13F-HR
1
g87276ae13fvhr.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: December 31, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Jeffrey Kupor
Title: General Counsel
Phone: 404-439-3463
Signature, Place and Date of Signing:
s/s Atlanta, Georgia 02/16/04
----------------- ---------------------- ------------
[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: 1764
Form 13F Information Table Value Total: 40,211,996
List of Other Included Managers:
No. 13F File Number Name
13F Filing Report ICM,IRA,INVESCO NE Page 1
As of Date: 12/31/03
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
ABC BANCORP COM 400101 269 16700 13000 0 0 0 10500 0 2700
ADC TELECOMMUNICATIONS INC COM 886101 278 93479 76679 0 0 0 16800 0 76679
ABN AMRO HOLDING NV ADR SPONSORED AD 937102 20160 858620 844342 0 0 0 729379 0 114963
AEW REAL ESTATE INCOME FUND CF COM 00104H107 2903 162000 162000 0 0 0 159200 0 2800
AFLAC INC COM 1055102 2520 69651 58951 0 0 0 11480 0 58171
AGCO CORP COM 1084102 -3655 181923 175523 0 0 0 7523 0 170100
AES CORPORATION COM 00130H105 -3383 540424 511424 0 0 0 49900 0 479824
AMB PROPERTY CORP COM 00163T109 3412 103765 103765 0 0 0 101200 0 2565
AMLI RESIDENTIAL PROPERTIES SH BEN INT 1735109 5049 188400 188400 0 0 0 188400 0 0
AMN HEALTHCARE SERVICE COM 1744101 3439 200400 173900 0 500 0 141600 0 19700
AT&T CORP COM NEW 1957505 46962 2313412 2199177 0 3005 0 1743465 0 461986
AT&T WIRELESS SVCS INC COM 00209A106 241 2082597 1959994 0 0 0 517386 0 1374211
ABBOTT LABORATORIES COM 2824100 75957 1629988 1535006 31900 995 0 1046627 0 482281
ABERCROMBIE & FITCH CO CL A CL A 2896207 1268 51300 51300 0 0 0 45300 0 6000
ABGENIX INC COM 00339B107 375 30400 30400 0 0 0 30400 0 0
ACCREDITED HOME LENDERS COM 00437P107 3592 117400 98700 0 300 0 78600 0 14000
ACCREDO HEALTH INC COM 00437V104 -4166 176800 169700 1700 0 0 30500 0 142700
ACE CASH EXPRESS INC COM 4403101 68 3200 3200 0 0 0 2200 0 200
ACME COMMUNICATIONS INC COM 4631107 10 1100 1000 0 100 0 400 0 700
ACTIVISION INC COM NEW 4930202 -51 2800 0 2800 0 0 2800 0 0
ACTEL CORP COM 4934105 1679 69700 54400 0 200 0 41900 0 13500
ACUITY BRANDS INC COM 00508Y102 39 1500 1500 0 0 0 0 0 1500
ACXIOM CORP COM 5125109 84 4500 4500 0 0 0 4500 0 0
ADMINISTAFF INC COM 7094105 3356 193100 150400 0 700 0 121300 0 32000
ADOBE SYSTEMS INC COM 00724F101 3011 77051 70711 0 0 0 35140 0 33311
ADOLOR CORPORATION COM 00724X102 6265 313400 248700 0 1100 0 204800 0 48300
ADTRAN INC COM 00738A106 26830 862700 797100 34400 0 0 770700 0 70600
ADVANCE AUTO PARTS COM 00751Y106 15995 196500 185300 2400 0 0 168500 0 24600
ADVANCED DIGITAL INFO CORP COM 7525108 4769 340640 269640 0 1200 0 221040 0 53400
ADVANCED FIBRE COMMUNICATION COM 00754A105 472 23400 23400 0 0 0 23400 0 0
ADVANCED NEUROMODULATION SYS COM 00757T101 844 18350 18350 0 0 0 18350 0 0
ADVO INC COM 7585102 248 7800 7800 0 0 0 0 0 7800
ADVISORY BOARD CO/ THE COM 00762W107 4103 117812 95812 0 300 0 80512 0 16700
ADVANCED MEDICAL OPTICS COM 00763M108 10454 532002 436101 0 1800 0 340200 0 87101
AEROFLEX INC COM 7768104 760 64860 64860 0 0 0 64860 0 0
AEROPOSTALE INC COM 7865108 5621 205000 166100 0 700 0 139600 0 29200
ADVANCED MICRO DEVICES COM 7903107 -10624 793950 754410 5700 0 0 43340 0 732810
ADVANCEPCS COM 00790K109 190 3600 3600 0 0 0 3600 0 0
AEGON NV AMER REG SHR ORD AMER REG 7924103 23194 1567183 1543465 0 0 0 1467004 0 76461
AETNA US HEALTHCARE INC -NEW COM 00817Y108 1259 18633 15335 0 0 0 3998 0 14535
AFFILIATED COMPUTER SVCS CL A CL A 8190100 22000 403958 400916 0 0 0 302187 0 101729
AFFILIATED MANAGERS GROUP COM 8252108 5617 80720 42340 38380 0 0 42340 0 38380
AFTERMARKET TECHNOLOGY CORP COM 8318107 5 400 400 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
AGERE SYSTEMS INC CL A CL A 00845V100 3735 1224443 2243 0 0 0 0 0 2243
AGERE SYSTEMS INC CL B CL B 00845V209 160 55058 55058 0 0 0 12 0 55046
AGILENT TECHNOLOGIES INC COM 00846U101 1789 482600 456102 0 0 0 143898 0 287202
AGILE SOFTWARE CORP DE COM 00846X105 503 50700 50700 0 0 0 50700 0 0
AGREE REALTY CORP COM 8492100 170 6000 6000 0 0 0 4300 0 0
AIM SELECT REAL ESTATE INC (CO SHS 00888R107 3 200 0 0 0 0 0 0 0
AIR PRODUCTS & CHEMICALS INC COM 9158106 313661 5937180 4870207 377865 15640 0 3666431 27290 2034265
AIRGAS INC COM 9363102 4573 212900 182400 0 600 0 152800 0 23000
AIRTRAN HOLDINGS INC COM 00949P108 2526 212300 179800 0 600 0 157800 0 24300
AKAMAI TECHNOLOGIES COM 00971T101 4548 422700 328500 0 1600 0 263800 0 71100
ALARIS MEDICAL SYSTEMS INC COM 11637105 2301 151300 124600 0 500 0 106500 0 19900
ALASKA AIR GROUP INC COM 11659109 418 15300 15300 0 0 0 15300 0 0
ALBANY MOLECULAR RESEARCH COM 12423109 3882 258600 209200 0 800 0 165000 0 37400
ALBEMARLE CORP COM 12653101 2940 98100 80100 0 300 0 63100 0 13000
ALBERTO CULVER CO CL B COM 13068101 429 6799 5599 0 0 0 1200 0 5599
ALBERTSON'S INC COM 13104104 33196 1465604 1444586 0 2200 0 1064529 0 387928
ALCAN INC COM 13716105 718 15300 15300 0 0 0 15300 0 0
ALCOA INC COM 13817101 98472 2591359 2452847 59300 0 0 2092555 0 318904
ALDERWOODS GROUP INC COM 14383103 2103 223300 187000 0 700 0 160300 0 27400
ALEXANDER & BALDWIN INC COM 14482103 1164 34500 34500 0 0 0 34500 0 0
ALEXANDRIA REAL EST EQUITIES COM 15271109 59002 1019036 1015921 0 0 0 613605 0 403516
ALLEGHENY ENERGY INC COM 17361106 189 14773 12173 0 0 0 2676 0 12097
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1001 75744 74082 0 0 0 68062 0 7682
ALLERGAN INC COM 18490102 1162 15127 12427 0 0 0 2700 0 12427
ALLIANCE GAMING CORP COM NEW 01859P609 -3126 201200 195400 0 0 0 43900 0 153400
ALLIANT ENERGY CORP COM 18802108 -2687 107900 104000 0 0 0 4400 0 100900
ALLIED WASTE INDUSTRIES INC COM PAR$.01N 19589308 542 39072 32407 0 0 0 8565 0 30507
ALLOS THERAPEUTICS INC COM 19777101 3094 861961 861961 0 0 0 0 0 861961
ALLSTATE CORP COM 20002101 248817 5783743 5010885 182730 14170 0 3900438 23560 1607740
ALLTEL CORP COM 20039103 69075 1482936 1418866 15100 0 0 1217905 0 175731
ALTERA CORPORATION COM 21441100 295719 13056009 10954384 742420 35180 0 8425831 57620 4132836
ALTIRIS INC COM 02148M100 613 16800 16800 0 0 0 16800 0 0
ALTRIA GROUP INC COM 02209S103 123082 2261710 2155582 20500 1300 0 1576049 0 528895
AMAZON.COM INC COM 23135106 38903 739320 694420 20800 0 0 635720 0 67600
AMBAC FINANCIAL GROUP INC COM 23139108 41720 601233 593368 0 1140 0 445909 0 155274
AMCOR LIMITED ADR ADR NEW 02341R302 145 5798 5798 0 0 0 0 0 5798
AMCOL INTERNATIONAL CORP COM 02341W103 3463 170600 140900 0 500 0 110000 0 22100
AMERADA HESS CORP COM 23551104 8561 161007 151037 0 0 0 132945 0 24862
AMERCO INC COM 23586100 11 500 500 0 0 0 200 0 300
AMEREN CORPORATION COM 23608102 982 21337 16672 1300 0 0 5865 0 15472
AMERICA WEST HOLDINGS CORP CL CL B 23657208 4179 337000 277900 0 1000 0 217100 0 44400
AMCORE FINANCIAL INC COM 23912108 2145 79100 64900 0 200 0 50600 0 10700
AMERICAN AXLE & MFG HOLDINGS COM 24061103 6669 165000 129800 0 600 0 104900 0 26500
AMERICAN CAPITAL STRATEGIES COM 24937104 7 235 235 0 0 0 235 0 0
AMERICAN ELECTRIC POWER COM 25537101 8241 270120 258617 0 0 0 155978 0 113042
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
AMERICAN EXPRESS COMPANY COM 25816109 29889 619708 575540 0 0 0 305563 0 222445
AMERICAN FINANCIAL GROUP INC COM 25932104 71 2700 2700 0 0 0 2700 0 0
AMERICAN FINANCIAL REALTY TR COM 02607P305 18457 1082548 1080466 0 0 0 768035 0 313631
AMERICAN GREETINGS CORP CL A CL A 26375105 169 7741 6331 0 0 0 1410 0 6331
AMERICAN INTERNATIONAL GROUP COM 26874107 555175 8635214 7366507 387128 22564 0 5251459 35697 2987395
AMERICAN LAND LEASE INC COM 27118108 547 27400 22900 0 100 0 18000 0 3500
AMERICAN MANAGEMENT SYSTEMS COM 27352103 847 56200 49200 0 100 0 43500 0 6200
AMERICAN MED SECURITY GROUP COM 02744P101 1886 84100 68700 0 200 0 54100 0 11600
AMERICAN MORTGAGE ACCEPTANCE SH BEN INT 27568104 1276 78300 64000 0 200 0 50200 0 10700
AMERICAN PHARMACEUTICAL PARTNE COM 02886P109 7130 212200 199600 0 0 0 181700 0 25700
AMERICAN POWER CONVERSION COM 29066107 1412 57616 52816 0 0 0 31000 0 25916
AMERICAN STANDARD COMPANIES COM 29712106 2505 24876 23376 0 0 0 17940 0 6936
AMERICANWEST BANCORPORATION COM 03058P109 451 19800 16500 0 0 0 12800 0 2500
AMERSHAM PLC ADR SPONSORED AD 30719108 1775 26001 26001 0 0 0 675 0 25326
AMERUS GROUP CO COM 03072M108 1234 35300 33400 0 0 0 24800 0 1600
AMERISOURCEBERGEN CORP COM 3.07E+108 -6896 162983 155554 0 0 0 15223 0 144360
AMERITRADE HOLDING CORP CL A COM 03074K100 2 110 110 0 0 0 110 0 0
AMGEN INC COM 31162100 143852 2328071 2179530 55600 0 0 1751364 0 411112
AMKOR TECHNOLOGY INC COM 31652100 58 3200 0 3200 0 0 3200 0 0
AMPHENOL CORP CL A CL A 32095101 1394 21809 21109 500 0 0 19609 0 2000
AMSOUTH BANCORPORATION COM 32165102 8452 344996 319546 0 0 0 254250 0 83046
AMYLIN PHARMACEUTICALS INC COM 32346108 -5224 235100 224600 2200 0 0 11800 0 217800
ANADARKO PETROLEUM CORP COM 32511107 28051 549910 539857 0 805 0 396078 0 153781
ANALOG DEVICES COM 32654105 40835 894514 829269 21600 0 0 718221 0 128193
ANAREN INC COM 32744104 1772 125500 106300 0 300 0 93200 0 14400
ANDREW CORP COM 34425108 207 17842 14629 0 0 0 3213 0 14629
ANDRX GROUP ANDRX GROUP 34553107 -3132 130300 125700 0 0 0 5300 0 121900
ANGELICA CORP COM 34663104 1753 79700 65500 0 200 0 49700 0 13000
ANHEUSER-BUSCH COS INC COM 35229103 66470 1261763 1183404 33700 0 0 937340 0 218223
ANIXTER INTERNATIONAL INC COM 35290105 1227 47400 39800 0 100 0 33700 0 6600
ANNTAYLOR STORES CORP COM 36115103 725 18600 18600 0 0 0 13100 0 0
ANSYS INC COM 03662Q105 4478 112794 94594 0 300 0 73694 0 17300
ANTHEM INC COM 03674B104 5435 72473 67673 0 0 0 39080 0 23993
ANTEON INTERNATIONAL CORP COM 3.67E+111 869 24100 24100 0 0 0 24100 0 0
ANWORTH MORTGAGE ASSET CORP COM 37347101 2821 202519 168819 0 600 0 141019 0 25100
AON CORP COM 37389103 26523 1107886 1090962 0 2035 0 796174 0 311603
APACHE CORP COM 37411105 3624 49486 31071 15050 0 0 21399 0 28087
APARTMENT INVT & MGMT CO CL A CL A 03748R101 5196 150621 146565 0 0 0 137856 0 10665
APOLLO GROUP INC CL A CL A 37604105 92179 1359373 1258008 53840 0 0 1088371 0 198332
UNIV OF PHOENIX ONLINE COM UNV PHOE 37604204 882 12800 12800 0 0 0 12800 0 0
APOGENT TECHNOLIGIES INC COM 03760A101 803 34842 34842 0 0 0 34842 0 0
APPLE COMPUTER INC COM 37833100 29419 1376640 1355567 0 0 0 1033235 0 342478
APPLEBEE'S INTL INC COM 37899101 725 18418 18418 0 0 0 18418 0 0
APRIA HEALTHCARE GROUP INC COM 37933108 2255 79200 74300 0 0 0 67300 0 10000
APPLERA CORP-APPLIED BIOSYSTEM COM AP BIO G 38020103 1054 50893 45393 0 0 0 23175 0 26518
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
APPLIED INDUSTRIAL TECH INC COM 03820C105 4135 173300 141100 0 600 0 107400 0 29100
APPLIED MATERIALS INC COM 38222105 35098 1564076 1453567 21880 0 0 999399 0 439867
APPLIED MICRO CIRCUITS CORP COM 03822W109 2068 346367 45867 294100 0 0 8200 1320 336847
APPLIED SIGNAL TECHNOLOGY COM 38237103 1212 52300 40600 0 200 0 32500 0 8900
AQUANTIVE INC COM 03839G105 3706 361600 282200 0 1400 0 227500 0 60100
ARBITRON INC COM 03875Q108 0 0 0 0 0 0 0 0 0
ARCH CHEMICALS INC COM 03937R102 2222 86600 71500 0 200 0 53600 0 14200
ARCH COAL INC COM 39380100 689 22100 22100 0 0 0 22100 0 0
ARCHER-DANIELS-MIDLAND CO COM 39483102 58626 3851879 3668573 63200 0 0 3114871 0 470008
ARCHSTONE-SMITH TRUST COM 39583109 72707 2598544 2588190 0 0 0 1472714 0 1119176
ARCTIC CAT INC COM 39670104 493 20200 17000 0 0 0 12700 0 3000
ARDEN REALTY INC COM 39793104 32776 1080300 1080300 0 0 0 1069900 0 7200
ARRIS GROUP INC COM 04269Q100 759 104800 104800 0 0 0 104800 0 0
ARROW ELECTRONICS INC COM 42735100 7081 306000 304400 0 0 0 282100 0 22300
ARTISAN COMPONENTS INC COM 42923102 459 22400 22400 0 0 0 22400 0 0
ARTESYN TECHNOLOGIES INC COM 43127109 1957 229700 190700 0 700 0 145500 0 33600
ARTHROCARE CORP COM 43136100 302 12330 12330 0 0 0 12330 0 0
ASBURY AUTOMOTIVE GROUP COM 43436104 23 1300 1300 0 0 0 1300 0 0
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 1 40 6 0 0 0 6 0 0
ASHLAND INC COM 44204105 350 7935 6535 0 0 0 1400 0 6535
ASK JEEVES INC COM 45174109 4728 260900 211400 0 900 0 177700 0 37100
ASPECT COMMUNICATIONS CORP COM 04523Q102 3164 200900 161800 0 700 0 128100 0 29300
ASSOCIATED BANC CORP COM 45487105 3754 87700 86900 0 0 0 75000 0 11900
ASSOCIATED ESTATES REALTY CORP COM 45604105 836 114300 97200 0 300 0 78200 0 12900
ASYST TECHNOLOGIES INC COM 04648X107 502 29100 29100 0 0 0 29100 0 0
ATHEROGENICS INC COM 47439104 355 23900 18800 0 100 0 15400 0 3800
AUDIOVOX CORP CL A CL A 50757103 1513 117800 96200 0 300 0 73500 0 19400
AUST & NZ BNKG GRP ADR SPONSORED AD 52528304 312 4671 4671 0 0 0 0 0 4671
AUTODESK INC COM 52769106 812 33032 30732 0 0 0 22400 0 10632
AUTOLIV INC COM 52800109 13321 353800 337500 7800 0 0 309300 0 35500
AUTOMATIC DATA PROCESSING COM 53015103 20339 513486 489791 0 515 0 291244 0 173125
AUTONATION INC COM 05329W102 27726 1509326 1416706 33700 0 0 1183620 0 208206
AUTOZONE INC COM 53332102 102818 1206637 1134076 38000 0 0 1021881 0 116156
AVALONBAY COMMUNITIES INC COM 53484101 56033 1172248 1168008 0 0 0 675143 0 494465
AVAYA INC COM 53499109 8440 1379876 1298198 39300 0 0 880278 0 452798
AVENTIS ADR SPONSORED AD 53561106 1599 24128 24128 0 0 0 24128 0 0
AVERY DENNISON CORP COM 53611109 719 12838 10524 0 0 0 2314 0 10524
AVICI SYSTEMS INC COM NEW 05367L802 56 7052 7052 0 0 0 0 0 7052
AVID TECHNOLOGY INC COM 05367P100 149 3100 3100 0 0 0 0 0 3100
AVISTA CORP COM 05379B107 3814 210500 176900 0 600 0 137700 0 30800
AVNET INC COM 53807103 1215 56100 54900 0 0 0 46800 0 8100
AVOCENT CORPORATION COM 53893103 -4945 135400 130600 0 0 0 5500 0 126700
AVON PRODUCTS INC COM 54303102 -6608 178094 167382 0 0 0 22962 0 151632
AZTAR CORP COM 54802103 8303 369000 301400 0 0 0 233500 0 52800
BB&T CORPORATION COM 54937107 -2216 192052 175075 0 0 0 20377 0 168675
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
BASF AG ADR SPONSORED AD 55262505 50409 904194 890794 0 0 0 799907 0 90887
BCE INC COM 05534B109 1084 48500 48500 0 0 0 48500 0 0
BHA GROUP HOLDINGS INC COM 55446108 15 600 600 0 0 0 200 0 400
BJ SERVICES CO COM 55482103 29960 834550 749970 41580 0 0 646191 0 146559
BJS WHOLESALE CLUB INC COM 05548J106 5789 252155 246162 0 0 0 195292 0 53530
BP PLC ADR SPONSORED AD 55622104 61030 1236681 1218806 0 0 0 1094949 0 123857
BRE PROPERTIES CL A CL A 5.56E+109 28775 861517 858528 0 0 0 490468 0 369160
BSB BANCORP INC COM 55652101 8 200 200 0 0 0 200 0 0
BT GROUP PLC-ADS ADR 5.58E+104 17 500 500 0 0 0 500 0 0
BMC SOFTWARE INC COM 55921100 29690 1591958 1555614 0 0 0 1163737 0 389107
BAKER HUGHES INC COM 57224107 10567 328564 308270 0 0 0 217663 0 82701
BALDOR ELECTRIC COM 57741100 62 2700 2700 0 0 0 0 0 2700
BALL CORP COM 58498106 10780 180960 132100 41960 0 0 118194 0 60566
BANCFIRST CORP COM 05945F103 433 7500 6500 0 0 0 5200 0 700
BANCORPSOUTH INC COM 59692103 1831 77200 59600 0 300 0 47500 0 13300
BANDAG INC COM 59815100 7684 186500 158700 0 500 0 132800 0 20900
BANK OF AMERICA CORP COM 60505104 622661 7741652 6975519 48170 16740 0 5348346 27840 1976448
BANK OF GRANITE CORP COM 62401104 409 18800 15700 0 100 0 12600 0 2400
BANK OF HAWAII CORP COM 62540109 789 18700 18700 0 0 0 18700 0 0
BANK OF MONTREAL COM 63671101 1210 29300 29300 0 0 0 29300 0 0
BANK OF THE OZARKS COM 63904106 54 2400 2400 0 0 0 1800 0 0
BANK OF NEW YORK CO INC COM 64057102 308316 10659271 9075099 486090 29775 0 6372493 45750 3936073
BANK OF NOVA SCOTIA COM 64149107 1296 25600 25600 0 0 0 25600 0 0
BANK ONE CORP COM 06423A103 26480 580835 533265 8900 0 0 339988 0 178447
BANNER CORPORATION COM 06652V109 146 5800 5800 0 0 0 4200 0 0
BANTA CORP COM 66821109 97 2400 2400 0 0 0 2400 0 0
BARD (C.R.) INC COM 67383109 563 6927 5850 0 0 0 1987 0 4940
BARNES & NOBLE INC COM 67774109 4987 151800 145700 1400 0 0 132400 0 17300
BARRICK GOLD CORP COM 67901108 1933 85100 85100 0 0 0 85100 0 0
BARR PHARMACEUTICALS INC COM 68306109 100 1302 1302 0 0 0 1300 0 2
BARRA INC COM 68313105 53 1500 1500 0 0 0 0 0 1500
BAUSCH & LOMB INC COM 71707103 882 16995 15895 0 0 0 12000 0 4995
BAXTER INTERNATIONAL INC COM 71813109 13181 431875 152544 265000 0 0 64240 0 354368
BAYER AG ADR SPONSORED AD 72730302 0 0 0 0 0 0 0 0 0
BEA SYSTEMS INC COM 73325102 2510 204068 76168 127000 0 0 68768 0 134400
BEAR STEARNS COMPANIES INC COM 73902108 160446 2006831 1924194 31600 655 0 1649332 0 268357
BEARINGPOINT INC COM 74002106 -22 2200 0 2200 0 0 2200 0 0
BECKMAN COULTER INC COM 75811109 3326 65427 33147 32280 0 0 33147 0 32280
BECTON DICKINSON & CO COM 75887109 71236 1731551 1641657 52200 0 0 1483410 0 159828
