UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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 11/14/02
---------------------- --------------------- -------------
(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: 5,232
Form 13F Information Table Value Total: (thousands) $25,931,639
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 53129790 4423796 X 4155715 0 268081
A T & T CO COM 001957109 40196966 3346958 X 2936420 1050 409488
A T & T LATIN AMER CORP COM 04649A106 1800 2500 X 2500 0 0
AAIPHARMA INC COM 00252W104 77942 6500 X 5000 0 1500
AAIPHARMA INC COM 00252W104 23982 2000 X 0 0 2000
AAR CORP COM 000361105 103550 21800 X 10850 0 10950
AARON RENTS INC CL B COM 002535201 461150 20050 X 20050 0 0
ABBOTT LABS COM 002824100 198276534 4907835 X 4622611 0 285224
ABBOTT LABS COM 002824100 93666188 2318470 X 2182583 125 135762
ABERCROMBIE & FITCH CO COM 002896207 271230 13789 X 1028 0 12761
ABERCROMBIE & FITCH CO COM 002896207 14772 751 X 476 0 275
ABGENIX INC COM 00339B107 25960 4000 X 4000 0 0
ABGENIX INC COM 00339B107 66458 10240 X 10240 0 0
ABIOMED INC COM 003654100 6600 2000 X 2000 0 0
ABM INDS INC COM 000957100 476580 33800 X 33800 0 0
ABRAXAS PETE CORP COM 003830106 750 1000 X 1000 0 0
ABRAXAS PETE CORP COM 003830106 3750 5000 X 5000 0 0
ACADIA REALTY TRUST COM 004239109 5920 800 X 800 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 3850 3500 X 3500 0 0
ACCREDO HEALTH INC COM 00437V104 5181481 108672 X 100660 0 8012
ACCREDO HEALTH INC COM 00437V104 187382 3930 X 230 0 3700
ACMAT CORP CL A 004616207 34796 4065 X 0 0 4065
ACTEL CORP COM 004934105 173680 16700 X 16700 0 0
ACTERNA CORP COM 00503U105 84 210 X 210 0 0
ACTION PERFORMANCE COS INC COM 004933107 316110 12300 X 12300 0 0
ACTIVE IQ TECHNOLOGIES COM 00505Q102 29850 66333 X 66333 0 0
ACTIVISION INC COM 004930202 33502 1400 X 0 0 1400
ACTIVISION INC COM 004930202 11965 500 X 500 0 0
ACTRADE FINANCIAL TECH COM 00507P102 2520 1000 X 1000 0 0
ACTUANT CORP CL A COM 00508X203 97490 2642 X 0 0 2642
ACTUATE SOFTWARE COM 00508B102 27574 29025 X 29025 0 0
ACUITY BRANDS INC COM 00508Y102 345732 28200 X 28200 0 0
ACXIOM CORP 005125109 8784623 619508 X 411326 0 208182
ACXIOM CORP 005125109 19342 1364 X 964 0 400
ADAPTEC INC 00651F108 351927 79802 X 72702 0 7100
ADAPTEC INC 00651F108 1103 250 X 250 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 677866 589449 X 511579 0 77870
ADC TELECOMMUNICATIONS INC COM 000886101 16905 14700 X 7300 0 7400
ADE CORP MASS COM 00089C107 485497 115320 X 114615 0 705
ADMINSTAFF INC COM 007094105 92015 23900 X 23900 0 0
ADOBE SYS INC COM 00724F101 721369 37768 X 37132 0 636
ADOBE SYS INC COM 00724F101 280770 14700 X 12200 0 2500
ADOLOR CORPORATION COM 00724X102 15913 1135 X 535 0 600
ADOLOR CORPORATION COM 00724X102 38990 2781 X 2781 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
------------------------------
ADTRAN INC COM 00738A106 10920 700 X 0 0 700
ADVANCE PCS COM 00790K109 94626 4200 X 4200 0 0
ADVANCED AUTO PARTS COM 00751Y106 131850 2500 X 0 0 2500
ADVANCED DIGITAL INFO CORP COM 007525108 480 100 X 100 0 0
ADVANCED ENERGY INDS INC COM 007973100 200250 22500 X 21900 0 600
ADVANCED FIBER COMMUNICATIONS COM 00754A105 167534 12625 X 1950 0 10675
ADVANCED FIBER COMMUNICATIONS COM 00754A105 6635 500 X 200 0 300
ADVANCED MARKETING SVCS INC COM 00753T105 239394 17360 X 17360 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 139624 10125 X 10125 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 206719 21737 X 21472 0 265
ADVANCED MEDICAL OPTICS COM 00763M108 31763 3340 X 2993 0 347
ADVANCED MICRO DEVICES INC COM 007903107 430388 80597 X 72909 0 7688
ADVANCED MICRO DEVICES INC COM 007903107 6408 1200 X 1200 0 0
ADVANCED NEUROMODULATION SYS INC COM 00757T101 6656 200 X 0 0 200
ADVENT SOFTWARE INC COM 007974108 50094 4375 X 0 0 4375
ADVENT SOFTWARE INC COM 007974108 6870 600 X 600 0 0
ADVISORY BOARD CO COM 00762W107 8886 300 X 0 0 300
ADVO INC COM 007585102 13151009 414205 X 271905 0 142300
AEROFLEX INC COM 007768104 460429 91355 X 91355 0 0
AEROPOSTALE COM 007865108 23100 1500 X 1500 0 0
AES CORP COM 00130H105 329468 131262 X 129686 0 1576
AES CORP COM 00130H105 11092 4419 X 4419 0 0
AETNA INC COM NEW 00817Y108 24496153 684059 X 622886 0 61173
AETNA INC COM NEW 00817Y108 5322011 148618 X 141346 0 7272
AETNA INCORPORATED COM *REORG* 008117103 39036 573 X 573 0 0
AFC ENTERPRISES INC COM 00104Q107 1473870 73000 X 73000 0 0
AFFILIATED COMPUTER SVCS COM 008190100 11019174 258970 X 241851 0 17119
AFFILIATED COMPUTER SVCS COM 008190100 368696 8665 X 4230 0 4435
AFFILIATED MANAGERS GROUP COM 008252108 11376 255 X 255 0 0
AFFYMETRIX INC COM 00826T108 133120 6400 X 600 0 5800
AFFYMETRIX INC COM 00826T108 2080 100 X 100 0 0
AFLAC INC COM 001055102 34720763 1131338 X 989325 0 142013
AFLAC INC COM 001055102 3545309 115520 X 94970 0 20550
AFTERMARKET TECHNOLOGY CORP COM 008318107 38790 3000 X 0 0 3000
AG SVCS AMER INC COM 001250109 60250 5000 X 5000 0 0
AG SVCS AMER INC COM 001250109 43790 3634 X 2000 0 1634
AGCO CORP COM 001084102 9441217 406949 X 283349 0 123600
AGERE SYSTEMS INC CL A COM 00845V100 53021 48201 X 31600 0 16601
AGERE SYSTEMS INC CL A COM 00845V100 34653 31503 X 31198 0 305
AGERE SYSTEMS INC CL B COM 00845V209 158215 159813 X 70606 0 89207
AGERE SYSTEMS INC CL B COM 00845V209 90770 91687 X 83862 0 7825
AGILENT TECHNOLOGIES INC COM 00846U101 3866635 296067 X 251866 0 44201
AGILENT TECHNOLOGIES INC COM 00846U101 3476441 266190 X 244958 0 21232
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
AGL RESOURCES INC COM 001204106 179945 8146 X 400 0 7746
AGL RESOURCES INC COM 001204106 99670 4512 X 4112 0 400
AGREE RLTY CORP COM 008492100 18080 1000 X 1000 0 0
AIR PRODS & CHEMS INC COM 009158106 23091595 549669 X 499446 0 50223
AIR PRODS & CHEMS INC COM 009158106 12835105 305525 X 296155 0 9370
AIRBORNE INC COM 009269101 3544725 312586 X 216886 0 95700
AIRBORNE INC COM 009269101 15876 1400 X 1400 0 0
AIRGAS INC COM 009363102 137865 10500 X 0 0 10500
AIRGATE PCS INC COM 009367103 1197 2720 X 2720 0 0
AIRNET SYSTEMS INC COM 009417106 4814296 1046586 X 695086 0 351500
AIRNET SYSTEMS INC COM 009417106 11040 2400 X 2400 0 0
AIRSPAN NETWORKS INC COM 00950H102 880 2000 X 2000 0 0
AIRSPAN NETWORKS INC COM 00950H102 103400 235000 X 2350000 0 0
AIRTRAN HLDGS INC COM 00949P108 311 100 X 100 0 0
AK STEEL HOLDING CORP COM 001547108 88 12 X 12 0 0
AKAMI TECHNOLOGIES COM 00971T101 415 500 X 500 0 0
ALAMOSA HLDGS INC COM 011589108 1585 6890 X 6890 0 0
ALARIS MED INC COM 011637105 7155 1500 X 0 0 1500
ALBANY INTERNATIONAL CORP CL A COM 012348108 13420891 707107 X 521680 0 185427
ALBANY INTERNATIONAL CORP CL A COM 012348108 1898 100 X 0 0 100
ALBANY MOLECULAR RESH INC COM 012423109 3472689 203916 X 202716 0 1200
ALBANY MOLECULAR RESH INC COM 012423109 42575 2500 X 0 0 2500
ALBEMARLE CORP COM 012653101 6835887 270300 X 197300 0 73000
ALBEMARLE CORP COM 012653101 132317 5232 X 5232 0 0
ALBERTO CULVER CO CL A 013068200 82980 1800 X 1800 0 0
ALBERTO CULVER CO CL B COM 013068101 4389558 89528 X 86300 0 3228
ALBERTO CULVER CO CL B COM 013068101 44127 900 X 200 0 700
ALBERTSONS INC COM 013104104 2188896 90600 X 70026 0 20574
ALBERTSONS INC COM 013104104 1594149 65983 X 55752 0 10231
ALCOA INC COM 013817101 12496364 647480 X 504245 0 143235
ALCOA INC COM 013817101 4185842 216883 X 211313 0 5570
ALEXANDER & BALDWIN INC 014482103 31150 1400 X 0 0 1400
ALICO INC COM 016230104 22760 800 X 800 0 0
ALIGN TECHNOLOGY INC COM 016255101 60905 22075 X 1000 0 21075
ALKERMES INC COM 01642T108 44547 5646 X 2850 0 2796
ALKERMES INC COM 01642T108 18826 2386 X 2018 0 368
ALLEGHANY CORP DEL COM 017175100 811818 4284 X 4284 0 0
ALLEGHANY CORP DEL COM 017175100 746062 3937 X 3937 0 0
ALLEGHENY ENERGY INC COM 017361106 1901334 145140 X 136667 0 8473
ALLEGHENY ENERGY INC COM 017361106 1023464 78127 X 66957 0 11170
ALLEGHENY TECHNOLOGIES INC COM 01741R102 73456 10615 X 8505 0 2110
ALLEGHENY TECHNOLOGIES INC COM 01741R102 37147 5368 X 4812 0 556
ALLEGIANCE TELECOM INC COM 01747T102 498 600 X 0 0 600
ALLEGIANCE TELECOM INC COM 01747T102 249 300 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
------------------------------
ALLEGIANT BANCORP INC COM 017476102 211608 13022 X 13022 0 0
ALLEN TELECOM INC COM 018091108 111072 20800 X 19500 0 1300
ALLERGAN INC COM 018490102 2391370 43959 X 33908 0 10051
ALLERGAN INC COM 018490102 1851123 34028 X 29962 0 4066
ALLETE INC COM 018522102 290498 13449 X 2760 0 10689
ALLETE INC COM 018522102 367459 17012 X 17012 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 107565 7100 X 0 0 7100
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 103360 27200 X 27200 0 0
ALLIANT ENERGY CORP COM 018802108 168476 8752 X 5452 0 3300
ALLIANT ENERGY CORP COM 018802108 365173 18970 X 15342 0 3628
ALLIANT TECHSYSTEMS INC COM 018804104 3394566 49019 X 25282 0 23737
ALLIANT TECHSYSTEMS INC COM 018804104 644025 9300 X 9300 0 0
ALLIED CAP CORP NEW COM 01903Q108 260491 11900 X 1000 0 10900
ALLIED CAP CORP NEW COM 01903Q108 110763 5060 X 5060 0 0
ALLIED RESEARCH CORP 019483106 16400 800 X 800 0 0
ALLIED WASTE INDS INC COM 019589308 150094 20421 X 19929 0 492
ALLIED WASTE INDS INC COM 019589308 5880 800 X 800 0 0
ALLMERICA FINL CORP COM 019754100 120804 10067 X 5086 0 4981
ALLMERICA FINL CORP COM 019754100 29532 2461 X 2461 0 0
ALLOS THERAPEUTICS INC COM 019777101 6784 800 X 0 0 800
ALLSTATE CORP COM 020002101 8603562 242013 X 195844 0 46169
ALLSTATE CORP COM 020002101 3446644 96952 X 89944 0 7008
ALLTEL CORP COM 020039103 4008867 99897 X 75901 0 23996
ALLTEL CORP COM 020039103 1183915 29502 X 29254 0 248
ALPHARMA INC CL A COM 020813101 2965440 308900 X 301100 0 7800
ALTEON INC COM 02144G107 1750 1000 X 1000 0 0
ALTERA CORP 021441100 2579984 297576 X 202057 0 95519
ALTERA CORP 021441100 498152 57457 X 56757 0 700
AMAZON COM INC COM 023135106 124573 7820 X 5120 0 2700
AMAZON COM INC COM 023135106 26444 1660 X 160 0 1500
AMBAC FINANCIAL GROUP INC COM 023139108 1956908 36313 X 14468 0 21845
AMBAC FINANCIAL GROUP INC COM 023139108 220949 4100 X 4100 0 0
AMCORE FINL INC COM 023912108 10980 500 X 0 0 500
AMDOCS LTD COM G02602103 42496 6640 X 40 0 6600
AMER INTERNATIONAL GROUP INC COM 026874107 479605771 8767930 X 8272207 0 495723
AMER INTERNATIONAL GROUP INC COM 026874107 153172198 2800223 X 2610359 2184 187680
AMERADA HESS CORP COM 023551104 1953383 28777 X 17144 0 11633
AMERADA HESS CORP COM 023551104 642009 9458 X 5831 0 3627
AMEREN CORP COM 023608102 2179794 52336 X 44953 0 7383
AMEREN CORP COM 023608102 951536 22846 X 22846 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 18840 1000 X 1000 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 207240 11000 X 1000 0 10000
AMERICAN CMNTY PPTYS TR COM 02520N106 1680 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 18090 1500 X 0 0 1500
AMERICAN ELEC PWR INC 025537101 6266298 219793 X 159195 0 60598
AMERICAN ELEC PWR INC 025537101 3860397 135405 X 124832 0 10573
AMERICAN EXPRESS CO COM 025816109 38402223 1231630 X 1064540 0 167090
AMERICAN EXPRESS CO COM 025816109 20273205 650199 X 586904 1055 62240
AMERICAN FINL GROUP INC COM 025932104 61832 2686 X 1466 0 1220
AMERICAN FINL HLDGS INC COM 026075101 555804 18277 X 18277 0 0
AMERICAN FINL HLDGS INC COM 026075101 251460 8269 X 8269 0 0
AMERICAN GREETINGS CORP CL A 026375105 6388802 396820 X 393300 0 3520
AMERICAN HEALTHWAYS INC COM 02649V104 4829171 298650 X 288100 0 10550
AMERICAN ITALIAN PASTA CL A COM 027070101 4955842 138858 X 132558 0 6300
AMERICAN MED SEC GROUP INC COM 02744P101 16968 1200 X 0 0 1200
AMERICAN MED SYS HLDGS INC COM 02744M108 3510900 169200 X 167000 0 2200
AMERICAN MEDICAL ALERT CORP COM 027904101 5730 3000 X 3000 0 0
AMERICAN MGMT SYS INC 027352103 699514 54950 X 42050 0 12900
AMERICAN MGMT SYS INC 027352103 50920 4000 X 0 0 4000
AMERICAN NATIONAL FINL INC COM 027717107 6306 500 X 0 0 500
AMERICAN NATL INS CO 028591105 34505 500 X 0 0 500
AMERICAN NATL INS CO 028591105 20703 300 X 300 0 0
AMERICAN PHARMACEUTICAL PARTNERS 02886P109 2215981 135700 X 134600 0 1100
AMERICAN POWER CONVERSION CORP COM 029066107 2503047 261825 X 252625 0 9200
AMERICAN POWER CONVERSION CORP COM 029066107 476298 49822 X 46822 0 3000
AMERICAN RETIREMENT CORP COM 028913101 3600 2000 X 2000 0 0
AMERICAN RLTY INVS INC COM 029174109 7269 735 X 735 0 0
AMERICAN STD COS INC DEL COM 029712106 9096006 142974 X 122938 0 20036
AMERICAN STD COS INC DEL COM 029712106 188506 2963 X 2963 0 0
AMERICAN STS WTR CO COM 029899101 6206274 236700 X 168111 0 68589
AMERICAN SUPERCONDUCTOR CORP 030111108 7282 2697 X 2697 0 0
AMERICAN SUPERCONDUCTOR CORP 030111108 31050 11500 X 11500 0 0
AMERICAN TOWER CORP CL A 029912201 2018903 1269750 X 1259750 0 10000
AMERICAN TOWER CORP CL A 029912201 260204 163650 X 111650 0 52000
AMERICAN WATER WORKS COM 030411102 332851 7453 X 7453 0 0
AMERICAN WATER WORKS COM 030411102 512206 11469 X 6469 0 5000
AMERICAN WOODMARK CORP COM 030506109 14207 280 X 280 0 0
AMERICREDIT CORP COM 03060R101 39099 4845 X 4845 0 0
AMERIGROUP CORP COM 03073T102 307821 9175 X 0 0 9175
AMERIPATH INC COM 03071D109 560985 37650 X 20800 0 16850
AMERISERV FINL INC COM 03074A102 2087 852 X 852 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2009330 28134 X 9811 0 18323
AMERISOURCEBERGEN CORP COM 03073E105 91346 1279 X 1179 0 100
AMERISTAR CASINOS INC COM 03070Q101 1378392 72700 X 72100 0 600
AMERON INTERNATIONAL INC COM 030710107 68866 1400 X 1400 0 0
AMERUS GROUP CO COM 03072M108 10297516 363100 X 207603 0 155497
AMERUS GROUP CO COM 03072M108 22688 800 X 800 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
------------------------------
AMETEK INC COM 031100100 300984 10336 X 3636 0 6700
AMETEK INC COM 031100100 375648 12900 X 2400 0 10500
AMGEN INC 031162100 21534923 516425 X 413420 0 103005
AMGEN INC 031162100 11313752 271313 X 247883 575 22855
AMKOR TECHNOLOGY INC COM 031652100 11983 5035 X 3335 0 1700
AMKOR TECHNOLOGY INC COM 031652100 4760 2000 X 2000 0 0
AMN HEALTHCARE SVCS INC COM 001744101 42754 2311 X 200 0 2111
AMN HEALTHCARE SVCS INC COM 001744101 13875 750 X 550 0 200
AMPHENOL CORP NEW CL A COM 032095101 678125 21875 X 17992 0 3883
AMPHENOL CORP NEW CL A COM 032095101 38967 1257 X 882 0 375
AMR CORP DEL COM 001765106 465058 111258 X 104361 0 6897
AMR CORP DEL COM 001765106 16804 4020 X 4020 0 0
AMSOUTH BANCORPORATION COM 032165102 1006844 48546 X 46289 0 2257
AMSOUTH BANCORPORATION COM 032165102 608076 29319 X 24819 0 4500
AMSURG CORP COM 03232P405 1310585 43440 X 18640 0 24800
AMSURG CORP COM 03232P405 45255 1500 X 0 0 1500
ANADARKO PETROLEUM CORP COM 032511107 29602353 664624 X 588062 0 76562
ANADARKO PETROLEUM CORP COM 032511107 9548485 214380 X 197254 0 17126
ANADIGICS INC COM 032515108 2237459 1050450 X 719150 0 331300
ANADIGICS INC COM 032515108 4767 2238 X 2238 0 0
ANALOG DEVICES INC COM 032654105 30754655 1561150 X 1472397 0 88753
ANALOG DEVICES INC COM 032654105 7537870 382633 X 336111 1217 45305
ANALOGIC CORP (NEW) 032657207 9562482 228276 X 168729 0 59547
ANALYSTS INTL CORP COM 032681108 2052214 707660 X 464460 0 243200
ANAREN MICROWAVE INC 032744104 822 100 X 100 0 0
ANCHOR BANCORP WI INC COM 032839102 343400 17000 X 17000 0 0
ANDERSEN GROUP INC COM 033501107 6695 1975 X 1975 0 0
ANDERSEN GROUP INC COM 033501107 36195 10677 X 10677 0 0
ANDREW CORP COM 034425108 973179 148577 X 137828 0 10749
ANDREW CORP COM 034425108 130751 19962 X 2162 0 17800
ANDRX GROUP COM 034553107 280552 12666 X 5580 0 7086
ANDRX GROUP COM 034553107 21685 979 X 654 0 325
ANGELICA CORP COM 034663104 126791 5900 X 5900 0 0
ANGELICA CORP COM 034663104 7522 350 X 350 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 86326434 1706056 X 1602847 0 103209
ANHEUSER-BUSCH COMPANIES INC COM 035229103 28919216 571526 X 465546 0 105980
ANIXTER INTL INC COM 035290105 543840 26400 X 25500 0 900
ANNTAYLOR STORES CORP 036115103 717385 31150 X 30350 0 800
ANNTAYLOR STORES CORP 036115103 145089 6300 X 0 0 6300
ANSYS INC COM 03662Q105 1604630 93130 X 86840 0 6290
ANTEON INTERNATIONAL CORP COM 03674E108 2428805 89360 X 74710 0 14650
ANTEON INTERNATIONAL CORP COM 03674E108 108720 4000 X 0 0 4000
ANTHEM INC COM 03674B104 3517150 54110 X 17036 0 37074
ANTHEM INC COM 03674B104 155610 2394 X 1938 0 456
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ANTHRACITE CAPITAL INC COM 037023108 33900 3000 X 3000 0 0
ANTIGENICS INC DEL COM 037032109 234 29 X 29 0 0
AOL TIME WARNER INC COM 00184A105 20034635 1712362 X 1481158 0 231204
AOL TIME WARNER INC COM 00184A105 6204662 530313 X 501811 3400 25102
AON CORP 037389103 1938129 94589 X 65421 0 29168
AON CORP 037389103 1267552 61862 X 61187 0 675
APAC TELESERVICES INC COM 00185E106 1369446 470600 X 320000 0 150600
APACHE CORP COM 037411105 4764442 80142 X 52962 0 27180
APACHE CORP COM 037411105 654128 11003 X 6643 0 4360
APOGEE ENTERPRISES INC COM 037598109 212236 19400 X 14600 0 4800
APOGENT TECHNOLOGIES INC COM 03760A101 3156619 169165 X 203 0 168962
APOGENT TECHNOLOGIES INC COM 03760A101 322818 17300 X 3000 0 14300
APOLLO GROUP INC CL A COM 037604105 12055864 277593 X 259250 0 18343
APOLLO GROUP INC CL A COM 037604105 936481 21563 X 20438 1000 125
APPIANT TECHNOLOGIES INC COM 03782R108 180 400 X 400 0 0
APPLE COMPUTER INC COM 037833100 1411720 97360 X 76024 0 21336
APPLE COMPUTER INC COM 037833100 137750 9500 X 8900 0 600
APPLEBEES INTL INC 037899101 11140818 508249 X 328274 0 179975
APPLEBEES INTL INC 037899101 440592 20100 X 0 0 20100
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 6052798 330754 X 212004 0 118750
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 1285282 70234 X 44970 0 25264
APPLERA CORP-CELERA GENOMICS GROUP 038020202 134164 16876 X 16826 0 50
APPLERA CORP-CELERA GENOMICS GROUP 038020202 170186 21407 X 21347 0 60
APPLICA INC COM 03815A106 92750 17500 X 16600 0 900
APPLIED DIGITAL SOLUTIONS INC COM 038188108 9750 25000 X 25000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 392209 1005663 X 1000663 0 5000
APPLIED FILMS CORP COM 038197109 1713532 156630 X 155530 0 1100
APPLIED FILMS CORP COM 038197109 109 10 X 10 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 222045 13100 X 13100 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 33900 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 34101456 2952507 X 2680180 0 272327
APPLIED MATERIALS INC COM 038222105 4804223 415950 X 354950 150 60850
APPLIED MICRO CIRCUITS CORP COM 03822W109 515532 180256 X 153656 0 26600
APPLIED MICRO CIRCUITS CORP COM 03822W109 1602 560 X 560 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 150784 6400 X 0 0 6400
APTARGROUP INC COM 038336103 911296 33915 X 10115 0 23800
APTARGROUP INC COM 038336103 321097 11950 X 1450 0 10500
AQUILA INC DEL NEW COM 03840P102 17179 4190 X 4190 0 0
AQUILA INC DEL NEW COM 03840P102 36843 8986 X 8986 0 0
ARBITRON INC COM 03875Q108 2424510 71100 X 67531 0 3569
ARBITRON INC COM 03875Q108 4092 120 X 120 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 50220 1800 X 1800 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 195300 7000 X 0 0 7000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ARCH CHEMICALS INC COM 03937R102 293939 16588 X 15300 0 1288
ARCH CHEMICALS INC COM 03937R102 14424 814 X 814 0 0
ARCH COAL INC COM 039380100 1744966 105436 X 97886 0 7550
ARCH COAL INC COM 039380100 596 36 X 36 0 0
ARCHER DANIELS MIDLAND CO 039483102 6512231 520562 X 460540 0 60022
ARCHER DANIELS MIDLAND CO 039483102 1312324 104902 X 100253 0 4649
ARCTIC CAT INC COM 039670104 223360 16000 X 16000 0 0
ARENA PHARMACEUTICALS INC COM 040047102 5040 900 X 0 0 900
ARGONAUT GROUP INC 040157109 3881 225 X 225 0 0
ARGONAUT GROUP INC 040157109 116351 6745 X 5116 0 1629
ARGOSY GAMING CORP COM 040228108 452312 19700 X 19700 0 0
ARIBA INC COM 04033V104 5400 4000 X 3000 0 1000
ARIBA INC COM 04033V104 135 100 X 100 0 0
ARKANSAS BEST CORP DEL COM 040790107 13200012 460075 X 312800 0 147275
ARMOR HLDGS INC COM 042260109 14349028 957240 X 697140 0 260100
ARMOR HLDGS INC COM 042260109 35976 2400 X 2400 0 0
ARMSTRONG HOLDINGS INC COM 042384107 41911 31045 X 31045 0 0
ARMSTRONG HOLDINGS INC COM 042384107 2714 2010 X 2010 0 0
ARQULE INC COM 04269E107 80340 15600 X 14500 0 1100
ARRIS GROUP INC COM 04269Q100 5920 1600 X 200 0 1400
ARROW ELECTRONICS INC 042735100 581927 46075 X 275 0 45800
ARROW ELECTRONICS INC 042735100 248180 19650 X 3050 0 16600
ARROW FINL CORP COM 042744102 65121 2273 X 2273 0 0
ARROW FINL CORP COM 042744102 284294 9923 X 9923 0 0
ARROW INTL INC COM 042764100 643400 20000 X 0 0 20000
ART TECHNOLOGY GROUP INC COM 04289L107 1680 1750 X 1750 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 120 125 X 125 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 43035 28500 X 26200 0 2300
ARTHROCARE CORP COM 043136100 180588 14900 X 14900 0 0
ARTISAN COMPONENTS INC COM 042923102 7287 800 X 0 0 800
ARVINMERITOR INC COM 043353101 64739 3462 X 3462 0 0
ARVINMERITOR INC COM 043353101 90676 4849 X 4714 0 135
ASBURY AUTOMOTIVE GROUP COM 043436104 869488 99370 X 98670 0 700
ASCENTIAL SOFTWARE CORP COM 04362P108 108182 58225 X 12025 0 46200
ASHLAND INC COM 044204105 440588 16446 X 9083 0 7363
ASHLAND INC COM 044204105 39381 1470 X 1470 0 0
ASHWORTH INC COM 04516H101 44550 9000 X 9000 0 0
ASIAINFO HLDGS INC COM 04518A104 3669 1100 X 0 0 1100
ASPECT MED SYS INC COM 045235108 17136 5909 X 5909 0 0
ASPEN TECHNOLOGY INC COM DELAWARE 045327103 85260 28420 X 28420 0 0
ASSOCIATED BANC CORP COM 045487105 9519 300 X 300 0 0
ASTEC INDS INC 046224101 144452 13400 X 13400 0 0
ASTORIA FINL CORP COM 046265104 45628 1870 X 1870 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
------------------------------
ASTRO MED INC NEW 04638F108 36100 10000 X 0 0 10000
ASTRO MED INC NEW 04638F108 14621 4050 X 4050 0 0
ASTRONICS CORP COM 046433108 499719 71185 X 71185 0 0
ASTROPOWER INC COM 04644A101 112890 15900 X 14900 0 1000
ASTROPOWER INC COM 04644A101 39938 5625 X 5625 0 0
ASYST TECHNOLOGY CORP COM 04648X107 2491500 412500 X 249100 0 163400
AT & T WIRELESS SVCS INC COM 00209A106 3279693 796042 X 738883 0 57159
AT & T WIRELESS SVCS INC COM 00209A106 4330928 1051196 X 759465 0 291731
ATEC GROUP INC NEW COM 00206X604 889 2470 X 2470 0 0
ATHEROGENICS INC COM 047439104 5008 800 X 0 0 800
ATLANTIC AMERICAN CORP COM 048209100 1165 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 289525 31300 X 30800 0 500
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 925 100 X 100 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC COM 049164106 482 200 X 200 0 0
ATMEL CORP COM 049513104 424 400 X 400 0 0
ATMEL CORP COM 049513104 1028 970 X 970 0 0
ATMI INC COM 00207R101 3164040 224400 X 221800 0 2600
ATMI INC COM 00207R101 14100 1000 X 1000 0 0
ATMOS ENERGY CORP COM 049560105 11143450 518300 X 325200 0 193100
ATMOS ENERGY CORP COM 049560105 33089 1539 X 1539 0 0
ATRIX LABS INC COM 04962L101 723720 48900 X 48508 0 392
ATS MED INC COM 002083103 13022 27130 X 27130 0 0
ATS MED INC COM 002083103 48 100 X 100 0 0
ATWOOD OCEANICS INC COM 050095108 9307350 318200 X 214200 0 104000
AUDIBLE INC COM 05069A104 60000 200000 X 0 0 200000
AUDIOVOX CORP COM 050757103 109184 15600 X 15600 0 0
AUGUST TECHNOLOGIES CORP COM 05106U105 20880 4640 X 4640 0 0
AURORA FOODS INC COM 05164B106 159 245 X 245 0 0
AUTHENTIDATE HLDG CORP COM 052666104 3293 2352 X 2352 0 0
AUTODESK INC COM 052769106 4072442 321424 X 317148 0 4276
AUTODESK INC COM 052769106 10136 800 X 800 0 0
AUTOIMMUNE INC COM 052776101 86 100 X 100 0 0
AUTOLIV INC COM 052800109 18972 900 X 0 0 900
AUTOLIV INC COM 052800109 33370 1583 X 1583 0 0
AUTOMATIC DATA PROCESSING INC 053015103 293755075 8448521 X 7701063 0 747458
AUTOMATIC DATA PROCESSING INC 053015103 134589315 3870846 X 3675723 8592 186531
AUTONATION INC COM 05329W102 1366733 118640 X 117240 0 1400
AUTONATION INC COM 05329W102 58752 5100 X 5100 0 0
AUTOZONE INC COM 053332102 1841775 23355 X 9587 0 13768
AVANEX CORP COM 05348W109 69 50 X 25 0 25
AVANEX CORP COM 05348W109 5480 4000 X 4000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 10396 9040 X 9040 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 11500 10000 X 10000 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
------------------------------
AVAYA INC COM 053499109 106309 74342 X 38827 0 35515
AVAYA INC COM 053499109 36707 25669 X 23651 0 2018
AVERY DENNISON CORP COM 053611109 28406752 498539 X 474867 0 23672
AVERY DENNISON CORP COM 053611109 4740793 83201 X 81101 0 2100
AVIALL INC NEW COM 05366B102 9171 900 X 0 0 900
AVICI SYSTEMS INC COM 05367L109 25110 40500 X 40500 0 0
AVICI SYSTEMS INC COM 05367L109 806 1300 X 1300 0 0
AVID TECHNOLOGY INC COM 05367P100 184370 17900 X 17900 0 0
AVIGEN INC COM 053690103 89498 11286 X 11286 0 0
AVISTA CORP COM 05379B107 365120 32600 X 32600 0 0
AVISTA CORP COM 05379B107 22400 2000 X 2000 0 0
AVNET INC COM 053807103 8166174 756828 X 729502 0 27326
AVNET INC COM 053807103 74624 6916 X 6516 0 400
AVOCENT CORP COM 053893103 990789 74050 X 73550 0 500
AVOCENT CORP COM 053893103 6690 500 X 500 0 0
AVON PRODS INC COM 054303102 1986633 43094 X 19581 0 23513
AVON PRODS INC COM 054303102 806105 17486 X 14826 0 2660
AVX CORP NEW COM 002444107 415160 47940 X 47940 0 0
AVX CORP NEW COM 002444107 8660 1000 X 1000 0 0
AWARE INC MASSACHUSETTS COM 05453N100 32240 15500 X 15500 0 0
AWARE INC MASSACHUSETTS COM 05453N100 10608 5100 X 100 0 5000
AXCELIS TECHNOLOGIES INC COM 054540109 345592 70818 X 70818 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 31315 6417 X 5789 0 628
AXEDA SYSTEMS INC COM 054959101 650 1000 X 1000 0 0
AXEDA SYSTEMS INC COM 054959101 1300 2000 X 2000 0 0
AXT INC COM 00246W103 31824 15300 X 15300 0 0
AZTAR CORP COM 054802103 420078 31800 X 25500 0 6300
B J SERVICES CO COM 055482103 10568558 406483 X 378213 0 28270
B J SERVICES CO COM 055482103 85800 3300 X 3300 0 0
BACK YARD BURGERS INC COM 05635W101 7321 1200 X 1200 0 0
BAIRNCO CORP COM 057097107 275 50 X 50 0 0
BAIRNCO CORP COM 057097107 550 100 X 0 0 100
BAKER HUGHES INC COM 057224107 140981466 4856406 X 4619078 0 237328
BAKER HUGHES INC COM 057224107 12509666 430922 X 375229 225 55468
BALDOR ELECTRIC CO COM 057741100 443120 23200 X 23200 0 0
BALDOR ELECTRIC CO COM 057741100 7640 400 X 400 0 0
BALL CORP COM 058498106 2397002 47569 X 16848 0 30721
BALL CORP COM 058498106 181404 3600 X 3600 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 1900342 191760 X 190560 0 1200
BANCORP RHODE ISLAND INC COM 059690107 100464 5200 X 5200 0 0
BANCORP RHODE ISLAND INC COM 059690107 231840 12000 X 12000 0 0
BANCORPSOUTH INC COM 059692103 15760 800 X 0 0 800
BANDAG INC CL A 059815308 27000 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
------------------------------
BANK GRANITE CORP COM 062401104 8424 468 X 468 0 0
BANK NEW YORK INC 064057102 51428678 1789446 X 1701107 0 88339
BANK NEW YORK INC 064057102 20990173 730347 X 672513 125 57709
BANK OF AMERICA CORP COM 060505104 195626431 3066245 X 2820056 0 246189
BANK OF AMERICA CORP COM 060505104 34835183 546006 X 497949 253 47804
BANK OF HAWAII CORP COM 062540109 175937 6306 X 2506 0 3800
BANK OF HAWAII CORP COM 062540109 191115 6850 X 6750 0 100
BANK OF THE OZARKS INC COM 063904106 4580 200 X 0 0 200
BANK ONE CORP NEW COM 06423A103 46506937 1243501 X 1169572 0 73929
BANK ONE CORP NEW COM 06423A103 6551508 175174 X 166779 727 7668
BANKATLANTIC BANCORP INC A COM 065908501 6286 700 X 300 0 400
BANKNORTH GROUP INC COM NEW 06646R107 2420149 101901 X 88031 0 13870
BANKNORTH GROUP INC COM NEW 06646R107 819731 34515 X 32728 0 1787
BANKUNITED FINL CORP CL A COM 06652B103 1595 100 X 100 0 0
BANTA CORP COM 066821109 326600 9200 X 0 0 9200
BANTA CORP COM 066821109 497000 14000 X 0 0 14000
BAR HARBOR BANKSHARES COM 066849100 130566 6945 X 6845 0 100
BAR HARBOR BANKSHARES COM 066849100 7520 400 X 400 0 0
BARD C R INC 067383109 1151764 21083 X 6120 0 14963
BARD C R INC 067383109 1370120 25080 X 24400 0 680
BARNES & NOBLE INC COM 067774109 4325654 204426 X 184126 0 20300
BARNES & NOBLE INC COM 067774109 44034 2081 X 2081 0 0
BARNES GROUP INC 067806109 10676610 531439 X 360569 0 170870
BARNES GROUP INC 067806109 43273920 2154003 X 126591 0 2027412
BARNESANDNOBLE.COM INC COM 067846105 245 500 X 500 0 0
BARR LABS INC COM 068306109 2239326 35950 X 30350 0 5600
BARR LABS INC COM 068306109 37374 600 X 100 0 500
BARRA INC COM 068313105 1707500 62500 X 62100 0 400
BASSETT FURNITURE INDS INC COM 070203104 5747474 417391 X 272391 0 145000
BAUSCH & LOMB COM 071707103 3325724 100263 X 97072 0 3191
BAUSCH & LOMB COM 071707103 98084 2957 X 2957 0 0
BAXTER INTERNATIONAL COM 071813109 100364265 3285246 X 3125673 0 159573
BAXTER INTERNATIONAL COM 071813109 16022284 524461 X 493558 200 30703
BAY VIEW CAP CORP DEL COM 07262L101 38556 6800 X 0 0 6800
BAY VIEW CAP CORP DEL COM 07262L101 36447 6428 X 6428 0 0
BB & T CORP COM 054937107 1723793 49195 X 47211 0 1984
BB & T CORP COM 054937107 528193 15074 X 15074 0 0
BE AEROSPACE INC COM 073302101 111860 23500 X 15200 0 8300
BEA SYS INC COM 073325102 629370 121500 X 121500 0 0
BEA SYS INC COM 073325102 1191 230 X 230 0 0
BEAR STEARNS COM 073902108 2376245 42132 X 39163 0 2969
BEAR STEARNS COM 073902108 268013 4752 X 4252 0 500
BEAZER HOMES USA INC COM 07556Q105 2130645 34900 X 34600 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
------------------------------
BECKMAN COULTER INC COM 075811109 6233796 161080 X 151980 0 9100
BECKMAN COULTER INC COM 075811109 130419 3370 X 3370 0 0
BECTON DICKINSON & CO COM 075887109 12479074 439404 X 329640 0 109764
BECTON DICKINSON & CO COM 075887109 4498106 158384 X 154459 0 3925
BED BATH & BEYOND INC COM 075896100 35676787 1095388 X 1068692 0 26696
BED BATH & BEYOND INC COM 075896100 1660223 50974 X 45354 0 5620
BEI TECHNOLOGIES COM 05538P104 107800 9800 X 9800 0 0
BEL FUSE INC CL A COM 077347201 18260 1000 X 0 0 1000
BEL FUSE INC CL B COM 077347300 193050 9000 X 7500 0 1500
BELDEN INC COM 077459105 234850 17500 X 17000 0 500
BELL MICROPRODUCTS INC COM 078137106 55176 13200 X 13200 0 0
BELL SOUTH CORP COM 079860102 65154646 3548728 X 3274954 0 273774
BELL SOUTH CORP COM 079860102 42322425 2305143 X 2224179 0 80964
BELO CORPORATION CL A COM 080555105 23190721 1059905 X 1044405 0 15500
BELO CORPORATION CL A COM 080555105 82786415 3783657 X 2458594 0 1325063
BEMIS CO COM 081437105 29801439 603268 X 601210 0 2058
BEMIS CO COM 081437105 4964749 100501 X 40651 0 59850
BENCHMARK ELECTRONICS INC COM 08160H101 19070311 905953 X 623428 0 282525
BERKLEY W R CORP COM 084423102 51000 1500 X 1500 0 0
BERKSHIRE BANCORP INC COM 084597103 3751 120 X 120 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 9163600 124 X 105 0 19
BERKSHIRE HATHAWAY INC CL A COM 084670108 19361800 262 X 259 0 3
BERKSHIRE HATHAWAY INC CL B COM 084670207 29870870 12118 X 11466 0 652
BERKSHIRE HATHAWAY INC CL B COM 084670207 29740225 12065 X 11629 0 436
BERRY PETE CO CL A COM 085789105 50970 3000 X 0 0 3000
BEST BUY INC COM 086516101 10986493 492447 X 445799 0 46648
BEST BUY INC COM 086516101 102738 4605 X 4605 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 3443176 1422800 X 900200 0 522600
BIG LOTS INC COM 089302103 328108 20727 X 11740 0 8987
BIG LOTS INC COM 089302103 121891 7700 X 0 0 7700
BILLSERV INC COM 090181108 27907 47300 X 47300 0 0
BIO RAD LABS INC CL A 090572207 139342 3700 X 3000 0 700
BIO-TECHNOLOGY GENERAL COM 090578105 132655 44816 X 42916 0 1900
BIOGEN INC 090597105 1480535 50582 X 20802 0 29780
BIOGEN INC 090597105 551125 18829 X 18829 0 0
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 21995 5500 X 5500 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4384188 757200 X 509900 0 247300
BIOMET INC COM 090613100 10548329 396107 X 357269 0 38838
BIOMET INC COM 090613100 485012 18213 X 16870 0 1343
BIOPURE CORP COM 09065H105 17437 4982 X 3982 0 1000
BIOPURE CORP COM 09065H105 10500 3000 X 3000 0 0
BIOSITE INCORPORATED COM 090945106 307294 10600 X 10000 0 600
BIOSPHERE MEDICAL INC COM 09066V103 40170 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 3090 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
------------------------------
BIOVAIL CORP COM 09067J109 1025919 41552 X 39420 0 2132
BIOVAIL CORP COM 09067J109 65429 2650 X 950 0 1700
BISYS GROUP INC COM 055472104 448664 26850 X 4400 0 22450
BISYS GROUP INC COM 055472104 44114 2640 X 1940 0 700
BJS WHOLESALE CLUB INC COM 05548J106 4300632 226230 X 218030 0 8200
BJS WHOLESALE CLUB INC COM 05548J106 110258 5800 X 3800 0 2000
BKF CAP GROUP INC COM 05548G102 49812 2363 X 2363 0 0
BLACK & DECKER CORP 091797100 5189718 123771 X 78619 0 45152
BLACK & DECKER CORP 091797100 1044938 24921 X 21228 200 3493
BLACK BOX CORP DEL COM 091826107 466460 14050 X 14050 0 0
BLACK HILLS CORP COM 092113109 208525 7962 X 7962 0 0
BLOCK H & R INC COM 093671105 11526872 274384 X 249839 0 24545
BLOCK H & R INC COM 093671105 2263835 53888 X 53888 0 0
BLOCKBUSTER INC COM CL A 093679108 2532948 102135 X 101135 0 1000
BLOCKBUSTER INC COM CL A 093679108 24800 1000 X 1000 0 0
BMC SOFTWARE INC COM 055921100 17246453 1319545 X 1279021 0 40524
BMC SOFTWARE INC COM 055921100 224151 17150 X 17150 0 0
BOB EVANS FARMS INC COM 096761101 113760 4800 X 800 0 4000
BOB EVANS FARMS INC COM 096761101 23700 1000 X 1000 0 0
BOEING CO COM 097023105 21248724 622582 X 485980 0 136602
BOEING CO COM 097023105 9315818 272951 X 259539 700 12712
BOISE CASCADE CO 097383103 487555 21384 X 19093 0 2291
BOISE CASCADE CO 097383103 12563 551 X 551 0 0
BOK FINL CORP COM NEW 05561Q201 93730 2884 X 0 0 2884
BORDERS GROUP INC COM 099709107 932 59 X 59 0 0
BORG WARNER INC COM 099724106 29784 600 X 0 0 600
BORLAND SOFTWARE CORP COM 099849101 1169 150 X 0 0 150
BOSTON BEER INC CL A COM 100557107 1546584 111265 X 50 0 111215
BOSTON COMMUNICATION GROUP INC COM 100582105 134160 13000 X 12300 0 700
BOSTON LIFE SCIENCES INC COM 100843408 15841 15530 X 15530 0 0
BOSTON LIFE SCIENCES INC COM 100843408 23460 23000 X 23000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 2349390 110300 X 109600 0 700
BOSTON SCIENTIFIC CORP COM 101137107 7358971 233174 X 154769 0 78405
BOSTON SCIENTIFIC CORP COM 101137107 2620679 83038 X 71313 600 11125
BOTTOMLINE TECHNOLOGIES COM 101388106 2350 500 X 500 0 0
BOWATER INC COM 102183100 3049920 86400 X 34450 0 51950
BOWATER INC COM 102183100 10590 300 X 300 0 0
BOWNE & CO INC DEL COM 103043105 236000 23600 X 22900 0 700
BOYD GAMING CORP COM 103304101 44808 2400 X 0 0 2400
BOYKIN LODGING CO COM 103430104 9620 1000 X 0 0 1000
BOYKIN LODGING CO COM 103430104 14844 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 7245 500 X 500 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 58540 4040 X 4040 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
------------------------------
BRADY CORPORATION COM CLASS A 104674106 505540 15700 X 15700 0 0
BRIGGS & STRATTON CORP COM 109043109 783084 20860 X 17200 0 3660
BRIGGS & STRATTON CORP COM 109043109 97604 2600 X 2600 0 0
BRIGHAM EXPLORATION CO COM 109178103 28146 7840 X 7840 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 191321 6850 X 6850 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 108927 3900 X 0 0 3900
BRIGHTPOINT INC COM 109473405 344 142 X 0 0 142
BRINKER INTL INC COM 109641100 531105 20506 X 8531 0 11975
BRINKER INTL INC COM 109641100 7770 300 X 0 0 300
BRISTOL MYERS SQUIBB CO 110122108 131732024 5534959 X 5125357 500 409102
BRISTOL MYERS SQUIBB CO 110122108 81697522 3432669 X 3249271 800 182598
BRITESMILE INC COM 110415106 1350 1800 X 1800 0 0
BROADCOM CORP CL A COM 111320107 400425 37493 X 36693 0 800
BROADCOM CORP CL A COM 111320107 5767 540 X 540 0 0
BROADVISION INC COM 111412607 177 144 X 144 0 0
BROADVISION INC COM 111412607 74 60 X 60 0 0
BROADWING INC COM 111620100 198 100 X 100 0 0
BROADWING INC COM 111620100 36480 18424 X 6424 0 12000
BROCADE COMMUNICATIONS SYTEMS COM 111621108 645758 85758 X 48678 0 37080
BROCADE COMMUNICATIONS SYTEMS COM 111621108 129328 17175 X 17075 0 100
BROOKLINE BANCORP INC COM 11373M107 86957 7400 X 7400 0 0
BROOKLINE BANCORP INC COM 11373M107 114525 9746 X 8746 0 1000
BROOKS-PRI AUTOMATION INC COM 11442E102 335737 29322 X 29322 0 0
BROOKSTONE INC COM 114537103 18204 1480 X 1480 0 0
BROOKTROUT INC 114580103 39211 8580 X 8580 0 0
BROWN & BROWN INC COM 115236101 3292800 109760 X 108860 0 900
BROWN FORMAN CORP CL B 115637209 558631 8344 X 6148 0 2196
BROWN FORMAN CORP CL B 115637209 270143 4035 X 3560 0 475
BROWN SHOE COMPANY INC COM 115736100 214800 12000 X 12000 0 0
BRUKER DALTONICS INC COM 116795105 39705 7770 X 6670 0 1100
BRUNSWICK CORP COM 117043109 1227011 58318 X 44013 0 14305
BRUSH ENGINEERED MATERIALS INC 117421107 97640 12518 X 12518 0 0
BRYN MAWR BANK CORP COM 117665109 48639 1232 X 1232 0 0
BSB BANCORP INC COM 055652101 1813443 91082 X 64721 0 26361
BSB BANCORP INC COM 055652101 144387 7252 X 2752 0 4500
BUCA COM 117769109 64960 8120 X 8120 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 4396770 598200 X 410300 0 187900
BUCKLE INC COM 118440106 9483180 471800 X 304600 0 167200
BUILDING MATERIALS HOLDING CORP COM 120113105 104130 8900 X 8900 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 547200 30400 X 30400 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 21642433 904784 X 873260 0 31524
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 3326913 139085 X 133085 0 6000
BURLINGTON RES INC COM 122014103 1837482 47901 X 42502 0 5399
BURLINGTON RES INC COM 122014103 1600341 41719 X 35399 0 6320
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
BUSH INDS INC CL A 123164105 806 100 X 100 0 0
BUTLER MANUFACTURING CO COM 123655102 131760 6100 X 1800 0 4300
BWAY CORP COM 056039100 4170 300 X 0 0 300
C & D TECHNOLOGIES INC COM 124661109 373830 25500 X 18000 0 7500
C H ROBINSON WORLDWIDE INC COM 12541W100 95921 3550 X 0 0 3550
C-COR.NET CORPORATION COM 125010108 127902 34475 X 24800 0 9675
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 195534 31950 X 30250 0 1700
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 245 40 X 40 0 0
CABLEVISION NY GROUP CL A 12686C109 894430 98723 X 73288 0 25435
CABLEVISION NY GROUP CL A 12686C109 3171 350 X 350 0 0
CABOT CORP COM 127055101 16750440 797640 X 794790 0 2850
CABOT CORP COM 127055101 13154400 626400 X 616400 0 10000
CABOT MICROELECTRONICS CORP COM 12709P103 6115516 164219 X 146514 0 17705
CABOT MICROELECTRONICS CORP COM 12709P103 3059489 82156 X 82156 0 0
CABOT OIL & GAS COM 127097103 4031960 187533 X 186633 0 900
CABOT OIL & GAS COM 127097103 707780 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 687730 19400 X 19400 0 0
CADENCE DESIGN SYS INC COM 127387108 4140766 407155 X 345600 0 61555
CADENCE DESIGN SYS INC COM 127387108 31527 3100 X 1600 0 1500
CAL DIVE INTERNATIONAL INC COM 127914109 506192 25100 X 25100 0 0
CALGON CARBON CORP COM 129603106 2206226 381700 X 244200 0 137500
CALIFORNIA AMPLIFIER INC COM 129900106 477 134 X 0 0 134
CALIFORNIA COASTAL CMNTYS INC COM 129915203 320 81 X 81 0 0
CALIFORNIA FED BK GOODWILL CERT COM 130209604 175 100 X 100 0 0
CALIFORNIA PIZZA KITCHEN COM 13054D109 1707342 74200 X 73600 0 600
CALIPER TECHNOLOGIES CORP COM 130876105 5447 1300 X 0 0 1300
CALLAWAY GOLF CO COM 131193104 3398824 326810 X 221710 0 105100
CALLAWAY GOLF CO COM 131193104 24960 2400 X 2400 0 0
CALPINE CORP COM 131347106 241035 97585 X 95515 0 2070
CALPINE CORP COM 131347106 15561 6300 X 400 0 5900
CAMBREX CORP COM 132011107 829288 22535 X 18035 0 4500
CAMBREX CORP COM 132011107 261280 7100 X 0 0 7100
CAMDEN NATIONAL CORP COM 133034108 692120 26620 X 26320 0 300
CAMINUS CORP COM 133766105 1349240 758000 X 509400 0 248600
CAMPBELL SOUP CO COM 134429109 1912592 86621 X 64208 0 22413
CAMPBELL SOUP CO COM 134429109 2687202 121703 X 117658 2000 2045
CANADA SOUTHN PETE LTD 135231108 1752 637 X 218 0 419
CANNONDALE CORP COM 137798104 204 105 X 105 0 0
CAPITAL CROSSING BK COM 140071101 557530 25400 X 25400 0 0
CAPITAL ONE FINL CORP COM 14040H105 12439272 356222 X 333121 0 23101
CAPITAL ONE FINL CORP COM 14040H105 1839411 52675 X 51775 0 900
CAPITAL PROPERTIES INC RI CL A COM 140430109 13125 1500 X 1500 0 0
CAPSTEAD MTG CORP COM 14067E506 6449 312 X 312 0 0
CAPSTEAD MTG CORP COM 14067E506 10335 500 X 0 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
------------------------------
CAPSTONE TURBINE CORP COM 14067D102 177 300 X 300 0 0
CAPTARIS INC COM 14071N104 50118 21800 X 21800 0 0
CARAUSTAR INDS INC COM 140909102 177650 19000 X 6900 0 12100
CARBO CERAMICS INC COM 140781105 387072 10800 X 10300 0 500
CARBO CERAMICS INC COM 140781105 358 10 X 10 0 0
CARDINAL HEALTH INC COM 14149Y108 60867303 978574 X 914656 0 63918
CARDINAL HEALTH INC COM 14149Y108 14003895 225143 X 199511 75 25557
CARDIODYNAMICS INTL CORP COM 141597104 2860 1000 X 1000 0 0
