UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: FleetBoston Financial Corporation
Address: 100 Federal Street
Boston, MA 02110
Form 13F File Number: 28-452
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: Ernest L. Puschaver
Title: Chief Accounting Officer
Phone: 617-434-2341
Signature, Place, and Date of Signing:
/S/ Ernest L. Puschaver Boston, Massachusetts November 14, 2003
----------------------------- ------------------------- -------------------
(Signature) (City, State) Date
Report Type (Check only one.):
[ ] 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).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings of 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 File Number Name
28-03639 Liberty Wanger Asset Management, LP
28-04161 Columbia Trust Company
28-10483 Liberty Asset Management Company
FORM 13F SUMMARY PAGE
Section I
Report Summary:
Number of other Included Managers: 10
Form 13F Information Table Entry Total: 7,664
Form 13F Information Table Value Total: $47,395,227
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
Form 13F File Number Name
1. 28-453 Fleet National Bank
(entities also included within the numbers
presented for Fleet National Bank for purposes
of this report include: BancBoston Capital
Inc., BancBoston Investments Inc.; BancBoston
Ventures Inc.)
2. 28-00297 Columbia Management Advisors, Inc.
3. 28-3494 Burr, Francis
4. 28-3692 Collidge, Francis L.
5. 28-1930 Fuller, Alfred W., Esq.
6. 28-3488 Grace, Nichols
7. 28-5798 Hammer, Curtis A.
8. 28-04918 Whitney, Thomas H.P. Jr.
9. 28-02710 Dassori, F. Davis Jr.
10. 28-06476 Lowell, William A.
PAGE 1
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
AAR CORP COM 000361105 165212 20600 X 9650 0 10950
AARON RENTS INC CL B COM 002535201 635833 30350 X 21200 0 9150
AASTROM BIOSCIENCES INC COM 00253U107 1410 1000 X 0 0 1000
ABBOTT LABS COM 002824100 137935314 3241723 X 2972814 0 268909
ABBOTT LABS COM 002824100 96826567 2275595 X 2106842 25 168728
ABERCROMBIE & FITCH CO COM 002896207 153181 5528 X 828 0 4700
ABERCROMBIE & FITCH CO COM 002896207 693 25 X 25 0 0
ABIOMED INC COM 003654100 4305 500 X 500 0 0
ABM INDS INC COM 000957100 451385 31900 X 31900 0 0
ABRAXAS PETE CORP COM 003830106 900 1000 X 1000 0 0
ABRAXAS PETE CORP COM 003830106 4500 5000 X 5000 0 0
ACADIA REALTY TRUST 004239109 8784 800 X 800 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 870 1000 X 1000 0 0
ACCREDO HEALTH INC COM 00437V104 1298596 46395 X 31135 0 15260
ACMAT CORP CL A 004616207 48861 4065 X 0 0 4065
ACTEL CORP COM 004934105 388314 16200 X 16200 0 0
ACTION PERFORMANCE COS INC COM 004933107 283504 11600 X 11600 0 0
ACTIVCARD CORP COM 00506J107 7353 900 X 900 0 0
ACTIVISION INC COM 004930202 3810350 318325 X 247100 0 71225
ACTIVISION INC COM 004930202 62244 5200 X 5200 0 0
ACTUANT CORP CL A COM 00508X203 204498 3642 X 0 0 3642
ACTUATE SOFTWARE COM 00508B102 103619 29025 X 29025 0 0
ACUITY BRANDS INC COM 00508Y102 485814 26900 X 26900 0 0
ACXIOM CORP 005125109 8897585 564926 X 433661 0 131265
ACXIOM CORP 005125109 44100 2800 X 2800 0 0
ADAPTEC INC 00651F108 621432 82200 X 70100 0 12100
ADAPTEC INC 00651F108 1890 250 X 250 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 589422 252754 X 179029 0 73725
ADC TELECOMMUNICATIONS INC COM 000886101 19356 8300 X 6900 0 1400
ADMINSTAFF INC COM 007094105 153797 17300 X 17300 0 0
ADOBE SYS INC COM 00724F101 5650889 143460 X 130245 0 13215
ADOBE SYS INC COM 00724F101 645996 16400 X 16400 0 0
ADOLOR CORPORATION COM 00724X102 51031 2781 X 2781 0 0
ADVANCE PCS COM 00790K109 9114 200 X 0 0 200
ADVANCE PCS COM 00790K109 68355 1500 X 1500 0 0
ADVANCED AUTO PARTS COM 00751Y106 4807729 67810 X 52100 0 15710
ADVANCED AUTO PARTS COM 00751Y106 99260 1400 X 1300 0 100
ADVANCED DIGITAL INFO CORP COM 007525108 723575 51500 X 100 0 51400
ADVANCED DIGITAL INFO CORP COM 007525108 21075 1500 X 1500 0 0
ADVANCED ENERGY INDS INC COM 007973100 394383 20900 X 20900 0 0
ADVANCED FIBER COMMUNICATIONS COM 00754A105 1390347 66365 X 8580 0 57785
ADVANCED FIBER COMMUNICATIONS COM 00754A105 82124 3920 X 3100 0 820
ADVANCED MAGNETICS INC COM 00753P103 9150 1000 X 1000 0 0
PAGE 2
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ADVANCED MARKETING SVCS INC COM 00753T105 205013 20060 X 20060 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 85593 8375 X 8375 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 351818 19589 X 19589 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 25288 1408 X 1375 0 33
ADVANCED MICRO DEVICES INC COM 007903107 2409148 216845 X 149145 0 67700
ADVANCED MICRO DEVICES INC COM 007903107 28886 2600 X 2600 0 0
ADVANCED NEUROMODULATION SYS INC COM 00757T101 5985 150 X 150 0 0
ADVENT SOFTWARE INC COM 007974108 13427 835 X 95 0 740
ADVENT SOFTWARE INC COM 007974108 1608 100 X 100 0 0
ADVO INC COM 007585102 20604519 494944 X 360844 0 134100
AEROFLEX INC COM 007768104 669777 76111 X 76111 0 0
AES CORP COM 00130H105 736621 99275 X 71445 0 27830
AES CORP COM 00130H105 24723 3332 X 3332 0 0
AETNA INC COM NEW 00817Y108 22150472 362944 X 319844 0 43100
AETNA INC COM NEW 00817Y108 6902615 113102 X 108319 0 4783
AFFILIATED COMPUTER SVCS COM 008190100 4229067 86857 X 75667 0 11190
AFFILIATED COMPUTER SVCS COM 008190100 388887 7987 X 6777 0 1210
AFFILIATED MANAGERS GROUP COM 008252108 1256 20 X 20 0 0
AFFYMETRIX INC COM 00826T108 12594 600 X 600 0 0
AFLAC INC COM 001055102 94934351 2939144 X 2692255 0 246889
AFLAC INC COM 001055102 13838063 428423 X 393090 100 35233
AG SVCS AMER INC COM 001250109 29550 5000 X 5000 0 0
AG SVCS AMER INC COM 001250109 20502 3469 X 2000 0 1469
AGCO CORP COM 001084102 8608205 502229 X 438219 0 64010
AGCO CORP COM 001084102 99412 5800 X 5800 0 0
AGERE SYSTEMS INC CL A COM 00845V100 1170834 381379 X 288188 0 93191
AGERE SYSTEMS INC CL A COM 00845V100 45933 14962 X 11305 0 3657
AGERE SYSTEMS INC CL B COM 00845V209 121571 42066 X 36755 0 5311
AGERE SYSTEMS INC CL B COM 00845V209 113892 39409 X 35417 0 3992
AGILE SOFTWARE CORP COM 00846X105 4760 500 X 500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5171374 233893 X 186260 0 47633
AGILENT TECHNOLOGIES INC COM 00846U101 3166815 143230 X 135337 0 7893
AGL RESOURCES INC COM 001204106 70425 2500 X 900 0 1600
AGL RESOURCES INC COM 001204106 138371 4912 X 4612 0 300
AIR PRODS & CHEMS INC COM 009158106 89513488 1984778 X 1869280 0 115498
AIR PRODS & CHEMS INC COM 009158106 19694854 436693 X 415706 100 20887
AIRGAS INC COM 009363102 7342500 412500 X 333400 0 79100
AIRNET SYSTEMS INC COM 009417106 4312064 1078016 X 708416 0 369600
AIRNET SYSTEMS INC COM 009417106 9600 2400 X 2400 0 0
AIRSPAN NETWORKS INC COM 00950H102 4600 2000 X 2000 0 0
AIRTRAN HLDGS INC COM 00949P108 77888 4650 X 0 0 4650
AIRTRAN HLDGS INC COM 00949P108 1675 100 X 100 0 0
AK STEEL HOLDING CORP COM 001547108 20458 10229 X 10229 0 0
AK STEEL HOLDING CORP COM 001547108 24 12 X 12 0 0
PAGE 3
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
AKAMI TECHNOLOGIES COM 00971T101 2574 600 X 600 0 0
ALAMO GROUP INC COM 011311107 11836 830 X 830 0 0
ALAMO GROUP INC COM 011311107 18538 1300 X 1300 0 0
ALBANY INTERNATIONAL CORP CLA COM 012348108 30987168 1004772 X 779505 0 225267
ALBANY INTERNATIONAL CORP CLA COM 012348108 33924 1100 X 1000 0 100
ALBANY MOLECULAR RESH INC COM 012423109 1283627 86673 X 86673 0 0
ALBANY MOLECULAR RESH INC COM 012423109 29620 2000 X 0 0 2000
ALBEMARLE CORP COM 012653101 11409181 415635 X 319420 0 96215
ALBEMARLE CORP COM 012653101 61268 2232 X 2232 0 0
ALBERTO CULVER CO CL A 013068200 114780 2000 X 2000 0 0
ALBERTO CULVER CO CL B COM 013068101 3505966 59605 X 43318 0 16287
ALBERTO CULVER CO CL B COM 013068101 111758 1900 X 1200 0 700
ALBERTSONS INC COM 013104104 1760689 85595 X 62413 0 23182
ALBERTSONS INC COM 013104104 992194 48235 X 41204 0 7031
ALCOA INC COM 013817101 12846130 491060 X 384272 0 106788
ALCOA INC COM 013817101 4848337 185334 X 174864 0 10470
ALEXANDER & BALDWIN INC 014482103 39704 1400 X 0 0 1400
ALEXANDER & BALDWIN INC 014482103 2836 100 X 100 0 0
ALEXANDERS INC COM 014752109 63300 600 X 600 0 0
ALFA CORP COM 015385107 5048 400 X 400 0 0
ALICO INC COM 016230104 22400 800 X 800 0 0
ALKERMES INC COM 01642T108 314874 22950 X 2500 0 20450
ALKERMES INC COM 01642T108 62975 4590 X 4472 0 118
ALLEGHANY CORP DEL COM 017175100 992456 5083 X 5083 0 0
ALLEGHANY CORP DEL COM 017175100 755422 3869 X 3869 0 0
ALLEGHENY ENERGY INC COM 017361106 218483 23904 X 23504 0 400
ALLEGHENY ENERGY INC COM 017361106 142237 15562 X 15562 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 100215 15300 X 13238 0 2062
ALLEGHENY TECHNOLOGIES INC COM 01741R102 28610 4368 X 3812 0 556
ALLEGIANT BANCORP INC COM 017476102 263044 13022 X 13022 0 0
ALLERGAN INC COM 018490102 4179854 53091 X 36421 0 16670
ALLERGAN INC COM 018490102 2364104 30028 X 28862 0 1166
ALLETE INC COM 018522102 1100649 40199 X 29510 0 10689
ALLETE INC COM 018522102 309723 11312 X 11312 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 15840 600 X 0 0 600
ALLIANCE GAMING CORP COM 01859P609 5270164 259870 X 257870 0 2000
ALLIANCE GAMING CORP COM 01859P609 119652 5900 X 5900 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 17796 600 X 600 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 128928 23700 X 23700 0 0
ALLIANT ENERGY CORP COM 018802108 112222 5101 X 2227 0 2874
ALLIANT ENERGY CORP COM 018802108 215644 9802 X 9802 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 2364444 49208 X 28783 0 20425
ALLIANT TECHSYSTEMS INC COM 018804104 490110 10200 X 10200 0 0
PAGE 4
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ALLIED CAP CORP NEW COM 01903Q108 489341 19900 X 10000 0 9900
ALLIED CAP CORP NEW COM 01903Q108 166523 6772 X 6472 0 300
ALLIED DEFENSE GROUP INC COM 019118108 16888 800 X 800 0 0
ALLIED WASTE INDS INC COM 019589308 1075356 99570 X 80060 0 19510
ALLIED WASTE INDS INC COM 019589308 7560 700 X 0 0 700
ALLMERICA FINL CORP COM 019754100 195290 8202 X 2988 0 5214
ALLMERICA FINL CORP COM 019754100 44953 1888 X 1888 0 0
ALLOY INC COM 019855105 25088 4480 X 4480 0 0
ALLSTATE CORP COM 020002101 13608448 372528 X 290560 0 81968
ALLSTATE CORP COM 020002101 3262348 89306 X 81984 0 7322
ALLTEL CORP COM 020039103 4644983 100237 X 76866 0 23371
ALLTEL CORP COM 020039103 1178195 25425 X 24877 0 548
ALPHA PRO TECH LTD COM 020772109 1680 1000 X 1000 0 0
ALPHARMA INC CL A COM 020813101 721122 38770 X 38770 0 0
ALTEON INC COM 02144G107 1900 1000 X 1000 0 0
ALTERA CORP 021441100 2480530 131037 X 117072 0 13965
ALTERA CORP 021441100 766703 40502 X 40302 0 200
ALTIRIS INC COM 02148M100 371013 14150 X 0 0 14150
ALTRIA GROUP INC COM 02209S103 41902321 956674 X 758188 0 198486
ALTRIA GROUP INC COM 02209S103 32074039 732284 X 601802 0 130482
AMAZON COM INC COM 023135106 873483 18036 X 3436 0 14600
AMAZON COM INC COM 023135106 324384 6698 X 6698 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 19721856 308154 X 280104 0 28050
AMBAC FINANCIAL GROUP INC COM 023139108 468160 7315 X 6950 0 365
AMCOL INTL CORP COM 02341W103 886212 71700 X 70700 0 1000
AMCOL INTL CORP COM 02341W103 54384 4400 X 4400 0 0
AMER INTERNATIONAL GROUP INC COM 026874107 399523282 6924147 X 6419953 0 504194
AMER INTERNATIONAL GROUP INC COM 026874107 152641830 2645439 X 2509770 706 134963
AMERADA HESS CORP COM 023551104 2055403 41026 X 36989 0 4037
AMERADA HESS CORP COM 023551104 257664 5143 X 5143 0 0
AMEREN CORP COM 023608102 2059380 47993 X 41443 0 6550
AMEREN CORP COM 023608102 989204 23053 X 23053 0 0
AMERICA FIRST APARTMENT INV COM 02363X104 2538 250 X 0 0 250
AMERICA WEST HLDG CORP CL B COM 023657208 32596 3350 X 0 0 3350
AMERICAN AXLE & MFG HLDGS INC COM 024061103 145682 4925 X 0 0 4925
AMERICAN CAP STRATEGIES LTD COM 024937104 134244 5400 X 5400 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 522060 21000 X 1000 0 20000
AMERICAN CMNTY PPTYS TR COM 02520N106 1920 300 X 300 0 0
AMERICAN EAGLE OUTFITTERS INC NEW CO 02553E106 6797544 455905 X 367755 0 88150
AMERICAN ELEC PWR INC 025537101 14280120 476004 X 398740 0 77264
AMERICAN ELEC PWR INC 025537101 4033470 134449 X 122653 0 11796
AMERICAN EXPRESS CO COM 025816109 44432269 986069 X 788972 0 197097
AMERICAN EXPRESS CO COM 025816109 25439704 564574 X 515189 600 48785
PAGE 5
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
AMERICAN FINL GROUP INC COM 025932104 70318 3233 X 2233 0 1000
AMERICAN GREETINGS CORP CL A 026375105 222279 11440 X 8096 0 3344
AMERICAN GREETINGS CORP CL A 026375105 50518 2600 X 2600 0 0
AMERICAN HEALTHWAYS INC COM 02649V104 895826 21375 X 10200 0 11175
AMERICAN INDEPENDENCE CORP COM 026760405 1967 166 X 0 0 166
AMERICAN ITALIAN PASTA CL A COM 027070101 4685359 121100 X 115000 0 6100
AMERICAN ITALIAN PASTA CL A COM 027070101 85118 2200 X 2200 0 0
AMERICAN MED SYS HLDGS INC COM 02744M108 571705 26225 X 21300 0 4925
AMERICAN MEDICAL ALERT CORP COM 027904101 8100 3000 X 3000 0 0
AMERICAN MGMT SYS INC 027352103 565049 44110 X 31810 0 12300
AMERICAN MGMT SYS INC 027352103 125474 9795 X 5000 0 4795
AMERICAN NATL INS CO 028591105 42525 500 X 0 0 500
AMERICAN NATL INS CO 028591105 25515 300 X 300 0 0
AMERICAN PHARMACEUTICAL PARTNERS 02886P109 12732 406 X 406 0 0
AMERICAN POWER CONVERSION CORP COM 029066107 3046617 176105 X 142160 0 33945
AMERICAN POWER CONVERSION CORP COM 029066107 666431 38522 X 37022 0 1500
AMERICAN RLTY INVS INC COM 029174109 4016 400 X 400 0 0
AMERICAN RLTY INVS INC COM 029174109 7379 735 X 735 0 0
AMERICAN STD COS INC DEL COM 029712106 3487866 41399 X 18674 0 22725
AMERICAN STD COS INC DEL COM 029712106 4634 55 X 55 0 0
AMERICAN STS WTR CO COM 029899101 4975627 211100 X 147447 0 63653
AMERICAN SUPERCONDUCTOR CORP 030111108 1550 150 X 0 0 150
AMERICAN SUPERCONDUCTOR CORP 030111108 2066 200 X 200 0 0
AMERICAN TOWER CORP CL A 029912201 4175913 411420 X 365600 0 45820
AMERICAN TOWER CORP CL A 029912201 2985623 294150 X 272650 0 21500
AMERICAN WOODMARK CORP COM 030506109 895 20 X 20 0 0
AMERICREDIT CORP COM 03060R101 284280 27600 X 23700 0 3900
AMERIGROUP CORP COM 03073T102 976281 21875 X 13500 0 8375
AMERISOURCEBERGEN CORP COM 03073E105 1386112 25645 X 14765 0 10880
AMERISOURCEBERGEN CORP COM 03073E105 45618 844 X 844 0 0
AMERISTAR CASINOS INC COM 03070Q101 815978 32600 X 0 0 32600
AMERITRADE HOLDING CORP COM 03074K100 91520 8000 X 0 0 8000
AMERON INTERNATIONAL INC COM 030710107 92428 2800 X 2800 0 0
AMERUS GROUP COM 03072M108 12020190 353535 X 255338 0 98197
AMERUS GROUP CO COM 03072M108 57800 1700 X 1700 0 0
AMETEK INC COM 031100100 787252 18368 X 18368 0 0
AMETEK INC COM 031100100 273875 6390 X 3200 0 3190
AMGEN INC COM 031162100 46073990 714104 X 519582 0 194522
AMGEN INC COM 031162100 21619233 335078 X 308478 75 26525
AMKOR TECHNOLOGY INC COM 031652100 795121 55955 X 40090 0 15865
AMKOR TECHNOLOGY INC COM 031652100 6963 490 X 0 0 490
AMPCO-PITTSBURGH CORP COM 032037103 2098 175 X 175 0 0
AMPCO-PITTSBURGH CORP COM 032037103 1199 100 X 100 0 0
PAGE 6
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
AMPHENOL CORP NEW CL A COM 032095101 6498703 124855 X 56537 0 68318
AMPHENOL CORP NEW CL A COM 032095101 124400 2390 X 1800 0 590
AMR CORP DEL COM 001765106 870761 76049 X 71475 0 4574
AMR CORP DEL COM 001765106 69845 6100 X 6100 0 0
AMSOUTH BANCORPORATION COM 032165102 961266 45300 X 42900 0 2400
AMSOUTH BANCORPORATION COM 032165102 640229 30171 X 25671 0 4500
AMSURG CORP COM 03232P405 1251079 37900 X 12900 0 25000
AMYLIN PHARMACEUTICALS INC COM 032346108 321996 11386 X 7700 0 3686
AMYLIN PHARMACEUTICALS INC COM 032346108 5656 200 X 0 0 200
ANADARKO PETROLEUM CORP COM 032511107 14472053 346553 X 284264 0 62289
ANADARKO PETROLEUM CORP COM 032511107 8057634 192951 X 178022 0 14929
ANADIGICS INC COM 032515108 4884807 1030550 X 713350 0 317200
ANADIGICS INC COM 032515108 10608 2238 X 2238 0 0
ANALOG DEVICES INC COM 032654105 101940403 2681231 X 2524787 0 156444
ANALOG DEVICES INC COM 032654105 19680407 517633 X 473660 225 43748
ANALOGIC CORP COM 032657207 11361913 236411 X 189111 0 47300
ANALOGIC CORP COM 032657207 38448 800 X 800 0 0
ANALYSTS INTL CORP COM 032681108 3047873 1308100 X 879100 0 429000
ANAREN INC COM 032744104 24263 1900 X 1900 0 0
ANAREN INC COM 032744104 54911 4300 X 4300 0 0
ANCHOR BANCORP WI INC COM 032839102 356896 15200 X 15200 0 0
ANDERSEN GROUP INC COM 033501107 45120 8677 X 8677 0 0
ANDREW CORP COM 034425108 1785823 147833 X 133498 0 14335
ANDREW CORP COM 034425108 282575 23392 X 12372 0 11020
ANDRX GROUP COM 034553107 1810524 97027 X 40181 0 56846
ANDRX GROUP COM 034553107 7744 415 X 0 0 415
ANGELICA CORP COM 034663104 108300 5700 X 5700 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 121897480 2470561 X 2316750 0 153811
ANHEUSER-BUSCH COMPANIES INC COM 035229103 38354301 777347 X 661327 50 115970
ANIXTER INTL INC COM 035290105 5301858 232844 X 120480 0 112364
ANIXTER INTL INC COM 035290105 78898 3465 X 3100 0 365
ANNTAYLOR STORES CORP 036115103 973842 30300 X 29000 0 1300
ANSYS INC COM 03662Q105 508222 14300 X 9800 0 4500
ANTEON INTERNATIONAL CORP COM 03674E108 3236042 105753 X 105018 0 735
ANTEON INTERNATIONAL CORP COM 03674E108 65698 2147 X 2147 0 0
ANTHEM INC COM 03674B104 7364751 103249 X 76023 0 27226
ANTHEM INC COM 03674B104 151434 2123 X 1877 0 246
ANTHRACITE CAPITAL INC COM 037023108 28950 3000 X 3000 0 0
ANTIGENICS INC DEL COM 037032109 3491 289 X 289 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 14280 1000 X 1000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 2856 200 X 200 0 0
AOL TIME WARNER INC COM 00184A105 28596476 1892553 X 1540776 0 351777
AOL TIME WARNER INC COM 00184A105 7204161 476781 X 468579 0 8202
PAGE 7
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
AON CORP 037389103 2428525 116476 X 86491 0 29985
AON CORP 037389103 700018 33574 X 32899 0 675
APAC TELESERVICES INC COM 00185E106 1519588 607835 X 444045 0 163790
APACHE CORP COM 037411105 70244471 1013044 X 909477 0 103567
APACHE CORP COM 037411105 10642442 153482 X 136315 0 17167
APOGEE ENTERPRISES INC COM 037598109 184052 17800 X 13000 0 4800
APOGEE TECHNOLOGY INC COM 03760F100 149688 7200 X 7200 0 0
APOGENT TECHNOLOGIES INC COM 03760A101 3681060 176465 X 203 0 176262
APOGENT TECHNOLOGIES INC COM 03760A101 511070 24500 X 2800 0 21700
APOLLO GROUP INC CL A COM 037604105 5278108 79935 X 67775 0 12160
APOLLO GROUP INC CL A COM 037604105 357552 5415 X 4835 0 580
APPLE COMPUTER INC COM 037833100 2060749 99457 X 78206 0 21251
APPLE COMPUTER INC COM 037833100 144004 6950 X 6950 0 0
APPLEBEES INTL INC 037899101 10264085 326051 X 291126 0 34925
APPLEBEES INTL INC 037899101 221147 7025 X 3000 0 4025
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 4655718 208683 X 126030 0 82653
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 405908 18194 X 17790 0 404
APPLERA CORP-CELERA GENOMICS GROUP 038020202 185929 15905 X 15880 0 25
APPLERA CORP-CELERA GENOMICS GROUP 038020202 27729 2372 X 2272 0 100
APPLICA INC COM 03815A106 96195 15900 X 15900 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 8400 21000 X 21000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 400985 1002463 X 1000663 0 1800
APPLIED FILMS CORP COM 038197109 5417640 181800 X 180400 0 1400
APPLIED FILMS CORP COM 038197109 89698 3010 X 3010 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 244401 12300 X 12300 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 39740 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 13443703 741517 X 540402 0 201115
APPLIED MATERIALS INC COM 038222105 4596136 253510 X 220080 150 33280
APPLIED MICRO CIRCUITS CORP COM 03822W109 261249 53755 X 41255 0 12500
APTARGROUP INC COM 038336103 1029888 28070 X 9670 0 18400
APTARGROUP INC COM 038336103 165105 4500 X 1200 0 3300
AQUILA INC DEL COM 03840P102 12209 3612 X 3612 0 0
AQUILA INC DEL COM 03840P102 18286 5410 X 5410 0 0
ARAMARK CORPORATION CLASS B 038521100 813475 32500 X 0 0 32500
ARAMARK CORPORATION CLASS B 038521100 190228 7600 X 100 0 7500
ARBITRON INC COM 03875Q108 4746968 134475 X 129175 0 5300
ARBITRON INC COM 03875Q108 84720 2400 X 2400 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 231490 7000 X 0 0 7000
ARCH CAP GROUP LTD ORD COM G0450A105 152122 4600 X 4600 0 0
ARCH CHEMICALS INC COM 03937R102 303680 14600 X 14600 0 0
ARCH CHEMICALS INC COM 03937R102 6531 314 X 314 0 0
ARCH COAL INC COM 039380100 3798 171 X 171 0 0
ARCHER DANIELS MIDLAND CO 039483102 2969808 226530 X 124240 0 102290
ARCHER DANIELS MIDLAND CO 039483102 735930 56135 X 56135 0 0
PAGE 8
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ARCTIC CAT INC COM 039670104 268732 14100 X 14100 0 0
ARGONAUT GROUP INC 040157109 81666 6282 X 5068 0 1214
ARGOSY GAMING CORP COM 040228108 461160 18900 X 18900 0 0
ARIBA INC COM 04033V104 15960 5250 X 4250 0 1000
ARIBA INC COM 04033V104 608 200 X 200 0 0
ARKANSAS BEST CORP DEL COM 040790107 10120635 368425 X 292400 0 76025
ARMOR HLDGS INC COM 042260109 21768970 1299640 X 996050 0 303590
ARMOR HLDGS INC COM 042260109 55275 3300 X 3300 0 0
ARQULE INC COM 04269E107 84640 18400 X 18400 0 0
ARRIS GROUP INC COM 04269Q100 1150 200 X 200 0 0
ARROW ELECTRONICS INC 042735100 1230751 66925 X 44725 0 22200
ARROW ELECTRONICS INC 042735100 184820 10050 X 4050 0 6000
ARROW FINL CORP COM 042744102 283145 10886 X 10886 0 0
ARROW INTL INC COM 042764100 920400 40000 X 0 0 40000
ART TECHNOLOGY GROUP INC COM 04289L107 3885 1750 X 1750 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 783772 103400 X 25100 0 78300
ARTESYN TECHNOLOGIES INC COM 043127109 3532 466 X 466 0 0
ARTHROCARE CORP COM 043136100 1025329 57700 X 13400 0 44300
ARTISAN COMPONENTS INC COM 042923102 4744320 282400 X 280300 0 2100
ARTISAN COMPONENTS INC COM 042923102 102480 6100 X 6100 0 0
ARVINMERITOR INC COM 043353101 60055 3372 X 2272 0 1100
ARVINMERITOR INC COM 043353101 43367 2435 X 2300 0 135
ASCENTIAL SOFTWARE CORP COM 04362P207 294831 15911 X 4361 0 11550
ASHLAND INC COM 044204105 783473 23850 X 8350 0 15500
ASHLAND INC COM 044204105 55648 1694 X 1694 0 0
ASHWORTH INC COM 04516H101 58716 8400 X 8400 0 0
ASPECT COMMUNICATIONS INC COM 04523Q102 375683 45100 X 0 0 45100
ASPECT MED SYS INC COM 045235108 61395 5909 X 5909 0 0
ASSOCIATED BANC CORP COM 045487105 83358 2200 X 2200 0 0
ASSOCIATED BANC CORP COM 045487105 11367 300 X 300 0 0
ASTA FDG INC COM 046220109 980227 37717 X 37317 0 400
ASTA FDG INC COM 046220109 20791 800 X 800 0 0
ASTEC INDS INC 046224101 131840 12800 X 12800 0 0
ASTORIA FINL CORP COM 046265104 80896 2618 X 2018 0 600
ASTORIA FINL CORP COM 046265104 75705 2450 X 2450 0 0
ASTRO MED INC NEW 04638F108 92430 9000 X 0 0 9000
ASTRONICS CORP COM 046433108 272740 68185 X 68185 0 0
ASYST TECHNOLOGY CORP COM 04648X107 5702736 405600 X 264000 0 141600
AT & T CORP NEW COM 001957505 7068766 328017 X 299550 0 28467
AT & T CORP NEW COM 001957505 9403472 436356 X 391701 218 44437
AT & T WIRELESS SVCS INC COM 00209A106 6796754 830899 X 710780 0 120119
AT & T WIRELESS SVCS INC COM 00209A106 7636578 933567 X 709887 0 223680
ATHEROGENICS INC COM 047439104 847485 50900 X 0 0 50900
PAGE 9
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ATLANTIC AMERICAN CORP COM 048209100 1715 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 274065 32205 X 32205 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 33189 3900 X 3900 0 0
ATMEL CORP COM 049513104 51016 12700 X 12700 0 0
ATMI INC COM 00207R101 507000 20000 X 20000 0 0
ATMI INC COM 00207R101 25350 1000 X 1000 0 0
ATMOS ENERGY CORP COM 049560105 784586 32773 X 32200 0 573
ATMOS ENERGY CORP COM 049560105 23940 1000 X 1000 0 0
ATWOOD OCEANICS INC COM 050095108 7689635 320535 X 250935 0 69600
AUDIOVOX CORP COM 050757103 185888 14800 X 14800 0 0
AUGUST TECHNOLOGIES CORP COM 05106U105 1564250 109849 X 109049 0 800
AUGUST TECHNOLOGIES CORP COM 05106U105 32054 2251 X 2251 0 0
AUTHENTIDATE HLDG CORP COM 052666104 12160 2352 X 2352 0 0
AUTODESK INC COM 052769106 1215875 71438 X 8620 0 62818
AUTODESK INC COM 052769106 20254 1190 X 800 0 390
AUTOIMMUNE INC COM 052776101 135 100 X 100 0 0
AUTOLIV INC COM 052800109 1055950 35000 X 0 0 35000
AUTOLIV INC COM 052800109 43384 1438 X 1438 0 0
AUTOMATIC DATA PROCESSING INC 053015103 176910071 4934730 X 4776409 0 158321
AUTOMATIC DATA PROCESSING INC 053015103 122084737 3405432 X 3242583 1000 161849
AUTONATION INC COM 05329W102 721596 41140 X 40340 0 800
AUTOZONE INC COM 053332102 12929027 144410 X 107750 0 36660
AUTOZONE INC COM 053332102 223825 2500 X 2500 0 0
AVANEX CORP COM 05348W109 19400 4000 X 4000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 15600 10000 X 10000 0 0
AVAYA INC COM 053499109 4006764 367593 X 347035 0 20558
AVAYA INC COM 053499109 103539 9499 X 8974 0 525
AVERY DENNISON CORP COM 053611109 34738461 687618 X 649622 0 37996
AVERY DENNISON CORP COM 053611109 4422672 87543 X 85043 0 2500
AVIALL INC NEW COM 05366B102 6190 500 X 500 0 0
AVICI SYSTEMS INC NEW COM 05367L802 63180 10125 X 10125 0 0
AVICI SYSTEMS INC NEW COM 05367L802 2028 325 X 325 0 0
AVID TECHNOLOGY INC COM 05367P100 1022900 19300 X 19300 0 0
AVIGEN INC COM 053690103 58687 11286 X 11286 0 0
AVISTA CORP COM 05379B107 487654 31300 X 31300 0 0
AVISTA CORP COM 05379B107 43624 2800 X 2800 0 0
AVNET INC COM 053807103 17161290 1038819 X 1012473 0 26346
AVNET INC COM 053807103 132160 8000 X 7600 0 400
AVOCENT CORP COM 053893103 116617 3850 X 1900 0 1950
AVOCENT CORP COM 053893103 15145 500 X 500 0 0
AVON PRODS INC COM 054303102 52050080 806228 X 735381 0 70847
AVON PRODS INC COM 054303102 7038654 109025 X 100680 0 8345
AVX CORP NEW COM 002444107 2128439 155474 X 61099 0 94375
AVX CORP NEW COM 002444107 71188 5200 X 4500 0 700
PAGE 10
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
AXCELIS TECHNOLOGIES INC COM 054540109 1165810 140459 X 64559 0 75900
AXCELIS TECHNOLOGIES INC COM 054540109 29780 3588 X 3588 0 0
AZTAR CORP COM 054802103 481269 27175 X 22500 0 4675
B J SERVICES CO COM 055482103 5804731 169878 X 131483 0 38395
B J SERVICES CO COM 055482103 52964 1550 X 1300 0 250
BACK YARD BURGERS INC COM 05635W101 7872 1200 X 1200 0 0
BAIRNCO CORP COM 057097107 349 50 X 50 0 0
BAIRNCO CORP COM 057097107 697 100 X 0 0 100
BAKER HUGHES INC COM 057224107 118850425 4016574 X 3810625 0 205949
BAKER HUGHES INC COM 057224107 21266540 718707 X 663087 275 55345
BALDOR ELECTRIC CO COM 057741100 447532 21200 X 21200 0 0
BALDOR ELECTRIC CO COM 057741100 8444 400 X 400 0 0
BALL CORP COM 058498106 2352942 43573 X 7970 0 35603
BALL CORP COM 058498106 194400 3600 X 3600 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 254916 29470 X 29470 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 52333 6050 X 5000 0 1050
BANCFIRST CORP COM 05945F103 13780 260 X 260 0 0
BANCFIRST CORP COM 05945F103 15900 300 X 300 0 0
BANCORP RHODE ISLAND INC COM 059690107 119112 4200 X 4200 0 0
BANCORP RHODE ISLAND INC COM 059690107 340320 12000 X 12000 0 0
BANCORPSOUTH INC COM 059692103 40953 1870 X 1870 0 0
BANCORPSOUTH INC COM 059692103 52560 2400 X 2400 0 0
BANDAG INC CL A 059815308 30550 1000 X 0 0 1000
BANK GRANITE CORP COM 062401104 39056 2083 X 2083 0 0
BANK GRANITE CORP COM 062401104 43125 2300 X 2300 0 0
BANK NEW YORK INC COM 064057102 67743890 2327169 X 2225933 0 101236
BANK NEW YORK INC COM 064057102 20465291 703033 X 631948 125 70960
BANK OF AMERICA CORP COM 060505104 258291407 3309731 X 3023904 0 285827
BANK OF AMERICA CORP COM 060505104 53568139 686419 X 635740 175 50504
BANK OF HAWAII CORP COM 062540109 161385 4806 X 2006 0 2800
BANK OF HAWAII CORP COM 062540109 3358 100 X 0 0 100
BANK ONE CORP NEW COM 06423A103 49482320 1280267 X 1161636 0 118631
BANK ONE CORP NEW COM 06423A103 5871553 151916 X 145211 727 5978
BANKATLANTIC BANCORP INC A COM 065908501 4275 300 X 300 0 0
BANKNORTH GROUP INC COM NEW 06646R107 4276854 151554 X 142074 0 9480
BANKNORTH GROUP INC COM NEW 06646R107 1790446 63446 X 60984 0 2462
BANKUNITED FINL CORP CL A COM 06652B103 407040 19200 X 19200 0 0
BANTA CORP COM 066821109 105300 2925 X 225 0 2700
BANTA CORP COM 066821109 288000 8000 X 4500 0 3500
BAR HARBOR BANKSHARES COM 066849100 178135 7745 X 7645 0 100
BAR HARBOR BANKSHARES COM 066849100 9200 400 X 400 0 0
BARD C R INC 067383109 1548510 21810 X 8936 0 12874
BARD C R INC 067383109 1501650 21150 X 21150 0 0
PAGE 11
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
BARNES & NOBLE INC COM 067774109 837666 32966 X 14666 0 18300
BARNES & NOBLE INC COM 067774109 10164 400 X 400 0 0
BARNES GROUP INC 067806109 10997045 423615 X 350417 0 73198
BARNES GROUP INC 067806109 55107551 2122787 X 117885 0 2004902
BARR LABS INC COM 068306109 3117947 45711 X 29519 0 16192
BARR LABS INC COM 068306109 104361 1530 X 0 0 1530
BARRA INC COM 068313105 469000 12500 X 12500 0 0
BASSETT FURNITURE INDS INC COM 070203104 5218282 375984 X 277684 0 98300
BASSETT FURNITURE INDS INC COM 070203104 10687 770 X 0 0 770
BAUSCH & LOMB COM 071707103 719645 16300 X 13022 0 3278
BAUSCH & LOMB COM 071707103 101854 2307 X 2307 0 0
BAXTER INTERNATIONAL COM 071813109 22507086 774504 X 690345 0 84159
BAXTER INTERNATIONAL COM 071813109 10720990 368926 X 349218 100 19608
BAY VIEW CAP CORP DEL COM 07262L101 365815 60266 X 54466 0 5800
BB & T CORP COM 054937107 3798955 105791 X 103441 0 2350
BB & T CORP COM 054937107 1274087 35480 X 31231 0 4249
BEA SYS INC COM 073325102 582194 48355 X 7200 0 41155
BEA SYS INC COM 073325102 361 30 X 30 0 0
BEAR STEARNS COM 073902108 2996862 40065 X 36065 0 4000
BEAR STEARNS COM 073902108 225896 3020 X 3020 0 0
BEARINGPOINT INC COM 074002106 363888 45600 X 0 0 45600
BEAZER HOMES USA INC COM 07556Q105 143480 1700 X 0 0 1700
BEAZER HOMES USA INC COM 07556Q105 16880 200 X 200 0 0
BEBE STORES INC COM 075571109 70460 2600 X 0 0 2600
BECKMAN COULTER INC COM 075811109 7406899 162646 X 153796 0 8850
BECKMAN COULTER INC COM 075811109 192634 4230 X 4230 0 0
BECTON DICKINSON & CO COM 075887109 12481916 345568 X 210927 0 134641
BECTON DICKINSON & CO COM 075887109 4673386 129385 X 125760 0 3625
BED BATH & BEYOND INC COM 075896100 14384124 375859 X 322169 0 53690
BED BATH & BEYOND INC COM 075896100 1709559 44671 X 41506 0 3165
BEI TECHNOLOGIES COM 05538P104 146640 9400 X 9400 0 0
BEL FUSE INC CL A COM 077347201 22980 1000 X 0 0 1000
BEL FUSE INC CL B COM 077347300 219386 8600 X 7100 0 1500
BELDEN INC COM 077459105 288255 16500 X 16500 0 0
BELL MICROPRODUCTS INC COM 078137106 107415 16500 X 16500 0 0
BELL SOUTH CORP COM 079860102 83790804 3538463 X 3287123 0 251340
BELL SOUTH CORP COM 079860102 48035543 2028528 X 1949401 100 79027
BELO CORPORATION CL A COM 080555105 22852788 942383 X 932883 0 9500
BELO CORPORATION CL A COM 080555105 79111381 3262325 X 2022228 0 1240097
BEMIS CO COM 081437105 27100171 611742 X 605720 0 6022
BEMIS CO COM 081437105 4414894 99659 X 40689 0 58970
BENCHMARK ELECTRONICS INC COM 08160H101 30886351 730692 X 568042 0 162650
BENCHMARK ELECTRONICS INC COM 08160H101 54951 1300 X 1300 0 0
PAGE 12
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
BERKLEY W R CORP COM 084423102 30834 900 X 0 0 900
BERKLEY W R CORP COM 084423102 80511 2350 X 2350 0 0
BERKSHIRE BANCORP INC COM 084597103 5160 120 X 120 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 5325000 71 X 42 0 29
BERKSHIRE HATHAWAY INC CL A COM 084670108 18450000 246 X 245 0 1
BERKSHIRE HATHAWAY INC CL B COM 084670207 37537344 15039 X 14035 0 1004
BERKSHIRE HATHAWAY INC CL B COM 084670207 30076800 12050 X 11590 0 460
BERRY PETE CO CL A COM 085789105 78604 4300 X 0 0 4300
BEST BUY INC COM 086516101 15021120 316101 X 260261 0 55840
BEST BUY INC COM 086516101 249005 5240 X 5240 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 7928656 1339300 X 988200 0 351100
BIG LOTS INC COM 089302103 281260 17790 X 13490 0 4300
BIG LOTS INC COM 089302103 15810 1000 X 0 0 1000
BIG 5 SPORTING GOODS CORP COM 08915P101 157384 10300 X 0 0 10300
BIO RAD LABS INC CL A 090572207 5250195 102945 X 100545 0 2400
BIO RAD LABS INC CL A 090572207 102000 2000 X 2000 0 0
BIOGEN INC 090597105 1704536 44715 X 25085 0 19630
BIOGEN INC 090597105 110510 2899 X 2699 0 200
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 57050 5000 X 4000 0 1000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5890701 769021 X 674716 0 94305
BIOMARIN PHARMACEUTICAL INC COM 09061G101 58553 7644 X 7644 0 0
BIOMET INC COM 090613100 5143557 153539 X 135992 0 17547
BIOMET INC COM 090613100 556435 16610 X 14476 0 2134
BIOPURE CORP COM 09065H105 52226 8072 X 7072 0 1000
BIOPURE CORP COM 09065H105 12940 2000 X 2000 0 0
BIOSITE INCORPORATED COM 090945106 283000 10000 X 10000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 40950 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 3150 1000 X 1000 0 0
BISYS GROUP INC COM 055472104 48984 3725 X 600 0 3125
BISYS GROUP INC COM 055472104 10520 800 X 800 0 0
BJS WHOLESALE CLUB INC COM 05548J106 242609 12525 X 3500 0 9025
BJS WHOLESALE CLUB INC COM 05548J106 120094 6200 X 4200 0 2000
BKF CAP GROUP INC COM 05548G102 58685 2430 X 2430 0 0
BLACK & DECKER CORP 091797100 4398256 108465 X 74845 0 33620
BLACK & DECKER CORP 091797100 705611 17401 X 15201 200 2000
BLACK BOX CORP DEL COM 091826107 537435 13500 X 12800 0 700
BLACK BOX CORP DEL COM 091826107 43791 1100 X 1100 0 0
BLACK HILLS CORP COM 092113109 16973 550 X 550 0 0
BLACKROCK INC CL A COM 09247X101 112700 2300 X 2300 0 0
BLAIR CORP COM 092828102 2080 100 X 100 0 0
BLOCK H & R INC COM 093671105 10860941 251702 X 238074 0 13628
BLOCK H & R INC COM 093671105 2414199 55949 X 55949 0 0
BLOCKBUSTER INC COM CL A 093679108 7035 335 X 335 0 0
BLOCKBUSTER INC COM CL A 093679108 21000 1000 X 1000 0 0
PAGE 13
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
BLUE COAT SYSTEMS INC COM 09534T508 221 20 X 0 0 20
BLUE RHINO CORP COM 095811105 2188300 197500 X 195500 0 2000
BLUE RHINO CORP COM 095811105 73128 6600 X 6600 0 0
BLYTH INC COM 09643P108 80940 3000 X 3000 0 0
BLYTH INC COM 09643P108 21584 800 X 800 0 0
BMC SOFTWARE INC COM 055921100 14234593 1021866 X 1002711 0 19155
BMC SOFTWARE INC COM 055921100 121748 8740 X 8250 0 490
BOB EVANS FARMS INC COM 096761101 154143 5771 X 671 0 5100
BOCA RESORTS INC CL A COM 09688T106 1296 100 X 0 0 100
BOEING CO COM 097023105 14741508 429406 X 333667 0 95739
BOEING CO COM 097023105 7517995 218992 X 212442 400 6150
BOISE CASCADE CO 097383103 1137341 41208 X 27216 0 13992
BOISE CASCADE CO 097383103 34031 1233 X 1233 0 0
BOMBAY INC COM 097924104 4891510 496600 X 493000 0 3600
BOMBAY INC COM 097924104 104410 10600 X 10600 0 0
BORDERS GROUP INC COM 099709107 1059690 56009 X 56009 0 0
BORDERS GROUP INC COM 099709107 68869 3640 X 3200 0 440
BORG WARNER INC COM 099724106 178785 2635 X 535 0 2100
BORG WARNER INC COM 099724106 54280 800 X 800 0 0
BORLAND SOFTWARE CORP COM 099849101 4293242 466150 X 462200 0 3950
BORLAND SOFTWARE CORP COM 099849101 91179 9900 X 9900 0 0
BOSTON ACOUSTICS INC COM 100534106 277414 24500 X 0 0 24500
BOSTON BEER INC CL A COM 100557107 796 50 X 50 0 0
BOSTON COMMUNICATION GROUP INC COM 100582105 123000 12300 X 12300 0 0
BOSTON LIFE SCIENCES INC COM 100843408 7950 5000 X 5000 0 0
BOSTON LIFE SCIENCES INC COM 100843408 31800 20000 X 20000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 3651800 155000 X 154100 0 900
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 51832 2200 X 2200 0 0
BOSTON SCIENTIFIC CORP COM 101137107 21283999 333605 X 258194 0 75411
BOSTON SCIENTIFIC CORP COM 101137107 2737530 42908 X 16433 600 25875
BOTTOMLINE TECHNOLOGIES COM 101388106 4100 500 X 500 0 0
BOWATER INC COM 102183100 60667050 1442393 X 1375110 0 67283
BOWATER INC COM 102183100 5430577 129115 X 118565 100 10450
BOWNE & CO INC DEL COM 103043105 411125 27500 X 21900 0 5600
BOYD GAMING CORP COM 103304101 7630 500 X 500 0 0
BOYKIN LODGING CO COM 103430104 26409 3205 X 3205 0 0
BOYKIN LODGING CO COM 103430104 51442 6243 X 6243 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 59250 3000 X 3000 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 39895 2020 X 1820 0 200
BRADY CORPORATION COM CLASS A 104674106 477150 15000 X 15000 0 0
BRIGGS & STRATTON CORP COM 109043109 1065025 18125 X 15065 0 3060
BRIGGS & STRATTON CORP COM 109043109 235040 4000 X 3000 0 1000
BRIGHAM EXPLORATION CO COM 109178103 7820 1150 X 0 0 1150
PAGE 14
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
BRIGHTPOINT INC COM 109473405 6982 213 X 0 0 213
BRINKER INTL INC COM 109641100 3557344 106635 X 85815 0 20820
BRINKER INTL INC COM 109641100 124766 3740 X 3100 0 640
BRINKS CO COM 109696104 1237664 71294 X 70325 0 969
BRINKS CO COM 109696104 301786 17384 X 16879 0 505
BRISTOL MYERS SQUIBB CO 110122108 113788757 4434480 X 4110770 500 323210
BRISTOL MYERS SQUIBB CO 110122108 75738774 2951628 X 2806455 800 144373
BRITESMILE INC COM 110415205 640 20 X 20 0 0
BROADCOM CORP CL A COM 111320107 2717427 101929 X 35245 0 66684
BROADCOM CORP CL A COM 111320107 10664 400 X 400 0 0
BROADVISION INC COM 111412607 216 44 X 44 0 0
BROADVISION INC COM 111412607 294 60 X 60 0 0
BROCADE COMMUNICATIONS SYTEMS COM 111621108 148770 28500 X 3590 0 24910
BROCADE COMMUNICATIONS SYTEMS COM 111621108 21402 4100 X 4000 0 100
BROOKLINE BANCORP INC COM 11373M107 678977 45970 X 45970 0 0
BROOKLINE BANCORP INC COM 11373M107 128883 8726 X 7726 0 1000
BROOKS AUTOMATION INC COM 114340102 5501465 263228 X 261428 0 1800
BROOKS AUTOMATION INC COM 114340102 106590 5100 X 5100 0 0
BROOKTROUT INC 114580103 61600 8000 X 8000 0 0
BROOKTROUT INC 114580103 2156 280 X 280 0 0
BROWN & BROWN INC COM 115236101 171906 5585 X 2360 0 3225
BROWN FORMAN CORP CL B 115637209 763904 9655 X 7383 0 2272
BROWN FORMAN CORP CL B 115637209 321227 4060 X 3435 0 625
BROWN SHOE COMPANY INC COM 115736100 364550 11500 X 11500 0 0
BRUNSWICK CORP COM 117043109 5396703 210152 X 189312 0 20840
BRUSH ENGINEERED MATERIALS INC 117421107 121135 11818 X 11818 0 0
BRYN MAWR BANK CORP COM 117665109 172498 4112 X 4112 0 0
BRYN MAWR BANK CORP COM 117665109 72574 1730 X 1400 0 330
BSB BANCORP INC COM 055652101 2273 82 X 82 0 0
BSB BANCORP INC COM 055652101 76285 2752 X 2752 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 4973139 547100 X 417200 0 129900
BUCKLE INC COM 118440106 12825234 665900 X 458300 0 207600
BUILDING MATERIALS HOLDING CORP COM 120113105 126546 9660 X 9660 0 0
BUILDING MATERIALS HOLDING CORP COM 120113105 20960 1600 X 1600 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 540430 28900 X 28900 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 22318502 773069 X 720095 0 52974
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 2915350 100982 X 95482 0 5500
BURLINGTON RES INC COM 122014103 7427379 154095 X 143186 0 10909
BURLINGTON RES INC COM 122014103 1755396 36419 X 34328 0 2091
BUSH INDS INC CL A 123164105 476 100 X 100 0 0
BUTLER MANUFACTURING CO COM 123655102 62279 4100 X 0 0 4100
C & D TECHNOLOGIES INC COM 124661109 355696 18800 X 17600 0 1200
C & D TECHNOLOGIES INC COM 124661109 37840 2000 X 2000 0 0
PAGE 15
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
C D W CORP COM 12512N105 1774656 30810 X 15540 0 15270
C D W CORP COM 12512N105 10368 180 X 0 0 180
C H ROBINSON WORLDWIDE INC COM 12541W100 132238 3550 X 0 0 3550
C H ROBINSON WORLDWIDE INC COM 12541W100 55875 1500 X 1500 0 0
C-COR.NET CORPORATION COM 125010108 155760 23600 X 23600 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 243760 30470 X 30470 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 29920 3740 X 3740 0 0
CABLEVISION NY GROUP CL A 12686C109 363484 20082 X 14624 0 5458
CABOT CORP COM 127055101 21952957 770009 X 760009 0 10000
CABOT CORP COM 127055101 17252827 605150 X 605150 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 4990178 89703 X 78998 0 10705
CABOT MICROELECTRONICS CORP COM 12709P103 4297751 77256 X 77256 0 0
CABOT OIL & GAS COM 127097103 4179058 160733 X 160733 0 0
CABOT OIL & GAS COM 127097103 855920 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 1831838 42750 X 18675 0 24075
CACI INTL INC CL A COM 127190304 25710 600 X 600 0 0
CADENCE DESIGN SYS INC COM 127387108 5946652 443780 X 370785 0 72995
CADENCE DESIGN SYS INC COM 127387108 373458 27870 X 27870 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 970623 49750 X 24400 0 25350
CALGON CARBON CORP COM 129603106 2125888 377600 X 294600 0 83000
CALIFORNIA COASTAL CMNTYS INC COM 129915203 967 109 X 109 0 0
CALLAWAY GOLF CO COM 131193104 4052680 284000 X 213000 0 71000
CALLAWAY GOLF CO COM 131193104 48518 3400 X 3400 0 0
CALPINE CORP COM 131347106 441176 90220 X 87920 0 2300
CALPINE CORP COM 131347106 3423 700 X 100 0 600
CAMBREX CORP COM 132011107 9434120 415600 X 338100 0 77500
CAMDEN NATIONAL CORP COM 133034108 908819 30797 X 30497 0 300
CAMPBELL SOUP CO COM 134429109 2431826 91767 X 67932 0 23835
CAMPBELL SOUP CO COM 134429109 2918366 110127 X 95082 0 15045
CANADA SOUTHN PETE LTD 135231108 3402 637 X 218 0 419
CAPITAL BANCORP LTD COM 14056D105 20999 785 X 785 0 0
CAPITAL BANCORP LTD COM 14056D105 26750 1000 X 1000 0 0
CAPITAL CROSSING BK COM 140071101 938520 26400 X 26400 0 0
CAPITAL ONE FINL CORP COM 14040H105 7430087 130261 X 110221 0 20040
CAPITAL ONE FINL CORP COM 14040H105 2394254 41975 X 41375 0 600
CAPITAL PROPERTIES INC RI CL A COM 140430109 4633 410 X 410 0 0
CAPITALSOURCE INC COM 14055X102 444413 25395 X 0 0 25395
CAPITALSOURCE INC COM 14055X102 63000 3600 X 3500 0 100
CAPTARIS INC COM 14071N104 104742 19800 X 19800 0 0
CAPTIVA SOFTWARE CORP COM 14073T109 1618589 216100 X 214500 0 1600
CAPTIVA SOFTWARE CORP COM 14073T109 31084 4150 X 4150 0 0
CARAUSTAR INDS INC COM 140909102 156022 18100 X 6100 0 12000
CARBO CERAMICS INC COM 140781105 365216 10100 X 10100 0 0
CARBO CERAMICS INC COM 140781105 723 20 X 20 0 0
PAGE 16
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
CARDINAL HEALTH INC COM 14149Y108 22499711 385335 X 332489 0 52846
CARDINAL HEALTH INC COM 14149Y108 10135920 173590 X 147226 75 26289
CAREER ED CORP COM 141665109 67965 1500 X 0 0 1500
CAREER ED CORP COM 141665109 23742 524 X 524 0 0
CAREMARK RX INC COM 141705103 21460259 949569 X 791138 0 158431
CAREMARK RX INC COM 141705103 402190 17796 X 16479 0 1317
CARLISLE COMPANIES INC 142339100 1827024 41885 X 41885 0 0
CARLISLE COMPANIES INC 142339100 599164 13736 X 13476 0 260
CARMAX INC COM 143130102 678675 20780 X 7156 0 13624
CARMAX INC COM 143130102 163627 5010 X 4257 0 753
CARPENTER TECH CORP COM 144285103 101518 4735 X 4735 0 0
CARPENTER TECH CORP COM 144285103 92020 4292 X 4292 0 0
CARREKER CORPORATION COM 144433109 123165 15300 X 15300 0 0
CARRINGTON LABS INC COM 144525102 4400 1000 X 1000 0 0
CASCADE NATURAL GAS CORP COM 147339105 5509599 281102 X 187582 0 93520
CASCADE NATURAL GAS CORP COM 147339105 25480 1300 X 1300 0 0
CASELLA WASTE SYSTEMS INC CL A COM 147448104 60563 4845 X 4845 0 0
CASELLA WASTE SYSTEMS INC CL A COM 147448104 82500 6600 X 6600 0 0
CASEYS GEN STORES INC COM 147528103 8326338 593890 X 470780 0 123110
CASH AMERICAN INTERNATIONAL INC COM 14754D100 466990 28475 X 28475 0 0
CASH AMERICAN INTERNATIONAL INC COM 14754D100 116112 7080 X 6100 0 980
CASTLE A M & CO COM 148411101 45288 10200 X 1388 0 8812
CASTLE A M & CO COM 148411101 67932 15300 X 15300 0 0
CATALINA MARKETING CORP COM 148867104 6148912 404800 X 327600 0 77200
CATALINA MARKETING CORP COM 148867104 34937 2300 X 2300 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 101841 8300 X 8300 0 0
CATELLUS DEV CORP COM 149111106 485895 19873 X 17803 0 2070
CATELLUS DEV CORP COM 149111106 26308 1076 X 1076 0 0
CATERPILLAR INC COM 149123101 12509054 181712 X 147459 0 34253
CATERPILLAR INC COM 149123101 11016878 160036 X 156386 0 3650
CATHAY BANCORP INC COM 149150104 654900 14800 X 14800 0 0
CATHAY BANCORP INC COM 149150104 203550 4600 X 4600 0 0
CATO CORP NEW COM 149205106 478029 23700 X 13200 0 10500
CAVCO INDUSTRIES INC COM 149568107 12687 592 X 562 0 30
CAVCO INDUSTRIES INC COM 149568107 15665 731 X 696 0 35
CCBT FINANCIAL CO COM 12500Q102 499709 19900 X 17100 0 2800
CCBT FINANCIAL CO COM 12500Q102 1157617 46100 X 46100 0 0
CDI CORP 125071100 340578 12600 X 11500 0 1100
CEC ENTMT INC COM 125137109 15383452 392435 X 317960 0 74475
CELESTICA INC COM 15101Q108 10865908 685114 X 641289 0 43825
CELESTICA INC COM 15101Q108 698237 44025 X 43150 0 875
CELGENE CORP COM 151020104 207840 4800 X 4400 0 400
CELGENE CORP COM 151020104 206758 4775 X 4775 0 0
PAGE 17
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
CELL GENESYS INC COM 150921104 3271 260 X 260 0 0
CELL THERAPEUTICS INC COM 150934107 26488 2340 X 0 0 2340
CENDANT CORP COM 151313103 23055592 1233579 X 1153619 0 79960
CENDANT CORP COM 151313103 997990 53397 X 47732 0 5665
CENTENE CORP COM 15135B101 385953 12700 X 12700 0 0
CENTENE CORP COM 15135B101 91170 3000 X 3000 0 0
CENTENNIAL CELLULAR CORP COM 15133V208 15758 3108 X 0 0 3108
CENTER BANCORP INC COM 151408101 10124 630 X 630 0 0
CENTER BANCORP INC COM 151408101 195958 12194 X 12194 0 0
CENTER FINANCIAL CORP CALIF COM 15146E102 24331 1198 X 1198 0 0
CENTERPOINT ENERGY INC COM 15189T107 577050 62928 X 47684 0 15244
CENTERPOINT ENERGY INC COM 15189T107 760624 82947 X 50919 0 32028
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 40650 910 X 910 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 62538 1400 X 1400 0 0
CENTEX CORP COM 152312104 4585574 58880 X 50972 0 7908
CENTEX CORP COM 152312104 1191953 15305 X 14605 0 700
CENTRA SOFTWARE INC COM 15234X103 210098 60200 X 0 0 60200
CENTRA SOFTWARE INC COM 15234X103 2206 632 X 632 0 0
CENTRAL GARDEN & PET CO COM 153527106 37382 1435 X 1435 0 0
CENTRAL GARDEN & PET CO COM 153527106 49495 1900 X 1900 0 0
CENTRAL PKG CORP COM 154785109 286650 23400 X 23400 0 0
CENTRAL VT PUB SVC CORP COM 155771108 312627 14095 X 14095 0 0
CENTRAL VT PUB SVC CORP COM 155771108 164820 7431 X 6836 0 595
CENTURY ALUMINUM COMPANY COM 156431108 146796 13700 X 13700 0 0
CENTURY BANCORP CL A NON VTG 156432106 67000 2000 X 2000 0 0
CENTURY BUSINESS SVCS INC COM 156490104 6381 1505 X 1505 0 0
CENTURY BUSINESS SVCS INC COM 156490104 31376 7400 X 7400 0 0
CENTURYTEL INC COM 156700106 31799563 938317 X 913207 0 25110
CENTURYTEL INC COM 156700106 808175 23847 X 17247 0 6600
CEPHALON INC COM 156708109 2454656 53490 X 41390 0 12100
CEPHALON INC COM 156708109 22945 500 X 500 0 0
CEPHEID INC COM 15670R107 23500 5000 X 5000 0 0
CERIDIAN CORP COM 156779100 49492 2658 X 558 0 2100
CERNER CORP COM 156782104 1667597 54020 X 23000 0 31020
CERTEGY INC COM 156880106 728158 22677 X 16877 0 5800
CERTEGY INC COM 156880106 1004080 31270 X 28470 0 2800
CH ENERGY GROUP INC COM 12541M102 604296 13734 X 13734 0 0
CH ENERGY GROUP INC COM 12541M102 274604 6241 X 6241 0 0
CHALONE WINE GROUP LTD COM 157639105 784 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 236220 37200 X 32400 0 4800
CHARLES RIVER ASSOCIATES COM 159852102 265329 9300 X 0 0 9300
CHARLES RIVER LABORATORIES COM 159864107 459429 14970 X 1600 0 13370
CHARLES RIVER LABORATORIES COM 159864107 101277 3300 X 3000 0 300
PAGE 18
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
CHARMING SHOPPES INC 161133103 17872 3130 X 0 0 3130
CHARTER COMMUN INC CL A COM 16117M107 233002 56554 X 7604 0 48950
CHARTER COMMUN INC CL A COM 16117M107 2060 500 X 500 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 50857 2767 X 2767 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 245649 13365 X 13365 0 0
CHARTER ONE FINL INC COM 160903100 80237882 2622153 X 2494442 0 127711
CHARTER ONE FINL INC COM 160903100 12394102 405036 X 374939 0 30097
CHASE CORP COM 16150R104 28978 2309 X 2309 0 0
CHASE CORP COM 16150R104 16315 1300 X 1300 0 0
CHECK POINT SOFTWARE TECH COM M22465104 3766418 223659 X 223009 0 650
CHECK POINT SOFTWARE TECH COM M22465104 1078 64 X 64 0 0
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 7553126 820992 X 559092 0 261900
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 11040 1200 X 1200 0 0
CHECKFREE CORP NEW COM 162813109 156235 7769 X 500 0 7269
CHECKPOINT SYS INC COM 162825103 367113 23235 X 18635 0 4600
CHECKPOINT SYS INC COM 162825103 45820 2900 X 2900 0 0
CHEESECAKE FACTORY INC COM 163072101 1764398 48606 X 47706 0 900
CHEESECAKE FACTORY INC COM 163072101 152460 4200 X 4200 0 0
CHEMICAL FINL CORP 163731102 105044 3394 X 3394 0 0
CHEMICAL FINL CORP 163731102 80470 2600 X 2300 0 300
CHESAPEAKE CORP COM 165159104 225400 10000 X 10000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 672672 62400 X 0 0 62400
CHESAPEAKE ENERGY CORP COM 165167107 15092 1400 X 1400 0 0
CHESAPEAKE UTILITIES 165303108 27504 1200 X 1200 0 0
CHEVRONTEXACO CORP COM 166764100 95912122 1342367 X 1225982 0 116385
CHEVRONTEXACO CORP COM 166764100 75343525 1054493 X 991738 37 62718
CHICAGO MERCANTILE EXCHANGE COM 167760107 104591 1520 X 0 0 1520
CHICAGO MERCANTILE EXCHANGE COM 167760107 116977 1700 X 1700 0 0
CHICOS FAS INC COM 168615102 5090070 166125 X 132100 0 34025
CHICOS FAS INC COM 168615102 147072 4800 X 4800 0 0
CHILDRENS PL RETAIL STORES INC 168905107 296700 17200 X 17200 0 0
CHIPPAC INC CL A COM 169657103 4051731 687900 X 441500 0 246400
CHIQUITA BRANDS INTL INC COM 170032809 89 5 X 5 0 0
CHIQUITA BRANDS INTL INC COM 170032809 129210 7300 X 0 0 7300
CHIRON CORP COM 170040109 1232798 23790 X 21770 0 2020
CHIRON CORP COM 170040109 365642 7056 X 7056 0 0
CHITTENDEN CORP 170228100 993115 33382 X 32382 0 1000
CHITTENDEN CORP 170228100 352300 11842 X 6592 0 5250
CHOICE HOTELS INTL INC COM 169905106 107374 3700 X 3700 0 0
CHOICEPOINT INC COM 170388102 1022219 30514 X 21612 0 8902
CHOICEPOINT INC COM 170388102 945973 28238 X 27192 0 1046
CHOLESTECH CORP COM 170393102 64076 8300 X 0 0 8300
CHRISTOPHER & BANKS CORP COM 171046105 899522 37700 X 24200 0 13500
PAGE 19
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
CHRONIMED INC COM 171164106 20815 2300 X 2300 0 0
CHRONIMED INC COM 171164106 33485 3700 X 3700 0 0
CHUBB CORP 171232101 10958556 168905 X 104341 0 64564
CHUBB CORP 171232101 7447381 114787 X 111112 50 3625
CHURCH & DWIGHT CO COM 171340102 104620 2990 X 1490 0 1500
CIBER INC COM 17163B102 331360 43600 X 41000 0 2600
CIENA COM 171779101 1737162 296444 X 270631 0 25813
CIENA COM 171779101 1172 200 X 0 0 200
CIGNA CORP COM 125509109 26802636 600283 X 559464 0 40819
CIGNA CORP COM 125509109 20146125 451201 X 434998 0 16203
CIMA LABS INC COM 171796105 262730 9400 X 9400 0 0
CIMAREX ENERGY CO COM 171798101 6344128 323680 X 273980 0 49700
CIMAREX ENERGY CO COM 171798101 128321 6547 X 1047 0 5500
CINCINNATI BELL INC COM 171871106 2850 560 X 60 0 500
CINCINNATI BELL INC COM 171871106 32698 6424 X 6424 0 0
CINCINNATTI FINL CORP COM 172062101 2030800 50770 X 50270 0 500
CINCINNATTI FINL CORP COM 172062101 982600 24565 X 24565 0 0
CINERGY CORP COM 172474108 1039601 28327 X 22372 0 5955
CINERGY CORP COM 172474108 701007 19101 X 8351 0 10750
CINTAS CORP COM 172908105 2346619 63405 X 44395 0 19010
CINTAS CORP COM 172908105 458924 12400 X 12300 0 100
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 2746640 222400 X 220600 0 1800
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1861330 150715 X 4700 0 146015
CIPRICO INC COM 172529109 147000 29400 X 0 0 29400
CIRCOR INTL INC COM 17273K109 10427520 543100 X 440500 0 102600
CIRCUIT CITY GROUP COM 172737108 4124927 432836 X 404188 0 28648
CIRCUIT CITY GROUP COM 172737108 137232 14400 X 12000 0 2400
CIRRUS LOGIC INC COM 172755100 64584 11700 X 11700 0 0
CISCO SYS INC COM 17275R102 309901537 15819374 X 14588964 0 1230410
CISCO SYS INC COM 17275R102 94108225 4803891 X 4460821 2357 340713
CIT GROUP INC COM 125581108 360219 12525 X 1750 0 10775
CITADEL BROADCASTING CORP COM 17285T106 4940 250 X 0 0 250
CITIBANK WEST FSB COM 17306J202 87 100 X 100 0 0
CITIGROUP INC COM 172967101 581753556 12782983 X 11775526 38 1007419
CITIGROUP INC COM 172967101 178212791 3915904 X 3647406 1505 266993
CITIZENS COMMUNICATIONS CO COM 17453B101 813857 72601 X 63101 0 9500
CITIZENS COMMUNICATIONS CO COM 17453B101 244737 21832 X 21832 0 0
CITRIX SYSTEMS INC COM 177376100 7124532 321940 X 274100 0 47840
CITRIX SYSTEMS INC COM 177376100 4426 200 X 200 0 0
CITY NATL CORP COM 178566105 4107886 80610 X 78110 0 2500
CITY NATL CORP COM 178566105 169697 3330 X 3330 0 0
CLAIRES STORES INC COM 179584107 16730 500 X 500 0 0
CLARCOR INC COM 179895107 729300 18700 X 16200 0 2500
CLARCOR INC COM 179895107 15600 400 X 400 0 0
PAGE 20
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
CLARK INC COM 181457102 1334 100 X 100 0 0
CLEAN HBRS INC COM 184496107 96271 22652 X 22652 0 0
CLEAN HBRS INC COM 184496107 2380 560 X 560 0 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 7718714 201533 X 150213 0 51320
CLEAR CHANNEL COMMUNICATIONS INC 184502102 107240 2800 X 2050 0 750
CLECO CORP NEW COM 12561W105 585626 35840 X 35840 0 0
CLECO CORP NEW COM 12561W105 400853 24532 X 20032 0 4500
CLEVELAND-CLIFFS INC COM 185896107 171520 6700 X 6700 0 0
CLOROX CO COM 189054109 12022894 262108 X 186216 0 75892
CLOROX CO COM 189054109 3027053 65992 X 59492 0 6500
CLOSURE MEDICAL CORP COM 189093107 4872 200 X 0 0 200
CMGI INC COM 125750109 13675 8834 X 8834 0 0
CMGI INC COM 125750109 3483 2250 X 2250 0 0
CMS ENERGY CORP 125896100 290614 39432 X 23582 0 15850
CNA FINANCIAL 126117100 9459 450 X 0 0 450
CNA SURETY CORP COM 12612L108 15075 1500 X 1500 0 0
CNA SURETY CORP COM 12612L108 28140 2800 X 2800 0 0
CNET NETWORKS INC COM 12613R104 345185 49032 X 3182 0 45850
CNF INC COM 12612W104 880734 27480 X 24280 0 3200
CNF INC COM 12612W104 44870 1400 X 1400 0 0
COACH INC COM 189754104 2608515 47775 X 36145 0 11630
COACHMEN INDS INC COM 189873102 176821 15100 X 15100 0 0
COCA COLA CO COM 191216100 120784532 2811558 X 2596895 0 214663
COCA COLA CO COM 191216100 82107901 1911264 X 1827755 500 83009
COCA COLA ENTERPRISES INC COM 191219104 1114915 58495 X 56760 0 1735
COCA COLA ENTERPRISES INC COM 191219104 440000 23085 X 21485 0 1600
COEUR D'ALENE MINES CORP COM 192108108 995 320 X 320 0 0
COEUR D'ALENE MINES CORP COM 192108108 2177 700 X 700 0 0
COGNEX CORP COM 192422103 751608 28600 X 28600 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 5743033 157516 X 114047 0 43469
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 226526 6213 X 4436 0 1777
COHERENT INC COM 192479103 3509775 142500 X 139000 0 3500
COHERENT INC COM 192479103 66501 2700 X 2700 0 0
COHU INC COM 192576106 267972 13700 X 13700 0 0
COINSTAR INC COM 19259P300 187094 13900 X 13900 0 0
COINSTAR INC COM 19259P300 6151 457 X 457 0 0
COLGATE PALMOLIVE CO COM 194162103 27888328 498986 X 443785 0 55201
COLGATE PALMOLIVE CO COM 194162103 21385694 382639 X 363248 0 19391
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 8600 800 X 800 0 0
COLLINS & AIKMAN CORP NEW COM 194830204 33800 10000 X 10000 0 0
COLONIAL BANCGROUP INC COM 195493309 51767 3585 X 185 0 3400
COLONIAL BANCGROUP INC COM 195493309 5776 400 X 400 0 0
COLUMBIA BANCORP OR COM 197231103 61259 4260 X 0 0 4260
PAGE 21
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
COLUMBIA LABS INC COM 197779101 8456 700 X 0 0 700
COLUMBIA LABS INC COM 197779101 72480 6000 X 6000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 334963 6350 X 0 0 6350
COLUMBIA SPORTSWEAR CO COM 198516106 5275 100 X 0 0 100
COMCAST CORP CL A COM 20030N101 55268181 1793257 X 1642153 0 151104
COMCAST CORP CL A COM 20030N101 30377887 985655 X 866984 351 118320
COMCAST CORP SPL CL A COM 20030N200 9531839 321587 X 204606 0 116981
COMCAST CORP SPL CL A COM 20030N200 4500656 151844 X 100719 125 51000
COMERICA INC COM 200340107 14527503 311749 X 294499 0 17250
COMERICA INC COM 200340107 1679464 36040 X 36040 0 0
COMFORT SYS USA INC COM 199908104 17164 4505 X 4505 0 0
COMFORT SYS USA INC COM 199908104 24003 6300 X 6300 0 0
COMMERCE BANCORP INC NJ COM 200519106 256271 5349 X 5349 0 0
COMMERCE BANCORP INC NJ COM 200519106 1832797 38255 X 38255 0 0
COMMERCE BANCSHARES INC COM 200525103 239006 5463 X 1500 0 3963
COMMERCE BANCSHARES INC COM 200525103 2537806 58007 X 58007 0 0
COMMERCE GROUP INC MA COM 200641108 47868 1261 X 1261 0 0
COMMERCE GROUP INC MA COM 200641108 3190728 84055 X 84055 0 0
COMMERCE ONE INC COM 200693208 200 80 X 80 0 0
COMMERCIAL CAPITAL BANCORP COM 20162L105 2431247 155550 X 154350 0 1200
COMMERCIAL CAPITAL BANCORP COM 20162L105 51579 3300 X 3300 0 0
COMMERCIAL FED CORP COM 201647104 842267 34590 X 15000 0 19590
COMMERCIAL METALS CO COM 201723103 844579 45976 X 27744 0 18232
COMMERCIAL METALS CO COM 201723103 55110 3000 X 3000 0 0
COMMONWEALTH INDS INC DEL COM 203004106 49504 10400 X 10400 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 895639 22324 X 15924 0 6400
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 74222 1850 X 1850 0 0
COMMUNICATIONS SYSTEMS INC 203900105 7980 1000 X 1000 0 0
COMMUNITY BANCORP OF NJ COM 20343B109 505638 24078 X 24078 0 0
COMMUNITY BANK SYS COM 203607106 474228 10800 X 9950 0 850
COMMUNITY BANK SYS COM 203607106 394839 8992 X 8992 0 0
COMMUNITY BANKSHARES INC COM 20343F100 7500 400 X 400 0 0
COMMUNITY BKS INC COM 203628102 99926 3018 X 3018 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 770915 28960 X 28960 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 63356 2380 X 1800 0 580
COMMUNITY HEALTH SYS INC COM 203668108 1751147 80698 X 19898 0 60800
COMMUNITY HEALTH SYS INC COM 203668108 4123 190 X 0 0 190
COMMUNITY TRUST BANCORP INC COM 204149108 27326 940 X 940 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 37791 1300 X 1300 0 0
COMPASS BANCSHARES INC COM 20449H109 13880 400 X 400 0 0
COMPUCOM SYS INC COM 204780100 13568 3200 X 3200 0 0
COMPUCOM SYS INC COM 204780100 23744 5600 X 5600 0 0
COMPUCREDIT CORP COM 20478N100 4288 245 X 245 0 0
COMPUCREDIT CORP COM 20478N100 22750 1300 X 1300 0 0
PAGE 22