BED BATH & BEYOND INC COM 75896100 172503 3979307 3244190 323630 9840 0 2460731 16360 1352184
BEDFORD PROPERTY INVESTORS COM PAR $0.0 76446301 5322 185900 169900 0 300 0 154200 0 12200
BELDEN INC COM 77459105 25 1200 1200 0 0 0 0 0 1200
BELLSOUTH CORP COM 79860102 166627 5887877 5105975 110800 0 0 4266891 0 755286
BELO CORPORATION COM SER A 80555105 1321 46600 45600 0 0 0 37100 0 8500
BEMIS COMPANY COM 81437105 12073 241460 231360 0 0 0 177200 0 48960
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
BENCHMARK ELECTRONICS INC COM 08160H101 8302 238500 195400 0 800 0 153650 0 38450
BERKLEY (WR) CORP COM 84423102 894 25570 25570 0 0 0 25570 0 0
BERKSHIRE HATHAWAY INC CLASS B CL B 84670207 4223 1500 1500 0 0 0 1500 0 0
BERKSHIRE HILLS BANCORP INC COM 84680107 54 1500 1500 0 0 0 1100 0 0
BEST BUY COMPANY INC COM 86516101 7515 143850 134314 0 0 0 75487 0 51063
BHP LTD-ADR SPONSORED AD 88606108 32332 1770642 1746201 0 0 0 1551386 0 194815
BIG LOTS INC COM 89302103 -3954 305365 289936 2700 0 0 16829 0 281636
BIOMET INC COM 90613100 19280 532309 502978 530 0 0 379212 0 129657
BIOTECH HOLDERS TRUST DEPOSTRY RCP 09067D201 7 52 52 0 0 0 52 0 0
BIOVAIL CORP COM 09067J109 11 525 525 0 0 0 525 0 0
BIOLASE TECHNOLOGY INC COM 90911108 5541 333800 260100 0 1200 0 209900 0 55200
BIORELIANCE CORP*OLD COM 090951104* 1066 22300 17200 0 100 0 13800 0 3800
BLACK & DECKER CORP COM 91797100 22945 465219 441406 0 0 0 349813 0 76006
BLACK BOX CORPORATION COM 91826107 5606 121700 101000 0 300 0 80100 0 16900
BLACKROCK INC CL A 09247X101 3718 70010 32950 37060 0 0 32950 0 37060
BLOCK H & R INC COM 93671105 54410 982670 969978 0 1375 0 724313 0 252970
BLOCKBUSTER INC CL A CL A 93679108 352 19600 19600 0 0 0 19600 0 0
BLYTH INDUSTRIES INC COM 09643P108 200 6200 6200 0 0 0 6200 0 0
BOEING CO COM 97023105 9854 521041 270948 226000 0 0 72513 0 437745
BOISE CASCADE CORP COM 97383103 433 13188 11438 0 0 0 4950 0 8238
BORDERS GROUP INC COM 99709107 1644 75000 72900 1700 0 0 67400 0 7200
BORG WARNER INC COM 99724106 1097 12900 12900 0 0 0 12900 0 0
BORLAND SOFTWARE CORPORATION COM 99849101 -2850 292900 279400 3000 0 0 15800 0 270100
BOSTON PROPERTIES INC COM 101121101 120600 2502587 2493754 0 0 0 1409287 0 1088067
BOSTON SCIENTIFIC CORP COM 101137107 26091 709756 636144 34500 0 0 496838 0 160618
BOWATER INC COM 102183100 -9484 204800 195500 2100 0 0 10400 0 189600
BOYKIN LODGING COMPANY COM 103430104 1135 124000 104800 0 300 0 83600 0 14600
BRANDYWINE REALTY TRUST SH BEN INT N 105368203 12764 476800 476800 0 0 0 476800 0 0
BRIGGS & STRATTON COM 109043109 14349 212900 177200 0 700 0 133600 0 36100
BRIGHTPOINT INC COM NEW 109473405 840 48700 48700 0 0 0 34800 0 0
BRINKER INTERNATIONAL INC COM 109641100 497 15000 15000 0 0 0 15000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 117504 4108534 3946704 57900 2500 0 3158659 0 752291
BROADCOM CORP CL A CL A 111320107 3399 99899 91396 0 0 0 39948 0 46251
BROCADE COMMUNICATIONS SYS COM 111621108 -55 9500 0 9500 0 0 9500 0 0
BROOKFIELD HOMES CORP COM 112723101 3234 125500 105300 0 300 0 81500 0 15300
BROOKFIELD PROPERTIES CORP COM 112900105 17824 621031 619472 0 0 0 273668 0 346304
BROOKSTONE INC COM 114537103 1707 80100 65700 0 200 0 51100 0 11000
BROWN & BROWN INC COM 115236101 -3623 111100 106100 1100 0 0 5600 0 102900
BROWN FORMAN CORP CL B CL B 115637209 658 7041 5780 0 0 0 1261 0 5780
TOM BROWN INC COM NEW 115660201 -3406 118200 114200 0 0 0 4600 0 110900
BROWN SHOE COMPANY INC COM 115736100 10006 263800 215900 0 800 0 164600 0 42600
BRUNSWICK CORP COM 117043109 1643 51614 49400 0 0 0 39395 0 11919
BRUSH ENGINEERED MATERIALS COM 117421107 1340 87500 71600 0 200 0 53000 0 15900
BUILDING MATERIAL HOLDING CP COM 120113105 777 50000 43000 0 100 0 31400 0 7900
BURLINGTON NORTHERN SANTA FE COM 12189T104 55949 1729475 1651566 14100 0 0 1388409 0 222166
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
BURLINGTON RESOURCES INC COM 122014103 2760 49834 44200 0 0 0 20410 0 22924
C&D TECHNOLOGIES INC COM 124661109 9515 496355 455755 0 700 0 411855 0 35700
CBL & ASSOCIATES PROPERTIES COM 124830100 78093 1382173 1377861 0 0 0 793092 0 586469
CBRL GROUP INC COM 12489V106 19844 518400 495200 13100 0 0 461000 0 47500
CCBT FINANCIAL COMPANIES INC COM 12500Q102 395 11300 9100 0 0 0 7000 0 1700
CDI CORP COM 125071100 69 2100 2100 0 0 0 0 0 2100
CDW CORP COM 12512N105 953 16500 14700 1300 0 0 9600 0 3700
CEC ENTERTAINMENT INC COM 125137109 185 3900 3900 0 0 0 3900 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 2865 75572 25472 50100 0 0 25472 0 50100
CIGNA CORP COM 125509109 14622 254298 248710 0 300 0 174963 0 73114
CIT GROUP INC COM 125581108 328 9126 8626 0 0 0 3526 0 5100
CLECO CORPORATION COM 12561W105 9279 516100 423300 0 1600 0 323800 0 81800
CMS ENERGY CORP COM 125896100 159 18706 15351 0 0 0 3355 0 15351
CPI CORP COM 125902106 34 1700 1700 0 0 0 0 0 1700
CSS INDUSTRIES INC COM 125906107 921 29700 24650 0 100 0 19450 0 3900
CNA FINANCIAL CORP COM 126117100 -24 1000 0 1000 0 0 1000 0 0
CNS INC COM 126136100 458 33413 33313 0 100 0 29013 0 1200
CNET NETWORKS INC COM 12613R104 419 61500 53200 0 100 0 47500 0 6200
CSG SYSTEMS INTL INC COM 126349109 350 28000 28000 0 0 0 28000 0 0
CSX CORP COM 126408103 -8179 277232 263789 0 0 0 14843 0 256389
CT COMMUNICATIONS INC COM NEW 126426402 319 23600 18300 0 100 0 14800 0 3900
CVS CORP COM 126650100 15602 431952 406926 0 0 0 277426 0 100526
CABLEVISION SYSTEMS CL A CL A NY CABL 12686C109 -5104 218200 210400 0 0 0 8900 0 204100
CABLE DESIGN TECHNOLOGIES COM 126924109 2535 282000 232100 0 800 0 170000 0 50100
CABOT CORP COM 127055101 19 600 600 0 0 0 600 0 0
CABOT OIL & GAS CORP CL A COM 127097103 7376 251300 208900 0 800 0 155900 0 46400
CABOT MICROELECTRONICS CORP COM 12709P103 -7468 152400 145100 1900 0 0 8000 0 140800
CADBURY SCHWEPPES PLC ADR ADR 127209302 53939 1804597 1778230 0 0 0 1592167 0 186063
CADENCE DESIGN SYS INC COM 127387108 2 129 129 0 0 0 129 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 292 12122 12122 0 0 0 12122 0 0
CALLAWAY GOLF COMPANY COM 131193104 10954 650100 538500 0 2400 0 419000 0 87300
CALPINE CORPORATION COM 131347106 231 47987 39359 0 0 0 8628 0 39359
CAMCO FINANCIAL CORP COM 132618109 5 300 300 0 0 0 100 0 200
CAMDEN NATIONAL CORP COM 133034108 6 200 200 0 0 0 200 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 7355 166030 164330 0 0 0 157300 0 7130
CAMPBELL SOUP CO COM 134429109 41060 1532102 1459302 21900 0 0 1237508 0 187794
CAN IMPERIAL BK OF COMMERCE COM 136069101 965 19300 19300 0 0 0 19300 0 0
CANADIAN NATL RAILWAY CO COM 136375102 1221 19300 19300 0 0 0 19300 0 0
CANADIAN NATURAL RESOURCES COM 136385101 242 4801 4801 0 0 0 4801 0 0
CANDELA CORP COM 136907102 4514 248300 197400 0 900 0 160200 0 38200
CANON INC- SP ADR ADR 138006309 39837 836219 824710 0 0 0 730621 0 94089
CAPITAL AUTOMOTIVE REIT COM SH BEN I 139733109 7318 228700 211700 0 300 0 186400 0 20600
CAPITAL CORP OF THE WEST COM 140065103 522 13200 10600 0 0 0 8400 0 1700
CAPITAL ONE FINANCIAL CORP COM 14040H105 32174 524948 509550 0 900 0 389336 0 117465
CAPITAL PROPERTIES INC - CL A COM 140430109 0 27 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
CAPITOL BANCORP LTD COM 14056D105 375 13200 10600 0 0 0 8400 0 1700
CAPSTEAD MTG CORP COM NO PAR 14067E506 554 33000 33000 0 0 0 23400 0 0
CAPTARIS INC COM 14071N104 403 71700 62000 0 100 0 41600 0 15500
CARAUSTAR INDUSTRIES INC COM 140909102 18 1300 1300 0 0 0 0 0 1300
CARDINAL HEALTH INC COM 14149Y108 13298 217427 204516 0 0 0 117458 0 74469
CAREER EDUCATION CORP COM 141665109 2222 55200 54300 0 0 0 44100 0 6200
CAREMARK RX INC COM 141705103 3289 129834 79534 49200 0 0 71599 0 57135
CARLISLE COS INC COM 142339100 9074 149100 123600 0 600 0 94000 0 24700
CARMAX INC COM 143130102 -3139 101500 93200 4900 0 0 8900 0 90300
CARNIVAL CORP PAIRED CTF 143658300 2956 74414 61314 0 0 0 13590 0 60824
CARPENTER TECHNOLOGY COM 144285103 3575 120900 99800 0 300 0 80500 0 15900
CARRAMERICA REALTY CORP COM 144418100 43131 1448337 1443754 0 0 0 857763 0 587991
CARRIER ACCESS CORP COM 144460102 2036 162400 126400 0 700 0 101700 0 27200
CASCADE CORP COM 147195101 1690 75800 62400 0 200 0 49100 0 10300
CASCADE NATURAL GAS CORP COM 147339105 1289 61100 51100 0 200 0 38300 0 9500
CASELLA WASTE SYSTEMS INC CL A CL A 147448104 212 15500 15500 0 0 0 15500 0 0
CASH AMERICA INTL INC COM 14754D100 123 5800 5800 0 0 0 4200 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 13 900 900 0 0 0 0 0 900
CATERPILLAR INC COM 149123101 156901 1889919 1797191 31800 0 0 1551438 0 219281
CATO CORP CL A CL A 149205106 29 1400 1400 0 0 0 0 0 1400
CAVCO INDUSTRIES INC COM 149568107 0 0 0 0 0 0 0 0 0
CELL THERAPEUTICS INC COM 150934107 252 29118 29118 0 0 0 0 0 29118
CELGENE CORP COM 151020104 21489 478800 472000 4200 0 0 67100 0 410700
CENDANT CORP COM 151313103 11731 526749 493270 0 0 0 316020 0 161029
CENTER FINANCIAL CORP COM 1.51E+106 114 4200 4200 0 0 0 2900 0 300
CENTERPOINT PROPERTIES CORP COM 151895109 91710 1224429 1220444 0 0 0 716787 0 505257
CENTERPOINT ENERGY INC COM 15189T107 855 88195 81855 0 0 0 59035 0 29160
CENTEX CORP COM 152312104 58811 546321 512521 14800 0 0 466100 0 59021
CENTILLIUM COMMUNICATIONS INC COM 152319109 1076 191500 148900 0 700 0 120000 0 31800
CENTEX CONSTRUCTION PRODUCTS*O COM 15231R109* 2622 43500 35500 0 100 0 27700 0 6000
CENTRAL GARDEN & PET CO COM 153527106 1104 39400 35700 0 100 0 26300 0 2900
CENTURY ALUMINUM COMPANY COM 156431108 1431 75300 62200 0 200 0 45200 0 14100
CENTURYTEL INC COM 156700106 10214 313110 307187 0 490 0 220491 0 92586
CEPHALON INC COM 156708109 121 2500 2500 0 0 0 2500 0 0
CERADYNE INC COM 156710105 4019 118000 93800 0 500 0 74500 0 18200
CERIDIAN CORP-NEW COM 156779100 3081 147113 147113 0 0 0 147113 0 0
CERNER CORP COM 156782104 280 7400 5800 0 0 0 4600 0 1300
CERTEGY INC COM 156880106 649 19792 19792 0 0 0 19792 0 0
CHAMPION ENTERPRISES INC COM 158496109 106 15100 15100 0 0 0 10900 0 0
CHARLES RIVER LABORATORIES COM 159864107 148 4300 4300 0 0 0 4300 0 0
CHARTER ONE FIN INC COM 160903100 17637 510473 483510 0 0 0 401763 0 89210
CHATTEM INC COM 162456107 3730 208400 175500 0 600 0 142000 0 24800
CHECKFREE CORP COM 162813109 6827 246900 229400 2400 0 0 210400 0 30700
CHECKPOINT SYSTEMS INC COM 162825103 1023 54100 42300 0 200 0 32700 0 10400
CHEESECAKE FACTORY (THE) COM 163072101 -5479 124400 118900 1100 0 0 6100 0 115400
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
CHELSEA PROPERTY GROUP INC COM 163421100 137874 2515495 2506811 0 0 0 1411433 0 1099078
CHESAPEAKE CORP COM 165159104 1621 61200 51500 0 100 0 38800 0 8600
CHEVRONTEXACO CORP COM 166764100 110560 1363583 1073221 252045 800 0 741407 0 598415
CHICO'S FAS INC COM 168615102 1708 46222 46222 0 0 0 46222 0 0
CHOICE HOTELS INTL INC COM 169905106 10423 295700 244300 0 900 0 198000 0 38700
CHIQUITA BRANDS INTL COM 170032809 8866 393500 342800 0 900 0 289500 0 38000
CHIRON CORP COM 170040109 17190 301683 280283 5700 0 0 211400 0 61983
CHOICEPOINT INC COM 170388102 -5275 138500 132000 1600 0 0 7100 0 128100
CHUBB CORP COM 171232101 14562 678435 662545 0 770 0 330735 0 342153
CHURCHILL DOWNS INC COM 171484108 6974 191750 0 191750 0 0 191750 0 0
CIENA CORP COM 171779101 4405 671439 167739 0 0 0 101500 0 76139
CINCINNATI BELL INC COM 171871106 8755 1733600 1427400 5200 5200 0 1122800 0 226500
CINCINNATI FINANCIAL CORP COM 172062101 873 20912 15284 2283 0 0 5628 0 15284
CINERGY CORP COM 172474108 5525 142371 136499 450 0 0 92907 0 49464
CIRCUIT CITY STORES-CIRCUIT COM 172737108 142 34583 19955 10300 0 0 14628 0 19955
CISCO SYSTEMS INC COM 17275R102 963303 39756644 34428869 1504717 88118 0 26287158 147590 11580665
CINTAS CORP COM 172908105 2958 59040 29395 26100 0 0 16647 0 42393
CITIGROUP INC COM 172967101 986353 20320408 17507054 884419 43119 0 13247685 70654 6058500
CITIZENS COMMUNICATIONS CO COM 17453B101 410 32998 27098 0 0 0 5900 0 27098
CITRIX SYSTEMS INC COM 177376100 1279 60435 57035 0 0 0 36700 0 23735
CITY HOLDING CO COM 177835105 2587 73800 59600 0 200 0 46800 0 10600
CLAIRE'S STORES INC COM 179584107 14360 762200 673400 0 1600 0 571600 0 82000
CLARCOR INC COM 179895107 322 7300 7300 0 0 0 3600 0 2200
CLEAR CHANNEL COMMUNICATIONS COM 184502102 61448 1312150 1248047 20500 0 0 1041303 0 181747
CLEVELAND-CLIFFS INC COM 185896107 296 5800 5800 0 0 0 2100 0 2900
CLOROX COMPANY COM 189054109 33046 680510 666735 0 790 0 467151 0 181611
CLOSURE MEDICAL CORPORATION COM 189093107 2427 71200 60100 0 200 0 52600 0 8300
COACH INC COM 189754104 26860 711536 676316 470 0 0 542096 0 134690
COCA-COLA COMPANY COM 191216100 199943 3939760 3787078 43000 820 0 1607055 0 2134451
COCA-COLA ENTERPRISES COM 191219104 2308 105538 96038 0 0 0 62200 0 43338
COGNEX CORP COM 192422103 1898 67100 55200 0 200 0 40100 0 15900
COGNIZANT TECH SOLUTIONS CRP CL A 192446102 470 10300 10300 0 0 0 10300 0 0
COGNOS INC COM 19244C109 1 23 23 0 0 0 23 0 0
COHU INC COM 192576106 2065 107600 87000 0 300 0 67000 0 18000
COINSTAR INC COM 19259P300 2262 124900 96900 0 600 0 77600 0 21300
COLGATE-PALMOLIVE CO COM 194162103 3374 67411 55423 800 0 0 14328 0 53083
COLONIAL PROPERTIES TRUST COM SH BEN I 195872106 32732 826578 826578 0 0 0 826578 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 1492 68900 56400 0 200 0 44200 0 9400
COMCAST CORP CL A CL A 20030N101 24746 1093079 907825 9100 0 0 441528 0 478499
COMCAST CORP SPECIAL CL A CL A SPL 20030N200 8429 269375 14975 0 0 0 14975 0 0
COMERICA INC COM 200340107 1141 20351 16706 0 0 0 3645 0 16706
COMMERCE BANCSHARES INC COM 200525103 92 1874 1653 0 0 0 1653 0 0
COMMERCIAL CAPITAL BANCORP COM 20162L105 4316 201600 163300 0 700 0 129100 0 28700
COMMERCIAL FEDERAL CORP COM 201647104 12244 458400 376500 0 1400 0 288200 0 72400
COMMERCIAL NET LEASE REALTY COM 202218103 27597 1550400 1550400 0 0 0 1550400 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
COMMONWEALTH TELEPHONE ENTRP COM 203349105 1906 50500 39100 0 200 0 31400 0 8500
COMMUNITY BANKS INC COM 203628102 59 1500 1500 0 0 0 1100 0 0
COMMUNITY HEALTH SYSTEMS COM 203668108 -88 262080 201530 55750 0 0 79030 0 179850
COMMUNITY FIRST BANKSHARES COM 203902101 7574 261710 214510 0 800 0 166310 0 40700
COMMUNITY TRUST BANCORP INC COM 204149108 1085 35930 29670 0 100 0 23280 0 4620
COMPUCOM SYSTEMS INC COM 204780100 119 22900 22900 0 0 0 16500 0 0
COMPUCREDIT CORP COM 20478N100 5473 257200 213400 0 800 0 174100 0 32800
COMPUTER ASSOCIATES INTL INC COM 204912109 70396 2574839 2474195 37200 2295 0 2045899 0 433217
COMPUTER NETWORK TECH CORP COM 204925101 1196 125100 97300 0 500 0 78300 0 20900
COMPUTER SCIENCES CORP COM 205363104 21525 486651 477721 0 0 0 339614 0 136799
COMPUWARE CORP COM 205638109 391 64691 56691 0 0 0 28100 0 36591
COMSTOCK RESOURCES INC COM NEW 205768203 8619 446600 366400 0 1400 0 286400 0 60300
COMTECH TELECOMMUNICATIONS COM NEW 205826209 5231 181700 145200 0 600 0 115800 0 27200
COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 7087 402883 382170 0 0 0 317313 0 67670
CONAGRA FOODS INC COM 205887102 2290 86794 74028 0 0 0 27341 0 57853
CONCORD COMMUNICATIONS INC COM 206186108 712 36100 28900 0 100 0 20500 0 8900
CONCORD EFS INC COM 206197105 3615 243593 228212 0 0 0 128881 0 81612
CONNECTICS CORP COM 208192104 2499 137600 115600 0 300 0 100500 0 16500
CONOCOPHILLIPS COM 20825C104 -4234 254628 231858 0 0 0 35407 0 214221
CONSOLIDATED EDISON INC COM 209115104 1266 29433 24379 0 0 0 7554 0 21479
CONSOLIDATED GRAPHICS INC COM 209341106 2145 67913 55813 0 200 0 42400 0 10713
CONSTELLATION BRANDS INC CL A CL A 21036P108 16 475 475 0 0 0 475 0 0
CONSTELLATION ENERGY GROUP COM 210371100 60375 1541752 1480629 15300 0 0 1255975 0 186025
CONVERGYS CORP COM 212485106 21038 1204897 1126428 34300 0 0 953669 0 153128
COOPER CAMERON CORP COM 216640102 322 6914 6914 0 0 0 6914 0 0
COOPER TIRE & RUBBER COM 216831107 1391 65046 50935 0 200 0 36311 0 16935
COORS (ADOLPH) CL B CL B 217016104 602 10724 9968 0 0 0 7256 0 3468
CORILIAN CORP COM 218725109 1385 218500 183800 0 600 0 160100 0 26100
CORINTHIAN COLLEGES INC COM 218868107 4502 81100 79400 800 0 0 73500 0 7300
CORIXA CORP COM 21887F100 181 29942 29942 0 0 0 0 0 29942
CORN PRODUCTS INTL INC COM 219023108 65 1900 1900 0 0 0 200 0 1700
CORNELL COMPANIES INC COM 219141108 116 8500 8500 0 0 0 6100 0 0
CORNERSTONE REALTY INCOME TR COM 21922V102 795 90800 82900 0 100 0 70900 0 6100
CORNING INC COM 219350105 -2648 745933 696345 0 0 0 95353 0 620480
CORPORATE EXECUTIVE BOARD CO COM 21988R102 4025 86253 82653 500 0 0 76753 0 8300
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 351 16700 16700 0 0 0 16700 0 0
CORRECTIONAL PROPERTIES TRST COM 2.20E+108 782 27143 25143 0 0 0 20543 0 1700
