13F-HR 1 g90509de13fvhr.txt INVESCO INSTITUTIONAL (N.A.), INC. UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 08/12/04 ------------------ ---------------- -------- (Signature) (City, State) (Date) Report type (Check only one.): [X] 13F HOLDINGS 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: 1726 Form 13F Information Table Value Total: 49,336,783 List of Other Included Managers: No. Form 13F File Number Name Filter 01: Legal Unit HLD:Gwen /IINA 13F Filing Report Page 1 As of Date: 06/30/04 Report Name: 1New13F SOLE

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE ABC BANCORP COMMON 000400101 664 32,300 SH SOLE 22,600 0 9,700 ADC TELECOMMUNICATIONS INC COMMON 000886101 503 185,067 SH SOLE 185,067 0 0 ABN AMRO HOLDING NV ADR COMMON 000937102 17,336 796,342 SH SOLE 742,443 0 53,899 TYCO INTL LTD(TYC) CVT 0.0 07- CONVERT 000945AC9 19,355 10,790,000 SH SOLE 1,600,000 0 9,190,000 AEW REAL ESTATE INCOME FUND CF COMMON 00104H107 2,292 143,100 SH SOLE 143,100 0 0 AFLAC INC COMMON 001055102 2,265 55,899 SH SOLE 55,899 0 0 AES CORPORATION COMMON 00130H105 1,943 197,032 SH SOLE 183,432 0 13,600 AMB PROPERTY CORP COMMON 00163T109 3,599 103,165 SH SOLE 100,600 0 2,565 AMLI RESIDENTIAL PROPERTIES COMMON 001735109 6,003 204,800 SH SOLE 204,800 0 0 AMN HEALTHCARE SERVICE COMMON 001744101 2,843 186,300 SH SOLE 141,900 0 44,400 ATI TECHNOLOGIES INC COMMON 001941103 14,625 788,400 SH SOLE 721,700 0 66,700 AT&T CORP COMMON 001957505 27,065 1,844,913 SH SOLE 1,498,927 0 342,981 AT&T WIRELESS SVCS INC COMMON 00209A106 19,925 1,388,473 SH SOLE 1,210,123 0 178,350 AU OPTRONICS CORP ADR COMMON 002255107 4,739 292,885 SH SOLE 265,180 0 27,705 AVX CORP COMMON 002444107 230 15,700 SH SOLE 15,700 0 0 ABBOTT LABORATORIES COMMON 002824100 164,221 3,976,301 SH SOLE 3,527,015 0 448,106 ABER DIAMOND CORP COMMON 002893105 3,344 114,500 SH SOLE 114,500 0 0 ABLE LABORATORIES INC COMMON 00371N407 3,772 186,000 SH SOLE 0 0 186,000 ACADIA REALTY TRUST COMMON 004239109 4,747 344,000 SH SOLE 249,200 0 94,800 ACCREDO HEALTH INC COMMON 00437V104 4,206 108,400 SH SOLE 92,700 0 15,700 ACE CASH EXPRESS INC COMMON 004403101 208 8,000 SH SOLE 8,000 0 0 ACETO CORP COMMON 004446100 440 25,500 SH SOLE 15,800 0 9,700 ACUITY BRANDS INC COMMON 00508Y102 665 24,700 SH SOLE 24,700 0 0 ACXIOM CORP COMMON 005125109 112 4,500 SH SOLE 4,500 0 0 ADAPTEC INC COMMON 00651F108 2,705 320,500 SH SOLE 220,100 0 100,400 ADMINISTAFF INC COMMON 007094105 3,060 190,300 SH SOLE 118,500 0 71,800 ADOBE SYSTEMS INC COMMON 00724F101 3,390 74,507 SH SOLE 71,807 0 2,700 ADOLOR CORPORATION COMMON 00724X102 166 13,000 SH SOLE 13,000 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE ADTRAN INC COMMON 00738A106 14,093 424,500 SH SOLE 361,800 0 55,100 ADVANCE AUTO PARTS COMMON 00751Y106 19,531 431,900 SH SOLE 370,700 0 50,200 ADVANCED FIBRE COMMUNICATION COMMON 00754A105 82 4,100 SH SOLE 4,100 0 0 ADVISORY BOARD CO/ THE COMMON 00762W107 4,010 111,400 SH SOLE 74,600 0 36,800 ADVANCED MEDICAL OPTICS COMMON 00763M108 28,616 684,601 SH SOLE 416,400 0 268,200 AEROFLEX INC COMMON 007768104 14,036 1,004,760 SH SOLE 876,940 0 127,820 AEROGEN INC COMMON 007779309 54 18,979 SH SOLE 18,979 0 0 AEROPOSTALE INC COMMON 007865108 16,994 641,050 SH SOLE 521,500 0 100,750 ADVANCED MICRO DEVICES COMMON 007903107 615 38,861 SH SOLE 38,861 0 0 AEGON NV AMER REG SHR COMMON 007924103 28,475 2,370,918 SH SOLE 2,229,302 0 141,616 AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 87,480 1,044,538 SH SOLE 920,438 0 124,100 AFFILIATED COMPUTER SVCS CL A COMMON 008190100 12,414 237,000 SH SOLE 172,982 0 64,018 AFFILIATED MANAGERS GROUP COMMON 008252108 14,673 290,440 SH SOLE 204,370 0 86,070 AFFYMETRIX INC COMMON 00826T108 2,000 62,000 SH SOLE 52,700 0 5,600 AFFORDABLE RESIDENTIAL COMMU COMMON 008273104 561 33,900 SH SOLE 33,900 0 0 AFTERMARKET TECHNOLOGY CORP COMMON 008318107 7 400 SH SOLE 400 0 0 AGERE SYSTEMS INC CL A COMMON 00845V100 0 0 SH SOLE 0 0 0 AGERE SYSTEMS INC CL B COMMON 00845V209 0 12 SH SOLE 12 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 9,242 312,017 SH SOLE 294,117 0 17,900 AGILE SOFTWARE CORP DE COMMON 00846X105 7,453 852,800 SH SOLE 757,000 0 95,800 AGNICO-EAGLE MINES LTD COMMON 008474108 7,564 570,000 SH SOLE 450,000 0 120,000 AGREE REALTY CORP COMMON 008492100 231 9,000 SH SOLE 9,000 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 245,783 4,719,341 SH SOLE 3,159,950 12,220 1,510,551 AIRGAS INC COMMON 009363102 10,648 449,300 SH SOLE 395,600 0 53,700 AIRTRAN HOLDINGS INC COMMON 00949P108 6,863 504,600 SH SOLE 439,700 0 64,900 AKAMAI TECHNOLOGIES COMMON 00971T101 11,488 647,200 SH SOLE 473,400 0 173,800 ALAMOSA HOLDINGS INC COMMON 011589108 1,678 218,100 SH SOLE 135,400 0 82,700 ALASKA COMM SYSTEMS GROUP COMMON 01167P101 292 50,400 SH SOLE 31,300 0 19,100 ALBANY MOLECULAR RESEARCH COMMON 012423109 3,041 234,800 SH SOLE 152,200 0 82,600 ALBERTO CULVER CO CL B COMMON 013068101 495 9,901 SH SOLE 9,901 0 0 ALBERTSON'S INC COMMON 013104104 16,291 616,146 SH SOLE 475,460 0 138,951 ALCAN INC COMMON 013716105 1,108 26,900 SH SOLE 26,900 0 0 ALCOA INC COMMON 013817101 202,413 6,144,894 SH SOLE 4,184,561 8,960 1,897,363 ALCATEL SA ADR COMMON 013904305 6,663 430,700 SH SOLE 420,400 0 10,300

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE ALDERWOODS GROUP INC COMMON 014383103 5,102 412,800 SH SOLE 276,300 0 136,500 ALEXANDRIA REAL EST EQUITIES COMMON 015271109 62,721 1,112,076 SH SOLE 730,422 0 376,954 ALIGN TECHNOLOGY INC COMMON 016255101 12,564 684,671 SH SOLE 521,300 0 163,371 ALLEGHENY ENERGY INC COMMON 017361106 215 14,039 SH SOLE 14,039 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 9,085 499,168 SH SOLE 439,468 0 59,700 ALLERGAN INC COMMON 018490102 63,148 706,191 SH SOLE 619,531 0 86,660 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 16,407 392,700 SH SOLE 369,000 0 23,700 ALLIANCE GAMING CORP COMMON 01859P609 6,006 352,700 SH SOLE 262,200 0 90,500 ALLIED IRISH BANKS ADR COMMON 019228402 6 195 SH SOLE 195 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 453 34,840 SH SOLE 34,840 0 0 ALLSTATE CORP COMMON 020002101 213,282 4,641,601 SH SOLE 4,204,656 2,350 380,395 ALLTEL CORP COMMON 020039103 33,047 649,894 SH SOLE 613,294 0 32,800 ALNYLAM PHARMACEUTICALS INC COMMON 02043Q107 2,663 375,000 SH SOLE 320,000 0 55,000 ALTERA CORPORATION COMMON 021441100 300,075 13,677,089 SH SOLE 10,281,979 24,050 3,247,590 ALTRIA GROUP INC COMMON 02209S103 95,459 1,900,813 SH SOLE 1,725,267 0 165,486 ALZA CORP (JNJ) CVT 0.0 07-28- CONVERT 02261WAB5 30,223 39,250,000 SH SOLE 5,825,000 0 33,425,000 AMAZON.COM INC COMMON 023135106 1,740 32,400 SH SOLE 32,400 0 0 AMBAC FINANCIAL GROUP INC COMMON 023139108 26,001 358,629 SH SOLE 262,513 0 94,976 AMCOR LIMITED ADR COMMON 02341R302 0 0 SH SOLE 0 0 0 AMERADA HESS CORP COMMON 023551104 1,918 24,841 SH SOLE 23,601 0 1,240 AMEREN CORPORATION COMMON 023608102 10,288 238,807 SH SOLE 238,807 0 0 AMERICA MOVIL- SERIES L ADR COMMON 02364W105 10,299 289,380 SH SOLE 174,730 0 114,650 AMERICA WEST HOLDINGS CORP CL COMMON 023657208 3,026 335,500 SH SOLE 236,000 0 99,500 AMCORE FINANCIAL INC COMMON 023912108 1,353 44,800 SH SOLE 33,900 0 10,900 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 734 20,070 SH SOLE 12,750 0 7,320 AMERICAN AXLE CVT(AXL) 144A 2. CONVERT 024061AA1 7,979 8,500,000 SH SOLE 1,275,000 0 7,225,000 AMERICAN CAPITAL STRATEGIES COMMON 024937104 9,406 341,535 SH SOLE 341,535 0 0 AMERICAN ELECTRIC POWER COMMON 025537101 12,015 377,368 SH SOLE 323,943 0 53,425 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 255 8,800 SH SOLE 8,800 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 69,392 1,353,455 SH SOLE 1,327,655 0 25,800 AMERICAN FINANCIAL GROUP INC COMMON 025932104 82 2,700 SH SOLE 2,700 0 0 AMERICAN FINCVT(AFG) 144A 1.48 CONVERT 025932AC8 5,828 13,875,000 SH SOLE 2,150,000 0 11,725,000 AMERICAN FIN CVT(AFG) 1.486 6- CONVERT 025932AD6 1,470 3,500,000 SH SOLE 350,000 0 3,150,000 AMERICAN FINANCIAL REALTY TR COMMON 02607P305 26,010 1,860,544 SH SOLE 1,380,035 0 474,909

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE AMERICAN INTERNATIONAL GROUP COMMON 026874107 162,917 2,283,355 SH SOLE 2,171,841 0 110,664 AMERICAN INTL GRP(AIG) CVT 0.5 CONVERT 026874AN7 26,072 27,175,000 SH SOLE 3,750,000 0 23,425,000 AMERICAN MED SECURITY GROUP COMMON 02744P101 2,212 81,200 SH SOLE 55,200 0 26,000 AMERICAN POWER CONVERSION COMMON 029066107 427 21,968 SH SOLE 21,968 0 0 AMERICAN STANDARD COMPANIES COMMON 029712106 4,198 105,578 SH SOLE 105,578 0 0 AMERICAN TOWER CORP CL A COMMON 029912201 49,598 3,291,160 SH SOLE 3,058,200 0 232,960 AMERICANWEST BANCORPORATION COMMON 03058P109 405 21,870 SH SOLE 15,710 0 6,160 AMERUS GROUP CO COMMON 03072M108 1,509 36,900 SH SOLE 33,500 0 3,400 AMERISOURCEBERGEN CORP COMMON 03073E105 35,841 606,863 SH SOLE 604,163 0 2,700 AMERITRADE HOLDING CORP CL A COMMON 03074K100 29,123 2,559,100 SH SOLE 2,519,700 0 39,400 AMGEN INC COMMON 031162100 261,130 4,827,695 SH SOLE 3,628,062 8,070 1,167,153 AMGEN INC CVT (AMGN) 0.0 03-01 CONVERT 031162AE0 25,718 35,050,000 SH SOLE 5,500,000 0 29,550,000 AMPHENOL CORP CL A COMMON 032095101 45,594 1,376,218 SH SOLE 1,293,918 0 82,300 AMSOUTH BANCORPORATION COMMON 032165102 8,425 334,067 SH SOLE 303,667 0 21,800 ANADARKO PETROLEUM CORP COMMON 032511107 15,231 262,597 SH SOLE 196,614 0 65,378 ANALOG DEVICES COMMON 032654105 65,030 1,409,110 SH SOLE 1,318,310 0 90,800 ANAREN INC COMMON 032744104 3,387 217,100 SH SOLE 145,000 0 72,100 ANDREW CORP COMMON 034425108 354 17,617 SH SOLE 17,617 0 0 ANDRX GROUP COMMON 034553107 22,115 800,100 SH SOLE 714,800 0 58,900 ANGELICA CORP COMMON 034663104 1,733 70,300 SH SOLE 46,400 0 23,900 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 7,970 408,100 SH SOLE 330,000 0 78,100 ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 2,138 67,200 SH SOLE 54,000 0 13,200 ANHEUSER-BUSCH COS INC COMMON 035229103 39,484 728,213 SH SOLE 647,713 0 80,500 ANIXTER INTERNATIONAL INC COMMON 035290105 1,168 34,700 SH SOLE 22,300 0 12,400 ANNTAYLOR STORES CORP COMMON 036115103 17,068 588,550 SH SOLE 521,600 0 58,850 ANSYS INC COMMON 03662Q105 4,557 98,100 SH SOLE 67,600 0 30,500 ANTHEM INC COMMON 03674B104 96,417 1,102,917 SH SOLE 994,947 0 107,970 ANSWERTHINK INC COMMON 036916104 490 84,000 SH SOLE 62,300 0 21,700 AON CORP COMMON 037389103 873 31,029 SH SOLE 44,724 0 -13,695 APACHE CORP COMMON 037411105 35,707 832,517 SH SOLE 770,245 0 62,272 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 3,417 109,978 SH SOLE 108,288 0 1,690 APOLLO GROUP INC CL A COMMON 037604105 89,479 1,028,612 SH SOLE 920,942 0 103,270 UNIV OF PHOENIX ONLINE COMMON 037604204 982 11,400 SH SOLE 11,400 0 0 APOGENT TECHNOLIGIES INC COMMON 03760A101 156 4,920 SH SOLE 4,920 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE APOLLO GOLD CORP COMMON 03761E102 2,025 1,500,000 SH SOLE 1,200,000 0 300,000 APPLE COMPUTER INC COMMON 037833100 63,108 1,941,787 SH SOLE 1,693,539 0 248,248 APPLEBEE'S INTL INC COMMON 037899101 538 22,900 SH SOLE 20,700 0 2,200 APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 5,331 250,383 SH SOLE 238,183 0 12,200 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 5,073 167,700 SH SOLE 113,600 0 54,100 APPLIED MATERIALS INC COMMON 038222105 342,024 17,423,544 SH SOLE 13,758,926 29,020 3,446,238 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 7,564 1,506,775 SH SOLE 1,102,575 0 404,200 APPLIED SIGNAL TECHNOLOGY COMMON 038237103 1,794 51,800 SH SOLE 32,000 0 19,800 AQUA AMERICA INC COMMON 03836W103 4,061 205,850 SH SOLE 205,850 0 0 AQUANTIVE INC COMMON 03839G105 1,708 184,000 SH SOLE 115,400 0 68,600 ARBITRON INC COMMON 03875Q108 0 0 SH SOLE 0 0 0 ARCH CHEMICALS INC COMMON 03937R102 70 2,400 SH SOLE 2,400 0 0 ARCH COAL INC COMMON 039380100 11,289 312,200 SH SOLE 275,000 0 37,200 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 56,539 3,420,404 SH SOLE 3,116,904 0 249,600 ARCHSTONE-SMITH TRUST COMMON 039583109 83,595 2,923,928 SH SOLE 1,878,029 0 1,033,299 ARCTIC CAT INC COMMON 039670104 530 19,700 SH SOLE 14,300 0 5,400 ARDEN REALTY INC COMMON 039793104 34,209 1,182,900 SH SOLE 1,182,900 0 0 ARIAD PHARMACEUTICALS INC COMMON 04033A100 2,012 266,900 SH SOLE 228,700 0 38,200 ARMOR HOLDINGS INC COMMON 042260109 242 7,200 SH SOLE 7,200 0 0 ARRIS GROUP INC COMMON 04269Q100 8,681 1,446,900 SH SOLE 1,246,100 0 200,800 ARRAY BIOPHARMA INC COMMON 04269X105 547 65,600 SH SOLE 49,800 0 15,800 ARROW ELECTRONICS INC COMMON 042735100 12,143 461,900 SH SOLE 422,300 0 39,600 ARTISAN COMPONENTS INC COMMON 042923102 5,491 214,900 SH SOLE 190,100 0 24,800 ARTESYN TECHNOLOGIES INC COMMON 043127109 2,955 325,800 SH SOLE 222,600 0 103,200 ARTHROCARE CORP COMMON 043136100 8,321 283,525 SH SOLE 240,595 0 42,930 ASBURY AUTOMOTIVE GROUP COMMON 043436104 10 700 SH SOLE 700 0 0 ASCENTIAL SOFTWARE CORP COMMON 04362P207 0 6 SH SOLE 6 0 0 ASHLAND INC COMMON 044204105 400 7,744 SH SOLE 7,744 0 0 ASK JEEVES INC COMMON 045174109 12,951 341,000 SH SOLE 325,400 0 15,600 ASPECT COMMUNICATIONS CORP COMMON 04523Q102 2,834 200,600 SH SOLE 134,900 0 65,700 ASSOCIATED BANC CORP COMMON 045487105 168 5,750 SH SOLE 5,750 0 0 ASSOCIATED ESTATES REALTY CORP COMMON 045604105 151 19,100 SH SOLE 19,100 0 0 ASTORIA FINANCIAL CORP COMMON 046265104 6,898 189,600 SH SOLE 184,100 0 5,500 ATMEL CORP COMMON 049513104 9,294 1,583,300 SH SOLE 1,401,400 0 122,500

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE AUST & NZ BNKG GRP ADR COMMON 052528304 0 0 SH SOLE 0 0 0 AUTODESK INC COMMON 052769106 527 12,505 SH SOLE 12,505 0 0 AUTOLIV INC COMMON 052800109 12,087 287,500 SH SOLE 266,700 0 15,600 AUTOMATIC DATA PROCESSING COMMON 053015103 48,192 1,142,250 SH SOLE 1,048,150 0 94,100 AUTOMATIC DATA PROC(AUD)CVT 0. CONVERT 053015AC7 20,903 19,111,000 SH SOLE 2,825,000 0 16,286,000 AUTONATION INC COMMON 05329W102 698 40,986 SH SOLE 36,986 0 3,500 AUTOZONE INC COMMON 053332102 85,161 965,327 SH SOLE 864,427 0 83,500 AVALONBAY COMMUNITIES INC COMMON 053484101 76,607 1,366,269 SH SOLE 896,962 0 463,707 AVAYA INC COMMON 053499109 107,088 6,790,598 SH SOLE 6,132,778 0 657,820 AVENTIS ADR COMMON 053561106 3,475 45,730 SH SOLE 45,730 0 0 AVERY DENNISON CORP COMMON 053611109 781 12,148 SH SOLE 12,148 0 0 AVIALL INC COMMON 05366B102 1,309 68,800 SH SOLE 59,100 0 9,700 AVID TECHNOLOGY INC COMMON 05367P100 1,590 30,000 SH SOLE 25,700 0 4,300 AVISTA CORP COMMON 05379B107 8,705 475,700 SH SOLE 340,100 0 135,600 AVNET INC COMMON 053807103 2,043 91,500 SH SOLE 91,500 0 0 AVON PRODUCTS INC COMMON 054303102 2,360 51,878 SH SOLE 51,878 0 0 AXA ADR COMMON 054536107 5 243 SH SOLE 243 0 0 BB&T CORPORATION COMMON 054937107 2,276 61,670 SH SOLE 61,670 0 0 BASF AG ADR COMMON 055262505 46,005 848,792 SH SOLE 798,409 0 50,383 BCE INC COMMON 05534B109 1,185 59,400 SH SOLE 59,400 0 0 BJ SERVICES CO COMMON 055482103 39,334 870,232 SH SOLE 732,752 0 109,680 BJS WHOLESALE CLUB INC COMMON 05548J106 4,043 166,169 SH SOLE 117,003 0 49,166 BP PLC ADR COMMON 055622104 68,277 1,277,882 SH SOLE 1,173,271 0 104,611 BRT REALTY TRUST COMMON 055645303 746 39,100 SH SOLE 26,900 0 12,200 BRE PROPERTIES CL A COMMON 05564E106 42,028 1,235,768 SH SOLE 821,411 0 409,157 BT GROUP PLC-ADS COMMON 0557E101 0 0 SH SOLE 0 0 0 BMC SOFTWARE INC COMMON 055921100 24,321 1,321,073 SH SOLE 1,106,690 0 176,183 BAKER HUGHES INC COMMON 057224107 17,839 481,084 SH SOLE 439,084 0 34,000 BALL CORP COMMON 058498106 7,281 101,762 SH SOLE 67,402 0 31,260 BANCFIRST CORP COMMON 05945F103 425 7,200 SH SOLE 5,500 0 1,700 BANCO BILBAO VIZCAYA-SP ADR COMMON 05946K101 7 506 SH SOLE 506 0 0 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 207 4,500 SH SOLE 4,500 0 0 BANCORPSOUTH INC COMMON 059692103 1,700 75,200 SH SOLE 46,100 0 29,100 BANDAG INC COMMON 059815100 8,002 174,900 SH SOLE 128,200 0 46,700

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE BANK OF AMERICA CORP COMMON 060505104 279,089 3,300,094 SH SOLE 3,100,218 0 184,876 BANK OF GRANITE CORP COMMON 062401104 72 3,500 SH SOLE 3,500 0 0 BANK OF HAWAII CORP COMMON 062540109 801 17,800 SH SOLE 17,800 0 0 BANK OF MONTREAL COMMON 063671101 1,228 31,100 SH SOLE 31,100 0 0 BANK OF NEW YORK CO INC COMMON 064057102 247,178 8,441,856 SH SOLE 6,108,225 19,460 2,254,186 BANK OF NOVA SCOTIA COMMON 064149107 1,366 51,200 SH SOLE 51,200 0 0 BANK ONE CORP COMMON 06423A103 89,041 1,765,984 SH SOLE 1,701,784 0 58,600 BANKNORTH GROUP INC COMMON 06646R107 696 21,687 SH SOLE 21,687 0 0 BANNER CORPORATION COMMON 06652V109 128 4,400 SH SOLE 4,400 0 0 BARD (C.R.) INC COMMON 067383109 5,119 90,706 SH SOLE 90,706 0 0 BARNES & NOBLE INC COMMON 067774109 5,211 156,500 SH SOLE 136,800 0 11,800 BARRICK GOLD CORP COMMON 067901108 8,081 412,500 SH SOLE 332,500 0 80,000 BARR PHARMACEUTICALS INC COMMON 068306109 23,077 696,130 SH SOLE 573,436 0 122,304 BAUSCH & LOMB INC COMMON 071707103 4,939 76,155 SH SOLE 72,115 0 4,040 BAXTER INTERNATIONAL INC COMMON 071813109 61,681 1,790,450 SH SOLE 1,572,950 0 217,500 BAYER AG ADR COMMON 072730302 0 0 SH SOLE 0 0 0 BEAR STEARNS COMPANIES INC COMMON 073902108 118,550 1,397,825 SH SOLE 1,214,746 0 164,759 BECKMAN COULTER INC COMMON 075811109 2,863 47,954 SH SOLE 15,674 0 32,280 BECTON DICKINSON & CO COMMON 075887109 81,145 1,608,428 SH SOLE 1,468,984 0 125,544 BED BATH & BEYOND INC COMMON 075896100 182,866 4,767,098 SH SOLE 3,244,895 11,870 1,474,453 BEDFORD PROPERTY INVESTORS COMMON 076446301 938 32,700 SH SOLE 32,700 0 0 BEL FUSE INC-CL B COMMON 077347300 1,891 46,000 SH SOLE 31,400 0 14,600 BELLSOUTH CORP COMMON 079860102 167,011 6,460,769 SH SOLE 5,686,754 0 724,715 BELO CORPORATION COMMON 080555105 12,348 465,426 SH SOLE 406,216 0 59,210 BEMIS COMPANY COMMON 081437105 358 12,833 SH SOLE 12,483 0 350 BENCHMARK ELECTRONICS INC COMMON 08160H101 0 0 SH SOLE 0 0 0 BERKLEY (WR) CORP COMMON 084423102 249 5,779 SH SOLE 3,912 0 1,867 BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 4,701 1,600 SH SOLE 1,600 0 0 BERKSHIRE HILLS BANCORP INC COMMON 084680107 92 2,500 SH SOLE 2,500 0 0 BEST BUY COMPANY INC COMMON 086516101 5,395 106,407 SH SOLE 100,707 0 5,700 BHP LTD-ADR COMMON 088606108 0 0 SH SOLE 0 0 0 BIG LOTS INC COMMON 089302103 182 12,698 SH SOLE 12,698 0 0 BIOMET INC COMMON 090613100 22,669 515,324 SH SOLE 422,464 0 92,860 BIOGEN IDEC INC COMMON 09062X103 156,946 2,500,340 SH SOLE 2,310,200 0 190,140

