1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: JUNE 30, 2001
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 August 10, 2001
---------------------- --------------------------- --------------------
(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
28-297 Columbia Management Co.
28-04157 Columbia Funds Management Company
28-04161 Columbia Trust Company
28-5470 Oechsle International Advisors, L.P.
(only with respect to holdings of Galaxy
International Equity Fund)
2
FORM 13F SUMMARY PAGE
Report Summary:
Number of other Included Managers: 8
Form 13F Information Table Entry Total: 5,912
Form 13F Information Table Value Total: $84,594,566
(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., FleetBoston
Robertson Stephens Inc.)
2. 28-4528 Fleet Investment 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. 28-1721 Shaw, George T., Esq.
3
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)
SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK SOLE INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
A T & T CO COM 001957109 118572212 5389646 X 5086578 0 303068
A T & T CO COM 001957109 89898864 4086312 X 3584589 4722 497001
A T & T CORP LIBERTY MEDIA CL A COM 001957208 57966460 3314263 X 3114238 0 200025
A T & T CORP LIBERTY MEDIA CL A COM 001957208 2174182 124310 X 83910 0 40400
A T & T LATIN AMER CORP COM 04649A106 2490 500 X 500 0 0
A T & T WIRELESS GROUP COM 001957406 2758948 168743 X 144835 0 23908
A T & T WIRELESS GROUP COM 001957406 2866744 175336 X 4816 0 170520
AAIPHARMA INC COM 00252W104 78450 5000 X 5000 0 0
AAIPHARMA INC COM 00252W104 31380 2000 X 0 0 2000
AAR CORP COM 000361105 348840 20400 X 9450 0 10950
AARON RENTS INC CL B COM 002535201 248200 14600 X 14600 0 0
AB WATLEY GROUP INC COM 000788109 13500 1800 X 1800 0 0
ABBOTT LABS COM 002824100 167413776 3487787 X 3208027 0 279760
ABBOTT LABS COM 002824100 129451104 2696898 X 2496070 0 200828
ABC-NACO INC COM 000752105 461551 443799 X 317199 0 126600
ABERCROMBIE & FITCH CO COM 002896207 686676 15424 X 2124 0 13300
ABERCROMBIE & FITCH CO COM 002896207 66780 1500 X 0 0 1500
ABGENIX INC COM 00339B107 198000 4400 X 4400 0 0
ABGENIX INC COM 00339B107 15300 340 X 340 0 0
ABIOMED INC COM 003654100 73098 3100 X 3100 0 0
ABM INDS INC COM 000957100 629525 16900 X 16900 0 0
ABRAXAS PETE CORP COM 003830106 31600 10000 X 0 0 10000
AC MOORE ARTS & CRAFTS INC COM 00086T103 60000 4000 X 4000 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 78080 16000 X 16000 0 0
ACCREDO HEALTH INC COM 00437V104 8422754 226479 X 218829 0 7650
ACCREDO HEALTH INC COM 00437V104 178512 4800 X 0 0 4800
ACLARA BIOSCIENCES INC COM 00461P106 9900 1000 X 0 0 1000
ACMAT CORP CL A 004616207 37439 4065 X 0 0 4065
ACT MANUFACTURING COM 000973107 22974 2100 X 0 0 2100
ACTEL CORP COM 004934105 441900 18000 X 17800 0 200
ACTERNA CORP COM 00503U105 2310 210 X 210 0 0
ACTION PERFORMANCE COS INC COM 004933107 315000 12600 X 12600 0 0
ACTIVISION INC COM 004930202 61426 1565 X 465 0 1100
ACTIVISION INC COM 004930202 78500 2000 X 0 0 2000
ACTUANT CORP CL A COM 00508X203 3981 242 X 0 0 242
ACTUATE SOFTWARE COM 00508B102 529605 55456 X 42356 0 13100
ACTUATE SOFTWARE COM 00508B102 5682 595 X 595 0 0
ACXIOM CORP 005125109 5135207 392300 X 272000 0 120300
ADAPTEC INC 00651F108 126437 12720 X 900 0 11820
ADC TELECOMMUNICATIONS INC COM 000886101 10488119 1589109 X 1510664 0 78445
ADC TELECOMMUNICATIONS INC COM 000886101 212890 32256 X 26256 0 6000
ADE CORP MASS COM 00089C107 4890505 257395 X 253095 0 4300
ADELPHIA BUSINESS SOLUTIONS CL A COM 006847107 60783 14825 X 14825 0 0
4
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ADELPHIA COMM CORP CL A COM 006848105 110700 2700 X 800 0 1900
ADELPHIA COMM CORP CL A COM 006848105 28700 700 X 700 0 0
ADMINSTAFF INC COM 007094105 847600 32600 X 20200 0 12400
ADMIRALTY BANCORP INC CL B COM 007231103 15862 1129 X 1129 0 0
ADOBE SYS INC COM 00724F101 2885142 61386 X 38550 0 22836
ADOBE SYS INC COM 00724F101 531100 11300 X 10300 0 1000
ADOLOR CORPORATION COM 00724X102 4367520 202200 X 201200 0 1000
ADVANCE PCS COM 00790K109 1420949 22185 X 21810 0 375
ADVANCED DIGITAL INFO CORP COM 007525108 27680 1600 X 0 0 1600
ADVANCED ENERGY INDS INC COM 007973100 957464 23200 X 23200 0 0
ADVANCED FIBER COMMUNICATIONS COM 00754A105 802200 38200 X 9000 0 29200
ADVANCED FIBER COMMUNICATIONS COM 00754A105 4200 200 X 200 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 67304 3228 X 1800 0 1428
ADVANCED MARKETING SVCS INC COM 00753T105 211106 10125 X 10125 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1566322 54198 X 35130 0 19068
ADVANCED MICRO DEVICES INC COM 007903107 57800 2000 X 2000 0 0
ADVANCED NEUROMODULATION SYS INC COM 00757T101 306800 11800 X 0 0 11800
ADVANCED PWR TECHNOLOGY INC COM 00761E108 7969 635 X 635 0 0
ADVANCED TECHNICAL PRODUCTS INC COM 007548100 2839273 348377 X 242677 0 105700
ADVANCED TISSUE SCIENCES INC COM 00755F103 247000 49400 X 49400 0 0
ADVANTA CORP CL B COM 007942204 34925 2500 X 2500 0 0
ADVENT SOFTWARE INC COM 007974108 481648 7585 X 0 0 7585
ADVENT SOFTWARE INC COM 007974108 16193 255 X 255 0 0
ADVO INC COM 007585102 12338566 361305 X 236005 0 125300
AEROFLEX INC COM 007768104 2177658 207396 X 206796 0 600
AEROFLEX INC COM 007768104 10626 1012 X 1012 0 0
AES CORP COM 00130H105 72524699 1684662 X 1607554 0 77108
AES CORP COM 00130H105 2044401 47489 X 38489 0 9000
AETHER SYSTEMS INC COM 00808V105 5691 643 X 400 0 243
AETNA INC COM NEW 00817Y108 4933624 190561 X 156693 0 33868
AETNA INC COM NEW 00817Y108 4887022 188761 X 172162 500 16099
AFFILIATED COMPUTER SVCS COM 008190100 143820 2000 X 400 0 1600
AFFILIATED COMPUTER SVCS COM 008190100 359550 5000 X 400 0 4600
AFFILIATED MANAGERS GROUP COM 008252108 142373 2315 X 365 0 1950
AFFILIATED MANAGERS GROUP COM 008252108 8918 145 X 145 0 0
AFFYMETRIX INC COM 00826T108 329074 14924 X 0 0 14924
AFFYMETRIX INC COM 00826T108 12348 560 X 560 0 0
AFLAC INC COM 001055102 9728804 308949 X 203191 0 105758
AFLAC INC COM 001055102 3086996 98031 X 74931 0 23100
AG SVCS AMER INC COM 001250109 53800 4000 X 4000 0 0
AG SVCS AMER INC COM 001250109 26900 2000 X 2000 0 0
AGERE SYSTEMS INC CL A COM 00845V100 12446500 1705000 X 1549098 0 155902
AGERE SYSTEMS INC CL A COM 00845V100 576466 78968 X 78968 0 0
5
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
AGILE SOFTWARE CORP COM 00846X105 3740 220 X 0 0 220
AGILE SOFTWARE CORP COM 00846X105 9605 565 X 565 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 42663985 1312738 X 1207126 0 105612
AGILENT TECHNOLOGIES INC COM 00846U101 19397528 596847 X 561269 1267 34311
AGL RESOURCES INC COM 001204106 257023 10822 X 4676 0 6146
AGL RESOURCES INC COM 001204106 119035 5012 X 4612 0 400
AGREE RLTY CORP COM 008492100 19010 1000 X 1000 0 0
AIR PRODS & CHEMS INC COM 009158106 27211414 594785 X 529707 0 65078
AIR PRODS & CHEMS INC COM 009158106 16224185 354627 X 341327 2000 11300
AIRBORNE INC COM 009269101 5795 500 X 500 0 0
AIRBORNE INC COM 009269101 16226 1400 X 1400 0 0
AIRGAS INC COM 009363102 5941670 499300 X 349400 0 149900
AIRGATE PCS INC COM 009367103 4150120 79810 X 79110 0 700
AIRLEASE LTD DEPOSITARY UNIT 009366105 4900 500 X 500 0 0
AIRNET SYSTEMS INC COM 009417106 6133756 915486 X 596686 0 318800
AIRNET SYSTEMS INC COM 009417106 16750 2500 X 2500 0 0
AIRSPAN NETWORKS INC COM 00950H102 12160 4000 X 4000 0 0
AIRTRAN HLDGS INC COM 00949P108 54325 5300 X 0 0 5300
AK STEEL HOLDING CORP COM 001547108 108647 8664 X 64 0 8600
AK STEEL HOLDING CORP COM 001547108 12690 1012 X 1012 0 0
AKAMI TECHNOLOGIES COM 00971T101 21625 2357 X 2357 0 0
ALAMOSA HLDGS INC COM 011589108 11410 700 X 0 0 700
ALBANY INTERNATIONAL CORP CL A COM 012348108 10843062 573707 X 404980 0 168727
ALBANY INTERNATIONAL CORP CL A COM 012348108 1890 100 X 0 0 100
ALBANY MOLECULAR RESH INC COM 012423109 8080926 212600 X 200800 0 11800
ALBANY MOLECULAR RESH INC COM 012423109 57015 1500 X 200 0 1300
ALBEMARLE CORP COM 012653101 18536 800 X 0 0 800
ALBEMARLE CORP COM 012653101 129706 5598 X 5598 0 0
ALBERTO CULVER CO CL A 013068200 70800 2000 X 1500 0 500
ALBERTO CULVER CO CL B COM 013068101 200783 4776 X 2148 0 2628
ALBERTSONS INC COM 013104104 3167604 105622 X 85498 0 20124
ALBERTSONS INC COM 013104104 2597284 86605 X 74474 0 12131
ALCOA INC COM 013817101 39857355 1011608 X 895753 0 115855
ALCOA INC COM 013817101 11693447 296788 X 282994 0 13794
ALEXANDER & BALDWIN INC 014482103 54075 2100 X 0 0 2100
ALICO INC COM 016230104 25648 800 X 800 0 0
ALIGN TECHNOLOGY INC COM 016255101 109760 14000 X 1000 0 13000
ALKERMES INC COM 01642T108 129168 3680 X 2660 0 1020
ALKERMES INC COM 01642T108 263250 7500 X 6700 0 800
ALLEGHANY CORP DEL COM 017175100 889546 4382 X 4382 0 0
ALLEGHANY CORP DEL COM 017175100 829864 4088 X 4088 0 0
ALLEGHENY ENERGY INC COM 017361106 5472226 113414 X 92864 0 20550
ALLEGHENY ENERGY INC COM 017361106 3166406 65625 X 60922 0 4703
6
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 INVES AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ALLEGHENY TECHNOLOGIES INC COM 01741R102 189927 10499 X 8389 0 2110
ALLEGHENY TECHNOLOGIES INC COM 01741R102 201251 11125 X 10013 0 1112
ALLEGIANCE TELECOM INC COM 01747T102 1124 75 X 75 0 0
ALLEGIANCE TELECOM INC COM 01747T102 149900 10000 X 0 0 10000
ALLEN TELECOM INC COM 018091108 309000 20600 X 19300 0 1300
ALLERGAN INC COM 018490102 2967099 35310 X 14666 0 20644
ALLERGAN INC COM 018490102 1696398 20188 X 19872 0 316
ALLETE INC COM 018522102 190350 8460 X 7360 0 1100
ALLETE INC COM 018522102 488520 21712 X 21712 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 58500 3900 X 0 0 3900
ALLIANCE FIN'L CORP 019205103 435336 22440 X 22440 0 0
ALLIANCE GAMING CORP COM NEW 01859P609 39 1 X 1 0 0
ALLIANCE PHARMACEUTICAL CORP COM 018773101 81900 36400 X 35000 0 1400
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 389448 32400 X 32400 0 0
ALLIANT ENERGY CORP COM 018802108 298613 10244 X 5444 0 4800
ALLIANT ENERGY CORP COM 018802108 558223 19150 X 15522 0 3628
ALLIANT TECHSYSTEMS INC COM 018804104 3627465 40350 X 33450 0 6900
ALLIANT TECHSYSTEMS INC COM 018804104 418305 4653 X 4653 0 0
ALLIED CAP CORP NEW COM 01903Q108 47851 2067 X 467 0 1600
ALLIED CAP CORP NEW COM 01903Q108 66209 2860 X 2860 0 0
ALLIED RISER COMMUNICATIONS COM 019496108 21068 39750 X 0 0 39750
ALLIED WASTE INDS INC COM 019589308 409410 21917 X 21425 0 492
ALLIED WASTE INDS INC COM 019589308 41096 2200 X 2200 0 0
ALLMERICA FINL CORP COM 019754100 1233605 21454 X 8173 0 13281
ALLMERICA FINL CORP COM 019754100 493005 8574 X 8574 0 0
ALLOY ONLINE INC COM 019855105 14310 1000 X 0 0 1000
ALLSTATE CORP COM 020002101 10737079 244080 X 191975 0 52105
ALLSTATE CORP COM 020002101 5165438 117423 X 103273 0 14150
ALLTEL CORP COM 020039103 17544741 286398 X 246174 0 40224
ALLTEL CORP COM 020039103 3039721 49620 X 46020 0 3600
ALLTRISTA CORP COM 020040101 21240 1800 X 0 0 1800
ALPHA INDS INC COM 020753109 945600 32000 X 32000 0 0
ALPHA INDS INC COM 020753109 29550 1000 X 0 0 1000
ALPHARMA INC CL A COM 020813101 5428200 199200 X 194800 0 4400
ALPHARMA INC CL A COM 020813101 23571 865 X 865 0 0
ALPNET INC COM 021089107 1890 3000 X 0 0 3000
ALTEON INC COM 02144G107 21000 6000 X 6000 0 0
ALTERA CORP 021441100 30720019 1059311 X 1026281 0 33030
ALTERA CORP 021441100 4238698 146162 X 144962 200 1000
AMAZON COM INC COM 023135106 108601 7675 X 7675 0 0
AMAZON COM INC COM 023135106 39620 2800 X 800 0 2000
AMBAC FINANCIAL GROUP INC COM 023139108 4716877 81046 X 17096 0 63950
AMBANC HOLDING CO COM 023161102 112596 5834 X 5834 0 0
7
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
AMCAST INDL CORP COM 023395106 53010 6200 X 6200 0 0
AMDOCS LTD COM G02602103 1121157 20820 X 320 0 20500
AMDOCS LTD COM G02602103 93968 1745 X 0 0 1745
AMER INTERNATIONAL GROUP INC COM 026874107 848639443 9982819 X 9432776 0 550043
AMER INTERNATIONAL GROUP INC COM 026874107 261461772 3075659 X 2855890 4431 215338
AMERADA HESS CORP COM 023551104 2474338 30623 X 11090 0 19533
AMERADA HESS CORP COM 023551104 846784 10480 X 9840 0 640
AMERCIAN CLASSIC VOYAGER CO COM 024928103 1263290 360940 X 358940 0 2000
AMEREN CORP COM 023608102 2671056 62554 X 46646 0 15908
AMEREN CORP COM 023608102 1212338 28392 X 28392 0 0
AMERICA FIRST MTG INVTS INC COM 023934102 7420 1000 X 1000 0 0
AMERICA WEST HLDG CORP CL B COM 023657208 2562290 257000 X 159700 0 97300
AMERICAN BK CONN WATERBURY COM 024327108 98000 4000 X 4000 0 0
AMERICAN BK CONN WATERBURY COM 024327108 235200 9600 X 9600 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 140300 5000 X 0 0 5000
AMERICAN CMNTY PPTYS TR COM 02520N106 2450 500 X 500 0 0
AMERICAN EAGLE OUTFITTERS INC NEW CO 02553E106 31716 900 X 0 0 900
AMERICAN ELEC PWR INC 025537101 10215944 221268 X 150130 0 71138
AMERICAN ELEC PWR INC 025537101 7567817 163912 X 150717 1282 11913
AMERICAN EXPRESS CO COM 025816109 88921724 2291797 X 2101604 0 190193
AMERICAN EXPRESS CO COM 025816109 29322557 755736 X 708815 1505 45416
AMERICAN FINL GROUP INC COM 025932104 45180 1506 X 6 0 1500
AMERICAN FINL GROUP INC COM 025932104 46560 1552 X 1466 0 86
AMERICAN FINL HLDGS INC COM 026075101 501004 21229 X 21229 0 0
AMERICAN FINL HLDGS INC COM 026075101 120761 5117 X 5117 0 0
AMERICAN GENERAL CORP 026351106 7479797 161029 X 94223 0 66806
AMERICAN GENERAL CORP 026351106 3036994 65382 X 54582 0 10800
AMERICAN GREETINGS CORP CL A 026375105 301939 27449 X 4429 0 23020
AMERICAN HEALTHWAYS INC COM 02649V104 258084 6700 X 0 0 6700
AMERICAN HOME PRODS CORP 026609107 249802004 4251949 X 4020483 0 231466
AMERICAN HOME PRODS CORP 026609107 195539799 3328337 X 3144977 4750 178610
AMERICAN ITALIAN PASTA CL A COM 027070101 1248160 26900 X 12800 0 14100
AMERICAN MEDICAL ALERT CORP COM 027904101 3050 1000 X 1000 0 0
AMERICAN MGMT SYS INC 027352103 31373580 1329389 X 1209739 0 119650
AMERICAN MGMT SYS INC 027352103 2417230 102425 X 95425 0 7000
AMERICAN NATL INS CO 028591105 37375 500 X 0 0 500
AMERICAN NATL INS CO 028591105 33638 450 X 450 0 0
AMERICAN PHYSICIANS CAP INC COM 028884104 3075150 157700 X 102200 0 55500
AMERICAN POWER CONVERSION CORP COM 029066107 3129352 198689 X 182139 0 16550
AMERICAN POWER CONVERSION CORP COM 029066107 1110328 70497 X 60497 3000 7000
AMERICAN RETIREMENT CORP COM 028913101 7200 2000 X 2000 0 0
AMERICAN RLTY INVS INC COM 029174109 4029 390 X 390 0 0
AMERICAN RLTY INVS INC COM 029174109 7593 735 X 735 0 0
8
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
AMERICAN SKIING CORP COM 029654308 792 1100 X 1100 0 0
AMERICAN SKIING CORP COM 029654308 360 500 X 500 0 0
AMERICAN SOFTWARE INC CL A 029683109 1700 1000 X 1000 0 0
AMERICAN STD COS INC DEL COM 029712106 1171950 19500 X 2000 0 17500
AMERICAN STS WTR CO COM 029899101 3185800 93700 X 62500 0 31200
AMERICAN SUPERCONDUCTOR CORP 030111108 64500 2500 X 2500 0 0
AMERICAN SUPERCONDUCTOR CORP 030111108 361200 14000 X 14000 0 0
AMERICAN TOWER CORP CL A 029912201 23984062 1160332 X 1131432 0 28900
AMERICAN TOWER CORP CL A 029912201 970457 46950 X 32650 0 14300
AMERICAN WATER WORKS COM 030411102 147376 4470 X 4470 0 0
AMERICAN WATER WORKS COM 030411102 640080 19414 X 8214 0 11200
AMERICREDIT CORP COM 03060R101 67535 1300 X 0 0 1300
AMERICREDIT CORP COM 03060R101 514305 9900 X 100 0 9800
AMERIPATH INC COM 03071D109 996933 34025 X 0 0 34025
AMERISERV FINL INC COM 03074A102 4388 852 X 852 0 0
AMERISOURCE HEALTH CORP CL A COM 03071P102 650363 11750 X 450 0 11300
AMERITRADE HOLDINGS CORP CL A COM 03072H109 4776 600 X 0 0 600
AMERON INTERNATIONAL INC COM 030710107 46725 700 X 700 0 0
AMERUS GROUP CO COM 03072M108 14784286 416811 X 243114 0 173697
AMERUS GROUP CO COM 03072M108 28376 800 X 800 0 0
AMES DEPT STORES INC COM 030789507 1112 800 X 800 0 0
AMES DEPT STORES INC COM 030789507 4170 3000 X 3000 0 0
AMETEK INC COM 031100100 2711862 88768 X 5368 0 83400
AMETEK INC COM 031100100 35133 1150 X 1150 0 0
AMGEN INC 031162100 146743779 2418322 X 2224627 0 193695
AMGEN INC 031162100 27173900 447823 X 415548 850 31425
AMKOR TECHNOLOGY INC COM 031652100 61880 2800 X 2200 0 600
AMKOR TECHNOLOGY INC COM 031652100 44200 2000 X 2000 0 0
AMPAL AMERN ISRAEL CORP CL A COM 032015109 708 117 X 117 0 0
AMPHENOL CORP NEW CL A COM 032095101 628785 15700 X 1000 0 14700
AMPHENOL CORP NEW CL A COM 032095101 32040 800 X 800 0 0
AMR CORP DEL COM 001765106 7164001 198284 X 181607 0 16677
AMR CORP DEL COM 001765106 552066 15280 X 15080 0 200
AMSOUTH BANCORPORATION COM 032165102 810787 43850 X 38623 0 5227
AMSOUTH BANCORPORATION COM 032165102 506552 27396 X 22896 0 4500
AMSURG CORP CL A COM 03232P108 684083 23150 X 0 0 23150
AMSURG CORP CL B COM 03232P207 321300 10800 X 0 0 10800
AMTECH SYS INC COM 032332504 9550 1000 X 1000 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 9000 800 X 0 0 800
ANADARKO PETROLEUM CORP COM 032511107 47833696 887288 X 803748 0 83540
ANADARKO PETROLEUM CORP COM 032511107 14296069 265184 X 241393 0 23791
ANADIGICS INC COM 032515108 5750 250 X 250 0 0
ANADIGICS INC COM 032515108 51474 2238 X 2238 0 0
9
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ANALOG DEVICES INC COM 032654105 96672270 2235197 X 2100949 0 134248
ANALOG DEVICES INC COM 032654105 18958551 438348 X 388918 75 49355
ANALOGIC CORP (NEW) 032657207 17486554 383898 X 261098 0 122800
ANALYSTS INTL CORP COM 032681108 2655306 595360 X 394560 0 200800
ANAREN MICROWAVE INC 032744104 2000 100 X 100 0 0
ANAREN MICROWAVE INC 032744104 14320 716 X 716 0 0
ANC RENT CORP COM 001813104 1875 625 X 625 0 0
ANC RENT CORP COM 001813104 1824 608 X 608 0 0
ANCHOR BANCORP WI INC COM 032839102 268710 16900 X 16900 0 0
ANCHOR GAMING COM 033037102 807750 12500 X 10700 0 1800
ANDERSEN GROUP INC COM 033501107 16195 1975 X 1975 0 0
ANDERSEN GROUP INC COM 033501107 37146 4530 X 4530 0 0
ANDOVER BANCORP INC COM 034258103 5198363 103450 X 101950 0 1500
ANDOVER BANCORP INC COM 034258103 306525 6100 X 6100 0 0
ANDREW CORP COM 034425108 311141 16864 X 4515 0 12349
ANDREW CORP COM 034425108 46107 2499 X 1200 1299 0
ANDRX GROUP COM 034553107 601370 7810 X 7010 0 800
ANGELICA CORP COM 034663104 69300 6300 X 6300 0 0
ANGELICA CORP COM 034663104 3850 350 X 350 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 83040083 2015536 X 1881142 0 134394
ANHEUSER-BUSCH COMPANIES INC COM 035229103 24269890 589075 X 501452 4200 83423
ANIKA THERAPEUTICS INC COM 035255108 13596 10300 X 10300 0 0
ANIXTER INTL INC COM 035290105 1350800 44000 X 42600 0 1400
ANNTAYLOR STORES CORP 036115103 905740 25300 X 21400 0 3900
ANSOFT CORP COM 036384105 10200 600 X 0 0 600
ANSYS INC COM 03662Q105 116064 6200 X 0 0 6200
ANTEC CORP COM 03664P105 2480 200 X 200 0 0
ANTHRACITE CAPITAL INC COM 037023108 11050 1000 X 1000 0 0
ANTIGENICS INC DEL COM 037032109 3456 175 X 175 0 0
AOL TIME WARNER INC COM 00184A105 190276625 3590125 X 3161128 0 428997
AOL TIME WARNER INC COM 00184A105 37707115 711455 X 658063 5400 47992
AON CORP 037389103 5672310 162066 X 74873 0 87193
AON CORP 037389103 3046645 87047 X 85623 0 1424
APACHE CORP COM 037411105 18714875 368766 X 331544 0 37222
APACHE CORP COM 037411105 479182 9442 X 9340 0 102
APHTON CORP COM 03759P101 151001 6895 X 0 0 6895
APOGEE ENTERPRISES INC COM 037598109 256794 20560 X 15760 0 4800
APOGENT TECHNOLOGIES INC COM 03760A101 3812803 154992 X 200 0 154792
APOGENT TECHNOLOGIES INC COM 03760A101 506760 20600 X 4300 0 16300
APOLLO GROUP INC CL A COM 037604105 2822925 66500 X 66500 0 0
APOLLO GROUP INC CL A COM 037604105 789570 18600 X 11100 0 7500
APPLE COMPUTER INC COM 037833100 1346361 57908 X 32782 0 25126
APPLE COMPUTER INC COM 037833100 216225 9300 X 9300 0 0
10
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
APPLEBEES INTL INC 037899101 26795328 837354 X 576654 0 260700
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 4884818 182610 X 116775 0 65835
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 2734144 102211 X 90517 0 11694
APPLERA CORP-CELERA GENOMICS GROUP 038020202 1430219 36062 X 21012 0 15050
APPLERA CORP-CELERA GENOMICS GROUP 038020202 1237233 31196 X 30836 0 360
APPLICA INC COM 03815A106 140096 17600 X 17600 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 17600 40000 X 40000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 72892 165663 X 160663 0 5000
APPLIED EXTRUSION TECHNOLOGIES COM 038196101 367 50 X 50 0 0
APPLIED FILMS CORP COM 038197109 210 10 X 10 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 276670 14600 X 14600 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 37900 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 64501099 1313668 X 1212077 0 101591
APPLIED MATERIALS INC COM 038222105 8686821 176921 X 147971 75 28875
APPLIED MICRO CIRCUITS CORP COM 03822W109 1133308 65890 X 33690 0 32200
APPLIED MICRO CIRCUITS CORP COM 03822W109 22996 1337 X 1337 0 0
APPLIED MICROSYSTEMS CORP COM 037935103 535 100 X 100 0 0
APPLIED MOLECULAR EVOLUTION COM 03823E108 238118 19080 X 0 0 19080
APPLIX INC COM 038316105 390 200 X 200 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 289943 10050 X 750 0 9300
APTARGROUP INC COM 038336103 1306929 40300 X 11400 0 28900
APTARGROUP INC COM 038336103 140422 4330 X 4330 0 0
APW LTD COM G04397108 305627 30111 X 20060 0 10051
APW LTD COM G04397108 7044 694 X 694 0 0
AQUILA INC DEL 03840J106 36975 1500 X 0 0 1500
ARBITRON INC COM 03875Q108 515740 21400 X 21400 0 0
ARBITRON INC COM 03875Q108 2892 120 X 120 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 480123 30484 X 30484 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 110250 7000 X 0 0 7000
ARCH CHEMICALS INC COM 03937R102 355829 16300 X 16300 0 0
ARCH CHEMICALS INC COM 03937R102 17770 814 X 814 0 0
ARCH COAL INC COM 039380100 5428690 209845 X 200120 0 9725
ARCH COAL INC COM 039380100 10503 406 X 382 0 24
ARCHER DANIELS MIDLAND CO 039483102 1962524 150385 X 110770 0 39615
ARCHER DANIELS MIDLAND CO 039483102 950640 72846 X 67261 0 5585
ARCTIC CAT INC COM 039670104 255200 17600 X 17600 0 0
ARCTIC CAT INC COM 039670104 1450 100 X 100 0 0
AREMISSOFT CORP COM 040026106 8100 500 X 500 0 0
ARENA PHARMACEUTICALS INC COM 040047102 30490 1000 X 0 0 1000
ARGONAUT GROUP INC 040157109 4523 225 X 225 0 0
ARGONAUT GROUP INC 040157109 171815 8548 X 6919 0 1629
ARGUSS COMMUNICATIONS INC 040282105 1248566 250716 X 249468 0 1248
ARGUSS COMMUNICATIONS INC 040282105 32370 6500 X 6500 0 0
11
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ARIBA INC COM 04033V104 48400 8800 X 7800 0 1000
ARIBA INC COM 04033V104 32175 5850 X 650 0 5200
ARKANSAS BEST CORP DEL COM 040790107 4990325 216500 X 148600 0 67900
ARMOR HLDGS INC COM 042260109 10038000 669200 X 542300 0 126900
ARMSTRONG HOLDINGS INC COM 042384107 26369 7428 X 7428 0 0
ARMSTRONG HOLDINGS INC COM 042384107 13998 3943 X 3943 0 0
ARNOLD INDUSTRIES INC COM 042595108 350416 18100 X 18100 0 0
ARONEX PHARMACEUTICALS INC COM 042666206 550 500 X 500 0 0
ARQULE INC COM 04269E107 266418 12300 X 12300 0 0
ARROW ELECTRONICS INC 042735100 1142602 47040 X 240 0 46800
ARROW ELECTRONICS INC 042735100 81372 3350 X 3250 0 100
ARROW FINL CORP COM 042744102 238638 9451 X 9451 0 0
ARROW INTL INC COM 042764100 768000 20000 X 0 0 20000
ART TECHNOLOGY GROUP INC COM 04289L107 4350 750 X 750 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 725 125 X 125 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 361200 28000 X 28000 0 0
ARTHROCARE CORP COM 043136100 551765 21100 X 16300 0 4800
ARVINMERITOR INC COM 043353101 2890713 172683 X 172683 0 0
ARVINMERITOR INC COM 043353101 59477 3553 X 3214 0 339
ASHLAND INC COM 044204105 1069106 26661 X 5798 0 20863
ASHLAND INC COM 044204105 63960 1595 X 1495 0 100
ASHTON TECHNOLOGY GROUP INC COM 045084100 1274 1300 X 1300 0 0
ASHWORTH INC COM 04516H101 75624 13700 X 13700 0 0
ASIAINFO HLDGS INC COM 04518A104 17775 900 X 0 0 900
ASK JEEVES INC COM 045174109 14047 7393 X 7393 0 0
ASPECT COMMUNICATIONS INC COM 04523Q102 263523 37700 X 36500 0 1200
ASPECT MED SYS INC COM 045235108 785029 50647 X 50647 0 0
ASPEN TECHNOLOGY INC COM DELAWARE 045327103 542080 22400 X 21900 0 500
ASTEC INDS INC 046224101 244950 14200 X 14200 0 0
ASTORIA FINL CORP COM 046265104 5005 91 X 91 0 0
ASTRO MED INC NEW 04638F108 1700 10000 X 0 0 10000
ASTRO MED INC NEW 04638F108 689 4050 X 4050 0 0
ASTRONICS CORP COM 046433108 881269 57864 X 57864 0 0
ASTROPOWER INC COM 04644A101 557898 10700 X 10100 0 600
ASTROPOWER INC COM 04644A101 119922 2300 X 800 0 1500
ASYST TECHNOLOGY CORP COM 04648X107 3142260 232760 X 231460 0 1300
ASYST TECHNOLOGY CORP COM 04648X107 7425 550 X 550 0 0
AT HOME CORP SER A COM 045919107 19705 9208 X 9208 0 0
AT HOME CORP SER A COM 045919107 5136 2400 X 2400 0 0
ATLANTIC AMERICAN CORP COM 048209100 1072 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 10838386 361400 X 244600 0 116800
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 2999 100 X 100 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC COM 049164106 2832 200 X 200 0 0
12
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ATMEL CORP COM 049513104 240122 17800 X 6300 0 11500
ATMEL CORP COM 049513104 5396 400 X 400 0 0
ATMI INC COM 00207R101 696000 23200 X 22200 0 1000
ATMI INC COM 00207R101 38850 1295 X 1295 0 0
ATMOS ENERGY CORP COM 049560105 12264489 501410 X 308710 0 192700
ATMOS ENERGY CORP COM 049560105 147714 6039 X 939 0 5100
ATP OIL & GAS CORP COM 00208J108 2839224 252600 X 251300 0 1300
ATRIX LABS INC COM 04962L101 4820343 203390 X 202390 0 1000
ATS MED INC COM 002083103 11954583 793797 X 742925 0 50872
ATWOOD OCEANICS INC COM 050095108 9491040 270400 X 177200 0 93200
ATWOOD OCEANICS INC COM 050095108 6845 195 X 195 0 0
AUDIBLE INC COM 05069A104 136000 200000 X 0 0 200000
AUDIOVOX CORP COM 050757103 203408 18325 X 17025 0 1300
AUGUST TECHNOLOGIES CORP COM 05106U105 763980 53500 X 53215 0 285
AURORA BIOSCIENCES CORP COM 051920106 5735 185 X 185 0 0
AUSPEX SYS INC COM 052116100 236334 33100 X 33100 0 0
AUTODESK INC COM 052769106 1351789 36241 X 22403 0 13838
AUTODESK INC COM 052769106 18464 495 X 495 0 0
AUTOIMMUNE INC COM 052776101 2800 700 X 700 0 0
AUTOLIV INC COM 052800109 45706 2645 X 77 0 2568
AUTOLIV INC COM 052800109 28374 1642 X 1642 0 0
AUTOLOGIC INFORMATION INTL INC COM 052803103 16110 4500 X 4500 0 0
AUTOMATIC DATA PROCESSING INC 053015103 520383403 10470491 X 9477448 0 993043
AUTOMATIC DATA PROCESSING INC 053015103 231492710 4657801 X 4448249 9200 200352
AUTONATION INC COM 05329W102 3248000 280000 X 280000 0 0
AUTONATION INC COM 05329W102 114492 9870 X 9870 0 0
AUTOZONE INC COM 053332102 1375688 36685 X 9097 0 27588
AVANEX CORP COM 05348W109 148410 15300 X 10500 0 4800
AVANEX CORP COM 05348W109 21340 2200 X 2200 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 12400 2000 X 2000 0 0
AVANT CORP COM 053487104 375659 28245 X 28245 0 0
AVATAR HLDGS INC 053494100 223100 9700 X 0 0 9700
AVAX TECHNOLOGIES INC COM 053495305 4871 5412 X 5412 0 0
AVAYA INC COM 053499109 1647274 120239 X 75288 0 44951
AVAYA INC COM 053499109 1052461 76822 X 71917 58 4847
AVERY DENNISON CORP COM 053611109 33045890 647324 X 616912 0 30412
AVERY DENNISON CORP COM 053611109 4668216 91444 X 88444 0 3000
AVIALL INC NEW COM 05366B102 37298 3400 X 0 0 3400
AVICI SYSTEMS INC COM 05367L109 169258 19750 X 0 0 19750
AVICI SYSTEMS INC COM 05367L109 43570 5084 X 5084 0 0
AVID TECHNOLOGY INC COM 05367P100 310075 19750 X 18850 0 900
AVIGEN INC COM 053690103 242649 11286 X 11286 0 0
AVIRON COM 053762100 142500 2500 X 2000 0 500
AVIRON COM 053762100 57000 1000 X 1000 0 0
13
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
AVISTA CORP COM 05379B107 701338 35102 X 35102 0 0
AVISTA CORP COM 05379B107 55944 2800 X 2800 0 0
AVNET INC COM 053807103 21081212 940286 X 899610 0 40676
AVNET INC COM 053807103 155057 6916 X 6516 0 400
AVOCENT CORP COM 053893103 2536466 111493 X 110793 0 700
AVOCENT CORP COM 053893103 420875 18500 X 2500 0 16000
AVON PRODS INC COM 054303102 2628473 56795 X 14607 0 42188
AVON PRODS INC COM 054303102 875201 18911 X 16056 0 2855
AVX CORP NEW COM 002444107 1438500 68500 X 68500 0 0
AWARE INC MASSACHUSETTS COM 05453N100 204975 22775 X 16600 0 6175
AWARE INC MASSACHUSETTS COM 05453N100 45900 5100 X 100 0 5000
AXCELIS TECHNOLOGIES INC COM 054540109 1188188 80283 X 80283 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 130802 8838 X 8210 0 628
AXSYS TECHNOLOGIES INC COM 054615109 2906678 244876 X 243686 0 1190
AXT INC COM 00246W103 445890 16700 X 16200 0 500
AZTAR CORP COM 054802103 395670 32700 X 30100 0 2600
ABBOTT LABORATORIES COM 002824100 5593165 116500 X 116500
ABGENIX, INC COM 00339B107 11270 322 X 322
Accrue Software, Inc. COM 00437W102 455 947 X 947
ACLARA BIOSCIENCES, INC COM 00461P106 1074 136 X 136
ACME COM 004631107 10313960 1256268 X 1256268
ACT MANUFACTURING INC COM 000973107 8,935 865 X 865
ADOBE SYSTEMS INCORPORATED COM 00724F101 471824 10026 X 10026
ADVANCED MICRO DEVICES INC COM 007903107 293623 10167 X 10167
AGILENT TECHNOLOGIES INC COM 00846U101 108875 3350 X 3350
Airspan COM 00950H102 770132 253333 X 253333
Akamai COM 00971T101 92044 10032 X 10032
ALLOY ONLINE INC COM 019855105 34944 2600 X 2600
AMERICAN CAPITAL STRATEGIES COM 024937104 8580 330 X 330
AMGEN INC COM 031162100 3762160 62000 X 62000
AMKOR TECHNOLOGY INC COM 031652100 221 10 X 10
AMR CORP COM 001765106 54990 1522 X 1522
ANTIGENICS INC. COM 037032109 796 44 X 44
AP PHARMA INC COM 00202J104 2100 700 X 700
APPLERA CORP - CELERA GENOMICS COM 038020202 892350 22500 X 22500
ARTHROCARE CORP COM 043136100 575 22 X 22
Artisan Components COM 42923102 19431 1905 X 1905
ASHFORD.COM INC. COM 044093102 1029 4900 X 4900
ATLANTIC DATA SERVICES, INC COM 048523104 112 45 X 45
AVIRON COMMON COM 053762100 563 10 X 10
B J SERVICES CO COM 055482103 20300 700 X 700 0 0
BACOU USA INC COM 056439102 112720 4000 X 4000 0 0
BAIRNCO CORP COM 057097107 313 50 X 50 0 0
BAIRNCO CORP COM 057097107 625 100 X 0 0 100
BAKER HUGHES INC COM 057224107 149929485 4475507 X 4315035 0 160472
BAKER HUGHES INC COM 057224107 9979516 297896 X 283643 100 14153
BALDOR ELECTRIC CO COM 057741100 529976 24800 X 24800 0 0
BALDOR ELECTRIC CO COM 057741100 8548 400 X 400 0 0
BALL CORP COM 058498106 1069815 22494 X 1500 0 20994
BALL CORP COM 058498106 85608 1800 X 1800 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 12973089 438132 X 436532 0 1600
BANCORP CONN INC COM 059684100 218817 12076 X 10568 0 1508
BANCORP RHODE ISLAND INC COM 059690107 3300 200 X 200 0 0
BANCORP RHODE ISLAND INC COM 059690107 198000 12000 X 12000 0 0
BANCWEST CORP NEW COM 059790105 55040 1600 X 0 0 1600
BANCWEST CORP NEW COM 059790105 6880 200 X 200 0 0
BANDAG INC CL A 059815308 63153 2700 X 0 0 2700
BANDAG INC COM 059815100 16380 600 X 0 0 600
BANGOR HYDRO ELECTRIC CO 060077104 156822 5900 X 5900 0 0
BANGOR HYDRO ELECTRIC CO 060077104 31896 1200 X 1200 0 0
BANK GRANITE CORP COM 062401104 8625 375 X 375 0 0
BANK NEW YORK INC 064057102 148106784 3085558 X 2956701 0 128857
BANK NEW YORK INC 064057102 42207696 879327 X 782512 425 96390
BANK OF AMERICA CORP COM 060505104 155972227 2598238 X 2300326 0 297912
BANK OF AMERICA CORP COM 060505104 35218160 586676 X 518874 253 67549
BANK ONE CORP NEW COM 06423A103 49686677 1387896 X 1234714 0 153182
BANK ONE CORP NEW COM 06423A103 7678169 214474 X 196448 1027 16999
14
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BANK PLUS CORPORATION COM 064446107 1362 200 X 200 0 0
BANKATLANTIC BANCORP INC A COM 065908501 12166 1400 X 0 0 1400
BANKNORTH GROUP INC COM NEW 06646R107 4146875 183085 X 152779 0 30306
BANKNORTH GROUP INC COM NEW 06646R107 423238 18686 X 16199 0 2487
BANKUNITED FINL CORP CL A COM 06652B103 1405 100 X 100 0 0
BANTA CORP COM 066821109 222680 7600 X 0 0 7600
BAR HARBOR BANKSHARES COM 066849100 159630 10200 X 10200 0 0
BAR HARBOR BANKSHARES COM 066849100 6260 400 X 400 0 0
BARD C R INC 067383109 641371 11262 X 9299 0 1963
BARD C R INC 067383109 1534632 26947 X 26267 0 680
BARNES & NOBLE INC COM 067774109 4830213 122750 X 122750 0 0
BARNES & NOBLE INC COM 067774109 240035 6100 X 900 0 5200
BARNES GROUP INC 067806109 9694923 392507 X 392507 0 0
BARNES GROUP INC 067806109 56733726 2296912 X 93621 0 2203291
BARNESANDNOBLE.COM INC COM 067846105 326 200 X 200 0 0
BARNESANDNOBLE.COM INC COM 067846105 815 500 X 500 0 0
BARR LABS INC COM 068306109 2657280 38400 X 35700 0 2700
BARR LABS INC COM 068306109 6920 100 X 100 0 0
BARRA INC COM 068313105 644018 16450 X 15500 0 950
BARRETT RES CORP 068480201 634250 10750 X 10750 0 0
BARRETT RES CORP 068480201 191750 3250 X 3250 0 0
BARRY R G CORP OHIO COM 068798107 1017 221 X 221 0 0
BASSETT FURNITURE INDS INC COM 070203104 4956407 393991 X 249991 0 144000
BAUSCH & LOMB COM 071707103 1499213 41369 X 16975 0 24394
BAUSCH & LOMB COM 071707103 235016 6485 X 6485 0 0
BAXTER INTERNATIONAL COM 071813109 145784915 2886830 X 2784432 0 102398
BAXTER INTERNATIONAL COM 071813109 20402556 404011 X 380177 2500 21334
BB & T CORP COM 054937107 1494754 40729 X 38295 0 2434
BB & T CORP COM 054937107 457759 12473 X 12473 0 0
BE AEROSPACE INC COM 073302101 428625 22500 X 10500 0 12000
BEA SYS INC COM 073325102 4678054 152330 X 116705 0 35625
BEA SYS INC COM 073325102 69405 2260 X 770 0 1490
BEAR STEARNS COM 073902108 5475777 92857 X 54261 0 38596
BEAR STEARNS COM 073902108 126078 2138 X 2138 0 0
BEASLEY BROADCAST GROUP INC CL A COM 074014101 38930 2290 X 0 0 2290
BEAZER HOMES USA INC COM 07556Q105 4811907 75790 X 75390 0 400
BECKMAN COULTER INC COM 075811109 9184121 225101 X 159411 0 65690
BECKMAN COULTER INC COM 075811109 149083 3654 X 3654 0 0
BECTON DICKINSON & CO COM 075887109 24096870 673285 X 501603 0 171682
BECTON DICKINSON & CO COM 075887109 6412566 179172 X 168847 4800 5525
BED BATH & BEYOND INC COM 075896100 41191769 1320249 X 1293921 0 26328
BED BATH & BEYOND INC COM 075896100 2866500 91875 X 88675 0 3200
BEI TECHNOLOGIES COM 05538P104 24309 900 X 0 0 900
15
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BEL FUSE INC CL A COM 077347201 30000 1000 X 0 0 1000
BEL FUSE INC CL B COM 077347300 309225 9300 X 7800 0 1500
BELDEN INC COM 077459105 2131708 79690 X 78190 0 1500
BELL MICROPRODUCTS INC COM 078137106 1333540 111500 X 111000 0 500
BELL SOUTH CORP COM 079860102 142426050 3536778 X 3313827 0 222951
BELL SOUTH CORP COM 079860102 104185940 2587185 X 2483805 8840 94540
BELO CORPORATION CL A COM 080555105 27929999 1482484 X 1466909 0 15575
BELO CORPORATION CL A COM 080555105 95961163 5093480 X 3438851 0 1654629
BEMIS CO COM 081437105 24134779 600816 X 597458 0 3358
BEMIS CO COM 081437105 5380169 133935 X 62085 0 71850
BENCHMARK ELECTRONICS INC COM 08160H101 27585264 1132400 X 756700 0 375700
BENTON OIL & GAS CO COM 083288100 2592 1600 X 1600 0 0
BENTON OIL & GAS CO COM 083288100 10530 6500 X 6500 0 0
BERGEN BRUNSWIG CORP CL A COM 083739102 75804 3944 X 394 0 3550
BERGEN BRUNSWIG CORP CL A COM 083739102 43860 2282 X 2282 0 0
BERKLEY W R CORP COM 084423102 49704 1200 X 0 0 1200
BERKSHIRE BANCORP INC COM 084597103 3600 120 X 0 0 120
BERKSHIRE HATHAWAY INC CL A COM 084670108 7634000 110 X 91 0 19
BERKSHIRE HATHAWAY INC CL A COM 084670108 20820000 300 X 299 0 1
BERKSHIRE HATHAWAY INC CL B COM 084670207 31443300 13671 X 11966 0 1705
BERKSHIRE HATHAWAY INC CL B COM 084670207 31864200 13854 X 13468 0 386
BEST BUY INC COM 086516101 3191626 50246 X 29964 0 20282
BEST BUY INC COM 086516101 39065 615 X 615 0 0
BETHLEHEM STEEL CORP COM 087509105 1947 964 X 964 0 0
BETHLEHEM STEEL CORP COM 087509105 253 125 X 125 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 13936750 1302500 X 911700 0 390800
BHC COMMUNICATIONS INC CL A COM 055448104 223357 1607 X 107 0 1500
BHC COMMUNICATIONS INC CL A COM 055448104 4170 30 X 30 0 0
BIG LOTS INC COM 089302103 268415 19621 X 10134 0 9487
BIO RAD LABS INC CL A 090572207 74700 1500 X 1500 0 0
BIO-TECHNOLOGY GENERAL COM 090578105 611980 46716 X 44916 0 1800
BIOGEN INC 090597105 2890974 53182 X 34182 0 19000
BIOGEN INC 090597105 2100362 38638 X 36208 0 2430
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 35420 7000 X 7000 0 0
BIOMET INC COM 090613100 2111036 43925 X 18478 0 25447
BIOMET INC COM 090613100 205649 4279 X 3450 0 829
BIONOVA HLDG CORP COM 09063Q107 1204 860 X 860 0 0
BIONX IMPLANTS INC COM 09064Q106 5365 1987 X 0 0 1987
BIOPURE CORP COM 09065H105 81009 3072 X 2072 0 1000
BIOPURE CORP COM 09065H105 26370 1000 X 1000 0 0
BIOSITE DIAGNOSTICS COM 090945106 49280 1100 X 0 0 1100
BIOSPHERE MEDICAL INC COM 09066V103 166660 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 12820 1000 X 1000 0 0
16
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BIOVAIL CORP COM 09067J109 2175 50 X 50 0 0
BIOVAIL CORP COM 09067J109 282750 6500 X 0 0 6500
BISYS GROUP INC COM 055472104 188800 3200 X 200 0 3000
BISYS GROUP INC COM 055472104 429815 7285 X 85 0 7200
BJS WHOLESALE CLUB INC COM 05548J106 905420 17000 X 13500 0 3500
BJS WHOLESALE CLUB INC COM 05548J106 260974 4900 X 800 0 4100
BKF CAP GROUP INC COM 05548G102 78452 2363 X 2363 0 0
BLACK & DECKER CORP 091797100 25835014 654714 X 551081 0 103633
BLACK & DECKER CORP 091797100 2352645 59621 X 54803 200 4618
BLACK BOX CORP DEL COM 091826107 1131648 16800 X 14500 0 2300
BLACK HILLS CORP COM 092113109 461116 11462 X 11462 0 0
BLACK HILLS CORP COM 092113109 7443 185 X 185 0 0
BLAIR CORP COM 092828102 24450 1500 X 1500 0 0
BLOCK H & R INC COM 093671105 8277247 128230 X 104967 0 23263
BLOCK H & R INC COM 093671105 1738267 26929 X 26929 0 0
BLOCKBUSTER INC COM CL A 093679108 36500 2000 X 0 0 2000
BLOCKBUSTER INC COM CL A 093679108 18250 1000 X 1000 0 0
BLONDER TONGUE LABORATORIES COM 093698108 100 25 X 25 0 0
BLOUNT INTL INC COM 095180105 1250 500 X 500 0 0
BMC INDS INC MINN 055607105 121200 20200 X 18200 0 2000
BMC SOFTWARE INC COM 055921100 42716118 1895125 X 1803601 0 91524
BMC SOFTWARE INC COM 055921100 1338448 59381 X 59381 0 0
BNS CO CL A COM 055961304 17930 2846 X 2846 0 0
BOB EVANS FARMS INC COM 096761101 18000 1000 X 1000 0 0
BOCA RESORTS INC CL A COM 09688T106 1473 100 X 100 0 0
BOEING CO COM 097023105 47662878 857246 X 733849 0 123397
BOEING CO COM 097023105 19407013 349047 X 335001 400 13646
BOISE CASCADE CO 097383103 521782 14836 X 11945 0 2891
BOISE CASCADE CO 097383103 19379 551 X 551 0 0
BOK FINL CORP COM NEW 05561Q201 75320 2800 X 0 0 2800
BOMBAY INC COM 097924104 1511971 557923 X 555145 0 2778
BOOTS & COOTS INTL WELL CTL INC COM 099469108 1220 2000 X 2000 0 0
BORDERS GROUP INC COM 099709107 792960 35400 X 30200 0 5200
BORG WARNER INC COM 099724106 6931914 139700 X 105200 0 34500
BORG WARNER INC COM 099724106 51158 1031 X 1031 0 0
BORLAND SOFTWARE CORP COM 099849101 438750 28125 X 0 0 28125
BOSTON ACOUSTICS INC COM 100534106 4060 400 X 400 0 0
BOSTON BEER INC CL A COM 100557107 862 100 X 100 0 0
BOSTON BIOMEDICA INC 100560101 915 300 X 300 0 0
BOSTON COMMUNICATION GROUP INC COM 100582105 178560 12400 X 12400 0 0
BOSTON LIFE SCIENCES INC COM 100843408 36050 10300 X 10300 0 0
BOSTON LIFE SCIENCES INC COM 100843408 10500 3000 X 3000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 141120 6300 X 0 0 6300
17
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BOSTON SCIENTIFIC CORP COM 101137107 6918575 406975 X 307575 0 99400
BOSTON SCIENTIFIC CORP COM 101137107 1612586 94858 X 82058 600 12200
BOTTOMLINE TECHNOLOGIES COM 101388106 3240 600 X 500 0 100
BOWATER INC COM 102183100 1033494 23100 X 10500 0 12600
BOWATER INC COM 102183100 147642 3300 X 3300 0 0
BOWNE & CO INC DEL COM 103043105 281750 24500 X 24500 0 0
BOYKIN LODGING CO COM 103430104 24510 1900 X 0 0 1900
BOYKIN LODGING CO COM 103430104 19905 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 2860 200 X 200 0 0
BRADY CORPORATION COM CLASS A 104674106 606984 16800 X 16800 0 0
BRASS EAGLE INC COM 10553F106 2974093 323271 X 321718 0 1553
BREAKAWAY SOLUTIONS INC COM 106372105 580 2000 X 2000 0 0
BRIGGS & STRATTON CORP COM 109043109 911465 21650 X 17900 0 3750
BRIGGS & STRATTON CORP COM 109043109 138930 3300 X 3300 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 6735206 214497 X 213297 0 1200
BRIGHTPOINT INC COM 109473108 121800 42000 X 42000 0 0
BRIGHTPOINT INC COM 109473108 2900 1000 X 0 0 1000
BRINKER INTL INC COM 109641100 5118300 198000 X 164250 0 33750
BRINKER INTL INC COM 109641100 33605 1300 X 0 0 1300
BRISTOL MYERS SQUIBB CO 110122108 313647127 5997077 X 5518171 1000 477906
BRISTOL MYERS SQUIBB CO 110122108 210953776 4033533 X 3826456 5844 201233
BRITESMILE INC COM 110415106 18918 1800 X 1800 0 0
BROADBASE SOFTWARE INC COM 11130R100 60611 30767 X 30767 0 0
BROADCOM CORP CL A COM 111320107 1195142 27950 X 27320 0 630
BROADCOM CORP CL A COM 111320107 224747 5256 X 2256 0 3000
BROADVISION INC COM 111412102 120500 24100 X 23400 0 700
BROADVISION INC COM 111412102 3620 724 X 724 0 0
BROADWING INC COM 111620100 804625 32909 X 11809 0 21100
BROADWING INC COM 111620100 518927 21224 X 21224 0 0
BROCADE COMMUNICATIONS SYSTEMS COM 111621108 13556574 308174 X 262341 0 45833
BROCADE COMMUNICATIONS SYSTEMS COM 111621108 528320 12010 X 10660 0 1350
BROOKS AUTOMATION INC COM 11434A100 3567172 77379 X 76958 0 421
BROOKSTONE INC COM 114537103 1157226 65380 X 65053 0 327
BROOKTROUT INC 114580103 74730 9680 X 9380 0 300
BROWN & BROWN INC COM 115236101 15364141 365900 X 221900 0 144000
BROWN FORMAN CORP CL B 115637209 432298 6761 X 4565 0 2196
BROWN FORMAN CORP CL B 115637209 367016 5740 X 5740 0 0
BROWN SHOE COMPANY INC COM 115736100 234650 13000 X 13000 0 0
BRUKER DALTONICS INC COM 116795105 67815 4500 X 0 0 4500
BRUNSWICK BANCORP COM 117030106 2583 224 X 224 0 0
BRUNSWICK CORP COM 117043109 5346194 222480 X 198250 0 24230
BRUNSWICK CORP COM 117043109 14418 600 X 600 0 0
BRUSH ENGINEERED MATERIALS INC 117421107 273600 17100 X 13200 0 3900
BRUSH ENGINEERED MATERIALS INC 117421107 17888 1118 X 1118 0 0
18
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BRYN MAWR BANK CORP COM 117665109 38192 1232 X 1232 0 0
BSB BANCORP INC COM 055652101 4252310 184482 X 122282 0 62200
BSB BANCORP INC COM 055652101 167159 7252 X 2752 0 4500
BUCA COM 117769109 4421775 203300 X 202300 0 1000
BUCKEYE TECHNOLOGIES INC COM 118255108 5997600 416500 X 237600 0 178900
BUCKLE INC COM 118440106 6274800 332000 X 199400 0 132600
BUILDING MATERIALS HOLDING CORP COM 120113105 142974 9400 X 9400 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 652000 32600 X 32600 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 40480 2024 X 2024 0 0
BURLINGTON INDS INC NEW COM 121693105 230 100 X 100 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 39345914 1298545 X 1196171 0 102374
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 5311560 175299 X 168210 0 7089
BURLINGTON RES INC COM 122014103 2970955 74741 X 64473 0 10268
BURLINGTON RES INC COM 122014103 2346085 59021 X 52701 0 6320
BUSH INDS INC CL A 123164105 14465 1100 X 1100 0 0
BUTLER INTL INC NEW COM 123649105 2727 874 X 874 0 0
BUTLER MANUFACTURING CO COM 123655102 117500 4700 X 300 0 4400
BUY.COM INC COM 124269101 300 1000 X 1000 0 0
BANC ONE CORPORATION NEW COM 06423A103 5420120 151400 X 151400
BAXTER INTERNATIONAL INC COM 071813109 1666000 34000 X 34000
BEA SYSTEMS INC COM 073325102 6300 200 X 200
BEBE STORES INC COM 075571109 5733 196 X 196
BINDVIEW DEVELOPMENT CORP COM 090327107 2424 1102 X 1102
BIOTRANSPLANT INC COM 09066Y107 775 100 X 100
BISYS GROUP INC (THE) COM 055472104 39347 702 X 702
Bitstream COM 91736108 97727 31833 X 31833
BOOKHAM TECHNOLOGY COM 09856Q108 289 100 X 100
BOTTOMLINE TECHNOLOGIES INC COM 101388106 4880 1220 X 1220
BRIO TECHNOLOGY INC COM 109704106 237 43 X 43
C & D TECHNOLOGIES INC COM 124661109 616900 19900 X 19400 0 500
C H ROBINSON WORLDWIDE INC COM 12541W100 193417 6935 X 0 0 6935
C H ROBINSON WORLDWIDE INC COM 12541W100 16455 590 X 590 0 0
C-COR.NET CORPORATION COM 125010108 378900 31575 X 23800 0 7775
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 522453 32330 X 32330 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 24240 1500 X 1500 0 0
CABLETRON SYS INC COM 126920107 873076 38209 X 15955 0 22254
CABLETRON SYS INC COM 126920107 45700 2000 X 2000 0 0
CABLEVISION NY GROUP CL A 12686C109 139055 2377 X 2377 0 0
CABLEVISION SYS CORP COM 12686C844 35810 1388 X 1388 0 0
CABOT CORP COM 127055101 30091108 835400 X 817500 0 17900
CABOT CORP COM 127055101 22542505 625833 X 621795 0 4038
CABOT MICROELECTRONICS CORP COM 12709P103 9440616 152268 X 140618 0 11650
CABOT MICROELECTRONICS CORP COM 12709P103 5448188 87874 X 87874 0 0
CABOT OIL & GAS CORP CL A 127097103 8079401 331123 X 329843 0 1280
CABOT OIL & GAS CORP CL A 127097103 803248 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 408900 8700 X 8300 0 400