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 1 50 50 0 0 0 50 0 0
CORUS BANCSHARES INC COM 220873103 1967 63400 51000 0 200 0 40200 0 9200
COSI INC COM 22122P101 1952 699714 699714 0 0 0 0 0 699714
COSTCO WHOLESALE CORP COM 22160K105 2578 69338 57110 0 0 0 14828 0 47310
COUNTRYWIDE FINANCIAL CORP COM 222372104 112166 1478783 1407053 30966 0 0 1266691 0 141028
COUSINS PROPERTIES INC COM 222795106 838 27400 27400 0 0 0 27400 0 0
COVANCE INC COM 222816100 -4237 158100 150900 1600 0 0 8000 0 146400
COVANSYS CORPORATION COM 22281W103 426 38700 31400 0 100 0 24900 0 5300
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
COVENANT TRANSPORT INC CL A CL A 22284P105 11 600 600 0 0 0 600 0 0
COVENTRY HEALTH CARE INC COM 222862104 34721 538400 503200 18900 0 0 485100 0 40000
COX COMMUNICATIONS INC CL A CL A 224044107 -8680 452835 373735 66500 0 0 48335 0 396100
COX RADIO INC CL A CL A 224051102 3016 119527 57117 62410 0 0 57117 0 62410
CRANE CO COM 224399105 2174 70711 68061 500 0 0 53150 0 16661
CRESCENT REAL ESTATE EQT CO COM 225756105 11415 666400 666400 0 0 0 666400 0 0
CROSS TIMBERS ROYALTY TRUST TR UNIT 22757R109 0 1 1 0 0 0 0 0 1
CROWN CASTLE INTL CORP COM 228227104 5255 476400 444100 4800 0 0 400500 0 64900
CROWN HOLDINGS INC COM 228368106 191 21100 21100 0 0 0 21100 0 0
CUMMINS ENGINE COM 231021106 239 4892 4029 0 0 0 863 0 4029
CUMULUS MEDIA INC CL A CL A 231082108 -26 1200 0 1200 0 0 1200 0 0
CURTISS-WRIGHT CORP COM 231561101 90 2000 2000 0 0 0 0 0 2000
CYBERONICS COM 23251P102 1494 46700 41000 0 100 0 37100 0 4300
CYMER INC COM 232572107 -15737 372300 356300 3400 0 0 33600 0 330300
CYPRESS BIOSCIENCE INC COM PAR $.02 232674507 268 17800 17800 0 0 0 17800 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 16294 762850 714550 10800 0 0 663950 0 84300
CYTEC INDUSTRIES INC COM 232820100 8434 219700 202900 300 300 0 178700 0 21500
CYTYC CORPORATION COM 232946103 3525 254700 241500 0 100 0 217300 0 29700
DJ ORTHOPEDICS INC COM 23325G104 3937 146916 121116 0 500 0 98516 0 19400
DPL INC COM 233293109 3654 175000 171600 0 0 0 147000 0 24600
D.R. HORTON INC COM 23331A109 -7752 217800 197900 12900 0 0 14500 0 198600
DSP GROUP INC COM 23332B106 3942 158000 125500 0 600 0 97200 0 28100
DTE ENERGY COMPANY COM 233331107 895 22719 19199 0 0 0 6685 0 16034
DAKTRONICS INC COM 234264109 1781 70800 56500 0 200 0 45000 0 10700
DANA CORP COM 235811106 4060 221265 205558 0 0 0 177607 0 38458
DANAHER CORP COM 235851102 15095 164524 133704 24120 0 0 84975 0 57849
DARDEN RESTAURANTS INC COM 237194105 404 19187 15706 0 0 0 3481 0 15706
DATASTREAM SYSTEMS INC COM 238124101 374 47600 37200 0 200 0 30100 0 7800
DAVITA INC COM 23918K108 7125 182700 173100 800 0 0 154700 0 24500
DEAN FOODS CO COM 242370104 118 3600 3600 0 0 0 3600 0 0
DEERE & CO COM 244199105 232022 3566832 2884726 280715 11110 0 2173543 18450 1242243
DEL MONTE FOODS CO COM 24522P103 0 0 0 0 0 0 0 0 0
DELL INC COM 24702R101 486586 14319767 12097504 730770 37500 0 9046083 61660 4588488
DELPHI CORP COM 247126105 10007 980144 926714 0 0 0 656915 0 211129
DELTA AIR LINES INC COM 247361108 794 67260 63662 0 0 0 44498 0 21762
DELUXE CORP COM 248019101 241 5826 4815 0 0 0 1011 0 4815
DENDRITE INTERNATIONAL INC COM 248239105 4080 259900 213000 0 800 0 172900 0 43300
DENTSPLY INTERNATIONAL INC COM 249030107 244 5400 5400 0 0 0 2200 0 3200
DEPARTMENT 56 INC COM 249509100 774 59100 50200 0 100 0 36800 0 8900
DEVELOPERS DIVERS REALTY CRP COM 251591103 112020 3336919 3325681 0 0 0 1886291 0 1444490
DEVON ENERGY CORPORATION COM 25179M103 37775 659714 649192 0 800 0 499025 0 159860
DIAGEO PLC ADR SPON ADR NEW 25243Q205 48841 923978 909499 0 0 0 823949 0 85550
DIAL CORP COM 25247D101 2898 101793 101093 0 0 0 74593 0 26500
DIAMOND OFFSHORE DRILLING COM 25271C102 9586 1255763 1233057 0 1900 0 651702 0 594555
DIEBOLD INC COM 253651103 10 190 190 0 0 0 190 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
DIGENE CORP COM 253752109 4860 121200 94500 0 500 0 76300 0 20100
DIGI INTERNATIONAL INC COM 253798102 701 73000 57000 0 500 0 45400 0 12900
DIGITAL INSIGHT COM 25385P106 1732 69600 69600 0 0 0 9600 0 60000
DIGITAL RIVER INC COM 25388B104 7 300 300 0 0 0 300 0 0
DIGITAS INC COM 25388K104 821 88100 73800 0 200 0 64000 0 10700
DIGITAL THEATER SYSTEMS INC COM 25389G102 425 17200 17200 0 0 0 17200 0 0
DIME COMMUNITY BANCSHARES COM 253922108 1310 42600 40600 0 0 0 33700 0 1600
DILLARDS INC CL A CL A 254067101 506 30750 29035 0 0 0 22815 0 7935
DIMON INC COM 254394109 336 49800 40900 0 0 0 29800 0 9500
DIONEX CORP COM 254546104 663 14400 12500 0 0 0 7700 0 4100
DISCOVERY PARTNERS INTL COM 254675101 753 122431 122431 0 0 0 0 0 122431
THE WALT DISNEY CO COM DISNEY 254687106 150079 6432882 6080720 157600 0 0 5295699 0 757850
DITECH COMMUNICATIONS CORP COM 25500M103 4746 248500 195900 0 900 0 160100 0 39400
DOBSON COMMUNICATIONS CORP CL CL A 256069105 5 700 700 0 0 0 700 0 0
DOCENT INC COM NEW 25608L502 2847 627076 627076 0 0 0 0 0 627076
DOLLAR GENERAL COM 256669102 4343 206922 194307 0 0 0 106915 0 68307
DOLLAR TREE STORES INC COM 256747106 -5285 226840 219640 0 0 0 33740 0 188300
DOMINION RESOURCES INC/VA COM 25746U109 -19647 396799 375447 1300 0 0 27992 0 360407
DONALDSON CO INC COM 257651109 1813 30652 11252 19400 0 0 11252 0 19400
DONNELLEY (R.R.) & SONS CO COM 257867101 1328 44044 41024 0 0 0 29320 0 14024
DORAL FINANCIAL CORP COM 25811P100 13488 417855 331800 69255 0 0 307650 0 103755
DOT HILL SYSTEMS CORP COM 25848T109 603 39800 39800 0 0 0 39800 0 0
DOVER CORP COM 260003108 17691 445068 426322 3200 0 0 318874 0 75494
DOW CHEMICAL COM 260543103 12311 296160 266199 0 0 0 122860 0 130000
DOW JONES & CO INC COM 260561105 1536 30819 28761 0 0 0 22703 0 7771
DRIL-QUIP COM 262037104 1304 80000 68700 0 200 0 57700 0 9200
DU PONT (E.I.) DE NEMOURS COM 263534109 269174 5865645 4884360 275568 9700 0 3665597 21830 1981257
DUCOMMUN INC COM 264147109 925 41400 33600 0 0 0 27200 0 4900
DUKE ENERGY CORP COM 264399106 2852 139451 116961 0 0 0 52990 0 86461
DUKE REALTY CORP COM NEW 264411505 4666 150500 149500 0 0 0 149500 0 0
DUN & BRADSTREET CORP-NEW COM 2.65E+104 7961 157000 148900 7500 0 0 146700 0 8200
DURA AUTOMOTIVE SYSTEMS INC CL A 265903104 2174 167500 139000 0 500 0 113200 0 21300
DYNEGY INC CL A CL A 26816Q101 187 43766 35916 0 0 0 7850 0 35916
EMC CORP/MASS COM 268648102 170378 13187139 11412148 642430 25890 0 9006026 42220 3574036
ENSCO INTERNATIONAL INC COM 26874Q100 -4429 220575 213775 0 0 0 36425 0 179650
ENI SPA ADR SPONSORED AD 26874R108 50869 535579 528003 0 0 0 475074 0 52929
EOG RESOURCES INC COM 26875P101 1682 36438 33538 0 0 0 20274 0 15664
ESS TECHNOLOGY COM 269151106 7955 467100 383500 0 1500 0 290700 0 76400
E*TRADE FINANCIAL CORPORATION COM 269246104 6675 527700 506200 6000 0 0 471300 0 49600
EARTHLINK INC COM 270321102 1075 107500 107500 0 0 0 97400 0 10100
EASTGROUP PROPERTIES COM 277276101 376 11600 11600 0 0 0 11600 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 196020 5382578 4356178 387220 15440 0 3136402 27050 2053130
EASTMAN KODAK CO COM 277461109 23991 934587 882074 0 0 0 695584 0 164803
EATON CORP COM 278058102 265900 2462492 2116061 25470 8680 0 1588702 14590 773338
EATON VANCE CORP COM NON VTG 278265103 674 18400 18400 0 0 0 18400 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
EBAY INC COM 278642103 104018 2401733 2112333 11540 6200 0 1515914 12130 779333
ECHOSTAR COMMUNICATIONS CL A CL A 278762109 25723 756783 38083 66500 0 0 35683 0 68900
ECOLAB INC COM 278865100 820 29946 24546 0 0 0 5400 0 24546
ECOLLEGE.COM INC COM 2.79E+104 1117 60500 47200 0 200 0 38100 0 10000
EDISON INTERNATIONAL COM 281020107 70526 3215969 3078616 35100 0 0 2606629 0 366940
EDWARDS (A.G.) INC COM 281760108 -5844 162700 156900 0 0 0 7300 0 151500
EL PASO CORPORATION COM 28336L109 -10037 1462421 1382861 19900 0 0 134276 0 1296745
EL PASO ELECTRIC COMPANY COM NEW 283677854 1387 103900 88400 0 200 0 62900 0 18500
ELECTRONIC ARTS INC COM 285512109 8850 185610 173988 0 0 0 103932 0 59178
ELECTRONIC DATA SYSTEMS CORP COM 285661104 3440 140193 126813 0 0 0 64729 0 60764
ELECTRONICS FOR IMAGING COM 286082102 1717 65975 56275 0 100 0 45475 0 11400
EMBARCADERO TECHNOLOGIES INC COM 290787100 1233 77300 60100 0 300 0 48500 0 12800
EMERSON ELECTRIC CO COM 291011104 207038 3498698 2969443 132998 9981 0 2164449 16616 1202358
EMMIS COMMUNICATIONS CL A CL A 291525103 1277 47200 39500 0 100 0 29300 0 9900
EMULEX CORP COM NEW 292475209 -3815 335996 263116 64480 0 0 52616 0 277780
ENCANA CORP COM 292505104 18540 470073 462682 0 0 0 436981 0 25701
ENBRIDGE INC COM 29250N105 298 7200 7200 0 0 0 7200 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LL 29250X103 4 89 89 0 0 0 89 0 0
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 2278 254500 206200 0 800 0 173400 0 36100
ENDESA ADR SPONSORED AD 29258N107 71365 3736402 3682491 0 0 0 3311923 0 370568
ENDWAVE CORPORATION COM NEW 29264A206 2358 320334 320334 0 0 0 0 0 320334
ENDO PHARMACEUTICAL HOLDINGS I COM 29264F205 468 24175 24175 0 0 0 24175 0 0
ENERGIZER HOLDINGS INC COM 29266R108 40809 1086500 1031300 25600 0 0 888500 0 115800
ENGELHARD CORP COM 292845104 34146 1140098 1078778 24200 0 0 913246 0 143052
ENESCO GROUP COM 292973104 32 3100 3100 0 0 0 0 0 3100
ENTERGY CORP COM 29364G103 42318 740732 707298 7100 0 0 553434 0 118298
ENTERTAINMENT PROPERTIES TR COM SH BEN I 29380T105 21295 613500 613500 0 0 0 607300 0 6200
ENTRAVISION COMMUNICATIONS CL A 29382R107 21 1900 1900 0 0 0 1900 0 0
ENZO BIOCHEM INC COM 294100102 3215 179499 141599 0 700 0 107199 0 37000
EON LABS INC COM 2.94E+104 4815 94500 89700 1900 0 0 86300 0 5000
EPICOR SOFTWARE CORP COM 29426L108 3621 283800 222200 0 1100 0 179600 0 46800
EQUANT NV NY REG SH NY REG SHS 294409107 3 293 293 0 0 0 0 0 293
EQUIFAX INC COM 294429105 3966 161871 152250 1900 0 0 86021 0 45750
EQUITY INNS INC COM 294703103 2477 273700 228400 0 800 0 183200 0 34300
EQUITY OFFICE PROPERTIES TR COM 294741103 80191 2798975 2752763 7700 0 0 1878563 0 831197
EQUITY ONE INC COM 294752100 652 38600 38600 0 0 0 38600 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 76018 2576014 2554672 0 0 0 1384559 0 1169413
ERESEARCH TECHNOLOGY INC COM 29481V108 3233 127200 99500 0 500 0 80600 0 20800
ESSEX PROPERTY TRUST INC COM 297178105 84618 1317633 1310910 0 0 0 759946 0 549164
DELHAIZE LE LION ADR SPONSORED AD 29759W101 58538 1146905 1146905 0 0 0 1146905 0 0
ETHYL CORP COM NEW 297659609 1610 73600 60500 0 200 0 47200 0 10000
EVERGREEN RES INC COM NO PAR 299900308 2176 66940 31560 35380 0 0 31560 0 35380
EVOLVING SYSTEMS INC COM 30049R100 1531 115100 89200 0 500 0 71700 0 19300
EXACT SCIENCES CORP COM 30063P105 329 32500 25400 0 100 0 20600 0 5300
EXAR CORP COM 300645108 3665 213700 165900 0 800 0 133400 0 35700
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
EXCEL TECHNOLOGY INC COM 30067T103 1029 31300 25200 0 100 0 19900 0 4600
EXELON CORPORATION COM 30161N101 24186 364474 345830 2537 0 0 265184 0 68490
EXPEDITORS INTL WASH INC COM 302130109 -6068 189470 181870 1400 0 0 22670 0 162700
EXPRESS SCRIPTS INC -COMMON COM 302182100 718 10807 9172 0 0 0 3325 0 7482
EXPRESSJET HOLDINGS CL A 30218U108 9476 631700 519900 0 1900 0 415400 0 83500
EXTENDED STAY AMERICA INC COM 30224P101 6416 443100 442400 0 0 0 232800 0 210300
EXULT INC COM 302284104 1130 157400 122500 0 600 0 99000 0 26000
EXXON MOBIL CORPORATION COM 30231G102 952143 23222998 20243299 992746 47270 0 15361838 76052 6651555
FBL FINANCIAL GROUP INC CL A CL A 30239F106 54 2100 2100 0 0 0 1500 0 0
FLIR SYSTEMS INC COM 302445101 1602 43900 41100 0 0 0 37300 0 5400
FMC TECHNOLOGIES COM COM 30249U101 9132 391944 380744 0 0 0 343944 0 42900
FNB CORP/NORTH CAROLINA COM 302519103 21 1000 1000 0 0 0 1000 0 0
FPIC INSURANCE GROUP INC COM 302563101 1440 57400 48800 0 100 0 40800 0 6600
FPL GROUP INC COM 302571104 79123 1209462 1155543 15600 0 0 951538 0 162424
FACTSET RESEARCH SYSTEMS INC COM 303075105 1857 48600 45800 0 0 0 37800 0 9700
FAIR ISAAC CORP COM 303250104 1534 31205 10605 20600 0 0 10605 0 20600
FAIRMONT HOTELS & RESORTS COM 305204109 29675 1093393 1089838 0 0 0 627345 0 464093
FAMILY DOLLAR STORES COM 307000109 1153 32139 27639 0 0 0 14813 0 16426
FASTENAL CO COM 311900104 -5402 109223 105323 0 0 0 4823 0 101800
FREDDIE MAC COM 313400301 316787 5431883 4580679 278330 15040 0 3390123 23920 1810477
FANNIE MAE COM 313586109 855864 11402399 9823541 459129 28188 0 7460329 45845 3443380
FEDERAL REALTY INVS TRUST SH BEN INT N 313747206 60782 1583266 1577914 0 0 0 894588 0 685526
FEDERAL SIGNAL CORP COM 313855108 14 800 800 0 0 0 800 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 139445 2958722 2815684 55000 0 0 2457798 0 316524
FEDERATED INVESTORS INC CL B CL B 314211103 571 19452 17152 0 0 0 2300 0 17152
FEDEX CORPORATION COM 31428X106 5773 85526 76618 0 0 0 32208 0 41018
FELCOR LODGING TRUST INC COM 31430F101 3465 312700 279500 0 600 0 228200 0 24600
FERRO CORP COM 315405100 -24 900 0 900 0 0 900 0 0
F5 NETWORKS INC COM 315616102 665 26500 26500 0 0 0 26500 0 0
FIDELITY NATIONAL FINL INC COM 316326107 47110 1214800 1151100 23400 0 0 1019500 0 120700
FIFTH THIRD BANCORP COM 316773100 -11195 341980 319065 1599 0 0 32887 0 302727
FILENET CORP COM 316869106 1776 65600 65600 0 0 0 65600 0 0
FINLAY ENTERPRISES INC COM NEW 317884203 449 31800 26100 0 100 0 20300 0 4300
THE FINISH LINE CL A CL A 317923100 638 21300 21300 0 0 0 20100 0 0
FIRST AMERICAN CORPORATION COM 318522307 3638 122200 120500 0 0 0 108700 0 11800
FIRST BANCORP/PUERTO RICO COM 318672102 5148 130156 107956 0 300 0 82456 0 21800
FIRST COMMONWEALTH FINL CORP COM 319829107 743 52100 47800 0 100 0 35300 0 3200
FIRST COMMUNITY BANCSHARES COM 31983A103 46 1400 1400 0 0 0 1000 0 0
FIRST DATA CORP COM 319963104 8328 202677 184107 0 0 0 94843 0 89734
FIRST FINANCIAL CORP/INDIANA COM 320218100 51 1700 1700 0 0 0 1200 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 15204 450500 450500 0 0 0 446000 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 2377 73300 59800 0 200 0 45900 0 11400
FIRST NATIONAL CORPORATION COM 320942105 513 17100 14300 0 0 0 11500 0 2200
FIRST OAK BROOK BANCSHARES COM 335847208 63 2100 2100 0 0 0 1500 0 0
FIRST PLACE FINANCIAL /OHIO COM 33610T109 855 43800 36800 0 100 0 28800 0 6100
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
FIRST REPUBLIC BANK COM 336158100 1264 35300 28900 0 100 0 21600 0 6300
FIRST TENNESSEE NATL CORP COM 337162101 65157 1477487 1409087 20100 0 0 1204130 0 160957
FIRST UNITED CORP COM 33741H107 244 9999 9999 0 0 0 9999 0 0
FIRSTBANK CORP/ALMA MICH COM 33761G104 147 4725 4725 0 0 0 3360 0 105
FISERV INC COM 337738108 10394 262867 204352 49400 0 0 133779 0 118923
FIRSTFED FINANCIAL CORP COM 337907109 5377 123600 102500 0 300 0 76900 0 19600
FLAGSTAR BANCORP INC COM 337930101 8752 408600 340100 0 1100 0 253600 0 67800
FIRSTENERGY CORP COM 337932107 1367 38837 31423 525 0 0 7414 0 31423
FLEET BOSTON FINANCIAL CORP COM 339030108 24584 563218 523367 0 0 0 309288 0 181230
FLUOR CORP COM 343412102 -8612 236348 226536 0 0 0 10932 0 220016
FLOWERS FOODS INC COM 343498101 565 21900 21900 0 0 0 15900 0 6000
FLUSHING FINANCIAL CORP COM 343873105 1571 85950 69900 0 300 0 55200 0 12000
FORD MOTOR COMPANY COM PAR $0.0 345370860 84389 5274283 4965866 112100 0 0 4173291 0 740992
FOREST LABORATORIES INC COM 345838106 -8870 342665 289775 36890 0 0 50241 0 286824
FOREST OIL CORP COM PAR $0.0 346091705 -4040 141400 136300 0 0 0 5800 0 132200
FORTUNE BRANDS INC COM 349631101 53190 744021 702597 12500 0 0 576124 0 99797
FORWARD AIR CORP COM 349853101 105 3800 3800 0 0 0 0 0 3800
FOUNDRY NETWORKS INC COM 35063R100 858 31400 31400 0 0 0 25400 0 6000
FRANKLIN RESOURCES INC COM 354613101 31455 604205 555347 35500 1015 0 392681 0 189881
FREEPORT-MCMORAN COPPER CL B CL B 35671D857 15073 357780 331857 14100 0 0 249723 0 64257
FREMONT GENERAL CORP COM 357288109 9470 560000 474100 0 1500 0 353200 0 90100
FRONTIER AIRLINES INC COM 359065109 83 5800 5800 0 0 0 0 0 5800
FRONTIER FINANCIAL CORP COM 35907K105 1099 33100 27000 0 100 0 21200 0 4600
FUJI PHOTO FILM COMPANY LTD AD ADR 359586302 62352 1900966 1872892 0 0 0 1665557 0 207335
H.B. FULLER CO COM 359694106 42 1400 1400 0 0 0 0 0 1400
FURNITURE BRANDS INTL INC COM 360921100 -6095 207800 198200 2300 0 0 10600 0 192300
GATX CORP COM 361448103 22 800 800 0 0 0 800 0 0
GABLES RESIDENTIAL TRUST SH BEN INT 362418105 5343 153800 129800 0 500 0 103400 0 20900
GAIAM INC CL A 36268Q103 425 71442 71442 0 0 0 0 0 71442
GALLAGHER (ARTHUR J.) & CO COM 363576109 -4773 146900 140100 1600 0 0 7500 0 135900
