13F-HR 1 g89209ce13fvhr.txt INVESCO INSTITUTIONAL (N.A.), INC. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2004 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: Jeffrey Kupor Atlanta, Georgia 05/17/04 ----------------------- --------------------- --------------- [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: 1856 Form 13F Information Table Value Total: 59,125,440 List of Other Included Managers: No.13F File Number: Name: Filter 01: Legal Unit HLD: ATLANTA LGL UTS 13F FILING REPORT - March 31, 2004 Page 1 As of Date: 03/31/04 Report Name: 1new13F QE

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- ABC BANCORP COMMON 000400101 613 32,300 SH SOLE 0 22,600.00 0 9,700.00 ADC TELECOMMUNICATIONS INC COMMON 000886101 255 87,823 SH SOLE 0 87,823.00 0 0 ABN AMRO HOLDING NV ADR COMMON 000937102 53575 2,388,558 SH SOLE 0 2,222,500.00 0 166,058.00 TYCO INTL LTD(TYC) CVT 0.0 07-06 CONVERT 000945AC9 16805 10,790,000 SH SOLE 0 1,600,000.00 0 9,190,000.00 AEW REAL ESTATE INCOME FUND CF COMMON 00104H107 2835 152,400 SH SOLE 0 152,400.00 0 0 AFLAC INC COMMON 001055102 2252 56,096 SH SOLE 0 56,082.00 0 14 AGCO CORP COMMON 001084102 5 223 SH SOLE 0 223 0 0 AES CORPORATION COMMON 00130H105 579 67,829 SH SOLE 0 67,829.00 0 0 AMB PROPERTY CORP COMMON 00163T109 2314 62,265 SH SOLE 0 59,700.00 0 2,565.00 AMLI RESIDENTIAL PROPERTIES COMMON 001735109 5399 191,100 SH SOLE 0 191,100.00 0 0 AMN HEALTHCARE SERVICE COMMON 001744101 3606 196,500 SH SOLE 0 152,100.00 0 44,400.00 AMR CORP/DEL COMMON 001765106 1 49 SH SOLE 0 49 0 0 AT&T CORP COMMON 001957505 59749 3,053,089 SH SOLE 0 2,423,660.00 0 626,424.00 AT&T WIRELESS SVCS INC COMMON 00209A106 17209 1,264,461 SH SOLE 0 1,210,461.00 0 54,000.00 AU OPTRONICS CORP ADR COMMON 002255107 29043 1,389,600 SH SOLE 0 1,389,600.00 0 0 ABBOTT LABORATORIES COMMON 002824100 116189 2,826,990 SH SOLE 0 2,478,233.00 0 347,577.00 ABER DIAMOND CORP COMMON 002893105 6680 160,000 SH SOLE 0 160,000.00 0 0 ABGENIX INC COMMON 00339B107 5656 424,600 SH SOLE 0 424,600.00 0 0 ACADIA REALTY TRUST COMMON 004239109 2236 158,500 SH SOLE 0 114,800.00 0 43,700.00 ACCREDITED HOME LENDERS COMMON 00437P107 197 5,000 SH SOLE 0 5,000.00 0 0 ACCREDO HEALTH INC COMMON 00437V104 9864 258,900 SH SOLE 0 258,900.00 0 0 ACE CASH EXPRESS INC COMMON 004403101 250 8,300 SH SOLE 0 8,100.00 0 200 ACME COMMUNICATIONS INC COMMON 004631107 9 1,100 SH SOLE 0 400 0 700 ACTEL CORP COMMON 004934105 1573 69,500 SH SOLE 0 41,700.00 0 27,800.00 ACUITY BRANDS INC COMMON 00508Y102 296 12,400 SH SOLE 0 6,700.00 0 5,700.00 ACXIOM CORP COMMON 005125109 99 4,500 SH SOLE 0 4,500.00 0 0 ADECCO SA ADR COMMON 006754105 1 57 SH SOLE 0 57 0 0 ADMINISTAFF INC COMMON 007094105 3448 197,800 SH SOLE 0 121,000.00 0 76,800.00 ADOBE SYSTEMS INC COMMON 00724F101 3640 92,615 SH SOLE 0 90,198.00 0 2,417.00 ADOLOR CORPORATION COMMON 00724X102 297 19,700 SH SOLE 0 19,700.00 0 0 ADTRAN INC COMMON 00738A106 19087 635,600 SH SOLE 0 598,400.00 0 22,400.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- ADVANCE AUTO PARTS COMMON 00751Y106 22175 545,232 SH SOLE 0 511,432.00 0 20,300.00 ADVANCED FIBRE COMMUNICATION COMMON 00754A105 32382 1,465,900 SH SOLE 0 1,465,900.00 0 0 ADVANCED NEUROMODULATION SYS COMMON 00757T101 3620 100,300 SH SOLE 0 100,300.00 0 0 ADVO INC COMMON 007585102 251 7,800 SH SOLE 0 0 0 7,800.00 ADVISORY BOARD CO/ THE COMMON 00762W107 4265 116,200 SH SOLE 0 78,900.00 0 37,300.00 ADVANCED MEDICAL OPTICS COMMON 00763M108 20577 843,302 SH SOLE 0 668,300.00 0 175,002.00 AEROFLEX INC COMMON 007768104 13084 972,040 SH SOLE 0 972,040.00 0 0 AEROPOSTALE INC COMMON 007865108 13025 359,200 SH SOLE 0 293,800.00 0 65,400.00 ADVANCED MICRO DEVICES COMMON 007903107 18456 1,137,134 SH SOLE 0 1,137,134.00 0 0 AEGON NV AMER REG SHR COMMON 007924103 61486 4,784,892 SH SOLE 0 4,472,825.00 0 312,067.00 AETNA US HEALTHCARE INC-NEW COMMON 00817Y108 110997 1,237,148 SH SOLE 0 1,237,148.00 0 0 AFFILIATED COMPUTER SVCS CL A COMMON 008190100 37817 728,649 SH SOLE 0 642,057.00 0 86,592.00 AFFILIATED MANAGERS GROUP COMMON 008252108 16924 310,080 SH SOLE 0 252,510.00 0 57,570.00 AFFYMETRIX INC COMMON 00826T108 7510 222,400 SH SOLE 0 192,400.00 0 18,000.00 AFTERMARKET TECHNOLOGY CORP COMMON 008318107 6 400 SH SOLE 0 400 0 0 AGERE SYSTEMS INC CL A COMMON 00845V100 13805 4,300,643 SH SOLE 0 4,298,400.00 0 2,243.00 AGERE SYSTEMS INC CL B COMMON 00845V209 172 55,097 SH SOLE 0 51 0 55,046.00 AGILENT TECHNOLOGIES INC COMMON 00846U101 10412 329,186 SH SOLE 0 311,286.00 0 17,900.00 AGILE SOFTWARE CORP DE COMMON 00846X105 7206 823,500 SH SOLE 0 823,500.00 0 0 AGNICO-EAGLE MINES LTD COMMON 008474108 8361 560,000 SH SOLE 0 560,000.00 0 0 AGREE REALTY CORP COMMON 008492100 193 6,000 SH SOLE 0 6,000.00 0 0 AIM SELECT REAL ESTATE INC (COMP COMMON 00888R107 4 200 SH SOLE 0 0 0 200 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 300337 5,992,356 SH SOLE 0 3,853,800.00 25,290.00 2,054,096.00 AIRGAS INC COMMON 009363102 9272 435,300 SH SOLE 0 435,300.00 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 9062 762,800 SH SOLE 0 762,800.00 0 0 AKAMAI TECHNOLOGIES COMMON 00971T101 5498 418,400 SH SOLE 0 260,500.00 0 157,900.00 AKZO NOBEL NV ADR COMMON 010199305 4 95 SH SOLE 0 95 0 0 ALARIS MEDICAL SYSTEMS INC COMMON 011637105 5528 296,400 SH SOLE 0 251,600.00 0 44,800.00 ALASKA AIR GROUP INC COMMON 011659109 131 5,300 SH SOLE 0 5,300.00 0 0 ALBANY MOLECULAR RESEARCH COMMON 012423109 3615 242,600 SH SOLE 0 160,000.00 0 82,600.00 ALBEMARLE CORP COMMON 012653101 1873 64,600 SH SOLE 0 47,100.00 0 17,500.00 ALBERTO CULVER CO CL B COMMON 013068101 431 9,827 SH SOLE 0 9,827.00 0 0 ALBERTSON'S INC COMMON 013104104 29090 1,313,336 SH SOLE 0 1,020,727.00 0 290,409.00 ALCAN INC COMMON 013716105 1264 28,227 SH SOLE 0 28,227.00 0 0 ALCOA INC COMMON 013817101 339715 9,792,868 SH SOLE 0 7,501,753.00 28,300.00 2,175,655.00 ALCATEL SA ADR COMMON 013904305 47452 2,993,840 SH SOLE 0 2,993,840.00 0 0 ALDERWOODS GROUP INC COMMON 014383103 3257 313,800 SH SOLE 0 213,400.00 0 100,400.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- ALEXANDRIA REAL EST EQUITIES COMMON 015271109 76623 1,216,239 SH SOLE 0 780,241.00 0 431,798.00 ALIGN TECHNOLOGY INC COMMON 016255101 550 28,928 SH SOLE 0 13,400.00 0 15,528.00 ALLEGHENY ENERGY INC COMMON 017361106 190 13,855 SH SOLE 0 13,855.00 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 7423 613,462 SH SOLE 0 613,462.00 0 0 ALLERGAN INC COMMON 018490102 38962 462,953 SH SOLE 0 462,953.00 0 0 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 243 7,248 SH SOLE 0 0 0 7,248.00 ALLIANCE GAMING CORP COMMON 01859P609 6391 198,900 SH SOLE 0 198,900.00 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 465 34,944 SH SOLE 0 34,944.00 0 0 ALLOS THERAPEUTICS INC COMMON 019777101 1737 361,961 SH SOLE 0 0 0 361,961.00 ALLSTATE CORP COMMON 020002101 371459 8,171,127 SH SOLE 0 6,644,090.00 20,310.00 1,453,117.00 ALLTEL CORP COMMON 020039103 39181 785,338 SH SOLE 0 760,583.00 0 21,855.00 ALTERA CORPORATION COMMON 021441100 323039 15,773,400 SH SOLE 0 11,476,544.00 49,290.00 4,078,026.00 ALTRIA GROUP INC COMMON 02209S103 130338 2,393,720 SH SOLE 0 2,226,942.00 0 165,478.00 ALZA CORP (JNJ) CVT 0.0 07-28-20 CONVERT 02261WAB5 27966 39,250,000 SH SOLE 0 5,825,000.00 0 33,425,000.00 AMAZON.COM INC COMMON 023135106 2132 49,260 SH SOLE 0 47,760.00 0 1,500.00 AMBAC FINANCIAL GROUP INC COMMON 023139108 51466 697,556 SH SOLE 0 566,765.00 0 129,651.00 AMCOR LIMITED ADR COMMON 02341R302 53 2,140 SH SOLE 0 0 0 2,140.00 AMERADA HESS CORP COMMON 023551104 1738 26,618 SH SOLE 0 25,353.00 0 1,265.00 AMEREN CORPORATION COMMON 023608102 8152 176,878 SH SOLE 0 176,878.00 0 0 AMERICA MOVIL- SERIES L ADR COMMON 02364W105 4027 104,193 SH SOLE 0 104,193.00 0 0 AMERICA WEST HOLDINGS CORP CL B COMMON 023657208 3204 336,200 SH SOLE 0 236,700.00 0 99,500.00 AMCORE FINANCIAL INC COMMON 023912108 1316 44,300 SH SOLE 0 33,400.00 0 10,900.00 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 6015 163,224 SH SOLE 0 104,424.00 0 58,800.00 AMERICAN AXLE CVT(AXL) 144A 2.0 CONVERT 024061AA1 5056 5,000,000 SH SOLE 0 725,000.00 0 4,275,000.00 AMERICAN CAPITAL STRATEGIES COMMON 024937104 8039 241,835 SH SOLE 0 241,835.00 0 0 AMERICAN ELECTRIC POWER COMMON 025537101 12652 384,324 SH SOLE 0 329,654.00 0 54,670.00 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1 54 SH SOLE 0 54 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 60937 1,175,263 SH SOLE 0 1,148,183.00 0 27,080.00 AMERICAN FINANCIAL GROUP INC COMMON 025932104 81 2,700 SH SOLE 0 2,700.00 0 0 AMERICAN FINCVT(AFG) 144A 1.486 CONVERT 025932AC8 6826 15,875,000 SH SOLE 0 2,250,000.00 0 13,625,000.00 AMERICAN FINANCIAL REALTY TR COMMON 02607P305 25782 1,521,068 SH SOLE 0 1,011,105.00 0 504,363.00 AMERICAN GREETINGS CORP CL A COMMON 026375105 166 7,312 SH SOLE 0 7,312.00 0 0 AMERICAN HEALTHWAYS INC COMMON 02649V104 73 3,000 SH SOLE 0 0 0 3,000.00 AMERICAN INTERNATIONAL GROUP COMMON 026874107 276042 3,868,847 SH SOLE 0 3,229,768.00 0 637,829.00 AMERICAN INTL GRP(AIG) CVT 0.5 05 CONVERT 026874AN7 26444 27,175,000 SH SOLE 0 3,750,000.00 0 23,425,000.00 AMERICAN ITALIAN PASTA CO CL A COMMON 027070101 1 35 SH SOLE 0 35 0 0 AMERICAN LAND LEASE INC COMMON 027118108 852 41,700 SH SOLE 0 28,600.00 0 13,100.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- AMERICAN MED SECURITY GROUP COMMON 02744P101 2246 84,100 SH SOLE 0 58,100.00 0 26,000.00 AMERICAN PHARMACEUTICAL PARTN COMMON 02886P109 12175 259,600 SH SOLE 0 234,100.00 0 15,400.00 AMERICAN POWER CONVERSION COMMON 029066107 496 21,583 SH SOLE 0 21,583.00 0 0 AMERICAN STANDARD COMPANIES COMMON 029712106 5428 47,723 SH SOLE 0 47,723.00 0 0 AMERICAN TOWER CORP CL A COMMON 029912201 9146 805,800 SH SOLE 0 805,800.00 0 0 AMERICANWEST BANCORPORATION COMMON 03058P109 434 21,970 SH SOLE 0 15,810.00 0 6,160.00 AMERUS GROUP CO COMMON 03072M108 1440 35,700 SH SOLE 0 32,300.00 0 3,400.00 AMERISOURCEBERGEN CORP COMMON 03073E105 1283 23,455 SH SOLE 0 23,455.00 0 0 AMERITRADE HOLDING CORP CL A COMMON 03074K100 45236 2,937,399 SH SOLE 0 2,937,399.00 0 0 AMGEN INC COMMON 031162100 284958 4,900,404 SH SOLE 0 3,441,218.00 16,840.00 1,402,906.00 AMGEN INC CVT (AMGN) 0.0 03-01- CONVERT 031162AE0 26331 35,050,000 SH SOLE 0 5,500,000.00 0 29,550,000.00 AMPHENOL CORP CL A COMMON 032095101 63904 2,151,636 SH SOLE 0 2,151,636.00 0 0 AMSOUTH BANCORPORATION COMMON 032165102 8216 349,462 SH SOLE 0 314,262.00 0 21,200.00 AMYLIN PHARMACEUTICALS INC COMMON 032346108 6195 261,500 SH SOLE 0 261,500.00 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 21680 418,044 SH SOLE 0 327,559.00 0 89,880.00 ANALOG DEVICES COMMON 032654105 54232 1,129,605 SH SOLE 0 1,101,160.00 0 20,245.00 ANAREN INC COMMON 032744104 2650 167,100 SH SOLE 0 104,900.00 0 62,200.00 ANDREW CORP COMMON 034425108 303 17,296 SH SOLE 0 17,296.00 0 0 ANDRX GROUP COMMON 034553107 12343 453,800 SH SOLE 0 429,400.00 0 14,700.00 ANGELICA CORP COMMON 034663104 1813 79,400 SH SOLE 0 53,100.00 0 26,300.00 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 4725 193,500 SH SOLE 0 193,500.00 0 0 ANGLOGOLD LIMITED ADR COMMON 035128206 4958 117,300 SH SOLE 0 117,300.00 0 0 ANHEUSER-BUSCH COS INC COMMON 035229103 42582 834,946 SH SOLE 0 818,746.00 0 16,200.00 ANIXTER INTERNATIONAL INC COMMON 035290105 1292 45,735 SH SOLE 0 32,235.00 0 13,500.00 ANNTAYLOR STORES CORP COMMON 036115103 1234 28,822 SH SOLE 0 28,822.00 0 0 ANSYS INC COMMON 03662Q105 4467 112,394 SH SOLE 0 78,094.00 0 34,300.00 ANTHEM INC COMMON 03674B104 97425 1,074,852 SH SOLE 0 1,071,982.00 0 2,870.00 ANTEON INTERNATIONAL CORP COMMON 03674E108 1257 43,500 SH SOLE 0 25,200.00 0 18,300.00 ANSWERTHINK INC COMMON 036916104 730 94,500 SH SOLE 0 72,800.00 0 21,700.00 AON CORP COMMON 037389103 21855 783,052 SH SOLE 0 599,479.00 0 182,063.00 APACHE CORP COMMON 037411105 46194 1,070,038 SH SOLE 0 1,044,679.00 0 25,359.00 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 1974 63,483 SH SOLE 0 61,793.00 0 1,690.00 APOLLO GROUP INC CL A COMMON 037604105 155732 1,807,478 SH SOLE 0 1,677,449.00 0 124,829.00 UNIV OF PHOENIX ONLINE COMMON 037604204 1105 12,700 SH SOLE 0 11,400.00 0 1,300.00 APOGENT TECHNOLIGIES INC COMMON 03760A101 8008 261,022 SH SOLE 0 261,022.00 0 0 APOLLO GOLD CORP COMMON 03761E102 4200 1,500,000 SH SOLE 0 1,500,000.00 0 0 APPLE COMPUTER INC COMMON 037833100 81391 3,010,014 SH SOLE 0 2,756,785.00 0 253,229.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- APPLEBEE'S INTL INC COMMON 037899101 881 21,336 SH SOLE 0 21,336.00 0 0 APPLERA CORP-APPLIED BIOSYSTEMS COMMON 038020103 4321 218,458 SH SOLE 0 208,543.00 0 9,915.00 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 3944 173,600 SH SOLE 0 114,500.00 0 59,100.00 APPLIED MATERIALS INC COMMON 038222105 363066 17,021,373 SH SOLE 0 13,750,452.00 42,040.00 3,071,311.00 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 13863 2,427,901 SH SOLE 0 2,133,781.00 1,320.00 292,800.00 APPLIED SIGNAL TECHNOLOGY COMMON 038237103 1434 52,300 SH SOLE 0 32,500.00 0 19,800.00 AQUANTIVE INC COMMON 03839G105 2227 231,970 SH SOLE 0 116,700.00 0 115,270.00 ARBITRON INC COMMON 03875Q108 0 0 SH SOLE 0 0 0 0 ARCH CHEMICALS INC COMMON 03937R102 68 2,400 SH SOLE 0 2,400.00 0 0 ARCH COAL INC COMMON 039380100 9458 301,300 SH SOLE 0 301,300.00 0 0 ARCH WIRELESS INC CL A COMMON 039392709 904 28,000 SH SOLE 0 16,400.00 0 11,600.00 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 66309 3,930,593 SH SOLE 0 3,767,293.00 0 136,400.00 ARCHSTONE-SMITH TRUST COMMON 039583109 90329 3,060,957 SH SOLE 0 1,883,327.00 0 1,166,030.00 ARCTIC CAT INC COMMON 039670104 515 20,300 SH SOLE 0 14,300.00 0 6,000.00 ARDEN REALTY INC COMMON 039793104 37137 1,148,700 SH SOLE 0 1,148,700.00 0 0 ARMOR HOLDINGS INC COMMON 042260109 387 11,700 SH SOLE 0 0 0 11,700.00 ARRIS GROUP INC COMMON 04269Q100 29012 3,174,189 SH SOLE 0 3,174,189.00 0 0 ARROW ELECTRONICS INC COMMON 042735100 10400 408,500 SH SOLE 0 408,500.00 0 0 ARTISAN COMPONENTS INC COMMON 042923102 7298 327,400 SH SOLE 0 327,400.00 0 0 ARTESYN TECHNOLOGIES INC COMMON 043127109 2186 229,600 SH SOLE 0 159,700.00 0 69,900.00 ARTHROCARE CORP COMMON 043136100 6057 260,535 SH SOLE 0 260,535.00 0 0 ASBURY AUTOMOTIVE GROUP COMMON 043436104 23 1,300 SH SOLE 0 1,300.00 0 0 ASCENTIAL SOFTWARE CORP COMMON 04362P207 0 6 SH SOLE 0 6 0 0 ASHANTI GOLDFIELDS GDR COMMON 043743202 2675 220,000 SH SOLE 0 220,000.00 0 0 ASHLAND INC COMMON 044204105 352 7,565 SH SOLE 0 7,565.00 0 0 ASK JEEVES INC COMMON 045174109 1751 49,000 SH SOLE 0 31,900.00 0 17,100.00 ASPECT COMMUNICATIONS CORP COMMON 04523Q102 3162 201,800 SH SOLE 0 136,100.00 0 65,700.00 ASSOCIATED BANC CORP COMMON 045487105 2522 56,300 SH SOLE 0 56,300.00 0 0 ASSOCIATED ESTATES REALTY CORP COMMON 045604105 1771 193,100 SH SOLE 0 145,200.00 0 47,900.00 ASTORIA FINANCIAL CORP COMMON 046265104 11082 291,400 SH SOLE 0 286,200.00 0 5,200.00 ASTRAZENECA PLC ADR COMMON 046353108 1 31 SH SOLE 0 31 0 0 ATMEL CORP COMMON 049513104 235 36,200 SH SOLE 0 36,200.00 0 0 AUDIOVOX CORP CL A COMMON 050757103 2352 117,600 SH SOLE 0 78,000.00 0 39,600.00 AUST & NZ BNKG GRP ADR COMMON 052528304 125 1,728 SH SOLE 0 0 0 1,728.00 AUTODESK INC COMMON 052769106 386 12,232 SH SOLE 0 12,232.00 0 0 AUTOLIV INC COMMON 052800109 13132 320,300 SH SOLE 0 308,200.00 0 7,300.00 AUTOMATIC DATA PROCESSING COMMON 053015103 39175 932,745 SH SOLE 0 917,369.00 0 15,376.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- AUTOMATIC DATA PROC(AUD)CVT 0. CONVERT 053015AC7 18085 16,611,000 SH SOLE 0 2,475,000.00 0 14,136,000.00 AUTONATION INC COMMON 05329W102 9259 543,041 SH SOLE 0 481,741.00 0 41,300.00 AUTOZONE INC COMMON 053332102 102101 1,187,633 SH SOLE 0 1,142,733.00 0 34,400.00 AVALONBAY COMMUNITIES INC COMMON 053484101 75914 1,416,834 SH SOLE 0 872,498.00 0 539,236.00 AVAYA INC COMMON 053499109 60045 3,781,197 SH SOLE 0 3,743,397.00 0 37,800.00 AVENTIS ADR COMMON 053561106 38696 503,193 SH SOLE 0 503,193.00 0 0 AVERY DENNISON CORP COMMON 053611109 749 12,040 SH SOLE 0 12,040.00 0 0 AVICI SYSTEMS INC COMMON 05367L802 97 7,052 SH SOLE 0 0 0 7,052.00 AVID TECHNOLOGY INC COMMON 05367P100 143 3,100 SH SOLE 0 0 0 3,100.00 AVISTA CORP COMMON 05379B107 4688 247,800 SH SOLE 0 183,200.00 0 64,600.00 AVNET INC COMMON 053807103 1112 45,400 SH SOLE 0 45,400.00 0 0 AVON PRODUCTS INC COMMON 054303102 2844 37,489 SH SOLE 0 37,489.00 0 0 AXA ADR COMMON 054536107 2 119 SH SOLE 0 119 0 0 AXCELIS TECHNOLOGIES COMMON 054540109 6499 584,450 SH SOLE 0 580,950.00 0 3,500.00 BB&T CORPORATION COMMON 054937107 2184 61,877 SH SOLE 0 61,457.00 0 420 BASF AG ADR COMMON 055262505 112802 2,207,482 SH SOLE 0 2,068,268.00 0 139,214.00 BCE INC COMMON 05534B109 1021 48,541 SH SOLE 0 48,541.00 0 0 BHA GROUP HOLDINGS INC COMMON 055446108 15 500 SH SOLE 0 200 0 300 BJ SERVICES CO COMMON 055482103 41175 951,586 SH SOLE 0 844,806.00 0 79,980.00 BJS WHOLESALE CLUB INC COMMON 05548J106 5975 234,776 SH SOLE 0 181,407.00 0 53,369.00 BP PLC ADR COMMON 055622104 172504 3,369,219 SH SOLE 0 3,161,248.00 0 207,971.00 BRT REALTY TRUST COMMON 055645303 773 32,400 SH SOLE 0 22,700.00 0 9,700.00 BRE PROPERTIES CL A COMMON 05564E106 35914 1,046,449 SH SOLE 0 660,489.00 0 382,460.00 BT GROUP PLC-ADS COMMON 05577E101 35 1,050 SH SOLE 0 1,050.00 0 0 BMC SOFTWARE INC COMMON 055921100 37947 1,941,033 SH SOLE 0 1,590,411.00 0 318,022.00 BAKER HUGHES INC COMMON 057224107 18244 500,096 SH SOLE 0 473,341.00 0 19,155.00 BALDOR ELECTRIC COMMON 057741100 62 2,700 SH SOLE 0 0 0 2,700.00 BALL CORP COMMON 058498106 44598 657,975 SH SOLE 0 605,015.00 0 48,560.00 BANCFIRST CORP COMMON 05945F103 416 7,500 SH SOLE 0 5,900.00 0 1,600.00 BANCO BILBAO VIZCAYA-SP ADR COMMON 05946K101 2 120 SH SOLE 0 120 0 0 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 105 2,250 SH SOLE 0 2,250.00 0 0 BANCO SANTANDER CEN ADR COMMON 05964H105 0 20 SH SOLE 0 20 0 0 BANCORPSOUTH INC COMMON 059692103 1685 77,000 SH SOLE 0 47,300.00 0 29,700.00 BANDAG INC COMMON 059815100 9302 186,900 SH SOLE 0 140,100.00 0 46,800.00 BANK OF AMERICA CORP COMMON 060505104 294062 3,631,293 SH SOLE 0 3,499,970.00 0 131,323.00 BANK OF GRANITE CORP COMMON 062401104 72 3,500 SH SOLE 0 3,500.00 0 0 BANK OF HAWAII CORP COMMON 062540109 862 18,600 SH SOLE 0 18,600.