-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, D64+1lUPUS8P4yBnIUTofL3OExqrRnO+eIcuoOskjKFusCMB46DMjYij/GZB5EU0 vkYl4VB+QPjTwUzK/3GQ4w== 0000947871-03-001916.txt : 20030818 0000947871-03-001916.hdr.sgml : 20030818 20030818095644 ACCESSION NUMBER: 0000947871-03-001916 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030818 EFFECTIVENESS DATE: 20030818 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STICHTING PENSIOENFONDS ABP CENTRAL INDEX KEY: 0000918509 IRS NUMBER: 980140331 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04817 FILM NUMBER: 03851934 BUSINESS ADDRESS: STREET 1: OUDE LINDESTRAAT 70 STREET 2: POSTBUS 6401 CITY: DL HEERLEN ZIP: 00000 BUSINESS PHONE: 0113145798022 MAIL ADDRESS: STREET 1: SHERMAN & STERLING STREET 2: 599 LEXINGTON AVE CITY: NEW YORK STATE: NY ZIP: 10022 FORMER COMPANY: FORMER CONFORMED NAME: ALGEMEEN BURGERLIJK PENSIOENFONDS DATE OF NAME CHANGE: 19940202 13F-HR 1 f13fhr_081403.txt FIRST QUARTER REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 2003 Check here if Amendment: [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Stichting Pensioen Fonds ABP Address: Oude Lindestraat 70 Postbus 6401 DL Heerlen The Netherlands Form 13F File Number: 028-04817 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: Leo Palmen Title: Chief Legal and Tax Counsel Phone: 917-368-3519 Signature, Place, and Date of Signing: /s/ Leo Palmen New York, NY August 15, 2003 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 other manager Form 13F Information Table Entry Total: 789 Form 13F Information Table Value Total: 19, 197, 249, 749.10 (in thousands) List of Other Included Managers: Name: ABP Investments US, Inc. Form File # 028-04817
2003 Second Quarter 13F Filing - ----------------------------------------------------------------------------------------------------------------------------------- Shares of Investment Principal Fair Market Discretion Other Voting CUSIP Company Title of Class Value Item 5 Value Item 4 SH/PRN Sole Managers Authority - ---------------------------------------------------------------------------------------------------------------------------------- 88579Y101 3M Co COM 334,257 43,112,467.86 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 002824100 Abbott Laboratories COM 1,366,458 59,796,202.08 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00339B107 Abgenix Inc COM 180,231 1,890,623.19 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 003924107 Abitibi Consolidated Inc Com COM 759,901 6,535,148.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 004239109 ACADIA REALTY TRT AKR REIT COM SH BEN INT 250,000 2,287,500.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- G0070K103 Ace Ltd ORD 99,994 3,428,794.26 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 000886101 Adc Telecomunications Inc COM 170,247 396,675.51 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00724F101 Adobe Systems Inc. COM 301,368 9,664,871.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 007903107 Advanced Micro Devices COM 162,662 1,042,663.42 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00130H105 Aes Corp. COM 1,290,222 8,192,909.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00817Y108 Aetna Healthcare COM 180,788 10,883,437.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00104H107 AEW REAL ESTATE INCOME FUND RIF COM 10,000 156,400.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 008190100 Affiliated Computer Services CL A 1,487,125 68,006,226.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00826T108 Affymetrix Inc COM 171,128 3,372,932.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 001055102 Aflac Inc. COM 497,987 15,313,100.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00846U101 Agilent Technologies Inc COM 221,518 4,330,676.90 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 008474108 Agnico-Eagle Mines COM 22,400 348,320.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 008916108 Agrium Inc COM 79,146 1,167,403.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 009158106 Air Products & Chemicals Inc. COM 1,062,388 44,195,340.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 013068101 Alberto-Culver Co. CL B CONV 108,487 5,543,685.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 013104104 Albertsons Inc. COM 162,951 3,128,659.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 013716105 Alcan Inc Com COM 197,484 8,296,302.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 013817101 Alcoa Inc. COM 1,252,472 31,938,036.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 015271307 ALEXANDRIA RE EQUITIES 9.1 Pfd SERIES B ARE PFD 4,800 138,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 015271208 ALEXANDRIA RE EQUITIES 9.5 Pfd Class A PFD 5,000 134,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 015271109 ALEXANDRIA RE EQUITIES REIT COM 138,400 6,169,872.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 015271109 Alexandria Real Est COM 1,650 74,250.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 01609F109 Aliant Inc COM 27,968 814,707.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 017361106 Allegheny Energy Inc COM 344,927 2,914,633.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 01741R102 Allegheny Technologies Inc. COM 66,289 437,507.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 018490102 Allergan Inc. COM 68,782 5,303,092.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 019589308 ALLIED WASTE INDTRIES AW COM PAR $.01 NEW 453,622 4,567,401.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 020002101 Allstate Corp. COM 637,082 22,711,973.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 020039103 Alltel Corp. COM 646,182 31,158,896.04 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 021441100 Altera Corp. COM 329,892 5,410,228.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 02209S103 Altria Group Inc COM 1,605,540 72,955,737.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00163T109 Amb Property Corp COM 2,487,401 71,260,486.17 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 023139108 Ambac Financial Group Inc COM 78,601 5,207,316.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 023551104 Amerada Hess Corp. COM 72,750 3,577,845.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 023608102 Ameren Corporation COM 186,847 8,239,952.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 025537101 American Electric Power COM 900,598 26,864,838.34 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 025816109 American Express Company COM 1,022,271 42,741,150.51 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 026375105 American Greetings CL A 54,899 1,078,216.36 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 026874107 American International Group COM 5,483,884 302,600,719.12 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 029066107 American Power Conversion COM 313,568 4,888,525.12 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 029712106 American Standard Cos Inc COM 88,160 6,517,668.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 03073E105 Amerisourcebergen Corp. COM 44,201 3,065,339.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 031162100 Amgen Inc. COM 1,899,311 126,190,222.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 001735109 AMLI RESIDENTIAL PROPERTIE AML REIT SH BEN INT 91,860 2,151,564.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 001765106 Amr Corp. COM 81,086 891,946.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 032165102 Amsouth Bancorporation COM 282,298 6,165,388.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 032346108 Amylin Pharmaceuticals Inc. COM 134,920 2,953,398.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 032511107 Anadarko Petroleum Corp. COM 229,111 10,188,566.17 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 032654105 Analog Devices Inc. COM 1,116,625 38,880,882.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 034425108 Andrew Corp COM 39,094 359,664.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 035229103 Anheer-Bch Companies Inc. COM 747,447 38,157,169.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 03674B104 Anthem Inc COM 117,930 9,098,299.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 037023306 ANTHRACITE AHR AHRS C 9.375 PFD PFD 50,000 1,285,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 037023108 ANTHRACITE AHR REIT COM 150,000 1,839,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00184A105 Aol Time Warner Inc. COM 5,371,498 86,427,402.82 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 037389103 Aon Corp. COM 98,176 2,364,078.08 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 037411105 Apache Corp. COM 139,366 9,067,151.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 03748R101 Apartment Invt & Mgmt Co - A CL A 5,407,574 185,968,060.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 03748R309 APARTMENT INVT/MGMT AIV D 8.75% Pfd PFD 30,000 750,300.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 03748R408 APARTMENT INVT/MGMT Pfd Class G AIV PFD 20,000 553,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 03748R846 APARTMENT INVT/MGMT Pfd SERIES R AIV PFD 109,200 2,951,676.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 037604105 Apollo Group Inc CL A 183,234 11,316,531.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 037833100 Apple Computer Inc. COM 316,770 6,056,642.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 038020103 Applera Corp-Applied Biosys OM AP BIO GROUP 167,969 3,196,450.07 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 038222105 Applied Materials Inc. COM 1,986,732 31,509,569.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 03822W109 Applied Micro Circuits Corp COM 162,551 983,433.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 038521100 Aramark Corp-Cl B CL B 1,306,000 29,280,520.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 039483102 Archer-Daniels-Midland Co. COM 476,824 6,136,724.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 039583109 Archstone -Smith Trt COM 15,118,012 364,493,494.69 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 039793104 Arden Realty Inc COM 2,421,678 62,335,184.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 044204105 Ashland Inc. COM 56,762 1,741,458.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 001957505 At&T Corp. COM NEW 2,360,914 45,447,594.