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
COMPUDYNE CORP COM 204795306 341807 43000 X 43000 0 0
COMPUDYNE CORP COM 204795306 34976 4400 X 4400 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 3761615 144068 X 56298 0 87770
COMPUTER ASSOCIATES INTL INC COM 204912109 536952 20565 X 20565 0 0
COMPUTER HORIZONS CORP COM 205908106 9879 2670 X 2670 0 0
COMPUTER HORIZONS CORP COM 205908106 19240 5200 X 5200 0 0
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 199111 22939 X 1939 0 21000
COMPUTER SCIENCES CORP COM 205363104 20164570 536720 X 483134 0 53586
COMPUTER SCIENCES CORP COM 205363104 1922344 51167 X 40117 0 11050
COMPUTER TASK GROUP INC COM 205477102 7581494 2166141 X 1455541 0 710600
COMPUTER TASK GROUP INC COM 205477102 18200 5200 X 5200 0 0
COMPUTERIZED THERMAL IMAGING COM 20557C108 3528 9800 X 9800 0 0
COMPUWARE CORP COM 205638109 2002196 373544 X 363982 0 9562
COMSTOCK RES INC COM 205768203 132264 9900 X 0 0 9900
COMVERSE TECHNOLOGY INC COM 205862402 1506207 100615 X 67440 0 33175
COMVERSE TECHNOLOGY INC COM 205862402 5988 400 X 0 0 400
CONAGRA FOODS INC COM 205887102 27730243 1305567 X 1218812 0 86755
CONAGRA FOODS INC COM 205887102 5223808 245942 X 236592 0 9350
CONCEPTUS INC COM 206016107 13100 1000 X 1000 0 0
CONCERTO SOFTWARE INC COM 20602T106 66197 7574 X 7574 0 0
CONCORD CAMERA CORP COM 206156101 192765 18100 X 18100 0 0
CONCORD COMMUNICATIONS INC COM 206186108 149960 11500 X 11500 0 0
CONCORD COMMUNICATIONS INC COM 206186108 3912 300 X 300 0 0
CONCORD EFS INC COM 206197105 4083735 298737 X 257162 0 41575
CONCORD EFS INC COM 206197105 477575 34936 X 34936 0 0
CONCUR TECHNOLOGIES INC COM 206708109 218951 18650 X 0 0 18650
CONE MLS CORP N C COM 206814105 11 100 X 100 0 0
CONEXANT SYSTEMS INC COM 207142100 971375 171621 X 4506 0 167115
CONEXANT SYSTEMS INC COM 207142100 62577 11056 X 10576 0 480
CONMED CORP COM 207410101 1139576 55212 X 23675 0 31537
CONMED CORP COM 207410101 15439 748 X 0 0 748
CONNECTICUT WTR SVC INC COM 207797101 199160 7412 X 7412 0 0
CONNECTICUT WTR SVC INC COM 207797101 167508 6234 X 6234 0 0
CONNETICS CORP COM 208192104 1274330 70600 X 1000 0 69600
CONOCOPHILLIPS COM 20825C104 138040080 2521280 X 2347120 0 174160
CONOCOPHILLIPS COM 20825C104 38922596 710915 X 678250 566 32099
CONSECO INC COM 208464883 415 23 X 4 0 19
CONSECO INC COM 208464883 18 1 X 1 0 0
CONSOL ENERGY INC COM 20854P109 24711 1330 X 0 0 1330
CONSOLIDATED EDISON INC COM 209115104 93227862 2287239 X 2218483 0 68756
CONSOLIDATED EDISON INC COM 209115104 24608442 603740 X 556791 225 46724
CONSOLIDATED GRAPHICS INC COM 209341106 341525 13430 X 13430 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 81885 3220 X 2800 0 420
PAGE 23
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
CONSOLIDATED TOMOKA LD CO 210226106 1480 51 X 51 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 798838 26200 X 2750 0 23450
CONSTELLATION BRANDS INC CL A COM 21036P108 94519 3100 X 3100 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 4693871 131187 X 75034 0 56153
CONSTELLATION ENERGY GROUP INC COM 210371100 2879002 80464 X 77339 0 3125
CONTINENTAL AIRLS INC CL B COM 210795308 580 35 X 35 0 0
CONVERGYS CORP COM 212485106 4221685 230190 X 201690 0 28500
CONVERGYS CORP COM 212485106 142575 7774 X 7774 0 0
COOPER CAMERON CORP COM 216640102 1237735 26785 X 165 0 26620
COOPER CAMERON CORP COM 216640102 50230 1087 X 1087 0 0
COOPER COMPANIES INC COM 216648402 877144 21525 X 20725 0 800
COOPER COMPANIES INC COM 216648402 134475 3300 X 300 0 3000
COOPER TIRE & RUBBER CO COM 216831107 8144643 513210 X 403640 0 109570
COOPER TIRE & RUBBER CO COM 216831107 192027 12100 X 12100 0 0
COORS ADOLPH CO CL B 217016104 581844 10823 X 8129 0 2694
COPART INC COM 217204106 1041746 95925 X 600 0 95325
COPPER MOUNTAIN NETWORKS INC COM 217510205 1470 140 X 140 0 0
COPPER MOUNTAIN NETWORKS INC COM 217510205 105 10 X 10 0 0
CORINTHIAN COLLEGES INC COM 218868107 1324666 23195 X 95 0 23100
CORINTHIAN COLLEGES INC COM 218868107 5711 100 X 100 0 0
CORN PRODS INTL INC COM 219023108 10919709 342848 X 266328 0 76520
CORN PRODS INTL INC COM 219023108 397488 12480 X 11980 0 500
CORNELL COMPANIES INC COM 219141108 11212320 681600 X 541700 0 139900
CORNING INC COM 219350105 4883111 518377 X 334984 0 183393
CORNING INC COM 219350105 6152419 653123 X 367878 0 285245
CORPORATE EXECUTIVE BRD CO COM 21988R102 6053563 128635 X 97185 0 31450
CORPORATE EXECUTIVE BRD CO COM 21988R102 84708 1800 X 1800 0 0
CORUS BANKSHARES INC COM 220873103 43051 805 X 805 0 0
CORUS BANKSHARES INC COM 220873103 64176 1200 X 1200 0 0
CORVIS CORP COM 221009103 9417 7300 X 7200 0 100
CORVIS CORP COM 221009103 18705 14500 X 12900 0 1600
COST PLUS INC CA COM 221485105 3765305 101765 X 101065 0 700
COST PLUS INC CA COM 221485105 70300 1900 X 1900 0 0
COSTAR GROUP INC COM 22160N109 102024 3900 X 1000 0 2900
COSTCO WHOLESALE CORP COM NEW 22160K105 4760779 152834 X 122780 0 30054
COSTCO WHOLESALE CORP COM NEW 22160K105 1636091 52523 X 35523 0 17000
COUNTRYWIDE FINANCIAL CORP COM 222372104 22990131 293691 X 285191 0 8500
COUNTRYWIDE FINANCIAL CORP COM 222372104 101764 1300 X 1300 0 0
COVANCE INC COM 222816100 25715 1149 X 1149 0 0
COVANCE INC COM 222816100 153169 6844 X 6014 0 830
COVENANT TRANS INC CL A COM 22284P105 26795 1465 X 1465 0 0
COVENANT TRANS INC CL A COM 22284P105 38409 2100 X 2100 0 0
COVENTRY HEALTH CARE INC COM 222862104 1837198 34835 X 2600 0 32235
COVENTRY HEALTH CARE INC COM 222862104 46939 890 X 700 0 190
PAGE 24
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
COX COMMUNICATIONS INC CL A NEW COM 224044107 2142982 67773 X 50978 0 16795
COX COMMUNICATIONS INC CL A NEW COM 224044107 413020 13062 X 9780 0 3282
COX RADIO INC CL A COM 224051102 595301 27220 X 27220 0 0
CPI CORP COM 125902106 95680 5200 X 5200 0 0
CRACKER BARRELL GROUP INC COM 12489V106 330352 9290 X 8700 0 590
CRACKER BARRELL GROUP INC COM 12489V106 71120 2000 X 2000 0 0
CRANE CO COM 224399105 393311 16801 X 16425 0 376
CRANE CO COM 224399105 46820 2000 X 2000 0 0
CRAWFORD & CO CL A COM 224633206 112914 16200 X 16200 0 0
CRAWFORD & CO CL B COM 224633107 122148 17400 X 17400 0 0
CRAY INC COM 225223106 5235195 478100 X 474400 0 3700
CRAY INC COM 225223106 115523 10550 X 10550 0 0
CREDENCE SYS CORP COM 225302108 1548245 134630 X 30 0 134600
CREE INC COM 225447101 370585 20010 X 4600 0 15410
CREE INC COM 225447101 80562 4350 X 4350 0 0
CRITICAL PATH INC COM 22674V506 430 174 X 174 0 0
CROMPTON CORP COM 227116100 9044375 1556691 X 87954 0 1468737
CROMPTON CORP COM 227116100 2427389 417795 X 417795 0 0
CROSS A T CO CL A COM 227478104 708510 118085 X 118085 0 0
CROSS A T CO CL A COM 227478104 3105600 517600 X 517600 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 320068 22862 X 22862 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 36400 2600 X 2600 0 0
CROSS TIMBERS ROYALTY TR COM 22757R109 24360 1160 X 1146 0 14
CROSS TIMBERS ROYALTY TR COM 22757R109 2037 97 X 91 0 6
CROSSROADS SYSTEMS COM 22765D100 39986 16455 X 16455 0 0
CROWN CASTLE INTL CORP COM 228227104 756705 80415 X 61180 0 19235
CROWN CASTLE INTL CORP COM 228227104 47050 5000 X 5000 0 0
CROWN HOLDINGS INC COM 228368106 544455 80660 X 56150 0 24510
CROWN HOLDINGS INC COM 228368106 29565 4380 X 3840 0 540
CRYOLIFE INC COM 228903100 78848 12800 X 12800 0 0
CRYOLIFE INC COM 228903100 3696 600 X 600 0 0
CSG SYS INTL INC COM 126349109 51835 3500 X 0 0 3500
CSP INCORPORATED COM 126389105 15701 3450 X 3450 0 0
CSX CORP COM 126408103 4985048 170429 X 120026 0 50403
CSX CORP COM 126408103 2557913 87450 X 78550 0 8900
CT COMMUNICATIONS INC COM 126426402 5001710 444992 X 365300 0 79692
CTI MOLECULAR IMAGING INC COM 22943D105 220442 14925 X 0 0 14925
CTI MOLECULAR IMAGING INC COM 22943D105 33971 2300 X 2300 0 0
CTS CORP COM 126501105 395151 32100 X 22400 0 9700
CUBIC CORP COM 229669106 434576 17300 X 17300 0 0
CULLEN FROST BANKERS INC COM 229899109 637378 17120 X 17120 0 0
CULLEN FROST BANKERS INC COM 229899109 33507 900 X 900 0 0
CUMMINS INC COM 231021106 510901 11499 X 7074 0 4425
PAGE 25
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
CUMULUS MEDIA INC COM 231082108 2290094 133300 X 132300 0 1000
CUMULUS MEDIA INC COM 231082108 110433 6428 X 6428 0 0
CUNO INCORPORATED COM 126583103 3641701 92924 X 92449 0 475
CUNO INCORPORATED COM 126583103 254736 6500 X 6500 0 0
CURAGEN CORP COM 23126R101 39083 7770 X 470 0 7300
CURATIVE HEALTH SERVICES INC COM 23126W100 145878 8200 X 8200 0 0
CURIS INC COM 231269101 21950 5000 X 5000 0 0
CURON MEDICAL INC COM 231292103 8000 4000 X 4000 0 0
CURTISS WRIGHT CORP CL B COM 231561408 55705 778 X 778 0 0
CURTISS WRIGHT CORP CL B COM 231561408 229693 3208 X 3162 0 46
CURTISS-WRIGHT CORP COM 231561101 648503 9183 X 6958 0 2225
CURTISS-WRIGHT CORP COM 231561101 2825 40 X 40 0 0
CV THERAPEUTICS INC COM 126667104 7165308 325400 X 255300 0 70100
CVB FINANCIAL CORP COM 126600105 100753 5300 X 0 0 5300
CVS CORP COM 126650100 36522646 1175874 X 1047359 0 128515
CVS CORP COM 126650100 18595032 598681 X 546163 150 52368
CYBERGUARD CORP COM 231910100 6210 653 X 653 0 0
CYBERONICS INC COM 23251P102 302330 9800 X 0 0 9800
CYBEX INTERNATIONAL INC COM 23252E106 6500 5000 X 0 0 5000
CYMER INC COM 232572107 4087188 99300 X 98700 0 600
CYMER INC COM 232572107 65856 1600 X 1600 0 0
CYPRESS BIOSCIENCES INC COM 232674507 237612 30939 X 30939 0 0
CYPRESS SEMICONDUCTOR CORP 232806109 37146 2101 X 100 0 2001
CYPRESS SEMICONDUCTOR CORP 232806109 317356 17950 X 17950 0 0
CYTEC INDS INC COM 232820100 225023 6165 X 4865 0 1300
CYTEC INDS INC COM 232820100 159578 4372 X 3857 0 515
CYTOGEN CORP COM 232824300 2147430 200507 X 199029 0 1478
CYTOGEN CORP COM 232824300 41533 3878 X 3878 0 0
CYTYC CORP COM 232946103 4158641 277058 X 274058 0 3000
CYTYC CORP COM 232946103 1548041 103134 X 103134 0 0
D & K HEALTHCARE RESOURCES COM 232861104 2812 200 X 200 0 0
D R HORTON INC COM 23331A109 1927469 58944 X 4950 0 53994
D R HORTON INC COM 23331A109 101370 3100 X 3100 0 0
DAKTRONICS INC COM 234264109 4800 300 X 300 0 0
DANA CORP COM 235811106 579150 37534 X 21063 0 16471
DANA CORP COM 235811106 1206179 78171 X 78171 0 0
DANAHER CORP COM 235851102 46149648 624826 X 587709 0 37117
DANAHER CORP COM 235851102 6042708 81813 X 70509 50 11254
DANIELSON HLDG CORP COM 236274106 137 100 X 100 0 0
DARDEN RESTAURANTS INC COM 237194105 3823636 201244 X 151429 0 49815
DARDEN RESTAURANTS INC COM 237194105 957999 50421 X 29818 0 20603
DATASCOPE CORP 238113104 12696389 413025 X 311625 0 101400
DATATEC SYS INC COM 238128102 6921 6018 X 6018 0 0
PAGE 26
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
DAVITA INC COM 23918K108 3725129 117032 X 28480 0 88552
DAVITA INC COM 23918K108 19448 611 X 0 0 611
DEAN FOODS CO COM 242370104 8706553 280585 X 210765 0 69820
DEAN FOODS CO COM 242370104 814848 26260 X 15168 0 11092
DEERE JOHN & CO COM 244199105 11768129 220749 X 177976 0 42773
DEERE JOHN & CO COM 244199105 6530742 122505 X 116597 0 5908
DEL MONTE FOODS CO COM 24522P103 777620 89279 X 87010 0 2269
DEL MONTE FOODS CO COM 24522P103 493561 56666 X 54794 0 1872
DELCATH SYSTEMS INC COM 24661P104 6000 5000 X 5000 0 0
DELIA*S CORP CL A COM 24688Q101 111 119 X 119 0 0
DELL INC COM 24702R101 133142640 3983921 X 3657784 0 326137
DELL INC COM 24702R101 24880421 744477 X 718957 225 25295
DELPHI CORPORATION COM 247126105 10806895 1194132 X 1067853 0 126279
DELPHI CORPORATION COM 247126105 1006079 111169 X 105747 0 5422
DELPHI FINL GROUP INC CL A 247131105 1466776 31530 X 16230 0 15300
DELPHI FINL GROUP INC CL A 247131105 87690 1885 X 1600 0 285
DELTA & PINE LAND CO COM 247357106 14668875 637500 X 516800 0 120700
DELTA AIR LINES INC DEL COM 247361108 512050 38500 X 33768 0 4732
DELTA AIR LINES INC DEL COM 247361108 54051 4064 X 4064 0 0
DELTA APPAREL INC COM 247368103 5436 360 X 360 0 0
DELTA APPAREL INC COM 247368103 16610 1100 X 1100 0 0
DELTIC TIMBER CORP COM 247850100 305308 10557 X 10557 0 0
DELTIC TIMBER CORP COM 247850100 23599 816 X 816 0 0
DELUXE CORP COM 248019101 991498 24701 X 21644 0 3057
DELUXE CORP COM 248019101 795414 19816 X 19816 0 0
DENBURY RESOURCES INC COM 247916208 25276 2045 X 2045 0 0
DENBURY RESOURCES INC COM 247916208 45114 3650 X 3650 0 0
DENDREON CORP COM 24823Q107 30975 3500 X 3500 0 0
DENDRITE INTL INC COM 248239105 646668 42600 X 26200 0 16400
DENTSPLY INTL INC NEW COM 249030107 9058 202 X 102 0 100
DENTSPLY INTL INC NEW COM 249030107 13452 300 X 300 0 0
DEPARTMENT 56 INC COM 249509100 107950 8500 X 8500 0 0
DEPOMED INC COM 249908104 12700 2000 X 2000 0 0
DETREX CORP COM 250685104 1332 600 X 600 0 0
DEVON ENERGY CORPORATION COM 25179M103 2000752 41518 X 29260 0 12258
DEVON ENERGY CORPORATION COM 25179M103 306778 6366 X 2226 0 4140
DEVRY INC DEL COM 251893103 7264 307 X 307 0 0
DEVRY INC DEL COM 251893103 89908 3800 X 3000 0 800
DHB INDUSTRIES INC COM 23321E103 17400 4000 X 4000 0 0
DIAGNOSTIC PRODUCTS COM 252450101 712068 19600 X 18600 0 1000
DIAL CORP COM 25247D101 35369 1642 X 1642 0 0
DIAL CORP COM 25247D101 6160 286 X 0 0 286
DIAMOND OFFSHORE DRILLING INC COM 25271C102 586657 30715 X 17005 0 13710
DIAMOND OFFSHORE DRILLING INC COM 25271C102 7640 400 X 0 0 400
PAGE 27
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
DIAMONDCLUSTER INTL INC COM 25278P106 20517 3000 X 3000 0 0
DICKS SPORTING GOODS INC COM 253393102 56570 1515 X 115 0 1400
DIEBOLD INC COM 253651103 3376329 66660 X 62935 0 3725
DIEBOLD INC COM 253651103 1217829 24044 X 19464 0 4580
DIGI INTL INC COM 253798102 86709 13100 X 13100 0 0
DIGIMARC CORP COM 253807101 103530 7000 X 0 0 7000
DIGITAL LIGHTWAVE INC COM 253855100 554 500 X 500 0 0
DIGITAL RIV INC COM 25388B104 3314644 121105 X 120205 0 900
DIGITAL RIV INC COM 25388B104 68425 2500 X 2500 0 0
DIGITAL THEATER SYSTEMS INC COM 25389G102 13671 480 X 0 0 480
DIGITAL THEATER SYSTEMS INC COM 25389G102 8544 300 X 300 0 0
DIGITAS INC COM 25388K104 1366078 188165 X 186766 0 1399
DIGITAS INC COM 25388K104 28568 3935 X 3935 0 0
DILLARDS INC CL A COM 254067101 135606 9700 X 8842 0 858
DILLARDS INC CL A COM 254067101 9087 650 X 650 0 0
DIME CMNTY BANCORP INC COM 253922108 518075 22525 X 16500 0 6025
DIMON INC COM 254394109 200100 29000 X 29000 0 0
DIONEX CORP COM 254546104 531360 13500 X 0 0 13500
DIRECT GENERAL CORP COM 25456W204 1495601 59657 X 45979 0 13678
DISCOVERY LABORATORIES INC COM 254668106 5040 700 X 700 0 0
DISNEY WALT CO COM 254687106 112553824 5580259 X 5167849 0 412410
DISNEY WALT CO COM 254687106 29858276 1480331 X 1398811 800 80720
DIVERSA CORP COM 255064107 5503 710 X 0 0 710
DIVERSIFIED CORPORATE RES INC COM 255153108 25200 40000 X 40000 0 0
DOBSON COMM CORP CL A COM 256069105 967904 119200 X 0 0 119200
DOCUMENTUM INC COM 256159104 4040594 189255 X 152100 0 37155
DOCUMENTUM INC COM 256159104 64050 3000 X 3000 0 0
DOLLAR GEN CORP COM 256669102 1202260 60113 X 51933 0 8180
DOLLAR GEN CORP COM 256669102 251900 12595 X 12595 0 0
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 3217152 141600 X 121400 0 20200
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 65888 2900 X 2900 0 0
DOLLAR TREE STORES INC COM 256747106 2687221 80096 X 31735 0 48361
DOLLAR TREE STORES INC COM 256747106 137555 4100 X 4000 0 100
DOMINION HOMES COM 257386102 2467 95 X 95 0 0
DOMINION RES INC VA COM 25746U109 45066914 728060 X 684099 0 43961
DOMINION RES INC VA COM 25746U109 21061661 340253 X 313514 200 26539
DONALDSON INC COM 257651109 215600 4000 X 4000 0 0
DONALDSON INC COM 257651109 555170 10300 X 10300 0 0
DONNELLEY R R & SONS CO 257867101 2484612 99904 X 85426 0 14478
DONNELLEY R R & SONS CO 257867101 2155383 86666 X 81446 0 5220
DOT HILL SYS CORP COM 25848T109 80761 5865 X 0 0 5865
DOUBLECLICK INC COM 258609304 129360 12000 X 500 0 11500
DOUBLECLICK INC COM 258609304 32340 3000 X 3000 0 0
PAGE 28
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
DOV PHARMACEUTICAL INC COM 259858108 433648 24294 X 24115 0 179
DOV PHARMACEUTICAL INC COM 259858108 9032 506 X 506 0 0
DOVER CORP COM 260003108 15435468 436400 X 378352 0 58048
DOVER CORP COM 260003108 20758122 586885 X 569546 600 16739
DOW CHEMICAL CO COM 260543103 25250715 775990 X 709499 150 66341
DOW CHEMICAL CO COM 260543103 25836435 793990 X 766044 400 27546
DOW JONES & CO INC COM 260561105 1724629 36423 X 20143 0 16280
DOW JONES & CO INC COM 260561105 112314 2372 X 2372 0 0
DOWNEY FINANCIAL CORP COM 261018105 845813 18100 X 18100 0 0
DPL INC COM 233293109 123051 7175 X 5175 0 2000
DPL INC COM 233293109 110103 6420 X 6420 0 0
DQE INC COM 23329J104 37318 2417 X 1892 0 525
DQE INC COM 23329J104 15054 975 X 975 0 0
DRESS BARN INC COM 261570105 294345 21485 X 21285 0 200
DRESS BARN INC COM 261570105 34250 2500 X 2500 0 0
DRILL-QUIP COM 262037104 442780 26200 X 11200 0 15000
DRS TECHNOLOGIES INC COM 23330X100 3983863 165100 X 164000 0 1100
DRS TECHNOLOGIES INC COM 23330X100 79629 3300 X 3300 0 0
DSL.NET INC COM 262506108 2690 5000 X 5000 0 0
DSP GROUP INC COM 23332B106 2940560 118000 X 116851 0 1149
DSP GROUP INC COM 23332B106 59808 2400 X 2400 0 0
DST SYS INC DEL COM 233326107 2434412 64745 X 53470 0 11275
DST SYS INC DEL COM 233326107 539184 14340 X 12840 0 1500
DTE ENERGY CO COM 233331107 1020636 27667 X 25467 0 2200
DTE ENERGY CO COM 233331107 1024435 27770 X 22660 0 5110
DUANE READE INC COM 263578106 331760 20800 X 15600 0 5200
DUANE READE INC COM 263578106 4785 300 X 300 0 0
DUKE ENERGY CORP COM 264399106 23801106 1336390 X 1254090 0 82300
DUKE ENERGY CORP COM 264399106 4207007 236216 X 193786 150 42280
DUN & BRADSTREET CORP COM 26483E100 1776292 42761 X 17886 0 24875
DUN & BRADSTREET CORP COM 26483E100 1498389 36071 X 34304 0 1767
DUPONT E I DE NEMOURS & CO COM 263534109 82047027 2050663 X 1905341 0 145322
DUPONT E I DE NEMOURS & CO COM 263534109 54456251 1361066 X 1286223 0 74843
DUPONT PHOTOMASKS INC COM 26613X101 672897 29630 X 15730 0 13900
DUPONT PHOTOMASKS INC COM 26613X101 56889 2505 X 2100 0 405
DYCOM INDUSTRIES INC COM 267475101 2243 110 X 110 0 0
DYNAMEX INC COM 26784F103 108 12 X 12 0 0
DYNAMEX INC COM 26784F103 36 4 X 4 0 0
DYNAMICS RESEARCH CORP COM 268057106 95055 5000 X 5000 0 0
DYNEGY INC CL A NEW COM 26816Q101 159480 44300 X 43200 0 1100
E M C CORP MASSACHUSETTS COM 268648102 17849183 1413237 X 1065877 0 347360
E M C CORP MASSACHUSETTS COM 268648102 5552451 439624 X 404829 300 34495
E.PIPHANY INC COM 26881V100 4152 832 X 832 0 0
PAGE 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
E*TRADE GROUP INC COM 269246104 58708 6340 X 740 0 5600
E-LOAN INC COM 26861P107 3630 1000 X 1000 0 0
EAGLE BROADBAND INC COM 269437109 113 250 X 250 0 0
EARTHLINK INC COM 270321102 47512 5773 X 5773 0 0
EARTHLINK INC COM 270321102 5728 696 X 696 0 0
EARTHSHELL CORP COM 27032B100 1755 5000 X 3000 0 2000
EAST WEST BANCORP INC COM 27579R104 5309550 124200 X 123300 0 900
EAST WEST BANCORP INC COM 27579R104 94050 2200 X 2200 0 0
EASTERN CO COM 276317104 472184 32209 X 32209 0 0
EASTERN CO COM 276317104 2282152 155672 X 33758 0 121914
EASTMAN CHEM CO COM 277432100 3310202 98812 X 72140 0 26672
EASTMAN CHEM CO COM 277432100 1579994 47164 X 43016 0 4148
EASTMAN KODAK CO COM 277461109 16432456 784740 X 730357 0 54383
EASTMAN KODAK CO COM 277461109 4461016 213038 X 185147 0 27891
EASYLINK SERVICES CORP COM CL A 27784T200 9128 5600 X 0 0 5600
EASYLINK SERVICES CORP COM CL A 27784T200 33 20 X 20 0 0
EATON CORP COM 278058102 1921016 21677 X 15810 0 5867
EATON CORP COM 278058102 785882 8868 X 8776 0 92
EATON VANCE CORP COM 278265103 66960 2000 X 2000 0 0
EATON VANCE CORP COM 278265103 492156 14700 X 11700 0 3000
EBAY INC COM 278642103 18919525 352713 X 289488 0 63225
EBAY INC COM 278642103 369848 6895 X 5895 0 1000
ECHELON CORP COM 27874N105 3570 300 X 0 0 300
ECHELON CORP COM 27874N105 29750 2500 X 2500 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 4492997 117280 X 91560 0 25720
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 183888 4800 X 3300 0 1500
ECLIPSYS CORP COM 278856109 47331 2940 X 0 0 2940
ECOLAB INC COM 278865100 2240003 88713 X 65352 0 23361
ECOLAB INC COM 278865100 581003 23010 X 20910 0 2100
EDGAR ONLINE INC COM 279765101 165 100 X 100 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 6587 1202 X 1202 0 0
EDISON INTERNATIONAL COM 281020107 2074833 108630 X 102830 0 5800
EDISON INTERNATIONAL COM 281020107 498968 26124 X 26124 0 0
EDISON SCHOOLS INC COM 281033100 34800 20000 X 0 0 20000
EDO CORP COM 281347104 262238 12950 X 12950 0 0
EDUCATION MGMT CORP COM 28139T101 2808317 48570 X 0 0 48570
EDUCATION MGMT CORP COM 28139T101 149754 2590 X 2200 0 390
EDWARDS A G INC COM 281760108 283811 7389 X 7389 0 0
EDWARDS A G INC COM 281760108 531441 13836 X 13836 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2362622 87246 X 70231 0 17015
EDWARDS LIFESCIENCES CORP COM 28176E108 379689 14021 X 13801 0 220
EFUNDS CORP COM 28224R101 529102 42773 X 38373 0 4400
EFUNDS CORP COM 28224R101 73032 5904 X 5904 0 0
PAGE 30
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
EGAIN COMMUNICATIONS CORP COM 28225C806 28 10 X 10 0 0
EGL INC COM 268484102 6606608 363200 X 360600 0 2600
EGL INC COM 268484102 140063 7700 X 7700 0 0
EL PASO CORP COM 28336L109 829557 113638 X 95121 0 18517
EL PASO CORP COM 28336L109 301643 41321 X 37521 0 3800
EL PASO ELEC CO NEW COM 283677854 390044 33770 X 33770 0 0
EL PASO ELEC CO NEW COM 283677854 40425 3500 X 3500 0 0
ELECTRO RENT CORP COM 285218103 48722 3885 X 685 0 3200
ELECTRO RENT CORP COM 285218103 15049 1200 X 1200 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 381005 18100 X 18100 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 8420 400 X 400 0 0
ELECTRONIC ARTS COM 285512109 10051399 109041 X 86326 0 22715
ELECTRONIC ARTS COM 285512109 54386 590 X 350 0 240
ELECTRONIC DATA SYS CORP COM 285661104 8098099 400896 X 393013 0 7883
ELECTRONIC DATA SYS CORP COM 285661104 1943381 96207 X 88511 75 7621
ELECTRONICS BOUTIQUE HLDGS CORP COM 286045109 985665 34500 X 16100 0 18400
ELECTRONICS FOR IMAGING INC COM 286082102 2059526 88278 X 1470 0 86808
ELECTRONICS FOR IMAGING INC COM 286082102 105685 4530 X 3900 0 630
ELITE PHARMACEUTICALS INC COM 28659T200 8700 3000 X 3000 0 0
ELIZABETH ARDEN INC COM 28660G106 412 25 X 25 0 0
ELKCORP COM 287456107 299212 12700 X 12700 0 0
EMAGIN CORP COM 29076N107 3080 2000 X 2000 0 0
EMC INSURANCE GROUP COM 268664109 21192 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 9668637 227230 X 183330 0 43900
EMCOR GROUP INC COM 29084Q100 50422 1185 X 900 0 285
EMCORE CORP COM 290846104 1470 500 X 500 0 0
EMERSON ELECTRIC CO COM 291011104 34758530 660181 X 585240 0 74941
EMERSON ELECTRIC CO COM 291011104 31774749 603509 X 579827 0 23682
EMMIS COMMUNICATIONS CORP CL A COM 291525103 52624 2600 X 0 0 2600
EMPIRE DISTRICT ELECTRIC COM 291641108 75350 3425 X 0 0 3425
EMPIRE DISTRICT ELECTRIC COM 291641108 52800 2400 X 2400 0 0
EMULEX CORP COM 292475209 1415801 55587 X 36047 0 19540
EMULEX CORP COM 292475209 547605 21500 X 21500 0 0
ENBRIDGE ENERGY MGMT LLC COM 29250X103 1374319 31002 X 0 0 31002
ENCORE WIRE CORP COM 292562105 159000 12000 X 12000 0 0
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 2436 400 X 400 0 0
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 137015 6700 X 0 0 6700
ENERGEN CORP COM 29265N108 1060074 29300 X 24300 0 5000
ENERGIZER HLDGS INC COM 29266R108 329680 8966 X 5266 0 3700
ENERGIZER HLDGS INC COM 29266R108 150353 4089 X 4089 0 0
ENERGY EAST CORP COM 29266M109 2040726 90982 X 68904 0 22078
ENERGY EAST CORP COM 29266M109 617475 27529 X 20960 0 6569
ENESCO GROUP INC COM 292973104 449248 56156 X 56156 0 0
ENESCO GROUP INC COM 292973104 3600 450 X 450 0 0
PAGE 31
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ENGELHARD CORP COM 292845104 1854388 67018 X 57242 0 9776
ENGELHARD CORP COM 292845104 174321 6300 X 6300 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 917333 15150 X 10400 0 4750
ENPRO INDUSTRIES INC COM 29355X107 830 86 X 86 0 0
ENPRO INDUSTRIES INC COM 29355X107 6562 680 X 680 0 0
ENSCO INTL INC COM 26874Q100 700941 26135 X 1400 0 24735
ENSCO INTL INC COM 26874Q100 644 24 X 0 0 24
ENSTAR GROUP INC COM 29358R107 3925 100 X 100 0 0
ENTEGRIS INC COM 29362U104 5092142 450632 X 447051 0 3581
ENTEGRIS INC COM 29362U104 98310 8700 X 8700 0 0
ENTERASYS NETWORKS INC COM 293637104 4000 1000 X 1000 0 0
ENTERASYS NETWORKS INC COM 293637104 1200 300 X 300 0 0
ENTERCOM COMMUNICATIONS COM 293639100 1803557 40240 X 0 0 40240
ENTERCOM COMMUNICATIONS COM 293639100 10757 240 X 0 0 240
ENTERGY CORP COM 29364G103 4736717 87474 X 44715 0 42759
ENTERGY CORP COM 29364G103 382895 7071 X 6491 0 580
ENTRAVISION COMMUNICATIONS COM 29382R107 914375 96250 X 31300 0 64950
ENTREMED INC COM 29382F103 3311 700 X 700 0 0
ENTREMED INC COM 29382F103 14190 3000 X 3000 0 0
ENTRUST TECHNOLOGIES INC 293848107 17185 3500 X 0 0 3500
ENZO BIOCHEM INC COM 294100102 378494 19400 X 4497 0 14903
ENZO BIOCHEM INC COM 294100102 429 22 X 22 0 0
ENZON PHARMACEUTICALS INC 293904108 139505 11985 X 11635 0 350
EOG RES INC COM 26875P101 1399709 33534 X 16589 0 16945
EPICOR SOFTWARE CORP COM 29426L108 2355214 261400 X 259500 0 1900
EPICOR SOFTWARE CORP COM 29426L108 72080 8000 X 8000 0 0
EPIQ SYS INC COM 26882D109 279486 16450 X 11500 0 4950
EPIX MEDICAL INC COM 26881Q101 17140 1000 X 1000 0 0
EPRESENCE INC COM 294348107 589050 115500 X 0 0 115500
EQUIFAX INC COM 294429105 3090898 138792 X 79622 0 59170
EQUIFAX INC COM 294429105 1811999 81365 X 75765 0 5600
EQUITABLE RESOURCES COM 294549100 296413 7212 X 772 0 6440
EQUITABLE RESOURCES COM 294549100 218652 5320 X 5320 0 0
ESCO TECHNOLOGIES INC COM 296315104 371214 8200 X 3700 0 4500
ESCO TECHNOLOGIES INC COM 296315104 679 15 X 15 0 0
ESPEED INC CL A COM 296643109 226100 10000 X 0 0 10000
ESS TECHNOLOGY INC COM 269151106 362208 33600 X 25100 0 8500
ESTEE LAUDER COSMETICS CL A COM 518439104 762817 22370 X 9610 0 12760
ESTEE LAUDER COSMETICS CL A COM 518439104 27280 800 X 200 0 600
ESTERLINE TECHNOLOGIES CORP COM 297425100 438172 22715 X 18890 0 3825
ESTERLINE TECHNOLOGIES CORP COM 297425100 179397 9300 X 2700 0 6600
ETHAN ALLEN INTERIORS INC COM 297602104 1259280 34980 X 27355 0 7625
ETHAN ALLEN INTERIORS INC COM 297602104 198000 5500 X 5500 0 0
PAGE 32
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ETHYL CORP COM 297659609 245310 19500 X 0 0 19500
EVERGREEN RESOURCES INC COM 299900308 686394 25422 X 25422 0 0
EXACTECH INC COM 30064E109 16540 1000 X 1000 0 0
EXAR CORP COM 300645108 395507 28170 X 28170 0 0
EXAR CORP COM 300645108 40716 2900 X 2900 0 0
EXELON CORP COM 30161N101 6364796 100233 X 78633 0 21600
EXELON CORP COM 30161N101 1500378 23628 X 21405 0 2223
EXPEDITORS INTL WASH INC COM 302130109 132509 3852 X 0 0 3852
EXPEDITORS INTL WASH INC COM 302130109 110940 3225 X 2425 0 800
EXPLORATION COM 302133202 2415 500 X 500 0 0
EXPRESS SCRIPTS INC COM 302182100 863484 14130 X 10960 0 3170
EXPRESS SCRIPTS INC COM 302182100 287217 4700 X 4700 0 0
EXPRESSJET HOLDINGS INC COM 30218U108 55200 4000 X 4000 0 0
EXTENDED STAY AMER INC COM 30224P101 67185 4500 X 4500 0 0
EXTREME NETWORKS COM 30226D106 5214 825 X 825 0 0
EXTREME NETWORKS COM 30226D106 1580 250 X 250 0 0
EXXON MOBIL CORP COM 30231G102 729966101 19944429 X 19079275 0 865154
EXXON MOBIL CORP COM 30231G102 607454006 16597104 X 15738515 1456 857133
F N B CORP PA COM 302520101 63273 1834 X 1834 0 0
FACTSET RESEARCH SYSTEM COM 303075105 1363763 30750 X 21700 0 9050
FAIR ISAAC INC 303250104 3613364 61285 X 21280 0 40005
FAIR ISAAC INC 303250104 223458 3790 X 3500 0 290
FAIRCHILD SEMICON INTL COM 303726103 12834827 774115 X 638600 0 135515
FAIRCHILD SEMICON INTL COM 303726103 16248 980 X 380 0 600
FALMOUTH BANCORP INC COM 306754102 1500 52 X 52 0 0
FAMILY DLR STORES INC COM 307000109 36857802 923986 X 860586 0 63400
FAMILY DLR STORES INC COM 307000109 6755850 169362 X 141197 0 28165
FARGO ELECTRONICS INC COM 30744P102 112590 9000 X 1000 0 8000
FARGO ELECTRONICS INC COM 30744P102 125100 10000 X 10000 0 0
FASTENAL CO COM 311900104 1256079 33256 X 29646 0 3610
FASTENAL CO COM 311900104 237951 6300 X 6200 0 100
FBL FINL GROUP INC CL A COM 30239F106 67021 2720 X 2720 0 0
FEDDERS CORP COM 313135501 121127 20884 X 20042 0 842
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 220441970 3140199 X 2904342 0 235857
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 83025119 1182694 X 1115832 775 66087
FEDERAL SIGNAL CORP 313855108 2554590 171449 X 164849 0 6600
FEDERAL SIGNAL CORP 313855108 276470 18555 X 18555 0 0
FEDERATED DEPT STORES INC COM 31410H101 5470799 130568 X 102493 0 28075
FEDERATED DEPT STORES INC COM 31410H101 247420 5905 X 5525 0 380
FEDERATED INVESTORS INC CL B COM 314211103 8255708 298040 X 297650 0 390
FEDEX CORP COM 31428X106 74438105 1155333 X 1050651 0 104682
FEDEX CORP COM 31428X106 9568306 148507 X 137757 75 10675
FEI COMPANY COM 30241L109 724707 31050 X 21550 0 9500
PAGE 33
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
FELCOR LODGING TR INC COM 31430F101 52318 5050 X 0 0 5050
FERRO CORP COM 315405100 158598 7425 X 0 0 7425
FIDELITY NATL FINL INC COM 316326107 1631747 54283 X 49408 0 4875
FIDELITY NATL FINL INC COM 316326107 1043623 34718 X 29218 0 5500
FIDELITY NATL INFO SOLUTIONS COM 31620P109 8524 343 X 343 0 0
FIFTH THIRD BANCORP 316773100 12787585 230241 X 214109 0 16132
FIFTH THIRD BANCORP 316773100 7534445 135658 X 135483 0 175
FILENET CORP COM 316869106 782730 39000 X 20200 0 18800
FINANCIAL FED CORP COM 317492106 530874 17400 X 12000 0 5400
FINANCIAL INSTITUTIONS INC COM 317585404 60981 2782 X 2782 0 0
FINISAR CORPORATION COM 31787A101 2632309 1149480 X 1141280 0 8200
FINISAR CORPORATION COM 31787A101 81066 35400 X 35400 0 0
FINISH LINE INC CL A 317923100 39450 1500 X 1500 0 0
FIRST AMERICAN CORPORATION COM 318522307 4631 186 X 186 0 0
FIRST CHARTER CORP COM 319439105 215600 11000 X 11000 0 0
FIRST CITIZENS BANCSHARES CL A COM 31946M103 153794 1455 X 1455 0 0
FIRST CITIZENS BANCSHARES CL A COM 31946M103 42280 400 X 400 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 69720 3984 X 3984 0 0
FIRST COLONIAL GROUP INC COM 319734109 404250 7000 X 7000 0 0
FIRST DATA CORP COM 319963104 128535696 3216609 X 3039373 0 177236
FIRST DATA CORP COM 319963104 34171115 855133 X 794837 150 60146
FIRST DEFIANCE FINL CORP COM 32006W106 11650 500 X 0 0 500
FIRST ESSEX BANCORP INC 320103104 20352 400 X 400 0 0
FIRST ESSEX BANCORP INC 320103104 152640 3000 X 3000 0 0
FIRST FINL BANCORP COM 320209109 23821 1615 X 1615 0 0
FIRST FINL BANKSHARES INC COM 32020R109 163585 4426 X 4426 0 0
FIRST FINL BANKSHARES INC COM 32020R109 44352 1200 X 1200 0 0
FIRST FINL HLDGS INC COM 320239106 184342 6100 X 2400 0 3700
FIRST HEALTH GROUP CORP COM 320960107 24022438 914792 X 101200 0 813592
FIRST HEALTH GROUP CORP COM 320960107 140228 5340 X 4900 0 440
FIRST MIDWEST BANCORP INC DEL COM 320867104 897242 30200 X 30200 0 0
FIRST NATL LINCOLN CORP COM 335716106 113520 2640 X 0 0 2640
FIRST NATL LINCOLN CORP COM 335716106 4300 100 X 100 0 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 11177163 740700 X 596400 0 144300
FIRST REP BK SAN FRANCISCO CA COM 336158100 289802 9400 X 9400 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 367925 11934 X 11934 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 143040 8000 X 0 0 8000
FIRST TENN NATL CORP COM 337162101 8949549 210776 X 192776 0 18000
FIRST TENN NATL CORP COM 337162101 2035532 47940 X 47540 0 400
FIRST VIRTUAL COMMUNICATIONS COM 337484307 708 400 X 0 0 400
FIRSTENERGY CORP COM 337932107 1900698 59583 X 41104 0 18479
FIRSTENERGY CORP COM 337932107 1039143 32575 X 32375 0 200
FIRSTFED AMER BANCORP INC COM 337929103 90610 4100 X 4100 0 0
FIRSTFED AMER BANCORP INC COM 337929103 372473 16854 X 16854 0 0
PAGE 34
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
FIRSTFED FINL CORP DEL COM 337907109 556950 14100 X 11000 0 3100
FIRSTMERIT CORP COM 337915102 143492 5800 X 4000 0 1800
FIRSTMERIT CORP COM 337915102 272140 11000 X 6000 0 5000
FISERV INC COM 337738108 983459 27100 X 24300 0 2800
FISERV INC COM 337738108 48737 1343 X 1343 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 53582 1350 X 650 0 700
FIVE STAR QUALITY CARE-WI COM 33832D106 1250 576 X 571 0 5
FIVE STAR QUALITY CARE-WI COM 33832D106 267 123 X 123 0 0
FLAGSTAR BANCORP INC COM 337930101 895050 39000 X 39000 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 102588058 3402589 X 59771 0 3342818
FLEET BOSTON FINANCIAL CORP COM 339030108 107137995 3553499 X 0 0 3553499
FLEETWOOD ENTERPRISES INC COM 339099103 215991 23300 X 23300 0 0
FLIR SYS INC COM 302445101 767049 30175 X 21500 0 8675
FLORIDA BKS INC COM 340560101 46680 4000 X 0 0 4000
FLORIDA EAST COAST INDS COM 340632108 648514 22557 X 2557 0 20000
FLORIDA EAST COAST INDS COM 340632108 661 23 X 23 0 0
FLORIDA PUB UTLYS CO 341135101 2586 168 X 168 0 0
FLORIDA PUB UTLYS CO 341135101 107730 7000 X 7000 0 0
FLORIDA ROCK INDS INC COM 341140101 1120960 22600 X 19100 0 3500
FLOWERS FOODS INC COM 343498101 901808 39553 X 37053 0 2500
FLOWERS FOODS INC COM 343498101 168104 7373 X 3958 0 3415
FLOWSERVE CORP COM 34354P105 9252639 455795 X 354566 0 101229
FLUOR CORP COM 343412102 498953 13366 X 9970 0 3396
FLUOR CORP COM 343412102 103964 2785 X 2785 0 0
FMC CORP (NEW) COM 302491303 305777 12134 X 7834 0 4300
FMC CORP (NEW) COM 302491303 12600 500 X 500 0 0
FMC TECHNOLOGIES INC COM 30249U101 64988 3034 X 859 0 2175
FMC TECHNOLOGIES INC COM 30249U101 42326 1976 X 1976 0 0
FOAMEX INTL INC COM 344123104 13290 3000 X 3000 0 0
FONAR CORP COM 344437108 8660 5620 X 5620 0 0
FONAR CORP COM 344437108 74 48 X 48 0 0
FOOT LOCKER INC COM 344849104 2571215 158717 X 133942 0 24775
FOOT LOCKER INC COM 344849104 377622 23310 X 23310 0 0
FOOTSTAR INC COM 344912100 89137 13186 X 13186 0 0
FOOTSTAR INC COM 344912100 3110 460 X 460 0 0
FORD MTR CO DEL COM 345370860 12700242 1179224 X 1020006 0 159218
FORD MTR CO DEL COM 345370860 3177764 295057 X 284795 0 10262
FOREST CITY ENTERPRISES INC CL A 345550107 78750 1800 X 0 0 1800
FOREST CITY ENTERPRISES INC COM CL B 345550305 114712 2600 X 0 0 2600
FOREST LABS INC COM 345838106 13163791 255856 X 223416 0 32440
FOREST LABS INC COM 345838106 4223531 82090 X 61090 0 21000
FORRESTER RESEARCH COM 346563109 2856 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 6637196 116955 X 87129 0 29826
FORTUNE BRANDS INC COM 349631101 4956942 87347 X 83989 0 3358
PAGE 35
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
FORWARD AIR CORP COM 349853101 382536 13800 X 13800 0 0
FOSSIL INC COM 349882100 733860 30200 X 30200 0 0
FOUNDRY NETWORKS INC COM 35063R100 1058875 49250 X 1600 0 47650
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 686035 24510 X 17000 0 7510
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 62978 2250 X 2250 0 0
FPIC INSURANCE GROUP INC COM 302563101 117546 7800 X 0 0 7800
FPL GROUP INC COM 302571104 11315581 179044 X 160937 0 18107
FPL GROUP INC COM 302571104 9995143 158151 X 129571 0 28580
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 69048 25200 X 0 0 25200
FRANKLIN RES INC COM 354613101 2463116 55714 X 47109 0 8605
FRANKLIN RES INC COM 354613101 327287 7403 X 7403 0 0
FREDDIE MAC COM 313400301 22886844 437189 X 339269 0 97920
FREDDIE MAC COM 313400301 1914178 36565 X 35165 0 1400
FREDS INC CL A 356108100 831581 25230 X 25230 0 0
FREEMARKETS.COM INC COM 356602102 1556 200 X 200 0 0
FREEMARKETS.COM INC COM 356602102 389 50 X 50 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 726148 21938 X 21283 0 655
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 191815 5795 X 3295 0 2500
FREMONT GEN CORP 357288109 624061 49100 X 40190 0 8910
FRIEDMAN BILLINGS RAMSEY CL A COM 358434108 131531 7625 X 3200 0 4425
FRIEDMANS INC COM CL A 358438109 178072 12765 X 12765 0 0
FRIEDMANS INC COM CL A 358438109 50220 3600 X 3600 0 0
FRIENDLY ICE CREAM CORP COM 358497105 6606755 828953 X 589153 0 239800
FRIENDLY ICE CREAM CORP COM 358497105 15940 2000 X 2000 0 0
FRONTIER AIRLINES INC COM 359065109 369900 22500 X 22500 0 0
FRONTIER OIL CORP COM 35914P105 282240 19200 X 17600 0 1600
FRONTIER OIL CORP COM 35914P105 64680 4400 X 4400 0 0
FRONTLINE COMMUNICATIONS CORP COM 35921T108 212 400 X 400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 7225 1700 X 1700 0 0
FSI INTL INC COM 302633102 13500 2700 X 2700 0 0
FTD INC CL A COM 30265Q109 6145213 272878 X 272878 0 0
FTI CONSULTING INC COM 302941109 13831351 797196 X 674446 0 122750
FTI CONSULTING INC COM 302941109 66086 3809 X 3809 0 0
FUEL-TECH N V COM 359523107 8560 1600 X 0 0 1600
FUELCELL ENERGY INC COM 35952H106 35685 3050 X 3050 0 0
FUELCELL ENERGY INC COM 35952H106 15795 1350 X 1100 0 250
FULLER H B CO COM 359694106 14619107 602353 X 477613 0 124740
FULLER H B CO COM 359694106 38832 1600 X 1600 0 0
FULTON FINL CORP PA COM 360271100 948713 46966 X 46966 0 0
FULTON FINL CORP PA COM 360271100 122877 6083 X 6083 0 0
FURNITURE BRANDS INTL INC COM 360921100 16629 690 X 0 0 690
F5 NETWORKS INC COM 315616102 2897063 150575 X 109500 0 41075
F5 NETWORKS INC COM 315616102 49832 2590 X 2300 0 290
PAGE 36
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
G & K SVCS INC COM 361268105 14021424 401760 X 311390 0 90370
GABELLI ASSET MGMT INC CL A 36239Y102 17830 500 X 0 0 500
GAIAM INC COM 36268Q103 2885 500 X 500 0 0
GAIAM INC COM 36268Q103 231 40 X 0 0 40
GALLAGHER ARTHUR J & CO COM 363576109 159075 5625 X 260 0 5365
GALLAGHER ARTHUR J & CO COM 363576109 38178 1350 X 0 0 1350
GAMESTOP CORP COM 36466R101 718680 45200 X 0 0 45200
GAMESTOP CORP COM 36466R101 25440 1600 X 1600 0 0
GANNETT INC COM 364730101 39158027 504874 X 470564 0 34310
GANNETT INC COM 364730101 20455209 263734 X 243868 200 19666
GAP INC COM 364760108 4398864 256943 X 187231 0 69712
GAP INC COM 364760108 614454 35891 X 33891 0 2000
GARDEN FRESH RESTAURANT CORP COM 365235100 7955 500 X 500 0 0
GARDNER DENVER INC COM 365558105 389315 18530 X 15280 0 3250
GARDNER DENVER INC COM 365558105 3025 144 X 132 0 12
GARTNER GROUP INC COM CL B 366651206 41404 3802 X 3802 0 0
GARTNER GROUP INC COM CL B 366651206 14037 1289 X 1185 0 104
GARTNER INC CL A COM 366651107 5607703 508866 X 391066 0 117800
GATEWAY INC COM 367626108 214033 37815 X 36815 0 1000
GATEWAY INC COM 367626108 7358 1300 X 1300 0 0
GATX CORPORATION COM 361448103 15376 727 X 25 0 702
GATX CORPORATION COM 361448103 40735 1926 X 1326 0 600
GBC BANCORP CALIFORNIA COM 361475106 286650 7500 X 7500 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 4347 919 X 919 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 10363 2191 X 2191 0 0
GEN-PROBE INC COM 36866T103 56879 1050 X 0 0 1050
GEN-PROBE INC COM 36866T103 21668 400 X 400 0 0
GENAERA CORPORATION COM 36867G100 4730 1000 X 1000 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 190 100 X 100 0 0
GENCORP INC COM 368682100 258118 28840 X 28840 0 0
GENE LOGIC INC COM 368689105 18913 4076 X 4076 0 0
GENE LOGIC INC COM 368689105 3712 800 X 800 0 0
GENENTECH INC COM 368710406 4649963 58023 X 35413 0 22610
GENENTECH INC COM 368710406 2444671 30505 X 28555 0 1950
GENERAL COMMUNICATION INC CL A COM 369385109 7967232 957600 X 647400 0 310200
GENERAL DYNAMICS CORP COM 369550108 10801709 138377 X 118089 0 20288
GENERAL DYNAMICS CORP COM 369550108 787625 10090 X 4965 0 5125
GENERAL ELECTRIC CO COM 369604103 740710354 24847714 X 23285844 400 1561470
GENERAL ELECTRIC CO COM 369604103 566169197 18992593 X 17823008 1725 1167860
GENERAL MILLS INC COM 370334104 23329822 495641 X 456355 0 39286
GENERAL MILLS INC COM 370334104 21975947 466878 X 416303 0 50575
GENERAL MOTORS CORP CL H COM 370442832 452840 31645 X 14990 0 16655
GENERAL MOTORS CORP CL H COM 370442832 302986 21173 X 20429 0 744
PAGE 37
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
GENERAL MTRS CORP COM 370442105 8953356 218748 X 156840 0 61908
GENERAL MTRS CORP COM 370442105 5496572 134292 X 125561 0 8731
GENESCO INC COM 371532102 226446 14100 X 14100 0 0
GENESEE & WYOMING INC COM 371559105 4478819 188900 X 187400 0 1500
GENESEE & WYOMING INC COM 371559105 82985 3500 X 3500 0 0
GENESEE CORP CL B COM 371601204 1145 250 X 250 0 0
GENESIS HEALTH VENTURES COM 37183F107 51688 2135 X 2135 0 0
GENESIS HEALTH VENTURES COM 37183F107 70209 2900 X 2900 0 0
GENESIS MICROCHIP INC DEL COM 37184C103 101160 9000 X 2000 0 7000
GENLYTE GROUP INC COM 372302109 30085 675 X 675 0 0
GENLYTE GROUP INC COM 372302109 111425 2500 X 1000 0 1500
GENTA INC COM 37245M207 31992 2525 X 2525 0 0
GENTA INC COM 37245M207 25340 2000 X 2000 0 0
GENTEX CORP COM 371901109 3964838 113834 X 67880 0 45954
GENTEX CORP COM 371901109 235973 6775 X 5440 0 1335
GENUINE PARTS CO 372460105 3402864 106406 X 59436 0 46970
GENUINE PARTS CO 372460105 2798026 87493 X 80763 0 6730
GENUS INC COM 372461103 174286 42200 X 0 0 42200
GENZYME CORP COM 372917104 7081308 152911 X 131056 0 21855
GENZYME CORP COM 372917104 5306941 114596 X 103496 100 11000
GEORGIA GULF CORP COM 373200203 490350 21000 X 21000 0 0
GEORGIA-PACIFIC CORP COM 373298108 5368893 221489 X 174458 0 47031
GEORGIA-PACIFIC CORP COM 373298108 2252235 92914 X 90802 800 1312
GERBER SCIENTIFIC INC COM 373730100 7316287 1030463 X 691500 0 338963
GERBER SCIENTIFIC INC COM 373730100 5740087 808463 X 787707 0 20756
GERON CORP COM 374163103 4107 300 X 0 0 300
GERON CORP COM 374163103 154013 11250 X 11250 0 0
GETTY IMAGES INC COM 374276103 900272 25605 X 2900 0 22705
GETTY IMAGES INC COM 374276103 56256 1600 X 1500 0 100
GETTY RLTY CORP NEW COM 374297109 45325 1850 X 1850 0 0
GETTY RLTY CORP NEW COM 374297109 46550 1900 X 1900 0 0
GEVITY HR INC COM 374393106 663300 45000 X 0 0 45000
GILEAD SCIENCES INC COM 375558103 5359666 95640 X 62685 0 32955
GILEAD SCIENCES INC COM 375558103 471016 8405 X 8305 0 100
GILLETTE CO COM 375766102 56243290 1758702 X 1528783 0 229919
GILLETTE CO COM 375766102 41958655 1312028 X 1262413 600 49015
GLADSTONE COMMERCIAL CORP COM 376536108 16224 1100 X 1100 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 32448 2200 X 2200 0 0
GLATFELTER 377316104 7280358 618027 X 475590 0 142437
GLATFELTER 377316104 47120 4000 X 4000 0 0
GLOBAL IMAGING SYS INC COM 37934A100 4538084 184400 X 183100 0 1300
GLOBAL IMAGING SYS INC COM 37934A100 91057 3700 X 3700 0 0
GLOBAL PAYMENTS INC COM 37940X102 1864152 51782 X 27800 0 23982
GLOBAL PAYMENTS INC COM 37940X102 3600 100 X 0 0 100
PAGE 38
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 527 100 X 0 0 100
GLOBECOMM SYS INC COM 37956X103 18903 4810 X 4810 0 0
GLOBESPANVIRATA INC. COM 37957V106 2572125 356250 X 309500 0 46750
GLOBESPANVIRATA INC. COM 37957V106 47024 6513 X 6513 0 0
GOAMERICA INC COM 38020R106 132 400 X 400 0 0
GOLD BANC CORP INC COM 379907108 17008 1401 X 1401 0 0
GOLDEN WEST FINANCIAL COM 381317106 6358074 71032 X 49851 0 21181
GOLDEN WEST FINANCIAL COM 381317106 587186 6560 X 6250 0 310
GOLDMAN SACHS GROUP INC COM 38141G104 63284763 754288 X 669119 0 85169
GOLDMAN SACHS GROUP INC COM 38141G104 6341749 75587 X 71637 0 3950
GOODRICH CORPORATION COM 382388106 836280 34500 X 32431 0 2069
GOODRICH CORPORATION COM 382388106 85931 3545 X 3245 0 300
GOODRICH PETE CORP COM NEW 382410405 11750 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 156911 23883 X 16648 0 7235
GOODYEAR TIRE & RUBBER COM 382550101 37173 5658 X 5658 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 229541 23280 X 23280 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 44370 4500 X 4500 0 0
GRACO INC COM 384109104 15020 400 X 400 0 0
GRACO INC COM 384109104 154030 4102 X 4102 0 0
GRAFTECH INTL LTD COM 384313102 5286000 660750 X 439900 0 220850
GRAHAM CORP COM 384556106 19040 2000 X 2000 0 0
GRAINGER W W INC 384802104 2937924 61786 X 51002 0 10784
GRAINGER W W INC 384802104 1918405 40345 X 39470 0 875
GRANITE BROADCASTING CORP COM 387241102 43350 17000 X 17000 0 0
GRANITE CONSTR INC 387328107 44832 2400 X 2100 0 300
GRANT PRIDECO INC COM 38821G101 17252 1693 X 633 0 1060
GRAY TELEVISION INC COM 389375106 46720 4000 X 4000 0 0
GREAT AMERN FINL RES INC COM 389915109 9441 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 202750 25000 X 25000 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 2433 300 X 300 0 0
GREAT LAKES CHEMICAL 390568103 383518 19071 X 18871 0 200
GREAT LAKES CHEMICAL 390568103 167235 8316 X 6716 0 1600
GREAT PLAINS ENERGY INC COM 391164100 150721 4971 X 4971 0 0
GREAT PLAINS ENERGY INC COM 391164100 383063 12634 X 3634 0 9000
GREATER BAY BANCORP COM 391648102 38621 1855 X 1855 0 0
GREATER BAY BANCORP COM 391648102 39558 1900 X 1900 0 0
GREEN MOUNTAIN COFFEE ROASTERS INC 393122106 1980 100 X 100 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 107270 4757 X 4757 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 22550 1000 X 1000 0 0
GREENPOINT FINL CORP COM 395384100 5141295 172180 X 165430 0 6750
GREENPOINT FINL CORP COM 395384100 71664 2400 X 2400 0 0
GREIF INC 397624107 18187988 699538 X 518538 0 181000
GREIF INC 397624107 41600 1600 X 1600 0 0
PAGE 39
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
GRIC COMMUNICATIONS INC COM 398081109 2140635 304500 X 302300 0 2200
GRIC COMMUNICATIONS INC COM 398081109 45695 6500 X 6500 0 0
GRIFFIN LD & NURSERIES INC CL A COM 398231100 11643 865 X 865 0 0
GRIFFON CORPORATION COM 398433102 344832 19200 X 19200 0 0
GRIFFON CORPORATION COM 398433102 17331 965 X 965 0 0
GRISTEDES FOODS INC COM 398635102 1110 1000 X 1000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 625174 18100 X 14600 0 3500
GROUP 1 AUTOMOTIVE INC COM 398905109 117436 3400 X 0 0 3400
GTECH HLDGS CORP COM 400518106 839860 19600 X 3700 0 15900
GTECH HLDGS CORP COM 400518106 20654 482 X 482 0 0
GUIDANT CORP COM 401698105 23803126 508071 X 472288 0 35783
GUIDANT CORP COM 401698105 1293810 27616 X 24291 0 3325
GUILFORD PHARMACEUTICALS INC COM 401829106 619 100 X 0 0 100
GUITAR CENTER INC COM 402040109 90104 2800 X 0 0 2800
GULFMARK OFFSHORE INC COM 402629109 17513576 1235090 X 909890 0 325200
GULFMARK OFFSHORE INC COM 402629109 25524 1800 X 1800 0 0
GYMBOREE CORP COM 403777105 269119 19100 X 19100 0 0
GYRODYNE CO AMER INC COM 403820103 295561 13747 X 0 0 13747
H J HEINZ CO COM 423074103 10250063 299010 X 262285 0 36725
H J HEINZ CO COM 423074103 7404171 215991 X 180765 0 35226
HAEMONETICS CORP MA COM 405024100 9687183 410300 X 340400 0 69900
HAGGAR CORP COM 405173105 64890 4200 X 4200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 400673 22100 X 22100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 20523 1132 X 632 0 500
HALLIBURTON CO COM NEW 406216101 15045209 620421 X 524069 0 96352
HALLIBURTON CO COM NEW 406216101 3017282 124424 X 121474 0 2950
HANCOCK FABRICS INC COM 409900107 187782 11900 X 11900 0 0
HANCOCK HOLDING CO COM 410120109 19000 385 X 385 0 0
HANCOCK HOLDING CO COM 410120109 24675 500 X 500 0 0
HANDELMAN CO COM 410252100 70896 4200 X 4200 0 0
HANDELMAN CO COM 410252100 10381 615 X 0 0 615
HANDSPRING INC COM 410293104 11300 10000 X 10000 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 38375 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 3857959 194160 X 161771 0 32389
HANOVER COMPRESSOR COMPANY COM 410768105 2950309 298011 X 175111 0 122900
HARBOR FL BANCSHARES INC COM 411901101 113305 4250 X 0 0 4250
HARKEN ENERGY CORP COM 412552309 3595 5064 X 5064 0 0
HARLAND JOHN H CO COM 412693103 479107 18100 X 18100 0 0
HARLEY DAVIDSON INC COM 412822108 7138613 148104 X 105694 0 42410
HARLEY DAVIDSON INC COM 412822108 1584575 32875 X 32775 0 100
HARLEYSVILLE GROUP INC 412824104 27936 1200 X 0 0 1200
HARLEYSVILLE NATL CORP PA COM 412850109 81865 3500 X 3500 0 0
HARMAN INTL INDS INC NEW COM 413086109 3972947 40396 X 21800 0 18596
HARMAN INTL INDS INC NEW COM 413086109 8852 90 X 0 0 90
PAGE 40
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
HARMONIC INC COM 413160102 253868 40554 X 40554 0 0
HARRAH'S ENTMT INC COM 413619107 2354202 55906 X 42926 0 12980
HARRAH'S ENTMT INC COM 413619107 296833 7049 X 6849 0 200
HARRIS & HARRIS GROUP INC 413833104 3810 500 X 500 0 0
HARRIS CORP COM 413875105 19236517 537483 X 530045 0 7438
HARRIS CORP COM 413875105 140440 3924 X 3324 0 600
HARRIS INTERACTIVE INC 414549105 22176 3150 X 1000 0 2150
HARSCO CORP COM 415864107 287371 7470 X 5520 0 1950
HARSCO CORP COM 415864107 94059 2445 X 2100 0 345
HARTE-HANKS INC COM 416196103 24894 1350 X 1350 0 0
HARTE-HANKS INC COM 416196103 5532 300 X 300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 21701823 412347 X 341655 0 70692
HARTFORD FINL SVCS GROUP INC COM 416515104 15351592 291689 X 262569 0 29120
HARTMARX CORP COM 417119104 108148 27037 X 27037 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 36316 5905 X 5905 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 66420 10800 X 10800 0 0
HASBRO INC 418056107 2183057 116866 X 48249 0 68617
HASBRO INC 418056107 11208 600 X 600 0 0
HAUPPAUGE DIGITAL INC COM 419131107 271 100 X 100 0 0
HAVERTY FURNITURE COS INC COM 419596101 259576 14200 X 14200 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 2435939 55960 X 52910 0 3050
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 534287 12274 X 12274 0 0
HCA INC COM 404119109 4043247 109692 X 58936 0 50756
HCA INC COM 404119109 347406 9425 X 9425 0 0
HCC INS HLDGS INC COM 404132102 361319 12425 X 600 0 11825
HCC INS HLDGS INC COM 404132102 122136 4200 X 0 0 4200
HEADWATERS INC COM 42210P102 99944 6200 X 0 0 6200
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 2837808 130115 X 96840 0 33275
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 424859 19480 X 4180 0 15300
HEALTH NET INC COM 42222G108 286930 9060 X 5100 0 3960
HEALTHCARE SVCS GROUP INC COM 421906108 19800 1200 X 1200 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 37950 2300 X 2300 0 0
HEARST-ARGYLE TELEVISION INC COM 422317107 91960 3800 X 3800 0 0
HEARTLAND EXPRESS CO 422347104 4208304 175200 X 174000 0 1200
HEARTLAND EXPRESS CO 422347104 74462 3100 X 3100 0 0
HECLA MINING COMPANY 422704106 2913964 556100 X 439700 0 116400
HECLA MINING COMPANY 422704106 3720 710 X 710 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 200600 11800 X 11800 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 14450 850 X 50 0 800
HELIX TECHNOLOGY CORP COM 423319102 276484 16900 X 16900 0 0
HELIX TECHNOLOGY CORP COM 423319102 67370 4118 X 240 0 3878
HELMERICH & PAYNE INC COM 423452101 1830 70 X 70 0 0
HELMERICH & PAYNE INC COM 423452101 10456 400 X 0 0 400
PAGE 41
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
HENRY JACK & ASSOC INC COM 426281101 4557919 262100 X 232800 0 29300
HENRY JACK & ASSOC INC COM 426281101 41736 2400 X 2400 0 0
HENRY SCHEIN INC COM 806407102 1668975 29430 X 500 0 28930
HERCULES INC COM 427056106 230452 20340 X 15408 0 4932
HERCULES INC COM 427056106 194876 17200 X 17200 0 0
HERLEY INDUSTRIES INC COM 427398102 121100 6920 X 2420 0 4500
HERLEY INDUSTRIES INC COM 427398102 35000 2000 X 2000 0 0
HERSHEY FOODS CORP COM 427866108 19440083 267475 X 257811 0 9664
HERSHEY FOODS CORP COM 427866108 5512415 75845 X 74845 0 1000
HEWITT & ASSOCIATES INC CL A COM 42822Q100 48700 2000 X 2000 0 0
HEWLETT PACKARD CO COM 428236103 46075774 2379947 X 1965960 0 413987
HEWLETT PACKARD CO COM 428236103 31981636 1651944 X 1598780 1200 51964
HEXCEL CORP COM NEW 428291108 6785 1150 X 0 0 1150
HIBBETT SPORTING GOODS INC COM 428565105 205200 8550 X 0 0 8550
HIBERNIA CORP CLASS A VOTING COM428656102 285160 14075 X 1225 0 12850
HICKORY TECH CORP COM 429060106 97440 8400 X 0 0 8400
HILB ROGAL & HAMILTON CO COM 431294107 893176 28775 X 22300 0 6475
HILB ROGAL & HAMILTON CO COM 431294107 155200 5000 X 5000 0 0
HILLENBRAND INDS INC COM 431573104 266697 4727 X 2502 0 2225
HILLENBRAND INDS INC COM 431573104 534297 9470 X 1400 0 8070
HILTON HOTELS CORP COM 432848109 4123562 254227 X 177487 0 76740
HILTON HOTELS CORP COM 432848109 4866 300 X 0 0 300
HMS HOLDINGS CORP COM 40425J101 2649600 768000 X 480500 0 287500
HOLLYWOOD ENTMT CORP COM 436141105 370260 21780 X 2080 0 19700
HOLOGIC INC COM 436440101 174080 12800 X 12800 0 0
HOLOGIC INC COM 436440101 14008 1030 X 500 0 530
HOME DEPOT INC COM 437076102 193518562 6075936 X 5710557 0 365379
HOME DEPOT INC COM 437076102 65356391 2052006 X 1942302 1100 108604
HON INDS INC COM 438092108 2587 70 X 70 0 0
HONEYWELL INTL INC COM 438516106 36604445 1389163 X 1292995 0 96168
HONEYWELL INTL INC COM 438516106 6232065 236511 X 228162 0 8349
HOOKER FURNITURE CORP COM 439038100 364710 10711 X 10711 0 0
HOOPER HOLMES INC COM 439104100 478800 72000 X 72000 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 6158523 424433 X 316533 0 107900
HORACE MANN EDUCATORS CORP NEW COM 440327104 27569 1900 X 1900 0 0
HORIZON OFFSHORE INC COM 44043J105 16440 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 109986 4600 X 4600 0 0
HORMEL FOODS CORPORATION 440452100 598537 26046 X 26046 0 0
HORMEL FOODS CORPORATION 440452100 34470 1500 X 1500 0 0
HOST MARRIOTT CORP COM 44107P104 151390 14109 X 9509 0 4600
HOST MARRIOTT CORP COM 44107P104 18874 1759 X 1059 0 700
HOT TOPIC INC COM 441339108 766360 34000 X 31500 0 2500
HOT TOPIC INC COM 441339108 3381 150 X 150 0 0
PAGE 42
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
HOUSTON EXPLORATION COMPANY COM 442120101 14854320 423200 X 330200 0 93000
HOVNANIAN ENTERPRISES INC CL A COM 442487203 3219 50 X 50 0 0
HPSC INC COM 404264103 18180 2000 X 2000 0 0
HUBBELL INC CL B COM 443510201 1876133 51415 X 26395 0 25020
HUBBELL INC CL B COM 443510201 837446 22950 X 18976 0 3974
HUBBELL INC CLASS A COM 443510102 142400 4000 X 0 0 4000
HUBBELL INC CLASS A COM 443510102 16803 472 X 472 0 0
HUDSON CITY BANCORP INC COM 443683107 354430 11500 X 11000 0 500
HUDSON CITY BANCORP INC COM 443683107 30820 1000 X 1000 0 0
HUDSON RIVER BANCORP COM 444128102 199268 6200 X 4000 0 2200
HUDSON RIVER BANCORP COM 444128102 353540 11000 X 11000 0 0
HUDSON UNITED BANCORP COM 444165104 1151501 32741 X 32741 0 0
HUDSON UNITED BANCORP COM 444165104 3120388 88723 X 88723 0 0
HUFFY CORPORATION COM 444356109 61610 10100 X 10100 0 0
HUFFY CORPORATION COM 444356109 6863 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 597080 18400 X 16000 0 2400
HUGHES SUPPLY INC COM 444482103 35695 1100 X 1100 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 93700 5000 X 5000 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 3748 200 X 200 0 0
HUMAN GENOME SCIENCES INC COM 444903108 161314 11749 X 11149 0 600
HUMAN GENOME SCIENCES INC COM 444903108 17163 1250 X 750 0 500
HUMANA INC COM 444859102 1301495 72105 X 25305 0 46800
HUMANA INC COM 444859102 254505 14100 X 14100 0 0
HUNT J B TRANS SVCS INC COM 445658107 10077912 384800 X 311400 0 73400
HUNTINGTON BANCSHARES INC 446150104 819527 41286 X 39386 0 1900
HUNTINGTON BANCSHARES INC 446150104 261643 13181 X 13181 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 553056 16800 X 16800 0 0
HUTTIG BLDG PRODS INC COM 448451104 6135 2264 X 2264 0 0
HYDRIL CO COM 448774109 330966 16200 X 14800 0 1400
HYPERCOM CORP COM 44913M105 5747896 1066400 X 762100 0 304300
HYPERION SOLUTIONS CORP COM 44914M104 1034207 35650 X 22900 0 12750
I-TRAX INC COM 45069D203 2475 750 X 750 0 0
ICN PHARMACEUTICALS INC COM 448924100 17265465 1006146 X 764871 0 241275
ICN PHARMACEUTICALS INC COM 448924100 22308 1300 X 1300 0 0
ICOS CORP COM 449295104 2268019 59140 X 13430 0 45710
ICOS CORP COM 449295104 41802 1090 X 800 0 290
ICU MED INC COM 44930G107 511508 18847 X 8800 0 10047
IDACORP INC COM 451107106 4839926 189801 X 148801 0 41000
IDACORP INC COM 451107106 334917 13134 X 9147 0 3987
IDEC PHARMACEUTICALS CORP COM 449370105 812276 24400 X 6600 0 17800
IDEC PHARMACEUTICALS CORP COM 449370105 127933 3843 X 3843 0 0
IDENTIX INC COM 451906101 5270 1000 X 1000 0 0
IDEX CORP COM 45167R104 1023964 28100 X 21200 0 6900
PAGE 43
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
IDEXX LABS CORP COM 45168D104 1226206 28818 X 15618 0 13200
IDINE REWARDS NETWORK INC COM 45168A100 238875 14700 X 14700 0 0
IDT CORP CL B COM 448947309 27090 1500 X 1500 0 0
IDT CORP COM 448947101 30056 1700 X 1700 0 0
IGEN INTL INC COM 449536101 29539 513 X 513 0 0
IGEN INTL INC COM 449536101 158345 2750 X 2750 0 0
IHOP CORP COM 449623107 459900 14000 X 14000 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 32530 4450 X 3200 0 1250
IKON OFFICE SOLUTIONS INC COM 451713101 58480 8000 X 8000 0 0
ILEX ONCOLOGY INC COM 451923106 2699132 160950 X 145200 0 15750
ILEX ONCOLOGY INC COM 451923106 51987 3100 X 3100 0 0
ILLINOIS TOOL WORKS INC COM 452308109 106772424 1611416 X 1518731 0 92685
ILLINOIS TOOL WORKS INC COM 452308109 33642919 507741 X 477258 50 30433
IMAGISTICS INTL INC COM 45247T104 479677 16552 X 16552 0 0
IMAGISTICS INTL INC COM 45247T104 191094 6594 X 6149 0 445
IMATION CORP COM 45245A107 444105 13602 X 1497 0 12105
IMATION CORP COM 45245A107 268677 8229 X 4177 0 4052
IMC GLOBAL INC COM 449669100 34614 5400 X 200 0 5200
IMCLONE SYS INC COM 45245W109 16544 425 X 425 0 0
IMCLONE SYS INC COM 45245W109 41731 1072 X 572 0 500
IMCO RECYCLING INC 449681105 117465 19100 X 15900 0 3200
IMMTECH INTERNATIONAL INC COM 452519101 36000 2000 X 2000 0 0
IMMUCOR INC COM 452526106 9804410 363800 X 287000 0 76800
IMMUNOMEDICS INC COM 452907108 114390 15500 X 15500 0 0
IMPAC MEDICAL SYSTEMS INC COM 45255A104 307708 17200 X 0 0 17200
IMPCO TECHNOLOGIES INC COM 45255W106 1793 250 X 250 0 0
IMS HEALTH INC COM 449934108 9995154 473704 X 430642 0 43062
IMS HEALTH INC COM 449934108 2179841 103310 X 92909 0 10401
INAMED CORP COM 453235103 1094852 14900 X 14900 0 0
INCYTE CORPORATION 45337C102 9260 2000 X 0 0 2000
INDEPENDENCE CMNTY BK CORP COM 453414104 175199 4990 X 2100 0 2890
