UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: DECEMBER 31, 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 February 13, 2002
--------------------------- --------------------- ---------------------
(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
28-4161 Columbia Trust Company
28-5470 Oechsle International Advisors, L.P.
(only with respect to holdings of Galaxy
International Equity Fund)
28-417 Colonial Management Associates Inc.
28-01823 Stein Roe & Farnham Incorporated
28-05947 Padco Advisors II Inc.
28-399 State Street Corp
801-41391 Liberty Wanger Asset Management, LP
028-03481 Crabbe Huson Group Inc.
Liberty Mutual Insurance
FORM 13F SUMMARY PAGE
Section I
Report Summary:
Number of other Included Managers: 7
Form 13F Information Table Entry Total: 5,814
Form 13F Information Table Value Total: $ 39,034,572
(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.
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
------------------------------
3COM CORP COM 885535104 900 141 X 141
A T & T CO COM 001957109 84243412 4644069 X 4418063 0 226006
A T & T CO COM 001957109 70014940 3859699 X 3410510 1050 448139
A T & T LATIN AMER CORP COM 04649A106 590 500 X 500 0 0
AAIPHARMA INC COM 00252W104 125800 5000 X 5000 0 0
AAIPHARMA INC COM 00252W104 50320 2000 X 0 0 2000
AAR CORP COM 000361105 177497 19700 X 8750 0 10950
AARON RENTS INC CL B COM 002535201 229830 14100 X 14100 0 0
AB WATLEY GROUP INC COM 000788109 3776 1600 X 1600 0 0
ABBOTT LABS COM 002824100 201569923 3615604 X 3427951 0 187653
ABBOTT LABS COM 002824100 135355927 2427909 X 2265680 0 162229
ABERCROMBIE & FITCH CO COM 002896207 795316 29978 X 26128 0 3850
ABERCROMBIE & FITCH CO COM 002896207 7428 280 X 280 0 0
ABGENIX INC COM 00339B107 134560 4000 X 4000 0 0
ABGENIX INC COM 00339B107 11438 340 X 340 0 0
ABIOMED INC COM 003654100 55370 3500 X 3500 0 0
ABM INDS INC COM 000957100 529815 16900 X 16900 0 0
AC MOORE ARTS & CRAFTS INC COM 00086T103 118000 4000 X 4000 0 0
ACADIA REALTY TRUST COM 004239109 2540 400 X 400 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 84800 16000 X 16000 0 0
ACCREDO HEALTH INC COM 00437V104 8780528 221172 X 220034 0 1138
ACCREDO HEALTH INC COM 00437V104 226290 5700 X 0 0 5700
ACMAT CORP CL A 004616207 30894 4065 X 0 0 4065
ACTEL CORP COM 004934105 334488 16800 X 16800 0 0
ACTERNA CORP COM 00503U105 830 210 X 210 0 0
ACTION PERFORMANCE COS INC COM 004933107 348954 11400 X 11400 0 0
ACTIVISION INC COM 004930202 156060 6000 X 0 0 6000
ACTUANT CORP CL A COM 00508X203 8131 242 X 0 0 242
ACTUATE SOFTWARE COM 00508B102 176139 33423 X 33423 0 0
ACUITY BRANDS INC COM 00508Y102 400280 33081 X 30689 0 2392
ACXIOM CORP 005125109 8633674 494200 X 335600 0 158600
ADAPTEC INC 00651F108 1032400 71200 X 71200 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 2159985 469562 X 467502 0 2060
ADC TELECOMMUNICATIONS INC COM 000886101 69000 15000 X 9000 0 6000
ADE CORP MASS COM 00089C107 2553200 255320 X 254020 0 1300
ADELPHIA BUSINESS SOLUTIONS CL A COM 006847107 8601 14825 X 14825 0 0
ADELPHIA COMM CORP CL A COM 006848105 977493 31350 X 31350 0 0
ADMINSTAFF INC COM 007094105 531754 19400 X 19400 0 0
ADOBE SYS INC COM 00724F101 1174808 37836 X 36800 0 1036
ADOBE SYS INC COM 00724F101 468855 15100 X 12600 0 2500
ADOLOR CORPORATION COM 00724X102 3657313 203750 X 202750 0 1000
ADOLOR CORPORATION COM 00724X102 35595 1983 X 1983 0 0
ADVANCE PCS COM 00790K109 1728715 58900 X 58900 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 1604 100 X 100 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ADVANCED ENERGY INDS INC COM 007973100 599400 22500 X 22500 0 0
ADVANCED FIBER COMMUNICATIONS COM 00754A105 180234 10200 X 10200 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 279225 15300 X 15300 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 184781 10125 X 10125 0 0
ADVANCED MICRO DEVICES INC COM 007903107 713827 45008 X 35820 0 9188
ADVANCED MICRO DEVICES INC COM 007903107 19032 1200 X 1200 0 0
ADVANCED TECHNICAL PRODUCTS INC COM 007548100 10464902 601777 X 397477 0 204300
ADVANCED TECHNICAL PRODUCTS INC COM 007548100 8695 500 X 500 0 0
ADVANCED TISSUE SCIENCES INC COM 00755F103 204920 47000 X 47000 0 0
ADVENT SOFTWARE INC COM 007974108 84915 1700 X 0 0 1700
ADVENT SOFTWARE INC COM 007974108 124875 2500 X 100 0 2400
ADVO INC COM 007585102 17668915 410905 X 268805 0 142100
AEROFLEX INC COM 007768104 5821089 307506 X 306306 0 1200
AES CORP COM 00130H105 12607436 771097 X 701855 0 69242
AES CORP COM 00130H105 701758 42921 X 42921 0 0
AETHER SYSTEMS INC COM 00808V105 2236 243 X 0 0 243
AETNA INC COM NEW 00817Y108 11257936 341253 X 318813 0 22440
AETNA INC COM NEW 00817Y108 4705430 142632 X 137642 0 4990
AFFILIATED COMPUTER SVCS COM 008190100 8470235 79810 X 76510 0 3300
AFFILIATED COMPUTER SVCS COM 008190100 329003 3100 X 400 0 2700
AFFILIATED MANAGERS GROUP COM 008252108 176200 2500 X 0 0 2500
AFFYMETRIX INC COM 00826T108 3775 100 X 100 0 0
AFFYMETRIX INC COM 00826T108 98150 2600 X 0 0 2600
AFLAC INC COM 001055102 7337275 298749 X 215741 0 83008
AFLAC INC COM 001055102 2946561 119974 X 98074 0 21900
AG SVCS AMER INC COM 001250109 55000 5000 X 5000 0 0
AG SVCS AMER INC COM 001250109 39974 3634 X 2000 0 1634
AGERE SYSTEMS INC CL A COM 00845V100 22146652 3892206 X 3712117 0 180089
AGERE SYSTEMS INC CL A COM 00845V100 1590150 279464 X 279464 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 18622418 653189 X 617339 610 35240
AGILENT TECHNOLOGIES INC COM 00846U101 11982924 420306 X 394199 352 25755
AGL RESOURCES INC COM 001204106 155293 6746 X 1600 0 5146
AGL RESOURCES INC COM 001204106 115376 5012 X 4612 0 400
AGREE RLTY CORP COM 008492100 18490 1000 X 1000 0 0
AIR PRODS & CHEMS INC COM 009158106 26771490 570699 X 557521 2000 11178
AIR PRODS & CHEMS INC COM 009158106 14583568 310884 X 299584 0 11300
AIRBORNE INC COM 009269101 7415 500 X 500 0 0
AIRBORNE INC COM 009269101 20762 1400 X 1400 0 0
AIRGAS INC COM 009363102 1766016 116800 X 73300 0 43500
AIRGATE PCS INC COM 009367103 3652655 80190 X 79790 0 400
AIRLEASE LTD DEPOSITARY UNIT 009366105 3270 500 X 500 0 0
AIRNET SYSTEMS INC COM 009417106 8491205 1030486 X 681486 0 349000
AIRNET SYSTEMS INC COM 009417106 20600 2500 X 2500 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
AIRSPAN NETWORKS INC COM 00950H102 11400 4000 X 4000 0 0
AIRTRAN HLDGS INC COM 00949P108 330 50 X 50 0 0
AK STEEL HOLDING CORP COM 001547108 12894 1133 X 1133 0 0
AKAMI TECHNOLOGIES COM 00971T101 10140 1707 X 1707 0 0
ALAMOSA HLDGS INC COM 011589108 2389340 200280 X 199080 0 1200
ALASKA AIR GROUP INC 011659109 5384 185 X 185 0 0
ALBANY INTERNATIONAL CORP CL A COM 012348108 16897942 778707 X 550780 0 227927
ALBANY INTERNATIONAL CORP CL A COM 012348108 2170 100 X 0 0 100
ALBANY MOLECULAR RESH INC COM 012423109 5346954 201848 X 201848 0 0
ALBANY MOLECULAR RESH INC COM 012423109 66225 2500 X 1000 0 1500
ALBEMARLE CORP COM 012653101 1657248 69052 X 57452 0 11600
ALBEMARLE CORP COM 012653101 125112 5213 X 5213 0 0
ALBERTO CULVER CO CL A 013068200 58635 1500 X 1500 0 0
ALBERTO CULVER CO CL B COM 013068101 240522 5376 X 2748 0 2628
ALBERTO CULVER CO CL B COM 013068101 31318 700 X 0 0 700
ALBERTSONS INC COM 013104104 3561519 113100 X 94426 0 18674
ALBERTSONS INC COM 013104104 1645415 52252 X 42021 0 10231
ALCOA INC COM 013817101 34056971 958002 X 905227 0 52775
ALCOA INC COM 013817101 8667730 243818 X 235312 0 8506
ALICO INC COM 016230104 25080 800 X 800 0 0
ALIGN TECHNOLOGY INC COM 016255101 4500 1000 X 1000 0 0
ALKERMES INC COM 01642T108 2705063 102620 X 102000 0 620
ALKERMES INC COM 01642T108 72121 2736 X 1936 0 800
ALLEGHANY CORP DEL COM 017175100 843316 4382 X 4382 0 0
ALLEGHANY CORP DEL COM 017175100 753249 3914 X 3914 0 0
ALLEGHENY ENERGY INC COM 017361106 3794009 104749 X 100199 0 4550
ALLEGHENY ENERGY INC COM 017361106 2192686 60538 X 57238 0 3300
ALLEGHENY TECHNOLOGIES INC COM 01741R102 197633 11799 X 9689 0 2110
ALLEGHENY TECHNOLOGIES INC COM 01741R102 82477 4924 X 3812 0 1112
ALLEGIANT BANCORP INC COM 017476102 179053 13022 X 13022 0 0
ALLEN TELECOM INC COM 018091108 168300 19800 X 18500 0 1300
ALLERGAN INC COM 018490102 1868895 24902 X 19358 0 5544
ALLERGAN INC COM 018490102 1417394 18886 X 17470 0 1416
ALLETE INC COM 018522102 85831 3406 X 3406 0 0
ALLETE INC COM 018522102 585799 23246 X 23246 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 74685 3900 X 0 0 3900
ALLIANCE GAMING CORP COM NEW 01859P609 59 2 X 2 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 375688 31100 X 31100 0 0
ALLIANT ENERGY CORP COM 018802108 297953 9814 X 6514 0 3300
ALLIANT ENERGY CORP COM 018802108 535854 17650 X 14022 0 3628
ALLIANT TECHSYSTEMS INC COM 018804104 2440678 31615 X 21265 0 10350
ALLIANT TECHSYSTEMS INC COM 018804104 499330 6468 X 6468 0 0
ALLIED CAP CORP NEW COM 01903Q108 51142 1967 X 1967 0 0
ALLIED CAP CORP NEW COM 01903Q108 100360 3860 X 3860 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ALLIED RESEARCH CORP 019483106 11136 800 X 800 0 0
ALLIED WASTE INDS INC COM 019589308 285306 20292 X 19800 0 492
ALLIED WASTE INDS INC COM 019589308 11248 800 X 800 0 0
ALLMERICA FINL CORP COM 019754100 520745 11689 X 6792 0 4897
ALLMERICA FINL CORP COM 019754100 168800 3789 X 3789 0 0
ALLSTATE CORP COM 020002101 7899550 234408 X 228925 0 5483
ALLSTATE CORP COM 020002101 2906457 86245 X 79533 0 6712
ALLTEL CORP COM 020039103 7431736 120391 X 111347 0 9044
ALLTEL CORP COM 020039103 2520127 40825 X 39429 0 1396
ALPHA INDS INC COM 020753109 3942748 180860 X 180060 0 800
ALPHA INDS INC COM 020753109 21800 1000 X 0 0 1000
ALPHARMA INC CL A COM 020813101 6067630 229400 X 223600 0 5800
ALPHARMA INC CL A COM 020813101 10580 400 X 400 0 0
ALTEON INC COM 02144G107 31850 7000 X 7000 0 0
ALTERA CORP 021441100 10016604 472036 X 464231 0 7805
ALTERA CORP 021441100 2121194 99962 X 99062 200 700
ALTERRA HEALTHCARE CORP COM 02146C104 440 4000 X 4000 0 0
AMAZON COM INC COM 023135106 65407 6045 X 6045 0 0
AMAZON COM INC COM 023135106 24778 2290 X 290 0 2000
AMBAC FINANCIAL GROUP INC COM 023139108 916155 15834 X 15534 0 300
AMBAC FINANCIAL GROUP INC COM 023139108 63646 1100 X 1100 0 0
AMBANC HOLDING CO COM 023161102 124556 5834 X 5834 0 0
AMDOCS LTD COM G02602103 10531 310 X 310 0 0
AMDOCS LTD COM G02602103 166453 4900 X 0 0 4900
AMER INTERNATIONAL GROUP INC COM 026874107 746840052 9406046 X 9035460 600 369986
AMER INTERNATIONAL GROUP INC COM 026874107 230569263 2903895 X 2700688 2950 200257
AMERADA HESS CORP COM 023551104 1155563 18489 X 14656 0 3833
AMERADA HESS CORP COM 023551104 415375 6646 X 6106 0 540
AMEREN CORP COM 023608102 2279336 53885 X 50027 0 3858
AMEREN CORP COM 023608102 996884 23567 X 23567 0 0
AMERICA FIRST MTG INVTS INC COM 023934102 68600 7840 X 7840 0 0
AMERICAN BK CONN WATERBURY COM 024327108 124800 4000 X 4000 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 36855 1300 X 1300 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 141750 5000 X 0 0 5000
AMERICAN CMNTY PPTYS TR COM 02520N106 625 100 X 100 0 0
AMERICAN CMNTY PPTYS TR COM 02520N106 1875 300 X 300 0 0
AMERICAN ELEC PWR INC 025537101 8229608 189056 X 167138 0 21918
AMERICAN ELEC PWR INC 025537101 5951683 136726 X 125453 140 11133
AMERICAN EXPRESS CO COM 025816109 61676781 1728125 X 1587801 0 140324
AMERICAN EXPRESS CO COM 025816109 24938280 698747 X 656235 1505 41007
AMERICAN FINL GROUP INC COM 025932104 343135 13977 X 12477 0 1500
AMERICAN FINL HLDGS INC COM 026075101 860103 33849 X 33849 0 0
AMERICAN FINL HLDGS INC COM 026075101 130023 5117 X 5117 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
AMERICAN GREETINGS CORP CL A 026375105 98513 7149 X 3829 0 3320
AMERICAN GREETINGS CORP CL A 026375105 16536 1200 X 1200 0 0
AMERICAN HOME MTG HLDG COM 02660M108 3630 300 X 300 0 0
AMERICAN HOME PRODS CORP 026609107 261506318 4261837 X 4148478 0 113359
AMERICAN HOME PRODS CORP 026609107 179165125 2919901 X 2768494 150 151257
AMERICAN ITALIAN PASTA CL A COM 027070101 521172 12400 X 12400 0 0
AMERICAN MEDICAL ALERT CORP COM 027904101 8610 3000 X 3000 0 0
AMERICAN MGMT SYS INC 027352103 13082236 723575 X 656675 0 66900
AMERICAN MGMT SYS INC 027352103 780586 43174 X 37174 0 6000
AMERICAN NATL INS CO 028591105 25230 300 X 300 0 0
AMERICAN PHARMACEUTICAL PARTNERS 02886P109 1040000 50000 X 49700 0 300
AMERICAN POWER CONVERSION CORP COM 029066107 5287154 365640 X 354690 3000 7950
AMERICAN POWER CONVERSION CORP COM 029066107 759107 52497 X 46497 0 6000
AMERICAN RETIREMENT CORP COM 028913101 4780 2000 X 2000 0 0
AMERICAN RLTY INVS INC COM 029174109 7254 735 X 735 0 0
AMERICAN SKIING CORP COM 029654308 550 1100 X 1100 0 0
AMERICAN SKIING CORP COM 029654308 250 500 X 500 0 0
AMERICAN STD COS INC DEL COM 029712106 18422 270 X 270 0 0
AMERICAN STS WTR CO COM 029899101 5889075 168500 X 120100 0 48400
AMERICAN SUPERCONDUCTOR CORP 030111108 26972 2200 X 2200 0 0
AMERICAN SUPERCONDUCTOR CORP 030111108 98080 8000 X 8000 0 0
AMERICAN TOWER CORP CL A 029912201 12872808 1359325 X 1349325 0 10000
AMERICAN TOWER CORP CL A 029912201 788586 83272 X 80272 0 3000
AMERICAN WATER WORKS COM 030411102 205953 4933 X 4933 0 0
AMERICAN WATER WORKS COM 030411102 620572 14864 X 3664 0 11200
AMERICREDIT CORP COM 03060R101 35210 1116 X 1116 0 0
AMERICREDIT CORP COM 03060R101 265020 8400 X 0 0 8400
AMERISERV FINL INC COM 03074A102 4090 852 X 852 0 0
AMERISOURCEBERGEN CORP COM 03073E105 729554 11480 X 10345 0 1135
AMERISOURCEBERGEN CORP COM 03073E105 53636 844 X 844 0 0
AMERISTAR CASINOS INC COM 03070Q101 2505 100 X 100 0 0
AMERITRADE HOLDINGS CORP CL A COM 03072H109 3552 600 X 0 0 600
AMERON INTERNATIONAL INC COM 030710107 13840 200 X 200 0 0
AMERON INTERNATIONAL INC COM 030710107 48440 700 X 700 0 0
AMERUS GROUP CO COM 03072M108 14952950 417214 X 244517 0 172697
AMERUS GROUP CO COM 03072M108 28672 800 X 800 0 0
AMETEK INC COM 031100100 162671 5101 X 5101 0 0
AMETEK INC COM 031100100 380033 11917 X 1417 0 10500
AMGEN INC 031162100 91329966 1618178 X 1519587 0 98591
AMGEN INC 031162100 21969891 389261 X 358386 700 30175
AMKOR TECHNOLOGY INC COM 031652100 16030 1000 X 400 0 600
AMKOR TECHNOLOGY INC COM 031652100 48090 3000 X 3000 0 0
AMPHENOL CORP NEW CL A COM 032095101 43245 900 X 900 0 0
AMPHENOL CORP NEW CL A COM 032095101 19220 400 X 400 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
AMR CORP DEL COM 001765106 3351779 150304 X 139007 0 11297
AMR CORP DEL COM 001765106 260464 11680 X 11055 0 625
AMSOUTH BANCORPORATION COM 032165102 836646 44267 X 43310 0 957
AMSOUTH BANCORPORATION COM 032165102 514004 27196 X 22696 0 4500
AMSURG CORP COM 03232P405 4084067 150260 X 149460 0 800
ANADARKO PETROLEUM CORP COM 032511107 39796990 700035 X 661210 0 38825
ANADARKO PETROLEUM CORP COM 032511107 11799218 207550 X 181828 0 25722
ANADIGICS INC COM 032515108 3058845 200580 X 199480 0 1100
ANADIGICS INC COM 032515108 44805 2938 X 2938 0 0
ANALOG DEVICES INC COM 032654105 98733925 2224238 X 2121535 0 102703
ANALOG DEVICES INC COM 032654105 19129871 430950 X 381638 125 49187
ANALOGIC CORP (NEW) 032657207 15598398 405048 X 284248 0 120800
ANALYSTS INTL CORP COM 032681108 2461315 595960 X 395160 0 200800
ANAREN MICROWAVE INC 032744104 1732 100 X 100 0 0
ANCHOR BANCORP WI INC COM 032839102 313998 17700 X 17700 0 0
ANDERSEN GROUP INC COM 033501107 27775 2222 X 2222 0 0
ANDERSEN GROUP INC COM 033501107 154288 12343 X 12343 0 0
ANDREW CORP COM 034425108 217017 9914 X 4303 962 4649
ANDREW CORP COM 034425108 423287 19337 X 1537 0 17800
ANDRX GROUP COM 034553107 373243 5301 X 5301 0 0
ANGELICA CORP COM 034663104 66124 6100 X 6100 0 0
ANGELICA CORP COM 034663104 3794 350 X 350 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 87852750 1943215 X 1879005 1400 62810
ANHEUSER-BUSCH COMPANIES INC COM 035229103 21636059 478568 X 398445 0 80123
ANIXTER INTL INC COM 035290105 1024053 35300 X 35300 0 0
ANNTAYLOR STORES CORP 036115103 721000 20600 X 20600 0 0
ANSYS INC COM 03662Q105 4671668 189520 X 188420 0 1100
ANTHEM INC COM 03674B104 9900 200 X 0 0 200
ANTHRACITE CAPITAL INC COM 037023108 32970 3000 X 3000 0 0
ANTIGENICS INC DEL COM 037032109 2116 129 X 129 0 0
ANTIGENICS INC DEL COM 037032109 1230 75 X 75 0 0
AOL TIME WARNER INC COM 00184A105 113846823 3546630 X 3440713 0 105917
AOL TIME WARNER INC COM 00184A105 21514736 670241 X 618029 5800 46412
AON CORP 037389103 2980625 83914 X 83246 0 668
AON CORP 037389103 2227282 62705 X 61078 0 1627
APACHE CORP COM 037411105 7013008 127816 X 122169 0 5647
APACHE CORP COM 037411105 429836 7834 X 5637 0 2197
APOGEE ENTERPRISES INC COM 037598109 316400 20000 X 15200 0 4800
APOGEE TECHNOLOGY INC COM 03760F100 26500 2000 X 2000 0 0
APOGENT TECHNOLOGIES INC COM 03760A101 6243394 241992 X 85500 0 156492
APOGENT TECHNOLOGIES INC COM 03760A101 528900 20500 X 4200 0 16300
APOLLO GROUP INC CL A COM 037604105 3380251 75100 X 75100 0 0
APOLLO GROUP INC CL A COM 037604105 837186 18600 X 11100 0 7500
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
APPIANT TECHNOLOGIES INC COM 03782R108 972 400 X 400 0 0
APPLE COMPUTER INC COM 037833100 955015 43608 X 35082 0 8526
APPLE COMPUTER INC COM 037833100 208050 9500 X 9300 0 200
APPLEBEES INTL INC 037899101 17632973 515584 X 324334 0 191250
APPLEBEES INTL INC 037899101 449730 13150 X 0 0 13150
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 5250792 133710 X 126950 0 6760
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 3706067 94374 X 77495 0 16879
APPLERA CORP-CELERA GENOMICS GROUP 038020202 594013 22256 X 22206 0 50
APPLERA CORP-CELERA GENOMICS GROUP 038020202 688388 25792 X 25732 0 60
APPLICA INC COM 03815A106 153170 17000 X 17000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 281505 654663 X 654663 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 2150 5000 X 0 0 5000
APPLIED FILMS CORP COM 038197109 3125000 100000 X 99400 0 600
APPLIED FILMS CORP COM 038197109 313 10 X 10 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 259235 13900 X 13900 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 37300 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 52731620 1315003 X 1298537 0 16466
APPLIED MATERIALS INC COM 038222105 7457437 185971 X 152721 75 33175
APPLIED MICRO CIRCUITS CORP COM 03822W109 695852 61471 X 34871 0 26600
APPLIED MICRO CIRCUITS CORP COM 03822W109 5207 460 X 460 0 0
APTARGROUP INC COM 038336103 882756 25200 X 10400 0 14800
APTARGROUP INC COM 038336103 443130 12650 X 2150 0 10500
APW LTD COM G04397108 50118 30011 X 19960 0 10051
APW LTD COM G04397108 483 289 X 289 0 0
ARBITRON INC COM 03875Q108 706905 20700 X 20700 0 0
ARBITRON INC COM 03875Q108 4098 120 X 120 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 784963 30484 X 30484 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 180250 7000 X 0 0 7000
ARCH CHEMICALS INC COM 03937R102 366560 15800 X 15800 0 0
ARCH CHEMICALS INC COM 03937R102 18885 814 X 814 0 0
ARCH COAL INC COM 039380100 3483088 153440 X 151816 0 1624
ARCH COAL INC COM 039380100 6265 276 X 276 0 0
ARCHER DANIELS MIDLAND CO 039483102 2261373 157587 X 127010 0 30577
ARCHER DANIELS MIDLAND CO 039483102 969185 67539 X 61676 0 5863
ARCHSTONE-SMITH TR COM 039583109 2106630 80100 X 800 0 79300
ARCHSTONE-SMITH TR COM 039583109 160825 6115 X 4115 0 2000
ARCTIC CAT INC COM 039670104 285600 16800 X 16800 0 0
ARCTIC CAT INC COM 039670104 1700 100 X 100 0 0
ARGONAUT GROUP INC 040157109 43856 2241 X 2241 0 0
ARGONAUT GROUP INC 040157109 92547 4729 X 3100 0 1629
ARGOSY GAMING CORP COM 040228108 660156 20300 X 20300 0 0
ARGUSS COMMUNICATIONS INC 040282105 385765 95016 X 94563 0 453
ARGUSS COMMUNICATIONS INC 040282105 26390 6500 X 6500 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ARIBA INC COM 04033V104 53592 8700 X 7700 0 1000
ARIBA INC COM 04033V104 616 100 X 100 0 0
ARKANSAS BEST CORP DEL COM 040790107 9669110 335500 X 206600 0 128900
ARMOR HLDGS INC COM 042260109 17859013 661690 X 504190 0 157500
ARMSTRONG HOLDINGS INC COM 042384107 107442 31508 X 31508 0 0
ARMSTRONG HOLDINGS INC COM 042384107 15031 4408 X 4408 0 0
ARQULE INC COM 04269E107 243100 14300 X 14300 0 0
ARRIS GROUP INC COM 04269Q100 1952 200 X 200 0 0
ARROW ELECTRONICS INC 042735100 6877 230 X 230 0 0
ARROW ELECTRONICS INC 042735100 592020 19800 X 3200 0 16600
ARROW FINL CORP COM 042744102 289652 9923 X 9923 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 6090 1750 X 1750 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 435 125 X 125 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 250439 26900 X 26900 0 0
ARTHROCARE CORP COM 043136100 283294 15800 X 15800 0 0
ARVINMERITOR INC COM 043353101 1646794 83849 X 83849 0 0
ARVINMERITOR INC COM 043353101 80092 4078 X 3739 0 339
ASCENTIAL SOFTWARE CORP COM 04362P108 61236 15120 X 15120 0 0
ASHLAND INC COM 044204105 397947 8636 X 8348 0 288
ASHLAND INC COM 044204105 60826 1320 X 1320 0 0
ASHWORTH INC COM 04516H101 104937 13300 X 13300 0 0
ASIAINFO HLDGS INC COM 04518A104 348 20 X 20 0 0
ASPECT COMMUNICATIONS INC COM 04523Q102 141232 36400 X 35200 0 1200
ASPECT MED SYS INC COM 045235108 505470 50547 X 50547 0 0
ASPEN TECHNOLOGY INC COM DELAWARE 045327103 362880 21600 X 21600 0 0
ASSOCIATED MATERIALS INC COM 045709102 191505 5100 X 5100 0 0
ASTEC INDS INC 046224101 198102 13700 X 13700 0 0
ASTORIA FINL CORP COM 046265104 1068402 40378 X 40378 0 0
ASTRO MED INC NEW 04638F108 36100 10000 X 9000 0 1000
ASTRO MED INC NEW 04638F108 14621 4050 X 4050 0 0
ASTRONICS CORP COM 046433108 861011 76061 X 76061 0 0
ASTROPOWER INC COM 04644A101 400257 9900 X 9900 0 0
ASTROPOWER INC COM 04644A101 155656 3850 X 2350 0 1500
ASYST TECHNOLOGY CORP COM 04648X107 8224075 644520 X 480020 0 164500
AT & T WIRELESS SVCS INC COM 00209A106 22969123 1598408 X 1534326 0 64082
AT & T WIRELESS SVCS INC COM 00209A106 19467944 1354763 X 1041769 336 312658
ATLANTIC AMERICAN CORP COM 048209100 1459 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 4209900 180760 X 179960 0 800
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 2329 100 X 100 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC COM 049164106 2930 200 X 200 0 0
ATMEL CORP COM 049513104 24321 3300 X 1300 0 2000
ATMI INC COM 00207R101 508005 21300 X 21300 0 0
ATMI INC COM 00207R101 23850 1000 X 1000 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ATMOS ENERGY CORP COM 049560105 10657088 501510 X 308810 0 192700
ATMOS ENERGY CORP COM 049560105 20591 969 X 969 0 0
ATS MED INC COM 002083103 3976521 750287 X 665815 0 84472
ATWOOD OCEANICS INC COM 050095108 9907855 284300 X 191100 0 93200
AUDIOVOX CORP COM 050757103 119360 16000 X 16000 0 0
AUGUST TECHNOLOGIES CORP COM 05106U105 1664170 150740 X 149940 0 800
AUTODESK INC COM 052769106 943714 25321 X 23183 0 2138
AUTODESK INC COM 052769106 18449 495 X 495 0 0
AUTOIMMUNE INC COM 052776101 128 100 X 100 0 0
AUTOLIV INC COM 052800109 25367 1249 X 1249 0 0
AUTOLIV INC COM 052800109 8855 436 X 436 0 0
AUTOMATIC DATA PROCESSING INC 053015103 612383595 10397005 X 9496774 500 899731
AUTOMATIC DATA PROCESSING INC 053015103 246846484 4190942 X 4004812 5960 180170
AUTONATION INC COM 05329W102 1723981 139820 X 139820 0 0
AUTOZONE INC COM 053332102 755336 10520 X 10232 0 288
AVANEX CORP COM 05348W109 1328 225 X 225 0 0
AVANEX CORP COM 05348W109 23600 4000 X 4000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 954868 223100 X 221739 0 1361
AVANIR PHARMACEUTICALS COM CL A 05348P104 12840 3000 X 3000 0 0
AVANT CORP COM 053487104 541858 26445 X 26445 0 0
AVAYA INC COM 053499109 887922 73080 X 59922 0 13158
AVAYA INC COM 053499109 526168 43306 X 40242 0 3064
AVERY DENNISON CORP COM 053611109 37813878 668917 X 653845 0 15072
AVERY DENNISON CORP COM 053611109 4526188 80067 X 77067 0 3000
AVICI SYSTEMS INC COM 05367L109 121638 41800 X 41800 0 0
AVID TECHNOLOGY INC COM 05367P100 222345 18300 X 18300 0 0
AVIGEN INC COM 053690103 64951 5643 X 5643 0 0
AVIGEN INC COM 053690103 64951 5643 X 5643 0 0
AVIRON COM 053762100 9946 200 X 200 0 0
AVISTA CORP COM 05379B107 444210 33500 X 33500 0 0
AVISTA CORP COM 05379B107 26520 2000 X 2000 0 0
AVNET INC COM 053807103 23134350 908298 X 898048 0 10250
AVNET INC COM 053807103 18237 716 X 316 0 400
AVOCENT CORP COM 053893103 290030 11960 X 11560 0 400
AVOCENT CORP COM 053893103 78643 3243 X 3243 0 0
AVON PRODS INC COM 054303102 1363845 29330 X 17797 0 11533
AVON PRODS INC COM 054303102 772179 16606 X 13886 0 2720
AVX CORP NEW COM 002444107 1668285 70720 X 70720 0 0
AWARE INC MASSACHUSETTS COM 05453N100 133630 16100 X 16100 0 0
AWARE INC MASSACHUSETTS COM 05453N100 41500 5000 X 0 0 5000
AXCELIS TECHNOLOGIES INC COM 054540109 1003370 77841 X 77841 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 59217 4594 X 3966 0 628
AXSYS TECHNOLOGIES INC COM 054615109 2466960 246696 X 245506 0 1190
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
AXT INC COM 00246W103 227994 15800 X 15800 0 0
AZTAR CORP COM 054802103 497760 27200 X 27200 0 0
ABBOTT LABORATORIES COM 002824100 235042 4216 X 4216
ABGENIX, INC COM 00339B107 4440 132 X 132
ABGENIX, INC COM 00339B107 2254 67 X 67
ACME COM 004631107 1280479 189982 X 189982
Active IQ Technologies COM 00505Q102 301815 66333 X 66333
ACUITY BRANDS, INC COM 00508Y102 230 19 X 19
ADC TELECOMMUNICATIONS COM 000886101 11127 2419 X 2419
ADELPHIA COMMUNICATIONS CL A COM 006848105 3118 100 X 100
ADOBE SYSTEMS INCORPORATED COM 00724F101 21797 702 X 702
ADOLPH COORS CO COM 217016104 908 17 X 17
ADVANCED ENERGY INDUSTRIES COM 007973100 1461 55 X 55
ADVANCED MICRO DEVICES INC COM 007903107 13624 859 X 859
AES CORP COM 00130H105 23642 1446 X 1446
AETNA INC-NEW COM 00817Y108 12074 366 X 366
AFFYMETRIX INC COM 00826T108 116648 3090 X 3090
AFLAC CORP COM 001055102 35440 1443 X 1443
AGILENT TECHNOLOGIES INC COM 00846U101 28824 1011 X 1011
AIR PRODUCTS & CHEMICALS INC COM 009158106 23690 505 X 505
Airspan COM 00950H102 721999 253333 X 253333
ALBERTO-CULVER CO, CV CL B COM 013068101 5637 126 X 126
ALBERTSONS INC COM 013104104 34230 1087 X 1087
ALCAN INC. COM 013716105 30469 848 X 848
ALCOA INC. COM 013817101 81765 2300 X 2300
ALIGN TECHNOLOGY INC COM 016255101 225 50 X 50
ALKERMES INC COM 01642T108 1397 53 X 53
ALLEGHENY ENERGY INC. COM 017361106 9345 258 X 258
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3350 200 X 200
ALLERGAN INC COM 018490102 27093 361 X 361
ALLIED WASTE INDUSTRIES INC. COM 019589308 6903 491 X 491
ALLSTATE CORPORATION COM 020002101 55100 1635 X 1635
ALLTEL CORP COM 020039103 52162 845 X 845
ALTERA CORP COM 021441100 26376 1243 X 1243
AMAZON COM INC COM 023135106 1082 100 X 100
AMBAC INC COM 023139108 8621 149 X 149
AMCV CAPITAL TRUST I COM 001648203 314 31430 X 31430
AMERADA HESS CORP COM 023551104 15063 241 X 241
AMEREN CORP. COM 023608102 15355 363 X 363
AMERICAN ELECTRIC POWER CO INC COM 025537101 36957 849 X 849
AMERICAN EXPRESS CO COM 025816109 128912 3612 X 3612
AMERICAN GREETINGS CORP CL A COM 026375105 1778 129 X 129
AMERICAN HOME PRODUCTS CORP COM 026609107 221387 3608 X 3608
AMERICAN INTL GROUP INC COM 026874107 778120 9800 X 9800
AMERICAN INTL GROUP INC COM 026874107 567551 7148 X 7148
AMERICAN MEDICAL SYS HLDGS COM 02744M108 18518 895 X 895
AMERICAN POWER COM 029066107 5639 390 X 390
AMGEN INC COM 031162100 1287114 22805 X 22805
AMGEN INC COM 031162100 147478 2613 X 2613
AMKOR TECHNOLOGY INC COM 031652100 96 6 X 6
AMR CORP COM 001765106 8225 371 X 371
AMSOUTH BANCORPORATION COM 032165102 18352 971 X 971
ANADARKO PETROLEUM COM 032511107 35020 616 X 616
ANALOG DEVICES INC COM 032654105 42925 967 X 967
ANDREW CORP COM 034425108 2999 137 X 137
ANHEUSER-BUSCH COMPANIES INC COM 035229103 109182 2415 X 2415
ANTIGENICS INC. COM 037032109 16065 985 X 985
AOL TIME WARNER COM 00184A105 8874238 276456 X 276456
AOL TIME WARNER COM 00184A105 393193 12249 X 12249
AON CORPORATION COM 037389103 25610 721 X 721
APACHE CORPORATION COM 037411105 12869 258 X 258
APPLE COMPUTER INC COM 037833100 24331 1111 X 1111
APPLERA CORP - APPLIED BIOSYS COM 038020103 19556 498 X 498
APPLIED MATERIALS INC COM 038222105 2953686 73658 X 73658
APPLIED MATERIALS INC COM 038222105 86576 2159 X 2159
APPLIED MICRO CIRCUITS CORP COM 03822W109 10380 917 X 917
ARCHER-DANIELS-MIDLAND CO COM 039483102 25486 1776 X 1776
ARIBA INC COM 04033V104 1207 196 X 196
ARIBA INC COM 04033V104 1084 176 X 176
Artemis (fka Opus360) COM 68400F109 16269 325378 X 325378
Artemis (fka Opus360) COM 68400F109 101 2025 X 2025
Artemis (fka Opus360) COM 68400F109 478 9555 X 9555
ARTHROCARE CORP COM 043136100 67720 3779 X 3779
ASHLAND INC COM 044204105 6083 132 X 132
AT HOME CORP- SER A COM 045919107 1 200 X 200
AT&T CORP COM 001957109 172257 9496 X 9496
AT&T WIRELESS SERVICES COM 00209A106 100159 6970 X 6970
ATHEROGENICS COM 047439104 300 50 X 50
ATMEL CORP COM 049513104 2108 286 X 286
AUTODESK INC COM 052769106 932 25 X 25
AUTOMATIC DATA PROCESSING COM 053015103 99482 1689 X 1689
AUTOZONE INC COM 053332102 18094 252 X 252
AVANEX CORPORATION COM 05348W109 3540 600 X 600
AVAYA INC COM 053499109 8882 731 X 731
AVERY DENNISON CORP COM 053611109 14189 251 X 251
AVIRON COMMON COM 053762100 14910 300 X 300
AVON PRODUCTS INC COM 054303102 28365 610 X 610
B J SERVICES CO COM 055482103 30171166 929774 X 872474 0 57300
B J SERVICES CO COM 055482103 767443 23650 X 23650 0 0
BAIRNCO CORP COM 057097107 301 50 X 50 0 0
BAIRNCO CORP COM 057097107 601 100 X 0 0 100
BAKER HUGHES INC COM 057224107 171768266 4709851 X 4516614 0 193237
BAKER HUGHES INC COM 057224107 13338428 365737 X 342761 150 22826
BALDOR ELECTRIC CO COM 057741100 509960 24400 X 24400 0 0
BALL CORP COM 058498106 190466 2694 X 1900 0 794
BALL CORP COM 058498106 127260 1800 X 1800 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 9579647 444325 X 442725 0 1600
BANCORP CONN INC COM 059684100 35022 1796 X 288 0 1508
BANCORP CONN INC COM 059684100 202800 10400 X 10400 0 0
BANCORP RHODE ISLAND INC COM 059690107 55680 3200 X 3200 0 0
BANCORP RHODE ISLAND INC COM 059690107 208800 12000 X 12000 0 0
BANK GRANITE CORP COM 062401104 7414 375 X 375 0 0
BANK NEW YORK INC 064057102 136258046 3339658 X 3273601 0 66057
BANK NEW YORK INC 064057102 34325774 841318 X 756533 475 84310
BANK OF AMERICA CORP COM 060505104 166093386 2638497 X 2507428 0 131069
BANK OF AMERICA CORP COM 060505104 33368410 530078 X 469192 253 60633
BANK ONE CORP NEW COM 06423A103 49918865 1278332 X 1218473 0 59859
BANK ONE CORP NEW COM 06423A103 6895488 176581 X 168001 1027 7553
BANK PLUS CORPORATION COM 064446107 1452 200 X 200 0 0
BANKNORTH GROUP INC COM NEW 06646R107 2868125 127359 X 114954 0 12405
BANKNORTH GROUP INC COM NEW 06646R107 808400 35897 X 33797 0 2100
BANKUNITED FINL CORP CL A COM 06652B103 1485 100 X 100 0 0
BANTA CORP COM 066821109 8856 300 X 300 0 0
BANTA CORP COM 066821109 413280 14000 X 0 0 14000
BAR HARBOR BANKSHARES COM 066849100 195210 10845 X 10845 0 0
BAR HARBOR BANKSHARES COM 066849100 7200 400 X 400 0 0
BARD C R INC 067383109 876942 13596 X 9133 0 4463
BARD C R INC 067383109 1716539 26613 X 25933 0 680
BARNES & NOBLE INC COM 067774109 7534976 254560 X 248160 0 6400
BARNES & NOBLE INC COM 067774109 20720 700 X 700 0 0
BARNES GROUP INC 067806109 9371837 390656 X 390656 0 0
BARNES GROUP INC 067806109 55132331 2298138 X 161199 0 2136939
BARNESANDNOBLE.COM INC COM 067846105 770 500 X 500 0 0
BARR LABS INC COM 068306109 6448000 81250 X 77700 0 3550
BARRA INC COM 068313105 704796 14967 X 14967 0 0
BARRY R G CORP OHIO COM 068798107 1395 221 X 221 0 0
BASSETT FURNITURE INDS INC COM 070203104 5514210 393591 X 249591 0 144000
BAUSCH & LOMB COM 071707103 959163 25469 X 23475 0 1994
BAUSCH & LOMB COM 071707103 236693 6285 X 6285 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
BAXTER INTERNATIONAL COM 071813109 153146150 2855606 X 2767121 0 88485
BAXTER INTERNATIONAL COM 071813109 22003424 410282 X 387693 325 22264
BAY VIEW CAP CORP DEL COM 07262L101 7330 1000 X 0 0 1000
BAY VIEW CAP CORP DEL COM 07262L101 47117 6428 X 6428 0 0
BB & T CORP COM 054937107 1497265 41464 X 40330 0 1134
BB & T CORP COM 054937107 529878 14674 X 14674 0 0
BE AEROSPACE INC COM 073302101 207242 22600 X 14300 0 8300
BEA SYS INC COM 073325102 4554458 295744 X 295744 0 0
BEA SYS INC COM 073325102 33726 2190 X 1190 0 1000
BEAR STEARNS COM 073902108 1146881 19558 X 19289 0 269
BEAR STEARNS COM 073902108 132116 2253 X 2253 0 0
BECKMAN COULTER INC COM 075811109 8093787 182704 X 172804 0 9900
BECKMAN COULTER INC COM 075811109 161872 3654 X 3654 0 0
BECTON DICKINSON & CO COM 075887109 18051733 544547 X 430941 0 113606
BECTON DICKINSON & CO COM 075887109 5224838 157612 X 153802 0 3810
BED BATH & BEYOND INC COM 075896100 39712426 1171458 X 1162230 0 9228
BED BATH & BEYOND INC COM 075896100 3115037 91889 X 88089 0 3800
BEI TECHNOLOGIES COM 05538P104 177888 10200 X 10200 0 0
BEL FUSE INC CL B COM 077347300 190380 7600 X 7600 0 0
BELDEN INC COM 077459105 409770 17400 X 17400 0 0
BELL INDUSTRIES INC COM 078107109 4991 2300 X 2300 0 0
BELL MICROPRODUCTS INC COM 078137106 1422526 112720 X 112220 0 500
BELL SOUTH CORP COM 079860102 131744730 3453335 X 3322830 4500 126005
BELL SOUTH CORP COM 079860102 86899253 2277831 X 2198989 1000 77842
BELO CORPORATION CL A COM 080555105 23571056 1257123 X 1250123 0 7000
BELO CORPORATION CL A COM 080555105 95799713 5109318 X 3454689 0 1654629
BEMIS CO COM 081437105 1057763 21508 X 19450 0 2058
BEMIS CO COM 081437105 33921561 689743 X 629893 0 59850
BENCHMARK ELECTRONICS INC COM 08160H101 21319629 1124453 X 749753 0 374700
BENTON OIL & GAS CO COM 083288100 11664 8100 X 8100 0 0
BERKLEY W R CORP COM 084423102 53700 1000 X 1000 0 0
BERKSHIRE BANCORP INC COM 084597103 3390 120 X 120 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 9147600 121 X 119 0 2
BERKSHIRE HATHAWAY INC CL A COM 084670108 19126800 253 X 252 0 1
BERKSHIRE HATHAWAY INC CL B COM 084670207 33122950 13118 X 12729 0 389
BERKSHIRE HATHAWAY INC CL B COM 084670207 29572800 11712 X 11336 0 376
BEST BUY INC COM 086516101 2494484 33492 X 31710 0 1782
BEST BUY INC COM 086516101 141512 1900 X 1900 0 0
BETHLEHEM STEEL CORP COM 087509105 135 300 X 300 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 12699964 1476740 X 994440 0 482300
BIG LOTS INC COM 089302103 117738 11321 X 11034 0 287
BIO RAD LABS INC CL A 090572207 94950 1500 X 1500 0 0
BIO-TECHNOLOGY GENERAL COM 090578105 365544 44416 X 44416 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
BIOGEN INC 090597105 2660524 46391 X 44191 0 2200
BIOGEN INC 090597105 1099285 19168 X 17038 0 2130
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 34140 6000 X 6000 0 0
BIOMET INC COM 090613100 14485487 468786 X 449171 0 19615
BIOMET INC COM 090613100 1119785 36239 X 34996 0 1243
BIOPURE CORP COM 09065H105 60705 4272 X 3272 0 1000
BIOPURE CORP COM 09065H105 28420 2000 X 2000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 146510 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 11270 1000 X 1000 0 0
BIOVAIL CORP COM 09067J109 3293438 58550 X 58550 0 0
BIOVAIL CORP COM 09067J109 562500 10000 X 500 0 9500
BISYS GROUP INC COM 055472104 31995 500 X 500 0 0
BISYS GROUP INC COM 055472104 371142 5800 X 0 0 5800
BJS WHOLESALE CLUB INC COM 05548J106 45864 1040 X 1040 0 0
BJS WHOLESALE CLUB INC COM 05548J106 211680 4800 X 2800 0 2000
BKF CAP GROUP INC COM 05548G102 67818 2363 X 2363 0 0
BLACK & DECKER CORP 091797100 4822875 127826 X 114256 0 13570
BLACK & DECKER CORP 091797100 948947 25151 X 22198 200 2753
BLACK BOX CORP DEL COM 091826107 740320 14000 X 14000 0 0
BLACK HILLS CORP COM 092113109 296506 8762 X 8762 0 0
BLAIR CORP COM 092828102 33900 1500 X 1500 0 0
BLOCK H & R INC COM 093671105 6549846 146529 X 138103 0 8426
BLOCK H & R INC COM 093671105 2179930 48768 X 48768 0 0
BLOCKBUSTER INC COM CL A 093679108 12600 500 X 0 0 500
BLOCKBUSTER INC COM CL A 093679108 25200 1000 X 1000 0 0
BLONDER TONGUE LABORATORIES COM 093698108 92 25 X 25 0 0
BMC INDS INC MINN 055607105 40170 19500 X 17500 0 2000
BMC SOFTWARE INC COM 055921100 21641386 1322015 X 1248441 0 73574
BMC SOFTWARE INC COM 055921100 920092 56206 X 56206 0 0
BNS CO CL A COM 055961304 6447 2840 X 2840 0 0
BNS CO CL A COM 055961304 14 6 X 6 0 0
BOB EVANS FARMS INC COM 096761101 24570 1000 X 1000 0 0
BOCA RESORTS INC CL A COM 09688T106 655 50 X 50 0 0
BOEING CO COM 097023105 35247724 908915 X 837917 0 70998
BOEING CO COM 097023105 11695117 301576 X 288015 400 13161
BOISE CASCADE CO 097383103 473657 13927 X 11986 0 1941
BOISE CASCADE CO 097383103 7414 218 X 218 0 0
BOMBAY INC COM 097924104 1280774 561743 X 558965 0 2778
BOOTS & COOTS INTL WELL CTL INC COM 099469108 1000 2000 X 2000 0 0
BORDERS GROUP INC COM 099709107 5357 270 X 270 0 0
BORG WARNER INC COM 099724106 26125 500 X 500 0 0
BORG WARNER INC COM 099724106 53870 1031 X 1031 0 0
BORLAND SOFTWARE CORP COM 099849101 2349 150 X 0 0 150
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
BOSTON BEER INC CL A COM 100557107 858 50 X 50 0 0
BOSTON COMMUNICATION GROUP INC COM 100582105 143010 12600 X 12600 0 0
BOSTON LIFE SCIENCES INC COM 100843408 27501 10300 X 10300 0 0
BOSTON LIFE SCIENCES INC COM 100843408 8010 3000 X 3000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 344292 15600 X 15600 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7078231 293459 X 222665 0 70794
BOSTON SCIENTIFIC CORP COM 101137107 2243353 93008 X 80208 600 12200
BOTTOMLINE TECHNOLOGIES COM 101388106 6498 600 X 500 0 100
BOWATER INC COM 102183100 386370 8100 X 8100 0 0
BOWNE & CO INC DEL COM 103043105 298240 23300 X 23300 0 0
BOYKIN LODGING CO COM 103430104 12298 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 1486 100 X 100 0 0
BRADY CORPORATION COM CLASS A 104674106 592920 16200 X 16200 0 0
BRASS EAGLE INC COM 10553F106 1791136 325661 X 324108 0 1553
BRIGGS & STRATTON CORP COM 109043109 755790 17700 X 17700 0 0
BRIGGS & STRATTON CORP COM 109043109 111020 2600 X 2600 0 0
BRIGHAM EXPLORATION CO COM 109178103 585600 195200 X 194031 0 1169
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 6109573 218277 X 217066 0 1211
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 128754 4600 X 0 0 4600
BRIGHTPOINT INC COM 109473108 123716 39400 X 39400 0 0
BRIGHTPOINT INC COM 109473108 3140 1000 X 0 0 1000
BRINKER INTL INC COM 109641100 6906522 232074 X 221274 0 10800
BRINKER INTL INC COM 109641100 38688 1300 X 0 0 1300
BRISTOL MYERS SQUIBB CO 110122108 386880390 7585890 X 7225357 2500 358033
BRISTOL MYERS SQUIBB CO 110122108 191212872 3749272 X 3551184 1275 196813
BRITESMILE INC COM 110415106 9000 1800 X 1800 0 0
BROADCOM CORP CL A COM 111320107 1590006 38904 X 38204 0 700
BROADCOM CORP CL A COM 111320107 76018 1860 X 1560 0 300
BROADVISION INC COM 111412102 3288 1200 X 1200 0 0
BROADVISION INC COM 111412102 959 350 X 350 0 0
BROADWING INC COM 111620100 20606 2169 X 2169 0 0
BROADWING INC COM 111620100 127528 13424 X 6424 0 7000
BROCADE COMMUNICATIONS SYTEMS COM 111621108 17719034 534995 X 522969 0 12026
BROCADE COMMUNICATIONS SYTEMS COM 111621108 1396372 42161 X 37811 0 4350
BROOKS AUTOMATION INC COM 11434A100 3153104 77529 X 77108 0 421
BROOKSTONE INC COM 114537103 801042 68290 X 67953 0 337
BROOKTROUT INC 114580103 57720 8880 X 8880 0 0
BROWN & BROWN INC COM 115236101 600600 22000 X 13400 0 8600
BROWN FORMAN CORP CL B 115637209 495855 7921 X 5725 0 2196
BROWN FORMAN CORP CL B 115637209 366523 5855 X 5380 0 475
BROWN SHOE COMPANY INC COM 115736100 201782 12425 X 12425 0 0
BRUKER DALTONICS INC COM 116795105 1018278 62280 X 61780 0 500
BRUNSWICK BANCORP COM 117030106 2666 224 X 224 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
BRUNSWICK CORP COM 117043109 4206317 193305 X 184950 0 8355
BRUSH ENGINEERED MATERIALS INC 117421107 168032 11800 X 11800 0 0
BRUSH ENGINEERED MATERIALS INC 117421107 15920 1118 X 1118 0 0
BRYN MAWR BANK CORP COM 117665109 34804 1232 X 1232 0 0
BSB BANCORP INC COM 055652101 4267373 179982 X 119382 0 60600
BSB BANCORP INC COM 055652101 171945 7252 X 2752 0 4500
BUCKEYE TECHNOLOGIES INC COM 118255108 5079550 441700 X 262800 0 178900
BUCKLE INC COM 118440106 10191100 457000 X 290800 0 166200
BUILDING MATERIALS HOLDING CORP COM 120113105 98735 9100 X 9100 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 524160 31200 X 31200 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 34912389 1223708 X 1207984 0 15724
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 3728700 130694 X 124394 0 6300
BURLINGTON RES INC COM 122014103 2551256 67961 X 64835 0 3126
BURLINGTON RES INC COM 122014103 1841224 49047 X 41706 0 7341
BUSH INDS INC CL A 123164105 1086 100 X 100 0 0
BUTLER INTL INC NEW COM 123649105 2535 874 X 874 0 0
BUTLER MANUFACTURING CO COM 123655102 124650 4500 X 100 0 4400
B F GOODRICH CO COM 382388106 6602 248 X 248
BAKER HUGHES INC COM 057224107 27535 755 X 755
BALL CORP COM 058498106 919 13 X 13
BANC ONE CORPORATION NEW COM 06423A103 122500 3137 X 3137
BANK OF AMERICA CORPORATION COM 060505104 273266 4341 X 4341
BANK OF NEW YORK CO INC COM 064057102 811920 19900 X 19900
BANK OF NEW YORK CO INC COM 064057102 79152 1940 X 1940
BAUSCH & LOMB INC COM COM 071707103 4708 125 X 125
BAXTER INTERNATIONAL INC COM 071813109 84414 1574 X 1574
BB&T CORPORATION COM 054937107 39288 1088 X 1088
BEA SYSTEMS INC COM 073325102 4620 300 X 300
BECTON DICKINSON COM 075887109 20520 619 X 619
BED BATH & BEYOND, INC COM 075896100 31629 933 X 933
BELLSOUTH CORP COM 079860102 801150 21000 X 21000
BELLSOUTH CORP COM 079860102 197083 5166 X 5166
BEMIS CO INC COM 081437105 4918 100 X 100
BEST BUY CO INC COM 086516101 37017 497 X 497
BIG LOTS INC COM 089302103 2621 252 X 252
BIOGEN INC COM 090597105 24030 419 X 419
BIOGEN INC COM 090597105 22424 391 X 391
BIOMARIN PHARMACEUTICAL INC COM 09061G101 537 40 X 40
BIOMET INC COM 090613100 25585 828 X 828
BIOMET INC COM 090613100 17798 576 X 576
BIOPURE CORP COM 09065H105 554 39 X 39
BISYS GROUP INC (THE) COM 055472104 22397 350 X 350
BLACK & DECKER CORP COM 091797100 565950 15000 X 15000
BLACK & DECKER CORP COM 091797100 5207 138 X 138
BMC SOFTWARE INC COM 055921100 10035 613 X 613
BOEING CO COM 097023105 93188 2403 X 2403
BOISE CASCADE CORP COM 097383103 4319 127 X 127
BOSTON SCIENTIFIC CORP COM 101137107 26170 1085 X 1085
BRISTOL MYERS SQUIBB CO COM 110122108 224298 4398 X 4398
BROADCOM CORP A COM 111320107 26811 656 X 656
BROADCOM CORP A COM 111320107 11198 274 X 274
BROADVISION INC COM 111412102 2263 826 X 826
BROCADE COMMUNICATIONS SYS COM 111621108 6227 188 X 188
BRUNSWICK CORP COM 117043109 3046 140 X 140
BUCA INC COM 117769109 113 7 X 7
BURLINGTON NORTHERN SANTA FE COM 12189T104 30841 1081 X 1081
BURLINGTON RES INC COM 122014103 18695 498 X 498
C & D TECHNOLOGIES INC COM 124661109 427295 18700 X 18700 0 0
C H ROBINSON WORLDWIDE INC COM 12541W100 1157 40 X 40 0 0
