UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: JUNE 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.) [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: FLEETBOSTON FINANCIAL CORPORATION
Address: 100 FEDERAL STREET
BOSTON, MA 02110
Form 13F File Number: 28-452
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: ERNEST L. PUSCHAVER
Title: CHIEF ACCOUNTING OFFICER
Phone: 617-434-2341
Signature, Place, and Date of Signing:
/S/ ERNEST L. PUSCHAVER BOSTON, MASSACHUSETTS 08/13/2003
----------------------- --------------------- ----------
(Signature) (City, State) Date
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings of this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
FORM 13F FILE NUMBER NAME
-------------------- ----
28-03639 Liberty Wanger Asset Management, LP
28-04161 Columbia Trust Company
28-03964 Crabbe Huson Group Inc.
28-10483 Liberty Asset Management Company
FORM 13F SUMMARY PAGE
Section I
Report Summary:
Number of other Included Managers: 10
Form 13F Information Table Entry Total: 7,252
Form 13F Information Table Value Total: $47,066,633
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
FORM 13F FILE NUMBER NAME
-------------------- ----
1. 28-453 Fleet National Bank
(entities also included within the numbers
presented for Fleet National Bank for
purposes of this report include: BancBoston
Capital Inc., BancBoston Investments Inc.;
BancBoston Ventures Inc.)
2. 28-00297 Columbia Management Advisors, Inc.
3. 28-3494 Burr, Francis
4. 28-3692 Collidge, Francis L.
5. 28-1930 Fuller, Alfred W., Esq.
6. 28-3488 Grace, Nichols
7. 28-5798 Hammer, Curtis A.
8. 28-04918 Whitney, Thomas H.P. Jr.
9. 28-02710 Dassori, F. Davis Jr.
10. 28-06476 Lowell, William A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
AAIPHARMA INC COM 00252W104 59580 3000 X 3000 0 0
AAR CORP COM 000361105 146848 20800 X 9850 0 10950
AARON RENTS INC CL B COM 002535201 394740 15300 X 14200 0 1100
AASTROM BIOSCIENCES INC COM 00253U107 1010 1000 X 0 0 1000
ABBOTT LABS COM 002824100 223146812 5099333 X 4792981 0 306352
ABBOTT LABS COM 002824100 106568115 2435286 X 2229181 150 205955
ABERCROMBIE & FITCH CO COM 002896207 266429 9378 X 828 0 8550
ABIOMED INC COM 003654100 2640 500 X 500 0 0
ABM INDS INC COM 000957100 494340 32100 X 32100 0 0
ABRAXAS PETE CORP COM 003830106 1080 1000 X 1000 0 0
ABRAXAS PETE CORP COM 003830106 5400 5000 X 5000 0 0
ACADIA REALTY TRUST COM 004239109 7320 800 X 800 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 760 1000 X 1000 0 0
ACCREDO HEALTH INC COM 00437V104 4707143 217420 X 197335 0 20085
ACMAT CORP CL A 004616207 37540 4065 X 0 0 4065
ACTEL CORP COM 004934105 329280 16000 X 16000 0 0
ACTION PERFORMANCE COS INC COM 004933107 220400 11600 X 11600 0 0
ACTIVISION INC COM 004930202 3328182 258600 X 249900 0 8700
ACTIVISION INC COM 004930202 860038 66825 X 0 0 66825
ACTUANT CORP CL A COM 00508X203 172339 3642 X 0 0 3642
ACTUATE SOFTWARE COM 00508B102 80399 29025 X 29025 0 0
ACUITY BRANDS INC COM 00508Y102 492407 27100 X 27100 0 0
ACXIOM CORP 005125109 8984553 589151 X 458386 0 130765
ACXIOM CORP 005125109 221888 14550 X 0 0 14550
ADAPTEC INC 00651F108 651900 82000 X 69900 0 12100
ADAPTEC INC 00651F108 1988 250 X 250 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 546268 237508 X 174483 0 63025
ADC TELECOMMUNICATIONS INC COM 000886101 19090 8300 X 6900 0 1400
ADMINSTAFF INC COM 007094105 178190 17300 X 17300 0 0
ADOBE SYS INC COM 00724F101 6274335 195645 X 193945 0 1700
ADOBE SYS INC COM 00724F101 939651 29300 X 18700 0 10600
ADOLOR CORPORATION COM 00724X102 704298 57400 X 56900 0 500
ADOLOR CORPORATION COM 00724X102 34123 2781 X 2781 0 0
ADVANCE PCS COM 00790K109 956 25 X 25 0 0
ADVANCE PCS COM 00790K109 198900 5200 X 5200 0 0
ADVANCED AUTO PARTS COM 00751Y106 6652716 109240 X 107070 0 2170
ADVANCED AUTO PARTS COM 00751Y106 816060 13400 X 370 0 13030
ADVANCED DIGITAL INFO CORP COM 007525108 992 100 X 100 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 316448 31900 X 0 0 31900
ADVANCED ENERGY INDS INC COM 007973100 300300 21000 X 21000 0 0
ADVANCED FIBER COMMUNICATIONS COM 00754A105 175266 10700 X 8100 0 2600
ADVANCED FIBER COMMUNICATIONS COM 00754A105 3276 200 X 200 0 0
ADVANCED MAGNETICS INC COM 00753P103 10250 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
-----------------------
ADVANCED MARKETING SVCS INC COM 00753T105 262080 20160 X 20160 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 108875 8375 X 8375 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 335697 19689 X 19689 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 24006 1408 X 1375 0 33
ADVANCED MICRO DEVICES INC COM 007903107 337775 52695 X 44795 0 7900
ADVANCED MICRO DEVICES INC COM 007903107 3846 600 X 600 0 0
ADVANCED NEUROMODULATION SYS INC COM 00757T101 5150 100 X 100 0 0
ADVENT SOFTWARE INC COM 007974108 143038 8355 X 3870 0 4485
ADVENT SOFTWARE INC COM 007974108 1712 100 X 100 0 0
ADVO INC COM 007585102 22401754 504544 X 371144 0 133400
AEROFLEX INC COM 007768104 557652 72611 X 72611 0 0
AES CORP COM 00130H105 459708 72395 X 70295 0 2100
AES CORP COM 00130H105 22333 3517 X 3517 0 0
AETNA INC COM NEW 00817Y108 22505650 373848 X 330423 0 43425
AETNA INC COM NEW 00817Y108 7538665 125227 X 115344 0 9883
AFC ENTERPRISES INC COM 00104Q107 302845 18500 X 18500 0 0
AFFILIATED COMPUTER SVCS COM 008190100 4878476 106680 X 96230 0 10450
AFFILIATED COMPUTER SVCS COM 008190100 348508 7621 X 6401 0 1220
AFFILIATED MANAGERS GROUP COM 008252108 1219 20 X 20 0 0
AFFYMETRIX INC COM 00826T108 11826 600 X 600 0 0
AFLAC INC COM 001055102 53846694 1751112 X 1572987 0 178125
AFLAC INC COM 001055102 7358998 239317 X 213314 100 25903
AG SVCS AMER INC COM 001250109 29700 5000 X 5000 0 0
AG SVCS AMER INC COM 001250109 20606 3469 X 2000 0 1469
AGCO CORP COM 001084102 8139115 476529 X 412919 0 63610
AGERE SYSTEMS INC CL A COM 00845V100 872296 374376 X 332346 0 42030
AGERE SYSTEMS INC CL A COM 00845V100 78975 33895 X 25728 0 8167
AGERE SYSTEMS INC CL B COM 00845V209 121042 52627 X 38289 0 14338
AGERE SYSTEMS INC CL B COM 00845V209 125113 54397 X 50137 0 4260
AGILENT TECHNOLOGIES INC COM 00846U101 3462051 177087 X 155337 0 21750
AGILENT TECHNOLOGIES INC COM 00846U101 3231087 165273 X 156780 0 8493
AGL RESOURCES INC COM 001204106 63600 2500 X 900 0 1600
AGL RESOURCES INC COM 001204106 140225 5512 X 5212 0 300
AGREE RLTY CORP COM 008492100 24310 1000 X 1000 0 0
AIR PRODS & CHEMS INC COM 009158106 74123130 1781806 X 1679881 0 101925
AIR PRODS & CHEMS INC COM 009158106 16852077 405098 X 387271 100 17727
AIRBORNE INC COM 009269101 12247 586 X 586 0 0
AIRBORNE INC COM 009269101 29260 1400 X 1400 0 0
AIRGAS INC COM 009363102 155775 9300 X 0 0 9300
AIRNET SYSTEMS INC COM 009417106 4323035 1067416 X 700916 0 366500
AIRNET SYSTEMS INC COM 009417106 9720 2400 X 2400 0 0
AIRSPAN NETWORKS INC COM 00950H102 3300 2000 X 2000 0 0
AIRTRAN HLDGS INC COM 00949P108 48686 4650 X 0 0 4650
AIRTRAN HLDGS INC COM 00949P108 1047 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
-----------------------
AK STEEL HOLDING CORP COM 001547108 43 12 X 12 0 0
AKAMI TECHNOLOGIES COM 00971T101 2868 600 X 600 0 0
ALAMO GROUP INC COM 011311107 23096 1890 X 1890 0 0
ALBANY INTERNATIONAL CORP CL A COM 012348108 24263303 885522 X 716105 0 169417
ALBANY INTERNATIONAL CORP CL A COM 012348108 949410 34650 X 1000 0 33650
ALBANY MOLECULAR RESH INC COM 012423109 1305295 86673 X 86673 0 0
ALBANY MOLECULAR RESH INC COM 012423109 30120 2000 X 0 0 2000
ALBEMARLE CORP COM 012653101 11107866 397135 X 302220 0 94915
ALBEMARLE CORP COM 012653101 202279 7232 X 7232 0 0
ALBERTO CULVER CO CL A 013068200 69692 1400 X 1400 0 0
ALBERTO CULVER CO CL B COM 013068101 2401700 47000 X 44318 0 2682
ALBERTO CULVER CO CL B COM 013068101 743505 14550 X 200 0 14350
ALBERTSONS INC COM 013104104 1737408 90490 X 66913 0 23577
ALBERTSONS INC COM 013104104 1290451 67211 X 58780 0 8431
ALCOA INC COM 013817101 12049566 472532 X 362224 0 110308
ALCOA INC COM 013817101 4838217 189734 X 179264 0 10470
ALEXANDER & BALDWIN INC 014482103 36540 1400 X 0 0 1400
ALEXANDER & BALDWIN INC 014482103 2610 100 X 100 0 0
ALEXANDERS INC COM 014752109 100188 1200 X 1200 0 0
ALICO INC COM 016230104 19752 800 X 800 0 0
ALIGN TECHNOLOGY INC COM 016255101 12600 1000 X 1000 0 0
ALKERMES INC COM 01642T108 31329 2950 X 2500 0 450
ALKERMES INC COM 01642T108 48746 4590 X 4472 0 118
ALLEGHANY CORP DEL COM 017175100 970853 5083 X 5083 0 0
ALLEGHANY CORP DEL COM 017175100 756360 3960 X 3960 0 0
ALLEGHENY ENERGY INC COM 017361106 209357 24776 X 23576 0 1200
ALLEGHENY ENERGY INC COM 017361106 144765 17132 X 16662 0 470
ALLEGHENY TECHNOLOGIES INC COM 01741R102 80520 12200 X 10038 0 2162
ALLEGHENY TECHNOLOGIES INC COM 01741R102 35429 5368 X 4812 0 556
ALLEGIANT BANCORP INC COM 017476102 263044 13022 X 13022 0 0
ALLEN TELECOM INC COM 018091108 370048 22400 X 21100 0 1300
ALLERGAN INC COM 018490102 3343133 43361 X 28211 0 15150
ALLERGAN INC COM 018490102 2369129 30728 X 29062 0 1666
ALLETE INC COM 018522102 1040733 39199 X 28510 0 10689
ALLETE INC COM 018522102 257854 9712 X 9712 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 119072 24400 X 24400 0 0
ALLIANT ENERGY CORP COM 018802108 128833 6770 X 5720 0 1050
ALLIANT ENERGY CORP COM 018802108 190338 10002 X 10002 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 2434994 46908 X 27483 0 19425
ALLIANT TECHSYSTEMS INC COM 018804104 477572 9200 X 9200 0 0
ALLIED CAP CORP NEW COM 01903Q108 644490 27900 X 17000 0 10900
ALLIED CAP CORP NEW COM 01903Q108 124093 5372 X 5072 0 300
ALLIED DEFENSE GROUP INC COM 019118108 14760 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
-----------------------
ALLIED WASTE INDS INC COM 019589308 243210 24200 X 23500 0 700
ALLMERICA FINL CORP COM 019754100 112725 6266 X 1403 0 4863
ALLMERICA FINL CORP COM 019754100 33965 1888 X 1888 0 0
ALLSTATE CORP COM 020002101 11960112 335487 X 280211 0 55276
ALLSTATE CORP COM 020002101 3123225 87608 X 80286 0 7322
ALLTEL CORP COM 020039103 5104328 105855 X 77290 0 28565
ALLTEL CORP COM 020039103 1256710 26062 X 25514 0 548
ALPHARMA INC CL A COM 020813101 1043280 48300 X 48300 0 0
ALTEON INC COM 02144G107 4850 1000 X 1000 0 0
ALTERA CORP 021441100 2663747 162127 X 133327 0 28800
ALTERA CORP 021441100 649018 39502 X 39302 0 200
ALTRIA GROUP INC COM 02209S103 38708746 851865 X 685953 0 165912
ALTRIA GROUP INC COM 02209S103 36196277 796573 X 621138 0 175435
AMAZON COM INC COM 023135106 740601 20391 X 1791 0 18600
AMAZON COM INC COM 023135106 229869 6329 X 6329 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 12689856 191545 X 165310 0 26235
AMBAC FINANCIAL GROUP INC COM 023139108 366031 5525 X 4910 0 615
AMCOL INTL CORP COM 02341W103 7200 900 X 900 0 0
AMDOCS LTD COM G02602103 1440480 60020 X 54020 0 6000
AMDOCS LTD COM G02602103 1375680 57320 X 1700 0 55620
AMER INTERNATIONAL GROUP INC COM 026874107 447493853 8109711 X 7602617 0 507094
AMER INTERNATIONAL GROUP INC COM 026874107 148318101 2687896 X 2487449 706 199741
AMERADA HESS CORP COM 023551104 1637645 33299 X 28762 0 4537
AMERADA HESS CORP COM 023551104 286769 5831 X 5831 0 0
AMEREN CORP COM 023608102 1662791 37705 X 31155 0 6550
AMEREN CORP COM 023608102 1174295 26628 X 20868 0 5760
AMERICA FIRST APARTMENT INV COM 02363X104 2480 250 X 0 0 250
AMERICAN AXLE & MFG HLDGS INC COM 024061103 74688 3125 X 0 0 3125
AMERICAN CAP STRATEGIES LTD COM 024937104 135108 5400 X 5400 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 275220 11000 X 1000 0 10000
AMERICAN CMNTY PPTYS TR COM 02520N106 1560 300 X 300 0 0
AMERICAN EAGLE OUTFITTERS INC NEW CO 02553E106 7422652 403405 X 316155 0 87250
AMERICAN ELEC PWR INC 025537101 13134686 440318 X 367754 0 72564
AMERICAN ELEC PWR INC 025537101 4338386 145437 X 134796 0 10641
AMERICAN EXPRESS CO COM 025816109 45111150 1078956 X 900516 0 178440
AMERICAN EXPRESS CO COM 025816109 25228865 603417 X 510932 600 91885
AMERICAN FINL GROUP INC COM 025932104 56225 2466 X 1466 0 1000
AMERICAN GREETINGS CORP CL A 026375105 237840 12110 X 8766 0 3344
AMERICAN HEALTHWAYS INC COM 02649V104 1898254 52700 X 40100 0 12600
AMERICAN INDEPENDENCE CORP COM 026760405 1771 166 X 0 0 166
AMERICAN ITALIAN PASTA CL A COM 027070101 3919265 94100 X 88000 0 6100
AMERICAN MED SYS HLDGS INC COM 02744M108 3775883 223425 X 216900 0 6525
AMERICAN MEDICAL ALERT CORP COM 027904101 7980 3000 X 3000 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 MGMT SYS INC 027352103 584707 40860 X 28560 0 12300
AMERICAN MGMT SYS INC 027352103 68616 4795 X 0 0 4795
AMERICAN NATL INS CO 028591105 43115 500 X 0 0 500
AMERICAN NATL INS CO 028591105 25869 300 X 300 0 0
AMERICAN PHARMACEUTICAL PARTNERS 02886P109 45765 1350 X 0 0 1350
AMERICAN POWER CONVERSION CORP COM 029066107 2188522 140200 X 120720 0 19480
AMERICAN POWER CONVERSION CORP COM 029066107 666422 42692 X 41052 0 1640
AMERICAN RLTY INVS INC COM 029174109 9004 735 X 735 0 0
AMERICAN STD COS INC DEL COM 029712106 4023714 54426 X 32766 0 21660
AMERICAN STD COS INC DEL COM 029712106 171222 2316 X 2316 0 0
AMERICAN STS WTR CO COM 029899101 6276270 229900 X 161650 0 68250
AMERICAN TOWER CORP CL A 029912201 10800098 1220350 X 1210050 0 10300
AMERICAN TOWER CORP CL A 029912201 3178478 359150 X 275150 0 84000
AMERICREDIT CORP COM 03060R101 465975 54500 X 50600 0 3900
AMERIGROUP CORP COM 03073T102 798870 21475 X 13500 0 7975
AMERISOURCEBERGEN CORP COM 03073E105 2476974 35717 X 22142 0 13575
AMERISOURCEBERGEN CORP COM 03073E105 138631 1999 X 1349 0 650
AMERISTAR CASINOS INC COM 03070Q101 723392 33900 X 0 0 33900
AMERON INTERNATIONAL INC COM 030710107 97356 2800 X 2800 0 0
AMERUS GROUP CO COM 03072M108 10001446 354787 X 257390 0 97397
AMERUS GROUP CO COM 03072M108 22552 800 X 800 0 0
AMETEK INC COM 031100100 654862 17868 X 17868 0 0
AMETEK INC COM 031100100 472785 12900 X 2400 0 10500
AMGEN INC 031162100 56118171 851049 X 690489 0 160560
AMGEN INC 031162100 24509173 371689 X 308410 75 63204
AMKOR TECHNOLOGY INC COM 031652100 93436 7100 X 2800 0 4300
AMPCO-PITTSBURGH CORP 032037103 1340 100 X 100 0 0
AMPCO-PITTSBURGH CORP 032037103 1340 100 X 100 0 0
AMPHENOL CORP NEW CL A COM 032095101 2112284 45115 X 39877 0 5238
AMPHENOL CORP NEW CL A COM 032095101 2920163 62370 X 1440 0 60930
AMR CORP DEL COM 001765106 124938 11358 X 5558 0 5800
AMR CORP DEL COM 001765106 40700 3700 X 3700 0 0
AMSOUTH BANCORPORATION COM 032165102 969696 44400 X 42000 0 2400
AMSOUTH BANCORPORATION COM 032165102 567207 25971 X 21471 0 4500
AMSURG CORP COM 03232P405 1157087 37900 X 12900 0 25000
ANADARKO PETROLEUM CORP COM 032511107 17816772 400647 X 345348 0 55299
ANADARKO PETROLEUM CORP COM 032511107 8513693 191448 X 176155 0 15293
ANADIGICS INC COM 032515108 3405303 1070850 X 727550 0 343300
ANADIGICS INC COM 032515108 7117 2238 X 2238 0 0
ANALOG DEVICES INC COM 032654105 89459962 2569212 X 2442912 0 126300
ANALOG DEVICES INC COM 032654105 17143453 492345 X 436307 225 55813
ANALOGIC CORP COM 032657207 11471528 234976 X 188176 0 46800
ANALYSTS INTL CORP COM 032681108 3221907 1292900 X 871200 0 421700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ANAREN, INC. COM 032744104 4760 500 X 500 0 0
ANCHOR BANCORP WI INC COM 032839102 382240 16000 X 16000 0 0
ANDERSEN GROUP INC COM 033501107 34511 8737 X 8737 0 0
ANDREW CORP COM 034425108 1136958 121730 X 107595 0 14135
ANDREW CORP COM 034425108 195225 20902 X 2162 0 18740
ANDRX GROUP COM 034553107 993231 49786 X 45030 0 4756
ANDRX GROUP COM 034553107 1225828 61445 X 1220 0 60225
ANGELICA CORP COM 034663104 96615 5700 X 5700 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 128567281 2518458 X 2378142 0 140316
ANHEUSER-BUSCH COMPANIES INC COM 035229103 36986082 724507 X 611312 50 113145
ANIXTER INTL INC COM 035290105 5431871 231834 X 119470 0 112364
ANIXTER INTL INC COM 035290105 8786 375 X 0 0 375
ANNTAYLOR STORES CORP 036115103 882975 30500 X 29400 0 1100
ANSYS INC COM 03662Q105 505057 16100 X 9700 0 6400
ANTHEM INC COM 03674B104 4436819 57509 X 39229 0 18280
ANTHEM INC COM 03674B104 647597 8394 X 1948 0 6446
ANTHRACITE CAPITAL INC COM 037023108 36180 3000 X 3000 0 0
ANTIGENICS INC DEL COM 037032109 3326 289 X 289 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 3084 200 X 200 0 0
AOL TIME WARNER INC COM 00184A105 28413846 1765932 X 1493333 0 272599
AOL TIME WARNER INC COM 00184A105 7919273 492186 X 384484 0 107702
AON CORP 037389103 2584410 107326 X 75721 0 31605
AON CORP 037389103 1845708 76649 X 43974 0 32675
APAC TELESERVICES INC COM 00185E106 1526691 603435 X 442445 0 160990
APACHE CORP COM 037411105 51562913 792544 X 722755 0 69789
APACHE CORP COM 037411105 7328814 112647 X 85251 0 27396
APOGEE ENTERPRISES INC COM 037598109 157353 17700 X 12900 0 4800
APOGENT TECHNOLOGIES INC COM 03760A101 3529300 176465 X 203 0 176262
APOGENT TECHNOLOGIES INC COM 03760A101 490000 24500 X 2800 0 21700
APOLLO GROUP INC CL A COM 037604105 7023817 113654 X 99554 0 14100
APOLLO GROUP INC CL A COM 037604105 477405 7725 X 7145 0 580
APPLE COMPUTER INC COM 037833100 1281537 67237 X 48376 0 18861
APPLE COMPUTER INC COM 037833100 136756 7175 X 7175 0 0
APPLEBEES INTL INC 037899101 14739130 468951 X 411826 0 57125
APPLEBEES INTL INC 037899101 619957 19725 X 0 0 19725
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 4013484 210903 X 108350 0 102553
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 1317142 69214 X 42070 0 27144
APPLERA CORP-CELERA GENOMICS GROUP 038020202 143138 13870 X 13820 0 50
APPLERA CORP-CELERA GENOMICS GROUP 038020202 88669 8592 X 8532 0 60
APPLICA INC COM 03815A106 135150 15900 X 15900 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 15600 26000 X 26000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 603398 1005663 X 1000663 0 5000
APPLIED FILMS CORP COM 038197109 4753068 183800 X 182400 0 1400
APPLIED FILMS CORP COM 038197109 259 10 X 10 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
-----------------------
APPLIED INDUSTRIAL TECH COM 03820C105 261640 12400 X 12400 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 42200 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 13518347 853431 X 601134 0 252297
APPLIED MATERIALS INC COM 038222105 4219142 266360 X 242500 150 23710
APPLIED MICRO CIRCUITS CORP COM 03822W109 938344 155355 X 154355 0 1000
APPLIED MICRO CIRCUITS CORP COM 03822W109 155228 25700 X 0 0 25700
APTARGROUP INC COM 038336103 1036800 28800 X 10400 0 18400
APTARGROUP INC COM 038336103 430200 11950 X 1450 0 10500
AQUILA INC DEL COM 03840P102 7740 3000 X 3000 0 0
AQUILA INC DEL COM 03840P102 13958 5410 X 5410 0 0
ARAMARK CORPORATION CLASS B 038521100 42598 1900 X 0 0 1900
ARAMARK CORPORATION CLASS B 038521100 2242 100 X 100 0 0
ARBITRON INC COM 03875Q108 4857878 136075 X 130575 0 5500
ARBITRON INC COM 03875Q108 107100 3000 X 3000 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 634644 18300 X 11300 0 7000
ARCH CHEMICALS INC COM 03937R102 280770 14700 X 14700 0 0
ARCH CHEMICALS INC COM 03937R102 5997 314 X 314 0 0
ARCH COAL INC COM 039380100 198111 8621 X 171 0 8450
ARCHER DANIELS MIDLAND CO 039483102 2907487 225912 X 123622 0 102290
ARCHER DANIELS MIDLAND CO 039483102 886859 68909 X 64260 0 4649
ARCTIC CAT INC COM 039670104 273456 14400 X 14400 0 0
ARGONAUT GROUP INC 040157109 77796 6330 X 5116 0 1214
ARGOSY GAMING CORP COM 040228108 397290 19000 X 19000 0 0
ARIBA INC COM 04033V104 15150 5050 X 4050 0 1000
ARIBA INC COM 04033V104 300 100 X 100 0 0
ARK RESTAURANTS CORP COM 040712101 15400 2000 X 2000 0 0
ARKANSAS BEST CORP DEL COM 040790107 8585186 363625 X 289100 0 74525
ARMOR HLDGS INC COM 042260109 11534787 860805 X 677715 0 183090
ARMOR HLDGS INC COM 042260109 18760 1400 X 1400 0 0
ARQULE INC COM 04269E107 63860 15500 X 15500 0 0
ARRIS GROUP INC COM 04269Q100 992 200 X 200 0 0
ARROW ELECTRONICS INC 042735100 605790 39750 X 16150 0 23600
ARROW ELECTRONICS INC 042735100 299466 19650 X 3050 0 16600
ARROW FINL CORP COM 042744102 290399 8784 X 8784 0 0
ARROW INTL INC COM 042764100 891000 20000 X 0 0 20000
ART TECHNOLOGY GROUP INC COM 04289L107 2800 1750 X 1750 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 141680 25300 X 25300 0 0
ARTHROCARE CORP COM 043136100 222899 13700 X 13700 0 0
ARTISAN COMPONENTS INC COM 042923102 2554810 113800 X 111400 0 2400
ARVINMERITOR INC COM 043353101 123522 6121 X 1021 0 5100
ARVINMERITOR INC COM 043353101 87722 4347 X 4212 0 135
ASHLAND INC COM 044204105 691067 22525 X 8050 0 14475
ASHLAND INC COM 044204105 45100 1470 X 1470 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
-----------------------
ASHWORTH INC COM 04516H101 59556 8400 X 8400 0 0
ASPECT MED SYS INC COM 045235108 43608 5909 X 5909 0 0
ASSOCIATED BANC CORP COM 045487105 76881 2100 X 2100 0 0
ASSOCIATED BANC CORP COM 045487105 10983 300 X 300 0 0
ASTEC INDS INC 046224101 111616 12800 X 12800 0 0
ASTORIA FINL CORP COM 046265104 74573 2670 X 1870 0 800
ASTORIA FINL CORP COM 046265104 68429 2450 X 2450 0 0
ASTRO MED INC NEW 04638F108 62100 9000 X 0 0 9000
ASTRONICS CORP COM 046433108 221260 68185 X 68185 0 0
ASTROPOWER INC COM 04644A101 48334 14300 X 14300 0 0
ASTROPOWER INC COM 04644A101 4056 1200 X 1200 0 0
ASYST TECHNOLOGY CORP COM 04648X107 3044998 453800 X 281600 0 172200
AT & T CORP NEW COM 001957505 7391461 383972 X 354796 0 29176
AT & T CORP NEW COM 001957505 10105904 524982 X 477294 218 47470
AT & T WIRELESS SVCS INC COM 00209A106 6629509 807492 X 706883 0 100609
AT & T WIRELESS SVCS INC COM 00209A106 7970350 970810 X 690632 0 280178
ATHEROGENICS INC COM 047439104 530015 35500 X 0 0 35500
ATLANTIC AMERICAN CORP COM 048209100 1635 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 479160 36000 X 33700 0 2300
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 423258 31800 X 100 0 31700
ATMEL CORP COM 049513104 31750 12500 X 12500 0 0
ATMI INC COM 00207R101 501495 20100 X 20100 0 0
ATMI INC COM 00207R101 24950 1000 X 1000 0 0
ATMOS ENERGY CORP COM 049560105 803520 32400 X 32100 0 300
ATMOS ENERGY CORP COM 049560105 24800 1000 X 1000 0 0
ATRIX LABS INC COM 04962L101 2111317 96100 X 95300 0 800
ATS MED INC COM 002083103 46680 12000 X 12000 0 0
ATWOOD OCEANICS INC COM 050095108 8639130 318200 X 249300 0 68900
AUDIOVOX CORP COM 050757103 165539 14900 X 14900 0 0
AURORA FOODS INC COM 05164B106 39 112 X 112 0 0
AUTHENTIDATE HLDG CORP COM 052666104 8258 2352 X 2352 0 0
AUTODESK INC COM 052769106 322721 19958 X 9510 0 10448
AUTODESK INC COM 052769106 693370 42880 X 2220 0 40660
AUTOIMMUNE INC COM 052776101 160 100 X 100 0 0
AUTOLIV INC COM 052800109 24372 900 X 0 0 900
AUTOLIV INC COM 052800109 1002122 37006 X 1506 0 35500
AUTOMATIC DATA PROCESSING INC 053015103 221618305 6545136 X 6311705 0 233431
AUTOMATIC DATA PROCESSING INC 053015103 122325683 3612690 X 3440206 1000 171484
AUTONATION INC COM 05329W102 645149 41040 X 40140 0 900
AUTOZONE INC COM 053332102 2751254 36215 X 13965 0 22250
AUTOZONE INC COM 053332102 189925 2500 X 2500 0 0
AVANEX CORP COM 05348W109 15800 4000 X 4000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 3500 2000 X 2000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 17500 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 607686 94069 X 50446 0 43623
AVAYA INC COM 053499109 133541 20672 X 19563 0 1109
AVERY DENNISON CORP COM 053611109 19728801 393004 X 370948 0 22056
AVERY DENNISON CORP COM 053611109 4037636 80431 X 78331 0 2100
AVI BIOSPHERE INC COM 002346104 6090 1000 X 1000 0 0
AVIALL INC NEW COM 05366B102 5685 500 X 500 0 0
AVICI SYSTEMS INC NEW COM 05367L802 61763 10125 X 10125 0 0
AVICI SYSTEMS INC NEW COM 05367L802 1983 325 X 325 0 0
AVID TECHNOLOGY INC COM 05367P100 653605 18500 X 18500 0 0
AVIGEN INC COM 053690103 41871 11286 X 11286 0 0
AVISTA CORP COM 05379B107 444310 31400 X 31400 0 0
AVISTA CORP COM 05379B107 39620 2800 X 2800 0 0
AVNET INC COM 053807103 10657477 840495 X 812149 0 28346
AVNET INC COM 053807103 8876 700 X 300 0 400
AVOCENT CORP COM 053893103 2005619 67100 X 64900 0 2200
AVOCENT CORP COM 053893103 14945 500 X 500 0 0
AVON PRODS INC COM 054303102 16683844 268229 X 232707 0 35522
AVON PRODS INC COM 054303102 1154183 18556 X 18381 0 175
AVX CORP NEW COM 002444107 730176 66440 X 66440 0 0
AVX CORP NEW COM 002444107 15386 1400 X 1400 0 0
AWARE INC MASSACHUSETTS COM 05453N100 11745 5000 X 0 0 5000
AXCELIS TECHNOLOGIES INC COM 054540109 395066 64659 X 64659 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 30214 4945 X 4788 0 157
AZTAR CORP COM 054802103 444233 27575 X 22900 0 4675
B J SERVICES CO COM 055482103 12561478 336228 X 305683 0 30545
B J SERVICES CO COM 055482103 775220 20750 X 1650 0 19100
BACK YARD BURGERS INC COM 05635W101 6264 1200 X 1200 0 0
BAIRNCO CORP COM 057097107 301 50 X 50 0 0
BAIRNCO CORP COM 057097107 602 100 X 0 0 100
BAKER HUGHES INC COM 057224107 145448370 4332689 X 4116703 0 215986
BAKER HUGHES INC COM 057224107 21022608 626232 X 572787 275 53170
BALDOR ELECTRIC CO COM 057741100 438780 21300 X 21300 0 0
BALDOR ELECTRIC CO COM 057741100 8240 400 X 400 0 0
BALDWIN & LYONS INC CL A COM 057755100 622034 29067 X 0 0 29067
BALDWIN & LYONS INC CL B COM 057755209 3701604 155857 X 0 0 155857
BALL CORP COM 058498106 2107113 46300 X 8570 0 37730
BALL CORP COM 058498106 164974 3625 X 3625 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 243991 27020 X 27020 0 0
BANCFIRST CORP COM 05945F103 19627 380 X 380 0 0
BANCORP RHODE ISLAND INC COM 059690107 113256 5200 X 5200 0 0
BANCORP RHODE ISLAND INC COM 059690107 261360 12000 X 12000 0 0
BANCORPSOUTH INC COM 059692103 58380 2800 X 2800 0 0
BANDAG INC CL A 059815308 35100 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 49610 2908 X 2908 0 0
BANK NEW YORK INC COM 064057102 81703475 2841860 X 2723344 0 118516
BANK NEW YORK INC COM 064057102 20997879 730361 X 656601 125 73635
BANK OF AMERICA CORP COM 060505104 265079818 3354167 X 3092579 0 261588
BANK OF AMERICA CORP COM 060505104 51687122 654019 X 592340 125 61554
BANK OF HAWAII CORP COM 062540109 159319 4806 X 2006 0 2800
BANK OF HAWAII CORP COM 062540109 3315 100 X 0 0 100
BANK ONE CORP NEW COM 06423A103 44760110 1203876 X 1117900 0 85976
BANK ONE CORP NEW COM 06423A103 6326289 170153 X 147873 727 21553
BANKATLANTIC BANCORP INC A COM 065908501 3567 300 X 300 0 0
BANKNORTH GROUP INC COM NEW 06646R107 3717728 145679 X 134199 0 11480
BANKNORTH GROUP INC COM NEW 06646R107 1467170 57491 X 55139 0 2352
BANKUNITED FINL CORP CL A COM 06652B103 385536 19200 X 19200 0 0
BANTA CORP COM 066821109 134983 4170 X 1470 0 2700
BANTA CORP COM 066821109 453180 14000 X 0 0 14000
BAR HARBOR BANKSHARES COM 066849100 58331 2745 X 2645 0 100
BAR HARBOR BANKSHARES COM 066849100 8500 400 X 400 0 0
BARD C R INC 067383109 1528886 21440 X 9211 0 12229
BARD C R INC 067383109 1747095 24500 X 24500 0 0
BARNES & NOBLE INC COM 067774109 780611 33866 X 15566 0 18300
BARNES & NOBLE INC COM 067774109 9220 400 X 400 0 0
BARNES GROUP INC 067806109 7908716 363452 X 356606 0 6846
BARNES GROUP INC 067806109 47618605 2188355 X 122101 0 2066254
BARR LABS INC COM 068306109 3049484 46557 X 34620 0 11937
BARR LABS INC COM 068306109 162440 2480 X 1290 0 1190
BARRA INC COM 068313105 454279 12700 X 12700 0 0
BASSETT FURNITURE INDS INC COM 070203104 4882877 371604 X 274604 0 97000
BASSETT FURNITURE INDS INC COM 070203104 9986 760 X 0 0 760
BAUSCH & LOMB COM 071707103 642563 17135 X 13757 0 3378
BAUSCH & LOMB COM 071707103 86513 2307 X 2307 0 0
BAXTER INTERNATIONAL COM 071813109 34282170 1318545 X 1204071 0 114474
BAXTER INTERNATIONAL COM 071813109 12974676 499026 X 475948 100 22978
BAY VIEW CAP CORP DEL COM 07262L101 348337 60266 X 54466 0 5800
BB & T CORP COM 054937107 2104888 61367 X 59117 0 2250
BB & T CORP COM 054937107 590749 17223 X 17223 0 0
BE AEROSPACE INC COM 073302101 9300 3000 X 3000 0 0
BEA SYS INC COM 073325102 430427 39525 X 7225 0 32300
BEA SYS INC COM 073325102 225750 20730 X 30 0 20700
BEAR STEARNS COM 073902108 3063366 42300 X 38300 0 4000
BEAR STEARNS COM 073902108 160048 2210 X 2210 0 0
BEARINGPOINT INC COM 074002106 458500 47513 X 2413 0 45100
BEASLEY BROADCAST GROUP INC CL A COM 074014101 56910 4200 X 4200 0 0
BEAZER HOMES USA INC COM 07556Q105 3674000 44000 X 42000 0 2000
BEAZER HOMES USA INC COM 07556Q105 16700 200 X 200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BEBE STORES INC COM 075571109 49686 2600 X 0 0 2600
BECKMAN COULTER INC COM 075811109 6319032 155488 X 145438 0 10050
BECKMAN COULTER INC COM 075811109 171907 4230 X 4230 0 0
BECTON DICKINSON & CO COM 075887109 16011328 412132 X 291356 0 120776
BECTON DICKINSON & CO COM 075887109 6702674 172527 X 138602 0 33925
BED BATH & BEYOND INC COM 075896100 34056941 877304 X 845604 0 31700
BED BATH & BEYOND INC COM 075896100 2322407 59825 X 43030 0 16795
BEI TECHNOLOGIES COM 05538P104 113810 9500 X 9500 0 0
BEL FUSE INC CL A COM 077347201 20500 1000 X 0 0 1000
BEL FUSE INC CL B COM 077347300 194876 8600 X 7100 0 1500
BELDEN INC COM 077459105 262185 16500 X 16500 0 0
BELL MICROPRODUCTS INC COM 078137106 55806 13100 X 13100 0 0
BELL SOUTH CORP COM 079860102 92883816 3487939 X 3255980 0 231959
BELL SOUTH CORP COM 079860102 58508294 2197082 X 2085586 0 111496
BELO CORPORATION CL A COM 080555105 19052509 852080 X 842780 0 9300
BELO CORPORATION CL A COM 080555105 81665987 3652325 X 2337228 0 1315097
BEMIS CO COM 081437105 28395526 606742 X 604620 0 2122
BEMIS CO COM 081437105 4664041 99659 X 40689 0 58970
BENCHMARK ELECTRONICS INC COM 08160H101 23466558 762892 X 631367 0 131525
BENCHMARK ELECTRONICS INC COM 08160H101 1110436 36100 X 0 0 36100
BERKLEY W R CORP COM 084423102 31620 600 X 0 0 600
BERKLEY W R CORP COM 084423102 79050 1500 X 1500 0 0
BERKSHIRE BANCORP INC COM 084597103 4254 120 X 120 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 5582500 77 X 48 0 29
BERKSHIRE HATHAWAY INC CL A COM 084670108 18487500 255 X 252 0 3
BERKSHIRE HATHAWAY INC CL B COM 084670207 34561890 14223 X 13252 0 971
BERKSHIRE HATHAWAY INC CL B COM 084670207 29451600 12120 X 11639 0 481
BERRY PETE CO CL A COM 085789105 77185 4300 X 0 0 4300
BEST BUY INC COM 086516101 3619008 82400 X 65950 0 16450
BEST BUY INC COM 086516101 127807 2910 X 2910 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 4552100 1300600 X 955500 0 345100
BIG LOTS INC COM 089302103 267742 17802 X 13502 0 4300
BIG 5 SPORTING GOODS CORP COM 08915P101 79254 6300 X 0 0 6300
BIO RAD LABS INC CL A 090572207 4300695 77700 X 75400 0 2300
BIOGEN INC 090597105 2532029 66685 X 35135 0 31550
BIOGEN INC 090597105 380421 10019 X 3619 0 6400
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 64740 6000 X 5000 0 1000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 6048906 619765 X 520175 0 99590
BIOMET INC COM 090613100 8064700 281000 X 260288 0 20712
BIOMET INC COM 090613100 586829 20447 X 18293 0 2154
BIOPURE CORP COM 09065H105 50627 8382 X 7382 0 1000
BIOPURE CORP COM 09065H105 12080 2000 X 2000 0 0
BIOSITE INCORPORATED COM 090945106 517935 10750 X 9800 0 950
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BIOSPHERE MEDICAL INC COM 09066V103 78000 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 6000 1000 X 1000 0 0
BIOTIME INC COM 09066L105 4470 2235 X 2235 0 0
BIOVAIL CORP COM 09067J109 20544514 436560 X 428670 0 7890
BIOVAIL CORP COM 09067J109 873904 18570 X 3670 0 14900
BISYS GROUP INC COM 055472104 991153 53955 X 46390 0 7565
BISYS GROUP INC COM 055472104 996021 54220 X 2630 0 51590
BJS WHOLESALE CLUB INC COM 05548J106 206322 13700 X 5200 0 8500
BJS WHOLESALE CLUB INC COM 05548J106 72288 4800 X 2800 0 2000
BKF CAP GROUP INC COM 05548G102 53047 2430 X 2430 0 0
BLACK & DECKER CORP 091797100 4900769 112791 X 78841 0 33950
BLACK & DECKER CORP 091797100 743038 17101 X 14901 200 2000
BLACK BOX CORP DEL COM 091826107 505680 14000 X 14000 0 0
BLACK HILLS CORP COM 092113109 130475 4250 X 4250 0 0
BLAIR CORP COM 092828102 2220 100 X 100 0 0
BLOCK H & R INC COM 093671105 11268615 260546 X 246718 0 13828
BLOCK H & R INC COM 093671105 2455389 56772 X 56772 0 0
BLOCKBUSTER INC COM CL A 093679108 5645 335 X 335 0 0
BLOCKBUSTER INC COM CL A 093679108 16850 1000 X 1000 0 0
BLUE COAT SYSTEMS INC COM 09534T508 120 20 X 0 0 20
BLUE RHINO CORP COM 095811105 3100800 258400 X 252000 0 6400
BLUE RHINO CORP COM 095811105 156000 13000 X 0 0 13000
BLYTH INC COM 09643P108 81600 3000 X 3000 0 0
BMC SOFTWARE INC COM 055921100 17326832 1061043 X 1008903 0 52140
BMC SOFTWARE INC COM 055921100 173751 10640 X 9670 0 970
BOB EVANS FARMS INC COM 096761101 142749 5100 X 0 0 5100
BOCA RESORTS INC CL A COM 09688T106 1300 100 X 0 0 100
BOEING CO COM 097023105 16214518 472451 X 371935 0 100516
BOEING CO COM 097023105 7864153 229142 X 222156 400 6586
BOISE CASCADE CO 097383103 917282 38380 X 26138 0 12242
BOISE CASCADE CO 097383103 7959 333 X 333 0 0
BORDERS GROUP INC COM 099709107 787325 44709 X 44709 0 0
BORG WARNER INC COM 099724106 193200 3000 X 800 0 2200
BORLAND SOFTWARE CORP COM 099849101 4615496 471450 X 467500 0 3950
BOSTON BEER INC CL A COM 100557107 694872 48255 X 0 0 48255
BOSTON BEER INC CL A COM 100557107 720 50 X 50 0 0
BOSTON COMMUNICATION GROUP INC COM 100582105 207993 12300 X 12300 0 0
BOSTON LIFE SCIENCES INC COM 100843408 9250 5000 X 5000 0 0
BOSTON LIFE SCIENCES INC COM 100843408 37000 20000 X 20000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 2578752 122100 X 121200 0 900
BOSTON SCIENTIFIC CORP COM 101137107 37382813 611830 X 551989 0 59841
BOSTON SCIENTIFIC CORP COM 101137107 3091232 50593 X 17303 600 32690
BOTTOMLINE TECHNOLOGIES COM 101388106 4005 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
-----------------------
BOWATER INC COM 102183100 51483339 1374722 X 1311779 0 62943
BOWATER INC COM 102183100 3719160 99310 X 89270 100 9940
BOWNE & CO INC DEL COM 103043105 308811 23700 X 21900 0 1800
BOYD GAMING CORP COM 103304101 8630 500 X 500 0 0
BOYD GAMING CORP COM 103304101 502266 29100 X 0 0 29100
BOYKIN LODGING CO COM 103430104 14820 1900 X 1900 0 0
BOYKIN LODGING CO COM 103430104 12035 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 56670 3000 X 3000 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 151498 8020 X 7820 0 200
BRADY CORPORATION COM CLASS A 104674106 507020 15203 X 15203 0 0
BRIGGS & STRATTON CORP COM 109043109 1038280 20560 X 17500 0 3060
BRIGGS & STRATTON CORP COM 109043109 101000 2000 X 2000 0 0
BRIGHTPOINT INC COM 109473405 1758 142 X 0 0 142
BRINKER INTL INC COM 109641100 3492139 96950 X 84715 0 12235
BRINKER INTL INC COM 109641100 77803 2160 X 1120 0 1040
BRINKS CO COM 109696104 936764 64294 X 63325 0 969
BRINKS CO COM 109696104 190925 13104 X 12579 0 525
BRISTOL MYERS SQUIBB CO 110122108 123565270 4551207 X 4256579 500 294128
BRISTOL MYERS SQUIBB CO 110122108 84653700 3118000 X 2939327 800 177873
BRITESMILE INC COM 110415205 517 20 X 20 0 0
BROADCOM CORP CL A COM 111320107 3377422 135585 X 98695 0 36890
BROADCOM CORP CL A COM 111320107 575421 23100 X 400 0 22700
BROADVISION INC COM 111412607 244 44 X 44 0 0
BROADVISION INC COM 111412607 333 60 X 60 0 0
BROCADE COMMUNICATIONS SYTEMS COM 111621108 759287 128475 X 103565 0 24910
BROCADE COMMUNICATIONS SYTEMS COM 111621108 157797 26700 X 4000 0 22700
BROOKLINE BANCORP INC COM 11373M107 136682 9763 X 9763 0 0
BROOKLINE BANCORP INC COM 11373M107 122164 8726 X 7726 0 1000
BROOKS AUTOMATION INC COM 114340102 4642914 409428 X 406428 0 3000
BROOKTROUT INC 114580103 64608 8200 X 8200 0 0
BROOKTROUT INC 114580103 2206 280 X 280 0 0
BROWN & BROWN INC COM 115236101 73450 2260 X 2260 0 0
BROWN FORMAN CORP CL B 115637209 731166 9300 X 7083 0 2217
BROWN FORMAN CORP CL B 115637209 329025 4185 X 3560 0 625
BROWN SHOE COMPANY INC COM 115736100 345680 11600 X 11600 0 0
BRUNSWICK CORP COM 117043109 5076933 202915 X 182075 0 20840
BRUSH ENGINEERED MATERIALS INC 117421107 99515 11918 X 11918 0 0
BRYN MAWR BANK CORP COM 117665109 104532 2792 X 2792 0 0
BRYN MAWR BANK CORP COM 117665109 12355 330 X 0 0 330
BSB BANCORP INC COM 055652101 2034 82 X 82 0 0
BSB BANCORP INC COM 055652101 68277 2752 X 2752 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 3676760 540700 X 412800 0 127900
BUCKLE INC COM 118440106 12218742 635400 X 429000 0 206400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BUILDING MATERIALS HOLDING CORP COM 120113105 152350 10280 X 10280 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 520890 29100 X 29100 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 23490246 825958 X 772208 0 53750
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 3232604 113664 X 107764 0 5900
BURLINGTON RES INC COM 122014103 7743959 143221 X 135623 0 7598
BURLINGTON RES INC COM 122014103 2188213 40470 X 34150 0 6320
BUSH INDS INC CL A 123164105 300 100 X 100 0 0
BUTLER MANUFACTURING CO COM 123655102 67773 4100 X 0 0 4100
C & D TECHNOLOGIES INC COM 124661109 257044 17900 X 17700 0 200
C H ROBINSON WORLDWIDE INC COM 12541W100 125812 3550 X 0 0 3550
C-COR.NET CORPORATION COM 125010108 116620 23800 X 23800 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 228800 32000 X 32000 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 286 40 X 40 0 0
CABLEVISION NY GROUP CL A 12686C109 799364 38505 X 10295 0 28210
CABOT CORP COM 127055101 22186248 773040 X 772490 0 550
CABOT CORP COM 127055101 17623235 614050 X 604050 0 10000
CABOT MICROELECTRONICS CORP COM 12709P103 7766371 154003 X 141598 0 12405
CABOT MICROELECTRONICS CORP COM 12709P103 4556653 90356 X 77256 0 13100
CABOT OIL & GAS COM 127097103 4675284 169333 X 169333 0 0
CABOT OIL & GAS COM 127097103 908921 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 710010 20700 X 18700 0 2000
CACI INTL INC CL A COM 127190304 675710 19700 X 200 0 19500
CADENCE DESIGN SYS INC COM 127387108 548730 45500 X 36400 0 9100
CADENCE DESIGN SYS INC COM 127387108 18090 1500 X 1500 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 533610 24500 X 24500 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 780813 35850 X 0 0 35850
CALGON CARBON CORP COM 129603106 1891175 328900 X 245900 0 83000
CALIFORNIA COASTAL CMNTYS INC COM 129915203 719 109 X 109 0 0
CALIFORNIA PIZZA KITCHEN COM 13054D109 2608072 120800 X 119500 0 1300
CALIFORNIA PIZZA KITCHEN COM 13054D109 86360 4000 X 4000 0 0
CALLAWAY GOLF CO COM 131193104 3710854 280700 X 211000 0 69700
CALLAWAY GOLF CO COM 131193104 44948 3400 X 3400 0 0
CALPINE CORP COM 131347106 572253 86705 X 74685 0 12020
CALPINE CORP COM 131347106 559218 84730 X 2800 0 81930
CAMBREX CORP COM 132011107 386736 16800 X 16800 0 0
CAMBREX CORP COM 132011107 163442 7100 X 0 0 7100
CAMDEN NATIONAL CORP COM 133034108 769918 27997 X 27697 0 300
CAMPBELL SOUP CO COM 134429109 2188095 89310 X 65269 0 24041
CAMPBELL SOUP CO COM 134429109 3078107 125637 X 113392 0 12245
CANADA SOUTHN PETE LTD 135231108 2930 637 X 218 0 419
CANTERBURY CONSULTING GROUP COM 138108402 149 191 X 191 0 0
CAPITAL BANCORP LTD COM 14056D105 31436 1160 X 1160 0 0
CAPITAL CROSSING BK COM 140071101 661984 27400 X 27400 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CAPITAL ONE FINL CORP COM 14040H105 5558127 113016 X 97246 0 15770
CAPITAL ONE FINL CORP COM 14040H105 2081544 42325 X 41425 0 900
CAPITAL PROPERTIES INC RI CL A COM 140430109 16340 1900 X 1900 0 0
CAPSTEAD MTG CORP COM 14067E506 8453 750 X 250 0 500
CAPTARIS INC COM 14071N104 68112 19800 X 19800 0 0
CARAUSTAR INDS INC COM 140909102 145782 18200 X 6100 0 12100
CARBO CERAMICS INC COM 140781105 376225 10100 X 10100 0 0
CARBO CERAMICS INC COM 140781105 745 20 X 20 0 0
CARDINAL HEALTH INC COM 14149Y108 28504704 443308 X 391987 0 51321
CARDINAL HEALTH INC COM 14149Y108 11157786 173527 X 150803 75 22649
CAREER ED CORP COM 141665109 44395 650 X 0 0 650
CAREER ED CORP COM 141665109 543122 7952 X 2662 0 5290
CAREMARK RX INC COM 141705103 4497570 175139 X 154138 0 21001
CAREMARK RX INC COM 141705103 3190714 124249 X 10462 0 113787
CARLISLE COMPANIES INC 142339100 1648709 39106 X 39106 0 0
CARLISLE COMPANIES INC 142339100 488044 11576 X 11376 0 200
CARMAX INC COM 143130102 425417 14110 X 13036 0 1074
CARMAX INC COM 143130102 160488 5323 X 4570 0 753
CARPENTER TECH CORP COM 144285103 90480 5800 X 5800 0 0
CARPENTER TECH CORP COM 144285103 17066 1094 X 1092 0 2
CARREKER CORPORATION COM 144433109 68068 15400 X 15400 0 0
CARRINGTON LABS INC COM 144525102 2450 1000 X 1000 0 0
CASCADE NATURAL GAS CORP COM 147339105 5358448 280547 X 187887 0 92660
CASELLA WASTE SYSTEMS INC CL A COM 147448104 65132 7310 X 7310 0 0
CASEYS GEN STORES INC COM 147528103 7919767 560890 X 440180 0 120710
CASH AMERICAN INTERNATIONAL INC COM 14754D100 306968 23220 X 23220 0 0
CASH AMERICAN INTERNATIONAL INC COM 14754D100 12956 980 X 0 0 980
CASTLE A M & CO COM 148411101 67465 10300 X 1488 0 8812
CASTLE A M & CO COM 148411101 100215 15300 X 15300 0 0
CASUAL MALE RETAIL GROUP INC COM 148711104 5895 1125 X 1125 0 0
CATALINA MARKETING CORP COM 148867104 141200 8000 X 8000 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 88116 8400 X 8400 0 0
CATELLUS DEV CORP COM 149111106 533566 24253 X 23703 0 550
CATELLUS DEV CORP COM 149111106 39556 1798 X 1798 0 0
CATERPILLAR INC COM 149123101 11274879 202567 X 160309 0 42258
CATERPILLAR INC COM 149123101 9073638 163019 X 158669 0 4350
CATHAY BANCORP INC COM 149150104 659636 14800 X 14800 0 0
CATHAY BANCORP INC COM 149150104 205022 4600 X 4600 0 0
CATO CORP NEW COM 149205106 571268 27100 X 16600 0 10500
CCBT FINANCIAL CO COM 12500Q102 475610 19900 X 17100 0 2800
CCBT FINANCIAL CO COM 12500Q102 1101790 46100 X 46100 0 0
CDI CORP 125071100 327096 12600 X 11500 0 1100
CEC ENTMT INC COM 125137109 14533248 393535 X 319660 0 73875
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CELESTICA INC COM 15101Q108 20132580 1277448 X 1229788 0 47660
CELESTICA INC COM 15101Q108 756039 47972 X 47072 0 900
CELGENE CORP COM 151020104 509712 16800 X 4400 0 12400
CELGENE CORP COM 151020104 129704 4275 X 4275 0 0
CELL GENESYS INC COM 150921104 2291 260 X 260 0 0
CELL THERAPEUTICS INC COM 150934107 21179 2170 X 0 0 2170
CENDANT CORP COM 151313103 42882247 2340734 X 2229599 0 111135
CENDANT CORP COM 151313103 985103 53772 X 50657 0 3115
CENTENE CORP COM 15135B101 273563 7100 X 7100 0 0
CENTENE CORP COM 15135B101 192650 5000 X 5000 0 0
CENTENNIAL CELLULAR CORP COM 15133V208 12494 3108 X 0 0 3108
CENTER BANCORP INC COM 151408101 9400 630 X 630 0 0
CENTER BANCORP INC COM 151408101 181934 12194 X 12194 0 0
CENTER FINANCIAL CORP CALIF COM 15146E102 18042 1198 X 1198 0 0
CENTERPOINT ENERGY INC COM 15189T107 526474 64598 X 49254 0 15344
CENTERPOINT ENERGY INC COM 15189T107 678708 83277 X 51249 0 32028
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 52919 1320 X 1320 0 0
CENTEX CORP COM 152312104 10609234 136383 X 123575 0 12808
CENTEX CORP COM 152312104 1285869 16530 X 15830 0 700
CENTRA SOFTWARE INC COM 15234X103 189630 60200 X 0 0 60200
CENTRA SOFTWARE INC COM 15234X103 1991 632 X 632 0 0
CENTRAL GARDEN & PET CO COM 153527106 50484 2100 X 2100 0 0
CENTRAL PKG CORP COM 154785109 291696 23600 X 23600 0 0
CENTRAL VT PUB SVC CORP COM 155771108 224532 11485 X 11485 0 0
CENTRAL VT PUB SVC CORP COM 155771108 84671 4331 X 3736 0 595
CENTURY ALUMINUM COMPANY COM 156431108 95900 13700 X 13700 0 0
CENTURY BANCORP CL A NON VTG 156432106 59560 2000 X 2000 0 0
CENTURY BUSINESS SVCS INC COM 156490104 14458 4490 X 4490 0 0
CENTURYTEL INC COM 156700106 32886690 943664 X 919754 0 23910
CENTURYTEL INC COM 156700106 851176 24424 X 17824 0 6600
CEPHALON INC COM 156708109 2282996 55615 X 44015 0 11600
CEPHALON INC COM 156708109 20525 500 X 500 0 0
CEPHEID INC COM 15670R107 24550 5000 X 5000 0 0
CERIDIAN CORP COM 156779100 53201 3135 X 1635 0 1500
CERNER CORP COM 156782104 722076 31670 X 23300 0 8370
CERNER CORP COM 156782104 499320 21900 X 0 0 21900
CERTEGY INC COM 156880106 643162 23177 X 17377 0 5800
CERTEGY INC COM 156880106 837884 30194 X 27394 0 2800
CH ENERGY GROUP INC COM 12541M102 646650 14370 X 14370 0 0
CH ENERGY GROUP INC COM 12541M102 190845 4241 X 4241 0 0
