UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: MARCH 31, 2002
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 5/14/02
---------------------- --------------------- -------------
(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
801-41391 Liberty Wanger Asset Management, LP
028-03481 Crabbe Huson Group Inc.
28-10087 Newport Pacific Management, Inc.
FORM 13F SUMMARY PAGE
Section I
Report Summary:
Number of other Included Managers: 7
Form 13F Information Table Entry Total: 6,125
Form 13F Information Table Value Total: (thousands) $38,775,822
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.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
A T & T CO COM 001957109 69750814 4442727 X 4207672 0 235055
A T & T CO COM 001957109 59180302 3769446 X 3348113 1050 420283
A T & T LATIN AMER CORP COM 04649A106 750 500 X 500 0 0
AAIPHARMA INC COM 00252W104 233610 6500 X 5000 0 1500
AAIPHARMA INC COM 00252W104 71880 2000 X 0 0 2000
AAR CORP COM 000361105 215400 20000 X 9050 0 10950
AARON RENTS INC CL B COM 002535201 1201225 52570 X 52570 0 0
AB WATLEY GROUP INC COM 000788109 1760 1600 X 1600 0 0
ABBOTT LABS COM 002824100 184959116 3516333 X 3294744 0 221589
ABBOTT LABS COM 002824100 124040215 2358179 X 2195496 75 162608
ABERCROMBIE & FITCH CO COM 002896207 322414 10468 X 1458 0 9010
ABERCROMBIE & FITCH CO COM 002896207 10472 340 X 340 0 0
ABGENIX INC COM 00339B107 195323 10340 X 10340 0 0
ABIGAIL ADAMS NATL BANCORP INC COM 003390101 27335 1562 X 1562 0 0
ABIOMED INC COM 003654100 22200 2000 X 2000 0 0
ABM INDS INC COM 000957100 642250 17500 X 17500 0 0
AC MOORE ARTS & CRAFTS INC COM 00086T103 152600 4000 X 4000 0 0
ACADIA REALTY TRUST COM 004239109 5560 800 X 800 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 86260 19000 X 16000 0 3000
ACCREDO HEALTH INC COM 00437V104 9983765 174328 X 168491 0 5837
ACCREDO HEALTH INC COM 00437V104 257715 4500 X 0 0 4500
ACLARA BIOSCIENCES INC COM 00461P106 6012 1800 X 0 0 1800
ACMAT CORP CL A 004616207 38658 4065 X 0 0 4065
ACTEL CORP COM 004934105 358283 17300 X 17300 0 0
ACTERNA CORP COM 00503U105 315 210 X 210 0 0
ACTION PERFORMANCE COS INC COM 004933107 600850 12200 X 12200 0 0
ACTIVISION INC COM 004930202 26847 900 X 0 0 900
ACTIVISION INC COM 004930202 193895 6500 X 500 0 6000
ACTUANT CORP CL A COM 00508X203 114002 2642 X 0 0 2642
ACTUATE SOFTWARE COM 00508B102 267544 37056 X 33756 0 3300
ACUITY BRANDS INC COM 00508Y102 507570 30706 X 30300 0 406
ACXIOM CORP 005125109 10321708 602200 X 401200 0 201000
ADAPTEC INC 00651F108 1135113 84900 X 76800 0 8100
ADC TELECOMMUNICATIONS INC COM 000886101 2463343 605244 X 534599 0 70645
ADC TELECOMMUNICATIONS INC COM 000886101 68783 16900 X 10900 0 6000
ADE CORP MASS COM 00089C107 3529050 231110 X 228110 0 3000
ADELPHIA BUSINESS SOLUTIONS CL A COM 006847107 660 16512 X 15840 0 672
ADELPHIA BUSINESS SOLUTIONS CL A COM 006847107 20 498 X 498 0 0
ADELPHIA COMM CORP CL A COM 006848105 75171 5045 X 150 0 4895
ADELPHIA COMM CORP CL A COM 006848105 14900 1000 X 1000 0 0
ADMINSTAFF INC COM 007094105 5385087 194900 X 194900 0 0
ADOBE SYS INC COM 00724F101 1634928 40579 X 37468 0 3111
ADOBE SYS INC COM 00724F101 600321 14900 X 12400 0 2500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ADOLOR CORPORATION COM 00724X102 2031419 182190 X 182190 0 0
ADOLOR CORPORATION COM 00724X102 31008 2781 X 2781 0 0
ADVANCE PCS COM 00790K109 1996291 66344 X 66344 0 0
ADVANCE PCS COM 00790K109 9689 322 X 322 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 22117 1700 X 100 0 1600
ADVANCED ENERGY INDS INC COM 007973100 823484 22900 X 22900 0 0
ADVANCED FIBER COMMUNICATIONS COM 00754A105 335825 17500 X 10000 0 7500
ADVANCED FIBER COMMUNICATIONS COM 00754A105 3838 200 X 200 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 420000 17500 X 17500 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 243000 10125 X 10125 0 0
ADVANCED MICRO DEVICES INC COM 007903107 599006 40721 X 33033 0 7688
ADVANCED MICRO DEVICES INC COM 007903107 17652 1200 X 1200 0 0
ADVANCED TECHNICAL PRODUCTS INC COM 007548100 14110641 532477 X 348577 0 183900
ADVANCED TECHNICAL PRODUCTS INC COM 007548100 10600 400 X 400 0 0
ADVANCED TISSUE SCIENCES INC COM 00755F103 169201 53800 X 53800 0 0
ADVENT SOFTWARE INC COM 007974108 579176 9790 X 2490 0 7300
ADVENT SOFTWARE INC COM 007974108 206942 3498 X 1098 0 2400
ADVO INC COM 007585102 17356627 410905 X 268805 0 142100
AEROFLEX INC COM 007768104 3413623 265445 X 265445 0 0
AES CORP COM 00130H105 1385208 153912 X 152336 0 1576
AES CORP COM 00130H105 56961 6329 X 6329 0 0
AETHER SYSTEMS INC COM 00808V105 20102 4600 X 200 0 4400
AETHER SYSTEMS INC COM 00808V105 1062 243 X 0 0 243
AETNA INC COM NEW 00817Y108 16509564 425285 X 367607 0 57678
AETNA INC COM NEW 00817Y108 6351884 163624 X 156556 0 7068
AETNA INCORPORATED COM *REORG* 008117103 40466 594 X 594 0 0
AFFILIATED COMPUTER SVCS COM 008190100 25670719 457344 X 437688 0 19656
AFFILIATED COMPUTER SVCS COM 008190100 646505 11518 X 6118 0 5400
AFFILIATED MANAGERS GROUP COM 008252108 179575 2500 X 0 0 2500
AFFYMETRIX INC COM 00826T108 165186 5700 X 0 0 5700
AFFYMETRIX INC COM 00826T108 98532 3400 X 100 0 3300
AFLAC INC COM 001055102 62765292 2127637 X 1971679 0 155958
AFLAC INC COM 001055102 4155695 140871 X 119021 0 21850
AFTERMARKET TECHNOLOGY CORP COM 008318107 56010 3000 X 0 0 3000
AG SVCS AMER INC COM 001250109 70000 5000 X 5000 0 0
AG SVCS AMER INC COM 001250109 50876 3634 X 2000 0 1634
AGCO CORP COM 001084102 5705000 250000 X 164200 0 85800
AGERE SYSTEMS INC CL A COM 00845V100 7264626 1867513 X 1797180 0 70333
AGERE SYSTEMS INC CL A COM 00845V100 90252 23201 X 23201 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 17361590 496613 X 446731 0 49882
AGILENT TECHNOLOGIES INC COM 00846U101 12426777 355457 X 330183 962 24312
AGL RESOURCES INC COM 001204106 193781 8246 X 2000 0 6246
AGL RESOURCES INC COM 001204106 117782 5012 X 4612 0 400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
AGREE RLTY CORP COM 008492100 17700 1000 X 1000 0 0
AIR PRODS & CHEMS INC COM 009158106 29772093 576420 X 529842 0 46578
AIR PRODS & CHEMS INC COM 009158106 17241855 333821 X 320121 2000 11700
AIRBORNE INC COM 009269101 3506745 200500 X 131900 0 68600
AIRBORNE INC COM 009269101 24486 1400 X 1400 0 0
AIRGAS INC COM 009363102 207030 10300 X 0 0 10300
AIRGATE PCS INC COM 009367103 1003380 71670 X 71670 0 0
AIRNET SYSTEMS INC COM 009417106 10435674 1000544 X 661644 0 338900
AIRNET SYSTEMS INC COM 009417106 25470 2442 X 2442 0 0
AIRSPAN NETWORKS INC COM 00950H102 7960 4000 X 4000 0 0
AIRTRAN HLDGS INC COM 00949P108 605 100 X 100 0 0
AK STEEL HOLDING CORP COM 001547108 15115 1057 X 1057 0 0
AK STEEL HOLDING CORP COM 001547108 172 12 X 12 0 0
AKAMI TECHNOLOGIES COM 00971T101 18233 4557 X 1357 0 3200
ALAMOSA HLDGS INC COM 011589108 1015205 201830 X 201830 0 0
ALBANY INTERNATIONAL CORP CL A COM 012348108 21170822 698707 X 499380 0 199327
ALBANY INTERNATIONAL CORP CL A COM 012348108 3030 100 X 0 0 100
ALBANY MOLECULAR RESH INC COM 012423109 4922192 205348 X 204148 0 1200
ALBANY MOLECULAR RESH INC COM 012423109 59925 2500 X 0 0 2500
ALBEMARLE CORP COM 012653101 6865196 249100 X 179600 0 69500
ALBEMARLE CORP COM 012653101 146950 5332 X 5332 0 0
ALBERTO CULVER CO CL A 013068200 72300 1500 X 1500 0 0
ALBERTO CULVER CO CL B COM 013068101 298512 5528 X 2900 0 2628
ALBERTO CULVER CO CL B COM 013068101 37800 700 X 0 0 700
ALBERTSONS INC COM 013104104 3128250 94395 X 74621 0 19774
ALBERTSONS INC COM 013104104 1957812 59077 X 48246 0 10831
ALCOA INC COM 013817101 36379360 963947 X 855165 0 108782
ALCOA INC COM 013817101 9262943 245441 X 243521 0 1920
ALEXANDER & BALDWIN INC 014482103 63503 2300 X 0 0 2300
ALICO INC COM 016230104 23296 800 X 800 0 0
ALIGN TECHNOLOGY INC COM 016255101 128790 24300 X 1000 0 23300
ALKERMES INC COM 01642T108 2871108 110173 X 107403 0 2770
ALKERMES INC COM 01642T108 92513 3550 X 3550 0 0
ALLEGHANY CORP DEL COM 017175100 819315 4284 X 4284 0 0
ALLEGHANY CORP DEL COM 017175100 748553 3914 X 3914 0 0
ALLEGHENY ENERGY INC COM 017361106 4395919 106310 X 96560 0 9750
ALLEGHENY ENERGY INC COM 017361106 2611046 63145 X 58845 0 4300
ALLEGHENY TECHNOLOGIES INC COM 01741R102 178880 10815 X 8705 0 2110
ALLEGHENY TECHNOLOGIES INC COM 01741R102 88787 5368 X 4812 0 556
ALLEGIANT BANCORP INC COM 017476102 223978 13022 X 13022 0 0
ALLEN TELECOM INC COM 018091108 134936 20200 X 18900 0 1300
ALLERGAN INC COM 018490102 2322681 35927 X 24758 0 11169
ALLERGAN INC COM 018490102 1590261 24598 X 20622 0 3976
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ALLETE INC COM 018522102 93263 3206 X 3206 0 0
ALLETE INC COM 018522102 559866 19246 X 19246 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 128214 5100 X 0 0 5100
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 367488 31900 X 31900 0 0
ALLIANT ENERGY CORP COM 018802108 262974 8702 X 4802 0 3900
ALLIANT ENERGY CORP COM 018802108 575087 19030 X 15402 0 3628
ALLIANT TECHSYSTEMS INC COM 018804104 4298879 42150 X 27215 0 14935
ALLIANT TECHSYSTEMS INC COM 018804104 659671 6468 X 6468 0 0
ALLIED CAP CORP NEW COM 01903Q108 98093 3567 X 1967 0 1600
ALLIED CAP CORP NEW COM 01903Q108 139150 5060 X 5060 0 0
ALLIED RESEARCH CORP 019483106 18640 800 X 800 0 0
ALLIED WASTE INDS INC COM 019589308 257673 19821 X 19329 0 492
ALLIED WASTE INDS INC COM 019589308 10400 800 X 800 0 0
ALLMERICA FINL CORP COM 019754100 635829 14161 X 6580 0 7581
ALLMERICA FINL CORP COM 019754100 97119 2163 X 2163 0 0
ALLOY INC COM 019855105 10521 700 X 0 0 700
ALLSTATE CORP COM 020002101 9811362 259766 X 217049 0 42717
ALLSTATE CORP COM 020002101 3710978 98252 X 90040 0 8212
ALLTEL CORP COM 020039103 6921974 124608 X 90541 0 34067
ALLTEL CORP COM 020039103 2187059 39371 X 38723 0 648
ALLTRISTA CORP COM 020040101 5559590 201800 X 131200 0 70600
ALPHA INDS INC COM 020753109 483425 31700 X 31700 0 0
ALPHA INDS INC COM 020753109 15250 1000 X 0 0 1000
ALPHARMA INC CL A COM 020813101 2173600 152000 X 146200 0 5800
ALTEON INC COM 02144G107 24500 7000 X 7000 0 0
ALTERA CORP 021441100 8536692 390338 X 376078 0 14260
ALTERA CORP 021441100 2072664 94772 X 93722 200 850
ALTERRA HEALTHCARE CORP COM 02146C104 480 4000 X 4000 0 0
AMAZON COM INC COM 023135106 102889 7195 X 5895 0 1300
AMAZON COM INC COM 023135106 32318 2260 X 260 0 2000
AMBAC FINANCIAL GROUP INC COM 023139108 1398305 23672 X 12392 0 11280
AMBAC FINANCIAL GROUP INC COM 023139108 242187 4100 X 4100 0 0
AMDOCS LTD COM G02602103 236386 8870 X 4970 0 3900
AMER INTERNATIONAL GROUP INC COM 026874107 651185922 9026697 X 8552902 0 473795
AMER INTERNATIONAL GROUP INC COM 026874107 212777291 2949505 X 2743762 2897 202846
AMERADA HESS CORP COM 023551104 2640863 33277 X 21144 0 12133
AMERADA HESS CORP COM 023551104 686147 8646 X 8106 0 540
AMEREN CORP COM 023608102 2310167 54039 X 47781 0 6258
AMEREN CORP COM 023608102 1142366 26722 X 26722 0 0
AMERICA FIRST MTG INVTS INC COM 023934102 88068 9840 X 9840 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 40248 1300 X 1300 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 185760 6000 X 1000 0 5000
AMERICAN CMNTY PPTYS TR COM 02520N106 2145 300 X 300 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 EAGLE OUTFITTERS INC NEW CO 02553E106 66879 2700 X 400 0 2300
AMERICAN ELEC PWR INC 025537101 10104080 219225 X 157977 0 61248
AMERICAN ELEC PWR INC 025537101 6511780 141284 X 130051 100 11133
AMERICAN EXPRESS CO COM 025816109 59969167 1464091 X 1303102 0 160989
AMERICAN EXPRESS CO COM 025816109 27684864 675900 X 632000 1505 42395
AMERICAN FINL GROUP INC COM 025932104 398950 13891 X 12391 0 1500
AMERICAN FINL GROUP INC COM 025932104 2470 86 X 86 0 0
AMERICAN FINL HLDGS INC COM 026075101 732547 27529 X 27529 0 0
AMERICAN FINL HLDGS INC COM 026075101 136163 5117 X 5117 0 0
AMERICAN GREETINGS CORP CL A 026375105 190938 10520 X 5200 0 5320
AMERICAN HEALTHWAYS INC COM 02649V104 223905 8250 X 0 0 8250
AMERICAN ITALIAN PASTA CL A COM 027070101 817200 18000 X 12600 0 5400
AMERICAN MED SYS HLDGS INC COM 02744M108 244796 10875 X 10875 0 0
AMERICAN MEDICAL ALERT CORP COM 027904101 10110 3000 X 3000 0 0
AMERICAN MGMT SYS INC 027352103 11434379 612086 X 556550 0 55536
AMERICAN MGMT SYS INC 027352103 1056878 56575 X 50575 0 6000
AMERICAN NATL INS CO 028591105 47250 500 X 0 0 500
AMERICAN NATL INS CO 028591105 28350 300 X 300 0 0
AMERICAN PHARMACEUTICAL PARTNERS 02886P109 758999 51180 X 51180 0 0
AMERICAN POWER CONVERSION CORP COM 029066107 3976781 269065 X 254615 0 14450
AMERICAN POWER CONVERSION CORP COM 029066107 924075 62522 X 52522 3000 7000
AMERICAN RETIREMENT CORP COM 028913101 3400 2000 X 2000 0 0
AMERICAN RLTY INVS INC COM 029174109 5182 735 X 735 0 0
AMERICAN STD COS INC DEL COM 029712106 1305338 18450 X 250 0 18200
AMERICAN STS WTR CO COM 029899101 5939625 168500 X 120100 0 48400
AMERICAN SUPERCONDUCTOR CORP 030111108 17365 2300 X 2300 0 0
AMERICAN SUPERCONDUCTOR CORP 030111108 86825 11500 X 11500 0 0
AMERICAN TOWER CORP CL A 029912201 7464600 1357200 X 1346200 0 11000
AMERICAN TOWER CORP CL A 029912201 680625 123750 X 91750 0 32000
AMERICAN WATER WORKS COM 030411102 216065 4933 X 4933 0 0
AMERICAN WATER WORKS COM 030411102 916603 20927 X 9727 0 11200
AMERICREDIT CORP COM 03060R101 277327 7300 X 0 0 7300
AMERIPATH INC COM 03071D109 631810 23575 X 0 0 23575
AMERISERV FINL INC COM 03074A102 4226 852 X 852 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2642869 38695 X 11445 0 27250
AMERISOURCEBERGEN CORP COM 03073E105 57645 844 X 844 0 0
AMERISTAR CASINOS INC COM 03070Q101 19236 700 X 100 0 600
AMERITRADE HOLDINGS CORP CL A COM 03072H109 3894 600 X 0 0 600
AMERON INTERNATIONAL INC COM 030710107 50225 700 X 700 0 0
AMERUS GROUP CO COM 03072M108 14103806 366809 X 211312 0 155497
AMERUS GROUP CO COM 03072M108 30760 800 X 800 0 0
AMETEK INC COM 031100100 449050 12068 X 5368 0 6700
AMETEK INC COM 031100100 433497 11650 X 1150 0 10500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
AMGEN INC 031162100 40109138 672070 X 558637 0 113433
AMGEN INC 031162100 17570269 294408 X 268808 775 24825
AMKOR TECHNOLOGY INC COM 031652100 55775 2500 X 1500 0 1000
AMKOR TECHNOLOGY INC COM 031652100 44620 2000 X 2000 0 0
AMPHENOL CORP NEW CL A COM 032095101 484567 10354 X 2654 0 7700
AMPHENOL CORP NEW CL A COM 032095101 49046 1048 X 1048 0 0
AMR CORP DEL COM 001765106 2829726 107146 X 95949 0 11197
AMR CORP DEL COM 001765106 228843 8665 X 8240 0 425
AMSOUTH BANCORPORATION COM 032165102 1071437 48746 X 43589 0 5157
AMSOUTH BANCORPORATION COM 032165102 587328 26721 X 22221 0 4500
AMSURG CORP COM 03232P405 4607741 169340 X 133840 0 35500
ANADARKO PETROLEUM CORP COM 032511107 40665584 720510 X 639421 0 81089
ANADARKO PETROLEUM CORP COM 032511107 13475163 238752 X 214023 0 24729
ANADIGICS INC COM 032515108 3085 250 X 250 0 0
ANADIGICS INC COM 032515108 36255 2938 X 2938 0 0
ANALOG DEVICES INC COM 032654105 88336457 1961289 X 1854811 0 106478
ANALOG DEVICES INC COM 032654105 18942203 420564 X 370800 1217 48547
ANALOGIC CORP (NEW) 032657207 17687312 425278 X 313578 0 111700
ANALYSTS INTL CORP COM 032681108 2784640 696160 X 460960 0 235200
ANAREN MICROWAVE INC 032744104 1453 100 X 100 0 0
ANCHOR BANCORP WI INC COM 032839102 350525 17500 X 17500 0 0
ANDERSEN GROUP INC COM 033501107 16195 1975 X 1975 0 0
ANDERSEN GROUP INC COM 033501107 101213 12343 X 12343 0 0
ANDREW CORP COM 034425108 309020 18471 X 7522 0 10949
ANDREW CORP COM 034425108 339602 20299 X 1537 962 17800
ANDRX GROUP COM 034553107 257385 6784 X 6384 0 400
ANDRX GROUP COM 034553107 18666 492 X 492 0 0
ANGELICA CORP COM 034663104 94489 6100 X 6100 0 0
ANGELICA CORP COM 034663104 5422 350 X 350 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 99317495 1902634 X 1790110 0 112524
ANHEUSER-BUSCH COMPANIES INC COM 035229103 29640100 567818 X 489209 1400 77209
ANIXTER INTL INC COM 035290105 1112607 37550 X 36550 0 1000
ANNTAYLOR STORES CORP 036115103 950840 22000 X 21200 0 800
ANNTAYLOR STORES CORP 036115103 90762 2100 X 0 0 2100
ANSOFT CORP COM 036384105 27525 1500 X 0 0 1500
ANSYS INC COM 03662Q105 2790216 102960 X 97260 0 5700
ANTEON INTERNATIONAL CORP COM 03674E108 405600 19500 X 13400 0 6100
ANTHEM INC COM 03674B104 838622 14567 X 567 0 14000
ANTHEM INC COM 03674B104 71329 1239 X 1239 0 0
ANTHRACITE CAPITAL INC COM 037023108 34500 3000 X 3000 0 0
ANTIGENICS INC DEL COM 037032109 12997 929 X 129 0 800
AOL TIME WARNER INC COM 00184A105 55497729 2346627 X 2085308 0 261319
AOL TIME WARNER INC COM 00184A105 16060597 679095 X 624433 5800 48862
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
AON CORP 037389103 11014430 314698 X 220930 0 93768
AON CORP 037389103 2924390 83554 X 82879 0 675
APACHE CORP COM 037411105 7701040 135391 X 115231 0 20160
APACHE CORP COM 037411105 436042 7666 X 5100 0 2566
APOGEE ENTERPRISES INC COM 037598109 247660 20300 X 15500 0 4800
APOGEE TECHNOLOGY INC COM 03760F100 22100 2000 X 2000 0 0
APOGENT TECHNOLOGIES INC COM 03760A101 5967427 241792 X 85300 0 156492
APOGENT TECHNOLOGIES INC COM 03760A101 515812 20900 X 4600 0 16300
APOLLO GROUP INC CL A COM 037604105 1010007 18861 X 16161 0 2700
APOLLO GROUP INC CL A COM 037604105 1029231 19220 X 11720 0 7500
APPIANT TECHNOLOGIES INC COM 03782R108 484 400 X 400 0 0
APPLE COMPUTER INC COM 037833100 1257942 53145 X 34944 0 18201
APPLE COMPUTER INC COM 037833100 276939 11700 X 11500 0 200
APPLEBEES INTL INC 037899101 13573441 373924 X 233924 0 140000
APPLEBEES INTL INC 037899101 477345 13150 X 0 0 13150
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 9889227 442471 X 331811 0 110660
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 2092251 93613 X 78984 0 14629
APPLERA CORP-CELERA GENOMICS GROUP 038020202 747527 36376 X 21326 0 15050
APPLERA CORP-CELERA GENOMICS GROUP 038020202 493036 23992 X 23932 0 60
APPLICA INC COM 03815A106 148780 17300 X 17300 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 11250 25000 X 25000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 423748 941663 X 936663 0 5000
APPLIED FILMS CORP COM 038197109 3109686 126410 X 126410 0 0
APPLIED FILMS CORP COM 038197109 246 10 X 10 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 263725 13700 X 13700 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 38500 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 102223298 1883606 X 1753040 0 130566
APPLIED MATERIALS INC COM 038222105 12682085 233685 X 199020 75 34590
APPLIED MICRO CIRCUITS CORP COM 03822W109 539928 67491 X 37661 0 29830
APPLIED MICRO CIRCUITS CORP COM 03822W109 12480 1560 X 1560 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 144609 5900 X 0 0 5900
APTARGROUP INC COM 038336103 1219740 34800 X 11000 0 23800
APTARGROUP INC COM 038336103 443383 12650 X 2150 0 10500
APW LTD COM G04397108 218 1211 X 0 0 1211
ARBITRON INC COM 03875Q108 817960 24200 X 21000 0 3200
ARBITRON INC COM 03875Q108 4056 120 X 120 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 786792 30484 X 30484 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 180670 7000 X 0 0 7000
ARCH CHEMICALS INC COM 03937R102 352800 16000 X 16000 0 0
ARCH CHEMICALS INC COM 03937R102 17949 814 X 814 0 0
ARCH COAL INC COM 039380100 2836271 132660 X 130760 0 1900
ARCH COAL INC COM 039380100 8680 406 X 382 0 24
ARCHER DANIELS MIDLAND CO 039483102 2508598 180086 X 139249 0 40837
ARCHER DANIELS MIDLAND CO 039483102 1085802 77947 X 73298 0 4649
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ARCTIC CAT INC COM 039670104 338520 16800 X 16800 0 0
ARGONAUT GROUP INC 040157109 4757 225 X 225 0 0
ARGONAUT GROUP INC 040157109 142589 6745 X 5116 0 1629
ARGOSY GAMING CORP COM 040228108 774159 21100 X 21100 0 0
ARIBA INC COM 04033V104 36693 8100 X 7100 0 1000
ARIBA INC COM 04033V104 2265 500 X 500 0 0
ARKANSAS BEST CORP DEL COM 040790107 9409694 338600 X 209700 0 128900
ARMOR HLDGS INC COM 042260109 17371371 641010 X 484510 0 156500
ARMOR HLDGS INC COM 042260109 10840 400 X 400 0 0
ARMSTRONG HOLDINGS INC COM 042384107 96080 30795 X 30795 0 0
ARMSTRONG HOLDINGS INC COM 042384107 10951 3510 X 3510 0 0
ARQULE INC COM 04269E107 184398 14600 X 14600 0 0
ARRIS GROUP INC COM 04269Q100 1860 200 X 200 0 0
ARROW ELECTRONICS INC 042735100 1058105 37830 X 2230 0 35600
ARROW ELECTRONICS INC 042735100 553806 19800 X 3200 0 16600
ARROW FINL CORP COM 042744102 65443 2273 X 2273 0 0
ARROW FINL CORP COM 042744102 285699 9923 X 9923 0 0
ARROW INTL INC COM 042764100 944000 20000 X 0 0 20000
ART TECHNOLOGY GROUP INC COM 04289L107 3605 1750 X 1750 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 258 125 X 125 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 256025 27500 X 27500 0 0
ARTHROCARE CORP COM 043136100 295364 16400 X 16400 0 0
ARVINMERITOR INC COM 043353101 169730 5945 X 4645 0 1300
ARVINMERITOR INC COM 043353101 144206 5051 X 4712 0 339
ASBURY AUTOMOTIVE GROUP COM 043436104 1906250 125000 X 125000 0 0
ASCENTIAL SOFTWARE CORP COM 04362P108 276365 71783 X 32583 0 39200
ASHLAND INC COM 044204105 707498 15546 X 8183 0 7363
ASHLAND INC COM 044204105 71451 1570 X 1470 0 100
ASHWORTH INC COM 04516H101 105975 13500 X 13500 0 0
ASIAINFO HLDGS INC COM 04518A104 16055 1220 X 20 0 1200
ASPECT COMMUNICATIONS INC COM 04523Q102 145843 37300 X 36100 0 1200
ASPECT MED SYS INC COM 045235108 52590 5909 X 5909 0 0
ASPEN TECHNOLOGY INC COM DELAWARE 045327103 3382330 147700 X 147700 0 0
ASSOCIATED MATERIALS INC COM 045709102 5100 100 X 100 0 0
ASTEC INDS INC 046224101 245980 14000 X 14000 0 0
ASTORIA FINL CORP COM 046265104 71986 2478 X 2478 0 0
ASTRO MED INC NEW 04638F108 39500 10000 X 0 0 10000
ASTRO MED INC NEW 04638F108 15998 4050 X 4050 0 0
ASTRONICS CORP COM 046433108 684855 73885 X 73885 0 0
ASTROPOWER INC COM 04644A101 425952 10200 X 10200 0 0
ASTROPOWER INC COM 04644A101 219240 5250 X 3750 0 1500
ASYST TECHNOLOGY CORP COM 04648X107 11283272 619960 X 456760 0 163200
AT & T WIRELESS SVCS INC COM 00209A106 13198619 1474706 X 1333636 0 141070
AT & T WIRELESS SVCS INC COM 00209A106 11414114 1275320 X 977580 336 297404
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ATLANTIC AMERICAN CORP COM 048209100 1529 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 4946115 206260 X 205660 0 600
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 19400 809 X 809 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC COM 049164106 18833 1430 X 200 0 1230
ATMEL CORP COM 049513104 140013 13808 X 2408 0 11400
ATMEL CORP COM 049513104 17948 1770 X 1770 0 0
ATMI INC COM 00207R101 717060 22800 X 21800 0 1000
ATMI INC COM 00207R101 31450 1000 X 1000 0 0
ATMOS ENERGY CORP COM 049560105 11842480 501800 X 309100 0 192700
ATMOS ENERGY CORP COM 049560105 37028 1569 X 1569 0 0
ATS MED INC COM 002083103 1389690 694845 X 612745 0 82100
ATS MED INC COM 002083103 200 100 X 100 0 0
ATWOOD OCEANICS INC COM 050095108 13517550 294500 X 191300 0 103200
AUDIBLE INC COM 05069A104 148200 190000 X 0 0 190000
AUDIOVOX CORP COM 050757103 126368 17600 X 16500 0 1100
AUGUST TECHNOLOGIES CORP COM 05106U105 1963960 134610 X 134610 0 0
AUTODESK INC COM 052769106 467227 10007 X 5169 0 4838
AUTODESK INC COM 052769106 42068 901 X 901 0 0
AUTOIMMUNE INC COM 052776101 113 100 X 100 0 0
AUTOLIV INC COM 052800109 31512 1300 X 0 0 1300
AUTOLIV INC COM 052800109 40844 1685 X 1685 0 0
AUTOMATIC DATA PROCESSING INC 053015103 526677649 9038573 X 8274458 0 764115
AUTOMATIC DATA PROCESSING INC 053015103 256313706 4398725 X 4198700 12202 187823
AUTONATION INC COM 05329W102 1697452 121420 X 121420 0 0
AUTONATION INC COM 05329W102 148188 10600 X 10600 0 0
AUTOZONE INC COM 053332102 1454456 21125 X 10087 0 11038
AVANEX CORP COM 05348W109 902 225 X 225 0 0
AVANEX CORP COM 05348W109 16040 4000 X 4000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 719662 251630 X 251630 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 8580 3000 X 3000 0 0
AVANT CORP COM 053487104 545717 27245 X 27245 0 0
AVATAR HLDGS INC 053494100 43200 1600 X 0 0 1600
AVAYA INC COM 053499109 359044 48651 X 40706 0 7945
AVAYA INC COM 053499109 215747 29234 X 27073 0 2161
AVERY DENNISON CORP COM 053611109 40535027 664182 X 640460 0 23722
AVERY DENNISON CORP COM 053611109 5306803 86954 X 83954 0 3000
AVICI SYSTEMS INC COM 05367L109 76950 40500 X 40500 0 0
AVICI SYSTEMS INC COM 05367L109 2470 1300 X 1300 0 0
AVID TECHNOLOGY INC COM 05367P100 271245 19500 X 18700 0 800
AVIGEN INC COM 053690103 125275 11286 X 11286 0 0
AVISTA CORP COM 05379B107 531126 34200 X 34200 0 0
AVISTA CORP COM 05379B107 31060 2000 X 2000 0 0
AVNET INC COM 053807103 25351648 936868 X 909342 0 27526
AVNET INC COM 053807103 184441 6816 X 6416 0 400
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
AVOCENT CORP COM 053893103 274865 10260 X 10260 0 0
AVOCENT CORP COM 053893103 13395 500 X 500 0 0
AVON PRODS INC COM 054303102 3109277 57240 X 19957 0 37283
AVON PRODS INC COM 054303102 993567 18291 X 15631 0 2660
AVX CORP NEW COM 002444107 1041137 49720 X 49720 0 0
AVX CORP NEW COM 002444107 20940 1000 X 1000 0 0
AWARE INC MASSACHUSETTS COM 05453N100 103505 16300 X 16300 0 0
AWARE INC MASSACHUSETTS COM 05453N100 32385 5100 X 100 0 5000
AXCELIS TECHNOLOGIES INC COM 054540109 1083754 75787 X 75787 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 105091 7349 X 6721 0 628
AXEDA SYSTEMS INC COM 054959101 2750 1000 X 1000 0 0
AXEDA SYSTEMS INC COM 054959101 5500 2000 X 2000 0 0
AXT INC COM 00246W103 171200 16000 X 16000 0 0
AZTAR CORP COM 054802103 652620 29800 X 26900 0 2900
AZZ INCORPORATED COM 002474104 39380 2200 X 0 0 2200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ABBOTT LABORATORIES COM 002824100 8799980 167300 X 167300
ABBOTT LABORATORIES COM 002824100 209453 3982 X 3982
ABGENIX, INC COM 00339B107 1265 67 X 67
ACE LIMITED (THE COMPANY) COM G0070K103 27772 666 X 666
Active IQ Technologies COM 00505Q102 139299 66333 X 66333
ACUITY BRANDS, INC COM 00508Y102 314 19 X 19
ADAPTEC INC COM 00651F108 1746122 130600 X 130600
ADC TELECOMMUNICATIONS COM 000886101 10897 2684 X 2684
ADELPHIA COMMUNICATIONS CL A COM 006848105 1490 100 X 100
ADOBE SYSTEMS INCORPORATED COM 00724F101 32240 800 X 800
ADOLPH COORS CO COM 217016104 6275 93 X 93
ADVANCED MICRO DEVICES INC COM 007903107 701667 47700 X 47700
ADVANCED MICRO DEVICES INC COM 007903107 12827 872 X 872
AES CORP COM 00130H105 12303 1367 X 1367
AETNA INC-NEW COM 00817Y108 14286 368 X 368
AFLAC CORP COM 001055102 39501 1339 X 1339
AGILENT TECHNOLOGIES INC COM 00846U101 41323 1182 X 1182
AIR PRODUCTS & CHEMICALS INC COM 009158106 30112 583 X 583
Airspan COM 00950H102 467650 235000 X 235000
ALBERTO-CULVER CO, CV CL B COM 013068101 7830 145 X 145
ALBERTSONS INC COM 013104104 34532 1042 X 1042
ALCAN INC. COM 013716105 32615 823 X 823
ALCOA INC. COM 013817101 82198 2178 X 2178
ALKERMES INC COM 01642T108 1023637 39280 X 39280
ALLEGHENY ENERGY INC. COM 017361106 13273 321 X 321
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3407 206 X 206
ALLERGAN INC COM 018490102 21722 336 X 336
ALLIED WASTE INDUSTRIES INC. COM 019589308 6565 505 X 505
ALLOY INC COM 019855105 1497 100 X 100
ALLSTATE CORPORATION COM 020002101 69081 1829 X 1829
ALLTEL CORP COM 020039103 44218 796 X 796
ALTERA CORP COM 021441100 29536 1353 X 1353
AMAZON COM INC COM 023135106 1432 100 X 100
AMBAC INC COM 023139108 16008 271 X 271
AMCV CAPITAL TRUST I COM 001648203 314 31430 X 31430
AMERADA HESS CORP COM 023551104 18015 227 X 227
AMEREN CORP. COM 023608102 15091 353 X 353
AMERICAN ELECTRIC POWER CO INC COM 025537101 38116 827 X 827
AMERICAN EXPRESS CO COM 025816109 688128 16800 X 16800
AMERICAN EXPRESS CO COM 025816109 140165 3422 X 3422
AMERICAN GREETINGS CORP CL A COM 026375105 2958 163 X 163
AMERICAN INTL GROUP INC COM 026874107 483410 6701 X 6701
AMERICAN POWER COM 029066107 7415 502 X 502
AMGEN INC COM 031162100 1698612 28462 X 28462
AMGEN INC COM 031162100 173788 2912 X 2912
AMGEN INC COM 031162100 5968 100 X 100
AMR CORP COM 001765106 10458 396 X 396
AMSOUTH BANCORPORATION COM 032165102 20551 935 X 935
ANADARKO PETROLEUM COM 032511107 36009 638 X 638
ANADIGICS, INC. COM 032515108 1169 95 X 95
ANALOG DEVICES INC COM 032654105 41797 928 X 928
ANDREW CORP COM 034425108 3494 209 X 209
ANHEUSER-BUSCH COMPANIES INC COM 035229103 118390 2268 X 2268
AOL TIME WARNER COM 00184A105 4842479 204756 X 204756
AOL TIME WARNER COM 00184A105 268522 11354 X 11354
AON CORPORATION COM 037389103 25235 721 X 721
APACHE CORPORATION COM 037411105 20022 352 X 352
APPLE COMPUTER INC COM 037833100 29538 1250 X 1250
APPLERA CORP - APPLIED BIOSYS COM 038020103 12158 544 X 544
APPLIED MATERIALS INC COM 038222105 129000 2377 X 2377
APPLIED MATERIALS INC COM 038222105 108540 2000 X 2000
APPLIED MICRO CIRCUITS CORP COM 03822W109 8344 1043 X 1043
ARCHER-DANIELS-MIDLAND CO COM 039483102 23625 1696 X 1696
ARIBA INC COM 04033V104 888 196 X 196
ARTESYN TECHNOLOGIES COM 043127109 931 100 X 100
ASHLAND INC COM 044204105 8055 177 X 177
AT HOME CORP- SER A COM 045919107 - 200 X 200
AT&T CORP COM COM 001957109 142478 9075 X 9075
AT&T WIRELESS SERVICES COM 00209A106 58086 6490 X 6490
ATMEL CORP COM 049513104 2900 286 X 286
AUTODESK INC COM 052769106 6583 141 X 141
AUTOMATIC DATA PROCESSING COM 053015103 92183 1582 X 1582
AUTOZONE INC COM 053332102 172125 2500 X 2500
AUTOZONE INC COM 053332102 19071 277 X 277
AVAYA INC COM 053499109 5432 736 X 736
AVERY DENNISON CORP COM 053611109 17210 282 X 282
AVON PRODUCTS INC COM 054303102 33135 610 X 610
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
B J SERVICES CO COM 055482103 30971467 898505 X 847655 0 50850
B J SERVICES CO COM 055482103 1236611 35875 X 35875 0 0
BAIRNCO CORP COM 057097107 282 50 X 50 0 0
BAIRNCO CORP COM 057097107 563 100 X 0 0 100
BAKER HUGHES INC COM 057224107 177826086 4649048 X 4434436 0 214612
BAKER HUGHES INC COM 057224107 14093939 368469 X 336826 425 31218
BALDOR ELECTRIC CO COM 057741100 551440 24400 X 24400 0 0
BALDOR ELECTRIC CO COM 057741100 9040 400 X 400 0 0
BALL CORP COM 058498106 1276640 27036 X 3648 0 23388
BALL CORP COM 058498106 169992 3600 X 3600 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 8578609 390825 X 390825 0 0
BANCORP CONN INC COM 059684100 8798 391 X 391 0 0
BANCORP CONN INC COM 059684100 258930 11508 X 10000 0 1508
BANCORP RHODE ISLAND INC COM 059690107 96390 4200 X 4200 0 0
BANCORP RHODE ISLAND INC COM 059690107 275400 12000 X 12000 0 0
BANDAG INC CL A 059815308 89505 2700 X 0 0 2700
BANK GRANITE CORP COM 062401104 8625 375 X 375 0 0
BANK NEW YORK INC 064057102 115004412 2736897 X 2657722 0 79175
BANK NEW YORK INC 064057102 35249149 838866 X 753531 475 84860
BANK OF AMERICA CORP COM 060505104 210305800 3091823 X 2834788 0 257035
BANK OF AMERICA CORP COM 060505104 39834008 585622 X 520645 253 64724
BANK ONE CORP NEW COM 06423A103 53713997 1285639 X 1193855 0 91784
BANK ONE CORP NEW COM 06423A103 7728172 184973 X 176968 1027 6978
BANKATLANTIC BANCORP INC A COM 065908501 3900 300 X 300 0 0
BANKNORTH GROUP INC COM NEW 06646R107 3838589 145677 X 127707 0 17970
BANKNORTH GROUP INC COM NEW 06646R107 966439 36677 X 34190 0 2487
BANKUNITED FINL CORP CL A COM 06652B103 1498 100 X 100 0 0
BANTA CORP COM 066821109 339245 9500 X 0 0 9500
BANTA CORP COM 066821109 499940 14000 X 0 0 14000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
BAR HARBOR BANKSHARES COM 066849100 122526 6845 X 6845 0 0
BAR HARBOR BANKSHARES COM 066849100 7160 400 X 400 0 0
BARD C R INC 067383109 26106477 442108 X 428745 0 13363
BARD C R INC 067383109 1681744 28480 X 26800 0 1680
BARNES & NOBLE INC COM 067774109 7498340 241960 X 231260 0 10700
BARNES & NOBLE INC COM 067774109 55782 1800 X 1800 0 0
BARNES GROUP INC 067806109 8880589 362473 X 362473 0 0
BARNES GROUP INC 067806109 56979209 2325682 X 126591 0 2199091
BARNESANDNOBLE.COM INC COM 067846105 800 500 X 500 0 0
BARR LABS INC COM 068306109 3626682 55100 X 50250 0 4850
BARR LABS INC COM 068306109 59238 900 X 600 0 300
BARRA INC COM 068313105 944892 15600 X 15600 0 0
BARRY R G CORP OHIO COM 068798107 1333 221 X 221 0 0
BASSETT FURNITURE INDS INC COM 070203104 8478616 413591 X 269591 0 144000
BAUSCH & LOMB COM 071707103 1128200 25313 X 23319 0 1994
BAUSCH & LOMB COM 071707103 229847 5157 X 5157 0 0
BAXTER INTERNATIONAL COM 071813109 177830761 2987748 X 2857348 0 130400
BAXTER INTERNATIONAL COM 071813109 30009329 504189 X 476521 475 27193
BAY VIEW CAP CORP DEL COM 07262L101 6840 1000 X 0 0 1000
BAY VIEW CAP CORP DEL COM 07262L101 43968 6428 X 6428 0 0
BB & T CORP COM 054937107 1657061 43481 X 42347 0 1134
BB & T CORP COM 054937107 559226 14674 X 14674 0 0
BE AEROSPACE INC COM 073302101 251229 25300 X 17000 0 8300
BEA SYS INC COM 073325102 4737765 345570 X 306545 0 39025
BEA SYS INC COM 073325102 25830 1884 X 1884 0 0
BEAR STEARNS COM 073902108 1341281 21375 X 15863 0 5512
BEAR STEARNS COM 073902108 242905 3871 X 3871 0 0
BECKMAN COULTER INC COM 075811109 8502083 166479 X 154904 0 11575
BECKMAN COULTER INC COM 075811109 172106 3370 X 3370 0 0
BECTON DICKINSON & CO COM 075887109 20445070 542022 X 391468 0 150554
BECTON DICKINSON & CO COM 075887109 6714311 178004 X 173154 0 4850
BED BATH & BEYOND INC COM 075896100 37987549 1125557 X 1085329 0 40228
BED BATH & BEYOND INC COM 075896100 2411066 71439 X 65339 0 6100
BEI TECHNOLOGIES COM 05538P104 197925 10500 X 10500 0 0
BEL FUSE INC CL A COM 077347201 23600 1000 X 0 0 1000
BEL FUSE INC CL B COM 077347300 222586 9100 X 7600 0 1500
BELDEN INC COM 077459105 436089 18300 X 17700 0 600
BELL MICROPRODUCTS INC COM 078137106 127920 12300 X 12300 0 0
BELL SOUTH CORP COM 079860102 120053425 3257011 X 3062825 0 194186
BELL SOUTH CORP COM 079860102 89346060 2423930 X 2339731 5500 78699
BELO CORPORATION CL A COM 080555105 26663798 1146830 X 1131330 0 15500
BELO CORPORATION CL A COM 080555105 101233104 4354112 X 2981049 0 1373063
BEMIS CO COM 081437105 33025941 607653 X 603745 0 3908
BEMIS CO COM 081437105 5720392 105251 X 45401 0 59850
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
BENCHMARK ELECTRONICS INC COM 08160H101 25890284 924653 X 617453 0 307200
BENTON OIL & GAS CO COM 083288100 6080 1600 X 1600 0 0
BERKLEY W R CORP COM 084423102 57480 1000 X 1000 0 0
BERKSHIRE BANCORP INC COM 084597103 3320 120 X 120 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 4408200 62 X 43 0 19
BERKSHIRE HATHAWAY INC CL A COM 084670108 20192400 284 X 281 0 3
BERKSHIRE HATHAWAY INC CL B COM 084670207 28702804 12116 X 11340 0 776
BERKSHIRE HATHAWAY INC CL B COM 084670207 30512720 12880 X 12392 0 488
BEST BUY INC COM 086516101 3000254 37882 X 33300 0 4582
BEST BUY INC COM 086516101 190080 2400 X 2400 0 0
BETHLEHEM STEEL CORP COM 087509105 23 50 X 50 0 0
BETHLEHEM STEEL CORP COM 087509105 135 300 X 300 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 9899280 1374900 X 859800 0 515100
BIG LOTS INC COM 089302103 306669 21827 X 11340 0 10487
BIO RAD LABS INC CL A 090572207 112650 3000 X 3000 0 0
BIO-TECHNOLOGY GENERAL COM 090578105 229376 46716 X 44916 0 1800
BIOGEN INC 090597105 2655127 54120 X 27120 0 27000
BIOGEN INC 090597105 1578162 32168 X 29738 0 2430
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 30800 5500 X 5500 0 0
BIOMET INC COM 090613100 14523075 536699 X 499719 0 36980
BIOMET INC COM 090613100 394535 14580 X 13237 0 1343
BIOPURE CORP COM 09065H105 32563 3072 X 2072 0 1000
BIOPURE CORP COM 09065H105 60070 5667 X 5667 0 0
BIOSITE INCORPORATED COM 090945106 257400 10400 X 10400 0 0
BIOSPHERE MEDICAL INC COM 09066V103 95017 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 7309 1000 X 1000 0 0
BIOVAIL CORP COM 09067J109 2989854 59821 X 58550 0 1271
BIOVAIL CORP COM 09067J109 424830 8500 X 1000 0 7500
BIRMINGHAM UTILS INC COM 091270108 3600 200 X 200 0 0
BISYS GROUP INC COM 055472104 186825 5300 X 1200 0 4100
BISYS GROUP INC COM 055472104 408900 11600 X 0 0 11600
BJS WHOLESALE CLUB INC COM 05548J106 7757685 173550 X 167250 0 6300
BJS WHOLESALE CLUB INC COM 05548J106 214560 4800 X 2800 0 2000
BKF CAP GROUP INC COM 05548G102 70536 2363 X 2363 0 0
BLACK & DECKER CORP 091797100 6795724 146019 X 92092 0 53927
BLACK & DECKER CORP 091797100 1210692 26014 X 22193 200 3621
BLACK BOX CORP DEL COM 091826107 706932 14600 X 14600 0 0
BLACK HILLS CORP COM 092113109 293352 8762 X 8762 0 0
BLOCK H & R INC COM 093671105 18144935 408210 X 380393 0 27817
BLOCK H & R INC COM 093671105 2274995 51181 X 51181 0 0
BLOCKBUSTER INC COM CL A 093679108 11735 500 X 500 0 0
BLOCKBUSTER INC COM CL A 093679108 23470 1000 X 1000 0 0
BLONDER TONGUE LABORATORIES COM 093698108 87 25 X 25 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
BMC SOFTWARE INC COM 055921100 22245023 1143703 X 1137079 0 6624
BMC SOFTWARE INC COM 055921100 558332 28706 X 28706 0 0
BOB EVANS FARMS INC COM 096761101 115702 4100 X 100 0 4000
BOB EVANS FARMS INC COM 096761101 28220 1000 X 1000 0 0
BOEING CO COM 097023105 40462450 838600 X 708023 0 130577
BOEING CO COM 097023105 13990667 289962 X 278238 400 11324
BOISE CASCADE CO 097383103 474164 13084 X 10793 0 2291
BOISE CASCADE CO 097383103 19968 551 X 551 0 0
BOK FINL CORP COM NEW 05561Q201 94920 2800 X 0 0 2800
BORDERS GROUP INC COM 099709107 57982 2425 X 200 0 2225
BORDERS GROUP INC COM 099709107 126723 5300 X 0 0 5300
BORG WARNER INC COM 099724106 69212 1100 X 500 0 600
BORG WARNER INC COM 099724106 64871 1031 X 1031 0 0
BORLAND SOFTWARE CORP COM 099849101 13661 1050 X 900 0 150
BORON LEPORE & ASSOCS INC COM 10001P102 9696 800 X 0 0 800
BOSTON BEER INC CL A COM 100557107 755 50 X 50 0 0
BOSTON COMMUNICATION GROUP INC COM 100582105 142065 16500 X 12900 0 3600
BOSTON LIFE SCIENCES INC COM 100843408 35190 15300 X 15300 0 0
BOSTON LIFE SCIENCES INC COM 100843408 6900 3000 X 3000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 428000 16000 X 16000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7669913 305696 X 214827 0 90869
BOSTON SCIENTIFIC CORP COM 101137107 2537176 101123 X 88723 600 11800
BOTTOMLINE TECHNOLOGIES COM 101388106 5070 600 X 500 0 100
BOWATER INC COM 102183100 977325 19625 X 7025 0 12600
BOWNE & CO INC DEL COM 103043105 347529 24700 X 23800 0 900
BOYKIN LODGING CO COM 103430104 14880 1600 X 0 0 1600
BOYKIN LODGING CO COM 103430104 14350 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 542 40 X 40 0 0
BRADY CORPORATION COM CLASS A 104674106 598950 16500 X 16500 0 0
BRASS EAGLE INC COM 10553F106 285432 59465 X 59465 0 0
BRIGGS & STRATTON CORP COM 109043109 968300 21050 X 17900 0 3150
BRIGGS & STRATTON CORP COM 109043109 119600 2600 X 2600 0 0
BRIGHAM EXPLORATION CO COM 109178103 820858 235250 X 235250 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 5690172 193077 X 193077 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 135567 4600 X 0 0 4600
BRIGHTPOINT INC COM 109473108 910 1000 X 0 0 1000
BRINKER INTL INC COM 109641100 2050775 63276 X 34526 0 28750
BRINKER INTL INC COM 109641100 42133 1300 X 0 0 1300
BRISTOL MYERS SQUIBB CO 110122108 275715440 6809470 X 6412876 500 396094
BRISTOL MYERS SQUIBB CO 110122108 164072525 4052174 X 3840613 3345 208216
BRITESMILE INC COM 110415106 9666 1800 X 1800 0 0
BROADCOM CORP CL A COM 111320107 1421389 39593 X 38023 0 1570
BROADCOM CORP CL A COM 111320107 130676 3640 X 1440 0 2200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
BROADVISION INC COM 111412102 1557 900 X 900 0 0
BROADVISION INC COM 111412102 1125 650 X 650 0 0
BROADWING INC COM 111620100 32853 4700 X 100 0 4600
BROADWING INC COM 111620100 132279 18924 X 6924 0 12000
BROCADE COMMUNICATIONS SYTEMS COM 111621108 15587937 577331 X 533475 0 43856
BROCADE COMMUNICATIONS SYTEMS COM 111621108 387963 14369 X 10019 0 4350
BROOKLINE BANCORP INC COM 113739106 34120 2000 X 2000 0 0
BROOKS AUTOMATION INC COM 11434A100 3221878 70904 X 70904 0 0
BROOKSTONE INC COM 114537103 986080 61630 X 61630 0 0
BROOKTROUT INC 114580103 55933 9080 X 9080 0 0
BROWN & BROWN INC COM 115236101 59660 1900 X 200 0 1700
BROWN FORMAN CORP CL B 115637209 548901 7544 X 5348 0 2196
BROWN FORMAN CORP CL B 115637209 337243 4635 X 4160 0 475
BROWN SHOE COMPANY INC COM 115736100 245196 12600 X 12600 0 0
BRUKER DALTONICS INC COM 116795105 1598710 166880 X 165380 0 1500
BRUNSWICK CORP COM 117043109 1450446 53091 X 43986 0 9105
BRUNSWICK CORP COM 117043109 10928 400 X 400 0 0
BRUSH ENGINEERED MATERIALS INC 117421107 216129 17018 X 13118 0 3900
BRYN MAWR BANK CORP COM 117665109 39424 1232 X 1232 0 0
BSB BANCORP INC COM 055652101 4014288 134482 X 89182 0 45300
BSB BANCORP INC COM 055652101 216472 7252 X 2752 0 4500
BUCA COM 117769109 3815700 210000 X 210000 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 6102750 592500 X 406600 0 185900
BUCKLE INC COM 118440106 11196500 457000 X 290800 0 166200
BUDGET GROUP INC CL A COM 119003101 290 1000 X 1000 0 0
BUILDING MATERIALS HOLDING CORP COM 120113105 156960 10900 X 9300 0 1600
BUNGE LIMITED COM G16962105 21650 1000 X 0 0 1000
BURLINGTON COAT FACTORY WHSE CORP 121579106 614075 31900 X 31900 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 32901632 1090180 X 1042156 0 48024
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 4674278 154880 X 148880 0 6000
BURLINGTON RES INC COM 122014103 2002736 49956 X 44257 0 5699
BURLINGTON RES INC COM 122014103 1760592 43916 X 37596 0 6320
BUSH INDS INC CL A 123164105 1275 100 X 100 0 0
BUTLER INTL INC NEW COM 123649105 1967 874 X 874 0 0
BUTLER MANUFACTURING CO COM 123655102 169155 6300 X 1900 0 4400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
B F GOODRICH CO COM 382388106 8258 261 X 261
BAKER HUGHES INC COM 057224107 32972 862 X 862
BALL CORP COM 058498106 6611 140 X 140
BANC ONE CORPORATION NEW COM 06423A103 124964 2991 X 2991
BANK OF AMERICA CORPORATION COM 060505104 274529 4036 X 4036
BANK OF NEW YORK CO INC COM 064057102 159676 3800 X 3800
BANK OF NEW YORK CO INC COM 064057102 79376 1889 X 1889
BARRICK GOLD CORP COM 067901108 25520 1375 X 1375
BAUSCH & LOMB INC COM 071707103 6151 138 X 138
BAXTER INTERNATIONAL INC COM 071813109 90113 1514 X 1514
BB&T CORPORATION COM 054937107 44284 1162 X 1162
BEA SYSTEMS INC COM 073325102 4113 300 X 300
BEBE STORES INC COM 075571109 751 36 X 36
BECTON DICKINSON COM 075887109 25008 663 X 663
BED BATH & BEYOND, INC COM 075896100 1038893 30782 X 30782
BED BATH & BEYOND, INC COM 075896100 35204 1044 X 1044
BELLSOUTH CORP COM 079860102 2399586 65100 X 65100
BELLSOUTH CORP COM 079860102 177444 4814 X 4814
BEMIS CO INC COM 081437105 7337 135 X 135
BEST BUY CO INC COM 086516101 42847 541 X 541
BIG LOTS INC COM 089302103 4103 292 X 292
BIOGEN INC COM 090597105 25947 529 X 529
BIOMET INC COM 090613100 25553 945 X 945
BLACK & DECKER CORP COM 091797100 9541 205 X 205
BMC SOFTWARE INC COM 055921100 12176 626 X 626
BOEING CO COM 097023105 103641 2148 X 2148
BOISE CASCADE CORP COM 097383103 5400 149 X 149
BOSTON SCIENTIFIC CORP COM 101137107 25968 1035 X 1035
BRISTOL MYERS SQUIBB CO COM 110122108 441341 10900 X 10900
BRISTOL MYERS SQUIBB CO COM 110122108 200952 4963 X 4963
BROADCOM CORP A COM 111320107 2988747 83252 X 83252
BROADCOM CORP A COM 111320107 29043 809 X 809
BROADVISION INC COM 111412102 346 200 X 200
BROCADE COMMUNICATIONS SYS COM 111621108 78300 2900 X 2900
BROCADE COMMUNICATIONS SYS COM 111621108 5076 188 X 188
BRUNSWICK CORP COM 117043109 6147 225 X 225
BURLINGTON NORTHERN SANTA FE COM 12189T104 29939 992 X 992
BURLINGTON RES INC COM 122014103 20646 515 X 515
C & D TECHNOLOGIES INC COM 124661109 567540 27000 X 19100 0 7900
C H ROBINSON WORLDWIDE INC COM 12541W100 162120 4825 X 0 0 4825
C-COR.NET CORPORATION COM 125010108 514350 28575 X 25200 0 3375
C-COR.NET CORPORATION COM 125010108 5400 300 X 0 0 300
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 423863 31750 X 31750 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 20559 1540 X 1540 0 0
CABLEVISION NY GROUP CL A 12686C109 3085194 90741 X 77721 0 13020
CABLEVISION NY GROUP CL A 12686C109 918 27 X 27 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CABLEVISION SYS CORP COM 12686C844 33935 1375 X 1225 0 150
CABLEVISION SYS CORP COM 12686C844 321 13 X 13 0 0
CABOT CORP COM 127055101 31027000 841981 X 832231 0 9750
CABOT CORP COM 127055101 23183551 629133 X 619095 0 10038
CABOT MICROELECTRONICS CORP COM 12709P103 8914173 131769 X 123814 0 7955
CABOT MICROELECTRONICS CORP COM 12709P103 5874929 86843 X 86843 0 0
CABOT OIL & GAS CORP CL A 127097103 5416448 218758 X 218158 0 600
CABOT OIL & GAS CORP CL A 127097103 815099 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 702200 20000 X 19700 0 300
CADENCE DESIGN SYS INC COM 127387108 12704559 561900 X 459100 0 102800
CADENCE DESIGN SYS INC COM 127387108 81396 3600 X 1600 0 2000
CAL DIVE INTERNATIONAL INC COM 127914109 582660 23400 X 23400 0 0
CALGON CARBON CORP COM 129603106 3215406 383700 X 246200 0 137500
CALIFORNIA COASTAL CMNTYS INC COM 129915203 373 81 X 81 0 0
CALIFORNIA FED BK GOODWILL CERT COM 130209604 300 100 X 100 0 0
CALIFORNIA WTR SVC GRP COM 130788102 58266 2276 X 2276 0 0
CALLAWAY GOLF CO COM 131193104 9366473 486570 X 383570 0 103000
CALLAWAY GOLF CO COM 131193104 55825 2900 X 2900 0 0
CALPINE CORP COM 131347106 8584692 675960 X 650590 0 25370
CALPINE CORP COM 131347106 106934 8420 X 2620 0 5800
CAMBREX CORP COM 132011107 968300 23000 X 18500 0 4500
CAMBREX CORP COM 132011107 298910 7100 X 0 0 7100
CAMDEN NATIONAL CORP COM 133034108 670291 28523 X 28223 0 300
CAMINUS CORP COM 133766105 13500 600 X 0 0 600
CAMPBELL SOUP CO COM 134429109 2404791 89731 X 68418 0 21313
CAMPBELL SOUP CO COM 134429109 3288012 122687 X 118642 2000 2045
CANNONDALE CORP COM 137798104 425 105 X 105 0 0
CAPITAL ONE FINL CORP COM 14040H105 28018912 438824 X 417909 0 20915
CAPITAL ONE FINL CORP COM 14040H105 4805926 75269 X 74369 0 900
CAPITAL PROPERTIES INC RI COM 140430109 18690 2100 X 2100 0 0
CAPSTEAD MTG CORP COM 14067E506 15345 793 X 293 0 500
CAPSTONE TURBINE CORP COM 14067D102 978 300 X 300 0 0
CAPTARIS INC COM 14071N104 78888 22800 X 22800 0 0