GANNETT CO COM 364730101 2972 33336 26894 0 0 0 7512 0 25824
GAP INC COM 364760108 110752 4771726 4490732 143100 0 0 4001279 0 505447
GARDNER DENVER INC COM 365558105 41 1700 1700 0 0 0 0 0 1700
GATEWAY INC COM 367626108 1817 395104 369304 0 0 0 269700 0 116004
GEN PROBE INC COM 36866T103 8523 233700 189800 0 800 0 159500 0 33300
GEMSTAR TV GUIDE INTERNATIONAL COM 36866W106 2044 403000 0 0 0 0 0 0 0
GENENCOR INTERNATIONAL INC COM 368709101 1126 71700 56000 0 200 0 45100 0 11900
GENENTECH INC COM NEW 368710406 81335 869244 814144 30900 0 0 758434 0 74910
GENERAL CABLE CORP COM 369300108 1407 172600 142100 0 500 0 110700 0 22500
GENERAL COMMUNICATION CL A CL A 369385109 1395 160400 132100 0 600 0 98600 0 27800
GENERAL DYNAMICS CORP COM 369550108 36271 401276 388611 0 350 0 258592 0 108260
GENERAL ELECTRIC CO COM 369604103 927347 31245916 26739038 1421620 76147 0 19496373 120247 10235748
GENERAL GROWTH PROPERTIES COM 370021107 222174 8006261 7978700 0 0 0 4497762 0 3492638
GENERAL MILLS INC COM 370334104 -13055 374821 355271 0 0 0 21250 0 345671
GENERAL MOTORS CORP COM 370442105 80641 1510126 1445049 22218 725 0 1129923 0 292658
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
GENLYTE GROUP INC COM 372302109 2106 36081 30281 0 100 0 24581 0 4500
GENUINE PARTS CO COM 372460105 -4841 186199 176674 0 0 0 10425 0 171874
GENZYME CORP - GENL DIVISION COM GENL DIV 372917104 20482 415544 351479 42800 0 0 270890 0 110554
GEORGIA GULF CORP COM PAR $0.0 373200203 14 500 500 0 0 0 0 0 500
GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 1124 36643 30411 0 0 0 11532 0 24211
GERBER SCIENTIFIC INC COM 373730100 33 4100 4100 0 0 0 0 0 4100
GETTY IMAGES INC COM 374276103 677 13500 13500 0 0 0 11200 0 2300
GETTY REALTY CORP COM 374297109 6747 258000 258000 0 0 0 258000 0 0
GEVITY HR INC COM 374393106 6265 281700 227700 0 900 0 190900 0 40500
GILEAD SCIENCES INC COM 375558103 17606 302095 265615 31350 0 0 210745 0 79020
GILLETTE COMPANY COM 375766102 18275 497550 464091 0 0 0 259863 0 172887
GLAXOSMITHKLINE PLC ADR SPONSORED AD 37733W105 41644 893255 880124 0 0 0 787552 0 92572
GLENBOROUGH REALTY TRUST INC COM 37803P105 9758 489100 489100 0 0 0 486800 0 2300
GLENBOROUGH REALTY TR CVT PFD PFD CV SER A 37803P204 1655 67200 67200 0 0 0 67200 0 0
GLIMCHER REALTY TRUST SH BEN INT 379302102 15350 685900 685900 0 0 0 685900 0 0
GLOBAL POWER EQUIPMENT GROUP COM 37941P108 676 101200 81900 0 300 0 64500 0 14700
GLOBESPANVIRATA INC COM 37957V106 283 48400 48400 0 0 0 48400 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 10183 98680 91212 2100 0 0 72468 0 23212
GOLDMAN SACHS GROUP INC COM 38141G104 468172 4741944 3856306 318085 14760 0 2914318 23930 1612502
GOODRICH CORPORATION COM 382388106 404 13614 11204 0 0 0 2410 0 11204
GOODYEAR TIRE & RUBBER CO COM 382550101 98 28106 16703 7800 0 0 11403 0 16703
GOODY'S FAMILY CLOTHING INC COM 382588101 326 34800 34800 0 0 0 21000 0 5500
GRAFTECH INTERNATIONAL COM 384313102 320 23700 23700 0 0 0 23700 0 0
GRAINGER (W.W.) INC COM 384802104 702 14819 12893 0 0 0 6126 0 8693
GREAT ATLANTIC & PAC TEA CO COM 390064103 318 37900 37900 0 0 0 37900 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 161 5920 4820 0 0 0 1100 0 4820
GREAT LAKES REIT INC COM 390752103 1198 76300 68300 0 100 0 53900 0 6000
GREAT PLAINS ENERGY INC COM 391164100 159 5000 5000 0 0 0 5000 0 0
GREATER BAY BANCORP COM 391648102 627 22000 22000 0 0 0 22000 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 24 1000 1000 0 0 0 0 0 1000
GREENBRIER COMPANIES INC COM 393657101 642 38300 31300 0 100 0 24700 0 5200
GREENPOINT FINANCIAL CORP COM 395384100 63304 1792300 1724500 17500 0 0 1509350 0 174350
GREIF INC CL A 397624107 1587 44700 36400 0 100 0 28600 0 6200
GRIFFIN CORPORATION COM 398433102 2271 112100 96100 0 200 0 72300 0 13900
GTECH HOLDINGS CORP COM 400518106 4325 87400 73000 14400 0 0 83400 0 4000
GUIDANT CORP COM 401698105 35997 597955 532631 44630 0 0 431196 0 115159
GUITAR CENTER INC COM 402040109 774 23700 23700 0 0 0 23700 0 0
GULF ISLAND FABRICATION INC COM 402307102 937 55000 44000 0 100 0 34800 0 8100
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 122 5900 5900 0 0 0 4000 0 400
HCA INC COM 404119109 17510 1030786 1000536 3000 1145 0 521706 0 501714
HRPT PROPERTIES TRUST COM SH BEN I 40426W101 6641 658200 595800 0 1100 0 545800 0 47200
HSBC HOLDINGS PLC ADR SPON ADR NEW 404280406 42837 543485 536094 0 0 0 473215 0 62879
HAEMONETICS CORP/MASS COM 405024100 24 1000 1000 0 0 0 0 0 1000
HALLIBURTON CO COM 406216101 3600 138460 128464 0 0 0 73943 0 63617
HANCOCK HOLDING CO COM 410120109 55 1000 1000 0 0 0 700 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
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 5777 154062 143762 0 0 0 84200 0 49862
HANDLEMAN CO COM 410252100 5849 284900 235700 0 900 0 189500 0 36900
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 671 43100 38500 0 100 0 29000 0 3300
HANMI FINANCIAL CORPORATION COM 410495105 4 200 200 0 0 0 200 0 0
HARBOR FLORIDA BANCSHARES COM 411901101 77 2600 2600 0 0 0 1900 0 0
HARLAND (JOHN H.) CO COM 412693103 4118 150859 131359 0 300 0 99859 0 23500
HARLEY-DAVIDSON INC COM 412822108 8073 169858 158887 190 0 0 88066 0 56111
HARMAN INTERNATIONAL COM 413086109 5659 76500 72300 0 0 0 57400 0 17500
HARRAH'S ENTERTAINMENT INC COM 413619107 20134 404538 379524 0 0 0 314314 0 57824
HARRIS CORP COM 413875105 1237 32600 32300 0 0 0 28300 0 4000
HARSCO CORP COM 415864107 513 11700 11400 0 0 0 8800 0 2600
HARTFORD FINANCIAL SVCS GRP COM 416515104 22195 376000 364914 0 600 0 261232 0 110545
HASBRO INC COM 418056107 29877 1404000 1331423 39400 0 0 1157977 0 157123
HAWTHORNE FINL CORP COM 420542102 185 6600 6600 0 0 0 4800 0 0
HEALTHCARE SERVICES GROUP COM 421906108 206 10700 10700 0 0 0 7700 0 0
HEALTH CARE PPTYS INVEST INC COM 421915109 74295 1462497 1459653 0 0 0 1107199 0 353754
HEALTH MGMT ASSOCIATES INC CL CL A 421933102 3990 166257 87517 73740 0 0 69670 0 96587
HEALTHCARE REALTY TRUST INC COM 421946104 44150 1234978 1234582 0 0 0 1193608 0 38074
HEADWATERS INC COM 42210P102 1364 69900 54200 0 200 0 43300 0 11900
HEALTH CARE REIT INC COM 42217K106 75480 2096664 2092330 0 0 0 1581356 0 512774
HEALTH NET INC COM 42222G108 46484 1421530 1300500 86930 0 0 1170900 0 179330
HEARST CL ARGYLE TELEVISION IN COM 422317107 2381 86400 85200 0 0 0 74300 0 8300
HEARTLAND EXPRESS INC COM 422347104 699 28900 28900 0 0 0 20700 0 0
HECLA MINING CO COM 422704106 3847 464000 378300 0 1500 0 296900 0 64600
HEIDRICK & STRUGGLES INTL COM 422819102 1637 75100 75100 0 0 0 75100 0 0
HEINZ (H.J.) CO COM 423074103 10359 284363 266422 2600 0 0 165941 0 75822
HERCULES INC COM 427056106 3406 279179 217466 0 1000 0 169213 0 54566
HERITAGE PROPERTY INVESTMENT COM 42725M107 4754 167100 167100 0 0 0 167100 0 0
HERSHEY FOODS CORP COM 427866108 1163 15112 12396 0 0 0 2716 0 12396
HEWITT ASSOCIATES INC COM 42822Q100 1725 57680 19480 38200 0 0 19480 0 38200
HEWLETT-PACKARD CO COM 428236103 51721 2251694 2140237 0 0 0 1452680 0 601971
HIBERNIA CORP CL A CL A 428656102 7467 317600 305900 0 0 0 290100 0 22600
HIGHWOODS PROPERTIES INC REIT COM 431284108 25923 1020600 1009400 0 200 0 993200 0 8500
HILB ROGAL & HAMILTON COM 431294107 -35 1100 0 1100 0 0 1100 0 0
HILLENBRAND INDUSTRIES COM 431573104 1620 26100 26100 0 0 0 24400 0 1700
HILTON HOTELS CORP COM 432848109 42465 2824202 2705112 95100 0 0 1431939 0 1381708
HITACHI LTD ADR ADR 10 COM 433578507 24092 401059 393818 0 0 0 333821 0 59997
HOME DEPOT INC COM 437076102 349201 9839413 8259727 633195 24865 0 6125141 38622 3265989
HOME PROPERTIES INC COM 437306103 31370 776670 773716 0 0 0 368965 0 406351
HON INDUSTRIES INC COM 438092108 347 8000 8000 0 0 0 8000 0 0
HONDA MOTOR CO LTD ADR AMERN SHS 438128308 542 24087 24087 0 0 0 0 0 24087
HONEYWELL INTERNATIONAL INC COM 438516106 331842 9926462 8218016 536175 30250 0 6167515 50460 3344190
HOSPITALITY PROPERTIES TRUST COM SH BEN I 44106M102 29152 706200 706200 0 0 0 658900 0 47300
HOST MARRIOTT CORP COM 44107P104 24105 1956606 1950162 0 0 0 1164455 0 787307
HOT TOPIC INC COM 441339108 724 24600 24600 0 0 0 15600 0 9000
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
HOUSEHOLD INTERNATIONAL INC*OL COM 441815107O 0 0 0 0 0 0 0 0 0
HUANENG POWER INTL ADR SPON ADR N 443304100 234 3369 3369 0 0 0 0 0 3369
HUBBELL INC CL B CL B 443510201 123 2800 2800 0 0 0 2800 0 0
HUDSON HIGHLAND GROUP INC COM 443792106 185 7800 7800 0 0 0 5600 0 0
HUDSON UNITED BANCORP COM 444165104 10368 280600 240900 0 700 0 178500 0 53600
HUGHES SUPPLY INC COM 444482103 10882 219300 182200 0 700 0 138400 0 32400
HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 7 300 300 0 0 0 300 0 0
HUMANA INC COM 444859102 8979 392970 368247 0 0 0 315623 0 68547
HUMAN GENOME SCIENCES INC COM 444903108 388 29300 28900 0 0 0 21800 0 7100
HUMBOLDT BANCORP COM 445069107 397 22600 18300 0 100 0 14500 0 3100
HUNT (JB) TRANSPRT SVCS INC COM 445658107 3730 138100 138100 0 0 0 138100 0 0
HUNTINGTON BANCSHARES COM 446150104 762 33847 29106 0 0 0 4741 0 29106
HUTCHINSON TECH COM 448407106 4299 139800 111700 0 500 0 81200 0 31100
HYDRIL COM 448774109 29 1200 1200 0 0 0 0 0 1200
HYPERION SOLUTIONS CORP COM 44914M104 4626 153500 119200 0 600 0 94900 0 26600
ICOS CORPORATION COM 449295104 721 17465 17465 0 0 0 15165 0 2300
IMCO RECYCLING INC COM 449681105 43 4300 4300 0 0 0 0 0 4300
IMS HEALTH INC COM 449934108 21913 881447 820135 32100 0 0 710634 0 118513
I-STAT CORP*OLD COM 450312103O 17 1100 1100 0 0 0 1100 0 0
ISTAR FINANCIAL INC COM 45031U101 26436 679600 679600 0 0 0 679600 0 0
ISTA PHARMACEUTICALS INC COM NEW 45031X204 979 105478 105478 0 0 0 0 0 105478
ITLA CAPITAL CORPORATION COM 450565106 1483 29600 24200 0 100 0 19100 0 4000
ITT EDUCATIONAL SERVICES INC COM 45068B109 12413 264285 242685 4700 100 0 208785 0 40900
ITT INDUSTRIES INC COM 450911102 795 10707 8790 0 0 0 1917 0 8790
IDEX CORP COM 45167R104 699 16800 16800 0 0 0 16800 0 0
IDEXX LABORATORIES INC COM 45168D104 13754 297200 250000 0 800 0 197100 0 45600
IKON OFFICE SOLUTIONS INC COM 451713101 100 8400 7300 0 0 0 7300 0 0
ILEX ONCOLOGY INC COM 451923106 599 28200 28200 0 0 0 28200 0 0
ILLINOIS TOOL WORKS COM 452308109 5732 334110 321347 0 470 0 140181 0 190714
IMCLONE SYSTEMS COM 45245W109 -52 1300 0 1300 0 0 1300 0 0
IMAGISTICS INTL INC COM 45247T104 555 14800 14800 0 0 0 6800 0 5200
IMMUNOMEDICS INC COM 452907108 10 2300 2300 0 0 0 2300 0 0
IMPERIAL OIL LTD COM NEW 453038408 218 4900 4900 0 0 0 4900 0 0
INAMED CORP COM 453235103 1759 36602 30302 1500 0 0 21150 0 10952
INCO LTD COM 453258402 4 113 113 0 0 0 59 0 54
INCYTE CORP COM 45337C102 2202 321900 257300 0 1100 0 204000 0 48900
INDEPENDENCE COMMUNITY BANK COM 453414104 601 16700 16700 0 0 0 16700 0 0
INDEPENDENT BANK CORP MASS COM 453836108 6 200 200 0 0 0 200 0 0
INDEPENDENT BANK CORP - MICH COM 453838104 1652 58237 48827 0 110 0 40337 0 7100
INDYMAC MORTGAGE HOLDINGS COM 456607100 9896 332200 299000 600 500 0 253400 0 45800
INET TECHNOLOGIES INC COM 45662V105 1592 132700 113100 0 300 0 99800 0 14600
INFORMATICA CORP COM 45666Q102 335 32500 25200 0 100 0 20300 0 5400
ING GROEP NV ADR SPONSORED AD 456837103 50236 2145920 2115867 0 0 0 1866646 0 249221
INGRAM MICRO INC CL A CL A 457153104 652 41000 40200 0 0 0 33500 0 6700
INNOVEX INC/MN COM 457647105 1383 164600 127500 0 700 0 102200 0 27900
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
INSIGHT COMMUNICATIONS CO CL A 45768V108 540 52200 52200 0 0 0 52200 0 0
INNKEEPERS USA TRUST COM 4576J0104 1396 166800 139200 0 500 0 118500 0 20800
INTEGRATED DEVICE TECH INC COM 458118106 1444 84080 70780 0 200 0 61880 0 9800
INTEGRATED ELECTRICAL SVCS COM 4.58E+107 1326 143400 119700 0 500 0 93400 0 18000
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 604 21200 21200 0 0 0 21200 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 412 26300 26300 0 0 0 26300 0 0
INTEL CORP COM 458140100 982429 30653008 26710056 1353720 62065 0 20884792 96763 8232056
INTER-TEL INC COM 458372109 300 12000 9800 0 0 0 6400 0 3500
INTERACTIVECORP COM 45840Q101 1484 43744 42344 0 0 0 33108 0 9236
INTERACTIVECORP WT WT EXP 0204 45840Q127 1 14 14 0 0 0 14 0 0
INTERCHANGE FINL SVCS CP/NJ COM 458447109 412 16300 13400 0 100 0 10800 0 2300
INTERDIGITAL COMM CORP COM 45866A105 -2853 138500 132200 1400 0 0 6900 0 128300
INTERMET CORP COM 45881K104 96 17700 17600 0 100 0 11900 0 1600
INTL BUSINESS MACHINES CORP COM 459200101 240981 2600138 2442637 65835 500 0 1981479 0 443533
INTL FLAVORS & FRAGRANCES COM 459506101 1337 38274 36359 0 0 0 29352 0 8922
INTL GAME TECHNOLOGY COM 459902102 1984 55584 38084 10300 0 0 12300 0 43284
INTERNATIONAL PAPER CO COM 460146103 317850 7373009 6171282 283150 13420 0 4660013 29860 2433491
INTL RECTIFIER CORP COM 460254105 30669 620700 578300 15100 0 0 547900 0 54800
INTERPUBLIC GROUP COS INC COM 460690100 2281 153387 141185 3600 0 0 113885 0 39502
INTERSIL CORP CL A 46069S109 -9214 370800 352400 5500 0 0 20200 0 342000
INTERSTATE BAKERIES COM 46072H108 3105 218200 178200 0 700 0 150900 0 30000
INTERVOICE INC COM 461142101 2716 228800 186600 0 700 0 146700 0 31500
INTUIT INC COM 461202103 5530 104623 71262 28130 0 0 45383 0 53140
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 606 61200 50300 0 200 0 39600 0 8000
INVITROGEN CORP COM 46185R100 21910 313400 291900 6800 0 0 270200 0 36800
INVESTORS FINANCIAL SVCS CP COM 461915100 -3449 131000 127100 0 0 0 25100 0 103300
IRON MOUNTAIN INC COM 462846106 939 26960 25360 1600 0 0 26960 0 0
IRWIN FINANCIAL CORP COM 464119106 5027 160100 135000 0 500 0 101000 0 22600
ISHARES MSCI AUSTRIA INDEX ETF MSCI AUSTRIA 464286202 1 55 55 0 0 0 55 0 0
ISHARES MSCI CANADA ETF MSCI CDA IND 464286509 1 97 97 0 0 0 97 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAPO 464286673 2 354 354 0 0 0 354 0 0
ISHARES MSCI UNITED KINGDOM IN MSCI UTD KIN 464286699 32 2070 2070 0 0 0 2070 0 0
ISHARES MSCI FRANCE INDEX ETF MSCI FRANCE 464286707 6 294 294 0 0 0 294 0 0
ISHARES MSCI SWEDEN INDEX ETF MSCI SWEDEN 464286756 4 252 252 0 0 0 252 0 0
ISHARES MSCI SPAIN INDEX ETF MSCI SPAIN 464286764 6 222 222 0 0 0 222 0 0
ISHARES MSCI GERMANY INDEX ETF MSCI GERMAN 464286806 6 379 379 0 0 0 379 0 0
ISHARES MSCI NETHERLANDS INDEX MSCI NETHERL 464286814 7 449 449 0 0 0 449 0 0
ISHARES MSCI JAPAN INDEX ETF MSCI JAPAN 464286848 30 3079 3079 0 0 0 3079 0 0
ISHARES MSCI HONG KONG INDEX E MSCI HONG KO 464286871 5 486 486 0 0 0 486 0 0
ISHARES MSCI EAFE INDEX ETF MSCI EAFE ID 464287465 2561 18724 18150 0 0 0 18150 0 0
IVAX CORP COM 465823102 -2811 147475 142675 0 0 0 20275 0 124000
JDS UNIPHASE CORP COM 46612J101 1370 376403 166035 180500 0 0 29868 0 346535
JP MORGAN CHASE & CO COM 46625H100 161810 4405398 4210930 60100 1800 0 3304401 0 833592
J2 GLOBAL COMMUNICATIONS INC COM NEW 4.66E+209 3431 138400 109400 0 500 0 82600 0 28800
JABIL CIRCUIT INC COM 466313103 347410 12275985 10268616 554269 38390 0 7688058 63520 4083501
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
JACOBS ENGINEERING GROUP INC COM 469814107 2962 61700 28270 33430 0 0 28270 0 33430
JACUZZI BRANDS INC COM 469865109 3179 448400 389200 0 1000 0 294800 0 44700
JANUS CAPITAL GROUP INC COM 47102X105 1035 63068 58068 0 0 0 40140 0 22928
JARDEN CORP COM 471109108 578 21150 21150 0 0 0 15000 0 0
JEFFERSON-PILOT CORP COM 475070108 4202 82960 78538 0 0 0 49722 0 26338
JOHNSON & JOHNSON COM 478160104 777188 15044281 13303293 298231 35735 0 10091332 57049 4261025
JOHNSON CONTROLS INC COM 478366107 2145 18472 16052 200 0 0 8627 0 9504
JONES APPAREL GROUP INC COM 480074103 48783 1384690 1371510 0 0 0 1010222 0 374318
JOY GLOBAL INC COM 481165108 437 16700 16700 0 0 0 16700 0 0
JUNIPER NETWORKS INC COM 48203R104 3382 181038 61038 120000 0 0 61038 0 120000
KCS ENERGY INC COM 482434206 227 21500 21500 0 0 0 15200 0 0
KLA-TENCOR CORPORATION COM 482480100 -12217 586503 527440 37500 0 0 120248 0 453350
K-SWISS INC CL A CL A 482686102 3379 140200 118400 0 400 0 83600 0 26000
KT CORP- ADR SPONSORED AD 48268K101 32872 1723777 1699035 0 0 0 1509909 0 189126
KAYDON CORP COM 486587108 504 19500 15100 0 100 0 11700 0 3700
KEANE INC COM 486665102 11751 802638 687538 0 2000 0 581238 0 86200
KB HOME COM 48666K109 35396 488080 459616 8800 0 0 391164 0 62416
KELLOGG CO COM 487836108 25245 662953 627883 11600 0 0 512070 0 94483
KELLWOOD CO COM 488044108 4764 116200 97300 0 300 0 71300 0 19400
KENNAMETAL INC COM 489170100 486 12222 12222 0 0 0 12222 0 0
KENSEY NASH CORP COM 490057106 2137 91900 71300 0 300 0 57000 0 15600
KERR-MCGEE CORP COM 492386107 17346 373123 352007 0 0 0 277816 0 65907
KEY ENERGY SERVICES INC COM 492914106 -3019 292800 282200 0 0 0 12000 0 273700