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- BANK OF MONTREAL COMMON 063671101 1214 29,300 SH SOLE 0 29,300.00 0 0 BANK OF THE OZARKS COMMON 063904106 66 2,400 SH SOLE 0 2,400.00 0 0 BANK OF NEW YORK CO INC COMMON 064057102 320452 10,173,065 SH SOLE 0 7,027,417.00 39,490.00 3,009,973.00 BANK OF NOVA SCOTIA COMMON 064149107 1382 25,600 SH SOLE 0 25,600.00 0 0 BANK ONE CORP COMMON 06423A103 88356 1,620,608 SH SOLE 0 1,592,266.00 0 28,342.00 BANKNORTH GROUP INC COMMON 06646R107 628 18,442 SH SOLE 0 18,442.00 0 0 BANNER CORPORATION COMMON 06652V109 129 4,400 SH SOLE 0 4,400.00 0 0 BARD (C.R.) INC COMMON 067383109 17848 182,796 SH SOLE 0 182,796.00 0 0 BARNES & NOBLE INC COMMON 067774109 7058 216,500 SH SOLE 0 197,500.00 0 11,400.00 BARRICK GOLD CORP COMMON 067901108 24579 1,033,600 SH SOLE 0 1,028,500.00 0 0 BARR PHARMACEUTICALS INC COMMON 068306109 50760 1,105,883 SH SOLE 0 1,105,883.00 0 0 BARRA INC COMMON 068313105 52 1,500 SH SOLE 0 0 0 1,500.00 BAUSCH & LOMB INC COMMON 071707103 2219 37,006 SH SOLE 0 36,466.00 0 540 BAXTER INTERNATIONAL INC COMMON 071813109 3500 113,298 SH SOLE 0 94,807.00 0 18,491.00 BAYER AG ADR COMMON 072730302 0 0 SH SOLE 0 0 0 0 BEA SYSTEMS INC COMMON 073325102 81478 6,405,468 SH SOLE 0 6,278,468.00 0 127,000.00 BEAR STEARNS COMPANIES INC COMMON 073902108 168670 1,923,705 SH SOLE 0 1,764,311.00 0 150,239.00 BEARINGPOINT INC COMMON 074002106 2 166 SH SOLE 0 166 0 0 BEBE STORES INC COMMON 075571109 1003 29,900 SH SOLE 0 18,700.00 0 11,200.00 BECKMAN COULTER INC COMMON 075811109 3334 61,131 SH SOLE 0 28,691.00 0 32,440.00 BECTON DICKINSON & CO COMMON 075887109 93863 1,936,121 SH SOLE 0 1,818,831.00 0 117,290.00 BED BATH & BEYOND INC COMMON 075896100 234328 5,592,547 SH SOLE 0 3,706,281.00 24,740.00 1,803,556.00 BEDFORD PROPERTY INVESTORS COMMON 076446301 6713 220,300 SH SOLE 0 206,400.00 0 13,900.00 BEDFORD PROPERTY 7.625%PFD SER PREFERR 076446608 4805 192,200 SH SOLE 0 192,200.00 0 0 BEL FUSE INC-CL B COMMON 077347300 16 500 SH SOLE 0 0 0 500 BELLSOUTH CORP COMMON 079860102 188809 6,818,680 SH SOLE 0 6,600,975.00 0 217,705.00 BELO CORPORATION COMMON 080555105 13197 475,410 SH SOLE 0 475,410.00 0 0 BEMIS COMPANY COMMON 081437105 4020 154,604 SH SOLE 0 142,304.00 0 7,500.00 BENCHMARK ELECTRONICS INC COMMON 08160H101 3751 119,150 SH SOLE 0 97,900.00 0 15,250.00 BERKLEY (WR) CORP COMMON 084423102 242 6,074 SH SOLE 0 4,182.00 0 1,892.00 BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 4978 1,600 SH SOLE 0 1,600.00 0 0 BERKSHIRE HILLS BANCORP INC COMMON 084680107 52 1,500 SH SOLE 0 1,500.00 0 0 BEST BUY COMPANY INC COMMON 086516101 6249 120,830 SH SOLE 0 115,469.00 0 5,361.00 BHP LTD-ADR COMMON 088606108 31091 1,655,519 SH SOLE 0 1,542,045.00 0 113,474.00 BIG LOTS INC COMMON 089302103 184 12,723 SH SOLE 0 12,723.00 0 0 BIOMET INC COMMON 090613100 21555 561,912 SH SOLE 0 459,605.00 0 102,307.00 BIOTECH HOLDERS TRUST COMMON 09067D201 7 52 SH SOLE 0 52 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- BIOVAIL CORP COMMON 09067J109 16 1,050 SH SOLE 0 1,050.00 0 0 BLACK & DECKER CORP COMMON 091797100 16988 298,343 SH SOLE 0 272,443.00 0 19,600.00 BLACK BOX CORPORATION COMMON 091826107 6498 121,600 SH SOLE 0 85,400.00 0 36,200.00 BLACKROCK INC COMMON 09247X101 2704 44,210 SH SOLE 0 24,250.00 0 19,960.00 BLOCK H & R INC COMMON 093671105 42513 833,101 SH SOLE 0 661,536.00 0 170,410.00 BLUE COAT SYSTEMS INC COMMON 09534T508 2186 40,800 SH SOLE 0 28,800.00 0 12,000.00 BLYTH INDUSTRIES INC COMMON 09643P108 147 4,500 SH SOLE 0 4,500.00 0 0 BOEING CO COMMON 097023105 18816 458,146 SH SOLE 0 440,131.00 0 18,015.00 BOISE CASCADE CORP COMMON 097383103 358 10,330 SH SOLE 0 10,330.00 0 0 BORDERS GROUP INC COMMON 099709107 3497 147,300 SH SOLE 0 138,100.00 0 5,500.00 BORG WARNER INC COMMON 099724106 857 10,100 SH SOLE 0 10,100.00 0 0 BOSTON BEER COMPANY INC CL A COMMON 100557107 398 21,600 SH SOLE 0 15,400.00 0 6,200.00 BOSTON PROPERTIES INC COMMON 101121101 181862 3,348,592 SH SOLE 0 2,097,228.00 0 1,238,864.00 BOSTON SCIENTIFIC CORP COMMON 101137107 182379 4,303,411 SH SOLE 0 4,123,195.00 0 170,616.00 BOYKIN LODGING COMPANY COMMON 103430104 87 9,400 SH SOLE 0 9,400.00 0 0 BRANDYWINE REALTY TRUST COMMON 105368203 22998 752,800 SH SOLE 0 679,500.00 0 72,000.00 BRASIL TELECOM PART SA ADR COMMON 105530109 204 5,960 SH SOLE 0 5,960.00 0 0 BRIGGS & STRATTON COMMON 109043109 14486 214,700 SH SOLE 0 146,000.00 0 68,700.00 BRIGHTPOINT INC COMMON 109473405 1223 79,700 SH SOLE 0 69,500.00 0 10,200.00 THE BRINK'S CO COMMON 109696104 3299 119,600 SH SOLE 0 75,300.00 0 44,300.00 BRISTOL-MYERS SQUIBB CO COMMON 110122108 79305 3,272,998 SH SOLE 0 2,874,972.00 0 396,036.00 BRITISH AIRWAYS PLC ADR COMMON 110419306 1 24 SH SOLE 0 24 0 0 BROADCOM CORP CL A COMMON 111320107 117354 3,008,311 SH SOLE 0 2,913,071.00 0 83,540.00 BROOKFIELD HOMES CORP COMMON 112723101 10190 290,400 SH SOLE 0 199,700.00 0 90,700.00 BROOKFIELD PROPERTIES CORP COMMON 112900105 32717 1,051,669 SH SOLE 0 640,529.00 0 402,140.00 BROOKSTONE INC COMMON 114537103 1760 64,500 SH SOLE 0 40,000.00 0 24,500.00 BROOKTROUT INC COMMON 114580103 4662 235,000 SH SOLE 0 150,500.00 0 84,500.00 BROWN FORMAN CORP CL B COMMON 115637209 629 13,207 SH SOLE 0 13,207.00 0 0 TOM BROWN INC COMMON 115660201 9062 241,000 SH SOLE 0 241,000.00 0 0 BROWN SHOE COMPANY INC COMMON 115736100 9468 259,900 SH SOLE 0 173,000.00 0 86,900.00 BRUNSWICK CORP COMMON 117043109 3443 84,315 SH SOLE 0 84,315.00 0 0 BRUSH ENGINEERED MATERIALS COMMON 117421107 3328 164,200 SH SOLE 0 111,400.00 0 52,800.00 BUILDING MATERIAL HOLDING CP COMMON 120113105 867 49,600 SH SOLE 0 35,200.00 0 14,400.00 BUNGE FINCORPCVT(BG) 144A 3.75 CONVERT120568AD2 21357 15,575,000 SH SOLE 0 2,575,000.00 0 13,000,000.00 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 51841 1,645,743 SH SOLE 0 1,564,643.00 0 60,500.00 BURLINGTON RESOURCES INC COMMON 122014103 11844 186,134 SH SOLE 0 186,109.00 0 25 C&D TECHNOLOGIES INC COMMON 124661109 8319 497,855 SH SOLE 0 424,255.00 0 73,600.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- C & F FINANCIAL CORP COMMON 12466Q104 440 10,800 SH SOLE 0 7,500.00 0 3,300.00 CBL & ASSOCIATES PROPERTIES COMMON 124830100 57316 934,400 SH SOLE 0 605,393.00 0 325,807.00 CBRL GROUP INC COMMON 12489V106 31393 791,955 SH SOLE 0 772,655.00 0 11,700.00 C-COR.NET CORPORATION COMMON 125010108 6159 439,300 SH SOLE 0 262,800.00 0 176,500.00 CDW CORP COMMON 12512N105 70588 1,044,053 SH SOLE 0 1,039,653.00 0 4,400.00 CEC ENTERTAINMENT INC COMMON 125137109 3958 114,050 SH SOLE 0 98,600.00 0 12,150.00 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 12515 301,573 SH SOLE 0 251,473.00 0 50,100.00 CIGNA CORP COMMON 125509109 18181 308,043 SH SOLE 0 238,687.00 0 68,921.00 CIT GROUP INC COMMON 125581108 4234 111,266 SH SOLE 0 108,066.00 0 3,200.00 CLECO CORPORATION COMMON 12561W105 8746 459,600 SH SOLE 0 310,000.00 0 149,600.00 CMS ENERGY CORP COMMON 125896100 1010 112,843 SH SOLE 0 112,843.00 0 0 CPI CORP COMMON 125902106 32 1,700 SH SOLE 0 0 0 1,700.00 CSS INDUSTRIES INC COMMON 125906107 979 29,450 SH SOLE 0 21,000.00 0 8,450.00 CNF INC COMMON 12612W104 2 57 SH SOLE 0 57 0 0 CNS INC COMMON 126136100 371 34,913 SH SOLE 0 32,313.00 0 2,600.00 CNET NETWORKS INC COMMON 12613R104 640 61,900 SH SOLE 0 47,900.00 0 14,000.00 CSX CORP COMMON 126408103 708 23,363 SH SOLE 0 23,363.00 0 0 CT COMMUNICATIONS INC COMMON 126426402 327 23,600 SH SOLE 0 14,800.00 0 8,800.00 CVS CORP COMMON 126650100 12940 366,581 SH SOLE 0 338,481.00 0 23,800.00 CABLEVISION SYSTEMS CL A COMMON 12686C109 34731 1,517,943 SH SOLE 0 1,517,943.00 0 0 CABOT CORP COMMON 127055101 148 4,500 SH SOLE 0 4,500.00 0 0 CABOT OIL & GAS CORP CL A COMMON 127097103 15286 500,200 SH SOLE 0 348,600.00 0 151,600.00 CADBURY SCHWEPPES PLC ADR COMMON 127209302 127720 3,972,627 SH SOLE 0 3,706,882.00 0 265,745.00 CADENCE DESIGN SYS INC COMMON 127387108 3 226 SH SOLE 0 226 0 0 CAL DIVE INTERNATIONAL INC COMMON 127914109 313 12,122 SH SOLE 0 12,122.00 0 0 CALIFORNIA AMPLIFIER INC COMMON 129900106 2 140 SH SOLE 0 0 140 0 CALLAWAY GOLF COMPANY COMMON 131193104 12172 641,303 SH SOLE 0 451,503.00 0 189,800.00 CALPINE CORPORATION COMMON 131347106 210 45,005 SH SOLE 0 45,005.00 0 0 CAMBIOR INC COMMON 13201L103 6260 2,000,000 SH SOLE 0 2,000,000.00 0 0 CAMCO FINANCIAL CORP COMMON 132618109 5 300 SH SOLE 0 100 0 200 CAMDEN NATIONAL CORP COMMON 133034108 783 24,500 SH SOLE 0 16,800.00 0 7,700.00 CAMDEN PROPERTY TRUST COMMON 133131102 7971 177,330 SH SOLE 0 176,600.00 0 730 CAMPBELL SOUP CO COMMON 134429109 13654 500,684 SH SOLE 0 454,884.00 0 37,900.00 CAN IMPERIAL BK OF COMMERCE COMMON 136069101 17228 256,500 SH SOLE 0 256,500.00 0 0 CANADIAN NATL RAILWAY CO COMMON 136375102 1044 26,550 SH SOLE 0 26,550.00 0 0 CANADIAN NATURAL RESOURCES COMMON 136385101 266 4,801 SH SOLE 0 4,801.00 0 0 CANDELA CORP COMMON 136907102 5812 422,700 SH SOLE 0 279,900.00 0 142,800.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- CANON INC- SP ADR COMMON 138006309 115428 2,228,343 SH SOLE 0 2,099,234.00 0 129,109.00 CAPITAL AUTOMOTIVE REIT COMMON 139733109 8863 251,000 SH SOLE 0 219,200.00 0 31,800.00 CAPITAL CORP OF THE WEST COMMON 140065103 430 11,000 SH SOLE 0 7,600.00 0 3,400.00 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 60813 806,222 SH SOLE 0 748,097.00 0 57,375.00 CAPITAL PROPERTIES INC-CL A COMMON 140430109 0 27 SH SOLE 0 0 0 27 CAPITOL BANCORP LTD COMMON 14056D105 358 13,200 SH SOLE 0 9,000.00 0 4,200.00 CAPTARIS INC COMMON 14071N104 164 29,900 SH SOLE 0 20,500.00 0 9,400.00 CARDINAL HEALTH INC COMMON 14149Y108 20589 298,822 SH SOLE 0 286,459.00 0 12,363.00 CAREER EDUCATION CORP COMMON 141665109 49119 868,600 SH SOLE 0 868,600.00 0 0 CAREMARK RX INC COMMON 141705103 115533 3,474,673 SH SOLE 0 3,425,438.00 0 49,235.00 CARLISLE COS INC COMMON 142339100 7744 136,700 SH SOLE 0 95,200.00 0 41,500.00 CARNIVAL CORP COMMON 143658300 49539 1,103,066 SH SOLE 0 984,527.00 0 118,539.00 CARPENTER TECHNOLOGY COMMON 144285103 9151 278,300 SH SOLE 0 195,600.00 0 82,700.00 CARRAMERICA REALTY CORP COMMON 144418100 56732 1,673,510 SH SOLE 0 1,043,589.00 0 623,521.00 CASCADE CORP COMMON 147195101 1531 75,400 SH SOLE 0 52,600.00 0 22,800.00 CASCADE NATURAL GAS CORP COMMON 147339105 1789 82,100 SH SOLE 0 55,500.00 0 26,600.00 CASELLA WASTE SYSTEMS INC CL A COMMON 147448104 7 500 SH SOLE 0 500 0 0 CATERPILLAR INC COMMON 149123101 137437 1,738,173 SH SOLE 0 1,677,573.00 0 47,400.00 CATO CORP CL A COMMON 149205106 28 1,400 SH SOLE 0 0 0 1,400.00 CAVCO INDUSTRIES INC COMMON 149568107 0 0 SH SOLE 0 0 0 0 CEDAR FAIR LP COMMON 150185106 3490 99,800 SH SOLE 0 99,800.00 0 0 CELL THERAPEUTICS INC COMMON 150934107 246 29,118 SH SOLE 0 0 0 29,118.00 CELGENE CORP COMMON 151020104 18341 384,916 SH SOLE 0 0 0 384,916.00 CEMEX SA ADR COMMON 151290889 107 3,581 SH SOLE 0 3,581.00 0 0 CENDANT CORP COMMON 151313103 31751 1,301,794 SH SOLE 0 1,277,244.00 0 24,550.00 CENTENNIAL COMMUNCTNS CORP NEW COMMON 15133V208 5 800 SH SOLE 0 800 0 0 CENTER FINANCIAL CORP COMMON 15146E102 129 8,100 SH SOLE 0 7,700.00 0 400 CENTERPOINT PROPERTIES CORP COMMON 151895109 123442 1,496,266 SH SOLE 0 968,785.00 0 522,481.00 CENTERPOINT ENERGY INC COMMON 15189T107 1915 167,535 SH SOLE 0 160,185.00 0 7,350.00 CENTEX CORP COMMON 152312104 68753 1,271,795 SH SOLE 0 1,218,695.00 0 37,300.00 CENTURY ALUMINUM COMPANY COMMON 156431108 7326 259,500 SH SOLE 0 179,800.00 0 79,700.00 CENTURYTEL INC COMMON 156700106 13971 508,210 SH SOLE 0 385,083.00 0 122,297.00 CERIDIAN CORP-NEW COMMON 156779100 6299 319,598 SH SOLE 0 319,598.00 0 0 CERNER CORP COMMON 156782104 334 7,400 SH SOLE 0 4,600.00 0 2,800.00 CERTEGY INC COMMON 156880106 1689 48,222 SH SOLE 0 48,222.00 0 0 CHAMPION ENTERPRISES INC COMMON 158496109 160 15,100 SH SOLE 0 15,100.00 0 0 CHARLES RIVER LABORATORIES COMMON 159864107 1 24 SH SOLE 0 24 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- CHARTER ONE FIN INC COMMON 160903100 16314 461,366 SH SOLE 0 417,766.00 0 27,500.00 CHARTERED SEMICONDUCTOR MFG AD COMMON 16133R106 10665 1,134,600 SH SOLE 0 1,134,600.00 0 0 CHATTEM INC COMMON 162456107 5106 198,900 SH SOLE 0 143,500.00 0 55,400.00 CHECKFREE CORP COMMON 162813109 7159 243,000 SH SOLE 0 214,700.00 0 17,000.00 CHECKPOINT SYSTEMS INC COMMON 162825103 1058 56,000 SH SOLE 0 32,600.00 0 23,400.00 CHELSEA PROPERTY GROUP INC COMMON 163421100 191418 3,041,275 SH SOLE 0 1,890,169.00 0 1,139,606.00 CHESAPEAKE CORP COMMON 165159104 1463 61,300 SH SOLE 0 43,600.00 0 17,700.00 CHESAPEAKE ENERGY CORP COMMON 165167107 1 67 SH SOLE 0 67 0 0 CHESAPEAKE UTILITIES CORP COMMON 165303108 546 21,300 SH SOLE 0 14,500.00 0 6,800.00 CHEVRONTEXACO CORP COMMON 166764100 92107 1,049,296 SH SOLE 0 861,083.00 0 187,413.00 CHICO'S FAS INC COMMON 168615102 1362 29,353 SH SOLE 0 29,353.00 0 0 CHINA UNICOM LTD ADR COMMON 16945R104 259 28,800 SH SOLE 0 28,800.00 0 0 CHOICE HOTELS INTL INC COMMON 169905106 10626 237,500 SH SOLE 0 168,300.00 0 69,200.00 CHIQUITA BRANDS INTL COMMON 170032809 12810 614,400 SH SOLE 0 456,100.00 0 158,300.00 CHIRON CORP COMMON 170040109 23839 541,665 SH SOLE 0 511,665.00 0 22,200.00 CHIRON CORPCVT(CHIR) 144A 1.625 CONVERT 170040AF6 19611 19,250,000 SH SOLE 0 2,775,000.00 0 16,475,000.00 CHORDIANT SOFTWARE INC COMMON 170404107 6140 1,171,800 SH SOLE 0 1,171,800.00 0 0 CHUBB CORP COMMON 171232101 22391 333,067 SH SOLE 0 259,300.00 0 73,172.00 CHUNGHWA TELECOM CO LTD ADR COMMON 17133Q205 1 53 SH SOLE 0 53 0 0 CHURCHILL DOWNS INC COMMON 171484108 7436 191,750 SH SOLE 0 191,750.00 0 0 CIBER INC COMMON 17163B102 4 351 SH SOLE 0 351 0 0 CIENA CORP COMMON 171779101 11541 2,322,120 SH SOLE 0 2,322,120.00 0 0 CINCINNATI BELL INC COMMON 171871106 4898 1,203,500 SH SOLE 0 811,700.00 0 391,800.00 CINCINNATI FINANCIAL CORP COMMON 172062101 850 19,554 SH SOLE 0 19,554.00 0 0 CINERGY CORP COMMON 172474108 10482 256,343 SH SOLE 0 236,343.00 0 20,000.00 CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 260 22,967 SH SOLE 0 22,967.00 0 0 CIRCOR INTERNATIONAL INC COMMON 17273K109 380 16,800 SH SOLE 0 10,300.00 0 6,500.00 CIRRUS LOGIC INC COMMON 172755100 2883 380,300 SH SOLE 0 240,400.00 0 139,900.00 CISCO SYSTEMS INC COMMON 17275R102 1060745 45,004,050 SH SOLE 0 34,282,110.00 129,350.00 10,288,980.00 CITADEL BROADCASTING CORP COMMON 17285T106 1440 82,500 SH SOLE 0 82,500.00 0 0 CINTAS CORP COMMON 172908105 25073 576,532 SH SOLE 0 546,808.00 0 29,724.00 CITIGROUP INC COMMON 172967101 1257187 24,316,960 SH SOLE 0 18,826,367.00 63,244.00 5,277,539.00 CITIZENS COMMUNICATIONS CO COMMON 17453B101 400 30,945 SH SOLE 0 30,945.00 0 0 CITRIX SYSTEMS INC COMMON 177376100 1828 84,559 SH SOLE 0 79,959.00 0 4,600.00 CITY HOLDING CO COMMON 177835105 2819 81,500 SH SOLE 0 55,700.00 0 25,800.00 CLAIRE'S STORES INC COMMON 179584107 22603 1,084,590 SH SOLE 0 902,400.00 0 169,290.00 CLARCOR INC COMMON 179895107 322 7,300 SH SOLE 0 5,100.00 0 2,200.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 76808 1,813,657 SH SOLE 0 1,776,992.00 0 34,165.00 CLEVELAND-CLIFFS INC COMMON 185896107 654 10,000 SH SOLE 0 5,200.00 0 4,800.00 CLOROX COMPANY COMMON 189054109 29520 603,561 SH SOLE 0 486,208.00 0 116,563.00 CLOSURE MEDICAL CORPORATION COMMON 189093107 1867 67,900 SH SOLE 0 49,400.00 0 18,500.00 COACH INC COMMON 189754104 44394 1,083,049 SH SOLE 0 880,474.00 0 202,575.00 COCA-COLA COMPANY COMMON 191216100 201293 4,001,848 SH SOLE 0 2,282,273.00 0 1,718,755.00 COCA-COLA ENTERPRISES COMMON 191219104 1687 69,788 SH SOLE 0 66,963.00 0 2,825.00 COCA-COLA FEMSA SA DE CV ADR COMMON 191241108 3829 158,930 SH SOLE 0 158,930.00 0 0 COGNEX CORP COMMON 192422103 2131 64,100 SH SOLE 0 40,100.00 0 24,000.00 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 24029 531,023 SH SOLE 0 531,023.00 0 0 COGNOS INC COMMON 19244C109 12328 396,923 SH SOLE 0 396,923.00 0 0 COINSTAR INC COMMON 19259P300 521 33,000 SH SOLE 0 20,600.00 0 12,400.00 COLGATE-PALMOLIVE CO COMMON 194162103 3307 60,018 SH SOLE 0 59,968.00 0 50 COLLAGENEX PHARMACEUTICALS INC COMMON 19419B100 248 18,600 SH SOLE 0 18,600.00 0 0 COLONIAL PROPERTIES TRUST COMMON 195872106 33712 826,278 SH SOLE 0 826,278.00 0 0 COLUMBIA BANKING SYSTEM INC COMMON 197236102 2320 82,900 SH SOLE 0 57,800.00 0 25,100.00 COLUMBIA SPORTSWEAR CO COMMON 198516106 1285 23,200 SH SOLE 0 23,200.00 0 0 UNIBANCO-UNIAO DE BANCOS BRASL COMMON 2000815 229 9,369 SH SOLE 0 9,369.00 0 0 COMCAST CORP CL A COMMON 20030N101 83510 2,903,670 SH SOLE 0 2,754,859.00 0 148,811.00 COMCAST CORP SPECIAL CL A COMMON 20030N200 1473 52,881 SH SOLE 0 52,881.00 0 0 COMERICA INC COMMON 200340107 1041 19,168 SH SOLE 0 19,168.00 0 0 COMMERCE BANCSHARES INC COMMON 200525103 1135 23,800 SH SOLE 0 23,800.00 0 0 COMMERCIAL FEDERAL CORP COMMON 201647104 12710 460,500 SH SOLE 0 311,800.00 0 148,700.00 COMMERCIAL NET LEASE REALTY COMMON 202218103 30620 1,550,400 SH SOLE 0 1,550,400.00 0 0 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 2067 50,400 SH SOLE 0 31,300.00 0 19,100.00 COMMUNITY HEALTH SYSTEMS COMMON 203668108 25709 923,780 SH SOLE 0 868,030.00 0 55,750.00 COMMUNITY FIRST BANKSHARES COMMON 203902101 180 5,610 SH SOLE 0 5,610.00 0 0 COMMUNITY TRUST BANCORP INC COMMON 204149108 1342 40,660 SH SOLE 0 28,640.00 0 12,020.00 COMPANHIA ENERGETICA DE MINAS COMMON 204409601 155 8,900 SH SOLE 0 8,900.00 0 0 COMPANHIA BRASILEIRA DE DISTRB COMMON 20440T201 74 3,500 SH SOLE 0 3,500.00 0 0 COMPANHIA VALE DO RIO DOCE ADR COMMON 204412100 141 3,000 SH SOLE 0 3,000.00 0 0 COMPANHIA DE BEBIDAS ADR COMMON 20441W203 5270 263,480 SH SOLE 0 263,480.00 0 0 COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 10115 350,000 SH SOLE 0 350,000.00 0 0 COMPASS BANCSHARES INC COMMON 20449H109 1 25 SH SOLE 0 25 0 0 COMPUCREDIT CORP COMMON 20478N100 5378 254,400 SH SOLE 0 180,800.00 0 73,600.00 COMPUTER ASSOCIATES INTL INC COMMON 204912109 88472 3,293,807 SH SOLE 0 3,052,595.00 0 228,617.00 COMPUTER SCIENCES CORP COMMON 205363104 26279 651,595 SH SOLE 0 556,735.00 0 94,860.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- COMPUWARE CORP COMMON 205638109 460 62,086 SH SOLE 0 62,086.00 0 0 COMSTOCK RESOURCES INC COMMON 205768203 8884 447,100 SH SOLE 0 313,000.00 0 134,100.00 COMTECH TELECOMMUNICATIONS COMMON 205826209 3805 164,000 SH SOLE 0 102,700.00 0 61,300.00 COMVERSE TECHNOLOGY INC COMMON 205862402 102912 5,673,228 SH SOLE 0 5,640,628.00 0 21,600.00 CONAGRA FOODS INC COMMON 205887102 1794 66,578 SH SOLE 0 66,578.00 0 0 CONCORD COMMUNICATIONS INC COMMON 206186108 528 36,100 SH SOLE 0 20,500.00 0 15,600.00 CONEXANT SYSTEMS INC COMMON 207142100 8664 1,413,300 SH SOLE 0 1,413,300.00 0 0 CONNECTICS CORP COMMON 208192104 17713 804,400 SH SOLE 0 804,400.00 0 0 CONOCOPHILLIPS COMMON 20825C104 20491 293,528 SH SOLE 0 293,465.00 0 63 CONSOL ENERGY INC COMMON 20854P109 8898 332,000 SH SOLE 0 332,000.00 0 0 CONSOLIDATED EDISON INC COMMON 209115104 1085 24,599 SH SOLE 0 24,599.00 0 0 CONSOLIDATED GRAPHICS INC COMMON 209341106 2584 67,213 SH SOLE 0 45,600.00 0 21,613.00 CONSTELLATION BRANDS INC CL A COMMON 21036P108 15 475 SH SOLE 0 475 0 0 CONSTELLATION ENERGY GROUP COMMON 210371100 68678 1,719,090 SH SOLE 0 1,594,545.00 0 112,745.00 CONVERGYS CORP COMMON 212485106 7245 476,631 SH SOLE 0 430,781.00 0 29,350.00 PEPSICO(CNVTLT)CVT PV 144A 2.0 1 CONVERT 212573AA7 14302 14,125,000 SH SOLE 0 2,125,000.00 0 12,000,000.00 COOPER CAMERON CORP COMMON 216640102 8104 183,975 SH SOLE 0 183,975.00 0 0 COOPER TIRE & RUBBER COMMON 216831107 1280 63,513 SH SOLE 0 42,213.00 0 21,300.00 COORS (ADOLPH) CL B COMMON 217016104 275 3,961 SH SOLE 0 3,961.00 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 18261 553,200 SH SOLE 0 553,200.00 0 0 CORIXA CORP COMMON 21887F100 192 29,942 SH SOLE 0 0 0 29,942.00 CORN PRODUCTS INTL INC COMMON 219023108 76 1,900 SH SOLE 0 200 0 1,700.00 CORNERSTONE REALTY INCOME TR COMMON 21922V102 3647 390,100 SH SOLE 0 303,500.00 0 86,600.00 CORNING INC COMMON 219350105 63424 5,672,970 SH SOLE 0 5,672,970.00 0 0 CORNING INC CVT (GLW) 3.5 11-01 CONVERT 219350AK1 7944 6,200,000 SH SOLE 0 875,000.00 0 5,325,000.00 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 12098 257,400 SH SOLE 0 250,600.00 0 4,100.00 CORPORATE OFFICE PROPERTIES COMMON 22002T108 420 16,800 SH SOLE 0 16,800.00 0 0 CORRECTIONS CORP OF AMERICA COMMON 22025Y407 9 266 SH SOLE 0 266 0 0 CORUS BANCSHARES INC COMMON 220873103 4057 100,700 SH SOLE 0 68,300.00 0 32,400.00 COSI INC COMMON 22122P101 3918 699,713 SH SOLE 0 0 0 699,713.00 COSTCO WHOLESALE CORP COMMON 22160K105 5275 140,263 SH SOLE 0 131,663.00 0 8,600.00 COSTCO WHOLESALE(COST) CVT. 0.0 CONVERT 22160QAC6 28828 33,375,000 SH SOLE 0 4,725,000.00 0 28,650,000.00 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 74748 779,438 SH SOLE 0 768,418.00 0 11,020.00 COUSINS PROPERTIES INC COMMON 222795106 11785 359,400 SH SOLE 0 267,000.00 0 92,400.00 COVANSYS CORPORATION COMMON 22281W103 2286 196,700 SH SOLE 0 133,300.00 0 63,400.00 COVENANT TRANSPORT INC CL A COMMON 22284P105 11 600 SH SOLE 0 600 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 85559 2,021,236 SH SOLE 0 1,972,186.00 0 32,700.