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 00209A106 At&T Wireless Services Inc COM 2,627,654 21,573,039.34 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 001941103 Ati Technologie Inc Com COM 144,308 1,933,727.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 052769106 Autodesk Inc. COM 84,905 1,372,064.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 053015103 Automatic Data Processing COM 502,885 17,027,686.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 05329W102 Autonation Inc COM 341,200 5,363,664.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 053332102 Autozone Inc. COM 76,870 5,839,813.90 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 053484101 Avalonbay Communities Inc COM 1,718,783 73,905,479.12 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 053499109 Avaya Inc COM 565,355 3,652,193.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 053611109 Avery Dennison Corp. COM 126,647 6,357,679.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 054303102 Avon Products COM 210,199 13,074,377.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 057224107 Baker Hughes Inc. COM 104,108 3,494,905.56 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 058498106 Ball Corp. COM 29,299 1,333,397.49 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 05858H104 Ballard Power Systems Inc COM 42,883 788,189.54 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 902973304 Bancorp COM NEW 756,667 18,538,341.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 063671101 Bank Montreal Que Com COM 337,959 14,380,155.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 060505104 Bank Of America Corp. COM 673,739 53,245,593.17 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 064057102 Bank Of New York Co. Inc. COM 173,105 4,976,768.75 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 064149107 Bank Of Nova Scotia COM 341,640 20,532,564.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 06423A103 Bank One Corp. COM 545,017 20,263,732.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 067383109 Bard [C.R.] Inc. COM 88,495 6,310,578.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 067901108 Barrick Gold Corp. COM 331,380 7,949,806.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 071707103 Bausch & Lomb Inc. COM 130,216 4,883,100.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 071813109 Baxter International Inc. COM 350,939 9,124,414.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 054937107 Bb&T Corporation COM 278,710 9,559,753.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 05534B109 Bce Inc Com COM 363,521 11,290,962.26 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 073902108 Bear Stearns Companies Inc. COM 118,782 8,602,192.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 075887109 Becton Dickinson & Co. COM 304,706 11,837,828.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 075896100 Bed Bath & Beyond Inc. COM 121,848 4,728,920.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 076446301 Bedford Property Investors COM PAR $.02 1,300 36,920.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 077986102 Bellsouth Corporation COM 2,014,606 53,648,957.78 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 081437105 Bemis Co. COM 94,526 4,423,816.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 086516101 Best Buy Co. Inc. COM 29,037 1,275,305.04 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 089302103 Big Lots Inc. COM 274,892 4,134,375.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 090597105 Biogen Inc. COM 292,898 11,130,124.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 009061G10 Biomarin Pharmaceutical Inc COM 127,100 1,240,496.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 090613100 Biomet Inc. COM 238,361 6,831,426.26 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 09067J109 Biovail Corporation COM 93,804 5,904,023.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 055482103 Bj Services Co COM 76,619 2,862,485.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 091797100 Black & Decker Corporation COM 44,301 1,924,878.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 093671105 Block H & R Inc. COM 206,185 8,917,501.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 055921100 Bmc Software Inc. COM 354,759 5,793,214.47 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 096613104 Boardwalk Equities Inc COM 4,400 67,144.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 097023105 Boeing Co. COM 733,045 25,158,104.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 097383103 Boise Cascade Corp. COM 147,203 3,518,151.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 097751200 Bombardier Inc 'B' COM 720,025 3,290,514.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 101121101 Boston Properties Inc COM 5,958,550 260,567,990.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 101137107 Boston Scientific Corp. COM 424,117 25,913,548.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 103430104 BOYKIN LODGING BOY REIT COM 20,000 527,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 105368203 Brandywine Realty Trt SH BEN INT NEW 248,170 6,068,295.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 10549P606 Brascan Corp Ltd Vtg Shs Cl A CL A LTD VT SH 95,525 3,176,206.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 05564E106 Bre Properties - Cl A CL A 4,882,345 161,264,548.95 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 110122108 Bristol-Myers Squibb Co. COM 1,665,420 45,216,153.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 111320107 Broadcom Corp-Cl A CL A 119,926 2,987,356.66 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 112900105 Brookfield Properties Corp COM 6,138,500 1,328,927,525.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 112900956 Brookfield Properties Corp PUT 26,600 771,400.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 115637209 Brown-Forman Corp. CL B 16,815 1,321,995.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 117043109 Brunswick Corp. COM 74,636 1,867,392.72 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 12189T104 Burlington Northern Santa Fe C COM 559,095 15,900,661.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 122014103 Burlington Resources Inc. COM 139,641 7,550,388.87 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 12549K108 C.I. Fund Management Inc COM 85,969 986,064.43 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 124795108 Cae Inc. COM 134,803 772,421.19 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 131347106 Calpine Corporation COM 850,558 5,613,682.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 133131102 Camden Property Trt SH BEN INT 4,323,437 149,635,357.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 13321L108 Cameco Corp COM 85,353 3,712,855.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 134429109 Campbell Soup Company COM 296,559 7,265,695.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 135113108 Canada Life Financial Corp COM 97,832 4,353,524.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 136069101 Canadian Imperial Bk Toronto C COM 261,548 14,097,437.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 136375102 Canadian Natl Ry Co Com COM 157,678 10,261,684.24 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 136385101 Canadian Natural Res Ltd COM 70,380 3,782,925.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 13645T100 Canadian Pacific Railway Ltd COM 128,045 3,881,043.95 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 136681202 Canadian Tire Corp -Cl A COM 45,823 1,489,247.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 139733109 Capital Automotive Reit COM SH BEN INT 2,503 70,058.97 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 14040H105 Capital One Financial Corp. COM 167,241 8,224,912.38 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 14149Y108 Cardinal Health Inc. COM 440,881 28,348,648.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 143658300 Carnival Corp. PAIRED CTF 964,426 31,353,489.26 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 144418100 Carramerica Realty Corp COM 1,001,216 27,684,376.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 149111106 CATELL DEVELOPMENT CORP CDX REIT COM 5,631,000 124,726,650.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 149123101 Caterpillar Inc. COM 285,006 15,863,433.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 124830308 CBL & ASSOCIATES PROP CBL CBL 8.75 Pfd SERIES B PFD 75,000 4,121,250.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 124830100 CBL & ASSOCIATES PROP CBL REIT COM 175,512 7,521,081.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 15101Q108 Celestica Inc Sub Vtg Shs SUB VTG SHS 117,387 2,479,213.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 151020104 Celgene Corp COM 170,151 5,172,590.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 151313103 Cendant Corporation COM 3,766,669 69,005,376.08 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 15189T107 Centerpoint Energy Inc. COM 780,609 6,361,963.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 151895109 CENTERPOINT PROP CORP CNT REIT COM 1,665,372 102,220,264.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 152312104 Centex Corp. COM 74,750 5,745,285.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 156700106 Centurytel Inc. COM 245,951 8,571,392.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 156708109 Cephalon Inc COM 112,211 4,618,604.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 156779100 Ceridian Corp New Com COM 22,943 389,342.71 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 39945C109 Cgi Group Inc. - Cl A CL A SUB VTG 138,323 1,106,584.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 160903100 Charter One Finl Inc COM 193,420 6,030,835.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 161726104 Chateau Communities Inc COM 2,110 62,434.90 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 161726104 CHATEAU COMMUNTIES INC CPJ REIT COM 160,600 4,736,094.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 163421209 CHELSEA GCA REALTY INC CPG CPG 8.375 Pfd SERIES A PFD 7,398 388,395.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 163421100 CHELSEA GCA REALTY INC CPG REIT COM 2,062,460 82,725,942.