CADENCE DESIGN SYS INC COM 127387108 6637869 356300 X 282900 0 73400
CADENCE DESIGN SYS INC COM 127387108 95013 5100 X 3100 0 2000
CAL DIVE INTERNATIONAL INC COM 127914109 596058 24230 X 23700 0 530
CALGON CARBON CORP COM 129603106 3012045 383700 X 246200 0 137500
CALIBER LEARNING NETWORK INC COM 129914107 15 1000 X 1000 0 0
CALICO COMMERCE INC COM 129897104 47 162 X 0 0 162
CALIFORNIA COASTAL CMNTYS INC COM 129915203 1326 284 X 0 0 284
CALIFORNIA COASTAL CMNTYS INC COM 129915203 378 81 X 81 0 0
19
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CALIFORNIA FED BK GOODWILL CERT COM 130209604 280 100 X 100 0 0
CALIFORNIA WTR SVC GRP COM 130788102 84465 3293 X 3293 0 0
CALIFORNIA WTR SVC GRP COM 130788102 5130 200 X 200 0 0
CALIPER TECHNOLOGIES CORP COM 130876105 63150 3000 X 500 0 2500
CALLAWAY GOLF CO COM 131193104 48980 3100 X 1700 0 1400
CALLAWAY GOLF CO COM 131193104 49454 3130 X 3130 0 0
CALLON PETROLEUM CO DEL COM 13123X102 9974240 841708 X 722708 0 119000
CALPINE CORP COM 131347106 6030121 159527 X 123702 0 35825
CALPINE CORP COM 131347106 150066 3970 X 3470 0 500
CAMBREX CORP COM 132011107 1183572 23400 X 18500 0 4900
CAMBRIDGE TECH PARTNERS MA INC COM 132524109 31134 8795 X 8195 0 600
CAMBRIDGE TECH PARTNERS MA INC COM 132524109 11682 3300 X 3300 0 0
CAMDEN NATIONAL CORP COM 133034108 465968 29123 X 29123 0 0
CAMPBELL SOUP CO COM 134429109 2620887 101782 X 79989 0 21793
CAMPBELL SOUP CO COM 134429109 3578915 138987 X 129842 2000 7145
CANADA SOUTHN PETE LTD 135231108 470 60 X 60 0 0
CANNONDALE CORP COM 137798104 414 105 X 105 0 0
CAPITAL ONE FINL CORP COM 14040H105 17352854 288493 X 265598 0 22895
CAPITAL ONE FINL CORP COM 14040H105 4891819 81327 X 79677 0 1650
CAPITAL PROPERTIES INC RI COM 140430109 19320 2100 X 2100 0 0
CAPITAL TRUST CL A COM 14052H100 26 4 X 4 0 0
CAPSTONE TURBINE CORP COM 14067D102 176720 8000 X 700 0 7300
CAPSTONE TURBINE CORP COM 14067D102 22090 1000 X 1000 0 0
CAPTARIS INC COM 14071N104 47008 22600 X 22600 0 0
CAPTARIS INC COM 14071N104 884 425 X 425 0 0
CARAUSTAR INDS INC COM 140909102 177560 19300 X 7200 0 12100
CARBO CERAMICS INC COM 140781105 11856 320 X 20 0 300
CARDINAL HEALTH INC COM 14149Y108 100609728 1458112 X 1383374 0 74738
CARDINAL HEALTH INC COM 14149Y108 11272737 163373 X 153885 75 9413
CARECENTRIC INC COM RESTRICTED 14166Y106 7101 2407 X 2407 0 0
CARECENTRIC INC COM RESTRICTED 14166Y106 198004 67120 X 67120 0 0
CAREER ED CORP COM 141665109 431879 7210 X 0 0 7210
CAREMARK RX INC COM 141705103 254794 15489 X 3587 0 11902
CAREMARK RX INC COM 141705103 49580 3014 X 2802 0 212
CARLISLE COMPANIES INC 142339100 186415 5346 X 5346 0 0
CARLISLE COMPANIES INC 142339100 418824 12011 X 12011 0 0
CARNIVAL CORP CL A COM 143658102 14922533 486076 X 435288 0 50788
CARNIVAL CORP CL A COM 143658102 1385952 45145 X 31665 0 13480
CARPENTER TECH CORP COM 144285103 108373 3700 X 2900 0 800
CARPENTER TECH CORP COM 144285103 70062 2392 X 2392 0 0
CARREKER CORPORATION COM 144433109 348300 16200 X 15600 0 600
CARREKER CORPORATION COM 144433109 43000 2000 X 0 0 2000
CARRINGTON LABS INC COM 144525102 1130 1000 X 1000 0 0
20
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CARTER WALLACE INC COM 146285101 58050 3000 X 3000 0 0
CARTER WALLACE INC COM 146285101 82818 4280 X 4280 0 0
CASCADE NATURAL GAS CORP COM 147339105 7061546 331528 X 220628 0 110900
CASELLA WASTE SYSTEMS INC CL A COM 147448104 63 5 X 5 0 0
CASEYS GEN STORES INC COM 147528103 3775330 290410 X 246010 0 44400
CASH AMERICAN INTERNATIONAL INC COM 14754D100 5079940 597640 X 594740 0 2900
CASTLE A M & CO COM 148411101 138844 10300 X 1488 0 8812
CASTLE A M & CO COM 148411101 206244 15300 X 15300 0 0
CASTLE ENERGY CORP NEW COM 148449309 17760 3000 X 3000 0 0
CATALINA MARKETING CORP COM 148867104 234927 7700 X 0 0 7700
CATELLUS DEV CORP COM 149111106 809157 46370 X 370 0 46000
CATELLUS DEV CORP COM 149111106 27135 1555 X 1555 0 0
CATERPILLAR INC COM 149123101 15445180 308595 X 231629 0 76966
CATERPILLAR INC COM 149123101 8810051 176025 X 171409 0 4616
CATHAY BANCORP INC COM 149150104 486686 8899 X 8899 0 0
CATHAY BANCORP INC COM 149150104 164070 3000 X 3000 0 0
CATO CORP NEW COM 149205106 382592 19600 X 18300 0 1300
CAVALIER HOMES INC COM 149507105 1450 500 X 500 0 0
CCBT FINANCIAL CO COM 12500Q102 589304 19650 X 18850 0 800
CCBT FINANCIAL CO COM 12500Q102 893702 29800 X 29800 0 0
CDI CORP 125071100 241258 14200 X 13100 0 1100
CEC ENTMT INC COM 125137109 17895741 362629 X 237279 0 125350
CECO ENVIRONMENTAL CORPORATION 125141101 19500 10000 X 0 0 10000
CELERITEK INC COM 150926103 6503 435 X 435 0 0
CELESTICA INC COM 15101Q108 23183652 450168 X 445168 0 5000
CELGENE CORP COM 151020104 875021 30330 X 8295 0 22035
CELGENE CORP COM 151020104 57700 2000 X 2000 0 0
CELL GENESYS INC COM 150921104 148830 7260 X 1010 0 6250
CELL GENESYS INC COM 150921104 4100 200 X 200 0 0
CELL PATHWAYS INC NEW 15114R101 10761 1700 X 700 0 1000
CELL PATHWAYS INC NEW 15114R101 633 100 X 100 0 0
CELL THERAPEUTICS INC COM 150934107 24876 900 X 0 0 900
CENDANT CORP COM 151313103 29992658 1538085 X 1390861 0 147224
CENDANT CORP COM 151313103 1130045 57951 X 56951 0 1000
CENTER BANCORP INC COM 151408101 128625 5807 X 5807 0 0
CENTERPOINT PROPERTIES TRUST 151895109 747980 14900 X 800 0 14100
CENTEX CORP COM 152312104 18220548 447130 X 418705 0 28425
CENTEX CORP COM 152312104 1341653 32924 X 31824 0 1100
CENTILLIUM COMMUNICATIONS INC COM 152319109 66798 2700 X 0 0 2700
CENTILLIUM COMMUNICATIONS INC COM 152319109 79168 3200 X 0 0 3200
CENTRA SOFTWARE INC COM 15234X103 3569599 210100 X 194485 0 15615
CENTRA SOFTWARE INC COM 15234X103 10738 632 X 632 0 0
CENTRAL PKG CORP COM 154785109 499290 26700 X 26700 0 0
21
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CENTRAL VT PUB SVC CORP COM 155771108 219053 11584 X 9824 0 1760
CENTRAL VT PUB SVC CORP COM 155771108 64805 3427 X 3427 0 0
CENTURY ALUMINUM COMPANY COM 156431108 57744 3600 X 500 0 3100
CENTURY BANCORP CL A NON VTG 156432106 40400 2000 X 2000 0 0
CENTURYTEL INC COM 156700106 25024649 825896 X 816057 0 9839
CENTURYTEL INC COM 156700106 1234089 40729 X 32681 0 8048
CEPHALON INC COM 156708109 3102705 44010 X 30700 0 13310
CEPHALON INC COM 156708109 21150 300 X 300 0 0
CERIDIAN CORP COM 156779100 1015588 52978 X 800 0 52178
CERIDIAN CORP COM 156779100 11502 600 X 600 0 0
CERNER CORP COM 156782104 1293600 30800 X 25400 0 5400
CERUS CORP COM 157085101 5481212 75530 X 75130 0 400
CFS BANCORP INC COM 12525D102 6915 500 X 500 0 0
CH ENERGY GROUP INC COM 12541M102 846038 19250 X 19250 0 0
CH ENERGY GROUP INC COM 12541M102 223398 5083 X 5083 0 0
CHALONE WINE GROUP LTD COM 157639105 1210 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 397162 34900 X 30100 0 4800
CHARLES RIVER ASSOCIATES COM 159852102 4599508 262829 X 243914 0 18915
CHARLES RIVER LABORATORIES COM 159864107 178500 5250 X 550 0 4700
CHARTER COMMUN INC CL A COM 16117M107 754859 32328 X 6078 0 26250
CHARTER COMMUN INC CL A COM 16117M107 11675 500 X 500 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 58154 3646 X 1256 0 2390
CHARTER ONE FINL INC COM 160903100 60449926 1894982 X 1723554 0 171428
CHARTER ONE FINL INC COM 160903100 4506449 141268 X 116500 0 24768
CHASE CORP COM 16150R104 27593 2309 X 2309 0 0
CHASE CORP COM 16150R104 23900 2000 X 2000 0 0
CHASE INDS INC COM 161568100 88730 9500 X 0 0 9500
CHEAP TICKETS INC COM 162672109 9664 640 X 40 0 600
CHECK POINT SOFTWARE TECH COM M22465104 5690389 112525 X 99800 0 12725
CHECK POINT SOFTWARE TECH COM M22465104 118840 2350 X 850 0 1500
CHECKFREE CORP NEW COM 162813109 438796 12512 X 512 0 12000
CHECKPOINT SYS INC COM 162825103 547712 31120 X 24020 0 7100
CHEESECAKE FACTORY INC 163072101 8375017 295937 X 295937 0 0
CHEESECAKE FACTORY INC 163072101 128397 4537 X 0 0 4537
CHEMED CORP COM 163596109 274664 7600 X 3200 0 4400
CHEMFIRST INC COM 16361A106 285580 10900 X 10900 0 0
CHESAPEAKE CORP COM 165159104 274725 11100 X 11100 0 0
CHESAPEAKE CORP COM 165159104 103950 4200 X 0 0 4200
CHESAPEAKE ENERGY CORP COM 165167107 220456 32420 X 220 0 32200
CHESAPEAKE UTILITIES 165303108 30208 1600 X 1600 0 0
CHEVRON CORP COM 166751107 86360259 954257 X 873241 0 81016
CHEVRON CORP COM 166751107 84885109 937957 X 915948 953 21056
CHICOS FAS INC COM 168615102 949769 31925 X 19350 0 12575
CHICOS FAS INC COM 168615102 10413 350 X 350 0 0
22
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 3579500 715900 X 471800 0 244100
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 12500 2500 X 2500 0 0
CHILDRENS PL RETAIL STORES INC 168905107 53600 2000 X 0 0 2000
CHILES OFFSHORE INC COM 16888M104 271575 15300 X 0 0 15300
CHINADOTCOM CORPORATION COM G2108N109 536 200 X 200 0 0
CHIPPAC INC CL A COM 169657103 9396 900 X 0 0 900
CHIQUITA BRANDS INTL INC COM 170032106 443 312 X 312 0 0
CHIRON CORP COM 170040109 1629144 31944 X 31904 0 40
CHIRON CORP COM 170040109 723996 14196 X 14196 0 0
CHITTENDEN CORP 170228100 933249 27734 X 26234 0 1500
CHITTENDEN CORP 170228100 486310 14452 X 14452 0 0
CHOICE HOTELS INTL INC COM 169905106 5475 365 X 365 0 0
CHOICE ONE COMMUNICATIONS INC COM 17038P104 506 75 X 75 0 0
CHOICEPOINT INC COM 170388102 532563 12665 X 12615 0 50
CHOICEPOINT INC COM 170388102 956722 22752 X 22752 0 0
CHRIS-CRAFT INDUSTRIES INC COM 170520100 267036 3740 X 346 0 3394
CHRISTOPHER & BANKS CORP COM 171046105 259985 7975 X 0 0 7975
CHRISTOPHER & BANKS CORP COM 171046105 4890 150 X 150 0 0
CHROMATICS COLOR SCIENCES INTL COM 171116304 715 5500 X 5500 0 0
CHROMAVISION MED SYS INC COM 17111P104 6526 1300 X 1300 0 0
CHUBB CORP 171232101 48253757 623192 X 568623 0 54569
CHUBB CORP 171232101 9919170 128105 X 119622 50 8433
CHURCH & DWIGHT CO COM 171340102 17815 700 X 700 0 0
CIBER INC COM 17163B102 410465 43900 X 43900 0 0
CIENA COM 171779101 1329886 34997 X 3447 0 31550
CIENA COM 171779101 139650 3675 X 1675 0 2000
CIGNA CORP COM 125509109 60861510 635165 X 593085 0 42080
CIGNA CORP COM 125509109 54467346 568434 X 542926 500 25008
CIMA LABS INC COM 171796105 23550 300 X 0 0 300
CIMA LABS INC COM 171796105 831708 10595 X 10595 0 0
CINCINNATTI FINL CORP COM 172062101 1437326 36388 X 35957 0 431
CINCINNATTI FINL CORP COM 172062101 1482040 37520 X 36530 0 990
CINERGY CORP COM 172474108 2538419 72630 X 31298 0 41332
CINERGY CORP COM 172474108 884794 25316 X 14416 0 10900
CINTAS CORP COM 172908105 10985023 237514 X 221264 0 16250
CINTAS CORP COM 172908105 896788 19390 X 18340 0 1050
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 2018 299 X 299 0 0
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 985601 146015 X 0 0 146015
CIPRICO INC COM 172529109 220500 29400 X 0 0 29400
CIRCOR INTL INC COM 17273K109 4929455 273100 X 182300 0 90800
CIRCOR INTL INC COM 17273K109 1805 100 X 100 0 0
CIRCUIT CITY GROUP COM 172737108 26206146 1455897 X 1398125 0 57772
CIRCUIT CITY GROUP COM 172737108 1715652 95314 X 89414 0 5900
23
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CIRRUS LOGIC INC COM 172755100 153150 6650 X 5850 0 800
CISCO SYS INC COM 17275R102 316859215 17409847 X 16413315 0 996532
CISCO SYS INC COM 17275R102 86093098 4730390 X 4353386 12700 364304
CITIGROUP INC COM 172967101 796508998 15073978 X 14098657 38 975283
CITIGROUP INC COM 172967101 227409833 4303744 X 3985479 3948 314317
CITIZENS COMMUNICATIONS CO COM 17453B101 812989 67468 X 53686 0 13782
CITIZENS COMMUNICATIONS CO COM 17453B101 1213652 100718 X 100718 0 0
CITRIX SYSTEMS INC COM 177376100 1240695 35550 X 22850 0 12700
CITRIX SYSTEMS INC COM 177376100 15356 440 X 440 0 0
CITY NATL CORP COM 178566105 44290 1000 X 1000 0 0
CIVIC BANCORP COM 178788105 12351 802 X 802 0 0
CLAIRES STORES INC COM 179584107 3444531 177920 X 177920 0 0
CLAIRES STORES INC COM 179584107 9680 500 X 500 0 0
CLARCOR INC COM 179895107 4747080 176800 X 113900 0 62900
CLARK/BARDES INC COM 180668105 2230 100 X 100 0 0
CLAYTON HOMES INC 184190106 3143355 199959 X 196011 0 3948
CLAYTON HOMES INC 184190106 80848 5143 X 2460 0 2683
CLEAN HBRS INC COM 184496107 12375 4500 X 4500 0 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 6500360 103674 X 66074 0 37600
CLEAR CHANNEL COMMUNICATIONS INC 184502102 503983 8038 X 3313 0 4725
CLECO CORP NEW COM 12561W105 91228 4010 X 2010 0 2000
CLECO CORP NEW COM 12561W105 611657 26886 X 22386 0 4500
CLEVELAND-CLIFFS INC COM 185896107 168350 9100 X 7400 0 1700
CLICK COMMERCE INC COM 18681D109 900 100 X 100 0 0
CLICK2LEARN INC COM 18681S106 1296 800 X 800 0 0
CLOROX CO COM 189054109 4204339 124205 X 34077 0 90128
CLOROX CO COM 189054109 2067964 61092 X 56292 0 4800
CLOSURE MEDICAL CORP COM 189093107 359343 15644 X 15170 0 474
CMGI INC COM 125750109 32784 10928 X 10928 0 0
CMGI INC COM 125750109 21120 7040 X 6340 0 700
CMS ENERGY CORP 125896100 1228408 44108 X 37100 0 7008
CMS ENERGY CORP 125896100 19495 700 X 700 0 0
CNA FINANCIAL 126117100 611475 15500 X 4500 0 11000
CNB FINL CORP COM 125921106 294481 15987 X 15987 0 0
CNET NETWORKS INC COM 12613R104 29120 2240 X 2240 0 0
CNF INC COM 12612W104 4007263 141850 X 126800 0 15050
CNF INC COM 12612W104 11300 400 X 400 0 0
COACH INC COM 189754104 3158 83 X 83 0 0
COACH INC COM 189754104 95125 2500 X 0 0 2500
COACHMEN INDS INC COM 189873102 212000 16000 X 11500 0 4500
COASTAL BANCORP INC COM 19041P105 102272 3200 X 0 0 3200
COCA COLA BOTTLING CO CONS COM 191098102 251840 6400 X 1200 0 5200
COCA COLA CO COM 191216100 137366595 3052591 X 2828274 0 224317
COCA COLA CO COM 191216100 113362335 2519163 X 2381897 7444 129822
24
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
COCA COLA ENTERPRISES INC COM 191219104 748013 45750 X 44441 0 1309
COCA COLA ENTERPRISES INC COM 191219104 470063 28750 X 27150 0 1600
COGNEX CORP COM 192422103 4865938 143750 X 136450 0 7300
COGNEX CORP COM 192422103 156150 4613 X 4613 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 271043 6385 X 450 0 5935
COHERENT INC COM 192479103 766804 21200 X 18100 0 3100
COHU INC COM 192576106 362520 16112 X 15512 0 600
COINSTAR INC COM 19259P300 10168 457 X 457 0 0
COLE NATL CORP NEW CL A COM 193290103 118000 8000 X 8000 0 0
COLGATE PALMOLIVE CO COM 194162103 48031605 814233 X 726674 0 87559
COLGATE PALMOLIVE CO COM 194162103 28911353 490106 X 469636 0 20470
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 7175 875 X 875 0 0
COLONIAL BANCGROUP INC COM 195493309 368387 25618 X 22218 0 3400
COLUMBIA BKG SYS INC COM 197236102 12734 998 X 998 0 0
COLUMBIA LABS INC COM 197779101 48540 6000 X 6000 0 0
COMARCO INC COM 200080109 6002 405 X 0 0 405
COMCAST CORP CL A COM 200300101 1580560 36800 X 35800 0 1000
COMCAST CORP CL A COM 200300101 191042 4448 X 3323 0 1125
COMCAST CORP CL A SPECIAL 200300200 150708279 3472541 X 3193999 0 278542
COMCAST CORP CL A SPECIAL 200300200 20403772 470133 X 441503 950 27680
COMDISCO INC COM 200336105 4549 3420 X 1420 0 2000
COMDISCO INC COM 200336105 372 280 X 280 0 0
COMERICA INC COM 200340107 15113952 262395 X 227912 0 34483
COMERICA INC COM 200340107 2745216 47660 X 47660 0 0
COMMERCE BANCORP INC NJ COM 200519106 6214085 88646 X 86792 0 1854
COMMERCE BANCORP INC NJ COM 200519106 1560426 22260 X 22260 0 0
COMMERCE BANCSHARES INC COM 200525103 1897214 51415 X 515 0 50900
COMMERCE BANCSHARES INC COM 200525103 2011530 54513 X 54513 0 0
COMMERCE GROUP INC MA COM 200641108 22074 600 X 600 0 0
COMMERCE GROUP INC MA COM 200641108 3138003 85295 X 79855 0 5440
COMMERCE ONE COM 200693109 26572 4550 X 100 0 4450
COMMERCE ONE COM 200693109 1168 200 X 0 0 200
COMMERCIAL BK NY COM 201462108 185358 5890 X 0 0 5890
COMMERCIAL FED CORP COM 201647104 1195425 51750 X 26400 0 25350
COMMERCIAL METALS CO COM 201723103 755524 23588 X 15322 0 8266
COMMERCIAL METALS CO COM 201723103 60857 1900 X 1900 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 11642 817 X 817 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 242 17 X 0 0 17
COMMONWEALTH INDS INC DEL COM 203004106 54656 12200 X 12200 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 2992 68 X 68 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 28308 670 X 70 0 600
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 78163 1850 X 1850 0 0
COMMSCOPE INC COM 203372107 155100 6600 X 0 0 6600
25
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
COMMUNICATION INTELLIGENCE CORP COM 20338K106 7280 8000 X 6000 0 2000
COMMUNICATION INTELLIGENCE CORP COM 20338K106 17811 19573 X 19573 0 0
COMMUNITY BANK SYS COM 203607106 697200 24900 X 24900 0 0
COMMUNITY BANK SYS COM 203607106 167776 5992 X 5992 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 722016 31392 X 31392 0 0
COMMUNITY HEALTH SYS INC COM 203668108 250750 8500 X 0 0 8500
COMMUNITY SVGS BANKSHARES INC COM 204037105 14450 1000 X 1000 0 0
COMPAQ COMPUTER CORP COM 204493100 38571164 2517700 X 2127952 0 389748
COMPAQ COMPUTER CORP COM 204493100 2824211 184348 X 175988 800 7560
COMPASS BANCSHARES INC COM 20449H109 153700 5800 X 5800 0 0
COMPASS BANCSHARES INC COM 20449H109 10600 400 X 400 0 0
COMPUCOM SYS INC COM 204780100 2700 1000 X 1000 0 0
COMPUDYNE CORP COM 204795306 598500 70000 X 70000 0 0
COMPUDYNE CORP COM 204795306 38475 4500 X 4500 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 11525436 320151 X 229338 0 90813
COMPUTER ASSOCIATES INTL INC COM 204912109 2413404 67039 X 66364 0 675
COMPUTER HORIZONS CORP COM 205908106 1244 400 X 400 0 0
COMPUTER MOTION INC COM 205253107 9275 2500 X 200 0 2300
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 89060 8394 X 561 0 7833
COMPUTER SCIENCES CORP COM 205363104 29786794 860890 X 797939 0 62951
COMPUTER SCIENCES CORP COM 205363104 2984423 86255 X 74455 0 11800
COMPUTER TASK GROUP INC COM 205477102 4674455 1284191 X 840891 0 443300
COMPUWARE CORP COM 205638109 4633922 331231 X 314336 0 16895
COMPUWARE CORP COM 205638109 6715 480 X 480 0 0
COMSTOCK RES INC COM 205768203 20705 2020 X 2020 0 0
COMVERSE TECHNOLOGY INC COM 205862402 4034972 70665 X 54065 0 16600
COMVERSE TECHNOLOGY INC COM 205862402 17130 300 X 300 0 0
CONAGRA FOODS INC COM 205887102 18507255 934238 X 762634 0 171604
CONAGRA FOODS INC COM 205887102 4830015 243817 X 237792 1900 4125
CONCORD CAMERA CORP COM 206156101 129800 22000 X 22000 0 0
CONCORD COMMUNICATIONS INC COM 206186108 108900 12100 X 12100 0 0
CONCORD COMMUNICATIONS INC COM 206186108 2700 300 X 300 0 0
CONCORD EFS INC COM 206197105 29663851 570349 X 540690 0 29659
CONCORD EFS INC COM 206197105 2201791 42334 X 41234 0 1100
CONCURRENT COMPUTER CORP COM 206710204 2100 300 X 300 0 0
CONE MLS CORP N C COM 206814105 25929 20100 X 20100 0 0
CONECTIV INC CL A COM 206829202 24453 1254 X 1254 0 0
CONECTIV INC CL A COM 206829202 12558 644 X 644 0 0
CONECTIV INC COM 206829103 6817608 315630 X 188180 0 127450
CONECTIV INC COM 206829103 328752 15220 X 15220 0 0
CONEXANT SYSTEMS INC COM 207142100 651739 72820 X 72220 0 600
CONEXANT SYSTEMS INC COM 207142100 243870 27248 X 18983 0 8265
CONMED CORP COM 207410101 918914 35275 X 14750 0 20525
CONMED CORP COM 207410101 12999 499 X 0 0 499
26
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CONNECTICUT BANCSHARES INC COM 207540105 2822204 107800 X 74800 0 33000
CONNECTICUT WTR SVC INC COM 207797101 182046 5266 X 5266 0 0
CONNECTICUT WTR SVC INC COM 207797101 187093 5412 X 5412 0 0
CONOCO INC CL A COM 208251306 1391388 49340 X 37440 0 11900
CONOCO INC CL A COM 208251306 597135 21175 X 20025 0 1150
CONOCO INC CL B COM 208251405 95473000 3303564 X 3099430 439 203695
CONOCO INC CL B COM 208251405 23809149 823846 X 782100 2248 39498
CONSECO INC COM 208464107 8657829 625114 X 535061 0 90053
CONSECO INC COM 208464107 986383 71219 X 70219 0 1000
CONSOL ENERGY INC COM 20854P109 7590 300 X 300 0 0
CONSOLIDATED EDISON INC COM 209115104 6055490 152148 X 116718 0 35430
CONSOLIDATED EDISON INC COM 209115104 2612552 65642 X 54674 1368 9600
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 4480 500 X 500 0 0
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 1120 125 X 125 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 163200 9600 X 9600 0 0
CONSOLIDATED TOMOKA LD CO 210226106 2549 169 X 169 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 4362400 106400 X 105800 0 600
CONSTELLATION BRANDS INC CL A COM 21036P108 16400 400 X 400 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 13427264 315194 X 288211 0 26983
CONSTELLATION ENERGY GROUP INC COM 210371100 4521692 106143 X 97018 0 9125
CONSUMER PORTFOLIO SVCS INC COM 210502100 525 300 X 300 0 0
CONTINENTAL AIRLS INC CL B COM 210795308 14775 300 X 0 0 300
CONVERGYS CORP COM 212485106 4560944 150775 X 145800 0 4975
CONVERGYS CORP COM 212485106 758489 25074 X 25074 0 0
COOPER CAMERON CORP COM 216640102 13970925 250375 X 229950 0 20425
COOPER CAMERON CORP COM 216640102 55856 1001 X 1001 0 0
COOPER COMPANIES INC COM 216648402 729880 14200 X 10700 0 3500
COOPER INDS INC COM 216669101 2358178 59565 X 32121 0 27444
COOPER INDS INC COM 216669101 948972 23970 X 22770 0 1200
COOPER TIRE & RUBBER CO COM 216831107 3803967 267885 X 248187 0 19698
COOPER TIRE & RUBBER CO COM 216831107 59285 4175 X 4175 0 0
COORS ADOLPH CO CL B 217016104 249144 4965 X 3230 0 1735
COPART INC COM 217204106 1824469 62375 X 40200 0 22175
COPART INC COM 217204106 131625 4500 X 0 0 4500
COPPER MOUNTAIN NETWORKS INC COM 217510106 85391 20827 X 20827 0 0
COPPER MOUNTAIN NETWORKS INC COM 217510106 4920 1200 X 200 0 1000
COPYTELE INC COM 217721109 8540 14000 X 14000 0 0
COR THERAPEUTICS INC COM 217753102 196725 6450 X 6450 0 0
COR THERAPEUTICS INC COM 217753102 12200 400 X 400 0 0
COREL CORPORATION COM 21868Q109 1116 400 X 400 0 0
CORINTHIAN COLLEGES INC COM 218868107 45658 970 X 0 0 970
CORIXA CORP COM 21887F100 13400 785 X 785 0 0
CORN PRODS INTL INC COM 219023108 10384928 324529 X 228729 0 95800
CORN PRODS INTL INC COM 219023108 526624 16457 X 14857 0 1600
27
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CORNING INC COM 219350105 63272265 3786491 X 3465742 0 320749
CORNING INC COM 219350105 27211901 1628480 X 1085049 1200 542231
CORPORATE EXECUTIVE BRD CO COM 21988R102 748650 17825 X 16000 0 1825
CORPORATE EXECUTIVE BRD CO COM 21988R102 121800 2900 X 0 0 2900
CORTEX PHARMACEUTICALS INC COM NEW 220524300 5 2 X 0 0 2
CORUS BANKSHARES INC COM 220873103 18075 300 X 0 0 300
CORVIS CORP COM 221009103 13170 3000 X 2900 0 100
CORVIS CORP COM 221009103 7024 1600 X 0 0 1600
COST PLUS INC CALIF 221485105 465000 15500 X 15500 0 0
COST PLUS INC CALIF 221485105 25410 847 X 847 0 0
COSTAR GROUP INC COM 22160N109 289300 11000 X 11000 0 0
COSTCO WHOLESALE CORP COM NEW 22160K105 42556128 1035933 X 950027 0 85906
COSTCO WHOLESALE CORP COM NEW 22160K105 739358 17998 X 13998 0 4000
COTELLIGENT GROUP INC COM 221630106 592 800 X 800 0 0
COUNTRYWIDE CR INDS INC 222372104 29559062 644269 X 617099 0 27170
COUNTRYWIDE CR INDS INC 222372104 194990 4250 X 4250 0 0
COUSINS PROPERTIES INC 222795106 3565680 132800 X 0 0 132800
COVAD COMMUNICATIONS COM 222814204 202 200 X 0 0 200
COVAD COMMUNICATIONS COM 222814204 520 515 X 515 0 0
COVANCE INC COM 222816100 261970 11566 X 11566 0 0
COVANCE INC COM 222816100 201562 8899 X 7719 0 1180
COVANSYS CORP COM 22281W103 8475 750 X 750 0 0
COVANSYS CORP COM 22281W103 2260 200 X 200 0 0
COVANTA ENERGY CORP COM 22281N103 46150 2500 X 300 0 2200
COVANTA ENERGY CORP COM 22281N103 33228 1800 X 1800 0 0
COVENTRY HEALTH CARE INC COM 222862104 931220 46100 X 39500 0 6600
COX COMMUNICATIONS INC CL A NEW COM 224044107 2823416 63734 X 48289 0 15445
COX COMMUNICATIONS INC CL A NEW COM 224044107 752037 16976 X 10594 0 6382
CPB INC COM 125903104 35496 1200 X 0 0 1200
CPI CORP COM 125902106 137200 5600 X 5600 0 0
CRACKER BARRELL GROUP INC COM 12489V106 52545 3100 X 0 0 3100
CRACKER BARRELL GROUP INC COM 12489V106 11865 700 X 700 0 0
CRANE CO COM 224399105 627750 20250 X 19897 0 353
CRAWFORD & CO CL A COM 224633206 251200 20096 X 20096 0 0
CRAWFORD & CO CL B COM 224633107 345006 19167 X 19167 0 0
CRAY INC COM 225223106 476 200 X 200 0 0
CREDENCE SYS CORP COM 225302108 4375320 180500 X 168200 0 12300
CREE INC COM 225447101 1024230 39175 X 24550 0 14625
CREE INC COM 225447101 20916 800 X 800 0 0
CRESTLINE CAP CORP COM 226153104 311 10 X 10 0 0
CRESTLINE CAP CORP COM 226153104 21911 705 X 700 0 5
CRITICAL PATH COM 22674V100 791 775 X 775 0 0
CROMPTON CORP COM 227116100 14250540 1307389 X 45258 0 1262131
CROMPTON CORP COM 227116100 4597380 421778 X 421778 0 0
28
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CROSS A T CO CL A COM 227478104 1168206 175670 X 126470 0 49200
CROSS A T CO CL A COM 227478104 3446030 518200 X 518200 0 0
CROSSMANN COMMUNITIES INC COM 22764E109 19845 500 X 0 0 500
CROSSROADS SYSTEMS COM 22765D100 30828 4750 X 4750 0 0
CROWN CASTLE INTL CORP COM 228227104 78720 4800 X 0 0 4800
CROWN CASTLE INTL CORP COM 228227104 73800 4500 X 2500 0 2000
CROWN CORK & SEAL INC COM 228255105 232980 62128 X 36718 0 25410
CROWN CORK & SEAL INC COM 228255105 32438 8650 X 8500 0 150
CRYO-CELL INTL INC COM 228895108 27250 5000 X 5000 0 0
CRYOLIFE INC COM 228903100 562513 13750 X 13750 0 0
CRYOLIFE INC COM 228903100 30683 750 X 750 0 0
CSG SYS INTL INC COM 126349109 323532 5700 X 0 0 5700
CSP INCORPORATED COM 126389105 18900 5000 X 5000 0 0
CSX CORP COM 126408103 7404339 204314 X 139811 0 64503
CSX CORP COM 126408103 3666582 101175 X 97365 0 3810
CT COMMUNICATIONS INC COM 126426402 7908342 426096 X 301496 0 124600
CTB INTERNATIONAL CORP COM 125960104 3111504 353580 X 222880 0 130700
CTC COMMUNICATIONS GROUP INC 126419100 22185 7250 X 2250 0 5000
CTS CORP COM 126501105 3038305 148210 X 135710 0 12500
CTS CORP COM 126501105 16400 800 X 800 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 236170 6215 X 6215 0 0
CULLEN FROST BANKERS INC COM 229899109 1709764 50510 X 30100 0 20410
CULLEN FROST BANKERS INC COM 229899109 5755 170 X 170 0 0
CULP INC COM 230215105 1360800 302400 X 188300 0 114100
CUMMINS INC COM 231021106 254646 6580 X 3821 0 2759
CUMMINS INC COM 231021106 7740 200 X 200 0 0
CUNO INCORPORATED COM 126583103 2996280 99876 X 99601 0 275
CURAGEN CORP COM 23126R101 33488 920 X 520 0 400
CURAGEN CORP COM 23126R101 113204 3110 X 1910 0 1200
CURATIVE HEALTH SERVICES INC 231264102 36540 5800 X 5800 0 0
CURTISS-WRIGHT CORP COM 231561101 53700 1000 X 0 0 1000
CURTISS-WRIGHT CORP COM 231561101 2148 40 X 40 0 0
CV THERAPEUTICS INC COM 126667104 245100 4300 X 200 0 4100
CVS CORP COM 126650100 158536916 4107174 X 3903172 0 204002
CVS CORP COM 126650100 28420485 736282 X 660217 1750 74315
CYBEAR GROUP COM 23243C102 296 629 X 629 0 0
CYBEAR GROUP COM 23243C102 107 228 X 228 0 0
CYBER-CARE INC COM 23243T105 1250 1000 X 1000 0 0
CYBERION OUTPOST INC COM 231914102 59 100 X 100 0 0
CYBERONICS INC COM 23251P102 212940 12600 X 0 0 12600
CYBEROPTICS CORP COM 232517102 36600 3000 X 3000 0 0
CYBERSOURCE CORP COM 23251J106 3726 2300 X 2300 0 0
CYBEX INTERNATIONAL INC COM 23252E106 8250 5000 X 0 0 5000
29
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CYGNUS INC COM 232560102 214738 20950 X 20950 0 0
CYMER INC COM 232572107 566496 22400 X 22400 0 0
CYMER INC COM 232572107 505800 20000 X 0 0 20000
CYPRESS SEMICONDUCTOR CORP 232806109 3750413 157250 X 147050 0 10200
CYPRESS SEMICONDUCTOR CORP 232806109 16695 700 X 700 0 0
CYTEC INDS INC COM 232820100 220286 5797 X 2797 0 3000
CYTEC INDS INC COM 232820100 285190 7505 X 7106 0 399
CYTOGEN CORP COM 232824102 68753 12732 X 6850 0 5882
CYTYC CORP COM 232946103 252628 10960 X 6000 0 4960
CYTYC CORP COM 232946103 641712 27840 X 27840 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 5490 90 X 90
CacheFlow, Inc COM 126946102 6296 1277 X 1277
CacheFlow, Inc COM 126946102 5305 1076 X 1076
CacheFlow, Inc COM 126946102 20879 4235 X 4235
C-BRIDGE INTERNET SOLUTIONS COM 12500B105 3575 2383 X 2383
CELLPOINT INC COM 15115E109 1300 500 X 500
CEPHALON, INC COM 156708109 84600 1200 X 1200
CERAGON NETWORKS LTD COM M22013102 248 80 X 80
CERTICOM CORP COM 156915100 1757 700 X 700
CHARLOTTE RUSSE HOLDINGS, INC. COM 161048103 7567 327 X 327
CHECK POINT SOFTWARE TECH LTD COM M22465104 3487 70 X 70
CHECKFREE CORP COM 162813109 3935 119 X 119
CHEVRON CORP COM 166751107 859750 9500 X 9500
CIENA CORP COM 171779101 760000 20000 X 20000
CNET NETWORKS INC COM 12613R104 11868 920 X 920
COGNEX CORP COM 192422103 3385 100 X 100
COMCAST CORP CL A SPL COM 200300200 7671427 176761 X 176761
COMPAQ COMPUTER CORPORATION COM 204493100 2904375 187500 X 187500
COMPUGEN LTD COM M25722105 17326 3983 X 3983
COR THERAPEUTICS INC COM 217753102 330 11 X 11
CORECOMM LIMITED COM 21869Q108 18000 100000 X 100000
CORVIS CORPORATION COM 221009103 88 20 X 20
COST PLUS INC COM 221485105 22560 800 X 800
COSTAR GROUP INC COM 22160N109 36096 1373 X 1373
CRITICAL PATH, INC COM 22674V100 344 382 X 382
CURAGEN CORP COM 23126R101 7164 199 X 199
D R HORTON INC COM 23331A109 12365462 544734 X 509866 0 34868
DAISYTEK INTL CORP COM 234053106 6300 400 X 0 0 400
DAL-TILE INTERNATIONAL INC COM 23426R108 4340162 233971 X 227086 0 6885
DALEEN TECHNOLOGIES INC COM 23437N104 4920 6000 X 6000 0 0
DANA CORP COM 235811106 2018000 86461 X 41332 0 45129
DANA CORP COM 235811106 3522846 150936 X 150686 0 250
DANAHER CORP COM 235851102 15537312 277452 X 256181 0 21271
DANAHER CORP COM 235851102 509768 9103 X 3903 0 5200
DARDEN RESTAURANTS INC COM 237194105 2834668 101601 X 53856 0 47745
DARDEN RESTAURANTS INC COM 237194105 885128 31725 X 27725 0 4000
DATASCOPE CORP 238113104 17363624 376733 X 288733 0 88000
DATATEC SYS INC COM 238128102 10 18 X 18 0 0
DAVITA INC COM 23918K108 10987816 540473 X 380473 0 160000
DAVOX CORP COM 239208101 78020 9400 X 9400 0 0
DDI CORP COM 233162106 10300 515 X 0 0 515
DEAN FOODS COMPANY COM 242361103 243634 6100 X 6100 0 0
DECODE GENETICS INC COM 243586104 34283 2785 X 200 0 2585
DECODE GENETICS INC COM 243586104 83154 6755 X 6755 0 0
DEERE JOHN & CO COM 244199105 25088116 662830 X 602764 0 60066
DEERE JOHN & CO COM 244199105 6549829 173047 X 162626 0 10421
DEL MONTE FOODS CO COM 24522P103 4190 500 X 0 0 500
DELIA*S CORP CL A COM 24688Q101 6744 843 X 500 0 343
DELL COMPUTER CORP COM 247025109 103113033 3943137 X 3688537 0 254600
DELL COMPUTER CORP COM 247025109 14159911 541488 X 515168 3100 23220
DELPHI AUTOMOTIVE COM 247126105 3539646 222200 X 138787 0 83413
DELPHI AUTOMOTIVE COM 247126105 2360969 148209 X 141848 0 6361
DELPHI FINL GROUP INC CL A 247131105 1185800 30800 X 14900 0 15900
DELTA & PINE LAND CO COM 247357106 14727675 749500 X 498900 0 250600
DELTA & PINE LAND CO COM 247357106 20633 1050 X 1050 0 0
DELTA AIR LINES INC DEL COM 247361108 2167943 49182 X 40172 0 9010
DELTA AIR LINES INC DEL COM 247361108 376972 8552 X 8522 0 30
DELTATHREE INC COM 24783N102 148 200 X 200 0 0
DELTIC TIMBER CORP COM 247850100 314467 10919 X 10919 0 0
DELTIC TIMBER CORP COM 247850100 23501 816 X 816 0 0
30
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DELUXE CORP COM 248019101 4208129 145610 X 128005 0 17605
DELUXE CORP COM 248019101 488872 16916 X 16916 0 0
DENDREON CORP COM 24823Q107 8365 500 X 500 0 0
DENDRITE INTL INC COM 248239105 381000 50800 X 29400 0 21400
DENSE-PAC MICROSYSTEMS INC COM 248719304 16800 6000 X 6000 0 0
DENTSPLY INTL INC NEW COM 249030107 297101 6699 X 2199 0 4500
DEPARTMENT 56 INC COM 249509100 75735 9900 X 9900 0 0
DEPOMED INC COM 249908104 10600 2000 X 2000 0 0
DESIGNS INC COM 25057L102 5288 1125 X 1125 0 0
DEVON ENERGY CORPORATION COM 25179M103 1911158 36403 X 13398 0 23005
DEVON ENERGY CORPORATION COM 25179M103 235463 4485 X 1585 0 2900
DEVRY INC DEL COM 251893103 5747234 159115 X 136015 0 23100
DEVRY INC DEL COM 251893103 148092 4100 X 0 0 4100
DIAGNOSTIC PRODUCTS COM 252450101 697200 21000 X 20400 0 600
DIAL CORP COM 25247D101 192860 13534 X 4234 0 9300
DIAL CORP COM 25247D101 91471 6419 X 333 0 6086
DIAMOND OFFSHORE DRILLING INC COM 25271C102 532105 16100 X 2000 0 14100
DIAMOND OFFSHORE DRILLING INC COM 25271C102 23135 700 X 300 0 400
DIAMONDCLUSTER INTL INC CL A COM 25278P106 3183 250 X 100 0 150
DIAMONDCLUSTER INTL INC CL A COM 25278P106 43282 3400 X 3400 0 0
DIANON SYS INC COM 252826102 19338 425 X 0 0 425
DIANON SYS INC COM 252826102 12740 280 X 280 0 0
DIASYS CORP COM 252838107 750 1000 X 1000 0 0
DICE INC COM 25301P107 2180 1000 X 0 0 1000
DIEBOLD INC COM 253651103 11216106 348868 X 317768 0 31100
DIEBOLD INC COM 253651103 1410774 43881 X 39301 0 4580
DIGENE CORP COM 253752109 20400 500 X 0 0 500
DIGEX INC COM 253756100 7800 600 X 600 0 0
DIGI INTL INC COM 253798102 100510 11500 X 11500 0 0
DIGITAL INSIGHT CORP COM 25385P106 495593 22425 X 0 0 22425
DIGITAL LIGHTWAVE INC COM 253855100 29568 800 X 800 0 0
DIGITAL LIGHTWAVE INC COM 253855100 96096 2600 X 0 0 2600
DIGITALTHINK INC COM 25388M100 1481220 211000 X 211000 0 0
DIGITAS INC COM 25388K104 31020 7050 X 2000 0 5050
DILLARDS INC CL A COM 254067101 178812 11710 X 6873 0 4837
DILLARDS INC CL A COM 254067101 17561 1150 X 1150 0 0
DIME BANCORP INC COM NEW 25429Q102 3320838 89150 X 69050 0 20100
DIME BANCORP INC COM NEW 25429Q102 102065 2740 X 2740 0 0
DIME CMNTY BANCORP INC COM 253922108 105152 3100 X 0 0 3100
DIMON INC COM 254394109 338000 33800 X 33800 0 0
DIONEX CORP COM 254546104 541975 16300 X 1200 0 15100
DIONEX CORP COM 254546104 49875 1500 X 1500 0 0
DIRECT FOCUS INC COM 254931108 45125 950 X 0 0 950
31
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DIRECT INSITE CORPORATION COM 25457C207 17 6 X 0 0 6
DISCOUNT AUTO PARTS INC COM 254642101 133455 12300 X 12300 0 0
DISNEY WALT CO COM 254687106 100006000 3461613 X 3070681 0 390932
DISNEY WALT CO COM 254687106 43329366 1499805 X 1438471 1500 59834
DITECH COMMUNICATIONS CORP COM 25500M103 22260 3000 X 3000 0 0
DIVERSA CORP COM 255064107 457650 22500 X 0 0 22500
DMC STRATEX NETWORKS INC COM 23322L106 603400 60340 X 56540 0 3800
DMC STRATEX NETWORKS INC COM 23322L106 14000 1400 X 0 0 1400
DOBSON COMM CORP CL A COM 256069105 95565 5605 X 0 0 5605
DOBSON COMM CORP CL A COM 256069105 41346 2425 X 2425 0 0
DOCENT INC COM 25608L106 100000 10000 X 10000 0 0
DOCUCORP INTERNATIONAL INC COM 255911109 3600 1000 X 1000 0 0
DOLE FOOD INC COM 256605106 22860 1200 X 0 0 1200
DOLE FOOD INC COM 256605106 18517 972 X 972 0 0
DOLLAR GEN CORP COM 256669102 42637628 2186545 X 2138397 0 48148
DOLLAR GEN CORP COM 256669102 1140614 58493 X 54493 0 4000
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 122400 5100 X 0 0 5100
DOLLAR TREE STORES INC COM 256747106 22675374 814489 X 746439 0 68050
DOLLAR TREE STORES INC COM 256747106 349392 12550 X 7550 0 5000
DOMINION RES INC VA COM 25746U109 12169951 202394 X 193871 0 8523
DOMINION RES INC VA COM 25746U109 8100593 134718 X 125365 0 9353
DONALDSON INC COM 257651109 155750 5000 X 5000 0 0
DONNELLEY R R & SONS CO 257867101 4217549 142005 X 120294 0 21711
DONNELLEY R R & SONS CO 257867101 2736469 92137 X 86237 0 5900
DOUBLECLICK INC COM 258609304 181117 12974 X 11184 0 1790
DOUBLECLICK INC COM 258609304 1396 100 X 100 0 0
DOVER CORP COM 260003108 20178103 535939 X 510487 0 25452
DOVER CORP COM 260003108 21321684 566313 X 539454 600 26259
DOW CHEMICAL CO COM 260543103 95943141 2885508 X 2632496 150 252862
DOW CHEMICAL CO COM 260543103 40221428 1209667 X 1178615 2800 28252
DOW JONES & CO INC COM 260561105 603668 10110 X 6428 0 3682
DOW JONES & CO INC COM 260561105 343512 5753 X 5753 0 0
DOWNEY FINANCIAL CORP COM 261018105 1062877 22490 X 20800 0 1690
DPL INC COM 233293109 483371 16691 X 16691 0 0
DPL INC COM 233293109 226091 7807 X 7807 0 0
DQE INC COM 23329J104 100058 4447 X 4447 0 0
DQE INC COM 23329J104 121163 5385 X 5385 0 0
DRESS BARN INC COM 261570105 307125 13500 X 13400 0 100
DRILL-QUIP COM 262037104 273431 12700 X 12700 0 0
DROVERS BANCSHARES COM 262120108 31729 1158 X 1158 0 0
DRUGSTORE.COM INC COM 262241102 113 100 X 100 0 0
DSI TOYS INC COM 232968107 3090 3000 X 3000 0 0
DSL.NET INC COM 262506108 2460 3000 X 0 0 3000
DSL.NET INC COM 262506108 205 250 X 250 0 0
32
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DSP GROUP INC COM 23332B106 58988 2750 X 0 0 2750
DST SYS INC DEL COM 233326107 3554510 67448 X 66848 0 600
DST SYS INC DEL COM 233326107 1382848 26240 X 21950 1000 3290
DTE ENERGY CO COM 233331107 2675037 57602 X 43124 0 14478
DTE ENERGY CO COM 233331107 947469 20402 X 17292 0 3110
DUANE READE INC COM 263578106 4933500 151800 X 151000 0 800
DUANE READE INC COM 263578106 58500 1800 X 0 0 1800
DUKE ENERGY CORP COM 264399106 40276538 1032467 X 941320 0 91147
DUKE ENERGY CORP COM 264399106 11360453 291219 X 257895 1850 31474
DUN & BRADSTREET CORP COM 26483E100 2108091 74755 X 42163 0 32592
DUN & BRADSTREET CORP COM 26483E100 1346860 47761 X 43671 0 4090
DUPONT E I DE NEMOURS & CO COM 263534109 95581385 1981372 X 1862621 211 118540
DUPONT E I DE NEMOURS & CO COM 263534109 78771578 1632910 X 1556477 5658 70775
DUPONT PHOTOMASKS INC COM 26613X101 4457818 92390 X 91690 0 700
DURA AUTOMOTIVE SYS INC COM 265903104 6761760 422610 X 420410 0 2200
DURATEK INC COM 26658Q102 1470 300 X 300 0 0
DVI INC COM 233343102 35200 2000 X 2000 0 0
DYNAMICS RESEARCH CORP COM 268057106 44800 5000 X 5000 0 0
DYNEGY INC CL A NEW COM 26816Q101 16558406 363921 X 319958 0 43963
DYNEGY INC CL A NEW COM 26816Q101 419874 9228 X 6923 0 2305
DDI Corp. 233162106 149180 7459 X 7459
DDI CORPORATION 233162106 7100 355 X 355
DELL COMPUTER CORP 247025109 353228 13482 X 13482
DICE INC 25301P107 400 200 X 200
DIEDRICH COFFEE INC 253675201 3247 955 X 955
DIGITAL INSIGHT CORP 25385P106 10200 500 X 500
DISNEY WALT CO (HOLDING CO) 254687106 2724327 94300 X 94300
divine interVentures 255404105 2005880 955181 X 955181
Docent 25608L106 295720 29572 X 29572
DOCUMENTUM INCORPORATED 256159104 16318 1263 X 1263
DOUBLECLICK INC 258609304 3870 300 X 300
DUPONT PHOTOMASKS INC 26613X101 19224 400 X 400
Dyax Corp 26746E103 9725435 511865 X 511865
E M C CORP MASSACHUSETTS COM 268648102 182368924 6234835 X 5931683 0 303152
E M C CORP MASSACHUSETTS COM 268648102 39606314 1354062 X 1211552 4565 137945
E.PIPHANY INC COM 26881V100 2357 232 X 232 0 0
E.PIPHANY INC COM 26881V100 42774 4210 X 4210 0 0
E*TRADE GROUP INC COM 269246104 108296 16790 X 2890 0 13900
E*TRADE GROUP INC COM 269246104 17157 2660 X 2660 0 0
EAGLE WIRELESS INTL INC COM 27002R101 325 250 X 250 0 0
EARTHGRAINS CO COM 270319106 824720 31720 X 31720 0 0
EARTHGRAINS CO COM 270319106 84942 3267 X 3251 0 16
EARTHLINK INC COM 270321102 9771 693 X 693 0 0
EARTHLINK INC COM 270321102 9109 646 X 646 0 0
EARTHSHELL CORP COM 27032B100 17000 5000 X 3000 0 2000
EAST WEST BANCORP INC COM 27579R104 526500 19500 X 16800 0 2700
EASTERN CO COM 276317104 559549 36429 X 36429 0 0
EASTERN CO COM 276317104 2430843 158258 X 39313 0 118945
EASTMAN CHEM CO COM 277432100 8670137 182031 X 73650 0 108381
EASTMAN CHEM CO COM 277432100 3412499 71646 X 64081 0 7565
EASTMAN KODAK CO COM 277461109 46706654 1000571 X 924681 0 75890
EASTMAN KODAK CO COM 277461109 19481758 417347 X 386029 0 31318
EASYLINK SVCS CORP CL A COM 27784T101 31735 57700 X 700 0 57000
EATON CORP COM 278058102 1112767 15874 X 9754 0 6120
EATON CORP COM 278058102 534583 7626 X 7092 0 534
EATON VANCE CORP COM 278265103 1973160 56700 X 46300 0 10400
EATON VANCE CORP COM 278265103 508080 14600 X 11600 0 3000
33
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
EBAY INC COM 278642103 1641020 23960 X 3760 0 20200
EBAY INC COM 278642103 191772 2800 X 2800 0 0
EBT INTERNATIONAL INC COM 268248101 270 100 X 100 0 0
ECHELON CORP COM 27874N105 27684 900 X 900 0 0
ECHELON CORP COM 27874N105 15380 500 X 500 0 0
ECHO BAY MINES LTD COM 278751102 570 582 X 582 0 0
ECHO BAY MINES LTD COM 278751102 3430 3500 X 3500 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 212481 6554 X 1254 0 5300
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 158858 4900 X 3900 0 1000
ECLIPSYS CORP COM 278856109 79945 2845 X 1945 0 900
ECOLAB INC COM 278865100 1421167 34688 X 29322 0 5366
ECOLAB INC COM 278865100 879011 21455 X 20405 0 1050
ECOLLEGE.COM INC COM 27887E100 628 200 X 200 0 0
EDEN BIOSCIENCE CORP COM 279445100 42657 4270 X 4220 0 50
EDGEWATER TECHNOLOGY INC COM 280358102 32907 9402 X 9402 0 0
EDISON INTERNATIONAL COM 281020107 1494256 134014 X 128818 0 5196
EDISON INTERNATIONAL COM 281020107 553397 49632 X 48976 0 656
EDISON SCHOOLS INC COM 281033100 102780 4500 X 0 0 4500
EDISON SCHOOLS INC COM 281033100 424824 18600 X 0 0 18600
EDUCATION MGMT CORP COM 28139T101 8908962 222446 X 221606 0 840
EDUCATION MGMT CORP COM 28139T101 64080 1600 X 0 0 1600
EDWARDS A G INC COM 281760108 816390 18142 X 18142 0 0
EDWARDS A G INC COM 281760108 1894320 42096 X 42096 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 347029 13165 X 12075 0 1090
EDWARDS LIFESCIENCES CORP COM 28176E108 416224 15790 X 14980 0 810
EEX CORP COM 26842V207 318 113 X 113 0 0
EFUNDS CORP COM 28224R101 222363 11955 X 11955 0 0
EFUNDS CORP COM 28224R101 173333 9319 X 9319 0 0
EGAIN COMMUNICATIONS CORP COM 28225C103 269 100 X 100 0 0
EGL INC COM 268484102 3027040 173370 X 172270 0 1100
EGL INC COM 268484102 3963 227 X 227 0 0
EL PASO CORP COM 28336L109 28226485 537238 X 435116 0 102122
EL PASO CORP COM 28336L109 10558491 200961 X 189121 0 11840
EL PASO ELEC CO NEW COM 283677854 118390 7404 X 4 0 7400
EL PASO ELEC CO NEW COM 283677854 524792 32820 X 32820 0 0
ELAMEX SA DE CV COM P36209107 8100 2000 X 2000 0 0
ELANTEC SEMICONDUCTOR INC COM 284155108 557535 16500 X 16500 0 0
ELCOM INTL INC COM 284434107 5010 3000 X 3000 0 0
ELCOR CORP COM 284443108 285525 14100 X 14100 0 0
ELECTRO RENT CORP COM 285218103 135373 8300 X 0 0 8300
ELECTRO SCIENTIFIC INDS INC COM 285229100 824865 21650 X 19800 0 1850
ELECTRO SCIENTIFIC INDS INC COM 285229100 22860 600 X 0 0 600
ELECTROGLAS INC COM 285324109 323910 18300 X 18300 0 0
34
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ELECTRONIC ARTS COM 285512109 598512 10337 X 2537 0 7800
ELECTRONIC DATA SYS CORP COM 285661104 102882500 1646120 X 1551596 0 94524
ELECTRONIC DATA SYS CORP COM 285661104 14832938 237327 X 224563 1600 11164
ELECTRONICS FOR IMAGING INC COM 286082102 103250 3500 X 0 0 3500
ELITE PHARMACEUTICALS INC COM 28659T200 440700 39000 X 39000 0 0
ELIZABETH ARDEN INC COM 28660G106 610 25 X 25 0 0
ELOT INC COM 290143106 118038 337252 X 0 0 337252
ELOYALTY CORP COM 290151109 36700 36700 X 36700 0 0
EMAGIN CORP COM 29076N107 2100 1000 X 1000 0 0
EMBARCADERO TECHNOLOGIES INC COM 290787100 63026 2825 X 0 0 2825
EMC INSURANCE GROUP 268664109 18312 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 152372 4215 X 4200 0 15
EMCORE CORP COM 290846104 20326 661 X 661 0 0
EMCORE CORP COM 290846104 15375 500 X 500 0 0
EMERGE INTERACTIVE INC CL A COM 29088W103 435 375 X 375 0 0
EMERSON ELECTRIC CO COM 291011104 82049314 1356187 X 1232662 0 123525
EMERSON ELECTRIC CO COM 291011104 54756372 905064 X 872112 2600 30352
EMISPHERE TECH INC COM 291345106 46512 1600 X 1600 0 0
EMMIS COMMUNICATIONS CORP CL A COM 291525103 264450 8600 X 0 0 8600
EMMIS COMMUNICATIONS CORP CL A COM 291525103 13530 440 X 440 0 0
EMPIRE DISTRICT ELECTRIC COM 291641108 49656 2400 X 0 0 2400
EMPIRE DISTRICT ELECTRIC COM 291641108 49656 2400 X 2400 0 0
EMULEX CORP COM 292475209 2175540 53850 X 52650 0 1200
EMULEX CORP COM 292475209 1846078 45695 X 33995 0 11700
ENCHIRA BIOTECHNOLOGY CORP COM 29251Q107 368 400 X 400 0 0
ENCOMPASS SVCS CORP COM 29255U104 230015 25700 X 0 0 25700
ENCORE WIRE CORP COM 292562105 5935 500 X 500 0 0
ENDOCARE INC COM 29264P104 2224689 139130 X 139130 0 0
ENERGEN CORP COM 29265N108 796481 28858 X 25058 0 3800
ENERGIZER HLDGS INC COM 29266R108 315953 13767 X 11017 0 2750
ENERGIZER HLDGS INC COM 29266R108 48884 2130 X 2130 0 0
ENERGY CONVERSION DEVICES INC COM 292659109 11200 400 X 0 0 400
ENERGY EAST CORP COM 29266M109 1172131 56056 X 30056 0 26000
ENERGY EAST CORP COM 29266M109 575799 27537 X 22910 0 4627
ENERGY PARTNERS LTD COM 29270U105 671 50 X 50 0 0
ENESCO GROUP INC COM 292973104 560883 92708 X 92708 0 0
ENESCO GROUP INC COM 292973104 17545 2900 X 2900 0 0
ENGAGE INC COM 292827102 73 100 X 100 0 0
ENGELHARD CORP COM 292845104 1367644 53030 X 44047 0 8983
ENGELHARD CORP COM 292845104 936280 36304 X 36304 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 5715470 145840 X 144567 0 1273
ENLIGHTEN SOFTWARE SOLUTIONS COM 29336A101 80 200 X 200 0 0
ENRON CORP COM 293561106 159573036 3249960 X 3099034 0 150926
ENRON CORP COM 293561106 30591657 623048 X 556458 1165 65425
35
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ENSCO INTL INC COM 26874Q100 4284540 183100 X 103700 0 79400
ENSCO INTL INC COM 26874Q100 56605 2419 X 2395 0 24
ENTERCOM COMMUNICATIONS COM 293639100 123303 2300 X 1300 0 1000
ENTERGY CORP COM 29364G103 2850150 74242 X 55627 0 18615
ENTERGY CORP COM 29364G103 208957 5443 X 4338 0 1105