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- COX COMMUNICATIONS INC CL A COMMON 224044107 106521 3,370,905 SH SOLE 0 3,304,335.00 0 66,570.00 COX RADIO INC CL A COMMON 224051102 5133 240,997 SH SOLE 0 178,587.00 0 62,410.00 CRANE CO COMMON 224399105 1943 58,882 SH SOLE 0 58,882.00 0 0 CRESCENT REAL ESTATE EQT CO COMMON 225756105 13212 735,200 SH SOLE 0 735,200.00 0 0 CROSS TIMBERS ROYALTY TRUST COMMON 22757R109 0 1 SH SOLE 0 0 0 0 CROWN CASTLE INTL CORP COMMON 228227104 7714 610,800 SH SOLE 0 534,600.00 0 45,900.00 CROWN HOLDINGS INC COMMON 228368106 197 21,100 SH SOLE 0 21,100.00 0 0 CISCO SYS(EXCHTR) 144A CVT 0.01 CONVERT 22943BAA7 28457 19,550,000 SH SOLE 0 2,250,000.00 0 17,300,000.00 CUMMINS ENGINE COMMON 231021106 11218 191,931 SH SOLE 0 191,931.00 0 0 CURTISS-WRIGHT CORP COMMON 231561101 94 2,000 SH SOLE 0 0 0 2,000.00 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 52039 2,542,206 SH SOLE 0 2,401,506.00 0 84,700.00 CYTEC INDUSTRIES INC COMMON 232820100 146 4,100 SH SOLE 0 4,100.00 0 0 DJ ORTHOPEDICS INC COMMON 23325G104 3441 133,100 SH SOLE 0 89,700.00 0 43,400.00 DPL INC COMMON 233293109 2426 129,400 SH SOLE 0 129,400.00 0 0 DST SYSTEMS INC COMMON 233326107 78288 1,726,300 SH SOLE 0 1,726,300.00 0 0 DSP GROUP INC COMMON 23332B106 3839 148,800 SH SOLE 0 90,400.00 0 58,400.00 DTE ENERGY COMPANY COMMON 233331107 2754 66,922 SH SOLE 0 66,502.00 0 420 DADE BEHRING HOLDINGS INC COMMON 23342J206 6841 153,800 SH SOLE 0 92,500.00 0 61,300.00 DANA CORP COMMON 235811106 2113 106,406 SH SOLE 0 94,106.00 0 7,400.00 DANAHER CORP COMMON 235851102 19150 205,093 SH SOLE 0 174,373.00 0 30,720.00 DARDEN RESTAURANTS INC COMMON 237194105 445 17,942 SH SOLE 0 17,942.00 0 0 DATASTREAM SYSTEMS INC COMMON 238124101 338 47,200 SH SOLE 0 29,700.00 0 17,500.00 DAVE & BUSTER'S INC COMMON 23833N104 2400 159,500 SH SOLE 0 112,400.00 0 47,100.00 DAVITA INC COMMON 23918K108 13395 280,524 SH SOLE 0 266,224.00 0 8,600.00 DEAN FOODS CO COMMON 242370104 56 1,676 SH SOLE 0 1,100.00 0 576 DEERE & CO COMMON 244199105 317817 4,585,439 SH SOLE 0 3,278,838.00 15,810.00 1,252,341.00 DEL MONTE FOODS CO COMMON 24522P103 2 163 SH SOLE 0 163 0 0 DELL INC COMMON 24702R101 502106 14,934,750 SH SOLE 0 10,491,915.00 52,510.00 4,267,165.00 DELPHI CORP COMMON 247126105 814 81,700 SH SOLE 0 74,650.00 0 7,050.00 DELTA AIR LINES INC COMMON 247361108 403 50,870 SH SOLE 0 50,870.00 0 0 DELUXE CORP COMMON 248019101 10620 264,834 SH SOLE 0 205,070.00 0 59,359.00 DENDRITE INTERNATIONAL INC COMMON 248239105 10561 659,679 SH SOLE 0 572,679.00 0 87,000.00 DENDREON CORP COMMON 24823Q107 6448 484,800 SH SOLE 0 484,800.00 0 0 DENTSPLY INTERNATIONAL INC COMMON 249030107 71 1,600 SH SOLE 0 1,600.00 0 0 DEPARTMENT 56 INC COMMON 249509100 872 59,000 SH SOLE 0 41,800.00 0 17,200.00 DEUTSCHE TELEKOM AG ADR COMMON 251566105 2 90 SH SOLE 0 90 0 0 DEVELOPERS DIVERS REALTY CRP COMMON 251591103 161270 3,991,825 SH SOLE 0 2,453,598.00 0 1,522,327.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- DEVON ENERGY CORPORATION COMMON 25179M103 48305 830,694 SH SOLE 0 672,479.00 0 157,580.00 DIAGEO PLC ADR COMMON 25243Q205 114848 2,171,854 SH SOLE 0 2,034,655.00 0 137,199.00 DIAMOND OFFSHORE DRILLING COMMON 25271C102 6602 272,913 SH SOLE 0 211,240.00 0 60,413.00 DIEBOLD INC COMMON 253651103 18 371 SH SOLE 0 371 0 0 DIGENE CORP COMMON 253752109 4098 119,200 SH SOLE 0 74,700.00 0 44,500.00 DIGI INTERNATIONAL INC COMMON 253798102 2834 287,100 SH SOLE 0 182,300.00 0 104,800.00 DIGITAL INSIGHT COMMON 25385P106 414 20,000 SH SOLE 0 0 0 20,000.00 DIGITAL RIVER INC COMMON 25388B104 7 300 SH SOLE 0 300 0 0 DIGITAS INC COMMON 25388K104 920 89,400 SH SOLE 0 65,300.00 0 24,100.00 DIGITAL THEATER SYSTEMS INC COMMON 25389G102 6198 242,100 SH SOLE 0 242,100.00 0 0 DIME COMMUNITY BANCSHARES COMMON 253922108 882 43,350 SH SOLE 0 38,150.00 0 5,200.00 DILLARDS INC CL A COMMON 254067101 2752 143,651 SH SOLE 0 105,051.00 0 38,600.00 DIONEX CORP COMMON 254546104 760 14,400 SH SOLE 0 8,500.00 0 5,900.00 DISCOVERY PARTNERS INTL COMMON 254675101 753 122,431 SH SOLE 0 0 0 122,431.00 THE WALT DISNEY CO COMMON 254687106 80059 3,203,622 SH SOLE 0 3,058,512.00 0 145,110.00 WALT DISNEY CO CVT(DIS) 2.125 04 CONVERT 254687AU0 22597 20,450,000 SH SOLE 0 3,000,000.00 0 17,450,000.00 DITECH COMMUNICATIONS CORP COMMON 25500M103 3942 236,500 SH SOLE 0 148,100.00 0 88,400.00 DOLLAR GENERAL COMMON 256669102 2171 113,056 SH SOLE 0 107,656.00 0 5,400.00 DOLLAR TREE STORES INC COMMON 256747106 402 13,040 SH SOLE 0 13,040.00 0 0 DOMINION RESOURCES INC/VA COMMON 25746U109 17435 271,157 SH SOLE 0 271,157.00 0 0 DONALDSON CO INC COMMON 257651109 1850 69,734 SH SOLE 0 30,934.00 0 38,800.00 DONNELLEY (R.R.) & SONS CO COMMON 257867101 2822 93,292 SH SOLE 0 85,587.00 0 7,705.00 DORAL FINANCIAL CORP COMMON 25811P100 9470 269,030 SH SOLE 0 236,130.00 0 19,800.00 DOVER CORP COMMON 260003108 15847 408,741 SH SOLE 0 391,896.00 0 16,845.00 DOW CHEMICAL COMMON 260543103 10589 262,896 SH SOLE 0 250,396.00 0 12,500.00 DOW JONES & CO INC COMMON 260561105 481 10,040 SH SOLE 0 9,795.00 0 245 DREW INDUSTRIES INC COMMON 26168L205 814 23,200 SH SOLE 0 14,500.00 0 8,700.00 DRIL-QUIP COMMON 262037104 1315 80,000 SH SOLE 0 60,300.00 0 19,700.00 DU PONT (E.I.) DE NEMOURS COMMON 263534109 231158 5,475,078 SH SOLE 0 3,553,796.00 19,920.00 1,839,802.00 DUCOMMUN INC COMMON 264147109 968 41,400 SH SOLE 0 29,100.00 0 12,300.00 DUKE ENERGY CORP COMMON 264399106 2889 127,820 SH SOLE 0 127,820.00 0 0 DUKE REALTY CORP COMMON 264411505 4479 129,000 SH SOLE 0 129,000.00 0 0 DUN & BRADSTREET CORP-NEW COMMON 26483E100 6709 125,400 SH SOLE 0 125,400.00 0 0 DURA AUTOMOTIVE SYSTEMS INC COMMON 265903104 1969 149,600 SH SOLE 0 101,700.00 0 47,900.00 DYNEGY INC CL A COMMON 26816Q101 162 41,024 SH SOLE 0 41,024.00 0 0 EMC CORP/MASS COMMON 268648102 323446 23,765,328 SH SOLE 0 20,402,444.00 36,140.00 3,154,484.00 ENSCO INTERNATIONAL INC COMMON 26874Q100 1962 69,661 SH SOLE 0 69,511.00 0 150

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- ENI SPA ADR COMMON 26874R108 215446 2,134,190 SH SOLE 0 2,025,298.00 0 108,892.00 EOG RESOURCES INC COMMON 26875P101 4016 87,507 SH SOLE 0 87,507.00 0 0 E.ON AG ADR COMMON 268780103 5 75 SH SOLE 0 75 0 0 ESS TECHNOLOGY COMMON 269151106 8056 549,500 SH SOLE 0 349,900.00 0 199,600.00 E*TRADE FINANCIAL CORPORATION COMMON 269246104 3561 266,779 SH SOLE 0 265,029.00 0 1,750.00 EARTHLINK INC COMMON 270321102 4870 549,000 SH SOLE 0 480,100.00 0 41,500.00 EASTGROUP PROPERTIES COMMON 277276101 405 11,400 SH SOLE 0 11,400.00 0 0 EASTMAN CHEMICAL COMPANY COMMON 277432100 223356 5,233,281 SH SOLE 0 3,250,890.00 24,980.00 1,898,841.00 EASTMAN KODAK CO COMMON 277461109 27513 1,051,333 SH SOLE 0 938,817.00 0 77,716.00 EASTMANKODAKCVT(EK) 144A 3.37 CONVERT 2774618X0 20350 17,600,000 SH SOLE 0 2,525,000.00 0 15,075,000.00 EATON CORP COMMON 278058102 450205 8,012,186 SH SOLE 0 5,281,618.00 36,210.00 2,609,088.00 EATON VANCE CORP COMMON 278265103 10292 270,000 SH SOLE 0 270,000.00 0 0 EBAY INC COMMON 278642103 297469 4,293,723 SH SOLE 0 3,300,828.00 15,050.00 942,585.00 ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 68287 2,085,098 SH SOLE 0 2,018,598.00 0 66,500.00 ECOLAB INC COMMON 278865100 797 27,948 SH SOLE 0 27,948.00 0 0 ECOLLEGE.COM INC COMMON 27887E100 1263 60,500 SH SOLE 0 38,100.00 0 22,400.00 EDISON INTERNATIONAL COMMON 281020107 83048 3,419,005 SH SOLE 0 3,286,755.00 0 106,650.00 EDWARDS (A.G.) INC COMMON 281760108 27 700 SH SOLE 0 700 0 0 EFUNDS CORP COMMON 28224R101 274 16,700 SH SOLE 0 700 0 16,000.00 EL PASO CORPORATION COMMON 28336L109 836 117,589 SH SOLE 0 117,589.00 0 0 EL PASO ELECTRIC COMPANY COMMON 283677854 1439 104,000 SH SOLE 0 71,000.00 0 33,000.00 ELAN CORP PLC ADR COMMON 284131208 46737 2,266,600 SH SOLE 0 2,266,600.00 0 0 ELECTRO RENT CORP COMMON 285218103 436 42,800 SH SOLE 0 29,500.00 0 13,300.00 ELECTRONIC ARTS INC COMMON 285512109 46529 865,814 SH SOLE 0 865,334.00 0 480 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2279 117,781 SH SOLE 0 112,181.00 0 5,600.00 ELECTRONICS FOR IMAGING COMMON 286082102 4027 163,900 SH SOLE 0 138,700.00 0 21,700.00 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 986 77,300 SH SOLE 0 48,500.00 0 28,800.00 EMERSON ELECTRIC CO COMMON 291011104 211506 3,529,808 SH SOLE 0 2,382,911.00 14,295.00 1,099,137.00 EMMIS COMMUNICATIONS CL A COMMON 291525103 921 38,700 SH SOLE 0 26,000.00 0 12,700.00 EMULEX CORP COMMON 292475209 31843 1,495,696 SH SOLE 0 1,470,316.00 0 25,380.00 ENCANA CORP COMMON 292505104 194219 3,736,184 SH SOLE 0 3,617,434.00 0 113,450.00 ENBRIDGE INC COMMON 29250N105 334 8,200 SH SOLE 0 8,200.00 0 0 ENBRIDGE ENERGY MANAGEMENT L COMMON 29250X103 4456 90,065 SH SOLE 0 90,065.00 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 2220 216,000 SH SOLE 0 134,900.00 0 81,100.00 ENDESA ADR COMMON 29258N107 136485 7,486,809 SH SOLE 0 7,028,420.00 0 458,389.00 ENDWAVE CORPORATION COMMON 29264A206 1523 160,167 SH SOLE 0 0 0 160,167.00 ENDO PHARMACEUTICAL HOLDINGS I COMMON 29264F205 36 1,475 SH SOLE 0 1,475.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- ENERGY EAST CORPORATION COMMON 29266M109 2160 85,172 SH SOLE 0 85,172.00 0 0 ENERGIZER HOLDINGS INC COMMON 29266R108 47909 1,026,100 SH SOLE 0 986,500.00 0 32,600.00 ENGELHARD CORP COMMON 292845104 29690 993,322 SH SOLE 0 944,482.00 0 39,540.00 ENESCO GROUP COMMON 292973104 15 1,300 SH SOLE 0 0 0 1,300.00 ENTERGY CORP COMMON 29364G103 10733 180,391 SH SOLE 0 180,261.00 0 130 ENTERTAINMENT PROPERTIES TR COMMON 29380T105 22108 540,400 SH SOLE 0 523,300.00 0 17,100.00 ENZO BIOCHEM INC COMMON 294100102 3004 178,499 SH SOLE 0 106,199.00 0 72,300.00 EON LABS INC COMMON 2.94E+104 11222 167,300 SH SOLE 0 158,600.00 0 5,200.00 EPICOR SOFTWARE CORP COMMON 29426L108 2524 191,500 SH SOLE 0 120,500.00 0 71,000.00 EQUANT NV NY REG SH COMMON 294409107 6 586 SH SOLE 0 0 0 586 EQUIFAX INC COMMON 294429105 4241 164,267 SH SOLE 0 154,367.00 0 9,900.00 EQUITABLE RESOURCES INC COMMON 294549100 4442 100,000 SH SOLE 0 100,000.00 0 0 EQUITY INNS INC COMMON 294703103 5398 586,700 SH SOLE 0 440,900.00 0 145,800.00 EQUITY OFFICE PROPERTIES TR COMMON 294741103 52501 1,817,270 SH SOLE 0 1,161,196.00 0 650,674.00 EQUITY ONE INC COMMON 294752100 1440 74,900 SH SOLE 0 74,900.00 0 0 EQUITY RESIDENTIAL COMMON 29476L107 87007 2,914,822 SH SOLE 0 1,689,163.00 0 1,213,559.00 ERESEARCH TECHNOLOGY INC COMMON 29481V108 8118 289,400 SH SOLE 0 242,800.00 0 46,600.00 ERICSSON (LM) TEL ADR COMMON 294821608 53663 1,933,100 SH SOLE 0 1,933,100.00 0 0 ESSEX PROPERTY TRUST INC COMMON 297178105 101452 1,548,885 SH SOLE 0 977,044.00 0 566,641.00 DELHAIZE LE LION ADR COMMON 29759W101 53343 1,146,905 SH SOLE 0 1,146,905.00 0 0 ETHYL CORP COMMON 297659609 1842 93,000 SH SOLE 0 70,800.00 0 22,200.00 EVERGREEN RES INC COMMON 299900308 2299 66,940 SH SOLE 0 31,560.00 0 35,380.00 EXCEL TECHNOLOGY INC COMMON 30067T103 321 10,200 SH SOLE 0 6,400.00 0 3,800.00 EXELON CORPORATION COMMON 30161N101 57935 841,223 SH SOLE 0 826,588.00 0 14,635.00 EXELIXIS INC COMMON 30161Q104 61 7,126 SH SOLE 0 7,126.00 0 0 EXPEDITORS INTL WASH INC COMMON 302130109 558 14,170 SH SOLE 0 14,170.00 0 0 EXPRESS SCRIPTS INC -COMMON COMMON 302182100 631 8,463 SH SOLE 0 8,463.00 0 0 EXPRESSJET HOLDINGS COMMON 30218U108 14206 1,142,000 SH SOLE 0 780,900.00 0 361,100.00 EXTENDED STAY AMERICA INC COMMON 30224P101 5540 286,000 SH SOLE 0 286,000.00 0 0 EXXON MOBIL CORPORATION COMMON 30231G102 475786 11,439,907 SH SOLE 0 10,063,281.00 0 1,374,526.00 FLIR SYSTEMS INC COMMON 302445101 23 600 SH SOLE 0 600 0 0 FMC TECHNOLOGIES COM COMMON 30249U101 16696 617,685 SH SOLE 0 601,885.00 0 9,500.00 FNB CORP/NORTH CAROLINA COMMON 302519103 21 1,000 SH SOLE 0 1,000.00 0 0 FPIC INSURANCE GROUP INC COMMON 302563101 1044 45,500 SH SOLE 0 30,800.00 0 14,700.00 FPL GROUP INC COMMON 302571104 74753 1,118,227 SH SOLE 0 1,076,767.00 0 35,560.00 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1813 42,600 SH SOLE 0 36,800.00 0 3,500.00 FAIR ISAAC CORP COMMON 303250104 41954 1,162,808 SH SOLE 0 1,131,908.00 0 30,900.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- FAIRCHILD SEMICON INTL CL A COMMON 303726103 49839 2,074,048 SH SOLE 0 1,979,578.00 0 83,170.00 FAIRMONT HOTELS & RESORTS COMMON 305204109 32991 1,311,771 SH SOLE 0 824,324.00 0 482,347.00 FAMILY DOLLAR STORES COMMON 307000109 1670 46,463 SH SOLE 0 46,463.00 0 0 FASTENAL CO COMMON 311900104 54110 1,007,820 SH SOLE 0 981,720.00 0 26,100.00 FREDDIE MAC COMMON 313400301 329746 5,583,235 SH SOLE 0 3,761,944.00 20,490.00 1,751,856.00 FANNIE MAE COMMON 313586109 845974 11,378,265 SH SOLE 0 8,086,966.00 39,515.00 3,158,319.00 FEDERAL REALTY INVS TRUST COMMON 313747206 67721 1,465,821 SH SOLE 0 919,868.00 0 540,853.00 FEDERAL SIGNAL CORP COMMON 313855108 16 800 SH SOLE 0 800 0 0 FEDERATED DEPARTMENT STORES COMMON 31410H101 165973 3,070,722 SH SOLE 0 2,958,017.00 0 90,405.00 FEDERATED INVESTORS INC CL B COMMON 314211103 5443 173,168 SH SOLE 0 173,168.00 0 0 FEDEX CORPORATION COMMON 31428X106 2486 33,081 SH SOLE 0 33,081.00 0 0 FELCOR LODGING TRUST INC COMMON 31430F101 337 32,300 SH SOLE 0 32,300.00 0 0 F5 NETWORKS INC COMMON 315616102 10082 298,100 SH SOLE 0 298,100.00 0 0 FIDELITY NATIONAL FINL INC COMMON 316326107 28720 725,253 SH SOLE 0 682,723.00 0 28,670.00 FIFTH THIRD BANCORP COMMON 316773100 18554 350,689 SH SOLE 0 342,808.00 0 7,881.00 FILENET CORP COMMON 316869106 35460 1,330,600 SH SOLE 0 1,319,400.00 0 11,200.00 FINLAY ENTERPRISES INC COMMON 317884203 573 31,800 SH SOLE 0 22,200.00 0 9,600.00 THE FINISH LINE CL A COMMON 317923100 173 4,700 SH SOLE 0 4,700.00 0 0 FIRST AMERICAN CORPORATION COMMON 318522307 1716 56,400 SH SOLE 0 55,100.00 0 1,300.00 FIRST BANCORP/PUERTO RICO COMMON 318672102 5460 131,256 SH SOLE 0 87,556.00 0 43,700.00 FIRST BANCORP/NC COMMON 318910106 6 200 SH SOLE 0 200 0 0 FIRST CHARTER CORP COMMON 319439105 856 40,500 SH SOLE 0 27,800.00 0 12,700.00 FIRST CITIZENS BCSHS-CL A COMMON 31946M103 541 4,400 SH SOLE 0 3,100.00 0 1,300.00 FIRST COMMUNITY BANCSHARES COMMON 31983A103 43 1,400 SH SOLE 0 1,400.00 0 0 FIRST DATA CORP COMMON 319963104 8339 197,783 SH SOLE 0 197,738.00 0 46 FIRST FINL BANKSHARES INC COMMON 32020R109 60 1,500 SH SOLE 0 1,500.00 0 0 FIRST FINANCIAL CORP/INDIANA COMMON 320218100 50 1,700 SH SOLE 0 1,700.00 0 0 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 197 12,500 SH SOLE 0 12,500.00 0 0 FIRST INDUSTRIAL REALTY TR COMMON 32054K103 19237 487,000 SH SOLE 0 487,000.00 0 0 FIRST MIDWEST BANCORP INC/IL COMMON 320867104 2510 73,339 SH SOLE 0 49,339.00 0 24,000.00 FIRST OAK BROOK BANCSHARES COMMON 335847208 64 2,100 SH SOLE 0 2,100.00 0 0 FIRST PLACE FINANCIAL/OHIO COMMON 33610T109 793 43,700 SH SOLE 0 31,200.00 0 12,500.00 FIRST REPUBLIC BANK COMMON 336158100 1350 35,000 SH SOLE 0 22,700.00 0 12,300.00 FIRST TENNESSEE NATL CORP COMMON 337162101 30460 638,581 SH SOLE 0 590,031.00 0 38,150.00 FIRST UNITED CORP COMMON 33741H107 231 9,999 SH SOLE 0 9,999.00 0 0 FIRSTBANK CORP/ALMA MICH COMMON 33761G104 120 4,515 SH SOLE 0 4,515.00 0 0 FISERV INC COMMON 337738108 41839 1,169,659 SH SOLE 0 1,115,121.00 0 54,538.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- FIRSTFED FINANCIAL CORP COMMON 337907109 6486 140,600 SH SOLE 0 101,300.00 0 39,300.00 FLAGSTAR BANCORP INC COMMON 337930101 1565 61,000 SH SOLE 0 51,200.00 0 9,800.00 FIRSTENERGY CORP COMMON 337932107 3747 95,878 SH SOLE 0 95,878.00 0 0 FLEET BOSTON FINANCIAL CORP COMMON 339030108 38932 858,853 SH SOLE 0 838,053.00 0 20,800.00 FLUOR CORP COMMON 343412102 347 8,978 SH SOLE 0 8,978.00 0 0 FLOWERS FOODS INC COMMON 343498101 157 6,000 SH SOLE 0 0 0 6,000.00 FLUSHING FINANCIAL CORP COMMON 343873105 1557 86,000 SH SOLE 0 58,950.00 0 27,050.00 FOMENTO ECONOMICO MEX ADR COMMON 344419106 12258 248,800 SH SOLE 0 245,900.00 0 0 FORD MOTOR COMPANY COMMON 345370860 85099 6,271,080 SH SOLE 0 6,039,479.00 0 187,901.00 FOREST LABORATORIES INC COMMON 345838106 55079 769,044 SH SOLE 0 738,554.00 0 30,490.00 FORTUNE BRANDS INC COMMON 349631101 58460 762,887 SH SOLE 0 732,787.00 0 21,700.00 FORWARD AIR CORP COMMON 349853101 125 3,800 SH SOLE 0 0 0 3,800.00 FOUNDRY NETWORKS INC COMMON 35063R100 16179 942,300 SH SOLE 0 908,400.00 0 33,900.00 FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 7222 266,500 SH SOLE 0 266,500.00 0 0 FRANCE TELECOM SA ADR COMMON 35177Q105 1 24 SH SOLE 0 24 0 0 FRANKLIN RESOURCES INC COMMON 354613101 48366 868,645 SH SOLE 0 761,733.00 0 106,087.00 FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 12285 314,277 SH SOLE 0 309,907.00 0 4,370.00 FREMONT GENERAL CORP COMMON 357288109 17249 563,700 SH SOLE 0 393,900.00 0 169,800.00 FRONTIER FINANCIAL CORP COMMON 35907K105 1166 33,800 SH SOLE 0 23,500.00 0 10,300.00 FUJI PHOTO FILM COMPANY LTD ADR COMMON 359586302 149666 4,724,320 SH SOLE 0 4,421,598.00 0 302,722.00 GATX CORP COMMON 361448103 18 800 SH SOLE 0 800 0 0 GLW CVT BOND ENHANCE TR 144A 0 CONVERT 36184GAA4 26177 26,375,000 SH SOLE 0 3,900,000.00 0 22,475,000.00 GABLES RESIDENTIAL TRUST COMMON 362418105 11125 306,900 SH SOLE 0 306,900.00 0 0 GAIAM INC COMMON 36268Q103 398 71,442 SH SOLE 0 0 0 71,442.00 GANNETT CO COMMON 364730101 18644 211,526 SH SOLE 0 211,526.00 0 0 GAP INC COMMON 364760108 64023 2,920,777 SH SOLE 0 2,829,777.00 0 80,000.00 GARDNER DENVER INC COMMON 365558105 3751 138,500 SH SOLE 0 92,500.00 0 46,000.00 GATEWAY INC COMMON 367626108 215 40,720 SH SOLE 0 40,720.00 0 0 GEN PROBE INC COMMON 36866T103 12484 374,331 SH SOLE 0 300,631.00 0 73,700.00 GENENCOR INTERNATIONAL INC COMMON 368709101 956 71,800 SH SOLE 0 45,200.00 0 26,600.00 GENENTECH INC COMMON 368710406 143367 1,354,819 SH SOLE 0 1,316,309.00 0 27,810.00 GENERAL CABLE CORP COMMON 369300108 522 70,700 SH SOLE 0 70,700.00 0 0 GENERAL COMMUNICATION CL A COMMON 369385109 1459 160,300 SH SOLE 0 106,200.00 0 54,100.00 GENERAL DYNAMICS CORP COMMON 369550108 37388 418,533 SH SOLE 0 353,121.00 0 65,012.00 GENERAL ELECTRIC CO COMMON 369604103 764628 25,053,357 SH SOLE 0 18,240,101.00 74,390.00 6,561,118.00 GENERAL GROWTH PROPERTIES COMMON 370021107 338439 9,628,424 SH SOLE 0 6,095,173.00 0 3,497,751.00 GENERAL MILLS INC COMMON 370334104 1906 40,826 SH SOLE 0 40,826.