13F-HR 1 g91944be13fvhr.txt INVESCO INSTITUTIONAL (NA), 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: September 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: /s/ Jeffrey Kupor Atlanta, Georgia 11/15/04 ----------------------- --------------------- --------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDING REPORT. [ ] 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: 1747 Form 13F Information Table Value Total: 42,490,219 List of Other Included Managers: No. 13F File Number Name 13F Filing Report Filter 01: Legal Unit HLD:13F INV NA Page 1 As of Date: 09/30/04 Report Name: 1New13F SOLE

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- ABC BANCORP COMMON 000400101 639 31700 SH SOLE 22000 0 9700 ADC TELECOMMUNICATIONS INC COMMON 000886101 161 89095 SH SOLE 89095 0 0 ABN AMRO HOLDING NV ADR COMMON 000937102 18177 798641 SH SOLE 770354 0 28287 AEW REAL ESTATE INCOME FUND CF COMMON 00104H107 2458 143100 SH SOLE 143100 0 0 AFLAC INC COMMON 001055102 8393 214044 SH SOLE 213999 0 45 AES CORPORATION COMMON 00130H105 1976 197772 SH SOLE 184172 0 13600 AK STEEL HOLDING CORP COMMON 001547108 57 7000 SH SOLE 2800 0 4200 AMB PROPERTY CORP COMMON 00163T109 5596 151165 SH SOLE 148600 0 2565 AMLI RESIDENTIAL PROPERTIES COMMON 001735109 6608 216300 SH SOLE 216300 0 0 AMN HEALTHCARE SERVICE COMMON 001744101 2161 180800 SH SOLE 136400 0 44400 AMR CORP/DEL COMMON 001765106 2515 343100 SH SOLE 291000 0 31700 ATI TECHNOLOGIES INC COMMON 001941103 13544 883500 SH SOLE 816800 0 66700 AT&T CORP COMMON 001957505 32092 2241050 SH SOLE 2064147 0 159048 AT&T WIRELESS SVCS INC COMMON 00209A106 21525 1456382 SH SOLE 1210222 0 246160 AVX CORP COMMON 002444107 1564 132000 SH SOLE 128100 0 3900 ABBOTT LABORATORIES COMMON 002824100 166976 3941837 SH SOLE 3407372 0 532965 ABER DIAMOND CORP COMMON 002893105 4819 140000 SH SOLE 140000 0 0 ABERCROMBIE & FITCH CO CL A COMMON 002896207 539 17100 SH SOLE 0 0 17100 ABLE LABORATORIES INC COMMON 00371N407 4292 224000 SH SOLE 0 0 224000 ACADIA REALTY TRUST COMMON 004239109 5098 345600 SH SOLE 265600 0 80000 ACCREDITED HOME LENDERS COMMON 00437P107 50 1300 SH SOLE 1300 0 0 ACCREDO HEALTH INC COMMON 00437V104 2538 107700 SH SOLE 87100 0 20600 ACE CASH EXPRESS INC COMMON 004403101 208 8000 SH SOLE 8000 0 0 ACETO CORP COMMON 004446100 360 25000 SH SOLE 15300 0 9700 ACUITY BRANDS INC COMMON 00508Y102 585 24600 SH SOLE 24600 0 0 ACXIOM CORP COMMON 005125109 731 30800 SH SOLE 30800 0 0 ADAPTEC INC COMMON 00651F108 2952 388400 SH SOLE 261900 0 126500 ADMINISTAFF INC COMMON 007094105 2148 183600 SH SOLE 111800 0 71800 ADOBE SYSTEMS INC COMMON 00724F101 2907 58755 SH SOLE 56055 0 2700 ADOLOR CORPORATION COMMON 00724X102 146 13000 SH SOLE 13000 0 0 ADTRAN INC COMMON 00738A106 10246 451770 SH SOLE 380100 0 71670 ADVANCE AUTO PARTS COMMON 00751Y106 495 14400 SH SOLE 0 0 14400

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- ADVANCED FIBRE COMMUNICATION COMMON 00754A105 65 4100 SH SOLE 4100 0 0 ADVANCED MEDICAL OPTICS COMMON 00763M108 19409 490501 SH SOLE 300700 0 189800 AEROFLEX INC COMMON 007768104 9139 864600 SH SOLE 736780 0 127820 AEROGEN INC COMMON 007779309 42 18979 SH SOLE 18979 0 0 AEROPOSTALE INC COMMON 007865108 11664 445200 SH SOLE 348250 0 83150 ADVANCED MICRO DEVICES COMMON 007903107 507 39034 SH SOLE 39034 0 0 AEGON NV AMER REG SHR COMMON 007924103 36396 3369993 SH SOLE 3254244 0 115749 AETNA US HEALTHCARE INC -NEW COMMON 00817Y108 70481 705306 SH SOLE 580006 0 125300 AFFILIATED COMPUTER SVCS CL A COMMON 008190100 10507 188738 SH SOLE 171238 0 17500 AFFILIATED MANAGERS GROUP COMMON 008252108 9470 176875 SH SOLE 148375 0 28500 AFFYMETRIX INC COMMON 00826T108 11940 388800 SH SOLE 330600 0 37300 AFFORDABLE RESIDENTIAL COMMU COMMON 008273104 676 46295 SH SOLE 46295 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 5420 251259 SH SOLE 240859 0 10400 AGILE SOFTWARE CORP DE COMMON 00846X105 3304 416600 SH SOLE 320800 0 95800 AGNICO-EAGLE MINES LTD COMMON 008474108 5655 396000 SH SOLE 300000 0 96000 AGILYSYS INC COMMON 00847J105 3005 173800 SH SOLE 117600 0 56200 AGREE REALTY CORP COMMON 008492100 193 6800 SH SOLE 6800 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 221461 4072463 SH SOLE 2984880 550 1055363 AIRGAS INC COMMON 009363102 8641 359000 SH SOLE 308400 0 50600 AKAMAI TECHNOLOGIES COMMON 00971T101 7590 540200 SH SOLE 384400 0 155800 ALAMOSA HOLDINGS INC COMMON 011589108 6979 913500 SH SOLE 677400 0 236100 ALBANY MOLECULAR RESEARCH COMMON 012423109 2172 226200 SH SOLE 143600 0 82600 ALBERTO CULVER CO CL B COMMON 013068101 435 10001 SH SOLE 10001 0 0 ALBERTSON'S INC COMMON 013104104 9999 417834 SH SOLE 383134 0 30000 ALCAN INC COMMON 013716105 1076 22500 SH SOLE 22500 0 0 ALCOA INC COMMON 013817101 173045 5151679 SH SOLE 3801268 810 1302901 ALDERWOODS GROUP INC COMMON 014383103 4008 407700 SH SOLE 288700 0 119000 ALEXANDER'S INC COMMON 014752109 139 700 SH SOLE 700 0 0 ALEXANDRIA REAL EST EQUITIES COMMON 015271109 79619 1211494 SH SOLE 887153 0 319441 ALIGN TECHNOLOGY INC COMMON 016255101 12873 842471 SH SOLE 593700 0 248771 ALLEGHENY ENERGY INC COMMON 017361106 242 15139 SH SOLE 15139 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 7224 395827 SH SOLE 336127 0 59700

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- ALLERGAN INC COMMON 018490102 29252 403191 SH SOLE 327731 0 75460 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 653 16100 SH SOLE 0 0 16100 ALLIED WASTE INDUSTRIES INC COMMON 019589308 310 35070 SH SOLE 35070 0 0 ALLSTATE CORP COMMON 020002101 211887 4415234 SH SOLE 4104319 0 259715 ALLTEL CORP COMMON 020039103 29806 542819 SH SOLE 509619 0 30500 ALNYLAM PHARMACEUTICALS INC COMMON 02043Q107 1968 341700 SH SOLE 286700 0 55000 ALTERA CORPORATION COMMON 021441100 237524 12137129 SH SOLE 9538466 1080 2467533 ALTRIA GROUP INC COMMON 02209S103 79688 1694058 SH SOLE 1574683 0 110355 ALZA CORP (JNJ) CVT 0.0 07-28- CONVERT 02261WAB5 30370 39250000 SH SOLE 5825000 0 33425000 AMAZON.COM INC COMMON 023135106 25 600 SH SOLE 600 0 0 AMAZON.COM INC(AMZN) CVT 4.75 CONVERT 023135AF3 3 3000 SH SOLE 3000 0 0 AMBAC FINANCIAL GROUP INC COMMON 023139108 21763 272208 SH SOLE 247917 0 22996 AMBASSADORS GROUP INC COMMON 023177108 324 12000 SH SOLE 7300 0 4700 AMERADA HESS CORP COMMON 023551104 1920 21569 SH SOLE 20189 0 1380 AMEREN CORPORATION COMMON 023608102 9871 213887 SH SOLE 213887 0 0 AMERICA MOVIL- SERIES L ADR COMMON 02364W105 11393 291911 SH SOLE 170761 0 121150 AMERICA WEST HOLDINGS CORP CL COMMON 023657208 1784 330300 SH SOLE 230800 0 99500 AMCORE FINANCIAL INC COMMON 023912108 1257 44300 SH SOLE 33400 0 10900 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 22 740 SH SOLE 500 0 240 AMERICAN AXLE CVT(AXL) 144A 2. CONVERT 024061AA1 7629 8500000 SH SOLE 1275000 0 7225000 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 11609 625500 SH SOLE 625500 0 0 AMERICAN CAPITAL STRATEGIES COMMON 024937104 9698 309435 SH SOLE 309435 0 0 AMERICAN ELECTRIC POWER COMMON 025537101 10031 313868 SH SOLE 306843 0 7025 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 4592 124600 SH SOLE 108200 0 10000 AMERICAN EXPRESS COMPANY COMMON 025816109 65525 1273311 SH SOLE 1247511 0 25800 AMERICAN FINANCIAL GROUP INC COMMON 025932104 81 2700 SH SOLE 2700 0 0 AMERICAN FINCVT(AFG) 144A 1.48 CONVERT 025932AC8 5775 13875000 SH SOLE 2150000 0 11725000 AMERICAN FIN CVT(AFG) 1.486 6- CONVERT 025932AD6 1457 3500000 SH SOLE 350000 0 3150000 AMERICAN FINANCIAL REALTY TR COMMON 02607P305 41526 2942989 SH SOLE 2415320 0 519569 AMERICAN GREETINGS CORP CL A COMMON 026375105 10 400 SH SOLE 400 0 0 AMERICAN INTERNATIONAL GROUP COMMON 026874107 143093 2104616 SH SOLE 2044576 0 59185 AMERICAN INTL GRP(AIG) CVT 0.5 CONVERT 026874AN7 25936 27175000 SH SOLE 3750000 0 23425000 AMERICAN POWER CONVERSION COMMON 029066107 425 24468 SH SOLE 24468 0 0 AMERICAN STANDARD COMPANIES COMMON 029712106 4379 112537 SH SOLE 112537 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- AMERICAN TOWER CORP CL A COMMON 029912201 14674 955960 SH SOLE 715200 0 240760 AMERICANWEST BANCORPORATION COMMON 03058P109 404 21410 SH SOLE 15250 0 6160 AMERUS GROUP CO COMMON 03072M108 1501 36600 SH SOLE 33200 0 3400 AMERISOURCEBERGEN CORP COMMON 03073E105 1768 32923 SH SOLE 32923 0 0 AMGEN INC COMMON 031162100 254505 4479931 SH SOLE 3514108 370 944343 AMGEN INC CVT (AMGN) 0.0 03-01 CONVERT 031162AE0 25587 35050000 SH SOLE 5500000 0 29550000 AMPHENOL CORP CL A COMMON 032095101 10460 305318 SH SOLE 252118 0 53200 AMSOUTH BANCORPORATION COMMON 032165102 8296 339983 SH SOLE 308483 0 22700 ANADARKO PETROLEUM CORP COMMON 032511107 14938 225103 SH SOLE 208816 0 15642 ANALOG DEVICES COMMON 032654105 68094 1755911 SH SOLE 1625411 0 110000 ANAREN INC COMMON 032744104 2829 210200 SH SOLE 138100 0 72100 ANDREW CORP COMMON 034425108 216 17617 SH SOLE 17617 0 0 ANDRX GROUP COMMON 034553107 7978 356800 SH SOLE 310100 0 32400 ANGELICA CORP COMMON 034663104 1717 69000 SH SOLE 45100 0 23900 ANGLO AMERICAN PLC ADR COMMON 03485P102 14434 595205 SH SOLE 591579 0 3626 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 7648 377300 SH SOLE 327000 0 50300 ANGLOGOLD ASHANTI LTD ADR COMMON 035128206 2614 67200 SH SOLE 54000 0 13200 ANHEUSER-BUSCH COS INC COMMON 035229103 31734 635313 SH SOLE 573458 0 61855 ANIMAS CORP COMMON 03525Y105 158 9800 SH SOLE 9800 0 0 ANIXTER INTERNATIONAL INC COMMON 035290105 1193 34000 SH SOLE 21600 0 12400 ANNTAYLOR STORES CORP COMMON 036115103 1748 74700 SH SOLE 65900 0 8800 ANSOFT CORP COMMON 036384105 388 24400 SH SOLE 14800 0 9600 ANSYS INC COMMON 03662Q105 3919 78800 SH SOLE 51800 0 27000 ANTHEM INC COMMON 03674B104 62635 717878 SH SOLE 609708 0 108170 AON CORP COMMON 037389103 1209 42063 SH SOLE 41338 0 725 APACHE CORP COMMON 037411105 27934 557446 SH SOLE 490874 0 60972 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 4903 140983 SH SOLE 139293 0 1690 APOLLO GROUP INC CL A COMMON 037604105 39662 540572 SH SOLE 433986 0 100116 APOLLO GOLD CORP COMMON 03761E102 1221 1500000 SH SOLE 1200000 0 300000 APPLE COMPUTER INC COMMON 037833100 65750 1696770 SH SOLE 1549479 0 147291 APPLEBEE'S INTL INC COMMON 037899101 561 22200 SH SOLE 20000 0 2200 APPLERA CORP-APPLIED BIOSYSTEM COMMON 038020103 4725 250383 SH SOLE 238183 0 12200 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 5840 163400 SH SOLE 109300 0 54100 APPLIED MATERIALS INC COMMON 038222105 163493 9914647 SH SOLE 7751753 1360 2083494

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- APPLIED MICRO CIRCUITS CORP COMMON 03822W109 1030 329116 SH SOLE 36316 0 292800 APPLIED SIGNAL TECHNOLOGY COMMON 038237103 1635 51100 SH SOLE 31300 0 19800 AQUA AMERICA INC COMMON 03836W103 5175 234050 SH SOLE 234050 0 0 AQUANTIVE INC COMMON 03839G105 1255 130100 SH SOLE 79700 0 50400 ARBITRON INC COMMON 03875Q108 0 0 SH SOLE 0 0 0 ARBOR REALTY TRUST INC COMMON 038923108 95 4300 SH SOLE 4300 0 0 ARCH CHEMICALS INC COMMON 03937R102 68 2400 SH SOLE 2400 0 0 ARCH COAL INC COMMON 039380100 7882 222100 SH SOLE 192000 0 30100 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 27025 1591591 SH SOLE 1426791 0 143700 ARCHSTONE-SMITH TRUST COMMON 039583109 120454 3807012 SH SOLE 2880074 0 912038 ARCTIC CAT INC COMMON 039670104 501 19300 SH SOLE 13900 0 5400 ARDEN REALTY INC COMMON 039793104 40120 1231415 SH SOLE 1231415 0 0 ARMOR HOLDINGS INC COMMON 042260109 300 7200 SH SOLE 7200 0 0 ARRIS GROUP INC COMMON 04269Q100 6543 1253400 SH SOLE 1091500 0 161900 ARRAY BIOPHARMA INC COMMON 04269X105 471 67400 SH SOLE 50000 0 17400 ARROW ELECTRONICS INC COMMON 042735100 88 3900 SH SOLE 3900 0 0 ARTESYN TECHNOLOGIES INC COMMON 043127109 1942 194600 SH SOLE 134300 0 60300 ARTHROCARE CORP COMMON 043136100 6285 214595 SH SOLE 177865 0 36730 ASBURY AUTOMOTIVE GROUP COMMON 043436104 5 400 SH SOLE 400 0 0 ASHLAND INC COMMON 044204105 436 7780 SH SOLE 7780 0 0 ASK JEEVES INC COMMON 045174109 484 14800 SH SOLE 0 0 14800 ASPECT COMMUNICATIONS CORP COMMON 04523Q102 1957 197100 SH SOLE 131400 0 65700 ASSET ACCEPTANCE CAPITAL CORP COMMON 04543P100 183 10800 SH SOLE 10800 0 0 ASSOCIATED BANC CORP COMMON 045487105 184 5750 SH SOLE 5750 0 0 ASSOCIATED ESTATES REALTY CORP COMMON 045604105 1100 110100 SH SOLE 81900 0 28200 ASTEC INDUSTRIES INC COMMON 046224101 1889 98800 SH SOLE 72000 0 26800 ASTORIA FINANCIAL CORP COMMON 046265104 6566 185000 SH SOLE 177800 0 7200 ASTRAZENECA PLC ADR COMMON 046353108 34097 829010 SH SOLE 712310 0 116700 ATHEROGENICS INC COMMON 047439104 824 25000 SH SOLE 14800 0 10200 ATMEL CORP COMMON 049513104 2244 619800 SH SOLE 527600 0 62800 ATWOOD OCEANICS INC COMMON 050095108 43 900 SH SOLE 700 0 200 AUTODESK INC COMMON 052769106 608 12505 SH SOLE 12505 0 0 AUTOLIV INC COMMON 052800109 13619 337100 SH SOLE 309100 0 19800 AUTOMATIC DATA PROCESSING COMMON 053015103 35671 863297 SH SOLE 793797 0 69500

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- AUTOMATIC DATA PROC(AUD)CVT 0. CONVERT 053015AC7 20473 19111000 SH SOLE 2825000 0 16286000 AUTONATION INC COMMON 05329W102 502 29386 SH SOLE 29386 0 0 AUTOZONE INC COMMON 053332102 59670 772427 SH SOLE 689527 0 67400 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 1155 135400 SH SOLE 111900 0 23500 AVALONBAY COMMUNITIES INC COMMON 053484101 73913 1227386 SH SOLE 901403 0 320983 AVAYA INC COMMON 053499109 27509 1973407 SH SOLE 1624347 0 349060 AVERY DENNISON CORP COMMON 053611109 799 12148 SH SOLE 12148 0 0 AVIALL INC COMMON 05366B102 5198 254800 SH SOLE 211000 0 43800 AVID TECHNOLOGY INC COMMON 05367P100 7223 154100 SH SOLE 127200 0 26900 AVISTA CORP COMMON 05379B107 8898 491600 SH SOLE 335100 0 156500 AVNET INC COMMON 053807103 587 34300 SH SOLE 34300 0 0 AVON PRODUCTS INC COMMON 054303102 3077 70439 SH SOLE 69039 0 1400 AXA ADR COMMON 054536107 7 338 SH SOLE 338 0 0 AXCELIS TECHNOLOGIES COMMON 054540109 806 97300 SH SOLE 60300 0 37000 BB&T CORPORATION COMMON 054937107 2423 61044 SH SOLE 61044 0 0 BASF AG ADR COMMON 055262505 49857 845759 SH SOLE 818010 0 27749 BCE INC COMMON 05534B109 23010 1062802 SH SOLE 1027356 0 35446 BHP BILLITON PLC-ADR COMMON 05545E209 2 80 SH SOLE 80 0 0 BJ SERVICES CO COMMON 055482103 44864 856022 SH SOLE 735522 0 95600 BJS WHOLESALE CLUB INC COMMON 05548J106 1416 51778 SH SOLE 9578 0 42200 BP PLC ADR COMMON 055622104 67885 1179986 SH SOLE 1114573 0 65413 BRT REALTY TRUST COMMON 055645303 792 36600 SH SOLE 24400 0 12200 BRE PROPERTIES CL A COMMON 05564E106 57364 1495809 SH SOLE 1104269 0 385540 BMC SOFTWARE INC COMMON 055921100 20237 1280022 SH SOLE 1134494 0 106728 BAKER HUGHES INC COMMON 057224107 20837 476593 SH SOLE 405593 0 62900 BALL CORP COMMON 058498106 4523 120834 SH SOLE 104434 0 10100 BANCFIRST CORP COMMON 05945F103 442 6900 SH SOLE 5200 0 1700 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 427 7700 SH SOLE 7700 0 0 BANCORPSOUTH INC COMMON 059692103 1692 73600 SH SOLE 44500 0 29100 BANDAG INC COMMON 059815100 1489 34000 SH SOLE 26200 0 7800 BANK OF AMERICA CORP COMMON 060505104 254148 5865405 SH SOLE 5560085 0 276820 BANK OF GRANITE CORP COMMON 062401104 68 3500 SH SOLE 3500 0 0 BANK OF HAWAII CORP COMMON 062540109 4375 92600 SH SOLE 92600 0 0 BANK OF MONTREAL COMMON 063671101 1358 31100 SH SOLE 31100 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- BANK OF NEW YORK CO INC COMMON 064057102 229500 7867686 SH SOLE 6215993 890 1598103 BANK OF NOVA SCOTIA COMMON 064149107 1541 52700 SH SOLE 52700 0 0 BANKNORTH GROUP INC COMMON 06646R107 1118 31940 SH SOLE 31940 0 0 BANNER CORPORATION COMMON 06652V109 129 4400 SH SOLE 4400 0 0 BARD (C.R.) INC COMMON 067383109 24359 430140 SH SOLE 427840 0 2300 BARCLAYS PLC ADR COMMON 06738E204 7 176 SH SOLE 176 0 0 BARNES & NOBLE INC COMMON 067774109 5957 161000 SH SOLE 140400 0 12700 BARRICK GOLD CORP COMMON 067901108 8391 398800 SH SOLE 318800 0 80000 BARR PHARMACEUTICALS INC COMMON 068306109 10643 256886 SH SOLE 231148 0 25738 BAUSCH & LOMB INC COMMON 071707103 18668 280933 SH SOLE 252733 0 23600 BAXTER INTERNATIONAL INC COMMON 071813109 77901 2422309 SH SOLE 2106909 0 315400 BE AEROSPACE INC COMMON 073302101 1496 164400 SH SOLE 102200 0 62200 BEA SYSTEMS INC COMMON 073325102 3537 511800 SH SOLE 435800 0 46500 BEAR STEARNS COMPANIES INC COMMON 073902108 108504 1128257 SH SOLE 1029614 0 83953 BECKMAN COULTER INC COMMON 075811109 1 14 SH SOLE 14 0 0 BECTON DICKINSON & CO COMMON 075887109 96446 1865485 SH SOLE 1701485 0 146400 BED BATH & BEYOND INC COMMON 075896100 146305 3942479 SH SOLE 2763977 590 1146892 BEDFORD PROPERTY INVESTORS COMMON 076446301 1141 37600 SH SOLE 37600 0 0 BEL FUSE INC-CL B COMMON 077347300 701 21200 SH SOLE 14300 0 6900 BELLSOUTH CORP COMMON 079860102 183013 6748274 SH SOLE 5904034 0 773540 BELO CORPORATION COMMON 080555105 10380 460526 SH SOLE 407216 0 53310 BEMIS COMPANY COMMON 081437105 342 12858 SH SOLE 12483 0 375 BENCHMARK ELECTRONICS INC COMMON 08160H101 0 0 SH SOLE 0 0 0 BERKLEY (WR) CORP COMMON 084423102 251 5959 SH SOLE 3912 0 2047 BERKSHIRE HATHAWAY INC CLASS B COMMON 084670207 4594 1600 SH SOLE 1600 0 0 BERKSHIRE HILLS BANCORP INC COMMON 084680107 144 3900 SH SOLE 3900 0 0 BEST BUY COMPANY INC COMMON 086516101 5538 102107 SH SOLE 96407 0 5700 BIG LOTS INC COMMON 089302103 155 12698 SH SOLE 12698 0 0 BIO RAD LABORATORIES CL A COMMON 090572207 3 58 SH SOLE 58 0 0 BIOMET INC COMMON 090613100 23906 509944 SH SOLE 362854 0 147090 BIOGEN IDEC INC COMMON 009062X103 99117 1620361 SH SOLE 1479141 0 141220 BIOMED REALTY TRUST INC COMMON 09063H107 7696 437500 SH SOLE 437500 0 0 BLACK & DECKER CORP COMMON 091797100 46996 606866 SH SOLE 555666 0 43200 BLACK BOX CORPORATION COMMON 091826107 4234 114600 SH SOLE 79800 0 34800