INDEPENDENT BK CORP MA COM 453836108 28193 1100 X 1100 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 9700 2000 X 2000 0 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 3790634 134850 X 133850 0 1000
INFINITY PROPERTY & CASUALTY COM 45665Q103 81519 2900 X 2900 0 0
INFORMATICA CORP COM 45666Q102 744 100 X 100 0 0
INFORMATION HLDGS INC COM 456727106 270405 13500 X 13500 0 0
INFORTE CORP COM 45677R107 26040 3100 X 3100 0 0
INFOSPACE INC COM 45678T201 3266 160 X 160 0 0
INFOSPACE INC COM 45678T201 1633 80 X 80 0 0
INFOUSA INC NEW COM 456818301 5603271 746108 X 589308 0 156800
INGLES MKTS INC CL A 457030104 2300344 234729 X 183929 0 50800
INGLES MKTS INC CL A 457030104 1960 200 X 200 0 0
PAGE 44
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
INGRAM MICRO CL A COM 457153104 433260 33200 X 550 0 32650
INGRAM MICRO CL A COM 457153104 46980 3600 X 3600 0 0
INNOVEX INC COM 457647105 440785 44300 X 500 0 43800
INPUT/OUTPUT INC COM 457652105 129812 33200 X 14800 0 18400
INSIGHT COMMUNICATIONS INC COM 45768V108 243320 25532 X 25532 0 0
INSIGHT ENTERPRISES INC COM 45765U103 515958 33900 X 29900 0 4000
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 303525 17100 X 17100 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 4083 230 X 230 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 84375 7500 X 7500 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 5827740 206000 X 204600 0 1400
INTEGRA LIFESCIENCES CORP COM NEW 457985208 110331 3900 X 3900 0 0
INTEGRAL SYSTEMS INC /MD COM 45810H107 5331698 295058 X 220558 0 74500
INTEGRATED ALARM SERVICES COM 45890M109 2021944 242033 X 240200 0 1833
INTEGRATED ALARM SERVICES COM 45890M109 33976 4067 X 4067 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K208 2883089 95975 X 89000 0 6975
INTEGRATED CIRCUIT SYS INC COM 45811K208 63084 2100 X 2100 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 821707 66160 X 5860 0 60300
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 48065 3870 X 3300 0 570
INTEL CORP COM 458140100 279091135 10141393 X 9148150 0 993243
INTEL CORP COM 458140100 133148502 4838245 X 4564281 2062 271902
INTER PARFUMS INC COM 458334109 4686 470 X 470 0 0
INTER PARFUMS INC COM 458334109 19940 2000 X 2000 0 0
INTER TEL INC COM 458372109 397710 16200 X 16200 0 0
INTERACTIVECORP COM 45840Q101 16986833 511960 X 433960 0 78000
INTERACTIVECORP COM 45840Q101 189292 5705 X 4415 0 1290
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 538091 26210 X 26210 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 37575 2500 X 2500 0 0
INTERFACE INC COM 458665106 193680 36000 X 17400 0 18600
INTERFACE INC COM 458665106 27438 5100 X 5100 0 0
INTERGRAPH CORP COM 458683109 5708373 243220 X 201020 0 42200
INTERGRAPH CORP COM 458683109 68532 2920 X 2500 0 420
INTERGROUP CORP COM 458685104 1590 126 X 126 0 0
INTERLAND INC COM 458727203 769 100 X 100 0 0
INTERMAGNETICS GEN CORP COM 458771102 239252 10700 X 10700 0 0
INTERMET CORP 45881K104 77830 18100 X 9000 0 9100
INTERMUNE INC COM 45884X103 1897524 99191 X 98391 0 800
INTERMUNE INC COM 45884X103 55477 2900 X 2900 0 0
INTERNAP NETWORK SERVICES COM 45885A102 123 100 X 100 0 0
INTERNATIONAL ALUM CORP 458884103 18496 850 X 850 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 323897012 3666897 X 3390540 0 276357
INTERNATIONAL BUSINESS MACHS CORP 459200101 192795418 2182672 X 2025540 265 156867
INTERNATIONAL GAME TECH COM 459902102 6206033 220463 X 196856 0 23607
INTERNATIONAL GAME TECH COM 459902102 589743 20950 X 6950 0 14000
PAGE 45
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
INTERNATIONAL MULTIFOODS CORP COM 460043102 309528 13256 X 13256 0 0
INTERNATIONAL PAPER CO COM 460146103 13954645 357628 X 253348 0 104280
INTERNATIONAL PAPER CO COM 460146103 4713538 120798 X 116736 0 4062
INTERNATIONAL RECTIFIER CORP COM 460254105 353059 9430 X 4100 0 5330
INTERNATIONAL RECTIFIER CORP COM 460254105 3744 100 X 100 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 164588 3750 X 550 0 3200
INTERNET CAP GROUP INC COM 46059C106 455 1000 X 1000 0 0
INTERNET CAP GROUP INC COM 46059C106 273 600 X 600 0 0
INTERNET PICTURES CORP NEW COM 46059S200 99 40 X 40 0 0
INTERNET SEC SYS INC COM 46060X107 11800 944 X 944 0 0
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 11648167 824941 X 696958 0 127983
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 2017988 142917 X 138695 0 4222
INTERSIL CORP 46069S109 1378377 57915 X 41555 0 16360
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 495 33 X 33 0 0
INTERTAN INC COM 461120107 12443305 1359924 X 1013874 0 346050
INTERVOICE INC COM 461142101 7120 800 X 800 0 0
INTERWOVEN INC COM 46114T102 67250 25000 X 25000 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 3164896 95674 X 86810 0 8864
INTL FLAVORS & FRAGRANCES COM 459506101 3348953 101238 X 99288 0 1950
INTROGEN THERAPEUTICS INC COM 46119F107 26460 3000 X 3000 0 0
INTUIT INC COM 461202103 2788272 57800 X 38812 0 18988
INTUIT INC COM 461202103 204296 4235 X 4075 0 160
INTUITIVE SURGICAL INC COM 46120E602 17520 1051 X 1051 0 0
INTUITIVE SURGICAL INC COM 46120E602 4168 250 X 250 0 0
INVACARE CORP COM 461203101 35235008 937600 X 683900 0 253700
INVERESK RESEARCH GROUP INC COM 461238107 350849 17675 X 0 0 17675
INVERNESS MED INNOVATIONS INC COM 46126P106 76200 3000 X 3000 0 0
INVESTORS FINL SERVICES CORP COM 461915100 5920058 187700 X 186300 0 1400
INVESTORS FINL SERVICES CORP COM 461915100 587590 18630 X 18630 0 0
INVISION TECHNOLOGIES INC COM 461851107 317734 13054 X 13054 0 0
INVISION TECHNOLOGIES INC COM 461851107 36510 1500 X 1500 0 0
INVITROGEN CORP COM 46185R100 5817176 100400 X 88505 0 11895
INVITROGEN CORP COM 46185R100 19041054 328634 X 12939 0 315695
IOMEGA CORP COM 462030305 128221 11510 X 11510 0 0
IOMEGA CORP COM 462030305 69291 6220 X 5300 0 920
IONICS INC COM 462218108 313822 12830 X 12830 0 0
IONICS INC COM 462218108 244918 10013 X 10013 0 0
IPASS INC COM 46261V108 16920 720 X 0 0 720
IRON MOUNTAIN INC COM 462846106 176736 4923 X 4923 0 0
IRON MOUNTAIN INC COM 462846106 1256500 35000 X 35000 0 0
IRWIN FINL CORP COM 464119106 439830 18100 X 18100 0 0
ITRON INC COM 465741106 3965862 197700 X 196150 0 1550
ITRON INC COM 465741106 76228 3800 X 3800 0 0
PAGE 46
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ITT EDL SVCS INC COM 45068B109 1790531 37365 X 29165 0 8200
ITT EDL SVCS INC COM 45068B109 101111 2110 X 1110 0 1000
ITT INDUSTRIES INC COM 450911102 3179239 53129 X 49581 0 3548
ITT INDUSTRIES INC COM 450911102 2752341 45995 X 40744 0 5251
IVAX CORP COM 465823102 76656 3911 X 3911 0 0
IVAX CORP COM 465823102 25715 1312 X 0 0 1312
IVILLAGE COM 46588H105 68747 30967 X 30967 0 0
J & J SNACK FOODS CORP COM 466032109 200368 5600 X 5600 0 0
J JILL GROUP INC COM 466189107 146939 12700 X 12700 0 0
J M SMUCKER CO COM 832696405 1363750 32347 X 23812 0 8535
J M SMUCKER CO COM 832696405 1643734 38988 X 32593 1 6394
J P MORGAN CHASE & CO COM 46625H100 171106796 4984177 X 4743480 0 240697
J P MORGAN CHASE & CO COM 46625H100 99133848 2887674 X 2717850 1040 168784
J.C. PENNEY CO INC (HOLDING CO) 708160106 3057662 143082 X 109678 0 33404
J.C. PENNEY CO INC (HOLDING CO) 708160106 428127 20034 X 20034 0 0
JABIL CIRCUIT INC COM 466313103 4456582 171078 X 151993 0 19085
JABIL CIRCUIT INC COM 466313103 66922 2569 X 2229 0 340
JACK IN THE BOX INC COM 466367109 11139240 625800 X 485100 0 140700
JACOBS ENGR GROUP INC COM 469814107 327065 7252 X 7252 0 0
JACOBS ENGR GROUP INC COM 469814107 501963 11130 X 2960 0 8170
JACUZZI BRANDS INC COM 469865109 37045 5975 X 5975 0 0
JACUZZI BRANDS INC COM 469865109 49290 7950 X 7800 0 150
JAKKS PAC INC COM 47012E106 274067 22300 X 22300 0 0
JAKKS PAC INC COM 47012E106 51004 4150 X 3400 0 750
JANUS CAPITAL GROUP INC COM 47102X105 2071178 148259 X 147559 0 700
JANUS CAPITAL GROUP INC COM 47102X105 165614 11855 X 10900 0 955
JARDEN CORP COM 471109108 16119250 427000 X 380780 0 46220
JARDEN CORP COM 471109108 196300 5200 X 5200 0 0
JDA SOFTWARE GROUP INC COM 46612K108 847887 57251 X 18500 0 38751
JDS UNIPHASE CORP COM 46612J101 1341119 372533 X 337783 0 34750
JDS UNIPHASE CORP COM 46612J101 202464 56240 X 48890 200 7150
JEFFERIES GROUP INC COM 472319102 5011125 174300 X 172900 0 1400
JEFFERIES GROUP INC COM 472319102 186875 6500 X 6500 0 0
JEFFERSON BANCSHARES INC COM 472375104 6411741 424900 X 331700 0 93200
JEFFERSON PILOT CORP COM 475070108 1567812 35327 X 20126 0 15201
JEFFERSON PILOT CORP COM 475070108 2489496 56095 X 52045 0 4050
JETBLUE AIRWAYS CORP COM 477143101 680334 11175 X 2800 0 8375
JETBLUE AIRWAYS CORP COM 477143101 18264 300 X 300 0 0
JLG INDUSTRIES INC COM 466210101 476928 41400 X 27900 0 13500
JMAR TECHNOLOGIES INC COM 466212107 2250 1000 X 1000 0 0
JO-ANN STORES INC CL A COM 47758P109 362700 13000 X 13000 0 0
JOHN HANCOCK FINL SVCS COM 41014S106 8839951 261537 X 234931 0 26606
JOHN HANCOCK FINL SVCS COM 41014S106 368623 10906 X 10906 0 0
PAGE 47
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
JOHNSON & JOHNSON COM 478160104 345913987 6985339 X 6548304 0 437035
JOHNSON & JOHNSON COM 478160104 189007094 3816783 X 3618727 7000 191056
JOHNSON CONTROLS INC COM 478366107 4362006 46110 X 33248 0 12862
JOHNSON CONTROLS INC COM 478366107 1464030 15476 X 13156 0 2320
JOHNSON OUTDOORS INC CL A COM 479167108 11211 865 X 865 0 0
JOHNSON OUTDOORS INC CL A COM 479167108 34995 2700 X 2700 0 0
JONES APPAREL GROUP INC COM 480074103 9748440 325708 X 287908 0 37800
JONES APPAREL GROUP INC COM 480074103 736547 24609 X 24609 0 0
JOS A BANK CLOTHIERS INC COM 480838101 118476 2700 X 0 0 2700
JOURNAL REGISTER CO COM 481138105 12397500 661200 X 514600 0 146600
JOURNAL REGISTER CO COM 481138105 553125 29500 X 22500 0 7000
JUNIPER NETWORKS INC COM 48203R104 489825 32655 X 14735 0 17920
JUNIPER NETWORKS INC COM 48203R104 5250 350 X 300 0 50
J2 GLOBAL COMMUNICATONS INC COM 46626E205 559884 14800 X 14800 0 0
K TRON INTL INC COM 482730108 2526829 148637 X 111197 0 37440
K-SWISS COM 482686102 414245 11510 X 11510 0 0
KADANT INC COM 48282T104 226931 11844 X 4944 0 6900
KADANT INC COM 48282T104 82043 4282 X 4050 0 232
KAMAN CORP CL A COM 483548103 2469567 190553 X 147253 0 43300
KAMAN CORP CL A COM 483548103 77760 6000 X 200 0 5800
KANA SOFTWARE INC COM NEW 483600300 123304 31455 X 31455 0 0
KANEB SERVICES LLC CL WI COM 484173109 121791 4570 X 4570 0 0
KANSAS CITY LIFE INS CO COM 484836101 11908 260 X 260 0 0
KANSAS CITY LIFE INS CO COM 484836101 63204 1380 X 1380 0 0
KANSAS CITY SOUTHERN INC COM 485170302 8446908 763045 X 621120 0 141925
KANSAS CITY SOUTHERN INC COM 485170302 68634 6200 X 6200 0 0
KAYDON CORP COM 486587108 705078 29700 X 18200 0 11500
KAYDON CORP COM 486587108 379840 16000 X 12000 0 4000
KB HOME COM 48666K109 865070 14500 X 13133 0 1367
KCS ENERGY INC 482434206 13260 1950 X 0 0 1950
KEANE INC COM 486665102 22365 1750 X 1750 0 0
KEANE INC COM 486665102 12269 960 X 960 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 7286401 514940 X 385695 0 129245
KEITHLEY INSTRUMENTS INC COM 487584104 142 10 X 10 0 0
KELLOGG CO COM 487836108 4394396 131766 X 103328 0 28438
KELLOGG CO COM 487836108 8286675 248476 X 245676 0 2800
KELLWOOD CO COM 488044108 775706 23190 X 14065 0 9125
KELLWOOD CO COM 488044108 87305 2610 X 2300 0 310
KEMET CORP COM 488360108 349076 27400 X 0 0 27400
KEMET CORP COM 488360108 44590 3500 X 3500 0 0
KENNAMETAL INC COM 489170100 111639 2985 X 835 0 2150
KENSEY NASH CORP COM 490057106 4708 200 X 200 0 0
KERR-MCGEE CORP COM 492386107 11511719 257879 X 238557 0 19322
KERR-MCGEE CORP COM 492386107 1123187 25161 X 24261 0 900
PAGE 48
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
KEY ENERGY SERVICES INC COM 492914106 4959135 513900 X 427400 0 86500
KEY ENERGY SERVICES INC COM 492914106 88780 9200 X 9200 0 0
KEY TECHNOLOGY INC COM 493143101 6179203 520617 X 347102 0 173515
KEYCORP NEW COM 493267108 2870846 112274 X 72404 0 39870
KEYCORP NEW COM 493267108 4458155 174351 X 173951 0 400
KEYSPAN CORP COM 49337W100 2721541 77581 X 36481 0 41100
KEYSPAN CORP COM 49337W100 393457 11216 X 8520 0 2696
KEYSTONE PPTY TR CORP COM 493596100 26946 1330 X 1330 0 0
KEYSTONE PPTY TR CORP COM 493596100 109404 5400 X 5400 0 0
KFORCE INC COM 493732101 17851611 2291606 X 1572361 0 719245
KFORCE INC COM 493732101 43624 5600 X 5600 0 0
KIMBALL INTL INC CL B COM 494274103 3711592 251975 X 200575 0 51400
KIMBALL INTL INC CL B COM 494274103 54501 3700 X 3700 0 0
KIMBERLY CLARK CORP COM 494368103 54951660 1070765 X 960098 0 110667
KIMBERLY CLARK CORP COM 494368103 21171450 412538 X 393088 0 19450
KINDER MORGAN INC COM 49455P101 1554408 28780 X 21630 0 7150
KINDER MORGAN INC COM 49455P101 197137 3650 X 3650 0 0
KINDER MORGAN MGMT LLC COM 49455U100 1430154 37468 X 0 0 37468
KINDRED HEALTHCARE INC COM 494580103 38938 1040 X 1040 0 0
KINDRED HEALTHCARE INC COM 494580103 59904 1600 X 1600 0 0
KING PHARMACEUTICALS COM 495582108 905803 59789 X 51789 0 8000
KING PHARMACEUTICALS COM 495582108 45450 3000 X 3000 0 0
KIRBY CORP COM 497266106 447720 15600 X 14700 0 900
KLA-TENCOR CORP COM 482480100 10918715 211603 X 186643 0 24960
KLA-TENCOR CORP COM 482480100 86172 1670 X 1670 0 0
KNIGHT RIDDER INC COM 499040103 10569015 158456 X 151737 0 6719
KNIGHT RIDDER INC COM 499040103 2259196 33871 X 33071 0 800
KNIGHT TRADING GROUP INC COM 499063105 20574 1800 X 1800 0 0
KNIGHT TRADING GROUP INC COM 499063105 5715 500 X 500 0 0
KNIGHT TRANSN INC COM 499064103 954904 37878 X 24325 0 13553
KOHLS CORP COM 500255104 14181406 265073 X 220298 0 44775
KOHLS CORP COM 500255104 197148 3685 X 3685 0 0
KOPIN CORP COM 500600101 877614 127375 X 111575 0 15800
KOPIN CORP COM 500600101 31694 4600 X 4600 0 0
KORN/FERRY INTERNATIONAL COM 500643200 1238 150 X 0 0 150
KOSAN BIOSCIENCES INC COM 50064W107 28752 3612 X 3612 0 0
KRAFT FOODS INC COM 50075N104 21730290 736620 X 687345 0 49275
KRAFT FOODS INC COM 50075N104 8214275 278450 X 250250 125 28075
KRISPY KREME DOUGHNUTS INC COM 501014104 246285 6397 X 4597 0 1800
KRISPY KREME DOUGHNUTS INC COM 501014104 172288 4475 X 4475 0 0
KROGER CO COM 501044101 10318424 577416 X 500568 0 76848
KROGER CO COM 501044101 404756 22650 X 22250 0 400
KROLL INC COM 501049100 586365 31525 X 27000 0 4525
PAGE 49
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
KRONOS INC COM 501052104 955131 18052 X 14052 0 4000
KRONOS INC COM 501052104 52910 1000 X 1000 0 0
KULICKE & SOFFA INDS INC COM 501242101 351540 32400 X 32400 0 0
KULICKE & SOFFA INDS INC COM 501242101 133455 12300 X 0 0 12300
KYPHON INC COM 501577100 3277775 168350 X 130300 0 38050
KYPHON INC COM 501577100 54516 2800 X 2800 0 0
K2 INC COM 482732104 299822 20190 X 20190 0 0
L-3 COMM HLDGS INC COM 502424104 2521475 58300 X 32990 0 25310
L-3 COMM HLDGS INC COM 502424104 76812 1776 X 951 0 825
LA-Z-BOY INC COM 505336107 786901 35446 X 23746 0 11700
LABONE INC NEW COM 50540L105 7012324 300700 X 233900 0 66800
LABOR READY INC COM 505401208 262305 26100 X 26100 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 1381647 48141 X 4835 0 43306
LABORATORY CORP AMER HLDGS COM 50540R409 62509 2178 X 1828 0 350
LABRANCHE & CO INC COM 505447102 1660166 113710 X 107410 0 6300
LABRANCHE & CO INC COM 505447102 20440 1400 X 1400 0 0
LACLEDE GROUP INC COM 505597104 334924 12400 X 12400 0 0
LACLEDE GROUP INC COM 505597104 136995 5072 X 5072 0 0
LADISH COMPANY INC COM 505754200 3273043 527060 X 409160 0 117900
LADISH COMPANY INC COM 505754200 26082 4200 X 4200 0 0
LAFARGE NORTH AMERICA COM 505862102 445440 12800 X 12800 0 0
LAFARGE NORTH AMERICA COM 505862102 13920 400 X 0 0 400
LAKELAND FINL CORP COM 511656100 13512 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 13338 600 X 600 0 0
LAMAR ADVERTISING COM CL A 512815101 749403 25438 X 0 0 25438
LAMAR ADVERTISING COM CL A 512815101 4124 140 X 0 0 140
LANCASTER COLONY CORP COM 513847103 251370 6300 X 6300 0 0
LANCASTER COLONY CORP COM 513847103 70463 1766 X 1766 0 0
LANCE INC COM 514606102 187866 18900 X 18900 0 0
LANDAMERICA FINL GROUP INC COM 514936103 715104 15600 X 12100 0 3500
LANDAUER INC 51476K103 35430 1000 X 1000 0 0
LANDRY'S RESTAURANTS INC COM 51508L103 408910 19850 X 19850 0 0
LANDRY'S RESTAURANTS INC COM 51508L103 53560 2600 X 2600 0 0
LANDSTAR SYS INC COM 515098101 601818 9800 X 4000 0 5800
LASER TECHNOLOGY INC COM 518074208 199 100 X 100 0 0
LATTICE SEMICONDUCTOR CORP 518415104 2705855 376860 X 372600 0 4260
LATTICE SEMICONDUCTOR CORP 518415104 58876 8200 X 8200 0 0
LAWSON PRODUCTS INC COM 520776105 208467 7721 X 6521 0 1200
LAYNE CHRISTENSEN CO COM 521050104 2416232 251822 X 162422 0 89400
LAZARE KAPLAN INTERNATIONAL COM 521078105 240006 36200 X 36200 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 143871 21700 X 11500 0 10200
LCA-VISION INC COM 501803308 41026 3010 X 3010 0 0
LCC INTERNATIONAL INC CL A COM 501810105 889029 173300 X 135572 0 37728
PAGE 50
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
LEAPFROG ENTERPRISES INC COM 52186N106 1033600 27200 X 0 0 27200
LEAR CORP COM 521865105 2352640 44693 X 33418 0 11275
LEAR CORP COM 521865105 367690 6985 X 6750 0 235
LECROY CORP COM 52324W109 5821166 363142 X 247342 0 115800
LEE ENTERPRISES INC COM 523768109 205570 5316 X 4216 0 1100
LEGG MASON INC COM 524901105 94943 1315 X 615 0 700
LEGG MASON INC COM 524901105 57760 800 X 800 0 0
LEGGETT & PLATT INC COM 524660107 883283 40836 X 27436 0 13400
LEGGETT & PLATT INC COM 524660107 50506 2335 X 2335 0 0
LEHMAN BROS HLDGS INC COM 524908100 4892315 70821 X 50036 0 20785
LEHMAN BROS HLDGS INC COM 524908100 1090635 15788 X 13149 0 2639
LENNAR CORP CL A COM 526057104 1104618 14200 X 1000 0 13200
LENNAR CORP CL A COM 526057104 490077 6300 X 4100 0 2200
LENNAR CORP CL B COM 526057302 74980 1000 X 0 0 1000
LENNAR CORP CL B COM 526057302 37490 500 X 440 0 60
LENNOX INTL INC COM 526107107 556276 38075 X 38075 0 0
LEUCADIA NATL CORP COM 527288104 984100 26000 X 0 0 26000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1364756 251800 X 195500 0 56300
LEVEL 3 COMMUNICATIONS INC COM 52729N100 33604 6200 X 6200 0 0
LEXAR MEDIA INC COM 52886P104 59710 3500 X 0 0 3500
LEXMARK INTERNATIONAL INC CL A COM 529771107 67435507 1070235 X 995706 0 74529
LEXMARK INTERNATIONAL INC CL A COM 529771107 8379952 132994 X 123079 0 9915
LIBBEY INC COM 529898108 266976 9600 X 9600 0 0
LIBBEY INC COM 529898108 12515 450 X 450 0 0
LIBERTY CORP SC COM 530370105 44887 1070 X 1070 0 0
LIBERTY CORP SC COM 530370105 62925 1500 X 1500 0 0
LIBERTY MEDIA CORP COM CL A 530718105 58060305 5823501 X 5330595 0 492906
LIBERTY MEDIA CORP COM CL A 530718105 8360503 838566 X 673411 0 165155
LIFECELL CORP COM 531927101 17670 3000 X 3000 0 0
LIFECORE BIOMEDICAL INC COM 532187101 3569760 536000 X 447200 0 88800
LIFEPOINT HOSPS INC COM 53219L109 1946448 80465 X 79865 0 600
LIFEPOINT HOSPS INC COM 53219L109 59580 2463 X 2463 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 25800 2000 X 2000 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 155 12 X 12 0 0
LIGHTPATH TECHNOLOGIES INC CL A COM 532257805 3313 1250 X 1250 0 0
LILLY ELI & CO COM 532457108 59784496 1006473 X 938584 0 67889
LILLY ELI & CO COM 532457108 36531594 615010 X 576211 200 38599
LIMITED BRANDS INC COM 532716107 3093481 205138 X 149419 0 55719
LIMITED BRANDS INC COM 532716107 52780 3500 X 3500 0 0
LIN TV CORP CL A COM 532774106 4668696 219600 X 218000 0 1600
LIN TV CORP CL A COM 532774106 206222 9700 X 9700 0 0
LINCARE HLDGS INC COM 532791100 1086036 29665 X 19125 0 10540
LINCARE HLDGS INC COM 532791100 168040 4590 X 4400 0 190
PAGE 51
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
LINCOLN ELEC HLDGS INC COM 533900106 75548 3400 X 0 0 3400
LINCOLN NATIONAL CORP COM 534187109 31458976 889174 X 813823 0 75351
LINCOLN NATIONAL CORP COM 534187109 2020198 57100 X 43400 0 13700
LINDSAY MFG CO COM 535555106 172860 8600 X 1000 0 7600
LINDSAY MFG CO COM 535555106 115314 5737 X 5737 0 0
LINEAR TECHNOLOGY CORP COM 535678106 13515716 376168 X 345658 0 30510
LINEAR TECHNOLOGY CORP COM 535678106 1487502 41400 X 41400 0 0
LINENS N THINGS INC COM 535679104 1261410 53045 X 29360 0 23685
LINENS N THINGS INC COM 535679104 33292 1400 X 1400 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 38214 5102 X 5102 0 0
LIPID SCIENCES INC COM 53630P101 51 24 X 24 0 0
LITHIA MTRS INC CL A COM 536797103 10054895 503500 X 400200 0 103300
LITTELFUSE INC COM 537008104 788900 34300 X 23400 0 10900
LITTELFUSE INC COM 537008104 64400 2800 X 2800 0 0
LIZ CLAIBORNE INC COM 539320101 663975 19500 X 10726 0 8774
LIZ CLAIBORNE INC COM 539320101 66738 1960 X 960 0 1000
LNR PROPERTY CORP COM 501940100 40950 1000 X 1000 0 0
LOCKHEED MARTIN CORP COM 539830109 7821364 169477 X 117452 0 52025
LOCKHEED MARTIN CORP COM 539830109 821747 17806 X 11662 0 6144
LOEWS CORP COM 540424108 1786978 44265 X 40340 0 3925
LOEWS CORP COM 540424108 520369 12890 X 12890 0 0
LOEWS CORP-CAROLINA GROUP COM 540424207 11500 500 X 0 0 500
LOJACK CORP COM 539451104 4026 600 X 100 0 500
LONE STAR STEAKHOUSE SALOON COM 542307103 404415 19350 X 19350 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 85481 4090 X 3500 0 590
LONE STAR TECHNOLOGIES INC COM 542312103 261706 19400 X 19400 0 0
LONG ISLAND FIN CORP COM 542669106 957250 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 18258 907 X 907 0 0
LONGS DRUG STORES CORP COM 543162101 16104 800 X 800 0 0
LONGVIEW FIBRE CO COM 543213102 4841035 495500 X 382000 0 113500
LOUDEYE CORPORATION COM 545754103 2110 1000 X 1000 0 0
LOUISIANA PAC CORP COM 546347105 11383658 826100 X 713573 0 112527
LOUISIANA PAC CORP COM 546347105 72359 5251 X 5251 0 0
LOWES COS INC COM 548661107 51735269 996826 X 878830 0 117996
LOWES COS INC COM 548661107 6565713 126507 X 106727 0 19780
LSI INDS INC OHIO COM 50216C108 15504115 1100363 X 762463 0 337900
LSI LOGIC CORP COM 502161102 521240 57980 X 46729 0 11251
LSI LOGIC CORP COM 502161102 34162 3800 X 3800 0 0
LTX CORP COM 502392103 1129 100 X 100 0 0
LUBRIZOL CORP COM 549271104 1741105 53655 X 42430 0 11225
LUBRIZOL CORP COM 549271104 730125 22500 X 22050 0 450
LUBY'S INC COM 549282101 7560 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 2013844 932335 X 622143 0 310192
LUCENT TECHNOLOGIES INC COM 549463107 523411 242320 X 220349 0 21971
PAGE 52
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
LUFKIN INDS INC COM 549764108 103680 4320 X 4320 0 0
LUFKIN INDS INC COM 549764108 62520 2605 X 2100 0 505
LUMINEX CORP COM 55027E102 8471 1270 X 1270 0 0
LYDALL INC COM 550819106 3284999 273522 X 237227 0 36295
LYDALL INC COM 550819106 12106 1008 X 1008 0 0
LYONDELL CHEMICAL COMPANY 552078107 135468 10600 X 4100 0 6500
LYONDELL CHEMICAL COMPANY 552078107 12780 1000 X 1000 0 0
M & F WORLDWIDE CORP COM 552541104 144 15 X 15 0 0
M & F WORLDWIDE CORP COM 552541104 8667 900 X 900 0 0
M & T BK CORP COM 55261F104 769113 8810 X 5140 0 3670
M & T BK CORP COM 55261F104 4397912 50377 X 50377 0 0
M D C HLDGS INC COM 552676108 1020600 18900 X 18900 0 0
MAC GRAY CORP COM 554153106 110275 23715 X 23715 0 0
MACDERMID INC COM 554273102 21454045 811117 X 629462 0 181655
MACDERMID INC COM 554273102 25779069 974634 X 645 906000 67989
MACROCHEM CORP DEL COM 555903103 455 500 X 500 0 0
MACROMEDIA INC COM 556100105 1835250 75000 X 500 0 74500
MACROMEDIA INC COM 556100105 34258 1400 X 1400 0 0
MACROVISION CORP COM 555904101 219225 11850 X 0 0 11850
MAF BANCORP INC COM 55261R108 645580 16900 X 16900 0 0
MAGELLAN PETROLEUM CO 559091301 1260 1000 X 0 0 1000
MAGMA DESIGN AUTOMATION COM 559181102 3155600 161000 X 159800 0 1200
MAGMA DESIGN AUTOMATION COM 559181102 66640 3400 X 3400 0 0
MAGNETEK INC COM 559424106 75240 15200 X 15200 0 0
MAGNUM HUNTER RESOURCES INC 55972F203 78302 9800 X 0 0 9800
MAGNUM HUNTER RESOURCES INC 55972F203 719 90 X 90 0 0
MAGUIRE PROPERTIES INC COM 559775101 369000 18000 X 0 0 18000
MAINE & MARITIMES CORP COM 560377103 13860 385 X 385 0 0
MAINE & MARITIMES CORP COM 560377103 61200 1700 X 1700 0 0
MAINSOURCE FINANCIAL GROUP COM 56062Y102 16582 640 X 640 0 0
MAINSOURCE FINANCIAL GROUP COM 56062Y102 23319 900 X 900 0 0
MAIR HOLDINGS INC COM 560635104 8410 1235 X 1235 0 0
MAIR HOLDINGS INC COM 560635104 14982 2200 X 2200 0 0
MALAN RLTY INVS INC COM 561063108 18560 4000 X 4000 0 0
MANDALAY RESORT GROUP COM 562567107 471359 11900 X 1300 0 10600
MANDALAY RESORT GROUP COM 562567107 110908 2800 X 2800 0 0
MANHATTAN ASSOCS INC COM 562750109 710482 27400 X 19300 0 8100
MANITOWOC INC COM 563571108 396927 18300 X 18300 0 0
MANITOWOC INC COM 563571108 190872 8800 X 5000 0 3800
MANOR CARE INC COM 564055101 1665000 55500 X 7176 0 48324
MANOR CARE INC COM 564055101 135000 4500 X 4500 0 0
MANPOWER INC WIS COM 56418H100 1605317 43270 X 42370 0 900
MANPOWER INC WIS COM 56418H100 133004 3585 X 3350 0 235
PAGE 53
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
MANTECH INTERNATIONAL CORP CL A COM 564563104 106941 4300 X 0 0 4300
MANUGISTICS GROUP INC COM 565011103 90750 16500 X 16500 0 0
MAPICS INC COM 564910107 1341412 136600 X 106471 0 30129
MAPICS INC COM 564910107 7856 800 X 800 0 0
MAPINFO CORP COM 565105103 9269351 966665 X 666265 0 300400
MAPINFO CORP COM 565105103 44829 4675 X 675 0 4000
MARATHON OIL CORP COM 565849106 15869627 556829 X 489648 0 67181
MARATHON OIL CORP COM 565849106 1049541 36826 X 35826 0 1000
MARCUS CORP COM 566330106 318934 20900 X 19100 0 1800
MARKEL CORPORATION%(HOLDING COMPANY) 570535104 529461 1983 X 783 0 1200
MARKETWATCH INC COM 570619106 836 100 X 100 0 0
MARRIOTT INTERNATIONAL INC COM CL A 571903202 2799102 65050 X 57219 0 7831
MARRIOTT INTERNATIONAL INC COM CL A 571903202 717310 16670 X 15270 0 1400
MARSH & MCLENNAN COS INC COM 571748102 106076984 2228040 X 2068587 0 159453
MARSH & MCLENNAN COS INC COM 571748102 51426513 1080162 X 913584 200 166378
MARSHALL & ILSLEY CORP 571834100 1066952 33850 X 31550 0 2300
MARSHALL & ILSLEY CORP 571834100 46271 1468 X 1468 0 0
MARTEK BIOSCIENCES CORP COM 572901106 1562848 29695 X 0 0 29695
MARTEN TRANS LTD COM 573075108 1938912 74459 X 58819 0 15640
MARTEN TRANS LTD COM 573075108 13046 501 X 501 0 0
MARTHA STEWART LIVING CL A COM 573083102 9713 1050 X 1050 0 0
MARTHA STEWART LIVING CL A COM 573083102 925 100 X 100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 550395 15100 X 8800 0 6300
MARTIN MARIETTA MATLS INC COM 573284106 5249 144 X 144 0 0
MARVEL ENTERPRISES INC COM 57383M108 149498 6719 X 5619 0 1100
MASCO CORP COM 574599106 4239202 173170 X 123876 0 49294
MASCO CORP COM 574599106 4370733 178543 X 146175 0 32368
MASSBANK CORP READING MA COM 576152102 19120 520 X 520 0 0
MASSBANK CORP READING MA COM 576152102 29416 800 X 800 0 0
MASSEY ENERGY CORP COM 576206106 780923 58716 X 52316 0 6400
MASSEY ENERGY CORP COM 576206106 29646 2229 X 2229 0 0
MASTEC INC COM 576323109 6456320 665600 X 527300 0 138300
MASTEC INC COM 576323109 43650 4500 X 4500 0 0
MATERIAL SCIENCES CORP COM 576674105 94024 9200 X 9200 0 0
MATERIAL SCIENCES CORP COM 576674105 2300 225 X 225 0 0
MATRIX BANCORP INC COM 576819106 6174747 680788 X 446688 0 234100
MATRIX SVC CO COM 576853105 4254238 238600 X 236800 0 1800
MATRIX SVC CO COM 576853105 89150 5000 X 5000 0 0
MATRIXX INITIATIVES INC COM 57685L105 3300 300 X 0 0 300
MATTEL INC COM 577081102 7671747 404628 X 328180 0 76448
MATTEL INC COM 577081102 267412 14104 X 12684 0 1420
MATTSON TECHNOLOGY INC COM 577223100 5608 630 X 630 0 0
MAVERICK TUBE CORP COM 577914104 6184720 398500 X 372000 0 26500
MAVERICK TUBE CORP COM 577914104 124160 8000 X 8000 0 0
PAGE 54
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
MAXIM INTEGRATED PRODS INC 57772K101 48848996 1240137 X 1134787 0 105350
MAXIM INTEGRATED PRODS INC 57772K101 5328916 135286 X 128526 0 6760
MAXIM PHARMACEUTICALS INC COM 57772M107 8600 1350 X 0 0 1350
MAXIMUS INC COM 577933104 649899 18865 X 14165 0 4700
MAXIMUS INC COM 577933104 31005 900 X 900 0 0
MAXTOR CORP NEW COM 577729205 9242044 759412 X 583132 0 176280
MAXWELL SHOE INC COM 577766108 37241 2595 X 2595 0 0
MAXWELL SHOE INC COM 577766108 159296 11100 X 11100 0 0
MAXXAM INC COM 577913106 586 40 X 40 0 0
MAY DEPT STORES CO COM 577778103 4231262 171793 X 122216 0 49577
MAY DEPT STORES CO COM 577778103 2376327 96481 X 86274 0 10207
MAYTAG CORP COM 578592107 481172 19270 X 14743 0 4527
MAYTAG CORP COM 578592107 467513 18723 X 18723 0 0
MBIA INC COM 55262C100 33061652 601449 X 574139 0 27310
MBIA INC COM 55262C100 2712330 49342 X 48042 0 1300
MBNA CORP COM 55262L100 15455687 677881 X 547232 0 130649
MBNA CORP COM 55262L100 2138503 93794 X 90182 0 3612
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 198663 3340 X 2040 0 1300
MCCORMICK & CO INC COM 579780206 472172 17220 X 16700 0 520
MCCORMICK & CO INC COM 579780206 109680 4000 X 2400 0 1600
MCDATA CORP CL A COM 580031201 812862 68136 X 1981 0 66155
MCDATA CORP CL A COM 580031201 26282 2203 X 1965 0 238
MCDATA CORP COM 580031102 611901 51900 X 51900 0 0
MCDATA CORP COM 580031102 13559 1150 X 1150 0 0
MCDONALDS CORP COM 580135101 55196874 2344812 X 2159123 0 185689
MCDONALDS CORP COM 580135101 36775859 1562271 X 1507844 50 54377
MCGRAW HILL COMPANIES INC COM 580645109 21668397 348759 X 316058 0 32701
MCGRAW HILL COMPANIES INC COM 580645109 9975717 160562 X 155486 0 5076
MCKESSON CORP COM 58155Q103 40850292 1227104 X 1132144 0 94960
MCKESSON CORP COM 58155Q103 1354037 40674 X 31074 0 9600
MCLEODUSA INC CL A COM 582266706 1906 1371 X 1371 0 0
MCMORAN EXPLORATION CO COM 582411104 1174 112 X 112 0 0
MDU RES GROUP INC COM 552690109 2040988 60420 X 60420 0 0
MDU RES GROUP INC COM 552690109 370600 10971 X 10391 0 580
MEADE INSTRS CORP COM 583062104 41472 12800 X 12800 0 0
MEADWESTVACO CORP COM 583334107 12920723 506695 X 431683 0 75012
MEADWESTVACO CORP COM 583334107 1112361 43622 X 41552 0 2070
MECHANICAL TECHNOLOGY INC COM 583538103 7424 1600 X 1000 0 600
MECHANICAL TECHNOLOGY INC COM 583538103 68904 14850 X 14850 0 0
MEDALLION FINANCIAL CORP COM 583928106 6300 1000 X 0 0 1000
MEDAREX INC COM 583916101 1770 300 X 300 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 20315896 783490 X 729915 0 53575
MEDCO HEALTH SOLUTIONS INC COM 58405U102 14256081 549791 X 518873 87 30831
PAGE 55
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
MEDIA GENERAL INC CL A COM 584404107 30550 500 X 500 0 0
MEDIABAY INC COM 58446J108 80 100 X 100 0 0
MEDIACOM COMM CORP COM 58446K105 654896 97600 X 80100 0 17500
MEDIACOM COMM CORP COM 58446K105 31537 4700 X 4700 0 0
MEDICAL ACTION INDS INC COM 58449L100 4109852 318100 X 315531 0 2569
MEDICAL ACTION INDS INC COM 58449L100 76228 5900 X 5900 0 0
MEDICAL TECHNOLOGY SYS INC COM 58462R802 7360 1600 X 1600 0 0
MEDICINES COMPANY COM 584688105 23355 900 X 0 0 900
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1492835 25475 X 22700 0 2775
MEDIMMUNE INC COM 584699102 1601096 48474 X 38644 0 9830
MEDIMMUNE INC COM 584699102 197354 5975 X 5975 0 0
MEDIX RESOURCE INC COM 585011109 998 2269 X 2269 0 0
MEDSOURCE TECHNOLOGIES INC COM 58505Y103 125 25 X 25 0 0
MEDTRONIC INC COM 585055106 172751041 3681821 X 3422211 0 259610
MEDTRONIC INC COM 585055106 43073639 918023 X 855712 200 62111
MELLON FINL CORP COM 58551A108 12855042 426511 X 386637 0 39874
MELLON FINL CORP COM 58551A108 6648944 220602 X 170071 100 50431
MEMBERWORKS INC COM 586002107 6708773 211700 X 207800 0 3900
MEMC ELECTRONIC MATERIALS INC COM 552715104 735225 67390 X 50800 0 16590
MEMC ELECTRONIC MATERIALS INC COM 552715104 1091 100 X 100 0 0
MEMRY CORP NEW COM 586263204 6850 5000 X 5000 0 0
MENS WEARHOUSE INC COM 587118100 654075 25500 X 25500 0 0
MENTOR CORP MINN COM 587188103 709080 31100 X 31100 0 0
MENTOR GRAPHICS CORP COM 587200106 120052 6825 X 5200 0 1625
MERCANTILE BANKSHARES CORP COM 587405101 245040 6126 X 4926 0 1200
MERCANTILE BANKSHARES CORP COM 587405101 360120 9003 X 7803 0 1200
MERCANTILE BK CORP COM 587376104 3869394 116548 X 115703 0 845
MERCANTILE BK CORP COM 587376104 78086 2352 X 2352 0 0
MERCER INTL INC COM 588056101 30850 5000 X 5000 0 0
MERCHANTS BANCSHARES INC COM 588448100 37330 1320 X 1320 0 0
MERCHANTS BANCSHARES INC COM 588448100 53732 1900 X 1900 0 0
MERCHANTS GROUP INC COM 588539106 1079 52 X 52 0 0
MERCK & CO INC COM 589331107 373635382 7381181 X 6999669 0 381512
MERCK & CO INC COM 589331107 268966687 5313447 X 5046878 730 265839
MERCURY COMPUTER SYS INC COM 589378108 1653075 77500 X 77500 0 0
MERCURY GEN CORP COM NEW 589400100 87321 1950 X 850 0 1100
MERCURY GEN CORP COM NEW 589400100 45900 1025 X 0 0 1025
MERCURY INTERACTIVE CORP COM 589405109 10036879 220107 X 167613 0 52494
MERCURY INTERACTIVE CORP COM 589405109 51984 1140 X 900 0 240
MEREDITH CORP COM 589433101 2444240 52940 X 47644 0 5296
MERIDIAN RESOURCE CORP COM 58977Q109 62495 14500 X 14500 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 7363 1040 X 1040 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 2765638 125142 X 124208 0 934
MERIT MEDICAL SYSTEMS INC COM 589889104 60421 2734 X 2734 0 0
PAGE 56
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
MERITAGE CORP COM 59001A102 6602006 139725 X 135500 0 4225
MERITAGE CORP COM 59001A102 132300 2800 X 2800 0 0
MERRILL LYNCH & COMPANY COM 590188108 19486740 364034 X 250648 0 113386
MERRILL LYNCH & COMPANY COM 590188108 5155474 96310 X 82665 100 13545
MESA AIR GROUP INC COM 590479101 8187656 736300 X 570900 0 165400
MESABI TRUST CTF BEN INT 590672101 3473 696 X 696 0 0
MESTEK INC COM 590829107 234617 13957 X 13957 0 0
MESTEK INC COM 590829107 5954102 354200 X 354200 0 0
MET PRO CORP COM 590876306 28851 1770 X 1770 0 0
MET PRO CORP COM 590876306 32600 2000 X 2000 0 0
METASOLV INC COM 59139P104 9877 4429 X 4429 0 0
METHODE ELECTRONICS INC CL A COM 591520200 275652 23400 X 23400 0 0
METLIFE INC COM 59156R108 7135527 254386 X 105767 0 148619
METLIFE INC COM 59156R108 381368 13596 X 13596 0 0
METRIS COMPANIES INC COM 591598107 62764 15234 X 15234 0 0
METRIS COMPANIES INC COM 591598107 29252 7100 X 7100 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 59819 17140 X 17140 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 8376 2400 X 2400 0 0
METROCORP BANCSHARES INC COM 591650106 3315 265 X 265 0 0
METROCORP BANCSHARES INC COM 591650106 5004 400 X 400 0 0
METROLOGIC INSTRUMENTS INC COM 591676101 118800 3300 X 3300 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 102759 10794 X 10794 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 65117 6840 X 6840 0 0
MGE ENERGY INC COM 55277P104 1392317 46027 X 4427 0 41600
MGE ENERGY INC COM 55277P104 117219 3875 X 3875 0 0
MGI PHARMA INC COM 552880106 752895 19500 X 19500 0 0
MGI PHARMA INC COM 552880106 810810 21000 X 21000 0 0
MGIC INVT CORP WI COM 552848103 11367506 218312 X 200772 0 17540
MGIC INVT CORP WI COM 552848103 527209 10125 X 9825 0 300
MGM MIRAGE COM 552953101 851286 23291 X 14440 0 8851
MGM MIRAGE COM 552953101 628295 17190 X 17000 0 190
MICHAELS STORES INC COM 594087108 1273791 31251 X 2155 0 29096
MICHAELS STORES INC COM 594087108 7744 190 X 0 0 190
MICREL INC COM 594793101 321207 26350 X 0 0 26350
MICROCHIP TECHNOLOGY INC COM 595017104 2258829 94275 X 68010 0 26265
MICROCHIP TECHNOLOGY INC COM 595017104 15095 630 X 0 0 630
MICROMUSE INC COM 595094103 4054990 495720 X 490500 0 5220
MICROMUSE INC COM 595094103 85890 10500 X 10500 0 0
MICRON TECHNOLOGY INC COM 595112103 1696892 126445 X 55149 0 71296
MICRON TECHNOLOGY INC COM 595112103 2684 200 X 200 0 0
MICROS SYS INC COM 594901100 379904 11200 X 11200 0 0
MICROSEMI CORP COM 595137100 1109762 73300 X 18800 0 54500
MICROSOFT CORP COM 594918104 483196554 17381171 X 15829679 0 1551492
MICROSOFT CORP COM 594918104 136745781 4918913 X 4417565 2350 498998
PAGE 57
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
MICROSTRATEGY INC CL A COM 594972408 838444 18231 X 108 0 18123
MICROSTRATEGY INC CL A COM 594972408 5887 128 X 128 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 3685371 71658 X 31300 0 40358
MID ATLANTIC MED SVCS INC COM 59523C107 13629 265 X 0 0 265
MID-AMER APT CMNTYS INC COM 59522J103 30180 1000 X 1000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 56316 1866 X 1800 0 66
MID-STATE BANCSHARES COM 595440108 53775 2390 X 2390 0 0
MID-STATE BANCSHARES COM 595440108 74250 3300 X 3300 0 0
MIDAS INC COM 595626102 157920 12000 X 9800 0 2200
MIDAS INC COM 595626102 3948 300 X 200 0 100
MIDDLESEX WTR CO COM 596680108 188727 7700 X 7700 0 0
MIDLAND CO COM 597486109 1595 75 X 75 0 0
MIDWAY GAMES INC COM 598148104 90099 30439 X 30439 0 0
MIDWEST BANC HOLDINGS INC COM 598251106 22260 1000 X 1000 0 0
MILACRON INC COM 598709103 52900 23000 X 23000 0 0
MILACRON INC COM 598709103 5520 2400 X 2400 0 0
MILLBROOK PRESS INC COM 600179105 3500 5000 X 5000 0 0
MILLENNIUM CELL INC COM 60038B105 1305 450 X 450 0 0
MILLENNIUM CHEMICALS INC COM 599903101 3571967 374028 X 286560 0 87468
MILLENNIUM CHEMICALS INC COM 599903101 611 64 X 64 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 176547 11427 X 8372 0 3055
MILLENNIUM PHARMACEUTICALS INC COM 599902103 2660861 172224 X 172224 0 0
MILLER HERMAN INC COM 600544100 72226 3172 X 3172 0 0
MILLIPORE CORP COM 601073109 6500678 141135 X 99273 0 41862
MILLIPORE CORP COM 601073109 3006290 65269 X 64994 0 275
MILLS CORP COM 601148109 60363 1534 X 34 0 1500
MILLS CORP COM 601148109 253217 6435 X 6435 0 0
MINDSPEED TECHNOLOGIES INC COM 602682106 17076 3168 X 3168 0 0
MINDSPEED TECHNOLOGIES INC COM 602682106 9977 1851 X 1851 0 0
MINE SAFETY APPLIANCES CO COM 602720104 35503 650 X 650 0 0
MINERALS TECHNOLOGIES INC COM 603158106 928162 18235 X 785 0 17450
MINERALS TECHNOLOGIES INC COM 603158106 55990 1100 X 1100 0 0
MIPS TECHNOLOGIES INC CL B COM 604567206 397 100 X 100 0 0
MOBILE MINI INC COM 60740F105 181071 9300 X 9300 0 0
MOCON INC COM 607494101 32004 4000 X 1000 0 3000
MOCON INC COM 607494101 91507 11437 X 11437 0 0
MOD-PAC CORP COM 607495108 238644 34092 X 34092 0 0
MODEM MEDIA INC CLASS A COM 607533106 1500 300 X 300 0 0
MODINE MFG CO COM 607828100 104574 4370 X 1070 0 3300
MODINE MFG CO COM 607828100 28716 1200 X 1200 0 0
MOHAWK INDS INC COM 608190104 97566 1368 X 653 0 715
MOHAWK INDS INC COM 608190104 789084 11064 X 11064 0 0
MOLECULAR DEVICES CORP COM 60851C107 5223 300 X 300 0 0
PAGE 58
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
MOLEX INC CL A NON-VTG COM 608554200 5258995 214916 X 205998 0 8918
MOLEX INC CL A NON-VTG COM 608554200 3074558 125646 X 108846 0 16800
MOLEX INC COM 608554101 4041669 141416 X 114398 0 27018
MOLEX INC COM 608554101 2087112 73027 X 62281 0 10746
MOLINA HEALTHCARE INC COM 60855R100 1018425 36700 X 28403 0 8297
MONACO COACH CORP COM 60886R103 393476 23775 X 23775 0 0
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 2748920 326475 X 315100 0 11375
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 57256 6800 X 6800 0 0
MONRO MUFFLER BRAKE INC COM 610236101 132160 4480 X 4480 0 0
MONRO MUFFLER BRAKE INC COM 610236101 82158 2785 X 2300 0 485
MONSANTO CO COM 61166W101 25552407 1067352 X 1010728 0 56624
MONSANTO CO COM 61166W101 2607521 108919 X 73281 6 35632
MONSTER WORLDWIDE INC COM 611742107 1550576 61482 X 44710 0 16772
MONSTER WORLDWIDE INC COM 611742107 10088 400 X 0 0 400
MONY GROUP INC COM 615337102 192989 5929 X 5929 0 0
MONY GROUP INC COM 615337102 77274 2374 X 2374 0 0
MOODYS CORP COM 615369105 3400829 61867 X 54207 0 7660
MOODYS CORP COM 615369105 3227948 58722 X 53687 0 5035
MOOG CORP CL A COM 615394202 6740440 171950 X 139227 0 32723
MOOG CORP CL A COM 615394202 117600 3000 X 3000 0 0
MORGAN STANLEY COM 617446448 21186943 419876 X 319499 0 100377
MORGAN STANLEY COM 617446448 5082331 100720 X 83507 0 17213
MOTOROLA INC COM 620076109 10996892 920242 X 751674 0 168568
MOTOROLA INC COM 620076109 4925503 412176 X 383971 0 28205
MOVIE GALLERY INC COM 624581104 634147 32060 X 23035 0 9025
MOVIE GALLERY INC COM 624581104 47472 2400 X 2400 0 0
MPS GROUP INC COM 553409103 165510 18390 X 18390 0 0
MPS GROUP INC COM 553409103 107955 11995 X 10300 0 1695
MPW INDL SVCS GROUP INC COM 553444100 1167061 540306 X 385306 0 155000
MPW INDL SVCS GROUP INC COM 553444100 8640 4000 X 4000 0 0
MRO SOFTWARE INC COM 55347W105 233947 17139 X 17139 0 0
MSC INDL DIRECT INC CL A COM 553530106 300240 14400 X 4400 0 10000
MSC SOFTWARE CORP COM 553531104 7645622 1061892 X 816292 0 245600
MSC SOFTWARE CORP COM 553531104 25920 3600 X 3600 0 0
MTC TECHNOLOGIES INC COM 55377A106 3227285 140500 X 139500 0 1000
MTC TECHNOLOGIES INC COM 55377A106 66613 2900 X 2900 0 0
MTI TECHNOLOGY CORP COM 553903105 255 150 X 150 0 0
MTS SYSTEMS CORP COM 553777103 188214 12350 X 2250 0 10100
MTS SYSTEMS CORP COM 553777103 47244 3100 X 3100 0 0
MUELLER INDS INC COM 624756102 1088497 42770 X 37970 0 4800
MUELLER INDS INC COM 624756102 33085 1300 X 1300 0 0
MULTI-COLOR CORP COM 625383104 11050 500 X 500 0 0
MUNICIPAL MTG & EQUITY%GROWTH SH LLC 62624B101 3237 132 X 132 0 0
PAGE 59
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
MURPHY OIL CORP COM 626717102 1502238 25570 X 21840 0 3730
MURPHY OIL CORP COM 626717102 772328 13146 X 11846 0 1300
MYERS INDS INC COM 628464109 195195 19500 X 1944 0 17556
MYKROLIS CORP COM 62852P103 3447141 283949 X 281511 0 2438
MYKROLIS CORP COM 62852P103 327986 27017 X 27017 0 0
MYLAN LABORATORIES COM 628530107 1179405 30515 X 22150 0 8365
MYLAN LABORATORIES COM 628530107 359445 9300 X 8850 0 450
MYRIAD GENETICS COM 62855J104 147526 12975 X 0 0 12975
MYRIAD GENETICS COM 62855J104 11370 1000 X 1000 0 0
NABI BIOPHARMACEUTICALS COM 629519109 6744 800 X 800 0 0
NACCO INDS INC CL A 629579103 343200 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 135650 5000 X 0 0 5000
NARA BANCORP INC COM 63080P105 17140 1000 X 1000 0 0
NASH FINCH CO COM 631158102 119350 7700 X 7700 0 0
NASHUA CORP COM 631226107 4150743 522106 X 323906 0 198200
NASSDA CORP COM 63172M101 108803 13825 X 0 0 13825
NASTECH PHARMACEUTICAL INC COM 631728409 1250 125 X 125 0 0
NATHANS FAMOUS INC NEW COM 632347100 2165 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 19726387 669599 X 616498 0 53101
NATIONAL CITY CORPORATION COM 635405103 9392526 318823 X 310623 0 8200
NATIONAL FUEL GAS CO N J COM 636180101 450899 19733 X 19733 0 0
NATIONAL FUEL GAS CO N J COM 636180101 642451 28116 X 23560 0 4556
NATIONAL HEALTH INVS INC COM 63633D104 18230 1000 X 1000 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 816911 20382 X 0 0 20382
NATIONAL PRESTO INDS INC COM 637215104 161398 4700 X 4700 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 2361206 73125 X 40319 0 32806
NATIONAL SEMICONDUCTOR CORP COM 637640103 38748 1200 X 1010 0 190
NATIONAL-OILWELL INC COM 637071101 4093472 225660 X 171305 0 54355
NATIONAL-OILWELL INC COM 637071101 45441 2505 X 2115 0 390
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 980973 31301 X 31301 0 0
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 224112 7151 X 7151 0 0
NATL COMMERCE FINANCIAL CORP COM 63545P104 261240 10500 X 0 0 10500
NATL COMMERCE FINANCIAL CORP COM 63545P104 166696 6700 X 6700 0 0
NATURES SUNSHINE PRODS INC COM 639027101 99600 12000 X 12000 0 0
NAUTILUS GROUP INC COM 63910B102 266282 21100 X 21100 0 0
NAVIGANT CONSULTING INC COM 63935N107 2223198 180601 X 179501 0 1100
NAVIGANT CONSULTING INC COM 63935N107 39392 3200 X 3200 0 0
NAVIGATORS GROUP INC COM 638904102 75400 2320 X 2320 0 0
NAVIGATORS GROUP INC COM 638904102 34450 1060 X 700 0 360
NAVISTAR INTL CORP NEW COM 63934E108 2493286 66880 X 66620 0 260
NAVISTAR INTL CORP NEW COM 63934E108 132642 3558 X 3213 0 345
NBT BANCORP INC COM 628778102 663066 32744 X 32744 0 0
NBT BANCORP INC COM 628778102 143775 7100 X 7100 0 0
PAGE 60
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
NBTY INC COM 628782104 1337955 57300 X 43100 0 14200
NCI BLDG SYS INC COM 628852105 16041927 806127 X 629237 0 176890
NCI BLDG SYS INC COM 628852105 43780 2200 X 2200 0 0
NCO GROUP INC COM 628858102 20526401 879075 X 723670 0 155405
NCO GROUP INC COM 628858102 114415 4900 X 4900 0 0
NCR CORP COM 62886E108 477917 15081 X 13337 0 1744
NCR CORP COM 62886E108 68926 2175 X 1963 0 212
NDCHEALTH CORP COM 639480102 485265 23163 X 22673 0 490
NEIMAN MARCUS GROUP INC CL A COM 640204202 12510 300 X 300 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 18181 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 241119 6162 X 4656 0 1506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 37839 967 X 967 0 0
NEKTAR THERAPEUTICS COM 640268108 4573005 357266 X 354582 0 2684
NEKTAR THERAPEUTICS COM 640268108 100531 7854 X 7854 0 0
NEOFORMA INC COM 640475505 103970 7400 X 0 0 7400
NEON SYSTEMS COM 640509105 130985 33500 X 0 0 33500
NETEGRITY INC COM 64110P107 226546 22700 X 22400 0 300
NETFLIX INC COM 64110L106 1678 50 X 50 0 0
NETGEAR INC COM 64111Q104 169645 10195 X 0 0 10195
NETIQ CORP COM 64115P102 16716 1400 X 1400 0 0
NETIQ CORP COM 64115P102 33432 2800 X 2800 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V107 1743944 78450 X 0 0 78450
NETWORK APPLIANCE INC COM 64120L104 1070249 52131 X 47821 0 4310
NETWORK APPLIANCE INC COM 64120L104 78979 3847 X 2147 0 1700
NETWORK EQUIP TECHNOLOGIES COM 641208103 261233 28550 X 14900 0 13650
NETWORKS ASSOCIATES INC COM 640938106 262128 19050 X 775 0 18275
NETWORKS ASSOCIATES INC COM 640938106 4128 300 X 300 0 0
NET2PHONE INC COM 64108N106 1893 300 X 300 0 0
NEUBERGER BERMAN INC COM 641234109 736284 17585 X 2300 0 15285
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 882 150 X 150 0 0
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 17640 3000 X 3000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3568229 72100 X 71700 0 400
NEUROCRINE BIOSCIENCES INC COM 64125C109 69286 1400 X 1400 0 0
NEUROGEN CORP COM 64124E106 1124 200 X 200 0 0
NEW CENTURY FINANCIAL CORP COM 64352D101 729109 25700 X 22400 0 3300
NEW ENGLAND BUSINESS SVC INC COM 643872104 789815 29670 X 11020 0 18650
NEW ENGLAND BUSINESS SVC INC COM 643872104 103818 3900 X 3900 0 0
NEW FRONTIER MEDIA INC COM 644398109 380 100 X 0 0 100
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 38362 1480 X 1480 0 0
NEW JERSEY RES CORP COM 646025106 12336096 342289 X 269089 0 73200
NEW JERSEY RES CORP COM 646025106 179551 4982 X 4982 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 156006 4951 X 2586 0 2365
NEW YORK CMNTY BANCORP INC COM 649445103 222618 7065 X 6932 0 133
PAGE 61
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
NEW YORK TIMES CO CL A COM 650111107 3693665 84990 X 53830 0 31160
NEW YORK TIMES CO CL A COM 650111107 764461 17590 X 17300 0 290
NEWCASTLE INVESTMENT CORP COM 65105M108 1423081 61900 X 51500 0 10400
NEWELL RUBBERMAID INC COM 651229106 5022846 231788 X 203000 0 28788
NEWELL RUBBERMAID INC COM 651229106 1321632 60989 X 43517 0 17472
NEWFIELD EXPL CO COM 651290108 1650796 42800 X 38300 0 4500
NEWFOCUS INC COM 644383101 449 100 X 100 0 0
NEWMIL BANCORP INC 651633109 61856 2380 X 2380 0 0
NEWMONT MINING CORP COM NEW 651639106 3326207 85091 X 55488 0 29603
NEWMONT MINING CORP COM NEW 651639106 1094168 27991 X 27492 0 499
NEWPARK RESOURCES NEW 651718504 7025340 1633800 X 1280200 0 353600
NEWPORT CORP COM 651824104 8460 600 X 600 0 0
NEXPRISE INC COM 65333Q202 32 12 X 12 0 0
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 3787178 192145 X 149180 0 42965
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 606871 30790 X 28990 0 1800
NEXTEL PARTNERS INC CL A COM 65333F107 208810 26600 X 0 0 26600
NEXTERA ENTERPRISES INC COM 65332E101 501724 1166800 X 782200 0 384600
NICOR INC COM 654086107 4414638 125630 X 123388 0 2242
NICOR INC COM 654086107 125098 3560 X 3560 0 0
NII HOLDINGS INC CL B COM 62913F201 47480 800 X 0 0 800
NIKE INC CL B COM 654106103 4984381 81953 X 36957 0 44996
NIKE INC CL B COM 654106103 261526 4300 X 4300 0 0
NISOURCE INC COM 65473P105 1527071 76430 X 63630 0 12800
NISOURCE INC COM 65473P105 2386651 119452 X 119032 0 420
NL INDUSTRIES COM 629156407 44482 2734 X 2734 0 0
NL INDUSTRIES COM 629156407 123017 7561 X 7561 0 0
NMS COMMUNICATIONS CORP COM 629248105 1660319 741214 X 588324 0 152890
NMS COMMUNICATIONS CORP COM 629248105 17920 8000 X 8000 0 0
NOBLE ENERGY INC COM 655044105 3141328 82019 X 74495 0 7524
NOBLE ENERGY INC COM 655044105 766843 20022 X 16922 0 3100
NORDSON CORP COM 655663102 41424 1600 X 1600 0 0
NORDSTROM INC COM 655664100 773824 31190 X 20252 0 10938
NORDSTROM INC COM 655664100 178880 7210 X 7210 0 0
NORFOLK SOUTHERN CORP COM 655844108 9345164 505144 X 412762 0 92382
NORFOLK SOUTHERN CORP COM 655844108 6721957 363349 X 335174 0 28175
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 246198 11100 X 11100 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 920026 41480 X 40880 0 600
NORTH FORK BANCORP NY COM 659424105 3021478 86949 X 80505 0 6444
NORTH FORK BANCORP NY COM 659424105 1244085 35801 X 35801 0 0
NORTH PITTSBURGH SYSTEMS COM 661562108 27440 1600 X 1600 0 0
NORTH PITTSBURGH SYSTEMS COM 661562108 37730 2200 X 2200 0 0
NORTHEAST BANCORP COM 663904100 6680 400 X 400 0 0
NORTHEAST UTILITIES COM 664397106 631644 35248 X 25381 0 9867
NORTHEAST UTILITIES COM 664397106 479683 26768 X 25306 0 1462
PAGE 62
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
NORTHERN TR CORP COM 665859104 2749658 64927 X 61247 0 3680
NORTHERN TR CORP COM 665859104 2255476 53258 X 44932 0 8326
NORTHFIELD LABS INC COM 666135108 3365 500 X 0 0 500
NORTHRIM BANCORP INC COM 666762109 86802 4600 X 4600 0 0
NORTHRIM BANCORP INC COM 666762109 45099 2390 X 1700 0 690
NORTHROP GRUMMAN CORP COM 666807102 41893522 485891 X 451063 0 34828
NORTHROP GRUMMAN CORP COM 666807102 7665820 88910 X 83193 50 5667
NORTHWAY FINL INC COM 667270102 726887 24384 X 24384 0 0
NORTHWEST AIRLS CORP CLA COM 667280101 970 100 X 100 0 0
NORTHWEST NATURAL GAS CO COM 667655104 10034174 346006 X 271006 0 75000
NORTHWEST NATURAL GAS CO COM 667655104 61045 2105 X 1600 0 505
NORTHWEST PIPE CO COM 667746101 8520046 633932 X 490616 0 143316
NORTHWESTERN CORP COM 668074107 150 500 X 500 0 0
NORWOOD FINL CORP COM 669549107 16232 600 X 600 0 0
NOVADIGM INC COM 669937104 3079 1000 X 1000 0 0
NOVAMED EYECARE INC COM 66986W108 11357 5707 X 5707 0 0
NOVELL INC COM 670006105 288765 54484 X 53376 0 1108
NOVELL INC COM 670006105 127200 24000 X 24000 0 0
NOVELLUS SYS INC COM 670008101 2881939 85772 X 39017 0 46755
NOVELLUS SYS INC COM 670008101 32256 960 X 700 0 260
NOVEN PHARMACEUTICALS INC COM 670009109 2528949 220100 X 217800 0 2300
NOVEN PHARMACEUTICALS INC COM 670009109 83877 7300 X 7300 0 0
NOVOSTE CORP COM 67010C100 5280 1200 X 1200 0 0
NPS PHARM INC COM 62936P103 735504 26400 X 0 0 26400
NSTAR COM 67019E107 1833215 38594 X 37974 0 620
NSTAR COM 67019E107 1146223 24131 X 24131 0 0
NTL INC COM 62940M104 199424 4310 X 2100 0 2210
NTL INC COM 62940M104 9393 203 X 203 0 0
NU HORIZONS ELECTRS CORP COM 669908105 17899 2055 X 2055 0 0
NU HORIZONS ELECTRS CORP COM 669908105 40937 4700 X 4700 0 0
NU SKIN ENTERPRISES INC COM 67018T105 86700 6800 X 0 0 6800
NUCOR CORPORATION COM 670346105 2809921 61245 X 38881 0 22364
NUCOR CORPORATION COM 670346105 714260 15568 X 15568 0 0
NUCO2 INC COM 629428103 11020 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 227125 12500 X 12500 0 0
NUI CORP COM 629431107 7379320 493600 X 391500 0 102100
NUVEEN INVESTMENTS INC CL A COM 67090F106 665500 24200 X 24200 0 0
NUVELO INC COM 67072M103 15780 6000 X 6000 0 0
NVIDIA CORP COM 67066G104 1798541 112620 X 40500 0 72120
NVIDIA CORP COM 67066G104 20761 1300 X 1300 0 0
NVR INC COM 62944T105 2486445 5330 X 4600 0 730
NVR INC COM 62944T105 81638 175 X 175 0 0
NYFIX INC COM 670712108 138320 24700 X 24700 0 0
PAGE 63
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
O CHARLEYS INC COM 670823103 14524296 984698 X 757914 0 226784
O REILLY AUTOMOTIVE INC COM 686091109 1795104 48780 X 0 0 48780
OCCIDENTAL PETE CORP COM 674599105 11801733 334991 X 280928 0 54063
OCCIDENTAL PETE CORP COM 674599105 456757 12965 X 12115 0 850
OCEANEERING INTL INC COM 675232102 8743536 371749 X 282734 0 89015
OCTEL CORP COM 675727101 24360 1400 X 1400 0 0
OCTEL CORP COM 675727101 1148 66 X 66 0 0
OCWEN FINANCIAL CORP COM 675746101 4550 1000 X 1000 0 0
ODYSSEY HEALTHCARE INC COM 67611V101 1709044 57312 X 23200 0 34112
ODYSSEY HEALTHCARE INC COM 67611V101 126735 4250 X 4250 0 0
OFFICE DEPOT INC COM 676220106 19190937 1365903 X 1203630 0 162273
OFFICE DEPOT INC COM 676220106 2349539 167227 X 158277 0 8950
OFFICEMAX INC COM 67622M108 17194 1835 X 1835 0 0
OFFSHORE LOGISTICS INC COM 676255102 4361699 214862 X 155862 0 59000
OGE ENERGY CORP COM 670837103 307450 13610 X 9576 0 4034
OGE ENERGY CORP COM 670837103 535699 23714 X 23714 0 0
OHIO CASUALITY COM 677240103 9366431 647300 X 509800 0 137500
OIL STATES INTERNATIONAL INC COM 678026105 4898340 386000 X 301200 0 84800
OLD DOMINION FGHT LINES INC COM 679580100 2193939 74700 X 74100 0 600
OLD DOMINION FGHT LINES INC COM 679580100 41118 1400 X 1400 0 0
OLD REP INTERNATIONAL CORPORATION 680223104 1459137 44096 X 5271 0 38825
OLD SECOND BANCORP INC COM 680277100 36120 840 X 840 0 0
OLIN CORP COM 680665205 6500438 410900 X 317800 0 93100
OLIN CORP COM 680665205 9935 628 X 628 0 0
OM GROUP INC COM 670872100 1245864 85100 X 21650 0 63450
OMEGA FINL CORP COM 682092101 4785 145 X 145 0 0
OMEGA FINL CORP COM 682092101 508200 15400 X 15400 0 0
OMEGA PROTEIN CORP CPM 68210P107 6779 1035 X 1035 0 0
OMEGA PROTEIN CORP CPM 68210P107 13428 2050 X 2050 0 0
OMNICARE INC COM 681904108 623838 17300 X 8200 0 9100
OMNICARE INC COM 681904108 346176 9600 X 0 0 9600
OMNICOM GROUP INC COM 681919106 23577937 328155 X 312385 0 15770
OMNICOM GROUP INC COM 681919106 2063748 28723 X 25418 0 3305
OMNOVA SOLUTIONS INC COM 682129101 90909 25900 X 25900 0 0
ON ASSIGNMENT INC COM 682159108 86064 16300 X 16300 0 0
ON SEMICONDUCTOR CORP COM 682189105 1200 300 X 300 0 0
ONEIDA LTD COM 682505102 158207 51366 X 1366 0 50000
ONEOK INC NEW COM 682680103 164708 8166 X 8166 0 0
ONEOK INC NEW COM 682680103 24204 1200 X 1200 0 0
ONLINE RESOURCES CORPORATION 68273G101 705 100 X 100 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 32355 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 327 150 X 150 0 0
OPENWAVE SYS INC COM 683718100 1322 314 X 314 0 0
OPENWAVE SYS INC COM 683718100 68223 16205 X 16205 0 0
PAGE 64
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
OPTICAL COMMUNICATIONS PROD COM 68382T101 3965 1680 X 1680 0 0
OPTICAL COMMUNICATIONS PROD COM 68382T101 23600 10000 X 10000 0 0
OPTICARE HEALTH SYS INC COM 68386P105 72593 109989 X 109989 0 0
ORACLE CORP COM 68389X105 24650831 2191185 X 1690771 0 500414
ORACLE CORP COM 68389X105 4658884 414123 X 397773 0 16350
ORBITAL SCIENCES CORP COM 685564106 34336 3700 X 0 0 3700
OREGON STL MLS INC COM 686079104 53 20 X 20 0 0
ORIENT EXPRESS HOTELS LTD COM G67743107 81120 5200 X 5200 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 374103 47475 X 32600 0 14875
ORTHOLOGIC CORP COM 68750J107 6988 1287 X 1287 0 0
OSHKOSH B GOSH INC CL A COM 688222207 198198 7700 X 7700 0 0
OSHKOSH TRUCK CORP COM 688239201 10618688 268081 X 201881 0 66200
OSHKOSH TRUCK CORP COM 688239201 39610 1000 X 1000 0 0
OSI PHARMACEUTICALS INC COM 671040103 3102 95 X 39 0 56
OSI PHARMACEUTICALS INC COM 671040103 65300 2000 X 2000 0 0
OSI SYSTEMS INC COM 671044105 15570 900 X 900 0 0
OSI SYSTEMS INC COM 671044105 32870 1900 X 1900 0 0
OSTEOTECH INC COM 688582105 91575 11100 X 11100 0 0
OTTER TAIL CORP COM 689648103 273630 10500 X 10500 0 0
OUTBACK STEAKHOUSE INC COM 689899102 3699861 97699 X 49435 0 48264
OUTBACK STEAKHOUSE INC COM 689899102 60213 1590 X 400 0 1190
OVERTURE SVCS INC COM 69039R100 7899 300 X 300 0 0
OWENS & MINOR INC NEW COM 690732102 535020 22200 X 21150 0 1050
OWENS & MINOR INC NEW COM 690732102 2410 100 X 0 0 100
OWENS ILL INC COM NEW 690768403 141037 12350 X 1100 0 11250
OXFORD HEALTH PLANS INC COM 691471106 1418255 34332 X 1582 0 32750
OXFORD HEALTH PLANS INC COM 691471106 185895 4500 X 1000 0 3500
OXFORD INDS INC COM 691497309 333840 5200 X 5200 0 0
OYO GEOSPACE CORP COM 671074102 81851 6450 X 600 0 5850
P.A.M. TRANSPORTATION SVCS COM 693149106 3055428 148900 X 115900 0 33000
PAC WEST TELECOM INC COM 69371Y101 7375 2500 X 0 0 2500
PACCAR INC COM 693718108 1074192 14440 X 9254 0 5186
PACCAR INC COM 693718108 16738 225 X 225 0 0
PACIFIC SUNWEAR CA INC COM 694873100 1358230 65742 X 50442 0 15300
PACIFIC SUNWEAR CA INC COM 694873100 15495 750 X 750 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 977464 20030 X 720 0 19310
PACIFICARE HEALTH SYSTEMS COM 695112102 40504 830 X 730 0 100
PACKAGING CORP OF AMERICA COM 695156109 1588556 81800 X 45300 0 36500
PACKAGING CORP OF AMERICA COM 695156109 38840 2000 X 2000 0 0
PACTIV CORP COM 695257105 974576 48056 X 18306 0 29750
PACTIV CORP COM 695257105 101664 5013 X 5013 0 0
PAIN THERAPEUTICS INC COM 69562K100 185 30 X 30 0 0
PALATIN TECHNOLOGIES INC COM 696077304 4800 1000 X 0 0 1000
PAGE 65
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
PALL CORP COM 696429307 12660872 564210 X 524193 0 40017
PALL CORP COM 696429307 1469124 65469 X 61469 0 4000
PALM INC NEW COM 696642206 8254 427 X 362 0 65
PALM INC NEW COM 696642206 6804 352 X 202 0 150
PALOMAR MED TECHNOLOGIES INC COM 697529303 91492 14318 X 13318 0 1000
PANAMSAT CORP COM 697933109 169416 11700 X 11700 0 0
PANERA BREAD CO CL A COM 69840W108 1373015 33480 X 20880 0 12600
PANERA BREAD CO CL A COM 69840W108 73818 1800 X 1800 0 0
PAPA JOHNS INTL INC COM 698813102 287796 11600 X 11600 0 0
PAPA JOHNS INTL INC COM 698813102 68228 2750 X 2750 0 0
PARAGON TECHNOLOGIES INC COM 69912T108 46053 4515 X 4515 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 245706 78002 X 33202 0 44800
PARAMETRIC TECHNOLOGY CORP COM 699173100 2520 800 X 0 0 800
PAREXEL INTL CORP COM 699462107 257556 16900 X 16600 0 300