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- GENERAL MILLS INC CVT (GIS0 0.0 10 CONVERT 370334AT1 22166 31,275,000 SH SOLE 0 4,150,000.00 0 27,125,000.00 GENERAL MOTORS CORP COMMON 370442105 39150 831,206 SH SOLE 0 712,029.00 0 118,452.00 GENERAL MOTORS CVT SERIES B SR D CONVERT 370442733 39649 1,554,875 SH SOLE 0 225,000.00 0 1,329,875.00 GENLYTE GROUP INC COMMON 372302109 2773 49,381 SH SOLE 0 34,681.00 0 14,700.00 GENUINE PARTS CO COMMON 372460105 624 19,081 SH SOLE 0 19,081.00 0 0 GENZYME CORP - GENL DIVISION COMMON 372917104 65292 1,395,724 SH SOLE 0 1,326,524.00 0 59,400.00 GENZYME CO CVT(GENZ) 144A 1.25 CONVERT 372917AM6 15249 14,950,000 SH SOLE 0 2,175,000.00 0 12,775,000.00 GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 9351 277,570 SH SOLE 0 256,970.00 0 14,300.00 GERBER SCIENTIFIC INC COMMON 373730100 28 4,100 SH SOLE 0 0 0 4,100.00 GETTY IMAGES INC COMMON 374276103 6013 111,400 SH SOLE 0 96,600.00 0 8,900.00 GETTY REALTY CORP COMMON 374297109 4990 187,800 SH SOLE 0 187,800.00 0 0 GEVITY HR INC COMMON 374393106 9794 335,400 SH SOLE 0 229,900.00 0 105,500.00 GILEAD SCIENCES INC COMMON 375558103 8796 158,635 SH SOLE 0 129,095.00 0 29,540.00 GILLETTE COMPANY COMMON 375766102 26629 681,059 SH SOLE 0 650,109.00 0 30,950.00 GLAMIS GOLD LTD COMMON 376775102 9514 527,531 SH SOLE 0 527,531.00 0 0 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 245233 6,138,492 SH SOLE 0 5,790,710.00 0 347,397.00 GLENBOROUGH REALTY TRUST INC COMMON 37803P105 10911 488,200 SH SOLE 0 488,200.00 0 0 GLENBOROUGH REALTY TR CVT PFD CONVERT 37803P204 1699 67,200 SH SOLE 0 67,200.00 0 0 GLIMCHER REALTY TRUST COMMON 379302102 18572 685,300 SH SOLE 0 685,300.00 0 0 GOLD FIELDS LTD ADR COMMON 38059T106 6707 510,000 SH SOLE 0 510,000.00 0 0 GOLDCORP INC COMMON 380956409 3214 217,000 SH SOLE 0 217,000.00 0 0 GOLDEN WEST FINANCIAL CORP COMMON 381317106 5894 52,645 SH SOLE 0 50,745.00 0 1,900.00 GOLDMAN SACHS GROUP INC COMMON 38141G104 639456 6,127,993 SH SOLE 0 4,254,566.00 23,720.00 1,794,127.00 GOODRICH CORPORATION COMMON 382388106 358 12,765 SH SOLE 0 12,765.00 0 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 163 19,040 SH SOLE 0 19,040.00 0 0 GOODY'S FAMILY CLOTHING INC COMMON 382588101 2185 153,100 SH SOLE 0 104,100.00 0 49,000.00 GRAFTECH INTERNATIONAL COMMON 384313102 4845 324,076 SH SOLE 0 324,076.00 0 0 GRAINGER (W.W.) INC COMMON 384802104 478 9,961 SH SOLE 0 9,961.00 0 0 GRAY TELE VISION INC COMMON 389375106 10955 749,300 SH SOLE 0 749,300.00 0 0 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 293 37,900 SH SOLE 0 37,900.00 0 0 GREAT LAKES CHEMICAL CORP COMMON 390568103 132 5,555 SH SOLE 0 5,555.00 0 0 GREAT LAKES REIT INC COMMON 390752103 136 8,800 SH SOLE 0 8,800.00 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 233 6,900 SH SOLE 0 6,900.00 0 0 GREATER BAY BANCORP COMMON 391648102 9901 338,500 SH SOLE 0 338,500.00 0 0 GREEN MOUNTAIN POWER CORP COMMON 393154109 18 700 SH SOLE 0 0 0 700 GREENBRIER COMPANIES INC COMMON 393657101 647 38,300 SH SOLE 0 26,600.00 0 11,700.00 GREENPOINT FINANCIAL CORP COMMON 395384100 1045 23,900 SH SOLE 0 23,900.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- GREIF INC COMMON 397624107 1558 44,600 SH SOLE 0 30,600.00 0 14,000.00 GREY WOLF INC COMMON 397888108 10148 2,451,200 SH SOLE 0 2,451,200.00 0 0 GRIFFIN CORPORATION COMMON 398433102 2413 111,700 SH SOLE 0 82,800.00 0 28,900.00 GRUPO TELEVISA SA ADR COMMON 40049J206 232 4,900 SH SOLE 0 4,900.00 0 0 GTECH HOLDINGS CORP COMMON 400518106 197 3,326 SH SOLE 0 3,326.00 0 0 GUIDANT CORP COMMON 401698105 61331 967,828 SH SOLE 0 933,253.00 0 34,575.00 GULF ISLAND FABRICATION INC COMMON 402307102 1121 55,100 SH SOLE 0 36,700.00 0 18,400.00 GYMBOREE CORP COMMON 403777105 5616 334,900 SH SOLE 0 334,900.00 0 0 HCA INC COMMON 404119109 18353 451,830 SH SOLE 0 378,680.00 0 72,635.00 HCC INSURANCE HOLDINGS INC COMMON 404132102 103 3,175 SH SOLE 0 2,150.00 0 1,025.00 HRPT PROPERTIES TRUST COMMON 40426W101 5525 488,900 SH SOLE 0 488,900.00 0 0 HSBC HOLDINGS PLC ADR COMMON 404280406 97604 1,304,864 SH SOLE 0 1,226,312.00 0 78,552.00 HAEMONETICS CORP/MASS COMMON 405024100 4060 129,100 SH SOLE 0 88,700.00 0 40,400.00 HALLIBURTON CO COMMON 406216101 10821 356,077 SH SOLE 0 355,994.00 0 83 HANCOCK HOLDING CO COMMON 410120109 3316 107,100 SH SOLE 0 75,300.00 0 31,800.00 JOHN HANCOCK FINANCIAL SRVCS COMMON 41014S106 6212 142,174 SH SOLE 0 136,374.00 0 5,800.00 HANDLEMAN CO COMMON 410252100 2547 106,400 SH SOLE 0 73,900.00 0 32,500.00 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 778 43,100 SH SOLE 0 35,600.00 0 7,500.00 HANMI FINANCIAL CORPORATION COMMON 410495105 8 300 SH SOLE 0 300 0 0 HARBOR FLORIDA BANCSHARES COMMON 411901101 75 2,600 SH SOLE 0 2,600.00 0 0 HARLAND (JOHN H.) CO COMMON 412693103 3993 128,300 SH SOLE 0 86,600.00 0 41,700.00 HARLEY-DAVIDSON INC COMMON 412822108 1861 34,889 SH SOLE 0 34,558.00 0 331 HARMAN INTERNATIONAL COMMON 413086109 7172 90,100 SH SOLE 0 78,600.00 0 6,900.00 HARMONY GOLD MNG SPON ADR COMMON 413216300 7005 454,000 SH SOLE 0 454,000.00 0 0 HARRAH'S ENTERTAINMENT INC COMMON 413619107 77407 1,410,214 SH SOLE 0 1,388,914.00 0 10,700.00 HARRIS CORP COMMON 413875105 8494 175,460 SH SOLE 0 168,100.00 0 7,360.00 HARSCO CORP COMMON 415864107 255 5,600 SH SOLE 0 5,600.00 0 0 HARTE-HANKS INC COMMON 416196103 8930 381,286 SH SOLE 0 381,286.00 0 0 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 46818 734,971 SH SOLE 0 662,991.00 0 71,380.00 HASBRO INC COMMON 418056107 54653 2,512,765 SH SOLE 0 2,434,940.00 0 63,125.00 HEALTHCARE SERVICES GROUP COMMON 421906108 264 16,050 SH SOLE 0 16,050.00 0 0 HEALTH CARE PPTYS INVEST INC COMMON 421915109 70819 2,502,445 SH SOLE 0 2,055,424.00 0 443,121.00 HEALTH MGMT ASSOCIATES INC CL A COMMON 421933102 34685 1,494,400 SH SOLE 0 1,420,660.00 0 73,740.00 HEALTH MANAGE CVT(HMA) 144A 1. CONVERT 421933AE2 14019 12,475,000 SH SOLE 0 1,825,000.00 0 10,650,000.00 HEALTH MANAGEMENTCVT(INMARS) CONVERT421933AF9 2866 2,550,000 SH SOLE 0 300,000.00 0 2,250,000.00 HEALTHCARE REALTY TRUST INC COMMON 421946104 51926 1,216,056 SH SOLE 0 1,196,008.00 0 20,048.00 HEALTH CARE REIT INC COMMON 42217K106 78704 1,938,522 SH SOLE 0 1,548,218.00 0 386,504.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- HEALTH NET INC COMMON 42222G108 28846 1,157,080 SH SOLE 0 1,103,460.00 0 41,020.00 HEARST CL ARGYLE TELEVISION INC COMMON 422317107 1705 63,400 SH SOLE 0 63,400.00 0 0 HEARTLAND EXPRESS INC COMMON 422347104 611 26,800 SH SOLE 0 26,800.00 0 0 HECLA MINING CO COMMON 422704106 757 90,000 SH SOLE 0 90,000.00 0 0 HEIDRICK & STRUGGLES INTL COMMON 422819102 12734 532,150 SH SOLE 0 532,150.00 0 0 HEINZ (H.J.) CO COMMON 423074103 14981 401,744 SH SOLE 0 387,744.00 0 14,000.00 HERCULES INC COMMON 427056106 139 12,079 SH SOLE 0 12,079.00 0 0 HERITAGE PROPERTY INVESTMENT COMMON 42725M107 6509 209,300 SH SOLE 0 209,300.00 0 0 HERSHEY FOODS CORP COMMON 427866108 1174 14,173 SH SOLE 0 14,173.00 0 0 HEWITT ASSOCIATES INC COMMON 42822Q100 28719 897,180 SH SOLE 0 858,980.00 0 38,200.00 HEWLETT-PACKARD CO COMMON 428236103 86185 3,773,410 SH SOLE 0 3,456,427.00 0 316,983.00 HEWLETT-PACKARD(HWP) CVT 0.01 CONVERT 428236AC7 25816 44,800,000 SH SOLE 0 6,700,000.00 0 38,100,000.00 HIBERNIA CORP CL A COMMON 428656102 6764 287,955 SH SOLE 0 264,655.00 0 14,000.00 HIGHWOODS PROPERTIES INC REIT COMMON 431284108 24669 941,200 SH SOLE 0 941,200.00 0 0 HILTON HOTELS CORP COMMON 432848109 136749 8,415,327 SH SOLE 0 6,581,927.00 0 1,814,800.00 HITACHI LTD ADR COMMON 433578507 98972 1,276,241 SH SOLE 0 1,180,216.00 0 96,025.00 HOLLINGER INTERNATIONAL INC COMMON 435569108 10 500 SH SOLE 0 500 0 0 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 6989 515,400 SH SOLE 0 515,400.00 0 0 HOME DEPOT INC COMMON 437076102 377489 10,104,098 SH SOLE 0 7,025,365.00 33,122.00 2,966,321.00 HOME PROPERTIES INC COMMON 437306103 37304 915,435 SH SOLE 0 480,428.00 0 429,907.00 HOMESTORE INC COMMON 437852106 1 145 SH SOLE 0 145 0 0 HONDA MOTOR CO LTD ADR COMMON 438128308 264 11,417 SH SOLE 0 0 0 11,417.00 HONEYWELL INTERNATIONAL INC COMMON 438516106 335548 9,912,793 SH SOLE 0 6,471,110.00 43,300.00 3,297,383.00 HORMEL FOODS CORP COMMON 440452100 18 600 SH SOLE 0 600 0 0 HOSPITALITY PROPERTIES TRUST COMMON 44106M102 29900 644,400 SH SOLE 0 644,400.00 0 0 HOST MARRIOTT CORP COMMON 44107P104 38300 2,996,854 SH SOLE 0 1,955,909.00 0 1,029,245.00 HOT TOPIC INC COMMON 441339108 230 8,700 SH SOLE 0 0 0 8,700.00 HOUSEHOLD INTERNATIONAL INC*OLD COMMON 441815107 0 0 SH SOLE 0 0 0 0 HUANENG POWER INTL ADR COMMON 443304100 98 1,250 SH SOLE 0 6 0 1,244.00 HUB GROUP INC CL A COMMON 443320106 1429 47,900 SH SOLE 0 31,500.00 0 16,400.00 HUBBELL INC CL B COMMON 443510201 112 2,800 SH SOLE 0 2,800.00 0 0 HUDSON UNITED BANCORP COMMON 444165104 9958 261,700 SH SOLE 0 183,800.00 0 77,900.00 HUGHES SUPPLY INC COMMON 444482103 11470 218,900 SH SOLE 0 152,000.00 0 66,900.00 HUGOTON ROYALTY TRUST COMMON 444717102 7 300 SH SOLE 0 300 0 0 HUMANA INC COMMON 444859102 9189 483,097 SH SOLE 0 440,597.00 0 25,500.00 HUMAN GENOME SCIENCES INC COMMON 444903108 267 21,300 SH SOLE 0 21,300.00 0 0 HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 2692 95,600 SH SOLE 0 93,050.00 0 2,550.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- HUNTINGTON BANCSHARES COMMON 446150104 2699 122,513 SH SOLE 0 118,813.00 0 3,700.00 HUTCHINSON TECH COMMON 448407106 2753 98,100 SH SOLE 0 60,600.00 0 37,500.00 HYPERION SOLUTIONS CORP COMMON 44914M104 66083 1,594,287 SH SOLE 0 1,593,387.00 0 900 ICOS CORPORATION COMMON 449295104 101 2,725 SH SOLE 0 1,865.00 0 860 IMS HEALTH INC COMMON 449934108 27301 1,173,749 SH SOLE 0 1,118,649.00 0 40,300.00 ISTAR FINANCIAL INC COMMON 45031U101 28747 679,600 SH SOLE 0 679,600.00 0 0 ISTA PHARMACEUTICALS INC COMMON 45031X204 1358 105,478 SH SOLE 0 0 0 105,478.00 ITLA CAPITAL CORPORATION COMMON 450565106 1477 30,000 SH SOLE 0 21,000.00 0 9,000.00 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 154 4,933 SH SOLE 0 4,933.00 0 0 ITT INDUSTRIES INC COMMON 450911102 769 10,075 SH SOLE 0 10,055.00 0 20 IDEX CORP COMMON 45167R104 10113 232,600 SH SOLE 0 232,600.00 0 0 IDEXX LABORATORIES INC COMMON 45168D104 23027 404,900 SH SOLE 0 322,900.00 0 82,000.00 IKON OFFICE SOLUTIONS INC COMMON 451713101 383 29,950 SH SOLE 0 23,200.00 0 6,750.00 ILLINOIS TOOL WORKS COMMON 452308109 25080 316,685 SH SOLE 0 284,904.00 0 31,311.00 IMCLONE SYSTEMS COMMON 45245W109 8744 172,300 SH SOLE 0 149,000.00 0 14,200.00 IMAGISTICS INTL INC COMMON 45247T104 656 14,900 SH SOLE 0 9,600.00 0 5,300.00 IMPAX LABS COMMON 45256B101 8463 378,300 SH SOLE 0 378,300.00 0 0 IMPERIAL OIL LTD COMMON 453038408 300 6,700 SH SOLE 0 6,700.00 0 0 IMPERIAL TOBACCO GROUP ADR COMMON 453142101 1 16 SH SOLE 0 16 0 0 INAMED CORP COMMON 453235103 7674 144,024 SH SOLE 0 136,672.00 0 7,352.00 INCO LTD COMMON 453258402 4160 120,113 SH SOLE 0 120,059.00 0 54 INDEPENDENT BANK CORP MASS COMMON 453836108 6 200 SH SOLE 0 200 0 0 INDEPENDENT BANK CORP-MICH COMMON 453838104 1379 49,500 SH SOLE 0 33,600.00 0 15,900.00 INDYMAC MORTGAGE HOLDINGS COMMON 456607100 15195 418,700 SH SOLE 0 357,400.00 0 55,500.00 INFINEON TECHNOLOGIES AG ADR COMMON 45662N103 1 43 SH SOLE 0 43 0 0 INET TECHNOLOGIES INC COMMON 45662V105 4219 342,200 SH SOLE 0 309,300.00 0 32,900.00 INFOSYS TECHNOLOGIES LTD ADR COMMON 456788108 1 16 SH SOLE 0 16 0 0 INFOSPACE INC COMMON 45678T201 17561 451,800 SH SOLE 0 306,400.00 0 145,400.00 ING GROEP NV ADR COMMON 456837103 127375 5,776,656 SH SOLE 0 5,430,794.00 0 345,862.00 INGRAM MICRO INC CL A COMMON 457153104 1 63 SH SOLE 0 63 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 6792 353,000 SH SOLE 0 353,000.00 0 0 INSIGHT COMMUNICATIONS CO COMMON 45768V108 657 65,400 SH SOLE 0 65,400.00 0 0 INNKEEPERS USA TRUST COMMON 4576J0104 340 37,200 SH SOLE 0 37,200.00 0 0 INTEGRATED DEVICE TECH INC COMMON 458118106 9438 629,180 SH SOLE 0 535,180.00 0 65,400.00 INTEGRATED ELECTRICAL SVCS COMMON 45811E103 1601 142,400 SH SOLE 0 102,400.00 0 40,000.00 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 201 8,040 SH SOLE 0 8,040.00 0 0 INTEL CORP COMMON 458140100 767650 28,222,413 SH SOLE 0 21,206,226.00 82,463.00 6,736,669.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- INTEL CORP CVT(INTCTN) 0.0 08-20 CONVERT 45820XAA8 25798 25,000,000 SH SOLE 0 3,725,000.00 0 21,275,000.00 INTER-TEL INC COMMON 458372109 54 1,800 SH SOLE 0 0 0 1,800.00 INTERACTIVECORP COMMON 45840Q101 14666 463,675 SH SOLE 0 463,675.00 0 0 INTERACTIVECORP WT COMMON 45840Q127 1 28 SH SOLE 0 28 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 515182 5,609,557 SH SOLE 0 4,596,912.00 13,000.00 969,045.00 INTL FLAVORS & FRAGRANCES COMMON 459506101 2740 77,173 SH SOLE 0 77,173.00 0 0 INTL GAME TECHNOLOGY COMMON 459902102 126077 2,804,198 SH SOLE 0 2,790,098.00 0 14,100.00 INTERNATIONAL PAPER CO COMMON 460146103 309168 7,315,846 SH SOLE 0 4,610,566.00 26,950.00 2,595,250.00 INTL RECTIFIER CORP COMMON 460254105 25005 543,700 SH SOLE 0 517,300.00 0 15,900.00 INTERNET SECURITY SYSTEMS COMMON 46060X107 268 15,200 SH SOLE 0 15,200.00 0 0 INTERPUBLIC GROUP COS INC COMMON 460690100 4507 293,013 SH SOLE 0 292,858.00 0 155 INTERSTATE BAKERIES COMMON 46072H108 2894 254,500 SH SOLE 0 187,200.00 0 67,300.00 INTRAWEST CORPORATION COMMON 460915200 8097 476,010 SH SOLE 0 476,010.00 0 0 INTERTAN INC COMMON 461120107 4113 294,400 SH SOLE 0 185,700.00 0 108,700.00 INTERVOICE INC COMMON 461142101 4144 247,100 SH SOLE 0 176,200.00 0 70,900.00 INTUIT INC COMMON 461202103 24987 559,859 SH SOLE 0 524,629.00 0 35,230.00 INVERESK RESEARCH GROUP INC COMMON 461238107 2132 75,000 SH SOLE 0 75,000.00 0 0 INVESTORS REAL ESTATE TRUST COMMON 461730103 76 7,800 SH SOLE 0 7,800.00 0 0 INVITROGEN CORP COMMON 46185R100 84431 1,177,727 SH SOLE 0 1,148,617.00 0 17,510.00 INVESTORS FINANCIAL SVCS CP COMMON 461915100 7473 181,000 SH SOLE 0 181,000.00 0 0 IKON OFFICE CVT (IKN) 144A 5.05 0 CONVERT 462230AA1 20601 18,900,000 SH SOLE 0 2,850,000.00 0 16,050,000.00 BANK OF IRELAND ADR COMMON 46267Q103 1 20 SH SOLE 0 20 0 0 IRON MOUNTAIN INC COMMON 462846106 467 10,470 SH SOLE 0 10,470.00 0 0 IRWIN FINANCIAL CORP COMMON 464119106 4185 155,100 SH SOLE 0 112,500.00 0 42,600.00 ISHARES MSCI AUSTRIA INDEX EFT COMMON 464286202 2537 158,096 SH SOLE 0 158,096.00 0 0 ISHARES MSCI BELGIUM INDEX EFT COMMON 464286301 10204 757,000 SH SOLE 0 757,000.00 0 0 I-SHARES MSCI BRAZIL INDEX EFT COMMON 464286400 1917 114,111 SH SOLE 0 114,111.00 0 0 ISHARES MSCI CANADA ETF COMMON 464286509 3 194 SH SOLE 0 194 0 0 ISHARES MSCI SINGAPORE EFT COMMON 464286673 5 708 SH SOLE 0 708 0 0 ISHARES MSCI UNITED KINGDOM IND COMMON 464286699 66 4,140 SH SOLE 0 4,140.00 0 0 ISHARES MSCI FRANCE INDEX ETF COMMON 464286707 12 588 SH SOLE 0 588 0 0 ISHARES MSCI SWEDEN INDEX ETF COMMON 464286756 8 504 SH SOLE 0 504 0 0 ISHARES MSCI SPAIN INDEX ETF COMMON 464286764 13 444 SH SOLE 0 444 0 0 ISHARES MSCI SOUH KOREA MF COMMON 464286772 2231 79,130 SH SOLE 0 79,130.00 0 0 ISHARES MSCI GERMANY INDEX ETF COMMON 464286806 12 758 SH SOLE 0 758 0 0 ISHARES MSCI NETHERLANDS INDEX COMMON 464286814 14 898 SH SOLE 0 898 0 0 ISHARES MSCI MALAYSIA (FREE) INDE COMMON 464286830 1808 248,042 SH SOLE 0 248,042.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- ISHARES MSCI JAPAN INDEX EFT COMMON 464286848 67 6,158 SH SOLE 0 6,158.00 0 0 ISHARES MSCI HONG KONG INDEX ET COMMON 464286871 10 972 SH SOLE 0 972 0 0 ISHARES S&P 500 INDEX ETF COMMON 464287200 12512 110,500 SH SOLE 0 110,500.00 0 0 ISHARES MSCI EMERGING MKT INC COMMON 464287234 22 123 SH SOLE 0 123 0 0 ISHARES MSCI EAFE INDEX EFT COMMON 464287465 5276 37,263 SH SOLE 0 36,689.00 0 574 ISHARES RUSSELL 1000 INDEX ETF COMMON 464287622 2886 47,700 SH SOLE 0 47,700.00 0 0 ISHARES RUSSELL 2000 I SHARE ETF COMMON 464287648 906 14,500 SH SOLE 0 14,500.00 0 0 ISHARES RUSSELL 3000 INDEX ETF COMMON 464287689 12520 195,100 SH SOLE 0 195,100.00 0 0 IVAX CORP COMMON 465823102 6985 306,766 SH SOLE 0 268,366.00 0 23,100.00 JDS UNIPHASE CORP COMMON 46612J101 27225 6,689,090 SH SOLE 0 6,479,261.00 0 209,829.00 JP MORGAN CHASE & CO COMMON 46625H100 172439 4,110,573 SH SOLE 0 3,823,448.00 0 285,325.00 JABIL CIRCUIT INC COMMON 466313103 410635 13,952,947 SH SOLE 0 9,697,369.00 54,240.00 4,074,028.00 JACOBS ENGINEERING GROUP INC COMMON 469814107 1879 42,133 SH SOLE 0 22,603.00 0 19,530.00 JACUZZI BRANDS INC COMMON 469865109 3672 391,500 SH SOLE 0 293,300.00 0 98,200.00 JANUS CAPITAL GROUP INC COMMON 47102X105 1826 111,503 SH SOLE 0 111,503.00 0 0 JEFFERSON-PILOT CORP COMMON 475070108 10790 196,142 SH SOLE 0 188,042.00 0 8,100.00 JOHNSON & JOHNSON COMMON 478160104 817976 16,127,292 SH SOLE 0 11,681,677.00 49,199.00 4,279,387.00 JOHNSON CONTROLS INC COMMON 478366107 1285 21,721 SH SOLE 0 21,439.00 0 282 JONES APPAREL GROUP INC COMMON 480074103 53758 1,487,079 SH SOLE 0 1,106,961.00 0 380,118.00 JOY GLOBAL INC COMMON 481165108 8474 302,100 SH SOLE 0 302,100.00 0 0 JUNIPER NETWORKS INC COMMON 48203R104 81347 3,126,335 SH SOLE 0 3,008,135.00 0 98,500.00 KLA-TENCOR CORPORATION COMMON 482480100 71447 1,420,987 SH SOLE 0 1,359,437.00 0 61,550.00 K-SWISS INC CL A COMMON 482686102 1101 45,000 SH SOLE 0 35,000.00 0 10,000.00 KT CORP- ADR COMMON 48268K101 204076 10,718,274 SH SOLE 0 10,225,389.00 0 476,085.00 KAYDON CORP COMMON 486587108 540 19,600 SH SOLE 0 11,700.00 0 7,900.00 KEANE INC COMMON 486665102 12424 789,300 SH SOLE 0 598,400.00 0 190,900.00 KB HOME COMMON 48666K109 16918 209,375 SH SOLE 0 182,675.00 0 17,500.00 KELLOGG CO COMMON 487836108 18608 474,207 SH SOLE 0 461,407.00 0 12,800.00 KELLWOOD CO COMMON 488044108 3364 85,700 SH SOLE 0 59,200.00 0 26,500.00 KEMET CORP COMMON 488360108 9473 660,600 SH SOLE 0 660,600.00 0 0 KENNAMETAL INC COMMON 489170100 9973 241,644 SH SOLE 0 241,644.00 0 0 KENSEY NASH CORP COMMON 490057106 2284 93,000 SH SOLE 0 58,100.00 0 34,900.00 KERR-MCGEE CORP COMMON 492386107 30050 583,495 SH SOLE 0 522,995.00 0 42,100.00 KEYCORP COMMON 493267108 5717 188,744 SH SOLE 0 178,694.00 0 10,050.00 KEYNOTE SYSTEMS INC COMMON 493308100 1824 141,300 SH SOLE 0 97,700.00 0 43,600.00 KEYSPAN CORPORATION COMMON 49337W100 6203 162,305 SH SOLE 0 162,305.00 0 0 KEYSTONE PROPERTY TRUST COMMON 493596100 17814 732,800 SH SOLE 0 590,700.00 0 140,500.