 31 1400 1400 0 0 0 0 0 1400
GATX CORP COM 361448103 15 900 900 0 0 0 900 0 0
GABLES RESIDENTIAL TRUST SH BEN INT 362418105 5157 170600 146700 0 400 0 119100 0 7700
GAIAM INC CL A 36268Q103 423 71442 71442 0 0 0 0 0 71442
GANNETT CO COM 364730101 14221 185146 27746 0 0 0 3670 0 24076
GAP INC COM 364760108 68584 3655880 3558260 0 0 0 3127988 0 320992
GARDNER DENVER INC COM 365558105 10 500 500 0 0 0 0 0 500
GARTNER GROUP INC CL B CL B 366651206 2517 335543 287543 0 800 0 239443 0 9700
GATEWAY INC COM 367626108 105 28777 28777 0 0 0 0 0 28777
GEN PROBE INC COM 36866T103 6727 164200 135500 0 500 0 114500 0 5900
GEMSTAR TV GUIDE INTERNATIONAL COM 36866W106 2019 403000 0 0 0 0 0 0 0
GENE LOGIC INC COM 368689105 68 11500 11500 0 0 0 8400 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
GENENCOR INTERNATIONAL INC COM 368709101 1403 85600 69800 0 300 0 58300 0 3200
GENENTECH INC COM NEW 368710406 42089 583600 563900 0 0 0 513700 0 35700
GENERAL CABLE CORP COM 369300108 840 155500 127700 0 600 0 106500 0 6900
GENERAL COMMUNICATION CL A CL A 369385109 1545 176600 148400 0 500 0 116800 0 11400
GENERAL DYNAMICS CORP COM 369550108 26238 361908 358138 0 350 0 284084 0 72949
GENERAL ELECTRIC CO COM 369604103 848797 29595441 25241931 1255090 87197 0 18308660 162239 7739504
GENERAL GROWTH PROPERTIES COM 370021107 113978 1825399 1819872 0 0 0 1534073 0 289999
GENERAL MILLS INC COM 370334104 1567 33051 33051 0 0 0 0 0 33051
GENERAL MOTORS CORP COM 370442105 50387 1399639 1360821 318 0 0 1144750 0 142089
GENERAL MOTORS CL H CL H NEW 370442832 2330 181901 176701 0 0 0 176701 0 0
GENESIS HEALTH VENTURE COM 37183F107 33 1900 1900 0 0 0 1900 0 0
GENLYTE GROUP INC COM 372302109 1298 37200 31400 0 100 0 25400 0 1300
GENUINE PARTS CO COM 372460105 495 15464 15464 0 0 0 0 0 15464
GENZYME CORP - GENL DIVISION COM GENL DIV 372917104 815 19481 19481 0 0 0 300 0 19181
GEORGIA GULF CORP COM PAR $0.0 373200203 444 22400 22400 0 0 0 11300 0 6600
GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 889 46887 46687 0 0 0 24400 0 22287
GERBER SCIENTIFIC INC COM 373730100 10 1500 1500 0 0 0 0 0 1500
GETTY IMAGES INC COM 374276103 640 15500 15500 0 0 0 15500 0 0
GETTY REALTY CORP COM 374297109 4879 218600 218600 0 0 0 218600 0 0
GEVITY HR INC COM 374393106 3911 332000 270300 0 1000 0 224900 0 12700
GILEAD SCIENCES INC COM 375558103 56248 1012570 984570 0 0 0 912470 0 49100
GILLETTE COMPANY COM 375766102 19673 617477 218277 0 0 0 105304 0 91373
GLAXOSMITHKLINE PLC ADR SPONSORED AD 37733W105 35500 875667 858060 0 0 0 806328 0 51732
GLENBOROUGH REALTY TRUST INC COM 37803P105 9156 478100 478100 0 0 0 478100 0 0
GLENBOROUGH REALTY TR CVT PFD PFD CV SER A 37803P204 1622 67200 67200 0 0 0 67200 0 0
GLIMCHER REALTY TRUST SH BEN INT 379302102 14914 665800 665800 0 0 0 665800 0 0
GLOBAL POWER EQUIPMENT GROUP COM 37941P108 552 118800 99500 0 300 0 81200 0 4000
GLOBESPANVIRATA INC COM 37957V106 430 51400 51400 0 0 0 51400 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 9274 115916 113216 0 0 0 93738 0 18578
GOLDMAN SACHS GROUP INC COM 38141G104 310095 3702623 3133494 243815 16930 0 2152767 32190 1235072
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
GOODRICH CORPORATION COM 382388106 226 10770 10770 0 0 0 345 0 10425
GOODYEAR TIRE & RUBBER CO COM 382550101 272 51715 50815 0 0 0 35200 0 15615
GRACO INC COM 384109104 127 3960 3960 0 0 0 60 0 3900
GRAINGER (W.W.) INC COM 384802104 1296 27712 27712 0 0 0 19600 0 8112
GRANT PRIDECO INC COM 38821G101 293 24900 24900 0 0 0 24900 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 91 4442 4442 0 0 0 0 0 4442
GREAT LAKES REIT INC COM 390752103 1262 78900 70900 0 100 0 57800 0 1700
GREAT PLAINS ENERGY INC COM 391164100 176 6100 6100 0 0 0 6100 0 0
GREATER BAY BANCORP COM 391648102 283 14100 14100 0 0 0 14100 0 0
GREENPOINT FINANCIAL CORP COM 395384100 64928 1274600 1236800 0 0 0 1123000 0 54500
GREIF INC CL A 397624107 800 34800 29800 0 100 0 24100 0 1100
GRIFFIN CORPORATION COM 398433102 2048 128000 111900 0 300 0 87500 0 5000
GROUP 1 SOFTWARE INC COM 39943Y103 249 13400 13400 0 0 0 9700 0 0
GTECH HOLDINGS CORP COM 400518106 12699 337300 335000 0 0 0 329100 0 0
GUIDANT CORP COM 401698105 14437 325240 316440 0 0 0 259446 0 36094
GUITAR CENTER INC COM 402040109 276 9500 9500 0 0 0 9500 0 0
GULF ISLAND FABRICATION INC COM 402307102 1176 69400 58300 0 200 0 47800 0 2200
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 80 5900 5900 0 0 0 4000 0 400
GYMBOREE CORP COM 403777105 384 22900 22900 0 0 0 19500 0 3400
HCA INC COM 404119109 15356 479285 474305 0 500 0 357870 0 113725
HRPT PROPERTIES TRUST COM SH BEN I 40426W101 6330 688000 625700 0 1000 0 572700 0 12800
HSBC HOLDINGS PLC ADR SPON ADR NEW 404280406 48906 827367 811729 0 0 0 766833 0 44896
HALLIBURTON CO COM 406216101 31270 1359580 1324560 0 0 0 1123021 0 158159
HANCOCK HOLDING CO COM 410120109 122 2600 2600 0 0 0 1900 0 0
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 64883 2111388 1759388 0 0 0 1564500 0 113388
HANDLEMAN CO COM 410252100 9603 600200 508700 0 1500 0 411700 0 19000
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 1489 130000 115500 0 300 0 90200 0 3400
HARBOR FLORIDA BANCSHARES COM 411901101 110 4600 4600 0 0 0 3300 0 0
HARLAND (JOHN H.) CO COM 412693103 3385 129400 109900 0 300 0 81600 0 13500
HARLEY-DAVIDSON INC COM 412822108 14343 359845 349388 740 3655 0 275746 3270 54412
HARMAN INTERNATIONAL COM 413086109 871 11000 11000 0 0 0 6000 0 5000
HARRAH'S ENTERTAINMENT INC COM 413619107 59469 1477849 1141649 0 0 0 1042000 0 76049
HARRIS CORP COM 413875105 691 22991 22691 0 0 0 22691 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
HARSCO CORP COM 415864107 368 10200 9900 0 0 0 9900 0 0
HARTE-HANKS INC COM 416196103 299 15750 15750 0 0 0 0 0 15750
HARTFORD FINANCIAL SVCS GRP COM 416515104 29450 584797 579415 0 870 0 448945 0 134315
HASBRO INC COM 418056107 701 40086 39386 0 0 0 23963 0 15423
HAWTHORNE FINL CORP COM 420542102 194 5600 5600 0 0 0 4000 0 0
HEALTHCARE SERVICES GROUP COM 421906108 135 9800 9800 0 0 0 7000 0 0
HEALTH CARE PPTYS INVEST INC COM 421915109 64720 1528227 1525759 0 0 0 1376035 0 151524
HEALTH MGMT ASSOCIATES INC CL CL A 421933102 1102 59707 59707 0 0 0 28610 0 31097
HEALTHCARE REALTY TRUST INC COM 421946104 52738 1809201 1806566 0 0 0 1669297 0 136069
HEADWATERS INC COM 42210P102 1701 116900 101200 0 200 0 80300 0 3100
HEALTH CARE REIT INC COM 42217K106 54347 1781860 1779151 0 0 0 1628669 0 152382
HEALTH NET INC COM 42222G108 27072 821609 793309 0 0 0 719709 0 49400
HEARST CL ARGYLE TELEVISION IN COM 422317107 774 29900 29900 0 0 0 29900 0 0
HEARTLAND EXPRESS INC COM 422347104 686 30300 30300 0 0 0 21900 0 0
HECLA MINING CO COM 422704106 2289 541200 455600 0 1400 0 370100 0 17400
HEIDRICK & STRUGGLES INTL COM 422819102 1055 83600 83600 0 0 0 83600 0 0
HEINZ (H.J.) CO COM 423074103 24239 734959 253759 0 0 0 186000 0 32259
HENRY (JACK) & ASSOCIATES COM 426281101 428 23900 23900 0 0 0 23900 0 0
HERCULES INC COM 427056106 120 12170 11870 0 0 0 2100 0 9770
HERITAGE PROPERTY INVESTMENT COM 42725M107 3158 116600 116600 0 0 0 116600 0 0
HERSHEY FOODS CORP COM 427866108 17691 253960 11660 0 0 0 0 0 11660
HEWLETT-PACKARD CO COM 428236103 83282 3909969 2605565 0 0 0 1885474 0 556266
HIBERNIA CORP CL A CL A 428656102 10239 563800 543500 0 0 0 481800 0 22000
HIGHWOODS PROPERTIES INC REIT COM 431284108 28444 1275500 1264300 0 200 0 1247600 0 2300
HILLENBRAND INDUSTRIES COM 431573104 2287 45330 45330 0 0 0 45330 0 0
HILTON HOTELS CORP COM 432848109 15397 1203831 1199955 0 0 0 978682 0 224073
HITACHI LTD ADR ADR 10 COM 433578507 18763 443564 433632 0 0 0 399193 0 34439
HISPANIC BROADCASTING CORP CL A 43357B104 227 8900 8900 0 0 0 8900 0 0
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 1078 62000 62000 0 0 0 62000 0 0
HOME FEDERAL BANCORP-IN COM 436926109 374 15400 13000 0 0 0 10500 0 500
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
HOME DEPOT INC COM 437076102 280563 8471117 7429839 612005 28525 0 5351765 52552 2598612
HOME PROPERTIES OF NY INC COM 437306103 15560 441531 439675 0 0 0 397897 0 43478
HON INDUSTRIES INC COM 438092108 244 8000 8000 0 0 0 8000 0 0
HONDA MOTOR CO LTD ADR AMERN SHS 438128308 248 13035 13035 0 0 0 377 0 12658
HONEYWELL INTERNATIONAL INC COM 438516106 235224 8760682 7694440 536225 35010 0 5336096 68460 2920949
HOSPITALITY PROPERTIES TRUST COM SH BEN I 44106M102 11294 361400 361400 0 0 0 361400 0 0
HOST MARRIOTT CORP COM 44107P104 3481 380400 380400 0 0 0 232400 0 148000