ENTERPRISE PRODS PARTNERS LP COM 293792107 464360 11750 X 1000 0 10750
ENTRAVISION COMMUNICATIONS COM 29382R107 398520 32400 X 0 0 32400
ENTREMED INC COM 29382F103 158880 9930 X 780 0 9150
ENTREMED INC COM 29382F103 48000 3000 X 3000 0 0
ENTRUST TECHNOLOGIES INC 293848107 13471 1900 X 1900 0 0
ENVIROGEN INC COM NEW 294040308 49 47 X 47 0 0
ENZO BIOCHEM INC COM 294100102 676430 19895 X 5795 0 14100
ENZO BIOCHEM INC COM 294100102 35496 1044 X 1044 0 0
ENZON INC COM 293904108 174063 2785 X 335 0 2450
ENZON INC COM 293904108 12813 205 X 205 0 0
EOG RES INC COM 26875P101 2889255 81273 X 9573 0 71700
EOG RES INC COM 26875P101 5333 150 X 150 0 0
EPICOR SOFTWARE CORP COM 29426L108 6750 5000 X 5000 0 0
EPIQ SYS INC COM 26882D109 1284500 50000 X 50000 0 0
EPIX MEDICAL INC COM 26881Q101 12350 1000 X 1000 0 0
EPLUS INC COM 294268107 26350 2500 X 2500 0 0
EPRESENCE INC COM 294348107 365856 88800 X 17400 0 71400
EPRISE CORP COM 294352109 3377 3927 X 3927 0 0
EQUIFAX INC COM 294429105 5865939 159922 X 116447 0 43475
EQUIFAX INC COM 294429105 3986419 108681 X 101681 0 7000
EQUITABLE RESOURCES COM 294549100 144565 4340 X 3340 0 1000
EQUITABLE RESOURCES COM 294549100 124180 3728 X 3728 0 0
EROOM SYSTEMS TECHNOLOGIES COM 296016108 172606 181690 X 180790 0 900
ESC MEDICAL SYS LTD COM M40868107 16402668 568550 X 566850 0 1700
ESCO TECHNOLOGIES INC COM 296315104 96480 3200 X 100 0 3100
ESCO TECHNOLOGIES INC COM 296315104 452 15 X 15 0 0
ESPEED INC CL A COM 296643109 28600 1300 X 0 0 1300
ESPERION THERAPEUTICS INC COM 29664R106 85463 7950 X 0 0 7950
ESPERION THERAPEUTICS INC COM 29664R106 16125 1500 X 1500 0 0
ESS TECHNOLOGY INC COM 269151106 373120 35200 X 32400 0 2800
ESTEE LAUDER COSMETICS CL A COM 518439104 2077549 48203 X 7174 0 41029
ESTEE LAUDER COSMETICS CL A COM 518439104 63185 1466 X 1466 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 556800 25600 X 14900 0 10700
ETHAN ALLEN INTERIORS INC COM 297602104 1030250 31700 X 31700 0 0
ETHYL CORP COM 297659104 222750 165000 X 0 0 165000
ETHYL CORP COM 297659104 8490 6289 X 6289 0 0
EUROTECH LTD COM 298796103 26925 35900 X 35900 0 0
EUROTECH LTD COM 298796103 825 1100 X 0 0 1100
36
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
EVEREST RE GROUP LTD. G3223R108 22440 300 X 0 0 300
EVEREST RE GROUP LTD. G3223R108 1055428 14110 X 6610 0 7500
EVERGREEN RESOURCES INC COM 299900308 13488024 354948 X 220359 0 134589
EXAR CORP COM 300645108 62837 3180 X 480 0 2700
EXCEL TECHNOLOGY INC COM 30067T103 3754 170 X 170 0 0
EXCELON CORP COM 300691102 10878 7400 X 7400 0 0
EXCO RESOURCES INC COM 269279204 8829135 471390 X 381190 0 90200
EXE TECHNOLOGIES INC COM 301504106 7384 1260 X 1260 0 0
EXELIXIS INC COM 30161Q104 4458 235 X 235 0 0
EXELON CORP COM 30161N101 7889517 123043 X 91271 0 31772
EXELON CORP COM 30161N101 2019011 31488 X 24515 0 6973
EXFO ELECTRO OPTICAL COM 302043104 684679 42395 X 36200 0 6195
EXODUS COMMUNICATIONS COM 302088109 180172 87462 X 87262 0 200
EXODUS COMMUNICATIONS COM 302088109 18262 8865 X 8865 0 0
EXPEDITORS INTL WASH INC COM 302130109 186057 3101 X 0 0 3101
EXPRESS SCRIPTS INC COM 302182100 759964 13810 X 660 0 13150
EXPRESS SCRIPTS INC COM 302182100 16069 292 X 292 0 0
EXTENDED STAY AMER INC COM 30224P101 178950 11930 X 0 0 11930
EXTENSITY INC COM 302255104 54439 5390 X 0 0 5390
EXTREME NETWORKS COM 30226D106 44988 1525 X 0 0 1525
EXTREME NETWORKS COM 30226D106 11210 380 X 380 0 0
EXXON MOBIL CORP COM 30231G102 1080236923 12366765 X 11797821 650 568294
EXXON MOBIL CORP COM 30231G102 902239548 10329016 X 9822199 15648 491169
EZENIA INC COM 302311105 34132 74200 X 0 0 74200
E.PIPHANY 26881V100 46325 4564 X 4564
ECI TELECOM LTD 268258100 510 100 X 100
Eclipsys / TSIX 278856109 730588 26000 X 26000
ELANTEC SEMICONDUCTOR INC 284155108 16123 482 X 482
EMACHINES, INC. 29076P102 254 1300 X 1300
EMMIS BROADCASTING CORP_CL-A 291525103 2975 100 X 100
Engage, Inc 292827102 66280 90795 X 90795
ENRON CORP 293561106 3287900 67100 X 67100
Excel Legacy 300665106 277070 133850 X 133850
F & M NATL CORP COM 302374103 12360 309 X 309 0 0
F N B CORP PA COM 302520101 96524 3272 X 3272 0 0
F Y I INC COM 302712104 4854400 118400 X 112700 0 5700
FACTORY 2-U INC COM 303072102 538573 18350 X 9400 0 8950
FACTSET RESEARCH SYSTEM COM 303075105 3761531 105365 X 90690 0 14675
FAIR ISAAC & CO INC COM 303250104 3975953 64315 X 59410 0 4905
FAIRCHILD SEMICON INTL COM CL A 303726103 6915042 300654 X 300654 0 0
FAIRCHILD SEMICON INTL COM CL A 303726103 492200 21400 X 21400 0 0
FALMOUTH BANCORP INC COM 306754102 3400 200 X 200 0 0
FAMILY DLR STORES INC COM 307000109 1033530 40325 X 7425 0 32900
FAMILY DLR STORES INC COM 307000109 733018 28600 X 22600 0 6000
FASTENAL CO COM 311900104 14068220 226980 X 226780 0 200
FASTENAL CO COM 311900104 328494 5300 X 4300 0 1000
FASTNET CORP COM 311877104 285 300 X 300 0 0
FEDDERS CORP CL A COM 313135303 3049 693 X 693 0 0
FEDDERS CORP COM 313135105 148366 28532 X 27766 0 766
FEDDERS CORP COM 313135105 3983 766 X 766 0 0
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 438502006 5157027 X 4857714 0 299313
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 127640489 1501123 X 1408052 5200 87871
37
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
FEDERAL SIGNAL CORP 313855108 4172849 177795 X 172995 0 4800
FEDERAL SIGNAL CORP 313855108 442269 18844 X 18844 0 0
FEDERAL-MOGUL CORP 313549107 5526 3270 X 3270 0 0
FEDERAL-MOGUL CORP 313549107 2958 1750 X 1750 0 0
FEDERATED DEPT STORES INC COM 31410H101 4267808 100419 X 23925 0 76494
FEDERATED DEPT STORES INC COM 31410H101 62050 1460 X 1275 0 185
FEDERATED INVESTORS INC CL B COM 314211103 8623482 267810 X 267810 0 0
FEDEX CORP COM 31428X106 6563092 163261 X 149650 0 13611
FEDEX CORP COM 31428X106 1591920 39600 X 38700 0 900
FEI COMPANY COM 30241L109 38950 950 X 250 0 700
FELCOR LODGING TR INC COM 31430F101 1700010 72650 X 71500 0 1150
FERRO CORP COM 315405100 44165 2025 X 0 0 2025
FIBERCORE INC COM 31563B109 15624 2400 X 2400 0 0
FIBERCORE INC COM 31563B109 6510 1000 X 1000 0 0
FIDELITY BANKSHARES INC NEW COM 31604Q107 208626 14498 X 14498 0 0
FIDELITY NATL FINL INC COM 316326107 7422892 302112 X 297412 0 4700
FIDELITY NATL FINL INC COM 316326107 400221 16289 X 16289 0 0
FIFTH THIRD BANCORP 316773100 19065515 317494 X 291996 0 25498
FIFTH THIRD BANCORP 316773100 9631600 160393 X 149373 0 11020
FILENET CORP COM 316869106 562400 38000 X 22000 0 16000
FINANCIAL FED CORP COM 317492106 330030 11400 X 0 0 11400
FINANCIAL INDS CORP COM 317574101 52459 4180 X 4180 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 33600 1500 X 1500 0 0
FINET.COM INC COM 317922409 416 416 X 416 0 0
FINISAR CORPORATION COM 31787A101 10680477 571760 X 570460 0 1300
FINISAR CORPORATION COM 31787A101 1173011 62795 X 17150 0 45645
FINISH LINE INC CL A 317923100 27353 2190 X 2190 0 0
FINOVA GROUP INC COM 317928109 28016 7572 X 7572 0 0
FINOVA GROUP INC COM 317928109 1251 338 X 210 0 128
FIRST ALBANY COS INC COM 318465101 11950 1000 X 1000 0 0
FIRST AMERICAN CORPORATION COM 318522307 963099 50850 X 46800 0 4050
FIRST BANCORP PR COM 318672102 526305 19500 X 10500 0 9000
FIRST CHARTER CORP COM 319439105 206250 11000 X 11000 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 19920 3984 X 3984 0 0
FIRST COASTAL CORP COM 319699203 37045 1781 X 1781 0 0
FIRST COLONIAL GROUP INC COM 319734109 128170 8631 X 8631 0 0
FIRST DATA CORP COM 319963104 156025198 2424634 X 2241970 0 182664
FIRST DATA CORP COM 319963104 27856793 432895 X 411338 200 21357
FIRST DEFIANCE FINL CORP COM 32006W106 14500 1000 X 0 0 1000
FIRST ESSEX BANCORP INC 320103104 39552 1600 X 100 0 1500
FIRST ESSEX BANCORP INC 320103104 123600 5000 X 4000 0 1000
FIRST FED S&L E HARTFORD CT 319944104 37758 1015 X 1015 0 0
FIRST FINANCIAL CORP COM 320221104 1808912 104200 X 104200 0 0
38
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
FIRST FINL HLDGS INC COM 320239106 115000 5000 X 2400 0 2600
FIRST HEALTH GROUP CORP COM 320960107 19296 800 X 800 0 0
FIRST HEALTH GROUP CORP COM 320960107 14472 600 X 600 0 0
FIRST HORIZON PHARM CORP COM 32051K106 391748 12204 X 11993 0 211
FIRST INDL RLTY TR INC COM 32054K103 936881 29150 X 700 0 28450
FIRST INDL RLTY TR INC COM 32054K103 128560 4000 X 4000 0 0
FIRST INTL BANCORP INC COM 32054Q100 8600 1000 X 1000 0 0
FIRST MIDWEST BANCORP INC DEL COM 320867104 1183628 39920 X 39920 0 0
FIRST NATL LINCOLN CORP COM 335716106 47520 2640 X 2640 0 0
FIRST NATL LINCOLN CORP COM 335716106 1800 100 X 100 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 36750 1500 X 0 0 1500
FIRST REP BK SAN FRANCISCO CA COM 336158100 292383 11934 X 11934 0 0
FIRST TENN NATL CORP COM 337162101 8021898 231112 X 227112 0 4000
FIRST TENN NATL CORP COM 337162101 3220810 92792 X 89242 0 3550
FIRST UNION CORP COM 337358105 62761953 1796278 X 1192812 0 603466
FIRST UNION CORP COM 337358105 15226887 435801 X 405625 0 30176
FIRST VIRGINIA BANKS INC 337477103 705481 14972 X 14972 0 0
FIRST VIRGINIA BANKS INC 337477103 248417 5272 X 3022 0 2250
FIRST VIRTUAL COMMUNICATIONS COM 337484109 900 1000 X 1000 0 0
FIRST W VA BANCORP INC COM 337493100 10969 724 X 724 0 0
FIRSTENERGY CORP COM 337932107 3265719 101546 X 55168 0 46378
FIRSTENERGY CORP COM 337932107 657447 20443 X 20243 0 200
FIRSTFED AMER BANCORP INC COM 337929103 5370 300 X 300 0 0
FIRSTFED AMER BANCORP INC COM 337929103 12530 700 X 0 0 700
FIRSTFED FINL CORP DEL COM 337907109 572160 19200 X 12700 0 6500
FIRSTMERIT CORP COM 337915102 430320 16300 X 7000 0 9300
FIRSTMERIT CORP COM 337915102 124080 4700 X 0 0 4700
FISERV INC COM 337738108 1487535 23250 X 14950 0 8300
FISERV INC COM 337738108 42355 662 X 662 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 40600 1400 X 300 0 1100
FLAGSTAR BANCORP INC COM 337930101 89870 4300 X 0 0 4300
FLEET BOSTON FINANCIAL CORP COM 339030108 177184389 4491366 X 936208 0 3555158
FLEET BOSTON FINANCIAL CORP COM 339030108 162957141 4130726 X 608954 2271 3519501
FLEETWOOD ENTERPRISES INC COM 339099103 339328 24100 X 24100 0 0
FLEMING COS INC COM 339130106 1056720 29600 X 29200 0 400
FLIR SYS INC COM 302445101 5006 200 X 0 0 200
FLORIDA BKS INC COM 340560101 48400 8000 X 0 0 8000
FLORIDA EAST COAST INDS CL B COM 340632207 1226887 34756 X 34756 0 0
FLORIDA EAST COAST INDS CL B COM 340632207 812 23 X 23 0 0
FLORIDA PUB UTILS CO 341135101 119807 6850 X 6850 0 0
FLORIDA ROCK INDS INC COM 341140101 670670 14300 X 13700 0 600
FLOW INTERNATIONAL CORP COM 343468104 117720 10900 X 10900 0 0
FLOWERS FOODS INC COM 343498101 2649263 84506 X 54286 0 30220
FLOWERS FOODS INC COM 343498101 104897 3346 X 1628 0 1718
39
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
FLOWSERVE CORP COM 34354P105 76875 2500 X 0 0 2500
FLUOR CORP COM 343412102 458634 10158 X 7364 0 2794
FLUOR CORP COM 343412102 244397 5413 X 5413 0 0
FLUSHING FINL CORP COM 343873105 2520807 105429 X 104910 0 519
FMC CORP (NEW) COM 302491303 1361122 19853 X 6855 0 12998
FMC CORP (NEW) COM 302491303 202252 2950 X 2950 0 0
FMC TECHNOLOGIES INC COM 30249U101 61950 3000 X 3000 0 0
FMS FINL CORP COM 302509104 6424 798 X 798 0 0
FOAMEX INTL INC COM 344123104 29600 4000 X 0 0 4000
FOCAL COMMUNICATIONS CORP COM 344155106 25405 10765 X 0 0 10765
FOCUS ENHANCEMENTS INC COM 344159108 2675 2500 X 2500 0 0
FONAR CORP COM 344437108 8086 4168 X 4168 0 0
FOOTSTAR INC COM 344912100 599798 17436 X 16736 0 700
FOOTSTAR INC COM 344912100 85037 2472 X 2472 0 0
FORD MTR CO DEL COM 345370860 89881724 3661170 X 3423885 174 237111
FORD MTR CO DEL COM 345370860 30933074 1260003 X 1210305 4102 45596
FOREST CITY ENTERPRISES INC CL A 345550107 192500 3500 X 0 0 3500
FOREST CITY ENTERPRISES INC COM CL B 345550305 53200 1000 X 0 0 1000
FOREST LABS INC COM 345838106 87157044 1227564 X 1205719 0 21845
FOREST LABS INC COM 345838106 3695905 52055 X 45955 0 6100
FOREST OIL CORP COM 346091705 127400 4550 X 0 0 4550
FORRESTER RESEARCH COM 346563109 3720076 164678 X 150084 0 14594
FORRESTER RESEARCH COM 346563109 4518 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 23608585 615448 X 518380 0 97068
FORTUNE BRANDS INC COM 349631101 3971334 103528 X 96632 480 6416
FORWARD AIR CORP COM 349853101 815389 27225 X 15600 0 11625
FOSSIL INC COM 349882100 496963 23950 X 22600 0 1350
FOSTER WHEELER LTD COM G36535105 2590970 286295 X 281795 0 4500
FOSTER WHEELER LTD COM G36535105 1810 200 X 200 0 0
FOUNDRY NETWORKS INC COM 35063R100 9990 500 X 500 0 0
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 343170 12300 X 2600 0 9700
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 16740 600 X 300 0 300
FPIC INSURANCE GROUP INC COM 302563101 28079 2150 X 0 0 2150
FPL GROUP INC COM 302571104 20672802 343345 X 323988 0 19357
FPL GROUP INC COM 302571104 10550779 175233 X 162605 498 12130
FRANKLIN COVEY CO COM 353469109 83600 15200 X 15200 0 0
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 117810 46200 X 0 0 46200
FRANKLIN RES INC COM 354613101 5439993 118855 X 52397 0 66458
FRANKLIN RES INC COM 354613101 1957125 42760 X 42760 0 0
FRANKLIN TELECOMM CORP COM NEW 354727208 480 6000 X 6000 0 0
FREDDIE MAC COM 313400301 25559172 375594 X 256908 0 118686
FREDDIE MAC COM 313400301 1926972 28317 X 22912 0 5405
FREDS INC CL A 356108100 12875 500 X 0 0 500
40
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
FREEMARKETS.COM INC COM 356602102 22800 1140 X 40 0 1100
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 509935 46148 X 19621 0 26527
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 1010534 91451 X 88881 0 2570
FREEPORT-MCMORAN COPPER & GOLD INC A 35671D105 20 2 X 2 0 0
FREEPORT-MCMORAN COPPER & GOLD INC A 35671D105 1725 172 X 68 0 104
FREMONT GEN CORP 357288109 334750 51500 X 42590 0 8910
FRESH DEL MONTE PRODUCE INC COM G36738105 141239 12805 X 0 0 12805
FRIENDLY ICE CREAM CORP COM 358497105 1268871 551683 X 380883 0 170800
FRONTIER AIRLINES INC COM 359065109 252350 20600 X 20600 0 0
FRONTIER OIL CORP COM 35914P105 265 20 X 20 0 0
FRONTIER OIL CORP COM 35914P105 39750 3000 X 3000 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 4590 1700 X 1700 0 0
FSI INTL INC COM 302633102 11340 900 X 0 0 900
FTI CONSULTING INC COM 302941109 244705 11225 X 0 0 11225
FUELCELL ENERGY INC COM 35952H106 55416 2400 X 1600 0 800
FUELCELL ENERGY INC COM 35952H106 39253 1700 X 1500 0 200
FULLER H B CO COM 359694106 24950 500 X 0 0 500
FULTON FINL CORP PA COM 360271100 876384 42834 X 42834 0 0
FULTON FINL CORP PA COM 360271100 277233 13550 X 13550 0 0
FURNITURE BRANDS INTL INC COM 360921100 5297684 189203 X 184474 0 4729
FURNITURE BRANDS INTL INC COM 360921100 72800 2600 X 0 0 2600
Excel Legacy COM 300665106 1218713 588750 X 588750
FEDEX CORPORATION COM 31428X106 1459260 36300 X 36300
FLEXTRONICS INTL LTD COM Y2573F102 360318 13800 X 13800
G & K SVCS INC COM 361268105 16013570 595300 X 370450 0 224850
GABELLI ASSET MGMT INC CL A 36239Y102 24690 600 X 0 0 600
GAIAM INC COM 36268Q103 7100 500 X 500 0 0
GALEY & LORD INC COM 36352K103 200 100 X 100 0 0
GALLAGHER ARTHUR J & CO COM 363576109 24440 940 X 0 0 940
GANNETT INC COM 364730101 47272245 717333 X 640258 0 77075
GANNETT INC COM 364730101 22999693 349009 X 337179 400 11430
GAP INC COM 364760108 20655279 712251 X 548816 0 163435
GAP INC COM 364760108 2913456 100464 X 92764 70 7630
GARAN INC 364802108 204900 6000 X 5000 0 1000
GARDEN FRESH RESTAURANT CORP COM 365235100 3800 500 X 500 0 0
GARDNER DENVER INC COM 365558105 396615 19300 X 16300 0 3000
GARDNER DENVER INC COM 365558105 1110 54 X 42 0 12
GARMIN LTD COM G37260109 15995 700 X 700 0 0
GARMIN LTD COM G37260109 22850 1000 X 1000 0 0
GARTNER GROUP INC COM CL B 366651206 39404 4283 X 4248 0 35
GARTNER GROUP INC COM CL B 366651206 39284 4270 X 3300 0 970
GARTNER INC CL A COM 366651107 5633496 512136 X 344336 0 167800
GATEWAY INC COM 367626108 479040 29121 X 28304 0 817
GATEWAY INC COM 367626108 50995 3100 X 1600 1500 0
GATX CORPORATION COM 361448103 182455 4550 X 4550 0 0
GATX CORPORATION COM 361448103 77152 1924 X 1924 0 0
41
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
GBC BANCORP CALIFORNIA COM 361475106 505335 17700 X 8500 0 9200
GEERLINGS & WADE INC COM 368473104 320 200 X 200 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 287891 6758 X 2558 0 4200
GEMSTAR TV GUIDE INTL COM 36866W106 83283 1955 X 1905 0 50
GENAERA CORPORATION COM 36867G100 4790 1000 X 1000 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 1404 100 X 100 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 1404 100 X 100 0 0
GENCORP INC COM 368682100 406272 31740 X 31740 0 0
GENE LOGIC INC COM 368689105 296676 13609 X 1109 0 12500
GENE LOGIC INC COM 368689105 17440 800 X 800 0 0
GENENTECH INC COM 368710406 42859149 777843 X 759918 0 17925
GENENTECH INC COM 368710406 2214194 40185 X 30075 0 10110
GENERAL CABLE CORP DEL NEW COM 369300108 164019 8842 X 2642 0 6200
GENERAL COMMUNICATION INC CL A COM 369385109 4576220 378200 X 284300 0 93900
GENERAL DATACOMM INDS INC COM 369487103 5684 19600 X 0 0 19600
GENERAL DYNAMICS CORP COM 369550108 6001018 77124 X 13846 0 63278
GENERAL DYNAMICS CORP COM 369550108 499696 6422 X 2422 0 4000
GENERAL ELECTRIC CO COM 369604103 1658242414 34015229 X 31822580 1956 2190693
GENERAL ELECTRIC CO COM 369604103 1260190669 25850065 X 24228178 53099 1568788
GENERAL MAGIC INC COM 370253106 11871 11525 X 11525 0 0
GENERAL MARITIME CORP COM Y2692M103 292000 20000 X 0 0 20000
GENERAL MARITIME CORP COM Y2692M103 29200 2000 X 2000 0 0
GENERAL MILLS INC COM 370334104 23497908 536727 X 515533 0 21194
GENERAL MILLS INC COM 370334104 23454435 535734 X 509256 0 26478
GENERAL MOTORS CORP CL H COM 370442832 5740192 275177 X 209033 0 66144
GENERAL MOTORS CORP CL H COM 370442832 2620976 125646 X 116574 0 9072
GENERAL MTRS CORP COM 370442105 32253957 501227 X 447164 0 54063
GENERAL MTRS CORP COM 370442105 21250043 330226 X 304972 670 24584
GENERAL SEMICONDUCTOR INC COM 370787103 343088 32800 X 27800 0 5000
GENESCO INC COM 371532102 641256 19085 X 17300 0 1785
GENESEE & WYOMING INC COM 371559105 4437225 227550 X 226350 0 1200
GENESEE CORP CL B COM 371601204 12226 499 X 499 0 0
GENESIS MICROCHIP INC 371933102 254858 7050 X 6250 0 800
GENLYTE GROUP INC COM 372302109 46365 1500 X 0 0 1500
GENOME THERAPEUTICS CORP COM 372430108 38584 2600 X 2200 0 400
GENOME THERAPEUTICS CORP COM 372430108 2226 150 X 150 0 0
GENOMICA CORP COM 37243Q101 52245 12150 X 0 0 12150
GENRAD INC COM 372447102 161736 26956 X 26956 0 0
GENSYM CORP COM 37245R107 11640 12000 X 12000 0 0
GENTA INC COM 37245M207 1352 101 X 0 0 101
GENTEX CORP COM 371901109 8502022 305060 X 285360 0 19700
GENTEX CORP COM 371901109 314095 11270 X 7870 0 3400
GENUINE PARTS CO 372460105 3573171 113434 X 70912 0 42522
GENUINE PARTS CO 372460105 2788632 88528 X 84348 0 4180
42
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
GENUITY INC COM 37248E103 31824 10200 X 10200 0 0
GENUITY INC COM 37248E103 109200 35000 X 5000 0 30000
GENUS INC COM 372461103 202560 42200 X 10000 0 32200
GENVEC INC COM 37246C109 1455 500 X 0 0 500
GENZYME CORP (GENERAL DIVISION COM) 372917104 222938286 3654726 X 3557700 0 97026
GENZYME CORP (GENERAL DIVISION COM) 372917104 24384872 399752 X 377361 425 21966
GENZYME CORP BIOSURGERY DIVISION COM 372917708 52845 6390 X 6129 0 261
GENZYME CORP BIOSURGERY DIVISION COM 372917708 5061 612 X 612 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 74633 5508 X 5401 0 107
GENZYME-MOLECULAR ONCOLOGY COM 372917500 6477 478 X 478 0 0
GEORGIA GULF CORP COM 373200203 359600 23200 X 23200 0 0
GEORGIA PACIFIC GROUP COM 373298108 42869231 1266447 X 1200552 0 65895
GEORGIA PACIFIC GROUP COM 373298108 6315598 186576 X 175711 2400 8465
GEORGIA PACIFIC TIMBER GROUP COM 373298702 2497316 69855 X 45755 0 24100
GEORGIA PACIFIC TIMBER GROUP COM 373298702 1756255 49126 X 47370 500 1256
GEOWORKS CORP COM 373692102 600 400 X 400 0 0
GERBER SCIENTIFIC INC COM 373730100 5184956 473512 X 292300 0 181212
GERBER SCIENTIFIC INC COM 373730100 72620 6632 X 6632 0 0
GERON CORP COM 374163103 1400 100 X 100 0 0
GERON CORP COM 374163103 17500 1250 X 250 0 1000
GETTY IMAGES INC COM 374276103 582316 22175 X 0 0 22175
GIGA TRONICS INC 375175106 423054 123700 X 123700 0 0
GILAT SATELLITE NETWKS COM M51474100 66000 5500 X 5500 0 0
GILEAD SCIENCES INC COM 375558103 2993410 51442 X 49422 0 2020
GILEAD SCIENCES INC COM 375558103 142566 2450 X 1450 0 1000
GILLETTE CO COM 375766102 133840133 4616769 X 4284207 0 332562
GILLETTE CO COM 375766102 55985140 1931188 X 1840966 2220 88002
GLATFELTER P H CO 377316104 37675 2642 X 0 0 2642
GLATFELTER P H CO 377316104 34224 2400 X 2400 0 0
GLENBOROUGH REALTY TRUST INC COM 37803P105 24511 1270 X 1270 0 0
GLOBAL IMAGING SYS INC COM 37934A100 147000 14000 X 14000 0 0
GLOBAL INDS LTD COM 379336100 289304 23200 X 0 0 23200
GLOBAL MARINE INC COM 379352404 103452 5553 X 4053 0 1500
GLOBAL MARINE INC COM 379352404 25467 1367 X 867 0 500
GLOBAL PAYMENTS INC COM 37940X102 3512068 116680 X 116680 0 0
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 726640 24800 X 24700 0 100
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 11720 400 X 400 0 0
GLOBAL SPORTS INC COM 37937A107 4000 500 X 500 0 0
GLOBAL TECHNOVATIONS INC COM 37939M109 18800 40000 X 40000 0 0
GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 4298 13025 X 12875 0 150
GLOBECOMM SYS INC COM 37956X103 35630 5310 X 5310 0 0
GLOBESPAN INC COM 379571102 68620 4700 X 0 0 4700
GLOBIX CORP COM 37957F101 402 200 X 200 0 0
GLOBIX CORP COM 37957F101 8040 4000 X 4000 0 0
43
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
GOAMERICA INC COM 38020R106 848 400 X 400 0 0
GOAMERICA INC COM 38020R106 1484 700 X 700 0 0
GOLD BANC CORP INC COM 379907108 10844 1401 X 1401 0 0
GOLDEN ST BANCORP INC COM 381197102 460183 14941 X 1941 0 13000
GOLDEN ST BANCORP INC COM 381197102 92400 3000 X 3000 0 0
GOLDEN WEST FINANCIAL COM 381317106 43774742 681425 X 646147 0 35278
GOLDFIELD CORP 381370105 600 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 46439765 541256 X 513916 0 27340
GOLDMAN SACHS GROUP INC COM 38141G104 748605 8725 X 8725 0 0
GOODRICH CORPORATION COM 382388106 4347457 114467 X 93036 0 21431
GOODRICH CORPORATION COM 382388106 164264 4325 X 4325 0 0
GOODRICH PETE CORP COM NEW 382410405 14550 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 1927576 68842 X 20350 0 48492
GOODYEAR TIRE & RUBBER COM 382550101 359828 12851 X 12751 0 100
GOODYS FAMILY CLOTHING INC COM 382588101 1868259 465900 X 310800 0 155100
GOTO.COM INC COM 38348T107 15560 800 X 0 0 800
GOTTSCHALKS INC 383485109 30690 9300 X 9300 0 0
GPU INC COM 36225X100 2023726 57574 X 45297 0 12277
GPU INC COM 36225X100 1077594 30657 X 29807 0 850
GRACO INC COM 384109104 6478263 196311 X 194284 0 2027
GRACO INC COM 384109104 169026 5122 X 5122 0 0
GRADCO SYS INC COM 384111100 175 500 X 500 0 0
GRADCO SYS INC COM 384111100 525 1500 X 1500 0 0
GRAHAM CORP COM 384556106 45472 3712 X 3712 0 0
GRAINGER W W INC 384802104 3139479 76275 X 63033 0 13242
GRAINGER W W INC 384802104 2384646 57936 X 57136 0 800
GRANITE CONSTR INC 387328107 47027 1850 X 0 0 1850
GRANITE STATE BANKSHARES INC 387472103 162288 7056 X 7056 0 0
GRANITE STATE BANKSHARES INC 387472103 9269 403 X 375 0 28
GRANT PRIDECO INC COM 38821G101 109855 6281 X 1081 0 5200
GREAT AMERN FINL RES INC COM 389915109 3932720 218000 X 167000 0 51000
GREAT AMERN FINL RES INC COM 389915109 11762 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 417360 28200 X 28200 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 30 2 X 2 0 0
GREAT LAKES CHEMICAL 390568103 813761 26378 X 22318 0 4060
GREAT LAKES CHEMICAL 390568103 595621 19307 X 17482 0 1825
GREATER BAY BANCORP COM 391648102 32474 1300 X 0 0 1300
GREEN DANIEL CO COM 392775102 5950 1700 X 1700 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 70735 4432 X 4432 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 17077 1070 X 1070 0 0
GREEN MTN COFFEE INC COM 393122106 101592 3400 X 3400 0 0
GREENPOINT FINL CORP COM 395384100 1993037 51902 X 50000 0 1902
GREIF BROS CORP CL A COM 397624107 16212545 534186 X 340386 0 193800
44
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
GREKA ENERGY CORP COM 397637109 3814 348 X 348 0 0
GREY WOLF INC COM 397888108 1223800 305950 X 304450 0 1500
GREY WOLF INC COM 397888108 400 100 X 100 0 0
GRIFFIN LD & NURSERIES INC CL A COM 398231100 1596 100 X 100 0 0
GRIFFON CORPORATION COM 398433102 257950 23450 X 22050 0 1400
GRIFFON CORPORATION COM 398433102 8800 800 X 0 0 800
GROUP 1 AUTOMOTIVE INC COM 398905109 594960 20100 X 14700 0 5400
GSI LUMONICS INC COM 36229U102 9250 1000 X 1000 0 0
GTECH HLDGS CORP COM 400518106 71020 2000 X 0 0 2000
GTECH HLDGS CORP COM 400518106 10653 300 X 300 0 0
GUIDANT CORP COM 401698105 21437028 595473 X 552042 0 43431
GUIDANT CORP COM 401698105 2300148 63893 X 57968 0 5925
GUILFORD MLS INC COM 401794102 8694 4200 X 0 0 4200
GUILFORD PHARMACEUTICALS INC COM 401829106 119000 3500 X 0 0 3500
GUITAR CENTER INC COM 402040109 65503 3100 X 0 0 3100
GULFMARK OFFSHORE INC COM 402629109 14737936 468317 X 316817 0 151500
GULFMARK OFFSHORE INC COM 402629109 28323 900 X 900 0 0
GYMBOREE CORP COM 403777105 153000 18000 X 18000 0 0
GYRODYNE CO AMER INC COM 403820103 111570 7498 X 0 0 7498
GENELABS TECHNOLOGIES INC COM 368706107 21012 13051 X 13051
GENZYME CORP COM 372917104 8512 152 X 152
GILEAD SCIENCES INC COM 375558103 5529 95 X 95
GLOBAL MARINE INC NEW COM 379352404 862569 46300 X 46300
GOLDEN WEST FINANCIAL CORP COM 381317106 3803008 59200 X 59200
Grupo Tribasa Sa-Spons ADR COM 40049F105 19250 10000 X 10000
H J HEINZ CO COM 423074103 12326127 301446 X 250971 0 50475
H J HEINZ CO COM 423074103 10755746 263041 X 221202 0 41839
HAEMONETICS CORP MA COM 405024100 5240205 171810 X 170110 0 1700
HAGGAR CORP COM 405173105 49680 4800 X 4800 0 0
HAIN CELESTIAL GROUP INC COM 405217100 567380 25790 X 24800 0 990
HAIN CELESTIAL GROUP INC COM 405217100 53504 2432 X 2432 0 0
HALL KINION & ASSOCIATES COM 406069104 78182 9700 X 9700 0 0
HALLIBURTON CO COM NEW 406216101 89503740 2514150 X 2359668 0 154482
HALLIBURTON CO COM NEW 406216101 22784783 640022 X 616404 100 23518
HANCOCK FABRICS INC COM 409900107 120825 13500 X 12700 0 800
HANDELMAN CO COM 410252100 13400 800 X 0 0 800
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 6375 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 3094553 159103 X 149441 0 9662
HANOVER COMPRESSOR COMPANY COM 410768105 495059 14961 X 9461 0 5500
HANOVER COMPRESSOR COMPANY COM 410768105 60555 1830 X 230 0 1600
HARBOR FL BANCSHARES INC COM 411901101 111070 5800 X 0 0 5800
HARCOURT GEN INC COM 41163G101 1343258 23084 X 12029 0 11055
HARCOURT GEN INC COM 41163G101 1792252 30800 X 25800 0 5000
HARKEN ENERGY CORP COM 412552309 3798 1550 X 1550 0 0
HARLAND JOHN H CO COM 412693103 491630 21100 X 21000 0 100
HARLAND JOHN H CO COM 412693103 11650 500 X 500 0 0
HARLEY DAVIDSON INC COM 412822108 30240896 642330 X 637415 0 4915
HARLEY DAVIDSON INC COM 412822108 2305978 48980 X 43980 0 5000
HARLEYSVILLE GROUP INC 412824104 35700 1200 X 0 0 1200
45
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HARLEYSVILLE NATL CORP PA COM 412850109 64473 1394 X 1394 0 0
HARMAN INTL INDS INC NEW COM 413086109 6361030 167000 X 164809 0 2191
HARMAN INTL INDS INC NEW COM 413086109 76180 2000 X 2000 0 0
HARMONIC INC COM 413160102 425540 42554 X 42554 0 0
HARMONIC INC COM 413160102 4000 400 X 400 0 0
HARRAH'S ENTMT INC COM 413619107 6822819 193281 X 167004 0 26277
HARRAH'S ENTMT INC COM 413619107 636247 18024 X 17824 0 200
HARRIS CORP COM 413875105 25391692 933175 X 899375 0 33800
HARRIS CORP COM 413875105 369349 13574 X 12724 0 850
HARSCO CORP COM 415864107 153285 5650 X 3850 0 1800
HARTE-HANKS INC COM 416196103 9925046 400850 X 364950 0 35900
HARTE-HANKS INC COM 416196103 775607 31325 X 31325 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 64779930 947075 X 862447 0 84628
HARTFORD FINL SVCS GROUP INC COM 416515104 28627931 418537 X 393526 2150 22861
HARTMARX CORP COM 417119104 54969 21900 X 21900 0 0
HARTMARX CORP COM 417119104 52710 21000 X 21000 0 0
HARVARD BIOSCIENCE INC COM 416906105 552 50 X 50 0 0
HARVEY ELECTRONICS INC COM 417660107 260 200 X 200 0 0
HASBRO INC 418056107 380642 26342 X 21732 0 4610
HASBRO INC 418056107 94142 6515 X 6515 0 0
HAUPPAUGE DIGITAL INC COM 419131107 208 100 X 100 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 82092 2149 X 1549 0 600
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 104477 2735 X 2735 0 0
HAYES LEMMERZ INTL INC COM 420781106 11776 1840 X 0 0 1840
HCA-HEALTHCARE CO COM 404119109 11469132 253798 X 208251 0 45547
HCA-HEALTHCARE CO COM 404119109 401242 8879 X 8879 0 0
HCC INS HLDGS INC COM 404132102 4968968 202815 X 200270 0 2545
HCC INS HLDGS INC COM 404132102 245000 10000 X 0 0 10000
HEADWATERS INC COM 42210P102 22400 1400 X 0 0 1400
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 701684 33350 X 10500 0 22850
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 16411 780 X 780 0 0
HEALTH MGMT SYS INC COM 42219M100 1484978 746220 X 477720 0 268500
HEALTH NET INC COM 42222G108 1252800 72000 X 70000 0 2000
HEALTHCARE.COM CORP COM 42221Y100 4570 1000 X 1000 0 0
HEALTHGATE DATA CORP COM 42222H106 5250 15000 X 15000 0 0
HEALTHSOUTH CORP COM 421924101 42829767 2681889 X 2476919 0 204970
HEALTHSOUTH CORP COM 421924101 20681 1295 X 1295 0 0
HEARST-ARGYLE TELEVISION INC COM 422317107 20000 1000 X 0 0 1000
HEARTLAND EXPRESS CO 422347104 10018320 439400 X 381299 0 58101
HECLA MINING COMPANY 422704106 817 710 X 710 0 0
HEICO CORP NEW CL A 422806208 10500732 584999 X 575065 0 9934
HEIDRICK & STRUGGLES INTL INC COM 422819102 317148 15600 X 14200 0 1400
HELEN OF TROY CORP LTD COM G4388N106 5658 640 X 640 0 0
46
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HELIX TECHNOLOGY CORP COM 423319102 5070958 166370 X 165170 0 1200
HELIX TECHNOLOGY CORP COM 423319102 631789 20728 X 8250 0 12478
HELLER FINANCIAL INC 423328103 13002880 325072 X 213183 0 111889
HELLER FINANCIAL INC 423328103 18000 450 X 0 0 450
HELMERICH & PAYNE INC COM 423452101 336092 10905 X 0 0 10905
HELMERICH & PAYNE INC COM 423452101 18492 600 X 200 0 400
HENRY JACK & ASSOC INC COM 426281101 14570 470 X 0 0 470
HENRY JACK & ASSOC INC COM 426281101 83700 2700 X 0 0 2700
HENRY SCHEIN INC COM 806407102 68102 1700 X 600 0 1100
HERCULES INC COM 427056106 239639 21207 X 16029 0 5178
HERCULES INC COM 427056106 1516471 134201 X 134201 0 0
HERSHEY FOODS CORP COM 427866108 19698326 319208 X 297880 0 21328
HERSHEY FOODS CORP COM 427866108 6215616 100723 X 99723 0 1000
HEWLETT PACKARD CO COM 428236103 229108279 8010779 X 7597215 0 413564
HEWLETT PACKARD CO COM 428236103 102025552 3567327 X 3378303 7000 182024
HEXCEL CORP COM NEW 428291108 4840920 379680 X 369130 0 10550
HI/FN INC COM 428358105 7565 500 X 500 0 0
HIBBETT SPORTING GOODS INC COM 428565105 165844 4475 X 0 0 4475
HIBERNIA CORP CLASS A VOTING COM 428656102 7356473 413285 X 391435 0 21850
HICKORY TECH CORP COM 429060106 24000 1500 X 0 0 1500
HIGH SPEED ACCESS CORP COM 42979U102 600 500 X 500 0 0
HIGHLANDS INS GROUP INC COM 431032101 1343 277 X 277 0 0
HIGHLANDS INS GROUP INC COM 431032101 4181 862 X 694 0 168
HILB ROGAL & HAMILTON CO COM 431294107 428750 9800 X 9800 0 0
HILFIGER TOMMY CORP G8915Z102 5077870 362705 X 355691 0 7014
HILFIGER TOMMY CORP G8915Z102 91700 6550 X 6250 0 300
HILLENBRAND INDS INC COM 431573104 36265 635 X 635 0 0
HILLENBRAND INDS INC COM 431573104 87550 1533 X 1533 0 0
HILTON HOTELS CORP COM 432848109 4696608 404880 X 296425 0 108455
HISPANIC BROADCASTING CORP COM 43357B104 54511 1900 X 1900 0 0
HISPANIC BROADCASTING CORP COM 43357B104 109596 3820 X 120 0 3700
HISPANIC TELEVISION NETWORK COM 43357C102 73500 175000 X 175000 0 0
HNC SOFTWARE INC COM 40425P107 648999 33282 X 32487 0 795
HOLLINGER INTL INC CL A COM 435569108 57613 4190 X 4190 0 0
HOLLYWOOD ENTMT CORP COM 436141105 17597 2080 X 2080 0 0
HOLLYWOOD MEDIA CORP COM 436233100 7488 1250 X 1250 0 0
HOLOGIC INC 436440101 77520 11400 X 11400 0 0
HOLOGIC INC 436440101 7004 1030 X 500 0 530
HOME DEPOT INC COM 437076102 476213715 10230155 X 9722953 0 507202
HOME DEPOT INC COM 437076102 113669049 2441870 X 2286251 7148 148471
HOMEBASE INC COM 43738E108 1725 500 X 500 0 0
HOMESTAKE MINING CO COM 437614100 612130 77293 X 39959 0 37334
HOMESTAKE MINING CO COM 437614100 50416 6366 X 4366 0 2000
47
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HOMESTORE.COM INC COM 437852106 6992 200 X 200 0 0
HON INDS INC COM 438092108 150164 6200 X 0 0 6200
HONEYWELL INTL INC COM 438516106 85488023 2443213 X 2353968 0 89245
HONEYWELL INTL INC COM 438516106 11564615 330512 X 310640 3460 16412
HOOPER HOLMES INC COM 439104100 10061892 986460 X 982360 0 4100
HORACE MANN EDUCATORS CORP NEW COM 440327104 9853371 457233 X 298833 0 158400
HORIZON HEALTH CORP COM 44041Y104 82290 6500 X 6500 0 0
HORIZON OFFSHORE INC COM 44043J105 54000 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 43930 4600 X 4600 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 2865 300 X 300 0 0
HORMEL FOODS CORPORATION 440452100 92492 3800 X 3800 0 0
HOTEL RESERVATIONS INC CL A COM 441451101 13959 300 X 0 0 300
HOTJOBS COM LTD COM 441474103 10800 1200 X 0 0 1200
HOUGHTON-MIFFLIN CO COM 441560109 25767802 429965 X 293265 0 136700
HOUGHTON-MIFFLIN CO COM 441560109 570534 9520 X 4520 0 5000
HOUSEHOLD INTERNATIONAL COM 441815107 37343129 559867 X 462468 0 97399
HOUSEHOLD INTERNATIONAL COM 441815107 4215107 63195 X 56016 0 7179
HOUSTON EXPLORATION COMPANY COM 442120101 11521875 368700 X 233300 0 135400
HOWELL CORP COM 443051107 3420 300 X 300 0 0
HPSC INC COM 404264103 8250 1000 X 1000 0 0
HS RES INC COM 404297103 861840 13300 X 13300 0 0
HUBBELL INC CL B COM 443510201 1743480 60120 X 56110 0 4010
HUBBELL INC CL B COM 443510201 1958979 67551 X 38543 60 28948
HUBBELL INC CLASS A COM 443510102 134640 4800 X 0 0 4800
HUBBELL INC CLASS A COM 443510102 51500 1836 X 1836 0 0
HUDSON CITY BANCORP INC COM 443683107 427165 18500 X 18500 0 0
HUDSON CITY BANCORP INC COM 443683107 23090 1000 X 1000 0 0
HUDSON RIVER BANCORP COM 444128102 204530 11300 X 9100 0 2200
HUDSON RIVER BANCORP COM 444128102 63350 3500 X 3500 0 0
HUDSON UNITED BANCORP COM 444165104 4216859 165367 X 164817 0 550
HUDSON UNITED BANCORP COM 444165104 2258255 88559 X 88559 0 0
HUFFY CORPORATION COM 444356109 72300 7500 X 7500 0 0
HUFFY CORPORATION COM 444356109 10845 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 475365 20100 X 17900 0 2200
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 628 50 X 50 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 125600 10000 X 0 0 10000
HUMAN GENOME SCIENCES INC COM 444903108 5298807 87947 X 12249 0 75698
HUMAN GENOME SCIENCES INC COM 444903108 51213 850 X 650 0 200
HUMANA INC COM 444859102 527940 53598 X 29661 0 23937
HUMANA INC COM 444859102 3448 350 X 350 0 0
HUNT J B TRANS SVCS INC COM 445658107 47500 2500 X 2500 0 0
HUNTINGTON BANCSHARES INC 446150104 894443 54706 X 46495 0 8211
HUNTINGTON BANCSHARES INC 446150104 443935 27152 X 26021 0 1131
48
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HUTCHINSON TECHNOLOGY INC COM 448407106 417195 21900 X 19300 0 2600
HUTTIG BLDG PRODS INC COM 448451104 7433 1466 X 1466 0 0
HYDRIL CO COM 448774109 2277 100 X 0 0 100
HYPERCOM CORP COM 44913M105 3175776 661620 X 450120 0 211500
HYPERFEED TECHNOLOGIES INC COM 44913S102 10600 5000 X 5000 0 0
HYPERION SOLUTIONS CORP COM 44914M104 366000 24400 X 24400 0 0
HYSEQ INC COM 449163302 63250 5500 X 0 0 5500
HYSEQ INC COM 449163302 11500 1000 X 1000 0 0
HYTEK MICROSYSTEMS INC COM 449180108 4820 2000 X 2000 0 0
HEINZ H J CO COM 423074103 126759 3100 X 3100
HOME DEPOT INC COM 437076102 1252195 26900 X 26900
HOMESTORE.COM INC COM 437852106 81351 2300 X 2300
HOT TOPIC INC COM 441339108 16373 528 X 528
HUMAN GENOME SCIENCES INC COM 444903108 31361 520 X 520
I-MANY INC COM 44973Q103 15588518 1154705 X 1153905 0 800
I-MANY INC COM 44973Q103 5479650 405900 X 405900 0 0
I-STAT CORP COM 450312103 106128 7200 X 7200 0 0
I-STAT CORP COM 450312103 4422 300 X 300 0 0
IASIAWORKS INC COM 45072L101 38 200 X 200 0 0
IBEAM BROADCASTING CORP COM 45073P101 78 200 X 200 0 0
IBERIABANK CORP COM 450828108 2364 80 X 0 0 80
IBIS TECHNOLOGY CORP COM 450909106 23163 2100 X 500 0 1600
IBP INC COM 449223106 58959 2335 X 1035 0 1300
ICN PHARMACEUTICALS INC COM 448924100 31828292 1003414 X 710845 0 292569
ICN PHARMACEUTICALS INC COM 448924100 43710 1378 X 1378 0 0
ICO INC NEW COM 449293109 1855 700 X 700 0 0
ICOS CORP COM 449295104 227200 3550 X 3550 0 0
ICOS CORP COM 449295104 41600 650 X 550 0 100
ICU MED INC COM 44930G107 486072 11775 X 0 0 11775
IDACORP INC COM 451107106 677928 19436 X 19436 0 0
IDACORP INC COM 451107106 603947 17315 X 14815 0 2500
IDEC PHARMACEUTICALS CORP COM 449370105 138765 2050 X 150 0 1900
IDEC PHARMACEUTICALS CORP COM 449370105 352326 5205 X 5205 0 0
IDENTIX INC COM 451906101 6250 1000 X 1000 0 0
IDEX CORP COM 45167R104 2805000 82500 X 22200 0 60300
IDEX CORP COM 45167R104 258230 7595 X 845 0 6750
IDEXX LABS CORP 45168D104 5764375 184460 X 168860 0 15600
IDEXX LABS CORP 45168D104 18750 600 X 600 0 0
IDT CORP CL B COM 448947309 511500 46500 X 46500 0 0
IDT CORP COM 448947101 627750 46500 X 46500 0 0
IDX SYS CORP COM 449491109 7500 500 X 0 0 500
IGATE CAPITAL CORPORATION COM 45169U105 42415 8500 X 0 0 8500
IHOP CORP COM 449623107 394695 14700 X 14700 0 0
II-VI INC COM 902104108 1820 104 X 104 0 0
IIC INDUSTRIES INC COM 449628205 11088 792 X 792 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 113406 11572 X 3472 0 8100
IKON OFFICE SOLUTIONS INC COM 451713101 361708 36909 X 36909 0 0
ILEX ONCOLOGY INC COM 451923106 142025 4750 X 0 0 4750
49
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ILLINOIS TOOL WORKS INC COM 452308109 71919624 1136171 X 1091952 0 44219
ILLINOIS TOOL WORKS INC COM 452308109 21874265 345565 X 329945 0 15620
ILLUMINA INC COM 452327109 5713 485 X 0 0 485
ILLUMINA INC COM 452327109 8246 700 X 700 0 0
ILLUMINET HLDGS INC COM 452334105 424575 13500 X 0 0 13500
IMANAGE INC COM 45245Y105 1825 500 X 500 0 0
IMATION CORP COM 45245A107 184741 7331 X 1131 0 6200
IMATION CORP COM 45245A107 138272 5487 X 4845 0 642
IMATRON INC COM 452906100 1000 500 X 500 0 0
IMC GLOBAL INC COM 449669100 31620 3100 X 1400 0 1700
IMC GLOBAL INC COM 449669100 2336 229 X 215 0 14
IMCLONE SYS INC COM 45245W109 13464 255 X 255 0 0
IMCLONE SYS INC COM 45245W109 15840 300 X 300 0 0
IMCO RECYCLING INC 449681105 124250 17500 X 14300 0 3200
IMMTECH INTERNATIONAL INC COM 452519101 5220 600 X 600 0 0
IMMUNEX CORP NEW COM 452528102 55203 3110 X 3110 0 0
IMMUNEX CORP NEW COM 452528102 317725 17900 X 700 0 17200
IMMUNOGEN INC COM 45253H101 4400 220 X 220 0 0
IMMUNOMEDICS INC COM 452907108 10700 500 X 500 0 0
IMPATH INC COM 45255G101 665165 15015 X 11500 0 3515
IMS HEALTH INC COM 449934108 6937100 243407 X 188369 0 55038
IMS HEALTH INC COM 449934108 5738276 201343 X 183583 0 17760
INAMED CORP COM 453235103 430312 15200 X 15200 0 0
INCYTE GENOMICS INC COM 45337C102 7356 300 X 300 0 0
INCYTE GENOMICS INC COM 45337C102 203516 8300 X 800 0 7500
INDEPENDENCE CMNTY BK CORP COM 453414104 242802 12300 X 1700 0 10600
INDEPENDENT BK CORP MA COM 453836108 19740 1000 X 1000 0 0
INDEPENDENT BK CORP MA COM 453836108 1974 100 X 100 0 0
INDUSTRIAL BANCORP INC COM 455882100 3248 160 X 160 0 0
INDUSTRIAL HOLDINGS INC COM 456160100 555 300 X 300 0 0
INET TECHNOLOGIES INC COM 45662V105 6962 850 X 850 0 0
INFINIUM SOFTWARE INC COM 45662Y109 695877 615820 X 415720 0 200100
INFOCURE CORP COM 45665A108 2975 1250 X 1250 0 0
INFOCUS CORP COM 45665B106 2039 100 X 100 0 0
INFONAUTICS CORP COM 456662105 750 1000 X 1000 0 0
INFONET SERVICES CORP COM 45666T106 3400 400 X 400 0 0
INFONET SERVICES CORP COM 45666T106 17425 2050 X 2050 0 0
INFORMATICA CORP COM 45666Q102 2951 170 X 0 0 170
INFORMATION HLDGS INC COM 456727106 1010990 31300 X 15900 0 15400
INFORMATION RES INC COM 456905108 220242 21300 X 21300 0 0
INFORMIX CORP COM 456779107 334597 57294 X 17548 0 39746
INFORMIX CORP COM 456779107 707 121 X 121 0 0
INFOSPACE INC 45678T102 37970 9888 X 9888 0 0
INFOSPACE INC 45678T102 6355 1655 X 1655 0 0
50
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
INFOUSA INC NEW COM 456818301 3306252 551042 X 393542 0 157500
INGERSOLL RAND CO COM 456866102 46861910 1137425 X 1069927 0 67498
INGERSOLL RAND CO COM 456866102 11806972 286577 X 272052 0 14525
INGLES MKTS INC CL A 457030104 3213990 261300 X 180200 0 81100
INGLES MKTS INC CL A 457030104 2460 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 47672 3290 X 40 0 3250
INGRAM MICRO CL A COM 457153104 3623 250 X 250 0 0
INHALE THERAPEUTIC SYS INC COM 457191104 14260 620 X 620 0 0
INHALE THERAPEUTIC SYS INC COM 457191104 9200 400 X 400 0 0
INKINE PHARMACEUTICAL INC COM 457214104 73133 14925 X 250 0 14675
INKTOMI COM 457277101 348338 36323 X 36023 0 300
INKTOMI COM 457277101 48334 5040 X 40 0 5000
INNOVEX INC COM 457647105 98723 26900 X 11500 0 15400
INPRIMIS INC COM 45769X103 84 300 X 300 0 0
INPUT/OUTPUT INC COM 457652105 494030 38900 X 19300 0 19600
INSIGHT COMMUNICATIONS INC COM 45768V108 2885000 115400 X 96500 0 18900
INSIGHT ENTERPRISES INC COM 45765U103 775425 31650 X 30550 0 1100
INSIGHT HEALTH SVCS CORP COM 45766Q101 130980 7400 X 900 0 6500
INSILICON CORP COM 45769H108 4540 1000 X 1000 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 722737 19801 X 19801 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 8395 230 X 230 0 0
INSTINET GROUP COM 457750107 162168 8700 X 2000 0 6700
INSTINET GROUP COM 457750107 13048 700 X 700 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 146200 8600 X 8600 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 21650 1000 X 1000 0 0
INTEGRAL SYSTEMS INC /MD COM 45810H107 10621616 440183 X 282383 0 157800
INTEGRATED CIRCUIT SYS INC COM 45811K208 339840 17700 X 0 0 17700
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 95070 3000 X 300 0 2700
INTEGRATED MEASUREMENT SYS INC COM 457923100 4438290 202200 X 201200 0 1000
INTEL CORP COM 458140100 502999439 17196562 X 15989065 0 1207497
INTEL CORP COM 458140100 184946522 6322958 X 5955946 15110 351902
INTELLIGROUP INC COM 45816A106 45 50 X 50 0 0
INTER TEL INC COM 458372109 232245 19500 X 19500 0 0
INTERCEPT GROUP INC COM 45845L107 144400 3800 X 0 0 3800
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 305795 17474 X 17474 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 21863 1650 X 1650 0 0
INTERFACE INC COM 458665106 394500 52600 X 34000 0 18600
INTERGRAPH CORP COM 458683109 452760 29400 X 0 0 29400
INTERLIANT INC COM 458742103 550 1000 X 1000 0 0
INTERLOGIX INC COM 458763109 14914265 408610 X 278209 0 130401
INTERMAGNETICS GEN CORP COM 458771102 388832 12001 X 12001 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 31290 2100 X 0 0 2100
INTERMET CORP 45881K104 144781 25625 X 6200 0 19425
51
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
INTERMUNE INC COM 45884X103 6803 191 X 191 0 0
INTERNAP NETWORK SERVICES COM 45885A102 1962 600 X 600 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 526322812 4657724 X 4326828 0 330896
INTERNATIONAL BUSINESS MACHS CORP 459200101 280935289 2486153 X 2285059 6490 194604
INTERNATIONAL FIBERCOM INC COM 45950T101 61250 24500 X 24500 0 0
INTERNATIONAL GAME TECH COM 459902102 449102 7157 X 557 0 6600
INTERNATIONAL GAME TECH COM 459902102 156875 2500 X 2500 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 303988 14650 X 14250 0 400
INTERNATIONAL PAPER CO COM 460146103 12544230 351379 X 250967 0 100412
INTERNATIONAL PAPER CO COM 460146103 6034300 169028 X 159802 0 9226
INTERNATIONAL RECTIFIER CORP COM 460254105 5861961 171905 X 162740 0 9165
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 232428 5534 X 3634 0 1900
INTERNET CAP GROUP INC COM 46059C106 23392 11696 X 11596 0 100
INTERNET CAP GROUP INC COM 46059C106 2600 1300 X 1000 0 300
INTERNET HOLDRS TR COM 46059W102 13620 300 X 300 0 0
INTERNET INITIATIVE JAPAN COM 46059T109 3933 550 X 550 0 0
INTERNET SEC SYS INC COM 46060X107 785312 16172 X 10672 0 5500
INTERNEURON PHARMACEUTICALS INC COM 460573108 9339 1100 X 0 0 1100
INTERNEURON PHARMACEUTICALS INC COM 460573108 4245 500 X 500 0 0
INTERPOOL INC COM 46062R108 1853 118 X 118 0 0
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 62112407 2116266 X 1998183 0 118083
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 11179327 380897 X 370594 0 10303
INTERSIL CORP 46069S109 250250 6875 X 6475 0 400
INTERSIL CORP 46069S109 14560 400 X 400 0 0
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 10105600 631600 X 299000 0 332600