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- KILROY REALTY CORP COMMON 49427F108 58542 1,649,058 SH SOLE 0 1,097,963.00 0 546,595.00 KIMBERLY-CLARK CORP COMMON 494368103 50260 796,516 SH SOLE 0 683,890.00 0 112,626.00 KIMCO REALTY CORP COMMON 49446R109 3803 74,600 SH SOLE 0 74,600.00 0 0 KINDER MORGAN INC COMMON 49455P101 845 13,414 SH SOLE 0 13,414.00 0 0 KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 8176 193,283 SH SOLE 0 193,283.00 0 0 KING PHARMACEUTICALS INC COMMON 495582108 8136 483,145 SH SOLE 0 478,645.00 0 4,500.00 KINROSS GOLD CORP COMMON 496902206 5461 570,000 SH SOLE 0 570,000.00 0 0 KNIGHT RIDDER INC COMMON 499040103 21114 288,246 SH SOLE 0 288,246.00 0 0 KNIGHT TRADING GROUP INC COMMON 499063105 11493 909,289 SH SOLE 0 860,689.00 0 48,600.00 KOGER EQUITY INC COMMON 500228101 8738 372,300 SH SOLE 0 309,500.00 0 62,800.00 KOHLS CORP COMMON 500255104 49574 1,025,740 SH SOLE 0 810,481.00 0 215,259.00 KOMAG INC COMMON 500453204 2651 144,100 SH SOLE 0 105,400.00 0 38,700.00 KONINKLIJKE AHOLD NV ADR COMMON 500467303 1 130 SH SOLE 0 130 0 0 KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 198324 6,843,465 SH SOLE 0 6,567,488.00 0 275,977.00 KOOKMIN BANK-SPONS ADR COMMON 50049M109 75 1,853 SH SOLE 0 20 0 1,833.00 KOREA ELEC POWER CORP ADR COMMON 500631106 126771 12,283,996 SH SOLE 0 11,820,566.00 0 441,930.00 KOS PHARMACEUTICALS INC COMMON 500648100 15550 381,700 SH SOLE 0 268,400.00 0 113,300.00 KRAFT FOODS INC CL A COMMON 50075N104 28 865 SH SOLE 0 865 0 0 KROGER CO COMMON 501044101 34406 2,067,697 SH SOLE 0 1,666,371.00 0 401,326.00 KULICKE & SOFFA INDUSTRIES COMMON 501242101 1477 126,200 SH SOLE 0 75,900.00 0 50,300.00 KYOCERA CORP ADR COMMON 501556203 304 3,621 SH SOLE 0 451 0 3,170.00 LCA-VISION INC COMMON 501803308 1174 49,800 SH SOLE 0 31,000.00 0 18,800.00 LNR PROPERTY CORP COMMON 501940100 1279 23,900 SH SOLE 0 23,900.00 0 0 LSI LOGIC CORP COMMON 502161102 12499 1,338,216 SH SOLE 0 1,172,616.00 0 102,400.00 LTC PROPERTIES INC COMMON 502175102 3723 205,600 SH SOLE 0 148,000.00 0 57,600.00 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 6391 107,444 SH SOLE 0 77,514.00 0 29,930.00 LA QUINTA CORP-PAIRED COMMON 50419U202 1911 253,400 SH SOLE 0 157,700.00 0 95,700.00 LABOR READY INC COMMON 505401208 19520 1,443,800 SH SOLE 0 1,239,900.00 0 203,900.00 LABORATORY CRP OF AMER HLDGS COMMON 50540R409 1 24 SH SOLE 0 24 0 0 LAKELAND FINANCIAL CORPORATION COMMON 511656100 128 3,800 SH SOLE 0 3,800.00 0 0 LAM RESEARCH CORP COMMON 512807108 58891 2,344,369 SH SOLE 0 2,082,483.00 0 223,386.00 LAMAR ADVERTISING CO COMMON 512815101 686 16,990 SH SOLE 0 16,990.00 0 0 LAMSON & SESSIONS CO COMMON 513696104 4864 860,856 SH SOLE 0 0 0 860,856.00 LANDAMERICA FINANCIAL GROUP COMMON 514936103 12410 274,200 SH SOLE 0 199,600.00 0 74,600.00 LANDSTAR SYSTEM INC COMMON 515098101 749 18,300 SH SOLE 0 7,600.00 0 10,700.00 LASALLE HOTEL PROPERTIES COMMON 517942108 23473 994,618 SH SOLE 0 616,541.00 0 374,377.00 LATTICE SEMICONDUCTOR CORP COMMON 518415104 8024 919,100 SH SOLE 0 919,100.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- ESTEE LAUDER COMPANIES CL A COMMON 518439104 8 189 SH SOLE 0 129 0 60 LEAR CORPORATION COMMON 521865105 19838 320,177 SH SOLE 0 249,791.00 0 70,386.00 LEAPFROG ENTERPRISES COMMON 52186N106 3609 186,500 SH SOLE 0 186,500.00 0 0 LEGGETT & PLATT INC COMMON 524660107 496 20,900 SH SOLE 0 20,900.00 0 0 LEGG MASON INC COMMON 524901105 104895 1,130,581 SH SOLE 0 1,130,581.00 0 0 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 67126 810,010 SH SOLE 0 808,750.00 0 1,260.00 BRISTOL-MYERS CVT(LEH) 1.6 10-09 CONVERT 524908JJ0 5922 6,250,000 SH SOLE 0 900,000.00 0 5,350,000.00 FIRST DATA CORP CVT(LEH) 0.75 02 CONVERT 524908LS7 18720 18,000,000 SH SOLE 0 2,625,000.00 0 15,375,000.00 LENNAR CORP CL A COMMON 526057104 1400 25,920 SH SOLE 0 25,920.00 0 0 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 17 4,200 SH SOLE 0 4,200.00 0 0 LEXAR MEDIA INC COMMON 52886P104 10779 650,900 SH SOLE 0 650,900.00 0 0 LEXINGTON CORPORATE PPTYS TR COMMON 529043101 4929 226,200 SH SOLE 0 226,200.00 0 0 LEXMARK INTL GROUP INC CL A COMMON 529771107 130970 1,423,585 SH SOLE 0 1,397,012.00 0 25,673.00 LIBBEY INC COMMON 529898108 54 2,100 SH SOLE 0 0 0 2,100.00 MOTOROLA (LMG) CVT 144A 305 01- CONVERT 530715AM3 2056 2,250,000 SH SOLE 0 2,250,000.00 0 0 MOTOROLA INC (LMG) CVT 3.5 01-1 CONVERT 530715AN1 2855 3,125,000 SH SOLE 0 2,250,000.00 0 875,000.00 LIBERTY MEDIA CORP CL A COMMON 530718105 41668 3,805,279 SH SOLE 0 3,805,279.00 0 0 LIBERTY MEDIA CORP-B COMMON 530718204 2621 222,700 SH SOLE 0 222,700.00 0 0 LIBERTY PROPERTY TRUST COMMON 531172104 66732 1,482,928 SH SOLE 0 1,094,666.00 0 384,562.00 LIGAND PHARMACEUTICALS INC CL B COMMON 53220K207 3988 198,400 SH SOLE 0 198,400.00 0 0 LIGAND PHARMACEUTICALS-PV COMMON 53220K918 1440 100,000 SH SOLE 0 100,000.00 0 0 LIGHTBRIDGE INC COMMON 532226107 162 27,400 SH SOLE 0 27,400.00 0 0 LILLY (ELI) & CO COMMON 532457108 49513 740,100 SH SOLE 0 687,242.00 0 52,358.00 LIMITED BRANDS INC COMMON 532716107 1055 52,765 SH SOLE 0 52,765.00 0 0 LINCARE HOLDINGS INC COMMON 532791100 8992 286,375 SH SOLE 0 203,414.00 0 82,961.00 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 2573 91,400 SH SOLE 0 62,100.00 0 29,300.00 LINCOLN NATIONAL CORP COMMON 534187109 32049 677,291 SH SOLE 0 600,991.00 0 69,500.00 LINEAR TECHNOLOGY CORP COMMON 535678106 270392 7,290,153 SH SOLE 0 4,977,767.00 33,120.00 2,201,666.00 LINENS 'N THINGS INC COMMON 535679104 7061 199,400 SH SOLE 0 199,400.00 0 0 LIZ CLAIBORNE INC COMMON 539320101 15903 433,434 SH SOLE 0 336,494.00 0 96,260.00 LOCKHEED MARTIN CORPORATION COMMON 539830109 5980 131,019 SH SOLE 0 112,569.00 0 18,450.00 LOEWS CORP COMMON 540424108 1702 28,821 SH SOLE 0 28,821.00 0 0 CAROLINA GROUP COMMON 540424207 766 28,000 SH SOLE 0 28,000.00 0 0 LONE STAR STEAKHOUSE & SALOON COMMON 542307103 5383 184,400 SH SOLE 0 120,900.00 0 63,500.00 LONGVIEW FIBRE CO COMMON 543213102 59 5,300 SH SOLE 0 5,300.00 0 0 LOUISIANA-PACIFIC CORP COMMON 546347105 18019 698,404 SH SOLE 0 548,504.00 0 138,100.00 LOWES COMPANIES INC COMMON 548661107 396465 7,063,342 SH SOLE 0 4,600,778.00 36,480.00 2,340,214.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- LOWE'S COMPANIES(LOW)CVT 0.861 CONVERT548661CG0 14695 13,750,000 SH SOLE 0 2,000,000.00 0 11,750,000.00 LUBRIZOL CORP COMMON 549271104 608 19,300 SH SOLE 0 19,300.00 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 16043 3,903,374 SH SOLE 0 3,661,210.00 0 242,164.00 LUMINEX CORP COMMON 55027E102 1610 177,900 SH SOLE 0 120,400.00 0 57,500.00 M & F WORLDWIDE CORP COMMON 552541104 739 54,000 SH SOLE 0 39,500.00 0 14,500.00 M & T BANK CORPORATION COMMON 55261F104 1170 13,024 SH SOLE 0 13,024.00 0 0 MBIA INC COMMON 55262C100 5963 95,108 SH SOLE 0 90,308.00 0 4,800.00 MBNA CORP COMMON 55262L100 429476 15,543,846 SH SOLE 0 10,563,784.00 56,360.00 4,789,962.00 MGIC INVESTMENT CORP COMMON 552848103 56943 886,545 SH SOLE 0 587,385.00 0 298,860.00 MGI PHARMA INC COMMON 552880106 15789 257,743 SH SOLE 0 219,343.00 0 38,400.00 MGM MIRAGE COMMON 552953101 9701 213,969 SH SOLE 0 212,369.00 0 1,600.00 MI DEVELOPMENTS INC W-I CL A COMMON 55304X104 0 7 SH SOLE 0 7 0 0 MKS INSTRUMENTS INC COMMON 55306N104 9887 411,800 SH SOLE 0 411,800.00 0 0 MPS GROUP INC COMMON 553409103 3920 352,522 SH SOLE 0 258,922.00 0 93,600.00 MSC INDUSTRIAL DIRECT CP CL A COMMON 553530106 51 1,700 SH SOLE 0 1,700.00 0 0 MSC SOFTWARE CORP COMMON 553531104 8166 926,900 SH SOLE 0 926,900.00 0 0 MICROSOFT TR CVT IAM 144 A 0.0 0 CONVERT 553565AA0 30964 30,375,000 SH SOLE 0 4,425,000.00 0 25,950,000.00 MTS SYSTEMS CORP COMMON 553777103 7054 254,000 SH SOLE 0 175,300.00 0 78,700.00 MACDERMID INC COMMON 554273102 7400 210,300 SH SOLE 0 137,600.00 0 72,700.00 MACERICH COMPANY (THE) COMMON 554382101 163729 3,037,650 SH SOLE 0 1,916,186.00 0 1,110,564.00 MACK-CALI REALTY CORP COMMON 554489104 113619 2,529,927 SH SOLE 0 1,824,205.00 0 699,322.00 MACROVISION CORP COMMON 555904101 1577 83,500 SH SOLE 0 72,200.00 0 6,800.00 MAGNA INTERNATIONAL INC CL A COMMON 559222401 12570 158,708 SH SOLE 0 116,798.00 0 41,620.00 MAGNUM HUNTER RESOURCES COMMON 55972F203 7963 785,296 SH SOLE 0 785,296.00 0 0 MAGUIRE PROPERTIES INC COMMON 559775101 14943 583,700 SH SOLE 0 583,700.00 0 0 MATAV RT ADR COMMON 559776109 167 7,300 SH SOLE 0 7,300.00 0 0 MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 61 1,700 SH SOLE 0 1,700.00 0 0 MAIR HOLDINGS INC COMMON 560635104 696 75,000 SH SOLE 0 51,500.00 0 23,500.00 MANDALAY RESORT GROUP COMMON 562567107 54905 958,871 SH SOLE 0 903,471.00 0 55,400.00 MANNATECH INC COMMON 563771104 197 18,600 SH SOLE 0 18,600.00 0 0 MANOR CARE INC COMMON 564055101 1290 36,567 SH SOLE 0 34,867.00 0 1,700.00 MANPOWER INC COMMON 56418H100 66769 1,435,888 SH SOLE 0 1,435,888.00 0 0 MANUFACTURED HOME COMMUNITIES COMMON 564682102 879 24,900 SH SOLE 0 24,900.00 0 0 MANULIFE FINANCIAL CORP COMMON 56501R106 2337 62,900 SH SOLE 0 62,900.00 0 0 MAPINFO CORP COMMON 565105103 18 1,400 SH SOLE 0 0 0 1,400.00 MARATHON OIL CORP COMMON 565849106 92682 2,752,668 SH SOLE 0 2,628,688.00 0 101,480.00 MARCUS CORPORATION COMMON 566330106 49 2,800 SH SOLE 0 1,300.00 0 1,500.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- MARIMBA COMMON 56781Q109 184 31,176 SH SOLE 0 0 0 31,176.00 MARSH & MCLENNAN COS COMMON 571748102 6651 143,652 SH SOLE 0 139,252.00 0 4,400.00 MARSHALL & ILSLEY CORP COMMON 571834100 993 26,263 SH SOLE 0 26,263.00 0 0 MARRIOTT INTERNATIONAL CL A COMMON 571903202 13208 310,401 SH SOLE 0 310,401.00 0 0 MARTEK BIOSCIENCES CORP COMMON 572901106 9307 163,400 SH SOLE 0 163,400.00 0 0 MARTEN TRANSPORT LTD COMMON 573075108 148 7,800 SH SOLE 0 7,800.00 0 0 MARTIN MARIETTA MATERIALS COMMON 573284106 292 6,322 SH SOLE 0 6,322.00 0 0 MARVEL ENTERPRISES INC COMMON 57383M108 39212 2,043,333 SH SOLE 0 1,976,283.00 0 67,050.00 MASCO CORP COMMON 574599106 330051 10,842,659 SH SOLE 0 7,005,132.00 48,200.00 3,676,367.00 MASSBANK CORP COMMON 576152102 12 300 SH SOLE 0 100 0 200 MATSUSHITA ELEC IND ADR COMMON 576879209 199 12,896 SH SOLE 0 140 0 12,756.00 MATTEL INC COMMON 577081102 53492 2,900,877 SH SOLE 0 2,415,236.00 0 481,926.00 MAXTOR CORP COMMON 577729205 0 59 SH SOLE 0 59 0 0 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 255127 5,431,710 SH SOLE 0 4,078,440.00 15,890.00 1,300,330.00 MAY DEPARTMENT STORES CO COMMON 577778103 126716 3,664,420 SH SOLE 0 3,518,693.00 0 118,027.00 MAVERICK TUBE CORP COMMON 577914104 19567 830,881 SH SOLE 0 830,881.00 0 0 MAXIMUS INC COMMON 577933104 123 3,500 SH SOLE 0 0 0 3,500.00 MAYTAG CORP COMMON 578592107 269 8,529 SH SOLE 0 8,529.00 0 0 MBT FINANCIAL CORP COMMON 578877102 87 5,000 SH SOLE 0 5,000.00 0 0 MCCLATCHY COMPANY CL A COMMON 579489105 11903 167,550 SH SOLE 0 167,550.00 0 0 MCCORMICK & CO NON VTG SHRS COMMON 579780206 503 14,993 SH SOLE 0 14,993.00 0 0 MCDATA CORPORATION- CL A COMMON 580031201 0 2 SH SOLE 0 2 0 0 MCDONALD'S CORPORATION COMMON 580135101 167930 5,877,858 SH SOLE 0 5,665,760.00 0 179,198.00 MCGRAW-HILL COMPANIES INC COMMON 580645109 15741 206,738 SH SOLE 0 199,738.00 0 7,000.00 MCKESSON CORP COMMON 58155Q103 4453 147,977 SH SOLE 0 147,977.00 0 0 MEADWESTVACO CORP COMMON 583334107 619 21,897 SH SOLE 0 21,897.00 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 81026 2,383,110 SH SOLE 0 2,325,732.00 0 57,376.00 MEDIA GENERAL INC CL A COMMON 584404107 4484 66,650 SH SOLE 0 66,650.00 0 0 MEDICIS PHARMACEUTICAL CORP COMMON 584690309 5957 148,924 SH SOLE 0 124,624.00 0 18,800.00 MEDIMMUNE INC COMMON 584699102 621 26,927 SH SOLE 0 26,927.00 0 0 MEDTRONIC INC COMMON 585055106 443814 9,294,533 SH SOLE 0 6,254,691.00 35,770.00 2,920,402.00 MEDTRONIC INC CVT (MDT) 1.25 09 CONVERT 585055AB2 19486 18,850,000 SH SOLE 0 2,875,000.00 0 15,975,000.00 MELLON FINANCIAL CORP COMMON 58551A108 10065 321,661 SH SOLE 0 321,661.00 0 0 MEMBERWORKS INC COMMON 586002107 5834 166,600 SH SOLE 0 115,100.00 0 51,500.00 MENS WEARHOUSE INC COMMON 587118100 9586 360,800 SH SOLE 0 248,600.00 0 112,200.00 MENTOR CORP COMMON 587188103 242 8,034 SH SOLE 0 34 0 8,000.00 MERCK & CO INC COMMON 589331107 252658 5,717,529 SH SOLE 0 5,071,522.00 0 644,752.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- MRK/BMYTREASURYCVT(MRKBMY) 2.0 CONVERT58933QAA0 28628 29,725,000 SH SOLE 0 4,325,000.00 0 25,400,000.00 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 3468 136,100 SH SOLE 0 83,200.00 0 52,900.00 MERCURY INTERACTIVE CORP COMMON 589405109 68852 1,536,872 SH SOLE 0 1,500,292.00 0 36,580.00 MEREDITH CORP COMMON 589433101 427 8,451 SH SOLE 0 8,451.00 0 0 MERIDIAN BIOSCIENCE INC COMMON 589584101 844 82,800 SH SOLE 0 61,500.00 0 21,300.00 MERISTAR HOSPITALITY CORP REIT COMMON 58984Y103 262 37,700 SH SOLE 0 37,700.00 0 0 MERIX CORP COMMON 590049102 6723 364,400 SH SOLE 0 364,400.00 0 0 MERRILL LYNCH & CO COMMON 590188108 105620 1,773,333 SH SOLE 0 1,696,388.00 0 76,695.00 MERRILL LYNCH &CO CVT(MER) FLT 0 CONVERT 590188A73 41047 39,325,000 SH SOLE 0 5,750,000.00 0 33,575,000.00 MESA AIR GROUP INC COMMON 590479101 175 21,200 SH SOLE 0 0 0 21,200.00 METHODE ELECTRONICS COMMON 591520200 2626 203,600 SH SOLE 0 133,600.00 0 70,000.00 METLIFE INC COMMON 59156R108 9246 259,144 SH SOLE 0 242,484.00 0 16,660.00 METRO GOLDWYN MAYER INC COMMON 591610100 12784 734,724 SH SOLE 0 734,724.00 0 0 METROLOGIC INSTRUMENTS INC COMMON 591676101 4406 188,300 SH SOLE 0 132,600.00 0 55,700.00 METTLER TOLEDO INTERNATIONAL COMMON 592688105 1729 38,934 SH SOLE 0 38,934.00 0 0 MICREL INC COMMON 594793101 3283 245,400 SH SOLE 0 212,200.00 0 20,000.00 MICROS SYSTEMS INC COMMON 594901100 104 2,300 SH SOLE 0 400 0 1,900.00 MICROSOFT CORP COMMON 594918104 1114085 44,688,538 SH SOLE 0 34,266,360.00 121,860.00 10,014,638.00 MICROSTRATEGY INC COMMON 594972408 6657 124,900 SH SOLE 0 124,900.00 0 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 69471 2,629,495 SH SOLE 0 2,562,795.00 0 66,700.00 MICROMUSE INC COMMON 595094103 1528 195,900 SH SOLE 0 123,000.00 0 72,900.00 MICRON TECHNOLOGY INC COMMON 595112103 18036 1,079,346 SH SOLE 0 1,079,346.00 0 0 MICROSEMI CORP COMMON 595137100 15032 1,098,800 SH SOLE 0 892,000.00 0 206,800.00 MID-AMER APT CMNTYS INC COMMON 59522J103 8291 223,300 SH SOLE 0 198,000.00 0 25,300.00 MID-STATE BANCSHARES COMMON 595440108 566 23,600 SH SOLE 0 17,300.00 0 6,300.00 MIDDLEBY CORP COMMON 596278101 4103 90,000 SH SOLE 0 61,200.00 0 28,800.00 MILLEA HOLDINGS INC -ADR COMMON 60032R106 61523 791,186 SH SOLE 0 738,426.00 0 52,760.00 MILLER (HERMAN) INC COMMON 600544100 1687 63,434 SH SOLE 0 63,434.00 0 0 MILLIPORE CORP COMMON 601073109 1443 28,091 SH SOLE 0 28,091.00 0 0 MILLS CORP COMMON 601148109 59861 1,123,313 SH SOLE 0 780,630.00 0 339,283.00 MISSION WEST PPTYS INC COMMON 605203108 1403 105,900 SH SOLE 0 72,700.00 0 33,200.00 MITSUBISHI TOKYO FINAN ADR COMMON 606816106 382 38,435 SH SOLE 0 200 0 38,235.00 MOBILE TELESYSTEMS SP ADR COMMON 607409109 1428 10,860 SH SOLE 0 10,860.00 0 0 MOHAWK INDS INC COMMON 608190104 1968 23,904 SH SOLE 0 23,904.00 0 0 MOLECULAR DEVICES CORP COMMON 60851C107 789 41,900 SH SOLE 0 31,100.00 0 10,800.00 MOLEX INC COMMON 608554101 27339 899,602 SH SOLE 0 899,602.00 0 0 MOLEX INC - CL A COMMON 608554200 403 15,465 SH SOLE 0 15,465.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- MONACO COACH CORP COMMON 60886R103 6185 230,800 SH SOLE 0 158,700.00 0 72,100.00 MONSANTO COMPANY COMMON 61166W101 18585 506,811 SH SOLE 0 453,661.00 0 35,850.00 MONSTER WORLDWIDE INC COMMON 611742107 324 12,349 SH SOLE 0 12,349.00 0 0 MOODYS CORPORATION COMMON 615369105 3451 48,740 SH SOLE 0 47,640.00 0 1,100.00 MORGAN STANLEY COMMON 617446448 615484 10,741,438 SH SOLE 0 7,525,006.00 40,808.00 3,079,482.00 FNM-SLM(MWD)CVT 0.0 10-20-06 CONVERT617446GB9 31409 26,200,000 SH SOLE 0 3,750,000.00 0 22,450,000.00 ORACLE CORP (MWD) CVT0.0 12-30 CONVERT617446GV5 19536 18,875,000 SH SOLE 0 2,400,000.00 0 16,475,000.00 CITIGROUP INC CVT (MWD) 0.0 12-3 CONVERT 617446GY9 33404 35,000,000 SH SOLE 0 5,175,000.00 0 29,825,000.00 HOME DEPOT CVT(MWD) 1.0 12-15 CONVERT 617446HH5 30650 29,775,000 SH SOLE 0 4,425,000.00 0 25,350,000.00 CISCO CORP (MWD) CVT .25% 05-15 CONVERT 617446JG5 11070 9,000,000 SH SOLE 0 2,225,000.00 0 6,775,000.00 MSDW CALIF QUALITY MUNI SECS MF COMMON 61745P635 1 76 SH SOLE 0 76 0 0 MOTOROLA INC COMMON 620076109 73563 4,179,688 SH SOLE 0 4,139,088.00 0 40,600.00 MOVADO GROUP COMMON 624580106 72 2,400 SH SOLE 0 2,400.00 0 0 MUELLER INDS INC COMMON 624756102 3161 93,000 SH SOLE 0 57,500.00 0 35,500.00 MULTIMEDIA GAMES INC COMMON 625453105 8894 359,500 SH SOLE 0 359,500.00 0 0 MUNIYIELD CALIF INSD FUND COMMON 62629L104 1 53 SH SOLE 0 53 0 0 MURPHY OIL CORP COMMON 626717102 59793 949,547 SH SOLE 0 949,547.00 0 0 MYERS INDUSTRIES INC COMMON 628464109 14 1,100 SH SOLE 0 0 0 1,100.00 MYLAN LABORATORIES COMMON 628530107 54034 2,377,200 SH SOLE 0 2,349,800.00 0 27,400.00 NBC CAPITAL CORP COMMON 628729105 621 23,900 SH SOLE 0 16,500.00 0 7,400.00 NTY INC COMMON 628782104 19188 516,080 SH SOLE 0 516,080.00 0 0 NCR CORPORATION COMMON 62886E108 10959 248,731 SH SOLE 0 230,231.00 0 14,900.00 NEC CORPORATION ADR COMMON 629050204 58 7,062 SH SOLE 0 0 0 7,062.00 NII HOLDINGS INC-CL B COMMON 62913F201 1002 28,560 SH SOLE 0 28,560.00 0 0 NPS PHARMACEUTICALS INC COMMON 62936P103 3605 126,400 SH SOLE 0 126,400.00 0 0 NTL INC COMMON 62940M104 4998 83,966 SH SOLE 0 83,966.00 0 0 NTT DOCOMO INC COMMON 62942M201 383 17,288 SH SOLE 0 33 0 17,255.00 NVR INC COMMON 62944T105 6164 13,400 SH SOLE 0 10,900.00 0 2,200.00 NABI BIOPHARMACEUTICALS COMMON 629519109 6904 443,700 SH SOLE 0 443,700.00 0 0 NASH FINCH CO COMMON 631158102 155 6,500 SH SOLE 0 3,800.00 0 2,700.00 NATIONAL AUSTRALIA BANK ADR COMMON 632525408 113637 959,692 SH SOLE 0 897,593.00 0 62,099.00 NATIONAL BANKSHARES INC/VA COMMON 634865109 107 2,100 SH SOLE 0 2,100.00 0 0 NATIONAL CITY CORP COMMON 635405103 29226 821,409 SH SOLE 0 786,509.00 0 34,900.00 NATIONAL HEALTH REALTY INC COMMON 635905102 88 4,700 SH SOLE 0 4,700.00 0 0 NATIONAL FUEL GAS CO NJ COMMON 636180101 1415 57,500 SH SOLE 0 57,500.00 0 0 NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 3219 104,500 SH SOLE 0 68,200.00 0 36,300.00 NATIONAL OILWELL INC COMMON 637071101 13665 483,208 SH SOLE 0 483,208.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- NATIONAL SEMICONDUCTOR CORP COMMON 637640103 63852 1,437,136 SH SOLE 0 1,434,481.00 0 2,655.00 NATIONWIDE HEALTH PPTYS INC COMMON 638620104 40692 1,827,200 SH SOLE 0 1,827,200.00 0 0 NATURES SUNSHINE PRODS INC COMMON 639027101 30 2,000 SH SOLE 0 0 0 2,000.00 NAUTILUS GROUP INC COMMON 63910B102 198 12,600 SH SOLE 0 12,600.00 0 0 NAVISTAR INTERNATIONAL COMMON 6.39E+112 23614 515,020 SH SOLE 0 515,020.00 0 0 NAVIGANT INTL INC COMMON 63935R108 339 18,800 SH SOLE 0 11,800.00 0 7,000.00 NEIMAN MARCUS GROUP INC COMMON 640204202 3064 56,800 SH SOLE 0 56,800.00 0 0 THOMAS NELSON INC COMMON 640376109 2461 90,400 SH SOLE 0 62,300.00 0 28,100.00 NETEGRITY INC COMMON 64110P107 53 6,200 SH SOLE 0 0 0 6,200.00 NETGEAR INC COMMON 64111Q104 7693 559,100 SH SOLE 0 559,100.00 0 0 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 21178 581,800 SH SOLE 0 581,800.00 0 0 NETWORK APPLIANCE INC COMMON 64120L104 50658 2,352,891 SH SOLE 0 2,212,791.00 0 119,800.00 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 4509 76,300 SH SOLE 0 76,300.00 0 0 NEUBERGER BERMAN REALTY INC CF COMMON 64126G109 3384 189,600 SH SOLE 0 189,600.00 0 0 NEW CENTURY FINANCIAL CORP COMMON 64352D101 6177 127,200 SH SOLE 0 78,600.00 0 48,600.00 NEW ENGLAND BUSINESS SERVICE COMMON 643872104 934 27,600 SH SOLE 0 18,500.00 0 9,100.00 NEW JERSEY RES COMMON 646025106 726 19,200 SH SOLE 0 16,900.00 0 2,300.00 NEW PLAN EXCEL REALTY TRUST COMMON 648053106 40341 1,475,000 SH SOLE 0 1,475,000.00 0 0 NEW YORK COMMUNITY BANCORP COMMON 649445103 1102 32,160 SH SOLE 0 32,160.00 0 0 NEW YORK TIMES CO COMMON 650111107 9562 216,340 SH SOLE 0 214,772.00 0 1,568.00 NEWCASTLE INVESTMENT CORP COMMON 65105M108 13736 407,600 SH SOLE 0 275,000.00 0 132,600.00 NEWELL RUBBERMAID INC COMMON 651229106 1805 77,816 SH SOLE 0 77,291.00 0 525 NEWMONT MINING CORP HLDG CO COMMON 651639106 7511 161,077 SH SOLE 0 161,077.00 0 0 NEWS CORPORATION LIMITED ADR COMMON 652487703 60 1,673 SH SOLE 0 48 0 1,625.00 NEWS CORP LTD ADR COMMON 652487802 30928 975,324 SH SOLE 0 975,324.00 0 0 NEXTEL COMMUNICATIONS INC COMMON 65332V103 103145 4,182,666 SH SOLE 0 4,076,560.00 0 106,106.00 NEXTEL PARTNERS INC COMMON 65333F107 42904 3,388,950 SH SOLE 0 3,388,950.00 0 0 NEXEN INC COMMON 65334H102 15021 386,346 SH SOLE 0 386,346.00 0 0 NICE SYS LTD ADR COMMON 653656108 107 4,550 SH SOLE 0 4,550.00 0 0 NICOR INC COMMON 654086107 168 4,777 SH SOLE 0 4,777.00 0 0 NIKE INC COMMON 654106103 42271 542,845 SH SOLE 0 542,819.00 0 26 99 CENTS ONLY STORES COMMON 65440K106 344 14,098 SH SOLE 0 14,098.00 0 0 NTT ADR COMMON 654624105 110941 3,914,651 SH SOLE 0 3,661,164.00 0 253,487.00 NISOURCE INC COMMON 65473P105 6192 291,386 SH SOLE 0 290,661.00 0 725 NISSAN MOTORS ADR COMMON 654744408 233 10,582 SH SOLE 0 40 0 10,542.00 NOKIA OYJ ADR COMMON 654902204 130135 6,416,926 SH SOLE 0 5,980,051.00 0 436,875.00 NOBLE ENERGY INC COMMON 655044105 4934 104,754 SH SOLE 0 104,189.00 0 565