C-COR.NET CORPORATION COM 125010108 332196 22800 X 22800 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 422028 30850 X 30850 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 21067 1540 X 1540 0 0
CABLEVISION NY GROUP CL A 12686C109 3305889 69671 X 69671 0 0
CABLEVISION NY GROUP CL A 12686C109 1281 27 X 27 0 0
CABLEVISION SYS CORP COM 12686C844 29023 1175 X 1175 0 0
CABLEVISION SYS CORP COM 12686C844 321 13 X 13 0 0
CABOT CORP COM 127055101 29437542 824581 X 824581 0 0
CABOT CORP COM 127055101 22019153 616783 X 616745 0 38
CABOT MICROELECTRONICS CORP COM 12709P103 11106254 140142 X 140142 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 6841890 86333 X 86333 0 0
CABOT OIL & GAS CORP CL A 127097103 5225656 217283 X 217283 0 0
CABOT OIL & GAS CORP CL A 127097103 791726 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 639657 16200 X 16200 0 0
CADENCE DESIGN SYS INC COM 127387108 9387459 428260 X 419160 0 9100
CADENCE DESIGN SYS INC COM 127387108 54800 2500 X 500 0 2000
CAL DIVE INTERNATIONAL INC COM 127914109 567640 23000 X 23000 0 0
CALGON CARBON CORP COM 129603106 3203895 383700 X 246200 0 137500
CALIFORNIA COASTAL CMNTYS INC COM 129915203 365 81 X 81 0 0
CALIFORNIA FED BK GOODWILL CERT COM 130209604 282 100 X 100 0 0
CALLAWAY GOLF CO COM 131193104 8272800 432000 X 341800 0 90200
CALLAWAY GOLF CO COM 131193104 45960 2400 X 2400 0 0
CALPINE CORP COM 131347106 9441017 562300 X 544130 0 18170
CALPINE CORP COM 131347106 22834 1360 X 360 0 1000
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CAMBREX CORP COM 132011107 784800 18000 X 18000 0 0
CAMBREX CORP COM 132011107 309560 7100 X 0 0 7100
CAMDEN NATIONAL CORP COM 133034108 533380 28523 X 28223 0 300
CAMPBELL SOUP CO COM 134429109 3375758 113015 X 91702 0 21313
CAMPBELL SOUP CO COM 134429109 3566329 119395 X 110550 2000 6845
CANADA SOUTHN PETE LTD 135231108 700 133 X 133 0 0
CANNONDALE CORP COM 137798104 235 105 X 105 0 0
CAPITAL ONE FINL CORP COM 14040H105 17029102 315646 X 305431 0 10215
CAPITAL ONE FINL CORP COM 14040H105 3823814 70877 X 69077 0 1800
CAPITAL PROPERTIES INC RI COM 140430109 16884 2100 X 2100 0 0
CAPSTEAD MTG CORP COM 14067E506 17625 750 X 250 0 500
CAPSTONE TURBINE CORP COM 14067D102 541 100 X 100 0 0
CAPSTONE TURBINE CORP COM 14067D102 1623 300 X 300 0 0
CAPTARIS INC COM 14071N104 84132 22800 X 22800 0 0
CARAUSTAR INDS INC COM 140909102 136521 19700 X 7600 0 12100
CARBO CERAMICS INC COM 140781105 415096 10600 X 10600 0 0
CARBO CERAMICS INC COM 140781105 392 10 X 10 0 0
CARDINAL HEALTH INC COM 14149Y108 90434705 1398619 X 1362481 0 36138
CARDINAL HEALTH INC COM 14149Y108 11683868 180697 X 153306 275 27116
CARECENTRIC INC COM RESTRICTED 14166Y106 4890 8150 X 8150 0 0
CARECENTRIC INC COM RESTRICTED 14166Y106 36826 61377 X 61377 0 0
CAREMARK RX INC COM 141705103 5421721 332417 X 313217 0 19200
CAREMARK RX INC COM 141705103 49158 3014 X 2802 0 212
CARLISLE COMPANIES INC 142339100 153319 4146 X 4146 0 0
CARLISLE COMPANIES INC 142339100 420684 11376 X 11376 0 0
CARNIVAL CORP CL A COM 143658102 13596364 484201 X 412950 0 71251
CARNIVAL CORP CL A COM 143658102 860231 30635 X 28805 0 1830
CARPENTER TECH CORP COM 144285103 69212 2600 X 2600 0 0
CARPENTER TECH CORP COM 144285103 90295 3392 X 1392 0 2000
CARREKER CORPORATION COM 144433109 91450 15500 X 15500 0 0
CARRINGTON LABS INC COM 144525102 1021 1000 X 1000 0 0
CASCADE NATURAL GAS CORP COM 147339105 7259477 329228 X 218328 0 110900
CASELLA WASTE SYSTEMS INC CL A COM 147448104 74 5 X 5 0 0
CASEYS GEN STORES INC COM 147528103 5809510 389900 X 254100 0 135800
CASH AMERICAN INTERNATIONAL INC COM 14754D100 5106290 600740 X 597840 0 2900
CASTLE A M & CO COM 148411101 82820 10100 X 1288 0 8812
CASTLE A M & CO COM 148411101 125460 15300 X 15300 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 237146 9100 X 9100 0 0
CATELLUS DEV CORP COM 149111106 27526 1496 X 1496 0 0
CATELLUS DEV CORP COM 149111106 38051 2068 X 2068 0 0
CATERPILLAR INC COM 149123101 13333939 255195 X 229329 0 25866
CATERPILLAR INC COM 149123101 7884003 150890 X 147814 0 3076
CATHAY BANCORP INC COM 149150104 505995 7900 X 7900 0 0
CATHAY BANCORP INC COM 149150104 243326 3799 X 3799 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CATO CORP NEW COM 149205106 334530 17700 X 17700 0 0
CCBT FINANCIAL CO COM 12500Q102 444860 18850 X 18850 0 0
CCBT FINANCIAL CO COM 12500Q102 1062000 45000 X 45000 0 0
CDI CORP 125071100 260300 13700 X 12600 0 1100
CEC ENTMT INC COM 125137109 11724369 270209 X 151509 0 118700
CELESTICA INC COM 15101Q108 26676787 660480 X 649165 0 11315
CELESTICA INC COM 15101Q108 330188 8175 X 8175 0 0
CELGENE CORP COM 151020104 142363 4460 X 4460 0 0
CELGENE CORP COM 151020104 209874 6575 X 6575 0 0
CELL GENESYS INC COM 150921104 4683557 201530 X 200430 0 1100
CELL GENESYS INC COM 150921104 697 30 X 30 0 0
CELL PATHWAYS INC NEW 15114R101 7656 1100 X 100 0 1000
CELL PATHWAYS INC NEW 15114R101 4872 700 X 700 0 0
CENDANT CORP COM 151313103 79728357 4065699 X 3992259 0 73440
CENDANT CORP COM 151313103 2872806 146497 X 134127 0 12370
CENTER BANCORP INC COM 151408101 110333 5807 X 5807 0 0
CENTERPOINT PROPERTIES TRUST 151895109 328680 6600 X 800 0 5800
CENTEX CORP COM 152312104 43673393 764992 X 724618 0 40374
CENTEX CORP COM 152312104 3450919 60447 X 55705 0 4742
CENTRA SOFTWARE INC COM 15234X103 2818880 352360 X 350560 0 1800
CENTRA SOFTWARE INC COM 15234X103 5056 632 X 632 0 0
CENTRAL PKG CORP COM 154785109 496892 25300 X 25300 0 0
CENTRAL VT PUB SVC CORP COM 155771108 152388 9125 X 9125 0 0
CENTRAL VT PUB SVC CORP COM 155771108 62391 3736 X 3736 0 0
CENTURY ALUMINUM COMPANY COM 156431108 200400 15000 X 15000 0 0
CENTURY BANCORP CL A NON VTG 156432106 40000 2000 X 2000 0 0
CENTURYTEL INC COM 156700106 27777730 846882 X 838043 0 8839
CENTURYTEL INC COM 156700106 974390 29707 X 23207 0 6500
CEPHALON INC COM 156708109 2661348 35210 X 35200 0 10
CEPHALON INC COM 156708109 22676 300 X 300 0 0
CERIDIAN CORP COM 156779100 11250 600 X 600 0 0
CERNER CORP COM 156782104 1228278 24600 X 24600 0 0
CERTEGY INC COM 156880106 1836622 53671 X 53671 0 0
CERTEGY INC COM 156880106 1461844 42719 X 35019 0 7700
CFS BANCORP INC COM 12525D102 7175 500 X 500 0 0
CH ENERGY GROUP INC COM 12541M102 823409 18942 X 18942 0 0
CH ENERGY GROUP INC COM 12541M102 201744 4641 X 4641 0 0
CHALONE WINE GROUP LTD COM 157639105 970 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 417309 33900 X 29100 0 4800
CHARLES RIVER ASSOCIATES COM 159852102 4653582 227004 X 225814 0 1190
CHARLES RIVER LABORATORIES COM 159864107 46370 1385 X 1385 0 0
CHARTER COMMUN INC CL A COM 16117M107 161014 9800 X 9800 0 0
CHARTER COMMUN INC CL A COM 16117M107 9858 600 X 500 0 100
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CHARTER MUNI MTG ACCEPT CO COM 160908109 204230 12568 X 10178 0 2390
CHARTER ONE FINL INC COM 160903100 30787747 1133987 X 1103047 0 30940
CHARTER ONE FINL INC COM 160903100 3753542 138252 X 119433 0 18819
CHASE CORP COM 16150R104 27708 2309 X 2309 0 0
CHASE CORP COM 16150R104 24000 2000 X 2000 0 0
CHECK POINT SOFTWARE TECH COM M22465104 6567849 164649 X 162999 0 1650
CHECK POINT SOFTWARE TECH COM M22465104 34305 860 X 860 0 0
CHECK TECHNOLOGY CORP COM 162780100 18120 3000 X 3000 0 0
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 4377433 714100 X 470000 0 244100
CHECKFREE CORP NEW COM 162813109 55800 3100 X 0 0 3100
CHECKPOINT SYS INC COM 162825103 289708 21620 X 17020 0 4600
CHEESECAKE FACTORY INC 163072101 8447372 242950 X 242950 0 0
CHEESECAKE FACTORY INC 163072101 175136 5037 X 2250 0 2787
CHEMED CORP COM 163596109 237300 7000 X 2800 0 4200
CHEMFIRST INC COM 16361A106 242097 10100 X 10100 0 0
CHESAPEAKE CORP COM 165159104 300348 10800 X 10800 0 0
CHESAPEAKE CORP COM 165159104 116802 4200 X 0 0 4200
CHESAPEAKE ENERGY CORP COM 165167107 15203 2300 X 200 0 2100
CHESAPEAKE UTILITIES 165303108 31680 1600 X 1600 0 0
CHEVRONTEXACO CORP COM 166764100 167568460 1869975 X 1800274 0 69701
CHEVRONTEXACO CORP COM 166764100 73916511 824869 X 792660 225 31984
CHICOS FAS INC COM 168615102 744375 18750 X 18750 0 0
CHICOS FAS INC COM 168615102 23820 600 X 600 0 0
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 4266764 715900 X 471800 0 244100
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 14900 2500 X 2500 0 0
CHILDRENS PL RETAIL STORES INC 168905107 2661 98 X 98 0 0
CHILES OFFSHORE INC COM 16888M104 15912 800 X 0 0 800
CHINADOTCOM CORPORATION COM G2108N109 840 280 X 280 0 0
CHIQUITA BRANDS INTL INC COM 170032106 646 1010 X 1010 0 0
CHIRON CORP COM 170040109 1138788 25976 X 25936 0 40
CHIRON CORP COM 170040109 584650 13336 X 13336 0 0
CHITTENDEN CORP 170228100 830539 30092 X 30092 0 0
CHITTENDEN CORP 170228100 456559 16542 X 16542 0 0
CHOICEPOINT INC COM 170388102 1326811 26175 X 26175 0 0
CHOICEPOINT INC COM 170388102 508522 10032 X 8832 0 1200
CHORDIANT SOFTWARE INC COM 170404107 3169458 400690 X 398590 0 2100
CHRISTOPHER & BANKS CORP COM 171046105 609650 17800 X 17800 0 0
CHROMAVISION MED SYS INC COM 17111P104 1347 300 X 300 0 0
CHUBB CORP 171232101 32795148 475292 X 459548 0 15744
CHUBB CORP 171232101 7642854 110766 X 106691 50 4025
CHURCH & DWIGHT CO COM 171340102 18641 700 X 700 0 0
CIBER INC COM 17163B102 381780 40400 X 40400 0 0
CIENA COM 171779101 523374 36574 X 35574 0 1000
CIENA COM 171779101 23969 1675 X 1675 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CIGNA CORP COM 125509109 74143904 800258 X 762803 0 37455
CIGNA CORP COM 125509109 46268391 499389 X 482660 0 16729
CIMA LABS INC COM 171796105 361500 10000 X 10000 0 0
CINCINNATTI FINL CORP COM 172062101 2037973 53420 X 52989 0 431
CINCINNATTI FINL CORP COM 172062101 573929 15044 X 15044 0 0
CINERGY CORP COM 172474108 1508763 45132 X 33426 0 11706
CINERGY CORP COM 172474108 871219 26061 X 15161 0 10900
CINTAS CORP COM 172908105 10596432 220759 X 205709 0 15050
CINTAS CORP COM 172908105 1231296 25652 X 24602 0 1050
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1170512 146314 X 299 0 146015
CIRCOR INTL INC COM 17273K109 8267445 448100 X 298500 0 149600
CIRCUIT CITY GROUP COM 172737108 32704136 1260275 X 1214503 0 45772
CIRCUIT CITY GROUP COM 172737108 1517297 58470 X 52570 0 5900
CIRRUS LOGIC INC COM 172755100 3232554 244520 X 244520 0 0
CISCO SYS INC COM 17275R102 303840362 16777491 X 16240805 1000 535686
CISCO SYS INC COM 17275R102 83281515 4598648 X 4281811 8800 308037
CITIGROUP INC COM 172967101 726562527 14393077 X 13805067 538 587472
CITIGROUP INC COM 172967101 199770864 3957426 X 3678956 3607 274863
CITIZENS COMMUNICATIONS CO COM 17453B101 702537 65904 X 56922 0 8982
CITIZENS COMMUNICATIONS CO COM 17453B101 1065755 99977 X 99977 0 0
CITRIX SYSTEMS INC COM 177376100 538175 23750 X 23250 0 500
CITRIX SYSTEMS INC COM 177376100 9970 440 X 440 0 0
CITY NATL CORP COM 178566105 6325 135 X 135 0 0
CITY NATL CORP COM 178566105 70275 1500 X 1500 0 0
CIVIC BANCORP COM 178788105 16281 802 X 802 0 0
CLAIRES STORES INC COM 179584107 7550 500 X 500 0 0
CLARCOR INC COM 179895107 3586515 132100 X 84000 0 48100
CLARK/BARDES INC COM 180668105 2523 100 X 100 0 0
CLARUS CORP COM 182707109 44304 7100 X 7100 0 0
CLAYTON HOMES INC 184190106 121290 7093 X 7093 0 0
CLAYTON HOMES INC 184190106 87945 5143 X 2460 0 2683
CLEAN HBRS INC COM 184496107 15165 4500 X 4500 0 0
CLEAN HBRS INC COM 184496107 809 240 X 0 240 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 3462236 68007 X 66072 0 1935
CLEAR CHANNEL COMMUNICATIONS INC 184502102 405447 7964 X 2729 0 5235
CLECO CORP NEW COM 12561W105 53211 2422 X 2422 0 0
CLECO CORP NEW COM 12561W105 493534 22464 X 17964 0 4500
CLEVELAND-CLIFFS INC COM 185896107 131760 7200 X 7200 0 0
CLICK COMMERCE INC COM 18681D109 316 100 X 100 0 0
CLOROX CO COM 189054109 3067617 77563 X 39335 0 38228
CLOROX CO COM 189054109 2115609 53492 X 48692 0 4800
CLOSURE MEDICAL CORP COM 189093107 374321 16024 X 15550 0 474
CMGI INC COM 125750109 18587 11403 X 11403 0 0
CMGI INC COM 125750109 6129 3760 X 3260 0 500
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CMS ENERGY CORP 125896100 790779 32908 X 32600 0 308
CMS ENERGY CORP 125896100 132165 5500 X 5500 0 0
CNA FINANCIAL 126117100 9364 321 X 0 0 321
CNET NETWORKS INC COM 12613R104 8432 940 X 940 0 0
CNF INC COM 12612W104 33550 1000 X 950 0 50
COACH INC COM 189754104 94643 2428 X 78 0 2350
COACHMEN INDS INC COM 189873102 134400 11200 X 11200 0 0
COCA COLA BOTTLING CO CONS COM 191098102 234732 6200 X 1000 0 5200
COCA COLA CO COM 191216100 146400231 3104989 X 2923933 4444 176612
COCA COLA CO COM 191216100 102151748 2166527 X 2063105 1200 102222
COCA COLA ENTERPRISES INC COM 191219104 7268263 383752 X 382435 0 1317
COCA COLA ENTERPRISES INC COM 191219104 253796 13400 X 11800 0 1600
COGNEX CORP COM 192422103 3499094 136630 X 136030 0 600
COGNEX CORP COM 192422103 118139 4613 X 4613 0 0
COHERENT INC COM 192479103 609124 19700 X 17100 0 2600
COHESION TECHNOLOGIES INC COM 19248N101 2490 500 X 500 0 0
COHU INC COM 192576106 300200 15200 X 15200 0 0
COINSTAR INC COM 19259P300 2500 100 X 100 0 0
COINSTAR INC COM 19259P300 11425 457 X 457 0 0
COLE KENNETH PRODUCTIONS CL A COM 193294105 12390 700 X 700 0 0
COLE NATL CORP NEW CL A COM 193290103 132400 8000 X 8000 0 0
COLGATE PALMOLIVE CO COM 194162103 42958262 743866 X 706147 0 37719
COLGATE PALMOLIVE CO COM 194162103 23159598 401032 X 381132 0 19900
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 7088 875 X 875 0 0
COLONIAL BANCGROUP INC COM 195493309 1127 80 X 80 0 0
COLUMBIA BKG SYS INC COM 197236102 13024 998 X 998 0 0
COLUMBIA LABS INC COM 197779101 20700 6000 X 6000 0 0
COMCAST CORP CL A COM 200300101 93600 2600 X 1600 0 1000
COMCAST CORP CL A COM 200300101 155088 4308 X 3183 0 1125
COMCAST CORP CL A SPECIAL 200300200 116361576 3232266 X 3075187 0 157079
COMCAST CORP CL A SPECIAL 200300200 17610084 489169 X 464498 950 23721
COMDISCO INC COM 200336105 364 700 X 700 0 0
COMDISCO INC COM 200336105 302 580 X 580 0 0
COMERICA INC COM 200340107 7694015 134276 X 131243 0 3033
COMERICA INC COM 200340107 2161413 37721 X 37721 0 0
COMMERCE BANCORP INC NJ COM 200519106 2666150 67772 X 67772 0 0
COMMERCE BANCORP INC NJ COM 200519106 1594057 40520 X 40520 0 0
COMMERCE BANCSHARES INC COM 200525103 2204807 56548 X 56548 0 0
COMMERCE GROUP INC MA COM 200641108 22614 600 X 600 0 0
COMMERCE GROUP INC MA COM 200641108 3122805 82855 X 82855 0 0
COMMERCIAL FED CORP COM 201647104 850700 36200 X 22700 0 13500
COMMERCIAL METALS CO COM 201723103 758646 21688 X 15022 0 6666
COMMERCIAL METALS CO COM 201723103 66462 1900 X 1900 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
COMMERCIAL NET LEASE RLTY INC COM 202218103 902746 69442 X 69442 0 0
COMMONWEALTH INDS INC DEL COM 203004106 54990 11700 X 11700 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 2788 68 X 68 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 7735 170 X 170 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 84175 1850 X 1850 0 0
COMMUNICATION INTELLIGENCE CORP COM 20338K106 5600 8750 X 6750 0 2000
COMMUNICATION INTELLIGENCE CORP COM 20338K106 12047 18823 X 18823 0 0
COMMUNITY BANK SYS COM 203607106 605220 23100 X 23100 0 0
COMMUNITY BANK SYS COM 203607106 156990 5992 X 5992 0 0
COMMUNITY BKS INC COM 203628102 98415 3645 X 3645 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 745010 29000 X 29000 0 0
COMMUNITY HEALTH SYS INC COM 203668108 15300 600 X 0 0 600
COMPAQ COMPUTER CORP COM 204493100 14848600 1521373 X 1386983 0 134390
COMPAQ COMPUTER CORP COM 204493100 1136103 116404 X 113404 0 3000
COMPASS BANCSHARES INC COM 20449H109 8490 300 X 300 0 0
COMPASS BANCSHARES INC COM 20449H109 11320 400 X 400 0 0
COMPUCOM SYS INC COM 204780100 2260 1000 X 1000 0 0
COMPUDYNE CORP COM 204795306 1137500 65000 X 65000 0 0
COMPUDYNE CORP COM 204795306 77000 4400 X 4400 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 13796862 400025 X 356712 0 43313
COMPUTER ASSOCIATES INTL INC COM 204912109 1584850 45951 X 45276 0 675
COMPUTER MOTION INC COM 205253107 790 200 X 200 0 0
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 24248 1363 X 1363 0 0
COMPUTER SCIENCES CORP COM 205363104 46054033 940262 X 894011 0 46251
COMPUTER SCIENCES CORP COM 205363104 3221953 65781 X 57481 0 8300
COMPUTER TASK GROUP INC COM 205477102 7084479 1798091 X 1174991 0 623100
COMPUTERIZED THERMAL IMAGING COM 20557C108 9610 6200 X 6200 0 0
COMPUTERIZED THERMAL IMAGING COM 20557C108 5580 3600 X 3600 0 0
COMPUWARE CORP COM 205638109 3167855 268690 X 264396 0 4294
COMSTOCK RES INC COM 205768203 14000 2000 X 2000 0 0
COMVERSE TECHNOLOGY INC COM 205862402 1368820 61190 X 59090 0 2100
CONAGRA FOODS INC COM 205887102 7768630 326825 X 292571 0 34254
CONAGRA FOODS INC COM 205887102 4295405 180707 X 175782 1900 3025
CONCORD CAMERA CORP COM 206156101 169488 21400 X 21400 0 0
CONCORD COMMUNICATIONS INC COM 206186108 243670 11800 X 11800 0 0
CONCORD COMMUNICATIONS INC COM 206186108 6195 300 X 300 0 0
CONCORD EFS INC COM 206197105 16937328 516697 X 505207 0 11490
CONCORD EFS INC COM 206197105 3838014 117084 X 110984 0 6100
CONCURRENT COMPUTER CORP COM 206710204 1717551 115660 X 115035 0 625
CONCURRENT COMPUTER CORP COM 206710204 111375 7500 X 0 0 7500
CONE MLS CORP N C COM 206814105 360 200 X 200 0 0
CONECTIV INC CL A COM 206829202 9742 478 X 478 0 0
CONECTIV INC CL A COM 206829202 16691 819 X 819 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CONECTIV INC COM 206829103 302917 12369 X 12219 0 150
CONECTIV INC COM 206829103 398477 16271 X 16271 0 0
CONEXANT SYSTEMS INC COM 207142100 618169 43048 X 42448 0 600
CONEXANT SYSTEMS INC COM 207142100 365146 25428 X 17663 0 7765
CONMED CORP COM 207410101 473052 23700 X 23700 0 0
CONMED CORP COM 207410101 14930 748 X 0 0 748
CONNECTICUT BANCSHARES INC COM 207540105 103400 4000 X 4000 0 0
CONNECTICUT WTR SVC INC COM 207797101 332633 11249 X 11249 0 0
CONNECTICUT WTR SVC INC COM 207797101 137707 4657 X 4657 0 0
CONOCO INC COM 208251504 116093732 4102252 X 4012539 368 89345
CONOCO INC COM 208251504 25278126 893220 X 849510 750 42960
CONSECO INC COM 208464107 15065059 3377816 X 3142913 0 234903
CONSECO INC COM 208464107 698307 156571 X 155571 0 1000
CONSOL ENERGY INC COM 20854P109 2484 100 X 100 0 0
CONSOL ENERGY INC COM 20854P109 4968 200 X 200 0 0
CONSOLIDATED EDISON INC COM 209115104 5575573 138146 X 128941 0 9205
CONSOLIDATED EDISON INC COM 209115104 2192476 54323 X 44723 0 9600
CONSOLIDATED GRAPHICS INC COM 209341106 177100 9200 X 9200 0 0
CONSOLIDATED TOMOKA LD CO 210226106 3360 169 X 169 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 1311724 30612 X 30212 0 400
CONSTELLATION BRANDS INC CL A COM 21036P108 17140 400 X 400 0 0
CONSTELLATION BRANDS INC CL B COM 21036P207 8420 200 X 200 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 6628048 249644 X 232081 0 17563
CONSTELLATION ENERGY GROUP INC COM 210371100 2426670 91400 X 85275 0 6125
CONSTELLATION 3D INC COM 210379103 860 1000 X 0 0 1000
CONTINENTAL AIRLS INC CL B COM 210795308 78630 3000 X 3000 0 0
CONVERGYS CORP COM 212485106 7386130 197016 X 188416 0 8600
CONVERGYS CORP COM 212485106 257706 6874 X 6874 0 0
COOPER CAMERON CORP COM 216640102 747225 18514 X 17214 0 1300
COOPER COMPANIES INC COM 216648402 524790 10500 X 10500 0 0
COOPER COMPANIES INC COM 216648402 149940 3000 X 0 0 3000
COOPER INDS INC COM 216669101 1365826 39113 X 37319 0 1794
COOPER INDS INC COM 216669101 492407 14101 X 13001 0 1100
COOPER TIRE & RUBBER CO COM 216831107 9210436 577095 X 433097 0 143998
COOPER TIRE & RUBBER CO COM 216831107 97356 6100 X 6100 0 0
COORS ADOLPH CO CL B 217016104 286224 5360 X 3625 0 1735
COPART INC COM 217204106 1520266 41800 X 41800 0 0
COPART INC COM 217204106 160028 4400 X 0 0 4400
COPPER MOUNTAIN NETWORKS INC COM 217510106 9248 5472 X 4172 0 1300
COPPER MOUNTAIN NETWORKS INC COM 217510106 2197 1300 X 300 0 1000
COPYTELE INC COM 217721109 7740 18000 X 18000 0 0
COR THERAPEUTICS INC COM 217753102 17948 750 X 750 0 0
COR THERAPEUTICS INC COM 217753102 9572 400 X 400 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
COREL CORPORATION COM 21868Q109 95 50 X 50 0 0
CORINTHIAN COLLEGES INC COM 218868107 613350 15000 X 15000 0 0
CORN PRODS INTL INC COM 219023108 10048859 285074 X 208674 0 76400
CORN PRODS INTL INC COM 219023108 509715 14460 X 13060 0 1400
CORNELL COMPANIES INC COM 219141108 635400 36000 X 35800 0 200
CORNING INC COM 219350105 15304793 1715784 X 1644011 1000 70773
CORNING INC COM 219350105 8979996 1006726 X 694406 150 312170
CORPORATE EXECUTIVE BRD CO COM 21988R102 3993988 108828 X 108328 0 500
CORPORATE EXECUTIVE BRD CO COM 21988R102 176160 4800 X 0 0 4800
CORTEX PHARMACEUTICALS INC COM NEW 220524300 5 2 X 0 0 2
CORVIS CORP COM 221009103 4522 1400 X 1300 0 100
CORVIS CORP COM 221009103 5168 1600 X 0 0 1600
COST PLUS INC CALIF 221485105 397500 15000 X 15000 0 0
COSTAR GROUP INC COM 22160N109 264110 11000 X 11000 0 0
COSTCO WHOLESALE CORP COM NEW 22160K105 55007368 1239463 X 1211107 0 28356
COSTCO WHOLESALE CORP COM NEW 22160K105 2145684 48348 X 42998 0 5350
COUNTRYWIDE CR INDS INC 222372104 18271022 445961 X 440316 0 5645
COUNTRYWIDE CR INDS INC 222372104 116765 2850 X 850 0 2000
COUSINS PROPERTIES INC 222795106 3298344 135400 X 0 0 135400
COVANCE INC COM 222816100 103285 4550 X 4460 0 90
COVANCE INC COM 222816100 172634 7605 X 6675 0 930
COVANSYS CORP COM 22281W103 1796713 200750 X 199550 0 1200
COVANTA ENERGY CORP COM 22281N103 687 152 X 152 0 0
COVENTRY HEALTH CARE INC COM 222862104 911715 45700 X 41500 0 4200
COX COMMUNICATIONS INC CL A NEW COM 224044107 1977356 47181 X 47051 0 130
COX COMMUNICATIONS INC CL A NEW COM 224044107 636864 15196 X 9624 0 5572
CPI CORP COM 125902106 91300 5500 X 5500 0 0
CRACKER BARRELL GROUP INC COM 12489V106 118496 4025 X 25 0 4000
CRACKER BARRELL GROUP INC COM 12489V106 20608 700 X 700 0 0
CRANE CO COM 224399105 493544 19249 X 18896 0 353
CRAWFORD & CO CL A COM 224633206 175639 20096 X 20096 0 0
CRAWFORD & CO CL B COM 224633107 224637 19167 X 19167 0 0
CRAY INC COM 225223106 94 50 X 50 0 0
CREATIVE TECHNOLOGY LTD Y1775U107 1640 200 X 200 0 0
CREDENCE SYS CORP COM 225302108 3170252 170719 X 169781 0 938
CREDO PETE CORP COM 225439207 674 100 X 100 0 0
CREE INC COM 225447101 605403 20550 X 20450 0 100
CREE INC COM 225447101 147300 5000 X 5000 0 0
CRESTLINE CAP CORP COM 226153104 22363 720 X 720 0 0
CRESTLINE CAP CORP COM 226153104 155 5 X 5 0 0
CRITICAL PATH COM 22674V100 48734 17786 X 17786 0 0
CROMPTON CORP COM 227116100 11516472 1279608 X 114358 0 1165250
CROMPTON CORP COM 227116100 3772152 419128 X 419128 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CROSS A T CO CL A COM 227478104 867418 147020 X 118270 0 28750
CROSS A T CO CL A COM 227478104 3057380 518200 X 518200 0 0
CROSS MEDIA MARKETING CORP COM 22754R201 180 20 X 20 0 0
CROSSROADS SYSTEMS COM 22765D100 25818 5750 X 5750 0 0
CROWN CASTLE INTL CORP COM 228227104 21360 2000 X 2000 0 0
CROWN CORK & SEAL INC COM 228255105 3302 1300 X 1300 0 0
CROWN CORK & SEAL INC COM 228255105 7620 3000 X 3000 0 0
CRYO-CELL INTL INC COM 228895108 24500 5000 X 5000 0 0
CRYOLIFE INC COM 228903100 2260500 75350 X 75350 0 0
CRYOLIFE INC COM 228903100 22500 750 X 750 0 0
CSG SYS INTL INC COM 126349109 68765 1700 X 0 0 1700
CSP INCORPORATED COM 126389105 15267 4300 X 4300 0 0
CSX CORP COM 126408103 13674687 390148 X 375595 0 14553
CSX CORP COM 126408103 3841936 109613 X 102545 50 7018
CT COMMUNICATIONS INC COM 126426402 7034845 426096 X 301496 0 124600
CTB INTERNATIONAL CORP COM 125960104 3854022 353580 X 222880 0 130700
CTC COMMUNICATIONS GROUP INC 126419100 11588 2250 X 2250 0 0
CTS CORP COM 126501105 642519 40410 X 40210 0 200
CTS CORP COM 126501105 5247 330 X 330 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 179800 5000 X 5000 0 0
CULLEN FROST BANKERS INC COM 229899109 1164794 37720 X 29720 0 8000
CUMMINS INC COM 231021106 230469 5980 X 4321 0 1659
CUMULUS MEDIA INC COM 231082108 1618 100 X 100 0 0
CUNO INCORPORATED COM 126583103 1677378 54996 X 54821 0 175
CURAGEN CORP COM 23126R101 10514 470 X 470 0 0
CURAGEN CORP COM 23126R101 48990 2190 X 1090 0 1100
CURATIVE HEALTH SERVICES INC 231264102 67500 5000 X 5000 0 0
CURTISS WRIGHT CORP CL B COM 231561408 52127 1121 X 1121 0 0
CURTISS WRIGHT CORP CL B COM 231561408 172980 3720 X 3674 0 46
CURTISS-WRIGHT CORP COM 231561101 1910 40 X 40 0 0
CV THERAPEUTICS INC COM 126667104 3651804 70200 X 69800 0 400
CVB FINANCIAL CORP COM 126600105 117000 5000 X 0 0 5000
CVS CORP COM 126650100 192695674 6509989 X 6317601 0 192388
CVS CORP COM 126650100 23499825 793913 X 729444 1000 63469
CYBEAR GROUP COM 23243C201 65 196 X 196 0 0
CYBEAR GROUP COM 23243C201 23 71 X 71 0 0
CYBERCARE INC COM 23243T105 4800 5000 X 5000 0 0
CYBERSOURCE CORP COM 23251J106 17545 9969 X 9969 0 0
CYBEX INTERNATIONAL INC COM 23252E106 9350 5000 X 0 0 5000
CYGNUS INC COM 232560102 119175 22700 X 22700 0 0
CYGNUS INC COM 232560102 956 182 X 182 0 0
CYMER INC COM 232572107 574695 21500 X 21500 0 0
CYPRESS SEMICONDUCTOR CORP 232806109 260087 13050 X 13050 0 0
CYPRESS SEMICONDUCTOR CORP 232806109 349772 17550 X 17550 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CYTEC INDS INC COM 232820100 150255 5565 X 5565 0 0
CYTEC INDS INC COM 232820100 78246 2898 X 2499 0 399
CYTOGEN CORP COM 232824102 38323 12732 X 6850 0 5882
CYTYC CORP COM 232946103 245210 9395 X 8345 0 1050
CYTYC CORP COM 232946103 724275 27750 X 27750 0 0
C R BARD COM 067383109 7934 123 X 123
CALPINE CORPORATION COM 131347106 12391 738 X 738
CAMPBELL SOUP CO COM 134429109 32528 1089 X 1089
CAPITAL ONE
FINANCIAL CORP COM 14040H105 26759 496 X 496
CARDINAL HEALTH INC COM 14149Y108 77980 1206 X 1206
CARNIVAL CRUISE
LINES INC CL A COM 143658102 44114 1571 X 1571
CARREKER CORPORATION COM 144433109 761 129 X 129
CARRIER ACCESS CORP COM 144460102 2619 900 X 900
CATERPILLAR INC DEL COM 149123101 44883 859 X 859
CELGENE CORPORATION COM 151020104 210129 6583 X 6583
CELL GENESYS INC COM 150921104 1158 50 X 50
CENDANT CORP COM 151313103 44985 2294 X 2294
CENTEX CORP COM 152312104 5709 100 X 100
CENTURYTEL INC COM 156700106 11972 365 X 365
CHAMPPS
ENTERTAINMENT INC COM 158787101 445 50 X 50
CHARTER ONE FIN INC COM 160903100 11267 415 X 415
CHECKFREE CORP COM 162813109 1800 100 X 100
CHELSEA PROPERTY
GROUP INC COM 163421100 942720 19200 X 19200
CHEVRONTEXACO CORP. COM 166764100 3252843 36300 X 36300
CHEVRONTEXACO CORP. COM 166764100 211748 2363 X 2363
CHIRON CORPORATION COM 170040109 25778 588 X 588
CHIRON CORPORATION COM 170040109 4383 100 X 100
CHORDIANT SOFTWARE,
INC. COM 170404107 394 50 X 50
Chubb Corp COM 171232101 848424 12296 X 12296
CIENA CORP COM 171779101 4551 318 X 318
CIGNA CORP COM 125509109 34188 369 X 369
CINCINNATI FINANCIAL
CORP COM 172062101 11445 300 X 300
CINERGY CORP COM 172474108 12469 373 X 373
CINTAS CORP COM 172908105 25968 541 X 541
CIRCUIT CITY GROUP
COMMON COM 172737108 10276 396 X 396
CISCO SYSTEMS INC COM 17275R102 340885 18823 X 18823
CITIGROUP COM 172967101 5358805 106157 X 106157
CITIGROUP COM 172967101 703035 13927 X 13927
CITIZENS
COMMUNICATIONS CO COM 17453B101 7803 732 X 732
CITRIX SYSTEMS, INC COM 177376100 11851 523 X 523
CLARENT CORPORATION COM 180461105 18708 3500 X 3500
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 80031 1572 X 1572
CLOROX CO COM 189054109 24086 609 X 609
CMG INFORMATION
SERVICES INC COM 125750109 489 300 X 300
CMS ENERGY CORP COM 125896100 8675 361 X 361
CNET NETWORKS INC COM 12613R104 1139 127 X 127
CNET NETWORKS INC COM 12613R104 528 59 X 59
COCA COLA
ENTERPRISES INC COM 191219104 22842 1206 X 1206
COCA-COLA CO COM 191216100 322978 6850 X 6850
COGNEX CORP COM 192422103 2561 100 X 100
COLGATE-PALMOLIVE CO COM 194162103 84257 1459 X 1459
COMCAST CORP CL A
SPL COM 200300200 87732 2437 X 2437
COMERICA
INCORPORATED COM 200340107 27676 483 X 483
COMPAQ COMPUTER
CORPORATION COM 204493100 44711 4581 X 4581
COMPUTER ASSOCIATES COM 204912109 54011 1566 X 1566
COMPUTER SCIENCES
CORP COM 205363104 18514 378 X 378
COMPUWARE CORP COM 205638109 10257 870 X 870
COMVERSE TECHNOLOGY
INC NEW COM 205862402 11722 524 X 524
CONAGRA FOODS INC COM 205887102 34419 1448 X 1,448
CONCORD EFS INC COM 206197105 48252 1472 X 1,472
CONEXANT SYSTEMS INC COM 207142100 10253 714 X 714
CONSECO INCORPORATED COM 208464107 3818 856 X 856
CONSOLIDATED ED INC.
(HLDG CO) COM 209115104 20099 498 X 498
CONSTELLATION ENERGY
SP (HLDG) COM 210371100 9983 376 X 376
CONVERGYS
CORPORATION COM 212485106 14209 379 X 379
COOPER INDUSTRIES
INC COM 216669101 8486 243 X 243
COOPER TIRE & RUBBER COM 216831107 2123 133 X 133
COPPER MOUNTAIN
NETWORKS, INC COM 217510106 4526 2710 X 2710
COR THERAPEUTICS INC COM 217753102 2393 100 X 100
CORNING INC COM 219350105 22577 2531 X 2531
CORVIS CORPORATION COM 221009103 16918 5254 X 5254
COSTAR GROUP INC COM 22160N109 120 5 X 5
COSTCO WHOLESALE
CORPORATION COM 22160K105 48818 1100 X 1100
COSTCO WHOLESALE
CORPORATION COM 22160K105 5593 126 X 126
COUNTRYWIDE CREDIT
INDUSTRIES COM 222372104 10447 255 X 255
CRANE CO COM 224399105 3282 128 X 128
CSX CORPORATION COM 126408103 17490 499 X 499
CUMMINS ENGINE COM 231021106 3854 100 X 100
CVS CORPORATION
(HOLDING CO.) COM 126650100 32027 1082 X 1082
CYPRESS
SEMICONDUCTOR CORP COM 232806109 121573 6100 X 6100
CYTYC CORPORATION COM 232946103 38210 1464 X 1464
D R HORTON INC COM 23331A109 4122712 127009 X 127009 0 0
DAL-TILE INTERNATIONAL INC COM 23426R108 34875 1500 X 1500 0 0
DAL-TILE INTERNATIONAL INC COM 23426R108 1255314 53992 X 53992 0 0
DALEEN TECHNOLOGIES INC COM 23437N104 1400 4000 X 4000 0 0
DALEEN TECHNOLOGIES INC COM 23437N104 700 2000 X 2000 0 0
DANA CORP COM 235811106 702522 50614 X 41160 0 9454
DANA CORP COM 235811106 1949002 140418 X 140418 0 0
DANAHER CORP COM 235851102 8591160 142450 X 129679 0 12771
DANAHER CORP COM 235851102 848863 14075 X 7210 0 6865
DARDEN RESTAURANTS INC COM 237194105 1020370 28824 X 27579 0 1245
DARDEN RESTAURANTS INC COM 237194105 640386 18090 X 14090 0 4000
DATASCOPE CORP 238113104 11269343 332233 X 256933 0 75300
DATATEC SYS INC COM 238128102 16 18 X 18 0 0
DAUGHERTY RES INC COM 238215107 43500 50000 X 50000 0 0
DAVITA INC COM 23918K108 11967615 489473 X 346273 0 143200
DAVOX CORP COM 239208101 87997 9100 X 9100 0 0
DECODE GENETICS INC COM 243586104 1960 200 X 200 0 0
DECODE GENETICS INC COM 243586104 66199 6755 X 6755 0 0
DEERE JOHN & CO COM 244199105 17717970 405817 X 380324 0 25493
DEERE JOHN & CO COM 244199105 6777560 155235 X 144991 0 10244
DELIA*S CORP CL A COM 24688Q101 4607 743 X 400 0 343
DELL COMPUTER CORP COM 247025109 97937259 3603284 X 3468381 0 134903
DELL COMPUTER CORP COM 247025109 13234785 486931 X 455947 3400 27584
DELPHI AUTOMOTIVE COM 247126105 1681560 123101 X 100025 0 23076
DELPHI AUTOMOTIVE COM 247126105 1745707 127797 X 123494 0 4303
DELPHI FINL GROUP INC CL A 247131105 479520 14400 X 14400 0 0
DELTA & PINE LAND CO COM 247357106 16936292 748400 X 497800 0 250600
DELTA AIR LINES INC DEL COM 247361108 864838 29557 X 24909 0 4648
DELTA AIR LINES INC DEL COM 247361108 398404 13616 X 13616 0 0
DELTIC TIMBER CORP COM 247850100 286933 10472 X 10472 0 0
DELTIC TIMBER CORP COM 247850100 22495 821 X 821 0 0
DELUXE CORP COM 248019101 5210390 125310 X 124505 0 805
DELUXE CORP COM 248019101 819791 19716 X 19716 0 0
DENDREON CORP COM 24823Q107 5035 500 X 500 0 0
DENDRITE INTL INC COM 248239105 391437 27900 X 27900 0 0
DENTSPLY INTL INC NEW COM 249030107 10040 200 X 200 0 0
DENTSPLY INTL INC NEW COM 249030107 677650 13499 X 1999 0 11500
DEPARTMENT 56 INC COM 249509100 79120 9200 X 9200 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
DEPOMED INC COM 249908104 15870 2300 X 2300 0 0
DESIGNS INC COM 25057L102 3521 1125 X 1125 0 0
DEVON ENERGY CORPORATION COM 25179M103 574455 14863 X 14563 0 300
DEVON ENERGY CORPORATION COM 25179M103 59366 1536 X 1536 0 0
DEVRY INC DEL COM 251893103 3038460 106800 X 106800 0 0
DEVRY INC DEL COM 251893103 97157 3415 X 715 0 2700
DIAGNOSTIC PRODUCTS COM 252450101 865815 19700 X 19700 0 0
DIAGNOSTIC PRODUCTS COM 252450101 17580 400 X 0 0 400
DIAL CORP COM 25247D101 62735 3658 X 3658 0 0
DIAL CORP COM 25247D101 110086 6419 X 333 0 6086
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1950768 64170 X 63770 0 400
DIAMONDCLUSTER INTL INC CL A COM 25278P106 41265 3150 X 3000 0 150
DIAMONDCLUSTER INTL INC CL A COM 25278P106 5240 400 X 400 0 0
DICE INC COM 25301P107 1800 1000 X 0 0 1000
DIEBOLD INC COM 253651103 16395104 405418 X 374018 0 31400
DIEBOLD INC COM 253651103 2092042 51732 X 34452 0 17280
DIGENE CORP COM 253752109 2952360 100080 X 99480 0 600
DIGEX INC COM 253756100 1794 600 X 600 0 0
DIGI INTL INC COM 253798102 68796 10800 X 10800 0 0
DIGITAL GENERATION SYS INC COM 253921100 7770 7000 X 7000 0 0
DIGITAL LIGHTWAVE INC COM 253855100 7504 800 X 800 0 0
DIGITALTHINK INC COM 25388M100 2160000 200000 X 200000 0 0
DIGITAS INC COM 25388K104 2010 500 X 500 0 0
DILLARDS INC CL A COM 254067101 128800 8050 X 6973 0 1077
DILLARDS INC CL A COM 254067101 10400 650 X 650 0 0
DIME BANCORP INC COM NEW 25429Q102 156948 4350 X 2250 0 2100
DIME BANCORP INC COM NEW 25429Q102 98859 2740 X 2740 0 0
DIME CMNTY BANCORP INC COM 253922108 339526 12100 X 12100 0 0
DIMON INC COM 254394109 233280 32400 X 32400 0 0
DIONEX CORP COM 254546104 397956 15600 X 500 0 15100
DIONEX CORP COM 254546104 38265 1500 X 1500 0 0
DIRECT INSITE CORPORATION COM 25457C207 8 6 X 0 0 6
DISNEY WALT CO COM 254687106 58452819 2821082 X 2673042 0 148040
DISNEY WALT CO COM 254687106 27919123 1347448 X 1304665 1200 41583
DITECH COMMUNICATIONS CORP COM 25500M103 18060 3000 X 3000 0 0
DIVINE INC COM 255402109 7894 10667 X 10667 0 0
DIXIE GROUP INC COM 255519100 932 203 X 203 0 0
DMC STRATEX NETWORKS INC COM 23322L106 439414 56480 X 52680 0 3800
DMC STRATEX NETWORKS INC COM 23322L106 10892 1400 X 0 0 1400
DOBSON COMM CORP CL A COM 256069105 17080 2000 X 2000 0 0
DOCENT INC COM 25608L106 31700 10000 X 10000 0 0
DOCUMENTUM INC COM 256159104 4351168 200330 X 199230 0 1100
DOLE FOOD INC COM 256605106 25489 950 X 950 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
DOLLAR GEN CORP COM 256669102 4854137 325781 X 310033 0 15748
DOLLAR GEN CORP COM 256669102 155258 10420 X 9420 0 1000
DOLLAR TREE STORES INC COM 256747106 20513731 663660 X 633360 0 30300
DOLLAR TREE STORES INC COM 256747106 599005 19379 X 19379 0 0
DOMINION RES INC VA COM 25746U109 13464684 224038 X 216015 0 8023
DOMINION RES INC VA COM 25746U109 6727534 111939 X 103517 0 8422
DONALDSON INC COM 257651109 400052 10300 X 10300 0 0
DONNELLEY R R & SONS CO 257867101 4198018 141395 X 125284 0 16111
DONNELLEY R R & SONS CO 257867101 2464181 82997 X 79497 0 3500
DOUBLECLICK INC COM 258609304 116394 10264 X 10114 0 150
DOVER CORP COM 260003108 26314102 709849 X 691657 0 18192
DOVER CORP COM 260003108 23128863 623924 X 594715 600 28609
DOW CHEMICAL CO COM 260543103 116946732 3462011 X 3367692 150 94169
DOW CHEMICAL CO COM 260543103 38127993 1128715 X 1099815 1100 27800
DOW JONES & CO INC COM 260561105 608050 11110 X 7428 0 3682
DOW JONES & CO INC COM 260561105 307583 5620 X 5620 0 0
DOWNEY FINANCIAL CORP COM 261018105 825000 20000 X 20000 0 0
DPAC TECHNOLOGIES CORP COM 233269109 18720 6000 X 6000 0 0
DPL INC COM 233293109 314051 13042 X 13042 0 0
DPL INC COM 233293109 295871 12287 X 12287 0 0
DQE INC COM 23329J104 104001 5494 X 5494 0 0
DQE INC COM 23329J104 19593 1035 X 1035 0 0
DRESS BARN INC COM 261570105 325130 13000 X 12900 0 100
DRILL-QUIP COM 262037104 296430 12300 X 12300 0 0
DRS TECHNOLOGIES INC COM 23330X100 7130 200 X 200 0 0
DRUGSTORE.COM INC COM 262241102 195 100 X 100 0 0
DSI TOYS INC COM 232968107 2520 3000 X 3000 0 0
DSL.NET INC COM 262506108 6300 5000 X 5000 0 0
DSL.NET INC COM 262506108 315 250 X 250 0 0
DSP GROUP INC COM 23332B106 9304 400 X 0 0 400
DST SYS INC DEL COM 233326107 2874600 57665 X 56975 0 690
DST SYS INC DEL COM 233326107 874868 17550 X 15950 0 1600
DTE ENERGY CO COM 233331107 2368436 56472 X 55934 0 538
DTE ENERGY CO COM 233331107 369198 8803 X 5803 0 3000
DUKE ENERGY CORP COM 264399106 39725035 1011845 X 976623 0 35222
DUKE ENERGY CORP COM 264399106 10919070 278122 X 239958 50 38114
DUN & BRADSTREET CORP COM 26483E100 1603397 45422 X 45280 0 142
DUN & BRADSTREET CORP COM 26483E100 1461597 41405 X 37315 0 4090
DUPONT E I DE NEMOURS & CO COM 263534109 87609199 2060908 X 1986866 475 73567
DUPONT E I DE NEMOURS & CO COM 263534109 58920220 1386032 X 1321891 100 64041
DUPONT PHOTOMASKS INC COM 26613X101 4894643 112650 X 112050 0 600
DURATEK INC COM 26658Q102 1341 300 X 300 0 0
DVI INC COM 233343102 34400 2000 X 2000 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
DYNAMICS RESEARCH CORP COM 268057106 89750 5000 X 5000 0 0
DYNAMICS RESEARCH CORP COM 268057106 251 14 X 14 0 0
DYNEGY INC CL A NEW COM 26816Q101 20814656 816261 X 809461 0 6800
DYNEGY INC CL A NEW COM 26816Q101 169473 6646 X 5646 0 1000
DANA CORP COM 235811106 5108 368 X 368
DANAHER CORPORATION COM 235851102 22073 366 X 366
DARDEN RESTAURANTS COM 237194105 9027 255 X 255
DDI CORPORATION COM 233162106 689 70 X 70
DEERE & CO COM 244199105 26589 609 X 609
DELL COMPUTER CORP COM 247025109 178002 6549 X 6549
DELPHI AUTOMOTIVE SYSTEMS CORP COM 247126105 19930 1459 X 1459
DELTA AIRLINES INC COM 247361108 7520 257 X 257
DELTAGEN COM 24783R103 915 100 X 100
DELUXE CORP COM 248019101 5530 133 X 133
DEVON ENERGY CORPORATION COM 25179M103 11595 300 X 300
DIGIMARC CORP COM 253807101 53056 2854 X 2854
DIGITAL INSIGHT CORP COM 25385P106 12320 550 X 550
DIGITAL RIVER, INC COM 25388B104 79550 5000 X 5000
DILLARD'S INC. COM 254067101 3200 200 X 200
DISNEY WALT CO (HOLDING CO) COM 254687106 119472 5766 X 5766
divine interVentures COM 255402109 706834 955181 X 955181
Docent COM 25608L106 93743 29572 X 29572
DOCUMENTUM INCORPORATED COM 256159104 19657 905 X 905
DOLLAR GENERAL CORP COM 256669109 12710 853 X 853
DOMINION RESOURCES, INC COM 25746U191 36901 614 X 614
DONNELLY R R & SONS INC COM 257867101 7541 254 X 254
DOVER CORP COM 260003108 18535 500 X 500
DOW CHEMICAL CO COM 260543103 81579 2415 X 2415
DOW JONES & CO INC COM 260561105 7662 140 X 140
DTE ENERGY CO COM 233331107 15769 376 X 376
DU PONT E I DE NEMOURS & CO COM 263534109 122514 2882 X 2882
DUKE POWER CO COM 264399106 80758 2057 X 2057
Dyax Corp COM 26746E103 2911405 265397 X 265397
DYNEGY INC COM 26816Q101 21701 851 X 851
E M C CORP MASSACHUSETTS COM 268648102 100149638 7451610 X 7216563 0 235047
E M C CORP MASSACHUSETTS COM 268648102 17776712 1322672 X 1201433 3665 117574
E.PIPHANY INC COM 26881V100 2021 232 X 232 0 0
E*TRADE GROUP INC COM 269246104 39360 3840 X 1940 0 1900
EAGLE WIRELESS INTL INC COM 27002R101 153 250 X 250 0 0
EARTHLINK INC COM 270321102 16052 1319 X 1319 0 0
EARTHLINK INC COM 270321102 609 50 X 50 0 0
EARTHSHELL CORP COM 27032B100 6000 3000 X 3000 0 0
EAST WEST BANCORP INC COM 27579R104 419725 16300 X 16300 0 0
EASTERN CO COM 276317104 2284230 190194 X 70669 0 119525
EASTERN CO COM 276317104 46839 3900 X 3900 0 0
EASTMAN CHEM CO COM 277432100 2970437 76126 X 73305 0 2821
EASTMAN CHEM CO COM 277432100 2104778 53941 X 49046 0 4895
EASTMAN KODAK CO COM 277461109 20024996 680428 X 656343 0 24085
EASTMAN KODAK CO COM 277461109 8558450 290807 X 273661 0 17146
EASYLINK SVCS CORP CL A COM 27784T101 98 200 X 200 0 0
EATON CORP COM 278058102 1148816 15439 X 10969 0 4470
EATON CORP COM 278058102 441400 5932 X 5798 0 134
EATON VANCE CORP COM 278265103 71100 2000 X 2000 0 0
EATON VANCE CORP COM 278265103 519030 14600 X 11600 0 3000
EBAY INC COM 278642103 70914 1060 X 1060 0 0
EBAY INC COM 278642103 312423 4670 X 2520 0 2150
EBT INTERNATIONAL INC COM 268248101 21 100 X 100 0 0
ECHELON CORP COM 27874N105 21240 1500 X 1500 0 0
ECHELON CORP COM 27874N105 35400 2500 X 2500 0 0
ECHO BAY MINES LTD COM 278751102 176 332 X 332 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 28607945 1041425 X 1033925 0 7500
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 222617 8104 X 5604 0 2500
ECLIPSYS CORP COM 278856109 2549434 152205 X 151405 0 800
ECOLAB INC COM 278865100 1457332 36207 X 30841 0 5366
ECOLAB INC COM 278865100 423631 10525 X 9475 0 1050
ECOLLEGE.COM INC COM 27887E100 634 200 X 200 0 0
EDEN BIOSCIENCE CORP COM 279445100 5070 1000 X 1000 0 0
EDGAR ONLINE INC COM 279765101 310 100 X 100 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 7248 1835 X 1835 0 0
EDISON INTERNATIONAL COM 281020107 1732468 114733 X 112497 0 2236
EDISON INTERNATIONAL COM 281020107 570961 37812 X 37812 0 0
EDISON SCHOOLS INC COM 281033100 4428914 225390 X 224190 0 1200
EDISON SCHOOLS INC COM 281033100 589500 30000 X 0 0 30000
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
EDO CORP COM 281347104 6613 250 X 250 0 0
EDUCATION MGMT CORP COM 28139T101 1354699 37371 X 37321 0 50
EDUCATION MGMT CORP COM 28139T101 108750 3000 X 0 0 3000
EDWARDS A G INC COM 281760108 629643 14255 X 14255 0 0
EDWARDS A G INC COM 281760108 972712 22022 X 22022 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 326808 11828 X 11828 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 312606 11314 X 10514 0 800
EEX CORP COM 26842V207 208 113 X 113 0 0
EFUNDS CORP COM 28224R101 130295 9476 X 9476 0 0
EFUNDS CORP COM 28224R101 147084 10697 X 10697 0 0
EGAIN COMMUNICATIONS CORP COM 28225C103 140 100 X 100 0 0
EL PASO CORP COM 28336L109 60726835 1361283 X 1328110 0 33173
EL PASO CORP COM 28336L109 8608392 192970 X 179414 100 13456
EL PASO ELEC CO NEW COM 283677854 526495 36310 X 36310 0 0
EL PASO ELEC CO NEW COM 283677854 225040 15520 X 15520 0 0
ELAMEX SA DE CV COM P36209107 9000 2000 X 2000 0 0
ELANTEC SEMICONDUCTOR INC COM 284155108 4499712 117180 X 116673 0 507
ELCOM INTL INC COM 284434107 4137 3000 X 3000 0 0
ELCOR CORP COM 284443108 380723 13700 X 13700 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 576192 19200 X 19200 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 18006 600 X 0 0 600
ELECTROGLAS INC COM 285324109 220073 14900 X 14900 0 0
ELECTRONIC ARTS COM 285512109 128113 2137 X 1537 0 600
ELECTRONIC DATA SYS CORP COM 285661104 192661694 2810528 X 2773616 0 36912
ELECTRONIC DATA SYS CORP COM 285661104 20456622 298419 X 288983 675 8761
ELECTRONICS FOR IMAGING INC COM 286082102 44620 2000 X 2000 0 0
ELITE PHARMACEUTICALS INC COM 28659T200 35750 5500 X 5500 0 0
ELIZABETH ARDEN INC COM 28660G106 382 25 X 25 0 0
EMAGIN CORP COM 29076N107 420 1000 X 1000 0 0
EMC INSURANCE GROUP 268664109 20580 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 662840 14600 X 14600 0 0
EMCORE CORP COM 290846104 10235 761 X 761 0 0
EMCORE CORP COM 290846104 6725 500 X 500 0 0
EMERGE INTERACTIVE INC CL A COM 29088W103 233 175 X 175 0 0
EMERSON ELECTRIC CO COM 291011104 62456779 1093814 X 1035494 0 58320
EMERSON ELECTRIC CO COM 291011104 48334522 846489 X 812227 0 34262
EMISPHERE TECH INC COM 291345106 47865 1500 X 1500 0 0