CHALONE WINE GROUP LTD COM 157639105 770 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 192178 37100 X 32300 0 4800
CHARLES RIVER ASSOCIATES COM 159852102 262911 9300 X 0 0 9300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CHARLES RIVER LABORATORIES COM 159864107 4229096 131420 X 118500 0 12920
CHARLES RIVER LABORATORIES COM 159864107 189862 5900 X 5900 0 0
CHARMING SHOPPES INC 161133103 15149 3130 X 0 0 3130
CHARTER COMMUN INC CL A COM 16117M107 286744 76875 X 5100 0 71775
CHARTER COMMUN INC CL A COM 16117M107 1865 500 X 500 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 261254 13743 X 13743 0 0
CHARTER ONE FINL INC COM 160903100 79509780 2550025 X 2417110 0 132915
CHARTER ONE FINL INC COM 160903100 9845958 315778 X 283739 0 32039
CHASE CORP COM 16150R104 28401 2309 X 2309 0 0
CHASE CORP COM 16150R104 22140 1800 X 1800 0 0
CHECK POINT SOFTWARE TECH COM M22465104 3468251 177859 X 174109 0 3750
CHECK POINT SOFTWARE TECH COM M22465104 26598 1364 X 864 0 500
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 13748346 1215592 X 813492 0 402100
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 22620 2000 X 2000 0 0
CHECKFREE CORP NEW COM 162813109 256732 9169 X 500 0 8669
CHECKFREE CORP NEW COM 162813109 126000 4500 X 4500 0 0
CHECKPOINT SYS INC COM 162825103 314130 22200 X 17600 0 4600
CHEESECAKE FACTORY INC 163072101 1953853 54516 X 53916 0 600
CHEESECAKE FACTORY INC 163072101 240128 6700 X 6700 0 0
CHEMICAL FINL CORP 163731102 65719 2224 X 2224 0 0
CHEMICAL FINL CORP 163731102 8274 280 X 0 0 280
CHESAPEAKE CORP COM 165159104 218500 10000 X 10000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 81810 8100 X 0 0 8100
CHESAPEAKE ENERGY CORP COM 165167107 751440 74400 X 1000 0 73400
CHESAPEAKE UTILITIES 165303108 27120 1200 X 1200 0 0
CHEVRONTEXACO CORP COM 166764100 97664290 1352691 X 1227029 0 125662
CHEVRONTEXACO CORP COM 166764100 77845390 1078191 X 1014797 37 63357
CHICAGO MERCANTILE EXCHANGE COM 167760107 105838 1520 X 0 0 1520
CHICAGO MERCANTILE EXCHANGE COM 167760107 13926 200 X 200 0 0
CHICOS FAS INC COM 168615102 3266960 155200 X 140250 0 14950
CHICOS FAS INC COM 168615102 595715 28300 X 5700 0 22600
CHILDRENS PL RETAIL STORES INC 168905107 350088 17400 X 17400 0 0
CHINADOTCOM CORPORATION COM G2108N109 1682 200 X 200 0 0
CHIQUITA BRANDS INTL INC COM 170032809 39223 2705 X 2705 0 0
CHIRON CORP COM 170040109 1049131 23920 X 21970 0 1950
CHIRON CORP COM 170040109 309476 7056 X 7056 0 0
CHITTENDEN CORP 170228100 971581 35524 X 34524 0 1000
CHITTENDEN CORP 170228100 267538 9782 X 3992 0 5790
CHOICE HOTELS INTL INC COM 169905106 163860 6000 X 6000 0 0
CHOICEPOINT INC COM 170388102 988100 28624 X 24001 0 4623
CHOICEPOINT INC COM 170388102 940774 27253 X 26547 0 706
CHOLESTECH CORP COM 170393102 83249 8300 X 0 0 8300
CHRISTOPHER & BANKS CORP COM 171046105 981160 26525 X 16200 0 10325
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CHUBB CORP 171232101 9693000 161550 X 102221 0 59329
CHUBB CORP 171232101 7244400 120740 X 103290 50 17400
CHURCH & DWIGHT CO COM 171340102 94917 2900 X 1400 0 1500
CHURCH & DWIGHT CO COM 171340102 16365 500 X 500 0 0
CIBER INC COM 17163B102 292734 41700 X 41700 0 0
CIENA COM 171779101 284112 54954 X 53241 0 1713
CIENA COM 171779101 1034 200 X 0 0 200
CIGNA CORP COM 125509109 28811772 613800 X 576391 0 37409
CIGNA CORP COM 125509109 21272926 453194 X 436641 0 16553
CIMA LABS INC COM 171796105 250077 9300 X 9300 0 0
CIMA LABS INC COM 171796105 615781 22900 X 0 0 22900
CIMAREX ENERGY CO COM 171798101 7059070 297224 X 247524 0 49700
CIMAREX ENERGY CO COM 171798101 324259 13653 X 1153 0 12500
CINCINNATI BELL INC COM 171871106 4422 660 X 160 0 500
CINCINNATI BELL INC COM 171871106 43041 6424 X 6424 0 0
CINCINNATTI FINL CORP COM 172062101 1535308 41450 X 40950 0 500
CINCINNATTI FINL CORP COM 172062101 917296 24765 X 24765 0 0
CINERGY CORP COM 172474108 1314028 35717 X 20862 0 14855
CINERGY CORP COM 172474108 842528 22901 X 12001 0 10900
CINTAS CORP COM 172908105 1357748 38322 X 34822 0 3500
CINTAS CORP COM 172908105 441104 12450 X 12450 0 0
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 875904 85454 X 83654 0 1800
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1496654 146015 X 0 0 146015
CIPRICO INC COM 172529109 179340 29400 X 0 0 29400
CIRCOR INTL INC COM 17273K109 9649596 541200 X 438900 0 102300
CIRCUIT CITY GROUP COM 172737108 3806370 432542 X 415144 0 17398
CIRCUIT CITY GROUP COM 172737108 135520 15400 X 13000 0 2400
CIRRUS LOGIC INC COM 172755100 48678 12200 X 12200 0 0
CISCO SYS INC COM 17275R102 283278227 16871842 X 15809295 0 1062547
CISCO SYS INC COM 17275R102 79617911 4741984 X 4279908 2257 459819
CIT GROUP INC COM 125581108 423364 17175 X 1400 0 15775
CITIBANK WEST FSB COM 17306J202 107 100 X 100 0 0
CITIGROUP INC COM 172967101 556004271 12990754 X 12144572 38 846144
CITIGROUP INC COM 172967101 164934251 3853604 X 3495465 1405 356734
CITIZENS COMMUNICATIONS CO COM 17453B101 851887 66089 X 56789 0 9300
CITIZENS COMMUNICATIONS CO COM 17453B101 475641 36900 X 36900 0 0
CITRIX SYSTEMS INC COM 177376100 7150432 351200 X 336800 0 14400
CITRIX SYSTEMS INC COM 177376100 570080 28000 X 200 0 27800
CITY NATL CORP COM 178566105 3124102 70110 X 67610 0 2500
CITY NATL CORP COM 178566105 77089 1730 X 1730 0 0
CLAIRES STORES INC COM 179584107 12680 500 X 500 0 0
CLARCOR INC COM 179895107 724740 18800 X 16300 0 2500
CLARCOR INC COM 179895107 15420 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
-----------------------
CLARK INC COM 181457102 1195 100 X 100 0 0
CLAYTON HOMES INC 184190106 50024 3986 X 3406 0 580
CLAYTON HOMES INC 184190106 64545 5143 X 2460 0 2683
CLEAN HBRS INC COM 184496107 2856 300 X 300 0 0
CLEAN HBRS INC COM 184496107 857 90 X 90 0 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 8127223 191725 X 151035 0 40690
CLEAR CHANNEL COMMUNICATIONS INC 184502102 1245630 29385 X 1825 0 27560
CLECO CORP NEW COM 12561W105 624213 36040 X 36040 0 0
CLECO CORP NEW COM 12561W105 451844 26088 X 21588 0 4500
CLEVELAND-CLIFFS INC COM 185896107 119595 6700 X 6700 0 0
CLOROX CO COM 189054109 3630496 85123 X 34741 0 50382
CLOROX CO COM 189054109 2423416 56821 X 53621 0 3200
CLOSURE MEDICAL CORP COM 189093107 3718 200 X 0 0 200
CMGI INC COM 125750109 16359 10834 X 10834 0 0
CMGI INC COM 125750109 3398 2250 X 2250 0 0
CMS ENERGY CORP 125896100 286335 35350 X 19400 0 15950
CNET NETWORKS INC COM 12613R104 18933 3182 X 3182 0 0
CNF INC COM 12612W104 672062 26480 X 23280 0 3200
COACH INC COM 189754104 759779 15275 X 9645 0 5630
COACHMEN INDS INC COM 189873102 132645 11100 X 11100 0 0
COBALT CORP COM 19074W100 3280808 159650 X 158400 0 1250
COBALT CORP COM 19074W100 764460 37200 X 10000 0 27200
COCA COLA BOTTLING CO CONS COM 191098102 322140 5900 X 700 0 5200
COCA COLA CO COM 191216100 151033038 3254321 X 3012664 0 241657
COCA COLA CO COM 191216100 95340249 2054304 X 1953019 500 100785
COCA COLA ENTERPRISES INC COM 191219104 1374590 75735 X 74000 0 1735
COCA COLA ENTERPRISES INC COM 191219104 418993 23085 X 21485 0 1600
COEUR D'ALENE MINES CORP COM 192108108 445 320 X 320 0 0
COEUR D'ALENE MINES CORP COM 192108108 973 700 X 700 0 0
COGNEX CORP COM 192422103 636405 28500 X 28500 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 3846083 157691 X 146047 0 11644
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 1477936 60596 X 6189 0 54407
COHERENT INC COM 192479103 463557 19100 X 16500 0 2600
COHU INC COM 192576106 213720 13700 X 13700 0 0
COINSTAR INC COM 19259P300 266913 14100 X 14100 0 0
COINSTAR INC COM 19259P300 8651 457 X 457 0 0
COLGATE PALMOLIVE CO COM 194162103 29168495 503339 X 451652 0 51687
COLGATE PALMOLIVE CO COM 194162103 22553561 389190 X 369199 0 19991
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 6630 500 X 500 0 0
COLLINS & AIKMAN CORP NEW COM 194830204 29500 10000 X 10000 0 0
COLONIAL BANCGROUP INC COM 195493309 47158 3400 X 0 0 3400
COLUMBIA BANCORP OR COM 197231103 56786 4260 X 0 0 4260
COLUMBIA LABS INC COM 197779101 67500 6000 X 6000 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
-----------------------
COMCAST CORP CL A COM 20030N101 29927544 991635 X 876764 0 114871
COMCAST CORP CL A COM 20030N101 28855581 956116 X 827698 351 128067
COMCAST CORP SPL CL A COM 20030N200 10259068 353883 X 225118 0 128765
COMCAST CORP SPL CL A COM 20030N200 4100693 141452 X 110972 125 30355
COMERICA INC COM 200340107 6498329 139749 X 123749 0 16000
COMERICA INC COM 200340107 1694228 36435 X 36435 0 0
COMFORT SYS USA INC COM 199908104 17621 6700 X 6700 0 0
COMMERCE BANCORP INC NJ COM 200519106 205868 5549 X 5549 0 0
COMMERCE BANCORP INC NJ COM 200519106 1426681 38455 X 38455 0 0
COMMERCE BANCSHARES INC COM 200525103 95860 2463 X 1500 0 963
COMMERCE BANCSHARES INC COM 200525103 2257632 58007 X 58007 0 0
COMMERCE GROUP INC MA COM 200641108 56110 1550 X 1550 0 0
COMMERCE GROUP INC MA COM 200641108 2999351 82855 X 82855 0 0
COMMERCE ONE INC COM 200693208 188 80 X 80 0 0
COMMERCIAL CAITAL BANCORP COM 20162L105 1174142 75800 X 75245 0 555
COMMERCIAL FED CORP COM 201647104 741788 34990 X 15400 0 19590
COMMERCIAL METALS CO COM 201723103 821471 46176 X 27944 0 18232
COMMERCIAL METALS CO COM 201723103 53370 3000 X 3000 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 23653 1372 X 0 0 1372
COMMONWEALTH INDS INC DEL COM 203004106 50846 10400 X 10400 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 3255 68 X 68 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 218382 4970 X 70 0 4900
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 81289 1850 X 1850 0 0
COMMUNICATIONS SYSTEMS INC 203900105 7800 1000 X 1000 0 0
COMMUNITY BANCORP OF NJ COM 20343B109 456543 24078 X 24078 0 0
COMMUNITY BANK SYS COM 203607106 387600 10200 X 10200 0 0
COMMUNITY BANK SYS COM 203607106 341696 8992 X 8992 0 0
COMMUNITY BANKSHARES INC COM 20343F100 6460 400 X 400 0 0
COMMUNITY BKS INC COM 203628102 88850 3018 X 3018 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 737116 27070 X 27070 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 16066 590 X 0 0 590
COMMUNITY HEALTH SYS INC COM 203668108 1029951 53393 X 23048 0 30345
COMMUNITY HEALTH SYS INC COM 203668108 1012918 52510 X 1050 0 51460
COMMUNITY TRUST BANCORP INC COM 204149108 36886 1410 X 1410 0 0
COMPASS BANCSHARES INC COM 20449H109 13892 400 X 400 0 0
COMPUCREDIT CORP COM 20478N100 8862 730 X 730 0 0
COMPUDYNE CORP COM 204795306 400760 43000 X 43000 0 0
COMPUDYNE CORP COM 204795306 41008 4400 X 4400 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 2554246 114643 X 54143 0 60500
COMPUTER ASSOCIATES INTL INC COM 204912109 775678 34815 X 22315 0 12500
COMPUTER HORIZONS CORP COM 205908106 19023 4190 X 4190 0 0
COMPUTER MOTION INC COM 205253107 776 200 X 200 0 0
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 43131 5439 X 1939 0 3500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
COMPUTER SCIENCES CORP COM 205363104 22719634 596003 X 542022 0 53981
COMPUTER SCIENCES CORP COM 205363104 1950486 51167 X 40117 0 11050
COMPUTER TASK GROUP INC COM 205477102 6070332 2137441 X 1436841 0 700600
COMPUTER TASK GROUP INC COM 205477102 9088 3200 X 3200 0 0
COMPUTERIZED THERMAL IMAGING COM 20557C108 4312 9800 X 9800 0 0
COMPUWARE CORP COM 205638109 2597155 454048 X 444486 0 9562
COMSTOCK RES INC COM 205768203 2262672 165400 X 154300 0 11100
COMVERSE TECHNOLOGY INC COM 205862402 2090143 139250 X 126750 0 12500
COMVERSE TECHNOLOGY INC COM 205862402 321214 21400 X 0 0 21400
CONAGRA FOODS INC COM 205887102 39955956 1693049 X 1581134 0 111915
CONAGRA FOODS INC COM 205887102 6412993 271737 X 266437 0 5300
CONCEPTUS INC COM 206016107 14020 1000 X 1000 0 0
CONCERTO SOFTWARE INC COM 20602T106 68925 7500 X 7500 0 0
CONCORD CAMERA CORP COM 206156101 126672 18200 X 18200 0 0
CONCORD COMMUNICATIONS INC COM 206186108 155714 11300 X 11300 0 0
CONCORD COMMUNICATIONS INC COM 206186108 4134 300 X 300 0 0
CONCORD EFS INC COM 206197105 8828232 599744 X 584709 0 15035
CONCORD EFS INC COM 206197105 1162821 78996 X 34396 0 44600
CONCUR TECHNOLOGIES INC COM 206708109 19209 1900 X 0 0 1900
CONE MLS CORP N C COM 206814105 159 100 X 100 0 0
CONEXANT SYSTEMS INC COM 207142100 17306 3400 X 3400 0 0
CONEXANT SYSTEMS INC COM 207142100 61976 12176 X 12176 0 0
CONMED CORP COM 207410101 1055807 57412 X 25875 0 31537
CONMED CORP COM 207410101 13756 748 X 0 0 748
CONNECTICUT WTR SVC INC COM 207797101 178404 6988 X 6988 0 0
CONNECTICUT WTR SVC INC COM 207797101 143964 5639 X 5639 0 0
CONNETICS CORP COM 208192104 15000 1000 X 1000 0 0
CONNETICS CORP COM 208192104 1086000 72400 X 0 0 72400
CONOCOPHILLIPS COM 20825C104 151947412 2772763 X 2598625 0 174138
CONOCOPHILLIPS COM 20825C104 37015098 675458 X 636086 566 38806
CONSOLIDATED EDISON INC COM 209115104 108144385 2498715 X 2414903 0 83812
CONSOLIDATED EDISON INC COM 209115104 21524832 497339 X 442825 200 54314
CONSOLIDATED GRAPHICS INC COM 209341106 267925 11710 X 11710 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 9610 420 X 0 0 420
CONSOLIDATED TOMOKA LD CO 210226106 5526 220 X 220 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 587180 18700 X 2650 0 16050
CONSTELLATION BRANDS INC CL A COM 21036P108 34540 1100 X 1100 0 0
CONSTELLATION BRANDS INC CL B COM 21036P207 12580 400 X 400 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 4640550 135293 X 80740 0 54553
CONSTELLATION ENERGY GROUP INC COM 210371100 2676498 78032 X 74907 0 3125
CONVERGYS CORP COM 212485106 2910240 181890 X 178290 0 3600
CONVERGYS CORP COM 212485106 124384 7774 X 7774 0 0
COOPER CAMERON CORP COM 216640102 1189724 23615 X 365 0 23250
COOPER CAMERON CORP COM 216640102 55922 1110 X 1110 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
-----------------------
COOPER COMPANIES INC COM 216648402 769286 22125 X 20625 0 1500
COOPER COMPANIES INC COM 216648402 632814 18200 X 0 0 18200
COOPER TIRE & RUBBER CO COM 216831107 7289032 414385 X 305940 0 108445
COOPER TIRE & RUBBER CO COM 216831107 168864 9600 X 9600 0 0
COORS ADOLPH CO CL B 217016104 228639 4668 X 2929 0 1739
COPART INC COM 217204106 263891 27925 X 600 0 27325
COPPER MOUNTAIN NETWORKS INC COM 217510205 1404 130 X 0 0 130
COPPER MOUNTAIN NETWORKS INC COM 217510205 108 10 X 10 0 0
COREL CORPORATION COM 21868Q109 52 50 X 50 0 0
CORINTHIAN COLLEGES INC COM 218868107 103867 2150 X 50 0 2100
CORINTHIAN COLLEGES INC COM 218868107 1193257 24700 X 2900 0 21800
CORN PRODS INTL INC COM 219023108 10250861 341354 X 265934 0 75420
CORN PRODS INTL INC COM 219023108 321982 10722 X 10222 0 500
CORNELL COMPANIES INC COM 219141108 10225556 675400 X 538000 0 137400
CORNING INC COM 219350105 3511395 475155 X 342762 0 132393
CORNING INC COM 219350105 4969420 672452 X 370517 0 301935
CORPORATE EXECUTIVE BRD CO COM 21988R102 4201399 102925 X 98125 0 4800
CORPORATE EXECUTIVE BRD CO COM 21988R102 1255215 30750 X 3000 0 27750
CORUS BANKSHARES INC COM 220873103 58237 1210 X 1210 0 0
CORVIS CORP COM 221009103 435 300 X 200 0 100
CORVIS CORP COM 221009103 273325 188500 X 100 0 188400
COST PLUS INC CA COM 221485105 3659742 102600 X 101900 0 700
COST PLUS INC CA COM 221485105 538617 15100 X 0 0 15100
COSTAR GROUP INC COM 22160N109 84588 2850 X 1000 0 1850
COSTCO WHOLESALE CORP COM NEW 22160K105 21547921 588741 X 557937 0 30804
COSTCO WHOLESALE CORP COM NEW 22160K105 1788020 48853 X 46353 0 2500
COUNTRYWIDE FINANCIAL CORP COM 222372104 20594877 296031 X 285826 0 10205
COUNTRYWIDE FINANCIAL CORP COM 222372104 90441 1300 X 1300 0 0
COUSINS PROPERTIES INC 222795106 3035520 108800 X 103600 0 5200
COVANCE INC COM 222816100 20797 1149 X 1149 0 0
COVANCE INC COM 222816100 125686 6944 X 6114 0 830
COVENANT TRANS INC CL A COM 22284P105 37580 2190 X 2190 0 0
COVENTRY HEALTH CARE INC COM 222862104 398592 8635 X 3070 0 5565
COVENTRY HEALTH CARE INC COM 222862104 1144306 24790 X 1590 0 23200
COX COMMUNICATIONS INC CL A NEW COM 224044107 2571874 80623 X 48083 0 32540
COX COMMUNICATIONS INC CL A NEW COM 224044107 402323 12612 X 9330 0 3282
COX RADIO INC CL A COM 224051102 681745 29500 X 29500 0 0
CPI CORP COM 125902106 93545 5300 X 5300 0 0
CRACKER BARRELL GROUP INC COM 12489V106 388500 10000 X 9100 0 900
CRACKER BARRELL GROUP INC COM 12489V106 27195 700 X 700 0 0
CRANE CO COM 224399105 411889 18201 X 17825 0 376
CRANE CO COM 224399105 56575 2500 X 2500 0 0
CRAWFORD & CO CL A COM 224633206 80976 16696 X 16696 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
-----------------------
CRAWFORD & CO CL B COM 224633107 94110 19167 X 19167 0 0
CRAY INC COM 225223106 3873370 490300 X 486500 0 3800
CRAY INC COM 225223106 395 50 X 50 0 0
CREDENCE SYS CORP COM 225302108 258 30 X 30 0 0
CREDENCE SYS CORP COM 225302108 797152 92800 X 0 0 92800
CREE INC COM 225447101 337106 20745 X 11300 0 9445
CREE INC COM 225447101 70688 4350 X 4350 0 0
CRITICAL PATH COM 22674V100 689 696 X 696 0 0
CROMPTON CORP COM 227116100 11246668 1595272 X 138454 0 1456818
CROMPTON CORP COM 227116100 2947217 418045 X 418045 0 0
CROSS A T CO CL A COM 227478104 654499 110185 X 110185 0 0
CROSS A T CO CL A COM 227478104 3074544 517600 X 517600 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 41151 3127 X 3127 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 6580 500 X 500 0 0
CROSSROADS SYSTEMS COM 22765D100 32682 19350 X 19350 0 0
CROWN CASTLE INTL CORP COM 228227104 308982 39766 X 36900 0 2866
CROWN CASTLE INTL CORP COM 228227104 103341 13300 X 5000 0 8300
CROWN HOLDINGS INC COM 228368106 2034971 285010 X 262600 0 22410
CRYO-CELL INTL INC COM 228895108 5100 5000 X 5000 0 0
CRYOLIFE INC COM 228903100 132480 12800 X 12800 0 0
CRYOLIFE INC COM 228903100 5175 500 X 500 0 0
CSP INCORPORATED COM 126389105 11109 3450 X 3450 0 0
CSX CORP COM 126408103 5321025 176837 X 128834 0 48003
CSX CORP COM 126408103 2272096 75510 X 74110 0 1400
CT COMMUNICATIONS INC COM 126426402 4457577 416596 X 338900 0 77696
CTI MOLECULAR IMAGING INC COM 22943D105 172513 9250 X 0 0 9250
CTI MOLECULAR IMAGING INC COM 22943D105 676995 36300 X 7500 0 28800
CTS CORP COM 126501105 334400 32000 X 22300 0 9700
CTS CORP COM 126501105 2090 200 X 200 0 0
CUBIC CORP COM 229669106 386628 17400 X 17400 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 54000 5000 X 5000 0 0
CULLEN FROST BANKERS INC COM 229899109 1281432 39920 X 31920 0 8000
CUMMINS INC COM 231021106 473138 13183 X 10651 0 2532
CUMULUS MEDIA INC COM 231082108 939 50 X 50 0 0
CUNO INCORPORATED COM 126583103 3400988 93924 X 93449 0 475
CURAGEN CORP COM 23126R101 41259 7770 X 470 0 7300
CURATIVE HEALTH SERVICES INC 231264102 136971 8100 X 8100 0 0
CURIS INC COM 231269101 18300 5000 X 5000 0 0
CURON MEDICAL INC COM 231292103 4596 4000 X 4000 0 0
CURTISS WRIGHT CORP CL B COM 231561408 48469 778 X 778 0 0
CURTISS WRIGHT CORP CL B COM 231561408 212692 3414 X 3368 0 46
CURTISS-WRIGHT CORP COM 231561101 564060 8925 X 6700 0 2225
CURTISS-WRIGHT CORP COM 231561101 2528 40 X 40 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
-----------------------
CV THERAPEUTICS INC COM 126667104 9674331 324860 X 255460 0 69400
CVB FINANCIAL CORP COM 126600105 102555 5300 X 0 0 5300
CVS CORP COM 126650100 86788252 3096263 X 2888753 0 207510
CVS CORP COM 126650100 21554145 768967 X 709919 250 58798
CYBERONICS INC COM 23251P102 211288 9800 X 0 0 9800
CYBEX INTERNATIONAL INC COM 23252E106 7000 5000 X 0 0 5000
CYMER INC COM 232572107 4493007 140100 X 139200 0 900
CYPRESS BIOSCIENCES INC COM 232674507 133966 30939 X 30939 0 0
CYPRESS SEMICONDUCTOR CORP 232806109 215400 17950 X 17950 0 0
CYTEC INDS INC COM 232820100 190463 5635 X 4335 0 1300
CYTEC INDS INC COM 232820100 165012 4882 X 4457 0 425
CYTOGEN CORP COM 232824300 2374 285 X 285 0 0
CYTYC CORP COM 232946103 211960 20091 X 20091 0 0
CYTYC CORP COM 232946103 1109744 105189 X 105189 0 0
D & K HEALTHCARE RESOURCES COM 232861104 3228 200 X 200 0 0
D R HORTON INC COM 23331A109 1515686 53939 X 5645 0 48294
D R HORTON INC COM 23331A109 87110 3100 X 3100 0 0
DAKTRONICS INC COM 234264109 4878 300 X 300 0 0
DANA CORP COM 235811106 497924 43073 X 20802 0 22271
DANA CORP COM 235811106 1245012 107700 X 107600 0 100
DANAHER CORP COM 235851102 30066804 441834 X 411063 0 30771
DANAHER CORP COM 235851102 2240410 32923 X 28779 50 4094
DANIELSON HLDG CORP COM 236274106 160 100 X 100 0 0
DARDEN RESTAURANTS INC COM 237194105 6151285 324093 X 234422 0 89671
DARDEN RESTAURANTS INC COM 237194105 1244879 65589 X 43916 0 21673
DATASCOPE CORP 238113104 12056101 415155 X 314955 0 100200
DATATEC SYS INC COM 238128102 19 18 X 18 0 0
DAVITA INC COM 23918K108 1456484 54387 X 33356 0 21031
DAVITA INC COM 23918K108 1721445 64281 X 2540 0 61741
DEAN FOODS CO COM 242370104 6044378 191885 X 146735 0 45150
DEAN FOODS CO COM 242370104 1654065 52510 X 10788 0 41722
DEERE JOHN & CO COM 244199105 14040502 307232 X 270294 0 36938
DEERE JOHN & CO COM 244199105 5756646 125966 X 116948 0 9018
DEL MONTE FOODS CO COM 24522P103 862607 97580 X 95617 0 1963
DEL MONTE FOODS CO COM 24522P103 596196 67443 X 64859 0 2584
DELCATH SYSTEMS INC COM 24661P104 5650 5000 X 5000 0 0
DELIA*S CORP CL A COM 24688Q101 82 119 X 119 0 0
DELL COMPUTER CORP COM 247025109 140575288 4415053 X 4167863 0 247190
DELL COMPUTER CORP COM 247025109 22870194 718285 X 652425 225 65635
DELPHI CORPORATION COM 247126105 10452035 1211128 X 1074118 0 137010
DELPHI CORPORATION COM 247126105 1039596 120463 X 112760 0 7703
DELPHI FINL GROUP INC CL A 247131105 1423188 30410 X 15110 0 15300
DELPHI FINL GROUP INC CL A 247131105 13338 285 X 0 0 285
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DELTA & PINE LAND CO COM 247357106 15456336 703200 X 566000 0 137200
DELTA AIR LINES INC DEL COM 247361108 508721 34654 X 29922 0 4732
DELTA AIR LINES INC DEL COM 247361108 62742 4274 X 4064 0 210
DELTA APPAREL INC COM 247368103 17550 1080 X 1080 0 0
DELTIC TIMBER CORP COM 247850100 303192 10657 X 10657 0 0
DELTIC TIMBER CORP COM 247850100 23215 816 X 816 0 0
DELUXE CORP COM 248019101 1104365 24651 X 21644 0 3007
DELUXE CORP COM 248019101 829517 18516 X 18516 0 0
DENDREON CORP COM 24823Q107 20790 3500 X 3500 0 0
DENDRITE INTL INC COM 248239105 544854 42600 X 26200 0 16400
DENTSPLY INTL INC NEW COM 249030107 8274 202 X 102 0 100
DENTSPLY INTL INC NEW COM 249030107 12288 300 X 300 0 0
DEPARTMENT 56 INC COM 249509100 130305 8500 X 8500 0 0
DEPOMED INC COM 249908104 9600 2000 X 2000 0 0
DETWILER MITCHELL & CO COM 251464103 6225 7500 X 0 0 7500
DEVON ENERGY CORPORATION COM 25179M103 2388208 44723 X 27889 0 16834
DEVON ENERGY CORPORATION COM 25179M103 665204 12457 X 1917 0 10540
DEVRY INC DEL COM 251893103 16652 715 X 715 0 0
DEVRY INC DEL COM 251893103 251532 10800 X 10000 0 800
DHB INDUSTRIES INC COM 23321E103 16360 4000 X 4000 0 0
DIAGNOSTIC PRODUCTS COM 252450101 808685 19700 X 18700 0 1000
DIAL CORP COM 25247D101 35827 1842 X 642 0 1200
DIAL CORP COM 25247D101 5563 286 X 0 0 286
DIAMETRICS MEDICAL INC COM 252532106 1190 1000 X 1000 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 580059 27635 X 16585 0 11050
DIAMOND OFFSHORE DRILLING INC COM 25271C102 8396 400 X 0 0 400
DIAMONDCLUSTER INTL INC CL A COM 25278P106 14520 4000 X 3000 0 1000
DICKS SPORTING GOODS INC COM 253393102 55570 1515 X 115 0 1400
DIEBOLD INC COM 253651103 3119277 72122 X 63122 0 9000
DIEBOLD INC COM 253651103 970703 22444 X 17864 0 4580
DIGI INTL INC COM 253798102 74421 13100 X 13100 0 0
DIGITAL INSIGHT CORP COM 25385P106 142050 7500 X 0 0 7500
DIGITAL LIGHTWAVE INC COM 253855100 550 500 X 500 0 0
DIGITAL RIV INC COM 25388B104 3123461 163105 X 160405 0 2700
DIGITAS INC COM 25388K104 2239 447 X 447 0 0
DILLARDS INC CL A COM 254067101 129312 9600 X 8742 0 858
DILLARDS INC CL A COM 254067101 8756 650 X 650 0 0
DIME CMNTY BANCORP INC COM 253922108 5975806 235825 X 228100 0 7725
DIMON INC COM 254394109 209072 29200 X 29200 0 0
DIONEX CORP COM 254546104 540464 13600 X 0 0 13600
DISCOVERY LABORATORIES INC COM 254668106 4494 700 X 700 0 0
DISNEY WALT CO COM 254687106 105822949 5358124 X 4944654 0 413470
DISNEY WALT CO COM 254687106 27828817 1409054 X 1329563 800 78691
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DITECH COMMUNICATIONS CORP COM 25500M103 9720 2000 X 2000 0 0
DIVERSA CORP COM 255064107 6795 710 X 0 0 710
DIVERSIFIED CORPORATE RES INC COM 255153108 30000 40000 X 40000 0 0
DOBSON COMM CORP CL A COM 256069105 228191 43300 X 0 0 43300
DOCUMENTUM INC COM 256159104 1050024 53600 X 0 0 53600
DOLLAR GEN CORP COM 256669102 1109350 60753 X 52778 0 7975
DOLLAR GEN CORP COM 256669102 758612 41545 X 12595 0 28950
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 2652650 143000 X 122800 0 20200
DOLLAR TREE STORES INC COM 256747106 2662072 83792 X 32571 0 51221
DOLLAR TREE STORES INC COM 256747106 368532 11600 X 11600 0 0
DOMINION RES INC VA COM 25746U109 72126750 1122246 X 1054185 0 68061
DOMINION RES INC VA COM 25746U109 20534779 319508 X 296944 200 22364
DONALDSON INC COM 257651109 186690 4200 X 4200 0 0
DONALDSON INC COM 257651109 504508 11350 X 10300 0 1050
DONNELLEY R R & SONS CO 257867101 2723579 104192 X 89414 0 14778
DONNELLEY R R & SONS CO 257867101 2189120 83746 X 78646 0 5100
DOUBLECLICK INC COM 258609304 136900 14800 X 500 0 14300
DOUBLECLICK INC COM 258609304 27750 3000 X 3000 0 0
DOVER CORP COM 260003108 13997372 467202 X 435164 0 32038
DOVER CORP COM 260003108 17776826 593352 X 564523 600 28229
DOW CHEMICAL CO COM 260543103 26016864 840338 X 749935 150 90253
DOW CHEMICAL CO COM 260543103 25768318 832310 X 817939 400 13971
DOW JONES & CO INC COM 260561105 1577695 36665 X 19555 0 17110
DOW JONES & CO INC COM 260561105 102067 2372 X 2372 0 0
DOWNEY FINANCIAL CORP COM 261018105 751660 18200 X 18200 0 0
DPL INC COM 233293109 106400 6675 X 4675 0 2000
DPL INC COM 233293109 102335 6420 X 6420 0 0
DQE INC COM 23329J104 28256 1875 X 1350 0 525
DQE INC COM 23329J104 27653 1835 X 1335 0 500
DRESS BARN INC COM 261570105 271308 21670 X 21470 0 200
DRESS BARN INC COM 261570105 6886 550 X 0 0 550
DRILL-QUIP COM 262037104 205660 11300 X 11300 0 0
DRS TECHNOLOGIES INC COM 23330X100 4657056 166800 X 165700 0 1100
DSL.NET INC COM 262506108 2600 5000 X 5000 0 0
DSP GROUP INC COM 23332B106 2580736 118600 X 117451 0 1149
DST SYS INC DEL COM 233326107 2113370 55615 X 43515 0 12100
DST SYS INC DEL COM 233326107 565440 14880 X 13480 0 1400
DTE ENERGY CO COM 233331107 911402 23587 X 21387 0 2200
DTE ENERGY CO COM 233331107 1632463 42248 X 19098 0 23150
DUANE READE INC COM 263578106 308275 20900 X 15700 0 5200
DUANE READE INC COM 263578106 4425 300 X 300 0 0
DUKE ENERGY CORP COM 264399106 27531998 1380050 X 1300773 0 79277
DUKE ENERGY CORP COM 264399106 4644879 232826 X 212836 150 19840
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DUN & BRADSTREET CORP COM 26483E100 1988295 48377 X 18227 0 30150
DUN & BRADSTREET CORP COM 26483E100 1498670 36464 X 34697 0 1767
DUPONT E I DE NEMOURS & CO COM 263534109 73907336 1774912 X 1668326 0 106586
DUPONT E I DE NEMOURS & CO COM 263534109 58652064 1408551 X 1337070 0 71481
DUPONT PHOTOMASKS INC COM 26613X101 307192 16340 X 16340 0 0
DUPONT PHOTOMASKS INC COM 26613X101 234530 12475 X 0 0 12475
DYNAMEX INC COM 26784F103 80 12 X 12 0 0
DYNAMEX INC COM 26784F103 27 4 X 4 0 0
DYNAMICS RESEARCH CORP COM 268057106 76300 5000 X 5000 0 0
DYNEGY INC CL A NEW COM 26816Q101 181545 43225 X 42025 0 1200
E M C CORP MASSACHUSETTS COM 268648102 18469792 1764068 X 1410327 0 353741
E M C CORP MASSACHUSETTS COM 268648102 5013957 478888 X 426053 300 52535
E.PIPHANY INC COM 26881V100 1186 232 X 232 0 0
E*TRADE GROUP INC COM 269246104 64090 7540 X 740 0 6800
E*TRADE GROUP INC COM 269246104 64600 7600 X 0 0 7600
E-LOAN INC COM 26861P107 5540 1000 X 1000 0 0
EAGLE BROADBAND INC COM 269437109 95 250 X 250 0 0
EARTHLINK INC COM 270321102 46069 5773 X 5773 0 0
EARTHLINK INC COM 270321102 5554 696 X 696 0 0
EARTHSHELL CORP COM 27032B100 2150 5000 X 3000 0 2000
EAST WEST BANCORP INC COM 27579R104 4534315 125500 X 124600 0 900
EASTERN CO COM 276317104 475464 32566 X 32566 0 0
EASTERN CO COM 276317104 2309151 158161 X 36485 0 121676
EASTMAN CHEM CO COM 277432100 3532187 111531 X 70584 0 40947
EASTMAN CHEM CO COM 277432100 1454920 45940 X 41759 0 4181
EASTMAN KODAK CO COM 277461109 23560384 861440 X 806425 0 55015
EASTMAN KODAK CO COM 277461109 6104739 223208 X 194317 0 28891
EASYLINK SERVICES CORP COM CL A 27784T200 3808 5600 X 0 0 5600
EASYLINK SERVICES CORP COM CL A 27784T200 14 20 X 20 0 0
EATON CORP COM 278058102 1258546 16010 X 11303 0 4707
EATON CORP COM 278058102 469144 5968 X 5876 0 92
EATON VANCE CORP COM 278265103 63200 2000 X 2000 0 0
EATON VANCE CORP COM 278265103 448720 14200 X 11200 0 3000
EBAY INC COM 278642103 22592960 217240 X 201465 0 15775
EBAY INC COM 278642103 1015560 9765 X 2865 0 6900
ECHELON CORP COM 27874N105 4179 300 X 0 0 300
ECHELON CORP COM 27874N105 34825 2500 X 2500 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 8293221 239550 X 209950 0 29600
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 192141 5550 X 3550 0 2000
ECLIPSYS CORP COM 278856109 51390 4885 X 1945 0 2940
ECOLAB INC COM 278865100 2226227 86962 X 57406 0 29556
ECOLAB INC COM 278865100 898048 35080 X 32980 0 2100
EDGAR ONLINE INC COM 279765101 108 100 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
-----------------------
EDGEWATER TECHNOLOGY INC COM 280358102 5770 1202 X 1202 0 0
EDISON INTERNATIONAL COM 281020107 1838780 111916 X 107516 0 4400
EDISON INTERNATIONAL COM 281020107 442361 26924 X 26924 0 0
EDISON SCHOOLS INC COM 281033100 30000 20000 X 0 0 20000
EDO CORP COM 281347104 230985 13050 X 13050 0 0
EDUCATION MGMT CORP COM 28139T101 326196 6150 X 890 0 5260
EDUCATION MGMT CORP COM 28139T101 2380435 44880 X 4380 0 40500
EDWARDS A G INC COM 281760108 275789 8064 X 8064 0 0
EDWARDS A G INC COM 281760108 815191 23836 X 23836 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 104809 3261 X 2561 0 700
EDWARDS LIFESCIENCES CORP COM 28176E108 239218 7443 X 7223 0 220
EFUNDS CORP COM 28224R101 496338 42973 X 38573 0 4400
EFUNDS CORP COM 28224R101 68191 5904 X 5904 0 0
EGAIN COMMUNICATIONS CORP COM 28225C103 47 100 X 100 0 0
EGL INC COM 268484102 1444000 95000 X 94300 0 700
EL PASO CORP COM 28336L109 1037100 128354 X 109709 0 18645
EL PASO CORP COM 28336L109 490949 60761 X 56961 0 3800
EL PASO ELEC CO NEW COM 283677854 442647 35900 X 35900 0 0
ELECTRO RENT CORP COM 285218103 45625 4260 X 1060 0 3200
ELECTRO SCIENTIFIC INDS INC COM 285229100 274396 18100 X 18100 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 6064 400 X 400 0 0
ELECTRONIC ARTS COM 285512109 5622090 76077 X 58987 0 17090
ELECTRONIC ARTS COM 285512109 440444 5960 X 1240 0 4720
ELECTRONIC DATA SYS CORP COM 285661104 29598190 1379869 X 1327588 0 52281
ELECTRONIC DATA SYS CORP COM 285661104 2846994 132727 X 124031 75 8621
ELECTRONICS BOUTIQUE HLDGS CORP COM 286045109 403744 17600 X 0 0 17600
ELECTRONICS FOR IMAGING INC COM 286082102 231654 11468 X 3690 0 7778
ELECTRONICS FOR IMAGING INC COM 286082102 1351380 66900 X 3970 0 62930
ELITE PHARMACEUTICALS INC COM 28659T200 8550 3000 X 3000 0 0
ELIZABETH ARDEN INC COM 28660G106 330 25 X 25 0 0
ELKCORP COM 287456107 285750 12700 X 12700 0 0
EMAGIN CORP COM 29076N107 1180 2000 X 2000 0 0
EMC INSURANCE GROUP 268664109 22752 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 839614 17010 X 15910 0 1100
EMCOR GROUP INC COM 29084Q100 14068 285 X 0 0 285
EMCORE CORP COM 290846104 1630 500 X 500 0 0
EMERSON ELECTRIC CO COM 291011104 34193463 669148 X 605714 0 63434
EMERSON ELECTRIC CO COM 291011104 32574002 637456 X 607474 0 29982
EMMIS COMMUNICATIONS CORP CL A COM 291525103 11565 500 X 0 0 500
EMPIRE DISTRICT ELECTRIC COM 291641108 74494 3425 X 0 0 3425
EMPIRE DISTRICT ELECTRIC COM 291641108 52200 2400 X 2400 0 0
EMULEX CORP COM 292475209 1139024 50023 X 50023 0 0
EMULEX CORP COM 292475209 951786 41800 X 23500 0 18300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ENBRIDGE ENERGY MGMT LLC COM 29250X103 1386802 30399 X 0 0 30399
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 1912 400 X 400 0 0
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 1675 100 X 0 0 100
ENERGEN CORP COM 29265N108 959040 28800 X 23800 0 5000
ENERGIZER HLDGS INC COM 29266R108 171632 5466 X 5466 0 0
ENERGIZER HLDGS INC COM 29266R108 131064 4174 X 4174 0 0
ENERGY EAST CORP COM 29266M109 1632338 78629 X 55761 0 22868
ENERGY EAST CORP COM 29266M109 511298 24629 X 18060 0 6569
ENESCO GROUP INC COM 292973104 589462 79657 X 79657 0 0
ENESCO GROUP INC COM 292973104 3330 450 X 450 0 0
ENGELHARD CORP COM 292845104 2177655 87915 X 81141 0 6774
ENGELHARD CORP COM 292845104 156051 6300 X 6300 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 685965 16450 X 10500 0 5950
ENPRO INDUSTRIES INC COM 29355X107 1347 126 X 126 0 0
ENPRO INDUSTRIES INC COM 29355X107 5131 480 X 480 0 0
ENSCO INTL INC COM 26874Q100 472902 17580 X 1755 0 15825
ENSCO INTL INC COM 26874Q100 339586 12624 X 0 0 12624
ENTEGRIS INC COM 29362U104 6149174 455832 X 452251 0 3581
ENTERASYS NETWORKS INC COM 293637104 3030 1000 X 1000 0 0
ENTERASYS NETWORKS INC COM 293637104 909 300 X 300 0 0
ENTERCOM COMMUNICATIONS COM 293639100 419281 8555 X 740 0 7815
ENTERCOM COMMUNICATIONS COM 293639100 1710939 34910 X 1050 0 33860
ENTERGY CORP COM 29364G103 4379790 82982 X 39973 0 43009
ENTERGY CORP COM 29364G103 221465 4196 X 3741 0 455
ENTRAVISION COMMUNICATIONS COM 29382R107 431300 38000 X 38000 0 0
ENTRAVISION COMMUNICATIONS COM 29382R107 766693 67550 X 0 0 67550
ENTREMED INC COM 29382F103 2905 700 X 700 0 0
ENTREMED INC COM 29382F103 12450 3000 X 3000 0 0
ENZO BIOCHEM INC COM 294100102 420286 18600 X 4283 0 14317
ENZO BIOCHEM INC COM 294100102 475 21 X 21 0 0
ENZON PHARMACEUTICALS INC 293904108 197663 15750 X 13250 0 2500
EOG RES INC COM 26875P101 1522348 36385 X 17735 0 18650
EOG RES INC COM 26875P101 244764 5850 X 0 0 5850
EPIQ SYS INC COM 26882D109 78169 4550 X 0 0 4550
EPIX MEDICAL INC COM 26881Q101 14050 1000 X 1000 0 0
EPRESENCE INC COM 294348107 296064 120400 X 0 0 120400
EQUIFAX INC COM 294429105 3453580 132830 X 75980 0 56850
EQUIFAX INC COM 294429105 1795690 69065 X 63465 0 5600
EQUITABLE RESOURCES COM 294549100 69258 1700 X 1700 0 0
EQUITABLE RESOURCES COM 294549100 281921 6920 X 2820 0 4100
ESCO TECHNOLOGIES INC COM 296315104 360800 8200 X 3700 0 4500
ESCO TECHNOLOGIES INC COM 296315104 660 15 X 15 0 0
ESPEED INC CL A COM 296643109 197600 10000 X 0 0 10000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ESS TECHNOLOGY INC COM 269151106 328575 33700 X 25200 0 8500
ESTEE LAUDER COSMETICS CL A COM 518439104 755431 22530 X 4330 0 18200
ESTEE LAUDER COSMETICS CL A COM 518439104 28333 845 X 245 0 600
ESTERLINE TECHNOLOGIES CORP COM 297425100 351769 20205 X 16380 0 3825
ESTERLINE TECHNOLOGIES CORP COM 297425100 280301 16100 X 0 0 16100
ETHAN ALLEN INTERIORS INC COM 297602104 1231479 35025 X 27400 0 7625
ETHAN ALLEN INTERIORS INC COM 297602104 305892 8700 X 8700 0 0
ETHYL CORP COM 297659609 238800 24000 X 0 0 24000
EVEREST RE GROUP LTD. G3223R108 405450 5300 X 0 0 5300
EVEREST RE GROUP LTD. G3223R108 229500 3000 X 0 0 3000
EVERGREEN RESOURCES INC COM 299900308 2987050 55000 X 54700 0 300
EXAR CORP COM 300645108 441480 28300 X 28300 0 0
EXCO RESOURCES INC COM 269279204 7079832 394200 X 385300 0 8900
EXELIXIS INC COM 30161Q104 3445 500 X 500 0 0
EXELON CORP COM 30161N101 5470223 91460 X 70081 0 21379
EXELON CORP COM 30161N101 1331490 22262 X 14079 0 8183
EXPEDIA INC CL A COM 302125109 45684 600 X 600 0 0
EXPEDITORS INTL WASH INC COM 302130109 142216 4127 X 0 0 4127
EXPEDITORS INTL WASH INC COM 302130109 90458 2625 X 1825 0 800
EXPLORATION COM 302133202 2125 500 X 500 0 0
EXPRESS SCRIPTS INC COM 302182100 763456 11160 X 2360 0 8800
EXPRESS SCRIPTS INC COM 302182100 321527 4700 X 4700 0 0
EXPRESSJET HOLDINGS INC COM 30218U108 75500 5000 X 5000 0 0
EXTENDED STAY AMER INC COM 30224P101 101175 7500 X 7500 0 0
EXTREME NETWORKS COM 30226D106 1472836 279725 X 277725 0 2000
EXTREME NETWORKS COM 30226D106 1316 250 X 250 0 0
EXXON MOBIL CORP COM 30231G102 719012966 20022639 X 19194766 0 827873
EXXON MOBIL CORP COM 30231G102 610846660 17010489 X 16104613 1406 904470
EZENIA INC COM 302311105 51198 74200 X 0 0 74200
F N B CORP PA COM 302520101 55442 1834 X 1834 0 0
FACTSET RESEARCH SYSTEM COM 303075105 1489991 33825 X 21800 0 12025
FAIR ISAAC INC 303250104 190108 3695 X 500 0 3195
FAIR ISAAC INC 303250104 1340787 26060 X 4300 0 21760
FAIRCHILD SEMICON INTL COM 303726103 7410526 579400 X 466500 0 112900
FAIRCHILD SEMICON INTL COM 303726103 4860 380 X 380 0 0
FALMOUTH BANCORP INC COM 306754102 2550 100 X 100 0 0
FAMILY DLR STORES INC COM 307000109 2680991 70275 X 38975 0 31300
FAMILY DLR STORES INC COM 307000109 942305 24700 X 8700 0 16000
FARGO ELECTRONICS INC COM 30744P102 114720 12000 X 4000 0 8000
FARGO ELECTRONICS INC COM 30744P102 95600 10000 X 10000 0 0
FASTENAL CO COM 311900104 1357815 39842 X 38037 0 1805
FASTENAL CO COM 311900104 233448 6850 X 6580 0 270
FBL FINL GROUP INC CL A COM 30239F106 68510 3400 X 3400 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
-----------------------
FEDDERS CORP COM 313135501 64421 20984 X 20142 0 842
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 267395014 3964932 X 3741249 0 223683
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 83083922 1231968 X 1144012 800 87156
FEDERAL SIGNAL CORP 313855108 3029929 172449 X 165849 0 6600
FEDERAL SIGNAL CORP 313855108 47439 2700 X 2700 0 0
FEDERATED DEPT STORES INC COM 31410H101 4319004 117205 X 84180 0 33025
FEDERATED DEPT STORES INC COM 31410H101 82728 2245 X 1725 0 520
FEDERATED INVESTORS INC CL B COM 314211103 8131401 296550 X 296250 0 300
FEDEX CORP COM 31428X106 57005322 918996 X 863719 0 55277
FEDEX CORP COM 31428X106 4417156 71210 X 52010 50 19150
FEI COMPANY COM 30241L109 406371 21650 X 21650 0 0
FEI COMPANY COM 30241L109 234625 12500 X 0 0 12500
FELCOR LODGING TR INC COM 31430F101 39643 5050 X 0 0 5050
FERRO CORP COM 315405100 460175 20425 X 0 0 20425
FIBERCORE INC COM 31563B109 220 1000 X 1000 0 0
FIDELITY NATL FINL INC COM 316326107 1854305 60283 X 56108 0 4175
FIDELITY NATL FINL INC COM 316326107 1067926 34718 X 29218 0 5500
FIDELITY NATL INFO SOLUTIONS COM 31620P109 3323925 127500 X 127500 0 0
FIDELITY NATL INFO SOLUTIONS COM 31620P109 8942 343 X 343 0 0
FIFTH THIRD BANCORP 316773100 13039163 227084 X 210717 0 16367
FIFTH THIRD BANCORP 316773100 8483805 147750 X 137025 0 10725
FILENET CORP COM 316869106 702000 39000 X 20200 0 18800
FILENET CORP COM 316869106 500400 27800 X 0 0 27800
FINANCIAL FED CORP COM 317492106 427000 17500 X 12100 0 5400
FINANCIAL INSTITUTIONS INC COM 317585404 65572 2782 X 2782 0 0
FINISAR CORPORATION COM 31787A101 27356 17880 X 17880 0 0
FINISH LINE INC CL A 317923100 33195 1500 X 1500 0 0
FIRST CHARTER CORP COM 319439105 193490 11000 X 11000 0 0
FIRST CITIZENS BANCSHARES CL A COM 31946M103 157295 1560 X 1560 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 65736 3984 X 3984 0 0
FIRST COLONIAL GROUP INC COM 319734109 378846 7800 X 7800 0 0
FIRST DATA CORP COM 319963104 120902733 2917537 X 2761320 0 156217
FIRST DATA CORP COM 319963104 33064313 797884 X 728006 150 69728
FIRST DEFIANCE FINL CORP COM 32006W106 9920 500 X 0 0 500
FIRST ESSEX BANCORP INC 320103104 122564 2600 X 400 0 2200
FIRST ESSEX BANCORP INC 320103104 141420 3000 X 3000 0 0
FIRST FINL BANCORP COM 320209109 25565 1615 X 1615 0 0
FIRST FINL BANKSHARES INC COM 32020R109 162248 4849 X 4849 0 0
FIRST FINL HLDGS INC COM 320239106 167140 6100 X 2400 0 3700
FIRST HEALTH GROUP CORP COM 320960107 23904060 865462 X 100770 0 764692
FIRST HEALTH GROUP CORP COM 320960107 1919314 69490 X 600 0 68890
FIRST INDL RLTY TR INC COM 32054K103 706260 22350 X 21050 0 1300
FIRST MIDWEST BANCORP INC DEL COM 320867104 875824 30400 X 30400 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
FIRST NATL LINCOLN CORP COM 335716106 103435 2640 X 0 0 2640
FIRST NATL LINCOLN CORP COM 335716106 3918 100 X 100 0 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 6034320 433500 X 335900 0 97600
FIRST REP BK SAN FRANCISCO CA COM 336158100 252700 9500 X 9500 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 317444 11934 X 11934 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 127040 8000 X 0 0 8000
FIRST TENN NATL CORP COM 337162101 9431253 214786 X 198186 0 16600
FIRST TENN NATL CORP COM 337162101 2175301 49540 X 49140 0 400
FIRST VIRGINIA BANKS INC 337477103 785172 18209 X 18209 0 0
FIRST VIRGINIA BANKS INC 337477103 624895 14492 X 11119 0 3373
FIRST VIRTUAL COMMUNICATIONS COM 337484109 1798 2000 X 0 0 2000
FIRSTENERGY CORP COM 337932107 2651166 68951 X 60372 0 8579
FIRSTENERGY CORP COM 337932107 1030575 26803 X 26603 0 200
FIRSTFED AMER BANCORP INC COM 337929103 44850 1300 X 1300 0 0
FIRSTFED AMER BANCORP INC COM 337929103 213107 6177 X 6177 0 0
FIRSTFED FINL CORP DEL COM 337907109 501118 14200 X 11100 0 3100
FIRSTMERIT CORP COM 337915102 132240 5800 X 4000 0 1800
FIRSTMERIT CORP COM 337915102 592800 26000 X 6000 0 20000
FISERV INC COM 337738108 838010 23500 X 21300 0 2200
FISERV INC COM 337738108 47891 1343 X 1343 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 38739 1110 X 360 0 750
FIVE STAR QUALITY CARE-WI COM 33832D106 772 511 X 511 0 0
FIVE STAR QUALITY CARE-WI COM 33832D106 216 143 X 143 0 0
FLAGSTAR BANCORP INC COM 337930101 948660 38800 X 38800 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 108023777 3635940 X 57962 0 3577978
FLEET BOSTON FINANCIAL CORP COM 339030108 102982050 3466242 X 0 0 3466242
FLEETWOOD ENTERPRISES INC COM 339099103 173160 23400 X 23400 0 0
FLIR SYS INC COM 302445101 847597 28150 X 22600 0 5550
FLORIDA BKS INC COM 340560101 46120 4000 X 0 0 4000
FLORIDA EAST COAST INDS CL B COM 340632207 63669 2557 X 2557 0 0
FLORIDA EAST COAST INDS CL B COM 340632207 573 23 X 23 0 0
FLORIDA PUB UTLYS CO 341135101 2747 168 X 168 0 0
FLORIDA PUB UTLYS CO 341135101 114450 7000 X 7000 0 0
FLORIDA ROCK INDS INC COM 341140101 916416 22200 X 18700 0 3500
FLOWERS FOODS INC COM 343498101 734163 37154 X 37154 0 0
FLOWERS FOODS INC COM 343498101 145730 7375 X 3959 0 3416
FLOWSERVE CORP COM 34354P105 12936723 657688 X 511660 0 146028
FLOWSERVE CORP COM 34354P105 396547 20160 X 460 0 19700
FLUOR CORP COM 343412102 442904 13166 X 9770 0 3396
FLUOR CORP COM 343412102 93687 2785 X 2785 0 0
FMC CORP (NEW) COM 302491303 315326 13934 X 9634 0 4300
FMC CORP (NEW) COM 302491303 11315 500 X 500 0 0
FMC TECHNOLOGIES INC COM 30249U101 63866 3034 X 859 0 2175
FMC TECHNOLOGIES INC COM 30249U101 41595 1976 X 1976 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
-----------------------
FMS FINL CORP COM 302509104 13167 798 X 798 0 0
FOAMEX INTL INC COM 344123104 8880 3000 X 3000 0 0
FONAR CORP COM 344437108 7306 5620 X 5620 0 0
FONAR CORP COM 344437108 62 48 X 48 0 0
FOOT LOCKER INC COM 344849104 2914232 219942 X 205142 0 14800
FOOT LOCKER INC COM 344849104 308858 23310 X 23310 0 0
FOOTSTAR INC COM 344912100 172718 13286 X 13286 0 0
FOOTSTAR INC COM 344912100 6071 467 X 467 0 0
FORD MTR CO DEL COM 345370860 8868666 806976 X 654366 0 152610
FORD MTR CO DEL COM 345370860 4246305 386379 X 375167 0 11212
FOREST CITY ENTERPRISES INC CL A 345550107 74610 1800 X 0 0 1800
FOREST CITY ENTERPRISES INC COM CL B 345550305 108290 2600 X 0 0 2600
FOREST LABS INC COM 345838106 14174939 258903 X 236128 0 22775
FOREST LABS INC COM 345838106 4480740 81840 X 65040 0 16800
FORRESTER RESEARCH COM 346563109 3232 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 12044732 230742 X 195141 0 35601
FORTUNE BRANDS INC COM 349631101 4906591 93996 X 90238 0 3758
FORWARD AIR CORP COM 349853101 350836 13900 X 13900 0 0
FOSSIL INC COM 349882100 715989 30300 X 30300 0 0
FOSTER WHEELER LTD COM G36535105 10700 5000 X 5000 0 0
FOSTER WHEELER LTD COM G36535105 2140 1000 X 1000 0 0
FOUNDRY NETWORKS INC COM 35063R100 41354 2900 X 500 0 2400
FOUNDRY NETWORKS INC COM 35063R100 804977 56450 X 0 0 56450
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 938660 32615 X 18600 0 14015