INTERTAN INC COM 461120107 22459164 1604226 X 1302326 0 301900
INTERVOICE BRITE INC COM 461142101 266200 24200 X 24200 0 0
INTERWOVEN INC COM 46114T102 18337 1085 X 1085 0 0
INTIMATE BRANDS INC CL A COM 461156101 8498425 563930 X 546930 0 17000
INTIMATE BRANDS INC CL A COM 461156101 18084 1200 X 1200 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 919507 36590 X 15829 0 20761
INTL FLAVORS & FRAGRANCES COM 459506101 1307740 52039 X 49039 0 3000
INTRANET SOLUTIONS INC COM 460939309 1302261 34225 X 29798 0 4427
INTRUSION.COM INC COM 46121E106 529433 151700 X 150900 0 800
INTUIT INC COM 461202103 1808348 45220 X 22720 0 22500
INTUIT INC COM 461202103 120970 3025 X 3025 0 0
INTUITIVE SURGICAL INC COM 46120E107 20265 1500 X 1500 0 0
INVACARE CORP COM 461203101 35453069 917760 X 590960 0 326800
INVERNESS MED TECHNOLOGY INC COM 461268104 12210 330 X 330 0 0
INVESTMENT TECHNOLOGY GROUP COM NEW 46145F105 75435 1500 X 0 0 1500
INVESTORS FINL SERVICES CORP COM 461915100 20100 300 X 300 0 0
INVESTORS FINL SERVICES CORP COM 461915100 1037696 15488 X 15488 0 0
INVITROGEN CORP COM 46185R100 7045303 98124 X 90836 0 7288
INVITROGEN CORP COM 46185R100 48446906 674748 X 611148 0 63600
52
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
IOMEGA CORP COM 462030107 2264659 947556 X 568600 0 378956
IOMEGA CORP COM 462030107 478 200 X 200 0 0
ION NETWORKS INC COM 46205P100 160 200 X 200 0 0
IONICS INC COM 462218108 482423 15315 X 15315 0 0
IONICS INC COM 462218108 305960 9713 X 9713 0 0
IPSWICH BANCSHARES INC COM 462633108 11750 1000 X 1000 0 0
IRON MTN INC COM 462846106 26904 600 X 600 0 0
IRON MTN INC COM 462846106 1600788 35700 X 30000 0 5700
IRT PROPERTY CO 450058102 8168 750 X 750 0 0
ISIS PHARMACEUTICALS COM 464330109 16541 1335 X 1335 0 0
ISLE CAPRI CASINOS INC COM 464592104 4888 520 X 520 0 0
ISTA PHARMACEUTICALS INC COM 45031X105 11538 3550 X 0 0 3550
IT GROUP INC COM 465266104 15240 2400 X 2400 0 0
ITC DELTACOM INC COM 45031T104 4000 1000 X 1000 0 0
ITRON INC COM 465741106 231434 12200 X 11300 0 900
ITT EDL SVCS INC COM 45068B109 8824500 196100 X 123400 0 72700
ITT INDS INC IND COM 450911102 2398704 54208 X 52672 0 1536
ITT INDS INC IND COM 450911102 3083207 69677 X 63552 1000 5125
IVAX CORP 465823102 8486868 217612 X 198250 0 19362
IVAX CORP 465823102 146211 3749 X 2437 0 1312
IVILLAGE COM 46588H105 48885 33714 X 33714 0 0
I2 TECHNOLOGIES INC COM 465754109 142956 7220 X 7220 0 0
I2 TECHNOLOGIES INC COM 465754109 814651 41144 X 38644 0 2500
IBASIS, INC. COM 450732102 6861 1386 X 1386
IBEAM BROADCASTING COM 45073P101 16 43 X 43
ICOS CORP COM 449295104 46394 754 X 754
ICOS VISION SYSTEMS COM B49233107 2295 300 X 300
IKOS SYS INC._NEW COM 451716203 14000 2000 X 2000
ILLUMINET HOLDINGS, INC. COM 452334105 15725 500 X 500
I-MANY INC COM 44973Q103 31400 2661 X 2661
IMMERSION CORP COM 452521107 7 1 X 1
IMMUNOGEN INC COM 45253H101 11275 550 X 550
INCYTE PHARMACEUTICALS INC COM 45337C102 5566 230 X 230
INNOVEDA INC COM 45769F102 12943 5727 X 5727
INSMED INC COM 457669208 19445 2175 X 2175
INTEL CORP COM 458140100 6207669 212228 X 212228
INTEL CORP COM 458140100 147102 5012 X 5012
Interland, Inc. COM 458726106 3,226683 2482064 X 2482064
INTERMUNE INC COM 45884X103 771750 22500 X 22500
INTERMUNE INC COM 45884X103 17150 500 X 500
Internet Capital Group COM 46059C106 981082 490541 X 490541
Internet Capital Group COM 46059C106 76718 38359 X 38359
INTUITIVE SURGICAL, INC COM 46120E107 5228 387 X 387
Invernes Medical COM 461268104 411366 11118 X 11118
IONA TECHNOLOGIES PLC COM 46206P109 4646 121 X 121
ISLE OF CAPRIS CASINOS INC COM 464592104 4700 500 X 500
IXL ENTERPRISES INC COM 450718101 3924 3600 X 3600
J & J SNACK FOODS CORP COM 466032109 137330 6200 X 6200 0 0
J D EDWARDS & CO COM 281667105 145642 10300 X 900 0 9400
J P MORGAN CHASE & CO COM 46625H100 391836333 8785568 X 8394565 0 391003
J P MORGAN CHASE & CO COM 46625H100 165451996 3709686 X 3553660 10245 145781
J. JILL GROUP INC COM 466189107 87075 4300 X 0 0 4300
JABIL CIRCUIT INC COM 466313103 16709209 541452 X 422816 0 118636
JABIL CIRCUIT INC COM 466313103 144332 4677 X 4677 0 0
JACK IN THE BOX INC COM 466367109 11724120 449200 X 301400 0 147800
JACOBS ENGR GROUP INC COM 469814107 45661 700 X 700 0 0
JACOBS ENGR GROUP INC COM 469814107 596855 9150 X 2700 0 6450
JAKKS PAC INC COM 47012E106 246840 13200 X 13200 0 0
JAKKS PAC INC COM 47012E106 27863 1490 X 1490 0 0
JDA SOFTWARE GROUP INC COM 46612K108 1661 100 X 100 0 0
JDS UNIPHASE CORP COM 46612J101 40548025 3243842 X 3128452 0 115390
JDS UNIPHASE CORP COM 46612J101 4936263 394901 X 295491 2200 97210
JEFFERIES GROUP INC NEW COM 472319102 599400 18500 X 18100 0 400
JEFFERSON PILOT CORP COM 475070108 1227231 25398 X 16410 0 8988
JEFFERSON PILOT CORP COM 475070108 2895238 59918 X 55868 0 4050
JLG INDUSTRIES INC COM 466210101 400140 32400 X 30900 0 1500
JMAR TECHNOLOGIES INC COM 466212107 3860 1000 X 1000 0 0
53
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
JO-ANN STORES INC CL A COM 47758P109 54270 13400 X 13400 0 0
JOHN HANCOCK FINL SVCS COM 41014S106 52592242 1306315 X 1228450 0 77865
JOHN HANCOCK FINL SVCS COM 41014S106 1219516 30291 X 30291 0 0
JOHN NUVEEN CO CL A COM 478035108 396550 7000 X 0 0 7000
JOHNSON & JOHNSON COM 478160104 452081550 9041631 X 8238570 0 803061
JOHNSON & JOHNSON COM 478160104 285434750 5708695 X 4829961 8650 870084
JOHNSON CONTROLS INC COM 478366107 2095832 28920 X 18005 0 10915
JOHNSON CONTROLS INC COM 478366107 1001246 13816 X 10161 0 3655
JONES APPAREL GROUP INC COM 480074103 39769790 920597 X 895393 0 25204
JONES APPAREL GROUP INC COM 480074103 1230466 28483 X 27800 0 683
JOURNAL REGISTER CO COM 481138105 362250 22500 X 22500 0 0
JUNIPER NETWORKS INC COM 48203R104 1044649 33590 X 25275 0 8315
JUNIPER NETWORKS INC COM 48203R104 780299 25090 X 2500 0 22590
JUNO ONLINE SVCS INC COM 482048105 73 50 X 50 0 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 104 25 X 25 0 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 95 23 X 23 0 0
JONES APPAREL COM 480074103 90720 2100 X 2100
K MART CORP COM 482584109 1700198 148230 X 39268 0 108962
K MART CORP COM 482584109 56777 4950 X 4950 0 0
K TRON INTL INC COM 482730108 1831175 146494 X 111054 0 35440
K V PHARMACEUTICAL CO CL A 482740206 12488 450 X 0 0 450
K V PHARMACEUTICAL CO CL A 482740206 9352 337 X 337 0 0
K-SWISS COM 482686102 178562 7400 X 7400 0 0
KAMAN CORP CL A COM 483548103 7532872 425586 X 315786 0 109800
KAMAN CORP CL A COM 483548103 155406 8780 X 2980 0 5800
KANA COMMUNICATIONS INC COM 483600102 4506 2209 X 2209 0 0
KANEB SVCS INC COM 484170105 1466 200 X 200 0 0
KANSAS CITY LIFE INS CO COM 484836101 3304000 82600 X 61600 0 21000
KANSAS CITY LIFE INS CO COM 484836101 43200 1080 X 1080 0 0
KANSAS CITY PWR & LT CO COM 485134100 6927715 282188 X 170588 0 111600
KANSAS CITY PWR & LT CO COM 485134100 439298 17894 X 7034 0 10860
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 170830 10812 X 912 0 9900
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 269864 17080 X 17080 0 0
KATY INDUSTRIES INC COM 486026107 4740 1000 X 1000 0 0
KATY INDUSTRIES INC COM 486026107 4740 1000 X 1000 0 0
KAYDON CORP COM 486587108 184680 7200 X 0 0 7200
KAYDON CORP COM 486587108 205200 8000 X 4000 0 4000
KB HOME COM 48666K109 6716536 222623 X 193831 0 28792
KB HOME COM 48666K109 29205 968 X 968 0 0
KCS ENERGY INC 482434206 13200 2000 X 0 0 2000
KEANE INC COM 486665102 58300 2650 X 2650 0 0
KEITH COS INC COM 487539108 40020 2300 X 0 0 2300
KEITHLEY INSTRUMENTS INC COM 487584104 1991763 93510 X 64110 0 29400
KELLOGG CO COM 487836108 3374237 116353 X 97728 0 18625
KELLOGG CO COM 487836108 7524775 259475 X 254675 400 4400
54
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
KELLSTROM INDUSTRIES INC COM 488035106 5790 3000 X 3000 0 0
KELLWOOD CO COM 488044108 420420 18200 X 9800 0 8400
KELLY SVCS INC CL A COM 488152208 15156 625 X 625 0 0
KEMET CORP COM 488360108 804 40 X 40 0 0
KENDLE INTERNATIONAL COM 48880L107 40080 2000 X 0 0 2000
KENNAMETAL INC COM 489170100 66420 1800 X 0 0 1800
KENNAMETAL INC COM 489170100 70110 1900 X 0 0 1900
KENSEY NASH CORP COM 490057106 3348 200 X 200 0 0
KERR-MCGEE CORP COM 492386107 68336829 1031188 X 997254 0 33934
KERR-MCGEE CORP COM 492386107 2156625 32543 X 31943 0 600
KEY ENERGY SERVICES INC COM 492914106 27100 2500 X 1500 0 1000
KEY ENERGY SERVICES INC COM 492914106 247152 22800 X 22800 0 0
KEY PRODTN INC COM 493138101 4634694 278360 X 193360 0 85000
KEY PRODTN INC COM 493138101 18315 1100 X 1100 0 0
KEY TECHNOLOGY INC COM 493143101 1360978 280614 X 182014 0 98600
KEYCORP NEW COM 493267108 2397277 92026 X 54221 0 37805
KEYCORP NEW COM 493267108 4571879 175504 X 172743 0 2761
KEYSPAN CORP COM 49337W100 3201813 87769 X 75689 0 12080
KEYSPAN CORP COM 49337W100 384572 10542 X 8658 0 1884
KFORCE INC COM 493732101 9760465 1501610 X 974765 0 526845
KIMBALL INTL INC CL B COM 494274103 28960 1600 X 0 0 1600
KIMBERLY CLARK CORP COM 494368103 52718563 943087 X 843587 0 99500
KIMBERLY CLARK CORP COM 494368103 39431748 705398 X 685323 600 19475
KINDER MORGAN INC COM 49455P101 1542675 30700 X 27900 0 2800
KINDER MORGAN INC COM 49455P101 153263 3050 X 3050 0 0
KINDER MORGAN MGMT LLC COM 49455U100 337363 4925 X 0 0 4925
KING PHARMACEUTICALS COM 495582108 13725869 255365 X 240657 0 14708
KING PHARMACEUTICALS COM 495582108 509711 9483 X 2262 0 7221
KIRBY CORP COM 497266106 436305 17700 X 16800 0 900
KLA-TENCOR CORP COM 482480100 2020255 34552 X 20892 0 13660
KLA-TENCOR CORP COM 482480100 58470 1000 X 1000 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 2700 153 X 153 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 2648 150 X 0 0 150
KNIGHT RIDDER INC COM 499040103 9275765 156421 X 139166 0 17255
KNIGHT RIDDER INC COM 499040103 379283 6396 X 5196 400 800
KNIGHT TRADING GROUP INC COM 499063105 3207 300 X 300 0 0
KNIGHT TRADING GROUP INC COM 499063105 7483 700 X 700 0 0
KNIGHT TRANSN INC COM 499064103 472177 22977 X 450 0 22527
KOHLS CORP COM 500255104 12393315 197566 X 154016 0 43550
KOHLS CORP COM 500255104 177840 2835 X 665 0 2170
KOPIN CORP COM 500600101 5805870 478243 X 473447 0 4796
KOPIN CORP COM 500600101 1178794 97100 X 7100 0 90000
KORN/FERRY INTERNATIONAL COM 500643200 40595 2619 X 2469 0 150
55
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
KOS PHARMACEUTICALS INC COM 500648100 7900 200 X 200 0 0
KOSAN BIOSCIENCES INC COM 50064W107 18865 2450 X 0 0 2450
KOSAN BIOSCIENCES INC COM 50064W107 13906 1806 X 1806 0 0
KPMG CONSULTING INC COM 48265R109 165013 10750 X 0 0 10750
KRAFT FOODS INC COM 50075N104 14493740 467540 X 427800 0 39740
KRAFT FOODS INC COM 50075N104 322400 10400 X 8300 0 2100
KRAMONT RLTY TR COM 50075Q107 102668 7505 X 7505 0 0
KRAMONT RLTY TR COM 50075Q107 27360 2000 X 2000 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 204800 5120 X 4920 0 200
KRISPY KREME DOUGHNUTS INC COM 501014104 17600 440 X 440 0 0
KROGER CO COM 501044101 27470350 1098814 X 968351 0 130463
KROGER CO COM 501044101 718125 28725 X 20540 0 8185
KROLL O GARA CO COM 501050108 8343389 881965 X 680589 0 201376
KRONOS INC COM 501052104 466216 11385 X 10685 0 700
KULICKE & SOFFA INDS INC COM 501242101 634920 37000 X 35900 0 1100
KULICKE & SOFFA INDS INC COM 501242101 329472 19200 X 0 0 19200
K2 INC COM 482732104 4844606 423850 X 302550 0 121300
Kana Communications COM 483600102 1252670 614054 X 614,054
Kana Communications COM 483600102 317220 155500 X 155,500
KNIGHT TRADING GROUP INC COM 499063105 1472312 137728 X 137,728
L-3 COMM HLDGS INC COM 502424104 103387 1355 X 175 0 1180
L-3 COMM HLDGS INC COM 502424104 156415 2050 X 0 0 2050
LA-Z-BOY INC COM 505336107 821419 44401 X 32701 0 11700
LABONE INC NEW COM 50540L105 10125 1500 X 1500 0 0
LABOR READY INC COM 505401208 159820 30500 X 30500 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 358354 4660 X 200 0 4460
LABORATORY CORP AMER HLDGS COM 50540R409 64135 834 X 834 0 0
LABRANCHE & CO INC COM 505447102 236350 8150 X 8150 0 0
LACLEDE GAS CO COM 505588103 383540 15100 X 15100 0 0
LACLEDE GAS CO COM 505588103 90729 3572 X 3572 0 0
LADISH COMPANY INC COM 505754200 6086024 455200 X 331300 0 123900
LAFARGE CORP COM 505862102 335 10 X 10 0 0
LAFARGE CORP COM 505862102 13404 400 X 0 0 400
LAKELAND BANCORP INC COM 511637100 80835 4466 X 2121 0 2345
LAKELAND FINL CORP COM 511656100 5880 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 650818 21950 X 9100 0 12850
LAM RESEARCH CORPORATION COM 512807108 48478 1635 X 1635 0 0
LAMAR ADVERTISING COM CL A 512815101 13200 300 X 0 0 300
LANCASTER COLONY CORP COM 513847103 2112369 64050 X 0 0 64050
LANCE INC COM 514606102 5373 398 X 398 0 0
LANDAMERICA FINL GROUP INC COM 514936103 474661 14903 X 9903 0 5000
LANDAUER INC 51476K103 69000 2300 X 0 0 2300
LANDMARK SYSTEMS CORP COM 51506S100 1878948 509200 X 293100 0 216100
LANDRY'S RESTAURANTS, INC. 51508L103 397630 23390 X 15900 0 7490
LANDS END INC COM 515086106 24090 600 X 100 0 500
LANDSTAR SYS INC COM 515098101 469338 6900 X 3300 0 3600
56
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
LANTRONIX INC COM 516548104 8240 800 X 0 0 800
LARGE SCALE BIOLOGY COM 517053104 109411 15410 X 0 0 15410
LASER TECHNOLOGY INC COM 518074208 127 100 X 100 0 0
LASERSIGHT INC COM 517924106 9080 4000 X 0 0 4000
LATTICE SEMICONDUCTOR CORP 518415104 63440 2600 X 500 0 2100
LAWSON PRODUCTS INC COM 520776105 267861 9142 X 7942 0 1200
LAYNE CHRISTENSEN CO COM 521050104 5419600 637600 X 433700 0 203900
LAZARE KAPLAN INTERNATIONAL COM 521078105 175440 34400 X 34400 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 125970 24700 X 14500 0 10200
LCA-VISION INC COM 501803209 250753 100301 X 99801 0 500
LCA-VISION INC COM 501803209 30000 12000 X 12000 0 0
LEAP WIRELESS INTL INC COM 521863100 1660531 54803 X 51803 0 3000
LEAP WIRELESS INTL INC COM 521863100 18332 605 X 605 0 0
LEAR CORP COM 521865105 2209170 63300 X 43200 0 20100
LEARN2.COM INC COM 522002104 21403 107015 X 107015 0 0
LECROY CORP COM 52324W109 5137044 201690 X 200690 0 1000
LEGATO SYS INC COM 524651106 9570 600 X 0 0 600
LEGATO SYS INC COM 524651106 2871 180 X 180 0 0
LEGG MASON INC COM 524901105 27368 550 X 550 0 0
LEGGETT & PLATT INC COM 524660107 1949170 88478 X 72615 0 15863
LEGGETT & PLATT INC COM 524660107 216114 9810 X 4660 0 5150
LEHMAN BROS HLDGS INC COM 524908100 4652783 60238 X 47712 0 12526
LEHMAN BROS HLDGS INC COM 524908100 865242 11202 X 10474 0 728
LENNAR CORP COM 526057104 451194 10820 X 20 0 10800
LENNAR CORP COM 526057104 556695 13350 X 7250 0 6100
LENNOX INTL INC COM 526107107 2045789 186830 X 113868 0 72962
LESLIE FAY INC NEW COM 527016109 155844 32400 X 32400 0 0
LEUCADIA NATL CORP COM 527288104 493240 15200 X 1200 0 14000
LEUCADIA NATL CORP COM 527288104 324500 10000 X 0 0 10000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 12792 2330 X 2130 0 200
LEVEL 3 COMMUNICATIONS INC COM 52729N100 5303 966 X 966 0 0
LEXICON GENETICS INC COM 528872104 26875 2150 X 0 0 2150
LEXMARK INTERNATIONAL INC CL A COM 529771107 8308132 123541 X 101180 0 22361
LEXMARK INTERNATIONAL INC CL A COM 529771107 3968 59 X 59 0 0
LIBBEY INC COM 529898108 542042 13650 X 12450 0 1200
LIBERATE TECHNOLOGIES COM 530129105 3058335 279300 X 276100 0 3200
LIBERATE TECHNOLOGIES COM 530129105 22995 2100 X 600 0 1500
LIBERTY DIGITAL INC CL A COM 530436104 305 50 X 50 0 0
LIBERTY FINANCIAL COMPANIES INC COM 530512102 272580 8400 X 0 0 8400
LIFECORE BIOMEDICAL INC COM 532187101 3340850 668170 X 560170 0 108000
LIFEPOINT HOSPS INC COM 53219L109 11527545 260333 X 258733 0 1600
LIFEPOINT HOSPS INC COM 53219L109 21387 483 X 483 0 0
LIFETIME HOAN CORP COM 531926103 7090 1000 X 1000 0 0
57
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 57 5 X 0 0 5
LIGHTBRIDGE INC COM 532226107 3680374 189710 X 188210 0 1500
LIGHTPATH TECHNOLOGIES INC CL A COM 532257102 401123 45070 X 38570 0 6500
LIGHTPATH TECHNOLOGIES INC CL A COM 532257102 41830 4700 X 2700 0 2000
LILLIAN VERNON CORP COM 532430105 45184 6400 X 6400 0 0
LILLY ELI & CO COM 532457108 140013402 1892073 X 1758451 0 133622
LILLY ELI & CO COM 532457108 71809304 970396 X 897181 1600 71615
LIMITED INC COM 532716107 2845306 172234 X 105064 0 67170
LIMITED INC COM 532716107 83343 5045 X 5045 0 0
LINCARE HLDGS INC 532791100 1107369 36900 X 800 0 36100
LINCARE HLDGS INC 532791100 17106 570 X 570 0 0
LINCOLN ELEC HLDGS INC COM 533900106 76500 3000 X 0 0 3000
LINCOLN NATIONAL CORP COM 534187109 35396120 683983 X 625746 0 58237
LINCOLN NATIONAL CORP COM 534187109 2129150 41143 X 28903 0 12240
LINDSAY MFG CO COM 535555106 189050 9950 X 1650 0 8300
LINDSAY MFG CO COM 535555106 109003 5737 X 5737 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2922058 66080 X 26870 0 39210
LINEAR TECHNOLOGY CORP COM 535678106 2232447 50485 X 46485 0 4000
LINENS N THINGS INC COM 535679104 1335948 48900 X 30000 0 18900
LINENS N THINGS INC COM 535679104 15299 560 X 560 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 18750 12500 X 12500 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 150 100 X 100 0 0
LITTELFUSE INC COM 537008104 120528 4499 X 2199 0 2300
LIZ CLAIBORNE INC COM 539320101 676686 13413 X 2666 0 10747
LIZ CLAIBORNE INC COM 539320101 141260 2800 X 0 0 2800
LNR PROPERTY CORP COM 501940100 3514000 100400 X 100000 0 400
LOCKHEED MARTIN CORP COM 539830109 2858667 77157 X 55151 0 22006
LOCKHEED MARTIN CORP COM 539830109 1310792 35379 X 35235 0 144
LODGENET ENTERTAINMENT CORP COM 540211109 8750 500 X 0 0 500
LOEWS CORP COM 540424108 2135210 33140 X 19978 0 13162
LOEWS CORP COM 540424108 1097887 17040 X 17040 0 0
LOG ON AMER INC COM 540473105 2520 6000 X 6000 0 0
LOGILITY INC COM 54140Y103 3100 1000 X 0 0 1000
LOJACK CORP COM 539451104 1716 300 X 300 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 684904 18920 X 17400 0 1520
LONE STAR TECHNOLOGIES INC COM 542312103 38734 1070 X 1070 0 0
LONG ISLAND FIN CORP COM 542669106 633500 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 345813 16047 X 2545 0 13502
LONGS DRUG STORES CORP COM 543162101 64650 3000 X 3000 0 0
LONGVIEW FIBRE CO COM 543213102 6828360 554250 X 396050 0 158200
LONGVIEW FIBRE CO COM 543213102 246400 20000 X 20000 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 5763240 2058300 X 1979200 0 79100
LORAL SPACE AND COMMUNICATIONS COM G56462107 94430 33725 X 31925 0 1800
58
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
LOUDCLOUD INC COM 545735102 15200 5000 X 5000 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 16229645 465700 X 351500 0 114200
LOUISIANA PAC CORP COM 546347105 1970851 168018 X 160254 0 7764
LOUISIANA PAC CORP COM 546347105 129241 11018 X 11018 0 0
LOWES COS INC COM 548661107 77049551 1062020 X 986863 0 75157
LOWES COS INC COM 548661107 4975116 68575 X 64575 0 4000
LSI INDS INC OHIO COM 50216C108 16297684 696780 X 461880 0 234900
LSI LOGIC CORP COM 502161102 5423292 288473 X 93803 0 194670
LSI LOGIC CORP COM 502161102 75971 4041 X 3341 0 700
LTX CORP COM 502392103 4108770 160750 X 159950 0 800
LTX CORP COM 502392103 15336 600 X 600 0 0
LUBRIZOL CORP COM 549271104 981646 31615 X 10450 0 21165
LUBRIZOL CORP COM 549271104 643201 20715 X 20715 0 0
LUBY'S INC COM 549282101 161535 16500 X 16500 0 0
LUBY'S INC COM 549282101 29370 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 13369813 2152949 X 1906521 0 246428
LUCENT TECHNOLOGIES INC COM 549463107 7556651 1216852 X 1136407 4808 75637
LUMINEX CORP COM 55027E102 3191004 159630 X 158530 0 1100
LYDALL INC COM 550819106 4062000 338500 X 238400 0 100100
LYDALL INC COM 550819106 52896 4408 X 2908 0 1500
LYONDELL CHEMICAL COMPANY 552078107 466783 30350 X 50 0 30300
LYONDELL CHEMICAL COMPANY 552078107 769 50 X 50 0 0
LAMAR ADVERTISING COM 512815101 3941 96 X 96
Latitude Communications COM 518292107 4598 2299 X 2299
LATTICE SEMICONDUCTOR CORP COM 518415104 2568 105 X 105
LIFEMINDERS.COM INC COM 53220Q105 6 4 X 4
LIFEPOINT HOSPITALS INC COM 53219L109 1073 25 X 25
LINEAR TECHNOLOGY CORP COM 535678106 500 500 X 500
LOGITECH INTERNATIONAL S.A. COM 541419107 1932 60 X 60
LUMINENT INC. COM 55027R103 826 199 X 199
M & F WORLDWIDE CORP COM 552541104 1706 443 X 443 0 0
M & T BK CORP COM 55261F104 379765 5030 X 5030 0 0
M & T BK CORP COM 55261F104 4203614 55677 X 55677 0 0
M D C HLDGS INC COM 552676108 673662 19030 X 17130 0 1900
M S CARRIERS INC COM 553533100 251822 8200 X 8200 0 0
M/I SCHOTTENSTEIN HOMES INC NEW COM 55305B101 395 10 X 10 0 0
MAC GRAY CORP COM 554153106 91000 26000 X 26000 0 0
MACDERMID INC COM 554273102 14094270 783015 X 548050 0 234965
MACDERMID INC COM 554273102 20102706 1116817 X 1046128 0 70689
MACROCHEM CORP DEL COM 555903103 317016 35700 X 35700 0 0
MACROMEDIA INC COM 556100105 2199726 122207 X 122207 0 0
MACROMEDIA INC COM 556100105 1800 100 X 100 0 0
MACROVISION CORP COM 555904101 217488 3175 X 280 0 2895
MACROVISION CORP COM 555904101 12673 185 X 185 0 0
MADISON GAS & ELEC CO COM 557497104 2034738 73192 X 3592 0 69600
MADISON GAS & ELEC CO COM 557497104 52820 1900 X 1900 0 0
MAF BANCORP INC COM 55261R108 521900 17000 X 17000 0 0
MAGELLAN HEALTH SVCS INC COM 559079108 64000 5000 X 5000 0 0
MAGNETEK INC COM 559424106 217500 17400 X 16500 0 900
MAGNUM HUNTER RESOURCES INC 55972F203 60876 6840 X 40 0 6800
MAINE PUB SVC CO COM 560483109 37570 1300 X 1300 0 0
59
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MALAN RLTY INVS INC COM 561063108 52500 6000 X 6000 0 0
MALLON RESOURCES CORP COM 561240201 142 24 X 0 0 24
MANDALAY RESORT GROUP 562567107 3509940 128100 X 90000 0 38100
MANDALAY RESORT GROUP 562567107 15344 560 X 560 0 0
MANHATTAN ASSOCS INC COM 562750109 252413 6350 X 0 0 6350
MANITOWOC INC COM 563571108 796500 27000 X 19400 0 7600
MANITOWOC INC COM 563571108 147500 5000 X 5000 0 0
MANOR CARE INC COM 564055101 594106 18712 X 5538 0 13174
MANPOWER INC WIS COM 56418H100 179400 6000 X 6000 0 0
MANPOWER INC WIS COM 56418H100 57558 1925 X 1925 0 0
MANUFACTURERS SVCS LTD COM 565005105 5950 1000 X 0 0 1000
MANUGISTICS GROUP INC COM 565011103 195153 7775 X 0 0 7775
MANUGISTICS GROUP INC COM 565011103 11672 465 X 465 0 0
MAPICS INC COM 564910107 4800 800 X 800 0 0
MAPINFO CORP COM 565105103 446270 20285 X 15185 0 5100
MAPINFO CORP COM 565105103 14850 675 X 675 0 0
MARCUS CORP COM 566330106 389205 27900 X 21500 0 6400
MARIMBA COM 56781Q109 1055 500 X 500 0 0
MARINE DRILLING COS INC 568240204 11058097 578655 X 417100 0 161555
MARINE DRILLING COS INC 568240204 9555 500 X 500 0 0
MARINE PETROLEM TR COM 568423107 25200 900 X 900 0 0
MARKEL CORPORATION (HOLDING COMPANY) 570535104 246018 1252 X 902 0 350
MARKETWATCH INC COM 570619106 408 165 X 165 0 0
MARRIOTT INTERNATIONAL INC COM CL A 571903202 2997379 63316 X 20836 0 42480
MARRIOTT INTERNATIONAL INC COM CL A 571903202 1321733 27920 X 27800 0 120
MARSH & MCLENNAN COS INC COM 571748102 59741197 591497 X 528942 0 62555
MARSH & MCLENNAN COS INC COM 571748102 42636443 422143 X 348507 2150 71486
MARSHALL & ILSLEY CORP 571834100 494533 9175 X 8275 0 900
MARSHALL & ILSLEY CORP 571834100 134750 2500 X 1900 0 600
MARTEK BIOSCIENCES CORP COM 572901106 11400 400 X 0 0 400
MARTEK BIOSCIENCES CORP COM 572901106 8550 300 X 300 0 0
MARTHA STEWART LIVING CL A COM 573083102 47355 2050 X 2050 0 0
MARTHA STEWART LIVING CL A COM 573083102 6930 300 X 200 0 100
MARTIN MARIETTA MATLS INC COM 573284106 262050 5295 X 2195 0 3100
MASCO CORP COM 574599106 12534088 502167 X 440607 0 61560
MASCO CORP COM 574599106 4981592 199583 X 188315 0 11268
MASSEY ENERGY CORP COM 576206106 6634222 335740 X 334240 0 1500
MASSEY ENERGY CORP COM 576206106 97081 4913 X 4913 0 0
MATERIAL SCIENCES CORP COM 576674105 105963 10725 X 10725 0 0
MATRIX BANCORP INC COM 576819106 6301514 604172 X 392072 0 212100
MATRIX PHARMACEUTICAL INC COM 576844104 834400 80000 X 0 0 80000
MATRIXONE INC COM 57685P304 674064 29067 X 0 0 29067
MATTEL INC COM 577081102 3934565 207958 X 150918 0 57040
MATTEL INC COM 577081102 262193 13858 X 13858 0 0
60
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MATTSON TECHNOLOGY INC COM 577223100 5244 300 X 300 0 0
MAVERICK TUBE CORP COM 577914104 3760866 221880 X 211330 0 10550
MAXIM INTEGRATED PRODS INC 57772K101 29908949 676520 X 608920 0 67600
MAXIM INTEGRATED PRODS INC 57772K101 529194 11970 X 7475 0 4495
MAXIM PHARMACEUTICALS INC COM 57772M107 6310 1000 X 1000 0 0
MAXIMUS INC COM 577933104 1057775 26385 X 15600 0 10785
MAXTOR CORP NEW COM 577729205 89313 17012 X 11725 0 5287
MAXTOR CORP NEW COM 577729205 5985 1140 X 1140 0 0
MAXWELL SHOE INC COM 577766108 854573 50269 X 50019 0 250
MAXWELL SHOE INC COM 577766108 85000 5000 X 5000 0 0
MAXYGEN COM 577776107 135800 7000 X 7000 0 0
MAXYGEN COM 577776107 646680 33334 X 33334 0 0
MAY DEPT STORES CO COM 577778103 7053791 205890 X 125107 0 80783
MAY DEPT STORES CO COM 577778103 5905054 172360 X 150954 1599 19807
MAYFLOWER COOP BK MDDLBORO MASS 578330102 18180 1500 X 1500 0 0
MAYORS JEWELERS INC COM 578462103 58100 14000 X 14000 0 0
MAYTAG CORP COM 578592107 586107 20031 X 15546 0 4485
MAYTAG CORP COM 578592107 472695 16155 X 16155 0 0
MBIA INC COM 55262C100 22940717 412010 X 328819 0 83191
MBIA INC COM 55262C100 2650980 47611 X 46111 0 1500
MBNA CORP COM 55262L100 20313183 615551 X 556628 0 58923
MBNA CORP COM 55262L100 2346927 71119 X 66894 0 4225
MCAFEE.COM CORP COM 579062100 2456 200 X 0 0 200
MCAFEE.COM CORP COM 579062100 921 75 X 0 75 0
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 215050 5500 X 1500 0 4000
MCCORMICK & CO INC COM 579780206 96646 2300 X 2300 0 0
MCCORMICK & CO INC COM 579780206 184888 4400 X 3600 0 800
MCDATA CORP CL A COM 580031201 14769536 841569 X 834021 0 7548
MCDATA CORP CL A COM 580031201 1052158 59952 X 54962 148 4842
MCDATA CORP COM 580031102 3162039 144782 X 144482 0 300
MCDATA CORP COM 580031102 459339 21032 X 6032 0 15000
MCDERMOTT INTERNATIONAL INC COM 580037109 176556 15155 X 5000 0 10155
MCDONALDS CORP COM 580135101 200012502 7391445 X 6895619 100 495726
MCDONALDS CORP COM 580135101 81029276 2994430 X 2888171 2950 103309
MCGRAW HILL COMPANIES INC COM 580645109 16882605 255217 X 199282 0 55935
MCGRAW HILL COMPANIES INC COM 580645109 10374238 156829 X 148279 0 8550
MCK COMMUNICATIONS INC COM 581243102 440 200 X 200 0 0
MCKESSON HBOC INC COM 58155Q103 2612728 70386 X 56652 0 13734
MCKESSON HBOC INC COM 58155Q103 344919 9292 X 9092 0 200
MCLEODUSA INC COM 582266102 24786 5400 X 5400 0 0
MCLEODUSA INC COM 582266102 33714 7345 X 7345 0 0
MCMORAN EXPLORATION CO COM 582411104 2670 178 X 171 0 7
MDU RES GROUP INC COM 552690109 58850 1860 X 1860 0 0
MDU RES GROUP INC COM 552690109 116404 3679 X 3679 0 0
61
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MEAD CORP COM 582834107 1277263 47062 X 16541 0 30521
MEAD CORP COM 582834107 367693 13548 X 13048 0 500
MEADE INSTRS CORP COM 583062104 81433 12100 X 12100 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 11725 700 X 0 0 700
MECHANICAL TECHNOLOGY INC COM 583538103 11536 1600 X 1600 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 155967 21632 X 21632 0 0
MED-DESIGN CORP COM 583926100 6103049 202490 X 201490 0 1000
MEDAREX INC COM 583916101 71675 3050 X 3050 0 0
MEDFORD BANCORP INC COM 584131106 53170 2600 X 2000 0 600
MEDFORD BANCORP INC COM 584131106 1149290 56200 X 7800 0 48400
MEDIA GENERAL INC CL A COM 584404107 1449000 31500 X 30000 0 1500
MEDIABAY INC COM 58446J108 408 600 X 600 0 0
MEDIACOM COMM CORP COM 58446K105 225400 16100 X 0 0 16100
MEDIAPLEX INC COM 58446B105 154700 170000 X 170000 0 0
MEDICALOGIC/MEDSCAPE INC COM 584642102 59 100 X 100 0 0
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1237815 23355 X 22755 0 600
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 266590 5030 X 380 0 4650
MEDIMMUNE INC COM 584699102 1298614 27513 X 26210 0 1303
MEDIMMUNE INC COM 584699102 339840 7200 X 7200 0 0
MEDIS TECHNOLOGIES LTD COM 58500P107 2200 200 X 200 0 0
MEDIX RESOURCE INC COM 585011109 2042 2269 X 2269 0 0
MEDQUIST INC COM 584949101 89723 3023 X 0 0 3023
MEDTOX SCIENTIFIC INC COM NEW 584977201 613 50 X 50 0 0
MEDTRONIC INC COM 585055106 119526158 2597830 X 2431862 0 165968
MEDTRONIC INC COM 585055106 21874350 475426 X 424578 100 50748
MEGO FINL CORP COM NEW 585162308 1518 416 X 416 0 0
MELLON FINL CORP COM 58551A108 30095651 671628 X 557469 0 114159
MELLON FINL CORP COM 58551A108 7417623 165535 X 111585 0 53950
MEMBERWORKS INC COM 586002107 15052570 650500 X 636300 0 14200
MEMC ELECTRONIC MATERIALS INC COM 552715104 765 100 X 100 0 0
MENS WEARHOUSE INC COM 587118100 4046353 146607 X 135800 0 10807
MENTOR CORP MINN 587188103 570000 20000 X 17400 0 2600
MENTOR GRAPHICS CORP COM 587200106 344750 19700 X 0 0 19700
MERCANTILE BANKSHARES CORP COM 587405101 194476 4970 X 3770 0 1200
MERCANTILE BANKSHARES CORP COM 587405101 477738 12209 X 11009 0 1200
MERCATOR SOFTWARE INC COM 587587106 1355730 544470 X 541696 0 2774
MERCHANTS GROUP INC COM 588539106 2115 100 X 100 0 0
MERCK & CO INC COM 589331107 678667512 10619113 X 10073168 0 545945
MERCK & CO INC COM 589331107 450561601 7049939 X 6496757 208381 344801
MERCURY COMPUTER SYS INC COM 589378108 732060 16600 X 15800 0 800
MERCURY GEN CORP COM NEW 589400100 112743 3224 X 1749 0 1475
MERCURY INTERACTIVE CORP COM 589405109 642547 10727 X 7227 0 3500
MERCURY INTERACTIVE CORP COM 589405109 137351 2293 X 293 0 2000
62
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MEREDITH CORP COM 589433101 11571894 323147 X 291456 0 31691
MEREDITH CORP COM 589433101 891669 24900 X 24900 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 11875 500 X 0 0 500
MERRILL LYNCH & COMPANY COM 590188108 42608334 719128 X 642071 0 77057
MERRILL LYNCH & COMPANY COM 590188108 5796665 97834 X 75146 820 21868
MERRIMAC INDUSTRIES INC COM 590262101 13990 1000 X 1000 0 0
MERRY LD PPTYS INC COM 590441101 642 85 X 85 0 0
MESA AIR GROUP INC COM 590479101 2365396 191530 X 190465 0 1065
MESABI TRUST CTF BEN INT 590672101 2506 748 X 748 0 0
MESTEK INC 590829107 356261 15456 X 15456 0 0
MESTEK INC 590829107 8972166 389248 X 389248 0 0
MET PRO CORP COM 590876306 50895 3770 X 1770 0 2000
META GROUP INC COM 591002100 828902 321280 X 319590 0 1690
METASOLV INC COM 59139P104 30681 3869 X 3869 0 0
METHODE ELECTRONICS INC CL A 591520200 909914 105804 X 104365 0 1439
METLIFE INC COM 59156R108 5038835 162648 X 78915 0 83733
METLIFE INC COM 59156R108 35906 1159 X 1159 0 0
METRIS COMPANIES INC COM 591598107 1095103 32486 X 9549 0 22937
METRIS COMPANIES INC COM 591598107 533494 15826 X 573 0 15253
METRO INFORMATION SERVICES INC COM 59162P104 2741048 685262 X 442762 0 242500
METRO INFORMATION SERVICES INC COM 59162P104 8000 2000 X 2000 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 1427140 22000 X 21500 0 500
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 123253 1900 X 1900 0 0
METRO-GOLDWYN-MAYER INC COM 591610100 973950 43000 X 43000 0 0
METROMEDIA FIBER NETWORK CL A COM 591689104 350496 171812 X 171812 0 0
METROMEDIA FIBER NETWORK CL A COM 591689104 34272 16800 X 800 0 16000
METROMEDIA INTL GROUP INC COM 591695101 4113 1250 X 1250 0 0
METROMEDIA INTL GROUP INC COM 591695101 24675 7500 X 7500 0 0
METROWEST BANK MA COM 592668107 4137660 367792 X 0 0 367792
MFRI INC COM 552721102 26040 8400 X 8400 0 0
MGI PHARMA INC COM 552880106 151250 12100 X 12100 0 0
MGI PHARMA INC COM 552880106 137500 11000 X 11000 0 0
MGIC INVT CORP WI COM 552848103 27568769 379526 X 367169 0 12357
MGIC INVT CORP WI COM 552848103 475501 6546 X 6546 0 0
MGM MIRAGE COM 552953101 1554924 51900 X 0 0 51900
MGM MIRAGE COM 552953101 509320 17000 X 17000 0 0
MICHAELS STORES INC COM 594087108 1001220 24420 X 23900 0 520
MICREL INC COM 594793101 78375 2375 X 0 0 2375
MICROCHIP TECHNOLOGY INC COM 595017104 882318 26393 X 0 0 26393
MICROCIDE PHARMACEUTICALS INC COM 595018102 9750 2500 X 2500 0 0
MICROFINANCIAL INC COM 595072109 24315 1500 X 1500 0 0
MICROMUSE INC COM 595094103 75573 2700 X 0 0 2700
MICROMUSE INC COM 595094103 5598 200 X 200 0 0
63
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MICRON TECHNOLOGY INC COM 595112103 2666280 64873 X 40616 0 24257
MICRON TECHNOLOGY INC COM 595112103 5343 130 X 130 0 0
MICROS SYS INC COM 594901100 281600 12800 X 12800 0 0
MICROSEMI CORP COM 595137100 42600 600 X 0 0 600
MICROSOFT CORP COM 594918104 476932798 6533326 X 5885995 0 647331
MICROSOFT CORP COM 594918104 137360742 1881654 X 1666374 4135 211145
MICROTUNE INC COM 59514P109 1869912 84996 X 84896 0 100
MICROTUNE INC COM 59514P109 748000 34000 X 0 0 34000
MICROVISION INC WASH COM 594960106 2121 100 X 100 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 720786 40200 X 36100 0 4100
MIDAS INC COM 595626102 233402 18524 X 11324 0 7200
MIDAS INC COM 595626102 8392 666 X 566 0 100
MIDDLESEX WTR CO COM 596680108 1481476 43560 X 43560 0 0
MIDDLESEX WTR CO COM 596680108 163248 4800 X 4800 0 0
MIDLAND CO COM 597486109 2451950 55100 X 55100 0 0
MIDWAY GAMES INC COM 598148104 525363 28398 X 28398 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 9806307 565205 X 418780 0 146425
MIIX GROUP INC COM 59862V104 76517 9002 X 9002 0 0
MILACRON INC COM 598709103 418906 26733 X 26733 0 0
MILACRON INC COM 598709103 37608 2400 X 2400 0 0
MILLBROOK PRESS INC COM 600179105 15500 5000 X 5000 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 7704422 216538 X 126170 0 90368
MILLENNIUM PHARMACEUTICALS INC COM 599902103 601302 16900 X 3700 0 13200
MILLER HERMAN INC COM 600544100 297660 12300 X 6000 0 6300
MILLER INDS INC TN COM 600551105 101426 107900 X 107900 0 0
MILLICOM INTL CELLULAR S A COM L6388F102 251000 10000 X 0 0 10000
MILLIPORE CORP COM 601073109 7160301 115526 X 87487 0 28039
MILLIPORE CORP COM 601073109 7137803 115163 X 114713 0 450
MILLS CORP COM 601148109 836 34 X 34 0 0
MILLS CORP COM 601148109 24600 1000 X 1000 0 0
MINE SAFETY APPLIANCES CO COM 602720104 205500 6000 X 0 0 6000
MINERALS TECHNOLOGIES INC COM 603158106 547230 12750 X 0 0 12750
MINIMED INC COM 60365K108 240000 5000 X 4900 0 100
MINIMED INC COM 60365K108 93600 1950 X 1950 0 0
MINNESOTA MNG & MFG CO COM 604059105 205176217 1798214 X 1725530 0 72684
MINNESOTA MNG & MFG CO COM 604059105 124298030 1089378 X 1051392 650 37336
MINNTECH CORP COM 604258103 4143228 429350 X 309350 0 120000
MIPS TECHNOLOGIES INC CL B COM 604567206 1190 124 X 124 0 0
MIPS TECHNOLOGIES INC CL B COM 604567206 173 18 X 18 0 0
MIPS TECHNOLOGIES INC CLASS A COMMON 604567107 82175 4750 X 0 0 4750
MIRANT CORP COM 604675108 6124782 178046 X 100342 0 77704
MIRANT CORP COM 604675108 1563136 45440 X 41955 215 3270
MISONIX INC COM 604871103 10950 1500 X 1500 0 0
64
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MISSION RES CORP COM 605109107 2947225 435980 X 280080 0 155900
MISSISSIPPI CHEMICAL CORP COM 605288208 59328 19200 X 19200 0 0
MITCHELL ENERGY & DEV CORP CL A COM 606592202 5106428 109580 X 74630 0 34950
MITCHELL ENERGY & DEV CORP CL A COM 606592202 270280 5800 X 2700 0 3100
MKS INSTRS INC COM 55306N104 662400 23000 X 23000 0 0
MKS INSTRS INC COM 55306N104 12672 440 X 440 0 0
MOBILE MINI INC COM 60740F105 3460427 104925 X 103980 0 945
MOCON INC COM 607494101 34215 4687 X 1687 0 3000
MOCON INC COM 607494101 83490 11437 X 11437 0 0
MODEM MEDIA INC CLASS A COM 607533106 1149 300 X 300 0 0
MODINE MFG CO COM 607828100 27580 1000 X 0 0 1000
MOHAWK INDS INC COM 608190104 70400 2000 X 0 0 2000
MOLDFLOW CORP COM 608507109 2399676 155722 X 154875 0 847
MOLECULAR DEVICES CORP COM 60851C107 15819 789 X 789 0 0
MOLEX INC CL A NON-VTG COM 608554200 48037038 1610900 X 1542935 0 67965
MOLEX INC CL A NON-VTG COM 608554200 7390619 247841 X 237723 0 10118
MOLEX INC COM 608554101 11296245 309232 X 301772 0 7460
MOLEX INC COM 608554101 6771128 185358 X 160475 0 24883
MOMENTUM BUSINESS APPLICATIONS INC 60877P108 1904 140 X 138 0 2
MOMENTUM BUSINESS APPLICATIONS INC 60877P108 136 10 X 10 0 0
MONACO COACH CORP COM 60886R103 1017580 30650 X 30650 0 0
MONSANTO CO COM 61166W101 55500 1500 X 0 0 1500
MONTANA POWER CO COM 612085100 188222 16226 X 16226 0 0
MONTANA POWER CO COM 612085100 294408 25380 X 22980 0 2400
MONTEREY PASTA CO COM 612570101 1590 200 X 200 0 0
MONY GROUP INC COM 615337102 589068 14679 X 14679 0 0
MONY GROUP INC COM 615337102 131747 3283 X 3283 0 0
MOODYS CORP COM 615369105 3085484 92104 X 89749 0 2355
MOODYS CORP COM 615369105 2754538 82225 X 74045 0 8180
MOOG CORP CL A COM 615394202 50635 1300 X 0 0 1300
MOOG CORP CL A COM 615394202 116850 3000 X 3000 0 0
MORGAN STANLEY DEAN WITTER & CO COM 617446448 39694975 618013 X 516729 0 101284
MORGAN STANLEY DEAN WITTER & CO COM 617446448 8533212 132854 X 118521 0 14333
MOTIENT CORP COM 619908106 214 200 X 200 0 0
MOTOROLA INC COM 620076109 55069220 3325436 X 3058775 0 266661
MOTOROLA INC COM 620076109 21709382 1310953 X 1246579 5400 58974
MOVIE GALLERY INC COM 624581104 12663 700 X 0 0 700
MPW INDL SVCS GROUP INC COM 553444100 503449 402759 X 292959 0 109800
MRO SOFTWARE INC COM 55347W105 275536 17439 X 17439 0 0
MSC INDL DIRECT INC CL A COM 553530106 2639580 151700 X 2000 0 149700
MSC SOFTWARE CORP COM 553531104 13339125 711420 X 477020 0 234400
MTI TECHNOLOGY CORP COM 553903105 306 150 X 150 0 0
MTS SYSTEMS CORP COM 553777103 97909 7100 X 0 0 7100
65
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MUELLER INDS INC COM 624756102 809586 24600 X 19800 0 4800
MUELLER INDS INC COM 624756102 7240 220 X 220 0 0
MULTEX.COM INC COM 625367107 6175 380 X 380 0 0
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 59936 2579 X 2579 0 0
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 3068 132 X 132 0 0
MURPHY OIL CORP COM 626717102 1359392 18470 X 18470 0 0
MURPHY OIL CORP COM 626717102 561053 7623 X 7023 0 600
MUTUAL RISK MGMT LTD COM 628351108 3149577 353885 X 351185 0 2700
MUTUAL RISK MGMT LTD COM 628351108 8900 1000 X 0 0 1000
MYERS INDS INC COM 628464109 240090 15900 X 3132 0 12768
MYLAN LABORATORIES COM 628530107 3495153 124250 X 119350 0 4900
MYLAN LABORATORIES COM 628530107 129398 4600 X 4600 0 0
MYRIAD GENETICS COM 62855J104 579695 9155 X 1000 0 8155
MYRIAD GENETICS COM 62855J104 82316 1300 X 0 400 900
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 17284 400 X 400
MCK COMMUNICATIONS, INC. COM 581243102 16690 8603 X 8603
MECHANICAL TECHNOLOGY INC COM 583538103 2804 400 X 400
MEDAREX INC COM 583916101 2300 100 X 100
MEDIACOM COMM CORP COM 58446K105 1400 100 X 100
MEDICINES COMPANY COM 584688105 696 34 X 34
MEDIMMUNE INC COM 584699102 3674 79 X 79
MENTOR GRAPHICS CORP COM 587200106 25762 1440 X 1440
Meridan Medical Tech. Inc. COM 589658103 49953 3770 X 3770
Meridan Medical Tech. Inc. COM 589658103 1632599 123215 X 123215
MERRILL LYNCH & CO INC COM 590188108 8472750 143000 X 143000
MICRON TECHNOLOGY INC COM 595112103 1438500 35000 X 35000
MICROSOFT CORPORATION COM 594918104 5213879 71423 X 71423
MICROSOFT CORPORATION COM 594918104 7124 100 X 100
MILLENNIUM PHARMACEUTICALS COM 599902103 444 13 X 13
MORGAN STANLEY,DEAN WITTER,&CO COM 617446448 3320691 51700 X 51700
MYPOINTS.COM COM 62855T102 8505 3500 X 3500
NABORS INDS INC COM 629568106 14643073 393631 X 363077 0 30554
NABORS INDS INC COM 629568106 384462 10335 X 10335 0 0
NACCO INDS INC CL A 629579103 374352 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 4928383 328340 X 326740 0 1600
NANOGEN INC COM 630075109 2173 320 X 320 0 0
NANOPHASE TECHNOLOGIES CORP COM 630079101 71273 6450 X 0 0 6450
NAPRO BIOTHERAPEUTICS COM 630795102 5100 500 X 500 0 0
NASH FINCH CO COM 631158102 296959 12583 X 8483 0 4100
NASHUA CORP COM 631226107 3118486 448703 X 262003 0 186700
NASTECH PHARMACEUTICAL INC COM 631728409 739 75 X 75 0 0
NATHANS FAMOUS INC NEW COM 632347100 1735 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 18735294 608684 X 518715 0 89969
NATIONAL CITY CORPORATION COM 635405103 11850577 385009 X 379709 0 5300
NATIONAL DATA CORP COM 635621105 4361850 134625 X 122735 0 11890
NATIONAL DENTEX CORP COM 63563H109 266272 12560 X 0 0 12560
NATIONAL EQUIPMENT SERVICES COM 635847106 600 200 X 200 0 0
NATIONAL FUEL GAS CO N J COM 636180101 480128 9235 X 7410 0 1825
NATIONAL FUEL GAS CO N J COM 636180101 772727 14863 X 13763 0 1100
NATIONAL HEALTH INVS INC COM 63633D104 94245 9150 X 1300 0 7850
NATIONAL INSTRUMENTS CORP COM 636518102 4637494 142912 X 141197 0 1715
NATIONAL PRESTO INDS INC COM 637215104 160380 5400 X 5400 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 3289774 112973 X 73684 0 39289
NATIONAL SEMICONDUCTOR CORP COM 637640103 55037 1890 X 1690 0 200
NATIONAL SVC INDS INC COM 637657107 123706 5481 X 1089 0 4392
NATIONAL-OILWELL INC COM 637071101 24672884 920630 X 888675 0 31955
NATIONAL-OILWELL INC COM 637071101 637572 23790 X 18475 0 5315
NATIONSRENT INC COM 638588103 4200 10000 X 10000 0 0
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 3612780 82767 X 82567 0 200
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 194679 4460 X 4460 0 0
66
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
NATURES SUNSHINE PRODS INC COM 639027101 179816 15200 X 15200 0 0
NAUTICA ENTERPRISES INC COM 639089101 701689 34346 X 29446 0 4900
NAVIGANT INTL INC COM 63935R108 30940 2210 X 2199 0 11
NAVISTAR INTL CORP NEW COM 63934E108 311765 11083 X 5910 0 5173
NAVISTAR INTL CORP NEW COM 63934E108 563 20 X 20 0 0
NBT BANCORP INC COM 628778102 234592 12155 X 4386 0 7769
NBTY INC COM 628782104 624488 50200 X 48500 0 1700
NCI BLDG SYS INC COM 628852105 16528624 905678 X 659178 0 246500
NCI BLDG SYS INC COM 628852105 1825 100 X 100 0 0
NCO GROUP INC COM 628858102 18236328 589600 X 376300 0 213300
NCO GROUP INC COM 628858102 9279 300 X 0 0 300
NCO PORTFOLIO MGMT INC COM 62885J108 22156 3730 X 0 0 3730
NCR CORP COM 62886E108 1635788 34804 X 9504 0 25300
NCR CORP COM 62886E108 215824 4592 X 4059 0 533
NEIMAN MARCUS GROUP INC CL A COM 640204202 22878 738 X 738 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 13516 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 543420 18421 X 1915 0 16506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 327539 11103 X 11103 0 0
NEOFARMA.COM INC COM 640475109 1700 2000 X 2000 0 0
NEOMEDIA TECHNOLOGIES INC COM 640505103 2535 1300 X 1300 0 0
NEOPHARM INC COM 640919106 3095955 121410 X 112458 0 8952
NEORX CORP COM PAR $0.02 640520300 157 52 X 50 0 2
NEOTHERAPEUTICS INC COM 640656104 23049 5850 X 0 0 5850
NEOTHERAPEUTICS INC COM 640656104 1970 500 X 0 0 500
NET.B@NK INC COM 640933107 169500 15000 X 15000 0 0
NETEGRITY INC COM 64110P107 2758350 91945 X 87895 0 4050
NETEGRITY INC COM 64110P107 14100 470 X 470 0 0
NETIQ CORP COM 64115P102 938700 30000 X 30000 0 0
NETIQ CORP COM 64115P102 7823 250 X 250 0 0
NETMANAGE INC COM 641144100 1531 2127 X 2127 0 0
NETSCOUT SYSTEMS INC COM 64115T104 19500 3000 X 3000 0 0
NETSILICON INC COM 64115X105 24510 5160 X 0 0 5160
NETSOLVE INC COM 64115J106 34972 2800 X 500 0 2300
NETWOLVES CORP COM 64120V102 16400 5000 X 5000 0 0
NETWORK ACCESS SOLUTIONS CORP COM 64120S109 62 200 X 200 0 0
NETWORK ACCESS SOLUTIONS CORP COM 64120S109 31 100 X 0 0 100
NETWORK APPLIANCE INC COM 64120L104 888281 64838 X 40820 0 24018
NETWORK APPLIANCE INC COM 64120L104 570153 41617 X 13967 0 27650
NETWORK EQUIP TECHNOLOGIES COM 641208103 91840 28700 X 16100 0 12600
NETWORK PLUS CORP COM 64122D506 21680 8000 X 8000 0 0
NETWORK SOLUTIONS INC COM 640901203 20013 5718 X 5718 0 0
NETWORKS ASSOCIATES INC COM 640938106 68786 5525 X 1450 0 4075
NETWORKS ASSOCIATES INC COM 640938106 3735 300 X 300 0 0
67
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
NET2000 COMMUNICATIONS INC COM 64122G103 25920 24000 X 0 0 24000
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 473 150 X 150 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 339915 8500 X 7500 0 1000
NEUROGEN CORP COM 64124E106 230 10 X 0 0 10
NEUROGEN CORP COM 64124E106 24098 1050 X 1050 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 797952 41560 X 19110 0 22450
NEW ENGLAND BUSINESS SVC INC COM 643872104 74880 3900 X 3900 0 0
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 35712 2480 X 2480 0 0
NEW JERSEY RES CORP COM 646025106 10294842 227762 X 141562 0 86200
NEW JERSEY RES CORP COM 646025106 165116 3653 X 3653 0 0
NEW WORLD COFFEE INC COM 648904209 575 500 X 500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1254122 33310 X 32950 0 360
NEW YORK TIMES CO CL A COM 650111107 2248596 53538 X 18994 0 34544
NEW YORK TIMES CO CL A COM 650111107 793044 18882 X 18882 0 0
NEWELL RUBBERMAID INC COM 651229106 10630578 423529 X 351362 0 72167
NEWELL RUBBERMAID INC COM 651229106 840699 33494 X 33022 0 472
NEWFIELD EXPL CO COM 651290108 1417052 44200 X 31600 0 12600
NEWFOCUS INC COM 644383101 825 100 X 100 0 0