EMPIRE DISTRICT ELECTRIC COM 291641108 50400 2400 X 2400 0 0
EMULEX CORP COM 292475209 8864069 224350 X 224350 0 0
EMULEX CORP COM 292475209 1193202 30200 X 30200 0 0
ENCHIRA BIOTECHNOLOGY CORP COM 29251Q107 106 200 X 200 0 0
ENCORE WIRE CORP COM 292562105 6050 500 X 500 0 0
ENDOCARE INC COM 29264P104 7348073 409820 X 408262 0 1558
ENDOCARE INC COM 29264P104 51997 2900 X 0 0 2900
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ENERGEN CORP COM 29265N108 562020 22800 X 22800 0 0
ENERGIZER HLDGS INC COM 29266R108 254622 13366 X 13366 0 0
ENERGIZER HLDGS INC COM 29266R108 25718 1350 X 1350 0 0
ENERGY EAST CORP COM 29266M109 666207 35082 X 35082 0 0
ENERGY EAST CORP COM 29266M109 419641 22098 X 17471 0 4627
ENESCO GROUP INC COM 292973104 508139 80657 X 80657 0 0
ENESCO GROUP INC COM 292973104 16065 2550 X 2550 0 0
ENGAGE INC COM 292827102 44 100 X 100 0 0
ENGELHARD CORP COM 292845104 1835987 66329 X 60346 0 5983
ENGELHARD CORP COM 292845104 853181 30823 X 30823 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 3849651 112530 X 111930 0 600
ENRON CORP COM 293561106 47618 79364 X 78464 0 900
ENRON CORP COM 293561106 42515 70859 X 62459 40 8360
ENSCO INTL INC COM 26874Q100 34790 1400 X 1400 0 0
ENSCO INTL INC COM 26874Q100 55266 2224 X 2200 0 24
ENTERASYS NETWORKS INC COM 293637104 9735 1100 X 300 0 800
ENTERASYS NETWORKS INC COM 293637104 63720 7200 X 1400 0 5800
ENTERCOM COMMUNICATIONS COM 293639100 70000 1400 X 1400 0 0
ENTERGY CORP COM 29364G103 2496939 63844 X 57084 0 6760
ENTERGY CORP COM 29364G103 170050 4348 X 3228 0 1120
ENTERPRISE PRODS PARTNERS LP COM 293792107 505788 10750 X 0 0 10750
ENTREMED INC COM 29382F103 6591 780 X 780 0 0
ENTREMED INC COM 29382F103 26195 3100 X 3000 0 100
ENTRUST TECHNOLOGIES INC 293848107 19361 1900 X 1900 0 0
ENVIROGEN INC COM NEW 294040308 57 47 X 47 0 0
ENZO BIOCHEM INC COM 294100102 434398 18485 X 4385 0 14100
ENZO BIOCHEM INC COM 294100102 470 20 X 20 0 0
ENZON INC COM 293904108 18854 335 X 335 0 0
EOG RES INC COM 26875P101 422388 10800 X 10500 0 300
EPIQ SYS INC COM 26882D109 5410105 279592 X 278392 0 1200
EPIX MEDICAL INC COM 26881Q101 14290 1000 X 1000 0 0
EPLUS INC COM 294268107 23875 2500 X 2500 0 0
EPRESENCE INC COM 294348107 71230 17000 X 17000 0 0
EQUIFAX INC COM 294429105 3355256 138934 X 138559 0 375
EQUIFAX INC COM 294429105 1858463 76955 X 71355 0 5600
EQUITABLE RESOURCES COM 294549100 105276 3090 X 3090 0 0
EQUITABLE RESOURCES COM 294549100 127013 3728 X 3728 0 0
EROOM SYSTEMS TECHNOLOGIES COM 296016108 47614 183130 X 182230 0 900
ESCO TECHNOLOGIES INC COM 296315104 3449 100 X 100 0 0
ESCO TECHNOLOGIES INC COM 296315104 517 15 X 15 0 0
ESPERION THERAPEUTICS INC COM 29664R106 11025 1500 X 1500 0 0
ESS TECHNOLOGY INC COM 269151106 650556 30600 X 30600 0 0
ESS TECHNOLOGY INC COM 269151106 8504 400 X 400 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ESSENTIAL THERAPEUTICS INC COM 29669A108 10750 2500 X 2500 0 0
ESTEE LAUDER COSMETICS CL A COM 518439104 288572 9001 X 6801 0 2200
ESTEE LAUDER COSMETICS CL A COM 518439104 9618 300 X 300 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 235347 14700 X 14700 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 248155 15500 X 0 0 15500
ETHAN ALLEN INTERIORS INC COM 297602104 1260177 30300 X 30300 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 124770 3000 X 3000 0 0
ETHYL CORP COM 297659104 156400 170000 X 0 0 170000
ETHYL CORP COM 297659104 981 1066 X 1066 0 0
EUROTECH LTD COM 298796103 51700 47000 X 47000 0 0
EVEREST RE GROUP LTD. G3223R108 21210 300 X 0 0 300
EVEREST RE GROUP LTD. G3223R108 955157 13510 X 6610 0 6900
EVERGREEN RESOURCES INC COM 299900308 11143541 288618 X 207829 0 80789
EXAR CORP COM 300645108 571290 27400 X 27400 0 0
EXCELON CORP COM 300691102 3510 3000 X 3000 0 0
EXCO RESOURCES INC COM 269279204 9284688 552660 X 435460 0 117200
EXELIXIS INC COM 30161Q104 24930 1500 X 1500 0 0
EXELON CORP COM 30161N101 5109562 106716 X 95074 0 11642
EXELON CORP COM 30161N101 1146678 23949 X 16801 0 7148
EXPEDITORS INTL WASH INC COM 302130109 1424 25 X 25 0 0
EXPRESS SCRIPTS INC COM 302182100 154776 3310 X 2910 0 400
EXPRESS SCRIPTS INC COM 302182100 42084 900 X 900 0 0
EXTENDED STAY AMER INC COM 30224P101 19352 1180 X 80 0 1100
EXTREME NETWORKS COM 30226D106 46763 3625 X 1800 0 1825
EXTREME NETWORKS COM 30226D106 3225 250 X 250 0 0
EXULT INC DEL COM 302284104 3210000 200000 X 198800 0 1200
EXXON MOBIL CORP COM 30231G102 1126077638 28653375 X 27881027 2256 770092
EXXON MOBIL CORP COM 30231G102 593271189 15095959 X 14253041 7212 835706
EMC CORP MASS COM 268648102 80909 6020 X 6020
EARTHLINK INC COM 270321102 1217 100 X 100
EASTMAN CHEMICAL CORPORATION COM 277432100 5307 136 X 136
EASTMAN KODAK CO COM 277461109 21602 734 X 734
EATON CORP COM 278058102 9822 132 X 132
EBAY INC COM 278642103 11105 166 X 166
EBENX COM 278668108 1879 439 X 439
ECHOSTAR COMMUNICATIONS CORP COM 278762109 5521 201 X 201
ECOLAB INC COM 278865100 10425 259 X 259
EDISON INTERNATIONAL COM 281020107 12850 851 X 851
EGAIN COMMUNICATIONS CORP COM 28225C103 1456 1040 X 1040
EL PASO CORPORATION COM 28336L109 59554 1335 X 1335
ELANTEC SEMICONDUCTOR INC COM 284155108 15360 400 X 400
ELECTRONIC ARTS COM 285512109 6595 110 X 110
ELECTRONIC DATA SYS CP COM 285661104 69647 1016 X 1016
EMERSON ELECTRIC CO COM 291011104 62696 1098 X 1098
ENGELHARD CORPORATION COM 292845104 9992 361 X 361
ENRON CORP COM 293561106 1227 2045 X 2045
ENTERASYS NETWORKS INC COM 293637104 4310 487 X 487
ENTERGY CORP NEW COM 29364G103 23544 602 X 602
ENZON INC COM 293904108 817354 14523 X 14523
EOG RESOURCES INC COM 26875P101 9895 253 X 253
EPIX MEDICAL INC COM 26881Q101 349 25 X 25
EQUIFAX INCORPORATED COM 294429105 8839 366 X 366
EXAR CORP COM 300645108 10430 500 X 500
EXELON CORPORATION COM 30161N101 40602 848 X 848
EXODUS COMMUNICATIONS INC COM 302088109 19 481 X 481
EXULT COM 302284104 14328 900 X 900
EXXON MOBIL CORPORATION COM 30231G102 750316 19092 X 19092
F N B CORP PA COM 302520101 86217 3272 X 3272 0 0
F Y I INC COM 302712104 3814980 113880 X 113380 0 500
FACTORY 2-U INC COM 303072102 182364 9100 X 9100 0 0
FACTSET RESEARCH SYSTEM COM 303075105 3166470 90600 X 90200 0 400
FAIR ISAAC & CO INC COM 303250104 990674 15720 X 11220 0 4500
FAIR ISAAC & CO INC COM 303250104 44114 700 X 0 0 700
FAIRCHILD SEMICON INTL COM CL A 303726103 13667243 484654 X 484654 0 0
FAIRCHILD SEMICON INTL COM CL A 303726103 321480 11400 X 11400 0 0
FALMOUTH BANCORP INC COM 306754102 4200 200 X 200 0 0
FAMILY DLR STORES INC COM 307000109 781878 26080 X 24680 0 1400
FAMILY DLR STORES INC COM 307000109 764490 25500 X 19500 0 6000
FASTENAL CO COM 311900104 9223141 138840 X 138840 0 0
FASTENAL CO COM 311900104 514833 7750 X 7750 0 0
FEDDERS CORP CL A COM 313135303 1940 693 X 693 0 0
FEDDERS CORP COM 313135105 83393 27432 X 26666 0 766
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
FEDERAL AGRIC MTG CORP CL C COM 313148306 4050 100 X 100 0 0
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 382733670 4814260 X 4631018 0 183242
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 106819857 1343646 X 1270120 1550 71976
FEDERAL SIGNAL CORP 313855108 4048530 181793 X 181793 0 0
FEDERAL SIGNAL CORP 313855108 472124 21200 X 7700 0 13500
FEDERAL-MOGUL CORP 313549107 1572 1990 X 1990 0 0
FEDERAL-MOGUL CORP 313549107 237 300 X 300 0 0
FEDERATED DEPT STORES INC COM 31410H101 978614 23927 X 20218 0 3709
FEDERATED DEPT STORES INC COM 31410H101 36810 900 X 800 0 100
FEDERATED INVESTORS INC CL B COM 314211103 8505903 266810 X 266810 0 0
FEDEX CORP COM 31428X106 11279750 217420 X 198598 0 18822
FEDEX CORP COM 31428X106 1146548 22100 X 22100 0 0
FEI COMPANY COM 30241L109 3185031 101080 X 100580 0 500
FERRO CORP COM 315405100 52245 2025 X 0 0 2025
FERRO CORP COM 315405100 155 6 X 6 0 0
FIBERCORE INC COM 31563B109 4800 2000 X 2000 0 0
FIBERCORE INC COM 31563B109 2400 1000 X 1000 0 0
FIDELITY NATL FINL INC COM 316326107 1176066 47422 X 47422 0 0
FIDELITY NATL FINL INC COM 316326107 444317 17916 X 17916 0 0
FIDELITY NATL INFO SOLUTIONS COM 31620P109 21837 2143 X 2143 0 0
FIFTH THIRD BANCORP 316773100 18869401 307670 X 294975 0 12695
FIFTH THIRD BANCORP 316773100 9273709 151210 X 139590 0 11620
FILENET CORP COM 316869106 505221 24900 X 21500 0 3400
FINANCIAL FED CORP COM 317492106 365625 11700 X 11700 0 0
FINANCIAL INDS CORP COM 317574101 56639 4180 X 4180 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 35100 1500 X 1500 0 0
FINET.COM INC COM 317922409 187 416 X 416 0 0
FINISAR CORPORATION COM 31787A101 349136 34330 X 33830 0 500
FINISAR CORPORATION COM 31787A101 771852 75895 X 23250 0 52645
FINISH LINE INC CL A 317923100 33485 2190 X 2190 0 0
FINOVA GROUP INC COM 317928109 3279 5376 X 5376 0 0
FINOVA GROUP INC COM 317928109 267 438 X 310 0 128
FIRST AMERICAN CORPORATION COM 318522307 862040 46000 X 46000 0 0
FIRST CHARTER CORP COM 319439105 186010 11000 X 11000 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 19920 3984 X 3984 0 0
FIRST COLONIAL GROUP INC COM 319734109 193766 8631 X 8631 0 0
FIRST DATA CORP COM 319963104 178375844 2273752 X 2154507 0 119245
FIRST DATA CORP COM 319963104 32595818 415498 X 396873 230 18395
FIRST ESSEX BANCORP INC 320103104 2818 100 X 100 0 0
FIRST ESSEX BANCORP INC 320103104 140900 5000 X 4000 0 1000
FIRST FINANCIAL CORP COM 320221104 441000 14000 X 14000 0 0
FIRST FINANCIAL CORP COM 320221104 157500 5000 X 5000 0 0
FIRST FINL BANKSHARES INC COM 32020R109 86387 2870 X 2870 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
FIRST FINL HLDGS INC COM 320239106 58008 2400 X 2400 0 0
FIRST HEALTH GROUP CORP COM 320960107 19792 800 X 800 0 0
FIRST HEALTH GROUP CORP COM 320960107 14844 600 X 600 0 0
FIRST HORIZON PHARM CORP COM 32051K106 536221 18245 X 17929 0 316
FIRST INDL RLTY TR INC COM 32054K103 426070 13700 X 700 0 13000
FIRST INDL RLTY TR INC COM 32054K103 124400 4000 X 4000 0 0
FIRST MIDWEST BANCORP INC DEL COM 320867104 1401850 48025 X 48025 0 0
FIRST NATL LINCOLN CORP COM 335716106 58344 2640 X 0 0 2640
FIRST NATL LINCOLN CORP COM 335716106 2210 100 X 100 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 231840 9600 X 9600 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 288206 11934 X 11934 0 0
FIRST TENN NATL CORP COM 337162101 7794232 214954 X 210404 0 4550
FIRST TENN NATL CORP COM 337162101 2352984 64892 X 61892 0 3000
FIRST VIRGINIA BANKS INC 337477103 760588 14984 X 14984 0 0
FIRST VIRGINIA BANKS INC 337477103 324712 6397 X 4147 0 2250
FIRST VIRTUAL COMMUNICATIONS COM 337484109 671 627 X 627 0 0
FIRST W VA BANCORP INC COM 337493100 13213 724 X 724 0 0
FIRSTENERGY CORP COM 337932107 5677009 162293 X 155494 0 6799
FIRSTENERGY CORP COM 337932107 1103829 31556 X 31258 0 298
FIRSTFED AMER BANCORP INC COM 337929103 22555 1300 X 1300 0 0
FIRSTFED AMER BANCORP INC COM 337929103 12145 700 X 0 0 700
FIRSTFED FINL CORP DEL COM 337907109 315249 12300 X 12300 0 0
FIRSTMERIT CORP COM 337915102 238392 8800 X 7000 0 1800
FIRSTMERIT CORP COM 337915102 384678 14200 X 3200 0 11000
FISERV INC COM 337738108 749064 17700 X 17250 0 450
FISERV INC COM 337738108 35676 843 X 843 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 8760 300 X 300 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 172224338 4718475 X 116361 0 4602114
FLEET BOSTON FINANCIAL CORP COM 339030108 127011934 3479779 X 1102 0 3478677
FLEETWOOD ENTERPRISES INC COM 339099103 261723 23100 X 23100 0 0
FLEMING COS INC COM 339130106 573038 30975 X 30975 0 0
FLORIDA BKS INC COM 340560101 48800 8000 X 0 0 8000
FLORIDA EAST COAST INDS CL B COM 340632207 1150211 55034 X 55034 0 0
FLORIDA PUB UTILS CO 341135101 118026 6850 X 6850 0 0
FLORIDA ROCK INDS INC COM 341140101 720626 19700 X 19700 0 0
FLOW INTERNATIONAL CORP COM 343468104 132359 10700 X 10700 0 0
FLOWERS FOODS INC COM 343498101 137564 3446 X 3446 0 0
FLOWERS FOODS INC COM 343498101 133572 3346 X 1628 0 1718
FLOWSERVE CORP COM 34354P105 14103300 530000 X 352100 0 177900
FLUOR CORP COM 343412102 409829 10958 X 8164 0 2794
FLUOR CORP COM 343412102 191226 5113 X 5113 0 0
FLUSHING FINL CORP COM 343873105 2836555 159357 X 158579 0 778
FMC CORP (NEW) COM 302491303 661819 11123 X 9655 0 1468
FMC CORP (NEW) COM 302491303 59500 1000 X 1000 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
FMS FINL CORP COM 302509104 7126 798 X 798 0 0
FOAMEX INTL INC COM 344123104 24300 3000 X 3000 0 0
FOCUS ENHANCEMENTS INC COM 344159108 4500 2500 X 2500 0 0
FONAR CORP COM 344437108 3175 2668 X 2668 0 0
FOOT LOCKER INC COM 344849104 1123920 71816 X 71816 0 0
FOOT LOCKER INC COM 344849104 151805 9700 X 0 0 9700
FOOTSTAR INC COM 344912100 472129 15084 X 15084 0 0
FOOTSTAR INC COM 344912100 51207 1636 X 1636 0 0
FORD MTR CO DEL COM 345370860 53179801 3382939 X 3245274 174 137491
FORD MTR CO DEL COM 345370860 16534060 1051785 X 1021572 2294 27919
FOREST LABS INC COM 345838106 90174748 1100363 X 1084040 0 16323
FOREST LABS INC COM 345838106 4577891 55862 X 49435 0 6427
FORRESTER RESEARCH COM 346563109 3093665 153608 X 151614 0 1994
FORRESTER RESEARCH COM 346563109 4028 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 20427965 515988 X 481720 0 34268
FORTUNE BRANDS INC COM 349631101 5014707 126666 X 123660 0 3006
FORWARD AIR CORP COM 349853101 518976 15300 X 15300 0 0
FOSSIL INC COM 349882100 452550 21550 X 21550 0 0
FOSTER WHEELER LTD COM G36535105 155270 30445 X 30445 0 0
FOSTER WHEELER LTD COM G36535105 1020 200 X 200 0 0
FOUNDRY NETWORKS INC COM 35063R100 15933 1955 X 1955 0 0
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 55713 2100 X 2100 0 0
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 15918 600 X 300 0 300
FPL GROUP INC COM 302571104 14764336 261779 X 249397 0 12382
FPL GROUP INC COM 302571104 8165818 144784 X 133204 0 11580
FRANKLIN COVEY CO COM 353469109 85023 14100 X 14100 0 0
FRANKLIN RES INC COM 354613101 1902076 53929 X 50471 0 3458
FRANKLIN RES INC COM 354613101 1183026 33542 X 33542 0 0
FRANKLIN TELECOMM CORP COM NEW 354727208 300 6000 X 6000 0 0
FREDDIE MAC COM 313400301 35567463 543845 X 497623 0 46222
FREDDIE MAC COM 313400301 3062682 46830 X 42460 0 4370
FREEMARKETS.COM INC COM 356602102 2157 90 X 90 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 335741 25074 X 22197 0 2877
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 1194723 89225 X 89225 0 0
FREEPORT-MCMORAN COPPER & GOLD INC A 35671D105 2245 174 X 174 0 0
FREMONT GEN CORP 357288109 390218 49900 X 40990 0 8910
FRIENDLY ICE CREAM CORP COM 358497105 1986665 501683 X 330883 0 170800
FRONTIER AIRLINES INC COM 359065109 338300 19900 X 19900 0 0
FRONTIER OIL CORP COM 35914P105 58240 3500 X 3500 0 0
FRONTLINE COMMUNICATIONS CORP COM 35921T108 72 400 X 400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 3638 1700 X 1700 0 0
FTI CONSULTING INC COM 302941109 164000 5000 X 5000 0 0
FUELCELL ENERGY INC COM 35952H106 45350 2500 X 2500 0 0
FUELCELL ENERGY INC COM 35952H106 16326 900 X 900 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
FULLER H B CO COM 359694106 5201616 180800 X 104600 0 76200
FULTON FINL CORP PA COM 360271100 560070 25656 X 25656 0 0
FULTON FINL CORP PA COM 360271100 295797 13550 X 13550 0 0
FURNITURE BRANDS INTL INC COM 360921100 179312 5600 X 0 0 5600
F5 NETWORKS INC COM 315616102 21540 1000 X 1000 0 0
FEDERAL HOME LOAN MORTGAGE COM 313400301 119028 1820 X 1820
FEDERAL NATL MORTGAGE ASSOC COM 313586109 179909 2263 X 2263
FEDERATED DEPT STRS COMB NEW COM 31410H101 20082 491 X 491
FEDEX CORPORATION COM 31428X106 33307 642 X 642
FIFTH THIRD BANCORP COM 316773100 73780 1203 X 1203
FIRST DATA CORP COM 319963104 69114 881 X 881
FIRSTENERGY CORP. COM 337932107 21128 604 X 604
FISCHER IMAGING CORP COM 337719108 9560 800 X 800
FISERV INC COM 337738108 22726 537 X 537
FISERV INC COM 337738108 4232 100 X 100
FLUOR CORP COM 343412102 5124 137 X 137
FMC CORP0COM NEW COM 302491303 833 14 X 14
FORD MOTOR CO COM 345370860 79307 5045 X 5045
FOREST LABORATORIES INC COM 345838106 39418 481 X 481
FORTUNE BRANDS INC. COM 349631101 14688 371 X 371
FOUNDRY NETWORKS COM 35063R100 815 100 X 100
FPL GROUP INCORPORATED COM 302571104 27128 481 X 481
FRANKLIN RESOURCES INC COM 354613101 25465 722 X 722
FREEMARKETS, INC. COM 356602102 2397 100 X 100
FREEPORT MCMORAN INC COP&GOL COM 35671D857 4914 367 X 367
G & K SVCS INC COM 361268105 18407770 569900 X 363450 0 206450
GAIAM INC COM 36268Q103 10900 500 X 500 0 0
GALEY & LORD INC COM 36352K103 29 100 X 100 0 0
GALLAGHER ARTHUR J & CO COM 363576109 6898 200 X 200 0 0
GALLAGHER ARTHUR J & CO COM 363576109 46562 1350 X 0 0 1350
GANNETT INC COM 364730101 43920619 653289 X 621698 0 31591
GANNETT INC COM 364730101 19628067 291954 X 282764 400 8790
GAP INC COM 364760108 10058672 721569 X 615708 0 105861
GAP INC COM 364760108 975215 69958 X 65703 0 4255
GARDEN FRESH RESTAURANT CORP COM 365235100 3305 500 X 500 0 0
GARDNER DENVER INC COM 365558105 357120 16000 X 16000 0 0
GARDNER DENVER INC COM 365558105 1205 54 X 42 0 12
GARMIN LTD COM G37260109 6396 300 X 300 0 0
GARMIN LTD COM G37260109 10660 500 X 500 0 0
GARTNER GROUP INC COM CL B 366651206 34630 3092 X 3057 0 35
GARTNER GROUP INC COM CL B 366651206 40354 3603 X 2737 0 866
GARTNER INC CL A COM 366651107 6180106 528666 X 360866 0 167800
GATEWAY INC COM 367626108 245630 30551 X 29734 0 817
GATEWAY INC COM 367626108 27336 3400 X 1900 1500 0
GATX CORPORATION COM 361448103 136584 4200 X 4200 0 0
GATX CORPORATION COM 361448103 62568 1924 X 1924 0 0
GBC BANCORP CALIFORNIA COM 361475106 244850 8300 X 8300 0 0
GEERLINGS & WADE INC COM 368473104 190 200 X 200 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 77782 2808 X 2808 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 63018 2275 X 2275 0 0
GENAERA CORPORATION COM 36867G100 3900 1000 X 1000 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 465 100 X 100 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 465 100 X 100 0 0
GENCORP INC COM 368682100 432330 30640 X 30640 0 0
GENE LOGIC INC COM 368689105 31595 1677 X 1677 0 0
GENE LOGIC INC COM 368689105 15072 800 X 800 0 0
GENENTECH INC COM 368710406 41673331 768172 X 760292 0 7880
GENENTECH INC COM 368710406 2531739 46668 X 39218 0 7450
GENERAL COMMUNICATION INC CL A COM 369385109 3527155 413500 X 291200 0 122300
GENERAL DYNAMICS CORP COM 369550108 2022378 25394 X 17866 0 7528
GENERAL DYNAMICS CORP COM 369550108 659977 8287 X 2627 0 5660
GENERAL ELECTRIC CO COM 369604103 1416422511 35339883 X 33587897 21574 1730412
GENERAL ELECTRIC CO COM 369604103 899088147 22432339 X 21102487 13375 1316477
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
GENERAL MAGIC INC COM 370253106 4495 11525 X 11525 0 0
GENERAL MARITIME CORP COM Y2692M103 500 50 X 50 0 0
GENERAL MILLS INC COM 370334104 27707235 532729 X 512085 0 20644
GENERAL MILLS INC COM 370334104 25289342 486240 X 461214 0 25026
GENERAL MOTORS CORP CL H COM 370442832 1045548 67673 X 65478 0 2195
GENERAL MOTORS CORP CL H COM 370442832 1606105 103955 X 102275 234 1446
GENERAL MTRS CORP COM 370442105 21811486 448796 X 415330 0 33466
GENERAL MTRS CORP COM 370442105 13775621 283449 X 272523 296 10630
GENESCO INC COM 371532102 354996 17100 X 17100 0 0
GENESEE & WYOMING INC COM 371559105 7486319 229290 X 228090 0 1200
GENESEE CORP CL B COM 371601204 9531 499 X 499 0 0
GENESIS MICROCHIP INC 371933102 111412 1685 X 1685 0 0
GENLYTE GROUP INC COM 372302109 44640 1500 X 0 0 1500
GENOME THERAPEUTICS CORP COM 372430108 3405 500 X 500 0 0
GENOME THERAPEUTICS CORP COM 372430108 1022 150 X 150 0 0
GENTA INC COM 37245M207 1437 101 X 0 0 101
GENTA INC COM 37245M207 68304 4800 X 0 0 4800
GENTEX CORP COM 371901109 46778 1750 X 1750 0 0
GENTEX CORP COM 371901109 316751 11850 X 8450 0 3400
GENTIVA HEALTH SVCS INC COM 37247A102 179990 8200 X 8200 0 0
GENTNER COMMUNICATIONS CORP COM 37245J105 417 25 X 25 0 0
GENUINE PARTS CO 372460105 4106400 111891 X 100569 0 11322
GENUINE PARTS CO 372460105 3310010 90191 X 86011 0 4180
GENUITY INC COM 37248E103 8058 5100 X 5100 0 0
GENUITY INC COM 37248E103 47400 30000 X 0 0 30000
GENUS INC COM 372461103 24300 10000 X 10000 0 0
GENZYME CORP ( GENERAL DIVISION COM) 372917104 197799588 3304370 X 3206640 0 97730
GENZYME CORP ( GENERAL DIVISION COM) 372917104 22742730 379932 X 360862 500 18570
GENZYME CORP BIOSURGERY DIVISION COM 372917708 31111 5859 X 5781 0 78
GENZYME CORP BIOSURGERY DIVISION COM 372917708 2368 446 X 446 0 0
GENZYME TRANSGENICS CORP COM 37246E105 1164 200 X 200 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 42864 5358 X 5294 0 64
GENZYME-MOLECULAR ONCOLOGY COM 372917500 3488 436 X 436 0 0
GEORGIA GULF CORP COM 373200203 416250 22500 X 22500 0 0
GEORGIA PACIFIC GROUP COM 373298108 21599386 782303 X 755137 0 27166
GEORGIA PACIFIC GROUP COM 373298108 4480551 162280 X 155765 1000 5515
GERBER SCIENTIFIC INC COM 373730100 9850337 1059176 X 310768 0 748408
GERBER SCIENTIFIC INC COM 373730100 61678 6632 X 6632 0 0
GERON CORP COM 374163103 870 100 X 100 0 0
GERON CORP COM 374163103 10875 1250 X 250 0 1000
GILAT SATELLITE NETWKS COM M51474100 47347 8640 X 8640 0 0
GILEAD SCIENCES INC COM 375558103 3259843 49602 X 49532 0 70
GILEAD SCIENCES INC COM 375558103 315456 4800 X 4800 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
GILLETTE CO COM 375766102 125779156 3765843 X 3594623 0 171220
GILLETTE CO COM 375766102 49569842 1484127 X 1414648 870 68609
GLATFELTER 377316104 78554 5042 X 2400 0 2642
GLENAYRE TECHNOLOGIES INC 377899109 4890 3000 X 3000 0 0
GLENBOROUGH REALTY TRUST INC COM 37803P105 24638 1270 X 1270 0 0
GLOBAL IMAGING SYS INC COM 37934A100 209020 14000 X 14000 0 0
GLOBAL INDS LTD COM 379336100 1780000 200000 X 198800 0 1200
GLOBAL PAYMENTS INC COM 37940X102 1532864 44560 X 44560 0 0
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 376651 25010 X 24910 0 100
GLOBAL SANTAFE CORP COM G3930E101 2253508 79015 X 74892 0 4123
GLOBAL SANTAFE CORP COM G3930E101 53504 1876 X 1876 0 0
GLOBAL SPORTS INC COM 37937A107 1319493 66140 X 66140 0 0
GLOBAL TECHNOVATIONS INC COM 37939M109 5600 40000 X 40000 0 0
GLOBECOMM SYS INC COM 37956X103 92472 15310 X 15310 0 0
GLOBIX CORP COM 37957F101 15 100 X 100 0 0
GOAMERICA INC COM 38020R106 908 400 X 400 0 0
GOAMERICA INC COM 38020R106 1589 700 X 700 0 0
GOLD BANC CORP INC COM 379907108 9961 1401 X 1401 0 0
GOLDEN ST BANCORP INC COM 381197102 50757 1941 X 1941 0 0
GOLDEN ST BANCORP INC COM 381197102 78450 3000 X 3000 0 0
GOLDEN WEST FINANCIAL COM 381317106 9076141 154225 X 141897 0 12328
GOLDEN WEST FINANCIAL COM 381317106 4414 75 X 25 0 50
GOLDFIELD CORP 381370105 520 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 49638316 535184 X 524859 0 10325
GOLDMAN SACHS GROUP INC COM 38141G104 857196 9242 X 8882 0 360
GOODRICH CORPORATION COM 382388106 1239134 46549 X 44093 0 2456
GOODRICH CORPORATION COM 382388106 261142 9810 X 9460 50 300
GOODRICH PETE CORP COM NEW 382410405 10500 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 484700 20357 X 13565 0 6792
GOODYEAR TIRE & RUBBER COM 382550101 281791 11835 X 11835 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 96600 23000 X 23000 0 0
GRACO INC COM 384109104 3416914 87501 X 87174 0 327
GRACO INC COM 384109104 200014 5122 X 5122 0 0
GRAHAM CORP COM 384556106 45286 3712 X 3712 0 0
GRAINGER W W INC 384802104 13207872 275164 X 249322 0 25842
GRAINGER W W INC 384802104 2752656 57347 X 56547 0 800
GRANITE STATE BANKSHARES INC 387472103 251482 10656 X 10656 0 0
GRANITE STATE BANKSHARES INC 387472103 9511 403 X 375 0 28
GRANT PRIDECO INC COM 38821G101 12 1 X 1 0 0
GREAT AMERN FINL RES INC COM 389915109 4087500 218000 X 167000 0 51000
GREAT AMERN FINL RES INC COM 389915109 12225 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 644438 27100 X 27100 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 48 2 X 2 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
GREAT LAKES CHEMICAL 390568103 503664 20744 X 19084 0 1660
GREAT LAKES CHEMICAL 390568103 346767 14282 X 12782 0 1500
GREAT PLAINS ENERGY INC COM 391164100 7756258 307788 X 196188 0 111600
GREAT PLAINS ENERGY INC COM 391164100 433440 17200 X 7140 0 10060
GREEN DANIEL CO COM 392775102 7735 1700 X 1700 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 103638 5557 X 5557 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 18650 1000 X 1000 0 0
GREEN MTN COFFEE INC COM 393122106 2739822 100030 X 99431 0 599
GREEN MTN COFFEE INC COM 393122106 93126 3400 X 3400 0 0
GREENPOINT FINL CORP COM 395384100 5239163 146550 X 141400 0 5150
GREIF BROS CORP CL A COM 397624107 20711909 628586 X 392486 0 236100
GREKA ENERGY CORP COM 397637109 3010 348 X 348 0 0
GREY WOLF INC COM 397888108 297 100 X 100 0 0
GRIFFIN LD & NURSERIES INC CL A COM 398231100 1361 100 X 100 0 0
GRIFFON CORPORATION COM 398433102 348075 23205 X 23205 0 0
GRIFFON CORPORATION COM 398433102 13200 880 X 0 0 880
GROUP 1 AUTOMOTIVE INC COM 398905109 459011 16100 X 16100 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 498925 17500 X 0 0 17500
GTECH HLDGS CORP COM 400518106 13587 300 X 300 0 0
GUIDANT CORP COM 401698105 25271010 507450 X 476019 0 31431
GUIDANT CORP COM 401698105 2762705 55476 X 50376 0 5100
GUILFORD PHARMACEUTICALS INC COM 401829106 1200 100 X 0 0 100
GULFMARK OFFSHORE INC COM 402629109 13258054 468317 X 317317 0 151000
GULFMARK OFFSHORE INC COM 402629109 25479 900 X 900 0 0
GYMBOREE CORP COM 403777105 217126 18200 X 18200 0 0
GYRODYNE CO AMER INC COM 403820103 104972 7498 X 0 0 7498
GANNETT CO INC COM 364730101 48540 722 X 722
GAP INC COM 364760108 32034 2298 X 2298
GATEWAY 2000 INC COM 367626108 6826 849 X 849
GEMSTAR-TV GUIDE INTL INC COM 36866W106 8061 291 X 291
GENE LOGIC INC COM 368689105 108781 5777 X 5777
GENERAL DYNAMICS CORP COM 369550108 39263 493 X 493
GENERAL ELECTRIC CO COM 369604103 1101839 27491 X 27491
GENERAL MILLS INC COM 370334104 38071 732 X 732
GENERAL MOTORS CORPORATION COM 370442105 60944 1254 X 1254
GENUINE PARTS CO COM 372460105 13946 380 X 380
GENZYME CORP COM 372917104 11972 200 X 200
GENZYME CORP COM 372917104 4489 75 X 75
GEORGIA-PACIFIC CORP COM 373298108 16676 604 X 604
GILEAD SCIENCES INC COM 375558103 14656 223 X 223
GILLETTE CO COM 375766102 96459 2888 X 2888
Global Power Equipment COM 37941P108 19310414 1282232 X 1282232
GLOBSPAN VIRATA INC COM 37957V106 5780 446 X 446
GOLDEN WEST FINANCIAL CORP COM 381317106 21951 373 X 373
GOODYEAR TIRE & RUBBER CO COM 382550101 8881 373 X 373
GREAT LAKES CHEMICAL CORP COM 390568103 2428 100 X 100
GUIDANT CORP COM 401698105 41932 842 X 842
H J HEINZ CO COM 423074103 12948400 314893 X 296593 0 18300
H J HEINZ CO COM 423074103 8590832 208921 X 170528 0 38393
HAEMONETICS CORP MA COM 405024100 9221830 271870 X 270470 0 1400
HAGGAR CORP COM 405173105 49910 4600 X 4600 0 0
HAIN CELESTIAL GROUP INC COM 405217100 694738 25300 X 24800 0 500
HAIN CELESTIAL GROUP INC COM 405217100 44815 1632 X 1632 0 0
HALL KINION & ASSOCIATES COM 406069104 88172 9400 X 9400 0 0
HALLIBURTON CO COM NEW 406216101 14238482 1086907 X 1009469 0 77438
HALLIBURTON CO COM NEW 406216101 2719861 207623 X 197298 0 10325
HANCOCK FABRICS INC COM 409900107 161745 12300 X 12300 0 0
HANDSPRING INC COM 410293104 34374 5100 X 5100 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 15000 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 3819344 263403 X 231210 0 32193
HANOVER COMPRESSOR COMPANY COM 410768105 10205 404 X 104 0 300
HANOVER COMPRESSOR COMPANY COM 410768105 93462 3700 X 0 0 3700
HARBOR FL BANCSHARES INC COM 411901101 5100 300 X 300 0 0
HARKEN ENERGY CORP COM 412552309 1907 1550 X 1550 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
HARLAND JOHN H CO COM 412693103 455260 20600 X 20600 0 0
HARLAND JOHN H CO COM 412693103 2210 100 X 100 0 0
HARLEY DAVIDSON INC COM 412822108 8886094 163618 X 160478 0 3140
HARLEY DAVIDSON INC COM 412822108 2540622 46780 X 42680 0 4100
HARLEYSVILLE NATL CORP PA COM 412850109 65657 2788 X 2788 0 0
HARMAN INTL INDS INC NEW COM 413086109 1050830 23300 X 23300 0 0
HARMAN INTL INDS INC NEW COM 413086109 90200 2000 X 2000 0 0
HARMONIC INC COM 413160102 1535603 127754 X 125943 0 1811
HARMONIC INC COM 413160102 4808 400 X 400 0 0
HARRAH'S ENTMT INC COM 413619107 3470613 93775 X 92236 0 1539
HARRAH'S ENTMT INC COM 413619107 469176 12677 X 11550 0 1127
HARRIS & HARRIS GROUP INC 413833104 950 500 X 500 0 0
HARRIS CORP COM 413875105 27982216 917149 X 906849 0 10300
HARRIS CORP COM 413875105 155601 5100 X 4250 0 850
HARSCO CORP COM 415864107 658560 19200 X 19200 0 0
HARSCO CORP COM 415864107 58310 1700 X 1700 0 0
HARTE-HANKS INC COM 416196103 11463077 406925 X 369225 0 37700
HARTE-HANKS INC COM 416196103 586640 20825 X 20825 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 49477494 787482 X 745932 0 41550
HARTFORD FINL SVCS GROUP INC COM 416515104 23162405 368652 X 348599 150 19903
HARTMARX CORP COM 417119104 34650 21000 X 21000 0 0
HARVEY ELECTRONICS INC COM 417660107 380 200 X 200 0 0
HASBRO INC 418056107 383710 23642 X 22732 0 910
HASBRO INC 418056107 88616 5460 X 5460 0 0
HAUPPAUGE DIGITAL INC COM 419131107 217 100 X 100 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 62394 1549 X 1549 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 130306 3235 X 3235 0 0
HCA INC COM 404119109 2303073 59758 X 40601 0 19157
HCA INC COM 404119109 340270 8829 X 7804 0 1025
HCC INS HLDGS INC COM 404132102 826500 30000 X 30000 0 0
HCC INS HLDGS INC COM 404132102 275500 10000 X 0 0 10000
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 535072 29080 X 28680 0 400
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 14352 780 X 780 0 0
HEALTH MGMT SYS INC COM 42219M100 2350593 746220 X 477720 0 268500
HEALTH NET INC COM 42222G108 29403 1350 X 1350 0 0
HEALTHGATE DATA CORP COM 42222H304 14205 31567 X 31567 0 0
HEALTHSOUTH CORP COM 421924101 27511937 1856406 X 1832856 0 23550
HEALTHSOUTH CORP COM 421924101 2964 200 X 0 0 200
HEARST-ARGYLE TELEVISION INC COM 422317107 7050 327 X 327 0 0
HEARTLAND EXPRESS CO 422347104 11948043 430250 X 372149 0 58101
HECLA MINING COMPANY 422704106 761 810 X 810 0 0
HEICO CORP NEW CL A 422806208 8649815 641202 X 637645 0 3557
HEIDRICK & STRUGGLES INTL INC COM 422819102 246840 13600 X 13600 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 12705 700 X 50 0 650
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
HELEN OF TROY CORP LTD COM G4388N106 7942 640 X 640 0 0
HELIX TECHNOLOGY CORP COM 423319102 3757507 166630 X 165830 0 800
HELIX TECHNOLOGY CORP COM 423319102 467416 20728 X 8250 0 12478
HELMERICH & PAYNE INC COM 423452101 1894315 56750 X 56350 0 400
HELMERICH & PAYNE INC COM 423452101 6676 200 X 200 0 0
HENRY SCHEIN INC COM 806407102 25921 700 X 700 0 0
HERCULES INC COM 427056106 169750 16975 X 11997 0 4978
HERCULES INC COM 427056106 1297010 129701 X 129701 0 0
HERSHEY FOODS CORP COM 427866108 19870966 293515 X 285087 0 8428
HERSHEY FOODS CORP COM 427866108 7607449 112370 X 111250 0 1120
HEWLETT PACKARD CO COM 428236103 111620214 5434285 X 5153485 3200 277600
HEWLETT PACKARD CO COM 428236103 56078370 2730203 X 2603268 2250 124685
HEXCEL CORP COM NEW 428291108 6776 2200 X 2200 0 0
HI/FN INC COM 428358105 7235 500 X 500 0 0
HIBERNIA CORP CLASS A VOTING COM 428656102 4373049 245815 X 244515 0 1300
HIGH SPEED ACCESS CORP COM 42979U102 280 500 X 500 0 0
HILB ROGAL & HAMILTON CO COM 431294107 546488 9750 X 9750 0 0
HILFIGER TOMMY CORP G8915Z102 533913 38830 X 34930 0 3900
HILFIGER TOMMY CORP G8915Z102 46406 3375 X 3075 0 300
HILLENBRAND INDS INC COM 431573104 105124 1902 X 1902 0 0
HILLENBRAND INDS INC COM 431573104 7351 133 X 133 0 0
HILTON HOTELS CORP COM 432848109 2322793 212710 X 203205 0 9505
HISPANIC BROADCASTING CORP COM 43357B104 104550 4100 X 0 0 4100
HNC SOFTWARE INC COM 40425P107 504700 24500 X 24500 0 0
HOLLINGER INTL INC CL A COM 435569108 45630 3900 X 3900 0 0
HOLLYWOOD ENTMT CORP COM 436141105 29723 2080 X 2080 0 0
HOLLYWOOD MEDIA CORP COM 436233100 1648 250 X 250 0 0
HOLOGIC INC 436440101 118912 12800 X 12800 0 0
HOLOGIC INC 436440101 9569 1030 X 500 0 530
HOME DEPOT INC COM 437076102 498005427 9762898 X 9432528 500 329870
HOME DEPOT INC COM 437076102 115891557 2271938 X 2126660 14848 130430
HOMESTORE.COM INC COM 437852106 360 100 X 100 0 0
HON INDS INC COM 438092108 229495 8300 X 0 0 8300
HONEYWELL INTL INC COM 438516106 51931861 1535537 X 1477765 0 57772
HONEYWELL INTL INC COM 438516106 7606761 224919 X 215408 0 9511
HOOPER HOLMES INC COM 439104100 7204303 804950 X 800850 0 4100
HORACE MANN EDUCATORS CORP NEW COM 440327104 9702484 457233 X 298833 0 158400
HORIZON OFFSHORE INC COM 44043J105 30160 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 75992 4600 X 4600 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 4956 300 X 300 0 0
HORMEL FOODS CORPORATION 440452100 102106 3800 X 3800 0 0
HOT TOPIC INC COM 441339108 452016 14400 X 14400 0 0
HOT TOPIC INC COM 441339108 113004 3600 X 0 0 3600
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
HOUSEHOLD INTERNATIONAL COM 441815107 17288253 298382 X 268689 0 29693
HOUSEHOLD INTERNATIONAL COM 441815107 3372629 58209 X 48390 0 9819
HOUSTON EXPLORATION COMPANY COM 442120101 12384304 368800 X 234900 0 133900
HOVNANIAN ENTERPRISES INC CL A COM 442487203 638 30 X 30 0 0
HOWELL CORP COM 443051107 312 30 X 30 0 0
HPL TECHNOLOGIES INC COM 40426C105 1785000 100000 X 99400 0 600
HPSC INC COM 404264103 6510 1000 X 1000 0 0
HUBBELL INC CL B COM 443510201 1846827 62860 X 59850 0 3010
HUBBELL INC CL B COM 443510201 1556817 52989 X 25281 60 27648
HUBBELL INC CLASS A COM 443510102 134880 4800 X 0 0 4800
HUBBELL INC CLASS A COM 443510102 51592 1836 X 1836 0 0
HUDSON CITY BANCORP INC COM 443683107 250325 9500 X 9500 0 0
HUDSON CITY BANCORP INC COM 443683107 26350 1000 X 1000 0 0
HUDSON RIVER BANCORP COM 444128102 87600 4000 X 4000 0 0
HUDSON RIVER BANCORP COM 444128102 76650 3500 X 3500 0 0
HUDSON UNITED BANCORP COM 444165104 4516146 157357 X 156807 0 550
HUDSON UNITED BANCORP COM 444165104 2377795 82850 X 82850 0 0
HUFFY CORPORATION COM 444356109 46720 7300 X 7300 0 0
HUFFY CORPORATION COM 444356109 7200 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 518616 16800 X 16800 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 3060 300 X 300 0 0
HUMAN GENOME SCIENCES INC COM 444903108 30348 900 X 700 0 200
HUMAN GENOME SCIENCES INC COM 444903108 2992414 88743 X 12099 0 76644
HUMANA INC COM 444859102 323022 27398 X 26961 0 437
HUMANA INC COM 444859102 53055 4500 X 4500 0 0
HUNTINGTON BANCSHARES INC 446150104 708606 41222 X 40561 0 661
HUNTINGTON BANCSHARES INC 446150104 238511 13875 X 13875 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 410994 17700 X 17700 0 0
HYPERCOM CORP COM 44913M105 4962150 661620 X 450120 0 211500
HYPERFEED TECHNOLOGIES INC COM 44913S102 1830 3000 X 3000 0 0
HYPERION SOLUTIONS CORP COM 44914M104 2438808 122800 X 122200 0 600
HYSEQ INC COM 449163302 425 55 X 55 0 0
HYSEQ INC COM 449163302 7720 1000 X 1000 0 0
HYTEK MICROSYSTEMS INC COM 449180108 3800 2000 X 2000 0 0
H & R BLOCK INC COM 093671105 21635 484 X 484
HALLIBURTON CO COM 406216101 14397 1099 X 1099
HARLEY DAVIDSON INCORPORATED COM 412822108 40189 740 X 740
HARRAHS ENTERTAINMENT INC COM 413619107 9401 254 X 254
HARTFORD FIN SER GP INC COM 416515104 38326 610 X 610
HASBRO INC COM 418056107 6167 380 X 380
HCA INC COM 404119109 55844 1449 X 1449
HEALTHEXTRAS INC COM 422211102 1091 191 X 191
HEALTHSOUTH CORPORATION COM 421924101 14524 980 X 980
HEALTHSTREAM INC COM 42222N103 51 47 X 47
HEINZ H J CO COM 423074103 143920 3500 X 3500
HEINZ H J CO COM 423074103 39516 961 X 961
HERCULES INC COM 427056106 2500 250 X 250
HERSHEY FOODS CORP COM 427866108 24575 363 X 363
HEWLETT-PACKARD CO COM 428236103 108821 5298 X 5298
HILTON HOTELS CORP COM 432848109 10592 970 X 970
HOME DEPOT INC COM 437076102 325393 6379 X 6379
HOMESTORE.COM INC COM 437852106 7200 2000 X 2000
HONEYWELL INTERNATIONAL INC COM 438516106 73525 2174 X 2174
HOUSEHOLD INTERNATIONAL INC COM 441815107 70397 1215 X 1215
HUMAN GENOME SCIENCES INC COM 444903108 5867 174 X 174
HUMAN GENOME SCIENCES INC COM 444903108 3473 103 X 103
HUMANA INC COM 444859102 4457 378 X 378
HUNTINGTON BANCSHARES COM 446150104 8595 500 X 500
I-MANY INC COM 44973Q103 193000 20000 X 20000 0 0
I-MANY INC COM 44973Q103 772000 80000 X 80000 0 0
I-STAT CORP COM 450312103 7890 1000 X 1000 0 0
I-STAT CORP COM 450312103 2367 300 X 300 0 0
IASIAWORKS INC COM 45072L101 26 200 X 200 0 0
IBIS TECHNOLOGY CORP COM 450909106 31227 2100 X 500 0 1600
ICN PHARMACEUTICALS INC COM 448924100 34618297 1033382 X 752313 0 281069
ICN PHARMACEUTICALS INC COM 448924100 43550 1300 X 1300 0 0
ICOS CORP COM 449295104 206784 3600 X 3600 0 0
ICOS CORP COM 449295104 25848 450 X 250 0 200
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
IDACORP INC COM 451107106 602788 14847 X 14847 0 0
IDACORP INC COM 451107106 763239 18799 X 16299 0 2500
IDEC PHARMACEUTICALS CORP COM 449370105 35844 520 X 520 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 325694 4725 X 4725 0 0
IDENTIX INC COM 451906101 3086806 211570 X 210470 0 1100
IDEX CORP COM 45167R104 738300 21400 X 21400 0 0
IDEX CORP COM 45167R104 232875 6750 X 0 0 6750
IDEXX LABS CORP 45168D104 5218756 183050 X 169050 0 14000
IDEXX LABS CORP 45168D104 5702 200 X 200 0 0
IDT CORP CL B COM 448947309 764060 46000 X 46000 0 0
IDT CORP CL B COM 448947309 8305 500 X 500 0 0
IDT CORP COM 448947101 702360 36000 X 36000 0 0
IDT CORP COM 448947101 9755 500 X 500 0 0
IGEN INTL INC COM 449536101 20050 500 X 500 0 0
IHOP CORP COM 449623107 418990 14300 X 14300 0 0
II-VI INC COM 902104108 1792 104 X 104 0 0
IIC INDUSTRIES INC COM 449628205 8482 792 X 792 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 51436 4400 X 4400 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 93520 8000 X 8000 0 0
ILLINOIS TOOL WORKS INC COM 452308109 88887714 1312577 X 1274708 0 37869
ILLINOIS TOOL WORKS INC COM 452308109 20589386 304037 X 289203 0 14834
ILLUMINA INC COM 452327109 11760 1000 X 1000 0 0
IMAGISTICS INTL INC COM 45247T104 508919 41208 X 40032 0 1176
IMAGISTICS INTL INC COM 45247T104 189313 15329 X 14179 0 1150
IMANAGE INC COM 45245Y105 2414419 306010 X 304242 0 1768
IMANAGE INC COM 45245Y105 3945 500 X 500 0 0
IMATION CORP COM 45245A107 25335 1174 X 1174 0 0
IMATION CORP COM 45245A107 92772 4299 X 3637 0 662
IMC GLOBAL INC COM 449669100 8177 629 X 629 0 0
IMC GLOBAL INC COM 449669100 2080 160 X 160 0 0
IMCLONE SYS INC COM 45245W109 46460 1000 X 1000 0 0
IMCLONE SYS INC COM 45245W109 4646 100 X 0 0 100
IMCO RECYCLING INC 449681105 139425 19500 X 16300 0 3200
IMMUNEX CORP NEW COM 452528102 1287130 46450 X 46450 0 0
IMMUNEX CORP NEW COM 452528102 526490 19000 X 1800 0 17200
IMMUNOMEDICS INC COM 452907108 10130 500 X 500 0 0
IMPATH INC COM 45255G101 510574 11471 X 11450 0 21
IMS HEALTH INC COM 449934108 11419905 585336 X 551948 0 33388
IMS HEALTH INC COM 449934108 3254405 166807 X 149647 0 17160
INAMED CORP COM 453235103 433008 14400 X 14400 0 0
INCYTE GENOMICS INC COM 45337C102 5832 300 X 300 0 0
INCYTE GENOMICS INC COM 45337C102 145800 7500 X 0 0 7500
INDEPENDENCE CMNTY BK CORP COM 453414104 38692 1700 X 1700 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
INDEPENDENT BK CORP MA COM 453836108 2149 100 X 100 0 0
INET TECHNOLOGIES INC COM 45662V105 8985 850 X 850 0 0
INFINIUM SOFTWARE INC COM 45662Y109 1230246 615123 X 415023 0 200100
INFOCUS CORP COM 45665B106 2202 100 X 100 0 0
INFORMATION HLDGS INC COM 456727106 469946 16600 X 15400 0 1200
INFORMATION RES INC COM 456905108 170980 20600 X 20600 0 0
INFOSPACE INC 45678T102 22929 11185 X 9885 0 1300
INFOSPACE INC 45678T102 3393 1655 X 1655 0 0
INFOUSA INC NEW COM 456818301 3824231 551042 X 393542 0 157500
INGERSOLL RAND CO COM 456866102 27991962 669504 X 621421 0 48083
INGERSOLL RAND CO COM 456866102 10093896 241423 X 236435 0 4988
INGLES MKTS INC CL A 457030104 3122535 261300 X 180200 0 81100
INGLES MKTS INC CL A 457030104 2390 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 105219 6075 X 5825 0 250
INHALE THERAPEUTIC SYS INC COM 457191104 2010820 108400 X 107755 0 645
INHALE THERAPEUTIC SYS INC COM 457191104 371 20 X 20 0 0
INKTOMI COM 457277101 144554 21543 X 21243 0 300
INKTOMI COM 457277101 33550 5000 X 0 0 5000
INNOVEX INC COM 457647105 1690 500 X 500 0 0
INPUT/OUTPUT INC COM 457652105 296381 36100 X 17700 0 18400
INSIGHT COMMUNICATIONS INC COM 45768V108 2413826 99910 X 99910 0 0
INSIGHT ENTERPRISES INC COM 45765U103 729390 29650 X 29650 0 0
INSILICON CORP COM 45769H108 2430 1000 X 1000 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 486020 19000 X 19000 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 5883 230 X 230 0 0
INSTINET GROUP COM 457750107 20100 2000 X 2000 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 120433 8300 X 8300 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 26340 1000 X 1000 0 0
INTEGRAL SYSTEMS INC /MD COM 45810H107 7478298 388483 X 248683 0 139800
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 7977 300 X 300 0 0
INTEL CORP COM 458140100 538826246 17132790 X 16383837 1440 747513
INTEL CORP COM 458140100 186606185 5933424 X 5623556 7970 301898
INTER TEL INC COM 458372109 334428 17400 X 17400 0 0
INTERCEPT GROUP INC COM 45845L107 159510 3900 X 0 0 3900
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 332006 17474 X 17474 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 8245 850 X 850 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 5820 600 X 600 0 0
INTERFACE INC COM 458665106 290037 51700 X 33100 0 18600
INTERLIANT INC COM 458742103 350 1000 X 1000 0 0
INTERLOGIX INC COM 458763109 10928529 282610 X 191809 0 90801
INTERMAGNETICS GEN CORP COM 458771102 302952 11697 X 11697 0 0
INTERMET CORP 45881K104 65325 19500 X 7300 0 12200
INTERMUNE INC COM 45884X103 9409 191 X 191 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
INTERNAP NETWORK SERVICES COM 45885A102 464 400 X 400 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 617123163 5101878 X 4888094 200 213584
INTERNATIONAL BUSINESS MACHS CORP 459200101 259738860 2147312 X 1973175 550 173587
INTERNATIONAL GAME TECH COM 459902102 7148073 104657 X 101657 0 3000
INTERNATIONAL GAME TECH COM 459902102 273200 4000 X 2000 0 2000
INTERNATIONAL MULTIFOODS CORP COM 460043102 328625 13750 X 13750 0 0
INTERNATIONAL PAPER CO COM 460146103 10992066 272418 X 249866 0 22552
INTERNATIONAL PAPER CO COM 460146103 5765773 142894 X 130645 0 12249
INTERNATIONAL RECTIFIER CORP COM 460254105 7123542 204230 X 195930 0 8300
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 31280 800 X 800 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 78161 1999 X 1999 0 0
INTERNET CAP GROUP INC COM 46059C106 13257 10956 X 10856 0 100
INTERNET CAP GROUP INC COM 46059C106 726 600 X 600 0 0