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 60438 2100 X 2100 0 0
FPL GROUP INC COM 302571104 12359429 184883 X 163287 0 21596
FPL GROUP INC COM 302571104 10515572 157301 X 130321 0 26980
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 100800 25200 X 0 0 25200
FRANKLIN RES INC COM 354613101 2116969 54184 X 45309 0 8875
FRANKLIN RES INC COM 354613101 289235 7403 X 7403 0 0
FREDDIE MAC COM 313400301 25498166 502229 X 404839 0 97390
FREDDIE MAC COM 313400301 2397359 47220 X 46020 0 1200
FREDS INC CL A 356108100 682162 18225 X 16800 0 1425
FREEMARKETS.COM INC COM 356602102 1390 200 X 200 0 0
FREEMARKETS.COM INC COM 356602102 348 50 X 50 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 510703 20845 X 18070 0 2775
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 2294915 93670 X 91170 0 2500
FREMONT GEN CORP 357288109 676780 49400 X 40490 0 8910
FRESH DEL MONTE PRODUCE INC COM G36738105 29544 1150 X 1150 0 0
FRIEDMAN BILLINGS RAMSEY CL A COM 358434108 110215 8225 X 3200 0 5025
FRIEDMANS INC COM CL A 358438109 153381 13490 X 13490 0 0
FRIENDLY ICE CREAM CORP COM 358497105 5130279 811753 X 577553 0 234200
FRIENDLY ICE CREAM CORP COM 358497105 12640 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
-----------------------
FRONTIER AIRLINES INC COM 359065109 174665 19300 X 19300 0 0
FRONTIER OIL CORP COM 35914P105 4384440 288450 X 284750 0 3700
FRONTIER OIL CORP COM 35914P105 45600 3000 X 3000 0 0
FRONTLINE COMMUNICATIONS CORP COM 35921T108 144 400 X 400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 5372 1700 X 1700 0 0
FTI CONSULTING INC COM 302941109 3201279 128205 X 117350 0 10855
FUEL-TECH N V COM 359523107 8960 1600 X 0 0 1600
FUELCELL ENERGY INC COM 35952H106 24980 3050 X 3050 0 0
FUELCELL ENERGY INC COM 35952H106 11057 1350 X 1100 0 250
FULLER H B CO COM 359694106 10949181 497238 X 397098 0 100140
FULTON FINL CORP PA COM 360271100 934623 46966 X 46966 0 0
FULTON FINL CORP PA COM 360271100 79640 4002 X 4002 0 0
FURNITURE BRANDS INTL INC COM 360921100 132849 5090 X 2000 0 3090
F5 NETWORKS INC COM 315616102 2913569 175305 X 169700 0 5605
F5 NETWORKS INC COM 315616102 550621 33130 X 1180 0 31950
G & K SVCS INC COM 361268105 11781888 400200 X 310290 0 89910
GABELLI ASSET MGMT INC CL A 36239Y102 14440 400 X 0 0 400
GAIAM INC COM 36268Q103 2960 500 X 500 0 0
GAIAM INC COM 36268Q103 237 40 X 0 0 40
GALLAGHER ARTHUR J & CO COM 363576109 1007624 37045 X 31060 0 5985
GALLAGHER ARTHUR J & CO COM 363576109 89216 3280 X 1250 0 2030
GAMESTOP CORP COM 36466R101 405688 31400 X 0 0 31400
GANNETT INC COM 364730101 38327422 498990 X 464870 0 34120
GANNETT INC COM 364730101 20332606 264713 X 245163 200 19350
GAP INC COM 364760108 6582978 350905 X 272258 0 78647
GAP INC COM 364760108 672377 35841 X 33841 0 2000
GARDEN FRESH RESTAURANT CORP COM 365235100 4500 500 X 500 0 0
GARDNER DENVER INC COM 365558105 387308 18930 X 15680 0 3250
GARDNER DENVER INC COM 365558105 2946 144 X 132 0 12
GARMIN LTD COM G37260109 985530 24700 X 22500 0 2200
GARMIN LTD COM G37260109 223440 5600 X 500 0 5100
GARTNER GROUP INC COM CL B 366651206 28808 3841 X 3841 0 0
GARTNER GROUP INC COM CL B 366651206 9705 1294 X 1190 0 104
GARTNER INC CL A COM 366651107 3821578 504166 X 388366 0 115800
GATEWAY INC COM 367626108 135050 37000 X 36000 0 1000
GATEWAY INC COM 367626108 4745 1300 X 1300 0 0
GATX CORPORATION COM 361448103 26569 1625 X 1625 0 0
GATX CORPORATION COM 361448103 32308 1976 X 1376 0 600
GBC BANCORP CALIFORNIA COM 361475106 286875 7500 X 7500 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 50887 10157 X 657 0 9500
GEMSTAR TV GUIDE INTL COM 36866W106 10977 2191 X 2191 0 0
GEN-PROBE INC COM 36866T103 61455 1500 X 0 0 1500
GENAISSANCE PHARMACEUTICALS COM 36867W105 154 100 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
-----------------------
GENCORP INC COM 368682100 257277 28940 X 28940 0 0
GENE LOGIC INC COM 368689105 34962 5876 X 4076 0 1800
GENE LOGIC INC COM 368689105 4760 800 X 800 0 0
GENENTECH INC COM 368710406 4614310 63981 X 47221 0 16760
GENENTECH INC COM 368710406 2311807 32055 X 30105 0 1950
GENERAL COMMUNICATION INC CL A COM 369385109 8293250 947800 X 640600 0 307200
GENERAL DYNAMICS CORP COM 369550108 9694338 133715 X 87632 0 46083
GENERAL DYNAMICS CORP COM 369550108 637275 8790 X 3565 0 5225
GENERAL ELECTRIC CO COM 369604103 708860272 24716188 X 23232587 400 1483201
GENERAL ELECTRIC CO COM 369604103 569102718 19843191 X 18522188 1625 1319378
GENERAL MARITIME CORP COM Y2692M103 508 50 X 50 0 0
GENERAL MILLS INC COM 370334104 24065411 507602 X 465256 0 42346
GENERAL MILLS INC COM 370334104 22284312 470034 X 422549 0 47485
GENERAL MOTORS CORP CL H COM 370442832 620196 48415 X 18578 0 29837
GENERAL MOTORS CORP CL H COM 370442832 317329 24772 X 24028 0 744
GENERAL MTRS CORP COM 370442105 10354392 287622 X 226858 0 60764
GENERAL MTRS CORP COM 370442105 5331348 148093 X 138744 0 9349
GENESCO INC COM 371532102 251340 14200 X 14200 0 0
GENESEE & WYOMING INC COM 371559105 3928870 191000 X 189500 0 1500
GENESEE CORP CL B COM 371601204 1220 250 X 250 0 0
GENESIS HEALTH VENTURE INC COM 37183F107 56352 3200 X 3200 0 0
GENESIS MICROCHIP INC DEL COM 37184C103 121860 9000 X 2000 0 7000
GENESIS MICROCHIP INC DEL COM 37184C103 243720 18000 X 0 0 18000
GENLYTE GROUP INC COM 372302109 35926 1030 X 1030 0 0
GENLYTE GROUP INC COM 372302109 52320 1500 X 0 0 1500
GENTA INC COM 37245M207 13300 1000 X 1000 0 0
GENTA INC COM 37245M207 66500 5000 X 2000 0 3000
GENTEX CORP COM 371901109 2526663 82436 X 71550 0 10886
GENTEX CORP COM 371901109 1203564 39268 X 4753 0 34515
GENUINE PARTS CO 372460105 3545556 110764 X 62894 0 47870
GENUINE PARTS CO 372460105 2934229 91666 X 84736 0 6930
GENUS INC COM 372461103 113940 42200 X 0 0 42200
GENZYME CORP ( GENERAL DIVISION COM) 372917104 7297203 174324 X 150584 0 23740
GENZYME CORP ( GENERAL DIVISION COM) 372917104 5299309 126596 X 114096 100 12400
GENZYME CORP BIOSURGERY DIVISION COM 372917708 871 421 X 421 0 0
GENZYME CORP BIOSURGERY DIVISION COM 372917708 542 262 X 262 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 127 54 X 54 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 498 212 X 212 0 0
GEORGIA GULF CORP COM 373200203 419760 21200 X 21200 0 0
GEORGIA-PACIFIC CORP COM 373298108 6201236 327242 X 266911 0 60331
GEORGIA-PACIFIC CORP COM 373298108 1727520 91162 X 89060 800 1302
GERBER SCIENTIFIC INC COM 373730100 6776970 1017563 X 684600 0 332963
GERBER SCIENTIFIC INC COM 373730100 5384364 808463 X 787707 0 20756
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
GERON CORP COM 374163103 2184 300 X 0 0 300
GERON CORP COM 374163103 74620 10250 X 10250 0 0
GETTY IMAGES INC COM 374276103 371907 9005 X 2700 0 6305
GETTY RLTY CORP NEW COM 374297109 56693 2540 X 2540 0 0
GEVITY HR INC COM 374393106 647900 55000 X 0 0 55000
GILEAD SCIENCES INC COM 375558103 2747614 49462 X 28327 0 21135
GILEAD SCIENCES INC COM 375558103 600218 10805 X 10555 0 250
GILLETTE CO COM 375766102 60402418 1895870 X 1669612 0 226258
GILLETTE CO COM 375766102 43352029 1360704 X 1287680 600 72424
GLATFELTER 377316104 9017811 611377 X 471040 0 140337
GLATFELTER 377316104 35400 2400 X 2400 0 0
GLENBOROUGH REALTY TRUST INC COM 37803P105 346615 18100 X 18100 0 0
GLOBAL IMAGING SYS INC COM 37934A100 4301667 186300 X 185000 0 1300
GLOBAL PAYMENTS INC COM 37940X102 1021229 28767 X 27800 0 967
GLOBAL PAYMENTS INC COM 37940X102 734495 20690 X 340 0 20350
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 465 100 X 0 0 100
GLOBAL SANTAFE CORP COM G3930E101 313153 13417 X 12327 0 1090
GLOBAL SANTAFE CORP COM G3930E101 41989 1799 X 1499 0 300
GLOBECOMM SYS INC COM 37956X103 15633 4810 X 4810 0 0
GLOBESPANVIRATA INC. COM 37957V106 356554 42650 X 0 0 42650
GLOBESPANVIRATA INC. COM 37957V106 1781 213 X 213 0 0
GOAMERICA INC COM 38020R106 140 400 X 400 0 0
GOLD BANC CORP INC COM 379907108 14668 1401 X 1401 0 0
GOLDEN WEST FINANCIAL COM 381317106 5705513 71310 X 50629 0 20681
GOLDEN WEST FINANCIAL COM 381317106 401650 5020 X 4750 0 270
GOLDFIELD CORP 381370105 610 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 48609421 580411 X 531986 0 48425
GOLDMAN SACHS GROUP INC COM 38141G104 2037219 24325 X 11725 0 12600
GOODRICH CORPORATION COM 382388106 905100 43100 X 29331 0 13769
GOODRICH CORPORATION COM 382388106 61845 2945 X 2645 0 300
GOODRICH PETE CORP COM NEW 382410405 11250 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 127218 24232 X 17248 0 6984
GOODYEAR TIRE & RUBBER COM 382550101 29705 5658 X 5658 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 221192 25720 X 25720 0 0
GRACO INC COM 384109104 966400 30200 X 30200 0 0
GRACO INC COM 384109104 131264 4102 X 4102 0 0
GRAFTECH INTL LTD COM 384313102 3241388 594750 X 384400 0 210350
GRAHAM CORP COM 384556106 17200 2000 X 2000 0 0
GRAINGER W W INC 384802104 2941952 62916 X 54047 0 8869
GRAINGER W W INC 384802104 1950827 41720 X 40605 0 1115
GRANITE BROADCASTING CORP COM 387241102 52020 17000 X 17000 0 0
GRANITE CONSTR INC 387328107 78556 4100 X 4100 0 0
GRANT PRIDECO INC COM 38821G101 16838 1433 X 633 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
-----------------------
GRAY TELEVISION INC COM 389375106 1867440 150600 X 149400 0 1200
GRAY TELEVISION INC COM 389375106 105400 8500 X 8500 0 0
GREAT AMERN FINL RES INC COM 389915109 8548 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 220880 25100 X 25100 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 2640 300 X 300 0 0
GREAT LAKES CHEMICAL 390568103 402308 19721 X 19521 0 200
GREAT LAKES CHEMICAL 390568103 169646 8316 X 7316 0 1000
GREAT PLAINS ENERGY INC COM 391164100 143562 4971 X 4971 0 0
GREAT PLAINS ENERGY INC COM 391164100 249350 8634 X 3634 0 5000
GREEN MOUNTAIN COFFEE ROASTERS INC 393122106 1900 100 X 100 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 95140 4757 X 4757 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 20000 1000 X 1000 0 0
GREENPOINT FINL CORP COM 395384100 5661981 111150 X 105150 0 6000
GREENPOINT FINL CORP COM 395384100 8150 160 X 0 0 160
GREIF INC 397624107 15400754 669598 X 489798 0 179800
GREKA ENERGY CORP COM 397637109 1007 174 X 174 0 0
GREY WOLF INC COM 397888108 40400 10000 X 10000 0 0
GREY WOLF INC COM 397888108 353096 87400 X 0 0 87400
GRIFFIN LD & NURSERIES INC CL A COM 398231100 11678 865 X 865 0 0
GRIFFON CORPORATION COM 398433102 339200 21200 X 21200 0 0
GRIFFON CORPORATION COM 398433102 15440 965 X 965 0 0
GRISTEDES FOODS INC COM 398635102 720 1000 X 1000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 586621 18100 X 14600 0 3500
GROUP 1 AUTOMOTIVE INC COM 398905109 424571 13100 X 0 0 13100
GTECH HLDGS CORP COM 400518106 199545 5300 X 3600 0 1700
GTECH HLDGS CORP COM 400518106 18147 482 X 482 0 0
GUIDANT CORP COM 401698105 22275479 501813 X 467885 0 33928
GUIDANT CORP COM 401698105 1248069 28116 X 24791 0 3325
GUILFORD PHARMACEUTICALS INC COM 401829106 446 100 X 0 0 100
GUITAR CENTER INC COM 402040109 81424 2800 X 0 0 2800
GULFMARK OFFSHORE INC COM 402629109 20541405 1224890 X 902290 0 322600
GULFMARK OFFSHORE INC COM 402629109 30186 1800 X 1800 0 0
GYMBOREE CORP COM 403777105 320307 19100 X 19100 0 0
GYRODYNE CO AMER INC COM 403820103 277689 13747 X 0 0 13747
H J HEINZ CO COM 423074103 9519017 288630 X 255452 0 33178
H J HEINZ CO COM 423074103 7162003 217162 X 181391 0 35771
HAEMONETICS CORP MA COM 405024100 312290 16700 X 16700 0 0
HAGGAR CORP COM 405173105 52500 4200 X 4200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 354534 22200 X 22200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 18078 1132 X 632 0 500
HALLIBURTON CO COM NEW 406216101 12566418 546366 X 455514 0 90852
HALLIBURTON CO COM NEW 406216101 2802527 121849 X 118224 0 3625
HANCOCK FABRICS INC COM 409900107 195415 12100 X 12100 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
-----------------------
HANCOCK HOLDING CO COM 410120109 25713 550 X 550 0 0
HANDELMAN CO COM 410252100 56640 3540 X 3540 0 0
HANDELMAN CO COM 410252100 9840 615 X 0 0 615
HANDSPRING INC COM 410293104 11300 10000 X 10000 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 28625 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 5096447 292060 X 243971 0 48089
HANOVER COMPRESSOR COMPANY COM 410768105 7244554 641111 X 521311 0 119800
HARBOR FL BANCSHARES INC COM 411901101 101873 4250 X 0 0 4250
HARKEN ENERGY CORP COM 412552309 1975 5064 X 5064 0 0
HARLAND JOHN H CO COM 412693103 473496 18100 X 18100 0 0
HARLAND JOHN H CO COM 412693103 2616 100 X 100 0 0
HARLEY DAVIDSON INC COM 412822108 5971706 149817 X 106447 0 43370
HARLEY DAVIDSON INC COM 412822108 1302426 32675 X 32575 0 100
HARLEYSVILLE GROUP INC 412824104 27660 1200 X 0 0 1200
HARLEYSVILLE NATL CORP PA COM 412850109 75432 2800 X 2800 0 0
HARMAN INTL INDS INC NEW COM 413086109 4731860 59791 X 56500 0 3291
HARMAN INTL INDS INC NEW COM 413086109 1734749 21920 X 680 0 21240
HARMONIC INC COM 413160102 165869 40754 X 39454 0 1300
HARRAH'S ENTMT INC COM 413619107 2293640 56999 X 42469 0 14530
HARRAH'S ENTMT INC COM 413619107 234961 5839 X 5649 0 190
HARRIS & HARRIS GROUP INC 413833104 3475 500 X 500 0 0
HARRIS CORP COM 413875105 16206656 539323 X 532723 0 6600
HARRIS CORP COM 413875105 178016 5924 X 5324 0 600
HARRIS INTERACTIVE INC 414549105 6460 1000 X 1000 0 0
HARSCO CORP COM 415864107 682066 18920 X 16970 0 1950
HARSCO CORP COM 415864107 12437 345 X 0 0 345
HARTE-HANKS INC COM 416196103 25650 1350 X 1350 0 0
HARTE-HANKS INC COM 416196103 5700 300 X 300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 24809552 492644 X 437253 0 55391
HARTFORD FINL SVCS GROUP INC COM 416515104 16101401 319726 X 276206 0 43520
HARTMARX CORP COM 417119104 56810 19000 X 19000 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 60451 9490 X 9490 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 10829 1700 X 1700 0 0
HASBRO INC 418056107 1426152 81541 X 27749 0 53792
HASBRO INC 418056107 14867 850 X 850 0 0
HAUPPAUGE DIGITAL INC COM 419131107 326 100 X 100 0 0
HAVERTY FURNITURE COS INC COM 419596101 248500 14200 X 14200 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 2303917 50249 X 47199 0 3050
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 192524 4199 X 4199 0 0
HCA INC COM 404119109 3571531 111471 X 60167 0 51304
HCA INC COM 404119109 571113 17825 X 7825 0 10000
HCC INS HLDGS INC COM 404132102 532851 18020 X 18020 0 0
HCC INS HLDGS INC COM 404132102 774734 26200 X 0 0 26200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HEADWATERS INC COM 42210P102 90210 6200 X 0 0 6200
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 1661810 90071 X 67971 0 22100
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 23616 1280 X 1280 0 0
HEALTH NET INC COM 42222G108 321592 9760 X 5100 0 4660
HEARST-ARGYLE TELEVISION INC COM 422317107 93240 3600 X 3600 0 0
HEARTLAND EXPRESS CO 422347104 4000984 176800 X 175600 0 1200
HECLA MINING COMPANY 422704106 3003 710 X 710 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 148916 11800 X 11800 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 10727 850 X 50 0 800
HELEN OF TROY CORP LTD COM G4388N106 758 50 X 50 0 0
HELEN OF TROY CORP LTD COM G4388N106 9702 640 X 640 0 0
HELIX TECHNOLOGY CORP COM 423319102 1964809 150100 X 149100 0 1000
HELIX TECHNOLOGY CORP COM 423319102 53905 4118 X 240 0 3878
HELMERICH & PAYNE INC COM 423452101 43800 1500 X 1500 0 0
HELMERICH & PAYNE INC COM 423452101 17520 600 X 200 0 400
HENRY JACK & ASSOC INC COM 426281101 8728040 487600 X 424400 0 63200
HENRY SCHEIN INC COM 806407102 60387 1150 X 500 0 650
HENRY SCHEIN INC COM 806407102 1542744 29380 X 0 0 29380
HERCULES INC COM 427056106 175725 17750 X 12908 0 4842
HERCULES INC COM 427056106 128700 13000 X 13000 0 0
HERLEY INDS INC DEL COM 427398102 51316 3060 X 3060 0 0
HERSHEY FOODS CORP COM 427866108 20671535 296749 X 289485 0 7264
HERSHEY FOODS CORP COM 427866108 5633753 80875 X 77375 0 3500
HEWITT & ASSOCIATES INC CL A COM 42822Q100 2355 100 X 0 0 100
HEWITT & ASSOCIATES INC CL A COM 42822Q100 105975 4500 X 4500 0 0
HEWLETT PACKARD CO COM 428236103 51837128 2433668 X 2006206 0 427462
HEWLETT PACKARD CO COM 428236103 38344090 1800192 X 1733123 1200 65869
HEXCEL CORP COM NEW 428291108 3680 1150 X 0 0 1150
HIBBETT SPORTING GOODS INC COM 428565105 187758 5700 X 0 0 5700
HIBERNIA CORP CLASS A VOTING COM 428656102 253786 13975 X 1225 0 12750
HICKORY TECH CORP COM 429060106 94164 8400 X 0 0 8400
HILB ROGAL & HAMILTON CO COM 431294107 5031112 147800 X 143400 0 4400
HILB ROGAL & HAMILTON CO COM 431294107 170200 5000 X 5000 0 0
HILFIGER TOMMY CORP G8915Z102 4765992 515800 X 496200 0 19600
HILFIGER TOMMY CORP G8915Z102 14507 1570 X 250 0 1320
HILLENBRAND INDS INC COM 431573104 567916 11257 X 10202 0 1055
HILLENBRAND INDS INC COM 431573104 496428 9840 X 1670 0 8170
HILTON HOTELS CORP COM 432848109 2348589 183627 X 146187 0 37440
HILTON HOTELS CORP COM 432848109 426547 33350 X 0 0 33350
HISPANIC BROADCASTING CORP COM 43357B104 1194063 46918 X 42370 0 4548
HISPANIC BROADCASTING CORP COM 43357B104 51536 2025 X 1290 0 735
HMS HOLDINGS CORP COM 40425J101 2124864 761600 X 477100 0 284500
HOLLYWOOD ENTMT CORP COM 436141105 36171 2080 X 2080 0 0
HOLLYWOOD ENTMT CORP COM 436141105 824286 47400 X 0 0 47400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HOLOGIC INC 436440101 167552 12800 X 12800 0 0
HOLOGIC INC 436440101 13483 1030 X 500 0 530
HOME DEPOT INC COM 437076102 231878485 7001162 X 6633666 0 367496
HOME DEPOT INC COM 437076102 68412573 2065597 X 1900278 1100 164219
HONEYWELL INTL INC COM 438516106 38598942 1437577 X 1323409 0 114168
HONEYWELL INTL INC COM 438516106 5667820 211092 X 200893 0 10199
HOOKER FURNITURE CORP COM 439038100 265419 10711 X 10711 0 0
HOOPER HOLMES INC COM 439104100 2507092 389300 X 386300 0 3000
HORACE MANN EDUCATORS CORP NEW COM 440327104 6767067 419533 X 313133 0 106400
HORIZON OFFSHORE INC COM 44043J105 19960 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 109250 4600 X 4600 0 0
HORMEL FOODS CORPORATION 440452100 514551 21711 X 21711 0 0
HOST MARRIOTT CORP COM 44107P104 124596 13617 X 9217 0 4400
HOST MARRIOTT CORP COM 44107P104 17925 1959 X 1259 0 700
HOT TOPIC INC COM 441339108 571552 21200 X 21200 0 0
HOUSTON EXPLORATION COMPANY COM 442120101 14601760 420800 X 328800 0 92000
HPSC INC COM 404264103 9730 1000 X 1000 0 0
HUBBELL INC CL B COM 443510201 1126360 34029 X 29329 0 4700
HUBBELL INC CL B COM 443510201 1580724 47756 X 23362 0 24394
HUBBELL INC CLASS A COM 443510102 128600 4000 X 0 0 4000
HUBBELL INC CLASS A COM 443510102 15175 472 X 472 0 0
HUDSON CITY BANCORP INC COM 443683107 306000 12000 X 11000 0 1000
HUDSON RIVER BANCORP COM 444128102 228944 8200 X 6000 0 2200
HUDSON RIVER BANCORP COM 444128102 307120 11000 X 11000 0 0
HUDSON UNITED BANCORP COM 444165104 1129682 33080 X 33080 0 0
HUDSON UNITED BANCORP COM 444165104 3023129 88525 X 88525 0 0
HUFFY CORPORATION COM 444356109 67200 9600 X 9600 0 0
HUFFY CORPORATION COM 444356109 7875 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 655830 18900 X 16500 0 2400
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 92000 5000 X 5000 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 3680 200 X 200 0 0
HUMAN GENOME SCIENCES INC COM 444903108 148625 11749 X 11149 0 600
HUMAN GENOME SCIENCES INC COM 444903108 15813 1250 X 750 0 500
HUMANA INC COM 444859102 1442050 95500 X 27300 0 68200
HUMANA INC COM 444859102 181200 12000 X 12000 0 0
HUNT J B TRANS SVCS INC COM 445658107 12363450 324500 X 280700 0 43800
HUNTINGTON BANCSHARES INC 446150104 799637 40986 X 39086 0 1900
HUNTINGTON BANCSHARES INC 446150104 257161 13181 X 13181 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 566010 17100 X 17100 0 0
HUTTIG BLDG PRODS INC COM 448451104 6135 2264 X 2264 0 0
HYDRIL CO COM 448774109 429345 15750 X 14800 0 950
HYPERCOM CORP COM 44913M105 4078620 982800 X 681500 0 301300
HYPERION SOLUTIONS CORP COM 44914M104 1068398 31675 X 23800 0 7875
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
I-MANY INC COM 44973Q103 49820 47000 X 47000 0 0
ICN PHARMACEUTICALS INC COM 448924100 17069054 1018440 X 782771 0 235669
ICN PHARMACEUTICALS INC COM 448924100 21788 1300 X 1300 0 0
ICOS CORP COM 449295104 586417 15905 X 5105 0 10800
ICOS CORP COM 449295104 961201 26070 X 1670 0 24400
ICU MED INC COM 44930G107 592171 19047 X 9000 0 10047
IDACORP INC COM 451107106 5188024 197639 X 156939 0 40700
IDACORP INC COM 451107106 343665 13092 X 9105 0 3987
IDEC PHARMACEUTICALS CORP COM 449370105 642523 18920 X 10800 0 8120
IDEC PHARMACEUTICALS CORP COM 449370105 264039 7775 X 3875 0 3900
IDENTIX INC COM 451906101 6340 1000 X 1000 0 0
IDEX CORP COM 45167R104 1018344 28100 X 21200 0 6900
IDEXX LABS CORP 45168D104 958238 28750 X 15550 0 13200
IDT CORP CL B COM 448947309 29920 1700 X 1700 0 0
IDT CORP COM 448947101 96660 5400 X 5400 0 0
IGEN INTL INC COM 449536101 15665 500 X 500 0 0
IGEN INTL INC COM 449536101 53261 1700 X 1700 0 0
IHOP CORP COM 449623107 441980 14000 X 14000 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 139730 15700 X 3200 0 12500
IKON OFFICE SOLUTIONS INC COM 451713101 71200 8000 X 8000 0 0
ILEX ONCOLOGY INC COM 451923106 307499 15875 X 0 0 15875
ILLINOIS TOOL WORKS INC COM 452308109 111380666 1691430 X 1609401 0 82029
ILLINOIS TOOL WORKS INC COM 452308109 31552949 479164 X 449581 50 29533
IMAGISTICS INTL INC COM 45247T104 387722 15028 X 15028 0 0
IMAGISTICS INTL INC COM 45247T104 109495 4244 X 3799 0 445
IMATION CORP COM 45245A107 157218 4157 X 1352 0 2805
IMATION CORP COM 45245A107 594114 15709 X 2157 0 13552
IMC GLOBAL INC COM 449669100 35563 5300 X 200 0 5100
IMCLONE SYS INC COM 45245W109 170240 5325 X 425 0 4900
IMCLONE SYS INC COM 45245W109 34272 1072 X 572 0 500
IMCO RECYCLING INC 449681105 126824 19100 X 15900 0 3200
IMMUCOR INC COM 452526106 85137 3900 X 0 0 3900
IMMUNOMEDICS INC COM 452907108 98115 15500 X 15500 0 0
IMPAC MEDICAL SYSTEMS INC COM 45255A104 574249 27100 X 0 0 27100
IMPAC MORTGAGE HOLDINGS INC COM 45254P102 3338 200 X 200 0 0
IMPATH INC COM 45255G101 150977 10700 X 10700 0 0
IMPCO TECHNOLOGIES INC COM 45255W106 3075 500 X 500 0 0
IMS HEALTH INC COM 449934108 9077646 504594 X 460342 0 44252
IMS HEALTH INC COM 449934108 2390169 132861 X 122460 0 10401
INAMED CORP COM 453235103 779202 14600 X 14600 0 0
INCYTE CORPORATION 45337C102 9720 2000 X 0 0 2000
INDEPENDENCE CMNTY BK CORP COM 453414104 140419 4990 X 2100 0 2890
INDEPENDENT BK CORP MA COM 453836108 2256 100 X 100 0 0
INDEPENDENT BK CORP MA COM 453836108 22560 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
-----------------------
INFORMATION HLDGS INC COM 456727106 255500 14000 X 14000 0 0
INFOSPACE INC COM 45678T201 2189 160 X 30 0 130
INFOSPACE INC COM 45678T201 1094 80 X 80 0 0
INFOUSA INC NEW COM 456818301 4168325 514608 X 404108 0 110500
INGLES MKTS INC CL A 457030104 2349260 232600 X 181800 0 50800
INGLES MKTS INC CL A 457030104 2020 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 350350 31850 X 0 0 31850
INGRAM MICRO CL A COM 457153104 61875 5625 X 5375 0 250
INKINE PHARMACEUTICAL INC COM 457214104 16850 5000 X 5000 0 0
INNOVEX INC COM 457647105 147465 14500 X 500 0 14000
INPUT/OUTPUT INC COM 457652105 179692 33400 X 15000 0 18400
INSIGHT COMMUNICATIONS INC COM 45768V108 629381 47180 X 47180 0 0
INSIGHT ENTERPRISES INC COM 45765U103 351000 35100 X 30100 0 5000
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 304999 17300 X 17300 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 4055 230 X 230 0 0
INSPIRE PHARMACEUTICALS INC COM 457733103 401080 37000 X 0 0 37000
INSURANCE AUTO AUCTIONS INC COM 457875102 94950 7500 X 7500 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 5794365 219900 X 218200 0 1700
INTEGRAL SYSTEMS INC /MD COM 45810H107 5773243 293058 X 218558 0 74500
INTEGRATED CIRCUIT SYS INC COM 45811K208 2204197 70175 X 59000 0 11175
INTEGRATED DEFENSE TECHNOLOGIES COM 45819B101 1371084 88400 X 87800 0 600
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 120227 10900 X 9400 0 1500
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 686066 62200 X 800 0 61400
INTEL CORP COM 458140100 232894595 11191475 X 10308734 0 882741
INTEL CORP COM 458140100 104390556 5016365 X 4672561 2062 341742
INTER PARFUMS INC COM 458334109 10434 1410 X 1410 0 0
INTER TEL INC COM 458372109 348983 16300 X 16300 0 0
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 505067 26210 X 26210 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 11695 500 X 500 0 0
INTERFACE INC COM 458665106 154896 33600 X 15000 0 18600
INTERGRAPH CORP COM 458683109 5086284 240600 X 198800 0 41800
INTERGRAPH CORP COM 458683109 21563 1020 X 600 0 420
INTERGROUP CORP COM 458685104 1200 126 X 126 0 0
INTERLAND INC COM 458727104 970 1000 X 1000 0 0
INTERMAGNETICS GEN CORP COM 458771102 212074 10700 X 10700 0 0
INTERMET CORP 45881K104 62790 18200 X 9000 0 9200
INTERMUNE INC COM 45884X103 1623711 100291 X 99491 0 800
INTERNAP NETWORK SERVICES COM 45885A102 102 100 X 100 0 0
INTERNAP NETWORK SERVICES COM 45885A102 51000 50000 X 0 0 50000
INTERNATIONAL ALUM CORP 458884103 18573 850 X 850 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 323599815 3922422 X 3647910 0 274512
INTERNATIONAL BUSINESS MACHS CORP 459200101 178125008 2159091 X 2003910 265 154916
INTERNATIONAL GAME TECH COM 459902102 6657897 65063 X 60075 0 4988
INTERNATIONAL GAME TECH COM 459902102 417506 4080 X 450 0 3630
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
INTERNATIONAL MULTIFOODS CORP COM 460043102 296685 12950 X 12950 0 0
INTERNATIONAL PAPER CO COM 460146103 12731135 356315 X 265490 0 90825
INTERNATIONAL PAPER CO COM 460146103 4318757 120872 X 116410 0 4462
INTERNATIONAL RECTIFIER CORP COM 460254105 319963 11930 X 5900 0 6030
INTERNATIONAL RECTIFIER CORP COM 460254105 2682 100 X 100 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 148163 3750 X 550 0 3200
INTERNET CAP GROUP INC COM 46059C106 480 1000 X 1000 0 0
INTERNET CAP GROUP INC COM 46059C106 288 600 X 600 0 0
INTERNET INITIATIVE JAPAN COM 46059T109 2398 550 X 550 0 0
INTERNET PICTURES CORP NEW COM 46059S200 170 40 X 40 0 0
INTERNET SEC SYS INC COM 46060X107 13461 944 X 944 0 0
INTERNET SEC SYS INC COM 46060X107 842766 59100 X 0 0 59100
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 10963920 819426 X 697583 0 121843
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 2362747 176588 X 156066 0 20522
INTERSIL CORP 46069S109 4022102 151150 X 141220 0 9930
INTERSIL CORP 46069S109 1317195 49500 X 0 0 49500
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 419 33 X 33 0 0
INTERTAN INC COM 461120107 10237897 1248524 X 906374 0 342150
INTERVOICE INC COM 461142101 1256 800 X 800 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 2883087 90294 X 82810 0 7484
INTL FLAVORS & FRAGRANCES COM 459506101 3119816 97708 X 95788 0 1920
INTROGEN THERAPEUTICS INC COM 46119F107 16350 3000 X 3000 0 0
INTUIT INC COM 461202103 2698657 60508 X 38110 0 22398
INTUIT INC COM 461202103 450014 10090 X 4665 0 5425
INTUITIVE SURGICAL INC COM 46120E107 15180 2000 X 2000 0 0
INTUITIVE SURGICAL INC COM 46120E107 3795 500 X 500 0 0
INVACARE CORP COM 461203101 30492000 924000 X 671500 0 252500
INVERESK RESEARCH GROUP INC COM 461238107 299825 16750 X 0 0 16750
INVERNESS MED INNOVATIONS INC COM 46126P106 57900 3000 X 3000 0 0
INVESTORS FINL SERVICES CORP COM 461915100 5524409 190300 X 188500 0 1800
INVESTORS FINL SERVICES CORP COM 461915100 430515 14830 X 14830 0 0
INVISION TECHNOLOGIES INC COM 461851107 293851 11950 X 11950 0 0
INVITROGEN CORP COM 46185R100 4162330 108394 X 76839 0 31555
INVITROGEN CORP COM 46185R100 16543373 430817 X 15122 0 415695
IOMEGA CORP COM 462030305 81726 7710 X 7710 0 0
IOMEGA CORP COM 462030305 11766 1110 X 200 0 910
IONICS INC COM 462218108 271348 12130 X 12130 0 0
IONICS INC COM 462218108 190436 8513 X 8513 0 0
IPAYMENT INC COM 46262E105 193104 8100 X 0 0 8100
IRON MOUNTAIN INC COM 462846106 190012 5123 X 5123 0 0
IRON MOUNTAIN INC COM 462846106 1555926 41950 X 41950 0 0
IRWIN FINL CORP COM 464119106 471380 18200 X 18200 0 0
ITRON INC COM 465741106 4250550 197700 X 196150 0 1550
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ITT EDL SVCS INC COM 45068B109 1158300 39600 X 29200 0 10400
ITT EDL SVCS INC COM 45068B109 61718 2110 X 1110 0 1000
ITT INDUSTRIES, INC COM 450911102 3711386 56697 X 54104 0 2593
ITT INDUSTRIES, INC COM 450911102 2921807 44635 X 39184 0 5451
IVAX CORP 465823102 67402 3776 X 3776 0 0
IVAX CORP 465823102 23419 1312 X 0 0 1312
IVILLAGE COM 46588H105 45831 30967 X 30967 0 0
J & J SNACK FOODS CORP COM 466032109 178980 5700 X 5700 0 0
J D EDWARDS & CO COM 281667105 52589 3675 X 900 0 2775
J M SMUCKER CO COM 832696405 1147556 28768 X 20702 0 8066
J M SMUCKER CO COM 832696405 1556907 39030 X 34167 1 4862
J P MORGAN CHASE & CO COM 46625H100 189753107 5551583 X 5351060 0 200523
J P MORGAN CHASE & CO COM 46625H100 104319821 3052072 X 2832205 1040 218827
J. JILL GROUP INC COM 466189107 214528 12800 X 12800 0 0
J.C. PENNEY CO INC (HOLDING CO) 708160106 2257091 133952 X 110078 0 23874
J.C. PENNEY CO INC (HOLDING CO) 708160106 340067 20182 X 20034 0 148
JABIL CIRCUIT INC COM 466313103 5824411 263548 X 250510 0 13038
JABIL CIRCUIT INC COM 466313103 148269 6709 X 5509 0 1200
JACK IN THE BOX INC COM 466367109 14260850 639500 X 501100 0 138400
JACK IN THE BOX INC COM 466367109 4460 200 X 200 0 0
JACOBS ENGR GROUP INC COM 469814107 453956 10770 X 8290 0 2480
JACOBS ENGR GROUP INC COM 469814107 1423827 33780 X 3930 0 29850
JACUZZI BRANDS INC COM 469865109 46288 8750 X 8750 0 0
JACUZZI BRANDS INC COM 469865109 794 150 X 0 0 150
JAKKS PAC INC COM 47012E106 258102 19450 X 19450 0 0
JAKKS PAC INC COM 47012E106 8493 640 X 0 0 640
JANUS CAPITAL GROUP INC COM 47102X105 2161750 131814 X 131014 0 800
JANUS CAPITAL GROUP INC COM 47102X105 743002 45305 X 44320 0 985
JARDEN CORP COM 471109108 10868776 392800 X 347600 0 45200
JDA SOFTWARE GROUP INC COM 46612K108 206274 18600 X 18600 0 0
JDS UNIPHASE CORP COM 46612J101 1524391 435914 X 400964 0 34950
JDS UNIPHASE CORP COM 46612J101 540776 154640 X 46290 200 108150
JEFFERIES GROUP INC NEW COM 472319102 4657855 93550 X 92650 0 900
JEFFERIES GROUP INC NEW COM 472319102 124475 2500 X 2500 0 0
JEFFERSON PILOT CORP COM 475070108 1380701 33302 X 19926 0 13376
JEFFERSON PILOT CORP COM 475070108 2288385 55195 X 51145 0 4050
JETBLUE AIRWAYS CORP COM 477143101 564631 13450 X 2400 0 11050
JETBLUE AIRWAYS CORP COM 477143101 12594 300 X 300 0 0
JLG INDUSTRIES INC COM 466210101 282880 41600 X 28100 0 13500
JMAR TECHNOLOGIES INC COM 466212107 1250 1000 X 1000 0 0
JO-ANN STORES INC CL A COM 47758P109 326370 12900 X 12900 0 0
JOHN HANCOCK FINL SVCS COM 41014S106 7961651 259084 X 233798 0 25286
JOHN HANCOCK FINL SVCS COM 41014S106 299034 9731 X 9731 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
-----------------------
JOHNSON & JOHNSON COM 478160104 384481061 7436771 X 7014812 0 421959
JOHNSON & JOHNSON COM 478160104 201927844 3905761 X 3648355 1000 256406
JOHNSON CONTROLS INC COM 478366107 3952751 46177 X 32715 0 13462
JOHNSON CONTROLS INC COM 478366107 1223738 14296 X 11956 0 2340
JOHNSON OUTDOORS INC CL A COM 479167108 27007 1980 X 1980 0 0
JOHNSON OUTDOORS INC CL A COM 479167108 13640 1000 X 1000 0 0
JONES APPAREL GROUP INC COM 480074103 13340541 455931 X 419541 0 36390
JONES APPAREL GROUP INC COM 480074103 623794 21319 X 21319 0 0
JOS A BANK CLOTHIERS INC COM 480838101 90558 2700 X 0 0 2700
JOURNAL REGISTER CO COM 481138105 10960731 605900 X 460900 0 145000
JOURNAL REGISTER CO COM 481138105 703701 38900 X 22500 0 16400
JUNIPER NETWORKS INC COM 48203R104 571812 45855 X 32035 0 13820
JUNIPER NETWORKS INC COM 48203R104 62974 5050 X 300 0 4750
K TRON INTL INC COM 482730108 2174693 147637 X 110197 0 37440
K-SWISS COM 482686102 396865 11500 X 11500 0 0
KADANT INC COM 48282T104 112800 6016 X 6016 0 0
KADANT INC COM 48282T104 32456 1731 X 1499 0 232
KAMAN CORP CL A COM 483548103 2165837 189653 X 146353 0 43300
KAMAN CORP CL A COM 483548103 68520 6000 X 200 0 5800
KANA SOFTWARE INC COM NEW 483600300 95309 31455 X 31455 0 0
KANEB SERVICES LLC CL WI COM 484173109 133398 4570 X 4570 0 0
KANSAS CITY LIFE INS CO COM 484836101 16279 380 X 380 0 0
KANSAS CITY LIFE INS CO COM 484836101 46267 1080 X 1080 0 0
KANSAS CITY SOUTHERN INC COM 485170302 7315263 608085 X 490960 0 117125
KANSAS CITY SOUTHERN INC COM 485170302 169382 14080 X 14080 0 0
KAYDON CORP COM 486587108 648960 31200 X 19700 0 11500
KAYDON CORP COM 486587108 83200 4000 X 0 0 4000
KB HOME COM 48666K109 958211 15460 X 13393 0 2067
KCS ENERGY INC 482434206 10780 2000 X 0 0 2000
KEANE INC COM 486665102 27260 2000 X 2000 0 0
KEANE INC COM 486665102 13085 960 X 960 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 7359963 509340 X 381095 0 128245
KEITHLEY INSTRUMENTS INC COM 487584104 145 10 X 10 0 0
KELLOGG CO COM 487836108 5250258 152757 X 115289 0 37468
KELLOGG CO COM 487836108 8449693 245845 X 243045 0 2800
KELLWOOD CO COM 488044108 690957 21845 X 12720 0 9125
KELLWOOD CO COM 488044108 8856 280 X 0 0 280
KEMET CORP COM 488360108 124230 12300 X 4000 0 8300
KEMET CORP COM 488360108 35350 3500 X 3500 0 0
KENNAMETAL INC COM 489170100 101012 2985 X 835 0 2150
KENSEY NASH CORP COM 490057106 5124 200 X 200 0 0
KERR-MCGEE CORP COM 492386107 23920512 533940 X 509068 0 24872
KERR-MCGEE CORP COM 492386107 931437 20791 X 19891 0 900
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
KERYX BIOPHARMACEUTICALS COM 492515101 2140 1000 X 1000 0 0
KEY ENERGY SERVICES INC COM 492914106 6616384 617200 X 611300 0 5900
KEY ENERGY SERVICES INC COM 492914106 928352 86600 X 0 0 86600
KEY TECHNOLOGY INC COM 493143101 5939888 508117 X 343902 0 164215
KEYCORP NEW COM 493267108 2843481 112524 X 75454 0 37070
KEYCORP NEW COM 493267108 4922773 194807 X 194071 0 736
KEYSPAN CORP COM 49337W100 2615536 73781 X 36681 0 37100
KEYSPAN CORP COM 49337W100 394062 11116 X 8420 0 2696
KEYSTONE PPTY TR CORP COM 493596100 36835 1990 X 1990 0 0
KEYSTONE PPTY TR CORP COM 493596100 64785 3500 X 3500 0 0
KFORCE INC COM 493732101 12503837 2572806 X 1693561 0 879245
KFORCE INC COM 493732101 29160 6000 X 6000 0 0
KIMBALL INTL INC CL B COM 494274103 3890156 250010 X 199610 0 50400
KIMBERLY CLARK CORP COM 494368103 57906215 1110591 X 1016274 0 94317
KIMBERLY CLARK CORP COM 494368103 24151874 463212 X 443187 0 20025
KINDER MORGAN INC COM 49455P101 1070047 19580 X 18630 0 950
KINDER MORGAN INC COM 49455P101 199473 3650 X 3650 0 0
KINDER MORGAN MGMT LLC COM 49455U100 1379914 36837 X 0 0 36837
KINDRED HEALTHCARE INC COM 494580103 26833 1510 X 1510 0 0
KING PHARMACEUTICALS COM 495582108 579463 39259 X 39259 0 0
KING PHARMACEUTICALS COM 495582108 59040 4000 X 4000 0 0
KIRBY CORP COM 497266106 442740 15700 X 14800 0 900
KLA-TENCOR CORP COM 482480100 5071527 109159 X 89859 0 19300
KNIGHT RIDDER INC COM 499040103 11076568 160693 X 153949 0 6744
KNIGHT RIDDER INC COM 499040103 2269245 32921 X 32121 0 800
KNIGHT TRADING GROUP INC COM 499063105 11340 1800 X 1800 0 0
KNIGHT TRADING GROUP INC COM 499063105 3150 500 X 500 0 0
KNIGHT TRANSN INC COM 499064103 941993 37953 X 24400 0 13553
KOHLS CORP COM 500255104 25915301 504385 X 486200 0 18185
KOHLS CORP COM 500255104 2290777 44585 X 3600 0 40985
KOPIN CORP COM 500600101 881686 143597 X 126497 0 17100
KOPIN CORP COM 500600101 160868 26200 X 6200 0 20000
KORN/FERRY INTERNATIONAL COM 500643200 1215 150 X 0 0 150
KOSAN BIOSCIENCES INC COM 50064W107 21058 3612 X 3612 0 0
KRAFT FOODS INC COM 50075N104 52258830 1605494 X 1534877 0 70617
KRAFT FOODS INC COM 50075N104 11417856 350779 X 311579 275 38925
KRAMONT RLTY TR COM 50075Q107 156750 9500 X 9500 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 164720 4000 X 2900 0 1100
KRISPY KREME DOUGHNUTS INC COM 501014104 501367 12175 X 12175 0 0
KROGER CO COM 501044101 9323303 558951 X 488273 0 70678
KROGER CO COM 501044101 236022 14150 X 13750 0 400
KROLL INC COM 501049100 2264461 83900 X 83400 0 500
KRONOS INC COM 501052104 958624 18852 X 13852 0 5000
KRONOS INC COM 501052104 127125 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
-----------------------
KULICKE & SOFFA INDS INC COM 501242101 207036 32400 X 32400 0 0
KULICKE & SOFFA INDS INC COM 501242101 88821 13900 X 0 0 13900
KVH INDUSTRIES INC COM 482738101 18450 750 X 0 0 750
KYPHON INC COM 501577100 2552797 170300 X 168900 0 1400
KYPHON INC COM 501577100 577865 38550 X 0 0 38550
K2 INC COM 482732104 222828 18190 X 18190 0 0
L-3 COMM HLDGS INC COM 502424104 16887297 388303 X 352479 0 35824
L-3 COMM HLDGS INC COM 502424104 670877 15426 X 1501 0 13925
LA-Z-BOY INC COM 505336107 816892 36501 X 24801 0 11700
LABONE INC NEW COM 50540L105 2156000 100000 X 77100 0 22900
LABOR READY INC COM 505401208 187137 26100 X 26100 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 2255220 74800 X 25395 0 49405
LABORATORY CORP AMER HLDGS COM 50540R409 77727 2578 X 1748 0 830
LABRANCHE & CO INC COM 505447102 1819686 87950 X 87950 0 0
LACLEDE GROUP INC COM 505597104 332320 12400 X 12400 0 0
LACLEDE GROUP INC COM 505597104 135930 5072 X 5072 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 39610 172219 X 172219 0 0
LADISH COMPANY INC COM 505754200 3475537 521070 X 405170 0 115900
LAFARGE NORTH AMERICA COM 505862102 3090 100 X 100 0 0
LAFARGE NORTH AMERICA COM 505862102 12360 400 X 0 0 400
LAKELAND BANCORP INC COM 511637100 41308 2585 X 2585 0 0
LAKELAND FINL CORP COM 511656100 11932 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 25494 1400 X 600 0 800
LAMAR ADVERTISING COM CL A 512815101 262274 7388 X 1095 0 6293
LAMAR ADVERTISING COM CL A 512815101 1036316 29192 X 1122 0 28070
LANCASTER COLONY CORP COM 513847103 254039 6566 X 6566 0 0
LANCE INC COM 514606102 173470 19000 X 19000 0 0
LANDAMERICA FINL GROUP INC COM 514936103 741000 15600 X 12100 0 3500
LANDAUER INC 51476K103 93072 2225 X 1000 0 1225
LANDRY'S RESTAURANTS INC COM 51508L103 491824 20840 X 20840 0 0
LANDSTAR SYS INC COM 515098101 650624 10400 X 4600 0 5800
LASER TECHNOLOGY INC COM 518074208 135 100 X 100 0 0
LATTICE SEMICONDUCTOR CORP 518415104 2583661 311660 X 308100 0 3560
LATTICE SEMICONDUCTOR CORP 518415104 494499 59650 X 0 0 59650
LAWSON PRODUCTS INC COM 520776105 214374 7821 X 6621 0 1200
LAYNE CHRISTENSEN CO COM 521050104 2209275 273764 X 176964 0 96800
LAZARE KAPLAN INTERNATIONAL COM 521078105 280140 48300 X 48300 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 125860 21700 X 11500 0 10200
LCA-VISION INC COM 501803308 27030 3010 X 3010 0 0
LEAPFROG ENTERPRISES INC COM 52186N106 63620 2000 X 0 0 2000
LEAR CORP COM 521865105 1935739 42063 X 29613 0 12450
LEAR CORP COM 521865105 138980 3020 X 2825 0 195
LECROY CORP COM 52324W109 3437706 358842 X 245242 0 113600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
LEE ENTERPRISES INC COM 523768109 199509 5316 X 4216 0 1100
LEGATO SYS INC COM 524651106 270282 32100 X 0 0 32100
LEGG MASON INC COM 524901105 612479 9430 X 7850 0 1580
LEGG MASON INC COM 524901105 35723 550 X 360 0 190
LEGGETT & PLATT INC COM 524660107 956551 46661 X 25236 0 21425
LEGGETT & PLATT INC COM 524660107 92968 4535 X 4385 0 150
LEHMAN BROS HLDGS INC COM 524908100 4729587 71143 X 50253 0 20890
LEHMAN BROS HLDGS INC COM 524908100 1099446 16538 X 13744 0 2794
LENNAR CORP CL A COM 526057104 936650 13100 X 1000 0 12100
LENNAR CORP CL A COM 526057104 972400 13600 X 4100 0 9500
LENNAR CORP CL B COM 526057302 70074 1020 X 20 0 1000
LENNAR CORP CL B COM 526057302 97554 1420 X 440 0 980
LENNOX INTL INC COM 526107107 489060 38000 X 38000 0 0
LEUCADIA NATL CORP COM 527288104 519680 14000 X 0 0 14000
LEUCADIA NATL CORP COM 527288104 445440 12000 X 0 0 12000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 67932 10200 X 5200 0 5000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 7992 1200 X 1200 0 0
LEXAR MEDIA INC COM 52886P104 119196 12600 X 0 0 12600
LEXMARK INTERNATIONAL INC CL A COM 529771107 26675902 376938 X 362508 0 14430
LEXMARK INTERNATIONAL INC CL A COM 529771107 1020503 14420 X 520 0 13900
LIBBEY INC COM 529898108 213380 9400 X 9400 0 0
LIBBEY INC COM 529898108 10215 450 X 450 0 0
LIBERTY CORP SC COM 530370105 68000 1600 X 1600 0 0
LIBERTY MEDIA CORP COM CL A 530718105 36143531 3126603 X 2918287 0 208316
LIBERTY MEDIA CORP COM CL A 530718105 4058970 351122 X 157721 0 193401
LIFECELL CORP COM 531927101 15300 3000 X 3000 0 0
LIFECORE BIOMEDICAL INC COM 532187101 2857734 504900 X 417200 0 87700
LIFEPOINT HOSPS INC COM 53219L109 3052506 144600 X 143500 0 1100
LIFEPOINT HOSPS INC COM 53219L109 16107 763 X 763 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 30578 2250 X 0 0 2250
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 163 12 X 12 0 0
LILLY ELI & CO COM 532457108 75129918 1089313 X 1008258 0 81055
LILLY ELI & CO COM 532457108 44621176 646965 X 610686 200 36079
LIMITED BRANDS INC COM 532716107 3251513 209775 X 145284 0 64491
LIMITED BRANDS INC COM 532716107 32550 2100 X 2100 0 0
LIN TV CORP CL A COM 532774106 3946980 167600 X 155600 0 12000
LIN TV CORP CL A COM 532774106 247275 10500 X 10500 0 0
LINCARE HLDGS INC 532791100 1159455 36680 X 28555 0 8125
LINCARE HLDGS INC 532791100 192505 6090 X 5460 0 630
LINCOLN ELEC HLDGS INC COM 533900106 69428 3400 X 0 0 3400
LINCOLN NATIONAL CORP COM 534187109 30553544 857523 X 782072 0 75451
LINCOLN NATIONAL CORP COM 534187109 1980315 55580 X 42640 0 12940
LINDSAY MFG CO COM 535555106 202014 8700 X 1000 0 7700
LINDSAY MFG CO COM 535555106 133213 5737 X 5737 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
-----------------------
LINEAR TECHNOLOGY CORP COM 535678106 8641510 266878 X 254528 0 12350
LINEAR TECHNOLOGY CORP COM 535678106 1712902 52900 X 39100 0 13800
LINENS N THINGS INC COM 535679104 700273 29660 X 28860 0 800
LINENS N THINGS INC COM 535679104 517059 21900 X 0 0 21900
LIONBRIDGE TECHNOLOGIES INC COM 536252109 25969 5102 X 5102 0 0
LIPID SCIENCES INC COM 53630P101 50 24 X 24 0 0
LITHIA MTRS INC CL A COM 536797103 8068830 499000 X 397300 0 101700
LITHIA MTRS INC CL A COM 536797103 8085 500 X 500 0 0
LITTELFUSE INC COM 537008104 580008 26400 X 15500 0 10900
LIZ CLAIBORNE INC COM 539320101 895350 25400 X 9426 0 15974
LIZ CLAIBORNE INC COM 539320101 158978 4510 X 4360 0 150
LNR PROPERTY CORP COM 501940100 13464 360 X 360 0 0
LOCKHEED MARTIN CORP COM 539830109 9809648 206215 X 161145 0 45070
LOCKHEED MARTIN CORP COM 539830109 1807755 38002 X 9642 0 28360
LOEWS CORP COM 540424108 1600057 33835 X 28710 0 5125
LOEWS CORP COM 540424108 575519 12170 X 11990 0 180
LOEWS CORP-CAROLINA GROUP COM 540424207 13500 500 X 0 0 500
LOJACK CORP COM 539451104 495 100 X 100 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 446420 20200 X 20200 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 13039 590 X 0 0 590
LONE STAR TECHNOLOGIES INC COM 542312103 455370 21500 X 21500 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 22663 1070 X 1070 0 0
LONG ISLAND FIN CORP COM 542669106 1027600 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 23240 1400 X 1400 0 0
LONGS DRUG STORES CORP COM 543162101 56440 3400 X 3400 0 0
LONGVIEW FIBRE CO COM 543213102 4038500 492500 X 381000 0 111500
LOUISIANA PAC CORP COM 546347105 8985276 828900 X 717773 0 111127
LOUISIANA PAC CORP COM 546347105 56921 5251 X 5251 0 0
LOWES COS INC COM 548661107 36479969 849359 X 765103 0 84256
LOWES COS INC COM 548661107 5502410 128112 X 88152 0 39960
LSI INDS INC OHIO COM 50216C108 12105249 1090563 X 754963 0 335600
LSI LOGIC CORP COM 502161102 413798 58446 X 45446 0 13000
LSI LOGIC CORP COM 502161102 26196 3700 X 3700 0 0
LTX CORP COM 502392103 864 100 X 100 0 0
LUBRIZOL CORP COM 549271104 1490464 48095 X 37070 0 11025
LUBRIZOL CORP COM 549271104 595008 19200 X 18750 0 450
LUBY'S INC COM 549282101 6750 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 1890774 931416 X 625987 0 305429
LUCENT TECHNOLOGIES INC COM 549463107 519309 255817 X 232402 0 23415
LUFKIN INDS INC COM 549764108 54057 2210 X 2210 0 0