KEYCORP COM 493267108 8616 293870 273882 0 0 0 144588 0 97282
KEYNOTE SYSTEMS INC COM 493308100 752 63500 49500 0 200 0 39800 0 10600
KEYSPAN CORPORATION COM 49337W100 -5757 193353 183753 0 0 0 10400 0 178753
KEYSTONE PROPERTY TRUST COM 493596100 9580 433700 416400 0 300 0 404600 0 13000
KFORCE INC COM 493732101 212 22700 22700 0 0 0 22700 0 0
KILROY REALTY CORP COM 49427F108 51419 1570059 1543992 0 300 0 1040483 0 502909
KIMBERLY-CLARK CORP COM 494368103 27265 461416 441972 0 0 0 334465 0 90207
KIMCO REALTY CORP COM 49446R109 3397 75900 75700 0 0 0 75700 0 0
KINDER MORGAN INC COM 49455P101 845 14304 11740 0 0 0 2564 0 11740
KING PHARMACEUTICALS INC COM 495582108 1319 86439 79073 0 0 0 36866 0 34073
KNIGHT RIDDER INC COM 499040103 -4987 83147 78775 0 0 0 4836 0 76511
KNIGHT TRADING GROUP INC COM 499063105 2302 157000 133500 0 300 0 117500 0 17500
KOGER EQUITY INC COM 500228101 4948 236400 211900 0 500 0 195000 0 17800
KOHLS CORP COM 500255104 -4041 759877 470778 258850 0 0 94476 0 654512
KOMAG INC COM NEW 500453204 581 39800 39800 0 0 0 28300 0 0
KONINKLIJKE PHILIPS ELECTRONIC NY REG SH NE 500472303 40371 1387791 1357020 0 0 0 1229223 0 127797
KOOKMIN BANK-SPONS ADR SPONSORED AD 50049M109 191 5045 5045 0 0 0 0 0 5045
KOREA ELEC POWER CORP ADR SPONSORED AD 500631106 17907 1723465 1694650 0 0 0 1467978 0 226672
KOS PHARMACEUTICALS INC COM 500648100 6860 159500 129600 0 500 0 109300 0 22300
KRAFT FOODS INC CL A CL A 50075N104 -66 3560 760 2800 0 0 3560 0 0
KRAMONT REALTY TRUST E 8.25 PF PFD E 8.25% 50075Q404 1000 40000 40000 0 0 0 40000 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 -14721 402200 384200 3800 0 0 20000 0 372700
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
KROGER CO COM 501044101 53172 2872599 2830820 0 0 0 2108316 0 727253
KYOCERA CORP ADR ADR 501556203 522 7795 7795 0 0 0 1216 0 6579
LCA-VISION INC COM PAR $.00 501803308 1054 49800 38500 0 200 0 31000 0 8300
LNR PROPERTY CORP COM 501940100 758 15300 15300 0 0 0 10900 0 0
LSI LOGIC CORP COM 502161102 2753 310353 291413 0 0 0 199840 0 84013
LTC PROPERTIES INC COM 502175102 1220 82800 67400 0 200 0 52600 0 11700
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4265 83051 53021 29930 0 0 51021 0 31930
LA QUINTA CORP-PAIRED PAIRED CTF 50419U202 2856 445600 388900 0 1000 0 302900 0 42900
LABOR READY INC COM NEW 505401208 8283 632300 522200 0 1900 0 428200 0 101500
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 -11791 319100 307700 0 0 0 13000 0 298500
LAKELAND FINANCIAL CORPORATION COM 511656100 134 3800 3800 0 0 0 2700 0 0
LAM RESEARCH CORP COM 512807108 9226 285620 265420 4800 0 0 244520 0 35200
LAMAR ADVERTISING CO CL A 512815101 -5744 187890 180090 1800 0 0 25690 0 158200
LAMSON & SESSIONS CO COM 513696104 4967 860856 860856 0 0 0 0 0 860856
LANDAMERICA FINANCIAL GROUP COM 514936103 15516 296900 247000 0 900 0 184300 0 53800
LANDSTAR SYSTEM INC COM 515098101 6315 166000 139100 0 500 0 101200 0 29400
LASALLE HOTEL PROPERTIES COM SH BEN I 517942108 15970 860918 858122 0 0 0 491596 0 362426
LATTICE SEMICONDUCTOR CORP COM 518415104 -2540 408400 393500 3100 0 0 89600 0 310900
ESTEE LAUDER COMPANIES CL A CL A 518439104 5 129 129 0 0 0 129 0 0
LEAR CORPORATION COM 521865105 15630 254847 252891 0 0 0 198715 0 55711
LEGGETT & PLATT INC COM 524660107 -3465 204786 194286 0 0 0 11400 0 189086
LEGG MASON INC COM 524901105 1271 16464 16364 0 0 0 16364 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 52127 675043 624991 29200 0 0 538375 0 97368
LENNAR CORP CL A CL A 526057104 3553 37010 37010 0 0 0 37010 0 0
LENNOX INTERNATIONAL INC COM 526107107 3763 225300 176300 0 800 0 136500 0 43100
LEVEL 3 COMMUNICATIONS INC COM 52729N100 127 49100 34600 13400 0 0 20500 0 27500
LEXINGTON CORPORATE PPTYS TR COM 529043101 40 2000 2000 0 0 0 0 0 2000
LEXMARK INTL GROUP INC CL A CL A 529771107 15846 201506 175823 17520 0 0 129918 0 53788
LIBBEY INC COM 529898108 60 2100 2100 0 0 0 0 0 2100
LIBERTY MEDIA CORP CL A COM SER A 530718105 6147 516955 491955 0 0 0 405155 0 92100
LIBERTY PROPERTY TRUST SH BEN INT 531172104 69708 1791979 1787818 0 0 0 1262404 0 527214
LIGAND PHARMACEUTICALS INC CL CL B 53220K207 379 25800 25800 0 0 0 25800 0 0
LIGHTBRIDGE INC COM 532226107 232 25500 25500 0 0 0 23600 0 0
LILLY (ELI) & CO COM 532457108 43931 624640 578661 0 500 0 339115 0 216700
LIMITED BRANDS INC COM 532716107 1262 70021 58666 0 0 0 20070 0 49351
LIN TV CORP CL A CL A 532774106 52 2000 1700 0 0 0 1700 0 0
LINCARE HOLDINGS INC COM 532791100 152 5062 5062 0 0 0 5062 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 2269 91700 74200 0 300 0 58700 0 13000
LINCOLN NATIONAL CORP COM 534187109 8344 206700 202466 0 0 0 129429 0 76771
LINEAR TECHNOLOGY CORP COM 535678106 19622 466425 371975 75250 0 0 303332 0 130593
LINENS 'N THINGS INC COM 535679104 460 15300 15300 0 0 0 15300 0 0
LIZ CLAIBORNE INC COM 539320101 1862 52496 50196 0 0 0 42100 0 10396
LOCAL FINANCIAL CORP COM 539553107 1900 91300 75600 0 300 0 58900 0 12000
LOCKHEED MARTIN CORPORATION COM 539830109 11030 214586 201030 0 0 0 103081 0 90805
LOEWS CORP COM 540424108 7255 146719 136167 0 0 0 119752 0 24167
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
CAROLINA GROUP CAROLNA GP S 540424207 568 22500 22200 0 0 0 22200 0 0
LONE STAR STEAKHOUSE &SALOON COM 542307103 3255 140200 112900 0 500 0 86900 0 23900
LONGVIEW FIBRE CO COM 543213102 1063 86100 70100 0 200 0 55600 0 12000
LOUISIANA-PACIFIC CORP COM 546347105 6208 347186 312471 17600 0 0 279498 0 47088
LOWES COMPANIES INC COM 548661107 14498 261745 239749 0 0 0 112529 0 118016
LUBRIZOL CORP COM 549271104 2793 85900 84800 0 0 0 74900 0 9900
LUCENT TECHNOLOGIES INC COM 549463107 2398 844327 744936 0 0 0 183840 0 648387
LUMINEX CORP COM 5.50E+106 1093 116500 96300 0 300 0 82200 0 15400
LYONDELL CHEMICAL COMPANY COM 552078107 -7392 436100 418900 1800 0 0 19500 0 406300
M & F WORLDWIDE CORP COM 552541104 63 4700 4700 0 0 0 3400 0 0
M & T BANK CORPORATION COM 55261F104 -10928 111227 107327 0 0 0 4527 0 104100
MBIA INC COM 55262C100 4344 73349 67831 0 0 0 40218 0 21431
MBNA CORP COM 55262L100 366370 14743257 12377263 809550 41080 0 9205274 65570 4949579
MGIC INVESTMENT CORP COM 552848103 121154 2127747 1698292 227540 5782 0 1299968 9137 768321
MGI PHARMA INC COM 552880106 588 14300 14300 0 0 0 14300 0 0
MGM MIRAGE COM 552953101 1737 46180 45080 0 0 0 32580 0 8000
MI DEVELOPMENTS INC W-I CL A CL A SUB VTG 55304X104 0 7 7 0 0 0 7 0 0
M/I HOMES INC COM 55305B101 4456 114100 89100 0 500 0 71600 0 18900
MKS INSTRUMENTS INC COM 55306N104 -2224 125900 121400 900 0 0 29600 0 93900
MPS GROUP INC COM 553409103 449 48022 48022 0 0 0 48022 0 0
MSC INDUSTRIAL DIRECT CO CL A CL A 553530106 47 1700 1700 0 0 0 1700 0 0
MSC SOFTWARE CORP COM 553531104 568 60100 60100 0 0 0 60100 0 0
MTS SYSTEMS CORP COM 553777103 1340 69700 57200 0 200 0 44400 0 9500
MACDERMID INC COM 554273102 7677 224200 185000 0 700 0 143200 0 36600
MACERICH COMPANY (THE) COM 554382101 116803 2624794 2617254 0 0 0 1593528 0 1026926
MACK-CALI REALTY CORP COM 554489104 89707 2155392 2151312 0 0 0 1523427 0 629885
MACROVISION CORP COM 555904101 3773 167000 158600 1100 0 0 149400 0 14800
MACROMEDIA INC COM 556100105 -3996 225100 213500 3700 0 0 12800 0 207000
MAGNA INTERNATIONAL INC CL A CL A 559222401 224 2800 2800 0 0 0 2800 0 0
MAGNUM HUNTER RESOURCES COM PAR $0.0 55972F203 145 15220 15220 0 0 0 15220 0 0
MAGUIRE PROPERTIES INC COM 559775101 14203 584500 584500 0 0 0 584500 0 0
MAIR HOLDINGS INC COM 560635104 520 71400 57400 0 200 0 45600 0 10400
MANDALAY RESORT GROUP COM 562567107 5285 118179 62779 55400 0 0 62779 0 55400
MANNATECH INC COM 563771104 203 18600 18600 0 0 0 18600 0 0
MANOR CARE INC COM 564055101 359 10392 8492 0 0 0 1900 0 8492
MANTECH INTERNATIONAL CORP CL A 564563104 347 13900 11100 0 0 0 9100 0 2200
MANUFACTURED HOME COMMUNITIES COM 564682102 681 18100 18100 0 0 0 18100 0 0
MANULIFE FINANCIAL CORP COM 56501R106 2035 63010 63010 0 0 0 63010 0 0
MAPINFO CORP COM 565105103 14 1400 1400 0 0 0 0 0 1400
MARATHON OIL CORP COM 565849106 94451 2854359 2733370 27900 0 0 2269802 0 353757
MARCUS CORPORATION COM 566330106 46 2800 2700 0 100 0 1300 0 1500
MARKEL CORP COM 570535104 375 1480 1480 0 0 0 1480 0 0
MARSH & MCLENNAN COS COM 571748102 8816 184096 171459 0 0 0 91392 0 79004
MARSHALL & ILSLEY CORP COM 571834100 1269 33172 27972 0 0 0 8100 0 24572
MARRIOTT INTERNATIONAL CL A CL A 571903202 1240 26842 22029 0 0 0 4813 0 22029
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
MARTEK BIOSCIENCES CORP COM 572901106 651 10000 10000 0 0 0 10000 0 0
MARTEN TRANSPORT LTD COM 573075108 190 12300 12300 0 0 0 8850 0 0
MARTIN MARIETTA MATERIALS COM 573284106 286 6079 6079 0 0 0 6079 0 0
MARVEL ENTERPRISES INC COM 57383M108 2784 95622 50922 44700 0 0 50922 0 44700
MASCO CORP COM 574599106 370233 13507228 11696874 172030 43340 0 8331700 67520 4629949
MASSBANK CORP COM 576152102 348 8100 6500 0 0 0 5300 0 1300
MATERIAL SCIENCES CORP COM 576674105 386 38200 31900 0 100 0 24400 0 6000
MATSUSHITA ELEC IND ADR ADR 576879209 371 26645 26645 0 0 0 0 0 26645
MATTEL INC COM 577081102 49634 2575711 2538871 0 3715 0 1885978 0 646481
MAXTOR CORP COM NEW 577729205 1 59 59 0 0 0 59 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 187429 3780332 3090681 248210 11150 0 2326578 18550 1300601
MAXYGEN INC COM 577776107 865 81400 65500 0 200 0 52200 0 11900
MAY DEPARTMENT STORES CO COM 577778103 46308 1592990 1544053 13100 1135 0 1144888 0 333033
MAVERICK TUBE CORP COM 577914104 766 39811 39811 0 0 0 39811 0 0
MAXIMUS INC COM 577933104 446 11400 11400 0 0 0 7900 0 3500
MAYTAG CORP COM 578592107 -2103 132296 126983 0 0 0 25113 0 104683
MBT FINANCIAL CORP COM 578877102 83 5000 5000 0 0 0 3600 0 0
MCCORMICK & CO NON VTG SHRS COM NON VTG 579780206 485 16125 13225 0 0 0 2900 0 13225
MCDATA CORPORATION- CL A CL A 580031201 620 70502 67802 2700 0 0 70502 0 0
MCDONALD'S CORPORATION COM 580135101 115663 4658180 4417376 90300 0 0 3666782 0 622598
MCGRAW-HILL COMPANIES INC COM 580645109 9466 135379 127303 0 0 0 69626 0 42553
MCKESSON CORP COM 58155Q103 34998 1088240 1031299 15800 0 0 884277 0 138863
MCMORAN EXPLORATION CO COM 582411104 253 13500 13500 0 0 0 9500 0 0
MEADWESTVACO CORP COM 583334107 -6783 274597 259208 2400 0 0 16689 0 252008
MEDCO HEALTH SOLUTIONS INC COM 58405U102 8541 251268 243002 1 0 0 202654 0 38877
MEDIA GENERAL INC CL A CL A 584404107 293 4500 4500 0 0 0 4500 0 0
MEDICINES COMPANY COM 584688105 -4121 139900 134900 0 0 0 5800 0 130800
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5405 75800 65700 0 100 0 53400 0 14200
MEDIMMUNE INC COM 584699102 467 39183 23583 10400 0 0 15600 0 23583
MEDTRONIC INC COM 585055106 419698 8865390 7244058 626428 25426 0 5285879 42010 3201944
MELLON FINANCIAL CORP COM 58551A108 2308 71879 62895 0 0 0 30891 0 40988
MEMBERWORKS INC COM 586002107 6005 221000 184800 0 600 0 141100 0 33900
MENS WEARHOUSE INC COM 587118100 7393 295600 250900 0 800 0 196500 0 37100
MENTOR CORP COM 587188103 3265 135700 108900 0 500 0 81000 0 28000
MERCK & CO INC COM 589331107 246642 5338564 4662531 529700 1255 0 3932858 0 1111142
MERCURY COMPUTER SYSTEMS INC COM 589378108 3406 136800 107300 0 500 0 83400 0 25900
MERCURY INTERACTIVE CORP COM 589405109 1482 38060 32360 3800 0 0 29483 0 8577
MEREDITH CORP COM 589433101 591 12113 10779 0 0 0 5034 0 6779
MERISTAR HOSPITALITY CORP REIT COM 58984Y103 6001 921800 771900 0 2600 0 636400 0 112200
MERRILL LYNCH & CO COM 590188108 59931 1021841 963364 15600 0 0 699357 0 233784
METHODE ELECTRONICS COM 591520200 2464 201500 163000 0 700 0 124100 0 34100
METLIFE INC COM 59156R108 8166 242521 217721 0 0 0 81500 0 114821
METRO GOLDWYN MAYER INC COM 591610100 473 27700 27300 0 0 0 8000 0 19300
METROLOGIC INSTRUMENTS INC COM 591676101 5087 188400 155300 0 600 0 121800 0 24900
METTLER TOLEDO INTERNATIONAL COM 592688105 1073 25415 25415 0 0 0 25415 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
MICROS SYSTEMS INC COM 594901100 100 2300 2300 0 0 0 400 0 1900
MICROSOFT CORP COM 594918104 1128990 41249177 35807243 1699860 84360 0 27512641 141450 11653547
MICROSTRATEGY INC CL A NEW 594972408 409 7800 7800 0 0 0 7800 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3899 116827 50127 66700 0 0 50127 0 66700
MICROMUSE INC COM 595094103 6835 990600 386400 0 1900 0 310700 0 83300
MICRON TECHNOLOGY INC COM 595112103 -5342 571425 510765 31200 0 0 71152 0 488973
MICROSEMI CORP COM 595137100 8017 327100 272700 0 900 0 210400 0 53200
MID-AMER APT CMNTYS INC COM 59522J103 4204 125200 125200 0 0 0 121000 0 0
MID ATLANTIC MEDICAL SVCS COM 59523C107 156 2405 2405 0 0 0 2405 0 0
MID-STATE BANCSHARES COM 595440108 752 29571 25771 0 100 0 21571 0 2800
MIDDLEBY CORP COM 596278101 4031 99600 82400 0 300 0 66900 0 12800
MILLENNIUM PHARMACEUTICALS COM 599902103 -15267 846000 804800 11700 0 0 51600 0 774600
MILLEA HOLDINGS INC - ADR ADR 60032R106 22225 331167 326123 0 0 0 299874 0 26249
MILLER (HERMAN) INC COM 600544100 640 26388 26388 0 0 0 26388 0 0
MILLIPORE CORP COM 601073109 647 15020 14020 0 0 0 10371 0 4649
MILLS CORP COM 601148109 48883 1110977 1108445 0 0 0 785109 0 324436
MISSION WEST PPTYS INC COM 605203108 1273 98300 82800 0 200 0 67100 0 11600
MITSUBISHI TOKYO FINAN ADR SPONSORED AD 606816106 641 81810 81810 0 0 0 0 0 81810
MOHAWK INDS INC COM 608190104 690 9779 9779 0 0 0 9779 0 0
MOLECULAR DEVICES CORP COM 60851C107 739 38900 32500 0 100 0 28100 0 4800
MOLEX INC COM 608554101 771 22110 18135 0 0 0 3975 0 18135
MOLEX INC - CL A CL A 608554200 439 14975 14975 0 0 0 14975 0 0
MONSANTO COMPANY COM 61166W101 20450 710560 671690 0 0 0 505449 0 133811
MONSTER WORLDWIDE INC COM 611742107 286 13043 10743 0 0 0 2300 0 10743
MOODYS CORPORATION COM 615369105 3308 54627 50103 800 0 0 30951 0 19976
MOOG INC CL A CL A 615394202 1729 35000 30800 0 0 0 23300 0 2700
MORGAN STANLEY COM NEW 617446448 468698 8099161 6958781 356466 20219 0 5290625 32171 2457168
MSDW CALIF QUALITY MUNI SECS M CALIF QLTY M 61745P635 1 76 76 0 0 0 76 0 0
MOTOROLA INC COM 620076109 4847 1654624 1553121 0 0 0 537056 0 964768
MOVADO GROUP COM 624580106 68 2400 2400 0 0 0 1700 0 0
MUELLER INDS INC COM 624756102 3233 94100 74000 0 300 0 57600 0 17000
MUNIYIELD CALIF INSD FUND COM 62629L104 1 53 53 0 0 0 53 0 0
MURPHY OIL CORP COM 626717102 577 8833 8833 0 0 0 8833 0 0
MYERS INDUSTRIES INC COM 628464109 13 1100 1100 0 0 0 0 0 1100
MYLAN LABORATORIES COM 628530107 50397 1995125 1858725 104300 0 0 1775125 0 131500
NCR CORPORATION COM 6.29E+112 808 20814 18514 0 0 0 11502 0 9012
NEC CORPORATION ADR ADR 629050204 113 15057 15057 0 0 0 0 0 15057
NN INC COM 629337106 1359 108200 87600 0 300 0 69200 0 15400
NPS PHARMACEUTICALS INC COM 62936P103 598 19500 19500 0 0 0 19500 0 0
NTT DOCOMO INC SPONS ADR 62942M201 821 35838 35838 0 0 0 0 0 35838
NVR INC COM 62944T105 4613 9900 9600 0 0 0 6300 0 3100
NABI BIOPHARMACEUTICALS COM 629519109 576 45300 45300 0 0 0 32200 0 0
NARA BANCORP INC COM 63080P105 869 31500 26100 0 100 0 20300 0 4100
NASH FINCH CO COM 631158102 60 2700 2700 0 0 0 0 0 2700
NATIONAL AUSTRALIA BANK ADR SPONSORED AD 632525408 31284 279199 273152 0 0 0 243899 0 29253
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 CITY CORP COM 635405103 127510 3756916 3538892 94270 0 0 3061800 0 433816
NATIONAL COMMERCE FINANCIAL CO COM 63545P104 -3268 119800 115600 0 0 0 4900 0 112100
NATIONAL HEALTH REALTY INC COM 635905102 93 4700 4700 0 0 0 3400 0 0
NATIONAL FUEL GAS CO NJ COM 636180101 2038 83400 82000 0 0 0 78000 0 4000
NATIONAL HEALTH INVESTORS REIT COM 63633D104 2396 96300 74000 0 500 0 59200 0 16400
NATIONAL INSTRS CORP COM 636518102 -114 2500 2500 0 0 0 0 0 2500
NATIONAL OILWELL INC COM 637071101 892 39904 39904 0 0 0 39904 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 2467 62600 57877 0 0 0 28184 0 26316
NATIONWIDE HEALTH PPTYS INC COM 638620104 34361 1757600 1757600 0 0 0 1749500 0 8100
NATURES SUNSHINE PRODS INC COM 639027101 17 2000 2000 0 0 0 0 0 2000
NAUTILUS GROUP INC COM 63910B102 1538 109500 91700 0 600 0 75700 0 14900
NAVISTAR INTERNATIONAL COM 6.39E+112 -16523 360977 345777 1200 0 0 17033 0 335544
NAVIGANT INTL INC COM 63935R108 832 60100 49800 0 200 0 38800 0 7800
NEIMAN MARCUS GROUP INC CL A 640204202 199 3700 3700 0 0 0 3700 0 0
NEKTAR THERAPEUTICS COM 640268108 275 20200 20200 0 0 0 20200 0 0
THOMAS NELSON INC COM 640376109 1713 88600 73600 0 200 0 55200 0 13700
NETFLIX.COM INC COM 64110L106 6207 113500 90600 0 300 0 75000 0 17100
NETEGRITY INC COM 64110P107 1676 165000 131000 0 600 0 95700 0 37600
NETSCREEN TECHNOLOGIES INC COM 64117V107 -5888 292500 279300 3900 0 0 41800 0 244500