PARK ELECTROCHEMICAL CORP COM 700416209 291200 12800 X 12800 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 147238 6472 X 1272 0 5200
PARK NATL CORP COM 700658107 246180 2200 X 400 0 1800
PARK NATL CORP COM 700658107 207015 1850 X 1850 0 0
PARK PL ENTMT CORP COM 700690100 115328 12800 X 200 0 12600
PARK PL ENTMT CORP COM 700690100 14416 1600 X 1600 0 0
PARKER DRILLING CO COM 701081101 1888 800 X 800 0 0
PARKER-HANNIFIN CORP COM 701094104 8426397 188510 X 171416 0 17094
PARKER-HANNIFIN CORP COM 701094104 1388918 31072 X 29260 0 1812
PARKWAY PROPERTIES INC COM 70159Q104 456447 10445 X 5975 0 4470
PARTHUSCEVA INC COM 70212E106 1151 134 X 1 0 133
PARTHUSCEVA INC COM 70212E106 859 100 X 100 0 0
PARTY CITY CORP COM 702145103 1536358 124100 X 123100 0 1000
PARTY CITY CORP COM 702145103 44568 3600 X 3600 0 0
PATINA OIL & GAS CORP COM 703224105 5221713 144087 X 141500 0 2587
PATINA OIL & GAS CORP COM 703224105 86976 2400 X 2400 0 0
PATTERSON DENTAL CO COM 703412106 23032 400 X 0 0 400
PATTERSON DENTAL CO COM 703412106 158345 2750 X 2750 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1186938 43847 X 19530 0 24317
PATTERSON-UTI ENERGY INC COM 703481101 32755 1210 X 1030 0 180
PAXAR CORP COM 704227107 323840 25300 X 23471 0 1829
PAXAR CORP COM 704227107 1280 100 X 100 0 0
PAXSON COMMUNICATIONS CORP COM 704231109 10231984 2062900 X 1614400 0 448500
PAXSON COMMUNICATIONS CORP COM 704231109 12400 2500 X 0 0 2500
PAYCHEX INC COM 704326107 5043185 147894 X 136949 0 10945
PAYCHEX INC COM 704326107 4387374 128662 X 60883 0 67779
PAYLESS SHOESOURCE INC COM 704379106 122309 9452 X 3752 0 5700
PAYLESS SHOESOURCE INC COM 704379106 79620 6153 X 6153 0 0
PC-TEL INC COM 69325Q105 141108 13200 X 13200 0 0
PAGE 66
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
PEABODY ENERGY CORP COM 704549104 507567 16180 X 6980 0 9200
PEABODY ENERGY CORP COM 704549104 140851 4490 X 4100 0 390
PEAPACK-GLADSTONE FINL CORP COM 704699107 1688139 49394 X 46082 0 3312
PEC SOLUTIONS INC COM 705107100 1733916 117474 X 107700 0 9774
PEC SOLUTIONS INC COM 705107100 33948 2300 X 2300 0 0
PEDIATRIX MEDICAL GROUP INC COM 705324101 11751269 255185 X 201135 0 54050
PEDIATRIX MEDICAL GROUP INC COM 705324101 59865 1300 X 1300 0 0
PEETS COFFEE & TEA INC COM 705560100 40324 2050 X 0 0 2050
PEGASUS COMMUNICATIONS CORP COM 705904605 298 20 X 20 0 0
PEGASUS SOLUTIONS INC COM 705906105 223722 16200 X 16200 0 0
PENFORD CORPORATION COM 707051108 72800 5600 X 5600 0 0
PENN ENGINEERING & MFG CORP COM 707389300 75509 4900 X 0 0 4900
PENN VIRGINIA CORP COM 707882106 97240 2200 X 0 0 2200
PENNICHUCK CORPORATION NEW COM 708254206 46481 1754 X 265 0 1489
PENTAIR INC 709631105 12203489 306082 X 235582 0 70500
PENTAIR INC 709631105 185635 4656 X 1656 0 3000
PEOPLES BK BRIDGEPORT CT COM 710198102 269460 8982 X 8982 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 255630 8521 X 7521 0 1000
PEOPLES ENERGY CORP COM 711030106 4009308 96890 X 95510 0 1380
PEOPLES ENERGY CORP COM 711030106 193783 4683 X 4683 0 0
PEOPLESOFT INC COM 712713106 4967485 271893 X 217485 0 54408
PEOPLESOFT INC COM 712713106 105966 5800 X 5500 0 300
PEP BOYS-MANNY,MOE & JACK COM 713278109 536724 35080 X 35080 0 0
PEP BOYS-MANNY,MOE & JACK COM 713278109 6120 400 X 400 0 0
PEPCO HOLDINGS INC COM 713291102 450541 26073 X 18081 0 7992
PEPCO HOLDINGS INC COM 713291102 611574 35392 X 34790 0 602
PEPSI BOTTLING GROUP COM 713409100 1862531 90502 X 85502 0 5000
PEPSI BOTTLING GROUP COM 713409100 302938 14720 X 3000 0 11720
PEPSIAMERICAS INC COM 71343P200 14896 1028 X 1028 0 0
PEPSIAMERICAS INC COM 71343P200 196340 13550 X 12950 0 600
PEPSICO INC COM 713448108 366687709 8001041 X 7565199 200 435642
PEPSICO INC COM 713448108 137911636 3009200 X 2851860 375 156965
PERFORMANCE FOOD GROUP CO COM 713755106 4399044 108005 X 107405 0 600
PERFORMANCE FOOD GROUP CO COM 713755106 89606 2200 X 1700 0 500
PERFORMANCE TECHNOLOGIES INC COM 71376K102 11721452 984996 X 655396 0 329600
PERICOM SEMICONDUCTOR CORP COM 713831105 6098389 613520 X 475895 0 137625
PERICOM SEMICONDUCTOR CORP COM 713831105 28826 2900 X 2900 0 0
PERKINELMER INC COM 714046109 1137655 74308 X 57993 0 16315
PERKINELMER INC COM 714046109 3196544 208788 X 208788 0 0
PEROT SYSTEMS CORP COM CL A 714265105 115000 11500 X 0 0 11500
PERRIGO CO COM 714290103 2546 200 X 200 0 0
PERVASIVE SOFTWARE COM 715710109 4759 675 X 675 0 0
PETCO ANIMAL SUPPLIES INC COM 716016209 7415496 237600 X 236100 0 1500
PETCO ANIMAL SUPPLIES INC COM 716016209 371399 11900 X 11900 0 0
PAGE 67
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
PETROLEUM HELICOPTERS INC COM NON VT 716604202 2964 100 X 100 0 0
PETSMART INC COM 716768106 1109550 48750 X 550 0 48200
PF CHANGS CHINA BISTRO COM 69333Y108 3232457 71278 X 54278 0 17000
PF CHANGS CHINA BISTRO COM 69333Y108 142853 3150 X 3150 0 0
PFF BANCORP INC COM 69331W104 100422 3150 X 0 0 3150
PFIZER INC COM 717081103 599698435 19739909 X 18389275 0 1350634
PFIZER INC COM 717081103 292619674 9631984 X 9125802 30831 475351
PG & E CORP COM 69331C108 1377381 57631 X 41649 0 15982
PG & E CORP COM 69331C108 156951 6567 X 6567 0 0
PHARMACEUTICAL HOLDRS TR 71712A206 14870 200 X 0 0 200
PHARMACEUTICAL PROD DEV INC COM 717124101 1327847 55350 X 36200 0 19150
PHARMACEUTICAL RES INC COM 717125108 191016 2800 X 0 0 2800
PHARMOS CORP COM 717139208 253 100 X 100 0 0
PHELPS DODGE CORP COM 717265102 1458054 31155 X 15242 0 15913
PHELPS DODGE CORP COM 717265102 267181 5709 X 5435 0 274
PHILADELPHIA CONS HLDG CORP COM 717528103 4265255 93250 X 92650 0 600
PHILADELPHIA CONS HLDG CORP COM 717528103 86906 1900 X 1900 0 0
PHILADELPHIA SUBN CORP COM 718009608 6237346 259026 X 195989 0 63037
PHILADELPHIA SUBN CORP COM 718009608 196252 8150 X 8150 0 0
PHILLIPS VAN HEUSEN CORP 718592108 9293667 619165 X 488265 0 130900
PHOENIX COMPANIES INC COM 71902E109 4935223 427292 X 306551 0 120741
PHOENIX COMPANIES INC COM 71902E109 146847 12714 X 11345 0 1369
PHOENIX FOOTWEAR GROUP INC COM 71903M100 29800 5000 X 5000 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 462652 73800 X 15700 0 58100
PHOTOMEDEX INC COM 719358103 197200 85000 X 85000 0 0
PHOTON DYNAMICS INC COM 719364101 305235 10500 X 10500 0 0
PHOTRONICS INC 719405102 1458503 68250 X 20800 0 47450
PHOTRONICS INC 719405102 64110 3000 X 3000 0 0
PICO HLDGS INC COM NEW 693366205 954888 72340 X 50460 0 21880
PIEDMONT NAT GAS INC COM 720186105 1135095 29105 X 29105 0 0
PIEDMONT NAT GAS INC COM 720186105 522210 13390 X 13090 0 300
PIER 1 IMPORTS INC COM 720279108 1167195 60665 X 0 0 60665
PIER 1 IMPORTS INC COM 720279108 121212 6300 X 0 0 6300
PINNACLE ENTMT INC COM 723456109 117600 16800 X 16800 0 0
PINNACLE SYS INC COM 723481107 3920508 468400 X 465200 0 3200
PINNACLE SYS INC COM 723481107 75330 9000 X 9000 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1772764 49937 X 44737 0 5200
PINNACLE WEST CAPITAL CORP COM 723484101 14200 400 X 400 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 395928 15551 X 1111 0 14440
PIONEER NATURAL RESOURCES CO COM 723787107 484 19 X 19 0 0
PITNEY BOWES INC COM 724479100 12094328 315614 X 290331 0 25283
PITNEY BOWES INC COM 724479100 8775970 229018 X 212831 0 16187
PIXAR INC COM 725811103 309589 4645 X 4635 0 10
PIXAR INC COM 725811103 18329 275 X 0 0 275
PAGE 68
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
PLAINS EXPLORATION & PRODTN COM 726505100 2069397 165950 X 105855 0 60095
PLAINS RES INC COM PAR $0.10 726540503 190485 15300 X 15300 0 0
PLANAR SYS INC COM 726900103 2122108 99770 X 99070 0 700
PLANAR SYS INC COM 726900103 82953 3900 X 3900 0 0
PLANTRONICS INC NEW COM 727493108 40579 1700 X 1700 0 0
PLATO LEARNING INC COM 72764Y100 33855 4391 X 4391 0 0
PLATO LEARNING INC COM 72764Y100 53970 7000 X 7000 0 0
PLAYBOY ENTERPRISES INC CL B COM 728117300 655 45 X 45 0 0
PLAYTEX PRODS INC COM 72813P100 73308 12300 X 12300 0 0
PLEXUS CORP COM 729132100 1922904 123739 X 3105 0 120634
PLEXUS CORP COM 729132100 66822 4300 X 4300 0 0
PLUG POWER INC COM 72919P103 28041 5466 X 4216 0 1250
PLUG POWER INC COM 72919P103 6413 1250 X 1250 0 0
PLUMTREE SOFTWARE INC COM 72940Q104 12690 3000 X 3000 0 0
PMA CAPITAL CORP CL A COM 693419202 25060 2000 X 0 0 2000
PMC-SIERRA INC COM 69344F106 1176812 89220 X 45330 0 43890
PMC-SIERRA INC COM 69344F106 2163 164 X 164 0 0
PMI GROUP INC COM 69344M101 2369588 70210 X 56410 0 13800
PMI GROUP INC COM 69344M101 108675 3220 X 2900 0 320
PNC FINANCIAL SERVICES GROUP COM 693475105 13406664 281771 X 233967 0 47804
PNC FINANCIAL SERVICES GROUP COM 693475105 4187896 88018 X 81323 0 6695
PNM RES INC COM 69349H107 98140 3500 X 600 0 2900
PNM RES INC COM 69349H107 44303 1580 X 580 0 1000
POGO PRODUCING CO COM 730448107 227577 5026 X 3876 0 1150
POGO PRODUCING CO COM 730448107 90560 2000 X 2000 0 0
POLARIS INDS INC COM 731068102 1141910 15400 X 15400 0 0
POLARIS INDS INC COM 731068102 88980 1200 X 1200 0 0
POLO RALPH LAUREN COM 731572103 93870 3500 X 3500 0 0
POLYCOM INC COM 73172K104 1191186 71715 X 100 0 71615
POLYCOM INC COM 73172K104 8139 490 X 0 0 490
POLYMEDICA CORP COM 731738100 424000 16000 X 16000 0 0
POLYONE CORP COM 73179P106 240320 61150 X 59650 0 1500
POPE & TALBOT INC COM 732827100 152712 10100 X 9800 0 300
POPE & TALBOT INC COM 732827100 756 50 X 50 0 0
POPULAR INC COM 733174106 437800 11000 X 11000 0 0
POSSIS MEDICAL INC 737407106 178940 11500 X 11500 0 0
POTLATCH CORP COM 737628107 118880 4000 X 4000 0 0
POWELL INDS INC COM 739128106 5534100 330000 X 265000 0 65000
POWER INTEGRATIONS INC COM 739276103 1299684 39100 X 19200 0 19900
POWER-ONE INC COM 739308104 455958 43800 X 9300 0 34500
POWERWAVE TECHNOLOGIES INC COM 739363109 259624 39100 X 0 0 39100
POZEN INC COM 73941U102 17760 1000 X 1000 0 0
PPG INDS INC COM 693506107 19990547 382814 X 369543 0 13271
PPG INDS INC COM 693506107 3891487 74521 X 74021 0 500
PAGE 69
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
PPL CORP COM 69351T106 2990169 73020 X 53725 0 19295
PPL CORP COM 69351T106 2371333 57908 X 27523 0 30385
PRACTICEWORKS INC COM 739419109 6692 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 6718088 993800 X 770600 0 223200
PRAECIS PHARMACEUTICALS INC COM 739421105 6760 1000 X 1000 0 0
PRAXAIR INC COM 74005P104 5019809 81030 X 41763 0 39267
PRAXAIR INC COM 74005P104 783110 12641 X 12006 0 635
PRE PAID LEGAL SVCS INC COM 740065107 264646 11300 X 11300 0 0
PRECISION CASTPARTS CORP COM 740189105 7605047 216668 X 210268 0 6400
PRECISION CASTPARTS CORP COM 740189105 358827 10223 X 10223 0 0
PREFORMED LINE PRODS CO COM 740444104 292032 15600 X 15600 0 0
PREFORMED LINE PRODS CO COM 740444104 3744 200 X 200 0 0
PREMCOR INC COM 74045Q104 919617 39690 X 0 0 39690
PREMCOR INC COM 74045Q104 50279 2170 X 2000 0 170
PREMIER CMNTY BANKSHARES INC COM 740473103 22530 1500 X 1500 0 0
PRESIDENTIAL LIFE CORP COM 740884101 4786587 314700 X 250100 0 64600
PRESSTEK INC COM 741113104 36850 5000 X 5000 0 0
PRESSTEK INC COM 741113104 737 100 X 100 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 226632 39900 X 39900 0 0
PRICE COMMUNICATIONS CORP COM 741437305 17360 1400 X 1400 0 0
PRICE COMMUNICATIONS CORP COM 741437305 32240 2600 X 2600 0 0
PRICELINE.COM INC COM 741503403 2410 83 X 83 0 0
PRICESMART INC COM 741511109 65 10 X 10 0 0
PRIDE INTL INC COM 74153Q102 2573010 151800 X 145700 0 6100
PRIDE INTL INC COM 74153Q102 76275 4500 X 4500 0 0
PRIMA ENERGY CORP COM 741901201 208690 8200 X 8200 0 0
PRIME HOSPITALITY CORP COM 741917108 437663 50364 X 39064 0 11300
PRIME HOSPITALITY CORP COM 741917108 48012 5525 X 4300 0 1225
PRIMEDIA INC COM 74157K101 6669 2340 X 2340 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 2531 375 X 375 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1639030 52889 X 49190 0 3699
PRINCIPAL FINANCIAL GROUP COM 74251V102 38768 1251 X 1251 0 0
PRIORITY HEALTHCARE CORP CL B COM 74264T102 14551325 706375 X 584875 0 121500
PRIORITY HEALTHCARE CORP CL B COM 74264T102 43260 2100 X 2100 0 0
PROASSURANCE CORP COM 74267C106 712908 27600 X 0 0 27600
PROCTER & GAMBLE CO COM 742718109 384703907 4144623 X 3903708 150 240765
PROCTER & GAMBLE CO COM 742718109 198125311 2134511 X 2002418 2355 129738
PROGRESS ENERGY INC COM 743263105 6862445 154351 X 146001 0 8350
PROGRESS ENERGY INC COM 743263105 3898786 87692 X 78265 0 9427
PROGRESS SOFTWARE CORP COM 743312100 13762131 636252 X 479352 0 156900
PROGRESS SOFTWARE CORP COM 743312100 30282 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 3076777 44520 X 42805 0 1715
PROGRESSIVE CORP OHIO COM 743315103 32020253 463323 X 203458 0 259865
PAGE 70
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
PROQUEST CO COM 74346P102 20007146 760728 X 606913 0 153815
PROSOFT TRAINING COM 743477101 5737 13310 X 13310 0 0
PROSPERITY BANCSHARES INC COM 743606105 3629093 170300 X 164400 0 5900
PROSPERITY BANCSHARES INC COM 743606105 76716 3600 X 3600 0 0
PROTECTIVE LIFE CORP COM 743674103 258800 8670 X 320 0 8350
PROTECTIVE LIFE CORP COM 743674103 32835 1100 X 1100 0 0
PROTEIN DESIGN LABS INC COM 74369L103 3448221 245425 X 231800 0 13625
PROTEIN DESIGN LABS INC COM 74369L103 70391 5010 X 5010 0 0
PROTON ENERGY SYS INC COM 74371K101 195 75 X 75 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 7128 800 X 800 0 0
PROVIDENT BANKSHARES CORP COM 743859100 471294 16630 X 15900 0 730
PROVIDENT FINANCIAL SERVICES COM 74386T105 74724 3900 X 3900 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 1260952 106951 X 94573 0 12378
PROVIDIAN FINANCIAL CORP COM 74406A102 537624 45600 X 41600 0 4000
PROVINCE HEALTHCARE CO COM 743977100 434732 33570 X 33570 0 0
PROVINCE HEALTHCARE CO COM 743977100 24605 1900 X 1900 0 0
PROXIM CORP CL A COM 744283102 2834 1889 X 1889 0 0
PROXYMED INC COM 744290305 2336300 153200 X 122100 0 31100
PRUDENTIAL FINANCIAL INC COM 744320102 7789523 208499 X 137904 0 70595
PRUDENTIAL FINANCIAL INC COM 744320102 286626 7672 X 6248 0 1424
PSS WORLD MED INC COM 69366A100 11796369 1343550 X 1040750 0 302800
PSS WORLD MED INC COM 69366A100 43900 5000 X 5000 0 0
PSYCHIATRIC SOLUTIONS INC COM 74439H108 3319200 240000 X 201335 0 38665
PTEK HLDGS INC COM 69366M104 823 100 X 100 0 0
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 11309718 269279 X 255337 0 13942
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 4125408 98224 X 86757 0 11467
PUGET ENERGY INC COM 745310102 246595 10994 X 6494 0 4500
PUGET ENERGY INC COM 745310102 388263 17310 X 17310 0 0
PULITZER INC COM 745769109 11972580 229800 X 189100 0 40700
PULTE HOMES INC COM 745867101 3429404 50425 X 27886 0 22539
QAD INC COM 74727D108 541 50 X 50 0 0
QLOGIC CORP COM 747277101 6811702 144899 X 141769 0 3130
QLOGIC CORP COM 747277101 756861 16100 X 16100 0 0
QMED INC COM 747914109 4952 800 X 800 0 0
QRS CORP COM 74726X105 87344 10300 X 10300 0 0
QUAKER CHEMICAL CORP COM 747316107 141886 6100 X 6100 0 0
QUALCOMM INC COM 747525103 10375497 248992 X 156757 0 92235
QUALCOMM INC COM 747525103 443994 10655 X 10655 0 0
QUANEX CORP COM 747620102 2592072 77145 X 4100 0 73045
QUANTA SVCS INC COM 74762E102 8270 1000 X 1000 0 0
QUANTA SVCS INC COM 74762E102 15713 1900 X 1900 0 0
QUANTUM CORP-DLT & STORAGE COM 747906204 77770 25250 X 1100 0 24150
QUEST DIAGNOSTICS INC COM 74834L100 3512087 57917 X 44627 0 13290
QUEST DIAGNOSTICS INC COM 74834L100 757394 12490 X 11955 0 535
PAGE 71
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
QUEST SOFTWARE INC COM 74834T103 989970 81412 X 912 0 80500
QUESTAR CORP COM 748356102 799427 25947 X 947 0 25000
QUESTAR CORP COM 748356102 3959085 128500 X 114500 0 14000
QUICKSILVER RESOURCES INC COM 74837R104 3420 140 X 140 0 0
QUIDEL CORP COM 74838J101 3340 500 X 500 0 0
QUIKSILVER INC COM 74838C106 6328960 396800 X 304900 0 91900
QUIKSILVER INC COM 74838C106 90915 5700 X 5700 0 0
QUOVADX INC COM 74913K106 1418 375 X 375 0 0
QWEST COMMUNICATIONS INTL COM 749121109 1274143 374748 X 184726 0 190022
QWEST COMMUNICATIONS INTL COM 749121109 263973 77639 X 71875 150 5614
R & B INC COM 749124103 7908874 614043 X 436443 0 177600
R & B INC COM 749124103 51520 4000 X 4000 0 0
R H DONNELLEY CORP NEW COM 74955W307 82436 2040 X 1940 0 100
R H DONNELLEY CORP NEW COM 74955W307 114764 2840 X 1840 0 1000
R J REYNOLDS TOBACCO HOLD COM 76182K105 470526 11900 X 11600 0 300
R J REYNOLDS TOBACCO HOLD COM 76182K105 603974 15275 X 14825 0 450
RADIAN GROUP INC COM 750236101 2398000 54009 X 40485 0 13524
RADIAN GROUP INC COM 750236101 103230 2325 X 2100 0 225
RADIANT SYS INC COM 75025N102 109190 17900 X 17900 0 0
RADIO ONE INC CL D NON-VTG COM 75040P405 3265895 227430 X 169000 0 58430
RADIO ONE INC CL D NON-VTG COM 75040P405 133548 9300 X 9300 0 0
RADIOSHACK CORP COM 750438103 805424 28350 X 12436 0 15914
RADIOSHACK CORP COM 750438103 39774 1400 X 1400 0 0
RADISYS CORP COM 750459109 209148 11600 X 11600 0 0
RADYNE COMSTREAM INC COM 750611402 25044 6250 X 6250 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 158122 17300 X 17300 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 27420 3000 X 3000 0 0
RALCORP HOLDINGS COM 751028101 572836 20680 X 20680 0 0
RALCORP HOLDINGS COM 751028101 77560 2800 X 2800 0 0
RAMBUS INC COM 750917106 70728 4200 X 4200 0 0
RAMBUS INC COM 750917106 3368 200 X 200 0 0
RAND CAPITAL CORP COM 752185108 11704 9835 X 9835 0 0
RARE HOSPITALITY INTL INC COM 753820109 540547 21700 X 21700 0 0
RAVEN INDS INC COM 754212108 290280 11800 X 0 0 11800
RAYMOND JAMES FINL INC COM 754730109 3203707 88135 X 72700 0 15435
RAYMOND JAMES FINL INC COM 754730109 127479 3507 X 3507 0 0
RAYONIER INC COM 754907103 2489957 61329 X 59753 0 1576
RAYONIER INC COM 754907103 1607232 39587 X 19628 0 19959
RAYOVAC CORP COM 755081106 10752900 736500 X 558400 0 178100
RAYOVAC CORP COM 755081106 131400 9000 X 0 0 9000
RAYTECH CORP DEL 755103108 165 47 X 47 0 0
RAYTHEON CO COM 755111507 38678696 1381382 X 1309466 0 71916
RAYTHEON CO COM 755111507 15074500 538375 X 503958 600 33817
PAGE 72
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
RCN CORP COM 749361101 109432 59474 X 59474 0 0
RCN CORP COM 749361101 5796 3150 X 3150 0 0
RC2 CORP COM 749388104 12377069 641000 X 508000 0 133000
READERS DIGEST ASSOCIATION COM 755267101 131506 9400 X 3900 0 5500
READERS DIGEST ASSOCIATION COM 755267101 117516 8400 X 8400 0 0
REALNETWORKS INC COM 75605L104 4536 700 X 0 0 700
REALNETWORKS INC COM 75605L104 324 50 X 50 0 0
RED HAT INC COM 756577102 3500 350 X 350 0 0
RED HAT INC COM 756577102 10000 1000 X 1000 0 0
REDBACK NETWORKS COM 757209101 1364 2200 X 2200 0 0
REEBOK INTERNATIONAL LTD COM 758110100 1972370 59000 X 23814 0 35186
REEBOK INTERNATIONAL LTD COM 758110100 6686 200 X 0 0 200
REGAL BELOIT CORP COM 758750103 408000 20000 X 11200 0 8800
REGAL ENTERTAINMENT GROUP CL A COM 758766109 2494260 134100 X 129700 0 4400
REGENERON PHARMACEUTICALS INC COM 75886F107 690014 39050 X 39050 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 1767 100 X 0 0 100
REGENT COMMUNICATIONS INC COM 758865109 4612820 756200 X 595100 0 161100
REGIONS FINL CORP COM 758940100 1269408 37063 X 35288 0 1775
REGIONS FINL CORP COM 758940100 252902 7384 X 4796 0 2588
REGIS CORP MINNESOTA COM 758932107 902010 28100 X 19550 0 8550
REHABCARE GROUP INC COM 759148109 244241 14325 X 10400 0 3925
REINSURANCE GROUP AMER INC COM 759351109 8924250 219000 X 174800 0 44200
RELIANCE STL & ALUM CO COM 759509102 14887471 670909 X 531109 0 139800
RELIANT RESOURCES COM 75952B105 46177 9019 X 9019 0 0
RELIANT RESOURCES COM 75952B105 167926 32798 X 31407 0 1391
REMEC INC COM 759543101 337620 33100 X 0 0 33100
REMEDYTEMP INC CL A COM 759549108 3480221 288815 X 204815 0 84000
REMEDYTEMP INC CL A COM 759549108 9640 800 X 800 0 0
REMINGTON OIL & GAS CORP COM NEW 759594302 377520 20800 X 20800 0 0
REMINGTON OIL & GAS CORP COM NEW 759594302 9075 500 X 500 0 0
RENAISSANCE LEARNING INC COM 75968L105 61360 2600 X 0 0 2600
RENAL CARE GROUP INC COM 759930100 1400150 41000 X 34400 0 6600
RENAL CARE GROUP INC COM 759930100 161359 4725 X 3850 0 875
RENT A CTR INC COM 76009N100 7821437 242751 X 176251 0 66500
RENT WAY INC COM 76009U104 29213 5440 X 5440 0 0
RENT WAY INC COM 76009U104 40275 7500 X 7500 0 0
REPLIGEN CORP COM 759916109 5390 1000 X 1000 0 0
REPUBLIC BANCORP INC COM 760282103 9479404 711667 X 577242 0 134425
REPUBLIC BANCORP INC COM 760282103 346506 26014 X 14616 0 11398
REPUBLIC SERVICES INC COM 760759100 2190397 96749 X 57079 0 39670
RES-CARE INC COM 760943100 18665470 2424087 X 1657037 0 767050
RES-CARE INC COM 760943100 15400 2000 X 2000 0 0
RESMED INC COM 761152107 958764 21800 X 21500 0 300
PAGE 73
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
RESOURCE AMER INC COM NEW 761195205 4163 351 X 351 0 0
RESOURCES CONNECTION INC COM 76122Q105 1171979 48650 X 0 0 48650
RESPIRONICS INC COM 761230101 4715287 112725 X 97171 0 15554
RESPIRONICS INC COM 761230101 184052 4400 X 4400 0 0
RETEK INC COM 76128Q109 145159 21505 X 18000 0 3505
REYNOLDS & REYNOLDS CO CL A COM 761695105 1581012 57387 X 51837 0 5550
REYNOLDS & REYNOLDS CO CL A COM 761695105 211446 7675 X 3000 0 4675
RF MICRO DEVICES INC COM 749941100 10164 1100 X 1100 0 0
RF MICRO DEVICES INC COM 749941100 29106 3150 X 3150 0 0
RICHARDSON ELECTRS LTD COM 763165107 8279 781 X 781 0 0
RICKS CABARET INTL INC COM 765641303 174 100 X 0 0 100
RIGGS NATIONAL CORPORATION COM 766570105 419748 26300 X 14000 0 12300
RIGGS NATIONAL CORPORATION COM 766570105 88897 5570 X 4700 0 870
RIGHT MGMT CONSULTANTS INC COM 766573109 101248 5600 X 0 0 5600
RIMAGE CORP COM 766721104 2907890 216200 X 183400 0 32800
RITE AID CORP COM 767754104 195306 37850 X 28750 0 9100
RITE AID CORP COM 767754104 675960 131000 X 116000 0 15000
RLI CORP COM 749607107 2247383 68268 X 67907 0 361
RLI CORP COM 749607107 92736 2817 X 2817 0 0
ROADWAY CORPORATION COM 769742107 635717 13035 X 12935 0 100
ROBBINS & MYERS INC COM 770196103 206832 9300 X 9300 0 0
ROBERT HALF INTL INC COM 770323103 1144358 58685 X 49157 0 9528
ROBERT HALF INTL INC COM 770323103 5655 290 X 0 0 290
ROCK-TENN CO CL A COM 772739207 496449 34050 X 22600 0 11450
ROCKFORD CORP COM 77316P101 310050 45000 X 0 0 45000
ROCKWELL AUTOMATION INC COM 773903109 6349796 241897 X 200509 0 41388
ROCKWELL AUTOMATION INC COM 773903109 442811 16869 X 15669 0 1200
ROCKWELL COLLINS INC COM 774341101 1008510 39941 X 20289 0 19652
ROCKWELL COLLINS INC COM 774341101 428341 16964 X 15764 0 1200
ROCKY SHOES & BOOTS INC COM 774830103 4324350 381000 X 280000 0 101000
ROGERS CORP COM 775133101 904853 29170 X 29170 0 0
ROGERS CORP COM 775133101 117876 3800 X 3800 0 0
ROHM & HAAS CO COM 775371107 2233089 66759 X 41070 0 25689
ROHM & HAAS CO COM 775371107 283790 8484 X 6051 0 2433
ROLLINS INC COM 775711104 12042 675 X 675 0 0
ROPER INDUSTRIES INC COM 776696106 1281677 29430 X 18630 0 10800
ROSLYN BANCORP INC COM 778162107 470000 20000 X 0 0 20000
ROSS STORES INC COM 778296103 1369665 29525 X 20025 0 9500
ROSS STORES INC COM 778296103 171643 3700 X 1200 0 2500
ROTO-ROOTER INC COM 778787101 227520 6400 X 2200 0 4200
ROUSE CO COM 779273101 2283075 54750 X 49200 0 5550
ROWAN COS INC COM 779382100 292404 11896 X 11320 0 576
ROXIO INC COM 780008108 154504 17800 X 17800 0 0
ROXIO INC COM 780008108 356 41 X 41 0 0
PAGE 74
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
ROYAL GOLD INC COM 780287108 73080 4000 X 0 0 4000
RPM INTERNATIONAL INC DELAWARE 749685103 722806 55345 X 44015 0 11330
RPM INTERNATIONAL INC DELAWARE 749685103 484382 37089 X 37089 0 0
RSA SEC INC COM 749719100 27322 1900 X 1200 0 700
RSA SEC INC COM 749719100 28760 2000 X 2000 0 0
RTI INTERNATIONAL METALS COM 74973W107 233860 22230 X 15830 0 6400
RTI INTERNATIONAL METALS COM 74973W107 38924 3700 X 3700 0 0
RUBY TUESDAY INC COM 781182100 7867093 326300 X 241000 0 85300
RUBY TUESDAY INC COM 781182100 165105 6848 X 6848 0 0
RUDDICK CORP COM 781258108 6216 400 X 400 0 0
RUDOPLH TECHNOLOGIES INC COM 781270103 205004 10600 X 10600 0 0
RURAL / METRO CORP COM 781748108 15336 10650 X 10650 0 0
RUSS BERRIE & CO INC COM 782233100 481262 14285 X 13785 0 500
RUSS BERRIE & CO INC COM 782233100 16845 500 X 500 0 0
RUSSELL CORP COM 782352108 372781 22870 X 22870 0 0
RUSSELL CORP COM 782352108 58680 3600 X 2600 0 1000
RYANS FAMILY STEAK HOUSES INC COM 783519101 12754981 997262 X 766997 0 230265
RYDER SYSTEM COM 783549108 13057721 445352 X 331688 0 113664
RYDER SYSTEM COM 783549108 73300 2500 X 2500 0 0
RYERSON TULL INC COM 78375P107 125580 16100 X 16100 0 0
RYLAND GROUP INC COM 783764103 1412485 19320 X 16120 0 3200
S & P 500 DEPOSITORY RECEIPT 78462F103 71312426 713481 X 658636 0 54845
S & P 500 DEPOSITORY RECEIPT 78462F103 7046975 70505 X 42098 0 28407
SABRE HOLDINGS CORP CL A COM 785905100 387980 18054 X 12228 0 5826
SABRE HOLDINGS CORP CL A COM 785905100 44957 2092 X 2092 0 0
SAFECO CORP COM 786429100 1482933 41950 X 17592 0 24358
SAFECO CORP COM 786429100 316383 8950 X 8950 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 15626 4596 X 4596 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 3400 1000 X 0 0 1000
SAFENET INC COM 78645R107 352268 9750 X 0 0 9750
SAFEWAY INC COM NEW 786514208 18299972 797732 X 704527 0 93205
SAFEWAY INC COM NEW 786514208 1768376 77087 X 76837 0 250
SAGA COMMUNICATIONS INC COM 786598102 9056 468 X 468 0 0
SAGA COMMUNICATIONS INC COM 786598102 96750 5000 X 5000 0 0
SAKS INC COM 79377W108 99158 8600 X 8600 0 0
SALISBURY BANCORP INC COM 795226109 83400 2780 X 2780 0 0
SALISBURY BANCORP INC COM 795226109 69000 2300 X 2300 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 4577274 237657 X 235768 0 1889
SALIX PHARMACEUTICALS LTD COM 795435106 99054 5143 X 5143 0 0
SALTON INC COM 795757103 71640 7200 X 7200 0 0
SANDERSON FARMS INC COM 800013104 147862 4700 X 0 0 4700
SANDISK CORP COM 80004C101 109917 1725 X 225 0 1500
SANDISK CORP COM 80004C101 637 10 X 10 0 0
PAGE 75
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
SANMINA-SCI CORPORATION 800907107 2707215 280250 X 134850 0 145400
SANMINA-SCI CORPORATION 800907107 24053 2490 X 1700 0 790
SANTA FE ENERGY TR 802013102 78240 3000 X 3000 0 0
SANTA FE ENERGY TR 802013102 5216 200 X 200 0 0
SARA LEE CORP COM 803111103 18482883 1006693 X 914839 0 91854
SARA LEE CORP COM 803111103 14454589 787287 X 751011 1600 34676
SATCON TECHNOLOGY CORP COM 803893106 8520 3000 X 3000 0 0
SAUER INC COM 804137107 8159670 578700 X 446750 0 131950
SAVIENT PHARMACEUTICALS INC COM 80517Q100 209575 41500 X 41500 0 0
SBA COMMUNICATIONS CORP COM 78388J106 630 200 X 200 0 0
SBC COMMUNICATIONS INC COM 78387G103 125494628 5640208 X 5197424 0 442784
SBC COMMUNICATIONS INC COM 78387G103 57880327 2601363 X 2458356 1275 141732
SBS TECHNOLOGIES INC COM 78387P103 147832 13600 X 9500 0 4100
SCANA CORP COM 80589M102 657566 19199 X 16199 0 3000
SCANA CORP COM 80589M102 1066888 31150 X 31150 0 0
SCANSOFT INC COM 80603P107 19627 4673 X 4673 0 0
SCANSOURCE INC COM 806037107 23366 640 X 0 0 640
SCHAWK INC COM 806373106 6258 525 X 525 0 0
SCHERING PLOUGH CORP COM 806605101 16352749 1073015 X 864796 0 208219
SCHERING PLOUGH CORP COM 806605101 13326572 874447 X 861434 0 13013
SCHOLASTIC CORP COM 807066105 12601383 437700 X 320500 0 117200
SCHOOL SPECIALTY INC COM 807863105 341341 12100 X 12100 0 0
SCHULMAN A INC COM 808194104 390434 24602 X 24602 0 0
SCHULMAN A INC COM 808194104 128547 8100 X 8100 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3138547 263522 X 228322 0 35200
SCHWAB CHARLES CORP NEW COM 808513105 728821 61194 X 45244 0 15950
SCHWEITZER-MAUDUIT INTL INC COM 808541106 454626 18005 X 10255 0 7750
SCHWEITZER-MAUDUIT INTL INC COM 808541106 21463 850 X 840 0 10
SCIENTIFIC ATLANTA 808655104 2189502 70289 X 50968 0 19321
SCIENTIFIC ATLANTA 808655104 114944 3690 X 3500 0 190
SCIENTIFIC GAMES CORP CL A COM 80874P109 3643782 319630 X 299400 0 20230
SCIENTIFIC GAMES CORP CL A COM 80874P109 125400 11000 X 11000 0 0
SCIENTIFIC TECH INC COM 808799209 4120 1000 X 1000 0 0
SCM MICROSYSTEMS COM 784018103 99833 13657 X 13657 0 0
SCOTTS CO CL A COM 810186106 1227468 22440 X 16440 0 6000
SCOTTS CO CL A COM 810186106 120340 2200 X 0 0 2200
SCP POOL CORP COM 784028102 1238212 44492 X 29792 0 14700
SCPIE HLDGS INC COM 78402P104 64000 6400 X 6400 0 0
SCRIPPS CO (E.W.) CLASS A 811054204 361675 4250 X 100 0 4150
SEABULK INTERNATIONAL INC COM 81169P101 729 100 X 100 0 0
SEACHANGE INTERNATIONAL COM 811699107 2498000 200000 X 200000 0 0
SEACOAST BANKING CORP FL COM 811707306 228688 13143 X 13143 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 628899 30192 X 17000 0 13192
SEACOAST FINL SVCS CORP COM 81170Q106 114565 5500 X 5500 0 0
PAGE 76
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
SEACOR SMIT INC COM 811904101 517231 14300 X 12200 0 2100
SEACOR SMIT INC COM 811904101 77766 2150 X 2150 0 0
SEALED AIR CORP NEW COM 81211K100 974024 20623 X 14647 0 5976
SEALED AIR CORP NEW COM 81211K100 170878 3618 X 2708 0 910
SEARS ROEBUCK & CO COM 812387108 2753241 62960 X 33575 0 29385
SEARS ROEBUCK & CO COM 812387108 1403427 32093 X 19638 0 12455
SEATTLE GENETICS INCCOM 812578102 6070 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 120294 5920 X 5920 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 18288 900 X 900 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 38115 1500 X 1500 0 0
SECTOR SPDR INDUSTRIAL SELECT INDEX 81369Y704 23290 1000 X 1000 0 0
SEEBEYOND TECHNOLOGIES CORP COM 815704101 612 240 X 240 0 0
SEI INVESTMENT CO COM 784117103 824329 25325 X 24125 0 1200
SEI INVESTMENT CO COM 784117103 3255 100 X 100 0 0
SELECT MEDICAL CORP COM 816196109 12162240 422300 X 336400 0 85900
SELECTICA INC COM 816288104 1650150 347400 X 271920 0 75480
SELECTIVE INS GROUP INC 816300107 13066438 438324 X 348900 0 89424
SELECTIVE INS GROUP INC 816300107 1957623 65670 X 65670 0 0
SEMPRA ENERGY COM 816851109 3597716 122538 X 44899 0 77639
SEMPRA ENERGY COM 816851109 682444 23244 X 22174 0 1070
SEMTECH CORP COM 816850101 140121 7570 X 45 0 7525
SEMTECH CORP COM 816850101 29616 1600 X 1600 0 0
SENECA FOODS CORP CL A COM 817070501 7600 400 X 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 10485300 499300 X 410600 0 88700
SENSIENT TECHNOLOGIES CORP COM 81725T100 39900 1900 X 1900 0 0
SEPRACOR INC COM 817315104 85622 3100 X 3100 0 0
SEPRACOR INC COM 817315104 16572 600 X 600 0 0
SEQUENOM INC COM 817337108 19231 5954 X 5954 0 0
SERENA SOFTWARE COM 817492101 483390 26200 X 26200 0 0
SEROLOGICALS CORP COM 817523103 16804385 1277900 X 1117493 0 160407
SEROLOGICALS CORP COM 817523103 117035 8900 X 8900 0 0
SERVICE CORP INTERNATIONAL 817565104 6855 1500 X 1500 0 0
SERVICE CORP INTERNATIONAL 817565104 88800 19431 X 19431 0 0
SERVICEMASTER CO COM 81760N109 637618 62146 X 45384 0 16762
SERVICEMASTER CO COM 81760N109 616154 60054 X 60054 0 0
SFBC INTL INC COM 784121105 28432 1000 X 1000 0 0
SHARPER IMAGE CORP COM 820013100 4829090 208600 X 207100 0 1500
SHARPER IMAGE CORP COM 820013100 104175 4500 X 4500 0 0
SHAW GROUP INC COM 820280105 7376496 701855 X 554355 0 147500
SHAW GROUP INC COM 820280105 80927 7700 X 7700 0 0
SHERWIN WILLIAMS CO COM 824348106 11676270 397017 X 386457 0 10560
SHERWIN WILLIAMS CO COM 824348106 1242425 42245 X 42245 0 0
SHOE CARNIVAL INC COM 824889109 413559 28900 X 0 0 28900
PAGE 77
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
SHOPKO STORES INC COM 824911101 308625 20575 X 14475 0 6100
SHOPKO STORES INC COM 824911101 34500 2300 X 2300 0 0
SHUFFLE MASTER INC COM 825549108 293652 10800 X 10800 0 0
SI INTERNATIONAL INC COM 78427V102 6560 400 X 400 0 0
SICOR INC COM 825846108 4344267 224975 X 209800 0 15175
SICOR INC COM 825846108 100412 5200 X 5200 0 0
SIEBEL SYSTEMS INC COM 826170102 2755160 282291 X 245606 0 36685
SIEBEL SYSTEMS INC COM 826170102 523400 53627 X 44817 250 8560
SIERRA HEALTH SVCS INC COM 826322109 382230 18600 X 17850 0 750
SIERRA PACIFIC RESOURCES COM NEW 826428104 9036 1863 X 1863 0 0
SIGMA ALDRICH CORP COM 826552101 9428303 180792 X 171132 0 9660
SIGMA ALDRICH CORP COM 826552101 3102038 59483 X 50620 6963 1900
SILGAN HOLDINGS INC COM 827048109 1771360 55355 X 55355 0 0
SILICON LABORATORIES INC COM 826919102 475703 10590 X 0 0 10590
SILICON STORAGE TECHNOLOGY COM 827057100 3640000 416000 X 412800 0 3200
SILICON STORAGE TECHNOLOGY COM 827057100 126000 14400 X 14400 0 0
SILICON VY BANCSHARES COM 827064106 1140846 41335 X 33005 0 8330
SILICONE IMAGE INC COM 82705T102 3366000 748000 X 742500 0 5500
SILICONE IMAGE INC COM 82705T102 71550 15900 X 15900 0 0
SIMMONS FIRST NATL CORP CL A COM 828730200 29785 1295 X 1295 0 0
SIMMONS FIRST NATL CORP CL A COM 828730200 39100 1700 X 1700 0 0
SIMPSON MFG INC COM 829073105 654240 16000 X 16000 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 9642082 942530 X 853600 0 88930
SINCLAIR BROADCAST GRP CL A COM 829226109 107415 10500 X 10500 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 4550 2500 X 2500 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 13650 7500 X 7500 0 0
SITEL CORP COM 82980K107 1580 1000 X 1000 0 0
SIX FLAGS INC COM 83001P109 647085 123020 X 123020 0 0
SIX FLAGS INC COM 83001P109 44868 8530 X 7600 0 930
SKY FINL GROUP INC COM 83080P103 1238 55 X 55 0 0
SKYLINE CORP COM 830830105 217736 6800 X 5400 0 1400
SKYWEST INC COM 830879102 925494 53435 X 39635 0 13800
SKYWEST INC COM 830879102 50228 2900 X 2900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2860521 314343 X 310643 0 3700
SKYWORKS SOLUTIONS INC COM 83088M102 81964 9007 X 8007 0 1000
SLADES FERRY BANCORP COM 830896106 125412 6779 X 6779 0 0
SLADES FERRY BANCORP COM 830896106 206405 11157 X 11157 0 0
SLM CORP COM 78442P106 5571864 143015 X 106730 0 36285
SLM CORP COM 78442P106 1303796 33465 X 26115 0 7350
SMITH A O CORP COM 831865209 529389 18900 X 17400 0 1500
SMITH INTERNATIONAL INC 832110100 19114087 531242 X 493602 0 37640
SMITH INTERNATIONAL INC 832110100 3488657 96961 X 87511 150 9300
SMITHFIELD FOODS INC 832248108 25651 1336 X 36 0 1300
SMITHFIELD FOODS INC 832248108 19200 1000 X 1000 0 0
PAGE 78
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
SMURFIT-STONE CONTAINER CORP COM 832727101 10642509 712350 X 597525 0 114825
SMURFIT-STONE CONTAINER CORP COM 832727101 63869 4275 X 4150 0 125
SNAP ON INC COM 833034101 1961519 70941 X 59058 0 11883
SOLA INTL INC COM 834092108 287840 17990 X 17990 0 0
SOLA INTL INC COM 834092108 41600 2600 X 2600 0 0
SOLECTRON CORP COM 834182107 1070322 182961 X 94468 0 88493
SOLECTRON CORP COM 834182107 75149 12846 X 12546 0 300
SOLUTIA INC COM 834376105 50015 12535 X 5675 0 6860
SOLUTIA INC COM 834376105 89855 22520 X 22520 0 0
SOMANETICS CORP COM 834445405 31250 5000 X 5000 0 0
SOMERA COMMUNICATIONS INC COM 834458101 2233 1220 X 1220 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 93233 3875 X 0 0 3875
SONIC CORP COM 835451105 637560 25300 X 25300 0 0
SONIC SOLUTIONS COM 835460106 13940 1000 X 1000 0 0
SONICWALL INC COM 835470105 10288 1780 X 1780 0 0
SONICWALL INC COM 835470105 69360 12000 X 0 0 12000
SONOCO PRODUCTS CO SO CAROLINA 835495102 2760586 125767 X 120467 0 5300
SONOCO PRODUCTS CO SO CAROLINA 835495102 4123812 187873 X 185053 0 2820
SONOSIGHT INC COM 83568G104 5467532 273240 X 271240 0 2000
SONOSIGHT INC COM 83568G104 116058 5800 X 5800 0 0
SONUS NETWORKS INC COM 835916107 458700 66200 X 0 0 66200
SONUS NETWORKS INC COM 835916107 6929 1000 X 1000 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 3207048 296400 X 238065 0 58335
SOURCECORP INC COM 836167106 252130 10835 X 10835 0 0
SOURCECORP INC COM 836167106 44213 1900 X 1900 0 0
SOUTH FINANCIAL GRP INC COM 837841105 760912 30400 X 30400 0 0
SOUTH JERSEY IND INC COM 838518108 8093201 213823 X 155223 0 58600
SOUTH JERSEY IND INC COM 838518108 233118 6159 X 6159 0 0
SOUTHERN COMPANY COM 842587107 13241076 451144 X 406840 0 44304
SOUTHERN COMPANY COM 842587107 3556193 121165 X 104754 0 16411
SOUTHERN FINL BANCORP INC COM 842870107 15700 400 X 400 0 0
SOUTHERN PERU COPPER CORP COM 843611104 329588 14900 X 14900 0 0
SOUTHERN UN CO NEW COM 844030106 1030710 60630 X 60530 0 100
SOUTHERN UN CO NEW COM 844030106 338946 19938 X 19938 0 0
SOUTHTRUST CORP COM 844730101 1826045 62195 X 50574 0 11621
SOUTHTRUST CORP COM 844730101 314152 10700 X 9200 0 1500
SOUTHWEST AIRLINES COM 844741108 2976839 168183 X 134827 0 33356
SOUTHWEST AIRLINES COM 844741108 835971 47230 X 43425 0 3805
SOUTHWEST BANCORP OF TEXAS COM 84476R109 806429 22100 X 22100 0 0
SOUTHWEST GAS CORP COM 844895102 14851475 654250 X 510750 0 143500
SOUTHWEST GAS CORP COM 844895102 29510 1300 X 1300 0 0
SOUTHWEST WTR CO COM 845331107 8442 600 X 600 0 0
SOUTHWEST WTR CO COM 845331107 2814 200 X 200 0 0
PAGE 79
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
SOUTHWESTERN ENERGY COM 845467109 6325950 349500 X 284200 0 65300
SOUTHWESTERN ENERGY COM 845467109 81450 4500 X 4500 0 0
SOVEREIGN BANCORP INC COM 845905108 3481353 187674 X 175419 0 12255
SOVEREIGN BANCORP INC COM 845905108 592190 31924 X 23624 0 8300
SPARTECH CORP COM NEW 847220209 10025910 470700 X 388900 0 81800
SPECTRALINK CORP COM 847580107 56070 3000 X 3000 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 13332 2020 X 2020 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2951 100 X 100 0 0
SPHERION CORP COM 848420105 8939347 1284389 X 998989 0 285400
SPHERION CORP COM 848420105 5568 800 X 800 0 0
SPHERIX INC COM 84842R106 12360 1500 X 1500 0 0
SPINNAKER EXPL CO COM 84855W109 532800 22200 X 22200 0 0
SPINNAKER EXPL CO COM 84855W109 4800 200 X 200 0 0
SPRINT CORP COM 852061100 3833830 253896 X 162634 0 91262
SPRINT CORP COM 852061100 1301801 86212 X 84976 0 1236
SPRINT CORP PCS GROUP COM 852061506 1673103 291990 X 123722 0 168268
SPRINT CORP PCS GROUP COM 852061506 191502 33421 X 33221 0 200
SPS TECHNOLOGIES INC COM 784626103 378000 8400 X 8400 0 0
SPSS INC COM 78462K102 188944 11200 X 11200 0 0
SPX CORP COM 784635104 1610881 35576 X 18074 0 17502
SPX CORP COM 784635104 141545 3126 X 3126 0 0
SRA INTERNATIONAL INC CL A COM 78464R105 2254222 60225 X 55000 0 5225
SRA INTERNATIONAL INC CL A COM 78464R105 48659 1300 X 1300 0 0
ST JOE CO COM 790148100 1794074 55925 X 52175 0 3750
ST JOE CO COM 790148100 9624 300 X 300 0 0
ST JUDE MEDICAL INC COM 790849103 11883439 221005 X 188033 0 32972
ST JUDE MEDICAL INC COM 790849103 248417 4620 X 4520 0 100
ST MARY LD & EXPL CO COM 792228108 460824 18200 X 18200 0 0
ST PAUL COMPANIES COM 792860108 3957544 106874 X 68011 0 38863
ST PAUL COMPANIES COM 792860108 1844649 49815 X 45315 0 4500
STAAR SURGICAL CO COM NEW PAR $0.01 852312305 5358050 505000 X 411600 0 93400
STANCORP FINANCIAL GROUP COM 852891100 765809 13330 X 13330 0 0
STANCORP FINANCIAL GROUP COM 852891100 11490 200 X 0 0 200
STANDARD COMMERCIAL CORP COM 853258101 37720 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 12420 3000 X 0 0 3000
STANDARD MICROSYSTEMS CORP COM 853626109 294082 10900 X 10900 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 147864 14640 X 14640 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 27270 2700 X 2700 0 0
STANDARD PAC CORP NEW COM 85375C101 799690 21100 X 21100 0 0
STANDARD REGISTER CO COM 853887107 303780 18300 X 18300 0 0
STANDEX INTL CORP COM 854231107 189540 7800 X 6100 0 1700
STANDEX INTL CORP COM 854231107 40338 1660 X 1360 0 300
STANLEY WKS COM 854616109 8422764 285324 X 269966 0 15358
STANLEY WKS COM 854616109 6556215 222094 X 161042 0 61052
PAGE 80
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
STAPLES INC COM 855030102 37590793 1576795 X 1524290 0 52505
STAPLES INC COM 855030102 5092534 213613 X 208313 0 5300
STAR SCIENTIFIC INC COM 85517P101 18200 10000 X 10000 0 0
STARBUCKS CORP COM 855244109 2816438 97793 X 90338 0 7455
STARBUCKS CORP COM 855244109 337018 11702 X 10262 0 1440
STARRETT LS CO CL A COM 855668109 309000 20600 X 20600 0 0
STARRETT LS CO CL A COM 855668109 90000 6000 X 6000 0 0
STARTEK INC COM 85569C107 294400 9200 X 9200 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 3893737 111889 X 93850 0 18039
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 445823 12811 X 7697 0 5114
STATE AUTO FINL CORP COM 855707105 32408 1285 X 1285 0 0
STATE AUTO FINL CORP COM 855707105 45396 1800 X 1800 0 0
STATE BANCORP INC NY COM 855716106 224020 11246 X 102 0 11144
STATE STREET CORP COM 857477103 17974575 399435 X 374029 0 25406
STATE STREET CORP COM 857477103 13230135 294003 X 290153 0 3850
STATEN IS BANCORP INC COM 857550107 739100 38000 X 38000 0 0
STATEN IS BANCORP INC COM 857550107 252967 13006 X 13006 0 0
STATION CASINOS INC COM 857689103 8014140 261900 X 260200 0 1700
STATION CASINOS INC COM 857689103 284580 9300 X 9300 0 0
STEAK N SHAKE CO COM 857873103 4231600 284000 X 220715 0 63285
STEEL DYNAMICS INC COM 858119100 6838416 449600 X 384300 0 65300
STEEL TECHNOLOGIES INC COM 858147101 78561 6300 X 6300 0 0
STEIN MART INC COM 858375108 145800 27000 X 27000 0 0
STELLENT INC COM 85856W105 4418 570 X 570 0 0
STEMCELLS INC COM 85857R105 2314 1300 X 1000 0 300
STEMCELLS INC COM 85857R105 125 70 X 70 0 0
STEPAN CO COM 858586100 15946 700 X 700 0 0
STERICYCLE INC COM 858912108 86846 1838 X 1838 0 0
STERIS CORP COM 859152100 91389 3970 X 3970 0 0
STERLING BANCORP COM 859158107 158096 5875 X 0 0 5875
STERLING BANCSHARES INC / TX COM 858907108 341198 28600 X 28600 0 0
STERLING BANCSHARES INC / TX COM 858907108 15509 1300 X 1300 0 0
STEWART & STEVENSON SVCS INC COM 860342104 277870 18500 X 18500 0 0
STEWART & STEVENSON SVCS INC COM 860342104 150200 10000 X 10000 0 0
STEWART ENTERPRISES INC COM 860370105 52953 13935 X 13935 0 0
STEWART ENTERPRISES INC COM 860370105 30400 8000 X 8000 0 0
STEWART INFORMATION SVCS CORP COM 860372101 327584 11600 X 11600 0 0
STILLWATER MINING CO COM 86074Q102 6930 1100 X 1100 0 0
STONE ENERGY CORP COM 861642106 673848 19100 X 17100 0 2000
STORAGE COMPUTER CORP COM 86211A101 490 1000 X 1000 0 0
STORAGE TECHNOLOGY CORP COM 862111200 4011465 166175 X 105000 0 61175
STRATEX NETWORKS INC COM 86279T109 20795 5400 X 4000 0 1400
STRAYER EDUCATION INC COM 863236105 106370 1100 X 0 0 1100
STRAYER EDUCATION INC COM 863236105 96700 1000 X 1000 0 0
PAGE 81
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
STRIDE-RITE CORP 863314100 372168 34460 X 34460 0 0
STRIDE-RITE CORP 863314100 1000080 92600 X 92600 0 0
STRYKER CORP COM 863667101 6567333 87204 X 83799 0 3405
STRYKER CORP COM 863667101 5559008 73815 X 55474 0 18341
STURM RUGER & CO INC 864159108 183696 17800 X 17800 0 0
STURM RUGER & CO INC 864159108 26832 2600 X 2000 0 600
SUFFOLK BANCORP COM 864739107 52000 1600 X 0 0 1600
SUMMIT BANCSHARES INC TX COM 866011109 54000 2000 X 2000 0 0
SUN HYDRAULICS COM 866942105 3505 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 2996384 905252 X 607547 0 297705
SUN MICROSYSTEMS INC COM 866810104 659991 199393 X 193468 175 5750
SUNGARD DATA SYS INC COM 867363103 3035964 115392 X 50032 0 65360
SUNGARD DATA SYS INC COM 867363103 1241858 47201 X 26741 0 20460
SUNOCO INC COM 86764P109 761284 18928 X 16269 0 2659
SUNOCO INC COM 86764P109 34107 848 X 848 0 0
SUNRISE SENIOR LIVING INC COM 86768K106 504272 19225 X 18225 0 1000
SUNRISE SENIOR LIVING INC COM 86768K106 32001 1220 X 1220 0 0
SUNTRUST BANKS INC COM 867914103 11051634 183065 X 144130 0 38935
SUNTRUST BANKS INC COM 867914103 6278842 104006 X 101652 0 2354
SUPERCONDUCTOR TECHNOLOGIES INC COM 867931107 1738275 451500 X 447900 0 3600
SUPERCONDUCTOR TECHNOLOGIES INC COM 867931107 35420 9200 X 9200 0 0
SUPERIOR INDS INTL INC COM 868168105 1269823 31315 X 31315 0 0
SUPERIOR INDS INTL INC COM 868168105 313776 7738 X 2000 5738 0
SUPERTEX INC COM 868532102 147108 8200 X 8200 0 0
SUPERVALU INC COM 868536103 1069405 44820 X 26029 0 18791
SUPERVALU INC COM 868536103 413637 17336 X 15886 0 1450
SUPPORTSOFT INC COM 868587106 30773 2750 X 0 0 2750
SUREBEAM CORP CL A COM 86866R102 197 139 X 139 0 0
SUREBEAM CORP CL A COM 86866R102 183 129 X 129 0 0
SURGICARE INC COM 868823105 96 200 X 200 0 0
SURMODICS INC COM 868873100 378303 14100 X 11300 0 2800
SUSQUEHANNA BANCSHARES INC PA COM 869099101 663060 25800 X 25800 0 0
SWIFT ENERGY CO COM 870738101 251158 17800 X 17800 0 0
SWIFT TRANSN INC COM 870756103 138409 6100 X 0 0 6100
SWITCHBOARD INC COM 871045100 462455 51100 X 0 0 51100
SWS GROUP INC COM 78503N107 216810 11000 X 11000 0 0
SYBASE INC COM 871130100 15349399 902375 X 718043 0 184332
SYBASE INC COM 871130100 157717 9272 X 4789 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 619229 24700 X 24700 0 0
SYCAMORE NETWORKS COM 871206108 13230 2700 X 2700 0 0
SYCAMORE NETWORKS COM 871206108 12740 2600 X 2600 0 0
SYKES ENTERPRISES INC COM 871237103 2814 425 X 425 0 0
SYKES ENTERPRISES INC COM 871237103 33100 5000 X 5000 0 0
PAGE 82
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
SYLVAN LEARNING SYS INC COM 871399101 2734148 99750 X 97100 0 2650
SYLVAN LEARNING SYS INC COM 871399101 57561 2100 X 2100 0 0
SYMANTEC CORP COM 871503108 2847152 45057 X 31902 0 13155
SYMANTEC CORP COM 871503108 12006 190 X 100 0 90
SYMBOL TECHNOLOGIES INC COM 871508107 1240267 103788 X 88908 0 14880
SYMBOL TECHNOLOGIES INC COM 871508107 269783 22576 X 22186 0 390
SYMMETRICOM INC COM 871543104 172809 27300 X 27300 0 0
SYMS CORP 871551107 654 100 X 100 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 245018 11375 X 0 0 11375
SYMYX TECHNOLOGIES INC COM 87155S108 86160 4000 X 4000 0 0
SYNAPTICS INC COM 87157D109 66712 6200 X 200 0 6000
SYNERGY BRANDS INC COM 87159E402 903 250 X 250 0 0
SYNOPSYS INC COM 871607107 356392 11530 X 600 0 10930
SYNOPSYS INC COM 871607107 96006 3106 X 3106 0 0
SYNOVUS FINL CORP COM 87161C105 927254 37105 X 35305 0 1800
SYNOVUS FINL CORP COM 87161C105 536036 21450 X 21450 0 0
SYSCO CORP COM 871829107 57093244 1745437 X 1661846 0 83591
SYSCO CORP COM 871829107 31785681 971742 X 902972 0 68770
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 769428 73700 X 21900 0 51800
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 6264 600 X 0 0 600
S1 CORP COM 78463B101 444400 88000 X 4000 0 84000
T ROWE PRICE GROUP INC COM 74144T108 2821901 68360 X 66750 0 1610
T ROWE PRICE GROUP INC COM 74144T108 158928 3850 X 1700 0 2150
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 3576552 104700 X 96300 0 8400
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 95648 2800 X 2800 0 0
TALBOTS INC COM 874161102 1055955 30300 X 30200 0 100
TALBOTS INC COM 874161102 34850 1000 X 1000 0 0
TALK AMERICA HOLDINGS INC NEW COM 87426R202 1902 166 X 166 0 0
TALX CORP COM 874918105 217976 8800 X 8800 0 0
TARGET CORP COM 87612E106 196972316 5234449 X 4945426 0 289023
TARGET CORP COM 87612E106 61804791 1642434 X 1572128 1225 69081
TASTY BAKING CO COM 876553306 17395 1750 X 1750 0 0
TASTY BAKING CO COM 876553306 18638 1875 X 1875 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 7992604 346300 X 268800 0 77500
TB WOODS CORP COM 872226105 2625886 321013 X 218180 0 102833
TBC CORP COM 872180104 491231 19610 X 19610 0 0
TBC CORP COM 872180104 93437 3730 X 3200 0 530
TCF FINL CORP COM 872275102 423159 8825 X 3450 0 5375
TCF FINL CORP COM 872275102 57540 1200 X 1200 0 0
TEAM AMERICA INC COM 87816F107 52 100 X 100 0 0
TECH DATA CORP COM 878237106 14720047 477149 X 439664 0 37485
TECH DATA CORP COM 878237106 376987 12220 X 11650 0 570
TECHNE CORP COM 878377100 1469016 46210 X 27435 0 18775
TECHNE CORP COM 878377100 19074 600 X 600 0 0
PAGE 83
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
TECHNITROL INC COM 878555101 8975335 487525 X 407975 0 79550
TECHNITROL INC COM 878555101 184100 10000 X 10000 0 0
TECO ENERGY INC COM 872375100 13477554 975221 X 968621 0 6600
TECO ENERGY INC COM 872375100 4053834 293331 X 288231 0 5100
TECUMSEH PRODS CO CL A COM 878895200 65852 1765 X 1205 0 560
TECUMSEH PRODS CO CL A COM 878895200 48503 1300 X 1300 0 0
TECUMSEH PRODUCTS CO CL B 878895101 3565 100 X 100 0 0
TEJON RANCH CO COM 879080109 149850 4500 X 4500 0 0
TEJON RANCH CO COM 879080109 3330 100 X 100 0 0
TEKELEC COM 879101103 142779 9100 X 0 0 9100
TEKNOWLEDGE CORP NEW COM 878919208 310 76 X 76 0 0
TEKTRONIX INC COM 879131100 821923 33209 X 19497 0 13712
TEKTRONIX INC COM 879131100 14850 600 X 0 0 600
TEL OFFSHORE TR UNIT BEN INT 872382106 7100 1000 X 1000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 304095 20900 X 20900 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 27907 1918 X 1759 0 159
TELEFLEX INC COM 879369106 958326 22066 X 5066 0 17000
TELEPHONE & DATA SYS INC COM 879433100 1920042 33959 X 33359 0 600
TELEPHONE & DATA SYS INC COM 879433100 125519 2220 X 2000 0 220
TELETECH HOLDINGS INC COM 879939106 17775 2835 X 2835 0 0
TELIK INC COM 87959M109 3911643 194900 X 185600 0 9300
TELIK INC COM 87959M109 82287 4100 X 4100 0 0
TELLABS INC COM 879664100 1065233 156376 X 91076 0 65300
TELLABS INC COM 879664100 225818 33150 X 32900 0 250
TELLIUM INC COM 87967E107 685 500 X 500 0 0
TEMPLE-INLAND INC COM 879868107 1031202 21240 X 18156 0 3084
TEMPLE-INLAND INC COM 879868107 228622 4709 X 4529 0 180
TENET HEALTHCARE CORP COM 88033G100 1666851 115114 X 106919 0 8195
TENET HEALTHCARE CORP COM 88033G100 196783 13590 X 13590 0 0
TENNANT CO COM 880345103 236697 6425 X 25 0 6400
TENNANT CO COM 880345103 73680 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 126 20 X 20 0 0
TENNECO AUTOMOTIVE INC COM 880349105 3082 490 X 490 0 0
TERADYNE COM 880770102 3475503 186855 X 169855 0 17000
TERADYNE COM 880770102 482670 25950 X 15350 0 10600
TERAYON COMMUNICATION SYS COM 880775101 254016 44100 X 0 0 44100
TEREX CORP NEW 880779103 12263339 661810 X 512037 0 149773
TERREMARK WORLDWIDE INC COM 881448104 1400 2000 X 2000 0 0
TESORO PETROLEUM CORP COM 881609101 110826 13100 X 0 0 13100
TETRA TECH INC COM 88162G103 10537452 527400 X 400300 0 127100
TETRA TECH INC COM 88162G103 3996 200 X 200 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 715823 34715 X 14000 0 20715
TEXAS GENCO HOLDINGS INC COM 882443104 23038 968 X 968 0 0
TEXAS GENCO HOLDINGS INC COM 882443104 56668 2381 X 2280 0 101
PAGE 84
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
TEXAS INDUSTRIES INC 882491103 428040 17400 X 12700 0 4700
TEXAS INDUSTRIES INC 882491103 15006 610 X 0 0 610
TEXAS INSTRUMENTS COM 882508104 58459018 2563992 X 2317225 0 246767
TEXAS INSTRUMENTS COM 882508104 19810373 868876 X 813598 1100 54178
TEXTRON INC COM 883203101 21561003 546540 X 495512 0 51028
TEXTRON INC COM 883203101 5169804 131047 X 123347 100 7600
TF FINL CORP COM 872391107 31520 1000 X 0 0 1000
THE MANAGEMENT NETWORK GROUP INC COM 561693102 23100 9240 X 9240 0 0
THE MANAGEMENT NETWORK GROUP INC COM 561693102 32750 13100 X 13100 0 0
THERAGENICS CORP COM 883375107 115579 20277 X 19400 0 877
THERMO ELECTRON CORPORATION COM 883556102 3024438 139375 X 120502 0 18873
THERMO ELECTRON CORPORATION COM 883556102 1746308 80475 X 70962 6148 3365
THIRD WAVE TECHNOLOGIES COM 88428W108 3553 1100 X 1100 0 0
THOMAS & BETTS CORP COM 884315102 784306 49483 X 39949 0 9534
THOMAS & BETTS CORP COM 884315102 760800 48000 X 48000 0 0
THOMAS INDS INC COM 884425109 14018578 491535 X 387580 0 103955
THOMAS NELSON INC COM 640376109 128433 9300 X 9300 0 0
THOR INDS INC COM 885160101 1053390 19500 X 19500 0 0
THOR INDS INC COM 885160101 102638 1900 X 1900 0 0
THORATEC CORPORATION COM 885175307 21516986 1266450 X 1028950 0 237500
THQ INC COM 872443403 6616639 404193 X 360993 0 43200
THREE-FIVE SYSTEMS INC 88554L108 76038 13800 X 13800 0 0
TIBCO SOFTWARE INC COM 88632Q103 535 100 X 100 0 0
TIDEWATER INC COM 886423102 2771419 97930 X 90630 0 7300
TIDEWATER INC COM 886423102 96220 3400 X 3400 0 0
TIFFANY & CO NEW 886547108 29631247 793765 X 741595 0 52170
TIFFANY & CO NEW 886547108 3701083 99145 X 88535 0 10610
TIMBERLAND CO CL A COM 887100105 2346 55 X 55 0 0
TIME WARNER TELECOM CL A COM 887319101 185 20 X 20 0 0
TIMKEN CO COM 887389104 989990 64960 X 62160 0 2800
TIMKEN CO COM 887389104 3048 200 X 0 0 200
TITAN CORP COM 888266103 4168 200 X 200 0 0
TITAN CORP COM 888266103 4168 200 X 200 0 0
TIVO INC COM 888706108 1926155 259940 X 257940 0 2000
TIVO INC COM 888706108 49647 6700 X 6700 0 0
TJX COS INC NEW COM 872540109 13485170 694396 X 638153 0 56243
TJX COS INC NEW COM 872540109 1972878 101590 X 67960 0 33630
TOLL BROS INC COM 889478103 134609 4425 X 400 0 4025
TOLLGRADE COMMUNICATIONS INC COM 889542106 167610 10430 X 10430 0 0
TOLLGRADE COMMUNICATIONS INC COM 889542106 36961 2300 X 2300 0 0
TOM BROWN INC COM 115660201 15651300 609000 X 491400 0 117600
TOM BROWN INC COM 115660201 38550 1500 X 1500 0 0
TOMPKINS TRUSTCO INC COM 890110109 684283 14957 X 2945 0 12012
TOMPKINS TRUSTCO INC COM 890110109 188902 4129 X 4129 0 0
PAGE 85
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
TOO INC COM 890333107 9514726 645942 X 551142 0 94800
TOO INC COM 890333107 67758 4600 X 4600 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 53041 1711 X 1605 0 106
TOOTSIE ROLL INDUSTRIES COM 890516107 1142257 36847 X 9238 0 27609
TOPPS INC COM 890786106 5707650 585400 X 434700 0 150700
TORCH ENERGY ROYALTY TRUST COM 891013104 2220 300 X 300 0 0
TORCHMARK CORP COM 891027104 11090372 272893 X 252350 0 20543
TORCHMARK CORP COM 891027104 1376233 33864 X 32964 0 900
TORO CO COM 891092108 929250 20650 X 20650 0 0
TORO CO COM 891092108 70200 1560 X 1200 0 360
TOWER AUTOMOTIVE INC COM 891707101 164250 36500 X 36500 0 0
TOYS-R-US INC 892335100 3240040 269330 X 256183 0 13147
TOYS-R-US INC 892335100 4030 335 X 335 0 0
TRACTOR SUPPLY CO COM 892356106 790721 24100 X 24100 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 7063 1250 X 1250 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 505 30 X 30 0 0
TRANSACTION SYS ARCHITECTS INC COM A 893416107 105653 6380 X 3380 0 3000
TRANSACTION SYS ARCHITECTS INC COM A 893416107 74023 4470 X 3800 0 670
TRANSATLANTIC HLDG INC COM 893521104 2092422 29421 X 29109 0 312
TRANSATLANTIC HLDG INC COM 893521104 1016447 14292 X 11692 0 2600
TRANSMETA CORP COM 89376R109 1435 500 X 500 0 0
TRANSMONTAIGNE INC COM 893934109 238400 40000 X 40000 0 0
TRANSPRO INC COM 893885103 11070 2700 X 0 0 2700
TRANSWITCH CORP COM 894065101 38936 15700 X 5000 0 10700
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 4033234 253982 X 66714 0 187268
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 1119572 70502 X 65011 11 5480
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 5365455 337875 X 269031 0 68844
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 2011170 126648 X 119617 23 7008
TRAVIS BOATS & MOTORS INC COM 894363100 1781 2375 X 2375 0 0
TRC COS INC COM 872625108 4938 300 X 300 0 0
TREDEGAR CORPORATION 894650100 371735 24700 X 24700 0 0
TREX COMPANY INC COM 89531P105 21735 700 X 0 0 700
TRIAD HOSPS INC COM 89579K109 16528489 545855 X 425905 0 119950
TRIAD HOSPS INC COM 89579K109 23104 763 X 763 0 0
TRIARC COMPANIES INC CL B COM 895927309 400379 38498 X 32298 0 6200
TRIARC COS INC CL A COM 895927101 2004 199 X 199 0 0
TRIBUNE CO NEW COM 896047107 23884708 520364 X 501224 0 19140
TRIBUNE CO NEW COM 896047107 26085062 568302 X 536310 0 31992
TRICO BANCSHARES COM 896095106 46761 1635 X 1635 0 0
TRICO BANCSHARES COM 896095106 68640 2400 X 2400 0 0
TRIMBLE NAV LTD 896239100 493270 21400 X 21400 0 0
TRIMBLE NAV LTD 896239100 46100 2000 X 2000 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 81925 14500 X 8500 0 6000
PAGE 86
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
TRIUMPH GROUP INC COM 896818101 324820 10900 X 10300 0 600
TRIZETTO GROUP INC COM 896882107 2915 435 X 435 0 0
TROY FINANICIAL CORP COM 897329108 76479 2182 X 2182 0 0
TROY FINANICIAL CORP COM 897329108 315450 9000 X 9000 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 19956 624 X 624 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 15990 500 X 500 0 0
TRUSTCO BK CORP NY 898349105 1277851 103386 X 96420 0 6966
TRUSTCO BK CORP NY 898349105 2185075 176786 X 130803 0 45983
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 1125 202 X 202 0 0
TUPPERWARE CORP COM 899896104 172013 12856 X 11704 0 1152
TUPPERWARE CORP COM 899896104 150605 11256 X 1256 0 10000
TWEETER HOME ENTMT GROUP INC COM 901167106 31334 4080 X 4080 0 0
TXU CORP COM 873168108 17731704 752619 X 718790 0 33829
TXU CORP COM 873168108 2156942 91551 X 78051 0 13500
TYSON FOODS INC CL A COM 902494103 547114 38720 X 37820 0 900
TYSON FOODS INC CL A COM 902494103 176243 12473 X 12473 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1183149 96900 X 96200 0 700
U S PHYSICAL THERAPY INC COM 90337L108 23199 1900 X 1900 0 0
U S XPRESS ENTERPRISES INC CL A COM 90338N103 2440 200 X 200 0 0
U S XPRESS ENTERPRISES INC CL A COM 90338N103 15860 1300 X 1300 0 0
UCBH HLDGS INC COM 90262T308 1175558 38900 X 29100 0 9800
UGI CORPORATION COM 902681105 1261348 43600 X 38050 0 5550
UGI CORPORATION COM 902681105 479515 16575 X 14625 0 1950
UICI 902737105 377454 30100 X 30100 0 0
UIL HLDG CORP COM 902748102 464947 13288 X 12825 0 463
UIL HLDG CORP COM 902748102 132332 3782 X 3782 0 0
ULTIMATE ELECTRONICS INC COM 903849107 89300 9500 X 9500 0 0
ULTRALIFE BATTERIES INC COM 903899102 623224 43400 X 0 0 43400
ULTRATECH INC 904034105 1456152 51600 X 15000 0 36600
UNIFIRST CORP COM 904708104 24546121 1038330 X 770130 0 268200
UNION BANKSHARES INC COM 905400107 212681 7125 X 7125 0 0
UNION BANKSHARES INC COM 905400107 402975 13500 X 13500 0 0
UNION PACIFIC CORP COM 907818108 63040458 1083728 X 998388 0 85340
UNION PACIFIC CORP COM 907818108 28006935 481467 X 470016 50 11401
UNION PLANTERS CORP COM 908068109 1363463 43093 X 41893 0 1200
UNION PLANTERS CORP COM 908068109 167819 5304 X 5304 0 0
UNISOURCE ENERGY CORP COM 909205106 489708 25747 X 21897 0 3850
UNISOURCE ENERGY CORP COM 909205106 6353 334 X 334 0 0
UNISYS CORP COM 909214108 704453 52066 X 38322 0 13744
UNISYS CORP COM 909214108 284130 21000 X 20500 0 500