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- NOMURA HOLDINGS INC ADR COMMON 65535H208 238 13,155 SH SOLE 0 0 0 13,155.00 NORDSTROM INC COMMON 655664100 883 22,124 SH SOLE 0 22,124.00 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 965 43,681 SH SOLE 0 43,681.00 0 0 NORTEL NETWORKS CORPORATION COMMON 656568102 26197 4,410,210 SH SOLE 0 4,410,210.00 0 0 NORTH AMER PALLADIUM LTD COMMON 656912102 4795 314,000 SH SOLE 0 314,000.00 0 0 NORTH FORK BANCORPORATION COMMON 659424105 3171 74,919 SH SOLE 0 72,019.00 0 2,900.00 NORTH PITTSBURGH SYSTEMS COMMON 661562108 6 300 SH SOLE 0 300 0 0 NORTHEAST UTILS COMMON 664397106 97 5,200 SH SOLE 0 5,200.00 0 0 NORTHERN TRUST CORP COMMON 665859104 39071 838,613 SH SOLE 0 838,613.00 0 0 NORTHROP GRUMMAN CORP COMMON 666807102 2063 20,963 SH SOLE 0 20,963.00 0 0 NOVARTIS ADR COMMON 66987V109 167000 3,920,189 SH SOLE 0 3,697,538.00 0 222,651.00 NOVELL INC COMMON 670006105 86896 7,635,835 SH SOLE 0 7,635,835.00 0 0 NOVELLUS SYSTEMS INC COMMON 670008101 24586 776,326 SH SOLE 0 629,815.00 0 146,511.00 NU SKIN ENTERPRISES INC COMMON 67018T105 2372 117,700 SH SOLE 0 88,500.00 0 29,200.00 NSTAR COMMON 6.70E+111 2338 46,100 SH SOLE 0 46,100.00 0 0 NUCOR CORP COMMON 670346105 5613 91,305 SH SOLE 0 89,105.00 0 2,200.00 NVIDIA CORP COMMON 67066G104 15878 601,439 SH SOLE 0 601,439.00 0 0 NUVEEN REAL ESTATE INCOME MF COMMON 67071B108 1446 75,000 SH SOLE 0 75,000.00 0 0 OGE ENERGY CORP COMMON 670837103 2906 109,900 SH SOLE 0 109,900.00 0 0 NUVEEN CALIF SELECT QUALITY COMMON 670975101 2 112 SH SOLE 0 112 0 0 NUVEEN CALIF QUALITY INC MUN COMMON 670985100 5 331 SH SOLE 0 331 0 0 OSI PHARMACEUTICALS INC COMMON 671040103 6259 163,000 SH SOLE 0 163,000.00 0 0 OCCIDENTAL PETROLEUM CORP COMMON 674599105 173661 3,771,139 SH SOLE 0 3,639,793.00 0 106,446.00 OCEANEERING INTL INC COMMON 675232102 801 26,300 SH SOLE 0 14,500.00 0 11,800.00 OCEANFIRST FINANCIAL CORP COMMON 675234108 774 31,200 SH SOLE 0 21,500.00 0 9,700.00 OCTEL CORP COMMON 675727101 1866 62,500 SH SOLE 0 42,700.00 0 19,800.00 OFFICE DEPOT INC COMMON 676220106 20295 1,078,389 SH SOLE 0 837,657.00 0 240,732.00 OLD REPUBLIC INTERNATIONAL CORP COMMON 680223104 23793 968,750 SH SOLE 0 928,650.00 0 32,600.00 OLD SECOND BANCORP INC COMMON 680277100 442 8,600 SH SOLE 0 5,300.00 0 3,300.00 OMNICOM GROUP COMMON 681919106 111726 1,392,230 SH SOLE 0 1,375,830.00 0 16,400.00 OMNICOM GROUP CVT(OMC) 144A 0 CONVERT681919AN6 19509 19,150,000 SH SOLE 0 2,875,000.00 0 16,275,000.00 OMEGA HEALTHCARE INVS INC COMMON 681936100 10903 1,003,000 SH SOLE 0 908,900.00 0 94,100.00 OMNIVISION TECHNOLOGIES COMMON 682128103 11003 402,900 SH SOLE 0 360,000.00 0 42,900.00 OMNICELL INC COMMON 68213N109 1953 98,600 SH SOLE 0 62,000.00 0 36,600.00 ONE LIBERTY PPTYS INC COMMON 682406103 99 4,400 SH SOLE 0 4,400.00 0 0 ONEOK INC COMMON 682680103 1698 75,300 SH SOLE 0 75,300.00 0 0 OPEN JT STK CO-VIMPEL COMMUNI CATIS COMMON 68370R109 1043 10,031 SH SOLE 0 10,031.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- OPLINK COMMUNICATIONS INC COMMON 68375Q106 475 190,939 SH SOLE 0 0 0 190,939.00 ORACLE CORPORATION COMMON 68389X105 303375 25,281,262 SH SOLE 0 18,174,561.00 84,690.00 6,824,791.00 ORIENTAL FINANCIAL GROUP COMMON 68618W100 2241 70,361 SH SOLE 0 47,376.00 0 22,985.00 ORIX CORP ADR COMMON 686330101 236 4,277 SH SOLE 0 21 0 4,256.00 ORCHID BIOSCIENCES WT 05-24-04 COMMON 686991993 0 179,910 SH SOLE 0 179,910.00 0 0 ORTHOLOGIC CORP COMMON 68750J107 3 362 SH SOLE 0 0 362 0 OSHKOSH TRUCK CORP COMMON 688239201 9803 176,000 SH SOLE 0 161,800.00 0 14,200.00 OUTBACK STEAKHOUSE INC COMMON 689899102 1 19 SH SOLE 0 19 0 0 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 1967 53,900 SH SOLE 0 44,500.00 0 9,400.00 OWENS & MINOR INC COMMON 690732102 109 4,300 SH SOLE 0 0 0 4,300.00 OWENS-ILLINOIS INC COMMON 690768403 379 27,000 SH SOLE 0 18,300.00 0 8,700.00 OXFORD HEALTH PLANS INC COMMON 691471106 5585 114,320 SH SOLE 0 104,120.00 0 7,300.00 PDI INC COMMON 69329V100 1621 64,100 SH SOLE 0 43,800.00 0 20,300.00 PG&E CORP COMMON 69331C108 9620 332,073 SH SOLE 0 331,998.00 0 75 PFF BANCORP INC COMMON 69331W104 2055 53,900 SH SOLE 0 38,200.00 0 15,700.00 PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 14072 279,531 SH SOLE 0 228,961.00 0 50,570.00 PLX TECHNOLOGY INC COMMON 693417107 905 84,000 SH SOLE 0 52,600.00 0 31,400.00 PMC-SIERRA INC COMMON 69344F106 9145 538,869 SH SOLE 0 426,489.00 0 112,380.00 PMI GROUP INC (THE) COMMON 69344M101 382382 10,235,052 SH SOLE 0 7,100,202.00 39,030.00 3,007,125.00 PMI GROUP CVT (PMI) 2.5 07-15-21 CONVERT 69344MAE1 19272 17,600,000 SH SOLE 0 2,625,000.00 0 14,975,000.00 PNC FINANCIAL SERVICES GROUP COMMON 693475105 4913 88,649 SH SOLE 0 87,344.00 0 1,305.00 POHANG IRON & STEEL CO ADR COMMON 693483109 485 13,708 SH SOLE 0 11,753.00 0 1,955.00 PPG INDUSTRIES INC COMMON 693506107 209772 3,598,153 SH SOLE 0 2,354,126.00 14,990.00 1,193,777.00 PPL CORPORATION COMMON 69351T106 7478 163,989 SH SOLE 0 163,989.00 0 0 PS BUSINESS PKS INC CALIF COMMON 69360J107 1061 22,900 SH SOLE 0 22,900.00 0 0 PSS WORLD MED INC COMMON 69366A100 2089 186,700 SH SOLE 0 120,500.00 0 66,200.00 PACCAR INC COMMON 693718108 46995 838,447 SH SOLE 0 814,847.00 0 23,600.00 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 24023 972,201 SH SOLE 0 904,151.00 0 48,650.00 PACIFIC RIM MINING CORP COMMON 694915208 2363 1,504,900 SH SOLE 0 1,504,900.00 0 0 PACIFICARE HEALTH SYS DEL COMMON 695112102 483 12,200 SH SOLE 0 12,200.00 0 0 PACTIV CORPORATION COMMON 695257105 1798 80,809 SH SOLE 0 80,809.00 0 0 PAIN THERAPEUTICS INC COMMON 69562K100 233 33,700 SH SOLE 0 33,700.00 0 0 PALL CORPORATION COMMON 696429307 311 13,688 SH SOLE 0 13,688.00 0 0 PANAMSAT CORP COMMON 697933109 74 3,025 SH SOLE 0 2,050.00 0 975 PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 92441 1,774,307 SH SOLE 0 1,068,629.00 0 698,578.00 PANERA BREAD CO CL A COMMON 69840W108 4475 115,000 SH SOLE 0 115,000.00 0 0 PANTRY INC COMMON 698657103 1502 75,300 SH SOLE 0 60,100.00 0 15,200.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- PAPA JOHNS INTL INC COMMON 698813102 9673 286,600 SH SOLE 0 199,900.00 0 86,700.00 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 133 29,450 SH SOLE 0 29,450.00 0 0 PARK NATIONAL CORP COMMON 700658107 57 500 SH SOLE 0 500 0 0 PARKER HANNIFIN CORP COMMON 701094104 26522 469,411 SH SOLE 0 400,200.00 0 69,211.00 PARKWAY PROPERTIES INC-MD COMMON 70159Q104 281 6,000 SH SOLE 0 6,000.00 0 0 PATINA OIL & GAS CORP COMMON 703224105 4011 152,800 SH SOLE 0 121,600.00 0 26,300.00 PATTERSON DENTAL CO COMMON 703412106 23 335 SH SOLE 0 335 0 0 PAYCHEX INC COMMON 704326107 73988 2,078,313 SH SOLE 0 2,034,698.00 0 43,615.00 PEABODY ENERGY CORP COMMON 704549104 12618 271,300 SH SOLE 0 271,300.00 0 0 PEDIATRIX MED GROUP COMMON 705324101 233 3,700 SH SOLE 0 0 0 3,700.00 PEGASUS COMMUNICATIONS CORP COMMON 705904605 195 5,100 SH SOLE 0 5,000.00 0 100 PENFORD CORP COMMON 707051108 23 1,400 SH SOLE 0 0 0 1,400.00 PENN NATIONAL GAMING INC COMMON 707569109 250 8,699 SH SOLE 0 8,699.00 0 0 J. C. PENNEY CO COMMON 708160106 1033 29,704 SH SOLE 0 29,704.00 0 0 PENNSYLVANIA RL ESTATE INVT TR COMMON 709102107 752 19,960 SH SOLE 0 19,960.00 0 0 PENTAIR INC COMMON 709631105 1971 33,409 SH SOLE 0 33,409.00 0 0 PEOPLES BANCORP INC COMMON 709789101 53 1,890 SH SOLE 0 1,890.00 0 0 PEOPLES ENERGY CORP COMMON 711030106 2218 49,679 SH SOLE 0 49,679.00 0 0 PEOPLES HOLDING COMPANY COMMON 711148106 430 12,750 SH SOLE 0 10,100.00 0 2,650.00 PEOPLESOFT INC COMMON 712713106 3220 174,130 SH SOLE 0 166,830.00 0 7,300.00 PEP BOYS-MANNY MOE & JACK COMMON 713278109 7204 259,600 SH SOLE 0 184,100.00 0 75,500.00 PEPCO HOLDINGS INC COMMON 713291102 89 4,351 SH SOLE 0 2,976.00 0 1,375.00 PEPSI BOTTLING GROUP INC COMMON 713409100 18297 615,034 SH SOLE 0 615,034.00 0 0 PEPSIAMERICAS INC COMMON 71343P200 1007 49,300 SH SOLE 0 49,300.00 0 0 PEPSICO INC COMMON 713448108 365563 6,788,539 SH SOLE 0 4,567,332.00 26,520.00 2,132,527.00 PER-SE TECHNOLOGIES INC COMMON 713569309 1136 101,400 SH SOLE 0 69,600.00 0 31,800.00 PERFORMANCE FOOD GROUP CO COMMON 713755106 319 9,290 SH SOLE 0 9,290.00 0 0 PERFORMANCE TECHNOLOGIES INC COMMON 71376K102 539 31,900 SH SOLE 0 20,000.00 0 11,900.00 PERKINELMER INC COMMON 714046109 4559 220,369 SH SOLE 0 192,769.00 0 16,600.00 PERRIGO CO COMMON 714290103 12437 620,300 SH SOLE 0 429,000.00 0 191,300.00 TELEKOMUNIKASI ADR COMMON 715684106 2599 154,220 SH SOLE 0 154,220.00 0 0 PETCO ANIMAL SUPPLIES INC COMMON 716016209 8896 315,700 SH SOLE 0 304,900.00 0 6,500.00 PETRO-CANADA COMMON 71644E102 745 17,000 SH SOLE 0 17,000.00 0 0 PETROBRAS ENERGIA PARTICIPACIO COMMON 71646M102 698 50,200 SH SOLE 0 50,200.00 0 0 PETROLEO BRASILEIRO SA ADR COMMON 71654V101 563 19,070 SH SOLE 0 19,070.00 0 0 PETROLEO BRASILEIRO SA ADR COMMON 71654V408 76 2,278 SH SOLE 0 2,278.00 0 0 PETROLEUM DEVELOPMENT CORP COMMON 716578109 235 8,200 SH SOLE 0 8,200.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- PETSMART INC COMMON 716768106 1 48 SH SOLE 0 48 0 0 PFIZER INC COMMON 717081103 1097269 31,305,833 SH SOLE 0 22,332,524.00 104,500.00 8,620,062.00 PHARMACEUTICAL RESOURCES INC COMMON 717125108 43865 771,463 SH SOLE 0 771,463.00 0 0 PHARMACIA CORPORATION*OLD COMMON 71713U102 0 0 SH SOLE 0 0 0 0 PHELPS DODGE CORP COMMON 717265102 54922 672,567 SH SOLE 0 552,321.00 0 120,246.00 PHOTRONICS INC COMMON 719405102 5482 309,700 SH SOLE 0 201,400.00 0 108,300.00 PIER 1 IMPORTS INC COMMON 720279108 4650 196,200 SH SOLE 0 196,200.00 0 0 PILGRIMS PRIDE CORP COMMON 721467108 650 29,000 SH SOLE 0 29,000.00 0 0 PINNACLE ENTMT INC COMMON 723456109 7278 527,400 SH SOLE 0 527,400.00 0 0 PINNACLE WEST CAPITAL CORP COMMON 723484101 713 18,107 SH SOLE 0 15,487.00 0 2,620.00 PIONEER NAT RES CO COMMON 723787107 11824 366,074 SH SOLE 0 366,074.00 0 0 PITNEY BOWES INC COMMON 724479100 1312 30,795 SH SOLE 0 29,095.00 0 1,700.00 PIXAR COMMON 725811103 7802 121,040 SH SOLE 0 121,040.00 0 0 PLACER DOME INC COMMON 725906101 9282 516,500 SH SOLE 0 516,500.00 0 0 PLANER SYSTEMS INC COMMON 726900103 665 46,700 SH SOLE 0 29,200.00 0 17,500.00 PLANTRONICS INC COMMON 727493108 9273 253,300 SH SOLE 0 225,300.00 0 22,500.00 PLAYBOY ENTERPRISES INC COMMON 728117300 8 600 SH SOLE 0 600 0 0 PLEXUS CORP COMMON 729132100 9765 548,900 SH SOLE 0 548,900.00 0 0 PLUM CREEK TIMBER CO INC COMMON 729251108 66864 2,058,611 SH SOLE 0 1,220,609.00 0 829,602.00 POGO PRODUCING CO COMMON 730448107 1 18 SH SOLE 0 18 0 0 POLARIS INDUSTRIES INC COMMON 731068102 5984 131,700 SH SOLE 0 78,200.00 0 53,500.00 POLO RALPH LAUREN CORP COMMON 731572103 66819 1,949,214 SH SOLE 0 1,949,214.00 0 0 POLYCOM INC COMMON 73172K104 8587 404,642 SH SOLE 0 366,442.00 0 23,000.00 POLYMEDICA CORP COMMON 731738100 80 3,000 SH SOLE 0 0 0 3,000.00 POMEROY COMPUTER RESOURCES COMMON 731822102 842 58,100 SH SOLE 0 40,300.00 0 17,800.00 PORTUGAL TELECOM SGPS ADR COMMON 737273102 167818 14,970,377 SH SOLE 0 14,401,364.00 0 569,013.00 POSSIS MEDICAL INC COMMON 737407106 76 2,700 SH SOLE 0 0 0 2,700.00 POST PROPERTIES INC REIT COMMON 737464107 622 21,600 SH SOLE 0 21,600.00 0 0 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 1 16 SH SOLE 0 16 0 0 POTLATCH CORP COMMON 737628107 770 18,900 SH SOLE 0 18,900.00 0 0 POWELL INDUSTRIES INC COMMON 739128106 377 21,200 SH SOLE 0 13,300.00 0 7,900.00 POWER-ONE INC COMMON 739308104 8701 786,731 SH SOLE 0 786,731.00 0 0 POZEN INC COMMON 73941U102 3274 236,900 SH SOLE 0 236,900.00 0 0 PRAXAIR INC COMMON 74005P104 444836 11,983,741 SH SOLE 0 8,026,852.00 50,160.00 3,789,589.00 PRECISION CASTPARTS CORP COMMON 740189105 26 600 SH SOLE 0 600 0 0 PREMCOR INC COMMON 74045Q104 6318 204,000 SH SOLE 0 204,000.00 0 0 PRENTISS PROPERTIES TRUST REIT COMMON 740706106 15968 432,740 SH SOLE 0 431,700.00 0 1,040.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- T ROWE PRICE GROUP INC COMMON 74144T108 39547 734,659 SH SOLE 0 734,659.00 0 0 PRICELINE COM INC COMMON 741503403 307 11,400 SH SOLE 0 11,400.00 0 0 PRIDE INTERNATIONAL INC COMMON 74153Q102 6688 392,000 SH SOLE 0 392,000.00 0 0 PRIMA ENERGY CORP COMMON 741901201 480 13,900 SH SOLE 0 8,100.00 0 5,800.00 PRIME HOSPITALITY CORP COMMON 741917108 278 24,400 SH SOLE 0 24,400.00 0 0 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2971 83,384 SH SOLE 0 80,924.00 0 2,460.00 PROCTER & GAMBLE CO COMMON 742718109 582812 5,556,939 SH SOLE 0 4,502,960.00 13,497.00 1,008,801.00 PRIVATEBANCORP INC COMMON 742962103 9185 178,000 SH SOLE 0 174,800.00 0 3,200.00 PROGRESS ENERGY INC COMMON 743263105 6375 135,407 SH SOLE 0 135,407.00 0 0 PROGRESS ENERGY INC-CVO RT COMMON 743263AA3 0 11,000 SH SOLE 0 11,000.00 0 0 PROGRESS SOFTWARE CORP COMMON 743312100 1593 66,397 SH SOLE 0 50,997.00 0 15,400.00 PROGRESSIVE CORP COMMON 743315103 8567 97,798 SH SOLE 0 93,398.00 0 4,400.00 PROLOGIS COMMON 743410102 257849 7,188,430 SH SOLE 0 4,456,804.00 0 2,704,126.00 PROTECTIVE LIFE CORP COMMON 743674103 143 3,815 SH SOLE 0 2,855.00 0 960 PROVIDENT BANKSHARES CORP COMMON 743859100 8532 271,900 SH SOLE 0 194,200.00 0 77,700.00 PROVIDENT FINANCIAL HOLDINGS COMMON 743868101 500 19,250 SH SOLE 0 14,050.00 0 5,200.00 PROVIDIAN FINANCIAL CORP COMMON 74406A102 430 32,793 SH SOLE 0 31,593.00 0 1,200.00 PRUDENTIAL FINANCIAL INC COMMON 744320102 35311 788,552 SH SOLE 0 785,865.00 0 2,687.00 PUBLIC SERVICE ENTERPRISE GROUP COMMON 744573106 7770 165,391 SH SOLE 0 165,391.00 0 0 PUBLIC STORAGE INC REIT COMMON 74460D109 55364 1,137,782 SH SOLE 0 757,120.00 0 376,862.00 PUBLIC STORAGE DEP CL A COMMON 74460D729 5481 180,186 SH SOLE 0 179,600.00 0 586 PUGET ENERGY INC COMMON 745310102 25 1,100 SH SOLE 0 1,100.00 0 0 PULTE HOMES INC COMMON 745867101 66583 1,197,528 SH SOLE 0 1,176,528.00 0 21,000.00 QLOGIC CORP COMMON 747277101 667 20,222 SH SOLE 0 20,222.00 0 0 QUALCOMM INC COMMON 747525103 483447 7,292,912 SH SOLE 0 5,004,755.00 27,500.00 2,196,107.00 QUALITY SYSTEMS INC COMMON 747582104 2190 48,200 SH SOLE 0 33,800.00 0 14,400.00 QUEST DIAGNOSTICS INC COMMON 74834L100 6041 72,936 SH SOLE 0 72,936.00 0 0 QUEST SOFTWARE INC COMMON 74834T103 5548 339,300 SH SOLE 0 329,500.00 0 5,900.00 QUESTAR CORP COMMON 748356102 2052 56,300 SH SOLE 0 56,300.00 0 0 QUICKSILVER RESOURCE COMMON 74837R104 6907 178,200 SH SOLE 0 178,200.00 0 0 QUIKSILVER INC COMMON 74838C106 1 44 SH SOLE 0 44 0 0 QUIDEL CORP COMMON 74838J101 2476 375,700 SH SOLE 0 237,000.00 0 138,700.00 QUILMES INDUSTRIAL QUINS ADR COMMON 74838Y207 62 3,400 SH SOLE 0 3,400.00 0 0 QWEST COMMUNICATIONS INTL INC COMMON 749121109 1958 454,261 SH SOLE 0 452,261.00 0 2,000.00 R&G FINANCIAL CORP CL B COMMON 749136107 9220 266,950 SH SOLE 0 182,650.00 0 84,300.00 RH DONNELLEY CORP COMMON 74955W307 5506 117,900 SH SOLE 0 92,800.00 0 25,100.00 RPM INTERNATIONAL INC COMMON 749685103 140 8,450 SH SOLE 0 5,700.00 0 2,750.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- RSA SECURITY INC COMMON 749719100 12296 654,400 SH SOLE 0 591,600.00 0 62,800.00 RTI INTERNATIONAL METALS INC COMMON 74973W107 2154 136,100 SH SOLE 0 91,600.00 0 44,500.00 RADIAN GROUP INC COMMON 750236101 333198 7,821,553 SH SOLE 0 4,975,371.00 36,992.00 2,722,520.00 RADIO ONE INC CL D WI COMMON 75040P405 8752 473,100 SH SOLE 0 468,300.00 0 4,800.00 RADIOSHACK CORPORATION COMMON 750438103 63589 1,917,628 SH SOLE 0 1,824,228.00 0 70,300.00 RADISYS CORP COMMON 750459109 15 700 SH SOLE 0 700 0 0 RALCORP HLDGS INC COMMON 751028101 3868 127,100 SH SOLE 0 80,400.00 0 46,700.00 RAMCO-GERSHENSON PPTYS TR COMMON 751452202 7772 275,600 SH SOLE 0 275,600.00 0 0 RANGOLD RESOURCES LTD COMMON 752344309 1436 73,000 SH SOLE 0 73,000.00 0 0 RAYMOND JAMES FINANCIAL INC COMMON 754730109 11574 465,750 SH SOLE 0 465,750.00 0 0 RAYONIER INC COMMON 754907103 158 3,610 SH SOLE 0 2,450.00 0 1,160.00 RAYTHEON COMPANY COMMON 755111507 1435 45,783 SH SOLE 0 45,783.00 0 0 READERS DIGEST ASSN INC COMMON 755267101 1 67 SH SOLE 0 67 0 0 REAL ESTATE INCOME FUND INC MF COMMON 755881109 2905 157,000 SH SOLE 0 157,000.00 0 0 REALNETWORKS INC COMMON 75605L104 4694 782,300 SH SOLE 0 782,300.00 0 0 REALTY INCOME CORP COMMON 756109104 683 15,300 SH SOLE 0 15,300.00 0 0 RECKSON ASSOCIATES REALTY REIT COMMON 75621K106 1050 37,300 SH SOLE 0 37,300.00 0 0 RED HAT INC COMMON 756577102 24642 1,069,070 SH SOLE 0 1,069,070.00 0 0 REEBOK INTERNATIONAL LTD COMMON 758110100 264 6,385 SH SOLE 0 6,385.00 0 0 REED ELSEVIER NV-SPONS ADR COMMON 758204101 2 65 SH SOLE 0 65 0 0 REED ELSEVIER PLC-SPONS ADR COMMON 758205108 56733 1,598,121 SH SOLE 0 1,477,060.00 0 121,061.00 REGAL ENTERTAINMENT GROUP COMMON 758766109 4442 202,100 SH SOLE 0 202,100.00 0 0 REGENCY CENTERS CORP COMMON 758849103 54972 1,176,385 SH SOLE 0 722,669.00 0 448,816.00 REGENERATION TECH COMMON 75886N100 5868 517,000 SH SOLE 0 517,000.00 0 0 REGIS CORP MINN COMMON 758932107 382 8,600 SH SOLE 0 8,600.00 0 0 REGIONS FINANCIAL CORP COMMON 758940100 3946 108,062 SH SOLE 0 103,562.00 0 4,500.00 REINSURANCE GROUP OF AMERICA COMMON 759351109 9005 219,800 SH SOLE 0 219,800.00 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 12798 364,100 SH SOLE 0 246,300.00 0 117,800.00 RELIANT RESOURCES INC COMMON 75952B105 5 575 SH SOLE 0 575 0 0 RENAISSANCE LEARNING INC COMMON 75968L105 1928 73,100 SH SOLE 0 46,900.00 0 26,200.00 RENAL CARE GROUP INC COMMON 759930100 59 1,300 SH SOLE 0 0 0 1,300.00 RENT A CTR INC COMMON 76009N100 11420 346,494 SH SOLE 0 259,350.00 0 87,144.00 REPSOL YPF SA ADR COMMON 76026T205 133985 6,438,500 SH SOLE 0 6,182,180.00 0 256,320.00 REPUBLIC BANCORP INC-CL A COMMON 760281204 8 420 SH SOLE 0 420 0 0 REPUBLIC BANCORP COMMON 760282103 690 49,120 SH SOLE 0 47,320.00 0 1,800.00 REPUBLIC SVCS INC COMMON 760759100 55628 2,054,963 SH SOLE 0 2,040,328.00 0 14,635.00 RES-CARE INC COMMON 760943100 1049 82,100 SH SOLE 0 56,000.00 0 26,100.