CAREER ED CORP COM 141665109 153626 3200 X 600 0 2600
CAREER ED CORP COM 141665109 144024 3000 X 0 0 3000
CAREMARK RX INC COM 141705103 7370146 433538 X 389487 0 44051
CAREMARK RX INC COM 141705103 246568 14504 X 12817 0 1687
CARLISLE COMPANIES INC 142339100 303564 8276 X 7276 0 1000
CARLISLE COMPANIES INC 142339100 417272 11376 X 11376 0 0
CARNIVAL CORP CL A COM 143658102 8652572 344724 X 260823 0 83901
CARNIVAL CORP CL A COM 143658102 772955 30795 X 19965 0 10830
CARPENTER TECH CORP COM 144285103 39026 3002 X 3002 0 0
CARPENTER TECH CORP COM 144285103 33696 2592 X 1392 0 1200
CARREKER CORPORATION COM 144433109 127504 20800 X 15900 0 4900
CARRINGTON LABS INC COM 144525102 1040 1000 X 1000 0 0
CASCADE NATURAL GAS CORP COM 147339105 6311191 320365 X 208465 0 111900
CASELLA WASTE SYSTEMS INC CL A COM 147448104 9967 1550 X 1550 0 0
CASEYS GEN STORES INC COM 147528103 6287820 544400 X 370400 0 174000
CASH AMERICAN INTERNATIONAL INC COM 14754D100 246929 30150 X 30150 0 0
CASTLE A M & CO COM 148411101 68175 10100 X 1288 0 8812
CASTLE A M & CO COM 148411101 103275 15300 X 15300 0 0
CASUAL MALE RETAIL GROUP INC COM 148711104 4545 1125 X 1125 0 0
CATALINA MARKETING CORP COM 148867104 84240 3000 X 0 0 3000
CATAPULT COMMUNICATIONS CORP COM 149016107 93600 9600 X 8900 0 700
CATELLUS DEV CORP COM 149111106 476250 25813 X 1313 0 24500
CATELLUS DEV CORP COM 149111106 35498 1924 X 1924 0 0
CATERPILLAR INC COM 149123101 8833981 237345 X 180529 0 56816
CATERPILLAR INC COM 149123101 6489605 174358 X 170842 0 3516
CATHAY BANCORP INC COM 149150104 588900 15100 X 14800 0 300
CATHAY BANCORP INC COM 149150104 218400 5600 X 5600 0 0
CATO CORP NEW COM 149205106 330252 17400 X 17400 0 0
CCBT FINANCIAL CO COM 12500Q102 554804 21200 X 18400 0 2800
CCBT FINANCIAL CO COM 12500Q102 1172416 44800 X 44800 0 0
CDI CORP 125071100 366100 14000 X 12200 0 1800
CEC ENTMT INC COM 125137109 10165087 298009 X 172909 0 125100
CELERITEK INC COM 150926103 2241 300 X 0 0 300
CELESTICA INC COM 15101Q108 25299296 1931244 X 1882261 0 48983
CELESTICA INC COM 15101Q108 976802 74565 X 68615 0 5950
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CELGENE CORP COM 151020104 503095 29875 X 4400 0 25475
CELGENE CORP COM 151020104 105671 6275 X 6275 0 0
CELL GENESYS INC COM 150921104 1001355 83100 X 82500 0 600
CELL GENESYS INC COM 150921104 3133 260 X 260 0 0
CELL PATHWAYS INC NEW 15114R101 700 1000 X 0 0 1000
CELL PATHWAYS INC NEW 15114R101 560 800 X 800 0 0
CELL THERAPEUTICS INC COM 150934107 8756 1990 X 0 0 1990
CENDANT CORP COM 151313103 37058441 3444093 X 3209518 0 234575
CENDANT CORP COM 151313103 887130 82447 X 66557 0 15890
CENTER BANCORP INC COM 151408101 6725 315 X 315 0 0
CENTER BANCORP INC COM 151408101 130171 6097 X 6097 0 0
CENTEX CORP COM 152312104 7564824 170571 X 161042 0 9529
CENTEX CORP COM 152312104 1980405 44654 X 38454 0 6200
CENTILLIUM COMMUNICATIONS INC COM 152319109 20604 17170 X 13370 0 3800
CENTRA SOFTWARE INC COM 15234X103 76127 60950 X 750 0 60200
CENTRA SOFTWARE INC COM 15234X103 789 632 X 632 0 0
CENTRAL PKG CORP COM 154785109 493430 24500 X 24500 0 0
CENTRAL VT PUB SVC CORP COM 155771108 178504 10125 X 8925 0 1200
CENTRAL VT PUB SVC CORP COM 155771108 65866 3736 X 3736 0 0
CENTURY ALUMINUM COMPANY COM 156431108 100920 14500 X 14500 0 0
CENTURY BANCORP CL A NON VTG 156432106 53080 2000 X 2000 0 0
CENTURYTEL INC COM 156700106 20395621 909301 X 874837 0 34464
CENTURYTEL INC COM 156700106 788168 35139 X 28639 0 6500
CEPHALON INC COM 156708109 2027734 49675 X 38065 0 11610
CEPHALON INC COM 156708109 12246 300 X 300 0 0
CEPHEID INC COM 15670R107 19250 5000 X 5000 0 0
CERIDIAN CORP COM 156779100 74912 5257 X 127 0 5130
CERIDIAN CORP COM 156779100 2850 200 X 200 0 0
CERNER CORP COM 156782104 947149 26900 X 24200 0 2700
CERTEGY INC COM 156880106 539203 26826 X 26126 0 700
CERTEGY INC COM 156880106 843115 41946 X 36746 0 5200
CFS BANCORP INC COM 12525D102 7050 500 X 500 0 0
CH ENERGY GROUP INC COM 12541M102 685178 14600 X 14600 0 0
CH ENERGY GROUP INC COM 12541M102 199030 4241 X 4241 0 0
CHALONE WINE GROUP LTD COM 157639105 809 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 98196 33400 X 28600 0 4800
CHAMPIONSHIP AUTO RACING TEAMS COM 158711101 1508 400 X 0 0 400
CHARLES RIVER ASSOCIATES COM 159852102 2157618 129977 X 117900 0 12077
CHARLES RIVER LABORATORIES COM 159864107 409770 10440 X 4620 0 5820
CHARLES RIVER LABORATORIES COM 159864107 251200 6400 X 0 0 6400
CHARMING SHOPPES INC 161133103 2097833 310790 X 308590 0 2200
CHARTER COMMUN INC CL A COM 16117M107 147452 79275 X 7500 0 71775
CHARTER COMMUN INC CL A COM 16117M107 930 500 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
------------------------------
CHARTER MUNI MTG ACCEPT CO COM 160908109 8422 478 X 478 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 290342 16478 X 15478 0 1000
CHARTER ONE FINL INC COM 160903100 37328498 1256006 X 1198387 0 57619
CHARTER ONE FINL INC COM 160903100 3046389 102503 X 83051 0 19452
CHASE CORP COM 16150R104 21936 2309 X 2309 0 0
CHASE CORP COM 16150R104 17100 1800 X 1800 0 0
CHATTEM INC 162456107 20415 500 X 0 0 500
CHECK POINT SOFTWARE TECH COM M22465104 2116853 154065 X 144885 0 9180
CHECK POINT SOFTWARE TECH COM M22465104 879 64 X 64 0 0
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 9330400 1166300 X 784200 0 382100
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 18400 2300 X 2300 0 0
CHECKFREE CORP NEW COM 162813109 128241 11269 X 0 0 11269
CHECKPOINT SYS INC COM 162825103 286644 23210 X 17510 0 5700
CHEESECAKE FACTORY INC 163072101 4129964 138450 X 137650 0 800
CHEESECAKE FACTORY INC 163072101 62255 2087 X 400 0 1687
CHEMED CORP COM 163596109 206159 6700 X 2500 0 4200
CHEMFIRST INC COM 16361A106 278972 9700 X 9700 0 0
CHESAPEAKE CORP COM 165159104 164340 11000 X 10400 0 600
CHESAPEAKE UTILITIES 165303108 30176 1600 X 1600 0 0
CHEVRONTEXACO CORP COM 166764100 107998630 1559547 X 1437619 0 121928
CHEVRONTEXACO CORP COM 166764100 76190166 1100219 X 1048957 150 51112
CHICOS FAS INC COM 168615102 1167621 73297 X 57772 0 15525
CHICOS FAS INC COM 168615102 19116 1200 X 1200 0 0
CHILDRENS PL RETAIL STORES INC 168905107 183366 18155 X 18155 0 0
CHINADOTCOM CORPORATION COM G2108N109 406 200 X 200 0 0
CHIQUITA BRANDS INTL INC COM 170032809 36926 2390 X 105 0 2285
CHIQUITA BRANDS INTL INC COM 170032809 13874 898 X 698 0 200
CHIRON CORP COM 170040109 727136 20811 X 19771 0 1040
CHIRON CORP COM 170040109 246537 7056 X 7056 0 0
CHITTENDEN CORP 170228100 817167 27607 X 26607 0 1000
CHITTENDEN CORP 170228100 507906 17159 X 10909 0 6250
CHOICE HOTELS INTL INC COM 169905106 20799 900 X 0 0 900
CHOICE ONE COMMUNICATIONS INC COM 17038P104 407 1100 X 1100 0 0
CHOICEPOINT INC COM 170388102 707703 19857 X 15010 0 4847
CHOICEPOINT INC COM 170388102 639025 17930 X 12764 0 5166
CHOLESTECH CORP COM 170393102 53924 5200 X 0 0 5200
CHORDIANT SOFTWARE INC COM 170404107 5617 6040 X 6040 0 0
CHRISTOPHER & BANKS CORP COM 171046105 566456 22550 X 17400 0 5150
CHROMAVISION MED SYS INC COM 17111P104 441 300 X 300 0 0
CHUBB CORP 171232101 11184662 203988 X 139274 0 64714
CHUBB CORP 171232101 6600764 120386 X 116154 50 4182
CHUBB CORP COM 171232101 323387 5898 X 5898 0 0
CHURCH & DWIGHT CO COM 171340102 79560 2400 X 900 0 1500
CHURCH & DWIGHT CO COM 171340102 16575 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
------------------------------
CIBER INC COM 17163B102 241696 41600 X 41600 0 0
CIENA COM 171779101 221657 74632 X 50932 0 23700
CIENA COM 171779101 891 300 X 100 0 200
CIGNA CORP COM 125509109 49304189 696879 X 650711 0 46168
CIGNA CORP COM 125509109 35059738 495544 X 476940 0 18604
CINCINNATTI FINL CORP COM 172062101 1210396 34019 X 33588 0 431
CINCINNATTI FINL CORP COM 172062101 881139 24765 X 24765 0 0
CINERGY CORP COM 172474108 2018560 64224 X 42242 0 21982
CINERGY CORP COM 172474108 729207 23201 X 12301 0 10900
CINTAS CORP COM 172908105 3396652 81027 X 80627 0 400
CINTAS CORP COM 172908105 675122 16105 X 15055 0 1050
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 438045 146015 X 0 0 146015
CIPRICO INC COM 172529109 86730 29400 X 0 0 29400
CIRCOR INTL INC COM 17273K109 6180080 461200 X 306100 0 155100
CIRCUIT CITY COM 172737306 8025 500 X 500 0 0
CIRCUIT CITY GROUP COM 172737108 8706538 574689 X 563103 0 11586
CIRCUIT CITY GROUP COM 172737108 1019898 67320 X 61420 0 5900
CIRRUS LOGIC INC COM 172755100 28050 11000 X 11000 0 0
CISCO SYS INC COM 17275R102 172792584 16487842 X 15490990 0 996852
CISCO SYS INC COM 17275R102 45568172 4348108 X 4062369 6981 278758
CIT GROUP INC COM 125581108 696725 38750 X 0 0 38750
CITIGROUP INC COM 172967101 415930585 14028013 X 13178960 38 849015
CITIGROUP INC COM 172967101 114909553 3875533 X 3613814 1808 259911
CITIZENS COMMUNICATIONS CO COM 17453B101 422943 62381 X 58381 0 4000
CITIZENS COMMUNICATIONS CO COM 17453B101 341217 50327 X 42045 0 8282
CITRIX SYSTEMS INC COM 177376100 1743599 289154 X 288354 0 800
CITRIX SYSTEMS INC COM 177376100 1206 200 X 200 0 0
CITY HOLDINGS CO COM 177835105 10296 400 X 0 0 400
CITY NATL CORP COM 178566105 23385 500 X 0 0 500
CITY NATL CORP COM 178566105 80912 1730 X 1730 0 0
CKE RESTAURANTS INC COM 12561E105 1600 400 X 0 0 400
CLAIRES STORES INC COM 179584107 43600 2000 X 0 0 2000
CLAIRES STORES INC COM 179584107 10900 500 X 500 0 0
CLARCOR INC COM 179895107 2354690 76700 X 50000 0 26700
CLARCOR INC COM 179895107 12280 400 X 400 0 0
CLARK/BARDES INC COM 180668105 1779 100 X 100 0 0
CLAYTON HOMES INC 184190106 141104 12851 X 11171 0 1680
CLAYTON HOMES INC 184190106 56470 5143 X 2460 0 2683
CLEAN HBRS INC COM 184496107 1485 160 X 160 0 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 6233629 179385 X 165804 0 13581
CLEAR CHANNEL COMMUNICATIONS INC 184502102 228759 6583 X 1228 0 5355
CLECO CORP NEW COM 12561W105 24246 1800 X 0 0 1800
CLECO CORP NEW COM 12561W105 304907 22636 X 18136 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
------------------------------
CLEVELAND-CLIFFS INC COM 185896107 170755 7100 X 7000 0 100
CLOROX CO COM 189054109 2880223 71683 X 32882 0 38801
CLOROX CO COM 189054109 2318065 57692 X 52892 0 4800
CLOSURE MEDICAL CORP COM 189093107 117883 10563 X 10089 0 474
CMGI INC COM 125750109 2252 6434 X 6434 0 0
CMGI INC COM 125750109 25 70 X 70 0 0
CMS ENERGY CORP 125896100 418790 51959 X 39301 0 12658
CMS ENERGY CORP 125896100 1612 200 X 200 0 0
CNET NETWORKS INC COM 12613R104 2196 1996 X 1996 0 0
CNF INC COM 12612W104 26682 850 X 800 0 50
CNF INC COM 12612W104 4709 150 X 150 0 0
COACH INC COM 189754104 87040 3400 X 1000 0 2400
COACH INC COM 189754104 81920 3200 X 500 0 2700
COACHMEN INDS INC COM 189873102 165110 11000 X 11000 0 0
COASTAL BANCORP INC COM 19041P105 66336 2400 X 0 0 2400
COCA COLA BOTTLING CO CONS COM 191098102 281400 6000 X 800 0 5200
COCA COLA CO COM 191216100 148663914 3099748 X 2885968 0 213780
COCA COLA CO COM 191216100 102449131 2136137 X 2035501 1300 99336
COCA COLA ENTERPRISES INC COM 191219104 2234682 105211 X 103902 0 1309
COCA COLA ENTERPRISES INC COM 191219104 472590 22250 X 20650 0 1600
COGNEX CORP COM 192422103 478504 34400 X 31300 0 3100
COGNEX CORP COM 192422103 25219 1813 X 1813 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 117814 2050 X 0 0 2050
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 74711 1300 X 0 0 1300
COHERENT INC COM 192479103 363175 19900 X 17300 0 2600
COHU INC COM 192576106 172890 15300 X 14500 0 800
COINSTAR INC COM 19259P300 30936 1200 X 100 0 1100
COINSTAR INC COM 19259P300 11781 457 X 457 0 0
COLE NATL CORP NEW CL A COM 193290103 100400 8000 X 8000 0 0
COLGATE PALMOLIVE CO COM 194162103 31585459 585458 X 528551 0 56907
COLGATE PALMOLIVE CO COM 194162103 23049922 427246 X 403411 0 23835
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 3780 600 X 600 0 0
COLLINS & AIKMAN CORP NEW COM 194830204 38413 10700 X 0 0 10700
COLONIAL BANCGROUP INC COM 195493309 42160 3400 X 0 0 3400
COLUMBIA BKG SYS INC COM 197236102 11590 1047 X 1047 0 0
COLUMBIA LABS INC COM 197779101 27000 6000 X 6000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 13888 400 X 400 0 0
COMCAST CORP CL A COM 200300101 54605 2560 X 1260 0 1300
COMCAST CORP CL A COM 200300101 57762 2708 X 1583 0 1125
COMCAST CORP CL A SPECIAL 200300200 24613820 1179953 X 1062912 0 117041
COMCAST CORP CL A SPECIAL 200300200 7612732 364944 X 324294 725 39925
COMERICA INC COM 200340107 6223370 129062 X 121129 0 7933
COMERICA INC COM 200340107 1847308 38310 X 38310 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
------------------------------
COMMERCE BANCORP INC NJ COM 200519106 516758 12449 X 12449 0 0
COMMERCE BANCORP INC NJ COM 200519106 1716646 41355 X 41355 0 0
COMMERCE BANCSHARES INC COM 200525103 139636 3574 X 2656 0 918
COMMERCE BANCSHARES INC COM 200525103 2195656 56198 X 56198 0 0
COMMERCE GROUP INC MA COM 200641108 9708 300 X 0 0 300
COMMERCE GROUP INC MA COM 200641108 2681188 82855 X 82855 0 0
COMMERCIAL FED CORP COM 201647104 908680 41740 X 18250 0 23490
COMMERCIAL METALS CO COM 201723103 854354 47676 X 30344 0 17332
COMMERCIAL METALS CO COM 201723103 68096 3800 X 3800 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 22117 1372 X 0 0 1372
COMMONWEALTH BANCORP INC COM 20268X102 9200 200 X 0 0 200
COMMONWEALTH INDS INC DEL COM 203004106 57225 10900 X 10900 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 2366 68 X 68 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 162376 4670 X 70 0 4600
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 64325 1850 X 1850 0 0
COMMSCOPE INC COM 203372107 44748 6600 X 0 0 6600
COMMUNICATION INTELLIGENCE CORP COM 20338K106 1920 8000 X 6000 0 2000
COMMUNICATION INTELLIGENCE CORP COM 20338K106 4698 19573 X 19573 0 0
COMMUNITY BANK SYS COM 203607106 435561 14700 X 14700 0 0
COMMUNITY BANK SYS COM 203607106 177543 5992 X 5992 0 0
COMMUNITY BKS INC COM 203628102 102717 3827 X 3827 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 791792 28400 X 27200 0 1200
COMMUNITY HEALTH SYS INC COM 203668108 117119 4398 X 398 0 4000
COMMUNITY HEALTH SYS INC COM 203668108 7989 300 X 0 0 300
COMPASS BANCSHARES INC COM 20449H109 8847 300 X 300 0 0
COMPASS BANCSHARES INC COM 20449H109 11796 400 X 400 0 0
COMPUCOM SYS INC COM 204780100 3456 600 X 0 0 600
COMPUDYNE CORP COM 204795306 499960 58000 X 58000 0 0
COMPUDYNE CORP COM 204795306 37928 4400 X 4400 0 0
COMPUTER ACCESS TECHNOLOGY COM 204853105 2925 1500 X 1500 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 7894358 822329 X 703555 0 118774
COMPUTER ASSOCIATES INTL INC COM 204912109 876144 91265 X 90590 0 675
COMPUTER MOTION INC COM 205253107 296 200 X 200 0 0
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 9734 1939 X 1939 0 0
COMPUTER PROGRAMS & SYSTEMS COM 205306103 2138 100 X 0 0 100
COMPUTER SCIENCES CORP COM 205363104 22344939 804064 X 729039 0 75025
COMPUTER SCIENCES CORP COM 205363104 1642778 59114 X 51814 0 7300
COMPUTER TASK GROUP INC COM 205477102 6631271 2040391 X 1371691 0 668700
COMPUTERIZED THERMAL IMAGING COM 20557C108 5270 6200 X 6200 0 0
COMPUTERIZED THERMAL IMAGING COM 20557C108 3060 3600 X 3600 0 0
COMPUWARE CORP COM 205638109 657040 215423 X 205129 0 10294
COMVERSE TECHNOLOGY INC COM 205862402 272247 38948 X 27648 0 11300
COMVERSE TECHNOLOGY INC COM 205862402 699 100 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
------------------------------
CONAGRA FOODS INC COM 205887102 27937265 1124236 X 1051863 0 72373
CONAGRA FOODS INC COM 205887102 6506103 261815 X 258965 0 2850
CONCERTO SOFTWARE INC COM 20602T106 49144 8300 X 8300 0 0
CONCORD CAMERA CORP COM 206156101 87608 18800 X 18800 0 0
CONCORD COMMUNICATIONS INC COM 206186108 64640 12800 X 11600 0 1200
CONCORD COMMUNICATIONS INC COM 206186108 1515 300 X 300 0 0
CONCORD EFS INC COM 206197105 18788962 1183184 X 1092873 0 90311
CONCORD EFS INC COM 206197105 966504 60863 X 52163 0 8700
CONCURRENT COMPUTER CORP COM 206710204 8162 3580 X 3580 0 0
CONCURRENT COMPUTER CORP COM 206710204 684 300 X 300 0 0
CONE MLS CORP N C COM 206814105 247 100 X 100 0 0
CONEXANT SYSTEMS INC COM 207142100 40262 36272 X 36272 0 0
CONEXANT SYSTEMS INC COM 207142100 17511 15776 X 15776 0 0
CONMED CORP COM 207410101 1097409 54462 X 24425 0 30037
CONMED CORP COM 207410101 15072 748 X 0 0 748
CONNECTICUT BANCSHARES INC COM 207540105 11109 300 X 0 0 300
CONNECTICUT WTR SVC INC COM 207797101 203679 7950 X 7950 0 0
CONNECTICUT WTR SVC INC COM 207797101 89414 3490 X 3490 0 0
CONOCOPHILLIPS COM 20825C104 142020935 3071387 X 2910976 0 160411
CONOCOPHILLIPS COM 20825C104 27251821 589356 X 560157 776 28423
CONSOLIDATED EDISON INC COM 209115104 36412373 905330 X 882790 0 22540
CONSOLIDATED EDISON INC COM 209115104 6081586 151208 X 124928 250 26030
CONSOLIDATED GRAPHICS INC COM 209341106 168480 9600 X 9000 0 600
CONSOLIDATED TOMOKA LD CO 210226106 3017 169 X 169 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 2387847 103370 X 84250 0 19120
CONSTELLATION BRANDS INC CL A COM 21036P108 25410 1100 X 1100 0 0
CONSTELLATION BRANDS INC CL B COM 21036P207 9308 400 X 400 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 4209689 169814 X 122101 0 47713
CONSTELLATION ENERGY GROUP INC COM 210371100 1979853 79865 X 76740 0 3125
CONTINENTAL AIRLS INC CL B COM 210795308 10241 1900 X 1900 0 0
CONVERGYS CORP COM 212485106 2917368 194103 X 185503 0 8600
CONVERGYS CORP COM 212485106 121352 8074 X 8074 0 0
COOPER CAMERON CORP COM 216640102 1482062 35490 X 12865 0 22625
COOPER CAMERON CORP COM 216640102 14157 339 X 339 0 0
COOPER COMPANIES INC COM 216648402 656250 12500 X 10500 0 2000
COOPER COMPANIES INC COM 216648402 262500 5000 X 0 0 5000
COOPER TIRE & RUBBER CO COM 216831107 6052177 374980 X 212457 0 162523
COOPER TIRE & RUBBER CO COM 216831107 112980 7000 X 7000 0 0
COORS ADOLPH CO CL B 217016104 697839 12395 X 10660 0 1735
COPART INC COM 217204106 594851 54825 X 600 0 54225
COPPER MOUNTAIN NETWORKS INC COM 217510205 755 197 X 67 0 130
COPPER MOUNTAIN NETWORKS INC COM 217510205 38 10 X 10 0 0
COPYTELE INC COM 217721109 4840 22000 X 22000 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
------------------------------
COREL CORPORATION COM 21868Q109 36 50 X 50 0 0
CORINTHIAN COLLEGES INC COM 218868107 1251081 33150 X 29350 0 3800
CORINTHIAN COLLEGES INC COM 218868107 245310 6500 X 0 0 6500
CORN PRODS INTL INC COM 219023108 8791060 305776 X 216256 0 89520
CORN PRODS INTL INC COM 219023108 310443 10798 X 10798 0 0
CORNELL COMPANIES INC COM 219141108 4837575 608500 X 436800 0 171700
CORNING INC COM 219350105 958742 599214 X 445994 0 153220
CORNING INC COM 219350105 1238595 774122 X 466462 0 307660
CORPORATE EXECUTIVE BRD CO COM 21988R102 5643621 197675 X 190975 0 6700
CORPORATE EXECUTIVE BRD CO COM 21988R102 137040 4800 X 0 0 4800
CORTEX PHARMACEUTICALS INC COM NEW 220524300 2 2 X 0 0 2
CORUS BANKSHARES INC COM 220873103 8762 200 X 0 0 200
CORVIS CORP COM 221009103 171 300 X 200 0 100
CORVIS CORP COM 221009103 969 1700 X 100 0 1600
COST PLUS INC CALIF 221485105 3759000 140000 X 139100 0 900
COSTAR GROUP INC COM 22160N109 18000 1000 X 1000 0 0
COSTCO WHOLESALE CORP COM NEW 22160K105 42884035 1324808 X 1252487 0 72321
COSTCO WHOLESALE CORP COM NEW 22160K105 2422182 74828 X 69453 0 5375
COUNTRYWIDE CR INDS INC 222372104 17688134 375146 X 372401 0 2745
COUNTRYWIDE CR INDS INC 222372104 464428 9850 X 4850 0 5000
COUSINS PROPERTIES INC 222795106 3509800 152600 X 52500 0 100100
COVANCE INC COM 222816100 72487 3704 X 1304 0 2400
COVANCE INC COM 222816100 130023 6644 X 5814 0 830
COVANSYS CORP COM 22281W103 355691 209230 X 207833 0 1397
COVENANT TRANS INC CL A COM 22284P105 7000 400 X 0 0 400
COVENTRY HEALTH CARE INC COM 222862104 1417000 43600 X 37000 0 6600
COVENTRY HEALTH CARE INC COM 222862104 9750 300 X 300 0 0
COX COMMUNICATIONS INC CL A NEW COM 224044107 1235525 50245 X 43700 0 6545
COX COMMUNICATIONS INC CL A NEW COM 224044107 317285 12903 X 9411 0 3492
CPB INC COM 125903104 9234 200 X 0 0 200
CPI CORP COM 125902106 75625 5500 X 5500 0 0
CRACKER BARRELL GROUP INC COM 12489V106 36512 1600 X 0 0 1600
CRACKER BARRELL GROUP INC COM 12489V106 15974 700 X 700 0 0
CRANE CO COM 224399105 211452 10701 X 10348 0 353
CRAWFORD & CO CL A COM 224633206 86485 16696 X 16696 0 0
CRAWFORD & CO CL B COM 224633107 120944 19167 X 19167 0 0
CRAY INC COM 225223106 198 50 X 50 0 0
CREATIVE TECHNOLOGY LTD Y1775U107 1304 200 X 200 0 0
CREDENCE SYS CORP COM 225302108 260 30 X 30 0 0
CREE INC COM 225447101 313750 25100 X 13900 0 11200
CREE INC COM 225447101 50000 4000 X 4000 0 0
CRITICAL PATH COM 22674V100 438 696 X 696 0 0
CROMPTON CORP COM 227116100 13468568 1340156 X 120106 0 1220050
CROMPTON CORP COM 227116100 4203865 418295 X 418295 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
------------------------------
CROSS A T CO CL A COM 227478104 892796 145170 X 116420 0 28750
CROSS A T CO CL A COM 227478104 3186930 518200 X 518200 0 0
CROSS COUNTRY INC COM 22748P105 381 27 X 27 0 0
CROSS COUNTRY INC COM 22748P105 7060 500 X 500 0 0
CROSS MEDIA MARKETING CORP COM 22754R201 15 20 X 20 0 0
CROSSROADS SYSTEMS COM 22765D100 3770 6500 X 6500 0 0
CROWN CASTLE INTL CORP COM 228227104 182 84 X 0 0 84
CROWN CASTLE INTL CORP COM 228227104 4340 2000 X 2000 0 0
CROWN CORK & SEAL INC COM 228255105 3130103 596210 X 543800 0 52410
CRYO-CELL INTL INC COM 228895108 10700 5000 X 5000 0 0
CRYOLIFE INC COM 228903100 34844 13350 X 13350 0 0
CRYOLIFE INC COM 228903100 1958 750 X 750 0 0
CSP INCORPORATED COM 126389105 9591 3450 X 3450 0 0
CSX CORP COM 126408103 5760416 218363 X 165060 0 53303
CSX CORP COM 126408103 2513275 95272 X 84862 0 10410
CT COMMUNICATIONS INC COM 126426402 6216092 428696 X 302300 0 126396
CTB INTERNATIONAL CORP COM 125960104 6707575 524480 X 343280 0 181200
CTI MOLECULAR IMAGING INC COM 22943D105 312708 12360 X 0 0 12360
CTS CORP COM 126501105 143520 31200 X 27500 0 3700
CTS CORP COM 126501105 1518 330 X 330 0 0
CUBIC CORP COM 229669106 5100 300 X 300 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 25550 5000 X 5000 0 0
CULLEN FROST BANKERS INC COM 229899109 1240328 36320 X 28320 0 8000
CULP INC COM 230215105 6800 800 X 0 0 800
CUMMINS INC COM 231021106 1948107 82477 X 80836 0 1641
CUMULUS MEDIA INC COM 231082108 8031 455 X 455 0 0
CUMULUS MEDIA INC COM 231082108 1765 100 X 100 0 0
CUNO INCORPORATED COM 126583103 2903880 94129 X 93654 0 475
CURAGEN CORP COM 23126R101 3671 870 X 870 0 0
CURAGEN CORP COM 23126R101 4178 990 X 490 0 500
CURATIVE HEALTH SERVICES INC 231264102 87885 8100 X 7900 0 200
CURIS INC COM 231269101 5550 5000 X 5000 0 0
CURON MEDICAL INC COM 231292103 2320 4000 X 4000 0 0
CURTISS WRIGHT CORP CL B COM 231561408 45708 778 X 778 0 0
CURTISS WRIGHT CORP CL B COM 231561408 200573 3414 X 3368 0 46
CURTISS-WRIGHT CORP COM 231561101 442446 7400 X 6900 0 500
CURTISS-WRIGHT CORP COM 231561101 2392 40 X 40 0 0
CV THERAPEUTICS INC COM 126667104 10804615 516720 X 392420 0 124300
CVB FINANCIAL CORP COM 126600105 186490 8500 X 0 0 8500
CVS CORP COM 126650100 131799061 5199174 X 4973127 0 226047
CVS CORP COM 126650100 20182910 796170 X 726026 550 69594
CYBERONICS INC COM 23251P102 178984 10400 X 0 0 10400
CYBEX INTERNATIONAL INC COM 23252E106 5900 5000 X 0 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
------------------------------
CYGNUS INC COM 232560102 1500 1000 X 1000 0 0
CYGNUS INC COM 232560102 137 91 X 0 0 91
CYMER INC COM 232572107 3069915 164695 X 162600 0 2095
CYMER INC COM 232572107 6971 374 X 274 0 100
CYPRESS SEMICONDUCTOR CORP 232806109 73800 11250 X 11250 0 0
CYPRESS SEMICONDUCTOR CORP 232806109 121032 18450 X 18450 0 0
CYTEC INDS INC COM 232820100 71162 3242 X 1342 0 1900
CYTEC INDS INC COM 232820100 97875 4459 X 4459 0 0
CYTOGEN CORP COM 232824102 3930 9850 X 6850 0 3000
CYTYC CORP COM 232946103 195554 18242 X 12142 0 6100
CYTYC CORP COM 232946103 1083256 101050 X 101050 0 0
D & K HEALTHCARE RESOURCES COM 232861104 1790 200 X 200 0 0
D R HORTON INC COM 23331A109 1577244 84707 X 31703 0 53004
DAISYTEK INTL CORP COM 234053106 2896920 222840 X 221340 0 1500
DAKTRONICS INC COM 234264109 2877 300 X 300 0 0
DANA CORP COM 235811106 696314 53235 X 22481 0 30754
DANA CORP COM 235811106 1424007 108869 X 108769 0 100
DANAHER CORP COM 235851102 8148936 143341 X 117313 0 26028
DANAHER CORP COM 235851102 360884 6348 X 803 0 5545
DARDEN RESTAURANTS INC COM 237194105 15586756 643018 X 587335 0 55683
DARDEN RESTAURANTS INC COM 237194105 1440947 59445 X 39122 0 20323
DATASCOPE CORP 238113104 10464995 386733 X 293533 0 93200
DATATEC SYS INC COM 238128102 15 18 X 18 0 0
DAVITA INC COM 23918K108 2553827 108213 X 78572 0 29641
DAVITA INC COM 23918K108 50292 2131 X 1500 0 631
DEAN FOODS CO COM 242370104 3071016 77200 X 65000 0 12200
DEAN FOODS CO COM 242370104 798782 20080 X 2680 0 17400
DEERE JOHN & CO COM 244199105 15523629 341554 X 315206 0 26348
DEERE JOHN & CO COM 244199105 6577070 144710 X 134211 0 10499
DELL COMPUTER CORP COM 247025109 62302041 2650023 X 2435246 0 214777
DELL COMPUTER CORP COM 247025109 10822123 460320 X 424815 4600 30905
DELPHI CORPORATION COM 247126105 7692863 899750 X 805372 0 94378
DELPHI CORPORATION COM 247126105 900469 105318 X 100617 0 4701
DELPHI FINL GROUP INC CL A 247131105 1263774 34700 X 14000 0 20700
DELTA & PINE LAND CO COM 247357106 18882424 1007600 X 705200 0 302400
DELTA AIR LINES INC DEL COM 247361108 316204 34037 X 29389 0 4648
DELTA AIR LINES INC DEL COM 247361108 56427 6074 X 5864 0 210
DELTIC TIMBER CORP COM 247850100 243472 11077 X 11077 0 0
DELTIC TIMBER CORP COM 247850100 17936 816 X 816 0 0
DELUXE CORP COM 248019101 1056116 23438 X 21433 0 2005
DELUXE CORP COM 248019101 865873 19216 X 19216 0 0
DENDREON CORP COM 24823Q107 6105 1500 X 1500 0 0
DENDRITE INTL INC COM 248239105 268806 42600 X 27200 0 15400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
DENTSPLY INTL INC NEW COM 249030107 323047 8042 X 542 0 7500
DENTSPLY INTL INC NEW COM 249030107 700967 17450 X 0 0 17450
DEPARTMENT 56 INC COM 249509100 91960 8800 X 8800 0 0
DEPOMED INC COM 249908104 4980 2000 X 2000 0 0
DETWILER MITCHELL & CO COM 251464103 6975 7500 X 0 0 7500
DEVON ENERGY CORPORATION COM 25179M103 1212330 25126 X 15476 0 9650
DEVON ENERGY CORPORATION COM 25179M103 77924 1615 X 1615 0 0
DEVRY INC DEL COM 251893103 1440257 77350 X 77350 0 0
DEVRY INC DEL COM 251893103 14896 800 X 0 0 800
DIAGNOSTIC PRODUCTS COM 252450101 979110 21285 X 20475 0 810
DIAL CORP COM 25247D101 169362 7892 X 1042 0 6850
DIAL CORP COM 25247D101 35109 1636 X 950 0 686
DIAMOND OFFSHORE DRILLING INC COM 25271C102 966977 48470 X 41090 0 7380
DIAMOND OFFSHORE DRILLING INC COM 25271C102 53865 2700 X 2300 0 400
DIAMONDCLUSTER INTL INC CL A COM 25278P106 9780 3000 X 3000 0 0
DIANON SYS INC COM 252826102 5589440 118145 X 77300 0 40845
DICE INC COM 25301P107 525 500 X 0 0 500
DIEBOLD INC COM 253651103 9881037 300153 X 271803 0 28350
DIEBOLD INC COM 253651103 1901328 57756 X 40476 0 17280
DIGEX INC COM 253756100 102 600 X 600 0 0
DIGI INTL INC COM 253798102 29686 15200 X 15200 0 0
DIGITAL GENERATION SYS INC COM 253921100 6438 7000 X 7000 0 0
DIGITAL INSIGHT CORP COM 25385P106 117900 7500 X 0 0 7500
DIGITAL RIV INC COM 25388B104 6174 805 X 805 0 0
DIGITAS INC COM 25388K104 1210 550 X 500 0 50
DILLARDS INC CL A COM 254067101 197663 9795 X 7998 0 1797
DILLARDS INC CL A COM 254067101 13117 650 X 650 0 0
DIME CMNTY BANCORP INC COM 253922108 500693 23375 X 17650 0 5725
DIMON INC COM 254394109 196560 31500 X 31500 0 0
DIONEX CORP COM 254546104 370620 14500 X 0 0 14500
DIONEX CORP COM 254546104 38340 1500 X 1500 0 0
DIRECT INSITE CORPORATION COM 25457C207 15 6 X 0 0 6
DISNEY WALT CO COM 254687106 111195276 7344470 X 6957181 0 387289
DISNEY WALT CO COM 254687106 21693531 1432862 X 1361404 1000 70458
DITECH COMMUNICATIONS CORP COM 25500M103 3340 2000 X 2000 0 0
DIVERSA CORP COM 255064107 17657 2070 X 0 0 2070
DIVINE INC CLASS A COM 255402406 1129 426 X 426 0 0
DIVINE INTERVENTURES COM 225402406 101249 38207 X 38207 0 0
DOCENT COM 25608L106 22475 29572 X 29572 0 0
DOCUCORP INTERNATIONAL INC COM 255911109 7574 700 X 0 0 700
DOCUMENTUM INC COM 256159104 49781 4310 X 3010 0 1300
DOLE FOOD INC COM 256605106 8070 278 X 78 0 200
DOLE FOOD INC COM 256605106 27579 950 X 950 0 0
DOLLAR GEN CORP COM 256669102 1020081 76012 X 72755 0 3257
DOLLAR GEN CORP COM 256669102 360663 26875 X 25875 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
------------------------------
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 57780 3600 X 0 0 3600
DOLLAR TREE STORES INC COM 256747106 7501248 340347 X 302400 0 37947
DOLLAR TREE STORES INC COM 256747106 64842 2942 X 2617 0 325
DOMINION RES INC VA COM 25746U109 10496494 206909 X 181326 0 25583
DOMINION RES INC VA COM 25746U109 5631588 111011 X 103800 0 7211
DONALDSON INC COM 257651109 6866 200 X 0 0 200
DONALDSON INC COM 257651109 366473 10675 X 10000 0 675
DONNELLEY R R & SONS CO 257867101 2748037 116888 X 103177 0 13711
DONNELLEY R R & SONS CO 257867101 2149214 91417 X 85517 0 5900
DOUBLECLICK INC COM 258609304 30028 5842 X 1542 0 4300
DOUBLECLICK INC COM 258609304 514 100 X 100 0 0
DOVER CORP COM 260003108 13659947 538217 X 528365 0 9852
DOVER CORP COM 260003108 15912219 626959 X 599900 600 26459
DOW CHEMICAL CO COM 260543103 32530197 1191146 X 1021334 150 169662
DOW CHEMICAL CO COM 260543103 26250235 961195 X 939726 400 21069
DOW JONES & CO INC COM 260561105 844751 21993 X 11486 0 10507
DOW JONES & CO INC COM 260561105 93413 2432 X 2432 0 0
DOWNEY FINANCIAL CORP COM 261018105 661025 19300 X 19300 0 0
DPL INC COM 233293109 291560 17724 X 17724 0 0
DPL INC COM 233293109 77644 4720 X 4720 0 0
DQE INC COM 23329J104 36000 2400 X 1500 0 900
DQE INC COM 23329J104 27900 1860 X 1860 0 0
DRESS BARN INC COM 261570105 385888 24800 X 24600 0 200
DREXLER TECHNOLOGY CORP COM 261876106 7270 500 X 0 0 500
DRILL-QUIP COM 262037104 198830 11800 X 11800 0 0
DRS TECHNOLOGIES INC COM 23330X100 5605332 150600 X 149271 0 1329
DRUGSTORE.COM INC COM 262241102 1670 1000 X 1000 0 0
DSI TOYS INC COM 232968107 1230 3000 X 3000 0 0
DSL.NET INC COM 262506108 1650 5000 X 5000 0 0
DSL.NET INC COM 262506108 83 250 X 250 0 0
DSP GROUP INC COM 23332B106 3390055 211100 X 208800 0 2300
DST SYS INC DEL COM 233326107 1214724 41219 X 40335 0 884
DST SYS INC DEL COM 233326107 554891 18829 X 17379 0 1450
DTE ENERGY CO COM 233331107 1724174 42363 X 40235 0 2128
DTE ENERGY CO COM 233331107 898615 22079 X 15969 0 6110
DUANE READE INC COM 263578106 300800 18800 X 16300 0 2500
DUANE READE INC COM 263578106 4800 300 X 300 0 0
DUKE ENERGY CORP COM 264399106 24049335 1230145 X 1146679 0 83466
DUKE ENERGY CORP COM 264399106 6410895 327923 X 282833 150 44940
DUN & BRADSTREET CORP COM 26483E100 1965278 58473 X 23398 0 35075
DUN & BRADSTREET CORP COM 26483E100 1354954 40314 X 37547 0 2767
DUPONT E I DE NEMOURS & CO COM 263534109 65577496 1818062 X 1706662 0 111400
DUPONT E I DE NEMOURS & CO COM 263534109 51551460 1429206 X 1362822 0 66384
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
DUPONT PHOTOMASKS INC COM 26613X101 358102 15720 X 15720 0 0
DURA AUTOMOTIVE SYS INC COM 265903104 8575 700 X 0 0 700
DVI INC COM 233343102 1440 300 X 0 0 300
DYNAMEX INC COM 26784F103 38 16 X 16 0 0
DYNAMEX INC COM 26784F103 10 4 X 4 0 0
DYNAMICS RESEARCH CORP COM 268057106 72900 5000 X 5000 0 0
DYNEGY INC CL A NEW COM 26816Q101 97519 84068 X 83168 0 900
DYNEGY INC CL A NEW COM 26816Q101 325 280 X 280 0 0
E M C CORP MASSACHUSETTS COM 268648102 15274553 3342353 X 3090123 0 252230
E M C CORP MASSACHUSETTS COM 268648102 4405772 964064 X 878629 2125 83310
E.PIPHANY INC COM 26881V100 835 232 X 232 0 0
E*TRADE GROUP INC COM 269246104 6853 1540 X 1540 0 0
EAGLE BROADBAND INC COM 269437109 90 250 X 250 0 0
EARTHLINK INC COM 270321102 3594 673 X 673 0 0
EARTHLINK INC COM 270321102 3717 696 X 696 0 0
EARTHSHELL CORP COM 27032B100 3500 5000 X 3000 0 2000
EAST WEST BANCORP INC COM 27579R104 4236880 125500 X 124600 0 900
EASTERN CO COM 276317104 428493 34979 X 34979 0 0
EASTERN CO COM 276317104 1926227 157243 X 36896 0 120347
EASTMAN CHEM CO COM 277432100 3937236 103150 X 53066 0 50084
EASTMAN CHEM CO COM 277432100 2114313 55392 X 50729 0 4663
EASTMAN KODAK CO COM 277461109 19030409 698620 X 615499 0 83121
EASTMAN KODAK CO COM 277461109 8015779 294265 X 274605 0 19660
EASYLINK SERVICES CORP COM CL A 27784T200 8176 5600 X 0 0 5600
EASYLINK SERVICES CORP COM CL A 27784T200 29 20 X 20 0 0
EATON CORP COM 278058102 838054 13148 X 8370 0 4778
EATON CORP COM 278058102 438276 6876 X 6709 0 167
EATON VANCE CORP COM 278265103 166807 6035 X 6035 0 0
EATON VANCE CORP COM 278265103 392488 14200 X 11200 0 3000
EBAY INC COM 278642103 4609521 87285 X 60815 0 26470
EBAY INC COM 278642103 235005 4450 X 2300 0 2150
ECHELON CORP COM 27874N105 13050 1500 X 1500 0 0
ECHELON CORP COM 27874N105 21750 2500 X 2500 0 0
ECHO BAY MINES LTD COM 278751102 375 332 X 332 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 6209835 358950 X 342750 0 16200
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 105599 6104 X 3604 0 2500
ECLIPSYS CORP COM 278856109 22631 4455 X 1945 0 2510
ECOLAB INC COM 278865100 1044669 25034 X 17594 0 7440
ECOLAB INC COM 278865100 730484 17505 X 16455 0 1050
ECOLLEGE.COM INC COM 27887E100 650 200 X 200 0 0
EDGAR ONLINE INC COM 279765101 166 100 X 100 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 8258 1835 X 1835 0 0
EDISON INTERNATIONAL COM 281020107 1404200 140420 X 136084 0 4336
EDISON INTERNATIONAL COM 281020107 321240 32124 X 31624 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
------------------------------
EDISON SCHOOLS INC COM 281033100 3056 9260 X 9260 0 0
EDISON SCHOOLS INC COM 281033100 9900 30000 X 0 0 30000
EDO CORP COM 281347104 2824781 126050 X 126050 0 0
EDUCATION MGMT CORP COM 28139T101 1449223 32736 X 32686 0 50
EDUCATION MGMT CORP COM 28139T101 132810 3000 X 0 0 3000
EDWARDS A G INC COM 281760108 222517 6958 X 6958 0 0
EDWARDS A G INC COM 281760108 856424 26780 X 26780 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 81095 3169 X 3169 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 257333 10056 X 9636 0 420
EEX CORP COM 26842V207 209 113 X 113 0 0
EFUNDS CORP COM 28224R101 415325 44273 X 39873 0 4400
EFUNDS CORP COM 28224R101 72956 7777 X 7777 0 0
EGAIN COMMUNICATIONS CORP COM 28225C103 13 100 X 100 0 0
EGL INC COM 268484102 38535 3500 X 0 0 3500
EL PASO CORP COM 28336L109 8407977 1016684 X 861059 0 155625
EL PASO CORP COM 28336L109 1587526 191962 X 175770 300 15892
EL PASO ELEC CO NEW COM 283677854 409896 34503 X 34503 0 0
ELCOM INTL INC COM 284434107 1020 3000 X 3000 0 0
ELECTRO RENT CORP COM 285218103 30976 3200 X 0 0 3200
ELECTRO SCIENTIFIC INDS INC COM 285229100 298083 20100 X 20100 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 5932 400 X 0 0 400
ELECTROGLAS INC COM 285324109 31400 15700 X 15700 0 0
ELECTRONIC ARTS COM 285512109 5953682 90262 X 80447 0 9815
ELECTRONIC ARTS COM 285512109 88123 1336 X 1086 0 250
ELECTRONIC DATA SYS CORP COM 285661104 39847418 2850316 X 2764827 0 85489
ELECTRONIC DATA SYS CORP COM 285661104 4794413 342948 X 328389 675 13884
ELECTRONICS BOUTIQUE HLDGS CORP COM 286045109 5863320 213600 X 211900 0 1700
ELECTRONICS FOR IMAGING INC COM 286082102 39881 2673 X 200 0 2473
ELECTRONICS FOR IMAGING INC COM 286082102 40284 2700 X 2550 0 150
ELITE PHARMACEUTICALS INC COM 28659T200 10575 3750 X 3750 0 0
ELIZABETH ARDEN INC COM 28660G106 300 25 X 25 0 0
ELKCORP COM 287456107 225324 13200 X 13200 0 0
EMAGIN CORP COM 29076N107 480 2000 X 2000 0 0
EMBARCADERO TECHNOLOGIES INC COM 290787100 45147 10775 X 0 0 10775
EMBREX INC COM 290817105 8880 800 X 0 0 800
EMC INSURANCE GROUP 268664109 17112 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 899570 18100 X 17000 0 1100
EMCOR GROUP INC COM 29084Q100 49700 1000 X 0 0 1000
EMCORE CORP COM 290846104 760 500 X 500 0 0
EMERGE INTERACTIVE INC CL A COM 29088W103 7 20 X 20 0 0
EMERSON ELECTRIC CO COM 291011104 51334882 1168295 X 1087615 0 80680
EMERSON ELECTRIC CO COM 291011104 31568869 718454 X 686102 0 32352
EMMIS COMMUNICATIONS CORP CL A COM 291525103 5700 300 X 0 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
------------------------------
EMPIRE DISTRICT ELECTRIC COM 291641108 32955 1950 X 0 0 1950
EMPIRE DISTRICT ELECTRIC COM 291641108 40560 2400 X 2400 0 0
EMULEX CORP COM 292475209 1760265 156329 X 155829 0 500
EMULEX CORP COM 292475209 356942 31700 X 31700 0 0
ENCHIRA BIOTECHNOLOGY CORP COM 29251Q107 16 200 X 200 0 0
ENCORE WIRE CORP COM 292562105 4400 500 X 500 0 0
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 3412 400 X 0 0 400
ENDOCARDIAL SOLUTIONS INC COM 292962107 13017 4030 X 4030 0 0
ENDOCARE INC COM 29264P104 5260785 367630 X 365930 0 1700
ENDOCARE INC COM 29264P104 41499 2900 X 0 0 2900
ENERGEN CORP COM 29265N108 18888777 746297 X 408412 0 337885
ENERGIZER HLDGS INC COM 29266R108 330752 10880 X 8380 0 2500
ENERGIZER HLDGS INC COM 29266R108 69677 2292 X 2292 0 0
ENERGY EAST CORP COM 29266M109 961934 48558 X 22430 0 26128
ENERGY EAST CORP COM 29266M109 483087 24386 X 19759 0 4627
ENESCO GROUP INC COM 292973104 560499 79957 X 79957 0 0
ENESCO GROUP INC COM 292973104 17175 2450 X 2450 0 0
ENGELHARD CORP COM 292845104 1053191 44196 X 37593 0 6603
ENGELHARD CORP COM 292845104 574422 24105 X 24105 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 536176 9400 X 7100 0 2300
ENPRO INDUSTRIES INC COM 29355X107 9474 2762 X 2633 0 129
ENPRO INDUSTRIES INC COM 29355X107 3591 1047 X 987 0 60
ENSCO INTL INC COM 26874Q100 145482 5810 X 2030 0 3780
ENSCO INTL INC COM 26874Q100 45673 1824 X 1800 0 24
ENTEGRIS INC COM 29362U104 4162389 535700 X 531300 0 4400
ENTERASYS NETWORKS INC COM 293637104 1950 1500 X 1500 0 0
ENTERASYS NETWORKS INC COM 293637104 1690 1300 X 1300 0 0
ENTERCOM COMMUNICATIONS COM 293639100 250824 5295 X 800 0 4495
ENTERCOM COMMUNICATIONS COM 293639100 197770 4175 X 825 0 3350
ENTERGY CORP COM 29364G103 3489907 83892 X 48014 0 35878
ENTERGY CORP COM 29364G103 165402 3976 X 2971 0 1005
ENTERPRISE PRODS PARTNERS LP COM 293792107 409710 21000 X 0 0 21000
ENTRAVISION COMMUNICATIONS COM 29382R107 196431 14825 X 0 0 14825
ENTREMED INC COM 29382F103 1127 700 X 700 0 0
ENZO BIOCHEM INC COM 294100102 277248 19388 X 4583 0 14805
ENZO BIOCHEM INC COM 294100102 300 21 X 21 0 0
ENZON INC COM 293904108 3573349 185725 X 176100 0 9625
EOG RES INC COM 26875P101 602150 16745 X 10745 0 6000
EPIQ SYS INC COM 26882D109 1411917 79950 X 75000 0 4950
EPIX MEDICAL INC COM 26881Q101 4530 1000 X 1000 0 0
EPLUS INC COM 294268107 6500 1000 X 1000 0 0
EPRESENCE INC COM 294348107 187452 114300 X 15600 0 98700
EQUIFAX INC COM 294429105 3078058 141585 X 90385 0 51200
EQUIFAX INC COM 294429105 1694242 77932 X 72332 0 5600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
EQUITABLE RESOURCES COM 294549100 69238 2004 X 2004 0 0
EQUITABLE RESOURCES COM 294549100 128802 3728 X 3728 0 0
ERESEARCH TECHNOLOGY INC COM 29481V108 14760 800 X 0 0 800
ERIE INDEMNITY CO CL A COM 29530P102 43743 1050 X 0 0 1050
EROOM SYSTEMS TECHNOLOGIES COM 296016108 1174 5590 X 5590 0 0
ESCO TECHNOLOGIES INC COM 296315104 103522 3205 X 105 0 3100
ESCO TECHNOLOGIES INC COM 296315104 485 15 X 15 0 0
ESPEED INC CL A COM 296643109 8128 800 X 0 0 800
ESPERION THERAPEUTICS INC COM 29664R106 8580 1500 X 1500 0 0
ESS TECHNOLOGY INC COM 269151106 214697 34910 X 31200 0 3710
ESS TECHNOLOGY INC COM 269151106 2460 400 X 400 0 0
ESSENTIAL THERAPEUTICS INC COM 29669A108 2300 2500 X 2500 0 0
ESTEE LAUDER COSMETICS CL A COM 518439104 1344342 46776 X 6501 0 40275
ESTEE LAUDER COSMETICS CL A COM 518439104 89094 3100 X 300 0 2800
ESTERLINE TECHNOLOGIES CORP COM 297425100 402688 24200 X 14200 0 10000
ESTERLINE TECHNOLOGIES CORP COM 297425100 257920 15500 X 0 0 15500
ETHAN ALLEN INTERIORS INC COM 297602104 1149589 35525 X 29000 0 6525
ETHAN ALLEN INTERIORS INC COM 297602104 97080 3000 X 3000 0 0
ETHYL CORP COM 297659609 99280 34000 X 0 0 34000
EURONET WORLDWIDE INC 298736109 1258 250 X 250 0 0
EUROTECH LTD COM 298796103 27939 349233 X 349233 0 0
EUROTECH LTD COM 298796103 888 11100 X 11100 0 0
EVEREST RE GROUP LTD. G3223R108 208468 3800 X 0 0 3800
EVEREST RE GROUP LTD. G3223R108 527205 9610 X 6610 0 3000
EVERGREEN RESOURCES INC COM 299900308 8740583 213289 X 153989 0 59300
EVERGREEN RESOURCES INC COM 299900308 106548 2600 X 0 0 2600
EXAR CORP COM 300645108 309540 26800 X 26700 0 100
EXCEL TECHNOLOGY INC COM 30067T103 3762 200 X 0 0 200
EXCELON CORP COM 300691102 17836 68600 X 7000 0 61600
EXCO RESOURCES INC COM 269279204 6597556 401800 X 274300 0 127500
EXELIXIS INC COM 30161Q104 2475 500 X 500 0 0
EXELON CORP COM 30161N101 5366218 112973 X 91581 0 21392
EXELON CORP COM 30161N101 1097915 23114 X 15966 0 7148
EXPEDIA INC CL A COM 302125109 2533 50 X 50 0 0