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 165167107 CHESAPEAKE ENERGY CORP CHK COM 100,000 1,029,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 166764100 Chevrontexaco Corp COM 725,044 52,348,176.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 170040109 Chiron Corp COM 444,837 19,448,273.64 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 171232101 Chubb Corp. COM 65,794 3,947,640.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 171779101 Ciena Corp COM 98,064 508,952.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 125509109 Cigna Corp. COM 60,399 2,835,129.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 172062101 Cincinnati Financial Corp. COM 53,951 2,001,042.59 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 172474108 Cinergy Corp. COM 256,042 9,419,785.18 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 172908105 Cintas Corp COM 72,559 2,571,490.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 17275R102 Cisco Systems Inc. COM 12,360,509 206,296,895.21 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 172967101 Citigroup Inc. COM 10,989,476 470,349,572.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 17453B101 Citizens Communications Co COM 100,107 1,290,379.23 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 177376100 Citrix Systems Inc. COM 276,401 5,627,524.36 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 184502102 Clear Channel Communications COM 542,873 23,000,186.47 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 189054109 Clorox Company COM 215,352 9,184,762.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 125896100 Cms Energy Corp. COM 39,617 320,897.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 191216100 Coca-Cola Co. COM 3,317,583 153,969,027.03 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 191219104 Coca-Cola Enterprises COM 146,343 2,656,125.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 19244C109 Cognos Inc COM 47,744 1,741,223.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 194162103 Colgate-Palmolive Company COM 332,715 19,280,834.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 194830204 COLLINS & AIKMAN CORP CKC COM NEW 50,000 148,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 195872106 Colonial Properties Trt COM SH BEN INT 159,160 5,570,991.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 195872403 COLONIAL PROPERTIES TRT CLP CLP 8.125% Prd Series D PFD 60,000 1,565,400.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 20030N101 Comcast Corp CL A 1,248,737 37,686,882.66 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 20030N200 Comcast Corp-Special Classs A CL A SPL 768,154 22,145,879.82 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 202218103 Commercial Net Lease Ealty COM 3,600 62,064.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 204912109 Computer Associates Internatio COM 795,219 17,717,479.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 205363104 Computer Sciences Corp. COM 147,224 5,612,178.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 205638109 Compuware Corp. COM 407,348 2,350,397.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 205862402 Comverse Technology Inc. COM PAR $.10 127,887 1,922,141.61 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 205887102 Conagra Foods Inc. COM 419,642 9,903,551.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 206197105 Concord Efs Inc COM 553,666 8,149,963.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 20825C104 Conocophillips COM 407,128 22,310,614.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 209115104 Consolidated Edison Inc. COM 276,203 11,954,065.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 210371100 Constellation Energy Group Inc COM 594,137 20,378,899.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 212485106 Convergys Corp COM 257,313 4,117,008.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- G24182100 Cooper Indtries Ltd CL A 150,468 6,214,328.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 216831107 Cooper Tire & Rubber COM 143,783 2,529,142.97 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 217016104 Coors [Adolph] CL B 87,512 4,286,337.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 21922V102 Cornerstone Realty Income Tr COM 279,350 2,078,060.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 219350105 Corning Inc. COM 217,673 1,608,603.47 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 22002T207 CORP OFFICE PROP PFC OFC B 10% Pfd PFD 5,800 151,380.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 22002T108 CORP OFFICE PROP PFC REIT SH BEN INT 143,800 2,418,947.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 22025Y407 Corrections Corp Of America COM NEW 2,500 63,325.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 22160K105 Costco Wholesale Corp. COM 321,082 11,751,601.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 222372104 Countrywide Financial Corp. COM 136,454 9,493,104.78 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 222795106 Cousins Properties Inc CUZ COM 1,729,347 47,713,774.31 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 22409V102 Cp Ships Ltd COM 60,826 1,365,543.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 224399105 Crane Co. COM 15,543 351,738.09 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 225756402 CRESCENT REAL ESTATE EQT CEI 9.5% Pfd Series B CEI PFD 170,000 4,709,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 225756105 CRESCENT REAL ESTATE EQT CEI REIT COM 3,993,030 658,460.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 228186102 Crown American Realty SH BEN INT 2,600 27,924.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 126408103 CSX Corp. COM 197,646 5,947,168.14 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 231021106 Cummins Engine COM 27,803 997,849.67 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 126650100 CVS Corp. COM 155,171 4,349,443.13 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 235811106 Dana Corp. COM 58,698 678,548.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 235851102 Danaher Corp. COM 664,468 45,217,047.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 237194105 Darden Restaurants Inc. COM 141,112 2,678,305.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 244199105 Deere & Co. COM 253,544 11,586,960.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 247025109 Dell Computer Corp. COM 5,693,781 181,973,240.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 247126105 Delphi Corporation COM 570,554 4,923,881.02 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 247361108 DELTA AIR LINES INC DE DAL COM 137,051 2,021,208.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 248019101 Deluxe Corp. COM 59,924 2,684,595.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 251591855 DEVELOP DIV RLTY 9.375 Pfd Class Series A DDR PFD 12,400 314,464.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 251591822 DEVELOP DIVERS REALTY DDR 7.375 PRD H PFD 20,000 535,800.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 251591830 DEVELOP DIVERS REALTY DDR 8.0000% PRD series PFD 20,000 522,200.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 251591871 DEVELOP DIVERS REALTY DDR 8.6 Pfd PFD 37,400 1,000,824.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 251591806 DEVELOP DIVERS REALTY DDR 8.68% Series PFD 6,300 159,705.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 251591103 DEVELOP DIVERS REALTY DDR REIT COM 3,789,827 108,198,819.69 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 251591608 DEVELOP DIVERS REALTY Pfd Class C DDR PFD 34,650 871,447.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 25179M103 Devon Energy Corp COM 130,715 6,980,181.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 254067101 Dillards Inc. CL A 33,436 450,382.92 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 254687106 Disney [Walt] Co COM DISNEY 1,389,326 27,439,188.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 256900705 Dofasco Inc COM 116,946 3,041,765.46 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 256669102 Dollar General Corp. COM 131,618 2,403,344.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 25746U109 Dominion Resources Inc/Va COM 394,908 25,380,737.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 257561100 Domtar Inc Com Npv COM 375,197 5,552,915.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 257867101 Donnelley [R.R.] & Sons Co. COM 92,600 2,420,564.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 260003108 Dover Corp. COM 164,216 4,919,911.36 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 260543103 Dow Chemical Company COM 794,472 24,596,853.12 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 260561105 Dow Jones & Co. Inc. COM 28,786 1,238,661.58 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 233331107 Dte Energy Company COM 555,843 21,477,773.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 263534109 Du Pont [E.I.] De Nemours COM 2,089,382 87,001,866.48 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 264399106 Duke Energy Corp. COM 2,884,856 57,552,877.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 264411505 DUKE REALTY CORP DRE REIT COM NEW 10,237,250 282,649,755.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 26816Q101 Dynegy Inc-Cl A CL A 159,054 668,026.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 277276101 Eastgroup Properties COM 1,400 37,800.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 277432100 Eastman Chemical Company COM 73,428 2,325,464.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 277461109 Eastman Kodak Co. COM 270,082 7,386,742.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 278058102 Eaton Corp. COM 92,268 7,253,187.48 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 278642103 Ebay Inc COM 121,917 12,701,313.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 278865100 Ecolab Inc. COM 213,504 5,465,702.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 281020107 Edison International COM 276,531 4,543,404.33 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 28336L109 El Paso Corporation COM 206,793 1,670,887.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 285512109 Electronic Arts Inc COM 183,387 13,568,804.13 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 285661104 Electronic Data Systems COM 547,846 11,751,296.