CARAUSTAR INDS INC COM 140909102 209000 20000 X 7900 0 12100
CARBO CERAMICS INC COM 140781105 458752 11200 X 10600 0 600
CARBO CERAMICS INC COM 140781105 410 10 X 10 0 0
CARDINAL HEALTH INC COM 14149Y108 98042926 1383029 X 1320096 0 62933
CARDINAL HEALTH INC COM 14149Y108 16854948 237762 X 207759 375 29628
CARECENTRIC INC COM RESTRICTED 14166Y106 1736 2314 X 2314 0 0
CARECENTRIC INC COM RESTRICTED 14166Y106 50327 67103 X 67103 0 0
CAREER ED CORP COM 141665109 40590 1025 X 0 0 1025
CAREMARK RX INC COM 141705103 5897600 302441 X 274741 0 27700
CAREMARK RX INC COM 141705103 200246 10269 X 10057 0 212
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CARLISLE COMPANIES INC 142339100 92730 2121 X 2121 0 0
CARLISLE COMPANIES INC 142339100 497359 11376 X 11376 0 0
CARNIVAL CORP CL A COM 143658102 15293489 468407 X 377549 0 90858
CARNIVAL CORP CL A COM 143658102 1139975 34915 X 24085 0 10830
CARPENTER TECH CORP COM 144285103 86820 3000 X 3000 0 0
CARPENTER TECH CORP COM 144285103 98164 3392 X 1392 0 2000
CARREKER CORPORATION COM 144433109 136904 15700 X 15700 0 0
CARRINGTON LABS INC COM 144525102 1920 1000 X 1000 0 0
CARRIZO OIL & GAS INC COM 144577103 27750 5000 X 5000 0 0
CASCADE NATURAL GAS CORP COM 147339105 6982759 329065 X 218165 0 110900
CASELLA WASTE SYSTEMS INC CL A COM 147448104 60 5 X 5 0 0
CASEYS GEN STORES INC COM 147528103 6181650 457900 X 298200 0 159700
CASH AMERICAN INTERNATIONAL INC COM 14754D100 2446576 278020 X 278020 0 0
CASTLE A M & CO COM 148411101 109484 10100 X 1288 0 8812
CASTLE A M & CO COM 148411101 165852 15300 X 15300 0 0
CATALINA MARKETING CORP COM 148867104 109500 3000 X 0 0 3000
CATAPULT COMMUNICATIONS CORP COM 149016107 234732 9300 X 9300 0 0
CATELLUS DEV CORP COM 149111106 27263 1386 X 1386 0 0
CATELLUS DEV CORP COM 149111106 39596 2013 X 2013 0 0
CATERPILLAR INC COM 149123101 14312613 251761 X 188560 0 63201
CATERPILLAR INC COM 149123101 10107418 177791 X 174675 0 3116
CATHAY BANCORP INC COM 149150104 569590 7900 X 7900 0 0
CATHAY BANCORP INC COM 149150104 201880 2800 X 2800 0 0
CATO CORP NEW COM 149205106 427776 19200 X 18100 0 1100
CCBT FINANCIAL CO COM 12500Q102 580220 21650 X 18850 0 2800
CCBT FINANCIAL CO COM 12500Q102 1200640 44800 X 44800 0 0
CDI CORP 125071100 319005 13900 X 12800 0 1100
CDW COMPUTER CTRS INC COM 125129106 463128 9200 X 0 0 9200
CEC ENTMT INC COM 125137109 12718352 275289 X 152139 0 123150
CECO ENVIRONMENTAL CORPORATION 125141101 38000 10000 X 0 0 10000
CELESTICA INC COM 15101Q108 38800593 1070066 X 1056350 0 13716
CELESTICA INC COM 15101Q108 702538 19375 X 18675 0 700
CELGENE CORP COM 151020104 606375 24500 X 4400 0 20100
CELGENE CORP COM 151020104 155306 6275 X 6275 0 0
CELL GENESYS INC COM 150921104 1581605 93310 X 93310 0 0
CELL GENESYS INC COM 150921104 4407 260 X 260 0 0
CELL PATHWAYS INC NEW 15114R101 4110 1000 X 0 0 1000
CELL PATHWAYS INC NEW 15114R101 3288 800 X 800 0 0
CELL THERAPEUTICS INC COM 150934107 49412 1990 X 0 0 1990
CENDANT CORP COM 151313103 70103002 3651198 X 3420779 0 230419
CENDANT CORP COM 151313103 2471712 128735 X 116165 0 12570
CENTER BANCORP INC COM 151408101 126883 5807 X 5807 0 0
CENTERPOINT PROPERTIES TRUST 151895109 302680 5600 X 800 0 4800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CENTEX CORP COM 152312104 14492780 279083 X 268009 0 11074
CENTEX CORP COM 152312104 2279260 43891 X 37391 0 6500
CENTILLIUM COMMUNICATIONS INC COM 152319109 3470885 286850 X 286850 0 0
CENTRA SOFTWARE INC COM 15234X103 188944 39200 X 0 0 39200
CENTRA SOFTWARE INC COM 15234X103 3046 632 X 632 0 0
CENTRAL PKG CORP COM 154785109 593142 25800 X 25800 0 0
CENTRAL VT PUB SVC CORP COM 155771108 194406 10885 X 9125 0 1760
CENTRAL VT PUB SVC CORP COM 155771108 66725 3736 X 3736 0 0
CENTURY ALUMINUM COMPANY COM 156431108 274625 16900 X 15300 0 1600
CENTURY BANCORP CL A NON VTG 156432106 46200 2000 X 2000 0 0
CENTURYTEL INC COM 156700106 29678532 872898 X 838634 0 34264
CENTURYTEL INC COM 156700106 1221178 35917 X 29417 0 6500
CEPHALON INC COM 156708109 3024630 48010 X 36500 0 11510
CEPHALON INC COM 156708109 18900 300 X 300 0 0
CEPHEID INC COM 15670R107 21250 5000 X 5000 0 0
CERIDIAN CORP COM 156779100 13230 600 X 600 0 0
CERNER CORP COM 156782104 1347808 28250 X 25300 0 2950
CERTEGY INC COM 156880106 1697532 42759 X 41959 0 800
CERTEGY INC COM 156880106 1837951 46296 X 38596 0 7700
CFS BANCORP INC COM 12525D102 6825 500 X 500 0 0
CH ENERGY GROUP INC COM 12541M102 768690 16200 X 16200 0 0
CH ENERGY GROUP INC COM 12541M102 241188 5083 X 5083 0 0
CHALONE WINE GROUP LTD COM 157639105 1025 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 284800 35600 X 30000 0 5600
CHAMPION INDUSTRIES INC COM 158520106 4550 1463 X 1463 0 0
CHAMPIONSHIP AUTO RACING TEAMS COM 158711101 35275 2500 X 300 0 2200
CHARLES RIVER ASSOCIATES COM 159852102 2184312 145137 X 133862 0 11275
CHARLES RIVER LABORATORIES COM 159864107 2430865 78415 X 77415 0 1000
CHARTER COMMUN INC CL A COM 16117M107 548130 48550 X 9600 0 38950
CHARTER COMMUN INC CL A COM 16117M107 7903 700 X 700 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 229883 14568 X 12178 0 2390
CHARTER ONE FINL INC COM 160903100 39683961 1271107 X 1212626 0 58481
CHARTER ONE FINL INC COM 160903100 3087564 98897 X 79773 0 19124
CHASE CORP COM 16150R104 25053 2309 X 2309 0 0
CHASE CORP COM 16150R104 21700 2000 X 2000 0 0
CHECK POINT SOFTWARE TECH COM M22465104 5588098 183819 X 174639 0 9180
CHECK POINT SOFTWARE TECH COM M22465104 7904 260 X 260 0 0
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 10818556 984400 X 638700 0 345700
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 21980 2000 X 2000 0 0
CHECKFREE CORP NEW COM 162813109 117566 7669 X 0 0 7669
CHECKFREE CORP NEW COM 162813109 9658 630 X 630 0 0
CHECKPOINT SYS INC COM 162825103 399069 25020 X 18320 0 6700
CHEESECAKE FACTORY INC 163072101 9003600 244000 X 244000 0 0
CHEESECAKE FACTORY INC 163072101 102840 2787 X 0 0 2787
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CHEMED CORP COM 163596109 261450 7000 X 2800 0 4200
CHEMFIRST INC COM 16361A106 270175 10100 X 10100 0 0
CHESAPEAKE CORP COM 165159104 304976 11233 X 10833 0 400
CHESAPEAKE CORP COM 165159104 114030 4200 X 0 0 4200
CHESAPEAKE ENERGY CORP COM 165167107 16254 2100 X 2100 0 0
CHESAPEAKE UTILITIES 165303108 30720 1600 X 1600 0 0
CHEVRONTEXACO CORP COM 166764100 134785477 1493137 X 1385757 0 107380
CHEVRONTEXACO CORP COM 166764100 103242341 1143706 X 1111666 225 31815
CHICOS FAS INC COM 168615102 1721767 51091 X 29416 0 21675
CHICOS FAS INC COM 168615102 20220 600 X 600 0 0
CHILDRENS PL RETAIL STORES INC 168905107 82500 2500 X 0 0 2500
CHILES OFFSHORE INC COM 16888M104 18400 800 X 800 0 0
CHINADOTCOM CORPORATION COM G2108N109 778 280 X 280 0 0
CHIRON CORP COM 170040109 1094201 23844 X 23264 0 580
CHIRON CORP COM 170040109 580784 12656 X 12656 0 0
CHITTENDEN CORP 170228100 932275 31982 X 28107 0 3875
CHITTENDEN CORP 170228100 504353 17302 X 17302 0 0
CHOICEPOINT INC COM 170388102 1220544 21190 X 20090 0 1100
CHOICEPOINT INC COM 170388102 762336 13235 X 11335 0 1900
CHOLESTECH CORP COM 170393102 8935 500 X 0 0 500
CHORDIANT SOFTWARE INC COM 170404107 2121241 291780 X 291780 0 0
CHRISTOPHER & BANKS CORP COM 171046105 1114436 33925 X 17700 0 16225
CHROMAVISION MED SYS INC COM 17111P104 1470 300 X 300 0 0
CHUBB CORP 171232101 37744746 516344 X 457360 0 58984
CHUBB CORP 171232101 9707972 132804 X 125529 50 7225
CHURCH & DWIGHT CO COM 171340102 20622 700 X 700 0 0
CIBER INC COM 17163B102 398940 43600 X 43600 0 0
CIENA COM 171779101 513207 57023 X 31963 0 25060
CIENA COM 171779101 15075 1675 X 1675 0 0
CIGNA CORP COM 125509109 75591416 745551 X 685632 0 59919
CIGNA CORP COM 125509109 55615862 548534 X 526830 0 21704
CINCINNATTI FINL CORP COM 172062101 1533296 35119 X 34688 0 431
CINCINNATTI FINL CORP COM 172062101 1146730 26265 X 26265 0 0
CINERGY CORP COM 172474108 2190152 61263 X 35681 0 25582
CINERGY CORP COM 172474108 817424 22865 X 11965 0 10900
CINTAS CORP COM 172908105 3747228 75155 X 68905 0 6250
CINTAS CORP COM 172908105 997050 19997 X 18947 0 1050
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 879010 146015 X 0 0 146015
CIPRICO INC COM 172529109 169050 29400 X 0 0 29400
CIRCOR INTL INC COM 17273K109 9298075 448100 X 298500 0 149600
CIRCUIT CITY GROUP COM 172737108 20522737 1137624 X 1110452 0 27172
CIRCUIT CITY GROUP COM 172737108 1499485 83120 X 77220 0 5900
CIRRUS LOGIC INC COM 172755100 105672 5600 X 5600 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CISCO SYS INC COM 17275R102 295055498 17427968 X 16468848 0 959120
CISCO SYS INC COM 17275R102 77364462 4569667 X 4268461 10181 291025
CITIGROUP INC COM 172967101 691590477 13965882 X 13147436 38 818408
CITIGROUP INC COM 172967101 208420717 4208819 X 3899369 4207 305243
CITIZENS COMMUNICATIONS CO COM 17453B101 869589 80892 X 68110 0 12782
CITIZENS COMMUNICATIONS CO COM 17453B101 780278 72584 X 72584 0 0
CITRIX SYSTEMS INC COM 177376100 781989 45254 X 23754 0 21500
CITRIX SYSTEMS INC COM 177376100 3456 200 X 200 0 0
CITY NATL CORP COM 178566105 31566 600 X 100 0 500
CITY NATL CORP COM 178566105 91015 1730 X 1730 0 0
CLAIRES STORES INC COM 179584107 9740 500 X 500 0 0
CLARCOR INC COM 179895107 2508800 78400 X 51700 0 26700
CLARK/BARDES INC COM 180668105 2880 100 X 100 0 0
CLARUS CORP COM 182707109 16002 4200 X 4200 0 0
CLAYTON HOMES INC 184190106 185439 11071 X 7171 0 3900
CLAYTON HOMES INC 184190106 86145 5143 X 2460 0 2683
CLEAN HBRS INC COM 184496107 1862 160 X 0 160 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 5005792 97370 X 69604 0 27766
CLEAR CHANNEL COMMUNICATIONS INC 184502102 409429 7964 X 2729 0 5235
CLECO CORP NEW COM 12561W105 68115 2850 X 1450 0 1400
CLECO CORP NEW COM 12561W105 560120 23436 X 18936 0 4500
CLEVELAND-CLIFFS INC COM 185896107 165000 7500 X 7200 0 300
CLICK COMMERCE INC COM 18681D109 127 100 X 100 0 0
CLOROX CO COM 189054109 3096116 70963 X 32735 0 38228
CLOROX CO COM 189054109 2552006 58492 X 53692 0 4800
CLOSURE MEDICAL CORP COM 189093107 207289 10533 X 10333 0 200
CMGI INC COM 125750109 11116 8234 X 8234 0 0
CMGI INC COM 125750109 4280 3170 X 3170 0 0
CMS ENERGY CORP 125896100 914071 40392 X 38034 0 2358
CMS ENERGY CORP 125896100 4526 200 X 200 0 0
CNA FINANCIAL 126117100 3564 120 X 0 0 120
CNA FINANCIAL 126117100 5970 201 X 0 0 201
CNET NETWORKS INC COM 12613R104 3507 640 X 640 0 0
CNF INC COM 12612W104 28042 850 X 800 0 50
CNF INC COM 12612W104 4949 150 X 150 0 0
COACH INC COM 189754104 36207 714 X 714 0 0
COACHMEN INDS INC COM 189873102 187450 11500 X 11500 0 0
COASTAL BANCORP INC COM 19041P105 83040 2400 X 0 0 2400
COCA COLA BOTTLING CO CONS COM 191098102 303800 6200 X 1000 0 5200
COCA COLA CO COM 191216100 152072942 2909930 X 2704653 0 205277
COCA COLA CO COM 191216100 118327144 2264201 X 2176075 5744 82382
COCA COLA ENTERPRISES INC COM 191219104 2062551 109827 X 108510 0 1317
COCA COLA ENTERPRISES INC COM 191219104 466683 24850 X 23250 0 1600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
COGNEX CORP COM 192422103 979322 33700 X 32600 0 1100
COGNEX CORP COM 192422103 134054 4613 X 4613 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 227340 5400 X 0 0 5400
COHERENT INC COM 192479103 694950 20500 X 17900 0 2600
COHESION TECHNOLOGIES INC COM 19248N101 1505 500 X 500 0 0
COHU INC COM 192576106 472934 16600 X 15100 0 1500
COINSTAR INC COM 19259P300 3369 100 X 100 0 0
COINSTAR INC COM 19259P300 15396 457 X 457 0 0
COLE NATL CORP NEW CL A COM 193290103 152800 8000 X 8000 0 0
COLGATE PALMOLIVE CO COM 194162103 37404732 654501 X 594897 0 59604
COLGATE PALMOLIVE CO COM 194162103 25964217 454317 X 433137 0 21180
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 6600 600 X 600 0 0
COLONIAL BANCGROUP INC COM 195493309 50728 3400 X 0 0 3400
COLUMBIA BKG SYS INC COM 197236102 13273 998 X 998 0 0
COLUMBIA LABS INC COM 197779101 29700 6000 X 6000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1342 40 X 40 0 0
COMCAST CORP CL A COM 200300101 85632 2560 X 1260 0 1300
COMCAST CORP CL A COM 200300101 145441 4348 X 3223 0 1125
COMCAST CORP CL A SPECIAL 200300200 113127037 3557454 X 3347861 0 209593
COMCAST CORP CL A SPECIAL 200300200 17087889 537355 X 494684 1175 41496
COMDISCO INC COM 200336105 792 2400 X 400 0 2000
COMDISCO INC COM 200336105 198 600 X 600 0 0
COMERICA INC COM 200340107 6307244 100803 X 91670 0 9133
COMERICA INC COM 200340107 2775605 44360 X 44360 0 0
COMMERCE BANCORP INC NJ COM 200519106 1024349 22814 X 17714 0 5100
COMMERCE BANCORP INC NJ COM 200519106 1814858 40420 X 40420 0 0
COMMERCE BANCSHARES INC COM 200525103 158042 3574 X 2656 0 918
COMMERCE BANCSHARES INC COM 200525103 2485076 56198 X 56198 0 0
COMMERCE GROUP INC MA COM 200641108 23220 600 X 600 0 0
COMMERCE GROUP INC MA COM 200641108 3206489 82855 X 82855 0 0
COMMERCIAL FED CORP COM 201647104 1307340 48600 X 20650 0 27950
COMMERCIAL METALS CO COM 201723103 978096 23288 X 15022 0 8266
COMMERCIAL METALS CO COM 201723103 79800 1900 X 1900 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 977158 69997 X 68625 0 1372
COMMONWEALTH INDS INC DEL COM 203004106 86580 11700 X 11700 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 2856 68 X 68 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 29453 770 X 70 0 700
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 70763 1850 X 1850 0 0
COMMSCOPE INC COM 203372107 114840 6600 X 0 0 6600
COMMUNICATION INTELLIGENCE CORP COM 20338K106 8800 8000 X 6000 0 2000
COMMUNICATION INTELLIGENCE CORP COM 20338K106 21530 19573 X 19573 0 0
COMMUNITY BANK SYS COM 203607106 654255 21700 X 21700 0 0
COMMUNITY BANK SYS COM 203607106 180659 5992 X 5992 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
COMMUNITY BKS INC COM 203628102 100711 3645 X 3645 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 713736 27600 X 26400 0 1200
COMMUNITY HEALTH SYS INC COM 203668108 13266 600 X 600 0 0
COMPAQ COMPUTER CORP COM 204493100 18223347 1743861 X 1490371 0 253490
COMPAQ COMPUTER CORP COM 204493100 1290063 123451 X 118651 0 4800
COMPASS BANCSHARES INC COM 20449H109 9261 300 X 300 0 0
COMPASS BANCSHARES INC COM 20449H109 12348 400 X 400 0 0
COMPUDYNE CORP COM 204795306 768180 60000 X 60000 0 0
COMPUDYNE CORP COM 204795306 56333 4400 X 4400 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 13285829 606936 X 485373 0 121563
COMPUTER ASSOCIATES INTL INC COM 204912109 1323579 60465 X 59790 0 675
COMPUTER MOTION INC COM 205253107 780 200 X 200 0 0
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 162566 12297 X 1939 0 10358
COMPUTER SCIENCES CORP COM 205363104 47163701 929334 X 857365 0 71969
COMPUTER SCIENCES CORP COM 205363104 4166829 82105 X 73805 0 8300
COMPUTER TASK GROUP INC COM 205477102 10538622 1823291 X 1191591 0 631700
COMPUTERIZED THERMAL IMAGING COM 20557C108 6510 6200 X 6200 0 0
COMPUTERIZED THERMAL IMAGING COM 20557C108 3780 3600 X 3600 0 0
COMPUWARE CORP COM 205638109 3537198 273989 X 264795 0 9194
COMSTOCK RES INC COM 205768203 15280 2000 X 2000 0 0
COMVERSE TECHNOLOGY INC COM 205862402 792483 62548 X 59748 0 2800
CONAGRA FOODS INC COM 205887102 17621020 726640 X 617961 0 108679
CONAGRA FOODS INC COM 205887102 6512847 268571 X 263646 1900 3025
CONCORD CAMERA CORP COM 206156101 177497 19700 X 19700 0 0
CONCORD COMMUNICATIONS INC COM 206186108 253800 12000 X 12000 0 0
CONCORD COMMUNICATIONS INC COM 206186108 6345 300 X 300 0 0
CONCORD EFS INC COM 206197105 19502887 586553 X 543044 0 43509
CONCORD EFS INC COM 206197105 2319686 69765 X 61665 0 8100
CONCURRENT COMPUTER CORP COM 206710204 875558 105362 X 104862 0 500
CONCURRENT COMPUTER CORP COM 206710204 134622 16200 X 300 0 15900
CONE MLS CORP N C COM 206814105 534 200 X 200 0 0
CONECTIV INC CL A COM 206829202 9743 450 X 450 0 0
CONECTIV INC CL A COM 206829202 17320 800 X 800 0 0
CONECTIV INC COM 206829103 337956 13578 X 11428 0 2150
CONECTIV INC COM 206829103 436820 17550 X 17550 0 0
CONEXANT SYSTEMS INC COM 207142100 639506 53071 X 40171 0 12900
CONEXANT SYSTEMS INC COM 207142100 322313 26748 X 18983 0 7765
CONMED CORP COM 207410101 1359050 54362 X 23025 0 31337
CONMED CORP COM 207410101 31200 1248 X 500 0 748
CONNECTICUT WTR SVC INC COM 207797101 246510 9000 X 9000 0 0
CONNECTICUT WTR SVC INC COM 207797101 127555 4657 X 4657 0 0
CONOCO INC COM 208251504 135693478 4650222 X 4499488 0 150734
CONOCO INC COM 208251504 30586038 1048185 X 998027 1268 48890
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CONSECO INC COM 208464107 8160229 2254207 X 2047624 0 206583
CONSECO INC COM 208464107 868105 239808 X 238808 0 1000
CONSOL ENERGY INC COM 20854P109 5250 200 X 200 0 0
CONSOLIDATED EDISON INC COM 209115104 10737174 256196 X 223616 0 32580
CONSOLIDATED EDISON INC COM 209115104 2573148 61397 X 51197 0 10200
CONSOLIDATED GRAPHICS INC COM 209341106 202980 10200 X 9500 0 700
CONSOLIDATED TOMOKA LD CO 210226106 3634 169 X 169 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 2153058 39175 X 32150 0 7025
CONSTELLATION BRANDS INC CL A COM 21036P108 21984 400 X 400 0 0
CONSTELLATION BRANDS INC CL B COM 21036P207 10900 200 X 200 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 5251811 170237 X 131624 0 38613
CONSTELLATION ENERGY GROUP INC COM 210371100 2640205 85582 X 82457 0 3125
CONSTELLATION 3D INC COM 210379103 320 1000 X 0 0 1000
CONTINENTAL AIRLS INC CL B COM 210795308 160716 5675 X 5600 0 75
CONTINENTAL AIRLS INC CL B COM 210795308 25488 900 X 900 0 0
CONVERGYS CORP COM 212485106 5971602 201948 X 187448 0 14500
CONVERGYS CORP COM 212485106 238748 8074 X 8074 0 0
COOPER CAMERON CORP COM 216640102 1374859 26900 X 15725 0 11175
COOPER CAMERON CORP COM 216640102 17326 339 X 339 0 0
COOPER COMPANIES INC COM 216648402 625680 13200 X 11000 0 2200
COOPER COMPANIES INC COM 216648402 237000 5000 X 0 0 5000
COOPER INDS INC COM 216669101 1453987 34660 X 31066 0 3594
COOPER INDS INC COM 216669101 753044 17951 X 17851 0 100
COOPER TIRE & RUBBER CO COM 216831107 12635806 583640 X 410042 0 173598
COOPER TIRE & RUBBER CO COM 216831107 151550 7000 X 7000 0 0
COORS ADOLPH CO CL B 217016104 354690 5257 X 3522 0 1735
COPART INC COM 217204106 779493 43450 X 0 0 43450
COPART INC COM 217204106 118404 6600 X 0 0 6600
COPPER MOUNTAIN NETWORKS INC COM 217510106 4723 4972 X 3672 0 1300
COPPER MOUNTAIN NETWORKS INC COM 217510106 285 300 X 300 0 0
COPYTELE INC COM 217721109 9000 18000 X 18000 0 0
COREL CORPORATION COM 21868Q109 70 50 X 50 0 0
CORINTHIAN COLLEGES INC COM 218868107 854295 16900 X 15300 0 1600
CORN PRODS INTL INC COM 219023108 9494363 294856 X 207656 0 87200
CORN PRODS INTL INC COM 219023108 451669 14027 X 12627 0 1400
CORNELL COMPANIES INC COM 219141108 108000 10000 X 10000 0 0
CORNING INC COM 219350105 8814389 1156744 X 1037321 0 119423
CORNING INC COM 219350105 7276894 954973 X 650018 1150 303805
CORPORATE EXECUTIVE BRD CO COM 21988R102 4155844 110790 X 106290 0 4500
CORPORATE EXECUTIVE BRD CO COM 21988R102 180053 4800 X 0 0 4800
CORRECTIONS CORP AMER COM 22025Y407 15639 1203 X 1203 0 0
CORTEX PHARMACEUTICALS INC COM NEW 220524300 5 2 X 0 0 2
CORUS BANKSHARES INC COM 220873103 9506 200 X 0 0 200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CORVIS CORP COM 221009103 1749 1400 X 1300 0 100
CORVIS CORP COM 221009103 1998 1600 X 0 0 1600
COST PLUS INC CALIF 221485105 418645 15300 X 15300 0 0
COSTAR GROUP INC COM 22160N109 250360 11000 X 11000 0 0
COSTCO WHOLESALE CORP COM NEW 22160K105 54975811 1380608 X 1319942 0 60666
COSTCO WHOLESALE CORP COM NEW 22160K105 2198183 55203 X 49628 0 5575
COUNTRYWIDE CR INDS INC 222372104 20072568 448549 X 446304 0 2245
COUNTRYWIDE CR INDS INC 222372104 440788 9850 X 4850 0 5000
COUSINS PROPERTIES INC 222795106 4251360 163200 X 55000 0 108200
COVANCE INC COM 222816100 117300 5784 X 3384 0 2400
COVANCE INC COM 222816100 167188 8244 X 7414 0 830
COVANSYS CORP COM 22281W103 2259600 301280 X 301280 0 0
COVANTA ENERGY CORP COM 22281N103 109 152 X 152 0 0
COVENTRY HEALTH CARE INC COM 222862104 1419600 54600 X 48000 0 6600
COX COMMUNICATIONS INC CL A NEW COM 224044107 1902514 50545 X 43500 0 7045
COX COMMUNICATIONS INC CL A NEW COM 224044107 546382 14516 X 11024 0 3492
CPB INC COM 125903104 41220 1200 X 0 0 1200
CPI CORP COM 125902106 93765 5700 X 5700 0 0
CRACKER BARRELL GROUP INC COM 12489V106 121709 4275 X 175 0 4100
CRACKER BARRELL GROUP INC COM 12489V106 19929 700 X 700 0 0
CRANE CO COM 224399105 295299 10801 X 10448 0 353
CRAWFORD & CO CL A COM 224633206 188665 16696 X 16696 0 0
CRAWFORD & CO CL B COM 224633107 259713 19167 X 19167 0 0
CRAY INC COM 225223106 115 50 X 50 0 0
CREATIVE TECHNOLOGY LTD Y1775U107 2430 200 X 200 0 0
CREDENCE SYS CORP COM 225302108 130662 5950 X 50 0 5900
CREDO PETE CORP COM 225439207 680 100 X 100 0 0
CREE INC COM 225447101 587521 43105 X 21200 0 21905
CRESTLINE CAP CORP COM 226153104 23716 705 X 705 0 0
CRITICAL PATH COM 22674V100 38418 17786 X 17786 0 0
CROMPTON CORP COM 227116100 16764557 1357454 X 125006 0 1232448
CROMPTON CORP COM 227116100 5170056 418628 X 418628 0 0
CROSS A T CO CL A COM 227478104 1014438 147020 X 118270 0 28750
CROSS A T CO CL A COM 227478104 3575580 518200 X 518200 0 0
CROSS MEDIA MARKETING CORP COM 22754R201 260 20 X 20 0 0
CROSSROADS SYSTEMS COM 22765D100 23075 6500 X 6500 0 0
CROWN CASTLE INTL CORP COM 228227104 13220 2000 X 2000 0 0
CROWN CORK & SEAL INC COM 228255105 191620 21410 X 1200 0 20210
CROWN CORK & SEAL INC COM 228255105 2685 300 X 300 0 0
CRYO-CELL INTL INC COM 228895108 19150 5000 X 5000 0 0
CRYOLIFE INC COM 228903100 951995 45550 X 45550 0 0
CRYOLIFE INC COM 228903100 15675 750 X 750 0 0
CSG SYS INTL INC COM 126349109 3701 130 X 130 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CSP INCORPORATED COM 126389105 13076 3450 X 3450 0 0
CSX CORP COM 126408103 17450455 457897 X 401211 0 56686
CSX CORP COM 126408103 3966260 104074 X 93614 50 10410
CT COMMUNICATIONS INC COM 126426402 6348830 426096 X 301496 0 124600
CTB INTERNATIONAL CORP COM 125960104 5735487 378580 X 247880 0 130700
CTC COMMUNICATIONS GROUP INC 126419100 5738 2250 X 2250 0 0
CTS CORP COM 126501105 560625 34500 X 30800 0 3700
CTS CORP COM 126501105 5363 330 X 330 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 92400 5000 X 5000 0 0
CULLEN FROST BANKERS INC COM 229899109 1374538 38320 X 30320 0 8000
CUMMINS INC COM 231021106 3230107 68391 X 64432 0 3959
CUMULUS MEDIA INC COM 231082108 1790 100 X 100 0 0
CUNO INCORPORATED COM 126583103 3821838 102959 X 102959 0 0
CURAGEN CORP COM 23126R101 7548 470 X 470 0 0
CURAGEN CORP COM 23126R101 15899 990 X 490 0 500
CURATIVE HEALTH SERVICES INC 231264102 73623 6900 X 6400 0 500
CURTISS WRIGHT CORP CL B COM 231561408 50765 778 X 778 0 0
CURTISS WRIGHT CORP CL B COM 231561408 222764 3414 X 3368 0 46
CURTISS-WRIGHT CORP COM 231561101 512050 7700 X 7200 0 500
CURTISS-WRIGHT CORP COM 231561101 2660 40 X 40 0 0
CV THERAPEUTICS INC COM 126667104 4150330 114650 X 110550 0 4100
CV THERAPEUTICS INC COM 126667104 18100 500 X 500 0 0
CVB FINANCIAL CORP COM 126600105 201600 10000 X 0 0 10000
CVS CORP COM 126650100 217080159 6323337 X 6076885 0 246452
CVS CORP COM 126650100 29615289 862665 X 792266 950 69449
CYBEAR GROUP COM 23243C201 65 196 X 196 0 0
CYBEAR GROUP COM 23243C201 23 71 X 71 0 0
CYBERCARE INC COM 23243T105 1200 5000 X 5000 0 0
CYBERONICS INC COM 23251P102 217464 13600 X 0 0 13600
CYBERSOURCE CORP COM 23251J106 21433 9969 X 9969 0 0
CYBEX INTERNATIONAL INC COM 23252E106 10000 5000 X 0 0 5000
CYGNUS INC COM 232560102 107525 27500 X 27500 0 0
CYMER INC COM 232572107 1153701 23232 X 22832 0 400
CYMER INC COM 232572107 155336 3128 X 528 0 2600
CYPRESS SEMICONDUCTOR CORP 232806109 330050 14350 X 12350 0 2000
CYPRESS SEMICONDUCTOR CORP 232806109 415150 18050 X 18050 0 0
CYTEC INDS INC COM 232820100 95580 3142 X 1342 0 1800
CYTEC INDS INC COM 232820100 169804 5582 X 5438 0 144
CYTOGEN CORP COM 232824102 21079 9850 X 9850 0 0
CYTYC CORP COM 232946103 322017 11962 X 9412 0 2550
CYTYC CORP COM 232946103 2728180 101344 X 101344 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
C R BARD COM 067383109 7736 131 X 131
CALPINE CORPORATION COM 131347106 9944 783 X 783
CAMPBELL SOUP CO COM 134429109 28167 1051 X 1051
CAPITAL ONE FINANCIAL CORP COM 14040H105 35181 551 X 551
CARDINAL HEALTH INC COM 14149Y108 82020 1157 X 1157
CARNIVAL CRUISE LINES INC CL A COM 143658102 49073 1503 X 1503
CATERPILLAR INC DEL COM 149123101 50028 880 X 880
CDW COMPUTER CENTERS INC COM 125129106 599046 11900 X 11900
CELGENE CORPORATION COM 151020104 964062 38952 X 38952
CENDANT CORP COM 151313103 7173120 373600 X 373600
CENDANT CORP COM 151313103 48326 2517 X 2517
CENTEX CORP COM 152312104 8101 156 X 156
CENTILLIUM COMMUNICATIONS COM 152319109 72540 6000 X 6000
CENTURYTEL INC COM 156700106 12308 362 X 362
CHARTER ONE FIN INC COM 160903100 18014 577 X 577
CHECK POINT SOFTWARE TECH LTD COM M22465104 616390 20276 X 20276
CHECK POINT SOFTWARE TECH LTD COM M22465104 5711 188 X 188
CHEVRONTEXACO CORP. COM 166764100 126107 1397 X 1397
CHIRON CORPORATION COM 170040109 593541 12934 X 12934
CHIRON CORPORATION COM 170040109 31428 685 X 685
Chubb Corp COM 171232101 898838 12296 X 12296
CIENA CORP COM 171779101 10378 1157 X 1157
CIGNA CORP COM 125509109 2605723 25700 X 25700
CIGNA CORP COM 125509109 37616 371 X 371
CINCINNATI FINANCIAL CORP COM 172062101 18071 414 X 414
CINERGY CORP COM 172474108 13335 373 X 373
CINTAS CORP COM 172908105 29810 598 X 598
CIRCUIT CITY GROUP COMMON COM 172737108 9633 534 X 534
CISCO SYSTEMS INC COM 17275R102 351158 20754 X 20754
CITIGROUP COM 172967101 653466 13196 X 13196
CITIZENS COMMUNICATIONS CO COM 17453B101 7719 718 X 718
CITRIX SYSTEMS INC COM 177376100 11409 661 X 661
CLEAR CHANNEL COMMUNICATIONS COM 184502102 78812 1533 X 1533
CLOROX CO COM 189054109 26047 597 X 597
CMG INFORMATION SERVICES INC COM 125750109 405 300 X 300
CMS ENERGY CORP COM 125896100 7717 341 X 341
CNA FINANCIAL CORP COM 126117100 445500 15000 X 15000
CNET NETWORKS INC COM 12613R104 696 127 X 127
COCA COLA ENTERPRISES INC COM 191219104 21428 1141 X 1141
COCA-COLA CO COM 191216100 333367 6379 X 6379
COGNIZANT TECHNOLOGY SOLLUTION COM 192446102 1260 30 X 30
COLGATE-PALMOLIVE CO COM 194162103 80867 1415 X 1415
COMCAST CORP CL A SPL COM 200300200 86596 2724 X 2724
COMERICA INCORPORATED COM 200340107 35540 568 X 568
COMPAQ COMPUTER CORPORATION COM 204493100 45405 4345 X 4345
COMPUTER ASSOCIATES COM 204912109 32332 1477 X 1477
COMPUTER SCIENCES CORP COM 205363104 22178 437 X 437
COMPUWARE CORP COM 205638109 114486 8868 X 8868
COMPUWARE CORP COM 205638109 13565 1054 X 1054
COMVERSE TECHNOLOGY INC NEW COM 205862402 7887 621 X 621
CONAGRA FOODS INC COM 205887102 33417 1378 X 1378
CONCORD EFS INC COM 206197105 57922 1742 X 1742
CONEXANT SYSTEMS INC COM 207142100 10274 854 X 854
CONSECO INCORPORATED COM 208464107 3200 884 X 884
CONSOLIDATED ED INC. (HLDG CO) COM 209115104 22799 544 X 544
CONSTELLATION ENERGY SP(HLDG) COM 210371100 12957 420 X 420
CONVERGYS CORPORATION COM 212485106 13040 441 X 441
COOPER INDUSTRIES INC COM 216669101 10068 240 X 240
COOPER TIRE & RUBBER COM 216831107 4027 186 X 186
CORNING INC COM 219350105 18486 2426 X 2426
COSTCO WHOLESALE CORPORATION COM 22160K105 7058852 177269 X 177269
COSTCO WHOLESALE CORPORATION COM 22160K105 50135 1260 X 1260
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 14052 314 X 314
CRANE CO COM 224399105 4183 153 X 153
CREEDENCE SYSTEM CORP COM 225302108 6039 275 X 275
CSX CORPORATION COM 126408103 20846 547 X 547
CUBIST PHARMACEUTICALS COM 229678107 9103 491 X 491
CUMMINS ENGINE COM 231021106 5006 106 X 106
CUMULUS MEDIA INC COM 231082108 1780 100 X 100
CVS CORPORATION (HOLDING CO.) COM 126650100 34399 1002 X 1002
CYTYC CORPORATION COM 232946103 1480 55 X 55
D R HORTON INC COM 23331A109 2192217 58149 X 21466 0 36683
DAISYTEK INTL CORP COM 234053106 2410365 151500 X 150000 0 1500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
DALEEN TECHNOLOGIES INC COM 23437N104 1320 6000 X 6000 0 0
DANA CORP COM 235811106 1500581 69892 X 30813 0 39079
DANA CORP COM 235811106 2282304 106302 X 106302 0 0
DANAHER CORP COM 235851102 10809528 152204 X 131733 0 20471
DANAHER CORP COM 235851102 415325 5848 X 403 0 5445
DARDEN RESTAURANTS INC COM 237194105 17549777 432367 X 401573 0 30794
DARDEN RESTAURANTS INC COM 237194105 928090 22865 X 18865 0 4000
DATASCOPE CORP 238113104 9830284 334933 X 256933 0 78000
DATATEC SYS INC COM 238128102 21 18 X 18 0 0
DAUGHERTY RES INC COM 238215107 98346 121415 X 121415 0 0
DAVITA INC COM 23918K108 6498027 256839 X 172239 0 84600
DAVITA INC COM 23918K108 52219 2064 X 2064 0 0
DAVOX CORP COM 239208101 70400 8800 X 8800 0 0
DEAN FOODS CO COM 242370104 2006580 26500 X 21500 0 5000
DEAN FOODS CO COM 242370104 760229 10040 X 1340 0 8700
DECODE GENETICS INC COM 243586104 1138 200 X 200 0 0
DECODE GENETICS INC COM 243586104 52627 9249 X 9249 0 0
DEERE JOHN & CO COM 244199105 17135318 376187 X 341449 0 34738
DEERE JOHN & CO COM 244199105 7124157 156403 X 145904 0 10499
DEL MONTE FOODS CO COM 24522P103 17514 1800 X 0 0 1800
DELIA*S CORP CL A COM 24688Q101 2185 343 X 0 0 343
DELL COMPUTER CORP COM 247025109 84375013 3231521 X 3019918 0 211603
DELL COMPUTER CORP COM 247025109 13724017 525623 X 480954 4000 40669
DELPHI CORPORATION COM 247126105 2243845 140328 X 111447 0 28881
DELPHI CORPORATION COM 247126105 1125616 70395 X 65988 0 4407
DELPHI FINL GROUP INC CL A 247131105 1388034 35400 X 14700 0 20700
DELTA & PINE LAND CO COM 247357106 14204736 748800 X 498200 0 250600
DELTA AIR LINES INC DEL COM 247361108 1056594 32292 X 27644 0 4648
DELTA AIR LINES INC DEL COM 247361108 287445 8785 X 8785 0 0
DELTIC TIMBER CORP COM 247850100 353229 11677 X 11677 0 0
DELTIC TIMBER CORP COM 247850100 24684 816 X 816 0 0
DELUXE CORP COM 248019101 4895141 105818 X 102860 0 2958
DELUXE CORP COM 248019101 921314 19916 X 19916 0 0
DENDREON CORP COM 24823Q107 9285 1500 X 1500 0 0
DENDRITE INTL INC COM 248239105 410880 38400 X 28400 0 10000
DENTSPLY INTL INC NEW COM 249030107 261273 7050 X 300 0 6750
DENTSPLY INTL INC NEW COM 249030107 639285 17250 X 0 0 17250
DEPARTMENT 56 INC COM 249509100 128800 9200 X 9200 0 0
DEPOMED INC COM 249908104 11500 2300 X 2300 0 0
DESIGNS INC COM 25057L102 5063 1125 X 1125 0 0
DEVON ENERGY CORPORATION COM 25179M103 1116775 23136 X 18461 0 4675
DEVON ENERGY CORPORATION COM 25179M103 75446 1563 X 1563 0 0
DEVRY INC DEL COM 251893103 3287635 109115 X 109115 0 0
DEVRY INC DEL COM 251893103 81351 2700 X 0 0 2700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
DIAGNOSTIC PRODUCTS COM 252450101 920160 21300 X 20300 0 1000
DIAGNOSTIC PRODUCTS COM 252450101 17280 400 X 0 0 400
DIAL CORP COM 25247D101 119491 6631 X 531 0 6100
DIAL CORP COM 25247D101 109670 6086 X 0 0 6086
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1690228 54070 X 43270 0 10800
DIAMOND OFFSHORE DRILLING INC COM 25271C102 21882 700 X 300 0 400
DIAMONDCLUSTER INTL INC CL A COM 25278P106 38760 3000 X 3000 0 0
DIAMONDCLUSTER INTL INC CL A COM 25278P106 5168 400 X 400 0 0
DIANON SYS INC COM 252826102 84344 1300 X 0 0 1300
DICE INC COM 25301P107 2500 1000 X 0 0 1000
DIEBOLD INC COM 253651103 14762628 362362 X 330768 0 31594
DIEBOLD INC COM 253651103 2544498 62457 X 45177 0 17280
DIGEX INC COM 253756100 744 600 X 600 0 0
DIGI INTL INC COM 253798102 85020 15600 X 15600 0 0
DIGITAL GENERATION SYS INC COM 253921100 7980 7000 X 7000 0 0
DIGITAL INSIGHT CORP COM 25385P106 206625 7500 X 0 0 7500
DIGITAS INC COM 25388K104 2740 500 X 500 0 0
DILLARDS INC CL A COM 254067101 357542 14985 X 7308 0 7677
DILLARDS INC CL A COM 254067101 15509 650 X 650 0 0
DIME CMNTY BANCORP INC COM 253922108 469700 15250 X 12100 0 3150
DIMON INC COM 254394109 228390 33100 X 33100 0 0
DIONEX CORP COM 254546104 384414 15800 X 700 0 15100
DIONEX CORP COM 254546104 36495 1500 X 1500 0 0
DIRECT FOCUS INC COM 254931108 3992016 104915 X 101590 0 3325
DIRECT INSITE CORPORATION COM 25457C207 9 6 X 0 0 6
DISNEY WALT CO COM 254687106 128570764 5570657 X 5256134 0 314523
DISNEY WALT CO COM 254687106 32574535 1411375 X 1366382 1200 43793
DITECH COMMUNICATIONS CORP COM 25500M103 13410 3000 X 3000 0 0
DIVERSA CORP COM 255064107 33274 2620 X 0 0 2620
DIVINE INC COM 255402109 5334 10667 X 10667 0 0
DMC STRATEX NETWORKS INC COM 23322L106 340000 62500 X 58700 0 3800
DMC STRATEX NETWORKS INC COM 23322L106 7616 1400 X 0 0 1400
DOBSON COMM CORP CL A COM 256069105 6300 2000 X 2000 0 0
DOCENT INC COM 25608L106 17700 10000 X 10000 0 0
DOCUMENTUM INC COM 256159104 2245199 88220 X 88220 0 0
DOLE FOOD INC COM 256605106 31000 1000 X 0 0 1000
DOLE FOOD INC COM 256605106 29450 950 X 950 0 0
DOLLAR GEN CORP COM 256669102 2566477 157646 X 140098 0 17548
DOLLAR GEN CORP COM 256669102 585185 35945 X 29375 0 6570
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 57105 2700 X 0 0 2700
DOLLAR TREE STORES INC COM 256747106 22423863 683446 X 638071 0 45375
DOLLAR TREE STORES INC COM 256747106 110209 3359 X 3359 0 0
DOMINION RES INC VA COM 25746U109 14021520 215186 X 186702 0 28484
DOMINION RES INC VA COM 25746U109 7451176 114352 X 107141 0 7211
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
DONALDSON INC COM 257651109 48252 1200 X 300 0 900
DONALDSON INC COM 257651109 402100 10000 X 10000 0 0
DONNELLEY R R & SONS CO 257867101 4044026 130033 X 114822 0 15211
DONNELLEY R R & SONS CO 257867101 2888941 92892 X 86992 0 5900
DOUBLECLICK INC COM 258609304 175821 14664 X 10714 0 3950
DOUBLECLICK INC COM 258609304 1199 100 X 100 0 0
DOVER CORP COM 260003108 23877826 582386 X 569294 0 13092
DOVER CORP COM 260003108 26499161 646321 X 616562 600 29159
DOW CHEMICAL CO COM 260543103 43523555 1330182 X 1134827 150 195205
DOW CHEMICAL CO COM 260543103 34926048 1067422 X 1041228 1000 25194
DOW JONES & CO INC COM 260561105 974195 16733 X 9226 0 7507
DOW JONES & CO INC COM 260561105 327196 5620 X 5620 0 0
DOWNEY FINANCIAL CORP COM 261018105 925680 20300 X 20300 0 0
DPAC TECHNOLOGIES CORP COM 233269109 22320 6000 X 6000 0 0
DPL INC COM 233293109 444033 17379 X 17379 0 0
DPL INC COM 233293109 165436 6475 X 6475 0 0
DQE INC COM 23329J104 80381 3772 X 2872 0 900
DQE INC COM 23329J104 41235 1935 X 1935 0 0
DRESS BARN INC COM 261570105 390852 13200 X 13100 0 100
DREYERS GRAND ICE CREAM INC COM 261878102 28833 700 X 0 0 700
DRILL-QUIP COM 262037104 315495 12300 X 12300 0 0
DRS TECHNOLOGIES INC COM 23330X100 3958475 95500 X 94500 0 1000
DRUGSTORE.COM INC COM 262241102 2750 1100 X 1100 0 0
DSI TOYS INC COM 232968107 1650 3000 X 3000 0 0
DSL.NET INC COM 262506108 3950 5000 X 5000 0 0
DSL.NET INC COM 262506108 198 250 X 250 0 0
DSP GROUP INC COM 23332B106 18423 900 X 0 0 900
DST SYS INC DEL COM 233326107 2344036 47069 X 45819 0 1250
DST SYS INC DEL COM 233326107 1081357 21714 X 19624 0 2090
DTE ENERGY CO COM 233331107 2046727 44983 X 42855 0 2128
DTE ENERGY CO COM 233331107 865092 19013 X 15903 0 3110
DUKE ENERGY CORP COM 264399106 35662259 943446 X 856129 0 87317
DUKE ENERGY CORP COM 264399106 11343175 300084 X 260060 50 39974
DUN & BRADSTREET CORP COM 26483E100 2373313 59318 X 26376 0 32942
DUN & BRADSTREET CORP COM 26483E100 1793808 44834 X 42134 0 2700
DUPONT E I DE NEMOURS & CO COM 263534109 88306339 1872881 X 1752141 0 120740
DUPONT E I DE NEMOURS & CO COM 263534109 73173075 1551921 X 1483742 575 67604
DUPONT PHOTOMASKS INC COM 26613X101 5874440 112970 X 112970 0 0
DYCOM INDUSTRIES INC COM 267475101 2482 166 X 166 0 0
DYCOM INDUSTRIES INC COM 267475101 32367 2165 X 2165 0 0
DYNAMICS RESEARCH CORP COM 268057106 126300 5000 X 5000 0 0
DYNAMICS RESEARCH CORP COM 268057106 354 14 X 14 0 0
DYNEGY INC CL A NEW COM 26816Q101 26406936 910584 X 900684 0 9900
DYNEGY INC CL A NEW COM 26816Q101 221560 7640 X 6640 0 1000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
DANA CORP COM 235811106 8180 381 X 381
DANAHER CORPORATION COM 235851102 26064 367 X 367
DARDEN RESTAURANTS COM 237194105 12136 299 X 299
DEERE & CO COM 244199105 583040 12800 X 12800
DEERE & CO COM 244199105 27421 602 X 602
DELL COMPUTER CORP COM 247025109 1354482 51876 X 51876
DELL COMPUTER CORP COM 247025109 188944 7242 X 7242
DELPHI CORP. COM 247126105 23329 1459 X 1459
DELTA AIRLINES INC COM 247361108 10340 316 X 316
DELUXE CORP COM 248019101 7864 170 X 170
DEVON ENERGY CORPORATION COM 25179M103 14481 300 X 300
DIGIMARC CORP COM 253807101 244500 12500 X 12500
DILLARD'S INC. COM 254067101 5130 215 X 215
DISNEY WALT CO (HOLDING CO) COM 254687106 120685 5229 X 5229
divine interVentures COM 255402109 477591 955181 X 955181
Docent COM 25608L106 52342 29572 X 29572
DOLLAR GENERAL CORP COM 256669102 13805 848 X 848
DOMINION RESOURCES, INC COM 25746U109 43983 675 X 675
DONNELLY R R & SONS INC COM 257867101 9143 294 X 294
DOVER CORP COM 260003108 21279 519 X 519
DOW CHEMICAL CO COM 260543103 75681 2313 X 2313
DOW JONES & CO INC COM 260561105 12692 218 X 218
DTE ENERGY CO COM 233331107 18974 417 X 417
DU PONT E I DE NEMOURS & CO COM 263534109 124005 2630 X 2630
DUKE POWER CO COM 264399106 75260 1991 X 1991
DYNEGY INC COM 26816Q101 26100 900 X 900
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
E M C CORP MASSACHUSETTS COM 268648102 80373926 6742779 X 6429720 0 313059
E M C CORP MASSACHUSETTS COM 268648102 16747159 1404963 X 1271479 3665 129819
E.PIPHANY INC COM 26881V100 1754 232 X 232 0 0
E*TRADE GROUP INC COM 269246104 60665 6440 X 3340 0 3100
EAGLE BROADBAND INC COM 269437109 98 250 X 250 0 0
EARTHLINK INC COM 270321102 6831 673 X 673 0 0
EARTHLINK INC COM 270321102 7064 696 X 696 0 0
EARTHSHELL CORP COM 27032B100 7300 5000 X 3000 0 2000
EAST WEST BANCORP INC COM 27579R104 492072 16800 X 16800 0 0
EASTERN CO COM 276317104 564911 34979 X 34979 0 0
EASTERN CO COM 276317104 2540896 157331 X 37515 0 119816
EASTMAN CHEM CO COM 277432100 5005610 102595 X 58084 0 44511
EASTMAN CHEM CO COM 277432100 2975312 60982 X 56212 0 4770
EASTMAN KODAK CO COM 277461109 19944686 639868 X 554732 0 85136
EASTMAN KODAK CO COM 277461109 10455166 335424 X 317350 0 18074
EASYLINK SERVICES CORP COM CL A 27784T200 15390 5700 X 0 0 5700
EASYLINK SERVICES CORP COM CL A 27784T200 54 20 X 20 0 0
EATON CORP COM 278058102 1088452 13441 X 9346 0 4095
EATON CORP COM 278058102 542728 6702 X 6568 0 134
EATON VANCE CORP COM 278265103 227715 5700 X 3700 0 2000
EATON VANCE CORP COM 278265103 583270 14600 X 11600 0 3000
EBAY INC COM 278642103 1469242 25940 X 950 0 24990
EBAY INC COM 278642103 263376 4650 X 2500 0 2150
EBT INTERNATIONAL INC COM 268248101 26 100 X 100 0 0
ECHELON CORP COM 27874N105 27000 1500 X 1500 0 0
ECHELON CORP COM 27874N105 45000 2500 X 2500 0 0
ECHO BAY MINES LTD COM 278751102 305 332 X 332 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 32264976 1139300 X 1124300 0 15000
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 229505 8104 X 5604 0 2500
ECLIPSYS CORP COM 278856109 64902 3955 X 1945 0 2010
ECOLAB INC COM 278865100 1374800 30070 X 18854 0 11216
ECOLAB INC COM 278865100 814959 17825 X 16775 0 1050
ECOLLEGE.COM INC COM 27887E100 644 200 X 200 0 0
EDEN BIOSCIENCE CORP COM 279445100 2400 1000 X 1000 0 0
EDGAR ONLINE INC COM 279765101 323 100 X 100 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 7891 1835 X 1835 0 0
EDISON INTERNATIONAL COM 281020107 17128198 1022579 X 997355 0 25224
EDISON INTERNATIONAL COM 281020107 712880 42560 X 41660 0 900
EDISON SCHOOLS INC COM 281033100 3756892 270280 X 270280 0 0
EDISON SCHOOLS INC COM 281033100 417000 30000 X 0 0 30000
EDO CORP COM 281347104 3488342 129150 X 129150 0 0
EDUCATION MGMT CORP COM 28139T101 1526807 36206 X 36206 0 0
EDUCATION MGMT CORP COM 28139T101 126510 3000 X 0 0 3000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
EDWARDS A G INC COM 281760108 344935 7843 X 7843 0 0
EDWARDS A G INC COM 281760108 1090528 24796 X 24796 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 193051 6907 X 6187 0 720
EDWARDS LIFESCIENCES CORP COM 28176E108 338670 12117 X 11377 0 740
EEX CORP COM 26842V207 233 113 X 113 0 0
EFUNDS CORP COM 28224R101 744656 46396 X 41996 0 4400
EFUNDS CORP COM 28224R101 165492 10311 X 10311 0 0
EGAIN COMMUNICATIONS CORP COM 28225C103 100 100 X 100 0 0
EGL INC COM 268484102 55475 3500 X 0 0 3500
EL PASO CORP COM 28336L109 89134596 2024406 X 1835335 0 189071
EL PASO CORP COM 28336L109 10790300 245067 X 225972 825 18270
EL PASO ELEC CO NEW COM 283677854 666737 42603 X 36303 0 6300
EL PASO ELEC CO NEW COM 283677854 242888 15520 X 15520 0 0
ELANTEC SEMICONDUCTOR INC COM 284155108 5838105 136500 X 136500 0 0
ELCOM INTL INC COM 284434107 3030 3000 X 3000 0 0
ELCOR CORP COM 284443108 304140 13700 X 13700 0 0
ELECTRO RENT CORP COM 285218103 113876 8300 X 0 0 8300
ELECTRO SCIENTIFIC INDS INC COM 285229100 767818 20950 X 19600 0 1350
ELECTRO SCIENTIFIC INDS INC COM 285229100 21990 600 X 0 0 600
ELECTROGLAS INC COM 285324109 256880 15200 X 15200 0 0
ELECTRONIC ARTS COM 285512109 905738 14897 X 2237 0 12660
ELECTRONIC ARTS COM 285512109 24320 400 X 400 0 0
ELECTRONIC DATA SYS CORP COM 285661104 210918676 3637156 X 3508490 0 128666
ELECTRONIC DATA SYS CORP COM 285661104 22699606 391440 X 374711 675 16054
ELECTRONICS FOR IMAGING INC COM 286082102 70235 3838 X 1638 0 2200
ELECTRONICS FOR IMAGING INC COM 286082102 56437 3084 X 3084 0 0
ELITE PHARMACEUTICALS INC COM 28659T200 30960 4000 X 4000 0 0
ELIZABETH ARDEN INC COM 28660G106 291 25 X 25 0 0
EMAGIN CORP COM 29076N107 1380 2000 X 2000 0 0
EMBARCADERO TECHNOLOGIES INC COM 290787100 67276 4925 X 0 0 4925
EMC INSURANCE GROUP 268664109 23868 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 2134400 36800 X 34900 0 1900
EMCORE CORP COM 290846104 4805 500 X 500 0 0
EMERGE INTERACTIVE INC CL A COM 29088W103 126 175 X 175 0 0
EMERSON ELECTRIC CO COM 291011104 54576226 950971 X 872426 0 78545
EMERSON ELECTRIC CO COM 291011104 48455180 844314 X 811962 0 32352
EMISPHERE TECH INC COM 291345106 25515 1500 X 1500 0 0
EMMIS COMMUNICATIONS CORP CL A COM 291525103 32088 1200 X 0 0 1200
EMMIS COMMUNICATIONS CORP CL A COM 291525103 101612 3800 X 0 0 3800
EMPIRE DISTRICT ELECTRIC COM 291641108 51336 2400 X 0 0 2400
EMPIRE DISTRICT ELECTRIC COM 291641108 51336 2400 X 2400 0 0
EMULEX CORP COM 292475209 7205084 218800 X 214600 0 4200
EMULEX CORP COM 292475209 1429162 43400 X 41400 0 2000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ENCHIRA BIOTECHNOLOGY CORP COM 29251Q107 58 200 X 200 0 0
ENCOMPASS SVCS CORP COM 29255U104 3540 2000 X 0 0 2000
ENCORE WIRE CORP COM 292562105 8280 500 X 500 0 0
ENDOCARDIAL SOLUTIONS INC COM 292962107 1018535 125590 X 125590 0 0
ENDOCARE INC COM 29264P104 7875722 399580 X 399580 0 0
ENDOCARE INC COM 29264P104 57159 2900 X 0 0 2900
ENERGEN CORP COM 29265N108 645380 24400 X 23400 0 1000
ENERGIZER HLDGS INC COM 29266R108 283338 11930 X 10330 0 1600
ENERGIZER HLDGS INC COM 29266R108 26125 1100 X 1100 0 0
ENERGY EAST CORP COM 29266M109 1076973 49516 X 23516 0 26000
ENERGY EAST CORP COM 29266M109 580138 26673 X 22046 0 4627
ENESCO GROUP INC COM 292973104 555153 80457 X 80457 0 0
ENESCO GROUP INC COM 292973104 16905 2450 X 2450 0 0
ENGAGE INC COM 292827102 25 100 X 100 0 0
ENGELHARD CORP COM 292845104 11962841 385525 X 42726 0 342799
ENGELHARD CORP COM 292845104 1282222 41322 X 41322 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 120250 2600 X 0 0 2600
ENSCO INTL INC COM 26874Q100 96448 3200 X 1400 0 1800
ENSCO INTL INC COM 26874Q100 67031 2224 X 2200 0 24
ENTERASYS NETWORKS INC COM 293637104 3384 800 X 0 0 800
ENTERASYS NETWORKS INC COM 293637104 5499 1300 X 1300 0 0
ENTERCOM COMMUNICATIONS COM 293639100 272594 4968 X 2968 0 2000
ENTERCOM COMMUNICATIONS COM 293639100 169493 3089 X 1489 0 1600
ENTERGY CORP COM 29364G103 3221890 74220 X 50990 0 23230
ENTERGY CORP COM 29364G103 227599 5243 X 4138 0 1105
ENTERPRISE PRODS PARTNERS LP COM 293792107 9670 200 X 200 0 0
ENTERPRISE PRODS PARTNERS LP COM 293792107 519763 10750 X 0 0 10750
ENTRAVISION COMMUNICATIONS COM 29382R107 207200 14000 X 0 0 14000
ENTREMED INC COM 29382F103 5928 780 X 780 0 0
ENTREMED INC COM 29382F103 22800 3000 X 3000 0 0
ENTRUST TECHNOLOGIES INC 293848107 9652 1900 X 1900 0 0
ENVIROGEN INC COM NEW 294040308 69 47 X 47 0 0
ENZO BIOCHEM INC COM 294100102 413486 20409 X 5604 0 14805
ENZO BIOCHEM INC COM 294100102 425 21 X 21 0 0
ENZON INC COM 293904108 31003 700 X 0 0 700
EOG RES INC COM 26875P101 454678 11210 X 10810 0 400
EPIQ SYS INC COM 26882D109 2807822 176260 X 171710 0 4550
EPIX MEDICAL INC COM 26881Q101 12650 1000 X 1000 0 0
EPLUS INC COM 294268107 23725 2500 X 2500 0 0
EPRESENCE INC COM 294348107 432480 102000 X 16600 0 85400
EQUIFAX INC COM 294429105 4963191 165993 X 113893 0 52100
EQUIFAX INC COM 294429105 2601599 87010 X 81410 0 5600
EQUITABLE RESOURCES COM 294549100 69759 2004 X 2004 0 0
EQUITABLE RESOURCES COM 294549100 129772 3728 X 3728 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ERIE INDEMNITY CO CL A COM 29530P102 36612 900 X 0 0 900
EROOM SYSTEMS TECHNOLOGIES COM 296016108 312307 162660 X 162660 0 0
ESCO TECHNOLOGIES INC COM 296315104 124288 3200 X 100 0 3100
ESCO TECHNOLOGIES INC COM 296315104 583 15 X 15 0 0
ESPERION THERAPEUTICS INC COM 29664R106 9135 1500 X 1500 0 0
ESS TECHNOLOGY INC COM 269151106 4412850 212770 X 207670 0 5100
ESS TECHNOLOGY INC COM 269151106 64294 3100 X 400 0 2700
ESSENTIAL THERAPEUTICS INC COM 29669A108 8750 2500 X 2500 0 0
ESTEE LAUDER COSMETICS CL A COM 518439104 1519232 44474 X 6999 0 37475
ESTEE LAUDER COSMETICS CL A COM 518439104 78568 2300 X 100 0 2200
ESTERLINE TECHNOLOGIES CORP COM 297425100 507960 24900 X 14900 0 10000
ESTERLINE TECHNOLOGIES CORP COM 297425100 316200 15500 X 0 0 15500
ETHAN ALLEN INTERIORS INC COM 297602104 1246655 32755 X 30330 0 2425
ETHAN ALLEN INTERIORS INC COM 297602104 114180 3000 X 3000 0 0
ETHYL CORP COM 297659104 195500 170000 X 0 0 170000
ETHYL CORP COM 297659104 920 800 X 800 0 0
EUROTECH LTD COM 298796103 150170 349233 X 349233 0 0
EUROTECH LTD COM 298796103 473 1100 X 1100 0 0