LUFKIN INDS INC COM 549764108 12108 495 X 0 0 495
LUMINEX CORP COM 55027E102 6541 1270 X 1270 0 0
LYDALL INC COM 550819106 1938005 181122 X 144827 0 36295
LYDALL INC COM 550819106 10786 1008 X 1008 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
-----------------------
LYONDELL CHEMICAL COMPANY 552078107 197538 14600 X 0 0 14600
LYONDELL CHEMICAL COMPANY 552078107 677 50 X 50 0 0
M & F WORLDWIDE CORP COM 552541104 108 15 X 15 0 0
M & F WORLDWIDE CORP COM 552541104 2160 300 X 300 0 0
M & T BK CORP COM 55261F104 1055950 12538 X 7268 0 5270
M & T BK CORP COM 55261F104 4242751 50377 X 50377 0 0
M D C HLDGS INC COM 552676108 898008 18600 X 18600 0 0
MAC GRAY CORP COM 554153106 98119 24715 X 24715 0 0
MACDERMID INC COM 554273102 23135242 879667 X 633212 0 246455
MACDERMID INC COM 554273102 21203718 806225 X 645 737591 67989
MACROCHEM CORP DEL COM 555903103 570 500 X 500 0 0
MACROMEDIA INC COM 556100105 33616 1600 X 1600 0 0
MACROMEDIA INC COM 556100105 1439185 68500 X 100 0 68400
MACROVISION CORP COM 555904101 236171 11850 X 0 0 11850
MAF BANCORP INC COM 55261R108 563464 15200 X 15200 0 0
MAGELLAN PETROLEUM CO 559091301 1200 1000 X 0 0 1000
MAGMA DESIGN AUTOMATION COM 559181102 2140749 124825 X 115100 0 9725
MAGNETEK INC COM 559424106 39116 15400 X 15400 0 0
MAGNUM HUNTER RESOURCES INC 55972F203 78302 9800 X 0 0 9800
MAGNUM HUNTER RESOURCES INC 55972F203 719 90 X 90 0 0
MAINE PUB SVC CO COM 560483109 18206 560 X 560 0 0
MAINE PUB SVC CO COM 560483109 32510 1000 X 1000 0 0
MAINSOURCE FINANCIAL GROUP COM 56062Y102 22374 920 X 920 0 0
MALAN RLTY INVS INC COM 561063108 17360 4000 X 4000 0 0
MANDALAY RESORT GROUP COM 562567107 525525 16500 X 1300 0 15200
MANDALAY RESORT GROUP COM 562567107 89180 2800 X 2800 0 0
MANHATTAN ASSOCS INC COM 562750109 652349 25100 X 19100 0 6000
MANITOWOC INC COM 563571108 410320 18400 X 18400 0 0
MANITOWOC INC COM 563571108 423700 19000 X 5000 0 14000
MANOR CARE INC COM 564055101 1455582 58200 X 6976 0 51224
MANOR CARE INC COM 564055101 287615 11500 X 11500 0 0
MANPOWER INC WIS COM 56418H100 1079319 29100 X 29100 0 0
MANPOWER INC WIS COM 56418H100 71769 1935 X 1750 0 185
MANTECH INTERNATIONAL CORP CL A COM 564563104 82517 4300 X 0 0 4300
MANUGISTICS GROUP INC COM 565011103 67650 16500 X 16500 0 0
MAPICS INC COM 564910107 6552 800 X 800 0 0
MAPINFO CORP COM 565105103 6806761 954665 X 657065 0 297600
MAPINFO CORP COM 565105103 33333 4675 X 675 0 4000
MARATHON OIL CORP COM 565849106 13255394 503051 X 433370 0 69681
MARATHON OIL CORP COM 565849106 922935 35026 X 34026 0 1000
MARCUS CORP COM 566330106 313950 21000 X 19200 0 1800
MARKEL CORPORATION (HOLDING COMPANY) 570535104 507648 1983 X 783 0 1200
MARKETWATCH INC COM 570619106 830 100 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
-----------------------
MARRIOTT INTERNATIONAL INC COM CL A 571903202 2180335 56750 X 51819 0 4931
MARRIOTT INTERNATIONAL INC COM CL A 571903202 609725 15870 X 14470 0 1400
MARSH & MCLENNAN COS INC COM 571748102 125901186 2465267 X 2343738 0 121529
MARSH & MCLENNAN COS INC COM 571748102 52633099 1030607 X 838819 200 191588
MARSHALL & ILSLEY CORP 571834100 1013727 33150 X 30850 0 2300
MARSHALL & ILSLEY CORP 571834100 37919 1240 X 1240 0 0
MARTEK BIOSCIENCES CORP COM 572901106 587926 13695 X 0 0 13695
MARTEK BIOSCIENCES CORP COM 572901106 682587 15900 X 0 0 15900
MARTHA STEWART LIVING CL A COM 573083102 9860 1050 X 1050 0 0
MARTHA STEWART LIVING CL A COM 573083102 939 100 X 100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 638590 19000 X 9300 0 9700
MARTIN MARIETTA MATLS INC COM 573284106 4840 144 X 144 0 0
MARVEL ENTERPRISES INC COM 57383M108 363 19 X 19 0 0
MASCO CORP COM 574599106 4360734 182840 X 141686 0 41154
MASCO CORP COM 574599106 4288540 179813 X 152445 0 27368
MASSBANK CORP READING MA COM 576152102 27489 760 X 760 0 0
MASSEY ENERGY CORP COM 576206106 779348 59266 X 52866 0 6400
MASSEY ENERGY CORP COM 576206106 42461 3229 X 3229 0 0
MASTEC INC COM 576323109 4091904 710400 X 554400 0 156000
MATERIAL SCIENCES CORP COM 576674105 89240 9200 X 9200 0 0
MATERIAL SCIENCES CORP COM 576674105 2183 225 X 225 0 0
MATRIX BANCORP INC COM 576819106 6884229 672288 X 441688 0 230600
MATRIX SVC CO COM 576853105 4393830 256200 X 253851 0 2349
MATRIXONE INC COM 57685P304 896440 153500 X 152212 0 1288
MATRIXX INITIATIVES INC COM 57685L105 1989 300 X 0 0 300
MATTEL INC COM 577081102 7535514 398283 X 312335 0 85948
MATTEL INC COM 577081102 239224 12644 X 11094 0 1550
MATTSON TECHNOLOGY INC COM 577223100 1966 630 X 630 0 0
MAVERICK TUBE CORP COM 577914104 6666115 348100 X 345600 0 2500
MAVERICK TUBE CORP COM 577914104 235545 12300 X 0 0 12300
MAXIM INTEGRATED PRODS INC 57772K101 44300981 1299149 X 1195024 0 104125
MAXIM INTEGRATED PRODS INC 57772K101 2994867 87826 X 79806 0 8020
MAXIMUS INC COM 577933104 530496 19200 X 14500 0 4700
MAXTOR CORP NEW COM 577729205 6904784 919412 X 695132 0 224280
MAXWELL SHOE INC COM 577766108 54288 3770 X 3770 0 0
MAXWELL SHOE INC COM 577766108 108000 7500 X 7500 0 0
MAY DEPT STORES CO COM 577778103 4793112 215324 X 161427 0 53897
MAY DEPT STORES CO COM 577778103 2000528 89871 X 78114 0 11757
MAYTAG CORP COM 578592107 474969 19450 X 14993 0 4457
MAYTAG CORP COM 578592107 349035 14293 X 14293 0 0
MBIA INC COM 55262C100 29307720 601184 X 576884 0 24300
MBIA INC COM 55262C100 2524373 51782 X 50482 0 1300
MBNA CORP COM 55262L100 13211205 633935 X 526160 0 107775
MBNA CORP COM 55262L100 1541472 73967 X 69793 0 4174
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 524457 9102 X 7802 0 1300
MCCORMICK & CO INC COM 579780206 451520 16600 X 16200 0 400
MCCORMICK & CO INC COM 579780206 108800 4000 X 2400 0 1600
MCDATA CORP CL A COM 580031201 853890 58286 X 19311 0 38975
MCDATA CORP CL A COM 580031201 26795 1829 X 1591 0 238
MCDATA CORP COM 580031102 56472 3900 X 3900 0 0
MCDATA CORP COM 580031102 16652 1150 X 1150 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 46842 7400 X 7200 0 200
MCDONALDS CORP COM 580135101 93722792 4248540 X 4011762 0 236778
MCDONALDS CORP COM 580135101 38422806 1741741 X 1625714 50 115977
MCGRAW HILL COMPANIES INC COM 580645109 14759038 238049 X 223573 0 14476
MCGRAW HILL COMPANIES INC COM 580645109 8987954 144967 X 139316 0 5651
MCKESSON CORP COM 58155Q103 22942400 641925 X 603075 0 38850
MCKESSON CORP COM 58155Q103 1769881 49521 X 21021 0 28500
MCLEODUSA INC CL A COM 582266706 2015 1371 X 0 0 1371
MCMORAN EXPLORATION CO COM 582411104 1248 112 X 112 0 0
MDU RES GROUP INC COM 552690109 1869747 55830 X 55830 0 0
MDU RES GROUP INC COM 552690109 150705 4500 X 3910 0 590
MEADE INSTRS CORP COM 583062104 41280 12900 X 12900 0 0
MEADWESTVACO CORP COM 583334107 4846782 196226 X 150734 0 45492
MEADWESTVACO CORP COM 583334107 568051 22998 X 21497 0 1501
MECHANICAL TECHNOLOGY INC COM 583538103 3100 1000 X 1000 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 46035 14850 X 14850 0 0
MEDAREX INC COM 583916101 1956 300 X 300 0 0
MEDAREX INC COM 583916101 18582 2850 X 2850 0 0
MEDIA GENERAL INC CL A COM 584404107 28600 500 X 500 0 0
MEDIABAY INC COM 58446J108 72 100 X 100 0 0
MEDIACOM COMM CORP COM 58446K105 803258 82470 X 70620 0 11850
MEDICAL ACTION INDS INC COM 58449L100 5440188 335400 X 332727 0 2673
MEDICAL TECHNOLOGY SYS INC COM 58462R802 6864 1600 X 1600 0 0
MEDICINES COMPANY COM 584688105 26339 1350 X 0 0 1350
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1481061 26121 X 22200 0 3921
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 26933 475 X 325 0 150
MEDIMMUNE INC COM 584699102 1965289 54036 X 38759 0 15277
MEDIMMUNE INC COM 584699102 238769 6565 X 6475 0 90
MEDIX RESOURCE INC COM 585011109 703 2269 X 2269 0 0
MEDSOURCE TECHNOLOGIES INC COM 58505Y103 106 25 X 25 0 0
MEDTRONIC INC COM 585055106 189552640 3951483 X 3717215 0 234268
MEDTRONIC INC COM 585055106 40872503 852043 X 779042 200 72801
MELLON FINL CORP COM 58551A108 58272475 2099909 X 1994076 0 105833
MELLON FINL CORP COM 58551A108 9215137 332077 X 278866 200 53011
MEMBERWORKS INC COM 586002107 10684962 539100 X 532900 0 6200
MEMC ELECTRONIC MATERIALS INC COM 552715104 980 100 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
-----------------------
MEMRY CORP NEW COM 586263204 5500 5000 X 5000 0 0
MENS WEARHOUSE INC COM 587118100 563730 25800 X 25800 0 0
MENTOR CORP MINN 587188103 585880 30200 X 30200 0 0
MENTOR GRAPHICS CORP COM 587200106 156924 10800 X 9200 0 1600
MERCANTILE BANKSHARES CORP COM 587405101 241058 6126 X 4926 0 1200
MERCANTILE BANKSHARES CORP COM 587405101 358203 9103 X 7903 0 1200
MERCANTILE BK CORP COM 587376104 957430 33500 X 33222 0 278
MERCHANTS BANCSHARES INC COM 588448100 50466 1950 X 1950 0 0
MERCHANTS GROUP INC COM 588539106 2045 100 X 100 0 0
MERCK & CO INC COM 589331107 484816705 8006882 X 7625501 0 381381
MERCK & CO INC COM 589331107 339533520 5607490 X 5287998 730 318762
MERCURY COMPUTER SYS INC COM 589378108 1730820 95100 X 94400 0 700
MERCURY GEN CORP COM NEW 589400100 57063 1250 X 150 0 1100
MERCURY INTERACTIVE CORP COM 589405109 7539479 194517 X 176803 0 17714
MERCURY INTERACTIVE CORP COM 589405109 1498849 38670 X 2910 0 35760
MEREDITH CORP COM 589433101 2263800 51450 X 45994 0 5456
MERIDIAN GOLD INC COM 589975101 4596 400 X 400 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 5346 1040 X 0 0 1040
MERIT MEDICAL SYSTEMS INC COM 589889104 60 3 X 3 0 0
MERITAGE CORP COM 59001A102 1809074 36725 X 33200 0 3525
MERRILL LYNCH & COMPANY COM 590188108 17446650 373750 X 287563 0 86187
MERRILL LYNCH & COMPANY COM 590188108 5033738 107835 X 82915 100 24820
MESA AIR GROUP INC COM 590479101 5570408 699800 X 536300 0 163500
MESABA HLDGS INC COM 59066B102 15903 2700 X 2700 0 0
MESABI TRUST CTF BEN INT 590672101 3362 696 X 696 0 0
MESTEK INC 590829107 251226 13957 X 13957 0 0
MESTEK INC 590829107 6483600 360200 X 360200 0 0
MET PRO CORP COM 590876306 25559 1770 X 1770 0 0
MET PRO CORP COM 590876306 28880 2000 X 2000 0 0
METASOLV INC COM 59139P104 8681 4429 X 4429 0 0
METHODE ELECTRONICS INC CL A 591520200 256925 23900 X 23900 0 0
METLIFE INC COM 59156R108 6937522 244969 X 106236 0 138733
METLIFE INC COM 59156R108 390703 13796 X 13796 0 0
METRIS COMPANIES INC COM 591598107 83189 14989 X 14989 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 91258 17720 X 17720 0 0
METROCORP BANCSHARES INC COM 591650106 9559 790 X 790 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 240207 23925 X 23925 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 68674 6840 X 6840 0 0
MGE ENERGY INC COM 55277P104 1458454 46492 X 4892 0 41600
MGE ENERGY INC COM 55277P104 62740 2000 X 2000 0 0
MGI PHARMA INC COM 552880106 424628 16600 X 16600 0 0
MGI PHARMA INC COM 552880106 537180 21000 X 21000 0 0
MGIC INVT CORP WI COM 552848103 10707611 229580 X 212730 0 16850
MGIC INVT CORP WI COM 552848103 467566 10025 X 9725 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
-----------------------
MGM MIRAGE COM 552953101 757976 22176 X 16300 0 5876
MGM MIRAGE COM 552953101 625494 18300 X 17800 0 500
MICHAELS STORES INC COM 594087108 188625 4956 X 1915 0 3041
MICHAELS STORES INC COM 594087108 953593 25055 X 825 0 24230
MICREL INC COM 594793101 290160 27900 X 0 0 27900
MICROCHIP TECHNOLOGY INC COM 595017104 2289623 92510 X 81540 0 10970
MICROCHIP TECHNOLOGY INC COM 595017104 308509 12465 X 2475 0 9990
MICROMUSE INC COM 595094103 1105598 138720 X 136000 0 2720
MICROMUSE INC COM 595094103 236709 29700 X 0 0 29700
MICRON TECHNOLOGY INC COM 595112103 1358617 116820 X 52899 0 63921
MICRON TECHNOLOGY INC COM 595112103 2326 200 X 200 0 0
MICROS SYS INC COM 594901100 372900 11300 X 11300 0 0
MICROSEMI CORP COM 595137100 300888 18900 X 18900 0 0
MICROSEMI CORP COM 595137100 1294296 81300 X 0 0 81300
MICROSOFT CORP COM 594918104 473239531 18457080 X 17152000 0 1305080
MICROSOFT CORP COM 594918104 122646017 4783386 X 4136071 2250 645065
MICROSTRATEGY INC CL A COM 594972408 202362 5526 X 19 0 5507
MICROSTRATEGY INC CL A COM 594972408 549300 15000 X 0 0 15000
MICROTUNE INC COM 59514P109 25440 8000 X 8000 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 1854715 35463 X 31180 0 4283
MID ATLANTIC MED SVCS INC COM 59523C107 1760418 33660 X 1165 0 32495
MID-STATE BANCSHARES COM 595440108 68672 3560 X 3560 0 0
MIDAS INC COM 595626102 145440 12000 X 9800 0 2200
MIDAS INC COM 595626102 6060 500 X 400 0 100
MIDDLESEX WTR CO COM 596680108 189420 7700 X 7700 0 0
MIDLAND CO COM 597486109 8828 400 X 400 0 0
MIDWAY GAMES INC COM 598148104 110857 30539 X 30539 0 0
MIDWEST BANC HOLDINGS INC COM 598251106 19420 1000 X 1000 0 0
MILACRON INC COM 598709103 117521 24033 X 24033 0 0
MILACRON INC COM 598709103 11736 2400 X 2400 0 0
MILLBROOK PRESS INC COM 600179105 6500 5000 X 5000 0 0
MILLENNIUM CELL INC COM 60038B105 1638 900 X 900 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 173769 11047 X 8572 0 2475
MILLENNIUM PHARMACEUTICALS INC COM 599902103 2709084 172224 X 172224 0 0
MILLER HERMAN INC COM 600544100 62627 3122 X 3122 0 0
MILLIPORE CORP COM 601073109 6553227 147695 X 95673 0 52022
MILLIPORE CORP COM 601073109 2966978 66869 X 66594 0 275
MILLS CORP COM 601148109 51466 1534 X 34 0 1500
MILLS CORP COM 601148109 199119 5935 X 5935 0 0
MINE SAFETY APPLIANCES CO COM 602720104 28353 650 X 650 0 0
MINERALS TECHNOLOGIES INC COM 603158106 905076 18600 X 1150 0 17450
MINERALS TECHNOLOGIES INC COM 603158106 990231 20350 X 0 0 20350
MIPS TECHNOLOGIES INC CL B COM 604567206 247 100 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
-----------------------
MIRANT CORP COM 604675108 143637 49530 X 38394 0 11136
MIRANT CORP COM 604675108 10817 3730 X 3240 0 490
MOBILE MINI INC COM 60740F105 151683 9300 X 9300 0 0
MOCON INC COM 607494101 29000 4000 X 1000 0 3000
MOCON INC COM 607494101 82918 11437 X 11437 0 0
MOD-PAC CORP COM 607495108 226712 34092 X 34092 0 0
MODEM MEDIA INC CLASS A COM 607533106 1194 300 X 300 0 0
MODINE MFG CO COM 607828100 96900 5100 X 1800 0 3300
MOHAWK INDS INC COM 608190104 51532 928 X 613 0 315
MOHAWK INDS INC COM 608190104 564407 10164 X 10164 0 0
MOLECULAR DEVICES CORP COM 60851C107 4770 300 X 300 0 0
MOLEX INC CL A NON-VTG COM 608554200 10067704 434890 X 430190 0 4700
MOLEX INC CL A NON-VTG COM 608554200 3863967 166910 X 142442 0 24468
MOLEX INC COM 608554101 3113978 115418 X 113818 0 1600
MOLEX INC COM 608554101 2889990 107116 X 90652 0 16464
MONACO COACH CORP COM 60886R103 497842 32475 X 32475 0 0
MONDAVI ROBERT CORP CL A COM 609200100 75060 3000 X 0 0 3000
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 83036 9075 X 0 0 9075
MONRO MUFFLER BRAKE INC COM 610236101 71215 2520 X 2520 0 0
MONRO MUFFLER BRAKE INC COM 610236101 13706 485 X 0 0 485
MONSANTO CO COM 61166W101 15671666 724199 X 671140 0 53059
MONSANTO CO COM 61166W101 2416885 111686 X 76048 6 35632
MONSTER WORLDWIDE INC COM 611742107 250610 12702 X 12300 0 402
MONY GROUP INC COM 615337102 167252 6206 X 6206 0 0
MONY GROUP INC COM 615337102 63979 2374 X 2374 0 0
MOODYS CORP COM 615369105 3842612 72901 X 64336 0 8565
MOODYS CORP COM 615369105 3210988 60918 X 55663 0 5255
MOOG CORP CL A COM 615394202 67763 1950 X 0 0 1950
MOOG CORP CL A COM 615394202 104250 3000 X 3000 0 0
MORGAN STANLEY COM 617446448 20335705 475689 X 381563 0 94126
MORGAN STANLEY COM 617446448 4398462 102888 X 83750 0 19138
MOTHERS WORK INC COM 619903107 2160339 80700 X 80100 0 600
MOTOROLA INC COM 620076109 23058208 2445197 X 2299217 0 145980
MOTOROLA INC COM 620076109 4550767 482584 X 423389 0 59195
MOVIE GALLERY INC COM 624581104 593831 31875 X 23700 0 8175
MPS GROUP INC COM 553409103 76987 11190 X 11190 0 0
MPS GROUP INC COM 553409103 11593 1685 X 0 0 1685
MPW INDL SVCS GROUP INC COM 553444100 1018612 509306 X 364306 0 145000
MPW INDL SVCS GROUP INC COM 553444100 8000 4000 X 4000 0 0
MRO SOFTWARE INC COM 55347W105 147567 17139 X 17139 0 0
MRV COMMUNICATIONS INC COM 553477100 14550 7500 X 7500 0 0
MSC INDL DIRECT INC CL A COM 553530106 255970 14300 X 4300 0 10000
MSC SOFTWARE CORP COM 553531104 6904402 1024392 X 782792 0 241600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MTC TECHNOLOGIES INC COM 55377A106 2273855 95500 X 94700 0 800
MTI TECHNOLOGY CORP COM 553903105 148 150 X 150 0 0
MTS SYSTEMS CORP COM 553777103 198106 13440 X 3340 0 10100
MUELLER INDS INC COM 624756102 802456 29600 X 24800 0 4800
MULTI-COLOR CORP COM 625383104 11135 500 X 500 0 0
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 3350 132 X 132 0 0
MURPHY OIL CORP COM 626717102 2299409 43715 X 41940 0 1775
MURPHY OIL CORP COM 626717102 1054420 20046 X 14546 0 5500
MYERS INDS INC COM 628464109 186200 19600 X 2044 0 17556
MYKROLIS CORP COM 62852P103 2936882 289348 X 284203 0 5145
MYKROLIS CORP COM 62852P103 231410 22799 X 22799 0 0
MYLAN LABORATORIES COM 628530107 1013546 29150 X 19500 0 9650
MYLAN LABORATORIES COM 628530107 292068 8400 X 7950 0 450
MYRIAD GENETICS COM 62855J104 162401 11950 X 0 0 11950
MYRIAD GENETICS COM 62855J104 13590 1000 X 1000 0 0
NABI BIOPHARMACEUTICALS COM 629519109 5560 800 X 800 0 0
NACCO INDS INC CL A 629579103 282912 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 212000 5000 X 0 0 5000
NARA BANCORP INC COM 63080P105 18730 1000 X 1000 0 0
NASH FINCH CO COM 631158102 130026 7800 X 7800 0 0
NASHUA CORP COM 631226107 4593343 516106 X 319906 0 196200
NASSDA CORP COM 63172M101 108803 13825 X 0 0 13825
NASTECH PHARMACEUTICAL INC COM 631728409 1291 125 X 125 0 0
NATHANS FAMOUS INC NEW COM 632347100 1740 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 22773814 696234 X 639859 0 56375
NATIONAL CITY CORPORATION COM 635405103 11545093 352953 X 346053 0 6900
NATIONAL FUEL GAS CO N J COM 636180101 530560 20367 X 20367 0 0
NATIONAL FUEL GAS CO N J COM 636180101 637600 24476 X 19920 0 4556
NATIONAL INSTRUMENTS CORP COM 636518102 488872 12882 X 0 0 12882
NATIONAL PRESTO INDS INC COM 637215104 148520 4700 X 4700 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1055316 53515 X 41189 0 12326
NATIONAL SEMICONDUCTOR CORP COM 637640103 318872 16170 X 1890 0 14280
NATIONAL-OILWELL INC COM 637071101 18765516 852978 X 839700 0 13278
NATIONAL-OILWELL INC COM 637071101 1047354 47607 X 3047 0 44560
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 905385 27858 X 27658 0 200
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 139848 4303 X 4303 0 0
NATL COMMERCE FINANCIAL CORP COM 63545P104 255185 11500 X 0 0 11500
NATL COMMERCE FINANCIAL CORP COM 63545P104 95417 4300 X 4300 0 0
NATURES SUNSHINE PRODS INC COM 639027101 96558 12100 X 12100 0 0
NAUTICA ENTERPRISES INC COM 639089101 320485 24390 X 23190 0 1200
NAUTILUS GROUP INC COM 63910B102 269080 21700 X 21700 0 0
NAVIGANT CONSULTING INC COM 63935N107 971984 82024 X 81424 0 600
NAVIGATORS GROUP INC COM 638904102 21769 730 X 730 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
-----------------------
NAVISTAR INTL CORP NEW COM 63934E108 2217470 67958 X 62758 0 5200
NAVISTAR INTL CORP NEW COM 63934E108 14292 438 X 13 0 425
NBT BANCORP INC COM 628778102 703465 36336 X 36336 0 0
NBT BANCORP INC COM 628778102 137456 7100 X 7100 0 0
NBTY INC COM 628782104 913136 43400 X 43400 0 0
NCI BLDG SYS INC COM 628852105 11709990 701197 X 526107 0 175090
NCI BLDG SYS INC COM 628852105 285570 17100 X 100 0 17000
NCO GROUP INC COM 628858102 15244486 849275 X 695870 0 153405
NCR CORP COM 62886E108 371080 14484 X 13134 0 1350
NCR CORP COM 62886E108 57799 2256 X 2038 0 218
NDCHEALTH CORP COM 639480102 425537 23190 X 22700 0 490
NEIMAN MARCUS GROUP INC CL A COM 640204202 62220 1700 X 1700 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 15958 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 212589 6162 X 4656 0 1506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 33362 967 X 967 0 0
NEKTAR THERAPEUTICS COM 640268108 3851 420 X 420 0 0
NEOFORMA INC COM 640475505 80660 7400 X 0 0 7400
NETEGRITY INC COM 64110P107 135973 22700 X 22400 0 300
NETSCREEN TECHNOLOGIES INC COM 64117V107 89200 4000 X 0 0 4000
NETSCREEN TECHNOLOGIES INC COM 64117V107 1222040 54800 X 0 0 54800
NETWORK APPLIANCE INC COM 64120L104 1107687 68886 X 57086 0 11800
NETWORK APPLIANCE INC COM 64120L104 56232 3497 X 2147 0 1350
NETWORK EQUIP TECHNOLOGIES COM 641208103 227761 27050 X 14800 0 12250
NETWORKS ASSOCIATES INC COM 640938106 252966 19950 X 1475 0 18475
NETWORKS ASSOCIATES INC COM 640938106 3804 300 X 300 0 0
NET2PHONE INC COM 64108N106 1311 300 X 300 0 0
NEUBERGER BERMAN INC COM 641234109 99176 2485 X 2200 0 285
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 524 150 X 150 0 0
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 6980 2000 X 2000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2562435 51300 X 50900 0 400
NEUROCRINE BIOSCIENCES INC COM 64125C109 746353 14942 X 0 0 14942
NEW CENTURY FINANCIAL CORP COM 64352D101 677664 15600 X 15600 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 893100 29770 X 11120 0 18650
NEW ENGLAND BUSINESS SVC INC COM 643872104 117000 3900 X 3900 0 0
NEW FRONTIER MEDIA INC COM 644398109 160 100 X 0 0 100
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 36615 1480 X 1480 0 0
NEW JERSEY RES CORP COM 646025106 12132622 341764 X 269264 0 72500
NEW JERSEY RES CORP COM 646025106 176861 4982 X 4982 0 0
NEW VALLEY CORP COM 649080504 169855 40929 X 40929 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 71358 2453 X 2453 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 199703 6865 X 6732 0 133
NEW YORK TIMES CO CL A COM 650111107 3509415 77130 X 52130 0 25000
NEW YORK TIMES CO CL A COM 650111107 737555 16210 X 16000 0 210
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
NEWCASTLE INVESTMENT CORP COM 65105M108 1063684 54325 X 46375 0 7950
NEWCASTLE INVESTMENT CORP COM 65105M108 11748 600 X 600 0 0
NEWELL RUBBERMAID INC COM 651229106 10546648 376666 X 351313 0 25353
NEWELL RUBBERMAID INC COM 651229106 1185212 42329 X 39517 0 2812
NEWFIELD EXPL CO COM 651290108 1610895 42900 X 38400 0 4500
NEWFIELD EXPL CO COM 651290108 225 6 X 6 0 0
NEWFOCUS INC COM 644383101 374 100 X 100 0 0
NEWMIL BANCORP INC 651633109 52598 2380 X 2380 0 0
NEWMONT MINING CORP COM NEW 651639106 2588425 79742 X 50989 0 28753
NEWMONT MINING CORP COM NEW 651639106 451713 13916 X 13417 0 499
NEWPARK RESOURCES NEW 651718504 8851844 1615300 X 1268200 0 347100
NEWPORT CORP COM 651824104 8892 600 X 600 0 0
NEXPRISE INC COM 65333Q202 38 12 X 12 0 0
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 3729648 206400 X 139100 0 67300
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 529288 29291 X 27491 0 1800
NEXTEL PARTNERS INC CL A COM 65333F107 195244 26600 X 0 0 26600
NEXTERA ENTERPRISES INC COM 65332E101 373376 1166800 X 782200 0 384600
NICOR INC COM 654086107 5356086 144330 X 142088 0 2242
NICOR INC COM 654086107 132112 3560 X 3560 0 0
NIKE INC CL B COM 654106103 3486104 65173 X 26157 0 39016
NIKE INC CL B COM 654106103 213960 4000 X 4000 0 0
NISOURCE INC COM 65473P105 1290499 67921 X 64521 0 3400
NISOURCE INC COM 65473P105 2277188 119852 X 119432 0 420
NL INDUSTRIES COM 629156407 46478 2734 X 2734 0 0
NL INDUSTRIES COM 629156407 128537 7561 X 7561 0 0
NMS COMMUNICATIONS CORP COM 629248105 1449107 735214 X 588324 0 146890
NMS COMMUNICATIONS CORP COM 629248105 15768 8000 X 8000 0 0
NOBLE ENERGY INC COM 655044105 4508784 119280 X 113075 0 6205
NOBLE ENERGY INC COM 655044105 801738 21210 X 17930 0 3280
NORDSON CORP COM 655663102 39184 1600 X 1600 0 0
NORDSTROM INC COM 655664100 782752 40100 X 20552 0 19548
NORDSTROM INC COM 655664100 140739 7210 X 7210 0 0
NORFOLK SOUTHERN CORP COM 655844108 10007405 521219 X 422437 0 98782
NORFOLK SOUTHERN CORP COM 655844108 7418131 386361 X 357861 0 28500
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 251970 11100 X 11100 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 941596 41480 X 40880 0 600
NORTH FORK BANCORP NY COM 659424105 2883009 84645 X 79145 0 5500
NORTH FORK BANCORP NY COM 659424105 355961 10451 X 10101 0 350
NORTH PITTSBURGH SYSTEMS COM 661562108 35616 2400 X 2400 0 0
NORTHEAST BANCORP COM 663904100 6600 400 X 400 0 0
NORTHEAST UTILITIES COM 664397106 616400 36822 X 23055 0 13767
NORTHEAST UTILITIES COM 664397106 395298 23614 X 22242 0 1372
NORTHERN TR CORP COM 665859104 3263312 78445 X 62465 0 15980
NORTHERN TR CORP COM 665859104 2252973 54158 X 47632 0 6526
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
NORTHFIELD LABS INC COM 666135108 3865 500 X 0 0 500
NORTHRIM BANCORP INC COM 666762109 30821 1700 X 1700 0 0
NORTHRIM BANCORP INC COM 666762109 10878 600 X 0 0 600
NORTHROP GRUMMAN CORP COM 666807102 38778036 449392 X 424442 0 24950
NORTHROP GRUMMAN CORP COM 666807102 6129696 71036 X 57381 50 13605
NORTHWAY FINL INC COM 667270102 708355 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 1111 100 X 100 0 0
NORTHWEST NATURAL GAS CO COM 667655104 9283966 340696 X 266796 0 73900
NORTHWEST NATURAL GAS CO COM 667655104 13761 505 X 0 0 505
NORTHWEST PIPE CO COM 667746101 8704592 627132 X 485016 0 142116
NORTHWESTERN CORP COM 668074107 49200 24600 X 24600 0 0
NORTHWESTERN CORP COM 668074107 1000 500 X 500 0 0
NORWOOD FINL CORP COM 669549107 13980 600 X 600 0 0
NOVADIGM INC 669937104 13312 5200 X 5200 0 0
NOVAMED EYECARE INC COM 66986W108 7476 5707 X 5707 0 0
NOVELL INC COM 670006105 175665 56484 X 55276 0 1208
NOVELL INC COM 670006105 46028 14800 X 14800 0 0
NOVELLUS SYS INC COM 670008101 2911366 79437 X 41687 0 37750
NOVELLUS SYS INC COM 670008101 82096 2240 X 1660 0 580
NOVEN PHARMACEUTICALS INC COM 670009109 2263040 221000 X 219400 0 1600
NOVOSTE CORP COM 67010C100 7212 1200 X 1200 0 0
NSTAR COM 67019E107 1959197 43012 X 39597 0 3415
NSTAR COM 67019E107 1138112 24986 X 24886 0 100
NTL INC COM 62940M104 76068 2210 X 0 0 2210
NTL INC COM 62940M104 6987 203 X 203 0 0
NU HORIZONS ELECTRS CORP COM 669908105 38877 6512 X 6512 0 0
NUCOR CORPORATION COM 670346105 3882647 79481 X 50461 0 29020
NUCOR CORPORATION COM 670346105 844030 17278 X 17265 0 13
NUCO2 INC COM 629428103 9410 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 219870 12600 X 12600 0 0
NUI CORP COM 629431107 7170240 462000 X 360900 0 101100
NUVEEN INVESTMENTS INC CL A COM 67090F106 498492 18300 X 18300 0 0
NUVELO INC COM 67072M103 12000 6000 X 6000 0 0
NVIDIA CORP COM 67066G104 4547635 198500 X 167300 0 31200
NVIDIA CORP COM 67066G104 884326 38600 X 1200 0 37400
NVR INC COM 62944T105 2231730 5430 X 4700 0 730
NVR INC COM 62944T105 123300 300 X 300 0 0
NYFIX INC COM 670712108 156984 24800 X 24800 0 0
O CHARLEYS INC COM 670823103 16846391 782098 X 595779 0 186319
O CHARLEYS INC COM 670823103 582442 27040 X 0 0 27040
O REILLY AUTOMOTIVE INC COM 686091109 6880763 205580 X 141145 0 64435
O REILLY AUTOMOTIVE INC COM 686091109 579031 17300 X 0 0 17300
OAK TECHNOLOGIES COM 671802106 3090 500 X 500 0 0
OAK TECHNOLOGIES COM 671802106 6180 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
-----------------------
OCCIDENTAL PETE CORP COM 674599105 11584144 345280 X 282137 0 63143
OCCIDENTAL PETE CORP COM 674599105 380558 11343 X 10393 0 950
OCEANEERING INTL INC COM 675232102 7691802 301049 X 230134 0 70915
OCEANEERING INTL INC COM 675232102 480340 18800 X 0 0 18800
OCTEL CORP COM 675727101 19460 1400 X 1400 0 0
OCTEL CORP COM 675727101 917 66 X 66 0 0
OCWEN FINANCIAL CORP COM 675746101 4540 1000 X 1000 0 0
ODYSSEY HEALTHCARE INC COM 67611V101 3344800 90400 X 65650 0 24750
ODYSSEY HEALTHCARE INC COM 67611V101 166500 4500 X 4500 0 0
OFFICE DEPOT INC COM 676220106 51494960 3548929 X 3247596 0 301333
OFFICE DEPOT INC COM 676220106 4442759 306186 X 293511 200 12475
OFFICEMAX INC COM 67622M108 139843 21350 X 18500 0 2850
OFFICEMAX INC COM 67622M108 26200 4000 X 4000 0 0
OFFSHORE LOGISTICS INC COM 676255102 4617351 212292 X 153792 0 58500
OGE ENERGY CORP COM 670837103 204639 9576 X 9576 0 0
OGE ENERGY CORP COM 670837103 534549 25014 X 25014 0 0
OHIO CASUALITY COM 677240103 8150130 616500 X 480600 0 135900
OIL STATES INTERNATIONAL INC COM 678026105 4383830 362300 X 278500 0 83800
OLD DOMINION FGHT LINES INC COM 679580100 2250646 105318 X 97701 0 7617
OLD REP INTERNATIONAL CORPORATION 680223104 1535879 44817 X 5992 0 38825
OLD SECOND BANCORP INC COM 680277100 35456 840 X 840 0 0
OLIN CORP COM 680665205 6523650 381500 X 289900 0 91600
OLIN CORP COM 680665205 27839 1628 X 1628 0 0
OM GROUP INC COM 670872100 527334 35800 X 21550 0 14250
OM GROUP INC COM 670872100 754176 51200 X 0 0 51200
OMEGA FINL CORP COM 682092101 15039 440 X 440 0 0
OMEGA FINL CORP COM 682092101 512700 15000 X 15000 0 0
OMI CORP NEW COM Y6476W104 59752 9700 X 0 0 9700
OMI CORP NEW COM Y6476W104 3080 500 X 500 0 0
OMNICARE INC COM 681904108 763654 22600 X 12000 0 10600
OMNICARE INC COM 681904108 67580 2000 X 0 0 2000
OMNICOM GROUP INC COM 681919106 24759086 345315 X 326620 0 18695
OMNICOM GROUP INC COM 681919106 2330465 32503 X 25648 0 6855
OMNOVA SOLUTIONS INC COM 682129101 105444 26100 X 26100 0 0
ON ASSIGNMENT INC COM 682159108 66660 16500 X 16500 0 0
ON SEMICONDUCTOR CORP COM 682189105 810 300 X 300 0 0
ONEIDA LTD COM 682505102 346721 51366 X 1366 0 50000
ONEOK INC NEW COM 682680103 22889 1166 X 1166 0 0
ONEOK INC NEW COM 682680103 102076 5200 X 1200 0 4000
ONLINE RESOURCES CORPORATION 68273G101 637 100 X 100 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 18105 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 5000 4000 X 4000 0 0
OPENTV CORP CL A COM G67543101 426 300 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
-----------------------
OPENWAVE SYS INC COM 683718100 628 314 X 314 0 0
OPENWAVE SYS INC COM 683718100 32410 16205 X 16205 0 0
OPTICAL COMMUNICATIONS PROD COM 68382T101 8986 5020 X 5020 0 0
OPTICARE HEALTH SYS INC COM 68386P105 57194 109989 X 109989 0 0
ORACLE CORP COM 68389X105 32588907 2713481 X 2193362 0 520119
ORACLE CORP COM 68389X105 5799004 482848 X 394198 0 88650
ORCHID BIOSCIENCES INC COM 68571P100 600 500 X 500 0 0
OREGON STL MLS INC COM 686079104 58 20 X 20 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 381877 47675 X 32800 0 14875
ORTHOFIX INTL N V COM N6748L102 713732 21800 X 0 0 21800
ORTHOLOGIC CORP COM 68750J107 5830 1287 X 1287 0 0
OSHKOSH B GOSH INC CL A COM 688222207 207438 7700 X 7700 0 0
OSHKOSH TRUCK CORP COM 688239201 11888499 200413 X 138713 0 61700
OSHKOSH TRUCK CORP COM 688239201 7712 130 X 0 0 130
OSI PHARMACEUTICALS INC COM 671040103 108063 3356 X 0 0 3356
OSI PHARMACEUTICALS INC COM 671040103 65656 2039 X 2039 0 0
OSTEOTECH INC COM 688582105 150849 11100 X 11100 0 0
OUTBACK STEAKHOUSE INC COM 689899102 2921880 74920 X 39765 0 35155
OUTBACK STEAKHOUSE INC COM 689899102 852891 21869 X 1090 0 20779
OVERTURE SVCS INC COM 69039R100 5439 300 X 300 0 0
OWENS & MINOR INC NEW COM 690732102 496170 22200 X 21150 0 1050
OWENS & MINOR INC NEW COM 690732102 2235 100 X 0 0 100
OWENS ILL INC COM NEW 690768403 167306 12150 X 900 0 11250
OXFORD HEALTH PLANS INC COM 691471106 1506313 35839 X 1664 0 34175
OXFORD HEALTH PLANS INC COM 691471106 588420 14000 X 1000 0 13000
OXFORD INDS INC COM 691497309 215904 5200 X 5200 0 0
OYO GEOSPACE CORP COM 671074102 86430 6450 X 600 0 5850
P.A.M. TRANSPORTATION SVCS COM 693149106 1123527 43700 X 27100 0 16600
PAC WEST TELECOM INC COM 69371Y101 1850 2500 X 0 0 2500
PACCAR INC COM 693718108 1131086 16695 X 8834 0 7861
PACCAR INC COM 693718108 15244 225 X 225 0 0
PACIFIC SUNWEAR CA INC COM 694873100 893368 37100 X 32700 0 4400
PACIFICARE HEALTH SYSTEMS COM 695112102 625258 12675 X 1900 0 10775
PACIFICARE HEALTH SYSTEMS COM 695112102 590973 11980 X 380 0 11600
PACKAGING CORP OF AMERICA COM 695156109 1502045 81500 X 46200 0 35300
PACTIV CORP COM 695257105 718213 36439 X 18089 0 18350
PACTIV CORP COM 695257105 100206 5084 X 5084 0 0
PAIN THERAPEUTICS INC COM 69562K100 194 30 X 30 0 0
PALATIN TECHNOLOGIES INC COM 696077304 3190 1000 X 0 0 1000
PALL CORP COM 696429307 12791498 568511 X 529244 0 39267
PALL CORP COM 696429307 1312178 58319 X 53769 0 4550
PALM INC NEW COM 696642206 5926 369 X 369 0 0
PALM INC NEW COM 696642206 5653 352 X 202 0 150
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PALOMAR MED TECHNOLOGIES INC COM 697529303 4760 1000 X 0 0 1000
PALOMAR MED TECHNOLOGIES INC COM 697529303 63394 13318 X 0 0 13318
PANAMSAT CORP COM 697933109 208146 11300 X 11300 0 0
PANERA BREAD CO CL A COM 69840W108 871200 21780 X 21780 0 0
PANERA BREAD CO CL A COM 69840W108 944000 23600 X 3000 0 20600
PAPA JOHNS INTL INC COM 698813102 328653 11700 X 11700 0 0
PARAGON TECHNOLOGIES INC COM 69912T108 45150 4515 X 4515 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 211708 70102 X 32302 0 37800
PARAMETRIC TECHNOLOGY CORP COM 699173100 2416 800 X 0 0 800
PAREXEL INTL CORP COM 699462107 232965 16700 X 16700 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 257355 12900 X 12900 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 244826 12272 X 1272 0 11000
PARK NATL CORP COM 700658107 205650 1800 X 0 0 1800
PARK NATL CORP COM 700658107 251350 2200 X 2200 0 0
PARK PL ENTMT CORP COM 700690100 116352 12800 X 200 0 12600
PARK PL ENTMT CORP COM 700690100 32724 3600 X 3600 0 0
PARKER DRILLING CO COM 701081101 2328 800 X 800 0 0
PARKER DRILLING CO COM 701081101 291 100 X 100 0 0
PARKER-HANNIFIN CORP COM 701094104 8012532 190820 X 175176 0 15644
PARKER-HANNIFIN CORP COM 701094104 1294426 30827 X 28595 0 2232
PARKWAY PROPERTIES INC COM 70159Q104 423654 10075 X 5975 0 4100
PARTHUSCEVA INC COM 70212E106 1096 134 X 1 0 133
PARTY CITY CORP COM 702145103 1281953 124100 X 123100 0 1000
PATINA OIL & GAS CORP COM 703224105 4240167 131887 X 129400 0 2487
PATINA OIL & GAS CORP COM 703224105 682384 21225 X 0 0 21225
PATTERSON DENTAL CO COM 703412106 18160 400 X 0 0 400
PATTERSON DENTAL CO COM 703412106 124850 2750 X 2750 0 0
PATTERSON-UTI ENERGY INC COM 703481101 2286520 70637 X 67090 0 3547
PATTERSON-UTI ENERGY INC COM 703481101 1189274 36740 X 1980 0 34760
PAXAR CORP COM 704227107 279400 25400 X 23571 0 1829
PAXSON COMMUNICATIONS CORP COM 704231109 9474982 1581800 X 1211716 0 370084
PAXSON COMMUNICATIONS CORP COM 704231109 14975 2500 X 0 0 2500
PAYCHEX INC COM 704326107 4367001 148588 X 141788 0 6800
PAYCHEX INC COM 704326107 3960655 134762 X 61533 0 73229
PAYLESS SHOESOURCE INC COM 704379106 243150 19452 X 13752 0 5700
PAYLESS SHOESOURCE INC COM 704379106 67913 5433 X 5433 0 0
PC CONNECTION INC COM 69318J100 689 100 X 100 0 0
PC-TEL INC COM 69325Q105 151680 12800 X 12800 0 0
PEABODY ENERGY CORP COM 704549104 453801 13510 X 5110 0 8400
PEABODY ENERGY CORP COM 704549104 13772 410 X 0 0 410
PEAPACK-GLADSTONE FINL CORP COM 704699107 1582090 49394 X 46082 0 3312
PEC SOLUTIONS INC COM 705107100 3425180 213274 X 205600 0 7674
PEDIATRIX MEDICAL GROUP INC COM 705324101 860948 24150 X 16800 0 7350
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PEGASUS COMMUNICATIONS CORP COM 705904605 583 20 X 20 0 0
PEGASUS SOLUTIONS INC COM 705906105 263898 16200 X 16200 0 0
PENFORD CORPORATION COM 707051108 62552 5600 X 5600 0 0
PENN ENGINEERING & MFG CORP COM 707389300 66885 4900 X 0 0 4900
PENN VIRGINIA CORP COM 707882106 94600 2200 X 0 0 2200
PENNICHUCK CORPORATION NEW COM 708254206 43324 1754 X 265 0 1489
PENTAIR INC 709631105 11163934 285815 X 215815 0 70000
PENTAIR INC 709631105 377163 9656 X 1656 0 8000
PEOPLES BK BRIDGEPORT CT COM 710198102 267143 9215 X 9215 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 247024 8521 X 7521 0 1000
PEOPLES ENERGY CORP COM 711030106 4022653 93790 X 92410 0 1380
PEOPLES ENERGY CORP COM 711030106 166542 3883 X 3883 0 0
PEOPLESOFT INC COM 712713106 4048318 230542 X 192842 0 37700
PEOPLESOFT INC COM 712713106 98055 5584 X 5584 0 0
PEP BOYS-MANNY,MOE & JACK 713278109 476633 35280 X 35280 0 0
PEP BOYS-MANNY,MOE & JACK 713278109 5404 400 X 400 0 0
PEPCO HOLDINGS INC COM 713291102 560871 29273 X 21681 0 7592
PEPCO HOLDINGS INC COM 713291102 679605 35470 X 34868 0 602
PEPSI BOTTLING GROUP COM 713409100 1696735 84752 X 83452 0 1300
PEPSI BOTTLING GROUP COM 713409100 5205 260 X 0 0 260
PEPSIAMERICAS INC COM 71343P200 20397 1624 X 1624 0 0
PEPSIAMERICAS INC COM 71343P200 185260 14750 X 14150 0 600
PEPSICO INC COM 713448108 356421860 8009480 X 7577101 200 432179
PEPSICO INC COM 713448108 132319727 2973477 X 2780402 325 192750
PERFORMANCE FOOD GROUP CO COM 713755106 5583300 150900 X 150000 0 900
PERFORMANCE FOOD GROUP CO COM 713755106 18500 500 X 0 0 500
PERFORMANCE TECHNOLOGIES INC COM 71376K102 8572361 1174296 X 780496 0 393800
PERICOM SEMICONDUCTOR CORP COM 713831105 5816092 606285 X 472560 0 133725
PERKINELMER INC COM 714046109 948996 68718 X 53703 0 15015
PERKINELMER INC COM 714046109 2883362 208788 X 208788 0 0
PEROT SYSTEMS CORP COM CL A 714265105 482800 42500 X 0 0 42500
PERRIGO CO COM 714290103 3128 200 X 200 0 0
PERVASIVE SOFTWARE COM 715710109 24129 4510 X 4510 0 0
PETCO ANIMAL SUPPLIES INC COM 716016209 6061374 278300 X 276200 0 2100
PETCO ANIMAL SUPPLIES INC COM 716016209 527076 24200 X 12000 0 12200
PETROLEUM HELICOPTERS INC COM NON VT 716604202 3015 100 X 100 0 0
PETSMART INC COM 716768106 11697 700 X 700 0 0
PETSMART INC COM 716768106 608244 36400 X 0 0 36400
PF CHANGS CHINA BISTRO COM 69333Y108 3174045 64500 X 64350 0 150
PF CHANGS CHINA BISTRO COM 69333Y108 1082620 22000 X 4450 0 17550
PFF BANCORP INC COM 69331W104 86963 2250 X 0 0 2250
PFIZER INC COM 717081103 726648379 21278137 X 20117876 0 1160261
PFIZER INC COM 717081103 335961997 9837833 X 9136765 31097 669971
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PG & E CORP COM 69331C108 1230042 58158 X 41231 0 16927
PG & E CORP COM 69331C108 143122 6767 X 6767 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 1472105 51275 X 36300 0 14975
PHARMACEUTICAL RES INC COM 717125108 116784 2400 X 0 0 2400
PHARMOS CORP COM NEW 717139208 206 100 X 100 0 0
PHELPS DODGE CORP COM 717265102 997568 26019 X 17116 0 8903
PHELPS DODGE CORP COM 717265102 232302 6059 X 5435 0 624
PHILADELPHIA CONS HLDG CORP COM 717528103 3929926 98150 X 97550 0 600
PHILADELPHIA CONS HLDG CORP COM 717528103 24024 600 X 0 0 600
PHILADELPHIA SUBN CORP COM 718009608 6261418 256826 X 194589 0 62237
PHILADELPHIA SUBN CORP COM 718009608 192602 7900 X 7900 0 0
PHILLIPS VAN HEUSEN CORP 718592108 8015803 588100 X 458600 0 129500
PHOENIX COMPANIES INC COM 71902E109 3922226 434355 X 314054 0 120301
PHOENIX COMPANIES INC COM 71902E109 62867 6962 X 6573 0 389
PHOENIX FOOTWEAR GROUP INC COM 71903M100 26450 5000 X 5000 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 420491 73900 X 15800 0 58100
PHOTOMEDEX INC COM 719358103 186150 85000 X 85000 0 0
PHOTON DYNAMICS INC 719364101 288600 10400 X 10400 0 0
PHOTRONICS INC 719405102 359271 20900 X 20900 0 0
PHOTRONICS INC 719405102 899897 52350 X 3000 0 49350
PHYSIOMETRIX INC COM 718928104 9600 6400 X 6400 0 0
PICO HLDGS INC COM NEW 693366205 927420 71340 X 50460 0 20880
PIEDMONT NAT GAS INC COM 720186105 1017016 26205 X 26205 0 0
PIEDMONT NAT GAS INC COM 720186105 616691 15890 X 13090 0 2800
PIER 1 IMPORTS INC COM 720279108 604860 29650 X 550 0 29100
PIER 1 IMPORTS INC COM 720279108 459000 22500 X 0 0 22500
PINNACLE ENTMT INC COM 723456109 114920 16900 X 16900 0 0
PINNACLE SYS INC COM 723481107 440840 41200 X 41200 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1308391 34937 X 32537 0 2400
PINNACLE WEST CAPITAL CORP COM 723484101 181333 4842 X 542 0 4300
PIONEER NATURAL RESOURCES CO COM 723787107 208409 7985 X 1015 0 6970
PIONEER NATURAL RESOURCES CO COM 723787107 196246 7519 X 519 0 7000
PIONEER STANDARD ELECTRONICS COM 723877106 4494471 531890 X 414240 0 117650
PIONEER STANDARD ELECTRONICS COM 723877106 6971 825 X 0 0 825
PITNEY BOWES INC COM 724479100 10735672 279502 X 255534 0 23968
PITNEY BOWES INC COM 724479100 9017170 234761 X 218574 0 16187
PIXAR INC COM 725811103 271701 4485 X 4475 0 10
PIXAR INC COM 725811103 16660 275 X 0 0 275
PIXELWORKS INC COM 72581M107 234228 39300 X 0 0 39300
PLAINS EXPLORATION & PRODTN COM 726505100 1784082 165040 X 104945 0 60095
PLAINS RES INC COM PAR $0.10 726540503 219325 15500 X 15500 0 0
PLANAR SYS INC COM 726900103 1943301 99300 X 98600 0 700
PLATO LEARNING INC COM 72764Y100 41032 7026 X 7026 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
-----------------------
PLAYTEX PRODS INC COM 72813P100 127116 19800 X 12300 0 7500
PLEXUS CORP COM 729132100 5178600 450705 X 327899 0 122806
PLUG POWER INC COM 72919P103 27744 5941 X 4691 0 1250
PLUG POWER INC COM 72919P103 5838 1250 X 1250 0 0
PLUMTREE SOFTWARE INC COM 72940Q104 12300 3000 X 3000 0 0
PMA CAPITAL CORP CL A COM 693419202 24980 2000 X 0 0 2000
PMC-SIERRA INC COM 69344F106 8049367 684470 X 671930 0 12540
PMC-SIERRA INC COM 69344F106 980361 83364 X 164 0 83200
PMI GROUP INC COM 69344M101 2698896 100555 X 85235 0 15320
PMI GROUP INC COM 69344M101 57303 2135 X 1055 0 1080
PNC FINANCIAL SERVICES GROUP 693475105 13350853 273527 X 227290 0 46237
PNC FINANCIAL SERVICES GROUP 693475105 4344236 89003 X 81768 0 7235
PNM RES INC COM 69349H107 77575 2900 X 0 0 2900
PNM RES INC COM 69349H107 42265 1580 X 580 0 1000
POGO PRODUCING CO COM 730448107 194513 4550 X 3400 0 1150
POLARIS INDS INC COM 731068102 951700 15500 X 15500 0 0
POLO RALPH LAUREN COM 731572103 154740 6000 X 6000 0 0
POLYCOM INC COM 73172K104 101178 7300 X 1000 0 6300
POLYCOM INC COM 73172K104 580041 41850 X 1350 0 40500
POLYMEDICA CORP COM 731738100 371466 8100 X 8100 0 0
POLYONE CORP COM 73179P106 273898 61550 X 60050 0 1500
POPE & TALBOT INC 732827100 112710 10200 X 9900 0 300
POPE & TALBOT INC 732827100 553 50 X 50 0 0
POSSIS MEDICAL INC 737407106 162840 12000 X 12000 0 0
POTLATCH CORP COM 737628107 103000 4000 X 4000 0 0
POWELL INDS INC COM 739128106 6965712 475800 X 383400 0 92400
POWER INTEGRATIONS INC COM 739276103 534820 22000 X 18900 0 3100
POWER-ONE INC COM 739308104 66928 9400 X 9100 0 300
PPG INDS INC COM 693506107 17255608 340079 X 328833 0 11246
PPG INDS INC COM 693506107 4063817 80091 X 79591 0 500
PPL CORP COM 69351T106 3054376 71032 X 52337 0 18695
PPL CORP COM 69351T106 2470694 57458 X 27073 0 30385
PRACTICEWORKS INC COM 739419109 6031 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 5207720 1062800 X 826000 0 236800
PRAXAIR INC COM 74005P104 4798504 79842 X 42303 0 37539
PRAXAIR INC COM 74005P104 621494 10341 X 4106 0 6235
PRE PAID LEGAL SVCS INC COM 740065107 284548 11600 X 11600 0 0
PRECISION CASTPARTS CORP COM 740189105 6834007 219743 X 214393 0 5350
PRECISION CASTPARTS CORP COM 740189105 283725 9123 X 9123 0 0
PREFORMED LINE PRODS CO COM 740444104 219180 15600 X 15600 0 0
PREFORMED LINE PRODS CO COM 740444104 2810 200 X 200 0 0
PREMCOR INC COM 74045Q104 1289983 59860 X 43390 0 16470
PREMCOR INC COM 74045Q104 1277053 59260 X 6220 0 53040
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PREMIER CMNTY BANKSHARES INC COM 740473103 21300 1500 X 1500 0 0
PRESIDENTIAL LIFE CORP COM 740884101 4407964 312400 X 248600 0 63800
PRESSTEK INC COM 741113104 31000 5000 X 5000 0 0
PRESSTEK INC COM 741113104 620 100 X 100 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 238764 40400 X 40400 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 29550 5000 X 5000 0 0
PRICESMART INC COM 741511109 129 10 X 10 0 0
PRIDE INTL INC COM 74153Q102 2862522 152100 X 146000 0 6100
PRIDE INTL INC COM 74153Q102 94100 5000 X 5000 0 0
PRIMA ENERGY CORP COM 741901201 173387 8300 X 8300 0 0
PRIME HOSPITALITY CORP COM 741917108 304460 45374 X 34074 0 11300
PRIME HOSPITALITY CORP COM 741917108 8220 1225 X 0 0 1225
PRIMEDIA INC COM 74157K101 7137 2340 X 2340 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 1931 375 X 375 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1332538 41319 X 39419 0 1900
PRINCIPAL FINANCIAL GROUP COM 74251V102 40345 1251 X 1251 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 11828670 635950 X 513875 0 122075
PROASSURANCE CORP COM 74267C106 18893 700 X 0 0 700
PROCTER & GAMBLE CO COM 742718109 385486079 4322562 X 4082332 150 240080
PROCTER & GAMBLE CO COM 742718109 191285214 2144934 X 2007356 155 137423
PROGRAMMERS PARADISE INC 743205106 147 50 X 50 0 0