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- BLOCK H & R INC COMMON 093671105 22843 462230 SH SOLE 425843 0 34847 BLOUNT INTERNATIONAL INC COMMON 095180105 575 43900 SH SOLE 30200 0 13700 BLUEGREEN CORP COMMON 096231105 92 8300 SH SOLE 8300 0 0 BOEING CO COMMON 097023105 158552 3071525 SH SOLE 2807825 0 235500 BOISE CASCADE CORP COMMON 097383103 469 14092 SH SOLE 14092 0 0 BON-TON STORES COMMON 09776J101 451 37000 SH SOLE 27600 0 9400 BONE CARE INTERNATIONAL INC COMMON 098072101 3757 154600 SH SOLE 127200 0 27400 BORDERS GROUP INC COMMON 099709107 6721 271000 SH SOLE 239200 0 21500 BOSTON BEER COMPANY INC CL A COMMON 100557107 3324 131900 SH SOLE 95500 0 36400 BOSTON COMMUNICATIONS GROUP COMMON 100582105 574 65500 SH SOLE 39800 0 25700 BOSTON PROPERTIES INC COMMON 101121101 213459 3853739 SH SOLE 2802980 0 1034759 BOSTON SCIENTIFIC CORP COMMON 101137107 232816 5859958 SH SOLE 4540874 520 1291384 BOYD GAMING CORP COMMON 103304101 6618 235100 SH SOLE 175100 0 60000 BOYKIN LODGING COMPANY COMMON 103430104 198 23500 SH SOLE 23500 0 0 BRANDYWINE REALTY TRUST COMMON 105368203 51720 1816007 SH SOLE 1484853 0 326154 BRASCAN CORPORATION COMMON 10549P606 743 24600 SH SOLE 24600 0 0 BRASIL TELECOM PART SA ADR COMMON 105530109 382 11800 SH SOLE 11800 0 0 BRIGGS & STRATTON COMMON 109043109 5213 64200 SH SOLE 48500 0 15700 BRIGHTPOINT INC COMMON 109473405 2680 155800 SH SOLE 113800 0 42000 THE BRINK'S CO COMMON 109696104 17945 594800 SH SOLE 487400 0 101800 BRISTOL-MYERS SQUIBB CO COMMON 110122108 120183 5077426 SH SOLE 4905627 0 169274 BROADCOM CORP CL A COMMON 111320107 27270 999268 SH SOLE 814098 0 185170 BROOKFIELD HOMES CORP COMMON 112723101 5602 212600 SH SOLE 134400 0 78200 BROOKFIELD PROPERTIES CORP COMMON 112900105 35284 1093725 SH SOLE 747210 0 344015 BROOKSTONE INC COMMON 114537103 1792 94875 SH SOLE 58025 0 36850 BROWN FORMAN CORP CL B COMMON 115637209 611 13346 SH SOLE 13346 0 0 BROWN SHOE COMPANY INC COMMON 115736100 6062 241900 SH SOLE 161500 0 80400 BRUNSWICK CORP COMMON 117043109 926 20243 SH SOLE 20243 0 0 BRUSH ENGINEERED MATERIALS COMMON 117421107 1265 61100 SH SOLE 38600 0 22500 BUCYRUS INTERNATIONAL INC-A COMMON 118759109 2355 70100 SH SOLE 57800 0 12300 BUILDING MATERIAL HOLDING CP COMMON 120113105 1274 46300 SH SOLE 34200 0 12100 BUNGE FINCORPCVT(BG) 144A 3.75 CONVERT 120568AD2 20987 15575000 SH SOLE 2575000 0 13000000 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 63716 1663181 SH SOLE 1532281 0 101800 BURLINGTON RESOURCES INC COMMON 122014103 59191 1450762 SH SOLE 1297962 0 130000

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- C&D TECHNOLOGIES INC COMMON 124661109 4188 220200 SH SOLE 152000 0 68200 CBL & ASSOCIATES PROPERTIES COMMON 124830100 3511 57612 SH SOLE 56007 0 1605 CBRL GROUP INC COMMON 12489V106 17201 476753 SH SOLE 417673 0 56080 CB RICHARD ELLIS GROUP, INC. COMMON 12497T101 4586 198542 SH SOLE 154342 0 44200 C-COR INC COMMON 125010108 973 115200 SH SOLE 70400 0 44800 CDW CORP COMMON 12512N105 16382 282301 SH SOLE 245351 0 36950 CEC ENTERTAINMENT INC COMMON 125137109 14230 387200 SH SOLE 342400 0 31700 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 436 9400 SH SOLE 0 0 9400 CIGNA CORP COMMON 125509109 19776 284018 SH SOLE 266418 0 16700 CIT GROUP INC COMMON 125581108 14283 382000 SH SOLE 361400 0 14400 CKE RESTAURANTS INC COMMON 12561E105 836 75700 SH SOLE 52500 0 23200 CLECO CORPORATION COMMON 12561W105 6829 396100 SH SOLE 265300 0 130800 CMS ENERGY CORP COMMON 125896100 834 87648 SH SOLE 87648 0 0 CSS INDUSTRIES INC COMMON 125906107 885 28600 SH SOLE 20150 0 8450 CNF INC COMMON 12612W104 29 700 SH SOLE 700 0 0 CNET NETWORKS INC COMMON 12613R104 10022 1095300 SH SOLE 983300 0 100800 CSG SYSTEMS INTL INC COMMON 126349109 9 600 SH SOLE 600 0 0 CSX CORP COMMON 126408103 785 23637 SH SOLE 23637 0 0 CT COMMUNICATIONS INC COMMON 126426402 1124 81500 SH SOLE 55300 0 26200 CVS CORP COMMON 126650100 41891 994317 SH SOLE 944937 0 49380 CABLEVISION SYSTEMS CL A COMMON 12686C109 33635 1658513 SH SOLE 1467653 0 190860 CABOT OIL & GAS CORP CL A COMMON 127097103 15719 350100 SH SOLE 243700 0 106400 CADBURY SCHWEPPES PLC ADR COMMON 127209302 46893 1517078 SH SOLE 1470066 0 47012 CAESARS ENTERTAINMENT INC COMMON 127687101 949 56800 SH SOLE 56800 0 0 CALPINE CORPORATION COMMON 131347106 7384 2546227 SH SOLE 2535127 0 11100 CAMBREX CORP COMMON 132011107 2166 98700 SH SOLE 70200 0 28500 CAMBIOR INC COMMON 13201L103 6930 2250000 SH SOLE 1700000 0 550000 CAMDEN NATIONAL CORP COMMON 133034108 880 25500 SH SOLE 17800 0 7700 CAMDEN PROPERTY TRUST COMMON 133131102 4738 102550 SH SOLE 102105 0 445 CAMPBELL SOUP CO COMMON 134429109 3075 116961 SH SOLE 116961 0 0 CAN IMPERIAL BK OF COMMERCE COMMON 136069101 15677 293200 SH SOLE 293200 0 0 CANADIAN NATL RAILWAY CO COMMON 136375102 558 11500 SH SOLE 11500 0 0 CANADIAN NATURAL RESOURCES COMMON 136385101 13463 338000 SH SOLE 300000 0 38000 CANDELA CORP COMMON 136907102 4694 406800 SH SOLE 264100 0 142700

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- CANON INC- SP ADR COMMON 138006309 36021 763805 SH SOLE 739621 0 24184 CAPITAL AUTOMOTIVE REIT COMMON 139733109 667 21325 SH SOLE 21325 0 0 CAPITAL CORP OF THE WEST COMMON 140065103 86 2000 SH SOLE 2000 0 0 CAPITAL CROSSING BANK COMMON 140071101 265 10400 SH SOLE 7900 0 2500 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 53433 723038 SH SOLE 716838 0 6200 CAPITAL TRUST CL A COMMON 14052H506 1149 39500 SH SOLE 29300 0 10200 CAPTARIS INC COMMON 14071N104 84 19800 SH SOLE 19800 0 0 CARBO CERAMICS INC COMMON 140781105 14 200 SH SOLE 200 0 0 CARDINAL HEALTH INC COMMON 14149Y108 12285 280679 SH SOLE 271579 0 9100 CAREER EDUCATION CORP COMMON 141665109 321 11300 SH SOLE 0 0 11300 CAREMARK RX INC COMMON 141705103 31749 989980 SH SOLE 822694 0 167286 CARLISLE COS INC COMMON 142339100 8017 125400 SH SOLE 84200 0 41200 CARNIVAL CORP COMMON 143658300 49075 1037752 SH SOLE 841302 0 196450 CARPENTER TECHNOLOGY COMMON 144285103 2540 53200 SH SOLE 37000 0 16200 CARRAMERICA REALTY CORP COMMON 144418100 74717 2284925 SH SOLE 1706740 0 569385 CARTERS INC COMMON 146229109 2077 75000 SH SOLE 65500 0 9500 CASCADE NATURAL GAS CORP COMMON 147339105 2095 98700 SH SOLE 67000 0 31700 CATELLUS DEVELOPMENT CORP COMMON 149113102 52028 1962580 SH SOLE 1431847 0 522633 CATERPILLAR INC COMMON 149123101 4153 51625 SH SOLE 49695 0 1930 CAVCO INDUSTRIES INC COMMON 149568107 0 0 SH SOLE 0 0 0 CEDAR FAIR LP COMMON 150185106 3432 111977 SH SOLE 103077 0 8900 CEDAR SHOPPING CENTERS INC COMMON 150602209 1395 100000 SH SOLE 100000 0 0 CELESTICA INC COMMON 15101Q108 8607 677700 SH SOLE 613200 0 64500 CELGENE CORP COMMON 151020104 879 15100 SH SOLE 14000 0 0 CEMEX SA ADR COMMON 151290889 281 10000 SH SOLE 10000 0 0 CENDANT CORP COMMON 151313103 22908 1060544 SH SOLE 960949 0 99595 CENTER FINANCIAL CORP COMMON 15146E102 89 4700 SH SOLE 4700 0 0 CENTERPOINT PROPERTIES CORP COMMON 151895109 132616 3043041 SH SOLE 2277903 0 753438 CENTERPOINT ENERGY INC COMMON 15189T107 15822 1527208 SH SOLE 1421516 0 102287 CENTEX CORP COMMON 152312104 70624 1399608 SH SOLE 1264408 0 108900 CENTRAL COAST BANCORP COMMON 153145107 102 5000 SH SOLE 5000 0 0 CENTRAL EURO DISTRIBUTION COMMON 153435102 3569 159752 SH SOLE 159752 0 0 CENTURY ALUMINUM COMPANY COMMON 156431108 4223 152300 SH SOLE 109600 0 42700 CENTURYTEL INC COMMON 156700106 12574 367224 SH SOLE 336431 0 29738

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- CEPHALON INC COMMON 156708109 1538 32100 SH SOLE 25500 0 6600 CERIDIAN CORP-NEW COMMON 156779100 3348 181847 SH SOLE 181847 0 0 CERTEGY INC COMMON 156880106 1306 35092 SH SOLE 35092 0 0 CHARLES RIVER LABORATORIES COMMON 159864107 101 2200 SH SOLE 2200 0 0 CHARMING SHOPPES COMMON 161133103 180 25300 SH SOLE 25300 0 0 CHARTER COMMUNICATIONS INC CL COMMON 16117M107 4992 1876800 SH SOLE 1598800 0 170100 CHATTEM INC COMMON 162456107 5982 185500 SH SOLE 130700 0 54800 CHECKFREE CORP COMMON 162813109 15634 565000 SH SOLE 488100 0 50600 CHECKPOINT SYSTEMS INC COMMON 162825103 799 51300 SH SOLE 31300 0 20000 CHELSEA PROPERTY GROUP INC COMMON 163421100 28496 424677 SH SOLE 420786 0 3891 CHEMED CORP COMMON 16359R103 1 9 SH SOLE 9 0 0 CHESAPEAKE CORP COMMON 165159104 1263 52600 SH SOLE 36100 0 16500 CHEVRONTEXACO CORP COMMON 166764100 81148 1512831 SH SOLE 1403128 0 108493 CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 4513 150500 SH SOLE 112100 0 38400 CHINA UNICOM LTD ADR COMMON 16945R104 0 0 SH SOLE 0 0 0 CHOICE HOTELS INTL INC COMMON 169905106 13113 227700 SH SOLE 158500 0 69200 CHIQUITA BRANDS INTL COMMON 170032809 4438 254900 SH SOLE 182100 0 72800 CHIRON CORP COMMON 170040109 10454 236519 SH SOLE 183065 0 53454 CHIRON CORPCVT(CHIR) 144A 1.62 CONVERT 170040AF6 18889 19250000 SH SOLE 2775000 0 16475000 CHIRON CORP CVT(CHIR) 1.625 08 CONVERT 170040AG4 4416 4500000 SH SOLE 725000 0 3775000 CHUBB CORP COMMON 171232101 12791 182006 SH SOLE 164067 0 17184 CHURCH & DWIGHT CO INC COMMON 171340102 123 4400 SH SOLE 4400 0 0 CHURCHILL DOWNS INC COMMON 171484108 7507 191750 SH SOLE 191750 0 0 CIBER INC COMMON 17163B102 18 2400 SH SOLE 2400 0 0 CIENA CORP COMMON 171779101 193 97585 SH SOLE 97585 0 0 CINCINNATI BELL INC COMMON 171871106 18 5200 SH SOLE 5200 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 848 20580 SH SOLE 19293 0 1287 CINERGY CORP COMMON 172474108 9019 227751 SH SOLE 223501 0 4250 CIRCUIT CITY STORES-CIRCUIT COMMON 172737108 335 21862 SH SOLE 21862 0 0 CIRCOR INTERNATIONAL INC COMMON 17273K109 671 34400 SH SOLE 22500 0 11900 CIRRUS LOGIC INC COMMON 172755100 3365 705400 SH SOLE 431100 0 274300 CISCO SYSTEMS INC COMMON 17275R102 660571 36495657 SH SOLE 29197650 2830 7042397 CITADEL BROADCASTING CORP COMMON 17285T106 1036 80783 SH SOLE 70083 0 10700 CINTAS CORP COMMON 172908105 1499 35646 SH SOLE 18946 0 16700

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- CITIGROUP INC COMMON 172967101 760094 17227868 SH SOLE 14585768 1134 2523915 CITIGROUP CVT(CEXCH) 144A 1.0 CONVERT 173068AA5 31586 32250000 SH SOLE 4800000 0 27450000 CITIZENS COMMUNICATIONS CO COMMON 17453B101 11215 837529 SH SOLE 754649 0 82880 CITRIX SYSTEMS INC COMMON 177376100 4767 272105 SH SOLE 239505 0 24100 CITY HOLDING CO COMMON 177835105 2782 84600 SH SOLE 58000 0 26600 CITY NATIONAL CORP COMMON 178566105 8119 125000 SH SOLE 125000 0 0 CLAIRE'S STORES INC COMMON 179584107 28075 1121200 SH SOLE 895300 0 201600 CLARCOR INC COMMON 179895107 257 5400 SH SOLE 5400 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 70493 2261552 SH SOLE 2051452 0 186300 CLOROX COMPANY COMMON 189054109 5485 102915 SH SOLE 96515 0 6400 CLOSURE MEDICAL CORPORATION COMMON 189093107 894 62800 SH SOLE 44300 0 18500 COACH INC COMMON 189754104 28903 681342 SH SOLE 475772 0 205570 COCA-COLA COMPANY COMMON 191216100 137760 3439701 SH SOLE 1718634 0 1716677 COCA-COLA ENTERPRISES COMMON 191219104 1966 104040 SH SOLE 94965 0 9075 COCA-COLA FEMSA SA DE CV ADR COMMON 191241108 0 0 SH SOLE 0 0 0 COGNEX CORP COMMON 192422103 5379 205300 SH SOLE 169600 0 26500 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 36554 1198100 SH SOLE 1060300 0 137800 COGNOS INC COMMON 19244C109 12212 343800 SH SOLE 343800 0 0 COHERENT INC COMMON 192479103 5237 201900 SH SOLE 129600 0 72300 COHEN & STEERS REIT UTI & IN C COMMON 19247Y108 0 6 SH SOLE 6 0 0 COLDWATER CREEK INC COMMON 193068103 15 700 SH SOLE 700 0 0 COLGATE-PALMOLIVE CO COMMON 194162103 13119 290367 SH SOLE 268331 0 21046 COLONIAL PROPERTIES TRUST COMMON 195872106 34303 852878 SH SOLE 852878 0 0 COLUMBIA BANKING SYSTEM INC COMMON 197236102 2008 84390 SH SOLE 58035 0 26355 COLUMBIA SPORTSWEAR CO COMMON 198516106 6169 113200 SH SOLE 99100 0 14100 COMCAST CORP CL A COMMON 20030N101 46646 1651775 SH SOLE 1515135 0 136640 COMERICA INC COMMON 200340107 1233 20769 SH SOLE 20769 0 0 COMMERCE GROUP INC COMMON 200641108 2585 53400 SH SOLE 36700 0 16700 COMMERCIAL FEDERAL CORP COMMON 201647104 5256 194800 SH SOLE 149500 0 45300 COMMERCIAL NET LEASE REALTY COMMON 202218103 29321 1609300 SH SOLE 1609300 0 0 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 11702 268700 SH SOLE 179800 0 88900 COMMSCOPE INC COMMON 203372107 3726 172500 SH SOLE 109400 0 63100 COMMUNITY HEALTH SYSTEMS COMMON 203668108 6142 230200 SH SOLE 188200 0 42000 COMMUNITY TRUST BANCORP INC COMMON 204149108 1233 39660 SH SOLE 27740 0 11920

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- COMPANHIA ENERGETICA DE MINAS COMMON 204409601 378 17800 SH SOLE 17800 0 0 CIA VALE DO RIO DOCE-ADR COMMON 204412209 229 10200 SH SOLE 10200 0 0 COMPANHIA DE BEBIDAS ADR COMMON 20441W203 6176 275710 SH SOLE 244430 0 31280 COMPANIA DE MINAS BUENAVENTURA COMMON 204448104 7838 330000 SH SOLE 250000 0 80000 COMPANIA DE TELECOMUNICS CHILE COMMON 204449300 160 14400 SH SOLE 14400 0 0 COMPASS BANCSHARES INC COMMON 20449H109 5828 133000 SH SOLE 133000 0 0 COMPASS MINERALS INTERNATIONAL COMMON 20451N101 4784 215500 SH SOLE 145600 0 69900 COMPUCREDIT CORP COMMON 20478N100 4649 249700 SH SOLE 177500 0 72200 COMPUTER ASSOCIATES INTL INC COMMON 204912109 38301 1456312 SH SOLE 1353412 0 102900 COMPUTER SCIENCES CORP COMMON 205363104 3260 69207 SH SOLE 64747 0 4460 COMPUWARE CORP COMMON 205638109 4371 848809 SH SOLE 750809 0 65200 COMVERSE TECHNOLOGY INC COMMON 205862402 54911 2916168 SH SOLE 2484898 0 393070 CONAGRA FOODS INC COMMON 205887102 1496 58178 SH SOLE 58178 0 0 CONNECTICS CORP COMMON 208192104 18582 687700 SH SOLE 220900 0 466800 CONOCOPHILLIPS COMMON 20825C104 25727 310522 SH SOLE 285122 0 25400 CONSOL ENERGY INC COMMON 20854P109 11758 337000 SH SOLE 301000 0 36000 CONSOLIDATED EDISON INC COMMON 209115104 1120 26633 SH SOLE 26633 0 0 CONSOLIDATED GRAPHICS INC COMMON 209341106 2678 63913 SH SOLE 43800 0 20113 CONSTELLATION ENERGY GROUP COMMON 210371100 52338 1313714 SH SOLE 1204401 0 89113 CONVERGYS CORP COMMON 212485106 4265 317555 SH SOLE 273355 0 29100 PEPSICO(CNVTLT)CVT PV 144A 2.0 CONVERT 212573AA7 13984 14125000 SH SOLE 2125000 0 12000000 COOPER CAMERON CORP COMMON 216640102 10945 199587 SH SOLE 177587 0 22000 COOPER COMPANIES INC COMMON 216648402 5265 76800 SH SOLE 65100 0 11700 COOPER TIRE & RUBBER COMMON 216831107 166 8221 SH SOLE 8221 0 0 COORS (ADOLPH) CL B COMMON 217016104 368 5425 SH SOLE 5425 0 0 CORIXA CORP COMMON 21887F100 9 2208 SH SOLE 0 0 2208 CORN PRODUCTS INTL INC COMMON 219023108 9335 202500 SH SOLE 185900 0 10300 CORNERSTONE REALTY INCOME TR COMMON 21922V102 4326 443200 SH SOLE 356600 0 86600 CORNING INC COMMON 219350105 16166 1459066 SH SOLE 1205076 0 253990 CORNING INC CVT (GLW) 3.5 11-0 CONVERT 219350AK1 7285 6200000 SH SOLE 875000 0 5325000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 34969 571021 SH SOLE 437761 0 128060 CORPORATE HIGH YIELD FD III CF COMMON 219925104 0 1 SH SOLE 1 0 0 CORPORATE HIGH YIELD FUND VI C COMMON 219932100 44 3000 SH SOLE 3000 0 0 CORPORATE OFFICE PROPERTIES COMMON 22002T108 1584 61815 SH SOLE 61815 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- CORRECTIONS CORP OF AMERICA COMMON 22025Y407 589 16650 SH SOLE 50 0 16600 CORUS BANCSHARES INC COMMON 220873103 4563 105800 SH SOLE 72200 0 33600 COSTCO WHOLESALE CORP COMMON 22160K105 6882 165797 SH SOLE 154997 0 10800 COSTCO WHOLESALE(COST) CVT 0.0 CONVERT 22160QAC6 31539 33375000 SH SOLE 4725000 0 28650000 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 76846 1950898 SH SOLE 1791098 0 138600 COUSINS PROPERTIES INC COMMON 222795106 19992 582700 SH SOLE 501600 0 81100 COVANCE INC COMMON 222816100 6475 162000 SH SOLE 134500 0 27500 COVANSYS CORPORATION COMMON 22281W103 1916 166000 SH SOLE 111600 0 54400 COVENTRY HEALTH CARE INC COMMON 222862104 103239 1934400 SH SOLE 1708000 0 203200 COX COMMUNICATIONS INC CL A COMMON 224044107 1882 56810 SH SOLE 55790 0 1020 COX RADIO INC CL A COMMON 224051102 618 41400 SH SOLE 35700 0 3300 CRANE CO COMMON 224399105 308 10635 SH SOLE 10635 0 0 CREDIT SUISSE GROUP ADR COMMON 225401108 26879 841553 SH SOLE 811521 0 30032 CREE INC COMMON 225447101 17473 572900 SH SOLE 487500 0 52600 CRESCENT REAL ESTATE EQT CO COMMON 225756105 12989 825200 SH SOLE 825200 0 0 CROWN CASTLE INTL CORP COMMON 228227104 15992 1074710 SH SOLE 949500 0 96010 CROWN HOLDINGS INC COMMON 228368106 218 21100 SH SOLE 21100 0 0 CRT PROPERTIES INC COMMON 22876P109 8556 398900 SH SOLE 336100 0 62800 CISCO SYS(EXCHTR) 144A CVT 0.0 CONVERT 22943BAA7 25147 19550000 SH SOLE 2275000 0 17275000 CUMMINS ENGINE COMMON 231021106 8739 118275 SH SOLE 95975 0 18300 CYBEROPTICS CORP COMMON 232517102 926 60000 SH SOLE 36800 0 23200 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 10072 1139400 SH SOLE 1034400 0 105000 CYTYC CORPORATION COMMON 232946103 3364 139300 SH SOLE 120100 0 19200 DJ ORTHOPEDICS INC COMMON 23325G104 2307 130700 SH SOLE 87300 0 43400 DPL INC COMMON 233293109 578 28100 SH SOLE 28100 0 0 DST SYSTEMS INC COMMON 233326107 22475 505400 SH SOLE 433300 0 72100 DSP GROUP INC COMMON 23332B106 1728 82100 SH SOLE 50600 0 31500 DTE ENERGY COMPANY COMMON 233331107 3857 91413 SH SOLE 90813 0 600 DADE BEHRING HOLDINGS INC COMMON 23342J206 24638 442200 SH SOLE 353800 0 81000 DANA CORP COMMON 235811106 426 24061 SH SOLE 24061 0 0 DANAHER CORP COMMON 235851102 12259 239051 SH SOLE 216051 0 23000 DARDEN RESTAURANTS INC COMMON 237194105 3205 137422 SH SOLE 123222 0 12000 DAVE & BUSTER'S INC COMMON 23833N104 2834 149300 SH SOLE 102200 0 47100 DAVITA INC COMMON 23918K108 10093 324000 SH SOLE 276000 0 42400