EVEREST RE GROUP LTD. G3223R108 20802 300 X 300 0 0
EVEREST RE GROUP LTD. G3223R108 818905 11810 X 6610 0 5200
EVERGREEN RESOURCES INC COM 299900308 13136376 315021 X 234821 0 80200
EXAR CORP COM 300645108 579228 28200 X 28200 0 0
EXCELON CORP COM 300691102 64260 42000 X 7000 0 35000
EXCO RESOURCES INC COM 269279204 8982588 563320 X 437320 0 126000
EXELIXIS INC COM 30161Q104 6895 500 X 500 0 0
EXELON CORP COM 30161N101 6175613 116587 X 90645 0 25942
EXELON CORP COM 30161N101 1372506 25911 X 18763 0 7148
EXPEDIA INC CL A COM 302125109 146664 2100 X 0 0 2100
EXPEDITORS INTL WASH INC COM 302130109 161711 2651 X 0 0 2651
EXPRESS SCRIPTS INC COM 302182100 1241525 21558 X 5983 0 15575
EXPRESS SCRIPTS INC COM 302182100 220973 3837 X 3837 0 0
EXTENDED STAY AMER INC COM 30224P101 46980 2700 X 2700 0 0
EXTREME NETWORKS COM 30226D106 54704 5260 X 2500 0 2760
EXTREME NETWORKS COM 30226D106 2600 250 X 250 0 0
EXULT INC DEL COM 302284104 1105183 101300 X 101300 0 0
EXXON MOBIL CORP COM 30231G102 1027571032 23444468 X 22488579 0 955889
EXXON MOBIL CORP COM 30231G102 851328192 19423413 X 18609031 9443 804939
EZENIA INC COM 302311105 23002 74200 X 0 0 74200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
E M C CORP MASS COM 268648102 67741 5683 X 5683
E*TRADE GROUP INC COM 269246104 34854 3700 X 3700
EASTMAN CHEMICAL CORPORATION COM 277432100 9660 198 X 198
EASTMAN KODAK CO COM 277461109 557943 17900 X 17900
EASTMAN KODAK CO COM 277461109 23253 746 X 746
EATON CORP COM 278058102 14414 178 X 178
EBAY INC COM 278642103 4197817 74114 X 74114
EBAY INC COM 278642103 9386 166 X 166
EBENX COM 278668108 325 100 X 100
ECHOSTAR COMMUNICATIONS CORP COM 278762109 5684 201 X 201
ECOLAB INC COM 278865100 14996 328 X 328
EDISON INTERNATIONAL COM 281020107 14003 836 X 836
ELECTRONIC ARTS COM 285512109 6688 110 X 110
ELECTRONIC DATA SYS CP COM 285661104 70516 1216 X 1216
EMERSON ELECTRIC CO COM 291011104 70303 1225 X 1225
ENGELHARD CORPORATION COM 292845104 10333 333 X 333
ENRON CORP COM 293561106 387 2045 X 2045
ENRON CORP COM 293561106 20 100 X 100
ENTERGY CORP NEW COM 29364G103 24613 567 X 567
ENZON INC COM 293904108 2759931 62315 X 62315
EOG RESOURCES INC COM 26875P101 12006 296 X 296
EQUIFAX INCORPORATED COM 294429105 10943 366 X 366
EQUITY OFFICE PROPERTIES TR COM 294741103 31879 1063 X 1063
EQUITY RESIDENTIAL PPTYS TR COM 29476L107 19974 695 X 695
ERICSSON L.M. TEL (NEW) COM 294821400 2856 685 X 685
ESPERION THERAPEUTICS COM 29664R106 609 100 X 100
EXELON CORPORATION COM 30161N101 43594 823 X 823
EXODUS COMMUNICATIONS INC COM 302088109 13 481 X 481
EXXON MOBIL CORPORATION COM 30231G102 769041 17546 X 17546
F N B CORP PA COM 302520101 95870 3272 X 3272 0 0
F N B CORP PA COM 302520101 4249 145 X 145 0 0
FACTORY 2-U INC COM 303072102 183503 14225 X 9100 0 5125
FACTSET RESEARCH SYSTEM COM 303075105 3853223 95495 X 84270 0 11225
FAIR ISAAC & CO INC COM 303250104 1020579 16100 X 11600 0 4500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
FAIRCHILD SEMICON INTL COM CL A 303726103 14976504 523654 X 523654 0 0
FAIRCHILD SEMICON INTL COM CL A 303726103 193908 6780 X 6780 0 0
FALMOUTH BANCORP INC COM 306754102 2250 100 X 100 0 0
FAMILY DLR STORES INC COM 307000109 1936979 57803 X 25603 0 32200
FAMILY DLR STORES INC COM 307000109 951684 28400 X 22400 0 6000
FASTENAL CO COM 311900104 9787834 129950 X 128950 0 1000
FASTENAL CO COM 311900104 158172 2100 X 2100 0 0
FBR ASSET INVESTMENT CORP COM 30241E303 27200 1000 X 0 0 1000
FEDDERS CORP CL A COM 313135303 2024 693 X 693 0 0
FEDDERS CORP COM 313135105 90096 28332 X 27566 0 766
FEDERAL AGRIC MTG CORP CL C COM 313148306 13350 300 X 0 0 300
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 374839935 4692538 X 4431013 0 261525
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 111402565 1394624 X 1318128 1550 74946
FEDERAL SIGNAL CORP 313855108 4190114 176649 X 170649 0 6000
FEDERAL SIGNAL CORP 313855108 479144 20200 X 6700 0 13500
FEDERAL-MOGUL CORP 313549107 194 240 X 240 0 0
FEDERAL-MOGUL CORP 313549107 1661 2050 X 2050 0 0
FEDERATED DEPT STORES INC COM 31410H101 2517586 61630 X 19386 0 42244
FEDERATED DEPT STORES INC COM 31410H101 26553 650 X 550 0 100
FEDERATED INVESTORS INC CL B COM 314211103 9119465 281900 X 278450 0 3450
FEDEX CORP COM 31428X106 11223468 193175 X 171753 0 21422
FEDEX CORP COM 31428X106 1301440 22400 X 22000 0 400
FEI COMPANY COM 30241L109 3197367 89940 X 89940 0 0
FELCOR LODGING TR INC COM 31430F101 94563 4450 X 200 0 4250
FERRO CORP COM 315405100 58493 2031 X 6 0 2025
FIBERCORE INC COM 31563B109 3840 2400 X 2400 0 0
FIBERCORE INC COM 31563B109 1600 1000 X 1000 0 0
FIDELITY NATL FINL INC COM 316326107 1293106 49037 X 41367 0 7670
FIDELITY NATL FINL INC COM 316326107 472445 17916 X 17916 0 0
FIDELITY NATL INFO SOLUTIONS COM 31620P109 45324 2143 X 2143 0 0
FIFTH THIRD BANCORP 316773100 19881767 294632 X 277780 0 16852
FIFTH THIRD BANCORP 316773100 10553670 156397 X 144777 0 11620
FILENET CORP COM 316869106 647711 37900 X 21900 0 16000
FINANCIAL FED CORP COM 317492106 570894 17400 X 12000 0 5400
FINANCIAL INDS CORP COM 317574101 58520 4180 X 4180 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 43665 1500 X 1500 0 0
FINET.COM INC COM 317922409 201 416 X 416 0 0
FINISAR CORPORATION COM 31787A101 167629 21770 X 19670 0 2100
FINISAR CORPORATION COM 31787A101 444791 57765 X 5250 0 52515
FINISH LINE INC CL A 317923100 71771 3890 X 2190 0 1700
FIRST AMERICAN CORPORATION COM 318522307 1112518 52280 X 49400 0 2880
FIRST CHARTER CORP COM 319439105 205370 11000 X 11000 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 19920 3984 X 3984 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 COLONIAL GROUP INC COM 319734109 200671 8631 X 8631 0 0
FIRST DATA CORP COM 319963104 190783729 2186633 X 2077005 0 109628
FIRST DATA CORP COM 319963104 37215877 426543 X 405450 200 20893
FIRST DEFIANCE FINL CORP COM 32006W106 17250 1000 X 0 0 1000
FIRST ESSEX BANCORP INC 320103104 48704 1600 X 100 0 1500
FIRST ESSEX BANCORP INC 320103104 121760 4000 X 3000 0 1000
FIRST FINANCIAL CORP COM 320221104 452200 14000 X 14000 0 0
FIRST FINANCIAL CORP COM 320221104 161500 5000 X 5000 0 0
FIRST FINL BANKSHARES INC COM 32020R109 95313 2870 X 2870 0 0
FIRST FINL HLDGS INC COM 320239106 135400 5000 X 2400 0 2600
FIRST HEALTH GROUP CORP COM 320960107 316103 13100 X 800 0 12300
FIRST HEALTH GROUP CORP COM 320960107 14478 600 X 600 0 0
FIRST HORIZON PHARM CORP COM 32051K106 264899 11847 X 11847 0 0
FIRST INDL RLTY TR INC COM 32054K103 229475 6700 X 700 0 6000
FIRST INDL RLTY TR INC COM 32054K103 137000 4000 X 4000 0 0
FIRST MIDWEST BANCORP INC DEL COM 320867104 1390290 47875 X 47325 0 550
FIRST NATL LINCOLN CORP COM 335716106 74313 2640 X 0 0 2640
FIRST NATL LINCOLN CORP COM 335716106 2815 100 X 100 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 278320 9800 X 9800 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 338926 11934 X 11934 0 0
FIRST TENN NATL CORP COM 337162101 7115255 203003 X 198403 0 4600
FIRST TENN NATL CORP COM 337162101 2384802 68040 X 66090 0 1950
FIRST VIRGINIA BANKS INC 337477103 706522 13174 X 13174 0 0
FIRST VIRGINIA BANKS INC 337477103 487872 9097 X 6847 0 2250
FIRST W VA BANCORP INC COM 337493100 14299 724 X 724 0 0
FIRSTENERGY CORP COM 337932107 4324125 125047 X 115580 0 9467
FIRSTENERGY CORP COM 337932107 1119009 32360 X 32360 0 0
FIRSTFED AMER BANCORP INC COM 337929103 31070 1300 X 1300 0 0
FIRSTFED AMER BANCORP INC COM 337929103 28680 1200 X 500 0 700
FIRSTFED FINL CORP DEL COM 337907109 394865 15100 X 12300 0 2800
FIRSTMERIT CORP COM 337915102 469277 16300 X 7000 0 9300
FIRSTMERIT CORP COM 337915102 408818 14200 X 3200 0 11000
FISERV INC COM 337738108 895057 19462 X 17812 0 1650
FISERV INC COM 337738108 38770 843 X 843 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 3054470 108700 X 105100 0 3600
FIVE STAR QUALITY CARE-WI COM 33832D106 366 50 X 50 0 0
FIVE STAR QUALITY CARE-WI COM 33832D106 1647 225 X 225 0 0
FLAGSTAR BANCORP INC COM 337930101 32592 1400 X 0 0 1400
FLEET BOSTON FINANCIAL CORP COM 339030108 149972725 4284935 X 152558 0 4132377
FLEET BOSTON FINANCIAL CORP COM 339030108 126499800 3614280 X 1560 0 3612720
FLEETWOOD ENTERPRISES INC COM 339099103 272160 25200 X 25200 0 0
FLEMING COS INC COM 339130106 714560 31900 X 31900 0 0
FLIR SYS INC COM 302445101 145638 3050 X 0 0 3050
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
FLORIDA BKS INC COM 340560101 65360 8000 X 0 0 8000
FLORIDA EAST COAST INDS CL B COM 340632207 1441078 54982 X 54982 0 0
FLORIDA EAST COAST INDS CL B COM 340632207 603 23 X 23 0 0
FLORIDA PUB UTILS CO 341135101 128712 6850 X 6850 0 0
FLORIDA ROCK INDS INC COM 341140101 844608 21200 X 20300 0 900
FLOW INTERNATIONAL CORP COM 343468104 107580 11000 X 11000 0 0
FLOWERS FOODS INC COM 343498101 131654 5169 X 5169 0 0
FLOWERS FOODS INC COM 343498101 127834 5019 X 2442 0 2577
FLOWSERVE CORP COM 34354P105 17035722 532200 X 352100 0 180100
FLUOR CORP COM 343412102 540019 13239 X 9345 0 3894
FLUOR CORP COM 343412102 167117 4097 X 4097 0 0
FLUSHING FINL CORP COM 343873105 2406269 143060 X 143060 0 0
FMC CORP (NEW) COM 302491303 377280 9000 X 7100 0 1900
FMC CORP (NEW) COM 302491303 75456 1800 X 1800 0 0
FMC TECHNOLOGIES INC COM 30249U101 270091 13552 X 13410 0 142
FMC TECHNOLOGIES INC COM 30249U101 61643 3093 X 3093 0 0
FMS FINL CORP COM 302509104 8459 798 X 798 0 0
FOAMEX INTL INC COM 344123104 29250 3000 X 3000 0 0
FONAR CORP COM 344437108 2721 2668 X 2668 0 0
FOOT LOCKER INC COM 344849104 44932 2777 X 2577 0 200
FOOT LOCKER INC COM 344849104 552822 34167 X 24467 0 9700
FOOTSTAR INC COM 344912100 461649 15141 X 15141 0 0
FOOTSTAR INC COM 344912100 43113 1414 X 1414 0 0
FORD MTR CO DEL COM 345370860 54797705 3323087 X 3156359 174 166554
FORD MTR CO DEL COM 345370860 12872671 780635 X 760687 2354 17594
FOREST CITY ENTERPRISES INC CL A 345550107 199500 5250 X 0 0 5250
FOREST CITY ENTERPRISES INC COM CL B 345550305 57375 1500 X 0 0 1500
FOREST LABS INC COM 345838106 74137603 907437 X 893094 0 14343
FOREST LABS INC COM 345838106 5798821 70977 X 55290 0 15687
FOREST OIL CORP COM 346091705 23696 800 X 0 0 800
FORRESTER RESEARCH COM 346563109 2646190 138544 X 138544 0 0
FORRESTER RESEARCH COM 346563109 3820 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 20927795 423897 X 372715 0 51182
FORTUNE BRANDS INC COM 349631101 4672377 94640 X 91634 0 3006
FORWARD AIR CORP COM 349853101 5435729 171745 X 166170 0 5575
FOSSIL INC COM 349882100 577003 21700 X 21700 0 0
FOSTER WHEELER LTD COM G36535105 5675 1645 X 1645 0 0
FOSTER WHEELER LTD COM G36535105 345 100 X 100 0 0
FOUNDRY NETWORKS INC COM 35063R100 3595 500 X 500 0 0
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 78045 3300 X 3300 0 0
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 14190 600 X 300 0 300
FPL GROUP INC COM 302571104 13117257 220273 X 207841 0 12432
FPL GROUP INC COM 302571104 9569328 160694 X 148614 0 12080
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
FRANKLIN COVEY CO COM 353469109 36096 14100 X 14100 0 0
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 90090 46200 X 0 0 46200
FRANKLIN RES INC COM 354613101 3489002 83230 X 48272 0 34958
FRANKLIN RES INC COM 354613101 1406081 33542 X 33542 0 0
FRANKLIN TELECOMM CORP COM NEW 354727208 240 6000 X 6000 0 0
FREDDIE MAC COM 313400301 37354397 589465 X 498128 0 91337
FREDDIE MAC COM 313400301 2064531 32579 X 30009 0 2570
FREDS INC CL A 356108100 687600 19100 X 18200 0 900
FREEMARKETS.COM INC COM 356602102 84989 3700 X 600 0 3100
FREEMARKETS.COM INC COM 356602102 2067 90 X 90 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 383394 21759 X 21382 0 377
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 1624652 92205 X 89705 0 2500
FREEPORT-MCMORAN COPPER & GOLD INC A 35671D105 35 2 X 2 0 0
FREEPORT-MCMORAN COPPER & GOLD INC A 35671D105 3024 172 X 172 0 0
FREMONT GEN CORP 357288109 346663 56830 X 47920 0 8910
FRIENDLY ICE CREAM CORP COM 358497105 3160603 501683 X 330883 0 170800
FRIENDLY ICE CREAM CORP COM 358497105 12600 2000 X 2000 0 0
FRONTIER AIRLINES INC COM 359065109 375560 20500 X 20500 0 0
FRONTIER OIL CORP COM 35914P105 10740 500 X 500 0 0
FRONTIER OIL CORP COM 35914P105 64440 3000 X 3000 0 0
FRONTLINE COMMUNICATIONS CORP COM 35921T108 116 400 X 400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 4199 1700 X 1700 0 0
FSI INTL INC COM 302633102 14573 1300 X 0 0 1300
FTI CONSULTING INC COM 302941109 378328 12212 X 100 0 12112
FUELCELL ENERGY INC COM 35952H106 26004 1650 X 1650 0 0
FUELCELL ENERGY INC COM 35952H106 16548 1050 X 1050 0 0
FULLER H B CO COM 359694106 5520803 184334 X 104634 0 79700
FULTON FINL CORP PA COM 360271100 642426 25656 X 25656 0 0
FULTON FINL CORP PA COM 360271100 339292 13550 X 13550 0 0
FURNITURE BRANDS INTL INC COM 360921100 87480 2400 X 0 0 2400
FURNITURE BRANDS INTL INC COM 360921100 149445 4100 X 0 0 4100
F5 NETWORKS INC COM 315616102 23240 1000 X 1000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
FAMILY DOLLAR STORE COM 307000109 14811 442 X 442
FEDERAL HOME LOAN MORTGAGE COM 313400301 112989 1783 X 1783
FEDERAL NATL MORTGAGE ASSOC COM 313586109 204653 2562 X 2562
FEDERATED DEPT STRS COMB NEW COM 31410H101 20180 494 X 494
FEDEX CORPORATION COM 31428X106 44447 765 X 765
FIFTH THIRD BANCORP COM 316773100 124231 1841 X 1841
FIRST DATA CORP COM 319963104 76867 881 X 881
FIRSTENERGY CORP. COM 337932107 26385 763 X 763
FISERV INC COM 337738108 29018 630 X 630
FLEXTRONICS INTL LTD COM Y2573F102 2694795 147660 X 147660
FLEXTRONICS INTL LTD COM Y2573F102 7824 428 X 428
FLUOR CORP COM 343412102 8362 205 X 205
FORD MOTOR CO COM 345370860 76596 4645 X 4645
FOREST LABORATORIES INC COM 345838106 612750 7500 X 7500
FOREST LABORATORIES INC COM 345838106 37255 456 X 456
FORTUNE BRANDS INC. COM 349631101 18810 381 X 381
FPL GROUP INCORPORATED COM 302571104 26857 451 X 451
FRANKLIN RESOURCES INC COM 354613101 28044 669 X 669
FREEPORT MCMORAN INC COP&GOL COM 35671D857 6502 369 X 369
FUNDTECH LTD COM M47095100 290 66 X 66
G & K SVCS INC COM 361268105 17478666 469100 X 300150 0 168950
GABELLI ASSET MGMT INC CL A 36239Y102 23820 600 X 0 0 600
GAIAM INC COM 36268Q103 9210 500 X 500 0 0
GALLAGHER ARTHUR J & CO COM 363576109 6554 200 X 200 0 0
GALLAGHER ARTHUR J & CO COM 363576109 44240 1350 X 0 0 1350
GAMESTOP CORP COM 36466R101 22220 1100 X 300 0 800
GANNETT INC COM 364730101 45545926 598501 X 555112 0 43389
GANNETT INC COM 364730101 23615885 310327 X 300997 400 8930
GAP INC COM 364760108 14024935 932509 X 827474 0 105035
GAP INC COM 364760108 1368520 90992 X 86916 0 4076
GARAN INC 364802108 53750 1000 X 0 0 1000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
GARDEN FRESH RESTAURANT CORP COM 365235100 4825 500 X 500 0 0
GARDNER DENVER INC COM 365558105 470400 19200 X 16200 0 3000
GARDNER DENVER INC COM 365558105 2793 114 X 102 0 12
GARMIN LTD COM G37260109 18336 800 X 800 0 0
GARTNER GROUP INC COM CL B 366651206 38597 2969 X 2934 0 35
GARTNER GROUP INC COM CL B 366651206 31538 2426 X 2321 0 105
GARTNER INC CL A COM 366651107 6819791 528666 X 360866 0 167800
GATEWAY INC COM 367626108 233973 37021 X 30604 0 6417
GATEWAY INC COM 367626108 21488 3400 X 1900 1500 0
GATX CORPORATION COM 361448103 89040 2800 X 2800 0 0
GATX CORPORATION COM 361448103 86623 2724 X 2724 0 0
GBC BANCORP CALIFORNIA COM 361475106 377985 11300 X 8300 0 3000
GEERLINGS & WADE INC COM 368473104 222 200 X 200 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 34860 2357 X 2357 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 33248 2248 X 2248 0 0
GENAERA CORPORATION COM 36867G100 3190 1000 X 1000 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 296 100 X 100 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 296 100 X 100 0 0
GENCORP INC COM 368682100 514673 32740 X 31340 0 1400
GENE LOGIC INC COM 368689105 161070 8277 X 1677 0 6600
GENE LOGIC INC COM 368689105 15568 800 X 800 0 0
GENENTECH INC COM 368710406 53389873 1058273 X 1009898 0 48375
GENENTECH INC COM 368710406 3357094 66543 X 58278 0 8265
GENERAL CABLE CORP DEL NEW COM 369300108 22848 1600 X 0 0 1600
GENERAL COMMUNICATION INC CL A COM 369385109 5453160 626800 X 431000 0 195800
GENERAL DYNAMICS CORP COM 369550108 7606004 80958 X 22170 0 58788
GENERAL DYNAMICS CORP COM 369550108 672212 7155 X 1495 0 5660
GENERAL ELECTRIC CO COM 369604103 1229429235 32828551 X 30929287 600 1898664
GENERAL ELECTRIC CO COM 369604103 885423384 23642814 X 22251869 34449 1356496
GENERAL MAGIC INC COM 370253106 2997 11525 X 11525 0 0
GENERAL MARITIME CORP COM Y2692M103 240000 20000 X 0 0 20000
GENERAL MARITIME CORP COM Y2692M103 600 50 X 50 0 0
GENERAL MILLS INC COM 370334104 25399509 519949 X 492379 0 27570
GENERAL MILLS INC COM 370334104 23947784 490231 X 463281 0 26950
GENERAL MOTORS CORP CL H COM 370442832 1610192 97884 X 47850 0 50034
GENERAL MOTORS CORP CL H COM 370442832 900605 54748 X 52748 234 1766
GENERAL MTRS CORP COM 370442105 18780485 310678 X 267091 0 43587
GENERAL MTRS CORP COM 370442105 14043321 232313 X 221785 296 10232
GENESCO INC COM 371532102 476961 17300 X 17300 0 0
GENESEE & WYOMING INC COM 371559105 7230593 305475 X 305475 0 0
GENESEE CORP CL B COM 371601204 9855 499 X 499 0 0
GENESIS MICROCHIP INC DEL COM 37184C103 2700256 103856 X 102256 0 1600
GENLYTE GROUP INC COM 372302109 56340 1500 X 0 0 1500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
GENOME THERAPEUTICS CORP COM 372430108 849 150 X 150 0 0
GENTA INC COM 37245M207 1694 101 X 0 0 101
GENTA INC COM 37245M207 80496 4800 X 0 0 4800
GENTEX CORP COM 371901109 628452 21210 X 5710 0 15500
GENTEX CORP COM 371901109 337189 11380 X 7980 0 3400
GENUINE PARTS CO 372460105 5825655 158435 X 111463 0 46972
GENUINE PARTS CO 372460105 3519735 95723 X 90518 0 5205
GENUITY INC COM 37248E103 4437 5100 X 5100 0 0
GENUS INC COM 372461103 179350 42200 X 10000 0 32200
GENZYME CORP ( GENERAL DIVISION COM) 372917104 143471453 3285355 X 3186842 0 98513
GENZYME CORP ( GENERAL DIVISION COM) 372917104 18044182 413194 X 387044 500 25650
GENZYME CORP BIOSURGERY DIVISION COM 372917708 32354 4751 X 4682 0 69
GENZYME CORP BIOSURGERY DIVISION COM 372917708 3153 463 X 463 0 0
GENZYME TRANSGENICS CORP COM 37246E105 660 200 X 200 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 25242 4352 X 4288 0 64
GENZYME-MOLECULAR ONCOLOGY COM 372917500 2401 414 X 414 0 0
GEORGIA GULF CORP COM 373200203 612180 22800 X 22800 0 0
GEORGIA-PACIFIC CORP COM 373298108 28444833 949744 X 872348 0 77396
GEORGIA-PACIFIC CORP COM 373298108 4277130 142809 X 134494 1000 7315
GERBER SCIENTIFIC INC COM 373730100 3656280 497453 X 327916 0 169537
GERBER SCIENTIFIC INC COM 373730100 3498137 475937 X 6632 0 469305
GERON CORP COM 374163103 761 100 X 100 0 0
GERON CORP COM 374163103 9513 1250 X 250 0 1000
GETTY IMAGES INC COM 374276103 369706 12340 X 0 0 12340
GILAT SATELLITE NETWKS COM M51474100 1735 500 X 500 0 0
GILAT SATELLITE NETWKS COM M51474100 27760 8000 X 8000 0 0
GILEAD SCIENCES INC COM 375558103 4166706 115774 X 105534 0 10240
GILEAD SCIENCES INC COM 375558103 186068 5170 X 5170 0 0
GILLETTE CO COM 375766102 107997429 3175461 X 2997966 0 177495
GILLETTE CO COM 375766102 54274552 1595841 X 1522737 870 72234
GLATFELTER 377316104 1335489 74442 X 46500 0 27942
GLATFELTER 377316104 43056 2400 X 2400 0 0
GLOBAL IMAGING SYS INC COM 37934A100 257600 14000 X 14000 0 0
GLOBAL INDS LTD COM 379336100 2906762 311550 X 301550 0 10000
GLOBAL PAYMENTS INC COM 37940X102 1016524 27736 X 27336 0 400
GLOBAL PAYMENTS INC COM 37940X102 22320 609 X 609 0 0
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 288805 23160 X 23160 0 0
GLOBAL SANTAFE CORP COM G3930E101 3599812 110086 X 77024 0 33062
GLOBAL SANTAFE CORP COM G3930E101 71155 2176 X 1876 0 300
GLOBAL SPORTS INC COM 37937A107 1043784 61040 X 60640 0 400
GLOBECOMM SYS INC COM 37956X103 69455 9810 X 9810 0 0
GLOBESPANVIRATA INC. COM 37957V106 57890 3880 X 3060 0 820
GLOBESPANVIRATA INC. COM 37957V106 3178 213 X 213 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
GOAMERICA INC COM 38020R106 556 400 X 400 0 0
GOAMERICA INC COM 38020R106 973 700 X 700 0 0
GOLD BANC CORP INC COM 379907108 12609 1401 X 1401 0 0
GOLDEN ST BANCORP INC COM 381197102 1657919 55841 X 34341 0 21500
GOLDEN ST BANCORP INC COM 381197102 89070 3000 X 3000 0 0
GOLDEN WEST FINANCIAL COM 381317106 2864041 45103 X 22225 0 22878
GOLDEN WEST FINANCIAL COM 381317106 330200 5200 X 5150 0 50
GOLDFIELD CORP 381370105 540 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 62026479 687274 X 652954 0 34320
GOLDMAN SACHS GROUP INC COM 38141G104 1140941 12642 X 12282 0 360
GOODRICH CORPORATION COM 382388106 1603230 50671 X 45990 0 4681
GOODRICH CORPORATION COM 382388106 355475 11235 X 10885 50 300
GOODRICH PETE CORP COM NEW 382410405 11575 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 1172052 45837 X 11245 0 34592
GOODYEAR TIRE & RUBBER COM 382550101 302774 11841 X 11841 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 182905 23300 X 23300 0 0
GRACO INC COM 384109104 3305950 80929 X 80929 0 0
GRACO INC COM 384109104 155965 3818 X 3218 0 600
GRAHAM CORP COM 384556106 33000 3000 X 3000 0 0
GRAINGER W W INC 384802104 13480187 239733 X 214904 0 24829
GRAINGER W W INC 384802104 3428231 60968 X 60168 0 800
GRANITE CONSTR INC 387328107 56603 2300 X 0 0 2300
GRANITE STATE BANKSHARES INC 387472103 284622 10656 X 10656 0 0
GRANITE STATE BANKSHARES INC 387472103 748 28 X 0 0 28
GRANT PRIDECO INC COM 38821G101 10958 801 X 1 0 800
GREAT AMERN FINL RES INC COM 389915109 3934900 218000 X 167000 0 51000
GREAT AMERN FINL RES INC COM 389915109 11769 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 769488 27600 X 27600 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 8364 300 X 300 0 0
GREAT LAKES CHEMICAL 390568103 542244 19249 X 15989 0 3260
GREAT LAKES CHEMICAL 390568103 356801 12666 X 11666 0 1000
GREAT PLAINS ENERGY INC COM 391164100 7686796 308088 X 196488 0 111600
GREAT PLAINS ENERGY INC COM 391164100 426495 17094 X 7034 0 10060
GREATER BAY BANCORP COM 391648102 51692 1515 X 1115 0 400
GREATER BAY BANCORP COM 391648102 22451 658 X 658 0 0
GREEN DANIEL CO COM 392775102 16558 1700 X 1700 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 101415 5557 X 5557 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 18250 1000 X 1000 0 0
GREEN MTN COFFEE INC COM 393122106 2667660 128500 X 128500 0 0
GREEN MTN COFFEE INC COM 393122106 70584 3400 X 3400 0 0
GREENPOINT FINL CORP COM 395384100 3715593 85025 X 77900 0 7125
GREENPOINT FINL CORP COM 395384100 17480 400 X 400 0 0
GREIF BROS CORP CL A COM 397624107 22797520 638586 X 402486 0 236100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
GREKA ENERGY CORP COM 397637109 2446 348 X 348 0 0
GREY WOLF INC COM 397888108 396 100 X 100 0 0
GRIFFIN LD & NURSERIES INC CL A COM 398231100 1490 100 X 100 0 0
GRIFFON CORPORATION COM 398433102 463054 27645 X 23705 0 3940
GRIFFON CORPORATION COM 398433102 14740 880 X 0 0 880
GROUP 1 AUTOMOTIVE INC COM 398905109 894245 22900 X 16400 0 6500
GROUP 1 AUTOMOTIVE INC COM 398905109 683375 17500 X 0 0 17500
GTECH HLDGS CORP COM 400518106 48750 1000 X 0 0 1000
GTECH HLDGS CORP COM 400518106 26813 550 X 550 0 0
GUIDANT CORP COM 401698105 14030395 323878 X 298392 0 25486
GUIDANT CORP COM 401698105 2289159 52843 X 47943 0 4900
GUILFORD PHARMACEUTICALS INC COM 401829106 712 100 X 0 0 100
GUITAR CENTER INC COM 402040109 38544 2200 X 0 0 2200
GULFMARK OFFSHORE INC COM 402629109 22701093 628317 X 423217 0 205100
GULFMARK OFFSHORE INC COM 402629109 50582 1400 X 1400 0 0
GYMBOREE CORP COM 403777105 2511925 170300 X 170300 0 0
GYRODYNE CO AMER INC COM 403820103 133464 7498 X 0 0 7498
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
GANNETT CO INC COM 364730101 51672 679 X 679
GAP INC COM 364760108 33268 2212 X 2212
GATEWAY 2000 INC COM 367626108 5252 831 X 831
GEMSTAR-TV GUIDE INTL INC COM 36866W106 4304 291 X 291
GENERAL DYNAMICS CORP COM 369550108 48666 518 X 518
GENERAL ELECTRIC CO COM 369604103 953589 25463 X 25463
GENERAL MILLS INC COM 370334104 45626 934 X 934
GENERAL MOTORS CORPORATION COM 370442105 86141 1425 X 1425
GENTA INC. NEW COM 37245M207 3352 200 X 200
GENUINE PARTS CO COM 372460105 16326 444 X 444
GENZYME CORP COM 372917104 32535 744 X 744
GEORGIA-PACIFIC CORP COM 373298108 17641 589 X 589
GILLETTE CO COM 375766102 92065 2707 X 2707
GLOBAL CROSSING INC COM G3921A100 263 2410 X 2410
Global Power Equipment COM 37941P108 15989433 1282232 X 1282232
GOLDEN WEST FINANCIAL CORP COM 381317106 25654 404 X 404
GOODYEAR TIRE & RUBBER CO COM 382550101 10688 418 X 418
GREAT LAKES CHEMICAL CORP COM 390568103 3634 129 X 129
GUIDANT CORP COM 401698105 36475 842 X 842
H J HEINZ CO COM 423074103 10958864 264069 X 241729 0 22340
H J HEINZ CO COM 423074103 10325657 248811 X 210688 0 38123
HAEMONETICS CORP MA COM 405024100 7788996 245400 X 244000 0 1400
HAGGAR CORP COM 405173105 56580 4600 X 4600 0 0
HAIN CELESTIAL GROUP INC COM 405217100 549575 24700 X 24200 0 500
HAIN CELESTIAL GROUP INC COM 405217100 36312 1632 X 1632 0 0
HALL KINION & ASSOCIATES COM 406069104 76268 9200 X 9200 0 0
HALLIBURTON CO COM NEW 406216101 3403075 199360 X 167607 0 31753
HALLIBURTON CO COM NEW 406216101 2276950 133389 X 128984 0 4405
HAMPSHIRE GROUP LTD COM 408859106 569288 30362 X 30362 0 0
HANCOCK FABRICS INC COM 409900107 267140 14800 X 12700 0 2100
HANDELMAN CO COM 410252100 21567 2100 X 0 0 2100
HANDSPRING INC COM 410293104 7456 1600 X 0 0 1600
HANDSPRING INC COM 410293104 23766 5100 X 5100 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 25875 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 4477851 263403 X 231210 0 32193
HANOVER COMPRESSOR COMPANY COM 410768105 7196198 400011 X 262611 0 137400
HARBOR FL BANCSHARES INC COM 411901101 116998 6100 X 300 0 5800
HARKEN ENERGY CORP COM 412552309 1395 1550 X 1550 0 0
HARLAND JOHN H CO COM 412693103 639540 22000 X 20800 0 1200
HARLAND JOHN H CO COM 412693103 2907 100 X 100 0 0
HARLEY DAVIDSON INC COM 412822108 9025057 163705 X 159590 0 4115
HARLEY DAVIDSON INC COM 412822108 2525230 45805 X 42105 0 3700
HARLEYSVILLE GROUP INC 412824104 31704 1200 X 0 0 1200
HARLEYSVILLE NATL CORP PA COM 412850109 64933 2788 X 2788 0 0
HARMAN INTL INDS INC NEW COM 413086109 1209075 24500 X 23600 0 900
HARMAN INTL INDS INC NEW COM 413086109 74025 1500 X 1500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
HARMONIC INC COM 413160102 519146 44754 X 42654 0 2100
HARMONIC INC COM 413160102 77720 6700 X 400 0 6300
HARRAH'S ENTMT INC COM 413619107 2999013 67759 X 53225 0 14534
HARRAH'S ENTMT INC COM 413619107 558738 12624 X 12190 0 434
HARRIS & HARRIS GROUP INC 413833104 2500 500 X 500 0 0
HARRIS CORP COM 413875105 32870183 915349 X 914149 0 1200
HARRIS CORP COM 413875105 386894 10774 X 9924 0 850
HARSCO CORP COM 415864107 743660 19000 X 17200 0 1800
HARTE-HANKS INC COM 416196103 10638823 336246 X 305600 0 30646
HARTE-HANKS INC COM 416196103 987168 31200 X 31200 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 46576164 683737 X 626566 0 57171
HARTFORD FINL SVCS GROUP INC COM 416515104 25571294 375386 X 354505 150 20731
HARTMARX CORP COM 417119104 43050 20500 X 20500 0 0
HARVEY ELECTRONICS INC COM 417660107 262 200 X 200 0 0
HASBRO INC 418056107 395437 24996 X 20346 0 4650
HASBRO INC 418056107 95869 6060 X 6060 0 0
HAUPPAUGE DIGITAL INC COM 419131107 175 100 X 100 0 0
HAVERTY FURNITURE COS INC COM 419596101 48188 2800 X 0 0 2800
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 68171 1549 X 1549 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 142372 3235 X 3235 0 0
HCA INC COM 404119109 4561751 103488 X 43861 0 59627
HCA INC COM 404119109 383496 8700 X 7675 0 1025
HCC INS HLDGS INC COM 404132102 838500 30000 X 30000 0 0
HCC INS HLDGS INC COM 404132102 279500 10000 X 0 0 10000
HEADWATERS INC COM 42210P102 81090 5300 X 0 0 5300
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 1442435 69582 X 35982 0 33600
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 68513 3305 X 3305 0 0
HEALTH MGMT SYS INC COM 42219M100 3716176 746220 X 477720 0 268500
HEALTH NET INC COM 42222G108 209916 7650 X 0 0 7650
HEALTH NET INC COM 42222G108 37044 1350 X 1350 0 0
HEALTHGATE DATA CORP COM 42222H304 12627 31567 X 31567 0 0
HEALTHSOUTH CORP COM 421924101 28075029 1956448 X 1928898 0 27550
HEALTHSOUTH CORP COM 421924101 175328 12218 X 12018 0 200
HEARST-ARGYLE TELEVISION INC COM 422317107 25398 1027 X 327 0 700
HEARTLAND EXPRESS CO 422347104 10774568 539808 X 484539 0 55269
HECLA MINING COMPANY 422704106 1531 810 X 810 0 0
HEICO CORP NEW CL A 422806208 7273952 556538 X 549168 0 7370
HEIDRICK & STRUGGLES INTL INC COM 422819102 270400 13000 X 13000 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 17680 850 X 50 0 800
HELEN OF TROY CORP LTD COM G4388N106 9088 640 X 640 0 0
HELIX TECHNOLOGY CORP COM 423319102 410944 16230 X 16230 0 0
HELIX TECHNOLOGY CORP COM 423319102 524073 20698 X 8220 0 12478
HELMERICH & PAYNE INC COM 423452101 1450256 36175 X 36175 0 0
HELMERICH & PAYNE INC COM 423452101 24054 600 X 200 0 400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
HENRY JACK & ASSOC INC COM 426281101 55450 2500 X 0 0 2500
HENRY SCHEIN INC COM 806407102 26430 600 X 200 0 400
HERCULES INC COM 427056106 236465 17766 X 10788 0 6978
HERCULES INC COM 427056106 196988 14800 X 14800 0 0
HERLEY INDS INC DEL COM 427398102 14000 700 X 700 0 0
HERSHEY FOODS CORP COM 427866108 20018135 292065 X 283517 0 8548
HERSHEY FOODS CORP COM 427866108 7625075 111250 X 110250 0 1000
HEWLETT PACKARD CO COM 428236103 76753796 4278361 X 4010712 0 267649
HEWLETT PACKARD CO COM 428236103 45537766 2538337 X 2414946 4450 118941
HEXCEL CORP COM NEW 428291108 12600 3150 X 0 0 3150
HI/FN INC COM 428358105 5900 500 X 500 0 0
HIBBETT SPORTING GOODS INC COM 428565105 135713 5775 X 0 0 5775
HIBERNIA CORP CLASS A VOTING COM 428656102 4493753 235275 X 217025 0 18250
HICKORY TECH CORP COM 429060106 53691 3300 X 0 0 3300
HIGH SPEED ACCESS CORP COM 42979U102 445 500 X 500 0 0
HILB ROGAL & HAMILTON CO COM 431294107 658320 21100 X 20300 0 800
HILFIGER TOMMY CORP G8915Z102 481443 33550 X 22550 0 11000
HILFIGER TOMMY CORP G8915Z102 111571 7775 X 175 0 7600
HILLENBRAND INDS INC COM 431573104 39135 635 X 635 0 0
HILLENBRAND INDS INC COM 431573104 86282 1400 X 1400 0 0
HILTON HOTELS CORP COM 432848109 3468351 242542 X 204537 0 38005
HILTON HOTELS CORP COM 432848109 7150 500 X 500 0 0
HISPANIC BROADCASTING CORP COM 43357B104 206694 7098 X 3398 0 3700
HISPANIC BROADCASTING CORP COM 43357B104 270700 9296 X 2096 0 7200
HNC SOFTWARE INC COM 40425P107 456876 27195 X 25400 0 1795
HOLLINGER INTL INC CL A COM 435569108 51129 3900 X 3900 0 0
HOLLYWOOD ENTMT CORP COM 436141105 34944 2080 X 2080 0 0
HOLOGIC INC 436440101 200850 13000 X 13000 0 0
HOLOGIC INC 436440101 15914 1030 X 500 0 530
HOME DEPOT INC COM 437076102 472936801 9729208 X 9308728 0 420480
HOME DEPOT INC COM 437076102 114294943 2351264 X 2198737 15498 137029
HOMESTORE.COM INC COM 437852106 270 100 X 100 0 0
HON INDS INC COM 438092108 176142 6200 X 0 0 6200
HON INDS INC COM 438092108 235803 8300 X 0 0 8300
HONEYWELL INTL INC COM 438516106 59268290 1548688 X 1488576 0 60112
HONEYWELL INTL INC COM 438516106 8939528 233591 X 225517 0 8074
HOOPER HOLMES INC COM 439104100 7485244 713560 X 713560 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 10292315 457233 X 298833 0 158400
HORIZON OFFSHORE INC COM 44043J105 46920 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 75670 4600 X 4600 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 4935 300 X 300 0 0
HORMEL FOODS CORPORATION 440452100 103930 3800 X 3800 0 0
HOT TOPIC INC COM 441339108 468160 22400 X 22400 0 0
HOT TOPIC INC COM 441339108 112860 5400 X 0 0 5400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 18840503 331699 X 274931 0 56768
HOUSEHOLD INTERNATIONAL COM 441815107 3651047 64279 X 54460 0 9819
HOUSTON EXPLORATION COMPANY COM 442120101 13302100 429100 X 267600 0 161500
HOVNANIAN ENTERPRISES INC CL A COM 442487203 266 10 X 10 0 0
HOWELL CORP COM 443051107 391 33 X 33 0 0
HPL TECHNOLOGIES INC COM 40426C105 2917125 177010 X 177010 0 0
HPSC INC COM 404264103 6990 1000 X 1000 0 0
HUBBELL INC CL B COM 443510201 1668129 50703 X 45903 0 4800
HUBBELL INC CL B COM 443510201 1751070 53224 X 25516 60 27648
HUBBELL INC CLASS A COM 443510102 151680 4800 X 0 0 4800
HUBBELL INC CLASS A COM 443510102 71795 2272 X 2272 0 0
HUDSON CITY BANCORP INC COM 443683107 308370 9500 X 9500 0 0
HUDSON CITY BANCORP INC COM 443683107 32460 1000 X 1000 0 0
HUDSON RIVER BANCORP COM 444128102 149606 6200 X 4000 0 2200
HUDSON RIVER BANCORP COM 444128102 84455 3500 X 3500 0 0
HUDSON UNITED BANCORP COM 444165104 4717868 148314 X 147814 0 500
HUDSON UNITED BANCORP COM 444165104 2698283 84825 X 84825 0 0
HUFFY CORPORATION COM 444356109 51000 7500 X 7500 0 0
HUFFY CORPORATION COM 444356109 7650 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 771408 19800 X 17000 0 2800
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 2396 200 X 200 0 0
HUMAN GENOME SCIENCES INC COM 444903108 1928262 88493 X 11849 0 76644
HUMAN GENOME SCIENCES INC COM 444903108 25059 1150 X 950 0 200
HUMANA INC COM 444859102 501300 37051 X 36614 0 437
HUMANA INC COM 444859102 135300 10000 X 10000 0 0
HUNTINGTON BANCSHARES INC 446150104 923871 46897 X 39536 0 7361
HUNTINGTON BANCSHARES INC 446150104 259666 13181 X 13181 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 431400 20000 X 18100 0 1900
HYDRIL CO COM 448774109 38992 1600 X 1000 0 600
HYPERCOM CORP COM 44913M105 4707396 811620 X 548420 0 263200
HYPERFEED TECHNOLOGIES INC COM 44913S102 1711 3000 X 3000 0 0
HYPERION SOLUTIONS CORP COM 44914M104 4734043 175270 X 175270 0 0
HYSEQ INC COM 449163302 293 55 X 55 0 0
HYSEQ INC COM 449163302 5320 1000 X 1000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
H & R BLOCK INC COM 093671105 182245 4100 X 4100
H & R BLOCK INC COM 093671105 21514 484 X 484
HALLIBURTON CO COM 406216101 18794 1101 X 1101
HARLEY DAVIDSON INCORPORATED COM 412822108 42836 777 X 777
HARRAHS ENTERTAINMENT INC COM 413619107 12747 288 X 288
HARTFORD FIN SER GP INC COM 416515104 42847 629 X 629
HASBRO INC COM 418056107 7008 443 X 443
HCA INC COM 404119109 58230 1321 X 1321
HEALTH MANAGEMENT ASSC INC COM 421933102 13039 629 X 629
HEALTHSOUTH CORPORATION COM 421924101 14436 1006 X 1006
HEINZ H J CO COM 423074103 161850 3900 X 3900
HEINZ H J CO COM 423074103 37267 898 X 898
HERCULES INC COM 427056106 3700 278 X 278
HERSHEY FOODS CORP COM 427866108 23852 348 X 348
HEWLETT-PACKARD CO COM 428236103 89269 4976 X 4976
HILTON HOTELS CORP COM 432848109 13542 947 X 947
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 1461 87 X 87
HOME DEPOT INC COM 437076102 1122891 23100 X 23100
HOME DEPOT INC COM 437076102 292195 6011 X 6011
HONEYWELL INTERNATIONAL INC COM 438516106 79831 2086 X 2086
HOUSEHOLD INTERNATIONAL INC COM 441815107 66683 1174 X 1174
HUMAN GENOME SCIENCES INC COM 444903108 2244 103 X 103
HUMANA INC COM 444859102 5858 433 X 433
HUNTINGTON BANCSHARES COM 446150104 12713 644 X 644
I-MANY INC COM 44973Q103 368032 74200 X 74200 0 0
I-STAT CORP COM 450312103 7290 1000 X 1000 0 0
I-STAT CORP COM 450312103 2187 300 X 300 0 0
IBIS TECHNOLOGY CORP COM 450909106 30912 2100 X 2100 0 0
ICN PHARMACEUTICALS INC COM 448924100 33031875 1040374 X 734335 0 306039
ICN PHARMACEUTICALS INC COM 448924100 43752 1378 X 1378 0 0
ICOS CORP COM 449295104 206955 4500 X 3600 0 900
ICOS CORP COM 449295104 20696 450 X 250 0 200
ICU MED INC COM 44930G107 497661 13672 X 0 0 13672
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 591705 14610 X 14610 0 0
IDACORP INC COM 451107106 617220 15240 X 13240 0 2000
IDEC PHARMACEUTICALS CORP COM 449370105 672578 10460 X 2180 0 8280
IDEC PHARMACEUTICALS CORP COM 449370105 239518 3725 X 3725 0 0
IDENTIX INC COM 451906101 1848242 208370 X 208370 0 0
IDEX CORP COM 45167R104 1043400 28200 X 22100 0 6100
IDEX CORP COM 45167R104 249750 6750 X 0 0 6750
IDEXX LABS CORP 45168D104 4541596 169210 X 154610 0 14600
IDEXX LABS CORP 45168D104 5368 200 X 200 0 0
IDT CORP CL B COM 448947309 820725 46500 X 46500 0 0
IDT CORP COM 448947101 736935 36500 X 36500 0 0
IGATE CORP COM 45169U105 5909 1500 X 1500 0 0
IGEN INTL INC COM 449536101 18940 500 X 500 0 0
IHOP CORP COM 449623107 502279 14900 X 14900 0 0
II-VI INC COM 902104108 1576 104 X 104 0 0
IIC INDUSTRIES INC COM 449628205 8276 792 X 792 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 145328 12400 X 3200 0 9200
IKON OFFICE SOLUTIONS INC COM 451713101 93760 8000 X 8000 0 0
ILEX ONCOLOGY INC COM 451923106 133765 7750 X 0 0 7750
ILLINOIS TOOL WORKS INC COM 452308109 87670474 1211755 X 1159259 0 52496
ILLINOIS TOOL WORKS INC COM 452308109 24657965 340815 X 323948 0 16867
IMAGISTICS INTL INC COM 45247T104 370200 23283 X 23200 0 83
IMAGISTICS INTL INC COM 45247T104 221455 13928 X 13070 0 858
IMANAGE INC COM 45245Y105 2514352 376400 X 376400 0 0
IMANAGE INC COM 45245Y105 3340 500 X 500 0 0
IMATION CORP COM 45245A107 162204 6114 X 714 0 5400
IMATION CORP COM 45245A107 109967 4145 X 3503 0 642
IMC GLOBAL INC COM 449669100 30975 2100 X 400 0 1700
IMC GLOBAL INC COM 449669100 4351 295 X 295 0 0
IMCLONE SYS INC COM 45245W109 7389 300 X 300 0 0
IMCLONE SYS INC COM 45245W109 27093 1100 X 1000 0 100
IMCO RECYCLING INC 449681105 175330 19700 X 16500 0 3200
IMMUNEX CORP NEW COM 452528102 1858357 61413 X 49613 0 11800
IMMUNEX CORP NEW COM 452528102 435744 14400 X 200 0 14200
IMMUNOMEDICS INC COM 452907108 314736 16600 X 15500 0 1100
IMPATH INC COM 45255G101 780622 19021 X 11600 0 7421
IMS HEALTH INC COM 449934108 13261686 590721 X 508758 0 81963
IMS HEALTH INC COM 449934108 3897455 173606 X 162006 0 11600
INAMED CORP COM 453235103 477050 14500 X 14500 0 0
INCARA PHARMACEUTICALS CORP COM 45324E103 16800 20000 X 20000 0 0
INCYTE GENOMICS INC COM 45337C102 23800 2000 X 0 0 2000
INDEPENDENCE CMNTY BK CORP COM 453414104 368503 13100 X 2100 0 11000
INET TECHNOLOGIES INC COM 45662V105 8024 850 X 850 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
INFINIUM SOFTWARE INC COM 45662Y109 2306711 615123 X 415023 0 200100
INFOCUS CORP COM 45665B106 911 50 X 50 0 0
INFORMATION HLDGS INC COM 456727106 551520 19150 X 19150 0 0
INFORMATION RES INC COM 456905108 193909 21100 X 21100 0 0
INFOSPACE INC 45678T102 15483 10186 X 8886 0 1300
INFOSPACE INC 45678T102 1300 855 X 855 0 0
INFOUSA INC NEW COM 456818301 4204450 551042 X 393542 0 157500
INGERSOLL-RAND CO CL A COM G4776G101 20407610 407989 X 365884 0 42105
INGERSOLL-RAND CO CL A COM G4776G101 11743696 234780 X 230092 0 4688
INGLES MKTS INC CL A 457030104 3057210 261300 X 180200 0 81100
INGLES MKTS INC CL A 457030104 2340 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 169638 10250 X 0 0 10250
INGRAM MICRO CL A COM 457153104 100541 6075 X 5825 0 250
INHALE THERAPEUTIC SYS INC COM 457191104 1591679 150870 X 150870 0 0
INHALE THERAPEUTIC SYS INC COM 457191104 4431 420 X 420 0 0
INKTOMI COM 457277101 74392 21563 X 21263 0 300
INKTOMI COM 457277101 759 220 X 220 0 0
INNOVEX INC COM 457647105 68052 15900 X 500 0 15400
INPUT/OUTPUT INC COM 457652105 335790 36900 X 18500 0 18400
INSIGHT COMMUNICATIONS INC COM 45768V108 1056090 50410 X 50410 0 0
INSIGHT ENTERPRISES INC COM 45765U103 684860 30250 X 30250 0 0
INSILICON CORP COM 45769H108 2220 1000 X 1000 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 482657 19100 X 19100 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 5812 230 X 230 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 143964 8600 X 8600 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 28130 1000 X 1000 0 0
INTEGRAL SYSTEMS INC /MD COM 45810H107 7212706 356183 X 227983 0 128200
INTEGRATED CIRCUIT SYS INC COM 45811K208 293760 14400 X 0 0 14400
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 9972 300 X 300 0 0
INTEGRATED SILICON SOLUTION INC COM 45812P107 1286 100 X 100 0 0
INTEL CORP COM 458140100 507274745 16681182 X 15650078 0 1031104
INTEL CORP COM 458140100 185836666 6111038 X 5797658 9710 303670
INTER TEL INC COM 458372109 358318 19400 X 17300 0 2100
INTERCEPT INC COM 45845L107 80656 2225 X 0 0 2225
INTERCEPT INC COM 45845L107 141375 3900 X 0 0 3900
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 425317 17474 X 17474 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 11988 1250 X 1250 0 0
INTERFACE INC COM 458665106 308527 48587 X 29987 0 18600
INTERGRAPH CORP COM 458683109 517734 29400 X 0 0 29400
INTERLIANT INC COM 458742103 260 1000 X 1000 0 0
INTERMAGNETICS GEN CORP COM 458771102 411393 15097 X 12097 0 3000
INTERMET CORP 45881K104 138996 19800 X 7600 0 12200
INTERMUNE INC COM 45884X103 104974 3491 X 291 0 3200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 308 400 X 400 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 480746656 4622564 X 4361077 0 261487
INTERNATIONAL BUSINESS MACHS CORP 459200101 252217680 2425170 X 2240504 972 183694
INTERNATIONAL GAME TECH COM 459902102 8791046 141063 X 127663 0 13400
INTERNATIONAL GAME TECH COM 459902102 355224 5700 X 2200 0 3500
INTERNATIONAL MULTIFOODS CORP COM 460043102 333828 14050 X 14050 0 0
INTERNATIONAL PAPER CO COM 460146103 14618884 339895 X 225000 0 114895
INTERNATIONAL PAPER CO COM 460146103 6764398 157275 X 144639 0 12636
INTERNATIONAL RECTIFIER CORP COM 460254105 9518844 209620 X 199000 0 10620
INTERNATIONAL RECTIFIER CORP COM 460254105 4541 100 X 100 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 91400 2000 X 800 0 1200
INTERNET CAP GROUP INC COM 46059C106 6884 10756 X 10756 0 0
INTERNET CAP GROUP INC COM 46059C106 384 600 X 600 0 0
INTERNET HOLDRS TR COM 46059W102 12072 400 X 400 0 0
INTERNET INITIATIVE JAPAN COM 46059T109 3025 550 X 550 0 0
INTERNET SEC SYS INC COM 46060X107 230785 10100 X 10100 0 0
INTERNEURON PHARMACEUTICALS INC COM 460573108 11375 1300 X 0 0 1300
INTERPOOL INC COM 46062R108 2207 118 X 118 0 0
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 32135477 937441 X 857876 0 79565
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 10198643 297510 X 290232 0 7278
INTERSIL CORP 46069S109 4148314 146325 X 139725 0 6600
INTERSIL CORP 46069S109 44510 1570 X 1570 0 0
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 9378954 387400 X 235700 0 151700
INTERTAN INC COM 461120107 17634779 1553725 X 1166375 0 387350
INTERVOICE BRITE INC COM 461142101 154240 24100 X 24100 0 0
INTERWOVEN INC COM 46114T102 5000 1000 X 1000 0 0
INTIMATE BRANDS INC CL A COM 461156101 33660 1700 X 700 0 1000
INTL FLAVORS & FRAGRANCES COM 459506101 1706361 48795 X 30134 0 18661
INTL FLAVORS & FRAGRANCES COM 459506101 1935205 55339 X 53339 0 2000
INTUIT INC COM 461202103 2196340 57256 X 25871 0 31385
INTUIT INC COM 461202103 179717 4685 X 2875 0 1810
INTUITIVE SURGICAL INC COM 46120E107 9400 1000 X 1000 0 0
INTUITIVE SURGICAL INC COM 46120E107 4700 500 X 500 0 0
INVACARE CORP COM 461203101 34688256 922560 X 595760 0 326800
INVERNESS MED INNOVATIONS INC COM 46126P106 68250 3000 X 3000 0 0
INVESTMENT TECHNOLOGY GROUP COM NEW 46145F105 279522 5300 X 0 0 5300
INVESTMENT TECHNOLOGY GROUP COM NEW 46145F105 152946 2900 X 0 0 2900
INVESTORS FINL SERVICES CORP COM 461915100 22815 300 X 300 0 0
INVESTORS FINL SERVICES CORP COM 461915100 1177862 15488 X 15488 0 0
INVISION TECHNOLOGIES INC COM 461851107 2614608 65040 X 64040 0 1000
INVITROGEN CORP COM 46185R100 3300932 96181 X 73951 0 22230
INVITROGEN CORP COM 46185R100 21025153 612621 X 592621 0 20000
IOMEGA CORP COM 462030305 532 60 X 60 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ION NETWORKS INC COM 46205P100 164 200 X 200 0 0
IONICS INC COM 462218108 429604 13400 X 13400 0 0
IONICS INC COM 462218108 272927 8513 X 8513 0 0
IRON MTN INC COM 462846106 38064 1200 X 1200 0 0
IRON MTN INC COM 462846106 1698606 53550 X 45000 0 8550
IRT PROPERTY CO 450058102 8663 750 X 750 0 0
IRWIN FINL CORP COM 464119106 29936 1600 X 0 0 1600
ISIS PHARMACEUTICALS COM 464330109 3627005 225560 X 225560 0 0
ISONICS CORP COM 464895101 2260 2000 X 2000 0 0
ITC DELTACOM INC COM 45031T104 320 1000 X 1000 0 0
ITRON INC COM 465741106 386750 13000 X 11500 0 1500
ITT EDL SVCS INC COM 45068B109 909000 20200 X 17000 0 3200
ITT INDS INC IND COM 450911102 3274802 51948 X 47526 0 4422
ITT INDS INC IND COM 450911102 3951095 62676 X 58620 0 4056
IVAX CORP 465823102 6077445 378657 X 355020 0 23637
IVAX CORP 465823102 259191 16149 X 14837 0 1312
IVEX PACKAGING CORP COM 465855104 43548 1900 X 0 0 1900
IVILLAGE COM 46588H105 85005 31367 X 31367 0 0
I2 TECHNOLOGIES INC COM 465754109 23276 4600 X 4600 0 0
I2 TECHNOLOGIES INC COM 465754109 119133 23544 X 23544 0 0
I3 MOBILE INC COM 465713105 860 500 X 500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
I2 TECHNOLOGIES INC COM 465754109 1680 332 X 332
IDEC PHARMECUTICALS CORP COM 449370105 13574 211 X 211
IDEC PHARMECUTICALS CORP COM 449370105 7720 120 X 120
ILLINOIS TOOL WORKS INC COM 452308109 60774 840 X 840
I-MANY INC COM 44973Q103 6515 1335 X 1335
IMMUNEX CORP COM 452528102 57135 1890 X 1890
IMMUNEX CORP COM 452528102 8261 273 X 273
IMMUNOGEN INC COM 45253H101 277 25 X 25
IMS HEALTH INC COM 449934108 17017 758 X 758
INCO LIMITED COM 453258402 9120 466 X 466
INGERSOLL-RAND CO CLS A COM BE COM G4776G101 21559 431 X 431
INKTOMI CORPORATION COM 457277101 331 96 X 96
INTEL CORP COM 458140100 4311712 141786 X 141786
INTEL CORP COM 458140100 569701 18734 X 18734
Interland, Inc. COM 458727104 3266936 1276147 X 1276147
INTERNATIONAL GAME TECHNOLOGY COM 459902102 14022 225 X 225
INTERNATIONAL PAPER CO COM 460146103 56902 1323 X 1323
INTERNET SECURITY SYSTEMS INC COM 46060X107 6885 300 X 300
INTERPUBLIC GROUP COS COM 460690100 33217 969 X 969
INTERSIL CORPORATION COM 46069S109 408070 14394 X 14394
INTERSIL CORPORATION COM 46069S109 50657 1790 X 1790
INTL BUSINESS MACHINES INC. COM 459200101 3026400 29100 X 29100
INTL BUSINESS MACHINES INC. COM 459200101 459576 4419 X 4419