EXPEDITORS INTL WASH INC COM 302130109 142550 5102 X 0 0 5102
EXPLORATION COM 302133202 2595 500 X 500 0 0
EXPRESS SCRIPTS INC COM 302182100 774402 14204 X 360 0 13844
EXPRESS SCRIPTS INC COM 302182100 107622 1974 X 1749 0 225
EXPRESSJET HOLDINGS INC COM 30218U108 60720 6600 X 5000 0 1600
EXTENDED STAY AMER INC COM 30224P101 2928620 230600 X 228900 0 1700
EXTREME NETWORKS COM 30226D106 21134 5020 X 2980 0 2040
EXTREME NETWORKS COM 30226D106 1053 250 X 250 0 0
EXULT INC DEL COM 302284104 10709 3630 X 3630 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
------------------------------
EXXON MOBIL CORP COM 30231G102 711959927 22318493 X 21370862 0 947631
EXXON MOBIL CORP COM 30231G102 577491889 18103194 X 17138031 4518 960645
EZENIA INC COM 302311105 5565 74200 X 0 0 74200
F N B CORP PA COM 302520101 48951 1747 X 1747 0 0
F N B CORP PA COM 302520101 4259 152 X 152 0 0
FACTORY 2-U INC COM 303072102 17072 8800 X 8800 0 0
FACTSET RESEARCH SYSTEM COM 303075105 2174843 81915 X 67740 0 14175
FAIR ISAAC & CO INC COM 303250104 1288576 39406 X 29825 0 9581
FAIR ISAAC & CO INC COM 303250104 6540 200 X 0 0 200
FAIRCHILD SEMICON INTL COM CL A 303726103 85230 9000 X 1200 0 7800
FAIRCHILD SEMICON INTL COM CL A 303726103 50949 5380 X 5380 0 0
FALMOUTH BANCORP INC COM 306754102 2301 100 X 100 0 0
FAMILY DLR STORES INC COM 307000109 1265053 47063 X 23263 0 23800
FAMILY DLR STORES INC COM 307000109 456960 17000 X 11000 0 6000
FAO INC COM 30240S105 2850 1000 X 1000 0 0
FARGO ELECTRONICS INC COM 30744P102 32800 4000 X 4000 0 0
FARGO ELECTRONICS INC COM 30744P102 82000 10000 X 10000 0 0
FASTENAL CO COM 311900104 5584923 176850 X 176850 0 0
FASTENAL CO COM 311900104 189480 6000 X 6000 0 0
FBR ASSET INVESTMENT CORP COM 30241E303 15630 500 X 0 0 500
FEDDERS CORP COM 313135501 71107 28217 X 27375 0 842
FEDERAL AGRIC MTG CORP CL C COM 313148306 14755 500 X 0 0 500
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 260368003 4372993 X 4133680 0 239313
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 74690787 1254464 X 1181325 1140 71999
FEDERAL SIGNAL CORP 313855108 3119335 169345 X 167350 0 1995
FEDERAL SIGNAL CORP 313855108 114204 6200 X 6200 0 0
FEDERATED DEPT STORES INC COM 31410H101 2437779 82805 X 43736 0 39069
FEDERATED DEPT STORES INC COM 31410H101 19136 650 X 550 0 100
FEDERATED INVESTORS INC CL B COM 314211103 7599574 281570 X 278620 0 2950
FEDEX CORP COM 31428X106 16950848 338543 X 324598 0 13945
FEDEX CORP COM 31428X106 1468303 29325 X 25725 0 3600
FEI COMPANY COM 30241L109 49419 3420 X 3420 0 0
FELCOR LODGING TR INC COM 31430F101 200790 15650 X 200 0 15450
FERRO CORP COM 315405100 46778 2025 X 0 0 2025
FIBERCORE INC COM 31563B109 230 1000 X 1000 0 0
FIDELITY BANKSHARES INC NEW COM 31604Q107 6909 386 X 386 0 0
FIDELITY NATL FINL INC COM 316326107 1426596 49638 X 42503 0 7135
FIDELITY NATL FINL INC COM 316326107 531000 18476 X 18476 0 0
FIDELITY NATL INFO SOLUTIONS COM 31620P109 2186 143 X 143 0 0
FIFTH THIRD BANCORP 316773100 13015906 212574 X 205382 0 7192
FIFTH THIRD BANCORP 316773100 8375835 136793 X 135043 0 1750
FILENET CORP COM 316869106 381915 36900 X 20900 0 16000
FINANCIAL FED CORP COM 317492106 560560 17600 X 12200 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
------------------------------
FINANCIAL INSTITUTIONS INC COM 317585404 61956 2282 X 2282 0 0
FINET.COM INC COM 317922409 329 416 X 416 0 0
FINGER LAKES BANCORP INC COM 31787C107 9865 500 X 500 0 0
FINISAR CORPORATION COM 31787A101 7680 11130 X 11130 0 0
FINISH LINE INC CL A 317923100 31480 3490 X 2190 0 1300
FIRST AMERICAN CORPORATION COM 318522307 1010876 49480 X 48800 0 680
FIRST CHARTER CORP COM 319439105 182270 11000 X 11000 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 40836 3984 X 3984 0 0
FIRST COLONIAL GROUP INC COM 319734109 220015 8868 X 8868 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 8673 700 X 0 0 700
FIRST DATA CORP COM 319963104 105771884 3784325 X 3626763 0 157562
FIRST DATA CORP COM 319963104 22574069 807659 X 754718 100 52841
FIRST DEFIANCE FINL CORP COM 32006W106 8585 500 X 0 0 500
FIRST ESSEX BANCORP INC 320103104 92540 2800 X 100 0 2700
FIRST ESSEX BANCORP INC 320103104 99150 3000 X 3000 0 0
FIRST FINL BANCORP COM 320209109 28763 1615 X 1615 0 0
FIRST FINL BANKSHARES INC COM 32020R109 104583 2870 X 2870 0 0
FIRST FINL HLDGS INC COM 320239106 135350 5000 X 2400 0 2600
FIRST HEALTH GROUP CORP COM 320960107 1015373 37440 X 26940 0 10500
FIRST HEALTH GROUP CORP COM 320960107 16272 600 X 600 0 0
FIRST HORIZON PHARM CORP COM 32051K106 1137326 210616 X 210300 0 316
FIRST INDL RLTY TR INC COM 32054K103 207633 6700 X 700 0 6000
FIRST INDL RLTY TR INC COM 32054K103 123960 4000 X 4000 0 0
FIRST MIDWEST BANCORP INC DEL COM 320867104 903839 33650 X 33150 0 500
FIRST NATL LINCOLN CORP COM 335716106 76032 2640 X 0 0 2640
FIRST NATL LINCOLN CORP COM 335716106 2880 100 X 100 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 204450 9400 X 9400 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 259565 11934 X 11934 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 108240 8000 X 0 0 8000
FIRST TENN NATL CORP COM 337162101 6576622 189692 X 186792 0 2900
FIRST TENN NATL CORP COM 337162101 2154394 62140 X 61640 0 500
FIRST VIRGINIA BANKS INC 337477103 725821 19459 X 19459 0 0
FIRST VIRGINIA BANKS INC 337477103 525632 14092 X 10719 0 3373
FIRSTENERGY CORP COM 337932107 3398553 113702 X 106485 0 7217
FIRSTENERGY CORP COM 337932107 782281 26172 X 25972 0 200
FIRSTFED AMER BANCORP INC COM 337929103 31317 1300 X 1300 0 0
FIRSTFED AMER BANCORP INC COM 337929103 149358 6200 X 5500 0 700
FIRSTFED FINL CORP DEL COM 337907109 357925 13900 X 11800 0 2100
FIRSTMERIT CORP COM 337915102 349146 16300 X 7000 0 9300
FIRSTMERIT CORP COM 337915102 304164 14200 X 3200 0 11000
FISERV INC COM 337738108 516756 18403 X 17353 0 1050
FISERV INC COM 337738108 23671 843 X 843 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 1070141 35260 X 32160 0 3100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
FIVE STAR QUALITY CARE-WI COM 33832D106 627 545 X 545 0 0
FIVE STAR QUALITY CARE-WI COM 33832D106 176 153 X 153 0 0
FLAGSTAR BANCORP INC COM 337930101 22770 1100 X 0 0 1100
FLEET BOSTON FINANCIAL CORP COM 339030108 81100965 3989226 X 60382 0 3928844
FLEET BOSTON FINANCIAL CORP COM 339030108 72006766 3541897 X 369 0 3541528
FLEETWOOD ENTERPRISES INC COM 339099103 161086 23900 X 23900 0 0
FLEMING COS INC COM 339130106 184000 36800 X 36800 0 0
FLIR SYS INC COM 302445101 460119 13150 X 11400 0 1750
FLORIDA BKS INC COM 340560101 63440 8000 X 0 0 8000
FLORIDA EAST COAST INDS CL B COM 340632207 57641 2626 X 2626 0 0
FLORIDA EAST COAST INDS CL B COM 340632207 505 23 X 23 0 0
FLORIDA PUB UTILS CO 341135101 92050 7000 X 7000 0 0
FLORIDA ROCK INDS INC COM 341140101 592864 19400 X 19400 0 0
FLOW INTERNATIONAL CORP COM 343468104 33592 10400 X 10400 0 0
FLOWERS FOODS INC COM 343498101 117491 5169 X 5169 0 0
FLOWERS FOODS INC COM 343498101 107263 4719 X 2442 0 2277
FLOWSERVE CORP COM 34354P105 6358230 635823 X 421600 0 214223
FLOWSERVE CORP COM 34354P105 5370 537 X 237 0 300
FLUOR CORP COM 343412102 965111 39489 X 8895 0 30594
FLUOR CORP COM 343412102 100131 4097 X 4097 0 0
FLUSHING FINL CORP COM 343873105 79147 4745 X 4445 0 300
FMC CORP (NEW) COM 302491303 242708 9400 X 7100 0 2300
FMC CORP (NEW) COM 302491303 12910 500 X 500 0 0
FMC TECHNOLOGIES INC COM 30249U101 22525 1344 X 1202 0 142
FMC TECHNOLOGIES INC COM 30249U101 135639 8093 X 3093 0 5000
FMS FINL CORP COM 302509104 8978 798 X 798 0 0
FOAMEX INTL INC COM 344123104 16500 3000 X 3000 0 0
FONAR CORP COM 344437108 4168 4168 X 4168 0 0
FOOT LOCKER INC COM 344849104 1556142 155770 X 151670 0 4100
FOOT LOCKER INC COM 344849104 232867 23310 X 23310 0 0
FOOTSTAR INC COM 344912100 112195 14384 X 14384 0 0
FOOTSTAR INC COM 344912100 3643 467 X 467 0 0
FORD MTR CO DEL COM 345370860 24880691 2538846 X 2381154 174 157518
FORD MTR CO DEL COM 345370860 6548968 668262 X 649558 1573 17131
FOREST CITY ENTERPRISES INC CL A 345550107 58500 1800 X 0 0 1800
FOREST LABS INC COM 345838106 43224765 527067 X 513087 0 13980
FOREST LABS INC COM 345838106 5080273 61947 X 47740 0 14207
FORRESTER RESEARCH COM 346563109 101646 6790 X 6790 0 0
FORRESTER RESEARCH COM 346563109 2994 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 18053667 381765 X 346984 0 34781
FORTUNE BRANDS INC COM 349631101 4546792 96147 X 92741 0 3406
FORWARD AIR CORP COM 349853101 278197 15370 X 15370 0 0
FOSSIL INC COM 349882100 629570 31400 X 31400 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
------------------------------
FOSTER WHEELER LTD COM G36535105 9660 6000 X 6000 0 0
FOSTER WHEELER LTD COM G36535105 161 100 X 100 0 0
FOUNDRY NETWORKS INC COM 35063R100 8330 1520 X 620 0 900
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 1330612 60400 X 56300 0 4100
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 46263 2100 X 2100 0 0
FPIC INSURANCE GROUP INC COM 302563101 4400 500 X 0 0 500
FPL GROUP INC COM 302571104 11716833 217785 X 195286 0 22499
FPL GROUP INC COM 302571104 8252005 153383 X 140703 0 12680
FRANKLIN COVEY CO COM 353469109 16048 13600 X 13600 0 0
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 60060 46200 X 0 0 46200
FRANKLIN RES INC COM 354613101 1883820 60573 X 45332 0 15241
FRANKLIN RES INC COM 354613101 763256 24542 X 24542 0 0
FREDDIE MAC COM 313400301 33962045 607550 X 535426 0 72124
FREDDIE MAC COM 313400301 1911780 34200 X 32830 0 1370
FREDS INC CL A 356108100 543416 18200 X 17300 0 900
FREEMARKETS.COM INC COM 356602102 712876 143725 X 137000 0 6725
FREEMARKETS.COM INC COM 356602102 248 50 X 50 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 261676 19441 X 19064 0 377
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 1258860 93526 X 91026 0 2500
FREMONT GEN CORP 357288109 269500 55000 X 43690 0 11310
FRIEDMAM BILLINGS RAMSEY CL A COM 358433100 15195 1500 X 0 0 1500
FRIEDMANS INC COM CL A 358438109 101124 12998 X 12998 0 0
FRIENDLY ICE CREAM CORP COM 358497105 4495948 603483 X 411483 0 192000
FRIENDLY ICE CREAM CORP COM 358497105 14900 2000 X 2000 0 0
FRONTIER AIRLINES INC COM 359065109 123659 25340 X 25340 0 0
FRONTIER OIL CORP COM 35914P105 265360 21400 X 17800 0 3600
FRONTIER OIL CORP COM 35914P105 37200 3000 X 3000 0 0
FRONTLINE COMMUNICATIONS CORP COM 35921T108 64 400 X 400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 3383 1700 X 1700 0 0
FTI CONSULTING INC COM 302941109 247983 6237 X 0 0 6237
FUELCELL ENERGY INC COM 35952H106 13545 2150 X 2150 0 0
FUELCELL ENERGY INC COM 35952H106 10395 1650 X 1400 0 250
FULLER H B CO COM 359694106 6030220 226700 X 148000 0 78700
FULTON FINL CORP PA COM 360271100 602878 32068 X 32068 0 0
FULTON FINL CORP PA COM 360271100 374816 19937 X 19937 0 0
FURNITURE BRANDS INTL INC COM 360921100 73670 3210 X 0 0 3210
FURNITURE BRANDS INTL INC COM 360921100 82620 3600 X 0 0 3600
F5 NETWORKS INC COM 315616102 6795 900 X 300 0 600
G & K SVCS INC COM 361268105 14755215 435900 X 285550 0 150350
GABELLI ASSET MGMT INC CL A 36239Y102 11860 400 X 0 0 400
GAIAM INC COM 36268Q103 5735 500 X 500 0 0
GAIAM INC COM 36268Q103 459 40 X 40 0 0
GALLAGHER ARTHUR J & CO COM 363576109 12325 500 X 500 0 0
GALLAGHER ARTHUR J & CO COM 363576109 33278 1350 X 0 0 1350
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
GAMESTOP CORP COM 36466R101 67096 3281 X 300 0 2981
GAMESTOP CORP COM 36466R101 20205 988 X 713 0 275
GANNETT INC COM 364730101 36199353 501515 X 459065 0 42450
GANNETT INC COM 364730101 22311127 309104 X 275117 200 33787
GAP INC COM 364760108 8908685 821077 X 729262 0 91815
GAP INC COM 364760108 841049 77516 X 74141 0 3375
GARDEN FRESH RESTAURANT CORP COM 365235100 4731 500 X 500 0 0
GARDNER DENVER INC COM 365558105 298176 18980 X 15980 0 3000
GARDNER DENVER INC COM 365558105 848 54 X 42 0 12
GARMIN LTD COM G37260109 9275 500 X 500 0 0
GART SPORTS CO COM 366630101 2813517 149100 X 147900 0 1200
GARTNER GROUP INC COM CL B 366651206 35648 4456 X 2256 0 2200
GARTNER GROUP INC COM CL B 366651206 16288 2036 X 1931 0 105
GARTNER INC CL A COM 366651107 4324460 533884 X 364084 0 169800
GATEWAY INC COM 367626108 90410 30441 X 29624 0 817
GATEWAY INC COM 367626108 8613 2900 X 1400 0 1500
GATX CORPORATION COM 361448103 65340 3300 X 3300 0 0
GATX CORPORATION COM 361448103 27245 1376 X 1376 0 0
GBC BANCORP CALIFORNIA COM 361475106 205852 10600 X 7900 0 2700
GEMSTAR TV GUIDE INTL COM 36866W106 27612 10957 X 657 0 10300
GEMSTAR TV GUIDE INTL COM 36866W106 5665 2248 X 2248 0 0
GENAERA CORPORATION COM 36867G100 650 1000 X 1000 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 59 100 X 100 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 59 100 X 100 0 0
GENCORP INC COM 368682100 302202 30040 X 30040 0 0
GENE LOGIC INC COM 368689105 117141 15076 X 4076 0 11000
GENE LOGIC INC COM 368689105 6216 800 X 800 0 0
GENENTECH INC COM 368710406 7658228 234699 X 197919 0 36780
GENENTECH INC COM 368710406 1429847 43820 X 41870 0 1950
GENERAL CABLE CORP DEL NEW COM 369300108 4235 1100 X 0 0 1100
GENERAL COMMUNICATION INC CL A COM 369385109 3374600 897500 X 608300 0 289200
GENERAL DYNAMICS CORP COM 369550108 8014096 98538 X 64760 0 33778
GENERAL DYNAMICS CORP COM 369550108 614448 7555 X 2230 0 5325
GENERAL ELECTRIC CO COM 369604103 760645756 30857840 X 28928372 600 1928868
GENERAL ELECTRIC CO COM 369604103 544927197 22106580 X 20715319 8925 1382336
GENERAL MAGIC INC COM 370253403 9 466 X 466 0 0
GENERAL MARITIME CORP COM Y2692M103 126000 20000 X 0 0 20000
GENERAL MARITIME CORP COM Y2692M103 315 50 X 50 0 0
GENERAL MILLS INC COM 370334104 24833534 559062 X 529518 0 29544
GENERAL MILLS INC COM 370334104 22259573 501116 X 449901 0 51215
GENERAL MOTORS CORP CL H COM 370442832 597779 65331 X 33291 0 32040
GENERAL MOTORS CORP CL H COM 370442832 332529 36342 X 35964 234 144
GENERAL MTRS CORP COM 370442105 11841627 304412 X 260862 0 43550
GENERAL MTRS CORP COM 370442105 7286670 187318 X 176785 226 10307
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
GENESCO INC COM 371532102 226320 16400 X 16400 0 0
GENESEE & WYOMING INC COM 371559105 4215596 189465 X 188065 0 1400
GENESEE CORP CL B COM 371601204 6188 499 X 499 0 0
GENESIS MICROCHIP INC DEL COM 37184C103 57909 7550 X 550 0 7000
GENLYTE GROUP INC COM 372302109 7090 200 X 0 0 200
GENLYTE GROUP INC COM 372302109 53175 1500 X 0 0 1500
GENOME THERAPEUTICS CORP COM 372430108 201 150 X 150 0 0
GENTA INC COM 37245M207 6426 1001 X 1000 0 1
GENTEX CORP COM 371901109 511335 18806 X 3200 0 15606
GENTEX CORP COM 371901109 239625 8813 X 7163 0 1650
GENUINE PARTS CO 372460105 4932488 160982 X 99710 0 61272
GENUINE PARTS CO 372460105 2877280 93906 X 89376 0 4530
GENUITY INC CL A COM 37248E202 21 75 X 75 0 0
GENUS INC COM 372461103 51062 42200 X 10000 0 32200
GENZYME CORP ( GENERAL DIVISION COM) 372917104 9679590 469655 X 437890 0 31765
GENZYME CORP ( GENERAL DIVISION COM) 372917104 4633973 224841 X 211641 300 12900
GENZYME CORP BIOSURGERY DIVISION COM 372917708 1326 709 X 653 0 56
GENZYME CORP BIOSURGERY DIVISION COM 372917708 746 399 X 399 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 245 247 X 193 0 54
GENZYME-MOLECULAR ONCOLOGY COM 372917500 347 350 X 350 0 0
GEORGIA GULF CORP COM 373200203 500853 21900 X 21900 0 0
GEORGIA-PACIFIC CORP COM 373298108 8283208 632789 X 545779 0 87010
GEORGIA-PACIFIC CORP COM 373298108 1633383 124781 X 116192 1000 7589
GERBER SCIENTIFIC INC COM 373730100 3934072 1021837 X 663900 0 357937
GERBER SCIENTIFIC INC COM 373730100 3262694 847453 X 847453 0 0
GERON CORP COM 374163103 390 100 X 100 0 0
GERON CORP COM 374163103 4875 1250 X 250 0 1000
GETTY IMAGES INC COM 374276103 213940 10665 X 0 0 10665
GEVITY HR INC COM 374393106 184139 56658 X 0 0 56658
GIBRALTAR STL CORP COM 37476F103 4452 200 X 200 0 0
GILAT SATELLITE NETWKS COM M51474100 250 500 X 500 0 0
GILAT SATELLITE NETWKS COM M51474100 4000 8000 X 8000 0 0
GILEAD SCIENCES INC COM 375558103 1578861 47088 X 26642 0 20446
GILEAD SCIENCES INC COM 375558103 266564 7950 X 7650 0 300
GILLETTE CO COM 375766102 76607050 2588076 X 2305743 0 282333
GILLETTE CO COM 375766102 42861540 1448025 X 1406291 800 40934
GLATFELTER 377316104 3241415 280642 X 202400 0 78242
GLATFELTER 377316104 27720 2400 X 2400 0 0
GLENBOROUGH REALTY TRUST INC COM 37803P105 383670 18900 X 18900 0 0
GLOBAL INDS LTD COM 379336100 1106221 267850 X 266050 0 1800
GLOBAL PAYMENTS INC COM 37940X102 657715 25692 X 25080 0 612
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 13113 2790 X 790 0 2000
GLOBAL SANTAFE CORP COM G3930E101 4412717 197437 X 184027 0 13410
GLOBAL SANTAFE CORP COM G3930E101 53081 2375 X 2075 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
------------------------------
GLOBECOMM SYS INC COM 37956X103 28351 9810 X 9810 0 0
GLOBESPANVIRATA INC. COM 37957V106 9440 4000 X 0 0 4000
GLOBESPANVIRATA INC. COM 37957V106 503 213 X 213 0 0
GOAMERICA INC COM 38020R106 136 400 X 400 0 0
GOLD BANC CORP INC COM 379907108 13590 1401 X 1401 0 0
GOLDEN ST BANCORP INC COM 381197102 970925 30041 X 30041 0 0
GOLDEN ST BANCORP INC COM 381197102 96960 3000 X 3000 0 0
GOLDEN WEST FINANCIAL COM 381317106 2632577 42338 X 22160 0 20178
GOLDEN WEST FINANCIAL COM 381317106 310900 5000 X 4950 0 50
GOLDFIELD CORP 381370105 400 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 44099390 667869 X 639874 0 27995
GOLDMAN SACHS GROUP INC COM 38141G104 724019 10965 X 10685 0 280
GOODRICH CORPORATION COM 382388106 926951 49045 X 38889 0 10156
GOODRICH CORPORATION COM 382388106 141939 7510 X 7210 0 300
GOODRICH PETE CORP COM NEW 382410405 6825 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 395258 44461 X 11269 0 33192
GOODYEAR TIRE & RUBBER COM 382550101 113170 12730 X 12730 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 106672 22600 X 22200 0 400
GRACO INC COM 384109104 2756644 111155 X 110665 0 490
GRACO INC COM 384109104 181338 7312 X 4462 0 2850
GRAFTECH INTL LTD COM 384313102 3404963 469650 X 299800 0 169850
GRAHAM CORP COM 384556106 25050 3000 X 3000 0 0
GRAINGER W W INC 384802104 9922107 233187 X 211399 0 21788
GRAINGER W W INC 384802104 2530278 59466 X 58491 0 975
GRANITE CONSTR INC 387328107 37904 2300 X 0 0 2300
GRANITE STATE BANKSHARES INC 387472103 360066 10656 X 10656 0 0
GRANITE STATE BANKSHARES INC 387472103 946 28 X 0 0 28
GRANT PRIDECO INC COM 38821G101 6841 801 X 1 0 800
GRANT PRIDECO INC COM 38821G101 59780 7000 X 0 0 7000
GREAT AMERN FINL RES INC COM 389915109 2061930 132600 X 89000 0 43600
GREAT AMERN FINL RES INC COM 389915109 10139 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 219556 26200 X 26200 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 2514 300 X 300 0 0
GREAT LAKES CHEMICAL 390568103 412640 17179 X 17026 0 153
GREAT LAKES CHEMICAL 390568103 270609 11266 X 10266 0 1000
GREAT PLAINS ENERGY INC COM 391164100 6143090 320788 X 208188 0 112600
GREAT PLAINS ENERGY INC COM 391164100 268751 14034 X 4034 0 10000
GREEN MOUNTAIN POWER CORP COM 393154109 96589 5457 X 5457 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 17700 1000 X 1000 0 0
GREEN MTN COFFEE INC COM 393122106 56458 4380 X 4380 0 0
GREEN MTN COFFEE INC COM 393122106 43826 3400 X 3400 0 0
GREENPOINT FINL CORP COM 395384100 3573988 85625 X 77300 0 8325
GREENPOINT FINL CORP COM 395384100 16696 400 X 400 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
------------------------------
GREIF BROS CORP CL A COM 397624107 17754807 724686 X 473986 0 250700
GREKA ENERGY CORP COM 397637109 1810 348 X 348 0 0
GREY WOLF INC COM 397888108 7776 2160 X 2160 0 0
GREY WOLF INC COM 397888108 360 100 X 100 0 0
GRIFFIN LD & NURSERIES INC CL A COM 398231100 1340 100 X 100 0 0
GRIFFON CORPORATION COM 398433102 250328 23505 X 22905 0 600
GRIFFON CORPORATION COM 398433102 15975 1500 X 0 0 1500
GROUP 1 AUTOMOTIVE INC COM 398905109 540647 24190 X 15700 0 8490
GROUP 1 AUTOMOTIVE INC COM 398905109 292785 13100 X 0 0 13100
GSI COMMERCE INC COM 36238G102 1970 390 X 390 0 0
GTC BIOTHERAPEUTICS INC COM 36238T104 382 275 X 275 0 0
GTECH HLDGS CORP COM 400518106 14892 600 X 600 0 0
GUIDANT CORP COM 401698105 9828928 304207 X 257676 0 46531
GUIDANT CORP COM 401698105 1348652 41741 X 38141 0 3600
GUILFORD PHARMACEUTICALS INC COM 401829106 484 100 X 0 0 100
GUITAR CENTER INC COM 402040109 41316 2200 X 0 0 2200
GULFMARK OFFSHORE INC COM 402629109 22455988 1298034 X 889234 0 408800
GULFMARK OFFSHORE INC COM 402629109 48440 2800 X 2800 0 0
GYMBOREE CORP COM 403777105 3947672 242040 X 240540 0 1500
GYRODYNE CO AMER INC COM 403820103 213079 13747 X 0 0 13747
H J HEINZ CO COM 423074103 8818223 264256 X 243481 0 20775
H J HEINZ CO COM 423074103 7740172 231950 X 193097 0 38853
H POWER CORP COM 40427A108 469 700 X 700 0 0
HAEMONETICS CORP MA COM 405024100 2261350 95295 X 92495 0 2800
HAGGAR CORP COM 405173105 48312 4400 X 4400 0 0
HAIN CELESTIAL GROUP INC COM 405217100 347205 23700 X 23200 0 500
HAIN CELESTIAL GROUP INC COM 405217100 23909 1632 X 1632 0 0
HALL KINION & ASSOCIATES COM 406069104 50400 8400 X 8400 0 0
HALLIBURTON CO COM NEW 406216101 2260296 175081 X 127573 0 47508
HALLIBURTON CO COM NEW 406216101 1301896 100844 X 96719 0 4125
HANCOCK FABRICS INC COM 409900107 208335 12900 X 12900 0 0
HANDELMAN CO COM 410252100 9150 1000 X 0 0 1000
HANDSPRING INC COM 410293104 9494 10100 X 10100 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 39750 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 4230060 282004 X 245915 0 36089
HANOVER COMPRESSOR COMPANY COM 410768105 4968471 598611 X 423311 0 175300
HARKEN ENERGY CORP COM 412552309 419 1550 X 1550 0 0
HARLAND JOHN H CO COM 412693103 561869 20695 X 20000 0 695
HARLAND JOHN H CO COM 412693103 2715 100 X 100 0 0
HARLEY DAVIDSON INC COM 412822108 7194966 154897 X 150132 0 4765
HARLEY DAVIDSON INC COM 412822108 1999905 43055 X 39355 0 3700
HARLEYSVILLE GROUP INC 412824104 31500 1200 X 0 0 1200
HARLEYSVILLE GROUP INC 412824104 26250 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
------------------------------
HARLEYSVILLE NATL CORP PA COM 412850109 70658 2927 X 2927 0 0
HARMAN INTL INDS INC NEW COM 413086109 1313467 25381 X 22600 0 2781
HARMAN INTL INDS INC NEW COM 413086109 39330 760 X 560 0 200
HARMONIC INC COM 413160102 73595 42054 X 40754 0 1300
HARMONIC INC COM 413160102 350 200 X 200 0 0
HARRAH'S ENTMT INC COM 413619107 2262495 46930 X 39432 0 7498
HARRAH'S ENTMT INC COM 413619107 427816 8874 X 8724 0 150
HARRIS & HARRIS GROUP INC 413833104 1050 500 X 500 0 0
HARRIS CORP COM 413875105 28253437 843638 X 842838 0 800
HARRIS CORP COM 413875105 364170 10874 X 10024 0 850
HARSCO CORP COM 415864107 448635 16500 X 14700 0 1800
HARTE-HANKS INC COM 416196103 7380726 396600 X 361450 0 35150
HARTE-HANKS INC COM 416196103 719742 38675 X 38675 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 23971060 584660 X 531589 0 53071
HARTFORD FINL SVCS GROUP INC COM 416515104 13680306 333666 X 312046 0 21620
HARTMARX CORP COM 417119104 37240 19000 X 19000 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 5430 1000 X 1000 0 0
HASBRO INC 418056107 348158 31281 X 24606 0 6675
HASBRO INC 418056107 24486 2200 X 2200 0 0
HAUPPAUGE DIGITAL INC COM 419131107 124 100 X 100 0 0
HAVERTY FURNITURE COS INC COM 419596101 220000 17600 X 14800 0 2800
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 75382 1749 X 1749 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 139429 3235 X 3235 0 0
HAWTHORNE FINANCIAL CORP COM 420542102 5280 200 X 0 0 200
HCA INC COM 404119109 7343985 154253 X 90158 0 64095
HCA INC COM 404119109 415159 8720 X 7925 0 795
HCC INS HLDGS INC COM 404132102 669879 27900 X 27900 0 0
HCC INS HLDGS INC COM 404132102 240100 10000 X 0 0 10000
HEADWATERS INC COM 42210P102 78774 5700 X 0 0 5700
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 1592507 78759 X 60859 0 17900
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 15772 780 X 780 0 0
HEALTH MGMT SYS INC COM 42219M100 2725570 752920 X 481420 0 271500
HEALTH NET INC COM 42222G108 171600 8000 X 0 0 8000
HEALTH NET INC COM 42222G108 28958 1350 X 1350 0 0
HEALTHSOUTH CORP COM 421924101 3230343 778396 X 755346 0 23050
HEALTHSOUTH CORP COM 421924101 4150 1000 X 1000 0 0
HEALTHTRONICS SURGICAL SVCS COM 42222L107 9207 1100 X 0 0 1100
HEARST-ARGYLE TELEVISION INC COM 422317107 8123 327 X 327 0 0
HEARTLAND EXPRESS CO 422347104 7461050 398135 X 341356 0 56779
HECLA MINING COMPANY 422704106 2535 710 X 710 0 0
HEICO CORP NEW CL A 422806208 3723368 437015 X 433929 0 3086
HEIDRICK & STRUGGLES INTL INC COM 422819102 251243 16540 X 12540 0 4000
HEIDRICK & STRUGGLES INTL INC COM 422819102 12912 850 X 50 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
------------------------------
HELEN OF TROY CORP LTD COM G4388N106 6840 600 X 600 0 0
HELEN OF TROY CORP LTD COM G4388N106 7296 640 X 640 0 0
HELIX TECHNOLOGY CORP COM 423319102 171770 17800 X 17800 0 0
HELIX TECHNOLOGY CORP COM 423319102 197999 20518 X 8040 0 12478
HELMERICH & PAYNE INC COM 423452101 1176143 34360 X 34360 0 0
HELMERICH & PAYNE INC COM 423452101 20538 600 X 200 0 400
HENRY JACK & ASSOC INC COM 426281101 4536950 365000 X 300300 0 64700
HENRY SCHEIN INC COM 806407102 52750 1000 X 100 0 900
HENRY SCHEIN INC COM 806407102 126600 2400 X 0 0 2400
HERCULES INC COM 427056106 142442 15466 X 10647 0 4819
HERCULES INC COM 427056106 136308 14800 X 14800 0 0
HERLEY INDS INC DEL COM 427398102 12999 700 X 700 0 0
HERSHEY FOODS CORP COM 427866108 17867298 287950 X 280722 0 7228
HERSHEY FOODS CORP COM 427866108 6296214 101470 X 99670 0 1800
HEWITT & ASSOCIATES INC CL A COM 42822Q100 44310 1500 X 100 0 1400
HEWITT & ASSOCIATES INC CL A COM 42822Q100 113138 3830 X 230 0 3600
HEWLETT PACKARD CO COM 428236103 47600635 4078889 X 3615254 0 463635
HEWLETT PACKARD CO COM 428236103 26512851 2271881 X 2173978 1200 96703
HEXCEL CORP COM NEW 428291108 2852 1150 X 0 0 1150
HI/FN INC COM 428358105 2200 500 X 500 0 0
HIBBETT SPORTING GOODS INC COM 428565105 97525 4700 X 0 0 4700
HIBERNIA CORP CLASS A VOTING COM 428656102 2976611 148905 X 141355 0 7550
HIBERNIA CORP CLASS A VOTING COM 428656102 79960 4000 X 4000 0 0
HICKORY TECH CORP COM 429060106 64925 4900 X 0 0 4900
HILB ROGAL & HAMILTON CO COM 431294107 4125000 100000 X 96300 0 3700
HILFIGER TOMMY CORP G8915Z102 4048101 432952 X 415352 0 17600
HILFIGER TOMMY CORP G8915Z102 82748 8850 X 250 0 8600
HILLENBRAND INDS INC COM 431573104 27259 502 X 502 0 0
HILLENBRAND INDS INC COM 431573104 510420 9400 X 1400 0 8000
HILTON HOTELS CORP COM 432848109 3101130 272507 X 153602 0 118905
HILTON HOTELS CORP COM 432848109 9104 800 X 800 0 0
HISPANIC BROADCASTING CORP COM 43357B104 114474 6138 X 400 0 5738
HISPANIC BROADCASTING CORP COM 43357B104 84951 4555 X 930 0 3625
HOLLINGER INTL INC CL A COM 435569108 35451 3900 X 3900 0 0
HOLLY CORP COM PAR $0.01 435758305 8490 500 X 0 0 500
HOLLYWOOD ENTMT CORP COM 436141105 54886 3780 X 2080 0 1700
HOLOGIC INC 436440101 129360 13200 X 13200 0 0
HOLOGIC INC 436440101 10094 1030 X 500 0 530
HOME DEPOT INC COM 437076102 213181772 8167884 X 7744321 0 423563
HOME DEPOT INC COM 437076102 58885646 2256155 X 2113890 2350 139915
HON INDS INC COM 438092108 157790 6200 X 0 0 6200
HON INDS INC COM 438092108 211235 8300 X 0 0 8300
HONEYWELL INTL INC COM 438516106 32583593 1504321 X 1426053 0 78268
HONEYWELL INTL INC COM 438516106 4855392 224164 X 215140 0 9024
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
HOOPER HOLMES INC COM 439104100 3935698 634790 X 630690 0 4100
HORACE MANN EDUCATORS CORP NEW COM 440327104 6788945 461833 X 301933 0 159900
HORIZON OFFSHORE INC COM 44043J105 16844 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 71760 4600 X 4600 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 4680 300 X 300 0 0
HORMEL FOODS CORPORATION 440452100 41375 1891 X 1891 0 0
HOT TOPIC INC COM 441339108 4448001 246700 X 245000 0 1700
HOUSEHOLD INTERNATIONAL COM 441815107 10515013 371424 X 299056 0 72368
HOUSEHOLD INTERNATIONAL COM 441815107 1627542 57490 X 53650 0 3840
HOUSTON EXPLORATION COMPANY COM 442120101 14300965 459100 X 296100 0 163000
HOWELL CORP COM 443051107 677 33 X 33 0 0
HPL TECHNOLOGIES INC COM 40426C105 7250 144990 X 142790 0 2200
HPSC INC COM 404264103 8350 1000 X 1000 0 0
HUBBELL INC CL B COM 443510201 1272307 43767 X 40067 0 3700
HUBBELL INC CL B COM 443510201 1405244 48340 X 23946 0 24394
HUBBELL INC CLASS A COM 443510102 110600 4000 X 0 0 4000
HUBBELL INC CLASS A COM 443510102 25106 908 X 908 0 0
HUDSON CITY BANCORP INC COM 443683107 259680 16000 X 16000 0 0
HUDSON RIVER BANCORP COM 444128102 159390 6600 X 4000 0 2600
HUDSON RIVER BANCORP COM 444128102 84525 3500 X 3500 0 0
HUDSON UNITED BANCORP COM 444165104 1172235 44069 X 43569 0 500
HUDSON UNITED BANCORP COM 444165104 2203810 82850 X 82850 0 0
HUFFY CORPORATION COM 444356109 54812 7100 X 7100 0 0
HUFFY CORPORATION COM 444356109 8685 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 571144 19600 X 16300 0 3300
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 57550 5000 X 5000 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 2302 200 X 200 0 0
HUMAN GENOME SCIENCES INC COM 444903108 1048291 86923 X 11549 0 75374
HUMAN GENOME SCIENCES INC COM 444903108 17487 1450 X 750 0 700
HUMANA INC COM 444859102 4859411 391888 X 391451 0 437
HUMANA INC COM 444859102 124000 10000 X 10000 0 0
HUNTINGTON BANCSHARES INC 446150104 795576 43737 X 37376 0 6361
HUNTINGTON BANCSHARES INC 446150104 239762 13181 X 13181 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 305235 18900 X 17300 0 1600
HYDRIL CO COM 448774109 12440 500 X 0 0 500
HYPERCOM CORP COM 44913M105 2561759 895720 X 610320 0 285400
HYPERION SOLUTIONS CORP COM 44914M104 2894162 157720 X 156820 0 900
HYSEQ INC COM 449163302 103 55 X 55 0 0
HYSEQ INC COM 449163302 1870 1000 X 1000 0 0
IBERIABANK CORP COM 450828108 11289 300 X 0 0 300
ICN PHARMACEUTICALS INC COM 448924100 9607441 1060424 X 737785 0 322639
ICN PHARMACEUTICALS INC COM 448924100 11778 1300 X 1300 0 0
ICN PHARMACEUTICALS INC COM 448924100 244384 26974 X 26974 0 0
ICOS CORP COM 449295104 88179 4205 X 4205 0 0
ICOS CORP COM 449295104 19922 950 X 750 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
------------------------------
ICU MED INC COM 44930G107 744898 20397 X 9500 0 10897
IDACORP INC COM 451107106 5377855 221038 X 171338 0 49700
IDACORP INC COM 451107106 306680 12605 X 10605 0 2000
IDEC PHARMACEUTICALS CORP COM 449370105 584394 14075 X 1180 0 12895
IDEC PHARMACEUTICALS CORP COM 449370105 154662 3725 X 3725 0 0
IDENTIX INC COM 451906101 97515 16389 X 16389 0 0
IDEX CORP COM 45167R104 759430 26600 X 22100 0 4500
IDEX CORP COM 45167R104 192713 6750 X 0 0 6750
IDEXX LABS CORP 45168D104 2816887 91020 X 76520 0 14500
IDEXX LABS CORP 45168D104 6190 200 X 200 0 0
IDINE REWARDS NETWORK INC COM 45168A100 5550 600 X 0 0 600
IDT CORP CL B COM 448947309 625464 40800 X 31500 0 9300
IDT CORP COM 448947101 327630 20100 X 20100 0 0
IGATE CORP COM *REORG* 45169U105 6374 1500 X 1500 0 0
IGEN INTL INC COM 449536101 14690 500 X 500 0 0
IHOP CORP COM 449623107 344630 14300 X 14300 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 121793 15456 X 3356 0 12100
IKON OFFICE SOLUTIONS INC COM 451713101 63040 8000 X 8000 0 0
ILEX ONCOLOGY INC COM 451923106 66975 14100 X 0 0 14100
ILLINOIS TOOL WORKS INC COM 452308109 72102705 1236117 X 1180398 0 55719
ILLINOIS TOOL WORKS INC COM 452308109 21868675 374913 X 350546 200 24167
IMAGISTICS INTL INC COM 45247T104 296165 17070 X 17038 0 32
IMAGISTICS INTL INC COM 45247T104 132953 7663 X 6810 0 853
IMANAGE INC COM 45245Y105 26589 12970 X 12970 0 0
IMANAGE INC COM 45245Y105 1025 500 X 500 0 0
IMATION CORP COM 45245A107 110685 3907 X 3107 0 800
IMATION CORP COM 45245A107 106662 3765 X 3123 0 642
IMC GLOBAL INC COM 449669100 62660 5200 X 200 0 5000
IMCLONE SYS INC COM 45245W109 1560 200 X 200 0 0
IMCLONE SYS INC COM 45245W109 4680 600 X 0 0 600
IMCO RECYCLING INC 449681105 118580 19600 X 16400 0 3200
IMMUCOR INC COM 452526106 24375 1500 X 0 0 1500
IMMUNOMEDICS INC COM 452907108 95400 15900 X 15500 0 400
IMPATH INC COM 45255G101 218179 16900 X 11100 0 5800
IMPCO TECHNOLOGIES INC COM 45255W106 1800 500 X 500 0 0
IMS HEALTH INC COM 449934108 6356127 424591 X 384333 0 40258
IMS HEALTH INC COM 449934108 2322985 155176 X 142106 0 13070
INAMED CORP COM 453235103 338100 14700 X 14200 0 500
INCARA PHARMACEUTICALS CORP COM 45324E103 3500 50000 X 50000 0 0
INCYTE GENOMICS INC COM 45337C102 9280 2000 X 0 0 2000
INDEPENDENCE CMNTY BK CORP COM 453414104 125199 4990 X 2100 0 2890
INDEPENDENT BK CORP MA COM 453836108 19880 1000 X 0 0 1000
INET TECHNOLOGIES INC COM 45662V105 4310 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 3782816 817023 X 569023 0 248000
INFOCUS CORP COM 45665B106 381 50 X 50 0 0
INFORMATION HLDGS INC COM 456727106 322585 14900 X 14900 0 0
INFORMATION RES INC COM 456905108 74942 20200 X 20200 0 0
INFOSPACE INC COM 45678T201 4485 975 X 845 0 130
INFOSPACE INC COM 45678T201 368 80 X 80 0 0
INFOUSA INC NEW COM 456818301 2411126 556842 X 396342 0 160500
INGLES MKTS INC CL A 457030104 2807680 262400 X 181300 0 81100
INGLES MKTS INC CL A 457030104 2140 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 363755 27350 X 0 0 27350
INGRAM MICRO CL A COM 457153104 74813 5625 X 5375 0 250
INHALE THERAPEUTIC SYS INC COM 457191104 27252 5420 X 5420 0 0
INHALE THERAPEUTIC SYS INC COM 457191104 2112 420 X 420 0 0
INKINE PHARMACEUTICAL INC COM 457214104 19040 17000 X 17000 0 0
INKTOMI COM 457277101 5306 21223 X 21223 0 0
INKTOMI COM 457277101 10 40 X 40 0 0
INNOVEX INC COM 457647105 47235 20100 X 500 0 19600
INPUT/OUTPUT INC COM 457652105 171961 35900 X 16400 0 19500
INRANGE TECHNOLOGIES CORP COM 45769V206 2790 1000 X 0 0 1000
INSIGHT COMMUNICATIONS INC COM 45768V108 440086 47680 X 47680 0 0
INSIGHT ENTERPRISES INC COM 45765U103 320233 31550 X 31550 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 259717 18100 X 18100 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 3300 230 X 230 0 0
INSPIRE PHARMACEUTICALS INC COM 457733103 250125 72500 X 0 0 72500
INSURANCE AUTO AUCTIONS INC COM 457875102 125421 8300 X 8300 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 5965106 375400 X 372400 0 3000
INTEGRAL SYSTEMS INC /MD COM 45810H107 6493253 339783 X 218083 0 121700
INTEGRATED CIRCUIT SYS INC COM 45811K208 281815 17950 X 0 0 17950
INTEGRATED DEFENSE TECHNOLOGIES COM 45819B101 1751330 88900 X 88300 0 600
INTEGRATED DEFENSE TECHNOLOGIES COM 45819B101 37430 1900 X 0 0 1900
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 4197 402 X 402 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 8352 800 X 800 0 0
INTEGRATED ELECTRICAL SVCS INC COM 45811E103 4488 1200 X 0 0 1200
INTEL CORP COM 458140100 192746016 13876603 X 12892611 0 983992
INTEL CORP COM 458140100 80038333 5762299 X 5453869 6870 301560
INTER TEL INC COM 458372109 362230 17800 X 16500 0 1300
INTERCEPT INC COM 45845L107 1134383 114700 X 113900 0 800
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 433776 26210 X 26210 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 7395 850 X 850 0 0
INTERFACE INC COM 458665106 138204 34900 X 16300 0 18600
INTERFACE INC COM 458665106 3168 800 X 800 0 0
INTERGRAPH CORP COM 458683109 4672406 273400 X 181300 0 92100
INTERMAGNETICS GEN CORP COM 458771102 249171 14597 X 11297 0 3300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
INTERMET CORP 45881K104 101010 21000 X 8300 0 12700
INTERMUNE INC COM 45884X103 2204880 67181 X 62491 0 4690
INTERNAP NETWORK SERVICES COM 45885A102 84 400 X 400 0 0
INTERNATIONAL ALUM CORP 458884103 8675 500 X 500 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 247729860 4248497 X 3977464 0 271033
INTERNATIONAL BUSINESS MACHS CORP 459200101 135298676 2320334 X 2155050 522 164762
INTERNATIONAL GAME TECH COM 459902102 6226472 90056 X 71906 0 18150
INTERNATIONAL GAME TECH COM 459902102 387184 5600 X 2100 0 3500
INTERNATIONAL MULTIFOODS CORP COM 460043102 263620 13450 X 13450 0 0
INTERNATIONAL PAPER CO COM 460146103 11566864 346417 X 213407 0 133010
INTERNATIONAL PAPER CO COM 460146103 4664449 139696 X 130624 0 9072
INTERNATIONAL RECTIFIER CORP COM 460254105 4892496 313220 X 299200 0 14020
INTERNATIONAL RECTIFIER CORP COM 460254105 1562 100 X 100 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 158920 4000 X 800 0 3200
INTERNET CAP GROUP INC COM 46059C106 2121 10656 X 10656 0 0
INTERNET CAP GROUP INC COM 46059C106 119 600 X 600 0 0
INTERNET HOLDRS TR COM 46059W102 5757 300 X 200 0 100
INTERNET INITIATIVE JAPAN COM 46059T109 2256 550 X 550 0 0
INTERNET SEC SYS INC COM 46060X107 126785 10291 X 10291 0 0
INTERPOOL INC COM 46062R108 121618 10118 X 118 0 10000
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 20500675 1293418 X 1226014 0 67404
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 4677161 295089 X 287936 0 7153
INTERSIL CORP 46069S109 2896508 223496 X 216316 0 7180
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 5614454 211308 X 123933 0 87375
INTERTAN INC COM 461120107 9152183 1311201 X 889051 0 422150
INTL FLAVORS & FRAGRANCES COM 459506101 2248037 70582 X 43271 0 27311
INTL FLAVORS & FRAGRANCES COM 459506101 1737067 54539 X 53039 0 1500
INTUIT INC COM 461202103 5029198 110459 X 69591 0 40868
INTUIT INC COM 461202103 323900 7114 X 4804 0 2310
INTUITIVE SURGICAL INC COM 46120E107 27166 3400 X 3000 0 400
INTUITIVE SURGICAL INC COM 46120E107 3995 500 X 500 0 0
INVACARE CORP COM 461203101 34618530 1010760 X 665760 0 345000
INVERNESS MED INNOVATIONS INC COM 46126P106 28470 3000 X 3000 0 0
INVESTMENT TECHNOLOGY GROUP COM NEW 46145F105 355509 12150 X 0 0 12150
INVESTORS FINL SERVICES CORP COM 461915100 24904 920 X 920 0 0
INVESTORS FINL SERVICES CORP COM 461915100 401448 14830 X 14830 0 0
INVISION TECHNOLOGIES INC COM 461851107 22407 700 X 500 0 200
INVITROGEN CORP COM 46185R100 6043984 177399 X 148469 0 28930
INVITROGEN CORP COM 46185R100 16075214 471829 X 56134 0 415695
IOMEGA CORP COM 462030305 11331 1060 X 60 0 1000
ION NETWORKS INC COM 46205P100 32 200 X 200 0 0
IONICS INC COM 462218108 307149 12900 X 12900 0 0
IONICS INC COM 462218108 202695 8513 X 8513 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
------------------------------
IRON MTN INC COM 462846106 50555 2023 X 2023 0 0
IRON MTN INC COM 462846106 1338215 53550 X 45000 0 8550
IRT PROPERTY CO 450058102 8813 750 X 750 0 0
IRWIN FINL CORP COM 464119106 18700 1100 X 0 0 1100
ISIS PHARMACEUTICALS COM 464330109 1977916 200600 X 199200 0 1400
ITLA CAPITAL CORP COM 450565106 3019 100 X 0 0 100
ITRON INC COM 465741106 2548302 138570 X 135070 0 3500
ITT EDL SVCS INC COM 45068B109 805233 42900 X 31300 0 11600
ITT INDS INC IND COM 450911102 4088412 65593 X 59371 0 6222
ITT INDS INC IND COM 450911102 3770778 60497 X 55153 0 5344
IVAX CORP 465823102 280406 22853 X 22453 0 400
IVAX CORP 465823102 55816 4549 X 3237 0 1312
IVILLAGE COM 46588H105 18193 31367 X 31367 0 0
I2 TECHNOLOGIES INC COM 465754109 4992 9600 X 9600 0 0
I2 TECHNOLOGIES INC COM 465754109 543 1044 X 1044 0 0
I3 MOBILE INC COM 465713105 150 500 X 500 0 0
J & J SNACK FOODS CORP COM 466032109 221100 6000 X 6000 0 0
J D EDWARDS & CO COM 281667105 8325 900 X 900 0 0
J M SMUCKER CO COM 832696405 1574797 42910 X 31209 0 11701
J M SMUCKER CO COM 832696405 1334375 36359 X 31967 1 4391
J P MORGAN CHASE & CO COM 46625H100 159106784 8378451 X 8086737 0 291714
J P MORGAN CHASE & CO COM 46625H100 66089739 3480239 X 3298159 1740 180340
J. JILL GROUP INC COM 466189107 299624 17200 X 13000 0 4200
J.C. PENNEY CO INC (HOLDING CO) 708160106 2168750 136228 X 92566 0 43662
J.C. PENNEY CO INC (HOLDING CO) 708160106 366478 23020 X 22572 0 448
JABIL CIRCUIT INC COM 466313103 7185622 486172 X 467027 0 19145
JABIL CIRCUIT INC COM 466313103 81866 5539 X 5339 0 200
JACK IN THE BOX INC COM 466367109 14459760 634200 X 438300 0 195900
JACOBS ENGR GROUP INC COM 469814107 362840 11750 X 8100 0 3650
JACOBS ENGR GROUP INC COM 469814107 512917 16610 X 4430 0 12180
JAKKS PAC INC COM 47012E106 169009 15200 X 15200 0 0
JARDEN CORP COM 471109108 10843710 399400 X 282600 0 116800
JDA SOFTWARE GROUP INC COM 46612K108 701097 100300 X 100000 0 300
JDS UNIPHASE CORP COM 46612J101 1253100 643275 X 528865 0 114410
JDS UNIPHASE CORP COM 46612J101 315204 161809 X 112159 200 49450
JEFFERIES GROUP INC NEW COM 472319102 698328 18300 X 18300 0 0
JEFFERSON PILOT CORP COM 475070108 1262388 31481 X 19293 0 12188
JEFFERSON PILOT CORP COM 475070108 2174944 54238 X 50188 0 4050
JETBLUE AIRWAYS CORP COM 477143101 289368 7175 X 275 0 6900
JETBLUE AIRWAYS CORP COM 477143101 4033 100 X 100 0 0
JETBLUE AIRWAYS CORP COM 477143101 88595774 2196771 X 2196771 0 0
JLG INDUSTRIES INC COM 466210101 275310 34200 X 29200 0 5000
JMAR TECHNOLOGIES INC COM 466212107 1360 1000 X 1000 0 0