NEWMARK HOMES CORPORATION COM 651578106 448422 32660 X 23460 0 9200
NEWMIL BANCORP INC 651633109 24107 2080 X 2080 0 0
NEWMIL BANCORP INC 651633109 84989 7333 X 7333 0 0
NEWMONT MINING CORP COM NEW 651639106 358149 19245 X 15330 0 3915
NEWMONT MINING CORP COM NEW 651639106 106896 5744 X 5245 0 499
NEWPARK RESOURCES NEW 651718504 4269948 384680 X 379650 0 5030
NEWPARK RESOURCES NEW 651718504 460650 41500 X 31500 0 10000
NEWPORT CORP COM 651824104 64263 2425 X 1025 0 1400
NEWPORT NEWS SHIPBUILDING INC COM 652228107 24133 394 X 354 0 40
NEWPORT NEWS SHIPBUILDING INC COM 652228107 138364 2259 X 759 0 1500
NEWSEDGE CORP COM 65249Q106 39200 40000 X 5000 0 35000
NEXTCARD INC COM 65332K107 80113 7250 X 100 0 7150
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 2046538 116945 X 84390 0 32555
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 749613 42835 X 22035 0 20800
NEXTERA ENTERPRISES INC COM 65332E101 538614 1170900 X 786300 0 384600
NIAGARA MOHAWK HLDGS INC COM 653520106 11320539 639940 X 386229 0 253711
NIAGARA MOHAWK HLDGS INC COM 653520106 76085 4301 X 4301 0 0
NICOR INC COM 654086107 624343 16017 X 12152 0 3865
NICOR INC COM 654086107 132454 3398 X 2398 0 1000
NIKE INC CL B COM 654106103 1952829 46507 X 15482 0 31025
NIKE INC CL B COM 654106103 308627 7350 X 7350 0 0
NIKU CORP COM 654113109 10850 10850 X 0 0 10850
NISOURCE INC COM 65473P105 2641226 96642 X 86242 0 10400
NISOURCE INC COM 65473P105 3656071 133775 X 66061 0 67714
NL INDUSTRIES COM 629156407 8435 609 X 609 0 0
NL INDUSTRIES COM 629156407 136492 9855 X 9855 0 0
68
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
NMS COMMUNICATIONS CORP COM 629248105 21000 3000 X 3000 0 0
NN INC COM 629337106 14207894 1401173 X 0 0 1401173
NOBLE AFFILIATES INC COM 654894104 29434071 832647 X 766688 0 65959
NOBLE AFFILIATES INC COM 654894104 1693442 47905 X 47755 0 150
NOBLE DRILLING CORP COM 655042109 3288755 100420 X 84220 0 16200
NOBLE DRILLING CORP COM 655042109 29475 900 X 400 0 500
NORDSON CORP COM 655663102 42400 1600 X 1600 0 0
NORDSTROM INC COM 655664100 260386 14037 X 8073 0 5964
NORDSTROM INC COM 655664100 157174 8473 X 8473 0 0
NORFOLK SOUTHERN CORP COM 655844108 12588548 606677 X 482377 0 124300
NORFOLK SOUTHERN CORP COM 655844108 9378129 451958 X 418228 0 33730
NORSAT INTL INC NEW COM 656512100 1026 600 X 600 0 0
NORTEK INC COM 656559101 25819 827 X 327 0 500
NORTH AMERN SCIENTIFIC INC COM 65715D100 243238 16775 X 450 0 16325
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 369351 20294 X 20294 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 1872234 102870 X 102870 0 0
NORTH FORK BANCORP NY COM 659424105 1861550 60050 X 10050 0 50000
NORTH FORK BANCORP NY COM 659424105 888398 28658 X 28658 0 0
NORTHEAST UTILITIES COM 664397106 883058 42557 X 39290 0 3267
NORTHEAST UTILITIES COM 664397106 547427 26382 X 22538 0 3844
NORTHERN BORDER PARTNERS L P 664785102 587915 15500 X 4700 0 10800
NORTHERN TR CORP COM 665859104 7141438 114263 X 111126 0 3137
NORTHERN TR CORP COM 665859104 4022625 64362 X 60666 0 3696
NORTHFIELD LABS INC COM 666135108 8195 500 X 0 0 500
NORTHLAND CRANBERRIES INC CL A COM 666499108 618 475 X 475 0 0
NORTHROP GRUMMAN CORP COM 666807102 3449747 43068 X 8423 0 34645
NORTHROP GRUMMAN CORP COM 666807102 411073 5132 X 3490 0 1642
NORTHWAY FINL INC COM 667270102 4058 150 X 150 0 0
NORTHWAY FINL INC COM 667270102 659587 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 2525 100 X 100 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 22725 900 X 900 0 0
NORTHWEST NATURAL GAS CO COM 667655104 501561 20143 X 20143 0 0
NORTHWEST PIPE CO COM 667746101 8798424 553360 X 387860 0 165500
NORTHWESTERN CORP COM 668074107 418880 18700 X 18200 0 500
NORTHWESTERN CORP COM 668074107 13440 600 X 600 0 0
NORWOOD FINL CORP COM 669549107 36380 1700 X 1700 0 0
NOTIFY TECHNOLOGY CORPORATION COM 669956104 1550 1000 X 0 0 1000
NOVA CORP GA COM 669784100 81770 2600 X 0 0 2600
NOVADIGM INC 669937104 58500 5200 X 5200 0 0
NOVAMETRIX MED SYS INC COM 669870107 7212 1200 X 1200 0 0
NOVAVAX INC COM 670002104 218000 20000 X 20000 0 0
NOVELL INC COM 670006105 191264 33614 X 28907 0 4707
NOVELL INC COM 670006105 86488 15200 X 15200 0 0
69
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
NOVELLUS SYS INC COM 670008101 914319 16100 X 14400 0 1700
NOVELLUS SYS INC COM 670008101 34074 600 X 600 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 638960 16300 X 16300 0 0
NOVOSTE CORP COM 67010C100 56100 2200 X 2200 0 0
NPC INTL INC COM 629360306 4298 398 X 398 0 0
NPS PHARM INC COM 62936P103 9849 245 X 245 0 0
NRG ENERGY INC COM 629377102 540960 24500 X 0 0 24500
NRG ENERGY INC COM 629377102 3312 150 X 150 0 0
NS GROUP INC COM 628916108 7062284 529010 X 524610 0 4400
NSTAR COM 67019E107 832346 19557 X 18357 0 1200
NSTAR COM 67019E107 1222919 28734 X 28134 0 600
NSTOR TECHNOLOGIES INC COM 67018N108 4997 11105 X 11105 0 0
NTL INC COM 629407107 39765 3300 X 2600 0 700
NTL INC COM 629407107 5808 482 X 482 0 0
NU HORIZONS ELECTRS CORP COM 669908105 22439 2362 X 2362 0 0
NU SKIN ENTERPRISES INC COM 67018T105 3534045 415770 X 413570 0 2200
NUCOR CORPORATION COM 670346105 18489856 378193 X 291750 0 86443
NUCOR CORPORATION COM 670346105 2192179 44839 X 44474 65 300
NUCO2 INC COM 629428103 12290 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 2436850 149500 X 105000 0 44500
NUI CORP COM 629431107 7692887 333314 X 223614 0 109700
NVIDIA CORP COM 67066G104 64925 700 X 0 0 700
NVR INC COM 62944T105 987160 6670 X 6220 0 450
NVR INC COM 62944T105 740 5 X 5 0 0
NX NETWORKS INC COM 629478108 3094 5625 X 5625 0 0
NYFIX INC COM 670712108 803543 25150 X 25150 0 0
NZ CORP COM 629497108 102 24 X 24 0 0
NASDAQ-100 SHARES COM 631100104 46700830 1021900 X 1021900
NATIONAL INSTRUMENTS COM 636518102 41906 1293 X 1293
NET.GENESIS CORP COM 64107E107 234 300 X 300
NET2PHONE INC COM 64108N106 356 59 X 59
Net4Music COM 64111E101 341490 334794 X 334794
Novo Networks COM 670099100 60870 173913 X 173913
O CHARLEYS INC COM 670823103 11951123 617189 X 473005 0 144184
O REILLY AUTOMOTIVE INC COM 686091109 2112320 73600 X 37700 0 35900
OAK TECHNOLOGIES COM 671802106 2123295 200500 X 199400 0 1100
OAK TECHNOLOGIES COM 671802106 41142 3885 X 3885 0 0
OAO TECHNOLOGY SOLUTIONS INC COM 67082B105 1730 1000 X 1000 0 0
OCCIDENTAL PETE CORP COM 674599105 4735945 178110 X 30847 0 147263
OCCIDENTAL PETE CORP COM 674599105 524940 19742 X 18576 466 700
OCEAN ENERGY INC DEL COM 67481E106 8948709 512820 X 505520 0 7300
OCEAN ENERGY INC DEL COM 67481E106 142916 8190 X 6690 0 1500
OCEANEERING INTL INC COM 675232102 7988480 384987 X 212087 0 172900
OCEANFIRST FIN CORP COM 675234108 15564 600 X 600 0 0
OCTEL CORP COM 675727101 26000 1600 X 1600 0 0
OCTEL CORP COM 675727101 5135 316 X 316 0 0
OCULAR SCIENCES INC COM 675744106 30480 1200 X 0 0 1200
ODYSSEY RE HOLDINGS CORP COM 67612W108 34333 1900 X 0 0 1900
ODYSSEY RE HOLDINGS CORP COM 67612W108 63245 3500 X 0 0 3500
70
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
OFFICE DEPOT INC COM 676220106 26854648 2587153 X 2394475 0 192678
OFFICE DEPOT INC COM 676220106 1524874 146905 X 146905 0 0
OFFICEMAX INC COM 67622M108 2066 560 X 560 0 0
OFFICEMAX INC COM 67622M108 14760 4000 X 4000 0 0
OFFSHORE LOGISTICS INC COM 676255102 6005748 316092 X 203792 0 112300
OGE ENERGY CORP COM 670837103 371528 16432 X 14632 0 1800
OGE ENERGY CORP COM 670837103 669166 29596 X 29596 0 0
OHIO CASUALITY COM 677240103 3692045 285100 X 120100 0 165000
OLD REP INTERNATIONAL CORPORATION 680223104 440568 15192 X 7292 0 7900
OLD REP INTERNATIONAL CORPORATION 680223104 493725 17025 X 4775 0 12250
OLD SECOND BANCORP INC COM 680277100 20834 630 X 630 0 0
OLIN CORP COM 680665205 4767564 280610 X 276610 0 4000
OLIN CORP COM 680665205 43087 2536 X 2536 0 0
OM GROUP INC COM 670872100 2185031 38845 X 24050 0 14795
OM GROUP INC COM 670872100 191250 3400 X 2400 0 1000
OMEGA FINL CORP COM 682092101 993898 30876 X 30876 0 0
OMI CORP NEW COM Y6476W104 19074 3400 X 400 0 3000
OMNICARE INC COM 681904108 75346 3730 X 0 0 3730
OMNICARE INC COM 681904108 42420 2100 X 100 0 2000
OMNICOM GROUP INC COM 681919106 15193792 176672 X 160359 0 16313
OMNICOM GROUP INC COM 681919106 4564794 53079 X 40734 0 12345
OMNOVA SOLUTIONS INC COM 682129101 216507 29740 X 29740 0 0
ON ASSIGNMENT INC COM 682159108 4332366 240687 X 238270 0 2417
ON ASSIGNMENT INC COM 682159108 13500 750 X 750 0 0
ON SEMICONDUCTOR CORP COM 682189105 2730 600 X 600 0 0
ON SEMICONDUCTOR CORP COM 682189105 1365 300 X 300 0 0
ONEIDA LTD COM 682505102 81645 4016 X 1366 0 2650
ONEOK INC NEW COM 682680103 648485 32918 X 11750 0 21168
ONEOK INC NEW COM 682680103 150193 7624 X 7624 0 0
ONI SYSTEMS CORP COM 68273F103 22320 800 X 800 0 0
ONI SYSTEMS CORP COM 68273F103 19530 700 X 700 0 0
ONLINE RESOURCES CORPORATION 68273G101 56429 23512 X 23512 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 17805 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 65 150 X 150 0 0
OPEN MARKET INC COM 68370M100 2281 1933 X 1933 0 0
OPEN MARKET INC COM 68370M100 257240 218000 X 0 0 218000
OPENTV CORP CL A COM G67543101 9133 650 X 650 0 0
OPENTV CORP CL A COM G67543101 4215 300 X 300 0 0
OPENWAVE SYS INC COM 683718100 1581348 45572 X 14447 0 31125
OPENWAVE SYS INC COM 683718100 569254 16405 X 16205 0 200
OPINION RESEARCH CORP COM 683755102 183000 30000 X 30000 0 0
OPNET TECHNOLOGIES INC COM 683757108 1787 100 X 100 0 0
OPTA FOOD INGREDIENTS INC COM 68381N105 810 600 X 600 0 0
71
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
OPTICARE HEALTH SYS INC COM 68386P105 780 3000 X 3000 0 0
OPUS360 CORP COM 68400F109 31 310 X 310 0 0
OPUS360 CORP COM 68400F109 51 505 X 505 0 0
ORACLE CORP COM 68389X105 50352774 2650146 X 2158139 0 492007
ORACLE CORP COM 68389X105 12429249 654171 X 572715 0 81456
ORASURE TECHNOLOGIES INC COM 68554V108 6250 500 X 500 0 0
ORBITAL SCIENCES CORP COM 685564106 108640 28000 X 28000 0 0
ORCHID BIOSCIENCES INC COM 68571P100 36338 4750 X 750 0 4000
ORCKIT COMMUNICATIONS LTD COM M7531S107 191 100 X 100 0 0
ORGANOGENESIS INC COM 685906109 1324600 179000 X 179000 0 0
ORGANOGENESIS INC COM 685906109 344870 46604 X 4652 0 41952
ORION POWER HOLDINGS COM 686286105 354769 14900 X 0 0 14900
ORTEC INTERNATIONAL INC COM 68749B108 9170 1400 X 1400 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 10209794 335959 X 307857 0 28102
OSCA INC COM 687836106 19062 920 X 920 0 0
OSHKOSH B GOSH INC CL A COM 688222207 299250 9000 X 9000 0 0
OSHKOSH TRUCK CORP COM 688239201 18686554 422295 X 277495 0 144800
OSI PHARMACEUTICALS INC COM 671040103 105180 2000 X 2000 0 0
OSI SYSTEMS INC COM 671044105 7440 2000 X 2000 0 0
OSMONICS INC COM 688350107 1131600 82000 X 55200 0 26800
OSTEOTECH INC COM 688582105 46865 10300 X 10300 0 0
OTG SOFTWARE INC COM 671059103 88900 12700 X 0 0 12700
OTTER TAIL CORP COM 689648103 119214 4296 X 4296 0 0
OTTER TAIL CORP COM 689648103 22200 800 X 800 0 0
OUTBACK STEAKHOUSE INC COM 689899102 2956320 102650 X 17150 0 85500
OVERSEAS SHIPHOLDING GROUP INC 690368105 34510 1130 X 1130 0 0
OWENS & MINOR INC NEW COM 690732102 473195 24905 X 23855 0 1050
OWENS & MINOR INC NEW COM 690732102 1900 100 X 0 0 100
OWENS CORNING COM 69073F103 16884 8400 X 300 0 8100
OWENS CORNING COM 69073F103 1101 548 X 548 0 0
OWENS ILL INC COM NEW 690768403 205095 30250 X 1000 0 29250
OWENS ILL INC COM NEW 690768403 69631 10270 X 9570 0 700
OXFORD HEALTH PLANS INC COM 691471106 1950520 68200 X 67100 0 1100
OXFORD HEALTH PLANS INC COM 691471106 28600 1000 X 1000 0 0
OXFORD INDS INC COM 691497309 118800 5400 X 5400 0 0
OYO GEOSPACE CORP COM 671074102 4580 200 X 200 0 0
Odwalla, Inc. COM 676111107 371099 36029 X 36029
Open Market COM 68370M100 3691 3128 X 3128
Open Market COM 68370M100 727546 616564 X 616564
OPLINK COMMUNICATIONS COM 68375Q106 803 214 X 214
OPTIBASE LTD COM M7524R108 368 70 X 70
Opus 360 COM 68400F109 32538 325378 X 325378
Opus360 COM 68400F109 203 2025 X 2025
Opus360 COM 68400F109 956 9555 X 9555
OPUS360 CORP COM 68400F109 1 5 X 5
ORAPHARMA, INC COM 68554E106 260 48 X 48
ORCHID BIOSCIENCES, INC COM 68571P100 757 99 X 99
OSI PHARMACEUTICALS, INC. COM 671040103 53 1 X 1
PAC WEST TELECOM INC COM 69371Y101 51992 26800 X 26700 0 100
PACCAR INC COM 693718108 2607560 50711 X 3663 0 47048
PACCAR INC COM 693718108 20568 400 X 150 0 250
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 6931217 268756 X 185356 0 83400
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 196185 7607 X 7607 0 0
PACIFIC NORTHWEST BANCORP COM 69466M103 8933925 357500 X 236500 0 121000
PACIFIC SUNWEAR CA INC COM 694873100 545385 24315 X 23700 0 615
72
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PACIFICARE HEALTH SYSTEMS COM 695112102 177263 10875 X 2300 0 8575
PACKAGING CORP OF AMERICA COM 695156109 49696 3200 X 0 0 3200
PACKARD BIOSCIENCE INC COM 695172205 10739370 1293900 X 1281000 0 12900
PACKARD BIOSCIENCE INC COM 695172205 5180653 624175 X 0 0 624175
PACTIV CORP COM 695257105 399360 29803 X 14658 0 15145
PACTIV CORP COM 695257105 78350 5847 X 5847 0 0
PAIN THERAPEUTICS INC COM 69562K100 765 100 X 100 0 0
PALL CORP COM 696429307 31054188 1319770 X 1136982 0 182788
PALL CORP COM 696429307 1849223 78590 X 77490 0 1100
PALM INC COM 696642107 1272758 209680 X 205578 0 4102
PALM INC COM 696642107 231467 38133 X 16887 950 20296
PALOMAR MED TECHNOLOGIES INC COM 697529303 2190 1000 X 0 0 1000
PANACO INC COM 698106101 2240 1000 X 1000 0 0
PANERA BREAD CO CL A COM 69840W108 331959 10515 X 9915 0 600
PAPA JOHNS INTL INC COM 698813102 13081 516 X 516 0 0
PAR TECHNOLOGY CORP COM 698884103 1700 500 X 500 0 0
PARADIGM GENETICS INC COM 69900R106 64800 7200 X 0 0 7200
PARADIGM GENETICS INC COM 69900R106 82512 9168 X 9168 0 0
PARAGON TECHNOLOGIES INC COM 69912T108 33411 4515 X 4515 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 2286078 163408 X 24155 0 139253
PARAMETRIC TECHNOLOGY CORP COM 699173100 53386 3816 X 3016 0 800
PAREXEL INTL CORP COM 699462107 352950 18100 X 18100 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 479160 18150 X 11650 0 6500
PARK PL ENTMT CORP COM 700690100 2859170 236295 X 175895 0 60400
PARK PL ENTMT CORP COM 700690100 43560 3600 X 3600 0 0
PARKER DRILLING CO COM 701081101 5200 800 X 800 0 0
PARKER DRILLING CO COM 701081101 650 100 X 100 0 0
PARKER-HANNIFIN CORP COM 701094104 10184879 239983 X 232631 0 7352
PARKER-HANNIFIN CORP COM 701094104 1881662 44337 X 41937 0 2400
PARTNERRE LTD COM G6852T105 289465 5225 X 0 0 5225
PATHMARK STORES INC COM 70322A101 163418 6643 X 693 0 5950
PATINA OIL & GAS CORP COM 703224105 463750 17500 X 14900 0 2600
PATRIOT NATIONAL BANCORP INC COM 70336F104 45900 5100 X 5100 0 0
PATTERSON DENTAL CO COM 703412106 1968600 65620 X 49600 0 16020
PATTERSON DENTAL CO COM 703412106 30000 1000 X 0 0 1000
PATTERSON-UTI ENERGY INC COM 703481101 978114 54735 X 53000 0 1735
PATTERSON-UTI ENERGY INC COM 703481101 60758 3400 X 0 0 3400
PAXAR CORP COM 704227107 446688 31020 X 29191 0 1829
PAXSON COMMUNICATIONS CORP COM 704231109 21440 1600 X 0 0 1600
PAXSON COMMUNICATIONS CORP COM 704231109 13400 1000 X 0 0 1000
PAYCHEX INC COM 704326107 4128400 103210 X 72106 0 31104
PAYCHEX INC COM 704326107 7343800 183595 X 147325 0 36270
PAYLESS SHOESOURCE INC COM 704379106 156574 2420 X 1720 0 700
PAYLESS SHOESOURCE INC COM 704379106 504854 7803 X 7633 170 0
73
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PC-TEL INC COM 69325Q105 126177 13700 X 13700 0 0
PCD INC COM 69318P106 2801817 645580 X 642636 0 2944
PEABODY ENERGY CORP COM 704549104 3812100 116400 X 109000 0 7400
PEABODY ENERGY CORP COM 704549104 16375 500 X 500 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 57755 1506 X 0 0 1506
PEAPACK-GLADSTONE FINL CORP COM 704699107 803317 20947 X 20947 0 0
PEAPOD INC COM 704718105 6600 6600 X 6600 0 0
PEC SOLUTIONS INC COM 705107100 186745 8450 X 0 0 8450
PECO II INC COM 705221109 83185 12700 X 0 0 12700
PEDIATRIX MEDICAL GROUP INC COM 705324101 587640 17700 X 11700 0 6000
PEGASUS COMMUNICATIONS CORP COM 705904100 15750 700 X 0 0 700
PEGASUS COMMUNICATIONS CORP COM 705904100 9000 400 X 400 0 0
PEGASUS SOLUTIONS INC COM 705906105 3372427 291985 X 290285 0 1700
PEMSTAR INC COM 706552106 4404 300 X 0 0 300
PENFORD CORPORATION COM 707051108 150800 13000 X 13000 0 0
PENFORD CORPORATION COM 707051108 79344 6840 X 6840 0 0
PENN ENGINEERING & MFG CORP COM 707389300 126000 7200 X 0 0 7200
PENN TREATY AMERN CORP COM 707874103 43476 13255 X 1500 0 11755
PENN VIRGINIA CORP COM 707882106 3619000 110000 X 68500 0 41500
PENN VIRGINIA CORP COM 707882106 178154 5415 X 5415 0 0
PENNEY J C INC COM 708160106 17673457 670465 X 645403 0 25062
PENNEY J C INC COM 708160106 1028356 39012 X 38564 0 448
PENNICHUCK CORPORATION NEW COM 708254206 305551 9762 X 1316 0 8446
PENNZOIL-QUAKER ST CO COM 709323109 2853346 254763 X 253463 0 1300
PENNZOIL-QUAKER ST CO COM 709323109 175482 15668 X 8784 0 6884
PENTAIR INC 709631105 14100752 417182 X 245182 0 172000
PENTAIR INC 709631105 20280 600 X 600 0 0
PENTON MEDIA INC COM 709668107 428750 24500 X 24500 0 0
PENWEST PHARMACEUTICALS CO COM 709754105 120822 7800 X 7800 0 0
PENWEST PHARMACEUTICALS CO COM 709754105 151368 9772 X 9772 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 210956 9050 X 8050 0 1000
PEOPLES BK BRIDGEPORT CT COM 710198102 316200 13565 X 13565 0 0
PEOPLES ENERGY CORP COM 711030106 548891 13654 X 9681 0 3973
PEOPLES ENERGY CORP COM 711030106 180217 4483 X 4483 0 0
PEOPLESOFT INC COM 712713106 9233726 187563 X 176668 0 10895
PEOPLESOFT INC COM 712713106 728112 14790 X 14790 0 0
PEP BOYS-MANNY,MOE & JACK 713278109 470537 41900 X 40100 0 1800
PEPSI BOTTLING GROUP COM 713409100 19550715 487549 X 470315 0 17234
PEPSI BOTTLING GROUP COM 713409100 135297 3374 X 3374 0 0
PEPSIAMERICAS INC COM 71343P200 60116 4520 X 2020 0 2500
PEPSIAMERICAS INC COM 71343P200 232418 17475 X 16875 0 600
PEPSICO INC COM 713448108 369145980 8351719 X 7749673 300 601746
PEPSICO INC COM 713448108 134518015 3043394 X 2875031 6550 161813
74
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PEREGRINE SYS INC COM 71366Q101 254649 8781 X 806 0 7975
PEREGRINE SYS INC COM 71366Q101 19575 675 X 675 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 13728592 454138 X 372268 0 81870
PERFORMANCE TECHNOLOGIES INC COM 71376K102 10615875 707725 X 445425 0 262300
PERICOM SEMICONDUCTOR CORP COM 713831105 3707955 235875 X 150900 0 84975
PERINI CORP COM 713839108 60 6 X 6 0 0
PERKINELMER INC COM 714046109 1025603 37254 X 26734 0 10520
PERKINELMER INC COM 714046109 5852548 212588 X 212588 0 0
PEROT SYSTEMS CORP COM CL A 714265105 30770 1700 X 0 0 1700
PEROT SYSTEMS CORP COM CL A 714265105 36200 2000 X 2000 0 0
PERRIGO CO COM 714290103 56746 3400 X 0 0 3400
PERSONNEL GROUP AMER INC COM 715338109 2760 2000 X 2000 0 0
PETROLEUM HELICOPTERS INC COM NON VT 716604202 1790 100 X 100 0 0
PETROQUEST ENERGY INC COM 716748108 5785500 826500 X 823500 0 3000
PETROQUEST ENERGY INC COM 716748108 70000 10000 X 0 0 10000
PETSMART INC COM 716768106 2111214 299463 X 299463 0 0
PF CHANGS CHINA BISTRO COM 69333Y108 12453940 328600 X 328100 0 500
PF CHANGS CHINA BISTRO COM 69333Y108 20656 545 X 545 0 0
PFIZER INC COM 717081103 768778453 19195467 X 17769755 0 1425712
PFIZER INC COM 717081103 393483360 9824803 X 9275651 23295 525857
PG & E CORP COM 69331C108 571480 51025 X 37511 0 13514
PG & E CORP COM 69331C108 174866 15613 X 15463 150 0
PHARMACEUTICAL PROD DEV INC COM 717124101 1241757 40700 X 37000 0 3700
PHARMACIA CORP COM 71713U102 191305749 4163346 X 3948561 0 214785
PHARMACIA CORP COM 71713U102 37023523 805735 X 763270 225 42240
PHARMACOPEIA INCORPORATED COM 71713B104 24000 1000 X 1000 0 0
PHARMACYCLICS INC COM 716933106 332220 9800 X 2000 0 7800
PHARMACYCLICS INC COM 716933106 40172 1185 X 1185 0 0
PHARMOS CORP COM NEW 717139208 7886 2103 X 2100 0 3
PHELPS DODGE CORP COM 717265102 1297041 31254 X 14963 0 16291
PHELPS DODGE CORP COM 717265102 401969 9686 X 9412 0 274
PHILADELPHIA CONS HLDG CORP COM 717528103 19303 555 X 0 0 555
PHILADELPHIA SUBN CORP COM 718009608 8545407 335114 X 215863 0 119251
PHILADELPHIA SUBN CORP COM 718009608 173808 6816 X 6816 0 0
PHILIP MORRIS COS INC 718154107 47646485 938847 X 726447 0 212400
PHILIP MORRIS COS INC 718154107 42672427 840836 X 757931 0 82905
PHILLIPS PETE CO COM 718507106 28416438 498534 X 406132 0 92402
PHILLIPS PETE CO COM 718507106 3836100 67300 X 62175 50 5075
PHILLIPS VAN HEUSEN CORP 718592108 6059520 420800 X 286400 0 134400
PHOENIX TECHNOLOGIES LTD COM 719153108 959220 65700 X 18500 0 47200
PHOTON DYNAMICS INC 719364101 4365360 161680 X 160880 0 800
PHOTRONICS INC 719405102 6255395 243780 X 241580 0 2200
PHOTRONICS INC 719405102 76980 3000 X 3000 0 0
75
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PICCADILLY CAFETERIAS INC COM 719567109 76 50 X 50 0 0
PICO HLDGS INC COM NEW 693366205 1049307 71772 X 51892 0 19880
PICTURETEL CORP 720035302 32654 5831 X 5831 0 0
PICTURETEL CORP 720035302 1120 200 X 200 0 0
PIEDMONT NAT GAS INC COM 720186105 980352 27600 X 27600 0 0
PIEDMONT NAT GAS INC COM 720186105 526051 14810 X 14310 0 500
PIER 1 IMPORTS INC COM 720279108 3778843 328595 X 284295 0 44300
PINNACLE ENTMT INC COM 723456109 146265 19900 X 19900 0 0
PINNACLE ENTMT INC COM 723456109 1470 200 X 200 0 0
PINNACLE SYS INC COM 723481107 227480 37600 X 37600 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 3575903 75441 X 20620 0 54821
PINNACLE WEST CAPITAL CORP COM 723484101 11471 242 X 242 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3780940 221756 X 212656 0 9100
PIONEER NATURAL RESOURCES CO COM 723787107 3734 219 X 219 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 5662208 442360 X 423110 0 19250
PITNEY BOWES INC COM 724479100 35795008 849834 X 757768 0 92066
PITNEY BOWES INC COM 724479100 14994046 355984 X 325665 1400 28919
PITTSTON BRINK'S GROUP COM 725701106 280386 12579 X 12579 0 0
PIXAR INC COM 725811103 16728 410 X 400 0 10
PIXAR INC COM 725811103 93840 2300 X 0 0 2300
PIXELWORKS INC COM 72581M107 364369 10195 X 0 0 10195
PLAINS RES INC COM PAR $0.10 726540503 309600 12900 X 12900 0 0
PLANAR SYS INC COM 726900103 25382 980 X 0 0 980
PLANTRONICS INC NEW COM 727493108 13890 600 X 0 0 600
PLATO LEARNING INC COM 72764Y100 8103329 261820 X 260520 0 1300
PLAYTEX PRODS INC COM 72813P100 58850 5500 X 4000 0 1500
PLC SYSTEMS INC COM 69341D104 2808 3900 X 3900 0 0
PLC SYSTEMS INC COM 69341D104 216 300 X 300 0 0
PLEXUS CORP COM 729132100 5469090 165730 X 25324 0 140406
PLM INTERNATIONAL INC COM 69341L205 1138 350 X 350 0 0
PLUG POWER INC COM 72919P103 26913 1250 X 1250 0 0
PLUG POWER INC COM 72919P103 35525 1650 X 1650 0 0
PMC-SIERRA INC COM 69344F106 445482 14338 X 588 0 13750
PMC-SIERRA INC COM 69344F106 43622 1404 X 1404 0 0
PMI GROUP INC COM 69344M101 437065 6100 X 1900 0 4200
PMI GROUP INC COM 69344M101 394075 5500 X 0 0 5500
PNC FINANCIAL SERVICES GROUP 693475105 9922579 150822 X 129612 0 21210
PNC FINANCIAL SERVICES GROUP 693475105 6223668 94599 X 85404 0 9195
POGO PRODUCING CO COM 730448107 960000 40000 X 33900 0 6100
POGO PRODUCING CO COM 730448107 121920 5080 X 280 0 4800
POINT.360 COM 730698107 27210 13605 X 0 0 13605
POLARIS INDS INC COM 731068102 6929540 151300 X 95800 0 55500
POLARIS INDS INC COM 731068102 9160 200 X 200 0 0
76
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
POLAROID CORP COM 731095105 105719 40661 X 40661 0 0
POLAROID CORP COM 731095105 780 300 X 300 0 0
POLO RALPH LAUREN COM 731572103 3201780 124100 X 124100 0 0
POLYCOM INC COM 73172K104 488861 21172 X 100 0 21072
POLYMEDICA CORP COM 731738100 421200 10400 X 9800 0 600
POLYMER GROUP INC COM 731745105 2260 1000 X 1000 0 0
POLYONE CORP COM 73179P106 1096694 105350 X 69300 0 36050
POLYONE CORP COM 73179P106 9369 900 X 900 0 0
POPE & TALBOT INC 732827100 131682 10200 X 9900 0 300
POPE & TALBOT INC 732827100 3873 300 X 300 0 0
POTLATCH CORP COM 737628107 79177 2301 X 2155 0 146
POTLATCH CORP COM 737628107 41292 1200 X 1200 0 0
POTOMAC ELEC PWR CO COM 737679100 506452 24209 X 22709 0 1500
POTOMAC ELEC PWR CO COM 737679100 406664 19439 X 17089 1748 602
POWER INTEGRATIONS INC COM 739276103 421200 27000 X 20300 0 6700
POWER-ONE INC COM 739308104 113152 6800 X 6600 0 200
POWERWAVE TECHNOLOGIES INC COM 739363109 34800 2400 X 0 0 2400
POWERWAVE TECHNOLOGIES INC COM 739363109 11093 765 X 765 0 0
PPG INDS INC COM 693506107 26385619 501914 X 484485 0 17429
PPG INDS INC COM 693506107 5051241 96086 X 94686 0 1400
PPL CORP COM 69351T106 14502895 263689 X 251897 0 11792
PPL CORP COM 69351T106 1597255 29041 X 26723 798 1520
PRACTICEWORKS INC COM 739419109 2590 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 190885 11611 X 11611 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 59184 3600 X 500 0 3100
PRAXAIR INC COM 74005P104 22478972 478276 X 404186 0 74090
PRAXAIR INC COM 74005P104 628578 13374 X 9699 0 3675
PRE PAID LEGAL SVCS INC COM 740065107 8056576 366208 X 364296 0 1912
PRECISE SOFTWARE SOLUTIONS COM M41450103 1842000 60000 X 60000 0 0
PRECISION CASTPARTS CORP COM 740189105 3984369 106477 X 104274 0 2203
PRECISION CASTPARTS CORP COM 740189105 511157 13660 X 12660 0 1000
PREMIER BANCORP INC/PA COM 74046J109 112909 12978 X 12978 0 0
PREMIER CMNTY BANKSHARES INC COM 740473103 16590 2370 X 2370 0 0
PRESIDENTIAL LIFE CORP COM 740884101 2287040 102100 X 67600 0 34500
PRESSTEK INC COM 741113104 5450364 454197 X 452872 0 1325
PRESSTEK INC COM 741113104 216 18 X 18 0 0
PRI AUTOMATION INC COM 69357H106 2117037 114280 X 103380 0 10900
PRI AUTOMATION INC COM 69357H106 5743 310 X 310 0 0
PRICE COMMUNICATIONS CORP 741437305 100950 5000 X 0 0 5000
PRICELINE.COM INC COM 741503106 187064 20670 X 570 0 20100
PRICESMART INC COM 741511109 870 20 X 20 0 0
PRIDE INTL INC COM 741932107 967100 50900 X 50900 0 0
PRIDE INTL INC COM 741932107 3800 200 X 200 0 0
77
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PRIMA ENERGY CORP COM 741901201 3078365 127786 X 127186 0 600
PRIMA ENERGY CORP COM 741901201 238491 9900 X 6150 0 3750
PRIME HOSPITALITY CORP COM 741917108 392235 33100 X 33100 0 0
PRIMEDIA INC COM 74157K101 134306 19780 X 0 0 19780
PRIMESOURCE CORP COM 741593107 8706 2204 X 2204 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 2788 3400 X 3400 0 0
PRINCETON VIDEO IMAGE INC COM 742476104 505 100 X 100 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 1125544 39800 X 33400 0 6400
PRIZE ENERGY CORP COM 74267L106 3872159 200630 X 199630 0 1000
PROBUSINESS SERVICES COM 742674104 146556 5520 X 20 0 5500
PROCTER & GAMBLE CO COM 742718109 330688032 5183198 X 4806097 932 376169
PROCTER & GAMBLE CO COM 742718109 162102274 2540788 X 2404429 4493 131866
PRODIGY COMMUNICATIONS CL A COM 74283P206 1138 200 X 200 0 0
PROFESSIONAL DETAILING COM 74312N107 3054400 33200 X 33000 0 200
PROFIT RECOVERY GROUP INTL INC COM 743168106 404538 35300 X 35300 0 0
PROFIT RECOVERY GROUP INTL INC COM 743168106 3438 300 X 300 0 0
PROGENICS PHARMACEUTICALS INC COM 743187106 191 10 X 10 0 0
PROGRESS ENERGY INC COM 743263105 8368866 186306 X 172235 0 14071
PROGRESS ENERGY INC COM 743263105 4600706 102420 X 93888 1152 7380
PROGRESS SOFTWARE CORP COM 743312100 13643996 842222 X 559022 0 283200
PROGRESS SOFTWARE CORP COM 743312100 22680 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 1497094 11074 X 8059 0 3015
PROGRESSIVE CORP OHIO COM 743315103 26709623 197571 X 194069 0 3502
PROMISTAR FINL CORP COM 74342Y107 3768 157 X 157 0 0
PROQUEST CO COM 74346P102 25652500 827500 X 544900 0 282600
PROSOFTTRAINING COM 743477101 1411981 1129585 X 1123734 0 5851
PROTECTIVE LIFE CORP COM 743674103 128888 3750 X 2800 0 950
PROTECTIVE LIFE CORP COM 743674103 134043 3900 X 3900 0 0
PROTEIN DESIGN LABS INC COM 74369L103 4842943 55820 X 53420 0 2400
PROTEIN DESIGN LABS INC COM 74369L103 34704 400 X 400 0 0
PROTON ENERGY SYS INC COM 74371K101 900 75 X 75 0 0
PROTON ENERGY SYS INC COM 74371K101 4800 400 X 400 0 0
PROVANT INC COM 743724106 18360 10200 X 6000 0 4200
PROVIDENCE & WORCESTER RR CO COM 743737108 3340 400 X 400 0 0
PROVIDENT BANKSHARES CORP COM 743859100 5277528 211609 X 208579 0 3030
PROVIDIAN FINANCIAL CORP COM 74406A102 13285664 224420 X 149902 0 74518
PROVIDIAN FINANCIAL CORP COM 74406A102 4322251 73011 X 60296 0 12715
PROVINCE HEALTHCARE CO COM 743977100 9082870 257378 X 256073 0 1305
PROXIM INC COM 744284100 317250 22500 X 20800 0 1700
PSS WORLD MED INC COM 69366A100 6382097 992550 X 655650 0 336900
PTEK HLDGS INC COM 69366M104 84634 32303 X 32303 0 0
PUBCO CORP COM 744378803 36500 5000 X 5000 0 0
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 14134154 289042 X 278863 0 10179
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 4324814 88442 X 77324 0 11118
78
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PUBLIC SVC CO NEW MEXICO COM 744499104 151110 4706 X 6 0 4700
PUBLIC SVC CO NEW MEXICO COM 744499104 50734 1580 X 580 0 1000
PUBLICARD INC COM 744627100 1452 1613 X 1613 0 0
PUGET ENERGY INC COM 745310102 275257 10506 X 8581 0 1925
PUGET ENERGY INC COM 745310102 654004 24962 X 24566 396 0
PULTE HOMES INC 745867101 527376 12371 X 1244 0 11127
PUMATECH INC COM 745887109 1200 400 X 400 0 0
PURCHASEPRO.COM INC COM 746144104 296 200 X 200 0 0
PURCHASEPRO.COM INC COM 746144104 444 300 X 100 0 200
PYR ENERGY CORP COM 693677106 570244 80316 X 80316 0 0
PACFIC SUNWEAR OF CALIFORNIA COM 694873100 57107 2546 X 2546
PACKETEER, INC COM 695210104 1320 106 X 106
PALM, INC. COM 696642107 897 304 X 304
PANERA BREAD COMPANY - CL A COM 69840W108 9354 300 X 300
PAYCHEX INC COM 704326107 3441 111 X 111
Pegasus Commun. COM 705904100 29401988 1306755 X 1306755
PEOPLESOFT INC COM 712713106 2001 41 X 41
PEREGRINE SYSTEMS COM 71366Q101 489 17 X 17
PERVASIVE SOFTWARE COM 715710109 598 430 X 430
Phoenix Restaurant COM 719132102 743523 2124352 X 2124352
PIXAR COM 725811103 590713 14546 X 14546
PMC-Sierra COM 693344F106 96752 3114 X 3114
PMC-SIERRA INC COM 69344F106 3702 142 X 142
PNC FINANCIAL SERVICES GR COM 693475105 230265 3500 X 3500
POWER INTEGRATIONS INC COM 739276103 5320 443 X 443
POZEN INC COM 73941U102 1344 112 X 112
PRAECIS PHARMACEUTICALS INC COM 739421105 460 28 X 28
Preview Systems COM 741379101 513391 148809 X 148809
PREVIEW SYSTEMS INC COM 741379101 12111 3984 X 3984
PROFIT RECOVERY GROUP INTL COM 743168106 6840 600 X 600
PROGENICS PHARMACEUTICALS COM 743187106 1910 100 X 100
PROVINCE HEALTHCARE CO COM 743977100 20019 599 X 599
PSI TECHNOLOGIES HLDGS-ADR COM 74438Q109 3060 600 X 600
Q MED INC COM 747914109 10960 1000 X 1000 0 0
QAD INC COM 74727D108 350 100 X 100 0 0
QLOGIC CORP COM 747277101 18506366 287143 X 261543 0 25600
QLOGIC CORP COM 747277101 3429127 53206 X 29206 0 24000
QRS CORP COM 74726X105 179280 10800 X 10800 0 0
QRS CORP COM 74726X105 4233 255 X 255 0 0
QUADRAMED CORP COM 74730W101 27351 5758 X 5758 0 0
QUAKER CHEMICAL CORP COM 747316107 123500 6500 X 6500 0 0
QUAKER FABRIC CORP NEW COM 747399103 10250 1000 X 1000 0 0
QUAKER OATS CO COM 747402105 5060360 55456 X 43839 0 11617
QUAKER OATS CO COM 747402105 7995051 87617 X 86617 0 1000
QUALCOMM INC COM 747525103 7420352 126887 X 105261 0 21626
QUALCOMM INC COM 747525103 1321297 22594 X 11334 0 11260
QUALITY DINING INC COM 74756P105 2800 1000 X 1000 0 0
QUANEX CORP COM 747620102 266770 10300 X 4000 0 6300
QUANTA SVCS INC COM 74762E102 3299388 149700 X 145200 0 4500
QUANTA SVCS INC COM 74762E102 8816 400 X 0 0 400
QUANTUM CORP-DLT & STORAGE COM 747906204 823697 81635 X 13885 0 67750
QUANTUM CORP-DLT & STORAGE COM 747906204 97217 9635 X 9385 0 250
QUEST DIAGNOSTICS INC COM 74834L100 265268 3544 X 1904 0 1640
QUEST DIAGNOSTICS INC COM 74834L100 722602 9654 X 9074 0 580
QUEST SOFTWARE INC COM 74834T103 7550 200 X 200 0 0
QUESTAR CORP COM 748356102 1289303 52072 X 45872 0 6200
QUESTAR CORP COM 748356102 3186612 128700 X 114700 0 14000
QUICKLOGIC CORP COM 74837P108 108210 17975 X 100 0 17875
QUIKSILVER INC COM 74838C106 2476250 99050 X 23600 0 75450
QUINTILES TRANSNATIONAL CORP COM 748767100 2822950 111800 X 81500 0 30300
QWEST COMMUNICATIONS INTL COM 749121109 120849064 3791938 X 3511535 0 280403
QWEST COMMUNICATIONS INTL COM 749121109 20308839 637240 X 594608 1918 40714
QUALCOMM INC COM 747525103 1578960 27000 X 27000
QUEST SOFTWARE INC COM 74834T103 2138 57 X 57
Quick Logic COM 74837P108 11023 1831 X 1831
QUICKLOGIC CORPORATION COM 74837P108 16444 2718 X 2718
Quintus COM 748798105 3615 40170 X 40170
Quintus COM 748798105 2410 26780 X 26780
QUOKKA SPORTS INC COM 749077400 98 1088 X 1088
QWEST COMM INTL INC COM 749121109 9814367 307950 X 307950
R & B INC COM 749124103 1916340 580709 X 397109 0 183600
R & B INC COM 749124103 9900 3000 X 3000 0 0
R G S ENERGY GROUP INC COM 74956K104 1173263 31287 X 30987 0 300
R G S ENERGY GROUP INC COM 74956K104 127950 3412 X 3386 0 26
79
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
R H DONNELLEY CORP NEW COM 74955W307 159808 4994 X 3527 0 1467
R H DONNELLEY CORP NEW COM 74955W307 154368 4824 X 3288 0 1536
R J REYNOLDS TOBACCO HOLD COM 76182K105 46410 850 X 850 0 0
R J REYNOLDS TOBACCO HOLD COM 76182K105 841004 15403 X 15337 0 66
RADIAN GROUP INC COM 750236101 241203 5963 X 5915 0 48
RADIAN GROUP INC COM 750236101 493490 12200 X 0 0 12200
RADIANT SYS INC COM 75025N102 374790 23250 X 20400 0 2850
RADIO ONE INC CL D NON-VTG COM 75040P405 233730 10600 X 0 0 10600
RADIO ONE INC COM 75040P108 6900 300 X 300 0 0
RADIOSHACK CORP COM 750438103 1247664 40907 X 8339 0 32568
RADIOSHACK CORP COM 750438103 347700 11400 X 11400 0 0
RADISYS CORP COM 750459109 307333 13450 X 12700 0 750
RADWARE LTD COM M81873107 179598 9950 X 0 0 9950
RAINBOW TECHNOLOGIES INC COM 750862104 105092 18800 X 18800 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 16770 3000 X 3000 0 0
RALCORP HOLDINGS COM 751028101 414154 22100 X 22100 0 0
RALSTON-RALSTON PURINA GRP COM 751277302 1947638 64878 X 45012 0 19866
RALSTON-RALSTON PURINA GRP COM 751277302 605563 20172 X 20172 0 0
RAMBUS INC COM 750917106 4924 400 X 400 0 0
RAMBUS INC COM 750917106 2462 200 X 200 0 0
RARE HOSPITALITY INTL INC COM 753820109 3372801 149239 X 148589 0 650
RARE MEDIUM GROUP INC COM 75382N109 1927 4700 X 4500 0 200
RARE MEDIUM GROUP INC COM 75382N109 205 500 X 500 0 0
RATIONAL SOFTWARE CORP COM 75409P202 262099 9344 X 9000 0 344
RATIONAL SOFTWARE CORP COM 75409P202 14025 500 X 500 0 0
RAVISENT TECHNOLOGIES INC COM 754440105 3960 2000 X 2000 0 0
RAWLINGS SPORTING GOODS INC COM 754459105 4620 1000 X 1000 0 0
RAYMOND JAMES FINL INC COM 754730109 1294380 42300 X 35000 0 7300
RAYMOND JAMES FINL INC COM 754730109 135772 4437 X 4437 0 0
RAYONIER INC COM 754907103 4675146 100649 X 3641 0 97008
RAYONIER INC COM 754907103 839398 18071 X 16471 0 1600
RAYOVAC CORP COM 755081106 11635260 546000 X 360900 0 185100
RAYTECH CORP DEL 755103108 141 47 X 47 0 0
RAYTHEON CO COM 755111507 8784652 330872 X 304831 0 26041
RAYTHEON CO COM 755111507 10233910 385458 X 363595 400 21463
RCN CORP COM 749361101 48916 8910 X 8910 0 0
RCN CORP COM 749361101 17294 3150 X 3150 0 0
READ-RITE CORP COM 755246105 776048 145600 X 140000 0 5600
READ-RITE CORP COM 755246105 26650 5000 X 5000 0 0
READERS DIGEST ASSN COM CL A NON VTG 755267101 1050238 36530 X 1330 0 35200
READERS DIGEST ASSN COM CL A NON VTG 755267101 24984 869 X 869 0 0
REALNETWORKS INC COM 75605L104 83578 7113 X 3013 0 4100
REALNETWORKS INC COM 75605L104 48175 4100 X 0 0 4100
80
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
RECOTON CORP COM 756268108 17325 1000 X 1000 0 0
RED HAT INC COM 756577102 104284 26071 X 26071 0 0
RED HAT INC COM 756577102 8800 2200 X 1200 0 1000
REDBACK NETWORKS COM 757209101 15164 1700 X 1700 0 0
REDBACK NETWORKS COM 757209101 4460 500 X 500 0 0
REEBOK INTL 758110100 559328 17479 X 2047 0 15432
REFAC COM 758653109 27 10 X 10 0 0
REGAL BELOIT CORP COM 758750103 403520 19400 X 10500 0 8900
REGENERATION TECHNOLOGIES COM 75886N100 4400 500 X 500 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 1452182 41910 X 41900 0 10
REGENERON PHARMACEUTICALS INC COM 75886F107 3465 100 X 0 0 100
REGIONS FINL CORP COM 758940100 812768 25399 X 20815 0 4584
REGIONS FINL CORP COM 758940100 351488 10984 X 8396 0 2588
REGIS CORP MINNESOTA COM 758932107 631799 30100 X 21550 0 8550
REGISTER.COM INC COM 75914G101 21686 1400 X 0 0 1400
REHABCARE GROUP INC COM 759148109 4820 100 X 100 0 0
REINSURANCE GROUP AMER INC COM 759351109 6253500 165000 X 109700 0 55300
REINSURANCE GROUP AMER INC COM 759351109 95698 2525 X 2525 0 0
RELIANCE STL & ALUM CO COM 759509102 8886687 351948 X 246248 0 105700
RELIANT ENERGY INC COM 75952J108 17178624 533332 X 490416 0 42916
RELIANT ENERGY INC COM 75952J108 4139017 128501 X 122473 0 6028
RELIANT RESOURCES COM 75952B105 562419 22770 X 5000 0 17770
REMEC INC COM 759543101 20423 1647 X 1647 0 0
REMEDY CORP COM 759548100 786480 22600 X 22600 0 0
REMEDYTEMP INC CL A COM 759549108 4846425 340100 X 223800 0 116300
REMINGTON OIL & GAS CORP COM NEW 759594302 9367950 493050 X 493050 0 0
RENAL CARE GROUP INC COM 759930100 1141283 34700 X 34700 0 0
RENAL CARE GROUP INC COM 759930100 57558 1750 X 1750 0 0
RENT A CTR INC NEW COM 76009N100 14624115 278025 X 248900 0 29125
REPLIGEN CORP COM 759916109 1200 500 X 500 0 0
REPUBLIC BANCORP INC COM 760282103 18014108 1295979 X 905984 0 389995
REPUBLIC BANCORP INC COM 760282103 167940 12082 X 12082 0 0
REPUBLIC SERVICES INC COM 760759100 5279108 265950 X 87000 0 178950
RES-CARE INC COM 760943100 17206844 2083153 X 1385803 0 697350
RESEARCH FRONTIERS INC COM 760911107 5400 200 X 200 0 0
RESEARCH IN MOTION COM 760975102 27413 850 X 850 0 0
RESEARCH IN MOTION COM 760975102 16125 500 X 500 0 0
RESMED INC COM 761152107 1157595 22900 X 22900 0 0
RESOURCE AMER INC COM NEW 761195205 9183 701 X 701 0 0
RESOURCE BANCSHARES MTG GRP INC COM 761197102 888447 121705 X 121087 0 618
RESOURCES CONNECTION INC COM 76122Q105 2845837 110133 X 102983 0 7150
RESPIRONICS INC COM 761230101 10557836 354766 X 276184 0 78582
RESPIRONICS INC COM 761230101 89280 3000 X 3000 0 0
81
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
RETEK INC COM 76128Q109 5945 124 X 124 0 0
RETEK INC COM 76128Q109 30298 632 X 532 0 100
REVLON INC CL A COM 761525500 2175 300 X 300 0 0
REX STORES CORP COM 761624105 350637 13030 X 0 0 13030
REYNOLDS & REYNOLDS CO CL A COM 761695105 323763 14750 X 0 0 14750
RF MICRO DEVICES INC COM 749941100 14834 550 X 550 0 0
RF MICRO DEVICES INC COM 749941100 31016 1150 X 1150 0 0
RICHARDSON ELECTRS LTD COM 763165107 19334 1381 X 781 0 600
RICHMOND CNTY FINL CORP COM 764556106 4423646 117901 X 108935 0 8966
RIGGS NATL CORP WASH D C 766570105 9736459 573070 X 557970 0 15100
RIGGS NATL CORP WASH D C 766570105 51446 3028 X 3028 0 0
RIGHTCHOICE MANAGED CARE COM 76657T102 22200 500 X 0 0 500
RITE AID CORP COM 767754104 611613 67957 X 9857 0 58100
RITE AID CORP COM 767754104 908316 100924 X 79924 0 21000
RIVERSTONE NETWORKS INC COM 769320102 9945 500 X 500 0 0
RLI CORP COM 749607107 323424 7200 X 7200 0 0
RMH TELESERVICES INC COM 749938106 2203221 170660 X 169660 0 1000
ROADWAY CORPORATION COM 769742107 9310709 391700 X 290000 0 101700
ROBBINS & MYERS INC COM 770196103 321480 11400 X 8100 0 3300
ROBERT HALF INTL INC COM 770323103 800338 32155 X 31655 0 500
ROBOTIC VISION SYS INC COM 771074101 42900 26000 X 26000 0 0
ROCK-TENN CO CL A COM 772739207 33075 2700 X 0 0 2700
ROCKWELL INTL CORP COM 773903109 1735870 45537 X 25851 0 19686
ROCKWELL INTL CORP COM 773903109 1171313 30727 X 22203 0 8524
ROCKY SHOES & BOOTS INC COM 774830103 1086106 237660 X 167860 0 69800
ROGERS CORP 775133101 1558200 58800 X 25600 0 33200
ROGERS CORP 775133101 142252 5368 X 5368 0 0
ROHM & HAAS CO COM 775371107 1680927 51092 X 31262 0 19830
ROHM & HAAS CO COM 775371107 362426 11016 X 11016 0 0
ROLLINS INC COM 775711104 8960 450 X 450 0 0
ROPER INDUSTRIES INC COM 776696106 1962250 47000 X 19700 0 27300
ROPER INDUSTRIES INC COM 776696106 413325 9900 X 0 0 9900
ROSETTA INPHARMATICS COM 777777103 3100 200 X 200 0 0
ROSLYN BANCORP INC COM 778162107 127187 4836 X 2780 0 2056
ROSS STORES INC COM 778296103 237105 9900 X 0 0 9900
ROSS STORES INC COM 778296103 15328 640 X 320 0 320
ROUSE CO COM 779273101 42975 1500 X 0 0 1500
ROUSE CO COM 779273101 111735 3900 X 3900 0 0
ROWAN COS INC COM 779382100 5578173 252406 X 242438 0 9968
ROWAN COS INC COM 779382100 11050 500 X 0 0 500
ROWECOM INC COM 77957X108 3847 4182 X 4182 0 0
ROXIO INC COM 780008108 22919 1763 X 155 0 1608
ROYAL APPLIANCE MFG CO COM 780076105 63232 10400 X 10400 0 0
82
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5699074 257760 X 162360 0 95400
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 38029 1720 X 1720 0 0
RPM INC COM 749685103 410421 44611 X 44011 0 600
RPM INC COM 749685103 450414 48958 X 48008 0 950
RSA SEC INC COM 749719100 1459293 47150 X 45050 0 2100
RSA SEC INC COM 749719100 61931 2001 X 0 0 2001
RTI INTERNATIONAL METALS COM 74973W107 6477285 424740 X 417740 0 7000
RUBY TUESDAY INC COM 781182100 11346979 663566 X 448166 0 215400
RUBY TUESDAY INC COM 781182100 117101 6848 X 6848 0 0
RURAL / METRO CORP COM 781748108 9675 10750 X 10750 0 0
RURAL CELLULAR CORP COM 781904107 224235 4950 X 100 0 4850
RUSS BERRIE & CO INC COM 782233100 443940 15100 X 14600 0 500
RUSSELL CORP COM 782352108 414556 24400 X 23500 0 900
RUSSELL CORP COM 782352108 16990 1000 X 1000 0 0
RYANS FAMILY STEAK HOUSES INC COM 783519101 11314100 923600 X 613600 0 310000
RYDER SYSTEM COM 783549108 259778 13254 X 2190 0 11064
RYDER SYSTEM COM 783549108 11760 600 X 600 0 0
RYERSON TULL INC COM 78375P107 15851 1175 X 75 0 1100
RYERSON TULL INC COM 78375P107 4047 300 X 300 0 0
RYLAND GROUP INC COM 783764103 4351094 85990 X 85090 0 900
READ RITE CORP COM 755246105 80 15 X 15
READ RITE CORP COM 755246105 32 6 X 6
REDBACK NETWORKS INC COM 757209101 289 35 X 35
RF MICRO DEVICES, INC COM 749941100 102810 3812 X 3812
RHYTHMS NETCONNECTIONS, INC COM 762430205 3672 34968 X 34968
ROXIO INC COM 780008108 3840 300 X 300
RSA SECURITY INC COM 749719100 1609 52 X 52
S & P 500 DEPOSITORY RECEIPT 78462F103 60647400 494677 X 481848 0 12829
S & P 500 DEPOSITORY RECEIPT 78462F103 209646 1710 X 1710 0 0
SABA SOFTWARE INC COM 784932105 3282000 200000 X 199000 0 1000
SABRE HOLDINGS CORP CL A COM 785905100 2004700 40094 X 11413 0 28681
SABRE HOLDINGS CORP CL A COM 785905100 131350 2627 X 2627 0 0
SAFECO CORP COM 786429100 656464 22253 X 7434 0 14819
SAFECO CORP COM 786429100 269925 9150 X 9150 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 179643 34950 X 33450 0 1500
SAFEWAY INC COM NEW 786514208 23669568 493116 X 460185 0 32931
SAFEWAY INC COM NEW 786514208 3051120 63565 X 29790 0 33775
SAGA COMMUNICATIONS INC COM 786598102 81594 3437 X 3437 0 0
SAGE INC COM 786632109 15500 1000 X 1000 0 0
SAGENT TECHNOLOGY INC COM 786693101 117600 78400 X 0 0 78400
SAINT PAUL COS 792860108 4905732 96760 X 38756 0 58004
SAINT PAUL COS 792860108 2659570 52457 X 49932 0 2525
SAKS INC COM 79377W108 2149459 223902 X 190002 0 33900
SALEM COMMUNICATIONS CL A COM 794093104 43760 2000 X 0 0 2000
SALISBURY BANCORP INC COM 795226109 67229 3404 X 624 0 2780
SALISBURY BANCORP INC COM 795226109 37525 1900 X 1900 0 0
SALTON INC COM 795757103 192240 10800 X 8800 0 2000
SANCHEZ COMPUTER ASSOCS INC COM 799702105 13250 1000 X 1000 0 0
SANDISK CORP COM 80004C101 1116158 40020 X 40020 0 0
SANGAMO BIOSCIENCES INC COM 800677106 23424 1600 X 0 0 1600
83
SEC USE ONLY
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SANMINA CORP COM 800907107 9401198 401589 X 380389 0 21200
SANMINA CORP COM 800907107 645484 27573 X 23983 0 3590
SANTA FE ENERGY TR 802013102 66930 3000 X 3000 0 0
SANTA FE INTERNATIONAL CORP COM G7805C108 2146934 71900 X 71900 0 0
SAPIENT CORP COM 803062108 100425 10300 X 10000 0 300
SAPIENT CORP COM 803062108 1755 180 X 180 0 0
SARA LEE CORP COM 803111103 24114503 1273205 X 1132014 0 141191
SARA LEE CORP COM 803111103 19030249 1004765 X 957160 2000 45605
SAUER INC COM 804137107 6077295 643100 X 429200 0 213900
SAUER INC COM 804137107 5481 580 X 580 0 0
SAWTEK INC COM 805468105 4706 200 X 0 0 200
SAWTEK INC COM 805468105 4118 175 X 175 0 0
SBA COMMUNICATIONS CORP COM 78388J106 4950 200 X 200 0 0
SBA COMMUNICATIONS CORP COM 78388J106 126225 5100 X 0 0 5100
SBC COMMUNICATIONS INC COM 78387G103 338368673 8446547 X 7937243 100 509204
SBC COMMUNICATIONS INC COM 78387G103 136494555 3407253 X 3226848 6606 173799
SBS BROADCASTING SA ORD COM L8137F102 341188 13250 X 0 0 13250
SCANA CORP COM 80589M102 551130 19406 X 19406 0 0
SCANA CORP COM 80589M102 937768 33020 X 31694 0 1326
SCANSOFT INC COM 80603P107 25864 21028 X 21028 0 0
SCANSOURCE INC COM 806037107 42678 900 X 0 0 900