PROGRESS ENERGY INC COM 743263105 6472001 147426 X 139476 0 7950
PROGRESS ENERGY INC COM 743263105 3773864 85965 X 76297 0 9668
PROGRESS SOFTWARE CORP COM 743312100 13402882 645922 X 489422 0 156500
PROGRESS SOFTWARE CORP COM 743312100 29050 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 2576629 35248 X 32208 0 3040
PROGRESSIVE CORP OHIO COM 743315103 35096991 480123 X 220258 0 259865
PROQUEST CO COM 74346P102 19030802 737628 X 585013 0 152615
PROSOFT TRAINING COM 743477101 8462 19680 X 19680 0 0
PROSPERITY BANCSHARES INC COM 743606105 3306041 172100 X 166200 0 5900
PROTECTIVE LIFE CORP COM 743674103 231923 8670 X 320 0 8350
PROTECTIVE LIFE CORP COM 743674103 96300 3600 X 3600 0 0
PROTEIN DESIGN LABS INC COM 74369L103 2542865 179075 X 172500 0 6575
PROTEIN DESIGN LABS INC COM 74369L103 142 10 X 10 0 0
PROTON ENERGY SYS INC COM 74371K101 178 75 X 75 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 2808 400 X 400 0 0
PROVIDENT BANKSHARES CORP COM 743859100 422265 16730 X 16000 0 730
PROVIDENT FINANCIAL SERVICES COM 74386T105 74295 3900 X 3900 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 1260712 136146 X 116973 0 19173
PROVIDIAN FINANCIAL CORP COM 74406A102 895998 96760 X 91660 0 5100
PROVINCE HEALTHCARE CO COM 743977100 375273 33900 X 33900 0 0
PROXIM CORP CL A COM 744283102 2739 1889 X 1889 0 0
PROXYMED INC COM 744290305 1579985 124900 X 94000 0 30900
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PRUDENTIAL FINANCIAL INC COM 744320102 5514360 163874 X 122224 0 41650
PRUDENTIAL FINANCIAL INC COM 744320102 262840 7811 X 6365 0 1446
PSS WORLD MED INC COM 69366A100 8462351 1476850 X 1143350 0 333500
PSS WORLD MED INC COM 69366A100 28650 5000 X 5000 0 0
PSYCHIATRIC SOLUTIONS INC COM 74439H108 345320 35600 X 27741 0 7859
PTEK HLDGS INC COM 69366M104 503 100 X 100 0 0
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 13211322 312694 X 272252 0 40442
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 3940827 93274 X 82509 0 10765
PUGET ENERGY INC COM 745310102 262427 10994 X 6494 0 4500
PUGET ENERGY INC COM 745310102 556410 23310 X 23310 0 0
PULITZER INC COM 745769109 10753792 217600 X 177300 0 40300
PULTE HOMES INC 745867101 3411340 55325 X 27786 0 27539
PULTE HOMES INC 745867101 15415 250 X 250 0 0
QAD INC COM 74727D108 372 50 X 50 0 0
QLOGIC CORP COM 747277101 11550489 239438 X 237088 0 2350
QLOGIC CORP COM 747277101 882792 18300 X 18300 0 0
QMED INC 747914109 5800 800 X 800 0 0
QRS CORP COM 74726X105 54590 10300 X 10300 0 0
QUAKER CHEMICAL CORP COM 747316107 152805 6100 X 6100 0 0
QUALCOMM INC COM 747525103 6676107 185757 X 116437 0 69320
QUALCOMM INC COM 747525103 956184 26605 X 10255 0 16350
QUANEX CORP COM 747620102 2267487 76295 X 4200 0 72095
QUANTUM CORP-DLT & STORAGE COM 747906204 155723 38450 X 700 0 37750
QUANTUM CORP-DLT & STORAGE COM 747906204 1559 385 X 135 0 250
QUEST DIAGNOSTICS INC COM 74834L100 8500584 133238 X 116248 0 16990
QUEST DIAGNOSTICS INC COM 74834L100 800052 12540 X 11655 0 885
QUEST SOFTWARE INC COM 74834T103 405270 34200 X 200 0 34000
QUESTAR CORP COM 748356102 31696 947 X 947 0 0
QUESTAR CORP COM 748356102 4300895 128500 X 114500 0 14000
QUICKSILVER RESOURCES INC COM 74837R104 3353 140 X 140 0 0
QUIKSILVER INC COM 74838C106 2199766 133400 X 43400 0 90000
QUINTILES TRANSNATIONAL CORP COM 748767100 202631 14300 X 13600 0 700
QUOVADX INC COM 74913K106 1001 375 X 375 0 0
QWEST COMMUNICATIONS INTL COM 749121109 1760178 368238 X 181557 0 186681
QWEST COMMUNICATIONS INTL COM 749121109 439468 91939 X 85275 150 6514
R & B INC COM 749124103 6468203 607343 X 434243 0 173100
R & B INC COM 749124103 42600 4000 X 4000 0 0
R H DONNELLEY CORP NEW COM 74955W307 79505 2180 X 2080 0 100
R H DONNELLEY CORP NEW COM 74955W307 105909 2904 X 1904 0 1000
R J REYNOLDS TOBACCO HOLD COM 76182K105 637035 17120 X 16820 0 300
R J REYNOLDS TOBACCO HOLD COM 76182K105 568383 15275 X 14825 0 450
RADIAN GROUP INC COM 750236101 3814752 104086 X 95436 0 8650
RADIAN GROUP INC COM 750236101 7513 205 X 0 0 205
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
RADIANT SYS INC COM 75025N102 123120 18000 X 18000 0 0
RADIO ONE INC CL D NON-VTG COM 75040P405 4097935 231130 X 229100 0 2030
RADIO ONE INC CL D NON-VTG COM 75040P405 1249965 70500 X 11200 0 59300
RADIOSHACK CORP COM 750438103 865599 32900 X 11436 0 21464
RADIOSHACK CORP COM 750438103 184170 7000 X 7000 0 0
RADISYS CORP COM 750459109 155440 11600 X 11600 0 0
RADYNE COMSTREAM INC COM 750611402 12750 6250 X 6250 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 147350 17500 X 17500 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 25260 3000 X 3000 0 0
RAIT INVESTMENT TRUST COM 749227104 26500 1000 X 1000 0 0
RALCORP HOLDINGS COM 751028101 545126 21840 X 21840 0 0
RAMBUS INC COM 750917106 69384 4200 X 4200 0 0
RAMBUS INC COM 750917106 3304 200 X 200 0 0
RAND CAPITAL CORP COM 752185108 12490 9835 X 9835 0 0
RARE HOSPITALITY INTL INC COM 753820109 470670 14500 X 14500 0 0
RAVEN INDS INC COM 754212108 549918 27400 X 0 0 27400
RAYMOND JAMES FINL INC COM 754730109 2475115 74890 X 59955 0 14935
RAYMOND JAMES FINL INC COM 754730109 125821 3807 X 3807 0 0
RAYONIER INC COM 754907103 12679557 384229 X 318153 0 66076
RAYONIER INC COM 754907103 1182621 35837 X 15878 0 19959
RAYOVAC CORP COM 755081106 9459975 730500 X 554400 0 176100
RAYOVAC CORP COM 755081106 262885 20300 X 0 0 20300
RAYTECH CORP DEL 755103108 200 47 X 47 0 0
RAYTHEON CO COM 755111507 113269429 3449130 X 3295746 0 153384
RAYTHEON CO COM 755111507 21674039 659989 X 621282 750 37957
RCN CORP COM 749361101 40784 20598 X 13383 0 7215
RCN CORP COM 749361101 6237 3150 X 3150 0 0
RC2 CORP COM 749388104 8734587 509900 X 401800 0 108100
READ RITE CORP COM 755246204 60 1000 X 0 0 1000
READERS DIGEST ASSOCIATION COM 755267101 133452 9900 X 4400 0 5500
READERS DIGEST ASSOCIATION COM 755267101 113232 8400 X 8400 0 0
REALNETWORKS INC COM 75605L104 4732 700 X 0 0 700
REALNETWORKS INC COM 75605L104 338 50 X 50 0 0
RED HAT INC COM 756577102 1885 250 X 250 0 0
RED HAT INC COM 756577102 7540 1000 X 1000 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 1346870 71000 X 70427 0 573
REDBACK NETWORKS COM 757209101 1936 2200 X 2200 0 0
REEBOK INTL 758110100 459050 13650 X 4914 0 8736
REGAL BELOIT CORP COM 758750103 383910 20100 X 11300 0 8800
REGAL ENTERTAINMENT GROUP CL A COM 758766109 80172 3400 X 3400 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 659556 41850 X 41850 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 1576 100 X 0 0 100
REGENT COMMUNICATIONS INC COM 758865109 4603158 749700 X 590300 0 159400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
REGIONS FINL CORP COM 758940100 1211114 35853 X 34353 0 1500
REGIONS FINL CORP COM 758940100 214300 6344 X 3756 0 2588
REGIS CORP MINNESOTA COM 758932107 822115 28300 X 19750 0 8550
REHABCARE GROUP INC COM 759148109 209861 14325 X 10400 0 3925
REINSURANCE GROUP AMER INC COM 759351109 8718360 271600 X 213900 0 57700
RELIANCE STL & ALUM CO COM 759509102 13349616 644909 X 505909 0 139000
RELIANCE STL & ALUM CO COM 759509102 338445 16350 X 0 0 16350
RELIANT RESOURCES COM 75952B105 158896 25921 X 14921 0 11000
RELIANT RESOURCES COM 75952B105 221980 36212 X 34821 0 1391
REMEC INC COM 759543101 6900 1000 X 1000 0 0
REMEDYTEMP INC CL A COM 759549108 2647976 285650 X 202450 0 83200
REMINGTON OIL & GAS CORP COM NEW 759594302 2141270 116500 X 115800 0 700
REMINGTON OIL & GAS CORP COM NEW 759594302 9190 500 X 500 0 0
RENAISSANCE LEARNING INC COM 75968L105 56420 2600 X 0 0 2600
RENAL CARE GROUP INC COM 759930100 1418963 40300 X 33700 0 6600
RENAL CARE GROUP INC COM 759930100 110031 3125 X 2250 0 875
RENT A CTR INC NEW COM 76009N100 15078609 198900 X 147400 0 51500
RENT WAY INC COM 76009U104 38595 8300 X 8300 0 0
REPUBLIC BANCORP INC COM 760282103 9185258 685467 X 551042 0 134425
REPUBLIC BANCORP INC COM 760282103 663488 49514 X 14616 0 34898
REPUBLIC SERVICES INC COM 760759100 1731897 76396 X 33261 0 43135
REPUBLIC SERVICES INC COM 760759100 62569 2760 X 1890 0 870
RES-CARE INC COM 760943100 10863309 2403387 X 1644837 0 758550
RES-CARE INC COM 760943100 9040 2000 X 2000 0 0
RESEARCH FRONTIERS INC COM 760911107 2796 200 X 200 0 0
RESEARCH IN MOTION COM 760975102 34592 1600 X 1600 0 0
RESMED INC COM 761152107 862400 22000 X 21700 0 300
RESOURCE AMER INC COM NEW 761195205 3633 351 X 351 0 0
RESOURCES CONNECTION INC COM 76122Q105 238700 10000 X 0 0 10000
RESOURCES CONNECTION INC COM 76122Q105 984638 41250 X 0 0 41250
RESPIRONICS INC COM 761230101 9636539 258838 X 218231 0 40607
RESPIRONICS INC COM 761230101 111690 3000 X 3000 0 0
RETEK INC COM 76128Q109 130568 20725 X 18000 0 2725
REYNOLDS & REYNOLDS CO CL A COM 761695105 1464757 51287 X 45737 0 5550
REYNOLDS & REYNOLDS CO CL A COM 761695105 484520 16965 X 100 0 16865
RF MICRO DEVICES INC COM 749941100 3540 600 X 600 0 0
RF MICRO DEVICES INC COM 749941100 797975 135250 X 3150 0 132100
RICHARDSON ELECTRS LTD COM 763165107 6295 781 X 781 0 0
RICKS CABARET INTL INC COM 765641303 128 100 X 0 0 100
RIGGS NATIONAL CORPORATION COM 766570105 347016 22800 X 10500 0 12300
RIGGS NATIONAL CORPORATION COM 766570105 28461 1870 X 1000 0 870
RIGHT MGMT CONSULTANTS INC COM 766573109 70840 5600 X 0 0 5600
RIMAGE CORP COM 766721104 2675268 215400 X 182900 0 32500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
RITE AID CORP COM 767754104 149186 33525 X 26725 0 6800
RITE AID CORP COM 767754104 378250 85000 X 72000 0 13000
RIVERSTONE NETWORKS INC COM 769320102 600 513 X 513 0 0
RIVERSTONE NETWORKS INC COM 769320102 179 153 X 153 0 0
RLI CORP COM 749607107 1429505 43450 X 43242 0 208
ROADWAY CORPORATION COM 769742107 4486488 157200 X 124900 0 32300
ROBBINS & MYERS INC COM 770196103 173900 9400 X 9400 0 0
ROBERT HALF INTL INC COM 770323103 1198201 63263 X 57332 0 5931
ROBERT HALF INTL INC COM 770323103 45873 2422 X 1482 0 940
ROCK-TENN CO CL A COM 772739207 575453 33950 X 22500 0 11450
ROCKWELL AUTOMATION INC COM 773903109 5616132 235576 X 205889 0 29687
ROCKWELL AUTOMATION INC COM 773903109 444974 18665 X 16965 0 1700
ROCKWELL COLLINS INC COM 774341101 1221796 49606 X 19619 0 29987
ROCKWELL COLLINS INC COM 774341101 475655 19312 X 17612 0 1700
ROCKY SHOES & BOOTS INC COM 774830103 3393166 376600 X 276100 0 100500
ROGERS CORP 775133101 981351 29470 X 29470 0 0
ROGERS CORP 775133101 126540 3800 X 3800 0 0
ROHM & HAAS CO COM 775371107 2045156 65909 X 40620 0 25289
ROHM & HAAS CO COM 775371107 265524 8557 X 6124 0 2433
ROLLINS INC COM 775711104 12724 675 X 675 0 0
ROPER INDUSTRIES INC COM 776696106 830676 22330 X 19530 0 2800
ROPER INDUSTRIES INC COM 776696106 297600 8000 X 0 0 8000
ROSLYN BANCORP INC COM 778162107 61532 2850 X 450 0 2400
ROSS STORES INC COM 778296103 1198154 27890 X 17770 0 10120
ROSS STORES INC COM 778296103 482870 11240 X 320 0 10920
ROTO-ROOTER INC COM 778787101 244096 6400 X 2200 0 4200
ROUSE CO COM 779273101 1971675 51750 X 49200 0 2550
ROUSE CO COM 779273101 125730 3300 X 0 0 3300
ROWAN COS INC COM 779382100 273280 12200 X 11624 0 576
ROXIO INC COM 780008108 115700 17800 X 17800 0 0
ROXIO INC COM 780008108 267 41 X 41 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 10540348 455110 X 418165 0 36945
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 808863 34925 X 1125 0 33800
ROYAL GOLD INC COM 780287108 85680 4000 X 0 0 4000
RPM INTERNATIONAL INC DELAWARE 749685103 774744 56345 X 45015 0 11330
RPM INTERNATIONAL INC DELAWARE 749685103 516409 37557 X 37557 0 0
RSA SEC INC COM 749719100 20463 1900 X 1200 0 700
RSA SEC INC COM 749719100 21540 2000 X 2000 0 0
RTI INTERNATIONAL METALS COM 74973W107 255371 23580 X 17180 0 6400
RUBY TUESDAY INC COM 781182100 7095037 286900 X 236800 0 50100
RUBY TUESDAY INC COM 781182100 730722 29548 X 6848 0 22700
RUDOPLH TECHNOLOGIES INC COM 781270103 170772 10700 X 10700 0 0
RURAL / METRO CORP COM 781748108 12363 10750 X 10750 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
-----------------------
RUSS BERRIE & CO INC COM 782233100 527935 14460 X 13960 0 500
RUSSELL CORP COM 782352108 454100 23900 X 23900 0 0
RUSSELL CORP COM 782352108 19000 1000 X 0 0 1000
RYANS FAMILY STEAK HOUSES INC COM 783519101 13567639 991062 X 762697 0 228365
RYDER SYSTEM COM 783549108 11128867 434382 X 332618 0 101764
RYDER SYSTEM COM 783549108 15372 600 X 600 0 0
RYERSON TULL INC COM 78375P107 142236 16200 X 16200 0 0
RYLAND GROUP INC COM 783764103 1297780 18700 X 16300 0 2400
SABRE HOLDINGS CORP CL A COM 785905100 445968 18092 X 11861 0 6231
SABRE HOLDINGS CORP CL A COM 785905100 55117 2236 X 2236 0 0
SAFECO CORP COM 786429100 1459242 41350 X 17692 0 23658
SAFECO CORP COM 786429100 260970 7395 X 7395 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 12409 4596 X 4596 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 2700 1000 X 0 0 1000
SAFENET INC COM 78645R107 270465 9750 X 0 0 9750
SAFEWAY INC COM NEW 786514208 24626024 1203618 X 1069098 0 134520
SAFEWAY INC COM NEW 786514208 1617609 79062 X 76612 0 2450
SAGA COMMUNICATIONS INC COM 786598102 9103 468 X 468 0 0
SAGA COMMUNICATIONS INC COM 786598102 97250 5000 X 5000 0 0
SAKS INC COM 79377W108 168780 17400 X 15100 0 2300
SALISBURY BANCORP INC COM 795226109 82010 2780 X 2780 0 0
SALISBURY BANCORP INC COM 795226109 67850 2300 X 2300 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 1820848 175250 X 167000 0 8250
SALTON INC COM 795757103 65846 7300 X 7300 0 0
SANCHEZ COMPUTER ASSOCS INC COM 799702105 5180 1000 X 1000 0 0
SANDERSON FARMS INC COM 800013104 132070 4700 X 0 0 4700
SANDISK CORP COM 80004C101 28399 700 X 0 0 700
SANDISK CORP COM 80004C101 406 10 X 10 0 0
SANGSTAT MED CORP COM 801003104 394611 30100 X 0 0 30100
SANMINA-SCI CORPORATION 800907107 988385 156390 X 93490 0 62900
SANMINA-SCI CORPORATION 800907107 10744 1700 X 1700 0 0
SANTA FE ENERGY TR 802013102 77280 3000 X 3000 0 0
SANTA FE ENERGY TR 802013102 5152 200 X 200 0 0
SARA LEE CORP COM 803111103 26624934 1415467 X 1255709 0 159758
SARA LEE CORP COM 803111103 16307536 866961 X 798437 1600 66924
SAUER INC COM 804137107 6443550 599400 X 458500 0 140900
SBA COMMUNICATIONS CORP COM 78388J106 602 200 X 200 0 0
SBC COMMUNICATIONS INC COM 78387G103 187300535 7330745 X 6806151 0 524594
SBC COMMUNICATIONS INC COM 78387G103 74724118 2924623 X 2733401 1275 189947
SBS BROADCASTING SA ORD COM L8137F102 70040 4000 X 0 0 4000
SBS TECHNOLOGIES INC COM 78387P103 132736 13600 X 9500 0 4100
SCANA CORP COM 80589M102 667946 19485 X 16485 0 3000
SCANA CORP COM 80589M102 1054110 30750 X 30750 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
-----------------------
SCANSOFT INC COM 80603P107 28016 5150 X 4673 0 477
SCANSOURCE INC COM 806037107 17120 640 X 0 0 640
SCHAWK INC COM 806373106 5502 525 X 525 0 0
SCHERING PLOUGH CORP COM 806605101 21622258 1162487 X 949214 0 213273
SCHERING PLOUGH CORP COM 806605101 18319884 984940 X 970677 0 14263
SCHOLASTIC CORP COM 807066105 12802422 429900 X 318800 0 111100
SCHOLASTIC CORP COM 807066105 148900 5000 X 0 0 5000
SCHOOL SPECIALTY INC COM 807863105 338520 12000 X 12000 0 0
SCHULMAN A INC COM 808194104 408866 25427 X 25427 0 0
SCHULMAN A INC COM 808194104 96480 6000 X 6000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2214382 219463 X 211523 0 7940
SCHWAB CHARLES CORP NEW COM 808513105 606903 60149 X 58649 0 1500
SCHWEITZER-MAUDUIT INTL INC COM 808541106 441279 18280 X 10530 0 7750
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3138 130 X 120 0 10
SCIENTIFIC ATLANTA 808655104 1591892 66774 X 49348 0 17426
SCIENTIFIC ATLANTA 808655104 131835 5530 X 4760 0 770
SCIENTIFIC GAMES CORP CL A COM 80874P109 4436856 474530 X 452900 0 21630
SCIENTIFIC TECH INC COM 808799209 4850 1000 X 1000 0 0
SCM MICROSYSTEMS COM 784018103 55146 10100 X 10100 0 0
SCOTTS CO CL A COM 810186106 1227600 24800 X 18800 0 6000
SCOTTS CO CL A COM 810186106 435600 8800 X 0 0 8800
SCP POOL CORP COM 784028102 3621095 105295 X 94895 0 10400
SCPIE HLDGS INC COM 78402P104 49152 6400 X 6400 0 0
SCRIPPS CO (E.W.) CLASS A 811054204 385932 4350 X 200 0 4150
SEA CONTAINERS LTD CL A COM 811371707 12062 1059 X 1059 0 0
SEA CONTAINERS LTD CL A COM 811371707 570 50 X 50 0 0
SEABULK INTERNATIONAL INC COM 81169P101 872 100 X 100 0 0
SEACHANGE INTERNATIONAL COM 811699107 1908000 200000 X 200000 0 0
SEACOAST BANKING CORP FL COM 811707306 205881 11949 X 11949 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 584237 29492 X 16300 0 13192
SEACOAST FINL SVCS CORP COM 81170Q106 108955 5500 X 5500 0 0
SEACOR SMIT INC COM 811904101 540052 14800 X 12700 0 2100
SEACOR SMIT INC COM 811904101 96699 2650 X 2650 0 0
SEALED AIR CORP NEW COM 81211K100 995045 20878 X 13147 0 7731
SEALED AIR CORP NEW COM 81211K100 155133 3255 X 2395 0 860
SEARS ROEBUCK & CO COM 812387108 2693858 80079 X 34569 0 45510
SEARS ROEBUCK & CO COM 812387108 1158326 34433 X 21903 0 12530
SEATTLE GENETICS INCCOM 812578102 5070 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 119347 5920 X 5920 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 18144 900 X 900 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 11048 450 X 450 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 36825 1500 X 1500 0 0
SECTOR SPDR INDUSTRIAL SELECT INDEX 81369Y704 22390 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
-----------------------
SEGUE SOFTWARE INC COM 815807102 44457 20300 X 0 0 20300
SEI INVESTMENT CO COM 784117103 768560 24025 X 23025 0 1000
SEI INVESTMENT CO COM 784117103 3199 100 X 100 0 0
SELECT MEDICAL CORP COM 816196109 10699247 430900 X 345700 0 85200
SELECTIVE INS GROUP INC 816300107 11566186 461724 X 353600 0 108124
SELECTIVE INS GROUP INC 816300107 1645034 65670 X 65670 0 0
SEMPRA ENERGY COM 816851109 2720935 95371 X 27732 0 67639
SEMPRA ENERGY COM 816851109 701667 24594 X 8524 0 16070
SEMTECH CORP COM 816850101 156422 10977 X 1377 0 9600
SEMTECH CORP COM 816850101 39900 2800 X 2800 0 0
SENECA FOODS CORP CL A COM 817070501 7008 400 X 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 10120198 440200 X 352900 0 87300
SENSIENT TECHNOLOGIES CORP COM 81725T100 43681 1900 X 1900 0 0
SEPRACOR INC COM 817315104 91443 5100 X 5100 0 0
SEPRACOR INC COM 817315104 8965 500 X 500 0 0
SEQUENOM INC COM 817337108 2750 1000 X 1000 0 0
SERENA SOFTWARE COM 817492101 545952 26400 X 26400 0 0
SEROLOGICALS CORP COM 817523103 17296480 1271800 X 1114293 0 157507
SERVICE CORP INTERNATIONAL 817565104 5805 1500 X 1500 0 0
SERVICE CORP INTERNATIONAL 817565104 33015 8531 X 8531 0 0
SERVICEMASTER CO COM 81760N109 684222 63946 X 47184 0 16762
SERVICEMASTER CO COM 81760N109 642578 60054 X 60054 0 0
SFBC INTL INC COM 784121105 1345988 74200 X 73700 0 500
SFBC INTL INC COM 784121105 18140 1000 X 1000 0 0
SHARPER IMAGE CORP COM 820013100 4450464 163200 X 161900 0 1300
SHAW GROUP INC COM 820280105 8392343 696460 X 550960 0 145500
SHAW GROUP INC COM 820280105 63263 5250 X 4600 0 650
SHERWIN WILLIAMS CO COM 824348106 11000694 409252 X 398492 0 10760
SHERWIN WILLIAMS CO COM 824348106 1171377 43578 X 43578 0 0
SHOE CARNIVAL INC COM 824889109 109224 7400 X 0 0 7400
SHOPKO STORES INC COM 824911101 278460 21420 X 15320 0 6100
SHUFFLE MASTER INC COM 825549108 315252 10800 X 10800 0 0
SI INTERNATIONAL INC COM 78427V102 5220 400 X 400 0 0
SICOR INC COM 825846108 4618706 227075 X 211900 0 15175
SIEBEL SYSTEMS INC COM 826170102 4324798 456058 X 382093 0 73965
SIEBEL SYSTEMS INC COM 826170102 621724 65562 X 55802 250 9510
SIERRA HEALTH SVCS INC COM 826322109 358000 17900 X 17150 0 750
SIERRA PACIFIC RESOURCES COM NEW 826428104 19602 3300 X 0 0 3300
SIERRA PACIFIC RESOURCES COM NEW 826428104 12254 2063 X 2063 0 0
SIGMA ALDRICH CORP COM 826552101 10176309 187340 X 178040 0 9300
SIGMA ALDRICH CORP COM 826552101 3066907 56460 X 50920 3640 1900
SILGAN HOLDINGS INC COM 827048109 1738701 55355 X 55355 0 0
SILICON LABORATORIES INC COM 826919102 385990 14500 X 0 0 14500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 STORAGE TECHNOLOGY COM 827057100 42100 10000 X 10000 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 21050 5000 X 5000 0 0
SILICON VY BANCSHARES COM 827064106 817278 34325 X 24040 0 10285
SIMMONS FIRST NATL CORP CL A COM 828730200 37807 1880 X 1880 0 0
SIMPSON MFG INC COM 829073105 585600 16000 X 16000 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 7449931 641130 X 556200 0 84930
SIRIUS SATELLITE RADIO INC COM 82966U103 936429 554100 X 554100 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 212264 125600 X 700 0 124900
SIRNA THERAPEUTICS INC COM 829669100 5790 667 X 667 0 0
SITEL CORP COM 82980K107 1550 1000 X 1000 0 0
SIX FLAGS INC COM 83001P109 735766 108520 X 108520 0 0
SKYLINE CORP COM 830830105 207000 6900 X 5500 0 1400
SKYWEST INC COM 830879102 778464 40800 X 40800 0 0
SKYWEST INC COM 830879102 330084 17300 X 0 0 17300
SKYWORKS SOLUTIONS INC COM 83088M102 2089838 308691 X 306991 0 1700
SKYWORKS SOLUTIONS INC COM 83088M102 39334 5810 X 4549 0 1261
SLADES FERRY BANCORP COM 830896106 106905 6779 X 6779 0 0
SLADES FERRY BANCORP COM 830896106 191716 12157 X 12157 0 0
SLM CORP COM 78442P106 6588433 168201 X 152286 0 15915
SLM CORP COM 78442P106 1927752 49215 X 27465 0 21750
SMITH A O CORP COM 831865209 534850 19000 X 17500 0 1500
SMITH INTERNATIONAL INC 832110100 18834467 512642 X 490992 0 21650
SMITH INTERNATIONAL INC 832110100 4322865 117661 X 97811 150 19700
SMITHFIELD FOODS INC 832248108 323997 14136 X 11036 0 3100
SMITHFIELD FOODS INC 832248108 22920 1000 X 1000 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 9375305 720623 X 627123 0 93500
SMURFIT-STONE CONTAINER CORP COM 832727101 156120 12000 X 11750 0 250
SNAP ON INC COM 833034101 2075384 71491 X 59608 0 11883
SOLA INTL INC COM 834092108 328338 18870 X 18870 0 0
SOLECTRON CORP COM 834182107 668271 178682 X 91631 0 87051
SOLECTRON CORP COM 834182107 86394 23100 X 16400 0 6700
SOLUTIA INC COM 834376105 28704 13167 X 6307 0 6860
SOLUTIA INC COM 834376105 41309 18949 X 18949 0 0
SOMANETICS CORP COM 834445405 17150 5000 X 5000 0 0
SOMERA COMMUNICATIONS INC COM 834458101 12607 8240 X 8240 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 84901 3875 X 0 0 3875
SONIC CORP COM 835451105 672570 26500 X 25200 0 1300
SONIC SOLUTIONS COM 835460106 8620 1000 X 1000 0 0
SONICWALL INC COM 835470105 49034 10110 X 10110 0 0
SONICWALL INC COM 835470105 48500 10000 X 0 0 10000
SONOCO PRODUCTS CO SO CAROLINA 835495102 3307362 137692 X 131461 0 6231
SONOCO PRODUCTS CO SO CAROLINA 835495102 4795401 199642 X 196822 0 2820
SONOSIGHT INC COM 83568G104 3230857 161140 X 159840 0 1300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 397528 1074400 X 730600 0 343800
SOS STAFFING SVCS INC COM 78462X104 1480 4000 X 4000 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 40920 5500 X 5500 0 0
SOURCECORP INC COM 836167106 1917864 88790 X 88290 0 500
SOUTH FINANCIAL GRP INC COM 837841105 703152 30400 X 30400 0 0
SOUTH JERSEY IND INC COM 838518108 7798050 211616 X 153716 0 57900
SOUTH JERSEY IND INC COM 838518108 222095 6027 X 6027 0 0
SOUTHERN COMPANY COM 842587107 13906521 446294 X 386490 0 59804
SOUTHERN COMPANY COM 842587107 3609169 115827 X 103141 0 12686
SOUTHERN UN CO NEW COM 844030106 851743 50280 X 50280 0 0
SOUTHERN UN CO NEW COM 844030106 254151 15003 X 15003 0 0
SOUTHTRUST CORP COM 844730101 1795986 66518 X 51074 0 15444
SOUTHTRUST CORP COM 844730101 218700 8100 X 6600 0 1500
SOUTHWEST AIRLINES COM 844741108 3397722 197542 X 170381 0 27161
SOUTHWEST AIRLINES COM 844741108 898992 52267 X 48462 0 3805
SOUTHWEST BANCORP OF TEXAS COM 84476R109 721722 22200 X 22200 0 0
SOUTHWEST GAS CORP COM 844895102 13590147 641650 X 499450 0 142200
SOUTHWEST GAS CORP COM 844895102 27534 1300 X 1300 0 0
SOUTHWEST WTR CO COM 845331107 8394 600 X 600 0 0
SOUTHWEST WTR CO COM 845331107 2798 200 X 200 0 0
SOUTHWESTERN ENERGY COM 845467109 370747 24700 X 24700 0 0
SOUTHWESTERN ENERGY COM 845467109 67545 4500 X 4500 0 0
SOVEREIGN BANCORP INC COM 845905108 2905203 185636 X 175136 0 10500
SOVEREIGN BANCORP INC COM 845905108 931159 59499 X 17424 0 42075
SPARTECH CORP COM NEW 847220209 8827602 416200 X 336200 0 80000
SPECTRALINK CORP COM 847580107 29370 3000 X 3000 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 9514 2020 X 2020 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2680 100 X 100 0 0
SPHERION CORP COM 848420105 8839629 1271889 X 989089 0 282800
SPHERION CORP COM 848420105 5560 800 X 800 0 0
SPHERIX INC COM 84842R106 10560 1500 X 1500 0 0
SPINNAKER EXPL CO COM 84855W109 3869740 147700 X 146700 0 1000
SPINNAKER EXPL CO COM 84855W109 5240 200 X 200 0 0
SPRINT CORP COM 852061100 3433392 238430 X 159968 0 78462
SPRINT CORP COM 852061100 1122192 77930 X 76794 0 1136
SPRINT CORP PCS GROUP COM 852061506 1880388 327024 X 200293 0 126731
SPRINT CORP PCS GROUP COM 852061506 337611 58715 X 41915 0 16800
SPS TECHNOLOGIES INC COM 784626103 227136 8400 X 8400 0 0
SPSS INC COM 78462K102 187467 11300 X 11300 0 0
SPX CORP COM 784635104 4942827 112184 X 102912 0 9272
SPX CORP COM 784635104 139582 3168 X 3168 0 0
SRA INTERNATIONAL INC CL A COM 78464R105 3124800 97650 X 96900 0 750
ST JOE CO COM 790148100 1925196 61705 X 60655 0 1050
ST JOE CO COM 790148100 65520 2100 X 2100 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ST JUDE MEDICAL INC COM 790849103 23108273 401883 X 381597 0 20286
ST JUDE MEDICAL INC COM 790849103 1335840 23232 X 11732 0 11500
ST MARY LD & EXPL CO COM 792228108 3345615 122550 X 121750 0 800
ST. PAUL COMPANIES COM 792860108 4102702 112372 X 68755 0 43617
ST. PAUL COMPANIES COM 792860108 1759307 48187 X 43087 0 5100
STAAR SURGICAL CO COM NEW PAR $0.01 852312305 3471000 300000 X 253900 0 46100
STANCORP FINANCIAL GROUP COM 852891100 778078 14900 X 14900 0 0
STANCORP FINANCIAL GROUP COM 852891100 10444 200 X 0 0 200
STANDARD COMMERCIAL CORP COM 853258101 34850 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 10863 3000 X 0 0 3000
STANDARD MICROSYSTEMS CORP COM 853626109 164263 10900 X 10900 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 162171 14610 X 14610 0 0
STANDARD PAC CORP NEW COM 85375C101 782576 23600 X 21000 0 2600
STANDARD REGISTER CO COM 853887107 303232 18400 X 18400 0 0
STANDEX INTL CORP COM 854231107 163800 7800 X 6100 0 1700
STANDEX INTL CORP COM 854231107 34860 1660 X 1360 0 300
STANLEY WKS COM 854616109 8103608 293609 X 278651 0 14958
STANLEY WKS COM 854616109 6445152 233520 X 171275 0 62245
STAPLES INC COM 855030102 44929883 2448495 X 2388747 0 59748
STAPLES INC COM 855030102 4445985 242288 X 232788 0 9500
STAR SCIENTIFIC INC COM 85517P101 33700 10000 X 10000 0 0
STARBUCKS CORP COM 855244109 2657194 108236 X 100236 0 8000
STARBUCKS CORP COM 855244109 287284 11702 X 10262 0 1440
STARRETT LS CO CL A COM 855668109 279720 21600 X 21600 0 0
STARRETT LS CO CL A COM 855668109 77700 6000 X 6000 0 0
STARTECH ENVIRONMENTAL COM 855906103 2800 2800 X 2800 0 0
STARTECH ENVIRONMENTAL COM 855906103 1000 1000 X 1000 0 0
STARTEK INC COM 85569C107 244590 9300 X 9300 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 4050946 141691 X 124142 0 17549
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 323381 11311 X 5887 0 5424
STATE AUTO FINL CORP COM 855707105 41551 1850 X 1850 0 0
STATE BANCORP INC NY COM 855716106 166772 8116 X 98 0 8018
STATE STREET CORP COM 857477103 17080806 433523 X 409973 0 23550
STATE STREET CORP COM 857477103 11814287 299855 X 292730 0 7125
STATEN IS BANCORP INC COM 857550107 759720 39000 X 39000 0 0
STATEN IS BANCORP INC COM 857550107 253357 13006 X 13006 0 0
STATION CASINOS INC COM 857689103 6125650 242600 X 240900 0 1700
STATION CASINOS INC COM 857689103 151500 6000 X 6000 0 0
STEAK N SHAKE CO COM 857873103 4288300 281200 X 218615 0 62585
STEEL DYNAMICS INC COM 858119100 5128501 371900 X 307600 0 64300
STEEL TECHNOLOGIES INC COM 858147101 64704 6400 X 6400 0 0
STEIN MART INC COM 858375108 158806 27100 X 27100 0 0
STELLENT INC COM 85856W105 28620 5300 X 5300 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
-----------------------
STEMCELLS INC COM 85857R105 2158 1300 X 1000 0 300
STEMCELLS INC COM 85857R105 116 70 X 70 0 0
STERICYCLE INC COM 858912108 70506 1838 X 1838 0 0
STERICYCLE INC COM 858912108 678588 17690 X 0 0 17690
STERIS CORP COM 859152100 128611 5570 X 5570 0 0
STERLING BANCORP COM 859158107 131083 4700 X 0 0 4700
STERLING BANCSHARES INC / TX COM 858907108 372813 28700 X 28700 0 0
STEWART & STEVENSON SVCS INC COM 860342104 292950 18600 X 18600 0 0
STEWART & STEVENSON SVCS INC COM 860342104 157500 10000 X 10000 0 0
STEWART ENTERPRISES INC COM 860370105 73014 16980 X 16980 0 0
STEWART INFORMATION SVCS CORP COM 860372101 323060 11600 X 11600 0 0
STILLWATER MINING CO COM 86074Q102 147004 28600 X 28600 0 0
STILLWATER MINING CO COM 86074Q102 514 100 X 100 0 0
STOCKERYALE INC COM 86126T203 3850 5000 X 5000 0 0
STONE ENERGY CORP COM 861642106 804864 19200 X 17200 0 2000
STORAGE COMPUTER CORP COM 86211A101 750 1000 X 1000 0 0
STORAGE TECHNOLOGY CORP COM 862111200 4273484 166025 X 104900 0 61125
STORAGENETWORKS INC COM 86211E103 276 200 X 200 0 0
STORAGENETWORKS INC COM 86211E103 621 450 X 450 0 0
STRATEGIC DIAGNOSTICS INC COM 862700101 1561 350 X 0 0 350
STRATEX NETWORKS INC COM 86279T109 16848 5400 X 4000 0 1400
STRATOS LIGHTWAVE INC COM 863100202 2021 410 X 0 0 410
STRAYER EDUCATION INC COM 863236105 87505 1100 X 0 0 1100
STRAYER EDUCATION INC COM 863236105 119325 1500 X 1500 0 0
STRIDE-RITE CORP 863314100 345512 34690 X 34690 0 0
STRIDE-RITE CORP 863314100 896798 90040 X 90040 0 0
STRYKER CORP COM 863667101 7562856 109022 X 103547 0 5475
STRYKER CORP COM 863667101 5146213 74185 X 55144 0 19041
STURM RUGER & CO INC 864159108 180000 18000 X 18000 0 0
STURM RUGER & CO INC 864159108 26000 2600 X 2000 0 600
SUFFOLK BANCORP COM 864739107 51456 1600 X 0 0 1600
SUMMIT BANCSHARES INC TX COM 866011109 46960 2000 X 2000 0 0
SUN HYDRAULICS COM 866942105 3880 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 5398041 1160869 X 897779 0 263090
SUN MICROSYSTEMS INC COM 866810104 1294667 278423 X 216498 175 61750
SUNGARD DATA SYS INC COM 867363103 3808330 146983 X 45903 0 101080
SUNGARD DATA SYS INC COM 867363103 1026269 39609 X 19149 0 20460
SUNOCO INC COM 86764P109 584102 15477 X 12818 0 2659
SUNOCO INC COM 86764P109 187379 4965 X 4965 0 0
SUNRISE SENIOR LIVING INC COM 86768K106 389972 17425 X 16625 0 800
SUNRISE SENIOR LIVING INC COM 86768K106 22828 1020 X 1020 0 0
SUNTRUST BANKS INC COM 867914103 11082338 186760 X 148535 0 38225
SUNTRUST BANKS INC COM 867914103 6116411 103074 X 100720 0 2354
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SUPERCONDUCTOR TECHNOLOGIES INC COM 867931107 26760 12000 X 12000 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 2836890 299250 X 295242 0 4008
SUPERIOR INDS INTL INC COM 868168105 1264136 30315 X 30315 0 0
SUPERIOR INDS INTL INC COM 868168105 25646 615 X 400 0 215
SUPERTEX INC COM 868532102 152139 8300 X 8300 0 0
SUPERVALU INC 868536103 901729 42295 X 23704 0 18591
SUPERVALU INC 868536103 261298 12256 X 10806 0 1450
SUPPORTSOFT INC COM 868587106 14904 2300 X 0 0 2300
SUREBEAM CORP CL A COM 86866R102 375 139 X 139 0 0
SUREBEAM CORP CL A COM 86866R102 753 279 X 279 0 0
SURGICARE INC COM 868823105 62 200 X 200 0 0
SURMODICS INC COM 868873100 402559 13190 X 11300 0 1890
SUSQUEHANNA BANCSHARES INC PA COM 869099101 604506 25900 X 25900 0 0
SWIFT ENERGY CO COM 870738101 195800 17800 X 17800 0 0
SWIFT TRANSN INC COM 870756103 37200 2000 X 0 0 2000
SWITCHBOARD INC COM 871045100 201600 56000 X 0 0 56000
SWS GROUP INC COM 78503N107 223665 11100 X 11100 0 0
SYBASE INC COM 871130100 12579369 904340 X 723508 0 180832
SYBASE INC COM 871130100 83071 5972 X 1489 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 587640 24900 X 24900 0 0
SYCAMORE NETWORKS COM 871206108 10314 2700 X 2700 0 0
SYCAMORE NETWORKS COM 871206108 9932 2600 X 2600 0 0
SYKES ENTERPRISES INC COM 871237103 24200 5000 X 5000 0 0
SYLVAN LEARNING SYS INC COM 871399101 5152249 226075 X 222325 0 3750
SYMANTEC CORP COM 871503108 1873201 42660 X 37355 0 5305
SYMANTEC CORP COM 871503108 384213 8750 X 670 0 8080
SYMBOL TECHNOLOGIES INC COM 871508107 1265834 97297 X 88652 0 8645
SYMBOL TECHNOLOGIES INC COM 871508107 323116 24836 X 23906 0 930
SYMMETRICOM INC COM 871543104 121000 27500 X 27500 0 0
SYMS CORP 871551107 643 100 X 100 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 187574 11375 X 0 0 11375
SYMYX TECHNOLOGIES INC COM 87155S108 115430 7000 X 7000 0 0
SYNAPTICS INC COM 87157D109 82708 6200 X 200 0 6000
SYNAVANT INC COM 87157A105 1360 425 X 375 0 50
SYNAVANT INC COM 87157A105 2048 640 X 600 0 40
SYNERGY BRANDS INC COM 87159E402 673 250 X 250 0 0
SYNOPSYS INC 871607107 223877 3615 X 325 0 3290
SYNOPSYS INC 871607107 85340 1378 X 1378 0 0
SYNOVUS FINL CORP 87161C105 789179 36706 X 34806 0 1900
SYNOVUS FINL CORP 87161C105 456875 21250 X 21250 0 0
SYNTROLEUM CORP COM 871630109 1068 400 X 400 0 0
SYSCO CORP COM 871829107 58247860 1939010 X 1856576 0 82434
SYSCO CORP COM 871829107 29848315 993619 X 907849 0 85770
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 655464 74400 X 22600 0 51800
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 5286 600 X 0 0 600
S1 CORP COM 78463B101 296000 74000 X 4000 0 70000
T ROWE PRICE GROUP INC COM 74144T108 2570249 68050 X 67650 0 400
T ROWE PRICE GROUP INC COM 74144T108 149192 3950 X 1800 0 2150
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 2820672 99600 X 91200 0 8400
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 42480 1500 X 1500 0 0
TALBOTS INC COM 874161102 1063145 36100 X 32300 0 3800
TALBOTS INC COM 874161102 32042 1088 X 1088 0 0
TALK AMERICA HOLDINGS INC NEW COM 87426R202 1851 166 X 166 0 0
TALX CORP COM 874918105 197032 8800 X 8800 0 0
TARGET CORP COM 87612E106 221893268 5863987 X 5633359 0 230628
TARGET CORP COM 87612E106 60914378 1609788 X 1488737 1225 119826
TASTY BAKING CO COM 876553306 18375 1750 X 1750 0 0
TASTY BAKING CO COM 876553306 19688 1875 X 1875 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 6621960 317600 X 241000 0 76600
TB WOODS CORP COM 872226105 2073815 316613 X 215780 0 100833
TBC CORP COM 872180104 330344 17350 X 17350 0 0
TBC CORP COM 872180104 9710 510 X 0 0 510
TCF FINL CORP COM 872275102 325692 8175 X 3250 0 4925
TCF FINL CORP COM 872275102 47808 1200 X 1200 0 0
TEAM AMERICA INC COM 87816F107 66 100 X 100 0 0
TECH DATA CORP COM 878237106 402588 15050 X 2000 0 13050
TECH DATA CORP COM 878237106 69095 2583 X 2175 0 408
TECHNE CORP COM 878377100 1406267 46335 X 26635 0 19700
TECHNE CORP COM 878377100 18210 600 X 600 0 0
TECHNITROL INC COM 878555101 6860166 455825 X 377275 0 78550
TECHNITROL INC COM 878555101 150500 10000 X 10000 0 0
TECHNOLOGY RESH CORP COM 878727304 87041 22667 X 22667 0 0
TECO ENERGY INC COM 872375100 11499273 959072 X 956072 0 3000
TECO ENERGY INC COM 872375100 3952432 329644 X 324294 0 5350
TECUMSEH PRODS CO CL A COM 878895200 83581 2180 X 1620 0 560
TECUMSEH PRODUCTS CO CL B 878895101 3698 100 X 100 0 0
TEJON RANCH CO COM 879080109 150500 5000 X 5000 0 0
TEKELEC COM 879101103 102466 9100 X 0 0 9100
TEKTRONIX INC COM 879131100 652514 30209 X 19497 0 10712
TEKTRONIX INC COM 879131100 12960 600 X 0 0 600
TEL OFFSHORE TR UNIT BEN INT 872382106 4130 1000 X 1000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 275100 21000 X 21000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 28859 2203 X 2044 0 159
TELEFLEX INC COM 879369106 236833 5566 X 5566 0 0
TELEPHONE & DATA SYS INC COM 879433100 1630906 32815 X 32115 0 700
TELEPHONE & DATA SYS INC COM 879433100 10934 220 X 0 0 220
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
TELETECH HOLDINGS INC COM 879939106 16555 4300 X 4300 0 0
TELIK INC COM 87959M109 2795490 174500 X 165200 0 9300
TELLABS INC COM 879664100 973445 148391 X 82991 0 65400
TELLABS INC COM 879664100 253872 38700 X 37950 0 750
TELLIUM INC COM 87967E107 440 500 X 500 0 0
TEMPLE-INLAND INC COM 879868107 587610 13694 X 6910 0 6784
TEMPLE-INLAND INC COM 879868107 226779 5285 X 5067 0 218
TENET HEALTHCARE CORP COM 88033G100 2224602 190953 X 113228 0 77725
TENET HEALTHCARE CORP COM 88033G100 96054 8245 X 8245 0 0
TENNANT CO COM 880345103 236119 6425 X 25 0 6400
TENNANT CO COM 880345103 73500 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 151 42 X 42 0 0
TENNECO AUTOMOTIVE INC COM 880349105 1764 490 X 490 0 0
TERADYNE COM 880770102 11841598 684090 X 656240 0 27850
TERADYNE COM 880770102 456119 26350 X 15350 0 11000
TEREX CORP NEW 880779103 14794403 757910 X 585837 0 172073
TERREMARK WORLDWIDE INC COM 881448104 1720 2000 X 2000 0 0
TESORO PETROLEUM CORP 881609101 106640 15500 X 0 0 15500
TETON PETROLEUM CO COM 88162A205 473568 110132 X 110132 0 0
TETRA TECH INC COM 88162G103 8684340 499100 X 397100 0 102000
TETRA TECHNOLOGIES INC DEL COM 88162F105 308657 10410 X 9400 0 1010
TETRA TECHNOLOGIES INC DEL COM 88162F105 263885 8900 X 0 0 8900
TEXAS GENCO HOLDINGS INC COM 882443104 29458 1267 X 1267 0 0
TEXAS GENCO HOLDINGS INC COM 882443104 55730 2397 X 2296 0 101
TEXAS INDUSTRIES INC 882491103 414120 17400 X 12700 0 4700
TEXAS INDUSTRIES INC 882491103 78778 3310 X 2700 0 610
TEXAS INSTRUMENTS COM 882508104 48200152 2738645 X 2512831 0 225814
TEXAS INSTRUMENTS COM 882508104 17152133 974553 X 890085 1100 83368
TEXTRON INC COM 883203101 22706792 581927 X 529999 0 51928
TEXTRON INC COM 883203101 5263720 134898 X 126958 100 7840
TF FINL CORP COM 872391107 30000 1000 X 0 0 1000
THE MANAGEMENT NETWORK GROUP INC COM 561693102 26947 13890 X 13890 0 0
THERAGENICS CORP COM 883375107 83850 19500 X 19500 0 0
THERMO ELECTRON CORPORATION COM 883556102 3852041 183256 X 121756 0 61500
THERMO ELECTRON CORPORATION COM 883556102 1703692 81051 X 77686 0 3365
THIRD WAVE TECHNOLOGIES COM 88428W108 4972 1100 X 1100 0 0
THOMAS & BETTS CORP COM 884315102 682878 47258 X 37724 0 9534
THOMAS & BETTS CORP COM 884315102 693600 48000 X 48000 0 0
THOMAS INDS INC COM 884425109 13206757 488235 X 385480 0 102755
THOMAS NELSON INC 640376109 117500 9400 X 9400 0 0
THOR INDS INC COM 885160101 851097 20850 X 19600 0 1250
THORATEC CORPORATION COM 885175307 18290546 1245950 X 1039250 0 206700
THORNBURG MORTGAGE INC COM 885218107 63850 2585 X 2585 0 0
THORNBURG MORTGAGE INC COM 885218107 553280 22400 X 13900 0 8500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
THQ INC COM 872443403 5897820 327293 X 284893 0 42400
THQ INC COM 872443403 1802 100 X 0 0 100
THREE-FIVE SYSTEMS INC 88554L108 95910 13900 X 13900 0 0
TIDEWATER INC COM 886423102 2759165 93945 X 86645 0 7300
TIDEWATER INC COM 886423102 99858 3400 X 3400 0 0
TIFFANY & CO NEW 886547108 594122 18180 X 17680 0 500
TIFFANY & CO NEW 886547108 179740 5500 X 5500 0 0
TIMBERLAND CO CL A COM 887100105 15858 300 X 300 0 0
TIME WARNER TELECOM CL A COM 887319101 123 20 X 20 0 0
TIMKEN CO COM 887389104 1140952 65160 X 62360 0 2800
TIMKEN CO COM 887389104 3502 200 X 0 0 200
TITAN CORP COM 888266103 2058 200 X 200 0 0
TITAN CORP COM 888266103 4116 400 X 400 0 0
TIVO INC COM 888706108 2902 240 X 240 0 0
TJX COS INC NEW COM 872540109 16594234 880798 X 804160 0 76638
TJX COS INC NEW COM 872540109 1978878 105036 X 81386 0 23650
TOLL BROS INC COM 889478103 142258 5025 X 500 0 4525
TOLL BROS INC COM 889478103 48127 1700 X 1700 0 0
TOLLGRADE COMMUNICATIONS INC COM 889542106 218135 11690 X 11690 0 0
TOM BROWN INC COM 115660201 13922790 501000 X 407700 0 93300
TOMPKINS TRUSTCO INC COM 890110109 607151 13598 X 2678 0 10920
TOMPKINS TRUSTCO INC COM 890110109 167661 3755 X 3755 0 0
TOO INC COM 890333107 13406351 662042 X 568442 0 93600
TOO INC COM 890333107 2309 114 X 114 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 43021 1411 X 1305 0 106
TOOTSIE ROLL INDUSTRIES COM 890516107 1123465 36847 X 9238 0 27609
TOPPS INC COM 890786106 4902436 578800 X 429600 0 149200
TORCH ENERGY ROYALTY TRUST COM 891013104 2304 300 X 300 0 0
TORCHMARK CORP COM 891027104 9846218 264328 X 244025 0 20303
TORCHMARK CORP COM 891027104 1779209 47764 X 46864 0 900
TORO CO COM 891092108 765585 19260 X 19260 0 0
TORO CO COM 891092108 14310 360 X 0 0 360
TOWER AUTOMOTIVE INC COM 891707101 134322 36700 X 36700 0 0
TOYS-R-US INC 892335100 3144049 259410 X 246723 0 12687
TOYS-R-US INC 892335100 7090 585 X 585 0 0
TRACTOR SUPPLY CO COM 892356106 573056 12100 X 12100 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 6438 1250 X 1250 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 364 30 X 30 0 0
TRANSACTION SYS ARCHITECTS INC COM A 893416107 27150 3000 X 0 0 3000
TRANSATLANTIC HLDG INC COM 893521104 2222135 32135 X 31823 0 312
TRANSATLANTIC HLDG INC COM 893521104 1002122 14492 X 11892 0 2600
TRANSMONTAIGNE INC COM 893934109 259200 40000 X 40000 0 0
TRANSPRO INC COM 893885103 12096 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
-----------------------
TRANSWITCH CORP COM 894065101 13736 10100 X 5600 0 4500
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 4096412 257636 X 77038 0 180598
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 1110615 69850 X 65944 11 3895
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 5626799 356804 X 287919 0 68885
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 2168186 137488 X 130213 23 7252
TRAVIS BOATS & MOTORS INC COM 894363100 2689 3320 X 3320 0 0
TRC COS INC COM 872625108 4428 300 X 300 0 0
TREDEGAR CORPORATION 894650100 373251 24900 X 24900 0 0
TREX COMPANY INC COM 89531P105 7850 200 X 0 0 200
TRIAD HOSPS INC COM 89579K109 13797562 555905 X 436905 0 119000
TRIAD HOSPS INC COM 89579K109 18938 763 X 763 0 0
TRIARC COS INC CL A COM 895927101 416831 13899 X 10799 0 3100
TRIBUNE CO NEW COM 896047107 25740905 532938 X 520148 0 12790
TRIBUNE CO NEW COM 896047107 27390978 567101 X 535759 0 31342
TRICO BANCSHARES COM 896095106 63575 2500 X 2500 0 0
TRIMBLE NAV LTD 896239100 483630 21000 X 21000 0 0
TRIMBLE NAV LTD 896239100 46060 2000 X 2000 0 0
TRIMERIS INC COM 896263100 2864936 62800 X 62300 0 500
TRIMERIS INC COM 896263100 1044698 22900 X 250 0 22650
TRIQUINT SEMICONDUCTOR INC COM 89674K103 61910 15100 X 9100 0 6000
TRIQUINT SEMICONDUCTOR INC COM 89674K103 4100 1000 X 1000 0 0
TRIUMPH GROUP INC COM 896818101 307053 10900 X 10300 0 600
TRIZETTO GROUP INC COM 896882107 7787 1300 X 1300 0 0
TROY FINANICIAL CORP COM 897329108 28508 1050 X 1050 0 0
TROY FINANICIAL CORP COM 897329108 481913 17750 X 12500 0 5250
TRUST CO NJ JERSEY CITY NEW COM 898304100 18907 624 X 624 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 32966 1088 X 1088 0 0
TRUSTCO BK CORP NY 898349105 1035758 93649 X 88431 0 5218
TRUSTCO BK CORP NY 898349105 1955253 176786 X 130803 0 45983
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 521 202 X 202 0 0
TUPPERWARE CORP COM 899896104 228769 15931 X 10229 0 5702
TUPPERWARE CORP COM 899896104 26652 1856 X 1856 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 35414 4080 X 4080 0 0
TXU CORP COM 873168108 15584498 694187 X 666658 0 27529
TXU CORP COM 873168108 2192781 97674 X 83946 0 13728
TYSON FOODS INC CL A COM 902494103 204371 19244 X 18344 0 900
TYSON FOODS INC CL A COM 902494103 154234 14523 X 12523 0 2000
U S XPRESS ENTERPRISES INC CL A COM 90338N103 6384 600 X 600 0 0
UCBH HLDGS INC COM 90262T308 4418260 154000 X 146000 0 8000
UGI CORPORATION COM 902681105 1375780 43400 X 37850 0 5550
UGI CORPORATION COM 902681105 525428 16575 X 14625 0 1950
UICI 902737105 458128 30400 X 30400 0 0
UIL HLDG CORP COM 902748102 538828 13288 X 12825 0 463
UIL HLDG CORP COM 902748102 403594 9953 X 9453 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
-----------------------
ULTIMATE ELECTRONICS INC COM 903849107 1238996 97100 X 96438 0 662
ULTRALIFE BATTERIES INC COM 903899102 35000 3500 X 3500 0 0
ULTRATECH INC 904034105 273948 14800 X 14800 0 0
ULTRATECH INC 904034105 873672 47200 X 0 0 47200
UNIFIRST CORP COM 904708104 24900957 1137030 X 843430 0 293600
UNION BANKSHARES INC COM 905400107 149695 4900 X 4900 0 0
UNION BANKSHARES INC COM 905400107 274950 9000 X 9000 0 0
UNION PACIFIC CORP COM 907818108 59640789 1027935 X 954072 0 73863