JO-ANN STORES INC CL A COM 47758P109 364520 13000 X 12900 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
------------------------------
JOHN HANCOCK FINL SVCS COM 41014S106 12441751 447545 X 413804 0 33741
JOHN HANCOCK FINL SVCS COM 41014S106 1104855 39743 X 39743 0 0
JOHN NUVEEN CO CL A COM 478035108 290063 12750 X 0 0 12750
JOHNSON & JOHNSON COM 478160104 440641244 8147952 X 7715536 0 432416
JOHNSON & JOHNSON COM 478160104 256471426 4742445 X 3931174 2050 809221
JOHNSON CONTROLS INC COM 478366107 2275332 29619 X 17714 0 11905
JOHNSON CONTROLS INC COM 478366107 851627 11086 X 6861 0 4225
JONES APPAREL GROUP INC COM 480074103 20297459 661155 X 628413 0 32742
JONES APPAREL GROUP INC COM 480074103 826383 26918 X 26226 0 692
JOURNAL REGISTER CO COM 481138105 11468340 608400 X 381500 0 226900
JOURNAL REGISTER CO COM 481138105 733265 38900 X 22500 0 16400
JUNIPER NETWORKS INC COM 48203R104 111600 23250 X 17660 0 5590
JUNIPER NETWORKS INC COM 48203R104 50400 10500 X 1450 0 9050
J2 GLOBAL COMMUNICATONS INC COM 46626E205 259 13 X 13 0 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 457 23 X 23 0 0
K MART CORP COM 482584109 4827 9850 X 9350 0 500
K MART CORP COM 482584109 2303 4700 X 4700 0 0
K TRON INTL INC COM 482730108 1860474 146494 X 111054 0 35440
K-SWISS COM 482686102 277810 13000 X 12600 0 400
KADANT INC COM 48282T104 48965 3627 X 3627 0 0
KADANT INC COM 48282T104 63437 4699 X 1818 0 2881
KAMAN CORP CL A COM 483548103 2268504 185184 X 145384 0 39800
KAMAN CORP CL A COM 483548103 72275 5900 X 100 0 5800
KANA SOFTWARE INC COM NEW 483600300 23658 29573 X 29573 0 0
KANEB SERVICES LLC CL WI COM 484173109 10225 500 X 500 0 0
KANEB SERVICES LLC CL WI COM 484173109 93109 4553 X 4553 0 0
KANSAS CITY LIFE INS CO COM 484836101 40867 1080 X 1080 0 0
KANSAS CITY SOUTHERN INC COM 485170302 4550887 367007 X 272907 0 94100
KANSAS CITY SOUTHERN INC COM 485170302 193192 15580 X 15580 0 0
KATY INDUSTRIES INC COM 486026107 5800 2000 X 2000 0 0
KAYDON CORP COM 486587108 174348 8700 X 0 0 8700
KAYDON CORP COM 486587108 80160 4000 X 0 0 4000
KB HOME COM 48666K109 4457529 91268 X 83626 0 7642
KB HOME COM 48666K109 52161 1068 X 1068 0 0
KCS ENERGY INC 482434206 3000 2000 X 0 0 2000
KEANE INC COM 486665102 23625 3500 X 3500 0 0
KEANE INC COM 486665102 6480 960 X 960 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 5472360 450400 X 329600 0 120800
KEITHLEY INSTRUMENTS INC COM 487584104 122 10 X 10 0 0
KELLOGG CO COM 487836108 5709624 171718 X 109903 0 61815
KELLOGG CO COM 487836108 8309109 249898 X 244638 0 5260
KELLWOOD CO COM 488044108 486895 21299 X 10400 0 10899
KELLY SVCS INC CL A COM 488152208 13544 625 X 625 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
------------------------------
KEMET CORP COM 488360108 53010 6200 X 2900 0 3300
KEMET CORP COM 488360108 32490 3800 X 3800 0 0
KENNAMETAL INC COM 489170100 49304 1535 X 835 0 700
KENNAMETAL INC COM 489170100 99572 3100 X 0 0 3100
KENSEY NASH CORP COM 490057106 752 50 X 50 0 0
KENSEY NASH CORP COM 490057106 3008 200 X 200 0 0
KERR-MCGEE CORP COM 492386107 38923717 896034 X 876087 0 19947
KERR-MCGEE CORP COM 492386107 2193155 50487 X 49149 0 1338
KEY ENERGY SERVICES INC COM 492914106 1597040 202670 X 200270 0 2400
KEY PRODTN INC COM 493138101 4249471 262313 X 180013 0 82300
KEY PRODTN INC COM 493138101 219461 13547 X 1047 0 12500
KEY TECHNOLOGY INC COM 493143101 2017096 402614 X 261514 0 141100
KEYCORP NEW COM 493267108 2090239 83710 X 59989 0 23721
KEYCORP NEW COM 493267108 4387204 175699 X 174963 0 736
KEYNOTE SYTEMS COM 493308100 5240 800 X 0 0 800
KEYSPAN CORP COM 49337W100 2906058 86748 X 84748 0 2000
KEYSPAN CORP COM 49337W100 378785 11307 X 8611 0 2696
KEYSTONE AUTOMOTIVE IND INC COM 49338N109 8250 500 X 0 0 500
KEYSTONE PPTY TR CORP COM 493596100 57741 3470 X 0 0 3470
KFORCE INC COM 493732101 6743755 2168410 X 1433565 0 734845
KFORCE INC COM 493732101 7775 2500 X 2500 0 0
KIMBALL INTL INC CL B COM 494274103 3648480 264000 X 192600 0 71400
KIMBERLY CLARK CORP COM 494368103 50678300 894744 X 799084 0 95660
KIMBERLY CLARK CORP COM 494368103 28454463 502374 X 481359 0 21015
KINDER MORGAN INC COM 49455P101 997209 28130 X 27830 0 300
KINDER MORGAN INC COM 49455P101 108123 3050 X 3050 0 0
KINDRED HEALTHCARE INC COM 494580103 3740 101 X 1 0 100
KING PHARMACEUTICALS COM 495582108 869089 47831 X 29826 0 18005
KING PHARMACEUTICALS COM 495582108 216677 11925 X 10825 0 1100
KIRBY CORP COM 497266106 373230 16500 X 15600 0 900
KLA-TENCOR CORP COM 482480100 8304522 297227 X 281840 0 15387
KNIGHT RIDDER INC COM 499040103 8324198 147566 X 139890 0 7676
KNIGHT RIDDER INC COM 499040103 1941745 34422 X 33372 0 1050
KNIGHT TRADING GROUP INC COM 499063105 1125 300 X 300 0 0
KNIGHT TRADING GROUP INC COM 499063105 1875 500 X 500 0 0
KNIGHT TRANSN INC COM 499064103 2160669 139398 X 126820 0 12578
KOHLS CORP COM 500255104 15019158 246985 X 222375 0 24610
KOHLS CORP COM 500255104 105201 1730 X 500 0 1230
KOPIN CORP COM 500600101 489445 140645 X 137345 0 3300
KOPIN CORP COM 500600101 91176 26200 X 6200 0 20000
KORN/FERRY INTERNATIONAL COM 500643200 1176 150 X 0 0 150
KOS PHARMACEUTICALS INC COM 500648100 8959 800 X 0 0 800
KOSAN BIOSCIENCES INC COM 50064W107 23622 3612 X 3612 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
------------------------------
KPMG CONSULTING INC COM 48265R109 367251 56850 X 0 0 56850
KRAFT FOODS INC COM 50075N104 93658010 2568788 X 2402031 0 166757
KRAFT FOODS INC COM 50075N104 10250073 281132 X 244407 400 36325
KRAMONT RLTY TR COM 50075Q107 140600 9500 X 9500 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 53455 1710 X 1510 0 200
KRISPY KREME DOUGHNUTS INC COM 501014104 15630 500 X 500 0 0
KROGER CO COM 501044101 8327686 590616 X 503758 0 86858
KROGER CO COM 501044101 309495 21950 X 17550 0 4400
KROLL INC COM 501049100 3650544 184092 X 183116 0 976
KRONOS INC COM 501052104 495112 20102 X 14702 0 5400
KULICKE & SOFFA INDS INC COM 501242101 101100 33700 X 33700 0 0
KULICKE & SOFFA INDS INC COM 501242101 41700 13900 X 0 0 13900
KYPHON INC COM 501577100 32274 2445 X 0 0 2445
K2 INC COM 482732104 97565 12350 X 12350 0 0
L-3 COMM HLDGS INC COM 502424104 32379776 614417 X 598562 0 15855
L-3 COMM HLDGS INC COM 502424104 405579 7696 X 6696 0 1000
LA-Z-BOY INC COM 505336107 965143 41601 X 29901 0 11700
LABOR READY INC COM 505401208 195288 30900 X 27900 0 3000
LABORATORY CORP AMER HLDGS COM 50540R409 6096175 180467 X 158985 0 21482
LABORATORY CORP AMER HLDGS COM 50540R409 99415 2943 X 2343 0 600
LABRANCHE & CO INC COM 505447102 134663 6650 X 6650 0 0
LACLEDE GROUP INC COM 505597104 315948 13560 X 13560 0 0
LACLEDE GROUP INC COM 505597104 122838 5272 X 5272 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 27073 142492 X 142492 0 0
LADISH COMPANY INC COM 505754200 3139060 506300 X 380400 0 125900
LAFARGE NORTH AMERICA COM 505862102 11588 400 X 0 0 400
LAKELAND BANCORP INC COM 511637100 41977 2462 X 0 0 2462
LAKELAND FINL CORP COM 511656100 9476 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 176220 19800 X 1100 0 18700
LAM RESEARCH CORPORATION COM 512807108 5340 600 X 600 0 0
LAMAR ADVERTISING COM CL A 512815101 211964 6984 X 400 0 6584
LAMAR ADVERTISING COM CL A 512815101 43704 1440 X 990 0 450
LANCASTER COLONY CORP COM 513847103 37908 900 X 0 0 900
LANCE INC COM 514606102 252450 19800 X 19800 0 0
LANCE INC COM 514606102 5075 398 X 398 0 0
LANDAMERICA FINL GROUP INC COM 514936103 618332 18800 X 12700 0 6100
LANDAUER INC 51476K103 76245 2300 X 0 0 2300
LANDRY'S RESTAURANTS INC COM 51508L103 582822 25800 X 23700 0 2100
LANDSTAR SYS INC COM 515098101 598105 12200 X 5300 0 6900
LASER TECHNOLOGY INC COM 518074208 92 100 X 100 0 0
LASERSIGHT INC COM 517924106 870 3000 X 0 0 3000
LATTICE SEMICONDUCTOR CORP 518415104 21434 3446 X 186 0 3260
LAWSON PRODUCTS INC COM 520776105 251914 8642 X 7442 0 1200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
LAYNE CHRISTENSEN CO COM 521050104 2517987 341700 X 225900 0 115800
LAZARE KAPLAN INTERNATIONAL COM 521078105 170560 32800 X 32800 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 85800 16500 X 6300 0 10200
LCA-VISION INC COM 501803209 5602 9336 X 9336 0 0
LCA-VISION INC COM 501803209 7200 12000 X 12000 0 0
LEAP WIRELESS INTL INC COM 521863100 247 1075 X 1075 0 0
LEAP WIRELESS INTL INC COM 521863100 87 380 X 380 0 0
LEAR CORP COM 521865105 1217346 29228 X 28 0 29200
LEAR CORP COM 521865105 117661 2825 X 2825 0 0
LECROY CORP COM 52324W109 3111808 347300 X 239100 0 108200
LEGATO SYS INC COM 524651106 3310 1200 X 0 0 1200
LEGG MASON INC COM 524901105 23408 550 X 550 0 0
LEGG MASON INC COM 524901105 17024 400 X 0 0 400
LEGGETT & PLATT INC COM 524660107 1445501 73042 X 50804 0 22238
LEGGETT & PLATT INC COM 524660107 101622 5135 X 4985 0 150
LEHMAN BROS HLDGS INC COM 524908100 3302144 67322 X 45076 0 22246
LEHMAN BROS HLDGS INC COM 524908100 952747 19424 X 15890 0 3534
LENDINGTREE INC COM 52602Q105 13266 900 X 0 0 900
LENNAR CORP COM 526057104 1606464 28800 X 14800 0 14000
LENNAR CORP COM 526057104 1026352 18400 X 5200 0 13200
LENNOX INTL INC COM 526107107 560952 42400 X 39000 0 3400
LEUCADIA NATL CORP COM 527288104 516800 15200 X 1200 0 14000
LEUCADIA NATL CORP COM 527288104 340000 10000 X 0 0 10000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 42401 10900 X 5900 0 5000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 4668 1200 X 1200 0 0
LEXAR MEDIA INC COM 52886P104 48230 18200 X 0 0 18200
LEXICON GENETICS INC COM 528872104 2406 600 X 0 0 600
LEXMARK INTERNATIONAL INC CL A COM 529771107 5099406 108498 X 105162 0 3336
LIBBEY INC COM 529898108 374355 11750 X 11750 0 0
LIBERATE TECHNOLOGIES COM 530129105 1716 1100 X 1000 0 100
LIBERTY MEDIA CORP COM CL A 530718105 28984080 4036780 X 3850916 0 185864
LIBERTY MEDIA CORP COM CL A 530718105 1029648 143405 X 85005 0 58400
LIFECELL CORP COM 531927101 5400 3000 X 3000 0 0
LIFECORE BIOMEDICAL INC COM 532187101 4107624 662520 X 553595 0 108925
LIFEPOINT HOSPS INC COM 53219L109 1665127 53390 X 53090 0 300
LIFEPOINT HOSPS INC COM 53219L109 8358 268 X 268 0 0
LIFETIME HOAN CORP COM 531926103 4990 1000 X 1000 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 873834 128505 X 127500 0 1005
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 82 12 X 12 0 0
LIGHTBRIDGE INC COM 532226107 20253 3000 X 3000 0 0
LIGHTPATH TECHNOLOGIES INC CL A COM 532257102 2379 6100 X 5100 0 1000
LILLY ELI & CO COM 532457108 84267103 1522716 X 1416056 0 106660
LILLY ELI & CO COM 532457108 43624301 788296 X 732535 900 54861
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
LIMITED BRANDS INC COM 532716107 2536129 176857 X 128508 0 48349
LIMITED BRANDS INC COM 532716107 50764 3540 X 3240 0 300
LIN TV CORP CL A COM 532774106 3801600 153600 X 145238 0 8362
LIN TV CORP CL A COM 532774106 56925 2300 X 0 0 2300
LINCARE HLDGS INC 532791100 321419 10355 X 1455 0 8900
LINCARE HLDGS INC 532791100 80704 2600 X 2600 0 0
LINCOLN ELEC HLDGS INC COM 533900106 57541 2600 X 0 0 2600
LINCOLN NATIONAL CORP COM 534187109 18100417 592485 X 524830 0 67655
LINCOLN NATIONAL CORP COM 534187109 1414618 46305 X 34065 0 12240
LINDSAY MFG CO COM 535555106 226551 9350 X 1350 0 8000
LINDSAY MFG CO COM 535555106 139008 5737 X 5737 0 0
LINEAR TECHNOLOGY CORP COM 535678106 772442 37280 X 32850 0 4430
LINEAR TECHNOLOGY CORP COM 535678106 909297 43885 X 39885 0 4000
LINENS N THINGS INC COM 535679104 719920 39190 X 30530 0 8660
LIONBRIDGE TECHNOLOGIES INC COM 536252109 82 50 X 50 0 0
LIPID SCIENCES INC COM 53630P101 62 24 X 24 0 0
LITHIA MTRS INC CL A COM 536797103 6488635 381460 X 265960 0 115500
LITHIA MTRS INC CL A COM 536797103 8505 500 X 500 0 0
LITTELFUSE INC COM 537008104 134560 8000 X 0 0 8000
LIZ CLAIBORNE INC COM 539320101 879188 35238 X 7044 0 28194
LIZ CLAIBORNE INC COM 539320101 212325 8510 X 4360 0 4150
LNR PROPERTY CORP COM 501940100 1691512 50720 X 50720 0 0
LOCAL FINANCIAL CORP COM 539553107 8272 599 X 0 0 599
LOCKHEED MARTIN CORP COM 539830109 6472238 100081 X 73125 0 26956
LOCKHEED MARTIN CORP COM 539830109 535726 8284 X 5665 0 2619
LOEWS CORP COM 540424108 927882 21634 X 18722 0 2912
LOEWS CORP COM 540424108 657933 15340 X 15340 0 0
LOEWS CORP-CAROLINA GROUP COM 540424207 19751 1050 X 0 0 1050
LOEWS CORP-CAROLINA GROUP COM 540424207 9405 500 X 0 0 500
LOGILITY INC COM 54140Y103 2330 1000 X 0 0 1000
LOJACK CORP COM 539451104 4675 1100 X 1100 0 0
LOJACK CORP COM 539451104 2125 500 X 500 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 423998 20200 X 20200 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 231075 19500 X 19500 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 12680 1070 X 1070 0 0
LONG ISLAND FIN CORP COM 542669106 735000 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 13854 600 X 600 0 0
LONGS DRUG STORES CORP COM 543162101 60034 2600 X 2600 0 0
LONGVIEW FIBRE CO COM 543213102 3746212 539800 X 379600 0 160200
LORAL SPACE AND COMMUNICATIONS COM G56462107 2781 10300 X 10300 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 945 3500 X 3500 0 0
LOUISIANA PAC CORP COM 546347105 3228219 498952 X 494188 0 4764
LOUISIANA PAC CORP COM 546347105 55357 8556 X 8556 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
------------------------------
LOWES COS INC COM 548661107 49484758 1195284 X 1115980 0 79304
LOWES COS INC COM 548661107 4281174 103410 X 87410 0 16000
LSI INDS INC OHIO COM 50216C108 10433725 1028967 X 708467 0 320500
LSI LOGIC CORP COM 502161102 288684 45462 X 36656 0 8806
LSI LOGIC CORP COM 502161102 26670 4200 X 4200 0 0
LTX CORP COM 502392103 456 100 X 100 0 0
LUBRIZOL CORP COM 549271104 666465 23575 X 9000 0 14575
LUBRIZOL CORP COM 549271104 722299 25550 X 19350 0 6200
LUBY'S INC COM 549282101 75276 15300 X 15300 0 0
LUBY'S INC COM 549282101 14760 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 751626 988982 X 584054 0 404928
LUCENT TECHNOLOGIES INC COM 549463107 282935 372283 X 338792 0 33491
LUMINEX CORP COM 55027E102 39987 5680 X 4680 0 1000
LUMINEX CORP COM 55027E102 8941 1270 X 1270 0 0
LYDALL INC COM 550819106 1390040 117800 X 83700 0 34100
LYDALL INC COM 550819106 40214 3408 X 1908 0 1500
LYONDELL CHEMICAL COMPANY 552078107 1356384 113600 X 82200 0 31400
LYONDELL CHEMICAL COMPANY 552078107 12895 1080 X 780 0 300
M & F WORLDWIDE CORP COM 552541104 71 15 X 15 0 0
M & F WORLDWIDE CORP COM 552541104 2033 428 X 428 0 0
M & T BK CORP COM 55261F104 296877 3767 X 2895 0 872
M & T BK CORP COM 55261F104 4145721 52604 X 52529 0 75
M D C HLDGS INC COM 552676108 654568 18543 X 18443 0 100
MAC GRAY CORP COM 554153106 72662 24715 X 24715 0 0
MACDERMID INC COM 554273102 19634331 984177 X 657612 0 326565
MACDERMID INC COM 554273102 16501742 827155 X 2125 757041 67989
MACROCHEM CORP DEL COM 555903103 25628 25500 X 25500 0 0
MACROCHEM CORP DEL COM 555903103 10050 10000 X 10000 0 0
MACROMEDIA INC COM 556100105 927600 120000 X 0 0 120000
MACROMEDIA INC COM 556100105 773 100 X 100 0 0
MACROVISION CORP COM 555904101 83164 6800 X 0 0 6800
MAF BANCORP INC COM 55261R108 488220 15800 X 15800 0 0
MAGELLAN PETROLEUM CO 559091301 760 1000 X 0 0 1000
MAGNETEK INC COM 559424106 49280 15400 X 15400 0 0
MAGNUM HUNTER RESOURCES INC 55972F203 41475 7900 X 1100 0 6800
MAGNUM HUNTER RESOURCES INC 55972F203 210 40 X 40 0 0
MAI SYS CORP COM 552620205 3681 21650 X 21650 0 0
MAINE PUB SVC CO COM 560483109 27000 1000 X 1000 0 0
MAKEMUSIC INC COM 56086P103 55630 146394 X 146394 0 0
MALAN RLTY INVS INC COM 561063108 18200 4000 X 4000 0 0
MANDALAY RESORT GROUP 562567107 724680 21600 X 0 0 21600
MANDALAY RESORT GROUP 562567107 10065 300 X 300 0 0
MANHATTAN ASSOCS INC COM 562750109 415064 30700 X 26600 0 4100
MANITOWOC INC COM 563571108 724775 26500 X 19000 0 7500
MANITOWOC INC COM 563571108 519650 19000 X 5000 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
------------------------------
MANOR CARE INC COM 564055101 2192070 97512 X 52813 0 44699
MANOR CARE INC COM 564055101 16972 755 X 555 0 200
MANPOWER INC WIS COM 56418H100 868464 29600 X 19600 0 10000
MANPOWER INC WIS COM 56418H100 56480 1925 X 1925 0 0
MANTECH INTERNATIONAL CORP CL A COM 564563104 77421 3300 X 0 0 3300
MAPICS INC COM 564910107 4480 800 X 800 0 0
MAPINFO CORP COM 565105103 3183775 806019 X 565319 0 240700
MAPINFO CORP COM 565105103 10566 2675 X 1675 0 1000
MARATHON OIL CORP COM 565849106 9710056 428133 X 355346 0 72787
MARATHON OIL CORP COM 565849106 937886 41353 X 41353 0 0
MARCUS CORP COM 566330106 285580 21800 X 20000 0 1800
MARKEL CORPORATION (HOLDING COMPANY) 570535104 418676 2102 X 902 0 1200
MARKETWATCH INC COM 570619106 425 100 X 100 0 0
MARRIOTT INTERNATIONAL INC COM CL A 571903202 1369285 47233 X 36108 0 11125
MARRIOTT INTERNATIONAL INC COM CL A 571903202 424559 14645 X 13245 0 1400
MARSH & MCLENNAN COS INC COM 571748102 60530486 1453662 X 1378371 0 75291
MARSH & MCLENNAN COS INC COM 571748102 34981098 840084 X 675916 200 163968
MARSHALL & ILSLEY CORP 571834100 754425 27050 X 24950 0 2100
MARSHALL & ILSLEY CORP 571834100 34584 1240 X 1240 0 0
MARTEK BIOSCIENCES CORP COM 572901106 2593773 158350 X 133600 0 24750
MARTEK BIOSCIENCES CORP COM 572901106 4914 300 X 300 0 0
MARTHA STEWART LIVING CL A COM 573083102 7350 1050 X 1050 0 0
MARTHA STEWART LIVING CL A COM 573083102 700 100 X 100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 380092 11670 X 9370 0 2300
MARTIN MARIETTA MATLS INC COM 573284106 12181 374 X 374 0 0
MASCO CORP COM 574599106 6006562 307241 X 250711 0 56530
MASCO CORP COM 574599106 3529029 180513 X 161565 0 18948
MASSEY ENERGY CORP COM 576206106 421740 65386 X 58986 0 6400
MASSEY ENERGY CORP COM 576206106 23201 3597 X 3597 0 0
MASTEC INC COM 576323109 2287809 708300 X 474000 0 234300
MATERIAL SCIENCES CORP COM 576674105 125655 10325 X 10325 0 0
MATRIX BANCORP INC COM 576819106 6488358 645672 X 430072 0 215600
MATRIXONE INC COM 57685P304 929541 214180 X 212480 0 1700
MATTEL INC COM 577081102 2676124 148591 X 44131 0 104460
MATTEL INC COM 577081102 250231 13894 X 13394 0 500
MATTSON TECHNOLOGY INC COM 577223100 1040 630 X 630 0 0
MAVERICK TUBE CORP COM 577914104 1820035 205190 X 203990 0 1200
MAXIM INTEGRATED PRODS INC 57772K101 14653290 591813 X 533148 0 58665
MAXIM INTEGRATED PRODS INC 57772K101 178396 7205 X 4250 0 2955
MAXIM PHARMACEUTICALS INC COM 57772M107 2130 1000 X 1000 0 0
MAXIMUS INC COM 577933104 454720 20300 X 15600 0 4700
MAXTOR CORP NEW COM 577729205 2089128 800432 X 548842 0 251590
MAXWELL SHOE INC COM 577766108 85125 7500 X 7500 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
------------------------------
MAXYGEN COM 577776107 3726 600 X 0 0 600
MAY DEPT STORES CO COM 577778103 5994817 263277 X 195443 0 67834
MAY DEPT STORES CO COM 577778103 2700522 118600 X 106143 0 12457
MAYTAG CORP COM 578592107 447258 19295 X 11810 0 7485
MAYTAG CORP COM 578592107 318841 13755 X 13755 0 0
MB FINANCIAL INC COM 55264U108 10050 300 X 0 0 300
MBIA INC COM 55262C100 14617385 365892 X 346576 0 19316
MBIA INC COM 55262C100 1881725 47102 X 44877 0 2225
MBNA CORP COM 55262L100 17186642 935073 X 811655 0 123418
MBNA CORP COM 55262L100 1830336 99583 X 95659 0 3924
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 792777 13007 X 12207 0 800
MCCORMICK & CO INC COM 579780206 114000 5000 X 5000 0 0
MCCORMICK & CO INC COM 579780206 118560 5200 X 3600 0 1600
MCDATA CORP CL A COM 580031201 90388 16646 X 15862 0 784
MCDATA CORP CL A COM 580031201 24538 4519 X 4211 0 308
MCDATA CORP COM 580031102 28548 5200 X 5000 0 200
MCDATA CORP COM 580031102 6588 1200 X 1200 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 36296 5921 X 5766 0 155
MCDONALDS CORP COM 580135101 95949906 5433177 X 5192643 0 240534
MCDONALDS CORP COM 580135101 38680981 2190316 X 2111081 2200 77035
MCGRAW HILL COMPANIES INC COM 580645109 10625711 173566 X 152272 0 21294
MCGRAW HILL COMPANIES INC COM 580645109 9405718 153638 X 146438 0 7200
MCKESSON CORP COM 58155Q103 1856012 65514 X 52870 0 12644
MCKESSON CORP COM 58155Q103 257463 9088 X 8738 0 350
MCLEODUSA INC CL A COM 582266706 433 1442 X 71 0 1371
MCMORAN EXPLORATION CO COM 582411104 402 112 X 112 0 0
MCSI INC COM 55270M108 13221 2671 X 2671 0 0
MDU RES GROUP INC COM 552690109 20547 900 X 900 0 0
MDU RES GROUP INC COM 552690109 89265 3910 X 3910 0 0
MEADE INSTRS CORP COM 583062104 35256 11300 X 11300 0 0
MEADWESTVACO CORP COM 583334107 1689884 87969 X 31957 0 56012
MEADWESTVACO CORP COM 583334107 400874 20868 X 19947 0 921
MECHANICAL TECHNOLOGY INC COM 583538103 1280 1000 X 1000 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 27689 21632 X 21632 0 0
MEDALLION FINANCIAL CORP COM 583928106 34344 7200 X 0 0 7200
MEDAREX INC COM 583916101 33936 10130 X 10130 0 0
MEDAREX INC COM 583916101 9548 2850 X 2850 0 0
MEDCATH CORPORATION COM 58404W109 35030 3100 X 0 0 3100
MEDFORD BANCORP INC COM 584131106 151683 4340 X 2140 0 2200
MEDFORD BANCORP INC COM 584131106 1966287 56260 X 7860 0 48400
MEDI-HUT CO INC COM 58438C103 596 200 X 200 0 0
MEDIABAY INC COM 58446J108 78 100 X 100 0 0
MEDIACOM COMM CORP COM 58446K105 119885 22325 X 0 0 22325
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
MEDICAL STAFFING NETWORK HLDGS COM 58463F104 110286 7270 X 0 0 7270
MEDICINES COMPANY COM 584688105 13174 1200 X 0 0 1200
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1090657 26686 X 22100 0 4586
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 116275 2845 X 245 0 2600
MEDIMMUNE INC COM 584699102 1114241 53262 X 39600 0 13662
MEDIMMUNE INC COM 584699102 172381 8240 X 7790 0 450
MEDIS TECHNOLOGIES LTD COM 58500P107 1027 240 X 240 0 0
MEDIX RESOURCE INC COM 585011109 1361 2269 X 2269 0 0
MEDTRONIC INC COM 585055106 149222610 3542797 X 3350525 0 192272
MEDTRONIC INC COM 585055106 27293928 648004 X 605221 200 42583
MELLON FINL CORP COM 58551A108 55496319 2140236 X 2017501 0 122735
MELLON FINL CORP COM 58551A108 5575754 215031 X 157145 100 57786
MEMBERWORKS INC COM 586002107 9425962 541100 X 534400 0 6700
MEMC ELECTRONIC MATERIALS INC COM 552715104 1992 600 X 0 0 600
MEMC ELECTRONIC MATERIALS INC COM 552715104 332 100 X 100 0 0
MEMRY CORP NEW COM 586263204 6750 5000 X 5000 0 0
MENS WEARHOUSE INC COM 587118100 413070 28100 X 28100 0 0
MENTOR CORP MINN 587188103 564276 17700 X 16000 0 1700
MENTOR GRAPHICS CORP COM 587200106 7808 1600 X 0 0 1600
MERCANTILE BANKSHARES CORP COM 587405101 178254 4670 X 3470 0 1200
MERCANTILE BANKSHARES CORP COM 587405101 455521 11934 X 10734 0 1200
MERCATOR SOFTWARE INC COM 587587106 10621 8170 X 8170 0 0
MERCHANTS GROUP INC COM 588539106 2300 100 X 100 0 0
MERCK & CO INC COM 589331107 427635791 9355410 X 8942803 0 412607
MERCK & CO INC COM 589331107 297424777 6506777 X 6006368 104215 396194
MERCURY COMPUTER SYS INC COM 589378108 349280 14800 X 14800 0 0
MERCURY GEN CORP COM NEW 589400100 96300 2250 X 150 0 2100
MERCURY INTERACTIVE CORP COM 589405109 5396923 314506 X 310587 0 3919
MERCURY INTERACTIVE CORP COM 589405109 85972 5010 X 660 0 4350
MEREDITH CORP COM 589433101 352106 8179 X 3888 0 4291
MERISTAR HOSPITALITY CORP COM 58984Y103 8934 1040 X 0 0 1040
MERIT MEDICAL SYSTEMS INC COM 589889104 21299 1103 X 3 0 1100
MERITAGE CORP COM 59001A102 1364825 38500 X 34000 0 4500
MERIX CORP COM 590049102 4075 500 X 0 0 500
MERRILL LYNCH & COMPANY COM 590188108 14895146 452053 X 383316 0 68737
MERRILL LYNCH & COMPANY COM 590188108 3792875 115110 X 98305 100 16705
MERRY LD PPTYS INC COM 590441101 438 50 X 50 0 0
MESA AIR GROUP INC COM 590479101 1930850 529000 X 358500 0 170500
MESABI TRUST CTF BEN INT 590672101 12271 3696 X 3696 0 0
MESTEK INC 590829107 254715 13957 X 13957 0 0
MESTEK INC 590829107 6573650 360200 X 360200 0 0
MET PRO CORP COM 590876306 24161 1770 X 1770 0 0
MET PRO CORP COM 590876306 27300 2000 X 2000 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
------------------------------
METASOLV INC COM 59139P104 6532 4269 X 4269 0 0
METHODE ELECTRONICS INC CL A 591520200 248778 27100 X 25400 0 1700
METLIFE INC COM 59156R108 4229058 185811 X 82921 0 102890
METLIFE INC COM 59156R108 226485 9951 X 9951 0 0
METRIS COMPANIES INC COM 591598107 22058 9549 X 9549 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 2136475 251350 X 249550 0 1800
METRO-GOLDWYN-MAYER INC COM 591610100 386822 32370 X 32370 0 0
METROMEDIA INTL GROUP INC COM 591695101 180 3600 X 3600 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 55404 6840 X 6840 0 0
MGE ENERGY INC COM 55277P104 1878107 73192 X 3592 0 69600
MGE ENERGY INC COM 55277P104 33358 1300 X 1300 0 0
MGI PHARMA INC COM 552880106 119700 17100 X 17100 0 0
MGI PHARMA INC COM 552880106 147000 21000 X 21000 0 0
MGIC INVT CORP WI COM 552848103 1061049 25987 X 18882 0 7105
MGIC INVT CORP WI COM 552848103 53079 1300 X 1300 0 0
MGM MIRAGE COM 552953101 50952 1366 X 700 0 666
MGM MIRAGE COM 552953101 634100 17000 X 17000 0 0
MICHAELS STORES INC COM 594087108 335621 7344 X 200 0 7144
MICHAELS STORES INC COM 594087108 135958 2975 X 475 0 2500
MICREL INC COM 594793101 249480 40500 X 0 0 40500
MICROCHIP TECHNOLOGY INC COM 595017104 1104709 54020 X 45150 0 8870
MICROCHIP TECHNOLOGY INC COM 595017104 10736 525 X 375 0 150
MICROFINANCIAL INC COM 595072109 6735 1500 X 1500 0 0
MICROMUSE INC COM 595094103 1436 570 X 0 0 570
MICRON TECHNOLOGY INC COM 595112103 1071032 86583 X 47861 0 38722
MICRON TECHNOLOGY INC COM 595112103 60427 4885 X 200 0 4685
MICROS SYS INC COM 594901100 278280 12000 X 12000 0 0
MICROSEMI CORP COM 595137100 110517 19700 X 19700 0 0
MICROSOFT CORP COM 594918104 364459132 8332399 X 7730687 0 601712
MICROSOFT CORP COM 594918104 82699218 1890700 X 1682431 2185 206084
MICROSTRATEGY INC CL A COM 594972408 301 37 X 37 0 0
MICROSTRATEGY INC CL A COM 594972408 1455 179 X 170 0 9
MICROTUNE INC COM 59514P109 2410 1000 X 1000 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 1331364 36778 X 32500 0 4278
MID ATLANTIC MED SVCS INC COM 59523C107 43440 1200 X 825 0 375
MIDAS INC COM 595626102 62620 12524 X 10324 0 2200
MIDAS INC COM 595626102 3000 600 X 500 0 100
MIDDLESEX WTR CO COM 596680108 16875 750 X 750 0 0
MIDDLESEX WTR CO COM 596680108 173250 7700 X 7700 0 0
MIDLAND CO COM 597486109 1285812 76400 X 76400 0 0
MIDWAY GAMES INC COM 598148104 181602 33139 X 33139 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 964492 241123 X 167473 0 73650
MILACRON INC COM 598709103 112448 24933 X 24933 0 0
MILACRON INC COM 598709103 10824 2400 X 2400 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
------------------------------
MILLBROOK PRESS INC COM 600179105 8050 5000 X 5000 0 0
MILLENNIUM CELL INC COM 60038B105 2052 900 X 900 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 1439511 154454 X 94086 0 60368
MILLENNIUM PHARMACEUTICALS INC COM 599902103 1526784 163818 X 163818 0 0
MILLER HERMAN INC COM 600544100 83863 4722 X 3122 0 1600
MILLER INDUSTRIES INC COM 600551204 5780 2000 X 2000 0 0
MILLIPORE CORP COM 601073109 10858606 341573 X 267684 0 73889
MILLIPORE CORP COM 601073109 2319685 72969 X 72694 0 275
MILLS CORP COM 601148109 1008 34 X 34 0 0
MILLS CORP COM 601148109 29660 1000 X 1000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 417964 11275 X 0 0 11275
MIPS TECHNOLOGIES INC CL B COM 604567206 122 100 X 100 0 0
MIRANT CORP COM 604675108 222806 100817 X 81334 0 19483
MIRANT CORP COM 604675108 22772 10304 X 9045 0 1259
ML MACADAMIA ORCHARDS L P CL A 55307U107 870 250 X 250 0 0
MOBILE MINI INC COM 60740F105 125615 9700 X 9700 0 0
MOCON INC COM 607494101 34220 4687 X 1687 0 3000
MOCON INC COM 607494101 83502 11437 X 11437 0 0
MODEM MEDIA INC CLASS A COM 607533106 660 300 X 300 0 0
MODINE MFG CO COM 607828100 34236 1800 X 0 0 1800
MOHAWK INDS INC COM 608190104 28449 573 X 323 0 250
MOHAWK INDS INC COM 608190104 484783 9764 X 7964 0 1800
MOLECULAR DEVICES CORP COM 60851C107 9870 789 X 789 0 0
MOLEX INC CL A NON-VTG COM 608554200 26526546 1263229 X 1215064 0 48165
MOLEX INC CL A NON-VTG COM 608554200 5360100 255255 X 223687 100 31468
MOLEX INC COM 608554101 6580590 279787 X 276966 0 2821
MOLEX INC COM 608554101 3236681 137614 X 120150 0 17464
MONACO COACH CORP COM 60886R103 647470 32325 X 32325 0 0
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 90750 9075 X 0 0 9075
MONSANTO CO COM 61166W101 3938245 257570 X 223603 0 33967
MONSANTO CO COM 61166W101 1819770 119017 X 113669 85 5263
MONY GROUP INC COM 615337102 195411 7921 X 7921 0 0
MONY GROUP INC COM 615337102 73369 2974 X 2974 0 0
MOODYS CORP COM 615369105 3343202 68932 X 61992 0 6940
MOODYS CORP COM 615369105 3112682 64179 X 58294 0 5885
MOOG CORP CL A COM 615394202 57933 2050 X 0 0 2050
MOOG CORP CL A COM 615394202 84780 3000 X 3000 0 0
MORGAN STANLEY COM 617446448 18145010 535567 X 434206 0 101361
MORGAN STANLEY COM 617446448 4124721 121745 X 103322 0 18423
MOTHERS WORK INC COM 619903107 4689099 123300 X 122100 0 1200
MOTOROLA INC COM 620076109 25854350 2539720 X 2324303 0 215417
MOTOROLA INC COM 620076109 5801704 569912 X 532308 2400 35204
MOVIE GALLERY INC COM 624581104 15010 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
------------------------------
MPS GROUP INC COM 553409103 79982 13790 X 13790 0 0
MPW INDL SVCS GROUP INC COM 553444100 1031956 493759 X 358759 0 135000
MPW INDL SVCS GROUP INC COM 553444100 8360 4000 X 4000 0 0
MRO SOFTWARE INC COM 55347W105 148239 17039 X 17039 0 0
MSC INDL DIRECT INC CL A COM 553530106 679680 64000 X 2000 0 62000
MSC SOFTWARE CORP COM 553531104 7631858 895758 X 607558 0 288200
MTC TECHNOLOGIES INC COM 55377A106 3104610 143400 X 142400 0 1000
MTI TECHNOLOGY CORP COM 553903105 38 150 X 150 0 0
MTS SYSTEMS CORP COM 553777103 71018 7500 X 0 0 7500
MUELLER INDS INC COM 624756102 598290 23100 X 18300 0 4800
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 3361 132 X 132 0 0
MURPHY OIL CORP COM 626717102 896204 10920 X 10920 0 0
MURPHY OIL CORP COM 626717102 715897 8723 X 8123 0 600
MYERS INDS INC COM 628464109 262529 20952 X 2896 0 18056
MYKROLIS CORP COM 62852P103 247654 40269 X 37224 0 3045
MYKROLIS CORP COM 62852P103 202563 32937 X 32751 0 186
MYLAN LABORATORIES COM 628530107 327400 10000 X 8500 0 1500
MYLAN LABORATORIES COM 628530107 180070 5500 X 5200 0 300
MYRIAD GENETICS COM 62855J104 127512 8050 X 0 0 8050
MYRIAD GENETICS COM 62855J104 22176 1400 X 1000 400 0
NABI BIOPHARMACEUTICALS COM 629519109 4338 800 X 800 0 0
NACCO INDS INC CL A 629579103 191040 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 112395 6350 X 6350 0 0
NANOMETRICS INC COM 630077105 1689 635 X 635 0 0
NAPRO BIOTHERAPEUTICS COM 630795102 560 500 X 500 0 0
NARA BANCORP INC COM 63080P105 8635 500 X 500 0 0
NASH FINCH CO COM 631158102 150729 11083 X 8083 0 3000
NASHUA CORP COM 631226107 3402009 490203 X 301503 0 188700
NASTECH PHARMACEUTICAL INC COM 631728409 621 75 X 75 0 0
NATHANS FAMOUS INC NEW COM 632347100 1575 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 48544194 1701514 X 1626184 0 75330
NATIONAL CITY CORPORATION COM 635405103 10233996 358710 X 353810 0 4900
NATIONAL FUEL GAS CO N J COM 636180101 280167 14100 X 10800 0 3300
NATIONAL FUEL GAS CO N J COM 636180101 494485 24886 X 23286 0 1600
NATIONAL HEALTH INVS INC COM 63633D104 32025 2100 X 1300 0 800
NATIONAL INSTRUMENTS CORP COM 636518102 1764553 80610 X 80010 0 600
NATIONAL PRESTO INDS INC COM 637215104 144400 5000 X 5000 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 206156 17266 X 12577 0 4689
NATIONAL SEMICONDUCTOR CORP COM 637640103 21731 1820 X 1820 0 0
NATIONAL-OILWELL INC COM 637071101 18339837 946328 X 933850 0 12478
NATIONAL-OILWELL INC COM 637071101 188703 9737 X 2422 0 7315
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 554559 20770 X 20570 0 200
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 109737 4110 X 4110 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
------------------------------
NATL COMMERCE FINANCIAL CORP COM 63545P104 122745 4900 X 4900 0 0
NATURES SUNSHINE PRODS INC COM 639027101 151620 14000 X 14000 0 0
NAUTICA ENTERPRISES INC COM 639089101 239200 23000 X 21800 0 1200
NAUTILUS GROUP INC COM 63910B102 112515 5770 X 5170 0 600
NAVIGANT INTL INC COM 63935R108 8001 762 X 62 0 700
NAVISTAR INTL CORP NEW COM 63934E108 885043 40823 X 35650 0 5173
NAVISTAR INTL CORP NEW COM 63934E108 434 20 X 20 0 0
NBT BANCORP INC COM 628778102 618888 35836 X 35836 0 0
NBT BANCORP INC COM 628778102 209917 12155 X 4386 0 7769
NBTY INC COM 628782104 606166 46700 X 45200 0 1500
NCI BLDG SYS INC COM 628852105 15048986 800478 X 531378 0 269100
NCI BLDG SYS INC COM 628852105 321480 17100 X 100 0 17000
NCO GROUP INC COM 628858102 8342036 732400 X 466600 0 265800
NCR CORP COM 62886E108 269755 13624 X 10424 0 3200
NCR CORP COM 62886E108 50569 2554 X 2219 0 335
NDCHEALTH CORP COM 639480102 394815 25390 X 24000 0 1390
NEIMAN MARCUS GROUP INC CL A COM 640204202 11445 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 181888 7424 X 5918 0 1506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 23692 967 X 967 0 0
NEOFORMA INC COM 640475505 13202 1400 X 200 0 1200
NEOPHARM INC COM 640919106 1929486 136843 X 135843 0 1000
NEORX CORP COM PAR $0.02 640520300 1 2 X 0 0 2
NEOSE TECHNOLOGIES INC COM 640522108 46715 6020 X 5420 0 600
NEOTHERAPEUTICS INC COM 640656302 17 20 X 0 0 20
NEOWARE SYS INC COM 64065P102 1390 100 X 0 0 100
NEOWARE SYS INC COM 64065P102 13900 1000 X 0 0 1000
NET.B@NK INC COM 640933107 19456 1869 X 1869 0 0
NETEGRITY INC COM 64110P107 47792 23200 X 23200 0 0
NETFLIX INC COM 64110L106 7275 750 X 0 0 750
NETIQ CORP COM 64115P102 435000 30000 X 30000 0 0
NETMANAGE INC COM 641144308 267 303 X 303 0 0
NETOPIA INC COM 64114K104 4500 3000 X 3000 0 0
NETSCOUT SYSTEMS INC COM 64115T104 10980 3000 X 3000 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V107 5425 500 X 0 0 500
NETWORK APPLIANCE INC COM 64120L104 3324067 453488 X 443495 0 9993
NETWORK APPLIANCE INC COM 64120L104 81341 11097 X 9147 0 1950
NETWORK EQUIP TECHNOLOGIES COM 641208103 98625 26300 X 15100 0 11200
NETWORKS ASSOCIATES INC COM 640938106 352650 33175 X 2675 0 30500
NETWORKS ASSOCIATES INC COM 640938106 3189 300 X 300 0 0
NEUBERGER BERMAN INC COM 641234109 4716 175 X 0 0 175
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 440 150 X 150 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3066800 74800 X 73949 0 851
NEUROGEN CORP COM 64124E106 2489 310 X 300 0 10
NEUROGEN CORP COM 64124E106 8030 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
------------------------------
NEW CENTURY FINANCIAL CORP COM 64352D101 56160 2400 X 0 0 2400
NEW CENTURY FINANCIAL CORP COM 64352D101 11700 500 X 500 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 786526 37188 X 18138 0 19050
NEW ENGLAND BUSINESS SVC INC COM 643872104 82485 3900 X 3900 0 0
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 24272 1480 X 1480 0 0
NEW JERSEY RES CORP COM 646025106 12284268 373382 X 243382 0 130000
NEW JERSEY RES CORP COM 646025106 160519 4879 X 4879 0 0
NEW VALLEY CORP COM 649080504 169446 40929 X 40929 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 21550 765 X 765 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 150710 5350 X 5250 0 100
NEW YORK TIMES CO CL A COM 650111107 2441801 53725 X 34141 0 19584
NEW YORK TIMES CO CL A COM 650111107 717292 15782 X 15782 0 0
NEWELL RUBBERMAID INC COM 651229106 16034928 519434 X 469946 0 49488
NEWELL RUBBERMAID INC COM 651229106 1481359 47987 X 43885 0 4102
NEWFIELD EXPL CO COM 651290108 1168932 34800 X 30300 0 4500
NEWFOCUS INC COM 644383101 270 100 X 100 0 0
NEWMIL BANCORP INC 651633109 25875 1380 X 1380 0 0
NEWMIL BANCORP INC 651633109 18750 1000 X 1000 0 0
NEWMONT MINING CORP COM NEW 651639106 1786499 64940 X 45255 0 19685
NEWMONT MINING CORP COM NEW 651639106 200053 7272 X 6773 0 499
NEWPARK RESOURCES NEW 651718504 5329447 1345820 X 910720 0 435100
NEWPORT CORP COM 651824104 6768 600 X 600 0 0
NEXPRISE INC COM 65333Q202 15 6 X 6 0 0
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 903818 119711 X 115631 0 4080
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 120423 15950 X 14150 0 1800
NEXTEL PARTNERS INC CL A COM 65333F107 113922 21175 X 0 0 21175
NEXTERA ENTERPRISES INC COM 65332E101 491820 1171000 X 786400 0 384600
NICOR INC COM 654086107 3677506 130408 X 128043 0 2365
NICOR INC COM 654086107 217422 7710 X 5710 0 2000
NIKE INC CL B COM 654106103 1684063 39001 X 19451 0 19550
NIKE INC CL B COM 654106103 248285 5750 X 5750 0 0
NISOURCE INC COM 65473P105 1800587 104503 X 79253 0 25250
NISOURCE INC COM 65473P105 2066807 119954 X 119954 0 0
NL INDUSTRIES COM 629156407 41847 2884 X 2884 0 0
NL INDUSTRIES COM 629156407 103326 7121 X 7121 0 0
NMS COMMUNICATIONS CORP COM 629248105 1036125 767500 X 536600 0 230900
NOBLE ENERGY INC COM 655044105 10063341 296242 X 285822 0 10420
NOBLE ENERGY INC COM 655044105 1012680 29811 X 21611 0 8200
NORDSON CORP COM 655663102 37984 1600 X 1600 0 0
NORDSTROM INC COM 655664100 295992 16499 X 8235 0 8264
NORDSTROM INC COM 655664100 168815 9410 X 9210 0 200
NORFOLK SOUTHERN CORP COM 655844108 11203451 554901 X 452831 0 102070
NORFOLK SOUTHERN CORP COM 655844108 8329768 412569 X 378239 0 34330
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------------
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 362156 15590 X 15590 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 2285367 98380 X 97780 0 600
NORTH FORK BANCORP NY COM 659424105 2689137 71066 X 54166 0 16900
NORTH FORK BANCORP NY COM 659424105 496764 13128 X 10728 0 2400
NORTHEAST UTILITIES COM 664397106 348495 20621 X 16354 0 4267
NORTHEAST UTILITIES COM 664397106 420438 24878 X 24216 0 662
NORTHERN TR CORP COM 665859104 2713275 71932 X 65770 0 6162
NORTHERN TR CORP COM 665859104 1970229 52233 X 47457 0 4776
NORTHFIELD LABS INC COM 666135108 2015 500 X 0 0 500
NORTHROP GRUMMAN CORP COM 666807102 20457173 164924 X 161251 0 3673
NORTHROP GRUMMAN CORP COM 666807102 507572 4092 X 2319 0 1773
NORTHWAY FINL INC COM 667270102 684703 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 668 100 X 100 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 6012 900 X 900 0 0
NORTHWEST NATURAL GAS CO COM 667655104 10837539 369126 X 259826 0 109300
NORTHWEST PIPE CO COM 667746101 9514975 531860 X 374944 0 156916
NORTHWESTERN CORP COM 668074107 211792 21700 X 18700 0 3000
NORTHWESTERN CORP COM 668074107 4880 500 X 500 0 0
NORWOOD FINL CORP COM 669549107 20650 700 X 700 0 0
NOVADIGM INC 669937104 10400 5200 X 5200 0 0
NOVAVAX INC COM 670002104 86600 20000 X 20000 0 0
NOVELL INC COM 670006105 77406 36860 X 35928 0 932
NOVELL INC COM 670006105 27930 13300 X 13300 0 0
NOVELLUS SYS INC COM 670008101 869900 41802 X 17432 0 24370
NOVELLUS SYS INC COM 670008101 14567 700 X 700 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 197064 16100 X 15400 0 700
NOVEN PHARMACEUTICALS INC COM 670009109 1224 100 X 100 0 0
NOVOSTE CORP COM 67010C100 5568 1200 X 1200 0 0
NS GROUP INC COM 628916108 1582065 266790 X 264990 0 1800
NSD BANCORP INC COM 62938D108 10601 420 X 0 0 420
NSTAR COM 67019E107 759756 19210 X 18895 0 315
NSTAR COM 67019E107 1004016 25386 X 25386 0 0
NU HORIZONS ELECTRS CORP COM 669908105 14172 2362 X 2362 0 0
NU SKIN ENTERPRISES INC COM 67018T105 8540 700 X 0 0 700
NUCOR CORPORATION COM 670346105 2300265 60693 X 51660 0 9033
NUCOR CORPORATION COM 670346105 576156 15202 X 15202 0 0
NUCO2 INC COM 629428103 8180 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 136250 12500 X 11700 0 800
NUI CORP COM 629431107 9124142 422414 X 297014 0 125400
NUMERICAL TECHNOLOGIES INC COM 67053T101 1160 400 X 0 0 400
NVIDIA CORP COM 67066G104 581977 67988 X 57588 0 10400
NVIDIA CORP COM 67066G104 8560 1000 X 1000 0 0
NVR INC COM 62944T105 1786987 5960 X 5200 0 760
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
NYFIX INC COM 670712108 99195 25500 X 25500 0 0
O CHARLEYS INC COM 670823103 11718354 625279 X 426995 0 198284
O REILLY AUTOMOTIVE INC COM 686091109 1760130 61500 X 36800 0 24700
OAK TECHNOLOGIES COM 671802106 76352 24010 X 24010 0 0
OAK TECHNOLOGIES COM 671802106 3180 1000 X 1000 0 0
OAKLEY INC COM 673662102 47888 4765 X 900 0 3865
OAKLEY INC COM 673662102 14894 1482 X 1107 0 375
OCCIDENTAL PETE CORP COM 674599105 2629804 92664 X 26301 0 66363
OCCIDENTAL PETE CORP COM 674599105 406402 14320 X 13920 0 400
OCEAN ENERGY INC DEL COM 67481E106 7252424 363530 X 338080 0 25450
OCEAN ENERGY INC DEL COM 67481E106 233216 11690 X 1690 0 10000
OCEANEERING INTL INC COM 675232102 7166771 281602 X 153187 0 128415
OCEANFIRST FIN CORP COM 675234108 2060 100 X 0 0 100
OCTEL CORP COM 675727101 35891 1900 X 1400 0 500
OCTEL CORP COM 675727101 1247 66 X 66 0 0
OCULAR SCIENCES INC COM 675744106 51392 2200 X 0 0 2200
ODYSSEY HEALTHCARE INC COM 67611V101 253078 8450 X 3500 0 4950
ODYSSEY HEALTHCARE INC COM 67611V101 66429 2218 X 2218 0 0
OFFICE DEPOT INC COM 676220106 48999672 3970800 X 3717614 0 253186