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- RESOURCE AMERICA INC-CL A COMMON 761195205 1790 97,000 SH SOLE 0 66,500.00 0 30,500.00 RESOURCES CONNECTION INC COMMON 76122Q105 7576 171,720 SH SOLE 0 171,720.00 0 0 REX STORES CORP COMMON 761624105 778 49,400 SH SOLE 0 32,500.00 0 16,900.00 REYNOLDS R J TOB HLDGS INC COMMON 76182K105 2505 41,404 SH SOLE 0 39,904.00 0 1,500.00 RIGEL PHARMACEUTICALS INC COMMON 766559603 5092 230,100 SH SOLE 0 230,100.00 0 0 RITE AID CORP COMMON 767754104 71 13,100 SH SOLE 0 13,100.00 0 0 ROBERT HALF INTERNATIONAL INC COMMON 770323103 58006 2,456,246 SH SOLE 0 2,400,416.00 0 55,830.00 ROCKWELL AUTOMATION INC COMMON 773903109 2101 60,588 SH SOLE 0 56,528.00 0 4,060.00 ROCKWELL COLLINS COMMON 774341101 2809 88,856 SH SOLE 0 83,356.00 0 5,500.00 ROFIN-SINAR TECHNOLOGIES INC COMMON 775043102 2853 96,000 SH SOLE 0 71,900.00 0 24,100.00 ROHM & HAAS CO COMMON 775371107 998 25,062 SH SOLE 0 25,062.00 0 0 ROPER INDUSTRIES INC COMMON 776696106 1283 26,595 SH SOLE 0 26,595.00 0 0 ROSS STORES INC COMMON 778296103 44097 1,439,675 SH SOLE 0 1,439,675.00 0 0 ROUSE CO COMMON 779273101 64773 1,208,453 SH SOLE 0 714,657.00 0 488,696.00 ROWAN COS INC COMMON 779382100 243 11,520 SH SOLE 0 11,520.00 0 0 ROYAL BK CDA MONTREAL QUE COMMON 780087102 2123 44,500 SH SOLE 0 44,500.00 0 0 ROYAL DUTCH PETROLEUM CO. ADR COMMON 780257804 5593 117,557 SH SOLE 0 106,210.00 0 11,347.00 RUDDICK CORP COMMON 781258108 51 2,500 SH SOLE 0 2,500.00 0 0 RUSSELL CORP COMMON 782352108 298 16,300 SH SOLE 0 10,300.00 0 6,000.00 RYANAIR HLDGS PLC ADR COMMON 783513104 1 19 SH SOLE 0 19 0 0 RYANS FAMILY STEAK HOUSE INC COMMON 783519101 4087 237,900 SH SOLE 0 155,100.00 0 82,800.00 RYDER SYSTEM INC COMMON 783549108 10933 282,292 SH SOLE 0 264,892.00 0 10,500.00 RYLAND GROUP INC COMMON 783764103 4077 45,900 SH SOLE 0 39,700.00 0 5,200.00 S & T BANCORP INC COMMON 783859101 298 9,900 SH SOLE 0 6,400.00 0 3,500.00 SBC COMMUNICATIONS INC COMMON 78387G103 117867 4,803,053 SH SOLE 0 3,843,291.00 0 955,737.00 SCP POOL CORP COMMON 784028102 145 3,900 SH SOLE 0 0 0 3,900.00 SFBC INTERNATIONAL INC COMMON 784121105 5859 196,100 SH SOLE 0 196,100.00 0 0 SKF AB ADR COMMON 784375404 1 29 SH SOLE 0 29 0 0 SK TELECOM ADR COMMON 78440P108 2292 107,613 SH SOLE 0 103,177.00 0 4,436.00 SL GREEN REALTY CORP REIT COMMON 78440X101 139948 2,933,923 SH SOLE 0 1,844,962.00 0 1,082,161.00 SLM CORP COMMON 78442P106 10638 254,185 SH SOLE 0 254,185.00 0 0 S & P 500 DEPOSITORY RECEIPTS ET COMMON 78462F103 14684 129,831 SH SOLE 0 126,538.00 0 3,293.00 SPX CORP COMMON 784635104 13758 302,510 SH SOLE 0 88,010.00 0 214,500.00 SRA INTERNATIONAL INC CLASS A COMMON 78464R105 9708 262,799 SH SOLE 0 242,799.00 0 20,000.00 SUN MICRO(SUNWEX) 144A CVT 0.0 CONVERT 78485PAA2 17620 20,050,000 SH SOLE 0 2,500,000.00 0 17,550,000.00 S.Y. BANCORP INC COMMON 785060104 72 3,200 SH SOLE 0 3,200.00 0 0 SABRE HOLDINGS CORP COMMON 785905100 636 25,617 SH SOLE 0 22,272.00 0 3,345.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- SAFECO CORP COMMON 786429100 73279 1,699,419 SH SOLE 0 1,654,719.00 0 44,700.00 SAFEGUARD SCIENTIFICS INC COMMON 786449108 0 50 SH SOLE 0 50 0 0 SAFEWAY INC COMMON 786514208 10146 492,988 SH SOLE 0 181,888.00 0 311,100.00 SAGA COMMUNICATIONS INC -CL A COMMON 786598102 104 5,600 SH SOLE 0 5,600.00 0 0 ST JUDE MEDICAL INC COMMON 790849103 32424 449,708 SH SOLE 0 449,708.00 0 0 ST PAUL COMPANIES COMMON 792860108 4858 121,412 SH SOLE 0 116,912.00 0 4,500.00 SAKS INC COMMON 79377W108 500 28,400 SH SOLE 0 28,400.00 0 0 SALIX PHARMACEUTICALS LTD COMMON 795435106 293 10,100 SH SOLE 0 10,100.00 0 0 SALTON INC COMMON 795757103 37 4,000 SH SOLE 0 0 0 4,000.00 SAN PAOLO-IMI SPA ADR COMMON 799175104 16853 734,992 SH SOLE 0 681,053.00 0 53,939.00 SANDERSON FARMS INC COMMON 800013104 1403 38,200 SH SOLE 0 25,700.00 0 12,500.00 SANDISK CORP COMMON 80004C101 1 20 SH SOLE 0 20 0 0 SANDY SPRING BANCORP INC COMMON 800363103 613 16,900 SH SOLE 0 11,500.00 0 5,400.00 SANMINA- SCI CORP COMMON 800907107 97163 8,801,013 SH SOLE 0 7,779,553.00 4,460.00 938,700.00 BANCO SANTANDER P R SAN JUAN COMMON 802809103 839 30,500 SH SOLE 0 20,600.00 0 9,900.00 SAP AG ADR COMMON 803054204 59027 1,501,567 SH SOLE 0 1,501,567.00 0 0 SAPIENT CORP COMMON 803062108 7840 1,300,100 SH SOLE 0 1,300,100.00 0 0 SARA LEE CORP COMMON 803111103 5126 234,503 SH SOLE 0 219,503.00 0 15,000.00 SAUL CTRS INC COMMON 804395101 266 8,700 SH SOLE 0 8,700.00 0 0 SAXON CAPITAL INC COMMON 80556P302 1502 52,900 SH SOLE 0 32,600.00 0 20,300.00 SCANA CORP COMMON 80589M102 2761 78,100 SH SOLE 0 78,100.00 0 0 SCHEIN HENRY INC COMMON 806407102 23783 333,608 SH SOLE 0 252,150.00 0 81,458.00 SCHERING-PLOUGH CORPORATION COMMON 806605101 39458 2,432,673 SH SOLE 0 1,885,002.00 0 544,671.00 SCHLUMBERGER LTD COMMON 806857108 82804 1,296,854 SH SOLE 0 1,257,989.00 0 38,865.00 SCHLUMBERGERCVT(SLB) 144A 2.125 CONVERT 806857AA6 16705 15,450,000 SH SOLE 0 2,175,000.00 0 13,275,000.00 SCHWAB (CHARLES) CORP COMMON 808513105 6370 548,634 SH SOLE 0 519,834.00 0 28,800.00 SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 61 1,900 SH SOLE 0 0 0 1,900.00 SCIENTIFIC-ATLANTA INC COMMON 808655104 63669 1,968,752 SH SOLE 0 1,940,752.00 0 28,000.00 SCIENTIFIC GAMES CORP-A COMMON 80874P109 8851 472,800 SH SOLE 0 472,800.00 0 0 SCOTTISH POWER PLC ADR COMMON 81013T705 96823 3,406,872 SH SOLE 0 3,177,194.00 0 229,678.00 SCOTTS COMPANY CL A COMMON 810186106 1453 22,644 SH SOLE 0 22,644.00 0 0 SCRIPPS E W CO OHIO COMMON 811054204 33453 330,859 SH SOLE 0 318,659.00 0 12,200.00 SCS TRANSPORTATION INC COMMON 81111T102 187 8,600 SH SOLE 0 8,600.00 0 0 SCUDDER RREEF REAL ESTATE CF COMMON 81119Q100 2506 120,700 SH SOLE 0 120,700.00 0 0 SEALED AIR CORP COMMON 81211K100 464 9,338 SH SOLE 0 9,338.00 0 0 SEALED AIR CORP(SEE)144A CVT 3.0 CONVERT 81211KAG5 23205 22,100,000 SH SOLE 0 3,250,000.00 0 18,850,000.00 SEARS ROEBUCK & CO COMMON 812387108 5181 120,590 SH SOLE 0 115,590.00 0 5,000.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- CONSUMER DISCRETIONARY SELT ET COMMON 81369Y407 22 700 SH SOLE 0 700 0 0 SECURE COMPUTING CORP COMMON 813705100 10257 628,500 SH SOLE 0 628,500.00 0 0 SELECT MEDICAL CORP COMMON 816196109 15862 949,800 SH SOLE 0 908,800.00 0 24,700.00 SEMPRA ENERGY COMMON 816851109 26630 837,436 SH SOLE 0 803,436.00 0 30,700.00 SENIOR HSG PPTYS TR COMMON 81721M109 46697 2,394,710 SH SOLE 0 2,157,700.00 0 237,010.00 SEPRACOR INC COMMON 817315104 231 4,800 SH SOLE 0 4,800.00 0 0 SERENA SOFTWARE INC COMMON 817492101 899 44,200 SH SOLE 0 33,900.00 0 10,300.00 SERONA SA ADR COMMON 81752M101 1322 85,900 SH SOLE 0 85,900.00 0 0 SERVICE CORP INTERNATIONAL COMMON 817565104 5685 761,100 SH SOLE 0 515,200.00 0 245,900.00 SERVICEMASTER COMPANY COMMON 81760N109 464 38,600 SH SOLE 0 38,600.00 0 0 7-ELEVEN INC COMMON 817826209 461 30,400 SH SOLE 0 30,400.00 0 0 SHELL TRANSPORT & TRADING CO A COMMON 822703609 215723 5,405,244 SH SOLE 0 5,208,497.00 0 196,747.00 SHERWIN-WILLIAMS CO COMMON 824348106 57627 1,499,540 SH SOLE 0 1,437,260.00 0 52,580.00 SHIRE PHARMACEUTICALS FRP PLC S COMMON 82481R106 109623 3,738,861 SH SOLE 0 3,738,861.00 0 0 SHOPKO STORES INC COMMON 824911101 7228 494,400 SH SOLE 0 335,400.00 0 159,000.00 SHUFFLE MASTER INC COMMON 825549108 4965 106,800 SH SOLE 0 62,800.00 0 44,000.00 SHURGARD STORAGE CENTERS INC R COMMON 82567D104 29871 748,635 SH SOLE 0 467,922.00 0 276,413.00 SIEBEL SYSTEMS INC COMMON 826170102 48059 4,168,203 SH SOLE 0 3,795,245.00 0 372,958.00 SIEMENS AG ADR COMMON 826197501 1 11 SH SOLE 0 11 0 0 SIERRA HEALTH SERVICES COMMON 826322109 11881 326,400 SH SOLE 0 293,800.00 0 32,600.00 SIGMA-ALDRICH COMMON 826552101 5598 101,077 SH SOLE 0 93,777.00 0 7,300.00 SILICON LABORATORIES COMMON 826919102 68924 1,303,410 SH SOLE 0 1,229,710.00 0 58,300.00 SILGAN HOLDINGS INC COMMON 827048109 6160 134,700 SH SOLE 0 94,100.00 0 40,600.00 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 19350 1,495,400 SH SOLE 0 1,250,600.00 0 244,800.00 SILICON VALLEY BANCSHARES COMMON 827064106 14335 441,900 SH SOLE 0 371,000.00 0 70,900.00 SIMMONS FIRST NATIONAL CORP CL COMMON 828730200 843 30,600 SH SOLE 0 20,600.00 0 10,000.00 SIMON PROPERTY GROUP INC REIT COMMON 828806109 293180 5,016,772 SH SOLE 0 3,183,001.00 0 1,815,671.00 SINCLAIR BROADCAST GROUP INC COMMON 829226109 12358 988,620 SH SOLE 0 906,820.00 0 81,800.00 SIRIUS SATELLITE RADIO INC COMMON 82966U103 13799 4,058,600 SH SOLE 0 4,058,600.00 0 0 SIX FLAGS INC COMMON 83001P109 2721 346,600 SH SOLE 0 346,600.00 0 0 SIZELER PPTY INVS INC COMMON 830137105 1034 88,800 SH SOLE 0 63,400.00 0 25,400.00 SKY FINL GROUP INC COMMON 83080P103 242 9,344 SH SOLE 0 9,344.00 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 7448 638,200 SH SOLE 0 638,200.00 0 0 SKILLSOFT PLC ADR COMMON 830928107 29325 2,296,400 SH SOLE 0 2,296,400.00 0 0 SMITH INTERNATIONAL INC COMMON 832110100 65370 1,221,633 SH SOLE 0 1,165,133.00 0 45,200.00 SMITHFIELD FOODS INC COMMON 832248108 1 38 SH SOLE 0 38 0 0 JM SMUCKER CO COMMON 832696405 1 20 SH SOLE 0 20 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- SMURFIT-STONE CONTAINER CORP COMMON 832727101 11 623 SH SOLE 0 623 0 0 SNAP-ON INC COMMON 833034101 577 17,830 SH SOLE 0 17,830.00 0 0 SOLA INTERNATIONAL INC COMMON 834092108 498 21,400 SH SOLE 0 20,000.00 0 1,400.00 SOLECTRON CORP COMMON 834182107 15745 2,847,124 SH SOLE 0 2,822,824.00 0 24,300.00 SONIC AUTOMOTIVE INC COMMON 83545G102 1591 63,500 SH SOLE 0 40,100.00 0 23,400.00 SONICWALL INC COMMON 835470105 12163 1,348,500 SH SOLE 0 908,300.00 0 440,200.00 SONY CORPORATION ADR COMMON 835699307 136856 3,273,286 SH SOLE 0 3,046,296.00 0 226,990.00 SOURCECORP INC COMMON 836167106 3469 130,900 SH SOLE 0 91,800.00 0 39,100.00 SOUTH FINANCIAL GROUP COMMON 837841105 5427 183,400 SH SOLE 0 183,400.00 0 0 SOUTHERN CO COMMON 842587107 6727 220,545 SH SOLE 0 220,445.00 0 100 SOUTHERN PERU COPPER CORP COMMON 843611104 3645 90,100 SH SOLE 0 61,800.00 0 28,300.00 SOUTHERN UNION COMPANY COMMON 844030106 2526 133,300 SH SOLE 0 104,700.00 0 28,600.00 SOUTHSIDE BANCSHARES INC COMMON 84470P109 436 23,400 SH SOLE 0 17,000.00 0 6,400.00 SOUTHTRUST CORP COMMON 844730101 2215 66,786 SH SOLE 0 66,786.00 0 0 SOUTHWEST AIRLINES COMMON 844741108 7069 497,482 SH SOLE 0 466,082.00 0 31,400.00 SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 10021 265,600 SH SOLE 0 265,600.00 0 0 SOVEREIGN BANCORP INC COMMON 845905108 1 41 SH SOLE 0 41 0 0 SOVRAN SELF STORAGE INC REIT COMMON 84610H108 22192 531,300 SH SOLE 0 498,600.00 0 32,700.00 SPANISH BROADCASTING SYS INC COMMON 846425882 5523 528,520 SH SOLE 0 448,620.00 0 79,900.00 SPINNAKER EXPL CO COMMON 84855W109 9842 274,000 SH SOLE 0 274,000.00 0 0 SPORTS AUTHORITY INC COMMON 84917U109 3094 77,200 SH SOLE 0 77,200.00 0 0 SPRINT CORP (FON GROUP) COMMON 852061100 33317 1,807,746 SH SOLE 0 1,467,300.00 0 338,366.00 SPRINT CORP (PCS GROUP) COMMON 852061506 4188 455,192 SH SOLE 0 434,592.00 0 20,600.00 SS&C TECHNOLOGIES COMMON 85227Q100 7360 301,900 SH SOLE 0 202,150.00 0 99,750.00 STAGE STORES INC COMMON 85254C305 13312 343,700 SH SOLE 0 239,900.00 0 103,800.00 STANCORP FINL GROUP INC COMMON 852891100 10225 156,700 SH SOLE 0 119,400.00 0 37,300.00 STANDARD MICROSYSTEMS CORP COMMON 853626109 1553 58,100 SH SOLE 0 35,400.00 0 22,700.00 STANDARD-PACIFIC CORP COMMON 85375C101 270 4,500 SH SOLE 0 4,500.00 0 0 STANLEY FURNITURE CO INC COMMON 854305208 66 1,700 SH SOLE 0 1,700.00 0 0 STANLEY WORKS COMMON 854616109 6173 144,624 SH SOLE 0 139,224.00 0 5,400.00 STAPLES INC COMMON 855030102 106491 4,205,809 SH SOLE 0 4,036,409.00 0 141,800.00 STARBUCKS CORP COMMON 855244109 29716 784,676 SH SOLE 0 641,877.00 0 142,799.00 STATE BANCORP INC COMMON 855716106 335 13,900 SH SOLE 0 8,900.00 0 5,000.00 STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 179619 4,435,049 SH SOLE 0 3,568,610.00 0 858,139.00 STATE FINANCIAL SERVICES CORP COMMON 856855101 563 19,900 SH SOLE 0 13,600.00 0 6,300.00 STATE STREET CORP COMMON 857477103 345882 6,634,989 SH SOLE 0 4,486,904.00 26,200.00 2,060,325.00 STATION CASINOS INC COMMON 857689103 39355 891,000 SH SOLE 0 891,000.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- STATOIL ASA ADR COMMON 85771P102 58395 4,732,195 SH SOLE 0 4,357,643.00 0 374,552.00 THE STEAK N SHAKE COMPANY COMMON 857873103 2079 108,000 SH SOLE 0 75,200.00 0 32,800.00 STEEL DYNAMICS INC COMMON 858119100 1 38 SH SOLE 0 38 0 0 STEEL TECHNOLOGIES INC COMMON 858147101 3878 200,700 SH SOLE 0 198,700.00 0 2,000.00 STEINWAY MUSICAL INSTRS INC COMMON 858495104 1558 48,600 SH SOLE 0 33,500.00 0 15,100.00 STERICYCLE INC COMMON 858912108 48008 1,000,992 SH SOLE 0 949,722.00 0 51,270.00 STERLING BANCORP NY COMMON 859158107 1009 34,600 SH SOLE 0 24,550.00 0 10,050.00 STERLING FINANCIAL CORP (PA) COMMON 859317109 612 23,800 SH SOLE 0 15,800.00 0 8,000.00 STEWART INFORMATION SVCS CORP COMMON 860372101 9094 231,400 SH SOLE 0 158,000.00 0 73,400.00 STONERIDGE INC COMMON 86183P102 966 67,000 SH SOLE 0 45,300.00 0 21,700.00 STORA ENSO OYJ ADR COMMON 86210M106 82326 6,507,967 SH SOLE 0 6,052,088.00 0 455,879.00 STORAGE TECHNOLOGY CORP COMMON 862111200 2535 91,100 SH SOLE 0 91,100.00 0 0 STRATTEC SECURITY CORPORATION COMMON 863111100 95 1,500 SH SOLE 0 1,500.00 0 0 STRYKER CORP COMMON 863667101 34585 390,657 SH SOLE 0 304,161.00 0 86,496.00 SUFFOLK BANCORP COMMON 864739107 784 22,900 SH SOLE 0 14,300.00 0 8,600.00 SUMMIT PPTYS INC COMMON 866239106 456 19,110 SH SOLE 0 17,400.00 0 1,710.00 SUN BANCORP INC-NJ COMMON 86663B102 58 2,300 SH SOLE 0 2,300.00 0 0 SUN COMMUNITIES INC REIT COMMON 866674104 445 10,400 SH SOLE 0 10,400.00 0 0 SUN LIFE FINANCIAL INC COMMON 866796105 1203 44,800 SH SOLE 0 44,800.00 0 0 SUN MICROSYSTEMS INC COMMON 866810104 21030 5,043,093 SH SOLE 0 3,705,998.00 0 1,337,095.00 SUNCOR ENERGY INC COMMON 867229106 484 17,700 SH SOLE 0 17,700.00 0 0 SUNGARD DATA SYSTEMS INC COMMON 867363103 23395 853,849 SH SOLE 0 645,297.00 0 208,552.00 SUNOCO INC COMMON 86764P109 99665 1,597,710 SH SOLE 0 1,536,610.00 0 48,400.00 SUNTRUST BANKS INC COMMON 867914103 17335 248,667 SH SOLE 0 236,370.00 0 12,297.00 SUPERVALU INC COMMON 868536103 13799 451,834 SH SOLE 0 442,834.00 0 9,000.00 SUPPORTSOFT INC COMMON 868587106 8481 770,300 SH SOLE 0 770,300.00 0 0 SUREWEST COMMUNICATIONS COMMON 868733106 1147 42,800 SH SOLE 0 27,600.00 0 15,200.00 SURMODICS INC COMMON 868873100 8 400 SH SOLE 0 400 0 0 SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 3064 119,300 SH SOLE 0 72,500.00 0 46,800.00 SWIFT TRANSN CO COMMON 870756103 79 4,575 SH SOLE 0 3,100.00 0 1,475.00 SYBASE INC COMMON 871130100 10323 491,800 SH SOLE 0 331,700.00 0 160,100.00 SYBRON DENTAL SPECIALTIES COMMON 871142105 207 7,600 SH SOLE 0 7,600.00 0 0 SYCAMORE NETWORKS INC COMMON 871206108 7419 1,818,500 SH SOLE 0 1,818,500.00 0 0 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 9855 280,700 SH SOLE 0 280,700.00 0 0 SYMANTEC CORP COMMON 871503108 367726 7,942,257 SH SOLE 0 6,237,010.00 24,760.00 1,622,487.00 SYMBOL TECHNOLOGIES INC COMMON 871508107 349 25,255 SH SOLE 0 25,255.00 0 0 SYNGENTA AG- ADR COMMON 87160A100 91449 6,337,405 SH SOLE 0 5,890,906.00 0 446,499.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- SYNOVUS FINANCIAL CORP COMMON 87161C105 803 32,856 SH SOLE 0 32,856.00 0 0 SYNTEL INC COMMON 87162H103 8012 290,400 SH SOLE 0 290,400.00 0 0 SYSCO CORP COMMON 871829107 16386 419,618 SH SOLE 0 405,422.00 0 14,196.00 TBC CORP COMMON 872180104 2273 77,400 SH SOLE 0 52,500.00 0 24,900.00 TCF FINANCIAL CORP COMMON 872275102 6286 123,094 SH SOLE 0 123,094.00 0 0 TDK CORP ADR COMMON 872351408 57952 764,838 SH SOLE 0 706,618.00 0 58,220.00 TECO ENERGY INC COMMON 872375100 809 55,282 SH SOLE 0 55,282.00 0 0 TJX COMPANIES INC COMMON 872540109 28041 1,141,749 SH SOLE 0 873,754.00 0 267,995.00 TJX COMPANIES INC CVT (TJX) 0.0 2 CONVERT 872540AL3 15068 17,050,000 SH SOLE 0 2,050,000.00 0 15,000,000.00 TTM TECHNOLOGIES COMMON 87305R109 738 59,100 SH SOLE 0 46,300.00 0 12,800.00 TWX EXHANGEABLE TR CVT 144A 0.5 CONVERT 87311QAA1 34584 35,000,000 SH SOLE 0 5,150,000.00 0 29,850,000.00 TXU CORPORATION COMMON 873168108 5895 205,699 SH SOLE 0 205,164.00 0 535 TAIWAN SEMICONDUCTOR ADR COMMON 874039100 38382 3,676,417 SH SOLE 0 3,662,571.00 0 13,846.00 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 1 27 SH SOLE 0 27 0 0 TALISMAN ENERGY INC COMMON 87425E103 49441 838,414 SH SOLE 0 838,414.00 0 0 TALK AMERICA HOLDINGS INC COMMON 87426R202 2086 247,700 SH SOLE 0 179,700.00 0 68,000.00 TALX CORP COMMON 874918105 209 9,500 SH SOLE 0 9,500.00 0 0 TANGER FACTORY OUTLET CTRS INC COMMON 875465106 14040 309,798 SH SOLE 0 309,798.00 0 0 TANOX INC COMMON 87588Q109 1766 118,600 SH SOLE 0 74,500.00 0 44,100.00 TARGET CORPORATION COMMON 87612E106 452261 10,041,325 SH SOLE 0 6,628,588.00 41,110.00 3,273,767.00 TAUBMAN CENTERS INC REIT COMMON 876664103 695 27,600 SH SOLE 0 27,600.00 0 0 TAYLOR CAPITAL GROUP INC COMMON 876851106 67 2,900 SH SOLE 0 2,600.00 0 300 TECH DATA CORP COMMON 878237106 3 62 SH SOLE 0 62 0 0 TECHNE CORP COMMON 878377100 16434 402,900 SH SOLE 0 267,700.00 0 135,200.00 TEKELEC COMMON 879101103 8207 494,700 SH SOLE 0 494,700.00 0 0 TEKTRONIX INC COMMON 879131100 9190 280,962 SH SOLE 0 272,062.00 0 5,600.00 TELE CENTRO OESTE CELULAR SA AD COMMON 87923P105 186 16,216 SH SOLE 0 16,216.00 0 0 TELE NORTE LESTE PART SA ADR COMMON 879246106 170 13,129 SH SOLE 0 13,129.00 0 0 TELECOMM ARGENTINA STET-FRANC COMMON 879273209 135 12,700 SH SOLE 0 12,700.00 0 0 TELECOM ITALIA SPA ADR COMMON 87927Y102 43 1,374 SH SOLE 0 1,374.00 0 0 TELECOMUNICACOES BRASILEIRAS A COMMON 879287308 2 50 SH SOLE 0 50 0 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 146 7,800 SH SOLE 0 0 0 7,800.00 TELEFONICA SA ADR COMMON 879382208 5 114 SH SOLE 0 114 0 0 TELEFONOS DE MEXICO SA ADR COMMON 879403780 283835 8,130,479 SH SOLE 0 7,716,804.00 0 400,575.00 TELESP CELULAR PART SA ADR COMMON 87952L108 129 14,100 SH SOLE 0 14,100.00 0 0 TELLABS INC COMMON 879664100 11028 1,273,455 SH SOLE 0 1,038,455.00 0 216,500.00 TELSTRA CORPORATION LIMITED AD COMMON 87969N204 46 2,643 SH SOLE 0 0 0 2,643.