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 532457108 Eli Lilly & Co. COM 992,137 68,427,688.89 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 268648102 Emc Corp-Mass COM 4,875,340 51,044,809.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 291011104 Emerson Electric Co. COM 322,536 16,481,589.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 29250N105 Enbridge Inc Com COM 105,888 5,075,211.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 292505104 Encana Corp COM 289,478 14,966,012.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 292845104 Engelhard Corp. COM 104,109 2,578,779.93 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 29364G103 Entergy Corp. COM 322,850 17,040,023.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 29380T204 ENTERRAINMENT PROP EPR EPR 9.5% Series A Prd PFD 20,000 542,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 29380T105 ENTERRAINMENT PROP EPR REIT COM SH BEN INT 284,950 7,982,485.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 26875P101 Eog Resources Inc COM 104,466 4,370,857.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 294429105 Equifax Inc. COM 126,008 3,276,208.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 294703103 Equity Inns Inc COM 3,500 24,150.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 294741103 EQUITY OFFICE PROPERTIES EOP REIT COM 23,356,309 625,724,782.09 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 294752100 EQUITY ONE INC EQY REIT COM 1,546,800 25,367,520.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 29476L107 Equity Residential SH BEN INT 10,548,709 275,843,898.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 297178105 Essex Property Trt Inc COM 158,705 9,085,861.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 30161N101 Exelon Corp COM 444,162 26,565,329.22 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 30224P101 EXTENDED STAY AMERICA ESA REIT COM 2,241,600 31,557,775.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 30231G102 Exxon Mobil Corp. COM 6,702,638 240,691,730.58 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 303726103 FAIRCHILD SEMICON INTL FCS COM 50,000 645,500.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 303901102 Fairfax Financial Hldgs Ltd SUB VTG 8,084 1,657,220.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 305204109 Fairmont Hotels & Resorts COM 49,346 1,525,284.86 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 307000109 Family Dollar Stores COM 935,607 35,693,407.05 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 313586109 Fannie Mae -Fed Natl Mortg A- COM 764,222 51,539,131.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 313747206 Federal Realty Invs Trt SH BEN INT NEW 234,800 7,605,960.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 313747503 FEDERAL REALTY INVS TRT FRT Pfd Class B FRT PFD 10,000 271,200.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 31410H101 Federated Department Stores COM 169,036 6,228,976.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 31428X106 Fedex Corporation COM 262,858 16,305,081.74 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 31430F101 Felcor Lodging Trt Inc COM 334,452 2,608,908.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 316773100 Fifth Third Bancorp COM 229,716 13,171,915.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 319963104 First Data Corp. COM 676,053 28,015,636.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 32054K103 FIRST INDTRIAL REALTY TR FR REIT COM 220,630 6,984,936.46 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 337162101 First Tennessee Natl Corp COM 118,017 5,182,126.47 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 337932107 Firstenergy Corporation COM 376,652 14,482,269.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 337738108 Fiserv Inc COM 223,720 7,966,669.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 339030108 Fleet Boston Financial Corp. COM 264,725 7,864,979.75 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 343412102 Fluor Corp -New- COM 57,069 1,919,801.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 345370860 Ford Motor Company COM PAR $.01 1,010,183 11,101,911.17 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 345426100 Fording Inc. CPM 4,377 106,798.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 345550107 Forest City Enterprises-A CL A 1,900 78,755.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 345838106 Forest Laboratories Inc COM 335,264 18,355,704.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 349631101 Fortune Brands Inc. COM 141,202 7,370,744.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 35100E104 Four Seasons Hotels Inc LTD VTG SH 14,376 837,545.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 302571104 Fpl Group Inc. COM 236,409 15,803,941.65 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 354613101 Franklin Resources Inc COM 108,605 4,243,197.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 313400301 Freddie Mac COM 611,980 31,070,224.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 35671D857 Freeport-Mcmoran Copper & Gold CL B 347,395 8,511,177.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 362418402 GABLES RESIDENTIAL GBP GBP 7.5% Series D PFD 140,000 3,535,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 362418105 GABLES RESIDENTIAL GBP REIT SH BEN INT 142,133 4,300,877.59 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 364730101 Gannett Co. Inc. COM 280,397 21,537,293.57 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 364760108 Gap Inc. COM 545,722 10,237,744.72 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 367626108 Gateway Inc. COM 289,338 1,056,083.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 368710406 Genentech Inc COM NEW 491,203 35,425,560.36 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 369550108 General Dynamics Corp. COM 155,730 11,290,425.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 369604103 General Electric Company COM 11,199,094 321,190,015.92 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 370021107 General Growth Properties COM 2,516,952 158,313,726.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 370334104 General Mills Inc. COM 285,671 13,543,662.11 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 370442105 General Motors Corp. COM 221,380 7,969,680.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 372917104 Genzyme Corp Genl Division COM GENL DIV 331,659 13,863,346.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 373298108 Georgia-Pacific COM 128,185 2,429,105.75 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 374297109 Getty Realty Corp. COM 1,900 42,408.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 375558103 Gilead Sciences Inc. COM 169,019 9,394,076.02 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 375766102 Gillette Company COM 963,338 30,691,948.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 376775102 Glamis Gold Ltd COM 37,600 574,152.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 37803P105 Glenborough Realty Trt Inc COM 163,980 3,193,512.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 379302102 Glimcher Realty Trt SH BEN INT 541,600 12,191,075.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 379302201 GLIMCHER REALTY TRT GRT B Prd PFD 31,500 789,705.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- G3930E101 Globalsantafe Corp SHS 353,324 8,246,582.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 380956409 Goldcorp Inc COM 54,300 879,660.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 381317106 Golden West Financial Corp. COM 101,435 8,115,814.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 38141G104 Goldman Sachs Group COM 350,203 29,329,501.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 382388106 Goodrich Corp COM 89,306 1,875,426.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 382550101 Goodyear Tire & Rubber Co. COM 69,248 363,552.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 384802104 Grainger [W.W.] Inc. COM 66,864 3,126,560.64 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 390568103 Great Lakes Chemical Corp. COM 139,213 2,839,945.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 390752103 Great Lakes Reit Inc COM 1,500 24,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 401698105 Guidant Corp. COM 1,647,381 73,127,242.59 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 403925100 H&R Real Estate Investmnt-Uts REIT 6,400 96,704.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 406216101 Halliburton Co. COM 118,710 2,730,330.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 412822108 Harley-Davidson Inc. COM 125,138 4,988,000.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 413619107 Harrah's Entertainment Inc. COM 940,273 37,836,585.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 416515104 Hartford Financial Services COM 108,173 5,447,592.28 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 418056107 Hasbro Inc. COM 290,521 5,081,212.29 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 404119109 Hca Inc COM 440,733 14,121,085.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 42217K106 Health Care Reit Inc COM 881,000 26,738,875.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 421933102 Health Mgmt Associates Inc CL A 217,568 4,014,129.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 42217K304 HEALTHCARE HCN SERIES D PFD 110,000 2,708,200.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 42217K205 HEALTHCARE HCN B 8.875 % Pfd PFD 20,000 499,200.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 421915109 Healthcare Pptys Invest Inc REIT 5,269 223,142.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 421946104 Healthcare Realry Trt Inc COM 2,968 86,517.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 423074103 Heinz [H.J.] Co. COM 356,014 11,741,341.72 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 427056106 Hercules Inc. COM 61,724 611,067.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 42725M107 Heritage Property Investment COM 318,700 8,480,607.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 427866108 Hershey Foods Corp. COM 146,941 10,235,910.