INTERNET HOLDRS TR COM 46059W102 10371 300 X 300 0 0
INTERNET INITIATIVE JAPAN COM 46059T109 3289 550 X 550 0 0
INTERNET SEC SYS INC COM 46060X107 342144 10672 X 10672 0 0
INTERNET SEC SYS INC COM 46060X107 54502 1700 X 0 0 1700
INTERPOOL INC COM 46062R108 2272 118 X 118 0 0
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 34059709 1153003 X 1099519 0 53484
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 9396379 318090 X 311662 0 6428
INTERSIL CORP 46069S109 2394401 74245 X 74245 0 0
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 8975616 371200 X 235700 0 135500
INTERTAN INC COM 461120107 23135407 1841991 X 1450781 0 391210
INTERVOICE BRITE INC COM 461142101 299520 23400 X 23400 0 0
INTERWOVEN INC COM 46114T102 9740 1000 X 1000 0 0
INTIMATE BRANDS INC CL A COM 461156101 9065046 610030 X 583730 0 26300
INTL FLAVORS & FRAGRANCES COM 459506101 733213 24679 X 21523 0 3156
INTL FLAVORS & FRAGRANCES COM 459506101 1384486 46600 X 44600 0 2000
INTRUSION INC 46121E106 262919 152860 X 152060 0 800
INTUIT INC COM 461202103 868477 20301 X 19801 0 500
INTUIT INC COM 461202103 200424 4685 X 2875 0 1810
INTUITIVE SURGICAL INC COM 46120E107 10030 1000 X 1000 0 0
INTUITIVE SURGICAL INC COM 46120E107 5015 500 X 500 0 0
INVACARE CORP COM 461203101 30745543 912060 X 585260 0 326800
INVESTMENT TECHNOLOGY GROUP COM NEW 46145F105 113303 2900 X 0 0 2900
INVESTORS FINL SERVICES CORP COM 461915100 19863 300 X 300 0 0
INVESTORS FINL SERVICES CORP COM 461915100 1025460 15488 X 15488 0 0
INVISION TECHNOLOGIES INC COM 461851107 5237380 175810 X 174874 0 936
INVITROGEN CORP COM 46185R100 4669646 75402 X 75402 0 0
INVITROGEN CORP COM 46185R100 39093127 631247 X 573605 0 57642
IOMEGA CORP COM 462030305 118996 14251 X 140 0 14111
IOMEGA CORP COM 462030305 334 40 X 40 0 0
ION NETWORKS INC COM 46205P100 146 200 X 200 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
IONICS INC COM 462218108 453453 15100 X 15100 0 0
IONICS INC COM 462218108 258648 8613 X 8613 0 0
IRON MTN INC COM 462846106 48180 1100 X 1100 0 0
IRON MTN INC COM 462846106 1563660 35700 X 30000 0 5700
IRT PROPERTY CO 450058102 7950 750 X 750 0 0
ISIS PHARMACEUTICALS COM 464330109 5579897 251460 X 250060 0 1400
ISIS PHARMACEUTICALS COM 464330109 11095 500 X 0 500 0
ISONICS CORP COM 464895101 2160 2000 X 2000 0 0
IT GROUP INC COM 465266104 20 400 X 400 0 0
ITC DELTACOM INC COM 45031T104 870 1000 X 1000 0 0
ITRON INC COM 465741106 336330 11100 X 11000 0 100
ITT EDL SVCS INC COM 45068B109 674721 18300 X 18300 0 0
ITT INDS INC IND COM 450911102 2961623 58646 X 56627 0 2019
ITT INDS INC IND COM 450911102 2967683 58766 X 55314 0 3452
IVAX CORP 465823102 18552726 921188 X 890329 0 30859
IVAX CORP 465823102 824572 40942 X 39630 0 1312
IVILLAGE COM 46588H105 59597 31367 X 31367 0 0
I2 TECHNOLOGIES INC COM 465754109 96980 12276 X 12276 0 0
I2 TECHNOLOGIES INC COM 465754109 283958 35944 X 35944 0 0
I3 MOBILE INC COM 465713105 745 500 X 500 0 0
I2 TECHNOLOGIES INC COM 465754109 60870 7705 X 7705
I2 TECHNOLOGIES INC COM 465754109 2623 332 X 332
I2 TECHNOLOGIES INC COM 465754109 514 65 X 65
IDEC PHARMACEUTICALS CORP COM 449370105 8272 120 X 120
ILLINOIS TOOL WORKS INC COM 452308109 56885 840 X 840
IMAGISTICS INTERNATIONAL INC. COM 45247T104 605 49 X 49
I-MANY INC COM 44973Q103 13008 1355 X 1355
IMCLONE SYSTEM INC COM 45245W109 5392 116 X 116
IMMUNEX CORP COM 452528102 81772 2951 X 2951
IMMUNEX CORP COM 452528102 13661 493 X 493
IMMUNOGEN INC COM 45253H101 1650 100 X 100
IMS HEALTH INC COM 449934108 14359 736 X 736
INCO LIMITED COM 453258402 8199 484 X 484
INCYTEGENOMICS COM 45337C102 1924 99 X 99
INGERSOLL-RAND CO COM 456866102 15637 374 X 374
INHALE THERAPEUTIC SYSTEMS COM 457191104 1851 100 X 100
INKTOMI CORPORATION COM 457277101 644 96 X 96
INTEGRATED CIRCUIT SYS INC COM 45811K208 904 40 X 40
INTEL CORP COM 458140100 535436 17025 X 17,025
INTERLAND, INC. COM 458726106 4509190 2137057 X 2137057
INTERNATIONAL PAPER CO COM 460146103 53383 1323 X 1323
INTERNET CAPITAL GROUP COM 46059C106 164741 136150 X 136150
INTERNET CAPITAL GROUP INC COM 46059C106 2456 2030 X 2030
INTERPUBLIC GROUP COS COM 460690100 28742 973 X 973
INTERSIL CORPORATION COM 46069S109 319340 9902 X 9902
INTERSIL CORPORATION COM 46069S109 59018 1830 X 1830
INTL BUSINESS MACHINES INC. COM 459200101 580971 4803 X 4803
INTL FLAVORS & FRAGRANCES COM 459506101 5942 200 X 200
INTUIT INC. COM 461202103 26224 613 X 613
INTUIT INC. COM 461202103 4278 100 X 100
ITT INDUSTRIES INC COM 450911102 10100 200 X 200
J & J SNACK FOODS CORP COM 466032109 149145 6100 X 6100 0 0
J D EDWARDS & CO COM 281667105 14805 900 X 900 0 0
J P MORGAN CHASE & CO COM 46625H100 279735169 7695603 X 7516241 1480 177882
J P MORGAN CHASE & CO COM 46625H100 120508829 3315236 X 3156308 1490 157438
JABIL CIRCUIT INC COM 466313103 10373975 456601 X 440373 0 16228
JABIL CIRCUIT INC COM 466313103 920683 40523 X 40523 0 0
JACK IN THE BOX INC COM 466367109 16174242 587300 X 391800 0 195500
JACOBS ENGR GROUP INC COM 469814107 59400 900 X 900 0 0
JACOBS ENGR GROUP INC COM 469814107 570900 8650 X 2200 0 6450
JAKKS PAC INC COM 47012E106 242560 12800 X 12800 0 0
JDA SOFTWARE GROUP INC COM 46612K108 2235 100 X 100 0 0
JDS UNIPHASE CORP COM 46612J101 19968271 2300492 X 2216952 1000 82540
JDS UNIPHASE CORP COM 46612J101 3239845 373254 X 296964 900 75390
JEFFERIES GROUP INC NEW COM 472319102 744656 17600 X 17600 0 0
JEFFERSON PILOT CORP COM 475070108 1404109 30346 X 23758 0 6588
JEFFERSON PILOT CORP COM 475070108 2596580 56118 X 52068 0 4050
JLG INDUSTRIES INC COM 466210101 315240 29600 X 29600 0 0
JMAR TECHNOLOGIES INC COM 466212107 2990 1000 X 1000 0 0
JO-ANN STORES INC CL A COM 47758P109 92950 13000 X 13000 0 0
JOHN HANCOCK FINL SVCS COM 41014S106 14242222 344848 X 317832 0 27016
JOHN HANCOCK FINL SVCS COM 41014S106 1626642 39386 X 39386 0 0
JOHNSON & JOHNSON COM 478160104 513644542 8691109 X 8206366 0 484743
JOHNSON & JOHNSON COM 478160104 291373402 4930176 X 4110769 3185 816222
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
JOHNSON CONTROLS INC COM 478366107 1761319 21812 X 18797 0 3015
JOHNSON CONTROLS INC COM 478366107 1088672 13482 X 9377 0 4105
JONES APPAREL GROUP INC COM 480074103 28793617 868062 X 837288 0 30774
JONES APPAREL GROUP INC COM 480074103 1938853 58452 X 57365 0 1087
JOURNAL REGISTER CO COM 481138105 9503768 451700 X 265600 0 186100
JOURNAL REGISTER CO COM 481138105 818456 38900 X 22500 0 16400
JUNIPER NETWORKS INC COM 48203R104 204944 10815 X 10700 0 115
JUNIPER NETWORKS INC COM 48203R104 43490 2295 X 1300 0 995
JUPITER MEDIA METRIX INC COM 48206U104 330 200 X 200 0 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 114 23 X 23 0 0
JABIL CIRCUIT INC. COM 466313103 8838 389 X 389
JDS UNIPHASE CORP COM 46612J101 34086 3927 X 3927
JEFFERSON PILOT CORP COM 475070108 17120 370 X 370
JOHN HANCOCK FINANCIAL COM 41014S106 34775 842 X 842
JOHNSON & JOHNSON COM 478160104 490471 8299 X 8299
JOHNSON CONTROLS INC COM 478366107 19380 240 X 240
JP MORGAN CHASE COM 46625H100 3970074 109218 X 109218
JP MORGAN CHASE COM 46625H100 196944 5418 X 5418
JUNIPER NETWORKS, INC COM 48203R104 3278 173 X 173
K MART CORP COM 482584109 291160 53326 X 45664 0 7662
K MART CORP COM 482584109 26208 4800 X 3800 0 1000
K TRON INTL INC COM 482730108 1530862 146494 X 111054 0 35440
K-SWISS COM 482686102 216125 6500 X 6500 0 0
KADANT INC COM 48282T104 120669 8322 X 8322 0 0
KADANT INC COM 48282T104 74037 5106 X 3780 42 1284
KAMAN CORP CL A COM 483548103 6417590 411384 X 299984 0 111400
KAMAN CORP CL A COM 483548103 46488 2980 X 2980 0 0
KANA SOFTWARE INC COM NEW 483600300 28976 1489 X 1489 0 0
KANEB SERVICES LLC CL WI COM 484173109 29325 1500 X 1500 0 0
KANEB SERVICES LLC CL WI COM 484173109 1036 53 X 53 0 0
KANSAS CITY LIFE INS CO COM 484836101 3064460 82600 X 61600 0 21000
KANSAS CITY LIFE INS CO COM 484836101 40068 1080 X 1080 0 0
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 591609 41869 X 41869 0 0
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 232862 16480 X 16480 0 0
KATY INDUSTRIES INC COM 486026107 3420 1000 X 1000 0 0
KATY INDUSTRIES INC COM 486026107 3762 1100 X 1100 0 0
KAYDON CORP COM 486587108 90720 4000 X 4000 0 0
KAYDON CORP COM 486587108 90720 4000 X 0 0 4000
KB HOME COM 48666K109 3656438 91183 X 82891 0 8292
KB HOME COM 48666K109 2727 68 X 68 0 0
KCS ENERGY INC 482434206 6240 2000 X 0 0 2000
KEANE INC COM 486665102 27045 1500 X 1500 0 0
KEANE INC COM 486665102 17309 960 X 960 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 4309500 255000 X 167000 0 88000
KEITHLEY INSTRUMENTS INC COM 487584104 169 10 X 10 0 0
KELLOGG CO COM 487836108 5448100 181000 X 132375 0 48625
KELLOGG CO COM 487836108 6627629 220187 X 215687 0 4500
KELLSTROM INDUSTRIES INC COM 488035106 165 3000 X 3000 0 0
KELLWOOD CO COM 488044108 386561 16100 X 9200 0 6900
KELLY SVCS INC CL A COM 488152208 13681 625 X 625 0 0
KEMET CORP COM 488360108 67450 3800 X 3800 0 0
KENNAMETAL INC COM 489170100 32216 800 X 800 0 0
KENNAMETAL INC COM 489170100 124837 3100 X 0 0 3100
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
KENSEY NASH CORP COM 490057106 3600 200 X 200 0 0
KERR-MCGEE CORP COM 492386107 66600687 1215341 X 1188429 0 26912
KERR-MCGEE CORP COM 492386107 2081688 37987 X 36613 0 1374
KEY ENERGY SERVICES INC COM 492914106 23000 2500 X 1500 0 1000
KEY ENERGY SERVICES INC COM 492914106 209760 22800 X 22800 0 0
KEY PRODTN INC COM 493138101 4601220 270660 X 193260 0 77400
KEY PRODTN INC COM 493138101 231200 13600 X 1100 0 12500
KEY TECHNOLOGY INC COM 493143101 671460 278614 X 180014 0 98600
KEYCORP NEW COM 493267108 3920639 161078 X 136187 0 24891
KEYCORP NEW COM 493267108 2448604 100600 X 100600 0 0
KEYSPAN CORP COM 49337W100 1810705 52257 X 51857 0 400
KEYSPAN CORP COM 49337W100 390644 11274 X 9478 0 1796
KFORCE INC COM 493732101 9695469 1541410 X 982565 0 558845
KFORCE INC COM 493732101 15725 2500 X 2500 0 0
KIMBALL INTL INC CL B COM 494274103 75750 5000 X 3300 0 1700
KIMBERLY CLARK CORP COM 494368103 51670788 864060 X 835032 0 29028
KIMBERLY CLARK CORP COM 494368103 36785013 615134 X 598749 0 16385
KINDER MORGAN INC COM 49455P101 1564054 28085 X 27785 0 300
KINDER MORGAN INC COM 49455P101 169855 3050 X 3050 0 0
KING PHARMACEUTICALS COM 495582108 50319988 1194398 X 1184528 0 9870
KING PHARMACEUTICALS COM 495582108 1629631 38681 X 31003 0 7678
KIRBY CORP COM 497266106 468350 17000 X 16100 0 900
KLA-TENCOR CORP COM 482480100 1801110 36342 X 23582 0 12760
KLA-TENCOR CORP COM 482480100 4956 100 X 100 0 0
KNIGHT RIDDER INC COM 499040103 9383359 144515 X 140260 0 4255
KNIGHT RIDDER INC COM 499040103 2145287 33040 X 32240 0 800
KNIGHT TRADING GROUP INC COM 499063105 8265 750 X 750 0 0
KNIGHT TRADING GROUP INC COM 499063105 1102 100 X 100 0 0
KNIGHT TRANSN INC COM 499064103 4245501 226065 X 224865 0 1200
KOHLS CORP COM 500255104 10532259 149521 X 148671 0 850
KOHLS CORP COM 500255104 216251 3070 X 475 0 2595
KOPIN CORP COM 500600101 6128682 437763 X 432467 0 5296
KOPIN CORP COM 500600101 379400 27100 X 7100 0 20000
KORN/FERRY INTERNATIONAL COM 500643200 27892 2619 X 2469 0 150
KOS PHARMACEUTICALS INC COM 500648100 6920 200 X 200 0 0
KOSAN BIOSCIENCES INC COM 50064W107 14430 1806 X 1806 0 0
KPMG CONSULTING INC COM 48265R109 59652 3600 X 0 0 3600
KRAFT FOODS INC COM 50075N104 42602429 1251908 X 1231058 0 20850
KRAFT FOODS INC COM 50075N104 2611122 76730 X 73830 100 2800
KRAMONT RLTY TR COM 50075Q107 114668 7854 X 7854 0 0
KRAMONT RLTY TR COM 50075Q107 29200 2000 X 2000 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 256139 5795 X 5595 0 200
KRISPY KREME DOUGHNUTS INC COM 501014104 26520 600 X 600 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
KROGER CO COM 501044101 26072599 1249286 X 1196814 0 52472
KROGER CO COM 501044101 1295881 62093 X 61253 0 840
KROLL INC COM 501049100 4194252 277765 X 276489 0 1276
KRONOS INC COM 501052104 751196 15527 X 15527 0 0
KULICKE & SOFFA INDS INC COM 501242101 591675 34500 X 34500 0 0
KULICKE & SOFFA INDS INC COM 501242101 329280 19200 X 0 0 19200
K2 INC COM 482732104 91928 12750 X 12750 0 0
K MART CORP COM 482584109 7245 1327 X 1327
KADANT INC COM 48282T104 421 29 X 29
KB HOME COM 48666K109 4812 120 X 120
KELLOGG CO COM 487836108 26729 888 X 888
KERR-MCGEE CORP COM 492386107 13371 244 X 244
KEYCORP NEW COM 493267108 26677 1096 X 1096
KEYSPAN ENERGY COM 49337W100 12613 364 X 364
KIMBERLY-CLARK CORP COM 494368103 86471 1446 X 1446
KINDER MORGAN, COM 49455P101 14090 253 X 253
KING PHARMACEUTICALS, INC COM 495582108 25489 605 X 605
KLA-TENCOR CP COM 482480100 28249 570 X 570
KLA-TENCOR CP COM 482480100 4953 100 X 100
KNIGHT RIDDER INC COM 499040103 8701 134 X 134
KNIGHT TRADING GROUP INC COM 499063105 1517763 137728 X 137728
KNIGHT TRADING GROUP INC COM 499063105 276 25 X 25
KOHLS CORP COM 500255104 60156 854 X 854
KPMG CONSULTING INC COM 48265R109 4968 300 X 300
KROGER CO COM 501044101 45392 2175 X 2175
L-3 COMM HLDGS INC COM 502424104 11250 125 X 125 0 0
LA-Z-BOY INC COM 505336107 927372 42501 X 30801 0 11700
LABONE INC NEW COM 50540L105 1064140 69100 X 45900 0 23200
LABOR READY INC COM 505401208 146146 28600 X 28600 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 17787 220 X 220 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 29429 364 X 364 0 0
LABRANCHE & CO INC COM 505447102 229159 6650 X 6650 0 0
LACLEDE GROUP INC COM 505597104 364714 15260 X 15260 0 0
LACLEDE GROUP INC COM 505597104 85371 3572 X 3572 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 3778 4343 X 4343 0 0
LADISH COMPANY INC COM 505754200 4970784 455200 X 331300 0 123900
LAFARGE NORTH AMERICA COM 505862102 31935 850 X 850 0 0
LAFARGE NORTH AMERICA COM 505862102 15028 400 X 0 0 400
LAKELAND BANCORP INC COM 511637100 76431 4689 X 2227 0 2462
LAKELAND FINL CORP COM 511656100 7048 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 60372 2600 X 2600 0 0
LANCASTER COLONY CORP COM 513847103 65090 1833 X 1833 0 0
LANCE INC COM 514606102 5687 398 X 398 0 0
LANDAMERICA FINL GROUP INC COM 514936103 367360 12800 X 12800 0 0
LANDMARK SYSTEMS CORP COM 51506S100 2256199 509300 X 293100 0 216200
LANDRY'S RESTAURANTS INC COM 51508L103 285345 15300 X 15300 0 0
LANDS END INC COM 515086106 30096 600 X 100 0 500
LANDSTAR SYS INC COM 515098101 442311 6100 X 3200 0 2900
LASER TECHNOLOGY INC COM 518074208 95 100 X 100 0 0
LASERSIGHT INC COM 517924106 2480 4000 X 0 0 4000
LATTICE SEMICONDUCTOR CORP 518415104 10285 500 X 500 0 0
LAWSON PRODUCTS INC COM 520776105 201292 7742 X 7742 0 0
LAYNE CHRISTENSEN CO COM 521050104 5092800 636600 X 433100 0 203500
LAZARE KAPLAN INTERNATIONAL COM 521078105 256204 37900 X 37900 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 139932 20700 X 10500 0 10200
LCA-VISION INC COM 501803209 265088 301236 X 299636 0 1600
LCA-VISION INC COM 501803209 10560 12000 X 12000 0 0
LEAP WIRELESS INTL INC COM 521863100 1072091 51125 X 51125 0 0
LEAP WIRELESS INTL INC COM 521863100 9541 455 X 455 0 0
LEAR CORP COM 521865105 113467 2975 X 2975 0 0
LEARN2 CORP COM 52201Y103 6049 50406 X 50406 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
LECROY CORP COM 52324W109 6765486 371730 X 332330 0 39400
LEGG MASON INC COM 524901105 27489 550 X 550 0 0
LEGG MASON INC COM 524901105 39984 800 X 0 0 800
LEGGETT & PLATT INC COM 524660107 1461719 63553 X 63040 0 513
LEGGETT & PLATT INC COM 524660107 108905 4735 X 4585 0 150
LEHMAN BROS HLDGS INC COM 524908100 3447949 51616 X 49215 0 2401
LEHMAN BROS HLDGS INC COM 524908100 858981 12859 X 12784 0 75
LENNAR CORP COM 526057104 950446 20300 X 20300 0 0
LENNAR CORP COM 526057104 594614 12700 X 6000 0 6700
LENNOX INTL INC COM 526107107 384120 39600 X 39600 0 0
LESCO INC OHIO COM 526872106 6880 800 X 800 0 0
LEUCADIA NATL CORP COM 527288104 35048 1214 X 1214 0 0
LEUCADIA NATL CORP COM 527288104 288700 10000 X 0 0 10000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 10500 2100 X 2100 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 4000 800 X 800 0 0
LEXMARK INTERNATIONAL INC CL A COM 529771107 5527474 93686 X 92450 0 1236
LEXMARK INTERNATIONAL INC CL A COM 529771107 43070 730 X 730 0 0
LIBBEY INC COM 529898108 396698 12150 X 12150 0 0
LIBERATE TECHNOLOGIES COM 530129105 6215616 541430 X 531230 0 10200
LIBERATE TECHNOLOGIES COM 530129105 24108 2100 X 600 0 1500
LIBERTY DIGITAL INC CL A COM 530436104 173 50 X 50 0 0
LIBERTY MEDIA CORP COM CL A 530718105 46034310 3288165 X 3213840 0 74325
LIBERTY MEDIA CORP COM CL A 530718105 2945460 210390 X 174990 0 35400
LIFECORE BIOMEDICAL INC COM 532187101 8022248 720130 X 612130 0 108000
LIFEPOINT HOSPS INC COM 53219L109 8906804 261657 X 260157 0 1500
LIFEPOINT HOSPS INC COM 53219L109 8953 263 X 263 0 0
LIFETIME HOAN CORP COM 531926103 6000 1000 X 1000 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 9040 505 X 500 0 5
LIGHTBRIDGE INC COM 532226107 1787265 147100 X 146100 0 1000
LIGHTPATH TECHNOLOGIES INC CL A COM 532257102 21300 6000 X 0 0 6000
LIGHTPATH TECHNOLOGIES INC CL A COM 532257102 28755 8100 X 6100 0 2000
LILLY ELI & CO COM 532457108 149619093 1905005 X 1806573 0 98432
LILLY ELI & CO COM 532457108 60795301 774068 X 711661 900 61507
LIMITED INC COM 532716107 957006 65014 X 54864 0 10150
LINCARE HLDGS INC 532791100 61598 2150 X 1400 0 750
LINCARE HLDGS INC 532791100 71625 2500 X 2500 0 0
LINCOLN NATIONAL CORP COM 534187109 29164099 600455 X 582250 0 18205
LINCOLN NATIONAL CORP COM 534187109 1964559 40448 X 28208 0 12240
LINDSAY MFG CO COM 535555106 186728 9650 X 1350 0 8300
LINDSAY MFG CO COM 535555106 111011 5737 X 5737 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1337706 34265 X 33465 0 800
LINEAR TECHNOLOGY CORP COM 535678106 2009974 51485 X 47485 0 4000
LINENS N THINGS INC COM 535679104 744626 29201 X 29201 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
LIONBRIDGE TECHNOLOGIES INC COM 536252109 21881 12500 X 12500 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 88 50 X 50 0 0
LIPID SCIENCES INC COM 53630P101 186 24 X 24 0 0
LITTELFUSE INC COM 537008104 57702 2199 X 2199 0 0
LIZ CLAIBORNE INC COM 539320101 253874 5103 X 2956 0 2147
LIZ CLAIBORNE INC COM 539320101 249994 5025 X 2150 0 2875
LNR PROPERTY CORP COM 501940100 2293289 73550 X 73550 0 0
LOCKHEED MARTIN CORP COM 539830109 2939277 62980 X 61249 0 1731
LOCKHEED MARTIN CORP COM 539830109 1968354 42176 X 37842 0 4334
LOEWS CORP COM 540424108 1284262 23190 X 22478 0 712
LOEWS CORP COM 540424108 1004593 18140 X 18140 0 0
LOJACK CORP COM 539451104 1635 300 X 300 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 253593 17100 X 17100 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 309760 17600 X 17600 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 18832 1070 X 1070 0 0
LONG ISLAND FIN CORP COM 542669106 560000 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 14028 600 X 600 0 0
LONGS DRUG STORES CORP COM 543162101 60788 2600 X 2600 0 0
LONGVIEW FIBRE CO COM 543213102 6803151 576050 X 417850 0 158200
LONGVIEW FIBRE CO COM 543213102 236200 20000 X 20000 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 95979 32100 X 32100 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 36927 12350 X 11150 0 1200
LOUDCLOUD INC COM 545735102 21200 5000 X 5000 0 0
LOUISIANA PAC CORP COM 546347105 119502 14159 X 9395 0 4764
LOUISIANA PAC CORP COM 546347105 77277 9156 X 9156 0 0
LOWES COS INC COM 548661107 71889136 1549001 X 1480865 0 68136
LOWES COS INC COM 548661107 5297702 114150 X 96450 0 17700
LSI INDS INC OHIO COM 50216C108 19464806 1118667 X 754167 0 364500
LSI LOGIC CORP COM 502161102 604011 38277 X 37347 0 930
LSI LOGIC CORP COM 502161102 61542 3900 X 3200 0 700
LTX CORP COM 502392103 3404425 162580 X 161780 0 800
LTX CORP COM 502392103 2094 100 X 100 0 0
LUBRIZOL CORP COM 549271104 466697 13300 X 13300 0 0
LUBRIZOL CORP COM 549271104 638638 18200 X 15500 0 2700
LUBY'S INC COM 549282101 90218 15800 X 15800 0 0
LUBY'S INC COM 549282101 17130 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 8266526 1312147 X 1188844 1296 122007
LUCENT TECHNOLOGIES INC COM 549463107 4141633 657402 X 617495 200 39707
LUMINEX CORP COM 55027E102 2713600 160000 X 159200 0 800
LUMINEX CORP COM 55027E102 21539 1270 X 1270 0 0
LYDALL INC COM 550819106 4906320 490632 X 345432 0 145200
LYDALL INC COM 550819106 19080 1908 X 1908 0 0
LYONDELL CHEMICAL COMPANY 552078107 717 50 X 50 0 0
LYONDELL CHEMICAL COMPANY 552078107 717 50 X 50 0 0
LAM RESEARCH INC COM 512807108 2321 100 X 100
LEGGETT & PLATT INC COM 524660107 11293 491 X 491
LEHMAN BROTHERS HLDGS INC COM 524908100 41015 614 X 614
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1000 200 X 200
LEXMARK INTL GROUP COM 529771107 15281 259 X 259
LILLY ELI & CO COM 532457108 237191 3020 X 3020
LIMITED INC COM 532716107 13204 897 X 897
LINCOLN NATIONAL CORP COM 534187109 23654 487 X 487
LINEAR TECHNOLOGY CORP COM 535678106 148079 3793 X 3793
LINEAR TECHNOLOGY CORP COM 535678106 38884 996 X 996
LIZ CLAIBORNE INCORPORATED COM 539320101 6169 124 X 124
LOCKHEED MARTIN CORP COM 539830109 56051 1201 X 1201
LOEWS CORP COM 540424108 27192 491 X 491
LOUISIANA-PACIFIC CORP COM 546347105 2093 248 X 248
LOWES COMPANIES INC COM 548661107 95419 2056 X 2056
LSI LOGIC CORP COM 502161102 20294658 1286100 X 1286100
LSI LOGIC CORP COM 502161102 15259 967 X 967
LUCENT TECHNOLOGIES INC COM 549463107 58969 9375 X 9375
-------- ------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
M & F WORLDWIDE CORP COM 552541104 1905 443 X 443 0 0
M & T BK CORP COM 55261F104 283605 3893 X 3893 0 0
M & T BK CORP COM 55261F104 3917654 53777 X 53777 0 0
M D C HLDGS INC COM 552676108 712077 18843 X 18843 0 0
MAC GRAY CORP COM 554153106 69449 24715 X 24715 0 0
MACDERMID INC COM 554273102 17951440 1059082 X 865782 0 193300
MACDERMID INC COM 554273102 14336819 845830 X 777841 0 67989
MACROCHEM CORP DEL COM 555903103 78385 25700 X 25700 0 0
MACROCHEM CORP DEL COM 555903103 30500 10000 X 10000 0 0
MACROMEDIA INC COM 556100105 2143245 120407 X 120407 0 0
MACROVISION CORP COM 555904101 9862 280 X 280 0 0
MADISON GAS & ELEC CO COM 557497104 1935928 73192 X 3592 0 69600
MADISON GAS & ELEC CO COM 557497104 50255 1900 X 1900 0 0
MAF BANCORP INC COM 55261R108 472000 16000 X 16000 0 0
MAGELLAN HEALTH SVCS INC COM 559079108 20955 3300 X 3300 0 0
MAGNETEK INC COM 559424106 145061 16100 X 16100 0 0
MAGNUM HUNTER RESOURCES INC 55972F203 332 40 X 40 0 0
MAINE PUB SVC CO COM 560483109 38428 1300 X 1300 0 0
MALAN RLTY INVS INC COM 561063108 13400 2000 X 2000 0 0
MALAN RLTY INVS INC COM 561063108 26800 4000 X 4000 0 0
MALLON RESOURCES CORP COM 561240201 72 24 X 0 0 24
MANDALAY RESORT GROUP 562567107 6420 300 X 300 0 0
MANHATTAN ASSOCS INC COM 562750109 7138544 244890 X 243690 0 1200
MANITOWOC INC COM 563571108 727740 23400 X 23400 0 0
MANITOWOC INC COM 563571108 435400 14000 X 0 0 14000
MANOR CARE INC COM 564055101 1428267 60239 X 56615 0 3624
MANPOWER INC WIS COM 56418H100 107029 3175 X 3175 0 0
MANPOWER INC WIS COM 56418H100 58993 1750 X 1750 0 0
MAPICS INC COM 564910107 4928 800 X 800 0 0
MAPINFO CORP COM 565105103 5030763 320635 X 219835 0 100800
MAPINFO CORP COM 565105103 26281 1675 X 1675 0 0
MARCUS CORP COM 566330106 292905 20700 X 20700 0 0
MARINE PETROLEM TR COM 568423107 30051 900 X 900 0 0
MARKEL CORPORATION (HOLDING COMPANY) 570535104 162044 902 X 902 0 0
MARKETWATCH INC COM 570619106 543 165 X 165 0 0
MARRIOTT INTERNATIONAL INC COM CL A 571903202 2090264 51421 X 46841 0 4580
MARRIOTT INTERNATIONAL INC COM CL A 571903202 195933 4820 X 4820 0 0
MARSH & MCLENNAN COS INC COM 571748102 63480923 590795 X 555355 0 35440
MARSH & MCLENNAN COS INC COM 571748102 32998755 307108 X 284046 50 23012
MARSHALL & ILSLEY CORP 571834100 355950 5625 X 5625 0 0
MARTEK BIOSCIENCES CORP COM 572901106 3271853 150430 X 149530 0 900
MARTHA STEWART LIVING CL A COM 573083102 30433 1850 X 1850 0 0
MARTHA STEWART LIVING CL A COM 573083102 4935 300 X 300 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
MARTIN MARIETTA MATLS INC COM 573284106 102287 2195 X 2195 0 0
MASCO CORP COM 574599106 8681649 354353 X 335193 0 19160
MASCO CORP COM 574599106 4399000 179551 X 164978 0 14573
MASSEY ENERGY CORP COM 576206106 4016230 193740 X 193040 0 700
MASSEY ENERGY CORP COM 576206106 105992 5113 X 5113 0 0
MATERIAL SCIENCES CORP COM 576674105 107525 10625 X 10625 0 0
MATRIX BANCORP INC COM 576819106 6637806 632172 X 420072 0 212100
MATRIXONE INC COM 57685P304 227325 17500 X 17394 0 106
MATTEL INC COM 577081102 1862210 108268 X 99428 0 8840
MATTEL INC COM 577081102 203132 11810 X 11010 0 800
MATTSON TECHNOLOGY INC COM 577223100 2643 300 X 300 0 0
MAXIM INTEGRATED PRODS INC 57772K101 41506635 790452 X 781252 0 9200
MAXIM INTEGRATED PRODS INC 57772K101 555031 10570 X 6000 0 4570
MAXIM PHARMACEUTICALS INC COM 57772M107 6900 1000 X 1000 0 0
MAXIMUS INC COM 577933104 4846994 115240 X 114640 0 600
MAXIMUS INC COM 577933104 121974 2900 X 0 0 2900
MAXTOR CORP NEW COM 577729205 21562 3401 X 3211 0 190
MAXWELL SHOE INC COM 577766108 70500 5000 X 5000 0 0
MAXYGEN COM 577776107 122990 7000 X 7000 0 0
MAXYGEN COM 577776107 292839 16667 X 16667 0 0
MAY DEPT STORES CO COM 577778103 5315431 143738 X 122479 0 21259
MAY DEPT STORES CO COM 577778103 6114236 165339 X 151982 0 13357
MAYTAG CORP COM 578592107 575017 18531 X 14046 0 4485
MAYTAG CORP COM 578592107 436127 14055 X 14055 0 0
MBIA INC COM 55262C100 19766195 368566 X 343750 0 24816
MBIA INC COM 55262C100 2177217 40597 X 39172 0 1425
MBNA CORP COM 55262L100 20695206 587932 X 542509 0 45423
MBNA CORP COM 55262L100 1999325 56799 X 56424 0 375
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 940000 20000 X 20000 0 0
MCCORMICK & CO INC COM 579780206 377730 9000 X 9000 0 0
MCCORMICK & CO INC COM 579780206 184668 4400 X 3600 0 800
MCDATA CORP CL A COM 580031201 17873020 729511 X 727297 0 2214
MCDATA CORP CL A COM 580031201 761705 31090 X 29437 31 1622
MCDATA CORP COM 580031102 491729 19583 X 19383 0 200
MCDATA CORP COM 580031102 369117 14700 X 2700 0 12000
MCDERMOTT INTERNATIONAL INC COM 580037109 71841 5855 X 5700 0 155
MCDONALDS CORP COM 580135101 168297663 6358053 X 6084960 0 273093
MCDONALDS CORP COM 580135101 68685812 2594855 X 2502301 2550 90004
MCGRAW HILL COMPANIES INC COM 580645109 14772588 242253 X 219738 0 22515
MCGRAW HILL COMPANIES INC COM 580645109 8448596 138547 X 131347 0 7200
MCKESSON CORP COM 58155Q103 13680247 365782 X 356609 0 9173
MCKESSON CORP COM 58155Q103 1107900 29623 X 29287 0 336
MCLEODUSA INC COM 582266102 9102 24600 X 1200 0 23400
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
MCMORAN EXPLORATION CO COM 582411104 382 66 X 66 0 0
MCMORAN EXPLORATION CO COM 582411104 730 126 X 126 0 0
MDU RES GROUP INC COM 552690109 55174 1960 X 1960 0 0
MDU RES GROUP INC COM 552690109 135402 4810 X 4810 0 0
MEAD CORP COM 582834107 633616 20512 X 16041 0 4471
MEAD CORP COM 582834107 471011 15248 X 14748 0 500
MEADE INSTRS CORP COM 583062104 41886 11700 X 11700 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 4384 1600 X 1600 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 59272 21632 X 21632 0 0
MED-DESIGN CORP COM 583926100 4019194 204020 X 202820 0 1200
MEDAREX INC COM 583916101 1801388 100300 X 99700 0 600
MEDAREX INC COM 583916101 87106 4850 X 4850 0 0
MEDFORD BANCORP INC COM 584131106 42320 2000 X 2000 0 0
MEDFORD BANCORP INC COM 584131106 1180728 55800 X 7400 0 48400
MEDI-HUT CO INC COM 58438C103 15240 1200 X 1200 0 0
MEDI-HUT CO INC COM 58438C103 25400 2000 X 2000 0 0
MEDIABAY INC COM 58446J108 62 100 X 100 0 0
MEDICALOGIC/MEDSCAPE INC COM 584642102 28 100 X 100 0 0
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1408062 21800 X 21800 0 0
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 332639 5150 X 0 0 5150
MEDIMMUNE INC COM 584699102 1512169 32625 X 30950 0 1675
MEDIMMUNE INC COM 584699102 398610 8600 X 8600 0 0
MEDIS TECHNOLOGIES LTD COM 58500P107 1470 200 X 200 0 0
MEDIX RESOURCE INC COM 585011109 1588 2269 X 2269 0 0
MEDTRONIC INC COM 585055106 151377682 2956018 X 2841723 0 114295
MEDTRONIC INC COM 585055106 26234678 512296 X 452723 200 59373
MELLON FINL CORP COM 58551A108 60613457 1611203 X 1576469 0 34734
MELLON FINL CORP COM 58551A108 4919831 130777 X 119102 0 11675
MEMBERWORKS INC COM 586002107 8908959 635900 X 635900 0 0
MEMC ELECTRONIC MATERIALS INC COM 552715104 355 100 X 100 0 0
MENS WEARHOUSE INC COM 587118100 598850 29000 X 29000 0 0
MENTOR CORP MINN 587188103 479808 16800 X 16800 0 0
MENTOR GRAPHICS CORP COM 587200106 120207 5100 X 0 0 5100
MERCANTILE BANKSHARES CORP COM 587405101 200050 4648 X 4648 0 0
MERCANTILE BANKSHARES CORP COM 587405101 466166 10831 X 9631 0 1200
MERCATOR SOFTWARE INC COM 587587106 4586714 548650 X 545876 0 2774
MERCHANTS GROUP INC COM 588539106 2295 100 X 100 0 0
MERCK & CO INC COM 589331107 658654256 11201603 X 10847246 0 354357
MERCK & CO INC COM 589331107 350940391 5968374 X 5481031 196990 290353
MERCURY COMPUTER SYS INC COM 589378108 602294 15400 X 15400 0 0
MERCURY GEN CORP COM NEW 589400100 6549 150 X 150 0 0
MERCURY GEN CORP COM NEW 589400100 69812 1599 X 1599 0 0
MERCURY INTERACTIVE CORP COM 589405109 277141 8156 X 7956 0 200
MERCURY INTERACTIVE CORP COM 589405109 217472 6400 X 200 0 6200
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
MEREDITH CORP COM 589433101 9282262 260372 X 233831 0 26541
MEREDITH CORP COM 589433101 494644 13875 X 13875 0 0
MERIDIAN MEDICAL TECH COM 589658103 131500 5000 X 5000 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 14768 1040 X 0 0 1040
MERIT MEDICAL SYSTEMS INC COM 589889104 934000 50000 X 16400 0 33600
MERITAGE CORP COM 59001A102 15390 300 X 300 0 0
MERRILL LYNCH & COMPANY COM 590188108 34049214 653285 X 607032 0 46253
MERRILL LYNCH & COMPANY COM 590188108 4525684 86832 X 67422 800 18610
MERRIMAC INDUSTRIES INC COM 590262101 11590 1000 X 1000 0 0
MERRY LD PPTYS INC COM 590441101 659 85 X 85 0 0
MESA AIR GROUP INC COM 590479101 2422192 322100 X 221300 0 100800
MESABI TRUST CTF BEN INT 590672101 11273 3696 X 3696 0 0
MESTEK INC 590829107 1017068 43005 X 43005 0 0
MESTEK INC 590829107 8554181 361699 X 361699 0 0
MET PRO CORP COM 590876306 23187 1770 X 1770 0 0
MET PRO CORP COM 590876306 26200 2000 X 2000 0 0
META GROUP INC COM 591002100 708881 323690 X 322000 0 1690
METASOLV INC COM 59139P104 33552 4269 X 4269 0 0
METHODE ELECTRONICS INC CL A 591520200 212000 26500 X 26500 0 0
METLIFE INC COM 59156R108 2796489 88273 X 86279 0 1994
METLIFE INC COM 59156R108 78313 2472 X 2270 0 202
METRIS COMPANIES INC COM 591598107 260237 10122 X 10122 0 0
METRIS COMPANIES INC COM 591598107 219898 8553 X 0 0 8553
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 930188 30750 X 30750 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 119488 3950 X 2350 0 1600
METRO-GOLDWYN-MAYER INC COM 591610100 1002363 45770 X 45770 0 0
METROMEDIA FIBER NETWORK CL A COM 591689104 75896 172490 X 172490 0 0
METROMEDIA INTL GROUP INC COM 591695101 2916 3600 X 3600 0 0
MFRI INC COM 552721102 25620 8400 X 8400 0 0
MGI PHARMA INC COM 552880106 229200 15000 X 15000 0 0
MGI PHARMA INC COM 552880106 168080 11000 X 11000 0 0
MGIC INVT CORP WI COM 552848103 1333337 21603 X 21318 0 285
MGIC INVT CORP WI COM 552848103 217254 3520 X 3520 0 0
MGM MIRAGE COM 552953101 490790 17000 X 17000 0 0
MICHAELS STORES INC COM 594087108 1484727 45060 X 45060 0 0
MICROFINANCIAL INC COM 595072109 15375 1500 X 1500 0 0
MICROMUSE INC COM 595094103 3005850 200390 X 199190 0 1200
MICRON TECHNOLOGY INC COM 595112103 1792978 57838 X 38606 0 19232
MICRON TECHNOLOGY INC COM 595112103 26350 850 X 0 0 850
MICROS SYS INC COM 594901100 311240 12400 X 12400 0 0
MICROSEMI CORP COM 595137100 585090 19700 X 19700 0 0
MICROSOFT CORP COM 594918104 448403916 6768361 X 6387952 300 380109
MICROSOFT CORP COM 594918104 113025018 1706038 X 1503220 3435 199383
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
MICROTUNE INC COM 59514P109 2123130 90500 X 90400 0 100
MICROTUNE INC COM 59514P109 23366 996 X 996 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 762720 33600 X 33600 0 0
MIDAS INC COM 595626102 123326 10724 X 10724 0 0
MIDAS INC COM 595626102 6900 600 X 500 0 100
MIDDLESEX WTR CO COM 596680108 16960 500 X 500 0 0
MIDDLESEX WTR CO COM 596680108 162816 4800 X 4800 0 0
MIDLAND CO COM 597486109 3644160 83200 X 83200 0 0
MIDWAY GAMES INC COM 598148104 472785 31498 X 31498 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 4593642 314633 X 208383 0 106250
MIIX GROUP INC COM 59862V104 36332 2978 X 2978 0 0
MILACRON INC COM 598709103 402096 25433 X 25433 0 0
MILACRON INC COM 598709103 37944 2400 X 2400 0 0
MILLBROOK PRESS INC COM 600179105 12100 5000 X 5000 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 3034142 123792 X 103792 0 20000
MILLENNIUM PHARMACEUTICALS INC COM 599902103 1478345 60316 X 9948 0 50368
MILLER HERMAN INC COM 600544100 147875 6250 X 6250 0 0
MILLER INDUSTRIES INC COM 600551204 3170 1000 X 1000 0 0
MILLIPORE CORP COM 601073109 5336016 87908 X 85044 0 2864
MILLIPORE CORP COM 601073109 6131368 101011 X 100736 0 275
MILLS CORP COM 601148109 1960 74 X 74 0 0
MILLS CORP COM 601148109 26480 1000 X 1000 0 0
MINNESOTA MNG & MFG CO COM 604059105 264287535 2235746 X 2184331 0 51415
MINNESOTA MNG & MFG CO COM 604059105 118177374 999724 X 967193 100 32431
MIPS TECHNOLOGIES INC CL B COM 604567206 822 103 X 103 0 0
MIRANT CORP COM 604675108 1915175 119549 X 86921 0 32628
MIRANT CORP COM 604675108 390231 24359 X 22143 59 2157
MISONIX INC COM 604871103 14250 1500 X 1500 0 0
MISSION RES CORP COM 605109107 97930 27980 X 17980 0 10000
MISSISSIPPI CHEMICAL CORP COM 605288208 52072 18400 X 18400 0 0
MITCHELL ENERGY & DEV CORP CL A COM 606592202 173225 3250 X 3250 0 0
MITCHELL ENERGY & DEV CORP CL A COM 606592202 159900 3000 X 3000 0 0
MKS INSTRS INC COM 55306N104 621690 23000 X 23000 0 0
MOBILE MINI INC COM 60740F105 2446956 62550 X 62350 0 200
MOBILE MINI INC COM 60740F105 70416 1800 X 0 0 1800
MOCON INC COM 607494101 16296 1687 X 1687 0 0
MOCON INC COM 607494101 110481 11437 X 11437 0 0
MODEM MEDIA INC CLASS A COM 607533106 1005 300 X 300 0 0
MOHAWK INDS INC COM 608190104 241472 4400 X 0 0 4400
MOLDFLOW CORP COM 608507109 2945939 205722 X 204575 0 1147
MOLECULAR DEVICES CORP COM 60851C107 16466 789 X 789 0 0
MOLEX INC CL A NON-VTG COM 608554200 48266830 1784356 X 1703841 0 80515
MOLEX INC CL A NON-VTG COM 608554200 6788143 250948 X 242330 0 8618
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
MOLEX INC COM 608554101 8863647 286386 X 284311 0 2075
MOLEX INC COM 608554101 5058375 163437 X 139763 0 23674
MOMENTUM BUSINESS APPLICATIONS INC 60877P108 955 48 X 48 0 0
MOMENTUM BUSINESS APPLICATIONS INC 60877P108 80 4 X 4 0 0
MONACO COACH CORP COM 60886R103 714602 32675 X 32675 0 0
MONTANA POWER CO COM 612085100 96600 16800 X 16800 0 0
MONTANA POWER CO COM 612085100 113471 19734 X 17334 0 2400
MONTEREY PASTA CO COM 612570101 8206 1100 X 1100 0 0
MONY GROUP INC COM 615337102 467248 13516 X 13516 0 0
MONY GROUP INC COM 615337102 117815 3408 X 3374 34 0
MOODYS CORP COM 615369105 4177208 104797 X 104242 0 555
MOODYS CORP COM 615369105 2386259 59866 X 51686 0 8180
MOOG CORP CL A COM 615394202 98100 4500 X 4500 0 0
MORGAN STANLEY DEAN WITTER & CO COM 617446448 30520808 545599 X 510559 0 35040
MORGAN STANLEY DEAN WITTER & CO COM 617446448 6519639 116547 X 104636 0 11911
MOTOROLA INC COM 620076109 43379562 2888120 X 2746911 3000 138209
MOTOROLA INC COM 620076109 15554847 1035609 X 995325 2400 37884
MPW INDL SVCS GROUP INC COM 553444100 1029846 447759 X 322759 0 125000
MPW INDL SVCS GROUP INC COM 553444100 9200 4000 X 4000 0 0
MRO SOFTWARE INC COM 55347W105 3903034 166939 X 166039 0 900
MRV COMMUNICATIONS INC COM 553477100 848 200 X 200 0 0
MSC INDL DIRECT INC CL A COM 553530106 2547750 129000 X 2000 0 127000
MSC SOFTWARE CORP COM 553531104 12278105 787058 X 550858 0 236200
MTI TECHNOLOGY CORP COM 553903105 270 150 X 150 0 0
MUELLER INDS INC COM 624756102 781375 23500 X 18700 0 4800
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 64707 2579 X 2579 0 0
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 3312 132 X 132 0 0
MURPHY OIL CORP COM 626717102 1340438 15950 X 15950 0 0
MURPHY OIL CORP COM 626717102 717954 8543 X 7943 0 600
MUTUAL RISK MGMT LTD COM 628351108 303060 41515 X 40515 0 1000
MYERS INDS INC COM 628464109 228774 16760 X 2715 0 14045
MYLAN LABORATORIES COM 628530107 697500 18600 X 15400 0 3200
MYLAN LABORATORIES COM 628530107 103125 2750 X 2750 0 0
MYRIAD GENETICS COM 62855J104 52640 1000 X 1000 0 0
MYRIAD GENETICS COM 62855J104 21056 400 X 0 400 0
MACROMEDIA INC COM 556100105 1229 69 X 69
MACROVISION CORPORATION COM 555904101 3521 100 X 100
MANOR CARE INC COM 564055101 5880 248 X 248
MANUGISTICS GROUP INC COM 565011103 1685 80 X 80
MARRIOTT INTL INC CL A NEW COM 571903202 24918 613 X 613
MARSH & MCLENNAN COMPANIES INC COM 571748102 67371 627 X 627
MASCO CORP COM 574599106 29719 1213 X 1213
MATTEL INC COM 577081102 18903 1099 X 1099
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 57551 1096 X 1096
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 27773 529 X 529
MAXYGEN COM 577776107 3004 171 X 171
MAY DEPARTMENT STORES CO COM 577778103 27291 738 X 738
MAYTAG CORP COM 578592107 4189 135 X 135
MBIA INC COM 55262C100 14426 269 X 269
MBNA CORPORATION COM 55262L100 80749 2294 X 2294
MCDERMOTT INTERNATIONAL INC COM 580037109 1227 100 X 100
MCDONALDS CORP COM 580135101 92592 3498 X 3498
MCGRAW-HILL INC COM 580645109 29880 490 X 490
MCK COMMUNICATIONS, INC. COM 581243102 1311 10345 X 10345
MCKESSON CORPORATION COM 58155Q103 27377 732 X 732
MCLEOD INC COM 582266102 148 400 X 400
MEAD CORP COM 582834107 7599 246 X 246
MEDAREX INC COM 583916101 1795 100 X 100
MEDICINES COMPANY COM 584688105 4319 372 X 372
MEDIMMUNE INC COM 584699102 23129 499 X 499
MEDTRONIC INC COM 585055106 166893 3259 X 3259
MELLON FINANCIAL CORP COM 58551A108 49696 1321 X 1321
MERCK & CO INC COM 589331107 368088 6260 X 6260
MERCURY INTERACTIVE CORP COM 589405109 7136 210 X 210
MEREDITH CORP COM 589433101 4385 123 X 123
MERRILL LYNCH & CO INC COM 590188108 119251 2288 X 2288
METLIFE INC COM 59156R108 64849 2047 X 2047
METROMEDIA FIBER NETWORK COM 591689104 187 425 X 425
MGIC INVESTMENT CORP COM 552848103 15430 250 X 250
MICREL INCORPORATED COM 594793101 17627 672 X 672
MICRO LINEAR CORPORATION COM 594850109 17856 6400 X 6400
MICROCHIP TECHNOLOGY INC COM 595017104 3874 100 X 100
MICRON TECHNOLOGY INC COM 595112103 1863100 60100 X 60100
MICRON TECHNOLOGY INC COM 595112103 48856 1576 X 1576
MICROSOFT CORPORATION COM 594918104 899278 13574 X 13574
MILLENNIUM PHARMACEUTICALS COM 599902103 23500 958 X 958
MILLENNIUM PHARMACEUTICALS COM 599902103 2451 100 X 100
MILLIPORE CORP COM 601073109 145680 2400 X 2400
MILLIPORE CORP COM 601073109 7405 122 X 122
MINNESOTA MINING & MFG CO COM 604059105 128021 1083 X 1083
MIRANT CORP COM 604675108 13729 857 X 857
MOLEX INC COM 608554101 12071 390 X 390
MOODY'S CORPORATION COM 615369105 14868 373 X 373
MORGAN STANLEY,DEAN WITTER,
& CO COM 617446448 168603 3014 X 3014
MOTOROLA INC COM 620076109 90360 6016 X 6016
MYRIAD GENETICS COM 62855J104 10520 200 X 200
NABORS INDS INC COM 629568106 296133 86488 X 86088 0 400
NABORS INDS INC COM 629568106 163411 4760 X 4760 0 0
NACCO INDS INC CL A 629579103 272592 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 5486488 330910 X 329310 0 1600
NANOPHASE TECHNOLOGIES CORP COM 630079101 5890 1000 X 0 0 1000
NAPRO BIOTHERAPEUTICS COM 630795102 5700 500 X 500 0 0
NASH FINCH CO COM 631158102 446565 14359 X 14359 0 0
NASHUA CORP COM 631226107 2786507 474703 X 288003 0 186700
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
NASTECH PHARMACEUTICAL INC COM 631728409 1163 75 X 75 0 0
NATHANS FAMOUS INC NEW COM 632347100 1755 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 16192556 553781 X 536628 0 17153
NATIONAL CITY CORPORATION COM 635405103 9717271 332328 X 327428 0 4900
NATIONAL EQUIPMENT SERVICES COM 635847106 400 200 X 200 0 0
NATIONAL FUEL GAS CO N J COM 636180101 573682 23226 X 22226 0 1000
NATIONAL FUEL GAS CO N J COM 636180101 468312 18960 X 17360 0 1600
NATIONAL HEALTH INVS INC COM 63633D104 19240 1300 X 1300 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 5410722 144440 X 143340 0 1100
NATIONAL PRESTO INDS INC COM 637215104 144300 5200 X 5200 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 623898 20263 X 15574 0 4689
NATIONAL SEMICONDUCTOR CORP COM 637640103 89291 2900 X 2700 0 200
NATIONAL SVC INDS INC COM 637657107 606 300 X 300 0 0
NATIONAL-OILWELL INC COM 637071101 29109049 1412375 X 1362125 0 50250
NATIONAL-OILWELL INC COM 637071101 587179 28490 X 22275 0 6215
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 3099218 74752 X 74552 0 200
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 189058 4560 X 4560 0 0
NATL COMMERCE FINANCIAL CORP COM 63545P104 1265 50 X 50 0 0
NATURES SUNSHINE PRODS INC COM 639027101 172695 14710 X 14710 0 0
NATUS MEDICAL INC COM 639050103 630504 100080 X 99580 0 500
NAUTICA ENTERPRISES INC COM 639089101 298007 23300 X 22100 0 1200
NAVISTAR INTL CORP NEW COM 63934E108 283729 7183 X 7010 0 173
NAVISTAR INTL CORP NEW COM 63934E108 869 22 X 20 0 2
NBT BANCORP INC COM 628778102 655484 45237 X 37468 0 7769
NBT BANCORP INC COM 628778102 202657 13986 X 13986 0 0
NBTY INC COM 628782104 540540 46200 X 46200 0 0
NCI BLDG SYS INC COM 628852105 13232131 747578 X 482978 0 264600
NCI BLDG SYS INC COM 628852105 302670 17100 X 100 0 17000
NCO GROUP INC COM 628858102 16091830 702700 X 439500 0 263200
NCR CORP COM 62886E108 464583 12604 X 11254 0 1350
NCR CORP COM 62886E108 129010 3500 X 3241 0 259
NDCHEALTH CORP COM 639480102 887935 25700 X 25700 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 62 2 X 2 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 13547 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 194891 6562 X 5056 0 1506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 159845 5382 X 5382 0 0
NEOFORMA INC COM 640475505 5830 200 X 200 0 0
NEOMEDIA TECHNOLOGIES INC COM 640505103 322 2300 X 2300 0 0
NEOPHARM INC COM 640919106 5539933 221155 X 219945 0 1210
NEORX CORP COM PAR $0.02 640520300 300 52 X 50 0 2
NEOSE TECHNOLOGIES INC COM 640522108 3845100 105000 X 104372 0 628
NEOTHERAPEUTICS INC COM 640656104 1830 500 X 0 0 500
NETEGRITY INC COM 64110P107 2189906 113115 X 112665 0 450
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
NETIQ CORP COM 64115P102 1057800 30000 X 30000 0 0
NETMANAGE INC COM 641144100 2170 2127 X 2127 0 0
NETSCOUT SYSTEMS INC COM 64115T104 23730 3000 X 3000 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V107 210235 9500 X 9450 0 50
NETSOLVE INC COM 64115J106 5250 500 X 500 0 0
NETWOLVES CORP COM 64120V102 20250 5000 X 5000 0 0