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE BIOSITE INC COMMON 090945106 6,430 143,500 SH SOLE 122,800 0 20,700 BLACK & DECKER CORP COMMON 091797100 25,043 407,927 SH SOLE 364,727 0 35,300 BLACK BOX CORPORATION COMMON 091826107 5,516 119,800 SH SOLE 85,000 0 34,800 BLACKROCK INC COMMON 09247X101 1,582 25,090 SH SOLE 8,330 0 16,760 BLOCK H & R INC COMMON 093671105 28,977 606,845 SH SOLE 461,887 0 143,623 BLUE COAT SYSTEMS INC COMMON 09534T508 4,765 143,900 SH SOLE 108,600 0 35,300 BLUEGREEN CORP COMMON 096231105 114 8,300 SH SOLE 8,300 0 0 BOEING CO COMMON 097023105 161,978 3,206,854 SH SOLE 2,923,354 0 254,700 BOISE CASCADE CORP COMMON 097383103 360 9,592 SH SOLE 9,592 0 0 BON-TON STORES COMMON 09776J101 365 24,600 SH SOLE 15,200 0 9,400 BONE CARE INTERNATIONAL INC COMMON 098072101 654 30,000 SH SOLE 0 0 30,000 BORDERS GROUP INC COMMON 099709107 5,297 229,500 SH SOLE 202,000 0 17,400 BOSTON BEER COMPANY INC CL A COMMON 100557107 715 35,200 SH SOLE 29,000 0 6,200 BOSTON PROPERTIES INC COMMON 101121101 173,287 3,523,520 SH SOLE 2,244,495 0 1,263,525 BOSTON SCIENTIFIC CORP COMMON 101137107 308,110 7,516,723 SH SOLE 6,221,943 5,200 1,258,110 BOYD GAMING CORP COMMON 103304101 7,960 296,700 SH SOLE 236,700 0 60,000 BOYKIN LODGING COMPANY COMMON 103430104 137 18,000 SH SOLE 18,000 0 0 BRANDYWINE REALTY TRUST COMMON 105368203 25,473 946,237 SH SOLE 839,643 0 105,294 BRASCAN CORPORATION COMMON 10549P606 297 10,700 SH SOLE 10,700 0 0 BRASIL TELECOM PART SA ADR COMMON 105530109 349 11,800 SH SOLE 11,800 0 0 BRIGGS & STRATTON COMMON 109043109 13,935 159,800 SH SOLE 111,900 0 47,900 BRIGHTPOINT INC COMMON 109473405 2,155 160,700 SH SOLE 118,700 0 42,000 THE BRINK'S CO COMMON 109696104 18,166 545,700 SH SOLE 438,900 0 101,200 BRISTOL-MYERS SQUIBB CO COMMON 110122108 111,329 4,516,378 SH SOLE 4,287,481 0 226,907 BRISTOL WEST HOLDINGS INC COMMON 11037M105 4,972 275,300 SH SOLE 241,200 0 34,100 BROADCOM CORP CL A COMMON 111320107 125,416 2,697,703 SH SOLE 2,439,103 0 246,400 BROOKFIELD HOMES CORP COMMON 112723101 6,556 247,100 SH SOLE 158,500 0 88,600 BROOKFIELD PROPERTIES CORP COMMON 112900105 28,308 999,924 SH SOLE 607,028 0 383,896 BROOKSTONE INC COMMON 114537103 1,995 96,375 SH SOLE 59,525 0 36,850 BROWN FORMAN CORP CL B COMMON 115637209 648 13,346 SH SOLE 13,346 0 0 BROWN SHOE COMPANY INC COMMON 115736100 10,358 249,000 SH SOLE 168,600 0 80,400 BRUNSWICK CORP COMMON 117043109 1,311 32,528 SH SOLE 32,528 0 0 BRUSH ENGINEERED MATERIALS COMMON 117421107 3,022 149,400 SH SOLE 100,500 0 48,900 BUILDING MATERIAL HOLDING CP COMMON 120113105 904 46,900 SH SOLE 34,800 0 12,100

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE BUNGE FINCORPCVT(BG) 144A 3.75 CONVERT 120568AD2 20,170 15,575,000 SH SOLE 2,575,000 0 13,000,000 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 58,515 1,671,391 SH SOLE 1,541,091 0 101,600 BURLINGTON RESOURCES INC COMMON 122014103 24,604 691,504 SH SOLE 632,804 0 53,700 C&D TECHNOLOGIES INC COMMON 124661109 8,954 494,974 SH SOLE 207,100 0 68,100 CBL & ASSOCIATES PROPERTIES COMMON 124830100 2,721 49,604 SH SOLE 47,305 0 2,299 CBRL GROUP INC COMMON 12489V106 18,234 592,403 SH SOLE 507,623 0 76,880 CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 4,785 250,500 SH SOLE 210,200 0 40,300 C-COR.NET CORPORATION COMMON 125010108 4,247 416,400 SH SOLE 259,900 0 156,500 CDW CORP COMMON 12512N105 77,590 1,209,701 SH SOLE 1,153,151 0 56,550 CEC ENTERTAINMENT INC COMMON 125137109 7,444 250,300 SH SOLE 213,400 0 27,500 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 14,069 311,201 SH SOLE 255,601 0 55,600 CIGNA CORP COMMON 125509109 8,985 130,888 SH SOLE 99,436 0 31,157 CIT GROUP INC COMMON 125581108 5,138 137,000 SH SOLE 132,800 0 4,200 CLECO CORPORATION COMMON 12561W105 7,720 428,900 SH SOLE 290,200 0 138,700 CMS ENERGY CORP COMMON 125896100 1,231 135,823 SH SOLE 117,923 0 17,900 CSS INDUSTRIES INC COMMON 125906107 1,012 28,900 SH SOLE 20,450 0 8,450 CNS INC COMMON 126136100 197 19,713 SH SOLE 19,713 0 0 CNET NETWORKS INC COMMON 12613R104 11,734 1,065,800 SH SOLE 969,300 0 96,500 CSG SYSTEMS INTL INC COMMON 126349109 23,254 1,119,600 SH SOLE 1,034,900 0 84,700 CSX CORP COMMON 126408103 775 23,537 SH SOLE 23,537 0 0 CT COMMUNICATIONS INC COMMON 126426402 1,256 85,000 SH SOLE 56,000 0 29,000 CVS CORP COMMON 126650100 18,980 450,300 SH SOLE 403,800 0 46,500 CABLEVISION SYSTEMS CL A COMMON 12686C109 31,125 1,588,013 SH SOLE 1,380,253 0 207,760 CABOT CORP COMMON 127055101 24 600 SH SOLE 600 0 0 CABOT OIL & GAS CORP CL A COMMON 127097103 17,318 417,900 SH SOLE 302,400 0 115,500 CADBURY SCHWEPPES PLC ADR COMMON 127209302 58,753 1,685,397 SH SOLE 1,582,561 0 102,836 CAESARS ENTERTAINMENT INC COMMON 127687101 985 66,700 SH SOLE 66,700 0 0 CALLAWAY GOLF COMPANY COMMON 131193104 82 7,300 SH SOLE 7,300 0 0 CALPINE CORPORATION COMMON 131347106 6,393 1,427,070 SH SOLE 1,417,070 0 10,000 CAMBREX CORP COMMON 132011107 2,209 89,400 SH SOLE 60,900 0 28,500 CAMBIOR INC COMMON 13201L103 5,544 2,100,000 SH SOLE 1,600,000 0 500,000 CAMDEN NATIONAL CORP COMMON 133034108 855 26,000 SH SOLE 18,300 0 7,700 CAMDEN PROPERTY TRUST COMMON 133131102 28,854 639,354 SH SOLE 428,369 0 208,485 CAMPBELL SOUP CO COMMON 134429109 10,982 410,232 SH SOLE 374,432 0 27,600

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE CAN IMPERIAL BK OF COMMERCE COMMON 136069101 16,179 332,200 SH SOLE 332,200 0 0 CANADIAN NATL RAILWAY CO COMMON 136375102 733 17,300 SH SOLE 17,300 0 0 CANADIAN NATURAL RESOURCES COMMON 136385101 11,731 403,000 SH SOLE 366,000 0 37,000 CANDELA CORP COMMON 136907102 4,026 419,400 SH SOLE 276,600 0 142,800 CANON INC- SP ADR COMMON 138006309 40,679 768,393 SH SOLE 724,051 0 44,342 CAPITAL AUTOMOTIVE REIT COMMON 139733109 1,235 42,000 SH SOLE 42,000 0 0 CAPITAL CORP OF THE WEST COMMON 140065103 78 2,000 SH SOLE 2,000 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 61,783 906,844 SH SOLE 873,375 0 32,719 CAPITOL BANCORP LTD COMMON 14056D105 52 2,000 SH SOLE 2,000 0 0 CAPTARIS INC COMMON 14071N104 127 19,800 SH SOLE 19,800 0 0 CARDINAL HEALTH INC COMMON 14149Y108 22,256 320,237 SH SOLE 307,137 0 13,100 CARDIODYNAMICS INTERNATIONAL COMMON 141597104 1,909 372,900 SH SOLE 248,300 0 124,600 CAREER EDUCATION CORP COMMON 141665109 20,963 471,600 SH SOLE 460,300 0 11,300 CAREMARK RX INC COMMON 141705103 140,318 4,321,471 SH SOLE 3,958,485 0 362,986 CARLISLE COS INC COMMON 142339100 8,387 135,800 SH SOLE 94,600 0 41,200 CARNIVAL CORP COMMON 143658300 49,216 1,047,586 SH SOLE 890,456 0 157,130 CARPENTER TECHNOLOGY COMMON 144285103 9,298 275,400 SH SOLE 194,100 0 81,300 CARRAMERICA REALTY CORP COMMON 144418100 47,284 1,584,044 SH SOLE 1,054,898 0 522,746 CASCADE NATURAL GAS CORP COMMON 147339105 2,230 101,800 SH SOLE 70,100 0 31,700 CASELLA WASTE SYSTEMS INC CL A COMMON 147448104 7 500 SH SOLE 500 0 0 CATELLUS DEVELOPMENT CORP COMMON 149113102 44,834 1,842,750 SH SOLE 1,154,651 0 679,999 CATERPILLAR INC COMMON 149123101 98,745 1,252,797 SH SOLE 1,140,437 0 98,960 CAVCO INDUSTRIES INC COMMON 149568107 0 0 SH SOLE 0 0 0 CEDAR FAIR LP COMMON 150185106 3,449 111,677 SH SOLE 102,777 0 8,900 CELESTICA INC COMMON 15101Q108 15,159 779,400 SH SOLE 706,500 0 72,900 CEMEX SA ADR COMMON 151290889 199 7,000 SH SOLE 7,000 0 0 CENDANT CORP COMMON 151313103 27,565 1,142,346 SH SOLE 1,023,426 0 118,920 CENTENNIAL COMMUNCTNS CORP NEW COMMON 15133V208 14 2,000 SH SOLE 2,000 0 0 CENTER FINANCIAL CORP COMMON 15146E102 70 4,700 SH SOLE 4,700 0 0 CENTERPOINT PROPERTIES CORP COMMON 151895109 114,884 1,529,538 SH SOLE 1,079,554 0 444,584 CENTERPOINT ENERGY INC COMMON 15189T107 3,946 349,517 SH SOLE 329,317 0 20,200 CENTEX CORP COMMON 152312104 60,097 1,324,308 SH SOLE 1,188,608 0 109,700 CENTRAL COAST BANCORP COMMON 153145107 63 3,500 SH SOLE 3,500 0 0 CENTRAL EURO DISTRIBUTION COMMON 153435102 4,761 183,752 SH SOLE 183,752 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE CENTURY ALUMINUM COMPANY COMMON 156431108 9,310 378,300 SH SOLE 262,600 0 115,700 CENTURYTEL INC COMMON 156700106 10,417 347,693 SH SOLE 256,647 0 90,216 CERIDIAN CORP-NEW COMMON 156779100 3,771 167,578 SH SOLE 167,578 0 0 CERTEGY INC COMMON 156880106 1,265 32,599 SH SOLE 32,599 0 0 CHARTER ONE FIN INC COMMON 160903100 4,848 109,785 SH SOLE 104,985 0 4,800 CHARTER COMMUNICATIONS INC CL COMMON 16117M107 4,548 1,212,800 SH SOLE 1,038,000 0 105,100 CHARTERED SEMICONDUCTOR MFG AD COMMON 16133R106 5,211 650,600 SH SOLE 439,100 0 211,500 CHATTEM INC COMMON 162456107 5,491 191,200 SH SOLE 136,400 0 54,800 CHECKFREE CORP COMMON 162813109 5,433 182,300 SH SOLE 158,000 0 14,600 CHECKPOINT SYSTEMS INC COMMON 162825103 939 52,300 SH SOLE 32,300 0 20,000 CHELSEA PROPERTY GROUP INC COMMON 163421100 178,968 2,758,864 SH SOLE 1,713,704 0 1,032,460 CHESAPEAKE CORP COMMON 165159104 1,570 60,500 SH SOLE 44,000 0 16,500 CHEVRONTEXACO CORP COMMON 166764100 67,088 717,978 SH SOLE 618,166 0 99,337 CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 19,664 715,300 SH SOLE 676,900 0 38,400 CHINA UNICOM LTD ADR COMMON 16945R104 0 0 SH SOLE 0 0 0 CHOICE HOTELS INTL INC COMMON 169905106 11,669 234,500 SH SOLE 165,300 0 69,200 CHIQUITA BRANDS INTL COMMON 170032809 12,452 603,000 SH SOLE 444,700 0 158,300 CHIRON CORP COMMON 170040109 11,572 260,620 SH SOLE 206,366 0 54,254 CHIRON CORPCVT(CHIR) 144A 1.62 CONVERT 170040AF6 18,600 19,250,000 SH SOLE 2,775,000 0 16,475,000 CHIRON CORP CVT(CHIR) 1.625 08 CONVERT 170040AG4 2,416 2,500,000 SH SOLE 350,000 0 2,150,000 CHORDIANT SOFTWARE INC COMMON 170404107 4,556 1,017,000 SH SOLE 789,900 0 227,100 CHUBB CORP COMMON 171232101 14,770 217,305 SH SOLE 161,804 0 54,906 CHURCHILL DOWNS INC COMMON 171484108 7,697 191,750 SH SOLE 191,750 0 0 CIENA CORP COMMON 171779101 369 97,264 SH SOLE 62,393 0 0 CINCINNATI BELL INC COMMON 171871106 23 5,200 SH SOLE 5,200 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 885 20,711 SH SOLE 19,294 0 1,417 CINERGY CORP COMMON 172474108 10,560 279,001 SH SOLE 246,801 0 32,200 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 150 21,400 SH SOLE 21,400 0 0 CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 281 21,862 SH SOLE 21,862 0 0 CIRCOR INTERNATIONAL INC COMMON 17273K109 702 35,100 SH SOLE 23,200 0 11,900 CIRRUS LOGIC INC COMMON 172755100 4,635 754,900 SH SOLE 480,600 0 274,300 CISCO SYSTEMS INC COMMON 17275R102 891,301 37,591,762 SH SOLE 28,273,622 62,530 8,994,580 CITADEL BROADCASTING CORP COMMON 17285T106 1,218 85,883 SH SOLE 70,083 0 15,800 CINTAS CORP COMMON 172908105 33,893 710,986 SH SOLE 662,786 0 48,200

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE CITIGROUP INC COMMON 172967101 861,870 18,602,855 SH SOLE 14,798,398 27,800 3,651,757 CITIZENS COMMUNICATIONS CO COMMON 17453B101 9,665 788,330 SH SOLE 774,730 0 13,600 CITRIX SYSTEMS INC COMMON 177376100 1,642 81,206 SH SOLE 77,206 0 4,000 CITY HOLDING CO COMMON 177835105 2,919 90,000 SH SOLE 63,400 0 26,600 CLAIRE'S STORES INC COMMON 179584107 19,882 916,215 SH SOLE 726,350 0 179,365 CLARCOR INC COMMON 179895107 230 5,100 SH SOLE 5,100 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 68,744 1,893,782 SH SOLE 1,717,382 0 164,700 CLOROX COMPANY COMMON 189054109 8,998 167,285 SH SOLE 155,285 0 12,000 CLOSURE MEDICAL CORPORATION COMMON 189093107 1,612 63,600 SH SOLE 45,100 0 18,500 COACH INC COMMON 189754104 56,578 1,266,006 SH SOLE 1,103,816 0 162,190 COCA-COLA COMPANY COMMON 191216100 190,548 3,770,241 SH SOLE 1,996,046 0 1,766,475 COCA-COLA ENTERPRISES COMMON 191219104 3,233 112,540 SH SOLE 104,665 0 7,875 COCA-COLA FEMSA SA DE CV ADR COMMON 191241108 3,751 169,798 SH SOLE 149,668 0 20,130 COGNEX CORP COMMON 192422103 3,090 84,000 SH SOLE 60,200 0 22,300 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 21,410 848,600 SH SOLE 718,400 0 130,200 COGNOS INC COMMON 19244C109 12,488 346,900 SH SOLE 346,900 0 0 COHERENT INC COMMON 192479103 4,254 143,800 SH SOLE 89,800 0 54,000 COLDWATER CREEK INC COMMON 193068103 5 200 SH SOLE 200 0 0 COLGATE-PALMOLIVE CO COMMON 194162103 3,474 59,275 SH SOLE 58,475 0 800 COLONIAL PROPERTIES TRUST COMMON 195872106 32,112 842,178 SH SOLE 842,178 0 0 COLUMBIA BANKING SYSTEM INC COMMON 197236102 1,879 86,825 SH SOLE 60,470 0 26,355 COLUMBIA SPORTSWEAR CO COMMON 198516106 6,261 114,500 SH SOLE 98,300 0 16,200 COMCAST CORP CL A COMMON 20030N101 47,995 1,723,356 SH SOLE 1,557,816 0 165,540 COMERICA INC COMMON 200340107 1,030 19,039 SH SOLE 19,039 0 0 COMMERCE BANCSHARES INC COMMON 200525103 1,107 24,200 SH SOLE 24,200 0 0 COMMERCE GROUP INC COMMON 200641108 2,724 55,100 SH SOLE 38,400 0 16,700 COMMERCIAL FEDERAL CORP COMMON 201647104 5,785 212,700 SH SOLE 164,800 0 47,900 COMMERCIAL NET LEASE REALTY COMMON 202218103 27,471 1,609,300 SH SOLE 1,609,300 0 0 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 12,322 276,100 SH SOLE 187,500 0 88,600 COMMSCOPE INC COMMON 203372107 3,672 176,900 SH SOLE 113,800 0 63,100 COMMUNITY HEALTH SYSTEMS COMMON 203668108 8,597 336,610 SH SOLE 240,660 0 95,950 COMMUNITY TRUST BANCORP INC COMMON 204149108 1,264 40,460 SH SOLE 28,440 0 12,020 COMPANHIA ENERGETICA DE MINAS COMMON 204409601 258 17,800 SH SOLE 17,800 0 0 COMPANHIA DE BEBIDAS ADR COMMON 20441W203 5,549 279,810 SH SOLE 240,430 0 39,380

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 6,465 300,000 SH SOLE 220,000 0 80,000 COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 175 14,400 SH SOLE 14,400 0 0 COMPUCREDIT CORP COMMON 20478N100 4,490 253,700 SH SOLE 180,100 0 73,600 COMPUTER ASSOCIATES INTL INC COMMON 204912109 40,843 1,477,694 SH SOLE 1,374,094 0 103,600 COMPUTER SCIENCES CORP COMMON 205363104 3,158 68,709 SH SOLE 64,309 0 4,400 COMPUWARE CORP COMMON 205638109 991 144,109 SH SOLE 133,809 0 10,300 COMSTOCK RESOURCES INC COMMON 205768203 8,596 443,100 SH SOLE 310,400 0 132,700 COMTECH TELECOMMUNICATIONS COMMON 205826209 3,264 143,200 SH SOLE 89,500 0 53,700 COMVERSE TECHNOLOGY INC COMMON 205862402 104,021 5,320,768 SH SOLE 4,842,698 0 417,570 CONAGRA FOODS INC COMMON 205887102 1,677 61,978 SH SOLE 61,978 0 0 CONNECTICS CORP COMMON 208192104 19,836 976,200 SH SOLE 586,300 0 389,900 CONOCOPHILLIPS COMMON 20825C104 22,881 302,456 SH SOLE 281,556 0 20,900 CONSECO INC COMMON 208464883 217 10,900 SH SOLE 10,900 0 0 CONSOL ENERGY INC COMMON 20854P109 11,124 309,000 SH SOLE 284,000 0 25,000 CONSOLIDATED EDISON INC COMMON 209115104 1,053 26,495 SH SOLE 26,495 0 0 CONSOLIDATED GRAPHICS INC COMMON 209341106 2,900 65,613 SH SOLE 45,500 0 20,113 CONSTELLATION ENERGY GROUP COMMON 210371100 50,178 1,322,221 SH SOLE 1,211,859 0 90,562 CONVERGYS CORP COMMON 212485106 4,812 323,156 SH SOLE 281,156 0 26,900 PEPSICO(CNVTLT)CVT PV 144A 2.0 CONVERT 212573AA7 13,807 14,125,000 SH SOLE 2,125,000 0 12,000,000 COOPER CAMERON CORP COMMON 216640102 9,127 190,660 SH SOLE 171,660 0 19,000 COOPER COMPANIES INC COMMON 216648402 5,169 82,700 SH SOLE 71,000 0 11,700 COOPER TIRE & RUBBER COMMON 216831107 189 8,121 SH SOLE 8,121 0 0 COORS (ADOLPH) CL B COMMON 217016104 316 4,403 SH SOLE 4,403 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 5,616 229,800 SH SOLE 183,600 0 46,200 CORIXA CORP COMMON 21887F100 10 2,208 SH SOLE 0 0 2,208 CORN PRODUCTS INTL INC COMMON 219023108 1,961 42,400 SH SOLE 37,500 0 3,200 CORNERSTONE REALTY INCOME TR COMMON 21922V102 3,758 433,500 SH SOLE 346,900 0 86,600 CORNING INC COMMON 219350105 55,961 4,334,734 SH SOLE 3,953,554 0 381,180 CORNING INC CVT (GLW) 3.5 11-0 CONVERT 219350AK1 8,649 6,200,000 SH SOLE 875,000 0 5,325,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 35,744 627,750 SH SOLE 526,550 0 95,700 CORPORATE OFFICE PROPERTIES COMMON 22002T108 861 35,300 SH SOLE 35,300 0 0 CORRECTIONS CORP OF AMERICA COMMON 22025Y407 8 214 SH SOLE 214 0 0 CORUS BANCSHARES INC COMMON 220873103 4,465 108,900 SH SOLE 75,300 0 33,600 COSTCO WHOLESALE CORP COMMON 22160K105 5,788 141,180 SH SOLE 130,380 0 10,800