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 428236103 Hewlett-Packard Co COM 6,526,584 139,016,239.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 431284108 Highwoods Properties Inc COM 364,776 8,303,704.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 431284504 HIGHWOODS PROPERTIES INC HIW Pfd Class D HIW PFD 30,500 758,535.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 431284306 HIGHWOODS PROPERTIES INC HIW Pfd Class B HIW PFD 32,050 797,083.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 432848109 Hilton Hotels Corp. COM 316,423 4,047,050.17 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 437076102 Home Depot Inc. COM 1,932,962 64,019,701.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 437306103 HOME PROP OF NY INC HME REIT COM 311,995 11,010,196.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 438516106 Honeywell International Inc. COM 485,768 13,042,870.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 44106M409 HOSPITALITY PROP TR HPT Pfd Class B HPT PFD 50,000 1,347,500.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 44106M102 HOSPITALITY PROP TR HPT REIT COM SH BEN INT 605,536 18,857,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 44107P104 Host Marriott Corp COM 25,204,083 229,861,881.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 44107P203 HOST MARRIOTT CORP HMT HMT A 10% Prd PFD 10,000 250,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 441079407 HOST MARRIOTT HMT 6.75 12/02/26 PFD 25,000 1,043,750.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 40426W101 Hrpt Properties Trt COM SH BEN INT 11,611 106,821.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 404280406 Hsbc Holdings Plc SPON ADR NEW 99,517 5,882,449.87 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 443792106 Hudson Highland Group In W/I COM 5,067 95,664.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 444204101 Hudson's Bay Co COM 42,350 398,090.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 444903108 Human Genome Sciences Inc COM 241,079 3,066,524.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 444859102 Humana Inc. COM 375,132 5,664,493.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 446150104 Huntington Bancshares COM 246,206 4,805,941.12 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 448055103 Husky Energy Inc COM 78,386 1,371,755.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 449295104 Icos Corporation COM 104,250 3,831,187.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 449370105 Idec Pharmaceuticals Corp COM 239,449 8,141,266.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 452308109 Illinois Tool Works COM 247,114 16,272,456.90 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 45245W109 Imclone Systems COM 143,431 4,535,288.22 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 453038408 Imperial Oil Ltd Com New COM NEW 78,055 3,676,390.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 449934108 Ims Health Inc. COM 219,027 3,940,295.73 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69360J305 INC/CA PSB PSB 9.25 SERIES A PFD 2,000 51,060.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69360J503 INC/CA PSB PSB 9.5 Pfd SERIES D PFD 22,000 602,580.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69360J107 INC/CA PSB REIT COM 175,918 5,981,129.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 453258402 Inco Ltd Com COM 582,054 16,606,000.62 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- G4776G101 Ingersoll-Rand Co-A CL A 134,516 6,365,297.12 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 457030104 INGLES MARKETS INC INGLES MARKET INC CL A 19,800 196,020.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 4576J0104 Innkeepers a Trt COM 3,345,500 23,350,996.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 458140100 Intel Corp. COM 10,756,856 223,527,467.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 45884X103 Intermune Inc COM 79,080 1,273,978.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 459200101 International Biness Machine COM 3,386,095 279,352,837.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 459506101 International Flavors & Fragra COM 78,494 2,506,313.42 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 460146103 International Paper Co. COM 887,491 31,710,053.43 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 460690100 Interpublic Group Cos. Inc. COM 102,398 1,370,085.24 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 459902102 Intl Game Technology COM 227,741 23,304,736.53 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 460915200 Intrawest Corp COM NEW 28,746 510,816.42 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 461202103 Intuit Inc COM 294,749 13,125,172.97 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 46152H101 Investors Group Inc COM 64,923 1,847,059.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 46185R100 Invitrogen Corp COM 101,056 3,877,518.72 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 45031U101 ISTAR FINANCIAL INC SFI REIT COM 2,650,500 95,895,090.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 45031U408 ISTAR FINANCIAL INC SFI SFI 8 Pfd SERIES D PFD 46,100 1,164,025.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 450911102 Itt Indtries Inc. COM 82,987 5,432,329.02 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 466313103 Jabil Circuit Inc COM 171,906 3,799,122.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 47102X105 Jan Capital Group Inc. COM 111,045 1,821,138.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 46612J101 Jds Uniphase Corp COM 586,554 2,058,804.54 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 475070108 Jefferson-Pilot Corp. COM 54,092 2,242,654.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 41014S106 John Hancock Financial Srvcs COM 232,139 7,133,631.47 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 478160104 Johnson & Johnson COM 5,331,067 275,616,163.90 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 478366107 Johnson Controls Inc. COM 74,108 6,343,644.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 480074103 Jones Apparel Group Inc COM 171,608 5,021,250.08 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 46625H100 Jp Morgan Chase & Co COM 1,404,989 48,022,524.02 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 48666K109 Kb Home COM 77,161 4,782,438.78 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 487836108 Kellogg Co. COM 301,396 10,358,980.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 492386107 Kerr-Mcgee Corp. COM 100,806 4,516,108.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 493267108 Keycorp COM 287,842 7,273,767.34 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 49337W100 Keyspan Corporation COM 245,900 8,717,155.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 493596308 KEYSTONE PROPERTY KTR 9.1250% Prd Series D KTR PFD 150,000 4,107,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 493596100 KEYSTONE PROPERTY KTR REIT COM 730,800 13,745,838.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 49427F108 Kilroy Realty Corp COM 163,500 4,520,400.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 494368103 Kimberly-Clark Corp. COM 258,449 13,475,530.86 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 49446R109 Kimco Realty Corp COM 9,925,764 377,773,239.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 49455P101 Kinder Morgan Inc COM 194,919 10,652,323.35 SH YES YES - ------------------------------------------------------------------------------------------------------------------------- 495582108 King Pharmaceuticals Inc COM 105,498 1,557,150.48 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 496902206 Kinross Gold Corp COM NEW 79,600 723,564.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 482480100 Kla-Tencor Corp. COM 84,026 3,906,368.74 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 499040103 Knight Ridder Inc. COM 56,625 3,903,161.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 500255104 Kohls Corp. COM 53,864 2,767,532.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 50075Q107 KRAMONT Pfd Class D KRT COM 20,000 508,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 500228101 Kroger Equity Inc COM 503,247 8,395,204.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 50419U202 La Quinta Corp-Paired PAIRED CTF 13,500 58,185.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 517942207 LASALLE HOTEL PROPERTIES LHO LHO 10.25 Pfd SERIES A PFD 20,000 562,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 517942108 LASALLE HOTEL PROPERTIES LHO REIT COM SH BEN INT 118,600 1,743,540.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 524660107 Leggett & Platt Inc. COM 39,713 814,116.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 524908100 Lehman Brothers Holdings Inc. COM 174,708 11,614,587.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 529043200 LEXINGTON CORPORATE PPTYS LXP LXP B PFD 60,000 1,545,600.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 529043101 LEXINGTON CORPORATE PPTYS LXP REIT COM 42,400 738,880.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 529771107 Lexmark International Group In CL A 543,290 38,448,633.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 531172104 Liberty Property Trt SH BEN INT 3,690,672 126,665,759.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 532716107 Limited Brands COM 14,557 225,633.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 534187109 Lincoln National Corp. COM 74,374 2,649,945.62 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 535678106 Linear Technology Corp COM 263,261 8,479,636.81 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 539320101 Liz Claiborne Inc. COM 62,337 2,197,379.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 539481101 Loblaw Companies Ltd COM 32,800 2,033,600.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 539830109 Lockheed Martin Corporation COM 409,114 19,461,552.98 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 540424108 Loews Corp. COM 146,661 6,935,598.69 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 546347105 Louisiana-Pacific Corp. COM 70,335 762,431.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 548661107 Lowe's Companies COM 323,449 13,892,134.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 502161102 Lsi Logic Corp. COM 645,910 4,573,042.