NETWORK APPLIANCE INC COM 64120L104 1212866 55458 X 41520 0 13938
NETWORK APPLIANCE INC COM 64120L104 262374 11997 X 10647 0 1350
NETWORK EQUIP TECHNOLOGIES COM 641208103 84475 15500 X 15500 0 0
NETWORK PLUS CORP COM 64122D506 9280 8000 X 8000 0 0
NETWORKS ASSOCIATES INC COM 640938106 52346 2025 X 2025 0 0
NETWORKS ASSOCIATES INC COM 640938106 7755 300 X 300 0 0
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 765 150 X 150 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 4207420 82000 X 81549 0 451
NEUROCRINE BIOSCIENCES INC COM 64125C109 87227 1700 X 0 0 1700
NEUROGEN CORP COM 64124E106 175 10 X 0 0 10
NEUROGEN CORP COM 64124E106 17480 1000 X 1000 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 356918 18638 X 18638 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 74685 3900 X 3900 0 0
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 24727 1580 X 1580 0 0
NEW JERSEY RES CORP COM 646025106 10738822 229462 X 143262 0 86200
NEW JERSEY RES CORP COM 646025106 147560 3153 X 3153 0 0
NEW VALLEY CORP COM 649080504 8 2 X 2 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 541264 23667 X 10715 0 12952
NEW YORK CMNTY BANCORP INC COM 649445103 2287 100 X 0 0 100
NEW YORK TIMES CO CL A COM 650111107 1392996 32208 X 22364 0 9844
NEW YORK TIMES CO CL A COM 650111107 790697 18282 X 18282 0 0
NEWELL RUBBERMAID INC COM 651229106 5489408 199108 X 190341 0 8767
NEWELL RUBBERMAID INC COM 651229106 476410 17280 X 16808 0 472
NEWFIELD EXPL CO COM 651290108 1118565 31500 X 31500 0 0
NEWFOCUS INC COM 644383101 381 100 X 100 0 0
NEWMIL BANCORP INC 651633109 29011 1980 X 1980 0 0
NEWMIL BANCORP INC 651633109 87913 6000 X 6000 0 0
NEWMONT MINING CORP COM NEW 651639106 421891 22077 X 18092 0 3985
NEWMONT MINING CORP COM NEW 651639106 119514 6254 X 5755 0 499
NEWPARK RESOURCES NEW 651718504 6922415 876255 X 584955 0 291300
NEWPARK RESOURCES NEW 651718504 51350 6500 X 6500 0 0
NEWPORT CORP COM 651824104 17834 925 X 925 0 0
NEWPORT CORP COM 651824104 17352 900 X 900 0 0
NEWPORT NEWS SHIPBUILDING INC COM 652228107 19238 270 X 270 0 0
NEWPORT NEWS SHIPBUILDING INC COM 652228107 45600 640 X 600 0 40
NEXTCARD INC COM 65332K107 52 100 X 100 0 0
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 1384073 126284 X 115954 0 10330
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 207254 18910 X 17110 0 1800
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
NEXTERA ENTERPRISES INC COM 65332E101 409850 1171000 X 786400 0 384600
NIAGARA MOHAWK HLDGS INC COM 653520106 11230395 633412 X 385391 0 248021
NIAGARA MOHAWK HLDGS INC COM 653520106 80122 4519 X 4519 0 0
NICOR INC COM 654086107 728492 17495 X 14230 0 3265
NICOR INC COM 654086107 65750 1579 X 1579 0 0
NIKE INC CL B COM 654106103 2056247 36562 X 20312 0 16250
NIKE INC CL B COM 654106103 379620 6750 X 6750 0 0
NISOURCE INC COM 65473P105 2201723 95478 X 93228 0 2250
NISOURCE INC COM 65473P105 2863037 124156 X 124156 0 0
NL INDUSTRIES COM 629156407 102828 6734 X 6734 0 0
NL INDUSTRIES COM 629156407 47658 3121 X 3121 0 0
NMS COMMUNICATIONS CORP COM 629248105 3188430 661500 X 436600 0 224900
NN INC COM 629337106 15623079 1401173 X 0 0 1401173
NOBLE AFFILIATES INC COM 654894104 21071835 597105 X 533458 0 63647
NOBLE AFFILIATES INC COM 654894104 1523046 43158 X 39227 0 3931
NOBLE DRILLING CORP COM 655042109 37091005 1089630 X 1055830 0 33800
NOBLE DRILLING CORP COM 655042109 846745 24875 X 24225 0 650
NORDSON CORP COM 655663102 42256 1600 X 1600 0 0
NORDSTROM INC COM 655664100 291110 14390 X 8426 0 5964
NORDSTROM INC COM 655664100 186318 9210 X 9210 0 0
NORFOLK SOUTHERN CORP COM 655844108 9951229 542893 X 517393 0 25500
NORFOLK SOUTHERN CORP COM 655844108 7294662 397963 X 365628 0 32335
NORTH AMERN SCIENTIFIC INC COM 65715D100 6030 450 X 450 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 380978 19290 X 19290 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 2022005 102380 X 102380 0 0
NORTH FORK BANCORP NY COM 659424105 928030 29010 X 29010 0 0
NORTH FORK BANCORP NY COM 659424105 191716 5993 X 5993 0 0
NORTHEAST UTILITIES COM 664397106 621740 35266 X 35093 0 173
NORTHEAST UTILITIES COM 664397106 344014 19513 X 19024 0 489
NORTHERN TR CORP COM 665859104 6715253 111512 X 110130 0 1382
NORTHERN TR CORP COM 665859104 2757534 45791 X 40095 0 5696
NORTHFIELD LABS INC COM 666135108 4291 500 X 0 0 500
NORTHROP GRUMMAN CORP COM 666807102 1115967 11070 X 9175 0 1895
NORTHROP GRUMMAN CORP COM 666807102 487114 4832 X 2809 0 2023
NORTHWAY FINL INC COM 667270102 682752 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 15700 1000 X 1000 0 0
NORTHWEST NATURAL GAS CO COM 667655104 561867 22034 X 22034 0 0
NORTHWEST PIPE CO COM 667746101 9407136 575360 X 406860 0 168500
NORTHWESTERN CORP COM 668074107 431525 20500 X 20500 0 0
NORTHWESTERN CORP COM 668074107 33680 1600 X 1100 0 500
NORWOOD FINL CORP COM 669549107 28721 1100 X 1100 0 0
NOTIFY TECHNOLOGY CORPORATION COM 669956104 650 1000 X 0 0 1000
NOVADIGM INC 669937104 49348 5200 X 5200 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
NOVAMETRIX MED SYS INC COM 669870107 12800 1600 X 1600 0 0
NOVAVAX INC COM 670002104 1269000 90000 X 89581 0 419
NOVELL INC COM 670006105 193032 42055 X 40823 0 1232
NOVELL INC COM 670006105 53703 11700 X 11700 0 0
NOVELLUS SYS INC COM 670008101 711678 18040 X 17020 0 1020
NOVELLUS SYS INC COM 670008101 27615 700 X 700 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 280450 15800 X 15800 0 0
NOVOSTE CORP COM 67010C100 19228 2200 X 2200 0 0
NRG ENERGY INC COM 629377102 60450 3900 X 0 0 3900
NSD BANCORP INC COM 62938D108 8000 400 X 0 0 400
NSTAR COM 67019E107 986341 21992 X 21713 0 279
NSTAR COM 67019E107 1049804 23407 X 23407 0 0
NSTOR TECHNOLOGIES INC COM 67018N108 3108 11100 X 11100 0 0
NTL INC COM 629407107 2821 3001 X 3001 0 0
NTN COMMUNICATIONS INC COM 629410309 180 200 X 200 0 0
NU HORIZONS ELECTRS CORP COM 669908105 24281 2362 X 2362 0 0
NU SKIN ENTERPRISES INC COM 67018T105 1484525 169660 X 167460 0 2200
NUCENTRIX BROADBAND NETWORKS COM 670198100 2006510 182410 X 181310 0 1100
NUCOR CORPORATION COM 670346105 13234174 249890 X 230147 0 19743
NUCOR CORPORATION COM 670346105 1500463 28332 X 28232 100 0
NUCO2 INC COM 629428103 12020 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 186000 12400 X 12400 0 0
NUI CORP COM 629431107 8854652 373614 X 248914 0 124700
NUMERICAL TECHNOLOGIES INC COM 67053T101 3520000 100000 X 99363 0 637
NVIDIA CORP COM 67066G104 944294 14115 X 13815 0 300
NVR INC COM 62944T105 1183200 5800 X 5800 0 0
NYFIX INC COM 670712108 506506 25300 X 25300 0 0
NABORS INDUSTRIAL INC COM 629568106 16066 468 X 468
NATIONAL SERVICE INDUSTRIES COM 637657107 38 19 X 19
NAUTICA ENTERPRISES INC COM 639089101 12419 971 X 971
NAVISTAR INTL CORP NEW COM 63934E108 5056 128 X 128
NCR CORPORATION COM 62886E108 9031 245 X 245
Net4Music COM 64111E101 79053 146394 X 146394
NETWORK APPLIANCE CORP COM 64120L104 20777 950 X 950
NEW YORK TIMES A COM 650111107 16176 374 X 374
NEWELL RUBBERMAID INC COM 651229106 17176 623 X 623
NEWMONT MINING CORP COM 651639106 9364 490 X 490
NEXTEL COMMUNICATIONS INC A COM 65332V103 26578 2425 X 2425
NEXTEL PARTNERS INC - CL A COM 65333F107 1101 92 X 92
NIAGRA MOHAWK HOLDINGS INC COM 653520106 6631 374 X 374
NICOR INC COM 654086107 5038 121 X 121
NIKE INC CL B COM 654106103 40774 725 X 725
NISOURCE INC COM 65473P105 11438 496 X 496
NOBLE DRILLING CORP COM 655042109 12322 362 X 362
NORDSTROM INC COM 655664100 5300 262 X 262
NORFOLK SOUTHERN CORP COM 655844108 17927 978 X 978
NORTEL NETWORKS CORP COM 656568102 65813 8775 X 8775
NORTHERN TR CORP COM 665859104 30110 500 X 500
NORTHROP GRUMMAN CP COM 666807102 14013 139 X 139
NOVELL INC COM 670006105 4650 1013 X 1013
NOVELLUS SYSTEMS COM 670008101 15228 386 X 386
NOVELLUS SYSTEMS COM 670008101 11835 300 X 300
Novo Networks COM 670099100 17391 173913 X 173913
NUCOR CORP COM 670346105 5296 100 X 100
NVIDIA CORPORATION COM 67066G104 3431970 51300 X 51300
NVIDIA CORPORATION COM 67066G104 6690 100 X 100
O CHARLEYS INC COM 670823103 19491308 1053015 X 788731 0 264284
O REILLY AUTOMOTIVE INC COM 686091109 1334802 36600 X 36600 0 0
OAK TECHNOLOGIES COM 671802106 6249650 454520 X 452120 0 2400
OCCIDENTAL PETE CORP COM 674599105 1268850 47827 X 32614 0 15213
OCCIDENTAL PETE CORP COM 674599105 484544 18264 X 17464 100 700
OCEAN ENERGY INC DEL COM 67481E106 18020448 938565 X 895890 0 42675
OCEAN ENERGY INC DEL COM 67481E106 534048 27815 X 27815 0 0
OCEANEERING INTL INC COM 675232102 8509276 384687 X 211787 0 172900
OCEANFIRST FIN CORP COM 675234108 14496 600 X 600 0 0
OCTEL CORP COM 675727101 25650 1425 X 1425 0 0
OCTEL CORP COM 675727101 4338 241 X 241 0 0
OFFICE DEPOT INC COM 676220106 56561146 3050763 X 2942985 0 107778
OFFICE DEPOT INC COM 676220106 1335436 72030 X 70130 0 1900
OFFICEMAX INC COM 67622M108 18000 4000 X 4000 0 0
OFFSHORE LOGISTICS INC COM 676255102 3734786 210292 X 136192 0 74100
OGE ENERGY CORP COM 670837103 513945 22268 X 22268 0 0
OGE ENERGY CORP COM 670837103 510068 22100 X 22100 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
OHIO CASUALITY COM 677240103 4511655 281100 X 116100 0 165000
OLD REP INTERNATIONAL CORPORATION 680223104 2313962 82612 X 82612 0 0
OLD SECOND BANCORP INC COM 680277100 24835 630 X 630 0 0
OLIN CORP COM 680665205 5245500 325000 X 224300 0 100700
OLIN CORP COM 680665205 31247 1936 X 1936 0 0
OM GROUP INC COM 670872100 1979081 29900 X 15450 0 14450
OM GROUP INC COM 670872100 390521 5900 X 5900 0 0
OMEGA FINL CORP COM 682092101 643000 20000 X 20000 0 0
OMI CORP NEW COM Y6476W104 2591 651 X 651 0 0
OMNICARE INC COM 681904108 7027605 282460 X 268560 0 13900
OMNICARE INC COM 681904108 2488 100 X 100 0 0
OMNICOM GROUP INC COM 681919106 32017411 358337 X 354974 0 3363
OMNICOM GROUP INC COM 681919106 4764857 53328 X 41798 0 11530
OMNOVA SOLUTIONS INC COM 682129101 191964 28230 X 28230 0 0
ON ASSIGNMENT INC COM 682159108 5533978 240922 X 239530 0 1392
ON SEMICONDUCTOR CORP COM 682189105 7452 3600 X 3600 0 0
ONEIDA LTD COM 682505102 17690 1366 X 1366 0 0
ONEOK INC NEW COM 682680103 136012 7624 X 7624 0 0
ONI SYSTEMS CORP COM 68273F103 11286 1800 X 1800 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 7680 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 51 150 X 150 0 0
OPENTV CORP CL A COM G67543101 3318668 401290 X 399190 0 2100
OPENWAVE SYS INC COM 683718100 141759 14480 X 14480 0 0
OPENWAVE SYS INC COM 683718100 160605 16405 X 16205 0 200
OPINION RESEARCH CORP COM 683755102 199200 30000 X 30000 0 0
OPNET TECHNOLOGIES INC COM 683757108 1441 100 X 100 0 0
OPTA FOOD INGREDIENTS INC COM 68381N105 612 600 X 600 0 0
OPTICARE HEALTH SYS INC COM 68386P105 450 3000 X 3000 0 0
ORACLE CORP COM 68389X105 38103185 2759101 X 2390640 0 368461
ORACLE CORP COM 68389X105 8016470 580483 X 525340 0 55143
ORAPHARMA INC COM 68554E106 1347 300 X 300 0 0
ORBITAL SCIENCES CORP COM 685564106 1652 400 X 400 0 0
ORCHID BIOSCIENCES INC COM 68571P100 3575 650 X 650 0 0
ORCKIT COMMUNICATIONS LTD COM M7531S107 142 50 X 50 0 0
OREGON STL MLS INC COM 686079104 248 50 X 50 0 0
ORGANOGENESIS INC COM 685906109 1154256 240470 X 240470 0 0
ORGANOGENESIS INC COM 685906109 59021 12296 X 10344 0 1952
ORTEC INTERNATIONAL INC COM 68749B108 8120 1400 X 1400 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 5267320 172699 X 171947 0 752
OSHKOSH B GOSH INC CL A COM 688222207 364878 8700 X 8700 0 0
OSHKOSH TRUCK CORP COM 688239201 15794756 323995 X 213495 0 110500
OSI PHARMACEUTICALS INC COM 671040103 91480 2000 X 2000 0 0
OSI SYSTEMS INC COM 671044105 36480 2000 X 2000 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
OSTEOTECH INC COM 688582105 55500 10000 X 10000 0 0
OTG SOFTWARE INC COM 671059103 5000 500 X 0 0 500
OTTER TAIL CORP COM 689648103 96162 3300 X 3300 0 0
OUTBACK STEAKHOUSE INC COM 689899102 1335408 38990 X 38990 0 0
OVERSEAS SHIPHOLDING GROUP INC 690368105 25425 1130 X 1130 0 0
OWENS & MINOR INC NEW COM 690732102 444093 24005 X 22955 0 1050
OWENS & MINOR INC NEW COM 690732102 1850 100 X 0 0 100
OWENS CORNING COM 69073F103 1611 848 X 848 0 0
OWENS ILL INC COM NEW 690768403 9990 1000 X 1000 0 0
OXFORD HEALTH PLANS INC COM 691471106 1249002 41440 X 41440 0 0
OXFORD HEALTH PLANS INC COM 691471106 421960 14000 X 1000 0 13000
OXFORD INDS INC COM 691497309 122720 5200 X 5200 0 0
OYO GEOSPACE CORP COM 671074102 2388 200 X 200 0 0
OCCIDENTAL PETROL CORP DELAWAR COM 674599105 25761 971 X 971
OFFICE DEPOT INCORPORATED COM 676220106 13683 738 X 738
OMNICOM GROUP INC. COM 681919106 43424 486 X 486
ONEOK INC COM 682680103 2284 128 X 128
ONI SYSTEMS COM 68273F103 1254 200 X 200
OPENTV CORP COM G67543101 818 100 X 100
ORACLE CORPORATION COM 68389X105 201681 14604 X 14604
ORASURE TECHNOLOGIES INC COM 68554V108 607 50 X 50
ORCHID BIOSCIENCES, INC COM 68571P100 926 169 X 169
PAC WEST TELECOM INC COM 69371Y101 55 100 X 0 0 100
PACCAR INC COM 693718108 509277 7761 X 4263 0 3498
PACCAR INC COM 693718108 9843 150 X 150 0 0
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 6735439 260156 X 187156 0 73000
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 174758 6750 X 6750 0 0
PACIFIC NORTHWEST BANCORP COM 69466M103 7396290 361500 X 239200 0 122300
PACIFIC SUNWEAR CA INC COM 694873100 469660 23000 X 23000 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 36800 2300 X 2300 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 160 10 X 10 0 0
PACTIV CORP COM 695257105 297739 16774 X 16329 0 445
PACTIV CORP COM 695257105 107334 6047 X 6047 0 0
PAIN THERAPEUTICS INC COM 69562K100 160300 17500 X 17394 0 106
PAIN THERAPEUTICS INC COM 69562K100 458 50 X 50 0 0
PALL CORP COM 696429307 22725103 944518 X 928405 0 16113
PALL CORP COM 696429307 1467636 60999 X 59899 0 1100
PALM INC COM 696642107 530842 136815 X 135380 0 1435
PALM INC COM 696642107 108345 27924 X 9992 0 17932
PALOMAR MED TECHNOLOGIES INC COM 697529303 1190 1000 X 0 0 1000
PANACO INC COM 698106101 860 1000 X 1000 0 0
PANERA BREAD CO CL A COM 69840W108 531589 10215 X 10215 0 0
PAPA JOHNS INTL INC COM 698813102 14180 516 X 516 0 0
PAR TECHNOLOGY CORP COM 698884103 1300 500 X 500 0 0
PARAGON TECHNOLOGIES INC COM 69912T108 39506 4515 X 4515 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 194055 24847 X 24144 0 703
PARAMETRIC TECHNOLOGY CORP COM 699173100 80373 10291 X 9491 0 800
PAREXEL INTL CORP COM 699462107 251125 17500 X 17500 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 363000 13750 X 13750 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 290400 11000 X 0 0 11000
PARK PL ENTMT CORP COM 700690100 1607822 175335 X 175335 0 0
PARK PL ENTMT CORP COM 700690100 33012 3600 X 3600 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
PARKER DRILLING CO COM 701081101 2952 800 X 800 0 0
PARKER DRILLING CO COM 701081101 369 100 X 100 0 0
PARKER-HANNIFIN CORP COM 701094104 8345244 181774 X 174741 0 7033
PARKER-HANNIFIN CORP COM 701094104 1567000 34132 X 33050 0 1082
PARTNERRE LTD COM G6852T105 21600 400 X 0 0 400
PATHMARK STORES INC COM 70322A101 17089 693 X 693 0 0
PATINA OIL & GAS CORP COM 703224105 418000 15200 X 15200 0 0
PATTERSON DENTAL CO COM 703412106 126269 3085 X 35 0 3050
PATTERSON DENTAL CO COM 703412106 53209 1300 X 0 0 1300
PATTERSON-UTI ENERGY INC COM 703481101 10617705 455500 X 321200 0 134300
PAXAR CORP COM 704227107 423160 29800 X 27971 0 1829
PAXSON COMMUNICATIONS CORP COM 704231109 10450 1000 X 0 0 1000
PAYCHEX INC COM 704326107 7509164 215471 X 192717 0 22754
PAYCHEX INC COM 704326107 6257666 179560 X 128650 0 50910
PAYLESS SHOESOURCE INC COM 704379106 13027 232 X 232 0 0
PAYLESS SHOESOURCE INC COM 704379106 402034 7160 X 7160 0 0
PC-TEL INC COM 69325Q105 132056 13600 X 13600 0 0
PCD INC COM 69318P106 1135054 652330 X 648877 0 3453
PDF SOLUTIONS INC COM 693282105 2100000 100000 X 99400 0 600
PEABODY ENERGY CORP COM 704549104 3112740 110420 X 109920 0 500
PEAPACK-GLADSTONE FINL CORP COM 704699107 60444 1656 X 0 0 1656
PEAPACK-GLADSTONE FINL CORP COM 704699107 840997 23041 X 23041 0 0
PEDIATRIX MEDICAL GROUP INC COM 705324101 563072 16600 X 16600 0 0
PEGASUS COMMUNICATIONS CORP COM 705904100 4164 400 X 400 0 0
PEGASUS SOLUTIONS INC COM 705906105 247080 17400 X 17400 0 0
PENFORD CORPORATION COM 707051108 131970 10600 X 10600 0 0
PENN TREATY AMERN CORP COM 707874103 9525 1500 X 1500 0 0
PENN VIRGINIA CORP COM 707882106 3778280 110800 X 73700 0 37100
PENNEY J C INC COM 708160106 2235417 83101 X 72291 0 10810
PENNEY J C INC COM 708160106 588142 21864 X 21564 0 300
PENNICHUCK CORPORATION NEW COM 708254206 47358 1754 X 1754 0 0
PENNZOIL-QUAKER ST CO COM 709323109 52439 3629 X 3629 0 0
PENNZOIL-QUAKER ST CO COM 709323109 222805 15419 X 8535 0 6884
PENTAIR INC 709631105 15158295 415182 X 250182 0 165000
PENTAIR INC 709631105 292080 8000 X 0 0 8000
PENTON MEDIA INC COM 709668107 147736 23600 X 23600 0 0
PENWEST PHARMACEUTICALS CO COM 709754105 52130 2600 X 2600 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 263050 12373 X 11373 0 1000
PEOPLES BK BRIDGEPORT CT COM 710198102 152328 7165 X 7165 0 0
PEOPLES ENERGY CORP COM 711030106 497111 13106 X 10533 0 2573
PEOPLES ENERGY CORP COM 711030106 156689 4131 X 4131 0 0
PEOPLESOFT INC COM 712713106 7316521 182003 X 178868 0 3135
PEOPLESOFT INC COM 712713106 830130 20650 X 15550 0 5100
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
PEP BOYS-MANNY,MOE & JACK 713278109 655130 38200 X 38200 0 0
PEPSI BOTTLING GROUP COM 713409100 4521682 192412 X 191672 0 740
PEPSI BOTTLING GROUP COM 713409100 16920 720 X 720 0 0
PEPSIAMERICAS INC COM 71343P200 33396 2420 X 2420 0 0
PEPSIAMERICAS INC COM 71343P200 235635 17075 X 16475 0 600
PEPSICO INC COM 713448108 410218362 8425105 X 7971774 200 453131
PEPSICO INC COM 713448108 140581128 2887269 X 2737370 2750 147149
PEREGRINE SYS INC COM 71366Q101 23209 1565 X 1565 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 4722276 134270 X 133770 0 500
PERFORMANCE TECHNOLOGIES INC COM 71376K102 10492497 787725 X 500425 0 287300
PERICOM SEMICONDUCTOR CORP COM 713831105 2433100 167800 X 117200 0 50600
PERKINELMER INC COM 714046109 5487984 156710 X 151990 0 4720
PERKINELMER INC COM 714046109 9196182 262598 X 208088 0 54510
PERSONNEL GROUP AMER INC COM 715338109 1780 2000 X 2000 0 0
PETROLEUM HELICOPTERS INC COM NON VT 716604202 1965 100 X 100 0 0
PETROQUEST ENERGY INC COM 716748108 3866470 726780 X 724659 0 2121
PETSMART INC COM 716768106 4418288 449013 X 447213 0 1800
PF CHANGS CHINA BISTRO COM 69333Y108 12149715 256865 X 256565 0 300
PFIZER INC COM 717081103 739361558 18553615 X 17698366 10000 845249
PFIZER INC COM 717081103 334480616 8393491 X 7922126 3725 467640
PG & E CORP COM 69331C108 960326 49913 X 40684 0 9229
PG & E CORP COM 69331C108 247888 12884 X 12809 75 0
PHARMACEUTICAL PROD DEV INC COM 717124101 1176084 36400 X 36400 0 0
PHARMACIA CORP COM 71713U102 174202688 4084471 X 3985427 0 99044
PHARMACIA CORP COM 71713U102 33801149 792524 X 759538 225 32761
PHARMACOPEIA INCORPORATED COM 71713B104 13890 1000 X 1000 0 0
PHARMACYCLICS INC COM 716933106 39760 4000 X 4000 0 0
PHARMACYCLICS INC COM 716933106 29820 3000 X 3000 0 0
PHARMOS CORP COM NEW 717139208 242 103 X 100 0 3
PHELPS DODGE CORP COM 717265102 402538 12424 X 9508 0 2916
PHELPS DODGE CORP COM 717265102 355136 10961 X 10687 0 274
PHILADELPHIA CONS HLDG CORP COM 717528103 4337593 115025 X 114125 0 900
PHILADELPHIA SUBN CORP COM 718009608 6652092 294993 X 229431 0 65562
PHILADELPHIA SUBN CORP COM 718009608 184211 8169 X 7269 0 900
PHILIP MORRIS COS INC 718154107 43465754 947999 X 821470 0 126529
PHILIP MORRIS COS INC 718154107 32939419 718417 X 629642 0 88775
PHILLIPS PETE CO COM 718507106 27448852 455507 X 438862 0 16645
PHILLIPS PETE CO COM 718507106 4241641 70389 X 67494 50 2845
PHILLIPS VAN HEUSEN CORP 718592108 5908890 542100 X 349100 0 193000
PHOENIX COMPANIES INC COM 71902E109 6357285 343637 X 212917 0 130720
PHOENIX COMPANIES INC COM 71902E109 86950 4700 X 4700 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 206028 17700 X 17700 0 0
PHOTON DYNAMICS INC 719364101 9254625 202730 X 201730 0 1000
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
PHOTRONICS INC 719405102 7641563 243750 X 242550 0 1200
PHOTRONICS INC 719405102 94050 3000 X 3000 0 0
PICO HLDGS INC COM NEW 693366205 888900 71112 X 51232 0 19880
PIEDMONT NAT GAS INC COM 720186105 1055026 29470 X 29470 0 0
PIEDMONT NAT GAS INC COM 720186105 431032 12040 X 11740 0 300
PIER 1 IMPORTS INC COM 720279108 5356413 308905 X 284305 0 24600
PIER 1 IMPORTS INC COM 720279108 554880 32000 X 0 0 32000
PINNACLE ENTMT INC COM 723456109 110349 18300 X 18300 0 0
PINNACLE ENTMT INC COM 723456109 1206 200 X 200 0 0
PINNACLE SYS INC COM 723481107 286634 36100 X 36100 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 4489835 107284 X 104163 0 3121
PINNACLE WEST CAPITAL CORP COM 723484101 22683 542 X 542 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 12423 645 X 645 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 366 19 X 19 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 2964180 233400 X 216850 0 16550
PITNEY BOWES INC COM 724479100 18434015 490136 X 471230 0 18906
PITNEY BOWES INC COM 724479100 8770238 233189 X 209370 0 23819
PITTSTON BRINK'S GROUP COM 725701106 277996 12579 X 12579 0 0
PIXAR INC COM 725811103 18340 510 X 500 0 10
PIXAR INC COM 725811103 92597 2575 X 0 0 2575
PIXELWORKS INC COM 72581M107 2409000 150000 X 149100 0 900
PLAINS RES INC COM PAR $0.10 726540503 307625 12500 X 12500 0 0
PLATO LEARNING INC COM 72764Y100 5842684 351757 X 349757 0 2000
PLAYTEX PRODS INC COM 72813P100 19500 2000 X 2000 0 0
PLC SYSTEMS INC COM 69341D104 180 300 X 300 0 0
PLEXUS CORP COM 729132100 3861957 145405 X 24999 0 120406
PLM INTERNATIONAL INC COM 69341L205 1169 350 X 350 0 0
PLUG POWER INC COM 72919P103 42389 4850 X 4850 0 0
PLUG POWER INC COM 72919P103 10925 1250 X 1250 0 0
PLUM CREEK TIMBER CO INC COM 729251108 5427239 191437 X 105001 0 86436
PLUM CREEK TIMBER CO INC COM 729251108 3283440 115818 X 111224 685 3909
PLX TECHNOLOGY INC COM 693417107 1200598 95210 X 94640 0 570
PMC-SIERRA INC COM 69344F106 406406 19116 X 18466 0 650
PMC-SIERRA INC COM 69344F106 24236 1140 X 1140 0 0
PMI GROUP INC COM 69344M101 194329 2900 X 0 0 2900
PNC FINANCIAL SERVICES GROUP 693475105 5854860 104179 X 91919 0 12260
PNC FINANCIAL SERVICES GROUP 693475105 4987694 88749 X 82054 0 6695
POGO PRODUCING CO COM 730448107 993006 37800 X 32500 0 5300
POGO PRODUCING CO COM 730448107 96674 3680 X 280 0 3400
POLARIS INDS INC COM 731068102 5530140 95760 X 95360 0 400
POLARIS INDS INC COM 731068102 11550 200 X 200 0 0
POLO RALPH LAUREN COM 731572103 1812455 67730 X 67730 0 0
POLYCOM INC COM 73172K104 2052036 60230 X 59871 0 359
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
POLYMEDICA CORP COM 731738100 156040 9400 X 9400 0 0
POLYMER GROUP INC COM 731745105 375 500 X 500 0 0
POLYONE CORP COM 73179P106 653170 66650 X 66650 0 0
POPE & TALBOT INC 732827100 158175 11100 X 10800 0 300
POPE & TALBOT INC 732827100 713 50 X 50 0 0
POTLATCH CORP COM 737628107 35184 1200 X 1200 0 0
POTOMAC ELEC PWR CO COM 737679100 578085 25613 X 25613 0 0
POTOMAC ELEC PWR CO COM 737679100 329770 14611 X 13809 0 802
POWER INTEGRATIONS INC COM 739276103 4108459 179880 X 179080 0 800
POWER-ONE INC COM 739308104 75993 7300 X 7100 0 200
PPG INDS INC COM 693506107 25277478 488737 X 474458 0 14279
PPG INDS INC COM 693506107 4333929 83796 X 83056 0 740
PPL CORP COM 69351T106 6523118 187177 X 180165 0 7012
PPL CORP COM 69351T106 1167545 33502 X 27868 0 5634
PRACTICEWORKS INC COM 739419109 3111 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 70486 12111 X 12111 0 0
PRAXAIR INC COM 74005P104 23086820 417861 X 405996 0 11865
PRAXAIR INC COM 74005P104 136081 2463 X 2463 0 0
PRE PAID LEGAL SVCS INC COM 740065107 8047768 367478 X 365566 0 1912
PRECIS INC COM 740184106 61000 5000 X 5000 0 0
PRECISE SOFTWARE SOLUTIONS COM M41450103 2499860 121000 X 121000 0 0
PRECISION CASTPARTS CORP COM 740189105 8873438 314104 X 305904 0 8200
PRECISION CASTPARTS CORP COM 740189105 386319 13675 X 12252 0 1423
PREFORMED LINE PRODS CO COM 740444104 666000 36000 X 36000 0 0
PREFORMED LINE PRODS CO COM 740444104 5550 300 X 300 0 0
PREMIER BANCORP INC/PA COM 74046J109 121474 12978 X 12978 0 0
PREMIER CMNTY BANKSHARES INC COM 740473103 19671 2370 X 2370 0 0
PRESIDENTIAL LIFE CORP COM 740884101 7107592 345700 X 244900 0 100800
PRESSTEK INC COM 741113104 2524657 275317 X 273992 0 1325
PRESSTEK INC COM 741113104 1082 118 X 118 0 0
PRI AUTOMATION INC COM 69357H106 4189387 204860 X 203860 0 1000
PRICELINE.COM INC COM 741503106 2910 500 X 500 0 0
PRICESMART INC COM 741511109 350 10 X 10 0 0
PRIDE INTL INC COM 74153Q102 6468840 428400 X 268500 0 159900
PRIDE INTL INC COM 74153Q102 33220 2200 X 2200 0 0
PRIMA ENERGY CORP COM 741901201 238706 10975 X 10975 0 0
PRIMA ENERGY CORP COM 741901201 48916 2249 X 2249 0 0
PRIME HOSPITALITY CORP COM 741917108 351390 31800 X 31800 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 2210 3400 X 3400 0 0
PRINCETON VIDEO IMAGE INC COM 742476104 222 100 X 100 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 1129599 32100 X 32100 0 0
PROBUSINESS SERVICES COM 742674104 376 20 X 20 0 0
PROCTER & GAMBLE CO COM 742718109 404452975 5111247 X 4800258 3100 307889
PROCTER & GAMBLE CO COM 742718109 183657090 2320954 X 2203749 750 116455
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
PROFIT RECOVERY GROUP INTL INC COM 743168106 273025 33500 X 33500 0 0
PROFIT RECOVERY GROUP INTL INC COM 743168106 2445 300 X 300 0 0
PROGRESS ENERGY INC COM 743263105 7834229 173978 X 162112 0 11866
PROGRESS ENERGY INC COM 743263105 4548165 101003 X 92409 0 8594
PROGRESS SOFTWARE CORP COM 743312100 16179644 936322 X 624322 0 312000
PROGRESS SOFTWARE CORP COM 743312100 24192 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 1466723 9824 X 9634 0 190
PROGRESSIVE CORP OHIO COM 743315103 27300550 182857 X 179630 0 3227
PROMISTAR FINL CORP COM 74342Y107 3839 157 X 157 0 0
PROQUEST CO COM 74346P102 21278525 627500 X 412700 0 214800
PROSOFTTRAINING COM 743477101 1115441 1138205 X 1131454 0 6751
PROTECTIVE LIFE CORP COM 743674103 109934 3800 X 3800 0 0
PROTEIN DESIGN LABS INC COM 74369L103 3732640 113800 X 113600 0 200
PROTEIN DESIGN LABS INC COM 74369L103 115128 3510 X 1210 0 2300
PROTON ENERGY SYS INC COM 74371K101 619 75 X 75 0 0
PROVANT INC COM 743724106 3300 6000 X 6000 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 2700 400 X 400 0 0
PROVIDENT BANKSHARES CORP COM 743859100 5071386 208699 X 207769 0 930
PROVIDIAN FINANCIAL CORP COM 74406A102 485409 136735 X 94517 0 42218
PROVIDIAN FINANCIAL CORP COM 74406A102 187085 52700 X 46700 0 6000
PROVINCE HEALTHCARE CO COM 743977100 7984655 258738 X 257433 0 1305
PROXIM INC COM 744284100 198400 20000 X 20000 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 365090 11000 X 11000 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 33190 1000 X 1000 0 0
PSS WORLD MED INC COM 69366A100 7160808 877550 X 540650 0 336900
PTEK HLDGS INC COM 69366M104 3060 900 X 900 0 0
PUBCO CORP COM 744378803 42525 5250 X 5250 0 0
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 10751151 254827 X 245848 0 8979
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 3556448 84296 X 76281 0 8015
PUBLIC SVC CO NEW MEXICO COM 744499104 30186 1080 X 80 0 1000
PUBLIC SVC CO NEW MEXICO COM 744499104 13975 500 X 500 0 0
PUBLICARD INC COM 744627100 939 3613 X 3613 0 0
PUGET ENERGY INC COM 745310102 211282 9652 X 9652 0 0
PUGET ENERGY INC COM 745310102 535999 24486 X 24486 0 0
PULTE HOMES INC 745867101 253324 5671 X 3444 0 2227
PUMATECH INC COM 745887109 1032 400 X 400 0 0
PURCHASEPRO.COM INC COM 746144104 61 50 X 50 0 0
PURCHASEPRO.COM INC COM 746144104 121 100 X 100 0 0
PYR ENERGY CORP COM 693677106 159026 80316 X 80316 0 0
PACCAR INC COM 693718108 6562 100 X 100
PACFIC SUNWEAR OF
CALIFORNIA COM 694873100 4335 212 X 212
PACKETEER, INC COM 695210104 1248 170 X 170
PACTIV CORPORATION COM 695257105 6621 373 X 373
PALL CORP COM 696429307 6183 257 X 257
PALM, INC. COM 696642107 6348 1636 X 1636
PANAMSAT CORP COM 697933109 2188 100 X 100
PARAMETRIC
TECHNOLOGY CORP COM 699173100 6381 817 X 817
PARK PLACE
ENTERTAINMENT COM 700690100 481425 52500 X 52500
PARKER HANNIFIN CO COM 701094104 11661 254 X 254
PAYCHEX INC COM 704326107 33909 973 X 973
PAYCHEX INC COM 704326107 18779 539 X 539
PDF SOLUTIONS INC COM 693282105 6309 300 X 300
PECO II, INC COM 705221109 602 102 X 102
Pegasus Commun. COM 705904100 11964504 1149328 X 1149328
PEMSTAR COM 706552106 6216 525 X 525
PENNEY J C CO COM 708160106 19422 722 X 722
PEOPLES ENERGY
CORPORATION COM 711030106 607 16 X 16
PEOPLESOFT INC COM 712713106 37627 936 X 936
PEPSICO INC COM 713448108 204839 4207 X 4207
PERKINELMER INC COM 714046109 5148 147 X 147
PETSMART COM 716768106 755 76 X 76
PFIZER INC COM 717081103 622337 15617 X 15617
PG & E CORP COM 69331C108 18836 979 X 979
PHARMACIA CORP COM 71713U102 153625 3602 X 3602
PHELPS DODGE CORP COM 717265102 4406 136 X 136
PHILIP MORRIS
COMPANIES INC COM 718154107 11723845 255700 X 255700
PHILIP MORRIS
COMPANIES INC COM 718154107 275879 6017 X 6017
PHILLIPS PETROLEUM
CO COM 718507106 55078 914 X 914
PINNACLE WEST
CAPITAL CORP COM 723484101 5817 139 X 139
PITNEY-BOWES INC COM 724479100 23093 614 X 614
PLACER DOME INC COM 725906101 9295 852 X 852
PLEXUS CORP COM 729132100 1195 45 X 45
PMC-Sierra COM 693344F106 33102 1557 X 1557
PMC-SIERRA INC COM 69344F106 3146 148 X 148
PMC-SIERRA INC COM 69344F106 553 26 X 26
PNC FINANCIAL
SERVICES GR COM 693475105 2113120 37600 X 37600
PNC FINANCIAL COM
SERVICES GR COM 693475105 41251 734 X 734
POWER INTEGRATIONS
INC COM 739276103 26243 1150 X 1150
POWER ONE INC COM 739308104 2082 200 X 200
POWER ONE INC COM 739308104 1426 137 X 137
POZEN INC COM 73941U102 227 43 X 43
PPG INDUSTRIES INC COM 693506107 19550 378 X 378
PPL CORPORATION COM 69351T106 12790 367 X 367
PRAXAIR INC COM 74005P104 20664 374 X 374
Preview Systems COM 741379101 14881 148809 X 148809
PRI AUTOMATION INC COM 69357H106 4090 200 X 200
PROCTER & GAMBLE CO COM 742718109 276876 3499 X 3499
PROGRESS ENERGY INC COM 743263105 22290 495 X 495
PROGRESSIVE CORP
OHIO COM 743315103 20006 134 X 134
PROVIDIAN FINANCIAL
BANCORP COM 74406A102 2599 732 X 732
PUBLIC SERVICE
ENTERPRISE COM 744573106 20926 496 X 496
PULTE CORP COM 745867101 849 19 X 19
Q MED INC COM 747914109 12300 1000 X 1000 0 0
QAD INC COM 74727D108 146 50 X 50 0 0
QLOGIC CORP COM 747277101 11403996 256212 X 235812 0 20400
QLOGIC CORP COM 747277101 2321864 52165 X 36165 0 16000
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
QRS CORP COM 74726X105 155100 11000 X 11000 0 0
QUADRAMED CORP COM 74730W101 48655 5758 X 5758 0 0
QUAKER CHEMICAL CORP COM 747316107 131840 6400 X 6400 0 0
QUAKER CITY BANCORP INC COM 74731K106 925 31 X 31 0 0
QUAKER FABRIC CORP NEW COM 747399103 10778 1297 X 1000 0 297
QUALCOMM INC COM 747525103 4929962 97623 X 93922 0 3701
QUALCOMM INC COM 747525103 824665 16330 X 9920 0 6410
QUALITY DINING INC COM 74756P105 2200 1000 X 1000 0 0
QUANEX CORP COM 747620102 277340 9800 X 3500 0 6300
QUANTA SVCS INC COM 74762E102 162015 10500 X 10500 0 0
QUANTUM CORP-DLT & STORAGE COM 747906204 43833 4450 X 4200 0 250
QUANTUM CORP-DLT & STORAGE COM 747906204 3792 385 X 135 0 250
QUEST DIAGNOSTICS INC COM 74834L100 18651771 260100 X 254367 0 5733
QUEST DIAGNOSTICS INC COM 74834L100 1786368 24911 X 24581 0 330
QUEST SOFTWARE INC COM 74834T103 4422 200 X 200 0 0
QUESTAR CORP COM 748356102 1206458 48162 X 48162 0 0
QUESTAR CORP COM 748356102 3218925 128500 X 114500 0 14000
QUIKSILVER INC COM 74838C106 1687320 98100 X 23100 0 75000
QUINTILES TRANSNATIONAL CORP COM 748767100 1363448 84950 X 84650 0 300
QUOVADX INC COM 74913K106 3431 375 X 375 0 0
QWEST COMMUNICATIONS INTL COM 749121109 44047181 3117281 X 2979181 0 138100
QWEST COMMUNICATIONS INTL COM 749121109 7316005 517764 X 492073 400 25291
QLOGIC CORP COM 747277101 406866 9141 X 9141
QLOGIC CORP COM 747277101 9792 220 X 220
QUALCOMM INC COM 747525103 107414 2127 X 2127
QUINTILES TRANATIONAL CORP COM 748767100 4077 254 X 254
QUOKKA SPORTS INC COM 749077400 166 1088 X 1088
QUOVADX INC COM 74913K106 14279 1564 X 1564
QWEST COMM INTL INC COM 749121109 64532 4567 X 4567
R & B INC COM 749124103 4073458 586109 X 399809 0 186300
R & B INC COM 749124103 27800 4000 X 4000 0 0
R G S ENERGY GROUP INC COM 74956K104 1164021 30958 X 30658 0 300
R G S ENERGY GROUP INC COM 74956K104 102122 2716 X 2716 0 0
R H DONNELLEY CORP NEW COM 74955W307 101152 3482 X 3455 0 27
R H DONNELLEY CORP NEW COM 74955W307 118989 4096 X 2560 0 1536
R J REYNOLDS TOBACCO HOLD COM 76182K105 55343 983 X 983 0 0
R J REYNOLDS TOBACCO HOLD COM 76182K105 855647 15198 X 14922 0 276
RADIAN GROUP INC COM 750236101 2289235 53300 X 53300 0 0
RADIAN GROUP INC COM 750236101 266290 6200 X 0 0 6200
RADIANT SYS INC COM 75025N102 226550 19700 X 19700 0 0
RADIO ONE INC CL D NON-VTG COM 75040P405 190906 10600 X 0 0 10600
RADIO ONE INC COM 75040P108 5541 300 X 300 0 0
RADIOSHACK CORP COM 750438103 550830 18300 X 6632 0 11668
RADIOSHACK CORP COM 750438103 343140 11400 X 11400 0 0
RADISYS CORP COM 750459109 239852 12200 X 12200 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 136160 18400 X 18400 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 22200 3000 X 3000 0 0
RALCORP HOLDINGS COM 751028101 483510 21300 X 21300 0 0
RAMBUS INC COM 750917106 20774 2600 X 2600 0 0
RAMBUS INC COM 750917106 1598 200 X 200 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
RARE HOSPITALITY INTL INC COM 753820109 10182648 451759 X 350409 0 101350
RARE MEDIUM GROUP INC COM 75382N109 3330 4500 X 4500 0 0
RATIONAL SOFTWARE CORP COM 75409P202 91533 4694 X 4350 0 344
RATIONAL SOFTWARE CORP COM 75409P202 39000 2000 X 2000 0 0
RAVISENT TECHNOLOGIES INC COM 754440105 10500 3000 X 3000 0 0
RAWLINGS SPORTING GOODS INC COM 754459105 3000 1000 X 1000 0 0
RAYMOND JAMES FINL INC COM 754730109 1308450 36837 X 36837 0 0
RAYMOND JAMES FINL INC COM 754730109 49728 1400 X 1400 0 0
RAYONIER INC COM 754907103 259063 5133 X 5133 0 0
RAYONIER INC COM 754907103 805299 15956 X 14356 0 1600
RAYOVAC CORP COM 755081106 12782880 726300 X 482400 0 243900
RAYOVAC CORP COM 755081106 357280 20300 X 0 0 20300
RAYTECH CORP DEL 755103108 122 47 X 47 0 0
RAYTHEON CO COM 755111507 9435685 290597 X 276688 0 13909
RAYTHEON CO COM 755111507 11870383 365580 X 334683 400 30497
RCN CORP COM 749361101 44023 15025 X 7810 0 7215
RCN CORP COM 749361101 9230 3150 X 3150 0 0
READ-RITE CORP COM 755246105 906892 137200 X 137200 0 0
READ-RITE CORP COM 755246105 33050 5000 X 5000 0 0
READERS DIGEST ASSN COM CL A NON VTG 755267101 4616 200 X 200 0 0
READING ENTERTAINMENT INC COM 755358108 272 143 X 143 0 0
REALNETWORKS INC COM 75605L104 16947 2853 X 2853 0 0
REALNETWORKS INC COM 75605L104 297 50 X 50 0 0
RED HAT INC COM 756577102 192914 27171 X 27171 0 0
RED HAT INC COM 756577102 710 100 X 100 0 0
REDBACK NETWORKS COM 757209101 4345 1100 X 1100 0 0
REDBACK NETWORKS COM 757209101 395 100 X 100 0 0
REEBOK INTL 758110100 150494 5679 X 2847 0 2832
REFAC COM 758653109 26 10 X 10 0 0
REGAL BELOIT CORP COM 758750103 322640 14800 X 9800 0 5000
REGENERON PHARMACEUTICALS INC COM 75886F107 1488538 52860 X 52850 0 10
REGENERON PHARMACEUTICALS INC COM 75886F107 2816 100 X 0 0 100
REGIONS FINL CORP COM 758940100 830146 27727 X 24555 0 3172
REGIONS FINL CORP COM 758940100 112455 3756 X 3756 0 0
REGIS CORP MINNESOTA COM 758932107 755354 29300 X 20750 0 8550
REHABCARE GROUP INC COM 759148109 361120 12200 X 12200 0 0
REINSURANCE GROUP AMER INC COM 759351109 9568832 287525 X 203025 0 84500
RELIANCE STL & ALUM CO COM 759509102 14415135 549148 X 377448 0 171700
RELIANCE STL & ALUM CO COM 759509102 429188 16350 X 0 0 16350
RELIANT ENERGY INC COM 75952J108 5100857 192340 X 169458 0 22882
RELIANT ENERGY INC COM 75952J108 3087432 116419 X 112257 0 4162
RELIANT RESOURCES COM 75952B105 200943 12171 X 5091 0 7080
REMEDYTEMP INC CL A COM 759549108 4843024 340100 X 223800 0 116300
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
REMINGTON OIL & GAS CORP COM NEW 759594302 11524395 666150 X 621376 0 44774
RENAISSANCE LEARNING INC COM 75968L105 3433238 112676 X 112039 0 637
RENAL CARE GROUP INC COM 759930100 1091400 34000 X 34000 0 0
RENAL CARE GROUP INC COM 759930100 56175 1750 X 1750 0 0
RENT A CTR INC NEW COM 76009N100 20929552 623460 X 410160 0 213300
REPLIGEN CORP COM 759916109 1218 500 X 500 0 0
REPUBLIC BANCORP INC COM 760282103 12724397 918729 X 633580 0 285149
REPUBLIC BANCORP INC COM 760282103 627267 45290 X 13289 0 32001
RES-CARE INC COM 760943100 18435904 2083153 X 1385803 0 697350
RES-CARE INC COM 760943100 17700 2000 X 2000 0 0
RESEARCH FRONTIERS INC COM 760911107 3352 200 X 200 0 0
RESEARCH IN MOTION COM 760975102 18976 800 X 800 0 0
RESEARCH IN MOTION COM 760975102 11860 500 X 500 0 0
RESMED INC COM 761152107 1197024 22200 X 22200 0 0
RESOURCE AMER INC COM NEW 761195205 3278 351 X 351 0 0
RESOURCE BANCSHARES MTG GRP INC COM 761197102 1565952 136645 X 135956 0 689
RESPIRONICS INC COM 761230101 8676142 250466 X 186884 0 63582
RESPIRONICS INC COM 761230101 103920 3000 X 3000 0 0
RETEK INC COM 76128Q109 3704 124 X 124 0 0
RETEK INC COM 76128Q109 92597 3100 X 0 0 3100
REYNOLDS & REYNOLDS CO CL A COM 761695105 7275 300 X 300 0 0
REYNOLDS & REYNOLDS CO CL A COM 761695105 400125 16500 X 0 0 16500
RF MICRO DEVICES INC COM 749941100 9615 500 X 500 0 0
RF MICRO DEVICES INC COM 749941100 22115 1150 X 1150 0 0
RICHARDSON ELECTRS LTD COM 763165107 9450 781 X 781 0 0
RIGGS NATL CORP WASH D C 766570105 3680257 263440 X 249740 0 13700
RIGGS NATL CORP WASH D C 766570105 42301 3028 X 3028 0 0
RITE AID CORP COM 767754104 277374 54817 X 44817 0 10000
RITE AID CORP COM 767754104 326997 64624 X 54624 0 10000
RIVERSTONE NETWORKS INC COM 769320102 20966 1263 X 853 0 410
RIVERSTONE NETWORKS INC COM 769320102 196162 11817 X 717 0 11100
RLI CORP COM 749607107 315000 7000 X 7000 0 0
RMH TELESERVICES INC COM 749938106 3163533 165630 X 164666 0 964
ROADWAY CORPORATION COM 769742107 13410180 365400 X 239600 0 125800
ROBBINS & MYERS INC COM 770196103 194303 8300 X 8300 0 0
ROBERT HALF INTL INC COM 770323103 668248 25028 X 24578 0 450
ROCKWELL COLLINS INC COM 774341101 626223 32114 X 23328 0 8786
ROCKWELL COLLINS INC COM 774341101 550407 28226 X 20838 0 7388
ROCKWELL INTL CORP COM 773903109 613580 34355 X 25569 0 8786
ROCKWELL INTL CORP COM 773903109 515618 28870 X 21482 0 7388
ROCKY SHOES & BOOTS INC COM 774830103 1394378 241660 X 171860 0 69800
ROGERS CORP 775133101 1925201 63538 X 30938 0 32600
ROGERS CORP 775133101 115140 3800 X 3800 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ROHM & HAAS CO COM 775371107 1583110 45715 X 37158 0 8557
ROHM & HAAS CO COM 775371107 171141 4942 X 4942 0 0
ROLLINS INC COM 775711104 9000 450 X 450 0 0
ROPER INDUSTRIES INC COM 776696106 2227500 45000 X 18800 0 26200
ROPER INDUSTRIES INC COM 776696106 499950 10100 X 0 0 10100
ROSLYN BANCORP INC COM 778162107 97703 5583 X 4900 0 683
ROSS STORES INC COM 778296103 530603 16540 X 320 0 16220
ROUSE CO COM 779273101 43935 1500 X 0 0 1500
ROUSE CO COM 779273101 146450 5000 X 0 0 5000
ROWAN COS INC COM 779382100 194397 10036 X 9543 0 493
ROXIO INC COM 780008108 190954 11538 X 11538 0 0
ROYAL APPLIANCE MFG CO COM 780076105 48902 9800 X 9800 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5573610 344050 X 331650 0 12400
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 15066 930 X 930 0 0
RPM INC COM 749685103 692273 47875 X 47275 0 600
RPM INC COM 749685103 578545 40010 X 36210 0 3800
RSA SEC INC COM 749719100 28809 1650 X 1650 0 0
RSA SEC INC COM 749719100 17 1 X 0 0 1
RTI INTERNATIONAL METALS COM 74973W107 147260 14800 X 14800 0 0
RUBY TUESDAY INC COM 781182100 11573430 561000 X 392800 0 168200
RUBY TUESDAY INC COM 781182100 141274 6848 X 6848 0 0
RUDOPLH TECHNOLOGIES INC COM 781270103 391248 11400 X 11400 0 0
RURAL / METRO CORP COM 781748108 4085 10750 X 10750 0 0
RURAL CELLULAR CORP COM 781904107 2225 100 X 100 0 0
RUSS BERRIE & CO INC COM 782233100 429000 14300 X 14300 0 0
RUSSELL CORP COM 782352108 337725 22500 X 22500 0 0
RYANS FAMILY STEAK HOUSES INC COM 783519101 13416505 619700 X 400700 0 219000
RYDER SYSTEM COM 783549108 6921410 312479 X 208815 0 103664
RYDER SYSTEM COM 783549108 13290 600 X 600 0 0
RYERSON TULL INC COM 78375P107 194425 17675 X 17675 0 0
RYLAND GROUP INC COM 783764103 695400 9500 X 9500 0 0
RADIOSHACK CORP COM 750438103 12040 400 X 400
RATIONAL SOFTWARE CORP COM 75409P202 1950 100 X 100
RAYTHEON CO NEW COM 755111507 31301 964 X 964
READ RITE CORP COM 755246105 661 100 X 100
READ RITE CORP COM 755246105 40 6 X 6
REALNETWORKS INC COM 75605L104 594 100 X 100
REEBOK INTERNATIONAL LTD COM 758110100 3366 127 X 127
REGENRON PHARMACEUTICALS INC COM 75886F107 1261 45 X 45
REGENT COMMUNICATIONS INC COM 758865109 6660 1000 X 1000
REGIONS FINANCIAL CORP COM 758940100 14970 500 X 500
RELIANT ENERGY INCORP COM 75952J108 19572 738 X 738
RF MICRO DEVICES, INC COM 749941100 2942 153 X 153
RIVERSTONE NETWORKS INC COM 769320102 4153 249 X 249
RIVERSTONE NETWORKS INC COM 769320102 3336 200 X 200
ROBERT HALF INTERNATIONAL INC COM 770323103 12843 481 X 481
ROCKWELL COLLINS COM 774341101 9438 484 X 484
ROCKWELL INTL CORP NEW COM 773903109 8662 485 X 485
ROHM AND HAAS CO COM 775371107 20847 602 X 602
ROWAN COMPANIES INC COM 779382100 4726 244 X 244
RUDOLPH TECH. INC COM 781270103 32021 933 X 933
RYDER SYSTEM INC COM 783549108 2835 128 X 128
S & P 500 DEPOSITORY RECEIPT 78462F103 43318328 378988 X 371429 0 7559
S & P 500 DEPOSITORY RECEIPT 78462F103 1566710 13707 X 6135 150 7422
SABA SOFTWARE INC COM 784932105 1680109 321860 X 320220 0 1640
SABRE HOLDINGS CORP CL A COM 785905100 705466 16658 X 11863 0 4795
SABRE HOLDINGS CORP CL A COM 785905100 107400 2536 X 2450 0 86
SAFECO CORP COM 786429100 429403 13785 X 8734 0 5051
SAFECO CORP COM 786429100 260103 8350 X 8350 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 13125 3750 X 2250 0 1500
SAFEGUARD SCIENTIFICS INC COM 786449108 3500 1000 X 0 0 1000
SAFEWAY INC COM NEW 786514208 23814200 570400 X 560068 0 10332
SAFEWAY INC COM NEW 786514208 1583995 37940 X 35651 0 2289
SAGA COMMUNICATIONS INC COM 786598102 7763 375 X 375 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
SAGE INC COM 786632109 37070 1000 X 1000 0 0
SAINT PAUL COS 792860108 2221452 50522 X 42768 0 7754
SAINT PAUL COS 792860108 2138349 48632 X 46332 0 2300
SAKS INC COM 79377W108 1445477 154762 X 154762 0 0
SALISBURY BANCORP INC COM 795226109 76590 3404 X 3404 0 0
SALISBURY BANCORP INC COM 795226109 42750 1900 X 1900 0 0
SALTON INC COM 795757103 152928 8100 X 8100 0 0