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- DECKERS OUTDOORS CORP COMMON 243537107 82 2400 SH SOLE 1700 0 700 DECODE GENETICS INC COMMON 243586104 20 2700 SH SOLE 1100 0 1600 DEERE & CO COMMON 244199105 221949 3438411 SH SOLE 2647722 380 754479 DEL MONTE FOODS CO COMMON 24522P103 0 0 SH SOLE 0 0 0 DELL INC COMMON 24702R101 381540 10717410 SH SOLE 8307808 1140 2342892 DELPHI CORP COMMON 247126105 767 82548 SH SOLE 74923 0 7625 DELTA AIR LINES INC COMMON 247361108 46 13878 SH SOLE 13878 0 0 DELUXE CORP COMMON 248019101 9721 236977 SH SOLE 217849 0 18343 DENDRITE INTERNATIONAL INC COMMON 248239105 12141 753179 SH SOLE 569900 0 183279 DEPARTMENT 56 INC COMMON 249509100 921 56500 SH SOLE 41500 0 15000 DEVELOPERS DIVERS REALTY CRP COMMON 251591103 161239 4118487 SH SOLE 2932013 0 1168374 DEVON ENERGY CORPORATION COMMON 25179M103 30013 422653 SH SOLE 387441 0 34657 DIAGEO PLC ADR COMMON 25243Q205 47863 949102 SH SOLE 917277 0 31825 DIAMOND OFFSHORE DRILLING COMMON 25271C102 14 433 SH SOLE 433 0 0 DIAMONDCLUSTER INTL INC CL A COMMON 25278P106 52 4300 SH SOLE 1700 0 2600 DICKS SPORTING GOODS INC COMMON 253393102 14348 402800 SH SOLE 341300 0 37800 DIEBOLD INC COMMON 253651103 996 21324 SH SOLE 21324 0 0 DIGI INTERNATIONAL INC COMMON 253798102 2158 188800 SH SOLE 125800 0 63000 DIGITAL RIVER INC COMMON 25388B104 9 300 SH SOLE 300 0 0 DIGITAS INC COMMON 25388K104 367 47500 SH SOLE 29200 0 18300 DIME COMMUNITY BANCSHARES COMMON 253922108 496 29500 SH SOLE 29500 0 0 DILLARDS INC CL A COMMON 254067101 10398 526763 SH SOLE 427863 0 81000 DIONEX CORP COMMON 254546104 624 11400 SH SOLE 8200 0 3200 DIRECTV GROUP INC/THE COMMON 25459L106 3408 193728 SH SOLE 169970 0 23758 DISCOVERY PARTNERS INTL COMMON 254675101 42 8679 SH SOLE 0 0 8679 THE WALT DISNEY CO COMMON 254687106 147342 6534012 SH SOLE 5981817 0 503795 WALT DISNEY CO CVT(DIS) 2.125 CONVERT 254687AU0 20987 20450000 SH SOLE 3000000 0 17450000 DITECH COMMUNICATIONS CORP COMMON 25500M103 5074 226600 SH SOLE 138200 0 88400 DOLLAR GENERAL COMMON 256669102 1375 68235 SH SOLE 36135 0 32100 DOMINION RESOURCES INC/VA COMMON 25746U109 16591 254265 SH SOLE 254265 0 0 DONNELLEY (R.R.) & SONS CO COMMON 257867101 755 24111 SH SOLE 24111 0 0 DORAL FINANCIAL CORP COMMON 25811P100 8630 208100 SH SOLE 176000 0 19700 DOVER CORP COMMON 260003108 8663 222878 SH SOLE 207098 0 15780 DOW CHEMICAL COMMON 260543103 17146 379496 SH SOLE 357396 0 22100

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- DOW JONES & CO INC COMMON 260561105 364 8970 SH SOLE 8970 0 0 DREMAN/CLAYMORE DVD & INCOME C COMMON 26153R100 0 1 SH SOLE 1 0 0 DREW INDUSTRIES INC COMMON 26168L205 807 22500 SH SOLE 13900 0 8600 DRIL-QUIP COMMON 262037104 1554 69700 SH SOLE 50700 0 19000 DU PONT (E.I.) DE NEMOURS COMMON 263534109 155592 3635337 SH SOLE 2745828 570 855989 DUCOMMUN INC COMMON 264147109 883 39500 SH SOLE 27200 0 12300 DUKE ENERGY CORP COMMON 264399106 2943 128553 SH SOLE 128553 0 0 DUKE REALTY CORP COMMON 264411505 51781 1559678 SH SOLE 1084895 0 467483 DUN & BRADSTREET CORP-NEW COMMON 2.65E+104 5260 89600 SH SOLE 82100 0 7500 DURATEK INC COMMON 26658Q102 1500 84300 SH SOLE 61100 0 23200 DYNEGY INC CL A COMMON 26816Q101 278 55616 SH SOLE 55616 0 0 EGL INC COMMON 268484102 287 9500 SH SOLE 9500 0 0 EMC CORP/MASS COMMON 268648102 242475 21011723 SH SOLE 16631625 2860 4225628 ENSCO INTERNATIONAL INC COMMON 26874Q100 1689 51695 SH SOLE 51695 0 0 ENI SPA ADR COMMON 26874R108 45905 408768 SH SOLE 396182 0 12586 EOG RESOURCES INC COMMON 26875P101 16871 256201 SH SOLE 230201 0 26000 E.ON AG ADR COMMON 268780103 6 82 SH SOLE 82 0 0 ESS TECHNOLOGY COMMON 269151106 1865 272300 SH SOLE 181500 0 90800 E*TRADE FINANCIAL CORPORATION COMMON 269246104 12027 1053122 SH SOLE 1028297 0 24825 EAGLE MATERIALS INC COMMON 26969P108 5747 80600 SH SOLE 55500 0 25100 EAGLE MATERIALS INC B COMMON 26969P207 0 0 SH SOLE 0 0 0 EARTHLINK INC COMMON 270321102 21057 2044400 SH SOLE 1721300 0 279500 EASTGROUP PROPERTIES COMMON 277276101 946 28500 SH SOLE 28500 0 0 EASTMAN CHEMICAL COMPANY COMMON 277432100 3466 72888 SH SOLE 72888 0 0 EASTMAN KODAK CO COMMON 277461109 22198 688962 SH SOLE 611897 0 61265 EASTMANKODAKCVT(EK) 144A 3.375 CONVERT 2774618X0 16380 13000000 SH SOLE 1875000 0 11125000 EATON CORP COMMON 278058102 326991 5156769 SH SOLE 3746964 790 1363595 EATON VANCE CORP COMMON 278265103 6192 153300 SH SOLE 132300 0 21000 EBAY INC COMMON 278642103 300956 3273400 SH SOLE 2522935 330 729965 ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 16761 538591 SH SOLE 447221 0 91370 ECOLAB INC COMMON 278865100 1308 41588 SH SOLE 28288 0 13300 EDISON INTERNATIONAL COMMON 281020107 98751 3725058 SH SOLE 3438558 0 235400 EFUNDS CORP COMMON 28224R101 13 700 SH SOLE 700 0 0 EL PASO CORPORATION COMMON 28336L109 2034 221299 SH SOLE 221299 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- EL PASO ELECTRIC COMPANY COMMON 283677854 1546 96200 SH SOLE 69900 0 26300 ELAN CORP PLC ADR COMMON 284131208 5995 256200 SH SOLE 0 0 256200 ELDORADO GOLD CORP COMMON 284902103 7020 2172000 SH SOLE 1650000 0 522000 ELECTRO RENT CORP COMMON 285218103 464 42000 SH SOLE 28700 0 13300 ELECTRONIC ARTS INC COMMON 285512109 24284 528036 SH SOLE 479996 0 48040 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 11075 571155 SH SOLE 528071 0 41434 ELECTRONICS FOR IMAGING COMMON 286082102 1937 119300 SH SOLE 95400 0 23900 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 1138 134500 SH SOLE 83200 0 51300 EMERSON ELECTRIC CO COMMON 291011104 200490 3239463 SH SOLE 2458679 458 753786 EMMIS COMMUNICATIONS CL A COMMON 291525103 5794 320800 SH SOLE 272500 0 34500 ENCANA CORP COMMON 292505104 21354 461200 SH SOLE 445852 0 15348 ENBRIDGE INC COMMON 29250N105 341 8200 SH SOLE 8200 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 1770 196000 SH SOLE 119900 0 76100 ENDESA ADR COMMON 29258N107 34204 1789828 SH SOLE 1731546 0 58282 ENERGIZER HOLDINGS INC COMMON 29266R108 40374 875790 SH SOLE 795450 0 68840 ENERGY PARTNERS LTD COMMON 29270U105 3098 190300 SH SOLE 116600 0 73700 ENGELHARD CORP COMMON 292845104 3938 138907 SH SOLE 126942 0 11965 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 415 12700 SH SOLE 12700 0 0 ENTERGY CORP COMMON 29364G103 15812 260882 SH SOLE 260882 0 0 ENTERTAINMENT PROPERTIES TR COMMON 29380T105 29643 784200 SH SOLE 713300 0 70900 ENZON PHARMACEUTICALS INC COMMON 293904108 512 32100 SH SOLE 18900 0 13200 ENZO BIOCHEM INC COMMON 294100102 1271 84700 SH SOLE 52700 0 32000 EON LABS INC COMMON 29412E100 404 18600 SH SOLE 12800 0 5800 EQUIFAX INC COMMON 294429105 6738 255600 SH SOLE 238700 0 16900 EQUINIX INC COMMON 29444U502 9 300 SH SOLE 300 0 0 EQUITABLE RESOURCES INC COMMON 294549100 8402 154700 SH SOLE 154700 0 0 EQUITY INNS INC COMMON 294703103 7940 803600 SH SOLE 657900 0 145700 EQUITY OFFICE PROPERTIES TR COMMON 294741103 23337 856408 SH SOLE 854273 0 2135 EQUITY ONE INC COMMON 294752100 2064 105200 SH SOLE 105200 0 0 EQUITY RESIDENTIAL COMMON 29476L107 142249 4588672 SH SOLE 3281853 0 1286819 ERESEARCH TECHNOLOGY INC COMMON 29481V108 5514 413650 SH SOLE 320400 0 93250 ERICSSON (LM) TEL ADR COMMON 294821608 26661 853440 SH SOLE 722890 0 130550 ESSEX PROPERTY TRUST INC COMMON 297178105 109667 1526328 SH SOLE 1137898 0 382530 DELHAIZE LE LION ADR COMMON 29759W101 71864 1136905 SH SOLE 1136905 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- EXCEL TECHNOLOGY INC COMMON 30067T103 253 9800 SH SOLE 6000 0 3800 EXELON CORPORATION COMMON 30161N101 65411 1782797 SH SOLE 1700897 0 73300 EXPRESS SCRIPTS INC-COMMON COMMON 302182100 1507 23071 SH SOLE 8571 0 14500 EXPRESSJET HOLDINGS COMMON 30218U108 10175 1016500 SH SOLE 724100 0 292400 EXTRA SPACE STORAGE INC COMMON 30225T102 14252 1117813 SH SOLE 885466 0 228847 EXTREME NETWORKS INC COMMON 30226D106 5969 1341300 SH SOLE 1130800 0 210500 EXXON MOBIL CORPORATION COMMON 30231G102 482995 9993686 SH SOLE 8630591 0 1304830 FLIR SYSTEMS INC COMMON 302445101 6534 111700 SH SOLE 92100 0 19600 FMC CORP COMMON 302491303 16990 349800 SH SOLE 248600 0 101200 FMC TECHNOLOGIES COM COMMON 30249U101 12441 372475 SH SOLE 337475 0 35000 FPIC INSURANCE GROUP INC COMMON 302563101 1238 47900 SH SOLE 33200 0 14700 FPL GROUP INC COMMON 302571104 43416 635483 SH SOLE 595473 0 36810 FAIR ISAAC CORP COMMON 303250104 9 312 SH SOLE 312 0 0 FAIRCHILD SEMICON INTL CL A COMMON 303726103 3085 217727 SH SOLE 94047 0 123680 FAIRMONT HOTELS & RESORTS COMMON 305204109 29198 1068746 SH SOLE 867359 0 198287 FAMILY DOLLAR STORES COMMON 307000109 1216 44884 SH SOLE 44884 0 0 FASTENAL CO COMMON 311900104 777 13491 SH SOLE 61 0 13430 INTER-TEL INC (CVT FDXEXC) 144 CONVERT 31304GAA0 24438 25000000 SH SOLE 3700000 0 21300000 FREDDIE MAC COMMON 313400301 68792 1054438 SH SOLE 1005868 0 47130 FANNIE MAE COMMON 313586109 389821 6148598 SH SOLE 4903615 546 1197133 FEDERAL REALTY INVS TRUST COMMON 313747206 40253 914842 SH SOLE 670602 0 240540 FEDERAL SIGNAL CORP COMMON 313855108 15 800 SH SOLE 800 0 0 FEDERATED DEPARTMENT STORES COMMON 31410H101 89889 1978632 SH SOLE 1785007 0 155725 FEDERATED INVESTORS INC CL B COMMON 314211103 340 11949 SH SOLE 11949 0 0 FEDEX CORPORATION COMMON 31428X106 26776 312473 SH SOLE 287873 0 22700 FELCOR LODGING TRUST INC COMMON 31430F101 792 70000 SH SOLE 70000 0 0 F5 NETWORKS INC COMMON 315616102 6400 210100 SH SOLE 183300 0 26800 FIDELITY NATIONAL FINL INC COMMON 316326107 6119 160600 SH SOLE 154900 0 5700 FIFTH THIRD BANCORP COMMON 316773100 18993 385880 SH SOLE 384800 0 1080 FINLAY ENTERPRISES INC COMMON 317884203 609 31300 SH SOLE 21700 0 9600 FIRST AMERICAN CORPORATION COMMON 318522307 127 4125 SH SOLE 2700 0 1425 FIRST BANCORP/PUERTO RICO COMMON 318672102 5593 115800 SH SOLE 78300 0 37500 FIRST BANCORP/NC COMMON 318910106 7 200 SH SOLE 200 0 0 FIRST CHARTER CORP COMMON 319439105 1042 43100 SH SOLE 30400 0 12700

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- FIRST CITIZENS BCSHS -CL A COMMON 31946M103 1711 14500 SH SOLE 10500 0 4000 FIRST COMMUNITY BANCSHARES COMMON 31983A103 72 2200 SH SOLE 2200 0 0 FIRST DATA CORP COMMON 319963104 208192 4786024 SH SOLE 3879953 630 869291 FIRST FINL BANKSHARES INC COMMON 32020R109 357 8900 SH SOLE 8900 0 0 FIRST FINANCIAL CORP/INDIANA COMMON 320218100 53 1700 SH SOLE 1700 0 0 FIRST HORIZON NATIONAL CORP COMMON 320517105 20025 461825 SH SOLE 420225 0 31300 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 1879 93900 SH SOLE 61900 0 32000 FIRST INDUSTRIAL REALTY TR COMMON 32054K103 19129 518401 SH SOLE 518401 0 0 FIRST MIDWEST BANCORP INC/IL COMMON 320867104 2423 70100 SH SOLE 47800 0 22300 FIRST HEALTH GROUP CORP COMMON 320960107 6 400 SH SOLE 400 0 0 FIRST OAK BROOK BANCSHARES COMMON 335847208 65 2100 SH SOLE 2100 0 0 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 848 42400 SH SOLE 29800 0 12600 FIRST REPUBLIC BANK COMMON 336158100 1495 32500 SH SOLE 21700 0 10800 1ST SOURCE CORP COMMON 336901103 46 1800 SH SOLE 1800 0 0 FIRST UNITED CORP COMMON 33741H107 203 9999 SH SOLE 9999 0 0 FISERV INC COMMON 337738108 4068 116702 SH SOLE 107602 0 9100 FIRSTFED FINANCIAL CORP COMMON 337907109 6511 133200 SH SOLE 98100 0 35100 FIRSTENERGY CORP COMMON 337932107 14813 360600 SH SOLE 360600 0 0 FISHER SCIENTIFIC INTL COMMON 338032204 2774 47560 SH SOLE 45060 0 2500 FLUOR CORP COMMON 343412102 408 9155 SH SOLE 9155 0 0 FLOWERS FOODS INC COMMON 343498101 2 67 SH SOLE 67 0 0 FLUSHING FINANCIAL CORP COMMON 343873105 1590 83650 SH SOLE 56800 0 26850 FOMENTO ECONOMICO MEX ADR COMMON 344419106 353 8000 SH SOLE 8000 0 0 FORD MOTOR COMPANY COMMON 345370860 123953 8822257 SH SOLE 8108078 0 600179 FOREST CITY ENTERPRISES CL A COMMON 345550107 1 25 SH SOLE 25 0 0 FOREST LABORATORIES INC COMMON 345838106 4107 91350 SH SOLE 86150 0 5200 FOREST OIL CORP COMMON 346091705 5925 196700 SH SOLE 163900 0 32800 FORTUNE BRANDS INC COMMON 349631101 72701 981257 SH SOLE 889057 0 75900 FOUR SEASONS CVT(FSHCN) 1.875 CONVERT 35100EAE4 11050 10000000 SH SOLE 1450000 0 8550000 FOX ENTERTAINMENT GRP INC CL A COMMON 35138T107 7772 280190 SH SOLE 245390 0 34800 FRANCE TELECOM SA ADR COMMON 35177Q105 5 183 SH SOLE 183 0 0 FRANKLIN RESOURCES INC COMMON 354613101 37412 670953 SH SOLE 631550 0 38103 FREEPORT-MCMORAN COPPER CL B COMMON 35671D857 11033 272428 SH SOLE 217258 0 55170 FREMONT GENERAL CORP COMMON 357288109 11309 488500 SH SOLE 343700 0 144800