SCHAWK INC COM 806373106 5355 525 X 525 0 0
SCHEID VINEYARDS INC CL A COM 806403101 17800 4450 X 0 0 4450
SCHERING PLOUGH CORP COM 806605101 81888303 2259611 X 2037559 0 222052
SCHERING PLOUGH CORP COM 806605101 49087624 1354515 X 1311894 0 42621
SCHLUMBERGER LTD COM 806857108 156253880 2967785 X 2757599 0 210186
SCHLUMBERGER LTD COM 806857108 45089460 856400 X 809413 2525 44462
SCHOLASTIC CORP COM 807066105 279000 6200 X 4600 0 1600
SCHOOL SPECIALTY INC COM 807863105 1669057 64567 X 64301 0 266
SCHULER HOMES INC CLASS A COM 808188106 67700 5000 X 0 0 5000
SCHULMAN A INC COM 808194104 85415 6327 X 6327 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3375745 214333 X 186182 0 28151
SCHWAB CHARLES CORP NEW COM 808513105 702151 44581 X 24646 0 19935
SCHWEITZER-MAUDUIT INTL INC COM 808541106 347156 14710 X 12060 0 2650
SCHWEITZER-MAUDUIT INTL INC COM 808541106 7788 330 X 320 0 10
SCI SYSTEMS INC COM 783890106 339150 13300 X 6200 0 7100
SCI SYSTEMS INC COM 783890106 25500 1000 X 1000 0 0
SCIENCE DYNAMICS CORP COM 808631105 41473 69122 X 69122 0 0
SCIENTIFIC ATLANTA 808655104 819308 20180 X 8644 0 11536
SCIENTIFIC ATLANTA 808655104 163456 4026 X 2026 0 2000
SCIENTIFIC GAMES CORP CL A COM 80874P109 20203 3430 X 0 0 3430
SCIENTIFIC LEARNING CORP COM 808760102 4300 2000 X 2000 0 0
SCIENTIFIC TECH INC COM 808799209 6100 1000 X 1000 0 0
84
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SCIOS NOVA INC COM 808905103 7673143 306803 X 219200 0 87603
SCM MICROSYSTEMS COM 784018103 116480 11200 X 11200 0 0
SCOTTS CO CL A COM 810186106 7264527 175260 X 166360 0 8900
SCOTTS CO CL A COM 810186106 49740 1200 X 0 0 1200
SCP POOL CORP COM 784028102 5653670 164160 X 163360 0 800
SCPIE HLDGS INC COM 78402P104 139380 6900 X 6900 0 0
SCRIPPS CO CLASS A 811054204 2024874 29346 X 621 0 28725
SEA CONTAINERS LTD CL A COM 811371707 9791 523 X 23 0 500
SEA CONTAINERS LTD CL A COM 811371707 3744 200 X 200 0 0
SEACHANGE INTERNATIONAL COM 811699107 12106766 671479 X 669552 0 1927
SEACOAST BKG CORP FL CL A COM 811707108 93066 2656 X 2656 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 5905933 363442 X 239000 0 124442
SEACOAST FINL SVCS CORP COM 81170Q106 102001 6277 X 6277 0 0
SEACOR SMIT INC COM 811904101 948822 20300 X 12500 0 7800
SEACOR SMIT INC COM 811904101 7011 150 X 150 0 0
SEALED AIR CORP NEW COM 81211K100 904803 24290 X 10556 0 13734
SEALED AIR CORP NEW COM 81211K100 242647 6514 X 6354 0 160
SEARS ROEBUCK & CO COM 812387108 6154963 145473 X 56895 0 88578
SEARS ROEBUCK & CO COM 812387108 1968092 46516 X 43611 0 2905
SEATTLE GENETICS INCCOM 812578102 6100 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 143915 5920 X 5920 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 68312 2425 X 2425 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 36198 1285 X 600 0 685
SECURE COMPUTING CORP COM 813705100 9125468 580870 X 577770 0 3100
SECURITY CAPITAL GROUP B COM 81413P204 2266046 105890 X 0 0 105890
SECURITY CAPITAL GROUP B COM 81413P204 21400 1000 X 1000 0 0
SEDONA CORP COM 815677109 20000 25000 X 25000 0 0
SEEBEYOND TECHNOLOGIES CORP COM 815704101 19080 1200 X 0 0 1200
SEEBEYOND TECHNOLOGIES CORP COM 815704101 39750 2500 X 0 0 2500
SEEC INC COM 784110108 5340 2000 X 2000 0 0
SEGUE SOFTWARE INC COM 815807102 155554 57400 X 0 0 57400
SEI INVESTMENT CO COM 784117103 642744 13560 X 13560 0 0
SEI INVESTMENT CO COM 784117103 21804 460 X 460 0 0
SEITEL INC NEW 816074306 280340 21400 X 19300 0 2100
SELECT MEDICAL CORP COM 816196109 212000 10600 X 0 0 10600
SELECTIVE INS GROUP INC 816300107 15475387 580037 X 377200 0 202837
SELECTIVE INS GROUP INC 816300107 1741404 65270 X 65270 0 0
SEMINIS INC COM 816658108 640 500 X 500 0 0
SEMPRA ENERGY COM 816851109 2856511 104481 X 49623 0 54858
SEMPRA ENERGY COM 816851109 890054 32555 X 11635 0 20920
SEMTECH CORP COM 816850101 780750 26025 X 25225 0 800
SEMTECH CORP COM 816850101 131760 4392 X 4392 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4104 200 X 200 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 47196 2300 X 2300 0 0
85
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SENSORMATIC ELECTRONICS COM 817265101 62900 3700 X 1200 0 2500
SENSORMATIC ELECTRONICS COM 817265101 76500 4500 X 0 0 4500
SEPRACOR INC COM 817315104 631825 15875 X 8425 0 7450
SEQUENOM INC COM 817337108 165900 11850 X 0 0 11850
SERACARE INC COM 817473101 17450 2500 X 2500 0 0
SERVICE CORP INTERNATIONAL 817565104 11130 1750 X 1750 0 0
SERVICE CORP INTERNATIONAL 817565104 73337 11531 X 11331 200 0
SERVICEMASTER CO COM 81760N109 559032 46586 X 34099 0 12487
SERVICEMASTER CO COM 81760N109 1844856 153738 X 153738 0 0
SHAW GROUP INC COM 820280105 14369474 358341 X 355441 0 2900
SHAW GROUP INC COM 820280105 878190 21900 X 19900 0 2000
SHELBOURNE PPTYS I INC COM 821373107 3456 120 X 120 0 0
SHELBOURNE PPTYS I INC COM 821373107 1037 36 X 36 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 110960 3800 X 3800 0 0
SHERWIN WILLIAMS CO COM 824348106 29373775 1323143 X 1280206 0 42937
SHERWIN WILLIAMS CO COM 824348106 3350291 150914 X 147664 0 3250
SHOP AT HOME INC COM 825066301 60 20 X 20 0 0
SHOPKO STORES INC COM 824911101 153608 21100 X 15000 0 6100
SHUFFLE MASTER INC COM 825549108 2081814 99134 X 98535 0 599
SICOR INC COM 825846108 689073 29830 X 15915 0 13915
SIEBEL SYSTEMS INC COM 826170102 83832859 1787481 X 1726197 0 61284
SIEBEL SYSTEMS INC COM 826170102 7373055 157208 X 142398 150 14660
SIERRA HEALTH SVCS INC COM 826322109 140700 20100 X 19350 0 750
SIERRA PACIFIC RESOURCES COM NEW 826428104 161595 10106 X 5806 0 4300
SIERRA PACIFIC RESOURCES COM NEW 826428104 315451 19728 X 4728 0 15000
SIGMA ALDRICH CORP COM 826552101 3077473 79686 X 63573 0 16113
SIGMA ALDRICH CORP COM 826552101 2531000 65536 X 62686 0 2850
SILGAN HOLDINGS INC COM 827048109 1485910 84619 X 84619 0 0
SILICON GRAPHICS INC COM 827056102 1807 1300 X 1300 0 0
SILICON GRAPHICS INC COM 827056102 183 132 X 132 0 0
SILICON LABORATORIES INC COM 826919102 2210 100 X 0 0 100
SILICON STORAGE TECHNOLOGY COM 827057100 5328380 526000 X 357400 0 168600
SILICON STORAGE TECHNOLOGY COM 827057100 16309 1610 X 1610 0 0
SILICON VY BANCSHARES COM 827064106 8258800 375400 X 256300 0 119100
SIMON WORLDWIDE INC COM 828815100 32568 11800 X 11800 0 0
SIMPLAYER.COM LTD COM M8411K107 10 1000 X 1000 0 0
SIMPSON MFG INC COM 829073105 532400 8800 X 8800 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 3590580 348600 X 199200 0 149400
SIRIUS SATELLITE RADIO INC COM 82966U103 14019 1150 X 900 0 250
SITEL CORP COM 82980K107 4800 3000 X 0 0 3000
SIX FLAGS INC COM 83001P109 660656 31400 X 0 0 31400
SKECHERS U S A INC COM CL A 830566105 17538 600 X 0 0 600
SKECHERS U S A INC COM CL A 830566105 8769 300 X 300 0 0
86
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SKYLINE CORP COM 830830105 244800 9000 X 6200 0 2800
SKYWEST INC COM 830879102 1156400 41300 X 41300 0 0
SKYWEST INC COM 830879102 13580 485 X 485 0 0
SLADES FERRY BANCORP COM 830896106 88011 8001 X 8001 0 0
SLI INC COM 78442T108 233310 28280 X 28280 0 0
SLI INC COM 78442T108 8250 1000 X 1000 0 0
SMARTDISK CORP COM 83169Q105 51994 12559 X 12559 0 0
SMARTSERV ONLINE INC COM 83169M203 37000 4000 X 4000 0 0
SMARTSERV ONLINE INC COM 83169M203 925 100 X 100 0 0
SMITH A O CORP COM 831865209 309670 17300 X 15800 0 1500
SMITH INTERNATIONAL INC 832110100 35617073 590273 X 579433 0 10840
SMITH INTERNATIONAL INC 832110100 3322381 55061 X 53136 75 1850
SMITHFIELD FOODS INC 832248108 1652300 41000 X 36100 0 4900
SMITHFIELD FOODS INC 832248108 40703 1010 X 1010 0 0
SMUCKER (J.M.) CO COM 832696306 31200 1200 X 1200 0 0
SMUCKER (J.M.) CO COM 832696306 291200 11200 X 0 0 11200
SMURFIT-STONE CONTAINER CORP COM 832727101 587655 36275 X 625 0 35650
SMURFIT-STONE CONTAINER CORP COM 832727101 53460 3300 X 3050 0 250
SNAP ON INC COM 833034101 548094 22686 X 3457 0 19229
SOCKET COMMUNICATIONS INC COM 833672108 5100 2000 X 2000 0 0
SODEXHO MARRIOTT SVCS INC COM 833793102 801 25 X 25 0 0
SODEXHO MARRIOTT SVCS INC COM 833793102 58821 1837 X 1837 0 0
SOFTNET SYS INC COM 833964109 980 500 X 0 0 500
SOLA INTL INC COM 834092108 261035 18500 X 17400 0 1100
SOLECTRON CORP COM 834182107 30475850 1665347 X 1532357 0 132990
SOLECTRON CORP COM 834182107 1250183 68316 X 19586 0 48730
SOLUTIA INC COM 834376105 22737993 1783372 X 1763544 0 19828
SOLUTIA INC COM 834376105 626765 49158 X 45158 0 4000
SOMANETICS CORP COM 834445405 17200 5000 X 5000 0 0
SONIC CORP 835451105 617149 19450 X 19450 0 0
SONIC FDRY INC COM 83545R108 322 200 X 200 0 0
SONIC SOLUTIONS COM 835460106 1320 1000 X 1000 0 0
SONICBLUE INC COM 83546Q109 1105170 334900 X 163600 0 171300
SONICWALL INC COM 835470105 184033 7300 X 0 0 7300
SONOCO PRODUCTS CO SO CAROLINA 835495102 14595429 586633 X 514329 0 72304
SONOCO PRODUCTS CO SO CAROLINA 835495102 6688963 268849 X 263369 0 5480
SONOSIGHT INC COM 83568G104 21747 1121 X 1121 0 0
SONUS NETWORKS INC COM 835916107 39712 1700 X 1300 0 400
SONUS NETWORKS INC COM 835916107 14016 600 X 600 0 0
SOS STAFFING SVCS INC COM 78462X104 1410687 1076860 X 733060 0 343800
SOS STAFFING SVCS INC COM 78462X104 5240 4000 X 4000 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 156461 9700 X 100 0 9600
SOUND ADVICE INC COM 836066100 56109 1955 X 0 0 1955
87
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SOURCE INFORMATION MGMT CO COM 836151209 1286483 232637 X 231237 0 1400
SOUTH FINANCIAL GRP INC COM 837841105 600384 31800 X 31800 0 0
SOUTH FINANCIAL GRP INC COM 837841105 3776 200 X 200 0 0
SOUTH JERSEY IND INC COM 838518108 5812403 186594 X 112694 0 73900
SOUTH JERSEY IND INC COM 838518108 152168 4885 X 4885 0 0
SOUTHERN COMPANY COM 842587107 8526891 366748 X 282575 0 84173
SOUTHERN COMPANY COM 842587107 3232076 139014 X 129013 646 9355
SOUTHERN UN CO NEW COM 844030106 929036 45541 X 40731 0 4810
SOUTHERN UN CO NEW COM 844030106 317669 15572 X 15572 0 0
SOUTHSIDE BANCSHARES CORP COM 844700104 256500 17100 X 17100 0 0
SOUTHTRUST CORP COM 844730101 8348860 321110 X 277636 0 43474
SOUTHTRUST CORP COM 844730101 226096 8696 X 7196 0 1500
SOUTHWEST AIRLINES COM 844741108 13044307 705479 X 683791 0 21688
SOUTHWEST AIRLINES COM 844741108 1567749 84789 X 73024 100 11665
SOUTHWEST BANCORP OF TEXAS COM 84476R109 9774899 323565 X 310350 0 13215
SOUTHWEST GAS CORP COM 844895102 15922432 672400 X 444400 0 228000
SOUTHWEST GAS CORP COM 844895102 29600 1250 X 1250 0 0
SOUTHWEST SECS GROUP INC COM 845224104 241362 11660 X 11660 0 0
SOUTHWESTERN ENERGY COM 845467109 269500 22000 X 18400 0 3600
SOUTHWESTERN ENERGY COM 845467109 73500 6000 X 6000 0 0
SOVEREIGN BANCORP INC COM 845905108 1386073 106621 X 70721 0 35900
SOVEREIGN BANCORP INC COM 845905108 183872 14144 X 12144 0 2000
SPACELABS MED INC COM 846247104 88670 7268 X 7268 0 0
SPECIALTY LABORATORIES INC COM 84749R100 8516 225 X 225 0 0
SPECTRALINK CORP COM 847580107 3093518 237780 X 236280 0 1500
SPECTRALINK CORP COM 847580107 10213 785 X 785 0 0
SPEECHWORKS INTL COM 84764M101 1488376 94801 X 92551 0 2250
SPEECHWORKS INTL COM 84764M101 1570 100 X 100 0 0
SPEEDFAM-IPEC INC COM 847705100 70180 22000 X 22000 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2521 100 X 100 0 0
SPHERION CORP COM 848420105 11093480 1239495 X 845895 0 393600
SPHERION CORP COM 848420105 8950 1000 X 1000 0 0
SPINNAKER EXPL CO COM 84855W109 6991404 175399 X 174599 0 800
SPINNAKER EXPL CO COM 84855W109 159440 4000 X 3000 0 1000
SPRINGS INDS INC COM 851783100 626220 14200 X 14200 0 0
SPRINT CORP COM 852061100 23832719 1115764 X 824768 0 290996
SPRINT CORP COM 852061100 5917404 277032 X 271164 396 5472
SPRINT CORP PCS GROUP COM 852061506 4929643 204126 X 143481 0 60645
SPRINT CORP PCS GROUP COM 852061506 2057266 85187 X 83773 198 1216
SPS TECHNOLOGIES INC COM 784626103 445560 9400 X 9400 0 0
SPSS INC COM 78462K102 2424100 153327 X 152223 0 1104
SPX CORP COM 784635104 1485887 11870 X 3296 0 8574
SPX CORP COM 784635104 139576 1115 X 972 143 0
88
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ST JOE CO COM 790148100 4852301 180450 X 180450 0 0
ST JOE CO COM 790148100 56469 2100 X 2100 0 0
ST JUDE MEDICAL INC COM 790849103 13229160 220486 X 199545 0 20941
ST JUDE MEDICAL INC COM 790849103 583980 9733 X 9733 0 0
ST MARY LD & EXPL CO COM 792228108 2104269 90080 X 89680 0 400
STAAR SURGICAL CO COM NEW PAR $0.01 852312305 4830 1000 X 1000 0 0
STAFF LEASING INC COM 852381102 215867 56658 X 0 0 56658
STAMPS.COM INC COM 852857101 3000 800 X 800 0 0
STANCORP FINANCIAL GROUP COM 852891100 14217 300 X 0 0 300
STANDARD COMMERCIAL CORP COM 853258101 34973 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 6250 1000 X 0 0 1000
STANDARD MICROSYSTEMS CORP COM 853626109 231716 12945 X 12945 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 122360 9200 X 9200 0 0
STANDARD PAC CORP NEW COM 85375C101 759320 32800 X 22500 0 10300
STANDARD REGISTER CO COM 853887107 373700 20200 X 20200 0 0
STANDEX INTL CORP COM 854231107 221840 9400 X 7700 0 1700
STANDEX INTL CORP COM 854231107 32096 1360 X 1360 0 0
STANLEY FURNITURE INC COM 854305208 3273730 121700 X 121076 0 624
STANLEY WKS COM 854616109 6720484 160470 X 152532 0 7938
STANLEY WKS COM 854616109 13873211 331261 X 258302 800 72159
STAPLES INC COM 855030102 53988812 3376411 X 3249733 0 126678
STAPLES INC COM 855030102 6641415 415348 X 305788 0 109560
STARBASE CORP COM 854910205 365 100 X 100 0 0
STARBUCKS CORP COM 855244109 1514550 65850 X 62800 0 3050
STARBUCKS CORP COM 855244109 105800 4600 X 4600 0 0
STARMEDIA NETWORK INC COM 855546107 2046 1100 X 1100 0 0
STARRETT LS CO CL A COM 855668109 984984 48048 X 46648 0 1400
STARRETT LS CO CL A COM 855668109 136940 6680 X 6680 0 0
STARTECH ENVIRONMENTAL COM 855906103 4860 1000 X 1000 0 0
STARTEK INC COM 85569C107 287020 12700 X 10300 0 2400
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 4858591 130327 X 21308 0 109019
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 721592 19356 X 16792 0 2564
STATE BANCORP INC NY COM 855716106 119267 6528 X 0 0 6528
STATE FINL SVCS CORP CL A COM 856855101 1339 105 X 0 0 105
STATE STREET CORP COM 857477103 15373970 310648 X 252956 0 57692
STATE STREET CORP COM 857477103 17704256 357734 X 351974 160 5600
STATEN IS BANCORP INC COM 857550107 764622 27455 X 27000 0 455
STATEN IS BANCORP INC COM 857550107 153259 5503 X 5503 0 0
STATION CASINOS INC COM 857689103 10912 682 X 682 0 0
STEAK N SHAKE CO COM 857873103 194250 21000 X 21000 0 0
STEEL DYNAMICS INC COM 858119100 418750 33500 X 33500 0 0
STEEL TECHNOLOGIES INC COM 858147101 54188 7600 X 7600 0 0
STEELCASE INC COM 858155203 59750 5000 X 5000 0 0
89
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
STEIN MART INC COM 858375108 322608 31200 X 31200 0 0
STEINWAY MUSICAL INSTRS INC COM 858495104 8825 500 X 500 0 0
STEMCELLS INC COM 85857R105 2360 500 X 500 0 0
STEMCELLS INC COM 85857R105 9440 2000 X 2000 0 0
STERICYCLE INC COM 858912108 267850 5705 X 0 0 5705
STERICYCLE INC COM 858912108 4695 100 X 100 0 0
STERIS CORP COM 859152100 195889 9770 X 3770 0 6000
STERLING BANCORP COM 859158107 76500 2500 X 0 0 2500
STERLING BANCSHARES INC / TX COM 858907108 4313390 224890 X 221690 0 3200
STEWART & STEVENSON SVCS INC COM 860342104 422400 12800 X 0 0 12800
STEWART & STEVENSON SVCS INC COM 860342104 344487 10439 X 10439 0 0
STILLWATER MINING CO COM 86074Q102 921375 31500 X 28400 0 3100
STILWILL FINANCIAL INC COM 860831106 2189253 65234 X 38283 0 26951
STILWILL FINANCIAL INC COM 860831106 1737737 51780 X 46920 0 4860
STONE ENERGY CORP COM 861642106 6718095 151650 X 150250 0 1400
STONE ENERGY CORP COM 861642106 88024 1987 X 0 0 1987
STORAGE TECHNOLOGY CORP COM 862111200 572416 41600 X 300 0 41300
STORAGE TECHNOLOGY CORP COM 862111200 123840 9000 X 0 0 9000
STORAGE USA INC COM 861907103 172800 4800 X 0 0 4800
STORAGENETWORKS INC COM 86211E103 197084 11600 X 2300 0 9300
STORAGENETWORKS INC COM 86211E103 85800 5050 X 600 0 4450
STRATOS LIGHTWAVE INC COM 863100103 2077283 159791 X 159128 0 663
STRATOS LIGHTWAVE INC COM 863100103 140673 10821 X 0 0 10821
STRATTEC SEC CORP COM 863111100 6944 200 X 200 0 0
STRATUS PROPERTIES INC COM 863167201 330 30 X 30 0 0
STRATUS PROPERTIES INC COM 863167201 781 71 X 71 0 0
STRAYER EDUCATION INC COM 863236105 48750 1000 X 0 0 1000
STRAYER EDUCATION INC COM 863236105 11700 240 X 240 0 0
STREET COM INC COM (THE) 88368Q103 150 100 X 100 0 0
STRIDE-RITE CORP 863314100 317900 37400 X 37400 0 0
STRIDE-RITE CORP 863314100 765340 90040 X 90040 0 0
STRYKER CORP 863667101 10330120 188334 X 183609 0 4725
STRYKER CORP 863667101 7604349 138639 X 117182 0 21457
STURM RUGER & CO INC 864159108 197960 20200 X 20200 0 0
STURM RUGER & CO INC 864159108 15680 1600 X 1000 0 600
SUCCESS BANCSHARES INC COM 864578109 20085 1091 X 1091 0 0
SUFFOLK BANCORP COM 864739107 71712 1600 X 0 0 1600
SUIZA FOODS CORP COM 865077101 661095 12450 X 6750 0 5700
SUIZA FOODS CORP COM 865077101 71154 1340 X 1340 0 0
SUMMIT PPTYS INC COM 866239106 155614 5800 X 4100 0 1700
SUN HYDRAULICS COM 866942105 39250 5000 X 5000 0 0
SUN HYDRAULICS COM 866942105 3925 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 41100239 2614519 X 2094168 0 520351
SUN MICROSYSTEMS INC COM 866810104 13144561 836168 X 615748 2075 218345
90
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SUNGARD DATA SYS INC COM 867363103 4150683 138310 X 8110 0 130200
SUNGARD DATA SYS INC COM 867363103 1728576 57600 X 22710 0 34890
SUNOCO INC COM 86764P109 1131611 30893 X 11673 0 19220
SUNOCO INC COM 86764P109 203663 5560 X 5560 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 2762813 105250 X 100050 0 5200
SUNRISE ASSISTED LIVING INC COM 86768K106 42000 1600 X 1000 0 600
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 7380 6000 X 0 0 6000
SUNTRUST BANKS INC COM 867914103 30212744 466390 X 416561 0 49829
SUNTRUST BANKS INC COM 867914103 9232640 142523 X 139479 0 3044
SUPERIOR ENERGY SVCS INC COM 868157108 297040 37600 X 0 0 37600
SUPERIOR FINANCIAL CORP COM 868161100 7126670 478300 X 318900 0 159400
SUPERIOR INDS INTL INC COM 868168105 187670 4900 X 0 0 4900
SUPERIOR INDS INTL INC COM 868168105 15320 400 X 400 0 0
SUPERTEX INC COM 868532102 565172 45800 X 36100 0 9700
SUPERVALU INC 868536103 1263319 71984 X 16056 0 55928
SUPERVALU INC 868536103 304493 17350 X 15900 0 1450
SURMODICS INC COM 868873100 5650680 96100 X 95800 0 300
SUSQUEHANNA BANCSHARES INC PA COM 869099101 588115 28900 X 28900 0 0
SWIFT ENERGY CO COM 870738101 7778451 258163 X 256963 0 1200
SWIFT TRANSN INC COM 870756103 3113572 161660 X 160801 0 859
SYBASE INC COM 871130100 7780686 472990 X 331490 0 141500
SYBASE INC COM 871130100 98239 5972 X 1489 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 528642 25800 X 25800 0 0
SYBRON DENTAL SPECIALTIES COM 871142105 46369 2263 X 1031 0 1232
SYCAMORE NETWORKS COM 871206108 236486 25374 X 25374 0 0
SYCAMORE NETWORKS COM 871206108 33552 3600 X 3600 0 0
SYKES ENTERPRISES INC COM 871237103 77000 7000 X 7000 0 0
SYLVAN LEARNING SYS INC COM 871399101 4958294 204045 X 199845 0 4200
SYLVAN LEARNING SYS INC COM 871399101 75938 3125 X 1125 0 2000
SYMANTEC CORP COM 871503108 656442 15025 X 15025 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 779620 35118 X 32550 0 2568
SYMBOL TECHNOLOGIES INC COM 871508107 401554 18088 X 17998 90 0
SYMMETRICOM INC COM 871543104 271572 18550 X 17250 0 1300
SYMS CORP 871551107 567 100 X 100 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 183031 6962 X 6962 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 733176 27888 X 27888 0 0
SYNAVANT INC COM 87157A105 14839 2087 X 2074 0 13
SYNAVANT INC COM 87157A105 36887 5188 X 4740 20 428
SYNCOR INTL CORP COM 87157J106 585900 18900 X 17800 0 1100
SYNERGY BRANDS INC COM 87159E303 1860 1000 X 1000 0 0
SYNOPSYS INC 871607107 126540 2615 X 300 0 2315
SYNOPSYS INC 871607107 66681 1378 X 1378 0 0
SYNOVUS FINL CORP 87161C105 879770 28036 X 26428 0 1608
SYNOVUS FINL CORP 87161C105 706050 22500 X 22500 0 0
91
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SYNTROLEUM CORP COM 871630109 3636 400 X 400 0 0
SYSCO CORP COM 871829107 86885403 3200199 X 2937784 0 262415
SYSCO CORP COM 871829107 34156709 1258074 X 1163540 2600 91934
SYSTEMAX INC COM 871851101 10 4 X 4 0 0
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 502275 55500 X 24700 0 30800
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 5430 600 X 0 0 600
Safeguard Scientifics COM 786449108 385,500 75000 X 75000
Santa Barbara Restaurant Group COM 801378100 9,857 4420 X 4420
SBC COMMUNICATIONS, INC. COM 78387G103 2,099,144 52400 X 52400
SCHLUMBERGER LTD COM 806857108 5,248,205 99681 X 99681
SIEBEL SYSTEMS INC COM 826170102 1,772,961 37803 X 37803
Smartdisk Corp COM 83169Q105 23,610 5703 X 5703
SMARTFORCE PLC ADR COM 83170A206 15,655 445 X 445
SONUS NETWORKS INC. COM 835916107 1,370 60 X 60
SPRINT CORP. (PCS GROUP) COM 852061506 763,140 31600 X 31600
ST PAUL COMPANIES INC COM 792860108 674,177 13300 X 13300
STAMPS.COM, INC COM 852857101 522 141 X 141
Storage Networks COM 86211E103 101,940 6000 X 6000
STUDENT ADVANTAGE INC COM 86386Q105 6,274 3585 X 3585
Sun Micro Systems COM 8668104 505,822 32177 X 32177
SWITCHBOARD, INC. COM 871045100 2,478 403 X 403
SYMANTEC CORPORATION COM 871503108 4,294,727 98300 X 98300
SYNOPSYS INC COM 871607107 50,600 1100 X 1100
SYNPLICITY COM 87160Y108 580,317 59642 X 59642
T ROWE PRICE GROUP INC COM 74144T108 529704 14167 X 13850 0 317
T ROWE PRICE GROUP INC COM 74144T108 112170 3000 X 2000 0 1000
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 194775 10500 X 0 0 10500
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 3710 200 X 200 0 0
TALBOTS INC COM 874161102 6359063 145350 X 140150 0 5200
TALK AMER HLDGS INC COM 87426R103 470 500 X 500 0 0
TANNING TECHNOLOGY CORP COM 87588P101 2445855 504300 X 501700 0 2600
TARGET CORP COM 87612E106 181588170 5248213 X 4989317 0 258896
TARGET CORP COM 87612E106 46988149 1358039 X 1299830 1250 56959
TASTY BAKING CO COM 876553306 33019 1875 X 1875 0 0
TB WOODS CORP COM 872226105 3448900 379000 X 253100 0 125900
TBC CORP COM 872180104 149448 15600 X 15600 0 0
TCF FINL CORP COM 872275102 37048 800 X 0 0 800
TCF FINL CORP COM 872275102 55572 1200 X 1200 0 0
TD WATERHOUSE GROUP COM 872362108 5465 500 X 500 0 0
TECH DATA CORP COM 878237106 630004 18885 X 0 0 18885
TECH DATA CORP COM 878237106 82166 2463 X 2375 0 88
TECHNE CORP COM 878377100 1337863 41165 X 30500 0 10665
TECHNE CORP COM 878377100 19500 600 X 600 0 0
TECHNISOURCE INC COM 878553106 1570 1000 X 1000 0 0
TECHNITROL INC COM 878555101 652600 25100 X 24500 0 600
TECHNITROL INC COM 878555101 323440 12440 X 12440 0 0
TECO ENERGY INC COM 872375100 8192788 268616 X 265029 0 3587
TECO ENERGY INC COM 872375100 10350724 339368 X 330553 4240 4575
TECUMSEH PRODS CO CL A COM 878895200 3237300 65400 X 65000 0 400
TEJON RANCH CO COM 879080109 136250 5000 X 5000 0 0
TEKELEC COM 879101103 322490 11900 X 0 0 11900
TEKTRONIX INC COM 879131100 1307273 48150 X 10154 0 37996
TEKTRONIX INC COM 879131100 87532 3224 X 2624 0 600
TELAXIS COMM CORP COM 879202109 8211 13034 X 13034 0 0
TELECORP PCS INC NEW CL A COM 879300101 44551 2300 X 0 0 2300
TELEDYNE TECHNOLOGIES INC COM 879360105 359632 23660 X 23660 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 194469 12794 X 12476 0 318
TELEFLEX INC COM 879369106 339504 7716 X 6416 0 1300
TELEFLEX INC COM 879369106 56980 1295 X 1295 0 0
TELEMATE.NET SOFTWARE INC COM 87943L100 276336 191900 X 126900 0 65000
TELEPHONE & DATA SYS INC COM 879433100 1169063 10750 X 750 0 10000
TELEPHONE & DATA SYS INC COM 879433100 48938 450 X 450 0 0
92
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
TELIK INC COM 87959M109 132138 13415 X 0 0 13415
TELLABS INC COM 879664100 13310940 686839 X 660921 0 25918
TELLABS INC COM 879664100 1680052 86690 X 46690 0 40000
TELLIUM INC COM 87967E107 83538 4590 X 500 0 4090
TELLIUM INC COM 87967E107 9100 500 X 500 0 0
TEMPLE-INLAND INC COM 879868107 1081574 20296 X 6166 0 14130
TEMPLE-INLAND INC COM 879868107 582886 10938 X 10720 0 218
TENET HEALTHCARE CORP COM 88033G100 55599722 1077514 X 966764 0 110750
TENET HEALTHCARE CORP COM 88033G100 54386 1054 X 974 0 80
TENNANT CO COM 880345103 38000 950 X 0 0 950
TENNANT CO COM 880345103 80000 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 86370 26494 X 26494 0 0
TENNECO AUTOMOTIVE INC COM 880349105 4789 1469 X 1469 0 0
TERADYNE COM 880770102 866250 24750 X 15750 0 9000
TERADYNE COM 880770102 400750 11450 X 1450 0 10000
TERAFORCE TECHNOLOGY CORP COM 88077T109 4 10 X 10 0 0
TERAYON COMMUNICATION SYS COM 880775101 205510 33580 X 33580 0 0
TERAYON COMMUNICATION SYS COM 880775101 1224 200 X 0 0 200
TEREX CORP NEW 880779103 13240100 624533 X 429460 0 195073
TESORO PETROLEUM CORP 881609101 100800 8000 X 0 0 8000
TETRA TECH INC COM NEW 88162G103 889358 32697 X 31652 0 1045
TETRA TECH INC COM NEW 88162G103 122454 4502 X 0 0 4502
TETRA TECHNOLOGIES INC DEL COM 88162F105 244500 10000 X 10000 0 0
TEXACO INC COM 881694103 65269739 979144 X 909783 0 69361
TEXACO INC COM 881694103 22617605 339298 X 309201 400 29697
TEXAS BIOTECHNOLOGY CORP COM 88221T104 3352 400 X 400 0 0
TEXAS BIOTECHNOLOGY CORP COM 88221T104 838 100 X 100 0 0
TEXAS INDUSTRIES INC 882491103 839941 24424 X 15624 0 8800
TEXAS INDUSTRIES INC 882491103 124148 3610 X 3610 0 0
TEXAS INSTRUMENTS COM 882508104 183670821 5757706 X 5360121 0 397585
TEXAS INSTRUMENTS COM 882508104 41158465 1290234 X 1163212 1050 125972
TEXAS REGIONAL BANCSHARES INC CL A 882673106 9956384 247118 X 165158 0 81960
TEXTRON INC COM 883203101 45925651 834405 X 759105 0 75300
TEXTRON INC COM 883203101 8317810 151123 X 143871 375 6877
TF FINL CORP COM 872391107 19750 1000 X 0 0 1000
THE MANAGEMENT NETWORK GROUP INC COM 561693102 1728191 283310 X 281910 0 1400
THERAGENICS CORP COM 883375107 242389 21700 X 21700 0 0
THERMA-WAVE INC COM 88343A108 3968276 208090 X 200190 0 7900
THERMO ELECTRON CORPORATION COM 883556102 8743680 397079 X 320438 0 76641
THERMO ELECTRON CORPORATION COM 883556102 2680627 121736 X 109149 700 11887
THERMO FIBERTEK INC COM 88355W105 17400 6000 X 6000 0 0
THERMO FIBERTEK INC COM 88355W105 8700 3000 X 0 0 3000
THOMAS & BETTS CORP COM 884315102 1816361 82300 X 70818 0 11482
THOMAS & BETTS CORP COM 884315102 2646325 119906 X 119198 0 708
93
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
THOMAS INDS INC COM 884425109 452825 15350 X 15350 0 0
THOMAS NELSON INC 640376109 74518 10600 X 10600 0 0
THOR INDS INC COM 885160101 295147 8952 X 8952 0 0
THORATEC CORPORATION COM 885175307 11128186 715639 X 713365 0 2274
THORNBURG MORTGAGE INC COM 885218107 15510 1000 X 1000 0 0
THQ INC COM 872443403 906376 15200 X 14900 0 300
THREE RIVERS BANCORP INC COM 88562Q107 4793 426 X 426 0 0
THREE-FIVE SYSTEMS INC 88554L108 294872 16400 X 16400 0 0
TIBCO SOFTWARE INC COM 88632Q103 12770 1000 X 1000 0 0
TICKETMASTER CL B 88633P203 72520 4900 X 4900 0 0
TICKETS COM INC COM 88633M101 1900 5000 X 5000 0 0
TIDEWATER INC COM 886423102 339300 9000 X 5000 0 4000
TIDEWATER INC COM 886423102 128180 3400 X 3400 0 0
TIFFANY & CO NEW 886547108 1713206 47300 X 30900 0 16400
TIFFANY & CO NEW 886547108 43464 1200 X 1200 0 0
TIMBERLAND CO CL A COM 887100105 1153692 29200 X 26400 0 2800
TIMBERLINE SOFTWARE CORP COM 887134104 25740 4998 X 4998 0 0
TIME WARNER TELECOM CL A COM 887319101 61342 1830 X 230 0 1600
TIMKEN CO COM 887389104 274631 16212 X 5104 0 11108
TIMKEN CO COM 887389104 67218 3968 X 3968 0 0
TIOGA TECHNOLOGIES LTD COM M8789G100 75 100 X 100 0 0
TITAN CORP COM 888266103 6930456 302640 X 301040 0 1600
TITAN CORP COM 888266103 15458 675 X 675 0 0
TITAN INTL INC COM 88830M102 62424 15300 X 15300 0 0
TITAN PHARMACEUTICALS INC COM 888314101 303101 10100 X 0 0 10100
TITAN PHARMACEUTICALS INC COM 888314101 10654 355 X 355 0 0
TITANIUM METALS CORP COM 888339108 6994400 699440 X 697340 0 2100
TIVO INC COM 888706108 550 100 X 100 0 0
TJX COS INC NEW COM 872540109 59215352 1858028 X 1662594 0 195434
TJX COS INC NEW COM 872540109 2820368 88496 X 77146 0 11350
TMP WORLDWIDE INC COM 872941109 579120 9652 X 8850 0 802
TOLL BROS INC COM 889478103 1481987 37700 X 28400 0 9300
TOLL BROS INC COM 889478103 393100 10000 X 0 0 10000
TOLLGRADE COMMUNICATIONS INC COM 889542106 4021008 141088 X 140359 0 729
TOM BROWN INC COM 115660201 3690480 153770 X 153070 0 700
TOMPKINS TRUSTCO INC COM 890110109 681020 17241 X 9321 0 7920
TOMPKINS TRUSTCO INC COM 890110109 85241 2158 X 2158 0 0
TOO INC COM 890333107 3891 142 X 142 0 0
TOO INC COM 890333107 175744 6414 X 114 0 6300
TOOTSIE ROLL INDUSTRIES COM 890516107 79778 2070 X 2070 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 281072 7293 X 7293 0 0
TOPPS INC COM 890786106 6192193 529700 X 329100 0 200600
TORCH OFFSHORE INC COM 891019101 1039775 104500 X 103900 0 600
TORCH OFFSHORE INC COM 891019101 4975 500 X 500 0 0
94
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
TORCHMARK CORP COM 891027104 14106030 350809 X 310584 0 40225
TORCHMARK CORP COM 891027104 2853261 70959 X 70059 0 900
TOREADOR RES CORP COM 891050106 2224 400 X 400 0 0
TORO CO COM 891092108 8056838 179240 X 124940 0 54300
TOSCO CORP COM NEW 891490302 7288337 165456 X 146758 0 18698
TOSCO CORP COM NEW 891490302 18721 425 X 425 0 0
TOTAL SYS SVCS INC COM 891906109 8520 300 X 300 0 0
TOWER AUTOMOTIVE INC COM 891707101 7336643 715770 X 706370 0 9400
TOYS-R-US INC 892335100 3808530 153880 X 143332 0 10548
TOYS-R-US INC 892335100 8291 335 X 335 0 0
TRACK DATA CORP COM 891918104 12410 8500 X 8500 0 0
TRANSACTION SYS ARCHITECTS INC COM A 893416107 359600 23200 X 0 0 23200
TRANSATLANTIC HLDG INC COM 893521104 3937226 32138 X 32063 0 75
TRANSATLANTIC HLDG INC COM 893521104 2653322 21658 X 19558 0 2100
TRANSMATION INC COM 893757104 390 200 X 0 0 200
TRANSMETA CORP COM 89376R109 45198 8100 X 8100 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 47892364 1161027 X 1074682 0 86345
TRANSOCEAN SEDCO FOREX INC COM G90078109 4684144 113555 X 106363 232 6960
TRANSPRO INC COM 893885103 15200 4000 X 0 0 4000
TRANSTECHNOLOGY CORP 893889105 2197641 252023 X 196723 0 55300
TRANSWITCH CORP COM 894065101 321750 29250 X 12650 0 16600
TRANSWITCH CORP COM 894065101 30030 2730 X 2630 0 100
TRAVELOCITY.COM INC COM 893953109 36226 1180 X 0 0 1180
TRAVIS BOATS & MOTORS INC COM 894363100 570605 211335 X 210371 0 964
TRC COS INC COM 872625108 5169076 128680 X 128080 0 600
TRC COS INC COM 872625108 80340 2000 X 2000 0 0
TREDEGAR CORPORATION 894650100 536200 28000 X 28000 0 0
TREMONT CORP COM 894745207 710 20 X 20 0 0
TREMONT CORP COM 894745207 24850 700 X 700 0 0
TRENWICK GROUP LTD COM G9032C109 4095804 178700 X 177900 0 800
TRENWICK GROUP LTD COM G9032C109 187944 8200 X 2500 0 5700
TRIAD GTY INC COM 895925105 32000 800 X 0 0 800
TRIAD HOSPS INC COM 89579K109 8943791 303488 X 301328 0 2160
TRIAD HOSPS INC COM 89579K109 145376 4933 X 933 0 4000
TRIARC COS INC CL A COM 895927101 434894 16599 X 13499 0 3100
TRIBUNE CO NEW COM 896047107 28971201 724099 X 708840 0 15259
TRIBUNE CO NEW COM 896047107 26394357 659694 X 623751 0 35943
TRICO MARINE SVCS INC COM 896106101 1517583 142630 X 132330 0 10300
TRICON GLOBAL RESTAURANTS INC COM 895953107 3257117 74194 X 47131 0 27063
TRICON GLOBAL RESTAURANTS INC COM 895953107 1620261 36908 X 33078 40 3790
TRIGON HEALTHCARE INC COM 89618L100 6640640 102400 X 84000 0 18400
TRIGON HEALTHCARE INC COM 89618L100 5966 92 X 0 0 92
TRIMBLE NAV LTD 896239100 453143 23250 X 18300 0 4950
TRIMBLE NAV LTD 896239100 19490 1000 X 1000 0 0
95
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
TRIMERIS INC COM 896263100 12518 250 X 250 0 0
TRINITY INDUSTRIES INC COM 896522109 36900 1800 X 0 0 1800
TRIPATH IMAGING INC COM 896942109 391693 39525 X 0 0 39525
TRIPATH TECHNOLOGY COM 89672P104 12376 1400 X 0 0 1400
TRIQUINT SEMICONDUCTOR INC COM 89674K103 472500 21000 X 1400 0 19600
TRIQUINT SEMICONDUCTOR INC COM 89674K103 2250 100 X 100 0 0
TRITON ENERGY LTD COM G90751101 7681513 234550 X 222850 0 11700
TRITON ENERGY LTD COM G90751101 9825 300 X 300 0 0
TRITON PCS HOLDINGS INC CL A COM 89677M106 156825 3825 X 0 0 3825
TRIUMPH GROUP INC COM 896818101 196000 4000 X 0 0 4000
TROY FINANICIAL CORP COM 897329108 115038 6300 X 0 0 6300
TROY FINANICIAL CORP COM 897329108 118690 6500 X 0 0 6500
TRUST CO NJ JERSEY CITY NEW COM 898304100 81600 2400 X 2400 0 0
TRUSTCO BK CORP NY 898349105 1786978 133856 X 112428 0 21428
TRUSTCO BK CORP NY 898349105 2197864 164634 X 117933 0 46701
TRW INC COM 872649108 1727084 42124 X 33732 0 8392
TRW INC COM 872649108 2135731 52091 X 46731 0 5360
TTM TECHNOLOGIES COM 87305R109 33880 3850 X 0 0 3850
TUCKER ANTHONY SUTRO COM 898647102 420200 19100 X 19100 0 0
TUCKER ANTHONY SUTRO COM 898647102 44000 2000 X 2000 0 0
TULARIK INC COM 899165104 165958 6425 X 100 0 6325
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 766 202 X 202 0 0
TUPPERWARE CORP COM 899896104 185612 7922 X 6872 0 1050
TUPPERWARE CORP COM 899896104 37629 1606 X 1606 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 2406048 68160 X 67760 0 400
TWEETER HOME ENTMT GROUP INC COM 901167106 88250 2500 X 2500 0 0
TXU CORP COM 873168108 33011596 685030 X 644922 0 40108
TXU CORP COM 873168108 9534102 197844 X 151953 100 45791
TYCO INTL LTD NEW COM 902124106 516854608 9481831 X 8957032 130 524669
TYCO INTL LTD NEW COM 902124106 92171450 1690909 X 1573831 625 116453
TYCOM LTD COM G9144B106 1047480 60900 X 59500 0 1400
TYCOM LTD COM G9144B106 53320 3100 X 2600 0 500
TYLER TECHNOLOGIES INC COM 902252105 5760 2400 X 2400 0 0
TYSON FOODS INC CL A COM 902494103 1464611 159024 X 145324 0 13700
TYSON FOODS INC CL A COM 902494103 921 100 X 100 0 0
T R SYSTEMS INC COM 87263U102 139 39 X 39
TECHNOLOGY SOLUTIONS COMPANY COM 87872T108 180 100 X 100
TEXAS INSTRUMENTS INC. COM 882508104 3238295 102803 X 102803
TICKETMASTER ONLINE-CITY SEARC COM 88633P203 4374 300 X 300
Titan Corp COM 888266103 23 1 X 1
TMP WORLDWIDE INC COM 872941109 45869 776 X 776
TRANSOCEAN SEDCO FOREX INC COM G90078109 5465625 132500 X 132500
Triton Network COM 896775103 280000 350000 X 350000
Triton Network COM 896775103 107200 134000 X 134000
Trizetto Corporation COM 896882107 733220 79267 X 79267
TURNSTONE SYSTEMS COM 900423104 293 50 X 50
U S INDUSTRIES INC COM 912080108 615 150 X 0 0 150
U.S. PLASTIC LUMBER CO COM 902948108 159687 129827 X 129827 0 0
UAL CORP COM 902549500 2863460 81464 X 81464 0 0
UAL CORP COM 902549500 12303 350 X 350 0 0
UBIQUITEL INC COM 903474302 147820 19450 X 0 0 19450
UCAR INTL INC COM 90262K109 3640568 304650 X 199200 0 105450
UCBH HLDGS INC COM 90262T308 540230 17800 X 13800 0 4000
UGI CORPORATION COM 902681105 832140 30820 X 29120 0 1700
UGI CORPORATION COM 902681105 220455 8165 X 8165 0 0
96
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
UIL HLDG CORP COM 902748102 707616 14563 X 13200 0 1363
UIL HLDG CORP COM 902748102 600087 12350 X 11850 0 500
ULTICOM INC COM 903844108 20280 600 X 0 0 600
ULTIMATE ELECTRONICS INC COM 903849107 6312498 194710 X 193710 0 1000
ULTIMATE ELECTRONICS INC COM 903849107 14589 450 X 450 0 0
ULTRALIFE BATTERIES INC COM 903899102 15600 2400 X 2400 0 0
ULTRAMAR-DIAMOND SHAMROCK CORP COM 904000106 785815 16631 X 306 0 16325
ULTRAMAR-DIAMOND SHAMROCK CORP COM 904000106 5103 108 X 108 0 0
ULTRATECH STEPPER INC COM 904034105 428355 16700 X 15600 0 1100
UMB FINL CORP COM 902788108 206443 4801 X 4601 0 200
UNIFIRST CORP COM 904708104 18746730 986670 X 669870 0 316800
UNION BANKSHARES INC COM 905400107 87600 4800 X 4800 0 0
UNION BANKSHARES INC COM 905400107 169762 9302 X 9302 0 0
UNION FINL BANCSHARES INC COM 906611108 8496 944 X 944 0 0
UNION PACIFIC CORP COM 907818108 29269117 533038 X 446013 0 87025
UNION PACIFIC CORP COM 907818108 25072071 456603 X 437000 1000 18603
UNION PLANTERS CORP COM 908068109 998440 22900 X 13827 0 9073
UNION PLANTERS CORP COM 908068109 58250 1336 X 1336 0 0
UNISOURCE ENERGY CORP COM 909205106 548983 23900 X 23900 0 0
UNISOURCE ENERGY CORP COM 909205106 7672 334 X 334 0 0
UNISYS CORP COM 909214108 1023448 69575 X 45687 0 23888
UNISYS CORP COM 909214108 45748 3110 X 3110 0 0
UNIT CORP COM 909218109 7925 500 X 0 0 500
UNITED BANCSHARES INC OHIO COM 909458101 51266 5425 X 5425 0 0
UNITED BANKSHARES INC W VA COM 909907107 825440 30800 X 30800 0 0
UNITED BANKSHARES INC W VA COM 909907107 107200 4000 X 4000 0 0
UNITED GLOBAL COM CL A 913247508 22490 2600 X 300 0 2300
UNITED INDUSTRIAL CORPORATION COM 910671106 117 7 X 7 0 0
UNITED NAT FOODS INC COM 911163103 13528358 645745 X 429781 0 215964
UNITED NATL BANCORP NJ COM 910909100 22680 1000 X 1000 0 0
UNITED NATL BANCORP NJ COM 910909100 2042924 90076 X 90076 0 0
UNITED PARCEL SERVICE CL B COM 911312106 15168454 262430 X 255874 0 6556
UNITED PARCEL SERVICE CL B COM 911312106 4674170 80868 X 70468 0 10400
UNITED PARK CITY MINES CO COM 911315208 34 2 X 2 0 0
UNITED RENTALS INC COM 911363109 64875 2500 X 100 0 2400
UNITED RENTALS INC COM 911363109 187722 7234 X 4182 0 3052
UNITED RETAIL GROUP INC COM 911380103 212800 28000 X 28000 0 0
UNITED STATES CELLULAR CORP COM 911684108 351665 6100 X 0 0 6100
UNITED STATIONERS INC COM 913004107 8966575 284112 X 276140 0 7972
UNITED TECHNOLOGIES CORP COM 913017109 164353682 2243430 X 2084136 0 159294
UNITED TECHNOLOGIES CORP COM 913017109 44204132 603387 X 565330 0 38057
UNITED TELEVISION INC COM 913066106 88200 700 X 0 0 700
UNITED TELEVISION INC COM 913066106 18018 143 X 143 0 0
97
SEC USE ONLY
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
UNITED THERAPEUTICS CORP DEL COM 91307C102 14018 1050 X 0 0 1050
UNITEDHEALTH GROUP INC COM 91324P102 11739725 190117 X 145477 0 44640
UNITEDHEALTH GROUP INC COM 91324P102 3096145 50140 X 38658 0 11482
UNITIL CORP COM 913259107 81007 3273 X 3273 0 0
UNITIL CORP COM 913259107 1638846 66216 X 30228 0 35988
UNITRIN INC COM 913275103 528000 13750 X 13750 0 0
UNITRIN INC COM 913275103 2435942 63436 X 62720 0 716
UNIVERSAL ACCESS INC COM 913363107 110050 17750 X 0 0 17750
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 2853348 100470 X 99970 0 500
UNIVERSAL CORP COM 913456109 113666 2866 X 16 0 2850
UNIVERSAL CORP COM 913456109 79320 2000 X 2000 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 16200 900 X 0 0 900
UNIVERSAL FST PRODS INC COM 913543104 501750 22300 X 14700 0 7600
UNIVERSAL HEALTH SVC CL B COM 913903100 4407130 96860 X 16160 0 80700
UNIVERSAL HEALTH SVC CL B COM 913903100 200200 4400 X 0 0 4400
UNIVISION COMMUNICATIONS INC COM 914906102 1848096 43200 X 24200 0 19000
UNIVISION COMMUNICATIONS INC COM 914906102 42780 1000 X 1000 0 0
UNOCAL CORP COM 915289102 6128798 179467 X 93189 0 86278
UNOCAL CORP COM 915289102 1520119 44513 X 42513 0 2000
UNOVA INC COM 91529B106 30121 4378 X 1310 0 3068
UNUMPROVIDENT CORP COM 91529Y106 25220239 785188 X 710010 0 75178
UNUMPROVIDENT CORP COM 91529Y106 3694635 115026 X 98588 600 15838
URBAN OUTFITTERS INC COM 917047102 21480 2000 X 2000 0 0
UROCOR INC COM 91727P105 403770 25800 X 0 0 25800
UROLOGIX INC COM 917273104 67747 3700 X 0 0 3700
URS CORP NEW COM 903236107 348705 12915 X 12400 0 515
US AIRWAYS GROUP NC COM 911905107 143054 5887 X 4591 0 1296
US BANCORP DEL COM 902973304 106104474 4655747 X 4337811 0 317936
US BANCORP DEL COM 902973304 15644765 686475 X 652756 400 33319
US LEC CORP CL-A COM 90331S109 2160 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 4270756 480400 X 478400 0 2000
US UNWIRED INC CL A COM 90338R104 2142159 201900 X 199300 0 2600
USA EDUCATION INC COM 90390U102 4062961 55657 X 41437 0 14220
USA EDUCATION INC COM 90390U102 1106315 15155 X 12793 0 2362
USA NETWORKS INC COM 902984103 992600 35450 X 3200 0 32250
USA NETWORKS INC COM 902984103 34160 1220 X 1220 0 0
USFREIGHTWAYS CORP COM 916906100 6460500 219000 X 151900 0 67100
USG CORP COM NEW 903293405 127 30 X 30 0 0
USINTERNETWORKING INC COM 917311805 36722 30602 X 30602 0 0
USINTERNETWORKING INC COM 917311805 6000 5000 X 0 0 5000
UST INC COM 902911106 1391427 48213 X 29335 0 18878
UST INC COM 902911106 156854 5435 X 5435 0 0
USX-MARATHON GROUP 902905827 11658486 395069 X 286932 0 108137
USX-MARATHON GROUP 902905827 603981 20467 X 13967 0 6500
98
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
USX-U S STL GROUP COM 90337T101 311801 15474 X 7679 0 7795
USX-U S STL GROUP COM 90337T101 36774 1825 X 1525 100 200
UTAH MED PRODUCTS COM 917488108 5675 500 X 0 0 500
UTI WORLDWIDE INC COM G87210103 2414427 151660 X 150860 0 800
UTILICORP UNITED INC 918005109 773709 25326 X 2826 0 22500
UTILICORP UNITED INC 918005109 787029 25762 X 16462 0 9300
UNITED PAN-EUROPE COMMS NV ADS COM 911300200 5124 4200 X 4200
V F CORP COM 918204108 1401867 38534 X 9071 0 29463
V F CORP COM 918204108 439107 12070 X 11920 0 150
VA LINUX SYSTEMS INC COM 91819B105 5950 1700 X 1700 0 0
VA LINUX SYSTEMS INC COM 91819B105 350 100 X 100 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 664090 18550 X 0 0 18550
VALENCE TECHNOLOGY INC COM 918914102 1166209 181370 X 180570 0 800
VALENCE TECHNOLOGY INC COM 918914102 3858 600 X 0 0 600
VALERO ENERGY CO COM 91913Y100 91950 2500 X 500 0 2000
VALERO ENERGY CO COM 91913Y100 143442 3900 X 0 0 3900
VALLEY NATIONAL BANCORP 919794107 3582334 126361 X 125836 0 525
VALLEY NATIONAL BANCORP 919794107 2554363 90101 X 90101 0 0
VALMONT INDS INC 920253101 10526334 578370 X 397870 0 180500
VALSPAR CORP 920355104 14200 400 X 400 0 0
VALUE CITY DEPT STORES INC COM 920387107 17250 1500 X 0 0 1500
VALUEVISION INTL INC CL A COM 92047K107 870000 40000 X 40000 0 0
VANS INC COM 921930103 4972365 211590 X 210210 0 1380
VARCO INTL INC DEL COM 922122106 799206 42945 X 770 0 42175
VARCO INTL INC DEL COM 922122106 5583 300 X 0 0 300
VARIAN INC COM 922206107 234175 7250 X 6350 0 900
VARIAN INC COM 922206107 43282 1340 X 1340 0 0
VARIAN MED SYS INC COM 92220P105 1996995 27930 X 26900 0 1030
VARIAN MED SYS INC COM 92220P105 144073 2015 X 2015 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 5637660 134230 X 130230 0 4000
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 54600 1300 X 1300 0 0
VASTERA INC COM 92239N109 167560 11800 X 0 0 11800
VASTERA INC COM 92239N109 4260 300 X 300 0 0
VAXGEN INC NEW COM 922390208 87400 4600 X 4000 0 600
VECTOR GROUP LTD COM 92240M108 3863905 120936 X 120936 0 0
VECTREN CORP COM 92240G101 430871 20815 X 20336 0 479
VECTREN CORP COM 92240G101 368543 17804 X 17804 0 0
VEECO INSTRS INC DEL COM 922417100 3606677 90734 X 89861 0 873
VEECO INSTRS INC DEL COM 922417100 3776 95 X 95 0 0
VELCRO INDS N V COM 922571104 2694 250 X 0 0 250
VELCRO INDS N V COM 922571104 107750 10000 X 10000 0 0
VENATOR GROUP INC COM 922944103 1257798 82209 X 78909 0 3300
VENATOR GROUP INC COM 922944103 522189 34130 X 23230 0 10900
VENTAS INC COM 92276F100 2935 268 X 268 0 0
99
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
VENTIV HEALTH INC COM 922793104 12384 600 X 0 0 600
VENTRO CORP COM 922815105 2040 5100 X 5100 0 0
VERISIGN INC COM 92343E102 5677546 94610 X 68585 0 26025
VERISIGN INC COM 92343E102 171029 2850 X 1850 0 1000
VERISITY LTD COM M97385112 56000 3500 X 0 0 3500
VERITAS DGC INC COM 92343P107 632700 22800 X 22500 0 300
VERITAS DGC INC COM 92343P107 133200 4800 X 0 0 4800
VERITAS SOFTWARE CO COM 923436109 16458058 247378 X 206850 0 40528
VERITAS SOFTWARE CO COM 923436109 822710 12366 X 6837 0 5529
VERITY INC COM 92343C106 3259830 163400 X 163400 0 0
VERIZON COMMUNICATIONS COM 92343V104 255774780 4780837 X 4313845 600 466392
VERIZON COMMUNICATIONS COM 92343V104 134170350 2507857 X 2338309 1548 168000
VERMONT TEDDY BEAR INC COM 92427X109 2555 700 X 700 0 0
VERTEL CORPORATION COM 924907108 246 200 X 200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1201860 24280 X 23880 0 400
VERTEX PHARMACEUTICALS INC COM 92532F100 9900 200 X 200 0 0
VERTICAL NET COM 92532L107 2739 1100 X 1100 0 0
VERTICAL NET COM 92532L107 3735 1500 X 0 0 1500
VESTA INS GROUP INC COM 925391104 2241465 204700 X 137600 0 67100
VIACOM INC CL A COM 925524100 161242 3040 X 3040 0 0
VIACOM INC CL A COM 925524100 360937 6805 X 6805 0 0
VIACOM INC CL B COM 925524308 55104849 1064828 X 907900 0 156928
VIACOM INC CL B COM 925524308 19130474 369671 X 359902 432 9337
VIAD CORP COM 92552R109 1430062 54169 X 32269 0 21900
VIAD CORP COM 92552R109 172102 6519 X 733 0 5786
VIANT CORP COM 92553N107 3740 2000 X 2000 0 0
VIASAT INC COM 92552V100 472824 19800 X 19800 0 0
VIASYSTEMS GROUP INC COM 92553H100 151 50 X 50 0 0
VICAL INC COM 925602104 13980 1000 X 1000 0 0
VICOM INC COM 925808107 6000 2000 X 2000 0 0
VICOR CORP COM 925815102 510190 31300 X 26500 0 4800
VICOR CORP COM 925815102 39120 2400 X 2400 0 0
VIGNETTE CORP COM 926734104 28890 3257 X 3257 0 0