INTL FLAVORS & FRAGRANCES COM 459506101 8498 243 X 243
INTUIT INC. COM 461202103 114198 2977 X 2977
INTUIT INC. COM 461202103 29146 760 X 760
IONA TECHNOLOGIES PLC COM 46206P109 1690 100 X 100
ISIS PHARMACEUTICALS COM 464330109 1624 100 X 100
ITT INDUSTRIES INC COM 450911102 14310 227 X 227
J & J SNACK FOODS CORP COM 466032109 228018 6100 X 6100 0 0
J D EDWARDS & CO COM 281667105 16236 900 X 900 0 0
J P MORGAN CHASE & CO COM 46625H100 309465779 8680667 X 8375288 0 305379
J P MORGAN CHASE & CO COM 46625H100 128096938 3593182 X 3412473 3220 177489
J. JILL GROUP INC COM 466189107 79660 2800 X 0 0 2800
J.C. PENNEY CO INC (HOLDING CO) 708160106 7338464 354344 X 301082 0 53262
J.C. PENNEY CO INC (HOLDING CO) 708160106 476744 23020 X 22572 0 448
JABIL CIRCUIT INC COM 466313103 12264283 521219 X 506961 0 14258
JABIL CIRCUIT INC COM 466313103 125627 5339 X 5339 0 0
JACK IN THE BOX INC COM 466367109 17727735 597900 X 402400 0 195500
JACOBS ENGR GROUP INC COM 469814107 49903 700 X 700 0 0
JACOBS ENGR GROUP INC COM 469814107 668344 9375 X 2350 0 7025
JAKKS PAC INC COM 47012E106 302575 13300 X 13300 0 0
JDA SOFTWARE GROUP INC COM 46612K108 19128 600 X 0 0 600
JDA SOFTWARE GROUP INC COM 46612K108 12752 400 X 400 0 0
JDS UNIPHASE CORP COM 46612J101 8912719 1513195 X 1351725 0 161470
JDS UNIPHASE CORP COM 46612J101 1796780 305056 X 242456 1900 60700
JEFFERIES GROUP INC NEW COM 472319102 857960 17800 X 17800 0 0
JEFFERSON PILOT CORP COM 475070108 1222653 24414 X 17226 0 7188
JEFFERSON PILOT CORP COM 475070108 3018221 60268 X 56218 0 4050
JEWETT CAMERON TRADING LTD COM 47733C207 870 100 X 100 0 0
JLG INDUSTRIES INC COM 466210101 538720 36400 X 31400 0 5000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
JMAR TECHNOLOGIES INC COM 466212107 2090 1000 X 1000 0 0
JNI CORP COM 46622G105 6408 900 X 0 0 900
JO-ANN STORES INC CL A COM 47758P109 214662 13300 X 13300 0 0
JOHN HANCOCK FINL SVCS COM 41014S106 14062322 368220 X 321229 0 46991
JOHN HANCOCK FINL SVCS COM 41014S106 1075927 28173 X 28173 0 0
JOHN NUVEEN CO CL A COM 478035108 619059 11225 X 0 0 11225
JOHNSON & JOHNSON COM 478160104 538869106 8296676 X 7703211 0 593465
JOHNSON & JOHNSON COM 478160104 344842867 5309359 X 4479611 3285 826463
JOHNSON CONTROLS INC COM 478366107 2641440 29911 X 18696 0 11215
JOHNSON CONTROLS INC COM 478366107 1037819 11752 X 8027 0 3725
JONES APPAREL GROUP INC COM 480074103 25700657 735355 X 692776 0 42579
JONES APPAREL GROUP INC COM 480074103 1012047 28957 X 28265 0 692
JOURNAL REGISTER CO COM 481138105 9743520 459600 X 265600 0 194000
JOURNAL REGISTER CO COM 481138105 824680 38900 X 22500 0 16400
JOY GLOBAL INC COM 481165108 163000 10000 X 10000 0 0
JUNIPER GROUP INC COM 481905503 65 100 X 100 0 0
JUNIPER NETWORKS INC COM 48203R104 198954 15765 X 13810 0 1955
JUNIPER NETWORKS INC COM 48203R104 141912 11245 X 1750 0 9495
JUPITER MEDIA METRIX INC COM 48206U104 40 200 X 200 0 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 6984 776 X 776 0 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 207 23 X 23 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
JABIL CIRCUIT INC. COM 466313103 11906 506 X 506
JDS UNIPHASE CORP COM 46612J101 25425 4324 X 4324
JEFFERSON PILOT CORP COM 475070108 19331 386 X 386
JOHN HANCOCK FINANCIAL COM 41014S106 29254 766 X 766
JOHNSON & JOHNSON COM 478160104 511027 7868 X 7868
JOHNSON CONTROLS INC COM 478366107 19781 224 X 224
JONES APPAREL COM 480074103 11254 322 X 322
JP MORGAN CHASE COM 46625H100 180425 5061 X 5061
JUNIPER NETWORKS, INC COM 48203R104 2178 173 X 173
K MART CORP COM 482584109 13840 8650 X 8150 0 500
K MART CORP COM 482584109 7520 4700 X 4700 0 0
K TRON INTL INC COM 482730108 1794552 146494 X 111054 0 35440
K V PHARMACEUTICAL CO CL A 482740206 16005 550 X 0 0 550
K-SWISS COM 482686102 281266 6700 X 6700 0 0
KADANT INC COM 48282T104 133304 9335 X 6642 0 2693
KADANT INC COM 48282T104 45839 3210 X 2275 42 893
KAMAN CORP CL A COM 483548103 6030539 355784 X 265584 0 90200
KAMAN CORP CL A COM 483548103 100005 5900 X 100 0 5800
KANA SOFTWARE INC COM NEW 483600300 142110 7895 X 7895 0 0
KANEB SERVICES LLC CL WI COM 484173109 33525 1500 X 1500 0 0
KANEB SERVICES LLC CL WI COM 484173109 1185 53 X 53 0 0
KANSAS CITY LIFE INS CO COM 484836101 3197120 82400 X 61400 0 21000
KANSAS CITY LIFE INS CO COM 484836101 41904 1080 X 1080 0 0
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 4660362 292369 X 201969 0 90400
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 248345 15580 X 15580 0 0
KATY INDUSTRIES INC COM 486026107 6200 1000 X 1000 0 0
KATY INDUSTRIES INC COM 486026107 6200 1000 X 1000 0 0
KAYDON CORP COM 486587108 229500 8500 X 0 0 8500
KAYDON CORP COM 486587108 216000 8000 X 4000 0 4000
KB HOME COM 48666K109 2956321 68118 X 58526 0 9592
KB HOME COM 48666K109 46351 1068 X 1068 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
KCS ENERGY INC 482434206 6240 2000 X 0 0 2000
KEANE INC COM 486665102 25575 1500 X 1500 0 0
KEANE INC COM 486665102 16368 960 X 960 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 4508244 205200 X 135300 0 69900
KEITHLEY INSTRUMENTS INC COM 487584104 220 10 X 10 0 0
KELLOGG CO COM 487836108 5684341 169328 X 115613 0 53715
KELLOGG CO COM 487836108 8386222 249813 X 244553 0 5260
KELLWOOD CO COM 488044108 434791 17900 X 9500 0 8400
KELLY SVCS INC CL A COM 488152208 17644 625 X 625 0 0
KEMET CORP COM 488360108 63921 3300 X 0 0 3300
KEMET CORP COM 488360108 73606 3800 X 3800 0 0
KENNAMETAL INC COM 489170100 80860 2000 X 800 0 1200
KENNAMETAL INC COM 489170100 125333 3100 X 0 0 3100
KENSEY NASH CORP COM 490057106 828 50 X 50 0 0
KENSEY NASH CORP COM 490057106 3312 200 X 200 0 0
KERR-MCGEE CORP COM 492386107 75307499 1198210 X 1173675 0 24535
KERR-MCGEE CORP COM 492386107 3100202 49327 X 48889 0 438
KEY ENERGY SERVICES INC COM 492914106 2438800 227500 X 226500 0 1000
KEY ENERGY SERVICES INC COM 492914106 244416 22800 X 22800 0 0
KEY PRODTN INC COM 493138101 5297662 279560 X 193260 0 86300
KEY PRODTN INC COM 493138101 257720 13600 X 1100 0 12500
KEY TECHNOLOGY INC COM 493143101 1058733 278614 X 180014 0 98600
KEYCORP NEW COM 493267108 2185087 81992 X 56071 0 25921
KEYCORP NEW COM 493267108 4701033 176399 X 175663 0 736
KEYSPAN CORP COM 49337W100 1869391 51371 X 49371 0 2000
KEYSPAN CORP COM 49337W100 400436 11004 X 9308 0 1696
KEYSTONE AUTOMOTIVE IND INC COM 49338N109 8590 500 X 0 0 500
KEYSTONE PPTY TR CORP COM 493596100 12690 900 X 0 0 900
KFORCE INC COM 493732101 9174262 1781410 X 1157165 0 624245
KFORCE INC COM 493732101 12875 2500 X 2500 0 0
KIMBALL INTL INC CL B COM 494274103 3288096 201600 X 131200 0 70400
KIMBERLY CLARK CORP COM 494368103 54573586 844139 X 748237 0 95902
KIMBERLY CLARK CORP COM 494368103 44426834 687190 X 670945 0 16245
KINDER MORGAN INC COM 49455P101 1321413 27285 X 26985 0 300
KINDER MORGAN INC COM 49455P101 147712 3050 X 3050 0 0
KINDER MORGAN MGMT LLC COM 49455U100 85463 2539 X 0 0 2539
KINDRED HEALTHCARE INC COM 494580103 41 1 X 1 0 0
KING PHARMACEUTICALS COM 495582108 50890151 1453589 X 1406281 0 47308
KING PHARMACEUTICALS COM 495582108 613060 17511 X 11083 0 6428
KIRBY CORP COM 497266106 517270 17300 X 16400 0 900
KLA-TENCOR CORP COM 482480100 2430575 36550 X 22590 0 13960
KLA-TENCOR CORP COM 482480100 56525 850 X 850 0 0
KNIGHT RIDDER INC COM 499040103 10279390 149649 X 141794 0 7855
KNIGHT RIDDER INC COM 499040103 2355105 34286 X 33486 0 800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
KNIGHT TRADING GROUP INC COM 499063105 4284 600 X 600 0 0
KNIGHT TRADING GROUP INC COM 499063105 3570 500 X 500 0 0
KNIGHT TRANSN INC COM 499064103 4500452 212888 X 201710 0 11178
KOHLS CORP COM 500255104 11751561 165166 X 140466 0 24700
KOHLS CORP COM 500255104 205979 2895 X 300 0 2595
KOPIN CORP COM 500600101 3730208 409463 X 406163 0 3300
KOPIN CORP COM 500600101 246881 27100 X 7100 0 20000
KORN/FERRY INTERNATIONAL COM 500643200 26059 2619 X 2469 0 150
KOS PHARMACEUTICALS INC COM 500648100 5568 200 X 200 0 0
KOSAN BIOSCIENCES INC COM 50064W107 27812 3612 X 3612 0 0
KPMG CONSULTING INC COM 48265R109 1041956 51582 X 3632 0 47950
KPMG CONSULTING INC COM 48265R109 45551 2255 X 2255 0 0
KRAFT FOODS INC COM 50075N104 69593886 1800618 X 1732679 0 67939
KRAFT FOODS INC COM 50075N104 5388274 139412 X 119237 300 19875
KRAMONT RLTY TR COM 50075Q107 101625 7500 X 7500 0 0
KRAMONT RLTY TR COM 50075Q107 27100 2000 X 2000 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 160336 3925 X 3725 0 200
KRISPY KREME DOUGHNUTS INC COM 501014104 30229 740 X 740 0 0
KROGER CO COM 501044101 31986852 1443450 X 1329928 0 113522
KROGER CO COM 501044101 480650 21690 X 21090 0 600
KROLL INC COM 501049100 4154375 249512 X 249512 0 0
KRONOS INC COM 501052104 802277 17077 X 16227 0 850
KULICKE & SOFFA INDS INC COM 501242101 740836 35600 X 35600 0 0
KULICKE & SOFFA INDS INC COM 501242101 399552 19200 X 0 0 19200
K2 INC COM 482732104 84434 12950 X 12950 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
KADANT INC COM 48282T104 414 29 X 29
KB HOME COM 48666K109 5599 129 X 129
KELLOGG CO COM 487836108 35014 1,043 X 1043
KERR-MCGEE CORP COM 492386107 16152 257 X 257
KEYCORP NEW COM 493267108 35978 1,350 X 1350
KEYSPAN ENERGY COM 49337W100 12991 357 X 357
KIMBERLY-CLARK CORP COM 494368103 93484 1,446 X 1446
KINDER MORGAN, COM 49455P101 13851 286 X 286
KING PHARMACEUTICALS, INC COM 495582108 1158831 33,100 X 33100
KING PHARMACEUTICALS, INC COM 495582108 22056 630 X 630
KLA-TENCOR CP COM 482480100 43791 659 X 659
KNIGHT RIDDER INC COM 499040103 14837 216 X 216
KNIGHT TRADING GROUP INC COM 499063105 983378 137,728 X 137728
KOHLS CORP COM 500255104 61118 859 X 859
KROGER CO COM 501044101 45650 2,060 X 2060
L-3 COMM HLDGS INC COM 502424104 15467200 138100 X 136700 0 1400
LA-Z-BOY INC COM 505336107 1199592 43701 X 32001 0 11700
LA-Z-BOY INC COM 505336107 52155 1900 X 0 0 1900
LABONE INC NEW COM 50540L105 1887430 109100 X 60900 0 48200
LABOR READY INC COM 505401208 227760 29200 X 29200 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 933868 9742 X 4517 0 5225
LABORATORY CORP AMER HLDGS COM 50540R409 160470 1674 X 1274 0 400
LABRANCHE & CO INC COM 505447102 206483 6650 X 6650 0 0
LACLEDE GROUP INC COM 505597104 332258 14260 X 14260 0 0
LACLEDE GROUP INC COM 505597104 111188 4772 X 4772 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2562 4342 X 4342 0 0
LADISH COMPANY INC COM 505754200 5075480 455200 X 331300 0 123900
LAFARGE NORTH AMERICA COM 505862102 17296 400 X 0 0 400
LAKELAND BANCORP INC COM 511637100 82808 4689 X 2227 0 2462
LAKELAND FINL CORP COM 511656100 8058 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 73300 2500 X 1100 0 1400
LAM RESEARCH CORPORATION COM 512807108 41048 1400 X 1400 0 0
LAMAR ADVERTISING COM CL A 512815101 191036 4703 X 2903 0 1800
LAMAR ADVERTISING COM CL A 512815101 73197 1802 X 1802 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
LANCE INC COM 514606102 298870 20900 X 20900 0 0
LANCE INC COM 514606102 5691 398 X 398 0 0
LANDAMERICA FINL GROUP INC COM 514936103 689137 19900 X 13400 0 6500
LANDAUER INC 51476K103 87285 2300 X 0 0 2300
LANDRY'S RESTAURANTS INC COM 51508L103 401800 17500 X 15500 0 2000
LANDS END INC COM 515086106 22435 500 X 0 0 500
LANDSTAR SYS INC COM 515098101 538240 5800 X 2900 0 2900
LASER TECHNOLOGY INC COM 518074208 1869 2100 X 2100 0 0
LASERSIGHT INC COM 517924106 2520 4000 X 0 0 4000
LATTICE SEMICONDUCTOR CORP 518415104 86721 4947 X 747 0 4200
LAWSON PRODUCTS INC COM 520776105 257708 8942 X 7742 0 1200
LAYNE CHRISTENSEN CO COM 521050104 5044040 536600 X 364900 0 171700
LAZARE KAPLAN INTERNATIONAL COM 521078105 208945 31900 X 31900 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 161785 24700 X 14500 0 10200
LCA-VISION INC COM 501803209 484940 270916 X 270916 0 0
LCA-VISION INC COM 501803209 21480 12000 X 12000 0 0
LEAP WIRELESS INTL INC COM 521863100 9052 1075 X 1075 0 0
LEAP WIRELESS INTL INC COM 521863100 3200 380 X 380 0 0
LEAR CORP COM 521865105 1347080 28300 X 0 0 28300
LEAR CORP COM 521865105 141610 2975 X 2975 0 0
LEARN2 CORP COM 52201Y103 6553 50406 X 50406 0 0
LECROY CORP COM 52324W109 7449725 422320 X 358020 0 64300
LEGATO SYS INC COM 524651106 5406 600 X 0 0 600
LEGG MASON INC COM 524901105 29194 550 X 550 0 0
LEGG MASON INC COM 524901105 42464 800 X 0 0 800
LEGGETT & PLATT INC COM 524660107 1803729 72731 X 50868 0 21863
LEGGETT & PLATT INC COM 524660107 132308 5335 X 5185 0 150
LEHMAN BROS HLDGS INC COM 524908100 4523830 69985 X 49409 0 20576
LEHMAN BROS HLDGS INC COM 524908100 864043 13367 X 13292 0 75
LENNAR CORP COM 526057104 1772736 33600 X 17200 0 16400
LENNAR CORP COM 526057104 1012992 19200 X 6000 0 13200
LENNOX INTL INC COM 526107107 552596 41800 X 40700 0 1100
LEUCADIA NATL CORP COM 527288104 543901 15214 X 1214 0 14000
LEUCADIA NATL CORP COM 527288104 357500 10000 X 0 0 10000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 6764 1900 X 1900 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 2848 800 X 800 0 0
LEXAR MEDIA INC COM 52886P104 30240 11200 X 0 0 11200
LEXMARK INTERNATIONAL INC CL A COM 529771107 5278572 92315 X 82829 0 9486
LIBBEY INC COM 529898108 514242 13350 X 12150 0 1200
LIBERATE TECHNOLOGIES COM 530129105 24395 4100 X 4000 0 100
LIBERTY MEDIA CORP COM CL A 530718105 44389519 3511829 X 3287255 0 224574
LIBERTY MEDIA CORP COM CL A 530718105 1450971 114792 X 74092 0 40700
LIFECORE BIOMEDICAL INC COM 532187101 7648312 693410 X 586710 0 106700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
LIFEPOINT HOSPS INC COM 53219L109 2205292 59667 X 59567 0 100
LIFEPOINT HOSPS INC COM 53219L109 9720 263 X 263 0 0
LIFETIME HOAN CORP COM 531926103 6801 1000 X 1000 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 9959 505 X 500 0 5
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 237 12 X 12 0 0
LIGHTBRIDGE INC COM 532226107 34890 3000 X 3000 0 0
LIGHTPATH TECHNOLOGIES INC CL A COM 532257102 9300 6000 X 0 0 6000
LIGHTPATH TECHNOLOGIES INC CL A COM 532257102 12555 8100 X 6100 0 2000
LILLY ELI & CO COM 532457108 131021176 1719438 X 1607923 0 111515
LILLY ELI & CO COM 532457108 66102205 867483 X 799687 900 66896
LIMITED INC COM 532716107 10622397 593430 X 508890 0 84540
LIMITED INC COM 532716107 102495 5726 X 5726 0 0
LINCARE HLDGS INC 532791100 658338 24275 X 1400 0 22875
LINCARE HLDGS INC 532791100 67800 2500 X 2500 0 0
LINCOLN ELEC HLDGS INC COM 533900106 85710 3000 X 0 0 3000
LINCOLN NATIONAL CORP COM 534187109 34141442 673003 X 586488 0 86515
LINCOLN NATIONAL CORP COM 534187109 2072321 40850 X 28610 0 12240
LINDSAY MFG CO COM 535555106 234978 9650 X 1350 0 8300
LINDSAY MFG CO COM 535555106 139696 5737 X 5737 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2255928 51016 X 30591 0 20425
LINEAR TECHNOLOGY CORP COM 535678106 2276667 51485 X 47485 0 4000
LINENS N THINGS INC COM 535679104 1197081 39210 X 29200 0 10010
LIONBRIDGE TECHNOLOGIES INC COM 536252109 28750 12500 X 12500 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 115 50 X 50 0 0
LIPID SCIENCES INC COM 53630P101 3053 550 X 550 0 0
LIPID SCIENCES INC COM 53630P101 133 24 X 24 0 0
LITHIA MTRS INC CL A COM 536797103 4322500 175000 X 175000 0 0
LITTELFUSE INC COM 537008104 148620 6000 X 0 0 6000
LIZ CLAIBORNE INC COM 539320101 1096227 38654 X 6860 0 31794
LIZ CLAIBORNE INC COM 539320101 228298 8050 X 3900 0 4150
LNR PROPERTY CORP COM 501940100 1885013 53750 X 53750 0 0
LOCKHEED MARTIN CORP COM 539830109 4971054 86333 X 64652 0 21681
LOCKHEED MARTIN CORP COM 539830109 812396 14109 X 10345 0 3764
LOEWS CORP COM 540424108 1704912 29104 X 22992 0 6112
LOEWS CORP COM 540424108 1056783 18040 X 18040 0 0
LOEWS CORP-CAROLINA GROUP COM 540424207 29990 1000 X 0 0 1000
LOEWS CORP-CAROLINA GROUP COM 540424207 14995 500 X 0 0 500
LOGICVISION INC COM 54140W107 13375 1250 X 0 0 1250
LOGILITY INC COM 54140Y103 3400 1000 X 0 0 1000
LOJACK CORP COM 539451104 5808 1100 X 1100 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 1823697 87300 X 87300 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 412861 18100 X 18100 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 24407 1070 X 1070 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
LONG ISLAND FIN CORP COM 542669106 640500 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 16722 600 X 600 0 0
LONGS DRUG STORES CORP COM 543162101 72462 2600 X 2600 0 0
LONGVIEW FIBRE CO COM 543213102 5653670 548900 X 390700 0 158200
LONGVIEW FIBRE CO COM 543213102 216300 21000 X 21000 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 29025 13500 X 13500 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 20103 9350 X 9350 0 0
LOUDCLOUD INC COM 545735102 11450 5000 X 5000 0 0
LOUISIANA PAC CORP COM 546347105 131028 12200 X 5436 0 6764
LOUISIANA PAC CORP COM 546347105 91891 8556 X 8556 0 0
LOWES COS INC COM 548661107 67564977 1553575 X 1449318 0 104257
LOWES COS INC COM 548661107 5391673 123975 X 108275 0 15700
LSI INDS INC OHIO COM 50216C108 19199972 971167 X 653067 0 318100
LSI LOGIC CORP COM 502161102 658121 38713 X 36833 0 1880
LSI LOGIC CORP COM 502161102 75990 4470 X 4470 0 0
LTX CORP COM 502392103 16314 600 X 600 0 0
LUBRIZOL CORP COM 549271104 945418 27175 X 8900 0 18275
LUBRIZOL CORP COM 549271104 921935 26500 X 20300 0 6200
LUBY'S INC COM 549282101 109480 16100 X 16100 0 0
LUBY'S INC COM 549282101 20400 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 12049145 2547388 X 1954202 0 593186
LUCENT TECHNOLOGIES INC COM 549463107 3336812 705457 X 666618 1496 37343
LUMINEX CORP COM 55027E102 1806756 143850 X 143350 0 500
LUMINEX CORP COM 55027E102 15951 1270 X 1270 0 0
LYDALL INC COM 550819106 4102728 289332 X 206232 0 83100
LYDALL INC COM 550819106 48325 3408 X 1908 0 1500
LYONDELL CHEMICAL COMPANY 552078107 2052199 123552 X 95327 0 28225
LYONDELL CHEMICAL COMPANY 552078107 6279 378 X 378 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
LEAP WIRELESS INTL, INC COM 521863100 22995 2744 X 2744
LEGGETT & PLATT INC COM 524660107 12499 504 X 504
LEHMAN BROTHERS HLDGS INC COM 524908100 39689 614 X 614
LEVEL 3 COMMUNICATIONS INC COM 52729N100 708 200 X 200
LEXMARK INTL GROUP COM 529771107 19041 333 X 333
LIFEPOINT HOSPITALS INC COM 53219L109 45387 1228 X 1228
LILLY ELI & CO COM 532457108 219761 2884 X 2884
LIMITED INC COM 532716107 19672 1099 X 1099
LINCOLN NATIONAL CORP COM 534187109 24655 486 X 486
LINEAR TECHNOLOGY CORP COM 535678106 51363 1161 X 1161
LIZ CLAIBORNE INCORPORATED COM 529320101 7657 270 X 270
LOCKHEED MARTIN CORP COM 539830109 65065 1130 X 1130
LOEWS CORP COM 540424108 32102 548 X 548
LOUISIANA-PACIFIC CORP COM 546347105 2878 268 X 268
LOWES COMPANIES INC COM 548661107 321826 7400 X 7400
LOWES COMPANIES INC COM 548661107 86371 1986 X 1986
LSI LOGIC CORP COM 502161102 15997 941 X 941
LUCENT TECHNOLOGIES INC COM 549463107 41421 8757 X 8757
M & F WORLDWIDE CORP COM 552541104 40 15 X 15 0 0
M & F WORLDWIDE CORP COM 552541104 1134 428 X 428 0 0
M & T BK CORP COM 55261F104 324614 4039 X 3839 0 200
M & T BK CORP COM 55261F104 4228989 52619 X 52619 0 0
M D C HLDGS INC COM 552676108 830434 19223 X 19043 0 180
MAC GRAY CORP COM 554153106 86503 24715 X 24715 0 0
MACDERMID INC COM 554273102 21813288 1007077 X 679512 0 327565
MACDERMID INC COM 554273102 17916177 827155 X 2125 757041 67989
MACROCHEM CORP DEL COM 555903103 80325 25500 X 25500 0 0
MACROCHEM CORP DEL COM 555903103 31500 10000 X 10000 0 0
MACROMEDIA INC COM 556100105 2455505 120250 X 120250 0 0
MACROMEDIA INC COM 556100105 2042 100 X 100 0 0
MACROVISION CORP COM 555904101 353113 13250 X 0 0 13250
MADISON GAS & ELEC CO COM 557497104 2080117 73192 X 3592 0 69600
MADISON GAS & ELEC CO COM 557497104 36946 1300 X 1300 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MAF BANCORP INC COM 55261R108 571050 16200 X 16200 0 0
MAGELLAN HEALTH SVCS INC COM 559079108 1710 300 X 300 0 0
MAGNETEK INC COM 559424106 197730 16900 X 16100 0 800
MAGNUM HUNTER RESOURCES INC 55972F203 53108 6800 X 0 0 6800
MAGNUM HUNTER RESOURCES INC 55972F203 312 40 X 40 0 0
MAINE PUB SVC CO COM 560483109 29700 1000 X 1000 0 0
MALAN RLTY INVS INC COM 561063108 27120 6000 X 6000 0 0
MALLON RESOURCES CORP COM 561240201 23 24 X 0 0 24
MANDALAY RESORT GROUP 562567107 746010 24300 X 0 0 24300
MANDALAY RESORT GROUP 562567107 9210 300 X 300 0 0
MANHATTAN ASSOCS INC COM 562750109 8677085 227745 X 220570 0 7175
MANITOWOC INC COM 563571108 1034900 26200 X 18700 0 7500
MANITOWOC INC COM 563571108 750500 19000 X 5000 0 14000
MANOR CARE INC COM 564055101 1792632 76937 X 57613 0 19324
MANPOWER INC WIS COM 56418H100 688176 17700 X 17700 0 0
MANPOWER INC WIS COM 56418H100 74844 1925 X 1925 0 0
MAPICS INC COM 564910107 6096 800 X 800 0 0
MAPINFO CORP COM 565105103 7217190 721719 X 483519 0 238200
MAPINFO CORP COM 565105103 16750 1675 X 675 0 1000
MARATHON OIL CORP COM 565849106 12857184 446430 X 368943 0 77487
MARATHON OIL CORP COM 565849106 1459238 50668 X 44168 0 6500
MARCUS CORP COM 566330106 441688 27400 X 21000 0 6400
MARKEL CORPORATION (HOLDING COMPANY) 570535104 346374 1702 X 902 0 800
MARKETWATCH INC COM 570619106 400 100 X 100 0 0
MARRIOTT INTERNATIONAL INC COM CL A 571903202 1652946 36773 X 22883 0 13890
MARRIOTT INTERNATIONAL INC COM CL A 571903202 1272984 28320 X 27820 0 500
MARSH & MCLENNAN COS INC COM 571748102 59285344 525859 X 480699 0 45160
MARSH & MCLENNAN COS INC COM 571748102 39533296 350659 X 326797 50 23812
MARSHALL & ILSLEY CORP 571834100 897812 14425 X 13025 0 1400
MARSHALL & ILSLEY CORP 571834100 118256 1900 X 1900 0 0
MARTEK BIOSCIENCES CORP COM 572901106 4789530 152150 X 151250 0 900
MARTEK BIOSCIENCES CORP COM 572901106 9444 300 X 300 0 0
MARTHA STEWART LIVING CL A COM 573083102 25955 1450 X 1450 0 0
MARTHA STEWART LIVING CL A COM 573083102 1790 100 X 100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 431657 10224 X 9524 0 700
MARTIN MARIETTA MATLS INC COM 573284106 6080 144 X 144 0 0
MASCO CORP COM 574599106 9997125 364194 X 286914 0 77280
MASCO CORP COM 574599106 5021785 182943 X 163895 0 19048
MASSEY ENERGY CORP COM 576206106 3136234 185576 X 181576 0 4000
MASSEY ENERGY CORP COM 576206106 60789 3597 X 3597 0 0
MATERIAL SCIENCES CORP COM 576674105 113121 10825 X 10825 0 0
MATRIX BANCORP INC COM 576819106 7428021 632172 X 420072 0 212100
MATRIXONE INC COM 57685P304 1558074 174672 X 168950 0 5722
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MATTEL INC COM 577081102 3741405 179530 X 84190 0 95340
MATTEL INC COM 577081102 347278 16664 X 15864 0 800
MATTSON TECHNOLOGY INC COM 577223100 2100 300 X 300 0 0
MAVERICK TUBE CORP COM 577914104 3264000 200000 X 200000 0 0
MAXIM INTEGRATED PRODS INC 57772K101 47625365 854880 X 797375 0 57505
MAXIM INTEGRATED PRODS INC 57772K101 766291 13755 X 8985 0 4770
MAXIM PHARMACEUTICALS INC COM 57772M107 5320 1000 X 1000 0 0
MAXIMUS INC COM 577933104 651476 21200 X 16500 0 4700
MAXIMUS INC COM 577933104 52241 1700 X 0 0 1700
MAXTOR CORP NEW COM 577729205 4927703 709022 X 461432 0 247590
MAXWELL SHOE INC COM 577766108 80000 5000 X 5000 0 0
MAXYGEN COM 577776107 87640 7000 X 7000 0 0
MAXYGEN COM 577776107 208671 16667 X 16667 0 0
MAY DEPT STORES CO COM 577778103 8346645 239502 X 182218 0 57284
MAY DEPT STORES CO COM 577778103 5631063 161580 X 149123 0 12457
MAYTAG CORP COM 578592107 855662 19337 X 13852 0 5485
MAYTAG CORP COM 578592107 617509 13955 X 13955 0 0
MBIA INC COM 55262C100 18006847 329253 X 305895 0 23358
MBIA INC COM 55262C100 2620854 47922 X 46497 0 1425
MBNA CORP COM 55262L100 23516553 609711 X 538753 0 70958
MBNA CORP COM 55262L100 2370127 61450 X 61075 0 375
MCAFEE.COM CORP COM 579062100 24705 1500 X 0 0 1500
MCAFEE.COM CORP COM 579062100 824 50 X 0 50 0
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 1507998 25400 X 21400 0 4000
MCCORMICK & CO INC COM 579780206 434605 8500 X 8500 0 0
MCCORMICK & CO INC COM 579780206 194294 3800 X 3000 0 800
MCDATA CORP CL A COM 580031201 769781 64851 X 63086 0 1765
MCDATA CORP CL A COM 580031201 179854 15152 X 14686 21 445
MCDATA CORP COM 580031102 189365 15650 X 15450 0 200
MCDATA CORP COM 580031102 60500 5000 X 5000 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 92072 5921 X 5766 0 155
MCDONALDS CORP COM 580135101 152814200 5506818 X 5235714 0 271104
MCDONALDS CORP COM 580135101 74197007 2673766 X 2585713 2550 85503
MCGRAW HILL COMPANIES INC COM 580645109 15303834 224232 X 188038 0 36194
MCGRAW HILL COMPANIES INC COM 580645109 11353661 166354 X 158754 0 7600
MCKESSON CORP COM 58155Q103 2407872 64330 X 55096 0 9234
MCKESSON CORP COM 58155Q103 365841 9774 X 9438 0 336
MCMORAN EXPLORATION CO COM 582411104 102 31 X 31 0 0
MCMORAN EXPLORATION CO COM 582411104 587 178 X 178 0 0
MCSI INC COM 55270M108 75879 6371 X 6371 0 0
MDU RES GROUP INC COM 552690109 31000 1000 X 1000 0 0
MDU RES GROUP INC COM 552690109 121210 3910 X 3910 0 0
MEADE INSTRS CORP COM 583062104 42602 11900 X 11900 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MEADWESTVACO CORP COM 583334107 3338205 100700 X 33957 0 66743
MEADWESTVACO CORP COM 583334107 732516 22097 X 21176 0 921
MECHANICAL TECHNOLOGY INC COM 583538103 5552 1600 X 1600 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 75063 21632 X 21632 0 0
MEDALLION FINANCIAL CORP COM 583928106 55944 7200 X 0 0 7200
MEDAREX INC COM 583916101 3302735 204770 X 204770 0 0
MEDAREX INC COM 583916101 45968 2850 X 2850 0 0
MEDCATH CORPORATION COM 58404W109 47142 2700 X 0 0 2700
MEDFORD BANCORP INC COM 584131106 106008 4200 X 2000 0 2200
MEDFORD BANCORP INC COM 584131106 1398296 55400 X 7000 0 48400
MEDI-HUT CO INC COM 58438C103 740 200 X 200 0 0
MEDI-HUT CO INC COM 58438C103 7400 2000 X 2000 0 0
MEDIABAY INC COM 58446J108 340 100 X 100 0 0
MEDIACOM COMM CORP COM 58446K105 307379 21940 X 0 0 21940
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1339770 24140 X 23240 0 900
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 319347 5754 X 604 0 5150
MEDIMMUNE INC COM 584699102 1761591 44790 X 42490 0 2300
MEDIMMUNE INC COM 584699102 353498 8988 X 8988 0 0
MEDIS TECHNOLOGIES LTD COM 58500P107 2950 240 X 240 0 0
MEDIX RESOURCE INC COM 585011109 1066 2269 X 2269 0 0
MEDTRONIC INC COM 585055106 145592837 3220368 X 3059746 0 160622
MEDTRONIC INC COM 585055106 27223563 602158 X 538735 200 63223
MELLON FINL CORP COM 58551A108 73291440 1899234 X 1802875 0 96359
MELLON FINL CORP COM 58551A108 6818467 176690 X 161585 100 15005
MEMBERWORKS INC COM 586002107 12153060 642000 X 635800 0 6200
MEMC ELECTRONIC MATERIALS INC COM 552715104 590 100 X 100 0 0
MENS WEARHOUSE INC COM 587118100 905560 38782 X 29500 0 9282
MENTOR CORP MINN 587188103 681912 18900 X 16800 0 2100
MENTOR GRAPHICS CORP COM 587200106 2390934 113100 X 100400 0 12700
MENTOR GRAPHICS CORP COM 587200106 107814 5100 X 0 0 5100
MERCANTILE BANKSHARES CORP COM 587405101 202024 4670 X 3470 0 1200
MERCANTILE BANKSHARES CORP COM 587405101 506531 11709 X 10509 0 1200
MERCATOR SOFTWARE INC COM 587587106 1334492 240449 X 240449 0 0
MERCHANTS GROUP INC COM 588539106 2409 100 X 100 0 0
MERCK & CO INC COM 589331107 608624746 10570072 X 10152076 0 417996
MERCK & CO INC COM 589331107 389041631 6756541 X 6247114 196965 312462
MERCURY COMPUTER SYS INC COM 589378108 504968 15800 X 15800 0 0
MERCURY GEN CORP COM NEW 589400100 104625 2250 X 150 0 2100
MERCURY INTERACTIVE CORP COM 589405109 763617 20282 X 8482 0 11800
MERCURY INTERACTIVE CORP COM 589405109 229665 6100 X 200 0 5900
MEREDITH CORP COM 589433101 317932 7479 X 3988 0 3491
MEREDITH CORP COM 589433101 17004 400 X 400 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 18980 1040 X 0 0 1040
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MERIT MEDICAL SYSTEMS INC COM 589889104 808000 40000 X 26200 0 13800
MERITAGE CORP COM 59001A102 191700 3000 X 0 0 3000
MERRILL LYNCH & COMPANY COM 590188108 29968167 541137 X 480135 0 61002
MERRILL LYNCH & COMPANY COM 590188108 7212968 130245 X 108202 900 21143
MERRIMAC INDUSTRIES INC COM 590262101 12500 1000 X 1000 0 0
MERRY LD PPTYS INC COM 590441101 689 85 X 85 0 0
MESA AIR GROUP INC COM 590479101 3597440 321200 X 220400 0 100800
MESABI TRUST CTF BEN INT 590672101 12751 3696 X 3696 0 0
MESTEK INC 590829107 311939 13957 X 13957 0 0
MESTEK INC 590829107 8660625 387500 X 387500 0 0
MET PRO CORP COM 590876306 54137 3770 X 3770 0 0
METASOLV INC COM 59139P104 32146 4269 X 4269 0 0
METHODE ELECTRONICS INC CL A 591520200 359805 28900 X 27100 0 1800
METLIFE INC COM 59156R108 5214762 165548 X 87558 0 77990
METLIFE INC COM 59156R108 278586 8844 X 6009 0 2835
METRIS COMPANIES INC COM 591598107 372720 18636 X 9549 0 9087
METRIS COMPANIES INC COM 591598107 249060 12453 X 0 0 12453
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 774443 30550 X 30550 0 0
METRO-GOLDWYN-MAYER INC COM 591610100 537989 32370 X 32370 0 0
METROMEDIA FIBER NETWORK CL A COM 591689104 17069 170690 X 170690 0 0
METROMEDIA INTL GROUP INC COM 591695101 1116 3600 X 3600 0 0
MGI PHARMA INC COM 552880106 236672 17200 X 17200 0 0
MGI PHARMA INC COM 552880106 151360 11000 X 11000 0 0
MGIC INVT CORP WI COM 552848103 1885520 27554 X 23749 0 3805
MGIC INVT CORP WI COM 552848103 205290 3000 X 3000 0 0
MGM MIRAGE COM 552953101 10869 300 X 300 0 0
MGM MIRAGE COM 552953101 615910 17000 X 17000 0 0
MICHAELS STORES INC COM 594087108 2142958 56692 X 48592 0 8100
MICHAELS STORES INC COM 594087108 4498 119 X 119 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 456700 10918 X 0 0 10918
MICROFINANCIAL INC COM 595072109 12825 1500 X 1500 0 0
MICROMUSE INC COM 595094103 2195606 250640 X 250640 0 0
MICRON TECHNOLOGY INC COM 595112103 2856510 86824 X 43842 0 42982
MICRON TECHNOLOGY INC COM 595112103 105280 3200 X 0 0 3200
MICROS SYS INC COM 594901100 320670 12600 X 12600 0 0
MICROSEMI CORP COM 595137100 328032 20100 X 20100 0 0
MICROSOFT CORP COM 594918104 420162099 6966707 X 6404220 0 562487
MICROSOFT CORP COM 594918104 110295953 1828817 X 1627384 3985 197448
MICROSTRATEGY INC COM 594972101 4728 1550 X 1550 0 0
MICROTUNE INC COM 59514P109 14370 1000 X 1000 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 1063164 37304 X 36104 0 1200
MID ATLANTIC MED SVCS INC COM 59523C107 20606 723 X 723 0 0
MIDAS INC COM 595626102 255596 17924 X 10724 0 7200
MIDAS INC COM 595626102 8556 600 X 500 0 100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
MIDDLESEX WTR CO COM 596680108 17460 750 X 750 0 0
MIDDLESEX WTR CO COM 596680108 179256 7700 X 7700 0 0
MIDLAND CO COM 597486109 3501720 82200 X 82200 0 0
MIDWAY GAMES INC COM 598148104 440115 32698 X 31298 0 1400
MIDWEST EXPRESS HLDGS INC COM 597911106 4904884 268173 X 178323 0 89850
MIIX GROUP INC COM 59862V104 7326 2978 X 2978 0 0
MILACRON INC COM 598709103 379821 26033 X 26033 0 0
MILACRON INC COM 598709103 35016 2400 X 2400 0 0
MILLBROOK PRESS INC COM 600179105 12500 5000 X 5000 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 4077978 182787 X 108319 0 74468
MILLENNIUM PHARMACEUTICALS INC COM 599902103 106954 4794 X 4794 0 0
MILLER HERMAN INC COM 600544100 292494 12300 X 6000 0 6300
MILLER INDUSTRIES INC COM 600551204 3240 1000 X 1000 0 0
MILLIPORE CORP COM 601073109 5069683 114595 X 81111 0 33484
MILLIPORE CORP COM 601073109 4407720 99632 X 99357 0 275
MILLS CORP COM 601148109 10457 374 X 374 0 0
MILLS CORP COM 601148109 27960 1000 X 1000 0 0
MIM CORP COM 553044108 29700 1800 X 0 0 1800
MINE SAFETY APPLIANCES CO COM 602720104 225300 6000 X 0 0 6000
MINERALS TECHNOLOGIES INC COM 603158106 632264 12050 X 0 0 12050
MINNESOTA MNG & MFG CO COM 604059105 264405690 2298980 X 2231576 0 67404
MINNESOTA MNG & MFG CO COM 604059105 125692474 1092883 X 1051967 175 40741
MIPS TECHNOLOGIES INC CL B COM 604567206 670 100 X 100 0 0
MIRANT CORP COM 604675108 2137560 147928 X 85417 0 62511
MIRANT CORP COM 604675108 266068 18413 X 16197 59 2157
MISSISSIPPI CHEMICAL CORP COM 605288208 51700 18800 X 18800 0 0
MOBILE MINI INC COM 60740F105 3475440 108000 X 108000 0 0
MOBILE MINI INC COM 60740F105 119066 3700 X 0 0 3700
MOCON INC COM 607494101 47807 4687 X 1687 0 3000
MOCON INC COM 607494101 116657 11437 X 11437 0 0
MODEM MEDIA INC CLASS A COM 607533106 1353 300 X 300 0 0
MODINE MFG CO COM 607828100 48582 1800 X 0 0 1800
MOHAWK INDS INC COM 608190104 79980 1331 X 331 0 1000
MOHAWK INDS INC COM 608190104 676854 11264 X 7964 0 3300
MOLECULAR DEVICES CORP COM 60851C107 14336 789 X 789 0 0
MOLEX INC CL A NON-VTG COM 608554200 47632729 1557134 X 1503669 0 53465
MOLEX INC CL A NON-VTG COM 608554200 7808648 255268 X 243500 0 11768
MOLEX INC COM 608554101 9487931 273664 X 270494 0 3170
MOLEX INC COM 608554101 5426791 156527 X 137228 0 19299
MOMENTUM BUSINESS APPLICATIONS INC 60877P108 1047 56 X 54 0 2
MONACO COACH CORP COM 60886R103 806153 33175 X 33175 0 0
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 2127500 185000 X 185000 0 0
MONSANTO CO COM 61166W101 905054 28650 X 0 0 28650
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MONTEREY PASTA CO COM 612570101 9295 1100 X 1100 0 0
MONY GROUP INC COM 615337102 1056102 26193 X 26193 0 0
MONY GROUP INC COM 615337102 142088 3524 X 3524 0 0
MOODYS CORP COM 615369105 2654567 64588 X 61533 0 3055
MOODYS CORP COM 615369105 2849216 69324 X 63924 0 5400
MOOG CORP CL A COM 615394202 91200 2850 X 0 0 2850
MOOG CORP CL A COM 615394202 144000 4500 X 4500 0 0
MORGAN STANLEY DEAN WITTER & CO COM 617446448 34501766 602020 X 516905 0 85115
MORGAN STANLEY DEAN WITTER & CO COM 617446448 6530761 113955 X 102519 0 11436
MOTOROLA INC COM 620076109 38493090 2710781 X 2519049 0 191732
MOTOROLA INC COM 620076109 13928240 980862 X 939978 5400 35484
MOVIE GALLERY INC COM 624581104 32194 1875 X 0 0 1875
MPS GROUP INC COM 553409103 2625000 300000 X 300000 0 0
MPW INDL SVCS GROUP INC COM 553444100 985070 447759 X 322759 0 125000
MPW INDL SVCS GROUP INC COM 553444100 8800 4000 X 4000 0 0
MRO SOFTWARE INC COM 55347W105 1185395 95289 X 93289 0 2000
MRV COMMUNICATIONS INC COM 553477100 564 200 X 200 0 0
MSC INDL DIRECT INC CL A COM 553530106 1465600 64000 X 2000 0 62000
MSC SOFTWARE CORP COM 553531104 18103875 787125 X 550925 0 236200
MTI TECHNOLOGY CORP COM 553903105 149 150 X 150 0 0
MTS SYSTEMS CORP COM 553777103 86505 7900 X 0 0 7900
MUELLER INDS INC COM 624756102 843259 24100 X 19300 0 4800
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 62154 2579 X 2579 0 0
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 3181 132 X 132 0 0
MURPHY OIL CORP COM 626717102 1283520 13370 X 13370 0 0
MURPHY OIL CORP COM 626717102 837408 8723 X 8123 0 600
MUTUAL RISK MGMT LTD COM 628351108 9448 11115 X 11115 0 0
MUTUAL RISK MGMT LTD COM 628351108 850 1000 X 0 0 1000
MYERS INDS INC COM 628464109 248820 17160 X 3115 0 14045
MYKROLIS CORP COM 62852P103 929586 60797 X 54736 0 6061
MYKROLIS CORP COM 62852P103 1032901 67554 X 67368 0 186
MYLAN LABORATORIES COM 628530107 232734 7900 X 6500 0 1400
MYLAN LABORATORIES COM 628530107 144354 4900 X 4900 0 0
MYRIAD GENETICS COM 62855J104 256352 7650 X 0 0 7650
MYRIAD GENETICS COM 62855J104 46914 1400 X 1000 400 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MANOR CARE INC COM 564055101 6128 263 X 263
MARATHON OIL CORP COM 565849106 22867 794 X 794
MARCONI PLC-ADS COM 566306205 44 200 X 200
MARRIOTT INTL INC CL A NEW COM 571903202 27779 618 X 618
MARSH & MCLENNAN COMPANIES INC COM 571748102 79369 704 X 704
MARSHALL AND ILSLEY CORP COM 571834100 16867 271 X 271
MASCO CORP COM 574599106 32309 1177 X 1177
MATTEL INC COM 577081102 23070 1107 X 1107
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 65339 1172 X 1172
MAXYGEN COM 577776107 626 50 X 50
MAY DEPARTMENT STORES CO COM 577778103 26730 767 X 767
MAYTAG CORP COM 578592107 8717 197 X 197
MBIA INC COM 55262C100 20837 381 X 381
MBNA CORPORATION COM 55262L100 84275 2185 X 2185
MCDERMOTT INTERNATIONAL INC COM 580037109 2457 158 X 158
MCDONALDS CORP COM 580135101 91492 3297 X 3297
MCGRAW-HILL INC COM 580645109 33852 496 X 496
MCK COMMUNICATIONS, INC. COM 581243102 838 660 X 660
MCKESSON CORPORATION COM 58155Q103 748600 20000 X 20000
MCKESSON CORPORATION COM 58155Q103 27474 734 X 734
MCLEOD INC COM 582266102 74 400 X 400
MEDICINES COMPANY COM 584688105 5700 400 X 400
MEDIMMUNE INC COM 584699102 869704 22113 X 22113
MEDIMMUNE INC COM 584699102 28900 735 X 735
MEDTRONIC INC COM 585055106 3734346 82600 X 82600
MEDTRONIC INC COM 585055106 140377 3105 X 3105
MELLON FINANCIAL CORP COM 58551A108 1153841 29900 X 29900
MELLON FINANCIAL CORP COM 58551A108 46308 1200 X 1200
MERCK & CO INC COM 589331107 335979 5835 X 5835
MERCURY INTERACTIVE CORP COM 589405109 414941 11021 X 11021
MERCURY INTERACTIVE CORP COM 589405109 10693 284 X 284
MEREDITH CORP COM 589433101 5356 126 X 126
MERRILL LYNCH & CO INC COM 590188108 120230 2171 X 2171
METLIFE INC COM 59156R108 58559 1859 X 1859
METROMEDIA FIBER NETWORK COM 591689104 43 425 X 425
MGIC INVESTMENT CORP COM 552848103 18818 275 X 275
MICRON TECHNOLOGY INC COM 595112103 50567 1537 X 1537
MICROSOFT CORPORATION COM 594918104 903750 15000 X 15000
MILLENNIUM PHARMACEUTICALS COM 599902103 2228 100 X 100
MILLIPORE CORP COM 601073109 6061 137 X 137
MINNESOTA MINING & MFG CO COM 604059105 115700 1006 X 1006
MIRANT CORP COM 604675108 14855 1028 X 1028
MOHAWK INDUSTRIES INC COM 608190104 372558 6200 X 6200
MOLEX INC COM 608554101 17404 502 X 502
MOODY'S CORPORATION COM 615369105 16440 400 X 400
MORGAN STANLEY,DEAN WITTER,& CO COM 617446448 161213 2813 X 2813
MOTOROLA INC COM 620076109 81068 5709 X 5709
MYKROLIS CORPORATION COM 62852P103 1407 92 X 92
MYRIAD GENETICS COM 62855J104 1676 50 X 50
NABORS INDS INC COM 629568106 7020683 166170 X 159170 0 7000
NABORS INDS INC COM 629568106 159071 3765 X 3765 0 0
NACCO INDS INC CL A 629579103 318192 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 3677070 195070 X 195070 0 0
NANOPHASE TECHNOLOGIES CORP COM 630079101 8310 1000 X 0 0 1000
NAPRO BIOTHERAPEUTICS COM 630795102 4375 500 X 500 0 0
NARA BANCORP INC COM 63080P105 10875 500 X 500 0 0
NASH FINCH CO COM 631158102 391283 14359 X 11559 0 2800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
NASHUA CORP COM 631226107 2800748 474703 X 288003 0 186700
NASTECH PHARMACEUTICAL INC COM 631728409 1178 75 X 75 0 0
NATHANS FAMOUS INC NEW COM 632347100 1795 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 16331807 530943 X 468090 0 62853
NATIONAL CITY CORPORATION COM 635405103 11342596 368745 X 363445 0 5300
NATIONAL DENTEX CORP COM 63563H109 149516 5685 X 0 0 5685
NATIONAL FUEL GAS CO N J COM 636180101 377425 15500 X 12200 0 3300
NATIONAL FUEL GAS CO N J COM 636180101 606023 24888 X 23288 0 1600
NATIONAL HEALTH INVS INC COM 63633D104 30660 2100 X 1300 0 800
NATIONAL INFO CONSORTIUM INC COM 636491102 98963 25375 X 0 0 25375
NATIONAL INSTRUMENTS CORP COM 636518102 4985780 119220 X 119220 0 0
NATIONAL PRESTO INDS INC COM 637215104 149552 5200 X 5200 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 811761 24095 X 17381 0 6714
NATIONAL SEMICONDUCTOR CORP COM 637640103 169023 5017 X 5017 0 0
NATIONAL SVC INDS INC COM 637657206 783 75 X 75 0 0
NATIONAL-OILWELL INC COM 637071101 35320709 1394422 X 1350850 0 43572
NATIONAL-OILWELL INC COM 637071101 965453 38115 X 31900 0 6215
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 3013762 70415 X 70215 0 200
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 178048 4160 X 4160 0 0
NATL COMMERCE FINANCIAL CORP COM 63545P104 5560 200 X 200 0 0
NATL COMMERCE FINANCIAL CORP COM 63545P104 139000 5000 X 5000 0 0
NATURES SUNSHINE PRODS INC COM 639027101 164787 14700 X 14700 0 0
NAUTICA ENTERPRISES INC COM 639089101 362324 23900 X 22700 0 1200
NAVISTAR INTL CORP NEW COM 63934E108 1050929 23723 X 9350 0 14373
NAVISTAR INTL CORP NEW COM 63934E108 975 22 X 20 0 2
NBT BANCORP INC COM 628778102 562714 38176 X 38176 0 0
NBT BANCORP INC COM 628778102 179165 12155 X 4386 0 7769
NBTY INC COM 628782104 829116 48600 X 47000 0 1600
NCI BLDG SYS INC COM 628852105 16935255 752678 X 482178 0 270500
NCI BLDG SYS INC COM 628852105 384750 17100 X 100 0 17000
NCO GROUP INC COM 628858102 19584680 705500 X 440100 0 265400
NCR CORP COM 62886E108 731886 16355 X 10905 0 5450
NCR CORP COM 62886E108 158012 3531 X 3278 0 253
NDCHEALTH CORP COM 639480102 1056766 29040 X 28140 0 900
NEIMAN MARCUS GROUP INC CL A COM 640204202 69 2 X 2 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 15020 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 106372 3248 X 1742 0 1506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 268419 8196 X 8196 0 0
NEOFORMA INC COM 640475505 3928 200 X 200 0 0
NEOMAGIC CORP COM 640497103 999 300 X 300 0 0
NEOMEDIA TECHNOLOGIES INC COM 640505103 391 2300 X 2300 0 0
NEOPHARM INC COM 640919106 4395887 204555 X 204555 0 0
NEORX CORP COM PAR $0.02 640520300 179 52 X 50 0 2
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
NEOSE TECHNOLOGIES INC COM 640522108 4813910 150200 X 150200 0 0
NEOTHERAPEUTICS INC COM 640656104 815 500 X 0 0 500
NET.B@NK INC COM 640933107 33800 2000 X 0 0 2000
NETEGRITY INC COM 64110P107 357918 24200 X 24200 0 0
NETIQ CORP COM 64115P102 654300 30000 X 30000 0 0
NETMANAGE INC COM 641144100 1659 2127 X 2127 0 0
NETSCOUT SYSTEMS INC COM 64115T104 21480 3000 X 3000 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V107 14069 845 X 0 0 845
NETSOLVE INC COM 64115J106 3950 500 X 500 0 0
NETWOLVES CORP COM 64120V102 11750 5000 X 5000 0 0
NETWORK APPLIANCE INC COM 64120L104 3676919 180418 X 156880 0 23538
NETWORK APPLIANCE INC COM 64120L104 401629 19707 X 10647 0 9060
NETWORK EQUIP TECHNOLOGIES COM 641208103 146775 28500 X 15900 0 12600
NETWORKS ASSOCIATES INC COM 640938106 907113 37484 X 4984 0 32500
NETWORKS ASSOCIATES INC COM 640938106 26378 1090 X 1090 0 0
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 723 150 X 150 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3390077 83520 X 82820 0 700
NEUROGEN CORP COM 64124E106 3956 310 X 300 0 10
NEUROGEN CORP COM 64124E106 12760 1000 X 1000 0 0
NEW CENTURY FINANCIAL CORP COM 64352D101 52210 2300 X 0 0 2300
NEW CENTURY FINANCIAL CORP COM 64352D101 11350 500 X 500 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 1106069 43088 X 18838 0 24250
NEW ENGLAND BUSINESS SVC INC COM 643872104 100113 3900 X 3900 0 0
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 24123 1480 X 1480 0 0
NEW JERSEY RES CORP COM 646025106 10380878 343283 X 213983 0 129300
NEW JERSEY RES CORP COM 646025106 165685 5479 X 5479 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 296270 10715 X 10715 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2765 100 X 0 0 100
NEW YORK TIMES CO CL A COM 650111107 1957713 40905 X 20971 0 19934
NEW YORK TIMES CO CL A COM 650111107 908479 18982 X 18982 0 0
NEWELL RUBBERMAID INC COM 651229106 15587563 487721 X 440563 0 47158
NEWELL RUBBERMAID INC COM 651229106 1450473 45384 X 41282 0 4102
NEWFIELD EXPL CO COM 651290108 1339038 36200 X 31700 0 4500
NEWFOCUS INC COM 644383101 299 100 X 100 0 0
NEWMIL BANCORP INC 651633109 35640 1980 X 1980 0 0
NEWMIL BANCORP INC 651633109 108000 6000 X 6000 0 0
NEWMONT MINING CORP COM NEW 651639106 1510074 54535 X 36250 0 18285
NEWMONT MINING CORP COM NEW 651639106 182948 6607 X 6108 0 499
NEWPARK RESOURCES NEW 651718504 9582526 1236455 X 828855 0 407600
NEWPORT CORP COM 651824104 14340 600 X 600 0 0
NEWPORT CORP COM 651824104 35850 1500 X 1500 0 0
NEXPRISE INC COM 65333Q103 41 100 X 100 0 0
NEXTCARD INC COM 65332K107 5 100 X 100 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 621788 115574 X 110849 0 4725
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 140741 26160 X 24360 0 1800
NEXTERA ENTERPRISES INC COM 65332E101 690890 1171000 X 786400 0 384600
NICOR INC COM 654086107 685163 15042 X 12177 0 2865
NICOR INC COM 654086107 171268 3760 X 3760 0 0
NIKE INC CL B COM 654106103 2513159 41879 X 20054 0 21825
NIKE INC CL B COM 654106103 345058 5750 X 5750 0 0
NISOURCE INC COM 65473P105 3046406 132741 X 83891 0 48850
NISOURCE INC COM 65473P105 2911689 126871 X 126871 0 0
NL INDUSTRIES COM 629156407 45384 2734 X 2734 0 0
NL INDUSTRIES COM 629156407 118209 7121 X 7121 0 0
NMS COMMUNICATIONS CORP COM 629248105 3253362 763700 X 536600 0 227100
NN INC COM 629337106 15412903 1401173 X 0 0 1401173
NOBLE AFFILIATES INC COM 654894104 25979236 665111 X 600287 0 64824
NOBLE AFFILIATES INC COM 654894104 1951164 49953 X 43696 0 6257
NOBLE DRILLING CORP COM 655042109 60284742 1456505 X 1375327 0 81178
NOBLE DRILLING CORP COM 655042109 2453392 59275 X 55025 0 4250
NORDSON CORP COM 655663102 48240 1600 X 1600 0 0
NORDSTROM INC COM 655664100 366300 14951 X 8787 0 6164
NORDSTROM INC COM 655664100 225645 9210 X 9210 0 0
NORFOLK SOUTHERN CORP COM 655844108 13729973 573516 X 464141 0 109375
NORFOLK SOUTHERN CORP COM 655844108 10355175 432547 X 399717 0 32830
NORTEK INC COM 656559101 7200 200 X 0 0 200
NORTH AMERN SCIENTIFIC INC COM 65715D100 5823 450 X 450 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 349216 15590 X 15590 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 2293312 102380 X 102380 0 0
NORTH FORK BANCORP NY COM 659424105 705902 19851 X 19851 0 0
NORTH FORK BANCORP NY COM 659424105 455275 12803 X 12803 0 0
NORTHEAST UTILITIES COM 664397106 431338 21708 X 18441 0 3267
NORTHEAST UTILITIES COM 664397106 599617 30177 X 29515 0 662
NORTHERN TR CORP COM 665859104 5547251 92285 X 80523 0 11762
NORTHERN TR CORP COM 665859104 3672300 61093 X 56217 0 4876
NORTHFIELD LABS INC COM 666135108 3520 500 X 0 0 500
NORTHROP GRUMMAN CORP COM 666807102 14132946 125015 X 122392 0 2623
NORTHROP GRUMMAN CORP COM 666807102 561067 4963 X 2940 0 2023
NORTHWAY FINL INC COM 667270102 697382 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 1907 100 X 100 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 17163 900 X 900 0 0
NORTHWEST NATURAL GAS CO COM 667655104 625575 22334 X 22334 0 0
NORTHWEST PIPE CO COM 667746101 8803008 575360 X 406860 0 168500
NORTHWESTERN CORP COM 668074107 470800 21400 X 20500 0 900