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE COSTCO WHOLESALE(COST) CVT 0.0 CONVERT 22160QAC6 31,164 33,375,000 SH SOLE 4,725,000 0 28,650,000 COTT CORPORATION COMMON 22163N106 4,722 145,841 SH SOLE 0 0 0 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 65,629 946,756 SH SOLE 857,456 0 78,000 COUSINS PROPERTIES INC COMMON 222795106 12,076 373,300 SH SOLE 284,800 0 88,500 COVANCE INC COMMON 222816100 10,812 282,300 SH SOLE 242,900 0 39,400 COVANSYS CORPORATION COMMON 22281W103 2,031 193,800 SH SOLE 132,200 0 61,600 COVENANT TRANSPORT INC CL A COMMON 22284P105 10 600 SH SOLE 600 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 98,585 2,050,000 SH SOLE 1,827,900 0 197,900 COX COMMUNICATIONS INC CL A COMMON 224044107 78,984 2,822,879 SH SOLE 2,646,999 0 175,880 COX RADIO INC CL A COMMON 224051102 33 1,900 SH SOLE 1,900 0 0 CRANE CO COMMON 224399105 333 10,635 SH SOLE 10,635 0 0 CREDIT SUISSE GROUP ADR COMMON 225401108 17,716 493,620 SH SOLE 459,671 0 33,949 CREE INC COMMON 225447101 751 33,500 SH SOLE 28,400 0 3,100 CRESCENT REAL ESTATE EQT CO COMMON 225756105 12,624 791,000 SH SOLE 791,000 0 0 CROWN CASTLE INTL CORP COMMON 228227104 15,404 1,063,810 SH SOLE 942,200 0 92,810 CROWN HOLDINGS INC COMMON 228368106 212 21,100 SH SOLE 21,100 0 0 CISCO SYS(EXCHTR) 144A CVT 0.0 CONVERT 22943BAA7 27,761 19,550,000 SH SOLE 2,275,000 0 17,275,000 CUBIST PHARMACEUTICALS INC COMMON 229678107 431 40,000 SH SOLE 0 0 40,000 CUMMINS ENGINE COMMON 231021106 20,522 326,106 SH SOLE 318,406 0 7,700 CYBEROPTICS CORP COMMON 232517102 1,610 61,300 SH SOLE 38,100 0 23,200 CYMER INC COMMON 232572107 3,232 88,000 SH SOLE 75,300 0 12,700 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 2,397 173,700 SH SOLE 154,400 0 11,600 CYTYC CORPORATION COMMON 232946103 7,081 284,600 SH SOLE 244,200 0 40,400 DJ ORTHOPEDICS INC COMMON 23325G104 3,041 133,100 SH SOLE 89,700 0 43,400 DPL INC COMMON 233293109 1,070 55,800 SH SOLE 55,800 0 0 DST SYSTEMS INC COMMON 233326107 81,784 1,714,900 SH SOLE 1,592,800 0 122,100 DSP GROUP INC COMMON 23332B106 2,231 83,700 SH SOLE 52,200 0 31,500 DTE ENERGY COMPANY COMMON 233331107 3,403 84,713 SH SOLE 84,313 0 400 DADE BEHRING HOLDINGS INC COMMON 23342J206 19,430 408,800 SH SOLE 318,500 0 85,400 DANA CORP COMMON 235811106 320 16,361 SH SOLE 16,361 0 0 DANAHER CORP COMMON 235851102 17,942 349,064 SH SOLE 277,824 0 71,240 DARDEN RESTAURANTS INC COMMON 237194105 360 17,678 SH SOLE 17,678 0 0 DAVE & BUSTER'S INC COMMON 23833N104 2,896 153,700 SH SOLE 106,600 0 47,100 DAVITA INC COMMON 23918K108 12,771 425,700 SH SOLE 365,100 0 51,600

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE DEAN FOODS CO COMMON 242370104 2,042 55,100 SH SOLE 22,100 0 33,000 DEERE & CO COMMON 244199105 309,877 4,477,987 SH SOLE 3,410,921 7,580 1,020,846 DEL MONTE FOODS CO COMMON 24522P103 0 0 SH SOLE 0 0 0 DELL INC COMMON 24702R101 399,387 11,202,998 SH SOLE 7,923,375 25,430 3,177,298 DELPHI CORP COMMON 247126105 861 81,816 SH SOLE 74,891 0 6,925 DELTA AIR LINES INC COMMON 247361108 95 13,678 SH SOLE 13,678 0 0 DELUXE CORP COMMON 248019101 11,706 271,907 SH SOLE 204,595 0 66,692 DENDRITE INTERNATIONAL INC COMMON 248239105 12,771 695,579 SH SOLE 532,200 0 163,379 DEPARTMENT 56 INC COMMON 249509100 864 56,300 SH SOLE 41,300 0 15,000 DEVELOPERS DIVERS REALTY CRP COMMON 251591103 136,657 3,904,477 SH SOLE 2,413,102 0 1,473,275 DEVON ENERGY CORPORATION COMMON 25179M103 29,284 448,111 SH SOLE 379,808 0 67,798 DIAGEO PLC ADR COMMON 25243Q205 50,435 910,057 SH SOLE 857,332 0 52,725 DIAMOND OFFSHORE DRILLING COMMON 25271C102 10 433 SH SOLE 433 0 0 DIEBOLD INC COMMON 253651103 774 14,805 SH SOLE 14,805 0 0 DIGENE CORP COMMON 253752109 2,815 76,800 SH SOLE 48,100 0 28,700 DIGI INTERNATIONAL INC COMMON 253798102 2,655 255,000 SH SOLE 166,800 0 88,200 DIGITAL RIVER INC COMMON 25388B104 10 300 SH SOLE 300 0 0 DIGITAS INC COMMON 25388K104 964 89,400 SH SOLE 65,300 0 24,100 DIME COMMUNITY BANCSHARES COMMON 253922108 508 29,000 SH SOLE 29,000 0 0 DILLARDS INC CL A COMMON 254067101 7,528 341,563 SH SOLE 266,363 0 64,200 DIONEX CORP COMMON 254546104 643 11,600 SH SOLE 8,400 0 3,200 DIRECTV GROUP INC/THE COMMON 25459L106 3,836 224,978 SH SOLE 198,920 0 26,058 DISCOVERY PARTNERS INTL COMMON 254675101 43 8,679 SH SOLE 0 0 8,679 THE WALT DISNEY CO COMMON 254687106 126,689 4,970,157 SH SOLE 4,527,906 0 407,951 WALT DISNEY CO CVT(DIS) 2.125 CONVERT 254687AU0 21,882 20,450,000 SH SOLE 3,000,000 0 17,450,000 DITECH COMMUNICATIONS CORP COMMON 25500M103 5,427 233,300 SH SOLE 144,900 0 88,400 DOLLAR GENERAL COMMON 256669102 2,200 112,936 SH SOLE 107,536 0 5,400 DOMINION RESOURCES INC/VA COMMON 25746U109 16,915 268,788 SH SOLE 268,788 0 0 DONALDSON CO INC COMMON 257651109 1,948 68,630 SH SOLE 29,830 0 38,800 DONNELLEY (R.R.) & SONS CO COMMON 257867101 1,291 39,014 SH SOLE 39,014 0 0 DORAL FINANCIAL CORP COMMON 25811P100 6,953 203,000 SH SOLE 172,400 0 18,400 DOVER CORP COMMON 260003108 9,856 236,530 SH SOLE 220,910 0 15,620 DOW CHEMICAL COMMON 260543103 16,567 404,761 SH SOLE 382,661 0 22,100 DOW JONES & CO INC COMMON 260561105 401 8,970 SH SOLE 8,970 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE DREW INDUSTRIES INC COMMON 26168L205 942 23,000 SH SOLE 14,400 0 8,600 DRIL-QUIP COMMON 262037104 1,483 80,300 SH SOLE 61,400 0 18,900 DU PONT (E.I.) DE NEMOURS COMMON 263534109 184,093 4,169,719 SH SOLE 2,830,770 6,330 1,294,519 DUCOMMUN INC COMMON 264147109 876 41,100 SH SOLE 28,800 0 12,300 DUKE ENERGY CORP COMMON 264399106 2,528 125,957 SH SOLE 125,957 0 0 DUKE REALTY CORP COMMON 264411505 6,085 195,600 SH SOLE 195,600 0 0 DUN & BRADSTREET CORP-NEW COMMON 26483E100 4,643 87,300 SH SOLE 79,800 0 7,500 DURATEK INC COMMON 26658Q102 1,289 85,600 SH SOLE 62,400 0 23,200 DYNEGY INC CL A COMMON 26816Q101 233 55,407 SH SOLE 55,407 0 0 EMC CORP/MASS COMMON 268648102 150,340 13,164,580 SH SOLE 10,376,290 17,870 2,689,690 ENSCO INTERNATIONAL INC COMMON 26874Q100 1,356 47,674 SH SOLE 47,674 0 0 ENI SPA ADR COMMON 26874R108 44,639 444,127 SH SOLE 408,128 0 35,999 EOG RESOURCES INC COMMON 26875P101 16,573 279,336 SH SOLE 255,336 0 24,000 ESS TECHNOLOGY COMMON 269151106 5,511 511,200 SH SOLE 349,900 0 161,300 E*TRADE FINANCIAL CORPORATION COMMON 269246104 7,546 682,882 SH SOLE 658,457 0 24,425 EAGLE MATERIALS INC COMMON 26969P108 3,078 43,500 SH SOLE 30,500 0 13,000 EAGLE MATERIALS INC B COMMON 26969P207 0 0 SH SOLE 0 0 0 EARTHLINK INC COMMON 270321102 11,878 1,137,700 SH SOLE 978,700 0 142,100 EASTGROUP PROPERTIES COMMON 277276101 723 21,700 SH SOLE 21,700 0 0 EASTMAN CHEMICAL COMPANY COMMON 277432100 4,520 97,816 SH SOLE 90,156 5,980 1,680 EASTMAN KODAK CO COMMON 277461109 27,386 1,019,587 SH SOLE 902,097 0 81,390 EASTMANKODAKCVT(EK) 144A 3.375 CONVERT 2774618X0 19,404 17,600,000 SH SOLE 2,525,000 0 15,075,000 EASTMAN KODAK CO(EK) CVT 3.375 CONVERT 277461BE8 2,205 2,000,000 SH SOLE 325,000 0 1,675,000 EATON CORP COMMON 278058102 428,477 6,752,987 SH SOLE 4,714,735 17,370 1,968,352 EATON VANCE CORP COMMON 278265103 10,616 279,000 SH SOLE 247,100 0 31,900 EBAY INC COMMON 278642103 344,038 3,746,874 SH SOLE 2,751,963 7,220 965,871 ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 62,571 2,058,921 SH SOLE 1,890,451 0 168,470 ECOLAB INC COMMON 278865100 894 28,288 SH SOLE 28,288 0 0 ECOLLEGE.COM INC COMMON 2.79E+104 990 60,300 SH SOLE 37,900 0 22,400 EDISON INTERNATIONAL COMMON 281020107 84,281 3,302,558 SH SOLE 3,062,058 0 196,900 EFUNDS CORP COMMON 28224R101 12 700 SH SOLE 700 0 0 EL PASO CORPORATION COMMON 28336L109 1,643 213,699 SH SOLE 213,699 0 0 EL PASO ELECTRIC COMPANY COMMON 283677854 1,504 97,500 SH SOLE 71,200 0 26,300 ELAN CORP PLC ADR COMMON 284131208 83,221 3,413,500 SH SOLE 3,076,800 0 336,700

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE ELDORADO GOLD CORP COMMON 284902103 7,364 2,750,000 SH SOLE 2,200,000 0 550,000 ELECTRO RENT CORP COMMON 285218103 454 42,800 SH SOLE 29,500 0 13,300 ELECTRONIC ARTS INC COMMON 285512109 87,978 1,629,216 SH SOLE 1,530,836 0 98,380 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 8,642 451,519 SH SOLE 356,059 0 94,630 ELECTRONICS FOR IMAGING COMMON 286082102 3,623 130,700 SH SOLE 106,300 0 21,200 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 1,704 137,200 SH SOLE 85,900 0 51,300 EMERSON ELECTRIC CO COMMON 291011104 230,124 3,655,665 SH SOLE 2,514,850 8,514 1,101,581 EMMIS COMMUNICATIONS CL A COMMON 291525103 3,533 182,000 SH SOLE 153,800 0 22,000 ENCANA CORP COMMON 292505104 20,362 479,522 SH SOLE 441,130 0 38,392 ENBRIDGE INC COMMON 29250N105 299 8,200 SH SOLE 8,200 0 0 ENBRIDGE ENERGY MANAGEMENT L COMMON 29250X103 0 1 SH SOLE 1 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 1,756 205,400 SH SOLE 129,300 0 76,100 ENDESA ADR COMMON 29258N107 34,291 1,827,869 SH SOLE 1,692,884 0 134,985 ENERGIZER HOLDINGS INC COMMON 29266R108 42,694 947,500 SH SOLE 863,100 0 72,600 ENERGY PARTNERS LTD COMMON 29270U105 3,030 199,100 SH SOLE 125,400 0 73,700 ENGELHARD CORP COMMON 292845104 25,525 795,928 SH SOLE 714,413 0 69,215 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 293 7,900 SH SOLE 7,900 0 0 ENTERGY CORP COMMON 29364G103 13,491 241,508 SH SOLE 241,508 0 0 ENTERTAINMENT PROPERTIES TR COMMON 29380T105 24,563 703,600 SH SOLE 659,900 0 43,700 ENZO BIOCHEM INC COMMON 294100102 1,311 86,300 SH SOLE 54,300 0 32,000 EON LABS INC COMMON 29412E100 18,888 453,700 SH SOLE 403,300 0 35,500 EQUANT NV NY REG SH COMMON 294409107 2 293 SH SOLE 0 0 293 EQUIFAX INC COMMON 294429105 6,326 255,700 SH SOLE 238,800 0 16,900 EQUINIX INC COMMON 29444U502 10 300 SH SOLE 300 0 0 EQUITABLE RESOURCES INC COMMON 294549100 7,650 150,000 SH SOLE 150,000 0 0 EQUITY INNS INC COMMON 294703103 5,137 575,300 SH SOLE 429,500 0 145,800 EQUITY OFFICE PROPERTIES TR COMMON 294741103 17,706 659,454 SH SOLE 712,722 0 -53,268 EQUITY ONE INC COMMON 294752100 1,682 92,500 SH SOLE 92,500 0 0 EQUITY RESIDENTIAL COMMON 29476L107 106,915 3,634,094 SH SOLE 2,276,943 0 1,340,451 ERESEARCH TECHNOLOGY INC COMMON 29481V108 15,216 555,950 SH SOLE 424,800 0 131,150 ERICSSON (LM) TEL ADR COMMON 294821608 28,124 947,580 SH SOLE 790,690 0 156,890 ESSEX PROPERTY TRUST INC COMMON 297178105 96,223 1,426,801 SH SOLE 934,067 0 486,834 DELHAIZE LE LION ADR COMMON 29759W101 57,231 1,146,905 SH SOLE 1,146,905 0 0 EVERGREEN RES INC COMMON 299900308 2,138 53,260 SH SOLE 17,880 0 35,380

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE EXCEL TECHNOLOGY INC COMMON 30067T103 333 10,200 SH SOLE 6,400 0 3,800 EXELON CORPORATION COMMON 30161N101 59,173 1,786,097 SH SOLE 1,704,797 0 72,800 EXELIXIS INC COMMON 30161Q104 72 7,126 SH SOLE 7,126 0 0 EXPRESS SCRIPTS INC -COMMON COMMON 302182100 667 8,528 SH SOLE 8,528 0 0 EXPRESSJET HOLDINGS COMMON 30218U108 13,113 1,059,200 SH SOLE 750,000 0 309,200 EXTREME NETWORKS INC COMMON 30226D106 7,623 1,477,300 SH SOLE 1,266,800 0 210,500 EXXON MOBIL CORPORATION COMMON 30231G102 428,088 9,604,852 SH SOLE 8,070,708 0 1,479,944 FLIR SYSTEMS INC COMMON 302445101 7,886 145,200 SH SOLE 124,500 0 20,700 FMC CORP COMMON 302491303 8,792 203,700 SH SOLE 146,500 0 57,200 FMC TECHNOLOGIES COM COMMON 30249U101 10,221 370,475 SH SOLE 337,475 0 33,000 FPIC INSURANCE GROUP INC COMMON 302563101 1,084 45,200 SH SOLE 30,500 0 14,700 FPL GROUP INC COMMON 302571104 40,626 640,184 SH SOLE 599,534 0 37,450 FAIRCHILD SEMICON INTL CL A COMMON 303726103 3,499 218,676 SH SOLE 152,606 0 66,070 FAIRMONT HOTELS & RESORTS COMMON 305204109 31,821 1,210,393 SH SOLE 764,940 0 440,353 FAMILY DOLLAR STORES COMMON 307000109 29,438 960,135 SH SOLE 937,935 0 22,200 FASTENAL CO COMMON 311900104 55,871 1,001,266 SH SOLE 952,036 0 49,230 FREDDIE MAC COMMON 313400301 86,204 1,364,204 SH SOLE 1,000,232 4,970 357,867 FANNIE MAE COMMON 313586109 643,953 9,025,273 SH SOLE 6,668,695 18,971 2,264,828 FEDERAL REALTY INVS TRUST COMMON 313747206 34,797 845,606 SH SOLE 546,417 0 295,489 FEDERAL SIGNAL CORP COMMON 313855108 15 800 SH SOLE 800 0 0 FEDERATED DEPARTMENT STORES COMMON 31410H101 150,047 3,071,592 SH SOLE 2,808,507 0 217,385 FEDERATED INVESTORS INC CL B COMMON 314211103 363 11,849 SH SOLE 11,849 0 0 FEDEX CORPORATION COMMON 31428X106 5,409 66,716 SH SOLE 63,216 0 3,500 FELCOR LODGING TRUST INC COMMON 31430F101 664 55,500 SH SOLE 55,500 0 0 F5 NETWORKS INC COMMON 315616102 825 31,600 SH SOLE 22,000 0 9,600 FIDELITY NATIONAL FINL INC COMMON 316326107 23,428 640,810 SH SOLE 578,240 0 46,870 FIFTH THIRD BANCORP COMMON 316773100 25,843 481,602 SH SOLE 473,413 0 8,189 FILENET CORP COMMON 316869106 17,896 573,600 SH SOLE 440,800 0 132,800 FINLAY ENTERPRISES INC COMMON 317884203 584 31,800 SH SOLE 22,200 0 9,600 FIRST AMERICAN CORPORATION COMMON 318522307 901 36,275 SH SOLE 35,000 0 1,275 FIRST BANCORP/PUERTO RICO COMMON 318672102 5,082 124,556 SH SOLE 87,056 0 37,500 FIRST BANCORP/NC COMMON 318910106 7 200 SH SOLE 0 0 FIRST CHARTER CORP COMMON 319439105 959 43,800 SH SOLE 31,100 0 12,700 FIRST CITIZENS BCSHS -CL A COMMON 31946M103 1,673 14,300 SH SOLE 10,300 0 4,000

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE FIRST COMMUNITY BANCSHARES COMMON 31983A103 73 2,200 SH SOLE 2,200 0 0 FIRST DATA CORP COMMON 319963104 238,639 5,344,665 SH SOLE 3,996,739 11,340 1,294,756 FIRST FINL BANKSHARES INC COMMON 32020R109 374 8,900 SH SOLE 8,900 0 0 FIRST FINANCIAL CORP/INDIANA COMMON 320218100 55 1,700 SH SOLE 1,700 0 0 FIRST HORIZON NATIONAL CORP COMMON 320517105 24,612 546,925 SH SOLE 497,525 0 38,500 FIRST INDUSTRIAL REALTY TR COMMON 32054K103 18,610 510,000 SH SOLE 510,000 0 0 FIRST MIDWEST BANCORP INC/IL COMMON 320867104 2,531 72,000 SH SOLE 49,700 0 22,300 FIRST HEALTH GROUP CORP COMMON 320960107 6 400 SH SOLE 400 0 0 FIRST OAK BROOK BANCSHARES COMMON 335847208 65 2,100 SH SOLE 2,100 0 0 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 788 43,100 SH SOLE 30,600 0 12,500 FIRST REPUBLIC BANK COMMON 336158100 1,411 33,100 SH SOLE 22,300 0 10,800 FIRST UNITED CORP COMMON 33741H107 194 9,999 SH SOLE 9,999 0 0 FISERV INC COMMON 337738108 39,482 1,010,029 SH SOLE 938,249 0 71,780 FIRSTFED FINANCIAL CORP COMMON 337907109 5,618 135,500 SH SOLE 100,500 0 35,000 FLAGSTAR BANCORP INC COMMON 337930101 275 13,900 SH SOLE 13,900 0 0 FIRSTENERGY CORP COMMON 337932107 13,179 353,800 SH SOLE 353,800 0 0 FISHER SCIENTIFIC INTL COMMON 338032204 138 2,400 SH SOLE 2,400 0 0 FLEET BOSTON FINANCIAL CORP*OL COMMON 339030108 *OL 0.0 SH SOLE 0 0 0 FLUOR CORP COMMON 343412102 425 9,123 SH SOLE 9,123 0 0 FLUSHING FINANCIAL CORP COMMON 343873105 1,508 85,050 SH SOLE 58,200 0 26,850 FOMENTO ECONOMICO MEX ADR COMMON 344419106 488 10,600 SH SOLE 10,600 0 0 FORD MOTOR COMPANY COMMON 345370860 130,764 8,239,670 SH SOLE 7,520,991 0 607,979 FOREST LABORATORIES INC COMMON 345838106 57,520 997,740 SH SOLE 861,990 0 135,750 FOREST OIL CORP COMMON 346091705 5,731 214,400 SH SOLE 183,600 0 30,800 FORTUNE BRANDS INC COMMON 349631101 74,994 1,004,342 SH SOLE 908,942 0 79,000 FOUR SEASONS CVT(FSHCN) 1.875 CONVERT 35100EAE4 10,425 10,000,000 SH SOLE 1,450,000 0 8,550,000 FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 7,514 284,090 SH SOLE 245,090 0 39,000 FRANKLIN RESOURCES INC COMMON 354613101 53,356 1,065,206 SH SOLE 952,177 0 112,004 FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 8,840 272,428 SH SOLE 217,258 0 55,170 FREMONT GENERAL CORP COMMON 357288109 8,779 505,400 SH SOLE 360,500 0 144,900 FRONTIER FINANCIAL CORP COMMON 35907K105 1,207 34,800 SH SOLE 24,500 0 10,300 FUJI PHOTO FILM COMPANY LTD AD COMMON 359586302 56,363 1,783,631 SH SOLE 1,675,663 0 107,968 THE GEO GROUP INC COMMON 36159R103 1,635 79,900 SH SOLE 55,800 0 24,100 GLW CVT BOND ENHANCE TR 144A 0 CONVERT 36184GAA4 27,364 26,375,000 SH SOLE 4,025,000 0 22,350,000