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- FRIEDMAN BILLINGS RAMSEY CL A COMMON 358434108 804 42100 SH SOLE 0 0 42100 FRONTIER FINANCIAL CORP COMMON 35907K105 1656 46900 SH SOLE 32100 0 14800 FUJI PHOTO FILM COMPANY LTD AD COMMON 359586302 58470 1779365 SH SOLE 1720622 0 58743 THE GEO GROUP INC COMMON 36159R103 1654 80900 SH SOLE 55600 0 25300 GLW CVT BOND ENHANCE TR 144A 0 CONVERT 36184GAA4 24959 26375000 SH SOLE 4025000 0 22350000 GABLES RESIDENTIAL TRUST COMMON 362418105 12205 357400 SH SOLE 357400 0 0 GANNETT CO COMMON 364730101 18029 215250 SH SOLE 193089 0 22161 GAP INC COMMON 364760108 31333 1680048 SH SOLE 1558365 0 118883 GATEWAY INC COMMON 367626108 203 41078 SH SOLE 41078 0 0 GEN PROBE INC COMMON 36866T103 32757 821600 SH SOLE 634500 0 168200 GEMSTAR TV GUIDE INTERNATIONAL COMMON 36866W106 1535 271700 SH SOLE 230800 0 24700 GENENCOR INTERNATIONAL INC COMMON 368709101 1124 70000 SH SOLE 43400 0 26600 GENENTECH INC COMMON 368710406 120110 2291300 SH SOLE 2071100 0 185800 GENERAL COMMUNICATION CL A COMMON 369385109 532 58800 SH SOLE 36200 0 22600 GENERAL DYNAMICS CORP COMMON 369550108 53082 519904 SH SOLE 481784 0 35410 GENERAL ELECTRIC CO COMMON 369604103 615605 18332491 SH SOLE 14578170 1624 3633057 GENERAL GROWTH PROPERTIES COMMON 370021107 249685 8054351 SH SOLE 5926386 0 2095565 GENERAL MILLS INC COMMON 370334104 1879 41858 SH SOLE 41858 0 0 GENERAL MILLS INC CVT(GIS) 0.0 CONVERT 370334AT1 21932 31275000 SH SOLE 4150000 0 27125000 GENERAL MOTORS CORP COMMON 370442105 3991 93950 SH SOLE 93950 0 0 GENERAL MOTORS CVT SERIES B SR CONVERT 370442733 37177 1554875 SH SOLE 225000 0 1329875 GENESCO INC COMMON 371532102 836 35500 SH SOLE 25000 0 10500 GENESIS MICROCHIP INC COMMON 37184C103 6033 446900 SH SOLE 378800 0 68100 GENLYTE GROUP INC COMMON 372302109 3424 53181 SH SOLE 38481 0 14700 GENUINE PARTS CO COMMON 372460105 738 19239 SH SOLE 19239 0 0 GENZYME CORP - GENL DIVISION COMMON 372917104 27886 512521 SH SOLE 458073 0 54448 GENZYME CO CVT(GENZ) 144A 1.25 CONVERT 372917AM6 13565 12950000 SH SOLE 2175000 0 10775000 GENZYME CORP CVT(GENZ) 1.25 12 CONVERT 372917AN4 2095 2000000 SH SOLE 0 0 2000000 GEORGIA GULF CORP COMMON 373200203 6800 152500 SH SOLE 105900 0 46600 GEORGIA-PAC (GEORGIA-PAC GP) COMMON 373298108 54897 1527024 SH SOLE 1384624 0 118800 GETTY IMAGES INC COMMON 374276103 8383 151600 SH SOLE 129300 0 13700 GETTY REALTY CORP COMMON 374297109 9877 376700 SH SOLE 376700 0 0 GEVITY HR INC COMMON 374393106 6558 426400 SH SOLE 277800 0 148600 GIANT INDUSTRIES INC COMMON 374508109 4758 195800 SH SOLE 131300 0 64500

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- GILEAD SCIENCES INC COMMON 375558103 11564 309373 SH SOLE 173833 0 135540 GILLETTE COMPANY COMMON 375766102 42699 1022981 SH SOLE 957881 0 65100 GLAMIS GOLD LTD COMMON 376775102 9880 527531 SH SOLE 409400 0 118131 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 143805 3288476 SH SOLE 2972781 0 314910 GLENBOROUGH REALTY TRUST INC COMMON 37803P105 10680 514200 SH SOLE 514200 0 0 GLENBOROUGH REALTY TR CVT PFD CONVERT 37803P204 1161 46236 SH SOLE 46236 0 0 GLIMCHER REALTY TRUST COMMON 379302102 15037 618800 SH SOLE 618800 0 0 GOLD FIELDS LTD ADR COMMON 38059T106 7235 530000 SH SOLE 410000 0 120000 GOLDCORP INC COMMON 380956409 624 45000 SH SOLE 0 0 45000 GOLDEN STAR RESOURCES LTD COMMON 38119T104 527 100000 SH SOLE 0 0 100000 GOLDEN WEST FINANCIAL CORP COMMON 381317106 5051 45522 SH SOLE 43322 0 2200 GOLDMAN SACHS GROUP INC COMMON 38141G104 456705 4898167 SH SOLE 3874320 520 988077 GOODRICH CORPORATION COMMON 382388106 409 13043 SH SOLE 13043 0 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 1583 147381 SH SOLE 118281 0 29100 GRAFTECH INTERNATIONAL COMMON 384313102 6541 468900 SH SOLE 392000 0 76900 GRAINGER (W.W.) INC COMMON 384802104 1282 22236 SH SOLE 22236 0 0 GRAMERCY CAPITAL CORP COMMON 384871109 1 95 SH SOLE 95 0 0 GRANT PRIDECO INC COMMON 38821G101 8401 410000 SH SOLE 350000 0 60000 GRAY TELE VISION INC COMMON 389375106 9126 766885 SH SOLE 674285 0 92600 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 394 64600 SH SOLE 64600 0 0 GREAT LAKES CHEMICAL CORP COMMON 390568103 145 5654 SH SOLE 5654 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 93 3200 SH SOLE 3200 0 0 GREATER BAY BANCORP COMMON 391648102 6500 226100 SH SOLE 192100 0 34000 GREENHILL & CO INC COMMON 395259104 4180 177100 SH SOLE 149500 0 27600 GREENPOINT FINANCIAL CORP COMMON 395384100 1027 22200 SH SOLE 22200 0 0 GREIF INC COMMON 397624107 936 22200 SH SOLE 13900 0 8300 GREY WOLF INC COMMON 397888108 9742 1992300 SH SOLE 1710100 0 282200 GRIFFIN CORPORATION COMMON 398433102 2296 108800 SH SOLE 81700 0 27100 GRUPO TELEVISA SA ADR COMMON 40049J206 401 7600 SH SOLE 7600 0 0 GTECH HOLDINGS CORP COMMON 400518106 13 500 SH SOLE 500 0 0 GUESS? INC COMMON 401617105 3370 189200 SH SOLE 126700 0 62500 GUIDANT CORP COMMON 401698105 96045 1454351 SH SOLE 1229711 0 224640 GULF ISLAND FABRICATION INC COMMON 402307102 1153 51700 SH SOLE 33100 0 18600 GYMBOREE CORP COMMON 403777105 2526 175400 SH SOLE 145300 0 30100

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- HCA INC COMMON 404119109 12458 326553 SH SOLE 305638 0 20040 HCC INSURANCE HOLDINGS INC COMMON 404132102 99 3295 SH SOLE 2150 0 1145 HRPT PROPERTIES TRUST COMMON 40426W101 8830 803500 SH SOLE 803500 0 0 HSBC HOLDINGS PLC ADR COMMON 404280406 39343 493023 SH SOLE 477314 0 15709 HAEMONETICS CORP/MASS COMMON 405024100 4410 134300 SH SOLE 94900 0 39400 HALLIBURTON CO COMMON 406216101 4904 145575 SH SOLE 145575 0 0 HANCOCK HOLDING CO COMMON 410120109 3297 103700 SH SOLE 71900 0 31800 HANDLEMAN CO COMMON 410252100 702 34300 SH SOLE 23800 0 10500 HARBOR FLORIDA BANCSHARES COMMON 411901101 81 2600 SH SOLE 2600 0 0 HARLAND (JOHN H.) CO COMMON 412693103 3655 116600 SH SOLE 83700 0 32900 HARLEY-DAVIDSON INC COMMON 412822108 4335 72939 SH SOLE 68539 0 4400 HARMAN INTERNATIONAL COMMON 413086109 35590 330300 SH SOLE 293700 0 26300 HARMONY GOLD MNG SPON ADR COMMON 413216300 6183 454000 SH SOLE 354000 0 100000 HARRAH'S ENTERTAINMENT INC COMMON 413619107 61617 1163017 SH SOLE 1028897 0 134120 HARRIS CORP COMMON 413875105 11833 215375 SH SOLE 206275 0 9100 HARTE-HANKS INC COMMON 416196103 9622 384727 SH SOLE 337427 0 47300 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 49563 800311 SH SOLE 772579 0 26562 HASBRO INC COMMON 418056107 27634 1469890 SH SOLE 1335140 0 126550 HEALTHCARE SERVICES GROUP COMMON 421906108 241 13400 SH SOLE 13400 0 0 HEALTH CARE PPTYS INVEST INC COMMON 421915109 34629 1331878 SH SOLE 1329088 0 2790 HEALTH MGMT ASSOCIATES INC CL COMMON 421933102 548 26817 SH SOLE 26817 0 0 HEALTH MANAGE CVT(HMA) 144A 1. CONVERT 421933AE2 12849 12475000 SH SOLE 1825000 0 10650000 HEALTH MANAGEMENTCVT(INMARS) 1 CONVERT 421933AF9 2627 2550000 SH SOLE 300000 0 2250000 HEALTHCARE REALTY TRUST INC COMMON 421946104 45511 1165765 SH SOLE 1164700 0 1065 HEALTH CARE REIT INC COMMON 42217K106 54327 1543388 SH SOLE 1392841 0 146747 HEARST CL ARGYLE TELEVISION IN COMMON 422317107 81 3300 SH SOLE 3300 0 0 HECLA MINING CO COMMON 422704106 670 90000 SH SOLE 0 0 90000 HEIDRICK & STRUGGLES INTL COMMON 422819102 4788 166150 SH SOLE 113350 0 52800 HEINZ (H.J.) CO COMMON 423074103 14213 394574 SH SOLE 377274 0 17300 HERCULES INC COMMON 427056106 175 12283 SH SOLE 12283 0 0 HERITAGE PROPERTY INVESTMENT COMMON 42725M107 14296 490100 SH SOLE 490100 0 0 HERSHEY FOODS CORP COMMON 427866108 1266 27112 SH SOLE 27112 0 0 HEWLETT-PACKARD CO COMMON 428236103 47994 2559706 SH SOLE 2388426 0 171280 HEWLETT-PACKARD(HWP) CVT 0.0 1 CONVERT 428236AC7 25256 44800000 SH SOLE 6700000 0 38100000

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- HEXCEL CORP COMMON 428291108 2909 210500 SH SOLE 146800 0 63700 HIBERNIA CORP CL A COMMON 428656102 3379 127962 SH SOLE 113262 0 9100 HIGHWOODS PROPERTIES INC REIT COMMON 431284108 11013 447500 SH SOLE 447500 0 0 HILLENBRAND INDUSTRIES COMMON 431573104 25 485 SH SOLE 325 0 160 HILTON HOTELS CORP COMMON 432848109 103805 5509810 SH SOLE 4076177 0 1415033 HITACHI LTD ADR COMMON 433578507 17051 282531 SH SOLE 272665 0 9866 HOLLINGER INTERNATIONAL INC COMMON 435569108 9 500 SH SOLE 500 0 0 HOLLY CORP COMMON 435758305 3185 124900 SH SOLE 79500 0 45400 HOME DEPOT INC COMMON 437076102 381896 9742254 SH SOLE 7855286 720 1829648 HOME PROPERTIES INC COMMON 437306103 6384 161381 SH SOLE 160121 0 1260 HONEYWELL INTERNATIONAL INC COMMON 438516106 249418 6955323 SH SOLE 5251583 940 1648740 HOOKER FURNITURE CORP COMMON 439038100 11 400 SH SOLE 400 0 0 HORIZON FINANCIAL CORP COMMON 44041F105 38 2000 SH SOLE 2000 0 0 HORMEL FOODS CORP COMMON 440452100 5 200 SH SOLE 200 0 0 HOSPIRA INC COMMON 441060100 84765 2770111 SH SOLE 2293171 0 476940 HOSPITALITY PROPERTIES TRUST COMMON 44106M102 30580 719700 SH SOLE 719700 0 0 HOST MARRIOTT CORP COMMON 44107P104 113227 8070361 SH SOLE 5848427 0 2170334 HUB GROUP INC CL A COMMON 443320106 2831 76000 SH SOLE 50600 0 25400 HUBBELL INC CL B COMMON 443510201 126 2800 SH SOLE 2800 0 0 HUDSON UNITED BANCORP COMMON 444165104 10491 284700 SH SOLE 204100 0 80600 HUGHES SUPPLY INC COMMON 444482103 487 16200 SH SOLE 16200 0 0 HUGOTON ROYALTY TRUST COMMON 444717102 8 300 SH SOLE 300 0 0 HUMANA INC COMMON 444859102 12611 631202 SH SOLE 566202 0 44100 HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 217 5855 SH SOLE 3850 0 2005 HUNTINGTON BANCSHARES COMMON 446150104 17784 713927 SH SOLE 676527 0 34600 HYDRIL COMMON 448774109 9904 230600 SH SOLE 194000 0 36600 HYPERION SOLUTIONS CORP COMMON 44914M104 9629 283300 SH SOLE 252900 0 30400 IAC INTERACTIVECORP COMMON 44919P102 15170 688922 SH SOLE 434629 0 242693 IAC INTERACTIVE CORP WT COMMON 44919P128 0 14 SH SOLE 14 0 0 ICOS CORPORATION COMMON 449295104 66 2735 SH SOLE 1800 0 935 IMS HEALTH INC COMMON 449934108 32893 1375133 SH SOLE 1238433 0 110000 ISTAR FINANCIAL INC COMMON 45031U101 30171 731770 SH SOLE 731770 0 0 ISTA PHARMACEUTICALS INC COMMON 45031X204 248 20346 SH SOLE 19900 0 446 ITLA CAPITAL CORPORATION COMMON 450565106 1326 28700 SH SOLE 19800 0 8900

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- ITT EDUCATIONAL SERVICES INC COMMON 45068B109 22 600 SH SOLE 600 0 0 ITT INDUSTRIES INC COMMON 450911102 876 10947 SH SOLE 10947 0 0 IAMGOLD CORPORATION COMMON 450913108 7437 930000 SH SOLE 700000 0 230000 IDACORP INC COMMON 451107106 5745 197700 SH SOLE 139800 0 57900 IDEX CORP COMMON 45167R104 7928 233450 SH SOLE 198000 0 35450 IDEXX LABORATORIES INC COMMON 45168D104 1365 26900 SH SOLE 26900 0 0 ILLINOIS TOOL WORKS COMMON 452308109 208264 2235314 SH SOLE 1772779 320 443985 ILLUMINA INC COMMON 452327109 436 73700 SH SOLE 45300 0 28400 IMCLONE SYSTEMS COMMON 45245W109 33005 624500 SH SOLE 533500 0 80500 IMPERIAL OIL LTD COMMON 453038408 662 12800 SH SOLE 12800 0 0 IMPERIAL TOBACCO GROUP ADR COMMON 453142101 5 119 SH SOLE 119 0 0 INAMED CORP COMMON 453235103 2474 51900 SH SOLE 41700 0 10200 INCO LTD COMMON 453258402 4686 120000 SH SOLE 120000 0 0 INCYTE CORP COMMON 45337C102 5943 617100 SH SOLE 515400 0 101700 INDEPENDENT BANK CORP MASS COMMON 453836108 504 16300 SH SOLE 11800 0 4500 INDEPENDENT BANK CORP - MICH COMMON 453838104 1304 48300 SH SOLE 32400 0 15900 INDYMAC MORTGAGE HOLDINGS COMMON 456607100 18031 498100 SH SOLE 426600 0 62600 INFOCUS CORPORATION COMMON 45665B106 1416 154600 SH SOLE 94800 0 59800 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 12 400 SH SOLE 400 0 0 INFOSPACE INC COMMON 45678T201 27235 574700 SH SOLE 447800 0 126900 ING GROEP NV ADR COMMON 456837103 42122 1666237 SH SOLE 1614523 0 51714 INLAND REAL ESTATE CORP COMMON 457461101 8014 547000 SH SOLE 547000 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 4210 250000 SH SOLE 172800 0 77200 INSIGHT COMMUNICATIONS CO COMMON 45768V108 3265 371000 SH SOLE 262300 0 108700 INNKEEPERS USA TRUST COMMON 4576J0104 9284 746265 SH SOLE 463586 0 279179 INSPIRE PHARMACEUTICALS INC COMMON 457733103 2882 183200 SH SOLE 151900 0 31300 INTEGRATED DEVICE TECH INC COMMON 458118106 13565 1423400 SH SOLE 1065400 0 312000 INTEGRATED ELECTRICAL SVCS COMMON 45811E103 680 141300 SH SOLE 101300 0 40000 INTEL CORP COMMON 458140100 349555 17425489 SH SOLE 13464370 1802 3850957 INTERMUNE PHARMACEUTICALS COMMON 45884X103 184 15600 SH SOLE 15600 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 460494 5370816 SH SOLE 4532908 280 800218 INTL FLAVORS & FRAGRANCES COMMON 459506101 2454 64241 SH SOLE 64241 0 0 INTL GAME TECHNOLOGY COMMON 459902102 207564 5773697 SH SOLE 4785508 0 947609 INTERNATIONAL PAPER CO COMMON 460146103 37260 922042 SH SOLE 479832 0 442210

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- INTERNET SECURITY SYSYTEMS COMMON 46060X107 3398 199900 SH SOLE 160100 0 39800 INTERPUBLIC GROUP COS INC COMMON 460690100 2436 229987 SH SOLE 229987 0 0 INTRAWEST CORP COMMON 460915200 8974 473832 SH SOLE 417302 0 56530 INTERSECTIONS INC COMMON 460981301 186 12700 SH SOLE 12700 0 0 INTERVOICE INC COMMON 461142101 6491 602700 SH SOLE 453700 0 149000 INTUIT INC COMMON 461202103 22325 491750 SH SOLE 428650 0 63100 INVITROGEN CORP COMMON 46185R100 15788 287100 SH SOLE 229300 0 46900 INVESTORS FINANCIAL SVCS CP COMMON 461915100 7198 159500 SH SOLE 142800 0 16700 IKON OFFICE CVT (IKN) 144A 5.0 CONVERT 462230AA1 19491 18900000 SH SOLE 2850000 0 16050000 BANK OF IRELAND ADR COMMON 46267Q103 3 62 SH SOLE 62 0 0 IRON MOUNTAIN INC COMMON 462846106 846 25000 SH SOLE 0 0 25000 IRWIN FINANCIAL CORP COMMON 464119106 3685 142700 SH SOLE 102900 0 39800 ISHARES MSCI AUSTRALIA INDEX E COMMON 464286103 58 4000 SH SOLE 4000 0 0 ISHARES MSCI BELGIUM INDEX ETF COMMON 464286301 9480 591000 SH SOLE 591000 0 0 ISHARES S&P 500 INDEX ETF COMMON 464287200 10818 96759 SH SOLE 89159 0 7600 ISHARES MSCI EMERGING MKT INC COMMON 464287234 2622 15200 SH SOLE 4200 0 11000 ISHARES MSCI EAFE INDEX ETF COMMON 464287465 1524 10779 SH SOLE 279 0 0 ISHARES NASDAQ BIOTECH INDEX E COMMON 464287556 832 11900 SH SOLE 0 0 11900 ISHARES RUSSELL 1000 INDEX ETF COMMON 464287622 1390 23301 SH SOLE 6601 0 16700 ISHARES RUSSELL 2000 I SHARE E COMMON 464287648 1307 22300 SH SOLE 7800 0 14500 ISHARES RUSSELL 3000 INDEX ETF COMMON 464287689 10030 158700 SH SOLE 158700 0 0 IVAX CORP COMMON 465823102 7738 404075 SH SOLE 348475 0 35600 IVILLAGE INC COMMON 46588H105 11404 1900700 SH SOLE 1741500 0 159200 JDS UNIPHASE CORP COMMON 46612J101 1150 341233 SH SOLE 158545 0 182688 J. JILL GROUP INC COMMON 466189107 157 7900 SH SOLE 7900 0 0 JP MORGAN CHASE & CO COMMON 46625H100 354143 8913738 SH SOLE 7635203 620 1230395 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 5342 169100 SH SOLE 138700 0 30400 JABIL CIRCUIT INC COMMON 466313103 152902 6647896 SH SOLE 4486445 1190 2092131 JACK IN THE BOX INC COMMON 466367109 3265 102900 SH SOLE 80600 0 22300 JACOBS ENGINEERING GROUP INC COMMON 469814107 8 220 SH SOLE 220 0 0 JACUZZI BRANDS INC COMMON 469865109 3427 368500 SH SOLE 273200 0 95300 JANUS CAPITAL GROUP INC COMMON 47102X105 1222 89791 SH SOLE 89791 0 0 JARDEN CORP COMMON 471109108 7156 196100 SH SOLE 158400 0 37700 JEFFERSON-PILOT CORP COMMON 475070108 9590 193123 SH SOLE 184423 0 8700

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- JOHNSON & JOHNSON COMMON 478160104 968256 17188992 SH SOLE 13849357 1433 3220897 JOHNSON CONTROLS INC COMMON 478366107 1192 20984 SH SOLE 20984 0 0 JONES APPAREL GROUP INC COMMON 480074103 26229 732663 SH SOLE 673225 0 59438 JOS A BANK CLOTHIERS INC COMMON 480838101 5374 194149 SH SOLE 162113 0 32036 JOURNAL COMMUNICATIONS COMMON 481130102 1810 103200 SH SOLE 72800 0 30400 JOY GLOBAL INC COMMON 481165108 6340 184400 SH SOLE 157400 0 27000 JUNIPER NETWORKS INC COMMON 48203R104 36030 1526707 SH SOLE 1261892 0 259515 KLA-TENCOR CORPORATION COMMON 482480100 23071 556194 SH SOLE 437844 0 118350 K-SWISS INC CL A COMMON 482686102 687 35700 SH SOLE 35700 0 0 KT CORP- ADR COMMON 48268K101 29464 1630521 SH SOLE 1578084 0 52437 KANEB SERVICES LLC COMMON 484173109 6 200 SH SOLE 200 0 0 KAYDON CORP COMMON 486587108 535 18600 SH SOLE 11300 0 7300 KEANE INC COMMON 486665102 9609 625600 SH SOLE 434800 0 190800 KB HOME COMMON 48666K109 434 5134 SH SOLE 5134 0 0 KELLOGG CO COMMON 487836108 18081 423843 SH SOLE 395043 0 26800 KELLWOOD CO COMMON 488044108 2369 65000 SH SOLE 40600 0 24400 KENNAMETAL INC COMMON 489170100 7767 172022 SH SOLE 147922 0 24100 KENSEY NASH CORP COMMON 490057106 2506 95700 SH SOLE 60700 0 35000 KERR-MCGEE CORP COMMON 492386107 15551 271641 SH SOLE 242641 0 29000 KEYCORP COMMON 493267108 11060 350002 SH SOLE 325852 0 24150 KEYNOTE SYSTEMS INC COMMON 493308100 2147 151600 SH SOLE 109600 0 42000 KEYSPAN CORPORATION COMMON 49337W100 9486 241993 SH SOLE 241993 0 0 KILROY REALTY CORP COMMON 49427F108 59346 1560498 SH SOLE 1132126 0 422372 KIMBERLY-CLARK CORP COMMON 494368103 28923 447792 SH SOLE 428835 0 18957 KIMCO REALTY CORP COMMON 49446R109 13660 266275 SH SOLE 258475 0 4800 KINDER MORGAN INC COMMON 49455P101 7655 121851 SH SOLE 121851 0 0 KINETIC CONCEPTS INC COMMON 49460W208 3500 66600 SH SOLE 0 0 66600 KING PHARMACEUTICALS INC COMMON 495582108 493 41321 SH SOLE 40521 0 800 KINROSS GOLD CORP COMMON 496902206 5492 811000 SH SOLE 550000 0 261000 KITE REALTY GROUP TRUST COMMON 49803T102 13285 1010237 SH SOLE 607478 0 396659 KMART HOLDING CORP COMMON 498780105 3595 41100 SH SOLE 41100 0 0 KNIGHT RIDDER INC COMMON 499040103 19252 294152 SH SOLE 260133 0 34019 KNIGHT TRADING GROUP INC COMMON 499063105 10684 1157500 SH SOLE 954500 0 203000 KOHLS CORP COMMON 500255104 2874 59633 SH SOLE 38333 0 21300