UNION PACIFIC CORP COM 907818108 26628685 458957 X 444096 0 14861
UNION PLANTERS CORP COM 908068109 1324764 42693 X 41493 0 1200
UNION PLANTERS CORP COM 908068109 164583 5304 X 5304 0 0
UNIONBANCAL CORP COM 908906100 82740 2000 X 0 0 2000
UNISOURCE ENERGY CORP COM 909205106 484100 25750 X 21900 0 3850
UNISOURCE ENERGY CORP COM 909205106 6279 334 X 334 0 0
UNISYS CORP COM 909214108 485613 39545 X 34101 0 5444
UNISYS CORP COM 909214108 257880 21000 X 20500 0 500
UNIT CORP COM 909218109 5647791 270100 X 268200 0 1900
UNITED BANKSHARES INC W VA COM 909907107 778736 27200 X 27200 0 0
UNITED BANKSHARES INC W VA COM 909907107 114520 4000 X 4000 0 0
UNITED FIRE & CAS CO COM 910331107 5477010 170358 X 124258 0 46100
UNITED GLOBAL COM CL A 913247508 1530 300 X 300 0 0
UNITED NAT FOODS INC COM 911163103 6197511 218530 X 178381 0 40149
UNITED NAT FOODS INC COM 911163103 5672 200 X 0 0 200
UNITED NATL BANCORP NJ COM 910909100 82740 3000 X 3000 0 0
UNITED NATL BANCORP NJ COM 910909100 2429136 88076 X 88076 0 0
UNITED PARCEL SERVICE CL B COM 911312106 14098848 221332 X 208167 0 13165
UNITED PARCEL SERVICE CL B COM 911312106 8822705 138504 X 88299 0 50205
UNITED RENTALS INC COM 911363109 159735 11500 X 9100 0 2400
UNITED RETAIL GROUP INC COM 911380103 55160 28000 X 28000 0 0
UNITED STATES CELLULAR CORP COM 911684108 76350 3000 X 0 0 3000
UNITED STATIONERS INC COM 913004107 2908859 81185 X 77600 0 3585
UNITED STS STL CORP COM 912909108 238576 14574 X 11610 0 2964
UNITED STS STL CORP COM 912909108 1637 100 X 100 0 0
UNITED SURGICAL PARTNERS COM 913016309 171532 7600 X 600 0 7000
UNITED SURGICAL PARTNERS COM 913016309 180560 8000 X 8000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 233320111 3294086 X 3143978 0 150108
UNITED TECHNOLOGIES CORP COM 913017109 57377754 810077 X 762650 460 46967
UNITED THERAPEUTICS CORP DEL COM 91307C102 504926 23333 X 23333 0 0
UNITEDHEALTH GROUP INC COM 91324P102 19721819 392474 X 313324 0 79150
UNITEDHEALTH GROUP INC COM 91324P102 4936661 98242 X 53952 0 44290
UNITIL CORP COM 913259107 31426 1304 X 1304 0 0
UNITIL CORP COM 913259107 1595806 66216 X 66216 0 0
UNITRIN INC COM 913275103 315948 11650 X 11650 0 0
UNITRIN INC COM 913275103 1082495 39915 X 39199 0 716
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
UNIVERSAL AMER FINANCIAL CORP COM 913377107 15154 2460 X 2460 0 0
UNIVERSAL AUTOMOTIVE INDS COM 913378105 10300 10000 X 10000 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 39217 1880 X 1880 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 11264 540 X 0 0 540
UNIVERSAL CORP COM 913456109 25380 600 X 600 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 5310 600 X 600 0 0
UNIVERSAL FST PRODS INC COM 913543104 240810 11500 X 11500 0 0
UNIVERSAL HEALTH SVC CL B COM 913903100 724056 18275 X 500 0 17775
UNIVERSITY OF PHOENIX ONLINE COM 037604204 85493 1700 X 1700 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 1836738 60419 X 49756 0 10663
UNIVISION COMMUNICATIONS INC COM 914906102 96672 3180 X 2640 0 540
UNOCAL CORP COM 915289102 3314957 115544 X 60874 0 54670
UNOCAL CORP COM 915289102 968115 33744 X 30744 0 3000
UNOVA INC COM 91529B106 12210 1100 X 1100 0 0
UNOVA INC COM 91529B106 43934 3958 X 890 0 3068
UNUMPROVIDENT CORP COM 91529Y106 962208 71753 X 63953 0 7800
UNUMPROVIDENT CORP COM 91529Y106 597188 44533 X 39093 600 4840
URBAN OUTFITTERS INC COM 917047102 456565 12700 X 12700 0 0
URBAN OUTFITTERS INC COM 917047102 71900 2000 X 2000 0 0
URS CORP NEW COM 903236107 414498 21300 X 21300 0 0
URS CORP NEW COM 903236107 427964 21992 X 0 0 21992
US BANCORP DEL COM 902973304 66415923 2710854 X 2506851 0 204003
US BANCORP DEL COM 902973304 15679339 639973 X 559724 100 80149
US LEC CORP CL-A COM 90331S109 3056 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 562010 76050 X 76050 0 0
US ONCOLOGY INC COM 90338W103 8942 1210 X 0 0 1210
USF CORP COM 91729Q101 4143752 153700 X 118900 0 34800
USG CORP COM NEW 903293405 3800 200 X 200 0 0
UST INC COM 902911106 789751 22545 X 13281 0 9264
UST INC COM 902911106 1505659 42982 X 4935 0 38047
UTI WORLDWIDE INC COM G87210103 2625335 85100 X 82400 0 2700
UTSTARCOM INC COM 918076100 4478166 125650 X 111700 0 13950
UTSTARCOM INC COM 918076100 720641 20220 X 1120 0 19100
V F CORP COM 918204108 2037690 59985 X 24482 0 35503
V F CORP COM 918204108 339190 9985 X 9835 0 150
VA SOFTWARE CORP COM 91819B105 367 170 X 170 0 0
VA SOFTWARE CORP COM 91819B105 43 20 X 20 0 0
VAIL RESORTS INC COM 91879Q109 67350 5000 X 0 0 5000
VAIL RESORTS INC COM 91879Q109 208785 15500 X 15500 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 246912 9600 X 0 0 9600
VALENCE TECHNOLOGY INC COM 918914102 1495 500 X 500 0 0
VALERO ENERGY CO COM 91913Y100 1989794 54770 X 31355 0 23415
VALERO ENERGY CO COM 91913Y100 230877 6355 X 5630 0 725
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
VALHI INC NEW COM 918905100 26166 2720 X 2720 0 0
VALLEY NATIONAL BANCORP 919794107 183159 6951 X 6951 0 0
VALLEY NATIONAL BANCORP 919794107 2871149 108962 X 108962 0 0
VALMONT INDS INC 920253101 7013053 360383 X 279019 0 81364
VALSPAR CORP 920355104 16888 400 X 400 0 0
VALUE LINE INC 920437100 1225 25 X 25 0 0
VALUECLICK INC COM 92046N102 753925 124410 X 124410 0 0
VANGUARD TOTAL STK MKT VIPERS 922908769 416025 4500 X 4500 0 0
VANGUARD TOTAL STK MKT VIPERS 922908769 184900 2000 X 2000 0 0
VARCO INTL INC DEL COM 922122106 2940392 150020 X 125700 0 24320
VARCO INTL INC DEL COM 922122106 997640 50900 X 0 0 50900
VARIAN INC COM 922206107 1004100 29234 X 28229 0 1005
VARIAN INC COM 922206107 34347 1000 X 1000 0 0
VARIAN MED SYS INC COM 92220P105 1608794 27945 X 18180 0 9765
VARIAN MED SYS INC COM 92220P105 279215 4850 X 4560 0 290
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 675779 22700 X 22700 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 23816 800 X 800 0 0
VAXGEN INC NEW COM 922390208 10360 2000 X 2000 0 0
VAXGEN INC NEW COM 922390208 25900 5000 X 5000 0 0
VECTOR GROUP LTD COM 92240M108 8282208 473269 X 473269 0 0
VECTREN CORP COM 92240G101 599672 23939 X 23460 0 479
VECTREN CORP COM 92240G101 390905 15605 X 13720 0 1885
VEECO INSTRS INC DEL COM 922417100 340600 20000 X 19100 0 900
VENTAS INC COM 92276F100 111353 7350 X 7350 0 0
VERIDIAN CORP COM 92342R203 5666136 162400 X 127100 0 35300
VERISIGN INC COM 92343E102 76741 5565 X 3915 0 1650
VERISITY LTD COM M97385112 220485 18575 X 0 0 18575
VERITAS DGC INC COM 92343P107 250700 21800 X 21800 0 0
VERITAS SOFTWARE CO COM 923436109 14022803 486565 X 445576 0 40989
VERITAS SOFTWARE CO COM 923436109 927082 32168 X 3598 0 28570
VERITY INC COM 92343C106 439420 34600 X 24100 0 10500
VERITY INC COM 92343C106 106680 8400 X 0 0 8400
VERIZON COMMUNICATIONS COM 92343V104 226158408 5732786 X 5314749 300 417737
VERIZON COMMUNICATIONS COM 92343V104 93558397 2371569 X 2208079 600 162890
VERSANT CORP COM 925284101 4141 6800 X 6800 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 50766 3470 X 3470 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4389 300 X 300 0 0
VI TECHNOLOGIES INC COM 917920100 9423 3846 X 3846 0 0
VIACOM INC CL A COM 925524100 7272336 166415 X 133015 0 33400
VIACOM INC CL A COM 925524100 1298764 29720 X 29520 0 200
VIACOM INC CL B COM 925524308 199857186 4577581 X 4326612 0 250969
VIACOM INC CL B COM 925524308 27787451 636451 X 558792 650 77009
VIAD CORP COM 92552R109 709158 31673 X 28623 0 3050
VIAD CORP COM 92552R109 15360 686 X 400 0 286
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
VIASAT INC COM 92552V100 266910 18600 X 18600 0 0
VIASAT INC COM 92552V100 28700 2000 X 2000 0 0
VIASYS HEALTHCARE INC COM 92553Q209 831084 40149 X 22223 0 17926
VIASYS HEALTHCARE INC COM 92553Q209 99588 4811 X 4255 0 556
VICOR CORP COM 925815102 265780 27400 X 22600 0 4800
VICOR CORP COM 925815102 23280 2400 X 2400 0 0
VIGNETTE CORP COM 926734104 2941 1493 X 1493 0 0
VINTAGE PETE INC COM 927460105 7745017 686615 X 516815 0 169800
VINTAGE PETE INC COM 927460105 188150 16680 X 30 0 16650
VION PHARMACEUTICALS INC COM 927624106 2475 1500 X 1000 0 500
VIRBAC CORPORATION COM 927649103 2995 500 X 0 0 500
VIRCO MFG CORP COM 927651109 10151 1596 X 0 0 1596
VIROLOGIC INC COM 92823R201 1646 1296 X 1296 0 0
VIROLOGIC INC COM 92823R201 152 120 X 120 0 0
VIROPHARMA INC COM 928241108 3705 1425 X 1400 0 25
VISHAY INTERTECHNOLOGY INC COM 928298108 514734 38995 X 35780 0 3215
VISHAY INTERTECHNOLOGY INC COM 928298108 36168 2740 X 2000 0 740
VISTEON CORP COM 92839U107 155303 22606 X 16821 0 5785
VISTEON CORP COM 92839U107 35855 5219 X 5135 0 84
VISUAL NETWORKS INC COM 928444108 137 100 X 100 0 0
VISX INC DEL COM 92844S105 204730 11800 X 600 0 11200
VITAL SIGNS INC COM 928469105 221085 8500 X 8500 0 0
VITALWORKS INC COM 928483106 4863 1250 X 1250 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 10514 2150 X 2150 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 153057 31300 X 500 0 30800
VITRIA TECHNOLOGY INC COM 92849Q401 38630 6825 X 0 0 6825
VIVUS INC COM 928551100 25250 5000 X 5000 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 135135 9900 X 9900 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 137 10 X 10 0 0
VORNADO OPERATING CO COM 92904N103 6 10 X 10 0 0
VULCAN MATERIALS CO COM 929160109 2501447 67479 X 60279 0 7200
VULCAN MATERIALS CO COM 929160109 1601721 43208 X 41858 0 1350
W P CAREY & CO LLC COM 92930Y107 247514 8267 X 8267 0 0
W P CAREY & CO LLC COM 92930Y107 751075 25086 X 25086 0 0
W.R. GRACE & CO COM 38388F108 2205 500 X 200 0 300
W-H ENERGY SVCS INC COM 92925E108 346212 17700 X 17700 0 0
WABASH NATL CORP COM 929566107 244122 17400 X 16200 0 1200
WACHOVIA CORPORATION COM 929903102 87181611 2181722 X 1972113 0 209609
WACHOVIA CORPORATION COM 929903102 23384272 585192 X 554708 100 30384
WACKENHUT CORRECTIONS CORP COM 929798106 5484 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 3851398 150035 X 148235 0 1800
WADDELL & REED FINANCIAL INC COM A 930059100 42227 1645 X 1645 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 53772 5324 X 5324 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 9585 949 X 949 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
-----------------------
WAL-MART STORES INC 931142103 240969981 4489845 X 4088527 0 401318
WAL-MART STORES INC 931142103 68204909 1270820 X 1158726 100 111994
WALGREEN CO COM 931422109 58586339 1946390 X 1846546 0 99844
WALGREEN CO COM 931422109 31342829 1041290 X 979015 12800 49475
WASHINGTON FED INC COM 938824109 1214927 52458 X 48074 0 4384
WASHINGTON FED INC COM 938824109 60008 2591 X 1991 0 600
WASHINGTON MUTUAL INC COM 939322103 32503265 787004 X 613429 0 173575
WASHINGTON MUTUAL INC COM 939322103 9442213 228625 X 215463 0 13162
WASHINGTON POST CO CL B COM 939640108 60098 82 X 50 0 32
WASHINGTON POST CO CL B COM 939640108 635424 867 X 867 0 0
WASHINGTON TR BANCORP INC COM 940610108 1420196 61694 X 61419 0 275
WASHINGTON TR BANCORP INC COM 940610108 1260690 54765 X 54765 0 0
WASTE CONNECTIONS INC COM 941053100 4117499 117475 X 113775 0 3700
WASTE CONNECTIONS INC COM 941053100 995420 28400 X 0 0 28400
WASTE MGMT INC DEL COM 94106L109 33253812 1380399 X 1262357 0 118042
WASTE MGMT INC DEL COM 94106L109 2199682 91311 X 54511 0 36800
WATER PIK TECHNOLOGIES INC COM 94113U100 427 55 X 0 0 55
WATERS CORP COM 941848103 3800329 130461 X 37993 0 92468
WATERS CORP COM 941848103 612604 21030 X 10010 0 11020
WATSCO INC CL B COM 942622101 9833 607 X 607 0 0
WATSCO INC COM 942622200 347876 21007 X 21007 0 0
WATSON PHARMACEUTICALS INC COM 942683103 10779476 267017 X 252577 0 14440
WATSON PHARMACEUTICALS INC COM 942683103 48444 1200 X 1200 0 0
WATSON WYATT & CO HLDGS 942712100 498370 21500 X 21500 0 0
WATTS INDS INC CL A 942749102 315945 17700 X 17700 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 11110 992 X 992 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 54566 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 220 250 X 250 0 0
WAVE SYS CORP CL A COM 943526103 10076 11450 X 11450 0 0
WAYPOINT FINL CORP COM 946756103 385104 21300 X 21300 0 0
WD-40 CO COM 929236107 384210 13500 X 7500 0 6000
WD-40 CO COM 929236107 73996 2600 X 2600 0 0
WEBEX COMMUNICATIONS INC COM 94767L109 70094 5050 X 3000 0 2050
WEBMD CORPORATION COM 94769M105 1102762 101450 X 82900 0 18550
WEBMD CORPORATION COM 94769M105 58698 5400 X 3400 0 2000
WEBMETHODS INC COM 94768C108 2680355 330500 X 327900 0 2600
WEBMETHODS INC COM 94768C108 678402 83650 X 0 0 83650
WEBSENSE INC COM 947684106 224865 14350 X 14300 0 50
WEBSENSE INC COM 947684106 396451 25300 X 0 0 25300
WEBSTER FINANCIAL CORP COM 947890109 13130057 347356 X 278876 0 68480
WEBSTER FINANCIAL CORP COM 947890109 1632998 43201 X 39995 0 3206
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 1002600 22040 X 19490 0 2550
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 602697 13249 X 2819 0 10430
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
WEIS MARKETS INC COM 948849104 37224 1200 X 0 0 1200
WEIS MARKETS INC COM 948849104 3102 100 X 0 0 100
WELLCHOICE INC COM 949475107 3339384 114050 X 110400 0 3650
WELLCHOICE INC COM 949475107 29573 1010 X 610 0 400
WELLMAN INC COM 949702104 232960 20800 X 20800 0 0
WELLMAN INC COM 949702104 6720 600 X 600 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 22743381 269791 X 252860 0 16931
WELLPOINT HEALTH NETWORKS INC COM 94973H108 1217966 14448 X 4883 0 9565
WELLS FARGO & CO NEW COM 949746101 290438870 5762676 X 5502123 0 260553
WELLS FARGO & CO NEW COM 949746101 68703970 1363174 X 1292808 1064 69302
WENDYS INTL INC COM 950590109 2125963 73385 X 68550 0 4835
WENDYS INTL INC COM 950590109 424845 14665 X 4665 0 10000
WERNER ENTERPRISES INC COM 950755108 8028891 378900 X 292000 0 86900
WESCO FINL CORP COM 950817106 62400 200 X 0 0 200
WEST CORPORATION COM 952355105 290485 10900 X 0 0 10900
WEST PHARMACEUTICAL SVCS INC COM 955306105 15324750 625500 X 478416 0 147084
WESTAFF INC COM 957070105 957306 435139 X 314939 0 120200
WESTAMERICA BANCORPORATION COM 957090103 35756 830 X 0 0 830
WESTAR ENERGY INC COM 95709T100 68085 4195 X 2195 0 2000
WESTAR ENERGY INC COM 95709T100 56805 3500 X 3500 0 0
WESTBANK CORP COM 957116106 220 14 X 14 0 0
WESTELL TECHNOLOGIES INC CL A COM 957541105 8280 1000 X 1000 0 0
WESTERN DIGITAL CORP COM 958102105 38625 3750 X 3750 0 0
WESTERN GAS RES INC COM 958259103 23760 600 X 0 0 600
WESTPORT RESOURCES CORP COM 961418100 244335 10740 X 10740 0 0
WESTWOOD ONE INC COM 961815107 437561 12896 X 11020 0 1876
WESTWOOD ONE INC COM 961815107 27823 820 X 480 0 340
WET SEAL INC CL A COM 961840105 203229 19300 X 19300 0 0
WEYERHAEUSER CO COM 962166104 20743830 384145 X 347501 0 36644
WEYERHAEUSER CO COM 962166104 6331770 117255 X 113340 0 3915
WGL HLDGS INC COM 92924F106 6700365 250950 X 250200 0 750
WGL HLDGS INC COM 92924F106 1781798 66734 X 64534 0 2200
WHIRLPOOL CORP COM 963320106 2063816 32399 X 10130 0 22269
WHIRLPOOL CORP COM 963320106 426663 6698 X 4660 0 2038
WHITE ELECTR DESIGNS CORP COM 963801105 56970 5400 X 0 0 5400
WHITE ELECTR DESIGNS CORP COM 963801105 1055 100 X 100 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 177750 450 X 0 0 450
WHITE MTNS INS GROUP LTD COM G9618E107 39500 100 X 0 0 100
WHITNEY HOLDING CORP 966612103 990720 30960 X 28410 0 2550
WHOLE FOODS MKT INC COM 966837106 1743876 36690 X 25800 0 10890
WHOLE FOODS MKT INC COM 966837106 473874 9970 X 5970 0 4000
WILD OATS MKTS INC COM 96808B107 5639700 512700 X 393200 0 119500
WILD OATS MKTS INC COM 96808B107 14575 1325 X 1325 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
-----------------------
WILEY JOHN & SONS INC CL A COM 968223206 311780 11900 X 0 0 11900
WILLIAMS COAL SEAM GAS RTY TR 969450105 4960 400 X 400 0 0
WILLIAMS COS INC COM 969457100 6816713 862875 X 841474 0 21401
WILLIAMS COS INC COM 969457100 680719 86167 X 78992 75 7100
WILLIAMS SONOMA INC COM 969904101 2056994 70445 X 54000 0 16445
WILLIAMS SONOMA INC COM 969904101 92126 3155 X 1985 0 1170
WILLIS LEASE FINANCE COM 970646105 1503324 324692 X 206492 0 118200
WILLOW GROVE BANCORP INC NEW COM 97111W101 11588900 681700 X 520300 0 161400
WILMINGTON TRUST CORPORATION COM 971807102 713440 24308 X 24308 0 0
WILMINGTON TRUST CORPORATION COM 971807102 199580 6800 X 5400 0 1400
WILSHIRE OIL CO TEX 971889100 4037 809 X 809 0 0
WILSON GREATBATCH TECHNOLOGIES INC 972232102 201438 5580 X 0 0 5580
WILSON GREATBATCH TECHNOLOGIES INC 972232102 853765 23650 X 0 0 23650
WILTEL COMMUNICATIONS INC COM 972487102 31099 2090 X 2090 0 0
WINN DIXIE STORES INC COM 974280109 368069 29900 X 29316 0 584
WINN DIXIE STORES INC COM 974280109 11128 904 X 904 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 447220 11800 X 11800 0 0
WINTRUST FINL CORP COM 97650W108 470682 15800 X 11400 0 4400
WINTRUST FINL CORP COM 97650W108 223425 7500 X 7500 0 0
WIRE ONE TECHNOLOGIES INC COM 976521104 10600 4000 X 0 0 4000
WIRELESS FACILITIES INC COM 97653A103 1904 160 X 160 0 0
WIRELESS TELECOM GROUP INC COM 976524108 7200 3000 X 3000 0 0
WISCONSIN ENERGY CORP 976657106 8336021 287449 X 273799 0 13650
WISCONSIN ENERGY CORP 976657106 4186904 144376 X 143739 0 637
WISER OIL COM 977284108 576 100 X 100 0 0
WMS INDUSTRIES INC COM 929297109 307123 19700 X 19700 0 0
WOLVERINE TUBE INC COM 978093102 65494 11450 X 1600 0 9850
WOLVERINE WORLD WIDE INC COM 978097103 1016158 52760 X 50735 0 2025
WOODHEAD INDS INC 979438108 2366 200 X 200 0 0
WOODWARD GOVERNOR CO COM 980745103 313973 7300 X 7300 0 0
WORLD FUEL SVCS CORP COM 981475106 110655 4500 X 0 0 4500
WORTHINGTON INDUSTRIES INC COM 981811102 312970 23356 X 17544 0 5812
WORTHINGTON INDUSTRIES INC COM 981811102 183299 13679 X 11654 0 2025
WPS RESOURCES CORP COM 92931B106 179011 4453 X 2853 0 1600
WPS RESOURCES CORP COM 92931B106 594638 14792 X 14450 0 342
WRIGHT MEDICAL GROUP INC COM 98235T107 3018170 158684 X 153863 0 4821
WRIGLEY WM JR CO COM 982526105 4282645 76163 X 59532 0 16631
WRIGLEY WM JR CO COM 982526105 1436677 25550 X 17400 0 8150
WYETH COM 983024100 148996191 3271047 X 3078396 0 192651
WYETH COM 983024100 114706606 2518257 X 2339314 0 178943
WYNN RESORTS LTD COM 983134107 70960 4000 X 4000 0 0
WYNN RESORTS LTD COM 983134107 354800 20000 X 20000 0 0
X-RITE INC COM 983857103 132000 13200 X 13200 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
-----------------------
XCEL ENERGY INC COM 98389B100 1322392 87925 X 78171 0 9754
XCEL ENERGY INC COM 98389B100 1055372 70171 X 67587 0 2584
XEROX CORP COM 984121103 8784649 829523 X 667373 0 162150
XEROX CORP COM 984121103 1914111 180747 X 178847 0 1900
XILINX INC COM 983919101 2262933 89444 X 58879 0 30565
XILINX INC COM 983919101 539143 21310 X 8750 0 12560
XM SATELLITE RADIO HLDG INC CL A COM 983759101 1119881 101900 X 90800 0 11100
XM SATELLITE RADIO HLDG INC CL A COM 983759101 224416 20420 X 120 0 20300
XOMA LTD COM G9825R107 5320 1000 X 1000 0 0
XTO ENERGY INC COM 98385X106 3573668 177706 X 169890 0 7816
XTO ENERGY INC COM 98385X106 1478065 73499 X 8730 0 64769
XYBERNAUT COM 984149104 2424 4180 X 4180 0 0
YAHOO INC COM 984332106 7338796 224428 X 170613 0 53815
YAHOO INC COM 984332106 1104050 33763 X 15863 0 17900
YANKEE CANDLE CO COM 984757104 263199 11335 X 85 0 11250
YANKEE CANDLE CO COM 984757104 27864 1200 X 1200 0 0
YELLOW CORP COM 985509108 515291 22125 X 19400 0 2725
YELLOW CORP COM 985509108 659107 28300 X 0 0 28300
YOCREAM INTL INC COM 986001105 4600 1000 X 1000 0 0
YOUNG BROADCASTING CORP CL A COM 987434107 7700166 365283 X 268183 0 97100
YUM! BRANDS INC COM 988498101 6723570 227455 X 170395 0 57060
YUM! BRANDS INC COM 988498101 3284352 111108 X 61314 0 49794
ZALE CORP COM 988858106 1223200 30580 X 22480 0 8100
ZALE CORP COM 988858106 13800 345 X 0 0 345
ZEBRA TECHNOLOGIES CORP CL A 989207105 3129648 41590 X 39290 0 2300
ZEBRA TECHNOLOGIES CORP CL A 989207105 71864 955 X 800 0 155
ZENITH NATL INS CORP COM 989390109 350550 12300 X 12300 0 0
ZIMMER HLDGS INC COM 98956P102 4749757 105433 X 89823 0 15610
ZIMMER HLDGS INC COM 98956P102 7001085 155407 X 148393 0 7014
ZIONS BANCORP COM 989701107 531300 10500 X 10200 0 300
ZIX CORPORATION COM 98974P100 51649 13700 X 13700 0 0
ZOLL MED CORP COM 989922109 2278934 68560 X 68070 0 490
ZOLL MED CORP COM 989922109 53483 1609 X 1609 0 0
ZOLTEK COS INC COM 98975W104 18525 6500 X 6500 0 0
ZORAN CORP COM 98975F101 2876581 149900 X 148700 0 1200
1-800-FLOWERS.COM INC COM 68243Q106 1468 175 X 175 0 0
1ST CONSTITUTION BANCORP COM 31986N102 13617 510 X 510 0 0
3 COM CORP COM 885535104 406524 87050 X 74900 0 12150
3 COM CORP COM 885535104 35749 7655 X 5855 0 1800
3M CO COM 88579Y101 239382366 1855965 X 1789227 0 66738
3M CO COM 88579Y101 129028883 1000379 X 950179 112 50088
4 KIDS ENTMT INC COM 350865101 159960 8600 X 8600 0 0
7-ELEVEN INC COM 817826209 84400 8000 X 0 0 8000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
99 CENTS ONLY STORES 65440K106 227850 6639 X 0 0 6639
99 CENTS ONLY STORES 65440K106 102891 2998 X 2998 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
-----------------------------
ABBEY NATL GROUP ADR 7.375% PFD 002920700 55180 2000 X 0 0 2000
ABBY NATIONAL PLC CL A PFD 8.75% 002920205 5200 200 X 200 0 0
ABN AMRO HLDG N V SPONSORED ADR 000937102 163143 8546 X 6521 0 2025
ABN AMRO HLDG N V SPONSORED ADR 000937102 21075 1104 X 1104 0 0
ACAMBIS PLC SPONS ADR 004286100 30420 500 X 500 0 0
ACCENTURE LTD COM G1150G111 557262 30805 X 2275 0 28530
ACCENTURE LTD COM G1150G111 95877 5300 X 5300 0 0
ACE LTD COM G0070K103 23615214 688691 X 645986 0 42705
ACE LTD COM G0070K103 898398 26200 X 25400 0 800
ADECCO SA 006754105 4285 410 X 0 0 410
AEGON N.V. AMERICAN REGISTERED SHS 007924103 416058 41440 X 31737 0 9703
AEGON N.V. AMERICAN REGISTERED SHS 007924103 563515 56127 X 52311 0 3816
AGNICO EAGLE MINES LTD 008474108 2030 175 X 175 0 0
AGNICO EAGLE MINES LTD 008474108 3480 300 X 300 0 0
AGRIUM INC COM 008916108 49868 4550 X 0 0 4550
AKTIEBOLAGET ELECTROLUX ADR 010198208 5569 140 X 140 0 0
AKZO NOBEL NV SPONSORED ADR 010199305 105268 3950 X 800 0 3150
AKZO NOBEL NV SPONSORED ADR 010199305 47970 1800 X 1800 0 0
ALCAN INC 013716105 171594 5484 X 4484 0 1000
ALCAN INC 013716105 464406 14842 X 14167 0 675
ALCATEL ADR 013904305 13980 1562 X 1440 0 122
ALCATEL ADR 013904305 368472 41170 X 35270 0 5900
ALCON INC COM H01301102 21114543 462025 X 442175 0 19850
ALCON INC COM H01301102 488990 10700 X 3800 0 6900
ALLIANCE ATLANTIS COMM CL B COM 01853E204 80787 5560 X 5560 0 0
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 12405 1500 X 1500 0 0
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 6616 800 X 800 0 0
ALLIED IRISH BKS ADR 019228402 485649 16237 X 10600 0 5637
ALLIED IRISH BKS ADR 019228402 144914 4845 X 4845 0 0
ALPHA PRO TECH LTD COM 020772109 1780 1000 X 1000 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 85444 4557 X 2046 0 2511
AMERICA MOVIL SER L SPONSORED ADR 02364W105 142500 7600 X 6850 0 750
AMERSHAM PLC SPONS ADR 030719108 41549 1082 X 0 0 1082
ANGIOTECH PHARMACEUTICALS INC COM 034918102 206400 5075 X 0 0 5075
ANGLO AMERICAN PLC ADR 03485P102 121390 7903 X 3211 0 4692
ANGLO AMERICAN PLC ADR 03485P102 28047 1826 X 1826 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 38567 1209 X 1209 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 28200 884 X 884 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 16875 13500 X 13500 0 0
ARACRUZ CELULOSE SA 038496204 497016 23600 X 0 0 23600
ARCADIS N V COM 03923E107 79178 7650 X 7650 0 0
ASHANTI GOLDFIELDS LTD GDR 043743202 4782 600 X 600 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 53001 1300 X 65 0 1235
ASTRAZENECA PLC SPONSORED ADR 046353108 157780 3870 X 2295 0 1575
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
ATI TECHNOLOGIES INC COM 001941103 319005 31275 X 0 0 31275
AU OPTRONICS CORP ADR 002255107 84597 12225 X 2700 0 9525
AU OPTRONICS CORP ADR 002255107 28649 4140 X 2540 0 1600
AUDIOCODES LTD COM M15342104 3728 800 X 800 0 0
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 130998 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 1130649 20670 X 15970 0 4700
AVENTIS SPONSORED ADR 053561106 53333 975 X 975 0 0
AXA ADR 054536107 355596 22780 X 16432 0 6348
AXA ADR 054536107 29191 1870 X 818 0 1052
BALLARD PWR SYSTEMS INC COM 05858H104 69976 5134 X 4784 0 350
BALLARD PWR SYSTEMS INC COM 05858H104 70876 5200 X 5200 0 0
BANCO BILBAO VIZCAYA ARGENTARIA S A 05946K101 1731 165 X 165 0 0
BANCO SANTANDER CEN SPONSORED ADR 05964H105 111988 12697 X 0 0 12697
BANCO SANTANDER CEN SPONSORED ADR 05964H105 8626 978 X 978 0 0
BANK MONTREAL QUE 063671101 70485 2220 X 2220 0 0
BANK MONTREAL QUE 063671101 88900 2800 X 2800 0 0
BANK NOVA SCOTIA HALIFAX 064149107 20548 444 X 444 0 0
BARCLAYS PLC ADR 06738E204 146698 4903 X 240 0 4663
BARRICK GOLD CORP COM 067901108 7202065 402350 X 354250 0 48100
BARRICK GOLD CORP COM 067901108 504136 28164 X 26304 0 1860
BASF AG SPONS ADR 055262505 2131 50 X 50 0 0
BASF AG SPONS ADR 055262505 426200 10000 X 10000 0 0
BAYER A G ADR 072730302 2304 100 X 100 0 0
BCE INC COM 05534B109 50149 2170 X 2170 0 0
BCE INC COM 05534B109 28240 1222 X 1022 0 200
BEMA GOLD CORP COM 08135F107 3870 3000 X 3000 0 0
BG GROUP PLC SPONSORED ADR 055434203 13448 594 X 594 0 0
BG GROUP PLC SPONSORED ADR 055434203 20104 888 X 888 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 134166 11576 X 3000 0 8576
BHP BILLITON LTD SPONSORED ADR 088606108 13908 1200 X 1200 0 0
BP PLC SPONSORED ADR 055622104 298786950 7110589 X 6859456 82 251051
BP PLC SPONSORED ADR 055622104 158238160 3765782 X 3541238 1078 223466
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 428302 17439 X 439 0 17000
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 57716 2350 X 0 0 2350
BRASIL TELECOM PART S A ADR 105530109 1873 50 X 50 0 0
BRITISH AMERN TOB PLC ADR 110448107 110996 4894 X 2546 0 2348
BRITISH AMERN TOB PLC ADR 110448107 11113 490 X 490 0 0
BRITISH AWYS PLC ADR 110419306 38400 1500 X 1500 0 0
BRITISH AWYS PLC ADR 110419306 67072 2620 X 2620 0 0
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 264963 5875 X 5875 0 0
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 15785 350 X 350 0 0
BT GROUP PLC ADR 05577E101 25851 768 X 768 0 0
BT GROUP PLC ADR 05577E101 37868 1125 X 200 0 925
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
CABLE & WIRELESS PUB LTD CO ADR 126830207 4458 815 X 815 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 109 20 X 20 0 0
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2140728 88533 X 87163 0 1370
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2489839 102971 X 101721 0 1250
CANADA LIFE FINL CORP COM 135113108 730400 22000 X 22000 0 0
CANADIAN IMPERIAL BK COM 136069101 82967 2069 X 2069 0 0
CANADIAN IMPERIAL BK COM 136069101 40100 1000 X 1000 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 993432 20585 X 12355 0 8230
CANADIAN NATIONAL RAILWAY CO COM 136375102 28956 600 X 600 0 0
CANADIAN NATIONAL RESOURCES COM 136385101 120 3 X 3 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 172009 3768 X 1630 0 2138
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 470195 10300 X 10300 0 0
CAPITAL ENVIRO RESOURCES INC COM 14008M104 1021408 255992 X 251592 0 4400
CARNIVAL CORP COM 143658300 11833217 363987 X 267487 0 96500
CARNIVAL CORP COM 143658300 1381512 42495 X 13865 0 28630
CELLTECH GROUP PLC SPONSORED ADR 151158102 3025 272 X 272 0 0
CEMEX SA SPONSORED ADR 151290889 70124 3146 X 74 0 3072
CHICAGO BRIDGE & IRON NY SHR COM 167250109 16242962 716180 X 693780 0 22400
CHICAGO BRIDGE & IRON NY SHR COM 167250109 1463540 64530 X 0 0 64530
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 2354 200 X 200 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 83449 7090 X 0 0 7090
CHINA SOUTHERN AIRLINES ADR 169409109 42470 3100 X 3100 0 0
CHINA TELECOM CORP LTD ADR 169426103 456051 20055 X 0 0 20055
CHINA YUCHAI INTL LTD COM G21082105 6650 1000 X 1000 0 0
CIA VALE DO RIO DOCE ADR 204412209 17796 600 X 0 0 600
CNH GLOBAL NV COM N20935206 15073 1580 X 0 0 1580
COCA COLA FEMSA S A SPONSORED ADR 191241108 260150 12100 X 8400 0 3700
COGNOS INC COM 19244C109 27040 1000 X 0 0 1000
COGNOS INC COM 19244C109 14872 550 X 550 0 0
COMPANHIA VALE SPONSORED ADR 204412100 141525 5100 X 0 0 5100
COOPER INDUSTRIES LTD CL A COM G24182100 4629317 112090 X 71900 0 40190
COOPER INDUSTRIES LTD CL A COM G24182100 610414 14780 X 14420 0 360
CORE LABORATORIES N V COM N22717107 2242080 207600 X 198200 0 9400
CORUS GROUP PLC SPONSORED ADR 22087M101 10710 4500 X 4500 0 0
CP RAILWAY LIMITED COM 13645T100 43324 1917 X 1917 0 0
CP RAILWAY LIMITED COM 13645T100 80320 3554 X 3020 0 534
CP SHIPS LTD COM 22409V102 2928 175 X 175 0 0
CP SHIPS LTD COM 22409V102 9954 595 X 325 0 270
CREDIT SUISSE GROUP SPON ADR 225401108 70406 2675 X 0 0 2675
CRESUD S A SPONSORED ADR 226406106 4495 500 X 500 0 0
CRH PLC ADR 12626K203 173536 11000 X 1000 0 10000
CRYSTALLEX INTL CORP COM 22942F101 139 100 X 100 0 0
DAIMLERCHRYSLER AG COM D1668R123 543646 15658 X 15658 0 0
DAIMLERCHRYSLER AG COM D1668R123 194849 5612 X 5612 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
-----------------------------
DASSAULT SYS SA ADR 237545108 757 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 6715 219 X 219 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 69843 2278 X 2278 0 0
DENBURY RESOURCES INC COM 247916208 44588 3320 X 3320 0 0
DENBURY RESOURCES INC COM 247916208 672 50 X 50 0 0
DENISON INTERNATIONAL PLC ADR 248335101 8219923 427009 X 410409 0 16600
DENISON INTERNATIONAL PLC ADR 248335101 28875 1500 X 1500 0 0
DEUTSCHE BANK AG COM D18190898 162016 2515 X 1360 0 1155
DEUTSCHE BANK AG COM D18190898 44128 685 X 685 0 0
DEUTSCHE TELE 251566105 247730 16298 X 11016 0 5282
DEUTSCHE TELE 251566105 261045 17174 X 14549 0 2625
DIAGEO PLC SPONSORED ADR NEW 25243Q205 143883 3288 X 515 0 2773
DIAGEO PLC SPONSORED ADR NEW 25243Q205 83144 1900 X 1900 0 0
DOMTAR INC COM 257561100 5525 500 X 500 0 0
DORAL FINL CORP COM 25811P100 476058 10662 X 7500 0 3162
DORAL FINL CORP COM 25811P100 233520 5230 X 5230 0 0
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 9324 3700 X 3700 0 0
E. ON AG SPONSORED ADR 268780103 197825 3860 X 1840 0 2020
E. ON AG SPONSORED ADR 268780103 10250 200 X 200 0 0
ECI TELECOM LTD ORD COM 268258100 49392 16800 X 0 0 16800
ELAN PLC ADR 284131208 124700 22110 X 21210 0 900
ELAN PLC ADR 284131208 344350 61055 X 59305 100 1650
EMBRAER AIRCRAFT CORP ADR 29081M102 14535 761 X 250 0 511
ENBRIDGE INC COM 29250N105 28496 800 X 0 0 800
ENCANA CORP COM 292505104 381244 9936 X 3236 0 6700
ENCANA CORP COM 292505104 446358 11633 X 4512 0 7121
ENDESA SPONSORED ADR 29258N107 242071 14851 X 4470 0 10381
ENDURANCE SPECIALTY HOLDINGS COM G30397106 119400 4000 X 4000 0 0
ENERNORTH INDUSTRIES INC COM 29275G101 264 167 X 0 0 167
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 11620 500 X 500 0 0
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 23240 1000 X 1000 0 0
ENI S P A ADR 26874R108 145769 1917 X 650 0 1267
ENTERRA ENERGY CORP COM 29381L101 45480 3000 X 3000 0 0
ERICSSON (LM) TEL SP ADR 294821608 320526 30153 X 23933 0 6220
ERICSSON (LM) TEL SP ADR 294821608 322174 30308 X 29372 0 936
FAHNESTOCK VINER HLDNGS INC COM CL A 302921101 89472 3200 X 0 0 3200
FAIRMONT HOTELS COM 305204109 38025 1625 X 925 0 700
FAIRMONT HOTELS COM 305204109 16263 695 X 445 0 250
FIRST BANCORP PR COM 318672102 808101 29439 X 15939 0 13500
FIRST SERVICE CORP VTG COM 33761N109 1652118 106602 X 106602 0 0
FLAMEL TECHNOLOGIES SPONSORED ADR 338488109 15468 1150 X 0 0 1150
FLEXTRONICS INTERNATIONAL LTD Y2573F102 26442960 2535279 X 2470064 0 65215
FLEXTRONICS INTERNATIONAL LTD Y2573F102 2102093 201543 X 193918 200 7425
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
FORDING CDN COAL TR COM 345425102 2102 116 X 116 0 0
FORDING CDN COAL TR COM 345425102 13554 748 X 273 0 475
FOUR SEASONS HOTELS LTD VTG SHARES 35100E104 281190 6500 X 6500 0 0
FRANCE TELECOM COM 35177Q105 42201 1712 X 0 0 1712
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 26600 1618 X 1618 0 0
FUJI PHOTO FILM LTD UNSPONSORED ADR 359586302 35552 1234 X 0 0 1234
GALLAHER GROUP PLC SPONSORED ADR 363595109 1023066 25835 X 15835 0 10000
GALLAHER GROUP PLC SPONSORED ADR 363595109 3770831 95223 X 94223 0 1000
GENESYS SA SPONSORED ADR 37185M100 32577 13406 X 0 0 13406
GILAT SATELLITE NETWORKS LTD COM M51474118 127 25 X 25 0 0
GILAT SATELLITE NETWORKS LTD COM M51474118 2036 400 X 400 0 0
GIVEN IMAGING LTD COM M52020100 8450 1000 X 0 0 1000
GLAMIS GOLD LTD COM 376775102 40913 3567 X 3567 0 0
GLAMIS GOLD LTD COM 376775102 4588 400 X 400 0 0
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 11543562 284745 X 247326 0 37419
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 10169986 250863 X 241923 0 8940
GOLD FIELDS LIMITED ADR 38059T106 12180 1000 X 1000 0 0
GOLD FIELDS LIMITED ADR 38059T106 39281 3225 X 3225 0 0
GOLDCORP INC COM 380956409 2400 200 X 0 0 200
GOLDCORP INC COM 380956409 5520 460 X 460 0 0
GROUPE DANONE SPONSORED ADR 399449107 264624 9536 X 8100 0 1436
GROUPE DANONE SPONSORED ADR 399449107 13875 500 X 500 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 34500 1000 X 1000 0 0
HANSON PLC SPONSORED ADR 411352404 7065 250 X 0 0 250
HANSON PLC SPONSORED ADR 411352404 7404 262 X 262 0 0
HARMONY GOLD MNG LTD SPON ADR 413216300 2559 190 X 190 0 0
HELLENIC TELECOMM SPONSORED ADR 423325307 72000 12000 X 12000 0 0
HEMOSOL INC COM 42369K102 3000 5000 X 5000 0 0
HITACHI LTD DEP SHS 433578507 635 15 X 15 0 0
HITACHI LTD DEP SHS 433578507 10575 250 X 250 0 0
HONDA ADR COM 438128308 390525 20500 X 16650 0 3850
HONDA ADR COM 438128308 8573 450 X 450 0 0
HSBC HLDGS PLC SPONSORED ADR 404280406 1630963 27592 X 23845 0 3747
HSBC HLDGS PLC SPONSORED ADR 404280406 1479346 25027 X 24127 0 900
ICON PLC SPONS ADR 45103T107 7160 225 X 0 0 225
ID BIOMEDICAL CORP COM 44936D108 5145 500 X 500 0 0
IMAX CORPORATION COM 45245E109 18020 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 145250 17500 X 400 0 17100
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 5810 700 X 700 0 0
IMPERIAL OIL LTD COM NEW 453038408 133569 3825 X 3825 0 0
IMPERIAL OIL LTD COM NEW 453038408 394247 11290 X 5400 0 5890
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 39831 1100 X 1100 0 0
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 15027 415 X 415 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
-----------------------------
INCO LTD COM 453258402 53400 2526 X 2276 0 250
INCO LTD COM 453258402 7399 350 X 350 0 0
INFINEON TECHNOLOGIES ADR 45662N103 1824018 190200 X 190200 0 0
INFINEON TECHNOLOGIES ADR 45662N103 411411 42900 X 0 0 42900
INFOSYS TECHNOLOGIES LTD SPN ADR 456788108 53114 990 X 500 0 490
ING GROEP NV ADR 456837103 251135 14326 X 8459 0 5867
ING GROEP NV ADR 456837103 30432 1736 X 1536 0 200
INGERSOLL-RAND CO CL A COM G4776G101 8452724 178629 X 166954 0 11675
INGERSOLL-RAND CO CL A COM G4776G101 5446059 115090 X 110235 0 4855
INTERCONTINENTAL HOTELS ADR 458573102 4942 677 X 677 0 0
IONA TECHNOLOGIES ADR 46206P109 553 250 X 250 0 0
IPC HOLDINGS LTD COM G4933P101 164098 4897 X 280 0 4617
IPC HOLDINGS LTD COM G4933P101 625297 18660 X 725 0 17935
IRELAND BK SP ADR 46267Q103 136285 2810 X 1810 0 1000
KERZNER INTERNATIONAL LTD COM P6065Y107 322100 10000 X 10000 0 0
KINROSS GOLD CORP COM 496902206 284 42 X 42 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 2200 260 X 260 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 514678 54400 X 54400 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 46595 4925 X 4925 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 124035 14819 X 14819 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 23855 2850 X 800 0 2050
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 1860034 97333 X 57163 0 40170
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 474463 24828 X 22828 0 2000
KT CORP SPONSORED ADR 48268K101 42534 2158 X 75 0 2083
KYOCERA CORP ADR 501556203 60420 1060 X 1060 0 0
LANOPTICS LTD COM M6706C103 7994 1167 X 1167 0 0
LEADING BRANDS INC COM 52170U108 4560 3000 X 3000 0 0
LLOYDS TSB GROUP COM 539439109 78037 2690 X 285 0 2405
LOGITECH INTERNATIONAL ADR 541419107 150713 4003 X 3 0 4000
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 307190 22100 X 22100 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 512771 36890 X 29100 0 7790
MAGNA INTL INC CL A COM 559222401 1326901 19725 X 0 0 19725
MANULIFE FINANCIAL CORP COM 56501R106 1094209 38788 X 37788 0 1000
MANULIFE FINANCIAL CORP COM 56501R106 206808 7331 X 7331 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 3288154 95725 X 92000 0 3725
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 1088552 31690 X 990 0 30700
MATSUSHITA ELEC INDL LTD ADR 576879209 4070 405 X 405 0 0
MATSUSHITA ELEC INDL LTD ADR 576879209 20100 2000 X 2000 0 0
MERCER INTL INC COM 588056101 22250 5000 X 5000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 68585 14500 X 14500 0 0
METHANEX CORP COM 59151K108 161268 15100 X 13100 0 2000
METHANEX CORP COM 59151K108 40584 3800 X 500 0 3300
MFC BANCORP LTD COM NEW 55271X202 44142 5319 X 5319 0 0
MFC BANCORP LTD COM NEW 55271X202 10374 1250 X 0 0 1250
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
MILLEA HOLDINGS INC ADR 60032R106 2115 55 X 55 0 0
MILLENNIUM CHEMICALS INC COM 599903101 160719 16900 X 0 0 16900
MILLENNIUM CHEMICALS INC COM 599903101 609 64 X 64 0 0
MITCHELLS & BUTLERS SPON ADR 60668M108 5261 1277 X 1277 0 0
MITSUBISHI TOKYO FIN ADR 606816106 1237 270 X 270 0 0
MITSUBISHI TOKYO FIN ADR 606816106 6870 1500 X 1500 0 0
MMO2 PLC ADR 55309W101 6729 729 X 729 0 0
MMO2 PLC ADR 55309W101 1846 200 X 200 0 0
MOBILE TELESYSTEMS-SP ADR 607409109 938100 15900 X 15900 0 0
MOBILE TELESYSTEMS-SP ADR 607409109 212400 3600 X 0 0 3600
NABORS INDUSTRIES LTD COM G6359F103 4349921 110041 X 89292 0 20749
NABORS INDUSTRIES LTD COM G6359F103 892192 22570 X 2820 0 19750
NATIONAL GRID COMPANY ADR 636274102 36668 1075 X 1075 0 0
NATIONAL GRID COMPANY ADR 636274102 13132 385 X 385 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 13844 550 X 550 0 0
NATL WESTMINSTER BK PLC PFD SER B 638539700 231564 9200 X 9200 0 0
NATL WESTMINSTER SER C 8.625% PFD 638539882 26360 1000 X 0 0 1000
NATL WESTMINSTER SER C 8.625% PFD 638539882 210880 8000 X 8000 0 0
NEC CORP ADR 629050204 8064 1600 X 1600 0 0
NEWS CORP LTD SPONSORED ADR PFD 652487802 2196760 87695 X 76995 0 10700
NEWS CORP LTD SPONSORED ADR PFD 652487802 707187 28231 X 981 0 27250
NEWS CORPORATION LTD SPONSORED ADR 652487703 216794 7162 X 4818 0 2344
NIPPON TELEG & TEL CORP ADR 654624105 88803 4485 X 3570 0 915
NOBLE CORP COM G65422100 34594706 1008592 X 941968 0 66624
NOBLE CORP COM G65422100 1575845 45943 X 25943 0 20000
NOKIA CORP ADR SERIES A 654902204 45224627 2752564 X 2634676 0 117888
NOKIA CORP ADR SERIES A 654902204 16480489 1003073 X 951663 375 51035
NOMURA HOLDINGS INC ADR 65535H208 82187 6446 X 0 0 6446
NORANDA INC COM 655422103 1933 202 X 202 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 2840 200 X 200 0 0
NORSK HYDRO AS ADR 656531605 66598 1355 X 0 0 1355
NORTEL NETWORKS CORP COM NEW 656568102 1240858 459577 X 53352 0 406225
NORTEL NETWORKS CORP COM NEW 656568102 293590 108737 X 105862 175 2700
NOVA CHEMICALS CORP COM 66977W109 3046 160 X 0 0 160
NOVARTIS AG ADR 66987V109 35324687 887332 X 830158 0 57174
NOVARTIS AG ADR 66987V109 3174688 79746 X 74883 100 4763
NOVO-NORDISK A/S ADR 670100205 199353 5750 X 5750 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 10990 500 X 500 0 0
NUR MACROPRINTERS M75165106 149820 227000 X 227000 0 0
ORBITAL ENGINE CORP SPON ADR 685563405 2070 600 X 600 0 0
ORCKIT COMMUNICATION LTD COM M7531S206 92 10 X 10 0 0
ORIENTAL FINANCIAL GROUP COM 68618W100 10691536 416175 X 393475 0 22700
O2MICRO INTERNATIONAL LTD COM G6797E106 629070 39000 X 0 0 39000
O2MICRO INTERNATIONAL LTD COM G6797E106 1613 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
-----------------------------
PARTNER COMMUNICATIONS LTD ADR 70211M109 4900 1000 X 1000 0 0
PARTNERRE LTD COM G6852T105 1182941 23145 X 0 0 23145
PARTNERRE LTD COM G6852T105 33222 650 X 600 0 50
PCCW LTD SPONS ADR 70454G207 1488 242 X 242 0 0
PEAK INTL LTD COM G69586108 1921500 427000 X 411000 0 16000
PEARSON PLC SPONS ADR 705015105 1229 128 X 128 0 0
PEARSON PLC SPONS ADR 705015105 45600 4750 X 0 0 4750
PENGROWTH ENERGY TRUST COM 706902103 25660 2000 X 500 0 1500
PETRO-CANADA COM 71644E102 11985 300 X 300 0 0
PETRO-CANADA COM 71644E102 15980 400 X 400 0 0
PETROKAZAKHSTAN INC CL A COM 71649P102 31175 2500 X 0 0 2500
PETROLEO BRASILEIRO SA SPON ADR 71654V408 61058 3090 X 3090 0 0
PETROLEO BRASILEIRO SPONS ADR 71654V101 717770 40415 X 65 0 40350
PHARMACEUTICAL HOLDRS TR 71712A206 16180 200 X 0 0 200
PLACER DOME INC COM 725906101 71436 5822 X 5522 0 300
PLACER DOME INC COM 725906101 2661535 216914 X 216914 0 0
POPULAR INC COM 733174106 451072 11704 X 11704 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 217600 3400 X 2600 0 800
POTASH CORP SASKATCHEWAN INC COM 73755L107 24000 375 X 375 0 0
PRECISION DRILLING CORP COM 74022D100 454215 12029 X 9750 0 2279
PRECISION DRILLING CORP COM 74022D100 1352072 35807 X 767 0 35040
PROVIDENT ENERGY TRUST COM 74386K104 8060 1000 X 1000 0 0
PT INDOSAT ADR 715680104 2166 200 X 200 0 0
QIAGEN NV COM N72482107 198859 24490 X 400 0 24090
QLT INC. COM 746927102 6350 500 X 500 0 0
QSOUND LABS INC COM 74728C307 67 46 X 46 0 0
QUEBECOR WORLD INC 748203106 397909 21497 X 21497 0 0
RANDGOLD & EXPL LTD ADR 753009307 1229 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 360525 15180 X 15180 0 0
REED ELSEVIER PLC SPON ADR 758205108 534795 15874 X 15874 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 925422 20330 X 6000 0 14330
RENAISSANCERE HOLDINGS LTD COM G7496G103 1201364 26392 X 8700 0 17692
RESPOL YPF, S.A. COM 76026T205 97230 6013 X 3240 0 2773
REUTERS GROUP PLC-SPONSORED ADR 76132M102 565565 32355 X 31955 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 1086889 62179 X 62079 0 100
ROGERS COMMUNICATIONS INC CL B NV 775109200 151673 9450 X 0 0 9450
ROYAL & SUN ALLIANCE INS GRP ADR 78004V202 17145 1500 X 1500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 268128 6300 X 4300 0 2000
ROYAL BK CDA MONTREAL QUE COM 780087102 127680 3000 X 3000 0 0
ROYAL BK OF SCOT GRP PLC 7.875% PFD 780097820 27600 1000 X 1000 0 0
ROYAL BK SCOTLAND GROUP PFD 780097705 5800 200 X 200 0 0
ROYAL BK SCOTLAND GROUP PFD 780097705 58000 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
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 183808 6400 X 6400 0 0
ROYAL BK SCOTLAND GRP PLC PFD 8.50% 780097804 201040 7000 X 7000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 41630355 892972 X 851394 0 41578
ROYAL DUTCH PETRO NY SHARES COM 780257804 32534606 697868 X 639180 0 58688
RYANAIR HOLDINGS ADR 783513104 408772 9100 X 3900 0 5200
RYANAIR HOLDINGS ADR 783513104 121284 2700 X 2700 0 0
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 24937 1325 X 130 0 1195
SANOFI SYNTHELABO SA ADR 80105N105 73750 2530 X 0 0 2530
SAP AG SPONS ADR 803054204 11112074 380290 X 376140 0 4150
SAP AG SPONS ADR 803054204 854393 29240 X 6640 0 22600
SAPPI LTD SPONSORED ADR 803069202 8645 700 X 700 0 0
SCHLUMBERGER LTD COM 806857108 57150979 1201408 X 1070940 0 130468
SCHLUMBERGER LTD COM 806857108 26479032 556633 X 508401 650 47582
SCOTTISH ANNUITY & LIFE HLDG COM G7885T104 998374 49400 X 0 0 49400
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 60216 2477 X 2477 0 0
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 220881 9086 X 8359 0 727
SERONO SA COM 81752M101 365456 25100 X 3000 0 22100
SERONO SA COM 81752M101 7280 500 X 500 0 0
SHELL TRANS & TRADING PLC ADR 822703609 970905 24364 X 21007 0 3357
SHELL TRANS & TRADING PLC ADR 822703609 642462 16122 X 15222 0 900
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 487825 24700 X 0 0 24700
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 242925 12300 X 0 0 12300