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE GABLES RESIDENTIAL TRUST COMMON 362418105 10,801 323,200 SH SOLE 323,200 0 0 GANNETT CO COMMON 364730101 18,541 217,568 SH SOLE 192,398 0 25,170 GAP INC COMMON 364760108 58,498 2,418,282 SH SOLE 2,166,282 0 228,600 GARDNER DENVER INC COMMON 365558105 3,622 126,900 SH SOLE 84,700 0 42,200 GATEWAY INC COMMON 367626108 188 40,978 SH SOLE 40,978 0 0 GAYLORD ENTERTAINMENT CO COMMON 367905106 5,865 185,600 SH SOLE 158,800 0 26,800 GEN PROBE INC COMMON 36866T103 29,564 634,700 SH SOLE 466,500 0 156,500 GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 2,077 437,300 SH SOLE 380,000 0 34,400 GENENCOR INTERNATIONAL INC COMMON 368709101 1,165 71,400 SH SOLE 44,800 0 26,600 GENENTECH INC COMMON 368710406 115,083 2,128,400 SH SOLE 1,933,800 0 163,100 GENERAL COMMUNICATION CL A COMMON 369385109 1,160 136,500 SH SOLE 89,000 0 47,500 GENERAL DYNAMICS CORP COMMON 369550108 33,299 331,199 SH SOLE 278,901 0 51,898 GENERAL ELECTRIC CO COMMON 369604103 631,218 19,524,231 SH SOLE 14,643,448 35,728 4,716,195 GENERAL GROWTH PROPERTIES COMMON 370021107 251,489 8,648,194 SH SOLE 5,673,147 0 2,929,847 GENERAL MILLS INC COMMON 370334104 1,916 41,539 SH SOLE 41,539 0 0 GENERAL MILLS INC CVT(GIS) 0.0 CONVERT 370334AT1 21,893 31,275,000 SH SOLE 4,150,000 0 27,125,000 GENERAL MOTORS CORP COMMON 370442105 10,218 218,234 SH SOLE 230,600 0 -12,366 GENERAL MOTORS CVT SERIES B SR CONVERT 370442733 38,374 1,554,875 SH SOLE 225,000 0 1,329,875 GENESCO INC COMMON 371532102 298 12,900 SH SOLE 8,000 0 4,900 GENESIS MICROCHIP INC COMMON 37184C103 6,663 491,000 SH SOLE 422,900 0 68,100 GENLYTE GROUP INC COMMON 372302109 3,123 50,581 SH SOLE 35,881 0 14,700 GENUINE PARTS CO COMMON 372460105 760 19,133 SH SOLE 19,133 0 0 GENZYME CORP - GENL DIVISION COMMON 372917104 48,183 1,028,444 SH SOLE 943,296 0 85,148 GENZYME CO CVT(GENZ) 144A 1.25 CONVERT 372917AM6 14,520 14,950,000 SH SOLE 2,175,000 0 12,775,000 GEORGIA GULF CORP COMMON 373200203 1,144 32,000 SH SOLE 32,000 0 0 GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 48,962 1,351,801 SH SOLE 1,218,101 0 114,500 GETTY IMAGES INC COMMON 374276103 7,763 131,800 SH SOLE 112,300 0 11,700 GETTY REALTY CORP COMMON 374297109 7,676 306,200 SH SOLE 306,200 0 0 GEVITY HR INC COMMON 374393106 12,521 475,900 SH SOLE 353,100 0 122,800 GIANT INDUSTRIES INC COMMON 374508109 1,546 70,900 SH SOLE 44,000 0 26,900 GILEAD SCIENCES INC COMMON 375558103 9,255 141,255 SH SOLE 92,165 0 49,090 GILLETTE COMPANY COMMON 375766102 42,907 1,015,781 SH SOLE 952,281 0 63,500 GLAMIS GOLD LTD COMMON 376775102 8,884 527,531 SH SOLE 409,400 0 118,131 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 58,504 1,397,266 SH SOLE 1,239,615 0 157,066

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE GLENBOROUGH REALTY TRUST INC COMMON 37803P105 9,180 504,400 SH SOLE 504,400 0 0 GLENBOROUGH REALTY TR CVT PFD CONVERT 37803P204 1,110 46,236 SH SOLE 46,236 0 0 GLIMCHER REALTY TRUST COMMON 379302102 13,428 606,800 SH SOLE 606,800 0 0 GOLD FIELDS LTD ADR COMMON 38059T106 5,486 530,000 SH SOLE 410,000 0 120,000 GOLDCORP INC COMMON 380956409 514 45,000 SH SOLE 0 0 45,000 GOLDEN STAR RESOURCES LTD COMMON 38119T104 457 100,000 SH SOLE 0 0 100,000 GOLDEN WEST FINANCIAL CORP COMMON 381317106 4,336 40,922 SH SOLE 38,822 0 2,100 GOLDMAN SACHS GROUP INC COMMON 38141G104 515,905 5,488,356 SH SOLE 3,967,665 11,370 1,470,321 GOODRICH CORPORATION COMMON 382388106 418 12,933 SH SOLE 12,933 0 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 176 19,281 SH SOLE 19,281 0 0 GOODY'S FAMILY CLOTHING INC COMMON 382588101 16 1,500 SH SOLE 1,500 0 0 GRAFTECH INTERNATIONAL COMMON 384313102 4,038 392,400 SH SOLE 336,400 0 56,000 GRAINGER (W.W.) INC COMMON 384802104 573 10,036 SH SOLE 10,036 0 0 GRAY TELE VISION INC COMMON 389375106 10,745 767,485 SH SOLE 658,285 0 109,200 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 285 37,900 SH SOLE 37,900 0 0 GREAT LAKES CHEMICAL CORP COMMON 390568103 147 5,564 SH SOLE 5,564 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 577 19,500 SH SOLE 19,500 0 0 GREATER BAY BANCORP COMMON 391648102 7,878 274,200 SH SOLE 240,200 0 34,000 GREENHILL & CO INC COMMON 395259104 4,060 193,800 SH SOLE 166,200 0 27,600 GREENPOINT FINANCIAL CORP COMMON 395384100 914 23,200 SH SOLE 23,200 0 0 GREIF INC COMMON 397624107 1,721 41,100 SH SOLE 28,500 0 12,600 GREY WOLF INC COMMON 397888108 8,721 2,169,500 SH SOLE 1,904,700 0 264,800 GRIFFIN CORPORATION COMMON 398433102 2,448 110,200 SH SOLE 83,100 0 27,100 GROUPE DANONE ADR COMMON 399449107 2 132 SH SOLE 132 0 0 GRUPO TELEVISA SA ADR COMMON 40049J206 437 9,800 SH SOLE 9,800 0 0 GTECH HOLDINGS CORP COMMON 400518106 158 3,000 SH SOLE 3,000 0 0 GUIDANT CORP COMMON 401698105 110,289 1,972,978 SH SOLE 1,811,228 0 161,750 GULF ISLAND FABRICATION INC COMMON 402307102 1,124 51,700 SH SOLE 33,300 0 18,400 GYMBOREE CORP COMMON 403777105 6,454 422,100 SH SOLE 336,300 0 85,800 HCA INC COMMON 404119109 14,862 362,761 SH SOLE 288,137 0 73,934 HCC INSURANCE HOLDINGS INC COMMON 404132102 105 3,170 SH SOLE 2,150 0 1,020 HRPT PROPERTIES TRUST COMMON 40426W101 6,684 673,100 SH SOLE 673,100 0 0 HSBC HOLDINGS PLC ADR COMMON 404280406 37,745 506,164 SH SOLE 467,105 0 39,059 HAEMONETICS CORP/MASS COMMON 405024100 3,688 127,400 SH SOLE 88,000 0 39,400

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE HALLIBURTON CO COMMON 406216101 3,419 114,429 SH SOLE 114,429 0 0 HANCOCK HOLDING CO COMMON 410120109 3,131 106,500 SH SOLE 74,700 0 31,800 HARBOR FLORIDA BANCSHARES COMMON 411901101 73 2,600 SH SOLE 2,600 0 0 HARLAND (JOHN H.) CO COMMON 412693103 3,479 118,900 SH SOLE 86,100 0 32,800 HARLEY-DAVIDSON INC COMMON 412822108 4,463 72,834 SH SOLE 67,434 0 5,400 HARMAN INTERNATIONAL COMMON 413086109 13,782 151,700 SH SOLE 129,300 0 13,400 HARMONY GOLD MNG SPON ADR COMMON 413216300 4,649 454,000 SH SOLE 354,000 0 100,000 HARRAH'S ENTERTAINMENT INC COMMON 413619107 65,167 1,196,818 SH SOLE 1,036,798 0 160,020 HARRIS CORP COMMON 413875105 11,773 235,935 SH SOLE 217,975 0 17,060 HARSCO CORP COMMON 415864107 51 1,100 SH SOLE 1,100 0 0 HARTE-HANKS INC COMMON 416196103 9,067 377,327 SH SOLE 324,727 0 52,600 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 57,683 852,665 SH SOLE 796,250 0 55,815 HASBRO INC COMMON 418056107 46,574 2,479,990 SH SOLE 2,231,440 0 217,350 HEALTHCARE SERVICES GROUP COMMON 421906108 205 13,400 SH SOLE 13,400 0 0 HEALTH CARE PPTYS INVEST INC COMMON 421915109 31,778 1,334,080 SH SOLE 1,330,619 0 3,461 HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 585 26,717 SH SOLE 26,717 0 0 HEALTH MANAGE CVT(HMA) 144A 1. CONVERT 421933AE2 13,021 12,475,000 SH SOLE 1,825,000 0 10,650,000 HEALTH MANAGEMENTCVT(INMARS) 1 CONVERT 421933AF9 2,662 2,550,000 SH SOLE 300,000 0 2,250,000 HEALTHCARE REALTY TRUST INC COMMON 421946104 43,378 1,165,765 SH SOLE 1,164,700 0 1,065 HEALTH CARE REIT INC COMMON 42217K106 51,530 1,625,564 SH SOLE 1,304,432 0 317,332 HEALTH NET INC COMMON 42222G108 3 100 SH SOLE 0 0 100 HEARST CL ARGYLE TELEVISION IN COMMON 422317107 72 2,800 SH SOLE 2,800 0 0 HEARTLAND EXPRESS INC COMMON 422347104 736 27,300 SH SOLE 27,300 0 0 HECLA MINING CO COMMON 422704106 512 90,000 SH SOLE 0 0 90,000 HEIDRICK & STRUGGLES INTL COMMON 422819102 7,422 247,550 SH SOLE 194,750 0 52,800 HEINZ (H.J.) CO COMMON 423074103 16,299 419,424 SH SOLE 401,024 0 18,400 HERCULES INC COMMON 427056106 147 12,097 SH SOLE 12,097 0 0 HERITAGE PROPERTY INVESTMENT COMMON 42725M107 9,006 338,300 SH SOLE 338,300 0 0 HERSHEY FOODS CORP COMMON 427866108 1,310 28,519 SH SOLE 28,519 0 0 HEWITT ASSOCIATES INC COMMON 42822Q100 12,124 441,200 SH SOLE 411,600 0 29,600 HEWLETT-PACKARD CO COMMON 428236103 56,700 2,687,184 SH SOLE 2,456,950 0 230,234 HEWLETT-PACKARD(HWP) CVT 0.0 1 CONVERT 428236AC7 25,424 44,800,000 SH SOLE 6,700,000 0 38,100,000 HEXCEL CORP COMMON 428291108 1,275 110,100 SH SOLE 70,100 0 40,000 HIBERNIA CORP CL A COMMON 428656102 2,996 124,018 SH SOLE 109,918 0 8,500

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE HIGHWOODS PROPERTIES INC REIT COMMON 431284108 9,967 430,900 SH SOLE 430,900 0 0 HILLENBRAND INDUSTRIES COMMON 431573104 28 475 SH SOLE 325 0 150 HILTON HOTELS CORP COMMON 432848109 152,896 8,242,389 SH SOLE 6,384,586 0 1,839,203 HITACHI LTD ADR COMMON 433578507 20,063 287,189 SH SOLE 262,421 0 24,768 HOLLINGER INTERNATIONAL INC COMMON 435569108 8 500 SH SOLE 500 0 0 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 7,055 537,310 SH SOLE 464,210 0 73,100 HOME DEPOT INC COMMON 437076102 305,401 8,683,564 SH SOLE 6,222,904 15,910 2,394,360 HOME PROPERTIES INC COMMON 437306103 2,297 59,885 SH SOLE 58,336 0 1,549 HONDA MOTOR CO LTD ADR COMMON 438128308 0 0 SH SOLE 0 0 0 HONEYWELL INTERNATIONAL INC COMMON 438516106 283,874 7,745,540 SH SOLE 5,310,678 20,680 2,351,672 HORMEL FOODS CORP COMMON 440452100 6 200 SH SOLE 200 0 0 HOSPIRA INC COMMON 441060100 84,484 2,960,207 SH SOLE 2,507,660 0 452,548 HOSPITALITY PROPERTIES TRUST COMMON 44106M102 29,037 700,200 SH SOLE 700,200 0 0 HOST MARRIOTT CORP COMMON 44107P104 62,556 5,102,455 SH SOLE 3,153,140 0 1,925,815 HOUSEHOLD INTERNATIONAL INC*OL COMMON 441815107 OLD 0.0 SH SOLE 0 0 0 HUB GROUP INC CL A COMMON 443320106 2,463 73,800 SH SOLE 50,100 0 23,700 HUBBELL INC CL B COMMON 443510201 126 2,800 SH SOLE 2,800 0 0 HUDSON UNITED BANCORP COMMON 444165104 9,085 246,200 SH SOLE 181,200 0 65,000 HUGHES SUPPLY INC COMMON 444482103 779 13,200 SH SOLE 13,200 0 0 HUGOTON ROYALTY TRUST COMMON 444717102 7 300 SH SOLE 300 0 0 HUMANA INC COMMON 444859102 10,206 626,127 SH SOLE 563,327 0 42,200 HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 259 6,835 SH SOLE 4,650 0 2,185 HUNTINGTON BANCSHARES COMMON 446150104 5,712 250,727 SH SOLE 250,727 0 0 HYDRIL COMMON 448774109 2,431 78,673 SH SOLE 67,473 0 11,200 HYPERION SOLUTIONS CORP COMMON 44914M104 43,014 1,002,187 SH SOLE 970,887 0 31,300 ICOS CORPORATION COMMON 449295104 78 2,635 SH SOLE 1,800 0 835 IMS HEALTH INC COMMON 449934108 33,312 1,447,069 SH SOLE 1,305,569 0 115,100 ISTAR FINANCIAL INC COMMON 45031U101 28,959 731,100 SH SOLE 731,100 0 0 ISTA PHARMACEUTICALS INC COMMON 45031X204 4 446 SH SOLE 0 0 446 ITLA CAPITAL CORPORATION COMMON 450565106 1,197 29,500 SH SOLE 20,600 0 8,900 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 102 2,700 SH SOLE 2,700 0 0 ITT INDUSTRIES INC COMMON 450911102 833 10,147 SH SOLE 10,147 0 0 IAMGOLD CORPORATION COMMON 450913108 4,981 930,000 SH SOLE 700,000 0 230,000 IDACORP INC COMMON 451107106 4,222 156,200 SH SOLE 111,600 0 44,600

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE IDEX CORP COMMON 45167R104 12,246 361,350 SH SOLE 316,800 0 44,550 IDEXX LABORATORIES INC COMMON 45168D104 7,065 112,500 SH SOLE 88,600 0 23,900 IKON OFFICE SOLUTIONS INC COMMON 451713101 289 25,250 SH SOLE 18,600 0 6,650 ILLINOIS TOOL WORKS COMMON 452308109 197,220 2,062,972 SH SOLE 1,499,315 4,750 544,107 ILLUMINA INC COMMON 452327109 481 75,100 SH SOLE 46,700 0 28,400 IMCLONE SYSTEMS COMMON 45245W109 75,610 883,600 SH SOLE 777,200 0 85,400 IMPAX LABS COMMON 45256B101 4,120 216,600 SH SOLE 185,400 0 31,200 IMPERIAL OIL LTD COMMON 453038408 591 12,800 SH SOLE 12,800 0 0 INAMED CORP COMMON 453235103 4,690 74,700 SH SOLE 64,100 0 10,600 INCO LTD COMMON 453258402 4,177 120,000 SH SOLE 120,000 0 0 INDEPENDENT BANK CORP MASS COMMON 453836108 480 16,500 SH SOLE 12,000 0 4,500 INDEPENDENT BANK CORP - MICH COMMON 453838104 1,259 49,300 SH SOLE 33,400 0 15,900 INDYMAC MORTGAGE HOLDINGS COMMON 456607100 12,863 412,400 SH SOLE 346,900 0 58,000 INET TECHNOLOGIES INC COMMON 45662V105 956 89,300 SH SOLE 56,400 0 32,900 INFOCUS CORPORATION COMMON 45665B106 1,319 157,800 SH SOLE 98,000 0 59,800 INFOSPACE INC COMMON 45678T201 19,758 534,300 SH SOLE 403,600 0 130,700 ING GROEP NV ADR COMMON 456837103 39,700 1,678,658 SH SOLE 1,585,924 0 92,734 INSIGHT ENTERPRISES INC COMMON 45765U103 5,158 297,300 SH SOLE 220,100 0 77,200 INSIGHT COMMUNICATIONS CO COMMON 45768V108 3,849 408,600 SH SOLE 299,900 0 108,700 INNKEEPERS USA TRUST COMMON 4576J0104 706 68,800 SH SOLE 68,800 0 0 INTEGRATED DEVICE TECH INC COMMON 458118106 22,393 1,634,500 SH SOLE 1,261,900 0 319,200 INTEGRATED ELECTRICAL SVCS COMMON 45811E103 1,146 143,300 SH SOLE 103,300 0 40,000 INTEL CORP COMMON 458140100 513,268 18,596,656 SH SOLE 13,386,427 39,652 5,046,992 INTERACTIVECORP COMMON 45840Q101 19,340 638,480 SH SOLE 573,910 0 64,570 INTERACTIVECORP WT COMMON 45840Q127 4 128 SH SOLE 128 0 0 INTERMUNE PHARMACEUTICALS COMMON 45884X103 149 9,400 SH SOLE 9,400 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 510,442 5,781,421 SH SOLE 4,750,715 6,240 985,396 INTL FLAVORS & FRAGRANCES COMMON 459506101 2,385 63,681 SH SOLE 62,481 0 1,200 INTL GAME TECHNOLOGY COMMON 459902102 107,316 2,848,090 SH SOLE 2,541,524 0 306,566 INTERNATIONAL PAPER CO COMMON 460146103 250,984 5,641,362 SH SOLE 3,751,524 8,530 1,829,888 INTL RECTIFIER CORP COMMON 460254105 7,730 187,300 SH SOLE 159,900 0 16,400 INTERNET HOLDRS TRUST COMMON 46059W102 23,992 378,000 SH SOLE 368,900 0 9,100 INTERNET SECURITY SYSYTEMS COMMON 46060X107 5,507 359,200 SH SOLE 283,900 0 75,300 INTERPUBLIC GROUP COS INC COMMON 460690100 2,964 215,376 SH SOLE 215,376 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE INTERSTATE BAKERIES COMMON 46072H108 2,240 211,100 SH SOLE 143,800 0 67,300 INTRAWEST CORP COMMON 460915200 7,639 486,532 SH SOLE 416,302 0 70,230 INTERVOICE INC COMMON 461142101 6,971 590,300 SH SOLE 467,900 0 122,400 INTUIT INC COMMON 461202103 1,992 52,151 SH SOLE 50,051 0 2,100 INVERESK RESEARCH GROUP INC COMMON 461238107 5,359 172,700 SH SOLE 149,200 0 23,500 INVITROGEN CORP COMMON 46185R100 105,916 1,503,000 SH SOLE 1,400,100 0 85,100 INVESTORS FINANCIAL SVCS CP COMMON 461915100 37,810 888,400 SH SOLE 858,500 0 29,900 IKON OFFICE CVT (IKN) 144A 5.0 CONVERT 462230AA1 19,443 18,900,000 SH SOLE 2,850,000 0 16,050,000 IRON MOUNTAIN INC COMMON 462846106 32,058 675,200 SH SOLE 628,100 0 47,100 IRWIN FINANCIAL CORP COMMON 464119106 4,019 151,700 SH SOLE 111,900 0 39,800 ISHARES MSCI BELGIUM INDEX ETF COMMON 464286301 8,995 633,000 SH SOLE 633,000 0 0 ISHARES S&P 500 INDEX ETF COMMON 464287200 12,100 106,159 SH SOLE 106,159 0 0 ISHARES MSCI EMERGING MKT INC COMMON 464287234 1,753 11,000 SH SOLE 0 0 11,000 ISHARES MSCI EAFE INDEX ETF COMMON 464287465 1,393 9,800 SH SOLE 0 0 0 ISHARES RUSSELL 1000 INDEX ETF COMMON 464287622 2,402 39,501 SH SOLE 6,601 0 32,900 ISHARES RUSSELL 2000 I SHARE E COMMON 464287648 1,389 22,300 SH SOLE 7,800 0 14,500 ISHARES RUSSELL 3000 INDEX ETF COMMON 464287689 12,051 187,100 SH SOLE 187,100 0 0 ISHARES DOW JONES US REAL EST COMMON 464287739 141 1,405 SH SOLE 1,405 0 0 IVAX CORP COMMON 465823102 7,821 323,600 SH SOLE 281,100 0 26,700 IVILLAGE INC COMMON 46588H105 7,766 1,242,600 SH SOLE 1,217,500 0 25,100 JDS UNIPHASE CORP COMMON 46612J101 1,306 341,012 SH SOLE 158,324 0 182,688 JP MORGAN CHASE & CO COMMON 46625H100 265,174 6,925,417 SH SOLE 5,846,700 6,870 1,018,627 JABIL CIRCUIT INC COMMON 466313103 257,781 10,278,365 SH SOLE 7,177,260 26,070 2,992,135 JACK IN THE BOX INC COMMON 466367109 1,282 43,200 SH SOLE 42,800 0 400 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,169 29,220 SH SOLE 9,690 0 19,530 JACUZZI BRANDS INC COMMON 469865109 3,102 387,700 SH SOLE 292,400 0 95,300 JANUS CAPITAL GROUP INC COMMON 47102X105 1,402 84,728 SH SOLE 84,728 0 0 JEFFERSON-PILOT CORP COMMON 475070108 9,759 193,666 SH SOLE 184,966 0 8,700 JOHNSON & JOHNSON COMMON 478160104 1,013,075 18,175,006 SH SOLE 13,916,386 29,099 4,102,461 JOHNSON CONTROLS INC COMMON 478366107 1,117 20,884 SH SOLE 20,884 0 0 JONES APPAREL GROUP INC COMMON 480074103 33,926 867,662 SH SOLE 662,885 0 204,777 JOURNAL COMMUNICATIONS COMMON 481130102 1,947 104,800 SH SOLE 74,400 0 30,400 JOY GLOBAL INC COMMON 481165108 9,061 313,000 SH SOLE 275,000 0 38,000 JUNIPER NETWORKS INC COMMON 48203R104 54,575 2,264,512 SH SOLE 1,969,667 0 294,845