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 549463107 Lucent Technologies Inc. COM 1,532,668 3,111,316.04 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 554382101 MACERICH COMPANY (THE) MAC REIT COM 1,182,824 41,328,673.12 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 554489104 Mack-Cali Realty Corp COM 548,859 19,853,092.71 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 559222401 Magna Intl Inc Cl A Svb Vtg CL A 26,700 2,422,491.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 564055101 Manor Care Inc. COM 217,718 5,445,127.18 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 564682102 MANUFACTURED HOME COMM MHC REIT COM 467,556 16,271,493.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 56501R106 Manulife Finl Corp Com COM 271,960 10,386,152.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 565849106 Marathon Oil Corp COM 370,092 9,751,924.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 571903202 Marriott International Inc. CL A 109,676 4,213,751.92 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 571748102 Marsh & Mclennan Cos. COM 334,657 17,090,932.99 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 571834100 Marshall & Ilsley Corp COM 86,810 2,654,649.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 574599106 Masco Corp. COM 497,373 11,862,346.05 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 575384102 Masonite International Corp COM 15,900 443,292.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 577081102 Mattel Inc. COM 392,258 7,421,521.36 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 57772K101 Maxim Integrated Products COM 266,386 9,107,737.34 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 577778103 May Department Stores Co. COM 132,081 2,940,123.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 578592107 Maytag Corp. COM 64,439 1,573,600.38 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 55262C100 Mbia Inc. COM 171,554 8,363,257.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 55262L100 Mbna Corp. COM 965,659 20,124,333.56 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 579780206 Mccormick & Co-Non Vtg Shrs COM NON VTG 55,322 1,504,758.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 580037109 Mcdermott International Inc. COM 17,320 109,635.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 580135101 Mcdonald's Corp. COM 849,123 18,731,653.38 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 580645109 Mcgraw-Hill Companies Inc. COM 280,408 17,385,296.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 58155Q103 Mckesson Corporation COM 251,455 8,987,001.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 55269P302 Mds Inc COM 83,390 1,548,552.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 583334107 Meadwestvaco Corp COM 390,892 9,655,032.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 58446K105 MEDIACOM COMMUNICATIONS CORP MCCC CL A 37,600 364,720.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 584688105 Medicines Company COM 83,821 1,635,347.71 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 584699102 Medimmune Inc COM 458,117 16,661,715.29 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 585055106 Medtronic Inc. COM 1,015,425 48,709,937.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 58551A108 Mellon Financial Corp. COM 14,316 397,269.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 589331107 Merck & Co. Inc. COM 2,145,491 129,909,480.05 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 589405109 Mercury Interactive Corp COM 139,448 5,384,087.28 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 589433101 Meredith Corp. COM 52,455 2,308,020.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 58984Y103 MERISTAR HOSP CORP MHX COM 1,080,175 5,562,862.67 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 590188108 Merrill Lynch & Co. COM 652,640 30,465,235.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 59156R108 Metlife Inc COM 547,784 15,513,242.88 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 552848103 Mgic Investment Corp. COM 82,121 3,830,123.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 595112103 Micron Technology Inc. COM 256,239 2,980,059.57 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 594918104 Microsoft Corp. COM 16,777,677 429,676,307.97 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 595232109 Mid Atlantic Realty Trt SH BEN INT 98,800 2,064,984.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 59522J103 Mid-America Apartment Comm COM 1,460 39,434.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 59522J400 MID-AMERICA APT COMM MAA 9.375 Pfd SERIES C PFD 11,300 286,455.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 599902103 Millenium Pharmaceuricals COM 508,251 7,994,788.23 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 601073109 Millipore Corp. COM 20,853 925,247.61 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 601148109 Mills Corp COM 283,000 9,396,790.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 601148307 MILLS CORT MLS 9% PRD SERIES C MLS PFD 59,800 1,614,600.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 601148406 MILLS CORT MLS MLS 8.75% SERIES E PFD 10,000 265,600.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 604675108 Mirant Corp COM 141,258 409,648.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 608554101 Molex Inc. COM 174,424 4,707,703.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 608710307 Molson Inc COM 56,832 2,073,799.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 61166W101 Monsanto Co COM 346,145 7,490,577.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 611742107 Monster Worldwide Plc COM 67,570 1,333,156.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 615369105 Moodys Corporation COM 118,277 6,234,380.67 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 617446448 Morgan Stanley COM NEW 823,534 35,206,078.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 620076109 Motorola Inc. COM 2,130,399 20,089,662.57 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 62852P103 Mykrolis Corp COM 1 10.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- G6359F103 Nabors Indtries Ltd SHS 75,958 3,004,138.90 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 633067103 National Bank Of Canada COM 117,875 4,342,515.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 635405103 National City Corp. COM 335,217 10,964,948.07 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 637640103 National Semiconductor Corp. COM 75,947 1,497,674.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 638620104 Nationwide Health Pptys Inc COM 4,400 70,092.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 63633D104 Natl Health Investors Inc COM 2,100 38,724.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 63934E108 Navistar International COM 31,975 1,043,344.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 62886E108 Ncr Corporation COM 117,341 3,006,276.42 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 64120L104 Network Appliance Inc. COM 304,878 4,942,072.38 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 648053106 New Plan Excel Realty Trt COM 1,406,949 30,052,344.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 648053809 NEW PLAN REALTY TRT NXL NXL 7.6250% Prd Series E PFD 40,000 1,064,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 648053700 NEW PLAN REALTY TRT NXL Pfd Class D NXL PFD 57,344 2,908,487.68 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 650111107 New York Times Co. CL A 120,943 5,502,906.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 65105M207 NEWCASTLE INVT CORP NCT 9.75% pfd series B NCT PFD 80,000 2,168,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 65105M108 NEWCASTLE INVT CORP NCT REIT COM 898,000 17,475,080.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 651229106 Newell Rubbermaid Inc. COM 40,978 1,147,384.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 651426108 NEWHALL LAND & FARMING CO NHL REIT DEPOSITARY REC 166,900 5,040,380.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 651639106 Newmont Mining Corp. COM 420,347 13,644,463.62 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 65334H102 Nexen Inc Com COM 70,023 2,391,285.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 65332V103 Nextel Communications Inc. CL A 1,304,012 23,585,536.96 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 654086107 Nicor Inc. COM 85,753 3,182,293.83 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 654106103 Nike Inc. CL B 149,027 7,971,454.23 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 65473P105 Nisource Inc COM 307,145 5,835,755.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- G65422100 Noble Corp. SHS 69,619 2,387,931.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 655422103 Noranda Inc COM 234,487 3,043,641.26 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 655664100 Nordstrom Inc. COM 53,483 1,043,988.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 655844108 Norfolk Southern Corp. COM 575,589 11,051,308.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 656568102 Nortel Networks Corp. Hold Co COM 2,452,950 8,928,738.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 659424105 North Fork Bancorporation COM 161,356 5,495,785.36 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 666807102 Northrop Grumman Corp. COM 63,331 5,464,831.99 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 66977W109 Nova Chemicals Corp Com COM 53,838 1,384,174.98 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 670006105 Novell Inc. COM 110,718 341,011.44 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 670008101 Novell Systems Inc COM 71,313 2,611,482.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 62940M104 NTL INC NTLI COM 40,001 1,380,017.25 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 670346105 Nucor Corp. COM 38,617 1,886,440.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 67066G104 Nvidia Corp COM 67,850 1,561,228.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 674599105 Occidental Petroleum Corp. COM 322,383 10,815,949.65 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 676220106 Office Depot Inc. COM 121,850 1,768,043.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 681919106 Omnicom Group COM 207,164 14,853,658.