NETWORK APPLIANCE INC COM 64120L104 16061 785753 638853 109800 0 0 519782 0 228871
NEUROCRINE BIOSCIENCES INC COM 64125C109 -5574 127000 122000 1000 0 0 18000 0 106300
NEUBERGER BERMAN REALTY INC CF COM 64126G109 3233 189600 189600 0 0 0 189600 0 0
NEW CENTURY FINANCIAL CORP COM 64352D101 5133 129400 101100 0 500 0 80200 0 22800
NEW ENGLAND BUSINESS SERVICE COM 643872104 1652 56000 45500 0 200 0 34600 0 9500
NEW JERSEY RES COM 646025106 739 19200 19200 0 0 0 12200 0 2300
NEW PLAN EXCEL REALTY TRUST COM 648053106 37407 1516300 1516300 0 0 0 1500500 0 15800
NEW YORK COMMUNITY BANCORP COM 649445103 1645 43220 42820 0 0 0 37120 0 5700
NEW YORK TIMES CO CL A 650111107 -3427 163300 155974 0 0 0 36392 0 124108
NEWELL RUBBERMAID INC COM 651229106 1567 76210 66757 3700 0 0 50068 0 26142
NEWHALL LAND & FARMING CO CAL* DEPOSITARY R 651426108 545 13500 13500 0 0 0 13500 0 0
NEWMONT MINING CORP HLDG CO COM 651639106 2438 50149 41163 0 0 0 8986 0 41163
NEWS CORPORATION LIMITED ADR ADR NEW 652487703 157 4353 4353 0 0 0 48 0 4305
NEWS CORP LTD ADR SP ADR PFD 652487802 520 17200 16721 0 0 0 14162 0 2560
NEXTEL COMMUNICATIONS INC CL A 65332V103 63179 2251571 2022033 161470 0 0 1758748 0 368423
NEXTEL PARTNERS INC CL A 65333F107 4323 321400 305400 0 0 0 275200 0 40000
NEXEN INC COM 65334H102 252 6982 6982 0 0 0 6982 0 0
NICOR INC COM 654086107 211 6195 5295 0 0 0 2000 0 4195
NIKE INC CL B 654106103 -5208 152125 142563 0 0 0 17599 0 131826
99 CENTS ONLY STORES COM 65440K106 -5631 268788 258588 1800 0 0 42388 0 220800
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
NTT ADR SPONSORED AD 654624105 37471 1525697 1491126 0 0 0 1323520 0 167606
NISOURCE INC COM 65473P105 779 35506 30005 0 0 0 10501 0 25005
NISSAN MOTORS ADR SPONSORED AD 654744408 532 23670 23670 0 0 0 0 0 23670
NOKIA OYJ ADR SPONSORED AD 654902204 47527 2795724 2563093 0 0 0 2233813 0 329280
NOBLE ENERGY INC COM 655044105 1359 30584 30584 0 0 0 30584 0 0
NOMURA HOLDINGS INC ADR SPONSORED AD 65535H208 474 27970 27970 0 0 0 0 0 27970
NORDSTROM INC COM 655664100 -7941 263493 251793 0 0 0 13000 0 244593
NORFOLK SOUTHERN CORP COM 655844108 1149 48598 40045 0 0 0 11003 0 37195
NORTEL NETWORKS CORPORATION COM 656568102 886 209500 209500 0 0 0 209500 0 0
NORTH FORK BANCORPORATION COM 659424105 713 17614 14450 0 0 0 3164 0 14450
NORTHEAST UTILS COM 664397106 97 4800 4200 0 0 0 4200 0 0
NORTHERN TRUST CORP COM 665859104 -9878 265370 252270 0 0 0 14777 0 244893
NORTHROP GRUMMAN CORP COM 666807102 -10666 155026 144221 2100 0 0 11780 0 140146
NOVARTIS ADR SPONSORED AD 66987V109 66740 1454356 1422369 0 0 0 1286236 0 136133
NOVELL INC COM 670006105 456 43325 35576 0 0 0 7749 0 35576
NOVELLUS SYSTEMS INC COM 670008101 -19812 533658 507210 5600 0 0 42545 0 479313
NU SKIN ENTERPRISES INC CL A 67018T105 2005 117300 99900 0 300 0 76800 0 13000
NSTAR COM 6.70E+111 4292 88500 87100 0 0 0 67800 0 19300
NUCOR CORP COM 670346105 508 9070 7458 0 0 0 1612 0 7458
NUEVO ENERGY CO COM 670509108 5965 246800 207100 0 700 0 157800 0 37600
NVIDIA CORP COM 67066G104 -2686 153610 145410 0 0 0 8960 0 141450
NUVEEN REAL ESTATE INCOME MF COM 67071B108 1405 75000 75000 0 0 0 75000 0 0
NUVEEN CALIF SELECT QUALITY COM 670975101 2 112 112 0 0 0 112 0 0
NUVEEN CALIF QUALITY INC MUN COM 670985100 5 331 331 0 0 0 331 0 0
OSI PHARMACEUTICALS INC COM 671040103 368 11400 11400 0 0 0 11400 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 137523 3255743 3107627 46300 0 0 2637498 0 381545
OCEANEERING INTL INC COM 675232102 977 34900 29700 0 100 0 23100 0 7000
OCEANFIRST FINANCIAL CORP COM 675234108 847 31200 25400 0 100 0 20100 0 4300
OCTEL CORP COM 675727101 1231 62500 50800 0 200 0 39900 0 8900
OFFICE DEPOT INC COM 676220106 47133 2820650 2789514 0 0 0 2030460 0 774787
OFFSHORE LOGISTICS INC COM 676255102 29 1200 1200 0 0 0 0 0 1200
OIL STATES INTERNATIONAL INC COM 678026105 2488 178500 150000 0 500 0 116400 0 21600
OLD REPUBLIC INTERNATIONAL COR COM 680223104 30645 1208399 1150950 24899 0 0 985800 0 134699
OLD SECOND BANCORP INC COM 680277100 327 6600 5100 0 0 0 4100 0 1100
OMNICOM GROUP COM 681919106 5691 65167 50624 10400 0 0 33966 0 31001
OMEGA HEALTHCARE INVS INC COM 681936100 3995 428200 428200 0 0 0 420300 0 0
OMNIVISION TECHNOLOGIES COM 682128103 3746 67800 54300 0 200 0 45100 0 10100
OMNICELL INC COM 68213N109 1891 116700 90700 0 500 0 73100 0 19400
ONE LIBERTY PPTYS INC COM 682406103 88 4400 4400 0 0 0 3200 0 0
ONEOK INC COM 682680103 84 3800 3800 0 0 0 3800 0 0
OPLINK COMMUNICATIONS INC COM 68375Q106 456 190939 190939 0 0 0 0 0 190939
ORACLE CORPORATION COM 68389X105 295110 22306134 18809248 1076780 59720 0 13555540 98840 7681841
ORIENTAL FINANCIAL GROUP COM 68618W100 1832 71280 57448 0 220 0 45430 0 10588
ORIX CORP ADR SPONSORED AD 686330101 367 9003 9003 0 0 0 0 0 9003
ORTHOLOGIC CORP COM 68750J107 2 362 362 0 0 0 0 362 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
OSHKOSH TRUCK CORP COM 688239201 6710 131500 106700 0 500 0 83200 0 25200
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 582 17100 17100 0 0 0 17100 0 0
OWENS & MINOR INC COM 690732102 94 4300 4300 0 0 0 0 0 4300
OXFORD HEALTH PLANS INC COM 691471106 5150 118400 113200 0 0 0 85300 0 22000
PDI INC COM 69329V100 1721 64200 52100 0 200 0 40800 0 9000
PG&E CORP COM 69331C108 1603 57721 47860 0 0 0 17007 0 39514
PFF BANCORP INC COM 69331W104 1912 52700 44200 0 100 0 34300 0 6500
PF CHANG'S CHINA BISTRO INC COM 69333Y108 728 14300 14300 0 0 0 10700 0 3600
PLX TECHNOLOGY INC COM 693417107 743 84000 65300 0 300 0 52600 0 14000
PMC-SIERRA INC COM 69344F106 18515 921159 695259 0 0 0 615500 0 109059
PMI GROUP INC (THE) COM 69344M101 338966 9104637 7606661 479370 27675 0 5739833 45600 3014597
PNC FINANCIAL SERVICES GROUP COM 693475105 5776 105530 63900 34130 0 0 75815 0 28915
POHANG IRON & STEEL CO ADR SPONSORED AD 693483109 180 5300 5300 0 0 0 0 0 5300
PPG INDUSTRIES INC COM 693506107 226208 3533399 2918952 199890 9440 0 2183865 16370 1189912
PPL CORPORATION COM 69351T106 1057 24169 19994 0 0 0 6775 0 16894
PS BUSINESS PKS INC CALIF COM 69360J107 499 12100 12100 0 0 0 12100 0 0
PSS WORLD MED INC COM 69366A100 2308 191400 151600 0 700 0 122200 0 29100
PACCAR INC COM 693718108 7162 84140 78216 1400 0 0 57224 0 20316
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 10888 516000 487200 4700 0 0 419850 0 86950
PACIFICARE HEALTH SYS DEL COM 695112102 460 6800 6800 0 0 0 6800 0 0
PACTIV CORPORATION COM 695257105 1059 44295 41071 0 0 0 29315 0 14980
PAIN THERAPEUTICS INC COM 69562K100 234 33700 33700 0 0 0 33700 0 0
PALL CORPORATION COM 696429307 390 14524 11906 0 0 0 2618 0 11906
PANAMSAT CORP COM 697933109 6289 291700 282500 0 0 0 248100 0 34500
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 80177 1682618 1676115 0 0 0 877708 0 800807
PANERA BREAD CO CL A CL A 69840W108 265 6700 6700 0 0 0 6700 0 0
PANTRY INC COM 698657103 1121 49400 40400 0 100 0 31800 0 6800
PAPA JOHNS INTL INC COM 698813102 10505 314700 263000 0 900 0 210100 0 45600
PARAMETRIC TECHNOLOGY CORP COM 699173100 122 30903 25367 0 0 0 5536 0 25367
PARK PL ENTMT CORP*OLD COM 700690100 238 22000 20600 0 0 0 9500 0 11100
PARKER HANNIFIN CORP COM 701094104 11020 185211 180853 0 0 0 169568 0 13742
PARKWAY PROPERTIES INC-MD COM 70159Q104 254 6100 6100 0 0 0 6100 0 0
PATINA OIL & GAS CORP COM 703224105 24 500 500 0 0 0 0 0 500
PATHMARK STORES INC COM 70322A101 216 28400 28400 0 0 0 28400 0 0
PATRIOT BANK CORP COM 70335P103 738 25800 21400 0 100 0 16600 0 3300
PATTERSON DENTAL CO COM 703412106 21 335 335 0 0 0 335 0 0
PATTERSON - UTI ENERGY INC COM 703481101 626 19000 19000 0 0 0 19000 0 0
PAXAR CORP COM 704227107 19 1400 1300 0 100 0 600 0 800
PAYCHEX INC COM 704326107 -2845 468331 445943 0 0 0 114236 0 342755
PEABODY ENERGY CORP COM 704549104 10398 249300 237700 4600 0 0 219400 0 26500
PEDIATRIX MED GROUP COM 705324101 204 3700 3700 0 0 0 0 0 3700
PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 25 900 800 0 100 0 400 0 500
PENFORD CORP COM 707051108 22 1600 1600 0 0 0 0 0 1600
PENN NATIONAL GAMING INC COM 707569109 201 8699 8699 0 0 0 8699 0 0
J. C. PENNEY CO COM 708160106 714 36175 26011 4500 0 0 10164 0 26011
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 743 20460 20460 0 0 0 20460 0 0
PENTAIR INC COM 709631105 570 12464 12464 0 0 0 12464 0 0
PEOPLES BANCORP INC COM 709789101 56 1890 1890 0 0 0 1365 0 0
PEOPLES ENERGY CORP COM 711030106 223 5305 4405 0 0 0 1700 0 3505
PEOPLES HOLDING COMPANY COM 711148106 421 12750 11150 0 0 0 8750 0 1150
PEOPLESOFT INC COM 712713106 4203 184423 171819 0 0 0 97442 0 62281
PEP BOYS-MANNY MOE & JACK COM 713278109 6038 264000 220400 0 800 0 169600 0 34900
PEPCO HOLDINGS INC COM 713291102 236 12076 12076 0 0 0 12076 0 0
PEPSI BOTTLING GROUP INC COM 713409100 900 37204 31735 0 0 0 11769 0 25435
PEPSIAMERICAS INC COM 71343P200 4456 260300 250700 7200 0 0 227200 0 29000
PEPSICO INC COM 713448108 460189 9871059 8203165 541030 28440 0 6110111 46470 3319225
PER-SE TECHNOLOGIES INC COM NEW 713569309 1862 121700 103000 0 300 0 79300 0 14300
PERFORMANCE FOOD GROUP CO COM 713755106 307 10090 9290 800 0 0 10090 0 0
PERFORMANCE TECHNOLOGIES INC COM 71376K102 455 31900 24800 0 100 0 20000 0 5300
PERKINELMER INC COM 714046109 251 14685 12085 0 0 0 2600 0 12085
PERRIGO CO COM 714290103 5037 320400 267100 0 900 0 220500 0 40100
PETCO ANIMAL SUPPLIES INC COM NEW 716016209 734 24100 24100 0 0 0 24100 0 0
PETRO-CANADA COM 7.16E+106 838 17000 17000 0 0 0 17000 0 0
PETROLEO BRASILEIRO SA ADR SPONSORED AD 71654V408 33 1128 1128 0 0 0 1128 0 0
PETROLEUM DEVELOPMENT CORP COM 716578109 194 8200 8200 0 0 0 5900 0 0
PFIZER INC COM 717081103 1093160 30941419 26392862 1479810 74720 0 19686928 119420 9756193
PHARMACEUTICAL PROD DEV INC COM 717124101 -3126 115900 110700 1100 0 0 5700 0 107500
PHARMACEUTICAL RESOURCES INC COM 717125108 401 6150 6150 0 0 0 6150 0 0
PHARMACIA CORPORATION*OLD COM 71713U102 0 0 0 0 0 0 0 0 0
PHELPS DODGE CORP COM 717265102 307780 4044944 3270148 270860 11800 0 2416668 20800 1469814
PHILLIPS-VAN HEUSEN COM 718592108 50 2800 2800 0 0 0 0 0 2800
PHOTRONICS INC COM 719405102 6354 319000 262200 0 1000 0 199300 0 55500
PIER 1 IMPORTS INC COM 720279108 3366 154000 153600 0 0 0 144900 0 8700
PILGRIMS PRIDE CORP COM 721467108 474 29000 29000 0 0 0 25200 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 424 10595 8695 0 0 0 1900 0 8695
PIONEER NAT RES CO COM 723787107 -6828 242343 231943 2300 0 0 25643 0 211300
PITNEY BOWES INC COM 724479100 6177 152064 143074 0 0 0 86690 0 44274
PIXAR COM 725811103 -35 500 0 500 0 0 500 0 0
PLACER DOME INC COM 725906101 238 13300 13300 0 0 0 13300 0 0
PLANER SYSTEMS INC COM 726900103 1196 49200 38800 0 200 0 29200 0 10300
PLANTRONICS INC COM 727493108 13187 403900 353900 5400 700 0 313200 0 50800
PLEXUS CORP COM 729132100 376 21900 21900 0 0 0 21900 0 0
PLUM CREEK TIMBER CO INC COM 729251108 34234 1124277 1113645 0 0 0 644070 0 464075
POLARIS INDUSTRIES INC COM 731068102 5775 65200 51100 0 200 0 39600 0 12400
POLYCOM INC COM 73172K104 8435 432100 409500 3000 0 0 366900 0 57000
POLYMEDICA CORP COM 731738100 79 3000 3000 0 0 0 0 0 3000
POMEROY COMPUTER RESOURCES COM 731822102 853 57900 47400 0 200 0 37300 0 7800
PORTUGAL TELECOM SGPS ADR SPONSORED AD 737273102 31620 3155673 3092601 0 0 0 2731046 0 361555
POSSIS MEDICAL INC COM 737407106 53 2700 2700 0 0 0 0 0 2700
POST PROPERTIES INC REIT COM 737464107 2465 88300 80100 0 100 0 65400 0 6500
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
POTLATCH CORP COM 737628107 737 21200 21200 0 0 0 21200 0 0
POWELL INDUSTRIES INC COM 739128106 406 21200 16500 0 100 0 13300 0 3500
POWER INTEGRATIONS INC COM 739276103 4032 120500 95400 0 500 0 70300 0 26900
POWER-ONE INC COM 739308104 104 9633 7933 0 0 0 1700 0 7933
POWERWAVE TECHNOLOGIES INC COM 739363109 703 90800 90800 0 0 0 90800 0 0
POZEN INC COM 73941U102 108 10600 10600 0 0 0 10600 0 0
PRAXAIR INC COM 74005P104 426740 11171196 9294865 582630 30620 0 7041441 53720 3721482
PRECISION CASTPARTS CORP COM 740189105 191 4200 4000 0 0 0 4000 0 0
PRECISION DRILLING CORP COM 74022D100 393 9000 9000 0 0 0 9000 0 0
PRENTISS PROPERTIES TRUST REIT SH BEN INT 740706106 14263 432342 432342 0 0 0 431300 0 1042
PRESSTEK INC COM 741113104 731 101400 83300 0 300 0 65800 0 13500
T ROWE PRICE GROUP INC COM 74144T108 2194 46270 42170 0 0 0 18007 0 18563
PRICELINE COM INC COM NEW 741503403 25 1400 1400 0 0 0 1400 0 0
PRIDE INTERNATIONAL INC COM 74153Q102 -8025 430500 410500 4900 0 0 22200 0 398200
PRIMA ENERGY CORP COM PAR $0.0 741901201 21 600 600 0 0 0 0 0 600
PRIME HOSPITALITY CORP COM 741917108 258 25300 25300 0 0 0 25300 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 2550 77110 69910 0 0 0 42841 0 33769
PRIORITY HEALTHCARE CORP CL B 74264T102 -2911 121100 115700 1200 0 0 6100 0 112200
PROCTER & GAMBLE CO COM 742718109 529696 5303325 4720683 147676 9290 0 3713831 15568 1313865
PRIVATEBANCORP INC COM 742962103 1091 24100 22300 0 0 0 19850 0 1500
PROGRESS ENERGY INC COM 743263105 -10476 288348 273947 0 0 0 15701 0 266447
PROGRESS ENERGY INC-CVO RT WT 743263AA3 0 11000 11000 0 0 0 4000 0 7000
PROGRESS SOFTWARE CORP COM 743312100 1358 66397 61697 0 100 0 44297 0 11000
PROGRESSIVE CORP COM 743315103 7696 92074 84978 0 0 0 41196 0 36478
PROLOGIS SH BEN INT 743410102 189948 5919227 5895003 0 0 0 3320383 0 2587020
PROTECTIVE LIFE CORP COM 743674103 294 8700 8400 0 0 0 8400 0 0
PROTEIN DESIGN LABS INC COM 74369L103 -5630 315900 300900 3900 0 0 17300 0 291200
PROVIDENCE SERVICE CORP COM 743815102 320 19600 19600 0 0 0 19600 0 0
PROVIDENT BANKSHARES CORP COM 743859100 5777 195300 160400 0 600 0 122800 0 30600
PROVIDENT FINL GROUP INC COM 743866105 1380 43200 35800 0 100 0 28400 0 5500
PROVIDENT FINANCIAL HOLDINGS COM 743868101 464 12800 10800 0 0 0 8600 0 1600
PROVIDIAN FINANCIAL CORP COM 74406A102 406 34888 28850 0 0 0 6038 0 28850
PRUDENTIAL FINANCIAL INC COM 744320102 3411 81673 69323 0 0 0 30073 0 51600
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1270 28998 23903 0 0 0 6395 0 22403
PUBLIC STORAGE INC REIT COM 74460D109 28520 657285 654604 0 0 0 354302 0 301302
PUBLIC STORAGE DEP CL A COM A DP1/10 74460D729 5408 180854 180854 0 0 0 179600 0 1254
PULTE HOMES INC COM 745867101 -14521 195889 179511 8800 0 0 12878 0 178811
QRS CORP COM 74726X105 15 1900 1900 0 0 0 0 0 1900
QLOGIC CORP COM 747277101 1646 31919 29959 0 0 0 20620 0 11299
QUAKER CHEMICAL CORP COM 747316107 15 500 500 0 0 0 0 0 500
QUALCOMM INC COM 747525103 366467 6795237 5681608 346316 19250 0 4166398 31990 2314203
QUALITY SYSTEMS INC COM 747582104 2158 48400 39900 0 100 0 30900 0 6400
QUEST DIAGNOSTICS INC COM 74834L100 -18210 273317 261854 0 0 0 12814 0 254303
QUEST SOFTWARE INC COM 74834T103 -3642 256500 245000 2500 0 0 12900 0 237600
QUESTAR CORP COM 748356102 2584 73500 72500 0 0 0 64800 0 7700
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
QUIKSILVER INC COM 74838C106 -3519 198500 189200 2300 0 0 10400 0 183400
QUIXOTE CORP COM 749056107 788 32300 26100 0 100 0 20500 0 4700
QWEST COMMUNICATIONS INTL INC COM 749121109 7211 1669274 774060 0 0 0 437285 0 284083
R&G FINANCIAL CORP CL B CL B 749136107 6042 151800 124700 0 500 0 97900 0 20400
RAIT INVESTMENT TRUST COM 749227104 727 28400 28400 0 0 0 28400 0 0
RH DONNELLEY CORP COM NEW 74955W307 3271 82100 66400 1100 200 0 54600 0 13800
RPM INTERNATIONAL INC COM 749685103 1916 116400 114700 0 0 0 99200 0 15500
RSA SECURITY INC COM 749719100 4623 324410 287010 0 700 0 231310 0 28100
RTI INTERNATIONAL METALS INC COM 74973W107 2298 136200 111800 0 500 0 84800 0 21800
RF MICRO DEVICES INC COM 749941100 -1565 488632 467032 10500 0 0 23200 0 397185
RADIAN GROUP INC COM 750236101 402512 8256666 6837246 436169 25988 0 5109149 43132 2818925
RADIO ONE INC CL D WI CL D NON VTG 75040P405 857 44400 44400 0 0 0 37900 0 6500
RADIOSHACK CORPORATION COM 750438103 52695 1717563 1598235 60700 0 0 1402928 0 198935
RADISYS CORP COM 750459109 1318 78100 64100 0 200 0 48900 0 12300
RALCORP HLDGS INC COM 751028101 9475 302129 250929 0 900 0 194429 0 46100
RAMCO-GERSHENSON PPTYS TR COM SH BEN I 751452202 14190 501400 501400 0 0 0 498300 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 690 18300 18300 0 0 0 18300 0 0
RAYTHEON COMPANY COM NEW 755111507 1321 53360 40013 4700 0 0 13706 0 39654
REAL ESTATE INCOME FUND INC MF COM 755881109 2758 157000 157000 0 0 0 157000 0 0
REALTY INCOME CORP COM 756109104 612 15300 15300 0 0 0 15300 0 0
RECKSON ASSOCIATES REALTY REIT COM 75621K106 695 28600 28600 0 0 0 28600 0 0
REEBOK INTERNATIONAL LTD COM 758110100 268 6810 5610 0 0 0 1200 0 5610
REED ELSEVIER PLC-SPONS ADR SPONSORED AD 758205108 16155 479370 466681 0 0 0 439218 0 27463