NORTHWESTERN CORP COM 668074107 33792 1536 X 1536 0 0
NORWOOD FINL CORP COM 669549107 23534 900 X 900 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
NOTIFY TECHNOLOGY CORPORATION COM 669956104 730 1000 X 0 0 1000
NOVADIGM INC 669937104 40352 5200 X 5200 0 0
NOVAVAX INC COM 670002104 1967108 171950 X 171950 0 0
NOVELL INC COM 670006105 197312 50723 X 40391 0 10332
NOVELL INC COM 670006105 45513 11700 X 11700 0 0
NOVELLUS SYS INC COM 670008101 796778 14717 X 14347 0 370
NOVELLUS SYS INC COM 670008101 37898 700 X 700 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 335988 16200 X 16200 0 0
NOVOSTE CORP COM 67010C100 18150 2200 X 2200 0 0
NPS PHARM INC COM 62936P103 26104 800 X 0 0 800
NS GROUP INC COM 628916108 2743021 301100 X 300000 0 1100
NSD BANCORP INC COM 62938D108 8796 400 X 0 0 400
NSTAR COM 67019E107 942800 20794 X 19794 0 1000
NSTAR COM 67019E107 1103349 24335 X 24335 0 0
NTL INC COM 629407107 35 701 X 701 0 0
NU HORIZONS ELECTRS CORP COM 669908105 25196 2558 X 2558 0 0
NU SKIN ENTERPRISES INC COM 67018T105 8568 800 X 0 0 800
NUCENTRIX BROADBAND NETWORKS COM 670198100 665463 76490 X 76490 0 0
NUCOR CORPORATION COM 670346105 3365983 52397 X 46804 0 5593
NUCOR CORPORATION COM 670346105 975934 15192 X 15142 50 0
NUCO2 INC COM 629428103 12760 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 181780 12200 X 12200 0 0
NUEVO ENERGY CO COM 670509108 7450 500 X 500 0 0
NUI CORP COM 629431107 9295516 373614 X 248914 0 124700
NUMERICAL TECHNOLOGIES INC COM 67053T101 1709015 126500 X 126500 0 0
NVIDIA CORP COM 67066G104 699025 15758 X 14958 0 800
NVIDIA CORP COM 67066G104 19962 450 X 450 0 0
NVR INC COM 62944T105 2044440 6480 X 5405 0 1075
NYFIX INC COM 670712108 478720 32000 X 24300 0 7700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
NABORS INDUSTRIAL INC COM 629568106 19773 468 X 468
NASSDA CORP COM 63172M101 15 1 X 1
NATIONAL CITY CORP COM 635405103 59398 1931 X 1931
NATIONAL SEMICONDUCTOR CORP COM 637640103 16171 480 X 480
NAVISTAR INTL CORP NEW COM 63934E108 6734 152 X 152
NCR CORPORATION COM 62886E108 11143 249 X 249
Net4Music COM 64111E101 55630 146394 X 146394
NETWORK APPLIANCE CORP COM 64120L104 21368 1049 X 1049
NETWORKS ASSOCIATES INC COM 640938106 399300 16500 X 16500
NEW YORK TIMES A COM 650111107 18618 389 X 389
NEWELL RUBBERMAID INC COM 651229106 21861 684 X 684
NEWMONT MINING CORP COM 651639106 13928 503 X 503
NEXTEL COMMUNICATIONS INC A COM 65332V103 14574 2719 X 2719
NICOR INC COM 654086107 5238 115 X 115
NIKE INC CL B COM 654106103 41347 689 X 689
NISOURCE INC COM 65473P105 12164 530 X 530
NOBLE DRILLING CORP COM 655042109 14031 339 X 339
NORDSTROM INC COM 655664100 8453 345 X 345
NORFOLK SOUTHERN CORP COM 655844108 23677 989 X 989
NORTEL NETWORKS CORP COM 656568102 36863 8210 X 8210
NORTHERN TR CORP COM 665859104 34257 570 X 570
NORTHROP GRUMMAN CP COM 666807102 31993 283 X 283
NOVELL INC COM 670006105 4819 1242 X 1242
NOVELLUS SYSTEMS COM 670008101 26411 488 X 488
NUCOR CORP COM 670346105 12848 200 X 200
NVIDIA CORPORATION COM 67066G104 16465 371 X 371
O CHARLEYS INC COM 670823103 20095784 932519 X 701835 0 230684
O REILLY AUTOMOTIVE INC COM 686091109 1988910 63000 X 37800 0 25200
OAK TECHNOLOGIES COM 671802106 6021936 404700 X 401700 0 3000
OAK TECHNOLOGIES COM 671802106 14880 1000 X 1000 0 0
OAKLEY INC COM 673662102 85401 4771 X 3771 0 1000
OAKLEY INC COM 673662102 12834 717 X 717 0 0
OCCIDENTAL PETE CORP COM 674599105 3476516 119263 X 29350 0 89913
OCCIDENTAL PETE CORP COM 674599105 543181 18634 X 17834 100 700
OCEAN ENERGY INC DEL COM 67481E106 17002915 859167 X 783840 0 75327
OCEAN ENERGY INC DEL COM 67481E106 779033 39365 X 39365 0 0
OCEANEERING INTL INC COM 675232102 11199423 386187 X 212187 0 174000
OCTEL CORP COM 675727101 26390 1400 X 1400 0 0
OCTEL CORP COM 675727101 3129 166 X 166 0 0
OCULAR SCIENCES INC COM 675744106 64407 2300 X 0 0 2300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ODYSSEY HEALTHCARE INC COM 67611V101 98159 3675 X 0 0 3675
OFFICE DEPOT INC COM 676220106 63351116 3191492 X 2998772 0 192720
OFFICE DEPOT INC COM 676220106 2566129 129276 X 127276 0 2000
OFFICEMAX INC COM 67622M108 22320 4000 X 4000 0 0
OFFSHORE LOGISTICS INC COM 676255102 4661093 216292 X 136792 0 79500
OGE ENERGY CORP COM 670837103 416790 17388 X 15588 0 1800
OGE ENERGY CORP COM 670837103 653854 27278 X 27278 0 0
OHIO CASUALITY COM 677240103 6128984 323600 X 157700 0 165900
OIL STATES INTERNATIONAL INC COM 678026105 1598 148 X 148 0 0
OLD REP INTERNATIONAL CORPORATION 680223104 2462074 77012 X 55512 0 21500
OLD SECOND BANCORP INC COM 680277100 25313 630 X 630 0 0
OLIN CORP COM 680665205 7990000 425000 X 289900 0 135100
OLIN CORP COM 680665205 36397 1936 X 1936 0 0
OM GROUP INC COM 670872100 4150020 57400 X 41550 0 15850
OMEGA FINL CORP COM 682092101 488100 15000 X 15000 0 0
OMI CORP NEW COM Y6476W104 12000 3000 X 0 0 3000
OMI CORP NEW COM Y6476W104 2604 651 X 651 0 0
OMNICARE INC COM 681904108 7412307 286300 X 267900 0 18400
OMNICARE INC COM 681904108 85437 3300 X 1300 0 2000
OMNICOM GROUP INC COM 681919106 34014774 360326 X 354963 0 5363
OMNICOM GROUP INC COM 681919106 5154523 54603 X 43073 0 11530
OMNOVA SOLUTIONS INC COM 682129101 239289 28830 X 28830 0 0
ON ASSIGNMENT INC COM 682159108 2003189 111910 X 111910 0 0
ON SEMICONDUCTOR CORP COM 682189105 15120 3600 X 3600 0 0
ONEIDA LTD COM 682505102 33240 2216 X 1366 0 850
ONEOK INC NEW COM 682680103 158960 7624 X 7624 0 0
ONI SYSTEMS CORP COM 68273F103 24958 4045 X 545 0 3500
ONI SYSTEMS CORP COM 68273F103 3085 500 X 500 0 0
ONLINE RESOURCES CORPORATION 68273G101 310 100 X 100 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 6870 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 60 150 X 150 0 0
OPENTV CORP CL A COM G67543101 1680 300 X 300 0 0
OPENWAVE SYS INC COM 683718100 92093 14480 X 14480 0 0
OPENWAVE SYS INC COM 683718100 103064 16205 X 16205 0 0
OPINION RESEARCH CORP COM 683755102 180000 30000 X 30000 0 0
OPNET TECHNOLOGIES INC COM 683757108 953 100 X 100 0 0
OPTICARE HEALTH SYS INC COM 68386P105 390 3000 X 3000 0 0
ORACLE CORP COM 68389X105 33226355 2595809 X 2171095 0 424714
ORACLE CORP COM 68389X105 7118720 556150 X 524455 0 31695
ORAPHARMA INC COM 68554E106 1335 300 X 300 0 0
ORBITAL SCIENCES CORP COM 685564106 2096 400 X 400 0 0
ORCHID BIOSCIENCES INC COM 68571P100 1684 650 X 650 0 0
ORCKIT COMMUNICATIONS LTD COM M7531S107 101 50 X 50 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
OREGON STL MLS INC COM 686079104 152 20 X 20 0 0
ORGANOGENESIS INC COM 685906109 301153 216657 X 216657 0 0
ORGANOGENESIS INC COM 685906109 17091 12296 X 10344 0 1952
ORTEC INTERNATIONAL INC COM 68749B108 7070 1400 X 1400 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 5224944 189241 X 156541 0 32700
OSHKOSH B GOSH INC CL A COM 688222207 364310 8500 X 8500 0 0
OSHKOSH TRUCK CORP COM 688239201 16694176 293395 X 195595 0 97800
OSI PHARMACEUTICALS INC COM 671040103 78300 2000 X 2000 0 0
OSI SYSTEMS INC COM 671044105 50400 2000 X 2000 0 0
OSTEOTECH INC COM 688582105 66800 10000 X 10000 0 0
OTG SOFTWARE INC COM 671059103 93204 10800 X 0 0 10800
OUTBACK STEAKHOUSE INC COM 689899102 2290711 64040 X 37940 0 26100
OVERSEAS SHIPHOLDING GROUP INC 690368105 43740 1800 X 0 0 1800
OVERSEAS SHIPHOLDING GROUP INC 690368105 27459 1130 X 1130 0 0
OVERTURE SVCS INC COM 69039R100 40484 1450 X 50 0 1400
OWENS & MINOR INC NEW COM 690732102 489134 24905 X 23855 0 1050
OWENS & MINOR INC NEW COM 690732102 1964 100 X 0 0 100
OWENS CORNING COM 69073F103 1424 698 X 698 0 0
OWENS ILL INC COM NEW 690768403 633250 37250 X 10900 0 26350
OXFORD HEALTH PLANS INC COM 691471106 3735608 89390 X 70340 0 19050
OXFORD HEALTH PLANS INC COM 691471106 585060 14000 X 1000 0 13000
OXFORD INDS INC COM 691497309 142560 5400 X 5400 0 0
OYO GEOSPACE CORP COM 671074102 2800 200 X 200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
OCCIDENTAL PETROL CORP DELAWAR COM 674599105 27926 958 X 958
OFFICE DEPOT INCORPORATED COM 676220106 15622 787 X 787
OMNICOM GROUP INC. COM 681919106 45029 477 X 477
OPENWAVE SYSTEMS INC. COM 683718100 63 10 X 10
ORACLE CORPORATION COM 68389X105 4753907 371399 X 371399
ORACLE CORPORATION COM 68389X105 204320 15975 X 15975
P.A.M. TRANSPORTATION SVCS COM 693149106 1358610 53700 X 32800 0 20900
PACCAR INC COM 693718108 565328 7722 X 4269 0 3453
PACCAR INC COM 693718108 29284 400 X 150 0 250
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 3793189 145556 X 98056 0 47500
PACIFIC CENTURY FINL COM (DELAWARE) 694058108 178511 6850 X 6750 0 100
PACIFIC NORTHWEST BANCORP COM 69466M103 9859870 374900 X 247900 0 127000
PACIFIC SUNWEAR CA INC COM 694873100 580560 23600 X 23600 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 184534 10575 X 2300 0 8275
PACIFICARE HEALTH SYSTEMS COM 695112102 524 30 X 30 0 0
PACKAGING CORP OF AMERICA COM 695156109 195921 9900 X 0 0 9900
PACTIV CORP COM 695257105 342843 17125 X 16680 0 445
PACTIV CORP COM 695257105 119059 5947 X 5947 0 0
PAIN THERAPEUTICS INC COM 69562K100 2411223 252220 X 252220 0 0
PAIN THERAPEUTICS INC COM 69562K100 287 30 X 30 0 0
PALL CORP COM 696429307 19933307 972831 X 901893 0 70938
PALL CORP COM 696429307 1450651 70798 X 69698 0 1100
PALM INC COM 696642107 539971 135331 X 133155 0 2176
PALM INC COM 696642107 47704 11956 X 8856 0 3100
PALOMAR MED TECHNOLOGIES INC COM 697529303 780 1000 X 0 0 1000
PANACO INC COM 698106101 700 1000 X 1000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
PANERA BREAD CO CL A COM 69840W108 3906379 61315 X 60415 0 900
PANTRY INC COM 698657103 22635 5700 X 0 0 5700
PAPA JOHNS INTL INC COM 698813102 50630 1816 X 516 0 1300
PARAGON TECHNOLOGIES INC COM 69912T108 36120 4515 X 4515 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 742026 122852 X 25474 0 97378
PARAMETRIC TECHNOLOGY CORP COM 699173100 23049 3816 X 3016 0 800
PAREXEL INTL CORP COM 699462107 287116 17900 X 17900 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 566950 19550 X 13950 0 5600
PARK ELECTROCHEMICAL CORP COM 700416209 319000 11000 X 0 0 11000
PARK PL ENTMT CORP COM 700690100 1832060 173655 X 173655 0 0
PARK PL ENTMT CORP COM 700690100 53805 5100 X 5100 0 0
PARKER DRILLING CO COM 701081101 3544 800 X 800 0 0
PARKER DRILLING CO COM 701081101 443 100 X 100 0 0
PARKER-HANNIFIN CORP COM 701094104 8370725 167750 X 160173 0 7577
PARKER-HANNIFIN CORP COM 701094104 1586770 31799 X 29536 0 2263
PARKWAY PROPERTIES INC COM 70159Q104 98550 2700 X 0 0 2700
PARTNERRE LTD COM G6852T105 716625 13125 X 0 0 13125
PARTNERRE LTD COM G6852T105 21840 400 X 0 0 400
PATHMARK STORES INC COM 70322A101 16597 693 X 693 0 0
PATINA OIL & GAS CORP COM 703224105 520080 16500 X 15300 0 1200
PATTERSON DENTAL CO COM 703412106 439487 10050 X 3050 0 7000
PATTERSON DENTAL CO COM 703412106 87460 2000 X 700 0 1300
PATTERSON-UTI ENERGY INC COM 703481101 9864758 331700 X 229700 0 102000
PATTERSON-UTI ENERGY INC COM 703481101 892 30 X 30 0 0
PAXAR CORP COM 704227107 516817 30100 X 28271 0 1829
PAXSON COMMUNICATIONS CORP COM 704231109 15344 1400 X 0 0 1400
PAXSON COMMUNICATIONS CORP COM 704231109 10960 1000 X 0 0 1000
PAYCHEX INC COM 704326107 10936278 275473 X 249669 0 25804
PAYCHEX INC COM 704326107 6236235 157084 X 116029 0 41055
PAYLESS SHOESOURCE INC COM 704379106 446276 7310 X 6810 0 500
PAYLESS SHOESOURCE INC COM 704379106 418376 6853 X 6853 0 0
PAYPAL INC COM 704508100 66675 3500 X 0 0 3500
PC-TEL INC COM 69325Q105 121100 14000 X 14000 0 0
PCD INC COM 69318P106 721512 655920 X 655920 0 0
PDF SOLUTIONS INC COM 693282105 3199418 186555 X 176480 0 10075
PEABODY ENERGY CORP COM 704549104 3898697 134670 X 128570 0 6100
PEAPACK-GLADSTONE FINL CORP COM 704699107 81972 1656 X 0 0 1656
PEAPACK-GLADSTONE FINL CORP COM 704699107 1140530 23041 X 23041 0 0
PEC SOLUTIONS INC COM 705107100 231761 9425 X 0 0 9425
PEDIATRIX MEDICAL GROUP INC COM 705324101 1224838 30050 X 17600 0 12450
PEGASUS COMMUNICATIONS CORP COM 705904100 2114 700 X 0 0 700
PEGASUS COMMUNICATIONS CORP COM 705904100 604 200 X 200 0 0
PEGASUS SOLUTIONS INC COM 705906105 327450 17700 X 17700 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
PENFORD CORPORATION COM 707051108 170660 10600 X 10600 0 0
PENN ENGINEERING & MFG CORP COM 707389300 135216 7200 X 0 0 7200
PENN TREATY AMERN CORP COM 707874103 8460 1500 X 1500 0 0
PENN VIRGINIA CORP COM 707882106 5351995 133300 X 68500 0 64800
PENN VIRGINIA CORP COM 707882106 208780 5200 X 5200 0 0
PENNICHUCK CORPORATION NEW COM 708254206 43850 1754 X 1754 0 0
PENNZOIL-QUAKER ST CO COM 709323109 61554 2867 X 2867 0 0
PENNZOIL-QUAKER ST CO COM 709323109 324090 15095 X 8211 0 6884
PENTAIR INC 709631105 16395253 364582 X 219882 0 144700
PENTAIR INC 709631105 386742 8600 X 600 0 8000
PENTON MEDIA INC COM 709668107 181955 24100 X 24100 0 0
PENWEST PHARMACEUTICALS CO COM 709754105 50440 2600 X 2600 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 244873 9934 X 8934 0 1000
PEOPLES BK BRIDGEPORT CT COM 710198102 180586 7326 X 7326 0 0
PEOPLES ENERGY CORP COM 711030106 524581 13321 X 10448 0 2873
PEOPLES ENERGY CORP COM 711030106 173705 4411 X 4411 0 0
PEOPLESOFT INC COM 712713106 7323060 200467 X 180182 0 20285
PEOPLESOFT INC COM 712713106 745212 20400 X 15300 0 5100
PEP BOYS-MANNY,MOE & JACK 713278109 668928 40200 X 37500 0 2700
PEPSI BOTTLING GROUP COM 713409100 3832252 148135 X 146595 0 1540
PEPSIAMERICAS INC COM 71343P200 23663 1641 X 1641 0 0
PEPSIAMERICAS INC COM 71343P200 218463 15150 X 14550 0 600
PEPSICO INC COM 713448108 431779142 8384061 X 7894223 200 489638
PEPSICO INC COM 713448108 165187795 3207530 X 3037033 2950 167547
PER-SE TECHNOLOGIES INC COM 713569309 18120 1500 X 0 0 1500
PEREGRINE SYS INC COM 71366Q101 19383 2036 X 436 0 1600
PEREGRINE SYS INC COM 71366Q101 6426 675 X 675 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 4147493 126990 X 126290 0 700
PERFORMANCE TECHNOLOGIES INC COM 71376K102 6485546 812725 X 525425 0 287300
PERICOM SEMICONDUCTOR CORP COM 713831105 3881430 274500 X 183000 0 91500
PERKINELMER INC COM 714046109 2215338 119748 X 111173 0 8575
PERKINELMER INC COM 714046109 4912638 265548 X 211388 0 54160
PEROT SYSTEMS CORP COM CL A 714265105 49875 2500 X 0 0 2500
PERRIGO CO COM 714290103 44215 3700 X 0 0 3700
PERSONNEL GROUP AMER INC COM 715338109 2700 2000 X 2000 0 0
PETCO ANIMAL SUPPLIES INC COM 716016209 4200624 178068 X 177868 0 200
PETCO ANIMAL SUPPLIES INC COM 716016209 5213 221 X 221 0 0
PETROLEUM HELICOPTERS INC COM NON VT 716604202 2640 100 X 100 0 0
PETROQUEST ENERGY INC COM 716748108 4563544 796430 X 796430 0 0
PETSMART INC COM 716768106 5028360 370823 X 365523 0 5300
PF CHANGS CHINA BISTRO COM 69333Y108 17443734 261800 X 261725 0 75
PF CHANGS CHINA BISTRO COM 69333Y108 59967 900 X 900 0 0
PFIZER INC COM 717081103 710496875 17878633 X 16812284 0 1066349
PFIZER INC COM 717081103 363493276 9146786 X 8640251 42931 463604
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
PG & E CORP COM 69331C108 2484449 105452 X 93823 0 11629
PG & E CORP COM 69331C108 267571 11357 X 11357 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 2477835 71100 X 67400 0 3700
PHARMACEUTICAL RES INC COM 717125108 28712 1355 X 355 0 1000
PHARMACIA CORP COM 71713U102 215706448 4784970 X 4585928 0 199042
PHARMACIA CORP COM 71713U102 40566545 899879 X 861658 225 37996
PHARMACOPEIA INCORPORATED COM 71713B104 2662 200 X 200 0 0
PHARMACOPEIA INCORPORATED COM 71713B104 13310 1000 X 1000 0 0
PHARMACYCLICS INC COM 716933106 31200 4000 X 4000 0 0
PHARMACYCLICS INC COM 716933106 23400 3000 X 3000 0 0
PHARMOS CORP COM NEW 717139208 173 103 X 100 0 3
PHELPS DODGE CORP COM 717265102 553531 13148 X 9737 0 3411
PHELPS DODGE CORP COM 717265102 370606 8803 X 8529 0 274
PHILADELPHIA CONS HLDG CORP COM 717528103 4644461 116695 X 116695 0 0
PHILADELPHIA SUBN CORP COM 718009608 5944584 252961 X 187399 0 65562
PHILADELPHIA SUBN CORP COM 718009608 147886 6293 X 5393 0 900
PHILIP MORRIS COS INC 718154107 44716461 848993 X 651125 0 197868
PHILIP MORRIS COS INC 718154107 43033971 817049 X 729774 0 87275
PHILLIPS PETE CO COM 718507106 31859256 507313 X 439223 0 68090
PHILLIPS PETE CO COM 718507106 3997974 63662 X 60887 50 2725
PHILLIPS VAN HEUSEN CORP 718592108 7936875 562500 X 369500 0 193000
PHOENIX COMPANIES INC COM 71902E109 8038118 418652 X 247834 0 170818
PHOENIX COMPANIES INC COM 71902E109 80794 4208 X 4208 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 962325 70500 X 18000 0 52500
PHOTON DYNAMICS INC 719364101 9618719 189010 X 189010 0 0
PHOTRONICS INC 719405102 7304569 216560 X 215560 0 1000
PHOTRONICS INC 719405102 101190 3000 X 3000 0 0
PICO HLDGS INC COM NEW 693366205 1059569 71112 X 51232 0 19880
PIEDMONT NAT GAS INC COM 720186105 991638 27855 X 27855 0 0
PIEDMONT NAT GAS INC COM 720186105 496798 13955 X 13655 0 300
PIER 1 IMPORTS INC COM 720279108 6251330 303610 X 257010 0 46600
PIER 1 IMPORTS INC COM 720279108 555930 27000 X 0 0 27000
PILGRIMS PRIDE CORP CL B COM 721467108 7010 500 X 0 0 500
PINNACLE ENTMT INC COM 723456109 170066 21100 X 18300 0 2800
PINNACLE SYS INC COM 723481107 324379 40700 X 40700 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 5962074 131468 X 126247 0 5221
PINNACLE WEST CAPITAL CORP COM 723484101 24580 542 X 542 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 179613 8058 X 1358 0 6700
PIONEER NATURAL RESOURCES CO COM 723787107 424 19 X 19 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 2975604 210290 X 194940 0 15350
PITNEY BOWES INC COM 724479100 17600858 411235 X 362629 0 48606
PITNEY BOWES INC COM 724479100 12647143 295494 X 271925 0 23569
PITTSTON BRINK'S GROUP COM 725701106 24322 969 X 969 0 0
PITTSTON BRINK'S GROUP COM 725701106 315733 12579 X 12579 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
PIXAR INC COM 725811103 18768 510 X 500 0 10
PIXAR INC COM 725811103 94760 2575 X 0 0 2575
PIXELWORKS INC COM 72581M107 2626232 203900 X 203900 0 0
PLAINS RES INC COM PAR $0.10 726540503 417984 16800 X 16800 0 0
PLANAR SYS INC COM 726900103 241500 9200 X 8900 0 300
PLATO LEARNING INC COM 72764Y100 6245225 353037 X 353037 0 0
PLAYTEX PRODS INC COM 72813P100 72762 6700 X 2000 0 4700
PLEXUS CORP COM 729132100 3431558 145405 X 24999 0 120406
PLUG POWER INC COM 72919P103 54443 5250 X 5250 0 0
PLUG POWER INC COM 72919P103 15037 1450 X 1450 0 0
PLUM CREEK TIMBER CO INC COM 729251108 5224563 175852 X 109727 0 66125
PLUM CREEK TIMBER CO INC COM 729251108 3551949 119554 X 109549 685 9320
PLX TECHNOLOGY INC COM 693417107 594140 48700 X 45800 0 2900
PMA CAPITAL CORP CL A COM 693419202 40145 1750 X 350 0 1400
PMC-SIERRA INC COM 69344F106 503573 30932 X 16282 0 14650
PMC-SIERRA INC COM 69344F106 19601 1204 X 1204 0 0
PMI GROUP INC COM 69344M101 901544 11900 X 11900 0 0
PMI GROUP INC COM 69344M101 219704 2900 X 0 0 2900
PNC FINANCIAL SERVICES GROUP 693475105 13084642 212793 X 194113 0 18680
PNC FINANCIAL SERVICES GROUP 693475105 5866085 95399 X 88604 0 6795
PNM RES INC COM 69349H107 88914 2900 X 0 0 2900
PNM RES INC COM 69349H107 48443 1580 X 580 0 1000
POGO PRODUCING CO COM 730448107 1461370 46100 X 33300 0 12800
POGO PRODUCING CO COM 730448107 116656 3680 X 280 0 3400
POLARIS INDS INC COM 731068102 5724719 89870 X 87970 0 1900
POLARIS INDS INC COM 731068102 12740 200 X 200 0 0
POLO RALPH LAUREN COM 731572103 2414061 82730 X 82730 0 0
POLYCOM INC COM 73172K104 2453727 99745 X 62100 0 37645
POLYMEDICA CORP COM 731738100 226505 8900 X 8900 0 0
POLYMER GROUP INC COM 731745105 342 600 X 600 0 0
POLYONE CORP COM 73179P106 841312 68960 X 67650 0 1310
POPE & TALBOT INC 732827100 162726 11100 X 10800 0 300
POPE & TALBOT INC 732827100 733 50 X 50 0 0
POSSIS MEDICAL INC 737407106 15760 800 X 0 0 800
POTLATCH CORP COM 737628107 134760 4000 X 4000 0 0
POTLATCH CORP COM 737628107 40428 1200 X 1200 0 0
POTOMAC ELEC PWR CO COM 737679100 623328 26695 X 25395 0 1300
POTOMAC ELEC PWR CO COM 737679100 432138 18507 X 17705 0 802
POWELL INDS INC COM 739128106 8890663 400300 X 262600 0 137700
POWER INTEGRATIONS INC COM 739276103 414719 21770 X 20100 0 1670
POWER-ONE INC COM 739308104 61448 7512 X 7312 0 200
POWERWAVE TECHNOLOGIES INC COM 739363109 47619 3700 X 0 0 3700
PPG INDS INC COM 693506107 25925043 472137 X 462018 0 10119
PPG INDS INC COM 693506107 5337197 97199 X 96699 0 500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
PPL CORP COM 69351T106 3342490 84385 X 77673 0 6712
PPL CORP COM 69351T106 1576636 39804 X 34170 0 5634
PRACTICEWORKS INC COM 739419109 4087 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 60377 11611 X 11611 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 2600 500 X 500 0 0
PRAXAIR INC COM 74005P104 4749555 79424 X 21909 0 57515
PRAXAIR INC COM 74005P104 186755 3123 X 3123 0 0
PRE PAID LEGAL SVCS INC COM 740065107 9417574 329747 X 328247 0 1500
PRECISE SOFTWARE SOLUTIONS COM M41450103 2818090 121000 X 121000 0 0
PRECISION CASTPARTS CORP COM 740189105 11254750 317841 X 309491 0 8350
PRECISION CASTPARTS CORP COM 740189105 537347 15175 X 14175 0 1000
PREFORMED LINE PRODS CO COM 740444104 457200 24000 X 24000 0 0
PREFORMED LINE PRODS CO COM 740444104 5715 300 X 300 0 0
PREMIER BANCORP INC/PA COM 74046J109 119398 12978 X 12978 0 0
PREMIER CMNTY BANKSHARES INC COM 740473103 23463 2370 X 2370 0 0
PRESIDENTIAL LIFE CORP COM 740884101 7873775 346100 X 245300 0 100800
PRESSTEK INC COM 741113104 1476692 254602 X 254602 0 0
PRESSTEK INC COM 741113104 684 118 X 118 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 642085 45700 X 45700 0 0
PRI AUTOMATION INC COM 69357H106 4239441 181880 X 181880 0 0
PRICELINE.COM INC COM 741503106 2615 500 X 500 0 0
PRICESMART INC COM 741511109 365 10 X 10 0 0
PRIDE INTL INC COM 74153Q102 7172490 451100 X 266000 0 185100
PRIDE INTL INC COM 74153Q102 74730 4700 X 4700 0 0
PRIMA ENERGY CORP COM 741901201 262073 10525 X 10525 0 0
PRIMA ENERGY CORP COM 741901201 18675 750 X 750 0 0
PRIME HOSPITALITY CORP COM 741917108 565450 43000 X 32200 0 10800
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 1734 3400 X 3400 0 0
PRINCETON VIDEO IMAGE INC COM 742476104 199 100 X 100 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1035352 40923 X 8223 0 32700
PRIORITY HEALTHCARE CORP CL B 74264T102 1092108 41988 X 34413 0 7575
PRIORITY HEALTHCARE CORP CL B 74264T102 15788 607 X 607 0 0
PROBUSINESS SERVICES COM 742674104 58670 2720 X 20 0 2700
PROCTER & GAMBLE CO COM 742718109 447161535 4963498 X 4628660 200 334638
PROCTER & GAMBLE CO COM 742718109 220925094 2452271 X 2318861 3675 129735
PROGRESS ENERGY INC COM 743263105 7927937 158432 X 148639 0 9793
PROGRESS ENERGY INC COM 743263105 4716570 94256 X 84789 0 9467
PROGRESS SOFTWARE CORP COM 743312100 17084651 941822 X 625022 0 316800
PROGRESS SOFTWARE CORP COM 743312100 25396 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 1475587 8856 X 8106 0 750
PROGRESSIVE CORP OHIO COM 743315103 30164885 181040 X 178118 0 2922
PROQUEST CO COM 74346P102 19087560 444000 X 292900 0 151100
PROSOFT TRAINING COM 743477101 1528746 1140855 X 1140855 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
PROTECTIVE LIFE CORP COM 743674103 165254 5300 X 50 0 5250
PROTECTIVE LIFE CORP COM 743674103 115366 3700 X 3700 0 0
PROTEIN DESIGN LABS INC COM 74369L103 35117 2050 X 2050 0 0
PROTEIN DESIGN LABS INC COM 74369L103 171 10 X 10 0 0
PROTON ENERGY SYS INC COM 74371K101 488 75 X 75 0 0
PROVANT INC COM 743724106 3480 6000 X 6000 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 3184 400 X 400 0 0
PROVIDENT BANKSHARES CORP COM 743859100 4532328 188847 X 187547 0 1300
PROVIDIAN FINANCIAL CORP COM 74406A102 649625 86043 X 71825 0 14218
PROVIDIAN FINANCIAL CORP COM 74406A102 391845 51900 X 45900 0 6000
PROVINCE HEALTHCARE CO COM 743977100 2464621 77577 X 77577 0 0
PROXIM INC COM 744284100 87776 20800 X 20800 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 54804740 1765048 X 1744498 0 20550
PRUDENTIAL FINANCIAL INC COM 744320102 51605 1662 X 1536 0 126
PSS WORLD MED INC COM 69366A100 10329690 1054050 X 639150 0 414900
PTEK HLDGS INC COM 69366M104 3690 900 X 900 0 0
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 15792069 344805 X 334197 0 10608
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 3860207 84284 X 73369 0 10915
PUBLICARD INC COM 744627100 614 3613 X 3613 0 0
PUGET ENERGY INC COM 745310102 220935 10627 X 9327 0 1300
PUGET ENERGY INC COM 745310102 509064 24486 X 24486 0 0
PULITZER INC COM 745769109 5992000 112000 X 77600 0 34400
PULTE HOMES INC 745867101 1352911 28274 X 3402 0 24872
PULTE HOMES INC 745867101 11963 250 X 250 0 0
PUMATECH INC COM 745887109 532 400 X 400 0 0
PURCHASEPRO.COM INC COM 746144104 33 50 X 50 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
PACCAR INC COM 693718108 14422 197 X 197
PACTIV CORPORATION COM 695257105 8188 409 X 409
PALL CORP COM 696429307 6413 313 X 313
PALM, INC. COM 696642107 7553 1893 X 1893
PANAMSAT CORP COM 697933109 2281 100 X 100
PARAMETRIC TECHNOLOGY CORP COM 699173100 5818 968 X 968
PARKER HANNIFIN CO COM 701094104 12675 254 X 254
PAYCHEX INC COM 704326107 46040 1160 X 1160
Pegasus Commun. COM 705904100 2325177 769926 X 769926
PENNEY J C CO COM 708160106 14021 677 X 677
PEOPLES ENERGY CORPORATION COM 711030106 3584 91 X 91
PEOPLESOFT INC COM 712713106 39343 1077 X 1077
PEPSICO INC COM 713448108 231132 4488 X 4488
PERKINELMER INC COM 714046109 5846 316 X 316
PFIZER INC COM 717081103 2948708 74200 X 74200
PFIZER INC COM 717081103 640808 16125 X 16125
PG & E CORP COM 69331C108 23395 993 X 993
PHARMACIA CORP COM 71713U102 149080 3307 X 3307
PHELPS DODGE CORP COM 717265102 8504 202 X 202
PHILIP MORRIS COMPANIES INC COM 718154107 292740 5558 X 5558
PHILLIPS PETROLEUM CO COM 718507106 61418 978 X 978
PINNACLE WEST CAPITAL CORP COM 723484101 9841 217 X 217
PITNEY-BOWES INC COM 724479100 26750 625 X 625
PLACER DOME INC COM 725906101 10315 842 X 842
PLEXUS CORP COM 729132100 779 33 X 33
PLUM CREEK TIMBER CO, INC COM 729251108 13904 468 X 468
PMC-SIERRA INC COM 69344F106 573056 35200 X 35200
PMC-SIERRA INC COM 69344F106 9359 571 X 571
PNC FINANCIAL SERVICES GR COM 693475105 55648 905 X 905
POPULAR INC COM 733174106 127312 4357 X 4357
POWER ONE INC COM 739308104 1634 202 X 202
POZEN INC COM 73941U102 289 50 X 50
PPG INDUSTRIES INC COM 693506107 23721 432 X 432
PPL CORPORATION COM 69351T106 14893 376 X 376
PRAXAIR INC COM 74005P104 24697 413 X 413
PRIAM CORPORATION COM 741400105 - 629072 X 629072
PROCTER & GAMBLE CO COM 742718109 299369 3323 X 3323
PROGRESS ENERGY INC COM 743263105 28072 561 X 561
PROGRESSIVE CORP OHIO COM 743315103 31325 188 X 188
PROTEIN DESIGN LABS COM 74369L103 308 18 X 18
PROVIDIAN FINANCIAL BANCORP COM 74406A102 5504 729 X 729
PROVINCE HEALTHCARE CO COM 743977100 22430 706 X 706
PUBLIC SERVICE ENTERPRISE COM 744573106 24366 532 X 532
PULTE CORP COM 745867101 7225 151 X 151
Q MED INC COM 747914109 12050 1000 X 1000 0 0
QAD INC COM 74727D108 242 50 X 50 0 0
QLOGIC CORP COM 747277101 5059310 102167 X 101967 0 200
QLOGIC CORP COM 747277101 1956337 39506 X 23506 0 16000
QRS CORP COM 74726X105 132160 11200 X 11200 0 0
QUADRAMED CORP COM 74730W101 51246 5758 X 5758 0 0
QUAKER CHEMICAL CORP COM 747316107 154110 6600 X 6600 0 0
QUAKER FABRIC CORP NEW COM 747399103 46914 4200 X 1000 0 3200
QUALCOMM INC COM 747525103 5582765 148320 X 98994 0 49326
QUALCOMM INC COM 747525103 863085 22930 X 13055 0 9875
QUALITY DINING INC COM 74756P105 3390 1000 X 1000 0 0
QUANEX CORP COM 747620102 1829741 51542 X 3500 0 48042
QUANTA SVCS INC COM 74762E102 181545 10500 X 10500 0 0
QUANTUM CORP-DLT & STORAGE COM 747906204 504266 63350 X 700 0 62650
QUANTUM CORP-DLT & STORAGE COM 747906204 3065 385 X 135 0 250
QUEST DIAGNOSTICS INC COM 74834L100 26139672 315506 X 308073 0 7433
QUEST DIAGNOSTICS INC COM 74834L100 1115741 13467 X 12672 0 795
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
QUEST SOFTWARE INC COM 74834T103 3022 200 X 200 0 0
QUESTAR CORP COM 748356102 907743 35307 X 33307 0 2000
QUESTAR CORP COM 748356102 3425138 133222 X 119222 0 14000
QUICKLOGIC CORP COM 74837P108 36803 7450 X 0 0 7450
QUIKSILVER INC COM 74838C106 2157368 98600 X 23600 0 75000
QUINTILES TRANSNATIONAL CORP COM 748767100 834339 47005 X 15005 0 32000
QUINTILES TRANSNATIONAL CORP COM 748767100 44073 2483 X 2483 0 0
QUOVADX INC COM 74913K106 3116 375 X 375 0 0
QWEST COMMUNICATIONS INTL COM 749121109 8601235 1046379 X 769839 0 276540
QWEST COMMUNICATIONS INTL COM 749121109 2278165 277149 X 256866 400 19883
QIAGEN COM N72482107 2978 200 X 200
QLOGIC CORP COM 747277101 1323719 26731 X 26731
QLOGIC CORP COM 747277101 15583 315 X 315
QUALCOMM INC COM 747525103 91693 2438 X 2438
QUINTILES TRANATIONAL CORP COM COM 748767100 5449 307 X 307
QUOKKA SPORTS INC COM 749077400 136 1088 X 1088
QWEST COMM INTL INC COM 749121109 35108 4271 X 4271
R & B INC COM 749124103 4992553 600709 X 407109 0 193600
R & B INC COM 749124103 33244 4000 X 4000 0 0
R & G FINL CORP CL B COM 749136107 19930 1000 X 0 0 1000
R G S ENERGY GROUP INC COM 74956K104 1226837 31257 X 30957 0 300
R G S ENERGY GROUP INC COM 74956K104 98753 2516 X 2516 0 0
R H DONNELLEY CORP NEW COM 74955W307 114478 3762 X 2635 0 1127
R H DONNELLEY CORP NEW COM 74955W307 119833 3938 X 2580 0 1358
R J REYNOLDS TOBACCO HOLD COM 76182K105 44483 687 X 687 0 0
R J REYNOLDS TOBACCO HOLD COM 76182K105 986207 15231 X 14955 0 276
RACING CHAMPIONS CORP COM 750069106 21175 1100 X 0 0 1100
RADIAN GROUP INC COM 750236101 3432901 69945 X 64345 0 5600
RADIAN GROUP INC COM 750236101 304296 6200 X 0 0 6200
RADIANT SYS INC COM 75025N102 178285 19700 X 19700 0 0
RADIO ONE INC CL D NON-VTG COM 75040P405 61965 3008 X 2108 0 900
RADIO ONE INC CL D NON-VTG COM 75040P405 249322 12103 X 1303 0 10800
RADIOSHACK CORP COM 750438103 1791345 59632 X 11014 0 48618
RADIOSHACK CORP COM 750438103 342456 11400 X 11400 0 0
RADISYS CORP COM 750459109 225125 12500 X 12500 0 0
RAILAMERICA INC COM 750753105 56808 5400 X 0 0 5400
RAINBOW TECHNOLOGIES INC COM 750862104 189128 18800 X 18800 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 30180 3000 X 3000 0 0
RAIT INVESTMENT TRUST COM 749227104 20150 1000 X 1000 0 0
RALCORP HOLDINGS COM 751028101 584800 21500 X 21500 0 0
RAMBUS INC COM 750917106 20254 2600 X 2600 0 0
RAMBUS INC COM 750917106 1558 200 X 200 0 0
RARE HOSPITALITY INTL INC COM 753820109 7306064 287414 X 237814 0 49600
RARE MEDIUM GROUP INC COM 75382N109 1457 4700 X 4500 0 200
RATIONAL SOFTWARE CORP COM 75409P202 392315 24783 X 22739 0 2044
RATIONAL SOFTWARE CORP COM 75409P202 48044 3035 X 3035 0 0
RAWLINGS SPORTING GOODS INC COM 754459105 5673 1004 X 1004 0 0
RAYMOND JAMES FINL INC COM 754730109 1499274 43800 X 34600 0 9200
RAYMOND JAMES FINL INC COM 754730109 151879 4437 X 4437 0 0
RAYONIER INC COM 754907103 180992 3397 X 3146 0 251
RAYONIER INC COM 754907103 950675 17843 X 16243 0 1600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
RAYOVAC CORP COM 755081106 11993835 776300 X 515200 0 261100
RAYOVAC CORP COM 755081106 313635 20300 X 0 0 20300
RAYTECH CORP DEL 755103108 204 47 X 47 0 0
RAYTHEON CO CL A *REORG* 755111309 237 8 X 8 0 0
RAYTHEON CO COM 755111507 27278464 664518 X 624288 0 40230
RAYTHEON CO COM 755111507 14149607 344692 X 321169 400 23123
RCN CORP COM 749361101 31017 21998 X 14783 0 7215
RCN CORP COM 749361101 4442 3150 X 3150 0 0
READ-RITE CORP COM 755246105 419669 136700 X 135900 0 800
READ-RITE CORP COM 755246105 15350 5000 X 5000 0 0
READERS DIGEST ASSN COM CL A NON VTG 755267101 385452 17200 X 17200 0 0
REALNETWORKS INC COM 75605L104 4914 700 X 0 0 700
REALNETWORKS INC COM 75605L104 351 50 X 50 0 0
RECOTON CORP COM 756268108 6272 1400 X 0 0 1400
RED HAT INC COM 756577102 154548 27071 X 25071 0 2000
RED HAT INC COM 756577102 6851 1200 X 1200 0 0
REDBACK NETWORKS COM 757209101 2380 700 X 700 0 0
REDBACK NETWORKS COM 757209101 1700 500 X 500 0 0
REEBOK INTL 758110100 296789 10980 X 4948 0 6032
REEBOK INTL 758110100 15218 563 X 563 0 0
REGAL BELOIT CORP COM 758750103 482895 18900 X 10000 0 8900
REGENERON PHARMACEUTICALS INC COM 75886F107 1335965 53460 X 53450 0 10
REGENERON PHARMACEUTICALS INC COM 75886F107 2499 100 X 0 0 100
REGIONS FINL CORP COM 758940100 953556 27760 X 24476 0 3284
REGIONS FINL CORP COM 758940100 233030 6784 X 4196 0 2588
REGIS CORP MINNESOTA COM 758932107 912600 32500 X 21650 0 10850
REGISTER.COM INC COM 75914G101 17960 2000 X 0 0 2000
REHABCARE GROUP INC COM 759148109 705375 24750 X 12500 0 12250
REINSURANCE GROUP AMER INC COM 759351109 8923350 285000 X 200500 0 84500
REINSURANCE GROUP AMER INC COM 759351109 79058 2525 X 2525 0 0
RELIANCE STL & ALUM CO COM 759509102 15208932 551248 X 378348 0 172900
RELIANCE STL & ALUM CO COM 759509102 451097 16350 X 0 0 16350
RELIANT ENERGY INC COM 75952J108 4038817 156604 X 134588 0 22016
RELIANT ENERGY INC COM 75952J108 3064677 118832 X 116404 0 2428
RELIANT RESOURCES COM 75952B105 182053 10766 X 5091 0 5675
REMEDYTEMP INC CL A COM 759549108 5373580 340100 X 223800 0 116300
REMINGTON OIL & GAS CORP COM NEW 759594302 20665210 1025060 X 912560 0 112500
RENAISSANCE LEARNING INC COM 75968L105 5140767 157210 X 156810 0 400
RENAL CARE GROUP INC COM 759930100 1174240 35800 X 35800 0 0
RENAL CARE GROUP INC COM 759930100 57400 1750 X 1750 0 0
RENT A CTR INC NEW COM 76009N100 29022441 568065 X 382640 0 185425
REPLIGEN CORP COM 759916109 1876 500 X 500 0 0
REPUBLIC BANCORP INC COM 760282103 13028022 930573 X 633580 0 296993
REPUBLIC BANCORP INC COM 760282103 634060 45290 X 13289 0 32001
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
REPUBLIC SERVICES INC COM 760759100 385275 20625 X 300 0 20325
RES-CARE INC COM 760943100 18586424 2286153 X 1520803 0 765350
RES-CARE INC COM 760943100 16260 2000 X 2000 0 0
RESEARCH FRONTIERS INC COM 760911107 3536 200 X 200 0 0
RESEARCH IN MOTION COM 760975102 13885 500 X 500 0 0
RESEARCH IN MOTION COM 760975102 13885 500 X 500 0 0
RESMED INC COM 761152107 922990 23000 X 23000 0 0
RESMED INC COM 761152107 12039 300 X 300 0 0
RESOURCE AMER INC COM NEW 761195205 3872 351 X 351 0 0
RESOURCE BANCSHARES MTG GRP INC COM 761197102 1189158 62227 X 62227 0 0
RESOURCES CONNECTION INC COM 76122Q105 261093 9025 X 0 0 9025
RESPIRONICS INC COM 761230101 10655258 328866 X 235884 0 92982
RESPIRONICS INC COM 761230101 97200 3000 X 3000 0 0
RETEK INC COM 76128Q109 189289 7211 X 4306 0 2905
RETEK INC COM 76128Q109 149835 5708 X 708 0 5000
REYNOLDS & REYNOLDS CO CL A COM 761695105 445500 14850 X 300 0 14550
REYNOLDS & REYNOLDS CO CL A COM 761695105 495000 16500 X 0 0 16500
RF MICRO DEVICES INC COM 749941100 64798 3620 X 1000 0 2620
RF MICRO DEVICES INC COM 749941100 20585 1150 X 1150 0 0
RICHARDSON ELECTRS LTD COM 763165107 9481 781 X 781 0 0
RIGGS NATL CORP WASH D C 766570105 3601724 234640 X 222340 0 12300
RIGGS NATL CORP WASH D C 766570105 30700 2000 X 2000 0 0
RIGHT MGMT CONSULTANTS INC COM 766573109 103812 4100 X 0 0 4100
RITE AID CORP COM 767754104 126377 36525 X 33525 0 3000
RITE AID CORP COM 767754104 285533 82524 X 62524 0 20000
RIVERSTONE NETWORKS INC COM 769320102 6660 1110 X 700 0 410
RIVERSTONE NETWORKS INC COM 769320102 3996 666 X 666 0 0
RLI CORP COM 749607107 385165 7450 X 7000 0 450
ROADWAY CORPORATION COM 769742107 9819800 265400 X 175200 0 90200
ROBBINS & MYERS INC COM 770196103 322730 11800 X 8500 0 3300
ROBERT HALF INTL INC COM 770323103 830486 28133 X 24583 0 3550
ROBERT HALF INTL INC COM 770323103 24354 825 X 825 0 0
ROCK-TENN CO CL A COM 772739207 210210 9800 X 0 0 9800
ROCKWELL AUTOMATION INC COM 773903109 722662 36025 X 24839 0 11186
ROCKWELL AUTOMATION INC COM 773903109 547919 27314 X 19926 0 7388
ROCKWELL COLLINS INC COM 774341101 972836 38574 X 27788 0 10786
ROCKWELL COLLINS INC COM 774341101 682478 27061 X 19673 0 7388
ROCKY SHOES & BOOTS INC COM 774830103 1788284 241660 X 171860 0 69800
ROGERS CORP 775133101 2110097 63538 X 30938 0 32600
ROGERS CORP 775133101 126198 3800 X 3800 0 0
ROHM & HAAS CO COM 775371107 2487674 58852 X 37295 0 21557
ROHM & HAAS CO COM 775371107 215450 5097 X 5097 0 0
ROLLINS INC COM 775711104 9495 450 X 450 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ROPER INDUSTRIES INC COM 776696106 2387520 48000 X 19500 0 28500
ROPER INDUSTRIES INC COM 776696106 547140 11000 X 0 0 11000
ROSLYN BANCORP INC COM 778162107 81351 3930 X 847 0 3083
ROSS STORES INC COM 778296103 609063 16100 X 0 0 16100
ROSS STORES INC COM 778296103 625708 16540 X 320 0 16220
ROUSE CO COM 779273101 46470 1500 X 0 0 1500
ROUSE CO COM 779273101 216860 7000 X 0 0 7000
ROWAN COS INC COM 779382100 269292 11688 X 9995 0 1693
ROWAN COS INC COM 779382100 11520 500 X 0 0 500
ROXIO INC COM 780008108 345818 15241 X 13741 0 1500
ROYAL APPLIANCE MFG CO COM 780076105 52430 9800 X 9800 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7771858 344650 X 329800 0 14850
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 54797 2430 X 2430 0 0
RPM INC COM 749685103 876740 56382 X 42182 0 14200
RPM INC COM 749685103 645449 41508 X 40608 0 900
RSA SEC INC COM 749719100 40050 4450 X 1650 0 2800
RSA SEC INC COM 749719100 9 1 X 0 0 1
RTI INTERNATIONAL METALS COM 74973W107 244860 21200 X 14800 0 6400
RUBY TUESDAY INC COM 781182100 10370198 446030 X 325430 0 120600
RUBY TUESDAY INC COM 781182100 159216 6848 X 6848 0 0
RUDOPLH TECHNOLOGIES INC COM 781270103 4893481 113380 X 113380 0 0
RURAL / METRO CORP COM 781748108 9138 10750 X 10750 0 0
RURAL CELLULAR CORP COM 781904107 33488 7475 X 100 0 7375
RUSS BERRIE & CO INC COM 782233100 483000 15000 X 14500 0 500
RUSSELL CORP COM 782352108 342700 23000 X 23000 0 0
RYANS FAMILY STEAK HOUSES INC COM 783519101 14344800 597700 X 384900 0 212800
RYDER SYSTEM COM 783549108 10963446 371139 X 233353 0 137786
RYDER SYSTEM COM 783549108 17724 600 X 600 0 0
RYERSON TULL INC COM 78375P107 205586 18775 X 17875 0 900
RYLAND GROUP INC COM 783764103 920040 10200 X 9500 0 700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
RADIOSHACK CORP COM 750438103 13818 460 X 460
RATIONAL SOFTWARE CORP COM 75409P202 9466 598 X 598
RAYTHEON CO NEW COM 755111507 41173 1003 X 1003
READ RITE CORP COM 755246105 18 6 X 6
REALNETWORKS INC COM 75605L104 7743 1103 X 1103
REALNETWORKS INC COM 75605L104 702 100 X 100
REEBOK INTERNATIONAL LTD COM 758110100 4082 151 X 151
REGIONS FINANCIAL CORP COM 758940100 20014 583 X 583
RELIANT ENERGY INCORP COM 75952J108 19729 765 X 765
RF MICRO DEVICES, INC COM 749941100 2730 153 X 153
RITA MEDICAL SYSTEMS COM 76774E103 202 21 X 21
ROBERT HALF INTERNATIONAL INC COM 770323103 14199 481 X 481
ROCKWELL AUTOMATION COM 773903109 9448 471 X 471
ROCKWELL COLLINS COM 774341101 11879 471 X 471
ROHM AND HAAS CO COM 775371107 23883 565 X 565
ROWAN COMPANIES INC COM 779382100 5622 244 X 244
ROYAL DUTCH PETROLEUM COMPANY COM 780257804 295935 5448 X 5448
RYDER SYSTEM INC COM 783549108 4608 156 X 156
S & P 500 DEPOSITORY RECEIPT 78462F103 70020047 611422 X 603465 0 7957
S & P 500 DEPOSITORY RECEIPT 78462F103 1258804 10992 X 3570 0 7422
SABA SOFTWARE INC COM 784932105 1599991 385540 X 385540 0 0
SABRE HOLDINGS CORP CL A COM 785905100 1465293 31370 X 22489 0 8881
SABRE HOLDINGS CORP CL A COM 785905100 121072 2592 X 2592 0 0
SAFECO CORP COM 786429100 660921 20628 X 8877 0 11751
SAFECO CORP COM 786429100 267534 8350 X 8350 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 6773 2250 X 2250 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 3010 1000 X 0 0 1000
SAFEWAY INC COM NEW 786514208 24433885 542734 X 515547 0 27187
SAFEWAY INC COM NEW 786514208 1923164 42718 X 38618 0 4100
SAGA COMMUNICATIONS INC COM 786598102 9450 375 X 375 0 0
SAGENT TECHNOLOGY INC COM 786693101 127400 127400 X 0 0 127400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SAINT PAUL COS 792860108 3818984 83293 X 53639 0 29654
SAINT PAUL COS 792860108 2383375 51982 X 47282 0 4700
SAKS INC COM 79377W108 1048870 79762 X 74762 0 5000
SALEM COMMUNICATIONS CL A COM 794093104 37920 1600 X 0 0 1600
SALISBURY BANCORP INC COM 795226109 84930 3404 X 3404 0 0
SALISBURY BANCORP INC COM 795226109 47405 1900 X 1900 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 272592 15550 X 0 0 15550
SALTON INC COM 795757103 162770 8200 X 7800 0 400
SANCHEZ COMPUTER ASSOCS INC COM 799702105 6750 1000 X 1000 0 0
SANDERSON FARMS INC COM 800013104 89100 3300 X 0 0 3300
SANDISK CORP COM 80004C101 15190 700 X 0 0 700
SANDISK CORP COM 80004C101 217 10 X 10 0 0
SANMINA-SCI CORPORATION 800907107 7510518 639193 X 610093 0 29100
SANMINA-SCI CORPORATION 800907107 97208 8273 X 8273 0 0
SANTA FE ENERGY TR 802013102 69000 3000 X 3000 0 0
SAPIENT CORP COM 803062108 56710 11939 X 11639 0 300
SAPIENT CORP COM 803062108 855 180 X 180 0 0
SARA LEE CORP COM 803111103 32323341 1557001 X 1378029 0 178972
SARA LEE CORP COM 803111103 19529409 940723 X 899649 1600 39474
SAUCONY INC CL B COM 804120202 158 25 X 25 0 0
SAUER INC COM 804137107 6888111 668100 X 454200 0 213900
SBA COMMUNICATIONS CORP COM 78388J106 658 200 X 200 0 0
SBC COMMUNICATIONS INC COM 78387G103 302806820 8087789 X 7628494 0 459295
SBC COMMUNICATIONS INC COM 78387G103 122025122 3259218 X 3102909 2500 153809
SBS BROADCASTING SA ORD COM L8137F102 56850 3000 X 0 0 3000
SBS TECHNOLOGIES INC COM 78387P103 149526 11700 X 10300 0 1400
SCANA CORP COM 80589M102 548199 17915 X 15415 0 2500
SCANA CORP COM 80589M102 965063 31538 X 31538 0 0
SCANSOFT INC COM 80603P107 55048 9346 X 9346 0 0
SCANSOURCE INC COM 806037107 4275944 71130 X 70730 0 400
SCHAWK INC COM 806373106 5140 525 X 525 0 0
SCHERING PLOUGH CORP COM 806605101 50883221 1625662 X 1450285 0 175377
SCHERING PLOUGH CORP COM 806605101 37904488 1211006 X 1183836 0 27170
SCHLUMBERGER LTD COM 806857108 133842028 2275451 X 2109256 0 166195
SCHLUMBERGER LTD COM 806857108 44705906 760046 X 718621 825 40600
SCHOLASTIC CORP COM 807066105 2847143 52540 X 51340 0 1200
SCHOOL SPECIALTY INC COM 807863105 3058638 114470 X 114470 0 0
SCHULMAN A INC COM 808194104 115721 6327 X 6327 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2551660 194932 X 182901 0 12031
SCHWAB CHARLES CORP NEW COM 808513105 367476 28073 X 19978 0 8095
SCHWEITZER-MAUDUIT INTL INC COM 808541106 441585 17770 X 11020 0 6750
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3231 130 X 120 0 10
SCIENTIFIC ATLANTA 808655104 2639868 114280 X 69064 0 45216
SCIENTIFIC ATLANTA 808655104 113837 4928 X 2928 0 2000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SCIENTIFIC GAMES CORP CL A COM 80874P109 28709 3430 X 0 0 3430
SCIENTIFIC LEARNING CORP COM 808760102 2440 2000 X 2000 0 0
SCIENTIFIC TECH INC COM 808799209 4150 1000 X 1000 0 0
SCIOS NOVA INC COM 808905103 11330521 391653 X 311750 0 79903
SCM MICROSYSTEMS COM 784018103 127421 10900 X 10900 0 0
SCOTTS CO CL A COM 810186106 1043784 22800 X 14700 0 8100
SCOTTS CO CL A COM 810186106 480690 10500 X 0 0 10500
SCP POOL CORP COM 784028102 814673 25945 X 22545 0 3400
SCPIE HLDGS INC COM 78402P104 112068 6600 X 6600 0 0
SCRIPPS CO (E.W.) CLASS A 811054204 470137 5725 X 600 0 5125
SEA CONTAINERS LTD CL A COM 811371707 8855 500 X 0 0 500
SEA CONTAINERS LTD CL A COM 811371707 886 50 X 50 0 0
SEABULK INTERNATIONAL INC COM 81169P101 550 100 X 100 0 0
SEACHANGE INTERNATIONAL COM 811699107 8568512 564089 X 564089 0 0
SEACHANGE INTERNATIONAL COM 811699107 7595 500 X 500 0 0
SEACOAST BKG CORP FL CL A COM 811707108 125629 2656 X 2656 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 4202673 213442 X 136600 0 76842
SEACOAST FINL SVCS CORP COM 81170Q106 98450 5000 X 5000 0 0
SEACOR SMIT INC COM 811904101 725200 14800 X 14800 0 0
SEACOR SMIT INC COM 811904101 7350 150 X 150 0 0
SEALED AIR CORP NEW COM 81211K100 929030 19733 X 10274 0 9459
SEALED AIR CORP NEW COM 81211K100 292838 6220 X 6060 0 160
SEARS ROEBUCK & CO COM 812387108 4723761 92135 X 62582 0 29553
SEARS ROEBUCK & CO COM 812387108 1331431 25969 X 25364 0 605
SEATTLE GENETICS INCCOM 812578102 5250 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 154512 5920 X 5920 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 23490 900 X 900 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 12218 450 X 450 0 0
SECTOR SPDR INDUSTRIAL SELECT INDEX 81369Y704 13620 500 X 500 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 87222 4025 X 4025 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 58184 2685 X 2000 0 685
SECURE COMPUTING CORP COM 813705100 10186807 519470 X 519470 0 0
SECURITY CAPITAL GROUP B COM 81413P204 2103567 82590 X 0 0 82590
SEDONA CORP COM 815677109 23250 25000 X 25000 0 0
SEEC INC COM 784110108 3500 2000 X 2000 0 0
SEGUE SOFTWARE INC COM 815807102 103376 36400 X 0 0 36400
SEI INVESTMENT CO COM 784117103 552249 12900 X 12300 0 600
SEI INVESTMENT CO COM 784117103 4281 100 X 100 0 0
SEITEL INC NEW 816074306 233325 25500 X 19400 0 6100
SELECTIVE INS GROUP INC 816300107 15509710 580888 X 376100 0 204788
SELECTIVE INS GROUP INC 816300107 1742709 65270 X 65270 0 0
SEMPRA ENERGY COM 816851109 3914069 155629 X 101371 0 54258
SEMPRA ENERGY COM 816851109 710462 28249 X 7329 0 20920
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SEMTECH CORP COM 816850101 258311 7077 X 4977 0 2100
SEMTECH CORP COM 816850101 189800 5200 X 3800 0 1400
SENECA FOODS CORP CL A COM 817070501 5720 400 X 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 43738 1900 X 1900 0 0
SEPRACOR INC COM 817315104 212760 10967 X 10067 0 900
SEPRACOR INC COM 817315104 27858 1436 X 1436 0 0
SEQUENOM INC COM 817337108 1380 200 X 200 0 0
SERACARE LIFE SCIENCES INC COM 81747Q100 20825 3500 X 3500 0 0
SERENA SOFTWARE COM 817492101 10725 550 X 0 0 550
SERVICE CORP INTERNATIONAL 817565104 7950 1500 X 1500 0 0
SERVICE CORP INTERNATIONAL 817565104 52104 9831 X 9831 0 0
SERVICEMASTER CO COM 81760N109 631483 45926 X 33439 0 12487
SERVICEMASTER CO COM 81760N109 2033501 147891 X 147891 0 0
SFBC INTL INC COM 784121105 26100 1000 X 1000 0 0
SHAW GROUP INC COM 820280105 24516250 891500 X 705700 0 185800
SHAW GROUP INC COM 820280105 242000 8800 X 8800 0 0
SHELBOURNE PPTYS I INC COM 821373107 5040 120 X 120 0 0