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- KONINKLIJKE PHILIPS ELECTRONIC COMMON 500472303 22346 975365 SH SOLE 945500 0 29865 KOREA ELEC POWER CORP ADR COMMON 500631106 17021 1613405 SH SOLE 1556193 0 57212 KOS PHARMACEUTICALS INC COMMON 500648100 3095 86900 SH SOLE 53100 0 33800 KOSAN BIOSCIENCES IN COMMON 50064W107 141 24500 SH SOLE 24500 0 0 KRAFT FOODS INC CL A COMMON 50075N104 2 65 SH SOLE 65 0 0 KROGER CO COMMON 501044101 17199 1108160 SH SOLE 1026666 0 81494 KRONOS WORLDWIDE INC COMMON 50105F105 0 1 SH SOLE 1 0 0 KULICKE & SOFFA INDUSTRIES COMMON 501242101 1036 183400 SH SOLE 112500 0 70900 KYOCERA CORP ADR COMMON 501556203 5 67 SH SOLE 67 0 0 LNR PROPERTY CORP COMMON 501940100 662 10700 SH SOLE 10700 0 0 LSI LOGIC CORP COMMON 502161102 3220 747040 SH SOLE 641840 0 64400 LTC PROPERTIES INC COMMON 502175102 4440 248200 SH SOLE 181600 0 66600 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 6 97 SH SOLE 97 0 0 LABOR READY INC COMMON 505401208 16842 1201300 SH SOLE 865300 0 336000 LABORATORY CRP OF AMER HLDGS COMMON 50540R409 57 1300 SH SOLE 1300 0 0 LACLEDE GROUP INC/THE COMMON 505597104 208 7100 SH SOLE 7100 0 0 LAIDLAW INTERNATIONAL COMMON 50730R102 658 40000 SH SOLE 40000 0 0 LAKELAND FINANCIAL CORPORATION COMMON 511656100 108 3200 SH SOLE 3200 0 0 LAM RESEARCH CORP COMMON 512807108 32880 1502738 SH SOLE 1166138 0 296000 LANDAMERICA FINANCIAL GROUP COMMON 514936103 15347 337300 SH SOLE 239600 0 97700 LANDSTAR SYSTEM INC COMMON 515098101 687 11700 SH SOLE 7200 0 4500 LASALLE HOTEL PROPERTIES COMMON 517942108 44494 1612090 SH SOLE 1146018 0 459772 ESTEE LAUDER COMPANIES CL A COMMON 518439104 3828 91570 SH SOLE 85070 0 6500 LAUREATE EDUCATION INC COMMON 518613104 7518 202000 SH SOLE 154000 0 48000 ROYAL DUTCH PETROLEUM COMMON 5202704 784 15220 SH SOLE 15220 0 0 LEAR CORPORATION COMMON 521865105 12205 224147 SH SOLE 203113 0 21034 LEAR CORP CVT(LEA) 0.0 02-20-2 CONVERT 521865AG0 7500 15000000 SH SOLE 2225000 0 12775000 LEAPFROG ENTERPRISES COMMON 52186N106 3691 182290 SH SOLE 159190 0 23100 LECROY CORP COMMON 52324W109 160 9600 SH SOLE 6400 0 3200 LEGGETT & PLATT INC COMMON 524660107 602 21409 SH SOLE 21409 0 0 LEGG MASON INC COMMON 524901105 38061 714497 SH SOLE 699362 0 15135 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 107949 1354102 SH SOLE 1352902 0 1200 BRISTOL-MYERS CVT(LEH) 1.6 10- CONVERT 524908JJ0 5742 6250000 SH SOLE 900000 0 5350000 FIRST DATA CORP CVT(LEH) 0.75 CONVERT 524908LS7 18916 18000000 SH SOLE 2625000 0 15375000

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- AMGEN INC CVT(LEH) 1.0 09-16-1 CONVERT 52517PWR8 2689 3000000 SH SOLE 450000 0 2550000 LENNAR CORP CL A COMMON 526057104 0 0 SH SOLE 0 0 0 LEXICON GENETICS INC COMMON 528872104 532 80800 SH SOLE 58800 0 22000 LEXINGTON CORPORATE PPTYS TR COMMON 529043101 7592 349700 SH SOLE 349700 0 0 LEXMARK INTL GROUP INC CL A COMMON 529771107 61003 726136 SH SOLE 657716 0 65920 LIBERTY CORP COMMON 530370105 2074 52200 SH SOLE 36900 0 15300 MOTOROLA (LMG) CVT 144A 3.5 01 CONVERT 530715AM3 2056 2250000 SH SOLE 2250000 0 0 MOTOROLA INC (LMG) CVT 3.5 01- CONVERT 530715AN1 15191 16625000 SH SOLE 2250000 0 14375000 LIBERTY MEDIA CORP CL A COMMON 530718105 34353 3939557 SH SOLE 3493772 0 445785 LIBERTY MEDIA CORP-B COMMON 530718204 2045 221600 SH SOLE 188625 0 32975 LIBERTY MEDIA INTL INC-A COMMON 530719103 6310 189134 SH SOLE 167435 0 21699 LIBERTY PROPERTY TRUST COMMON 531172104 22831 573061 SH SOLE 571881 0 1180 LIGAND PHARMACEUTICALS INC CL COMMON 53220K207 3162 315600 SH SOLE 193000 0 122600 LIGAND PHARMACEUTICALS- PV COMMON 53220K918 893 100000 SH SOLE 100000 0 0 LILLY (ELI) & CO COMMON 532457108 221917 3695542 SH SOLE 2815891 510 850031 LIMITED BRANDS INC COMMON 532716107 6484 290884 SH SOLE 271084 0 19800 LINCARE HOLDINGS INC COMMON 532791100 10570 355789 SH SOLE 333235 0 22554 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 3343 106600 SH SOLE 70400 0 36200 LINCOLN NATIONAL CORP COMMON 534187109 53063 1129004 SH SOLE 1043379 0 71325 LINEAR TECHNOLOGY CORP COMMON 535678106 224853 6204560 SH SOLE 5006915 720 1141445 LIZ CLAIBORNE INC COMMON 539320101 15558 412451 SH SOLE 378845 0 32146 LOCKHEED MARTIN CORPORATION COMMON 539830109 5364 96170 SH SOLE 90545 0 5625 LODGIAN INC COMMON 54021P403 195 19700 SH SOLE 18800 0 900 LOEWS CORP COMMON 540424108 3135 53595 SH SOLE 52395 0 1200 LONE STAR STEAKHOUSE &SALOON COMMON 542307103 4763 184400 SH SOLE 125200 0 59200 LOUISIANA-PACIFIC CORP COMMON 546347105 9139 352178 SH SOLE 311678 0 28100 LOWES COMPANIES INC COMMON 548661107 248983 4581106 SH SOLE 3188294 800 1346272 LOWE'S COMPANIES(LOW)CVT 0.861 CONVERT 548661CG0 14094 13750000 SH SOLE 2000000 0 11750000 LUCENT TECHNOLOGIES INC COMMON 549463107 15794 4982189 SH SOLE 4301299 0 680890 LUMINEX CORP COMMON 55027E102 1768 248000 SH SOLE 167500 0 80500 LYONDELL CHEMICAL COMPANY COMMON 552078107 17216 766500 SH SOLE 689500 0 77000 M & F WORLDWIDE CORP COMMON 552541104 673 51700 SH SOLE 37200 0 14500 M & T BANK CORPORATION COMMON 55261F104 1231 12867 SH SOLE 12867 0 0 MBIA INC COMMON 55262C100 19378 332904 SH SOLE 311190 0 21029

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- MBNA CORP COMMON 55262L100 281249 11160664 SH SOLE 8594625 1330 2491909 MCI INC COMMON 552691107 121 7238 SH SOLE 0 0 7238 MGIC INVESTMENT CORP COMMON 552848103 10541 158397 SH SOLE 149541 0 8476 MGI PHARMA INC COMMON 552880106 5557 208200 SH SOLE 176000 0 32200 MGM MIRAGE COMMON 552953101 7502 151105 SH SOLE 133455 0 17650 MPS GROUP INC COMMON 553409103 6807 809400 SH SOLE 625700 0 183700 MSC INDUSTRIAL DIRECT CO CL A COMMON 553530106 27 800 SH SOLE 800 0 0 MICROSOFT TR CVT IAM 144A 0.0 CONVERT 553565AA0 30925 30375000 SH SOLE 4450000 0 25925000 MTS SYSTEMS CORP COMMON 553777103 4301 202400 SH SOLE 138100 0 64300 MACDERMID INC COMMON 554273102 5714 197300 SH SOLE 131400 0 65900 MACERICH COMPANY (THE) COMMON 554382101 174545 3275373 SH SOLE 2408691 0 851682 MACK-CALI REALTY CORP COMMON 554489104 126683 2859661 SH SOLE 2277066 0 574395 MACROVISION CORP COMMON 555904101 3212 133400 SH SOLE 106600 0 26800 MACROMEDIA INC COMMON 556100105 12881 641500 SH SOLE 580900 0 60600 MAGNA INTERNATIONAL INC CL A COMMON 559222401 11054 149219 SH SOLE 135947 0 12652 MAGNUM HUNTER RESOURCES COMMON 55972F203 16011 1387435 SH SOLE 1209735 0 177700 MAGUIRE PROPERTIES INC COMMON 559775101 15580 640900 SH SOLE 640900 0 0 MATAV RT ADR COMMON 559776109 219 10700 SH SOLE 10700 0 0 MAINSOURCE FINANCIAL GROUP I COMMON 56062Y102 584 28500 SH SOLE 20200 0 8300 MANDALAY RESORT GROUP COMMON 562567107 6553 95460 SH SOLE 86660 0 8800 MANNKIND CORP COMMON 56400P201 2259 112700 SH SOLE 92800 0 19900 MANOR CARE INC COMMON 564055101 658 21966 SH SOLE 20166 0 1800 MANPOWER INC COMMON 56418H100 1339 30099 SH SOLE 69 0 30030 MANUFACTURED HOME COMMUNITIES COMMON 564682102 1396 42000 SH SOLE 42000 0 0 MANULIFE FINANCIAL CORP COMMON 56501R106 2943 67200 SH SOLE 67200 0 0 MARATHON OIL CORP COMMON 565849106 14161 343058 SH SOLE 302623 0 40435 MARKEL CORP COMMON 570535104 31 100 SH SOLE 100 0 0 MARSH & MCLENNAN COS COMMON 571748102 15760 344397 SH SOLE 327989 0 15993 MARSHALL & ILSLEY CORP COMMON 571834100 13791 342211 SH SOLE 331611 0 10600 MARRIOTT INTERNATIONAL CL A COMMON 571903202 16669 320803 SH SOLE 286171 0 34632 MARTEK BIOSCIENCES CORP COMMON 572901106 3546 72900 SH SOLE 45900 0 27000 MARVEL ENTERPRISES INC COMMON 57383M108 5845 401470 SH SOLE 331520 0 69950 MASCO CORP COMMON 574599106 50193 1453595 SH SOLE 1342295 0 87900 MATTEL INC COMMON 577081102 30366 1674905 SH SOLE 1533213 0 137072

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- MAXIM INTEGRATED PRODUCTS COMMON 57772K101 246055 5818274 SH SOLE 4856692 380 892172 MAY DEPARTMENT STORES CO COMMON 577778103 5407 210945 SH SOLE 200770 0 10175 MAVERICK TUBE CORP COMMON 577914104 6584 213700 SH SOLE 188000 0 25700 MAYTAG CORP COMMON 578592107 159 8638 SH SOLE 8638 0 0 MBT FINANCIAL CORP COMMON 578877102 98 5000 SH SOLE 5000 0 0 MCCLATCHY COMPANY CL A COMMON 579489105 12037 169946 SH SOLE 149496 0 20450 MCCORMICK & CO NON VTG SHRS COMMON 579780206 519 15104 SH SOLE 15104 0 0 MCDATA CORPORATION- CL A COMMON 580031201 0 2 SH SOLE 2 0 0 MCDONALD'S CORPORATION COMMON 580135101 171987 6135810 SH SOLE 5608470 0 436440 MCGRAW-HILL COMPANIES INC COMMON 580645109 13745 172484 SH SOLE 155474 0 17010 MCKESSON CORP COMMON 58155Q103 3078 120012 SH SOLE 120012 0 0 MEADWESTVACO CORP COMMON 583334107 709 22218 SH SOLE 22218 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 26719 864685 SH SOLE 738564 0 126120 MEDIA GENERAL INC CL A COMMON 584404107 6 100 SH SOLE 100 0 0 MEDICIS PHARMACEUTICAL CORP COMMON 584690309 19399 496900 SH SOLE 421500 0 53800 MEDIMMUNE INC COMMON 584699102 2845 120024 SH SOLE 49224 0 70800 MEDTRONIC INC COMMON 585055106 255505 4923016 SH SOLE 3788682 440 1110544 MEDTRONIC INC CVT (MDT) 1.25 0 CONVERT 585055AB2 19321 18850000 SH SOLE 2875000 0 15975000 MELLON FINANCIAL CORP COMMON 58551A108 7018 253466 SH SOLE 253466 0 0 MEMBERWORKS INC COMMON 586002107 3403 129700 SH SOLE 90400 0 39300 MENS WEARHOUSE INC COMMON 587118100 9116 313800 SH SOLE 207600 0 106200 MENTOR CORP COMMON 587188103 4301 127700 SH SOLE 96200 0 29800 MERCK & CO INC COMMON 589331107 215855 6541075 SH SOLE 5591881 0 917199 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 3398 126800 SH SOLE 77500 0 49300 MERCURY INTERACTIVE CORP COMMON 589405109 15573 446466 SH SOLE 348826 0 97640 MEREDITH CORP COMMON 589433101 412 8017 SH SOLE 8017 0 0 MERISTAR HOSPITALITY CORP REIT COMMON 58984Y103 644 118100 SH SOLE 118100 0 0 MERIDIAN GOLD INC COMMON 589975101 4932 295000 SH SOLE 205000 0 90000 MERRILL LYNCH & CO COMMON 590188108 258476 5198635 SH SOLE 4139289 630 1021761 MERRILL LYNCH &CO CVT(MER) FLT CONVERT 590188A73 39102 39325000 SH SOLE 5750000 0 33575000 METABASIS THERAPEUTICS INC COMMON 59101M105 790 135800 SH SOLE 113600 0 22200 METAL MANAGEMENT INC COMMON 591097209 1533 84300 SH SOLE 51500 0 32800 METHODE ELECTRONICS COMMON 591520200 1858 145300 SH SOLE 95200 0 50100 METLIFE INC COMMON 59156R108 9800 253554 SH SOLE 235639 0 17915

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- METRIS COMPANIES INC COMMON 591598107 210 21500 SH SOLE 21500 0 0 METRO GOLDWYN MAYER INC COMMON 591610100 8655 748013 SH SOLE 658723 0 89290 METROLOGIC INSTRUMENTS INC COMMON 591676101 6283 396400 SH SOLE 334000 0 62400 METTLER TOLEDO INTERNATIONAL COMMON 592688105 1092 23117 SH SOLE 23117 0 0 MICHAELS STORES INC COMMON 594087108 711 12000 SH SOLE 10800 0 1200 MICREL INC COMMON 594793101 11789 1132500 SH SOLE 862300 0 237100 MICROS SYSTEMS INC COMMON 594901100 20 400 SH SOLE 400 0 0 MICROSOFT CORP COMMON 594918104 726144 26261974 SH SOLE 21055911 1940 5061593 MICROCHIP TECHNOLOGY INC COMMON 595017104 55959 2084918 SH SOLE 1830863 0 206955 MICRON TECHNOLOGY INC COMMON 595112103 1027 85365 SH SOLE 85365 0 0 MICROSEMI CORP COMMON 595137100 14055 996800 SH SOLE 731000 0 265800 MID-AMER APT CMNTYS INC COMMON 59522J103 11073 284300 SH SOLE 228200 0 56100 MID-STATE BANCSHARES COMMON 595440108 597 23200 SH SOLE 16900 0 6300 MIDAS GROUP INC COMMON 595626102 11 700 SH SOLE 700 0 0 MIDDLEBY CORP COMMON 596278101 2327 44200 SH SOLE 26500 0 17700 MILLEA HOLDINGS INC - ADR COMMON 60032R106 22809 354889 SH SOLE 343459 0 11430 MILLER (HERMAN) INC COMMON 600544100 681 27631 SH SOLE 27631 0 0 MILLIPORE CORP COMMON 601073109 795 16606 SH SOLE 16606 0 0 MILLS CORP COMMON 601148109 86740 1672258 SH SOLE 1235285 0 430273 MISSION WEST PPTYS INC COMMON 605203108 375 36200 SH SOLE 28300 0 7900 MOBILE TELESYSTEMS SP ADR COMMON 607409109 2121 14630 SH SOLE 2100 0 12530 MOHAWK INDS INC COMMON 608190104 2027 25538 SH SOLE 25538 0 0 MOLEX INC COMMON 608554101 624 20939 SH SOLE 20939 0 0 MOLINA HEALTHCARE INC COMMON 60855R100 1221 34400 SH SOLE 28500 0 5900 MONACO COACH CORP COMMON 60886R103 4698 217000 SH SOLE 150900 0 66100 MONEYGRAM INTERNATIONAL COMMON 60935Y109 580 33936 SH SOLE 33936 0 0 MONSANTO COMPANY COMMON 61166W101 5290 145263 SH SOLE 136812 0 8451 MONSTER WORLDWIDE INC COMMON 611742107 321 13031 SH SOLE 13031 0 0 MOODYS CORPORATION COMMON 615369105 15097 206107 SH SOLE 186807 0 19300 MORGAN STANLEY COMMON 617446448 393550 7982760 SH SOLE 6202626 896 1720366 FNM-SLM(MWD)CVT 0.0 10-20-06 CONVERT 617446GB9 30426 26200000 SH SOLE 3850000 0 22350000 ORACLE CORP (MWD) CVT 0.0 12-3 CONVERT 617446GV5 18026 18875000 SH SOLE 2475000 0 16400000 CISCO CORP (MWD) CVT .25% 05-1 CONVERT 617446JG5 9050 9000000 SH SOLE 2225000 0 6775000 MSDW CALIF QUALITY MUNI SECS C COMMON 61745P635 1 76 SH SOLE 76 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- MOTOROLA INC COMMON 620076109 213661 11843745 SH SOLE 10759985 0 1009860 MOVADO GROUP COMMON 624580106 82 4800 SH SOLE 4800 0 0 MULTIMEDIA GAMES INC COMMON 625453105 2108 136000 SH SOLE 101000 0 35000 MUNIYIELD CALIF INSD FUND COMMON 62629L104 1 53 SH SOLE 53 0 0 MURPHY OIL CORP COMMON 626717102 28231 325357 SH SOLE 276747 0 48610 MYLAN LABORATORIES COMMON 628530107 2045 113594 SH SOLE 107894 0 5700 NBC CAPITAL CORP COMMON 628729105 602 23500 SH SOLE 16100 0 7400 N B T BANCORP INC COMMON 628778102 150 6400 SH SOLE 6400 0 0 NBTY INC COMMON 628782104 12555 582335 SH SOLE 508055 0 70680 NCI BUILDING SYS INC COMMON 628852105 29 900 SH SOLE 900 0 0 NCR CORPORATION COMMON 6.29E+112 15031 303105 SH SOLE 274305 0 25600 NII HOLDINGS INC COMMON 62913F201 10826 262710 SH SOLE 196400 0 66310 NL INDUSTRIES COMMON 629156407 93 5100 SH SOLE 5100 0 0 NTL INC COMMON 62940M104 4711 75896 SH SOLE 66430 0 9466 NTT DOCOMO INC COMMON 62942M201 2 130 SH SOLE 130 0 0 NVR INC COMMON 62944T105 6276 11391 SH SOLE 9991 0 1200 NABI BIOPHARMACEUTICALS COMMON 629519109 5174 386700 SH SOLE 325000 0 61700 NASH FINCH CO COMMON 631158102 1632 51900 SH SOLE 33600 0 18300 NATIONAL AUSTRALIA BANK ADR COMMON 632525408 35837 365687 SH SOLE 353651 0 12036 NATIONAL CITY CORP COMMON 635405103 32905 852021 SH SOLE 814766 0 37255 NATIONAL COMMERCE FINANCIAL CO COMMON 63545P104 1334 39000 SH SOLE 39000 0 0 NATIONAL HEALTH REALTY INC COMMON 635905102 40 2100 SH SOLE 2100 0 0 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 17271 482700 SH SOLE 455100 0 27600 NATIONAL FUEL GAS CO NJ COMMON 636180101 1666 58800 SH SOLE 58800 0 0 NATIONAL HEALTH INVESTORS REIT COMMON 63633D104 3643 128100 SH SOLE 85500 0 42600 NATIONAL OILWELL INC COMMON 637071101 14587 443925 SH SOLE 392925 0 51000 NATIONAL PENN BANCSHARES INC COMMON 637138108 147 4600 SH SOLE 4600 0 0 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 20498 1323334 SH SOLE 1197934 0 125400 NATIONAL WESTERN LIFE INS - CL COMMON 638522102 65 400 SH SOLE 400 0 0 NATIONWIDE HEALTH PPTYS INC COMMON 638620104 34223 1649300 SH SOLE 1649300 0 0 NAUTILUS GROUP INC COMMON 63910B102 63 2800 SH SOLE 2800 0 0 NAVISTAR INTERNATIONAL COMMON 63934E108 285 7676 SH SOLE 7676 0 0 NAVTEQ CORP COMMON 63936L100 15094 423500 SH SOLE 365400 0 58100 NEKTAR THERAPEUTICS COMMON 640268108 197 13600 SH SOLE 13600 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- THOMAS NELSON INC COMMON 640376109 1695 86700 SH SOLE 61100 0 25600 NETGEAR INC COMMON 64111Q104 6750 552400 SH SOLE 479300 0 73100 NETWORK APPLIANCE INC COMMON 64120L104 19382 840880 SH SOLE 837080 0 3800 NEUBERGER BERMAN REALTY INC CF COMMON 64126G109 3324 189600 SH SOLE 189600 0 0 NEW CENTURY FINANCIAL CORP COMMON 64352D101 9286 154200 SH SOLE 94400 0 59800 NEW JERSEY RES COMMON 646025106 1718 41500 SH SOLE 41500 0 0 NEW PLAN EXCEL REALTY TRUST COMMON 648053106 39133 1565300 SH SOLE 1565300 0 0 NEW YORK COMMUNITY BANCORP COMMON 649445103 728 35445 SH SOLE 35445 0 0 NEW YORK TIMES CO COMMON 650111107 1494 38203 SH SOLE 38203 0 0 NEWCASTLE INVESTMENT CORP COMMON 65105M108 11396 371200 SH SOLE 251500 0 119700 NEWELL RUBBERMAID INC COMMON 651229106 642 32046 SH SOLE 31496 0 550 NEWFIELD EXPL CO COMMON 651290108 10105 165000 SH SOLE 145000 0 20000 NEWMARKET CORP COMMON 651587107 2199 105300 SH SOLE 72300 0 33000 NEWMONT MINING CORP HLDG CO COMMON 651639106 9643 211796 SH SOLE 161796 0 50000 NEWS CORP LTD ADR COMMON 652487802 31173 994985 SH SOLE 877572 0 117413 NEXTEL COMMUNICATIONS INC COMMON 65332V103 18166 761987 SH SOLE 606007 0 155980 NEXTEL PARTNERS INC COMMON 65333F107 23521 1418625 SH SOLE 1243420 0 161605 NEXEN INC COMMON 65334H102 9361 224000 SH SOLE 200000 0 24000 NEXSTAR BROADCASTING GROUP CL COMMON 65336K103 379 44500 SH SOLE 29800 0 14700 NICE SYS LTD ADR COMMON 653656108 123 5700 SH SOLE 5700 0 0 NICOR INC COMMON 654086107 5272 143642 SH SOLE 112242 0 31400 NIKE INC COMMON 654106103 10062 127692 SH SOLE 115492 0 12200 NTT ADR COMMON 654624105 31010 1552058 SH SOLE 1499831 0 52227 NISOURCE INC COMMON 65473P105 657 31290 SH SOLE 30515 0 775 NISSAN MOTORS ADR COMMON 654744408 3 146 SH SOLE 146 0 0 NOKIA OYJ ADR COMMON 654902204 63459 4625281 SH SOLE 4362949 0 262332 NOBLE ENERGY INC COMMON 655044105 36265 622680 SH SOLE 553475 0 54705 NORDSTROM INC COMMON 655664100 6953 181826 SH SOLE 171626 0 10200 NORFOLK SOUTHERN CORP COMMON 655844108 5941 199777 SH SOLE 187477 0 12300 NORTEL NETWORKS CORPORATION COMMON 656568102 808 237793 SH SOLE 237793 0 0 NORTH FORK BANCORPORATION COMMON 659424105 15457 347743 SH SOLE 344143 0 3600 NORTH PITTSBURGH SYSTEMS COMMON 661562108 717 34600 SH SOLE 23200 0 11400 NORTHEAST UTILS COMMON 664397106 27 1400 SH SOLE 1400 0 0 NORTHERN TRUST CORP COMMON 665859104 7198 176433 SH SOLE 163763 0 12670