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE KLA-TENCOR CORPORATION COMMON 482480100 47,859 974,120 SH SOLE 913,270 0 60,850 K-SWISS INC CL A COMMON 482686102 707 35,000 SH SOLE 35,000 0 0 KT CORP- ADR COMMON 48268K101 29,939 1,667,922 SH SOLE 1,540,483 0 127,439 KAYDON CORP COMMON 486587108 578 19,000 SH SOLE 11,700 0 7,300 KEANE INC COMMON 486665102 9,014 663,300 SH SOLE 472,400 0 190,900 KB HOME COMMON 48666K109 12,671 188,134 SH SOLE 161,334 0 17,300 KELLOGG CO COMMON 487836108 17,873 429,835 SH SOLE 400,535 0 27,300 KELLWOOD CO COMMON 488044108 2,882 67,300 SH SOLE 43,000 0 24,300 KEMET CORP COMMON 488360108 1,571 129,600 SH SOLE 93,000 0 36,600 KENNAMETAL INC COMMON 489170100 11,397 249,122 SH SOLE 218,922 0 30,200 KENSEY NASH CORP COMMON 490057106 3,166 91,900 SH SOLE 57,000 0 34,900 KERR-MCGEE CORP COMMON 492386107 15,437 286,671 SH SOLE 262,981 0 23,690 KEYCORP COMMON 493267108 10,026 339,050 SH SOLE 314,900 0 24,150 KEYNOTE SYSTEMS INC COMMON 493308100 2,203 160,300 SH SOLE 109,100 0 51,200 KEYSPAN CORPORATION COMMON 49337W100 7,990 220,293 SH SOLE 220,293 0 0 KEYSTONE PROPERTY TRUST COMMON 493596100 1,591 66,300 SH SOLE 66,300 0 0 KILROY REALTY CORP COMMON 49427F108 52,395 1,545,585 SH SOLE 1,057,562 0 482,523 KIMBERLY-CLARK CORP COMMON 494368103 30,109 457,099 SH SOLE 437,271 0 19,828 KIMCO REALTY CORP COMMON 49446R109 5,674 126,900 SH SOLE 126,900 0 0 KINDER MORGAN INC COMMON 49455P101 7,926 133,652 SH SOLE 118,652 0 15,000 KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 5,335 146,938 SH SOLE 146,938 0 0 KINETIC CONCEPTS INC COMMON 49460W208 67,028 1,350,000 SH SOLE 1,159,500 0 190,500 KING PHARMACEUTICALS INC COMMON 495582108 4,836 420,871 SH SOLE 99,721 0 321,150 KINROSS GOLD CORP COMMON 496902206 2,151 395,000 SH SOLE 200,000 0 195,000 KNIGHT RIDDER INC COMMON 499040103 21,477 297,218 SH SOLE 259,059 0 38,159 KNIGHT TRADING GROUP INC COMMON 499063105 16,846 1,696,500 SH SOLE 1,369,600 0 318,600 KOGER EQUITY INC COMMON 500228101 9,108 396,500 SH SOLE 333,700 0 62,800 KOHLS CORP COMMON 500255104 35,240 833,287 SH SOLE 801,987 0 31,300 KOMAG INC COMMON 500453204 2,055 143,400 SH SOLE 104,700 0 38,700 KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 33,244 1,236,760 SH SOLE 1,146,973 0 89,787 KOOKMIN BANK-SPONS ADR COMMON 50049M109 0 0 SH SOLE 0 0 0 KOREA ELEC POWER CORP ADR COMMON 500631106 15,144 1,647,894 SH SOLE 1,500,807 0 147,087 KOS PHARMACEUTICALS INC COMMON 500648100 7,850 240,300 SH SOLE 153,900 0 86,400 KOSAN BIOSCIENCES IN COMMON 50064W107 131 16,300 SH SOLE 16,300 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE KRAFT FOODS INC CL A COMMON 50075N104 119 3,815 SH SOLE 2,615 0 1,200 KROGER CO COMMON 501044101 22,564 1,250,080 SH SOLE 979,336 0 270,744 KULICKE & SOFFA INDUSTRIES COMMON 501242101 1,992 187,000 SH SOLE 116,100 0 70,900 KYOCERA CORP ADR COMMON 501556203 0 1 SH SOLE 0 0 1 LNR PROPERTY CORP COMMON 501940100 577 10,700 SH SOLE 10,700 0 0 LSI LOGIC CORP COMMON 502161102 15,441 2,064,335 SH SOLE 1,793,335 0 174,000 LTC PROPERTIES INC COMMON 502175102 3,899 235,600 SH SOLE 169,000 0 66,600 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 4,530 69,040 SH SOLE 39,110 0 29,930 LA QUINTA CORP-PAIRED COMMON 50419U202 3,304 398,600 SH SOLE 302,900 0 95,700 LABOR READY INC COMMON 505401208 20,776 1,346,500 SH SOLE 1,005,800 0 340,700 LACLEDE GROUP INC/THE COMMON 505597104 192 7,100 SH SOLE 7,100 0 0 LAIDLAW INTERNATIONAL COMMON 50730R102 523 40,200 SH SOLE 40,200 0 0 LAKELAND FINANCIAL CORPORATION COMMON 511656100 127 3,800 SH SOLE 3,800 0 0 LAM RESEARCH CORP COMMON 512807108 60,667 2,304,110 SH SOLE 1,981,050 0 282,960 LANDAMERICA FINANCIAL GROUP COMMON 514936103 13,437 345,700 SH SOLE 247,900 0 97,800 LANDSTAR SYSTEM INC COMMON 515098101 639 12,100 SH SOLE 7,600 0 4,500 LASALLE HOTEL PROPERTIES COMMON 517942108 34,521 1,411,902 SH SOLE 883,295 0 522,307 ESTEE LAUDER COMPANIES CL A COMMON 518439104 3,269 67,900 SH SOLE 63,200 0 4,700 LAUREATE EDUCATION INC COMMON 518613104 8,759 229,900 SH SOLE 188,100 0 41,800 LEAR CORPORATION COMMON 521865105 15,975 266,559 SH SOLE 189,646 0 76,913 LEAR CORP CVT(LEA) 0.0 02-20-2 CONVERT 521865AG0 7,650 15,000,000 SH SOLE 2,225,000 0 12,775,000 LEAPFROG ENTERPRISES COMMON 52186N106 3,601 184,490 SH SOLE 158,690 0 25,800 LECROY CORP COMMON 52324W109 357 19,900 SH SOLE 13,600 0 6,300 LEGGETT & PLATT INC COMMON 524660107 558 21,109 SH SOLE 21,109 0 0 LEGG MASON INC COMMON 524901105 116,907 1,282,581 SH SOLE 1,265,891 0 16,690 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 52,101 693,293 SH SOLE 692,093 0 1,200 BRISTOL-MYERS CVT(LEH) 1.6 10- CONVERT 524908JJ0 5,680 6,250,000 SH SOLE 900,000 0 5,350,000 FIRST DATA CORP CVT(LEH) 0.75 CONVERT 524908LS7 18,900 18,000,000 SH SOLE 2,625,000 0 15,375,000 AMGEN INC CVT(LEH) 1.0 09-16-1 CONVERT 52517PWR8 2,633 3,000,000 SH SOLE 450,000 0 2,550,000 LEXINGTON CORPORATE PPTYS TR COMMON 529043101 6,846 347,700 SH SOLE 347,700 0 0 LEXMARK INTL GROUP INC CL A COMMON 529771107 108,736 1,136,331 SH SOLE 1,056,876 0 79,455 LIBERTY CORP COMMON 530370105 2,498 53,100 SH SOLE 37,800 0 15,300 MOTOROLA (LMG) CVT 144A 3.5 01 CONVERT 530715AM3 2,014 2,250,000 SH SOLE 2,250,000 0 0 MOTOROLA INC (LMG) CVT 3.5 01- CONVERT 530715AN1 14,879 16,625,000 SH SOLE 2,250,000 0 14,375,000

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE LIBERTY MEDIA CORP CL A COMMON 530718105 36,227 4,016,257 SH SOLE 3,510,872 0 505,385 LIBERTY MEDIA CORP-B COMMON 530718204 2,344 231,400 SH SOLE 188,625 0 42,775 LIBERTY MEDIA INTL INC-A COMMON 530719103 6,937 194,324 SH SOLE 169,055 0 25,269 LIBERTY MEDIA INTL INC-B COMMON 530719202 455 11,559 SH SOLE 9,421 0 2,138 LIBERTY PROPERTY TRUST COMMON 531172104 52,328 1,321,412 SH SOLE 1,010,870 0 306,842 LIGAND PHARMACEUTICALS INC CL COMMON 53220K207 6,642 382,400 SH SOLE 239,100 0 143,300 LILLY (ELI) & CO COMMON 532457108 31,651 450,555 SH SOLE 419,825 0 30,730 LIMITED BRANDS INC COMMON 532716107 1,045 55,997 SH SOLE 55,997 0 0 LINCARE HOLDINGS INC COMMON 532791100 5,385 163,790 SH SOLE 160,760 0 3,030 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 3,112 90,800 SH SOLE 61,500 0 29,300 LINCOLN NATIONAL CORP COMMON 534187109 40,852 874,215 SH SOLE 791,480 0 73,635 LINEAR TECHNOLOGY CORP COMMON 535678106 263,851 6,763,684 SH SOLE 5,048,010 15,910 1,648,074 LINENS 'N THINGS INC COMMON 535679104 5,857 207,340 SH SOLE 179,840 0 27,500 LIZ CLAIBORNE INC COMMON 539320101 17,001 479,183 SH SOLE 360,532 0 117,501 LOCKHEED MARTIN CORPORATION COMMON 539830109 5,850 112,817 SH SOLE 92,992 0 19,825 LOEWS CORP COMMON 540424108 1,908 31,895 SH SOLE 31,895 0 0 LONE STAR STEAKHOUSE &SALOON COMMON 542307103 5,180 189,800 SH SOLE 130,600 0 59,200 LOUISIANA-PACIFIC CORP COMMON 546347105 5,532 239,378 SH SOLE 205,178 0 22,000 LOWES COMPANIES INC COMMON 548661107 335,842 6,382,398 SH SOLE 4,454,941 17,480 1,857,077 LOWE'S COMPANIES(LOW)CVT 0.861 CONVERT 548661CG0 13,664 13,750,000 SH SOLE 2,000,000 0 11,750,000 LUBRIZOL CORP COMMON 549271104 95 2,600 SH SOLE 2,600 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 4,039 1,065,592 SH SOLE 1,035,391 0 30,201 LUMINEX CORP COMMON 55027E102 2,114 207,500 SH SOLE 138,000 0 69,500 LYONDELL CHEMICAL COMPANY COMMON 552078107 130 7,500 SH SOLE 7,500 0 0 M & F WORLDWIDE CORP COMMON 552541104 718 52,500 SH SOLE 38,000 0 14,500 M & T BANK CORPORATION COMMON 55261F104 1,135 12,995 SH SOLE 12,995 0 0 MBIA INC COMMON 55262C100 5,333 94,950 SH SOLE 89,850 0 5,100 MBNA CORP COMMON 55262L100 317,824 12,333,118 SH SOLE 8,736,524 27,050 3,486,134 MGIC INVESTMENT CORP COMMON 552848103 15,036 199,313 SH SOLE 169,623 0 29,390 MGI PHARMA INC COMMON 552880106 6,381 232,200 SH SOLE 209,000 0 23,200 MGM MIRAGE COMMON 552953101 7,751 163,205 SH SOLE 143,055 0 20,150 MPS GROUP INC COMMON 553409103 10,113 852,700 SH SOLE 681,300 0 171,400 MSC INDUSTRIAL DIRECT CO CL A COMMON 553530106 55 1,700 SH SOLE 1,700 0 0 MSC SOFTWARE CORP COMMON 553531104 8,888 998,700 SH SOLE 862,200 0 136,500

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE MICROSOFT TR CVT IAM 144A 0.0 CONVERT 553565AA0 31,760 30,375,000 SH SOLE 4,450,000 0 25,925,000 MTS SYSTEMS CORP COMMON 553777103 5,566 241,700 SH SOLE 166,200 0 75,500 MACDERMID INC COMMON 554273102 6,922 203,300 SH SOLE 137,400 0 65,900 MACERICH COMPANY (THE) COMMON 554382101 128,611 2,741,646 SH SOLE 1,771,614 0 958,432 MACK-CALI REALTY CORP COMMON 554489104 99,419 2,442,730 SH SOLE 1,819,988 0 616,342 MACROMEDIA INC COMMON 556100105 15,633 647,600 SH SOLE 587,000 0 60,600 MAGNA INTERNATIONAL INC CL A COMMON 559222401 15,498 182,997 SH SOLE 130,225 0 52,282 MAGNUM HUNTER RESOURCES COMMON 55972F203 8,012 766,735 SH SOLE 714,335 0 52,400 MAGUIRE PROPERTIES INC COMMON 559775101 15,515 629,400 SH SOLE 629,400 0 0 MATAV RT ADR COMMON 559776109 293 14,600 SH SOLE 14,600 0 0 MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 577 28,900 SH SOLE 20,600 0 8,300 MAIR HOLDINGS INC COMMON 560635104 374 46,300 SH SOLE 31,400 0 14,900 MANDALAY RESORT GROUP COMMON 562567107 11,656 169,660 SH SOLE 146,760 0 22,900 MANOR CARE INC COMMON 564055101 1,179 36,626 SH SOLE 34,926 0 1,700 MANPOWER INC COMMON 56418H100 76,167 1,502,299 SH SOLE 1,466,069 0 36,230 MANUFACTURED HOME COMMUNITIES COMMON 564682102 1,172 35,528 SH SOLE 35,400 0 128 MANULIFE FINANCIAL CORP COMMON 56501R106 3,203 79,800 SH SOLE 79,800 0 0 MARATHON OIL CORP COMMON 565849106 9,986 269,899 SH SOLE 245,264 0 24,635 MARCUS CORPORATION COMMON 566330106 33 1,900 SH SOLE 1,300 0 600 MARKEL CORP COMMON 570535104 28 100 SH SOLE 100 0 0 MARSH & MCLENNAN COS COMMON 571748102 16,733 371,853 SH SOLE 328,712 0 42,816 MARSHALL & ILSLEY CORP COMMON 571834100 5,048 129,911 SH SOLE 129,911 0 0 MARRIOTT INTERNATIONAL CL A COMMON 571903202 16,094 322,330 SH SOLE 281,398 0 40,932 MARTEK BIOSCIENCES CORP COMMON 572901106 10,447 188,300 SH SOLE 154,200 0 34,100 MARTEN TRANSPORT LTD COMMON 573075108 146 7,800 SH SOLE 7,800 0 0 MARTIN MARIETTA MATERIALS COMMON 573284106 1 14 SH SOLE 14 0 0 MARVEL ENTERPRISES INC COMMON 57383M108 38,321 1,935,420 SH SOLE 1,767,470 0 167,950 MASCO CORP COMMON 574599106 12,091 389,899 SH SOLE 385,499 0 4,400 MATSUSHITA ELEC IND ADR COMMON 576879209 6 416 SH SOLE 416 0 0 MATTEL INC COMMON 577081102 38,554 2,135,977 SH SOLE 1,681,506 0 450,581 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 253,250 4,850,598 SH SOLE 3,808,379 7,680 1,002,799 MAY DEPARTMENT STORES CO COMMON 577778103 38,905 1,414,745 SH SOLE 1,312,170 0 65,575 MAVERICK TUBE CORP COMMON 577914104 18,669 713,904 SH SOLE 638,704 0 75,200 MAYTAG CORP COMMON 578592107 210 8,638 SH SOLE 8,638 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE MBT FINANCIAL CORP COMMON 578877102 92 5,000 SH SOLE 5,000 0 0 MCCLATCHY COMPANY CL A COMMON 579489105 12,069 172,446 SH SOLE 149,096 0 23,350 MCCORMICK & CO NON VTG SHRS COMMON 579780206 515 15,104 SH SOLE 15,104 0 0 MCDATA CORPORATION- CL A COMMON 580031201 0 2 SH SOLE 2 0 0 MCDONALD'S CORPORATION COMMON 580135101 163,731 6,199,579 SH SOLE 5,672,214 0 441,365 MCGRAW-HILL COMPANIES INC COMMON 580645109 16,456 214,684 SH SOLE 193,174 0 21,510 MCKESSON CORP COMMON 58155Q103 80,668 2,355,260 SH SOLE 2,187,160 0 168,100 MEADWESTVACO CORP COMMON 583334107 641 22,118 SH SOLE 22,118 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 129,940 3,512,841 SH SOLE 3,087,820 0 425,020 MEDIA GENERAL INC CL A COMMON 584404107 19 300 SH SOLE 300 0 0 MEDICINES COMPANY COMMON 584688105 4,040 132,600 SH SOLE 114,000 0 18,600 MEDICIS PHARMACEUTICAL CORP COMMON 584690309 16,022 404,600 SH SOLE 337,600 0 47,800 MEDIMMUNE INC COMMON 584699102 633 27,324 SH SOLE 27,324 0 0 MEDTRONIC INC COMMON 585055106 320,218 6,548,420 SH SOLE 4,812,493 12,560 1,684,147 MEDTRONIC INC CVT (MDT) 1.25 0 CONVERT 585055AB2 19,156 18,850,000 SH SOLE 2,875,000 0 15,975,000 MELLON FINANCIAL CORP COMMON 58551A108 7,470 256,266 SH SOLE 256,266 0 0 MEMBERWORKS INC COMMON 586002107 5,055 171,000 SH SOLE 119,700 0 51,300 MENS WEARHOUSE INC COMMON 587118100 8,398 323,000 SH SOLE 217,000 0 106,000 MERCK & CO INC COMMON 589331107 331,961 7,010,789 SH SOLE 6,044,826 0 935,208 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 3,291 131,000 SH SOLE 81,700 0 49,300 MERCURY INTERACTIVE CORP COMMON 589405109 54,510 1,093,480 SH SOLE 990,890 0 102,590 MEREDITH CORP COMMON 589433101 436 8,017 SH SOLE 8,017 0 0 MERISTAR HOSPITALITY CORP REIT COMMON 58984Y103 595 86,800 SH SOLE 86,800 0 0 MERIDIAN GOLD INC COMMON 589975101 3,528 285,000 SH SOLE 205,000 0 80,000 MERRILL LYNCH & CO COMMON 590188108 315,142 5,834,879 SH SOLE 4,796,172 11,620 981,652 MERRILL LYNCH &CO CVT(MER) FLT CONVERT 590188A73 39,684 39,325,000 SH SOLE 5,750,000 0 33,575,000 MESA AIR GROUP INC COMMON 590479101 337 41,600 SH SOLE 25,900 0 15,700 METABASIS THERAPEUTICS INC COMMON 59101M105 1,334 200,000 SH SOLE 171,800 0 28,200 METAL MANAGEMENT INC COMMON 591097209 1,687 86,100 SH SOLE 53,300 0 32,800 METHODE ELECTRONICS COMMON 591520200 2,604 197,400 SH SOLE 132,200 0 65,200 METLIFE INC COMMON 59156R108 9,044 254,041 SH SOLE 236,426 0 17,615 METRO GOLDWYN MAYER INC COMMON 591610100 9,307 761,613 SH SOLE 655,523 0 106,090 METROLOGIC INSTRUMENTS INC COMMON 591676101 1,175 61,500 SH SOLE 53,000 0 8,500 METTLER TOLEDO INTERNATIONAL COMMON 592688105 1,057 21,434 SH SOLE 21,434 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE MICREL INC COMMON 594793101 8,653 712,800 SH SOLE 494,700 0 204,400 MICROS SYSTEMS INC COMMON 594901100 19 400 SH SOLE 400 0 0 MICROSOFT CORP COMMON 594918104 1,036,900 36,382,472 SH SOLE 28,402,886 49,440 7,690,076 MICROSTRATEGY INC COMMON 594972408 2,563 61,100 SH SOLE 46,500 0 14,600 MICROCHIP TECHNOLOGY INC COMMON 595017104 85,771 2,735,912 SH SOLE 2,512,457 0 214,255 MICROMUSE INC COMMON 595094103 1,316 195,300 SH SOLE 122,400 0 72,900 MICRON TECHNOLOGY INC COMMON 595112103 25,509 1,673,817 SH SOLE 1,523,317 0 150,500 MICROSEMI CORP COMMON 595137100 18,303 1,313,000 SH SOLE 1,001,400 0 311,600 MID-AMER APT CMNTYS INC COMMON 59522J103 12,245 323,600 SH SOLE 267,500 0 56,100 MID-STATE BANCSHARES COMMON 595440108 552 23,600 SH SOLE 17,300 0 6,300 MIDDLEBY CORP COMMON 596278101 3,038 56,800 SH SOLE 35,000 0 21,800 MILLEA HOLDINGS INC - ADR COMMON 60032R106 26,390 355,471 SH SOLE 333,131 0 22,340 MILLER (HERMAN) INC COMMON 600544100 1,135 39,600 SH SOLE 39,600 0 0 MILLIPORE CORP COMMON 601073109 638 11,618 SH SOLE 11,618 0 0 MILLS CORP COMMON 601148109 48,591 1,051,066 SH SOLE 765,021 0 282,645 MISSION WEST PPTYS INC COMMON 605203108 1,601 133,400 SH SOLE 96,400 0 37,000 MITSUBISHI TOKYO FINAN ADR COMMON 606816106 2 271 SH SOLE 271 0 0 MOBILE TELESYSTEMS SP ADR COMMON 607409109 1,864 15,280 SH SOLE 2,750 0 12,530 MOHAWK INDS INC COMMON 608190104 1,191 16,243 SH SOLE 16,243 0 0 MOLECULAR DEVICES CORP COMMON 60851C107 337 18,800 SH SOLE 18,800 0 0 MOLEX INC COMMON 608554101 657 20,839 SH SOLE 20,839 0 0 MONACO COACH CORP COMMON 60886R103 6,107 224,200 SH SOLE 158,100 0 66,100 MONSANTO COMPANY COMMON 61166W101 6,658 178,966 SH SOLE 168,715 0 10,251 MONSTER WORLDWIDE INC COMMON 611742107 328 12,889 SH SOLE 12,889 0 0 MOODYS CORPORATION COMMON 615369105 12,997 200,565 SH SOLE 187,365 0 13,200 MORGAN STANLEY COMMON 617446448 513,157 9,798,686 SH SOLE 7,200,511 19,576 2,511,817 FNM-SLM(MWD)CVT 0.0 10-20-06 CONVERT 617446GB9 30,392 26,200,000 SH SOLE 3,850,000 0 22,350,000 ORACLE CORP (MWD) CVT 0.0 12-3 CONVERT 617446GV5 18,345 18,875,000 SH SOLE 2,475,000 0 16,400,000 CITIGROUP INC CVT (MWD) 0.0 12 CONVERT 617446GY9 30,779 35,000,000 SH SOLE 5,250,000 0 29,750,000 HOME DEPOT CVT(MWD) 1.0 12-15- CONVERT 617446HH5 28,864 29,775,000 SH SOLE 4,425,000 0 25,350,000 CISCO CORP (MWD) CVT .25% 05-1 CONVERT 617446JG5 10,952 9,000,000 SH SOLE 2,225,000 0 6,775,000 INTEL CVT(MWD) 144A 2.15 08-15 CONVERT 617446MS5 25,688 25,000,000 SH SOLE 3,725,000 0 21,275,000 MSDW CALIF QUALITY MUNI SECS M COMMON 61745P635 1 76 SH SOLE 76 0 0 MOTOROLA INC COMMON 620076109 165,056 9,169,783 SH SOLE 7,971,083 0 1,147,300

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE MOVADO GROUP COMMON 624580106 83 4,800 SH SOLE 4,800 0 0 MULTIMEDIA GAMES INC COMMON 625453105 8,862 339,400 SH SOLE 269,800 0 69,600 MUNIYIELD CALIF INSD FUND COMMON 62629L104 1 53 SH SOLE 53 0 0 MURPHY OIL CORP COMMON 626717102 63,797 886,557 SH SOLE 846,647 0 39,910 MYLAN LABORATORIES COMMON 628530107 631 31,294 SH SOLE 31,294 0 0 NBC CAPITAL CORP COMMON 628729105 647 23,900 SH SOLE 16,500 0 7,400 N B T BANCORP INC COMMON 628778102 143 6,400 SH SOLE 6,400 0 0 NBTY INC COMMON 628782104 19,727 670,980 SH SOLE 578,700 0 88,680 NCR CORPORATION COMMON 62886E108 27,714 567,905 SH SOLE 511,005 0 45,700 NEC CORPORATION ADR COMMON 629050204 0 0 SH SOLE 0 0 0 NII HOLDINGS INC COMMON 62913F201 8,521 250,680 SH SOLE 198,400 0 52,280 NL INDUSTRIES COMMON 629156407 69 5,100 SH SOLE 5,100 0 0 NTL INC COMMON 62940M104 4,633 80,396 SH SOLE 66,230 0 14,166 NTT DOCOMO INC COMMON 62942M201 3 187 SH SOLE 187 0 0 NVR INC COMMON 62944T105 5,881 12,380 SH SOLE 10,991 0 1,189 NABI BIOPHARMACEUTICALS COMMON 629519109 8,311 590,300 SH SOLE 511,000 0 79,300 NASH FINCH CO COMMON 631158102 145 5,800 SH SOLE 5,800 0 0 NATIONAL AUSTRALIA BANK ADR COMMON 632525408 37,864 366,575 SH SOLE 344,414 0 22,161 NATIONAL CITY CORP COMMON 635405103 30,002 864,620 SH SOLE 826,265 0 36,955 NATIONAL COMMERCE FINANCIAL CO COMMON 63545P104 1,259 39,000 SH SOLE 39,000 0 0 NATIONAL HEALTH REALTY INC COMMON 635905102 74 4,400 SH SOLE 4,400 0 0 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 17,119 485,100 SH SOLE 457,500 0 27,600 NATIONAL FUEL GAS CO NJ COMMON 636180101 1,325 54,500 SH SOLE 54,500 0 0 NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 2,781 103,400 SH SOLE 67,100 0 36,300 NATIONAL OILWELL INC COMMON 637071101 9,694 319,925 SH SOLE 286,925 0 33,000 NATIONAL PENN BANCSHARES INC COMMON 637138108 138 4,600 SH SOLE 4,600 0 0 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 36,133 1,678,277 SH SOLE 1,572,577 0 105,700 NATIONAL WESTERN LIFE INS - CL COMMON 638522102 62 400 SH SOLE 400 0 0 NATIONWIDE HEALTH PPTYS INC COMMON 638620104 33,924 1,793,000 SH SOLE 1,793,000 0 0 NAUTILUS GROUP INC COMMON 63910B102 54 2,800 SH SOLE 2,800 0 0 NAVISTAR INTERNATIONAL COMMON 63934E108 293 7,676 SH SOLE 7,676 0 0 NEIMAN MARCUS GROUP INC COMMON 640204202 1,214 22,000 SH SOLE 19,000 0 3,000 NEKTAR THERAPEUTICS COMMON 640268108 4,950 250,000 SH SOLE 215,400 0 34,600 THOMAS NELSON INC COMMON 640376109 1,964 87,500 SH SOLE 61,900 0 25,600