VINTAGE PETE INC COM 927460105 11936491 638315 X 421915 0 216400
VION PHARMACEUTICALS INC COM 927624106 121716 13800 X 5000 0 8800
VION PHARMACEUTICALS INC COM 927624106 13230 1500 X 1000 0 500
VIRAGE LOGIC CORP COM 92763R104 4647 300 X 0 0 300
VIRATA CORP COM 927646109 35550 3000 X 3000 0 0
VIRCO MFG CORP COM 927651109 13596 1320 X 0 0 1320
VIROLOGIC INC COM 92823R201 2851 1296 X 1296 0 0
VIROPHARMA INC COM 928241108 39100 1150 X 1150 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 177813 7731 X 6731 0 1000
VISHAY INTERTECHNOLOGY INC COM 928298108 57500 2500 X 2500 0 0
100
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
VISTA BANCORP INC COM 92830R103 12997 645 X 645 0 0
VISTA GOLD CORP COM 927926105 1000 10000 X 10000 0 0
VISTA INFORMATION SOLUTIONS COM 928365204 11200 10000 X 10000 0 0
VISTEON CORP COM 92839U107 19202431 1044746 X 892846 0 151900
VISTEON CORP COM 92839U107 1826421 99370 X 98162 65 1143
VISUAL DATA CORP COM 928428200 236525 157683 X 157683 0 0
VISUAL NETWORKS INC COM 928444108 200375 22900 X 22900 0 0
VISX INC DEL COM 92844S105 3486870 180200 X 152400 0 27800
VISX INC DEL COM 92844S105 19350 1000 X 1000 0 0
VITAL SIGNS INC COM 928469105 300755 9100 X 9100 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 671323 31907 X 23977 0 7930
VITESSE SEMICONDUCTOR CORP COM 928497106 252059 11980 X 4930 0 7050
VITRIA TECHNOLOGY INC COM 92849Q104 1376 400 X 400 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 196875 11250 X 11250 0 0
VULCAN MATERIALS CO COM 929160109 4102469 76325 X 62614 0 13711
VULCAN MATERIALS CO COM 929160109 2288836 42583 X 42583 0 0
VYYO INC COM 918458100 7474 5050 X 0 0 5050
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 2490 64 X 64
VERISIGN INC COM 92343E102 4140 72 X 72
VERITAS SOFTWARE CO COM 923436109 3190114 47950 X 47950
VIA NET.WORKS INC COM 925912107 11929 8006 X 8006
VIANT CORPORATION COM 92553N107 1416 757 X 757
Viasource COM 92553W107 1047308 2014054 X 2014054
Vignette, Inc COM 926734104 532200 60000 X 60000
VIRAGE INC COM 92763Q106 104 30 X 30
VIRATA CORP COM 927646109 875 76 X 76
VISABLE GENETICS INC COM 92829S104 1243 50 X 50
VITRIA TECHNOLOGY, INC. COM 92849Q104 3103 985 X 985
VIXEL CORPORATION COM 928552108 50 50 X 50
W P CAREY & CO LLC COM 92930Y107 265105 14330 X 14330 0 0
W P CAREY & CO LLC COM 92930Y107 383431 20726 X 20726 0 0
W.R. GRACE & CO COM 38388F108 2888 1650 X 1350 0 300
W.R. GRACE & CO COM 38388F108 525 300 X 0 0 300
W-H ENERGY SVCS INC COM 92925E108 283100 14900 X 0 0 14900
WABASH NATL CORP COM 929566107 1576388 130280 X 127941 0 2339
WABASH NATL CORP COM 929566107 90145 7450 X 7450 0 0
WACHOVIA CORP COM NEW 929771103 11187839 157243 X 148831 0 8412
WACHOVIA CORP COM NEW 929771103 6130924 86169 X 86169 0 0
WACKENHUT CORP COM SER A 929794105 3377550 195800 X 107400 0 88400
WACKENHUT CORRECTIONS CORP COM 929798106 5240 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 5261070 165703 X 164803 0 900
WADDELL & REED FINANCIAL INC COM A 930059100 175546 5529 X 5529 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 24240 3000 X 3000 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 2424 300 X 300 0 0
WAL-MART STORES INC 931142103 169985382 3483307 X 3074581 0 408726
WAL-MART STORES INC 931142103 61117852 1252415 X 1094615 5600 152200
WALGREEN CO COM 931422109 108527738 3149383 X 2884474 0 264909
WALGREEN CO COM 931422109 48037171 1393998 X 1307953 200 85845
WALLACE COMPUTER SERVICES INC COM 932270101 6616 400 X 400 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 26464 1600 X 1600 0 0
WARREN BANCORP INC COM 934710104 106436 11800 X 11800 0 0
WASHINGTON FED INC COM 938824109 1153936 47061 X 44535 0 2526
WASHINGTON FED INC COM 938824109 29228 1192 X 1192 0 0
WASHINGTON MUTUAL INC COM 939322103 62863544 1674129 X 1472829 0 201300
WASHINGTON MUTUAL INC COM 939322103 11586278 308556 X 302145 0 6411
101
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
WASHINGTON POST CO CL B COM 939640108 330050 575 X 140 0 435
WASHINGTON POST CO CL B COM 939640108 555058 967 X 967 0 0
WASHINGTON TR BANCORP INC COM 940610108 442049 20084 X 20084 0 0
WASHINGTON TR BANCORP INC COM 940610108 1212971 55110 X 55110 0 0
WASTE CONNECTIONS INC COM 941053100 352800 9800 X 0 0 9800
WASTE MGMT INC DEL COM 94106L109 31689432 1028210 X 947492 0 80718
WASTE MGMT INC DEL COM 94106L109 1524018 49449 X 44141 0 5308
WATER PIK TECHNOLOGIES INC COM 94113U100 583 69 X 69 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 12996 1538 X 1483 0 55
WATERS CORP COM 941848103 98318851 3560987 X 517268 0 3043719
WATERS CORP COM 941848103 353187 12792 X 7592 0 5200
WATSCO INC CL B COM 942622101 8170 607 X 607 0 0
WATSCO INC COM 942622200 6765702 479837 X 477537 0 2300
WATSON PHARMACEUTICALS INC COM 942683103 2501721 40586 X 32586 0 8000
WATSON PHARMACEUTICALS INC COM 942683103 86296 1400 X 1400 0 0
WATTS INDS INC CL A 942749102 330525 19500 X 19500 0 0
WATTS INDS INC CL A 942749102 3390 200 X 200 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 62800 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 1074 200 X 200 0 0
WAVE SYS CORP CL A COM 943526103 60413 11250 X 11250 0 0
WD-40 CO COM 929236107 399330 15300 X 9700 0 5600
WD-40 CO COM 929236107 73080 2800 X 2800 0 0
WEATHERFORD INTL INC NEW COM 947074100 479088 9981 X 2431 0 7550
WEATHERFORD INTL INC NEW COM 947074100 235200 4900 X 500 0 4400
WEBB DEL CORP 947423109 750586 19400 X 13700 0 5700
WEBEX COMMUNICATIONS INC COM 94767L109 106640 4000 X 4000 0 0
WEBMD CORPORATION COM 94769M105 13461 1923 X 1823 0 100
WEBMD CORPORATION COM 94769M105 7000 1000 X 0 0 1000
WEBMETHODS INC COM 94768C108 103782 4900 X 0 0 4900
WEBSENSE INC COM 947684106 70000 3500 X 0 0 3500
WEBSTER FINANCIAL CORP COM 947890109 17990352 548821 X 428378 0 120443
WEBSTER FINANCIAL CORP COM 947890109 1283206 39146 X 27040 0 12106
WEBVAN GROUP INC COM 94845V103 43 538 X 538 0 0
WEGENER CORP COM 948585104 1000 1000 X 1000 0 0
WEIRTON STL CORP COM 948774104 28 44 X 44 0 0
WEIS MARKETS INC COM 948849104 176300 5000 X 1000 0 4000
WEIS MARKETS INC COM 948849104 15409 437 X 337 0 100
WELLMAN INC COM 949702104 563850 31500 X 23400 0 8100
WELLMAN INC COM 949702104 10740 600 X 600 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 10969913 116404 X 109032 0 7372
WELLPOINT HEALTH NETWORKS INC COM 94973H108 204972 2175 X 2175 0 0
WELLS FARGO & CO NEW COM 949746101 303558597 6537984 X 6189179 0 348805
WELLS FARGO & CO NEW COM 949746101 56785329 1223031 X 1162403 4700 55928
102
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
WENDYS INTL INC COM 950590109 292280 11444 X 6892 0 4552
WENDYS INTL INC COM 950590109 102160 4000 X 4000 0 0
WERNER ENTERPRISES INC COM 950755108 6969959 287421 X 284433 0 2988
WEST CORPORATION COM 952355105 216248 9825 X 0 0 9825
WEST PHARMACEUTICAL SVCS INC COM 955306105 3942000 146000 X 94100 0 51900
WESTAFF INC COM 957070105 1452376 440114 X 319914 0 120200
WESTAMERICA BANCORPORATION COM 957090103 10424800 265600 X 263215 0 2385
WESTAMERICA BANCORPORATION COM 957090103 14719 375 X 375 0 0
WESTBANK CORP COM 957116106 2044 214 X 214 0 0
WESTELL TECHNOLOGIES INC CL A COM 957541105 300 200 X 200 0 0
WESTERN DIGITAL CORP COM 958102105 38315 9700 X 9700 0 0
WESTERN DIGITAL CORP COM 958102105 395 100 X 100 0 0
WESTERN GAS RES INC COM 958259103 4996276 153260 X 152460 0 800
WESTERN RES INC COM 959425109 88752 4128 X 2128 0 2000
WESTERN RES INC COM 959425109 121884 5669 X 5669 0 0
WESTERN WIRELESS CORP CL A COM 95988E204 1409970 32790 X 13790 0 19000
WESTERN WIRELESS CORP CL A COM 95988E204 184900 4300 X 4300 0 0
WESTPOINT STEVENS INC CL A COM 961238102 680 500 X 500 0 0
WESTVACO CORP COM 961548104 1028026 42323 X 8614 0 33709
WESTVACO CORP COM 961548104 225581 9287 X 8162 0 1125
WET SEAL INC CL A COM 961840105 353022 10200 X 10200 0 0
WEYERHAEUSER CO COM 962166104 22984771 418133 X 393844 0 24289
WEYERHAEUSER CO COM 962166104 10605142 192926 X 186496 50 6380
WGL HLDGS INC COM 92924F106 22346909 824305 X 821330 0 2975
WGL HLDGS INC COM 92924F106 2916738 107589 X 99839 0 7750
WHIRLPOOL CORP COM 963320106 2230875 35694 X 11353 0 24341
WHIRLPOOL CORP COM 963320106 1382125 22114 X 19076 0 3038
WHITE MTNS INS GROUP LTD COM G9618E107 6452688 17150 X 16900 0 250
WHITE MTNS INS GROUP LTD COM G9618E107 37625 100 X 0 0 100
WHITEHALL JEWELLERS INC COM 965063100 140377 15325 X 0 0 15325
WHITNEY HOLDING CORP 966612103 867650 18500 X 15600 0 2900
WHOLE FOODS MKT INC COM 966837106 1161235 42850 X 36450 0 6400
WHOLE FOODS MKT INC COM 966837106 252030 9300 X 8500 0 800
WILD OATS MKTS INC COM 96808B107 16396 1575 X 1575 0 0
WILD OATS MKTS INC COM 96808B107 2342 225 X 225 0 0
WILEY JOHN & SONS INC CL A COM 968223206 104060 4400 X 0 0 4400
WILLAMETTE INDS INC COM 969133107 956786 19329 X 15738 0 3591
WILLAMETTE INDS INC COM 969133107 551034 11132 X 11032 0 100
WILLIAMS COAL SEAM GAS RTY TR 969450105 17635 1336 X 1336 0 0
WILLIAMS COMMUNICATIONS GRP COM 969455104 2341821 788492 X 716204 0 72288
WILLIAMS COMMUNICATIONS GRP COM 969455104 575247 193686 X 188788 143 4755
WILLIAMS COS INC COM 969457100 89620639 2719898 X 2541839 0 178059
WILLIAMS COS INC COM 969457100 9464261 287231 X 269695 175 17361
103
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
WILLIAMS SONOMA INC COM 969904101 112578 2900 X 1900 0 1000
WILLIAMS SONOMA INC COM 969904101 131988 3400 X 0 0 3400
WILLIS LEASE FINANCE COM 970646105 3540695 319846 X 209646 0 110200
WILMINGTON TRUST CORPORATION COM 971807102 738456 11787 X 11787 0 0
WILMINGTON TRUST CORPORATION COM 971807102 302349 4826 X 2826 0 2000
WILSON GREATBATCH TECHNOLOGIES INC 972232102 350900 12100 X 0 0 12100
WILSONS LEATHER EXPERTS INC COM 972463103 185500 10000 X 0 0 10000
WIND RIV SYS INC COM 973149107 17460 1000 X 1000 0 0
WINFIELD CAP CORP COM 973859101 1200 600 X 0 0 600
WINK COMMUNICATIONS INC COM 974168106 20864 8150 X 0 0 8150
WINN DIXIE STORES INC COM 974280109 314370 12031 X 11459 0 572
WINN DIXIE STORES INC COM 974280109 60204 2304 X 2304 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 464325 15100 X 15100 0 0
WINTRUST FINL CORP COM 97650W108 79520 3200 X 0 0 3200
WIRELESS FACILITIES INC COM 97653A103 1040 160 X 160 0 0
WIRELESS FACILITIES INC COM 97653A103 1950 300 X 300 0 0
WIRELESS TELECOM GROUP INC COM 976524108 11960 4000 X 0 0 4000
WISCONSIN CENT TRANSN CORP COM 976592105 100380 6000 X 6000 0 0
WISCONSIN ENERGY CORP 976657106 9698612 408019 X 388969 0 19050
WISCONSIN ENERGY CORP 976657106 4273822 179799 X 177824 0 1975
WISER OIL COM 977284108 350 50 X 50 0 0
WMS INDUSTRIES INC COM 929297109 796690 24765 X 23700 0 1065
WOLVERINE TUBE INC COM 978093102 204640 12350 X 1100 0 11250
WOLVERINE WORLD WIDE INC COM 978097103 546822 30600 X 28575 0 2025
WOLVERINE WORLD WIDE INC COM 978097103 98285 5500 X 0 0 5500
WOMEN FIRST HEALTHCARE INC COM 978150100 890 100 X 100 0 0
WOODHEAD INDS INC 979438108 54400 3200 X 3200 0 0
WOODWARD GOVERNOR CO COM 980745103 134285 1592 X 292 0 1300
WORKFLOW MGMT INC COM 98137N109 896563 144607 X 144607 0 0
WORLD FUEL SVCS CORP COM 981475106 5378 450 X 450 0 0
WORLD HEART CORP COM 980905103 2475 300 X 300 0 0
WORLD WRESTLING FEDERATION CL A COM 98156Q108 5520 400 X 300 0 100
WORLDCOM INC - MCI GROUP COM 98157D304 2765883 171794 X 141275 0 30519
WORLDCOM INC - MCI GROUP COM 98157D304 624245 38773 X 37045 30 1698
WORLDCOM INC/WORLDCOM GROUP COM 98157D106 96633996 6805211 X 6284203 0 521008
WORLDCOM INC/WORLDCOM GROUP COM 98157D106 15925087 1121485 X 1068748 762 51975
WORLDGATE COMMUNICATIONS INC COM 98156L307 5100 1000 X 1000 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 324292 23845 X 18013 0 5832
WORTHINGTON INDUSTRIES INC COM 981811102 147791 10867 X 8842 0 2025
WPS RES CORP COM 92931B106 173959 4935 X 3435 0 1500
WPS RES CORP COM 92931B106 752588 21350 X 15350 0 6000
WRIGLEY WM JR CO COM 982526105 3103250 66238 X 35656 0 30582
WRIGLEY WM JR CO COM 982526105 2373562 50663 X 46463 0 4200
104
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
WYNDHAM INTL INC CL A 983101106 2357483 942993 X 942993 0 0
WAL-MART STORES INC COM 931142103 2971920 60900 X 60900
WELLS FARGO & COMPANY (NEW) COM 949746101 2103279 45300 X 45300
WIT SOUNDVIEW GROUP INC COM 977383108 9282 5100 X 5100
X-RITE INC COM 983857103 138788 15700 X 15700 0 0
XCEL ENERGY INC COM 98389B100 8580577 301602 X 282430 0 19172
XCEL ENERGY INC COM 98389B100 4995905 175603 X 163019 0 12584
XEROX CORP COM 984121103 5266084 550270 X 483890 0 66380
XEROX CORP COM 984121103 2268138 237005 X 229805 200 7000
XICOR INC COM 984903104 17712 1600 X 0 0 1600
XILINX INC COM 983919101 13648832 330961 X 307461 0 23500
XILINX INC COM 983919101 899857 21820 X 17400 0 4420
XM SATELLITE RADIO HLDG INC CL A COM 983759101 1620 100 X 100 0 0
XO COMMUNICATIONS INC CL A COM 983764101 45988 23952 X 23952 0 0
XO COMMUNICATIONS INC CL A COM 983764101 3514 1830 X 1830 0 0
XOMA LTD COM G9825R107 242252 14200 X 1500 0 12700
XTO ENERGY INC COM 98385X106 13768509 959478 X 779928 0 179550
XTRA CORP COM 984138107 117850 2376 X 2376 0 0
XTRA CORP COM 984138107 49600 1000 X 1000 0 0
XCARE.NET INC COM 98388Y101 29822 2161 X 2161
XILINX INC COM 983919101 4065109 98572 X 98572
XILINX INC COM 983919101 29586 749 X 749
YAHOO INC COM 984332106 1115842 55820 X 54360 0 1460
YAHOO INC COM 984332106 312644 15640 X 10389 0 5251
YANKEE CANDLE CO COM 984757104 8546 450 X 450 0 0
YANKEE CANDLE CO COM 984757104 13293 700 X 700 0 0
YELLOW CORP COM 985509108 485888 25600 X 17500 0 8100
YORK GROUP INC COM 986632107 4413714 451300 X 302800 0 148500
YORK INTL CORP NEW COM 986670107 148835 4250 X 0 0 4250
YOUNG BROADCASTING CORP CL A COM 987434107 12310932 366615 X 221615 0 145000
ZALE CORP COM 988858106 8573280 254400 X 252500 0 1900
ZALE CORP COM 988858106 12638 375 X 375 0 0
ZAMBA CORP COM 988881108 406430 406430 X 404430 0 2000
ZEBRA TECHNOLOGIES CORP CL A 989207105 1371430 27920 X 23720 0 4200
ZEBRA TECHNOLOGIES CORP CL A 989207105 39296 800 X 800 0 0
ZENGINE INC COM 98935C107 432740 154000 X 154000 0 0
ZENITH NATL INS CORP COM 989390109 342900 12700 X 12700 0 0
ZIONS BANCORP COM 989701107 413000 7000 X 7000 0 0
ZIXIT CORP COM 98974P100 111630 12200 X 12200 0 0
ZOLL MED CORP COM 989922109 87483 3187 X 3187 0 0
ZOLL MED CORP COM 989922109 16717 609 X 609 0 0
ZOLTEK COS INC COM 98975W104 28860 6500 X 0 0 6500
ZALE CORPORATION COM 988858106 842500 25000 X 25000
ZORAN CORPORATION COM 98975F101 4418 150 X 150
1-800-FLOWERS.COM INC COM 68243Q106 4823 325 X 325 0 0
3 COM CORP COM 885535104 231045 48641 X 14316 0 34325
3 COM CORP COM 885535104 104001 21895 X 11675 0 10220
3D LABS INC LTD COM G8846W103 1100 1000 X 1000 0 0
3DO COMPANY COM 88553W105 1795066 246575 X 165275 0 81300
3TEC ENERGY CORP 88575R308 7821760 488860 X 395260 0 93600
4 KIDS ENTMT INC COM 350865101 170435 8900 X 8900 0 0
105
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
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
99 CENTS ONLY STORES 65440K106 1669293 55736 X 37800 0 17936
99 CENTS ONLY STORES 65440K106 169188 5649 X 0 0 5649
3COM CORP COM 885535104 9320 2000 X 2000
106
SEC USE ONLY
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY FOREIGN STLMT
----------------------------
ENBRIDGE INC COM 29250N105 21712 800 X 0 0 800
107
SEC USE ONLY
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
A T & T CANADA INC CL B COM 00207Q202 24104 800 X 800 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 72675 9500 X 0 0 9500
ABN AMRO HLDG N V SPONSORED ADR 000937102 618992 32699 X 10049 0 22650
ABN AMRO HLDG N V SPONSORED ADR 000937102 100329 5300 X 0 0 5300
ACE LTD COM G0070K103 13851385 354346 X 297496 0 56850
ACE LTD COM G0070K103 834572 21350 X 19350 0 2000
ACLN LTD COM M01764105 40495 1300 X 300 0 1000
ACLN LTD COM M01764105 15575 500 X 500 0 0
AEGON N.V. AMERICAN REGISTERED SHS 007924103 2902934 102216 X 75921 0 26295
AEGON N.V. AMERICAN REGISTERED SHS 007924103 2104497 74102 X 68539 0 5563
AGNICO EAGLE MINES LTD 008474108 9 1 X 1 0 0
AGRIUM INC COM 008916108 70000 7000 X 0 0 7000
AKTIEBOLAGET ELECTROLUX ADR 010198208 138550 5000 X 0 0 5000
AKZO NOBEL NV SPONSORED ADR 010199305 102192 2400 X 400 0 2000
AKZO NOBEL NV SPONSORED ADR 010199305 90184 2118 X 2118 0 0
ALBERTA ENERGY LTD COM 012873105 2062 50 X 50 0 0
ALCAN INC 013716105 1791733 42640 X 21296 0 21344
ALCAN INC 013716105 846325 20141 X 19466 0 675
ALCATEL ADR 013904305 233304 11249 X 4134 0 7115
ALCATEL ADR 013904305 1061535 51183 X 49183 0 2000
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 2951 100 X 0 0 100
ALLIED IRISH BKS ADR 019228402 153000 6800 X 6800 0 0
ALLIED IRISH BKS ADR 019228402 83700 3720 X 3720 0 0
ALSTOM S A SPONSORED ADR 021244108 22320 800 X 0 0 800
AMERICA MOVIL SER L SPONSORED ADR 02364W105 1631169 78196 X 78196 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 168966 8100 X 7100 0 1000
ANANGEL-AMERN SHIPHOLDINGS LTD ADR 032721201 23100 6000 X 6000 0 0
ANDERSON EXPL LTD COM 033901109 1615200 80000 X 80000 0 0
ANGLO AMERICAN PLC ADR 03485P102 89101 5952 X 5952 0 0
ANGLO AMERICAN PLC ADR 03485P102 17964 1200 X 1200 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 8776 490 X 490 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 5534 309 X 309 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 13386230 374440 X 368840 0 5600
ARACRUZ CELULOSE SA 038496204 592790 31700 X 0 0 31700
ARCADIS N V COM 03923E107 44000 5906 X 5906 0 0
ASAT HLDGS LTD SPONSORED ADR 00208B105 99969 21875 X 0 0 21875
ASML HOLDING NV COM N07059111 766802 34463 X 34463 0 0
ASML HOLDING NV COM N07059111 6675 300 X 300 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1163093 24879 X 3482 0 21397
ASTRAZENECA PLC SPONSORED ADR 046353108 273862 5858 X 4158 0 1700
AUDIOCODES LTD COM M15342104 7706 1090 X 1090 0 0
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 89355 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 888217 11118 X 2850 0 8268
AVENTIS SPONSORED ADR 053561106 193733 2425 X 725 0 1700
108
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
AXA ADR 054536107 387056 13740 X 6092 0 7648
AXA ADR 054536107 154935 5500 X 5448 0 52
BALLARD PWR SYSTEMS INC COM 05858H104 163519 3512 X 2812 0 700
BALLARD PWR SYSTEMS INC COM 05858H104 107693 2313 X 2313 0 0
BANCO BILBAO VIZCAYA ARGENTARIA S A 05946K101 3010 233 X 233 0 0
BANCO COMERCIAL PORTUGUES SP ADR 059479303 19718 1027 X 1027 0 0
BANCO LATINOAMERICANO DE EXPCL E P16994132 7354 200 X 0 0 200
BANCO SANTANDER CEN SPONSORED ADR 05964H105 11028 1200 X 1200 0 0
BANK MONTREAL QUE 063671101 57320 2220 X 2220 0 0
BARCLAYS BANK PLC PFD 06738C836 331264 12800 X 10800 0 2000
BARCLAYS BANK PLC PFD 06738C836 46584 1800 X 1800 0 0
BARRICK GOLD CORP COM 067901108 578730 38200 X 30282 0 7918
BASF AG SPONS ADR 055262505 4925 125 X 125 0 0
BASF AG SPONS ADR 055262505 212760 5400 X 5400 0 0
BASS PUB LTD CO ADR 069904209 152 14 X 14 0 0
BASS PUB LTD CO ADR 069904209 8680 800 X 800 0 0
BCE INC COM 05534B109 603112 22932 X 6432 0 16500
BCE INC COM 05534B109 98941 3762 X 3762 0 0
BG GROUP PLC SPONSORED ADR 055434203 7584 384 X 384 0 0
BG GROUP PLC SPONSORED ADR 055434203 17538 888 X 888 0 0
BHP LIMITED-SPONSORED ADR 088606108 305 14 X 14 0 0
BID COM INTL INC COM 088788104 1440 4000 X 0 0 4000
BIOMIRA INC COM 09161R106 25668 3570 X 3570 0 0
BOC GROUP PLC ADR 055617609 3835 130 X 130 0 0
BOUYGUES OFFSHORE SA ADR 102112109 8980 400 X 400 0 0
BP PLC SPONSORED ADR 055622104 353910324 7099505 X 6905919 82 193504
BP PLC SPONSORED ADR 055622104 205244264 4117237 X 3896840 2938 217459
BRASIL TELECOM PART S A ADR 105530109 4201 100 X 0 0 100
BRITISH AMERN TOB PLC ADR 110448107 15516 982 X 982 0 0
BRITISH AMERN TOB PLC ADR 110448107 31442 1990 X 1990 0 0
BRITISH AWYS PLC ADR 110419306 18345783 375016 X 370866 0 4150
BRITISH AWYS PLC ADR 110419306 624366 12763 X 12163 0 600
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 60600 1010 X 1010 0 0
BRITISH TELECOMMUNICATIONS P L C ADR 111021408 241080 3729 X 1234 0 2495
BRITISH TELECOMMUNICATIONS P L C ADR 111021408 164858 2550 X 1750 0 800
BROKAT AG ADR 112080205 595 451 X 451 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 18000 1000 X 1000 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 34200 1900 X 400 0 1500
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 3715112 136585 X 109525 0 27060
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 3149570 115793 X 111543 0 4250
CAMBRIDGE ANTIBODY TECH ADR 132148107 109563 3540 X 0 0 3540
CANADA LIFE FINL CORP COM 135113108 650424 22758 X 22758 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 7492 221 X 221 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 78648 2320 X 2320 0 0
109
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
CANADIAN NATIONAL RAILWAY CO COM 136375102 2100290 51859 X 1402 0 50457
CANADIAN NATIONAL RAILWAY CO COM 136375102 5346 132 X 20 0 112
CANADIAN NATIONAL RESOURCES COM 136385101 89 3 X 3 0 0
CANADIAN PACIFIC LIMITED COM 135923100 1811756 46755 X 5855 0 40900
CANADIAN PACIFIC LIMITED COM 135923100 308218 7954 X 7954 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 725738 17615 X 12075 0 5540
CAPITAL ENVIRO RESOURCES INC COM 14008M104 856288 342515 X 337715 0 4800
CARRIER1 INTL SA SPON ADR 144500303 8365 11950 X 11950 0 0
CELLTECH GROUP PLC SPONSORED ADR 151158102 20196 612 X 612 0 0
CEMEX SA SPONSORED ADR 151290889 124391 4694 X 1294 0 3400
CENTRAL PAC MINERALS ADR 154762306 156000 65000 X 65000 0 0
CENTRAL PAC MINERALS ADR 154762306 240 100 X 100 0 0
CERAGON NETWORKS LTD COM M22013102 5890 1900 X 150 0 1750
CHICAGO BRIDGE & IRON NY SHR COM 167250109 10681706 315560 X 310760 0 4800
CHIEFTAIN INTL INC COM 16867C101 83346 2900 X 0 0 2900
CHINA EASTN AIRLS LTD SP ADR 16937R104 1550 100 X 100 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 5358 200 X 200 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 225036 8400 X 300 0 8100
CHINA SOUTHERN AIRLINES ADR 169409109 1550 100 X 100 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 48050 3100 X 3100 0 0
CHINA UNICOM ADR 16945R104 60180 3400 X 3400 0 0
CNOOC LTD SPONSORED ADR 126132109 43585 2300 X 0 0 2300
COCA COLA FEMSA S A SPONSORED ADR 191241108 133380 5400 X 5400 0 0
COFLEXIP SPONSORED ADR 192384105 28123 435 X 435 0 0
COFLEXIP SPONSORED ADR 192384105 22304 345 X 345 0 0
COGNOS INC COM 19244C109 161376 9600 X 0 0 9600
COGNOS INC COM 19244C109 16810 1000 X 1000 0 0
COMPANHIA DE BEBIDAS DAS AMER SP ADR 20441W203 9029 390 X 390 0 0
COMPANHIA VALE SPONSORED ADR 204412100 118320 5100 X 0 0 5100
COMPANIA ANONIMA TELEFONOS ADR 204421101 4102 175 X 175 0 0
COMPANIA DE TELECOM DE CHILE ADR 204449300 63613 4518 X 4518 0 0
CORDIANT COMM GROUP PLC-SP ADR 218514206 33744 2626 X 2626 0 0
CORE LABORATORIES N V COM N22717107 2767500 147600 X 143500 0 4100
CORUS GROUP PLC SPONSORED ADR 22087M101 66602 7910 X 7910 0 0
CRH PLC ADR 12626K203 412825 24500 X 24500 0 0
CRH PLC ADR 12626K203 13480 800 X 800 0 0
CRYSTALLEX INTL CORP COM 22942F101 4292 2900 X 2900 0 0
DAIMLERCHRYSLER AG COM D1668R123 803431 17428 X 17428 0 0
DAIMLERCHRYSLER AG COM D1668R123 382999 8308 X 7169 0 1139
DASSAULT SYS SA ADR 237545108 910 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 289966 4944 X 4944 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 115013 1961 X 1584 0 377
DENBURY RESOURCES INC COM 247916208 2049388 218020 X 216020 0 2000
DENBURY RESOURCES INC COM 247916208 94000 10000 X 10000 0 0
110
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
DENISON INTERNATIONAL PLC ADR 248335101 8242221 499226 X 488226 0 11000
DENISON INTERNATIONAL PLC ADR 248335101 26416 1600 X 1600 0 0
DEUTSCHE TELE 251566105 350961 15633 X 11202 0 4431
DEUTSCHE TELE 251566105 348671 15531 X 15531 0 0
DIAGEO PLC SPONSORED ADR NEW 25243Q205 1807004 41115 X 13207 0 27908
DIAGEO PLC SPONSORED ADR NEW 25243Q205 92295 2100 X 0 0 2100
DIALOG SEMICONDUCTOR PLC SPN ADR 25250P108 11256 2800 X 0 0 2800
DORAL FINL CORP COM 25811P100 34300 1000 X 500 0 500
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 1955 1700 X 1700 0 0
E. ON AG SPONSORED ADR 268780103 7763 150 X 150 0 0
ECI TELECOM LTD ORD COM 268258100 133000 26600 X 0 0 26600
ELAN PLC ADR 284131208 450566679 7386339 X 7170940 0 215399
ELAN PLC ADR 284131208 53241288 872808 X 782418 1475 88915
ELSEVIER NV SPONSORED ADR 290259100 204000 8160 X 8160 0 0
EMBRAER AIRCRAFT CORP ADR 29081M102 160105 4100 X 0 0 4100
EMBRATEL PARTICIPACOES ADR 29081N100 6732 900 X 400 0 500
ENDESA SPONSORED ADR 29258N107 487198 30680 X 14975 0 15705
ENDESA SPONSORED ADR 29258N107 376356 23700 X 0 0 23700
ENI S P A ADR 26874R108 519823 8425 X 80 0 8345
ENI S P A ADR 26874R108 107050 1735 X 335 0 1400
EPCOS AG SPONSORED ADR 29410P107 5455 100 X 100 0 0
ERICSSON L M TEL CO ADR CL B 294821400 4268711 787585 X 753873 0 33712
ERICSSON L M TEL CO ADR CL B 294821400 2060500 380166 X 371006 1000 8160
FAHNESTOCK VINER HLDNGS INC COM CL A 302921101 240750 9000 X 0 0 9000
FANTOM TECHNOLOGIES INC COM 306906108 2570 1000 X 1000 0 0
FIAT SPA ADR NEW 315621888 20 1 X 1 0 0
FILA HOLDINGS S.P.A. ADR 316850106 3850 1000 X 0 0 1000
FIRST SERVICE CORP VTG COM 33761N109 4743062 209870 X 208760 0 1110
FLAG TELECOM HOLDINGS LTD COM G3529L102 16800 4800 X 0 0 4800
FLAMEL TECHNOLOGIES SPONSORED ADR 338488109 5400 2250 X 2250 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 84387703 3232007 X 3184126 0 47881
FLEXTRONICS INTERNATIONAL LTD Y2573F102 4018982 153925 X 146825 1600 5500
FOMENTO ECONOMICO MX SP ADR 344419106 85620 2000 X 0 0 2000
FOUR SEASONS HOTELS LTD VTG SHARES 35100E104 12232 221 X 221 0 0
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 66788 2824 X 2510 0 314
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 17903 757 X 0 0 757
FRONTLINE LTD SPONS ADR 35921R102 11970 700 X 0 0 700
GALLAHER GROUP PLC SPONSORED ADR 363595109 1644720 66053 X 46053 0 20000
GALLAHER GROUP PLC SPONSORED ADR 363595109 2693906 108189 X 105509 480 2200
GEMPLUS INTL S A ADS 36866Y102 1160 200 X 200 0 0
GENEREX BIOTECHNOLOGY CORP COM 371485103 99100 10000 X 10000 0 0
GIGAMEDIA LTD COM Y2711Y104 3900 3000 X 3000 0 0
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 35313551 628355 X 603702 0 24653
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 17754648 315919 X 303969 1707 10243
111
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
GLOBAL CROSSING LTD COM G3921A100 2118934 245247 X 231615 0 13632
GLOBAL CROSSING LTD COM G3921A100 769435 89055 X 71536 0 17519
GLOBAL CROSSING LTD 6.75% PFD G3921A134 157550 1370 X 1370 0 0
GOLD FIELDS LIMITED ADR 38059T106 10329 2270 X 2270 0 0
GROUPE DANONE SPONSORED ADR 399449107 46495 1700 X 1700 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 44011 1100 X 1100 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 152038 3800 X 1000 0 2800
GUANGSHEN RY LTD ADR 40065W107 920 100 X 100 0 0
GUCCI GROUP NV COM 401566104 6804327 82327 X 74952 0 7375
GUCCI GROUP NV COM 401566104 16530 200 X 200 0 0
GULF CANADA RES LTD 40218L305 232470 28700 X 10200 0 18500
HANSON PLC SPONSORED ADR 411352404 7450 200 X 200 0 0
HANSON PLC SPONSORED ADR 411352404 18141 487 X 337 0 150
HARMONY GOLD MNG LTD SPON ADR 413216300 2845 500 X 500 0 0
HAVAS ADVERTISING SPONSORED ADR 419313101 87584 8050 X 0 0 8050
HITACHI LTD DEP SHS 433578507 10889 110 X 110 0 0
HITACHI LTD DEP SHS 433578507 39596 400 X 400 0 0
HONDA ADR COMMON 438128308 30797 350 X 350 0 0
HSBC BK PLC SER B 10.25% PFD SP ADR 44328M609 26700 1000 X 1000 0 0
HSBC BK PLC SER C 9.125% PFD SP ADR 44328M815 13135 500 X 500 0 0
HSBC BK PLC SER C 9.125% PFD SP ADR 44328M815 143172 5450 X 5450 0 0
HSBC BK PLC SER D 9.55% PFD SP ADR 44328M849 37815 1500 X 1500 0 0
HSBC BK PLC SP ADR UNIT A 44328M302 25680 1000 X 1000 0 0
HSBC HLDGS PLC SPONSORED ADR 404280406 302375 5048 X 1590 0 3458
HSBC HLDGS PLC SPONSORED ADR 404280406 175986 2938 X 1838 0 1100
HUANENG PWR INTL SPONSORED ADR 443304100 2412 100 X 100 0 0
ID BIOMEDICAL CORP COM 44936D108 19195 5500 X 5500 0 0
IMAX CORPORATION COM 45245E109 3920 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 92150 3880 X 3880 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 26814 1129 X 1129 0 0
IMPERIAL OIL LTD COM NEW 453038408 576800 22400 X 6600 0 15800
IMPERIAL OIL LTD COM NEW 453038408 757050 29400 X 17400 0 12000
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 2370 100 X 100 0 0
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 20145 850 X 850 0 0
INCO LTD COM 453258402 312786 18122 X 12257 0 5865
INCO LTD COM 453258402 1726 100 X 100 0 0
INFICON HOLDING AG - ADS 45663T109 247500 25000 X 25000 0 0
INFINEON TECHNOLOGIES ADR 45662N103 23450 1000 X 1000 0 0
ING GROEP NV ADR 456837103 1529106 23214 X 16241 0 6973
ING GROEP NV ADR 456837103 98344 1493 X 393 0 1100
INNOGY HLDGS PLC ADR 45769A103 2153 70 X 70 0 0
INTASYS CORPORATION COM 45809M109 150 1000 X 1000 0 0
INTERNET ARCHITECTURE HOLDRS ADR 46060A107 8850 200 X 200 0 0
INTERNET ARCHITECTURE HOLDRS ADR 46060A107 13275 300 X 300 0 0
112
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
INTERNET INFRASTRUCTURE HOLDRS ADR 46059V104 2330 200 X 200 0 0
IONA TECHNOLOGIES ADR 46206P109 28875 750 X 500 0 250
IONA TECHNOLOGIES ADR 46206P109 75460 1960 X 260 0 1700
IPC HOLDINGS LTD COM G4933P101 4732 200 X 200 0 0
IRELAND BK SP ADR 46267Q103 46091 1180 X 180 0 1000
IRELAND BK SP ADR 46267Q103 11718 300 X 300 0 0
JEFFERSON SMURFIT GROUP PLC SP ADR 47508W107 72960 3800 X 0 0 3800
JILIN CHEM INDL LTD SPONSORED ADR 477418107 1205 100 X 100 0 0
KINROSS GOLD CORP COM 496902107 923 1168 X 1168 0 0
KINROSS GOLD CORP COM 496902107 72 91 X 91 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 1118000 55900 X 55900 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 86000 4300 X 4300 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 1613228 51295 X 45408 0 5887
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 19247 612 X 612 0 0
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 10475557 396351 X 361148 0 35203
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 897642 33963 X 30987 0 2976
KOREA ELECTRIC POWER CORP ADR 500631106 2993 315 X 315 0 0
KOREA TELECOM CORP SP ADR 50063P103 1617728 73600 X 73600 0 0
KPNQWEST NV-NY REG CL C COM 500750104 2333 210 X 210 0 0
KYOCERA CORP ADR 501556203 105572 1185 X 1110 0 75
KYOCERA CORP ADR 501556203 198671 2230 X 2230 0 0
LANOPTICS LTD COM M6706C103 1541 167 X 167 0 0
LION BIOSCIENCE AG ADR 536191109 72253 2696 X 2696 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 912896 57056 X 57056 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 927840 57990 X 45600 0 12390
MAGNA INTL INC CL A COM 559222401 39354 640 X 640 0 0
MANULIFE FINANCIAL CORP COM 56501R106 2499089 89541 X 89541 0 0
MANULIFE FINANCIAL CORP COM 56501R106 149011 5339 X 5339 0 0
MARCONI PLC SPONS ADR 566306205 78817 10537 X 0 0 10537
MARCONI PLC SPONS ADR 566306205 27676 3700 X 0 0 3700
MATSUSHITA ELEC INDL LTD ADR 576879209 157763 9985 X 4400 0 5585
MATSUSHITA ELEC INDL LTD ADR 576879209 45820 2900 X 2900 0 0
MDS INC COM 55269P302 19730 1760 X 1760 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 1687840 241120 X 185960 0 55160
METHANEX CORP COM 59151K108 52500 10000 X 0 0 10000
METHANEX CORP COM 59151K108 31500 6000 X 0 0 6000
METSO CORP SPONSORED ADR 592671101 4460 400 X 400 0 0
METTLER-TOLEDO INTL INC COM 592688105 23571 545 X 545 0 0
METTLER-TOLEDO INTL INC COM 592688105 13191 305 X 305 0 0
MFC BANCORP LTD COM NEW 55271X202 2994127 364249 X 362449 0 1800
MICROCELL TELECOMMUN INC CL B COM 59501T304 14333 1575 X 0 0 1575
MILLENNIUM CHEMICALS INC COM 599903101 431183 28650 X 450 0 28200
MILLENNIUM CHEMICALS INC COM 599903101 1159 77 X 77 0 0
113
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
MITSUBISHI TOKYO FIN ADR 606816106 54356 6425 X 6425 0 0
MITSUBISHI TOKYO FIN ADR 606816106 12690 1500 X 1500 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 39246 1550 X 1550 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 179772 7100 X 7100 0 0
NATL WESTMINSTER SER C 8.625% PFD 638539882 13075 500 X 500 0 0
NATL WESTMINSTER SER C 8.625% PFD 638539882 209200 8000 X 8000 0 0
NDS GROUP PLC SPONSORED ADR 628891103 10170 300 X 0 0 300
NEC CORP ADR 629050204 29477 2150 X 1600 0 550
NEWS CORP LTD SPONSORED ADR PFD 652487802 1275912 39380 X 880 0 38500
NEWS CORP LTD SPONSORED ADR PFD 652487802 32400 1000 X 1000 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 268706 7233 X 5013 0 2220
NEWS CORPORATION LTD SPONSORED ADR 652487703 22290 600 X 600 0 0
NICE SYS LTD ADR 653656108 2580 200 X 200 0 0
NIPPON TELEG & TEL CORP ADR 654624105 39235 1475 X 1475 0 0
NOKIA CORP ADR SERIES A 654902204 74825745 3372048 X 3170147 0 201901
NOKIA CORP ADR SERIES A 654902204 24971627 1125355 X 1074645 7435 43275
NORDIC AMER TANKER SHIPPING COM G65773106 2714 158 X 158 0 0
NORTEL NETWORKS CORP COM NEW 656568102 27165175 3008325 X 2616978 0 391347
NORTEL NETWORKS CORP COM NEW 656568102 5198092 575647 X 473840 1175 100632
NOVA CHEMICALS CORP COM 66977W109 3310 160 X 0 0 160
NOVARTIS AG ADR 66987V109 570158 15772 X 6446 0 9326
NOVARTIS AG ADR 66987V109 261220 7226 X 3926 0 3300
NOVO-NORDISK A/S ADR 670100205 258750 5750 X 5750 0 0
NUR MACROPRINTERS M75165106 11100 2000 X 2000 0 0
ORBITAL ENGINE CORP SP ADR 685563306 9150 3000 X 3000 0 0
ORIENTAL FINANCIAL GROUP COM 68618W100 108300 5700 X 0 0 5700
O2MICRO INTERNATIONAL LTD COM G6797E106 272525 24775 X 0 0 24775
PACIFIC CENTY CYBERWORKS SPON ADR 694059106 3057 1065 X 1065 0 0
PACIFIC CENTY CYBERWORKS SPON ADR 694059106 4018 1400 X 1400 0 0
PANAMERICAN BEVERAGES INC CL A COM P74823108 89320 4400 X 0 0 4400
PARTNER COMMUNICATIONS LTD ADR 70211M109 7648 1600 X 1600 0 0
PEAK INTL LTD COM G69586108 2110784 329810 X 324410 0 5400
PEARSON PLC SPONS ADR 705015105 2180 128 X 128 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3060 150 X 150 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 145860 5610 X 10 0 5600
PETROLEO BRASILEIRO SPONS ADR 71654V101 1300133 55585 X 365 0 55220
PETROLEUM GEO SVCS A/S SPONSORED ADR 716597109 56111 5550 X 400 0 5150
PHARMACEUTICAL HOLDRS TR 71712A206 28650 300 X 300 0 0
PIXTECH INC COM 72583K109 1020 1700 X 1700 0 0
PLACER DOME INC COM 725906101 297283 30335 X 19512 0 10823
PLACER DOME INC COM 725906101 2871900 293051 X 293051 0 0
POHANG IRON & STEEL LTD SPON ADR 730450103 1578 80 X 80 0 0
POPULAR INC COM 733174106 385530 11704 X 11704 0 0
114
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
PORTUGAL TELECOM SGPS S A ADR 737273102 45813 6500 X 5000 0 1500
POTASH CORP SASKATCHEWAN INC COM 73755L107 292740 5100 X 5100 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 50225 875 X 875 0 0
PRECISION DRILLING CORP COM 74022D100 90440 2895 X 2495 0 400
PRECISION DRILLING CORP COM 74022D100 13277 425 X 425 0 0
PSI TECHNOLOGIES HLDGS ADR 74438Q109 85350 14225 X 0 0 14225
QIAGEN NV COM N72482107 24255 1100 X 0 0 1100
QLT INC. COM 746927102 19580 1000 X 0 0 1000
QLT INC. COM 746927102 13706 700 X 700 0 0
QUEBECOR WORLD INC 748203106 565868 22384 X 22384 0 0
RANK GROUP PLC SPONSORED ADR 753037100 728 112 X 112 0 0
RANK GROUP PLC SPONSORED ADR 753037100 33 5 X 5 0 0
REED INTL ADR 758212872 204966 5790 X 5790 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1530095 20663 X 2000 0 18663
RENAISSANCERE HOLDINGS LTD COM G7496G103 214745 2900 X 2900 0 0
RESPOL YPF, S.A. COM 76026T205 215997 12965 X 12800 0 165
RESPOL YPF, S.A. COM 76026T205 104958 6300 X 3000 0 3300
REUTERS GROUP PLC-SPONSORED ADR 76132M102 5534867 71188 X 70788 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 9017290 115978 X 112719 606 2653
RHODIA ADR COM 762397107 4560 400 X 400 0 0
RIO TINTO PLC ADR 767204100 73 1 X 1 0 0
RIO TINTO PLC ADR 767204100 7265 100 X 100 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1765637 55436 X 55436 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 127400 4000 X 4000 0 0
ROYAL BK OF SCOTLAND 8.00% PFD ADR 780097861 5188 200 X 200 0 0
ROYAL BK OF SCOTLAND 8.00% PFD ADR 780097861 49286 1900 X 1900 0 0
ROYAL BK OF SCOTLAND 8.50% J PFD ADR 780097853 178908 6800 X 6500 0 300
ROYAL BK SCOTLAND GROUP PFD 780097705 5310 200 X 0 0 200
ROYAL BK SCOTLAND GROUP PFD 780097705 31860 1200 X 1200 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 65504 2535 X 2535 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 156074 6040 X 6040 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 147308 5743 X 5743 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 312930 12200 X 12000 0 200
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 10220 400 X 400 0 0
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 153300 6000 X 6000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 110413084 1894853 X 1723337 0 171516
ROYAL DUTCH PETRO NY SHARES COM 780257804 52608487 902840 X 838306 2400 62134
ROYAL KPN N V SPONSORED ADR 780641205 1166 206 X 206 0 0
RYANAIR HOLDINGS ADR 783513104 10390 200 X 200 0 0
SALIX PHARMACEUTICALS INC COM G77770108 317985 12900 X 0 0 12900
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 8059 309 X 309 0 0
SAP AG SPONS ADR 803054204 573371 16340 X 10885 0 5455
SAP AG SPONS ADR 803054204 28072 800 X 800 0 0
115
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
SCITEX CORPORATION LTD ORD 809090103 2115 300 X 300 0 0
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 201889 6914 X 5814 0 1100
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 390170 13362 X 12635 0 727
SERONO SA COM 81752M101 309380 12400 X 0 0 12400
SHELL TRANS & TRADING PLC ADR 822703609 1674812 33270 X 28621 0 4649
SHELL TRANS & TRADING PLC ADR 822703609 1178057 23402 X 19602 0 3800
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 289322 5213 X 0 0 5213
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 12765 230 X 230 0 0
SIEMENS AG SPONS ADR 826197501 224801 3647 X 250 0 3397
SIEMENS AG SPONS ADR 826197501 75817 1230 X 180 0 1050
SILVERLINE TECHNOLOGIES LTD SPN ADR 828408203 51 17 X 17 0 0
SINOPEC BEIJING YANHUA PETROCHEMICAL 82935N107 745 100 X 100 0 0
SK TELECOM LTD ADR 78440P108 16900 1000 X 1000 0 0
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 429806 12200 X 0 0 12200
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 253656 7200 X 0 0 7200
SMEDVIG ASA SPONSORED ADR 83169H204 91522 11585 X 0 0 11585
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 102395 1950 X 150 0 1800
SONERA GROUP SPONSORED ADR 835433202 1170 150 X 150 0 0
SONY CORP ADR 835699307 2110732 32078 X 25858 0 6220
SONY CORP ADR 835699307 562327 8546 X 3346 0 5200
STELMAR SHIPPING LTD COM V8726M103 609000 35000 X 0 0 35000
STMICROELECTRONICS NV-NY SHS COM 861012102 8208031 245089 X 213012 0 32077
STMICROELECTRONICS NV-NY SHS COM 861012102 66980 2000 X 2000 0 0
STOLT OFFSHORE SA SPON ADR 861567105 94325 7700 X 0 0 7700
STORA ENSO CORP SPONSORED ADR R SHS 86210M106 167407 15808 X 14722 0 1086
STORA ENSO CORP SPONSORED ADR R SHS 86210M106 23891 2256 X 2256 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 2044495 86084 X 67370 0 18714
SUN LIFE FINL SVCS CDA INC COM 866796105 510673 21502 X 21502 0 0
SWISSCOM ADR COM 871013108 5247 220 X 220 0 0
SYNGENTA AG SPONS ADR 87160A100 1057795 97944 X 432 0 97512
SYNGENTA AG SPONS ADR 87160A100 8705 806 X 774 0 32
TAIWAN SEMICONDUCTOR ADR 874039100 2145010 141212 X 141212 0 0
TALISMAN ENERGY INC COM 87425E103 26663 700 X 700 0 0
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 23100 21000 X 21000 0 0
TECNOMATIX TECHNOLOGIES LTD COM M8743P105 558 62 X 62 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 444222 11100 X 0 0 11100
TELE CELULAR SUL PARTICIPACOES ADR 879238103 1010 50 X 0 0 50
TELE CENTRO OESTE CELULAR ADR 87923P105 1436 166 X 0 0 166
TELE NORTE CELULAR PARTICIPACOES ADR 87924Y105 270 10 X 0 0 10
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 651228 13930 X 490 0 13440
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 18700 400 X 400 0 0
TELECOM ARGENTINA STET-FRANCE ADR 879273209 3090 200 X 200 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 40819 2249 X 2249 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 3630 200 X 0 0 200
116
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
TELECOM ITALIA SPA ADR 87927W106 68640 780 X 530 0 250
TELECOM ITALIA SPA ADR 87927W106 6600 75 X 75 0 0
TELECOMUNICACOES DE S.P. SPON ADR 87929A102 2258 200 X 200 0 0
TELECOMUNICACOES DE S.P. SPON ADR 87929A102 4516 400 X 400 0 0
TELEFONICA DE ESPANA ADR 879382208 2757324 74042 X 47264 0 26778
TELEFONICA DE ESPANA ADR 879382208 306299 8225 X 8225 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 5214234 148596 X 148596 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 294054 8380 X 7380 0 1000
TELELESTE CELULAR PARTICIPACOES ADR 87943B102 409 10 X 0 0 10
TELEMIG CELULAR PARTICIPACOES ADR 87944E105 1033 25 X 0 0 25
TELENORDESTE CELULAR PAR ADR 87924W109 815 25 X 0 0 25
TELENORTE LESTE PARTICIP ADR 879246106 8866 581 X 23 0 558
TELENORTE LESTE PARTICIP ADR 879246106 702 46 X 46 0 0
TELESP CELULAR PARTICIPA ADR 87952L108 3030 200 X 0 0 200
TELESUDESTE CELULAR PAR ADR 879252104 788 40 X 40 0 0
TELESUDESTE CELULAR PAR ADR 879252104 1576 80 X 80 0 0
TERRA NETWORKS SA SPONSORED 88100W103 39222 5154 X 4724 0 430
TERRA NETWORKS SA SPONSORED 88100W103 647 85 X 85 0 0
TESCO CORP COM 88157K101 675000 60000 X 60000 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 99680 1600 X 1600 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 355235 5702 X 1702 0 4000
TOKIO MARINE & FIRE INS LTD SPN ADR 889090403 5581 120 X 120 0 0
TOKIO MARINE & FIRE INS LTD SPN ADR 889090403 11162 240 X 240 0 0
TOMKINS PLC SPONSORED ADR 890030208 3328 320 X 320 0 0
TOMKINS PLC SPONSORED ADR 890030208 20800 2000 X 2000 0 0
TORONTO DOMINION BK COM 891160509 115155 4500 X 600 0 3900
TORONTO DOMINION BK COM 891160509 148422 5800 X 5800 0 0
TOTAL FINA ELF S A ADR 89151E109 2474339 35247 X 27504 0 7743
TOTAL FINA ELF S A ADR 89151E109 205967 2934 X 664 0 2270
TOYOTA MOTOR CORP ADR 2 892331307 70450 1000 X 1000 0 0
TRANSCANADA PIPELINES COM 893526103 12330 1000 X 200 0 800
TRIKON TECHNOLOGIES INC COM NEW 896187408 7000 500 X 0 0 500
TRINITY BIOTECH PLC SPONSORED ADR 896438108 178 100 X 100 0 0
TRIZEC HAHN CORP COM 896938107 2846917 156510 X 10 0 156500
TRIZEC HAHN CORP COM 896938107 27285 1500 X 1000 0 500
TTI TEAM TELECOM INTL LTD M88258104 9720 500 X 500 0 0
TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 7767 614 X 614 0 0
TURKCELL ILETISIM HIZMETLERI ADR 900111105 1229 439 X 439 0 0
UBS AG REG COM H8920G155 17041 120 X 120 0 0
UBS AG REG COM H8920G155 55384 390 X 390 0 0
ULTRA PETE CORP COM 903914109 3012960 627700 X 626700 0 1000
ULTRA PETE CORP COM 903914109 72000 15000 X 5000 0 10000
UNIBANCO-UNIAO DE BRANCOS ADR 90458E107 7635 300 X 0 0 300
117
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
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
UNILEVER NV NY SHARES COM 904784709 13527930 227093 X 169406 0 57687
UNILEVER NV NY SHARES COM 904784709 2355338 39539 X 33982 0 5557
UNILEVER PLC SPONSORED ADR 904767704 2547135 73830 X 345 0 73485
UNILEVER PLC SPONSORED ADR 904767704 397268 11515 X 5930 0 5585
UNITED MICROELECTRONICS CORP ADR 910873207 13350 1500 X 1500 0 0
UPM KYMMENE CORP ADR 915436109 11340 400 X 400 0 0
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 817452 14094 X 2885 0 11209
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 234900 4050 X 2370 0 1680
VODAFONE GROUP PLC ADR NEW 92857W100 66029723 2954350 X 2875491 0 78859
VODAFONE GROUP PLC ADR NEW 92857W100 23310804 1042989 X 944883 390 97716
VOLVO AKTIEBOLAGET ADR B 928856400 56240 3700 X 3700 0 0
W P STEWART & CO LTD COM G84922106 26950 1100 X 0 0 1100
WESTCOAST ENERGY INC COM 95751D102 24011 1020 X 1020 0 0
WESTCOAST ENERGY INC COM 95751D102 20951 890 X 890 0 0
WILLBROS GROUP INC COM 969199108 2618980 201460 X 200460 0 1000
WILLIS GROUP HOLDINGS LTD COM G96655108 48369 2725 X 0 0 2725
WILLIS GROUP HOLDINGS LTD COM G96655108 35500 2000 X 2000 0 0
WPP GROUP PLC ADR 929309300 160800 3200 X 3200 0 0
XCELERA INC COM G31611109 4968 1200 X 1200 0 0
XL CAP LTD CL A COM G98255105 2565132 31244 X 5219 0 26025
XL CAP LTD CL A COM G98255105 488002 5944 X 1836 0 4108
YANZHOU COAL MINING SPON ADR 984846105 2390 100 X 100 0 0
ZEMEX CORP COM 988910105 18 3 X 3 0 0
ZI CORPORATION COM 988918108 7450 1000 X 0 0 1000
360NETWORKS INC COM 88575T205 21 100 X 100 0 0
118
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - DOMESTIC
--------------------------
APARTMENT INVEST CONV CL P FLT RT PF 03748R861 11353 477 X N.A. N.A. N.A.