SANCHEZ COMPUTER ASSOCS INC COM 799702105 8550 1000 X 1000 0 0
SANDISK CORP COM 80004C101 144 10 X 10 0 0
SANMINA-SCI CORPORATION 800907107 8542831 429288 X 415788 0 13500
SANMINA-SCI CORPORATION 800907107 148713 7473 X 7283 0 190
SANTA FE ENERGY TR 802013102 67290 3000 X 3000 0 0
SAPIENT CORP COM 803062108 90942 11780 X 11480 0 300
SARA LEE CORP COM 803111103 30022704 1350549 X 1216049 0 134500
SARA LEE CORP COM 803111103 19404122 872880 X 845034 1600 26246
SAUER INC COM 804137107 5344800 668100 X 454200 0 213900
SAUER INC COM 804137107 4640 580 X 580 0 0
SBA COMMUNICATIONS CORP COM 78388J106 2604 200 X 200 0 0
SBA COMMUNICATIONS CORP COM 78388J106 184884 14200 X 0 0 14200
SBC COMMUNICATIONS INC COM 78387G103 327164291 8352420 X 7988483 0 363937
SBC COMMUNICATIONS INC COM 78387G103 117885875 3009596 X 2871253 2350 135993
SBS TECHNOLOGIES INC COM 78387P103 147157 10100 X 10100 0 0
SCANA CORP COM 80589M102 554708 19932 X 19932 0 0
SCANA CORP COM 80589M102 827776 29744 X 29744 0 0
SCANSOFT INC COM 80603P107 40188 9346 X 9346 0 0
SCHAWK INC COM 806373106 5775 525 X 525 0 0
SCHERING PLOUGH CORP COM 806605101 70430929 1966795 X 1860155 0 106640
SCHERING PLOUGH CORP COM 806605101 37716417 1053237 X 1034047 0 19190
SCHLUMBERGER LTD COM 806857108 134045305 2439405 X 2333305 0 106100
SCHLUMBERGER LTD COM 806857108 42690270 776893 X 738132 825 37936
SCHOLASTIC CORP COM 807066105 2566830 51000 X 50700 0 300
SCHOOL SPECIALTY INC COM 807863105 2574000 112500 X 111900 0 600
SCHULMAN A INC COM 808194104 86364 6327 X 6327 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3301468 213411 X 189030 0 24381
SCHWAB CHARLES CORP NEW COM 808513105 390246 25226 X 22726 0 2500
SCHWEITZER-MAUDUIT INTL INC COM 808541106 254600 10720 X 10720 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3088 130 X 120 0 10
SCIENTIFIC ATLANTA 808655104 454381 18980 X 9244 0 9736
SCIENTIFIC ATLANTA 808655104 108400 4528 X 2528 0 2000
SCIENTIFIC LEARNING CORP COM 808760102 3500 2000 X 2000 0 0
SCIENTIFIC TECH INC COM 808799209 3860 1000 X 1000 0 0
SCIOS NOVA INC COM 808905103 9309592 391653 X 311750 0 79903
SCM MICROSYSTEMS COM 784018103 159576 10900 X 10900 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
SCOTTS CO CL A COM 810186106 966280 20300 X 14300 0 6000
SCOTTS CO CL A COM 810186106 556920 11700 X 0 0 11700
SCP POOL CORP COM 784028102 624350 22745 X 22745 0 0
SCPIE HLDGS INC COM 78402P104 193050 6600 X 6600 0 0
SCRIPPS CO (E.W.) CLASS A 811054204 39600 600 X 600 0 0
SEA CONTAINERS LTD CL A COM 811371707 684 50 X 50 0 0
SEACHANGE INTERNATIONAL COM 811699107 17553341 514459 X 513359 0 1100
SEACHANGE INTERNATIONAL COM 811699107 17060 500 X 500 0 0
SEACOAST BKG CORP FL CL A COM 811707108 123238 2656 X 2656 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 5375530 313442 X 204900 0 108542
SEACOAST FINL SVCS CORP COM 81170Q106 107651 6277 X 6277 0 0
SEACOR SMIT INC COM 811904101 684400 14750 X 14350 0 400
SEALED AIR CORP NEW COM 81211K100 528170 12939 X 10680 0 2259
SEALED AIR CORP NEW COM 81211K100 253900 6220 X 6060 0 160
SEARS ROEBUCK & CO COM 812387108 4376067 91857 X 77229 0 14628
SEARS ROEBUCK & CO COM 812387108 1590271 33381 X 32651 0 730
SEATTLE GENETICS INCCOM 812578102 5700 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 175768 6920 X 6920 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 38135 1450 X 1450 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 102840 4285 X 4285 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 64440 2685 X 2000 0 685
SECURE COMPUTING CORP COM 813705100 12034697 585630 X 582530 0 3100
SECURITY CAPITAL GROUP B COM 81413P204 2686429 105890 X 0 0 105890
SECURITY CAPITAL GROUP B COM 81413P204 25370 1000 X 1000 0 0
SEDONA CORP COM 815677109 19750 25000 X 25000 0 0
SEEBEYOND TECHNOLOGIES CORP COM 815704101 4850 500 X 500 0 0
SEEC INC COM 784110108 2800 2000 X 2000 0 0
SEI INVESTMENT CO COM 784117103 117286 2600 X 2600 0 0
SEI INVESTMENT CO COM 784117103 4511 100 X 100 0 0
SEITEL INC NEW 816074306 276148 20305 X 20305 0 0
SELECTIVE INS GROUP INC 816300107 12578128 578837 X 376000 0 202837
SELECTIVE INS GROUP INC 816300107 1418317 65270 X 65270 0 0
SEMINIS INC COM 816658108 520 500 X 500 0 0
SEMPRA ENERGY COM 816851109 3064405 124823 X 116665 0 8158
SEMPRA ENERGY COM 816851109 711975 29001 X 8081 0 20920
SEMTECH CORP COM 816850101 638851 17900 X 17900 0 0
SEMTECH CORP COM 816850101 398907 11177 X 11177 0 0
SENECA FOODS CORP CL A COM 817070501 5756 400 X 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 39539 1900 X 1900 0 0
SEPRACOR INC COM 817315104 413685 7250 X 7250 0 0
SEQUENOM INC COM 817337108 2134 200 X 200 0 0
SERVICE CORP INTERNATIONAL 817565104 11477 2300 X 2300 0 0
SERVICE CORP INTERNATIONAL 817565104 50554 10131 X 9031 100 1000
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
SERVICEMASTER CO COM 81760N109 593552 43011 X 43011 0 0
SERVICEMASTER CO COM 81760N109 2024708 146718 X 146718 0 0
SHAW GROUP INC COM 820280105 8485662 361092 X 359692 0 1400
SHAW GROUP INC COM 820280105 378327 16099 X 16099 0 0
SHELBOURNE PPTYS I INC COM 821373107 7865 288 X 288 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 148580 3800 X 3800 0 0
SHERWIN WILLIAMS CO COM 824348106 23051903 838251 X 821559 0 16692
SHERWIN WILLIAMS CO COM 824348106 1794293 65247 X 64777 0 470
SHOP AT HOME INC COM 825066301 55 20 X 20 0 0
SHOPKO STORES INC COM 824911101 191900 20200 X 14100 0 6100
SICOR INC COM 825846108 244608 15600 X 15600 0 0
SIEBEL SYSTEMS INC COM 826170102 75304533 2691370 X 2599456 0 91914
SIEBEL SYSTEMS INC COM 826170102 5679912 202999 X 167634 750 34615
SIERRA HEALTH SVCS INC COM 826322109 157950 19500 X 18750 0 750
SIERRA PACIFIC RESOURCES COM NEW 826428104 43841 2913 X 2913 0 0
SIERRA PACIFIC RESOURCES COM NEW 826428104 309895 20591 X 5591 0 15000
SIGMA ALDRICH CORP COM 826552101 7441436 188821 X 179258 0 9563
SIGMA ALDRICH CORP COM 826552101 2097006 53210 X 51310 0 1900
SILGAN HOLDINGS INC COM 827048109 2213633 84619 X 84619 0 0
SILICON GRAPHICS INC COM 827056102 1680 800 X 800 0 0
SILICON GRAPHICS INC COM 827056102 840 400 X 400 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 7712 800 X 800 0 0
SILICON VY BANCSHARES COM 827064106 10023750 375000 X 256300 0 118700
SIMPSON MFG INC COM 829073105 487050 8500 X 8500 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 3074500 325000 X 224200 0 100800
SIRIUS SATELLITE RADIO INC COM 82966U103 4652 400 X 400 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 1047 90 X 90 0 0
SITEL CORP COM 82980K107 2400 1000 X 1000 0 0
SKILLSOFT CORP COM 83066P101 57024 2200 X 0 0 2200
SKYLINE CORP COM 830830105 193500 6000 X 6000 0 0
SKYWEST INC COM 830879102 4831937 189860 X 189060 0 800
SLADES FERRY BANCORP COM 830896106 167355 11157 X 11157 0 0
SLI INC COM 78442T108 71201 27280 X 27280 0 0
SLI INC COM 78442T108 2610 1000 X 1000 0 0
SMARTDISK CORP COM 83169Q105 14443 12559 X 12559 0 0
SMITH A O CORP COM 831865209 323700 16600 X 15100 0 1500
SMITH INTERNATIONAL INC 832110100 54125851 1009434 X 969434 0 40000
SMITH INTERNATIONAL INC 832110100 5548330 103475 X 100625 75 2775
SMITHFIELD FOODS INC 832248108 39672 1800 X 1200 0 600
SMITHFIELD FOODS INC 832248108 28211 1280 X 1280 0 0
SMUCKER (J.M.) CO COM 832696306 35380 1000 X 1000 0 0
SMUCKER (J.M.) CO COM 832696306 396256 11200 X 0 0 11200
SMURFIT-STONE CONTAINER CORP COM 832727101 17998 1127 X 1127 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 52701 3300 X 3050 0 250
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
SNAP ON INC COM 833034101 225892 6711 X 3757 0 2954
SOCKET COMMUNICATIONS INC COM 833672108 2352 1400 X 1400 0 0
SOFTNET SYS INC COM 833964109 925 500 X 0 0 500
SOLA INTL INC COM 834092108 325920 16800 X 16800 0 0
SOLECTRON CORP COM 834182107 1213457 107576 X 80221 0 27355
SOLECTRON CORP COM 834182107 848324 75206 X 14006 0 61200
SOLUTIA INC COM 834376105 25129112 1792376 X 1770783 0 21593
SOLUTIA INC COM 834376105 529844 37792 X 33792 0 4000
SOMANETICS CORP COM 834445405 21350 5000 X 5000 0 0
SONIC CORP 835451105 676260 18785 X 18785 0 0
SONIC CORP 835451105 50400 1400 X 0 0 1400
SONIC FDRY INC COM 83545R108 500 200 X 200 0 0
SONIC SOLUTIONS COM 835460106 4960 1000 X 1000 0 0
SONICWALL INC COM 835470105 58320 3000 X 0 0 3000
SONOCO PRODUCTS CO SO CAROLINA 835495102 21098460 793772 X 726194 0 67578
SONOCO PRODUCTS CO SO CAROLINA 835495102 1314913 49470 X 46049 0 3421
SONOSIGHT INC COM 83568G104 28644 1115 X 1115 0 0
SONUS NETWORKS INC COM 835916107 7854 1700 X 1300 0 400
SOS STAFFING SVCS INC COM 78462X104 1196391 1076860 X 733060 0 343800
SOS STAFFING SVCS INC COM 78462X104 4444 4000 X 4000 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 1661 100 X 100 0 0
SOURCE INFORMATION MGMT CO COM 836151209 1250935 234697 X 233297 0 1400
SOUTH FINANCIAL GRP INC COM 837841105 532500 30000 X 30000 0 0
SOUTH FINANCIAL GRP INC COM 837841105 3550 200 X 200 0 0
SOUTH JERSEY IND INC COM 838518108 6562543 201305 X 112405 0 88900
SOUTH JERSEY IND INC COM 838518108 125999 3865 X 3865 0 0
SOUTHERN COMPANY COM 842587107 9336025 368285 X 304412 0 63873
SOUTHERN COMPANY COM 842587107 3161196 124702 X 113397 250 11055
SOUTHERN UN CO NEW COM 844030106 739614 39216 X 39216 0 0
SOUTHERN UN CO NEW COM 844030106 291368 15449 X 15449 0 0
SOUTHTRUST CORP COM 844730101 4735012 191934 X 182316 0 9618
SOUTHTRUST CORP COM 844730101 133119 5396 X 5396 0 0
SOUTHWEST AIRLINES COM 844741108 8731172 472466 X 467120 0 5346
SOUTHWEST AIRLINES COM 844741108 1475055 79819 X 68204 100 11515
SOUTHWEST BANCORP INC COM 844767103 176100 10000 X 0 0 10000
SOUTHWEST BANCORP OF TEXAS COM 84476R109 5168603 170750 X 169950 0 800
SOUTHWEST GAS CORP COM 844895102 16144523 722350 X 472350 0 250000
SOUTHWEST GAS CORP COM 844895102 29055 1300 X 1300 0 0
SOUTHWESTERN ENERGY COM 845467109 186160 17900 X 17900 0 0
SOUTHWESTERN ENERGY COM 845467109 62400 6000 X 6000 0 0
SOVEREIGN BANCORP INC COM 845905108 2764355 225846 X 225846 0 0
SOVEREIGN BANCORP INC COM 845905108 650483 53144 X 11144 0 42000
SPACELABS MED INC COM 846247104 86873 7150 X 7150 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
SPECTRALINK CORP COM 847580107 4970955 290190 X 288390 0 1800
SPECTRASITE HLDGS INC COM 84760T100 1795 500 X 500 0 0
SPECTRIAN CORP COM 847608106 1103 100 X 100 0 0
SPEECHWORKS INTL COM 84764M101 984949 87551 X 87551 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2528 100 X 100 0 0
SPHERION CORP COM 848420105 11292271 1156995 X 795895 0 361100
SPHERION CORP COM 848420105 8784 900 X 900 0 0
SPINNAKER EXPL CO COM 84855W109 658560 16000 X 15600 0 400
SPINNAKER EXPL CO COM 84855W109 189295 4599 X 4599 0 0
SPRINT CORP COM 852061100 19973275 994685 X 901002 0 93683
SPRINT CORP COM 852061100 4347179 216493 X 209121 0 7372
SPRINT CORP PCS GROUP COM 852061506 4291254 175799 X 156380 0 19419
SPRINT CORP PCS GROUP COM 852061506 1746755 71559 X 59613 0 11946
SPS TECHNOLOGIES INC COM 784626103 324756 9300 X 9300 0 0
SPSS INC COM 78462K102 3634969 204787 X 203383 0 1404
SPX CORP COM 784635104 858363 6270 X 4396 0 1874
SPX CORP COM 784635104 152644 1115 X 1115 0 0
SRI / SURGICAL EXPRESS INC COM 78464W104 3200 200 X 200 0 0
ST JOE CO COM 790148100 1849815 66660 X 66660 0 0
ST JOE CO COM 790148100 55500 2000 X 2000 0 0
ST JUDE MEDICAL INC COM 790849103 9886942 127327 X 121832 0 5495
ST JUDE MEDICAL INC COM 790849103 1286428 16567 X 16567 0 0
ST MARY LD & EXPL CO COM 792228108 1992496 94030 X 93630 0 400
STAAR SURGICAL CO COM NEW PAR $0.01 852312305 3850 1000 X 1000 0 0
STAFF LEASING INC COM 852381102 143911 56658 X 0 0 56658
STAMPS.COM INC COM 852857101 2864 800 X 800 0 0
STANDARD AUTOMOTIVE CORP COM 853097103 96 800 X 800 0 0
STANDARD COMMERCIAL CORP COM 853258101 33825 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 6020 1000 X 0 0 1000
STANDARD MICROSYSTEMS CORP COM 853626109 178480 11500 X 11500 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 122320 8800 X 8800 0 0
STANDARD PAC CORP NEW COM 85375C101 1498112 61600 X 61600 0 0
STANDARD REGISTER CO COM 853887107 363188 19600 X 19600 0 0
STANDEX INTL CORP COM 854231107 197925 9100 X 7400 0 1700
STANDEX INTL CORP COM 854231107 29580 1360 X 1360 0 0
STANLEY WKS COM 854616109 12987116 278873 X 221500 0 57373
STANLEY WKS COM 854616109 9067691 194711 X 176287 0 18424
STAPLES INC COM 855030102 55407427 2962964 X 2936351 0 26613
STAPLES INC COM 855030102 5826976 311603 X 287493 0 24110
STARBASE CORP COM 854910205 68 100 X 100 0 0
STARBUCKS CORP COM 855244109 1085850 57000 X 56000 0 1000
STARBUCKS CORP COM 855244109 80010 4200 X 4200 0 0
STARMEDIA NETWORK INC COM 855546107 418 1100 X 1100 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
STARRETT LS CO CL A COM 855668109 1014311 48648 X 48648 0 0
STARRETT LS CO CL A COM 855668109 14178 680 X 680 0 0
STARTECH ENVIRONMENTAL COM 855906103 3392 1600 X 1600 0 0
STARTECH ENVIRONMENTAL COM 855906103 2120 1000 X 1000 0 0
STARTEK INC COM 85569C107 189500 10000 X 10000 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 1890908 63347 X 21902 0 41445
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 429094 14375 X 14141 0 234
STATE BANCORP INC NY COM 855716106 110700 7259 X 0 0 7259
STATE STREET CORP COM 857477103 28814203 551468 X 544526 0 6942
STATE STREET CORP COM 857477103 6681364 127873 X 123423 120 4330
STATEN IS BANCORP INC COM 857550107 797559 48900 X 48900 0 0
STATEN IS BANCORP INC COM 857550107 179508 11006 X 11006 0 0
STATION CASINOS INC COM 857689103 411568 36780 X 36780 0 0
STEAK N SHAKE CO COM 857873103 225216 20400 X 20400 0 0
STEEL DYNAMICS INC COM 858119100 373842 32200 X 32200 0 0
STEEL TECHNOLOGIES INC COM 858147101 66284 7300 X 7300 0 0
STEELCASE INC COM 858155203 73600 5000 X 5000 0 0
STEIN MART INC COM 858375108 243276 29100 X 29100 0 0
STELLENT INC COM 85856W105 6573257 222370 X 221122 0 1248
STEMCELLS INC COM 85857R105 4886 1400 X 1400 0 0
STEMCELLS INC COM 85857R105 7224 2070 X 2070 0 0
STERICYCLE INC COM 858912108 13698 225 X 225 0 0
STERICYCLE INC COM 858912108 103496 1700 X 0 0 1700
STERIS CORP COM 859152100 72532 3970 X 3970 0 0
STERLING BANCSHARES INC / TX COM 858907108 1960569 156595 X 155795 0 800
STERLING FINL CORP COM 859317109 9744 400 X 400 0 0
STEWART & STEVENSON SVCS INC COM 860342104 486032 25839 X 10439 0 15400
STEWART INFORMATION SVCS CORP COM 860372101 213300 10800 X 10800 0 0
STILLWATER MINING CO COM 86074Q102 505050 27300 X 27300 0 0
STILWILL FINANCIAL INC COM 860831106 896164 32923 X 31897 0 1026
STILWILL FINANCIAL INC COM 860831106 1320714 48520 X 48520 0 0
STONE ENERGY CORP COM 861642106 726800 18400 X 18400 0 0
STORAGE COMPUTER CORP COM 86211A101 6400 1000 X 1000 0 0
STORAGE TECHNOLOGY CORP COM 862111200 200499 9700 X 700 0 9000
STORAGENETWORKS INC COM 86211E103 96828 15668 X 15668 0 0
STRATOS LIGHTWAVE INC COM 863100103 293466 47718 X 47718 0 0
STRATTEC SEC CORP COM 863111100 7050 200 X 200 0 0
STRATUS PROPERTIES INC COM 863167201 859 101 X 101 0 0
STRIDE-RITE CORP 863314100 237110 36200 X 36200 0 0
STRIDE-RITE CORP 863314100 589762 90040 X 90040 0 0
STRYKER CORP COM 863667101 10046644 172120 X 169470 0 2650
STRYKER CORP COM 863667101 5168897 88554 X 67785 0 20769
STURM RUGER & CO INC 864159108 233610 19500 X 19500 0 0
STURM RUGER & CO INC 864159108 19168 1600 X 1000 0 600
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
SUMMIT PPTYS INC COM 866239106 82566 3300 X 3300 0 0
SUMMIT PPTYS INC COM 866239106 112590 4500 X 4500 0 0
SUN HYDRAULICS COM 866942105 38250 5000 X 5000 0 0
SUN HYDRAULICS COM 866942105 3825 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 25402624 2065254 X 1698467 0 366787
SUN MICROSYSTEMS INC COM 866810104 8420531 684596 X 475576 1175 207845
SUNGARD DATA SYS INC COM 867363103 276137 9545 X 9545 0 0
SUNGARD DATA SYS INC COM 867363103 1711267 59152 X 21362 0 37790
SUNOCO INC COM 86764P109 530489 14207 X 11512 0 2695
SUNOCO INC COM 86764P109 92902 2488 X 2488 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 1116951 38370 X 37570 0 800
SUNRISE ASSISTED LIVING INC COM 86768K106 46576 1600 X 1000 0 600
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 1440 6000 X 0 0 6000
SUNTRUST BANKS INC COM 867914103 13632798 217429 X 200923 0 16506
SUNTRUST BANKS INC COM 867914103 7821888 124751 X 120932 0 3819
SUPERIOR ENERGY SVCS INC COM 868157108 12975 1500 X 0 0 1500
SUPERIOR FINANCIAL CORP COM 868161100 8267895 528300 X 351700 0 176600
SUPERIOR INDS INTL INC COM 868168105 16100 400 X 400 0 0
SUPERIOR TELECOM INC COM 868365107 114 100 X 100 0 0
SUPERTEX INC COM 868532102 626858 35800 X 35800 0 0
SUPERVALU INC 868536103 466378 21084 X 15356 0 5728
SUPERVALU INC 868536103 380066 17182 X 15732 0 1450
SUPREMA SPECIALTIES INC COM 86859F107 3900 300 X 300 0 0
SURGICARE INC COM 868823105 456 200 X 200 0 0
SURMODICS INC COM 868873100 3897574 106900 X 106900 0 0
SUSQUEHANNA BANCSHARES INC PA COM 869099101 577545 27700 X 27700 0 0
SWIFT ENERGY CO COM 870738101 2810487 139133 X 138533 0 600
SWIFT TRANSN INC COM 870756103 5659281 263100 X 261741 0 1359
SWS GROUP INC COM 78503N107 312679 12286 X 12286 0 0
SYBASE INC COM 871130100 9174132 582115 X 408015 0 174100
SYBASE INC COM 871130100 94119 5972 X 1489 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 576898 26733 X 26733 0 0
SYBRON DENTAL SPECIALTIES COM 871142105 65387 3030 X 1798 0 1232
SYCAMORE NETWORKS COM 871206108 126625 23624 X 23624 0 0
SYCAMORE NETWORKS COM 871206108 12328 2300 X 2300 0 0
SYKES ENTERPRISES INC COM 871237103 56040 6000 X 6000 0 0
SYLVAN LEARNING SYS INC COM 871399101 4468844 202485 X 201485 0 1000
SYLVAN LEARNING SYS INC COM 871399101 44140 2000 X 0 0 2000
SYMANTEC CORP COM 871503108 814532 12280 X 12280 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 550242 34650 X 34050 0 600
SYMBOL TECHNOLOGIES INC COM 871508107 342976 21598 X 21598 0 0
SYMMETRICOM INC COM 871543104 128229 16850 X 16850 0 0
SYMS CORP 871551107 568 100 X 100 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
SYMYX TECHNOLOGIES INC COM 87155S108 147873 6962 X 6962 0 0
SYNAVANT INC COM 87157A105 5888 1472 X 1459 0 13
SYNAVANT INC COM 87157A105 14928 3732 X 3389 0 343
SYNCOR INTL CORP COM 87157J106 498336 17400 X 17400 0 0
SYNERGY BRANDS INC COM 87159E303 1080 1000 X 1000 0 0
SYNOPSYS INC 871607107 21561 365 X 300 0 65
SYNOPSYS INC 871607107 81398 1378 X 1378 0 0
SYNOVUS FINL CORP 87161C105 789250 31507 X 30799 0 708
SYNOVUS FINL CORP 87161C105 563625 22500 X 22500 0 0
SYNTROLEUM CORP COM 871630109 2840 400 X 400 0 0
SYSCO CORP COM 871829107 74763708 2851400 X 2705642 0 145758
SYSCO CORP COM 871829107 34246545 1306123 X 1210989 600 94534
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 248160 24000 X 24000 0 0
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 6204 600 X 0 0 600
SABRE GROUP HOLDGS COM 785905100 15288 361 X 361
SAFECO CORP COM 786429100 8068 259 X 259
SAFEWAY INC COM 786514208 55695 1334 X 1334
SANGSTAT MEDICAL CORP COM 801003104 12660 641 X 641
SANMINA SCI CORP COM 800907107 25817 1298 X 1298
SANMINA SCI CORP COM 800907107 19283 969 X 969
SANTA BARBARA RESTAURANT COM 801378100 6426 1530 X 1530
SAPIENT CORPORATION COM 803062108 1969 255 X 255
SARA LEE COM 803111103 48106 2164 X 2164
SBC COMMUNICATIONS, INC. COM 78387G103 2435316 62173 X 62173
SBC COMMUNICATIONS, INC. COM 78387G103 362636 9258 X 9258
SCHERING-PLOUGH CORP COM 806605101 142381 3976 X 3976
SCHLUMBERGER LTD COM 806857108 7373246 134181 X 134181
SCHLUMBERGER LTD COM 806857108 69457 1264 X 1264
SCHWAB CHARLES CORP NEW COM 808513105 57858 3740 X 3740
SCIENTIFIC-ATLANTA INC COM 808655104 8978 375 X 375
SCIOS, INC COM 808905103 6085 256 X 256
SEALED AIR CORPORATION COM 81211K100 5633 138 X 138
SEARS ROEBUCK & CO COM 812387108 40589 852 X 852
SEMPRA ENERGY COM 816851109 12152 495 X 495
SENIOR HOUSING PROPERTY TRUST COM 81721M109 139100 10000 X 10000
SEQUENOM INC 817337108 639 60 X 60
SHERWIN WILLIAMS CO 824348106 10230 372 X 372
SIEBEL SYSTEMS INC 826170102 212648 7600 X 7600
SIEBEL SYSTEMS INC 826170102 35507 1269 X 1269
SIGMA ALDRICH CORP 826552101 3941 100 X 100
SILICON LABORATORIES 826919102 1170883 34734 X 34734
SIRENZA MICRODEVICES INC. 82966T106 413734 68841 X 68841
SMURFIT-STONE CONTAINER CORP 832727101 1597 100 X 100
SNAP ON TOOLS CORP 833034101 4275 127 X 127
SOLECTRON CORP 834182107 20327 1802 X 1802
SOUTHERN CO 842587107 46061 1817 X 1817
SOUTHTRUST CORP 844730101 18675 757 X 757
SOUTHWEST AIRLINES CO 844741108 37921 2052 X 2052
SPRINT CORP. (PCS GROUP) 852061506 61806 2532 X 2532
SPRINT CORP. (PCS GROUP) 852061506 14646 600 X 600
SPRINT CORPORATION (FON GROUP) 852061100 48373 2409 X 2409
ST JUDE MEDICAL INC 790849103 10871 140 X 140
ST PAUL COMPANIES INC 792860108 21941 499 X 499
STANDARD MICROSYSTEMS CORP 853626109 171 11 X 11
STANLEY WORKS 854616109 6473 139 X 139
STAPLES INC 855030102 23394 1251 X 1251
STAPLES INC 855030102 187 10 X 10
STARBUCKS CORP 855244109 24936 1309 X 1309
STARWD HTLS & RES WLWD PAIRED 85590A203 14686 492 X 492
STATE STREET CORP 857477103 44465 851 X 851
STILLWELL FINANCIAL INC WI 860831106 16359 601 X 601
STRYKER CORP 863667101 28660 491 X 491
SUN MICROSYSTEMS INC 866810104 104771 8518 X 8518
SUNOCO, INC. 86764P109 5190 139 X 139
SUNTRUST BANKS INCORPORATED 867914103 46085 735 X 735
SUPER VALU INC 868536103 7985 361 X 361
SYCAMORE NETWOR 871206108 1608 300 X 300
SYMBOL TECHNOLOGIES INC 871508107 9607 605 X 605
SYNOVUS FINANCIAL CORP 87161C105 15882 634 X 634
SYSCO CORP 871829107 47484 1811 X 1811
T ROWE PRICE GROUP INC COM 74144T108 544115 15667 X 15350 0 317
T ROWE PRICE GROUP INC COM 74144T108 93771 2700 X 1700 0 1000
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 439824 27200 X 27200 0 0
TALBOTS INC COM 874161102 5471938 150950 X 142950 0 8000
TALK AMER HLDGS INC COM 87426R103 205 500 X 500 0 0
TANNING TECHNOLOGY CORP COM 87588P101 1632151 508300 X 505300 0 3000
TARGET CORP COM 87612E106 227808371 5549534 X 5376720 0 172814
TARGET CORP COM 87612E106 53369516 1300110 X 1246449 1350 52311
TASTY BAKING CO COM 876553306 33188 1875 X 1875 0 0
TB WOODS CORP COM 872226105 1985089 271930 X 181597 0 90333
TBC CORP COM 872180104 199511 14900 X 14900 0 0
TCF FINL CORP COM 872275102 1679 35 X 35 0 0
TCF FINL CORP COM 872275102 57576 1200 X 1200 0 0
TECH DATA CORP COM 878237106 104435 2413 X 2325 0 88
TECHNE CORP COM 878377100 1083390 29400 X 29400 0 0
TECHNE CORP COM 878377100 22110 600 X 600 0 0
TECHNITROL INC COM 878555101 654594 23700 X 23700 0 0
TECHNITROL INC COM 878555101 331440 12000 X 12000 0 0
TECHNOLOGY RESH CORP COM 878727304 36721 22667 X 22667 0 0
TECO ENERGY INC COM 872375100 9042252 344598 X 340611 0 3987
TECO ENERGY INC COM 872375100 7556202 287965 X 283040 0 4925
TECUMSEH PRODS CO CL A COM 878895200 1265750 25000 X 25000 0 0
TEJON RANCH CO COM 879080109 119550 5000 X 5000 0 0
TEKTRONIX INC COM 879131100 495492 19220 X 15464 0 3756
TEKTRONIX INC COM 879131100 73473 2850 X 2250 0 600
TELAXIS COMM CORP COM 879202109 7200 10000 X 10000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 375403 23045 X 23045 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 56233 3452 X 3134 0 318
TELEFLEX INC COM 879369106 322465 6816 X 6816 0 0
TELEFLEX INC COM 879369106 9462 200 X 200 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
TELEPHONE & DATA SYS INC COM 879433100 50709 565 X 565 0 0
TELETECH HOLDINGS INC COM 879939106 14330 1000 X 1000 0 0
TELLABS INC COM 879664100 3719759 248647 X 236425 0 12222
TELLABS INC COM 879664100 1544620 103250 X 62100 0 41150
TELLIUM INC COM 87967E107 3115 500 X 500 0 0
TEMPLE-INLAND INC COM 879868107 513180 9046 X 6766 0 2280
TEMPLE-INLAND INC COM 879868107 355300 6263 X 6045 0 218
TENET HEALTHCARE CORP COM 88033G100 73404756 1250081 X 1233709 0 16372
TENET HEALTHCARE CORP COM 88033G100 1883972 32084 X 29959 0 2125
TENNANT CO COM 880345103 74200 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 355 174 X 174 0 0
TENNECO AUTOMOTIVE INC COM 880349105 2846 1395 X 1395 0 0
TERADYNE COM 880770102 27110568 899488 X 863888 0 35600
TERADYNE COM 880770102 866525 28750 X 18750 0 10000
TERAYON COMMUNICATION SYS COM 880775101 4136 500 X 500 0 0
TERAYON COMMUNICATION SYS COM 880775101 18196 2200 X 0 0 2200
TEREX CORP NEW 880779103 13621617 776603 X 530030 0 246573
TETRA TECH INC COM 88162G103 3254090 163440 X 162690 0 750
TETRA TECH INC COM 88162G103 107056 5377 X 0 0 5377
TETRA TECHNOLOGIES INC DEL COM 88162F105 207405 9900 X 9900 0 0
TEXAS BIOTECHNOLOGY CORP COM 88221T104 2600 400 X 400 0 0
TEXAS INDUSTRIES INC 882491103 1845000 50000 X 48810 0 1190
TEXAS INDUSTRIES INC 882491103 122139 3310 X 3310 0 0
TEXAS INSTRUMENTS COM 882508104 172304664 6153738 X 5929106 0 224632
TEXAS INSTRUMENTS COM 882508104 31987564 1142413 X 1024608 1450 116355
TEXAS REGIONAL BANCSHARES INC CL A 882673106 9353416 247118 X 165158 0 81960
TEXTRON INC COM 883203101 34835687 840224 X 799409 0 40815
TEXTRON INC COM 883203101 5176654 124859 X 116482 425 7952
THE MANAGEMENT NETWORK GROUP INC COM 561693102 3006330 435700 X 433500 0 2200
THERAGENICS CORP COM 883375107 207060 21000 X 21000 0 0
THERMA-WAVE INC COM 88343A108 3294336 220800 X 218700 0 2100
THERMO ELECTRON CORPORATION COM 883556102 6743671 282635 X 279108 0 3527
THERMO ELECTRON CORPORATION COM 883556102 2709828 113572 X 100985 700 11887
THIRD WAVE TECHNOLOGIES COM 88428W108 735 100 X 100 0 0
THOMAS & BETTS CORP COM 884315102 1128522 53358 X 51018 0 2340
THOMAS & BETTS CORP COM 884315102 1310200 61948 X 61748 0 200
THOMAS INDS INC COM 884425109 9126250 365050 X 244950 0 120100
THOMAS NELSON INC 640376109 113220 10200 X 10200 0 0
THOR INDS INC COM 885160101 359385 9700 X 9700 0 0
THORATEC CORPORATION COM 885175307 8182593 481329 X 479955 0 1374
THORATEC CORPORATION COM 885175307 17000 1000 X 0 0 1000
THORNBURG MORTGAGE INC COM 885218107 19700 1000 X 1000 0 0
THORNBURG MORTGAGE INC COM 885218107 39400 2000 X 2000 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
THQ INC COM 872443403 823990 17000 X 17000 0 0
THREE RIVERS BANCORP INC COM 88562Q107 5325 426 X 426 0 0
THREE-FIVE SYSTEMS INC 88554L108 241832 15200 X 15200 0 0
TIBCO SOFTWARE INC COM 88632Q103 7465 500 X 500 0 0
TICKETMASTER CL B 88633P203 80311 4900 X 4900 0 0
TICKETS.COM INC COM 88633M200 1406 625 X 625 0 0
TIDEWATER INC COM 886423102 1017 30 X 30 0 0
TIDEWATER INC COM 886423102 115260 3400 X 3400 0 0
TIFFANY & CO NEW 886547108 437811 13912 X 13512 0 400
TIFFANY & CO NEW 886547108 78675 2500 X 2500 0 0
TIMBERLINE SOFTWARE CORP COM 887134104 24000 4000 X 4000 0 0
TIME WARNER TELECOM CL A COM 887319101 3892 220 X 220 0 0
TIMKEN CO COM 887389104 719395 44462 X 44300 0 162
TIMKEN CO COM 887389104 31713 1960 X 1960 0 0
TITAN CORP COM 888266103 5866244 235120 X 233820 0 1300
TITAN CORP COM 888266103 16841 675 X 675 0 0
TITAN INTL INC COM 88830M102 69678 14700 X 14700 0 0
TIVO INC COM 888706108 655 100 X 100 0 0
TJX COS INC NEW COM 872540109 62910161 1578278 X 1523416 0 54862
TJX COS INC NEW COM 872540109 5068637 127161 X 114639 0 12522
TMP WORLDWIDE INC COM 872941109 435092 10142 X 9860 0 282
TODD SHIPYARDS CORP COM 889039103 890 100 X 100 0 0
TOLL BROS INC COM 889478103 1584790 36100 X 27700 0 8400
TOLL BROS INC COM 889478103 561920 12800 X 0 0 12800
TOLLGRADE COMMUNICATIONS INC COM 889542106 6229713 186798 X 185869 0 929
TOM BROWN INC COM 115660201 4493924 166380 X 165586 0 794
TOMPKINS TRUSTCO INC COM 890110109 605441 15042 X 7122 0 7920
TOMPKINS TRUSTCO INC COM 890110109 86860 2158 X 2158 0 0
TOO INC COM 890333107 612040 22256 X 22256 0 0
TOO INC COM 890333107 107250 3900 X 0 0 3900
TOOTSIE ROLL INDUSTRIES COM 890516107 311702 7976 X 7876 0 100
TOOTSIE ROLL INDUSTRIES COM 890516107 70539 1805 X 1030 0 775
TOPPS INC COM 890786106 6897555 567700 X 360100 0 207600
TORCH ENERGY ROYALTY TRUST COM 891013104 3015 500 X 500 0 0
TORCHMARK CORP COM 891027104 12564716 319469 X 310944 0 8525
TORCHMARK CORP COM 891027104 2295259 58359 X 57459 0 900
TOREADOR RES CORP COM 891050106 29440 6400 X 6400 0 0
TORO CO COM 891092108 495000 11000 X 11000 0 0
TOTAL SYS SVCS INC COM 891906109 6354 300 X 300 0 0
TOWER AUTOMOTIVE INC COM 891707101 280833 31100 X 31100 0 0
TOYS-R-US INC 892335100 1851356 89265 X 85617 0 3648
TOYS-R-US INC 892335100 11096 535 X 535 0 0
TRANSATLANTIC HLDG INC COM 893521104 4763577 52347 X 52235 0 112
TRANSATLANTIC HLDG INC COM 893521104 1427972 15692 X 12542 0 3150
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
TRANSKARYOTIC THERAPIES INC COM 893735100 4280000 100000 X 99400 0 600
TRANSOCEAN SEDCO FOREX INC COM G90078109 42472374 1255836 X 1236229 0 19607
TRANSOCEAN SEDCO FOREX INC COM G90078109 2300267 68015 X 61685 0 6330
TRANSPRO INC COM 893885103 12400 4000 X 0 0 4000
TRANSTECHNOLOGY CORP 893889105 1266055 124123 X 97023 0 27100
TRANSWITCH CORP COM 894065101 2509650 557700 X 550300 0 7400
TRAVIS BOATS & MOTORS INC COM 894363100 412978 212875 X 211711 0 1164
TRC COS INC COM 872625108 5718000 114360 X 113860 0 500
TRC COS INC COM 872625108 450000 9000 X 9000 0 0
TREDEGAR CORPORATION 894650100 511100 26900 X 26900 0 0
TREMONT CORP COM 894745207 20230 700 X 700 0 0
TRENWICK GROUP LTD COM G9032C109 322389 31700 X 26000 0 5700
TRENWICK GROUP LTD COM G9032C109 25425 2500 X 2500 0 0
TREX COMPANY INC COM 89531P105 5598252 294800 X 195240 0 99560
TRIAD HOSPS INC COM 89579K109 8959586 305267 X 303667 0 1600
TRIAD HOSPS INC COM 89579K109 177949 6063 X 263 0 5800
TRIARC COS INC CL A COM 895927101 391206 16099 X 12899 0 3200
TRIBUNE CO NEW COM 896047107 22960161 613416 X 599277 0 14139
TRIBUNE CO NEW COM 896047107 23764419 634903 X 600460 0 34443
TRICO MARINE SVCS INC COM 896106101 7550 1000 X 1000 0 0
TRICON GLOBAL RESTAURANTS INC COM 895953107 2346151 47686 X 46683 0 1003
TRICON GLOBAL RESTAURANTS INC COM 895953107 1735924 35283 X 32193 40 3050
TRIGON HEALTHCARE INC COM 89618L100 6930554 99792 X 96600 0 3192
TRIMBLE NAV LTD 896239100 286917 17700 X 17700 0 0
TRIMERIS INC COM 896263100 11243 250 X 250 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 72334 5900 X 5900 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1226 100 X 100 0 0
TRIUMPH GROUP INC COM 896818101 364000 11200 X 11200 0 0
TRIZETTO GROUP INC COM 896882107 918400 70000 X 69555 0 445
TROY FINANICIAL CORP COM 897329108 420112 16940 X 11940 0 5000
TRUST CO NJ JERSEY CITY NEW COM 898304100 60480 2400 X 2400 0 0
TRUSTCO BK CORP NY 898349105 1600438 127322 X 119025 0 8297
TRUSTCO BK CORP NY 898349105 2197274 174803 X 128820 0 45983
TRW INC COM 872649108 1470710 39706 X 34094 0 5612
TRW INC COM 872649108 1627056 43927 X 39567 0 4360
TULARIK INC COM 899165104 2402 100 X 100 0 0
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 1200 202 X 202 0 0
TUPPERWARE CORP COM 899896104 145761 7572 X 7422 0 150
TUPPERWARE CORP COM 899896104 38346 1992 X 1992 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 1996650 68850 X 68450 0 400
TWEETER HOME ENTMT GROUP INC COM 901167106 36250 1250 X 1250 0 0
TXU CORP COM 873168108 51219234 1086304 X 1061360 0 24944
TXU CORP COM 873168108 9656697 204808 X 167363 100 37345
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
TYCO INTL LTD NEW COM 902124106 546823772 9283935 X 8990446 130 293359
TYCO INTL LTD NEW COM 902124106 104978354 1782315 X 1661654 1000 119661
TYSON FOODS INC CL A COM 902494103 63155 5468 X 5468 0 0
TYSON FOODS INC CL A COM 902494103 578 50 X 50 0 0
T ROWE PRICE GROUP INC COM 74144T108 6946 200 X 200
TARGET CORP COM 87612E106 99177 2416 X 2416
TECHNOLOGY SOLUTIONS COMPANY COM 87872T108 1468 716 X 716
TEKTRONIX INC COM 879131100 6265 243 X 243
TELLABS INC COM 879664100 16157 1080 X 1080
TEMPLE INLAND INC COM 879868107 6978 123 X 123
TENET HEALTHCARE CORP COM 88033G100 49912 850 X 850
TERADYNE INC COM 880770102 11483 381 X 381
TETRA TECH INC COM 88162G103 3902 196 X 196
TEXAS INSTRUMENTS INC. COM 882508104 7319844 261423 X 261423
TEXAS INSTRUMENTS INC. COM 882508104 134456 4802 X 4802
TEXTRON INC COM 883203101 15133 365 X 365
THE BEAR STEARNS COMPANIES INC COM 073902108 14601 249 X 249
THE CHEESCAKE FACTORY COM 163072101 2748 79 X 79
THE CHUBB CORPORATION COM 171232101 33189 481 X 481
THE PEPSI BOTTLING GROUP COM 713409100 17249 734 X 734
THERMO ELECTRON CORP COM 883556102 11548 484 X 484
THOMAS & BETTS CORP COM 884315102 2686 127 X 127
TIFFANY & CO COM 886547108 11581 368 X 368
TIMKEN COMPANY COM 887389104 2071 128 X 128
TIPPINGPOINT TECHNOLOGIES COM 888011103 911 124 X 124
TJX COMPANIES INCORPORATED COM 872540109 29098 730 X 730
TMP WORLDWIDE INC COM 872941109 10382 242 X 242
TMP WORLDWIDE INC COM 872941109 1244 29 X 29
TORCHMARK CORP COM 891027104 10147 258 X 258
TOYS "R" US INC COM 892335100 10183 491 X 491
TRANSOCEAN SEDCO FOREX INC COM G90078109 28646 847 X 847
TRIBUNE CO NEW COM 896047107 23880 638 X 638
TRICON GLOBAL RESTAURANTS COM 895953107 18106 368 X 368
Triton Network COM 896775103 91120 134000 X 134000
Triton Network COM 896775103 238000 350000 X 350000
TRW INC COM 872649108 9556 258 X 258
TUPPERWARE CORP COM 899896104 2445 127 X 127
TXU CORPORATION COM 873168108 29186 619 X 619
TYCO INTERNATIONAL LTD COM 902124106 311817 5294 X 5294
U S INDUSTRIES INC COM 912080108 387 151 X 0 0 151
U S LIME & MINERALS INC COM 911922102 4528 800 X 800 0 0
U.S. PLASTIC LUMBER CO COM 902948108 49295 129827 X 129827 0 0
UAL CORP COM 902549500 26190 1940 X 1940 0 0
UAL CORP COM 902549500 4725 350 X 350 0 0
UCAR INTL INC COM 90262K109 4202960 392800 X 252000 0 140800
UCBH HLDGS INC COM 90262T308 381096 13400 X 13400 0 0
UGI CORPORATION COM 902681105 806793 26715 X 26715 0 0
UGI CORPORATION COM 902681105 262740 8700 X 8150 0 550
UIL HLDG CORP COM 902748102 1151993 22456 X 22456 0 0
UIL HLDG CORP COM 902748102 145692 2840 X 2340 0 500
ULTIMATE ELECTRONICS INC COM 903849107 5878200 195940 X 194940 0 1000
ULTRALIFE BATTERIES INC COM 903899102 10776 2400 X 2400 0 0
ULTRAMAR-DIAMOND SHAMROCK CORP COM 904000106 3167 64 X 64 0 0
ULTRATECH STEPPER INC COM 904034105 259364 15700 X 15700 0 0
UMB FINL CORP COM 902788108 193242 4601 X 4601 0 0
UNIFIRST CORP COM 904708104 22474909 996670 X 679870 0 316800
UNILAB CORP COM 904763208 37650 1500 X 0 0 1500
UNION BANKSHARES INC COM 905400107 110400 4800 X 4800 0 0
UNION BANKSHARES INC COM 905400107 213946 9302 X 9302 0 0
UNION FINL BANCSHARES INC COM 906611108 9912 944 X 944 0 0
UNION PACIFIC CORP COM 907818108 28371066 497738 X 480405 0 17333
UNION PACIFIC CORP COM 907818108 22231653 390029 X 372862 0 17167
UNION PLANTERS CORP COM 908068109 919524 20375 X 20002 0 373
UNION PLANTERS CORP COM 908068109 51268 1136 X 1136 0 0
UNISOURCE ENERGY CORP COM 909205106 429284 23600 X 23600 0 0
UNISOURCE ENERGY CORP COM 909205106 6075 334 X 334 0 0
UNISYS CORP COM 909214108 1421534 113360 X 109472 0 3888
UNISYS CORP COM 909214108 26384 2104 X 2104 0 0
UNIT CORP COM 909218109 328950 25500 X 25500 0 0
UNITED BANKSHARES INC W VA COM 909907107 845598 29300 X 29300 0 0
UNITED BANKSHARES INC W VA COM 909907107 115440 4000 X 4000 0 0
UNITED FIRE & CAS CO COM 910331107 5299413 185100 X 123200 0 61900
UNITED GLOBAL COM CL A 913247508 1500 300 X 300 0 0
UNITED INDUSTRIAL CORPORATION COM 910671106 117 7 X 7 0 0
UNITED NAT FOODS INC COM 911163103 14870750 594830 X 388781 0 206049
UNITED NATL BANCORP NJ COM 910909100 24010 1000 X 1000 0 0
UNITED NATL BANCORP NJ COM 910909100 2162725 90076 X 90076 0 0
UNITED ONLINE INC COM 911268100 71 17 X 17 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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 PARCEL SERVICE CL B COM 911312106 13667020 250771 X 247940 0 2831
UNITED PARCEL SERVICE CL B COM 911312106 7426061 136258 X 92895 0 43363
UNITED RENTALS INC COM 911363109 2270 100 X 100 0 0
UNITED RENTALS INC COM 911363109 164212 7234 X 4182 0 3052
UNITED RETAIL GROUP INC COM 911380103 214200 28000 X 28000 0 0
UNITED STATIONERS INC COM 913004107 9340298 277572 X 276250 0 1322
UNITED TECHNOLOGIES CORP COM 913017109 219267293 3392655 X 3298386 0 94269
UNITED TECHNOLOGIES CORP COM 913017109 36257818 561006 X 527619 250 33137
UNITEDHEALTH GROUP INC COM 91324P102 11219947 158541 X 136645 0 21896
UNITEDHEALTH GROUP INC COM 91324P102 3462351 48924 X 37838 0 11086
UNITIL CORP COM 913259107 60934 2604 X 2604 0 0
UNITIL CORP COM 913259107 1549454 66216 X 66216 0 0
UNITRIN INC COM 913275103 713731 18060 X 18060 0 0
UNITRIN INC COM 913275103 2280936 57716 X 57000 0 716
UNIVERSAL FST PRODS INC COM 913543104 295113 14100 X 14100 0 0
UNIVERSAL HEALTH SVC CL B COM 913903100 1718045 40160 X 160 0 40000
UNIVISION COMMUNICATIONS INC COM 914906102 853180 21087 X 20587 0 500
UNIVISION COMMUNICATIONS INC COM 914906102 44506 1100 X 1100 0 0
UNOCAL CORP COM 915289102 4049723 112274 X 89071 0 23203
UNOCAL CORP COM 915289102 1487274 41233 X 39153 0 2080
UNOVA INC COM 91529B106 6380 1100 X 1100 0 0
UNOVA INC COM 91529B106 25392 4378 X 1310 0 3068
UNUMPROVIDENT CORP COM 91529Y106 23632949 891473 X 819370 0 72103
UNUMPROVIDENT CORP COM 91529Y106 2670114 100721 X 84283 600 15838
URBAN OUTFITTERS INC COM 917047102 48240 2000 X 2000 0 0
URS CORP NEW COM 903236107 342433 12493 X 12493 0 0
US AIRWAYS GROUP NC COM 911905107 48355 7627 X 6331 0 1296
US BANCORP DEL COM 902973304 128480145 6138564 X 5897302 0 241262
US BANCORP DEL COM 902973304 14522385 693855 X 677606 700 15549
US LEC CORP CL-A COM 90331S109 4328 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 4395217 582920 X 580420 0 2500
US UNWIRED INC CL A COM 90338R104 5113007 502260 X 499660 0 2600
USA EDUCATION INC COM 90390U102 4220997 50238 X 49818 0 420
USA EDUCATION INC COM 90390U102 818607 9743 X 9393 0 350
USA NETWORKS INC COM 902984103 81930 3000 X 3000 0 0
USFREIGHTWAYS CORP COM 916906100 6860900 218500 X 151400 0 67100
USG CORP COM NEW 903293405 1258 220 X 220 0 0
USINTERNETWORKING INC COM 917311805 1848 9240 X 9240 0 0
UST INC COM 902911106 1343370 38382 X 30104 0 8278
UST INC COM 902911106 220500 6300 X 6300 0 0
USX-MARATHON GROUP 902905827 1987020 66234 X 55847 0 10387
USX-MARATHON GROUP 902905827 621000 20700 X 14200 0 6500
USX-U S STL GROUP COM 90337T101 169057 9335 X 7840 0 1495
USX-U S STL GROUP COM 90337T101 16860 931 X 581 150 200
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
UTI WORLDWIDE INC COM G87210103 2991275 152850 X 152050 0 800
UTILICORP UNITED INC 918005109 130230 5174 X 5174 0 0
UTILICORP UNITED INC 918005109 397686 15800 X 15500 0 300
UNION PACIFIC CORP COM 907818108 35055 615 X 615
UNION PLANTERS CORP COM 908068109 16382 363 X 363
UNISYS CORP COM 909214108 10621 847 X 847
UNITED TECHNOLOGIES CORP COM 913017109 78719 1218 X 1218
UNITEDHEALTH GROUP INC COM 91324P102 59942 847 X 847
UNIVISION COMMUNICATION INC COM 914906102 20068 496 X 496
UNOCAL CORPORATION COM 915289102 22111 613 X 613
UNUMPROVIDENT CORP COM 91529Y106 16224 612 X 612
US AIR GROUP COM 911905107 831 131 X 131
US BANCORP COM 902973304 91715 4382 X 4382
USA EDUCATION INC COM 90390U102 31508 375 X 375
USA NETWORKS, INC COM 902984103 5462 200 X 200
UST INC COM 902911106 13125 375 X 375
USX MARATHON GROUP COM 902905827 25290 843 X 843
USX-U.S. STEEL GROUP COM 90337T101 4365 241 X 241
V F CORP COM 918204108 588427 15084 X 10096 0 4988
V F CORP COM 918204108 449005 11510 X 11360 0 150
VA SOFTWARE CORP COM 91819B105 245 100 X 100 0 0
VA SOFTWARE CORP COM 91819B105 294 120 X 120 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 341952 9600 X 0 0 9600
VALENCE TECHNOLOGY INC COM 918914102 109862 32600 X 32600 0 0
VALERO ENERGY CO COM 91913Y100 19060 500 X 500 0 0
VALERO ENERGY CO COM 91913Y100 240156 6300 X 2300 0 4000
VALLEY NATIONAL BANCORP 919794107 501071 15207 X 15207 0 0
VALLEY NATIONAL BANCORP 919794107 2833074 85981 X 85981 0 0
VALMONT INDS INC 920253101 8727622 603570 X 423070 0 180500
VALSPAR CORP 920355104 15840 400 X 400 0 0
VALUECLICK INC COM 92046N102 552869 193311 X 193311 0 0
VALUEVISION INTL INC CL A COM 92047K107 908976 46400 X 46400 0 0
VARCO INTL INC DEL COM 922122106 4494 300 X 0 0 300
VARIAN INC COM 922206107 228702 7050 X 7050 0 0
VARIAN MED SYS INC COM 92220P105 1812498 25435 X 25435 0 0
VARIAN MED SYS INC COM 92220P105 57008 800 X 800 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 4566572 132020 X 131020 0 1000
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 10377 300 X 300 0 0
VAXGEN INC NEW COM 922390208 23200 2000 X 2000 0 0
VAXGEN INC NEW COM 922390208 1740 150 X 150 0 0
VECTOR GROUP LTD COM 92240M108 738534 22482 X 22482 0 0
VECTREN CORP COM 92240G101 609260 25407 X 24928 0 479
VECTREN CORP COM 92240G101 227618 9492 X 9492 0 0
VEECO INSTRS INC DEL COM 922417100 5739665 159214 X 158041 0 1173
VELCRO INDS N V COM 922571104 113775 10250 X 10000 0 250
VENTAS INC COM 92276F100 2875 250 X 250 0 0
VENTAS INC COM 92276F100 207 18 X 18 0 0
VENTRO CORP COM 922815105 1989 5100 X 5100 0 0
VERISIGN INC COM 92343E102 14784246 388650 X 380410 0 8240
VERISIGN INC COM 92343E102 713136 18747 X 16573 0 2174
VERITAS DGC INC COM 92343P107 414400 22400 X 22400 0 0
VERITAS SOFTWARE CO COM 923436109 8092981 180526 X 176373 0 4153
VERITAS SOFTWARE CO COM 923436109 331787 7401 X 5936 0 1465
VERITY INC COM 92343C106 494100 24400 X 24400 0 0
VERIZON COMMUNICATIONS COM 92343V104 236327307 4979505 X 4734079 500 244926
VERIZON COMMUNICATIONS COM 92343V104 108002681 2275657 X 2172501 270 102886
VERMONT PURE HOLDINGS LTD COM 924237100 28800 6000 X 6000 0 0
VERTEL CORPORATION COM 924907108 134 200 X 200 0 0
--------- --------- ---- ---- ---- ---------- --------- ----------
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
------------------------------
VERTEX PHARMACEUTICALS INC COM 92532F100 513439 20880 X 20880 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4918 200 X 200 0 0
VERTICAL NET COM 92532L107 1400 1000 X 0 0 1000
VESTA INS GROUP INC COM 925391104 1637600 204700 X 137600 0 67100
VI TECHNOLOGIES INC COM 917920100 1390 200 X 200 0 0
VIACOM INC CL A COM 925524100 425464 9615 X 9515 0 100
VIACOM INC CL A COM 925524100 517725 11700 X 1700 0 10000
VIACOM INC CL B COM 925524308 43816800 992453 X 938390 0 54063
VIACOM INC CL B COM 925524308 2485866 56305 X 47168 0 9137
VIAD CORP COM 92552R109 751130 31720 X 31720 0 0
VIAD CORP COM 92552R109 151220 6386 X 600 0 5786
VIANT CORP COM 92553N107 3340 2000 X 2000 0 0
VIASAT INC COM 92552V100 299520 19200 X 19200 0 0
VIASYS HEALTHCARE INC COM 92553Q209 1064946 52694 X 52367 0 327
VIASYS HEALTHCARE INC COM 92553Q209 323380 16001 X 14265 101 1635
VICAL INC COM 925602104 12240 1000 X 1000 0 0
VICOR CORP COM 925815102 486000 30000 X 25200 0 4800
VICOR CORP COM 925815102 38880 2400 X 2400 0 0
VIGNETTE CORP COM 926734104 545554 101593 X 101593 0 0
VIISAGE TECHNOLOGY COM 92675K106 2933563 300570 X 298970 0 1600
VINTAGE PETE INC COM 927460105 9025687 624615 X 420215 0 204400
VINTAGE PETE INC COM 927460105 230189 15930 X 30 0 15900