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE NETGEAR INC COMMON 64111Q104 6,820 595,100 SH SOLE 522,000 0 73,100 NETWORK APPLIANCE INC COMMON 64120L104 46,177 2,169,969 SH SOLE 2,030,529 0 128,440 NEUBERGER BERMAN REALTY INC CF COMMON 64126G109 3,005 189,600 SH SOLE 189,600 0 0 NEW CENTURY FINANCIAL CORP COMMON 64352D101 7,713 164,100 SH SOLE 113,300 0 49,700 NEW JERSEY RES COMMON 646025106 1,722 41,900 SH SOLE 41,900 0 0 NEW PLAN EXCEL REALTY TRUST COMMON 648053106 35,419 1,531,300 SH SOLE 1,531,300 0 0 NEW YORK TIMES CO COMMON 650111107 7,268 162,450 SH SOLE 144,620 0 17,830 NEWCASTLE INVESTMENT CORP COMMON 65105M108 12,103 410,000 SH SOLE 284,800 0 125,200 NEWELL RUBBERMAID INC COMMON 651229106 1,652 71,566 SH SOLE 71,066 0 500 NEWFIELD EXPL CO COMMON 651290108 8,742 161,000 SH SOLE 145,000 0 16,000 NEWMONT MINING CORP HLDG CO COMMON 651639106 6,195 162,696 SH SOLE 112,696 0 50,000 NEWS CORPORATION LIMITED ADR COMMON 652487703 0 0 SH SOLE 0 0 0 NEWS CORP LTD ADR COMMON 652487802 32,891 1,005,855 SH SOLE 872,472 0 133,383 NEXTEL COMMUNICATIONS INC COMMON 65332V103 25,284 941,662 SH SOLE 776,232 0 165,430 NEXTEL PARTNERS INC COMMON 65333F107 48,858 3,008,525 SH SOLE 2,840,920 0 156,405 NEXEN INC COMMON 65334H102 13,859 361,194 SH SOLE 331,194 0 30,000 NICE SYS LTD ADR COMMON 653656108 219 9,100 SH SOLE 9,100 0 0 NICOR INC COMMON 654086107 1,063 31,642 SH SOLE 21,442 0 10,200 NIKE INC COMMON 654106103 36,694 486,793 SH SOLE 464,693 0 22,100 NTT ADR COMMON 654624105 47,608 1,784,393 SH SOLE 1,673,312 0 111,081 NISOURCE INC COMMON 65473P105 639 31,240 SH SOLE 30,515 0 725 NOKIA OYJ ADR COMMON 654902204 52,546 3,724,013 SH SOLE 3,453,295 0 270,718 NOBLE ENERGY INC COMMON 655044105 22,912 460,820 SH SOLE 423,175 0 26,745 NORDSTROM INC COMMON 655664100 16,135 378,488 SH SOLE 349,188 0 27,100 NORFOLK SOUTHERN CORP COMMON 655844108 1,719 65,502 SH SOLE 62,502 0 3,000 NORTEL NETWORKS CORPORATION COMMON 656568102 1,138 228,140 SH SOLE 228,140 0 0 NORTH FORK BANCORPORATION COMMON 659424105 10,426 275,309 SH SOLE 271,909 0 3,400 NORTH PITTSBURGH SYSTEMS COMMON 661562108 696 34,800 SH SOLE 23,700 0 11,100 NORTHEAST UTILS COMMON 664397106 35 1,800 SH SOLE 1,800 0 0 NORTHERN TRUST CORP COMMON 665859104 34,787 827,288 SH SOLE 811,518 0 15,770 NORTHROP GRUMMAN CORP COMMON 666807102 2,139 40,010 SH SOLE 40,010 0 0 NOVARTIS ADR COMMON 66987V109 139,710 3,137,437 SH SOLE 3,052,985 0 84,452 NOVELL INC COMMON 670006105 66,142 7,949,802 SH SOLE 7,475,902 0 473,900 NOVELLUS SYSTEMS INC COMMON 670008101 22,904 736,710 SH SOLE 608,010 0 128,700

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE NOVEN PHARMACEUTICALS INC COMMON 670009109 1,596 72,900 SH SOLE 45,300 0 27,600 NU SKIN ENTERPRISES INC COMMON 67018T105 2,943 117,300 SH SOLE 88,100 0 29,200 NSTAR COMMON 67019E107 1,997 41,900 SH SOLE 41,900 0 0 NUCOR CORP COMMON 670346105 94,450 1,232,709 SH SOLE 1,123,609 0 92,900 NVIDIA CORP COMMON 67066G104 379 18,256 SH SOLE 18,256 0 0 NUVEEN REAL ESTATE INCOME MF COMMON 67071B108 1,287 77,400 SH SOLE 77,400 0 0 OGE ENERGY CORP COMMON 670837103 4,039 160,600 SH SOLE 160,600 0 0 NUVEEN CALIF SELECT QUALITY COMMON 670975101 2 112 SH SOLE 112 0 0 NUVEEN CALIF QUALITY INC MUN COMMON 670985100 5 331 SH SOLE 331 0 0 OSI PHARMACEUTICALS INC COMMON 671040103 450 6,500 SH SOLE 0 0 6,500 OCCIDENTAL PETROLEUM CORP COMMON 674599105 181,778 3,794,956 SH SOLE 3,470,156 0 273,600 OCEANEERING INTL INC COMMON 675232102 763 23,300 SH SOLE 14,500 0 8,800 OCEANFIRST FINANCIAL CORP COMMON 675234108 418 17,800 SH SOLE 12,600 0 5,200 OCTEL CORP COMMON 675727101 1,684 66,600 SH SOLE 46,800 0 19,800 OFFICE DEPOT INC COMMON 676220106 1,185 66,006 SH SOLE 75,826 0 -9,820 OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 8,921 380,900 SH SOLE 351,200 0 22,800 OLD SECOND BANCORP INC COMMON 680277100 451 8,500 SH SOLE 5,200 0 3,300 OMNICOM GROUP COMMON 681919106 101,527 1,334,126 SH SOLE 1,195,257 0 138,869 OMNICOM GROUP CVT(OMC) 144A 0. CONVERT 681919AN6 18,647 19,150,000 SH SOLE 2,875,000 0 16,275,000 OMEGA HEALTHCARE INVS INC COMMON 681936100 13,538 1,347,100 SH SOLE 1,142,200 0 204,900 ONE LIBERTY PPTYS INC COMMON 682406103 79 4,400 SH SOLE 4,400 0 0 ONEOK INC COMMON 682680103 4,661 215,400 SH SOLE 215,400 0 0 OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 14,574 153,380 SH SOLE 124,900 0 28,480 OPEN TEXT CORP COMMON 683715106 2,559 81,900 SH SOLE 81,900 0 0 OPEN SOLUTIONS INC COMMON 68371P102 4,555 186,300 SH SOLE 159,700 0 26,600 OPSWARE INC COMMON 68383A101 11,442 1,433,800 SH SOLE 1,433,800 0 0 ORACLE CORPORATION COMMON 68389X105 237,346 20,165,357 SH SOLE 14,725,278 40,810 5,277,199 ORIENTAL FINANCIAL GROUP COMMON 68618W100 1,886 69,961 SH SOLE 46,976 0 22,985 ORIX CORP ADR COMMON 686330101 0 0 SH SOLE 0 0 0 OSHKOSH TRUCK CORP COMMON 688239201 8,786 153,600 SH SOLE 134,600 0 19,000 OVERNITE CORP COMMON 690322102 16,419 562,300 SH SOLE 444,000 0 118,300 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 10,448 238,700 SH SOLE 170,800 0 67,900 OWENS-ILLINOIS INC COMMON 690768403 293 17,625 SH SOLE 12,000 0 5,625 OXFORD HEALTH PLANS INC COMMON 691471106 602 11,080 SH SOLE 11,000 0 80

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE PDI INC COMMON 69329V100 4,739 152,000 SH SOLE 101,600 0 50,400 PG&E CORP COMMON 69331C108 13,320 477,424 SH SOLE 477,424 0 0 PFF BANCORP INC COMMON 69331W104 2,433 65,200 SH SOLE 50,700 0 14,500 PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 11,441 278,358 SH SOLE 212,288 0 66,070 PLX TECHNOLOGY INC COMMON 693417107 1,393 83,000 SH SOLE 51,600 0 31,400 PMC-SIERRA INC COMMON 69344F106 5,509 384,684 SH SOLE 272,304 0 112,380 PMI GROUP INC (THE) COMMON 69344M101 345,266 8,066,963 SH SOLE 5,836,348 18,180 2,157,230 PMI GROUP CVT (PMI) 2.5 07-15- CONVERT 69344MAE1 21,655 19,100,000 SH SOLE 2,850,000 0 16,250,000 PNC FINANCIAL SERVICES GROUP COMMON 693475105 4,544 86,382 SH SOLE 85,102 0 1,280 POHANG IRON & STEEL CO ADR COMMON 693483109 588 17,400 SH SOLE 17,400 0 0 PPG INDUSTRIES INC COMMON 693506107 176,297 2,805,046 SH SOLE 1,914,517 7,210 861,499 PPL CORPORATION COMMON 69351T106 10,093 221,202 SH SOLE 221,202 0 0 PS BUSINESS PKS INC CALIF COMMON 69360J107 1,214 31,100 SH SOLE 31,100 0 0 PSS WORLD MED INC COMMON 69366A100 2,068 183,700 SH SOLE 117,900 0 65,800 PACCAR INC COMMON 693718108 50,175 872,009 SH SOLE 824,009 0 46,900 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 15,837 789,500 SH SOLE 682,200 0 87,300 PACIFIC RIM MINING CORP COMMON 694915208 999 1,504,900 SH SOLE 1,254,900 0 250,000 PACTIV CORPORATION COMMON 695257105 1,861 74,302 SH SOLE 74,302 0 0 PALL CORPORATION COMMON 696429307 350 13,726 SH SOLE 13,726 0 0 PAN AMERICAN SILVER CORP COM COMMON 697900108 4,725 370,000 SH SOLE 370,000 0 0 PANAMSAT CORP COMMON 697933109 70 3,000 SH SOLE 2,050 0 950 PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 44,094 886,838 SH SOLE 564,294 0 318,644 PANTRY INC COMMON 698657103 1,504 66,300 SH SOLE 51,100 0 15,200 PAPA JOHNS INTL INC COMMON 698813102 8,268 287,200 SH SOLE 196,000 0 91,200 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 147 29,432 SH SOLE 29,432 0 0 PARK ELECTROCHEMICAL CORP COMMON 700416209 5,526 204,900 SH SOLE 137,200 0 67,700 PARKER HANNIFIN CORP COMMON 701094104 21,295 364,013 SH SOLE 346,797 0 17,216 PARKWAY PROPERTIES INC-MD COMMON 70159Q104 501 11,400 SH SOLE 11,400 0 0 PATINA OIL & GAS CORP COMMON 703224105 2,557 85,600 SH SOLE 72,900 0 7,600 PATHMARK STORES INC COMMON 70322A101 1,063 146,400 SH SOLE 110,900 0 35,500 PAYCHEX INC COMMON 704326107 81,509 2,411,520 SH SOLE 2,230,420 0 181,100 PEABODY ENERGY CORP COMMON 704549104 7,640 137,700 SH SOLE 129,400 0 8,300 J. C. PENNEY CO COMMON 708160106 24,845 657,807 SH SOLE 639,607 0 18,200 PENNSYLVANIA RL ESTATE INVT TR COMMON 709102107 1,254 37,210 SH SOLE 37,210 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE PENTAIR INC COMMON 709631105 1,170 35,894 SH SOLE 35,894 0 0 PEOPLES BANCORP INC COMMON 709789101 50 1,890 SH SOLE 1,890 0 0 PEOPLES ENERGY CORP COMMON 711030106 2,947 70,695 SH SOLE 70,695 0 0 PEOPLES HOLDING COMPANY COMMON 711148106 769 22,000 SH SOLE 16,100 0 5,900 PEOPLESOFT INC COMMON 712713106 3,256 174,290 SH SOLE 166,490 0 7,800 PEP BOYS-MANNY MOE & JACK COMMON 713278109 8,617 334,000 SH SOLE 219,500 0 114,500 PEPCO HOLDINGS INC COMMON 713291102 78 4,326 SH SOLE 2,976 0 1,350 PEPSI BOTTLING GROUP INC COMMON 713409100 23,626 776,404 SH SOLE 751,704 0 24,700 PEPSICO INC COMMON 713448108 281,811 5,247,880 SH SOLE 3,556,433 12,710 1,640,257 PER-SE TECHNOLOGIES INC COMMON 713569309 1,465 101,100 SH SOLE 69,300 0 31,800 PERKINELMER INC COMMON 714046109 8,748 436,750 SH SOLE 376,350 0 36,300 PERRIGO CO COMMON 714290103 12,308 644,400 SH SOLE 453,100 0 191,300 TELEKOMUNIKASI ADR COMMON 715684106 2,370 154,220 SH SOLE 0 0 154,220 PETCO ANIMAL SUPPLIES INC COMMON 716016209 2,338 74,200 SH SOLE 62,900 0 6,800 PETRO-CANADA COMMON 71644E102 845 19,700 SH SOLE 19,700 0 0 PETROLEO BRASILEIRO SA ADR COMMON 71654V101 860 35,200 SH SOLE 35,200 0 0 PETSMART INC COMMON 716768106 2,012 62,900 SH SOLE 53,600 0 5,600 PFIZER INC COMMON 717081103 967,596 28,176,948 SH SOLE 20,888,617 50,130 7,067,824 PHARMACIA CORPORATION*OLD COMMON 71713U102 OLD 0.0 SH SOLE 0 0 0 PHARMION CORP COMMON 71715B409 14,955 311,300 SH SOLE 77,800 0 233,500 PHELPS DODGE CORP COMMON 717265102 13,275 173,460 SH SOLE 161,560 0 11,100 PHOTRONICS INC COMMON 719405102 5,400 294,100 SH SOLE 198,700 0 95,400 PILGRIMS PRIDE CORP COMMON 721467108 856 29,000 SH SOLE 29,000 0 0 PINNACLE AIRLINES CORP COMMON 723443107 740 61,400 SH SOLE 38,200 0 23,200 PINNACLE ENTMT INC COMMON 723456109 5,041 386,900 SH SOLE 318,800 0 68,100 PINNACLE WEST CAPITAL CORP COMMON 723484101 541 13,503 SH SOLE 12,388 0 1,115 PIONEER NAT RES CO COMMON 723787107 13,710 394,086 SH SOLE 360,086 0 34,000 PIPER JAFFRAY COS COMMON 724078100 5 115 SH SOLE 115 0 0 PITNEY BOWES INC COMMON 724479100 1,361 30,793 SH SOLE 28,978 0 1,815 PIXAR COMMON 725811103 8,858 126,322 SH SOLE 109,032 0 17,290 PLACER DOME INC COMMON 725906101 7,915 500,000 SH SOLE 385,000 0 115,000 PLANER SYSTEMS INC COMMON 726900103 656 46,700 SH SOLE 29,200 0 17,500 PLANTRONICS INC COMMON 727493108 11,653 274,900 SH SOLE 230,300 0 34,200 PLUM CREEK TIMBER CO INC COMMON 729251108 60,723 1,892,265 SH SOLE 1,195,930 0 687,935

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE POLARIS INDUSTRIES INC COMMON 731068102 5,956 125,000 SH SOLE 77,500 0 47,500 POLO RALPH LAUREN CORP COMMON 731572103 69,228 2,024,797 SH SOLE 1,890,197 0 134,600 POLYCOM INC COMMON 73172K104 7,866 358,200 SH SOLE 320,200 0 22,800 POMEROY COMPUTER RESOURCES COMMON 731822102 707 60,900 SH SOLE 43,000 0 17,900 POPE & TALBOT INC COMMON 732827100 1,509 78,400 SH SOLE 48,700 0 29,700 PORTUGAL TELECOM SGPS ADR COMMON 737273102 29,789 2,807,665 SH SOLE 2,438,405 0 369,260 POSSIS MEDICAL INC COMMON 737407106 2,206 65,300 SH SOLE 43,500 0 21,800 POST PROPERTIES INC REIT COMMON 737464107 1,199 41,400 SH SOLE 41,400 0 0 POTLATCH CORP COMMON 737628107 18,560 443,700 SH SOLE 324,000 0 117,700 POWER-ONE INC COMMON 739308104 10,012 910,157 SH SOLE 800,757 0 109,400 PRAXAIR INC COMMON 74005P104 341,482 8,571,334 SH SOLE 5,830,884 24,230 2,643,710 PREMCOR INC COMMON 74045Q104 7,026 190,000 SH SOLE 170,000 0 20,000 PRENTISS PROPERTIES TRUST REIT COMMON 740706106 15,374 464,740 SH SOLE 463,700 0 1,040 T ROWE PRICE GROUP INC COMMON 74144T108 44,562 891,242 SH SOLE 872,442 0 18,800 PRICELINE COM INC COMMON 741503403 15,098 556,100 SH SOLE 543,000 0 13,100 PRIDE INTERNATIONAL INC COMMON 74153Q102 7,064 424,000 SH SOLE 380,000 0 44,000 PRIMA ENERGY CORP COMMON 741901201 16 400 SH SOLE 400 0 0 PRIME HOSPITALITY CORP COMMON 741917108 260 24,200 SH SOLE 24,200 0 0 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2,420 69,282 SH SOLE 66,867 0 2,415 PROCTER & GAMBLE CO COMMON 742718109 573,306 10,452,252 SH SOLE 8,715,719 12,968 1,653,953 PRIVATEBANCORP INC COMMON 742962103 8,599 311,800 SH SOLE 270,300 0 41,500 PROGRESS ENERGY INC COMMON 743263105 7,786 178,500 SH SOLE 178,500 0 0 PROGRESS ENERGY INC-CVO RT COMMON 743263AA3 0 11,000 SH SOLE 11,000 0 0 PROGRESS SOFTWARE CORP COMMON 743312100 1,313 59,597 SH SOLE 51,697 0 7,900 PROGRESSIVE CORP COMMON 743315103 9,602 113,059 SH SOLE 107,759 0 5,300 PROLOGIS COMMON 743410102 214,967 6,624,552 SH SOLE 4,193,980 0 2,401,072 PROTECTIVE LIFE CORP COMMON 743674103 12 300 SH SOLE 300 0 0 PROVIDENT BANKSHARES CORP COMMON 743859100 8,570 295,200 SH SOLE 214,200 0 81,000 PROVIDENT FINANCIAL HOLDINGS COMMON 743868101 452 19,250 SH SOLE 14,050 0 5,200 PROVIDIAN FINANCIAL CORP COMMON 74406A102 7,816 531,719 SH SOLE 518,519 0 13,200 PRUDENTIAL FINANCIAL INC COMMON 744320102 46,618 1,008,620 SH SOLE 1,008,513 0 107 PRUDENTIAL PLC ADR COMMON 74435K204 4 262 SH SOLE 262 0 0 PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 1,046 25,975 SH SOLE 25,975 0 0 PUBLIC STORAGE INC REIT COMMON 74460D109 48,237 1,056,444 SH SOLE 737,730 0 314,914

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE PUBLIC STORAGE DEP CL A COMMON 74460D729 4,849 184,800 SH SOLE 184,800 0 0 PULTE HOMES INC COMMON 745867101 41,969 834,706 SH SOLE 794,706 0 40,000 QLOGIC CORP COMMON 747277101 275 10,280 SH SOLE 10,280 0 0 QUALCOMM INC COMMON 747525103 256,187 3,580,531 SH SOLE 2,531,779 6,660 1,021,382 QUALITY SYSTEMS INC COMMON 747582104 2,258 45,700 SH SOLE 31,300 0 14,400 QUEST DIAGNOSTICS INC COMMON 74834L100 4,548 54,293 SH SOLE 54,293 0 0 QUEST SOFTWARE INC COMMON 74834T103 6,224 472,600 SH SOLE 382,300 0 90,300 QUESTAR CORP COMMON 748356102 160 4,200 SH SOLE 4,200 0 0 QUICKSILVER RESOURCE COMMON 74837R104 7,573 115,600 SH SOLE 101,000 0 14,600 QUIDEL CORP COMMON 74838J101 2,107 373,000 SH SOLE 234,400 0 138,600 QUILMES INDUSTRIAL QUINS ADR COMMON 74838Y207 112 6,800 SH SOLE 6,800 0 0 QWEST COMMUNICATIONS INTL INC COMMON 749121109 1,526 433,587 SH SOLE 226,502 0 207,085 R&G FINANCIAL CORP CL B COMMON 749136107 8,601 267,600 SH SOLE 185,900 0 81,700 RH DONNELLEY CORP COMMON 74955W307 5,080 115,900 SH SOLE 87,700 0 28,200 RPM INTERNATIONAL INC COMMON 749685103 127 8,375 SH SOLE 5,700 0 2,675 RSA SECURITY INC COMMON 749719100 9,649 465,690 SH SOLE 363,830 0 101,860 RTI INTERNATIONAL METALS INC COMMON 74973W107 2,061 130,000 SH SOLE 89,900 0 40,100 RF MICRO DEVICES INC COMMON 749941100 2 300 SH SOLE 0 0 300 RADIAN GROUP INC COMMON 750236101 279,429 5,892,649 SH SOLE 3,875,281 17,747 1,945,981 RADIO ONE INC CL D WI COMMON 75040P405 11,490 722,200 SH SOLE 617,900 0 96,800 RADIOSHACK CORPORATION COMMON 750438103 69,443 2,423,849 SH SOLE 2,194,349 0 191,600 RADISYS CORP COMMON 750459109 2,390 129,600 SH SOLE 80,700 0 48,900 RAMCO-GERSHENSON PPTYS TR COMMON 751452202 10,101 415,500 SH SOLE 415,500 0 0 RANGOLD RESOURCES LTD COMMON 752344309 3,637 420,000 SH SOLE 285,600 0 134,400 RAYMOND JAMES FINANCIAL INC COMMON 754730109 10,345 389,950 SH SOLE 339,650 0 50,300 RAYONIER INC COMMON 754907103 220 5,110 SH SOLE 3,475 0 1,635 RAYOVAC CORP COMMON 755081106 3,956 146,300 SH SOLE 91,600 0 54,700 RAYTHEON COMPANY COMMON 755111507 1,746 49,572 SH SOLE 49,572 0 0 REAL ESTATE INCOME FUND INC MF COMMON 755881109 2,503 157,000 SH SOLE 157,000 0 0 REALNETWORKS INC COMMON 75605L104 6,020 894,500 SH SOLE 783,700 0 110,800 REALTY INCOME CORP COMMON 756109104 631 15,400 SH SOLE 15,400 0 0 RECKSON ASSOCIATES REALTY REIT COMMON 75621K106 2,859 105,300 SH SOLE 105,300 0 0 RED HAT INC COMMON 756577102 9,017 398,800 SH SOLE 360,900 0 37,900 REEBOK INTERNATIONAL LTD COMMON 758110100 238 6,576 SH SOLE 6,576 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE REED ELSEVIER PLC-SPONS ADR COMMON 758205108 45,570 1,158,072 SH SOLE 1,089,823 0 68,249 REGAL ENTERTAINMENT GROUP COMMON 758766109 3,809 211,037 SH SOLE 183,837 0 27,200 REGENCY CENTERS CORP COMMON 758849103 44,693 1,055,077 SH SOLE 666,209 0 383,968 REGIS CORP MINN COMMON 758932107 684 15,400 SH SOLE 15,400 0 0 REGIONS FINANCIAL CORP COMMON 758940100 3,985 108,423 SH SOLE 103,623 0 4,800 REHABCARE GROUP INC COMMON 759148109 5,854 223,700 SH SOLE 151,700 0 72,000 REINSURANCE GROUP OF AMERICA COMMON 759351109 7,379 181,700 SH SOLE 181,700 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 12,732 319,100 SH SOLE 210,700 0 108,400 RELIANT ENERGY INC COMMON 75952B105 6 600 SH SOLE 600 0 0 RENAISSANCE LEARNING INC COMMON 75968L105 1,618 72,400 SH SOLE 46,200 0 26,200 RENT A CTR INC COMMON 76009N100 9,769 325,324 SH SOLE 229,642 0 95,682 REPSOL YPF SA ADR COMMON 76026T205 20,886 960,725 SH SOLE 875,953 0 84,772 REPUBLIC BANCORP INC-CL A COMMON 760281204 8 420 SH SOLE 420 0 0 REPUBLIC BANCORP COMMON 760282103 939 66,900 SH SOLE 66,900 0 0 REPUBLIC SVCS INC COMMON 760759100 60,524 2,114,022 SH SOLE 2,053,707 0 60,315 RES-CARE INC COMMON 760943100 994 81,700 SH SOLE 55,600 0 26,100 RESEARCH IN MOTION LTD COMMON 760975102 8,316 140,040 SH SOLE 112,200 0 27,840 RESOURCE AMERICA INC-CL A COMMON 761195205 2,460 103,400 SH SOLE 70,900 0 32,500 RESOURCES CONNECTION INC COMMON 76122Q105 5,532 139,310 SH SOLE 112,540 0 26,770 RESPIRONICS INC COMMON 761230101 6,189 106,400 SH SOLE 91,400 0 15,000 REYNOLDS R J TOB HLDGS INC COMMON 76182K105 2,781 41,306 SH SOLE 39,506 0 1,800 RITE AID CORP COMMON 767754104 68 13,100 SH SOLE 13,100 0 0 ROBERT HALF INTERNATIONAL INC COMMON 770323103 76,009 2,518,511 SH SOLE 2,391,281 0 121,130 ROCKWELL AUTOMATION INC COMMON 773903109 1,875 50,557 SH SOLE 46,257 0 4,300 ROCKWELL COLLINS COMMON 774341101 2,487 74,916 SH SOLE 69,116 0 5,800 ROFIN-SINAR TECHNOLOGIES INC COMMON 775043102 2,347 95,600 SH SOLE 71,500 0 24,100 ROHM & HAAS CO COMMON 775371107 1,031 24,902 SH SOLE 24,902 0 0 ROPER INDUSTRIES INC COMMON 776696106 1,029 17,998 SH SOLE 17,998 0 0 ROSS STORES INC COMMON 778296103 56 2,075 SH SOLE 1,400 0 675 ROUSE CO COMMON 779273101 72,064 1,533,283 SH SOLE 976,654 0 549,829 ROWAN COS INC COMMON 779382100 12,177 507,591 SH SOLE 456,591 0 51,000 ROYAL BK CDA MONTREAL QUE COMMON 780087102 1,958 44,500 SH SOLE 44,500 0 0 ROYAL DUTCH PETROLEUM CO. ADR COMMON 780257804 1,140 22,035 SH SOLE 21,835 0 200 RYAN'S RESTAURANT GROUP INC COMMON 783520109 3,655 229,000 SH SOLE 153,500 0 75,500