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 68272K103 Onex Corporation COM 79,370 1,182,613.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 68389X105 Oracle Corporation COM 9,429,376 113,341,099.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 688239201 Oshkosh Truck Corp COM 499,686 29,641,373.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 693718108 Paccar Inc. COM 133,510 9,019,935.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 695257105 Pactiv Corporation COM 131,349 2,588,888.79 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 696429307 Pall Corporation COM 1,449,500 32,613,750.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69806L104 PAN PAC RETAIL PPTYS INC PNP REIT COM 464,900 18,451,167.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 699173100 Parametric Technology Corp. COM 47,199 143,956.95 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 701081101 PARKER DRILLING CO PARKER DRILLING CO PKD COM 200,000 614,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 701094104 Parker Hannifin Corp. COM 95,365 4,004,376.35 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 70159Q104 Parkway Properties Inc/Md COM 76,850 2,885,512.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 704231109 PAXSON COMMUNICATIONS PAX PFRD 13% COM 393 38,808.75 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 704326107 Paychex Inc. COM 181,651 5,324,190.81 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 709102107 PENN RE INVEST TST PEI REIT SH BEN INT 62,750 1,846,820.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 707886602 Penn West Petroleum Ltd COM 31,653 1,376,905.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 708160106 Penney [J.C.] Co. Inc Holding COM 289,492 4,877,940.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 711030106 Peoples Energy Corp. COM 91,268 3,914,484.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 712713106 Peoplesoft Inc. COM 270,324 4,754,999.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 713409100 Pepsi Bottling Group Inc COM 96,274 1,927,405.48 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 713448108 Pepsico Inc. COM 1,862,568 82,884,276.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 714046109 Perkinelmer Inc. COM 87,130 1,203,265.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 71644E102 Petro Cda Com COM 138,510 7,473,999.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 717081103 Pfizer Inc. COM 13,927,458 475,622,690.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69331C108 PG&E Corp. COM 161,914 3,424,481.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 717265102 Phelps Dodge Corp. COM 142,011 5,444,701.74 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 723484101 Pinnacle West Capital Corp. COM 288,019 10,786,311.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 724479100 Pitney Bowes Inc. COM 112,562 4,323,506.42 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 725906101 Placer Dome Inc Com COM 227,099 3,747,133.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69344F106 PMC - Sierra Inc COM 66,287 777,546.51 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 693475105 PNC Financial Services Group COM 112,150 5,474,041.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 737464206 POST PROPERTIES INC PPS PPS 8.5% Series A Prd PFD 20,000 1,090,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 737464107 POST PROPERTIES INC PPS REIT COM 287,224 7,682,411.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 73755L107 Potash Corp Of Saskatchewan COM 32,742 2,815,812.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 739239101 Power Corp Of Canada COM 90,171 3,782,673.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 73927C100 Power Financial Corp COM 74,772 3,271,275.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 739308104 Power-One Inc COM 32,441 231,953.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 693506107 PPG Indtries Inc. COM 203,420 10,321,530.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69351T106 PPLCorporation COM 247,344 10,635,792.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74005P104 Praxair Inc. COM 194,085 11,664,508.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74022D100 Precision Drilling Corp Com COM 30,911 1,570,897.02 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 740706106 Prentiss Properties Trt SH BEN INT 259,524 7,690,820.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 741917108 Prime Hospitality Corp COM 4,000 26,840.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74251V102 Principal Financial Group COM 187,590 6,049,777.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 742718109 Procter & Gamble Co. COM 1,253,112 111,752,528.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 743263105 Progress Energy Inc COM 290,313 12,744,740.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 743315103 Progressive Corp-Ohio COM 169,533 12,392,862.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 743410508 PROLOGIS PLD 7.92% Pfd Class D PLD PFD 12,000 303,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 743410409 PROLOGIS PLD PLD 8.54 SERIES C PFD 4,345 254,443.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 743410102 PROLOGIS PLD REIT SH BEN INT 10,238,726 278,187,826.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74369L103 Protein Design Labs Inc COM 180,005 2,516,469.90 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74406A102 Providian Financial Corp. COM 234,557 2,171,997.82 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 744320102 Prudential Financial Inc COM 395,843 13,320,116.95 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 69360J107 PS Biness Parks Inc/Ca COM 1,915 67,599.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 744573106 Public Service Enterprise Grou COM 282,760 11,946,610.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74460D729 PUBLIC STORAGE INC PSA PUBLIC STORAGE-DEP COM A DP1/1000 4,400 125,400.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74460D109 PUBLIC STORAGE INC PSA REIT COM 6,477,274 220,872,864.38 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 745867101 Pulte Homes Inc COM 33,385 2,058,519.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 747277101 Qlogic Corp COM 82,475 3,986,016.75 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 746927102 Qlt Inc COM 182,450 2,499,686.54 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 747525103 Qualcomm Inc. COM 958,086 34,251,574.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 748193208 Quebecor Inc -Cl B COM 25,195 415,717.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 748203106 Quebecor World Inc Com Sub Vtg COM NON -VTG 56,844 1,415,984.04 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74834L100 Quest Diagnostics COM 1,370,500 87,437,900.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 748767100 Quintiles Transnational Corp. COM 345,164 4,897,877.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 750438103 Radioshack Corp COM 66,532 1,750,456.92 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 751452400 RAMCO- GERSHENSON PROPERTIES 9.5% Pfd Class B RPT PFD 10,000 274,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 751452202 Ramco-Gershenson Properties COM SH BEN INT 1,100 25,630.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 755111507 Raytheon Co COM NEW 2,152,738 70,695,915.92 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 756109104 Realty Income Corp COM 3,150 119,952.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 756109302 REALTY INCOME CORP O B 9.3750% Pfd PFD 25,000 657,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 75621K106 Reckson Assoc Realty Corp COM 2,462,535 52,056,860.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 75621K304 Reckson Assoc Realty Corp-B CL B 900 19,170.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 75621K205 RECKSON B RA RA 7.625 SERIES A PFD CV SER A% 50,000 1,205,500.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 758110100 Reebok International Ltd. COM 149,662 5,033,133.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 758849103 Regency Centers Corp COM 3,394,550 117,995,020.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 758940100 Regions Financial Corp. COM 178,573 6,032,195.94 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 74955J108 Rfs Hotel Investors Inc COM 2,500 30,800.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 76182K105 Rj Reynolds Tobacco Holdings COM 39,492 1,469,497.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 770323103 Robert Half Intl Inc COM 86,066 1,630,090.04 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 773903109 Rockwell Automation Inc COM 275,674 6,572,068.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 774341101 Rockwell Collins COM 249,900 6,155,037.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 779273101 Roe Co COM 7,033,744 271,006,844.46 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 775109200 Rogers Communications Inc Cl B CL B 88,193 1,909,378.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 775371107 Rohm & Haas Co. COM 271,827 8,434,791.81 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 779382100 Rowan Cos. Inc. COM 43,828 981,747.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 780087102 Royal Bk Cda Montreal Que Com COM 463,006 26,567,284.28 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 779915107 Royal Group Technologies Ltd. SUB VTG SH 39,869 383,938.47 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 783549108 Ryder System Inc. COM 72,773 1,864,444.26 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 785905100 Sabre Holdings Corp. CL A 63,747 1,571,363.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 176429100 Safeco Corp. COM 181,484 6,402,755.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 786514208 Safeway Inc. COM NEW 21,409 438,028.14 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 800907107 Sanmina-Sci Corp COM 482,220 3,042,808.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 803111103 Sara Lee Corp. COM 775,715 14,591,199.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 804395101 Saul Centers Inc COM 1,100 28,160.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 78387G103 Sbc Communications Inc. COM 3,443,463 87,980,479.65 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 806605101 Schering-Plough Corporation COM 1,109,648 20,639,452.