REGENCY CENTERS CORP COM 758849103 37490 940772 937785 0 0 0 536105 0 403280
REGENERATION TECH COM 75886N100 447 40800 40800 0 0 0 40800 0 0
REGIS CORP MINN COM 758932107 526 13300 13200 0 0 0 9200 0 4000
REGIONS FINANCIAL CORP COM 758940100 11389 306165 293465 0 0 0 196000 0 64665
REINSURANCE GROUP OF AMERICA COM 759351109 707 18300 18000 0 0 0 14500 0 3000
RELIANCE STEEL & ALUMINUM CO COM 759509102 458 13800 13800 0 0 0 8500 0 1800
RELIANT RESOURCES INC COM 75952B105 4 575 575 0 0 0 575 0 0
REMEC INC COM 759543101 600 70200 70200 0 0 0 70200 0 0
RENAISSANCE LEARNING INC COM 75968L105 1986 82500 67000 0 200 0 52900 0 11700
RENT A CTR INC COM 76009N100 1113 37100 33100 4000 0 0 37100 0 0
REPSOL YPF SA ADR SPONSORED AD 76026T205 19700 1007677 982438 0 0 0 862208 0 120230
REPUBLIC BANCORP INC-CL A CL A 760281204 8 400 400 0 0 0 400 0 0
REPUBLIC BANCORP COM 760282103 625 46320 46320 0 0 0 32900 0 0
REPUBLIC SVCS INC COM 760759100 7141 278602 271002 0 0 0 196102 0 43400
RESOURCES CONNECTION INC COM 76122Q105 732 26790 26790 0 0 0 26790 0 0
REX STORES CORP COM 761624105 394 27800 22600 0 100 0 17900 0 3900
REYNOLDS & REYNOLDS CO CL A 761695105 244 8400 8400 0 0 0 8400 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 2327 40015 37362 0 0 0 20253 0 14262
RITE AID CORP COM 767754104 194 32200 32200 0 0 0 13100 0 19100
ROBERT HALF INTERNATIONAL INC COM 770323103 -3542 446445 375245 57000 0 0 89033 0 350312
ROCK-TENN COMPANY CL A 772739207 235 13600 13600 0 0 0 9600 0 0
ROCKWELL AUTOMATION INC COM 773903109 3547 99623 91386 0 0 0 54962 0 30461
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
ROCKWELL COLLINS COM 774341101 3958 131801 124364 0 0 0 73637 0 39564
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 2931 84800 70500 0 200 0 54600 0 10700
ROHM & HAAS CO COM 775371107 1193 27937 23013 0 0 0 6424 0 21213
ROPER INDUSTRIES INC COM 776696106 538 10917 10917 0 0 0 10917 0 0
ROSS STORES INC COM 778296103 821 31030 31030 0 0 0 31030 0 0
ROUSE CO COM 779273101 36070 767452 764813 0 0 0 407310 0 358903
ROWAN COS INC COM 779382100 305 13173 11261 0 0 0 4212 0 8961
ROYAL BK CDA MONTREAL QUE COM 780087102 1864 39100 39100 0 0 0 39100 0 0
ROYAL DUTCH PETROLEUM CO. ADR NY REG EUR . 780257804 6908 131864 131064 800 0 0 89122 0 42742
RUSSELL CORP COM 782352108 286 16300 16300 0 0 0 7400 0 6000
RYANAIR HLDGS PLC ADR SPONSORED AD 783513104 1 19 19 0 0 0 19 0 0
RYANS FAMILY STEAK HOUSE INC COM 783519101 3602 238200 193000 0 800 0 147500 0 40700
RYDER SYSTEM INC COM 783549108 4005 117290 114590 0 0 0 90980 0 24910
RYERSON TULL INC COM 78375P107 22 1900 1900 0 0 0 0 0 1900
RYLAND GROUP INC COM 783764103 5407 61000 57300 2100 0 0 50200 0 9900
S & T BANCORP INC COM 783859101 295 9900 7900 0 0 0 6400 0 1600
SBC COMMUNICATIONS INC COM 78387G103 103629 4258036 3752419 372071 4025 0 2640373 0 1487175
SCP POOL CORP COM 784028102 127 3900 3900 0 0 0 0 0 3900
SFBC INTERNATIONAL INC COM 784121105 582 21900 21900 0 0 0 21900 0 0
SEMCO ENERGY INC COM 78412D109 87 17791 17791 0 0 0 12700 0 0
SK TELECOM ADR SPONSORED AD 78440P108 226 12131 12131 0 0 0 0 0 12131
SL GREEN REALTY CORP REIT COM 78440X101 106586 2596494 2558608 0 500 0 1501653 0 1058555
SLM CORP COM 78442P106 3746 99415 80515 9500 0 0 48365 0 51050
S & P 500 DEPOSITORY RECEIPTS UNIT SER 1 78462F103 28150 252961 252961 0 0 0 250528 0 2433
SPX CORP COM 784635104 13357 227114 15114 212000 0 0 15114 0 212000
SRA INTERNATIONAL INC CLASS A CL A 78464R105 2832 65700 53900 0 200 0 45700 0 9000
S.Y. BANCORP INC COM 785060104 6 300 300 0 0 0 300 0 0
SABRE HOLDINGS CORP CL A 785905100 -2973 255905 245968 0 0 0 53537 0 197668
SAFECO CORP COM 786429100 -7805 232721 222101 0 0 0 11720 0 215901
SAFEWAY INC COM NEW 786514208 10087 460362 138562 311100 0 0 101024 0 357838
SAGA COMMUNICATIONS INC - CL A CL A 786598102 104 5600 5600 0 0 0 4000 0 0
ST JUDE MEDICAL INC COM 790849103 1235 20133 16561 0 0 0 3697 0 16436
ST PAUL COMPANIES COM 792860108 4955 124973 116936 0 0 0 71237 0 38136
SALEM COMMUNICATIONS CORP DEL CL A 794093104 125 4600 4600 0 0 0 3300 0 0
SALTON INC COM 795757103 52 4000 4000 0 0 0 0 0 4000
SAN PAOLO-IMI SPA ADR SPONSORED AD 799175104 20647 796268 784083 0 0 0 688137 0 95946
SANDERSON FARMS INC COM 800013104 1040 25800 20900 0 100 0 16700 0 3800
SANDISK CORP COM 80004C101 14609 238710 217110 15700 0 0 218510 0 11900
SANDY SPRING BANCORP INC COM 800363103 627 16800 13600 0 0 0 10700 0 2400
SANMINA- SCI CORP COM 800907107 35457 2814031 1923763 788000 0 0 1588386 4460 1086285
BANCO SANTANDER P R SAN JUAN COM 802809103 68 2800 2800 0 0 0 2100 0 0
SAP AG ADR SPONSORED AD 803054204 3 67 67 0 0 0 67 0 0
SARA LEE CORP COM 803111103 6549 301643 278893 0 0 0 165250 0 102993
SAUL CTRS INC COM 804395101 255 8900 8900 0 0 0 8900 0 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 1248 270700 223300 0 800 0 169500 0 41500
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
SAVVIS COMMUNICATIONS CORP COM 805423100 790 528103 528103 0 0 0 0 0 528103
SAXON CAPITAL INC COM 80556P302 1112 53100 41100 0 200 0 32800 0 9100
SCANA CORP COM 80589M102 860 25100 24300 0 0 0 21600 0 2700
SCHEIN HENRY INC COM 806407102 3879 57400 29660 27740 0 0 28260 0 29140
SCHERING-PLOUGH CORPORATION COM 806605101 36760 2132457 2070816 9300 3000 0 1553531 0 572574
SCHLUMBERGER LTD COM 806857108 29662 542067 272816 248300 0 0 147927 0 341375
SCHWAB (CHARLES) CORP COM 808513105 -2571 584226 540843 0 0 0 69683 0 504143
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2999 100700 81500 0 300 0 61600 0 17600
SCIENTIFIC-ATLANTA INC COM 808655104 31337 1147888 940566 33900 0 0 833922 0 110466
SCIENTIFIC GAMES CORP-A CL A 80874P109 789 46500 46500 0 0 0 46500 0 0
SCOTTISH POWER PLC ADR SPON ADR FIN 81013T705 52254 1922500 1877975 0 0 0 1684959 0 193016
SCOTTS COMPANY CL A CL A 810186106 548 9271 9271 0 0 0 9271 0 0
SCRIPPS E W CO OHIO CL A 811054204 1738 18459 6259 12200 0 0 6259 0 12200
SCS TRANSPORTATION INC COM 81111T102 649 36900 32200 0 100 0 24800 0 3700
SCUDDER RREEF REAL ESTATE CF COM 81119Q100 2315 120700 120700 0 0 0 120700 0 0
SEALED AIR CORP COM 81211K100 637 11760 9995 0 0 0 1765 0 9995
SEARS ROEBUCK & CO COM 812387108 6166 135536 126382 0 0 0 74454 0 43482
SEATTLE GENETICS INC /WA COM 812578102 11 1300 1200 0 100 0 500 0 800
SECOND BANCORP INC COM 813114105 935 35400 29000 0 100 0 22800 0 4800
SECURE COMPUTING CORP COM 813705100 965 53900 53900 0 0 0 53900 0 0
SELECT MEDICAL CORP COM 816196109 5726 351700 330100 2800 0 0 306100 0 38400
SEMTECH CORP COM 816850101 740 32500 32500 0 0 0 32500 0 0
SEMPRA ENERGY COM 816851109 61202 2035981 1948153 20200 0 0 1597128 0 259353
SENIOR HSG PPTYS TR SH BEN INT 81721M109 27568 1600010 1600010 0 0 0 1598400 0 1610
SENSIENT TECHNOLOGIES CORP COM 81725T100 281 14200 14200 0 0 0 14200 0 0
SEPRACOR INC COM 817315104 14 600 600 0 0 0 600 0 0
SERENA SOFTWARE INC COM 817492101 811 44200 38500 0 100 0 28900 0 5000
SEROLOGICALS CORP COM 817523103 405 21800 21800 0 0 0 21800 0 0
SERVICE CORP INTERNATIONAL COM 817565104 4538 842000 678300 0 2800 0 540100 0 122900
SERVICEMASTER COMPANY COM 81760N109 859 73696 71896 0 0 0 51900 0 19996
7-ELEVEN INC COM NEW 817826209 488 30400 30400 0 0 0 30400 0 0
SHARPER IMAGE CORP COM 820013100 20 600 600 0 0 0 600 0 0
SHELL TRANSPORT & TRADING CO A ADR NY SHS N 822703609 48396 1074761 1050834 0 0 0 948605 0 102229
SHERWIN-WILLIAMS CO COM 824348106 51725 1488912 1415288 27500 0 0 1187724 0 179288
SHOPKO STORES INC COM 824911101 8125 532800 444000 0 1500 0 349800 0 76200
SHUFFLE MASTER INC COM 825549108 3921 113600 90700 0 0 0 69000 0 22900
SHURGARD STORAGE CENTERS INC R COM 82567D104 26863 713480 689886 0 300 0 399380 0 292306
SICOR INC*OLD COM 825846108 117 4287 4287 0 0 0 4287 0 0
SIEBEL SYSTEMS INC COM 826170102 8892 638772 158314 469900 0 0 121372 0 517142
SIERRA HEALTH SERVICES COM 826322109 917 33400 33400 0 0 0 31200 0 2200
SIERRA PAC RES COM 826428104 559 76200 76200 0 0 0 54000 0 0
SIGMA-ALDRICH COM 826552101 14105 246677 235305 3100 0 0 175872 0 43105
SILICON LABORATORIES COM 826919102 20117 464800 423200 3200 300 0 381900 0 55000
SILGAN HOLDINGS INC COM 827048109 2542 59800 48500 0 200 0 38200 0 8500
SILICON STORAGE TECHNOLOGY INC COM 827057100 5553 504800 408200 0 1700 0 322400 0 72400
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
SILICON VALLEY BANCSHARES COM 827064106 9140 253400 211200 0 700 0 169100 0 31600
SIMMONS FIRST NATIONAL CORP CL CL A $1 PAR 828730200 844 30600 24600 0 100 0 19500 0 4400
SIMON PROPERTY GROUP INC REIT COM 828806109 197125 4253877 4234867 0 0 0 2418468 0 1826399
SINCLAIR BROADCAST GROUP INC CL A 829226109 4479 299000 251600 0 1100 0 199400 0 38000
SIZELER PPTY INVS INC COM 830137105 956 89300 74300 0 200 0 58900 0 11400
SKY FINL GROUP INC COM 83080P103 261 10044 10044 0 0 0 10044 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 -11010 1265500 1209900 11000 0 0 62100 0 1173600
SMITH INTERNATIONAL INC COM 832110100 16128 388447 346247 27200 0 0 317547 0 64300
JM SMUCKER CO COM NEW 832696405 6 138 26 112 0 0 138 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 -31 2315 315 2000 0 0 2315 0 0
SNAP-ON INC COM 833034101 588 18250 17050 0 0 0 12700 0 5550
SOLA INTERNATIONAL INC COM 834092108 26 1400 1400 0 0 0 0 0 1400
SOLECTRON CORP COM 834182107 2496 422347 392746 0 0 0 208701 0 156946
SONIC AUTOMOTIVE INC CL A 83545G102 1465 63900 50000 0 200 0 40500 0 10400
SONOCO PRODUCTS CO COM 835495102 1098 44600 43100 0 0 0 34600 0 8500
SONY CORPORATION ADR ADR NEW 835699307 43908 1266444 1236729 0 0 0 1088418 0 148311
SONUS NETWORKS INC COM 835916107 1837 243700 204100 0 700 0 177300 0 29500
SOURCECORP INC COM 836167106 2626 103200 86200 0 300 0 67400 0 16000
SOUTH FINANCIAL GROUP COM 837841105 588 21200 21200 0 0 0 18900 0 0
SOUTHERN CO COM 842587107 3371 111430 92978 0 0 0 36373 0 73257
SOUTHERN PERU COPPER CORP COM 843611104 4230 89700 72800 0 300 0 57600 0 12600
SOUTHERN UNION COMPANY COM 844030106 7367 400380 334660 0 1100 0 257600 0 58760
SOUTHSIDE BANCSHARES INC COM 84470P109 431 23300 19500 0 0 0 15200 0 2800
SOUTHTRUST CORP COM 844730101 3036 92718 84618 0 0 0 48360 0 43158
SOUTHWEST AIRLINES COM 844741108 42363 2624721 2480436 71700 0 0 2078225 0 348196
SOUTHWEST BANCORP OF TEXAS COM 84476R109 703 18100 18100 0 0 0 18100 0 0
SOVEREIGN BANCORP INC COM 845905108 -6391 269100 259500 0 0 0 10900 0 251800
SOVRAN SELF STORAGE INC REIT COM 84610H108 19768 532100 512200 0 300 0 493300 0 14800
SPANISH BROADCASTING SYS INC CL A 846425882 2237 212000 164500 0 900 0 132100 0 35700
SPECTRALINK CORP COM 847580107 1399 73000 56800 0 300 0 45600 0 12300
SPINNAKER EXPL CO COM 84855W109 445 13800 13800 0 0 0 13800 0 0
SPRINT CORP (FON GROUP) COM FON GROU 852061100 37845 2304822 2239145 7800 1415 0 1674115 0 501214
SPRINT CORP (PCS GROUP) PCS COM SER 852061506 1621 288347 263032 0 0 0 104835 0 147212
SS&C TECHNOLOGIES COM 85227Q100 3383 121031 99031 0 300 0 83831 0 16600
STAGE STORES INC COM NEW 85254C305 12402 444500 360900 0 1500 0 285200 0 62600
STAMPS COM INC COM 852857101 97 15600 15600 0 0 0 11500 0 0
STANCORP FINL GROUP INC COM 852891100 11702 186100 163500 0 300 0 137000 0 22600
STANDARD MICROSYSTEMS CORP COM 853626109 1758 69500 57000 0 200 0 43500 0 11000
STANDARD MOTOR PRODS COM 853666105 339 27900 22300 0 100 0 15600 0 7100
STANDARD-PACIFIC CORP COM 85375C101 83 1700 1700 0 0 0 1200 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 54 1700 1700 0 0 0 1200 0 0
STANLEY WORKS COM 854616109 849 22409 20422 0 0 0 14387 0 7722
STAPLES INC COM 855030102 65286 2391420 2194814 115700 0 0 1912147 0 341473
STARBUCKS CORP COM 855244109 27392 826054 753894 27230 0 0 589405 0 199819
STARTEK INC COM 85569C107 33 800 800 0 0 0 0 0 800
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
STATE BANCORP INC COM 855716106 337 13900 10900 0 100 0 8900 0 2300
STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 72715 2021543 2011095 0 0 0 1089727 0 928168
STATE FINANCIAL SERVICES CORP CL A 856855101 529 19900 16100 0 100 0 12500 0 2800
STATE STREET CORP COM 857477103 305239 6270370 5178037 355880 18380 0 3787473 30500 2224044
STATION CASINOS INC COM 857689103 827 27000 27000 0 0 0 27000 0 0
STATOIL ASA ADR SPONSORED AD 85771P102 27843 2463994 2402359 0 0 0 2115773 0 286586
THE STEAK N SHAKE COMPANY COM 857873103 655 36700 32500 0 200 0 21600 0 7600
STEEL TECHNOLOGIES INC COM 858147101 21 1200 1200 0 0 0 0 0 1200
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 64 2600 2600 0 0 0 1800 0 100
STERICYCLE INC COM 858912108 6343 135829 132329 0 0 0 94699 0 37630
STERIS CORP COM 859152100 -4332 191700 184800 0 0 0 7800 0 179300
STERLING BANCORP NY COM 859158107 995 34925 28975 0 100 0 22500 0 4500
STEWART INFORMATION SVCS CORP COM 860372101 9468 233500 191900 0 700 0 146800 0 36000
STONERIDGE INC COM 86183P102 1014 67400 54700 0 200 0 43200 0 9800
STORA ENSO OYJ ADR SPON ADR REP 86210M106 39737 2930434 2860300 0 0 0 2564029 0 296271
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 3121 121200 120600 0 0 0 113500 0 7100
STRATTEC SECURITY CORPORATION COM 863111100 91 1500 1500 0 0 0 1100 0 0
STRYKER CORP COM 863667101 32237 379209 335988 23820 0 0 253584 0 106765
SUFFOLK BANCORP COM 864739107 425 12200 9500 0 0 0 7600 0 2000
SUMMIT PPTYS INC COM 866239106 445 18510 18510 0 0 0 16800 0 1710
SUN BANCORP INC-NJ COM 86663B102 61 2300 2300 0 0 0 1700 0 0
SUN COMMUNITIES INC REIT COM 866674104 410 10600 10600 0 0 0 10600 0 0
SUN LIFE FINANCIAL INC COM 866796105 1121 44800 44800 0 0 0 44800 0 0
SUN MICROSYSTEMS INC COM 866810104 27226 6090734 5668281 275000 0 0 3951874 0 1996726
SUNCOR ENERGY INC COM 867229106 444 17700 17700 0 0 0 17700 0 0
SUNGARD DATA SYSTEMS INC COM 867363103 25747 929176 913098 0 0 0 651164 0 266879
SUNOCO INC COM 86764P109 38068 744250 708450 7800 0 0 574191 0 105759
SUNRISE ASSISTED LIVING INC COM 86768K106 271 7000 7000 0 0 0 0 0 7000
SUNTRUST BANKS INC COM 867914103 26502 370656 360299 0 645 0 263699 0 106128
SUPERVALU INC COM 868536103 5191 181574 174974 0 0 0 120900 0 41274
SUPPORTSOFT INC COM 868587106 1378 104700 96600 0 100 0 91000 0 6100
SUREWEST COMMUNICATIONS COM 868733106 1730 42800 33800 0 100 0 27000 0 6800
SURMODICS INC COM 868873100 3597 151500 146180 200 0 0 90270 0 56110
SUSQUEHANNA BANCSHARES INC PA COM 869099101 3029 121100 94200 0 500 0 73500 0 22500
SWIFT TRANSN CO COM 870756103 692 32900 32900 0 0 0 32900 0 0
SYBASE INC COM 871130100 496 24100 19300 0 100 0 16100 0 3600
SYBRON DENTAL SPECIALTIES COM 871142105 214 7600 7600 0 0 0 7600 0 0
SYKES ENTERPRISES INC COM 871237103 1157 134700 104100 0 600 0 83200 0 23100
SYLVAN LEARNING SYSTEMS INC COM 871399101 691 24000 24000 0 0 0 24000 0 0
SYMANTEC CORP COM 871503108 7686 222782 165625 49120 0 0 112638 0 96019
SYMBOL TECHNOLOGIES INC COM 871508107 504 29816 24666 0 0 0 7450 0 21966
SYNOPSYS INC COM 871607107 -16910 499400 476600 5300 0 0 25300 0 462400
SYNGENTA AG- ADR SPONSORED AD 87160A100 38677 2869207 2803619 0 0 0 2523608 0 280011
SYNOVUS FINANCIAL CORP COM 87161C105 -6144 282535 267449 0 0 0 16386 0 260249
SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 3007 148500 117400 0 600 0 96400 0 23200
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
SYNTEL INC COM 87162H103 15 600 600 0 0 0 600 0 0
SYSCO CORP COM 871829107 17809 478348 443900 9700 0 0 307648 0 126400
TBC CORP COM 872180104 2000 77500 64500 0 200 0 47900 0 12800
TCF FINANCIAL CORP COM 872275102 1849 36012 36012 0 0 0 36012 0 0
TDK CORP ADR AMERN DEP SH 872351408 24425 340327 332234 0 0 0 292700 0 39534
TECO ENERGY INC COM 872375100 799 55459 51528 0 0 0 37566 0 17893
TJX COMPANIES INC COM 872540109 6049 274334 160458 99900 0 0 85546 0 167288
TTM TECHNOLOGIES COM 87305R109 998 59100 51400 0 100 0 39600 0 5600
TXU CORPORATION COM 873168108 988 41652 34890 0 0 0 10795 0 30857
TAIWAN SEMICONDUCTOR ADR SPONSORED AD 874039100 386 37684 37684 0 0 0 0 0 37684
TALISMAN ENERGY INC COM 8.74E+107 579 10223 10223 0 0 0 10223 0 0
TALK AMERICA HOLDINGS INC COM NEW 87426R202 1934 167900 137000 0 600 0 108300 0 23100
TALX CORP COM 874918105 368 16000 16000 0 0 0 11300 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 12639 310532 310532 0 0 0 307332 0 0
TANOX INC COM 87588Q109 1755 118200 92000 0 500 0 73900 0 19900
TARGET CORPORATION COM 8.76E+110 373175 9718102 8059762 537280 30180 0 6012447 48240 3334939
TAUBMAN CENTERS INC REIT COM 876664103 581 28200 28200 0 0 0 28200 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 74 2900 2900 0 0 0 1900 0 300
TECH DATA CORP COM 878237106 64 1600 1400 0 0 0 1400 0 0
TECHNE CORP COM 878377100 12722 336200 269200 0 1100 0 207400 0 60100