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- TEMPLE-INLAND INC COMMON 879868107 377 5,946 SH SOLE 0 5,946.00 0 0 TENARIS SA-ADR COMMON 88031M109 406 12,393 SH SOLE 0 12,393.00 0 0 TENET HEALTHCARE CORPORATION COMMON 88033G100 2609 233,810 SH SOLE 0 224,117.00 0 9,693.00 TENNECO AUTOMOTIVE INC COMMON 880349105 3659 288,300 SH SOLE 0 195,000.00 0 93,300.00 TERADYNE INC COMMON 880770102 17804 747,110 SH SOLE 0 746,995.00 0 115 TEREX CORP COMMON 880779103 2562 69,300 SH SOLE 0 54,500.00 0 14,800.00 TESORO PETROLEUM CORP COMMON 881609101 4568 243,100 SH SOLE 0 182,600.00 0 60,500.00 TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 151179 2,385,662 SH SOLE 0 2,385,638.00 0 24 TETRA TECHNOLOGIES INC DEL COMMON 88162F105 8184 313,200 SH SOLE 0 207,900.00 0 105,300.00 TEVA PHARMACEUT CVT(TEVA) 0.5 0 CONVERT 88164RAA5 13471 13,000,000 SH SOLE 0 1,850,000.00 0 11,150,000.00 TEXAS GENCO HOLDINGS INC COMMON 882443104 3 71 SH SOLE 0 71 0 0 TEXAS INSTRUMENTS INC COMMON 882508104 483779 16,556,445 SH SOLE 0 13,426,806.00 44,170.00 2,942,919.00 TEXTRON INC COMMON 883203101 32273 607,215 SH SOLE 0 561,320.00 0 41,395.00 THERMO ELECTRON CORP COMMON 883556102 44344 1,568,041 SH SOLE 0 1,564,841.00 0 3,200.00 THESTREET COM COMMON 88368Q103 416 91,400 SH SOLE 0 56,900.00 0 34,500.00 THOMAS & BETTS CORP COMMON 884315102 139 6,348 SH SOLE 0 6,348.00 0 0 THOMAS INDUSTRIES COMMON 884425109 1609 51,070 SH SOLE 0 51,070.00 0 0 THOMSON CORP COMMON 884903105 518 16,800 SH SOLE 0 16,800.00 0 0 3M CO COMMON 88579Y101 99266 1,212,484 SH SOLE 0 1,182,260.00 0 30,224.00 3M COMPANY CVT(MMM) 0.0 11-21 CONVERT 88579YAB7 12947 14,150,000 SH SOLE 0 2,175,000.00 0 11,975,000.00 TIBCO SOFTWARE INC COMMON 88632Q103 524 64,120 SH SOLE 0 64,120.00 0 0 TIFFANY & CO COMMON 886547108 609 15,963 SH SOLE 0 15,963.00 0 0 TOOTSIE ROLL INDS INC COMMON 890516107 482 13,184 SH SOLE 0 13,184.00 0 0 TORCHMARK CORP COMMON 891027104 23874 443,840 SH SOLE 0 417,640.00 0 20,500.00 TORO CO COMMON 891092108 9232 148,900 SH SOLE 0 90,700.00 0 58,200.00 TORONTO-DOMINION BANK COMMON 891160509 1346 38,300 SH SOLE 0 38,300.00 0 0 TOTAL SA-SPON ADR COMMON 89151E109 293003 3,184,819 SH SOLE 0 3,057,549.00 0 127,270.00 TOWN & CTRY TR COMMON 892081100 7766 285,500 SH SOLE 0 285,500.00 0 0 TOYOTA MOTOR CORPORATION ADR COMMON 892331307 83373 1,119,107 SH SOLE 0 1,038,269.00 0 80,838.00 TOYS 'R US INC COMMON 892335100 29168 1,736,181 SH SOLE 0 1,298,735.00 0 437,446.00 TPG NV ADR COMMON 892339102 59287 2,797,876 SH SOLE 0 2,597,680.00 0 200,196.00 TRAMMELL CROW CO COMMON 89288R106 159 11,324 SH SOLE 0 11,324.00 0 0 TRANS WORLD ENTERTAINMENT COMMON 89336Q100 1109 116,700 SH SOLE 0 89,200.00 0 27,500.00 TRANSACTION SYS ARCHITECTS COMMON 893416107 8087 349,500 SH SOLE 0 236,600.00 0 112,900.00 TRANSCANADA CORP COMMON 89353D107 581 27,000 SH SOLE 0 27,000.00 0 0 TRANSGENOMIC INC COMMON 89365K206 4493 2,292,426 SH SOLE 0 0 0 2,292,426.00 TRANSPORTADORA DE GAS SUR ADR COMMON 893870204 128 23,900 SH SOLE 0 23,900.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 7388 427,036 SH SOLE 0 427,032.00 0 4 TRAVELERS PPTY CVT 4.5 04-15-32 CONVERT89420G307 27015 1,104,925 SH SOLE 0 163,000.00 0 941,925.00 TRAVELERS PROPERTY CASUALTY CL COMMON 89420G406 15472 888,671 SH SOLE 0 868,214.00 0 20,457.00 TRIAD HOSPITALS INC COMMON 89579K109 10550 342,300 SH SOLE 0 342,300.00 0 0 TRIBUNE CO COMMON 896047107 1825 36,174 SH SOLE 0 36,174.00 0 0 TRIMBLE NAVIGATION LTD COMMON 896239100 15487 673,935 SH SOLE 0 673,935.00 0 0 TRIZEC PROPERTIES INC COMMON 89687P107 1444 84,200 SH SOLE 0 84,200.00 0 0 TRUSTMARK CORP COMMON 898402102 1962 67,600 SH SOLE 0 46,300.00 0 21,300.00 TUESDAY MORNING CORP COMMON 899035505 12654 367,200 SH SOLE 0 367,200.00 0 0 II VI INC COMMON 902104108 2257 92,200 SH SOLE 0 58,400.00 0 33,800.00 TYCO INTL CVT(TYC) 144A 3.125 0 CONVERT 902118BE7 15708 10,750,000 SH SOLE 0 0 0 10,750,000.00 TYCO INTERNATIONAL LTD COMMON 902124106 60657 2,117,190 SH SOLE 0 2,078,969.00 0 38,221.00 TYLER TECHNOLOGIES INC COMMON 902252105 1130 116,400 SH SOLE 0 82,600.00 0 33,800.00 TYSON FOODS INC COMMON 902494103 3427 189,836 SH SOLE 0 183,886.00 0 5,950.00 UTX/BA (UBS) CVT 1.0 12-04-12 CONVERT 90261KCF5 26904 24,825,000 SH SOLE 0 3,750,000.00 0 21,075,000.00 SYSCO CORP CVT(UBS) 144A 1.0 04- CONVERT 90261KDC1 37287 29,800,000 SH SOLE 0 4,375,000.00 0 25,425,000.00 CENDANT CORP CVT(UBS) 144A 1.0 CONVERT 90261KDS6 36952 29,800,000 SH SOLE 0 4,275,000.00 0 25,525,000.00 ECHOSTAR COMM CVT(UBS) 44A 1. CONVERT 90261KEL0 18709 19,850,000 SH SOLE 0 2,875,000.00 0 16,975,000.00 EMC CORP (UBS) CVT 0.0 11-16-11 CONVERT 90261TAV3 17271 18,850,000 SH SOLE 0 2,500,000.00 0 16,350,000.00 UCBH HOLDINGS INC COMMON 90262T308 5922 147,900 SH SOLE 0 147,900.00 0 0 UGI CORP COMMON 902681105 1863 56,600 SH SOLE 0 48,700.00 0 7,900.00 UICI COMMON 902737105 2252 152,600 SH SOLE 0 112,300.00 0 40,300.00 UIL HOLDINGS CORPORATION COMMON 902748102 409 8,500 SH SOLE 0 4,300.00 0 4,200.00 USB HOLDING CO INC COMMON 902910108 1153 47,000 SH SOLE 0 32,800.00 0 14,200.00 UST INC COMMON 902911106 935 25,889 SH SOLE 0 25,889.00 0 0 U S RESTAURANT PPTYS INC COMMON 902971100 2414 128,800 SH SOLE 0 128,800.00 0 0 US BANCORP COMMON 902973304 61220 2,214,097 SH SOLE 0 1,948,977.00 0 263,740.00 USG CORP COMMON 903293405 2624 150,000 SH SOLE 0 115,400.00 0 34,600.00 US XPRESS ENTERPRISES INC COMMON 90338N103 17 1,200 SH SOLE 0 500 0 700 US ONCOLOGY INC COMMON 90338W103 864 58,400 SH SOLE 0 58,400.00 0 0 ULTRA PETROLEUM CORP COMMON 903914109 30 1,000 SH SOLE 0 1,000.00 0 0 ULTRATECH INC COMMON 904034105 115 4,900 SH SOLE 0 0 0 4,900.00 UNIFIRST CORP/MA COMMON 904708104 954 34,600 SH SOLE 0 24,200.00 0 10,400.00 UNILEVER NV ADR COMMON 904784709 101 1,449 SH SOLE 0 644 0 805 UNION BANKSHARES CORP COMMON 905399101 409 12,700 SH SOLE 0 9,300.00 0 3,400.00 UNION PACIFIC CORP COMMON 907818108 1741 29,097 SH SOLE 0 29,097.00 0 0 UNION PLANTERS CORP COMMON 908068109 2765 92,628 SH SOLE 0 89,128.00 0 3,500.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- UNIONBANCAL CORP COMMON 908906100 6067 115,800 SH SOLE 0 103,400.00 0 8,400.00 UNISYS CORPORATION COMMON 909214108 792 55,439 SH SOLE 0 55,439.00 0 0 UNITED COMMUNITY FINANCIAL COMMON 909839102 981 74,100 SH SOLE 0 50,300.00 0 23,800.00 UNITED DEFENSE INDUSTRIES COMMON 91018B104 9560 300,720 SH SOLE 0 286,300.00 0 8,720.00 UNITED DOMINION REALTY TR INC COMMON 910197102 89469 4,560,068 SH SOLE 0 2,961,522.00 0 1,585,446.00 UNITED FIRE & CASUALTY CO COMMON 910331107 245 5,800 SH SOLE 0 5,700.00 0 100 UNITED MICROELECTRONICS ADR COMMON 910873207 9940 1,911,547 SH SOLE 0 1,895,603.00 0 15,944.00 UNITED ONLINE INC COMMON 911268100 881 52,400 SH SOLE 0 32,800.00 0 19,600.00 UNITED PARCEL SERVICE INC COMMON 911312106 32065 459,115 SH SOLE 0 432,504.00 0 26,611.00 UNITED RENTALS INC COMMON 911363109 5169 290,900 SH SOLE 0 246,000.00 0 44,900.00 US CELLULAR CORP COMMON 911684108 2408 62,300 SH SOLE 0 62,300.00 0 0 UNITED STATES STEEL CORP COMMON 912909108 6300 169,042 SH SOLE 0 149,542.00 0 11,700.00 UNITED STATIONERS INC COMMON 913004107 13249 314,700 SH SOLE 0 211,800.00 0 102,900.00 UNITED SURGICAL PARTNERS COMMON 913016309 7770 229,143 SH SOLE 0 227,843.00 0 1,300.00 UNITED TECHNOLOGIES CORP COMMON 913017109 375503 4,351,132 SH SOLE 0 2,820,827.00 15,510.00 1,466,810.00 UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 167127 2,593,527 SH SOLE 0 2,558,482.00 0 35,045.00 UNIVERSAL CORP-VA COMMON 913456109 2709 53,300 SH SOLE 0 35,700.00 0 17,600.00 UNIVERSAL FST PRODS INC COMMON 913543104 2365 77,000 SH SOLE 0 52,000.00 0 25,000.00 UNIVERSAL HEALTH RLTY INCM TR COMMON 91359E105 926 27,485 SH SOLE 0 27,485.00 0 0 UNIVISION COMMUNICATIONS INC COMMON 914906102 67871 2,056,064 SH SOLE 0 1,990,904.00 0 65,160.00 UNOCAL CORP COMMON 915289102 1582 42,440 SH SOLE 0 40,500.00 0 1,940.00 UNUMPROVIDENT CORP COMMON 91529Y106 679 46,424 SH SOLE 0 46,424.00 0 0 UPM KYMMENE CORP ADR COMMON 915436109 46442 2,513,085 SH SOLE 0 2,316,915.00 0 196,170.00 URBAN OUTFITTERS INC COMMON 917047102 154 3,200 SH SOLE 0 2,300.00 0 900 URSTADT BIDDLE CLASS A COMMON 917286205 6173 374,100 SH SOLE 0 368,000.00 0 6,100.00 VF CORPORATION COMMON 918204108 1949 41,732 SH SOLE 0 41,732.00 0 0 VAIL RESORTS INC COMMON 91879Q109 903 57,300 SH SOLE 0 57,300.00 0 0 VALASSIS COMMUNICATIONS INC COMMON 918866104 1422 46,783 SH SOLE 0 46,783.00 0 0 VALERO ENERGY CORP COMMON 91913Y100 15586 259,948 SH SOLE 0 259,948.00 0 0 VALLEY NATL BANCORP COMMON 919794107 0 1 SH SOLE 0 1 0 0 VALMONT INDUSTRIES COMMON 920253101 2126 106,400 SH SOLE 0 71,300.00 0 35,100.00 VALUECLICK INC COMMON 92046N102 261 24,200 SH SOLE 0 24,200.00 0 0 VARCO INTERNATIONAL INC COMMON 922122106 90 5,000 SH SOLE 0 5,000.00 0 0 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 15420 367,500 SH SOLE 0 361,600.00 0 5,900.00 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 8209 95,111 SH SOLE 0 95,111.00 0 0 VENTAS INC COMMON 92276F100 70499 2,565,460 SH SOLE 0 1,865,633.00 0 690,027.00 VENTANA MED SYS INC COMMON 92276H106 295 7,200 SH SOLE 0 4,600.00 0 2,600.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- VENTIV HEALTH INC COMMON 922793104 3772 271,000 SH SOLE 0 180,300.00 0 90,700.00 VERITAS SOFTWARE CORP COMMON 923436109 4062 150,947 SH SOLE 0 144,014.00 0 6,933.00 VERISIGN INC COMMON 92343E102 104577 6,303,600 SH SOLE 0 6,287,300.00 0 11,600.00 VERITAS DGC INC COMMON 92343P107 27 1,300 SH SOLE 0 1,300.00 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 79311 2,170,535 SH SOLE 0 2,038,388.00 0 132,147.00 VIACOM INC CL A COMMON 925524100 6300 159,320 SH SOLE 0 159,320.00 0 0 VIACOM INC CL B COMMON 925524308 281835 7,187,826 SH SOLE 0 4,994,203.00 28,040.00 2,099,913.00 VIAD CORP COMMON 92552R109 1907 78,891 SH SOLE 0 78,891.00 0 0 VIGNETTE CORP COMMON 926734104 1 548 SH SOLE 0 548 0 0 VINTAGE PETE INC COMMON 927460105 15195 1,036,500 SH SOLE 0 711,000.00 0 325,500.00 VIRAGE LOGIC CORP COMMON 92763R104 277 30,000 SH SOLE 0 18,800.00 0 11,200.00 VISHAY INTERTECHNOLOGY INC COMMON 928298108 19297 904,286 SH SOLE 0 904,286.00 0 0 VISTEON CORP COMMON 92839U107 136 14,253 SH SOLE 0 14,253.00 0 0 VISX INC COMMON 92844S105 5401 276,700 SH SOLE 0 181,500.00 0 95,200.00 VITESSE SEMICONDUCTOR CORP COMMON 928497106 35440 4,991,500 SH SOLE 0 4,186,900.00 0 804,600.00 VODAFONE GROUP PLC ADR COMMON 92857W100 26047 1,089,828 SH SOLE 0 1,089,731.00 0 97 VOLVO AB ADR COMMON 928856400 88323 2,672,416 SH SOLE 0 2,490,793.00 0 181,623.00 VORNADO REALTY TRUST REIT COMMON 929042109 171885 2,842,019 SH SOLE 0 1,818,101.00 0 1,013,718.00 VOTORANTIM CELULOSE E PAPEL SA COMMON 92906P106 240 6,900 SH SOLE 0 6,900.00 0 0 VULCAN MATERIALS CO COMMON 929160109 2166 45,654 SH SOLE 0 42,354.00 0 3,300.00 WMS INDUSTRIES INC COMMON 929297109 8187 264,100 SH SOLE 0 264,100.00 0 0 WASTE MANAGEMENT(WMI) CVT 2.0 CONVERT92929QAF4 3494 3,625,000 SH SOLE 0 2,000,000.00 0 1,625,000.00 WSFS FINL CORP COMMON 929328102 2383 47,500 SH SOLE 0 32,700.00 0 14,800.00 WABASH NATL CORP COMMON 929566107 7285 308,700 SH SOLE 0 308,700.00 0 0 WACHOVIA CORP COMMON 929903102 168499 3,585,084 SH SOLE 0 3,528,684.00 0 56,400.00 WAL-MART STORES INC COMMON 931142103 370003 6,198,737 SH SOLE 0 4,523,353.00 14,790.00 1,625,914.00 WALGREEN CO COMMON 931422109 441600 13,403,450 SH SOLE 0 8,785,717.00 57,370.00 4,425,893.00 WALTER INDS INC COMMON 93317Q105 1521 127,400 SH SOLE 0 91,200.00 0 36,200.00 WASHINGTON FEDERAL INC COMMON 938824109 260 10,199 SH SOLE 0 10,199.00 0 0 WASHINGTON GROUP INTL INC COMMON 938862208 260 7,100 SH SOLE 0 7,100.00 0 0 WASHINGTON MUTUAL INC COMMON 939322103 25962 607,859 SH SOLE 0 503,501.00 0 103,793.00 WASHINGTON REAL ESTATE INV COMMON 939653101 1720 53,000 SH SOLE 0 53,000.00 0 0 WASTE CONNECTIONS INC COMMON 941053100 9206 231,300 SH SOLE 0 148,500.00 0 82,800.00 WASTE MANAGEMENT INC COMMON 94106L109 9895 327,855 SH SOLE 0 323,355.00 0 4,500.00 WATERS CORP COMMON 941848103 9279 227,210 SH SOLE 0 224,510.00 0 2,700.00 WATSCO INC COMMON 942622200 5809 200,300 SH SOLE 0 137,500.00 0 62,800.00 WATSON PHARMACEUTICALS INC COMMON 942683103 3344 78,145 SH SOLE 0 74,545.00 0 3,600.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- WEBEX COMMUNICATIONS INC COMMON 94767L109 65 2,200 SH SOLE 0 0 0 2,200.00 WEBSENSE INC COMMON 947684106 2224 75,100 SH SOLE 0 45,600.00 0 29,500.00 WEBMETHODS INC COMMON 94768C108 8974 958,800 SH SOLE 0 958,800.00 0 0 WEBMD CORPORATION COMMON 94769M105 2 185 SH SOLE 0 185 0 0 WEBSTER FINANCIAL CORP COMMON 947890109 609 12,009 SH SOLE 0 12,009.00 0 0 WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 475 11,240 SH SOLE 0 11,240.00 0 0 WEINGARTEN REALTY INVESTORS REI COMMON 948741103 2103 60,775 SH SOLE 0 60,775.00 0 0 WEIS MKTS INC COMMON 948849104 196 5,800 SH SOLE 0 5,800.00 0 0 WELLCHOICE INC COMMON 949475107 725 19,640 SH SOLE 0 19,640.00 0 0 WELLPOINT HEALTH NETWORKS COMMON 94973H108 66127 581,494 SH SOLE 0 578,594.00 0 2,900.00 WELLS FARGO & COMPANY COMMON 949746101 74623 1,316,801 SH SOLE 0 1,285,573.00 0 31,228.00 WENDY'S INTERNATIONAL INC COMMON 950590109 505 12,403 SH SOLE 0 12,403.00 0 0 WESBANCO INC COMMON 950810101 1354 44,600 SH SOLE 0 30,300.00 0 14,300.00 WEST COAST BANCORP/OREGON COMMON 952145100 849 37,300 SH SOLE 0 27,100.00 0 10,200.00 WESTAMERICA BANCORPORATION COMMON 957090103 7468 148,000 SH SOLE 0 105,900.00 0 42,100.00 WESTAR ENERGY INC COMMON 95709T100 10553 503,500 SH SOLE 0 393,900.00 0 109,600.00 WESTERN DIGITAL CORP COMMON 958102105 3 300 SH SOLE 0 300 0 0 WESTERN GAS RESOURCES INC COMMON 958259103 585 11,500 SH SOLE 0 11,500.00 0 0 WESTERN SIERRA BANCORP COMMON 959522103 576 13,110 SH SOLE 0 8,205.00 0 4,905.00 WESTERN WIRELESS COMMON 95988E204 23765 1,016,045 SH SOLE 0 830,945.00 0 185,100.00 WESTPORT RESOURCES CORP COMMON 961418100 15911 482,307 SH SOLE 0 482,307.00 0 0 WESTWOOD ONE INC COMMON 961815107 5855 198,800 SH SOLE 0 175,700.00 0 13,900.00 WEYERHAEUSER CO COMMON 962166104 293786 4,485,281 SH SOLE 0 3,051,531.00 17,535.00 1,372,375.00 WHEATON RIVER MINERALS LTD COMMON 962902102 13113 2,927,100 SH SOLE 0 2,927,100.00 0 0 WHIRLPOOL CORP COMMON 963320106 524 7,612 SH SOLE 0 7,612.00 0 0 WHOLE FOODS MKT INC COMMON 966837106 17766 237,043 SH SOLE 0 187,012.00 0 50,031.00 WILLIAMS COS INC COMMON 969457100 6206 648,479 SH SOLE 0 648,479.00 0 0 CLAYTON WILLIAMS ENERGY INC COMMON 969490101 767 22,100 SH SOLE 0 14,800.00 0 7,300.00 WINN-DIXIE STORES INC COMMON 974280109 141 18,603 SH SOLE 0 18,603.00 0 0 WINSTON HOTELS INC COMMON 97563A102 1195 113,400 SH SOLE 0 83,100.00 0 30,300.00 WINTRUST FINANCIAL CORP COMMON 97650W108 6332 130,200 SH SOLE 0 130,200.00 0 0 WISCONSIN ENERGY CORP COMMON 976657106 12410 386,007 SH SOLE 0 373,707.00 0 12,300.00 WOLVERINE WORLD WIDE INC COMMON 978097103 97 4,000 SH SOLE 0 0 0 4,000.00 WOODWARD GOVERNOR CO COMMON 980745103 3748 58,800 SH SOLE 0 40,500.00 0 18,300.00 WORLD ACCEPTANCE CORP COMMON 981419104 1296 66,100 SH SOLE 0 48,000.00 0 18,100.00 WORLD FUEL SERVICES CORP COMMON 981475106 1701 46,300 SH SOLE 0 30,000.00 0 16,300.00 WORLD WRESTLING ENTERTAINMENT COMMON 98156Q108 832 57,600 SH SOLE 0 38,800.00 0 18,800.00

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- WORTHINGTON INDUSTRIES COMMON 981811102 767 40,023 SH SOLE 0 33,623.00 0 6,400.00 WRIGLEY (WM) JR CO COMMON 982526105 4534 90,412 SH SOLE 0 46,498.00 0 43,914.00 WYETH COMMON 983024100 116869 3,112,346 SH SOLE 0 2,776,353.00 0 334,708.00 WYNN RESORTS LTD COMMON 983134107 15264 436,100 SH SOLE 0 436,100.00 0 0 XL CAPITAL LTD CVT (XL) 0.0 05-23 CONVERT 98372PAB4 12159 18,925,000 SH SOLE 0 3,000,000.00 0 15,925,000.00 X-RITE INC COMMON 983857103 31 2,100 SH SOLE 0 0 0 2,100.00 XTO ENERGY INC COMMON 98385X106 1267 50,191 SH SOLE 0 50,191.00 0 0 XCEL ENERGY INC COMMON 98389B100 3104 174,298 SH SOLE 0 174,298.00 0 0 XILINX INC COMMON 983919101 132416 3,506,778 SH SOLE 0 3,263,288.00 0 243,490.00 XEROX CORP COMMON 984121103 6905 473,947 SH SOLE 0 469,647.00 0 4,300.00 YAHOO INC COMMON 984332106 99070 2,043,938 SH SOLE 0 2,036,538.00 0 7,400.00 YANKEE CANDLE INC COMMON 984757104 2311 83,800 SH SOLE 0 54,200.00 0 29,600.00 YORK INTERNATIONAL CORP COMMON 986670107 255 6,490 SH SOLE 0 4,400.00 0 2,090.00 YOUNG BROADCASTING INC CL A COMMON 987434107 2129 117,600 SH SOLE 0 83,600.00 0 34,000.00 YUM! BRANDS INC COMMON 988498101 11589 305,062 SH SOLE 0 302,662.00 0 2,400.00 ZALE CORP COMMON 988858106 22940 372,700 SH SOLE 0 275,600.00 0 93,900.00 ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 37141 535,400 SH SOLE 0 535,400.00 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 109521 1,484,427 SH SOLE 0 1,453,727.00 0 30,700.00 ZIONS BANCORPORATION COMMON 989701107 13463 235,778 SH SOLE 0 232,778.00 0 3,000.00 ZORAN CORP COMMON 98975F101 8920 514,100 SH SOLE 0 514,100.00 0 0 ZWEIG TOTAL RETURN FUND INC-M COMMON 989837109 14 2,744 RN SOLE 0 0 0 2,744.00 ZYMOGENETICS INC COMMON 98985T109 439 28,400 SH SOLE 0 28,400.00 0 0 DAIMLERCHRYSLER AG COMMON D1668R123 2 50 SH SOLE 0 50 0 0 DEUTSCHE BANK AG COMMON D18190898 188627 2,569,665 SH SOLE 0 2,457,964.00 0 108,151.00 ACE LTD COMMON G0070K103 45967 1,077,514 SH SOLE 0 856,167.00 0 219,347.00 AMDOCS LTD COMMON G02602103 104285 3,752,608 SH SOLE 0 3,690,408.00 0 62,200.00 ACCENTURE LTD CL A COMMON G1150G111 8270 333,460 SH SOLE 0 333,460.00 0 0 COOPER INDUSTRIES INC COMMON G24182100 580 10,136 SH SOLE 0 10,036.00 0 100 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 8551 240,600 SH SOLE 0 240,600.00 0 0 EVEREST RE GROUP LTD COMMON G3223R108 1 10 SH SOLE 0 10 0 0 FRESH DEL MONTE PRODUCE INC COMMON G36738105 116 4,500 SH SOLE 0 4,500.00 0 0 FRONTLINE LTD COMMON G3682E127 3868 19,834 SH SOLE 0 19,834.00 0 0 GLOBALSANTAFE CORP COMMON G3930E101 6 227 SH SOLE 0 227 0 0 INGERSOLL-RAND CO CL A COMMON G4776G101 530542 7,842,452 SH SOLE 0 5,176,378.00 33,640.00 2,553,544.00 MARVELL TECHNOLOGY COMMON G5876H105 24399 542,680 SH SOLE 0 542,680.00 0 0 NABORS INDS LTD COMMON G6359F103 29446 643,637 SH SOLE 0 643,637.00 0 0 NOBLE CORP COMMON G65422100 1896 49,358 SH SOLE 0 49,358.00 0 0

PUT/ CALL IN- TITLE MARKET VEST- SECURITY OF VALUE SH/ MENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP (000'S) QUANTITY PRN SOLE MGR SOLE SHARED NONE ------------------------------ ------ --------- -------- ---------- --- ---- --------------- ------------ --------------- SEAGATE TECHNOLOGY COMMON G7945J104 8468 524,965 SH SOLE 0 386,761.00 0 138,204.00 UTI WORLDWIDE INC COMMON G87210103 621 13,890 SH SOLE 0 13,890.00 0 0 TRANSOCEAN INC COMMON G90078109 4266 152,945 SH SOLE 0 152,945.00 0 0 WEATHERFORD INTL LTD COMMON G95089101 12973 308,672 SH SOLE 0 308,672.00 0 0 XL CAPITAL LIMITED CL A COMMON G98255105 8173 107,487 SH SOLE 0 88,062.00 0 19,425.00 ALCON INC COMMON H01301102 66502 1,050,583 SH SOLE 0 1,050,583.00 0 0 UBS AG COMMON H8920M855 30323 396,071 SH SOLE 0 396,071.00 0 0 CHECK POINT SOFTWARE TECH LTD COMMON M22465104 72881 3,203,559 SH SOLE 0 3,203,559.00 0 0 ASML HOLDING NV ADR COMMON N07059111 17337 945,814 SH SOLE 0 945,814.00 0 0 QIAGEN NV COMMON N72482107 425 39,884 SH SOLE 0 39,884.00 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 44905 1,018,244 SH SOLE 0 1,018,244.00 0 0 FLEXTRONICS INTL LTD COMMON Y2573F102 89445 5,233,761 SH SOLE 0 5,127,851.00 0 105,910.00 -------- ------------- -------------- ----------- ------------- Total Entries 1856 59125440 2,791,637,708 1,578,927,011.00 2,209,972.10 1,202,790,410.00