UNIT CORP COM 909218109 4250304 225600 X 224100 0 1500
UNIT CORP COM 909218109 77244 4100 X 4100 0 0
UNITED BANKSHARES INC W VA COM 909907107 802660 26800 X 26800 0 0
UNITED BANKSHARES INC W VA COM 909907107 119800 4000 X 4000 0 0
PAGE 87
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
UNITED DEFENSE INDS INC COM 91018B104 2839 100 X 100 0 0
UNITED FIRE & CAS CO COM 910331107 6251057 172158 X 125358 0 46800
UNITED GLOBAL COM CL A 913247508 3055 500 X 500 0 0
UNITED NAT FOODS INC COM 911163103 7335986 221030 X 180481 0 40549
UNITED NAT FOODS INC COM 911163103 6638 200 X 0 0 200
UNITED NATL BANCORP NJ COM 910909100 99630 3000 X 3000 0 0
UNITED NATL BANCORP NJ COM 910909100 2925004 88076 X 88076 0 0
UNITED PARCEL SERVICE CL B COM 911312106 13434047 210565 X 182725 0 27840
UNITED PARCEL SERVICE CL B COM 911312106 9120784 142959 X 87299 0 55660
UNITED RENTALS INC COM 911363109 153418 9535 X 7135 0 2400
UNITED RENTALS INC COM 911363109 40225 2500 X 2500 0 0
UNITED RETAIL GROUP INC COM 911380103 85680 28000 X 28000 0 0
UNITED STATES CELLULAR CORP COM 911684108 87911 3021 X 21 0 3000
UNITED STATIONERS INC COM 913004107 863478 22910 X 21500 0 1410
UNITED STS STL CORP COM 912909108 289926 15774 X 12810 0 2964
UNITED STS STL CORP COM 912909108 38598 2100 X 100 0 2000
UNITED SURGICAL PARTNERS COM 913016309 215156 7600 X 600 0 7000
UNITED SURGICAL PARTNERS COM 913016309 127395 4500 X 4500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 235920461 3052801 X 2909665 0 143136
UNITED TECHNOLOGIES CORP COM 913017109 67543106 874005 X 825590 460 47955
UNITED THERAPEUTICS CORP DEL COM 91307C102 188242 8333 X 8333 0 0
UNITEDHEALTH GROUP INC COM 91324P102 13694336 272145 X 179645 0 92500
UNITEDHEALTH GROUP INC COM 91324P102 3450543 68572 X 53632 0 14940
UNITIL CORP COM 913259107 32691 1304 X 1304 0 0
UNITIL CORP COM 913259107 1657879 66130 X 66130 0 0
UNITRIN INC COM 913275103 345721 11350 X 11350 0 0
UNITRIN INC COM 913275103 1109688 36431 X 35715 0 716
UNIVERSAL AMER FINANCIAL CORP COM 913377107 122042 13790 X 13790 0 0
UNIVERSAL AMER FINANCIAL CORP COM 913377107 39029 4410 X 2400 0 2010
UNIVERSAL AUTOMOTIVE INDS COM 913378105 10800 10000 X 10000 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 87586 4070 X 4070 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 50357 2340 X 1800 0 540
UNIVERSAL CORP COM 913456109 84260 2000 X 200 0 1800
UNIVERSAL DISPLAY CORP COM 91347P105 6234 600 X 600 0 0
UNIVERSAL FST PRODS INC COM 913543104 282095 11500 X 11500 0 0
UNIVERSAL HEALTH SVC CL B COM 913903100 656449 13275 X 500 0 12775
UNIVERSITY OF PHOENIX ONLINE COM 037604204 106672 1600 X 1600 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 3473760 108793 X 90140 0 18653
UNIVISION COMMUNICATIONS INC COM 914906102 74716 2340 X 1800 0 540
UNOCAL CORP COM 915289102 4298824 136384 X 59114 0 77270
UNOCAL CORP COM 915289102 1320751 41902 X 38902 0 3000
UNOVA INC COM 91529B106 1537737 104965 X 104165 0 800
UNOVA INC COM 91529B106 70174 4790 X 4790 0 0
PAGE 88
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
UNUMPROVIDENT CORP COM 91529Y106 1101384 74569 X 67369 0 7200
UNUMPROVIDENT CORP COM 91529Y106 616308 41727 X 36287 600 4840
URBAN OUTFITTERS INC COM 917047102 659318 25300 X 25300 0 0
URBAN OUTFITTERS INC COM 917047102 104240 4000 X 4000 0 0
URS CORP NEW COM 903236107 409340 21100 X 21100 0 0
US BANCORP DEL COM 902973304 80694179 3363659 X 3139138 0 224521
US BANCORP DEL COM 902973304 15249507 635661 X 570662 100 64899
US DATAWORKS INC COM 91729G103 5400 10000 X 10000 0 0
US LEC CORP CL-A COM 90331S109 4160 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 569376 77890 X 77890 0 0
US ONCOLOGY INC COM 90338W103 75293 10300 X 9100 0 1200
USF CORP COM 91729Q101 6535971 206900 X 170700 0 36200
USG CORP COM NEW 903293405 3448 200 X 200 0 0
UST INC COM 902911106 808964 22995 X 13581 0 9414
UST INC COM 902911106 1512107 42982 X 4935 0 38047
UTI WORLDWIDE INC COM G87210103 2570626 84200 X 81500 0 2700
UTI WORLDWIDE INC COM G87210103 58007 1900 X 1900 0 0
UTSTARCOM INC COM 918076100 4258338 133910 X 110460 0 23450
UTSTARCOM INC COM 918076100 21942 690 X 500 0 190
V F CORP COM 918204108 2013009 51735 X 15782 0 35953
V F CORP COM 918204108 358361 9210 X 9160 0 50
VA SOFTWARE CORP COM 91819B105 700 170 X 170 0 0
VA SOFTWARE CORP COM 91819B105 82 20 X 20 0 0
VAIL RESORTS INC COM 91879Q109 147290 10300 X 0 0 10300
VAIL RESORTS INC COM 91879Q109 114400 8000 X 8000 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 105600 4000 X 0 0 4000
VALENCE TECHNOLOGY INC COM 918914102 1705 500 X 500 0 0
VALERO ENERGY CO COM 91913Y100 7156911 187011 X 162711 0 24300
VALERO ENERGY CO COM 91913Y100 176999 4625 X 4550 0 75
VALHI INC NEW COM 918905100 30627 2720 X 2720 0 0
VALLEY NATIONAL BANCORP 919794107 193516 6951 X 6951 0 0
VALLEY NATIONAL BANCORP 919794107 3033502 108962 X 108962 0 0
VALMONT INDS INC 920253101 7169581 362283 X 279819 0 82464
VALSPAR CORP 920355104 18660 400 X 400 0 0
VALUE LINE INC 920437100 1202 25 X 25 0 0
VALUECLICK INC COM 92046N102 1041810 124025 X 120575 0 3450
VANGUARD TOTAL STK MKT VIPERS 922908769 448850 4700 X 4700 0 0
VANGUARD TOTAL STK MKT VIPERS 922908769 191000 2000 X 2000 0 0
VARCO INTL INC DEL COM 922122106 1390611 82236 X 4600 0 77636
VARIAN INC COM 922206107 941069 29999 X 28994 0 1005
VARIAN INC COM 922206107 81248 2590 X 2400 0 190
VARIAN MED SYS INC COM 92220P105 1649676 28700 X 15480 0 13220
VARIAN MED SYS INC COM 92220P105 270731 4710 X 4600 0 110
PAGE 89
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 850115 22700 X 22700 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 29960 800 X 800 0 0
VAXGEN INC NEW COM 922390208 24140 2000 X 2000 0 0
VAXGEN INC NEW COM 922390208 60350 5000 X 5000 0 0
VECTOR GROUP LTD COM 92240M108 1222877 84922 X 84922 0 0
VECTOR GROUP LTD COM 92240M108 45360 3150 X 3150 0 0
VECTREN CORP COM 92240G101 528025 22355 X 18677 0 3678
VECTREN CORP COM 92240G101 385927 16339 X 14454 0 1885
VEECO INSTRS INC DEL COM 922417100 414960 20800 X 19200 0 1600
VERISIGN INC COM 92343E102 80289 5965 X 4315 0 1650
VERISIGN INC COM 92343E102 20190 1500 X 1500 0 0
VERITAS DGC INC COM 92343P107 173166 21700 X 21700 0 0
VERITAS SOFTWARE CO COM 923436109 10606827 336511 X 234157 0 102354
VERITAS SOFTWARE CO COM 923436109 329636 10458 X 2498 0 7960
VERITY INC COM 92343C106 2943195 224500 X 190400 0 34100
VERITY INC COM 92343C106 45885 3500 X 3500 0 0
VERIZON COMMUNICATIONS COM 92343V104 186218252 5740390 X 5284860 300 455230
VERIZON COMMUNICATIONS COM 92343V104 76408689 2355385 X 2219749 600 135036
VERSANT CORP COM 925284101 14800 10000 X 10000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 26076 2120 X 2120 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3690 300 X 300 0 0
VI TECHNOLOGIES INC COM 917920100 10615 3846 X 3846 0 0
VIACOM INC CL A COM 925524100 5701632 148480 X 115990 0 32490
VIACOM INC CL A COM 925524100 950208 24745 X 24545 0 200
VIACOM INC CL B COM 925524308 157699637 4117484 X 3871400 0 246084
VIACOM INC CL B COM 925524308 26422979 689895 X 628934 650 60311
VIAD CORP COM 92552R109 784410 32848 X 28623 0 4225
VIAD CORP COM 92552R109 16382 686 X 400 0 286
VIASAT INC COM 92552V100 324688 18200 X 18200 0 0
VIASAT INC COM 92552V100 35680 2000 X 2000 0 0
VIASYS HEALTHCARE INC COM 92553Q209 811899 40193 X 21738 0 18455
VIASYS HEALTHCARE INC COM 92553Q209 95869 4746 X 4190 0 556
VICOR CORP COM 925815102 260442 27300 X 22500 0 4800
VICOR CORP COM 925815102 22896 2400 X 2400 0 0
VIGNETTE CORP COM 926734104 3434 1493 X 1493 0 0
VINTAGE PETE INC COM 927460105 7792202 716195 X 543395 0 172800
VINTAGE PETE INC COM 927460105 184198 16930 X 5230 0 11700
VION PHARMACEUTICALS INC COM 927624106 2340 1500 X 1000 0 500
VIRBAC CORPORATION COM 927649103 3625 500 X 0 0 500
VIRCO MFG CORP COM 927651109 9097 1596 X 0 0 1596
VIROLOGIC INC COM 92823R201 1737 1296 X 1296 0 0
VIROLOGIC INC COM 92823R201 161 120 X 120 0 0
VIROPHARMA INC COM 928241108 3902 1425 X 1400 0 25
PAGE 90
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
VISHAY INTERTECHNOLOGY INC COM 928298108 1653187 94360 X 75820 0 18540
VISHAY INTERTECHNOLOGY INC COM 928298108 161710 9230 X 7700 0 1530
VISTEON CORP COM 92839U107 222512 33714 X 27929 0 5785
VISTEON CORP COM 92839U107 33554 5084 X 5000 0 84
VISUAL NETWORKS INC COM 928444108 200 100 X 100 0 0
VISX INC DEL COM 92844S105 180975 9500 X 600 0 8900
VITA FOOD PRODS INC COM 928450105 3895 500 X 500 0 0
VITAL SIGNS INC COM 928469105 244188 8400 X 8400 0 0
VITALWORKS INC COM 928483106 6563 1250 X 1250 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 170378 26580 X 2150 0 24430
VITESSE SEMICONDUCTOR CORP COM 928497106 41024 6400 X 5500 0 900
VOLT INFORMATION SCIENCES INC COM 928703107 163350 9900 X 9900 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 165 10 X 10 0 0
VULCAN MATERIALS CO COM 929160109 2624641 65764 X 59464 0 6300
VULCAN MATERIALS CO COM 929160109 1628647 40808 X 39458 0 1350
W P CAREY & CO LLC COM 92930Y107 240252 7567 X 7567 0 0
W P CAREY & CO LLC COM 92930Y107 859981 27086 X 27086 0 0
W R GRACE & CO COM 38388F108 4650 1500 X 1200 0 300
W-H ENERGY SVCS INC COM 92925E108 315060 17700 X 17700 0 0
WABASH NATL CORP COM 929566107 277530 17400 X 16200 0 1200
WABTEC CORP COM 929740108 543655 34300 X 0 0 34300
WACHOVIA CORPORATION COM 929903102 98331734 2387272 X 2139013 0 248259
WACHOVIA CORPORATION COM 929903102 27359304 664222 X 629798 100 34324
WACKENHUT CORRECTIONS CORP COM 929798106 6820 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 3545470 150423 X 148323 0 2100
WADDELL & REED FINANCIAL INC COM A 930059100 38773 1645 X 1645 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 60262 5324 X 5324 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 10742 949 X 949 0 0
WAL-MART STORES INC COM 931142103 227961549 4081675 X 3649345 0 432330
WAL-MART STORES INC COM 931142103 73553892 1316990 X 1241341 100 75549
WALGREEN CO COM 931422109 46472240 1516718 X 1414094 0 102624
WALGREEN CO COM 931422109 29833065 973664 X 913700 12659 47305
WARNACO GROUP INC COM 934390402 3686151 236747 X 234963 0 1784
WARNACO GROUP INC COM 934390402 78675 5053 X 5053 0 0
WASHINGTON FED INC COM 938824109 180155 7149 X 2765 0 4384
WASHINGTON FED INC COM 938824109 65293 2591 X 1991 0 600
WASHINGTON MUTUAL INC COM 939322103 30246829 768271 X 634593 0 133678
WASHINGTON MUTUAL INC COM 939322103 8767738 222701 X 213714 0 8987
WASHINGTON POST CO CL B COM 939640108 54530 82 X 50 0 32
WASHINGTON POST CO CL B COM 939640108 576555 867 X 867 0 0
WASHINGTON TR BANCORP INC COM 940610108 1426650 59419 X 59419 0 0
WASHINGTON TR BANCORP INC COM 940610108 1314908 54765 X 54765 0 0
WASTE CONNECTIONS INC COM 941053100 1998551 56955 X 28250 0 28705
PAGE 91
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
WASTE MGMT INC DEL COM 94106L109 42089159 1608298 X 1457716 0 150582
WASTE MGMT INC DEL COM 94106L109 1648474 62991 X 61541 0 1450
WATER PIK TECHNOLOGIES INC COM 94113U100 550 55 X 0 0 55
WATERS CORP COM 941848103 3501604 127656 X 25478 0 102178
WATERS CORP COM 941848103 356041 12980 X 10660 0 2320
WATSCO INC CL B COM 942622101 11533 607 X 607 0 0
WATSCO INC COM 942622200 378607 19812 X 19812 0 0
WATSCO INC COM 942622200 61152 3200 X 3200 0 0
WATSON PHARMACEUTICALS INC COM 942683103 10105322 242392 X 213392 0 29000
WATSON PHARMACEUTICALS INC COM 942683103 104225 2500 X 2500 0 0
WATSON WYATT & CO HLDGS 942712100 479463 21300 X 21300 0 0
WATTS INDS INC CL A 942749102 311874 17700 X 17700 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 12112 992 X 992 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 59487 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 628 250 X 250 0 0
WAVE SYS CORP CL A COM 943526103 28740 11450 X 11450 0 0
WAYPOINT FINL CORP COM 946756103 437090 21800 X 21800 0 0
WD-40 CO COM 929236107 429300 13500 X 7500 0 6000
WD-40 CO COM 929236107 82680 2600 X 2600 0 0
WEBEX COMMUNICATIONS INC COM 94767L109 568288 30100 X 30100 0 0
WEBMD CORPORATION COM 94769M105 1149493 128435 X 49910 0 78525
WEBMD CORPORATION COM 94769M105 5102 570 X 0 0 570
WEBMETHODS INC COM 94768C108 2895621 361050 X 309900 0 51150
WEBMETHODS INC COM 94768C108 54536 6800 X 6800 0 0
WEBSENSE INC COM 947684106 305948 14310 X 14260 0 50
WEBSENSE INC COM 947684106 2138 100 X 100 0 0
WEBSTER FINANCIAL CORP COM 947890109 14530597 364358 X 295078 0 69280
WEBSTER FINANCIAL CORP COM 947890109 1639267 41105 X 37795 0 3310
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 923104 22190 X 17090 0 5100
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 61984 1490 X 1300 0 190
WEIS MARKETS INC COM 948849104 40812 1200 X 0 0 1200
WELLCHOICE INC COM 949475107 3461636 114890 X 106900 0 7990
WELLCHOICE INC COM 949475107 78037 2590 X 2400 0 190
WELLMAN INC COM 949702104 155457 20700 X 20700 0 0
WELLMAN INC COM 949702104 4506 600 X 600 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 69128427 896840 X 835145 0 61695
WELLPOINT HEALTH NETWORKS INC COM 94973H108 7644024 99170 X 93930 0 5240
WELLS FARGO & CO COM 949746101 256494411 4980474 X 4719813 0 260661
WELLS FARGO & CO COM 949746101 74074459 1438339 X 1358907 6700 72732
WENDYS INTL INC COM 950590109 24546320 759948 X 710023 0 49925
WENDYS INTL INC COM 950590109 774554 23980 X 23380 0 600
WERNER ENTERPRISES INC COM 950755108 6001744 261400 X 196600 0 64800
WEST CORPORATION COM 952355105 327430 13700 X 0 0 13700
PAGE 92
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
WEST PHARMACEUTICAL SVCS INC COM 955306105 21099809 673900 X 516329 0 157571
WESTAFF INC COM 957070105 979063 435139 X 314939 0 120200
WESTAMERICA BANCORPORATION COM 957090103 36918 830 X 0 0 830
WESTAR ENERGY INC COM 95709T100 70018 3795 X 1795 0 2000
WESTAR ENERGY INC COM 95709T100 53505 2900 X 2900 0 0
WESTBANK CORP COM 957116106 251 14 X 14 0 0
WESTELL TECHNOLOGIES INC CL A COM 957541105 7490 1000 X 1000 0 0
WESTERN DIGITAL CORP COM 958102105 85719 6650 X 6650 0 0
WESTERN DIGITAL CORP COM 958102105 1289 100 X 100 0 0
WESTERN GAS RES INC COM 958259103 19000 500 X 500 0 0
WESTERN GAS RES INC COM 958259103 34200 900 X 900 0 0
WESTERN WIRELESS CORP CL A COM 95988E204 345395 18500 X 0 0 18500
WESTPORT RESOURCES CORP COM 961418100 280126 11900 X 9850 0 2050
WESTPORT RESOURCES CORP COM 961418100 63558 2700 X 2700 0 0
WESTWOOD ONE INC COM 961815107 876748 29041 X 21090 0 7951
WESTWOOD ONE INC COM 961815107 7246 240 X 0 0 240
WET SEAL INC CL A COM 961840105 192960 19200 X 19200 0 0
WEYERHAEUSER CO COM 962166104 23875890 408484 X 370020 0 38464
WEYERHAEUSER CO COM 962166104 5872355 100468 X 96553 0 3915
WGL HLDGS INC COM 92924F106 6821665 247341 X 246235 0 1106
WGL HLDGS INC COM 92924F106 1833463 66478 X 65478 0 1000
WHIRLPOOL CORP COM 963320106 1681645 24814 X 10480 0 14334
WHIRLPOOL CORP COM 963320106 431898 6373 X 4335 0 2038
WHITE ELECTR DESIGNS CORP COM 963801105 66650 6200 X 0 0 6200
WHITE ELECTR DESIGNS CORP COM 963801105 1075 100 X 100 0 0
WHITNEY HOLDING CORP 966612103 1038870 30555 X 28005 0 2550
WHITNEY HOLDING CORP 966612103 27200 800 X 800 0 0
WHOLE FOODS MKT INC COM 966837106 3993720 72350 X 51070 0 21280
WHOLE FOODS MKT INC COM 966837106 420072 7610 X 7110 0 500
WILD OATS MKTS INC COM 96808B107 5677042 519400 X 398000 0 121400
WILD OATS MKTS INC COM 96808B107 14482 1325 X 1325 0 0
WILEY JOHN & SONS INC CL A COM 968223206 309281 11900 X 0 0 11900
WILLIAMS COAL SEAM GAS RTY TR 969450105 4976 400 X 400 0 0
WILLIAMS COS INC COM 969457100 2332844 247648 X 215052 0 32596
WILLIAMS COS INC COM 969457100 729975 77492 X 73317 75 4100
WILLIAMS SONOMA INC COM 969904101 1502786 55700 X 40120 0 15580
WILLIAMS SONOMA INC COM 969904101 36153 1340 X 850 0 490
WILLIS LEASE FINANCE COM 970646105 1793539 326692 X 206492 0 120200
WILLOW GROVE BANCORP INC NEW COM 97111W101 11068311 687900 X 523200 0 164700
WILMINGTON TRUST CORPORATION COM 971807102 689270 22408 X 22408 0 0
WILMINGTON TRUST CORPORATION COM 971807102 209168 6800 X 5400 0 1400
WILSON GREATBATCH TECHNOLOGIES INC 972232102 1601702 44430 X 13700 0 30730
WILTEL COMMUNICATIONS INC COM 972487102 35438 2208 X 2208 0 0
PAGE 93
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
WINN DIXIE STORES INC COM 974280109 310730 32200 X 31616 0 584
WINN DIXIE STORES INC COM 974280109 8724 904 X 904 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 526044 11800 X 11800 0 0
WINTRUST FINL CORP COM 97650W108 623700 16500 X 12100 0 4400
WINTRUST FINL CORP COM 97650W108 283500 7500 X 7500 0 0
WIRELESS FACILITIES INC COM 97653A103 1907 160 X 160 0 0
WIRELESS TELECOM GROUP INC COM 976524108 7050 3000 X 3000 0 0
WISCONSIN ENERGY CORP COM 976657106 8302843 271601 X 257651 0 13950
WISCONSIN ENERGY CORP COM 976657106 4408744 144218 X 143581 0 637
WISER OIL COM 977284108 555 100 X 100 0 0
WMS INDUSTRIES INC COM 929297109 444136 19600 X 19600 0 0
WOLVERINE TUBE INC COM 978093102 48434 11450 X 1600 0 9850
WOLVERINE WORLD WIDE INC COM 978097103 1085624 55960 X 53935 0 2025
WOLVERINE WORLD WIDE INC COM 978097103 32980 1700 X 1700 0 0
WOODHEAD INDS INC 979438108 3010 200 X 200 0 0
WOODWARD GOVERNOR CO COM 980745103 338442 7800 X 7800 0 0
WOODWARD GOVERNOR CO COM 980745103 43390 1000 X 1000 0 0
WORLD FUEL SVCS CORP COM 981475106 126315 4500 X 0 0 4500
WORTHINGTON INDUSTRIES INC COM 981811102 295863 23556 X 17844 0 5712
WORTHINGTON INDUSTRIES INC COM 981811102 171808 13679 X 11654 0 2025
WPS RESOURCES CORP COM 92931B106 195824 4753 X 3153 0 1600
WPS RESOURCES CORP COM 92931B106 671230 16292 X 15950 0 342
WRIGHT MEDICAL GROUP INC COM 98235T107 3959752 156884 X 152063 0 4821
WRIGHT MEDICAL GROUP INC COM 98235T107 83292 3300 X 3300 0 0
WRIGLEY WM JR CO COM 982526105 2966347 53641 X 35425 0 18216
WRIGLEY WM JR CO COM 982526105 1050700 19000 X 15400 0 3600
WYETH COM 983024100 144570799 3136026 X 2918670 0 217356
WYETH COM 983024100 111698041 2422951 X 2261820 0 161131
WYNN RESORTS LTD COM 983134107 54540 3000 X 3000 0 0
WYNN RESORTS LTD COM 983134107 181800 10000 X 10000 0 0
X-RITE INC COM 983857103 151354 13300 X 13300 0 0
XCEL ENERGY INC COM 98389B100 1359968 87910 X 74751 0 13159
XCEL ENERGY INC COM 98389B100 1005705 65010 X 62426 0 2584
XEROX CORP COM 984121103 10941110 1066385 X 855515 0 210870
XEROX CORP COM 984121103 1231426 120022 X 118122 0 1900
XILINX INC COM 983919101 3473720 122185 X 81105 0 41080
XILINX INC COM 983919101 330925 11640 X 8750 0 2890
XM SATELLITE RADIO HLDG INC CL A COM 983759101 2474575 159650 X 68750 0 90900
XM SATELLITE RADIO HLDG INC CL A COM 983759101 4960 320 X 320 0 0
XTO ENERGY INC COM 98385X106 5277180 251414 X 174401 0 77013
XTO ENERGY INC COM 98385X106 309099 14726 X 13400 0 1326
XYBERNAUT COM 984149104 6855 4180 X 4180 0 0
YAHOO INC COM 984332106 10639048 300623 X 222713 0 77910
YAHOO INC COM 984332106 568470 16063 X 16063 0 0
PAGE 94
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
COMMON STOCK - DOMESTIC
---------------------------------------------
YANKEE CANDLE CO COM 984757104 367167 14410 X 185 0 14225
YANKEE CANDLE CO COM 984757104 10192 400 X 400 0 0
YELLOW CORP COM 985509108 9707156 325525 X 252900 0 72625
YOCREAM INTL INC COM 986001105 4890 1000 X 1000 0 0
YOUNG BROADCASTING CORP CL A COM 987434107 7234477 369483 X 270283 0 99200
YUM! BRANDS INC COM 988498101 7387080 249395 X 151210 0 98185
YUM! BRANDS INC COM 988498101 2200499 74291 X 57167 0 17124
ZALE CORP COM 988858106 1332300 30000 X 20250 0 9750
ZALE CORP COM 988858106 19762 445 X 100 0 345
ZEBRA TECHNOLOGIES CORP CL A 989207105 3091889 60060 X 56835 0 3225
ZEBRA TECHNOLOGIES CORP CL A 989207105 118404 2300 X 2300 0 0
ZENITH NATL INS CORP COM 989390109 339404 12200 X 12200 0 0
ZILA INC COM PAR $0.01 COM 989513205 11935 3500 X 3500 0 0
ZIMMER HLDGS INC COM 98956P102 6301346 114362 X 97527 0 16835
ZIMMER HLDGS INC COM 98956P102 8827461 160208 X 153464 0 6744
ZIONS BANCORP COM 989701107 645229 11524 X 10700 0 824
ZIX CORPORATION COM 98974P100 119070 14700 X 14700 0 0
ZOLL MED CORP COM 989922109 2178118 67960 X 67470 0 490
ZOLL MED CORP COM 989922109 64388 2009 X 2009 0 0
ZOLTEK COS INC COM 98975W104 18200 6500 X 6500 0 0
ZORAN CORP COM 98975F101 2866731 146486 X 145286 0 1200
ZORAN CORP COM 98975F101 98476 5032 X 5032 0 0
1-800-FLOWERS.COM INC COM 68243Q106 1316 175 X 175 0 0
1ST CONSTITUTION BANCORP COM 31986N102 14015 510 X 510 0 0
3 COM CORP COM 885535104 1154058 195272 X 115770 0 79502
3 COM CORP COM 885535104 25383 4295 X 2925 0 1370
3M CO COM 88579Y101 237521162 3438847 X 3297211 0 141636
3M CO COM 88579Y101 134706807 1950294 X 1857054 224 93016
4 KIDS ENTMT INC COM 350865101 181460 8600 X 8600 0 0
7-ELEVEN INC COM 817826209 109840 8000 X 0 0 8000
99 CENTS ONLY STORES 65440K106 200152 6189 X 0 0 6189
99 CENTS ONLY STORES 65440K106 80850 2500 X 2500 0 0
PAGE 95
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
ABBEY NATL GROUP ADR 7.375% PFD 002920700 54400 2000 X 0 0 2000
ABN AMRO HLDG N V SPONSORED ADR 000937102 164014 8880 X 6855 0 2025
ABN AMRO HLDG N V SPONSORED ADR 000937102 20428 1106 X 1106 0 0
ACAMBIS PLC SPONS ADR 004286100 25890 500 X 500 0 0
ACCENTURE LTD COM G1150G111 41779799 1870179 X 1719464 0 150715
ACCENTURE LTD COM G1150G111 1075001 48120 X 45120 0 3000
ACE LTD COM G0070K103 22163038 669983 X 626868 0 43115
ACE LTD COM G0070K103 965936 29200 X 28400 0 800
ADECCO SA COM 006754105 5068 410 X 0 0 410
AEGON N.V. AMERICAN REGISTERED SHS 007924103 488978 41793 X 32090 0 9703
AEGON N.V. AMERICAN REGISTERED SHS 007924103 655598 56034 X 52216 0 3818
AGNICO EAGLE MINES LTD 008474108 14523 1175 X 1175 0 0
AGNICO EAGLE MINES LTD 008474108 3708 300 X 300 0 0
AGRIUM INC COM 008916108 57148 4550 X 0 0 4550
AKTIEBOLAGET ELECTROLUX ADR 010198208 6091 140 X 140 0 0
AKZO NOBEL NV SPONSORED ADR 010199305 123201 3950 X 800 0 3150
AKZO NOBEL NV SPONSORED ADR 010199305 56142 1800 X 1800 0 0
ALCAN INC 013716105 198722 5194 X 4194 0 1000
ALCAN INC 013716105 564029 14742 X 14067 0 675
ALCATEL ADR 013904305 743303 62832 X 51210 0 11622
ALCATEL ADR 013904305 487041 41170 X 35270 0 5900
ALCON INC COM H01301102 11393116 202905 X 173715 0 29190
ALCON INC COM H01301102 269520 4800 X 3800 0 1000
ALLIANCE ATLANTIS COMM CL B COM 01853E204 61171 3790 X 3790 0 0
ALLIANCE ATLANTIS COMM CL B COM 01853E204 85542 5300 X 5300 0 0
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 3536 400 X 400 0 0
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 7072 800 X 800 0 0
ALLIED IRISH BKS ADR 019228402 430133 14507 X 8870 0 5637
ALLIED IRISH BKS ADR 019228402 143654 4845 X 4845 0 0
AMDOCS LTD COM G02602103 3634134 193305 X 105750 0 87555
AMDOCS LTD COM G02602103 14288 760 X 0 0 760
AMERICA MOVIL SER L SPONSORED ADR 02364W105 141757 6134 X 2070 0 4064
AMERICA MOVIL SER L SPONSORED ADR 02364W105 158627 6864 X 6114 0 750
AMERSHAM PLC SPONS ADR 030719108 48420 1082 X 0 0 1082
ANGIOTECH PHARMACEUTICALS INC COM 034918102 112399 2575 X 0 0 2575
ANGLO AMERICAN PLC ADR 03485P102 143439 7903 X 3211 0 4692
ANGLO AMERICAN PLC ADR 03485P102 33142 1826 X 1826 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 48181 1278 X 1278 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 48407 1284 X 1284 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 16182 14071 X 13500 0 571
ARACRUZ CELULOSE SA CL B SPON ADR 038496204 496860 18200 X 0 0 18200
ARCADIS N V COM 03923E107 69003 7650 X 7650 0 0
ASHANTI GOLDFIELDS LTD GDR 043743202 6270 600 X 600 0 0
PAGE 96
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
ASML HOLDING NV COM N07059111 1959393 149344 X 122644 0 26700
ASTRAZENECA PLC SPONSORED ADR 046353108 66185 1525 X 290 0 1235
ASTRAZENECA PLC SPONSORED ADR 046353108 154938 3570 X 2295 0 1275
ATI TECHNOLOGIES INC COM 001941103 133740 9000 X 0 0 9000
ATI TECHNOLOGIES INC COM 001941103 7430 500 X 500 0 0
AU OPTRONICS CORP ADR 002255107 140067 10977 X 600 0 10377
AU OPTRONICS CORP ADR 002255107 4147 325 X 0 0 325
AUDIOCODES LTD COM M15342104 234000 31200 X 800 0 30400
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 127785 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 323999 6195 X 1395 0 4800
AVENTIS SPONSORED ADR 053561106 92833 1775 X 1775 0 0
AXA ADR 054536107 394729 23233 X 16885 0 6348
AXA ADR 054536107 31771 1870 X 818 0 1052
AXIS CAPITAL HOLDINGS LTD COM G0692U109 715566 28680 X 17400 0 11280
AXIS CAPITAL HOLDINGS LTD COM G0692U109 129491 5190 X 5000 0 190
BALLARD PWR SYSTEMS INC COM 05858H104 65671 4994 X 4644 0 350
BALLARD PWR SYSTEMS INC COM 05858H104 67328 5120 X 5120 0 0
BANCO BILBAO VIZCAYA ARGENTARIA S A 05946K101 1706 165 X 165 0 0
BANCO SANTANDER CEN SPONSORED ADR 05964H105 108051 12697 X 0 0 12697
BANCO SANTANDER CEN SPONSORED ADR 05964H105 8323 978 X 978 0 0
BANK MONTREAL QUE COM 063671101 76590 2220 X 2220 0 0
BANK MONTREAL QUE COM 063671101 96600 2800 X 2800 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 20713 444 X 444 0 0
BARCLAYS PLC ADR 06738E204 156333 5043 X 380 0 4663
BARRICK GOLD CORP COM 067901108 308737 16396 X 5996 0 10400
BARRICK GOLD CORP COM 067901108 45456 2414 X 1354 0 1060
BASF AG SPONS ADR 055262505 2188 50 X 50 0 0
BASF AG SPONS ADR 055262505 437600 10000 X 10000 0 0
BAYER A G ADR 072730302 2157 100 X 100 0 0
BCE INC COM 05534B109 47415 2170 X 2170 0 0
BCE INC COM 05534B109 26701 1222 X 1022 0 200
BEMA GOLD CORP COM 08135F107 7650 3000 X 3000 0 0
BG GROUP PLC SPONSORED ADR 055434203 12765 594 X 594 0 0
BG GROUP PLC SPONSORED ADR 055434203 19083 888 X 888 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 203908 14380 X 4000 0 10380
BHP BILLITON LTD SPONSORED ADR 088606108 17016 1200 X 1200 0 0
BIOMIRA INC COM 09161R106 482 271 X 271 0 0
BIOVAIL CORP COM 09067J109 6183432 166445 X 134510 0 31935
BIOVAIL CORP COM 09067J109 168475 4535 X 2445 0 2090
BP PLC SPONSORED ADR 055622104 276970680 6578876 X 6310832 82 267962
BP PLC SPONSORED ADR 055622104 159515974 3788978 X 3564159 1078 223741
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 498881 19789 X 2789 0 17000
BRASIL TELECOM PART S A ADR 105530109 1915 50 X 50 0 0
PAGE 97
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
BRITISH AIRWAYS PLC ADR 110419306 22576 800 X 800 0 0
BRITISH AIRWAYS PLC ADR 110419306 45716 1620 X 1620 0 0
BRITISH AMERN TOB PLC ADR 110448107 106004 4894 X 2546 0 2348
BRITISH AMERN TOB PLC ADR 110448107 10613 490 X 490 0 0
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 242050 5875 X 5875 0 0
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 14420 350 X 350 0 0
BROOKFIELD PPTYS CORP COM 112900105 591025 25150 X 23100 0 2050
BT GROUP PLC ADR 05577E101 26300 868 X 868 0 0
BT GROUP PLC ADR 05577E101 34088 1125 X 200 0 925
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 49920 2000 X 2000 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 113 20 X 20 0 0
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2164840 86283 X 84363 0 1920
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2487699 99151 X 99151 0 0
CAMECO CORP COM 13321L108 20934 600 X 600 0 0
CANADIAN IMPERIAL BK COM 136069101 85015 2069 X 2069 0 0
CANADIAN IMPERIAL BK COM 136069101 41090 1000 X 1000 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 1441266 27706 X 19316 0 8390
CANADIAN NATIONAL RAILWAY CO COM 136375102 20808 400 X 400 0 0
CANADIAN NATIONAL RESOURCES COM 136385101 123 3 X 3 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 1126309 23118 X 17580 0 5538
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 513996 10550 X 10550 0 0
CAPITAL ENVIRO RESOURCES INC COM 14008M104 1415380 255992 X 251592 0 4400
CARNIVAL CORP COM 143658300 11789980 358467 X 250347 0 108120
CARNIVAL CORP COM 143658300 611590 18595 X 7365 0 11230
CELANESE AG COM D1497A101 1652 50 X 50 0 0
CELLTECH GROUP PLC SPONSORED ADR 151158102 3142 272 X 272 0 0
CEMEX SA SPONSORED ADR 151290889 78493 3146 X 74 0 3072
CHICAGO BRIDGE & IRON NY SHR COM 167250109 19575298 720740 X 668740 0 52000
CHICAGO BRIDGE & IRON NY SHR COM 167250109 76048 2800 X 2800 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 2606 200 X 200 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 101504 7790 X 0 0 7790
CHINA SOUTHERN AIRLINES ADR 169409109 53475 3100 X 3100 0 0
CHINA TELECOM CORP LTD ADR 169426103 407650 15980 X 0 0 15980
CHINA YUCHAI INTL LTD COM G21082105 17720 1000 X 1000 0 0
CHINADOTCOM CORPORATION COM G2108N109 1656 200 X 200 0 0
CIA VALE DO RIO DOCE ADR 204412209 24492 600 X 0 0 600
CNH GLOBAL NV COM N20935206 20256 1580 X 0 0 1580
CNOOC LTD SPONSORED ADR 126132109 17185 500 X 0 0 500
COCA COLA FEMSA S A SPONSORED ADR 191241108 267120 12600 X 8400 0 4200
COGNOS INC COM 19244C109 24816 800 X 0 0 800
COMMTOUCH SOFTWARE LTD COM M25596103 23730 30000 X 30000 0 0
COMPANHIA VALE SPONSORED ADR 204412100 177120 4800 X 0 0 4800
CONVERIUM HOLDING AG ADR 21248N107 573 25 X 25 0 0
PAGE 98
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
COOPER INDUSTRIES LTD CL A COM G24182100 5662545 117896 X 77921 0 39975
COOPER INDUSTRIES LTD CL A COM G24182100 691872 14405 X 14070 0 335
CORE LABORATORIES N V COM N22717107 2887275 205500 X 195100 0 10400
CORUS GROUP PLC SPONSORED ADR 22087M101 15615 4500 X 4500 0 0
CP RAILWAY LIMITED COM 13645T100 43679 1850 X 1850 0 0
CP RAILWAY LIMITED COM 13645T100 83910 3554 X 3020 0 534
CP SHIPS LTD COM 22409V102 3684 175 X 175 0 0
CP SHIPS LTD COM 22409V102 12525 595 X 325 0 270
CREDIT SUISSE GROUP SPON ADR 225401108 163047 5100 X 5100 0 0
CREDIT SUISSE GROUP SPON ADR 225401108 98308 3075 X 400 0 2675
CRH PLC ADR 12626K203 196200 10900 X 900 0 10000
CRYSTALLEX INTL CORP COM 22942F101 231 100 X 100 0 0
DAIMLERCHRYSLER AG COM D1668R123 552475 15758 X 15758 0 0
DAIMLERCHRYSLER AG COM D1668R123 184521 5263 X 5263 0 0
DASSAULT SYS SA ADR 237545108 810 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 8924 219 X 219 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 92829 2278 X 2278 0 0
DENISON INTERNATIONAL PLC ADR 248335101 9005732 431309 X 413709 0 17600
DENISON INTERNATIONAL PLC ADR 248335101 31320 1500 X 1500 0 0
DEUTSCHE BANK AG COM D18190898 152635 2515 X 1360 0 1155
DEUTSCHE BANK AG COM D18190898 35504 585 X 585 0 0
DEUTSCHE TELE 251566105 233451 16167 X 10885 0 5282
DEUTSCHE TELE 251566105 247993 17174 X 14549 0 2625
DIAGEO PLC SPONSORED ADR NEW 25243Q205 145165 3288 X 515 0 2773
DIAGEO PLC SPONSORED ADR NEW 25243Q205 92715 2100 X 2100 0 0
DORAL FINL CORP COM 25811P100 538714 11462 X 7600 0 3862
DORAL FINL CORP COM 25811P100 809810 17230 X 17230 0 0
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 4290 1500 X 1500 0 0
E. ON AG SPONSORED ADR 268780103 149328 3060 X 1040 0 2020
E. ON AG SPONSORED ADR 268780103 14640 300 X 300 0 0
EBOOKERS PLC SPONS ADR 278725106 493762 27100 X 0 0 27100
ECI TELECOM LTD ORD COM 268258100 67872 16800 X 0 0 16800
ECTEL LTD COM M29925100 3675 588 X 588 0 0
ELAN PLC ADR 284131208 95802 18110 X 17210 0 900
ELAN PLC ADR 284131208 319542 60405 X 58655 100 1650
ELBIT MEDICAL IMAGING LTD ORD M37605108 18618 4280 X 4280 0 0
ELBIT SYS LTD ORD M3760D101 73102 4280 X 4280 0 0
ELRON ELECTR INDS LTD ORD 290160100 17640 1926 X 1926 0 0
EMPRESA BRASILIERA DE AE ADR 29081M102 16057 761 X 250 0 511
ENBRIDGE INC COM 29250N105 28504 800 X 0 0 800
ENCANA CORP COM 292505104 350303 9629 X 2929 0 6700
ENCANA CORP COM 292505104 432667 11893 X 4512 0 7381
ENDESA SPONSORED ADR 29258N107 230933 14851 X 4470 0 10381
PAGE 99
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
ENDURANCE SPECIALTY HOLDINGS COM G30397106 43800 1500 X 1500 0 0
ENERNORTH INDUSTRIES INC COM 29275G101 229 167 X 0 0 167
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 26050 1000 X 1000 0 0
ENI S P A ADR 26874R108 150917 1972 X 705 0 1267
ENTERRA ENERGY CORP COM 29381L101 41130 3000 X 3000 0 0
ERICSSON (LM) TEL SP ADR 294821608 403030 27417 X 21197 0 6220
ERICSSON (LM) TEL SP ADR 294821608 461815 31416 X 30480 0 936
EVEREST RE GROUP LTD. G3223R108 398348 5300 X 0 0 5300
EVEREST RE GROUP LTD. G3223R108 225480 3000 X 0 0 3000
FAIRMONT HOTELS COM 305204109 649544 25225 X 925 0 24300
FAIRMONT HOTELS COM 305204109 22789 885 X 445 0 440
FIRST BANCORP PR COM 318672102 899099 29239 X 15739 0 13500
FIRST SERVICE CORP VTG COM 33761N109 1878814 103402 X 103402 0 0
FLAMEL TECHNOLOGIES SPONSORED ADR 338488109 32025 950 X 0 0 950
FLETCHER CHALLENGE FORESTS SPON ADR 339324808 3790 500 X 500 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 19834013 1394797 X 1248192 0 146605
FLEXTRONICS INTERNATIONAL LTD Y2573F102 2358657 165869 X 158694 200 6975
FORDING CDN COAL TR COM 345425102 2517 116 X 116 0 0
FORDING CDN COAL TR COM 345425102 16232 748 X 273 0 475
FOSTER WHEELER LTD COM G36535105 5700 5000 X 5000 0 0
FOSTER WHEELER LTD COM G36535105 1140 1000 X 1000 0 0
FOUR SEASONS HOTELS LTD VTG SHARES 35100E104 114563 2300 X 2300 0 0
FRANCE TELECOM COM 35177Q105 86267 3712 X 2000 0 1712
FRANCE TELECOM COM 35177Q105 9296 400 X 400 0 0
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 19597 1018 X 1018 0 0
FRESH DEL MONTE PRODUCE INC COM G36738105 28290 1150 X 1150 0 0
FUJI PHOTO FILM LTD UNSPONSORED ADR 359586302 36033 1234 X 0 0 1234
GALLAHER GROUP PLC SPONSORED ADR 363595109 901553 24035 X 14035 0 10000
GALLAHER GROUP PLC SPONSORED ADR 363595109 3536030 94269 X 93269 0 1000
GARMIN LTD COM G37260109 2418151 57740 X 45260 0 12480
GARMIN LTD COM G37260109 22615 540 X 250 0 290
GENERAL MARITIME CORP COM Y2692M103 123781 10820 X 220 0 10600
GENERAL MARITIME CORP COM Y2692M103 572 50 X 50 0 0
GENESYS SA SPONSORED ADR 37185M100 48952 15842 X 0 0 15842
GILAT SATELLITE NETWORKS LTD COM M51474118 1788 400 X 400 0 0
GIVEN IMAGING LTD COM M52020100 10850 1000 X 0 0 1000
GLAMIS GOLD LTD COM 376775102 45197 3424 X 3424 0 0
GLAMIS GOLD LTD COM 376775102 5280 400 X 400 0 0
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 51505188 1214745 X 1137237 0 77508
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 16246408 383170 X 367905 75 15190
GLOBAL SANTAFE CORP COM G3930E101 353981 14780 X 13690 0 1090
GLOBAL SANTAFE CORP COM G3930E101 38320 1600 X 1300 0 300
GOLD FIELDS LIMITED ADR 38059T106 14170 1000 X 1000 0 0
GOLD FIELDS LIMITED ADR 38059T106 45698 3225 X 3225 0 0
PAGE 100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
GOLDCORP INC COM 380956409 4118 295 X 95 0 200
GOLDCORP INC COM 380956409 32248 2310 X 2310 0 0
GROUPE DANONE SPONSORED ADR 399449107 291039 9536 X 8100 0 1436
GROUPE DANONE SPONSORED ADR 399449107 15260 500 X 500 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 36590 1000 X 1000 0 0
HANSON PLC SPONSORED ADR 411352404 31980 1000 X 750 0 250
HANSON PLC SPONSORED ADR 411352404 8379 262 X 262 0 0
HARMONY GOLD MNG LTD SPON ADR 413216300 2753 190 X 190 0 0
HELEN OF TROY CORP LTD COM G4388N106 3285 135 X 135 0 0
HELEN OF TROY CORP LTD COM G4388N106 18004 740 X 740 0 0
HELLENIC TELECOMM SPONSORED ADR 423325307 65160 12000 X 12000 0 0
HEMOSOL INC COM 42369K102 3450 5000 X 5000 0 0
HILFIGER TOMMY CORP COM G8915Z102 6209279 521350 X 500550 0 20800
HILFIGER TOMMY CORP COM G8915Z102 2978 250 X 250 0 0
HITACHI LTD DEP SHS 433578507 823 15 X 15 0 0
HITACHI LTD DEP SHS 433578507 13723 250 X 250 0 0
HONDA ADR COM 438128308 413280 20500 X 16650 0 3850
HONDA ADR COM 438128308 9072 450 X 450 0 0
HSBC HLDGS PLC SPONSORED ADR 404280406 1542948 23378 X 20587 0 2791
HSBC HLDGS PLC SPONSORED ADR 404280406 1868658 28313 X 27413 0 900
HUANENG PWR INTL SPONSORED ADR 443304100 300850 5500 X 5500 0 0
ICON PLC SPONS ADR 45103T107 1457661 38675 X 0 0 38675
IMAX CORPORATION COM 45245E109 15800 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 121535 10900 X 400 0 10500
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 7805 700 X 700 0 0
IMPERIAL OIL LTD COM NEW 453038408 142328 3825 X 3825 0 0
IMPERIAL OIL LTD COM NEW 453038408 423450 11380 X 5400 0 5980
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 85852 2600 X 2600 0 0
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 13703 415 X 415 0 0
INCO LTD COM 453258402 70097 2526 X 2276 0 250
INCO LTD COM 453258402 9713 350 X 350 0 0
INFINEON TECHNOLOGIES ADR 45662N103 404746 31400 X 22900 0 8500
INFOSYS TECHNOLOGIES LTD SPN ADR 456788108 67391 990 X 500 0 490
ING GROEP NV ADR 456837103 256706 13876 X 8009 0 5867
ING GROEP NV ADR 456837103 28305 1530 X 1530 0 0
INGERSOLL-RAND CO CLA COM G4776G101 8863345 165856 X 152301 0 13555
INGERSOLL-RAND CO CLA COM G4776G101 5893043 110274 X 106599 0 3675
INTERNET INITIATIVE JAPAN COM 46059T109 3900 550 X 550 0 0
IONA TECHNOLOGIES ADR 46206P109 600 250 X 250 0 0
IPC HOLDINGS LTD COM G4933P101 814925 23257 X 0 0 23257
IPC HOLDINGS LTD COM G4933P101 9671 276 X 101 0 175
IRELAND BK SP ADR 46267Q103 136931 2810 X 1810 0 1000
IRELAND BK SP ADR 46267Q103 48730 1000 X 1000 0 0
PAGE 101
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
KERZNER INTERNATIONAL LTD COM P6065Y107 177900 5000 X 5000 0 0
KINROSS GOLD CORP COM 496902206 313 42 X 42 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 4051 260 X 260 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 26535 2900 X 2900 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 45064 4925 X 4925 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 427573 44819 X 44819 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 408789 42850 X 800 0 42050
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 1740591 75942 X 49872 0 26070
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 488494 21313 X 21313 0 0
KOOKMIN BANK SPON ADR 50049M109 263200 8000 X 8000 0 0
KT CORP SPONSORED ADR 48268K101 1495 75 X 75 0 0
KYOCERA CORP ADR 501556203 62900 1060 X 1060 0 0
LANOPTICS LTD COM M6706C103 10270 1167 X 1167 0 0
LEADING BRANDS INC COM 52170U108 3900 3000 X 3000 0 0
LLOYDS TSB GROUP COM 539439109 74379 2690 X 285 0 2405
LOGITECH INTERNATIONAL ADR 541419107 94 3 X 3 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 270081 18900 X 18900 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 444419 31100 X 31100 0 0
MAGNA INTL INC CL A COM 559222401 1448411 20075 X 50 0 20025
MAGNA INTL INC CL A COM 559222401 165945 2300 X 2300 0 0
MANULIFE FINANCIAL CORP COM 56501R106 1111465 38459 X 37459 0 1000
MANULIFE FINANCIAL CORP COM 56501R106 208976 7231 X 7231 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 5512858 145920 X 113160 0 32760
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 7178 190 X 0 0 190
MATSUSHITA ELEC INDL LTD ADR 576879209 843001 70485 X 56985 0 13500
MATSUSHITA ELEC INDL LTD ADR 576879209 23920 2000 X 2000 0 0
MERIDIAN GOLD INC COM 589975101 4692 400 X 400 0 0
MFC BANCORP LTD COM NEW 55271X202 52871 3834 X 3834 0 0
MFC BANCORP LTD COM NEW 55271X202 81389 5902 X 5902 0 0
MI DEVELOPMENTS INC CL A COM 55304X104 133363 5875 X 25 0 5850
MILLEA HOLDINGS INC ADR 60032R106 3069 55 X 55 0 0
MILLICOM INTL CELLULAR SA COM L6388F110 1081 24 X 24 0 0
MITCHELLS & BUTLERS SPON ADR 60668M108 4853 1277 X 1277 0 0
MITSUBISHI TOKYO FIN ADR 606816106 1739 270 X 270 0 0
MITSUBISHI TOKYO FIN ADR 606816106 9660 1500 X 1500 0 0
MMO2 PLC ADR 55309W101 7826 829 X 829 0 0
MMO2 PLC ADR 55309W101 1888 200 X 200 0 0
MOORE WALLACE INC COM 615857109 383 27 X 27 0 0
NABORS INDUSTRIES LTD COM G6359F103 2701760 72511 X 46292 0 26219
NABORS INDUSTRIES LTD COM G6359F103 519777 13950 X 1800 0 12150
NATIONAL GRID COMPANY ADR 636274102 128556 3935 X 3935 0 0
NATIONAL GRID COMPANY ADR 636274102 12578 385 X 385 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 13915 550 X 550 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 232760 9200 X 9200 0 0
PAGE 102
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
NATL WESTMINSTER SER C 8.625% PFD 638539882 26400 1000 X 0 0 1000
NATL WESTMINSTER SER C 8.625% PFD 638539882 211200 8000 X 8000 0 0
NEC CORP ADR 629050204 12016 1600 X 1600 0 0
NETEASE.COM INC ADR 64110W102 100548 1800 X 0 0 1800
NEWS CORP LTD SPONSORED ADR PFD 652487802 3679620 134834 X 100804 0 34030
NEWS CORP LTD SPONSORED ADR PFD 652487802 26744 980 X 980 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 3079658 93892 X 87208 0 6684
NIPPON TELEG & TEL CORP ADR 654624105 104031 4595 X 3570 0 1025
NOBLE CORP COM G65422100 30341479 892659 X 794090 0 98569
NOBLE CORP COM G65422100 1214803 35740 X 32185 0 3555
NOKIA CORP ADR SERIES A 654902204 42637889 2733198 X 2531207 0 201991
NOKIA CORP ADR SERIES A 654902204 15025358 963164 X 874559 375 88230
NOMURA HOLDINGS INC ADR 65535H208 103394 6446 X 0 0 6446
NORANDA INC COM 655422103 2073 202 X 202 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 2760 200 X 200 0 0
NORSK HYDRO AS ADR 656531605 69593 1355 X 0 0 1355
NORTEL NETWORKS CORP COM NEW 656568102 1568394 382535 X 57580 0 324955
NORTEL NETWORKS CORP COM NEW 656568102 368914 89979 X 88904 175 900
NORTHGATE EXPL LTD COM 666416102 3 2 X 2 0 0
NOVA CHEMICALS CORP COM 66977W109 3248 160 X 0 0 160
NOVARTIS AG ADR 66987V109 33677504 867083 X 781901 0 85182
NOVARTIS AG ADR 66987V109 6068323 156239 X 149394 100 6745
NOVO-NORDISK A/S ADR 670100205 212118 5750 X 5750 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 12215 500 X 500 0 0
NUR MACROPRINTERS M75165106 213380 227000 X 227000 0 0
OMI CORP NEW COM Y6476W104 3310 500 X 500 0 0
OPENTV CORP CL A COM G67543101 1838948 553900 X 550200 0 3700
OPENTV CORP CL A COM G67543101 35856 10800 X 10800 0 0
OPPENHEIMER HOLDINGS INC COM 683797104 93184 3200 X 0 0 3200
ORBITAL ENGINE CORP SPON ADR 685563405 2904 600 X 600 0 0
ORCKIT COMMUNICATION LTD COM M7531S206 1668 226 X 226 0 0
ORIENTAL FINANCIAL GROUP COM 68618W100 10166760 419075 X 395275 0 23800
O2MICRO INTERNATIONAL LTD COM G6797E106 320983 22275 X 0 0 22275
O2MICRO INTERNATIONAL LTD COM G6797E106 1441 100 X 100 0 0
PARTNERRE LTD COM G6852T105 881405 17395 X 50 0 17345
PARTNERRE LTD COM G6852T105 31669 625 X 575 0 50
PCCW LTD SPONS ADR 70454G207 1580 242 X 242 0 0
PEAK INTL LTD COM G69586108 2362048 434200 X 416200 0 18000
PEARSON PLC SPONS ADR 705015105 1225 128 X 128 0 0
PEARSON PLC SPONS ADR 705015105 45458 4750 X 0 0 4750
PENGROWTH ENERGY TRUST COM 706902103 19215 1500 X 1500 0 0
PENGROWTH ENERGY TRUST COM 706902103 68534 5350 X 3250 0 2100
PETRO-CANADA COM 71644E102 19445 500 X 500 0 0
PETRO-CANADA COM 71644E102 15556 400 X 400 0 0
PAGE 103
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
PETROCHINA CO LTD SPONSORED ADR 71646E100 6710 200 X 0 0 200
PETROCHINA CO LTD SPONSORED ADR 71646E100 3355 100 X 100 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 84612 3690 X 3690 0 0
PETROLEO BRASILEIRO SPONS ADR 71654V101 858819 40415 X 65 0 40350
PLACER DOME INC COM 725906101 83091 6043 X 5743 0 300
PLACER DOME INC COM 725906101 2982568 216914 X 216914 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 239870 3400 X 2600 0 800
POTASH CORP SASKATCHEWAN INC COM 73755L107 26456 375 X 375 0 0
PRECISION DRILLING CORP COM 74022D100 966958 25676 X 300 0 25376
PRECISION DRILLING CORP COM 74022D100 10168 270 X 100 0 170
PROGEN INDUSTRIES LIMITED COM Q7759R100 11900 10000 X 10000 0 0
PROVIDENT ENERGY TRUST COM 74386K104 5474 700 X 700 0 0
PROVIDENT ENERGY TRUST COM 74386K104 11730 1500 X 1500 0 0
PT INDOSAT ADR 715680104 2260 200 X 200 0 0
QIAGEN NV COM N72482107 1201158 113210 X 89000 0 24210
QLT INC COM 746927102 123123 7700 X 500 0 7200
QSOUND LABS INC COM 74728C307 61 46 X 46 0 0
QUEBECOR WORLD INC 748203106 400704 21497 X 21497 0 0
RANDGOLD & EXPL LTD ADR 753009307 1313 100 X 100 0 0
RANK GROUP PLC SPONSORED ADR 753037100 225 25 X 25 0 0
RANK GROUP PLC SPONSORED ADR 753037100 1847 205 X 205 0 0
REED ELSEVIER NV SPON ADR 758204101 505716 22200 X 22200 0 0
REED ELSEVIER PLC SPON ADR 758205108 660977 20917 X 20917 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 996103 21830 X 6100 0 15730
RENAISSANCERE HOLDINGS LTD COM G7496G103 800441 17542 X 10100 0 7442
RESEARCH IN MOTION COM 760975102 45840 1200 X 1200 0 0
RESPOL YPF SA COM 76026T205 99034 6013 X 3240 0 2773
REUTERS GROUP PLC-SPONSORED ADR 76132M102 687388 31750 X 31350 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 606850 28030 X 27930 0 100
ROGERS COMMUNICATIONS INC CL B NV 775109200 144869 9450 X 0 0 9450
ROYAL & SUN ALLIANCE INS GRP ADR 78004V202 3252 400 X 400 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 267729 6100 X 4100 0 2000
ROYAL BK CDA MONTREAL QUE COM 780087102 109725 2500 X 2500 0 0
ROYAL BK OF SCOT GRP PLC 7.875% PFD 780097820 26800 1000 X 1000 0 0
ROYAL BK SCOTLAND GROUP PFD 780097705 5716 200 X 200 0 0
ROYAL BK SCOTLAND GROUP PFD 780097705 57160 2000 X 2000 0 0
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 152496 5400 X 5400 0 0
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 225920 8000 X 7000 0 1000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7020473 249750 X 202210 0 47540
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 19677 700 X 700 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 36502791 825855 X 787377 0 38478
ROYAL DUTCH PETRO NY SHARES COM 780257804 31794695 719337 X 645849 0 73488
RYANAIR HOLDINGS ADR 783513104 368095 9100 X 3900 0 5200
RYANAIR HOLDINGS ADR 783513104 109215 2700 X 2700 0 0
PAGE 104
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 28928 1450 X 255 0 1195
SANOFI SYNTHELABO SA ADR 80105N105 99122 3280 X 750 0 2530
SAP AG SPONS ADR 803054204 2347044 77180 X 75840 0 1340
SAP AG SPONS ADR 803054204 204355 6720 X 6520 0 200
SAPPI LTD SPONSORED ADR 803069202 35100 2600 X 700 0 1900
SBS BROADCASTING SA ORD COM L8137F102 99600 4000 X 0 0 4000
SCHLUMBERGER LTD COM 806857108 56693969 1171363 X 1033330 0 138033
SCHLUMBERGER LTD COM 806857108 25206720 520800 X 488148 650 32002
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 57401 2422 X 2422 0 0
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 216713 9144 X 8417 0 727
SCOTTISH RE GROUP LTD COM G7885T104 1147125 47500 X 0 0 47500
SEA CONTAINERS LTD CL A COM 811371707 15472 1059 X 1059 0 0
SEA CONTAINERS LTD CL A COM 811371707 731 50 X 50 0 0
SERONO SA COM 81752M101 411138 25100 X 3000 0 22100
SERONO SA COM 81752M101 8190 500 X 500 0 0
SHELL TRANS & TRADING PLC ADR 822703609 937090 24817 X 21160 0 3657
SHELL TRANS & TRADING PLC ADR 822703609 574783 15222 X 14322 0 900
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 1573520 71200 X 0 0 71200
SIEMENS AG SPONS ADR 826197501 212807 3582 X 860 0 2722
SIEMENS AG SPONS ADR 826197501 142584 2400 X 2400 0 0
SIERRA WIRELESS INC COM 826516106 22017 1700 X 0 0 1700
SILVER STANDARD RESOURCES COM 82823L106 13460 2000 X 2000 0 0
SILVER STANDARD RESOURCES COM 82823L106 2019 300 X 300 0 0
SINA CORPORATION COM G81477104 99988 2800 X 0 0 2800
SK TELECOM LTD ADR 78440P108 17840 1000 X 1000 0 0
SKF AB SPON ADR 784375404 13175 400 X 400 0 0
SKILLSOFT PLC ADR 830928107 28541 3831 X 0 0 3831
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 689976 10360 X 10360 0 0
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 19980 300 X 300 0 0
SOHU.COM INC COM 83408W103 355452 11400 X 6800 0 4600
SONY CORP ADR 835699307 14101238 405208 X 382143 0 23065
SONY CORP ADR 835699307 2040672 58640 X 58090 0 550
SOUTHERN PAC PETE N L SPON ADR 843581406 2232 310 X 0 0 310
STELMAR SHIPPING LTD COM V8726M103 612500 35000 X 0 0 35000
STMICROELECTRONICS NV-NY SHS COM 861012102 667460 27753 X 10000 0 17753
STMICROELECTRONICS NV-NY SHS COM 861012102 21645 900 X 900 0 0
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 705465 57636 X 57636 0 0
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 11628 950 X 950 0 0
SUN LIFE FINANCIAL INC COM 866796105 877951 40552 X 38574 0 1978
SUN LIFE FINANCIAL INC COM 866796105 474005 21894 X 21894 0 0
SUNCOR ENERGY INC COM 867229106 19941 1075 X 575 0 500
SUNCOR ENERGY INC COM 867229106 189210 10200 X 200 0 10000
SWISSCOM ADR COM 871013108 43920 1500 X 1500 0 0
PAGE 105
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
SYNGENTA AG SPONS ADR 87160A100 1455 133 X 133 0 0
TAIWAN SEMICONDUCTOR SPON ADR 874039100 4431181 409158 X 314406 0 94752
TAIWAN SEMICONDUCTOR SPON ADR 874039100 217456 20079 X 1641 0 18438
TALISMAN ENERGY INC COM 87425E103 346312 7300 X 0 0 7300
TARO PHARMACEUTICAL INDS LTD COM M8737E108 4692754 83620 X 75645 0 7975
TARO PHARMACEUTICAL INDS LTD COM M8737E108 221730 3951 X 1700 2251 0
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 17850 21000 X 21000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 634500 15000 X 0 0 15000
TELE DANMARK A/S SPON ADR 87236N102 9120 600 X 600 0 0
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 5471 170 X 170 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 10598 434 X 334 0 100
TELECOM CORP NEW ZEALAND LTD 879278208 17338 710 X 510 0 200
TELECOM ITALIA SPA SPON ADR 87927Y102 7356 296 X 296 0 0
TELEFONICA DE ARGENTINA SPON ADR 879378404 1250 163 X 163 0 0
TELEFONICA DE ESPANA ADR 879382208 310613 8762 X 5527 0 3235
TELEFONICA DE ESPANA ADR 879382208 229645 6478 X 6478 0 0
TELEFONICA DEL PERU S A SPON ADR 879384204 2723 801 X 801 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 662263 21678 X 17911 0 3767
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 228025 7464 X 6714 0 750
TELENORTE LESTE PARTICIP ADR 879246106 209 15 X 15 0 0
TERRA NETWORKS SA SPONSORED 88100W103 5546 1012 X 1012 0 0
TESCO CORP COM 88157K101 203250 25000 X 0 0 25000
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 46799267 818169 X 752365 0 65804
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 6480817 113301 X 104691 0 8610
THOMSON 885118109 47034 2700 X 0 0 2700
THOMSON 885118109 8710 500 X 500 0 0
THOMSON CORP COM 884903105 121 4 X 4 0 0
TORONTO DOMINION BK COM 891160509 16980 600 X 600 0 0
TORONTO DOMINION BK COM 891160509 122256 4320 X 4320 0 0
TOTAL S A ADR 89151E109 2567194 33868 X 26896 0 6972
TOTAL S A ADR 89151E109 307900 4062 X 3625 0 437
TOYOTA MOTOR CORP ADR 2 892331307 161440 2711 X 1100 0 1611
TOYOTA MOTOR CORP ADR 2 892331307 95280 1600 X 1600 0 0
TRANSCANADA CORP COM 89353D107 6949 374 X 374 0 0
TRANSCANADA CORP COM 89353D107 70604 3800 X 3000 0 800
TRANSOCEAN INC COM G90078109 5433600 271680 X 228134 0 43546
TRANSOCEAN INC COM G90078109 769120 38456 X 35338 0 3118
TYCO INTL LTD NEW COM 902124106 23398173 1145285 X 958840 0 186445
TYCO INTL LTD NEW COM 902124106 7128926 348944 X 336095 100 12749
UBS AG REG COM H8920M855 183872 3270 X 1020 0 2250
UBS AG REG COM H8920M855 121794 2166 X 2166 0 0
ULTRA PETE CORP COM 903914109 2752405 197305 X 196405 0 900
ULTRA PETE CORP COM 903914109 207855 14900 X 14900 0 0
PAGE 106
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK LE INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
---------------------------------------------
UNILEVER NV NY SHARES COM 904784709 2936038 49612 X 30048 0 19564
UNILEVER NV NY SHARES COM 904784709 2146518 36271 X 30514 0 5757
UNILEVER PLC SPONSORED ADR 904767704 1144575 33042 X 300 0 32742
UNILEVER PLC SPONSORED ADR 904767704 429536 12400 X 12400 0 0
UNITED BUSINESS MEDIA SPON ADR 90969M101 340 50 X 50 0 0
UNITED MICROELECTRONICS CORP ADR 910873207 617870 137000 X 108200 0 28800
UNITED MICROELECTRONICS CORP ADR 910873207 1696 376 X 376 0 0
UPM KYMMENE CORP ADR 915436109 53216 3162 X 0 0 3162
UPM KYMMENE CORP ADR 915436109 13464 800 X 800 0 0
VELCRO INDS N V COM 922571104 22700 2000 X 2000 0 0
VERISITY LTD COM M97385112 236563 18925 X 0 0 18925
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 70223 3954 X 80 0 3874
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 7086 399 X 399 0 0
VODAFONE GROUP PLC ADR NEW 92857W100 28881137 1426229 X 1367601 0 58628
VODAFONE GROUP PLC ADR NEW 92857W100 11950497 590148 X 532713 0 57435
VOLVO AKTIEBOLAGET ADR B 928856400 62856 2700 X 2700 0 0
WEATHERFORD INTERNATIONAL LTD COM G95089101 1482261 39234 X 14819 0 24415
WEATHERFORD INTERNATIONAL LTD COM G95089101 30224 800 X 800 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 178664 450 X 0 0 450
WHITE MTNS INS GROUP LTD COM G9618E107 39703 100 X 0 0 100
WILLBROS GROUP INC COM 969199108 39450 3845 X 3845 0 0
WILLBROS GROUP INC COM 969199108 57456 5600 X 5600 0 0
WILLIS GROUP HOLDINGS LTD COM G96655108 1604689 52185 X 3000 0 49185
WIPRO LTD ADR 97651M109 14525 500 X 500 0 0
WPP GROUP PLC ADR 929309300 519719 12339 X 10683 0 1656
WPP GROUP PLC ADR 929309300 14068 334 X 334 0 0
XCELERA INC COM G31611109 685 500 X 500 0 0
XL CAP LTD CL A COM G98255105 29070899 375399 X 333769 0 41630
XL CAP LTD CL A COM G98255105 1091827 14099 X 11091 0 3008
XOMA LTD COM G9825R107 81360 10877 X 0 0 10877
XOMA LTD COM G9825R107 7480 1000 X 1000 0 0
PAGE 107
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
B. PREFERRED STOCK LE INSTR OTHER
V
PREFERRED STOCK - DOMESTIC
---------------------------------------------
ALLTEL CORP 7.75% CONV PFD 020039822 171115 3500 X N.A. N.A. N.A.
ALLTEL CORP 7.75% CONV PFD 020039822 102669 2100 X N.A. N.A. N.A.
APARTMENT INVEST CONV CL P FLT RT PF 03748R861 8624 341 X N.A. N.A. N.A.
CABCO-J C PENNEY 7.625% PFD 126797208 12285 500 X N.A. N.A. N.A.
CITYFED FINANCIAL CORP PFD 178762407 0 9 X N.A. N.A. N.A.
PAGE 108
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
B. PREFERRED STOCK LE INSTR OTHER
V
PREFERRED STOCK - CONVERTIBLE
---------------------------------------------
ALLIED WASTE INDS 6.25% CONV PFD 019589605 50423 810 X N.A. N.A. N.A.
BAXTER INTL INC 7.00% CONV PFD 071813406 115830 2200 X N.A. N.A. N.A.
BAXTER INTL INC 7.00% CONV PFD 071813406 236925 4500 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 8000 40 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 18570 1500 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 9816 200 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 30375 1500 X N.A. N.A. N.A.
EMMIS COMM CORP SER A 6.25% PFD 291525202 19360 440 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 281670 5725 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 27254 1045 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 160247 3700 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 56303 1300 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 70200 200 X N.A. N.A. N.A.
FRONTLINE COMMUN 4.00% CONV PFD 35921T207 760 400 X N.A. N.A. N.A.
GENERAL MTRS CONV 5.25% PFD 370442733 91920 4000 X N.A. N.A. N.A.
GENERAL MTRS CORP CONV 4.50% PFD 370442741 123250 5000 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 68250 1500 X N.A. N.A. N.A.
PERINI CORP PFD CONV $2.125 713839306 52800 2000 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 2449 31 X N.A. N.A. N.A.
SINCLAIR BROADCAST GRP SER 6.00% PFD 829226505 35317 830 X N.A. N.A. N.A.
TEXTRON INC $2.08 CONV PFD 883203200 16000 100 X N.A. N.A. N.A.
TEXTRON INC $2.08 CONV PFD 883203200 50880 318 X N.A. N.A. N.A.
UTD FIRE & CASUALTY 6.375% CONV PFD 910331305 3856550 137000 X N.A. N.A. N.A.
WESTPORT RES CORP 6.50% CONV PFD 961418209 2480 100 X N.A. N.A. N.A.
WHX CORP PFD 929248201 2500 500 X N.A. N.A. N.A.
WYETH $2.00 CONV PFD 983024209 55200 46 X N.A. N.A. N.A.
PAGE 109
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
B. PREFERRED STOCK LE INSTR OTHER
V
PREFERRED STOCK - FOREIGN
---------------------------------------------
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 840672 32903 X N.A. N.A. N.A.
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 711159 27834 X N.A. N.A. N.A.
ROYAL BK OF SCOTLAND SER J 8.50% PFD 780097853 86670 3240 X N.A. N.A. N.A.
ROYAL BK OF SCOTLAND SER J 8.50% PFD 780097853 26750 1000 X N.A. N.A. N.A.
ROYAL BK OF SCOTLAND 8.8889% PFD 780097861 39000 1500 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 73161 2675 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 125810 4600 X N.A. N.A. N.A.
PAGE 110
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CORPORATE BONDS
---------------------------------------------
MERISTAR HOSP CONV 9.50% 4/01/10 * 58984YAJ2 17175 15000 X N.A. N.A. N.A.
PAGE 111
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
DOMESTIC CONVERTIBLE BONDS
---------------------------------------------
AMER TOWER CORP CONV 6.25% 10/15/09 029912AB8 14288 15000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 773300 760000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 274725 270000 X N.A. N.A. N.A.
BEA SYS INC 4.00% 12/15/06 073325AD4 268813 275000 X N.A. N.A. N.A.
BISYS GROUP INC 4.00% 3/15/06 055472AB0 62400 65000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 13575 15000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 253400 280000 X N.A. N.A. N.A.
CITIGROUP GBL CONV 3.00% 8/22/08 173073AA5 239063 250000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 18000 50000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 18000 50000 X N.A. N.A. N.A.
DEVON ENERGY CORP 4.90% 8/15/08 25179MAA1 12210 12000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 5.75% 5/15/08 278762AG4 59881 55000 X N.A. N.A. N.A.
GENZYME CORP CONV 3.00% 5/15/21 372917AK0 251563 250000 X N.A. N.A. N.A.
HCC INSURANCE CONV 2.00% 9/01/21 404132AA0 11963 11000 X N.A. N.A. N.A.
HEALTHSOUTH *DFLT* 3.25% 4/01/03 421924AF8 34375 275000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 4819 5000 X N.A. N.A. N.A.
INTERPUBLIC GRP CO 1.87% 6/01/06 460690AJ9 266250 300000 X N.A. N.A. N.A.
JUNIPER NETWORKS 4.75% 3/15/07 48203RAA2 9750 10000 X N.A. N.A. N.A.
LIBERTY MEDIA CORP 4.00% 11/15/29 530715AG6 225250 340000 X N.A. N.A. N.A.
LOEWS CORP 3.125% 9/15/07 540424AL2 78306 85000 X N.A. N.A. N.A.
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 19750 20000 X N.A. N.A. N.A.
MEDTRONIC INC CONV 1.25% 9/15/21 585055AB2 76781 75000 X N.A. N.A. N.A.
NEXTEL COMM INC 5.25% 1/15/10 65332VAY9 4663 5000 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 71250 75000 X N.A. N.A. N.A.
NVIDIA CORP CONV 4.75% 10/15/07 67066GAA2 101750 100000 X N.A. N.A. N.A.