TEKELEC COM 879101103 680 43700 43700 0 0 0 43700 0 0
TEKTRONIX INC COM 879131100 1440 45554 43354 0 0 0 31100 0 14054
TELECOM ITALIA SPA ADR SPON ADR ORD 87927Y102 20 667 667 0 0 0 667 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 959 50900 50900 0 0 0 43100 0 7800
TELEFONICA SA ADR SPONSORED AD 879382208 1 17 17 0 0 0 17 0 0
TELEFONOS DE MEXICO SA ADR SPON ADR ORD 879403780 42788 1295432 1265836 0 0 0 1138431 0 127405
TELEPHONE & DATA SYS INC COM 879433100 -3841 61400 59200 0 0 0 2500 0 57400
TELLABS INC COM 879664100 2031 241483 84199 146800 0 0 40634 0 199049
TELSTRA CORPORATION LIMITED AD SPON ADR FIN 87969N204 133 7262 7262 0 0 0 0 0 7262
TEMPLE-INLAND INC COM 879868107 -7690 135300 129570 0 0 0 6430 0 125770
TENET HEALTHCARE CORPORATION COM 88033G100 9531 593807 236667 340500 0 0 140734 0 420080
TENNECO AUTOMOTIVE INC COM 880349105 1960 293000 236900 0 1000 0 186900 0 43100
TERADYNE INC COM 880770102 -21137 875053 830029 11000 0 0 49224 0 805829
TEVA PHARMACEUTICAL INDS LTD A ADR 881624209 29 510 510 0 0 0 486 0 24
TETRA TECHNOLOGIES INC DEL COM 88162F105 7645 315400 257200 0 1000 0 197900 0 51100
TEXAS GENCO HOLDINGS INC COM 882443104 2 71 71 0 0 0 71 0 0
TEXAS INSTRUMENTS INC COM 882508104 103514 3523287 3274663 115000 0 0 2740613 0 553374
TEXTRON INC COM 883203101 8760 153514 148906 0 0 0 99901 0 43813
THERASENSE COM 883381105 3293 163200 135600 0 500 0 116800 0 20700
THERMO ELECTRON CORP COM 883556102 1163 46133 41012 0 0 0 13221 0 22512
THESTREET COM COM 88368Q103 371 91400 70800 0 300 0 56900 0 15300
THOMAS & BETTS CORP COM 884315102 155 6770 5570 0 0 0 1200 0 5570
THOMAS INDUSTRIES COM 884425109 1770 51070 51070 0 0 0 51070 0 0
THOMSON CORP COM 884903105 526 14500 14500 0 0 0 14500 0 0
3COM CORP COM 885535104 -9451 1156800 1104800 11300 0 0 58000 0 1071600
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
3M CO COM 88579Y101 104293 1226540 1159703 22800 0 0 922264 0 203976
TIBCO SOFTWARE INC COM 88632Q103 407 67900 64000 3900 0 0 67900 0 0
TIDEWATER INC COM 886423102 -7590 254000 245000 0 0 0 10400 0 237600
TIFFANY & CO COM 886547108 769 17022 13970 0 0 0 3052 0 13970
TIME WARNER TELECOM INC CL A CL A 887319101 5932 585600 0 0 0 0 0 0 0
TIMKEN CO COM 887389104 -42 2100 0 2100 0 0 2100 0 0
TOOTSIE ROLL INDS INC COM 890516107 461 12800 12800 0 0 0 12800 0 0
TORCHMARK CORP COM 891027104 22049 484157 460782 4500 0 0 365975 0 76982
TORO CO COM 891092108 10449 225200 182200 0 800 0 139400 0 38200
TORONTO-DOMINION BANK COM NEW 891160509 1280 38300 38300 0 0 0 38300 0 0
TOTAL SA-SPON ADR SPONSORED AD 8.92E+113 60314 651969 637359 0 0 0 574493 0 62866
TOWN & CTRY TR SH BEN INT 892081100 7222 284900 284900 0 0 0 284900 0 0
TOYOTA MOTOR CORPORATION ADR SP ADR REP2C 892331307 32616 474415 464232 0 0 0 408567 0 55665
TOYS 'R US INC COM 892335100 20776 1643705 1625690 0 0 0 1198228 0 445327
TPG NV ADR SPONSORED AD 892339102 18739 794378 774674 0 0 0 728077 0 46597
TRAMMELL CROW CO COM 89288R106 150 11324 11324 0 0 0 11324 0 0
TRANS WORLD ENTERTAINMENT COM 89336Q100 831 116700 100400 0 300 0 89200 0 12300
TRANSACTION SYS ARCHITECTS CL A 893416107 8460 379900 312800 0 1100 0 266100 0 50300
TRANSCANADA CORP COM 89353D107 379 17600 17600 0 0 0 17600 0 0
TRANSGENOMIC INC COM 89365K206 4631 2292426 2292426 0 0 0 0 0 2292426
TRAVELERS PROPERTY CASUALTY A CL A 89420G109 474 28237 26237 0 0 0 26232 0 5
TRAVELERS PROPERTY CASUALTY CL CL B 89420G406 8183 482202 446324 0 0 0 249263 0 166339
TRIAD HOSPITALS INC COM 89579K109 -7043 211700 202200 2000 0 0 10600 0 196100
TRIBUNE CO COM 896047107 2617 50717 43283 0 0 0 14069 0 32448
TRIMBLE NAVIGATION LTD COM 896239100 194 5200 5200 0 0 0 3200 0 2000
TRIZEC PROPERTIES INC COM 89687P107 1312 85200 85200 0 0 0 85200 0 0
TRUSTMARK CORP COM 898402102 1976 67500 55000 0 200 0 43300 0 9600
TUESDAY MORNING CORP COM NEW 899035505 753 24900 24900 0 0 0 24900 0 0
TUPPERWARE CORP COM 899896104 117 6767 5567 0 0 0 1200 0 5567
II VI INC COM 902104108 2505 97100 75700 0 300 0 60900 0 16200
TYCO INTERNATIONAL LTD COM 902124106 26414 996759 922636 7700 0 0 600783 0 288376
TYLER TECHNOLOGIES INC COM 902252105 1100 114200 94100 0 300 0 74400 0 15000
TYSON FOODS INC CL A 902494103 2684 202700 196400 3500 0 0 187000 0 11700
UGI CORP COM 902681105 2790 82300 81300 0 0 0 56300 0 11400
UICI COM 902737105 1697 127800 104700 0 300 0 87500 0 18700
UIL HOLDINGS CORPORATION COM 902748102 383 8500 7000 0 0 0 4300 0 2800
USB HOLDING CO INC COM 902910108 911 47000 38600 0 100 0 30400 0 6300
UST INC COM 902911106 1054 29526 24900 0 0 0 12526 0 15800
U S RESTAURANT PPTYS INC COM 902971100 482 28300 28300 0 0 0 20100 0 0
US BANCORP COM NEW 902973304 56801 1907339 1806774 25632 1380 0 1160384 0 626462
USG CORP COM NEW 903293405 2505 151200 130700 0 300 0 100000 0 15400
USEC INC COM 9.03E+112 487 58000 46500 0 200 0 38600 0 8700
US ONCOLOGY INC COM 90338W103 10096 938300 772000 0 2900 0 610600 0 147100
ULTICOM INC COM 903844108 685 71000 55400 0 200 0 44500 0 11900
ULTRA PETROLEUM CORP COM 903914109 86 3500 3500 0 0 0 3500 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 5384 183300 149000 0 600 0 116300 0 35000
UNIFIRST CORP/MA COM 904708104 820 34600 28500 0 100 0 22300 0 4700
UNILEVER NV ADR N Y SHS NEW 904784709 93 1431 1010 0 0 0 1010 0 0
UNION BANKSHARES CORP COM 905399101 387 12700 10800 0 0 0 8500 0 1600
UNION PACIFIC CORP COM 907818108 2760 39720 33825 0 0 0 14730 0 24790
UNION PLANTERS CORP COM 908068109 28996 920789 885964 0 0 0 689625 0 143864
UNIONBANCAL CORP COM 908906100 7710 134000 127200 0 0 0 100700 0 22900
UNISYS CORPORATION COM 909214108 857 57704 50779 0 0 0 26225 0 31479
UNITED COMMUNITY FINANCIAL COM 909839102 845 74100 59900 0 200 0 47300 0 10500
UNITED DEFENSE INDUSTRIES COM 91018B104 9134 286500 271900 7400 0 0 253500 0 26000
UNITED DOMINION REALTY TR INC COM 910197102 72333 3767341 3754725 0 0 0 2237811 0 1521114
UNITED FIRE & CASUALTY CO COM 910331107 57 1400 1400 0 0 0 1000 0 0
UNITED MICROELECTRONICS ADR SPONSORED AD 910873207 209 42154 42154 0 0 0 0 0 42154
UNITED ONLINE INC COM 911268100 1066 63500 51900 0 200 0 43900 0 8800
UNITED PARCEL SERVICE INC CL B 911312106 36646 491566 453566 800 0 0 215948 0 189518
UNITED RENTALS INC COM 911363109 1065 55300 55000 0 0 0 52500 0 0
UNITED STATES STEEL CORP COM 912909108 419 11951 9839 0 0 0 2112 0 9839
UNITED STATIONERS INC COM 913004107 13876 339100 281800 0 1000 0 219100 0 51500
UNITED SURGICAL PARTNERS COM 913016309 569 17000 17000 0 0 0 15700 0 1300
UNITED TECHNOLOGIES CORP COM 913017109 314960 3323416 2856051 154990 2745 0 2163051 10190 1027431
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 116672 2005355 1888944 65300 0 0 1645120 0 246835
UNIVERSAL CORP-VA COM 913456109 2628 59500 48300 0 0 0 40900 0 7100
UNIVERSAL FST PRODS INC COM 913543104 2498 77100 63600 0 200 0 47900 0 12500
UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 9.14E+109 827 27485 27485 0 0 0 23385 0 0
UNIVISION COMMUNICATIONS INC CL A 914906102 8415 216818 141002 67520 0 0 93925 0 109093
UNOCAL CORP COM 915289102 1948 52890 47300 0 0 0 28020 0 24670
UNOVA INC COM 91529B106 5251 228800 191600 0 600 0 148700 0 27400
UNUMPROVIDENT CORP COM 91529Y106 -11338 816456 775301 8000 0 0 59450 0 739006
UPM KYMMENE CORP ADR SPONSORED AD 915436109 21398 1111600 1083842 0 0 0 953726 0 130116
URBAN OUTFITTERS INC COM 917047102 111 3000 3000 0 0 0 3000 0 0
URSTADT BIDDLE CLASS A CL A 917286205 4398 310800 307200 0 0 0 286500 0 15100
UTSTARCOM INC COM 918076100 44 1200 1200 0 0 0 1200 0 0
VF CORPORATION COM 918204108 1419 32826 30109 0 0 0 19531 0 12795
VALASSIS COMMUNICATIONS INC COM 918866104 2705 92167 88367 0 0 0 82867 0 7800
VALERO ENERGY CORP COM 91913Y100 -2798 98427 95627 0 0 0 22327 0 74200
VALLEY NATL BANCORP COM 919794107 0 1 1 0 0 0 1 0 0
VALMONT INDUSTRIES COM 920253101 2954 127600 109000 0 300 0 87300 0 17700
VARCO INTERNATIONAL INC COM 922122106 503 24400 24000 0 0 0 18300 0 5700
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 -5313 180500 171600 0 0 0 29900 0 143700
VENTAS INC COM 92276F100 61696 2804356 2799786 0 0 0 2070513 0 732973
VENTANA MED SYS INC COM 92276H106 284 7200 5600 0 0 0 4600 0 1100
VERITAS SOFTWARE CORP COM 923436109 9006 243283 184189 46240 0 0 109075 0 111708
VERISIGN INC COM 9.23E+106 838 51400 51000 0 0 0 41300 0 9700
VERIZON COMMUNICATIONS COM 92343V104 62879 1792435 1690152 0 0 0 1019315 0 582420
VERTEX PHARMACEUTICALS INC COM 92532F100 -2347 248000 237000 2500 0 0 12800 0 229500
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
VIACOM INC CL B CL B 925524308 240030 5408528 4615092 260920 11420 0 3407621 19100 1666057
VIAD CORP COM 92552R109 1279 51145 50845 0 0 0 42445 0 8400
VICOR CORP COM 925815102 235 20593 20593 0 0 0 20593 0 0
VINTAGE PETE INC COM 927460105 9174 762600 634200 0 2100 0 497500 0 113800
VIRAGE LOGIC CORP COM 92763R104 305 30000 23400 0 100 0 18800 0 5000
VISHAY INTERTECHNOLOGY INC COM 928298108 2 94 94 0 0 0 94 0 0
VISTEON CORP COM 92839U107 131 17797 12455 2600 0 0 5342 0 12455
VISX INC COM 92844S105 7913 341800 285100 0 1000 0 246500 0 42500
VITESSE SEMICONDUCTOR CORP COM 928497106 3944 674200 118600 546300 100 0 112300 0 553200
VODAFONE GROUP PLC ADR SPONSORED AD 92857W100 36 1432 1432 0 0 0 1335 0 97
VOLT INFO SCIENCES INC COM 928703107 68 3000 3000 0 0 0 2200 0 0
VOLVO AB ADR ADR B 928856400 37372 1220515 1194039 0 0 0 1072497 0 121542
VORNADO REALTY TRUST REIT SH BEN INT 929042109 118427 2163051 2155614 0 0 0 1259322 0 899192
VULCAN MATERIALS CO COM 929160109 561 11788 9688 0 0 0 2100 0 9688
WMS INDUSTRIES INC COM 929297109 618 23600 23600 0 0 0 23600 0 0
WSFS FINL CORP COM 929328102 978 21800 18700 0 0 0 14300 0 2300
WABASH NATL CORP COM 929566107 703 24000 24000 0 0 0 22700 0 1300
WABTEC COM 929740108 532 31200 31200 0 0 0 31200 0 0
WACKENHUT CORRECTIONS CORP*OLD COM 929798106* 648 28400 23500 0 100 0 18400 0 3700
WACHOVIA CORP COM 929903102 125502 2693748 2548494 51500 0 0 2121833 0 389215
WAL-MART STORES INC COM 931142103 693106 13074944 10993929 672500 34930 0 7923502 58010 4495041
WALGREEN CO COM 931422109 460930 13805872 11627251 597520 40060 0 8289929 66690 4977189
WALTER INDS INC COM 93317Q105 1949 146000 124500 0 300 0 95700 0 16100
WASHINGTON FEDERAL INC COM 938824109 263 9250 9250 0 0 0 6500 0 0
WASHINGTON GROUP INTL INC COM NEW 938862208 241 7100 7100 0 0 0 5100 0 0
WASHINGTON MUTUAL INC COM 939322103 32868 819251 788740 1200 565 0 594203 0 212412
WASHINGTON REAL ESTATE INV SH BEN INT 939653101 1533 52500 52500 0 0 0 52500 0 0
WASTE CONNECTIONS INC COM 941053100 4412 116800 91500 0 500 0 71200 0 22100
WASTE MANAGEMENT INC COM 94106L109 7253 245036 229612 0 0 0 152745 0 76891
WATERS CORP COM 941848103 6782 204534 197934 0 0 0 144766 0 36468
WATSCO INC COM 942622200 3180 139900 117100 0 500 0 89700 0 22700
WATSON PHARMACEUTICALS INC COM 942683103 3391 73724 69284 0 0 0 35740 0 25984
WATTS WATER TECHNOLOGIES INC CL A 942749102 313 14100 14100 0 0 0 10000 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 69 5100 5100 0 0 0 5100 0 0
WEBSENSE INC COM 947684106 2415 82500 64500 0 300 0 49800 0 15900
WEBMETHODS INC COM 94768C108 626 68800 68800 0 0 0 68800 0 0
WEBMD CORPORATION COM 94769M105 111 12400 12400 0 0 0 0 0 12400
WEIGHT WATCHERS INTERNATIONAL, COM 948626106 431 11240 11240 0 0 0 11240 0 0
WEINGARTEN REALTY INVESTORS RE SH BEN INT 948741103 1776 40050 40050 0 0 0 40050 0 0
WEIS MKTS INC COM 948849104 200 5500 5500 0 0 0 5500 0 0
WELLCHOICE INC COM 949475107 678 19640 19640 0 0 0 19640 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 7210 74337 69575 0 0 0 39462 0 25375
WELLS FARGO & COMPANY COM 949746101 52706 894987 836667 0 0 0 475253 0 323034
WENDY'S INTERNATIONAL INC COM 950590109 519 13225 10854 0 0 0 2371 0 10854
WESBANCO INC COM 950810101 409 14800 12200 0 0 0 9500 0 2000
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
WEST COAST BANCORP/OREGON COM 952145100 1004 47225 41225 0 100 0 34025 0 4600
WESTAMERICA BANCORPORATION COM 957090103 5590 112300 95200 0 300 0 78200 0 12900
WESTAR ENERGY INC COM 95709T100 2369 117000 117000 0 0 0 110400 0 0
WESTERN DIGITAL CORP COM 958102105 844 71600 71100 0 0 0 59900 0 11200
WESTERN GAS RESOURCES INC COM 958259103 435 9200 9200 0 0 0 9200 0 0
WESTERN SIERRA BANCORP COM 959522103 406 8630 6950 0 0 0 5700 0 1355
WESTERN WIRELESS CL A 9.60E+208 5783 315000 252300 0 1000 0 209800 0 46600
WESTMORELAND COAL CO COM 960878106 504 28800 23900 0 100 0 19300 0 3700
WESTPORT RESOURCES CORP COM 961418100 369 12343 12343 0 0 0 12343 0 0
WESTWOOD ONE INC COM 961815107 6938 202800 191800 0 0 0 171500 0 27100
WEYERHAEUSER CO COM 962166104 270060 4219691 3521246 230350 11020 0 2652554 19165 1369197
WHIRLPOOL CORP COM 963320106 638 8781 7250 0 0 0 2045 0 6636
WHITE ELECTRONIC DESIGNS COM 963801105 87 9900 9900 0 0 0 7100 0 0
WHOLE FOODS MKT INC COM 966837106 19903 386277 368707 190 0 0 253287 0 116110
WILLIAMS COS INC COM 969457100 658 67030 55567 0 0 0 16963 0 49367
CLAYTON WILLIAMS ENERGY INC COM 969490101 636 22000 17700 0 100 0 14000 0 3300
WINN-DIXIE STORES INC COM 974280109 163 16413 13492 0 0 0 2921 0 13492
WINSTON HOTELS INC COM 97563A102 1160 113700 95800 0 300 0 77800 0 13600
WINTRUST FINANCIAL CORP COM 97650W108 406 9000 9000 0 0 0 9000 0 0
WISCONSIN ENERGY CORP COM 976657106 11431 341731 332731 0 0 0 251631 0 47500
WOLVERINE WORLD WIDE INC COM 978097103 82 4000 4000 0 0 0 0 0 4000
WOODWARD GOVERNOR CO COM 980745103 2955 52000 42300 0 0 0 33000 0 7400
WORLD ACCEPTANCE CORP COM 981419104 1323 66500 55800 0 200 0 43200 0 8100
WORLD FUEL SERVICES CORP COM 981475106 1568 46200 36600 0 100 0 29100 0 7300
WORLD WRESTLING ENTERTAINMENT CL A 98156Q108 755 57600 46400 0 200 0 36800 0 8400
WORTHINGTON INDUSTRIES COM 981811102 181 10016 8202 0 0 0 1814 0 8202
WRIGLEY (WM) JR CO COM 982526105 -2803 239528 189906 37470 0 0 37968 0 198089
WYETH COM 983024100 422351 9949376 8512918 372480 26925 0 6264468 42140 3274783
XM SATELLITE RADIO HOLD CL A CL A 983759101 -5066 192700 185800 0 0 0 7800 0 180300
X-RITE INC COM 983857103 24 2100 2100 0 0 0 0 0 2100
XTO ENERGY INC COM 98385X106 -8874 346429 334729 0 0 0 29929 0 308700
XCEL ENERGY INC COM 98389B100 -6815 494036 469796 0 0 0 26540 0 456896
XILINX INC COM 983919101 40499 1048383 943753 54620 0 0 719126 0 275647
XEROX CORP COM 984121103 9057 656269 611841 0 0 0 448528 0 164041
YAHOO INC COM 984332106 13779 305990 285608 0 0 0 156566 0 110024
YANKEE CANDLE INC COM 984757104 175 6400 6300 0 100 0 4700 0 1000
YORK INTERNATIONAL CORP COM 986670107 3106 84400 71400 0 200 0 59900 0 9700
YOUNG BROADCASTING INC CL A CL A 987434107 2329 116200 96000 0 300 0 78500 0 15100
YUM! BRANDS INC COM 988498101 3636 105686 89944 8000 0 0 58462 0 39324
ZALE CORP COM 988858106 12566 236200 205300 900 500 0 156900 0 42400
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 -4161 62700 60500 0 0 0 2600 0 58600
ZIMMER HOLDINGS INC COM 98956P102 11081 157402 123869 25900 0 0 76164 0 66438
ZIONS BANCORPORATION COM 989701107 1032 16827 14661 0 0 0 3866 0 12661
ZYMOGENETICS INC COM 98985T109 496 32000 32000 0 0 0 32000 0 0
DEUTSCHE BANK AG ORD D18190898 31881 387796 382286 0 0 0 344850 0 37436
SECURITY TITLE OF MKT VAL DISC DISC DISC VOTING VOTING VOTING
DESCRIPTION CLASS CUSIP 000's QTY SOLE SHARED OTHER MNGR SOLE SHARED NONE
ACE LTD ORD G0070K103 45087 1088523 1073149 0 2000 0 806019 0 282397
AMDOCS LTD ORD G02602103 2109 93798 31598 62200 0 0 31598 0 62200
ACCENTURE LTD CL A CL A G1150G111 55 2100 0 0 0 0 0 0 0
COOPER INDUSTRIES INC CL A G24182100 632 10910 8993 0 0 0 1917 0 8993
EVEREST RE GROUP LTD COM G3223R108 51 600 600 0 0 0 600 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 145 6100 6100 0 0 0 6100 0 0
GLOBALSANTAFE CORP SHS G3930E101 36 1463 1463 0 0 0 1463 0 0
INGERSOLL-RAND CO CL A CL A G4776G101 492754 7259188 5897464 485120 22110 0 4460094 37680 2508182
MARVELL TECHNOLOGY ORD G5876H105 784 20680 20680 0 0 0 20680 0 0
NABORS INDS LTD SHS G6359F103 2854 68777 63231 0 0 0 33312 0 22565
NOBLE CORP SHS G65422100 2401 67105 42805 21500 0 0 32859 0 34246
UTI WORLDWIDE INC ORD G87210103 525 13890 13890 0 0 0 13890 0 0
TRANSOCEAN INC ORD G90078109 2180 90804 84164 0 0 0 60328 0 30476
WEATHERFORD INTL LTD COM G95089101 1025 28485 28485 0 0 0 28485 0 0
XL CAPITAL LIMITED CL A CL A G98255105 8994 115976 113126 0 0 0 75584 0 40392
FLEXTRONICS INTL LTD ORD Y2573F102 419 28300 26860 1440 0 0 28300 0 0
GENERAL MARITIME CORP SHS Y2692M103 5 300 300 0 0 0 300 0 0
-------- ---------- ---------- -------- ------- --------- ------- ---------
Total Entries 1764 40211996 1178669815 1045145323 40582033 1756407 766130296 2499350 347713619