HOT TOPIC INC COM 441339108 539 20000 20000 0 0 0 14000 0 6000
HOUSEHOLD INTERNATIONAL INC*OL COM 441815107O 14 500 500 0 0 0 0 0 500
HUANENG POWER INTL ADR SPON ADR N 443304100 117 2501 2501 0 0 0 0 0 2501
HUBBELL INC CL B CL B 443510201 106 3200 3200 0 0 0 3200 0 0
HUDSON HIGHLAND GROUP INC COM 443792106 147 7800 7800 0 0 0 5600 0 0
HUDSON UNITED BANCORP COM 444165104 5662 165800 149600 0 300 0 125200 0 9800
HUGHES SUPPLY INC COM 444482103 8852 255100 217500 0 600 0 171400 0 12300
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 22 1200 1200 0 0 0 1200 0 0
HUMANA INC COM 444859102 217 14396 14396 0 0 0 0 0 14396
HUMAN GENOME SCIENCES INC COM 444903108 263 20800 20400 0 0 0 20400 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 503 13200 13200 0 0 0 13200 0 0
HUNTINGTON BANCSHARES COM 446150104 539 27623 27623 0 0 0 7300 0 20323
HUTCHINSON TECH COM 448407106 5627 170000 141900 0 500 0 110100 0 15600
HYDRIL COMPANY COM 448774109 2982 109400 89500 0 300 0 72300 0 6500
HYPERION SOLUTIONS CORP COM 44914M104 6321 187400 153000 0 600 0 123500 0 11300
ICOS CORPORATION COM 449295104 100 2700 2700 0 0 0 2700 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 1812 53360 52560 0 0 0 52560 0 0
IMCO RECYCLING INC COM 449681105 9 1300 1200 0 100 0 500 0 800
IMS HEALTH INC COM 449934108 2192 121823 119923 0 0 0 84341 0 21982
ISTAR FINANCIAL INC COM 45031U101 25265 692200 692200 0 0 0 678200 0 14000
ISTA PHARMACEUTICALS INC COM NEW 45031X204 585 105478 105478 0 0 0 0 0 105478
ITLA CAPITAL CORPORATION COM 450565106 990 24700 20800 0 100 0 16800 0 800
ITT EDUCATIONAL SERVICES INC COM 45068B109 1978 67640 59840 0 100 0 41340 0 14300
ITT INDUSTRIES INC COM 450911102 538 8212 8212 0 0 0 0 0 8212
IDINE REWARDS NETWORK INC COM 45168A100 359 26100 26100 0 0 0 26100 0 0
IDEXX LABORATORIES INC COM 45168D104 11039 331200 281400 0 800 0 223400 0 21900
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
IKON OFFICE SOLUTIONS INC COM 451713101 3855 433168 357268 0 1300 0 301868 0 15800
ILLINOIS TOOL WORKS COM 452308109 56057 851290 405636 0 900 0 312181 0 96355
IMATION CORP COM 45245A107 696 18400 18400 0 0 0 18400 0 0
IMMUCOR INC COM 452526106 3109 142400 116300 0 400 0 97100 0 5300
IMPAC MORTGAGE HOLDINGS INC COM 45254P102 895 53600 53600 0 0 0 0 0 53600
IMMUNOMEDICS INC COM 452907108 16 2600 2600 0 0 0 2600 0 0
INAMED CORP COM 453235103 181 3400 3400 0 0 0 1700 0 1700
INCYTE CORP COM 45337C102 2133 438800 374200 0 1100 0 301100 0 13200
INDEPENDENCE COMMUNITY BANK COM 453414104 2170 77100 76500 0 0 0 76500 0 0
INDEPENDENT BANK CORP MASS COM 453836108 9 400 400 0 0 0 400 0 0
INDEPENDENT BANK CORP - MICH COM 453838104 1097 42700 37200 0 100 0 29600 0 1200
INDYMAC MORTGAGE HOLDINGS COM 456607100 6420 252576 223576 0 500 0 198276 0 5800
INET TECHNOLOGIES INC COM 45662V105 1300 128800 107700 0 300 0 88000 0 4300
ING GROEP NV ADR SPONSORED AD 456837103 44344 2529628 2477200 0 0 0 2316625 0 160575
INNOVEX INC/MN COM 457647105 2487 244500 203300 0 700 0 166100 0 8400
INPUT/OUTPUT INC COM 457652105 1394 259200 214300 0 800 0 172200 0 14700
INSIGHT COMMUNICATIONS CO CL A 45768V108 351 26300 26300 0 0 0 26300 0 0
INNKEEPERS USA TRUST COM 4576J0104 1162 170900 143400 0 400 0 123100 0 5500
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 1115 42300 42300 0 0 0 42300 0 0
INTEGRATED DEVICE TECH INC COM 458118106 269 24380 24380 0 0 0 24380 0 0
INTEGRATED ELECTRICAL SVCS COM 4.58E+107 1262 174100 150500 0 400 0 120500 0 4900
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 876 27900 27900 0 0 0 27900 0 0
INTEL CORP COM 458140100 616937 29646177 25585874 1036020 70955 0 19596238 130501 6574670
INTER-TEL INC COM 458372109 2681 125200 103000 0 400 0 82500 0 8700
INTERCHANGE FINL SVCS CP/NJ COM 458447109 316 16400 13700 0 0 0 10900 0 400
INTERDIGITAL COMM CORP COM 45866A105 87 3700 3700 0 0 0 3700 0 0
INTERMET CORP COM 45881K104 61 17800 17600 0 200 0 12000 0 1600
INTL BUSINESS MACHINES CORP COM 459200101 245416 2974743 2644263 235 1100 0 2231911 0 292167
INTL FLAVORS & FRAGRANCES COM 459506101 355 11125 11125 0 0 0 2740 0 8385
INTL GAME TECHNOLOGY COM 459902102 782 7638 7638 0 0 0 0 0 7638
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
INTERNATIONAL PAPER CO COM 460146103 233599 6537888 5150488 282890 20050 0 3521082 47530 1955956
INTL RECTIFIER CORP COM 460254105 306 11400 11400 0 0 0 11400 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1057 79018 78918 0 0 0 44283 0 34635
INTERSTATE BAKERIES COM 46072H108 10029 789700 668600 0 2000 0 567800 0 24900
INTUIT INC COM 461202103 16878 378439 364339 0 0 0 306670 0 44169
INVESTMENT TECHNOLOGY GROUP COM 46145F105 1 70 70 0 0 0 70 0 0
INVITROGEN CORP COM 46185R100 204 5300 5300 0 0 0 5300 0 0
INVESTORS FINANCIAL SVCS CP COM 461915100 636 21900 21900 0 0 0 21900 0 0
IOMEGA CORP COM NEW 462030305 781 73700 73700 0 0 0 54500 0 0
BANK OF IRELAND ADR SPONSORED AD 46267Q103 5 103 103 0 0 0 103 0 0
IRON MOUNTAIN INC COM 462846106 941 25360 25360 0 0 0 25360 0 0
IRWIN FINANCIAL CORP COM 464119106 4343 167700 142700 0 400 0 112300 0 8300
ISHARES MSCI AUSTRALIA INDEX MSCI AUSTRAL 464286103 7 627 627 0 0 0 627 0 0
ISHARES MSCI BELGIUM INDEX MF MSCI BELGIUM 464286301 2 210 210 0 0 0 210 0 0
I-SHARES MSCI BRAZIL INDEX FUN MSCI BRAZIL 464286400 2 180 180 0 0 0 180 0 0
ISHARES MSCI UNITED KINGDOM IN MSCI UTD KIN 464286699 42 3178 3178 0 0 0 3178 0 0
ISHARES MSCI FRANCE INDEX MSCI FRANCE 464286707 15 912 912 0 0 0 912 0 0
ISHARES MSCI SWITZERLAND INDEX MSCI SWITZER 464286749 8 690 690 0 0 0 690 0 0
ISHARES MSCI SWEDEN INDEX MSCI SWEDEN 464286756 5 427 427 0 0 0 427 0 0
ISHARES MSCI SPAIN INDEX MSCI SPAIN 464286764 8 356 356 0 0 0 356 0 0
ISHARES MSCI SOUH KOREA MF MSCI S KOREA 464286772 1 50 50 0 0 0 50 0 0
ISHARES MSCI GERMANY INDEX MSCI GERMAN 464286806 14 1132 1132 0 0 0 1132 0 0
ISHARES MSCI NETHERLANDS INDEX MSCI NETHERL 464286814 6 484 484 0 0 0 484 0 0
ISHARES MSCI MALAYSIA (FREE) I MSCI MALAYSI 464286830 1 225 225 0 0 0 225 0 0
ISHARES MSCI JAPAN INDEX MSCI JAPAN 464286848 35 4832 4832 0 0 0 4832 0 0
ISHARES MSCI HONG KONG INDEX MSCI HONG KO 464286871 5 602 602 0 0 0 602 0 0
ISHARES NASDAQ BIOTECH INDX MF NASDQ BIO IN 464287556 27 400 400 0 0 0 400 0 0
IVAX CORP COM 465823102 266 14875 14875 0 0 0 14875 0 0
JDS UNIPHASE CORP COM 46612J101 2252 643855 451255 180500 0 0 250695 0 338260
JP MORGAN CHASE & CO COM 46625H100 119194 3487232 2136068 0 2045 0 1546662 0 515781
J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 2806 61000 49700 0 200 0 41500 0 2300
JABIL CIRCUIT INC COM 466313103 223241 10101421 8866086 553929 44020 0 6208349 85670 3252996
JACOBS ENGINEERING GROUP INC COM 469814107 1120 26580 26580 0 0 0 26580 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
JACUZZI BRANDS INC COM 469865109 2852 539100 479900 0 1000 0 374800 0 12100
JANUS CAPITAL GROUP INC COM 47102X105 21409 1305432 69532 0 0 0 48253 0 21279
JARDEN CORP COM 471109108 4103 148300 129300 0 300 0 102600 0 4100
JEFFERSON-PILOT CORP COM 475070108 2029 48931 48131 0 0 0 35500 0 12631
JETBLUE AIRWAYS CORP COM 477143101 554 13200 13200 0 0 0 13200 0 0
JO-ANN STORES INC CL A CL A 47758P109 316 12500 12500 0 0 0 9100 0 0
JOHNSON & JOHNSON COM 478160104 602191 11647787 10677387 182350 35055 0 7924816 66410 2769371
JOHNSON CONTROLS INC COM 478366107 106862 1248389 1005052 164500 5300 0 676376 10680 502086
JONES APPAREL GROUP INC COM 480074103 30751 1050945 1037942 0 0 0 879494 0 150688
JOS A BANK CLOTHIERS INC COM 480838101 6396 190700 160000 0 500 0 129800 0 6400
KCS ENERGY INC COM 482434206 1083 201000 172500 0 800 0 136800 0 9200
KLA-TENCOR CORPORATION COM 482480100 5551 119484 114869 0 0 0 45271 0 69598
K-SWISS INC CL A CL A 482686102 2675 77500 66500 0 200 0 52100 0 3500
KT CORP- ADR SPONSORED AD 48268K101 20923 1061549 1037779 0 0 0 954573 0 83206
K2 INC COM 482732104 636 51900 46400 0 400 0 33600 0 4000
KANSAS CITY SOUTHERN INDS COM NEW 485170302 2669 221900 1900 0 0 0 1900 0 0
KAYDON CORP COM 486587108 489 23500 19100 0 100 0 15500 0 1300
KEANE INC COM 486665102 8659 635300 547300 0 1400 0 463000 0 18100
KB HOME COM 48666K109 32369 522248 503848 0 0 0 452700 0 33748
KELLOGG CO COM 487836108 16659 484694 146094 0 0 0 94500 0 36494
KELLWOOD CO COM 488044108 8224 260000 217600 0 700 0 173500 0 13800
KENNAMETAL INC COM 489170100 497 14696 14696 0 0 0 14696 0 0
KENSEY NASH CORP COM 490057106 2846 111100 90400 0 300 0 75200 0 4200
KERR-MCGEE CORP COM 492386107 19756 440983 147483 0 0 0 115800 0 9583
KEY ENERGY SERVICES INC COM 492914106 1386 129300 129300 0 0 0 129300 0 0