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- NORTHROP GRUMMAN CORP COMMON 666807102 3128 58645 SH SOLE 54885 0 3760 NOVATEL WIRELESS INC COMMON 66987M604 6014 255900 SH SOLE 211400 0 44500 NOVARTIS ADR COMMON 66987V109 156988 3363795 SH SOLE 3311491 0 52304 NOVELL INC COMMON 670006105 9606 1522293 SH SOLE 1264293 0 258000 NOVELLUS SYSTEMS INC COMMON 670008101 31824 1194608 SH SOLE 933218 0 261390 NOVEN PHARMACEUTICALS INC COMMON 670009109 1490 71500 SH SOLE 43900 0 27600 NU SKIN ENTERPRISES INC COMMON 67018T105 2711 115300 SH SOLE 86100 0 29200 NSTAR COMMON 67019E107 1777 36200 SH SOLE 36200 0 0 NUCOR CORP COMMON 670346105 106111 1161333 SH SOLE 1055233 0 88700 NUTRACEUTICAL INTL CORP COMMON 67060Y101 485 34400 SH SOLE 21100 0 13300 NVIDIA CORP COMMON 67066G104 267 18356 SH SOLE 18356 0 0 NUVASIVE INC COMMON 670704105 193 18300 SH SOLE 18300 0 0 NUVEEN REAL ESTATE INCOME CF COMMON 67071B108 1476 77400 SH SOLE 77400 0 0 OGE ENERGY CORP COMMON 670837103 3903 154700 SH SOLE 154700 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 1346 21900 SH SOLE 0 0 21900 OCCIDENTAL PETROLEUM CORP COMMON 674599105 180370 3224927 SH SOLE 2940527 0 239700 OCEANFIRST FINANCIAL CORP COMMON 675234108 61 2500 SH SOLE 2500 0 0 OCTEL CORP COMMON 675727101 1393 65600 SH SOLE 45800 0 19800 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 64 2900 SH SOLE 2900 0 0 OFFICE DEPOT INC COMMON 676220106 1530 101806 SH SOLE 92306 0 9500 OLD DOMINION FREIGHT LINE COMMON 679580100 5578 193600 SH SOLE 153800 0 39800 OLD REPUBLIC INTERNATIONAL COR COMMON 680223104 43 1700 SH SOLE 1700 0 0 OLD SECOND BANCORP INC COMMON 680277100 1066 38100 SH SOLE 25000 0 13100 OLYMPIC STEEL INC COMMON 68162K106 590 31200 SH SOLE 31200 0 0 OMNICOM GROUP COMMON 681919106 69076 945476 SH SOLE 832492 0 112984 OMNICOM GROUP CVT(OMC) 144A 0. CONVERT 681919AN6 18599 19150000 SH SOLE 2875000 0 16275000 OMEGA HEALTHCARE INVS INC COMMON 681936100 13548 1259100 SH SOLE 1084600 0 174500 ONE LIBERTY PPTYS INC COMMON 682406103 25 1400 SH SOLE 1400 0 0 ONEOK INC COMMON 682680103 5985 230000 SH SOLE 230000 0 0 OPEN JT STK CO-VIMPEL COMMUNIC COMMON 68370R109 19680 180880 SH SOLE 149100 0 31780 OPEN TEXT CORP COMMON 683715106 1414 81900 SH SOLE 81900 0 0 OPEN SOLUTIONS INC COMMON 68371P102 4894 196000 SH SOLE 149100 0 46900

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- OPSWARE INC COMMON 68383A101 2605 464300 SH SOLE 464300 0 0 ORACLE CORPORATION COMMON 68389X105 77815 6898459 SH SOLE 5536249 0 1362210 ORBITAL SCIENCES CORP COMMON 685564106 8603 753300 SH SOLE 514900 0 238400 ORIENTAL FINANCIAL GROUP COMMON 68618W100 1832 67691 SH SOLE 44706 0 22985 ORIX CORP ADR COMMON 686330101 5 105 SH SOLE 105 0 0 OSHKOSH TRUCK CORP COMMON 688239201 8194 143600 SH SOLE 123800 0 19800 OVERNITE CORP COMMON 690322102 16532 526000 SH SOLE 381300 0 144700 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 15875 319800 SH SOLE 224700 0 95100 OWENS-ILLINOIS INC COMMON 690768403 271 16925 SH SOLE 11100 0 5825 PDI INC COMMON 69329V100 3325 123200 SH SOLE 86300 0 36900 PG&E CORP COMMON 69331C108 14807 487087 SH SOLE 487087 0 0 PFF BANCORP INC COMMON 69331W104 2354 61500 SH SOLE 47000 0 14500 PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 14030 289334 SH SOLE 175154 0 114180 PLX TECHNOLOGY INC COMMON 693417107 271 37600 SH SOLE 23300 0 14300 PMC-SIERRA INC COMMON 69344F106 12772 1449719 SH SOLE 1138659 0 311060 PMI GROUP INC (THE) COMMON 69344M101 275442 6787631 SH SOLE 5264024 820 1474707 PMI GROUP CVT (PMI) 2.5 07-15- CONVERT 69344MAE1 21201 19100000 SH SOLE 2850000 0 16250000 PNC FINANCIAL SERVICES GROUP COMMON 693475105 6109 112922 SH SOLE 111202 0 1720 POHANG IRON & STEEL CO ADR COMMON 693483109 659 17400 SH SOLE 17400 0 0 PPG INDUSTRIES INC COMMON 693506107 139283 2272896 SH SOLE 1671649 360 582017 PPL CORPORATION COMMON 69351T106 10347 219318 SH SOLE 219318 0 0 PS BUSINESS PKS INC CALIF COMMON 69360J107 1447 36300 SH SOLE 36300 0 0 PSS WORLD MED INC COMMON 69366A100 1781 177400 SH SOLE 111600 0 65800 PACCAR INC COMMON 693718108 3996 57818 SH SOLE 45468 0 12350 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 9409 447000 SH SOLE 370200 0 70000 PACIFIC RIM MINING CORP COMMON 694915208 1070 1504900 SH SOLE 1254900 0 250000 PACTIV CORPORATION COMMON 695257105 1839 79085 SH SOLE 79085 0 0 PALL CORPORATION COMMON 696429307 338 13826 SH SOLE 13826 0 0 PALMONE INC COMMON 69713P107 764 25100 SH SOLE 0 0 25100 PAN AMERICAN SILVER CORP COM COMMON 697900108 6297 370000 SH SOLE 370000 0 0 PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 49642 917605 SH SOLE 660358 0 253347 PANTRY INC COMMON 698657103 2618 104000 SH SOLE 73800 0 30200 PAPA JOHNS INTL INC COMMON 698813102 7277 237200 SH SOLE 159800 0 77400 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 157 29666 SH SOLE 29666 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- PARK ELECTROCHEMICAL CORP COMMON 700416209 5957 281000 SH SOLE 188500 0 92500 PARKER HANNIFIN CORP COMMON 701094104 31630 537378 SH SOLE 511372 0 24606 PARKWAY PROPERTIES INC-MD COMMON 70159Q104 661 14240 SH SOLE 14240 0 0 PATHMARK STORES INC COMMON 70322A101 714 147200 SH SOLE 109900 0 37300 PATTERSON - UTI ENERGY INC COMMON 703481101 10698 561000 SH SOLE 503000 0 58000 PAYCHEX INC COMMON 704326107 30169 1000625 SH SOLE 899925 0 100700 PAYLESS SHOESOURCE INC COMMON 704379106 46 4500 SH SOLE 4500 0 0 PEABODY ENERGY CORP COMMON 704549104 14542 244400 SH SOLE 227400 0 17000 PENN ENGINEERING & MFG CORP COMMON 707389300 112 6000 SH SOLE 6000 0 0 J. C. PENNEY CO COMMON 708160106 10941 310105 SH SOLE 285705 0 24400 PENNSYLVANIA RL ESTATE INVT TR COMMON 709102107 1806 46710 SH SOLE 46710 0 0 PENTAIR INC COMMON 709631105 195 5600 SH SOLE 5600 0 0 PEOPLES BANCORP INC COMMON 709789101 50 1890 SH SOLE 1890 0 0 PEOPLES ENERGY CORP COMMON 711030106 3113 74695 SH SOLE 74695 0 0 PEOPLES HOLDING COMPANY COMMON 711148106 814 25000 SH SOLE 17700 0 7300 PEOPLESOFT INC COMMON 712713106 3405 171531 SH SOLE 163731 0 7800 PEP BOYS-MANNY MOE & JACK COMMON 713278109 2181 155800 SH SOLE 103200 0 52600 PEPCO HOLDINGS INC COMMON 713291102 89 4476 SH SOLE 2976 0 1500 PEPSI BOTTLING GROUP INC COMMON 713409100 32156 1184388 SH SOLE 1077013 0 86375 PEPSICO INC COMMON 713448108 178099 3660832 SH SOLE 2601078 400 1036334 PER-SE TECHNOLOGIES INC COMMON 713569309 617 45000 SH SOLE 28200 0 16800 PERKINELMER INC COMMON 714046109 8843 513550 SH SOLE 441150 0 44500 PERRIGO CO COMMON 714290103 12854 625500 SH SOLE 434300 0 191200 TELEKOMUNIKASI ADR COMMON 715684106 2728 154220 SH SOLE 0 0 154220 PETRO-CANADA COMMON 71644E102 935 18000 SH SOLE 18000 0 0 PETROLEO BRASILEIRO SA ADR COMMON 71654V101 1124 35200 SH SOLE 35200 0 0 PETROLEUM DEVELOPMENT CORP COMMON 716578109 504 11500 SH SOLE 8400 0 3100 PETSMART INC COMMON 716768106 26 900 SH SOLE 900 0 0 PFIZER INC COMMON 717081103 772362 25240602 SH SOLE 19885572 2280 5200763 PHARMION CORP COMMON 71715B409 19190 371200 SH SOLE 132600 0 238600 PHELPS DODGE CORP COMMON 717265102 8819 95829 SH SOLE 89629 0 6200 PHOTRONICS INC COMMON 719405102 4750 285800 SH SOLE 190300 0 95500 PILGRIMS PRIDE CORP COMMON 721467108 1330 49100 SH SOLE 49100 0 0 PIMCO MUNICIPAL INCOME FD II C COMMON 72200W106 11 763 SH SOLE 763 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- PINNACLE AIRLINES CORP COMMON 723443107 1279 126600 SH SOLE 83900 0 42700 PINNACLE ENTMT INC COMMON 723456109 3482 252300 SH SOLE 184900 0 67400 PINNACLE WEST CAPITAL CORP COMMON 723484101 565 13623 SH SOLE 12388 0 1235 PIONEER NAT RES CO COMMON 723787107 14649 424842 SH SOLE 382842 0 42000 PIPER JAFFRAY COS COMMON 724078100 5 115 SH SOLE 115 0 0 PITNEY BOWES INC COMMON 724479100 2561 58079 SH SOLE 56204 0 1875 PIXAR COMMON 725811103 9825 124522 SH SOLE 109232 0 15290 PLACER DOME INC COMMON 725906101 7356 370000 SH SOLE 255000 0 115000 PLANER SYSTEMS INC COMMON 726900103 512 45700 SH SOLE 28200 0 17500 PLANTRONICS INC COMMON 727493108 7615 176100 SH SOLE 141000 0 28600 PLUM CREEK TIMBER CO INC COMMON 729251108 70147 2002488 SH SOLE 1449931 0 544157 POLARIS INDUSTRIES INC COMMON 731068102 6726 120500 SH SOLE 73100 0 47400 POLO RALPH LAUREN CORP COMMON 731572103 22640 622497 SH SOLE 514797 0 107700 POLYCOM INC COMMON 73172K104 6759 341000 SH SOLE 301100 0 24500 POLYONE CORPORATION COMMON 73179P106 1214 161400 SH SOLE 99200 0 62200 POMEROY COMPUTER RESOURCES COMMON 731822102 717 56600 SH SOLE 39100 0 17500 POPE & TALBOT INC COMMON 732827100 2612 148400 SH SOLE 90500 0 57900 PORTUGAL TELECOM SGPS ADR COMMON 737273102 30311 2755585 SH SOLE 2493316 0 262269 POSSIS MEDICAL INC COMMON 737407106 1054 67300 SH SOLE 45500 0 21800 POST PROPERTIES INC REIT COMMON 737464107 1606 53700 SH SOLE 53700 0 0 POTLATCH CORP COMMON 737628107 24234 517700 SH SOLE 394600 0 114700 POWER-ONE INC COMMON 739308104 4323 667057 SH SOLE 580957 0 86100 PRAXAIR INC COMMON 74005P104 315931 7391931 SH SOLE 5503336 1090 1824815 PRENTISS PROPERTIES TRUST REIT COMMON 740706106 17184 477340 SH SOLE 476300 0 1040 T ROWE PRICE GROUP INC COMMON 74144T108 1568 30775 SH SOLE 13975 0 16800 PRICELINE COM INC COMMON 741503403 2303 103900 SH SOLE 62700 0 41200 PRIME HOSPITALITY CORP COMMON 741917108 291 23900 SH SOLE 23900 0 0 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2559 71130 SH SOLE 68440 0 2690 PROCTER & GAMBLE CO COMMON 742718109 474160 8761263 SH SOLE 7597732 408 1108661 PRIVATEBANCORP INC COMMON 742962103 7384 273900 SH SOLE 232400 0 41500 PROGRESS ENERGY INC COMMON 743263105 1152 27200 SH SOLE 27200 0 0 PROGRESS ENERGY INC-CVO RT COMMON 743263AA3 0 11000 SH SOLE 11000 0 0 PROGRESS SOFTWARE CORP COMMON 743312100 1182 59397 SH SOLE 51497 0 7900 PROGRESSIVE CORP COMMON 743315103 10361 122259 SH SOLE 117659 0 4600

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- PROLOGIS COMMON 743410102 250004 7094311 SH SOLE 5156176 0 1908635 PROTECTIVE LIFE CORP COMMON 743674103 12 300 SH SOLE 300 0 0 PROTEIN DESIGN LABS INC COMMON 74369L103 3033 154900 SH SOLE 95400 0 59500 PROVIDENT BANKSHARES CORP COMMON 743859100 6130 182700 SH SOLE 127900 0 54800 PROVIDENT FINANCIAL HOLDINGS COMMON 743868101 109 3750 SH SOLE 3750 0 0 PROVIDIAN FINANCIAL CORP COMMON 74406A102 10860 698865 SH SOLE 653765 0 45100 PRUDENTIAL FINANCIAL INC COMMON 744320102 47760 1015316 SH SOLE 1015316 0 0 PUBLIC SERVICE ENTERPRISE GROU COMMON 744573106 1111 26089 SH SOLE 26089 0 0 PUBLIC STORAGE INC REIT COMMON 74460D109 62791 1267228 SH SOLE 956443 0 305985 PUBLIC STORAGE DEP CL A COMMON 74460D729 5212 184808 SH SOLE 184808 0 0 PULTE HOMES INC COMMON 745867101 1743 28406 SH SOLE 14706 0 13700 QLOGIC CORP COMMON 747277101 301 10128 SH SOLE 10128 0 0 QUALCOMM INC COMMON 747525103 293916 7528592 SH SOLE 5766592 680 1699000 QUALITY SYSTEMS INC COMMON 747582104 2278 45100 SH SOLE 30700 0 14400 QUEST DIAGNOSTICS INC COMMON 74834L100 6980 79115 SH SOLE 79115 0 0 QUEST SOFTWARE INC COMMON 74834T103 5081 456900 SH SOLE 358600 0 98300 QUESTAR CORP COMMON 748356102 11318 247000 SH SOLE 247000 0 0 QUICKSILVER RESOURCE COMMON 74837R104 7018 214800 SH SOLE 184200 0 30600 QUIKSILVER INC COMMON 74838C106 4042 159000 SH SOLE 130100 0 28900 QUILMES INDUSTRIAL QUINS ADR COMMON 74838Y207 122 6800 SH SOLE 6800 0 0 QWEST COMMUNICATIONS INTL INC COMMON 749121109 1030 309202 SH SOLE 304527 0 4675 R&G FINANCIAL CORP CL B COMMON 749136107 10281 266000 SH SOLE 184300 0 81700 RH DONNELLEY CORP COMMON 74955W307 5600 113447 SH SOLE 85247 0 28200 RPM INTERNATIONAL INC COMMON 749685103 154 8725 SH SOLE 5700 0 3025 RSA SECURITY INC COMMON 749719100 6068 314380 SH SOLE 218520 0 95860 RTI INTERNATIONAL METALS INC COMMON 74973W107 2458 126900 SH SOLE 86800 0 40100 RADIAN GROUP INC COMMON 750236101 234209 5066165 SH SOLE 3668632 808 1350345 RADIO ONE INC CL D WI COMMON 75040P405 11020 774400 SH SOLE 641400 0 114900 RADIOSHACK CORPORATION COMMON 750438103 73878 2579538 SH SOLE 2320391 0 213667 RADISYS CORP COMMON 750459109 1932 138500 SH SOLE 89600 0 48900 RAMCO-GERSHENSON PPTYS TR COMMON 751452202 821 30300 SH SOLE 30300 0 0 RANGOLD RESOURCES LTD COMMON 752344309 5275 534400 SH SOLE 400000 0 134400 RAYMOND JAMES FINANCIAL INC COMMON 754730109 6180 256200 SH SOLE 221200 0 35000 RAYONIER INC COMMON 754907103 241 5335 SH SOLE 3500 0 1835

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- RAYOVAC CORP COMMON 755081106 3721 141200 SH SOLE 86500 0 54700 RAYTHEON COMPANY COMMON 755111507 2102 55343 SH SOLE 55343 0 0 REAL ESTATE INCOME FUND INC CF COMMON 755881109 2664 157000 SH SOLE 157000 0 0 REALTY INCOME CORP COMMON 756109104 693 15400 SH SOLE 15400 0 0 RECKSON ASSOCIATES REALTY REIT COMMON 75621K106 2717 94500 SH SOLE 94500 0 0 REEBOK INTERNATIONAL LTD COMMON 758110100 238 6475 SH SOLE 6475 0 0 REED ELSEVIER PLC-SPONS ADR COMMON 758205108 41200 1160245 SH SOLE 1122351 0 37894 REGAL ENTERTAINMENT GROUP COMMON 758766109 3977 208237 SH SOLE 184337 0 23900 REGENCY CENTERS CORP COMMON 758849103 77505 1667122 SH SOLE 1122648 0 536174 REGIS CORP MINN COMMON 758932107 619 15400 SH SOLE 15400 0 0 REHABCARE GROUP INC COMMON 759148109 4993 216800 SH SOLE 144800 0 72000 REGIONS FINANCIAL CORP COMMON 7591EP100 7444 225181 SH SOLE 215256 0 9925 REINSURANCE GROUP OF AMERICA COMMON 759351109 5636 136800 SH SOLE 136800 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 9580 241300 SH SOLE 153100 0 88200 RELIANT ENERGY INC COMMON 75952B105 91 9800 SH SOLE 9800 0 0 RENAISSANCE LEARNING INC COMMON 75968L105 1220 56300 SH SOLE 35300 0 21000 RENT A CTR INC COMMON 76009N100 6806 263184 SH SOLE 236438 0 26746 RENT WAY INC COMMON 76009U104 210 30700 SH SOLE 18300 0 12400 REPSOL YPF SA ADR COMMON 76026T205 20670 942990 SH SOLE 909326 0 33664 REPUBLIC BANCORP INC-CL A COMMON 760281204 10 420 SH SOLE 420 0 0 REPUBLIC BANCORP COMMON 760282103 1021 66300 SH SOLE 66300 0 0 REPUBLIC SVCS INC COMMON 760759100 9119 306426 SH SOLE 244261 0 62165 RES-CARE INC COMMON 760943100 953 80400 SH SOLE 54300 0 26100 RESEARCH IN MOTION LTD COMMON 760975102 11710 153388 SH SOLE 111388 0 42000 RESOURCE AMERICA INC-CL A COMMON 761195205 2364 100200 SH SOLE 67700 0 32500 RESOURCES CONNECTION INC COMMON 76122Q105 5679 150320 SH SOLE 122750 0 27570 RESPIRONICS INC COMMON 761230101 5221 97700 SH SOLE 81900 0 15800 REYNOLDS & REYNOLDS CO COMMON 761695105 774 31367 SH SOLE 31367 0 0 REYNOLDS AMERICAN INC COMMON 761713106 4797 70508 SH SOLE 67408 0 3100 RIGEL PHARMACEUTICALS INC COMMON 766559603 3299 130400 SH SOLE 105900 0 24500 RIO NARCEA GOLD MINES LTD COMMON 766909105 1276 515900 SH SOLE 515900 0 0 RITE AID CORP COMMON 767754104 147 41700 SH SOLE 21700 0 20000 ROBERT HALF INTERNATIONAL INC COMMON 770323103 10132 393161 SH SOLE 329561 0 52100 ROCKWELL AUTOMATION INC COMMON 773903109 2093 54093 SH SOLE 49793 0 4300