SIEMENS AG SPONS ADR 826197501 226273 4632 X 1910 0 2722
SIEMENS AG SPONS ADR 826197501 109913 2250 X 2250 0 0
SIERRA WIRELESS INC COM 826516106 6230 1000 X 1000 0 0
SILVER STANDARD RESOURCES COM 82823L106 9842 2000 X 2000 0 0
SILVER STANDARD RESOURCES COM 82823L106 1476 300 X 300 0 0
SK TELECOM LTD ADR 78440P108 33741 1789 X 0 0 1789
SK TELECOM LTD ADR 78440P108 18860 1000 X 1000 0 0
SKILLSOFT PLC ADR 830928107 19347 3831 X 0 0 3831
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 600880 10360 X 10360 0 0
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 17400 300 X 300 0 0
SONY CORP ADR 835699307 279384 9978 X 5218 0 4760
SONY CORP ADR 835699307 49560 1770 X 1770 0 0
SOUTHERN PAC PETE N L SPON ADR 843581406 585 100 X 100 0 0
SOUTHERN PAC PETE N L SPON ADR 843581406 1814 310 X 0 0 310
STELMAR SHIPPING LTD COM V8726M103 584850 35000 X 0 0 35000
STMICROELECTRONICS NV-NY SHS COM 861012102 558274 26853 X 9100 0 17753
STMICROELECTRONICS NV-NY SHS COM 861012102 22869 1100 X 1100 0 0
STOLT OFFSHORE SA SPON ADR 861567105 3150 2100 X 0 0 2100
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 650710 57636 X 57636 0 0
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 28214 2499 X 2499 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 1148394 55291 X 53313 0 1978
SUN LIFE FINL SVCS CDA INC COM 866796105 454738 21894 X 21894 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
-----------------------------
SUNCOR ENERGY INC COM 867229106 20625 1100 X 600 0 500
SUNCOR ENERGY INC COM 867229106 3750 200 X 200 0 0
SYNGENTA AG SPONS ADR 87160A100 1349 133 X 133 0 0
TAIWAN SEMICONDUCTOR ADR 874039100 1502686 149076 X 130767 0 18309
TAIWAN SEMICONDUCTOR ADR 874039100 465998 46230 X 1520 0 44710
TALISMAN ENERGY INC COM 87425E103 334705 7300 X 0 0 7300
TARO PHARMACEUTICAL INDS LTD COM M8737E108 4578496 83200 X 76300 0 6900
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 16800 21000 X 21000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 643500 15000 X 0 0 15000
TELE DANMARK A/S SPON ADR 87236N102 9090 600 X 600 0 0
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 4684 170 X 170 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 10572 434 X 334 0 100
TELECOM CORP NEW ZEALAND LTD 879278208 17296 710 X 510 0 200
TELECOM ITALIA SPA ADR 87927W106 64989 717 X 90 0 627
TELEFONICA DE ARGENTINA SPON ADR 879378404 27398 2854 X 2854 0 0
TELEFONICA DE ESPANA ADR 879382208 302902 8762 X 5527 0 3235
TELEFONICA DE ESPANA ADR 879382208 223944 6478 X 6478 0 0
TELEFONICA DEL PERU S A SPON ADR 879384204 2283 801 X 801 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 6145061 195578 X 190511 0 5067
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 257644 8200 X 7450 0 750
TELENORTE LESTE PARTICIP ADR 879246106 175 15 X 15 0 0
TERRA NETWORKS SA SPONSORED 88100W103 6072 1012 X 1012 0 0
TERRA NETWORKS SA SPONSORED 88100W103 510 85 X 85 0 0
TESCO CORP COM 88157K101 72000 7500 X 7500 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 34746839 610665 X 573100 0 37565
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 1438432 25280 X 7010 0 18270
THOMSON 885118109 41715 2700 X 0 0 2700
THOMSON 885118109 15450 1000 X 1000 0 0
THOMSON CORP COM 884903105 126 4 X 4 0 0
TORONTO DOMINION BK COM 891160509 16668 600 X 600 0 0
TORONTO DOMINION BK COM 891160509 133900 4820 X 4820 0 0
TOTAL S A ADR 89151E109 2179023 28747 X 22265 0 6482
TOTAL S A ADR 89151E109 273865 3613 X 3176 0 437
TOYOTA MOTOR CORP ADR 2 892331307 109350 2111 X 500 0 1611
TOYOTA MOTOR CORP ADR 2 892331307 75110 1450 X 1450 0 0
TRANSCANADA CORP COM 89353D107 6571 374 X 374 0 0
TRANSCANADA CORP COM 89353D107 14056 800 X 0 0 800
TRANSOCEAN INC COM G90078109 14047486 639394 X 603123 0 36271
TRANSOCEAN INC COM G90078109 805838 36679 X 33800 0 2879
TYCO INTL LTD NEW COM 902124106 20701429 1090697 X 979577 0 111120
TYCO INTL LTD NEW COM 902124106 8221984 433192 X 346275 100 86817
UBS AG REG COM H8920M855 177003 3195 X 945 0 2250
UBS AG REG COM H8920M855 131076 2366 X 2366 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
-----------------------------
ULTRA PETE CORP COM 903914109 360254 27905 X 27905 0 0
ULTRA PETE CORP COM 903914109 161375 12500 X 12500 0 0
UNIBANCO-UNIAO DE BRANCOS ADR 90458E107 3175 185 X 185 0 0
UNILEVER NV NY SHARES COM 904784709 3313764 61366 X 41961 0 19405
UNILEVER NV NY SHARES COM 904784709 2075706 38439 X 32682 0 5757
UNILEVER PLC SPONSORED ADR 904767704 1060648 33042 X 300 0 32742
UNILEVER PLC SPONSORED ADR 904767704 385200 12000 X 12000 0 0
UNITED BUSINESS MEDIA SPON ADR 90969M101 250 50 X 50 0 0
UNITED MICROELECTRONICS CORP ADR 910873207 1358 362 X 362 0 0
UPM KYMMENE CORP ADR 915436109 46007 3162 X 0 0 3162
UPM KYMMENE CORP ADR 915436109 11640 800 X 800 0 0
VELCRO INDS N V COM 922571104 22576 2000 X 2000 0 0
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 71437 3874 X 0 0 3874
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 7376 400 X 400 0 0
VODAFONE GROUP PLC ADR NEW 92857W100 15388229 783116 X 741018 0 42098
VODAFONE GROUP PLC ADR NEW 92857W100 13231504 673359 X 592914 0 80445
VOLVO AKTIEBOLAGET ADR B 928856400 59643 2700 X 2700 0 0
W HOLDING CO INC COM 929251106 1336680 79000 X 78400 0 600
W P STEWART & CO LTD COM G84922106 652960 29150 X 0 0 29150
WEATHERFORD INTERNATIONAL LTD COM G95089101 1424265 33992 X 14502 0 19490
WEATHERFORD INTERNATIONAL LTD COM G95089101 8380 200 X 0 0 200
WILLBROS GROUP INC COM 969199108 57353 5520 X 5520 0 0
WILLIS GROUP HOLDINGS LTD COM G96655108 1171114 38085 X 0 0 38085
WIPRO LTD ADR 97651M109 11525 500 X 500 0 0
WPP GROUP PLC ADR 929309300 67077 1674 X 18 0 1656
WPP GROUP PLC ADR 929309300 13383 334 X 334 0 0
XCELERA INC COM G31611109 795 500 X 500 0 0
XL CAP LTD CL A COM G98255105 4546740 54780 X 27695 0 27085
XL CAP LTD CL A COM G98255105 328597 3959 X 3551 0 408
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 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
--------------------------
ALLTEL CORP 7.75% CONV PFD 020039822 14925 300 X N.A. N.A. N.A.
APARTMENT INVEST CONV CL P FLT RT PF 03748R861 8617 341 X N.A. N.A. N.A.
CABCO -J C PENNEY 7.625% PFD 126797208 11990 500 X N.A. N.A. N.A.
CINCINNATI BELL 6.75% SER B CONV PFD 171871403 6128 150 X N.A. N.A. N.A.
CINCINNATI BELL 6.75% SER B CONV PFD 171871403 4085 100 X N.A. N.A. N.A.
CITYFED FINANCIAL CORP PFD 178762407 0 9 X N.A. N.A. N.A.
MIRANT TR I CONV SER A 6.25% PFD 60467Q102 37816 2115 X N.A. N.A. N.A.
MIRANT TR I CONV SER A 6.25% PFD 60467Q102 1788 100 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
-----------------------------
ALLIED WASTE INDS 6.25% CONV PFD 019589605 21132 360 X N.A. N.A. N.A.
BAXTER INTL INC 7.00% CONV PFD 071813406 85785 1750 X N.A. N.A. N.A.
BAXTER INTL INC 7.00% CONV PFD 071813406 98040 2000 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 9150 200 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 32700 1500 X N.A. N.A. N.A.
EMMIS COMM CORP SER A 6.25% PFD 291525202 7590 165 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 284533 5725 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 26637 1045 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 160765 3700 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 82555 1900 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 40000 200 X N.A. N.A. N.A.
FRONTLINE COMMUN 4.00% CONV PFD 35921T207 680 400 X N.A. N.A. N.A.
GENERAL MTRS CONV 5.25% PFD 370442733 89600 4000 X N.A. N.A. N.A.
GENERAL MTRS CORP CONV 4.50% PFD 370442741 122250 5000 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 55500 1500 X N.A. N.A. N.A.
PERINI CORP PFD CONV $2.125 713839306 50000 2000 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 2480 31 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 562029 11031 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 40352 792 X N.A. N.A. N.A.
SINCLAIR BROADCAST GRP SER 6.00% PFD 829226505 16875 375 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 18600 124 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 47700 318 X N.A. N.A. N.A.
UTD FIRE & CASUALTY 6.375% CONV PFD 910331305 3863400 137000 X N.A. N.A. N.A.
WESTPORT RES CORP 6.50% CONV PFD 961418209 2530 100 X N.A. N.A. N.A.
WHX CORP PFD 929248201 2525 500 X N.A. N.A. N.A.
WYETH $2.00 CONV PFD 983024209 55200 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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - FOREIGN
-------------------------
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 945547 36706 X N.A. N.A. N.A.
ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 706880 27441 X N.A. N.A. N.A.
ROYAL BK OF SCOTLAND SER J 8.50% PFD 780097853 87804 3240 X N.A. N.A. N.A.
ROYAL BK OF SCOTLAND SER J 8.50% PFD 780097853 27100 1000 X N.A. N.A. N.A.
ROYAL BK OF SCOTLAND 8.8889% PFD 780097861 40560 1500 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 75301 2675 X N.A. N.A. N.A.
ROYAL BK SCOTLAND GROUP PLC PFD 780097606 129490 4600 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
---------------
CITIGROUP GBL MKTS 3.00% 8/22/08 * 173073AA5 237500 250000 X N.A. N.A. N.A.
MICROSTRATEGY INC 7.50% 6/24/07 * 594972AA9 11948 10300 X N.A. N.A. N.A.
MICROSTRATEGY INC 7.50% 6/24/07 * 594972AA9 4756 4100 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
--------------------------
AMER TOWER CORP CONV 6.25% 10/15/09 029912AB8 13875 15000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 773300 760000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 274725 270000 X N.A. N.A. N.A.
BATTLE MTN GOLD CO 6.00% 1/04/05 071593AA5 110688 110000 X N.A. N.A. N.A.
BEA SYS INC 4.00% 12/15/06 073325AD4 265031 275000 X N.A. N.A. N.A.
CALPINE CORP CONV 4.00% 12/26/06 131347BA3 13500 15000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 20850 30000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 194600 280000 X N.A. N.A. N.A.
CIENA CORP CONV 3.75% 2/01/08 171779AA9 249000 300000 X N.A. N.A. N.A.
COX COMM INC CONV FLT RT 4/19/20 224044AX5 299250 600000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 17500 50000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 17500 50000 X N.A. N.A. N.A.
DEVON ENERGY CORP 4.90% 8/15/08 25179MAA1 12240 12000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 4.875% 1/01/07 278762AD1 198500 200000 X N.A. N.A. N.A.
GENZYME CORP CONV 3.00% 5/15/21 372917AK0 249375 250000 X N.A. N.A. N.A.
HCC INSURANCE CONV 2.00% 9/01/21 404132AA0 12059 11000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 4550 5000 X N.A. N.A. N.A.
INCO LTD 7.75% 3/15/16 453258AH8 44440 44000 X N.A. N.A. N.A.
INTERPUBLIC GRP CO 1.87% 6/01/06 460690AJ9 261375 300000 X N.A. N.A. N.A.
IVAX CORP 4.50% 5/15/08 465823AG7 232800 240000 X N.A. N.A. N.A.
JUNIPER NETWORKS 4.75% 3/15/07 48203RAA2 9438 10000 X N.A. N.A. N.A.
LIBERTY MEDIA CORP 4.00% 11/15/29 530715AG6 219725 340000 X N.A. N.A. N.A.
LOEWS CORP 3.125% 9/15/07 540424AL2 79688 85000 X N.A. N.A. N.A.
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 19700 20000 X N.A. N.A. N.A.
MFC BANCORP CONV 8.00% 4/01/08 55271XAA1 55296 57600 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 71438 75000 X N.A. N.A. N.A.
PENN TREATY AMER 6.25% 10/15/08 707874AE3 7820 8000 X N.A. N.A. N.A.
PENN TREATY AMER CONV 6.25% 10/15/08 707874AD5 14663 15000 X N.A. N.A. N.A.
RICHARDSON CONV SF 7.25% 12/15/06 763165AB3 6020 7000 X N.A. N.A. N.A.
RICHARDSON ELEC CONV 8.25% 6/15/06 763165AC1 30938 33000 X N.A. N.A. N.A.
SERVICE CORP INT CONV 6.75% 6/22/08 817565AU8 15319 15000 X N.A. N.A. N.A.
SILICON GRAPHICS INC 5.25% 9/01/04 827056AC6 96563 125000 X N.A. N.A. N.A.
TYCO INTL CONV 3.125% 1/15/23 902118BE7 32850 30000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 6458 7000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 11070 12000 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 84409 15100 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 310659 55574 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 38733 5440 X N.A. N.A. N.A.
ABERDEEN GLOBAL INCOME FUND * 003013109 1668 138 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 53097 5595 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 153311 16155 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 54928 4651 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 79328 6717 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD * 01852M108 58920 4000 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 51176 4254 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 306067 25442 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 12000 1200 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 7249 528 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 12940 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 17210 1330 X N.A. N.A. N.A.
AMEX ENERGY SELECT SPDR FD * 81369Y506 24050 1000 X N.A. N.A. N.A.
ASA LTD COM * 002050102 66818 1770 X N.A. N.A. N.A.
ASA LTD COM * 002050102 150623 3990 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 18685 1850 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 20200 2000 X N.A. N.A. N.A.
BANCROFT CONVERTABLE FD * 059695106 2299 116 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 55463 450 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 12325 100 X N.A. N.A. N.A.
BLACKROCK ADVANTAGE TERM TR INC FD * 09247A101 13079 1100 X N.A. N.A. N.A.
BLACKROCK FL INSD MUN 2008 TERM TR * 09247H106 157605 9500 X N.A. N.A. N.A.
BLACKROCK FLORIDA INSD MUNI FD * 09250G102 107778 7100 X N.A. N.A. N.A.
BLACKROCK INCOME OPPORTUNITY TRUST * 092475102 1177761 102325 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 30952 3918 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 243051 30766 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 41292 3600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 44475 2500 X N.A. N.A. N.A.
BLACKROCK INSD MUNI INCOME TR FD * 092479104 337418 22600 X N.A. N.A. N.A.
BLACKROCK INVT QUALITY TERM TR INC * 09247J102 27347 2900 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 118517 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 78540 7000 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 342650 24598 X N.A. N.A. N.A.
BLACKROCK PFD OPPORTUNITY TR FD * 09249V103 293685 11738 X N.A. N.A. N.A.
BLACKROCK PFD OPPORTUNITY TR FD * 09249V103 13761 550 X N.A. N.A. N.A.
BLACKROCK STRATEGIC BOND TR FD * 09249G106 25157 1666 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC * 095333100 182909 31700 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 29900 2000 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 9440 1000 X N.A. N.A. N.A.
CALAMOS CONVERTIBLE OPP & INC FUND * 128117108 519837 28206 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
----------------------
CENTRAL SECURITIES CORP * 155123102 48170 2546 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 3099 134 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 34695 1500 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 501 177 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 19354 6839 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 47654 2734 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 3904 224 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 48411 7391 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 83244 12709 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB * 195762109 37878 4256 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 37601 3488 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 22 2 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 31914 5400 X N.A. N.A. N.A.
CONS DISCRY SELECT SECTR SPDR FD * 81369Y407 40635 1500 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 7754 1055 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 33228 3900 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 89460 10500 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD V * 219931102 30035 2001 X N.A. N.A. N.A.
CP HOLDRS FD * 12616K106 50500 1000 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 15629 3420 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 25903 5374 X N.A. N.A. N.A.
DEBT STRATEGIES FD INC * 24276Q109 47291 6975 X N.A. N.A. N.A.
DELAWARE INVESTMENTS DIV & INC FD * 245915103 208728 16118 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 531184 48867 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 220607 20295 X N.A. N.A. N.A.
DREYFUS HIGH YIELD STRATEGIES FD * 26200S101 2465 500 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 10912 1100 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 84320 8500 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 12036 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 36068 4048 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 129346 14517 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 27713 2763 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 153008 15255 X N.A. N.A. N.A.
DTF TAX-FREE INCOME INC FD * 23334J107 237162 14330 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 37725 2500 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 36744 2435 X N.A. N.A. N.A.
EASTERN AMERN NAT GAS TR SPRS RCT UT * 276217106 11693 550 X N.A. N.A. N.A.
EATON VANCE INSD MA MUN BD FD CL I * 27828K108 5740 350 X N.A. N.A. N.A.
EATON VANCE INSURED NEW YORK FD * 27827Y109 293600 20000 X N.A. N.A. N.A.
EATON VANCE MUNICIPAL INCOME * 27826U108 61661 4070 X N.A. N.A. N.A.
EATON VANCE NJ MUNICIPAL INC CL B * 27826V106 155484 9999 X N.A. N.A. N.A.
EATON VANCE SENIOR INCOME FUND * 27826S103 67337 7549 X N.A. N.A. N.A.
EUROPE FD INC * 29874M103 248 30 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
----------------------
EUROPEAN WARRANT FUND INC * 298792102 594 300 X N.A. N.A. N.A.
FIRST FINANCIAL FUND INC * 320228109 39073 2529 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 21175 1375 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD * 86330E885 26600 380 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 17216 3200 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 26429 3538 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 207502 27778 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 2093 270 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 4356 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 22295 2320 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 5218 543 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 257991 9402 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 56526 3430 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 35893 2044 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 30519 1738 X N.A. N.A. N.A.
H & Q LIFE SCIENCES INVS * 404053100 6108 408 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 54165 3450 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 86350 5500 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 29678 1420 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 19542 935 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 59895 4500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID CL I * 41013Q101 82743 9043 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID CL I * 41013Q101 204109 22307 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT SELECT DIVID TR * 41013U102 7419 504 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD * 41013W108 25890 1000 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD * 41013W108 37256 1439 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD II * 41013X106 48156 1850 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD II * 41013X106 28633 1100 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 15259 2051 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 65472 8800 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC * 429904105 12465 2250 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 19680 2000 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 4920 500 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 67448 9316 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 199035 13549 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 4495 306 X N.A. N.A. N.A.
INTERMEDIATE MUNI FD INC COM * 45880P104 11048 1107 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 3102 100 X N.A. N.A. N.A.
INVESTMENT GRADE MUN INCOME FD * 461368102 57389 3693 X N.A. N.A. N.A.
ISARES RUSSELL MIDCAP INDEX FD * 464287499 90542 1620 X N.A. N.A. N.A.
ISHARES DJ U S HEALTHCARE SEC * 464287762 37980 697 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 92568 1900 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 61874 1270 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 DJ US FINANCIAL SVCS FD * 464287770 11608 130 X N.A. N.A. N.A.
ISHARES DOW JONES U S FINL SECTOR * 464287788 98692 1295 X N.A. N.A. N.A.
ISHARES DOW JONES U S UTILS SECTOR * 464287697 6775 125 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS TECH INDEX FD * 464287549 18980 520 X N.A. N.A. N.A.
ISHARES GS$ INVESTOP CORP BD FD * 464287242 1604820 14000 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD * 464286699 45955 3500 X N.A. N.A. N.A.
ISHARES MSCI BRAZIL FREE INDEX FD * 464286400 6366 600 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 57404 530 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 125315 1157 X N.A. N.A. N.A.
ISHARES MSCI EMU INDEX FUND * 464286608 9800 200 X N.A. N.A. N.A.
ISHARES MSCI EMU INDEX FUND * 464286608 9800 200 X N.A. N.A. N.A.
ISHARES MSCI FRANCE * 464286707 75900 4600 X N.A. N.A. N.A.
ISHARES MSCI HONG KONG INDEX FD * 464286871 5355 700 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 23524 400 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 5881 100 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD * 464286673 3381 700 X N.A. N.A. N.A.
ISHARES MSCI SOUTH KOREA INDEX FD * 464286772 8996 450 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 1351350 28600 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 36666 776 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 866764 6740 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 36908 287 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 * 464287689 1911 35 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 129311 2450 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 79170 1500 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400 FD * 464287507 1646688 17153 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 44603 502 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD * 464287879 36675 450 X N.A. N.A. N.A.
ISHARES S & P 100 INDEX FUND * 464287101 75305 1525 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 11385405 116439 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 228512 2337 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 98467 963 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD * 464287887 175200 2400 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD * 464287804 1225887 11180 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 1647139 18528 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 177800 2000 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD * 464287564 58338 650 X N.A. N.A. N.A.
ISHARES TR DJ US REAL ESTATE FD * 464287739 25380 300 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 5024 75 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 15743 235 X N.A. N.A. N.A.
ISHARES TR RUSSELL 1000 GRWTH INDX * 464287614 20525 500 X N.A. N.A. N.A.
ISHARES TR S & P GLOBAL 100 INDEX FD * 464287572 34216 700 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 17272 400 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 215900 5000 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 TRUST DOW JONES TECH * 464287721 5792 150 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 19305 500 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 26113 2954 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 4019 351 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 45680 5537 X N.A. N.A. N.A.
LINCOLN NATL INCOME FD INC * 534217104 5700 400 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 105850 7152 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 26005 3500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 14749 1985 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 2591 504 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 44636 8684 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 28834 2660 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 414316 38221 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 72520 7000 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 281264 27149 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 209045 9678 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 520387 24092 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 26520 3000 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2652 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 345015 49500 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 75557 10322 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 129871 17742 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 34815 5500 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 37347 5900 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 93236 12046 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 345617 3940 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 219300 2500 X N.A. N.A. N.A.
MORGAN STANLEY ASIA-PACIFIC FUND INC * 61744U106 106503 13100 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND * 616988101 21760 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744G107 10403 1067 X N.A. N.A. N.A.
MORGAN STANLEY GOVT. INCOME TR * 61745P106 44112 4800 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES * 61745P874 11277 700 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD * 61745P791 77048 5079 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI BOND FD * 61745P817 5162 335 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI SEC FD * 61745P833 5936 400 X N.A. N.A. N.A.
MORGAN STANLEY NY QUAL MUNI SEC FD * 61745P528 132155 9333 X N.A. N.A. N.A.
MORGAN STANLEY PREMIUM INCOME TR FD * 61745P429 17521 1860 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD * 61745P734 193026 13131 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD * 61745P585 5780 400 X N.A. N.A. N.A.
MUNICIPAL ADVANTAGE FD INC * 626189104 4266 300 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 29161 3696 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5550 500 X N.A. N.A. N.A.
MUNIHOLDINGS FD II INC * 625935101 18796 1334 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
----------------------
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 138780 9000 X N.A. N.A. N.A.
MUNIHOLDINGS FUND INC * 62625H107 24240 1600 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 51984 3800 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 27305 1996 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 26320 1750 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 18063 1201 X N.A. N.A. N.A.
MUNIHOLDINGS NY INS FUND * 625931100 39906 2700 X N.A. N.A. N.A.
MUNIINSURED FD INC * 626245104 10670 1100 X N.A. N.A. N.A.
MUNIVEST FD II INC * 62629P105 24193 1638 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 105562 11266 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 62592 6680 X N.A. N.A. N.A.
MUNIYIELD CALIFORNIA INSURED FD INC * 62629L104 144700 10000 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 36652 2719 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 16230 1204 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 206510 13640 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 236653 15631 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD * 62630J106 63000 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 5073 334 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 96198 6333 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 118620 7541 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 57419 4119 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 39032 2800 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 3843 300 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 52388 3516 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 5960 400 X N.A. N.A. N.A.
MVC CAPITAL FD * 553829102 8470 1000 X N.A. N.A. N.A.
NEUBERGER BERMAN INTER MUN FD INC * 64124P101 74550 5044 X N.A. N.A. N.A.
NEW AMER HIGH INCOME FD * 641876107 23846 10839 X N.A. N.A. N.A.
NEW IRELAND FD INC * 645673104 150 13 X N.A. N.A. N.A.
NICHOLAS-APPLEGATE CONV & INC FD * 65370F101 24840 1656 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 86622 5933 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 64196 4397 X N.A. N.A. N.A.
NUVEEN CA INVT QUALITY MUN FD INC * 67062A101 63080 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 57285 3350 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 303799 17766 X N.A. N.A. N.A.
NUVEEN CONNECTICUT DVD ADV FUND 3 * 67071Y108 22485 1500 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADV MUNI FUND 3 * 67070X101 10599 734 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * 67066V101 26775 1700 X N.A. N.A. N.A.
NUVEEN DVD ADV MUNI FD 2 * 67070F100 11067 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 34362 2070 X N.A. N.A. N.A.
NUVEEN INS TAX-FREE ADV MUNICIPAL FD * 670657105 385950 24900 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 252931 15642 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 135117 8356 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 INSD PREM INCOME MUN FD 2 * 6706D8104 65076 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 80842 5466 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 101482 5966 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 17010 1000 X N.A. N.A. N.A.
NUVEEN INSURED FLORIDA PREMIUM INC * 67101V108 8610 500 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 48713 3007 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 8100 500 X N.A. N.A. N.A.
NUVEEN MD PREMIUM INC MUNI FD * 67061Q107 32820 2000 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 96450 6430 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 100950 6730 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 417040 26196 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 211179 13265 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 10800 1000 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 153063 16180 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 1014632 107255 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 89262 5400 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 56736 3600 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 154263 8815 X N.A. N.A. N.A.
NUVEEN NJ DVD ADV MUNI FD * 67069Y102 32803 2144 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 523358 32833 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 722369 45318 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 8066 501 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 48300 3000 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 33635 3500 X N.A. N.A. N.A.
NUVEEN NY SELECT QUALITY MUN FD INC * 670976109 17820 1100 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 41626 2600 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 147996 9244 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 19168 1198 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 27612 1800 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 402890 26264 X N.A. N.A. N.A.
NUVEEN PFD & CONV INCOME FD * 67073B106 262712 16993 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 810357 53666 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 99126 7359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 82867 6152 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 16600 1000 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 47941 2888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 15635 1010 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 139413 9006 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 12712 838 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 255781 16861 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 72300 4766 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 453553 29898 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD * 67071S101 75891 4779 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD * 67071S101 47640 3000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
----------------------
NUVEEN QUALITY PREFERRED II FUND * 67072C105 23775 1500 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 30100 1780 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 42275 2500 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 88068 5715 X N.A. N.A. N.A.
NUVEEN SELECT T/F INC III FD * 67063X100 13838 1016 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 39283 2820 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 193320 13500 X N.A. N.A. N.A.
OIL SERVICE HOLDERS TRUST * 678002106 73684 1225 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 51969 6330 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 21671 1052 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 117420 5700 X N.A. N.A. N.A.
PIMCO CORP OPPORTUNITY FD * 72201B101 27155 1628 X N.A. N.A. N.A.
PIMCO CORP OPPORTUNITY FD * 72201B101 16680 1000 X N.A. N.A. N.A.
PIMCO HIGH INCOME FUND * 722014107 22185 1500 X N.A. N.A. N.A.
PIMCO HIGH INCOME FUND * 722014107 591600 40000 X N.A. N.A. N.A.
PIMCO MUNI INCOME FD III * 72201A103 243540 16500 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 II * 72200W106 35293 2375 X N.A. N.A. N.A.
PIMCO RCM STRAT GLOBAL GOVT FD * 72200X104 117900 10000 X N.A. N.A. N.A.
PIONEER INTEREST SHARES INC FUND * 723703104 5850 500 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 70309 26333 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS * 743590101 3255 500 X N.A. N.A. N.A.
PUTNAM HIGH INCOME BOND FUND * 746779107 12032 1600 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 2597 150 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 5193 300 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 17975 2500 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 7190 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 23520 2000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 37632 3200 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 8020 1000 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7619 950 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 16464 2472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 139860 21000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 7521 1166 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 268984 41703 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 90636 6940 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 13060 1000 X N.A. N.A. N.A.
PUTNAM NY INVT GRADE MUNI FD * 746921105 10981 875 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 76159 11487 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 586 60 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 157199 10522 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 27086 1813 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 71487 6681 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 76205 7122 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 HIGH INCOME FD II COM * 794907105 71520 6000 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 25771 2162 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC * 79547Q106 10660 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC * 79548T109 77500 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 56013 5153 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 7935 730 X N.A. N.A. N.A.
SALOMON BROTHERS EMERG INC MKT FD II * 794910109 22963 1536 X N.A. N.A. N.A.
SALOMON BROTHERS MUNI PARTNERS II FD * 794918102 5568 400 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 4254 600 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 24386 3667 X N.A. N.A. N.A.
SCUDDER INTER GOVT TR * 811163104 891 125 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR * 81118Q101 33384 3900 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR * 81118R604 24800 2000 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 74400 8000 X N.A. N.A. N.A.
SCUDDER RREEF REAL ESTATE FD * 81119Q100 49650 3000 X N.A. N.A. N.A.
SECTOR SPDR TECHNOLOGY SELECT INDEX * 81369Y803 21338 1250 X N.A. N.A. N.A.
SECTOR SPDR TECHNOLOGY SELECT INDEX * 81369Y803 28763 1685 X N.A. N.A. N.A.
SELIGMAN QUALITY MUNI FD * 816343107 119693 8919 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 20825 3500 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 2678 450 X N.A. N.A. N.A.
SMALLCAP FUND * 831680103 9360 1000 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 10360 200 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 172649 3333 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 880 100 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 81492 5555 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 96265 6562 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 6793 650 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 12895 1234 X N.A. N.A. N.A.
TCW / DW TERM TR 2003 * 87234U108 922389 87100 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 61312 12935 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 24648 5200 X N.A. N.A. N.A.
TELECOM HOLDRS TR * 87927P200 5466 200 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 7178 550 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 7830 600 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 112000 10000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 12180 1000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 11571 950 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 35884 3592 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 29970 3000 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 23546 2875 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 25143 3070 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 22259 1506 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 199175 13476 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
----------------------
UTILITIES SELECT SECTOR SPDR FD * 81369Y886 17696 800 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD * 920934106 17100 1000 X N.A. N.A. N.A.
VAN KAMPEN ADV MUNI INCOME II FD * 92112K107 14630 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 334282 20235 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 59472 3600 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 26685 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR * 920919107 24080 1600 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 58162 2972 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 7056 1800 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 60235 3500 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 58514 3400 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 14760 1000 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 16546 1121 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 15456 1600 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 16721 1731 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL OPPORTUNITY TR * 920935103 80746 4700 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 66000 4000 X N.A. N.A. N.A.
VAN KAMPEN NY VALUE MUN INCOME TR * 92112Q104 9750 600 X N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUN TR * 920924107 28917 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 10231 1300 X N.A. N.A. N.A.
VAN KAMPEN TR/INVT GRD FL MUNI FD * 920932100 35000 2000 X N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL * 920928108 26745 1500 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 546000 33600 X N.A. N.A. N.A.
VAN KAMPEN VALUE MUNICIPAL INCOME TR * 921132106 51408 3400 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 10702 1953 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 68068 11086 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 19110 875 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 8190 375 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
-----------------
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 337 95 X N.A. N.A. N.A.
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 710 200 X N.A. N.A. N.A.
CITIGROUP INC LITIGTN WTS 12/31/50 * 172967127 2397 2350 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 2460 16400 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 514 3425 X N.A. N.A. N.A.
HARMONY GOLD MINING WTS 6/29/03 * 413216110 385 50 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 50 226 X N.A. N.A. N.A.
MICROSTRATEGY INC WTS 6/24/07 * 594972119 22 98 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 23920 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 623 185 X N.A. N.A. N.A.
TOTAL S.A. ADR WTS * F9212D142 18328 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 600608 16455 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 2224967 60958 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P * 02364V107 14469 2018 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 3588 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 6150 500 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 16261 1322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 23109 875 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 152518 5775 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 580852 14795 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 914758 23300 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 302400 10800 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 156800 5600 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 160226 3345 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 491358 10258 X N.A. N.A. N.A.
ENTERPRISE PRODS PARTNERS L P * 293792107 38301 1700 X N.A. N.A. N.A.
ENTERPRISE PRODS PARTNERS L P * 293792107 1734810 77000 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 44544 1964 X N.A. N.A. N.A.
GENESIS ENERGY L P * 371927104 3030 500 X N.A. N.A. N.A.
GULFTERRA ENERGY PARTNERS LP * 40274U108 157630 4199 X N.A. N.A. N.A.
GULFTERRA ENERGY PARTNERS LP * 40274U108 390416 10400 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 1414 14 X N.A. N.A. N.A.
HERITAGE PROPANE PARTNERS L P * 426918108 25560 800 X N.A. N.A. N.A.
INERGY LP * 456615103 77720 2000 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 66849 1535 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 87100 2000 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 983574 24888 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 2328597 58922 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 22200 400 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 52170 940 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 303710 10040 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 169088 4050 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 2317125 55500 X N.A. N.A. N.A.
PACIFIC ENERGY PARTNERS LP * 69422R105 646250 25000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 1008 800 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 2283 1812 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 31480 1000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 1479560 47000 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 55145 2510 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P * 864482104 194046 6625 X N.A. N.A. N.A.