PENN TREATY AMER 6.25% 10/15/08 707874AE3 8700 8000 X N.A. N.A. N.A.
PENN TREATY AMER CONV 6.25% 10/15/08 707874AD5 43500 40000 X N.A. N.A. N.A.
RICHARDSON CONV SF 7.25% 12/15/06 763165AB3 6440 7000 X N.A. N.A. N.A.
RICHARDSON ELEC CONV 8.25% 6/15/06 763165AC1 33371 33000 X N.A. N.A. N.A.
SERVICE CORP INT CONV 6.75% 6/22/08 817565AU8 15431 15000 X N.A. N.A. N.A.
SILICON GRAPHICS INC 5.25% 9/01/04 827056AC6 96250 125000 X N.A. N.A. N.A.
SOUTHWEST WTR CONV 6.85% 7/01/21 845331AB3 4850 5000 X N.A. N.A. N.A.
TYCO INTL CONV 3.125% 1/15/23 902118BE7 33675 30000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 6493 7000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 11130 12000 X N.A. N.A. N.A.
PAGE 112
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 82935 14550 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 316772 55574 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 41344 5440 X N.A. N.A. N.A.
ABERDEEN GLOBAL INCOME FUND * 003013109 1650 138 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 72328 8842 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 83068 10155 X N.A. N.A. N.A.
ACM MANAGED DOLLAR INCOME FD * 000949107 10595 1300 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 55021 4651 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 79462 6717 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD * 01852M108 57200 4000 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 56287 4554 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 314463 25442 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 11340 1200 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 6917 528 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 12420 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 16519 1330 X N.A. N.A. N.A.
AMEX ENERGY SELECT SPDR FD * 81369Y506 24050 1000 X N.A. N.A. N.A.
ASA LTD COM * 002050102 75137 1770 X N.A. N.A. N.A.
ASA LTD COM * 002050102 169376 3990 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 22126 1850 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 23920 2000 X N.A. N.A. N.A.
BANCROFT CONVERTABLE FD * 059695106 2227 116 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 45164 350 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 12904 100 X N.A. N.A. N.A.
BLACKROCK ADVANTAGE TERM TR INC FD * 09247A101 12540 1100 X N.A. N.A. N.A.
BLACKROCK FL INSD MUN 2008 TERM TR * 09247H106 153425 9500 X N.A. N.A. N.A.
BLACKROCK FLORIDA INSD MUNI FD * 09250G102 99258 7100 X N.A. N.A. N.A.
BLACKROCK INCOME OPPORTUNITY TRUST * 092475102 1125575 102325 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 2072 273 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 39780 3600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 42950 2500 X N.A. N.A. N.A.
BLACKROCK INSD MUNI INCOME TR FD * 092479104 308716 22600 X N.A. N.A. N.A.
BLACKROCK INVT QUALITY TERM TR INC * 09247J102 27724 2900 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 116721 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 77350 7000 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 53760 4000 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 330597 24598 X N.A. N.A. N.A.
BLACKROCK PFD OPPORTUNITY TR FD * 09249V103 281712 11738 X N.A. N.A. N.A.
BLACKROCK PFD OPPORTUNITY TR FD * 09249V103 13200 550 X N.A. N.A. N.A.
BLACKROCK STRATEGIC BOND TR FD * 09249G106 24907 1666 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC * 095333100 183543 31700 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 35980 2000 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 11500 1000 X N.A. N.A. N.A.
PAGE 113
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
CALAMOS CONVERTIBLE OPP & INC FUND * 128117108 534097 28140 X N.A. N.A. N.A.
CENTRAL EUROPEAN EQUITY FUND * 153436100 20350 1000 X N.A. N.A. N.A.
CENTRAL FUNDS OF CANADA LTD CL A * 153501101 85383 17900 X N.A. N.A. N.A.
CENTRAL SECURITIES CORP * 155123102 50054 2546 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 3523 134 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 85968 3270 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 467 177 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 18055 6839 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 46123 2734 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 3779 224 X N.A. N.A. N.A.
COHEN & STEERS ADVANTAGE INCOME RLTY * 19247W102 31265 1850 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 46859 7391 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 80575 12709 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB * 195762109 36261 4256 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 35787 3488 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 21 2 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 30348 5400 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 2810 500 X N.A. N.A. N.A.
CONS DISCRY SELECT SECTR SPDR FD * 81369Y407 41370 1500 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 8099 1090 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 32136 3900 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 86520 10500 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD V * 219931102 29795 2001 X N.A. N.A. N.A.
CP HOLDRS FD * 12616K106 51740 1000 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 14774 3420 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 24935 5374 X N.A. N.A. N.A.
DEBT STRATEGIES FD INC * 24276Q109 46942 6975 X N.A. N.A. N.A.
DELAWARE INVESTMENTS DIV & INC FD * 245915103 180199 16118 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 510838 48329 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 434998 41154 X N.A. N.A. N.A.
DREYFUS HIGH YIELD STRATEGIES FD * 26200S101 2495 500 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 99807 10300 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 82365 8500 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 72450 9000 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 11149 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 35582 4048 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 20366 2317 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 25917 2763 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 143092 15255 X N.A. N.A. N.A.
DTF TAX-FREE INCOME INC FD * 23334J107 223548 14330 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 36000 2500 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 63288 4395 X N.A. N.A. N.A.
EASTERN AMERN NAT GAS TR SPRS RCT UT * 276217106 12265 550 X N.A. N.A. N.A.
PAGE 114
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
EATON VANCE INSD MA MUN BD FD CL I * 27828K108 5058 350 X N.A. N.A. N.A.
EATON VANCE INSURED MUNI BOND FD * 27827X101 41202 3034 X N.A. N.A. N.A.
EATON VANCE MUNICIPAL INCOME * 27826U108 60358 4070 X N.A. N.A. N.A.
EATON VANCE NJ MUNICIPAL INC CL B * 27826V106 148685 9999 X N.A. N.A. N.A.
EATON VANCE NY MUNICIPAL INC TRUST * 27826W104 37000 2500 X N.A. N.A. N.A.
EATON VANCE SENIOR INCOME FUND * 27826S103 22500 2500 X N.A. N.A. N.A.
EUROPE FD INC * 29874M103 264 30 X N.A. N.A. N.A.
EUROPEAN WARRANT FUND INC * 298792102 582 300 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 58800 4000 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 5513 375 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD * 86330E885 27128 380 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 17216 3200 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 25827 3538 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 202779 27778 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 2101 270 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 4372 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 18305 2320 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 5578 707 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 56190 2044 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 258461 9402 X N.A. N.A. N.A.
GERMANY FUND INC * 374143105 49308 8329 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 58893 3430 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 28150 1594 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 28344 1605 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 52923 3450 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 84370 5500 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 28499 1420 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 18765 935 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 56250 4500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID CL I * 41013Q101 89711 9709 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID CL I * 41013Q101 206117 22307 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD * 41013W108 24970 1000 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD * 41013W108 35932 1439 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD II * 41013X106 46158 1850 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD II * 41013X106 27445 1100 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 14542 2051 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 62392 8800 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC * 429904105 12150 2250 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 19020 2000 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 4755 500 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 66889 9316 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 190092 13549 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 4293 306 X N.A. N.A. N.A.
PAGE 115
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
INTERMEDIATE MUNI FD INC COM * 45880P104 11236 1107 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 3281 100 X N.A. N.A. N.A.
ISARES RUSSELL MIDCAP INDEX FD * 464287499 95969 1620 X N.A. N.A. N.A.
ISHARES DJ U S HEALTHCARE SEC * 464287762 36788 697 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 109736 2200 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 63348 1270 X N.A. N.A. N.A.
ISHARES DJ US FINANCIAL SVCS FD * 464287770 12071 130 X N.A. N.A. N.A.
ISHARES DOW JONES U S FINL SECTOR * 464287788 103004 1295 X N.A. N.A. N.A.
ISHARES DOW JONES U S UTILS SECTOR * 464287697 10454 195 X N.A. N.A. N.A.
ISHARES DOW JONES U S UTILS SECTOR * 464287697 26805 500 X N.A. N.A. N.A.
ISHARES DOW JONES US TELECOMM * 464287713 1907 100 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS SEMICONDUCTOR * 464287523 4192 80 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS TECH INDEX FD * 464287549 21112 520 X N.A. N.A. N.A.
ISHARES GS SOFTWARE INDEX FUND * 464287515 10771 320 X N.A. N.A. N.A.
ISHARES GS$ INVESTOP CORP BD FD * 464287242 2111052 18800 X N.A. N.A. N.A.
ISHARES INC MSCI JAPAN INDEX FD * 464286848 751608 85800 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD * 464286699 46935 3500 X N.A. N.A. N.A.
ISHARES LEHMAN 1-3 YR TREAS INDEX FD * 464287457 16546 200 X N.A. N.A. N.A.
ISHARES LEHMAN 20+ YR TREAS BD FD * 464287432 8822 100 X N.A. N.A. N.A.
ISHARES LEHMAN 7-10 YR TREAS BD FD * 464287440 17318 200 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 39780 340 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 135369 1157 X N.A. N.A. N.A.
ISHARES MSCI EMU INDEX FUND * 464286608 10108 200 X N.A. N.A. N.A.
ISHARES MSCI EMU INDEX FUND * 464286608 10108 200 X N.A. N.A. N.A.
ISHARES MSCI FRANCE * 464286707 78430 4600 X N.A. N.A. N.A.
ISHARES MSCI HONG KONG INDEX FD * 464286871 6629 700 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 26168 400 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 13084 200 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD * 464286673 3913 700 X N.A. N.A. N.A.
ISHARES MSCI SOUTH KOREA INDEX FD * 464286772 9608 450 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 2663684 50650 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 40810 776 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 1960624 14150 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 39767 287 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 * 464287689 1972 35 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 132962 2450 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 81405 1500 X N.A. N.A. N.A.
ISHARES S & P LATIN AMER 40 INDEX FD * 464287390 14829 300 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400 FD * 464287507 1750635 17153 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 9498 100 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 66676 702 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD * 464287879 8640 100 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD * 464287879 38880 450 X N.A. N.A. N.A.
PAGE 116
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
ISHARES S & P 100 INDEX FUND * 464287101 76372 1525 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 11854034 118659 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 233466 2337 X N.A. N.A. N.A.
ISHARES S&P GLOBAL HEALTHCARE FD * 464287325 8646 200 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 541850 5000 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 71849 663 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD * 464287887 165396 2100 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD * 464287804 1887470 16080 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 2007770 20688 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 48525 500 X N.A. N.A. N.A.
ISHARES TR - S&P 500 BARRA GRWTH * 464287309 315580 6200 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD * 464287564 32091 325 X N.A. N.A. N.A.
ISHARES TR DJ US REAL ESTATE FD * 464287739 27423 300 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 5381 75 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 16861 235 X N.A. N.A. N.A.
ISHARES TR RUSSELL 1000 GRWTH INDX * 464287614 21310 500 X N.A. N.A. N.A.
ISHARES TR S & P GLOBAL 100 INDEX FD * 464287572 17808 350 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 4304 100 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 516480 12000 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 6470 150 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 21565 500 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 26527 2954 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 4430 351 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 46677 5537 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 103561 7152 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 23905 3500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 8777 1285 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 2530 504 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 43594 8684 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 28329 2660 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 407054 38221 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 72100 7000 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 279635 27149 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 222724 10078 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 532433 24092 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 26160 3000 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2616 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 405790 59500 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 71325 10322 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 75865 10979 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 33935 5500 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 36403 5900 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 88659 12046 X N.A. N.A. N.A.
PAGE 117
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
MIDCAP SPDR TR COM * 595635103 367799 3940 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 233375 2500 X N.A. N.A. N.A.
MORGAN STANLEY ASIA-PACIFIC FUND INC * 61744U106 128301 13477 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND * 616988101 25000 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744G107 12036 1067 X N.A. N.A. N.A.
MORGAN STANLEY GOVT. INCOME TR * 61745P106 87808 9800 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES * 61745P874 11109 700 X N.A. N.A. N.A.
MORGAN STANLEY INDIA INVESTMENT FUND * 61745C105 10311 677 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD * 61745P791 65528 4479 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI BOND FD * 61745P817 4925 335 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI SEC FD * 61745P833 5692 400 X N.A. N.A. N.A.
MORGAN STANLEY NY QUAL MUNI SEC FD * 61745P528 125809 9333 X N.A. N.A. N.A.
MORGAN STANLEY PREMIUM INCOME TR FD * 61745P429 17131 1860 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD * 61745P734 190925 13131 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD * 61745P585 5624 400 X N.A. N.A. N.A.
MUNICIPAL ADVANTAGE FD INC * 626189104 4095 300 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 28164 3696 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5365 500 X N.A. N.A. N.A.
MUNIHOLDINGS FD II INC * 625935101 18489 1334 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 128880 9000 X N.A. N.A. N.A.
MUNIHOLDINGS FUND INC * 62625H107 23744 1600 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 49894 3800 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 11764 896 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 24938 1750 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 53295 3740 X N.A. N.A. N.A.
MUNIHOLDINGS NY INS FUND * 625931100 38097 2700 X N.A. N.A. N.A.
MUNIINSURED FD INC * 626245104 10703 1100 X N.A. N.A. N.A.
MUNIVEST FD II INC * 62629P105 23538 1638 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 10507 1161 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 60454 6680 X N.A. N.A. N.A.
MUNIYIELD CALIFORNIA INSURED FD INC * 62629L104 139300 10000 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 16201 1232 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 81279 5590 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 227275 15631 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD * 62630J106 59862 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 4743 334 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 85200 6000 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 108138 7541 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 81383 6119 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 3723 300 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 36004 2516 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 5724 400 X N.A. N.A. N.A.
MVC CAPITAL FD * 553829102 8250 1000 X N.A. N.A. N.A.
PAGE 118
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
NEUBERGER BERMAN INTER MUN FD INC * 64124P101 69244 5114 X N.A. N.A. N.A.
NEW AMER HIGH INCOME FD * 641876107 19502 9800 X N.A. N.A. N.A.
NEW GERMANY FD INC * 644465106 40776 6923 X N.A. N.A. N.A.
NEW IRELAND FD INC * 645673104 162 13 X N.A. N.A. N.A.
NICHOLAS-APPLEGATE CONV & INC FD * 65370F101 24807 1656 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 81935 5933 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 60723 4397 X N.A. N.A. N.A.
NUVEEN CA INVT QUALITY MUN FD INC * 67062A101 59080 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 53466 3350 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 334617 20966 X N.A. N.A. N.A.
NUVEEN CONNECTICUT DVD ADV FUND 3 * 67071Y108 21075 1500 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADV MUNI FUND 3 * 67070X101 10173 734 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * 67066V101 25517 1700 X N.A. N.A. N.A.
NUVEEN DVD ADV MUNI FD 2 * 67070F100 10681 714 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD * 670970102 4396 282 X N.A. N.A. N.A.
NUVEEN FLA QUALITY INCOME MUN FD * 670978105 4796 309 X N.A. N.A. N.A.
NUVEEN FLA QUALITY INCOME MUN FD * 670978105 32126 2070 X N.A. N.A. N.A.
NUVEEN INS MA T/F ADV MUNI FUND * 67072F108 15200 1000 X N.A. N.A. N.A.
NUVEEN INS TAX-FREE ADV MUNICIPAL FD * 670657105 361797 24900 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 218521 13892 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 158967 10106 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 61908 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 76907 5466 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 64640 4000 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 16160 1000 X N.A. N.A. N.A.
NUVEEN INSURED FLORIDA PREMIUM INC * 67101V108 7980 500 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 45706 3007 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 7600 500 X N.A. N.A. N.A.
NUVEEN MD PREMIUM INC MUNI FD * 67061Q107 31460 2000 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 92078 6430 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 96374 6730 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 337187 21754 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 174608 11265 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 19580 2000 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 166529 18180 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 994639 108585 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 83052 5400 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 53604 3600 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 88660 5500 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 53438 3315 X N.A. N.A. N.A.
NUVEEN NJ DVD ADV MUNI FD * 67069Y102 32053 2144 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 504553 32636 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 695576 44992 X N.A. N.A. N.A.
PAGE 119
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 7966 501 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 47700 3000 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 37333 4098 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 31885 3500 X N.A. N.A. N.A.
NUVEEN NY SELECT QUALITY MUN FD INC * 670976109 47182 3100 X N.A. N.A. N.A.
NUVEEN PA DVD ADV MUNI FD 2 * 67071W102 8934 600 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 38896 2600 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 138290 9244 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 17982 1198 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 328527 22364 X N.A. N.A. N.A.
NUVEEN PFD & CONV INCOME FD * 67073B106 243510 16993 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 776010 53666 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 93239 7359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 77946 6152 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 15480 1000 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 44706 2888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 14797 1010 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 145782 9951 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 43595 3038 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 241955 16861 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 68535 4766 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 377044 26220 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD * 67071S101 31589 2113 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD * 67071S101 44850 3000 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD III * 67072W101 74250 5000 X N.A. N.A. N.A.
NUVEEN QUALITY PREFERRED II FUND * 67072C105 15080 1000 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 30296 1780 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 42550 2500 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 84582 5715 X N.A. N.A. N.A.
NUVEEN SELECT T/F INC III FD * 67063X100 13259 1016 X N.A. N.A. N.A.
NUVEEN SELECT T/F INC III FD * 67063X100 136438 10455 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 169993 12820 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 189000 13500 X N.A. N.A. N.A.
OIL SERVICE HOLDERS TRUST * 678002106 40320 700 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 27273 3330 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 22408 1052 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 121410 5700 X N.A. N.A. N.A.
PIMCO CORP OPPORTUNITY FD * 72201B101 98739 6028 X N.A. N.A. N.A.
PIMCO CORP OPPORTUNITY FD * 72201B101 16380 1000 X N.A. N.A. N.A.
PIMCO HIGH INCOME FUND * 722014107 20970 1500 X N.A. N.A. N.A.
PIMCO HIGH INCOME FUND * 722014107 699000 50000 X N.A. N.A. N.A.
PIMCO MUNI INCOME FD III * 72201A103 234300 16500 X N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND * 72200R107 42 3 X N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND * 72200R107 18070 1300 X N.A. N.A. N.A.
PAGE 120
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
PIMCO MUNICIPAL INCOME FUND II * 72200W106 33203 2375 X N.A. N.A. N.A.
PIMCO RCM STRAT GLOBAL GOVT FD * 72200X104 118200 10000 X N.A. N.A. N.A.
PIONEER HIGH INCOME TR FD * 72369H106 12232 800 X N.A. N.A. N.A.
PIONEER INTEREST SHARES INC FUND * 723703104 5570 500 X N.A. N.A. N.A.
PREFERRED INCOME STRATEGIES FUND * 74038E100 35835 1500 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 69782 26333 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS * 743590101 2960 500 X N.A. N.A. N.A.
PUTNAM HIGH INCOME BOND FUND * 746779107 11984 1600 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 2655 150 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 5310 300 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 17050 2500 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 6820 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 57460 5200 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 35360 3200 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7600 1000 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7220 950 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 16661 2472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 141540 21000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 22807 3558 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 242779 37875 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 3777 300 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 12590 1000 X N.A. N.A. N.A.
PUTNAM NY INVT GRADE MUNI FD * 746921105 68855 5875 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 73057 11487 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 19472 1600 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 660 60 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 168730 10713 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 33689 2139 X N.A. N.A. N.A.
SAFFRON FUND INC * 78657R102 1588 200 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 60844 5681 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 76277 7122 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 78703 6586 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 25836 2162 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC * 79547Q106 10810 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC * 79548T109 79350 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 56322 5153 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 7979 730 X N.A. N.A. N.A.
SALOMON BROTHERS EMERG INC MKT FD II * 794910109 23793 1536 X N.A. N.A. N.A.
SALOMON BROTHERS MUNI PARTNERS II FD * 794918102 5300 400 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 4224 600 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 17175 2667 X N.A. N.A. N.A.
SCUDDER INTER GOVT TR * 811163104 858 125 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR * 81118Q101 31941 3900 X N.A. N.A. N.A.
PAGE 121
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
SCUDDER MUN INCOME TR * 81118R604 23760 2000 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 92560 8000 X N.A. N.A. N.A.
SCUDDER RREEF REAL ESTATE FD * 81119Q100 53970 3000 X N.A. N.A. N.A.
SECTOR SPDR TECHNOLOGY SELECT INDEX * 81369Y803 15538 850 X N.A. N.A. N.A.
SECTOR SPDR TECHNOLOGY SELECT INDEX * 81369Y803 30802 1685 X N.A. N.A. N.A.
SELECT SECTOR SPDR MATERIALS * 81369Y100 1092 50 X N.A. N.A. N.A.
SELIGMAN QUALITY MUNI FD * 816343107 112825 8919 X N.A. N.A. N.A.
SELIGMAN SELECT MUNICIPAL FUND * 816344105 6402 600 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 20545 3500 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 2642 450 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 168900 3000 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 187648 3333 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 26660 3100 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 80881 5555 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 84725 5819 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 7111 650 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 27941 2554 X N.A. N.A. N.A.
TCW / DW TERM TR 2003 * 87234U108 996519 94100 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 58596 12935 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 23556 5200 X N.A. N.A. N.A.
TELECOM HOLDRS TR * 87927P200 4888 200 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 330880 23500 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 1295 92 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 12510 1000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 11885 950 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 56674 5092 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 24236 2875 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 25880 3070 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 80799 5401 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 177904 11892 X N.A. N.A. N.A.
UTILITIES SELECT SECTOR SPDR FD * 81369Y886 1916250 87500 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD * 920934106 15860 1000 X N.A. N.A. N.A.
VAN KAMPEN ADV MUNI INCOME II FD * 92112K107 14000 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 224675 13981 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 25575 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR * 920919107 23424 1600 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR * 920919107 14640 1000 X N.A. N.A. N.A.
VAN KAMPEN AMERN CAP STRAT SECTR MUN * 920943107 15334 1100 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 16533 933 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 6660 1800 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 55755 3500 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 54162 3400 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 14250 1000 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 16259 1141 X N.A. N.A. N.A.
PAGE 122
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
CLOSED-END INVESTMENTS
---------------------------------------------
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 30878 3331 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL OPPORTUNITY TR * 920935103 76845 4700 X N.A. N.A. N.A.
VAN KAMPEN NY VALUE MUN INCOME TR * 92112Q104 9120 600 X N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUN TR * 920924107 26622 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 10322 1300 X N.A. N.A. N.A.
VAN KAMPEN TR/INVT GRD FL MUNI FD * 920932100 32000 2000 X N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL * 920928108 24840 1500 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 518784 33600 X N.A. N.A. N.A.
VAN KAMPEN VALUE MUNICIPAL INCOME TR * 921132106 49436 3400 X N.A. N.A. N.A.
WESTERN ASSET PREMIER BOND FUND * 957664105 50548 3448 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 9588 2053 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 54211 11086 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 17325 875 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 7425 375 X N.A. N.A. N.A.
PAGE 123
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
WARRANTS & RIGHTS
---------------------------------------------
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 446 95 X N.A. N.A. N.A.
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 938 200 X N.A. N.A. N.A.
CITIGROUP INC LITIGTN WTS 12/31/50 * 172967127 2538 2350 X N.A. N.A. N.A.
CONSECO INC WTS 9/10/08 * 208464123 495 97 X N.A. N.A. N.A.
CONSECO INC WTS 9/10/08 * 208464123 31 6 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 2624 16400 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 548 3425 X N.A. N.A. N.A.
GABELLI UTILITY TRUST RTS 9/23/03 * 36240A127 998 2320 X N.A. N.A. N.A.
GABELLI UTILITY TRUST RTS 9/23/03 * 36240A127 0 1 X N.A. N.A. N.A.
GREAT AMERN FINL RTS 9/22/03 * 389915117 1 66 X N.A. N.A. N.A.
MAGNUM HUNTER RESOURCES WTS 3/21/05 * 55972F138 395 1580 X N.A. N.A. N.A.
MAGNUM HUNTER RESOURCES WTS 3/21/05 * 55972F138 2 8 X N.A. N.A. N.A.
MICROSTRATEGY INC WTS 6/24/07 * 594972119 42 151 X N.A. N.A. N.A.
MICROSTRATEGY INC WTS 6/24/07 * 594972119 27 98 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 1 7 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 0 1 X N.A. N.A. N.A.
ORBITAL SCIENCES CORP WTS 8/31/04 * 685564130 681 144 X N.A. N.A. N.A.
ORBITAL SCIENCES CORP WTS 8/31/04 * 685564130 194 41 X N.A. N.A. N.A.
PAGE 124
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
LIMITED PARTNERSHIPS
---------------------------------------------
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 533864 15941 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 2041483 60958 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P * 02364V107 14429 2018 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 3000 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 5950 500 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 3832 322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 32003 1275 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 144953 5775 X N.A. N.A. N.A.
ATLAS PIPELINE PARTNERS UTS L P * 049392103 35770 1000 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 607648 15195 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 945764 23650 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 302400 10800 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 156800 5600 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 165778 3395 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 542013 11100 X N.A. N.A. N.A.
ENTERPRISE PRODS PARTNERS L P * 293792107 38420 1700 X N.A. N.A. N.A.
ENTERPRISE PRODS PARTNERS L P * 293792107 1740200 77000 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 10463 464 X N.A. N.A. N.A.
GENESIS ENERGY L P * 371927104 3500 500 X N.A. N.A. N.A.
GULFTERRA ENERGY PARTNERS LP * 40274U108 148330 3699 X N.A. N.A. N.A.
GULFTERRA ENERGY PARTNERS LP * 40274U108 481200 12000 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 1778 14 X N.A. N.A. N.A.
HERITAGE PROPANE PARTNERS L P * 426918108 26720 800 X N.A. N.A. N.A.
INERGY LP * 456615103 82400 2000 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 82905 1791 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 106467 2300 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 901454 21062 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 2561024 59837 X N.A. N.A. N.A.
MAGELLAN MIDSTREAM PARTNERS LP * 559080106 13743 300 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 22600 400 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 53110 940 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 396680 10040 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 182105 4195 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 2409255 55500 X N.A. N.A. N.A.
PACIFIC ENERGY PARTNERS LP * 69422R105 12675 500 X N.A. N.A. N.A.
PACIFIC ENERGY PARTNERS LP * 69422R105 633750 25000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 936 800 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 2120 1812 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 30050 1000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 1412350 47000 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 61820 2810 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P * 864482104 196533 6525 X N.A. N.A. N.A.
SUNOCO LOGISTICS PARTNERS L P * 86764L108 7750 250 X N.A. N.A. N.A.
PAGE 125
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
LIMITED PARTNERSHIPS
---------------------------------------------
TC PIPELINE LP * 87233Q108 47640 1500 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 158800 5000 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 147888 4180 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 2478723 70060 X N.A. N.A. N.A.
VALERO LP * 91913W104 43700 1000 X N.A. N.A. N.A.
PAGE 126
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
GRANTOR TRUST INTEREST
---------------------------------------------
CITY INVESTING LIQUIDATING TR * 177900107 1498 780 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 43500 500 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 17400 200 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 762 207 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 920 250 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 5600 200 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR * 798241105 285122 15770 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 201600 4000 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 75600 1500 X N.A. N.A. N.A.
PAGE 127
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
UNIT INVESTMENT TRUSTS-EQUITY
---------------------------------------------
DIAMONDS TR UIT SER I * 252787106 848228 9108 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I * 252787106 261509 2808 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 252572 3478 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 503765 6937 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 2635162 81282 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 446261 13765 X N.A. N.A. N.A.
PAGE 128
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
---------------------------------------------
AGREE RLTY CORP COM * 008492100 24480 1000 X N.A. N.A. N.A.
ALEXANDRIA REAL ESTATE EQUITIES * 015271109 2143579 44630 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 964353 31300 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 92430 3000 X N.A. N.A. N.A.
AMERICAN FINL RLTY TR * 02607P305 4803010 340639 X N.A. N.A. N.A.
AMERICAN FINL RLTY TR * 02607P305 86010 6100 X N.A. N.A. N.A.
AMERICAN LD LEASE INC COM * 027118108 2214 120 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 144100 5500 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 2048099 124732 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 362554 22080 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 1835160 46625 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 173499 4408 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 1210842 45900 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 108554 4115 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 85714 3070 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 55840 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 8476 1300 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 1309511 27981 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 65286 1395 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 36330 1400 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 1564485 35990 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 644443 14825 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 18831 733 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 63487 1925 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 108834 3300 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 172935 4500 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 667414 17367 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 981934 32375 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 151195 4985 X N.A. N.A. N.A.
CAPSTEAD MTG CORP REIT * 14067E506 9323 750 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 555210 18600 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 75700 2536 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 2495 50 X N.A. N.A. N.A.
CENTERPOINT PROPERTIES TRUST COM * 151895109 1089760 16000 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 17856 600 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 814300 17000 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 384637 8030 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 605304 16800 X N.A. N.A. N.A.
COMMERCIAL NET LEASE RLTY INC REIT * 202218103 23365 1372 X N.A. N.A. N.A.
CORNERSTONE RLTY INCOME TR REIT * 21922V102 8888 1100 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 3866739 208900 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 172143 9300 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT * 22025E104 112275 4500 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT * 22025E104 12475 500 X N.A. N.A. N.A.
PAGE 129
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
---------------------------------------------
COUSINS PROPERTIES INC REIT * 222795106 2455043 88470 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 110200 7600 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 65250 4500 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 47600 4000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 267874 8968 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 6273 210 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 2148828 73590 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 1037710 35538 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 94869 3415 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 123232 4436 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 285750 9525 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 6559 871 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 37650 5000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 15828786 574965 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 5454629 198134 X N.A. N.A. N.A.
EQUITY ONE REIT * 294752100 45560 2680 X N.A. N.A. N.A.
EQUITY ONE REIT * 294752100 47600 2800 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 3742833 127829 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 418411 14290 X N.A. N.A. N.A.
ESSEX PPTY TR INC COM * 297178105 909295 14500 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 92629 2513 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 42389 1150 X N.A. N.A. N.A.
FIRST INDL RLTY TR INC REIT * 32054K103 1042275 32500 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 578528 17900 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 3453359 48164 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 1023518 14275 X N.A. N.A. N.A.
GLENBOROUGH REALTY TRUST INC COM * 37803P105 339480 18000 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 48461 2300 X N.A. N.A. N.A.
GREAT LAKES REIT INC COM * 390752103 15920 1000 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 64355 6100 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 2491959 53361 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 173491 3715 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 138486 4489 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 7494481 234349 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 361694 11310 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2201705 92276 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 1997631 83723 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 614382 15673 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 983920 25100 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 240649 6860 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 371848 10600 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 46614 5100 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 109680 12000 X N.A. N.A. N.A.
PAGE 130
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
---------------------------------------------
IMPAC MORTGAGE HOLDINGS INC COM * 45254P102 3238 200 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 81095 3500 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 17146 740 X N.A. N.A. N.A.
INNKEEPERS USA TRUST * 4576J0104 4036800 464000 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 4418488 113440 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 378789 9725 X N.A. N.A. N.A.
JAMESON INNS INC COM * 470457102 10036 4000 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 4787835 167700 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 57100 2000 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 2681773 65457 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 235045 5737 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 60160 3200 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 90390 4808 X N.A. N.A. N.A.
KRAMONT RLTY TR COM * 50075Q107 161025 9500 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 51990 3000 X N.A. N.A. N.A.
LEXINGTON CORPORATE PPTYS TR COM * 529043101 496244 25900 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 1834948 49620 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 248321 6715 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 2391463 63350 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 2182516 57815 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 117600 3000 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 230496 5880 X N.A. N.A. N.A.
MANUFACTURED HOME CMNTYS INC * 564682102 481914 12300 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 132993 6333 X N.A. N.A. N.A.
MONMOUTH REIT CL A * 609720107 8110 1000 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 140270 8020 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 71709 4100 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 128430 5512 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 118830 5100 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 934390 21730 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 104447 2429 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 2509 75 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 13380 400 X N.A. N.A. N.A.
PITTSBURGH & W VA RR * 724819107 8850 1000 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 2331932 91664 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 4560018 179246 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 94352 3465 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 421600 13600 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 43400 1400 X N.A. N.A. N.A.
PROLOGIS SHS BEN INT REIT * 743410102 3689895 121980 X N.A. N.A. N.A.
PROLOGIS SHS BEN INT REIT * 743410102 54450 1800 X N.A. N.A. N.A.
PS BUSINESS PKS INC CALIF REIT * 69360J107 50949 1350 X N.A. N.A. N.A.
PS BUSINESS PKS INC CALIF REIT * 69360J107 75480 2000 X N.A. N.A. N.A.
PAGE 131
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
---------------------------------------------
PUBLIC STORAGE INC REIT * 74460D109 1589560 40519 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 51391 1310 X N.A. N.A. N.A.
REALTY INCOME CORP COM * 756109104 9238 233 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 10418 450 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 388017 16790 X N.A. N.A. N.A.
REDWOOD TR INC REIT * 758075402 6657 157 X N.A. N.A. N.A.
REGENCY CTRS CORP COM * 758849103 1953419 53010 X N.A. N.A. N.A.
REGENCY CTRS CORP COM * 758849103 55275 1500 X N.A. N.A. N.A.
SAUL CENTERS INC REIT * 804395101 106200 4000 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 3603 250 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 11384 790 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC * 821374105 150 8 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 1027230 29100 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 4988777 114474 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 474368 10885 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 4973972 137745 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 2708 75 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 56355 1700 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 6630 200 X N.A. N.A. N.A.
STREETTRACKS DJ US S/C VALUE REIT * 86330E406 106350 750 X N.A. N.A. N.A.
STREETTRACKS WILSHIRE REIT INDEX * 86330E604 179660 1300 X N.A. N.A. N.A.
SUMMIT PPTYS INC * 866239106 114736 5050 X N.A. N.A. N.A.
SUN CMNTYS INC COM * 866674104 17730 450 X N.A. N.A. N.A.
TAUBMAN CTRS INC REIT * 876664103 502740 25650 X N.A. N.A. N.A.
THORNBURG MORTGAGE INC COM * 885218107 65478 2585 X N.A. N.A. N.A.
THORNBURG MORTGAGE INC COM * 885218107 582590 23000 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 11745 500 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 2205 187 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 56396 4600 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 32514 2652 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 69501 4277 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 34206 2105 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 643908 35167 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 362996 19825 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC * 911024107 463930 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 2248482 82817 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 172185 6342 X N.A. N.A. N.A.
URSTADT BIDDLE PPTYS INC CL A REIT * 917286205 75060 5560 X N.A. N.A. N.A.
URSTADT BIDDLE PPTYS INC CL A REIT * 917286205 36450 2700 X N.A. N.A. N.A.
URSTADT BIDDLE PPTYS INC REIT * 917286106 10440 800 X N.A. N.A. N.A.
VENTAS INC COM * 92276F100 237454 13870 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 1244861 25913 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 625048 13011 X N.A. N.A. N.A.
PAGE 132
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
---------------------------------------------
WASHINGTON REAL ESTATE INV TRUST * 939653101 314215 10835 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 422385 14565 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 344115 7647 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 579150 12870 X N.A. N.A. N.A.
PAGE 133
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
C.OTHER LE INSTR OTHER
V
FOREIGN CONVERTIBLE BONDS
---------------------------------------------
INCO LTD 7.75% 3/15/16 453258AH8 44220 44000 X N.A. N.A. N.A.
MFC BANCORP CONV 8.00% 4/01/08 55271XAA1 59832 57600 X N.A. N.A. N.A.
PAGE 134
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
ZERO COUPON BONDS
---------------------------------------------
AMERICA ONLINE Z/CPN 12/06/19 * 02364JAC8 289638 470000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 38000 50000 X N.A. N.A. N.A.
PAGE 135
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
3COM CORPORATION COM 885535104 291991 49490 X 49490 0 0
3M CO COM 88579Y101 7468815 108134 X 108134 0 0
3M CO COM 88579Y101 267992 3880 X 3880 0 0
3COM CORP COM 885535104 10485893 1777270 X 1777270 0 0
3M CO COM 88579Y101 66970687 969606 X 883956 0 85650
4KIDS ENTERTAINMENT INC COM 350865101 181460 8600 X 8600 0 0
A T & T WIRELESS SERVICES COM 00209A106 13162 1609 X 1609 0 0
ABBOTT LAB COM 002824100 753135 17700 X 17700 0 0
ACCENTURE LTD CL A G1150G111 3721844 166600 X 166600 0 0
ACTIVISION COM NEW COM NEW 004930202 116513 9750 X 9750 0 0
ADVANCE AUTO PARTS COM 00751Y106 184340 2600 X 2600 0 0
AGCO CORP COM 001084102 92556 5400 X 5400 0 0
AGILENT TECH INC COM 00846U101 110550 5000 X 5000 0 0
ALCOA INC COM 013817101 2882832 110200 X 110200 0 0
ALLIANCE GAMING CORP COM NEW 01859P609 219024 10800 X 10800 0 0
AMCOL INTL CORP COM 02341W103 65508 5300 X 5300 0 0
AMERICAN FINANCIAL REALTY TR COM 02607P305 172020 12200 X 12200 0 0
AMERICAN INTL GROUP COM 026874107 4694587 81362 X 81362 0 0
AMERICAN ITALIAN PAS CL A 027070101 166367 4300 X 4300 0 0
AMGEN INC COM 031162100 1549680 24000 X 24000 0 0
ANALOG DEVICES COM 032654105 1939020 51000 X 51000 0 0
ANIXTER INTL INC COM 035290105 79695 3500 X 3500 0 0
ANTEON INTL CORP COM 03674E111 134640 4400 X 4400 0 0
AOL TIME WARNER COM 00184A105 1994520 132000 X 132000 0 0
APPLEBEE'S INTL INC COM 037899101 182584 5800 X 5800 0 0
APPLIED FILMS CORP COM 038197109 205137 6900 X 6900 0 0
APPLIED MATERIALS COM 038222105 562340 31000 X 31000 0 0
ARBITRON INC COM 03875Q108 158850 4500 X 4500 0 0
ARTISAN COMPONENTS INC COM 042923102 196677 11700 X 11700 0 0
ASTA FUNDING INC COM 046220109 49379 1900 X 1900 0 0
AT&T CORP COM NEW 001957505 21550 1000 X 1000 0 0
AUGUST TECHNOLOGY CORP COM 05106U105 65504 4600 X 4600 0 0
AUTOZONE INC COM 053332102 358120 4000 X 4000 0 0
AFLAC INC COM 001055102 161500 5000 X 0 0 5000
ALCOA INC COM 013817101 183120 7000 X 0 0 7000
AMERICA MOVIL SPON ADR L SHS 02364W105 71641 3100 X 3100 0 0
AMERICAN INTERN COM 026874107 115400 2000 X 0 0 2000
AMGEN INC COM 031162100 161300 2500 X 0 0 2500
ANALOG DEVICES COM 032654105 152080 4000 X 0 0 4000
AOL TIME WARNER COM 00184A105 151100 10000 X 0 0 10000
APPLIED MATERIA COM 038222105 163170 9000 X 0 0 9000
ARM HLDNGS SPONSORED ADR 042068106 48900 10000 X 10000 0 0
ASM ADR N Y SHS N07059111 80032 6100 X 6100 0 0
AUTOZONE INC COM 053332102 223825 2500 X 0 0 2500
ABBOTT LABS COM 002824100 11828602 277993 X 277993 0 0
ABBOTT LABS COM 002824100 436989 10270 X 10270 0 0
ACCENTURE LTD. CL A G1150G111 83876200 3754530 X 3754530 0 0
ACCENTURE LTD. CL A G1150G111 223400 10000 X 10000 0 0
ACE LTD COM G0070K103 40788 1233 X 1233 0 0
ACTIVCARD CORP COM 00506J107 797860 97300 X 97300 0 0
ACTIVISION INC COM NEW 004930202 558065 46700 X 46700 0 0
ACXIOM CORP COM 005125109 2251174 142841 X 142841 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 7139 3064 X 3064 0 0
ADELPHIA BUSINESS SOLUT COM 006847206 217 19695 X 19695 0 0
ADOBE SYSTEMS INC COM 00724F101 6556145 166993 X 166993 0 0
ADVANCE AUTO PARTS COM 00751Y106 808260 11400 X 11400 0 0
ADVANCED DIGITIAL INFO CORP COM 007525108 1120198 79900 X 79900 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 3172761 151300 X 151300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1488373 133967 X 133967 0 0
AES CORP COM 00130H105 532207 71726 X 71726 0 0
AETNA INC COM 00817Y108 57130549 936106 X 936106 0 0
AFFILIATED COMPUTER SVCS INC CL A 008190100 23512401 482900 X 482900 0 0
AFLAC INC COM 001055102 5300915 164115 X 164115 0 0
AGCO CORP COM 001084102 406218 23700 X 23700 0 0
AGERE SYSTEMS INC CL A 00845V100 402511 131111 X 131111 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1352535 61173 X 61173 0 0
PAGE 136
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
AGILYSYS INC COM 00847J105 1039499 118529 X 118529 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 42655219 945792 X 945792 0 0
ALAMO GROUP INC COM 011311107 969680 68000 X 68000 0 0
ALBERTO CULVER CO CL B CONV 013068101 3120930 53059 X 53059 0 0
ALBERTSONS INC COM 013104104 31143 1514 X 1514 0 0
ALCATEL SA SPONSORED ADR 013904305 785394 66390 X 66390 0 0
ALCOA INC COM 013817101 18408321 703682 X 703682 0 0
ALCON INC COM H01301102 3959979 70525 X 70525 0 0
ALCON INC COM H01301102 561500 10000 X 10000 0 0
ALEXANDRIA R E EQUITIES INC COM 015271109 320600 6675 X 6675 0 0
ALLEGHENY ENERGY IN COM COM 017361106 5182 567 X 567 0 0
ALLEGHENY TECHNOLOGY INC COM 01741R102 1847 282 X 282 0 0
ALLERGAN INC COM 018490102 43459 552 X 552 0 0
ALLETE INC COM 018522102 8441254 308300 X 308300 0 0
ALLIANCE ATLANTIS COMMUNICATIO COM 01853E207 4445176 275192 X 275192 0 0
ALLIANCE GAMING CORP COM NEW 01859P609 977496 48200 X 48200 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 8144475 169500 X 169500 0 0
ALLIED WASTE INDUSTRIES INC COM 019589308 257332 23827 X 23827 0 0
ALLSTATE CORP COM 020002101 110138 3015 X 3015 0 0
ALLTEL CORP COM 020039103 1925103 41543 X 41543 0 0
ALTERA CORP COM 021441100 203874 10787 X 10787 0 0
ALTRIA GROUP INC COM 02209S103 3226177 73657 X 73657 0 0
AMB PROPERTY CORP COM 00163T109 135564 4400 X 4400 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 62961664 983776 X 983776 0 0
AMCOL INTERNATIONAL CORP COM 02341W103 1439940 116500 X 116500 0 0
AMDOCS COM G02602103 1661356 88370 X 88370 0 0
AMER INTERNATIONAL GROUP INC COM 026874107 101562271 1760178 X 1760178 0 0
AMER INTERNATIONAL GROUP INC COM 026874107 721250 12500 X 12500 0 0
AMERADA HESS CORP COM 023551104 16890814 337142 X 337142 0 0
AMEREN CORP COM 023608102 8091281 188564 X 188564 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 48872760 1629092 X 1629092 0 0
AMERICAN EXPRESS CO COM 025816109 5268956 116932 X 116932 0 0
AMERICAN FINANCIAL REALTY TRUST COM 02607P305 1690590 119900 X 119900 0 0
AMERICAN GREETINGS CL A 026375105 2628044 135257 X 135257 0 0
AMERICAN ITALIAN PASTA CO CL A 027070101 735110 19000 X 19000 0 0
AMERICAN MANAGEMENT SYSTEMS COM 027352103 3276266 256962 X 256962 0 0
AMERICAN POWER CONVERSION COM 029066107 344223 20083 X 20083 0 0
AMERICAN STANDARD COS INC COM 029712106 24601 292 X 292 0 0
AMERICAN TOWER CORP CL A 029912201 1844864 181760 X 181760 0 0
AMERICAN TOWER CORP CL A 029912201 507500 50000 X 50000 0 0
AMERISOURCEBERGEN CORP COM 03073E108 24377 451 X 451 0 0
AMERUS GROUP CO COM 03072M108 1649000 48500 X 48500 0 0
AMETEK INC COM 031100100 7123332 166200 X 166200 0 0
AMGEN INC COM 031162100 59274227 917984 X 917984 0 0
AMGEN INC COM 031162100 387420 6000 X 6000 0 0
AMKOR TECHNOLOGY INC COM 031652100 235886 16600 X 16600 0 0
AMPHENOL CORP CL A 032095101 19290771 370620 X 370620 0 0
AMR CORP COM 001765106 8721465 761700 X 761700 0 0
AMSOUTH BANCORP COM 032165102 32785 1545 X 1545 0 0
AMYLIN PHARMACEUTICAL INC COM 032346108 140183 4964 X 4964 0 0
ANADARKO PETROLEUM COM 032511107 8546393 204655 X 204655 0 0
ANALOG DEVICES COM 032654105 25521419 671263 X 671263 0 0
ANALOG DEVICES COM 032654105 250932 6600 X 6600 0 0
ANALOGIC CORP COM 032657207 1953600 40700 X 40700 0 0
ANAREN INC COM 032744104 2476716 194100 X 194100 0 0
ANDREW CORP COM 034425108 18934724 1540661 X 1540661 0 0
ANDRX GROUP COM 034553107 408331 22060 X 22060 0 0
ANHEUSER BUSCH INC COM 035229103 1584603 32116 X 32116 0 0
ANHEUSER BUSCH INC COM 035229103 605402 12270 X 12270 0 0
ANIXTER INTERNATIONAL INC COM 035290105 1733936 76150 X 76150 0 0
ANTEON INTERNATIONAL CORP COM 03674E111 636480 20800 X 20800 0 0
ANTHEM INC COM 03674B104 10711127 150163 X 150163 0 0
AOL TIME WARNER COM 00184A105 47597104 3150040 X 3150040 0 0
AON CORP COM 037389103 27751 1331 X 1331 0 0
APACHE CORP COM 037411105 5474324 78949 X 78949 0 0
APACHE CORP COM 037411105 466658 6730 X 6730 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 194832 4950 X 4950 0 0
APOLLO GROUP INC CL A 037604105 50711 768 X 768 0 0
APPLE COMPUTER INC COM 037833100 31688 1536 X 1536 0 0
APPLEBEES INTERNATIONAL INC COM 037899101 818480 26000 X 26000 0 0
APPLERA CORP COM AP BIO GRP 038020103 20168 904 X 904 0 0
APPLICA INC COM 03815A106 1009745 166900 X 166900 0 0
PAGE 137
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
APPLIED FILMS CORP COM 038197109 942441 31700 X 31700 0 0
APPLIED MATLS COM 038222105 15106774 832788 X 832788 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 6350 1304 X 1304 0 0
APTARGROUP INC COM 038336103 2333484 63600 X 63600 0 0
ARBITRON INC COM 03875Q108 706000 20000 X 20000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 37075 2828 X 2828 0 0
ARCHSTONE-SMITH TRUST COM 039583109 170811 6475 X 6475 0 0
ARMOR HOLDINGS INC COM 042260109 2534275 151300 X 151300 0 0
ARROW ELECTRONICS INC COM 042735100 8766513 476700 X 476700 0 0
ARTISAN COMPONENTS COM 042923102 822009 48900 X 48900 0 0
ASHLAND INC COM 044204105 9067 276 X 276 0 0
ASML HOLDING N.V. N Y SHS N07059111 2020182 153860 X 153860 0 0
ASTA FUNDING COM 046220109 163731 6300 X 6300 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 9331000 215000 X 215000 0 0
AT & T WIRELESS SERVICES COM 00209A106 7291644 891399 X 891399 0 0
AT&T CORP COM NEW 001957505 3090701 143420 X 143420 0 0
ATLANTIC COAST AIRLINES HLDG COM 048396105 1674819 196806 X 196806 0 0
AU OPTRONICS CPRP SPONSORED ADR 002255107 216473 16965 X 16965 0 0
AUGUST TECHNOLOGY CORP COM 05106U105 279104 19600 X 19600 0 0
AUTODESK INC COM 052769106 6808 400 X 400 0 0
AUTOLIV INC COM 052800109 1568840 52000 X 52000 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 93210 2600 X 2600 0 0
AUTONATION INC COM 05329W102 21118 1204 X 1204 0 0
AUTOZONE INC COM 053332102 34825200 388978 X 388978 0 0
AUTOZONE INC COM 053332102 447650 5000 X 5000 0 0
AVALON BAY COMMUNITIES INC COM 053484101 4502160 96200 X 96200 0 0
AVAYA INC COM 053499109 20688 1898 X 1898 0 0
AVERY DENNISON CORP COM 053611109 4955052 98081 X 98081 0 0
AVNET INC COM 053807103 3604664 218200 X 218200 0 0
AVON PRODUCTS INC COM 054303102 21172323 327948 X 327948 0 0
AVX CORP COM 002444107 9164086 669400 X 669400 0 0
AXIS CAPITAL HOLDINGS COM G0692U109 198103 7940 X 7940 0 0
A T & T WIRELESS SERVICES COM 00209A106 13270414 1622300 X 1622300 0 0
ABBOTT LABORATORIES COM 002824100 43173358 1014650 X 1014650 0 0
ABGENIX INC COM 00339B107 4361490 301000 X 301000 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 490000 70000 X 70000 0 0
ACCENTURE LTD CL A G1150G111 25478770 1140500 X 1140500 0 0
ACE LTD COM G0070K103 3615225 107500 X 107500 0 0
ACTIVE POWER INC COM 00504W100 140000 50000 X 50000 0 0
ACTIVISION INC COM NEW 004930202 22876781 1914375 X 1870275 0 44100
ADC TELECOMMUNICATIONS INC COM 000886101 1984700 890000 X 890000 0 0
ADTRAN INC COM 00738A106 256956 4200 X 4200 0 0
ADVANCE AUTO PARTS COM 00751Y106 17950462 262120 X 253770 0 8350
ADVANCED DIGITAL INFO CORP COM 007525108 15321757 1092850 X 1056350 0 36500
ADVANCED FIBRE COMMUNICATI COM 00754A105 21005754 1001705 X 970105 0 31600
ADVANCED MICRO DEVICES COM 007903107 25692375 2376945 X 2047895 0 329050
ADVANTEST CORP-ADR SPONSORED ADR 00762U101 1411000 85000 X 85000 0 0
AES CORP COM 00130H105 557 75 X 75 0 0
AETNA INC COM 00817Y108 11437632 187570 X 138195 0 49375
AGCO CORP COM 001084102 102840 6000 X 6000 0 0
AGERE SYS INC CL A 00845V100 13644032 4444310 X 4444310 0 0
AGILE SOFTWARE CORP / DE COM 00846X105 119000 12500 X 12500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7824729 382700 X 382700 0 0
AIR PRODUCTS & CHEMICALS I COM 009158106 13478586 298670 X 228770 0 69900
ALASKA AIR GROUP INC COM 011659109 244816 8800 X 8800 0 0
ALBANY INTL CORP CL A 012348108 20328309 659154 X 638054 0 21100
ALBERTO-CULVER CO CL B CONV 013068101 32705979 579105 X 569330 0 9775
ALCATEL SA SPONSORED ADR 013904305 4821908 439600 X 439600 0 0
ALCOA INC COM 013817101 3170592 121200 X 121200 0 0
ALCON INC COM H01301102 28643800 543930 X 543930 0 0
ALEXANDER & BALDWIN INC COM 014482103 561600 20000 X 20000 0 0
ALEXANDRIA REAL ESTATE EQU COM 015271109 33942801 706700 X 706700 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 982500 150000 X 150000 0 0
ALLIED IRISH BANKS SPON ADR ORD 019228402 2372000 80000 X 80000 0 0
ALLIED WASTE INDUSTRIES IN COM 019589308 8882460 822450 X 822450 0 0
ALLSTATE CORP COM 020002101 5574478 152600 X 152600 0 0
ALTERA CORPORATION COM 021441100 6174347 326685 X 326685 0 0
ALTIRIS INC COM 02148M100 10201896 388200 X 378050 0 10150
ALTRIA GROUP INC COM 02209S103 53496444 1221380 X 1187430 0 33950
ALVARION LTD SHS M0861T100 166660 26000 X 26000 0 0
AMB PROPERTY CORP COM 00163T109 15589860 506000 X 506000 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 14683840 229435 X 229435 0 0
PAGE 138
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
AMDOCS LTD COM G02602103 49451896 2630420 X 2428170 0 202250
AMERADA HESS CORP COM 023551104 6402780 127800 X 127800 0 0
AMERICAN EXPRESS CO COM 025816109 73853791 1639010 X 1374460 0 264550
AMERICAN FINANCIAL GROUP INC COM 025932104 197925 9100 X 9100 0 0
AMERICAN FINANCIAL REALTY COM 02607P305 8454360 599600 X 599600 0 0
AMERICAN INTERNATIONAL GRO COM 026874107 82461551 1429143 X 1286813 0 142330
AMERICAN POWER CONVERSION COM 029066107 11435979 667210 X 667210 0 0
AMERICAN STATES WATER CO COM 029899101 2526704 107200 X 107200 0 0
AMERICAN TOWER CORP CL A 029912201 14035522 1469000 X 1469000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2883568 53350 X 53350 0 0
AMERISTAR CASINOS INC COM 03070Q101 17272592 689800 X 666800 0 23000
AMGEN INC COM 031162100 106346725 1646999 X 1557157 0 89842
AMIS HOLDINGS INC COM 031538101 11493196 622600 X 602800 0 19800