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 806857108 Schlumberger Ltd. COM 284,432 13,530,430.24 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 808513105 Schwab /[Charles/] Corp. COM 543,029 5,479,162.61 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 808655104 Scientific-Atlanta Inc. COM 115,333 2,749,538.72 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 81119Q100 SCUDDER PREEF REAL ESTATE FD SRQ COM 10,000 164,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 81211K100 Sealed Air Corp. COM 36,099 1,720,478.34 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 812387108 Sears Roebuck And Co. COM 3,168 106,571.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 816851109 Sempra Energy COM 220,627 6,294,488.31 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 81721M109 Senior Hoing Prop Trt SH BEN INT 4,200 56,952.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 82028K200 Shaw Communications Cl B Nv CL B CONV 119,700 2,176,146.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 822567103 Shell Canada Ltd COM 39,486 2,078,148.18 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 824348106 Sherwin-Williams Co. COM 184,995 4,972,665.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 82567D104 SHURGARD STORAGE -A SHU REIT COM 246,106 8,153,331.48 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 826170102 Siebel Systems Inc. COM 289,989 2,766,495.06 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 826552101 Sigma-Aldrich COM 107,011 5,797,855.98 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 828806109 Simon Property Group Inc COM 5,120,035 201,665,874.05 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 829226109 SINCLAIR BROADCAST GROUP SBGI CL A 100,000 1,160,000.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 78440X101 Sl Green Realty Corp COM 205,472 7,238,040.08 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 78442P106 Slm Corp Sec COM 358,980 14,061,246.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 832110100 Smith International Inc COM 4,133 151,846.42 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 833034101 Snap-On Inc. COM 115,947 3,365,941.41 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 834182107 Solectron Corp. COM 334,668 1,251,658.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 842587107 Southern Co. COM 943,640 29,403,822.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 844730101 Southtrt Corp. COM 247,566 6,733,795.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 844741108 Southwest Airlines COM 606,192 10,426,502.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 84610H108 Sovran Self Storage COM 1,200 37,800.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 852061100 Sprint Corp. [Fon Group] COM FON GROUP 1,190,106 17,137,526.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 852061506 Sprint Corp. [Pcs Group] PCS COM SER 1 435,893 2,506,384.75 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 790849103 St Jude Medical Inc. COM 215,134 12,370,205.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 792860108 St. Paul Companies COM 76,670 2,799,221.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 854616109 Stanley Works COM 47,030 1,298,028.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 855244109 Starbucks Corp COM 309,758 7,595,266.16 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 85590A203 Starwood Hotels & Resorts PAIRED CTF 12,013,020 346,308,541.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 857477103 State Street Corp. COM 269,450 10,616,330.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 863667101 Stryker Corp COM 1,085,622 75,309,598.14 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 866239106 SUMMIT PROPERTIES INC SMT REIT COM 161,687 3,356,348.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 865916100 Summit Real Inv Tr-Ut REIT 4,600 74,980.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 866674104 SUN COMMUNITIES SUI REIT COM 166,600 6,431,880.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 866796105 Sun Life Finl Svcs Inc Com COM 362,441 10,141,099.18 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 866810104 Sun Microsystems Inc. COM 5,443,941 25,042,128.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 867229106 Suncor Energy Inc Com Npv COM 276,807 7,014,289.38 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 867363103 Sungard Data Systems COM 371,305 9,620,512.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 86764P109 Sunoco Inc. COM 143,324 5,409,047.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 867914103 Suntrt Banks Inc. COM 165,183 9,801,959.22 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 868536103 Supervalu Inc. 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COM 1,322,375 39,724,145.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 74144T108 T. Rowe Price Group Inc COM 55,602 2,098,975.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 87425E103 Talisman Energy Inc Com COM 78,408 4,822,092.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 875465106 Tanger Factory Outlet Center COM 800 26,464.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 87612E106 Target Corporation COM 1,048,197 39,663,774.48 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 876664103 Taubman Centers Inc COM 3,089,147 59,311,436.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 876664202 TAUBMAN CENTERS INC TCO A 8.3 Pfd PFD 60,500 1,527,625.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 878742204 Teck Corp - Cl B COM 273,809 3,025,589.45 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 872375100 Teco Energy COM 550,844 6,604,619.56 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 879131100 Tektronix Inc. 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COM 82,231 1,188,237.95 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 884903105 Thomson Corp COM 139,415 5,911,196.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 886547108 Tiffany & Co COM 9,718 317,584.24 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 872540109 Tjx Companies Inc. COM 207,525 3,909,771.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 891027104 Torchmark Corp. 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ORD 219,043 4,812,374.71 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 89420G109 Travelers Property Casual Co CL A 96,228 1,530,025.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 89420G406 Travelers Property Casual Co CL B 340,627 5,371,687.79 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 896047107 Tribune Co. COM 419,127 20,243,834.10 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 896263100 Trimeris Inc COM 37,249 1,701,534.32 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 89687P107 Trizec Properties Inc COM 8,100 92,097.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 899896104 Tupperware Corp. COM 241,144 3,462,827.84 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 873168108 Txu Corp COM 3,220,419 72,298,406.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 902124106 Tyco International Ltd. COM 5,180,410 98,324,181.80 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 907818108 Union Pacific Corp. COM 281,593 16,338,025.86 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- - ---------------------------------------------------------------------------------------------------------------------------------- 908068109 Union Planters Corp. COM 177,092 5,495,164.76 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 909214108 Unisys Corporation COM 253,880 3,117,646.40 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 910197102 United Dominion Realty Trt COM 1,796,743 2,246,755.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 910197300 UNITED DOMINION RLTY TR UDR Pfd Class B UDR PFD 1,100 29,645.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 911312106 United Parcel Service Cl B CL B 1,253,979 79,878,462.30 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 912909108 United States Steel Corp COM 51,696 846,263.52 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 913017109 United Technologies Corp. 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CL A 1,891,063 82,563,810.58 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 927460105 VINTAGE PETROLEUM VPI COM 50,000 571,500.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 92839U107 Visteon Corp COM 254,050 1,745,323.50 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 929042109 Vornado Realty Trt SH BEN INT 7,659,292 336,164,095.20 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 929042307 VORNADO REALTY TRT Pfd Class B VNO PFD 9,700 251,521.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 929042406 VORNADO REALTY TRT VNO C 8.5% Pfd C PFD 19,300 501,607.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 929160109 Vulcan Materials Co. COM 48,289 1,790,073.23 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 929903102 Wachovia Corp COM 615,950 24,613,362.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 931422109 Walgreen Co. COM 1,303,576 39,237,637.60 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 931142103 Wal-Mart Stores Inc. 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COM 92,705 5,212,802.15 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 983024100 Wyeth COM 1,143,901 52,104,690.55 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 98389B100 Xcel Energy Inc COM 165,125 2,483,480.00 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 984121103 Xerox Corp. COM 789,627 8,362,149.93 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 983919101 Xilinx Inc. 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Brands Inc COM 120,784 3,570,375.04 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 98956P102 Zimmer Holdings Inc COM 183,454 8,264,602.70 SH YES YES - ---------------------------------------------------------------------------------------------------------------------------------- 989701107 Zions Bancorporation COM 35,903 1,817,050.83 SH YES YES - ----------------------------------------------------------------------------------------------------------------------------------
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