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE RYDER SYSTEM INC COMMON 783549108 13,278 331,954 SH SOLE 299,334 0 25,520 RYLAND GROUP INC COMMON 783764103 174 2,300 SH SOLE 2,300 0 0 S & T BANCORP INC COMMON 783859101 480 15,000 SH SOLE 11,500 0 3,500 SBC COMMUNICATIONS INC COMMON 78387G103 126,355 5,208,352 SH SOLE 4,095,256 0 1,100,071 SCBT FINANCIAL CORP COMMON 78401V102 521 17,200 SH SOLE 12,400 0 4,800 SK TELECOM ADR COMMON 78440P108 3,241 154,097 SH SOLE 70,460 0 83,637 SL GREEN REALTY CORP REIT COMMON 78440X101 117,728 2,561,528 SH SOLE 1,669,748 0 884,980 SLM CORP COMMON 78442P106 8,313 204,445 SH SOLE 204,445 0 0 S & P 500 DEPOSITORY RECEIPTS COMMON 78462F103 16,505 144,880 SH SOLE 106,220 0 38,660 SPX CORP COMMON 784635104 2,034 44,016 SH SOLE 44,016 0 0 SRA INTERNATIONAL INC CLASS A COMMON 78464R105 7,671 184,699 SH SOLE 152,699 0 32,000 S.Y. BANCORP INC COMMON 785060104 107 4,600 SH SOLE 4,600 0 0 SABRE HOLDINGS CORP COMMON 785905100 432 15,706 SH SOLE 15,706 0 0 SAFECO CORP COMMON 786429100 90,267 2,083,252 SH SOLE 2,014,922 0 68,330 SAFEWAY INC COMMON 786514208 11,355 450,970 SH SOLE 139,790 0 311,180 SAGA COMMUNICATIONS INC - CL A COMMON 786598102 102 5,600 SH SOLE 5,600 0 0 ST JUDE MEDICAL INC COMMON 790849103 73,080 973,880 SH SOLE 968,580 0 5,300 ST PAUL TRAVELERS COS INC COMMON 792860108 21,164 523,224 SH SOLE 509,102 0 14,121 SALIX PHARMACEUTICALS LTD COMMON 795435106 8,486 262,000 SH SOLE 206,400 0 55,600 SANDERSON FARMS INC COMMON 800013104 2,034 37,800 SH SOLE 25,300 0 12,500 SANDY SPRING BANCORP INC COMMON 800363103 585 16,900 SH SOLE 11,500 0 5,400 SANMINA- SCI CORP COMMON 800907107 37,992 4,188,714 SH SOLE 3,053,214 0 1,039,500 SANOFI-SYNTHELABO SA ADR COMMON 80105N105 6 183 SH SOLE 183 0 0 BANCO SANTANDER P R SAN JUAN COMMON 802809103 816 33,200 SH SOLE 23,300 0 9,900 SAP AG ADR COMMON 803054204 49,988 1,191,600 SH SOLE 1,043,700 0 147,900 SAPIENT CORP COMMON 803062108 8,888 1,457,000 SH SOLE 1,243,200 0 213,800 SARA LEE CORP COMMON 803111103 4,917 215,370 SH SOLE 198,145 0 17,225 SAUL CTRS INC COMMON 804395101 447 14,000 SH SOLE 14,000 0 0 SCANA CORP COMMON 80589M102 3,655 101,200 SH SOLE 101,200 0 0 SCANSOURCE INC COMMON 806037107 1,481 25,000 SH SOLE 21,500 0 3,500 SCHEIN HENRY INC COMMON 806407102 20,047 317,498 SH SOLE 235,628 0 81,870 SCHERING-PLOUGH CORPORATION COMMON 806605101 25,208 1,379,730 SH SOLE 1,111,662 0 265,068 SCHLUMBERGER LTD COMMON 806857108 77,972 1,251,153 SH SOLE 1,127,353 0 123,800 SCHLUMBERGER LTD CVT(SLB) 1.5 CONVERT 806857AC2 21,050 20,000,000 SH SOLE 2,975,000 0 17,025,000

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE SCHWAB (CHARLES) CORP COMMON 808513105 1,446 150,012 SH SOLE 150,012 0 0 SCIENTIFIC-ATLANTA INC COMMON 808655104 52,438 1,556,474 SH SOLE 1,378,674 0 163,800 SCIENTIFIC GAMES CORP-A COMMON 80874P109 5,210 274,800 SH SOLE 232,200 0 42,600 SCOTTISH POWER PLC ADR COMMON 81013T705 27,994 947,983 SH SOLE 893,033 0 54,950 SCOTTS COMPANY CL A COMMON 810186106 927 15,367 SH SOLE 15,367 0 0 SCRIPPS E W CO OHIO COMMON 811054204 35,109 334,375 SH SOLE 302,675 0 31,700 SCS TRANSPORTATION INC COMMON 81111T102 228 8,600 SH SOLE 8,600 0 0 SCUDDER RREEF REAL ESTATE CF COMMON 81119Q100 2,192 120,700 SH SOLE 120,700 0 0 SEALED AIR CORP COMMON 81211K100 492 9,244 SH SOLE 9,244 0 0 SEALED AIR CORP(SEE)144A CVT 3 CONVERT 81211KAG5 22,542 22,100,000 SH SOLE 3,250,000 0 18,850,000 SEARS ROEBUCK & CO COMMON 812387108 1,029 26,887 SH SOLE 25,587 0 1,300 CONSUMER DISCRETIONARY SELT ET COMMON 81369Y407 22 700 SH SOLE 0 0 700 FINANCIAL SELECT SECTOR SPDR E COMMON 81369Y605 2,041 71,700 SH SOLE 71,700 0 0 SECURE COMPUTING CORP COMMON 813705100 4,373 372,500 SH SOLE 284,000 0 88,500 SELECT MEDICAL CORP COMMON 816196109 3,006 220,200 SH SOLE 188,700 0 31,500 SEMTECH CORP COMMON 816850101 9,914 431,400 SH SOLE 366,900 0 38,800 SEMPRA ENERGY COMMON 816851109 10,555 310,252 SH SOLE 310,252 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 42,804 2,570,810 SH SOLE 2,305,600 0 265,210 SEPRACOR INC COMMON 817315104 204 3,900 SH SOLE 3,900 0 0 SERENA SOFTWARE INC COMMON 817492101 827 43,300 SH SOLE 33,700 0 9,600 SERONA SA ADR COMMON 81752M101 1,050 66,900 SH SOLE 0 0 66,900 SERVICE CORP INTERNATIONAL COMMON 817565104 5,596 757,200 SH SOLE 511,300 0 245,900 SERVICEMASTER COMPANY COMMON 81760N109 420 34,800 SH SOLE 34,800 0 0 7-ELEVEN INC COMMON 817826209 555 30,400 SH SOLE 30,400 0 0 SHELL TRANSPORT & TRADING CO A COMMON 822703609 45,537 1,010,356 SH SOLE 937,436 0 72,920 SHERWIN-WILLIAMS CO COMMON 824348106 65,051 1,578,902 SH SOLE 1,446,687 0 113,015 SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 116,391 4,367,400 SH SOLE 3,904,400 0 463,000 SHOPKO STORES INC COMMON 824911101 6,316 451,500 SH SOLE 302,500 0 149,000 SHUFFLE MASTER INC COMMON 825549108 10,890 301,000 SH SOLE 223,650 0 77,350 SHURGARD STORAGE CENTERS INC R COMMON 82567D104 36,086 978,730 SH SOLE 635,624 0 338,806 SIEBEL SYSTEMS INC COMMON 826170102 4,009 378,539 SH SOLE 100,539 0 278,000 SIERRA HEALTH SERVICES COMMON 826322109 7,485 168,200 SH SOLE 123,700 0 44,500 SIERRA WIRELESS INC COMMON 826516106 1,762 48,400 SH SOLE 48,400 0 0 SIGMA-ALDRICH COMMON 826552101 8,124 136,102 SH SOLE 128,302 0 7,800

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE SILICON LABORATORIES COMMON 826919102 42,919 928,370 SH SOLE 855,200 0 65,570 SILGAN HOLDINGS INC COMMON 827048109 4,739 117,600 SH SOLE 80,300 0 37,300 SILICON GRAPHICS INC COMMON 827056102 5 2,293 SH SOLE 2,293 0 0 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 3,560 342,600 SH SOLE 214,400 0 128,200 SILICON IMAGE INC COMMON 82705T102 1,320 104,400 SH SOLE 89,300 0 15,100 SILICON VALLEY BANCSHARES COMMON 827064106 14,011 358,900 SH SOLE 287,500 0 71,400 SIMMONS FIRST NATIONAL CORP CL COMMON 828730200 804 30,600 SH SOLE 20,600 0 10,000 SIMON PROPERTY GROUP INC REIT COMMON 828806109 234,264 4,600,625 SH SOLE 3,023,957 0 1,557,668 SINCLAIR BROADCAST GROUP INC COMMON 829226109 11,816 1,118,958 SH SOLE 897,238 0 221,720 SIRVA INC COMMON 82967Y104 7,765 339,400 SH SOLE 331,300 0 8,100 SIX FLAGS INC COMMON 83001P109 2,531 348,601 SH SOLE 296,801 0 51,800 SKY FINL GROUP INC COMMON 83080P103 222 8,844 SH SOLE 8,844 0 0 SKILLSOFT PLC ADR COMMON 830928107 2,335 302,100 SH SOLE 302,100 0 0 SMITH INTERNATIONAL INC COMMON 832110100 66,220 1,212,600 SH SOLE 1,127,380 0 77,120 JM SMUCKER CO COMMON 832696405 0 0 SH SOLE 0 0 0 SMURFIT-STONE CONTAINER CORP COMMON 832727101 6 315 SH SOLE 315 0 0 SNAP-ON INC COMMON 833034101 596 17,907 SH SOLE 17,907 0 0 SOLECTRON CORP COMMON 834182107 2,048 326,690 SH SOLE 304,790 0 21,900 SONIC AUTOMOTIVE INC COMMON 83545G102 1,398 62,900 SH SOLE 39,500 0 23,400 SONICWALL INC COMMON 835470105 10,238 1,194,600 SH SOLE 825,900 0 368,700 SONY CORPORATION ADR COMMON 835699307 44,133 1,162,606 SH SOLE 1,078,596 0 84,010 SOURCECORP INC COMMON 836167106 3,155 115,500 SH SOLE 83,100 0 32,400 SOUTHERN CO COMMON 842587107 4,626 159,956 SH SOLE 159,856 0 100 SOUTHERN PERU COPPER CORP COMMON 843611104 1,085 26,700 SH SOLE 17,500 0 9,200 SOUTHSIDE BANCSHARES INC COMMON 84470P109 490 23,400 SH SOLE 17,000 0 6,400 SOUTHTRUST CORP COMMON 844730101 2,496 64,728 SH SOLE 64,728 0 0 SOUTHWEST AIRLINES COMMON 844741108 16,854 1,002,637 SH SOLE 893,197 0 109,440 SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 9,394 213,700 SH SOLE 189,300 0 24,400 SOVEREIGN BANCORP INC COMMON 845905108 736 33,686 SH SOLE 33,686 0 0 SOVRAN SELF STORAGE INC REIT COMMON 84610H108 20,821 553,300 SH SOLE 521,000 0 32,300 SPANISH BROADCASTING SYS INC COMMON 846425882 5,124 545,653 SH SOLE 420,033 0 125,620 SPECTRASITE INC COMMON 84761M104 15,573 370,780 SH SOLE 344,500 0 26,280 SPINNAKER EXPL CO COMMON 84855W109 7,693 197,000 SH SOLE 173,100 0 23,900 SPORTS AUTHORITY INC COMMON 84917U109 5,772 159,400 SH SOLE 134,700 0 24,700

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE SPRINT CORP (FON GROUP) COMMON 852061100 23,698 1,354,173 SH SOLE 1,065,972 0 285,601 SS&C TECHNOLOGIES COMMON 85227Q100 5,626 299,250 SH SOLE 199,500 0 99,750 STAGE STORES INC COMMON 85254C305 13,124 350,900 SH SOLE 249,100 0 101,800 STAKTEK HOLDINGS INC COMMON 85256P106 540 100,000 SH SOLE 88,300 0 11,700 STANCORP FINL GROUP INC COMMON 852891100 3,196 48,300 SH SOLE 43,300 0 5,000 STANDARD MICROSYSTEMS CORP COMMON 853626109 9 400 SH SOLE 400 0 0 STANLEY FURNITURE CO INC COMMON 854305208 71 1,700 SH SOLE 1,700 0 0 STANLEY WORKS COMMON 854616109 55,703 1,239,214 SH SOLE 1,142,414 0 85,500 STAPLES INC COMMON 855030102 72,941 2,486,898 SH SOLE 2,287,098 0 177,900 STARBUCKS CORP COMMON 855244109 25,031 579,276 SH SOLE 468,876 0 110,400 STATE BANCORP INC COMMON 855716106 432 17,220 SH SOLE 11,970 0 5,250 STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 170,988 3,857,155 SH SOLE 3,146,431 0 697,324 STATE FINANCIAL SERVICES CORP COMMON 856855101 578 19,500 SH SOLE 13,300 0 6,200 STATE STREET CORP COMMON 857477103 55,556 1,141,249 SH SOLE 850,519 730 290,000 STATION CASINOS INC COMMON 857689103 43,124 879,900 SH SOLE 817,700 0 62,200 STATOIL ASA ADR COMMON 85771P102 22,295 1,744,559 SH SOLE 1,626,471 0 118,088 THE STEAK N SHAKE COMPANY COMMON 857873103 1,904 103,700 SH SOLE 74,500 0 29,200 STEEL TECHNOLOGIES INC COMMON 858147101 3,482 161,300 SH SOLE 138,700 0 22,600 STEIN MART INC COMMON 858375108 966 59,400 SH SOLE 37,000 0 22,400 STEINWAY MUSICAL INSTRS INC COMMON 858495104 1,707 49,000 SH SOLE 33,600 0 15,400 STEPAN CO COMMON 858586100 72 2,800 SH SOLE 2,800 0 0 STERICYCLE INC COMMON 858912108 50,687 1,018,626 SH SOLE 925,656 0 92,970 STERLING BANCORP NY COMMON 859158107 929 34,300 SH SOLE 24,250 0 10,050 STERLING FINANCIAL CORP (PA) COMMON 859317109 614 23,800 SH SOLE 15,800 0 8,000 STEWART INFORMATION SVCS CORP COMMON 860372101 7,545 226,500 SH SOLE 157,300 0 69,200 STMICROELECTRONICS NV COMMON 861012102 2 85 SH SOLE 85 0 0 STONERIDGE INC COMMON 86183P102 1,134 66,800 SH SOLE 45,100 0 21,700 STORA ENSO OYJ ADR COMMON 86210M106 37,067 2,743,706 SH SOLE 2,580,766 0 162,940 STORAGE TECHNOLOGY CORP COMMON 862111200 13,042 460,700 SH SOLE 454,200 0 6,500 STRYKER CORP COMMON 863667101 76,147 1,389,045 SH SOLE 1,226,005 0 163,040 SUFFOLK BANCORP COMMON 864739107 730 23,200 SH SOLE 14,500 0 8,700 SUMMIT PPTYS INC COMMON 866239106 13,465 527,846 SH SOLE 309,693 0 215,153 SUN BANCORP INC-NJ COMMON 86663B102 52 2,415 SH SOLE 2,415 0 0 SUN COMMUNITIES INC REIT COMMON 866674104 726 19,700 SH SOLE 19,700 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE SUN LIFE FINANCIAL INC COMMON 866796105 1,288 44,800 SH SOLE 44,800 0 0 SUN MICROSYSTEMS INC COMMON 866810104 19,195 4,333,004 SH SOLE 3,049,546 0 1,283,458 SUNCOR ENERGY INC COMMON 867229106 853 33,800 SH SOLE 33,800 0 0 SUNGARD DATA SYSTEMS INC COMMON 867363103 18,721 715,364 SH SOLE 543,339 0 172,025 SUNOCO INC COMMON 86764P109 90,850 1,455,704 SH SOLE 1,338,604 0 95,000 SUNTRUST BANKS INC COMMON 867914103 10,208 157,928 SH SOLE 150,698 0 7,230 SUPERVALU INC COMMON 868536103 13,774 447,781 SH SOLE 418,581 0 28,000 SUPPORTSOFT INC COMMON 868587106 1,579 182,300 SH SOLE 157,400 0 24,900 SUREWEST COMMUNICATIONS COMMON 868733106 844 27,000 SH SOLE 17,100 0 9,900 SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 2,922 115,900 SH SOLE 71,600 0 44,300 SWISSCOM AG ADR COMMON 871013108 4 123 SH SOLE 123 0 0 SYBASE INC COMMON 871130100 8,675 488,200 SH SOLE 328,500 0 159,700 SYBRON DENTAL SPECIALTIES COMMON 871142105 225 7,600 SH SOLE 7,600 0 0 SYMANTEC CORP COMMON 871503108 246,631 5,682,739 SH SOLE 4,400,986 11,880 1,233,993 SYMBOL TECHNOLOGIES INC COMMON 871508107 382 25,804 SH SOLE 25,804 0 0 SYNOPSYS INC COMMON 871607107 17,591 618,100 SH SOLE 603,200 0 14,900 SYNGENTA AG- ADR COMMON 87160A100 25,238 1,537,010 SH SOLE 1,452,977 0 84,033 SYNOVUS FINANCIAL CORP COMMON 87161C105 843 33,535 SH SOLE 33,535 0 0 SYSCO CORP COMMON 871829107 8,140 227,381 SH SOLE 215,281 0 12,100 TCF FINANCIAL CORP COMMON 872275102 6,470 113,752 SH SOLE 113,752 0 0 TDK CORP ADR COMMON 872351408 15,420 199,897 SH SOLE 186,895 0 13,002 TECO ENERGY INC COMMON 872375100 252 21,159 SH SOLE 21,159 0 0 TJX COMPANIES INC COMMON 872540109 26,338 1,097,863 SH SOLE 853,163 0 244,700 TJX COMPANIES INC CVT (TJX) 0. CONVERT 872540AL3 14,493 17,050,000 SH SOLE 2,050,000 0 15,000,000 TTM TECHNOLOGIES COMMON 87305R109 788 64,300 SH SOLE 41,000 0 23,300 TWX EXHANGEABLE TR CVT 144A 0. CONVERT 87311QAA1 33,121 35,000,000 SH SOLE 5,150,000 0 29,850,000 TXU CORPORATION COMMON 873168108 14,388 360,954 SH SOLE 360,954 0 0 TAIWAN SEMICONDUCTOR ADR COMMON 874039100 27,001 3,317,039 SH SOLE 3,019,958 0 297,081 TALISMAN ENERGY INC COMMON 87425E103 56,024 2,617,935 SH SOLE 2,521,935 0 96,000 TALK AMERICA HOLDINGS INC COMMON 87426R202 5,884 764,100 SH SOLE 527,100 0 237,000 TANGER FACTORY OUTLET CTRS INC COMMON 875465106 12,896 332,298 SH SOLE 332,298 0 0 TANOX INC COMMON 87588Q109 2,219 117,700 SH SOLE 73,600 0 44,100 TARGET CORPORATION COMMON 87612E106 336,223 7,950,412 SH SOLE 5,438,055 19,830 2,431,557 TAUBMAN CENTERS INC REIT COMMON 876664103 1,135 50,100 SH SOLE 50,100 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE TAYLOR CAPITAL GROUP INC COMMON 876851106 52 2,400 SH SOLE 2,400 0 0 TECH DATA CORP COMMON 878237106 1,685 43,800 SH SOLE 43,800 0 0 TECHNE CORP COMMON 878377100 16,861 389,400 SH SOLE 270,800 0 118,600 TEKELEC COMMON 879101103 8,055 473,850 SH SOLE 408,950 0 64,900 TEKTRONIX INC COMMON 879131100 9,096 260,320 SH SOLE 249,520 0 7,300 TELE CENTRO OESTE CELULAR SA A COMMON 87923P105 290 32,400 SH SOLE 32,400 0 0 TELE NORTE LESTE PART SA ADR COMMON 879246106 320 26,258 SH SOLE 26,258 0 0 TELEFLEX INC COMMON 879369106 84 1,700 SH SOLE 1,700 0 0 TELEFONICA SA ADR COMMON 879382208 9 194 SH SOLE 194 0 0 TELEFONOS DE MEXICO SA ADR COMMON 879403780 42,253 1,284,287 SH SOLE 1,187,386 0 96,901 TELESP CELULAR PART SA ADR COMMON 87952L108 0 0 SH SOLE 0 0 0 TELIK INC COMMON 87959M109 210 8,900 SH SOLE 8,900 0 0 TELLABS INC COMMON 879664100 5,006 576,721 SH SOLE 231,131 0 345,590 TELSTRA CORPORATION LIMITED AD COMMON 87969N204 0 0 SH SOLE 0 0 0 TEMPLE-INLAND INC COMMON 879868107 528 7,715 SH SOLE 7,715 0 0 TENARIS SA-ADR COMMON 88031M109 259 8,184 SH SOLE 8,184 0 0 TENET HEALTHCARE CORPORATION COMMON 88033G100 2,991 233,320 SH SOLE 223,220 0 10,100 TENNECO AUTOMOTIVE INC COMMON 880349105 3,846 286,400 SH SOLE 193,100 0 93,300 TERADYNE INC COMMON 880770102 12,925 575,964 SH SOLE 575,964 0 0 TEREX CORP COMMON 880779103 4,945 148,000 SH SOLE 98,000 0 50,000 TESORO PETROLEUM CORP COMMON 881609101 11,576 428,600 SH SOLE 298,600 0 130,000 TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 176,640 2,606,456 SH SOLE 2,408,116 0 198,340 TEVA PHARMACEUT CVT(TEVA) 0.5 CONVERT 88164RAA5 17,466 16,875,000 SH SOLE 2,500,000 0 14,375,000 TEXAS INSTRUMENTS INC COMMON 882508104 384,329 15,980,423 SH SOLE 12,129,862 27,460 3,678,251 TEXTRON INC COMMON 883203101 35,492 600,548 SH SOLE 533,908 0 59,040 THERMO ELECTRON CORP COMMON 883556102 33,825 1,126,015 SH SOLE 1,079,215 0 46,800 THOMAS & BETTS CORP COMMON 884315102 5,382 199,330 SH SOLE 143,630 0 55,700 THOMAS INDUSTRIES COMMON 884425109 1,696 51,070 SH SOLE 51,070 0 0 THOMSON CORP COMMON 884903105 505 15,600 SH SOLE 15,600 0 0 3M CO COMMON 88579Y101 74,253 826,872 SH SOLE 773,472 0 48,700 3M COMPANY CVT(MMM) 0.0 11-21- CONVERT 88579YAB7 13,213 14,150,000 SH SOLE 2,175,000 0 11,975,000 TIBCO SOFTWARE INC COMMON 88632Q103 525 64,000 SH SOLE 64,000 0 0 TIFFANY & CO COMMON 886547108 128,155 3,492,921 SH SOLE 2,578,783 4,590 881,378 TIME WARNER INC COMMON 887317105 208,372 11,975,416 SH SOLE 10,815,481 0 1,093,735