KEYCORP COM 493267108 15985 632583 615183 0 0 0 515100 0 45183
KEYNOTE SYSTEMS INC COM 493308100 798 76100 62100 0 200 0 51700 0 2900
KEYSPAN CORPORATION COM 49337W100 496 13984 13984 0 0 0 0 0 13984
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 993 55800 47300 0 100 0 38400 0 1800
KEYSTONE PROPERTY TRUST COM 493596100 8729 471600 454300 0 300 0 441700 0 3500
KILROY REALTY CORP COM 49427F108 34840 1266906 1242329 0 400 0 1130843 0 97686
KIMBERLY-CLARK CORP COM 494368103 41845 802558 790734 0 0 0 641666 0 104443
KIMCO REALTY CORP COM 49446R109 2997 79064 78864 0 0 0 74200 0 4664
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
KINDER MORGAN INC COM 49455P101 759 13881 13881 0 0 0 3000 0 10881
KINDRED HEALTHCARE INC COM 494580103 11 600 600 0 0 0 200 0 400
KING PHARMACEUTICALS INC COM 495582108 1679 113779 111779 0 0 0 76419 0 21760
KNIGHT RIDDER INC COM 499040103 12741 184837 7437 0 0 0 169 0 7268
KOGER EQUITY INC COM 500228101 6397 371300 346900 0 400 0 328400 0 4900
KOHLS CORP COM 500255104 176643 3437980 2891473 256990 14170 0 1962287 27530 1207056
KOMAG INC COM NEW 500453204 3054 262400 219800 0 700 0 178700 0 8700
KONINKLIJKE PHILIPS ELECTRONIC NY REG SH NE 500472303 33630 1759812 1726089 0 0 0 1632596 0 93493
KOOKMIN BANK-SPONS ADR SPONSORED AD 50049M109 106 3518 3518 0 0 0 0 0 3518
KOPIN CORP COM 500600101 301 49000 39800 0 100 0 33100 0 1800
KOREA ELEC POWER CORP ADR SPONSORED AD 500631106 14643 1643467 1607800 0 0 0 1475667 0 132133
KOS PHARMACEUTICALS INC COM 500648100 5084 216900 176800 0 700 0 147400 0 8300
KRAFT FOODS INC CL A CL A 50075N104 20497 629709 622191 0 735 0 516629 0 109177
KROGER CO COM 501044101 24952 1495934 1479834 0 0 0 1200709 0 289550
KYOCERA CORP ADR ADR 501556203 17725 310957 304501 0 0 0 285873 0 18628
LSI LOGIC CORP COM 502161102 1041 147055 143655 0 0 0 89100 0 33955
LTC PROPERTIES INC COM 502175102 922 96539 81139 0 200 0 66000 0 2739
L-3 COMMUNICATIONS HLDGS INC COM 502424104 21184 487097 269297 0 0 0 247597 0 24000
LA QUINTA CORP-PAIRED PAIRED CTF 50419U202 1970 457000 400400 0 900 0 315800 0 11600
LA-Z-BOY INC COM 505336107 2 105 105 0 0 0 105 0 0
LABOR READY INC COM NEW 505401208 2460 343100 281000 0 1000 0 227200 0 20800
LAM RESEARCH CORP COM 512807108 3605 197980 197980 0 0 0 197980 0 0
LAMAR ADVERTISING CO CL A 512815101 603 16990 16990 0 0 0 16990 0 0
LAMSON & SESSIONS CO COM 513696104 4149 860856 860856 0 0 0 0 0 860856
LANCASTER COLONY CORP COM 513847103 2 60 60 0 0 0 60 0 0
LANDAMERICA FINANCIAL GROUP COM 514936103 13045 274633 232533 0 700 0 183633 0 15400
LANDRY'S RESTAURANTS INC COM 51508L103 28 1200 1200 0 0 0 0 0 1200
LANDSTAR SYSTEM INC COM 515098101 5993 95800 82400 0 200 0 63000 0 7000
LASALLE HOTEL PROPERTIES COM SH BEN I 517942108 443 30000 30000 0 0 0 24700 0 0
ESTEE LAUDER COMPANIES CL A CL A 518439104 4 129 129 0 0 0 129 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
LEAR CORPORATION COM 521865105 1781 38700 38300 0 0 0 38300 0 0
LEAPFROG ENTERPRISES CL A 52186N106 455 14300 14300 0 0 0 14300 0 0
LEGATO SYSTEMS INC COM 524651106 227 27000 27000 0 0 0 27000 0 0
LEGGETT & PLATT INC COM 524660107 351 17127 17127 0 0 0 0 0 17127
LEGG MASON INC COM 524901105 520 8000 7900 0 0 0 7900 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 56815 854621 375121 0 0 0 316200 0 32921
LENNAR CORP CL A CL A 526057104 2846 39800 39800 0 0 0 39800 0 0
LENNOX INTERNATIONAL INC COM 526107107 3458 268700 219700 0 800 0 177400 0 16200
LEXICON GENETICS INC COM 528872104 805 121900 103900 0 300 0 83300 0 3800
LEXMARK INTL GROUP INC CL A CL A 529771107 20139 284563 276563 0 0 0 241330 0 21233
LIBBEY INC COM 529898108 27 1200 1200 0 0 0 0 0 1200
LIBERTY MEDIA CORP CL A COM SER A 530718105 7276 629424 607124 0 0 0 607124 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 56491 1632690 1629561 0 0 0 1462666 0 169095
LIGAND PHARMACEUTICALS INC CL CL B 53220K207 351 25800 25800 0 0 0 25800 0 0
LILLY (ELI) & CO COM 532457108 62198 901809 592178 0 500 0 403296 0 146377
LIMITED BRANDS INC COM 532716107 20330 1311593 1301591 0 1650 0 1020770 0 288291
LIN TV CORP CL A CL A 532774106 954 40500 40500 0 0 0 40500 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 2861 140100 116400 0 400 0 95100 0 4900
LINCOLN NATIONAL CORP COM 534187109 9459 265484 265214 0 0 0 184055 0 81429
LINEAR TECHNOLOGY CORP COM 535678106 11860 366271 329151 26220 0 0 287740 0 44331
LINENS 'N THINGS INC COM 535679104 385 16300 16300 0 0 0 16300 0 0
LIZ CLAIBORNE INC COM 539320101 5062 143606 137506 0 0 0 119563 0 21543
LOCAL FINANCIAL CORP COM 539553107 1529 106700 91000 0 300 0 73300 0 3300
LOCKHEED MARTIN CORPORATION COM 539830109 28507 599273 244548 0 0 0 165734 0 73939
LOEWS CORP COM 540424108 68413 1446670 1399470 0 0 0 1262300 0 66370
LONE STAR STEAKHOUSE &SALOON COM 542307103 3633 164400 137100 0 500 0 109800 0 8900
LONGVIEW FIBRE CO COM 543213102 1432 174600 144900 0 500 0 119600 0 6000
LOUISIANA-PACIFIC CORP COM 546347105 333 30740 30240 0 0 0 20985 0 9255
LOWES COMPANIES INC COM 548661107 15182 353479 345179 0 0 0 230738 0 70741
LUBRIZOL CORP COM 549271104 2851 92000 90900 0 0 0 90900 0 0
LUCENT TECHNOLOGIES INC COM 549463107 3292 1621661 1579261 0 0 0 857849 0 579912
LUMINEX CORP COM 5.50E+106 568 110300 90100 0 300 0 75000 0 4200
LYONDELL CHEMICAL COMPANY COM 552078107 83 6158 6158 0 0 0 6158 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
M & F WORLDWIDE CORP COM 552541104 34 4700 4700 0 0 0 3400 0 0
MAF BANCORP INC COM 55261R108 44 1200 1200 0 0 0 1200 0 0
MBIA INC COM 55262C100 1071 21975 21575 0 0 0 2700 0 18875
MBNA CORP COM 55262L100 238435 11441226 10246057 455000 45945 0 7129452 88460 3577405
MB FINANCIAL INC COM 55264U108 550 13700 11900 0 0 0 9400 0 400
MEMC ELECTRONIC MATE COM 552715104 10 1000 1000 0 0 0 1000 0 0
MGIC INVESTMENT CORP COM 552848103 114682 2458867 2053383 264316 9523 0 1505077 18797 817072
MGI PHARMA INC COM 552880106 389 15200 15200 0 0 0 15200 0 0
MGM MIRAGE COM 552953101 932 27280 27280 0 0 0 27280 0 0
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 6547 153400 128500 0 400 0 105000 0 5200
MKS INSTRUMENTS INC COM 55306N104 476 26100 26100 0 0 0 26100 0 0
MSC INDUSTRIAL DIRECT CO CL A CL A 553530106 34 1900 1900 0 0 0 1900 0 0
MTS SYSTEMS CORP COM 553777103 1209 82000 69500 0 200 0 56100 0 2600
MACDERMID INC COM 554273102 82 3100 3100 0 0 0 0 0 3100
MACERICH COMPANY (THE) COM 554382101 71318 2030109 2025687 0 0 0 1807927 0 221060
MACK-CALI REALTY CORP COM 554489104 72511 1993143 1990397 0 0 0 1837698 0 154799
MACROVISION CORP COM 555904101 401 20100 20100 0 0 0 20100 0 0
MACROMEDIA INC COM 556100105 3649 173700 150600 0 400 0 124600 0 4700
MAGMA DESIGN AUTOMATION COM 559181102 247 14400 14400 0 0 0 14400 0 0
MANDALAY RESORT GROUP COM 562567107 13084 410800 390100 0 0 0 383800 0 19100
MANHATTAN ASSOCIATES INC COM 562750109 242 9300 9300 0 0 0 9300 0 0
MANOR CARE INC COM 564055101 200 7986 7986 0 0 0 0 0 7986
MANTECH INTERNATIONAL CORP CL A 564563104 299 15600 12900 0 0 0 10700 0 600
MANUFACTURED HOME COMMUNITIES COM 564682102 635 18100 18100 0 0 0 18100 0 0
MAPICS INC COM 564910107 347 42400 34900 0 100 0 29500 0 1400
MANUFACTURERS SERVICES LTD COM 565005105 603 124300 104900 0 300 0 85000 0 4000
MANULIFE FINANCIAL CORP COM 56501R106 581 20600 20600 0 0 0 20600 0 0
MARATHON OIL CORP COM 565849106 87868 3334657 3223357 0 0 0 2844813 0 180944
MARCUS CORPORATION COM 566330106 45 3000 2900 0 100 0 1500 0 1500
MARKEL CORP COM 570535104 717 2800 2800 0 0 0 2800 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
MARSH & MCLENNAN COS COM 571748102 43945 860486 634343 0 1000 0 481483 0 144035
MARSHALL & ILSLEY CORP COM 571834100 3974 129949 122949 0 0 0 94000 0 31849
MARRIOTT INTERNATIONAL CL A CL A 571903202 1155 30071 30071 0 0 0 9460 0 20611
MARTIN MARIETTA MATERIALS COM 573284106 37 1092 1092 0 0 0 1092 0 0
MASCO CORP COM 574599106 339689 14242731 12280171 995410 65140 0 8372497 125750 5002614
MASSBANK CORP COM 576152102 221 6100 5000 0 0 0 4200 0 200
MASSEY ENERGY COMPANY COM 576206106 400 30400 30400 0 0 0 30400 0 0
MATERIAL SCIENCES CORP COM 576674105 460 47400 41200 0 100 0 32400 0 2600
MATSUSHITA ELEC IND ADR ADR 576879209 139 13794 13794 0 0 0 0 0 13794
MATTEL INC COM 577081102 40845 2158852 2121878 0 3500 0 1763676 0 303017
MAXIM INTEGRATED PRODUCTS COM 57772K101 103295 3029178 2629540 192780 12750 0 1807871 25070 1022799
MAXYGEN INC COM 577776107 1072 97999 82099 0 200 0 67200 0 2999
MAY DEPARTMENT STORES CO COM 577778103 51431 2310470 2265805 0 2505 0 1974048 0 225292