OFFICE DEPOT INC COM 676220106 2200222 178300 X 171000 0 7300
OFFICEMAX INC COM 67622M108 16320 4000 X 4000 0 0
OFFSHORE LOGISTICS INC COM 676255102 3904360 217392 X 136692 0 80700
OGE ENERGY CORP COM 670837103 269448 15972 X 14172 0 1800
OGE ENERGY CORP COM 670837103 448641 26594 X 26594 0 0
OHIO CASUALITY COM 677240103 9491240 583000 X 408500 0 174500
OLD REP INTERNATIONAL CORPORATION 680223104 2094217 73792 X 52892 0 20900
OLD SECOND BANCORP INC COM 680277100 32071 840 X 840 0 0
OLIN CORP COM 680665205 6853392 418400 X 281800 0 136600
OLIN CORP COM 680665205 31712 1936 X 1936 0 0
OM GROUP INC COM 670872100 1700915 39741 X 22898 0 16843
OM GROUP INC COM 670872100 18404 430 X 330 0 100
OMEGA FINL CORP COM 682092101 506250 15000 X 15000 0 0
OMI CORP NEW COM Y6476W104 26080 8000 X 0 0 8000
OMI CORP NEW COM Y6476W104 1630 500 X 500 0 0
OMNICARE INC COM 681904108 4519680 214000 X 198600 0 15400
OMNICARE INC COM 681904108 69696 3300 X 1300 0 2000
OMNICOM GROUP INC COM 681919106 14715779 264292 X 242719 0 21573
OMNICOM GROUP INC COM 681919106 1689832 30349 X 27544 0 2805
OMNIVISION TECH INC COM 682128103 15816 2400 X 0 0 2400
OMNOVA SOLUTIONS INC COM 682129101 130035 28330 X 27430 0 900
ON ASSIGNMENT INC COM 682159108 208073 25160 X 25160 0 0
ONEIDA LTD COM 682505102 19028 1366 X 1366 0 0
ONEOK INC NEW COM 682680103 3780 200 X 200 0 0
ONEOK INC NEW COM 682680103 182272 9644 X 5644 0 4000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ONLINE RESOURCES CORPORATION 68273G101 286 100 X 100 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 6420 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 50 150 X 150 0 0
OPENTV CORP CL A COM G67543101 378 300 X 300 0 0
OPENWAVE SYS INC COM 683718100 453 730 X 730 0 0
OPENWAVE SYS INC COM 683718100 10047 16205 X 16205 0 0
OPINION RESEARCH CORP COM 683755102 145500 30000 X 30000 0 0
OPTICARE HEALTH SYS INC COM 68386P105 690 3000 X 3000 0 0
ORACLE CORP COM 68389X105 19139587 2435062 X 2060509 0 374553
ORACLE CORP COM 68389X105 3905249 496851 X 467001 0 29850
ORAPHARMA INC COM 68554E106 1275 300 X 300 0 0
ORBITAL SCIENCES CORP COM 685564106 1360 400 X 400 0 0
ORCHID BIOSCIENCES INC COM 68571P100 305 500 X 500 0 0
ORCKIT COMMUNICATIONS LTD COM M7531S107 32 50 X 50 0 0
OREGON STL MLS INC COM 686079104 6120 1000 X 0 0 1000
OREGON STL MLS INC COM 686079104 122 20 X 20 0 0
ORGANOGENESIS INC COM 685906109 2150270 215027 X 215027 0 0
ORGANOGENESIS INC COM 685906109 49740 4974 X 3022 0 1952
ORTHODONTIC CTRS AMER INC COM 68750P103 790634 73891 X 39816 0 34075
OSHKOSH B GOSH INC CL A COM 688222207 295496 8600 X 8600 0 0
OSHKOSH TRUCK CORP COM 688239201 15042444 266710 X 175810 0 90900
OSI PHARMACEUTICALS INC COM 671040103 2291 135 X 135 0 0
OSI PHARMACEUTICALS INC COM 671040103 33940 2000 X 2000 0 0
OSI SYSTEMS INC COM 671044105 184298 10650 X 2000 0 8650
OSTEOTECH INC COM 688582105 59856 11600 X 11600 0 0
OUTBACK STEAKHOUSE INC COM 689899102 1736461 63190 X 23040 0 40150
OUTBACK STEAKHOUSE INC COM 689899102 19236 700 X 400 0 300
OVERLAND STORAGE INC COM 690310107 6516 600 X 0 0 600
OVERSEAS SHIPHOLDING GROUP INC 690368105 16762 1097 X 1097 0 0
OVERTURE SVCS INC COM 69039R100 112547 4775 X 0 0 4775
OWENS & MINOR INC NEW COM 690732102 337244 23600 X 22550 0 1050
OWENS & MINOR INC NEW COM 690732102 1429 100 X 0 0 100
OWENS CORNING COM 69073F103 747 698 X 698 0 0
OWENS ILL INC COM NEW 690768403 382050 33750 X 10900 0 22850
OXFORD HEALTH PLANS INC COM 691471106 2772139 71190 X 44440 0 26750
OXFORD HEALTH PLANS INC COM 691471106 545160 14000 X 1000 0 13000
OXFORD INDS INC COM 691497309 111690 5100 X 5100 0 0
OYO GEOSPACE CORP COM 671074102 6245 500 X 500 0 0
P.A.M. TRANSPORTATION SVCS COM 693149106 808992 42400 X 21500 0 20900
PAC WEST TELECOM INC COM 69371Y101 1350 5000 X 0 0 5000
PACCAR INC COM 693718108 633394 18745 X 6353 0 12392
PACCAR INC COM 693718108 20274 600 X 225 0 375
PACIFIC CAP BANCORP NEW COM 69404P101 21726 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
COMMON STOCK - DOMESTIC
------------------------------
PACIFIC NORTHWEST BANCORP COM 69466M103 5810882 213400 X 138300 0 75100
PACIFIC SUNWEAR CA INC COM 694873100 456064 22400 X 22400 0 0
PACIFIC SUNWEAR CA INC COM 694873100 57008 2800 X 0 0 2800
PACIFICARE HEALTH SYSTEMS COM 695112102 131036 5675 X 0 0 5675
PACIFICARE HEALTH SYSTEMS COM 695112102 693 30 X 30 0 0
PACKAGING CORP OF AMERICA COM 695156109 432497 24700 X 0 0 24700
PACTIV CORP COM 695257105 321285 19531 X 15159 0 4372
PACTIV CORP COM 695257105 103783 6309 X 6309 0 0
PAIN THERAPEUTICS INC COM 69562K100 690979 174050 X 172814 0 1236
PAIN THERAPEUTICS INC COM 69562K100 119 30 X 30 0 0
PALL CORP COM 696429307 12737919 806708 X 766270 0 40438
PALL CORP COM 696429307 1009281 63919 X 62819 0 1100
PALM INC COM 696642107 9923 13410 X 11860 0 1550
PALM INC COM 696642107 7718 10430 X 7430 0 3000
PALOMAR MED TECHNOLOGIES INC COM 697529303 1320 1000 X 0 0 1000
PALOMAR MED TECHNOLOGIES INC COM 697529303 17580 13318 X 0 0 13318
PANERA BREAD CO CL A COM 69840W108 3915810 145030 X 144030 0 1000
PANTRY INC COM 698657103 11520 5700 X 0 0 5700
PAPA JOHNS INTL INC COM 698813102 36646 1258 X 158 0 1100
PARADIGM MEDICAL INDUSTRIES COM 69900Q108 1250 5000 X 5000 0 0
PARAGON TECHNOLOGIES INC COM 69912T108 37475 4515 X 4515 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 96079 53377 X 24674 0 28703
PARAMETRIC TECHNOLOGY CORP COM 699173100 1469 816 X 16 0 800
PAREXEL INTL CORP COM 699462107 145350 17100 X 17100 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 316465 18950 X 13350 0 5600
PARK ELECTROCHEMICAL CORP COM 700416209 183700 11000 X 0 0 11000
PARK PL ENTMT CORP COM 700690100 985005 123900 X 120400 0 3500
PARK PL ENTMT CORP COM 700690100 45315 5700 X 5700 0 0
PARKER DRILLING CO COM 701081101 1760 800 X 800 0 0
PARKER DRILLING CO COM 701081101 220 100 X 100 0 0
PARKER-HANNIFIN CORP COM 701094104 6468303 169283 X 152096 0 17187
PARKER-HANNIFIN CORP COM 701094104 1071294 28037 X 25774 0 2263
PARKWAY PROPERTIES INC COM 70159Q104 100674 2975 X 275 0 2700
PATHMARK STORES INC COM 70322A101 6872 751 X 751 0 0
PATINA OIL & GAS CORP COM 703224105 572850 20100 X 18650 0 1450
PATTERSON DENTAL CO COM 703412106 101336 1980 X 1230 0 750
PATTERSON DENTAL CO COM 703412106 278931 5450 X 2650 0 2800
PATTERSON-UTI ENERGY INC COM 703481101 11091161 434777 X 347000 0 87777
PATTERSON-UTI ENERGY INC COM 703481101 43571 1708 X 1508 0 200
PAXAR CORP COM 704227107 394034 27100 X 25271 0 1829
PAXSON COMMUNICATIONS CORP COM 704231109 2200 1000 X 0 0 1000
PAYCHEX INC COM 704326107 11307296 465896 X 456623 0 9273
PAYCHEX INC COM 704326107 4370153 180064 X 87985 0 92079
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
PAYLESS SHOESOURCE INC COM 704379106 557383 10320 X 8620 0 1700
PAYLESS SHOESOURCE INC COM 704379106 106994 1981 X 1981 0 0
PC-TEL INC COM 69325Q105 71377 13700 X 13700 0 0
PCD INC COM 69318P106 1475 21070 X 21070 0 0
PDF SOLUTIONS INC COM 693282105 280740 53070 X 52724 0 346
PEABODY ENERGY CORP COM 704549104 3161235 123970 X 115270 0 8700
PEAPACK-GLADSTONE FINL CORP COM 704699107 107640 1656 X 0 0 1656
PEAPACK-GLADSTONE FINL CORP COM 704699107 1497665 23041 X 23041 0 0
PEC SOLUTIONS INC COM 705107100 219795 9874 X 600 0 9274
PEDIATRIX MEDICAL GROUP INC COM 705324101 866945 27975 X 18200 0 9775
PEGASUS COMMUNICATIONS CORP COM 705904100 220 200 X 200 0 0
PEGASUS COMMUNICATIONS CORP COM 705904100 786419 714926 X 714926 0 0
PEGASUS SOLUTIONS INC COM 705906105 178295 16900 X 16900 0 0
PENFORD CORPORATION COM 707051108 141750 10500 X 10500 0 0
PENN ENGINEERING & MFG CORP COM 707389300 43680 3900 X 0 0 3900
PENN TREATY AMERN CORP COM 707874103 5250 1500 X 1500 0 0
PENN VIRGINIA CORP COM 707882106 3984228 122970 X 58800 0 64170
PENN VIRGINIA CORP COM 707882106 168480 5200 X 5200 0 0
PENNICHUCK CORPORATION NEW COM 708254206 49287 1754 X 1754 0 0
PENNZOIL-QUAKER ST CO COM 709323109 49586 2257 X 2257 0 0
PENNZOIL-QUAKER ST CO COM 709323109 330539 15045 X 8161 0 6884
PENTAIR INC 709631105 12291450 330682 X 205682 0 125000
PENTAIR INC 709631105 460908 12400 X 600 0 11800
PENTON MEDIA INC COM 709668107 240 1000 X 1000 0 0
PENWEST PHARMACEUTICALS CO COM 709754105 21658 2600 X 2600 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 174348 7773 X 7773 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 256285 11426 X 10426 0 1000
PEOPLES ENERGY CORP COM 711030106 415094 12321 X 10148 0 2173
PEOPLES ENERGY CORP COM 711030106 136849 4062 X 4062 0 0
PEOPLESOFT INC COM 712713106 2462768 199092 X 179277 0 19815
PEOPLESOFT INC COM 712713106 243503 19685 X 13090 0 6595
PEP BOYS-MANNY,MOE & JACK 713278109 467950 38200 X 35600 0 2600
PEPCO HOLDINGS INC COM 713291102 798499 40025 X 24633 0 15392
PEPCO HOLDINGS INC COM 713291102 719676 36074 X 35272 0 802
PEPSI BOTTLING GROUP COM 713409100 981279 41935 X 41195 0 740
PEPSIAMERICAS INC COM 71343P200 23061 1624 X 1624 0 0
PEPSIAMERICAS INC COM 71343P200 215130 15150 X 14550 0 600
PEPSICO INC COM 713448108 316058919 8553692 X 8038609 200 514883
PEPSICO INC COM 713448108 110358787 2986706 X 2830309 825 155572
PER-SE TECHNOLOGIES INC COM 713569309 12844 1300 X 0 0 1300
PERFORMANCE FOOD GROUP CO COM 713755106 15686124 461900 X 460800 0 1100
PERFORMANCE FOOD GROUP CO COM 713755106 1574046 46350 X 45850 0 500
PERFORMANCE TECHNOLOGIES INC COM 71376K102 3836975 1034225 X 672551 0 361674
PERICOM SEMICONDUCTOR CORP COM 713831105 5186654 601700 X 396500 0 205200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
PERKINELMER INC COM 714046109 320634 58832 X 43957 0 14875
PERKINELMER INC COM 714046109 1192395 218788 X 218788 0 0
PEROT SYSTEMS CORP COM CL A 714265105 208320 22400 X 0 0 22400
PEROT SYSTEMS CORP COM CL A 714265105 395250 42500 X 0 0 42500
PERRIGO CO COM 714290103 2126 200 X 200 0 0
PERSONNEL GROUP AMER INC COM 715338109 560 2000 X 2000 0 0
PERVASIVE SOFTWARE COM 715710109 27360 9500 X 9500 0 0
PETCO ANIMAL SUPPLIES INC COM 716016209 3429856 158130 X 157030 0 1100
PETROLEUM HELICOPTERS INC COM NON VT 716604202 2688 100 X 100 0 0
PETROQUEST ENERGY INC COM 716748108 1401494 317080 X 317080 0 0
PETSMART INC COM 716768106 3845767 215933 X 206333 0 9600
PF CHANGS CHINA BISTRO COM 69333Y108 10292006 354530 X 353880 0 650
PF CHANGS CHINA BISTRO COM 69333Y108 89993 3100 X 3100 0 0
PFF BANCORP INC COM 69331W104 52668 1900 X 0 0 1900
PFIZER INC COM 717081103 486522738 16765084 X 15704768 0 1060316
PFIZER INC COM 717081103 249706856 8604647 X 8119106 30931 454610
PG & E CORP COM 69331C108 2462506 218695 X 207206 0 11489
PG & E CORP COM 69331C108 114717 10188 X 10188 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 1351866 69900 X 66200 0 3700
PHARMACEUTICAL RES INC COM 717125108 125770 4495 X 400 0 4095
PHARMACEUTICAL RES INC COM 717125108 31925 1141 X 816 0 325
PHARMACIA CORP COM 71713U102 181874536 4677843 X 4506923 0 170920
PHARMACIA CORP COM 71713U102 35616646 916066 X 875640 950 39476
PHARMOS CORP COM NEW 717139208 3 3 X 0 0 3
PHARMOS CORP COM NEW 717139208 110 100 X 100 0 0
PHELPS DODGE CORP COM 717265102 361537 14106 X 10800 0 3306
PHELPS DODGE CORP COM 717265102 167415 6532 X 6258 0 274
PHILADELPHIA CONS HLDG CORP COM 717528103 3090715 104770 X 104170 0 600
PHILADELPHIA SUBN CORP COM 718009608 6642119 327198 X 236736 0 90462
PHILADELPHIA SUBN CORP COM 718009608 112158 5525 X 5525 0 0
PHILIP MORRIS COS INC 718154107 34990888 901827 X 723119 0 178708
PHILIP MORRIS COS INC 718154107 33224518 856302 X 715422 0 140880
PHILLIPS VAN HEUSEN CORP 718592108 7789320 618200 X 422100 0 196100
PHOENIX COMPANIES INC COM 71902E109 6228984 457341 X 284963 0 172378
PHOENIX COMPANIES INC COM 71902E109 106808 7842 X 7842 0 0
PHOENIX FOOTWEAR GROUP INC COM 71903M100 108136 13971 X 13971 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 550275 75900 X 17800 0 58100
PHOTON DYNAMICS INC 719364101 2157540 115810 X 115110 0 700
PHOTRONICS INC 719405102 2589444 257400 X 255600 0 1800
PHOTRONICS INC 719405102 30180 3000 X 3000 0 0
PICO HLDGS INC COM NEW 693366205 793232 72112 X 51232 0 20880
PIEDMONT NAT GAS INC COM 720186105 941835 26553 X 26553 0 0
PIEDMONT NAT GAS INC COM 720186105 590753 16655 X 13855 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
------------------------------
PIER 1 IMPORTS INC COM 720279108 3188313 167190 X 132090 0 35100
PIER 1 IMPORTS INC COM 720279108 514890 27000 X 0 0 27000
PILGRIMS PRIDE CORP CL B COM 721467108 4650 500 X 0 0 500
PINNACLE ENTMT INC COM 723456109 149650 20500 X 17700 0 2800
PINNACLE SYS INC COM 723481107 449280 41600 X 40100 0 1500
PINNACLE WEST CAPITAL CORP COM 723484101 1288203 46405 X 43984 0 2421
PINNACLE WEST CAPITAL CORP COM 723484101 15046 542 X 542 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 135267 5578 X 1278 0 4300
PIONEER NATURAL RESOURCES CO COM 723787107 461 19 X 19 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 4283039 591580 X 451130 0 140450
PITNEY BOWES INC COM 724479100 10332543 338883 X 287877 0 51006
PITNEY BOWES INC COM 724479100 8265991 271105 X 248498 0 22607
PITTSTON BRINK'S GROUP COM 725701106 162826 7269 X 0 0 7269
PITTSTON BRINK'S GROUP COM 725701106 281770 12579 X 12579 0 0
PIXAR INC COM 725811103 90428 1880 X 775 0 1105
PIXAR INC COM 725811103 13228 275 X 0 0 275
PLAINS RES INC COM PAR $0.10 726540503 420214 16300 X 16300 0 0
PLANAR SYS INC COM 726900103 1230568 77200 X 76700 0 500
PLATO LEARNING INC COM 72764Y100 79860 12009 X 12009 0 0
PLAYTEX PRODS INC COM 72813P100 45954 5400 X 2000 0 3400
PLAYTEX PRODS INC COM 72813P100 851 100 X 100 0 0
PLEXUS CORP COM 729132100 1248473 134970 X 14564 0 120406
PLUG POWER INC COM 72919P103 24414 5100 X 5100 0 0
PLUG POWER INC COM 72919P103 7181 1500 X 1500 0 0
PLUMTREE SOFTWARE INC COM 72940Q104 7800 3000 X 3000 0 0
PLX TECHNOLOGY INC COM 693417107 3751 3410 X 0 0 3410
PMA CAPITAL CORP CL A COM 693419202 21000 1400 X 0 0 1400
PMC-SIERRA INC COM 69344F106 109109 28121 X 15971 0 12150
PMC-SIERRA INC COM 69344F106 3663 944 X 944 0 0
PMI GROUP INC COM 69344M101 1393152 51200 X 24700 0 26500
PMI GROUP INC COM 69344M101 114282 4200 X 0 0 4200
PNC FINANCIAL SERVICES GROUP 693475105 9947987 235902 X 218772 0 17130
PNC FINANCIAL SERVICES GROUP 693475105 3578926 84869 X 77634 0 7235
PNM RES INC COM 69349H107 45540 2300 X 0 0 2300
PNM RES INC COM 69349H107 31284 1580 X 580 0 1000
POGO PRODUCING CO COM 730448107 1604226 47100 X 36200 0 10900
POGO PRODUCING CO COM 730448107 275886 8100 X 0 0 8100
POLARIS INDS INC COM 731068102 2679640 43220 X 41320 0 1900
POLARIS INDS INC COM 731068102 30380 490 X 100 0 390
POLO RALPH LAUREN COM 731572103 1720044 82774 X 64820 0 17954
POLYCOM INC COM 73172K104 208616 30724 X 2460 0 28264
POLYCOM INC COM 73172K104 4583 675 X 550 0 125
POLYMEDICA CORP COM 731738100 219286 8300 X 8300 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
------------------------------
POLYONE CORP COM 73179P106 548557 63860 X 62550 0 1310
POPE & TALBOT INC 732827100 137495 10700 X 10400 0 300
POPE & TALBOT INC 732827100 643 50 X 50 0 0
POSSIS MEDICAL INC 737407106 10210 1000 X 0 0 1000
POTLATCH CORP COM 737628107 114720 4000 X 4000 0 0
POTLATCH CORP COM 737628107 34416 1200 X 1200 0 0
POWELL INDS INC COM 739128106 10373840 551800 X 379000 0 172800
POWER INTEGRATIONS INC COM 739276103 1852514 151970 X 149300 0 2670
POWER-ONE INC COM 739308104 22088 7412 X 7212 0 200
PPG INDS INC COM 693506107 19297884 431720 X 423341 0 8379
PPG INDS INC COM 693506107 4318869 96619 X 95119 0 1500
PPL CORP COM 69351T106 2344670 72055 X 60318 0 11737
PPL CORP COM 69351T106 1208080 37126 X 31992 0 5134
PRACTICEWORKS INC COM 739419109 5398 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 3333850 1115000 X 765000 0 350000
PRAXAIR INC COM 74005P104 3788989 74134 X 31275 0 42859
PRAXAIR INC COM 74005P104 158237 3096 X 2941 0 155
PRE PAID LEGAL SVCS INC COM 740065107 500181 25160 X 23660 0 1500
PRECISE SOFTWARE SOLUTIONS COM M41450103 1461936 159600 X 158700 0 900
PRECISION CASTPARTS CORP COM 740189105 6562861 302715 X 294665 0 8050
PRECISION CASTPARTS CORP COM 740189105 343259 15833 X 14983 0 850
PREFORMED LINE PRODS CO COM 740444104 357840 21300 X 21300 0 0
PREFORMED LINE PRODS CO COM 740444104 5040 300 X 300 0 0
PREMCOR INC COM 74045Q104 142779 9100 X 0 0 9100
PREMIER CMNTY BANKSHARES INC COM 740473103 23582 2370 X 2370 0 0
PRESIDENTIAL LIFE CORP COM 740884101 5080320 352800 X 251000 0 101800
PRESSTEK INC COM 741113104 34400 13490 X 13490 0 0
PRESSTEK INC COM 741113104 255 100 X 100 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 539768 43600 X 43600 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 58186 4700 X 0 0 4700
PRICELINE.COM INC COM 741503106 730 500 X 500 0 0
PRICESMART INC COM 741511109 200 10 X 10 0 0
PRIDE INTL INC COM 74153Q102 4551300 350100 X 205400 0 144700
PRIDE INTL INC COM 74153Q102 58500 4500 X 4500 0 0
PRIMA ENERGY CORP COM 741901201 182439 8700 X 8700 0 0
PRIME HOSPITALITY CORP COM 741917108 511385 62364 X 31464 0 30900
PRIME MED SVCS INC COM 74156D108 10163 1100 X 0 0 1100
PRIMEDIA INC COM 74157K101 3253 2340 X 2340 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 1484 1900 X 1900 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1117807 42697 X 40897 0 1800
PRINCIPAL FINANCIAL GROUP COM 74251V102 46784 1787 X 1787 0 0
PRINTCAFE INC COM 742562101 3536 2806 X 2806 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 11229120 445600 X 306000 0 139600
PROBUSINESS SERVICES COM 742674104 17091 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
------------------------------
PROCTER & GAMBLE CO COM 742718109 430319295 4814492 X 4478723 200 335569
PROCTER & GAMBLE CO COM 742718109 204664559 2289825 X 2160678 300 128847
PROGRESS ENERGY INC COM 743263105 6798398 166342 X 158549 0 7793
PROGRESS ENERGY INC COM 743263105 3344883 81842 X 74604 0 7238
PROGRESS SOFTWARE CORP COM 743312100 11420246 943822 X 629822 0 314000
PROGRESS SOFTWARE CORP COM 743312100 16940 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 1495661 29541 X 22411 0 7130
PROGRESSIVE CORP OHIO COM 743315103 26485717 523123 X 522628 0 495
PROQUEST CO COM 74346P102 16689465 549900 X 364500 0 185400
PROSOFT TRAINING COM 743477101 12491 37850 X 37850 0 0
PROSPERITY BANCSHARES INC COM 743606105 1708109 100300 X 99200 0 1100
PROTECTIVE LIFE CORP COM 743674103 192928 6270 X 320 0 5950
PROTECTIVE LIFE CORP COM 743674103 110772 3600 X 3600 0 0
PROTEIN DESIGN LABS INC COM 74369L103 5395 650 X 450 0 200
PROTEIN DESIGN LABS INC COM 74369L103 83 10 X 10 0 0
PROTON ENERGY SYS INC COM 74371K101 159 75 X 75 0 0
PROVANT INC COM 743724106 840 6000 X 6000 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 2744 400 X 400 0 0
PROVIDENT BANKSHARES CORP COM 743859100 562353 26059 X 23699 0 2360
PROVIDIAN FINANCIAL CORP COM 74406A102 401300 81898 X 69680 0 12218
PROVIDIAN FINANCIAL CORP COM 74406A102 915810 186900 X 182900 0 4000
PROVINCE HEALTHCARE CO COM 743977100 3774921 220112 X 215712 0 4400
PROXIM CORP CL A COM 744283102 3306 1889 X 1889 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 3161335 110691 X 91541 0 19150
PRUDENTIAL FINANCIAL INC COM 744320102 304478 10661 X 9274 0 1387
PSS WORLD MED INC COM 69366A100 7804108 1173550 X 755750 0 417800
PTEK HLDGS INC COM 69366M104 13514 2900 X 900 0 2000
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 9281089 304298 X 270636 0 33662
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 2645997 86754 X 72839 0 13915
PUBLICARD INC COM 744627100 261 2613 X 2613 0 0
PUBLICARD INC COM 744627100 100 1000 X 1000 0 0
PUGET ENERGY INC COM 745310102 238144 11668 X 7168 0 4500
PUGET ENERGY INC COM 745310102 479349 23486 X 23486 0 0
PULITZER INC COM 745769109 9975175 239500 X 168200 0 71300
PULTE HOMES INC 745867101 1557572 36537 X 6602 0 29935
PULTE HOMES INC 745867101 10658 250 X 250 0 0
PUMATECH INC COM 745887109 88 400 X 400 0 0
PURCHASEPRO COM.INC NEW COM 746144302 0 10 X 10 0 0
QAD INC COM 74727D108 93 50 X 50 0 0
QLOGIC CORP COM 747277101 3518056 135102 X 131919 0 3183
QLOGIC CORP COM 747277101 575640 22106 X 22106 0 0
QRS CORP COM 74726X105 70941 10700 X 10700 0 0
QUADRAMED CORP COM 74730W101 8232 4548 X 910 0 3638
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
QUAKER CHEMICAL CORP COM 747316107 121212 6300 X 6300 0 0
QUAKER FABRIC CORP NEW COM 747399103 20128 3200 X 0 0 3200
QUALCOMM INC COM 747525103 5148423 186402 X 95163 0 91239
QUALCOMM INC COM 747525103 443992 16075 X 10550 0 5525
QUALITY DINING INC COM 74756P105 3690 1000 X 1000 0 0
QUANEX CORP COM 747620102 1871649 53938 X 3400 0 50538
QUANTA SVCS INC COM 74762E102 21840 10500 X 10500 0 0
QUANTUM CORP-DLT & STORAGE COM 747906204 101329 45850 X 700 0 45150
QUANTUM CORP-DLT & STORAGE COM 747906204 851 385 X 135 0 250
QUEST DIAGNOSTICS INC COM 74834L100 21870592 355446 X 344856 0 10590
QUEST DIAGNOSTICS INC COM 74834L100 887939 14431 X 13546 0 885
QUEST SOFTWARE INC COM 74834T103 11280 1200 X 1200 0 0
QUESTAR CORP COM 748356102 730926 32002 X 32002 0 0
QUESTAR CORP COM 748356102 2935602 128529 X 114529 0 14000
QUIKSILVER INC COM 74838C106 2127978 94200 X 19200 0 75000
QUINTILES TRANSNATIONAL CORP COM 748767100 485210 51021 X 10721 0 40300
QUOVADX INC COM 74913K106 525 375 X 375 0 0
QWEST COMMUNICATIONS INTL COM 749121109 929761 407790 X 166414 0 241376
QWEST COMMUNICATIONS INTL COM 749121109 282640 123965 X 111415 150 12400
R & B INC COM 749124103 5539880 639709 X 429609 0 210100
R & B INC COM 749124103 34640 4000 X 4000 0 0
R & G FINL CORP CL B COM 749136107 13092 600 X 0 0 600
R H DONNELLEY CORP NEW COM 74955W307 81640 3140 X 2040 0 1100
R H DONNELLEY CORP NEW COM 74955W307 84864 3264 X 2264 0 1000
R J REYNOLDS TOBACCO HOLD COM 76182K105 367880 9124 X 8924 0 200
R J REYNOLDS TOBACCO HOLD COM 76182K105 614114 15231 X 14955 0 276
RACING CHAMPIONS ERTL CORPORATION 750069106 19608 1200 X 0 0 1200
RADIAN GROUP INC COM 750236101 4561296 139660 X 132660 0 7000
RADIAN GROUP INC COM 750236101 111044 3400 X 0 0 3400
RADIANT SYS INC COM 75025N102 156800 19600 X 18900 0 700
RADIO ONE INC CL D NON-VTG COM 75040P405 5854263 355019 X 347300 0 7719
RADIO ONE INC CL D NON-VTG COM 75040P405 164438 9972 X 1197 0 8775
RADIO ONE INC COM 75040P108 13161 790 X 790 0 0
RADIOSHACK CORP COM 750438103 591650 29494 X 6526 0 22968
RADIOSHACK CORP COM 750438103 288864 14400 X 10400 0 4000
RADISYS CORP COM 750459109 50292 12700 X 11900 0 800
RAINBOW TECHNOLOGIES INC COM 750862104 54528 19200 X 18200 0 1000
RAINBOW TECHNOLOGIES INC COM 750862104 8520 3000 X 3000 0 0
RAIT INVESTMENT TRUST COM 749227104 20600 1000 X 1000 0 0
RALCORP HOLDINGS COM 751028101 474321 22300 X 20500 0 1800
RAMBUS INC COM 750917106 27776 6400 X 6400 0 0
RAMBUS INC COM 750917106 868 200 X 200 0 0
RANGE RES CORP COM 75281A109 9360 2000 X 0 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
------------------------------
RARE HOSPITALITY INTL INC COM 753820109 466620 19924 X 19924 0 0
RATIONAL SOFTWARE CORP COM 75409P202 676201 156528 X 150050 0 6478
RATIONAL SOFTWARE CORP COM 75409P202 18144 4200 X 3650 0 550
RAVEN INDS INC COM 754212108 365790 13700 X 0 0 13700
RAWLINGS SPORTING GOODS INC COM 754459105 2600 500 X 500 0 0
RAYMOND JAMES FINL INC COM 754730109 990762 36600 X 33300 0 3300
RAYMOND JAMES FINL INC COM 754730109 94934 3507 X 3507 0 0
RAYONIER INC COM 754907103 9519773 227148 X 161297 0 65851
RAYONIER INC COM 754907103 667459 15926 X 15326 0 600
RAYOVAC CORP COM 755081106 9908840 812200 X 549100 0 263100
RAYOVAC CORP COM 755081106 247660 20300 X 0 0 20300
RAYTECH CORP DEL 755103108 286 47 X 47 0 0
RAYTHEON CO COM 755111507 116934864 3990951 X 3837808 0 153143
RAYTHEON CO COM 755111507 17282752 589855 X 539660 550 49645
RCN CORP COM 749361101 10505 20598 X 13383 0 7215
RCN CORP COM 749361101 1607 3150 X 3150 0 0
READ-RITE CORP COM 755246105 26000 50000 X 50000 0 0
READ-RITE CORP COM 755246105 2600 5000 X 5000 0 0
READERS DIGEST ASSN COM CL A NON VTG 755267101 375600 24000 X 0 0 24000
REALNETWORKS INC COM 75605L104 2527 700 X 0 0 700
REALNETWORKS INC COM 75605L104 181 50 X 50 0 0
RED HAT INC COM 756577102 124787 26271 X 24571 0 1700
RED HAT INC COM 756577102 8075 1700 X 1700 0 0
REDBACK NETWORKS COM 757209101 217 700 X 700 0 0
REEBOK INTL 758110100 1884136 75215 X 66395 0 8820
REEBOK INTL 758110100 25451 1016 X 741 0 275
REGAL BELOIT CORP COM 758750103 336212 19650 X 12100 0 7550
REGAL ENTERTAINMENT GROUP CL A COM 758766109 71734 4030 X 0 0 4030
REGENERON PHARMACEUTICALS INC COM 75886F107 689310 51060 X 51050 0 10
REGENERON PHARMACEUTICALS INC COM 75886F107 1350 100 X 0 0 100
REGENT COMMUNICATIONS INC COM 758865109 3048 600 X 0 0 600
REGIONS FINL CORP COM 758940100 893851 27360 X 25976 0 1384
REGIONS FINL CORP COM 758940100 210525 6444 X 3856 0 2588
REGIS CORP MINNESOTA COM 758932107 902451 31900 X 21050 0 10850
REGISTER.COM INC COM 75914G101 3636 1200 X 0 0 1200
REHABCARE GROUP INC COM 759148109 501343 21675 X 11900 0 9775
REINSURANCE GROUP AMER INC COM 759351109 7460008 288700 X 203200 0 85500
RELIANCE STL & ALUM CO COM 759509102 9420584 431148 X 299048 0 132100
RELIANCE STL & ALUM CO COM 759509102 357248 16350 X 0 0 16350
RELIANT ENERGY INC COM 75952J108 1266926 126566 X 109450 0 17116
RELIANT ENERGY INC COM 75952J108 848287 84744 X 82316 0 2428
RELIANT RESOURCES COM 75952B105 48503 27716 X 91 0 27625
RELIANT RESOURCES COM 75952B105 8619 4925 X 4675 0 250
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
REMEDYTEMP INC CL A COM 759549108 1662856 132710 X 86810 0 45900
REMINGTON OIL & GAS CORP COM NEW 759594302 13599027 964470 X 864370 0 100100
RENAISSANCE LEARNING INC COM 75968L105 105580 7430 X 3830 0 3600
RENAL CARE GROUP INC COM 759930100 1351779 41100 X 34500 0 6600
RENAL CARE GROUP INC COM 759930100 86336 2625 X 1750 0 875
RENT A CTR INC NEW COM 76009N100 18751872 360960 X 223760 0 137200
REPLIGEN CORP COM 759916109 900 400 X 400 0 0
REPUBLIC BANCORP INC COM 760282103 9649536 742272 X 507879 0 234393
REPUBLIC BANCORP INC COM 760282103 588770 45290 X 13289 0 32001
REPUBLIC SERVICES INC COM 760759100 531683 28281 X 331 0 27950
REPUBLIC SERVICES INC COM 760759100 12408 660 X 460 0 200
RES-CARE INC COM 760943100 12162679 2452153 X 1636603 0 815550
RES-CARE INC COM 760943100 9920 2000 X 2000 0 0
RESEARCH FRONTIERS INC COM 760911107 1792 200 X 200 0 0
RESEARCH IN MOTION COM 760975102 19123 2030 X 2030 0 0
RESEARCH IN MOTION COM 760975102 4710 500 X 500 0 0
RESMED INC COM 761152107 632060 22100 X 22100 0 0
RESOURCE AMER INC COM NEW 761195205 2808 351 X 351 0 0
RESOURCES CONNECTION INC COM 76122Q105 156709 10875 X 0 0 10875
RESPIRONICS INC COM 761230101 12300355 384266 X 291984 0 92282
RESPIRONICS INC COM 761230101 96030 3000 X 3000 0 0
RETEK INC COM 76128Q109 7938 2205 X 0 0 2205
RETEK INC COM 76128Q109 2016 560 X 560 0 0
REVLON INC CL A COM 761525500 299 100 X 100 0 0
REYNOLDS & REYNOLDS CO CL A COM 761695105 334513 14907 X 357 0 14550
REYNOLDS & REYNOLDS CO CL A COM 761695105 370260 16500 X 0 0 16500
RF MICRO DEVICES INC COM 749941100 70170 11695 X 1300 0 10395
RF MICRO DEVICES INC COM 749941100 17700 2950 X 2150 0 800
RIBOZYME PHARMACEUTICALS INC COM 762567105 1640 4000 X 4000 0 0
RICHARDSON ELECTRS LTD COM 763165107 5139 781 X 781 0 0
RIGGS NATL CORP WASH D C 766570105 400263 28010 X 15710 0 12300
RIGGS NATL CORP WASH D C 766570105 28580 2000 X 2000 0 0
RIGHT MGMT CONSULTANTS INC COM 766573109 93632 3800 X 0 0 3800
RIMAGE CORP COM 766721104 674250 75000 X 75000 0 0
RITE AID CORP COM 767754104 63893 30425 X 27425 0 3000
RITE AID CORP COM 767754104 137600 65524 X 51524 0 14000
RIVERSTONE NETWORKS INC COM 769320102 340 666 X 666 0 0
RLI CORP COM 749607107 388963 7250 X 6800 0 450
ROADWAY CORPORATION COM 769742107 8542772 232900 X 158900 0 74000
ROBBINS & MYERS INC COM 770196103 238720 12800 X 9500 0 3300
ROBERT HALF INTL INC COM 770323103 376579 23729 X 16858 0 6871
ROBERT HALF INTL INC COM 770323103 21536 1357 X 957 0 400
ROCK-TENN CO CL A COM 772739207 504234 32700 X 23300 0 9400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ROCKWELL AUTOMATION INC COM 773903109 1903509 116995 X 108209 0 8786
ROCKWELL AUTOMATION INC COM 773903109 367946 22615 X 18715 0 3900
ROCKWELL COLLINS INC COM 774341101 784223 35744 X 23958 0 11786
ROCKWELL COLLINS INC COM 774341101 490622 22362 X 18462 0 3900
ROCKY SHOES & BOOTS INC COM 774830103 1158703 254660 X 184860 0 69800
ROGERS CORP 775133101 1468015 62870 X 30270 0 32600
ROGERS CORP 775133101 88730 3800 X 3800 0 0
ROHM & HAAS CO COM 775371107 1744680 56280 X 38823 0 17457
ROHM & HAAS CO COM 775371107 126108 4068 X 4068 0 0
ROLLINS INC COM 775711104 8730 450 X 450 0 0
ROPER INDUSTRIES INC COM 776696106 784875 22750 X 18730 0 4020
ROPER INDUSTRIES INC COM 776696106 276000 8000 X 0 0 8000
ROSLYN BANCORP INC COM 778162107 52230 3000 X 600 0 2400
ROSS STORES INC COM 778296103 454054 12740 X 40 0 12700
ROSS STORES INC COM 778296103 589486 16540 X 320 0 16220
ROUSE CO COM 779273101 1498455 46900 X 0 0 46900
ROUSE CO COM 779273101 223650 7000 X 0 0 7000
ROWAN COS INC COM 779382100 786384 42188 X 41195 0 993
ROWAN COS INC COM 779382100 9320 500 X 0 0 500
ROXIO INC COM 780008108 43935 14500 X 13100 0 1400
ROXIO INC COM 780008108 124 41 X 41 0 0
ROYAL APPLIANCE MFG CO COM 780076105 35422 8900 X 8900 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5894858 370280 X 357500 0 12780
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 38208 2400 X 2400 0 0
ROYAL GOLD INC COM 780287108 51489 2700 X 0 0 2700
RPM INC COM 749685103 789539 56155 X 45705 0 10450
RPM INC COM 749685103 546554 38873 X 38873 0 0
RSA SEC INC COM 749719100 5376 1600 X 900 0 700
RSA SEC INC COM 749719100 6723 2001 X 2000 0 1
RTI INTERNATIONAL METALS COM 74973W107 225750 21500 X 14200 0 7300
RUBY TUESDAY INC COM 781182100 5976547 318240 X 243540 0 74700
RUBY TUESDAY INC COM 781182100 128605 6848 X 6848 0 0
RUDOPLH TECHNOLOGIES INC COM 781270103 153527 14920 X 14620 0 300
RURAL / METRO CORP COM 781748108 21285 10750 X 10750 0 0
RUSS BERRIE & CO INC COM 782233100 432144 14400 X 13900 0 500
RUSSELL CORP COM 782352108 353764 23600 X 21900 0 1700
RUSSELL CORP COM 782352108 14990 1000 X 0 0 1000
RYANS FAMILY STEAK HOUSES INC COM 783519101 11037143 906914 X 588049 0 318865
RYDER SYSTEM COM 783549108 10340939 414799 X 263853 0 150946
RYDER SYSTEM COM 783549108 14958 600 X 600 0 0
RYERSON TULL INC COM 78375P107 109953 17100 X 16900 0 200
RYLAND GROUP INC COM 783764103 721656 19415 X 18615 0 800
RYLAND GROUP INC COM 783764103 14868 400 X 400 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
------------------------------
SABRE HOLDINGS CORP CL A COM 785905100 898169 46417 X 28372 0 18045
SABRE HOLDINGS CORP CL A COM 785905100 50155 2592 X 2592 0 0
SAFECO CORP COM 786429100 1014672 31928 X 8577 0 23351
SAFECO CORP COM 786429100 265363 8350 X 8350 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 6600 5946 X 5946 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 1110 1000 X 0 0 1000
SAFENET INC COM 78645R107 2171938 133740 X 132540 0 1200
SAFEWAY INC COM NEW 786514208 11790746 528733 X 482711 0 46022
SAFEWAY INC COM NEW 786514208 791516 35494 X 35244 0 250
SAGA COMMUNICATIONS INC COM 786598102 8658 468 X 468 0 0
SAGENT TECHNOLOGY INC COM 786693101 26712 148400 X 0 0 148400
SAINT PAUL COS 792860108 9933587 345877 X 294592 0 51285
SAINT PAUL COS 792860108 1930300 67211 X 62511 0 4700
SAKS INC COM 79377W108 764299 72583 X 70283 0 2300
SALEM COMMUNICATIONS CL A COM 794093104 26904 1200 X 0 0 1200
SALISBURY BANCORP INC COM 795226109 68805 2780 X 2780 0 0
SALISBURY BANCORP INC COM 795226109 47025 1900 X 1900 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 131242 15550 X 0 0 15550
SALTON INC COM 795757103 63825 7500 X 7500 0 0
SANCHEZ COMPUTER ASSOCS INC COM 799702105 2440 1000 X 1000 0 0
SANDERSON FARMS INC COM 800013104 52800 3300 X 0 0 3300
SANDISK CORP COM 80004C101 32906 2510 X 310 0 2200
SANDISK CORP COM 80004C101 131 10 X 10 0 0
SANMINA-SCI CORPORATION 800907107 373571 134863 X 121763 0 13100
SANMINA-SCI CORPORATION 800907107 4294 1550 X 1550 0 0
SANTA FE ENERGY TR 802013102 72480 3200 X 3200 0 0
SAPIENT CORP COM 803062108 8240 8000 X 8000 0 0
SAPIENT CORP COM 803062108 185 180 X 180 0 0
SARA LEE CORP COM 803111103 36315472 1985537 X 1792110 0 193427
SARA LEE CORP COM 803111103 17269308 944194 X 897470 1600 45124
SAUCONY INC CL B COM 804120202 153 25 X 25 0 0
SAUER INC COM 804137107 6058800 673200 X 457300 0 215900
SBA COMMUNICATIONS CORP COM 78388J106 218 200 X 200 0 0
SBC COMMUNICATIONS INC COM 78387G103 157253395 7823552 X 7345150 0 478402
SBC COMMUNICATIONS INC COM 78387G103 61024464 3036043 X 2880731 2375 152937
SBS BROADCASTING SA ORD COM L8137F102 52480 4000 X 0 0 4000
SBS TECHNOLOGIES INC COM 78387P103 81624 11400 X 10000 0 1400
SCANA CORP COM 80589M102 440128 16915 X 13915 0 3000
SCANA CORP COM 80589M102 827748 31812 X 31812 0 0
SCANSOFT INC COM 80603P107 30842 9346 X 9346 0 0
SCANSOURCE INC COM 806037107 2167587 37340 X 36420 0 920
SCHAWK INC COM 806373106 5156 525 X 525 0 0
SCHERING PLOUGH CORP COM 806605101 32259377 1513104 X 1265787 0 247317
SCHERING PLOUGH CORP COM 806605101 23562672 1105191 X 1078478 0 26713
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
SCHOLASTIC CORP COM 807066105 67020 1500 X 1000 0 500
SCHOOL SPECIALTY INC COM 807863105 397359 15888 X 15888 0 0
SCHULMAN A INC COM 808194104 28369 1637 X 37 0 1600
SCHULMAN A INC COM 808194104 109647 6327 X 6327 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1621550 186385 X 174639 0 11746
SCHWAB CHARLES CORP NEW COM 808513105 62466 7180 X 6180 0 1000
SCHWEITZER-MAUDUIT INTL INC COM 808541106 379518 17776 X 10326 0 7450
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2776 130 X 120 0 10
SCIENTIFIC ATLANTA 808655104 4464256 356855 X 332014 0 24841
SCIENTIFIC ATLANTA 808655104 82566 6600 X 5100 0 1500
SCIENTIFIC GAMES CORP CL A COM 80874P109 2068800 308730 X 303000 0 5730
SCIENTIFIC TECH INC COM 808799209 3999 1000 X 1000 0 0
SCIOS NOVA INC COM 808905103 9871622 387883 X 307980 0 79903
SCM MICROSYSTEMS COM 784018103 42254 10700 X 10700 0 0
SCOTTS CO CL A COM 810186106 3049207 73140 X 64640 0 8500
SCOTTS CO CL A COM 810186106 437745 10500 X 0 0 10500
SCP POOL CORP COM 784028102 900281 32845 X 20745 0 12100
SCPIE HLDGS INC COM 78402P104 32640 6400 X 6400 0 0
SCRIPPS CO (E.W.) CLASS A 811054204 363825 5250 X 400 0 4850
SEA CONTAINERS LTD CL A COM 811371707 535 50 X 50 0 0
SEABULK INTERNATIONAL INC COM 81169P101 570 100 X 100 0 0
SEACHANGE INTERNATIONAL COM 811699107 2458361 357840 X 357033 0 807
SEACOAST BANKING CORP FL COM 811707306 229182 11949 X 11949 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 608462 30317 X 16600 0 13717
SEACOAST FINL SVCS CORP COM 81170Q106 110385 5500 X 5500 0 0
SEACOR SMIT INC COM 811904101 614850 15000 X 13800 0 1200
SEACOR SMIT INC COM 811904101 6149 150 X 150 0 0
SEALED AIR CORP NEW COM 81211K100 242118 14335 X 11876 0 2459
SEALED AIR CORP NEW COM 81211K100 27362 1620 X 1460 0 160
SEARS ROEBUCK & CO COM 812387108 3578757 91763 X 55325 0 36438
SEARS ROEBUCK & CO COM 812387108 977184 25056 X 24701 0 355
SEATTLE GENETICS INCCOM 812578102 3220 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 117157 5920 X 5920 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 17811 900 X 900 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 9302 450 X 450 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 10335 500 X 500 0 0
SECTOR SPDR INDUSTRIAL SELECT INDEX 81369Y704 9760 500 X 500 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 33716 2850 X 2850 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 36496 3085 X 2400 0 685
SECURE COMPUTING CORP COM 813705100 1485344 464170 X 461070 0 3100
SEEC INC COM 784110108 1360 2000 X 2000 0 0
SEGUE SOFTWARE INC COM 815807102 38220 36400 X 0 0 36400
SEI INVESTMENT CO COM 784117103 625226 26182 X 26182 0 0
SEI INVESTMENT CO COM 784117103 59700 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
------------------------------
SEITEL INC NEW 816074306 2625 3500 X 0 0 3500
SELECT COMFORT CORP COM 81616X103 39975 6500 X 6500 0 0
SELECTIVE INS GROUP INC 816300107 12301092 566088 X 360300 0 205788
SELECTIVE INS GROUP INC 816300107 1418317 65270 X 65270 0 0
SEMCO ENERGY INC COM 78412D109 5446 700 X 0 0 700
SEMPRA ENERGY COM 816851109 3035807 154494 X 95628 0 58866
SEMPRA ENERGY COM 816851109 558040 28399 X 7479 0 20920
SEMTECH CORP COM 816850101 185532 19127 X 3177 0 15950
SEMTECH CORP COM 816850101 27160 2800 X 2800 0 0
SENECA FOODS CORP CL A COM 817070501 5588 400 X 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 40147 1900 X 1900 0 0
SEPRACOR INC COM 817315104 52924 10100 X 10100 0 0
SEPRACOR INC COM 817315104 1048 200 X 200 0 0
SEQUENOM INC COM 817337108 1848 1200 X 1200 0 0
SERENA SOFTWARE COM 817492101 340680 28390 X 27500 0 890
SEROLOGICALS CORP COM 817523103 4067748 303790 X 241190 0 62600
SERVICE CORP INTERNATIONAL 817565104 18900 5400 X 1500 0 3900
SERVICE CORP INTERNATIONAL 817565104 31259 8931 X 8931 0 0
SERVICEMASTER CO COM 81760N109 477020 43965 X 29778 0 14187
SERVICEMASTER CO COM 81760N109 1140509 105116 X 105116 0 0
SFBC INTL INC COM 784121105 10779 1000 X 1000 0 0
SHAW GROUP INC COM 820280105 13029210 917550 X 731750 0 185800
SHAW GROUP INC COM 820280105 73840 5200 X 4600 0 600
SHELBOURNE PPTYS I INC COM 821373107 4695 82 X 82 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 192812 3800 X 3800 0 0
SHERWIN WILLIAMS CO COM 824348106 12971288 547774 X 538112 0 9662
SHERWIN WILLIAMS CO COM 824348106 1402140 59212 X 59062 0 150
SHOE CARNIVAL INC COM 824889109 91200 6400 X 0 0 6400
SHOPKO STORES INC COM 824911101 257282 19700 X 13500 0 6200
SHUFFLE MASTER INC COM 825549108 225181 12100 X 12100 0 0
SICOR INC COM 825846108 1784133 117300 X 116400 0 900
SIEBEL SYSTEMS INC COM 826170102 6912552 1202183 X 1160448 0 41735
SIEBEL SYSTEMS INC COM 826170102 818973 142430 X 133900 250 8280
SIERRA HEALTH SVCS INC COM 826322109 374946 20900 X 18450 0 2450
SIERRA PACIFIC RESOURCES COM NEW 826428104 43841 7187 X 1387 0 5800
SIERRA PACIFIC RESOURCES COM NEW 826428104 102864 16863 X 1863 0 15000
SIGMA ALDRICH CORP COM 826552101 6186390 125561 X 117198 0 8363
SIGMA ALDRICH CORP COM 826552101 2737441 55560 X 50020 3640 1900
SILGAN HOLDINGS INC COM 827048109 1574296 55355 X 55355 0 0
SILICON GRAPHICS INC COM 827056102 328 400 X 400 0 0
SILICON LABORATORIES INC COM 826919102 21996 1200 X 0 0 1200
SILICON LABORATORIES INC COM 826919102 42159 2300 X 0 0 2300
SILICON STORAGE TECHNOLOGY COM 827057100 7820 2000 X 2000 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
------------------------------
SILICON VY BANCSHARES COM 827064106 2542886 150200 X 101800 0 48400
SILICONE IMAGE INC COM 82705T102 4090 1000 X 0 0 1000
SIMPSON MFG INC COM 829073105 524213 16700 X 16700 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 5292721 386330 X 261900 0 124430
SIRIUS SATELLITE RADIO INC COM 82966U103 1450 1450 X 1450 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 750 750 X 750 0 0
SITEL CORP COM 82980K107 1750 1000 X 1000 0 0
SIX FLAGS INC COM 83001P109 183744 52200 X 52200 0 0
SIZELER PROPERTY INVESTORS COM 830137105 8048 800 X 0 0 800
SKECHERS U S A INC COM CL A 830566105 56954 5970 X 5970 0 0
SKYLINE CORP COM 830830105 193049 7100 X 5700 0 1400
SKYWEST INC COM 830879102 3061208 233680 X 232180 0 1500
SKYWORKS SOLUTIONS INC COM 83088M102 436162 96283 X 95583 0 700
SKYWORKS SOLUTIONS INC COM 83088M102 38414 8480 X 5991 0 2489
SLADES FERRY BANCORP COM 830896106 93143 6779 X 6779 0 0
SLADES FERRY BANCORP COM 830896106 167037 12157 X 12157 0 0
SLM CORP COM 78442P106 7548066 81040 X 63655 0 17385
SLM CORP COM 78442P106 1254223 13466 X 9416 0 4050
SMITH A O CORP COM 831865209 574084 20200 X 17600 0 2600
SMITH INTERNATIONAL INC 832110100 41944808 1431075 X 1379080 0 51995
SMITH INTERNATIONAL INC 832110100 6464438 220554 X 201294 150 19110
SMITHFIELD FOODS INC 832248108 1059750 67500 X 58200 0 9300
SMITHFIELD FOODS INC 832248108 15700 1000 X 1000 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 5364801 426794 X 372744 0 54050
SMURFIT-STONE CONTAINER CORP COM 832727101 43995 3500 X 3250 0 250
SNAP ON INC COM 833034101 1540970 67057 X 54503 0 12554
SOFTNET SYS INC COM 833964109 1150 500 X 0 0 500
SOLA INTL INC COM 834092108 170850 17000 X 16700 0 300
SOLECTRON CORP COM 834182107 312860 148275 X 78944 0 69331
SOLECTRON CORP COM 834182107 68913 32660 X 25960 0 6700
SOLUTIA INC COM 834376105 298339 57153 X 20193 0 36960
SOLUTIA INC COM 834376105 112825 21614 X 21614 0 0
SOMANETICS CORP COM 834445405 8750 5000 X 5000 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 10620 600 X 600 0 0
SONIC CORP COM 835451105 3292328 142525 X 141625 0 900
SONIC FDRY INC COM 83545R108 148 200 X 200 0 0