AMKOR TECHNOLOGY INC COM 031652100 8158672 574150 X 574150 0 0
AMPHENOL CORP CL A 032095101 81348320 1562888 X 1523788 0 39100
AMYLIN PHARMACEUTICALS INC COM 032346108 4984247 176496 X 176496 0 0
ANADARKO PETROLEUM CORP COM 032511107 19995899 478829 X 478829 0 0
ANALOG DEVICES COM 032654105 19663944 541700 X 541700 0 0
ANDRX CORP COM 034553107 30087135 1625453 X 1593453 0 32000
ANHEUSER-BUSCH COS INC COM 035229103 10981604 235220 X 235220 0 0
ANTHEM INC COM 03674B104 27998951 407927 X 407927 0 0
AOL TIME WARNER COM 00184A105 30663569 2029356 X 1825711 0 203645
AON CORP COM 037389103 3256979 155630 X 155630 0 0
APACHE CORP COM 037411105 41525300 599084 X 510767 0 88317
APARTMENT INVT & MGMT CO-C CL A 03748R101 20109024 510900 X 510900 0 0
APPLERA CORP COM AP BIO GRP 038020103 7045498 315800 X 315800 0 0
APPLIED MATERIALS INC COM 038222105 3840238 211700 X 211700 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 169756 6200 X 6200 0 0
APTARGROUP INC COM 038336103 194457 5300 X 5300 0 0
AQUILA INC COM 03840P102 338000 100000 X 100000 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 167790 5083 X 5083 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 5034240 384000 X 384000 0 0
ARCHSTONE SMITH TRUST COM 039583109 18461278 699821 X 699821 0 0
ARMOR HOLDINGS INC COM 042260109 12363175 738100 X 713400 0 24700
ART TECHNOLOGY GROUP INC COM 04289L107 199800 90000 X 90000 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 12715450 1677500 X 1622000 0 55500
ARTHROCARE CORP COM 043136100 16661700 935000 X 903100 0 31900
ASML HLDG NV-NY REG SHS N Y SHS N07059111 12247664 1006500 X 1006500 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 7693588 923600 X 890000 0 33600
ASSOCIATES FIRST CAPITAL RIGHT 046008207 45 56356 X 56356 0 0
AT & T CORP COM NEW 001957505 8054097 373740 X 373740 0 0
ATHEROGENICS INC COM 047439104 18098183 1081134 X 1045123 0 36011
ATMEL CORP COM 049513104 2843090 709000 X 709000 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 6861830 537761 X 537761 0 0
AUDIOCODES LTD ORD M15342104 5049750 673300 X 650700 0 22600
AUGUST TECHNOLOGY CORP COM 05106U105 227840 16000 X 16000 0 0
AUTODESK INC COM 052769106 19298808 1133890 X 1105290 0 28600
AUTOLIV INC COM 052800109 21622869 716701 X 693661 0 23040
AUTOMATIC DATA PROCESSING COM 053015103 8657775 241500 X 241500 0 0
AUTOZONE INC COM 053332102 38945550 470100 X 470100 0 0
AVALONBAY COMMUNITIES INC COM 053484101 17321850 370125 X 370125 0 0
AVERY DENNISON CORP COM 053611109 7830600 155000 X 155000 0 0
AVNET INC COM 053807103 3609207 218475 X 218475 0 0
AVX CORP COM 002444107 24588404 1796085 X 1740085 0 56000
AXCELIS TECHNOLOGIES INC COM 054540109 14747404 1785400 X 1731600 0 53800
AXIS CAPITAL HOLDINGS LTD COM G0692U109 6735253 269950 X 269950 0 0
BANCO SANTA SP ADR REP COM 05965X109 80500 3500 X 3500 0 0
BANCO SANT ADR 05964H105 183816 21600 X 21600 0 0
BIOMET INC COM 090613100 184250 5500 X 0 0 5500
BP AMOCO SPONSORED ADR 055622104 6784120 161143 X 161143 0 0
BAXTER INTL INC COM 071813109 3065830 105500 X 105500 0 0
BIOMARIN PHARM INC COM 09061G101 153200 20000 X 20000 0 0
BIO-RAD LABORATORIES CL A 090572207 204000 4000 X 4000 0 0
BLUE RHINO CORP COM 095811105 110800 10000 X 10000 0 0
BORLAND SOFTWARE CORP COM 099849101 168543 18300 X 18300 0 0
BOSTON PRIVATE FINL HLDGS COM 101119105 160208 6800 X 6800 0 0
BOSTON SCIENTIFIC CO COM 101137107 478500 7500 X 7500 0 0
BP AMOCO PLC SPONSORED ADR 055622104 55656 1322 X 1322 0 0
BRISTOL MYERS SQUIBB COM 110122108 641500 25000 X 25000 0 0
BROOKS AUTOMATION INC COM 114340102 204820 9800 X 9800 0 0
BAKER HUGHES INC COM 057224107 37897748 1280762 X 1280762 0 0
BAKER HUGHES INC COM 057224107 470481 15900 X 15900 0 0
PAGE 139
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
BALL CORP COM 058498106 15660 290 X 290 0 0
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 2231700 258000 X 258000 0 0
BANCFIRST COPORATION COM 05945F103 908950 17150 X 17150 0 0
BANCORPSOUTH COM 059692103 2735310 124900 X 124900 0 0
BANK NEW YORK INC COM 064057102 39305981 1350257 X 1350257 0 0
BANK NEW YORK INC COM 064057102 582200 20000 X 20000 0 0
BANK OF AMERICA CORP COM 060505104 85604261 1096928 X 1096928 0 0
BANK OF AMERICA CORP COM 060505104 585300 7500 X 7500 0 0
BANK OF GRANITE CORPORATION COM 062401104 2249869 119993 X 119993 0 0
BANK ONE COM 06423A103 45655119 1181245 X 1181245 0 0
BANKNORTH GROUP INC COM 06646R107 15887860 563000 X 563000 0 0
BARD (CR) INC COM 067383109 15123 213 X 213 0 0
BARR LABORATORIES INC COM 068306109 796011 11670 X 11670 0 0
BAUSCH & LOMB INC COM 071707103 12318 279 X 279 0 0
BAXTER INTERNATIONAL INC COM 071813109 76079 2618 X 2618 0 0
BAYCORP HOLDINGS LTD COM 072728108 42 3 X 3 0 0
BB&T CORP COM 054937107 86902 2420 X 2420 0 0
BEA SYSTEMS INC COM 073325102 241000 20000 X 20000 0 0
BEAR STEARNS COMPANIES INC COM 073902108 13399448 179137 X 179137 0 0
BEAZER HOMES USA INC COM 07556Q105 4928960 58400 X 58400 0 0
BECKMAN COULTER INC COM 075811109 3834468 84200 X 84200 0 0
BECTON DICKINSON & CO COM 075887109 3832296 106099 X 106099 0 0
BED BATH & BEYOND INC COM 075896100 4623674 121102 X 121102 0 0
BED BATH & BEYOND INC COM 075896100 419980 11000 X 11000 0 0
BELLSOUTH CORP COM 079860102 60229654 2543482 X 2543482 0 0
BEMIS CO INC COM 081437105 8771 198 X 198 0 0
BENCHMARK ELECTRONICS COM 08160H101 8242650 195000 X 195000 0 0
BERKSHIRE HATHAWAY IN CL A 084670108 52200000 696 X 696 0 0
BEST BUY CO INC COM 086516101 5173075 108861 X 108861 0 0
BIG LOTS INC COM 089302103 7921 501 X 501 0 0
BIOGEN INC COM 090597105 23817 623 X 623 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 466494 60900 X 60900 0 0
BIOMET INC COM 090613100 17827315 530417 X 530417 0 0
BIO-RAD LABORATORIES CL A 090572207 897600 17600 X 17600 0 0
BIOVAIL CORP COM 09067J109 4787706 128875 X 128875 0 0
BJ SERVICES CO COM 055482103 12073833 353346 X 353346 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 1408199 72700 X 72700 0 0
BLACK & DECKER CORP COM 091797100 15328 378 X 378 0 0
BLACK BOX CORPORATION COM 091826107 2352771 59100 X 59100 0 0
BLUE RHINO COM 095811105 518544 46800 X 46800 0 0
BMC SOFTWARE INC COM 055921100 250489 17982 X 17982 0 0
BOEING CO COM 097023105 124687 3632 X 3632 0 0
BOISE CASCADE CORP COM 097383103 5394420 195450 X 195450 0 0
BORDERS GROUP INC COM 099709107 12439900 657500 X 657500 0 0
BORG WARNER AUTO COM 099724106 2714000 40000 X 40000 0 0
BORLAND SOFTWARE CORP COM 099849101 778245 84500 X 84500 0 0
BOSTON PRIVATE FINANCIAL HOLD COM 101119105 417012 17700 X 17700 0 0
BOSTON PROPERTIES INC COM 101121101 4599126 105800 X 105800 0 0
BOSTON SCIENTIFIC CORP COM 101137107 29966350 469692 X 469692 0 0
BOSTON SCIENTIFIC CORP COM 101137107 638000 10000 X 10000 0 0
BOWATER INC COM 102183100 334377 7950 X 7950 0 0
BOYKIN LODGING COM 103430104 2022920 245500 X 245500 0 0
BP P.L.C. SPONSORED ADR 055622104 62691826 1489117 X 1489117 0 0
BP P.L.C. SPONSORED ADR 055622104 875680 20800 X 20800 0 0
BRADLEY PHARMACEUTICALS COM 104576103 5324650 195400 X 195400 0 0
BRIGGS & STRATTON CORP COM 109043109 6105164 103900 X 103900 0 0
BRINKER INTERNATIONAL INC COM 109641100 20718895 621070 X 621070 0 0
BRINK'S CO/THE COM 109696104 14809816 853100 X 853100 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 33636924 1310870 X 1310870 0 0
BROADCOM CORP COM 111320107 35697 1341 X 1341 0 0
BROOKFIELD PROPERTIES COM 112900105 89300 3800 X 3800 0 0
BROOKS AUTOMATION INC COM 114340102 898700 43000 X 43000 0 0
BROWN FORMAN CORP CL B 115637209 18277 231 X 231 0 0
BRUNSWICK CORP COM 117043109 10041 391 X 391 0 0
BRYN MAWR BANK CORP COM 117665109 3105086 73755 X 73755 0 0
BUILDING MATERIAL HOLDING CORP COM 120113105 1057733 80743 X 80743 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 46279 1603 X 1603 0 0
BURLINGTON RESOURCES INC COM 122014103 44874 931 X 931 0 0
BAKER HUGHES INC COM 057224107 14364318 523545 X 523545 0 0
BALLY TOTAL FITNESS HLDGS COM 05873K108 170405 19700 X 19700 0 0
BANCO ITAU HOLDING FIN SP ADR 500 PFD 059602201 1086000 30000 X 30000 0 0
BANK OF AMERICA CORP COM 060505104 55517656 711010 X 552050 0 158960
PAGE 140
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
BANK OF NEW YORK CO INC COM 064057102 6625436 227600 X 227600 0 0
BANK ONE CORP COM 06423A103 43956993 1137309 X 957859 0 179450
BANK UNITED CORP-CONTINGEN RIGHT 99/99/9999 065416117 3675 73500 X 73500 0 0
BARR LABORATORIES INC COM 068306109 27216267 399007 X 399007 0 0
BARRICK GOLD CORP COM 067901108 8505511 451700 X 451700 0 0
BAUSCH & LOMB INC COM 071707103 2273725 51500 X 51500 0 0
BAXTER INTERNATIONAL INC COM 071813109 2658990 91500 X 91500 0 0
BB & T CORPORATION COM 054937107 1977539 55100 X 55100 0 0
BEA SYSTEMS INC COM 073325102 19659696 1631510 X 1492710 0 138800
BEAR STEARNS COMPANIES INC COM 073902108 5240114 69865 X 4165 0 65700
BECTON DICKINSON & CO COM 075887109 28715942 795125 X 644475 0 150650
BED BATH & BEYOND INC COM 075896100 36126298 946210 X 946210 0 0
BELLSOUTH CORP COM 079860102 2108704 89050 X 89050 0 0
BELO CORPORATION COM SER A 080555105 3722375 153500 X 153500 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 30700701 726300 X 701900 0 24400
BERKSHIRE HATHAWAY INC CL D 084670207 18108480 7255 X 7255 0 0
BEST BUY CO INC COM 086516101 57602556 1212175 X 1090555 0 121620
BIOGEN INC COM 090597105 7512195 196500 X 196500 0 0
BIOVAIL CORP COM 09067J109 44719313 1258550 X 1258550 0 0
BJ SERVICES CO COM 055482103 30264027 885690 X 824585 0 61105
BMC SOFTWARE INC COM 055921100 9697718 696175 X 696175 0 0
BOOKHAM TECHNOLOGY SPONSORED ADR 09856Q108 281624 131600 X 131600 0 0
BORDERS GROUP INC COM 099709107 3564528 188400 X 188400 0 0
BOSTON PROPERTIES INC COM 101121101 17091317 393175 X 393175 0 0
BOSTON SCIENTIFIC CORP COM 101137107 49658156 778341 X 778341 0 0
BOWATER INC COM 102183100 49620285 1179750 X 1179750 0 0
BP PLC SPONSORED ADR 055622104 18654510 443100 X 443100 0 0
BRINKER INTERNATIONAL INC COM 109641100 11735714 351790 X 351790 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 36895539 1437282 X 1196721 0 240561
BROADCOM CORP CL A 111320107 8601987 323140 X 249465 0 73675
BROOKFIELD PROPERTIES CORP COM 112900105 9947550 423300 X 423300 0 0
BURLINGTON RESOURCES INC COM 122014103 1151980 23900 X 23900 0 0
CANON INC ADR 138006309 219240 4500 X 4500 0 0
CATERPILLAR INC COM 149123101 137680 2000 X 0 0 2000
CHECK POINT SOF ORD M22465104 67360 4000 X 4000 0 0
CIA SANEAMENTO BASICO DE SPONSORED ADR 20441A102 209280 19200 X 19200 0 0
CIA VALE DO SPON ADR PFD 204412100 7760070 210300 X 210300 0 0
CISCO SYSTEMS I COM 17275R102 178269 9100 X 0 0 9100
CITIGROUP INC COM 172967101 341325 7500 X 0 0 7500
CLEAR CHANNEL C COM 184502102 114900 3000 X 0 0 3000
CO DE BEB SPON ADR PFD 20441W203 43300 2000 X 2000 0 0
COMCAST CORP CL A SPL 20030N200 118560 4000 X 0 0 4000
CORNING INC COM 219350105 119634 12700 X 0 0 12700
CAPTIVA SOFTWARE CORP COM 14073T109 62916 8400 X 8400 0 0
CARACO PHARM LABS INC COM 14075T107 14475 1500 X 1500 0 0
CAREMARK RX INC COM 141705103 2576400 114000 X 114000 0 0
CATERPILLAR INC COM 149123101 3214828 46700 X 46700 0 0
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 135800 5000 X 5000 0 0
CIPHERGEN COM 17252Y104 98800 8000 X 8000 0 0
CISCO SYSTEMS INC COM 17275R102 6500958 332700 X 332700 0 0
CITIGROUP INC COM 172967101 8442151 185501 X 185501 0 0
CLEAR CHANNEL COMMUN COM 184502102 1206450 31500 X 31500 0 0
COACH INC COM 189754104 382200 7000 X 7000 0 0
COCA-COLA COM 191216100 147308 3429 X 3429 0 0
COGNIZANT TECH SOL CL A 192446102 160468 4400 X 4400 0 0
COHERENT INC COM 192479103 123150 5000 X 5000 0 0
COLGATE PALMOLIVE COM 194162103 150903 2700 X 2700 0 0
COMCAST CORP CL A 20030N101 49933 1617 X 1617 0 0
COMCAST CORP-SPECIAL CL A SPL 20030N200 443100 15000 X 15000 0 0
COMMERCIAL CAPITAL BANCORP COM 20162L105 117225 7500 X 7500 0 0
CONCORD EFS INC COM 206197105 731345 53500 X 53500 0 0
CORNING INC COM 219350105 113040 12000 X 12000 0 0
CORPORATE EXECUTIVE COM 21988R102 145545 3100 X 3100 0 0
COST PLUS COM 221485105 132912 3600 X 3600 0 0
COSTCO WHOLESALE CRP COM 22160K105 3182592 102400 X 102400 0 0
CRAY INC COM 225223106 202032 18400 X 18400 0 0
CUMULUS MEDIA INC CL A 231082108 93775 5500 X 5500 0 0
CUNO INC COM 126583103 129327 3300 X 3300 0 0
CYMER INC COM 232572107 127720 3100 X 3100 0 0
CYTOGEN CORP COM NEW 232824300 94336 8800 X 8800 0 0
CYTYC CORPORATION COM 232946103 163936 10900 X 10900 0 0
C&D TECHNOLOGIES INC COM 124661109 2071740 109500 X 109500 0 0
PAGE 141
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1483200 185400 X 185400 0 0
CALPINE CORPORATION COM 131347106 7462 1526 X 1526 0 0
CAMPBELL SOUP CO COM 134429109 46137 1741 X 1741 0 0
CANON INC ADR 138006309 388542 7975 X 7975 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 58238 1021 X 1021 0 0
CAPITOL BANCORP LTD. COM 14056D105 1438588 53779 X 53779 0 0
CAPTIVA SOFTWARE CORP COM 14073T109 286118 38200 X 38200 0 0
CARDINAL HEALTH INC COM 14149Y108 115904 1985 X 1985 0 0
CAREMARK RX INC COM 141705103 26627772 1178220 X 1178220 0 0
CAREMARK RX INC COM 141705103 440700 19500 X 19500 0 0
CARLISLE COS INC COM 142339100 17513430 401500 X 401500 0 0
CARNIVAL CORP COM 143658300 99295 3019 X 3019 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 5186336 241900 X 241900 0 0
CARRAMERICA REALTY CORP COM 144418100 80595 2700 X 2700 0 0
CASCADE NATURAL GAS CORP COM 147339105 1352400 69000 X 69000 0 0
CASELLA WASTE SYSTEMS COM 147448104 4261637 343127 X 343127 0 0
CASH AMERICA INTERNATIONAL INC COM 14754D100 5138776 313340 X 313340 0 0
CATALINA MARKETING CORP COM 148867104 1827357 120300 X 120300 0 0
CATELLUS DEVELOPMENT CORP COM 149111106 84353 3450 X 3450 0 0
CATERPILLAR INC COM 149123101 32113309 466492 X 466492 0 0
CBRL GROUP INC COM 12489V106 2756796 77700 X 77700 0 0
CDW CORP COM 12512N105 435937 7550 X 7550 0 0
CEDAR FAIR LP COM 150185106 4194400 149800 X 149800 0 0
CELESTICA INC COM 15101Q108 25483848 1606800 X 1606800 0 0
CENDANT CORP COM 151313103 22511189 1204451 X 1204451 0 0
CENDANT CORP COM 151313103 513975 27500 X 27500 0 0
CENTERPOINT ENERGY INC COM 15189T107 1687216 183993 X 183993 0 0
CENTERPOINT PROPERTIES CORP COM 151895109 165167 2425 X 2425 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 3122433 69900 X 69900 0 0
CENTEX CORP COM 152312104 19470 250 X 250 0 0
CENTRAL GARDEN & PET CO COM 153527106 2569947 98390 X 98390 0 0
CENTRAL VERMONT PUBLIC SERV CO COM 155771108 3544364 159800 X 159800 0 0
CENTURY BUSINESS SERVICES COM 156490104 1619069 381856 X 381856 0 0
CENTURYTEL INC COM 156700106 6018457 177588 X 177588 0 0
CH ENERGY GROUP INC COM 12541M102 4725600 107400 X 107400 0 0
CHARLES SCHWAB CORP COM 808513105 69435 5830 X 5830 0 0
CHARTER ONE FIN INC COM 160903100 15123622 494236 X 494236 0 0
CHECKPOINT SYSTEMS INC COM 162825103 2327340 147300 X 147300 0 0
CHELSEA PROPERTY GROUP INC COM 163421100 99393 2075 X 2075 0 0
CHEMICAL FINANCIAL CORP COM 163731102 3686207 119102 X 119102 0 0
CHEVRONTEXACO CORP COM 166764100 332171 4649 X 4649 0 0
CHICAGO BRIDGE & IRON COPMANY N Y REGISTRY SH 167250109 632828 23300 X 23300 0 0
CHICO'S FAS INC COM 168615102 3992852 130315 X 130315 0 0
CHIQUITA BRANDS INTL COM 170032809 2812530 158900 X 158900 0 0
CHIRON CORP COM 170040109 43420 840 X 840 0 0
CHITTENDEN CORP COM 170228100 4051950 136200 X 136200 0 0
CHOICEPOINT INC COM 170388102 229475 6850 X 6850 0 0
CHRONIMED COM 171164106 1768481 193700 X 193700 0 0
CHUBB CORP COM 171232101 9298018 143311 X 143311 0 0
CIA SANEAMENTO BASICO DE SPONSORED ADR 20441A102 209280 19200 X 19200 0 0
CIA VALE DO RIO DOCE SPON ADR PFD 204412100 697410 18900 X 18900 0 0
CIENA CORP COM 171779101 11932 2019 X 2019 0 0
CIGNA CORP COM 125509109 1690672 37865 X 37865 0 0
CINCINNATI FINANCIAL CORP COM 172062101 6400153 160164 X 160164 0 0
CINERGY CORP COM 172474108 7882353 214778 X 214778 0 0
CINTAS CORP COM 172908105 189063 5132 X 5132 0 0
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 470535 38100 X 38100 0 0
CIRCUIT CITY STORES CIRCUIT COM 172737108 9263 972 X 972 0 0
CISCO SYSTEMS INC COM 17275R102 68282530 3494500 X 3494500 0 0
CISCO SYSTEMS INC COM 17275R102 1444006 73900 X 73900 0 0
CITIGROUP INC COM 172967101 248864517 5468348 X 5468348 0 0
CITIGROUP INC COM 172967101 1351647 29700 X 29700 0 0
CITIZENS COMMUNICATIONS CO COM 17453B101 13217 1179 X 1179 0 0
CITIZENS UTILITIES 5% CONV PRF PFD EPPICS CV 177351202 3697500 75000 X 75000 0 0
CITRIX SYSTEMS INC COM 177376100 14595 661 X 661 0 0
CITY NATIONAL CORP COM 178566105 19171152 376200 X 376200 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 33284653 869051 X 869051 0 0
CLOROX CO COM 189054109 28835075 628626 X 628626 0 0
CMS ENERGY CORP COM 125896100 633083 85900 X 85900 0 0
CNA SURETY COM 12612L108 1452225 144500 X 144500 0 0
CNF INC COM 12612W104 8794520 274400 X 274400 0 0
COACH INC COM 189754104 25430496 465760 X 465760 0 0
PAGE 142
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO COM 191216100 458426 10671 X 10671 0 0
COCA COLA ENTERPRISES INC COM 191219104 38215 2005 X 2005 0 0
COGNIZANT TECH SOLUTIONS CRP CL A 192446102 689283 18900 X 18900 0 0
COHERENT INC COM 192479103 536934 21800 X 21800 0 0
COHO ENERGY INC COM 192481208 0 750 X 750 0 0
COLGATE-PALMOLIVE CO COM 194162103 132683 2374 X 2374 0 0
COMCAST CORP CL A 20030N101 302068 9782 X 9782 0 0
COMCAST CORP CL A SPL 20030N200 9798418 331700 X 331700 0 0
COMERICA INC COM 200340107 36721 788 X 788 0 0
COMFORT SYSTEMS USA INC COM 199908104 1235774 324350 X 324350 0 0
COMMERCE GRP INC COM 200641108 2319356 61100 X 61100 0 0
COMMERCIAL CAPITAL BANCORP COM 20162L105 450144 28800 X 28800 0 0
COMMUNITY FIRST BANKSHARES COM 203902101 2493671 94350 X 94350 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 290346 13380 X 13380 0 0
COMMUNITY TRUST BANCORP COM 204149108 1938356 66656 X 66656 0 0
COMPUCOM SYSTEMS INC COM 204780100 1208760 287800 X 287800 0 0
COMPUCREDIT CO COM 20478N100 1209950 69140 X 69140 0 0
COMPUTER ASSOCIATES COM 204912109 66293 2539 X 2539 0 0
COMPUTER HORIZONS CORP COM 205908106 1001446 270661 X 270661 0 0
COMPUTER SCIENCES CORP COM 205363104 31596 841 X 841 0 0
COMPUWARE CORP COM 205638109 8233 1536 X 1536 0 0
COMVERSE TECHNOLOGY INC COM 205862402 238702 15956 X 15956 0 0
CONAGRA FOODS INC COM 205887102 48308383 2274406 X 2274406 0 0
CONCORD EFS INC COM 206197105 2849306 208435 X 208435 0 0
CONOCOPHILLIPS COM 20825C104 75898447 1386273 X 1386273 0 0
CONSOLIDATED EDISON INC COM 209115104 60506590 1484460 X 1484460 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 3630133 142750 X 142750 0 0
CONSTELLATION ENERGY GROUP COM 210371100 7656455 213987 X 213987 0 0
CONVERGYS CORP COM 212485106 1773111 96680 X 96680 0 0
COOPER INDUSTRIES LTD COM G24182100 19164 399 X 399 0 0
COOPER TIRE & RUBBER CO COM 216831107 4761 300 X 300 0 0
COORS (ADOLPH) CL B 217016104 6935 129 X 129 0 0
CORN PRODUCTS INTL INC COM 219023108 4245605 133300 X 133300 0 0
CORNING INC COM 219350105 53779 5709 X 5709 0 0
CORPORATE EXECUTIVE BOARD COM 21988R102 1216005 25900 X 25900 0 0
CORUS BANKSHARES INC COM 220873103 3391900 63400 X 63400 0 0
COST PLUS INC/CALIFORNIA COM 221485105 623948 16900 X 16900 0 0
COSTCO COS INC COM 22160K105 23159946 745172 X 745172 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 49630 634 X 634 0 0
COUSINS PROPERTIES INC COM 222795106 341325 12300 X 12300 0 0
COVENANT TRANSPORT COM 22284P105 2012040 109350 X 109350 0 0
COX RADIO INC CL A 224051102 379007 17330 X 17330 0 0
CRANE CO COM 224399105 5853 250 X 250 0 0
CRAY INC COM 225223106 958554 87300 X 87300 0 0
CROSS COUNTRY INC COM 227483104 1924694 136600 X 136600 0 0
CROSS TIMBERS ROYALTY TRUST COM 22757R109 252178 12008 X 12008 0 0
CROWN CASTLE INTL CORP COM 228227104 772138 82055 X 82055 0 0
CROWN HOLDINGS INC COM 228368106 4784400 708800 X 708800 0 0
CSX CORP COM 126408103 28168 963 X 963 0 0
CULLEN/FROST BANKERS INC COM 229899109 7155606 192200 X 192200 0 0
CUMMINS INC COM 231021106 7997 180 X 180 0 0
CUMULUS MEDIA INC CL A 231082108 419430 24600 X 24600 0 0
CUNO INCORPORATED COM 126583103 677009 17275 X 17275 0 0
CVS CORP COM 126650100 52647 1695 X 1695 0 0
CYMER INC COM 232572107 572680 13900 X 13900 0 0
CYTEC INDUSTRIES INC COM 232820100 2638950 72300 X 72300 0 0
CYTOGEN CORP COM NEW 232824300 408432 38100 X 38100 0 0
CYTYC CORPORATION COM 232946103 715904 47600 X 47600 0 0
CACI INTERNATIONAL INC CL A 127190304 19286785 450100 X 434800 0 15300
CAL DIVE INTERNATIONAL INC COM 127914109 10500263 540137 X 522037 0 18100
CALGON CARBON CORP COM 129603106 520775 92500 X 92500 0 0
CALIFORNIA PIZZA KITCHEN I COM 13054D109 2262000 130000 X 130000 0 0
CALIFORNIA WATER SERVICE G COM 130788102 2828776 109600 X 109600 0 0
CAMPBELL SOUP CO COM 134429109 548285 20690 X 20690 0 0
CANADIAN NATL RAILWAY CO COM 136375102 1040400 20000 X 20000 0 0
CANON INC ADR 138006309 7466340 162150 X 162150 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 1228356 21535 X 21535 0 0
CAPITALSOURCE INC COM 14055X102 2210075 126290 X 122490 0 3800
CARDINAL HEALTH INC COM 14149Y108 3398298 58200 X 58200 0 0
CAREMARK RX INC COM 141705103 86384794 3822336 X 3680011 0 142325
CARMAX INC COM 143130102 13504159 413477 X 413477 0 0
CARNIVAL CORP COM 143658300 4133286 125670 X 125670 0 0
PAGE 143
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
CARRAMERICA REALTY CORP COM 144418100 8763214 293575 X 293575 0 0
CARRIER ACCESS CORP COM 144460102 176250 37500 X 37500 0 0
CATELLUS DEVELOPMENT CORP COM 149111106 9912030 405400 X 405400 0 0
CATERPILLAR INC COM 149123101 22221552 322800 X 322800 0 0
CAVCO INDUSTRIES INC COM 149568107 2083350 96900 X 96900 0 0
CDW CORP COM 12512N105 14073548 243740 X 243740 0 0
CELESTICA INC COM 15101Q108 12212200 770000 X 770000 0 0
CENDANT CORP COM 151313103 13818171 739335 X 739335 0 0
CENTERPOINT ENERGY INC COM 15189T107 74965 8175 X 8175 0 0
CENTERPOINT PROPERTIES TRU COM 151895109 18546353 272300 X 272300 0 0
CENTRAL PARKING CORP COM 154785109 245000 20000 X 20000 0 0
CENTURY ALUMINUM COMPANY COM 156431108 62908 5798 X 5798 0 0
CEPHALON INC COM 156708109 1836800 40000 X 40000 0 0
CERNER CORP COM 156782104 15203475 492500 X 476200 0 16300
CHEESECAKE FACTORY (THE) COM 163072101 1573033 43490 X 43490 0 0
CHELSEA PROPERTY GROUP INC COM 163421100 10897250 227500 X 227500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 12407780 1151000 X 1112700 0 38300
CHEVRONTEXACO CORP COM 166764100 285800 4000 X 4000 0 0
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 16148032 594552 X 576652 0 17900
CHICOS FAS INC COM 168615102 30600321 1057905 X 1057905 0 0
CHINA PETROLEUM & CHEM SPON ADR H SHS 16941R108 1369000 50000 X 50000 0 0
CHIPPAC INC CL A 169657103 17207046 2921400 X 2824800 0 96600
CHOICEPOINT INC COM 170388102 12045193 359558 X 359558 0 0
CHUBB CORP COM 171232101 35391716 545495 X 444420 0 101075
CIA ANONIMA TELEF DE VEN SPON ADR D 204421101 1768960 128000 X 128000 0 0
CIA DE MINAS BUENAVENTUR SPONSORED ADR 204448104 1286350 32500 X 32500 0 0
CINCINNATI FINANCIAL CORP COM 172062101 5694300 142500 X 142500 0 0
CINERGY CORP COM 172474108 255983 6975 X 6975 0 0
CINTAS CORP COM 172908105 11665570 326285 X 326285 0 0
CIRCUIT CITY STORES INC COM 172737108 1238900 130000 X 130000 0 0
CISCO SYSTEMS INC COM 17275R102 147936148 7570939 X 7023459 0 547480
CISCO SYSTEMS INC COM 17275R102 160485518 8213179 X 8213179 0 0
CITIGROUP INC COM 172967101 236434599 5195223 X 4516483 0 678740
CITRIX SYSTEMS INC COM 177376100 15652512 708900 X 685400 0 23500
CLEAR CHANNEL COMMUNICATIO COM 184502102 40002014 1044439 X 993406 0 51033
CNET NETWORKS INC COM 12613R104 9817836 1386700 X 1340000 0 46700
COACH INC COM 189754104 13390650 262080 X 262080 0 0
COCA-COLA CO/THE COM 191216100 17699520 412000 X 412000 0 0
COCA-COLA ENTERPRISES COM 191219104 2430150 127500 X 127500 0 0
COCA-COLA FEMSA S.A. SPON ADR REP L 191241108 3763000 177500 X 177500 0 0
COGNIZANT TECH SOLUTIONS CL A 192446102 26241989 719550 X 695650 0 23900
COLE NATIONAL CORP CL A 193290103 623000 50000 X 50000 0 0
COLGATE-PALMOLIVE CO COM 194162103 6701211 119900 X 87900 0 32000
COLUMBIA BANKING SYSTEM IN COM 197236102 1942590 110500 X 110500 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 6089460 115440 X 111890 0 3550
COMCAST CORP CL A 20030N101 13531215 438187 X 358874 0 79313
COMCAST CORP CL A SPL 20030N200 4212404 142600 X 142600 0 0
COMMUNITY HEALTH SYSTEMS I COM 203668108 20106786 926580 X 909130 0 17450
COMPANHIA DE BEBIDAS SPON ADR PRD 20441W203 3464000 160000 X 160000 0 0
COMPUTER ASSOCIATES INTL I COM 204912109 11965168 458260 X 349865 0 108395
COMPUTER SCIENCES CORP COM 205363104 751400 20000 X 20000 0 0
COMVERSE TECHNOLOGY INC COM 205862402 13803293 922680 X 922680 0 0
CONAGRA FOODS INC COM 205887102 418428 19700 X 19700 0 0
CONCORD EFS INC COM 206197105 17128510 1352100 X 1352100 0 0
CONCUR TECHNOLOGIES INC COM 206708109 272780 23000 X 23000 0 0
CONEXANT SYSTEMS INC COM 207142100 17618024 3112725 X 3012625 0 100100
CONNETICS CORP COM 208192104 26461512 1465200 X 1416100 0 49100
CONOCOPHILLIPS COM 20825C104 32695441 597177 X 492875 0 104302
CONSOL ENERGY INC COM 20854P109 2694100 145000 X 145000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5411975 177500 X 166600 0 10900
CONSTELLATION ENERGY GROUP COM 210371100 2673724 75700 X 75700 0 0
CONVERGYS CORP COM 212485106 2115519 115350 X 115350 0 0
COOPER CAMERON CORP COM 216640102 6161179 133330 X 93830 0 39500
COOPER INDUSTRIES LTD CL A G24182100 9971028 207600 X 207600 0 0
COOPER TIRE & RUBBER COM 216831107 157113 9900 X 9900 0 0
COPART INC COM 217204106 432000 40000 X 40000 0 0
CORE LABORATORIES N.V. COM N22717107 2423625 172500 X 172500 0 0
CORILLIAN CORP COM 218725109 553500 135000 X 135000 0 0
CORINTHIAN COLLEGES INC COM 218868107 25280553 442277 X 427427 0 14850
CORN PRODUCTS INTL INC COM 219023108 2149875 67500 X 67500 0 0
CORNING INC COM 219350105 1460100 155000 X 155000 0 0
CORPORATE EXECUTIVE BOARD COM 21988R102 35335650 752623 X 733673 0 18950
PAGE 144
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 2023 82 X 82 0 0
CORVIS CORP COM 221009103 67200 52500 X 52500 0 0
COST PLUS INC/CALIFORNIA COM 221485105 251056 6800 X 6800 0 0
COSTCO WHOLESALE CORP COM 22160K105 17394233 605260 X 605260 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 1236900 19000 X 19000 0 0
COUSINS PROPERTIES INC COM 222795106 42085650 1516600 X 1516600 0 0
COVAD COMMUNICATIONS GROUP COM 222814204 21302666 3852200 X 3734800 0 117400
COVANCE INC COM 222816100 125328 5600 X 5600 0 0
COVENTRY HEALTH CARE INC COM 222862104 29038380 550595 X 532395 0 18200
COX RADIO INC CL A 224051102 11523850 526925 X 526925 0 0
CRAY INC COM 225223106 10980 1000 X 1000 0 0
CREDENCE SYSTEMS CORP COM 225302108 32877350 2858900 X 2763300 0 95600
CREE INC COM 225447101 74080 4000 X 4000 0 0
CREO INC COM 225606102 171965 16300 X 16300 0 0
CROWN CASTLE INTL CORP COM 228227104 2872214 342120 X 342120 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 140270 13000 X 13000 0 0
CYMER INC COM 232572107 82320 2000 X 2000 0 0
CYTYC CORP COM 232946103 188000 12500 X 12500 0 0
DELL COMPUTER C COM 247025109 80208 2400 X 0 0 2400
DR. REDDY ADR 256135203 30503291 1300780 X 1100280 0 200500
DELL INC COM 247025109 2898252 86800 X 86800 0 0
DIGITAL RIVER INC COM 25388B104 128545 4700 X 4700 0 0
DIGITAS INC COM 25388K104 89298 12300 X 12300 0 0
DOCUMENTUM INC COM 256159104 119336 5600 X 5600 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 120416 5300 X 5300 0 0
DOV PHARMACEUTICAL INC COM 259858108 43080 2400 X 2400 0 0
DPL INC COM 233293109 25725 1500 X 1500 0 0
DRS TECHNOLOGIES-INC COM 23330X100 149606 6200 X 6200 0 0
DSP GROUP INC COM 23332B106 99640 4000 X 4000 0 0
DANA CORP COM 235811106 10138 657 X 657 0 0
DANAHER CORP COM 235851102 47714 646 X 646 0 0
DARDEN RESTURANTS INC COM 237194105 6213209 327011 X 327011 0 0
DATACRAFT ASIA LTD COM 624683SDL 452640 368000 X 368000 0 0
DAVITA INC COM 23918K108 405833 12750 X 12750 0 0
DEAN FOODS COM 242370104 38301570 1234340 X 1234340 0 0
DEERE & CO COM 244199105 6146483 115297 X 115297 0 0
DELL INC COM 247025109 51359797 1538179 X 1538179 0 0
DELL INC COM 247025109 861462 25800 X 25800 0 0
DELPHI CORP COM 247126105 44201114 4884101 X 4884101 0 0
DELPHI FINANCIAL GROUP CL A 247131105 3935220 84592 X 84592 0 0
DELTA AIR LINES INC COM 247361108 7980 600 X 600 0 0
DELTA APPAREL INC COM 247368103 823705 54550 X 54550 0 0
DELUXE CORP COM 248019101 9513 237 X 237 0 0
DENBURY RESOURCES INC COM 247916208 2310702 186950 X 186950 0 0
DEVON ENERGY CORPORATION COM 25179M103 6623378 137443 X 137443 0 0
DIGITAL RIVER INC COM 25388B104 574350 21000 X 21000 0 0
DIGITAS INC COM 25388K104 288222 39700 X 39700 0 0
DILLARDS INC CL A 254067101 4502 322 X 322 0 0
DOCTOR REDDY'S LAB- ADR 256135203 787920 33600 X 33600 0 0
DOCUMENTUM INC COM 256159104 571108 26800 X 26800 0 0
DOLLAR GENERAL CORP COM 256669102 28200 1410 X 1410 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 702048 30900 X 30900 0 0
DOLLAR TREE STORES INC COM 256747106 174535 5210 X 5210 0 0
DOMINION RESOURCES INC COM 25746U109 16861870 272405 X 272405 0 0
DONNELLEY (RR) & SONS CO COM 257867101 11962 481 X 481 0 0
DOV PHARMACEUTICAL COM 259858108 125650 7000 X 7000 0 0
DOVER CORP COM 260003108 34959354 988390 X 988390 0 0
DOW CHEMICAL CO COM 260543103 130485 4010 X 4010 0 0
DOW JONES & CO INC COM 260561105 16430 347 X 347 0 0
DRESS BARN COM 261570105 1767588 129021 X 129021 0 0
DRS TECHNOLOGIES COM 23330X100 697357 28900 X 28900 0 0
DSP GROUP INC COM 23332B106 483254 19400 X 19400 0 0
DTE ENERGY CO COM 233331107 10580200 286804 X 286804 0 0
DUKE ENERGY COM 264399106 52881203 2969186 X 2969186 0 0
DUKE REALTY CORPORATION COM 264411505 270100 9250 X 9250 0 0
DUPONT PHOTOMASKS INC COM 26613X101 2417797 106464 X 106464 0 0
DYNEGY INC COM 26816Q101 175320 48700 X 48700 0 0
DANA CORP COM 235811106 2314500 150000 X 150000 0 0
DANAHER CORP COM 235851102 652184 8830 X 8830 0 0
DARDEN RESTAURANTS INC COM 237194105 7384255 388645 X 388645 0 0
DAVITA INC COM 23918K108 53568744 1682964 X 1641955 0 41009
DEAN FOODS CO COM 242370104 32147390 1036010 X 1036010 0 0
PAGE 145
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO COM 244199105 20972954 393415 X 338765 0 54650
DEL MONTE FOODS CO COM 24522P103 980067 112522 X 112522 0 0
DELL INC COM 24702R101 72200032 2162325 X 2162325 0 0
DELPHI FINANCIAL GROUP CL A 247131105 172124 3700 X 3700 0 0
DELTA & PINE LAND CO COM 247357106 1196520 52000 X 52000 0 0
DEVON ENERGY CORPORATION COM 25179M103 2934771 60785 X 60785 0 0
DILLARDS INC CL A 254067101 7709970 551500 X 551500 0 0
DOBSON COMMUNICATIONS CO CL A 256069105 15741432 1938600 X 1874600 0 64000
DOCUMENTUM INC COM 256159104 11593556 544043 X 525703 0 18340
DOLLAR GENERAL COM 256669102 5048300 252105 X 252105 0 0
DOLLAR TREE STORES INC COM 256747106 6121455 182730 X 182730 0 0
DOVER CORP COM 260003108 13430519 379715 X 292195 0 87520
DOW CHEMICAL COM 260543103 12632028 388200 X 388200 0 0
DPL INC COM 233293109 778610 45400 X 45400 0 0
DST SYSTEMS INC COM 233326107 5821044 154815 X 154815 0 0
DTE ENERGY COMPANY COM 233331107 416488 11290 X 11290 0 0
DU PONT (E.I.) DE NEMOURS COM 263534109 680170 17000 X 17000 0 0
DUKE ENERGY CORP COM 264399106 5369715 301500 X 301500 0 0
DUKE REALTY CORP COM 264411505 30332960 1038800 X 1038800 0 0
DUPONT PHOTOMASKS INC COM 26613X101 6629049 291900 X 281900 0 10000
EDISON INTERNAT COM 281020107 1096340 57400 X 57400 0 0
EMBRAER AIRCRAF SP ADR PFD SHS 29081M102 97630 4627 X 4627 0 0
EXELON CORPORAT COM 30161N101 831850 13100 X 13100 0 0
EXXON MOBIL COR COM 30231G102 183000 5000 X 0 0 5000
EAST WEST BANCORP COM 27579R104 183825 4300 X 4300 0 0
EBAY INC COM 278642103 267550 5000 X 5000 0 0
EGL INC COM 268484102 325422 17900 X 17900 0 0
EMC CORP COM 268648102 1654530 131000 X 131000 0 0
EMERSON ELECTRIC COM 291011104 84240 1600 X 1600 0 0
ENTEGRIS INC COM 29362U104 195490 17300 X 17300 0 0
EPICOR SOFTWARE CORP COM 29426L108 97446 10900 X 10900 0 0
ERICSSON TEL ADR B SEK 10 294821608 488040 33200 X 33200 0 0
EXXON MOBIL CORP COM 30231G102 1178520 32200 X 32200 0 0
EAST WEST BANC-CORP COM 27579R104 837900 19600 X 19600 0 0
EASTGROUP PORPERTIES INC COM 277276101 2507145 90250 X 90250 0 0
EASTMAN CHEMICAL COM 277432100 11130945 332267 X 332267 0 0
EASTMAN KODAK CO COM 277461109 26322 1257 X 1257 0 0
EATON CORP COM 278058102 5878430 66333 X 66333 0 0
EBAY INC COM 278642103 24304777 454210 X 454210 0 0
EBAY INC COM 278642103 160530 3000 X 3000 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 1913500 50000 X 50000 0 0
ECOLAB INC COM 278865100 4325830 171320 X 171320 0 0
EDISON INTERNATIONAL COM 281020107 12760825 668106 X 668106 0 0
EDUCATION MANAGEMENT CORP COM 28139T101 328142 5690 X 5690 0 0
EGL INC COM 268484102 1170792 64400 X 64400 0 0
EI DUPONT DE NEMOURS & CO INC COM 263534109 5438319 135924 X 135924 0 0
EL PASO CORPORATION COM 28336L109 7008270 960037 X 960037 0 0
EL PASO ELECTRIC CO COM 283677854 2096325 181500 X 181500 0 0
ELECTRO RENT CORPORATION COM 285218103 784765 62731 X 62731 0 0
ELECTRONIC ARTS INC COM 285512109 3779954 40984 X 40984 0 0
ELECTRONIC ARTS INC COM 285512109 285913 3100 X 3100 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 1595618 78991 X 78991 0 0
ELECTRONISC FOR IMAGING COM 286082102 2352988 100900 X 100900 0 0
EMC CORP COM 268648102 750639 59433 X 59433 0 0
EMCOR GROUP INC COM 29084Q100 1965810 46200 X 46200 0 0
EMERSON ELECTRIC CO COM 291011104 7786093 147884 X 147884 0 0
ENCANA CORP COM 002793193 1026900 21000 X 21000 0 0
ENERGY EAST CORPORATION COM 29266M109 11392197 507900 X 507900 0 0
ENGELHARD CORPORATION COM 292845104 10829595 391384 X 391384 0 0
ENTEGRIS INC COM 29362U104 928860 82200 X 82200 0 0
ENTERGY CORP COM 29364G103 18065956 333628 X 333628 0 0
ENVIROSOURCE INC COM 29409K804 5573088 77404 X 77404 0 0
EOG RESOURCES INC COM 26875P101 4196748 100545 X 100545 0 0
EPICOR SOFTWARE COM 29426L108 422862 47300 X 47300 0 0
EQUIFAX INC COM 294429105 13273 596 X 596 0 0
EQUITY OFFICE PROPERTIES TR COM 294741103 293525 10662 X 10662 0 0
EQUITY ONE INC COM 294752100 2444600 143800 X 143800 0 0
EQUITY RESIDENTIAL COM 29476L107 213920 7306 X 7306 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 2702529 140100 X 140100 0 0
EXAR CORP COM 300645108 2106783 149100 X 149100 0 0
EXELON CORPORATION COM 30161N101 40997124 645624 X 645624 0 0
EXPRESS SCRIPTS INC COM 302182100 7160665 117100 X 117100 0 0
PAGE 146
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORPORATION COM 30231G102 92462909 2526309 X 2526309 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 8760250 261500 X 261500 0 0
EATON CORP COM 278058102 19166734 216140 X 216140 0 0
EBAY INC COM 278642103 79880798 1492820 X 1377620 0 115200
EBOOKERS PLC SPONSORED ADR 278725106 11610371 634100 X 614900 0 19200
ECI TELECOM LTD ORD 268258100 324816 80400 X 80400 0 0
EDUCATION MANAGEMENT CORP COM 28139T101 58234474 1009788 X 982608 0 27180
EL PASO CORP COM 28336L109 3301608 452275 X 452275 0 0
ELAN CORP PLC ADR 284131208 793500 150000 X 150000 0 0
ELECTRONIC ARTS INC COM 285512109 46695127 506290 X 506290 0 0
ELECTRONICS BOUTIQUE HLDGS COM 286045109 10330912 361600 X 349300 0 12300
ELECTRONICS FOR IMAGING COM 286082102 35474547 1521207 X 1472522 0 48685
ELI LILLY & CO COM 532457108 19538145 328925 X 328925 0 0
EMC CORP/MASS COM 268648102 14180964 1122800 X 989525 0 133275
EMERSON ELECTRIC CO COM 291011104 24290078 461350 X 398700 0 62650
EMULEX CORP COM NEW 292475209 15002849 589040 X 451405 0 137635
ENCANA CORP COM 292505104 1637100 45000 X 45000 0 0
ENERGIZER HOLDINGS INC COM 29266R108 7095838 192979 X 192979 0 0
ENSCO INTERNATIONAL INC COM 26874Q100 11409496 425410 X 325710 0 99700
ENTERCOM COMMUNICATIONS CO CL A 293639100 36778620 820585 X 794446 0 26139
ENTRAVISION COMMUNICAT CL A 29382R107 15500010 1631580 X 1588380 0 43200
EOG RESOURCES INC COM 26875P101 10050575 240790 X 189790 0 51000
EQUITABLE RESOURCES INC COM 294549100 8877190 215990 X 158915 0 57075
EQUITY OFFICE PROPERTIES T COM 294741103 29156610 1059085 X 1059085 0 0
EQUITY RESIDENTIAL COM 29476L107 19029248 649906 X 649906 0 0
ERICSSON (LM) TEL ADR B SEK 10 294821608 1578100 107500 X 107500 0 0
ESTEE LAUDER COMPANIES CL A 518439104 12241900 359000 X 359000 0 0
EXACT SCIENCES CORP COM 30063P105 94500 7000 X 7000 0 0
EXXON MOBIL CORPORATION COM 30231G102 34006048 929127 X 739697 0 189430
FIRSTENERGY COR COM 337932107 392370 12300 X 12300 0 0
FPL GROUP INC COM 302571104 505600 8000 X 8000 0 0
F5 NETWORKS INC COM 315616102 88504 4600 X 4600 0 0
FIFTH THIRD BANCORP COM 316773100 280789 5062 X 5062 0 0
FINISAR CORPO RATION COM 31787A101 148050 65800 X 65800 0 0
FIRST DATA CORP COM 319963104 919080 23000 X 23000 0 0
FORD MOTOR COMPANY COM PAR $0.01 345370860 13450 1249 X 1249 0 0
FTI CONSULTING INC COM 302941109 98028 5650 X 5650 0 0
F5 NETWORKS INC COM 315616102 384800 20000 X 20000 0 0
FAIR ISAAC & COMPANY INC COM 303250104 536536 9100 X 9100 0 0
FAIRCHILD SEMICON INTL COM 303726103 6575462 396590 X 396590 0 0
FAIRLANE MGMT CORP COM 305059107 0 77404 X 77404 0 0
FAMILY DOLLAR STORES COM 307000109 296462 7432 X 7432 0 0
FANNIE MAE COM 313586109 13111043 186767 X 186767 0 0
FANNIE MAE COM 313586109 793260 11300 X 11300 0 0
FASTENAL CO COM 311900104 346248 9160 X 9160 0 0
FEDERATED DEPT STORES INC NEW COM 31410H101 30479066 727424 X 727424 0 0
FEDERATED INVESTOR INC CL B 314211103 11856 428 X 428 0 0
FEDEX CORPORATION COM 31428X106 2939941 45630 X 45630 0 0
FEDEX CORPORATION COM 31428X106 483225 7500 X 7500 0 0
FIFTH THIRD BANCORP COM 316773100 14482496 261087 X 261087 0 0
FINISAR CORPORATION COM 31787A101 456525 202900 X 202900 0 0
FIRST CITIZEN BANCSHARES INC COM 31946M103 2061150 19500 X 19500 0 0
FIRST DATA CORP COM 319963104 29659591 742232 X 742232 0 0
FIRST DATA CORP COM 319963104 651348 16300 X 16300 0 0
FIRST HEALTH GROUP CORP COM 320960107 21476734 821290 X 821290 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 128280 4000 X 4000 0 0
FIRST NATIONAL BANKSHARES INC COM 32020R109 2261952 61200 X 61200 0 0
FIRST TENNESSEE NATIONAL CORP COM 337162101 24075 567 X 567 0 0
FIRSTENERGY CORP COM 337932107 11665926 365703 X 365703 0 0
FISERV INC COM 337738108 31303 864 X 864 0 0
FLEETBOSTON FINANCIAL CORP COM 339030108 137424 4558 X 4558 0 0
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 2810192 198180 X 198180 0 0
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 638100 45000 X 45000 0 0
FLUOR CORP COM 343412102 11535 309 X 309 0 0
FORD MOTOR COMPANY -W/I COM PAR $0.01 345370860 85794 7966 X 7966 0 0
FOREST LABORATORIES INC COM 345838106 83555 1624 X 1624 0 0
FOREST OIL CORP COM 346091705 196749 8215 X 8215 0 0
FORTUNE BRANDS INC COM 349631101 39328 693 X 693 0 0
FPL GROUP INC COM 302571104 13302020 210475 X 210475 0 0
FRANKLIN RESOURCES INC COM 354613101 50090 1133 X 1133 0 0
FREDDIE MAC COM 313400301 43314809 827408 X 827408 0 0
FREEPORT MCMORAN CL B 35671D857 25818 780 X 780 0 0
PAGE 147
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
FRIEDMANS INC CL A 358438109 2630607 188574 X 188574 0 0
FRONTIER OIL CORP COM 35914P105 1065750 72500 X 72500 0 0
FSI INTERNATIONAL INC COM 302633102 1150560 225600 X 225600 0 0
FTI CONSULTING INC COM 302941109 440690 25400 X 25400 0 0
FULLER (H.B.) CO COM 359694106 2041107 84100 X 84100 0 0
FURNITURE BRANDS INTL INC COM 360921100 3615 150 X 150 0 0
F5 NETWORKS INC COM 315616102 13602969 707015 X 684715 0 22300
FAIR ISAAC CORP COM 303250104 58096531 985355 X 963405 0 21950
FAIRCHILD SEMICON INTL COM 303726103 11618103 700730 X 700730 0 0
FAIRLANE MANAGEMENT CORP COM 305059107 0 1200 X 1200 0 0
FAIRMONT HOTELS & RESORTS COM 305204109 16004140 621520 X 605520 0 16000
FAMILY DOLLAR STORES COM 307000109 8077526 202495 X 202495 0 0
FANNIE MAE COM 313586109 46368504 660520 X 650970 0 9550
FASTENAL CO COM 311900104 12449430 329350 X 329350 0 0
FEDEX CORP COM 31428X106 51144534 793800 X 702675 0 91125
FEI COMPANY COM 30241L109 3974802 170300 X 170300 0 0
FIFTH THIRD BANCORP COM 316773100 22805936 410950 X 410950 0 0
FINANCIAL FEDERAL CORP COM 317492106 3279825 107500 X 107500 0 0
FIRST AMERICAN CORP COM 318522307 186750 7500 X 7500 0 0
FIRST DATA CORP COM 319963104 33225941 831480 X 831480 0 0
FIRST HEALTH GROUP CORP COM 320960107 43580387 1666554 X 1620154 0 46400
FIRST INDUSTRIAL REALTY TR COM 32054K103 14727346 459225 X 459225 0 0
FIRSTENERGY CORP COM 337932107 5442140 170600 X 170600 0 0
FLEXTRONICS INTL LTD COM Y2573F102 38955296 2747200 X 2501175 0 246025
FLOWSERVE CORP COM 34354P105 1624000 80000 X 80000 0 0
FMC TECHNOLOGIES INC COM 30249U101 2142000 100000 X 100000 0 0
FOMENTO ECONOMICO MEX SPON ADR UNITS 344419106 381500 10000 X 10000 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1905213 176900 X 176900 0 0
FOREST LABORATORIES INC COM 345838106 11172368 217150 X 159800 0 57350
FOUNDRY NETWORKS INC COM 35063R100 20504623 953260 X 921210 0 32050
FTD INC CL A 30265Q109 540240 24000 X 24000 0 0
GENERAL ELECTRI COM 369604103 298100 10000 X 0 0 10000
GENTEX CORP COM 371901109 219429 6300 X 0 0 6300
GLAXOSMITHKLINE SPONSORED ADR 37733W105 1057414 24939 X 24939 0 0
GROUPO AEROPORT SPON ADR SER B 40051E202 33810 2300 X 2300 0 0
GENERAL ELECTRIC COM 369604103 5467154 183400 X 183400 0 0
GENESEE & WYOMING INC CL A 371559105 170712 7200 X 7200 0 0
GILEAD SCIENCES INC COM 375558103 1034705 18500 X 18500 0 0
GILLETTE COM 375766102 1423110 44500 X 44500 0 0
GLBL IMAGING SYS INC COM 37934A100 172200 7000 X 7000 0 0
GLOBESPAN VIRATA INC COM 37957V106 89528 12400 X 12400 0 0
GRIC COMMUNICATIONS INC COM 398081109 87875 12500 X 12500 0 0
GAMESTOP CORP COM 36466R101 1359450 85500 X 85500 0 0
GANNETT COMPANY INC COM 364730101 5504045 70965 X 70965 0 0
GAP INC COM 364760108 65672 3836 X 3836 0 0
GARMIN LTD COM G37260109 1500979 35840 X 35840 0 0
GATEWAY INC COM 367626108 8745 1545 X 1545 0 0
GENERAL DYNAMICS CORP COM 369550108 34509936 442095 X 442095 0 0
GENERAL ELECTRIC CO COM 369604103 88225199 2959584 X 2959584 0 0
GENERAL ELECTRIC CO COM 369604103 1323862 44410 X 44410 0 0
GENERAL GROWTH PROPERTIES COM 370021107 438804 6120 X 6120 0 0
GENERAL MILLS INC COM 370334104 74888 1591 X 1591 0 0
GENERAL MOTORS CORP COM 370442105 99419 2429 X 2429 0 0
GENESEE & WYOMING CL A 371559105 803769 33900 X 33900 0 0
GENESIS HEALTH VENTURES COM 37183F107 3669025 151300 X 151300 0 0
GENLYTE GROUP INC COM 372302109 2387073 53618 X 53618 0 0
GENTEX CORP COM 371901109 15241106 437460 X 437460 0 0
GENUINE PARTS CO COM 372460105 23825 745 X 745 0 0
GENZYME CORP COM 372917104 43568 942 X 942 0 0
GEORGIA PACIFIC CORP COM 373298108 15454091 637545 X 637545 0 0
GETTY IMAGES INC COM 374276103 2123664 60400 X 60400 0 0
GETTY REALTY CORPORATION COM 374297109 2345875 95750 X 95750 0 0
GILEAD SCIENCES INC COM 375558103 24235867 433325 X 433325 0 0
GILLETTE CO COM 375766102 1100784 34421 X 34421 0 0
GLADSTONE COMMERCIAL COM 376536108 1704984 115600 X 115600 0 0
GLATFELTER (P.H.) CO COM 377316104 948290 80500 X 80500 0 0
GLOBAL IMAGING SYSTEMS COM 37934A100 792120 32200 X 32200 0 0
GLOBESPANVIRATA INC COM 37957V106 389158 53900 X 53900 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 38367835 428643 X 428643 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4377483 52175 X 52175 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 839000 10000 X 10000 0 0
GOODRICH CORP COM 382388106 11756 485 X 485 0 0
PAGE 148
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBBER CO COM 382550101 4803 731 X 731 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 2302123 233481 X 233481 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 3117 155 X 155 0 0
GREATER BAY BANCORP COM 391648102 2009280 96600 X 96600 0 0
GREENPOINT FINANCIAL CORP COM 395384100 19447818 651300 X 651300 0 0
GREIF INC CL A 397624107 2172300 83550 X 83550 0 0
GRIC COMMUNICATIONS COM 398081109 385947 54900 X 54900 0 0
GRUPO TELEVISA SA-SPONS GDR SP ADR REP ORD 40049J206 783026 21400 X 21400 0 0
GUIDANT CORP COM 401698105 62123 1326 X 1326 0 0
G & K SERVICES INC CL A 361268105 3090500 88300 X 88300 0 0
GAMESTOP CORP COM 36466R101 15362580 966200 X 933900 0 32300
GARMIN LTD COM G37260109 20225108 482930 X 482930 0 0
GATX CORP COM 361448103 8449425 399500 X 399500 0 0
GEMSTAR-TV GUIDE INTL INC COM 36866W106 243595 51500 X 51500 0 0
GENE LOGIC INC COM 368689105 50760 10800 X 10800 0 0
GENENTECH INC COM NEW 368710406 4367630 54500 X 54500 0 0
GENERAL ELECTRIC CO COM 369604103 199560213 6694405 X 6028080 0 666325
GENERAL GROWTH PROPERTIES COM 370021107 46897895 654085 X 654085 0 0
GENERAL MOTORS CORP CL H NEW 370442832 13324041 931100 X 931100 0 0
GENESEE & WYOMING INC CL A 371559105 2229 94 X 94 0 0
GENTEX CORP COM 371901109 31380074 900691 X 879341 0 21350
GENUINE PARTS CO COM 372460105 2878200 90000 X 90000 0 0
GEORGIA-PACIFIC CORP COM 373298108 3541464 146100 X 146100 0 0
GETTY IMAGES INC COM 374276103 10164756 289100 X 280000 0 9100
GILEAD SCIENCES INC COM 375558103 33179634 593235 X 570685 0 22550
GILLETTE COMPANY COM 375766102 26691467 834630 X 768805 0 65825
GLOBAL PAYMENTS INC COM 37940X102 16130340 448065 X 434185 0 13880
GLOBALSANTAFE CORP SHS G3930E101 11246321 469575 X 469575 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 44339472 528480 X 479530 0 48950
GRANITE CONSTRUCTION INC COM 387328107 97136 5200 X 5200 0 0
GRANT PRIDECO INC COM 38821G101 764250 75000 X 75000 0 0
GREATER BAY BANCORP COM 391648102 193400 9300 X 9300 0 0
GREY WOLF INC COM 397888108 288342 82857 X 82857 0 0
GRUPO TELEVISA SA SP ADR REP ORD 40049J206 2561300 70000 X 70000 0 0
HDFC BANK ADR REPS 3 SHS 40415F101 3620600 168400 X 129900 0 38500
HONDA MOTOR AMERN SHS 438128308 118944 5900 X 5900 0 0
HEARTLAND EXPRESS COM 422347104 148924 6200 X 6200 0 0
HENRY JACK & ASSOC COM 426281101 83472 4800 X 4800 0 0
HEWLETT-PACKARD CO COM 428236103 123904 6400 X 6400 0 0
HOME DEPOT COM 437076102 4052913 127250 X 127250 0 0
HONEYWELL INTL INC COM 438516106 479570 18200 X 18200 0 0
H J HEINZ CO COM 423074103 51900 1514 X 1514 0 0
H&R BLOCK INC COM 093671105 35901 832 X 832 0 0
HALLIBURTON CO COM 406216101 48163192 1986111 X 1986111 0 0
HANCOCK HOLDING COMPANY COM 410120109 1376569 27894 X 27894 0 0
HARLEY DAVIDSON COM 412822108 67769 1406 X 1406 0 0
HARRAH'S ENTERTAINMENT INC COM 413619107 11526307 273719 X 273719 0 0
HARSCO CORP COM 415864107 4173995 108500 X 108500 0 0
HARTFORD FINANCIAL SVCS GROUP COM 416515104 6041661 114795 X 114795 0 0
HARVEST NATURAL RESOURCES COM 41754V103 2897573 471150 X 471150 0 0
HASBRO INC COM 418056107 12553 672 X 672 0 0
HCA INC COM 404119109 11559075 313594 X 313594 0 0
HEALTH MGMT ASSOC INC CL A 421933102 286278 13126 X 13126 0 0
HEALTHCARE SERVICES GROUP COM 421906108 2019600 122400 X 122400 0 0
HEARTLAND EXPRESS INC COM 422347104 682168 28400 X 28400 0 0
HENRY JACK & ASSOCIATES COM 426281101 384319 22100 X 22100 0 0
HERCULES INC COM 427056106 2448220 216083 X 216083 0 0
HERLEY INDUSTRIES INC COM 427398102 1787040 102000 X 102000 0 0
HERSHEY FOODS CORP COM 427866108 42009 578 X 578 0 0
HEWLETT-PACKARD CO COM 428236103 6721966 347209 X 347209 0 0
HILLENBRAND INDUSTRIES COM 431573104 170388 3020 X 3020 0 0
HILTON HOTELS CORP COM 432848109 403651 24886 X 24886 0 0
HOME DEPOT INC COM 437076102 17210116 540349 X 540349 0 0
HOME DEPOT INC COM 437076102 437301 13730 X 13730 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 56986196 2162664 X 2162664 0 0
HORACE MANN EDUCATORS COM 440327104 1407470 97000 X 97000 0 0
HORMEL FOODS CORP COM 440452100 7073244 307800 X 307800 0 0
HOUSTON EXPLORATION CO COM 442120101 1667250 47500 X 47500 0 0
HUGHES SUPPLY INC COM 444482103 1888590 58200 X 58200 0 0
HUMANA INC COM 444859102 1808917 100217 X 100217 0 0
HUNTINGTON BANCSHARES INC COM 446150104 19018 961 X 961 0 0
H.B. FULLER CO. COM 359694106 978081 40300 X 40300 0 0
PAGE 149
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
HAEMONETICS CORP/MASS COM 405024100 5125731 217100 X 217100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1731415 95500 X 95500 0 0
HALLIBURTON CO COM 406216101 4789375 197500 X 197500 0 0
HARMAN INTERNATIONAL COM 413086109 30916421 314351 X 304351 0 10000
HARTFORD FINANCIAL SVCS GR COM 416515104 26962612 512305 X 412580 0 99725
HASBRO INC COM 418056107 6963904 372800 X 372800 0 0
HCA INC COM 404119109 1994126 54100 X 54100 0 0
HEALTH MGMT ASSOCIATES INC CL A 421933102 9073069 416005 X 416005 0 0
HELMERICH & PAYNE COM 423452101 3424340 131000 X 131000 0 0
HENRY SCHEIN INC COM 806407102 32883619 579958 X 561038 0 18920
HERSHEY FOODS CORP COM 427866108 8248453 113490 X 77030 0 36460
HEWLETT-PACKARD CO COM 428236103 4077700 210625 X 210625 0 0
HILLENBRAND INDUSTRIES COM 431573104 5911970 104785 X 104785 0 0
HILTON HOTELS CORP COM 432848109 47551120 2931635 X 2704485 0 227150
HJ HEINZ CO COM 423074103 1371200 40000 X 40000 0 0
HOLLYWOOD ENTERTAINMENT CO COM 436141105 7111423 418319 X 404469 0 13850
HOME DEPOT INC COM 437076102 4857603 152515 X 152515 0 0
HONEYWELL INTERNATIONAL IN COM 438516106 4189650 159000 X 159000 0 0
HOOPER HOLMES INC COM 439104100 278635 41900 X 41900 0 0
HSBC HOLDINGS PLC SPON ADR NEW 404280406 5412000 82000 X 82000 0 0
HUBBELL INC CL B 443510201 1477845 40500 X 40500 0 0
HUBBELL INC CL A 443510102 658600 18500 X 18500 0 0
ING SPONSORED ADR 456837103 283050 15300 X 15300 0 0
INTEL CORP COM 458140100 275200 10000 X 0 0 10000
INTERACTIVECORP COM 45840Q101 165900 5000 X 0 0 5000
INTUIT INC COM 461202103 164016 3400 X 0 0 3400
ILEX ONCOLOGY INC COM 451923106 102982 6200 X 6200 0 0
ILL TOOL WORKS COM 452308109 185528 2800 X 2800 0 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 157416 5600 X 5600 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 217833 7700 X 7700 0 0
INTEGRATED ALARM SERVICES COM 45890M109 90180 10800 X 10800 0 0
INTEGRATED CIRCUIT SYSTEMS COM 45811K208 120160 4000 X 4000 0 0
INTEL CORP COM 458140100 3705047 134680 X 134680 0 0
INTERACTIVECORP COM 45840Q101 1487250 45000 X 45000 0 0
INTERMUNE INC COM 45884X103 64872 3400 X 3400 0 0
INVESTORS FINL SVCS CP COM 461915100 254340 8100 X 8100 0 0
ITRON INC COM 465741106 140490 7000 X 7000 0 0
ICOS CORPORATION COM 449295104 167458 4370 X 4370 0 0
ILEX ONCOLOGY INC COM 451923106 478368 28800 X 28800 0 0
ILLINOIS TOOL WORKS INC COM 452308109 6648065 100333 X 100333 0 0
ILLINOIS TOOL WORKS INC COM 452308109 671876 10140 X 10140 0 0
IMATION CORP COM 45245A107 884815 27100 X 27100 0 0
IMGGISTICS INTL INC COM 45247T104 4568697 157650 X 157650 0 0
IMS HEALTH INC COM 449934108 3972434 188267 X 188267 0 0
INFINEON TECHNOLOGIES SPONSORED ADR 45662N103 363305 28185 X 28185 0 0
INFINITY PROPERTY AND CASUALTY COM 45665Q103 736482 26200 X 26200 0 0
INFORTE CORP COM 45677R107 1475040 175600 X 175600 0 0
INGERSOLL RAND CO CL A G4776G101 15966696 298778 X 298778 0 0
INTEGRATED ALARM SERVICES GROUP COM 45890M109 402663 48200 X 48200 0 0
INTEGRATED DEVICES TECH INC COM 458118106 1607148 129400 X 129400 0 0
INTEL CORP COM 458140100 53630800 1949502 X 1949502 0 0
INTEL CORP COM 458140100 687750 25000 X 25000 0 0
INTER PARFUMS INC COM 458334109 1016720 101672 X 101672 0 0
INTERACTIVECORP COM 45840Q101 30060429 909544 X 909544 0 0
INTERACTIVECORP COM 45840Q101 311001 9410 X 9410 0 0
INTERFACE INC CL A 458665106 1513264 279200 X 279200 0 0
INTERGRA LIFE SCIENCE HOLDINGS COM NEW 457985208 944886 33400 X 33400 0 0
INTERGRAPH CORP COM 458683109 2302439 98902 X 98902 0 0
INTERGRATED CIRCUIT SYSTEMS COM 45811K208 465620 15500 X 15500 0 0
INTERMUNE INC COM 45884X103 320544 16800 X 16800 0 0
INTERNATIONAL FLAVORS FRAG INC COM 459506101 22362609 676016 X 676016 0 0
INTERNATIONAL GAME TECH COM 459902102 8757296 311094 X 311094 0 0
INTERNATIONAL PAPER CO COM 460146103 5746475 147270 X 147270 0 0
INTERPUBLIC GROUP COS INC COM 460690100 38216797 2706572 X 2706572 0 0
INTERSIL HOLDING CORP COM 46069S109 1227842 51590 X 51590 0 0
INTL BUSINESS MACHINES CORP COM 459200101 34602394 391740 X 391740 0 0
INTL BUSINESS MACHINES CORP COM 459200101 423984 4800 X 4800 0 0
INTUIT INC COM 461202103 333001 6903 X 6903 0 0
INVESTORS FINANCIAL SVCS CP COM 461915100 1183780 37700 X 37700 0 0
INVISION TECHNOLOGIES INC COM 461851107 1891218 77700 X 77700 0 0
IOMEGA CORP COM 462030305 2911996 261400 X 261400 0 0
IONICS INC COM 462218108 2110898 86300 X 86300 0 0
PAGE 150
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
ISTAR FINANCIAL INC COM 45031U101 436240 11200 X 11200 0 0
ITRON INC COM 465741106 668331 33300 X 33300 0 0
ITT INDUSTRIES INC COM 450911102 22799 381 X 381 0 0
I2 TECHNOLOGIES INC COM 465754109 76200 60000 X 60000 0 0
ICN PHARMACEUTICALS INC COM 448924100 3517800 205000 X 205000 0 0
ICN PHARMACEUTICALS INC COM 448924100 3517800 205000 X 205000 0 0
ICON PLC SPONSORED ADR 45103T107 25265960 667000 X 644550 0 22450
ICON PLC SPONSORED ADR 45103T107 25265960 667000 X 644550 0 22450
ICOS CORPORATION COM 449295104 33599934 876825 X 853125 0 23700
ICU MEDICAL INC COM 44930G107 930582 34200 X 34200 0 0
IDACORP INC COM 451107106 510000 20000 X 20000 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 7276425 219500 X 219500 0 0
IDX SYSTEMS CORP COM 449491109 1387200 60000 X 60000 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 118422 16200 X 16200 0 0
ILLINOIS TOOL WORKS COM 452308109 1670415 25210 X 25210 0 0
IMC GLOBAL INC COM 449669100 788430 123000 X 123000 0 0
IMPAC MEDICAL SYSTEMS INC COM 45255A104 6043242 337800 X 326700 0 11100
INCO LTD COM 453258402 4509375 162500 X 162500 0 0
INFINEON TECHNOLOGIES SPONSORED ADR 45662N103 2343402 181800 X 181800 0 0
INFORMATICA CORP COM 45666Q102 149000 20000 X 20000 0 0
INFOSYS TECHNOLOGIES SPONSORED ADR 456788108 170180 2500 X 2500 0 0
INNOVEX INC/MN COM 457647105 10684310 1073800 X 1038500 0 35300
INSIGHT COMMUNICATIONS CO. CL A 45768V108 333200 3500 X 3500 0 0
INSITUFORM TECHNOLOGIES CL A 457667103 976800 55000 X 55000 0 0
INTEGRATED DEVICE TECH INC COM 458118106 17669934 1422700 X 1378300 0 44400
INTEL CORP COM 458140100 161033499 5853635 X 5603910 0 249725
INTERACTIVECORP COM 45840Q101 43183295 1306605 X 1306605 0 0
INTERNATIONAL PAPER CO COM 460146103 45298708 1160660 X 1160660 0 0
INTERNET SECURITY SYSTEMS COM 46060X107 4406250 352500 X 352500 0 0
INTERPUBLIC GROUP OF COS I COM 460690100 6503884 460615 X 359890 0 100725
INTERSIL CORP CL A 46069S109 8018220 336900 X 336900 0 0
INTERSTATE BAKERIES COM 46072H108 1762500 117500 X 117500 0 0
INTL BUSINESS MACHINES COR COM 459200101 48726361 551640 X 494540 0 57100
INTL FLAVORS & FRAGRANCES COM 459506101 4465800 135000 X 135000 0 0
INTUIT INC COM 461202103 11207262 232323 X 232323 0 0
IONICS INC COM 462218108 8844736 361600 X 361600 0 0
IPC HOLDINGS LTD ORD G4933P101 13104315 374409 X 363159 0 11250
ISHARES MSCI JAPAN 464286848 13203948 1507300 X 1467600 0 39700
ISTAR FINANCIAL INC COM 45031U101 47338856 1215375 X 1215375 0 0
JOHNSON & JOHNS COM 478160104 198080 4000 X 0 0 4000
JARDEN CORP COM 471109108 388825 10300 X 10300 0 0
JEFFERIES GROUP INC(NEW) COM 472319102 166750 5800 X 5800 0 0
JOHNSON & JOHNSON COM 478160104 2246456 45365 X 45365 0 0
JOURNAL COMMUNICATIONS INC-C COM 481130102 44685 2700 X 2700 0 0
J P MORGAN CHASE & CO COM 46625H100 64488459 1878487 X 1878487 0 0
J P MORGAN CHASE & CO COM 46625H100 806755 23500 X 23500 0 0
JABIL CIRCUIT INC COM 466313103 354671 13615 X 13615 0 0
JACUZZI BRANDS COM 469865109 2505420 404100 X 404100 0 0
JAKKS PACIFIC INC COM 47012E110 2116647 173638 X 173638 0 0
JANUS CAPITAL GROUP INC COM 47102X105 18969975 1357908 X 1357908 0 0
JARDEN CORP COM 471109108 1676100 44400 X 44400 0 0
JDS UNIPHASE CORP COM 46612J101 21215 5893 X 5893 0 0
JEFFERIES GROUP INC COM 472319102 713000 24800 X 24800 0 0
JEFFERSON PILOT CORP COM 475070108 28625 645 X 645 0 0
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 42994 1272 X 1272 0 0
JOHNSON & JOHNSON COM 478160104 5608338 113254 X 113254 0 0
JOHNSON & JOHNSON COM 478160104 643760 13000 X 13000 0 0
JOHNSON CONTROLS INC COM 478366107 13619089 143965 X 143965 0 0
JOHNSON OUTDOORS INC CL A 479167108 1203053 92821 X 92821 0 0
JONES APPAREL GROUP INC COM 480074103 15893 531 X 531 0 0
JOURNAL COMMUNICATIONS COM 481130102 814260 49200 X 49200 0 0
JSC MMC NORILSK NICKEL COM 46626D108 132975 2700 X 2700 0 0
JABIL CIRCUIT INC COM 466313103 11645783 447055 X 447055 0 0
JAPAN SMALLER CAPITALIZATI COM 47109U104 1365000 150000 X 150000 0 0
JDA SOFTWARE GROUP INC COM 46612K108 12004551 807300 X 780200 0 27100
JEFFERSON-PILOT CORP COM 475070108 3616970 81500 X 81500 0 0
PAGE 151
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
JLG INDUSTRIES INC COM 466210101 835200 72500 X 72500 0 0
JOHNSON & JOHNSON COM 478160104 46433221 937256 X 740716 0 196540
JONES APPAREL GROUP INC COM 480074103 2095 70 X 70 0 0
JOURNAL COMMUNICATIONS INC COM 481130102 827500 50000 X 50000 0 0
JOY GLOBAL INC COM 481165108 1358050 86500 X 86500 0 0
JP MORGAN CHASE & CO COM 46625H100 44543587 1297022 X 1078222 0 218800
KINDER MORGAN I COM 49455P101 162030 3000 X 0 0 3000
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 213156 9300 X 9300 0 0
KT CORP SPONSORED ADR 48268K101 15865556 796064 X 796064 0 0
KEY ENERGY SERVICES INC COM 492914106 168875 17500 X 17500 0 0
KOHLS CORP COM 500255104 37450 700 X 700 0 0
KYPHON INC COM 501577100 99450 5100 X 5100 0 0
KADANT INC COM 48282T104 2711140 141500 X 141500 0 0
KANSAS CITY LIFE INSURANCE CO COM 484836101 674142 14700 X 14700 0 0
KANSAS CITY SOUTHN INDS COM 485170302 1258106 113650 X 113650 0 0
KB HOME COM 48666K109 11335 190 X 190 0 0
KELLOGG CO COM 487836108 59263 1777 X 1777 0 0
KELLWOOD CO COM 488044108 7773780 232400 X 232400 0 0
KERR MCGEE CORP COM 492386107 21784 488 X 488 0 0
KEY ENERGY SERVICES INC COM 492914106 738225 76500 X 76500 0 0
KEYCORP COM 493267108 45770 1790 X 1790 0 0
KEYSPAN CORPORATION COM 49337W100 7232409 206169 X 206169 0 0
KEYSTONE PROPERTY TRUST COM 493596100 1958129 96650 X 96650 0 0
KIMBALL INTERNATIONAL CL B 494274103 2664220 181734 X 181734 0 0
KIMBERLY CLARK CORP COM 494368103 30280648 590036 X 590036 0 0
KIMCO REALTY CORP COM 49446R109 4897964 119550 X 119550 0 0
KINDER MORGAN INC COM 49455P101 11063732 204846 X 204846 0 0
KINDRED HEALTHCARE INC COM 494580103 3029705 80900 X 80900 0 0
KING PHARMACEUTICALS INC COM 495582108 15559 1027 X 1027 0 0
KLA TENCOR CORP COM 482480100 41788 813 X 813 0 0
KNIGHT RIDDER INC COM 499040103 10265930 153912 X 153912 0 0
KOHLS CORP COM 500255104 12209556 228216 X 228216 0 0
KOHLS CORP COM 500255104 615250 11500 X 11500 0 0
KRAFT FOODS COM 50075N104 33683100 1141800 X 1141800 0 0
KROGER CO COM 501044101 57184 3200 X 3200 0 0
KUALA HEALTHCARE INC COM 501157101 177 176666 X 176666 0 0
KYPHON INC COM 501577100 464100 23800 X 23800 0 0
KANSAS CITY SOUTHERN COM 485170302 3769335 340500 X 340500 0 0
KAYDON CORP COM 486587108 1965672 82800 X 82800 0 0
KELLOGG CO COM 487836108 4638985 139100 X 139100 0 0
KEMET CORP COM 488360108 12238044 960600 X 928000 0 32600
KERR-MCGEE CORP COM 492386107 1879896 43800 X 43800 0 0
KEY ENERGY SERVICES INC COM 492914106 16926100 1754000 X 1695200 0 58800
KEYCORP COM 493267108 4144897 162100 X 162100 0 0
KIMBERLY-CLARK CORP COM 494368103 9237600 180000 X 180000 0 0
KIMCO REALTY CORP COM 49446R109 24263950 592237 X 592237 0 0
KING PHARMACEUTICALS INC COM 495582108 2930204 209900 X 209900 0 0
KOHLS CORP COM 500255104 75028614 1402404 X 1216074 0 186330
KRAFT FOODS INC COM 50075N104 4793750 162500 X 162500 0 0
KYPHON INC COM 501577100 15378714 788652 X 764252 0 24400
LIBERTY MEDIA C COM SER A 530718105 149550 15000 X 0 0 15000
LATTICE SEMICONDUCTOR CORP COM 518415104 113049 15900 X 15900 0 0
LEVEL 3 COMMUNICATON COM 52729N100 37940 7000 X 7000 0 0
LIBERTY MEDIA CORP COM SER A 530718105 3913225 392500 X 392500 0 0
LIFEPOINT HOSPITALS COM 53219L109 79365 3300 X 3300 0 0
LILLY (ELI) COM 532457108 374366 6302 X 6302 0 0
LIN TV CORP CL A 532774106 195592 9200 X 9200 0 0
LOCKHEED MARTIN CORP COM 539830109 3078205 66700 X 66700 0 0
LABRANCHE & CO INC COM 505447102 1086240 74400 X 74400 0 0
LADISH CO.INC COM 505754200 1351175 216188 X 216188 0 0
LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 2784090 135150 X 135150 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 457884 64400 X 64400 0 0
LAWSON SOFTWARE COM 520780107 1311650 185000 X 185000 0 0
LEAR CORP COM 521865105 19740000 375000 X 375000 0 0
LEE ENTERPRISES COM 523768109 2482614 64200 X 64200 0 0
LEGGETT & PLATT INC COM 524660107 17650 816 X 816 0 0
LEHMAN BROTHERS HLDG INC COM 524908100 20433242 295791 X 295791 0 0
LEVEL 3 COMMUNICATIONS COM 52729N100 1614076 297800 X 297800 0 0
LEXMARK INTERNATIONAL INC COM 529771107 14329041 227409 X 227409 0 0
LEXMARK INTERNATIONAL INC COM 529771107 201632 3200 X 3200 0 0
LIBERTY CORP COM 530370105 3225955 76900 X 76900 0 0
LIBERTY MEDIA CORP COM SER A 530718105 23408862 2347930 X 2347930 0 0
PAGE 152
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY MEDIA CORP COM SER A 530718105 426218 42750 X 42750 0 0
LIBERTY PROPERTY TRUST COM 531172104 224654 6075 X 6075 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 367965 15300 X 15300 0 0
LILLY (ELI) & CO COM 532457108 302108 5086 X 5086 0 0
LIMITED BRANDS INC COM 532716107 1393030 92376 X 92376 0 0
LIN TV CORP CL A 532774106 882290 41500 X 41500 0 0
LINCARE HOLDINGS INC COM 532791100 297232 8110 X 8110 0 0
LINCOLN NATIONAL CORP IND COM 534187109 46560681 1316017 X 1316017 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1204040 33623 X 33623 0 0
LINENS 'N THINGS INC COM 535679104 1716916 72200 X 72200 0 0
LITTLEFUSE INC COM 537008104 12436100 540700 X 540700 0 0
LIZ CLAIBORNE INC COM 539320101 17229 506 X 506 0 0
LOCKHEED MARTIN CORP COM 539830109 23164208 501933 X 501933 0 0
LOEWS CORP COM 540424108 7616325 188663 X 188663 0 0
LONE STAR STEAKHOUSE & SALOON COM 542307103 3773641 180557 X 180557 0 0
LOUISIANA PACIFIC CORP COM 546347105 5099 370 X 370 0 0
LOWES COMPANIES INC COM 548661107 22142460 426637 X 426637 0 0
LOWES COMPANIES INC COM 548661107 669510 12900 X 12900 0 0
LSI LOGIC CORP COM 502161102 14303 1591 X 1591 0 0
LUBRIZOL CORP COM 549271104 14248795 439100 X 439100 0 0
LUCENT TECHNOLOGIES INC COM 549463107 39308 18198 X 18198 0 0
LUFKIN INDUSTRIES INC COM 549764108 2584536 107689 X 107689 0 0
L-3 COMMUNICATIONS HOLDING COM 502424104 3960835 91280 X 91280 0 0
LABORATORY CRP OF AMER HLD COM NEW 50540R409 2568650 89500 X 89500 0 0
LASTMINUTE.COM PLC SPONSORED ADR 518129101 110000 5000 X 5000 0 0
LEAPFROG ENTERPRISES INC CL A 52186N106 20466800 538600 X 520100 0 18500
LEHMAN BROTHERS HOLDINGS INC COM 524908100 89804 1300 X 1300 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 15424778 2845900 X 2845900 0 0
LEXICON GENETICS INC COM 528872104 153252 29700 X 29700 0 0
LEXMARK INTERNATIONAL INC COM 529771107 1500030 23810 X 23810 0 0
LIBERTY CORP COM 530370105 3108495 74100 X 74100 0 0
LIBERTY MEDIA CORP COM SER A 530718105 52439319 5259711 X 4870546 0 389165
LIBERTY PROPERTY TRUST COM 531172104 25394166 686700 X 686700 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 165945 6900 X 6900 0 0
LINCARE HOLDINGS INC COM 532791100 10050713 274235 X 274235 0 0
LINCOLN NATIONAL CORP COM 534187109 4245600 120000 X 120000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 27732517 774435 X 637410 0 137025
LINEAR TECHNOLOGY CORP COM 535678106 30965444 864715 X 864715 0 0
LINENS 'N THINGS INC COM 535679104 3374858 141920 X 141920 0 0
LIZ CLAIBORNE INC COM 539320101 3010056 87400 X 87400 0 0
LOCKHEED MARTIN CORP COM 539830109 4479319 97060 X 97060 0 0
LOEWS CORP CAROLNA GP STK 540424207 727030 31610 X 31610 0 0
LONGLEAF PARTNERS FDS TR DENP 543069405 2034870 159598 X 159598 0 0
LONGS DRUG STORES CORP COM 543162101 5797440 288000 X 288000 0 0
LONGVIEW FIBRE CO COM 543213102 274537 28100 X 28100 0 0
LOWE'S COS INC COM 548661107 68087351 1311895 X 1249970 0 61925
MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 74760 4000 X 4000 0 0
MATSU ELEC ADR 576879209 363584 30400 X 30400 0 0
MATTEL INC COM 577081102 189600 10000 X 0 0 10000
MAXIM INTEGRATE COM 57772K101 157560 4000 X 0 0 4000
MCDONALD'S CORP COM 580135101 225984 9600 X 0 0 9600
MICROCHIP COM 595017104 81464 3400 X 0 0 3400
MICROSOFT CORP COM 594918104 411440 14800 X 0 0 14800
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 73550 1000 X 1000 0 0
MAGMA DESIGN AUTOMATION COM 559181102 129492 6600 X 6600 0 0