MAVERICK TUBE CORP COM 577914104 1637 85500 85500 0 0 0 77800 0 7700
MAXIMUS INC COM 577933104 287 10400 10400 0 0 0 8400 0 2000
MAYTAG CORP COM 578592107 171 6997 6997 0 0 0 0 0 6997
MCCLATCHY COMPANY CL A CL A 579489105 347 6024 6024 0 0 0 6024 0 0
MCCORMICK & CO NON VTG SHRS COM NON VTG 579780206 338 12413 12413 0 0 0 0 0 12413
MCDATA CORPORATION- CL A CL A 580031201 3565 243316 198516 0 700 0 165416 0 9200
MCDERMOTT INTL INC COM 580037109 37 5815 5815 0 0 0 0 0 5815
MCDONALD'S CORPORATION COM 580135101 71361 3234858 2196974 0 2445 0 1703085 0 409244
MCG CAPITAL CORP COM 58047P107 1360 93700 76400 0 300 0 63800 0 3500
MCGRAW-HILL COMPANIES INC COM 580645109 34167 551083 94283 0 0 0 64632 0 17251
MCKESSON CORP COM 58155Q103 31080 869621 844921 0 0 0 740791 0 73730
MCMORAN EXPLORATION CO COM 582411104 625 56100 48700 0 100 0 39300 0 1400
MEADWESTVACO CORP COM 583334107 4511 182640 182640 0 0 0 164846 0 17794
MEDIA GENERAL INC CL A CL A 584404107 269 4700 4700 0 0 0 4700 0 0
MEDICINES COMPANY COM 584688105 299 15300 15300 0 0 0 15300 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2495 44000 36200 0 100 0 28100 0 3900
MEDIMMUNE INC COM 584699102 2099 57707 57107 0 0 0 34700 0 22407
MEDTRONIC INC COM 585055106 342174 7133074 5862041 626198 29146 0 3957874 56544 2532107
MELLON FINANCIAL CORP COM 58551A108 17190 619472 251832 0 0 0 149143 0 102929
MEMBERWORKS INC COM 586002107 2309 116500 98800 0 300 0 77700 0 6800
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
MENS WEARHOUSE INC COM 587118100 3404 155800 133100 0 400 0 104200 0 8100
MENTOR CORP COM 587188103 7052 363500 304500 0 1000 0 240300 0 23800
MERCANTILE BANKSHARES CORP COM 587405101 39 980 980 0 0 0 980 0 0
MERCK & CO INC COM 589331107 573150 9465734 7928934 424930 19260 0 6199725 34410 1991919
MERCURY COMPUTER SYSTEMS INC COM 589378108 2970 163200 133700 0 500 0 108400 0 9600
MERCURY INTERACTIVE CORP COM 589405109 13589 350598 335798 0 0 0 294150 0 41548
MEREDITH CORP COM 589433101 470 10690 10390 0 0 0 6000 0 4390
MERISTAR HOSPITALITY CORP REIT COM 58984Y103 4792 932300 794400 0 2300 0 645500 0 28300
MERIT MEDICAL SYSTEMS INC COM 589889104 538 26900 22100 0 100 0 18200 0 1300
MERRILL LYNCH & CO COM 590188108 72192 1546529 631379 0 0 0 468521 0 121808
MESA AIR GROUP INC COM 590479101 2917 366500 299600 0 1100 0 242000 0 22000
METHODE ELECTRONICS CL A 591520200 2559 238000 199500 0 600 0 158800 0 12800
METLIFE INC COM 59156R108 28758 1015473 981673 0 0 0 810200 0 117973
METROLOGIC INSTRUMENTS INC COM 591676101 446 13400 11400 0 0 0 9100 0 500
METTLER TOLEDO INTERNATIONAL COM 592688105 539 14711 14711 0 0 0 14711 0 0
MICHAELS STORES INC COM 594087108 8 216 216 0 0 0 216 0 0
MICREL INC COM 594793101 457 43900 35700 0 100 0 29600 0 1700
MICROS SYSTEMS INC COM 594901100 79 2400 2400 0 0 0 500 0 1900
MICROSOFT CORP COM 594918104 838571 32705573 28757545 1266050 82180 0 21401502 159730 8048073
MICROCHIP TECHNOLOGY INC COM 595017104 1637 66148 66148 0 0 0 64078 0 2070
MICROMUSE INC COM 595094103 8980 1126700 522600 0 1800 0 441700 0 22600
MICRON TECHNOLOGY INC COM 595112103 629 54103 54103 0 0 0 0 0 54103
MICROSEMI CORP COM 595137100 7540 473600 402200 0 1200 0 324300 0 23100
MID-AMER APT CMNTYS INC COM 59522J103 3371 124800 124800 0 0 0 120600 0 0
MID-ATLANTIC RLTY TR SH BEN INT 595232109 1903 90900 90900 0 0 0 10600 0 80300
MID ATLANTIC MEDICAL SVCS COM 59523C107 1340 25615 25615 0 0 0 15815 0 9800
MILACRON INC COM 598709103 647 132400 108700 0 400 0 88000 0 8100
MILLENNIUM PHARMACEUTICALS COM 599902103 277 17600 17600 0 0 0 17600 0 0
MILLEA HOLDINGS INC - ADR ADR 60032R106 280 7284 7284 0 0 0 0 0 7284
MILLER (HERMAN) INC COM 600544100 94 4662 4662 0 0 0 4662 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
MILLIPORE CORP COM 601073109 263 5932 5932 0 0 0 1651 0 4281
MILLS CORP COM 601148109 36954 1101458 1100004 0 0 0 988687 0 112417
MIRANT CORP COM 604675108 321 110849 109549 0 0 0 73600 0 35949
MISSION WEST PPTYS INC COM 605203108 1110 97600 82100 0 200 0 67000 0 2900
MITSUBISHI TOKYO FINAN ADR SPONSORED AD 606816106 186 40635 40635 0 0 0 0 0 40635
MOHAWK INDS INC COM 608190104 61 1099 1099 0 0 0 1099 0 0
MOLEX INC COM 608554101 459 17027 17027 0 0 0 0 0 17027
MOLEX INC - CL A CL A 608554200 61 2639 2639 0 0 0 2639 0 0
MONSANTO COMPANY COM 61166W101 24572 1135512 1106112 0 0 0 938665 124 70623
MONSTER WORLDWIDE INC COM 611742107 197 9983 9983 0 0 0 0 0 9983
MOODYS CORPORATION COM 615369105 748 14182 14182 0 0 0 1000 0 13182
MOOG INC CL A CL A 615394202 1380 39700 35500 0 0 0 27900 0 100
MORGAN STANLEY COM NEW 617446448 312308 7305449 6585353 346195 23119 0 4859232 43572 2007627
MSDW CALIF QUALITY MUNI SECS M CALIF QLTY M 61745P635 1 76 76 0 0 0 76 0 0
MOTHERS WORK INC COM 619903107 1507 56300 45900 0 200 0 38200 0 2100
MOTOROLA INC COM 620076109 13308 1411277 1395587 0 0 0 915460 0 421917
MUNIYIELD CALIF INSD FUND COM 62629L104 1 53 53 0 0 0 53 0 0
MYLAN LABORATORIES COM 628530107 41412 1191028 1151628 0 0 0 1082128 0 76200
NBTY INC COM 628782104 5222 248200 209000 0 600 0 175400 0 12700
NCI BUILDING SYS INC COM 628852105 336 20100 20100 0 0 0 14400 0 0
NCR CORPORATION COM 6.29E+112 217 8482 8482 0 0 0 2 0 8480
NEC CORPORATION ADR ADR 629050204 41 8223 8223 0 0 0 0 0 8223
NN INC COM 629337106 651 51400 43200 0 200 0 34600 0 2900
NPS PHARMACEUTICALS INC COM 62936P103 363 14900 14900 0 0 0 14900 0 0
NTT DOCOMO INC SPONS ADR 62942M201 413 18773 18773 0 0 0 431 0 18342
NVR INC COM 62944T105 617 1500 1500 0 0 0 0 0 1500
NABI BIOPHARMACEUTICALS COM 629519109 1255 180600 153800 0 400 0 124500 0 5400
NARA BANCORP INC COM 63080P105 689 36800 31400 0 100 0 25300 0 1100
NASDAQ 100 TR UNIT SER 1 631100104 13142 438800 14600 0 0 0 14600 0 0
NATIONAL AUSTRALIA BANK ADR SPONSORED AD 632525408 30455 271310 266249 0 0 0 249685 0 16564
NATIONAL CITY CORP COM 635405103 124826 3816137 3643167 56770 0 0 3314946 0 236891
NATIONAL COMMERCE FINANCIAL CO COM 63545P104 228 10275 10275 0 0 0 125 0 10150
NATIONAL HEALTH REALTY INC COM 635905102 75 4700 4700 0 0 0 3400 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
NATIONAL FUEL GAS CO NJ COM 636180101 2180 83700 82300 0 0 0 82300 0 0
NATIONAL HEALTH INVESTORS REIT COM 63633D104 2161 117200 95000 0 400 0 78400 0 4800
NATIONAL OILWELL INC COM 637071101 3205 145700 145200 0 0 0 145200 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 829 42018 41518 0 0 0 17900 0 16418
NATIONWIDE FINANCIAL SERVICES CL A 638612101 7 200 200 0 0 0 200 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 25654 1610400 1610400 0 0 0 1610400 0 0
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NAVIGANT INTL INC COM 63935R108 899 69700 59400 0 200 0 47900 0 2100
THOMAS NELSON INC COM 640376109 338 27000 22500 0 0 0 17300 0 1500
NETWORK ASSOCIATES INC COM 640938106 229 18059 18059 0 0 0 18059 0 0
NETFLIX.COM INC COM 64110L106 981 38400 31700 0 100 0 26800 0 1300
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NEW YORK COMMUNITY BANCORP COM 649445103 515 17700 17700 0 0 0 17700 0 0
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NEWFIELD EXPL CO COM 651290108 26 700 600 0 0 0 600 0 0
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NEWS CORP LTD ADR SP ADR PFD 652487802 6 240 240 0 0 0 240 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 46522 2574517 2507317 0 0 0 2220730 0 228287
NEXTEL PARTNERS INC CL A 65333F107 386 52600 52600 0 0 0 52600 0 0
NICOR INC COM 654086107 3878 104493 103393 0 0 0 99400 0 3993
NIKE INC CL B 654106103 1324 24753 24753 0 0 0 1336 0 23417
99 CENTS ONLY STORES COM 65440K106 1064 30988 30988 0 0 0 30988 0 0
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NISOURCE INC COM 65473P105 443 23300 23300 0 0 0 0 0 23300
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
NISSAN MOTORS ADR SPONSORED AD 654744408 260 13775 13775 0 0 0 343 0 13432
NOKIA OYJ ADR SPONSORED AD 654902204 51236 3118435 1491130 0 0 0 1338945 0 152524
NOBLE ENERGY INC COM 655044105 2124 56200 56200 0 0 0 56200 0 0
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NORDSTROM INC COM 655664100 235 12054 12054 0 0 0 0 0 12054
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NORTHROP GRUMMAN CORP COM 666807102 2334 27051 27051 0 0 0 10757 0 16294
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NSTAR COM 6.70E+111 3084 67700 66300 0 0 0 66300 0 0
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NVIDIA CORP COM 67066G104 429 18739 18739 0 0 0 4000 0 14739
OM GROUP INC COM 670872100 386 26200 26200 0 0 0 18800 0 0