CABCO -J C PENNEY 7.625% PFD 126797208 9900 500 X N.A. N.A. N.A.
119
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - CONVERTIBLE
-----------------------------
AES TR III 6.75% PFD 00808N202 34500 500 X N.A. N.A. N.A.
AK STL HLDG CORP PFD CONV STK SER B 001547306 230000 5000 X N.A. N.A. N.A.
AMER HM PRODS $2.00 CONV PFD 026609206 78200 46 X N.A. N.A. N.A.
BELCO OIL & GAS CONV PFD 6.50% SER 077410207 353 20 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CONV $5 087509303 16160 800 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CV $2.50 087509402 13470 1289 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 3000 5 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 24000 40 X N.A. N.A. N.A.
BROADWING INC SER B 6.75% PFD 111620407 1662500 35000 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 77220 6500 X N.A. N.A. N.A.
CHIEFTAIN INTL FDG CORP CONV PFD 168672202 35870 1000 X N.A. N.A. N.A.
CHIQUITA BRAND CONV SER A $2.875 PFD 170032403 600 100 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 8600 200 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 28350 1500 X N.A. N.A. N.A.
CEPHALON INC CONVERTIBLE REG 156708406 4981473 24861 X 24861
DUKE ENERGY CORP 8.25% CONV PFD 264399585 202635 7900 X N.A. N.A. N.A.
DUKE ENERGY CORP 8.25% CONV PFD 264399585 114143 4450 X N.A. N.A. N.A.
EL PASO ENERGY CAP TR I 4.75% PFD 283678209 1643750 25000 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 266750 5500 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS 7.25% PFD 29476L859 36472 1445 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS 7.25% PFD 29476L859 37860 1500 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 2400 12 X N.A. N.A. N.A.
FREEPORT-MCMORAN COPPER & GOPFD DEP 35671D501 14200 1000 X N.A. N.A. N.A.
GLENBOROUGH RLTY TR INC 7.75% PFD 37803P204 7876 400 X N.A. N.A. N.A.
HARCOURT GEN INC SER A CONV VR RT PF 41163G200 60000 800 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 15900 1500 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 32914 700 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 70530 1500 X N.A. N.A. N.A.
MPOWER COMM CORP PFD 7.25% CONV 62473J205 79500 30000 X N.A. N.A. N.A.
NEWMONT MNG CORP CONV $3.25 PFD 651639601 7848 200 X N.A. N.A. N.A.
OWENS ILL INC SER 4.75% PFD 690768502 1420 100 X N.A. N.A. N.A.
PHARMACIA CORP 6.50% CONV PFD 71713U201 38380 950 X N.A. N.A. N.A.
PHARMACIA CORP 6.50% CONV PFD 71713U201 45450 1125 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 12445 131 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 2945 31 X N.A. N.A. N.A.
RECKSON SERIES A 7.625% CONV PFD 75621K205 2315000 100000 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 875944 21926 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 39191 981 X N.A. N.A. N.A.
TANGER FACTORY OUTLET CTRS INC PFD A 875465205 13200 600 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 56250 250 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 71550 318 X N.A. N.A. N.A.
TRW INC PREF SER 1 CONV $4.40 872649504 8840 26 X N.A. N.A. N.A.
TRW INC PREF SER 1 CONV $4.40 872649504 68000 200 X N.A. N.A. N.A.
WHX CORP PFD 929248201 5400 900 X N.A. N.A. N.A.
120
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - CONVERTIBLE
-----------------------------
CEPHALON INC
CONVERTIBLE REG 156708406 4981473 24861 X 24861
WHX CORP PFD B 929248300 1020 200 X N.A. N.A. N.A.
121
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - FOREIGN
-------------------------
NATL AUSTRALIA BK CONV PFD 7.875% 632525309 137060 4400 X N.A. N.A. N.A.
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 74460 3000 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 88876 3400 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 31368 1200 X N.A. N.A. N.A.
122
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
DOMESTIC CONVERTIBLE BONDS
--------------------------
ADAPTEC INC 4 3/4% REGS CONV 00651FAC2 123077 1435000 X 1,435,000
AETHER SYS INC REGS CONV 00808VAA3 410010 7153000 X 7,153,000
AFFYMETRIX INC_4.75 00826TAD0 476849 7552000 X 7,552,000
AFFYMTRIX INC 00826TAB4 1582047 22394000 X 2,394,000
ALKERMES INC. REG CONV 01642TAB4 975317 13312000 X 3,312,000
AMERICA ONLINE_0.00% 02364JAC8 287575 5360000 X 5,360,000
AMERITRADE HLD_ REG 03072HAB5 81730 1139000 X 1,139,000
AMKOR TECH INC 5.75 031652AL4 139752 1500000 X 1,500,000
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 977713 1070000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 246713 270000 X N.A. N.A. N.A.
BANKATLANTIC BNC 5.625% 12/01/07 065908AC9 5520 6000 X N.A. N.A. N.A.
BEA SYSTEMS INC 073325AD4 918394 7704000 X 7,704,000
BEA SYSTEMS INC CONVERTIBLE 073325AB8 177911 356000 X 356,000
BENCHMARK ELECTR 08160HAC5 1198805 13735000 X 3,735,000
BISYS GROUP INC 055472AA2 47489 430000 X 430,000
BROOKS AUTOMAT_4.75 6-01-08 11434AAA8 46384 500000 X 500,000
CAREMATRIX CORPORATION 6.25% 141706AC5 263 66000 X 66,000
CEPHALON INC 5.25 156708AB5 6729100 59802000 X 9,802,000
CITRIX SYSTEMS INC 0% 177376AB6 31691 567000 X 567,000
COMVERSE TECHNOLOGY INC 205862AJ4 443869 5385000 X 5,385,000
CONEXANT SYS INC 4.00% 2/01/07 207142AF7 104938 230000 X N.A. N.A. N.A.
COR THERAPEUTICS 4.50 217753AE2 490075 5000000 X 5,000,000
COR THERAPEUTICS 5.00% 217753AD4 609376 5767000 X 5,767,000
CRITICAL PATH__5.75 22674VAB6 156800 7840000 X 7,840,000
CV THERAPEUTICS_4.75 126667AB0 466696 4425000 X 4,425,000
CYMER INC 7 1/4 CONV UNTIL 232572AC1 658930 6865000 X 6,865,000
CYPRESS SEMICON 232806AF6 705040 8542000 X 8,542,000
CYPRESS SEMICON_4.00 232806AE9 946163 10275000 X 0,275,000
DOUBLECLICK 4.75 258609AC0 1799 25000 X 25,000
E TRADE 6.75 05-15-08 269246AC8 1956891 23610000 X 3,610,000
E*TRADE GROUP_6.00% 269246AB0 2209324 37714000 X 7,714,000
FIN FED CORP CONV DUE 5/01/05 317492AC0 2401267 23174000 X 3,174,000
GETTY IMAGES INC 4 3/4 374276AC7 29877 295000 X 295,000
GETTY IMAGES INC 5.00 374276AE3 79698 1007000 X 1,007,000
GLOBESPAN INC 5.25 379571AA0 243215 3040000 X 3,040,000
HEALTHSOUTH REHAB 3.25% 4/01/03 421924AF8 259875 275000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 3977 5000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 134775 150000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 247088 275000 X N.A. N.A. N.A.
HUMAN GENOME 444903AF5 1147139 9200000 X 9,200,000
HUMAN GENOME_3.75 444903AH1 996317 12435000 X 2,435,000
I2 TECHNOLOGIES 5.25 465754AF6 141761 1624000 X 1,624,000
IBASIS INC__5.75% 450732AA0 24659 615000 X 615,000
IMCLONE SYSTEMS 5.50 45245WAD1 163497 1472000 X 1,472,000
INCO LTD 7.75% 3/15/16 453258AH8 24328 25000 X N.A. N.A. N.A.
INTERMUNE INC 5.75 45884XAA1 318000 3000000 X 3,000,000
INTERNET CAP GRP 5 1/2% 46059CAA4 37297 1286000 X 1,286,000
JABIL CIRCUIT 1.75 466313AA1 13648 130000 X 130,000
JACOBSON STORES INC 6.75% 12/15/11 469834AC9 10650 15000 X N.A. N.A. N.A.
JUNIPER NETWORKS 4.75% 3/15/07 48203RAA2 409630 575000 X N.A. N.A. N.A.
JUNIPER NETWORKS 4.75 48203RAA2 1246594 17899000 X 7,899,000
JUNIPER NETWORKS 4.75 48203RAA2 69646 1000000 X 1,000,000
KENT ELECTRS CO CONV 4.50% 9/01/04 490553AA2 118800 120000 X N.A. N.A. N.A.
LAM RESEARCH 4.0 512807AD0 233808 2400000 X 2,400,000
LATTICE SEMICOND 518415AC8 1382669 10076000 X 0,076,000
LSI LOGIC__4.00% 502161AE2 554954 6766000 X 6,766,000
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 2481232 3020000 X N.A. N.A. N.A.
LSI LOGIC CORPORATION 4 1/4% 502161AD4 1873568 13879000 X 3,879,000
MARRIOTT INT'L 571903AA1 42830 500000 X 500,000
MARSH SUPERMARKETS 7.00% 2/15/03 571783AB5 9900 10000 X N.A. N.A. N.A.
MERCURY INTERACTIVE CORP 4.75% 589405AB5 286161 3340000 X 3,340,000
MSC SOFTWARE CORP 7.875% 8/18/04 553531AA2 1330022 1074765 X N.A. N.A. N.A.
NABI INC 6 1/2 % REG 628716AB8 103626 1179000 X 1,179,000
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 69281 75000 X N.A. N.A. N.A.
NTL COMM CORP 6.75 62941AAA7 222645 3750000 X 3,750,000
NVIDIA CORP_4.75% 67066GAA2 235764 1934000 X 1,934,000
ONI SYSTEMS CORP 5.00% 68273FAA1 534303 7000000 X 7,000,000
PETSMART INC 6.75% 11/01/04 716768AB2 934400 1000000 X N.A. N.A. N.A.
P-COM INC 4 1/4% CONV DUE 693262AC1 79304 2100000 X 2,100,000
PHOTRONICS INC 6% CONV DUE 719405AA0 2019449 19251000 X 9,251,000
QUANTUM CORP 7% CONV DUE 747906AC9 274625 3172000 X 3,172,000
RATIONAL SOFTWARE CORP 5.00% 75409PAC7 354691 3365000 X 3,365,000
READ RITE CORP 6 1/2% CONV 755246AA3 41651 601000 X 601,000
REDBACK NETWORKS_5.00% 757209AB7 1244466 21638000 X 1,638,000
ROCHE HLDGS INC HOFFMAO_144A 771196AG7 21735 300000 X 300,000
SANMINA CORP 4.25% SUB NOTES 800907AB3 565083 4512000 X 4,512,000
SCI SYSTEMS INC_3.00% 783890AF3 353581 4433000 X 4,433,000
SEMTECH CORP 816850AD3 411966 4179000 X 4,179,000
SEPRACOR INC 817315AH7 514376 6013000 X 6,013,000
SEPRACOR INC 5% 2-15-07 REG 817315AL8 898733 13375000 X 3,375,000
SILICON GRAPHICS INC 5.25% 9/01/04 827056AC6 83958 275000 X N.A. N.A. N.A.
SOLECTRON CORP_ZERO COUPON 834182AK3 407219 8267000 X 8,267,000
SPORTSLINE.COM INC 848934AC9 12891 430000 X 430,000
THERMO ELECTRON CORP 4.25% 1/01/03 883556AF9 97125 100000 X N.A. N.A. N.A.
THERMO ELECTRON CORP 4.25% 1/01/03 883556AF9 24281 25000 X N.A. N.A. N.A.
TRANSWITCH CORP 4.50% 894065AA9 3141 45000 X 45,000
TRIQUINT SEMICON 89674KAB9 112012 1570000 X 1,570,000
VERUTAS SOFTWARE 1.856% 92343RAA1 40736 210000 X 210,000
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 14559 19000 X N.A. N.A. N.A.
XM SATELLITE RADIO 7.75% 3/01/06 983759AA9 19819 15000 X N.A. N.A. N.A.
123
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- -------- -------- -------- -------- --------
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
VITESSE
SEMICONDUCTOR_4.00% Corporate Bond 928497AB2 499,255,952 6,227,000 X 6,227,000
27
124
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
CLOSED-END INVESTMENTS
----------------------
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 303347 73807 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 52501 12774 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 116 19 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 44994 7340 X N.A. N.A. N.A.
ACM GOVT INC FUND * 000912105 89938 10314 X N.A. N.A. N.A.
ACM GOVT INC FUND * 000912105 211565 24262 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 139418 16025 X N.A. N.A. N.A.
ACM MANAGED DOLLAR INCOME FD * 000949107 2536 315 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 140280 7850 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 671858 37597 X N.A. N.A. N.A.
ALL AMERN TERM TR INC * 016440109 29376 2400 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD * 01852M108 147826 5356 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 237942 21710 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 40201 3668 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 4148 400 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 12444 1200 X N.A. N.A. N.A.
AMERICAN SELECT PORTFOLIO FD * 029570108 8057 642 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 11800 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 15694 1330 X N.A. N.A. N.A.
ARGENTINA FD INC * 040112104 18956 1601 X N.A. N.A. N.A.
ASA LTD COM * 002050102 33916 1772 X N.A. N.A. N.A.
ASA LTD COM * 002050102 67756 3540 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 18345 2221 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 28026 3393 X N.A. N.A. N.A.
AUSTRIA FD INC * 052587102 161 26 X N.A. N.A. N.A.
AUSTRIA FD INC * 052587102 12400 2000 X N.A. N.A. N.A.
BANCROFT CONVERTABLE FD * 059695106 9159 431 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 46375 350 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 92750 700 X N.A. N.A. N.A.
BLACKROCK FLA INSD MUN 2008 TERM TR * 09247H106 120000 8000 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 227812 31773 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 31548 4400 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 37080 3600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 15600 1000 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 108271 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 6068 592 X N.A. N.A. N.A.
BLACKROCK NORTH AMER GOVT INC TR * 092475102 1042440 102000 X N.A. N.A. N.A.
BLACKROCK NORTH AMER GOVT INC TR * 092475102 10220 1000 X N.A. N.A. N.A.
BLACKROCK STRATEGIC TERM TR INC * 09247P108 910052 94600 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC * 095333100 347921 43220 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 30300 2000 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 10575 500 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 31725 1500 X N.A. N.A. N.A.
125
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
CLOSED-END INVESTMENTS
----------------------
B2B INTERNET HOLDERS TR * 056033103 15625 2500 X N.A. N.A. N.A.
B2B INTERNET HOLDERS TR * 056033103 625 100 X N.A. N.A. N.A.
CENTRAL FUNDS OF CANADA LTD A * 153501101 329 100 X N.A. N.A. N.A.
CENTRAL SECURITIES CORP * 155123102 149907 5073 X N.A. N.A. N.A.
CHARTWELL DIV & INC FD INC * 16139P104 13992 1200 X N.A. N.A. N.A.
CHILE FUND INC * 168834109 74208 7730 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 1778 134 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 33215 2503 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 19772 4799 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 28467 1719 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 22373 1351 X N.A. N.A. N.A.
CNA INCOME SHS INC FUND * 126119106 2084 256 X N.A. N.A. N.A.
CNA INCOME SHS INC FUND * 126119106 4070 500 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 140396 21666 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 18526 2859 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB * 195762109 38727 4431 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 34531 3488 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 32538 5405 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 60200 10000 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 92 11 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 8350 1000 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 99225 10500 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 56 10 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 19220 3420 X N.A. N.A. N.A.
DELAWARE GROUP DIVIDEND & INCOME FD * 245915103 174696 12523 X N.A. N.A. N.A.
DRESNER RCM GLB STRATEGIC INCOM FD * 26157B101 132538 18720 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 10901 1243 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 84192 9600 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 12119 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 38736 4304 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 130653 14517 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 77385 8312 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 62489 6712 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 41646 3020 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 33579 2435 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND * 264324104 527034 48890 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND * 264324104 101591 9424 X N.A. N.A. N.A.
DUFF & PHELPS UTILS TAX FREE INCOME * 264325101 170241 11930 X N.A. N.A. N.A.
DUFF & PHELPS UTILS TAX FREE INCOME * 264325101 7135 500 X N.A. N.A. N.A.
EASTERN AMERN NAT GAS TR SPRS RCT UT * 276217106 17130 1000 X N.A. N.A. N.A.
EATON VANCE NEW JERSEY MUNICIPAL INC * 27826V106 123488 9999 X N.A. N.A. N.A.
EATON VANCE SENIOR INCOME FUND * 27826S103 67130 7509 X N.A. N.A. N.A.
ELLSWORTH CONV GROWTH & INCOME FD * 289074106 11137 1267 X N.A. N.A. N.A.
126
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
CLOSED-END INVESTMENTS
----------------------
EMERGING MARKETS INCOME FUND * 290918101 28200 2000 X N.A. N.A. N.A.
ENERPLUS RESOURCE FUND * 29274D604 27855 1500 X N.A. N.A. N.A.
EUROPEAN WARRANT FUND INC * 298792102 1699 274 X N.A. N.A. N.A.
FIRST FINANCIAL FUND INC * 320228109 33282 2529 X N.A. N.A. N.A.
FIRST ISRAEL FUND INC * 32063L100 13939 1239 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 3795 250 X N.A. N.A. N.A.
FORTIS SECURITIES INC COM * 34955T100 27548 3496 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD * 86330E885 11434 130 X N.A. N.A. N.A.
FRANKLIN MULTI INCOME TRUST * 354021107 435 50 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 18864 2355 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 247773 21583 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 129781 11305 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 4293 410 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 5884 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 37514 4215 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 3293 370 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 243569 6459 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 347347 9211 X N.A. N.A. N.A.
GERMANY FUND INC * 374143105 33 4 X N.A. N.A. N.A.
GERMANY FUND INC * 374143105 48157 5802 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 47608 3430 X N.A. N.A. N.A.
GLOBAL PARTNERS INCOME FD INC * 37935R102 11168 933 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 38933 1456 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 3262 122 X N.A. N.A. N.A.
H & Q LIFE SCIENCES INVS * 404053100 7319 322 X N.A. N.A. N.A.
HANCOCK J PATRIOT GLOBAL DIV FD * 41013G103 39060 3100 X N.A. N.A. N.A.
HANCOCK JOHN FINL TRENDS FD * 41014X105 32235 2100 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 42180 2812 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 119970 7998 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 4841 245 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 30332 1535 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 30375 2500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 24300 2000 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIV FD II * 41013T105 7700 700 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 86687 9547 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 222396 24493 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT SELECT DIVID TR * 41013U102 21830 1475 X N.A. N.A. N.A.
HATTERAS INCOME SECS INC FD * 419025101 14090 1000 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 23823 2853 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 23597 2826 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC * 429904105 13185 2250 X N.A. N.A. N.A.
HIGH YIELD PLUS FD INC * 429906100 23299 4198 X N.A. N.A. N.A.
HYPERION TOTAL RETURN FD INC * 449145101 3339 356 X N.A. N.A. N.A.
127
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
CLOSED-END INVESTMENTS
----------------------
HYPERION 2002 TERM TR INC * 448915108 1124805 120300 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 331820 35300 X N.A. N.A. N.A.
INDIA FUND INC * 454089103 3108 300 X N.A. N.A. N.A.
INDIA GROWTH FUND INC * 454090101 12358 1480 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 178982 13549 X N.A. N.A. N.A.
INTERMEDIATE MUNI FD INC COM * 45880P104 20185 2107 X N.A. N.A. N.A.
ISHARES DJ US CONSUMER CYCLIC FD * 464287580 12210 200 X N.A. N.A. N.A.
ISHARES DOW JONES U S FINL SECTOR * 464287788 14457 170 X N.A. N.A. N.A.
ISHARES DOW JONES U S UTILS SECTOR * 464287697 29720 380 X N.A. N.A. N.A.
ISHARES INC MSCI JAPAN INDEX FD * 464286848 28644 2800 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD * 464286699 14175 900 X N.A. N.A. N.A.
ISHARES MSCI AUSTRALIA FD * 464286103 1938 200 X N.A. N.A. N.A.
ISHARES MSCI EMU INDEX FUND * 464286608 24072 400 X N.A. N.A. N.A.
ISHARES MSCI FRANCE * 464286707 62000 3100 X N.A. N.A. N.A.
ISHARES MSCI HONG KONG INDEX FD * 464286871 2016 200 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD * 464286673 1086 200 X N.A. N.A. N.A.
ISHARES MSCI SWEDEN FD * 464286756 1355 100 X N.A. N.A. N.A.
ISHARES MSCI SWITZERLAND * 464286749 4035 300 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 19110 300 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 226058 1749 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 * 464287689 2386 35 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 44469 486 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD * 464287879 63659 753 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 9202 75 X N.A. N.A. N.A.
ISHARES S & P 500/BARRA VALUE FD * 464287408 20957 339 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 42109 360 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD * 464287887 81803 1061 X N.A. N.A. N.A.
ISHARES TR - RUSSELL 2000 INDEX FD * 464287655 89672 880 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD * 464287564 55341 650 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 14207 280 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 12300 200 X N.A. N.A. N.A.
ITALY FD INC * 465395101 26168 3271 X N.A. N.A. N.A.
ITALY FD INC * 465395101 35224 4403 X N.A. N.A. N.A.
JARDINE FLEMING CHINA REGION FD INC * 471110106 5162 666 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 24871 2804 X N.A. N.A. N.A.
KOREA EQUITY FUND INC * 50063B104 3060 1000 X N.A. N.A. N.A.
KOREA FD * 500634100 8252 780 X N.A. N.A. N.A.
KOREA FD * 500634100 13754 1300 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 26839 2018 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 4668 351 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 19034 1453 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 61059 4661 X N.A. N.A. N.A.
LIBERTY ALL-STAR GROWTH FD INC COM * 529900102 7988 833 X N.A. N.A. N.A.
128
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
CLOSED-END INVESTMENTS
----------------------
MA HLTH & ED TAX EX TR SBI * 575672100 79315 5832 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 5440 400 X N.A. N.A. N.A.
MALAYSIA FD INC * 560905101 872 249 X N.A. N.A. N.A.
MALAYSIA FD INC * 560905101 1750 500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 41200 5000 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 12080 1466 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 65685 9085 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO II INC * 561663105 20780 2000 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 7336 700 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 62241 5939 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 92578 7879 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 306381 26075 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 203528 8240 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 587687 23793 X N.A. N.A. N.A.
MEXICO FD INC * 592835102 13372 690 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 87981 10055 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2625 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 718170 111000 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 395935 57970 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 245293 35914 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 12652 2005 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 37860 6000 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 34 4 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 163795 19546 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 55721 585 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 33338 350 X N.A. N.A. N.A.
MORGAN STANLEY ASIA-PACIFIC FUND INC * 61744U106 876720 104000 X N.A. N.A. N.A.
MORGAN STANLEY DEAN WITTER GOVT FD * 61745P106 42432 4800 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND * 616988101 14200 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744G107 9390 1067 X N.A. N.A. N.A.
MSDW HIGH INCOME ADV TRST II * 61745P304 10855 6500 X N.A. N.A. N.A.
MSDW INCOME SECURITIES FUND * 61745P874 14360 800 X N.A. N.A. N.A.
MSDW INSURED MUNI INCOME * 61745P791 94724 6879 X N.A. N.A. N.A.
MSDW INSURED MUNI TRUST * 61745P866 10598 700 X N.A. N.A. N.A.
MSDW MUNI INCOME OPPORTUNITIES TR * 61745P452 4245 500 X N.A. N.A. N.A.
MSDW MUNI PREMIUM INCOME TRUST * 61745P429 16703 1860 X N.A. N.A. N.A.
MSDW NY QUALITY MUNI SECS * 61745P528 121329 9333 X N.A. N.A. N.A.
MSDW QUALITY MUNI INCOME * 61745P734 172800 12000 X N.A. N.A. N.A.
MSDW QUALITY MUNI INCOME * 61745P734 41760 2900 X N.A. N.A. N.A.
MSDW QUALITY MUNI SEC * 61745P585 130020 9732 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 32340 3696 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5380 500 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 4827 396 X N.A. N.A. N.A.
129
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
CLOSED-END INVESTMENTS
----------------------
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 16816 1321 X N.A. N.A. N.A.
MUNIINSURED FD INC * 626245104 9702 1100 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 139855 15505 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 60254 6680 X N.A. N.A. N.A.
MUNIYIELD CA INSD FD II INC * 62629L104 138900 10000 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 19705 1451 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 78533 5783 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 115130 7940 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 244833 16885 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD * 62630J106 55013 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 65762 4551 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 90688 6276 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 124586 8418 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 19438 1501 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 50984 3716 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 2718784 59492 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 678051 14837 X N.A. N.A. N.A.
NEW GERMANY FD INC * 644465106 18051 2564 X N.A. N.A. N.A.
NEW GERMANY FD INC * 644465106 10124 1438 X N.A. N.A. N.A.
NUVEEN CALIF INVT QUALITY MUN FD INC * 67062A101 62720 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 24450 1500 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 206603 12675 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * 67066V101 33000 2200 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD * 670970102 34753 2334 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 195250 13410 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 39370 2704 X N.A. N.A. N.A.
NUVEEN INSD NY PREM INCOME MUN FD * 67101R107 17856 1240 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 57024 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 34383 2653 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 86089 5966 X N.A. N.A. N.A.
NUVEEN INSURED FLORIDA PREMIUM INC * 67101V108 7270 500 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC * 67062E103 91968 6400 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC * 67062E103 8622 600 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 70460 4657 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 104526 7330 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 95970 6730 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD INC COM * 67062H106 378270 26196 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD INC COM * 67062H106 235401 16302 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 22686 1900 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 17313 1450 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 221068 23977 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 1002952 108780 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 29120 2000 X N.A. N.A. N.A.
130
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
CLOSED-END INVESTMENTS
----------------------
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 109380 7665 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 116128 7635 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 827902 53413 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 729275 47050 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 33175 2184 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 45570 3000 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 32690 3500 X N.A. N.A. N.A.
NUVEEN NY PERFORMANCE MUNI FD * 67062R104 84535 5500 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 60777 4017 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 132312 8745 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 13842 998 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 2774 200 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD INC * 67062P108 663640 47000 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD INC * 67062P108 340292 24100 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 18500 1275 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 643736 44365 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 85719 6359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 29683 2202 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 57931 3888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 45532 3062 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 752826 53966 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 399821 28661 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD INC * 670977107 48654 3283 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD INC * 670977107 454307 30655 X N.A. N.A. N.A.
NUVEEN SELECT MAT MUN FD SBI * 67061T101 17882 1598 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 82010 5715 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 10541 720 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 7320 500 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 15040 1000 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 74054 8330 X N.A. N.A. N.A.
PACIFIC AMERN INCOME SHS INC FD * 693796104 101 7 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 169168 6208 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 12235 449 X N.A. N.A. N.A.
PILGRIM PRIME RATE TR NEW * 72146W103 920 120 X N.A. N.A. N.A.
PILGRIM PRIME RATE TR NEW * 72146W103 71454 9316 X N.A. N.A. N.A.
PIONEER INTEREST SHARES INC FUND * 723703104 5850 500 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 123238 26333 X N.A. N.A. N.A.
PUTNAM HIGH INCOME CONV & BD FD * 746779107 11760 1600 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 8080 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 472730 41000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR II * 746806108 86542 6940 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR II * 746806108 12470 1000 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 26639 3041 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 8322 950 X N.A. N.A. N.A.
131
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
CLOSED-END INVESTMENTS
----------------------
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 29739 4472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 133000 20000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 118767 18385 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 31925 4942 X N.A. N.A. N.A.
PUTNAM MUN OPPORTUNITIES TR FD * 746922103 18998 1400 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 25280 4000 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 55534 8787 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 82827 6270 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 15416 1167 X N.A. N.A. N.A.
R O C TAIWAN FD * 749651105 2347 508 X N.A. N.A. N.A.
R O C TAIWAN FD * 749651105 23100 5000 X N.A. N.A. N.A.
RCM STRATEGIC GLOBAL GOVT FD * 74936A101 106800 10000 X N.A. N.A. N.A.
RENAISSANCE CAP GROWTH & INCM FDIII * 75966V105 7371 702 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 26722 2567 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 69649 4302 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 196282 13191 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 222649 14963 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 97170 8298 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 25317 2162 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC * 79547Q106 11940 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC * 79548T109 70450 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 55030 5553 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 3552 600 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 32714 5526 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 97936 12242 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR * 81118Q101 36543 3900 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR * 81118R604 80430 7000 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR * 81118R604 5745 500 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 73280 8000 X N.A. N.A. N.A.
SEMICONDUCTOR HOLDRS TR * 816636203 28920 600 X N.A. N.A. N.A.
SEMICONDUCTOR HOLDRS TR * 816636203 14460 300 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 21210 3500 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 2727 450 X N.A. N.A. N.A.
SINGAPORE FD INC * 82929L109 1268 234 X N.A. N.A. N.A.
SMALLCAP FUND * 831680103 3666 300 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 75426 1300 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 193381 3333 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 9318 1015 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 55080 6000 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 81173 7209 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 36708 3260 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 94936 8163 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 13619 1171 X N.A. N.A. N.A.
132
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
CLOSED-END INVESTMENTS
----------------------
TAIWAN FUND INC * 874036106 33 3 X N.A. N.A. N.A.
TCW / DW TERM TR 2003 * 87234U108 890162 87100 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 134449 14535 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 48100 5200 X N.A. N.A. N.A.
TCW DW TERM TR 2002 SH BEN INT * 87234T101 51250 5000 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 5740 610 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 87600 10000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 5490 500 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 4941 450 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 33848 3842 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 35240 4000 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 73624 11450 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 6430 1000 X N.A. N.A. N.A.
THAI FD INC * 882904105 40 11 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 775839 35638 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 411083 18883 X N.A. N.A. N.A.
TURKISH INVESTMENT FUND * 900145103 47 8 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD * 920934106 15270 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 281267 20235 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 6950 500 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 23310 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR * 920919107 19054 1400 X N.A. N.A. N.A.
VAN KAMPEN AMERN CAP STRAT SECTR MUN * 920943107 18742 1520 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 89469 4672 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 8604 1800 X N.A. N.A. N.A.
VAN KAMPEN INCOME TRUST * 920957107 8460 1200 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 51415 3500 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 2938 200 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 12248 969 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 17780 2000 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 15389 1731 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 51083 3475 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 46217 3144 X N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUN TR * 920924107 26078 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 418860 53700 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 574173 39300 X N.A. N.A. N.A.
ZENIX INCOME FD INC * 989414107 47 10 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 19860 1996 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 21184 2129 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 30061 4118 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 12256 625 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 7354 375 X N.A. N.A. N.A.
133
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
BONDS FUNDS - GOVT
------------------
EIS FUND LTD * 268953106 6840 400 X N.A. N.A. N.A.
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
EQUITY FUNDS - DOMESTIC
-----------------------
ABERDEEN COMWLTH INCOME FD INC * 003013109 188128 21138 X N.A. N.A. N.A.
UTILITIES SELECT SECTOR SPDR FD * 81369Y886 49840 1600 X N.A. N.A. N.A.
135
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
WARRANTS & RIGHTS
-----------------
BANK UTD CORP CPR'S RTS 12/01/49 * 065416117 330 1000 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 5964 21300 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 907 3240 X N.A. N.A. N.A.
ELAN CORP PLC CONT VALUE RTS UNKNOWN * G29539148 6785 29500 X N.A. N.A. N.A.
GOLDEN ST BANCORP INC LITIG TRAC WT * 381197136 3275 2500 X N.A. N.A. N.A.
HARVEY ELECTRONICS WTS 3/31/03 * 417660115 2376 19800 X N.A. N.A. N.A.
INDIGO N V WTS 10/21 10/21/01 * N44495120 231 1101 X N.A. N.A. N.A.
INDIGO N V WTS 10/21 10/21/01 * N44495120 110 524 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 0 1 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 14 93 X N.A. N.A. N.A.
TOTAL FINA ELF S.A. ADR WTS * F9212D142 8528 324 X N.A. N.A. N.A.
136
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
LIMITED PARTNERSHIPS
--------------------
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 1937751 36520 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 4106844 77400 X N.A. N.A. N.A.
AMERICA FIRST APT INV L P * 023929102 2718 250 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P * 02364V107 13622 2018 X N.A. N.A. N.A.
AMERICAN INSD MTG-INVS L P SER 85 * 02686E106 7750 1000 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 4350 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 22756 2322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 23200 1000 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 9280 400 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 9828 1040 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 945 100 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 579936 16800 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 966560 28000 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 355056 15600 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 129732 5700 X N.A. N.A. N.A.
CORNERSTONE PROPANE PARTNERS L P * 218916104 7850 500 X N.A. N.A. N.A.
CROWN PAC PARTNERS L P * 228439105 2043 250 X N.A. N.A. N.A.
CROWN PAC PARTNERS L P * 228439105 64543 7900 X N.A. N.A. N.A.
DORCHESTER HUGOTON L P * 258205202 666 50 X N.A. N.A. N.A.
DORCHESTER HUGOTON L P * 258205202 15972 1200 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 94469 2999 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 368550 11700 X N.A. N.A. N.A.
EOTT ENERGY PARTNERS L P * 294103106 47840 2600 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 29025 1500 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 784 14 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 71640 2000 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 809305 11770 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 1663579 24194 X N.A. N.A. N.A.
LAKEHEAD PIPE LINE PARTNERS L P * 511557100 339375 7500 X N.A. N.A. N.A.
LAKEHEAD PIPE LINE PARTNERS L P * 511557100 402725 8900 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 9304 400 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 6048 260 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 5693 207 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 275000 10000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 569 180 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 8216 2600 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 23150 1000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 23 1 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 10425 500 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P * 864482104 67600 2600 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 41400 1800 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 58700 2000 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 170230 5800 X N.A. N.A. N.A.
137
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
LIMITED PARTNERSHIPS
--------------------
WILLIAMS ENERGY PARTNERS LP * 969491109 5882 200 X N.A. N.A. N.A.
138
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
GRANTOR TRUST INTEREST
----------------------
CITY INVESTING LIQUIDATING TR * 177900107 1508 1005 X N.A. N.A. N.A.
CITY INVESTING LIQUIDATING TR * 177900107 60 40 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 6600 100 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 79200 1200 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 35703 10230 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 1571 450 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 31798 1507 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 105500 5000 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR * 798241105 93272 7350 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 154400 4000 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 77200 2000 X N.A. N.A. N.A.
139
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
UNIT INVESTMENT TRUST-EQUITY
----------------------------
DIAMONDS TR UIT SER I * 252787106 1212786 11524 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I * 252787106 84718 805 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 765706 6065 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 1458693 11554 X N.A. N.A. N.A.
140
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
REAL ESTATE INVESTMENT TRUSTS
------------------------------
ALEXANDRIA REAL ESTATE EQUITIES * 015271109 1245740 31300 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 25760 1000 X N.A. N.A. N.A.
AMERICAN LD LEASE INC COM * 027118108 223 18 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 59040 2400 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 9840 400 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 235409 4884 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 92785 1925 X N.A. N.A. N.A.
ARCHSTONE CMNTYS TR SH BEN INT REIT * 039581103 1871628 72600 X N.A. N.A. N.A.
ARCHSTONE CMNTYS TR SH BEN INT REIT * 039581103 80949 3140 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 45390 1700 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 53400 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 5796 600 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 9660 1000 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 2273967 48641 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 167692 3587 X N.A. N.A. N.A.
BANYAN STRATEGIC RLTY TR * 06683M102 1050 1000 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 23045 1100 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 2102260 51400 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 292640 7155 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 5759323 256540 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 43935 1450 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 99990 3300 X N.A. N.A. N.A.
CABOT INDUSTRIAL TRUST REIT * 127072106 33600 1600 X N.A. N.A. N.A.
CABOT INDUSTRIAL TRUST REIT * 127072106 193200 9200 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 1458275 39735 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 674069 18367 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 30600 1700 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 27000 1500 X N.A. N.A. N.A.
CAPSTEAD MTG CORP REIT * 14067E407 17800 1000 X N.A. N.A. N.A.
CAPTEC NET LEASE REALTY INC REIT * 140724105 2009810 151000 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 786931 25801 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 22875 750 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 16880 550 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 51810 1650 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 60970 1300 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 2156 70 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 4289000 428900 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 93000 9300 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 2973732 121031 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 85995 3500 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 16692 1999 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 33400 4000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 84548 4600 X N.A. N.A. N.A.
141
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
REAL ESTATE INVESTMENT TRUSTS
------------------------------
DUKE-WEEKS REALTY CORP * 264411505 314278 12647 X N.A. N.A. N.A.
DUKE-WEEKS REALTY CORP * 264411505 785111 31594 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 166065 7348 X N.A. N.A. N.A.
ELDERTRUST COM * 284560109 6084 1200 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 2281250 125000 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 9800 1000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 22661598 716459 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 3759447 118857 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR * 29476L107 3805080 67287 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR * 29476L107 1188681 21020 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM * 297178105 69370 1400 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 67903 3274 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 24888 1200 X N.A. N.A. N.A.
FIRST UN REAL EST EQUITY & MTG SBI * 337400105 543 236 X N.A. N.A. N.A.
FRANCHISE FIN CORP AMER COM * 351807102 64934 2586 X N.A. N.A. N.A.
FRANCHISE FIN CORP AMER COM * 351807102 50220 2000 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 32945 1100 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 8985 300 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 3109401 78999 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 378840 9625 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 14320 800 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 32220 1800 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 4900 700 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 2479139 72068 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 85002 2471 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 17884 753 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 5729639 217857 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 468403 17810 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 5927413 222417 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2850484 106960 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 387899 12887 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 430370 14298 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 33060 1160 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 798000 28000 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 2061193 164632 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 265624 21216 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 46218 4750 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 108275 11128 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 440860 16450 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 13400 500 X N.A. N.A. N.A.
INNKEEPERS USA TRUST * 4576J0104 3939024 328800 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 1398720 49600 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 8601 305 X N.A. N.A. N.A.
142
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
REAL ESTATE INVESTMENT TRUSTS
------------------------------
JDN RLTY CORP COM * 465917102 48375 3557 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 4711290 161900 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 58200 2000 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 1420500 30000 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 781275 16500 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 13200 800 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 1419 86 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 53460 3000 X N.A. N.A. N.A.
LIBERTE INVS INC REIT * 530154103 63 15 X N.A. N.A. N.A.
LIBERTE INVS INC REIT * 530154103 1269 300 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 1297960 43850 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 237540 8025 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1563640 63050 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1824412 73565 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 404416 14200 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 148267 5206 X N.A. N.A. N.A.
MANUFACTURED HOME CMNTYS INC * 564682102 56200 2000 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 7677 300 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 1689 66 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 79163 6333 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT * 63623G109 5067110 185949 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT * 63623G109 68125 2500 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 40400 2000 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 20200 1000 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 115515 7550 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 172997 11307 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 410800 15800 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 1853 75 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 29640 1200 X N.A. N.A. N.A.
PITTSBURGH & W VA RR * 724819107 7500 1000 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 1417611 50395 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 1485264 52800 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 904615 23900 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 52990 1400 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 775850 29500 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 52600 2000 X N.A. N.A. N.A.
PRIME GROUP REALTY TRUST REIT * 74158J103 1787130 132380 X N.A. N.A. N.A.
PROLOGIS TR SH BEN INT REIT * 743410102 1220064 53700 X N.A. N.A. N.A.
PUBLIC STORAGE DEP SHARES A REIT * 74460D729 784 32 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 1757622 59279 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 29947 1010 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 12229 711 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 11075 450 X N.A. N.A. N.A.
143
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
REAL ESTATE INVESTMENT TRUSTS
------------------------------
RECKSON ASSOCS RLTY CORP REIT * 75621K106 1481200 64400 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 46000 2000 X N.A. N.A. N.A.
REGENCY CTRS CORP COM * 758849103 10160 400 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 31580 2000 X N.A. N.A. N.A.
SAUL CENTERS INC REIT * 804395101 18890 1000 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 3835 295 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 3926 302 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC * 821374105 3954 120 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 40625 1300 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 3194472 106589 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 95305 3180 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 5617049 185320 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 90930 3000 X N.A. N.A. N.A.
SMITH CHARLES E RESIDENTIAL RLTY INC * 832197107 15045 300 X N.A. N.A. N.A.
SMITH CHARLES E RESIDENTIAL RLTY INC * 832197107 50150 1000 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 21896 800 X N.A. N.A. N.A.
SPIEKER PPTYS INC REIT * 848497103 15514341 258788 X N.A. N.A. N.A.
SPIEKER PPTYS INC REIT * 848497103 6122933 102134 X N.A. N.A. N.A.
TANGER FACTORY OUTLET CTRS INC * 875465106 4600 200 X N.A. N.A. N.A.
TAUBMAN CTRS INC REIT * 876664103 14000 1000 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 2431 187 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 2301 177 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 71321 4777 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 31428 2105 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 63814 4447 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 212265 14792 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC * 911024107 337096 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 47520 2200 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 26827 1242 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 2783552 71300 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 191452 4904 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 174038 7362 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 286399 12115 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 43850 1000 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 247753 5650 X N.A. N.A. N.A.
WESTFIELD AMER INC REIT * 959910100 32240 2000 X N.A. N.A. N.A.
144
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
FOREIGN CONVERTIBLE BONDS
------------------------------
GBC MAGNA INTL CONV 4.875% 2/15/05 559222AG9 24733 25000 X N.A. N.A. N.A.
145
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
CLOSELY HELD/PRIV. PLACEMENTS
------------------------------
ECHOSTAR COMM 5.75% 5/15/08 * 278762AE9 56172 60000 X N.A. N.A. N.A.
EL PASO CORP Z/CPN 2/28/21 * 28336LAA7 559350 1356000 X N.A. N.A. N.A.
146
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
------------------------------
AUTOMATIC DATA PROC Z/CPN 2/20/12 * 053015AC7 67415 50000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 42141 50000 X N.A. N.A. N.A.
PRIDE INTL INC CONV Z/CPN 4/24/18 * 741932AB3 25575 60000 X N.A. N.A. N.A.