SHELBOURNE PPTYS I INC COM 821373107 7056 168 X 168 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 148200 3800 X 3800 0 0
SHERWIN WILLIAMS CO COM 824348106 18485969 649086 X 635704 0 13382
SHERWIN WILLIAMS CO COM 824348106 1767526 62062 X 61912 0 150
SHOE CARNIVAL INC COM 824889109 95062 5800 X 0 0 5800
SHOP AT HOME INC COM 825066301 55 20 X 20 0 0
SHOPKO STORES INC COM 824911101 374670 20700 X 14600 0 6100
SICOR INC COM 825846108 266448 15600 X 15600 0 0
SIEBEL SYSTEMS INC COM 826170102 81507032 2499449 X 2416665 0 82784
SIEBEL SYSTEMS INC COM 826170102 7476364 229266 X 211431 1250 16585
SIERRA HEALTH SVCS INC COM 826322109 262908 20100 X 19350 0 750
SIERRA PACIFIC RESOURCES COM NEW 826428104 86209 5713 X 2413 0 3300
SIERRA PACIFIC RESOURCES COM NEW 826428104 309858 20534 X 5534 0 15000
SIGMA ALDRICH CORP COM 826552101 8789174 187163 X 167300 0 19863
SIGMA ALDRICH CORP COM 826552101 2749978 58560 X 53020 3640 1900
SILGAN HOLDINGS INC COM 827048109 2828813 84619 X 84619 0 0
SILICON GRAPHICS INC COM 827056102 1700 400 X 400 0 0
SILICON LABORATORIES INC COM 826919102 35330 1000 X 0 0 1000
SILICON LABORATORIES INC COM 826919102 60061 1700 X 0 0 1700
SILICON STORAGE TECHNOLOGY COM 827057100 3165 300 X 300 0 0
SILICON VY BANCSHARES COM 827064106 8321775 275100 X 188000 0 87100
SILICONE IMAGE INC COM 82705T102 15372 1800 X 0 0 1800
SIMPLEX SOLUTIONS INC COM 828854109 57098 5750 X 0 0 5750
SIMPSON MFG INC COM 829073105 532005 8700 X 8700 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 4611065 340300 X 224200 0 116100
SIRIUS SATELLITE RADIO INC COM 82966U103 7714 1450 X 1450 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 1330 250 X 250 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SITEL CORP COM 82980K107 3250 1000 X 1000 0 0
SJW CORP COM 784305104 53592 660 X 660 0 0
SKILLSOFT CORP COM 83066P101 50710 2200 X 0 0 2200
SKYLINE CORP COM 830830105 273240 8800 X 6000 0 2800
SKYWEST INC COM 830879102 5369174 215370 X 214770 0 600
SKYWEST INC COM 830879102 9972 400 X 400 0 0
SLADES FERRY BANCORP COM 830896106 81773 5779 X 5779 0 0
SLADES FERRY BANCORP COM 830896106 157872 11157 X 11157 0 0
SLI INC COM 78442T108 67320 26400 X 26400 0 0
SLI INC COM 78442T108 2550 1000 X 1000 0 0
SMARTDISK CORP COM 83169Q105 22606 12559 X 12559 0 0
SMITH A O CORP COM 831865209 455555 17900 X 15600 0 2300
SMITH INTERNATIONAL INC 832110100 93106183 1374261 X 1326486 0 47775
SMITH INTERNATIONAL INC 832110100 9444960 139409 X 131229 75 8105
SMITHFIELD FOODS INC 832248108 1761750 67500 X 61200 0 6300
SMITHFIELD FOODS INC 832248108 26100 1000 X 1000 0 0
SMUCKER (J.M.) CO COM 832696306 33800 1000 X 1000 0 0
SMUCKER (J.M.) CO COM 832696306 378560 11200 X 0 0 11200
SMURFIT-STONE CONTAINER CORP COM 832727101 5231025 305194 X 256594 0 48600
SMURFIT-STONE CONTAINER CORP COM 832727101 56562 3300 X 3050 0 250
SNAP ON INC COM 833034101 795646 23367 X 3913 0 19454
SOCKET COMMUNICATIONS INC COM 833672108 2548 1400 X 1400 0 0
SOFTNET SYS INC COM 833964109 1100 500 X 0 0 500
SOLA INTL INC COM 834092108 267904 18200 X 17300 0 900
SOLECTRON CORP COM 834182107 1613781 206895 X 90294 0 116601
SOLECTRON CORP COM 834182107 170118 21810 X 15610 0 6200
SOLUTIA INC COM 834376105 15553077 1787710 X 1787367 0 343
SOLUTIA INC COM 834376105 321213 36921 X 36721 0 200
SOMANETICS CORP COM 834445405 18250 5000 X 5000 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 19487 650 X 650 0 0
SONIC CORP COM 835451105 738520 28725 X 28725 0 0
SONIC CORP COM 835451105 61704 2400 X 0 0 2400
SONIC FDRY INC COM 83545R108 490 200 X 200 0 0
SONIC SOLUTIONS COM 835460106 7500 1000 X 1000 0 0
SONICWALL INC COM 835470105 182560 14000 X 0 0 14000
SONOCO PRODUCTS CO SO CAROLINA 835495102 17242045 602658 X 555205 0 47453
SONOCO PRODUCTS CO SO CAROLINA 835495102 7192468 251397 X 247926 0 3471
SONOSIGHT INC COM 83568G104 21631 1115 X 1115 0 0
SONUS NETWORKS INC COM 835916107 4454 1700 X 1300 0 400
SOS STAFFING SVCS INC COM 78462X104 1118858 1076860 X 733060 0 343800
SOS STAFFING SVCS INC COM 78462X104 4156 4000 X 4000 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 120375 7500 X 100 0 7400
SOURCE INFORMATION MGMT CO COM 836151209 1076527 204663 X 204663 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SOURCECORP INC COM 836167106 3107361 105370 X 104370 0 1000
SOUTH FINANCIAL GRP INC COM 837841105 604395 29700 X 29700 0 0
SOUTH FINANCIAL GRP INC COM 837841105 4070 200 X 200 0 0
SOUTH JERSEY IND INC COM 838518108 6360638 201605 X 112705 0 88900
SOUTH JERSEY IND INC COM 838518108 131406 4165 X 4165 0 0
SOUTHERN COMPANY COM 842587107 8816349 332818 X 268245 0 64573
SOUTHERN COMPANY COM 842587107 3463250 130738 X 120458 250 10030
SOUTHERN UN CO NEW COM 844030106 843929 46066 X 38916 0 7150
SOUTHERN UN CO NEW COM 844030106 283026 15449 X 15449 0 0
SOUTHTRUST CORP COM 844730101 3759492 142405 X 126887 0 15518
SOUTHTRUST CORP COM 844730101 274454 10396 X 8896 0 1500
SOUTHWEST AIRLINES COM 844741108 5112038 264188 X 252825 0 11363
SOUTHWEST AIRLINES COM 844741108 1854775 95854 X 84239 100 11515
SOUTHWEST BANCORP INC COM 844767103 202660 10000 X 0 0 10000
SOUTHWEST BANCORP OF TEXAS COM 84476R109 3038274 91130 X 91130 0 0
SOUTHWEST GAS CORP COM 844895102 18403750 736150 X 483150 0 253000
SOUTHWEST GAS CORP COM 844895102 32500 1300 X 1300 0 0
SOUTHWESTERN ENERGY COM 845467109 272986 21700 X 18100 0 3600
SOUTHWESTERN ENERGY COM 845467109 75480 6000 X 6000 0 0
SOVEREIGN BANCORP INC COM 845905108 2859119 203496 X 178496 0 25000
SOVEREIGN BANCORP INC COM 845905108 746673 53144 X 11144 0 42000
SPACELABS MED INC COM 846247104 100529 7150 X 7150 0 0
SPECTRALINK CORP COM 847580107 25050 2500 X 0 0 2500
SPECTRASITE HLDGS INC COM 84760T100 535 500 X 500 0 0
SPECTRIAN CORP COM 847608106 1432 100 X 100 0 0
SPEECHWORKS INTL COM 84764M101 678427 86534 X 86534 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2851 100 X 100 0 0
SPHERION CORP COM 848420105 12793635 1157795 X 796695 0 361100
SPHERION CORP COM 848420105 9945 900 X 900 0 0
SPHERIX INC COM 84842R106 11816 1500 X 1500 0 0
SPINNAKER EXPL CO COM 84855W109 335283 8050 X 7650 0 400
SPINNAKER EXPL CO COM 84855W109 12495 300 X 300 0 0
SPRINT CORP COM 852061100 15526766 1015485 X 801900 0 213585
SPRINT CORP COM 852061100 3123930 204312 X 201340 0 2972
SPRINT CORP PCS GROUP COM 852061506 1940293 188561 X 119342 0 69219
SPRINT CORP PCS GROUP COM 852061506 537210 52207 X 51291 0 916
SPS TECHNOLOGIES INC COM 784626103 394041 9300 X 9300 0 0
SPSS INC COM 78462K102 3333231 190036 X 190036 0 0
SPX CORP COM 784635104 1450629 10246 X 4996 0 5250
SPX CORP COM 784635104 228369 1613 X 1613 0 0
ST JOE CO COM 790148100 2602050 86735 X 86735 0 0
ST JOE CO COM 790148100 63000 2100 X 2100 0 0
ST JUDE MEDICAL INC COM 790849103 11535314 149518 X 139263 0 10255
ST JUDE MEDICAL INC COM 790849103 732848 9499 X 9499 0 0
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ST MARY LD & EXPL CO COM 792228108 3172048 146110 X 146110 0 0
STAAR SURGICAL CO COM NEW PAR $0.01 852312305 4470 1000 X 1000 0 0
STAFF LEASING INC COM 852381102 167141 56658 X 0 0 56658
STAMPS.COM INC COM 852857101 3576 800 X 800 0 0
STANCORP FINANCIAL GROUP COM 852891100 66000 1200 X 0 0 1200
STANDARD AUTOMOTIVE CORP COM 853097103 152 800 X 800 0 0
STANDARD COMMERCIAL CORP COM 853258101 17298 900 X 0 0 900
STANDARD COMMERCIAL CORP COM 853258101 39401 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 5430 1000 X 0 0 1000
STANDARD MICROSYSTEMS CORP COM 853626109 2550700 110900 X 110900 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 131400 9000 X 9000 0 0
STANDARD PAC CORP NEW COM 85375C101 694070 24700 X 22600 0 2100
STANDARD REGISTER CO COM 853887107 559588 19900 X 19900 0 0
STANDEX INTL CORP COM 854231107 210012 8600 X 6900 0 1700
STANDEX INTL CORP COM 854231107 40537 1660 X 1660 0 0
STANLEY FURNITURE INC COM 854305208 3234000 100000 X 100000 0 0
STANLEY WKS COM 854616109 5908761 127757 X 121119 0 6638
STANLEY WKS COM 854616109 13826206 298945 X 225280 0 73665
STAPLES INC COM 855030102 74102060 3710669 X 3603318 0 107351
STAPLES INC COM 855030102 5616363 281240 X 276830 0 4410
STARBUCKS CORP COM 855244109 1335156 57724 X 56724 0 1000
STARBUCKS CORP COM 855244109 83268 3600 X 3600 0 0
STARRETT LS CO CL A COM 855668109 796430 36500 X 35100 0 1400
STARRETT LS CO CL A COM 855668109 145758 6680 X 6680 0 0
STARTECH ENVIRONMENTAL COM 855906103 3966 1600 X 1600 0 0
STARTECH ENVIRONMENTAL COM 855906103 2479 1000 X 1000 0 0
STARTEK INC COM 85569C107 231500 10000 X 10000 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 2391582 63589 X 21025 0 42564
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 580962 15447 X 15213 0 234
STATE BANCORP INC NY COM 855716106 123200 7329 X 0 0 7329
STATE STREET CORP COM 857477103 19800565 357540 X 347253 0 10287
STATE STREET CORP COM 857477103 17444811 315002 X 308652 100 6250
STATEN IS BANCORP INC COM 857550107 3141597 159634 X 47400 0 112234
STATEN IS BANCORP INC COM 857550107 216598 11006 X 11006 0 0
STEAK N SHAKE CO COM 857873103 295050 21000 X 21000 0 0
STEEL DYNAMICS INC COM 858119100 539889 32900 X 32900 0 0
STEEL TECHNOLOGIES INC COM 858147101 58004 6800 X 6800 0 0
STEIN MART INC COM 858375108 296296 29600 X 29600 0 0
STEMCELLS INC COM 85857R105 2982 1400 X 1400 0 0
STEMCELLS INC COM 85857R105 4409 2070 X 2070 0 0
STERICYCLE INC COM 858912108 162659 2600 X 0 0 2600
STERIS CORP COM 859152100 82814 3970 X 3970 0 0
STERLING BANCORP COM 859158107 87725 2750 X 0 0 2750
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
STERLING BANCSHARES INC / TX COM 858907108 1908316 142945 X 141145 0 1800
STERLING FINL CORP COM 859317109 9464 400 X 400 0 0
STEWART & STEVENSON SVCS INC COM 860342104 183825 9500 X 0 0 9500
STEWART & STEVENSON SVCS INC COM 860342104 499985 25839 X 10439 0 15400
STEWART INFORMATION SVCS CORP COM 860372101 256000 12800 X 12800 0 0
STILLWATER MINING CO COM 86074Q102 525915 27900 X 27900 0 0
STILWILL FINANCIAL INC COM 860831106 5561116 227077 X 218851 0 8226
STILWILL FINANCIAL INC COM 860831106 1206990 49285 X 44320 0 4965
STONE ENERGY CORP COM 861642106 782750 20200 X 18800 0 1400
STORAGE COMPUTER CORP COM 86211A101 5230 1000 X 1000 0 0
STORAGE TECHNOLOGY CORP COM 862111200 4105760 191500 X 150000 0 41500
STORAGE TECHNOLOGY CORP COM 862111200 8576 400 X 400 0 0
STORAGENETWORKS INC COM 86211E103 44909 12868 X 12868 0 0
STORAGENETWORKS INC COM 86211E103 1571 450 X 450 0 0
STRATOS LIGHTWAVE INC COM 863100103 240970 54518 X 50418 0 4100
STRATTEC SEC CORP COM 863111100 9332 200 X 200 0 0
STRATUS PROPERTIES INC COM 863167201 244 30 X 30 0 0
STRATUS PROPERTIES INC COM 863167201 577 71 X 71 0 0
STRAYER EDUCATION INC COM 863236105 98200 2000 X 0 0 2000
STRIDE-RITE CORP 863314100 304425 36900 X 36900 0 0
STRIDE-RITE CORP 863314100 742830 90040 X 90040 0 0
STRYKER CORP COM 863667101 10538867 174687 X 166862 0 7825
STRYKER CORP COM 863667101 5493831 91063 X 70914 0 20149
STURM RUGER & CO INC 864159108 255420 19800 X 19800 0 0
STURM RUGER & CO INC 864159108 20640 1600 X 1000 0 600
SUFFOLK BANCORP COM 864739107 91360 3200 X 0 0 3200
SUMMIT PPTYS INC COM 866239106 83300 3400 X 1700 0 1700
SUMMIT PPTYS INC COM 866239106 62720 2560 X 2560 0 0
SUN BANCORP INC NJ COM 86663B102 13350 1000 X 1000 0 0
SUN BANCORP INC NJ COM 86663B102 131498 9850 X 9850 0 0
SUN HYDRAULICS COM 866942105 40000 5000 X 5000 0 0
SUN HYDRAULICS COM 866942105 4000 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 16586530 1880559 X 1444017 0 436542
SUN MICROSYSTEMS INC COM 866810104 5953606 675012 X 503782 1175 170055
SUNGARD DATA SYS INC COM 867363103 3972160 120478 X 17078 0 103400
SUNGARD DATA SYS INC COM 867363103 1959869 59444 X 21654 0 37790
SUNOCO INC COM 86764P109 500285 12504 X 8109 0 4395
SUNOCO INC COM 86764P109 208132 5202 X 5202 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 847241 31080 X 30680 0 400
SUNRISE ASSISTED LIVING INC COM 86768K106 27805 1020 X 1020 0 0
SUNTRUST BANKS INC COM 867914103 14026312 210195 X 186938 0 23257
SUNTRUST BANKS INC COM 867914103 8688113 130198 X 126379 0 3819
SUPERIOR ENERGY SVCS INC COM 868157108 15090 1500 X 1500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SUPERIOR FINANCIAL CORP COM 868161100 9626639 581670 X 386642 0 195028
SUPERIOR INDS INTL INC COM 868168105 92682 1900 X 400 0 1500
SUPERIOR TELECOM INC COM 868365107 95 100 X 100 0 0
SUPERTEX INC COM 868532102 983807 46275 X 35800 0 10475
SUPERVALU INC 868536103 1103492 42771 X 17243 0 25528
SUPERVALU INC 868536103 441180 17100 X 15650 0 1450
SUPPORT.COM INC COM 868587106 6342 2100 X 0 0 2100
SURGICARE INC COM 868823105 402 200 X 200 0 0
SURMODICS INC COM 868873100 4660840 106900 X 106900 0 0
SUSQUEHANNA BANCSHARES INC PA COM 869099101 695232 28400 X 28400 0 0
SWIFT ENERGY CO COM 870738101 2474320 125600 X 125600 0 0
SWIFT TRANSN INC COM 870756103 5139999 234489 X 234489 0 0
SWIFT TRANSN INC COM 870756103 105216 4800 X 0 0 4800
SWS GROUP INC COM 78503N107 248792 12286 X 12286 0 0
SYBASE INC COM 871130100 10012319 573115 X 398015 0 175100
SYBASE INC COM 871130100 279031 15972 X 11489 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 548730 27300 X 27300 0 0
SYBRON DENTAL SPECIALTIES COM 871142105 2673 133 X 133 0 0
SYCAMORE NETWORKS COM 871206108 90155 22824 X 21824 0 1000
SYCAMORE NETWORKS COM 871206108 14220 3600 X 3600 0 0
SYKES ENTERPRISES INC COM 871237103 58140 6000 X 6000 0 0
SYLVAN LEARNING SYS INC COM 871399101 5199978 184070 X 181070 0 3000
SYLVAN LEARNING SYS INC COM 871399101 253996 8991 X 391 0 8600
SYMANTEC CORP COM 871503108 1272977 30890 X 18650 0 12240
SYMBOL TECHNOLOGIES INC COM 871508107 677367 60264 X 59664 0 600
SYMBOL TECHNOLOGIES INC COM 871508107 336054 29898 X 29798 100 0
SYMMETRICOM INC COM 871543104 99969 16150 X 16150 0 0
SYMS CORP 871551107 569 100 X 100 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 143765 6962 X 6962 0 0
SYNAPTICS INC COM 87157D109 3450 200 X 200 0 0
SYNAVANT INC COM 87157A105 2322 689 X 676 0 13
SYNAVANT INC COM 87157A105 11893 3529 X 3479 0 50
SYNCOR INTL CORP COM 87157J106 512300 18800 X 17800 0 1000
SYNERGY BRANDS INC COM 87159E303 1000 1000 X 1000 0 0
SYNOPSYS INC 871607107 69777 1265 X 500 0 765
SYNOPSYS INC 871607107 76010 1378 X 1378 0 0
SYNOVUS FINL CORP 87161C105 996025 32678 X 31070 0 1608
SYNOVUS FINL CORP 87161C105 685800 22500 X 22500 0 0
SYNTROLEUM CORP COM 871630109 2380 400 X 400 0 0
SYSCO CORP COM 871829107 80774925 2708750 X 2612582 0 96168
SYSCO CORP COM 871829107 34403513 1153706 X 1057272 600 95834
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 820418 62200 X 24400 0 37800
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 7914 600 X 0 0 600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SABRE GROUP HOLDGS COM 785905100 15975 342 X 342
SAFECO CORP COM 786429100 10499 328 X 328
SAFEWAY INC COM 786514208 57941 1287 X 1287
SANGSTAT MEDICAL CORP COM 801003104 1799 67 X 67
SANMINA SCI CORP COM 800907107 18859 1605 X 1605
SAPIENT CORPORATION COM 803062108 1539 324 X 324
SARA LEE COM 803111103 41707 2009 X 2009
SBC COMMUNICATIONS, INC. COM 78387G103 2713389 72473 X 72473
SBC COMMUNICATIONS, INC. COM 78387G103 322808 8622 X 8622
SCHERING-PLOUGH CORP COM 806605101 117532 3755 X 3755
SCHLUMBERGER LTD COM 806857108 217634 3700 X 3700
SCHLUMBERGER LTD COM 806857108 86877 1477 X 1477
SCHWAB CHARLES CORP NEW COM 808513105 45880 3505 X 3505
SCIENTIFIC-ATLANTA INC COM 808655104 9263 401 X 401
SCIOS, INC COM 808905103 1360 47 X 47
SEALED AIR CORPORATION COM 81211K100 10122 215 X 215
SEARS ROEBUCK & CO COM 812387108 1317639 25700 X 25700
SEARS ROEBUCK & CO COM 812387108 42400 827 X 827
SEMPRA ENERGY COM 816851109 13355 531 X 531
SEPRACOR INC COM 817315104 1897 98 X 98
SHERWIN WILLIAMS CO COM 824348106 11278 396 X 396
SIEBEL SYSTEMS INC COM 826170102 47074 1444 X 1444
SIGMA ALDRICH CORP COM 826552101 8827 188 X 188
SMURFIT-STONE CONTAINER CORP COM 832727101 1711 100 X 100
SNAP ON TOOLS CORP COM 833034101 5073 149 X 149
SOLECTRON CORP COM 834182107 57720 7400 X 7400
SOLECTRON CORP COM 834182107 16419 2105 X 2105
SOUTHERN CO COM 842587107 47232 1783 X 1783
SOUTHTRUST CORP COM 844730101 23197 879 X 879
SOUTHWEST AIRLINES CO COM 844741108 37984 1963 X 1963
SPEECHWORKS INTERNATIONAL COM 84764M101 4938 643 X 643
SPRINT CORP. (PCS GROUP) COM 852061506 26013 2528 X 2528
SPRINT CORPORATION (FON GROUP) COM 852061100 34785 2275 X 2275
ST JUDE MEDICAL INC COM 790849103 17204 223 X 223
ST PAUL COMPANIES INC COM 792860108 24392 532 X 532
STANDARD MICROSYSTEMS CORP COM 853626109 1035 45 X 45
STANLEY WORKS COM 854616109 10129 219 X 219
STAPLES INC COM 855030102 28380 1424 X 1424
STARBUCKS CORP COM 855244109 32645 1412 X 1412
STARWD HTLS & RES WLWD PAIRED COM 85590A203 19068 507 X 507
STATE STREET CORP COM 857477103 46242 835 X 835
STILLWELL FINANCIAL INC WI COM 860831106 14718 601 X 601
STRYKER CORP COM 863667101 30406 504 X 504
SUN MICROSYSTEMS INC COM 866810104 82273 9328 X 9328
SUNOCO, INC. COM 86764P109 8082 202 X 202
SUNTRUST BANKS INCORPORATED COM 867914103 61392 920 X 920
SUPER VALU INC COM 868536103 8824 342 X 342
SYMBOL TECHNOLOGIES INC COM 871508107 6800 605 X 605
SYNOVUS FINANCIAL CORP COM 87161C105 22769 747 X 747
SYSCO CORP COM 871829107 50992 1710 X 1710
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
T ROWE PRICE GROUP INC COM 74144T108 683183 17549 X 15382 0 2167
T ROWE PRICE GROUP INC COM 74144T108 116790 3000 X 2000 0 1000
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 701490 34900 X 26400 0 8500
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 24120 1200 X 1200 0 0
TALBOTS INC COM 874161102 5073882 143330 X 134630 0 8700
TALBOTS INC COM 874161102 40037 1131 X 1131 0 0
TALK AMER HLDGS INC COM 87426R103 215 500 X 500 0 0
TANNING TECHNOLOGY CORP COM 87588P101 654211 451180 X 451180 0 0
TARGET CORP COM 87612E106 248708786 5767829 X 5573583 0 194246
TARGET CORP COM 87612E106 63468845 1471912 X 1413391 1725 56796
TASTY BAKING CO COM 876553306 33938 1875 X 1875 0 0
TB WOODS CORP COM 872226105 2028598 271930 X 181597 0 90333
TBC CORP COM 872180104 233450 16100 X 15100 0 1000
TCF FINL CORP COM 872275102 465862 8855 X 55 0 8800
TCF FINL CORP COM 872275102 63132 1200 X 1200 0 0
TECH DATA CORP COM 878237106 595882 12985 X 0 0 12985
TECH DATA CORP COM 878237106 110733 2413 X 2325 0 88
TECHNE CORP COM 878377100 1187578 43075 X 30100 0 12975
TECHNE CORP COM 878377100 16542 600 X 600 0 0
TECHNITROL INC COM 878555101 576928 24200 X 24200 0 0
TECHNITROL INC COM 878555101 286080 12000 X 12000 0 0
TECHNOLOGY RESH CORP COM 878727304 35134 22667 X 22667 0 0
TECO ENERGY INC COM 872375100 9749775 340544 X 323237 0 17307
TECO ENERGY INC COM 872375100 9057816 316375 X 309450 0 6925
TECUMSEH PRODS CO CL A COM 878895200 1353820 25400 X 25000 0 400
TEJON RANCH CO COM 879080109 156500 5000 X 5000 0 0
TEKELEC COM 879101103 57300 5000 X 0 0 5000
TEKTRONIX INC COM 879131100 715360 30235 X 17779 0 12456
TEKTRONIX INC COM 879131100 85862 3629 X 3029 0 600
TELAXIS COMM CORP COM 879202109 10800 10000 X 10000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 387309 23360 X 23360 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 39162 2362 X 2044 0 318
TELEFLEX INC COM 879369106 339829 6216 X 5916 0 300
TELEFLEX INC COM 879369106 32802 600 X 600 0 0
TELEPHONE & DATA SYS INC COM 879433100 104576 1185 X 685 0 500
TELEPHONE & DATA SYS INC COM 879433100 13238 150 X 150 0 0
TELETECH HOLDINGS INC COM 879939106 13430 1000 X 1000 0 0
TELLABS INC COM 879664100 3195308 305187 X 235590 0 69597
TELLABS INC COM 879664100 747663 71410 X 40660 0 30750
TELLIUM INC COM 87967E107 15246 6600 X 500 0 6100
TEMPLE-INLAND INC COM 879868107 753185 13279 X 5949 0 7330
TEMPLE-INLAND INC COM 879868107 355237 6263 X 6045 0 218
TENET HEALTHCARE CORP COM 88033G100 105376015 1572307 X 1478250 0 94057
TENET HEALTHCARE CORP COM 88033G100 2285985 34109 X 30384 0 3725
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
TENNANT CO COM 880345103 79648 1900 X 0 0 1900
TENNANT CO COM 880345103 83840 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 364 91 X 91 0 0
TENNECO AUTOMOTIVE INC COM 880349105 5500 1375 X 1375 0 0
TERADYNE COM 880770102 29191606 740340 X 712290 0 28050
TERADYNE COM 880770102 605251 15350 X 5350 0 10000
TERAYON COMMUNICATION SYS COM 880775101 69494 8195 X 8195 0 0
TERAYON COMMUNICATION SYS COM 880775101 84800 10000 X 0 0 10000
TEREX CORP NEW 880779103 20844048 922303 X 620430 0 301873
TESORO PETROLEUM CORP 881609101 120830 8600 X 200 0 8400
TETRA TECH INC COM 88162G103 4481630 313620 X 219220 0 94400
TETRA TECHNOLOGIES INC DEL COM 88162F105 336980 11600 X 10100 0 1500
TEXAS BIOTECHNOLOGY CORP COM 88221T104 2460 400 X 400 0 0
TEXAS INDUSTRIES INC 882491103 2147756 52130 X 46230 0 5900
TEXAS INDUSTRIES INC 882491103 136372 3310 X 3310 0 0
TEXAS INSTRUMENTS COM 882508104 215489606 6510260 X 6230828 0 279432
TEXAS INSTRUMENTS COM 882508104 43153529 1303732 X 1160207 1450 142075
TEXAS REGIONAL BANCSHARES INC CL A 882673106 10789172 247118 X 165158 0 81960
TEXTRON INC COM 883203101 36188765 708195 X 669039 0 39156
TEXTRON INC COM 883203101 7830360 153236 X 142159 425 10652
TF FINL CORP COM 872391107 23200 1000 X 0 0 1000
THERAGENICS CORP COM 883375107 210870 21300 X 21300 0 0
THERMA-WAVE INC COM 88343A108 4367234 302440 X 302440 0 0
THERMO ELECTRON CORPORATION COM 883556102 7503410 361959 X 271812 0 90147
THERMO ELECTRON CORPORATION COM 883556102 2216431 106919 X 100332 700 5887
THIRD WAVE TECHNOLOGIES COM 88428W108 335 100 X 100 0 0
THOMAS & BETTS CORP COM 884315102 1093041 51656 X 41874 0 9782
THOMAS & BETTS CORP COM 884315102 1310820 61948 X 61748 0 200
THOMAS INDS INC COM 884425109 11408963 390050 X 269950 0 120100
THOMAS NELSON INC 640376109 123930 10200 X 10200 0 0
THOR INDS INC COM 885160101 482460 10200 X 10200 0 0
THORATEC CORPORATION COM 885175307 10019677 915039 X 777939 0 137100
THORNBURG MORTGAGE INC COM 885218107 60120 3000 X 3000 0 0
THQ INC COM 872443403 962360 19600 X 17800 0 1800
THREE RIVERS BANCORP INC COM 88562Q107 5772 426 X 426 0 0
THREE-FIVE SYSTEMS INC 88554L108 228228 15400 X 15400 0 0
TIBCO SOFTWARE INC COM 88632Q103 36456 3100 X 200 0 2900
TICKETMASTER CL B 88633P203 201144 6800 X 4900 0 1900
TICKETS.COM INC COM 88633M200 1938 625 X 625 0 0
TIDEWATER INC COM 886423102 173635 4100 X 0 0 4100
TIDEWATER INC COM 886423102 143990 3400 X 3400 0 0
TIFFANY & CO NEW 886547108 1337818 37632 X 25592 0 12040
TIFFANY & CO NEW 886547108 88875 2500 X 2500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
TIMBERLINE SOFTWARE CORP COM 887134104 28400 4000 X 4000 0 0
TIME WARNER TELECOM CL A COM 887319101 122 20 X 20 0 0
TIMKEN CO COM 887389104 1030322 44622 X 44460 0 162
TITAN CORP COM 888266103 4516981 218740 X 214740 0 4000
TITAN CORP COM 888266103 8260 400 X 400 0 0
TITAN INTL INC COM 88830M102 75990 14900 X 14900 0 0
TIVO INC COM 888706108 1060 200 X 200 0 0
TJX COS INC NEW COM 872540109 58996786 1474551 X 1378159 0 96392
TJX COS INC NEW COM 872540109 3938224 98431 X 85531 0 12900
TMP WORLDWIDE INC COM 872941109 497712 14439 X 10357 0 4082
TOLL BROS INC COM 889478103 1959105 39300 X 26900 0 12400
TOLL BROS INC COM 889478103 608170 12200 X 0 0 12200
TOLLGRADE COMMUNICATIONS INC COM 889542106 2111586 86152 X 86152 0 0
TOM BROWN INC COM 115660201 4610151 168870 X 168870 0 0
TOMPKINS TRUSTCO INC COM 890110109 647432 15342 X 7422 0 7920
TOMPKINS TRUSTCO INC COM 890110109 91068 2158 X 2158 0 0
TOO INC COM 890333107 664764 22542 X 22542 0 0
TOO INC COM 890333107 118373 4014 X 114 0 3900
TOOTSIE ROLL INDUSTRIES COM 890516107 13974 295 X 195 0 100
TOOTSIE ROLL INDUSTRIES COM 890516107 449349 9486 X 8711 0 775
TOPPS INC COM 890786106 5605440 583900 X 360100 0 223800
TORCH ENERGY ROYALTY TRUST COM 891013104 3375 500 X 500 0 0
TORCHMARK CORP COM 891027104 13460607 334093 X 298668 0 35425
TORCHMARK CORP COM 891027104 2544878 63164 X 62264 0 900
TORO CO COM 891092108 727120 12200 X 11000 0 1200
TOTAL SYS SVCS INC COM 891906109 7545 300 X 300 0 0
TOUCH AMER HLDGS INC COM 891539108 98298 25800 X 25800 0 0
TOUCH AMER HLDGS INC COM 891539108 75568 19834 X 17434 0 2400
TOWER AUTOMOTIVE INC COM 891707101 484054 34600 X 34600 0 0
TOYS-R-US INC 892335100 11957014 665758 X 636460 0 29298
TOYS-R-US INC 892335100 516979 28785 X 28785 0 0
TRANSATLANTIC HLDG INC COM 893521104 3388107 41258 X 41146 0 112
TRANSATLANTIC HLDG INC COM 893521104 1914874 23318 X 20168 0 3150
TRANSKARYOTIC THERAPIES INC COM 893735100 5616303 130460 X 130460 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 29299821 881728 X 827275 0 54453
TRANSOCEAN SEDCO FOREX INC COM G90078109 2310449 69529 X 63506 0 6023
TRANSPRO INC COM 893885103 17280 4000 X 0 0 4000
TRANSTECHNOLOGY CORP 893889105 1013915 113923 X 89123 0 24800
TRANSWITCH CORP COM 894065101 22983 7050 X 2550 0 4500
TRAVIS BOATS & MOTORS INC COM 894363100 535688 214275 X 214275 0 0
TRC COS INC COM 872625108 5370558 218760 X 218760 0 0
TRC COS INC COM 872625108 7365 300 X 300 0 0
TREDEGAR CORPORATION 894650100 512380 27400 X 27400 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
TREMONT CORP COM 894745207 19586 700 X 700 0 0
TRENWICK GROUP LTD COM G9032C109 237705 26500 X 26500 0 0
TRENWICK GROUP LTD COM G9032C109 51129 5700 X 0 0 5700
TRIAD GTY INC COM 895925105 30429 700 X 0 0 700
TRIAD HOSPS INC COM 89579K109 2315046 67337 X 67237 0 100
TRIAD HOSPS INC COM 89579K109 208446 6063 X 263 0 5800
TRIARC COS INC CL A COM 895927101 414192 14899 X 11799 0 3100
TRIBUNE CO NEW COM 896047107 27738010 610163 X 591752 0 18411
TRIBUNE CO NEW COM 896047107 26789260 589293 X 555250 0 34043
TRICO MARINE SVCS INC COM 896106101 8770 1000 X 1000 0 0
TRICON GLOBAL RESTAURANTS INC COM 895953107 4383930 74582 X 44379 0 30203
TRICON GLOBAL RESTAURANTS INC COM 895953107 2078284 35357 X 32179 40 3138
TRIGON HEALTHCARE INC COM 89618L100 2445140 33123 X 14423 0 18700
TRIGON HEALTHCARE INC COM 89618L100 50567 685 X 593 0 92
TRIMBLE NAV LTD 896239100 307655 18500 X 18500 0 0
TRIMERIS INC COM 896263100 10800 250 X 250 0 0
TRINITY INDUSTRIES INC COM 896522109 43758 1800 X 0 0 1800
TRIQUINT SEMICONDUCTOR INC COM 89674K103 133311 11100 X 5100 0 6000
TRIQUINT SEMICONDUCTOR INC COM 89674K103 7206 600 X 600 0 0
TRITON PCS HOLDINGS INC CL A COM 89677M106 210424 20650 X 0 0 20650
TRIUMPH GROUP INC COM 896818101 552720 14100 X 11400 0 2700
TRIZETTO GROUP INC COM 896882107 3056819 251590 X 251590 0 0
TROY FINANICIAL CORP COM 897329108 175959 6615 X 0 0 6615
TROY FINANICIAL CORP COM 897329108 139650 5250 X 0 0 5250
TRUST CO NJ JERSEY CITY NEW COM 898304100 56760 2400 X 2400 0 0
TRUSTCO BK CORP NY 898349105 1788900 138567 X 119925 0 18642
TRUSTCO BK CORP NY 898349105 2363821 183100 X 128820 0 54280
TRUSTMARK CORP COM 898402102 25260 1000 X 0 0 1000
TRW INC COM 872649108 1872993 36390 X 28178 0 8212
TRW INC COM 872649108 2382598 46291 X 41931 0 4360
TULARIK INC COM 899165104 1644 100 X 100 0 0
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 735 202 X 202 0 0
TUPPERWARE CORP COM 899896104 404450 17778 X 7728 0 10050
TUPPERWARE CORP COM 899896104 48731 2142 X 2142 0 0
TURNSTONE SYSTEMS INC COM 900423104 6734 1400 X 0 0 1400
TWEETER HOME ENTMT GROUP INC COM 901167106 79764 4080 X 4080 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 8798 450 X 450 0 0
TXU CORP COM 873168108 23616512 433251 X 411995 0 21256
TXU CORP COM 873168108 9764049 179124 X 141396 200 37528
TYCO INTL LTD NEW COM 902124106 291170298 9008982 X 8621618 130 387234
TYCO INTL LTD NEW COM 902124106 57972158 1793693 X 1702645 800 90248
TYSON FOODS INC CL A COM 902494103 496242 39763 X 29463 0 10300
TYSON FOODS INC CL A COM 902494103 624 50 X 50 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
T ROWE PRICE GROUP INC COM 74144T108 12338 317 X 317
TARGET CORP COM 87612E106 99866 2316 X 2316
TECHNOLOGY SOLUTIONS COMPANY COM 87872T108 1750 1000 X 1000
TECO ENERGY INC COM 872375100 10250 358 X 358
TEKTRONIX INC COM 879131100 5584 236 X 236
TELLABS INC COM 879664100 13014 1243 X 1243
TEMPLE INLAND INC COM 879868107 7203 127 X 127
TENET HEALTHCARE CORP COM 88033G100 55962 835 X 835
TERADYNE INC COM 880770102 18296 464 X 464
TEVA PHARMACEUTICALS COM 881624209 74570 1364 X 1364
TEXAS INSTRUMENTS INC. COM 882508104 2398989 72477 X 72477
TEXAS INSTRUMENTS INC. COM 882508104 147063 4443 X 4443
TEXTRON INC. COM 883203101 18498 362 X 362
THE BEAR STEARNS COMPANIES INC. COM 073902108 15123 241 X 241
THE CHUBB CORPORATION COM 171232101 31872 436 X 436
THE PEPSI BOTTLING GROUP COM 713409100 18833 728 X 728
THERMO ELECTRON CORP COM 883556102 9453 456 X 456
THOMAS & BETTS CORP COM 884315102 2687 127 X 127
TIFFANY & CO COM 886547108 13331 375 X 375
TJX COMPANIES INCORPORATED COM 872540109 28007 700 X 700
TMP WORLDWIDE INC COM 872941109 99722 2893 X 2893
TORCHMARK CORP COM 891027104 12853 319 X 319
TOYS "R" US INC COM 892335100 9142 509 X 509
TRANSOCEAN SEDCO FOREX INC COM G90078109 27182 818 X 818
TRIBUNE CO NEW COM 896047107 34731 764 X 764
TRICON GLOBAL RESTAURANTS COM 895953107 21984 374 X 374
TRW INC COM 872649108 16676 324 X 324
TUPPERWARE CORP COM 899896104 3390 149 X 149
TXU CORPORATION COM 873168108 33742 619 X 619
TYCO INTERNATIONAL LTD COM 902124106 3193216 98800 X 98800
TYCO INTERNATIONAL LTD COM 902124106 165381 5117 X 5117
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
U S INDUSTRIES INC COM 912080108 832 219 X 218 0 1
U S INDUSTRIES INC COM 912080108 570 150 X 0 0 150
U S LABORATORIES INC COM 90333T105 67100 5000 X 0 0 5000
U S LIME & MINERALS INC COM 911922102 3952 800 X 800 0 0
U.S. PLASTIC LUMBER CO COM 902948108 57124 129827 X 129827 0 0
UAL CORP COM 902549500 37713 2308 X 2308 0 0
UAL CORP COM 902549500 817 50 X 50 0 0
UBIQUITEL INC COM 903474302 63578 25950 X 0 0 25950
UCAR INTL INC COM 90262K109 6596610 464550 X 296700 0 167850
UCBH HLDGS INC COM 90262T308 716002 19900 X 13800 0 6100
UGI CORPORATION COM 902681105 902592 28800 X 27200 0 1600
UGI CORPORATION COM 902681105 273128 8715 X 8165 0 550
UIL HLDG CORP COM 902748102 1002980 17263 X 15900 0 1363
UIL HLDG CORP COM 902748102 540098 9296 X 8796 0 500
ULTICOM INC COM 903844108 31324 4100 X 4100 0 0
ULTIMATE ELECTRONICS INC COM 903849107 4964009 176970 X 176970 0 0
ULTRALIFE BATTERIES INC COM 903899102 8112 2400 X 2400 0 0
ULTRATECH STEPPER INC COM 904034105 334880 16100 X 16100 0 0
UMB FINL CORP COM 902788108 235240 5486 X 4831 0 655
UNIFIRST CORP COM 904708104 25317751 1006670 X 679870 0 326800
UNILAB CORP COM 904763208 36885 1500 X 0 0 1500
UNION BANKSHARES INC COM 905400107 109440 4800 X 4800 0 0
UNION BANKSHARES INC COM 905400107 212086 9302 X 9302 0 0
UNION FINL BANCSHARES INC COM 906611108 10006 944 X 944 0 0
UNION PACIFIC CORP COM 907818108 28423706 457414 X 407413 0 50001
UNION PACIFIC CORP COM 907818108 26817760 431570 X 412040 0 19530
UNION PLANTERS CORP COM 908068109 1020970 21544 X 20071 0 1473
UNION PLANTERS CORP COM 908068109 87008 1836 X 1336 0 500
UNIROYAL TECHNOLOGY CORP COM 909163107 21000 42000 X 0 0 42000
UNISOURCE ENERGY CORP COM 909205106 500001 24438 X 24438 0 0
UNISOURCE ENERGY CORP COM 909205106 6834 334 X 334 0 0
UNISYS CORP COM 909214108 1172620 92844 X 88956 0 3888
UNISYS CORP COM 909214108 268046 21223 X 21223 0 0
UNIT CORP COM 909218109 473711 25900 X 25900 0 0
UNITED BANKSHARES INC W VA COM 909907107 959725 32500 X 32500 0 0
UNITED BANKSHARES INC W VA COM 909907107 118120 4000 X 4000 0 0
UNITED FIRE & CAS CO COM 910331107 6099045 185100 X 123200 0 61900
UNITED GLOBAL COM CL A 913247508 1623 300 X 300 0 0
UNITED NAT FOODS INC COM 911163103 12341161 495430 X 324481 0 170949
UNITED NATL BANCORP NJ COM 910909100 69600 3000 X 3000 0 0
UNITED NATL BANCORP NJ COM 910909100 2043363 88076 X 88076 0 0
UNITED PARCEL SERVICE CL B COM 911312106 11653354 191667 X 180161 0 11506
UNITED PARCEL SERVICE CL B COM 911312106 8660717 142446 X 97283 0 45163
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 PARK CITY MINES CO COM 911315208 23130 1000 X 1000 0 0
UNITED RENTALS INC COM 911363109 109920 4000 X 0 0 4000
UNITED RENTALS INC COM 911363109 198790 7234 X 4182 0 3052
UNITED RETAIL GROUP INC COM 911380103 194880 28000 X 28000 0 0
UNITED STATES CELLULAR CORP COM 911684108 220375 5375 X 0 0 5375
UNITED STATIONERS INC COM 913004107 9630232 252762 X 250062 0 2700
UNITED STS STL CORP COM 912909108 188252 10372 X 7477 0 2895
UNITED STS STL CORP COM 912909108 12033 663 X 563 100 0
UNITED SURGICAL PARTNERS COM 913016309 55680 2400 X 0 0 2400
UNITED TECHNOLOGIES CORP COM 913017109 262369122 3535972 X 3402328 0 133644
UNITED TECHNOLOGIES CORP COM 913017109 53411238 719828 X 674229 250 45349
UNITEDHEALTH GROUP INC COM 91324P102 6752395 88359 X 53553 0 34806
UNITEDHEALTH GROUP INC COM 91324P102 3061844 40066 X 31894 0 8172
UNITIL CORP COM 913259107 60746 2288 X 2288 0 0
UNITIL CORP COM 913259107 1758035 66216 X 66216 0 0
UNITRIN INC COM 913275103 512550 12750 X 12750 0 0
UNITRIN INC COM 913275103 2276325 56625 X 55909 0 716
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 13200 500 X 500 0 0
UNIVERSAL CORP COM 913456109 49200 1250 X 0 0 1250
UNIVERSAL FST PRODS INC COM 913543104 358350 15000 X 15000 0 0
UNIVERSAL HEALTH SVC CL B COM 913903100 2565338 62190 X 190 0 62000
UNIVISION COMMUNICATIONS INC COM 914906102 1249374 29747 X 22197 0 7550
UNIVISION COMMUNICATIONS INC COM 914906102 85302 2031 X 2031 0 0
UNOCAL CORP COM 915289102 5954949 152887 X 86954 0 65933
UNOCAL CORP COM 915289102 1645209 42239 X 40239 0 2000
UNOVA INC COM 91529B106 8756 1100 X 1100 0 0
UNOVA INC COM 91529B106 34849 4378 X 1310 0 3068
UNUMPROVIDENT CORP COM 91529Y106 22702733 812844 X 720271 0 92573
UNUMPROVIDENT CORP COM 91529Y106 3328334 119167 X 98956 873 19338
URBAN OUTFITTERS INC COM 917047102 16345 700 X 0 0 700
URBAN OUTFITTERS INC COM 917047102 46700 2000 X 2000 0 0
UROLOGIX INC COM 917273104 96301 5300 X 0 0 5300
URS CORP NEW COM 903236107 408930 12900 X 12900 0 0
US AIRWAYS GROUP NC COM 911905107 50375 7810 X 6514 0 1296
US AIRWAYS GROUP NC COM 911905107 12900 2000 X 2000 0 0
US BANCORP DEL COM 902973304 167206640 7408358 X 7000278 0 408080
US BANCORP DEL COM 902973304 18179796 805485 X 780336 1050 24099
US LEC CORP CL-A COM 90331S109 2840 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 4683925 531660 X 531660 0 0
US UNWIRED INC CL A COM 90338R104 2548198 461630 X 455730 0 5900
USA EDUCATION INC COM 90390U102 5639833 57667 X 42097 0 15570
USA EDUCATION INC COM 90390U102 1388075 14193 X 12243 0 1950
USA NETWORKS INC COM 902984103 577102 18165 X 5240 0 12925
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
USFREIGHTWAYS CORP COM 916906100 7761360 219000 X 151900 0 67100
USG CORP COM NEW 903293405 2100 300 X 300 0 0
UST INC COM 902911106 733480 18841 X 10563 0 8278
UST INC COM 902911106 211585 5435 X 5435 0 0
UTI WORLDWIDE INC COM G87210103 2693592 136040 X 136040 0 0
UTSTARCOM INC COM 918076100 497059 18950 X 200 0 18750
UTSTARCOM INC COM 918076100 13115 500 X 500 0 0
UNILEVER NV NY SHARE COM 904784709 83,269 1,466 X 1,466
UNION PACIFIC CORP COM 907818108 39,583 637 X 637
UNION PLANTERS CORP COM 908068109 17,203 363 X 363
UNISYS CORP COM 909214108 10,331 818 X 818
UNITED STATES STEEL CORP COM 912909108 4,156 229 X 229
UNITED TECHNOLOGIES CORP COM 913017109 89,188 1,202 X 1,202
UNITEDHEALTH GROUP INC COM 91324P102 61,136 800 X 800
UNIVISION
COMMUNICATION INC COM 914906102 22,638 539 X 539
UNOCAL CORPORATION COM 915289102 24,383 626 X 626
UNUMPROVIDENT CORP COM 91529Y106 17,345 621 X 621
US AIR GROUP COM 911905107 1,129 175 X 175
US BANCORP COM 902973304 140,340 6,218 X 6,218
USA EDUCATION INC COM 90390U102 39,316 402 X 402
USA NETWORKS, INC COM 902984103 6,352 200 X 200
UST INC COM 902911106 16,506 424 X 424
V F CORP COM 918204108 2197835 50817 X 25554 0 25263
V F CORP COM 918204108 454558 10510 X 10360 0 150
VA SOFTWARE CORP COM 91819B105 170 100 X 100 0 0
VA SOFTWARE CORP COM 91819B105 204 120 X 120 0 0
VAIL RESORTS INC COM 91879Q109 25476 1200 X 0 0 1200
VALASSIS COMMUNICATIONS INC COM 918866104 297451 7700 X 0 0 7700
VALASSIS COMMUNICATIONS INC COM 918866104 370848 9600 X 0 0 9600
VALENCE TECHNOLOGY INC COM 918914102 101565 33300 X 33300 0 0
VALERO ENERGY CO COM 91913Y100 1218043 24597 X 100 0 24497
VALERO ENERGY CO COM 91913Y100 111420 2250 X 500 0 1750
VALLEY NATIONAL BANCORP 919794107 498950 14207 X 14207 0 0
VALLEY NATIONAL BANCORP 919794107 3019477 85976 X 85976 0 0
VALMONT INDS INC 920253101 11077773 618870 X 438370 0 180500
VALSPAR CORP 920355104 18824 400 X 400 0 0
VALUECLICK INC COM 92046N102 510341 193311 X 193311 0 0
VALUEVISION INTL INC CL A COM 92047K107 962800 46400 X 46400 0 0
VANS INC COM 921930103 2405351 205410 X 201410 0 4000
VARCO INTL INC DEL COM 922122106 3000629 149285 X 120000 0 29285
VARCO INTL INC DEL COM 922122106 6030 300 X 0 0 300
VARIAN INC COM 922206107 259889 6850 X 5950 0 900
VARIAN INC COM 922206107 30352 800 X 800 0 0
VARIAN MED SYS INC COM 92220P105 2094080 51200 X 50200 0 1000
VARIAN MED SYS INC COM 92220P105 155420 3800 X 3800 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 7677450 170610 X 170390 0 220
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 49500 1100 X 1100 0 0
VASTERA INC COM 92239N109 22245 1500 X 0 0 1500
VAXGEN INC NEW COM 922390208 28550 2500 X 2000 0 500
VECTREN CORP COM 92240G101 476909 18564 X 18085 0 479
VECTREN CORP COM 92240G101 395754 15405 X 15405 0 0
VEECO INSTRS INC DEL COM 922417100 724850 20710 X 20710 0 0
VELCRO INDS N V COM 922571104 114500 10000 X 10000 0 0
VENTAS INC COM 92276F100 3390 268 X 268 0 0
VERISIGN INC COM 92343E102 9581355 354865 X 345465 0 9400
VERISIGN INC COM 92343E102 180900 6700 X 2200 0 4500
VERISITY LTD COM M97385112 371217 16550 X 0 0 16550
VERITAS DGC INC COM 92343P107 380475 22500 X 22200 0 300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
VERITAS SOFTWARE CO COM 923436109 8673475 197889 X 178265 0 19624
VERITAS SOFTWARE CO COM 923436109 375842 8575 X 5610 0 2965
VERITY INC COM 92343C106 632944 35800 X 25300 0 10500
VERIZON COMMUNICATIONS COM 92343V104 239078703 5186089 X 4797291 500 388298
VERIZON COMMUNICATIONS COM 92343V104 113082655 2452986 X 2331373 570 121043
VERTEL CORPORATION COM 924907108 62 200 X 200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 581717 20880 X 20880 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2786 100 X 100 0 0
VERTICAL NET COM 92532L107 700 1000 X 0 0 1000
VESTA INS GROUP INC COM 925391104 1392000 232000 X 164900 0 67100
VIACOM INC CL A COM 925524100 439344 9040 X 9040 0 0
VIACOM INC CL A COM 925524100 815265 16775 X 6775 0 10000
VIACOM INC CL B COM 925524308 82820468 1712228 X 1582696 0 129532
VIACOM INC CL B COM 925524308 4529270 93638 X 80701 0 12937
VIAD CORP COM 92552R109 801444 28623 X 28623 0 0
VIAD CORP COM 92552R109 173208 6186 X 400 0 5786
VIANT CORP COM 92553N107 2680 2000 X 2000 0 0
VIASAT INC COM 92552V100 270586 19300 X 19300 0 0
VIASAT INC COM 92552V100 28040 2000 X 2000 0 0
VIASYS HEALTHCARE INC COM 92553Q209 1273834 56640 X 38646 0 17994
VIASYS HEALTHCARE INC COM 92553Q209 258050 11474 X 10672 101 701
VICAL INC COM 925602104 9250 1000 X 1000 0 0
VICOR CORP COM 925815102 518830 30700 X 25900 0 4800
VICOR CORP COM 925815102 40560 2400 X 2400 0 0
VIGNETTE CORP COM 926734104 349136 101493 X 101493 0 0
VIISAGE TECHNOLOGY COM 92675K106 2623220 378040 X 378040 0 0
VINTAGE PETE INC COM 927460105 9514061 647215 X 421115 0 226100
VINTAGE PETE INC COM 927460105 234171 15930 X 30 0 15900
VION PHARMACEUTICALS INC COM 927624106 26650 6500 X 6000 0 500
VIRCO MFG CORP COM 927651109 13997 1452 X 0 0 1452
VIROLOGIC INC COM 92823R201 3034 1296 X 1296 0 0
VIROLOGIC INC COM 92823R201 281 120 X 120 0 0
VIROPHARMA INC COM 928241108 7126 1400 X 1400 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 182999 8997 X 5182 0 3815
VISHAY INTERTECHNOLOGY INC COM 928298108 40680 2000 X 2000 0 0
VISIONICS CORPORATION COM 92831E101 2253216 192090 X 192090 0 0
VISTA BANCORP INC COM 92830R103 17415 645 X 645 0 0
VISTA GOLD CORP COM 927926105 1100 10000 X 10000 0 0
VISTEON CORP COM 92839U107 14509368 876699 X 814565 0 62134
VISTEON CORP COM 92839U107 1478693 89347 X 88837 0 510
VISUAL DATA CORP COM 928428200 124570 157683 X 157683 0 0
VISUAL NETWORKS INC COM 928444108 959322 326300 X 326300 0 0
VISX INC DEL COM 92844S105 4127495 233720 X 223520 0 10200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
VITAL SIGNS INC COM 928469105 339296 9200 X 9200 0 0
VITALWORKS INC COM 928483106 7313 1250 X 1250 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 298204 30429 X 29929 0 500
VITESSE SEMICONDUCTOR CORP COM 928497106 81242 8290 X 6140 0 2150
VIVUS INC COM 928551100 44300 5000 X 5000 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 201420 10800 X 10800 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 187 10 X 10 0 0
VORNADO OPERATING CO COM 92904N103 10 10 X 10 0 0
VULCAN MATERIALS CO COM 929160109 13062376 274766 X 257091 0 17675
VULCAN MATERIALS CO COM 929160109 2132359 44854 X 44854 0 0
VERISIGN INC W/S COM 92343E102 4185 155 X 155
VERITAS SOFTWARE CO COM 923436109 59625 1361 X 1361
VERIZON COMMUNICATIONS COM 92343V104 317815 6962 X 6962
VFC CORP COM 918204108 12326 285 X 285
VIACOM INC. CL-B COM 925524308 193480 4000 X 4000
VIASYS HEALTHCARE INC COM 92553Q209 1574 70 X 70
VISTEON CORP COM 92839U107 5975 361 X 361
VITESSE SEMICONDUCTOR COM 928497106 6377 652 X 652
VIVUS INC COM 928551100 88500 10000 X 10000
VULCAN MATERIALS CO COM 929160109 12360 260 X 260
W HOLDING CO INC COM 929251106 5295 300 X 300 0 0
W P CAREY & CO LLC COM 92930Y107 263309 11330 X 11330 0 0
W P CAREY & CO LLC COM 92930Y107 481672 20726 X 20726 0 0
W.R. GRACE & CO COM 38388F108 1760 800 X 500 0 300
W.R. GRACE & CO COM 38388F108 660 300 X 0 0 300
WABASH NATL CORP COM 929566107 165330 16700 X 15500 0 1200
WABASH NATL CORP COM 929566107 6930 700 X 700 0 0
WACHOVIA CORP 2ND "NEW" COM 929903102 32683202 881424 X 725025 0 156399
WACHOVIA CORP 2ND "NEW" COM 929903102 18462614 497913 X 462947 0 34966
WACKENHUT CORP SER B COM 929794303 26056 800 X 0 0 800
WACKENHUT CORRECTIONS CORP COM 929798106 6000 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 5000244 164050 X 162450 0 1600
WADDELL & REED FINANCIAL INC COM A 930059100 76322 2504 X 2504 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 36300 4400 X 4400 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 2723 330 X 330 0 0
WAL-MART STORES INC 931142103 189142315 3085519 X 2721790 0 363729
WAL-MART STORES INC 931142103 72293052 1179332 X 1034276 2600 142456
WALGREEN CO COM 931422109 87715332 2238207 X 2128609 0 109598
WALGREEN CO COM 931422109 47233826 1205252 X 1134042 13000 58210
WALLACE COMPUTER SERVICES INC COM 932270101 8080 400 X 400 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 32320 1600 X 1600 0 0
WALTER INDS INC COM 93317Q105 19755 1500 X 0 0 1500
WARREN BANCORP INC COM 934710104 123600 10300 X 10300 0 0
WASHINGTON FED INC COM 938824109 1233556 51527 X 48849 0 2678
WASHINGTON FED INC COM 938824109 31385 1311 X 1311 0 0
WASHINGTON MUTUAL INC COM 939322103 49164092 1483975 X 1298323 0 185652
WASHINGTON MUTUAL INC COM 939322103 8458553 255314 X 239830 0 15484
WASHINGTON POST CO CL B COM 939640108 288339 475 X 140 0 335
WASHINGTON POST CO CL B COM 939640108 586998 967 X 967 0 0
WASHINGTON TR BANCORP INC COM 940610108 423667 21816 X 21816 0 0
WASHINGTON TR BANCORP INC COM 940610108 1176075 60560 X 60560 0 0
WASTE CONNECTIONS INC COM 941053100 6042188 180310 X 180310 0 0
WASTE MGMT INC DEL COM 94106L109 32294547 1185121 X 1086628 0 98493
WASTE MGMT INC DEL COM 94106L109 2059228 75568 X 72810 0 2758
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
WATER PIK TECHNOLOGIES INC COM 94113U100 15184 1496 X 1441 0 55
WATERS CORP COM 941848103 21997985 786485 X 600690 0 185795
WATERS CORP COM 941848103 492747 17617 X 13377 0 4240
WATSCO INC CL B COM 942622101 10926 607 X 607 0 0
WATSCO INC COM 942622200 7660631 429167 X 429167 0 0
WATSON PHARMACEUTICALS INC COM 942683103 618248 22822 X 17222 0 5600
WATSON PHARMACEUTICALS INC COM 942683103 35217 1300 X 1300 0 0
WATSON WYATT & CO HLDGS 942712100 2735000 100000 X 100000 0 0
WATTS INDS INC CL A 942749102 320880 19100 X 19100 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 12645 991 X 991 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 62167 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 27694 11350 X 11350 0 0
WD-40 CO COM 929236107 414090 13748 X 8148 0 5600
WD-40 CO COM 929236107 78312 2600 X 2600 0 0
WEATHERFORD INTL INC NEW COM 947074100 88878 1866 X 251 0 1615
WEATHERFORD INTL INC NEW COM 947074100 209572 4400 X 0 0 4400
WEBEX COMMUNICATIONS INC COM 94767L109 2422921 147290 X 147290 0 0
WEBMD CORPORATION COM 94769M105 29952 3900 X 3800 0 100
WEBMETHODS INC COM 94768C108 2663586 154590 X 151190 0 3400
WEBSENSE INC COM 947684106 39627 1575 X 0 0 1575
WEBSENSE INC COM 947684106 108188 4300 X 0 0 4300
WEBSTER FINANCIAL CORP COM 947890109 19512708 521312 X 402332 0 118980
WEBSTER FINANCIAL CORP COM 947890109 1764974 47154 X 36348 0 10806
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 189961 4965 X 130 0 4835
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 3826 100 X 100 0 0
WEIS MARKETS INC COM 948849104 151750 5000 X 1000 0 4000
WEIS MARKETS INC COM 948849104 13263 437 X 337 0 100
WELLMAN INC COM 949702104 427700 26000 X 22900 0 3100
WELLMAN INC COM 949702104 10035 610 X 610 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 6890240 108218 X 101574 0 6644
WELLPOINT HEALTH NETWORKS INC COM 94973H108 454986 7146 X 7146 0 0
WELLS FARGO & CO NEW COM 949746101 326360112 6606480 X 6339796 0 266684
WELLS FARGO & CO NEW COM 949746101 63676501 1288998 X 1230946 2214 55838
WENDYS INTL INC COM 950590109 420075 12009 X 7457 0 4552
WENDYS INTL INC COM 950590109 139920 4000 X 4000 0 0
WERNER ENTERPRISES INC COM 950755108 7291082 348023 X 345773 0 2250