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OSI PHARMACEUTICALS INC COM 671040103 296 9200 9200 0 0 0 9200 0 0
OSI SYSTEMS INC COM 671044105 345 22000 22000 0 0 0 15900 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 124650 3715353 3600553 0 0 0 3215540 0 201713
OCEANEERING INTL INC COM 675232102 733 28700 23500 0 100 0 19100 0 1700
OCEANFIRST FINANCIAL CORP COM 675234108 1571 62600 53300 0 200 0 43100 0 1900
OCTEL CORP COM 675727101 1040 74800 63100 0 200 0 51200 0 2400
OFFICE DEPOT INC COM 676220106 23009 1585704 1564776 0 0 0 1304136 0 248265
OIL STATES INTERNATIONAL INC COM 678026105 2501 206700 178100 0 500 0 143300 0 5800
OLD REPUBLIC INTERNATIONAL COR COM 680223104 31986 933350 907550 0 0 0 829050 0 32200
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
OLIN CORP COM PAR $1 680665205 2167 126700 0 0 0 0 0 0 0
OMNICOM GROUP COM 681919106 4165 58091 56991 0 0 0 34054 0 16937
OMEGA HEALTHCARE INVS INC COM 681936100 135 25800 25800 0 0 0 18500 0 0
OMNIVISION TECHNOLOGIES COM 682128103 5905 189700 155800 0 600 0 130800 0 7000
OMNOVA SOLUTIONS INC COM 682129101 705 174400 149100 0 400 0 120300 0 5200
OMNICELL INC COM 68213N109 569 56600 46000 0 200 0 38200 0 2100
OPLINK COMMUNICATIONS INC COM 68375Q106 340 190939 190939 0 0 0 0 0 190939
ORACLE CORPORATION COM 68389X105 242588 20198846 17388843 1076880 69100 0 12213231 133960 6026832
ORIENTAL FINANCIAL GROUP COM 68618W100 1954 76051 63476 0 200 0 52051 0 2500
ORIX CORP ADR SPONSORED AD 686330101 128 4554 4554 0 0 0 0 0 4554
ORTHODONTIC CTRS AMER INC COM 68750P103 1 160 160 0 0 0 160 0 0
OSHKOSH TRUCK CORP COM 688239201 184 3100 3100 0 0 0 0 0 3100
OVERLAND STORAGE INC COM 690310107 604 29700 24200 0 100 0 20200 0 1100
OWENS & MINOR INC COM 690732102 96 4300 4300 0 0 0 0 0 4300
OXFORD HEALTH PLANS INC COM 691471106 21929 521742 501142 0 0 0 461742 0 37400
PDI INC COM 69329V100 414 40500 35500 0 100 0 28400 0 1100
PG&E CORP COM 69331C108 19463 920219 893419 0 0 0 766046 0 75973
PFF BANCORP INC COM 69331W104 1225 31700 28700 0 0 0 22500 0 600
PF CHANG'S CHINA BISTRO INC COM 69333Y108 659 13400 13400 0 0 0 8600 0 4800
PMC-SIERRA INC COM 69344F106 2300 195619 15019 0 0 0 0 0 15019
PMI GROUP INC (THE) COM 69344M101 184868 6887770 5942967 479310 30770 0 4122270 60830 2344747
PNC FINANCIAL SERVICES GROUP COM 693475105 5230 107149 72219 34130 0 0 81215 0 25134
POHANG IRON & STEEL CO ADR SPONSORED AD 693483109 99 3790 3790 0 0 0 0 0 3790
PPG INDUSTRIES INC COM 693506107 139492 2749157 2356721 198590 12180 0 1638373 23730 927348
PPL CORPORATION COM 69351T106 1625 37783 36283 0 0 0 21300 0 14983
PS BUSINESS PKS INC CALIF COM 69360J107 438 12400 12400 0 0 0 12400 0 0
PSS WORLD MED INC COM 69366A100 1438 251000 211200 0 700 0 172900 0 8300
PACCAR INC COM 693718108 702 10355 10355 0 0 0 0 0 10355
PACIFIC CAP BANCORP COM 69404P101 3885 111200 92100 0 300 0 75400 0 3900
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 725 30100 30100 0 0 0 17200 0 12900
PACIFICARE HEALTH SYS DEL COM 695112102 602 12200 12200 0 0 0 12200 0 0
PACKETEER INC COM 695210104 4401 284300 231800 0 900 0 193300 0 10700
PACTIV CORPORATION COM 695257105 6758 342875 339675 0 0 0 318800 0 14175
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
PALL CORPORATION COM 696429307 247 10962 10962 0 0 0 0 0 10962
PANAMSAT CORP COM 697933109 1475 80100 79000 0 0 0 79000 0 0
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 48561 1234085 1230226 0 0 0 1008786 0 224040
PANERA BREAD CO CL A CL A 69840W108 316 7900 7900 0 0 0 7900 0 0
PANTRY INC COM 698657103 272 34500 28000 0 100 0 23300 0 1200
PAPA JOHNS INTL INC COM 698813102 9081 323300 272200 0 800 0 217100 0 16600
PARAMETRIC TECHNOLOGY CORP COM 699173100 346 114407 114407 0 0 0 90900 0 23507
PARK PL ENTMT CORP COM 700690100 651 71670 70270 0 0 0 16770 0 53500
PARKER HANNIFIN CORP COM 701094104 7734 184177 182460 0 0 0 165597 0 16863
PARKWAY PROPERTIES INC-MD COM 70159Q104 2065 49100 49100 0 0 0 6000 0 43100
PARTHUSCEVA INC COM 7.02E+110 1005 122901 101701 0 400 0 83301 0 4400
PATINA OIL & GAS CORP COM 703224105 32 1000 1000 0 0 0 1000 0 0
PATRIOT BANK CORP COM 70335P103 333 18500 15500 0 0 0 12300 0 600
PATTERSON - UTI ENERGY INC COM 703481101 1343 41500 41500 0 0 0 41500 0 0
PAXAR CORP COM 704227107 99 9000 8500 0 500 0 3300 0 5700
PAYCHEX INC COM 704326107 4727 160840 155110 0 0 0 56440 0 98670
PENFORD CORP COM 707051108 11 1000 1000 0 0 0 0 0 1000
J. C. PENNEY CO COM 708160106 37459 2223066 2159646 0 0 0 1796625 0 339341
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 297 9900 9900 0 0 0 9900 0 0
PENTAIR INC COM 709631105 71 1813 1813 0 0 0 1813 0 0
PEOPLES BANCORP INC COM 709789101 242 9500 8000 0 0 0 6600 0 300
PEOPLES ENERGY CORP COM 711030106 297 6921 6821 0 0 0 3600 0 3221
PEOPLES HOLDING COMPANY COM 711148106 438 9900 8800 0 0 0 7000 0 200
PEOPLESOFT INC COM 712713106 2097 119441 115641 0 0 0 69500 0 28641
PEP BOYS-MANNY MOE & JACK COM 713278109 6446 477100 405100 0 1200 0 321200 0 23800
PEPCO HOLDINGS INC COM 713291102 1 76 76 0 0 0 76 0 0
PEPSI BOTTLING GROUP INC COM 713409100 5747 287078 277878 0 0 0 221706 0 51972
PEPSIAMERICAS INC COM 71343P200 252 20100 19000 0 0 0 19000 0 0
PEPSICO INC COM 713448108 368931 8290588 7258543 512820 32600 0 5037127 62600 2721116
PER-SE TECHNOLOGIES INC COM NEW 713569309 1305 117600 98900 0 300 0 80500 0 3900
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
PERFORMANCE FOOD GROUP CO COM 713755106 754 20390 20390 0 0 0 20390 0 0
PERKINELMER INC COM 714046109 155 11209 11209 0 0 0 0 0 11209
PERRIGO CO COM 714290103 3688 235800 204100 0 500 0 170100 0 6700
PETCO ANIMAL SUPPLIES INC COM NEW 716016209 322 14800 14800 0 0 0 14800 0 0
PETROLEO BRASILEIRO SA ADR SPONSORED AD 71654V408 6 281 281 0 0 0 281 0 0
PETROLEUM DEVELOPMENT CORP COM 716578109 304 33300 28100 0 100 0 23100 0 1100
PFIZER INC COM 717081103 710062 20792439 17280007 780530 55115 0 12474061 99165 5219203
PHARMACEUTICAL PROD DEV INC COM 717124101 26 900 900 0 0 0 400 0 500
PHARMACEUTICAL RESOURCES INC COM 717125108 669 13750 13750 0 0 0 13750 0 0
PHARMACIA CORPORATION*OLD COM 71713U102O 0 0 0 0 0 0 0 0 0
PHELPS DODGE CORP COM 717265102 128972 3363894 2863952 270720 15580 0 1910306 30710 1247856
PHILLIPS-VAN HEUSEN COM 718592108 2819 206800 176000 0 500 0 138200 0 11300
PHOTRONICS INC COM 719405102 6749 392600 330800 0 1000 0 257100 0 27400
PIEDMONT NATURAL GAS COM 720186105 170 4380 4380 0 0 0 0 0 4380
PIER 1 IMPORTS INC COM 720279108 4206 206200 205800 0 0 0 205800 0 0
PINNACLE ENTMT INC COM 723456109 268 39400 39400 0 0 0 28300 0 0
PINNACLE SYSTEMS INC COM 723481107 317 29600 29600 0 0 0 29600 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 304 8111 8111 0 0 0 0 0 8111
PIONEER NAT RES CO COM 723787107 40 1545 1545 0 0 0 1545 0 0
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PLANER SYSTEMS INC COM 726900103 1125 57500 47100 0 200 0 38200 0 3400
PLANTRONICS INC COM 727493108 414 19100 18600 0 0 0 18600 0 0
PLAYTEX PRODS INC COM 72813P100 261 40600 33400 0 100 0 28300 0 1300
PLEXUS CORP COM 729132100 268 23300 23300 0 0 0 23300 0 0
PLUM CREEK TIMBER CO INC COM 729251108 1079 41594 41594 0 0 0 24800 0 16794
POLARIS INDUSTRIES INC COM 731068102 5111 83248 68848 0 200 0 56648 0 4600
POLYMEDICA CORP COM 731738100 69 1500 1500 0 0 0 0 0 1500
POPULAR INC COM 733174106 131 3400 3400 0 0 0 3400 0 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 462 15000 15000 0 0 0 15000 0 0
PORTUGAL TELECOM SGPS ADR SPONSORED AD 737273102 33128 4639758 4551370 0 0 0 4300799 0 250571
POSSIS MEDICAL INC COM 737407106 673 49600 40800 0 100 0 31600 0 4500
POST PROPERTIES INC REIT COM 737464107 3702 139700 131400 0 200 0 74600 0 43700
POTASH CORP OF SASKATCHEWAN COM 73755L107 8141 127200 0 0 0 0 0 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
POWELL INDUSTRIES INC COM 739128106 367 25100 20400 0 100 0 17000 0 900
POWER INTEGRATIONS INC COM 739276103 5917 243400 203700 0 700 0 163700 0 18900
POWER-ONE INC COM 739308104 52 7357 7357 0 0 0 0 0 7357
POWERWAVE TECHNOLOGIES INC COM 739363109 432 70100 70100 0 0 0 70100 0 0
PRAXAIR INC COM 74005P104 276878 4606959 3891409 291155 20500 0 2676804 39670 1536830
PRECISION CASTPARTS CORP COM 740189105 3082 99100 98000 0 0 0 97400 0 0
PRECISION DRILLING CORP COM 74022D100 381 10100 10100 0 0 0 10100 0 0
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PRESSTEK INC COM 741113104 47 7600 7600 0 0 0 5500 0 0
T ROWE PRICE GROUP INC COM 74144T108 409 10837 10837 0 0 0 0 0 10837
PRIDE INTERNATIONAL INC COM 74153Q102 9 463 463 0 0 0 463 0 0