SONIC SOLUTIONS COM 835460106 9022 1300 X 500 0 800
SONIC SOLUTIONS COM 835460106 6940 1000 X 1000 0 0
SONICWALL INC COM 835470105 38500 14000 X 0 0 14000
SONOCO PRODUCTS CO SO CAROLINA 835495102 12194115 572225 X 531447 0 40778
SONOCO PRODUCTS CO SO CAROLINA 835495102 5157510 242023 X 238803 0 3220
SONOSIGHT INC COM 83568G104 442152 38515 X 38228 0 287
SONUS NETWORKS INC COM 835916107 357 1700 X 1300 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
------------------------------
SOS STAFFING SVCS INC COM 78462X104 603042 1076860 X 733060 0 343800
SOS STAFFING SVCS INC COM 78462X104 2240 4000 X 4000 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 700 100 X 100 0 0
SOURCE INTERLINK COS INC COM 836151209 962963 179993 X 178593 0 1400
SOURCECORP INC COM 836167106 1933848 94750 X 94250 0 500
SOUTH FINANCIAL GRP INC COM 837841105 579975 27500 X 27500 0 0
SOUTH FINANCIAL GRP INC COM 837841105 4218 200 X 200 0 0
SOUTH JERSEY IND INC COM 838518108 7542892 230952 X 141552 0 89400
SOUTH JERSEY IND INC COM 838518108 154384 4727 X 4727 0 0
SOUTHERN COMPANY COM 842587107 9443524 328128 X 274255 0 53873
SOUTHERN COMPANY COM 842587107 3444189 119673 X 104058 0 15615
SOUTHERN UN CO NEW COM 844030106 516060 45669 X 38162 0 7507
SOUTHERN UN CO NEW COM 844030106 178811 15824 X 15824 0 0
SOUTHTRUST CORP COM 844730101 1371459 56555 X 49437 0 7118
SOUTHTRUST CORP COM 844730101 223003 9196 X 7696 0 1500
SOUTHWEST AIRLINES COM 844741108 3177472 243298 X 218580 0 24718
SOUTHWEST AIRLINES COM 844741108 1207306 92443 X 81733 0 10710
SOUTHWEST BANCORP OF TEXAS COM 84476R109 945568 25970 X 25570 0 400
SOUTHWEST GAS CORP COM 844895102 16777613 754050 X 500150 0 253900
SOUTHWEST GAS CORP COM 844895102 28925 1300 X 1300 0 0
SOUTHWEST WTR CO COM 845331107 2852 200 X 200 0 0
SOUTHWESTERN ENERGY COM 845467109 210000 17500 X 17500 0 0
SOUTHWESTERN ENERGY COM 845467109 54000 4500 X 4500 0 0
SOVEREIGN BANCORP INC COM 845905108 2558380 198324 X 171524 0 26800
SOVEREIGN BANCORP INC COM 845905108 692008 53644 X 11644 0 42000
SPANISH BROADCASTING SYSTEMS COM 846425882 11135 1700 X 0 0 1700
SPARTECH CORP COM NEW 847220209 6036948 285300 X 202600 0 82700
SPECTRALINK CORP COM 847580107 22760 4000 X 3000 0 1000
SPECTRASITE HLDGS INC COM 84760T100 35 500 X 500 0 0
SPECTRIAN CORP COM 847608106 295 100 X 100 0 0
SPEECHWORKS INTL COM 84764M101 39222 17053 X 17053 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2355 100 X 100 0 0
SPHERION CORP COM 848420105 7492000 1062695 X 731995 0 330700
SPHERION CORP COM 848420105 5640 800 X 800 0 0
SPHERIX INC COM 84842R106 10410 1500 X 1500 0 0
SPINNAKER EXPL CO COM 84855W109 4888328 170325 X 168625 0 1700
SPINNAKER EXPL CO COM 84855W109 8610 300 X 300 0 0
SPORTS AUTH INC COM 849176102 13134 2200 X 0 0 2200
SPRINT CORP COM 852061100 2145471 235249 X 159448 0 75801
SPRINT CORP COM 852061100 845579 92717 X 90345 0 2372
SPRINT CORP PCS GROUP COM 852061506 256013 130619 X 108442 0 22177
SPRINT CORP PCS GROUP COM 852061506 76375 38967 X 38151 0 816
SPS TECHNOLOGIES INC COM 784626103 224370 9000 X 9000 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
------------------------------
SPSS INC COM 78462K102 1817103 157053 X 155649 0 1404
SPX CORP COM 784635104 5261229 52143 X 46976 0 5167
SPX CORP COM 784635104 147617 1463 X 1463 0 0
SRA INTERNATIONAL INC CL A COM 78464R105 132557 4630 X 700 0 3930
SS&C TECHNOLOGIES INC COM 85227Q100 4770 600 X 0 0 600
ST JOE CO COM 790148100 3639198 131855 X 81755 0 50100
ST JOE CO COM 790148100 57960 2100 X 2100 0 0
ST JUDE MEDICAL INC COM 790849103 16192949 453584 X 432360 0 21224
ST JUDE MEDICAL INC COM 790849103 704861 19744 X 19744 0 0
ST MARY LD & EXPL CO COM 792228108 3139026 131340 X 130540 0 800
STAAR SURGICAL CO COM NEW PAR $0.01 852312305 2310 1000 X 1000 0 0
STANCORP FINANCIAL GROUP COM 852891100 52900 1000 X 0 0 1000
STANCORP FINANCIAL GROUP COM 852891100 10580 200 X 0 0 200
STANDARD COMMERCIAL CORP COM 853258101 8370 500 X 0 0 500
STANDARD COMMERCIAL CORP COM 853258101 34317 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 4999 1000 X 0 0 1000
STANDARD MICROSYSTEMS CORP COM 853626109 227687 14900 X 14400 0 500
STANDARD MOTOR PRODUCTS INC COM 853666105 92966 8600 X 8600 0 0
STANDARD PAC CORP NEW COM 85375C101 598528 25600 X 23500 0 2100
STANDARD REGISTER CO COM 853887107 458400 19100 X 19100 0 0
STANDEX INTL CORP COM 854231107 168324 8300 X 6600 0 1700
STANDEX INTL CORP COM 854231107 33665 1660 X 1660 0 0
STANLEY FURNITURE INC COM 854305208 99403 4680 X 4680 0 0
STANLEY WKS COM 854616109 3850650 117865 X 112541 0 5324
STANLEY WKS COM 854616109 8310921 254390 X 190155 0 64235
STAPLES INC COM 855030102 41241982 3224549 X 3149629 0 74920
STAPLES INC COM 855030102 3351773 262062 X 257652 0 4410
STAR SCIENTIFIC INC COM 85517P101 12800 10000 X 10000 0 0
STARBUCKS CORP COM 855244109 8538252 413675 X 398232 0 15443
STARBUCKS CORP COM 855244109 126668 6137 X 4697 0 1440
STARRETT LS CO CL A COM 855668109 371304 24300 X 24300 0 0
STARRETT LS CO CL A COM 855668109 102070 6680 X 6680 0 0
STARTECH ENVIRONMENTAL COM 855906103 5177 2800 X 2800 0 0
STARTECH ENVIRONMENTAL COM 855906103 1849 1000 X 1000 0 0
STARTEK INC COM 85569C107 211296 9600 X 9600 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 1371785 61515 X 20161 0 41354
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 333073 14936 X 14936 0 0
STATE BANCORP INC NY COM 855716106 138894 7825 X 0 0 7825
STATE STREET CORP COM 857477103 12448185 322158 X 302806 0 19352
STATE STREET CORP COM 857477103 12015185 310952 X 304702 0 6250
STATEN IS BANCORP INC COM 857550107 795180 45700 X 44100 0 1600
STATEN IS BANCORP INC COM 857550107 191504 11006 X 11006 0 0
STATION CASINOS INC COM 857689103 3779622 222200 X 220600 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
------------------------------
STEAK N SHAKE CO COM 857873103 2651000 241000 X 175200 0 65800
STEEL DYNAMICS INC COM 858119100 435897 33300 X 32400 0 900
STEEL TECHNOLOGIES INC COM 858147101 115328 6800 X 6500 0 300
STEIN MART INC COM 858375108 165856 28400 X 28400 0 0
STEMCELLS INC COM 85857R105 750 1000 X 1000 0 0
STEMCELLS INC COM 85857R105 1553 2070 X 2070 0 0
STERICYCLE INC COM 858912108 3814236 112448 X 109238 0 3210
STERICYCLE INC COM 858912108 172992 5100 X 0 0 5100
STERIS CORP COM 859152100 98893 3970 X 3970 0 0
STERLING BANCORP COM 859158107 72958 2750 X 0 0 2750
STERLING BANCSHARES INC / TX COM 858907108 468363 35835 X 35035 0 800
STEWART & STEVENSON SVCS INC COM 860342104 97930 10000 X 10000 0 0
STEWART ENTERPRISES INC COM 860370105 13260 2600 X 0 0 2600
STEWART INFORMATION SVCS CORP COM 860372101 262605 12300 X 12300 0 0
STILLWATER MINING CO COM 86074Q102 177000 29500 X 29500 0 0
STILWILL FINANCIAL INC COM 860831106 3376269 279724 X 270993 0 8731
STILWILL FINANCIAL INC COM 860831106 534942 44320 X 44320 0 0
STONE ENERGY CORP COM 861642106 630500 19400 X 18000 0 1400
STONERIDGE INC COM 86183P102 10200 600 X 0 0 600
STORAGE COMPUTER CORP COM 86211A101 240 1000 X 1000 0 0
STORAGE TECHNOLOGY CORP COM 862111200 2058909 195900 X 150000 0 45900
STORAGE TECHNOLOGY CORP COM 862111200 4204 400 X 400 0 0
STORAGENETWORKS INC COM 86211E103 13460 10768 X 10768 0 0
STORAGENETWORKS INC COM 86211E103 563 450 X 450 0 0
STRATEX NETWORKS INC COM 86279T109 69732 59600 X 55800 0 3800
STRATEX NETWORKS INC COM 86279T109 1638 1400 X 0 0 1400
STRATOS LIGHTWAVE INC COM 863100103 1999 5553 X 1453 0 4100
STRATTEC SEC CORP COM 863111100 10204 200 X 200 0 0
STRATUS PROPERTIES INC COM 863167201 270 30 X 30 0 0
STRAYER EDUCATION INC COM 863236105 71388 1200 X 0 0 1200
STRIDE-RITE CORP 863314100 280805 35500 X 35500 0 0
STRIDE-RITE CORP 863314100 712216 90040 X 90040 0 0
STRYKER CORP COM 863667101 6324941 109808 X 105583 0 4225
STRYKER CORP COM 863667101 4592621 79733 X 59584 0 20149
STURM RUGER & CO INC 864159108 229360 18800 X 18800 0 0
STURM RUGER & CO INC 864159108 19520 1600 X 1000 0 600
SUFFOLK BANCORP COM 864739107 51520 1600 X 0 0 1600
SUMMIT BANCSHARES INC TX COM 866011109 42100 2000 X 2000 0 0
SUN HYDRAULICS COM 866942105 40750 5000 X 5000 0 0
SUN HYDRAULICS COM 866942105 4075 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 2924175 1129025 X 961379 0 167646
SUN MICROSYSTEMS INC COM 866810104 1493964 576820 X 441645 1175 134000
SUNGARD DATA SYS INC COM 867363103 2211446 113699 X 41250 0 72449
SUNGARD DATA SYS INC COM 867363103 832927 42824 X 18414 0 24410
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
SUNOCO INC COM 86764P109 307753 10204 X 7509 0 2695
SUNOCO INC COM 86764P109 156892 5202 X 5202 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 328185 15300 X 15300 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 21879 1020 X 1020 0 0
SUNTRUST BANKS INC COM 867914103 13197789 214668 X 185696 0 28972
SUNTRUST BANKS INC COM 867914103 6797844 110570 X 108216 0 2354
SUPERGEN INC COM 868059106 1557 900 X 0 0 900
SUPERIOR FINANCIAL CORP COM 868161100 8933196 475170 X 313842 0 161328
SUPERIOR FINANCIAL CORP COM 868161100 188000 10000 X 10000 0 0
SUPERIOR INDS INTL INC COM 868168105 150656 3200 X 400 0 2800
SUPERTEX INC COM 868532102 169780 16325 X 8500 0 7825
SUPERVALU INC 868536103 662893 41046 X 19943 0 21103
SUPERVALU INC 868536103 287147 17780 X 16330 0 1450
SUREBEAM CORP CL A COM 86866R102 10847 6026 X 6026 0 0
SUREBEAM CORP CL A COM 86866R102 502 279 X 279 0 0
SURGICARE INC COM 868823105 76 200 X 200 0 0
SURMODICS INC COM 868873100 4416030 139000 X 138500 0 500
SUSQUEHANNA BANCSHARES INC PA COM 869099101 604035 27900 X 26900 0 1000
SWIFT ENERGY CO COM 870738101 221104 21260 X 21260 0 0
SWIFT TRANSN INC COM 870756103 139776 8960 X 8960 0 0
SWIFT TRANSN INC COM 870756103 109200 7000 X 0 0 7000
SWITCHBOARD INC COM 871045100 89096 51800 X 0 0 51800
SWS GROUP INC COM 78503N107 163244 13326 X 13326 0 0
SYBASE INC COM 871130100 11106280 955790 X 688458 0 267332
SYBASE INC COM 871130100 69395 5972 X 1489 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 362341 25900 X 25900 0 0
SYCAMORE NETWORKS COM 871206108 50111 21324 X 21324 0 0
SYCAMORE NETWORKS COM 871206108 10810 4600 X 4600 0 0
SYKES ENTERPRISES INC COM 871237103 5473 1300 X 0 0 1300
SYKES ENTERPRISES INC COM 871237103 25260 6000 X 6000 0 0
SYLVAN LEARNING SYS INC COM 871399101 1537741 112408 X 106095 0 6313
SYLVAN LEARNING SYS INC COM 871399101 82148 6005 X 705 0 5300
SYMANTEC CORP COM 871503108 651413 19370 X 18910 0 460
SYMBOL TECHNOLOGIES INC COM 871508107 509073 66372 X 34324 0 32048
SYMBOL TECHNOLOGIES INC COM 871508107 178604 23286 X 23286 0 0
SYMMETRICOM INC COM 871543104 38784 15150 X 15150 0 0
SYMS CORP 871551107 690 100 X 100 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 110197 10525 X 0 0 10525
SYNAPTICS INC COM 87157D109 962 200 X 200 0 0
SYNAVANT INC COM 87157A105 503 621 X 621 0 0
SYNAVANT INC COM 87157A105 979 1209 X 1159 0 50
SYNCOR INTL CORP COM 87157J106 542659 16900 X 16900 0 0
SYNERGY BRANDS INC COM 87159E303 810 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
------------------------------
SYNOPSYS INC 871607107 57759 1514 X 505 0 1009
SYNOPSYS INC 871607107 64016 1678 X 1628 0 50
SYNOVUS FINL CORP 87161C105 661448 32078 X 30470 0 1608
SYNOVUS FINL CORP 87161C105 463950 22500 X 22500 0 0
SYNTROLEUM CORP COM 871630109 664 400 X 400 0 0
SYSCO CORP COM 871829107 69612592 2452011 X 2365580 0 86431
SYSCO CORP COM 871829107 30443108 1072318 X 983334 600 88384
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 428400 61200 X 23400 0 37800
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 4200 600 X 0 0 600
S1 CORP COM 78463B101 213328 39800 X 4000 0 35800
S1 CORPORATION COM 78463B101 3923922 732075 X 732075 0 0
T ROWE PRICE GROUP INC COM 74144T108 1190567 47699 X 45532 0 2167
T ROWE PRICE GROUP INC COM 74144T108 69888 2800 X 1800 0 1000
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 977300 33700 X 25200 0 8500
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 20300 700 X 700 0 0
TALBOTS INC COM 874161102 1168552 41734 X 33350 0 8384
TALBOTS INC COM 874161102 55160 1970 X 1720 0 250
TALK AMER HLDGS INC COM 87426R103 1160 500 X 500 0 0
TALX CORP COM 874918105 125115 9500 X 9500 0 0
TANNING TECHNOLOGY CORP COM 87588P101 7691 11310 X 11310 0 0
TANOX INC COM 87588Q109 9450 900 X 0 0 900
TARGET CORP COM 87612E106 154980148 5250005 X 5011459 0 238546
TARGET CORP COM 87612E106 41623141 1409998 X 1344727 1225 64046
TASTY BAKING CO COM 876553306 23906 1875 X 1875 0 0
TB WOODS CORP COM 872226105 1959284 288130 X 193297 0 94833
TBC CORP COM 872180104 155550 15000 X 14400 0 600
TCF FINL CORP COM 872275102 421184 9950 X 1150 0 8800
TCF FINL CORP COM 872275102 50796 1200 X 1200 0 0
TECH DATA CORP COM 878237106 330924 12535 X 0 0 12535
TECH DATA CORP COM 878237106 59743 2263 X 2175 0 88
TECHNE CORP COM 878377100 1462762 44610 X 28435 0 16175
TECHNE CORP COM 878377100 19674 600 X 600 0 0
TECHNITROL INC COM 878555101 6450925 431500 X 311900 0 119600
TECHNITROL INC COM 878555101 179400 12000 X 12000 0 0
TECHNOLOGY RESH CORP COM 878727304 30857 22667 X 22667 0 0
TECO ENERGY INC COM 872375100 5705335 359278 X 354878 0 4400
TECO ENERGY INC COM 872375100 5487747 345576 X 331701 0 13875
TECUMSEH PRODS CO CL A COM 878895200 250082 5960 X 5000 0 960
TEJON RANCH CO COM 879080109 121950 5000 X 5000 0 0
TEKELEC COM 879101103 56958 6600 X 0 0 6600
TEKTRONIX INC COM 879131100 1811835 110276 X 98720 0 11556
TEKTRONIX INC COM 879131100 46826 2850 X 2250 0 600
TELAXIS COMM CORP COM 879202109 2700 10000 X 10000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 404242 22260 X 22260 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 40006 2203 X 2044 0 159
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
TELEFLEX INC COM 879369106 292441 6416 X 6116 0 300
TELEFLEX INC COM 879369106 18232 400 X 400 0 0
TELEPHONE & DATA SYS INC COM 879433100 630625 12500 X 12000 0 500
TELETECH HOLDINGS INC COM 879939106 6250 1000 X 1000 0 0
TELIK INC COM 87959M109 4952 400 X 0 0 400
TELLABS INC COM 879664100 750036 184284 X 108562 0 75722
TELLABS INC COM 879664100 161579 39700 X 38950 0 750
TELLIUM INC COM 87967E107 190 500 X 500 0 0
TEMPLE-INLAND INC COM 879868107 467578 12104 X 4774 0 7330
TEMPLE-INLAND INC COM 879868107 208834 5406 X 5188 0 218
TENET HEALTHCARE CORP COM 88033G100 93242606 1883689 X 1761146 0 122543
TENET HEALTHCARE CORP COM 88033G100 4087364 82573 X 77481 50 5042
TENNANT CO COM 880345103 62274 1925 X 25 0 1900
TENNANT CO COM 880345103 64700 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 1040 247 X 47 0 200
TENNECO AUTOMOTIVE INC COM 880349105 3755 892 X 892 0 0
TERADYNE COM 880770102 6361786 662686 X 637736 0 24950
TERADYNE COM 880770102 147360 15350 X 5350 0 10000
TERAYON COMMUNICATION SYS COM 880775101 19012 8195 X 8195 0 0
TERAYON COMMUNICATION SYS COM 880775101 23200 10000 X 0 0 10000
TEREX CORP NEW 880779103 14593387 863514 X 559560 0 303954
TEREX CORP NEW 880779103 11070 655 X 455 0 200
TESORO PETROLEUM CORP 881609101 14560 5200 X 200 0 5000
TETRA TECH INC COM 88162G103 3861567 483300 X 352200 0 131100
TETRA TECHNOLOGIES INC DEL COM 88162F105 300437 14910 X 9600 0 5310
TEXAS BIOTECHNOLOGY CORP COM 88221T104 1224 400 X 400 0 0
TEXAS INDUSTRIES INC 882491103 415674 17120 X 14120 0 3000
TEXAS INDUSTRIES INC 882491103 80367 3310 X 3310 0 0
TEXAS INSTRUMENTS COM 882508104 94741353 6414445 X 6079423 0 335022
TEXAS INSTRUMENTS COM 882508104 18493517 1252100 X 1108237 1200 142663
TEXTRON INC COM 883203101 19768725 579728 X 533494 0 46234
TEXTRON INC COM 883203101 4968541 145705 X 136340 425 8940
TF FINL CORP COM 872391107 20660 1000 X 0 0 1000
THERAGENICS CORP COM 883375107 89320 20300 X 20300 0 0
THERMA-WAVE INC COM 88343A108 23187 29350 X 29350 0 0
THERMO ELECTRON CORPORATION COM 883556102 3367234 208756 X 141784 0 66972
THERMO ELECTRON CORPORATION COM 883556102 1554206 96355 X 91743 0 4612
THIRD WAVE TECHNOLOGIES COM 88428W108 1485 1100 X 1100 0 0
THOMAS & BETTS CORP COM 884315102 725269 51474 X 41492 0 9982
THOMAS & BETTS CORP COM 884315102 722930 51308 X 51308 0 0
THOMAS INDS INC COM 884425109 11729160 472950 X 327825 0 145125
THOMAS NELSON INC 640376109 86240 9800 X 9800 0 0
THOR INDS INC COM 885160101 674344 19400 X 19400 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
------------------------------
THORATEC CORPORATION COM 885175307 12295229 1568269 X 1245895 0 322374
THORNBURG MORTGAGE INC COM 885218107 18790 1000 X 1000 0 0
THORNBURG MORTGAGE INC COM 885218107 56370 3000 X 3000 0 0
THQ INC COM 872443403 558480 26850 X 26850 0 0
THREE RIVERS BANCORP INC COM 88562Q107 6816 426 X 426 0 0
THREE-FIVE SYSTEMS INC 88554L108 68208 14700 X 14700 0 0
TIBCO SOFTWARE INC COM 88632Q103 11625 3100 X 100 0 3000
TICKETMASTER CL B 88633P203 74725 4900 X 4900 0 0
TICKETS.COM INC COM 88633M200 488 625 X 625 0 0
TIDEWATER INC COM 886423102 125369 4645 X 45 0 4600
TIDEWATER INC COM 886423102 91766 3400 X 3400 0 0
TIFFANY & CO NEW 886547108 613155 28612 X 26872 0 1740
TIFFANY & CO NEW 886547108 53575 2500 X 2500 0 0
TIMBERLINE SOFTWARE CORP COM 887134104 19160 4000 X 4000 0 0
TIME WARNER TELECOM CL A COM 887319101 24397 30120 X 30020 0 100
TIMKEN CO COM 887389104 744069 44422 X 42360 0 2062
TITAN CORP COM 888266103 82848 8630 X 8630 0 0
TITAN CORP COM 888266103 3840 400 X 400 0 0
TITAN INTL INC COM 88830M102 36778 14200 X 14200 0 0
TIVO INC COM 888706108 4320 1200 X 1200 0 0
TJX COS INC NEW COM 872540109 36938263 2172839 X 2008849 0 163990
TJX COS INC NEW COM 872540109 2962046 174238 X 148438 0 25800
TMP WORLDWIDE INC COM 872941109 115011 12779 X 10997 0 1782
TOLL BROS INC COM 889478103 1199505 55175 X 32100 0 23075
TOLL BROS INC COM 889478103 134788 6200 X 0 0 6200
TOLLGRADE COMMUNICATIONS INC COM 889542106 144579 18512 X 18474 0 38
TOM BROWN INC COM 115660201 3487899 152310 X 151410 0 900
TOMPKINS TRUSTCO INC COM 890110109 639982 14918 X 6998 0 7920
TOMPKINS TRUSTCO INC COM 890110109 92578 2158 X 2158 0 0
TOO INC COM 890333107 9708738 417042 X 336342 0 80700
TOO INC COM 890333107 2654 114 X 114 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 9005 303 X 200 0 103
TOOTSIE ROLL INDUSTRIES COM 890516107 1029174 34629 X 8970 0 25659
TOPPS INC COM 890786106 5306472 615600 X 399400 0 216200
TORCH ENERGY ROYALTY TRUST COM 891013104 1925 500 X 500 0 0
TORCHMARK CORP COM 891027104 9687632 282768 X 258668 0 24100
TORCHMARK CORP COM 891027104 1687785 49264 X 48364 0 900
TORO CO COM 891092108 579375 10300 X 9400 0 900
TOTAL SYS SVCS INC COM 891906109 3945 300 X 300 0 0
TOUCH AMER HLDGS INC COM 891539108 13268 21400 X 21400 0 0
TOUCH AMER HLDGS INC COM 891539108 9362 15100 X 14300 0 800
TOWER AUTOMOTIVE INC COM 891707101 335516 50077 X 45400 0 4677
TOWER AUTOMOTIVE INC COM 891707101 9012 1345 X 945 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
------------------------------
TOYS-R-US INC 892335100 3534323 347183 X 325235 0 21948
TOYS-R-US INC 892335100 21989 2160 X 2160 0 0
TRANSACTION SYS ARCHITECTS INC COM A 893416107 9920 1600 X 0 0 1600
TRANSATLANTIC HLDG INC COM 893521104 2577662 38791 X 38579 0 212
TRANSATLANTIC HLDG INC COM 893521104 1052435 15838 X 13238 0 2600
TRANSKARYOTIC THERAPIES INC COM 893735100 2419407 74650 X 74150 0 500
TRANSKARYOTIC THERAPIES INC COM 893735100 103712 3200 X 0 0 3200
TRANSPRO INC COM 893885103 19600 4000 X 0 0 4000
TRANSTECHNOLOGY CORP 893889105 44078 3265 X 3265 0 0
TRANSWITCH CORP COM 894065101 2091 5100 X 600 0 4500
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 8499401 643894 X 511869 1 132024
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 2217481 167991 X 152798 1802 13391
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 10108804 747140 X 690562 3 56575
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 3955238 292331 X 275354 108 16869
TRAVIS BOATS & MOTORS INC COM 894363100 8466 7120 X 7120 0 0
TRC COS INC COM 872625108 126653 7385 X 7385 0 0
TRC COS INC COM 872625108 5145 300 X 300 0 0
TREDEGAR CORPORATION 894650100 438850 26200 X 26200 0 0
TREMONT CORP COM 894745207 22407 700 X 700 0 0
TRENWICK GROUP LTD COM G9032C109 153650 29548 X 29548 0 0
TRENWICK GROUP LTD COM G9032C109 29640 5700 X 0 0 5700
TREX COMPANY INC COM 89531P105 5468 200 X 0 0 200
TRIAD GTY INC COM 895925105 10446 300 X 0 0 300
TRIAD HOSPS INC COM 89579K109 196126 5168 X 268 0 4900
TRIANGLE PHARMACEUTICALS COM 89589H104 38621 14304 X 14304 0 0
TRIARC COS INC CL A COM 895927101 322175 14199 X 11099 0 3100
TRIBUNE CO NEW COM 896047107 24147993 577565 X 559606 0 17959
TRIBUNE CO NEW COM 896047107 24422266 584125 X 550082 0 34043
TRIMBLE NAV LTD 896239100 196020 19800 X 19800 0 0
TRIMERIS INC COM 896263100 11163 250 X 250 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 39360 11150 X 5150 0 6000
TRITON PCS HOLDINGS INC CL A COM 89677M106 78218 37425 X 0 0 37425
TRIUMPH GROUP INC COM 896818101 319200 11400 X 10800 0 600
TRIZETTO GROUP INC COM 896882107 1110640 223020 X 221420 0 1600
TROY FINANICIAL CORP COM 897329108 136920 5250 X 0 0 5250
TRUST CO NJ JERSEY CITY NEW COM 898304100 61080 2400 X 2400 0 0
TRUSTCO BK CORP NY 898349105 1105486 104508 X 90866 0 13642
TRUSTCO BK CORP NY 898349105 1936832 183100 X 128820 0 54280
TRUSTMARK CORP COM 898402102 9120 400 X 0 0 400
TRW INC COM 872649108 2042692 34888 X 27476 0 7412
TRW INC COM 872649108 2793479 47711 X 41189 0 6522
TULARIK INC COM 899165104 13015 1900 X 0 0 1900
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 184 202 X 202 0 0
TUPPERWARE CORP COM 899896104 312124 18780 X 8332 0 10448
TUPPERWARE CORP COM 899896104 15058 906 X 906 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
------------------------------
TURNSTONE SYSTEMS INC COM 900423104 1554 700 X 0 0 700
TWEETER HOME ENTMT GROUP INC COM 901167106 52302 7580 X 7580 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 3105 450 X 450 0 0
TXU CORP COM 873168108 15680875 375950 X 347505 0 28445
TXU CORP COM 873168108 6329451 151749 X 116516 200 35033
TYCO INTL LTD NEW COM 902124106 23900642 1695081 X 1575653 0 119428
TYCO INTL LTD NEW COM 902124106 7377599 523234 X 501467 200 21567
TYSON FOODS INC CL A COM 902494103 482052 41449 X 39649 0 1800
TYSON FOODS INC CL A COM 902494103 23842 2050 X 50 0 2000
U S INDUSTRIES INC COM 912080108 4700 2000 X 0 0 2000
U S INDUSTRIES INC COM 912080108 353 150 X 0 0 150
U.S. PLASTIC LUMBER CO COM 902948108 31792 138227 X 138227 0 0
UAL CORP COM 902549500 5992 2800 X 2700 0 100
UAL CORP COM 902549500 107 50 X 50 0 0
UCBH HLDGS INC COM 90262T308 3048904 77600 X 72700 0 4900
UGI CORPORATION COM 902681105 1097770 30200 X 26400 0 3800
UGI CORPORATION COM 902681105 324060 8915 X 8365 0 550
UICI 902737105 531702 32700 X 32700 0 0
UIL HLDG CORP COM 902748102 553481 15613 X 14950 0 663
UIL HLDG CORP COM 902748102 363930 10266 X 9766 0 500
ULTICOM INC COM 903844108 53641 9700 X 9700 0 0
ULTIMATE ELECTRONICS INC COM 903849107 943500 74000 X 73540 0 460
ULTIMATE SOFTWARE GROUP INC COM 90385D107 15250 5000 X 5000 0 0
ULTRALIFE BATTERIES INC COM 903899102 7968 2400 X 2400 0 0
ULTRATECH STEPPER INC COM 904034105 135912 16800 X 15400 0 1400
UMB FINL CORP COM 902788108 200314 5131 X 4831 0 300
UNIFIRST CORP COM 904708104 23724853 995170 X 669070 0 326100
UNION BANKSHARES INC COM 905400107 106800 4800 X 4800 0 0
UNION BANKSHARES INC COM 905400107 206970 9302 X 9302 0 0
UNION PACIFIC CORP COM 907818108 23690994 409383 X 362783 0 46600
UNION PACIFIC CORP COM 907818108 23516400 406366 X 387636 0 18730
UNION PLANTERS CORP COM 908068109 807763 29416 X 28857 0 559
UNION PLANTERS CORP COM 908068109 63268 2304 X 2304 0 0
UNIONBANCAL CORP COM 908906100 25206 600 X 0 0 600
UNISOURCE ENERGY CORP COM 909205106 349225 22900 X 22900 0 0
UNISOURCE ENERGY CORP COM 909205106 5094 334 X 334 0 0
UNISYS CORP COM 909214108 607145 86735 X 82847 0 3888
UNISYS CORP COM 909214108 145600 20800 X 20800 0 0
UNIT CORP COM 909218109 566840 29600 X 29600 0 0
UNITED BANKSHARES INC W VA COM 909907107 847092 29200 X 29200 0 0
UNITED BANKSHARES INC W VA COM 909907107 116040 4000 X 4000 0 0
UNITED FIRE & CAS CO COM 910331107 6344066 186700 X 124100 0 62600
UNITED GLOBAL COM CL A 913247508 492 300 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
------------------------------
UNITED NAT FOODS INC COM 911163103 12681009 550630 X 383181 0 167449
UNITED NATL BANCORP NJ COM 910909100 61740 3000 X 3000 0 0
UNITED NATL BANCORP NJ COM 910909100 1812604 88076 X 88076 0 0
UNITED ONLINE INC COM 911268100 7672 800 X 0 0 800
UNITED PARCEL SERVICE CL B COM 911312106 12656635 202409 X 186534 0 15875
UNITED PARCEL SERVICE CL B COM 911312106 9076167 145149 X 100726 0 44423
UNITED RENTALS INC COM 911363109 70896 8400 X 5000 0 3400
UNITED RENTALS INC COM 911363109 45888 5437 X 4182 0 1255
UNITED RETAIL GROUP INC COM 911380103 133000 28000 X 28000 0 0
UNITED STATES CELLULAR CORP COM 911684108 139766 4725 X 0 0 4725
UNITED STATIONERS INC COM 913004107 3646890 138665 X 134130 0 4535
UNITED STS STL CORP COM 912909108 923483 79542 X 76647 0 2895
UNITED STS STL CORP COM 912909108 7697 663 X 663 0 0
UNITED SURGICAL PARTNERS COM 913016309 70720 3200 X 200 0 3000
UNITED SURGICAL PARTNERS COM 913016309 83980 3800 X 0 0 3800
UNITED TECHNOLOGIES CORP COM 913017109 205515648 3638089 X 3472099 0 165990
UNITED TECHNOLOGIES CORP COM 913017109 43594406 771719 X 714146 460 57113
UNITEDHEALTH GROUP INC COM 91324P102 6326154 72531 X 43980 0 28551
UNITEDHEALTH GROUP INC COM 91324P102 3043455 34894 X 28792 0 6102
UNITIL CORP COM 913259107 55766 2054 X 2054 0 0
UNITIL CORP COM 913259107 1797764 66216 X 66216 0 0
UNITRIN INC COM 913275103 391425 12750 X 12750 0 0
UNITRIN INC COM 913275103 1501691 48915 X 48199 0 716
UNIVERSAL AUTOMOTIVE INDS COM 913378105 8600 10000 X 10000 0 0
UNIVERSAL CORP COM 913456109 14028 400 X 0 0 400
UNIVERSAL FST PRODS INC COM 913543104 255952 13600 X 13100 0 500
UNIVERSAL HEALTH SVC CL B COM 913903100 3264495 63822 X 200 0 63622
UNIVERSAL HEALTH SVC CL B COM 913903100 38874 760 X 560 0 200
UNIVISION COMMUNICATIONS INC COM 914906102 1330494 58355 X 25394 0 32961
UNIVISION COMMUNICATIONS INC COM 914906102 39216 1720 X 1470 0 250
UNOCAL CORP COM 915289102 4131112 131606 X 71953 0 59653
UNOCAL CORP COM 915289102 1287681 41022 X 39022 0 2000
UNOVA INC COM 91529B106 9840 2000 X 1100 0 900
UNOVA INC COM 91529B106 21540 4378 X 1310 0 3068
UNUMPROVIDENT CORP COM 91529Y106 33230288 1632938 X 1579230 0 53708
UNUMPROVIDENT CORP COM 91529Y106 2044585 100471 X 80260 873 19338
UQM TECHNOLOGIES INC COM 903213106 10050 3000 X 3000 0 0
URBAN OUTFITTERS INC COM 917047102 2429 100 X 0 0 100
URBAN OUTFITTERS INC COM 917047102 48580 2000 X 2000 0 0
UROLOGIX INC COM 917273104 24168 5300 X 0 0 5300
URS CORP NEW COM 903236107 268434 16200 X 16200 0 0
US BANCORP DEL COM 902973304 142226760 7654831 X 7236163 0 418668
US BANCORP DEL COM 902973304 16861406 907503 X 868534 200 38769
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
US LEC CORP CL-A COM 90331S109 1352 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 803377 99060 X 94960 0 4100
US UNWIRED INC CL A COM 90338R104 10735 15335 X 15335 0 0
USA INTERACTIVE COM 902984103 506593 26140 X 17400 0 8740
USFREIGHTWAYS CORP COM 916906100 4864128 169600 X 118800 0 50800
USG CORP COM NEW 903293405 6400 1600 X 0 0 1600
USG CORP COM NEW 903293405 800 200 X 200 0 0
UST INC COM 902911106 1851733 65641 X 57363 0 8278
UST INC COM 902911106 221025 7835 X 7835 0 0
UTI WORLDWIDE INC COM G87210103 2243463 122060 X 121260 0 800
UTSTARCOM INC COM 918076100 249665 16350 X 0 0 16350
V F CORP COM 918204108 2003618 55687 X 29774 0 25913
V F CORP COM 918204108 391642 10885 X 10735 0 150
VA SOFTWARE CORP COM 91819B105 160 190 X 190 0 0
VA SOFTWARE CORP COM 91819B105 17 20 X 20 0 0
VAIL RESORTS INC COM 91879Q109 52392 3700 X 0 0 3700
VALASSIS COMMUNICATIONS INC COM 918866104 554106 15800 X 0 0 15800
VALASSIS COMMUNICATIONS INC COM 918866104 336672 9600 X 0 0 9600
VALENCE TECHNOLOGY INC COM 918914102 9408 13250 X 13250 0 0
VALERO ENERGY CO COM 91913Y100 460340 17391 X 766 0 16625
VALERO ENERGY CO COM 91913Y100 63925 2415 X 100 0 2315
VALLEY NATIONAL BANCORP 919794107 241342 9073 X 9073 0 0
VALLEY NATIONAL BANCORP 919794107 2828511 106335 X 106335 0 0
VALMONT INDS INC 920253101 11709325 501470 X 351679 0 149791
VALSPAR CORP 920355104 9698 260 X 0 0 260
VALSPAR CORP 920355104 14920 400 X 400 0 0
VALUECLICK INC COM 92046N102 421418 193311 X 193311 0 0
VANS INC COM 921930103 22760 4000 X 0 0 4000
VARCO INTL INC DEL COM 922122106 2750244 162544 X 129834 0 32710
VARCO INTL INC DEL COM 922122106 5076 300 X 0 0 300
VARIAN INC COM 922206107 168531 6104 X 4804 0 1300
VARIAN INC COM 922206107 22088 800 X 800 0 0
VARIAN MED SYS INC COM 92220P105 407115 9470 X 1970 0 7500
VARIAN MED SYS INC COM 92220P105 163362 3800 X 3800 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 474952 28890 X 28890 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 18084 1100 X 1100 0 0
VAXGEN INC NEW COM 922390208 17702 2000 X 2000 0 0
VECTOR GROUP LTD COM 92240M108 4809695 382025 X 382025 0 0
VECTREN CORP COM 92240G101 384978 17499 X 17020 0 479
VECTREN CORP COM 92240G101 287716 13078 X 13078 0 0
VEECO INSTRS INC DEL COM 922417100 213840 19800 X 19800 0 0
VENTAS INC COM 92276F100 3353 250 X 250 0 0
VENTAS INC COM 92276F100 241 18 X 18 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
------------------------------
VERIDIAN CORP COM 92342R203 4091349 163785 X 106300 0 57485
VERISIGN INC COM 92343E102 10176 2015 X 2015 0 0
VERISIGN INC COM 92343E102 30300 6000 X 2000 0 4000
VERISITY LTD COM M97385112 203876 17075 X 0 0 17075
VERITAS DGC INC COM 92343P107 235658 21800 X 21200 0 600
VERITAS SOFTWARE CO COM 923436109 3778259 257550 X 219171 0 38379
VERITAS SOFTWARE CO COM 923436109 46915 3198 X 2998 0 200
VERITY INC COM 92343C106 347255 34900 X 24400 0 10500
VERIZON COMMUNICATIONS COM 92343V104 155004581 5648855 X 5228272 500 420083
VERIZON COMMUNICATIONS COM 92343V104 65111251 2372859 X 2244741 1100 127018
VERTEX PHARMACEUTICALS INC COM 92532F100 387661 20966 X 20966 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5547 300 X 300 0 0
VERTICALNET INC COM NEW 92532L206 95 100 X 0 0 100
VESTA INS GROUP INC COM 925391104 566250 226500 X 161400 0 65100
VIACOM INC CL A COM 925524100 5432281 133965 X 102100 0 31865
VIACOM INC CL A COM 925524100 910348 22450 X 12250 0 10200
VIACOM INC CL B COM 925524308 139771714 3446898 X 3248971 0 197927
VIACOM INC CL B COM 925524308 10094963 248951 X 215399 100 33452
VIAD CORP COM 92552R109 584768 28623 X 28623 0 0
VIAD CORP COM 92552R109 14015 686 X 400 0 286
VIANT CORP COM 92553N107 3200 2000 X 2000 0 0
VIASAT INC COM 92552V100 121590 19300 X 19300 0 0
VIASAT INC COM 92552V100 12600 2000 X 2000 0 0
VIASYS HEALTHCARE INC COM 92553Q209 625148 40594 X 22668 0 17926
VIASYS HEALTHCARE INC COM 92553Q209 134889 8759 X 8087 0 672
VICAL INC COM 925602104 2310 1000 X 1000 0 0
VICOR CORP COM 925815102 208780 29200 X 24400 0 4800
VICOR CORP COM 925815102 17160 2400 X 2400 0 0
VIGNETTE CORP COM 926734104 1196 1493 X 1493 0 0
VIISAGE TECHNOLOGY COM 92675K106 56726 14620 X 14620 0 0
VINTAGE PETE INC COM 927460105 7077240 655300 X 422600 0 232700
VINTAGE PETE INC COM 927460105 172044 15930 X 30 0 15900
VION PHARMACEUTICALS INC COM 927624106 569 1500 X 1000 0 500
VIRBAC CORPORATION COM 927649103 2540 500 X 0 0 500
VIRCO MFG CORP COM 927651109 15481 1596 X 0 0 1596
VIROLOGIC INC COM 92823R201 1490 1296 X 1296 0 0
VIROLOGIC INC COM 92823R201 138 120 X 120 0 0
VIROPHARMA INC COM 928241108 1414 1400 X 1400 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 59101 6716 X 2901 0 3815
VISHAY INTERTECHNOLOGY INC COM 928298108 17600 2000 X 2000 0 0
VISTEON CORP COM 92839U107 204921 21639 X 15899 0 5740
VISTEON CORP COM 92839U107 79378 8382 X 7898 0 484
VISUAL NETWORKS INC COM 928444108 86 100 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
------------------------------
VISX INC DEL COM 92844S105 178231 19310 X 8410 0 10900
VITAL SIGNS INC COM 928469105 261448 8800 X 8800 0 0
VITALWORKS INC COM 928483106 71610 9850 X 1250 0 8600
VITESSE SEMICONDUCTOR CORP COM 928497106 8325 12242 X 12242 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 3366 4950 X 4050 0 900
VIVUS INC COM 928551100 29843 6908 X 5008 0 1900
VOLT INFORMATION SCIENCES INC COM 928703107 157560 10400 X 10400 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 152 10 X 10 0 0
VORNADO OPERATING CO COM 92904N103 4 10 X 10 0 0
VULCAN MATERIALS CO COM 929160109 8462669 234034 X 216295 0 17739
VULCAN MATERIALS CO COM 929160109 1571297 43454 X 43454 0 0
W HOLDING CO INC COM 929251106 1781590 109300 X 108500 0 800
W P CAREY & CO LLC COM 92930Y107 312654 12607 X 12607 0 0
W P CAREY & CO LLC COM 92930Y107 517055 20849 X 20849 0 0
W.R. GRACE & CO COM 38388F108 2600 1625 X 1325 0 300
W.R. GRACE & CO COM 38388F108 480 300 X 0 0 300
WABASH NATL CORP COM 929566107 85478 15800 X 14600 0 1200
WABASH NATL CORP COM 929566107 3787 700 X 700 0 0
WACHOVIA CORP 2ND "NEW" COM 929903102 29375299 898602 X 739894 0 158708
WACHOVIA CORP 2ND "NEW" COM 929903102 14594287 446445 X 411079 0 35366
WACKENHUT CORRECTIONS CORP COM 929798106 4536 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 2907754 164652 X 163352 0 1300
WADDELL & REED FINANCIAL INC COM A 930059100 44221 2504 X 2504 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 39204 4840 X 4840 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 2940 363 X 363 0 0
WAL-MART STORES INC 931142103 196125628 3983055 X 3588798 0 394257
WAL-MART STORES INC 931142103 57466970 1167079 X 1016001 1200 149878
WALGREEN CO COM 931422109 60293845 1960138 X 1859590 0 100548
WALGREEN CO COM 931422109 34140032 1109884 X 1041334 12950 55600
WALLACE COMPUTER SERVICES INC COM 932270101 7060 400 X 400 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 28240 1600 X 1600 0 0
WALTER INDS INC COM 93317Q105 18420 1500 X 0 0 1500
WARREN BANCORP INC COM 934710104 160886 10300 X 10300 0 0
WASHINGTON FED INC COM 938824109 1104258 49485 X 45897 0 3588
WASHINGTON FED INC COM 938824109 29255 1311 X 1311 0 0
WASHINGTON MUTUAL INC COM 939322103 27537477 875039 X 701179 0 173860
WASHINGTON MUTUAL INC COM 939322103 7696775 244575 X 230729 0 13846
WASHINGTON POST CO CL B COM 939640108 90860 140 X 140 0 0
WASHINGTON POST CO CL B COM 939640108 562683 867 X 867 0 0
WASHINGTON TR BANCORP INC COM 940610108 1217050 61654 X 61654 0 0
WASHINGTON TR BANCORP INC COM 940610108 1262669 63965 X 63965 0 0
WASTE CONNECTIONS INC COM 941053100 4692823 134890 X 133990 0 900
WASTE MGMT INC DEL COM 94106L109 29604950 1269509 X 1167131 0 102378
WASTE MGMT INC DEL COM 94106L109 1632540 70006 X 67748 0 2258
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 14169 1396 X 1341 0 55
WATERS CORP COM 941848103 4141827 170797 X 86224 0 84573
WATERS CORP COM 941848103 519678 21430 X 9810 0 11620
WATSCO INC CL B COM 942622101 8498 607 X 607 0 0
WATSCO INC COM 942622200 1754996 122727 X 121227 0 1500
WATSON PHARMACEUTICALS INC COM 942683103 3607357 147179 X 143479 0 3700
WATSON PHARMACEUTICALS INC COM 942683103 39216 1600 X 1600 0 0
WATSON WYATT & CO HLDGS 942712100 554800 27740 X 27740 0 0
WATTS INDS INC CL A 942749102 296840 18100 X 18100 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 9136 992 X 992 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 44871 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 17175 11450 X 11450 0 0
WCI COMMUNITIES INC COM 92923C104 690753 54390 X 54390 0 0
WD-40 CO COM 929236107 395930 13700 X 7700 0 6000
WD-40 CO COM 929236107 89590 3100 X 3100 0 0
WEBEX COMMUNICATIONS INC COM 94767L109 34689 3100 X 3000 0 100
WEBMD CORPORATION COM 94769M105 63125 12500 X 2500 0 10000
WEBMD CORPORATION COM 94769M105 16468 3261 X 3261 0 0
WEBMETHODS INC COM 94768C108 586362 121400 X 119400 0 2000
WEBSENSE INC COM 947684106 1405681 121075 X 118100 0 2975
WEBSENSE INC COM 947684106 49923 4300 X 0 0 4300
WEBSTER FINANCIAL CORP COM 947890109 16460916 490200 X 371720 0 118480
WEBSTER FINANCIAL CORP COM 947890109 1507440 44891 X 35085 0 9806
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 550238 12690 X 200 0 12490
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 13008 300 X 100 0 200
WEIS MARKETS INC COM 948849104 73656 2200 X 1000 0 1200
WEIS MARKETS INC COM 948849104 14631 437 X 337 0 100
WELLMAN INC COM 949702104 297570 21800 X 21800 0 0
WELLMAN INC COM 949702104 8190 600 X 600 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 30290419 413239 X 396520 0 16719
WELLPOINT HEALTH NETWORKS INC COM 94973H108 597762 8155 X 7610 0 545
WELLS FARGO & CO NEW COM 949746101 306319320 6360451 X 6087069 0 273382
WELLS FARGO & CO NEW COM 949746101 60587303 1258042 X 1197180 1464 59398
WENDYS INTL INC COM 950590109 551579 16659 X 7907 0 8752
WENDYS INTL INC COM 950590109 125818 3800 X 3800 0 0
WERNER ENTERPRISES INC COM 950755108 6533998 355495 X 254645 0 100850
WEST CORPORATION COM 952355105 240450 17175 X 3950 0 13225
WEST PHARMACEUTICAL SVCS INC COM 955306105 14135058 659900 X 423900 0 236000
WESTAFF INC COM 957070105 886525 436712 X 316512 0 120200
WESTAMERICA BANCORPORATION COM 957090103 2779723 69010 X 66780 0 2230
WESTAR ENERGY INC COM 95709T100 95972 9540 X 1640 0 7900
WESTAR ENERGY INC COM 95709T100 37222 3700 X 3700 0 0
WESTBANK CORP COM 957116106 183 14 X 14 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 DIGITAL CORP COM 958102105 7924 1686 X 1086 0 600
WESTERN DIGITAL CORP COM 958102105 470 100 X 100 0 0
WESTERN GAS RES INC COM 958259103 2541250 81320 X 80820 0 500
WESTWOOD ONE INC COM 961815107 136243 3811 X 300 0 3511
WESTWOOD ONE INC COM 961815107 38860 1087 X 787 0 300
WET SEAL INC CL A COM 961840105 206000 20600 X 20600 0 0
WEYERHAEUSER CO COM 962166104 11703441 267385 X 242351 0 25034
WEYERHAEUSER CO COM 962166104 5266975 120333 X 115768 0 4565
WGL HLDGS INC COM 92924F106 13606703 569080 X 567830 0 1250
WGL HLDGS INC COM 92924F106 1995744 83469 X 81069 0 2400
WHIRLPOOL CORP COM 963320106 1294307 28223 X 9157 0 19066
WHIRLPOOL CORP COM 963320106 334686 7298 X 4510 0 2788
WHITE MTNS INS GROUP LTD COM G9618E107 1781725 6050 X 5800 0 250
WHITE MTNS INS GROUP LTD COM G9618E107 29450 100 X 0 0 100
WHITEHALL JEWELLERS INC COM 965063100 10520 1000 X 0 0 1000
WHITNEY HOLDING CORP 966612103 996084 31050 X 28500 0 2550
WHOLE FOODS MKT INC COM 966837106 737276 17210 X 7410 0 9800
WHOLE FOODS MKT INC COM 966837106 282744 6600 X 6100 0 500
WILD OATS MKTS INC COM 96808B107 3464701 381575 X 252375 0 129200
WILD OATS MKTS INC COM 96808B107 2043 225 X 225 0 0
WILEY JOHN & SONS INC CL A COM 968223206 233306 10600 X 0 0 10600
WILLIAMS COAL SEAM GAS RTY TR 969450105 11276 1336 X 1336 0 0
WILLIAMS COS INC COM 969457100 2779203 1229736 X 1176952 0 52784
WILLIAMS COS INC COM 969457100 252910 111907 X 92432 75 19400
WILLIAMS SONOMA INC COM 969904101 476145 20150 X 2900 0 17250
WILLIAMS SONOMA INC COM 969904101 304236 12875 X 2475 0 10400
WILLIS LEASE FINANCE COM 970646105 1245317 319312 X 207112 0 112200
WILLOW GROVE BANCORP INC NEW COM 97111W101 8780380 744100 X 503700 0 240400
WILMINGTON TRUST CORPORATION COM 971807102 1154139 39908 X 23908 0 16000
WILMINGTON TRUST CORPORATION COM 971807102 211116 7300 X 5900 0 1400
WILSON GREATBATCH TECHNOLOGIES INC 972232102 25020 900 X 0 0 900
WINN DIXIE STORES INC COM 974280109 570536 43486 X 42914 0 572
WINN DIXIE STORES INC COM 974280109 30228 2304 X 2304 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 505984 12800 X 12800 0 0
WINSTON HOTELS INC COM 97563A102 5068 700 X 0 0 700
WINTRUST FINL CORP COM 97650W108 106005 3700 X 0 0 3700
WINTRUST FINL CORP COM 97650W108 214875 7500 X 7500 0 0
WIRE ONE TECHNOLOGIES INC COM 976521104 7600 4000 X 0 0 4000
WIRELESS FACILITIES INC COM 97653A103 709 160 X 160 0 0
WIRELESS TELECOM GROUP INC COM 976524108 5910 3000 X 0 0 3000
WISCONSIN ENERGY CORP 976657106 9182508 377881 X 360331 0 17550
WISCONSIN ENERGY CORP 976657106 3981288 163839 X 163202 0 637
WISER OIL COM 977284108 408 130 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
------------------------------
WITNESS SYSTEMS INC COM 977424100 2328 400 X 0 0 400
WMS INDUSTRIES INC COM 929297109 311610 22100 X 22100 0 0
WOLVERINE TUBE INC COM 978093102 72641 11850 X 1400 0 10450
WOLVERINE WORLD WIDE INC COM 978097103 426000 28400 X 26375 0 2025
WOMENS GOLF UNLIMITED INC COM 97815W100 66 81 X 81 0 0
WOODHEAD INDS INC 979438108 2204 200 X 200 0 0
WOODWARD GOVERNOR CO COM 980745103 383924 8100 X 7700 0 400
WORKFLOW MGMT INC COM 98137N109 147 82 X 82 0 0
WORKFLOW MGMT INC COM 98137N109 260637 145607 X 145607 0 0
WORLD ACCEP CORP SC NEW COM 981419104 64152 8100 X 0 0 8100
WORLD FUEL SVCS CORP COM 981475106 69480 3600 X 0 0 3600
WORLD HEART CORP COM 980905103 345 300 X 300 0 0
WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1674 200 X 0 0 200