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- ROCKWELL COLLINS COMMON 774341101 725 19516 SH SOLE 19516 0 0 ROFIN-SINAR TECHNOLOGIES INC COMMON 775043102 2691 91600 SH SOLE 67500 0 24100 ROHM & HAAS CO COMMON 775371107 2017 46946 SH SOLE 27046 0 19900 ROPER INDUSTRIES INC COMMON 776696106 1116 19427 SH SOLE 19427 0 0 ROSS STORES INC COMMON 778296103 456 19450 SH SOLE 1400 0 18050 ROUSE CO COMMON 779273101 10937 163534 SH SOLE 162569 0 965 ROWAN COS INC COMMON 779382100 15285 578984 SH SOLE 523984 0 55000 ROYAL BK CDA MONTREAL QUE COMMON 780087102 2095 44300 SH SOLE 44300 0 0 ROYAL DUTCH PETROLEUM CO. ADR COMMON 780257804 592 11465 SH SOLE 11265 0 200 ROYCE VALUE TRUST CF COMMON 780910105 7 374 SH SOLE 374 0 0 RYAN'S RESTAURANT GROUP INC COMMON 783520109 1635 110200 SH SOLE 78600 0 31600 RYDER SYSTEM INC COMMON 783549108 15525 330034 SH SOLE 296734 0 26100 RYLAND GROUP INC COMMON 783764103 167 1800 SH SOLE 1800 0 0 S & T BANCORP INC COMMON 783859101 525 14700 SH SOLE 11200 0 3500 SBC COMMUNICATIONS INC COMMON 78387G103 164604 6343118 SH SOLE 5296911 0 1021407 SCBT FINANCIAL CORP COMMON 78401V102 484 16400 SH SOLE 11600 0 4800 SFBC INTERNATIONAL INC COMMON 784121105 2371 90100 SH SOLE 67900 0 22200 SI INTERNATIONAL INC COMMON 78427V102 28 1300 SH SOLE 500 0 800 SK TELECOM ADR COMMON 78440P108 2923 150297 SH SOLE 66660 0 83637 SL GREEN REALTY CORP REIT COMMON 78440X101 145081 2800249 SH SOLE 2044080 0 744569 SLM CORP COMMON 78442P106 8991 201601 SH SOLE 201601 0 0 S & P 500 DEPOSITORY RECEIPTS COMMON 78462F103 11183 100064 SH SOLE 91364 0 8700 SPX CORP COMMON 784635104 1187 33524 SH SOLE 33524 0 0 SRA INTERNATIONAL INC CLASS A COMMON 78464R105 6651 128999 SH SOLE 100899 0 28100 S.Y. BANCORP INC COMMON 785060104 104 4600 SH SOLE 4600 0 0 SABRE HOLDINGS CORP COMMON 785905100 36114 1472244 SH SOLE 1350969 0 98275 SAFECO CORP COMMON 786429100 37404 819362 SH SOLE 816362 0 3000 SAFEWAY INC COMMON 786514208 8861 458898 SH SOLE 147798 0 311100 SAGA COMMUNICATIONS INC - CL A COMMON 786598102 95 5600 SH SOLE 5600 0 0 ST JOE COMPANY (THE) COMMON 790148100 9377 196300 SH SOLE 196300 0 0 ST JUDE MEDICAL INC COMMON 790849103 73479 976205 SH SOLE 970905 0 5300 ST PAUL TRAVELERS COS INC COMMON 792860108 13433 406321 SH SOLE 393720 0 12601 SALIX PHARMACEUTICALS LTD COMMON 795435106 5452 253350 SH SOLE 179950 0 73400 SAN PAOLO-IMI SPA ADR COMMON 799175104 7 310 SH SOLE 310 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- SANDERSON FARMS INC COMMON 800013104 1505 45000 SH SOLE 28900 0 16100 SANDY SPRING BANCORP INC COMMON 800363103 540 16500 SH SOLE 11100 0 5400 SANMINA- SCI CORP COMMON 800907107 40611 5760426 SH SOLE 4692326 0 991100 SANOFI-AVENTIS ADR COMMON 80105N105 33635 918726 SH SOLE 663448 0 255278 SANOFI-AVENTIS-ADR COMMON 80105N204 3937 107980 SH SOLE 107980 0 0 BANCO SANTANDER P R SAN JUAN COMMON 802809103 978 39110 SH SOLE 27020 0 12090 SANTARUS INC COMMON 802817304 143 15800 SH SOLE 15800 0 0 SAP AG ADR COMMON 803054204 24675 633500 SH SOLE 534500 0 99000 SAPIENT CORP COMMON 803062108 5361 702600 SH SOLE 572900 0 129700 SARA LEE CORP COMMON 803111103 5068 221703 SH SOLE 203928 0 17775 SAUL CTRS INC COMMON 804395101 746 22700 SH SOLE 22700 0 0 SCANA CORP COMMON 80589M102 4443 119000 SH SOLE 119000 0 0 SCHEIN HENRY INC COMMON 806407102 17641 283120 SH SOLE 193870 0 89250 SCHERING-PLOUGH CORPORATION COMMON 806605101 95172 4993298 SH SOLE 4907761 0 82317 SCHLUMBERGER LTD COMMON 806857108 26106 387851 SH SOLE 370351 0 17500 SCHLUMBERGER LTD CVT(SLB) 1.5 CONVERT 806857AC2 21900 20000000 SH SOLE 2975000 0 17025000 SCHWAB (CHARLES) CORP COMMON 808513105 1383 150474 SH SOLE 150474 0 0 SCIENTIFIC-ATLANTA INC COMMON 808655104 46511 1794414 SH SOLE 1600074 0 183240 SCIENTIFIC GAMES CORP-A COMMON 80874P109 4702 246200 SH SOLE 194400 0 51800 SCOTTISH POWER PLC ADR COMMON 81013T705 29122 944308 SH SOLE 914127 0 30181 SCOTTS COMPANY CL A COMMON 810186106 1065 16602 SH SOLE 16602 0 0 SCRIPPS E W CO OHIO COMMON 811054204 10194 213350 SH SOLE 177650 0 35700 SCUDDER RREEF REAL ESTATE CF COMMON 81119Q100 2362 120700 SH SOLE 120700 0 0 SEALED AIR CORP COMMON 81211K100 428 9244 SH SOLE 9244 0 0 SEALED AIR CORP(SEE)144A CVT 3 CONVERT 81211KAG5 22072 22100000 SH SOLE 3250000 0 18850000 SEARS ROEBUCK & CO COMMON 812387108 932 23387 SH SOLE 23387 0 0 CONSUMER DISCRETIONARY SELT ET COMMON 81369Y407 22 700 SH SOLE 0 0 700 FINANCIAL SELECT SECTOR SPDR E COMMON 81369Y605 2732 96000 SH SOLE 96000 0 0 SELECT MEDICAL CORP COMMON 816196109 4796 357100 SH SOLE 265200 0 80800 SEMICONDUCTOR HOLDERS TRUST COMMON 816636203 10028 331600 SH SOLE 331600 0 0 SEMTECH CORP COMMON 816850101 17266 900700 SH SOLE 791000 0 83800 SEMPRA ENERGY COMMON 816851109 11639 321620 SH SOLE 321620 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 40603 2278510 SH SOLE 2111000 0 167510 SEPRACOR INC COMMON 817315104 2415 49500 SH SOLE 42500 0 4300

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- SERENA SOFTWARE INC COMMON 817492101 2379 142200 SH SOLE 94400 0 47800 SERONA SA ADR COMMON 81752M101 1945 126900 SH SOLE 0 0 126900 SERVICEMASTER COMPANY COMMON 81760N109 448 34800 SH SOLE 34800 0 0 7-ELEVEN INC COMMON 817826209 1045 52300 SH SOLE 52300 0 0 SHELL TRANSPORT & TRADING CO A COMMON 822703609 29240 656939 SH SOLE 635554 0 21385 SHERWIN-WILLIAMS CO COMMON 824348106 81212 1847412 SH SOLE 1721397 0 107315 SHILOH INDUSTRIES INC COMMON 824543102 166 11900 SH SOLE 7100 0 4800 SHIRE PHARMACEUTICALS GRP PLC COMMON 82481R106 6693 233600 SH SOLE 0 0 233600 SHOPKO STORES INC COMMON 824911101 1076 61800 SH SOLE 42500 0 19300 SHUFFLE MASTER INC COMMON 825549108 12053 321750 SH SOLE 235600 0 86150 SHURGARD STORAGE CENTERS INC R COMMON 82567D104 43666 1125405 SH SOLE 843740 0 277365 SIEBEL SYSTEMS INC COMMON 826170102 2538 336617 SH SOLE 65117 0 271500 SIEMENS AG ADR COMMON 826197501 6 84 SH SOLE 84 0 0 SIERRA HEALTH SERVICES COMMON 826322109 13708 286000 SH SOLE 204800 0 81200 SIERRA WIRELESS INC COMMON 826516106 1321 74200 SH SOLE 48400 0 25800 SIGMA-ALDRICH COMMON 826552101 7851 135362 SH SOLE 127562 0 7800 SILICON LABORATORIES COMMON 826919102 12230 369600 SH SOLE 321700 0 47900 SILGAN HOLDINGS INC COMMON 827048109 3727 80500 SH SOLE 56600 0 23900 SILICON IMAGE INC COMMON 82705T102 5825 460800 SH SOLE 389800 0 71000 SILICON VALLEY BANCSHARES COMMON 827064106 12508 336500 SH SOLE 258300 0 78200 SIMMONS FIRST NATIONAL CORP CL COMMON 828730200 767 30000 SH SOLE 20000 0 10000 SIMON PROPERTY GROUP INC REIT COMMON 828806109 310163 5783385 SH SOLE 4387549 0 1368536 SINCLAIR BROADCAST GROUP INC COMMON 829226109 8079 1106758 SH SOLE 904638 0 202120 SIRVA INC COMMON 82967Y104 366 16000 SH SOLE 0 0 16000 SIX FLAGS INC COMMON 83001P109 169 31100 SH SOLE 31100 0 0 SKECHERS USA INC CL A COMMON 830566105 457 31500 SH SOLE 19700 0 11800 SKY FINL GROUP INC COMMON 83080P103 221 8844 SH SOLE 8844 0 0 SMART & FINAL INC COMMON 831683107 1051 62700 SH SOLE 37500 0 25200 SMITH INTERNATIONAL INC COMMON 832110100 22990 378555 SH SOLE 311935 0 58420 JM SMUCKER CO COMMON 832696405 0 0 SH SOLE 0 0 0 SNAP-ON INC COMMON 833034101 494 17907 SH SOLE 17907 0 0 SOLECTRON CORP COMMON 834182107 532 107404 SH SOLE 107404 0 0 SONIC AUTOMOTIVE INC COMMON 83545G102 1227 61200 SH SOLE 37800 0 23400 SONICWALL INC COMMON 835470105 6671 986900 SH SOLE 618400 0 368500

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- SONY CORPORATION ADR COMMON 835699307 39604 1151620 SH SOLE 1106469 0 45151 SOURCE CAPITAL INC CF COMMON 836144105 15 231 SH SOLE 231 0 0 SOURCECORP INC COMMON 836167106 2489 112400 SH SOLE 80000 0 32400 SOUTHERN CO COMMON 842587107 2458 81977 SH SOLE 81877 0 100 SOUTHERN PERU COPPER CORP COMMON 843611104 377 7300 SH SOLE 4400 0 2900 SOUTHSIDE BANCSHARES INC COMMON 84470P109 490 24045 SH SOLE 17325 0 6720 SOUTHTRUST CORP COMMON 844730101 6693 160647 SH SOLE 153747 0 6900 SOUTHWEST AIRLINES COMMON 844741108 13082 960482 SH SOLE 853902 0 106580 SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 7081 351600 SH SOLE 300400 0 51200 SOVEREIGN BANCORP INC COMMON 845905108 824 37765 SH SOLE 37765 0 0 SOVRAN SELF STORAGE INC REIT COMMON 84610H108 15366 392200 SH SOLE 362600 0 29600 SPANISH BROADCASTING SYS INC COMMON 846425882 5270 535553 SH SOLE 411933 0 123620 SPECTRASITE INC COMMON 84761M104 1241 26680 SH SOLE 400 0 26280 SPINNAKER EXPL CO COMMON 84855W109 6598 188300 SH SOLE 163500 0 24800 SPORTS AUTHORITY INC COMMON 84917U109 2100 90500 SH SOLE 74800 0 15700 SPRINT CORP (FON GROUP) COMMON 852061100 32962 1637454 SH SOLE 1471317 0 163477 SS&C TECHNOLOGIES COMMON 85227Q100 3541 181300 SH SOLE 119500 0 61800 STAGE STORES INC COMMON 85254C305 11693 341700 SH SOLE 239900 0 101800 STANCORP FINL GROUP INC COMMON 852891100 2471 34700 SH SOLE 34700 0 0 STANLEY FURNITURE CO INC COMMON 854305208 75 1700 SH SOLE 1700 0 0 STANLEY WORKS COMMON 854616109 46358 1090014 SH SOLE 1009514 0 71300 STAPLES INC COMMON 855030102 13306 446198 SH SOLE 370098 0 76100 STARBUCKS CORP COMMON 855244109 35933 790427 SH SOLE 621357 0 158870 STATE BANCORP INC COMMON 855716106 374 16520 SH SOLE 11270 0 5250 STARWOOD HOTELS & RESORTS WORL COMMON 85590A203 121667 2621002 SH SOLE 2022780 0 589622 STATE FINANCIAL SERVICES CORP COMMON 856855101 521 19000 SH SOLE 12800 0 6200 STATE STREET CORP COMMON 857477103 17254 403973 SH SOLE 403973 0 0 STATION CASINOS INC COMMON 857689103 5635 114900 SH SOLE 70800 0 44100 STATOIL ASA ADR COMMON 85771P102 25227 1746991 SH SOLE 1684171 0 62820 THE STEAK N SHAKE COMPANY COMMON 857873103 1752 102600 SH SOLE 73400 0 29200 STEIN MART INC COMMON 858375108 3729 245000 SH SOLE 183200 0 61800 STEINWAY MUSICAL INSTRS INC COMMON 858495104 1314 48300 SH SOLE 32900 0 15400 STEPAN CO COMMON 858586100 67 2800 SH SOLE 2800 0 0 STERICYCLE INC COMMON 858912108 14076 306657 SH SOLE 203237 0 103420

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- STERLING BANCORP NY COMMON 859158107 920 34000 SH SOLE 23950 0 10050 STERLING FINANCIAL CORP (PA) COMMON 859317109 625 23300 SH SOLE 15300 0 8000 STEWART INFORMATION SVCS CORP COMMON 860372101 7793 197800 SH SOLE 134400 0 63400 STONERIDGE INC COMMON 86183P102 929 65900 SH SOLE 44200 0 21700 STORA ENSO OYJ ADR COMMON 86210M106 37122 2743663 SH SOLE 2651528 0 92135 STORAGE TECHNOLOGY CORP COMMON 862111200 13357 528800 SH SOLE 506700 0 22100 STRIDE RITE CORP COMMON 863314100 10 1000 SH SOLE 1000 0 0 STRYKER CORP COMMON 863667101 63061 1311578 SH SOLE 1133249 0 178329 SUFFOLK BANCORP COMMON 864739107 682 22600 SH SOLE 14000 0 8600 SUMMIT PPTYS INC COMMON 866239106 31143 1151300 SH SOLE 853122 0 293678 SUN COMMUNITIES INC REIT COMMON 866674104 1007 25700 SH SOLE 25700 0 0 SUN LIFE FINANCIAL INC COMMON 866796105 1105 36800 SH SOLE 36800 0 0 SUN MICROSYSTEMS INC COMMON 866810104 17836 4414913 SH SOLE 3796577 0 618336 SUNCOR ENERGY INC COMMON 867229106 618 19300 SH SOLE 19300 0 0 SUNGARD DATA SYSTEMS INC COMMON 867363103 18524 779307 SH SOLE 707233 0 72074 SUNOCO INC COMMON 86764P109 131944 1783504 SH SOLE 1629204 0 125000 SUNTERRA CORP COMMON 86787D208 1803 189200 SH SOLE 124300 0 64900 SUNTRUST BANKS INC COMMON 867914103 10956 155606 SH SOLE 148236 0 7370 SUPERVALU INC COMMON 868536103 13015 472431 SH SOLE 441431 0 29600 SUSQUEHANNA BANCSHARES INC PA COMMON 869099101 2795 113600 SH SOLE 69300 0 44300 SWIFT TRANSN CO COMMON 870756103 1833 109000 SH SOLE 93900 0 9100 SYBASE INC COMMON 871130100 4053 293900 SH SOLE 200500 0 93400 SYBRON DENTAL SPECIALTIES COMMON 871142105 226 7600 SH SOLE 7600 0 0 SYMANTEC CORP COMMON 871503108 264003 4810544 SH SOLE 3885346 540 893638 SYMBOL TECHNOLOGIES INC COMMON 871508107 333 26369 SH SOLE 26369 0 0 SYNAPTICS INC COMMON 87157D109 3890 192951 SH SOLE 158851 0 34100 SYNGENTA AG- ADR COMMON 87160A100 6749 353549 SH SOLE 348812 0 4737 SYNOVUS FINANCIAL CORP COMMON 87161C105 891 34091 SH SOLE 34091 0 0 SYSCO CORP COMMON 871829107 2946 98471 SH SOLE 94781 0 3690 TCF FINANCIAL CORP COMMON 872275102 6958 229709 SH SOLE 229709 0 0 TDK CORP ADR COMMON 872351408 470 7015 SH SOLE 7015 0 0 TECO ENERGY INC COMMON 872375100 306 22631 SH SOLE 22631 0 0 THQ INC COMMON 872443403 6270 322200 SH SOLE 205600 0 116600 TJX COMPANIES INC COMMON 872540109 20511 930636 SH SOLE 727206 0 203430

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- TJX COMPANIES INC CVT (TJX) 0. CONVERT 872540AL3 13938 17050000 SH SOLE 2050000 0 15000000 TTM TECHNOLOGIES COMMON 87305R109 559 62900 SH SOLE 39600 0 23300 TWX EXHANGEABLE TR CVT 144A 0. CONVERT 87311QAA1 32879 35000000 SH SOLE 5150000 0 29850000 TXU CORPORATION COMMON 873168108 22796 475711 SH SOLE 470111 0 5600 TAIWAN SEMICONDUCTOR ADR COMMON 874039100 35782 5011546 SH SOLE 4675974 0 335572 TALISMAN ENERGY INC COMMON 87425E103 17991 694635 SH SOLE 587335 0 107300 TALK AMERICA HOLDINGS INC COMMON 87426R202 3397 649600 SH SOLE 442200 0 207400 TANGER FACTORY OUTLET CTRS INC COMMON 875465106 15086 336898 SH SOLE 336898 0 0 TANOX INC COMMON 87588Q109 1945 115300 SH SOLE 71200 0 44100 TARGET CORPORATION COMMON 87612E106 318376 7035923 SH SOLE 5243874 900 1738184 TAUBMAN CENTERS INC REIT COMMON 876664103 1679 65000 SH SOLE 65000 0 0 TECH DATA CORP COMMON 878237106 1796 46600 SH SOLE 46600 0 0 TECHNE CORP COMMON 878377100 14482 379300 SH SOLE 262300 0 117000 TEKELEC COMMON 879101103 5108 306250 SH SOLE 251350 0 54900 TEKTRONIX INC COMMON 879131100 471 14155 SH SOLE 14155 0 0 TELE CENTRO OESTE CELULAR SA A COMMON 87923P105 330 32400 SH SOLE 32400 0 0 TELE NORTE LESTE PART SA ADR COMMON 879246106 351 26554 SH SOLE 26554 0 0 TELEFLEX INC COMMON 879369106 72 1700 SH SOLE 1700 0 0 TELEFONICA SA ADR COMMON 879382208 1 17 SH SOLE 17 0 0 TELEFONOS DE MEXICO SA ADR COMMON 879403780 40519 1255619 SH SOLE 1215828 0 39791 TELESP CELULAR PART SA ADR COMMON 87952L108 0 0 SH SOLE 0 0 0 TELEWEST GLOBAL INC COMMON 87956T107 566 48673 SH SOLE 0 0 48673 TELIK INC COMMON 87959M109 198 8900 SH SOLE 8900 0 0 TELLABS INC COMMON 879664100 3762 409345 SH SOLE 253745 0 155600 TEMPLE-INLAND INC COMMON 879868107 520 7739 SH SOLE 7739 0 0 TELETECH HOLDINGS INC COMMON 879939106 667 70700 SH SOLE 43500 0 27200 TENARIS SA-ADR COMMON 88031M109 373 8184 SH SOLE 8184 0 0 TENET HEALTHCARE CORPORATION COMMON 88033G100 2448 226882 SH SOLE 216782 0 10100 TENNECO AUTOMOTIVE INC COMMON 880349105 3644 278200 SH SOLE 184900 0 93300 TERADYNE INC COMMON 880770102 360 26864 SH SOLE 26864 0 0 TEREX CORP COMMON 880779103 9144 210700 SH SOLE 137100 0 73600 TERRA INDS INC COMMON 880915103 2028 234200 SH SOLE 162300 0 71900 TESORO PETROLEUM CORP COMMON 881609101 14573 493500 SH SOLE 352400 0 141100 TEVA PHARMACEUTICAL INDS LTD A COMMON 881624209 46622 1796600 SH SOLE 1469280 0 327320