WEST CORPORATION COM 952355105 3948514 124795 X 112170 0 12625
WEST PHARMACEUTICAL SVCS INC COM 955306105 18777545 618700 X 380700 0 238000
WESTAFF INC COM 957070105 991336 436712 X 316512 0 120200
WESTAMERICA BANCORPORATION COM 957090103 4812795 112580 X 111480 0 1100
WESTBANK CORP COM 957116106 158 14 X 14 0 0
WESTERN DIGITAL CORP COM 958102105 3115 500 X 500 0 0
WESTERN DIGITAL CORP COM 958102105 623 100 X 100 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
WESTERN GAS RES INC COM 958259103 3473743 93330 X 93330 0 0
WESTERN RES INC COM 959425109 135536 7903 X 4103 0 3800
WESTERN RES INC COM 959425109 63455 3700 X 3700 0 0
WESTERN WIRELESS CORP CL A COM 95988E204 41235 4718 X 4118 0 600
WESTERN WIRELESS CORP CL A COM 95988E204 16606 1900 X 1900 0 0
WESTPOINT STEVENS INC CL A COM 961238102 111 50 X 50 0 0
WET SEAL INC CL A COM 961840105 533817 15300 X 14200 0 1100
WET SEAL INC CL A COM 961840105 66291 1900 X 0 0 1900
WEYERHAEUSER CO COM 962166104 20749395 330089 X 304260 0 25829
WEYERHAEUSER CO COM 962166104 10380072 165130 X 160415 50 4665
WGL HLDGS INC COM 92924F106 15900180 591965 X 590315 0 1650
WGL HLDGS INC COM 92924F106 2475659 92169 X 89769 0 2400
WHIRLPOOL CORP COM 963320106 1779882 23559 X 9693 0 13866
WHIRLPOOL CORP COM 963320106 781791 10348 X 7310 0 3038
WHITE MTNS INS GROUP LTD COM G9618E107 2752838 7970 X 7720 0 250
WHITE MTNS INS GROUP LTD COM G9618E107 34540 100 X 0 0 100
WHITNEY HOLDING CORP 966612103 1037088 20800 X 17900 0 2900
WHOLE FOODS MKT INC COM 966837106 2538080 55550 X 39650 0 15900
WHOLE FOODS MKT INC COM 966837106 285563 6250 X 5450 0 800
WILD OATS MKTS INC COM 96808B107 13309 1575 X 1575 0 0
WILD OATS MKTS INC COM 96808B107 1901 225 X 225 0 0
WILEY JOHN & SONS INC CL A COM 968223206 115280 4400 X 0 0 4400
WILLIAMS COAL SEAM GAS RTY TR 969450105 15818 1336 X 1336 0 0
WILLIAMS COS INC COM 969457100 54262167 2303148 X 2199085 0 104063
WILLIAMS COS INC COM 969457100 5082340 215719 X 197719 175 17825
WILLIAMS SONOMA INC COM 969904101 467718 10170 X 500 0 9670
WILLIAMS SONOMA INC COM 969904101 156366 3400 X 0 0 3400
WILLIS LEASE FINANCE COM 970646105 1485020 317312 X 207112 0 110200
WILMINGTON TRUST CORPORATION COM 971807102 1309449 19454 X 19454 0 0
WILMINGTON TRUST CORPORATION COM 971807102 222123 3300 X 2600 0 700
WILSON GREATBATCH TECHNOLOGIES INC 972232102 33423 1300 X 400 0 900
WILSONS LEATHER EXPERTS INC COM 972463103 119600 10000 X 0 0 10000
WIND RIV SYS INC COM 973149107 31257 2300 X 600 0 1700
WIND RIV SYS INC COM 973149107 13590 1000 X 1000 0 0
WINFIELD CAP CORP COM 973859101 821 600 X 0 0 600
WINN DIXIE STORES INC COM 974280109 228394 14239 X 13667 0 572
WINN DIXIE STORES INC COM 974280109 36956 2304 X 2304 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 667641 15900 X 14800 0 1100
WINSTON HOTELS INC COM 97563A102 5640 600 X 600 0 0
WINTRUST FINL CORP COM 97650W108 110256 4800 X 0 0 4800
WINTRUST FINL CORP COM 97650W108 172275 7500 X 7500 0 0
WIRE ONE TECHNOLOGIES INC COM 976521104 9500 2000 X 0 0 2000
WIRELESS FACILITIES INC COM 97653A103 960 160 X 160 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
WIRELESS TELECOM GROUP INC COM 976524108 12960 4000 X 0 0 4000
WISCONSIN ENERGY CORP 976657106 9750696 391909 X 372859 0 19050
WISCONSIN ENERGY CORP 976657106 4370222 175652 X 175015 0 637
WISER OIL COM 977284108 688 130 X 130 0 0
WMS INDUSTRIES INC COM 929297109 450300 23700 X 23700 0 0
WOLVERINE TUBE INC COM 978093102 104835 12050 X 1100 0 10950
WOLVERINE WORLD WIDE INC COM 978097103 536705 29900 X 27875 0 2025
WOMENS GOLF UNLIMITED INC COM 97815W100 98 81 X 81 0 0
WOODHEAD INDS INC 979438108 3560 200 X 200 0 0
WOODWARD GOVERNOR CO COM 980745103 550400 8000 X 8000 0 0
WOODWARD GOVERNOR CO COM 980745103 61370 892 X 892 0 0
WORKFLOW MGMT INC COM 98137N109 880922 145607 X 145607 0 0
WORLD ACCEP CORP SC NEW COM 981419104 56862 8100 X 0 0 8100
WORLD AWYS INC COM 98142H105 560 700 X 700 0 0
WORLD HEART CORP COM 980905103 1029 300 X 300 0 0
WORLDCOM INC - MCI GROUP COM 98157D304 40974 6933 X 6373 0 560
WORLDCOM INC - MCI GROUP COM 98157D304 36612 6195 X 5722 26 447
WORLDCOM INC/WORLDCOM GROUP COM 98157D106 9050459 1342798 X 806811 0 535987
WORLDCOM INC/WORLDCOM GROUP COM 98157D106 2817644 418048 X 386522 662 30864
WORLDGATE COMMUNICATIONS INC COM 98156L307 1310 1000 X 1000 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 342328 22287 X 16655 0 5632
WORTHINGTON INDUSTRIES INC COM 981811102 210109 13679 X 11654 0 2025
WPS RESOURCES CORP COM 92931B106 261684 6635 X 5835 0 800
WPS RESOURCES CORP COM 92931B106 597516 15150 X 15150 0 0
WRIGHT MEDICAL GROUP INC COM 98235T107 2948609 146770 X 146770 0 0
WRIGLEY WM JR CO COM 982526105 2976297 55830 X 45248 0 10582
WRIGLEY WM JR CO COM 982526105 1080114 20261 X 16461 0 3800
WYETH COM 983024100 268212944 4085498 X 3891764 0 193734
WYETH COM 983024100 202956384 3091491 X 2936637 150 154704
W W GRAINGER INC COM 384802104 13495 240 X 240
WALGREEN CO COM 931422109 102521 2616 X 2616
WAL-MART STORES INC COM 931142103 700667 11432 X 11432
WASHINGTON MUTUAL, INC. COM 939322103 81831 2470 X 2470
WASTE MANAGEMENT INC (NEW) COM 94106L109 4409050 161800 X 161800
WASTE MANAGEMENT INC (NEW) COM 94106L109 46025 1689 X 1689
WATERS CORPORATION COM 941848103 9398 336 X 336
WATSON PHARMACEUTICALS INC COM 942683103 7396 273 X 273
WELLPOINT HEALTH NETWORKS NEW COM 94973H108 23558 370 X 370
WELLS FARGO & COMPANY (NEW) COM 949746101 214791 4348 X 4348
WENDYS INTERNATIONAL INC COM 950590109 9375 268 X 268
WEYERHAEUSER CO COM 962166104 34887 555 X 555
WHIRLPOOL CORP COM 963320106 12995 172 X 172
WILLIAMS COMPANIES COM 969457100 31146 1322 X 1322
WINN-DIXIE STORES INC COM 974280109 5790 361 X 361
WORLDCOM COM 98157D106 55720 8267 X 8267
WORTHINGTON INDUSTRIES COM 981811102 3364 219 X 219
WRIGLEY WM JR CO COM 982526105 30813 578 X 578
X-RITE INC COM 983857103 122400 15300 X 15300 0 0
XCEL ENERGY INC COM 98389B100 12715256 501588 X 466001 0 35587
XCEL ENERGY INC COM 98389B100 4036202 159219 X 146635 0 12584
XEROX CORP COM 984121103 3736636 347594 X 274994 0 72600
XEROX CORP COM 984121103 2167415 201620 X 195620 0 6000
XICOR INC COM 984903104 10630 1000 X 0 0 1000
XILINX INC COM 983919101 11720235 294035 X 275725 0 18310
XILINX INC COM 983919101 694561 17425 X 13105 0 4320
XM SATELLITE RADIO HLDG INC CL A COM 983759101 275 20 X 20 0 0
XOMA LTD COM G9825R107 12885 1500 X 1500 0 0
XTO ENERGY INC COM 98385X106 15220496 759127 X 597027 0 162100
XYBERNAUT COM 984149104 6688 4180 X 4180 0 0
XCEL ENERGY INC COM 98389B100 22460 886 X 886
XEROX CORP COM 984121103 19855 1847 X 1847
XILINX INC COM 983919101 48466 1215 X 1215
XL CAPITAL LTD CL-A COM G98255105 31739 340 X 340
XO COMMUNICATIONS INC COM 983764101 15 200 X 200
YAHOO INC COM 984332106 1139599 61700 X 57140 0 4560
YAHOO INC COM 984332106 599111 32437 X 9349 0 23088
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
YANKEE CANDLE CO COM 984757104 10987 475 X 475 0 0
YANKEE CANDLE CO COM 984757104 16191 700 X 700 0 0
YELLOW CORP COM 985509108 546273 20700 X 17800 0 2900
YORK INTL CORP NEW COM 986670107 134625 3750 X 0 0 3750
YOUNG BROADCASTING CORP CL A COM 987434107 9110929 364583 X 219583 0 145000
YAHOO] INC COM 984332106 159913 8658 X 8658
YAHOO] INC COM 984332106 31018 1683 X 1683
ZALE CORP COM 988858106 1111669 27381 X 26681 0 700
ZALE CORP COM 988858106 40641 1001 X 1001 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1379295 25500 X 22700 0 2800
ZEBRA TECHNOLOGIES CORP CL A 989207105 43272 800 X 800 0 0
ZENITH NATL INS CORP COM 989390109 375074 12845 X 12845 0 0
ZIMMER HLDGS INC COM 98956P102 8045470 236284 X 217343 0 18941
ZIMMER HLDGS INC COM 98956P102 7665234 225117 X 213772 320 11025
ZIONS BANCORP COM 989701107 529637 8936 X 8696 0 240
ZIXIT CORP COM 98974P100 80196 12300 X 12300 0 0
ZOLL MED CORP COM 989922109 3242880 84450 X 84450 0 0
ZOLL MED CORP COM 989922109 61786 1609 X 1609 0 0
ZOLTEK COS INC COM 98975W104 12610 6500 X 0 0 6500
ZIMMER HOLDINGS INC COM 98956P102 14948 439 X 439
ZIONS BANCORPORATION COM 989701107 13926 235 X 235
1-800-FLOWERS.COM INC COM 68243Q106 2384 175 X 175 0 0
1ST CONSTITUTION BANCORP COM 31986N102 11178 486 X 486 0 0
3 COM CORP COM 885535104 657375 107590 X 107590 0 0
3 COM CORP COM 885535104 19399 3175 X 3175 0 0
3DO COMPANY COM 88553W105 6707 6575 X 6575 0 0
3TEC ENERGY CORP 88575R308 5084310 298200 X 226700 0 71500
4 KIDS ENTMT INC COM 350865101 175296 8800 X 8800 0 0
99 CENTS ONLY STORES 65440K106 310976 8111 X 0 0 8111
99 CENTS ONLY STORES 65440K106 86227 2249 X 0 0 2249
3COM CORP COM 885535104 857 141 X 141
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY FOREIGN STLMT
------------------------------
CORUS ENTMT INC CL B COM 220874101 23 1 X 1 0 0
DOMTAR INC COM 257561100 1067 98 X 98 0 0
ENBRIDGE INC COM 29250N105 22392 800 X 0 0 800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 13465 500 X 500 0 0
ABBY NATIONAL PLC CL A PFD 8.75% 002920205 5130 200 X 200 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 237630 26700 X 0 0 26700
ABN AMRO HLDG N V SPONSORED ADR 000937102 1113236 58715 X 29385 0 29330
ABN AMRO HLDG N V SPONSORED ADR 000937102 100488 5300 X 0 0 5300
ACCENTURE LTD COM G1150G111 77430 2900 X 800 0 2100
ACCENTURE LTD COM G1150G111 133500 5000 X 5000 0 0
ACE LTD COM G0070K103 20346306 487921 X 429338 0 58583
ACE LTD COM G0070K103 1728465 41450 X 39450 0 2000
ADB SYS INTL INC COM 00088N104 520 2000 X 0 0 2000
AEGON N.V. AMERICAN REGISTERED SHS 007924103 2199673 90003 X 72106 0 17897
AEGON N.V. AMERICAN REGISTERED SHS 007924103 1447655 59233 X 53669 0 5564
AGNICO EAGLE MINES LTD 008474108 13 1 X 1 0 0
AIR CANADA CL A NON VTG COM 008911307 616 200 X 200 0 0
AKTIEBOLAGET ELECTROLUX ADR 010198208 257040 7200 X 0 0 7200
AKZO NOBEL NV SPONSORED ADR 010199305 183027 3900 X 400 0 3500
AKZO NOBEL NV SPONSORED ADR 010199305 65702 1400 X 1400 0 0
ALBERTA ENERGY LTD COM 012873105 210720 4800 X 0 0 4800
ALCAN INC 013716105 1889558 47680 X 25236 0 22444
ALCAN INC 013716105 771319 19463 X 18788 0 675
ALCATEL ADR 013904305 149904 10579 X 1029 0 9550
ALCATEL ADR 013904305 761921 53770 X 47270 0 6500
ALLIANCE ATLANTIS COMM CL B COM 01853E204 1692000 150000 X 150000 0 0
ALLIED IRISH BKS ADR 019228402 456432 19018 X 9800 0 9218
ALLIED IRISH BKS ADR 019228402 82680 3445 X 3445 0 0
ALVARION LIMITED COM M0861T100 88200 35280 X 35280 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 1470176 74027 X 74027 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 150936 7600 X 6600 0 1000
AMERSHAM PLC SPONS ADR 030719108 55972 1027 X 0 0 1027
ANANGEL-AMERN SHIPHOLDINGS LTD ADR 032721201 29880 6000 X 6000 0 0
ANANGEL-AMERN SHIPHOLDINGS LTD ADR 032721201 498 100 X 100 0 0
ANGLO AMERICAN PLC ADR 03485P102 126275 7667 X 3211 0 4456
ANGLO AMERICAN PLC ADR 03485P102 17623 1070 X 1070 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 397592 15790 X 490 0 15300
ANGLOGOLD LTD SPONSORED ADR 035128206 7781 309 X 309 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 2683458 138680 X 135980 0 2700
ARACRUZ CELULOSE SA 038496204 585944 28375 X 0 0 28375
ARCADIS N V COM 03923E107 69998 7650 X 7650 0 0
ASAT HLDGS LTD SPONSORED ADR 00208B105 43175 20175 X 300 0 19875
ASM INTL NV COM N07045102 60053 2300 X 600 0 1700
ASML HOLDING NV COM N07059111 107696 4245 X 2945 0 1300
ASML HOLDING NV COM N07059111 46097 1817 X 1817 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1179647 23788 X 3079 0 20709
ASTRAZENECA PLC SPONSORED ADR 046353108 180756 3645 X 1945 0 1700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 99540 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 1287206 18723 X 11200 0 7523
AVENTIS SPONSORED ADR 053561106 186313 2710 X 1010 0 1700
AXA ADR 054536107 474750 21147 X 6092 0 15055
AXA ADR 054536107 131377 5852 X 4800 0 1052
BALLARD PWR SYSTEMS INC COM 05858H104 178777 5812 X 5712 0 100
BALLARD PWR SYSTEMS INC COM 05858H104 64996 2113 X 2113 0 0
BANCO COMERCIAL PORTUGUES SP ADR 059479303 16910 950 X 950 0 0
BANCO COMERCIAL PORTUGUES SP ADR 059479303 18281 1027 X 1027 0 0
BANCO SANTANDER CEN SPONSORED ADR 05964H105 103293 12566 X 508 0 12058
BANCO SANTANDER CEN SPONSORED ADR 05964H105 17903 2178 X 2178 0 0
BANK MONTREAL QUE 063671101 53879 2220 X 2220 0 0
BARCLAYS BANK PLC PFD 06738C836 253813 10100 X 10100 0 0
BARCLAYS BANK PLC PFD 06738C836 55286 2200 X 2200 0 0
BARCLAYS PLC ADR 06738E204 418449 3391 X 0 0 3391
BARRICK GOLD CORP COM 067901108 1534615 82684 X 56449 0 26235
BARRICK GOLD CORP COM 067901108 48609 2619 X 1559 0 1060
BASF AG SPONS ADR 055262505 220482 5400 X 5400 0 0
BAYER A G ADR 072730302 3384 100 X 100 0 0
BAYER A G ADR 072730302 42300 1250 X 1250 0 0
BCE INC COM 05534B109 125137 7102 X 7102 0 0
BCE INC COM 05534B109 40878 2320 X 2320 0 0
BEMA GOLD CORP COM 08135F107 3200 5000 X 5000 0 0
BENNETT ENVIRONMENTAL INC COM 081906109 1611 100 X 100 0 0
BG GROUP PLC SPONSORED ADR 055434203 8563 384 X 384 0 0
BG GROUP PLC SPONSORED ADR 055434203 19802 888 X 888 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 186342 15224 X 0 0 15224
BHP BILLITON LTD SPONSORED ADR 088606108 15031 1228 X 1228 0 0
BIOMIRA INC COM 09161R106 12381 3570 X 3570 0 0
BOUYGUES OFFSHORE SA ADR 102112109 8240 400 X 400 0 0
BP PLC SPONSORED ADR 055622104 394217745 7424063 X 7242077 82 181904
BP PLC SPONSORED ADR 055622104 212501156 4001905 X 3796187 3201 202517
BRITISH AMERN TOB PLC ADR 110448107 270104 14112 X 8307 0 5805
BRITISH AMERN TOB PLC ADR 110448107 18949 990 X 990 0 0
BRITISH AWYS PLC ADR 110419306 11096865 316150 X 316150 0 0
BRITISH AWYS PLC ADR 110419306 286592 8165 X 7965 0 200
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 72500 1000 X 1000 0 0
BT GROUP PLC ADR 05577E101 40140 999 X 999 0 0
BT GROUP PLC ADR 05577E101 8036 200 X 200 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 13188 300 X 300 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 984 100 X 100 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 29717 3020 X 20 0 3000
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 3695828 133183 X 110763 0 22420
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2833636 102113 X 97863 0 4250
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
CANADA LIFE FINL CORP COM 135113108 572364 22758 X 22758 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 73450 2069 X 2069 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 35500 1000 X 1000 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 801059 16034 X 3402 0 12632
CANADIAN NATIONAL RAILWAY CO COM 136375102 21583 432 X 320 0 112
CANADIAN NATIONAL RESOURCES COM 136385101 99 3 X 3 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 396651 10677 X 2000 0 8677
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 371500 10000 X 10000 0 0
CAPITAL ENVIRO RESOURCES INC COM 14008M104 1493587 257515 X 253115 0 4400
CELANESE AG COM D1497A101 9351 450 X 0 0 450
CELLTECH GROUP PLC SPONSORED ADR 151158102 11291 612 X 612 0 0
CEMEX SA SPONSORED ADR 151290889 91485 3097 X 0 0 3097
CEMEX SA SPONSORED ADR 151290889 2954 100 X 100 0 0
CERAGON NETWORKS LTD COM M22013102 465 150 X 150 0 0
CGI GROUP INC COM CL A 39945C109 21124 3463 X 0 0 3463
CHARTERED SEMICONDUCTOR ADR 16133R106 47173 1753 X 1253 0 500
CHARTERED SEMICONDUCTOR ADR 16133R106 20398 758 X 758 0 0
CHICAGO BRIDGE & IRON NY SHR COM 167250109 11930202 401420 X 396820 0 4600
CHINA EASTN AIRLS LTD SP ADR 16937R104 1405 100 X 100 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 3090 200 X 200 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 4635 300 X 300 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 1630 100 X 100 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 50530 3100 X 3100 0 0
CHINA UNICOM ADR 16945R104 19200 2000 X 2000 0 0
COCA COLA FEMSA S A SPONSORED ADR 191241108 81780 3000 X 3000 0 0
COCA COLA FEMSA S A SPONSORED ADR 191241108 147204 5400 X 5400 0 0
COGNOS INC COM 19244C109 290613 10587 X 0 0 10587
COMPANHIA VALE SPONSORED ADR 204412100 135150 5100 X 0 0 5100
CORE LABORATORIES N V COM N22717107 2147580 145500 X 142100 0 3400
CORUS GROUP PLC SPONSORED ADR 22087M101 92025 7500 X 7500 0 0
CP RAILWAY LIMITED COM 13645T100 42133 1967 X 1967 0 0
CP RAILWAY LIMITED COM 13645T100 77733 3629 X 3020 0 609
CP SHIPS LTD COM 22409V102 11119 925 X 925 0 0
CP SHIPS LTD COM 22409V102 7561 629 X 325 0 304
CRH PLC ADR 12626K203 459681 25285 X 24500 0 785
CRH PLC ADR 12626K203 18180 1000 X 1000 0 0
CRYSTALLEX INTL CORP COM 22942F101 2189 1100 X 1100 0 0
DAIMLERCHRYSLER AG COM D1668R123 606779 13475 X 13475 0 0
DAIMLERCHRYSLER AG COM D1668R123 310842 6903 X 5955 0 948
DANKA BUSINESS SYSTEMS PLC ADR 236277109 19200 5000 X 5000 0 0
DASSAULT SYS SA ADR 237545108 1133 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 96856 2118 X 2118 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 92649 2026 X 2026 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
DENBURY RESOURCES INC COM 247916208 84800 10000 X 10000 0 0
DENBURY RESOURCES INC COM 247916208 594 70 X 70 0 0
DENISON INTERNATIONAL PLC ADR 248335101 7689357 394326 X 385726 0 8600
DENISON INTERNATIONAL PLC ADR 248335101 29250 1500 X 1500 0 0
DEUTSCHE BANK AG COM D18190898 362057 5622 X 0 0 5622
DEUTSCHE BANK AG COM D18190898 109802 1705 X 705 0 1000
DEUTSCHE TELE 251566105 226962 15151 X 11976 0 3175
DEUTSCHE TELE 251566105 232924 15549 X 15549 0 0
DIAGEO PLC SPONSORED ADR NEW 25243Q205 1392291 26535 X 15571 0 10964
DIAGEO PLC SPONSORED ADR NEW 25243Q205 110187 2100 X 0 0 2100
DORAL FINL CORP COM 25811P100 27160 800 X 0 0 800
DORAL FINL CORP COM 25811P100 88270 2600 X 0 0 2600
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 6086 1700 X 1700 0 0
E. ON AG SPONSORED ADR 268780103 104485 2069 X 150 0 1919
ECI TELECOM LTD ORD COM 268258100 109076 26800 X 200 0 26600
ELAN PLC ADR 284131208 2950325 212101 X 195333 0 16768
ELAN PLC ADR 284131208 2348384 168827 X 164084 350 4393
ELSEVIER NV SPONSORED ADR 290259100 218362 8160 X 8160 0 0
EMBRATEL PARTICIPACOES ADR 29081N100 1380 400 X 400 0 0
ENDESA SPONSORED ADR 29258N107 675184 45284 X 14975 0 30309
ENDESA SPONSORED ADR 29258N107 102879 6900 X 0 0 6900
ENI S P A ADR 26874R108 679359 9429 X 1000 0 8429
ENI S P A ADR 26874R108 100870 1400 X 0 0 1400
EPCOS AG SPONSORED ADR 29410P107 4600 100 X 100 0 0
ERICSSON L M TEL CO ADR CL B 294821400 2865892 685620 X 479234 0 206386
ERICSSON L M TEL CO ADR CL B 294821400 1287963 308125 X 299865 1800 6460
ESPIRITO SANTO FINL GRP ADR 29665F200 3516 200 X 200 0 0
FAHNESTOCK VINER HLDNGS INC COM CL A 302921101 224910 9000 X 0 0 9000
FAIRMONT HOTELS COM 305204109 26178 925 X 925 0 0
FAIRMONT HOTELS COM 305204109 23206 820 X 520 0 300
FIRST BANCORP PR COM 318672102 616321 21326 X 12326 0 9000
FIRST SERVICE CORP VTG COM 33761N109 2755504 124402 X 124402 0 0
FLAMEL TECHNOLOGIES SPONSORED ADR 338488109 4838 2250 X 2250 0 0
FLETCHER CHALLENGE LTD 339324402 339 300 X 300 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 108761970 5959560 X 5778213 0 181347
FLEXTRONICS INTERNATIONAL LTD Y2573F102 8426846 461745 X 401870 1750 58125
FORDING INC COM 345426100 2267 116 X 116 0 0
FORDING INC COM 345426100 15417 789 X 589 0 200
FRANCE TELECOM COM 35177Q105 32174 1058 X 0 0 1058
FRANCE TELECOM CVG COM 35177Q204 3126 300 X 300 0 0
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 53720 2666 X 2352 0 314
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 15254 757 X 443 0 314
FRONTLINE LTD COM G3682E127 7840 700 X 0 0 700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
FUJI PHOTO FILM LTD UNSPONSORED ADR 359586302 138440 4381 X 0 0 4381
GALLAHER GROUP PLC SPONSORED ADR 363595109 1031372 33421 X 18421 0 15000
GALLAHER GROUP PLC SPONSORED ADR 363595109 3138308 101695 X 100695 0 1000
GEMPLUS INTL S A ADS 36866Y102 718 200 X 200 0 0
GIVEN IMAGING LTD COM M52020100 5470 500 X 0 0 500
GLAMIS GOLD LTD COM 376775102 21839 4082 X 4082 0 0
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 18069291 384453 X 365720 0 18733
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 12700951 270233 X 260376 50 9807
GLOBAL LIGHT TELECOMM INC COM 37934X100 133 100 X 100 0 0
GOLD FIELDS LIMITED ADR 38059T106 8336 800 X 800 0 0
GOLDCORP INC COM 380956409 86500 4957 X 4957 0 0
GROUPE DANONE SPONSORED ADR 399449107 40290 1700 X 1700 0 0
GRUPO IUSACELL SPONSORED ADR 40050B100 10800 3000 X 3000 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 184338 3800 X 1000 0 2800
GUANGSHEN RY LTD ADR 40065W107 910 100 X 100 0 0
GUCCI GROUP NV COM 401566104 7427228 80277 X 74952 0 5325
GUCCI GROUP NV COM 401566104 18504 200 X 200 0 0
HANSON PLC SPONSORED ADR 411352404 15800 412 X 262 0 150
HARMONY GOLD MNG LTD SPON ADR 413216300 11865 1050 X 1050 0 0
HITACHI LTD DEP SHS 433578507 18388 250 X 250 0 0
HONDA ADR COM 438128308 1337626 63185 X 39180 0 24005
HONDA ADR COM 438128308 16936 800 X 800 0 0
HSBC HLDGS PLC SPONSORED ADR 404280406 533087 9147 X 1490 0 7657
HSBC HLDGS PLC SPONSORED ADR 404280406 194539 3338 X 2238 0 1100
HUANENG PWR INTL SPONSORED ADR 443304100 2686 100 X 100 0 0
ID BIOMEDICAL CORP COM 44936D108 33008 5500 X 5500 0 0
IIS INTELLIGENT INFO -ORD COM 449633205 21670 19700 X 19700 0 0
IMAX CORPORATION COM 45245E109 9380 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 28135 1480 X 1480 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 16634 875 X 875 0 0
IMPERIAL OIL LTD COM NEW 453038408 89520 3000 X 3000 0 0
IMPERIAL OIL LTD COM NEW 453038408 608736 20400 X 8400 0 12000
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 156813 4695 X 180 0 4515
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 26720 800 X 800 0 0
INCO LTD COM 453258402 392594 20061 X 14196 0 5865
INCO LTD COM 453258402 6850 350 X 350 0 0
ING GROEP NV ADR 456837103 1356103 50394 X 25632 0 24762
ING GROEP NV ADR 456837103 96499 3586 X 1386 0 2200
INTERNET INFRASTRUCTURE HOLDRS ADR 46059V104 2470 500 X 500 0 0
IONA TECHNOLOGIES ADR 46206P109 12698 750 X 500 0 250
IPC HOLDINGS LTD COM G4933P101 57303 1761 X 1361 0 400
IPC HOLDINGS LTD COM G4933P101 19882 611 X 611 0 0
IRELAND BK SP ADR 46267Q103 166868 3860 X 2860 0 1000
IRELAND BK SP ADR 46267Q103 12969 300 X 300 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
JILIN CHEM INDL LTD SPONSORED ADR 477418107 770 100 X 100 0 0
KINROSS GOLD CORP COM 496902107 33 26 X 26 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 869 60 X 60 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 1041113 57330 X 55900 0 1430
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 96248 5300 X 5300 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 747757 28584 X 23577 0 5007
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 16167 618 X 618 0 0
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 4278729 141586 X 105955 0 35631
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 842866 27891 X 25891 0 2000
KOREA ELECTRIC POWER CORP ADR 500631106 4216 400 X 400 0 0
KOREA TELECOM CORP SP ADR 50063P103 1812360 75578 X 73600 0 1978
KYOCERA CORP ADR 501556203 144200 2060 X 2060 0 0
LANOPTICS LTD COM M6706C103 1862 167 X 167 0 0
LION BIOSCIENCE AG ADR 536191109 27904 2696 X 2696 0 0
LLOYDS TSB GROUP COM 539439109 117072 2821 X 0 0 2821
LOGITECH INTERNATIONAL ADR 541419107 156468 3315 X 26 0 3289
LUMENIS LTD COM M6778Q105 3330 300 X 300 0 0
LUMENON INNOVATION LIGHTWAVE INC COM 55024L109 1140 3000 X 3000 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 379848 19600 X 19600 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 995938 51390 X 36600 0 14790
MAGNA INTL INC CL A COM 559222401 270113 3675 X 0 0 3675
MANULIFE FINANCIAL CORP COM 56501R106 1434098 52244 X 52244 0 0
MANULIFE FINANCIAL CORP COM 56501R106 318228 11593 X 11593 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 169375 3867 X 67 0 3800
MATSUSHITA ELEC INDL LTD ADR 576879209 5452710 441515 X 402515 0 39000
MATSUSHITA ELEC INDL LTD ADR 576879209 523949 42425 X 42425 0 0
MDS INC COM 55269P302 24728 1760 X 1760 0 0
MERCER INTL INC COM 588056101 13920 2000 X 2000 0 0
METHANEX CORP COM 59151K108 74100 10000 X 0 0 10000
METHANEX CORP COM 59151K108 44460 6000 X 0 0 6000
METSO CORP SPONSORED ADR 592671101 9840 800 X 800 0 0
METTLER-TOLEDO INTL INC COM 592688105 22630 500 X 0 0 500
MFC BANCORP LTD COM NEW 55271X202 3385061 327059 X 327059 0 0
MILLENNIUM CHEMICALS INC COM 599903101 329230 22351 X 150 0 22201
MILLENNIUM CHEMICALS INC COM 599903101 1473 100 X 100 0 0
MITSUBISHI TOKYO FIN ADR 606816106 9225 1500 X 1500 0 0
MMO2 PLC ADR 55309W101 9398 960 X 960 0 0
MMO2 PLC ADR 55309W101 1958 200 X 200 0 0
MOORE CORP LTD COM 615785102 59846 4600 X 600 0 4000
NATIONAL GRID GROUP PLC ADR 636274102 41235 1261 X 1261 0 0
NATIONAL GRID GROUP PLC ADR 636274102 12590 385 X 385 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 13805 550 X 550 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 218370 8700 X 8700 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
NATL WESTMINSTER SER C 8.625% PFD 638539882 205200 8000 X 8000 0 0
NEC CORP ADR 629050204 17953 2150 X 1600 0 550
NEWS CORP LTD SPONSORED ADR PFD 652487802 1013304 42221 X 12946 0 29275
NEWS CORP LTD SPONSORED ADR PFD 652487802 30744 1281 X 1281 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 187819 6618 X 5718 0 900
NEWS CORPORATION LTD SPONSORED ADR 652487703 17028 600 X 600 0 0
NIPPON TELEG & TEL CORP ADR 654624105 61920 3200 X 2800 0 400
NOKIA CORP ADR SERIES A 654902204 145911977 7035293 X 6798011 0 237282
NOKIA CORP ADR SERIES A 654902204 28009391 1350501 X 1275486 7925 67090
NORANDA INC COM 655422103 24 2 X 2 0 0
NORSK HYDRO AS ADR 656531605 61612 1286 X 0 0 1286
NORTEL NETWORKS CORP COM NEW 656568102 5208544 1160032 X 711708 0 448324
NORTEL NETWORKS CORP COM NEW 656568102 835769 186140 X 182065 1075 3000
NOVA CHEMICALS CORP COM 66977W109 4002 160 X 0 0 160
NOVARTIS AG ADR 66987V109 1449241 36597 X 2578 0 34019
NOVARTIS AG ADR 66987V109 290110 7326 X 4026 0 3300
NOVO-NORDISK A/S ADR 670100205 227700 5750 X 5750 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 561838 8214 X 7464 0 750
NTT DOCOMO INC SPONSORED ADR 62942M201 13680 200 X 200 0 0
NUR MACROPRINTERS M75165106 5080 2000 X 2000 0 0
ORBITAL ENGINE CORP SP ADR 685563306 4740 3000 X 3000 0 0
ORIENTAL FINANCIAL GROUP COM 68618W100 132924 5700 X 0 0 5700
O2MICRO INTERNATIONAL LTD COM G6797E106 3307595 189330 X 177280 0 12050
O2MICRO INTERNATIONAL LTD COM G6797E106 1747 100 X 100 0 0
PACIFIC CENTY CYBERWORKS SPON ADR 694059106 4460 1696 X 1696 0 0
PACIFIC CENTY CYBERWORKS SPON ADR 694059106 3682 1400 X 1400 0 0
PANAMERICAN BEVERAGES INC CL A COM P74823108 14528 800 X 800 0 0
PANAMERICAN BEVERAGES INC CL A COM P74823108 108960 6000 X 0 0 6000
PANCANADIAN ENERGY CORP COM 69831A107 81309 2734 X 2734 0 0
PANCANADIAN ENERGY CORP COM 69831A107 160745 5405 X 4569 0 836
PARTNER COMMUNICATIONS LTD ADR 70211M109 7840 1600 X 1600 0 0
PEAK INTL LTD COM G69586108 2958480 369810 X 364410 0 5400
PEARSON PLC SPONS ADR 705015105 1706 128 X 128 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3138 150 X 150 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 7941 300 X 0 0 300
PETROLEO BRASILEIRO SA SPON ADR 71654V408 1059 40 X 40 0 0
PETROLEO BRASILEIRO SPONS ADR 71654V101 1605243 64390 X 365 0 64025
PETROLEUM GEO SVCS A/S SPONSORED ADR 716597109 651 100 X 100 0 0
PHARMACEUTICAL HOLDRS TR 71712A206 28590 300 X 300 0 0
PLACER DOME INC COM 725906101 421608 34417 X 23594 0 10823
PLACER DOME INC COM 725906101 2734751 223245 X 223245 0 0
POPULAR INC COM 733174106 341991 11704 X 11704 0 0
PORTUGAL TELECOM SGPS S A ADR 737273102 18794 2550 X 2550 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
POTASH CORP SASKATCHEWAN INC COM 73755L107 169676 2600 X 2600 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 57103 875 X 875 0 0
PRECISION DRILLING CORP COM 74022D100 2648206 82860 X 82460 0 400
PRECISION DRILLING CORP COM 74022D100 3196 100 X 100 0 0
PRUDENTIAL PLC ADR 74435K204 66877 3223 X 0 0 3223
PSI TECHNOLOGIES HLDGS ADR 74438Q109 66600 8325 X 0 0 8325
PUBLICIS S A SPONSORED ADR 74463M106 69101 2030 X 0 0 2030
QIAGEN NV COM N72482107 16379 1100 X 0 0 1100
QLT INC. COM 746927102 8525 500 X 500 0 0
QLT INC. COM 746927102 11935 700 X 700 0 0
QUEBECOR WORLD INC 748203106 563006 21497 X 21497 0 0
RANDGOLD & EXPL LTD ADR 753009307 764 200 X 200 0 0
RANK GROUP PLC SPONSORED ADR 753037100 210 25 X 25 0 0
RANK GROUP PLC SPONSORED ADR 753037100 1722 205 X 205 0 0
REED INTL ADR 758212872 428622 10832 X 10832 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1953189 18963 X 2000 0 16963
RENAISSANCERE HOLDINGS LTD COM G7496G103 974792 9464 X 2900 0 6564
RESPOL YPF, S.A. COM 76026T205 3810 300 X 300 0 0
REUTERS GROUP PLC-SPONSORED ADR 76132M102 2798461 59302 X 58902 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 4839335 102550 X 100097 0 2453
RIO TINTO PLC ADR 767204100 8000 100 X 100 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 230115 6900 X 6900 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 100050 3000 X 3000 0 0
ROYAL BK OF SCOT GRP PLC 7.875% PFD 780097820 25140 1000 X 1000 0 0
ROYAL BK OF SCOTLAND 8.00% PFD ADR 780097861 101200 4000 X 4000 0 0
ROYAL BK OF SCOTLAND 8.00% PFD ADR 780097861 37950 1500 X 1500 0 0
ROYAL BK OF SCOTLAND 8.50% J PFD ADR 780097853 149930 5800 X 5500 0 300
ROYAL BK OF SCOTLAND 8.50% J PFD ADR 780097853 25850 1000 X 1000 0 0
ROYAL BK SCOTLAND GROUP PFD 780097705 5224 200 X 200 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 87545 3285 X 3285 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PFD 780097309 166296 6240 X 6240 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 155349 6150 X 6150 0 0
ROYAL BK SCOTLAND GRP PLC PFD SER C 780097408 308172 12200 X 12000 0 200
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 10252 400 X 400 0 0
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 153780 6000 X 6000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 83607117 1539159 X 1376984 0 162175
ROYAL DUTCH PETRO NY SHARES COM 780257804 43285978 796870 X 746912 2400 47558
RYANAIR HOLDINGS ADR 783513104 12004 400 X 400 0 0
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 248559 10559 X 309 0 10250
SAP AG SPONS ADR 803054204 669005 17984 X 7100 0 10884
SAP AG SPONS ADR 803054204 30504 820 X 820 0 0
SAPPI LTD SPONSORED ADR 803069202 21424 1600 X 1600 0 0
SCHERING AG ADR 806585204 50880 878 X 0 0 878
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 111984 5476 X 3428 0 2048
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 270492 13227 X 12500 0 727
SERONO SA COM 81752M101 147840 6600 X 6600 0 0
SERONO SA COM 81752M101 11200 500 X 500 0 0
SHELL TRANS & TRADING PLC ADR 822703609 1397255 31555 X 24071 0 7484
SHELL TRANS & TRADING PLC ADR 822703609 1001702 22622 X 19722 0 2900
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 122354 5213 X 0 0 5213
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 17955 765 X 765 0 0
SIEMENS AG SPONS ADR 826197501 462662 7026 X 250 0 6776
SIEMENS AG SPONS ADR 826197501 82313 1250 X 200 0 1050
SILVER STANDARD RESOURCES COM 82823L106 1460 500 X 500 0 0
SILVERLINE TECHNOLOGIES LTD ADR 828408104 37 17 X 17 0 0
SINOPEC BEIJING YANHUA PETROCHEMICAL 82935N107 645 100 X 100 0 0
SINOPEC SHANGHAI-SPONS ADR 82935M109 3981 300 X 300 0 0
SIX CONTINENTS PLC SPONS ADR 830018107 641 58 X 58 0 0
SIX CONTINENTS PLC SPONS ADR 830018107 8840 800 X 800 0 0
SK TELECOM LTD ADR 78440P108 41795 1699 X 0 0 1699
SK TELECOM LTD ADR 78440P108 24600 1000 X 1000 0 0
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 959280 91360 X 91360 0 0
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 56354 5367 X 0 0 5367
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 175369 2985 X 800 0 2185
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 17625 300 X 300 0 0
SONERA GROUP SPONSORED ADR 835433202 346 70 X 70 0 0
SONY CORP ADR 835699307 1787993 34584 X 29296 0 5288
SONY CORP ADR 835699307 105261 2036 X 2036 0 0
SOUTHERN PAC PETE N L SPON ADR 843581406 90 13 X 13 0 0
STELMAR SHIPPING LTD COM V8726M103 585200 35000 X 0 0 35000
STMICROELECTRONICS NV-NY SHS COM 861012102 8293745 244509 X 214004 0 30505
STMICROELECTRONICS NV-NY SHS COM 861012102 71232 2100 X 2100 0 0
STORA ENSO CORP SPONSORED ADR R SHS 86210M106 88571 6882 X 5796 0 1086
STORA ENSO CORP SPONSORED ADR R SHS 86210M106 24015 1866 X 1866 0 0
SUEZ ADR 864686100 169200 6000 X 0 0 6000
SUN LIFE FINL SVCS CDA INC COM 866796105 1567673 72343 X 72343 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 477065 22015 X 22015 0 0
SUNCOR ENERGY INC COM 867229106 314592 8700 X 1100 0 7600
SUNCOR ENERGY INC COM 867229106 7232 200 X 200 0 0
SYNGENTA AG SPONS ADR 87160A100 1172473 95323 X 186 0 95137
SYNGENTA AG SPONS ADR 87160A100 3050 248 X 216 0 32
TAIWAN SEMICONDUCTOR ADR 874039100 4902955 236287 X 206705 0 29582
TAIWAN SEMICONDUCTOR ADR 874039100 37558 1810 X 0 0 1810
TARO PHARMACEUTICAL INDS LTD COM M8737E108 3088024 108925 X 100250 0 8675
TARO PHARMACEUTICAL INDS LTD COM M8737E108 8505 300 X 300 0 0
TDK CORP SPONSORED ADR 872351408 1070 20 X 20 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 21000 21000 X 21000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 1543860 40500 X 24800 0 15700
TELE DANMARK A/S SPON ADR 87236N102 9552 600 X 600 0 0
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 1243176 37615 X 200 0 37415
TELECOM CORP NEW ZEALAND LTD 879278208 10141 599 X 599 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 3555 210 X 10 0 200
TELECOM ITALIA SPA ADR 87927W106 75292 921 X 75 0 846
TELECOM ITALIA SPA ADR 87927W106 6131 75 X 75 0 0
TELECOMUNICACOES DE S.P. SPON ADR 87929A102 3002 200 X 200 0 0
TELEFONICA DE ARGENTINA SPON ADR 879378404 21405 2854 X 2854 0 0
TELEFONICA DE ESPANA ADR 879382208 1699073 51316 X 38970 0 12346
TELEFONICA DE ESPANA ADR 879382208 256238 7739 X 7739 0 0
TELEFONICA DEL PERU S A SPON ADR 879384204 3044 801 X 801 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 11194008 277148 X 267450 0 9698
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 338468 8380 X 7380 0 1000
TELEKOMUNIKASI INDONESIA ADR 715684106 3173 380 X 380 0 0
TELENORTE LESTE PARTICIP ADR 879246106 289 23 X 23 0 0
TELESUDESTE CELULAR PAR ADR 879252104 472 40 X 40 0 0
TERRA NETWORKS SA SPONSORED 88100W103 39822 5112 X 4682 0 430
TERRA NETWORKS SA SPONSORED 88100W103 662 85 X 85 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 128584 2352 X 1500 0 852
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 352622 6450 X 1300 0 5150
TOKIO MARINE & FIRE INS LTD SPN ADR 889090403 4475 120 X 120 0 0
TORONTO DOMINION BK COM 891160509 24678 900 X 600 0 300
TORONTO DOMINION BK COM 891160509 132164 4820 X 4820 0 0
TOTAL FINA ELF S A ADR 89151E109 3562436 46507 X 33948 0 12559
TOTAL FINA ELF S A ADR 89151E109 240218 3136 X 866 0 2270
TOYOTA MOTOR CORP ADR 2 892331307 165960 2854 X 500 0 2354
TOYOTA MOTOR CORP ADR 2 892331307 52335 900 X 900 0 0
TRANSCANADA PIPELINES COM 893526103 13600 1000 X 200 0 800
TRANSPRTDRA DE GAS SPONS ADR 893870204 700 400 X 400 0 0
TRINITY BIOTECH PLC SPONSORED ADR 896438108 148 100 X 100 0 0
TRIZECHAHN CORP COM 896938107 2790671 176290 X 52290 0 124000
TRIZECHAHN CORP COM 896938107 7915 500 X 0 0 500
TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 6414 600 X 600 0 0
TURKCELL ILETISIM HIZMET ADR 900111204 699 43 X 43 0 0
TVX GOLD INC COM 87308K200 304 400 X 400 0 0
UBS AG REG COM H8920M855 587647 11812 X 575 0 11237
UBS AG REG COM H8920M855 43084 866 X 866 0 0
ULTRA PETE CORP COM 903914109 3558561 445935 X 445935 0 0
ULTRA PETE CORP COM 903914109 35910 4500 X 4500 0 0
UNIBANCO-UNIAO DE BRANCOS ADR 90458E107 9780 400 X 0 0 400
UNILEVER NV NY SHARES COM 904784709 7621367 134179 X 72868 0 61311
UNILEVER NV NY SHARES COM 904784709 2266093 39896 X 34339 0 5557
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
------------------------------
UNILEVER PLC SPONSORED ADR 904767704 1652553 52131 X 1195 0 50936
UNILEVER PLC SPONSORED ADR 904767704 441106 13915 X 8330 0 5585
UNITED BUSINESS MEDIA SPON ADR 90969M101 450 50 X 50 0 0
UNITED MICROELECTRONICS CORP ADR 910873207 65444 6145 X 2040 0 4105
UPM KYMMENE CORP ADR 915436109 52570 1502 X 0 0 1502
UPM KYMMENE CORP ADR 915436109 14000 400 X 400 0 0
VIMPEL COMMUNICATIONS SP ADR 68370R109 25744 800 X 0 0 800
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 512012 13299 X 9265 0 4034
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 82968 2155 X 2155 0 0
VODAFONE GROUP PLC ADR NEW 92857W100 47488360 2576688 X 2521360 0 55328
VODAFONE GROUP PLC ADR NEW 92857W100 17197033 933100 X 864015 0 69085
VOLVO AKTIEBOLAGET ADR B 928856400 72890 3700 X 3700 0 0
WAVECOM SA ADR 943531103 26500 1000 X 0 0 1000
WILLBROS GROUP INC COM 969199108 3751578 224780 X 224780 0 0
WILLIS GROUP HOLDINGS LTD COM G96655108 149509 6053 X 2653 0 3400
WILLIS GROUP HOLDINGS LTD COM G96655108 11658 472 X 472 0 0
WPP GROUP PLC ADR 929309300 57589 1020 X 1020 0 0
XL CAP LTD CL A COM G98255105 5217705 55894 X 27524 0 28370
XL CAP LTD CL A COM G98255105 376667 4035 X 1742 0 2293
YANZHOU COAL MINING SPON ADR 984846105 1985 100 X 100 0 0
ZEMEX CORP COM 988910105 20 3 X 3 0 0
ZI CORPORATION COM 988918108 5540 1000 X 0 0 1000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 8542 341 X N.A. N.A. N.A.
FORD MOTOR CO PFD S 345395206 7592346 135000 X 135000
CABCO -J C PENNEY 7.625% PFD 126797208 10395 500 X N.A. N.A. N.A.
MIRANT TR I CONV SER A 6.25% PFD 60467Q102 60172 1535 X N.A. N.A. N.A.
WYETH $2 CONVRT PFD S 983024100 222160 3384 X 3384
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 11250 500 X N.A. N.A. N.A.
AK STL HLDG CORP PFD CONV STK SER B 001547306 226000 5000 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CONV $5 087509303 1840 800 X N.A. N.A. N.A.
BETHLEHEM STL CORP PFD CV $2.50 087509402 2078 1889 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 1141000 35000 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 41686 3503 X N.A. N.A. N.A.
CHIQUITA BRANDS CONV $3.75 PFD 170032502 1720 200 X N.A. N.A. N.A.
CMS ENERGY CORP 8.75% CONV PFD 125896308 5910 200 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 9500 200 X N.A. N.A. N.A.
COVANTA ENERGY SER A $1.875 PFD 22281N202 15 1 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 29535 1500 X N.A. N.A. N.A.
DUKE ENERGY CORP 8.25% CONV PFD 264399585 803438 31250 X N.A. N.A. N.A.
DUKE ENERGY CORP 8.25% CONV PFD 264399585 554051 21550 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 248875 5500 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS 7.25% PFD 29476L859 36790 1445 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS 7.25% PFD 29476L859 217047 8525 X N.A. N.A. N.A.
FELCOR LODGING SER A CONV $1.95 PFD 31430F200 154350 7000 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 3600 12 X N.A. N.A. N.A.
FREEPORT-MCMORAN COPPER & GOPFD DEP 35671D501 18950 1000 X N.A. N.A. N.A.
FRONTLINE COMMUN 4.00% CONV PFD 35921T207 500 400 X N.A. N.A. N.A.
GLENBOROUGH RLTY TR INC 7.75% PFD 37803P204 8820 400 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 30000 1500 X N.A. N.A. N.A.
KEY TECHNOLOGY CONV SER B FLT RT PFD 493143200 538 100 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 15675 1500 X N.A. N.A. N.A.
NEWMONT MNG CORP CONV $3.25 PFD 651639601 9870 200 X N.A. N.A. N.A.
OWENS ILL INC SER 4.75% PFD 690768502 2575 100 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 13362 131 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 3162 31 X N.A. N.A. N.A.
RECKSON SERIES A 7.625% CONV PFD 75621K205 2430000 100000 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 975367 21273 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 42824 934 X N.A. N.A. N.A.
SINCLAIR BROADCAST GRP SER 6.00% PFD 829226505 13230 360 X N.A. N.A. N.A.
SPRINT CORP CONV 7.125% PFD 852061605 18275 1310 X N.A. N.A. N.A.
STANDARD AUTOMOTIVE CONV 8.50% PFD 853097202 598 2600 X N.A. N.A. N.A.
SUPERIOR TRUST I CONV 8.50% PFD 86836P202 1788 650 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 96750 450 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 68370 318 X N.A. N.A. N.A.
TRW INC PREF SER 1 CONV $4.40 872649504 11440 26 X N.A. N.A. N.A.
TRW INC PREF SER 1 CONV $4.40 872649504 176000 400 X N.A. N.A. N.A.
WESTPORT RES CORP 6.50% CONV PFD 961418209 1995 100 X N.A. N.A. N.A.
WHX CORP PFD 929248201 1550 500 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
WYETH $2.00 CONV PFD 983024209 78200 46 X N.A. N.A. N.A.
LUCENT TECHNOLGOIES INC. CONVPFD S 549463305 5511825 6218 X 6218
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 564593 22858 X N.A. N.A. N.A.
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 517589 20955 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 111922 4280 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 52300 2000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
CORPORATE BONDS
------------------------------
ARBOR SOFTWARE CORP 4.50% 3/15/05 * 038918AC2 207000 225000 X N.A. N.A. N.A.
CKE RESTAURANTS CONV 4.25% 9/15/04 * 12561EAB1 13350 15000 X N.A. N.A. N.A.
RITE AID CORP 5.25% 9/15/02 * 767754AL8 14625 15000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 1005675 1060000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 256163 270000 X N.A. N.A. N.A.
BANKATLANTIC BNC 5.625% 12/01/07 065908AC9 7043 6000 X N.A. N.A. N.A.
BEA SYS INC 4.00% 12/15/06 073325AD4 229281 275000 X N.A. N.A. N.A.
BURR BROWN CORP 4.25% 2/15/07 122574AF3 261000 240000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 243950 280000 X N.A. N.A. N.A.
CIENA CORP CONV 3.75% 2/01/08 171779AA9 192030 300000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 19750 50000 X N.A. N.A. N.A.
DURA PHARMACEUTICALS 3.50% 7/15/02 26632SAA7 9625 10000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 5.75% 5/15/08 278762AG4 13931 15000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 4.875% 1/01/07 278762AD1 180500 200000 X N.A. N.A. N.A.
GENZYME CORP CONV 3.00% 5/15/21 372917AK0 235938 250000 X N.A. N.A. N.A.
HANOVER COMPRESS 4.75% 3/15/08 410768AC9 12035 15000 X N.A. N.A. N.A.
HEALTHSOUTH REHAB 3.25% 4/01/03 421924AF8 265031 275000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 5906 5000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 70883 75000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 259903 275000 X N.A. N.A. N.A.
INCO LTD 7.75% 3/15/16 453258AH8 46718 47000 X N.A. N.A. N.A.
INTERPUBLIC GROUP CO 1.87% 6/01/06 460690AJ9 247125 300000 X N.A. N.A. N.A.
IVAX CORP 4.75% 5/15/08 465823AG7 192600 240000 X N.A. N.A. N.A.
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 17200 20000 X N.A. N.A. N.A.
MARSH SUPERMARKETS 7.00% 2/15/03 571783AB5 9800 10000 X N.A. N.A. N.A.
MFC BANCORP CONV 8.00% 4/01/08 55271XAA1 100440 108000 X N.A. N.A. N.A.
NEXTEL COMMUN INC 4.75% 7/01/07 65332VAT0 17136 30000 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 66000 75000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 6055 7000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 10380 12000 X N.A. N.A. N.A.
XEROX CORP 0.57% 4/21/18 984121BB8 98000 175000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ABGENIX INC CONV 00339BAA5 3687236 4000000 X 4000000
ADVANCED MICRO CONV 4.75 007903AD9 1832263 2000000 X 2000000
ALEXION PHARM CONV 5.75% 015351AB5 411579 640000 X 640000
AMERITRADE HLD_REG CONV 03072HAB5 937107 1139000 X 1139000
AMKOR TECH INC_CONV 5.00% 031652AH3 1287304 1736000 X 1736000
AMKOR TECH INC CONV 5.75 031652AN0 1394550 1500000 X 1500000
AVATAR HOLDINGS CONV 7.00 053494AD2 102125 100000 X 100000
BEA SYSTEMS INC CONV 073325AD4 14060 17000 X 17000
BENCHMARK ELECTR CONV 08160HAC5 22618340 23922000 X 23922000
BROCADE COM SYS CONV 2.00 111621AA6 3206875 3500000 X 3500000
CV THERAPEUTICS_CONV 4.75 126667AB0 3475680 4345000 X 4345000
CANDESCENT TECH CONV 137392AA4 7 650000 X 650000
CEPHALON INC CONV 5.25 156708AC3 13565376 12859000 X 12859000
CHECKFREE HLDGS CONV 162816AC6 1114109 1334000 X 1334000
CIENA CORP CONV 3.75% 171779AA9 2145042 3409000 X 3409000
COEUR D'ALENE CONV 13.375 192108AH1 2606542 2115000 X 2115000
COMPUTER ASSOCIATES,INC. 5.0 204912AN9 3485506 3000000 X 3000000
CONV
CORNING INC CONV 3.50 219350AK1 1857520 1900000 X 1900000
CUBIST PHARM CONV 5.50 229678AB3 19035068 29300000 X 29300000
CURAGEN CORP CONV 6.00 23126RAC5 3525969 4842000 X 4842000
CYPRESS SEMICON CONV 232806AF6 57607 68000 X 68000
DDI CORPORATION CONV 5.25% 233162AA4 1071350 1500000 X 1500000
DDI CORP CONV 6.25 233162AB2 487898 500000 X 500000
E*TRADE GROUP_CONV 6.00% 269246AB0 8382923 10368000 X 10368000
E*TRADE GROUP CONV 6.75 269246AD6 9335892 8420000 X 8420000
ENZON INC CONV 4.5 293904AB4 1113698 1300000 X 1300000
EXTREME NETWORKS 144A_ 3.5% 06 30226DAA4 4356060 5300000 X 5300000
CONV
FAIRCHILD SEMI CONV 5.00 303727AH4 1226833 1000000 X 1000000
FIN FED CORP CONV DUE 317492AC0 24340891 21856000 X 21856000
5/01/05 CONV
GAP INC CONV 5.75 364760AH1 3078240 2625000 X 2625000
GETTY IMAGES INC CONV 4.75 374276AC7 320361 295000 X 295000
GETTY IMAGES INC CONV 5.00 374276AE3 6237 7000 X 7000
GILEAD SCIENCES CONV 5.00 375558AB9 1730619 1081000 X 1081000
IBASIS INC_CONV 5.75% 450732AA0 4725 15000 X 15000
IMCLONE SYSTEMS CONV 5.50 45245WAD1 4599305 5500000 X 5500000
INHALE THERAPEUT CONV 3.5 457191AH7 120609 225000 X 225000
INTERMUNE INC CONV 5.75 45884XAA1 7269345 7151000 X 7151000
JUNIPER NETWORKS CONV 4.75 48203RAA2 1765671 2466000 X 2466000
KULICKE & SOFFA_"REG" 501242AE1 1710236 1600000 X 1600000
CONV
KULICKE & SOFFA CONV 5.25 501242AJ0 1270810 1000000 X 1000000
LSI LOGIC CORPORATION 4.25 502161AD4 11238773 9837000 X 9837000
CONV
LSI LOGIC_CONV 4.00% 502161AE2 1250125 1460000 X 1460000
LSI LOGIC CONV 4.00 502161AF9 3657600 3810000 X 3810000
LAM RESEARCH CORP CONV 5.00 512807AC2 5447622 4899000 X 4899000