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PROCTER & GAMBLE CO COM 742718109 360832 4046109 3743033 79576 7535 0 2937987 14090 790787
PRIVATEBANCORP INC COM 742962103 377 13800 12000 0 0 0 9550 0 400
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PROGRESS SOFTWARE CORP COM 743312100 135 6500 6500 0 0 0 600 0 5900
PROGRESSIVE CORP COM 743315103 4330 59229 57029 0 0 0 25660 0 19669
PROLOGIS SH BEN INT 743410102 102459 3753092 3741502 0 0 0 3144360 0 605442
PROSPERITY BANCSHARES INC COM 743606105 138 7200 7200 0 0 0 5200 0 0
PROTECTIVE LIFE CORP COM 743674103 433 16200 15900 0 0 0 15900 0 0
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PRUDENTIAL FINANCIAL INC COM 744320102 1648 48986 48986 0 0 0 123 0 48863
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PUBLIC STORAGE INC REIT COM 74460D109 13760 406250 404648 0 0 0 362156 0 43592
PUBLIC STORAGE DEP CL A COM A DP1/10 74460D729 4579 161238 161238 0 0 0 160500 0 738
PULTE HOMES INC COM 745867101 334 5415 5415 0 0 0 0 0 5415
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QUALCOMM INC COM 747525103 198122 5512587 4815596 346136 22060 0 3327242 43480 1824710
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
QUALITY SYSTEMS INC COM 747582104 1142 41900 35500 0 100 0 28700 0 1300
QUANEX CORP COM 747620102 672 22600 22600 0 0 0 15100 0 1700
QUEST DIAGNOSTICS INC COM 74834L100 794 12445 12445 0 0 0 33 0 12412
QUEST SOFTWARE INC COM 74834T103 543 45800 45800 0 0 0 45800 0 0
QUESTAR CORP COM 748356102 1138 34000 34000 0 0 0 34000 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 554 39095 38895 0 0 0 28389 0 10506
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R&G FINANCIAL CORP CL B CL B 749136107 5266 177300 150300 0 400 0 121600 0 5500
RC2 CORP COM 749388104 2054 119900 100800 0 300 0 82100 0 4000
RFS HOTEL INVESTORS INC COM 74955J108 453 36800 36800 0 0 0 36300 0 500
RH DONNELLEY CORP COM NEW 74955W307 2943 80700 65800 0 400 0 53700 0 4500
RPM INTERNATIONAL INC COM 749685103 1529 111175 109475 0 0 0 109475 0 0
RSA SECURITY INC COM 749719100 2769 257110 231710 0 400 0 185910 0 5200
RTI INTERNATIONAL METALS INC COM 74973W107 1732 159900 135600 0 400 0 107400 0 8200
RF MICRO DEVICES INC COM 749941100 6430 1089896 1089896 0 0 0 0 0 698849
RADIAN GROUP INC COM 750236101 238974 6520430 5636223 435829 29558 0 3847690 58192 2267648
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RADIO ONE INC CL D WI CL D NON VTG 75040P405 855 48200 48200 0 0 0 48200 0 0
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RADISYS CORP COM 750459109 1249 93200 79200 0 200 0 63400 0 4500
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RALCORP HLDGS INC COM 751028101 8277 331600 280500 0 800 0 220500 0 19000
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RAYMOND JAMES FINANCIAL INC COM 754730109 644 19500 19500 0 0 0 19500 0 0
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REEBOK INTERNATIONAL LTD COM 758110100 178 5285 5285 0 0 0 0 0 5285
REED ELSEVIER PLC-SPONS ADR SPONSORED AD 758205108 8 237 237 0 0 0 237 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
REGAL ENTERTAINMENT GROUP CL A 758766109 495 21000 21000 0 0 0 21000 0 0
REGENCY CENTERS CORP COM 758849103 21191 605794 585281 0 0 0 513733 0 73548
REGENT COMMUNICATIONS INC COM 758865109 567 92300 76200 0 400 0 63400 0 4300
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REGIONS FINANCIAL CORP COM 758940100 981 29043 28043 0 0 0 8300 0 19743
REINSURANCE GROUP OF AMERICA COM 759351109 2 70 70 0 0 0 70 0 0
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REMEC INC COM 759543101 230 33300 33300 0 0 0 33300 0 0
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RESMED INC COM 761152107 290 7400 7400 0 0 0 7400 0 0
RESOURCES CONNECTION INC COM 76122Q105 563 23600 23600 0 0 0 23600 0 0
REX STORES CORP COM 761624105 388 32000 26800 0 100 0 21900 0 1000
REYNOLDS & REYNOLDS CO CL A 761695105 929 32520 32520 0 0 0 32520 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 280 7529 7529 0 0 0 0 0 7529
RIGHT MANAGEMENT CONSULTANTS COM 766573109 2977 235300 197400 0 600 0 160900 0 7800
RITE AID CORP COM 767754104 220 49400 48600 0 0 0 48600 0 0
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SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
ROUSE CO COM 779273101 22715 596186 594239 0 0 0 465196 0 130543
ROWAN COS INC COM 779382100 186 8298 8298 0 0 0 0 0 8298
ROYAL BK CDA MONTREAL QUE COM 780087102 1234 29000 29000 0 0 0 29000 0 0
ROYAL DUTCH PETROLEUM CO. ADR NY REG EUR . 780257804 8590 184257 183220 800 0 0 133374 0 50883
RUSSELL CORP COM 782352108 4017 211400 181100 0 500 0 140400 0 12100
RYANS FAMILY STEAK HOUSE INC COM 783519101 3821 279100 234000 0 700 0 186300 0 15800
RYDER SYSTEM INC COM 783549108 3797 148205 146405 0 0 0 139900 0 5605
RYLAND GROUP INC COM 783764103 305 4400 4400 0 0 0 3800 0 600
S & T BANCORP INC COM 783859101 307 11200 9200 0 0 0 7700 0 400
SBC COMMUNICATIONS INC COM 78387G103 312694 12238512 10591756 366711 25540 0 7931126 44430 2805951
SCP POOL CORP COM 784028102 89 2600 2600 0 0 0 0 0 2600
SEMCO ENERGY INC COM 78412D109 104 17791 17791 0 0 0 12700 0 0
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SK TELECOM ADR SPONSORED AD 78440P108 170 9005 9005 0 0 0 0 0 9005
SL GREEN REALTY CORP REIT COM 78440X101 73787 2114859 2079943 0 500 0 1731386 0 333357
SLM CORP COM 78442P106 1796 45861 45861 0 0 0 84 0 45777
SPS TECHNOLOGIES INC COM 784626103 11 400 400 0 0 0 0 0 400
S & P 500 DEPOSITORY RECEIPTS UNIT SER 1 78462F103 17498 179228 179228 0 0 0 179228 0 0
SPX CORP COM 784635104 32391 735148 2448 212000 0 0 2448 0 212000
SRA INTERNATIONAL INC CLASS A CL A 78464R105 2557 79900 68100 0 200 0 59400 0 2400
SABRE HOLDINGS CORP CL A 785905100 315 12759 12759 0 0 0 0 0 12759
SAFECO CORP COM 786429100 433 12262 12262 0 0 0 0 0 12262
SAFENET INC COM 78645R107 2605 93900 77800 0 300 0 66000 0 3300
SAFEWAY INC COM NEW 786514208 9217 450475 137875 311100 0 0 83912 0 365063
SAGA COMMUNICATIONS INC - CL A CL A 786598102 109 5600 5600 0 0 0 4000 0 0
ST JOE COMPANY (THE) COM 790148100 443 14200 14200 0 0 0 0 0 14200
ST JUDE MEDICAL INC COM 790849103 2900 50440 49340 0 0 0 27046 0 16194
ST MARY LAND & EXPLORATION COM 792228108 4141 151700 124900 0 400 0 100900 0 8800
ST PAUL COMPANIES COM 792860108 4559 124860 31930 0 0 0 11700 0 20360
SAKS INC COM 79377W108 947 97600 96400 0 0 0 96400 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
SALEM COMMUNICATIONS CORP DEL CL A 794093104 93 4600 4600 0 0 0 3300 0 0
SAN PAOLO-IMI SPA ADR SPONSORED AD 799175104 16546 879189 862371 0 0 0 808041 0 54330
SANDERSON FARMS INC COM 800013104 846 30100 25100 0 100 0 20800 0 1100
SANDISK CORP COM 80004C101 4905 120900 120200 0 0 0 118100 0 0
SANMINA- SCI CORP COM 800907107 7984 1263297 483397 764700 0 0 367100 4460 811937
SAP AG ADR SPONSORED AD 803054204 7574 259200 0 0 0 0 0 0 0
SARA LEE CORP COM 803111103 83893 4460044 4328569 0 0 0 3879343 0 321001
SATYAM COMPUTER SERVICE ADR ADR 804098101 3 316 316 0 0 0 316 0 0
SAUL CTRS INC COM 804395101 230 9000 9000 0 0 0 9000 0 0
SAVVIS COMMUNICATIONS CORP COM 805423100 670 743903 743903 0 0 0 0 0 743903
SAXON CAPITAL INC COM 80556P302 1232 71300 59300 0 200 0 48600 0 2400
SCANA CORP COM 80589M102 1369 39948 39148 0 0 0 39148 0 0
SCHEIN HENRY INC COM 806407102 4007 76310 76310 0 0 0 76310 0 0
SCHERING-PLOUGH CORPORATION COM 806605101 40221 2162417 2110030 0 2435 0 1738602 0 307393
SCHLUMBERGER LTD COM 806857108 77638 1632087 1271708 271830 6510 0 848948 12825 699545
SCHNITZER STEEL INDS INC-A CL A 806882106 1192 27100 23300 0 100 0 18700 0 700
SCHULMAN (A) INC COM 808194104 109 6800 6800 0 0 0 5100 0 0
SCHWAB (CHARLES) CORP COM 808513105 1416 140328 140328 0 0 0 20288 0 120040
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2856 118300 99100 0 300 0 78200 0 7100
SCIENTIFIC-ATLANTA INC COM 808655104 4954 207804 58104 0 0 0 38360 0 13444
SCIENTIFIC GAMES CORP-A CL A 80874P109 193 20600 20600 0 0 0 16000 0 0
SCOTTISH POWER PLC ADR SPON ADR FIN 81013T705 45017 1851809 1814828 0 0 0 1708665 0 106163
SCOTTS COMPANY CL A CL A 810186106 333 6727 6727 0 0 0 6727 0 0
SCS TRANSPORTATION INC COM 81111T102 472 37100 32600 0 0 0 25300 0 600
SEALED AIR CORP COM 81211K100 411 8614 8614 0 0 0 1086 0 7528
SEARS ROEBUCK & CO COM 812387108 2060 61237 58037 0 0 0 25335 0 27402
SEATTLE GENETICS INC /WA COM 812578102 7 1300 1200 0 100 0 500 0 800
SECOND BANCORP INC COM 813114105 322 12500 10400 0 0 0 8100 0 300
SECURE COMPUTING CORP COM 813705100 226 25900 25900 0 0 0 25900 0 0