WORTHINGTON INDUSTRIES INC COM 981811102 441451 23607 X 16255 0 7352
WORTHINGTON INDUSTRIES INC COM 981811102 255797 13679 X 11654 0 2025
WPS RESOURCES CORP COM 92931B106 162209 4577 X 3435 0 1142
WPS RESOURCES CORP COM 92931B106 582988 16450 X 14450 0 2000
WRIGHT MEDICAL GROUP INC COM 98235T107 3259154 171264 X 169964 0 1300
WRIGLEY WM JR CO COM 982526105 2545568 51436 X 40854 0 10582
WRIGLEY WM JR CO COM 982526105 957632 19350 X 14750 0 4600
WSFS FINANCIAL CORP COM 929328102 8400 300 X 0 0 300
WYETH COM 983024100 172517957 5425093 X 5218926 0 206167
WYETH COM 983024100 88616742 2786690 X 2633417 100 153173
X-RITE INC COM 983857103 106674 13800 X 13800 0 0
XCEL ENERGY INC COM 98389B100 1532566 164615 X 155168 0 9447
XCEL ENERGY INC COM 98389B100 989057 106236 X 93652 0 12584
XEROX CORP COM 984121103 4805386 970785 X 839035 0 131750
XEROX CORP COM 984121103 965369 195024 X 193424 0 1600
XILINX INC COM 983919101 3330668 210296 X 166481 0 43815
XILINX INC COM 983919101 162340 10250 X 9620 0 630
XM SATELLITE RADIO HLDG INC CL A COM 983759101 3900 1000 X 1000 0 0
XM SATELLITE RADIO HLDG INC CL A COM 983759101 78 20 X 20 0 0
XOMA LTD COM G9825R107 9404 1500 X 1500 0 0
XTO ENERGY INC COM 98385X106 13929495 675861 X 536092 0 139769
XTO ENERGY INC COM 98385X106 27927 1355 X 955 0 400
XYBERNAUT COM 984149104 961 4180 X 4180 0 0
YAHOO INC COM 984332106 1528808 159750 X 121890 0 37860
YAHOO INC COM 984332106 306364 32013 X 8925 0 23088
YANKEE CANDLE CO COM 984757104 1889 110 X 110 0 0
YANKEE CANDLE CO COM 984757104 12019 700 X 700 0 0
YELLOW CORP COM 985509108 664668 22525 X 19800 0 2725
YORK INTL CORP NEW COM 986670107 91650 3250 X 0 0 3250
YOUNG BROADCASTING CORP CL A COM 987434107 3469587 400183 X 251983 0 148200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
YUM! BRANDS INC COM 988498101 10336024 373007 X 304844 0 68163
YUM! BRANDS INC COM 988498101 1804115 65107 X 61187 0 3920
ZALE CORP COM 988858106 907816 30100 X 23300 0 6800
ZEBRA TECHNOLOGIES CORP CL A 989207105 1934780 36720 X 34120 0 2600
ZEBRA TECHNOLOGIES CORP CL A 989207105 42152 800 X 800 0 0
ZENITH NATL INS CORP COM 989390109 335534 12700 X 12700 0 0
ZIMMER HLDGS INC COM 98956P102 6914849 180356 X 161276 0 19080
ZIMMER HLDGS INC COM 98956P102 6569099 171338 X 162480 0 8858
ZIONS BANCORP COM 989701107 369396 8486 X 8246 0 240
ZIX CORPORATION COM 98974P100 46585 12100 X 12100 0 0
ZOLL MED CORP COM 989922109 2274832 74830 X 73940 0 890
ZOLL MED CORP COM 989922109 48914 1609 X 1609 0 0
ZOLTEK COS INC COM 98975W104 11635 6500 X 0 0 6500
ZORAN CORP COM 98975F101 4400 400 X 0 0 400
1-800-FLOWERS.COM INC COM 68243Q106 1225 175 X 175 0 0
1ST CONSTITUTION BANCORP COM 31986N102 10575 486 X 486 0 0
3 COM CORP COM 885535104 27009 6855 X 6855 0 0
3 COM CORP COM 885535104 11820 3000 X 3000 0 0
3DO CO COM 88553W204 1067 821 X 821 0 0
3M CO COM 88579Y101 243124205 2210823 X 2138137 0 72686
3M CO COM 88579Y101 115393940 1049322 X 1006802 825 41695
3TEC ENERGY CORP 88575R308 2515656 175920 X 104420 0 71500
4 KIDS ENTMT INC COM 350865101 204078 8600 X 8600 0 0
7-ELEVEN INC COM 817826209 47992 5600 X 0 0 5600
99 CENTS ONLY STORES 65440K106 202115 9764 X 0 0 9764
99 CENTS ONLY STORES 65440K106 62059 2998 X 0 0 2998
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY FOREIGN STLMT
------------------------------
ENBRIDGE INC COM 29250N105 23352 800 X 0 0 800
SOUTHERN PERU COPPER CORP COM 843611104 6855 500 X 0 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
CLOSELY HELD COMMON/PREFERRED
------------------------------
ARAMARK CORPORATION CLASS B 038521100 16800 800 X 0 0 800
ARAMARK CORPORATION CLASS B 038521100 2100 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
FOREIGN EQUITY DOMESTIC STLMT
------------------------------
ABITIBI-CONSOLIDATED INC COM 003924107 173989 25700 X 0 0 25700
ABN AMRO HLDG N V SPONSORED ADR 000937102 425607 38171 X 24256 0 13915
ABN AMRO HLDG N V SPONSORED ADR 000937102 60009 5382 X 82 0 5300
ACAMBIS PLC SPONS ADR 004286100 18875 500 X 500 0 0
ACCENTURE LTD COM G1150G111 52122 3650 X 300 0 3350
ACCENTURE LTD COM G1150G111 75684 5300 X 5300 0 0
ACE LTD COM G0070K103 32629865 1101988 X 1042686 0 59302
ACE LTD COM G0070K103 1397592 47200 X 45200 0 2000
AEGON N.V. AMERICAN REGISTERED SHS 007924103 701545 74395 X 70685 0 3710
AEGON N.V. AMERICAN REGISTERED SHS 007924103 523478 55512 X 51842 0 3670
AGNICO EAGLE MINES LTD 008474108 16 1 X 1 0 0
AGNICO EAGLE MINES LTD 008474108 4803 300 X 300 0 0
AIR CANADA CL A NON VTG COM 008911307 360 200 X 200 0 0
AKZO NOBEL NV SPONSORED ADR 010199305 5552532 171905 X 161330 0 10575
AKZO NOBEL NV SPONSORED ADR 010199305 426360 13200 X 12200 0 1000
ALCAN INC 013716105 362747 14698 X 6598 0 8100
ALCAN INC 013716105 418647 16963 X 16288 0 675
ALCATEL ADR 013904305 3218 1381 X 1259 0 122
ALCATEL ADR 013904305 110139 47270 X 47270 0 0
ALCON INC COM H01301102 1045281 26975 X 11675 0 15300
ALLIANCE ATLANTIS COMM CL B COM 01853E204 743925 75000 X 75000 0 0
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 3448 400 X 400 0 0
ALLIED IRISH BKS ADR 019228402 433488 18062 X 8600 0 9462
ALLIED IRISH BKS ADR 019228402 82680 3445 X 3445 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 882516 73056 X 73056 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 58588 4850 X 4100 0 750
AMERSHAM PLC SPONS ADR 030719108 53311 1269 X 195 0 1074
ANGLO AMERICAN PLC ADR 03485P102 124362 9870 X 5211 0 4659
ANGLO AMERICAN PLC ADR 03485P102 13482 1070 X 1070 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 25051 940 X 940 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 8235 309 X 309 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 628656 149680 X 145980 0 3700
ARACRUZ CELULOSE SA 038496204 335348 22875 X 0 0 22875
ARCADIS N V COM 03923E107 63878 7650 X 7650 0 0
ASM INTL NV COM N07045102 11394 1259 X 50 0 1209
ASM INTL NV COM N07045102 4480 495 X 445 0 50
ASML HOLDING NV COM N07059111 28641 4627 X 2200 0 2427
ASML HOLDING NV COM N07059111 4612 745 X 495 0 250
ASTRAZENECA PLC SPONSORED ADR 046353108 136770 4474 X 720 0 3754
ASTRAZENECA PLC SPONSORED ADR 046353108 111428 3645 X 1945 0 1700
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 101010 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 956778 18207 X 15277 0 2930
AVENTIS SPONSORED ADR 053561106 132689 2525 X 825 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
------------------------------
AXA ADR 054536107 98720 9872 X 2717 0 7155
AXA ADR 054536107 11700 1170 X 118 0 1052
BALLARD PWR SYSTEMS INC COM 05858H104 105302 11384 X 6284 0 5100
BALLARD PWR SYSTEMS INC COM 05858H104 20813 2250 X 2250 0 0
BANCO BILBAO VIZCAYA ARGENTARIA S A 05946K101 24192 3200 X 0 0 3200
BANCO SANTANDER CEN SPONSORED ADR 05964H105 65304 12607 X 0 0 12607
BANCO SANTANDER CEN SPONSORED ADR 05964H105 5066 978 X 978 0 0
BANK MONTREAL QUE 063671101 51371 2220 X 2220 0 0
BANK NOVA SCOTIA HALIFAX 064149107 12503 444 X 444 0 0
BARCLAYS PLC ADR 06738E204 138484 5826 X 100 0 5726
BARCLAYS PLC ADR 06738E204 80818 3400 X 800 0 2600
BARRICK GOLD CORP COM 067901108 434016 27911 X 11837 0 16074
BARRICK GOLD CORP COM 067901108 31706 2039 X 979 0 1060
BASF AG SPONS ADR 055262505 34258 965 X 165 0 800
BASF AG SPONS ADR 055262505 191700 5400 X 5400 0 0
BAYER A G ADR 072730302 19360 1100 X 100 0 1000
BCE INC COM 05534B109 116855 6602 X 6602 0 0
BCE INC COM 05534B109 31612 1786 X 1586 0 200
BEMA GOLD CORP COM 08135F107 10080 8000 X 8000 0 0
BG GROUP PLC SPONSORED ADR 055434203 12058 594 X 594 0 0
BG GROUP PLC SPONSORED ADR 055434203 18026 888 X 888 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 152051 15595 X 0 0 15595
BHP BILLITON LTD SPONSORED ADR 088606108 11700 1200 X 1200 0 0
BIOMIRA INC COM 09161R106 2310 3000 X 3000 0 0
BP PLC SPONSORED ADR 055622104 294504214 7381058 X 7154361 82 226615
BP PLC SPONSORED ADR 055622104 150267629 3766106 X 3559620 3101 203385
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 8727 439 X 439 0 0
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 46718 2350 X 0 0 2350
BRITISH AMERN TOB PLC ADR 110448107 177421 8596 X 2527 0 6069
BRITISH AMERN TOB PLC ADR 110448107 20434 990 X 990 0 0
BRITISH AWYS PLC ADR 110419306 3882610 255603 X 255603 0 0
BRITISH AWYS PLC ADR 110419306 102001 6715 X 6515 0 200
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 49900 1000 X 1000 0 0
BT GROUP PLC ADR 05577E101 21938 849 X 849 0 0
BT GROUP PLC ADR 05577E101 5168 200 X 200 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 3186 300 X 300 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 4401 815 X 815 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 16308 3020 X 20 0 3000
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2907643 109023 X 100433 0 8590
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2683402 100615 X 96365 0 4250
CANADA LIFE FINL CORP COM 135113108 459484 22758 X 22758 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 53008 2069 X 2069 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 25620 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
FOREIGN EQUITY DOMESTIC STLMT
------------------------------
CANADIAN NATIONAL RAILWAY CO COM 136375102 426946 11434 X 2802 0 8632
CANADIAN NATIONAL RAILWAY CO COM 136375102 19267 516 X 404 0 112
CANADIAN NATIONAL RESOURCES COM 136385101 95 3 X 3 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 147941 4642 X 50 0 4592
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 328261 10300 X 10300 0 0
CAPITAL ENVIRO RESOURCES INC COM 14008M104 803447 257515 X 253115 0 4400
CELLTECH GROUP PLC SPONSORED ADR 151158102 5777 612 X 612 0 0
CEMEX SA SPONSORED ADR 151290889 63593 3050 X 0 0 3050
CEMEX SA SPONSORED ADR 151290889 2085 100 X 100 0 0
CERAGON NETWORKS LTD COM M22013102 50 50 X 0 0 50
CGI GROUP INC COM CL A 39945C109 13941 3621 X 0 0 3621
CHICAGO BRIDGE & IRON NY SHR COM 167250109 8222160 342590 X 334590 0 8000
CHINA EASTN AIRLS LTD SP ADR 16937R104 1169 100 X 100 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 2260 200 X 200 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 1200 100 X 100 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 37200 3100 X 3100 0 0
CIA VALE DO RIO DOCE ADR 204412209 15925 700 X 0 0 700
CNH GLOBAL N V ORD COM N20935107 19942 5900 X 0 0 5900
COCA COLA FEMSA S A SPONSORED ADR 191241108 57030 3000 X 3000 0 0
COCA COLA FEMSA S A SPONSORED ADR 191241108 102654 5400 X 5400 0 0
COGNOS INC COM 19244C109 61054 3632 X 0 0 3632
COOPER INDUSTRIES LTD CL A COM G24182100 1861699 61341 X 31714 0 29627
COOPER INDUSTRIES LTD CL A COM G24182100 464325 15299 X 15099 0 200
CORE LABORATORIES N V COM N22717107 1383012 147600 X 143200 0 4400
CORUS GROUP PLC SPONSORED ADR 22087M101 40875 7500 X 7500 0 0
CP RAILWAY LIMITED COM 13645T100 44567 2442 X 2442 0 0
CP RAILWAY LIMITED COM 13645T100 66229 3629 X 3020 0 609
CP SHIPS LTD COM 22409V102 11874 1037 X 1037 0 0
CP SHIPS LTD COM 22409V102 7202 629 X 325 0 304
CRH PLC ADR 12626K203 295809 25285 X 24500 0 785
CRH PLC ADR 12626K203 11699 1000 X 1000 0 0
CRYSTALLEX INTL CORP COM 22942F101 2530 1100 X 1100 0 0
DAIMLERCHRYSLER AG COM D1668R123 388783 11602 X 11602 0 0
DAIMLERCHRYSLER AG COM D1668R123 148483 4431 X 4431 0 0
DASSAULT SYS SA ADR 237545108 357 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 7545 466 X 466 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 32801 2026 X 2026 0 0
DENBURY RESOURCES INC COM 247916208 712 70 X 70 0 0
DENISON INTERNATIONAL PLC ADR 248335101 6177390 411826 X 402226 0 9600
DENISON INTERNATIONAL PLC ADR 248335101 22500 1500 X 1500 0 0
DEUTSCHE BANK AG COM D18190898 90931 2002 X 160 0 1842
DEUTSCHE BANK AG COM D18190898 62907 1385 X 385 0 1000
DEUTSCHE TELE 251566105 166690 20156 X 16556 0 3600
DEUTSCHE TELE 251566105 120320 14549 X 14549 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
------------------------------
DIAGEO PLC SPONSORED ADR NEW 25243Q205 819971 16429 X 13668 0 2761
DIAGEO PLC SPONSORED ADR NEW 25243Q205 94829 1900 X 0 0 1900
DORAL FINL CORP COM 25811P100 89608 3712 X 0 0 3712
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 9152 2200 X 2200 0 0
E. ON AG SPONSORED ADR 268780103 140026 2956 X 150 0 2806
E. ON AG SPONSORED ADR 268780103 9474 200 X 200 0 0
ECI TELECOM LTD ORD COM 268258100 28560 16800 X 0 0 16800
ELAN PLC ADR 284131208 246110 127518 X 125310 0 2208
ELAN PLC ADR 284131208 182526 94573 X 93280 100 1193
ENCANA CORP COM 292505104 311415 10346 X 3646 0 6700
ENCANA CORP COM 292505104 448881 14913 X 4512 0 10401
ENDESA SPONSORED ADR 29258N107 257165 28167 X 16525 0 11642
ENDESA SPONSORED ADR 29258N107 62997 6900 X 0 0 6900
ENERGY PWR SYS LTD COM 29270V103 430 500 X 0 0 500
ENI S P A ADR 26874R108 206370 3007 X 1050 0 1957
ENI S P A ADR 26874R108 96082 1400 X 0 0 1400
ERICSSON L M TEL CO ADR CL B 294821400 460679 1279663 X 532527 0 747136
ERICSSON L M TEL CO ADR CL B 294821400 124151 344865 X 334345 1600 8920
FAHNESTOCK VINER HLDNGS INC COM CL A 302921101 68000 3200 X 0 0 3200
FAIRMONT HOTELS COM 305204109 28251 1187 X 1187 0 0
FAIRMONT HOTELS COM 305204109 19516 820 X 520 0 300
FIRST BANCORP PR COM 318672102 809135 21226 X 11426 0 9800
FIRST SERVICE CORP VTG COM 33761N109 2188575 111662 X 110952 0 710
FLAMEL TECHNOLOGIES SPONSORED ADR 338488109 5828 2250 X 2250 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 33295197 4775559 X 4615689 0 159870
FLEXTRONICS INTERNATIONAL LTD Y2573F102 2637020 378230 X 362180 200 15850
FORDING INC COM 345426100 3182 215 X 215 0 0
FORDING INC COM 345426100 11677 789 X 589 0 200
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 20048 2666 X 2352 0 314
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 4617 614 X 300 0 314
FUJI PHOTO FILM LTD UNSPONSORED ADR 359586302 134194 4580 X 0 0 4580
GALLAHER GROUP PLC SPONSORED ADR 363595109 1106372 28887 X 18887 0 10000
GALLAHER GROUP PLC SPONSORED ADR 363595109 3951986 103185 X 102185 0 1000
GENESYS SA SPONSORED ADR 37185M100 17696 13406 X 0 0 13406
GIVEN IMAGING LTD COM M52020100 9910 1000 X 0 0 1000
GLAMIS GOLD LTD COM 376775102 37759 4082 X 4082 0 0
GLAMIS GOLD LTD COM 376775102 13875 1500 X 1500 0 0
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 12408086 322875 X 300731 0 22144
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 9885310 257229 X 247197 0 10032
GOLD FIELDS LIMITED ADR 38059T106 12800 1000 X 1000 0 0
GOLD FIELDS LIMITED ADR 38059T106 10240 800 X 800 0 0
GOLDCORP INC COM 380956409 2206 200 X 0 0 200
GOLDCORP INC COM 380956409 99049 8980 X 8980 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
------------------------------
GROUPE DANONE SPONSORED ADR 399449107 89022 3700 X 3700 0 0
GRUPO IUSACELL SPONSORED ADR 40050B100 1980 3000 X 3000 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 25490 1000 X 1000 0 0
GUCCI GROUP NV COM 401566104 6776182 80277 X 74952 0 5325
GUCCI GROUP NV COM 401566104 16882 200 X 200 0 0
HANSON PLC SPONSORED ADR 411352404 2829 110 X 110 0 0
HANSON PLC SPONSORED ADR 411352404 6739 262 X 262 0 0
HARMONY GOLD MNG LTD SPON ADR 413216300 15650 1000 X 1000 0 0
HEMOSOL INC COM 42369K102 2850 5000 X 5000 0 0
HITACHI LTD DEP SHS 433578507 3717 75 X 75 0 0
HITACHI LTD DEP SHS 433578507 12390 250 X 250 0 0
HONDA ADR COM 438128308 1006018 50630 X 34390 0 16240
HONDA ADR COM 438128308 15896 800 X 800 0 0
HSBC HLDGS PLC SPONSORED ADR 404280406 228880 4446 X 1650 0 2796
HSBC HLDGS PLC SPONSORED ADR 404280406 205302 3988 X 2238 0 1750
HUANENG PWR INTL SPONSORED ADR 443304100 3142 100 X 100 0 0
ID BIOMEDICAL CORP COM 44936D108 1715 500 X 500 0 0
IIS INTELLIGENT INFO -ORD COM 449633205 902 2200 X 2200 0 0
IMAX CORPORATION COM 45245E109 9100 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 13655 1040 X 1040 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 14115 1075 X 1075 0 0
IMPERIAL OIL LTD COM NEW 453038408 87000 3000 X 3000 0 0
IMPERIAL OIL LTD COM NEW 453038408 591600 20400 X 8400 0 12000
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 90488 2850 X 0 0 2850
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 14288 450 X 450 0 0
INCO LTD COM 453258402 37741 2350 X 2100 0 250
INCO LTD COM 453258402 5621 350 X 350 0 0
ING GROEP NV ADR 456837103 487385 34714 X 24444 0 10270
ING GROEP NV ADR 456837103 50347 3586 X 1386 0 2200
INGERSOLL-RAND CO CL A COM G4776G101 9336477 271094 X 245963 0 25131
INGERSOLL-RAND CO CL A COM G4776G101 6533750 189714 X 185126 0 4588
INTERNET INFRASTRUCTURE HOLDRS ADR 46059V104 690 500 X 0 0 500
INTRAWEST CORP COM 460915200 66411 4700 X 0 0 4700
IONA TECHNOLOGIES ADR 46206P109 1042 500 X 500 0 0
IPC HOLDINGS LTD COM G4933P101 54687 1862 X 200 0 1662
IPC HOLDINGS LTD COM G4933P101 25464 867 X 692 0 175
IRELAND BK SP ADR 46267Q103 58306 1445 X 1445 0 0
IRELAND BK SP ADR 46267Q103 12105 300 X 300 0 0
KINROSS GOLD CORP COM 496902107 57 26 X 26 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 498 60 X 60 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 650565 54900 X 54900 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 61620 5200 X 5200 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 132508 10897 X 10897 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 9728 800 X 800 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
------------------------------
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 1604795 110447 X 80962 0 29485
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 372724 25652 X 23652 0 2000
KOREA ELECTRIC POWER CORP ADR 500631106 6718 720 X 720 0 0
KT CORP SPONSORED ADR 48268K101 1681976 75833 X 73765 0 2068
KYOCERA CORP ADR 501556203 135115 2060 X 2060 0 0
LAFARGE SA SPON ADR 505861401 30855 1500 X 0 0 1500
LANOPTICS LTD COM M6706C103 912 167 X 167 0 0
LION BIOSCIENCE AG ADR 536191109 3069 1096 X 1096 0 0
LLOYDS TSB GROUP COM 539439109 119004 3934 X 285 0 3649
LOGITECH INTERNATIONAL ADR 541419107 90769 3342 X 26 0 3316
LUMENON INNOVATION LIGHTWAVE INC COM 55024L109 330 3000 X 3000 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 179032 13900 X 12000 0 1900
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 661903 51390 X 36600 0 14790
MAGNA INTL INC CL A COM 559222401 283310 5025 X 700 0 4325
MANULIFE FINANCIAL CORP COM 56501R106 883576 42055 X 41055 0 1000
MANULIFE FINANCIAL CORP COM 56501R106 93621 4456 X 4456 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 104372 6585 X 10 0 6575
MATSUSHITA ELEC INDL LTD ADR 576879209 4627509 446240 X 410540 0 35700
MATSUSHITA ELEC INDL LTD ADR 576879209 439221 42355 X 42355 0 0
MDS INC COM 55269P302 24042 1760 X 1760 0 0
MERCER INTL INC COM 588056101 29400 5000 X 5000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 4642 2200 X 0 0 2200
METHANEX CORP COM 59151K108 51420 6000 X 0 0 6000
METTLER-TOLEDO INTL INC COM 592688105 37648 1448 X 1448 0 0
MFC BANCORP LTD COM NEW 55271X202 77962 10919 X 10919 0 0
MILLENNIUM CHEMICALS INC COM 599903101 219336 22200 X 0 0 22200
MILLENNIUM CHEMICALS INC COM 599903101 988 100 X 100 0 0
MITSUBISHI TOKYO FIN ADR 606816106 11010 1500 X 1500 0 0
MMO2 PLC ADR 55309W101 5014 810 X 810 0 0
MMO2 PLC ADR 55309W101 1238 200 X 200 0 0
MOORE CORP LTD COM 615785102 21560 2200 X 0 0 2200
NABORS INDUSTRIES LTD COM G6359F103 5762297 175948 X 160419 0 15529
NABORS INDUSTRIES LTD COM G6359F103 101853 3110 X 2860 0 250
NATIONAL GRID GROUP PLC ADR 636274102 38555 1083 X 1083 0 0
NATIONAL GRID GROUP PLC ADR 636274102 25561 718 X 718 0 0
NEC CORP ADR 629050204 3230 680 X 680 0 0
NEC CORP ADR 629050204 7600 1600 X 1600 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 157427 8178 X 7278 0 900
NEWS CORPORATION LTD SPONSORED ADR 652487703 1925 100 X 100 0 0
NIPPON TELEG & TEL CORP ADR 654624105 51251 3150 X 3150 0 0
NOBLE CORP COM G65422100 36091347 1164237 X 1094268 0 69969
NOBLE CORP COM G65422100 1513575 48825 X 44675 0 4150
NOKIA CORP ADR SERIES A 654902204 67947246 5128094 X 4969977 0 158117
NOKIA CORP ADR SERIES A 654902204 16451306 1241608 X 1178178 4525 58905
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
------------------------------
NORANDA INC COM 655422103 1899 202 X 202 0 0
NORSK HYDRO AS ADR 656531605 50881 1345 X 0 0 1345
NORTEL NETWORKS CORP COM NEW 656568102 560251 1037502 X 296002 0 741500
NORTEL NETWORKS CORP COM NEW 656568102 75429 139683 X 136608 175 2900
NOVA CHEMICALS CORP COM 66977W109 3320 160 X 0 0 160
NOVARTIS AG ADR 66987V109 1914946 48199 X 22893 0 25306
NOVARTIS AG ADR 66987V109 308940 7776 X 4476 0 3300
NOVO-NORDISK A/S ADR 670100205 155365 5750 X 5750 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 281493 16309 X 16309 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 8630 500 X 500 0 0
ORBITAL ENGINE CORP SP ADR 685563306 2610 3000 X 3000 0 0
ORIENTAL FINANCIAL GROUP COM 68618W100 7308840 332220 X 319800 0 12420
O2MICRO INTERNATIONAL LTD COM G6797E106 1461937 185525 X 156550 0 28975
O2MICRO INTERNATIONAL LTD COM G6797E106 788 100 X 100 0 0
PANAMERICAN BEVERAGES INC CL A COM P74823108 7584 800 X 800 0 0
PARTNER COMMUNICATIONS LTD ADR 70211M109 3960 1000 X 1000 0 0
PARTNERRE LTD COM G6852T105 888921 18450 X 100 0 18350
PARTNERRE LTD COM G6852T105 27704 575 X 275 0 300
PCCW LTD SPON ADR 70454G108 776 550 X 550 0 0
PEAK INTL LTD COM G69586108 1923799 417310 X 409910 0 7400
PEARSON PLC SPONS ADR 705015105 37401 4528 X 128 0 4400
PENGROWTH ENERGY TRUST COM 706902103 14055 1500 X 0 0 1500
PETRO-CANADA COM 71644E102 11672 400 X 400 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3015 150 X 150 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 16524 1540 X 1540 0 0
PETROLEO BRASILEIRO SPONS ADR 71654V101 562973 58950 X 0 0 58950
PETROLEUM GEO SVCS A/S SPONSORED ADR 716597109 2449 3100 X 3100 0 0
PHARMACEUTICAL HOLDRS TR 71712A206 20685 300 X 100 0 200
PHILIPPINE LONG DISTANCE ADR 718252604 1109 215 X 215 0 0
PLACER DOME INC COM 725906101 36520 4000 X 3700 0 300
PLACER DOME INC COM 725906101 1993490 218345 X 218345 0 0
POPULAR INC COM 733174106 369846 11704 X 11704 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 205260 3300 X 2600 0 700
POTASH CORP SASKATCHEWAN INC COM 73755L107 54425 875 X 875 0 0
PRECISION DRILLING CORP COM 74022D100 391270 12999 X 10800 0 2199
PRECISION DRILLING CORP COM 74022D100 13154 437 X 337 0 100
PRUDENTIAL PLC ADR 74435K204 36396 3370 X 0 0 3370
PT INDOSAT ADR 715680104 938 100 X 100 0 0
PUBLICIS S A SPONSORED ADR 74463M106 40127 2122 X 0 0 2122
QIAGEN NV COM N72482107 68621 14950 X 400 0 14550
QLT INC. COM 746927102 3845 500 X 500 0 0
QLT INC. COM 746927102 5383 700 X 700 0 0
QUEBECOR WORLD INC 748203106 506039 21497 X 21497 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
------------------------------
RANDGOLD & EXPL LTD ADR 753009307 539 100 X 100 0 0
RANK GROUP PLC SPONSORED ADR 753037100 207 25 X 25 0 0
RANK GROUP PLC SPONSORED ADR 753037100 1699 205 X 205 0 0
REED ELSEVIER NV SPON ADR 758204101 370696 15180 X 15180 0 0
REED ELSEVIER PLC SPON ADR 758205108 559559 15874 X 15874 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 850275 22500 X 6000 0 16500
RENAISSANCERE HOLDINGS LTD COM G7496G103 1072934 28392 X 8700 0 19692
RESPOL YPF, S.A. COM 76026T205 7428 620 X 620 0 0
REUTERS GROUP PLC-SPONSORED ADR 76132M102 1002379 46471 X 46071 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 2095569 97152 X 94699 0 2453
RIO TINTO PLC ADR 767204100 6580 100 X 100 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 215150 6500 X 6500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 99300 3000 X 3000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 45110749 1122996 X 1080285 0 42711
ROYAL DUTCH PETRO NY SHARES COM 780257804 29214516 727272 X 678564 0 48708
RYANAIR HOLDINGS ADR 783513104 176906 5220 X 0 0 5220
RYANAIR HOLDINGS ADR 783513104 13556 400 X 400 0 0
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 49549 4335 X 505 0 3830
SANOFI SYNTHELABO SA ADR 80105N105 27218 955 X 0 0 955
SAP AG SPONS ADR 803054204 85444 7595 X 2080 0 5515
SAP AG SPONS ADR 803054204 9225 820 X 820 0 0
SAPPI LTD SPONSORED ADR 803069202 8015 700 X 700 0 0
SCHERING AG ADR 806585204 82464 1718 X 0 0 1718
SCHLUMBERGER LTD COM 806857108 52905653 1375602 X 1235060 0 140542
SCHLUMBERGER LTD COM 806857108 26138839 679637 X 639582 825 39230
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 116080 5337 X 3196 0 2141
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 229876 10569 X 9842 0 727
SERONO SA COM 81752M101 269161 22300 X 6600 0 15700
SERONO SA COM 81752M101 6035 500 X 500 0 0
SHELL TRANS & TRADING PLC ADR 822703609 952795 26674 X 21784 0 4890
SHELL TRANS & TRADING PLC ADR 822703609 758050 21222 X 18322 0 2900
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 247700 10000 X 0 0 10000
SIEMENS AG SPONS ADR 826197501 139750 4158 X 190 0 3968
SIEMENS AG SPONS ADR 826197501 42013 1250 X 200 0 1050
SILVER STANDARD RESOURCES COM 82823L106 2025 500 X 500 0 0
SINOPEC BEIJING YANHUA PETROCHEMICAL 82935N107 440 100 X 100 0 0
SIX CONTINENTS PLC SPONS ADR 830018107 7712 800 X 800 0 0
SK TELECOM LTD ADR 78440P108 49721 2342 X 566 0 1776
SK TELECOM LTD ADR 78440P108 21230 1000 X 1000 0 0
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 273733 4535 X 2350 0 2185
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 18108 300 X 300 0 0
SONY CORP ADR 835699307 1286307 31297 X 26612 0 4685
SONY CORP ADR 835699307 83680 2036 X 2036 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
------------------------------
SOUTHERN PAC PETE N L SPON ADR 843581406 3023 310 X 0 0 310
STATOIL ASA SPON ADR 85771P102 21062 2775 X 0 0 2775
STELMAR SHIPPING LTD COM V8726M103 508200 35000 X 0 0 35000
STMICROELECTRONICS NV-NY SHS COM 861012102 2987776 220826 X 197250 0 23576
STMICROELECTRONICS NV-NY SHS COM 861012102 28413 2100 X 2100 0 0
STOLT OFFSHORE SA SPON ADR 861567105 4620 2100 X 0 0 2100
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 57662 5994 X 4908 0 1086
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 20192 2099 X 2099 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 1047114 66064 X 66064 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 344833 21756 X 21756 0 0
SUNCOR ENERGY INC COM 867229106 231368 13650 X 2200 0 11450
SUNCOR ENERGY INC COM 867229106 6780 400 X 400 0 0
SWISSCOM ADR COM 871013108 33060 1200 X 0 0 1200
SYNGENTA AG SPONS ADR 87160A100 2009 186 X 186 0 0
SYNGENTA AG SPONS ADR 87160A100 2678 248 X 216 0 32
TAIWAN SEMICONDUCTOR ADR 874039100 1574267 247916 X 233716 0 14200
TAIWAN SEMICONDUCTOR ADR 874039100 10611 1671 X 220 0 1451
TARO PHARMACEUTICAL INDS LTD COM M8737E108 3331125 98700 X 88300 0 10400
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 20370 21000 X 21000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 1076445 37770 X 22770 0 15000
TELE DANMARK A/S SPON ADR 87236N102 6510 600 X 600 0 0
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 2858 200 X 200 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 8072 434 X 334 0 100
TELECOM CORP NEW ZEALAND LTD 879278208 3906 210 X 10 0 200
TELECOM ITALIA SPA ADR 87927W106 124720 1748 X 275 0 1473
TELECOM ITALIA SPA ADR 87927W106 5351 75 X 75 0 0
TELEFONICA DE ARGENTINA SPON ADR 879378404 7535 2854 X 2854 0 0
TELEFONICA DE ESPANA ADR 879382208 553630 24782 X 19615 0 5167
TELEFONICA DE ESPANA ADR 879382208 144584 6472 X 6472 0 0
TELEFONICA DEL PERU S A SPON ADR 879384204 1185 801 X 801 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 7728245 274538 X 265281 0 9257
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 175375 6230 X 5480 0 750
TELEKOMUNIKASI INDONESIA ADR 715684106 2823 380 X 380 0 0
TERRA NETWORKS SA SPONSORED 88100W103 11015 2839 X 2839 0 0
TERRA NETWORKS SA SPONSORED 88100W103 330 85 X 85 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 26817621 400263 X 394475 0 5788
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 534660 7980 X 2230 0 5750
THOMSON MULTIMEDIA SPON ADR 885118109 7965 500 X 500 0 0
TORONTO DOMINION BK COM 891160509 10566 600 X 600 0 0
TORONTO DOMINION BK COM 891160509 84880 4820 X 4820 0 0
TOTAL FINA ELF S A ADR 89151E109 2536805 38524 X 32337 0 6187
TOTAL FINA ELF S A ADR 89151E109 193336 2936 X 666 0 2270
TOYOTA MOTOR CORP ADR 2 892331307 151307 2961 X 500 0 2461
TOYOTA MOTOR CORP ADR 2 892331307 56210 1100 X 1100 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
------------------------------
TRANSCANADA PIPELINES COM 893526103 14210 1000 X 200 0 800
TRANSOCEAN INC COM G90078109 20581059 989474 X 954587 0 34887
TRANSOCEAN INC COM G90078109 1230819 59174 X 54020 0 5154
TRIKON TECHNOLOGIES INC COM NEW 896187408 15166 2670 X 2670 0 0
TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 5166 600 X 600 0 0
UBS AG REG COM H8920M855 240588 5868 X 465 0 5403
UBS AG REG COM H8920M855 39606 966 X 966 0 0
ULTRA PETE CORP COM 903914109 5167272 618835 X 617635 0 1200
ULTRA PETE CORP COM 903914109 50100 6000 X 6000 0 0
UNILEVER NV NY SHARES COM 904784709 3392812 57070 X 30586 0 26484
UNILEVER NV NY SHARES COM 904784709 2276341 38290 X 32733 0 5557
UNILEVER PLC SPONSORED ADR 904767704 1428621 39194 X 1260 0 37934
UNILEVER PLC SPONSORED ADR 904767704 507749 13930 X 10130 0 3800
UNITED BUSINESS MEDIA SPON ADR 90969M101 4230 1185 X 1185 0 0
UNITED BUSINESS MEDIA SPON ADR 90969M101 179 50 X 50 0 0
UNITED MICROELECTRONICS CORP ADR 910873207 17424 4936 X 0 0 4936
UNITED MICROELECTRONICS CORP ADR 910873207 1278 362 X 362 0 0
UPM KYMMENE CORP ADR 915436109 46833 1645 X 75 0 1570
UPM KYMMENE CORP ADR 915436109 11388 400 X 400 0 0
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 19363 1700 X 0 0 1700
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 5467 480 X 480 0 0
VODAFONE GROUP PLC ADR NEW 92857W100 21161610 1649385 X 1617158 0 32227
VODAFONE GROUP PLC ADR NEW 92857W100 9558260 744993 X 687638 0 57355
VOLVO AKTIEBOLAGET ADR B 928856400 53173 3700 X 3700 0 0
WAVECOM SA ADR 943531103 31880 1000 X 0 0 1000
WEATHERFORD INTERNATIONAL LTD COM G95089101 729170 19633 X 478 0 19155
WEATHERFORD INTERNATIONAL LTD COM G95089101 163416 4400 X 0 0 4400
WILLBROS GROUP INC COM 969199108 120408 11600 X 10100 0 1500
WILLIS GROUP HOLDINGS LTD COM G96655108 567455 16944 X 400 0 16544
WILLIS GROUP HOLDINGS LTD COM G96655108 45245 1351 X 951 0 400
WPP GROUP PLC ADR 929309300 34782 1020 X 1020 0 0
WPP GROUP PLC ADR 929309300 11389 334 X 334 0 0
XL CAP LTD CL A COM G98255105 4056465 55190 X 29050 0 26140
XL CAP LTD CL A COM G98255105 291795 3970 X 1412 0 2558
YANZHOU COAL MINING SPON ADR 984846105 1658 100 X 100 0 0
ZEMEX CORP COM 988910105 16 3 X 3 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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - DOMESTIC
------------------------------
CABCO -J C PENNEY 7.625% PFD 126797208 9800 500 X N.A. N.A. N.A.
MIRANT TR I CONV SER A 6.25% PFD 60467Q102 31619 2115 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
------------------------------
AES TR III 6.75% PFD 00808N202 3825 300 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 1000 5 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 8000 40 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 18255 1500 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 9560 200 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 28665 1500 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 236500 5500 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 24453 1045 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 7605 325 X N.A. N.A. N.A.
EXCO RES INC CONV 5.00% PFD 269279303 4775318 276830 X N.A. N.A. N.A.
FELCOR LODGING SER A CONV $1.95 PFD 31430F200 151792 7160 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 684930 17000 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 878322 21800 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 3000 12 X N.A. N.A. N.A.
FRONTLINE COMMUN 4.00% CONV PFD 35921T207 160 400 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 49650 1500 X N.A. N.A. N.A.
KEY TECHNOLOGY CONV SER B FLT RT PFD 493143200 993 100 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 2640 1500 X N.A. N.A. N.A.
OWENS ILL INC SER 4.75% PFD 690768502 3552 160 X N.A. N.A. N.A.
PERINI CORP PFD CONV $2.125 713839306 34200 2000 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 3876 57 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 2108 31 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 247368 11244 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 20548 934 X N.A. N.A. N.A.
SINCLAIR BROADCAST GRP SER 6.00% PFD 829226505 8331 210 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 33000 250 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 41976 318 X N.A. N.A. N.A.
UTD FIRE & CASUALTY 6.375% CONV PFD 910331305 3541450 137000 X N.A. N.A. N.A.
WESTPORT RES CORP 6.50% CONV PFD 961418209 2000 100 X N.A. N.A. N.A.
WHX CORP PFD 929248201 2150 500 X N.A. N.A. N.A.
WYETH $2.00 CONV PFD 983024209 43700 46 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 209813 225000 X N.A. N.A. N.A.
CKE RESTAURANTS CONV 4.25% 9/15/04 * 12561EAB1 13069 15000 X N.A. N.A. N.A.
PENN TREATY AMER CONV 6.25% 12/01/03 * 707874AC7 12450 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
------------------------------
AGERE SYSTEMS CONV 6.50% 12/15/09 00845VAA8 10900 20000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 1228500 1260000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 263250 270000 X N.A. N.A. N.A.
BANKATLANTIC BNC 5.625% 12/01/07 065908AC9 5910 6000 X N.A. N.A. N.A.
BEA SYS INC 4.00% 12/15/06 073325AD4 211406 275000 X N.A. N.A. N.A.
BURR BROWN CORP 4.25% 2/15/07 122574AF3 237600 240000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 7500 15000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 140000 280000 X N.A. N.A. N.A.
CIENA CORP CONV 3.75% 2/01/08 171779AA9 174000 300000 X N.A. N.A. N.A.
COX COMM INC CONV FLT RT 4/19/20 224044AX5 249000 600000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 18938 50000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 5.75% 5/15/08 278762AG4 22200 30000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 4.875% 1/01/07 278762AD1 150750 200000 X N.A. N.A. N.A.
GENZYME CORP CONV 3.00% 5/15/21 372917AK0 209375 250000 X N.A. N.A. N.A.
HEALTHSOUTH REHAB 3.25% 4/01/03 421924AF8 13744 15000 X N.A. N.A. N.A.
HEALTHSOUTH REHAB 3.25% 4/01/03 421924AF8 251969 275000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 4438 5000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 68813 75000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 252313 275000 X N.A. N.A. N.A.
INCO LTD 7.75% 3/15/16 453258AH8 46826 47000 X N.A. N.A. N.A.
INTERPUBLIC GROUP CO 1.87% 6/01/06 460690AJ9 217125 300000 X N.A. N.A. N.A.
IVAX CORP 4.50% 5/15/08 465823AG7 184500 240000 X N.A. N.A. N.A.
IVAX CORP CONV 5.50% 5/15/07 465823AD4 12638 15000 X N.A. N.A. N.A.
LIBERTY MEDIA CORP 4.00% 11/15/29 530715AG6 168300 340000 X N.A. N.A. N.A.
LOEWS CORP 3.125% 9/15/07 540424AL2 129180 150000 X N.A. N.A. N.A.
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 16750 20000 X N.A. N.A. N.A.
MARSH SUPERMARKETS 7.00% 2/15/03 571783AB5 9600 10000 X N.A. N.A. N.A.
MFC BANCORP CONV 8.00% 4/01/08 55271XAA1 33120 36000 X N.A. N.A. N.A.
NEXTEL COMMUN INC 4.75% 7/01/07 65332VAT0 22200 30000 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 55125 75000 X N.A. N.A. N.A.
RES-CARE INC CONV 6.00% 12/01/04 760943AC4 10575 15000 X N.A. N.A. N.A.
SANMINA CORP 4.25% 5/01/04 800907AB3 12975 15000 X N.A. N.A. N.A.
SERVICE CORP INT CONV 6.75% 6/22/08 817565AU8 24150 30000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 5985 7000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 10260 12000 X N.A. N.A. N.A.
XEROX CORP 0.57% 4/21/18 984121BB8 98875 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
CLOSED-END INVESTMENTS
------------------------------
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 122168 26850 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 257612 56618 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 29757 5440 X N.A. N.A. N.A.
ABERDEEN GLOBAL INCOME FUND * 003013109 1394 138 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 3613 397 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 136728 15025 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 54184 6544 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 138773 16760 X N.A. N.A. N.A.
ACM MANAGED DOLLAR INCOME FD * 000949107 321 51 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 7289 709 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 96231 9361 X N.A. N.A. N.A.
ALL AMERN TERM TR INC * 016440109 28920 2400 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD * 01852M108 56490 4200 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 262794 29297 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 1984 200 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 11904 1200 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 6848 528 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 12200 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 16226 1330 X N.A. N.A. N.A.
AMEX ENERGY SELECT SPDR FD * 81369Y506 11850 560 X N.A. N.A. N.A.
ASA LTD COM * 002050102 57118 1770 X N.A. N.A. N.A.
ASA LTD COM * 002050102 111009 3440 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 18326 2200 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 33320 4000 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 89585 1150 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 23370 300 X N.A. N.A. N.A.
BLACKROCK ADVANTAGE TERM TR INC FD * 09247A101 13211 1100 X N.A. N.A. N.A.
BLACKROCK CORE BOND TRUST FD * 09249E101 24103 1675 X N.A. N.A. N.A.
BLACKROCK FL INSD MUN 2008 TERM TR * 09247H106 150955 9500 X N.A. N.A. N.A.
BLACKROCK HIGH YIELD TRUST * 09248N102 10094 1075 X N.A. N.A. N.A.
BLACKROCK INCOME OPPORTUNITY TRUST * 092475102 1146416 104600 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 32128 3918 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 261580 31900 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 39600 3600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 41700 2500 X N.A. N.A. N.A.
BLACKROCK INVT QUALITY TERM TR INC * 09247J102 27550 2900 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 116087 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 77589 7060 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 81765 5750 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 241740 17000 X N.A. N.A. N.A.
BLACKROCK NEW YORK MUNI INC FD * 09248L106 3968 272 X N.A. N.A. N.A.
BLACKROCK STRATEGIC TERM TR INC * 09247P108 938432 94600 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC * 095333100 218515 45524 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
------------------------------
BRAZIL FUND INC COM * 105759104 17460 2000 X N.A. N.A. N.A.
BRAZILIAN EQUITY FUND INC COM * 105884100 692 265 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 1839 300 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 6130 1000 X N.A. N.A. N.A.
B2B INTERNET HOLDERS TR * 056033103 785 500 X N.A. N.A. N.A.
CALAMOS CONVERTIBLE OPP & INC FUND * 128117108 143670 10075 X N.A. N.A. N.A.
CENTRAL SECURITIES CORP * 155123102 89931 5411 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 1577 134 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 17655 1500 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 411 177 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 11134 4799 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 47315 2808 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 5358 318 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 55297 8241 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 79574 11859 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB * 195762109 34176 4256 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 38216 3490 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 32562 5400 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 60300 10000 X N.A. N.A. N.A.
CONS DISCRY SELECT SECTR SPDR FD * 81369Y407 22670 1000 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 5490 1000 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 94792 14651 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 67935 10500 X N.A. N.A. N.A.
CP HOLDRS FD * 12616K106 40720 1000 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 15390 3420 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 23054 5374 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 32175 7500 X N.A. N.A. N.A.