VION PHARMACEUTICALS INC COM 927624106 22050 5000 X 5000 0 0
VION PHARMACEUTICALS INC COM 927624106 6615 1500 X 1000 0 500
VIROLOGIC INC COM 92823R201 3758 1296 X 1296 0 0
VIROLOGIC INC COM 92823R201 348 120 X 120 0 0
VIROPHARMA INC COM 928241108 32130 1400 X 1400 0 0
VIROPHARMA INC COM 928241108 11475 500 X 0 0 500
VISHAY INTERTECHNOLOGY INC COM 928298108 121232 6217 X 5217 0 1000
VISHAY INTERTECHNOLOGY INC COM 928298108 48750 2500 X 2500 0 0
VISIONICS CORPORATION COM 92831E101 2285135 158360 X 157485 0 875
VISTA BANCORP INC COM 92830R103 17254 645 X 645 0 0
VISTA GOLD CORP COM 927926105 600 10000 X 10000 0 0
VISTEON CORP COM 92839U107 15906951 1057643 X 977469 0 80174
VISTEON CORP COM 92839U107 1018509 67720 X 66837 0 883
VISUAL DATA CORP COM 928428200 122993 157683 X 157683 0 0
VISUAL NETWORKS INC COM 928444108 103488 22400 X 22400 0 0
VISX INC DEL COM 92844S105 3339000 252000 X 250700 0 1300
VITAL SIGNS INC COM 928469105 321080 9200 X 9200 0 0
VITALWORKS INC COM 928483106 7063 1250 X 1250 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 283553 22812 X 22312 0 500
VITESSE SEMICONDUCTOR CORP COM 928497106 94344 7590 X 5440 0 2150
VOLT INFORMATION SCIENCES INC COM 928703107 184680 10800 X 10800 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 171 10 X 10 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
VORNADO OPERATING CO COM 92904N103 5 10 X 10 0 0
VULCAN MATERIALS CO COM 929160109 12187594 254226 X 249751 0 4475
VULCAN MATERIALS CO COM 929160109 1689358 35239 X 35239 0 0
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 3286 95 X 95
VERISIGN INC COM 92343E102 5896 155 X 155
VERITAS SOFTWARE CO COM 923436109 54558 1217 X 1217
VERIZON COMMUNICATIONS COM 92343V104 353624 7451 X 7451
VFC CORP COM 918204108 9831 252 X 252
VIACOM INC. CL-B COM 925524308 176600 4000 X 4000
Viasource COM 92553W107 194905 1949054 X 1949054
VIASYS HEALTHCARE INC COM 92553Q209 1415 70 X 70
VISABLE GENETICS INC COM 92829S104 565 50 X 50
VISHAY INTERTECHNOLOGY INC COM 928298108 354276 18168 X 18168
VISTEON CORP COM 92839U107 5429 361 X 361
VITESSE SEMICONDUCTOR COM 928497106 6812 548 X 548
VULCAN MATERIALS CO COM 929160109 9588 200 X 200
W HOLDING CO INC COM 929251106 4860 300 X 300 0 0
W P CAREY & CO LLC COM 92930Y107 275709 11884 X 11884 0 0
W P CAREY & CO LLC COM 92930Y107 467990 20172 X 20172 0 0
W.R. GRACE & CO COM 38388F108 1240 800 X 500 0 300
W.R. GRACE & CO COM 38388F108 465 300 X 0 0 300
WABASH NATL CORP COM 929566107 127920 16400 X 15200 0 1200
WABASH NATL CORP COM 929566107 5460 700 X 700 0 0
WACHOVIA CORP 2ND "NEW" COM 929903102 35441347 1130145 X 1038128 0 92017
WACHOVIA CORP 2ND "NEW" COM 929903102 15868944 506025 X 468409 0 37616
WACKENHUT CORP SER B COM 929794303 15232 800 X 0 0 800
WACKENHUT CORRECTIONS CORP COM 929798106 5544 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 5230890 162450 X 162450 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 103813 3224 X 3224 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 32648 4400 X 4400 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 2449 330 X 330 0 0
WAL-MART STORES INC 931142103 178490347 3101483 X 2839429 0 262054
WAL-MART STORES INC 931142103 66899055 1162451 X 1016282 2600 143569
WALGREEN CO COM 931422109 83170932 2470913 X 2355056 0 115857
WALGREEN CO COM 931422109 40368573 1199304 X 1127432 200 71672
WALLACE COMPUTER SERVICES INC COM 932270101 7596 400 X 400 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 30384 1600 X 1600 0 0
WARREN BANCORP INC COM 934710104 106785 11300 X 11300 0 0
WASHINGTON FED INC COM 938824109 1104286 42835 X 42835 0 0
WASHINGTON FED INC COM 938824109 30730 1192 X 1192 0 0
WASHINGTON MUTUAL INC COM 939322103 56400600 1724789 X 1648698 0 76091
WASHINGTON MUTUAL INC COM 939322103 10218194 312483 X 296713 0 15770
WASHINGTON POST CO CL B COM 939640108 127200 240 X 240 0 0
WASHINGTON POST CO CL B COM 939640108 459510 867 X 867 0 0
WASHINGTON TR BANCORP INC COM 940610108 443004 23316 X 23316 0 0
WASHINGTON TR BANCORP INC COM 940610108 1122140 59060 X 59060 0 0
WASTE CONNECTIONS INC COM 941053100 1639371 52900 X 52691 0 209
WASTE MGMT INC DEL COM 94106L109 25504355 799259 X 778691 0 20568
WASTE MGMT INC DEL COM 94106L109 1367088 42842 X 39584 0 3258
WATER PIK TECHNOLOGIES INC COM 94113U100 869 100 X 100 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 12131 1396 X 1341 0 55
WATERS CORP COM 941848103 27787548 717098 X 551283 0 165815
WATERS CORP COM 941848103 2042319 52705 X 39790 0 12915
WATSCO INC CL B COM 942622101 8559 607 X 607 0 0
WATSCO INC COM 942622200 6851315 482487 X 480187 0 2300
WATSON PHARMACEUTICALS INC COM 942683103 756060 24086 X 18286 0 5800
WATSON PHARMACEUTICALS INC COM 942683103 9417 300 X 300 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
WATTS INDS INC CL A 942749102 282000 18800 X 18800 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 21671 1791 X 1791 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 58951 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 3248 1450 X 1450 0 0
WAVE SYS CORP CL A COM 943526103 22624 10100 X 10100 0 0
WD-40 CO COM 929236107 361054 13548 X 7948 0 5600
WD-40 CO COM 929236107 69290 2600 X 2600 0 0
WEATHERFORD INTL INC NEW COM 947074100 42029 1128 X 728 0 400
WEATHERFORD INTL INC NEW COM 947074100 149040 4000 X 0 0 4000
WEBEX COMMUNICATIONS INC COM 94767L109 2535446 102030 X 101330 0 700
WEBMD CORPORATION COM 94769M105 23729 3361 X 3261 0 100
WEBMD CORPORATION COM 94769M105 7060 1000 X 0 0 1000
WEBSENSE INC COM 947684106 137901 4300 X 0 0 4300
WEBSTER FINANCIAL CORP COM 947890109 17381543 551270 X 431884 0 119386
WEBSTER FINANCIAL CORP COM 947890109 1041625 33036 X 24936 0 8100
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 4397 130 X 130 0 0
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 3382 100 X 100 0 0
WEIS MARKETS INC COM 948849104 30756 1100 X 1000 0 100
WEIS MARKETS INC COM 948849104 9423 337 X 337 0 0
WELLMAN INC COM 949702104 425975 27500 X 22500 0 5000
WELLMAN INC COM 949702104 9449 610 X 610 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 10188969 87197 X 82825 0 4372
WELLPOINT HEALTH NETWORKS INC COM 94973H108 189881 1625 X 1625 0 0
WELLS FARGO & CO NEW COM 949746101 280978691 6463738 X 6245329 1000 217409
WELLS FARGO & CO NEW COM 949746101 53205845 1223967 X 1180019 600 43348
WENDYS INTL INC COM 950590109 368855 12645 X 8093 0 4552
WENDYS INTL INC COM 950590109 116680 4000 X 4000 0 0
WERNER ENTERPRISES INC COM 950755108 7001340 288121 X 285133 0 2988
WEST CORPORATION COM 952355105 3122737 125210 X 124510 0 700
WEST PHARMACEUTICAL SVCS INC COM 955306105 12991440 488400 X 315100 0 173300
WESTAFF INC COM 957070105 1091780 436712 X 316512 0 120200
WESTAMERICA BANCORPORATION COM 957090103 4971575 125640 X 124940 0 700
WESTBANK CORP COM 957116106 2065 214 X 214 0 0
WESTERN DIGITAL CORP COM 958102105 3135 500 X 500 0 0
WESTERN DIGITAL CORP COM 958102105 627 100 X 100 0 0
WESTERN GAS RES INC COM 958259103 3268198 101120 X 100620 0 500
WESTERN RES INC COM 959425109 63468 3690 X 1690 0 2000
WESTERN RES INC COM 959425109 73960 4300 X 4300 0 0
WESTERN WIRELESS CORP CL A COM 95988E204 171139 6058 X 5458 0 600
WESTERN WIRELESS CORP CL A COM 95988E204 141250 5000 X 5000 0 0
WESTPOINT STEVENS INC CL A COM 961238102 123 50 X 50 0 0
WESTVACO CORP COM 961548104 366664 12888 X 8939 0 3949
WESTVACO CORP COM 961548104 318981 11212 X 10087 0 1125
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
WET SEAL INC CL A COM 961840105 362670 15400 X 15400 0 0
WEYERHAEUSER CO COM 962166104 21437474 396403 X 374249 0 22154
WEYERHAEUSER CO COM 962166104 9356813 173018 X 167578 50 5390
WGL HLDGS INC COM 92924F106 24563336 844972 X 841497 0 3475
WGL HLDGS INC COM 92924F106 2671213 91889 X 88689 0 3200
WHIRLPOOL CORP COM 963320106 899686 12269 X 9703 0 2566
WHIRLPOOL CORP COM 963320106 1212732 16538 X 13500 0 3038
WHITE MTNS INS GROUP LTD COM G9618E107 3208560 9220 X 9220 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 34800 100 X 0 0 100
WHITNEY HOLDING CORP 966612103 811225 18500 X 17400 0 1100
WHOLE FOODS MKT INC COM 966837106 6366730 146160 X 139160 0 7000
WHOLE FOODS MKT INC COM 966837106 241758 5550 X 4750 0 800
WILD OATS MKTS INC COM 96808B107 15640 1575 X 1575 0 0
WILD OATS MKTS INC COM 96808B107 2234 225 X 225 0 0
WILLAMETTE INDS INC COM 969133107 877127 16829 X 16538 0 291
WILLAMETTE INDS INC COM 969133107 489928 9400 X 9300 0 100
WILLIAMS COAL SEAM GAS RTY TR 969450105 17702 1336 X 1336 0 0
WILLIAMS COMMUNICATIONS GRP COM 969455104 516854 219938 X 198549 0 21389
WILLIAMS COMMUNICATIONS GRP COM 969455104 192937 82101 X 77165 143 4793
WILLIAMS COS INC COM 969457100 60601859 2374681 X 2279637 0 95044
WILLIAMS COS INC COM 969457100 6895198 270188 X 221613 175 48400
WILLIAMS SONOMA INC COM 969904101 30030 700 X 700 0 0
WILLIAMS SONOMA INC COM 969904101 145860 3400 X 0 0 3400
WILLIS LEASE FINANCE COM 970646105 1472359 317312 X 207112 0 110200
WILMINGTON TRUST CORPORATION COM 971807102 600115 9479 X 9479 0 0
WILMINGTON TRUST CORPORATION COM 971807102 392585 6201 X 5201 0 1000
WILSON GREATBATCH TECHNOLOGIES INC 972232102 22563 625 X 25 0 600
WIND RIV SYS INC COM 973149107 17910 1000 X 1000 0 0
WINN DIXIE STORES INC COM 974280109 192817 13531 X 12959 0 572
WINN DIXIE STORES INC COM 974280109 32832 2304 X 2304 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 539324 14600 X 14600 0 0
WINSTON HOTELS INC COM 97563A102 4644 600 X 600 0 0
WINTRUST FINL CORP COM 97650W108 9171 300 X 300 0 0
WIRE ONE TECHNOLOGIES INC COM 976521104 12440 2000 X 0 0 2000
WIRELESS FACILITIES INC COM 97653A103 5788 860 X 860 0 0
WIRELESS TELECOM GROUP INC COM 976524108 11320 4000 X 0 0 4000
WISCONSIN ENERGY CORP 976657106 8983572 398208 X 398208 0 0
WISCONSIN ENERGY CORP 976657106 3630355 160920 X 159633 0 1287
WISER OIL COM 977284108 696 130 X 130 0 0
WMS INDUSTRIES INC COM 929297109 458000 22900 X 22900 0 0
WOLVERINE TUBE INC COM 978093102 97610 8600 X 1100 0 7500
WOLVERINE WORLD WIDE INC COM 978097103 440965 29300 X 27275 0 2025
WOLVERINE WORLD WIDE INC COM 978097103 31605 2100 X 0 0 2100
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
WOMENS GOLF UNLIMITED INC COM 97815W100 103 81 X 81 0 0
WOODHEAD INDS INC 979438108 3176 200 X 200 0 0
WOODWARD GOVERNOR CO COM 980745103 517959 8892 X 8892 0 0
WORKFLOW MGMT INC COM 98137N109 694545 145607 X 145607 0 0
WORLD FUEL SVCS CORP COM 981475106 8235 450 X 450 0 0
WORLD HEART CORP COM 980905103 1245 300 X 300 0 0
WORLDCOM INC - MCI GROUP COM 98157D304 398170 31352 X 30291 0 1061
WORLDCOM INC - MCI GROUP COM 98157D304 143472 11297 X 10643 26 628
WORLDCOM INC/WORLDCOM GROUP COM 98157D106 41692753 2961133 X 2809076 0 152057
WORLDCOM INC/WORLDCOM GROUP COM 98157D106 10327342 733476 X 694629 662 38185
WORLDGATE COMMUNICATIONS INC COM 98156L307 2500 1000 X 1000 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 295829 20833 X 16701 0 4132
WORTHINGTON INDUSTRIES INC COM 981811102 180042 12679 X 10654 0 2025
WPS RESOURCES CORP COM 92931B106 359469 9835 X 9835 0 0
WPS RESOURCES CORP COM 92931B106 407533 11150 X 11150 0 0
WRIGHT MEDICAL GROUP INC COM 98235T107 2698962 150780 X 149880 0 900
WRIGLEY WM JR CO COM 982526105 2955162 57527 X 48545 0 8982
WRIGLEY WM JR CO COM 982526105 2080485 40500 X 36300 0 4200
W GRAINGER INC COM 384802104 11712 244 X 244
WACHOVIA CORP COM 929903102 114370 3647 X 3647
WALGREEN CO COM 931422109 89906 2671 X 2671
WAL-MART STORES INC COM 931142103 711606 12365 X 12365
WASHINGTON MUTUAL, INC. COM 939322103 78676 2406 X 2406
WASTE MANAGEMENT INC (NEW) COM 94106L109 53896 1689 X 1689
WATSON PHARMACEUTICALS INC COM 942683103 7816 249 X 249
WELLPOINT HEALTH NETWORKS NEW COM 94973H108 15074 129 X 129
WELLS FARGO & COMPANY (NEW) COM 949746101 3223990 74200 X 74200
WELLS FARGO & COMPANY (NEW) COM 949746101 203954 4694 X 4694
WENDY'S INTERNATIONAL INC COM 950590109 7380 253 X 253
WESTVACO CORP COM 961548104 7027 247 X 247
WEYERHAUSER CO COM 962166104 27040 500 X 500
WHIRLPOOL CORP COM 963320106 9606 131 X 131
WILLAMETTE INDUSTRIES INC. COM 969133107 13082 251 X 251
WILLIAMS COMPANIES COM 969457100 26132 1024 X 1024
WIND RIVER SYSTEMS INC COM 973149107 10973 613 X 613
WINN-DIXIE STORES INC COM 974280109 5201 365 X 365
WORLDCOM COM 98157D106 103305 7337 X 7337
WORTHINGTON INDUSTRIES COM 981811102 1988 140 X 140
WRIGLEY WM JR CO COM 982526105 25942 505 X 505
X-RITE INC COM 983857103 128501 15100 X 15100 0 0
XCEL ENERGY INC COM 98389B100 7919853 285503 X 274191 0 11312
XCEL ENERGY INC COM 98389B100 4613745 166321 X 153737 0 12584
XEROX CORP COM 984121103 4701535 451203 X 400353 0 50850
XEROX CORP COM 984121103 982689 94308 X 87458 150 6700
XILINX INC COM 983919101 11066497 283393 X 281893 0 1500
XILINX INC COM 983919101 652916 16720 X 12400 0 4320
XM SATELLITE RADIO HLDG INC CL A COM 983759101 367 20 X 20 0 0
XO COMMUNICATIONS INC CL A COM 983764101 710 7400 X 7400 0 0
XO COMMUNICATIONS INC CL A COM 983764101 185 1930 X 1930 0 0
XOMA LTD COM G9825R107 14775 1500 X 1500 0 0
XTO ENERGY INC COM 98385X106 13524823 772847 X 609947 0 162900
XYBERNAUT COM 984149104 9948 4180 X 4180 0 0
XCEL ENERGY INC COM 98389B100 23829 859 X 859
XEROX CORP COM 984121103 15849 1521 X 1521
XILINX INC COM 983919101 6444656 165036 X 165036
XILINX INC COM 983919101 43424 1112 X 1112
XO COMMUNICATIONS INC COM 983764101 19 200 X 200
YAHOO INC COM 984332106 1169066 65900 X 56940 0 8960
YAHOO INC COM 984332106 575787 32457 X 9169 0 23288
YANKEE CANDLE CO COM 984757104 21527 950 X 950 0 0
YANKEE CANDLE CO COM 984757104 4532 200 X 200 0 0
YELLOW CORP COM 985509108 426700 17000 X 17000 0 0
YOUNG BROADCASTING CORP CL A COM 987434107 6538880 364283 X 219283 0 145000
YAHOO COM 984332106 26344 1485 X 1485
ZALE CORP COM 988858106 1017684 24300 X 24300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1237873 22300 X 22300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 44408 800 X 800 0 0
ZENITH NATL INS CORP COM 989390109 346456 12400 X 12400 0 0
ZIMMER HLDGS INC COM 98956P102 10536269 344999 X 329514 250 15235
ZIMMER HLDGS INC COM 98956P102 8620098 282256 X 268492 120 13644
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ZIONS BANCORP COM 989701107 454291 8640 X 8400 0 240
ZIXIT CORP COM 98974P100 61226 12100 X 12100 0 0
ZOLL MED CORP COM 989922109 3254878 83587 X 83097 0 490
ZOLL MED CORP COM 989922109 62654 1609 X 1609 0 0
ZOLTEK COS INC COM 98975W104 15405 6500 X 0 0 6500
ZIMMER HOLDINGS INC COM 98956P102 13407 439 X 439
ZIONS BANCORPORATION COM 989701107 5311 101 X 101
ZORAN CORPORATION COM 98975F101 6468 200 X 200
1-800-FLOWERS.COM INC COM 68243Q106 5070 325 X 325 0 0
3 COM CORP COM 885535104 694399 108840 X 108840 0 0
3 COM CORP COM 885535104 87885 13775 X 3775 0 10000
3DO COMPANY COM 88553W105 512876 246575 X 165275 0 81300
3TEC ENERGY CORP 88575R308 4349100 310650 X 238450 0 72200
4 KIDS ENTMT INC COM 350865101 172258 8600 X 8600 0 0
99 CENTS ONLY STORES 65440K106 1388437 36299 X 36299 0 0
99 CENTS ONLY STORES 65440K106 86024 2249 X 0 0 2249
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CORUS ENTMT INC CL B COM 220874101 20 1 X 1 0 0
ENBRIDGE INC COM 29250N105 21776 800 X 0 0 800
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR FOREIGN EQUITY FOREIGN STLMT 21796 801 1 0 800
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 15095 500 X 500 0 0
ABBY NATIONAL PLC CL A PFD 8.75% 002920205 5140 200 X 200 0 0
ABN AMRO HLDG N V SPONSORED ADR 000937102 359983 22112 X 8482 0 13630
ABN AMRO HLDG N V SPONSORED ADR 000937102 119593 7346 X 2046 0 5300
ACCENTURE LTD COM G1150G111 134600 5000 X 1600 0 3400
ACCENTURE LTD COM G1150G111 134600 5000 X 5000 0 0
ACE LTD COM G0070K103 46715087 1163514 X 1107669 0 55845
ACE LTD COM G0070K103 1213534 30225 X 28225 0 2000
ADB SYS INTL INC COM 00088N104 540 2000 X 0 0 2000
AEGON N.V. AMERICAN REGISTERED SHS 007924103 2876651 107458 X 81253 0 26205
AEGON N.V. AMERICAN REGISTERED SHS 007924103 1614418 60307 X 54743 0 5564
AGNICO EAGLE MINES LTD 008474108 10 1 X 1 0 0
AIR CANADA CL A NON VTG COM 008911307 452 200 X 200 0 0
AKTIEBOLAGET ELECTROLUX ADR 010198208 67143 2290 X 90 0 2200
AKZO NOBEL NV SPONSORED ADR 010199305 107640 2400 X 400 0 2000
AKZO NOBEL NV SPONSORED ADR 010199305 62790 1400 X 1400 0 0
ALBERTA ENERGY LTD COM 012873105 181680 4800 X 0 0 4800
ALCAN INC 013716105 1292833 35982 X 23138 0 12844
ALCAN INC 013716105 761680 21199 X 20524 0 675
ALCATEL ADR 013904305 79473 4802 X 1652 0 3150
ALCATEL ADR 013904305 782319 47270 X 47270 0 0
ALLIANCE ATLANTIS COMM CL B COM 01853E204 1698000 150000 X 150000 0 0
ALLIED IRISH BKS ADR 019228402 618803 26788 X 17948 0 8840
ALLIED IRISH BKS ADR 019228402 117810 5100 X 5100 0 0
ALVARION LIMITED COM M0861T100 130183 35280 X 35280 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 1486850 76327 X 76327 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 144152 7400 X 6400 0 1000
ANANGEL-AMERN SHIPHOLDINGS LTD ADR 032721201 26940 6000 X 6000 0 0
ANANGEL-AMERN SHIPHOLDINGS LTD ADR 032721201 449 100 X 100 0 0
ANGLO AMERICAN PLC ADR 03485P102 48518 3211 X 3211 0 0
ANGLO AMERICAN PLC ADR 03485P102 16168 1070 X 1070 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 8849 490 X 490 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 5581 309 X 309 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 6497213 258750 X 255450 0 3300
ARCADIS N V COM 03923E107 64184 7650 X 7650 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 266785 5725 X 3144 0 2581
ASTRAZENECA PLC SPONSORED ADR 046353108 169857 3645 X 1945 0 1700
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 95949 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 919805 12955 X 11555 0 1400
AVENTIS SPONSORED ADR 053561106 163300 2300 X 600 0 1700
AXA ADR 054536107 179553 8542 X 5214 0 3328
AXA ADR 054536107 101316 4820 X 4768 0 52
BALLARD PWR SYSTEMS INC COM 05858H104 157076 5312 X 5212 0 100
BALLARD PWR SYSTEMS INC COM 05858H104 58046 1963 X 1963 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
BANCO BILBAO VIZCAYA ARGENTARIA S A 05946K101 2901 233 X 233 0 0
BANCO COMERCIAL PORTUGUES SP ADR 059479303 18972 950 X 950 0 0
BANCO COMERCIAL PORTUGUES SP ADR 059479303 20509 1027 X 1027 0 0
BANCO SANTANDER CEN SPONSORED ADR 05964H105 3386 408 X 408 0 0
BANCO SANTANDER CEN SPONSORED ADR 05964H105 9960 1200 X 1200 0 0
BANK MONTREAL QUE 063671101 50461 2220 X 2220 0 0
BARCLAYS BANK PLC PFD 06738C836 265024 10100 X 10100 0 0
BARCLAYS BANK PLC PFD 06738C836 57728 2200 X 2200 0 0
BARCLAYS PLC ADR 06738E204 62566 465 X 15 0 450
BARRICK GOLD CORP COM 067901108 1239666 77722 X 53487 0 24235
BARRICK GOLD CORP COM 067901108 106769 6694 X 5634 0 1060
BASF AG SPONS ADR 055262505 195616 5160 X 5160 0 0
BASF AG SPONS ADR 055262505 15164 400 X 400 0 0
BCE INC COM 05534B109 168766 7402 X 7402 0 0
BCE INC COM 05534B109 34656 1520 X 1520 0 0
BENNETT ENVIRONMENTAL INC COM 081906109 590 100 X 100 0 0
BG GROUP PLC SPONSORED ADR 055434203 7930 384 X 384 0 0
BG GROUP PLC SPONSORED ADR 055434203 18337 888 X 888 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 300 28 X 28 0 0
BIOMIRA INC COM 09161R106 14994 3570 X 3570 0 0
BOUYGUES OFFSHORE SA ADR 102112109 7220 400 X 400 0 0
BP PLC SPONSORED ADR 055622104 373067872 8021240 X 7862207 82 158951
BP PLC SPONSORED ADR 055622104 155944402 3352922 X 3155350 1756 195816
BRASIL TELECOM PART S A ADR 105530109 4148 100 X 0 0 100
BRITISH AMERN TOB PLC ADR 110448107 33524 1972 X 1972 0 0
BRITISH AWYS PLC ADR 110419306 9326438 324963 X 320313 0 4650
BRITISH AWYS PLC ADR 110419306 163590 5700 X 5700 0 0
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 65500 1000 X 1000 0 0
BROKAT TECHNOLOGIES AG SPONS ADR 112080205 18 451 X 451 0 0
BT GROUP PLC ADR 05577E101 36824 1002 X 1002 0 0
BT GROUP PLC ADR 05577E101 53288 1450 X 1450 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 44726 3020 X 20 0 3000
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 4080555 158653 X 146383 0 12270
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 1816166 70613 X 67613 0 3000
CANADA LIFE FINL CORP COM 135113108 635176 22758 X 22758 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 78730 2290 X 2290 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 79762 2320 X 2320 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 923693 19132 X 3500 0 15632
CANADIAN NATIONAL RAILWAY CO COM 136375102 6470 134 X 22 0 112
CANADIAN NATIONAL RESOURCES COM 136385101 73 3 X 3 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 132352 3775 X 2175 0 1600
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 350600 10000 X 10000 0 0
CAPITAL ENVIRO RESOURCES INC COM 14008M104 1158312 282515 X 277715 0 4800
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
CARRIER1 INTL SA SPON ADR 144500303 2190 10950 X 10950 0 0
CELLTECH GROUP PLC SPONSORED ADR 151158102 15306 612 X 612 0 0
CELLTECH GROUP PLC SPONSORED ADR 151158102 12505 500 X 0 500 0
CEMEX SA SPONSORED ADR 151290889 31962 1294 X 1294 0 0
CENTRAL PAC MINERALS ADR 154762306 140 100 X 100 0 0
CERAGON NETWORKS LTD COM M22013102 671 150 X 150 0 0
CHICAGO BRIDGE & IRON NY SHR COM 167250109 8897508 333240 X 328140 0 5100
CHINA EASTN AIRLS LTD SP ADR 16937R104 1192 100 X 100 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 3496 200 X 200 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 5244 300 X 300 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 1430 100 X 100 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 44330 3100 X 3100 0 0
CHINA UNICOM ADR 16945R104 22340 2000 X 2000 0 0
COCA COLA FEMSA S A SPONSORED ADR 191241108 108378 5400 X 5400 0 0
COMPANHIA VALE SPONSORED ADR 204412100 120411 5100 X 0 0 5100
COMPANIA DE TELECOM DE CHILE ADR 204449300 60812 4518 X 4518 0 0
CORE LABORATORIES N V COM N22717107 2038508 145400 X 142000 0 3400
CORUS GROUP PLC SPONSORED ADR 22087M101 78225 7500 X 7500 0 0
CP RAILWAY LIMITED COM 13645T100 41282 2117 X 2117 0 0
CP RAILWAY LIMITED COM 13645T100 72267 3706 X 3097 0 609
CP SHIPS LTD COM 22409V102 10860 1000 X 1000 0 0
CP SHIPS LTD COM 22409V102 19461 1792 X 1488 0 304
CRH PLC ADR 12626K203 436305 25500 X 25500 0 0
CRYSTALLEX INTL CORP COM 22942F101 1947 1100 X 1100 0 0
DAIMLERCHRYSLER AG COM D1668R123 683180 16395 X 16395 0 0
DAIMLERCHRYSLER AG COM D1668R123 235894 5661 X 4713 0 948
DASSAULT SYS SA ADR 237545108 1070 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 209253 4103 X 4103 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 101388 1988 X 1961 0 27
DENBURY RESOURCES INC COM 247916208 87720 12000 X 10000 0 2000
DENBURY RESOURCES INC COM 247916208 37062 5070 X 5070 0 0
DENISON INTERNATIONAL PLC ADR 248335101 8267183 499226 X 488226 0 11000
DENISON INTERNATIONAL PLC ADR 248335101 26496 1600 X 1600 0 0
DEUTSCHE BANK AG COM D18190898 96386 1374 X 74 0 1300
DEUTSCHE BANK AG COM D18190898 119606 1705 X 705 0 1000
DEUTSCHE TELE 251566105 188705 11166 X 11166 0 0
DEUTSCHE TELE 251566105 245878 14549 X 14549 0 0
DIAGEO PLC SPONSORED ADR NEW 25243Q205 831472 17970 X 15670 0 2300
DIAGEO PLC SPONSORED ADR NEW 25243Q205 97167 2100 X 0 0 2100
DORAL FINL CORP COM 25811P100 81146 2600 X 0 0 2600
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 2346 1700 X 1700 0 0
E. ON AG SPONSORED ADR 268780103 7727 150 X 150 0 0
ECI TELECOM LTD ORD COM 268258100 1074 200 X 200 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ELAN PLC ADR 284131208 310573797 6892450 X 6661884 100 230466
ELAN PLC ADR 284131208 40941336 908596 X 831547 500 76549
ELSEVIER NV SPONSORED ADR 290259100 190291 8160 X 8160 0 0
EMBRATEL PARTICIPACOES ADR 29081N100 3744 900 X 400 0 500
ENDESA SPONSORED ADR 29258N107 209038 13340 X 7240 0 6100
ENDESA SPONSORED ADR 29258N107 108123 6900 X 0 0 6900
ENI S P A ADR 26874R108 103163 1665 X 165 0 1500
ENI S P A ADR 26874R108 148704 2400 X 1000 0 1400
EPCOS AG SPONSORED ADR 29410P107 5009 100 X 100 0 0
EQUANT COM 294409107 3845 330 X 330 0 0
ERICSSON L M TEL CO ADR CL B 294821400 4526654 867175 X 650489 0 216686
ERICSSON L M TEL CO ADR CL B 294821400 669439 128245 X 119485 1800 6960
FAIRMONT HOTELS COM 305204109 23900 1000 X 1000 0 0
FAIRMONT HOTELS COM 305204109 47394 1983 X 1683 0 300
FILA HOLDINGS S.P.A. ADR 316850106 3090 1000 X 0 0 1000
FIRST BANCORP PR COM 318672102 602091 21126 X 12126 0 9000
FIRST SERVICE CORP VTG COM 33761N109 3958080 141360 X 140650 0 710
FLAMEL TECHNOLOGIES SPONSORED ADR 338488109 6120 2250 X 2250 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 110664191 4612930 X 4468809 0 144121
FLEXTRONICS INTERNATIONAL LTD Y2573F102 8540656 356009 X 323884 1550 30575
FORDING INC COM 345426100 11848 663 X 663 0 0
FORDING INC COM 345426100 21212 1187 X 987 0 200
FOUR SEASONS HOTELS LTD VTG SHARES 35100E104 1393448 29800 X 29800 0 0
FRANCE TELECOM CVG COM 35177Q204 4412 430 X 430 0 0
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 62087 3109 X 2795 0 314
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 6271 314 X 0 0 314
FUJI PHOTO FILM LTD UNSPONSORED ADR 359586302 3055 85 X 85 0 0
GALLAHER GROUP PLC SPONSORED ADR 363595109 1183428 43912 X 23912 0 20000
GALLAHER GROUP PLC SPONSORED ADR 363595109 2862063 106199 X 105199 0 1000
GEMPLUS INTL S A ADS 36866Y102 1046 200 X 200 0 0
GENEREX BIOTECHNOLOGY CORP COM 371485103 65500 10000 X 10000 0 0
GENESYS SA SPONSORED ADR 37185M100 1300325 200050 X 198850 0 1200
GIVEN IMAGING LTD COM M52020100 8930 500 X 0 0 500
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 22286977 447350 X 432687 0 14663
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 13464004 270253 X 260719 0 9534
GLOBAL CROSSING LTD COM G3921A100 61060 72690 X 69390 0 3300
GLOBAL CROSSING LTD COM G3921A100 37132 44205 X 28376 0 15829
GLOBAL LIGHT TELECOMM INC COM 37934X100 190 100 X 100 0 0
GOLD FIELDS LIMITED ADR 38059T106 3872 800 X 800 0 0
GOLD FIELDS LIMITED ADR 38059T106 7115 1470 X 1470 0 0
GOLDCORP INC COM 380956409 68846 5657 X 5657 0 0
GROUPE DANONE SPONSORED ADR 399449107 40715 1700 X 1700 0 0
GRUPO AEROPORTUARIO SUR ADR 40051E202 1540 100 X 100 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
GRUPO IUSACELL SPONSORED ADR 40050B100 11910 3000 X 3000 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 64770 1500 X 1500 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 164084 3800 X 1000 0 2800
GUANGSHEN RY LTD ADR 40065W107 840 100 X 100 0 0
GUCCI GROUP NV COM 401566104 7002297 82477 X 75152 0 7325
HANSON PLC SPONSORED ADR 411352404 13851 412 X 262 0 150
HARMONY GOLD MNG LTD SPON ADR 413216300 9765 1500 X 1500 0 0
HARMONY GOLD MNG LTD SPON ADR 413216300 326 50 X 50 0 0
HITACHI LTD DEP SHS 433578507 9515 130 X 130 0 0
HITACHI LTD DEP SHS 433578507 18298 250 X 250 0 0
HONDA ADR COM 438128308 137670 1689 X 514 0 1175
HSBC HLDGS PLC SPONSORED ADR 404280406 172263 2885 X 1785 0 1100
HSBC HLDGS PLC SPONSORED ADR 404280406 199312 3338 X 2238 0 1100
HUANENG PWR INTL SPONSORED ADR 443304100 2410 100 X 100 0 0
ID BIOMEDICAL CORP COM 44936D108 23650 5500 X 5500 0 0
IIS INTELLIGENT INFO -ORD COM 449633205 28951 22100 X 22100 0 0
IMAX CORPORATION COM 45245E109 4040 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 64895 2970 X 2970 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 19119 875 X 875 0 0
IMPERIAL OIL LTD COM NEW 453038408 133824 4800 X 4800 0 0
IMPERIAL OIL LTD COM NEW 453038408 535296 19200 X 7200 0 12000
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 141931 5290 X 780 0 4510
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 2817 105 X 100 0 5
INCO LTD COM 453258402 335361 19797 X 14182 0 5615
INCO LTD COM 453258402 1694 100 X 100 0 0
INFINEON TECHNOLOGIES ADR 45662N103 20300 1000 X 1000 0 0
ING GROEP NV ADR 456837103 1169657 45959 X 32628 0 13331
ING GROEP NV ADR 456837103 96710 3800 X 1600 0 2200
INTERNET INFRASTRUCTURE HOLDRS ADR 46059V104 1252 200 X 200 0 0
IONA TECHNOLOGIES ADR 46206P109 15225 750 X 500 0 250
IPC HOLDINGS LTD COM G4933P101 5920 200 X 200 0 0
IRELAND BK SP ADR 46267Q103 53348 1460 X 460 0 1000
IRELAND BK SP ADR 46267Q103 18270 500 X 500 0 0
ITO YOKADO LTD SPONSORED ADR 465714301 1365 30 X 30 0 0
JILIN CHEM INDL LTD SPONSORED ADR 477418107 630 100 X 100 0 0
KINROSS GOLD CORP COM 496902107 888 1168 X 1168 0 0
KINROSS GOLD CORP COM 496902107 69 91 X 91 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 886 80 X 80 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 926233 57530 X 56100 0 1430
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 66010 4100 X 4100 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 1848543 62897 X 54380 0 8517
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 4262752 146436 X 119462 0 26974
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 730108 25081 X 22305 0 2776
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
KOREA ELECTRIC POWER CORP ADR 500631106 1190 130 X 130 0 0
KOREA TELECOM CORP SP ADR 50063P103 1497101 73640 X 73640 0 0
KYOCERA CORP ADR 501556203 42040 630 X 630 0 0
KYOCERA CORP ADR 501556203 137464 2060 X 2060 0 0
LANOPTICS LTD COM M6706C103 1064 167 X 167 0 0
LION BIOSCIENCE AG ADR 536191109 43810 2696 X 2696 0 0
LUMENIS LTD COM M6778Q105 12243156 621480 X 619480 0 2000
LUMENON INNOVATION LIGHTWAVE INC COM 55024L109 1740 3000 X 3000 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 861113 52252 X 52252 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 616187 37390 X 22600 0 14790
MAGNA INTL INC CL A COM 559222401 40621 640 X 640 0 0
MANULIFE FINANCIAL CORP COM 56501R106 1514451 58114 X 58114 0 0
MANULIFE FINANCIAL CORP COM 56501R106 294270 11292 X 11292 0 0
MATSUSHITA ELEC INDL LTD ADR 576879209 45612 3620 X 3620 0 0
MATSUSHITA ELEC INDL LTD ADR 576879209 25200 2000 X 2000 0 0
MDS INC COM 55269P302 20944 1760 X 1760 0 0
MERCER INTL INC COM 588056101 14920 2000 X 2000 0 0
METHANEX CORP COM 59151K108 33240 6000 X 0 0 6000
METSO CORP SPONSORED ADR 592671101 8360 800 X 800 0 0
METTLER-TOLEDO INTL INC COM 592688105 5444 105 X 105 0 0
MFC BANCORP LTD COM NEW 55271X202 4220949 367039 X 365239 0 1800
MILLENNIUM CHEMICALS INC COM 599903101 1890 150 X 150 0 0
MILLENNIUM CHEMICALS INC COM 599903101 1273 101 X 100 0 1
MITSUBISHI TOKYO FIN ADR 606816106 2750 425 X 425 0 0
MITSUBISHI TOKYO FIN ADR 606816106 9705 1500 X 1500 0 0
MMO2 PLC ADR 55309W101 12134 963 X 963 0 0
MMO2 PLC ADR 55309W101 18270 1450 X 1450 0 0
NATIONAL AUSTRALIA BK LTD SPONS ADR 632525408 2771 34 X 34 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 18833 750 X 750 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 213435 8500 X 8500 0 0
NATL WESTMINSTER SER C 8.625% PFD 638539882 204240 8000 X 8000 0 0
NEC CORP ADR 629050204 5704 550 X 0 0 550
NEC CORP ADR 629050204 16592 1600 X 1600 0 0
NEWS CORP LTD SPONSORED ADR PFD 652487802 226048 8543 X 1543 0 7000
NEWS CORP LTD SPONSORED ADR PFD 652487802 31276 1182 X 1182 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 116043 3648 X 3648 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 19086 600 X 600 0 0
NICE SYS LTD ADR 653656108 3264 200 X 200 0 0
NIPPON TELEG & TEL CORP ADR 654624105 43740 2700 X 2700 0 0
NOKIA CORP ADR SERIES A 654902204 144713214 5899438 X 5738174 0 161264
NOKIA CORP ADR SERIES A 654902204 29014844 1182831 X 1124831 7925 50075
NORANDA INC COM 655422103 19 2 X 2 0 0
NORTEL NETWORKS CORP COM NEW 656568102 9332647 1251025 X 1128341 0 122684
NORTEL NETWORKS CORP COM NEW 656568102 1929111 258594 X 243369 1075 14150
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
NOVA CHEMICALS CORP COM 66977W109 3083 160 X 0 0 160
NOVARTIS AG ADR 66987V109 213671 5854 X 2654 0 3200
NOVARTIS AG ADR 66987V109 274699 7526 X 4526 0 3000
NOVO-NORDISK A/S ADR 670100205 230575 5750 X 5750 0 0
NUR MACROPRINTERS M75165106 6700 2000 X 2000 0 0
NYMOX PHARMACEUTICAL CORP COM 67076P102 5850 1500 X 1500 0 0
ORBITAL ENGINE CORP SP ADR 685563306 6600 3000 X 3000 0 0
O2MICRO INTERNATIONAL LTD COM G6797E106 3607500 150000 X 149100 0 900
PACIFIC CENTY CYBERWORKS SPON ADR 694059106 5846 2165 X 2165 0 0
PANCANADIAN ENERGY CORP COM 69831A107 76414 2939 X 2939 0 0
PANCANADIAN ENERGY CORP COM 69831A107 135200 5200 X 4364 0 836
PARTNER COMMUNICATIONS LTD ADR 70211M109 10960 1600 X 1600 0 0
PEAK INTL LTD COM G69586108 2473575 329810 X 324410 0 5400
PEARSON PLC SPONS ADR 705015105 1572 128 X 128 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 2670 150 X 150 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 1165 50 X 50 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 932 40 X 40 0 0
PETROLEO BRASILEIRO SPONS ADR 71654V101 8114 365 X 365 0 0
PETROLEUM GEO SVCS A/S SPONSORED ADR 716597109 3184 400 X 400 0 0
PETROLEUM GEO SVCS A/S SPONSORED ADR 716597109 1035 130 X 130 0 0
PHARMACEUTICAL HOLDRS TR 71712A206 29550 300 X 300 0 0
PLACER DOME INC COM 725906101 373504 34235 X 23412 0 10823
PLACER DOME INC COM 725906101 2376547 217832 X 217832 0 0
POPULAR INC COM 733174106 340352 11704 X 11704 0 0
PORTUGAL TELECOM SGPS S A ADR 737273102 41010 5389 X 5389 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 214830 3500 X 3500 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 41432 675 X 675 0 0
PRECISION DRILLING CORP COM 74022D100 1876081 72660 X 72660 0 0
PRECISION DRILLING CORP COM 74022D100 2582 100 X 100 0 0
QLT INC. COM 746927102 12705 500 X 500 0 0
QLT INC. COM 746927102 17787 700 X 700 0 0
QUEBECOR WORLD INC 748203106 504983 22384 X 22384 0 0
RANDGOLD & EXPL LTD ADR 753009307 578 200 X 200 0 0
RANK GROUP PLC SPONSORED ADR 753037100 1363 205 X 205 0 0
REED INTL ADR 758212872 192807 5790 X 5790 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 190800 2000 X 2000 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 902866 9464 X 2900 0 6564
RESPOL YPF, S.A. COM 76026T205 100446 6913 X 6913 0 0
RESPOL YPF, S.A. COM 76026T205 47949 3300 X 0 0 3300
REUTERS GROUP PLC-SPONSORED ADR 76132M102 4249092 70830 X 70430 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 5812011 96883 X 94430 0 2453
RIO TINTO PLC ADR 767204100 7830 100 X 100 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 214962 6600 X 6600 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 130280 4000 X 4000 0 0
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
ROYAL BK OF SCOT GRP PLC 7.875% PFD 780097820 25550 1000 X 1000 0 0
ROYAL BK OF SCOTLAND 8.00% PFD ADR 780097861 108150 4200 X 4200 0 0
ROYAL BK OF SCOTLAND 8.00% PFD ADR 780097861 48925 1900 X 1900 0 0
ROYAL BK OF SCOTLAND 8.50% J PFD ADR 780097853 148885 5500 X 5500 0 0
ROYAL BK OF SCOTLAND 8.50% J PFD ADR 780097853 27070 1000 X 1000 0 0
ROYAL BK SCOTLAND GROUP PFD 780097705 10580 400 X 200 0 200
ROYAL BK SCOTLAND GROUP PFD 780097705 31740 1200 X 1200 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 75334 2785 X 2785 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 182317 6740 X 6740 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 242952 9550 X 9550 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 206064 8100 X 7900 0 200
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 10368 400 X 400 0 0
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 155520 6000 X 6000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 84987200 1733725 X 1585530 2400 145795
ROYAL DUTCH PETRO NY SHARES COM 780257804 39829632 812518 X 764120 0 48398
ROYAL KPN N V SPONSORED ADR 780641205 1042 206 X 206 0 0
RYANAIR HOLDINGS ADR 783513104 12820 400 X 400 0 0
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 66305 3029 X 429 0 2600
SAP AG SPONS ADR 803054204 438878 13745 X 3535 0 10210
SAP AG SPONS ADR 803054204 13411 420 X 420 0 0
SAPIENS INTERNATIONAL CORP COM N7716A102 1050 1000 X 1000 0 0
SAPPI LTD SPONSORED ADR 803069202 16400 1600 X 1600 0 0
SCOR ADR 80917Q106 12760 400 X 400 0 0
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 130395 6009 X 6009 0 0
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 239959 11058 X 10331 0 727
SERONO SA COM 81752M101 157549 7100 X 7100 0 0
SHELL TRANS & TRADING PLC ADR 822703609 1381653 33333 X 29083 0 4250
SHELL TRANS & TRADING PLC ADR 822703609 846409 20420 X 17520 0 2900
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 968875 26472 X 765 0 25707
SIEMENS AG SPONS ADR 826197501 107191 1637 X 287 0 1350
SIEMENS AG SPONS ADR 826197501 68754 1050 X 0 0 1050
SILVER STANDARD RESOURCES COM 82823L106 1325 500 X 500 0 0
SILVERLINE TECHNOLOGIES LTD ADR 828408104 43 17 X 17 0 0
SINOPEC BEIJING YANHUA PETROCHEMICAL 82935N107 409 100 X 100 0 0
SINOPEC SHANGHAI-SPONS ADR 82935M109 2709 300 X 300 0 0
SIX CONTINENTS PLC SPONS ADR 830018107 588 58 X 58 0 0
SIX CONTINENTS PLC SPONS ADR 830018107 8104 800 X 800 0 0
SK TELECOM LTD ADR 78440P108 21620 1000 X 1000 0 0
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 3353229 135484 X 133384 0 2100
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 92813 3750 X 0 0 3750
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 178448 2935 X 750 0 2185
SONERA GROUP SPONSORED ADR 835433202 340 70 X 70 0 0
SONY CORP ADR 835699307 1696256 37611 X 33493 0 4118
SONY CORP ADR 835699307 206378 4576 X 2976 0 1600
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
STATOIL ASA SPON ADR 85771P102 1146 175 X 175 0 0
STMICROELECTRONICS NV-NY SHS COM 861012102 7930231 250402 X 219595 0 30807
STMICROELECTRONICS NV-NY SHS COM 861012102 76008 2400 X 2400 0 0
STORA ENSO CORP SPONSORED ADR R SHS 86210M106 148358 12101 X 11015 0 1086
STORA ENSO CORP SPONSORED ADR R SHS 86210M106 27659 2256 X 2256 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 1570752 72720 X 72720 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 463471 21457 X 21457 0 0
SUNCOR ENERGY INC COM 867229106 6588 200 X 200 0 0
SUNCOR ENERGY INC COM 867229106 16470 500 X 500 0 0
SYNGENTA AG SPONS ADR 87160A100 5745 542 X 448 0 94
SYNGENTA AG SPONS ADR 87160A100 2290 216 X 216 0 0
TAIWAN SEMICONDUCTOR ADR 874039100 3397891 197897 X 197897 0 0
TAIWAN SEMICONDUCTOR ADR 874039100 13908 810 X 0 0 810
TALISMAN ENERGY INC COM 87425E103 7570 200 X 200 0 0
TARO PHARMACEUTICAL INDS LTD COM M8737E108 35955 900 X 900 0 0
TDK CORP SPONSORED ADR 872351408 1455 30 X 30 0 0
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 25200 21000 X 21000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 1059440 30400 X 30400 0 0
TELE CELULAR SUL PARTICIPACOES ADR 879238103 818 50 X 0 0 50
TELE CENTRO OESTE CELULAR ADR 87923P105 1162 166 X 0 0 166
TELE DANMARK A/S SPON ADR 87236N102 10560 600 X 600 0 0
TELE NORTE CELULAR PARTICIPACOES ADR 87924Y105 229 10 X 0 0 10
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 8000 200 X 200 0 0
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 26400 660 X 660 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 10033 599 X 599 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 4188 250 X 50 0 200
TELECOM ITALIA SPA ADR 87927W106 36765 430 X 180 0 250
TELECOMUNICACOES DE S.P. SPON ADR 87929A102 2640 200 X 200 0 0
TELEFONICA DE ARGENTINA SPON ADR 879378404 28407 2855 X 2855 0 0
TELEFONICA DE ESPANA ADR 879382208 2729488 68101 X 49827 0 18274
TELEFONICA DE ESPANA ADR 879382208 262284 6544 X 6544 0 0
TELEFONICA DEL PERU S A SPON ADR 879384204 2267 801 X 801 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 9714198 277390 X 268990 0 8400
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 276658 7900 X 6900 0 1000
TELELESTE CELULAR PARTICIPACOES ADR 87943B102 205 10 X 0 0 10
TELEMIG CELULAR PARTICIPACOES ADR 87944E105 941 25 X 0 0 25
TELENORDESTE CELULAR PAR ADR 87924W109 705 25 X 0 0 25
TELENORTE LESTE PARTICIP ADR 879246106 9081 581 X 23 0 558
TELESP CELULAR PARTICIPA ADR 87952L108 1852 200 X 0 0 200
TELESUDESTE CELULAR PAR ADR 879252104 504 40 X 40 0 0
TERRA NETWORKS SA SPONSORED 88100W103 36784 4674 X 4674 0 0
TERRA NETWORKS SA SPONSORED 88100W103 669 85 X 85 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 61630 1000 X 1000 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 326639 5300 X 1300 0 4000
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
------------------------------
TOKIO MARINE & FIRE INS LTD SPN ADR 889090403 4392 120 X 120 0 0
TORONTO DOMINION BK COM 891160509 15444 600 X 600 0 0
TORONTO DOMINION BK COM 891160509 149807 5820 X 5820 0 0
TOTAL FINA ELF S A ADR 89151E109 2905829 41370 X 33929 0 7441
TOTAL FINA ELF S A ADR 89151E109 138092 1966 X 266 0 1700
TOYOTA MOTOR CORP ADR 2 892331307 26499 520 X 520 0 0
TOYOTA MOTOR CORP ADR 2 892331307 25480 500 X 500 0 0
TRANSCANADA PIPELINES COM 893526103 12510 1000 X 200 0 800
TRINITY BIOTECH PLC SPONSORED ADR 896438108 152 100 X 100 0 0
TRIZEC HAHN CORP COM 896938107 3326673 211890 X 52290 0 159600
TRIZEC HAHN CORP COM 896938107 7850 500 X 0 0 500
TTI TEAM TELECOM INTL LTD M88258104 12510 500 X 500 0 0
TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 5364 600 X 600 0 0
TURKCELL ILETISIM HIZMET ADR 900111204 883 43 X 43 0 0
UBS AG REG COM H8920M855 224550 4491 X 1416 0 3075
UBS AG REG COM H8920M855 25200 504 X 504 0 0
ULTRA PETE CORP COM 903914109 2863731 470235 X 469235 0 1000
ULTRA PETE CORP COM 903914109 30450 5000 X 5000 0 0
UNILEVER NV NY SHARES COM 904784709 6961477 120838 X 75519 0 45319
UNILEVER NV NY SHARES COM 904784709 2121488 36825 X 31268 0 5557
UNILEVER PLC SPONSORED ADR 904767704 136074 4090 X 830 0 3260
UNILEVER PLC SPONSORED ADR 904767704 465281 13985 X 8400 0 5585
UNITED BUSINESS MEDIA SPON ADR 90969M101 396 50 X 50 0 0
UNITED MICROELECTRONICS CORP ADR 910873207 21792 2270 X 2270 0 0
UPM KYMMENE CORP ADR 915436109 13360 400 X 400 0 0
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 533543 9919 X 5894 0 4025
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 451836 8400 X 6720 0 1680
VODAFONE GROUP PLC ADR NEW 92857W100 81634332 3178907 X 3115083 0 63824
VODAFONE GROUP PLC ADR NEW 92857W100 24785001 965148 X 893118 0 72030
VOLVO AKTIEBOLAGET ADR B 928856400 60680 3700 X 3700 0 0
WESTCOAST ENERGY INC COM 95751D102 26430 1000 X 1000 0 0
WESTCOAST ENERGY INC COM 95751D102 23523 890 X 890 0 0
WILLBROS GROUP INC COM 969199108 4050560 253160 X 251860 0 1300
WPP GROUP PLC ADR 929309300 54978 1020 X 1020 0 0
XCELERA INC COM G31611109 2460 1200 X 1200 0 0
XL CAP LTD CL A COM G98255105 1368847 14983 X 14275 0 708
XL CAP LTD CL A COM G98255105 224289 2455 X 1010 0 1445
YANZHOU COAL MINING SPON ADR 984846105 1575 100 X 100 0 0
ZEMEX CORP COM 988910105 19 3 X 3 0 0
ZI CORPORATION COM 988918108 6980 1000 X 0 0 1000
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR FOREIGN EQUITY DOMESTIC STLMT 1715229739 51702063 49045114 17688 2639261
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - DOMESTIC
------------------------------
APARTMENT INVEST CONV CL P FLT RT PF 03748R861 11682 477 X N.A. N.A. N.A.