SELECTIVE INSURANCE GROUP COM 816300107 599 23906 23906 0 0 0 23906 0 0
SEMICONDUCTOR HOLDERS TRUST DEP RCPT 816636203 8734 309400 0 0 0 0 0 0 0
SEMPRA ENERGY COM 816851109 45572 1597340 1540240 0 0 0 1366300 0 104440
SENIOR HSG PPTYS TR SH BEN INT 81721M109 27143 2001723 2001018 0 0 0 1896916 0 104102
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
SENSIENT TECHNOLOGIES CORP COM 81725T100 1844 80200 79900 0 0 0 75300 0 0
SEPRACOR INC COM 817315104 152 8500 8500 0 0 0 8500 0 0
SERENA SOFTWARE INC COM 817492101 1228 59400 53700 0 100 0 43800 0 1900
SERVICE CORP INTERNATIONAL COM 817565104 4313 1114500 927200 0 3100 0 762800 0 38700
SERVICEMASTER COMPANY COM 81760N109 789 73696 71896 0 0 0 71896 0 0
SHARPER IMAGE CORP COM 820013100 85 3100 3100 0 0 0 3100 0 0
SHELL TRANSPORT & TRADING CO A ADR NY SHS N 822703609 42007 1054118 1034092 0 0 0 977996 0 56096
SHERWIN-WILLIAMS CO COM 824348106 43896 1633051 1582951 0 0 0 1408900 0 81751
SHOE CARNIVAL INC COM 824889109 484 32800 27800 0 100 0 22500 0 1000
SHOPKO STORES INC COM 824911101 7883 606400 513300 0 1500 0 407600 0 29400
SHUFFLE MASTER INC COM 825549108 2820 96600 79500 0 0 0 60700 0 9300
SHURGARD STORAGE CENTERS INC R COM 82567D104 14039 424410 401410 0 400 0 364800 0 25110
SICOR INC COM 825846108 52 2552 2552 0 0 0 2552 0 0
SIEBEL SYSTEMS INC COM 826170102 3754 395834 124014 271500 0 0 30498 0 365016
SIERRA HEALTH SERVICES COM 826322109 6 300 300 0 0 0 300 0 0
SIERRA PAC RES COM 826428104 663 111600 111600 0 0 0 89400 0 0
SIGMA-ALDRICH COM 826552101 378 6961 6961 0 0 0 700 0 6261
SILICON LABORATORIES COM 826919102 4981 187100 155800 0 500 0 132600 0 6500
SILGAN HOLDINGS INC COM 827048109 2817 89700 75500 0 200 0 61400 0 2900
SILICON VALLEY BANCSHARES COM 827064106 440 18500 18500 0 0 0 18500 0 0
SIMMONS FIRST NATIONAL CORP CL CL A $5 PAR 828730200 489 24300 20300 0 100 0 16900 0 700
SIMON PROPERTY GROUP INC REIT COM 828806109 111465 2855869 2846841 0 0 0 2394108 0 458933
SINCLAIR BROADCAST GROUP INC CL A 829226109 3765 324000 276800 0 900 0 223100 0 11100
SIZELER PPTY INVS INC COM 830137105 1031 100600 85600 0 200 0 70600 0 3100
SKY FINL GROUP INC COM 83080P103 240 11044 11044 0 0 0 11044 0 0
SKYWEST INC COM 830879102 141 7400 7400 0 0 0 2700 0 4700
SKYWORKS SOLUTIONS INC COM 83088M102 337 49800 49800 0 0 0 49800 0 0
SMITH AO COM 831865209 5852 207900 176600 0 500 0 139800 0 10200
SMITH INTERNATIONAL INC COM 832110100 1418 38600 38600 0 0 0 38600 0 0
JM SMUCKER CO COM NEW 832696405 5 118 6 112 0 0 118 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
SMURFIT-STONE CONTAINER CORP COM 832727101 275 21135 21135 0 0 0 6515 0 14620
SNAP-ON INC COM 833034101 356 12264 12264 0 0 0 7100 0 5164
SOFTWARE HOLDRS TRUST MF DEPOSITRY RC 83404B103 11261 356600 0 0 0 0 0 0 0
SOLA INTERNATIONAL INC COM 834092108 24 1400 1400 0 0 0 0 0 1400
SOLECTRON CORP COM 834182107 1486 397361 388561 0 0 0 267900 0 74961
SONIC AUTOMOTIVE INC CL A 83545G102 39 1800 1800 0 0 0 1800 0 0
SONOCO PRODUCTS CO COM 835495102 5270 219400 216600 0 0 0 214200 0 0
SONY CORPORATION ADR ADR NEW 835699307 34199 1221407 1195991 0 0 0 1115198 0 80793
SOURCECORP INC COM 836167106 467 21600 17700 0 100 0 13700 0 2000
SOUTH FINANCIAL GROUP COM 837841105 190 8200 8200 0 0 0 5900 0 0
SOUTHERN CO COM 842587107 3055 98056 94856 0 0 0 30600 0 64256
SOUTHERN PERU COPPER CORP COM 843611104 1366 89300 73800 0 300 0 60600 0 3200
SOUTHERN UNION COMPANY COM 844030106 6962 411000 348400 0 1000 0 275200 0 22100
SOUTHTRUST CORP COM 844730101 2280 84449 83249 0 0 0 53006 0 30243
SOUTHWEST AIRLINES COM 844741108 47317 2750976 2690006 0 0 0 2330984 0 209492
SOUTHWEST BANCORP OF TEXAS COM 84476R109 436 13400 13400 0 0 0 13400 0 0
SOUTHWESTERN ENERGY COMPANY COM 845467109 318 21200 21200 0 0 0 15200 0 0
SOVRAN SELF STORAGE INC REIT COM 84610H108 17130 543800 523900 0 300 0 504100 0 4000
SPANISH BROADCASTING SYS INC CL A 846425882 2077 257100 209600 0 900 0 173500 0 10600
SPECTRALINK CORP COM 847580107 862 88000 71800 0 300 0 59900 0 3300
SPHERION CORP COM 848420105 673 96800 81100 0 200 0 65900 0 3100
SPINNAKER EXPL CO COM 84855W109 542 20700 20700 0 0 0 20700 0 0
SPRINT CORP (FON GROUP) COM FON GROU 852061100 15202 1055699 1016099 0 0 0 826580 0 133519
SPRINT CORP (PCS GROUP) PCS COM SER 852061506 1407 244773 242673 0 0 0 117500 0 91873
SS&C TECHNOLOGIES COM 85227Q100 845 53800 44000 0 200 0 36900 0 2000
STAGE STORES INC COM NEW 85254C305 2900 123400 101800 0 400 0 84100 0 4500
STAMPS COM INC COM 852857101 75 15600 15600 0 0 0 11500 0 0
STANCORP FINL GROUP INC COM 852891100 10836 207500 184800 0 400 0 163300 0 4600
STANDARD MICROSYSTEMS CORP COM 853626109 1221 81000 68500 0 200 0 54500 0 4000
STANDARD MOTOR PRODS COM 853666105 754 67900 56600 0 200 0 44400 0 4400
STANDARD-PACIFIC CORP COM 85375C101 56 1700 1700 0 0 0 1200 0 0
STANLEY WORKS COM 854616109 400 14491 14191 0 0 0 6600 0 7591
STAPLES INC COM 855030102 50169 2733983 2638483 0 0 0 2380400 0 214683
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
STARBUCKS CORP COM 855244109 27409 1116451 765061 550 0 0 575136 0 190475
STARTEK INC COM 85569C107 13 500 500 0 0 0 0 0 500
STATE BANCORP INC COM 855716106 298 15210 12410 0 0 0 10210 0 600
STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 27227 952333 949736 0 0 0 780878 0 170758
STATE FINANCIAL SERVICES CORP CL A 856855101 549 25000 21200 0 100 0 16900 0 800
STATE STREET CORP COM 857477103 192865 4895061 4200314 355710 21270 0 2872494 41450 1715280
STATEN IS BANCORP INC COM 857550107 12695 651700 546600 0 1700 0 436200 0 34600
STATION CASINOS INC COM 857689103 384 15200 15200 0 0 0 15200 0 0
STATOIL ASA ADR SPONSORED AD 85771P102 19952 2333588 2282406 0 0 0 2122437 0 159969
STEEL TECHNOLOGIES INC COM 858147101 16 1600 1600 0 0 0 100 0 1500
STERICYCLE INC COM 858912108 253 6600 6600 0 0 0 6600 0 0
STERIS CORP COM 859152100 3288 142400 141300 0 0 0 138300 0 0
STERLING BANCORP NY COM 859158107 970 34780 30040 0 100 0 23880 0 940
STERLING FINL CORP/SPOKANE COM 859319105 233 9570 9570 0 0 0 6930 0 0
STEWART ENTERPRISES INC CL A 860370105 1875 436000 369400 0 1100 0 298900 0 13800
STEWART INFORMATION SVCS CORP COM 860372101 7525 270200 228600 0 700 0 181000 0 14200
STONE ENERGY CORP COM 861642106 340 8100 8000 0 0 0 2100 0 5900
STONERIDGE INC COM 86183P102 1138 83400 70700 0 200 0 57400 0 2700
STORA ENSO OYJ ADR SPON ADR REP 86210M106 31534 2793090 2734310 0 0 0 2571359 0 162951
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 3236 125700 125100 0 0 0 125100 0 0
STRATASYS INC COM 862685104 5056 146200 118800 0 500 0 98600 0 5700
STRAYER ED INC COM 863236105 169 2130 2130 0 0 0 2130 0 0
STRYKER CORP COM 863667101 23392 337212 321432 200 0 0 232777 0 85555
SUFFOLK BANCORP COM 864739107 270 8400 6800 0 0 0 5500 0 400
SUMMIT PPTYS INC COM 866239106 17202 833008 832403 0 0 0 694768 0 137635
SUN COMMUNITIES INC REIT COM 866674104 421 10700 10700 0 0 0 10700 0 0
SUN LIFE FINANCIAL INC COM 866796105 571 27500 27500 0 0 0 27500 0 0
SUN MICROSYSTEMS INC COM 866810104 15172 3262892 2922979 275000 0 0 2238145 0 798989
SUNGARD DATA SYSTEMS INC COM 867363103 23711 915140 904811 0 0 0 726777 0 174709
SUNOCO INC COM 86764P109 26813 710454 680054 0 0 0 611400 0 57354
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
SUNRISE ASSISTED LIVING INC COM 86768K106 157 7000 7000 0 0 0 0 0 7000
SUNTRUST BANKS INC COM 867914103 52229 880163 861219 0 850 0 738449 0 104145
SUPERVALU INC COM 868536103 483 22636 22236 0 0 0 10300 0 11936
SUREWEST COMMUNICATIONS COM 868733106 1541 50800 41800 0 100 0 34600 0 1800
SUSQUEHANNA BANCSHARES INC PA COM 869099101 3394 145400 118500 0 400 0 95700 0 8800
SYKES ENTERPRISES INC COM 871237103 796 164500 134000 0 500 0 111600 0 6200
SYMANTEC CORP COM 871503108 4785 108967 107167 0 0 0 81560 0 13407
SYMBOL TECHNOLOGIES INC COM 871508107 440 33857 33357 0 0 0 12900 0 20457
SYNGENTA AG- ADR SPONSORED AD 87160A100 28013 2762576 2708029 0 0 0 2553581 0 154448
SYNOVUS FINANCIAL CORP COM 87161C105 581 27029 27029 0 0 0 0 0 27029
SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 1751 88500 71900 0 300 0 59800 0 3400
SYNTEL INC COM 87162H103 24 1500 1500 0 0 0 1500 0 0
SYSCO CORP COM 871829107 4961 165146 162846 0 0 0 90800 0 58346
TBC CORP COM 872180104 1624 85300 72300 0 200 0 57400 0 4000
TCF FINANCIAL CORP COM 872275102 1530 38415 38415 0 0 0 38415 0 0
TC PIPELINES LP UT COM LTD P 87233Q108 15 500 500 0 0 0 500 0 0
TDK CORP ADR AMERN DEP SH 872351408 20465 416804 408084 0 0 0 379415 0 28669