DELAWARE INVESTMENTS DIV & INC FD * 245915103 155232 12893 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 456805 45818 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 16082 1613 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 10560 1100 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 81600 8500 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 12742 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 26831 3049 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 127750 14517 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 27934 2763 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 123898 12255 X N.A. N.A. N.A.
DTF TAX-FREE INCOME INC FD * 23334J107 228993 14330 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 32875 2500 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 32020 2435 X N.A. N.A. N.A.
EATON VANCE NJ MUNICIPAL INC CL B * 27826V106 151185 9999 X N.A. N.A. N.A.
EATON VANCE SENIOR INCOME FUND * 27826S103 24984 3509 X N.A. N.A. N.A.
EIS FUND LTD * 268953106 4700 400 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
------------------------------
ELLSWORTH CONV GROWTH & INCOME FD * 289074106 2016 267 X N.A. N.A. N.A.
EMERGING MKTS INCOME FD II INC * 290920107 18974 1736 X N.A. N.A. N.A.
EUROPE FD INC * 29874M103 214 30 X N.A. N.A. N.A.
EUROPEAN WARRANT FUND INC * 298792102 564 300 X N.A. N.A. N.A.
FIRST FINANCIAL FUND INC * 320228109 32194 2529 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 5663 375 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD * 86330E885 22534 380 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 18496 3200 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 123875 17546 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 110877 15705 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 1517 270 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 3158 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 27486 3196 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 4670 543 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 220947 9402 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 47403 3430 X N.A. N.A. N.A.
GREATER CHINA FD INC * 39167B102 1407 177 X N.A. N.A. N.A.
GREATER CHINA FD INC * 39167B102 5541 697 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 10011 710 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 9602 681 X N.A. N.A. N.A.
H & Q LIFE SCIENCES INVS * 404053100 4327 367 X N.A. N.A. N.A.
HANCOCK J PATRIOT GLOBAL DIV FD * 41013G103 36270 3100 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 42159 2805 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 82665 5500 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 6728 345 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 18233 935 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 55800 4500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIV FD II * 41013T105 6951 700 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 82743 9043 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 194959 21307 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT SELECT DIVID TR * 41013U102 22274 1639 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 15972 2662 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 60762 10127 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC * 429904105 10328 2250 X N.A. N.A. N.A.
HYPERION TOTAL RETURN FD INC * 449145101 327 34 X N.A. N.A. N.A.
HYPERION 2002 TERM TR INC * 448915108 1218558 122100 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 348764 35300 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 4940 500 X N.A. N.A. N.A.
INDIA GROWTH FUND INC * 454090101 4731 630 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 1180 200 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 54964 9316 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 196596 13549 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 4440 306 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
------------------------------
INTERMEDIATE MUNI FD INC COM * 45880P104 11170 1107 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 9985 500 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 1997 100 X N.A. N.A. N.A.
INVESTMENT GRADE MUN INCOME FD * 461368102 57611 3693 X N.A. N.A. N.A.
ISARES RUSSELL MIDCAP INDEX FD * 464287499 73613 1620 X N.A. N.A. N.A.
ISHARES DJ U S HEALTHCARE SEC * 464287762 32473 697 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 77976 1900 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 52121 1270 X N.A. N.A. N.A.
ISHARES DJ US FINANCIAL SVCS FD * 464287770 7325 100 X N.A. N.A. N.A.
ISHARES DOW JONES U S FINL SECTOR * 464287788 19042 295 X N.A. N.A. N.A.
ISHARES DOW JONES U S UTILS SECTOR * 464287697 5771 125 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS TECH INDEX FD * 464287549 12802 520 X N.A. N.A. N.A.
ISHARES INC MSCI JAPAN INDEX FD * 464286848 13194 1800 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD * 464286699 41909 3585 X N.A. N.A. N.A.
ISHARES MSCI AUSTRIA INDEX FD * 464286202 2152 285 X N.A. N.A. N.A.
ISHARES MSCI BELGIUM FD * 464286301 1464 170 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 11424000 120000 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 87584 920 X N.A. N.A. N.A.
ISHARES MSCI EMU INDEX FUND * 464286608 7712 200 X N.A. N.A. N.A.
ISHARES MSCI FRANCE * 464286707 40796 3100 X N.A. N.A. N.A.
ISHARES MSCI HONG KONG INDEX FD * 464286871 12121 1700 X N.A. N.A. N.A.
ISHARES MSCI ITALY INDEX FD * 464286855 920 70 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 4951 100 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD * 464286673 7237 1630 X N.A. N.A. N.A.
ISHARES MSCI SOUTH KOREA INDEX FD * 464286772 21888 1250 X N.A. N.A. N.A.
ISHARES MSCI SPAIN INDEX FD * 464286764 1300 85 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 59760 1600 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 15687 420 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 1026240 9600 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 17318 162 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 * 464287689 1586 35 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 94815 2150 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 66150 1500 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400 FD * 464287507 1629 20 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 15166 200 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 58692 774 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD * 464287879 30492 440 X N.A. N.A. N.A.
ISHARES S & P 100 INDEX FUND * 464287101 62434 1525 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 317324 3875 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 191377 2337 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 96216 1102 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD * 464287887 185190 3000 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD * 464287804 7451 80 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD * 464287804 1863 20 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 TR - RUSSEL 2000 INDEX FD * 464287655 1391004 19441 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD * 464287564 53690 650 X N.A. N.A. N.A.
ISHARES TR DJ US REAL ESTATE FD * 464287739 15630 200 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 62438 1350 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 10869 235 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 189000 5000 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 3990 150 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 5320 200 X N.A. N.A. N.A.
JARDINE FLEMING INDIA FUND * 471112102 1270 200 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 22450 2954 X N.A. N.A. N.A.
KOREA EQUITY FUND INC * 50063B104 1435 390 X N.A. N.A. N.A.
KOREA FD * 500634100 1012 75 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 17738 2018 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 3085 351 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 34716 5268 X N.A. N.A. N.A.
LINCOLN NATL INCOME FD INC * 534217104 5280 400 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 83689 5832 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 31570 2200 X N.A. N.A. N.A.
MALAYSIA FD INC * 560905101 1900 500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 20475 3500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 47385 8100 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 21700 5000 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 29670 2661 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 69364 6221 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 69160 7000 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 268242 27150 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 253530 10928 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 574710 24772 X N.A. N.A. N.A.
MEVC DRAPER FISHER JURVETSON FD I * 55271E105 7810 1000 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 25290 3000 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2529 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 786990 111000 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 207798 29022 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 119593 16703 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 14675 2500 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 34633 5900 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 154413 19546 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 11933831 160725 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 361449 4868 X N.A. N.A. N.A.
MORGAN STANLEY ASIA-PACIFIC FUND INC * 61744U106 101520 14100 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND * 616988101 16080 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744G107 8344 1067 X N.A. N.A. N.A.
MORGAN STANLEY GOVT. INCOME TR * 61745P106 44592 4800 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 INCOME SECURITIES * 61745P874 12184 800 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD * 61745P791 83652 5679 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI BOND FD * 61745P817 5196 335 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI SEC FD * 61745P833 5972 400 X N.A. N.A. N.A.
MORGAN STANLEY NY QUAL MUNI SEC FD * 61745P528 131969 9333 X N.A. N.A. N.A.
MORGAN STANLEY PREMIUM INCOME TR FD * 61745P429 17298 1860 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD * 61745P734 192894 13131 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD * 61745P585 5752 400 X N.A. N.A. N.A.
MUNICIPAL ADVANTAGE FD INC * 626189104 4191 300 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 25 3 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 30455 3696 X N.A. N.A. N.A.
MUNICIPAL PARTNERS FD II * 62622E107 5432 400 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5685 500 X N.A. N.A. N.A.
MUNIHOLDINGS FD II INC * 625935101 92750 7000 X N.A. N.A. N.A.
MUNIHOLDINGS FD II INC * 625935101 17676 1334 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 63821 4235 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 96252 6387 X N.A. N.A. N.A.
MUNIHOLDINGS FUND INC * 62625H107 139156 9738 X N.A. N.A. N.A.
MUNIHOLDINGS FUND INC * 62625H107 22864 1600 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 70406 5196 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 52460 3603 X N.A. N.A. N.A.
MUNIINSURED FD INC * 626245104 10604 1100 X N.A. N.A. N.A.
MUNIVEST FD II INC * 62629P105 22916 1638 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 297277 32138 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 61790 6680 X N.A. N.A. N.A.
MUNIYIELD CALIFORNIA INSURED FD INC * 62629L104 142200 10000 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 127911 9567 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 5963 446 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 85024 5590 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 237748 15631 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD * 62630J106 60921 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 143817 9575 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 168361 10848 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 58319 4107 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 87430 7000 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 28727 2300 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 36507 2516 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 5804 400 X N.A. N.A. N.A.
NEW AMER HIGH INCOME FD * 641876107 1943 1039 X N.A. N.A. N.A.
NEW IRELAND FD INC * 645673104 18748 2180 X N.A. N.A. N.A.
NEW IRELAND FD INC * 645673104 112 13 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 101915 6933 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 79336 5397 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 CALIF INVT QUALITY MUN FD INC * 67062A101 63600 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 110753 6688 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 161725 9766 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADV MUNI FUND 3 * 67070X101 10621 734 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * 67066V101 26486 1700 X N.A. N.A. N.A.
NUVEEN DVD ADV MUNI FD 2 * 67070F100 10646 714 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD * 670970102 16750 1000 X N.A. N.A. N.A.
NUVEEN FLA QUALITY INCOME MUN FD * 670978105 63336 3770 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 286765 17934 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 85642 5356 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 62920 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 42228 2953 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 97723 5966 X N.A. N.A. N.A.
NUVEEN INSURED FLORIDA PREMIUM INC * 67101V108 8510 500 X N.A. N.A. N.A.
NUVEEN INVT QUALITY MUN FD INC * 67062E103 9456 600 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 60723 3658 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 88535 5930 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 133325 8930 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 406855 26198 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 211239 13602 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 4396 400 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 3759 342 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 192710 19867 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 1014057 104542 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 41236 2600 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 117658 7665 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 142523 8975 X N.A. N.A. N.A.
NUVEEN NJ DVD ADV MUNI FD * 67069Y102 29440 2000 X N.A. N.A. N.A.
NUVEEN NJ DVD ADV MUNI FD * 67069Y102 29440 2000 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 649184 40574 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 819520 51220 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 8011 501 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 47970 3000 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 32970 3500 X N.A. N.A. N.A.
NUVEEN NY PERFORMANCE MUNI FD * 67062R104 49800 3000 X N.A. N.A. N.A.
NUVEEN NY SELECT QUALITY MUN FD INC * 670976109 17182 1100 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 40820 2600 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 145131 9244 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 18150 1198 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 30280 2000 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 397637 26264 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 817333 53666 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 99714 7359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 29837 2202 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 PREMIER INSD MUN INCOME FD * 670987106 16040 1000 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 46324 2888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 79284 5145 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 49703 3338 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 345374 23195 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 78851 5317 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 359865 24266 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD * 67071S101 46110 3000 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 11174 714 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 39125 2500 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 122008 8048 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 10498 720 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 52969 3633 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 36125 2500 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 63808 8330 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 84353 4428 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 80315 4216 X N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND * 72200R107 45 3 X N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND * 72200R107 100990 6666 X N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND II * 72200W106 35601 2375 X N.A. N.A. N.A.
PIMCO RCM STRAT GLOBAL GOVT FD * 72200X104 126780 10565 X N.A. N.A. N.A.
PIONEER INTEREST SHARES INC FUND * 723703104 5965 500 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 63989 26333 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS * 743590101 2855 500 X N.A. N.A. N.A.
PUTNAM HIGH INCOME BOND FUND * 746779107 9696 1600 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 4422 300 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 7800 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 23580 2000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 37728 3200 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 8190 1000 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 16306 1991 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 16241 2472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 137970 21000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 71239 11166 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 184223 28875 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 89457 6940 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 12890 1000 X N.A. N.A. N.A.
PUTNAM NY INVT GRADE MUNI FD * 746921105 11069 875 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 71221 11287 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 14447 1167 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 21750 2672 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 464 57 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 157123 12480 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 22347 1775 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
------------------------------
SALOMON BROS FD INC * 795477108 95526 11212 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 156538 18373 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 76670 8200 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 20215 2162 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC * 79547Q106 9040 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC * 79548T109 62450 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 52664 5153 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 3462 600 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 75682 14667 X N.A. N.A. N.A.
SCUDDER INTER GOVT TR * 811163104 2924 405 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR * 81118Q101 28704 3900 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR * 81118R604 23280 2000 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 60320 8000 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 16625 3500 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 2138 450 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 21280 400 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 177316 3333 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 617 100 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 70826 5555 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 58803 4612 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 6058 650 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 10914 1171 X N.A. N.A. N.A.
TCW / DW TERM TR 2003 * 87234U108 940680 87100 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 63129 15435 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 33538 8200 X N.A. N.A. N.A.
TCW DW TERM TR 2002 SH BEN INT * 87234T101 53400 5000 X N.A. N.A. N.A.
TELECOM HOLDRS TR * 87927P200 19242 900 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 11853 1350 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 9658 1100 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 75800 10000 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 33352 4400 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 15917 1513 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 28343 3992 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 21300 3000 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 14924 2050 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 7280 1000 X N.A. N.A. N.A.
TRANSAMERICA INCOME SHS FUND * 893506105 1155 50 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 296363 22520 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 260726 19812 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD * 920934106 17580 1000 X N.A. N.A. N.A.
VAN KAMPEN ADV MUNI INCOME II FD * 92112K107 14900 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 333878 20235 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 8250 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
CLOSED-END INVESTMENTS
------------------------------
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 26550 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERN CAP STRAT SECTR MUN * 920943107 22131 1520 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 74722 4039 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 7447 2223 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 6030 1800 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 61950 3500 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 67260 3800 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 29922 2065 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 15312 1600 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 26136 2731 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL OPPORTUNITY TR * 920935103 80699 4700 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 69527 4201 X N.A. N.A. N.A.
VAN KAMPEN NY VALUE MUN INCOME TR * 92112Q104 9324 600 X N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUN TR * 920924107 29155 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 17793 2700 X N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL * 920928108 25920 1500 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 533092 31600 X N.A. N.A. N.A.
WIRELESS HOLDRS TRUST * 97653L208 5640 200 X N.A. N.A. N.A.
ZENIX INCOME FD INC * 989414107 1310 500 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 12752 2457 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 26216 4406 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 18894 940 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 7538 375 X N.A. N.A. N.A.
2002 TARGET TERM TR INC * 902106103 7320 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
WARRANTS & RIGHTS
------------------------------
BANK UTD CORP CPR'S RTS 12/01/49 * 065416117 30 500 X N.A. N.A. N.A.
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 428 95 X N.A. N.A. N.A.
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 900 200 X N.A. N.A. N.A.
COAST FED LITIGATION RTS 11/11/11 * 19034Q110 700 5000 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 1521 16900 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 292 3240 X N.A. N.A. N.A.
GOLDEN ST BANCORP INC LITIG TRAC WT * 381197136 2725 2500 X N.A. N.A. N.A.
HARMONY GOLD MINING WTS 6/29/03 * 413216110 575 50 X N.A. N.A. N.A.
HARVEY ELECTRONICS WTS 3/31/03 * 417660115 954 31800 X N.A. N.A. N.A.
MAGNUM HUNTER RESOURCES WTS 3/21/05 * 55972F138 569 1580 X N.A. N.A. N.A.
MAGNUM HUNTER RESOURCES WTS 3/21/05 * 55972F138 3 8 X N.A. N.A. N.A.
MICROSTRATEGY INC WTS 6/24/07 * 594972119 24 159 X N.A. N.A. N.A.
MICROSTRATEGY INC WTS 6/24/07 * 594972119 15 98 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 10873 217457 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 0 1 X N.A. N.A. N.A.
ORBITAL SCIENCES CORP WTS 8/31/04 * 685564130 218 276 X N.A. N.A. N.A.
ORBITAL SCIENCES CORP WTS 8/31/04 * 685564130 86 109 X N.A. N.A. N.A.
TOTAL FINA ELF S.A. ADR WTS * F9212D142 11376 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 604653 21805 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 2426514 87505 X N.A. N.A. N.A.
AMERICA FIRST APT INV L P * 023929102 2521 250 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P * 02364V107 14728 2018 X N.A. N.A. N.A.
AMERICAN INSD MTG-INVS L P SER 85 * 02686E106 6110 1000 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 3638 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 21014 2322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 10422 450 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 132012 5700 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 25651 1130 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 2270 100 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 524627 14295 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 800060 21800 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 240814 10300 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 130928 5600 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 79836 2699 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 349044 11800 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 212211 4845 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 477770 10908 X N.A. N.A. N.A.
EOTT ENERGY PARTNERS L P * 294103106 5300 5000 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 39182 1964 X N.A. N.A. N.A.
GENESIS ENERGY L P * 371927104 2300 500 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 1231 14 X N.A. N.A. N.A.
HERITAGE PROPANE PARTNERS L P * 426918108 22160 800 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 44658 1235 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 216960 6000 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 803774 25173 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 1760365 55132 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 16668 400 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 10834 260 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 246984 10040 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 47905 1300 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 1142350 31000 X N.A. N.A. N.A.
PACIFIC ENERGY PARTNERS LP * 69422R105 395000 20000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 2391 980 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 4421 1812 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 24300 1000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 315924 13001 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 44275 2500 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P * 864482104 182842 6825 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 40157 1500 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 133855 5000 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 111544 3820 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 905200 31000 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
------------------------------
U S TIMBERLANDS CO L P * 902977107 428 535 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 43925 700 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 383 207 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 18963 10250 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 10020 400 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR * 798241105 102609 8770 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 154520 4000 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 57945 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 816240 10740 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I * 252787106 220400 2900 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 266351 4553 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 569732 9739 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 5039829 243235 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 397099 19165 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 42090115 514612 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 3631149 44396 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 1597248 37600 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 934915 32350 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 28900 1000 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 33120 1500 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 22080 1000 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 20295 1100 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 151290 8200 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 2215810 57035 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 201437 5185 X N.A. N.A. N.A.
APEX MTG CAP INC COM REIT * 037564101 11190 1000 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 976692 40900 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 175876 7365 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 41861 1770 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 47300 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 12150 1500 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 8100 1000 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 1485614 35541 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 108137 2587 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 17332 700 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 34664 1400 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 1549380 41650 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 425196 11430 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 11275 500 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 22550 1000 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 65805 2140 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 101475 3300 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 159120 4800 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 575716 17367 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 512090 20500 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 1356663 53900 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 63831 2536 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 1003625 25900 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 96875 2500 X N.A. N.A. N.A.
CENTER TR INC COM * 151845104 4640 800 X N.A. N.A. N.A.
CENTERPOINT PROPERTIES TRUST * 151895109 932400 16800 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 5282 200 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 708750 21000 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 67500 2000 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 542700 15000 X N.A. N.A. N.A.
CORNERSTONE RLTY INCOME TR REIT * 21922V102 9790 1100 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 5833275 430500 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 153115 11300 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT * 22025E104 62100 2700 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
------------------------------
CRESCENT REAL ESTATE EQUITIES CO * 225756105 34462 2195 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 61230 3900 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 36760 4000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 132060 6000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 195889 8900 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 276458 11229 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 922955 37488 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 57816 2336 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 19800 800 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 50278 2275 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 15470 700 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 5400 871 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 37200 6000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 22967820 889536 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 5810843 225052 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 2822071 117881 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 938448 39200 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM * 297178105 687216 13900 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 57186 2118 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 32400 1200 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 50348 1885 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 3404099 66099 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 704263 13675 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 24362 1300 X N.A. N.A. N.A.
GREAT LAKES REIT INC COM * 390752103 17470 1000 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 44530 6100 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 3225544 75717 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 162178 3807 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 87520 3200 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 8220663 264330 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 376621 12110 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2807602 119983 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2126826 90890 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 466570 14356 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 835088 25695 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 21859 660 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 566352 17100 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 933726 100617 X N.A. N.A. N.A.
HOST MARRIOTT CORP NEW COM * 44107P104 58529 6307 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 39188 4750 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 105600 12800 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 117547 6100 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 14260 740 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
------------------------------
INNKEEPERS USA TRUST * 4576J0104 4072503 509700 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 2476504 88700 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 143788 5150 X N.A. N.A. N.A.
JAMESON INNS INC COM * 470457102 13200 4000 X N.A. N.A. N.A.
JDN RLTY CORP COM * 465917102 57199 4735 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 4438512 187200 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 47420 2000 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 1462757 47034 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 708147 22770 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 92895 5500 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 6891 408 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 44357 9241 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 16080 3350 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 1250 100 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 37500 3000 X N.A. N.A. N.A.
LEXINGTON CORPORATE PPTYS TR COM * 529043101 49910 3100 X N.A. N.A. N.A.
LIBERTE INVS INC REIT * 530154103 1209 300 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 961000 31000 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 292950 9450 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1959485 63250 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1791109 57815 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 353430 11000 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 603401 18780 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 1644 66 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 101518 6333 X N.A. N.A. N.A.
MISSION WEST PROPERTIES * 605203108 2216 200 X N.A. N.A. N.A.
NATIONAL GOLF PROPERTIES INC REIT * 63623G109 4600 400 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 52855 3100 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 17050 1000 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 112705 6112 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 83902 4550 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 655120 19000 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 1932 75 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 25760 1000 X N.A. N.A. N.A.
PITTSBURGH & W VA RR * 724819107 8550 1000 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 3645885 161251 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 2938124 129948 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 381906 14700 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 549860 19000 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 40516 1400 X N.A. N.A. N.A.
PROLOGIS SHS BEN INT REIT * 743410102 2890781 116049 X N.A. N.A. N.A.
PUBLIC STORAGE DEP SHARES A REIT * 74460D729 877 32 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 975470 30579 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 32219 1010 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
------------------------------
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 13978 711 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 10688 450 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 1286505 56500 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 45540 2000 X N.A. N.A. N.A.
REGENCY CTRS CORP COM * 758849103 15500 500 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 72787 6623 X N.A. N.A. N.A.
SAUL CENTERS INC REIT * 804395101 92880 4000 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 1066 95 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 10547 940 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC * 821374105 536 8 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 799986 25300 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 12548876 351214 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 363910 10185 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 5716564 185965 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 2306 75 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 45295 1489 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 6084 200 X N.A. N.A. N.A.
STREETTRACKS DJ US S/C VALUE REIT * 86330E406 87188 750 X N.A. N.A. N.A.
STREETTRACKS WILSHIRE REIT INDEX * 86330E604 153010 1300 X N.A. N.A. N.A.
SUMMIT PPTYS INC * 866239106 81480 4200 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 10515 500 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 10515 500 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 3084 187 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 2919 177 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 895515 78900 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 5675 500 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 60947 4277 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 29996 2105 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 1044444 65647 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 259333 16300 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC * 911024107 407901 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 57090 2200 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 1368811 52748 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 1672128 42386 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 328066 8316 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 18274 720 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 332859 13115 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 54168 1480 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 487695 13325 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 7613 15000 X N.A. N.A. N.A.
AMERICA ONLINE Z/CPN 12/06/19 * 02364JAC8 238525 470000 X N.A. N.A. N.A.
ELAN FIN CORP LTD Z/CPN 12/14/18 * 284129AC7 4463 15000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 27785 50000 X N.A. N.A. N.A.
SOLECTRON CORP CONV Z/CPN 11/20/20 * 834182AL1 11889 30000 X N.A. N.A. N.A.
TYCO INTL LTD Z/CPN 11/17/20 * 902124AC0 29419 45000 X N.A. N.A. N.A.