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- TEVA PHARMACEUT CVT(TEVA) 0.5 CONVERT 88164RAA5 23911 24875000 SH SOLE 3650000 0 21225000 TEXAS INSTRUMENTS INC COMMON 882508104 273678 12860808 SH SOLE 9488491 1760 3269477 TEXTRON INC COMMON 883203101 36923 574495 SH SOLE 526190 0 40805 THERMO ELECTRON CORP COMMON 883556102 2974 110076 SH SOLE 97976 0 12100 THIRD WAVE TECNOLOGIES COMMON 88428W108 329 47800 SH SOLE 28700 0 19100 THOMAS & BETTS CORP COMMON 884315102 7343 273800 SH SOLE 195200 0 78600 THOMAS INDUSTRIES COMMON 884425109 1604 51070 SH SOLE 51070 0 0 THOMSON CORP COMMON 884903105 510 14700 SH SOLE 14700 0 0 3M CO COMMON 88579Y101 45535 569403 SH SOLE 536384 0 30619 3M COMPANY CVT(MMM) 0.0 11-21- CONVERT 88579YAB7 12753 14150000 SH SOLE 2175000 0 11975000 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 491 50900 SH SOLE 30900 0 20000 TIFFANY & CO COMMON 886547108 97147 3160287 SH SOLE 2431542 450 704305 TIME WARNER INC COMMON 887317105 193914 12014488 SH SOLE 10905003 0 1042585 TITAN INTERNATIONAL INC COMMON 88830M102 2571 267800 SH SOLE 175600 0 92200 TITANIUM METALS CORP COMMON 888339207 760 32400 SH SOLE 20200 0 12200 TODCO-A COMMON 88889T107 8418 485200 SH SOLE 414300 0 70900 TOOTSIE ROLL INDS INC COMMON 890516107 385 13192 SH SOLE 13192 0 0 TORCHMARK CORP COMMON 891027104 14862 279472 SH SOLE 251872 0 23300 TORONTO-DOMINION BANK COMMON 891160509 1306 36000 SH SOLE 36000 0 0 TOTAL SA-SPON ADR COMMON 89151E109 60021 587462 SH SOLE 557642 0 29820 TOWN & CTRY TR COMMON 892081100 7599 298600 SH SOLE 298600 0 0 TOYOTA MOTOR CORPORATION ADR COMMON 892331307 32390 424069 SH SOLE 410752 0 13317 TOYS 'R US INC COMMON 892335100 426 24003 SH SOLE 24003 0 0 TPG NV ADR COMMON 892339102 35869 1464024 SH SOLE 1415083 0 48941 TRAMMELL CROW CO COMMON 89288R106 2422 154100 SH SOLE 154100 0 0 TRANS WORLD ENTERTAINMENT COMMON 89336Q100 2910 297900 SH SOLE 214100 0 83800 TRANSACTION SYS ARCHITECTS COMMON 893416107 5490 295400 SH SOLE 182500 0 112900 TRANSCANADA CORP COMMON 89353D107 920 42100 SH SOLE 42100 0 0 TRAVELERS PPTY CVT 4.5 04-15- CONVERT 89420G307 25411 1120425 SH SOLE 167100 0 953325 TRIBUNE CO COMMON 896047107 17209 418210 SH SOLE 372010 0 46200 TRIMBLE NAVIGATION LTD COMMON 896239100 15133 478885 SH SOLE 435385 0 43500 TRIMERIS INC COMMON 896263100 194 12900 SH SOLE 12900 0 0 TRIZEC PROPERTIES INC COMMON 89687P107 2488 155800 SH SOLE 155800 0 0 TRUSTMARK CORP COMMON 898402102 2859 92000 SH SOLE 68100 0 23900

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- TUESDAY MORNING CORP COMMON 899035505 4731 153000 SH SOLE 109700 0 43300 TUPPERWARE CORP COMMON 899896104 4724 278200 SH SOLE 240500 0 24300 II VI INC COMMON 902104108 2160 61700 SH SOLE 37800 0 23900 TYCO INTL CVT(TYC) 144A 3.125 CONVERT 902118BE7 16098 10750000 SH SOLE 0 0 10750000 TYCO INTL GROUP (TYC)CVT 3.125 CONVERT 902118BG2 24334 16250000 SH SOLE 4000000 0 12250000 TYCO INTERNATIONAL LTD COMMON 902124106 110869 3616080 SH SOLE 3289980 0 326100 TYLER TECHNOLOGIES INC COMMON 902252105 2005 226800 SH SOLE 148400 0 78400 TYSON FOODS INC COMMON 902494103 13633 851000 SH SOLE 783200 0 52500 UTX/BA (UBS) CVT 1.0 12-04-12 CONVERT 90261KCF5 31590 24825000 SH SOLE 3750000 0 21075000 SYSCO CORP CVT(UBS) 144A 1.0 0 CONVERT 90261KDC1 31085 29675000 SH SOLE 4375000 0 25300000 CENDANT CORP CVT(UBS) 144A 1.0 CONVERT 90261KDS6 32123 29675000 SH SOLE 4275000 0 25400000 ECHOSTAR COMM CVT(UBS) 144A 1. CONVERT 90261KEL0 17575 19775000 SH SOLE 2875000 0 16900000 EMC CORP (UBS) CVT 0.0 11-16-1 CONVERT 90261TAV3 16874 18775000 SH SOLE 2500000 0 16275000 UCBH HOLDINGS INC COMMON 90262T308 6786 173700 SH SOLE 143800 0 29900 UGI CORP COMMON 902681105 1654 44400 SH SOLE 44400 0 0 UICI COMMON 902737105 11646 355700 SH SOLE 250700 0 105000 USB HOLDING CO INC COMMON 902910108 1218 48165 SH SOLE 33255 0 14910 UST INC COMMON 902911106 746 18539 SH SOLE 18539 0 0 U S RESTAURANT PPTYS INC COMMON 902971100 69 4100 SH SOLE 4100 0 0 US BANCORP COMMON 902973304 87198 3017243 SH SOLE 2893368 0 114925 USG CORP COMMON 903293405 866 47500 SH SOLE 30800 0 16700 UNIBANCO-UNIAO DE BANCOS BRASL COMMON 90458E107 401 16538 SH SOLE 16538 0 0 UNIFIRST CORP/MA COMMON 904708104 961 33600 SH SOLE 23200 0 10400 UNILEVER PLC ADR COMMON 904767704 4 113 SH SOLE 113 0 0 UNILEVER NV ADR COMMON 904784709 14 246 SH SOLE 0 0 246 UNION BANKSHARES CORP COMMON 905399101 446 14300 SH SOLE 10900 0 3400 UNION PACIFIC CORP COMMON 907818108 12113 206714 SH SOLE 189340 0 16719 UNIONBANCAL CORP COMMON 908906100 4222 71300 SH SOLE 63700 0 5700 UNISYS CORPORATION COMMON 909214108 610 59091 SH SOLE 59091 0 0 UNITED COMMUNITY FINANCIAL COMMON 909839102 1237 108800 SH SOLE 73800 0 35000 UNITED DEFENSE INDUSTRIES COMMON 91018B104 918 22950 SH SOLE 22450 0 500 UNITED DOMINION REALTY TR INC COMMON 910197102 81117 4090616 SH SOLE 3221982 0 855534 UNITED FIRE & CASUALTY CO COMMON 910331107 2310 40300 SH SOLE 28100 0 12200 UNITED MICROELECTRONICS ADR COMMON 910873207 436 129079 SH SOLE 129079 0 0

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- UNITED NATIONAL GROUP LTD COMMON 91103X102 7198 495750 SH SOLE 429750 0 66000 UNITED PARCEL SERVICE INC COMMON 911312106 15796 208058 SH SOLE 195718 0 12340 UNITED STATES STEEL CORP COMMON 912909108 1138 30248 SH SOLE 30248 0 0 UNITED SURGICAL PARTNERS COMMON 913016309 6540 190400 SH SOLE 160100 0 30300 UNITED TECHNOLOGIES CORP COMMON 913017109 295905 3168823 SH SOLE 2342037 450 800746 UNITEDGLOBALCOM INC COMMON 913247508 13 1800 SH SOLE 1800 0 0 UNITEDHEALTH GROUP INCORPORATE COMMON 91324P102 138952 1884348 SH SOLE 1647136 0 229212 UNIVERSAL FST PRODS INC COMMON 913543104 2240 65500 SH SOLE 42700 0 22800 UNIVERSAL HEALTH RLTY INCM TR COMMON 91359E105 3024 99800 SH SOLE 99800 0 0 UNIVISION COMMUNICATIONS INC COMMON 914906102 9563 302517 SH SOLE 244207 0 58310 UNIVEST CORP OF PENNSYLVANIA COMMON 915271100 359 8800 SH SOLE 5900 0 2900 UNOCAL CORP COMMON 915289102 16027 372715 SH SOLE 333600 0 39115 UNUMPROVIDENT CORP COMMON 91529Y106 761 48511 SH SOLE 47961 0 550 UPM KYMMENE CORP ADR COMMON 915436109 20048 1045276 SH SOLE 1007803 0 37473 URBAN OUTFITTERS INC COMMON 917047102 6244 181500 SH SOLE 155000 0 16200 UROLOGIX INC COMMON 917273104 1521 240700 SH SOLE 160000 0 80700 URSTADT BIDDLE CLASS A COMMON 917286205 7760 509200 SH SOLE 506100 0 3100 VCA ANTECH INC COMMON 918194101 4062 196900 SH SOLE 160200 0 36700 VF CORPORATION COMMON 918204108 5436 109923 SH SOLE 104423 0 5500 VALASSIS COMMUNICATIONS INC COMMON 918866104 1011 34185 SH SOLE 34185 0 0 VALEANT PHARMACEUTICALS COMMON 91911X104 19582 811837 SH SOLE 139237 0 672600 VALERO ENERGY CORP COMMON 91913Y100 18589 231751 SH SOLE 209451 0 22300 VALLEY NATL BANCORP COMMON 919794107 0 0 SH SOLE 0 0 0 VALMONT INDUSTRIES COMMON 920253101 1467 70300 SH SOLE 49600 0 20700 VALSPAR CORP COMMON 920355104 974 20859 SH SOLE 20859 0 0 VALUECLICK INC COMMON 92046N102 6602 699400 SH SOLE 699400 0 0 VARCO INTERNATIONAL INC COMMON 922122106 123 4600 SH SOLE 4600 0 0 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 8065 233300 SH SOLE 211500 0 20800 VECTOR GROUP LTD COMMON 92240M108 297 19740 SH SOLE 19740 0 0 VEECO INSTRS INC DEL COMMON 922417100 2313 110300 SH SOLE 66900 0 43400 VENTAS INC COMMON 92276F100 53448 2062052 SH SOLE 1417684 0 634568 VENTANA MED SYS INC COMMON 92276H106 353 7000 SH SOLE 4400 0 2600 VENTIV HEALTH INC COMMON 922793104 4144 244500 SH SOLE 156700 0 87800 VERITAS SOFTWARE CORP COMMON 923436109 30564 1717091 SH SOLE 1563291 0 153800

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- VERISIGN INC COMMON 92343E102 42895 2157700 SH SOLE 1898050 0 254750 VERITAS DGC INC COMMON 92343P107 2617 114900 SH SOLE 74200 0 40700 VERIZON COMMUNICATIONS COMMON 92343V104 186376 4732753 SH SOLE 4059946 0 643307 VERTEX PHARMACEUTICALS INC COMMON 92532F100 186 17700 SH SOLE 17700 0 0 VIACOM INC CL A COMMON 925524100 5776 169883 SH SOLE 169183 0 700 VIACOM INC CL B COMMON 925524308 181904 5420259 SH SOLE 4056061 670 1328348 VIAD CORP COMMON 92552R406 2 71 SH SOLE 71 0 0 VIASYS HEALTHCARE INC COMMON 92553Q209 376 22500 SH SOLE 22500 0 0 VICOR CORP COMMON 925815102 613 60600 SH SOLE 37400 0 23200 VINTAGE PETE INC COMMON 927460105 16162 805300 SH SOLE 566000 0 239300 VISHAY INTERTECHNOLOGY INC COMMON 928298108 885 68567 SH SOLE 64967 0 3600 VISTEON CORP COMMON 92839U107 114 14254 SH SOLE 14254 0 0 VISX INC COMMON 92844S105 4223 205000 SH SOLE 136900 0 68100 VITESSE SEMICONDUCTOR CORP COMMON 928497106 6658 2438900 SH SOLE 1665900 0 773000 VODAFONE GROUP PLC ADR COMMON 92857W100 2770 114891 SH SOLE 114891 0 0 VOLVO AB ADR COMMON 928856400 39701 1126597 SH SOLE 1090825 0 35772 VORNADO REALTY TRUST REIT COMMON 929042109 182229 2907295 SH SOLE 2159230 0 736665 VOTORANTIM CELULOSE E PAPEL SA COMMON 92906P106 290 8400 SH SOLE 8400 0 0 VULCAN MATERIALS CO COMMON 929160109 1849 36284 SH SOLE 32684 0 3600 WCI COMMUNITIES INC COMMON 92923C104 4 185 SH SOLE 185 0 0 WGL HOLDINGS INC COMMON 92924F106 3866 136800 SH SOLE 85600 0 51200 WASTE MANAGEMENT(WMI) CVT 2.0 CONVERT 92929QAF4 3503 3625000 SH SOLE 2000000 0 1625000 WSFS FINL CORP COMMON 929328102 1870 37400 SH SOLE 25900 0 11500 WABASH NATL CORP COMMON 929566107 7659 278800 SH SOLE 240000 0 38800 WACHOVIA CORP COMMON 929903102 176487 3759031 SH SOLE 3554656 0 180975 WAL-MART STORES INC COMMON 931142103 212453 3993475 SH SOLE 2954833 320 1018572 WALGREEN CO COMMON 931422109 358895 10016620 SH SOLE 7627159 1250 2316241 WALTER INDS INC COMMON 93317Q105 4314 269300 SH SOLE 181800 0 87500 WASHINGTON FEDERAL INC COMMON 938824109 0 9 SH SOLE 9 0 0 WASHINGTON GROUP INTL INC COMMON 938862208 3008 86900 SH SOLE 65500 0 21400 WASHINGTON MUTUAL INC COMMON 939322103 28202 721640 SH SOLE 678576 0 41684 WASHINGTON REAL ESTATE INV COMMON 939653101 4442 146600 SH SOLE 146600 0 0 WASTE CONNECTIONS INC COMMON 941053100 0 0 SH SOLE 0 0 0 WASTE MANAGEMENT INC COMMON 94106L109 6321 231205 SH SOLE 227705 0 3500

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- WATERS CORP COMMON 941848103 6689 151674 SH SOLE 134974 0 16700 WATSCO INC COMMON 942622200 5718 190400 SH SOLE 132900 0 57500 WATSON PHARMACEUTICALS INC COMMON 942683103 353 11972 SH SOLE 11972 0 0 WEBSENSE INC COMMON 947684106 11676 280200 SH SOLE 193600 0 86600 WEBSTER FINANCIAL CORP COMMON 947890109 753 15251 SH SOLE 15251 0 0 WEINGARTEN REALTY INVESTORS RE COMMON 948741103 4122 124875 SH SOLE 124875 0 0 WEIS MKTS INC COMMON 948849104 271 8000 SH SOLE 8000 0 0 WELLCARE HEALTH PLANS INC COMMON 94946T106 894 47200 SH SOLE 39500 0 7700 WELLPOINT HEALTH NETWORKS COMMON 94973H108 7839 74591 SH SOLE 71491 0 3100 WELLS FARGO & COMPANY COMMON 949746101 83731 1404178 SH SOLE 1365375 0 38803 WENDY'S INTERNATIONAL INC COMMON 950590109 421 12530 SH SOLE 12530 0 0 WESBANCO INC COMMON 950810101 2309 79400 SH SOLE 57400 0 22000 WESCO INTL INC COMMON 95082P105 1979 81600 SH SOLE 53200 0 28400 WEST COAST BANCORP/OREGON COMMON 952145100 814 39100 SH SOLE 28900 0 10200 WESTAMERICA BANCORPORATION COMMON 957090103 6993 127400 SH SOLE 85300 0 42100 WESTAR ENERGY INC COMMON 95709T100 430 21300 SH SOLE 21300 0 0 WESTERN SIERRA BANCORP COMMON 959522103 631 18950 SH SOLE 11750 0 7200 WESTERN WIRELESS COMMON 95988E204 2157 83900 SH SOLE 60200 0 23700 WESTWOOD ONE INC COMMON 961815107 3503 177200 SH SOLE 152200 0 15400 WEYERHAEUSER CO COMMON 962166104 226638 3409112 SH SOLE 2643772 380 727410 WHEATON RIVER MINERALS LTD COMMON 962902102 8395 2676100 SH SOLE 2076100 0 600000 WHIRLPOOL CORP COMMON 963320106 10496 174668 SH SOLE 160275 0 13943 WHITING PETROLEUM CORP COMMON 966387102 3633 119500 SH SOLE 75800 0 43700 WHOLE FOODS MKT INC COMMON 966837106 14100 164349 SH SOLE 109259 0 55090 WILLIAMS COS INC COMMON 969457100 16712 1381127 SH SOLE 1270727 0 110400 CLAYTON WILLIAMS ENERGY INC COMMON 969490101 257 12000 SH SOLE 8400 0 3600 WIND RIVER SYSTEMS INC COMMON 973149107 3621 296800 SH SOLE 182100 0 114700 WINN-DIXIE STORES INC COMMON 974280109 1787 578406 SH SOLE 391706 0 186700 WINNEBAGO INDUSTRIES COMMON 974637100 4666 134700 SH SOLE 114700 0 20000 WINSTON HOTELS INC COMMON 97563A102 382 35700 SH SOLE 35700 0 0 WISCONSIN ENERGY CORP COMMON 976657106 4399 137894 SH SOLE 137894 0 0 WOODWARD GOVERNOR CO COMMON 980745103 4340 64300 SH SOLE 46300 0 18000 WORLD ACCEPTANCE CORP COMMON 981419104 828 35600 SH SOLE 23400 0 12200 WORLD FUEL SERVICES CORP COMMON 981475106 122 3400 SH SOLE 2200 0 1200

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- WORLD WRESTLING ENTERTAINMENT COMMON 98156Q108 601 49200 SH SOLE 30300 0 18900 WORTHINGTON INDUSTRIES COMMON 981811102 2946 138004 SH SOLE 121904 0 9900 WRIGLEY (WM) JR CO COMMON 982526105 1829 28888 SH SOLE 25181 0 3707 WYETH COMMON 983024100 243989 6523782 SH SOLE 5303778 0 1187154 WYNN RESORTS LTD COMMON 983134107 19778 382623 SH SOLE 338323 0 44300 XM SATELLITE RADIO COMMON 983759101 5884 189700 SH SOLE 189700 0 0 XTO ENERGY INC COMMON 98385X106 711 21894 SH SOLE 21894 0 0 XCEL ENERGY INC COMMON 98389B100 769 44403 SH SOLE 43987 0 416 XILINX INC COMMON 983919101 46368 1717322 SH SOLE 1393302 0 324020 XEROX CORP COMMON 984121103 7330 520630 SH SOLE 495830 0 24800 YAHOO INC COMMON 984332106 168430 4966966 SH SOLE 4430566 0 502200 YANKEE CANDLE INC COMMON 984757104 2323 80200 SH SOLE 50600 0 29600 YORK INTERNATIONAL CORP COMMON 986670107 212 6705 SH SOLE 4400 0 2305 YOUNG BROADCASTING INC CL A COMMON 987434107 2238 205900 SH SOLE 145900 0 60000 YUM! BRANDS INC COMMON 988498101 19845 488080 SH SOLE 414280 0 70500 ZALE CORP COMMON 988858106 20833 741400 SH SOLE 560800 0 172600 ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 35469 581365 SH SOLE 520065 0 61300 ZENITH NATIONAL INSURANCE CP COMMON 989390109 1358 32100 SH SOLE 32100 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 54122 684746 SH SOLE 647834 0 36912 ZIONS BANCORPORATION COMMON 989701107 22901 375182 SH SOLE 357282 0 17900 ZWEIG TOTAL RETURN FUND INC - COMMON 989837109 15 2758 PRN SOLE 0 0 2758 ZYMOGENETICS INC COMMON 98985T109 197 11300 SH SOLE 11300 0 0 DEUTSCHE BANK AG COMMON D18190898 20489 284818 SH SOLE 275874 0 8944 ACE LTD COMMON G0070K103 27850 695196 SH SOLE 644421 0 47980 AMDOCS LTD COMMON G02602103 28609 1310532 SH SOLE 1114912 0 195620 ACCENTURE LTD CL A COMMON G1150G111 11350 419600 SH SOLE 380400 0 39200 COOPER INDUSTRIES INC COMMON G24182100 1069 18123 SH SOLE 10823 0 7300 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 8185 254600 SH SOLE 254600 0 0 EVEREST RE GROUP LTD COMMON G3223R108 2542 34200 SH SOLE 34200 0 0 FRONTLINE LTD COMMON G3682E127 475 10135 SH SOLE 10135 0 0 GARMIN LTD COMMON G37260109 913 21100 SH SOLE 0 0 21100 INGERSOLL-RAND CO CL A COMMON G4776G101 262766 3865910 SH SOLE 2841612 560 991428 MARVELL TECHNOLOGY COMMON G5876H105 23060 882500 SH SOLE 804100 0 78400 NABORS INDS LTD COMMON G6359F103 17486 369296 SH SOLE 325296 0 44000

SECURITY TITLE OF MARKET INVESTMENT 13F VOTING VOTING VOTING DESCRIPTION CLASS CUSIP VALUE PAR VALUE SH/PRN PUT/CALL DISCRETION MGR SOLE SHARED NONE ------------------------------ -------- ---------- -------- --------- ------ -------- ---------- --- ------------ ------ ---------- NOBLE CORP COMMON G65422100 18484 411211 SH SOLE 367211 0 44000 QUANTA CAPITAL HOLDINGS LTD COMMON G7313F106 85 10400 SH SOLE 0 0 10400 SEAGATE TECHNOLOGY COMMON G7945J104 5958 440684 SH SOLE 401197 0 39487 SHIP FINANCE INTL LTD COMMON G81075106 8 388 SH SOLE 388 0 0 TRANSOCEAN INC COMMON G90078109 4163 116361 SH SOLE 116361 0 0 WEATHERFORD INTL LTD COMMON G95089101 17741 347726 SH SOLE 307526 0 40200 WILLIS GROUP HLDGS LTD COMMON G96655108 411 11000 SH SOLE 0 0 11000 XL CAPITAL LIMITED CL A COMMON G98255105 1459 19713 SH SOLE 19713 0 0 ALCON INC COMMON H01301102 24545 306050 SH SOLE 295350 0 10700 UBS AG COMMON H8920M855 20955 297889 SH SOLE 297889 0 0 ALADDIN KNOWLEDGE SYSTEMS COMMON M0392N101 2191 97800 SH SOLE 97800 0 0 CHECK POINT SOFTWARE TECH LTD COMMON M22465104 27356 1612000 SH SOLE 1458800 0 153200 ASML HOLDING NV ADR COMMON N07059111 4 340 SH SOLE 340 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 9830 225467 SH SOLE 179467 0 46000 FLEXTRONICS INTL LTD COMMON Y2573F102 34612 2612190 SH SOLE 2498090 0 114100 -------- --------- ------------ ------ ---------- GRAND TOTAL 42490219 0 1190503959 49059 1108093289

Report Name: 1New13F SOLE Run Date: 11/12/04 TOTAL ENTRIES 1747