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE TITAN INTERNATIONAL INC COMMON 88830M102 1,168 110,800 SH SOLE 68,800 0 42,000 TITANIUM METALS CORP COMMON 888339207 578 6,300 SH SOLE 4,000 0 2,300 TODCO-A COMMON 88889T107 7,806 514,900 SH SOLE 451,000 0 63,900 TOOTSIE ROLL INDS INC COMMON 890516107 432 13,199 SH SOLE 13,184 0 15 TORCHMARK CORP COMMON 891027104 18,865 352,032 SH SOLE 322,432 0 25,500 TORONTO-DOMINION BANK COMMON 891160509 1,366 42,300 SH SOLE 42,300 0 0 TOTAL SA-SPON ADR COMMON 89151E109 62,132 649,510 SH SOLE 597,656 0 51,854 TOWN & CTRY TR COMMON 892081100 7,235 293,500 SH SOLE 293,500 0 0 TOYOTA MOTOR CORPORATION ADR COMMON 892331307 35,481 434,127 SH SOLE 404,729 0 29,398 TOYS 'R US INC COMMON 892335100 11,304 711,828 SH SOLE 508,836 0 202,992 TPG NV ADR COMMON 892339102 33,462 1,465,060 SH SOLE 1,376,874 0 88,186 TRANS WORLD ENTERTAINMENT COMMON 89336Q100 2,318 236,300 SH SOLE 154,200 0 82,100 TRANSACTION SYS ARCHITECTS COMMON 893416107 6,543 304,900 SH SOLE 192,000 0 112,900 TRANSCANADA CORP COMMON 89353D107 628 32,300 SH SOLE 32,300 0 0 TRAVELERS PROPERTY CASUALTY A* COMMON 89420G109 *OL -0.-4 SH SOLE 0 0 -4 TRAVELERS PPTY CVT 4.5 04-15- CONVERT 89420G307 26,610 1,120,425 SH SOLE 167,100 0 953,325 TRAVELERS PROPERTY CASUALTY CL COMMON 89420G406 *OL 0.-7 SH SOLE 0 0 -7 TRIAD HOSPITALS INC COMMON 89579K109 4,241 117,000 SH SOLE 31,300 0 85,700 TRIBUNE CO COMMON 896047107 11,987 262,813 SH SOLE 231,413 0 31,400 TRIMBLE NAVIGATION LTD COMMON 896239100 15,888 553,785 SH SOLE 497,985 0 55,800 TRIMERIS INC COMMON 896263100 187 12,900 SH SOLE 12,900 0 0 TRIZEC PROPERTIES INC COMMON 89687P107 2,022 127,400 SH SOLE 127,400 0 0 TRUSTMARK CORP COMMON 898402102 2,453 85,100 SH SOLE 61,200 0 23,900 TUESDAY MORNING CORP COMMON 899035505 7,891 272,100 SH SOLE 220,900 0 51,200 TUPPERWARE CORP COMMON 899896104 5,273 273,200 SH SOLE 236,300 0 23,500 II VI INC COMMON 902104108 1,908 64,100 SH SOLE 40,200 0 23,900 TYCO INTL CVT(TYC) 144A 3.125 CONVERT 902118BE7 17,308 10,750,000 SH SOLE 0 0 10,750,000 TYCO INTERNATIONAL LTD COMMON 902124106 109,696 3,323,129 SH SOLE 2,953,229 0 369,900 TYLER TECHNOLOGIES INC COMMON 902252105 2,185 236,000 SH SOLE 157,600 0 78,400 TYSON FOODS INC COMMON 902494103 1,795 87,900 SH SOLE 87,900 0 0 UTX/BA (UBS) CVT 1.0 12-04-12 CONVERT 90261KCF5 30,100 24,825,000 SH SOLE 3,750,000 0 21,075,000 SYSCO CORP CVT(UBS) 144A 1.0 0 CONVERT 90261KDC1 34,460 29,675,000 SH SOLE 4,375,000 0 25,300,000 CENDANT CORP CVT(UBS) 144A 1.0 CONVERT 90261KDS6 36,315 29,675,000 SH SOLE 4,275,000 0 25,400,000 ECHOSTAR COMM CVT(UBS) 144A 1. CONVERT 90261KEL0 17,526 19,775,000 SH SOLE 2,875,000 0 16,900,000

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE EMC CORP (UBS) CVT 0.0 11-16-1 CONVERT 90261TAV3 15,841 18,775,000 SH SOLE 2,500,000 0 16,275,000 UCBH HOLDINGS INC COMMON 90262T308 6,131 153,700 SH SOLE 133,100 0 20,600 UGI CORP COMMON 902681105 1,417 44,600 SH SOLE 44,600 0 0 UICI COMMON 902737105 8,615 366,300 SH SOLE 261,300 0 105,000 UIL HOLDINGS CORPORATION COMMON 902748102 331 6,900 SH SOLE 4,300 0 2,600 USB HOLDING CO INC COMMON 902910108 1,063 46,500 SH SOLE 32,300 0 14,200 UST INC COMMON 902911106 664 18,539 SH SOLE 18,539 0 0 U S RESTAURANT PPTYS INC COMMON 902971100 2,691 178,800 SH SOLE 178,800 0 0 US BANCORP COMMON 902973304 59,451 2,165,779 SH SOLE 1,963,940 0 200,459 USG CORP COMMON 903293405 357 20,000 SH SOLE 12,400 0 7,600 UNIBANCO-UNIAO DE BANCOS BRASL COMMON 90458E107 322 16,538 SH SOLE 16,538 0 0 UNIFIRST CORP/MA COMMON 904708104 995 34,200 SH SOLE 23,800 0 10,400 UNILEVER NV ADR COMMON 904784709 22 317 SH SOLE 0 0 317 UNION BANKSHARES CORP COMMON 905399101 465 14,700 SH SOLE 11,300 0 3,400 UNION PACIFIC CORP COMMON 907818108 13,288 223,735 SH SOLE 167,069 0 56,151 UNION PLANTERS CORP COMMON 908068109 2,750 92,653 SH SOLE 88,653 0 4,000 UNIONBANCAL CORP COMMON 908906100 4,185 73,800 SH SOLE 66,500 0 5,400 UNISYS CORPORATION COMMON 909214108 806 58,804 SH SOLE 58,804 0 0 UNITED COMMUNITY FINANCIAL COMMON 909839102 1,438 110,700 SH SOLE 75,700 0 35,000 UNITED DEFENSE INDUSTRIES COMMON 91018B104 2,062 58,900 SH SOLE 52,400 0 5,000 UNITED DOMINION REALTY TR INC COMMON 910197102 74,763 3,855,745 SH SOLE 2,625,324 0 1,217,321 UNITED FIRE & CASUALTY CO COMMON 910331107 1,812 31,700 SH SOLE 22,100 0 9,600 UNITED MICROELECTRONICS ADR COMMON 910873207 5,681 1,339,903 SH SOLE 1,339,903 0 0 UNITED NATIONAL GROUP LTD COMMON 91103X102 8,013 533,150 SH SOLE 467,150 0 66,000 UNITED ONLINE INC COMMON 911268100 2,826 163,850 SH SOLE 144,250 0 19,600 UNITED PARCEL SERVICE INC COMMON 911312106 18,768 250,338 SH SOLE 234,038 0 16,300 UNITED RENTALS INC COMMON 911363109 2,077 115,400 SH SOLE 72,500 0 42,900 US CELLULAR CORP COMMON 911684108 20 500 SH SOLE 500 0 0 UNITED STATES STEEL CORP COMMON 912909108 1,132 32,348 SH SOLE 32,348 0 0 UNITED SURGICAL PARTNERS COMMON 913016309 14,189 358,300 SH SOLE 193,900 0 164,400 UNITED TECHNOLOGIES CORP COMMON 913017109 329,089 3,635,140 SH SOLE 2,507,024 4,900 1,093,451 UNITEDGLOBALCOM INC COMMON 913247508 27 3,800 SH SOLE 3,800 0 0 UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 111,264 1,811,825 SH SOLE 1,574,655 0 229,370 UNIVERSAL CORP-VA COMMON 913456109 112 2,200 SH SOLE 2,200 0 0

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE UNIVERSAL FST PRODS INC COMMON 913543104 2,382 74,900 SH SOLE 52,100 0 22,800 UNIVERSAL HEALTH RLTY INCM TR COMMON 91359E105 3,129 109,785 SH SOLE 109,785 0 0 UNIVISION COMMUNICATIONS INC COMMON 914906102 74,654 2,372,993 SH SOLE 2,230,063 0 142,930 UNOCAL CORP COMMON 915289102 15,659 416,914 SH SOLE 377,919 0 35,795 UNUMPROVIDENT CORP COMMON 91529Y106 759 48,361 SH SOLE 47,861 0 500 UPM KYMMENE CORP ADR COMMON 915436109 19,654 1,040,973 SH SOLE 970,055 0 70,918 URBAN OUTFITTERS INC COMMON 917047102 139 2,300 SH SOLE 2,300 0 0 UROLOGIX INC COMMON 917273104 2,786 181,000 SH SOLE 112,400 0 68,600 URSTADT BIDDLE CLASS A COMMON 917286205 6,094 413,700 SH SOLE 407,400 0 6,300 VCA ANTECH INC COMMON 918194101 6,321 142,400 SH SOLE 122,500 0 19,900 VF CORPORATION COMMON 918204108 2,980 60,823 SH SOLE 57,923 0 2,900 VALASSIS COMMUNICATIONS INC COMMON 918866104 963 31,658 SH SOLE 31,658 0 0 VALEANT PHARMACEUTICALS COMMON 91911X104 83,916 4,244,637 SH SOLE 3,487,937 0 756,700 VALERO ENERGY CORP COMMON 91913Y100 15,476 214,464 SH SOLE 198,464 0 16,000 VALLEY NATL BANCORP COMMON 919794107 0 0 SH SOLE 0 0 0 VALMONT INDUSTRIES COMMON 920253101 2,362 102,800 SH SOLE 71,400 0 31,400 VALSPAR CORP COMMON 920355104 689 13,864 SH SOLE 13,864 0 0 VALUECLICK INC COMMON 92046N102 5,062 439,800 SH SOLE 439,800 0 0 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 15,324 406,700 SH SOLE 378,800 0 27,900 VEECO INSTRS INC DEL COMMON 922417100 2,924 115,100 SH SOLE 71,700 0 43,400 VENTAS INC COMMON 92276F100 63,965 2,769,048 SH SOLE 2,002,319 0 756,929 VENTANA MED SYS INC COMMON 92276H106 338 7,100 SH SOLE 4,500 0 2,600 VENTIV HEALTH INC COMMON 922793104 3,913 251,500 SH SOLE 163,700 0 87,800 VERITAS SOFTWARE CORP COMMON 923436109 35,959 1,292,096 SH SOLE 1,129,416 0 162,680 VERISIGN INC COMMON 92343E102 101,981 5,286,750 SH SOLE 4,901,650 0 380,200 VERITAS DGC INC COMMON 92343P107 683 30,200 SH SOLE 19,300 0 10,900 VERIZON COMMUNICATIONS COMMON 92343V104 85,573 2,374,387 SH SOLE 1,894,706 0 478,081 VIACOM INC CL A COMMON 925524100 5,999 167,483 SH SOLE 166,783 0 700 VIACOM INC CL B COMMON 925524308 179,972 5,123,030 SH SOLE 3,743,512 13,460 1,325,368 VIAD CORP COMMON 92552R109 685 25,645 SH SOLE 25,645 0 0 VINTAGE PETE INC COMMON 927460105 14,243 860,600 SH SOLE 605,500 0 255,100 VISHAY INTERTECHNOLOGY INC COMMON 928298108 12,255 669,667 SH SOLE 660,567 0 9,100 VISTEON CORP COMMON 92839U107 178 14,854 SH SOLE 14,854 0 0 VISX INC COMMON 92844S105 2,739 103,800 SH SOLE 71,300 0 32,500

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE VITESSE SEMICONDUCTOR CORP COMMON 928497106 10,281 2,060,400 SH SOLE 1,344,700 0 715,700 VODAFONE GROUP PLC ADR COMMON 92857W100 2,364 106,603 SH SOLE 106,603 0 0 VOLVO AB ADR COMMON 928856400 39,327 1,133,355 SH SOLE 1,067,431 0 65,924 VORNADO REALTY TRUST REIT COMMON 929042109 147,125 2,619,282 SH SOLE 1,723,721 0 884,461 VOTORANTIM CELULOSE E PAPEL SA COMMON 92906P106 227 7,400 SH SOLE 7,400 0 0 VULCAN MATERIALS CO COMMON 929160109 2,185 46,084 SH SOLE 42,484 0 3,600 WGL HOLDINGS INC COMMON 92924F106 3,281 115,600 SH SOLE 74,200 0 41,400 WASTE MANAGEMENT(WMI) CVT 2.0 CONVERT 92929QAF4 3,494 3,625,000 SH SOLE 2,000,000 0 1,625,000 WSFS FINL CORP COMMON 929328102 2,062 42,600 SH SOLE 29,500 0 13,100 WABASH NATL CORP COMMON 929566107 8,800 320,000 SH SOLE 281,200 0 38,800 WACHOVIA CORP COMMON 929903102 170,937 3,845,601 SH SOLE 3,635,846 0 186,655 WAL-MART STORES INC COMMON 931142103 232,921 4,480,980 SH SOLE 3,171,752 7,090 1,277,588 WALGREEN CO COMMON 931422109 378,114 10,442,256 SH SOLE 7,227,484 27,530 3,104,002 WALTER INDS INC COMMON 93317Q105 1,848 136,800 SH SOLE 100,600 0 36,200 WASHINGTON GROUP INTL INC COMMON 938862208 2,818 79,500 SH SOLE 58,100 0 21,400 WASHINGTON MUTUAL INC COMMON 939322103 31,137 809,392 SH SOLE 671,931 0 136,376 WASHINGTON REAL ESTATE INV COMMON 939653101 2,138 73,900 SH SOLE 73,900 0 0 WASTE CONNECTIONS INC COMMON 941053100 9,151 310,200 SH SOLE 205,650 0 104,550 WASTE MANAGEMENT INC COMMON 94106L109 7,725 251,373 SH SOLE 246,573 0 4,800 WATERS CORP COMMON 941848103 6,461 140,174 SH SOLE 137,274 0 2,900 WATSCO INC COMMON 942622200 5,537 194,700 SH SOLE 137,200 0 57,500 WATSON PHARMACEUTICALS INC COMMON 942683103 1,397 51,872 SH SOLE 47,972 0 3,900 WEBSENSE INC COMMON 947684106 2,692 72,900 SH SOLE 45,600 0 27,300 WEBMETHODS INC COMMON 94768C108 6,883 789,300 SH SOLE 677,800 0 111,500 WEBSTER FINANCIAL CORP COMMON 947890109 657 14,117 SH SOLE 14,117 0 0 WEINGARTEN REALTY INVESTORS RE COMMON 948741103 3,094 100,475 SH SOLE 100,475 0 0 WEIS MKTS INC COMMON 948849104 288 8,000 SH SOLE 8,000 0 0 WELLPOINT HEALTH NETWORKS COMMON 94973H108 41,652 378,657 SH SOLE 312,757 0 65,900 WELLS FARGO & COMPANY COMMON 949746101 80,415 1,402,186 SH SOLE 1,363,811 0 38,375 WENDY'S INTERNATIONAL INC COMMON 950590109 435 12,530 SH SOLE 12,530 0 0 WESBANCO INC COMMON 950810101 2,127 72,900 SH SOLE 50,900 0 22,000 WEST COAST BANCORP/OREGON COMMON 952145100 864 39,800 SH SOLE 29,600 0 10,200 WEST MARINE INC COMMON 954235107 3,574 130,500 SH SOLE 112,000 0 18,500 WESTAMERICA BANCORPORATION COMMON 957090103 6,947 131,300 SH SOLE 89,200 0 42,100

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE WESTAR ENERGY INC COMMON 95709T100 1,901 97,000 SH SOLE 97,000 0 0 WESTERN DIGITAL CORP COMMON 958102105 9,009 1,039,100 SH SOLE 1,039,100 0 0 WESTERN SIERRA BANCORP COMMON 959522103 602 19,500 SH SOLE 12,200 0 7,300 WESTERN WIRELESS COMMON 95988E204 11,372 393,900 SH SOLE 321,500 0 72,400 WESTWOOD ONE INC COMMON 961815107 4,380 188,000 SH SOLE 164,100 0 14,300 WEYERHAEUSER CO COMMON 962166104 218,271 3,578,210 SH SOLE 2,519,693 8,410 1,016,857 WHEATON RIVER MINERALS LTD COMMON 962902102 7,405 2,676,100 SH SOLE 2,076,100 0 600,000 WHIRLPOOL CORP COMMON 963320106 6,495 95,421 SH SOLE 70,726 0 24,475 WHOLE FOODS MKT INC COMMON 966837106 19,712 207,717 SH SOLE 160,797 0 46,920 WILLIAMS COS INC COMMON 969457100 12,057 1,014,886 SH SOLE 1,014,886 0 0 CLAYTON WILLIAMS ENERGY INC COMMON 969490101 608 24,800 SH SOLE 17,500 0 7,300 WIND RIVER SYSTEMS INC COMMON 973149107 1,017 88,400 SH SOLE 55,000 0 33,400 WINN-DIXIE STORES INC COMMON 974280109 2,789 394,490 SH SOLE 280,490 0 114,000 WINSTON HOTELS INC COMMON 97563A102 1,281 125,200 SH SOLE 94,900 0 30,300 WISCONSIN ENERGY CORP COMMON 976657106 5,601 174,220 SH SOLE 168,920 0 5,300 WOODWARD GOVERNOR CO COMMON 980745103 4,501 61,100 SH SOLE 43,100 0 18,000 WORLD ACCEPTANCE CORP COMMON 981419104 1,195 66,100 SH SOLE 48,000 0 18,100 WORLD FUEL SERVICES CORP COMMON 981475106 1,944 42,900 SH SOLE 26,600 0 16,300 WORLD WRESTLING ENTERTAINMENT COMMON 98156Q108 628 50,200 SH SOLE 31,400 0 18,800 WORTHINGTON INDUSTRIES COMMON 981811102 2,742 136,104 SH SOLE 120,604 0 9,300 WRIGLEY (WM) JR CO COMMON 982526105 2,006 32,044 SH SOLE 25,181 0 6,863 WYETH COMMON 983024100 62,063 1,712,094 SH SOLE 1,350,035 0 360,619 WYNN RESORTS LTD COMMON 983134107 15,250 389,723 SH SOLE 335,823 0 53,900 XL CAPITAL LTD CVT (XL) 0.0 05 CONVERT 98372PAB4 11,994 18,925,000 SH SOLE 3,000,000 0 15,925,000 XM SATELLITE RADIO COMMON 983759101 27 1,000 SH SOLE 1,000 0 0 XTO ENERGY INC COMMON 98385X106 7,376 254,331 SH SOLE 236,331 0 18,000 XCEL ENERGY INC COMMON 98389B100 742 43,862 SH SOLE 43,862 0 0 XILINX INC COMMON 983919101 99,420 3,032,943 SH SOLE 2,648,103 0 351,440 XEROX CORP COMMON 984121103 3,733 259,395 SH SOLE 246,395 0 13,000 YAHOO INC COMMON 984332106 181,889 5,145,383 SH SOLE 4,569,383 0 539,900 YANKEE CANDLE INC COMMON 984757104 2,427 83,300 SH SOLE 53,700 0 29,600 YORK INTERNATIONAL CORP COMMON 986670107 258 6,465 SH SOLE 4,400 0 2,065 YOUNG BROADCASTING INC CL A COMMON 987434107 2,646 200,000 SH SOLE 140,500 0 59,500 YUM! BRANDS INC COMMON 988498101 11,906 319,797 SH SOLE 263,597 0 56,200

MARKET VALUE SECURITY TITLE OF (000'S) PAR SH/ PUT/ INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP USD VALUE PRN CALL DISCRETION MGR SOLE SHARED NONE ZALE CORP COMMON 988858106 20,044 754,100 SH SOLE 574,600 0 171,700 ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 51,122 591,010 SH SOLE 552,210 0 38,800 ZIMMER HOLDINGS INC COMMON 98956P102 125,673 1,442,696 SH SOLE 1,331,974 0 110,722 ZIONS BANCORPORATION COMMON 989701107 28,622 466,682 SH SOLE 458,982 0 7,700 ZORAN CORP COMMON 98975F101 8,626 468,800 SH SOLE 410,200 0 58,600 ZWEIG TOTAL RETURN FUND INC - COMMON 989837109 14 2,751 PRN SOLE 0 0 2,751 ZYMOGENETICS INC COMMON 98985T109 278 15,300 SH SOLE 15,300 0 0 DEUTSCHE BANK AG COMMON D18190898 22,786 288,495 SH SOLE 267,482 0 21,013 ACE LTD COMMON G0070K103 30,355 719,495 SH SOLE 565,645 0 151,850 AMDOCS LTD COMMON G02602103 68,234 2,875,452 SH SOLE 2,602,912 0 272,540 ACCENTURE LTD CL A COMMON G1150G111 6,670 245,600 SH SOLE 245,600 0 0 BUNGE LIMITED COMMON G16962105 14,012 366,800 SH SOLE 322,000 0 44,800 COOPER INDUSTRIES INC COMMON G24182100 623 10,622 SH SOLE 10,522 0 100 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 10,371 298,100 SH SOLE 298,100 0 0 FRESH DEL MONTE PRODUCE INC COMMON G36738105 33 1,300 SH SOLE 1,300 0 0 INGERSOLL-RAND CO CL A COMMON G4776G101 345,077 5,122,873 SH SOLE 3,442,913 14,250 1,628,320 MARVELL TECHNOLOGY COMMON G5876H105 27,709 1,066,160 SH SOLE 934,100 0 132,060 NABORS INDS LTD COMMON G6359F103 36,512 814,096 SH SOLE 767,696 0 46,400 NOBLE CORP COMMON G65422100 1,219 32,756 SH SOLE 32,756 0 0 SEAGATE TECHNOLOGY COMMON G7945J104 14,856 1,060,379 SH SOLE 755,799 0 304,580 SHIP FINANCE INTL LTD COMMON G81075106 54 3,614 SH SOLE 3,614 0 0 TRANSOCEAN INC COMMON G90078109 3,090 110,031 SH SOLE 110,031 0 0 WEATHERFORD INTL LTD COMMON G95089101 27,791 624,646 SH SOLE 590,446 0 34,200 XL CAPITAL LIMITED CL A COMMON G98255105 1,814 24,213 SH SOLE 24,213 0 0 ALCON INC COMMON H01301102 49,914 648,240 SH SOLE 637,550 0 10,690 UBS AG COMMON H8920M855 25,404 358,403 SH SOLE 358,403 0 0 CHECK POINT SOFTWARE TECH LTD COMMON M22465104 85,078 3,152,200 SH SOLE 2,962,900 0 189,300 TARO PHARMACEUTICAL INDUSTRY COMMON M8737E108 124 2,800 SH SOLE 2,800 0 0 ASML HOLDING NV ADR COMMON N07059111 12,956 761,683 SH SOLE 761,683 0 0 QIAGEN NV COMMON N72482107 879 74,456 SH SOLE 74,456 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 47,994 1,093,267 SH SOLE 1,023,067 0 70,200 FLEXTRONICS INTL LTD COMMON Y2573F102 22,969 1,437,336 SH SOLE 1,269,636 0 167,700 GRAND TOTAL 49,336,783 ,299,864,013 1,040,095 1,194,758,522

Total Entries 1726 Report Name: 1New13F SOLE Run Date: 08/11/04