CONV NOTE
LATTICE SEMICOND CONV 518415AC8 2183952 2063000 X 2063000
MANUGISTICS GP CONV 5.00 565011AB9 2530297 3000000 X 3000000
MAYAN NETWORKS CONV 5.25% 577873AA0 5 1000 X 1000
CB MAYAN NETWORKS CORP 577873AC6 1665 666000 X 666000
CONV
MERCURY INTERACTIVE COR 4.75% 589405AB5 2513537 3089000 X 3089000
CONV
NABI INC CONV REG 6.50 628716AB8 971755 1007000 X 1007000
NTL INCORPORATED CONV 7.00 629407AL1 1273 10000 X 10000
NORTEL NETWORKS CONV 4.25 656568AB8 2406454 3392000 X 3392000
NVIDIA CORP_CONV 4.75% 67066GAA2 4290986 3567000 X 3567000
OSI PHARMACEUTIC CONV 4.00 671040AA1 5428592 5470000 X 5470000
OAK INDUSTRIES CONV 4.875 671400AL3 633900 750000 X 750000
ONI SYSTEMS CORP CONV 5.00% 68273FAA1 290448 379000 X 379000
PEREGRINE SYS CONV 5.50 71366QAC5 5203786 7013000 X 7013000
RATIONAL SOFTWARE CORP 5.00% 75409PAC7 6818 8000 X 8000
CONV
READ RITE CORP CONV 6.50 755246AA3 435142 589000 X 589000
REDBACK NETWORKS CONV 5.00 757209AB7 2353658 4779000 X 4779000
REGENERON PHARMACEUTICALS 75886FAB3 10525711 10075000 X 10075000
INC CONV
RIVER STONE CONV 3.75 769320AA0 9753697 13800000 X 13800000
SANMINA CORP SUB NOTES 4.25 800907AA5 938120 1000000 X 1000000
CONV
SANMINA CORP CONV 0.00% 800907AD9 1768056 5000000 X 5000000
SEPRACOR INC CONV 817315AH7 17392980 23826000 X 23826000
SEPRACOR INC REG CONV 5.00 2/15/07 817315AL8 4084369 6765000 X 6765000
SEPRACOR INC REG CONV 817315AQ7 11058500 17000000 X 17000000
SOLECTRON CORP CONV 0.00 834182AL1 1244499 2752000 X 2752000
SYMANTEC CORP CONV 3.00 871503AB4 1344310 970000 X 970000
TERADYNE INC CONVERTIBLE 880770AD4 3195617 1900000 X 1900000
UNTIL CONV
U S OFFICE PRODUCTS 912325AD9 1 133000 X 133000
CONVERTS CONV
VERTEX PHARMACEUTICALS 5.00% 92532FAD2 7455333 9880000 X 9880000
CONV
VITESSE SEMICONDUCTOR 4.00% 928497AB2 1335179 1679000 X 1679000
CONV
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 409340 97000 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 37111 8794 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 32640 5440 X N.A. N.A. N.A.
ABERDEEN COMWLTH INCOME FD INC * 003013109 74622 8538 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 3410 397 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 137655 16025 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 50454 6544 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 129220 16760 X N.A. N.A. N.A.
ACM MANAGED DOLLAR INCOME FD * 000949107 369 51 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 27139 1922 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 145337 10293 X N.A. N.A. N.A.
ALL AMERN TERM TR INC * 016440109 30185 2505 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD * 01852M108 92475 4500 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 208629 20216 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 16388 1588 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 1906 200 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 11436 1200 X N.A. N.A. N.A.
AMERICAN SELECT PORTFOLIO FD * 029570108 8385 642 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 1277 100 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 6743 528 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 11890 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 15814 1330 X N.A. N.A. N.A.
ASA LTD COM * 002050102 51295 1770 X N.A. N.A. N.A.
ASA LTD COM * 002050102 189529 6540 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 22264 2200 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 20240 2000 X N.A. N.A. N.A.
AUSTRIA FD INC * 052587102 1160 2000 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 149763 1250 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 23962 200 X N.A. N.A. N.A.
BLACKROCK ADVANTAGE TERM TR INC FD * 09247A101 12331 1100 X N.A. N.A. N.A.
BLACKROCK CORE BOND TRUST FD * 09249E101 22060 1675 X N.A. N.A. N.A.
BLACKROCK FL INSD MUN 2008 TERM TR * 09247H106 144780 9500 X N.A. N.A. N.A.
BLACKROCK HIGH YIELD TRUST * 09248N102 12395 1075 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 234167 31773 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 44714 6067 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 37620 3600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 39325 2500 X N.A. N.A. N.A.
BLACKROCK INVT QUALITY TERM TR INC * 09247J102 26709 2900 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 111334 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 111302 10560 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 224060 17000 X N.A. N.A. N.A.
BLACKROCK NORTH AMER GOVT INC TR * 092475102 1042862 104600 X N.A. N.A. N.A.
BLACKROCK NORTH AMER GOVT INC TR * 092475102 20020 2008 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
BLACKROCK STRATEGIC TERM TR INC * 09247P108 916674 94600 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC * 095333100 319578 45524 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 1494 90 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 33200 2000 X N.A. N.A. N.A.
BRAZILIAN EQUITY FUND INC COM * 105884100 1352 265 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 3816 300 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 12720 1000 X N.A. N.A. N.A.
B2B INTERNET HOLDERS TR * 056033103 11043 2700 X N.A. N.A. N.A.
CENTRAL SECURITIES CORP * 155123102 137926 5411 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 1893 134 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 21195 1500 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 1355 395 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 16461 4799 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 28364 1719 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 1551 94 X N.A. N.A. N.A.
COHEN & STEERS ADVANTAGE INCOME RLTY * 19247W102 38600 2500 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 76697 11891 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 47466 7359 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB * 195762109 37043 4431 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 34970 3490 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 29970 5400 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 55500 10000 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 7650 1000 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD * 219914108 1387 155 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 125136 14400 X N.A. N.A. N.A.
CP HOLDRS FD * 12616K106 44470 1000 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 19460 3420 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 99727 17374 X N.A. N.A. N.A.
DELAWARE INVESTMENTS DIV & INC FD * 245915103 181533 12893 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 19886 2307 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 73270 8500 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 11648 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 35433 4269 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 120491 14517 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 79795 8312 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 74035 7712 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 33875 2500 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 32994 2435 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND * 264324104 509179 45140 X N.A. N.A. N.A.
DUFF & PHELPS UTILITIES INC FUND * 264324104 70353 6237 X N.A. N.A. N.A.
DUFF & PHELPS UTILS TAX FREE INCOME * 264325101 193152 13330 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 48973 6009 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
EIS FUND LTD * 268953106 6240 400 X N.A. N.A. N.A.
ELLSWORTH CONV GROWTH & INCOME FD * 289074106 10313 1267 X N.A. N.A. N.A.
EMERGING MKTS INCOME FD II INC * 290920107 22308 1736 X N.A. N.A. N.A.
EMERGING MKTS TELECOMMUN FD * 290890102 5588 749 X N.A. N.A. N.A.
EQUUS II INC FD * 294766100 7820 1000 X N.A. N.A. N.A.
EUROPE FD INC * 29874M103 320 30 X N.A. N.A. N.A.
EUROPEAN WARRANT FUND INC * 298792102 1191 300 X N.A. N.A. N.A.
FIRST FINANCIAL FUND INC * 320228109 39832 2529 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 5501 375 X N.A. N.A. N.A.
FORTIS SECURITIES INC COM * 34955T100 26395 3496 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD * 86330E885 31361 380 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 31709 3700 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 20182 2355 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 170722 15422 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 155434 14041 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 2430 270 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 5058 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 28109 2880 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 3611 370 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 76547 2321 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 314728 9543 X N.A. N.A. N.A.
GERMANY FUND INC * 374143105 34509 4396 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 58516 4030 X N.A. N.A. N.A.
GREATER CHINA FD INC * 39167B102 1768 177 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 15340 691 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 6882 310 X N.A. N.A. N.A.
H & Q LIFE SCIENCES INVS * 404053100 7002 358 X N.A. N.A. N.A.
HANCOCK J PATRIOT GLOBAL DIV FD * 41013G103 39928 3100 X N.A. N.A. N.A.
HANCOCK JOHN FINL TRENDS FD * 41014X105 28100 2000 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 40673 2805 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 79750 5500 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 4672 245 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 17830 935 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 55935 4500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIV FD II * 41013T105 7756 700 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 82834 9043 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 195172 21307 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT SELECT DIVID TR * 41013U102 16968 1135 X N.A. N.A. N.A.
HATTERAS INCOME SECS INC FD * 419025101 1159 85 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 29328 3864 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 72864 9600 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC * 429904105 12128 2250 X N.A. N.A. N.A.
HYPERION TOTAL RETURN FD INC * 449145101 301 34 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
HYPERION 2002 TERM TR INC * 448915108 1195359 122100 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 340645 35300 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 4825 500 X N.A. N.A. N.A.
INDIA GROWTH FUND INC * 454090101 5796 630 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 18630 2700 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 64280 9316 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 181828 13549 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 4107 306 X N.A. N.A. N.A.
INTERMEDIATE MUNI FD INC COM * 45880P104 20017 2107 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 16810 500 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 3362 100 X N.A. N.A. N.A.
INVESTMENT GRADE MUN INCOME FD * 461368102 55395 3693 X N.A. N.A. N.A.
ISARES RUSSELL MIDCAP INDEX FD * 464287499 99014 1620 X N.A. N.A. N.A.
ISHARES DJ U S HEALTHCARE SEC * 464287762 42412 697 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 108395 1900 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 72454 1270 X N.A. N.A. N.A.
ISHARES DOW JONES U S FINL SECTOR * 464287788 24426 295 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS TECH INDEX FD * 464287549 24310 520 X N.A. N.A. N.A.
ISHARES INC MSCI GERMANY * 464286806 1074 70 X N.A. N.A. N.A.
ISHARES INC MSCI JAPAN INDEX FD * 464286848 15547 1910 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD * 464286699 52556 3585 X N.A. N.A. N.A.
ISHARES MEXICO INDEX SHARES FD * 464286822 1964 110 X N.A. N.A. N.A.
ISHARES MSCI AUSTRALIA FD * 464286103 4208 425 X N.A. N.A. N.A.
ISHARES MSCI AUSTRIA INDEX FD * 464286202 2357 285 X N.A. N.A. N.A.
ISHARES MSCI BELGIUM FD * 464286301 1873 170 X N.A. N.A. N.A.
ISHARES MSCI FRANCE * 464286707 1125 60 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 2711 295 X N.A. N.A. N.A.
ISHARES MSCI ITALY INDEX FD * 464286855 1164 70 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD * 464286673 3005 530 X N.A. N.A. N.A.
ISHARES MSCI SPAIN INDEX FD * 464286764 1732 85 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 53685 950 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 255877 1829 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 * 464287689 2230 35 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 126850 2150 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 19730 200 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 138110 1400 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD * 464287879 113088 1200 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 443649 3875 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 267563 2337 X N.A. N.A. N.A.
ISHARES S & P 500/BARRA VALUE FD * 464287408 16779 300 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 58750 500 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD * 464287887 71919 900 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
ISHARES S&P SMALLCAP 600 INDEX FD * 464287804 24498 200 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 112613 1125 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD * 464287564 58084 650 X N.A. N.A. N.A.
ISHARES TR DJ US REAL ESTATE FD * 464287739 17040 200 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 57825 750 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 21974 285 X N.A. N.A. N.A.
ISHARES TR RUSSELL 1000 GRWTH INDX * 464287614 19868 400 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 7433 150 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 9910 200 X N.A. N.A. N.A.
JAPAN EQUITY FD INC * 471057109 949 175 X N.A. N.A. N.A.
JARDINE FLEMING INDIA FUND * 471112102 1640 200 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 24991 2954 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 21150 2500 X N.A. N.A. N.A.
KOREA EQUITY FUND INC * 50063B104 1677 390 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 27949 2018 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 4861 351 X N.A. N.A. N.A.
LATIN AMERN DISCOVERY FD INC * 51828C106 1558 140 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 15103 1373 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 51271 4661 X N.A. N.A. N.A.
LIBERTY ALL-STAR GROWTH FD INC COM * 529900102 6741 782 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 79315 5832 X N.A. N.A. N.A.
MALAYSIA FD INC * 560905101 2455 500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 25620 3500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 59292 8100 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 28800 5000 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 7238 700 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 38475 3721 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 70560 7200 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 275870 28150 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 236269 10340 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 566040 24772 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 63336 7800 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2436 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 724830 111000 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 194157 29022 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 95018 14203 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 49280 8000 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 33264 5400 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 3750 500 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 157845 21046 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 164996 1670 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 217459 2201 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MORGAN STANLEY ASIA-PACIFIC FUND INC * 61744U106 459850 54100 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND * 616988101 19170 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744G107 11118 1067 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744H105 940 115 X N.A. N.A. N.A.
MORGAN STANLEY GOVT. INCOME TR * 61745P106 42533 4940 X N.A. N.A. N.A.
MORGAN STANLEY HIGH YIELD FUND INC * 61744M104 1110 155 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES * 61745P874 1615 100 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES * 61745P874 12920 800 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD * 61745P791 92867 6879 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI SEC FD * 61745P833 5700 400 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI TR FD * 61745P866 28375 2037 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI TR FD * 61745P866 9751 700 X N.A. N.A. N.A.
MORGAN STANLEY NY QUAL MUNI SEC FD * 61745P528 124129 9333 X N.A. N.A. N.A.
MORGAN STANLEY PREMIUM INCOME TR FD * 61745P429 16368 1860 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD * 61745P734 179369 13131 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD * 61745P734 39614 2900 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD * 61745P585 41074 3079 X N.A. N.A. N.A.
MUNICIPAL ADVANTAGE FD INC * 626189104 17172 1350 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 4940 400 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5210 500 X N.A. N.A. N.A.
MUNIHOLDINGS FD II INC * 625935101 85750 7000 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 55690 4235 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 10191 775 X N.A. N.A. N.A.
MUNIHOLDINGS FUND INC * 62625H107 125912 9738 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 63495 5196 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 46112 3520 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 47199 3603 X N.A. N.A. N.A.
MUNIINSURED FD INC * 626245104 10230 1100 X N.A. N.A. N.A.
MUNIVEST FD II INC * 62629P105 50336 3902 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 274486 32638 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 56179 6680 X N.A. N.A. N.A.
MUNIYIELD CA INSD FD II INC * 62629L104 132300 10000 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 121279 9527 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 94645 6990 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 211644 15631 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD * 62630J106 53872 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 68802 4925 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 95108 6808 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 90300 6450 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 9338 667 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 19603 1501 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 78820 7000 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 3378 300 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
MUNIYIELD QUALITY FD INC * 626302103 49646 3716 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 5344 400 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 2146363 59522 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 908892 25205 X N.A. N.A. N.A.
NEW GERMANY FD INC * 644465106 2486 420 X N.A. N.A. N.A.
NEW GERMANY FD INC * 644465106 8513 1438 X N.A. N.A. N.A.
NEW IRELAND FD INC * 645673104 137 13 X N.A. N.A. N.A.
NUVEEN CALIF INVT QUALITY MUN FD INC * 67062A101 58960 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 77021 4838 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 163435 10266 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * 67066V101 23596 1700 X N.A. N.A. N.A.
NUVEEN DVD ADV MUNI FD 2 * 67070F100 14641 1100 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD * 670970102 14640 1000 X N.A. N.A. N.A.
NUVEEN FLA QUALITY INCOME MUN FD * 670978105 30636 2070 X N.A. N.A. N.A.
NUVEEN GEORGIA PREMIUM INC FD * 67060F102 2145 140 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 231098 15807 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 78305 5356 X N.A. N.A. N.A.
NUVEEN INSD NY PREM INCOME MUN FD * 67101R107 41183 2850 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 57244 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 38419 2953 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 87700 5966 X N.A. N.A. N.A.
NUVEEN INSURED FLORIDA PREMIUM INC * 67101V108 7295 500 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC * 67062E103 92224 6400 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC * 67062E103 8646 600 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 69622 4657 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 101521 7330 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 93211 6730 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 374603 26196 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 175919 12302 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 4196 400 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 13029 1242 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 165047 17901 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 975909 105847 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 29000 2000 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 109993 7665 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 132255 8467 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 709045 48399 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 665418 45421 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 72101 5035 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 31780 3500 X N.A. N.A. N.A.
NUVEEN NY PERFORMANCE MUNI FD * 67062R104 65163 4350 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 43882 3099 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 123829 8745 X N.A. N.A. N.A.
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 PA PREM INCOME MUN FD 2 * 67061F101 13892 998 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 2784 200 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 609840 44000 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 364019 26264 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 2822 200 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 610469 43265 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 82031 6359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 28406 2202 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 57737 3888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 43235 3062 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 52696 3838 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 173836 12661 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 49951 3617 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 402713 29161 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 39150 2500 X N.A. N.A. N.A.
NUVEEN SELECT MAT MUN FD SBI * 67061T101 16507 1598 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 6945 500 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 79381 5715 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 9835 720 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 28686 2100 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 34625 2500 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 71222 8330 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 159555 6319 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 131704 5216 X N.A. N.A. N.A.
PIONEER INTEREST SHARES INC FUND * 723703104 5675 500 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 132718 26333 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS * 743590101 1685 250 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS * 743590101 3370 500 X N.A. N.A. N.A.
PUTNAM CONV OPP & INCOME TR * 746479104 5058 300 X N.A. N.A. N.A.
PUTNAM HIGH INCOME CONV & BD FD * 746779107 11680 1600 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 7590 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 448060 43000 X N.A. N.A. N.A.
PUTNAM MANAGED HIGH YIELD TRUST * 746819101 1386 140 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 16042 2041 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7467 950 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 37538 5472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 144060 21000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 117488 19166 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 76797 12528 X N.A. N.A. N.A.
PUTNAM MUN OPPORTUNITIES TR FD * 746922103 17528 1400 X N.A. N.A. N.A.
PUTNAM MUN OPPORTUNITIES TR FD * 746922103 3756 300 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 82447 6940 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 11880 1000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 68399 11287 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 13899 1167 X N.A. N.A. N.A.
RENAISSANCE CAP GROWTH & INCM FDIII * 75966V105 7582 702 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 31545 2620 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 662 55 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 39131 2180 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 31861 1775 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 161646 12942 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 205623 16463 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 107950 9298 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 25101 2162 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC * 79547Q106 11450 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC * 79548T109 69950 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 56918 5553 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 3924 600 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 99496 13667 X N.A. N.A. N.A.
SCUDDER INTER GOVT TR * 811163104 2080 305 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR * 81118Q101 33189 3900 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR * 81118R604 75018 7011 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 76800 8000 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 20825 3500 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 2678 450 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 39840 600 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 221311 3333 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 769 90 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 854 100 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 183601 15855 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 56881 4912 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 7443 650 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 409143 35733 X N.A. N.A. N.A.
TAIWAN FUND INC * 874036106 1336 100 X N.A. N.A. N.A.
TCW / DW TERM TR 2003 * 87234U108 931099 87100 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 135056 15435 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 45500 5200 X N.A. N.A. N.A.
TCW DW TERM TR 2002 SH BEN INT * 87234T101 52700 5000 X N.A. N.A. N.A.
TELECOM HOLDRS TR * 87927P200 15240 400 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 12245 1350 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 20861 2300 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 81400 10000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 5440 463 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 19000 1617 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 40341 3842 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 31500 3000 X N.A. N.A. N.A.
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
TEMPLETON GLOBAL INCOME FD INC * 880198106 20954 3050 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 6870 1000 X N.A. N.A. N.A.
THAI FD INC * 882904105 3589 725 X N.A. N.A. N.A.
TRANSAMERICA INCOME SHS FUND * 893506105 1285 50 X N.A. N.A. N.A.
TRAVELERS CORPORATE LN FD * 894185107 13 1 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 611944 31625 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 326705 16884 X N.A. N.A. N.A.
TURKISH INVESTMENT FUND * 900145103 476 80 X N.A. N.A. N.A.
UTILITIES SELECT SECTOR SPDR FD * 81369Y886 45088 1600 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD * 920934106 16300 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 297050 20235 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 7340 500 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 24225 1500 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 5653 350 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR * 920919107 19026 1400 X N.A. N.A. N.A.
VAN KAMPEN AMERN CAP STRAT SECTR MUN * 920943107 19988 1520 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 72702 4039 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 1378 295 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 8406 1800 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 55335 3500 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 53754 3400 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 13400 1030 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 21866 2600 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 14558 1731 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL OPPORTUNITY TR * 920935103 69560 4700 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 53863 3475 X N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUN TR * 920924107 26877 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 74460 10200 X N.A. N.A. N.A.
VAN KAMPEN TR/INVT GRD FL MUNI FD * 920932100 10049 685 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 579675 39300 X N.A. N.A. N.A.
WIRELESS HOLDRS TRUST * 97653L208 9254 200 X N.A. N.A. N.A.
ZENIX INCOME FD INC * 989414107 126 35 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 16498 1957 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 8430 1000 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 48625 6868 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 18180 940 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 7253 375 X N.A. N.A. N.A.
2002 TARGET TERM TR INC * 902106103 7250 500 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
EQUITY FUNDS - DOMESTIC
------------------------------
CYCLICAL/TRANS SELECT SECTOR SPDR FD * 81369Y407 30040 1000 X N.A. N.A. N.A.
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
WARRANTS & RIGHTS
------------------------------
BANK UTD CORP CPR'S RTS 12/01/49 * 065416117 65 500 X N.A. N.A. N.A.
DEPOMED INC -WTS 11/05/02 * 249908112 210 300 X N.A. N.A. N.A.
DEPOMED INC -WTS 11/05/02 * 249908112 105 150 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 2873 22100 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 421 3240 X N.A. N.A. N.A.
GOLDEN ST BANCORP INC LITIG TRAC WT * 381197136 3250 2500 X N.A. N.A. N.A.
HARMONY GOLD MINING WTS 6/29/03 * 413216110 383 50 X N.A. N.A. N.A.
HARVEY ELECTRONICS WTS 3/31/03 * 417660115 2226 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 18650 632 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 1611008 34720 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 4336312 93455 X N.A. N.A. N.A.
AMERICA FIRST APT INV L P * 023929102 2763 250 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P * 02364V107 15236 2018 X N.A. N.A. N.A.
AMERICAN INSD MTG-INVS L P SER 85 * 02686E106 6400 1000 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 4275 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 20852 2322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 28002 1300 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 126009 5850 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 11382 1030 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 1105 100 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 769871 19295 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 905730 22700 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 247208 10400 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 133112 5600 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 119867 3199 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 442146 11800 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 351964 7945 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 483224 10908 X N.A. N.A. N.A.
EOTT ENERGY PARTNERS L P * 294103106 44500 5000 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 37296 1964 X N.A. N.A. N.A.
GENESIS ENERGY L P * 371927104 1450 500 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 980 14 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 50339 1235 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 81520 2000 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 821370 24890 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 1394382 42254 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 14400 400 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 9360 260 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 314252 10040 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 52351 1300 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 1087290 27000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 4871 980 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 9006 1812 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 50300 2000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 201225 8001 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 49625 2500 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 9925 500 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P * 864482104 166370 6350 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 37500 1500 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 109568 3495 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 953040 30400 X N.A. N.A. N.A.
U S TIMBERLANDS CO L P * 902977107 947 535 X N.A. N.A. N.A.
-
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 1520 800 X N.A. N.A. N.A.
CITY INVESTING LIQUIDATING TR * 177900107 76 40 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 44065 700 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 619 207 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 33040 11050 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 9780 400 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR * 798241105 104363 8770 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 171450 4500 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 57150 1500 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 956621 9224 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I * 252787106 124452 1200 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 647772 5999 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 1180869 10936 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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 1449500 32500 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 888250 32300 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 27500 1000 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 33960 2000 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 495986 29210 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 923141 19085 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 464787 9609 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 1521672 56800 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 163821 6115 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 48280 1700 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 56800 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 6138 600 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 10230 1000 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 2706182 54341 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 208513 4187 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 20480 800 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 23040 900 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 1830480 46400 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 444996 11280 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 2546306 106540 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 60956 1875 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 107283 3300 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 1105140 28250 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 698957 17867 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 41400 1800 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 14950 650 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 2010240 64000 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 79656 2536 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 7070 200 X N.A. N.A. N.A.
CENTER TR INC COM * 151845104 4232 800 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 54040 1000 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 516750 15000 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 5605490 427900 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 121830 9300 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 85961 4431 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 75660 3900 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 38960 4000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 147000 7000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 172620 8220 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 354354 13629 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 819988 31538 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
EASTGROUP PPTYS REIT * 277276101 137455 5336 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 20608 800 X N.A. N.A. N.A.
ELDERTRUST COM * 284560109 7900 1000 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 1859415 82275 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 6968 871 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 48000 6000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 28454602 948803 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 6492055 216474 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR * 29476L107 3676335 127917 X N.A. N.A. N.A.
EQUITY RESIDENTIAL PPTYS TR * 29476L107 1191330 41452 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM * 297178105 67834 1300 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 54369 2118 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 56474 2200 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 27945 900 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 9315 300 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 2884006 65249 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 573495 12975 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 14840 800 X N.A. N.A. N.A.
GREAT LAKES REIT INC COM * 390752103 16940 1000 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 34600 4000 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 3541191 87329 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 154009 3798 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 20940 750 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 7357200 242332 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 367660 12110 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 3564424 126893 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 3279227 116740 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 478407 13887 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 501764 14565 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 38965 1135 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 621373 18100 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 1183146 99008 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 154346 12916 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 53100 5900 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 118800 13200 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 158080 6400 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 18278 740 X N.A. N.A. N.A.
INNKEEPERS USA TRUST * 4576J0104 5722670 504200 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 2684810 92900 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 8815 305 X N.A. N.A. N.A.
JDN RLTY CORP COM * 465917102 25560 2000 X N.A. N.A. N.A.
JP REALTY INC COM * 46624A106 13375 500 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 5120115 181500 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 56420 2000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
KIMCO REALTY CORP * 49446R109 1073672 32834 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 735750 22500 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 16083 900 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 25161 1408 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 103396 14461 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 11440 1600 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 48600 3000 X N.A. N.A. N.A.
LEXINGTON CORPORATE PPTYS TR COM * 529043101 49538 3100 X N.A. N.A. N.A.
LIBERTE INVS INC REIT * 530154103 1179 300 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 927188 28750 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 214463 6650 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1961258 65050 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 2169745 71965 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 402288 11600 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 657186 18950 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 7845 300 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 1726 66 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 96895 6333 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT * 63623G109 1327560 179400 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT * 63623G109 18500 2500 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 854058 42385 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 20150 1000 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 294013 14664 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 93233 4650 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 501348 16400 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 1913 75 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 30600 1200 X N.A. N.A. N.A.
PITTSBURGH & W VA RR * 724819107 8350 1000 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 137760 4100 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 552024 18700 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 59040 2000 X N.A. N.A. N.A.
PRIME GROUP REALTY TRUST REIT * 74158J103 6894 900 X N.A. N.A. N.A.
PROLOGIS TR SH BEN INT REIT * 743410102 1283199 54955 X N.A. N.A. N.A.
PUBLIC STORAGE DEP SHARES A REIT * 74460D729 869 32 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 1657271 44779 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 37380 1010 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 12627 711 X N.A. N.A. N.A.
REALTY INCOME CORP COM * 756109104 5777 174 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 11592 450 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 2031984 82400 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 49320 2000 X N.A. N.A. N.A.
REGENCY CTRS CORP COM * 758849103 17412 600 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 60608 4123 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
------------------------------
SAUL CENTERS INC REIT * 804395101 66600 3000 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 3370 234 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 13392 930 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC * 821374105 6336 120 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 823770 24300 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 11420141 349989 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 428432 13130 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 6209952 184820 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 67200 2000 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 53085 1689 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 6286 200 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 3104 187 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 2938 177 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 58809 4277 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 35819 2605 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 22920 1447 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 226512 14300 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC * 911024107 383273 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 52844 2200 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 29833 1242 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 3007517 68105 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 282006 6386 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 213670 7432 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 348306 12115 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 41120 800 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 264710 5150 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
ZERO COUPON BONDS
------------------------------
AMERICA ONLINE Z/CPN 12/06/19 * 02364JAC8 249711 470000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 38365 50000 X N.A. N.A. N.A.
SOLECTRON CORP Z/CPN 5/08/20 * 834182AK3 16764 30000 X N.A. N.A. N.A.