TECO ENERGY INC COM 872375100 264 21990 21990 0 0 0 6300 0 15690
TJX COMPANIES INC COM 872540109 4928 261557 255557 0 0 0 176778 0 46279
TXU CORPORATION COM 873168108 1287 57314 57314 0 0 0 28633 0 28681
TAIWAN SEMICONDUCTOR ADR SPONSORED AD 874039100 280 27810 27810 0 0 0 0 0 27810
TALBOTS INC COM 874161102 223 7580 7580 0 0 0 0 0 7580
TALX CORP COM 874918105 374 16700 16700 0 0 0 12000 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 15174 458698 458698 0 0 0 455498 0 0
TANOX INC COM 87588Q109 2277 142200 116100 0 400 0 96700 0 5400
TARGET CORPORATION COM 8.76E+110 345663 9134853 6861785 537050 34500 0 4666771 65100 2773024
TASTY BAKING CO COM 876553306 1470 140000 0 0 0 0 0 0 0
TAUBMAN CENTERS INC REIT COM 876664103 559 29175 29175 0 0 0 29175 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 85 4100 4100 0 0 0 2800 0 200
TECH DATA CORP COM 878237106 43 1600 1400 0 0 0 1400 0 0
TECHNE CORP COM 878377100 12447 410100 340600 0 1100 0 273900 0 23700
TECUMSEH PRODUCTS CO CL A 878895200 3086 80500 68400 0 200 0 55300 0 2500
TEKELEC COM 879101103 522 46400 46400 0 0 0 46400 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
TEKTRONIX INC COM 879131100 219 10140 9840 0 0 0 2300 0 7540
TELEDYNE TECHNOLOGIES INC COM 879360105 84 6383 6383 0 0 0 83 0 6300
TELEFLEX INC COM 879369106 2 45 45 0 0 0 45 0 0
TELEFONICA SA ADR SPONSORED AD 879382208 1 17 17 0 0 0 17 0 0
TELEFONOS DE MEXICO SA ADR SPON ADR ORD 879403780 34655 1102945 1081125 0 0 0 1019444 0 61681
TELIK INC COM 87959M109 11 700 700 0 0 0 700 0 0
TELLABS INC COM 879664100 1225 186805 39605 146800 0 0 2950 0 183455
TELSTRA CORPORATION LIMITED AD SPON ADR FIN 87969N204 82 5523 5523 0 0 0 0 0 5523
TEMPLE-INLAND INC COM 879868107 8335 194246 4846 0 0 0 0 0 4846
TENET HEALTHCARE CORPORATION COM 88033G100 6809 584469 231569 340500 5220 0 162790 5220 382679
TENNECO AUTOMOTIVE INC COM 880349105 1243 345300 289300 0 900 0 237000 0 11700
TERADYNE INC COM 880770102 1217 70319 70319 0 0 0 53880 0 16439
TEVA PHARMACEUTICAL INDS LTD A ADR 881624209 7505 131900 0 0 0 0 0 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1266 42700 35000 0 100 0 28500 0 2400
TEXAS GENCO HOLDINGS INC COM 882443104 2 71 71 0 0 0 71 0 0
TEXAS INSTRUMENTS INC COM 882508104 43535 2473598 813398 0 0 0 545780 0 156618
TEXTRON INC COM 883203101 10987 281573 275338 0 0 0 205978 0 40295
THERAGENICS CORP COM 883375107 886 206000 168000 0 600 0 137800 0 10000
THERMO ELECTRON CORP COM 883556102 305 14495 14495 0 0 0 117 0 14378
THOMAS & BETTS CORP COM 884315102 1192 82459 68159 0 300 0 52200 0 8359
THOMAS INDUSTRIES COM 884425109 1381 51070 51070 0 0 0 51070 0 0
THREE-FIVE SYSTEMS INC COM 88554L108 1468 212700 175500 0 600 0 141300 0 11800
3M CO COM 88579Y101 90105 698594 682024 100 0 0 572663 0 72431
TIBCO SOFTWARE INC COM 88632Q103 348 68000 68000 0 0 0 68000 0 0
TIDEWATER INC COM 886423102 493 16800 16800 0 0 0 16800 0 0
TIFFANY & CO COM 886547108 421 12894 12894 0 0 0 0 0 12894
TIME WARNER TELECOM INC CL A CL A 887319101 3596 585600 0 0 0 0 0 0 0
TIMKEN CO COM 887389104 15032 858500 11800 0 0 0 11800 0 0
TOOTSIE ROLL INDS INC COM 890516107 1 38 38 0 0 0 38 0 0
TORCHMARK CORP COM 891027104 11106 298137 286637 0 0 0 240019 0 23118
TORO CO COM 891092108 11603 291900 243200 0 800 0 194100 0 15900
TORONTO-DOMINION BANK COM 891160509 803 28900 28900 0 0 0 28900 0 0
TOTAL SA-SPON ADR SPONSORED AD 8.92E+113 49562 653849 641431 0 0 0 606652 0 34779
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
TOWN & CTRY TR SH BEN INT 892081100 5615 241500 241500 0 0 0 241500 0 0
TOYOTA MOTOR CORPORATION ADR SP ADR REP2C 892331307 23512 453903 445385 0 0 0 418067 0 27318
TOYS 'R US INC COM 892335100 8233 679264 671855 0 0 0 562594 0 114296
TPG NV ADR SPONSORED AD 892339102 6 332 332 0 0 0 332 0 0
TRADESTATION GOURP INC COM 89267P105 687 67000 55100 0 200 0 46500 0 2300
TRAMMELL CROW CO COM 89288R106 808 76200 76200 0 0 0 0 0 76200
TRANSACTION SYS ARCHITECTS CL A 893416107 1680 185600 153100 0 500 0 127000 0 6700
TRANSGENOMIC INC COM 89365K206 4356 2292426 2292426 0 0 0 0 0 2292426
TRAVELERS PROPERTY CASUALTY A CL A 89420G109 8900 559729 558924 0 0 0 403193 0 156536
TRAVELERS PROPERTY CASUALTY CL CL B 89420G406 6641 421136 405836 0 0 0 249569 0 91267
TRIAD HOSPITALS INC COM 89579K109 241 9700 9700 0 0 0 9700 0 0
TRIBUNE CO COM 896047107 11054 228866 218666 0 0 0 175500 0 41566
TRIMBLE NAVIGATION LTD COM 896239100 117 5100 5100 0 0 0 1700 0 3400
TRIMERIS INC COM 896263100 315 6900 6900 0 0 0 6900 0 0
TRIZEC PROPERTIES INC COM 89687P107 3954 347800 347800 0 0 0 347800 0 0
TRUSTMARK CORP COM 898402102 2027 79600 67100 0 200 0 54800 0 2600
TUPPERWARE CORP COM 899896104 74 5159 5159 0 0 0 0 0 5159
II VI INC COM 902104108 2215 97400 79400 0 300 0 66000 0 3800
TYCO INTERNATIONAL LTD COM 902124106 29396 1548780 1504955 0 0 0 1089939 0 289841
TYLER TECHNOLOGIES INC COM 902252105 10 2300 2300 0 0 0 2300 0 0
UGI CORP COM 902681105 2752 86800 85800 0 0 0 65600 0 6000
UICI COM 902737105 48 3200 3200 0 0 0 1700 0 1500
USB HOLDING CO INC COM 902910108 309 17400 14300 0 0 0 11400 0 600
UST INC COM 902911106 5238 149518 145408 0 0 0 99740 0 45878
U S RESTAURANT PPTYS INC COM 902971100 316 20100 20100 0 0 0 14400 0 0
US BANCORP COM NEW 902973304 54912 2241294 2189559 16010 1380 0 1656788 0 452441
USG CORP COM NEW 903293405 7135 375500 317500 0 900 0 257500 0 11800
USEC INC COM 9.03E+112 430 61200 49700 0 200 0 41300 0 2300
US ONCOLOGY INC COM 90338W103 7057 955000 799200 0 2600 0 636000 0 55100
ULTICOM INC COM 903844108 809 84900 69200 0 300 0 57700 0 3200
ULTRA PETROLEUM CORP COM 903914109 50 3900 3900 0 0 0 3900 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
ULTRATECH INC COM 904034105 1273 68800 55900 0 200 0 46500 0 2600
UNIFIRST CORP/MA COM 904708104 876 40000 33900 0 100 0 27400 0 1300
UNILEVER PLC ADR SPON ADR NEW 904767704 5 154 154 0 0 0 154 0 0
UNILEVER NV ADR N Y SHS NEW 904784709 20156 373258 366266 0 0 0 345495 0 20771
UNION BANKSHARES CORP COM 905399101 270 9600 7700 0 0 0 6300 0 300
UNION PACIFIC CORP COM 907818108 33917 584573 436408 0 825 0 350467 0 89191
UNION PLANTERS CORP COM 908068109 38340 1235579 1196979 0 0 0 1071100 0 65379
UNIONBANCAL CORP COM 908906100 5763 139301 132801 0 0 0 118101 0 10700
UNISOURCE ENERGY CORP COM 909205106 1983 105500 93300 0 200 0 72200 0 4000
UNISYS CORPORATION COM 909214108 595 48436 48436 0 0 0 19300 0 29136
UNITED COMMUNITY FINANCIAL COM 909839102 270 29300 23400 0 100 0 19200 0 1100
UNITED DEFENSE INDUSTRIES COM 91018B104 278 10700 10700 0 0 0 10700 0 0
UNITED DOMINION REALTY TR INC COM 910197102 44303 2572739 2566116 0 0 0 2178988 0 391528
UNITED MICROELECTRONICS ADR SPONSORED AD 910873207 118 31591 31591 0 0 0 1194 0 30397
UNITED NAT FOODS INC COM 911163103 715 25200 25200 0 0 0 25200 0 0
UNITED ONLINE INC COM 911268100 38 1500 1500 0 0 0 1500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 29109 456976 443576 0 0 0 267348 0 102028
US CELLULAR CORP COM 911684108 31 1200 1200 0 0 0 1200 0 0
UNITED STATES STEEL CORP COM 912909108 151 9212 9212 0 0 0 0 0 9212
UNITED STATIONERS INC COM 913004107 3791 105800 89800 0 300 0 67000 0 10700
UNITED TECHNOLOGIES CORP COM 913017109 247552 3495010 2727270 147830 4180 0 2059274 14740 799396
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 96973 1929807 1889387 0 0 0 1671711 0 140776
UNITRIN INC COM 913275103 260 9600 9600 0 0 0 9600 0 0
UNIVERSAL CORP-VA COM 913456109 2656 62800 51600 0 0 0 43900 0 400
UNIVERSAL FST PRODS INC COM 913543104 2186 104400 88400 0 300 0 70200 0 5600
UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 9.14E+109 1536 56900 56900 0 0 0 15300 0 38200
UNIVISION COMMUNICATIONS INC CL A 914906102 2921 96095 94995 0 0 0 61819 0 20676
UNOCAL CORP COM 915289102 11835 412527 409347 0 0 0 301520 0 101007
UNOVA INC COM 91529B106 2653 239000 201800 0 600 0 163400 0 7500
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SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
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SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
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SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
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SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
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SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
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33030803 1058201843 917801482 31410158 2006262 709250932 3415613 217568891
TOTAL ENTRIES 1737