CABCO -J C PENNEY 7.625% PFD 126797208 9160 500 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR PREFERRED STOCK - DOMESTIC 20842 977 N.A. N.A. N.A.
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - CONVERTIBLE
------------------------------
AES TR III 6.75% PFD 00808N202 17300 500 X N.A. N.A. N.A.
AK STL HLDG CORP PFD CONV STK SER B 001547306 213000 5000 X N.A. N.A. N.A.
AMER HM PRODS $2.00 CONV PFD 026609206 69000 46 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CONV $5 087509303 161 100 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CONV $5 087509303 1369 850 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CV $2.50 087509402 1571 1989 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 1190000 35000 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 79560 6500 X N.A. N.A. N.A.
CHIQUITA BRANDS CONV $3.75 PFD 170032502 1010 200 X N.A. N.A. N.A.
CMS ENERGY CORP 8.75% CONV PFD 125896308 6030 200 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 9200 200 X N.A. N.A. N.A.
COVANTA ENERGY SER A $1.875 PFD 22281N202 25 1 X N.A. N.A. N.A.
DUKE ENERGY CORP 8.25% CONV PFD 264399585 977585 37100 X N.A. N.A. N.A.
DUKE ENERGY CORP 8.25% CONV PFD 264399585 204213 7750 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 251900 5500 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS 7.25% PFD 29476L859 36559 1445 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS 7.25% PFD 29476L859 215683 8525 X N.A. N.A. N.A.
FELCOR LODGING SER A CONV $1.95 PFD 31430F200 57120 2800 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 2700 12 X N.A. N.A. N.A.
FREEPORT-MCMORAN COPPER & GOPFD DEP 35671D501 15650 1000 X N.A. N.A. N.A.
FRONTLINE COMMUN 4.00% CONV PFD 35921T207 200 400 X N.A. N.A. N.A.
GLENBOROUGH RLTY TR INC 7.75% PFD 37803P204 8440 400 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 12105 1500 X N.A. N.A. N.A.
KEY TECHNOLOGY CONV SER B FLT RT PFD 493143200 383 100 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 5800 200 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 43500 1500 X N.A. N.A. N.A.
LUCENT TECH CONVERTIBLE REG CONV PFD 549463206 5604112 5100 X 5100
NEWMONT MNG CORP CONV $3.25 PFD 651639601 8670 200 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 11790 131 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 2790 31 X N.A. N.A. N.A.
RECKSON SERIES A 7.625% CONV PFD 75621K205 2379000 100000 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 51315 1238 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 38714 934 X N.A. N.A. N.A.
SPRINT CORP CONV 7.125% PFD 852061605 15246 600 X N.A. N.A. N.A.
STANDARD AUTOMOTIVE CONV 8.50% PFD 853097202 312 2600 X N.A. N.A. N.A.
SUPERIOR TRUST I CONV 8.50% PFD 86836P202 2400 600 X N.A. N.A. N.A.
TANGER FACTORY OUTLET CTRS INC PFD A 875465205 14850 600 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 37500 250 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 47700 318 X N.A. N.A. N.A.
TRW INC PREF SER 1 CONV $4.40 872649504 2600 26 X N.A. N.A. N.A.
TRW INC PREF SER 1 CONV $4.40 872649504 40000 400 X N.A. N.A. N.A.
WESTPORT RES CORP 6.50% CONV PFD 961418209 1770 100 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - CONVERTIBLE
------------------------------
WHX CORP PFD 929248201 1880 400 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR PREFERRED STOCK - CONVERTIBLE 6103601 227291 N.A. N.A. N.A.
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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - FOREIGN
------------------------------
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 80096 3200 X N.A. N.A. N.A.
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 275330 11000 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 104100 3880 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 64392 2400 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR PREFERRED STOCK - FOREIGN 523918 20480 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
DOMESTIC CONVERTIBLE BONDS
------------------------------
ADAPTEC INC 4 3/4% Convert Corp
REGS CONV Bond 00651FAC2 172949 186000 X 186000
AETHER SYS INC REGS Convert Corp
CONV Bond 00808VAA3 20731 37000 X 37000
AFFYMETRIX INC_4.75 Convert Corp
Bond 00826TAD0 1479867 1992000 X 1992000
AFFYMTRIX INC Convert Corp
Bond 00826TAB4 11106033 12196000 X 12196000
AGILENT TECH INC Convert Corp
3.00 Bond 00846UAA9 9214667 8350000 X 8350000
ALEXION PHARM 5.75% Convert Corp
Bond 015351AB5 608223 950000 X 950000
ALKERMES INC. REG Convert Corp
CONV Bond 01642TAB4 3151367 4716000 X 4716000
AMERICA ONLINE_0.00% Convert Corp
Bond 02364JAC8 262767 500000 X 500000
AMERITRADE HLD_ REG Convert Corp
Bond 03072HAB5 879878 1139000 X 1139000
AMKOR TECH INC 5.75 Convert Corp
Bond 031652AN0 1186607 1500000 X 1500000
AMKOR TECH INC_5.00% Convert Corp
Bond 031652AH3 1407507 2011000 X 201100l
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 255488 270000 X N.A. N.A. N.A.
ANALOG DEVICES INC Convert Corp
4.75% Bond 032654AD7 2035067 2166000 X 2166000
ARROW ELECTRONIC Convert Corp
0.00% Bond 042735AY6 2455110 5273000 X 5273000
AVATAR HOLDINGS 7.00 Convert Corp
Bond 053494AD2 93142 100000 X 100000
BANKATLANTIC BNC 5.625% 12/01/07 065908AC9 5820 6000 X N.A. N.A. N.A.
BEA SYS INC 4.00% 12/15/06 073325AD4 232375 275000 X N.A. N.A. N.A.
BEA SYSTEMS INC Convert Corp
Bond 073325AD4 6798467 8212000 X 8212000
BENCHMARK ELECTR Convert Corp
Bond 08160HAC5 19153667 23922000 X 23922000
BISYS GROUP INC Convert Corp
Bond 055472AB0 587651 504000 X 504000
BRINKER INT'L INC Convert Corp
Bond 109641AA8 1578254 2500000 X 2500000
BURR-BROWN CORP Convert Corp
Bond 122574AF3 366952 352000 X 352000
CANDESCENT TECH Convert Corp
Bond 137392AA4 7 650000 X 650000
CB MAYAN NETWORKS Convert Corp
CORP Bond 577873AC6 3337 666000 X 666000
CELESTICA INC Convert Corp
Bond 15101QAA6 1340539 3187000 X 3187000
CEPHALON INC 2.50 Convert Corp
12-15-06 Bond 156708AD1 6528320 6090000 X 6090000
CEPHALON INC 5.25 Convert Corp
Bond 156708AC3 7348371 6070000 X 6070000
CEPHALON INC 5.25 Convert Corp
Bond 156708AB5 4862419 4000000 X 4000000
CHECKFREE HLDGS Convert Corp
Bond 162816AC6 6568494 8484000 X 8484000
CIENA CORP 3.75% Convert Corp
Bond 171779AA9 4419531 7068000 X 7068000
CIENA CORP CONV 3.75% 2/01/08 171779AA9 194700 300000 X N.A. N.A. N.A.
CITRIX SYSTEMS INC Convert Corp
0% Bond 177376AB6 62611 140000 X 140000
COEUR D'ALENE 13.375 Convert Corp
Bond 192108AH1 462176 670000 X 670000
COEUR D'ALENE 6 3/8 Convert Corp
01/31/04 Bond 192108AE8 11573 34000 X 34000
COMVERSE TECHNOLOGY Convert Corp
INC Bond 205862AJ4 3329314 4483000 X 4483000
CONEXANT SYSTEMS Convert Corp
CNXT Bond 207142AF7 263458 408000 X 408000
COR THERAPEUTICS Convert Corp
4.50 Bond 217753AG7 3509618 3650000 X 3650000
COR THERAPEUTICS Convert Corp
5.00% Bond 217753AD4 8280164 8527000 X 8527000
CORNING INC 0.00% Convert Corp
Bond 219350AJ4 3533241 6796000 X 6796000
CORNING INC 3.50 Convert Corp
Bond 219350AK1 1745436 1563000 X 1563000
CUBIST PHARM 5.50 Convert Corp
Bond 229678AA5 37528940 39300000 X 39300000
CURAGEN CORP 6.00 Convert Corp
Bond 23126RAC5 2712873 3505000 X 3505000
CV THERAPEUTICS_4.75 Convert Corp
Bond 126667AB0 4854919 4845000 X 4845000
CYMER INC 7 1/4 CONV Convert Corp
UNTIL Bond 232572AC1 483316 500000 X 500000
CYPRESS SEMICON_4.00 Convert Corp
Bond 232806AE9 3040518 3575000 X 3575000
DDI CORPORATION Convert Corp
5.25% Bond 233162AA4 2054145 3028000 X 3028000
E*TRADE GROUP 6.75 Convert Corp
Bond 269246AD6 8725939 7555000 X 7555000
E*TRADE GROUP_6.00% Convert Corp
Bond 269246AB0 9732621 11968000 X 11968000
ECHOSTAR COMM CONV 4.875% 1/01/07 278762AD1 177250 200000 X N.A. N.A. N.A.
ENZON INC 4.5 Convert Corp
Bond 293904AB4 5281346 5400000 X 5400000
EXTREME NETWORKS Convert Corp
144A_3.5%06 Bond 30226DAA4 5020637 5650000 X 5650000
FAIRCHILD SEMI 5.00 Convert Corp
Bond 303727AH4 2322518 1962000 X 1962000
FIN FED CORP CONV Convert Corp
DUE 5/01/05 Bond 317492AC0 18854137 17076000 X 17076000
GENZYME CORP CONV 3.00% 5/15/21 372917AK0 273125 250000 X N.A. N.A. N.A.
GETTY IMAGES INC Convert Corp
4 3/4 Bond 374276AC7 289628 295000 X 295000
GETTY IMAGES INC Convert Corp
5.00 Bond 374276AE3 5778 7000 X 7000
GILEAD SCIENCES 5% Convert Corp
Bond 375558AB9 3876560 2581000 X 2581000
GLOBESPAN INC Convert Corp
CONVERTIBLE BOND Bond 379571AB8 400734 500000 X 500000
GLYCOMED INC. 7.50% Convert Corp
Bond 380002AA3 355764 383000 X 383000
HASBRO INC 2.75_144A Convert Corp
Bond 418056AM9 490313 500000 X 500000
HEALTHSOUTH REHAB 3.25% 4/01/03 421924AF8 260906 275000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 4725 5000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 244393 275000 X N.A. N.A. N.A.
HUMAN GENOME Convert Corp
Bond 444903AF5 6549890 7200000 X 7200000
HUMAN GENOME_3.75 Convert Corp
Bond 444903AH1 3032651 4175000 X 4175000
I2 TECHNOLOGIES 5.25 Convert Corp
Bond 465754AF6 859206 1158000 X 1158000
IBASIS INC__5.75% Convert Corp
Bond 450732AA0 4727 15000 X 15000
INCO LTD 7.75% 3/15/16 453258AH8 49890 50000 X N.A. N.A. N.A.
INHALE THERAPEUT 3.5 Convert Corp
Bond 457191AH7 142676 225000 X 225000
INTERMUNE INC 5.75 Convert Corp
Bond 45884XAA1 2908561 1964000 X 1964000
INTERPUBLIC GROUP CO 1.87% 6/01/06 460690AJ9 235500 300000 X N.A. N.A. N.A.
IVAX CORP 4.75% 5/15/08 465823AG7 200100 240000 X N.A. N.A. N.A.
JUNIPER NETWORKS Convert Corp
4.75 Bond 48203RAA2 2751838 3883000 X 3883000
KULICKE & SOFFA_ Convert Corp
"REG" Bond 501242AE1 4681401 4930000 X 4930000
LAM RESEARCH CORP 5% Convert Corp
CONV NOTE Bond 512807AC2 14826245 13899000 X 13899000
LATTICE SEMICOND Convert Corp
Bond 518415AC8 15512328 13163000 X 13163000
LSI LOGIC 4.00 Convert Corp
Bond 502161AF9 688114 750000 X 750000
LSI LOGIC Convert Corp
CORPORATION 4 1/4% Bond 502161AD4 15174460 13324000 X 13324000
LSI LOGIC 4.00% Convert Corp
Bond 502161AE2 1926824 2312000 X 2312000
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 17022 20000 X N.A. N.A. N.A.
LTX CORP 4.25 Convert Corp
Bond 502392AD5 565514 575000 X 575000
MANUGISTICS GP 5.00 Convert Corp
Bond 565011AB9 3655699 4474000 X 4474000
MARSH SUPERMARKETS 7.00% 2/15/03 571783AB5 9800 10000 X N.A. N.A. N.A.
MAYAN NETWORKS 5.25% Convert Corp
Bond 577873AA0 5 1000 X 1000
MERCURY INTERACTIVE Convert Corp
CORP 4.75% Bond 589405AB5 1258025 1629000 X 1629000
NABI INC 6 1/2 % REG Convert Corp
Bond 628716AB8 4519790 4834000 X 4834000
NETWORK ASSOC 5.25 Convert Corp
Bond 64123LAA9 6926256 4250000 X 4250000
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 70125 75000 X N.A. N.A. N.A.
NORTEL NETWORKS 4.25 Convert Corp
Bond 656568AA0 5109286 5345000 X 5345000
NTL INCORPORATED 7% Convert Corp
Bond 629407AL1 1424 10000 X 10000
OAK INDUSTRIES 4.875 Convert Corp
Bond 671400AL3 219172 250000 X 250000
ONI SYSTEMS CORP Convert Corp
5.00% Bond 68273FAA1 69598 100000 X 100000
P-COM INC 4 1/4% Convert Corp
CONV DUE Bond 693262AC1 10511 2100000 X 2100000
PENNEY(JC)CO 5.0 Convert Corp
Bond 708160BU9 9785674 8850000 X 8850000
PHOTRONICS INC 6% Convert Corp
CONV DUE Bond 719405AA0 16689654 14180000 X 14180000
PMC-SIERRA INC 3.75 Convert Corp 69344FAA4 4247972 5000000 X 5000000
Bond
QUANTUM CORP 7% CONV Convert Corp 747906AC9 54560 62000 X 62000
DUE Bond
RATIONAL SOFTWARE Convert Corp
CORP 5.00% Bond 75409PAC7 14671071 16449000 X 16449000
READ RITE CORP Convert Corp
6 1/2% CONV Bond 755246AA3 364255 529000 X 529000
REDBACK NETWORKS Convert Corp 757209AB7 1632115 3539000 X 3539000
5.00% Bond
REGENERON Convert Corp
PHARMACEUTICALS, Bond 75886FAA5 5978842 5300000 X 5300000
INC.
RF MICRO DEVICES INC Convert Corp
3.75 Bond 749941AB6 2409423 3006000 X 3006000
RIVER STONE 3.75 Convert Corp
Bond 769320AA0 6846955 6150000 X
SANMINA CORP 4.25% Convert Corp 6150000
SUB NOTES Bond 800907AB3 271450 249000 X 249000
SANMINA CORP 0.00% Convert Corp
Bond 800907AD9 629819 1705000 X 1705000
SCI SYSTEMS INC Convert Corp
3.00% Bond 783890AF3 2664561 3300000 X 3300000
SEMTECH CORP Convert Corp
Bond 816850AD3 4833448 4555000 X 4555000
SEPRACOR INC Convert Corp
Bond 817315AH7 18005795 17645000 X 17645000
SEPRACOR INC 5% Convert Corp
2-15-07 REG Bond 817315AL8 2867454 3345000 X 3345000
SEPRACORINC. 5.75 Convert Corp
Bond 817315AP9 40262118 37405000 X 37405000
SOLECTRON CORP 0.00% Convert Corp
Bond 834182AL1 4338710 10381000 X 10381000
SOLECTRON CORP Convert Corp
ZERO COUPON Bond 834182AK3 5489232 10457000 X 10457000
SYMANTEC CORP 3.00 Convert Corp
Bond 871503AA6 459336 385000 X 385000
TERADYNE INC 3.75 Convert Corp
Bond 880770AC6 3384591 2500000 X 2500000
THERMO ELECTRON CORP 4.25% 1/01/03 883556AF9 99000 100000 X N.A. N.A. N.A.
THERMO ELECTRON CORP 4.25% 1/01/03 883556AF9 24750 25000 X N.A. N.A. N.A.
TRANSWITCH CORP 4.50 Convert Corp
Bond 894065AB7 2794503 5001000 X 5001000
TRIQUINT SEMICON Convert Corp
Bond 89674KAB9 787648 1107000 X 1107000
U S OFFICE PRODUCTS Convert Corp
CONVERTS Bond 912325AD9 1 133000 X 133000
VERTEX Convert Corp
PHARMACEUTICALS Bond 92532FAD2 12799796 19605000 X 19605000
5.00%
VERUTAS SOFTWARE Convert Corp
1.856% Bond 92343RAA1 1654747 1250000 X 1250000
VITESSE Convert Corp
SEMICONDUCTOR Bond 928497AB2 256783 329000 X 329000
4.00%
WIND RIVER SYSTM Convert Corp
3.75 Bond 973149AD9 3028188 3000000 X 3000000
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 16435 19000 X N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
ABERDEEN ASIA-PACIFIC INCOME FD INC 003009107 252415 65733 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC 003009107 48922 12740 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC 003011103 29866 5440 X N.A. N.A. N.A.
ABERDEEN COMWLTH INCOME FD INC 003013109 1191 138 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD 000918102 8090 1000 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD 000918102 121552 15025 X N.A. N.A. N.A.
ACM INCOME FUND INC 000912105 64517 8838 X N.A. N.A. N.A.
ACM INCOME FUND INC 000912105 135087 18505 X N.A. N.A. N.A.
ACM MANAGED DOLLAR INCOME FD 000949107 381 51 X N.A. N.A. N.A.
ADAMS EXPRESS CO 006212104 35394 2489 X N.A. N.A. N.A.
ADAMS EXPRESS CO 006212104 168535 11852 X N.A. N.A. N.A.
ALL AMERN TERM TR INC 016440109 28968 2400 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD 01852M108 104161 4856 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II 01879R106 201136 20800 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II 01879R106 15356 1588 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT 019921105 1966 200 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT 019921105 22324 2271 X N.A. N.A. N.A.
AMERICAN SELECT PORTFOLIO FD 029570108 8487 642 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD 030099105 6811 528 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III 03009T101 12240 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III 03009T101 16279 1330 X N.A. N.A. N.A.
ASA LTD COM 002050102 53400 2670 X N.A. N.A. N.A.
ASA LTD COM 002050102 52800 2640 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM 044901106 19052 2200 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM 044901106 17320 2000 X N.A. N.A. N.A.
AUSTRIA FD INC 052587102 13000 2000 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST 09067D201 46200 350 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST 09067D201 52800 400 X N.A. N.A. N.A.
BLACKROCK FL INSD MUN 2008 TERM TR 09247H106 146300 9500 X N.A. N.A. N.A.
BLACKROCK HIGH YIELD TRUST 09248N102 11019 1075 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC 09247F100 251826 34169 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC 09247F100 25058 3400 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC 092474105 49430 4650 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC 09247K109 39250 2500 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC 09247M105 109855 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC 09247M105 109824 10560 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD 09248F109 231540 17000 X N.A. N.A. N.A.
BLACKROCK NORTH AMER GOVT INC TR 092475102 35712 3600 X N.A. N.A. N.A.
BLACKROCK STRATEGIC MUN TR FD 09248T109 67900 5000 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC 095333100 326743 43220 X N.A. N.A. N.A.
BRAZIL FUND INC COM 105759104 30040 2000 X N.A. N.A. N.A.
BROADBAND HOLDRS TR 11130P104 4950 300 X N.A. N.A. N.A.
BROADBAND HOLDRS TR 11130P104 19800 1200 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
B2B INTERNET HOLDERS TR 056033103 11286 2200 X N.A. N.A. N.A.
CENTRAL SECURITIES CORP 155123102 136952 5411 X N.A. N.A. N.A.
CHINA FUND INC 169373107 1664 134 X N.A. N.A. N.A.
CHINA FUND INC 169373107 18630 1500 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS 12551D109 16125 4799 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES 17179X106 28226 1719 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES 17179X106 1543 94 X N.A. N.A. N.A.
COHEN & STEERS ADVANTAGE INCOME RLTY 19247W102 36750 2500 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR 195743109 77196 12391 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR 195743109 42732 6859 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB 195762109 36644 4431 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN 195768106 36924 3490 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST 195799101 29728 5405 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST 195799101 115500 21000 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM 21924B104 89 11 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM 21924B104 8050 1000 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM 219925104 117936 14400 X N.A. N.A. N.A.
CP HOLDRS FD 12616K106 39230 1000 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM 224916106 50 10 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM 224916106 17032 3420 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD 22544F103 38714 7374 X N.A. N.A. N.A.
DELAWARE INVESTMENTS DIV & INC FD 245915103 175603 12893 X N.A. N.A. N.A.
DRESNER RCM GLB STRATEGIC INCOM FD 26157B101 131 20 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND 26201R102 10715 1243 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND 26201R102 82752 9600 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND 26201T108 11703 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND 26202F107 36154 4304 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND 26202F107 195804 23310 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC 261932107 116701 11612 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC 261932107 127524 12689 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR 26432K108 33025 2500 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR 26432K108 32166 2435 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND 264324104 511083 46210 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND 264324104 95525 8637 X N.A. N.A. N.A.
DUFF & PHELPS UTILS TAX FREE INCOME 264325101 188620 13330 X N.A. N.A. N.A.
DUFF & PHELPS UTILS TAX FREE INCOME 264325101 7075 500 X N.A. N.A. N.A.
EATON VANCE NEW JERSEY MUNICIPAL INC 27826V106 132987 9999 X N.A. N.A. N.A.
EATON VANCE SENIOR INCOME FUND 27826S103 47231 6009 X N.A. N.A. N.A.
ELLSWORTH CONV GROWTH & INCOME FD 289074106 2310 267 X N.A. N.A. N.A.
ELLSWORTH CONV GROWTH & INCOME FD 289074106 8650 1000 X N.A. N.A. N.A.
EMERGING MKTS INCOME FD II INC 290920107 20033 1736 X N.A. N.A. N.A.
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 373 24 X N.A. N.A. N.A.
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 23340 1500 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
EUROPE FD INC 29874M103 312 30 X N.A. N.A. N.A.
EUROPEAN WARRANT FUND INC 298792102 1203 300 X N.A. N.A. N.A.
FIRST FINANCIAL FUND INC 320228109 31613 2529 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM 347200107 5614 375 X N.A. N.A. N.A.
FORTIS SECURITIES INC COM 34955T100 26535 3496 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD 86330E885 31133 380 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT 355145103 26112 3200 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT 355145103 19217 2355 X N.A. N.A. N.A.
GABELLI EQUITY TR INC 362397101 166403 15422 X N.A. N.A. N.A.
GABELLI EQUITY TR INC 362397101 147186 13641 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM 36239Q109 2433 270 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM 36239Q109 5064 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST 36240A101 26870 2880 X N.A. N.A. N.A.
GABELLI UTILITY TRUST 36240A101 3452 370 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM 368802104 197607 5904 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM 368802104 265116 7921 X N.A. N.A. N.A.
GERMANY FUND INC 374143105 30992 4396 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM 37933G108 19791 1430 X N.A. N.A. N.A.
GLOBAL PARTNERS INCOME FD INC 37935R102 10804 933 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT 404052102 17254 674 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT 404052102 9062 354 X N.A. N.A. N.A.
H & Q LIFE SCIENCES INVS 404053100 30917 1438 X N.A. N.A. N.A.
HANCOCK J PATRIOT GLOBAL DIV FD 41013G103 39215 3100 X N.A. N.A. N.A.
HANCOCK JOHN FINL TRENDS FD 41014X105 26340 2000 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI 410123103 66101 4512 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI 410123103 92720 6329 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR 410142103 4665 245 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR 410142103 29226 1535 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD 41013J107 55575 4500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIV FD II 41013T105 7735 700 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I 41013Q101 87084 9043 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I 41013Q101 205186 21307 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT SELECT DIVID TR 41013U102 16741 1135 X N.A. N.A. N.A.
HATTERAS INCOME SECS INC FD 419025101 13840 1000 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD 42967Q105 21112 2853 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD 42967Q105 143419 19381 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC 429904105 13140 2250 X N.A. N.A. N.A.
HIGH YIELD PLUS FD INC 429906100 19731 4198 X N.A. N.A. N.A.
HYPERION TOTAL RETURN FD INC 449145101 292 34 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY 448918102 19300 2000 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY 448918102 4825 500 X N.A. N.A. N.A.
INDIA FUND INC 454089103 2850 300 X N.A. N.A. N.A.
INDIA GROWTH FUND INC 454090101 5021 630 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
INSURED MUNICIPAL INCOME FUND 45809F104 182370 13549 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND 45809F104 4119 306 X N.A. N.A. N.A.
INTERMEDIATE MUNI FD INC COM 45880P104 9750 1000 X N.A. N.A. N.A.
INTERMEDIATE MUNI FD INC COM 45880P104 10793 1107 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS 46060A107 15340 400 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS 46060A107 11505 300 X N.A. N.A. N.A.
INVESTMENT GRADE MUN INCOME FD 461368102 61185 3999 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD 464287580 105678 1900 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD 464287580 38934 700 X N.A. N.A. N.A.
ISHARES INC MSCI GERMANY 464286806 4530 300 X N.A. N.A. N.A.
ISHARES INC MSCI JAPAN INDEX FD 464286848 13878 1800 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD 464286699 64636 4400 X N.A. N.A. N.A.
ISHARES MSCI AUSTRALIA FD 464286103 1890 200 X N.A. N.A. N.A.
ISHARES MSCI FRANCE 464286707 58125 3100 X N.A. N.A. N.A.
ISHARES MSCI HONG KONG INDEX FD 464286871 1834 200 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD 464286673 1014 200 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH 464287648 28700 500 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD 464287630 234112 1829 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 464287689 208598 3285 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD 464287861 127044 2150 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD 464287705 18096 200 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD 464287705 90480 1000 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD 464287879 42675 500 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD 464287200 443029 3875 X N.A. N.A. N.A.
ISHARES S & P 500/BARRA VALUE FD 464287408 16584 300 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD 464287606 56975 500 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD 464287887 69255 900 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD 464287804 22880 200 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD 464287655 108394 1125 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD 464287564 54795 650 X N.A. N.A. N.A.
ISHARES TR DJ US REAL ESTATE FD 464287739 15960 200 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD 464287556 45525 500 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD 464287556 4553 50 X N.A. N.A. N.A.
ISHARES TR RUSSELL 1000 GRWTH INDX 464287614 20376 400 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH 464287721 7980 150 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH 464287721 21280 400 X N.A. N.A. N.A.
JARDINE FLEMING CHINA REGION FD INC 471110106 4376 666 X N.A. N.A. N.A.
JARDINE FLEMING INDIA FUND 471112102 1468 200 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND 409735107 24400 2954 X N.A. N.A. N.A.
KOREA FD 500634100 9750 750 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC 51827Q106 24519 2018 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC 51827Q106 4265 351 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND 530158104 67804 6114 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
LIBERTY ALL-STAR GROWTH FD INC COM 529900102 6906 829 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI 575672100 65570 4832 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI 575672100 18998 1400 X N.A. N.A. N.A.
MALAYSIA FD INC 560905101 400 102 X N.A. N.A. N.A.
MALAYSIA FD INC 560905101 1960 500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC 56166C105 3560 500 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC 561911108 35160 6000 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO II INC 561663105 20340 2000 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC 561662107 7280 700 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC 561662107 38698 3721 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS 576299101 72800 8000 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS 576299101 247065 27150 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND 576292106 176778 8540 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND 576292106 533273 25762 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST 552727109 64740 7800 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST 552727109 5843 704 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST 552939100 9735 1500 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST 55273C107 190041 28322 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST 55273C107 149653 22303 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST 552737108 17760 3005 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST 552737108 31914 5400 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST 552738106 4609 604 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST 552738106 156003 20446 X N.A. N.A. N.A.
MIDCAP SPDR TR COM 595635103 156368 1685 X N.A. N.A. N.A.
MIDCAP SPDR TR COM 595635103 204253 2201 X N.A. N.A. N.A.
MORGAN STANLEY ASIA-PACIFIC FUND INC 61744U106 411950 55000 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND 616988101 15930 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND 61744G107 9208 1067 X N.A. N.A. N.A.
MORGAN STANLEY GOVT. INCOME TR 61745P106 41904 4800 X N.A. N.A. N.A.
MORGAN STANLEY HIGH INCOME ADVANTAGE 61745P304 640 500 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES 61745P874 1619 100 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES 61745P874 12952 800 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD 61745P791 78541 5679 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD 61745P791 16596 1200 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI SEC FD 61745P833 5736 400 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI TR FD 61745P866 28762 2037 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI TR FD 61745P866 9884 700 X N.A. N.A. N.A.
MORGAN STANLEY NY QUAL MUNI SEC FD 61745P528 123849 9333 X N.A. N.A. N.A.
MORGAN STANLEY PREMIUM INCOME TR FD 61745P429 16591 1860 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD 61745P734 218927 15331 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD 61745P734 9996 700 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD 61745P585 130603 9732 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD 61745P585 5368 400 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
MUNICIPAL ADVANTAGE FD INC 626189104 3912 300 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC 626214100 30012 3696 X N.A. N.A. N.A.
MUNICIPAL PARTNERS FD II 62622E107 4996 400 X N.A. N.A. N.A.
MUNIENHANCED FD INC 626243109 5255 500 X N.A. N.A. N.A.
MUNIENHANCED FD INC 626243109 69765 6638 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD 62624W105 29224 2080 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD 62624W105 10889 775 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD 62625A102 5073 396 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD 62625A102 61488 4800 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD 625936109 7189 543 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD 625936109 47704 3603 X N.A. N.A. N.A.
MUNIHOLDINGS NY INS FUND 625931100 55200 4000 X N.A. N.A. N.A.
MUNIINSURED FD INC 626245104 9625 1100 X N.A. N.A. N.A.
MUNIVEST FD II INC 62629P105 62710 4740 X N.A. N.A. N.A.
MUNIVEST FD INC 626295109 140970 15875 X N.A. N.A. N.A.
MUNIVEST FD INC 626295109 59318 6680 X N.A. N.A. N.A.
MUNIYIELD CA INSD FD II INC 62629L104 141000 10000 X N.A. N.A. N.A.
MUNIYIELD FD INC 626299101 19376 1502 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC 62630E107 106735 7361 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC 62630E107 300281 20709 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD 62630J106 55950 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC 62630L101 65307 4551 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC 62630L101 88253 6150 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD 625921101 126186 8418 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC 626301105 20339 1501 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC 62630T104 3462 300 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC 626302103 34394 2516 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC 626302103 21872 1600 X N.A. N.A. N.A.
NAIC GROWTH FD INC 628921108 5440 506 X N.A. N.A. N.A.
NASDAQ-100 SHARES 631100104 2540317 65287 X N.A. N.A. N.A.
NASDAQ-100 SHARES 631100104 886370 22780 X N.A. N.A. N.A.
NEW GERMANY FD INC 644465106 15051 2564 X N.A. N.A. N.A.
NEW GERMANY FD INC 644465106 8441 1438 X N.A. N.A. N.A.
NEW IRELAND FD INC 645673104 142 13 X N.A. N.A. N.A.
NUVEEN CALIF INVT QUALITY MUN FD INC 67062A101 60760 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD 67060D107 161249 10238 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD 67060D107 76640 4866 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND 67066V101 24616 1700 X N.A. N.A. N.A.
NUVEEN DVD ADV MUNI FD 2 67070F100 15180 1100 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD 670970102 35780 2334 X N.A. N.A. N.A.
NUVEEN FLA QUALITY INCOME MUN FD 670978105 104929 6818 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC 670984103 213693 14707 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC 670984103 103148 7099 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
NUVEEN INSD PREM INCOME MUN FD 2 6706D8104 58652 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 6706D8104 39363 2953 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC 67062N103 86507 5966 X N.A. N.A. N.A.
NUVEEN INSURED FLORIDA PREMIUM INC 67101V108 7540 500 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC 67062E103 71000 5000 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC 67062E103 42742 3010 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD 67061E104 72603 4657 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM 67062W103 83198 5930 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM 67062W103 114064 8130 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD 67062H106 392771 27621 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD 67062H106 231814 16302 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC 67062J102 20862 1900 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC 67062J102 13637 1242 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC 670928100 244829 26583 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC 670928100 1040721 112999 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC 67062X101 56092 3821 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC 670986108 107617 7665 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD 67060P100 108543 7564 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC 670971100 823125 53799 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC 670971100 588974 38495 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC 67101N106 84422 5685 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC 67062M105 32445 3500 X N.A. N.A. N.A.
NUVEEN NY PERFORMANCE MUNI FD 67062R104 94414 6375 X N.A. N.A. N.A.
NUVEEN NY SELECT QUALITY MUN FD INC 670976109 43188 3035 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD 670972108 46175 3099 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD 670972108 130301 8745 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 67061F101 14042 998 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 67061F101 2814 200 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD 67062P108 50851 3609 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD 67062P108 414246 29400 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC 67063W102 626262 44765 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC 6706K4105 84257 6359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC 6706K4105 90789 6852 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD 670987106 14900 1000 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD 670987106 43031 2888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC 670988104 43664 3062 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC 67062T100 50690 3700 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC 67062T100 244038 17813 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD 670977107 22444 1617 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD 670977107 425491 30655 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD 67071B108 37575 2500 X N.A. N.A. N.A.
NUVEEN SELECT MAT MUN FD SBI 67061T101 16795 1598 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC 670973106 96197 6808 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
NUVEEN SELECT TAX FREE INCOME PORT 2 67063C106 9770 720 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 67063C106 62693 4620 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME 67062F100 48475 3500 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR 683933105 43813 5330 X N.A. N.A. N.A.
PACIFIC AMERN INCOME SHS INC FD 693796104 102 7 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP 716549100 79459 3387 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP 716549100 156220 6659 X N.A. N.A. N.A.
PILGRIM PRIME RATE TR NEW 72146W103 42795 6445 X N.A. N.A. N.A.
PILGRIM PRIME RATE TR NEW 72146W103 19860 2991 X N.A. N.A. N.A.
PIONEER INTEREST SHARES INC FUND 723703104 7980 700 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD 743586406 124292 26333 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS 743590101 1649 256 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS 743590101 3220 500 X N.A. N.A. N.A.
PUTNAM CONV OPP & INCOME TR 746479104 4995 300 X N.A. N.A. N.A.
PUTNAM HIGH INCOME CONV & BD FD 746779107 11200 1600 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR 746781103 7500 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR 746805100 418610 41000 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR 746823103 8276 1041 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR 746823103 7553 950 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT 74683K104 34857 5472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT 74683K104 133770 21000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI 746909100 129030 21505 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI 746909100 79632 13272 X N.A. N.A. N.A.
PUTNAM MUN OPPORTUNITIES TR FD 746922103 21726 1700 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC 74683V100 80226 6940 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC 74683V100 11560 1000 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 3005 500 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 64830 10787 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD 746920107 14214 1167 X N.A. N.A. N.A.
R O C TAIWAN FD 749651105 38 8 X N.A. N.A. N.A.
RCM STRATEGIC GLOBAL GOVT FD 74936A101 106000 10000 X N.A. N.A. N.A.
RENAISSANCE CAP GROWTH & INCM FDIII 75966V105 7238 702 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC 780915104 17168 1635 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC 780915104 1103 105 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC 780910105 27321 1738 X N.A. N.A. N.A.
SALOMON BROS FD INC 795477108 237607 19131 X N.A. N.A. N.A.
SALOMON BROS FD INC 795477108 126808 10210 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM 794907105 98167 9098 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM 794907105 44908 4162 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC 79547Q106 10550 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC 79548T109 65500 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT 79548R103 55697 5553 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD 81115E101 3342 600 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD 81115E101 30780 5526 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
SCUDDER HIGH INCOME TR 811153105 89489 12242 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR 81118Q101 32214 3900 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR 81118R604 77822 7011 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR 81118R604 5550 500 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC 811183102 67680 8000 X N.A. N.A. N.A.
SCUDDER STRATEGIC MUN INCOME TR 811234103 13809 1206 X N.A. N.A. N.A.
SEMICONDUCTOR HOLDRS TR 816636203 54405 1300 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO 81721E107 2462 450 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD 836144105 50830 833 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD 836144105 189162 3100 X N.A. N.A. N.A.
SPAIN FUND INC (THE) 846330108 808 100 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC 862719101 50424 4555 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC 862719101 43306 3912 X N.A. N.A. N.A.
SWISS HELVETIA FD INC 870875101 84777 7707 X N.A. N.A. N.A.
SWISS HELVETIA FD INC 870875101 12881 1171 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC 872340104 21375 2500 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC 872340104 168734 19735 X N.A. N.A. N.A.
TCW DW TERM TR 2002 SH BEN INT 87234T101 53200 5000 X N.A. N.A. N.A.
TELECOM HOLDRS TR 87927P200 31262 700 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC 88018X102 4795 610 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC 88018T101 74900 10000 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC 88018T101 8988 1200 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND 880192109 10266 963 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND 880192109 11907 1117 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC 880191101 30505 3842 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC 880191101 23820 3000 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC 880198106 19429 3050 X N.A. N.A. N.A.
TRAVELERS CORPORATE LN FD 894185107 280 22 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND 895436103 581100 30992 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND 895436103 273263 14574 X N.A. N.A. N.A.
TURKISH INVESTMENT FUND 900145103 272 50 X N.A. N.A. N.A.
UTILITIES SELECT SECTOR SPDR FD 81369Y886 44848 1600 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD 920934106 15990 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR 921124103 295266 20735 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ 920933108 24105 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR 920919107 281833 21001 X N.A. N.A. N.A.
VAN KAMPEN AMERN CAP STRAT SECTR MUN 920943107 20003 1520 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON 920955101 77889 4042 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES 920911104 8172 1800 X N.A. N.A. N.A.
VAN KAMPEN INCOME TRUST 920957107 7596 1200 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI 92112R102 38425 2500 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI 92112R102 70702 4600 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II 920944105 13098 1013 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
VAN KAMPEN MUNICIPAL INCOME TRUST CO 920909108 30528 3600 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO 920909108 14679 1731 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL OPPORTUNITY TR 920935103 72944 4700 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 PA QUALITY MUN TR 920924107 26452 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST 920961109 19116 2700 X N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL 920928108 153400 10000 X N.A. N.A. N.A.
VAN KAMPEN VALUE MUNICIPAL INCOME TR 921132106 62468 4600 X N.A. N.A. N.A.
ZENIX INCOME FD INC 989414107 115 35 X N.A. N.A. N.A.
ZWEIG FUND INC 989834106 15558 1957 X N.A. N.A. N.A.
ZWEIG FUND INC 989834106 12482 1570 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC 989837109 48419 6868 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC 989837109 43710 6200 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM 282520105 11919 625 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM 282520105 7151 375 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR CLOSED-END INVESTMENTS 32108159 2459257 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
BOND FUNDS - GOVT
------------------------------
EIS FUND LTD 268953106 6516 400 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR BOND FUNDS - GOVT 6516 400 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
WARRANTS & RIGHTS
------------------------------
DEPOMED INC -WTS 11/05/02 249908112 600 300 X N.A. N.A. N.A.
DEPOMED INC -WTS 11/05/02 249908112 300 150 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 25429Q110 750 5000 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 25429Q110 486 3240 X N.A. N.A. N.A.
GOLDEN ST BANCORP INC LITIG TRAC WT 381197136 2950 2500 X N.A. N.A. N.A.
HARMONY GOLD MINING WTS 6/29/03 413216110 152 50 X N.A. N.A. N.A.
HARVEY ELECTRONICS WTS 3/31/03 417660115 3498 31800 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 649080116 1 7 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 649080116 0 1 X N.A. N.A. N.A.
TOTAL FINA ELF S.A. ADR WTS F9212D142 7808 324 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR WARRANTS & RIGHTS 16545 43372 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
LIMITED PARTNERSHIPS
------------------------------
ALLIANCE CAP MGMT HLDG L P UNIT LTD 01855A101 1803302 37320 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD 01855A101 4675202 96755 X N.A. N.A. N.A.
AMERICA FIRST APT INV L P 023929102 3000 250 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P 02364V107 2208 300 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P 02364V107 12644 1718 X N.A. N.A. N.A.
AMERICAN INSD MTG-INVS L P SER 85 02686E106 7810 1000 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P 02686F103 4375 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P 029169109 20968 2322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P 030975106 29081 1300 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P 030975106 140931 6300 X N.A. N.A. N.A.
BOSTON CELTICS L P 100577105 11440 1040 X N.A. N.A. N.A.
BOSTON CELTICS L P 100577105 1100 100 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P 118230101 685697 18295 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P 118230101 865788 23100 X N.A. N.A. N.A.
CEDAR FAIR L P 150185106 44622 1800 X N.A. N.A. N.A.
CEDAR FAIR L P 150185106 141303 5700 X N.A. N.A. N.A.
CORNERSTONE PROPANE PARTNERS L P 218916104 3725 500 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P 28368B102 122723 3299 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P 28368B102 438960 11800 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP 29250R106 355197 8445 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP 29250R106 479820 11408 X N.A. N.A. N.A.
EOTT ENERGY PARTNERS L P 294103106 75250 5000 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P 315293100 37316 1964 X N.A. N.A. N.A.
GENESIS ENERGY L P 371927104 1950 500 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P 40636T203 987 14 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P 484169107 50610 1235 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P 484169107 81960 2000 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P 494550106 982942 25990 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P 494550106 2036758 53854 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P 644206104 9597 320 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P 644206104 10197 340 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P 651426108 296000 10000 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P 664785102 50713 1300 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P 664785102 1092280 28000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD 719217101 720 180 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD 719217101 10448 2612 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P 726503105 51980 2000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P 726503105 207946 8001 X N.A. N.A. N.A.
STAR GAS PARTNERS L P 85512C105 61230 3000 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P 864482104 168861 6450 X N.A. N.A. N.A.
TC PIPELINE LP 87233Q108 38250 1500 X N.A. N.A. N.A.
TEPPCO PARTNERS L P 872384102 104850 3495 X N.A. N.A. N.A.
TEPPCO PARTNERS L P 872384102 162000 5400 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
LIMITED PARTNERSHIPS
------------------------------
U S TIMBERLANDS CO L P 902977107 888 535 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR LIMITED PARTNERSHIPS 15383629 397692 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
GRANTOR TRUST INTEREST
------------------------------
CITY INVESTING LIQUIDATING TR 177900107 1706 986 X N.A. N.A. N.A.
CITY INVESTING LIQUIDATING TR 177900107 879 508 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM 391064102 71800 1000 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM 391064102 14360 200 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT 502003106 22338 10200 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT 502003106 1001 457 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT 785688102 32715 1500 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR 798241105 84104 8770 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST 882610108 165600 4500 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST 882610108 55200 1500 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR GRANTOR TRUST INTEREST 449703 29621 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
UNIT INVESTMENT TRUSTS-EQUITY
------------------------------
DIAMONDS TR UIT SER I 252787106 926044 9279 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I 252787106 119760 1200 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO 294700703 741381 6315 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO 294700703 1334134 11364 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR UNIT INVESTMENT TRUSTS-EQUITY 3121319 28158 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
------------------------------
ALEXANDRIA REAL ESTATE EQUITIES 015271109 1565910 38100 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT 00163T109 886600 34100 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT 00163T109 26000 1000 X N.A. N.A. N.A.
AMERICAN LD LEASE INC COM 027118108 236 18 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR 001735109 37830 1500 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR 001735109 10088 400 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT 035710409 48000 3000 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT 035710409 68800 4300 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT 03748R101 835030 18260 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT 03748R101 314805 6884 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM 039793104 53000 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM 045604105 5508 600 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM 045604105 9180 1000 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC 053484101 2762904 58400 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC 053484101 351419 7428 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM 076446301 20250 900 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT 101121101 1824000 48000 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT 101121101 405840 10680 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM 105368203 3298298 156540 X N.A. N.A. N.A.
BRE PPTYS INC CL A 05564E106 54954 1775 X N.A. N.A. N.A.
BRE PPTYS INC CL A 05564E106 102168 3300 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST 133131102 1415996 38583 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST 133131102 710769 19367 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT 139733109 24863 1250 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT 144418100 2272550 75500 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT 144418100 46234 1536 X N.A. N.A. N.A.
CENTER TR INC COM 151845104 1700 400 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM 163421100 63830 1300 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI 195872106 457905 14700 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT 22002T108 5079173 427900 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT 22002T108 110391 9300 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT 22025E104 97175 5750 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO 225756105 2939271 162301 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO 225756105 63385 3500 X N.A. N.A. N.A.
CROWN AMERN RLTY TR 228186102 46792 5999 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP 251591103 72580 3800 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP 251591103 162732 8520 X N.A. N.A. N.A.
DUKE REALTY CORP 264411505 316558 13011 X N.A. N.A. N.A.
DUKE REALTY CORP 264411505 767320 31538 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT 277276101 160290 6948 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT 277276101 9228 400 X N.A. N.A. N.A.
ELDERTRUST COM 284560109 8200 1000 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT 29380T105 1979021 102275 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
------------------------------
EQUITY INNS INC COM 294703103 5766 871 X N.A. N.A. N.A.
EQUITY INNS INC COM 294703103 66200 10000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT 294741103 32505501 1080635 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT 294741103 6386014 212301 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR 29476L107 4284393 149230 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR 29476L107 1192958 41552 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM 297178105 14823 300 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST 313747206 98302 4274 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST 313747206 50600 2200 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR 362418105 8880 300 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC 370021107 3084561 79499 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC 370021107 365690 9425 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT 379302102 15064 800 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT 379302102 248556 13200 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS 410761100 16000 2000 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC 421915109 2624066 72468 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC 421915109 93675 2587 X N.A. N.A. N.A.
HEALTH CARE REIT INC 42217K106 18336 753 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT 421946104 6785296 242332 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT 421946104 157080 5610 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT 431284108 3435962 132407 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT 431284108 3030701 116790 X N.A. N.A. N.A.
HOME PPTYS NY INC COM 437306103 511509 16187 X N.A. N.A. N.A.
HOME PPTYS NY INC COM 437306103 359134 11365 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR 44106M102 45283 1535 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR 44106M102 533950 18100 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM 44107P104 1205829 133981 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM 44107P104 2331 259 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT 40426W101 31176 3600 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT 40426W101 110848 12800 X N.A. N.A. N.A.
INDYMAC BANCORP INC 456607100 25718 1100 X N.A. N.A. N.A.
INDYMAC BANCORP INC 456607100 11690 500 X N.A. N.A. N.A.
INNKEEPERS USA TRUST 4576J0104 3222240 328800 X N.A. N.A. N.A.
ISTAR FINL INC REIT 45031U101 2699715 108205 X N.A. N.A. N.A.
JP REALTY INC COM 46624A106 11895 500 X N.A. N.A. N.A.
KILROY REALTY CORP REIT 49427F108 4728600 180000 X N.A. N.A. N.A.
KILROY REALTY CORP REIT 49427F108 52540 2000 X N.A. N.A. N.A.
KIMCO REALTY CORP 49446R109 1481968 45334 X N.A. N.A. N.A.
KIMCO REALTY CORP 49446R109 809078 24750 X N.A. N.A. N.A.
KOGER EQUITY INC 500228101 22950 1408 X N.A. N.A. N.A.
LA QUINTA PROPERTIES PAIRED REIT 50419Q409 2066 360 X N.A. N.A. N.A.
LA QUINTA PROPERTIES PAIRED REIT 50419Q409 9184 1600 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT 517942108 35220 3000 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
------------------------------
LIBERTE INVS INC REIT 530154103 59 15 X N.A. N.A. N.A.
LIBERTE INVS INC REIT 530154103 1170 300 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST 531172104 940275 31500 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST 531172104 203726 6825 X N.A. N.A. N.A.
MACERICH CO REIT 554382101 1750280 65800 X N.A. N.A. N.A.
MACERICH CO REIT 554382101 1946189 73165 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT 554489104 93060 3000 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT 554489104 587829 18950 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM 59522J103 1736 66 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM 59522J103 10520 400 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR 595232109 98478 6333 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT 63623G109 1597487 180100 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT 63623G109 71838 8099 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM 638620104 810866 43385 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT 648053106 218161 11452 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT 648053106 75476 3962 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT 69806L104 557168 19400 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH 709102107 1740 75 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH 709102107 27840 1200 X N.A. N.A. N.A.
PITTSBURGH & W VA RR 724819107 8250 1000 X N.A. N.A. N.A.
POST PROPERTIES INC REIT 737464107 46163 1300 X N.A. N.A. N.A.
POST PROPERTIES INC REIT 737464107 28408 800 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT 740706106 809775 29500 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT 740706106 54900 2000 X N.A. N.A. N.A.
PROLOGIS TR SH BEN INT REIT 743410102 1375672 63955 X N.A. N.A. N.A.
PUBLIC STORAGE DEP SHARES A REIT 74460D729 870 32 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT 74460D109 1375379 41179 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT 74460D109 33734 1010 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT 751452202 11412 711 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B 75621K304 11480 450 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT 75621K106 1740320 74500 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT 75621K106 46720 2000 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT 74955J108 3676 323 X N.A. N.A. N.A.
SAUL CENTERS INC REIT 804395101 64050 3000 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT 81721M109 11462 824 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT 81721M109 5425 390 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC 821374105 4201 120 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM 82567D104 743456 23233 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT 828806109 10411827 354989 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT 828806109 418832 14280 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT 78440X101 5642041 183720 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT 78440X101 61420 2000 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC 84610H108 24577 789 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC 84610H108 6230 200 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
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
C. OTHER INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
------------------------------
SUN CMNTYS INC COM 866674104 55875 1500 X N.A. N.A. N.A.
TANGER FACTORY OUTLET CTRS INC 875465106 4170 200 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS 893617209 3001 187 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS 893617209 2841 177 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM 902971100 69649 4777 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM 902971100 30691 2105 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC 910197102 20837 1447 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC 910197102 205920 14300 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC 911024107 374961 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI 91359E105 23500 1000 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI 91359E105 29187 1242 X N.A. N.A. N.A.
VORNADO RLTY TR 929042109 3249168 78105 X N.A. N.A. N.A.
VORNADO RLTY TR 929042109 265658 6386 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST 939653101 184982 7432 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST 939653101 301542 12115 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI 948741103 81600 1700 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI 948741103 247200 5150 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR REAL ESTATE INVESTMENT TRUSTS 146973091 5852921 N.A. N.A. N.A.
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
C. OTHER INSTR OTHER
V
ZERO COUPON BONDS
------------------------------
AUTOMATIC DATA PROC Z/CPN 2/20/12 053015AC7 76745 50000 X N.A. N.A. N.A.
--------- --------- ---- ---- ---- ---------- ---------- ----------
SUBTOTALS FOR ZERO COUPON BONDS 76745 50000 N.A. N.A. N.A.