MARTEN TRANSPORT LTD COM 573075108 28710 1100 X 1100 0 0
MATRIX SERVICE CO COM 576853105 202464 11400 X 11400 0 0
MAVERICK TUBE CORP COM 577914104 204864 13200 X 13200 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 3967 153 X 153 0 0
MEDICAL ACTION IND INC COM 58449L100 161448 12400 X 12400 0 0
MEDTRONIC COM 585055106 4893756 104300 X 104300 0 0
MERCANTILE BANK CORP COM 587376104 159360 4800 X 4800 0 0
MERCK COM 589331107 64287 1270 X 1270 0 0
MERCURY COMPUTER SYSTEMS INC COM 589378108 76788 3600 X 3600 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 111973 5067 X 5067 0 0
MERITAGE CORP COM 59001A102 269325 5700 X 5700 0 0
MICROMUSE INC COM 595094103 166872 20400 X 20400 0 0
MICROSOFT CORP COM 594918104 6094347 219300 X 219300 0 0
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 110171 13100 X 13100 0 0
MOTOROLA COM 620076109 83790 7000 X 7000 0 0
MTC TECHNOLOGIES INC COM 55377A106 134560 5800 X 5800 0 0
MYKROLIS COM 62852P103 114116 9400 X 9400 0 0
PAGE 153
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
M & F WORLDWIDE CORP COM 552541104 415053 43100 X 43100 0 0
MAGMA DESIGN AUTOMATION COM 559181102 563094 28700 X 28700 0 0
MAINE & MARITIMES CORP COM 560377103 1249200 34700 X 34700 0 0
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 1194969 46120 X 46120 0 0
MAIR HOLDINGS INC COM 560635104 786784 115874 X 115874 0 0
MANAGEMENT NETWORK GROUP INC COM 561693102 1691705 676682 X 676682 0 0
MANOR CARE INC COM 564055101 10740 358 X 358 0 0
MANPOWER COM 56418H100 11990720 323200 X 323200 0 0
MANUFACTURED HOME COMMUNITIE COM 564682102 70524 1800 X 1800 0 0
MARATHON OIL CORP COM 565849106 55444470 1945420 X 1945420 0 0
MARRIOTT INTERNATIONAL INC COM 571903202 174315 4051 X 4051 0 0
MARSH & MCLENNAN CO INC COM 571748102 111074 2333 X 2333 0 0
MARSH & MCLENNAN CO INC COM 571748102 595125 12500 X 12500 0 0
MARSHALL & ILSLEY CORP COM 571834100 29314 930 X 930 0 0
MARTEN TRANSPORT COM 573075108 127890 4900 X 4900 0 0
MARVEL ENTERPRISES COM 57383M108 3037125 136500 X 136500 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 3212336 85095 X 85095 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 207625 5500 X 5500 0 0
MASCO CORP COM 574599106 50429 2060 X 2060 0 0
MASSBANK CORP COM 576152102 1492862 40600 X 40600 0 0
MASTEC INC COM 576323109 2280470 235100 X 235100 0 0
MATRIX SERVICE COM 576853105 800976 45100 X 45100 0 0
MATSUSHITA ELEC IND ADR 576879209 937186 78360 X 78360 0 0
MATTEL INC COM 577081102 9975330 526125 X 526125 0 0
MAVERICK TUBE CORP COM 577914104 890848 57400 X 57400 0 0
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 1712602 43357 X 43357 0 0
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 395000 10000 X 10000 0 0
MAXIMUS INC COM 577933104 1670825 48500 X 48500 0 0
MAXWELL SHOE COMPANY INC COM 577766108 2704835 188359 X 188359 0 0
MAY DEPARTMENT STORES CO COM 577778103 1662303 67491 X 67491 0 0
MAYTAG CORP COM 578592107 8764 351 X 351 0 0
MBIA INC COM 55262C100 6450510 117346 X 117346 0 0
MBNA CORP COM 55262L100 124762 5472 X 5472 0 0
MCCORMICK & CO COM 579780206 16808 613 X 613 0 0
MCDONALDS CORP COM 580135101 128269 5449 X 5449 0 0
MCGRAW HILL COS INC COM 580645109 28167319 453361 X 453361 0 0
MCKESSON CORP COM 58155Q103 25300700 760009 X 760009 0 0
MDU RESOURCES GROUP COM 552690109 1472808 43600 X 43600 0 0
MEADWESTVACO CORPORATION COM 583334107 40851561 1602022 X 1602022 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 4534820 174887 X 174887 0 0
MEDIA GENERAL INC CL A 584404107 1710800 28000 X 28000 0 0
MEDIACOM COMMUNICATIONS CORP COM 58446K105 5896670 880100 X 880100 0 0
MEDICAL ACTION INDUSTRIES INC COM 58449L100 752556 57800 X 57800 0 0
MEDIMMUNE INC COM 584699102 36509 1106 X 1106 0 0
MEDTRONIC INC COM 585055106 68446098 1458783 X 1458783 0 0
MEDTRONIC INC COM 585055106 594476 12670 X 12670 0 0
MELLON FINANCIAL CORP COM 58551A108 56844 1886 X 1886 0 0
MEMC ELECTRONICS MATERIALS COM 552715104 152740 14000 X 14000 0 0
MERCANTILE BANK COM 587376104 707160 21300 X 21300 0 0
MERCER INTERNATIONAL COM 588056101 374543 61100 X 61100 0 0
MERCHANTS BANCSHARES INC COM 588448100 2729925 96532 X 96532 0 0
MERCK & CO INC COM 589331107 72623400 1434678 X 1434678 0 0
MERCURY COMPUTER SYSTEMS INC COM 589378108 339147 15900 X 15900 0 0
MERCURY INTERACTIVE CORP COM 589405109 479393 10557 X 10557 0 0
MEREDITH CORP COM 589433101 11866 257 X 257 0 0
MERIT MEDICAL SYSTEMS COM 589889104 527417 23865 X 23865 0 0
MERITAGE CORPORATION DESIGN COM 59001A102 1185975 25100 X 25100 0 0
MERRILL LYNCH & CO INC COM 590188108 29021611 542156 X 542156 0 0
METLIFE INC COM 59156R108 90882 3240 X 3240 0 0
METRIS COMPANIES INC COM 591598107 1514512 367600 X 367600 0 0
METRO ONE TELECOMMUNINCATIONS COM 59163F105 438731 126072 X 126072 0 0
METROCORP BANCSHARES INC COM 591650106 241588 19250 X 19250 0 0
MFC BANCORP LTD COM 55271X202 4082805 296070 X 296070 0 0
MGE ENERGY INC COM 55277P104 1908982 63086 X 63086 0 0
MGIC INV CORP COM 552848103 29743061 571213 X 571213 0 0
MGM GRAND INC COM 552953101 289476 7920 X 7920 0 0
MICROCHIP TECHNOLOGY COM 595017104 8282881 345985 X 345985 0 0
MICROMUSE INC COM 595094103 728838 89100 X 89100 0 0
MICRON TECHNOLOGY INCORPORATED COM 595112103 35093 2615 X 2615 0 0
MICROSOFT CORP COM 594918104 106255482 3823515 X 3823515 0 0
MICROSOFT CORP COM 594918104 2059239 74100 X 74100 0 0
MICROSTRATEGY INC COM 594972408 1978 43 X 43 0 0
PAGE 154
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
MID-AMERICA APARTMENT COMM INC COM 59522J103 2877663 95350 X 95350 0 0
MID-STATE BANCSHARES COM 595440108 3832890 172110 X 172110 0 0
MILLIPORE COM 601073109 16650736 361501 X 361501 0 0
MINERALS TECHNOLOGIES INC COM 603158106 2763870 54300 X 54300 0 0
MODINE MANUFACTURING CO COM 607828100 1463533 61493 X 61493 0 0
MOLEX INC COM 608554101 23301 815 X 815 0 0
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 484416 57600 X 57600 0 0
MONRO MUFFLER BRAKES INC COM 610236101 3496382 118121 X 118121 0 0
MONSANTO CO COM 61166W101 6467511 270155 X 270155 0 0
MONSTER WORLDWIDE INC COM 611742107 360074 14300 X 14300 0 0
MOODY'S CORPORATION COM 615369105 38809 706 X 706 0 0
MORGAN STANLEY COM 617446448 241098 4778 X 4778 0 0
MOTOROLA INC COM 620076109 512651 42828 X 42828 0 0
MOVIE GALLERY COM 624581104 2420448 123178 X 123178 0 0
MPS GROUP INC COM 553409103 4796550 532950 X 532950 0 0
MSC SOFTWARE COM 553531104 1582560 219800 X 219800 0 0
MTC TECHNOLOGIES INC COM 55377A106 584640 25200 X 25200 0 0
MTS SYSTEMS CORPORATION COM 553777103 2449385 160932 X 160932 0 0
MUELLER INDUSTRIES INC COM 624756102 5787330 227400 X 227400 0 0
MURPHY OIL CORP COM 626717102 287288 4890 X 4890 0 0
MYKROLIS CORPORATION COM 62852P103 529304 43600 X 43600 0 0
MACROMEDIA INC COM 556100105 38844274 1570100 X 1517600 0 52500
MAKITA CORP ADR NEW 560877300 576538 62000 X 62000 0 0
MANOR CARE INC COM 564055101 2415000 80500 X 80500 0 0
MANUFACTURED HOME COMMUNIT COM 564682102 7913381 201975 X 201975 0 0
MARATHON OIL CORP COM 565849106 427500 15000 X 15000 0 0
MARRIOTT INTERNATIONAL COM 571903202 14051447 326550 X 326550 0 0
MARSH & MCLENNAN COS COM 571748102 20523005 431065 X 372665 0 58400
MARTEK BIOSCIENCES CORP COM 572901106 16975541 322300 X 311624 0 10676
MARTHA STEWART LIVING CL A 573083102 693750 75000 X 75000 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1993815 54700 X 54700 0 0
MARVEL ENTERPRISES INC COM 57383M108 106800 4800 X 4800 0 0
MARVELL TECHNOLOGY GROUP L COM G5876H105 48549520 1286080 X 1169115 0 116965
MASCOTECH INC. ESCROW COM 574670998 0 71100 X 71100 0 0
MATSUSHITA ELEC IND ADR 576879209 8720036 729100 X 729100 0 0
MAVERICK TUBE CORP COM 577914104 9096272 586100 X 569000 0 17100
MAXIM INTEGRATED PRODUCTS COM 57772K101 9624570 243660 X 243660 0 0
MBNA CORP COM 55262L100 19265544 844980 X 631630 0 213350
MCDONALD'S CORP COM 580135101 54570663 2318210 X 1916595 0 401615
MCKESSON CORP COM 58155Q103 30442540 914465 X 819860 0 94605
MEADWESTVACO CORP COM 583334107 16464075 645650 X 645650 0 0
MEDIA GENERAL INC CL A 584404107 8786180 143800 X 143800 0 0
MEDIMMUNE INC COM 584699102 11980980 362950 X 362950 0 0
MEDTRONIC INC COM 585055106 58967414 1256765 X 1256765 0 0
MELLON FINANCIAL CORP COM 58551A108 4445650 147500 X 147500 0 0
MEMC ELECTRONIC MATERIALS COM 552715104 5480584 502345 X 502345 0 0
MERCK & CO. INC. COM 589331107 2784100 55000 X 55000 0 0
MERCURY INTERACTIVE CORP COM 589405109 51118900 1125719 X 1031544 0 94175
MERIDIAN GOLD INC COM 589975101 117300 10000 X 10000 0 0
MERRILL LYNCH & CO INC COM 590188108 32387524 605035 X 493105 0 111930
METHODE ELECTRONICS CL A 591520200 2077379 175900 X 175900 0 0
METRO-GOLDWYN-MAYER INC COM 591610100 2050958 133700 X 133700 0 0
MGIC INVESTMENT CORP COM 552848103 17084167 328100 X 328100 0 0
MGM MIRAGE COM 552953101 10352605 283245 X 283245 0 0
MI DEVELOPMENTS INC COM 55304X104 2610500 115000 X 115000 0 0
MICHAELS STORES INC COM 594087108 20628595 506099 X 489709 0 16390
MICROCHIP TECHNOLOGY INC COM 595017104 21720403 907285 X 907285 0 0
MICRON TECHNOLOGY INC COM 595112103 5515620 411000 X 411000 0 0
MICROSEMI CORP COM 595137100 17577405 1153373 X 1114673 0 38700
MICROSOFT CORP COM 594918104 265889662 9567818 X 8684143 0 883675
MICROSTRATEGY INC CL A NEW 594972408 12452607 270650 X 261650 0 9000
MID ATLANTIC MEDICAL SVCS COM 59523C107 36639503 712415 X 689715 0 22700
MILLENNIUM CHEMICALS INC COM 599903101 494690 51800 X 51800 0 0
MILLENNIUM PHARMACEUTICALS COM 599902103 1723680 112000 X 112000 0 0
MILLICOM INTL CELLULAR S.A SHS NEW L6388F110 5518625 122500 X 122500 0 0
MILLIPORE CORP COM 601073109 6909000 150000 X 150000 0 0
MIPS TECHNOLOGIES INC CL A 604567107 143500 35000 X 35000 0 0
MIPS TECHNOLOGIES INC CL B 604567206 333480 84000 X 84000 0 0
MITSUBISHI TOKYO FINAN- SPONSORED ADR 606816106 2254000 350000 X 350000 0 0
MOBILE TELESYSTEMS- SPONSORED ADR 607409109 2574250 35000 X 35000 0 0
MODINE MANUFACTURING CO COM 607828100 7207830 302850 X 302850 0 0
MOLEX INC CL A 608554200 3009218 122625 X 122625 0 0
PAGE 155
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
MONSTER WORLDWIDE INC COM 611742107 12220861 485340 X 485340 0 0
MORGAN STANLEY COM 617446448 24165143 478897 X 388922 0 89975
MOTOROLA INC COM 620076109 20710159 1730172 X 1487022 0 243150
MURPHY OIL CORP COM 626717102 17742794 302005 X 302005 0 0
MYLAN LABORATORIES COM 628530107 6879700 178000 X 178000 0 0
NETWORK APPLIAN COM 64120L104 141657 6900 X 0 0 6900
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 79240 3500 X 3500 0 0
NOKIA CORP SPONSORED ADR 654902204 773760 49600 X 49600 0 0
NOMURA HLDG SPONSORED ADR 65535H208 163608 10200 X 10200 0 0
NORTEL NETWORKS COM 656568102 140220 34200 X 34200 0 0
NORTHEAST UTILI COM 664397106 491008 27400 X 27400 0 0
NOVARTIS A G SPONSORED ADR 66987V109 252460 6500 X 6500 0 0
NTT DOCOMO INC SPONS ADR 62942M201 206434 8450 X 8450 0 0
NAVIGANT CONSULTING INC COM 63935N107 73860 6000 X 6000 0 0
NCO GROUP COM 628858102 152555 6500 X 6500 0 0
NEKTAR THERAPEUTICS COM 640268108 181760 14200 X 14200 0 0
NEUROCRINE BIOSVIENC COM 64125C109 138656 2800 X 2800 0 0
NOBLE CORP CO SHS G65422100 254925 7500 X 7500 0 0
NOKIA CORP SPONSORED ADR 654902204 3018600 193500 X 193500 0 0
NOVEN PHARMACUTCL IN COM 670009109 141360 12400 X 12400 0 0
NABORS INDUSTRIES LTD COM G6359F103 9418732 252784 X 252784 0 0
NATIONAL CITY CORP COM 635405103 78040 2649 X 2649 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 231035 7155 X 7155 0 0
NATIONAL-OILWELL INC COM 637071101 265751 14650 X 14650 0 0
NATIONWIDE FINANCIAL SERV CL A 638612101 7101644 226600 X 226600 0 0
NATIONWIDE HEALTH PROPERTIES COM 638620104 2757299 157650 X 157650 0 0
NAVIGANT CONSULTING CO COM 63935N107 342218 27800 X 27800 0 0
NAVISTAR INTERNATIONAL COM 63934E112 23436855 628671 X 628671 0 0
NCI BUILDING SYSTEMS INC COM 628852105 2196960 110400 X 110400 0 0
NCO GROUP INC COM 628858102 2898545 123500 X 123500 0 0
NCR CORP COM 62886E112 12042 380 X 380 0 0
NEKTAR THERPAPEUTICS COM 640268108 830720 64900 X 64900 0 0
NETIQ CORP COM 64115P102 1718166 143900 X 143900 0 0
NETWORK APPLIANCE INC COM 64120L104 30467 1484 X 1484 0 0
NEUROCRINE BISCIENCES INC COM 64125C109 609096 12300 X 12300 0 0
NEW YORK TIMES CO CL A 650111107 14998350 345107 X 345107 0 0
NEWCASTLE INVT CORP NEW COM 65105M108 142538 6200 X 6200 0 0
NEWELL RUBBERMAID INC COM 651229106 12097278 558250 X 558250 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108 3891713 100900 X 100900 0 0
NEWMONT MINING CORP HOLDING CO COM 651639106 69932 1789 X 1789 0 0
NEWS CORP LTD ADR NEW 652487703 442800 13500 X 13500 0 0
NEWS CORP LTD SP ADR PFD 652487802 2115248 77510 X 77510 0 0
NEXTEL COMMUNICATIONS CL A 65332V103 3333419 169295 X 169295 0 0
NICOR INC COM 654086107 2029159 57745 X 57745 0 0
NIKE INC CL B 654106103 71828 1181 X 1181 0 0
NISOURCE INC COM 65473P105 4547628 227609 X 227609 0 0
NOBLE CORP SHS G65422100 14454485 425257 X 425257 0 0
NOBLE CORP SHS G65422100 605022 17800 X 17800 0 0
NOKIA CORP SPONSORED ADR 654902204 53047332 3400470 X 3400470 0 0
NORDSTROM INC COM 655664100 15382 620 X 620 0 0
NORFOLK SOUTHERN CORP COM 655844108 32597 1762 X 1762 0 0
NORTH FORK BANCORPORATION COM 659424105 18153817 522412 X 522412 0 0
NORTH PITTSBURGH SYSTEM COM 661562108 1916696 113213 X 113213 0 0
NORTHEAST UTILITIES COM 664397106 10416896 581300 X 581300 0 0
NORTHERN TRUST CORP COM 665859104 41252 972 X 972 0 0
NORTHRIM BANCORP INC COM 666762109 1630980 88400 X 88400 0 0
NORTHROP GRUMMAN CORP COM 666807102 5336070 61889 X 61889 0 0
NORTHWEST NATURAL GAS CO COM 667655104 1490600 51400 X 51400 0 0
NOVELL INC COM 670006105 2543641 477231 X 477231 0 0
NOVELLUS SYSTEMS INC COM 670008101 340943 10102 X 10102 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 519840 45600 X 45600 0 0
NTL INC COM 62940M104 6047711 128347 X 128347 0 0
NU HORIZONS ELEC CORP COM 669908105 2136624 245307 X 245307 0 0
NUCOR CORP COM 670346105 18077 394 X 394 0 0
NVIDIA CORP COM 67066G104 502422 31577 X 31577 0 0
NABORS INDUSTRIES LTD COM G6359F103 15388901 413014 X 356789 0 56225
NATIONAL INSTRUMENTS CORP COM 636518102 17394561 432163 X 417794 0 14369
NATIONAL SEMICONDUCTOR COR COM 637640103 23896860 740070 X 618720 0 121350
NATIONAL-OILWELL INC COM 637071101 27096462 1493741 X 1464791 0 28950
NATIONWIDE FINANCIAL SERV CL A 638612101 626800 20000 X 20000 0 0
NAUTILUS GROUP INC COM 63910B102 138820 11000 X 11000 0 0
NAVISTAR INTERNATIONAL COM 63934E102 1938560 52000 X 52000 0 0
PAGE 156
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
NETEASE.COM INC SPONSORED ADR 64110W102 80939 1450 X 1450 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V107 29605914 1331800 X 1287400 0 44400
NETWORK ASSOCIATES INC COM 640938106 4686656 340600 X 340600 0 0
NETWORK ENGINES INC COM 64121A107 477750 75000 X 75000 0 0
NETWORK EQUIPMENT TECH INC COM 641208103 96075 10500 X 10500 0 0
NETWORK SPECIALISTS INC. CONV PFD 641999768 394218 394218 X 394218 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 74280 1500 X 1500 0 0
NEWCASTLE INVESTMENT CORP COM 65105M108 15254440 663525 X 663525 0 0
NEWELL RUBBERMAID INC COM 651229106 7860251 362725 X 362725 0 0
NEWMONT MINING CORP COM 651639106 4104450 105000 X 105000 0 0
NEWS CORP LTD SP ADR PFD 652487802 37079878 1358735 X 1262385 0 96350
NEWS CORP LTD ADR NEW 652487703 3575200 109000 X 109000 0 0
NEXTEL COMMUNICATIONS INC- CL A 65332V103 2750106 149300 X 149300 0 0
NICOR INC COM 654086107 597380 17000 X 17000 0 0
NIKE INC CL B 654106103 30638683 503760 X 381740 0 122020
NISOURCE INC COM 65473P105 3915900 195991 X 195991 0 0
NISOURCE INC PREFER 65473P600 155165 65333 X 65333 0 0
NOBLE CORP SHS G65422100 29455020 866579 X 813109 0 53470
NOBLE ENERGY INC COM 655044105 3572433 93275 X 93275 0 0
NOKIA CORP SPONSORED ADR 654902204 650520 41700 X 41700 0 0
NOMURA HOLDINGS INC SPONSORED ADR 65535H208 2726800 170000 X 170000 0 0
NORDSTROM INC COM 655664100 2997048 120800 X 120800 0 0
NORFOLK SOUTHERN CORP COM 655844108 4023750 217500 X 217500 0 0
NORTEL NETWORKS CORP COM 656568102 697000 170000 X 170000 0 0
NORTHROP GRUMMAN CORP COM 666807102 24859813 288330 X 220130 0 68200
NOVA CHEMICALS CORP COM 66977W109 207060 10200 X 10200 0 0
NOVARTIS AG- SPONSORED ADR 66987V109 39354436 1013245 X 858995 0 154250
NOVELL INC COM 670006105 1812200 340000 X 340000 0 0
NOVELLUS SYSTEMS INC COM 670008101 10936688 324050 X 324050 0 0
NPS PHARMACEUTICALS INC COM 62936P103 15749175 565500 X 546800 0 18700
NUI CORP COM 629431107 2616250 175000 X 175000 0 0
NVIDIA CORP COM 67066G104 13791902 866870 X 687975 0 178895
ORACLE CORPORAT COM 68389X105 112500 10000 X 0 0 10000
OLD DOMINION COM 679580100 87270 3000 X 3000 0 0
OPENTV CORP CL A G67543101 127380 38600 X 38600 0 0
ORACLE CORP COM 68389X105 2633334 234700 X 234700 0 0
OCCIDENTAL PETROLEUM COM 674599105 7665167 217575 X 217575 0 0
OFFICE DEPOT INC COM 676220106 42843733 3049376 X 3049376 0 0
OLD DOMINION FREIGHT LINE COM 679580100 359262 12350 X 12350 0 0
OM GROUP INC COM 670872100 4228032 288800 X 288800 0 0
OMEGA FINANCIAL CORP COM 682092101 697521 21137 X 21137 0 0
OMEGA PROTEIN CORP COM 68210P107 640590 97800 X 97800 0 0
OMNICOM GROUP COM 681919106 5246128 73015 X 73015 0 0
OPENTV CORP CL A G67543101 438240 132800 X 132800 0 0
OPTICAL COMMUNICATIONS PROD COM 68382T101 1217920 516068 X 516068 0 0
ORACLE CORP COM 68389X105 4222557 376342 X 376342 0 0
ORACLE CORP COM 68389X105 204204 18200 X 18200 0 0
ORION REFING CORP COM 686287913 0 20 X 20 0 0
OSHKOSH TRUCK CORP COM 688239201 2119135 53500 X 53500 0 0
OSI SYSTEMS INC COM 671044105 1667720 96400 X 96400 0 0
OTTER TAIL COM 689648103 1500436 57400 X 57400 0 0
OUTBACK STEAKHOUSE INC COM 689899102 88995 2350 X 2350 0 0
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 1698345 65700 X 65700 0 0
OAKMARK INTERNATIONAL MF COM 413838202 1338276 85404 X 85404 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 2546641 75100 X 75100 0 0
OCEANEERING INTL INC COM 675232102 9086293 386322 X 373172 0 13150
OCWEN FINANCIAL CORP COM 675746101 122850 27000 X 27000 0 0
OLD REPUBLIC INTL CORP COM 680223104 857031 25900 X 25900 0 0
OLIN CORP COM PAR $1 680665205 1582000 100000 X 100000 0 0
OM GROUP INC COM 670872100 15076272 1029800 X 995300 0 34500
OMNICARE INC COM 681904108 3317520 92000 X 92000 0 0
ONEOK INC COM 682680103 2017000 100000 X 100000 0 0
ONYX PHARMACUETICALS INC COM 683399109 107850 5000 X 5000 0 0
ONYX SOFTWARE CORP COM 683402200 77981 15500 X 15500 0 0
OPLINK COMMUNICATIONS INC COM 68375Q106 220110 87000 X 87000 0 0
OPTION CARE INC COM 683948103 900750 75000 X 75000 0 0
ORACLE CORP COM 68389X105 41013700 3655410 X 3259000 0 396410
O'REILLY AUTOMOTIVE INC COM 686091109 11918812 324145 X 313495 0 10650
ORIX SPONSORED ADR 686330101 99000 2500 X 2500 0 0
OUTBACK STEAKHOUSE INC COM 689899102 22091881 583361 X 570708 0 12653
OVERLAND STORAGE INC COM 690310107 179950 12200 X 12200 0 0
P G & E CORPORA COM 69331C108 726560 30400 X 30400 0 0
PAGE 157
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INC COM 704326107 170500 5000 X 0 0 5000
PEARSON PLC SPONSORED ADR 705015105 190443 19900 X 19900 0 0
PEPCO HOLDINGS COM 713291102 489024 28300 X 28300 0 0
PEPSICO INC COM 713448108 229150 5000 X 0 0 5000
PFIZER INC COM 717081103 273420 9000 X 0 0 9000
PINNACLE WEST C COM 723484101 692250 19500 X 19500 0 0
PNM RESOURCES COM 69349H107 616880 22000 X 22000 0 0
PROVIDIAN FINAN COM 74406A102 181566 15400 X 0 0 15400
PT TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3448390 253000 X 253000 0 0
PUBLIC SERVICE COM 744573106 378000 9000 X 9000 0 0
PARTY CITY CORP COM 702145103 58186 4700 X 4700 0 0
PATINA OIL & GAS CORP COM 703224105 178482 4925 X 4925 0 0
PAYCHEX COM 704326107 1492920 44000 X 44000 0 0
PEC SOLUTIONS COM 705107100 91512 6200 X 6200 0 0
PEPSICO COM 713448108 4257607 92900 X 92900 0 0
PERFORMANCE FOOD GRP COM 713755106 130272 3200 X 3200 0 0
PETCO ANIMAL SUPPLIES INC COM NEW 716016209 252720 8100 X 8100 0 0
PFIZER COM 717081103 5421380 178452 X 178452 0 0
PHILADELP CONS HLDG COM 717528103 175560 3800 X 3800 0 0
PINNACLE SYSTEMS INC COM 723481107 147525 17500 X 17500 0 0
PLANAR SYSTEMS INC COM 726900103 85800 4000 X 4000 0 0
PRIORITY HEALTHCARE CL B 74264T102 73944 3600 X 3600 0 0
PROCTER&GAMBLE COM 742718109 1809990 19500 X 19500 0 0
PROSPERITY BANCSHARES INC COM 743606105 142777 6700 X 6700 0 0
PROTEIN DESIGN LABS COM 74369L103 130284 9400 X 9400 0 0
P G & E CORP COM 69331C108 42358496 1772322 X 1772322 0 0
P P & L RESOURCES INC COM 69351T106 17078484 417057 X 417057 0 0
PACCAR INC COM 693718108 38316 513 X 513 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 1809602 37082 X 37082 0 0
PACKAGING CORP OF AMERICA COM 695156109 7379600 380000 X 380000 0 0
PACTIV CORP COM 695257105 13628 672 X 672 0 0
PALL CORP COM 696429307 11220 500 X 500 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 119325 2775 X 2775 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 3716 1191 X 1191 0 0
PARKER HANNIFIN CORP COM 701094104 8575963 191856 X 191856 0 0
PARKWAY PROPERTIES INC COM 70159Q104 38019 870 X 870 0 0
PARTY CITY CORPORATION COM 702145103 287216 23200 X 23200 0 0
PATHMARK STORES INC-WTS *W EXP 09/10/201 70322A119 117120 98420 X 98420 0 0
PATINA OIL & GAS CORP COM 703224105 794562 21925 X 21925 0 0
PATTERSON-UTI ENERGY INC COM 703481101 171624 6340 X 6340 0 0
PAYCHEX INC COM 704326107 23501920 692659 X 692659 0 0
PEABODY ENERGY CORP COM 704549104 6714749 214050 X 214050 0 0
PEC SOLUTIONS INC COM 705107100 283392 19200 X 19200 0 0
PEDIATRIX MEDICAL GROUP INC COM 705324101 3205080 69600 X 69600 0 0
PENNEY (JC) CO INC COM 708160106 25131 1176 X 1176 0 0
PEOPLES ENERGY CORP COM 711030106 1938736 46852 X 46852 0 0
PEOPLESOFT INC COM 712713106 190649 10481 X 10481 0 0
PEPSI BOTTLING GROUP COM 713409100 12044075 585232 X 585232 0 0
PEPSICO INC COM 713448108 74296938 1621142 X 1621142 0 0
PEPSICO INC COM 713448108 894143 19510 X 19510 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 578082 14200 X 14200 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 1485450 148545 X 148545 0 0
PERKINELMER INC COM 714046109 8221 537 X 537 0 0
PETCO ANIMAL SUPPLIES COM NEW 716016209 1110720 35600 X 35600 0 0
PFIZER INC COM 717081103 104260545 3431881 X 3431881 0 0
PFIZER INC COM 717081103 1411455 46460 X 46460 0 0
PHELPS DODGE CORP COM 717265102 4666615 99714 X 99714 0 0
PHILADELPHIA CONSOLIDATED HLDG COM 717528103 748440 16200 X 16200 0 0
PINNACLE SYSTEMS INC COM 723481107 684516 81200 X 81200 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 5794026 163212 X 163212 0 0
PITNEY BOWES INC COM 724479100 4665537 121752 X 121752 0 0
PLANAR SYSTEMS INC COM 726900103 2460315 114700 X 114700 0 0
PLATO LEARNING INC COM 72764Y100 2772115 359548 X 359548 0 0
PLEXUS CORP COM 729132100 3443664 221600 X 221600 0 0
PLUM CREEK TIMBER CO INC REIT COM 729251108 19869 781 X 781 0 0
PMC SIERRA INC COM 69344F106 397748 30153 X 30153 0 0
PMI GROUP INC COM 69344M101 18552375 549700 X 549700 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 57381 1206 X 1206 0 0
PNM RESOURCES COM 69349H107 4065800 145000 X 145000 0 0
POWER ONE INC COM 739308104 4805 467 X 467 0 0
PPG INDUSTRIES INC COM 693506107 16090079 308121 X 308121 0 0
PRAXAIR INC COM 74005P104 16102044 259920 X 259920 0 0
PAGE 158
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
PRECISION CASTPARTS CORP COM 740189105 2920320 83200 X 83200 0 0
PRENTISS PROPERTIES TRUST COM 740706106 58125 1875 X 1875 0 0
PRICE COMMUNICATIONS CORP COM 741437305 1722372 138901 X 138901 0 0
PRIME HOSPITALITY CORP. COM 741917108 1930223 222120 X 222120 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 44874 1448 X 1448 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 351234 17100 X 17100 0 0
PROCTER & GAMBLE CO COM 742718109 53897325 580665 X 580665 0 0
PROCTER & GAMBLE CO COM 742718109 835380 9000 X 9000 0 0
PROGRESS ENERGY INC COM 743263105 24132577 542793 X 542793 0 0
PROGRESSIVE CORP COM 743315103 64963 940 X 940 0 0
PROLOGIS COM 743410102 439381 14525 X 14525 0 0
PROSOFTTRAINING.COM COM 743477101 20647 47904 X 47904 0 0
PROSPERITY BANCSHARES INC COM 743606105 667003 31300 X 31300 0 0
PROTEIN DESIGN LABS INC COM 74369L103 607068 43800 X 43800 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 13511 1146 X 1146 0 0
PROVINCE HEALTHCARE INC COM 743977100 1253560 96800 X 96800 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 89440 2394 X 2394 0 0
PS BUSINESS PARKS INC CA. REIT COM 69360J107 3838158 101700 X 101700 0 0
PT TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 114492 8400 X 8400 0 0
PUBLIC SERVICE ENTER GROUP INC COM 744573106 12852000 306000 X 306000 0 0
PUBLIC STORAGE INC COM 74460D109 228515 5825 X 5825 0 0
PULTE HOMES INC COM 745867101 18363 270 X 270 0 0
PACCAR INC COM 693718108 2053975 27500 X 27500 0 0
PACIFICARE HEALTH SYS COM 695112102 12194632 249890 X 242190 0 7700
PALL CORP COM 696429307 3265020 145500 X 145500 0 0
PAN PACIFIC RETAIL PPTYS I COM 69806L104 13177350 306450 X 306450 0 0
PARK PLACE ENTERTAINMENT COM 700690100 5976333 663300 X 663300 0 0
PARKER HANNIFIN CORP COM 701094104 715200 16000 X 16000 0 0
PARKWAY PROPERTIES INC COM 70159Q104 4331763 99125 X 99125 0 0
PATTERSON-UTI ENERGY INC COM 703481101 20279545 749152 X 735402 0 13750
PC-TEL INC COM 69325Q105 32010 3000 X 3000 0 0
PDF SOLUTIONS INC COM 693282105 140625 12500 X 12500 0 0
PEOPLESOFT INC COM 712713106 5932032 326115 X 326115 0 0
PEPCO HOLDINGS INC COM 713291102 1209600 70000 X 70000 0 0
PEPSI BOTTLING GROUP INC COM 713409100 358092 17400 X 17400 0 0
PEPSICO INC COM 713448108 78337723 1709311 X 1686736 0 22575
PEREGRINE SYSTEMS INC COM 71366Q200 99000 6000 X 6000 0 0
PERKINELMER INC COM 714046109 7655 500 X 500 0 0
PETROLEO BRASILEIRO S.A. SPONSORED ADR 71654V408 2235675 97500 X 97500 0 0
PETSMART INC COM 716768106 23353760 1028800 X 994400 0 34400
PF CHANG'S CHINA BISTRO IN COM 69333Y108 17443742 384647 X 372797 0 11850
PFIZER INC COM 717081103 230242395 7578749 X 6989599 0 589150
PHILIPS ELECTRONICS NY REG SH NEW 500472303 116892 5100 X 5100 0 0
PHILLIPS-VAN HEUSEN COM 718592108 235972 15721 X 15721 0 0
PHOTRONICS INC COM 719405102 21229067 998545 X 964885 0 33660
PIER 1 IMPORTS INC COM 720279108 13871367 720965 X 697965 0 23000
PINNACLE SYSTEMS INC COM 723481107 50220 6000 X 6000 0 0
PINNACLE WEST CAPITAL COM 723484101 73663 2075 X 2075 0 0
PIONEER CORP SPONSORED ADR 723646105 2620000 104800 X 104800 0 0
PIONEER NATURAL RESOURCES COM 723787107 9126138 358450 X 301125 0 57325
PIXAR INC COM 725811103 5191680 78000 X 78000 0 0
PIXELWORKS INC COM 72581M107 236188 27400 X 27400 0 0
PLACER DOME INC COM 725906101 1031250 75000 X 75000 0 0
PLAYTEX PRODUCTS INC COM 72813P100 154364 25900 X 25900 0 0
PMC - SIERRA INC COM 69344F106 9630749 730100 X 711700 0 18400
PMC - SIERRA INC COM 69344F106 9818636 744400 X 744400 0 0
PNC FINANCIAL SERVICES GRO COM 693475105 7037082 147900 X 147900 0 0
POLYCOM INC COM 73172K104 33391166 2010305 X 1970505 0 39800
POST PROPERTIES INC COM 737464107 3989195 146500 X 146500 0 0
POTASH CORP OF SASKATCHEWA COM 73755L107 16247665 230300 X 230300 0 0
POTLATCH CORP COM 737628107 891600 30000 X 30000 0 0
POWER INTEGRATIONS INC COM 739276103 10081692 303300 X 293200 0 10100
POWER-ONE INC COM 739308104 7411167 720230 X 696130 0 24100
POWERWAVE TECHNOLOGIES INC COM 739363109 6651114 1004700 X 977100 0 27600
PRAXAIR INC COM 74005P104 25406624 410115 X 314015 0 96100
PRECISION DRILLING CORP COM 74022D100 17574604 466665 X 451915 0 14750
PREMCOR INC COM 74045Q104 12197383 526430 X 509730 0 16700
PRENTISS PROPERTIES TRUST COM 740706106 6733975 217225 X 217225 0 0
PRESSTEK INC COM 741113104 147580 20000 X 20000 0 0
PROASSURANCE CORP COM 74267C106 15017562 581400 X 561900 0 19500
PROCTER & GAMBLE CO COM 742718109 55994593 603260 X 572460 0 30800
PROGENICS PHARMACEUTICALS COM 743187106 210084 12200 X 12200 0 0
PAGE 159
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
PROGRESS ENERGY INC COM 743263105 247420 5565 X 5565 0 0
PROGRESSIVE CORP COM 743315103 893592 12930 X 12930 0 0
PROLOGIS COM 743410102 44506523 1471290 X 1471290 0 0
PROTEIN DESIGN LABS INC COM 74369L103 199584 14400 X 14400 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 24856916 665335 X 500935 0 164400
PTEK HOLDINGS INC COM 69366M104 57050 7000 X 7000 0 0
PUBLIC STORAGE INC COM 74460D109 25689766 654850 X 654850 0 0
PULITZER INC COM 745769109 2005850 38500 X 38500 0 0
QMED INC COM 747914109 12380 2000 X 2000 0 0
QUEST DIAGNOSTICS COM 74834L100 90960 1500 X 1500 0 0
QUIKSILVER INC COM 74838C106 169070 10600 X 10600 0 0
QLOGIC CORP COM 747277101 2310777 49155 X 49155 0 0
QUALCOMM INC COM 747525103 2586052 62105 X 62105 0 0
QUANTA SERVICES, INC COM 74762E106 795574 96200 X 96200 0 0
QUEST DIAGNOSTICS COM 74834L100 28561 471 X 471 0 0
QUESTAR CORP COM 748356102 2295345 74500 X 74500 0 0
QUICKSILVER INC COM 74838C106 762410 47800 X 47800 0 0
QWEST COMMUNICATIONS INTL COM 749121109 23654 6957 X 6957 0 0
QLOGIC CORP COM 747277101 188040 4000 X 4000 0 0
QUALCOMM INC COM 747525103 35059631 841970 X 748670 0 93300
QUEST DIAGNOSTICS COM 74834L100 4244800 70000 X 70000 0 0
QUEST SOFTWARE INC COM 74834T103 13853290 1144900 X 1113300 0 31600
RESMED INC COM 761152107 8255046 187700 X 187700 0 0
RADIO ONE INC CL D NON VTG 75040P405 99084 6900 X 6900 0 0
RESPIRONICS INC COM 761230101 104450 2500 X 2500 0 0
RLI CORP COM 749607107 121804 3700 X 3700 0 0
RADIAN GROUP INC COM 750236101 24380040 549100 X 549100 0 0
RADION ONE INC CL D NON VTG 75040P405 432236 30100 X 30100 0 0
RADIOSHACK CORP COM 750438103 20057 706 X 706 0 0
RALCORP HOLDINGS, INC. COM 751028101 3981875 143750 X 143750 0 0
RANBAXY LABORATORIES LTD COM Y7187Y116 738265 34100 X 34100 0 0
RAYONIER INC COM 754907103 2557800 63000 X 63000 0 0
RAYTHEON CO COM 755111507 27512380 982585 X 982585 0 0
RECKSON ASSOC REALTY CORP COM 75621K106 53153 2300 X 2300 0 0
REEBOK INTERNATIONAL LTD COM 758110100 273625 8185 X 8185 0 0
REGENCY CENTERS CORP COM 758849103 298485 8100 X 8100 0 0
REGIONS FINANCIAL CORP COM 758940100 33360 974 X 974 0 0
RELIANT RESOURCES INC COM 75952B105 2560000 500000 X 500000 0 0
REMEDYTEMP INC COM 759549108 490800 40900 X 40900 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 10649129 233380 X 233380 0 0
RENT-WAY INC COM 76009U104 2085171 388300 X 388300 0 0
RESMED INC COM 761152107 219900 5000 X 5000 0 0
RESPIRONICS INC COM 761230101 472114 11300 X 11300 0 0
REYNOLDS & REYNOLDS CO COM 761695105 15590545 565900 X 565900 0 0
RIGGS NATL CORP WASH DC COM 766570105 3003147 190676 X 190676 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 15816 400 X 400 0 0
RLI CORP COM 749607107 3239328 98400 X 98400 0 0
ROBERT HALF INTL INC COM 770323103 174135 8930 X 8930 0 0
ROCKWELL AUTOMATION INC COM 773903109 21236 809 X 809 0 0
ROCKWELL COLLINS COM 774341101 19518 773 X 773 0 0
ROHM & HAAS CO COM 775371107 32814 981 X 981 0 0
ROSS STORES COM 778296103 10625712 229200 X 229200 0 0
ROUSE COMPANY COM 779273101 317963 7625 X 7625 0 0
ROWAN COS INC COM 779382100 8357 340 X 340 0 0
ROYAL DUTCH PETRO NY REG EUR .56 780257804 40482780 915900 X 915900 0 0
RTI INTERNATIONAL METALS COM 74973W107 2017210 191750 X 191750 0 0
RUSS BERRIE & CO INC COM 782233100 939951 27900 X 27900 0 0
RUSSEL CORP COM 782352108 2161380 132600 X 132600 0 0
RYANAIR HOLDINGS PLC SPONSORED ADR 783513104 736088 18175 X 18175 0 0
RYDER SYSTEM INC COM 783549108 2925080 99764 X 99764 0 0
RADIAN GROUP INC COM 750236101 2997000 67500 X 67500 0 0
RADIO ONE INC CL D NON VTG 75040P405 22966608 1599346 X 1546342 0 53004
RADIOSHACK CORP COM 750438103 2911552 107200 X 107200 0 0
RAINDANCE COMMUNICATIONS I COM 75086X106 207000 75000 X 75000 0 0
RAYOVAC CORP COM 755081106 167900 11500 X 11500 0 0
RAYTHEON COMPANY COM 755111507 17084340 610155 X 610155 0 0
RECKSON ASSOC REALTY CORP COM 75621K106 6124728 265025 X 265025 0 0
RED HAT INC COM 756577102 316130 31300 X 31300 0 0
REEBOK INTERNATIONAL LTD COM 758110100 37734614 1128765 X 947915 0 180850
REGENCY CENTERS CORP COM 758849103 32588298 884350 X 884350 0 0
REGIS CORP COM 758932107 311370 9700 X 9700 0 0
REMEC INC COM 759543101 7237512 709560 X 684260 0 25300
PAGE 160
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
RESOURCES CONNECTION INC COM 76122Q105 16753651 686400 X 663550 0 22850
RJ REYNOLDS TOBACCO HOLDIN COM 76182K105 434545 10990 X 10990 0 0
ROBERT HALF INTL INC COM 770323103 5808095 297851 X 297851 0 0
ROCKWELL AUTOMATION INC COM 773903109 787500 30000 X 30000 0 0
ROHM AND HAAS CO COM 775371107 5893890 176200 X 176200 0 0
ROWAN COMPANIES INC COM 779382100 122900 5000 X 5000 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 24257946 862965 X 651540 0 211425
RR DONNELLEY & SONS CO COM 257867101 1094280 44000 X 44000 0 0
RUBY TUESDAY INC COM 781182100 17670219 732900 X 708600 0 24300
RYDER SYSTEM INC COM 783549108 12069431 411645 X 310945 0 100700
SAFEWAY INC COM NEW 786514208 114700 5000 X 0 0 5000
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1520500 50000 X 50000 0 0
SCHLUMBERGER LT COM 806857108 193600 4000 X 0 0 4000
SEVEN-ELEVEN COM NEW 817826209 66675 2100 X 2100 0 0
SIEMENS AG SPONSORED ADR 826197501 267345 4500 X 4500 0 0
SIGMA-ALDRICH COM 826552101 130375 2500 X 2500 0 0
SMITH INTERNATI COM 832110100 143920 4000 X 0 0 4000
STORA ENSO CORP SPON ADR REP R 86210M106 164016 13400 X 13400 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 171414 8900 X 8900 0 0
SCHERING PLOUGH COM 806605101 152400 10000 X 10000 0 0
SCHLUMBERGER LTD COM 806857108 2821720 58300 X 58300 0 0
SCIENTIFIC GAMES COR CL A 80874P109 134638 11800 X 11800 0 0
SEROLOGICALS CORP COM 817523103 201195 15300 X 15300 0 0
SHARPER IMAGE CORP COM 820013100 186786 8100 X 8100 0 0
SICOR INC COM 825846108 150384 7800 X 7800 0 0
SILICON IMAGE INC COM 82705T102 143418 31800 X 31800 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 158375 18100 X 18100 0 0
SINCLAIR BROADCAST GP CL A 829226109 209296 20600 X 20600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 70070 7700 X 7700 0 0
SMITH INTL INC COM 832110100 1180144 32800 X 32800 0 0
SONOSITE INC COM 83568G104 220110 11000 X 11000 0 0
STATION CASINOS COM 857689103 321300 10500 X 10500 0 0
STRATTEC SECURITY CORP COM 863111100 216125 4550 X 4550 0 0
SUNTRUST BANKS INC COM 867914103 150925 2500 X 2500 0 0
SUPERCONDUCTOR TECH COM 867931107 77028 19600 X 19600 0 0
SYLVAN LEARNING COM 871399101 158224 5800 X 5800 0 0
S & P 500 DEPOSITARY RECEIPT COM 78462F103 20529730 205400 X 205400 0 0
SABRE HOLDINGS CORP COM 785905100 11948 556 X 556 0 0
SAFECO CORP COM 786429100 19569 555 X 555 0 0
SAFEWAY INC COM NEW 786514208 42944 1872 X 1872 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 832032 43200 X 43200 0 0
SAMSUNG ELEC GDS COMMON COM 796050888 1914770 11330 X 11330 0 0
SAMSUNG ELECTRONIC GDR REP1/ COM 004942818 2055040 12160 X 12160 0 0
SANMINA CORP COM 800907107 304609 31403 X 31403 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 17029600 560000 X 560000 0 0
SARA LEE CORP COM 803111103 61433 3346 X 3346 0 0
SBC COMMUNICATIONS INC COM 78387G103 63246159 2842524 X 2842524 0 0
SCHERING PLOUGH CORP COM 806605101 98405 6457 X 6457 0 0
SCHLUMBERGER LTD COM 806857108 38743764 800491 X 800491 0 0
SCHULMAN (A) INC COM 808194104 1755607 110694 X 110694 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1027675 40700 X 40700 0 0
SCIENTIFIC ATLANTA INC COM 808655104 3921941 125905 X 125905 0 0
SCIENTIFIC GAMES CORPORATION CL A 80874P109 3419577 299700 X 299700 0 0
SCRIPPS CO *E.W.** CL A 811054204 5591070 65700 X 65700 0 0
SEAGATE TECHNOLOGY ESCROW POS COM 811804988 1058 105800 X 105800 0 0
SEALED AIR CORP COM 81211K100 18420 390 X 390 0 0
SEARS ROEBUCK & CO COM 812387108 54181 1239 X 1239 0 0
SEMPRA ENERGY COM 816851109 6573117 223880 X 223880 0 0
SEROLOGICALS CORPORATION COM 817523103 934965 71100 X 71100 0 0
SHAW GROUP INC COM 820280105 1663208 158250 X 158250 0 0
SHERWIN WILLIAMS CO COM 824348106 18175 618 X 618 0 0
SHOPKO STORES INC COM 824911101 1817250 121150 X 121150 0 0
SICOR INC COM 825846108 738424 38300 X 38300 0 0
SIEBEL SYSTEMS INC COM 826170102 192534 19808 X 19808 0 0
SIGMA-ALDRICH COM 826552101 3080094 59301 X 59301 0 0
SILICON IMAGE INC. COM 82705T102 627792 139200 X 139200 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 689500 78800 X 78800 0 0
SIMMONS FIRST NATIONAL CORP CL A $5 PAR 828730200 2086756 88572 X 88572 0 0
SIMON PROPERTY GROUP INC COM 828806109 498991 11450 X 11450 0 0
SINCLAIR BROADCAST GP CL A 829226109 903224 88900 X 88900 0 0
SIX FLAGS COM 83001P109 7360844 1399400 X 1399400 0 0
SKYWEST INC COM 830879102 2620516 151300 X 151300 0 0
PAGE 161
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
SKYWORKS SOLUTIONS INC COM 83088M102 332150 36500 X 36500 0 0
SL GREEN REALTY CORP COM 78440X101 88470 2450 X 2450 0 0
SLM CORPORATION COM 78442P106 76634 1967 X 1967 0 0
SMITH INTERNATIONAL INC COM 832110100 25432103 706840 X 706840 0 0
SMITH INTERNATIONAL INC COM 832110100 450829 12530 X 12530 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 121338 8100 X 8100 0 0
SNAP ON INC COM 833034101 6581 238 X 238 0 0
SOHU.COM INC COM 83408W103 329349 10590 X 10590 0 0
SOLA INTERNATIONAL INC COM 834092108 2139200 133700 X 133700 0 0
SOLECTRON CORP COM 834182107 20393 3486 X 3486 0 0
SONOSITE INC COM 83568G104 1018509 50900 X 50900 0 0
SOURCECORP COM 836167106 2236650 96200 X 96200 0 0
SOUTHERN CO COM 842587107 22645566 772359 X 772359 0 0
SOUTHTRUST CORP COM 844730101 43997 1497 X 1497 0 0
SOUTHWEST AIRLINES CO COM 844741108 60870 3439 X 3439 0 0
SOVEREIGN BANCORP INC COM 845905108 20952225 1129500 X 1129500 0 0
SPHERION CORPORATION COM 848420105 3373512 484700 X 484700 0 0
SPRINT CORP FON GROUP COM 852061100 58815 3895 X 3895 0 0
SPRINT CORP PCS GROUP COM 852061506 5038080 879246 X 879246 0 0
ST JUDE MEDICAL INC COM 790849103 13943421 259316 X 259316 0 0
ST PAUL COMPANIES INC COM 792860108 9050095 244399 X 244399 0 0
STANCORP FINANCIAL GROUP COM 852891100 543477 9460 X 9460 0 0
STANDARD MOTOR PRODUCTS COM 853666105 1415010 140100 X 140100 0 0
STANLEY WORKS COM 854616109 11247 381 X 381 0 0
STAPLES INC COM 855030102 48949 2061 X 2061 0 0
STAPLES INC COM 855030102 605625 25500 X 25500 0 0
STARBUCKS CORP COM 855244109 49334 1713 X 1713 0 0
STARWOOD HOTELS & RESORTS WOR COM 85590A203 2013911 57871 X 57871 0 0
STATE AUTO FINANCIAL CORP COM 855707105 2290304 90813 X 90813 0 0
STATE STREET CORP COM 857477103 16416720 364816 X 364816 0 0
STATION CASINOS INC COM 857689103 1459620 47700 X 47700 0 0
STEPAN COMPANY COM 858586100 1116220 49000 X 49000 0 0
STERLING BANCSHARES INC/TX COM 858907108 990190 83000 X 83000 0 0
STEWART ENTERPRISES INC CL A 860370105 1576225 414796 X 414796 0 0
STONE ENERGY CORP COM 861642106 3640896 103200 X 103200 0 0
STRIDE RITE CORP COM 863314100 1797120 166400 X 166400 0 0
STRYKER CORP COM 863667101 65218 866 X 866 0 0
SUN MICROSYSTEMS INC COM 866810104 45595 13775 X 13775 0 0
SUNGARD DATA SYSTEMS INC COM 867363103 32177 1223 X 1223 0 0
SUNOCO INC COM 86764P109 13635 339 X 339 0 0
SUNTRUST BANKS INC COM 867914103 74980 1242 X 1242 0 0
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 363132 92400 X 92400 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 12988165 320300 X 320300 0 0
SUPERVALU INC COM 868536103 12622 529 X 529 0 0
SY BANCORP COM 785060104 176250 9400 X 9400 0 0
SYBASE INC COM 871130100 2920617 171700 X 171700 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 477400 17500 X 17500 0 0
SYMANTEC CORP COM 871503108 6445560 102278 X 102278 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 216343 18104 X 18104 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 32887 1316 X 1316 0 0
SYSCO CORP COM 871829107 2972881 90886 X 90886 0 0
S1 CORP COM 78463B101 141400 28000 X 28000 0 0
SAFECO CORP COM 786429100 705200 20000 X 20000 0 0
SAFEWAY INC COM NEW 786514208 1972840 86000 X 86000 0 0
SAMSUNG ELECTRICS LTD GDR COM 004942818 14933685 88365 X 88365 0 0
SANDISK CORP COM 80004C101 11218240 176000 X 176000 0 0
SANMINA-SCI CORP COM 800907107 9571718 986775 X 986775 0 0
SAP AG SPONSORED ADR 803054204 9110076 299575 X 299575 0 0
SAPIENT CORPORATION COM 803062108 179500 50000 X 50000 0 0
SAPPI LTD SPON ADR NEW 803069202 810000 60000 X 60000 0 0
SARA LEE CORP COM 803111103 6023916 328100 X 328100 0 0
SBC COMMUNICATIONS INC COM 78387G103 18431744 828393 X 753348 0 75045
SCANA CORP COM 80589M102 1883750 55000 X 55000 0 0
SCHERING AG SPONSORED ADR 806585204 3476000 80000 X 80000 0 0
SCHERING-PLOUGH CORP COM 806605101 6131814 402350 X 402350 0 0
SCHLUMBERGER LTD COM 806857108 48744124 1007110 X 970410 0 36700
SCHULMAN (A.) INC COM 808194104 3013400 190000 X 190000 0 0
SCHWAB (CHARLES) CORP COM 808513105 4811640 404000 X 404000 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 7387846 237170 X 237170 0 0
SCOTTISH RE GROUP LTD ORD G7885T104 23484475 972442 X 940192 0 32250
SEALED AIR CORP COM 81211K100 3943705 83500 X 83500 0 0
SEARS ROEBUCK & CO COM 812387108 4168694 94700 X 94700 0 0
PAGE 162
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC COM 817315104 2065500 75000 X 75000 0 0
SERVICE CORP INTERNATIONAL COM 817565104 342750 75000 X 75000 0 0
SERVICEMASTER CO COM 81760N109 2114460 207300 X 207300 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 3690955 125500 X 125500 0 0
SHIRE PHARMACEUTICALS SPONSORED ADR 82481R106 16153235 730885 X 580860 0 150025
SICOR INC COM 825846108 94472 4900 X 4900 0 0
SIEBEL SYSTEMS INC COM 826170102 10480104 1078200 X 1078200 0 0
SIEMENS AG-SPONS ADR SPONSORED ADR 826197501 2524925 42500 X 42500 0 0
SILICON LABORATORIES INC COM 826919102 18390618 409135 X 316685 0 92450
SILICON STORAGE TECHNOLOGY COM 827057100 253750 29000 X 29000 0 0
SILICONWARE PRECISION INDU SPONSD ADR SL 827084864 237640 60010 X 60010 0 0
SIMON PROPERTY GROUP INC COM 828806109 48054838 1102681 X 1102681 0 0
SINA CORP ORD G81477104 67849 1900 X 1900 0 0
SIRENZA MICRODEVICES INC COM 82966T106 104780 26000 X 26000 0 0
SIRIUS SATELLITE RADIO I COM 82966U103 128100 70000 X 70000 0 0
SKYWEST INC COM 830879102 5131916 296300 X 287100 0 9200
SL GREEN REALTY CORP COM 78440X101 9222494 255400 X 255400 0 0
SLM CORP COM 78442P106 452910 11625 X 11625 0 0
SMITH INTERNATIONAL INC COM 832110100 19565924 543800 X 543800 0 0
SMURFIT-STONE CONTAINER CO COM 832727101 37709978 2517355 X 2297255 0 220100
SOHU.COM INC COM 83408W103 1483470 47700 X 47700 0 0
SOLECTRON CORP COM 834182107 2427750 415000 X 415000 0 0
SONUS NETWORKS INC COM 835916107 9975042 1439400 X 1392400 0 47000
SONY CORP-SPONSORED ADR ADR NEW 835699307 1914000 55000 X 55000 0 0
SPATIALIGHT INC COM 847248101 230400 48000 X 48000 0 0
SPINNAKER EXPLORATION CO COM 84855W109 168000 7000 X 7000 0 0
SPRINT CORP-PCS GROUP COM 852061506 573000 100000 X 100000 0 0
SPX CORP COM 784635104 12550484 277175 X 213825 0 63350
SRA INTERNATIONAL INC CL A 78464R105 108547 2900 X 2900 0 0
ST JUDE MEDICAL INC COM 790849103 27774356 516540 X 516540 0 0
ST JUDE MEDICAL INC COM 790849103 29925694 556550 X 556550 0 0
ST. PAUL COMPANIES COM 792860108 9868495 266500 X 266500 0 0
STANCORP FINANCIAL GROUP COM 852891100 15808229 275165 X 275165 0 0
STANLEY WORKS/THE COM 854616109 4014720 136000 X 136000 0 0
STAPLES INC COM 855030102 2099500 88400 X 88400 0 0
STARWOOD HOTELS & RESORTS COM 85590A203 22366482 642715 X 642715 0 0
STELMAR SHIPPING LTD COM V8726M103 1513750 86500 X 86500 0 0
STERICYCLE INC COM 858912108 3097183 65660 X 880 0 64780
STERLING FINL CORP/SPOKANE COM 859319105 450400 16000 X 16000 0 0
STEWART ENTERPRISES INC CL A 860370105 130720 34400 X 34400 0 0
SUMMIT PROPERTIES INC COM 866239106 113600 5000 X 5000 0 0
SUN MICROSYSTEMS INC COM 866810104 2934315 886500 X 886500 0 0
SUNRISE SENIOR LIVING INC COM 86768K106 238693 9100 X 9100 0 0
SWIFT TRANSPORTATION CO INC COM 870756103 106643 4700 X 4700 0 0
SWITCHBOARD INC COM 871045100 262450 29000 X 29000 0 0
SYBASE INC COM 871130100 289170 17000 X 17000 0 0
SYMANTEC CORP COM 871503108 20811095 330230 X 293275 0 36955
SYMBOL TECHNOLOGIES INC COM 871508107 10309803 862745 X 862745 0 0
SYNAPTICS INC COM 87157D109 699400 65000 X 65000 0 0
SYNGENTA AG SPONSORED ADR 87160A100 1100805 100622 X 100622 0 0
SYSCO CORP COM 871829107 19065514 582865 X 582865 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 16624516 1535043 X 1535043 0 0
TARO PHARMA ORD M8737E108 3428932 61100 X 61100 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 526932 37800 X 37800 0 0
TELEFONICA SA - SPONSORED ADR 879382208 295050 8323 X 8323 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 94705 3100 X 3100 0 0
TEVA PHARMACEUT ADR 881624209 12704120 222100 X 222100 0 0
TIFFANY & CO COM 886547108 115723 3100 X 0 0 3100
TOTAL SA SPONSORED ADR 89151E109 83380 1100 X 1100 0 0
TRANSOCEAN INC ORD G90078109 160000 8000 X 0 0 8000
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 92259 2700 X 2700 0 0
TARO PHARMACEUTICAL ORD M8737E108 174716 3100 X 3100 0 0
TELIK INC COM 87959M109 162405 8100 X 8100 0 0
TEVA PHARM ADR 881624209 28575 500 X 500 0 0
TEXAS INSTRUMENTS COM 882508104 2302800 101000 X 101000 0 0
THE BOMBAY COMPANY INC COM 097924104 197985 20100 X 20100 0 0
TIVO INC COM 888706108 83733 11300 X 11300 0 0
TOM BROWN INC COM NEW 115660201 79670 3100 X 3100 0 0
TOO INC COM 890333107 58920 4000 X 4000 0 0
TRANSOCEAN INC ORD G90078109 1162180 58109 X 58109 0 0
T ROWE PRICE GROUP INC COM 74144T108 21909 531 X 531 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4943527 456466 X 456466 0 0
PAGE 163
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
TAKE-TWO INTERACTIVE SOFT.INC COM 874054109 423708 12400 X 12400 0 0
TARGET CORP COM 87612E110 7751968 206005 X 206005 0 0
TARGET CORP COM 87612E110 860598 22870 X 22870 0 0
TARO PHARMACEUTICAL INDUS ORD M8737E108 896124 15900 X 15900 0 0
TAUBMAN CENTERS INC COM 876664103 78400 4000 X 4000 0 0
TBC CORP COM 872180104 4157574 165971 X 165971 0 0
TECH DATA CORP COM 878237106 1761535 57100 X 57100 0 0
TECO ENERGY INC COM 872375100 606698 43900 X 43900 0 0
TECUMSEH PRODS CO COM 878895200 2429329 65112 X 65112 0 0
TEKTRONIX INC COM 879131100 9578 387 X 387 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 526932 37800 X 37800 0 0
TELEPHONE & DATA COM 879433100 21960136 388400 X 388400 0 0
TELETECH HOLDINGS INC COM 879939106 1280795 201700 X 201700 0 0
TELIK INC COM 87959M109 709770 35400 X 35400 0 0
TELLABS INC COM 879664100 12161 1791 X 1791 0 0
TELUS CORP NON-VTG SHS 87971M202 32 2 X 2 0 0
TEMPLE INLAND INC COM 879868107 73456 1513 X 1513 0 0
TENET HEALTHCARE CORP COM 88033G100 1866182 128880 X 128880 0 0
TERADYNE INC COM 880770102 192808 10366 X 10366 0 0
TERADYNE INC COM 880770102 409200 22000 X 22000 0 0
TEVA PHARMACEUTICALS ADR 881624209 36501134 638690 X 638690 0 0
TEVA PHARMACEUTICALS ADR 881624209 708089 12390 X 12390 0 0
TEXAS INSTRUMENTS INC COM 882508104 33159704 1454373 X 1454373 0 0
TEXAS REGIONAL BANCSHARES CL A VTG 882673106 3990599 118100 X 118100 0 0
TEXTRON INC COM 883203101 62720174 1589865 X 1589865 0 0
THE BOMBAY COMPANY INC COM 097924104 867785 88100 X 88100 0 0
THE NAVIGATORS GROUP INC COM 638904102 1220083 37300 X 37300 0 0
THE PHOENIX COMPANIES INC COM 71902E113 3547583 307150 X 307150 0 0
THE SHARPER IMAGE COM 820013100 848608 36800 X 36800 0 0
THE ST. JOE COMPANY COM 790148100 214936 6700 X 6700 0 0
THERMO ELECTRON CORP COM 883556102 14691 677 X 677 0 0
THOMAS & BETTS CORP COM 884315102 3963 250 X 250 0 0
TIFFANY & CO COM 886547108 21987 589 X 589 0 0
TIVO INC. COM 888706108 368277 49700 X 49700 0 0
TJX COMPANIES, INC COM 872540109 20569781 1059206 X 1059206 0 0
TOLLGRADE COMMUNICATIONS INC COM 889542106 1908473 118760 X 118760 0 0
TOM BROWN INC COM NEW 115660201 354660 13800 X 13800 0 0
TOO INC COM 890333107 519969 35300 X 35300 0 0
TORCHMARK CORP COM 891027104 27107 667 X 667 0 0
TORO CO COM 891092108 2709000 60200 X 60200 0 0
TOYS R US INC COM 892335100 10177 846 X 846 0 0
TRANSACTION SYSTEMS ARCHIT- CL A 893416107 3224001 194100 X 194100 0 0
TRANSOCEAN INC ORD G90078109 18042740 902137 X 902137 0 0
TRAVELERS PROPERTY CASUALT CL A 89420G109 16 1 X 1 0 0
TRAVELERS PROPERTY CASUALTY CL B 89420G406 68427 4309 X 4309 0 0
TRAVIS BOATS & MOTORS INC COM 894363100 141083 188111 X 188111 0 0
TRIAD HOSPITAL INC COM 89579K109 605600 20000 X 20000 0 0
TRIBUNE CO COM 896047107 62011 1351 X 1351 0 0
TRICO BANCSHARES COM 896095106 3492489 122115 X 122115 0 0
TUPPERWARE CORP COM 899896104 3345 250 X 250 0 0
TXU CORP COM 873168108 39996116 1697628 X 1697628 0 0
TYCO INT'L LTD COM 902124106 4421338 216414 X 216414 0 0
TAIWAN SEMICONDUCTOR SPONSORED ADR 874039100 50558101 4668338 X 4334190 0 334148
TALBOTS INC COM 874161102 958375 27500 X 27500 0 0
TARGET CORP COM 87612E106 89038413 2366155 X 2131680 0 234475
TARO PHARMACEUTICAL INDUS ORD M8737E108 281800 5000 X 5000 0 0
TAUBMAN CENTERS INC COM 876664103 8578430 437675 X 437675 0 0
TECO ENERGY INC COM 872375100 2764000 200000 X 200000 0 0
TELEFONOS DE MEXICO SPON ADR ORD L 879403780 1680250 55000 X 55000 0 0
TELEKOMUNIK INDONESIA SPONSORED ADR 715684106 2657850 195000 X 195000 0 0
TELESYSTEM INTL WIRELESS I COM 879946606 133500 30000 X 30000 0 0
TELLABS INC COM 879664100 3475122 511800 X 511800 0 0
TEMPLE-INLAND INC COM 879868107 16273960 335200 X 335200 0 0
TENARIS SA SPONSORED ADR 88031M109 394800 15000 X 15000 0 0
TENET HEALTHCARE CORP COM 88033G100 5886120 406500 X 406500 0 0
TERADYNE INC COM 880770102 7203036 387260 X 387260 0 0
TERAYON COMMUNICATION SYS COM 880775101 5425700 943600 X 912200 0 31400
TETRA TECH INC COM 88162G103 12195612 612537 X 591937 0 20600
TETRA TECHNOLOGIES INC COM 88162F105 8439766 409300 X 395500 0 13800
TEVA PHARMACEUTICAL ADR 881624209 46259210 809435 X 809435 0 0
TEXAS GENCO HOLDINGS INC COM 882443104 9710 408 X 408 0 0
TEXAS INSTRUMENTS INC COM 882508104 22158864 971880 X 971880 0 0
PAGE 164
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COM 883203101 8659275 219500 X 219500 0 0
THE ROUSE CO COM 779273101 34627680 830400 X 830400 0 0
THE ST JOE COMPANY COM 790148100 24337492 758650 X 758650 0 0
THE WALT DISNEY CO. COM DISNEY 254687106 9510659 471525 X 471525 0 0
THERMO ELECTRON CORP COM 883556102 108500 5000 X 5000 0 0
THOMAS & BETTS CORP COM 884315102 1585000 100000 X 100000 0 0
THORATEC CORP COM NEW 885175307 11570190 681000 X 658200 0 22800
TIMKEN CO COM 887389104 6691884 439100 X 439100 0 0
TOOTSIE ROLL INDS COM 890516107 1007500 32500 X 32500 0 0
TOYS "R" US INC COM 892335100 2127243 156300 X 156300 0 0
TRANSOCEAN INC ORD G90078109 11800000 590000 X 590000 0 0
TRAVELERS PPTY CAS CORP CL A 89420G109 7435016 468200 X 468200 0 0
TRAVELERS PPTY CAS CORP CL B 89420G406 192148 12100 X 12100 0 0
TRIBUNE CO COM 896047107 25391880 553200 X 427100 0 126100
TRINITY INDUSTRIES COM 896522109 1034000 40000 X 40000 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 128800 23000 X 23000 0 0
TUPPERWARE CORPORATION COM 899896104 137814 10300 X 10300 0 0
TYCO INTERNATIONAL LTD COM 902124106 30568940 1496277 X 1465877 0 30400
TYSON FOODS INC CL A 902494103 8591040 608000 X 608000 0 0
UNIBANCO GDR REP PFD UT 90458E107 6136020 309900 X 309900 0 0
UPM KYMMENE CORP SPONSORED ADR 915436109 161568 9600 X 9600 0 0
UTSTARCOM INC COM 918076100 127200 4000 X 0 0 4000
U.S. PHYSICAL THERAPY INC COM 90337L108 46474 3800 X 3800 0 0
ULTRA PETROLEUM COM 903914109 121365 8700 X 8700 0 0
UNIT CORP COM 909218109 162024 8600 X 8600 0 0
UNOCAL CORP COM 915289102 31520 1000 X 1000 0 0
UNOVA INC COM 91529B106 105480 7200 X 7200 0 0
UTI WORLDWIDE INC ORD G87210103 88537 2900 X 2900 0 0
UTSTARCOM INC COM 918076100 811155 25500 X 25500 0 0
U.S. BANCORP COM 902973304 43255697 1803072 X 1803072 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 212819 17400 X 17400 0 0
ULTRA PETROLEUM CORP COM 903914109 290160 20800 X 20800 0 0
UNIBANCO-SPONSORED GDR GDR REP PFD UT 90458E107 198000 10000 X 10000 0 0
UNION PACIFIC CORP COM 907818108 66256 1139 X 1139 0 0
UNION PLANTERS CORP COM 908068109 28539 902 X 902 0 0
UNIONBANCAL CORPORATION COM 908906100 2782560 56100 X 56100 0 0
UNISYS CORP COM 909214108 18090 1337 X 1337 0 0
UNIT CORP COM 909218109 721572 38300 X 38300 0 0
UNITED DOMINION REALTY TRUST COM 910197102 86973 4750 X 4750 0 0
UNITED HEALTHCARE CORP COM 91324P102 21939369 435997 X 435997 0 0
UNITED MICROELECTRONICS SPONSORED ADR 910873207 753621 167100 X 167100 0 0
UNITED ONLINE INC COM 911268100 3735872 107600 X 107600 0 0
UNITED PARCEL SERVICE CL B 911312106 312173 4893 X 4893 0 0
UNITED RENTALS COM 911363109 2106181 130900 X 130900 0 0
UNITED STATES STEEL CORP COM 912909108 7517 409 X 409 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7704816 99700 X 99700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 935088 12100 X 12100 0 0
UNIVERSAL AMERICAN FINANC.HOLD COM 913377107 1108852 125294 X 125294 0 0
UNIVERSAL COMPRESSION HLDGS COM 913431102 2019652 93850 X 93850 0 0
UNIVERSAL HEALTH REALTY INC TS COM 91359E109 1737600 64000 X 64000 0 0
UNIVISION COMMUNICATIONS CL A 914906102 8996756 281765 X 281765 0 0
UNOCAL CORP COM 915289102 35113 1114 X 1114 0 0
UNOVA INC COM 91529B106 1976285 134900 X 134900 0 0
UNUMPROVIDENT CORP COM 91529Y106 19408 1314 X 1314 0 0
URSTADT BIDDLE PROP CL A 917286205 1899450 140700 X 140700 0 0
US ONCOLOGY INC COM 90338W103 3447162 471568 X 471568 0 0
US XPRESS ENTERPRISES CL A 90338N103 798492 65183 X 65183 0 0
UST INC COM 902911106 25470 724 X 724 0 0
UTI WORLDWIDE INC ORD G87210103 430473 14100 X 14100 0 0
UTSTARCOM INC COM 918076100 21932995 689500 X 689500 0 0
ULTRATECH INC COM 904034105 22147056 784800 X 758700 0 26100
UNION PACIFIC CORP COM 907818108 11052 190 X 190 0 0
UNITED DOMINION REALTY TRU COM 910197102 9903421 540875 X 540875 0 0
UNITED MICROELECTRONICS SPONSORED ADR 910873207 5154479 1142900 X 1142900 0 0
UNITED NATURAL FOODS INC COM 911163103 3976162 119800 X 119800 0 0
UNITED ONLINE INC COM 911268100 699955 20160 X 20160 0 0
UNITED PARCEL SERVICE CL B 911312106 51014480 799600 X 659600 0 140000
UNITED TECHNOLOGIES CORP COM 913017109 3353280 42000 X 42000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 61642000 1225000 X 1117750 0 107250
UNIVERSAL COMPRESSION HLDG COM 913431102 3643336 169300 X 169300 0 0
UNIVISION COMMUNICATIONS CL A 914906102 25817097 808553 X 808553 0 0
UNOCAL CORP COM 915289102 15214704 482700 X 482700 0 0
PAGE 165
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
UNUMPROVIDENT CORP COM 91529Y106 1947295 135700 X 135700 0 0
URS CORP COM 903236107 776000 40000 X 40000 0 0
US BANCORP COM NEW 902973304 11365263 473750 X 473750 0 0
US UNWIRED INC COM 90338R104 56500 50000 X 50000 0 0
UTSTARCOM INC COM 918076100 13006155 408870 X 408870 0 0
VIACOM INC CL A 925524100 99840 2600 X 0 0 2600
VODAFONE GROUP SPONSORED ADR 92857W100 403785 19940 X 19940 0 0
VERITAS SOFTWRE CORP COM 923436109 314000 10000 X 10000 0 0
VERITY INC COM 92343C106 86262 6600 X 6600 0 0
VISTEON CORP COM 92839U107 614 93 X 93 0 0
VARIAN INC COM 922206107 8146332 260100 X 260100 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 239692 4170 X 4170 0 0
VERITAS SOFTWRE COM 923436109 15528525 494539 X 494539 0 0
VERITAS SOFTWRE COM 923436109 251200 8000 X 8000 0 0
VERITY INC. COM 92343C106 399942 30600 X 30600 0 0
VERIZON COMMUNICATIONS COM 92343V104 90088475 2777080 X 2777080 0 0
VF CORP COM 918204108 17626 453 X 453 0 0
VIACOM INC CL B 925524308 16270683 424822 X 424822 0 0
VIACOM INC CL B 925524308 793959 20730 X 20730 0 0
VINTAGE PETROLEUM INC COM 927460105 2907136 267200 X 267200 0 0
VISHAY INTERTECHNOLOGY COM 928298108 10354320 591000 X 591000 0 0
VISTEON CORP COM 92839U107 2290 347 X 347 0 0
VODAFONE GROUP PLC- SPONSORED ADR 92857W100 293625 14500 X 14500 0 0
VORNADO REALTY TRUST COM 929042109 172944 3600 X 3600 0 0
VULCAN MATERIALS CO COM 929160109 2718749 68122 X 68122 0 0
VALERO ENERGY CORP COM 91913Y100 34443 900 X 900 0 0
VARCO INTERNATIONAL INC COM 922122106 19124737 1130972 X 1093022 0 37950
VARIAN MEDICAL SYSTEMS INC COM 92220P105 8343797 145160 X 145160 0 0
VERITAS SOFTWARE CORP COM 923436109 43535943 1386495 X 1296065 0 90430
VERITY INC COM 92343C106 8618358 659400 X 643400 0 16000
VERIZON COMMUNICATIONS INC COM 92343V104 23402378 721405 X 662030 0 59375
VIACOM INC CL B 925524308 35408733 924510 X 875535 0 48975
VICURON PHARMACEUTICALS INC COM 926471103 70800 4000 X 4000 0 0
VIMPELCOM SPONSORED ADR 68370R109 2282250 37500 X 37500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 9824603 560765 X 560765 0 0
VISTACARE INC CL A 92839Y109 469500 15000 X 15000 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 5307392 829280 X 609780 0 219500
VIXEL CORP COM 928552108 114000 15000 X 15000 0 0
VODAFONE GROUP PLC SPONSORED ADR 92857W100 3700181 182725 X 182725 0 0
VORNADO REALTY TRUST COM 929042109 19673581 409525 X 409525 0 0
VOTORANTIM CELULOSE SPONSORED ADR 92906P106 4423208 167800 X 167800 0 0
VULCAN MATERIALS CO COM 929160109 798200 20000 X 20000 0 0
WALGREEN CO COM 931422109 153200 5000 X 0 0 5000
WATSON PHARMA COM 942683103 145915 3500 X 0 0 3500
WELLS FARGO & C COM 949746101 242050 4700 X 0 0 4700
WIMM-BILL-DANN SPONSORED ADR 97263M109 67270 3500 X 3500 0 0
WALGREEN COM 931422109 488708 15950 X 15950 0 0
WAL-MART STORES COM 931142103 83775 1500 X 1500 0 0
WALT DISNEY CO COM DISNEY 254687106 60510 3000 X 3000 0 0
WARNACO GROUP INC/THE CL A NEW 934390402 148105 9500 X 9500 0 0
WATSON PHARMACEUTICA COM 942683103 2251260 54000 X 54000 0 0
WEBMETHODS INC COM 94768C108 96558 12100 X 12100 0 0
WELL CHOICE INC COM 949475107 123533 4100 X 4100 0 0
WENDY'S INTL COM 950590109 1178950 36500 X 36500 0 0
WRIGHT MEDICAL GROUP INC COM 98235T107 139040 5500 X 5500 0 0
W W GRAINGER INC COM 384802104 458144 9635 X 9635 0 0
WACHOVIA CORP COM 929903102 239973 5826 X 5826 0 0
WALGREEN CO COM 931422109 7535969 245952 X 245952 0 0
WALGREEN CO COM 931422109 450408 14700 X 14700 0 0
WAL-MART STORES INC COM 931142103 45649724 817363 X 817363 0 0
WAL-MART STORES INC COM 931142103 1117000 20000 X 20000 0 0
WALT DISNEY PRODUCTIONS COM DISNEY 254687106 179210 8885 X 8885 0 0
WARNACO GROUP INC/THE CL A NEW 934390402 687519 44100 X 44100 0 0
WASHINGTON MUTUAL INC COM 939322103 157952 4012 X 4012 0 0
WASTE MANAGEMENT INC COM 94106L109 52902524 2021495 X 2021495 0 0
WATERS CORP COM 941848103 14785 539 X 539 0 0
WATSCO INC COM 942622200 3209525 167950 X 167950 0 0
WATSON PHARMACEUTICALS COM 942683103 32688795 784092 X 784092 0 0
WATSON PHARMACEUTICALS COM 942683103 429407 10300 X 10300 0 0
WEATHERFORD INTERNATIONAL COM G95089101 6426378 170100 X 170100 0 0
WEBMETHODS INC COM 94768C108 438102 54900 X 54900 0 0
WEBSTER FINANCIAL CORP COM 947890109 12988916 325700 X 325700 0 0
PAGE 166
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
WEIGHT WATCHERS INTERNAT. INC COM 948626106 409344 9840 X 9840 0 0
WELL CHOICE INC COM 949475107 838518 27830 X 27830 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 12670642 164383 X 164383 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 385400 5000 X 5000 0 0
WELLS FARGO & CO COM 949746101 7575702 147101 X 147101 0 0
WELLS FARGO & CO COM 949746101 901250 17500 X 17500 0 0
WENDYS INTERNATIONAL INC COM 950590109 38015162 1176940 X 1176940 0 0
WENDYS INTERNATIONAL INC COM 950590109 313310 9700 X 9700 0 0
WESTAR ENERGY INC COM 95709T100 4243500 230000 X 230000 0 0
WESTERN GAS RESOURCES INC COM 958259103 1839200 48400 X 48400 0 0
WESTPORT RESOURCES CORP COM 961418100 3256759 138350 X 138350 0 0
WESTWOOD ONE INC COM 961815107 3105645 102870 X 102870 0 0
WEYERHAEUSER CO COM 962166104 14873012 254457 X 254457 0 0
WGL HOLDINGS INC COM 92924F106 1530690 55500 X 55500 0 0
WHIRLPOOL CORP COM 963320106 19992 295 X 295 0 0
WHITNEY HOLDING CORP COM 966612103 1417800 41700 X 41700 0 0
WHOLE FOODS MARKET INC COM 966837106 2876809 52135 X 52135 0 0
WILLBROS GROUP INC COM 969199108 2961446 288640 X 288640 0 0
WILLIAMS COMPANIES INC COM 969457100 4878222 517858 X 517858 0 0
WILLIAMS SONOMA INC COM 969904101 493464 18290 X 18290 0 0
WINN DIXIE STORES INC COM 974280109 4420 458 X 458 0 0
WOLVERINE WORLD WIDE INC COM 978097103 6458260 332900 X 332900 0 0
WOODWARD GOVERNOR CO. COM 980745103 2316630 53000 X 53000 0 0
WORTHINGTON INDUSTRIES COM 981811102 3781 301 X 301 0 0
WRIGHT MEDICAL GROUP COM 98235T107 664864 26300 X 26300 0 0
WRIGLEY (WM) JR CO COM 982526105 54415 984 X 984 0 0
WYETH COM 983024100 4279002 92820 X 92820 0 0
WABTEC COM 929740108 12039660 759600 X 735100 0 24500
WACHOVIA CORP COM 929903102 35915044 871936 X 726836 0 145100
WALGREEN CO COM 931422109 13542880 442000 X 442000 0 0
WAL-MART STORES INC COM 931142103 69247466 1239883 X 1188298 0 51585
WALTER INDUSTRIES INC COM 93317Q105 171680 16000 X 16000 0 0
WASTE CONNECTIONS INC COM 941053100 20236403 576700 X 557300 0 19400
WASTE MANAGEMENT INC COM 94106L109 50936634 1946375 X 1639110 0 307265
WATERS CORP COM 941848103 2057250 75000 X 75000 0 0
WATSON PHARMACEUTICALS INC COM 942683103 19744384 473600 X 473600 0 0
WEATHERFORD INTL LTD COM G95089101 2042009 54050 X 54050 0 0
WEBMD CORP COM 94769M105 1219300 137000 X 137000 0 0
WEIGHT WATCHERS INTL INC COM 948626106 12683632 304895 X 304895 0 0
WELLCHOICE INC COM 949475107 5943594 197265 X 197265 0 0
WELLMAN INC COM 949702104 111899 14900 X 14900 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 45420238 589261 X 542534 0 46727
WELLS FARGO & COMPANY COM 949746101 28140064 546409 X 427789 0 118620
WENDY'S INTERNATIONAL INC COM 950590109 20029876 620120 X 620120 0 0
WESCO FINANCIAL CORP COM 950817106 1699850 5000 X 5000 0 0
WESTAR ENERGY INC COM 95709T100 1856070 100600 X 100600 0 0
WESTERN GAS RESOURCES INC COM 958259103 95456 2512 X 2512 0 0
WESTWOOD ONE INC COM 961815107 8207484 271861 X 271861 0 0
WHOLE FOODS MARKET INC COM 966837106 24747394 449136 X 449136 0 0
WILLBROS GROUP INC COM 969199108 1436400 140000 X 140000 0 0
WILLIAMS COS INC COM 969457100 964184 102355 X 102355 0 0
WILLIAMS-SONOMA INC COM 969904101 16377804 607035 X 607035 0 0
WILSON GREATBATCH TECHNOLO COM 972232102 19025207 527745 X 509745 0 18000
WIMM-BILL-DANN FOODS SPONSORED ADR 97263M109 732282 38100 X 38100 0 0
WW GRAINGER INC COM 384802104 13419371 282216 X 282216 0 0
WYETH COM 983024100 59494586 1290555 X 1162330 0 128225
XCEL ENERGY INC COM 98389B100 5025692 324867 X 324867 0 0
XEROX CORP COM 984121103 41364308 4031609 X 4031609 0 0
XILINX INC COM 983919101 6286911 220516 X 220516 0 0
XL CAPITAL LTD CL A G98255105 6518744 84178 X 84178 0 0
XM SATELLITE RADIO HOLD CL A 983759101 1323001 85190 X 85190 0 0
XTO ENERGY INC COM 98385X106 35346425 1683965 X 1683965 0 0
XCEL ENERGY INC COM 98389B100 2659757 171930 X 171930 0 0
XEROX CORP COM 984121103 18939601 1845965 X 1557365 0 288600
XILINX INC COM 983919101 13710459 480900 X 413250 0 67650
XM SATELLITE RADIO HOLD CL A 983759101 30376680 1956000 X 1909700 0 46300
XTO ENERGY INC COM 98385X106 33600540 1600788 X 1562823 0 37965
YAHOO INC COM 984332106 2515306 71094 X 71094 0 0
YUM BRANDS INC COM 988498101 1690887 57086 X 57086 0 0
YAHOO! INC COM 984332106 45010967 1272215 X 1116765 0 155450
YUM! BRANDS INC COM 988498101 45503429 1536240 X 1237790 0 298450
ZIMMER HOLDINGS COM 98956P102 93670 1700 X 1700 0 0
PAGE 167
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/ MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
TICKER SO- SHRD- SHRD- SOLE SHARED NONE
LE INSTR OTHER
------------------------------------------------------------------------------------------------------------------------------------
ZOLL MEDICAL CORP COM 989922109 73715 2300 X 2300 0 0
ZORAN CORP COM 98975F101 109200 5600 X 5600 0 0
ZALE CORP COM 988858106 344178 7750 X 7750 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 14155965 274500 X 274500 0 0
ZIMMER HOLDINGS INC COM 98956P102 8208192 148969 X 148969 0 0
ZIONS BANCORP COM 989701107 24574 440 X 440 0 0
ZOLL MEDICAL CORP COM 989922109 374985 11700 X 11700 0 0
ZORAN CORP COM 98975F101 2168400 111200 X 111200 0 0
ZARLINK SEMICONDUCTOR INC COM 989139100 152881 39100 X 39100 0 0
ZEBRA TECHNOLOGIES CORP COM 989207105 116033 2250 X 2250 0 0
ZILOG INC COM 989524202 470400 147000 X 147000 0 0
ZIMMER HOLDINGS INC COM 98956P102 700321 12710 X 12710 0 0
AGERE SYSTEMS COM 00845V100 1224190 398759 X 398759 0 0
CHUBB CORP COM 171232101 382662 5898 X 5898 0 0
ICN PHARMACEUTICALS COM 448924100 47036 2741 X 2741 0 0
S1 CORPORATION COM 78463B101 3696979 732075 X 732075 0 0