SUNOCO LOGISTICS PARTNERS L P * 86764L108 7445 250 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 44220 1500 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 147400 5000 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 152988 4180 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 2466840 67400 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
--------------------
VALERO LP * 91913W104 13038 300 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
GRANTOR TRUST INTEREST
----------------------
CITY INVESTING LIQUIDATING TR * 177900107 1490 780 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 39125 500 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 15650 200 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 640 207 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 773 250 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 5336 200 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR * 798241105 283072 15770 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 186800 4000 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 70050 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 1160558 12908 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I * 252787106 252467 2808 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 275643 3403 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 567243 7003 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 4219266 140877 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 404774 13515 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 67645386 692875 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 4320420 44253 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 1901250 42250 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 28170 1000 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 84510 3000 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 129525 5500 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 2198243 110409 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 473460 23780 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 1527071 44135 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 133556 3860 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 992400 41350 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 122760 5115 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 79667 3070 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 51900 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 1971 300 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 6570 1000 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 1545316 36241 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 59483 1395 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 39760 1400 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 1804560 41200 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 624150 14250 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 12310 500 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 78518 2365 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 109560 3300 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 157275 4500 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 606977 17367 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 844598 30175 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 128754 4600 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 489456 17600 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 70526 2536 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 60200 1400 X N.A. N.A. N.A.
CENTERPOINT PROPERTIES TRUST * 151895109 1010625 16500 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 7398 250 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 1086355 26950 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 238031 5905 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 591192 16800 X N.A. N.A. N.A.
CORNERSTONE RLTY INCOME TR REIT * 21922V102 8041 1100 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 4366247 257900 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 208239 12300 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT * 22025E104 14000 500 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT * 22025E104 30800 1100 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 141102 8495 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 81389 4900 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 42960 4000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 255050 8968 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 170924 6010 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
-----------------------------
DUKE REALTY CORP * 264411505 1513377 54932 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 898075 32598 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 109080 4040 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 73872 2736 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 282469 9825 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 20125 700 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 6010 871 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 34500 5000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 15729219 582348 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 5505475 203831 X N.A. N.A. N.A.
EQUITY ONE REIT * 294752100 57154 3485 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 3231164 124515 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 386396 14890 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM * 297178105 801500 14000 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 77376 2418 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 36800 1150 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 483680 16000 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 2953037 47294 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 885087 14175 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 51520 2300 X N.A. N.A. N.A.
GREAT LAKES REIT INC COM * 390752103 16000 1000 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 77836 6100 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 2260008 53365 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 157330 3715 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 134200 4400 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 6781718 232649 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 329687 11310 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2029478 91008 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 1868406 83785 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 511191 14506 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 884524 25100 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 219063 7010 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 318750 10200 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 10120 1100 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 115920 12600 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 137268 5400 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 18811 740 X N.A. N.A. N.A.
INNKEEPERS USA TRUST * 4576J0104 3125280 459600 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 3063810 83940 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 269918 7395 X N.A. N.A. N.A.
JAMESON INNS INC COM * 470457102 11200 4000 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 4581500 166600 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 55000 2000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
-----------------------------
KIMCO REALTY CORP * 49446R109 1901329 50167 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 227400 6000 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 55136 3200 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 7030 408 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 2586 600 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 44340 3000 X N.A. N.A. N.A.
LEXINGTON CORPORATE PPTYS TR COM * 529043101 54870 3100 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 1107892 32020 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 292370 8450 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 2214947 63050 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 2031041 57815 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 145520 4000 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 213914 5880 X N.A. N.A. N.A.
MANUFACTURED HOME CMNTYS INC * 564682102 407276 11600 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 54020 2000 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 1783 66 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 132613 6333 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 86819 5450 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 15930 1000 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 117681 5512 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 108885 5100 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 865700 22000 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 6847 174 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 2246 75 X N.A. N.A. N.A.
PITTSBURGH & W VA RR * 724819107 8800 1000 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 2826085 108905 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 3801026 146475 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 111300 4200 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 383872 12800 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 41986 1400 X N.A. N.A. N.A.
PROLOGIS SHS BEN INT REIT * 743410102 2823093 103410 X N.A. N.A. N.A.
PROLOGIS SHS BEN INT REIT * 743410102 117390 4300 X N.A. N.A. N.A.
PS BUSINESS PKS INC CALIF REIT * 69360J107 72012 2040 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 1362556 40229 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 34209 1010 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 16566 711 X N.A. N.A. N.A.
REALTY INCOME CORP COM * 756109104 8873 233 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 9585 450 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 331674 15900 X N.A. N.A. N.A.
REDWOOD TR INC REIT * 758075402 31928 800 X N.A. N.A. N.A.
REGENCY CTRS CORP COM * 758849103 1742004 49800 X N.A. N.A. N.A.
REGENCY CTRS CORP COM * 758849103 34980 1000 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 101455 8235 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 12320 1000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
-----------------------------
SAUL CENTERS INC REIT * 804395101 102400 4000 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 12068 890 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC * 821374105 244 8 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 777380 23500 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 4228471 108339 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 581352 14895 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 4767544 136645 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 2617 75 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 47250 1500 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 6300 200 X N.A. N.A. N.A.
STREETTRACKS DJ US S/C VALUE REIT * 86330E406 101213 750 X N.A. N.A. N.A.
STREETTRACKS WILSHIRE REIT INDEX * 86330E604 166140 1300 X N.A. N.A. N.A.
SUMMIT PPTYS INC * 866239106 104283 5050 X N.A. N.A. N.A.
SUN CMNTYS INC COM * 866674104 5895 150 X N.A. N.A. N.A.
TAUBMAN CTRS INC REIT * 876664103 510614 26650 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 11625 500 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 11625 500 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 2749 187 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 52302 4600 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 30153 2652 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 67149 4277 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 33049 2105 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 571652 33197 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 335790 19500 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC * 911024107 466701 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 1905039 70557 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 74034 2742 X N.A. N.A. N.A.
URSTADT BIDDLE PPTYS INC CL A REIT * 917286205 32664 2540 X N.A. N.A. N.A.
URSTADT BIDDLE PPTYS INC REIT * 917286106 10640 800 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 1454278 33355 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 422746 9696 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 294984 10845 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 396168 14565 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 139527 3330 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 539253 12870 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 285525 470000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 36000 50000 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
INSTR OTHER
V
Active IQ
Technologies Common Stock 00505Q102 37,313 49,751 X 01 49,751 0 0
Chubb Corp Common Stock 171232101 353,880 5,898 X 01 5,898 0 0
ICN
Pharmaceuticals Common Stock 448924100 45,939 2,741 X 01 2,741 0 0
Protein Design
Labs Inc. Common Stock 74369L103 401,746 28,292 X 01 28,292 0 0
S1 Corporation Common Stock 78463B101 2,928,300 732,075 X 01 732,075 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
INSTR OTHER
V
3COM CORPORATION Common Stock 885535104 134,784 28,800 X 28,800 0 0
3M CO Common Stock 88579Y101 6,954,860 53,922 X 53,922 0 0
3COM CORP COMMON 885535104 4,822,000 1,032,515 X 1,032,515 0 0
3M CO COMMON 88579Y101 61,730,000 478,605 X 444,305 0 34,300
4 KIDS ENTMT INC COMMON 350865101 316,000 17,000 X 17,000 0 0
ABBOTT LABS Common Stock 002824100 13,494,928 308,385 X 308,385 0 0
ACCENTURE LTD. Common Stock G1150G111 3,075 170 X 170 0 0
ACCREDO HAELTH INC Common Stock 00437V104 389,130 17,850 X 17,850 0 0
ACE LTD Common Stock G0070K103 35,422 1,033 X 1,033 0 0
ACTIVISION INC Common Stock 004930202 624,036 48,300 X 48,300 0 0
ACXIOM CORP Common Stock 005125109 2,073,985 137,441 X 137,441 0 0
ADC TELECOMMUNICATIONS
INC Common Stock 000886101 7,133 3,064 X 3,064 0 0
ADELPHIA BUSINESS
SOLUT.CL B Common Stock 006847206 413 19,695 X 19,695 0 0
ADOBE SYSTEMS INC Common Stock 00724F101 7,340,599 228,893 X 228,893 0 0
ADOLOR CORP Common Stock 00724X102 143,559 11,700 X 11,700 0 0
ADVANCE AUTO PARTS Common Stock 00751Y106 1,218,000 20,000 X 20,000 0 0
ADVANCED FIBRE
COMMUNICATION Common Stock 00754A105 2,368,912 145,600 X 145,600 0 0
ADVANCED MICRO DEVICES
INC Common Stock 007903107 8,570 1,337 X 1,337 0 0
AES CORP Common Stock 00130H105 455,460 71,726 X 71,726 0 0
AETNA INC Common Stock 00817Y108 65,034,421 1,080,306 X 1,080,306 0 0
AFFILIATED COMPUTER SVCS
INC-A Common Stock 008190100 22,083,017 482,900 X 482,900 0 0
AFLAC INC Common Stock 001055102 5,040,479 163,918 X 163,918 0 0
AGCO CORP Common Stock 001084102 570,472 33,400 X 33,400 0 0
AGERE SYSTEMS INC A Common Stock 00845V100 297,310 127,601 X 127,601 0 0
AGILENT TECHNOLOGIES INC Common Stock 00846U101 36,617 1,873 X 1,873 0 0
AIR PRODUCTS &
CHEMICALS INC Common Stock 009158106 38,200,947 918,292 X 918,292 0 0
ALAMO GROUP INC Common Stock 011311107 801,632 65,600 X 65,600 0 0
ALBERTO CULVER CO
CL B CONV Common Stock 013068101 2,921,336 57,169 X 57,169 0 0
ALBERTSONS INC Common Stock 013104104 26,362 1,373 X 1,373 0 0
ALCOA INC Common Stock 013817101 83,334 3,268 X 3,268 0 0
ALCON INC Common Stock H01301102 2,024,510 44,300 X 44,300 0 0
ALEXANDRIA R E EQUITIES
INC Common Stock 015271109 300,375 6,675 X 6,675 0 0
ALLEGHENY ENERGY IN COM Common Stock 017361106 1,393,126 164,867 X 164,867 0 0
ALLEGHENY TECHNOLOGY INC Common Stock 01741R102 1,861 282 X 282 0 0
ALLEN TELECOM INC Common Stock 018091108 2,065,000 125,000 X 125,000 0 0
ALLERGAN INC Common Stock 018490102 39,167 508 X 508 0 0
ALLETE INC Common Stock 018522102 8,211,915 309,300 X 309,300 0 0
ALLIANCE ATLANTIS
COMMUNICATIO Common Stock 01853E207 3,854,693 265,292 X 265,292 0 0
ALLIANT TECHSYSTEMS INC Common Stock 018804104 7,584,051 146,100 X 146,100 0 0
ALLIED WASTE INDUSTRIES
INC Common Stock 019589308 9,316 927 X 927 0 0
ALLSTATE CORP Common Stock 020002101 96,790 2,715 X 2,715 0 0
ALLTEL CORP Common Stock 020039103 1,988,737 41,243 X 41,243 0 0
ALPHARMA INC Common Stock 020813101 2,095,200 97,000 X 97,000 0 0
ALTERA CORP Common Stock 021441100 172,479 10,517 X 10,517 0 0
ALTRIA GROUP INC Common Stock 02209S103 29,776,196 655,286 X 655,286 0 0
AMBAC FINANCIAL GROUP INC Common Stock 023139108 63,721,900 961,840 X 961,840 0 0
AMCOL INTERNATIONAL CORP Common Stock 02341W103 767,200 95,900 X 95,900 0 0
AMDOCS Common Stock G02602103 595,200 24,800 X 24,800 0 0
AMER INTERNATIONAL GROUP
INC Common Stock 026874107 133,288,725 2,415,526 X 2,415,526 0 0
AMERADA HESS CORP Common Stock 023551104 16,595,398 337,442 X 337,442 0 0
AMEREN CORP Common Stock 023608102 8,312,982 188,503 X 188,503 0 0
AMERICAN ELECTRIC
POWER CO INC Common Stock 025537101 48,374,744 1,621,681 X 1,621,681 0 0
AMERICAN EXPRESS CO Common Stock 025816109 4,864,384 116,345 X 116,345 0 0
AMERICAN FINANCIAL
REALTY TRUST Common Stock 02607P305 1,789,200 120,000 X 120,000 0 0
AMERICAN GREETINGS CL A Common Stock 026375105 2,552,355 129,957 X 129,957 0 0
AMERICAN HEALTHWAYS INC Common Stock 02649V104 281,736 7,800 X 7,800 0 0
AMERICAN ITALIAN PASTA
CO A Common Stock 027070101 641,410 15,400 X 15,400 0 0
AMERICAN MANAGEMENT
SYSTEMS Common Stock 027352103 3,529,473 247,162 X 247,162 0 0
AMERICAN MEDICAL SYSTEMS Common Stock 02744M108 637,686 37,800 X 37,800 0 0
AMERICAN POWER CONVERSION Common Stock 029066107 177,617 11,393 X 11,393 0 0
AMERICAN STANDARD COS INC Common Stock 029712106 21,588 292 X 292 0 0
AMERISOURCEBERGEN CORP Common Stock 03073E108 937,057 13,512 X 13,512 0 0
AMERUS GROUP CO Common Stock 03072M108 1,319,292 46,800 X 46,800 0 0
AMETEK INC Common Stock 031100100 5,955,625 162,500 X 162,500 0 0
AMGEN INC Common Stock 031162100 57,231,017 861,394 X 861,394 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
INSTR OTHER
V
AMKOR TECHNOLOGY INC Common Stock 031652100 107,748 8,200 X 8,200 0 0
AMPHENOL CORP CL A Common Stock 032095101 17,042,480 364,000 X 364,000 0 0
AMR CORP Common Stock 001765106 8,378,700 761,700 X 761,700 0 0
AMSOUTH BANCORP Common Stock 032165102 28,283 1,295 X 1,295 0 0
ANADARKO PETROLEUM Common Stock 032511107 2,427,573 54,589 X 54,589 0 0
ANALOG DEVICES Common Stock 032654105 27,742,313 796,735 X 796,735 0 0
ANALOGIC CORP Common Stock 032657207 1,887,012 38,700 X 38,700 0 0
ANDREW CORP Common Stock 034425108 11,875,820 1,290,850 X 1,290,850 0 0
ANDRX GROUP Common Stock 034553107 427,850 21,500 X 21,500 0 0
ANHEUSER BUSCH INC Common Stock 035229103 1,733,811 33,963 X 33,963 0 0
ANIXTER INTERNATIONAL INC Common Stock 035290105 1,756,079 74,950 X 74,950 0 0
ANTHEM INC Common Stock 03674B104 11,789,060 152,807 X 152,807 0 0
AOL TIME WARNER Common Stock 00184A105 31,083,708 1,931,865 X 1,931,865 0 0
AON CORP Common Stock 037389103 29,642 1,231 X 1,231 0 0
APACHE CORP Common Stock 037411105 9,236,828 141,974 X 141,974 0 0
APARTMENT INVT & MGMT
CO-A Common Stock 03748R101 171,270 4,950 X 4,950 0 0
APOLLO GROUP INC CL A Common Stock 037604105 4,161,080 67,375 X 67,375 0 0
APPLE COMPUTER INC Common Stock 037833100 25,544 1,336 X 1,336 0 0
APPLEBEES INTERNATIONAL
INC Common Stock 037899101 1,049,762 33,400 X 33,400 0 0
APPLERA CORP-APPLIED
BIOSYS Common Stock 038020103 15,300 804 X 804 0 0
APPLIED FILMS CORP Common Stock 038197109 879,920 34,000 X 34,000 0 0
APPLIED MATLS Common Stock 038222105 110,528 6,969 X 6,969 0 0
APPLIED MICRO CIRCUITS
CORP Common Stock 03822W109 994,644 164,404 X 164,404 0 0
APTARGROUP INC Common Stock 038336103 2,246,400 62,400 X 62,400 0 0
ARBITRON INC Common Stock 03875Q108 774,690 21,700 X 21,700 0 0
ARCHER DANIELS MIDLAND CO Common Stock 039483102 31,158 2,421 X 2,421 0 0
ARCHSTONE-SMITH TRUST Common Stock 039583109 155,400 6,475 X 6,475 0 0
ARMOR HOLDINGS INC Common Stock 042260109 1,949,700 145,500 X 145,500 0 0
ARROW ELECTRONICS INC Common Stock 042735100 7,103,364 466,100 X 466,100 0 0
ARTISAN COMPONENTS Common Stock 042923102 474,810 21,000 X 21,000 0 0
ASHLAND INC Common Stock 044204105 8,468 276 X 276 0 0
ASML HOLDING N.V. Common Stock N07059111 839,368 87,800 X 87,800 0 0
ASTA FUNDING Common Stock 046220109 196,800 8,200 X 8,200 0 0
ASTRAZENECA PLC- SPONS
ADR Common Stock 046353108 7,012,440 172,000 X 172,000 0 0
AT & T WIRELESS SERVICES Common Stock 00209A106 991,579 120,777 X 120,777 0 0
AT&T CORP Common Stock 001957505 3,042,347 158,044 X 158,044 0 0
ATLANTIC COAST AIRLINES
HLDG Common Stock 048396105 2,545,644 188,706 X 188,706 0 0
ATRIX LABORATIORIES INC Common Stock 04962L101 431,004 19,600 X 19,600 0 0
AU OPTRONICS CPRP-ADR Common Stock 002255107 175,076 25,300 X 25,300 0 0
AUTODESK INC Common Stock 052769106 6,464 400 X 400 0 0
AUTOMATIC DATA PROCESSING
INC Common Stock 053015103 78,555 2,320 X 2,320 0 0
AUTONATION INC Common Stock 05329W102 15,783 1,004 X 1,004 0 0
AUTOZONE INC Common Stock 053332102 29,476 388 X 388 0 0
AVALON BAY COMMUNITIES
INC Common Stock 053484101 4,161,664 97,600 X 97,600 0 0
AVAYA INC Common Stock 053499109 9,677 1,498 X 1,498 0 0
AVERY DENNISON CORP Common Stock 053611109 4,923,666 98,081 X 98,081 0 0
AVOCENT CORPORATION Common Stock 053893103 362,153 12,100 X 12,100 0 0
AVON PRODUCTS INC Common Stock 054303102 20,451,609 328,804 X 328,804 0 0
AVX CORP Common Stock 002444107 7,192,955 654,500 X 654,500 0 0
AFLAC INC US Common
Stock 001055102 190,650 6,200 X 0 0 6,200
ALCOA INC US Common
Stock 013817101 214,200 8,400 X 0 0 8,400
AMERICA MOVIL US Common
Stock 02364W105 58,125 3,100 X 3,100 0 0
AMERICAN INTERN US Common
Stock 026874107 110,360 2,000 X 0 0 2,000
AMGEN INC US Common
Stock 031162100 164,850 2,500 X 0 0 2,500
ANALOG DEVICES US Common
Stock 032654105 139,280 4,000 X 0 0 4,000
ARM HLDNGS-ADR US Common
Stock 042068106 33,900 10,000 X 10,000 0 0
AGCO CORP Common Stock 001084102 117,852 6,900 X 6,900 0 0
AOL TIME WARNER Common Stock 00184A105 1,721,630 107,000 X 107,000 0 0
AT&T CORP Common Stock 001957505 19,250 1,000 X 1,000 0 0
A T & T WIRELESS
SERVICES Common Stock 00209A106 13,210 1,609 X 1,609 0 0
ABBOTT LAB Common Stock 002824100 862,072 19,700 X 19,700 0 0
ACCREDO HEALTH INC Common Stock 00437V104 80,105 3,700 X 3,700 0 0
ACTIVISION COM NEW Common Stock 004930202 125,970 9,750 X 9,750 0 0
ADOLOR CORP Common Stock 00724X102 29,448 2,400 X 2,400 0 0
ADVANCE AUTO PARTS Common Stock 00751Y106 249,690 4,100 X 4,100 0 0
AGILENT TECH INC Common Stock 00846U101 97,750 5,000 X 5,000 0 0
ALCOA INC Common Stock 013817101 2,733,600 107,200 X 107,200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
V
AMERICAN FINANCIAL REALTY
TR Common Stock 02607P305 181,902 12,200 X 12,200 0 0
AMERICAN INTL GROUP Common Stock 026874107 4,682,685 84,862 X 84,862 0 0
AMERICAN ITALIAN PAS Common Stock 027070101 133,280 3,200 X 3,200 0 0
AMERICAN MEDICAL SYS
HLDGS Common Stock 02744M108 129,899 7,700 X 7,700 0 0
AMGEN INC Common Stock 031162100 1,516,620 23,000 X 23,000 0 0
ANALOG DEVICES Common Stock 032654105 1,949,920 56,000 X 56,000 0 0
ANIXTER INTL INC Common Stock 035290105 82,005 3,500 X 3,500 0 0
APPLEBEE'S INTL INC Common Stock 037899101 213,724 6,800 X 6,800 0 0
APPLIED FILMS CORP Common Stock 038197109 178,572 6,900 X 6,900 0 0
APPLIED MATERIALS Common Stock 038222105 317,200 20,000 X 20,000 0 0
ARBITRON INC Common Stock 03875Q108 160,650 4,500 X 4,500 0 0
ARTISAN COMPONENTS INC Common Stock 042923102 97,223 4,300 X 4,300 0 0
ASTA FUNDING INC Common Stock 046220109 129,600 5,400 X 5,400 0 0
ATRIX LABORATORIES Common Stock 004962L101 87,960 4,000 X 4,000 0 0
AVOCENT Common Stock 053893103 74,825 2,500 X 2,500 0 0
A D C TELECOMMUNICATIONS COMMON 000886101 133,000 58,000 X 58,000 0 0
AMB PROPERTY CORP COMMON 00163T109 282,000 10,000 X 10,000 0 0
AOL TIME WARNER INC COMMON 00184A105 64,181,000 3,988,876 X 3,631,414 0 357,462
AT&T CORP COM NEW 001957505 6,184,000 321,240 X 321,240 0 0
AT&T WIRELESS SVCS INC COMMON 00209A106 6,228,000 758,600 X 758,600 0 0
AU OPTRONICS CORP ADR DEPOSITORY
RECEI 002255107 5,622,000 853,065 X 853,065 0 0
ABBOTT LABS COMMON 002824100 65,493,000 1,496,635 X 1,393,135 0 103,500
ABGENIX INC COMMON 00339B107 3,145,000 301,000 X 301,000 0 0
ABITIBI-CONSOLIDATED INC COMMON 003924107 449,000 70,000 X 70,000 0 0
ACTIVISION INC NEW COM NEW 004930202 17,700,000 1,375,275 X 1,310,025 0 65,250
ADOBE SYS INC COMMON 00724F101 9,887,000 308,300 X 308,300 0 0
ADVANCED AUTO PARTS INC COMMON 00751Y106 15,419,000 253,190 X 241,490 0 11,700
ADVANCED DIGITAL INFORMA COMMON 007525108 6,085,000 613,450 X 585,050 0 28,400
ADVANTEST CORP-ADR DEPOSITORY
RECEI 00762U101 1,848,000 165,000 X 165,000 0 0
AETNA INC NEW COMMON 00817Y108 11,537,000 191,645 X 151,645 0 40,000
AGERE SYS INC CL A 00845V100 10,752,000 4,614,675 X 4,614,675 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 587,000 30,000 X 30,000 0 0
AGILE SOFTWARE CORP DEL COMMON 00846X105 104,000 10,800 X 10,800 0 0
ALASKA AIR GROUP INC COMMON 011659109 215,000 10,000 X 10,000 0 0
ALBANY INTL CORP CL A 012348108 17,902,000 653,354 X 623,354 0 30,000
ALBERTO CULVER CO CL B CONV 013068101 25,867,000 506,210 X 506,210 0 0
ALCON INC COM SHS H01301102 9,231,000 202,000 X 202,000 0 0
ALEXANDER & BALDWIN INC COMMON 014482103 1,044,000 40,000 X 40,000 0 0
ALEXANDRIA REAL ESTATE E COMMON 015271109 32,144,000 714,300 X 714,300 0 0
ALLIANT ENERGY CORP COMMON 018802108 518,000 27,240 X 27,240 0 0
ALLSTATE CORP COMMON 020002101 3,030,000 85,000 X 85,000 0 0
ALTERA CORP COMMON 021441100 5,932,000 361,055 X 361,055 0 0
ALTRIA GROUP INC COMMON 02209S103 49,598,000 1,091,505 X 1,089,105 0 2,400
AMBAC FINL GROUP INC COMMON 023139108 20,459,000 308,820 X 308,820 0 0
AMDOCS LTD ORD G02602103 45,688,000 1,903,670 X 1,855,770 0 47,900
AMEREN CORP COMMON 023608102 10,073,000 228,405 X 168,205 0 60,200
AMERICAN ELEC PWR INC COMMON 025537101 280,000 9,400 X 9,400 0 0
AMERICAN EXPRESS CO COMMON 025816109 74,797,000 1,788,970 X 1,548,620 0 240,350
AMERICAN FINL RLTY TR COMMON 02607P305 9,035,000 606,000 X 606,000 0 0
AMERICAN INTL GROUP INC COMMON 026874107 80,473,000 1,458,364 X 1,344,039 0 114,325
AMERICAN PWR CONVERSION COMMON 029066107 5,678,000 363,765 X 363,765 0 0
AMERICAN SHARED HOSPITAL COMMON 029595105 128,000 25,545 X 25,545 0 0
AMERICAN STS WTR CO COMMON 029899101 2,962,000 108,500 X 108,500 0 0
AMERISTAR CASINOS INC COMMON 03070Q101 14,604,000 684,400 X 651,200 0 33,200
AMERISOURCEBERGEN CORP COMMON 03073E105 27,361,000 394,535 X 394,535 0 0
AMGEN INC COMMON 031162100 90,335,000 1,369,963 X 1,297,832 0 72,131
AMKOR TECHNOLOGY INC COMMON 031652100 6,351,000 482,625 X 482,625 0 0
AMPHENOL CORP NEW CL A 032095101 63,382,000 1,353,748 X 1,299,972 0 53,776
ANADARKO PETE CORP COMMON 032511107 14,815,000 333,153 X 333,153 0 0
ANALOG DEVICES INC COMMON 032654105 15,627,000 448,800 X 448,800 0 0
ANDREW CORP COMMON 034425108 280,000 30,000 X 30,000 0 0
ANDRX CORP DEL ANDRX GROUP 034553107 37,359,000 1,872,648 X 1,814,848 0 57,800
ANHEUSER BUSCH COS INC COMMON 035229103 7,089,000 138,870 X 138,870 0 0
ANTHEM INC COMMON 03674B104 25,657,000 332,562 X 332,562 0 0
AON CORP COMMON 037389103 13,508,000 560,970 X 483,400 0 77,570
APACHE CORP COMMON 037411105 56,503,000 868,469 X 799,093 0 69,376
APARTMENT INVT & MGMT CO CL A 03748R101 17,859,000 516,150 X 516,150 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
INSTR OTHER
V
APHTON CORP COMMON 03759P101 165,000 20,000 X 20,000 0 0
APPLERA CORP COM AP
BIO GRP 038020103 14,783,000 776,825 X 658,025 0 118,800
APPLIED MATLS INC COMMON 038222105 4,204,000 265,400 X 265,400 0 0
APPLIED MICRO CIRCUITS C COMMON 03822W109 4,450,000 736,700 X 736,700 0 0
AQUILA INC COMMON 03840P102 258,000 100,000 X 100,000 0 0
ARCHER DANIELS MIDLAND C COMMON 039483102 6,358,000 494,000 X 494,000 0 0
ARCHSTONE SMITH TR COMMON 039583109 16,976,000 707,346 X 707,346 0 0
ART TECHNOLOGY GROUP INC COMMON 04289L107 176,000 110,000 X 110,000 0 0
ASML HLDG NV DEPOSITORY
RECEI N07059111 3,874,000 404,800 X 404,800 0 0
ATHEROGENICS INC COMMON 047439104 10,329,000 691,834 X 658,634 0 33,200
ATLANTIC COAST AIRLINES COMMON 048396105 8,427,000 633,100 X 602,600 0 30,500
ATMEL CORP COMMON 049513104 1,156,000 455,000 X 455,000 0 0
AUTODESK INC COMMON 052769106 19,231,000 1,189,300 X 1,148,600 0 40,700
AUTOLIV INC COMMON 052800109 19,230,000 710,101 X 678,271 0 31,830
AUTOMATIC DATA PROCESSIN COMMON 053015103 4,791,000 141,500 X 141,500 0 0
AVALONBAY CMNTYS INC COMMON 053484101 21,878,000 513,075 X 513,075 0 0
AVERY DENNISON CORP COMMON 053611109 3,012,000 60,000 X 60,000 0 0
AVNET INC COMMON 053807103 3,277,000 258,475 X 258,475 0 0
AXCELIS TECHNOLOGIES INC COMMON 054540109 1,130,000 185,000 X 185,000 0 0
BAKER HUGHES INC Common Stock 057224107 39,366,263 1,172,662 X 1,172,662 0 0
BALL CORP Common Stock 058498106 8,647 190 X 190 0 0
BALLY TOTAL FITNESS
HLDG CORP Common Stock 05873K108 2,246,664 248,800 X 248,800 0 0
BANCFIRST CORPORATION Common Stock 05945F103 847,911 16,350 X 16,350 0 0
BANCORPSOUTH Common Stock 059692103 2,514,510 120,600 X 120,600 0 0
BANK NEW YORK INC Common Stock 064057102 37,710,311 1,311,663 X 1,311,663 0 0
BANK OF AMERICA CORP Common Stock 060505104 85,234,961 1,078,514 X 1,078,514 0 0
BANK OF GRANITE
CORPORATION Common Stock 062401104 1,964,041 115,193 X 115,193 0 0
BANK ONE Common Stock 06423A103 45,373,505 1,220,374 X 1,220,374 0 0
BANKNORTH GROUP INC Common Stock 06646R107 14,046,208 550,400 X 550,400 0 0
BANTA CORPORATION Common Stock 066821109 2,278,848 70,400 X 70,400 0 0
BARD (CR) INC Common Stock 067383109 15,189 213 X 213 0 0
BARR LABORATORIES INC Common Stock 068306109 753,250 11,500 X 11,500 0 0
BARRICK GOLD CORP Common Stock 067901108 31,128,100 1,739,000 X 1,739,000 0 0
BASSETT FURNITURE
INDUSTRIES Common Stock 070203104 1,914,166 144,139 X 144,139 0 0
BAUSCH & LOMB INC Common Stock 071707103 6,713 179 X 179 0 0
BAXTER INTERNATIONAL INC Common Stock 071813109 59,982 2,307 X 2,307 0 0
BAYCORP HOLDINGS LTD Common Stock 072728108 42 3 X 3 0 0
BB&T CORP Common Stock 054937107 62,735 1,829 X 1,829 0 0
BEAR STEARNS COMPANIES
INC Common Stock 073902108 12,680,163 175,092 X 175,092 0 0
BEAZER HOMES USA INC Common Stock 07556Q105 5,369,050 64,300 X 64,300 0 0
BECKMAN COULTER INC Common Stock 075811109 3,421,888 84,200 X 84,200 0 0
BECTON DICKINSON & CO Common Stock 075887109 9,067,551 233,399 X 233,399 0 0
BED BATH & BEYOND INC Common Stock 075896100 4,904,691 126,377 X 126,377 0 0
BELLSOUTH CORP Common Stock 079860102 84,474,328 3,172,149 X 3,172,149 0 0
BEMIS CO INC Common Stock 081437105 9,266 198 X 198 0 0
BENCHMARK ELECTRONICS Common Stock 08160H101 5,822,868 189,300 X 189,300 0 0
BERKSHIRE HATHAWAY IN
CL A Common Stock 084670108 49,517,500 683 X 683 0 0
BEST BUY CO INC Common Stock 086516101 55,383 1,261 X 1,261 0 0
BIG LOTS INC Common Stock 089302103 6,031 401 X 401 0 0
BIO-RAD LABORATORIES CL A Common Stock 090572207 763,830 13,800 X 13,800 0 0
BIOGEN INC Common Stock 090597105 78,774 2,073 X 2,073 0 0
BIOMARIN PHARMACEUTICAL
INC Common Stock 09061G101 345,504 35,400 X 35,400 0 0
BIOMET INC Common Stock 090613100 15,812,209 551,717 X 551,717 0 0
BIOVAIL CORP Common Stock 09067J109 4,263,636 90,600 X 90,600 0 0
BJ SERVICES CO Common Stock 055482103 13,998,082 374,681 X 374,681 0 0
BLACK & DECKER CORP Common Stock 091797100 12,079 278 X 278 0 0
BLACK BOX CORPORATION Common Stock 091826107 2,063,400 57,000 X 57,000 0 0
BLUE RHINO Common Stock 095811105 580,316 48,400 X 48,400 0 0
BMC SOFTWARE INC Common Stock 055921100 262,292 16,062 X 16,062 0 0
BOEING CO Common Stock 097023105 111,197 3,240 X 3,240 0 0
BOISE CASCADE CORP Common Stock 097383103 4,566,095 191,050 X 191,050 0 0
BORDERS GROUP INC Common Stock 099709107 10,786,125 612,500 X 612,500 0 0
BORG WARNER AUTO Common Stock 099724106 2,472,960 38,400 X 38,400 0 0
BORLAND SOFTWARE CORP Common Stock 099849101 854,875 87,500 X 87,500 0 0
BOSTON PRIVATE
FINANCIAL HOLD Common Stock 101119105 385,764 18,300 X 18,300 0 0
BOSTON PROPERTIES INC Common Stock 101121101 4,695,360 107,200 X 107,200 0 0
BOSTON SCIENTIFIC CORP Common Stock 101137107 42,536,415 696,177 X 696,177 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
INSTR OTHER
V
BOWATER INC Common Stock 102183100 21,157,378 564,950 X 564,950 0 0
BOYKIN LODGING Common Stock 103430104 1,394,640 178,800 X 178,800 0 0
BP P.L.C. Common Stock 055622104 60,543,130 1,440,817 X 1,440,817 0 0
BRADLEY PHARMACEUTICALS Common Stock 104576103 4,702,500 285,000 X 285,000 0 0
BRIGGS & STRATTON CORP Common Stock 109043109 5,145,950 101,900 X 101,900 0 0
BRINK'S CO/THE Common Stock 109696104 11,832,297 812,100 X 812,100 0 0
BRINKER INTERNATIONAL INC Common Stock 109641100 21,966,797 609,850 X 609,850 0 0
BRISTOL-MYERS SQUIBB CO Common Stock 110122108 33,612,867 1,238,043 X 1,238,043 0 0
BROADCOM CORP CL A Common Stock 111320107 2,377,435 95,441 X 95,441 0 0
BROCADE COMMUNICATIONS
SYT Common Stock 111621108 846,982 143,800 X 143,800 0 0
BROOKS AUTOMATION INC Common Stock 114340102 810,810 71,500 X 71,500 0 0
BROWN FORMAN CORP CL B Common Stock 115637209 18,161 231 X 231 0 0
BRUNSWICK CORP Common Stock 117043109 9,783 391 X 391 0 0
BRYN MAWR BANK CORP Common Stock 117665109 2,637,716 71,155 X 71,155 0 0
BUILDING MATERIAL
HOLDING CORP Common Stock 120113105 1,149,893 77,643 X 77,643 0 0
BURLINGTON NORTHERN
SANTA FE Common Stock 12189T104 39,901 1,403 X 1,403 0 0
BURLINGTON RESOURCES INC Common Stock 122014103 44,932 831 X 831 0 0
BP AMOCO PLC-SPONS Common Stock 055622104 55,550 1,322 X 1,322 0 0
BAXTER INTL INC Common Stock 071813109 2,899,000 111,500 X 111,500 0 0
BEAZER HOMES USA INC Common Stock 07556Q105 150,300 1,800 X 1,800 0 0
BIO-RAD LABORATORIES-CL A Common Stock 090572207 160,515 2,900 X 2,900 0 0
BIOMARIN PHARM INC Common Stock 09061G101 68,320 7,000 X 7,000 0 0
BLUE RHINO CORP Common Stock 095811105 119,900 10,000 X 10,000 0 0
BORLAND SOFTWARE CORP Common Stock 099849101 178,791 18,300 X 18,300 0 0
BOSTON PRIVATE FINL HLDGS Common Stock 101119105 101,184 4,800 X 4,800 0 0
BOSTON SCIENTIFIC CO Common Stock 101137107 2,444,000 40,000 X 40,000 0 0
BRISTOL MYERS SQUIBB Common Stock 110122108 678,750 25,000 X 25,000 0 0
BROOKS AUTOMATION INC Common Stock 114340102 196,182 17,300 X 17,300 0 0
BANCO SANT-ADR US Common
Stock 05964H105 190,512 21,600 X 21,600 0 0
BANCO SANTA ADR US Common
Stock 05965X109 71,435 3,500 X 3,500 0 0
BAXTER INTERNAT US Common
Stock 071813109 165,100 6,350 X 0 0 6,350
BIOMET INC US Common
Stock 090613100 157,850 5,500 X 0 0 5,500
BP AMOCO ADR US Common
Stock 055622104 169,845 4,042 X 70,343 0 0
BISYS GROUP INC COMMON 055472104 30,675,000 1,669,819 X 1,621,919 0 47,900
BJ SVCS CO COMMON 055482103 46,071,000 1,233,165 X 1,175,365 0 57,800
BP PLC DEPOSITORY
RECEI 055622104 16,241,000 386,500 X 386,500 0 0
BMC SOFTWARE INC COMMON 055921100 10,560,000 646,645 X 646,645 0 0
BANCO BRADESCO S A DEPOSITORY
RECEI 059460204 374,000 20,000 X 20,000 0 0
BANCO ITAU HLDG FINANCIE DEPOSITORY
RECEI 059602201 678,000 20,000 X 20,000 0 0
BANK OF AMERICA CORP COMMON 060505104 59,295,000 750,285 X 622,285 0 128,000
BANK NEW YORK INC COMMON 064057102 6,256,000 217,600 X 217,600 0 0
BANK ONE CORP COMMON 06423A103 35,329,000 950,219 X 837,369 0 112,850
BANNER CORP COMMON 06652V109 410,000 20,000 X 20,000 0 0
BARRICK GOLD CORP COMMON 067901108 6,671,000 372,700 X 372,700 0 0
BARR LABS INC COMMON 068306109 27,181,000 414,972 X 414,972 0 0
BAUSCH & LOMB INC COMMON 071707103 3,158,000 84,200 X 84,200 0 0
BAXTER INTL INC COMMON 071813109 538,000 20,700 X 20,700 0 0
BEA SYS INC COMMON 073325102 15,625,000 1,434,835 X 1,290,135 0 144,700
BEAR STEARNS COS INC COMMON 073902108 5,821,000 80,375 X 16,875 0 63,500
BECTON DICKINSON & CO COMMON 075887109 48,281,000 1,242,760 X 1,121,060 0 121,700
BED BATH & BEYOND INC COMMON 075896100 32,004,000 824,420 X 824,420 0 0
BELLSOUTH CORP COMMON 079860102 31,427,000 1,180,125 X 987,425 0 192,700
BELO CORP COM SER A 080555105 3,041,000 136,000 X 136,000 0 0
BENCHMARK ELECTRS INC COMMON 08160H101 22,141,000 719,800 X 685,000 0 34,800
BERKSHIRE HATHAWAY INC D CL B 084670207 18,565,000 7,640 X 7,640 0 0
BIOGEN INC COMMON 090597105 17,259,000 454,545 X 413,145 0 41,400
BIOJECT MED TECH INC COM NEW 09059T206 330,000 82,408 X 82,408 0 0
BIOVAIL CORP COMMON 09067J109 36,018,000 765,365 X 765,365 0 0
BORDERS GROUP INC COMMON 099709107 5,028,000 285,500 X 285,500 0 0
BOSTON PROPERTIES INC COMMON 101121101 22,289,000 508,875 X 508,875 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 40,934,000 669,956 X 669,956 0 0
BOWATER INC COMMON 102183100 32,917,000 878,950 X 878,950 0 0
BOYD GAMING CORP COMMON 103304101 9,992,000 578,900 X 550,900 0 28,000
BRINKER INTL INC COMMON 109641100 17,180,000 476,955 X 476,955 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 42,734,000 1,573,995 X 1,381,245 0 192,750
BROADCOM CORP CL A 111320107 20,741,000 832,650 X 744,250 0 88,400
BROCADE COMMUNICATIONS S COMMON 111621108 3,871,000 655,000 X 655,000 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
INSTR OTHER
V
BURLINGTON RES INC COMMON 122014103 1,292,000 23,900 X 23,900 0 0
CABLE DESIGN
TECHNOLOGIES CORP Common Stock 126924109 1,273,415 178,100 X 178,100 0 0
CABLE SATISFACTION -WTS +Warrant 1.0 126934116 155 15,480 X 15,480 0 0
CABOT MICROELECTRONICS
CORP Common Stock 12709P103 4,209,198 83,400 X 83,400 0 0
CALIFORNIA PIZZA KITCHEN Common Stock 13054D109 662,200 30,800 X 30,800 0 0
CALPINE CORPORATION Common Stock 131347106 10,072 1,526 X 1,526 0 0
CAMPBELL SOUP CO Common Stock 134429109 39,641 1,618 X 1,618 0 0
CAPITAL ONE FINANCIAL
CORP. Common Stock 14040H105 42,639 867 X 867 0 0
CAPITOL BANCORP LTD. Common Stock 14056D105 1,403,211 51,779 X 51,779 0 0
CARDINAL HEALTH INC Common Stock 14149Y108 112,139 1,744 X 1,744 0 0
CAREMARK RX INC Common Stock 141705103 3,398,748 132,350 X 132,350 0 0
CARLISLE COS INC Common Stock 142339100 18,554,616 440,100 X 440,100 0 0
CARNIVAL CORP Common Stock 143658300 26,421,852 812,730 X 812,730 0 0
CARPENTER TECHNOLOGY CORP Common Stock 144285103 2,258,880 144,800 X 144,800 0 0
CARRAMERICA REALTY CORP Common Stock 144418100 75,087 2,700 X 2,700 0 0
CARRIER 1 INTL-WTS +Warrant 1.0 144500113 64 6,351 X 6,351 0 0
CASCADE NATURAL GAS CORP Common Stock 147339105 1,266,330 66,300 X 66,300 0 0
CASELLA WASTE SYSTEMS Common Stock 147448104 2,985,562 330,627 X 330,627 0 0
CASH AMERICA INTERNATIONAL
INC Common Stock 14754D100 4,019,409 304,040 X 304,040 0 0
CATELLUS DEVELOPMENT CORP Common Stock 149111106 80,300 3,650 X 3,650 0 0
CATERPILLAR INC Common Stock 149123101 39,871,150 716,334 X 716,334 0 0
CBRL GROUP INC Common Stock 12489V106 3,019,422 77,700 X 77,700 0 0
CDW CORP Common Stock 12512N105 336,630 7,350 X 7,350 0 0
CEDAR FAIR LP Common Stock 150185106 6,070,400 216,800 X 216,800 0 0
CELESTICA INC Common Stock 15101Q108 22,710,160 1,441,000 X 1,441,000 0 0
CENDANT CORP Common Stock 151313103 22,077,359 1,205,096 X 1,205,096 0 0
CENTERPOINT ENERGY INC Common Stock 15189T107 1,497,913 183,793 X 183,793 0 0
CENTERPOINT PROPERTIES
CORP Common Stock 151895109 157,719 2,575 X 2,575 0 0
CENTEX CONSTRUCTION
PRODUCTS Common Stock 15231R109 2,694,048 67,200 X 67,200 0 0
CENTEX CORP Common Stock 152312104 19,448 250 X 250 0 0
CENTRAL GARDEN & PET CO Common Stock 153527106 2,253,587 94,490 X 94,490 0 0
CENTRAL VERMONT PUBLIC
SERV CO Common Stock 155771108 3,000,925 153,500 X 153,500 0 0
CENTURY BUSINESS SERVICES Common Stock 156490104 1,184,157 364,356 X 364,356 0 0
CENTURYTEL INC Common Stock 156700106 5,812,562 166,788 X 166,788 0 0
CH ENERGY GROUP INC Common Stock 12541M102 4,639,500 103,100 X 103,100 0 0
CHARLES RIVER
LABORATORIES Common Stock 159864107 778,756 24,200 X 24,200 0 0
CHARLES SCHWAB CORP Common Stock 808513105 52,771 5,230 X 5,230 0 0
CHARTER ONE FIN INC Common Stock 160903100 15,064,180 483,136 X 483,136 0 0
CHECK POINT SOFTWARE
TECH Common Stock M22465104 160,310 8,200 X 8,200 0 0
CHECKPOINT SYSTEMS INC Common Stock 162825103 1,631,495 115,300 X 115,300 0 0
CHELSEA PROPERTY GROUP
INC Common Stock 163421100 148,139 3,675 X 3,675 0 0
CHEMICAL FINANCIAL CORP Common Stock 163731102 3,406,200 114,302 X 114,302 0 0
CHEVRONTEXACO CORP Common Stock 166764100 299,702 4,151 X 4,151 0 0
CHICAGO BRIDGE &
IRON COMPANY - NY SHR Common Stock 167250109 2,622,262 115,620 X 115,620 0 0
CHICO'S FAS INC Common Stock 168615102 12,175,320 578,400 X 578,400 0 0
CHIRON CORP Common Stock 170040109 32,353 740 X 740 0 0
CHITTENDEN CORP Common Stock 170228100 3,599,260 131,600 X 131,600 0 0
CHOICEPOINT INC Common Stock 170388102 253,722 7,350 X 7,350 0 0
CHUBB CORP Common Stock 171232101 9,648,780 160,813 X 160,813 0 0
CIENA CORP Common Stock 171779101 10,479 2,019 X 2,019 0 0
CIGNA CORP Common Stock 125509109 26,521 565 X 565 0 0
CINCINNATI FINANCIAL CORP Common Stock 172062101 5,937,849 160,093 X 160,093 0 0
CINERGY CORP Common Stock 172474108 7,906,097 214,898 X 214,898 0 0
CINTAS CORP Common Stock 172908105 24,170 682 X 682 0 0
CIPHERGEN BIOSYSTEMS INC Common Stock 17252Y104 403,850 39,400 X 39,400 0 0
CIRCUIT CITY STORES
CIRCUIT Common Stock 172737108 5,914 672 X 672 0 0
CISCO SYSTEMS INC Common Stock 17275R102 67,919,838 4,069,493 X 4,069,493 0 0
CITIGROUP INC Common Stock 172967101 240,379,780 5,616,350 X 5,616,350 0 0
CITIZENS COMMUNICATIONS
CO Common Stock 17453B101 13,908 1,079 X 1,079 0 0
CITIZENS UTILITIES 5%
CONV PRF Preferred
Stock 177351202 5,250,000 100,000 X 100,000 0 0
CITRIX SYSTEMS INC Common Stock 177376100 13,458 661 X 661 0 0
CITY NATIONAL CORP Common Stock 178566105 16,456,008 369,300 X 369,300 0 0
CLEAR CHANNEL
COMMUNICATIONS Common Stock 184502102 31,956,380 753,866 X 753,866 0 0
CLEVELAND ELEC ILL
ARP SER L Preferred
Stock 186108502 6,597,500 65,000 X 65,000 0 0
CLOROX CO Common Stock 189054109 35,229 826 X 826 0 0
CMS ENERGY CORP Common Stock 125896100 1,544,670 190,700 X 190,700 0 0
CNF INC Common Stock 12612W104 6,964,272 274,400 X 274,400 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
INSTR OTHER
V
COACH INC Common Stock 189754104 16,911,600 340,000 X 340,000 0 0
COBALT CORP Common Stock 19074W100 606,225 29,500 X 29,500 0 0
COCA COLA CO Common Stock 191216100 60,804,618 1,310,162 X 1,310,162 0 0
COCA COLA ENTERPRISES INC Common Stock 191219104 32,761 1,805 X 1,805 0 0
COGNIZANT TECH SOLUTIONS
CRP Common Stock 192446102 623,616 25,600 X 25,600 0 0
COHO ENERGY INC Common Stock 192481208 0 750 X 750 0 0
COLGATE-PALMOLIVE CO Common Stock 194162103 120,188 2,074 X 2,074 0 0
COMCAST CORP - CL A Common Stock 20030N101 261,359 8,660 X 8,660 0 0
COMCAST CORP - SPECIAL
CL A Common Stock 20030N200 9,562,911 331,700 X 331,700 0 0
COMERICA INC Common Stock 200340107 31,992 688 X 688 0 0
COMFORT SYSTEMS USA INC Common Stock 199908104 819,903 311,750 X 311,750 0 0
COMMERCE GRP INC Common Stock 200641108 2,121,320 58,600 X 58,600 0 0
COMMERCIAL CAPITAL
BANCORP Common Stock 20162L105 219,505 14,300 X 14,300 0 0
COMMUNITY FIRST
BANKSHARES Common Stock 203902101 2,477,475 90,750 X 90,750 0 0
COMMUNITY HEALTH
SYSTEMS INC Common Stock 203668108 254,628 13,200 X 13,200 0 0
COMMUNITY TRUST BANCORP Common Stock 204149108 1,669,196 63,856 X 63,856 0 0
COMPUCREDIT CO Common Stock 20478N100 812,106 66,840 X 66,840 0 0
COMPUTER ASSOCIATES Common Stock 204912109 49,885 2,239 X 2,239 0 0
COMPUTER HORIZONS CORP Common Stock 205908106 738,027 162,561 X 162,561 0 0
COMPUTER SCIENCES CORP Common Stock 205363104 2,769,075 72,641 X 72,641 0 0
COMPUWARE CORP Common Stock 205638109 8,863 1,536 X 1,536 0 0
COMSTOCK RESOURCES INC Common Stock 205768203 440,496 32,200 X 32,200 0 0
COMVERSE TECHNOLOGY INC Common Stock 205862402 3,376,279 224,636 X 224,636 0 0
CONAGRA FOODS INC Common Stock 205887102 68,690,302 2,910,606 X 2,910,606 0 0
CONCORD EFS INC Common Stock 206197105 3,955,617 268,724 X 268,724 0 0
CONOCOPHILLIPS Common Stock 20825C104 74,033,320 1,350,973 X 1,350,973 0 0
CONSOLIDATED EDISON INC Common Stock 209115104 62,914,405 1,453,660 X 1,453,660 0 0
CONSOLIDATED GRAPHICS INC Common Stock 209341106 3,140,280 137,250 X 137,250 0 0
CONSTELLATION ENERGY
GROUP Common Stock 210371100 7,337,044 213,908 X 213,908 0 0
CONVERGYS CORP Common Stock 212485106 10,880 680 X 680 0 0
COOPER INDUSTRIES LTD Common Stock G24182100 16,479 399 X 399 0 0
COOPER TIRE & RUBBER CO Common Stock 216831107 5,277 300 X 300 0 0
COORS (ADOLPH) CL B Common Stock 217016104 6,318 129 X 129 0 0
CORN PRODUCTS INTL INC Common Stock 219023108 3,849,846 128,200 X 128,200 0 0
CORNING INC Common Stock 219350105 36,019 4,874 X 4,874 0 0
CORPORATE EXECUTIVE BOARD Common Stock 21988R102 1,053,156 25,800 X 25,800 0 0
CORUS BANKSHARES INC Common Stock 220873103 2,949,387 60,900 X 60,900 0 0
COST PLUS INC/CALIFORNIA Common Stock 221485105 624,050 17,500 X 17,500 0 0
COSTCO COS INC Common Stock 22160K105 64,819 1,771 X 1,771 0 0
COUNTRYWIDE FINANCIAL
CORP Common Stock 222372104 34,576 497 X 497 0 0
COUSINS PROPERTIES INC Common Stock 222795106 435,240 15,600 X 15,600 0 0
COVENANT TRANSPORT Common Stock 22284P105 1,794,350 105,550 X 105,550 0 0
COX RADIO INC-CL A Common Stock 224051102 391,715 16,950 X 16,950 0 0
CRANE CO Common Stock 224399105 5,658 250 X 250 0 0
CRAY INC Common Stock 225223106 734,700 93,000 X 93,000 0 0
CROSS COUNTRY INC Common Stock 227483104 1,841,324 139,600 X 139,600 0 0
CROSSROADS SYSTEMS INC Common Stock 22765D100 281,229 166,506 X 166,506 0 0
CROWN HOLDINGS INC Common Stock 228368106 346,290 48,500 X 48,500 0 0
CSC HOLDING PIK PFD
11.75% Preferred
Stock 126304609 9,603,720 93,240 X 93,240 0 0
CSC HOLDINGS PIK PFD
11.125% Preferred
Stock 126304401 4,793,929 46,543 X 46,543 0 0
CSX CORP Common Stock 126408103 25,968 863 X 863 0 0
CULLEN/FROST BANKERS INC Common Stock 229899109 6,031,590 187,900 X 187,900 0 0
CUMMINS INC Common Stock 231021106 6,460 180 X 180 0 0
CUNO INCORPORATED Common Stock 126583103 649,257 17,975 X 17,975 0 0
CVS CORP Common Stock 126650100 41,877 1,494 X 1,494 0 0
CYMER INC Common Stock 232572107 476,949 14,900 X 14,900 0 0
CYTEC INDUSTRIES INC Common Stock 232820100 4,701,580 139,100 X 139,100 0 0
CUNO INC Common Stock 126583103 119,196 3,300 X 3,300 0 0
CALIF PIZZA KITCHEN Common Stock 13054D109 139,750 6,500 X 6,500 0 0
CARDINAL HEALTH Common Stock 14149Y108 77,160 1,200 X 1,200 0 0
CARNIVAL CORP Common Stock 143658300 1,836,250 56,500 X 56,500 0 0
CATERPILLAR INC Common Stock 149123101 4,052,048 72,800 X 72,800 0 0
CHARLES RIVER
LABORATORIES Common Stock 159864107 170,554 5,300 X 5,300 0 0
CHICAGO BRIDGE & IRON-NY
SHR Common Stock 167250109 113,400 5,000 X 5,000 0 0
CHICOS FAS INC Common Stock 168615102 210,500 10,000 X 10,000 0 0
CIPHERGEN Common Stock 17252Y104 82,000 8,000 X 8,000 0 0
CISCO SYSTEMS INC Common Stock 17275R102 5,919,943 354,700 X 354,700 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
INSTR OTHER
V
CITIGROUP INC Common Stock 172967101 8,217,643 192,001 X 192,001 0 0
CLEAR CHANNEL COMMUN Common Stock 184502102 847,800 20,000 X 20,000 0 0
COACH INC Common Stock 189754104 248,700 5,000 X 5,000 0 0
COBALT CORP Common Stock 19074W100 123,300 6,000 X 6,000 0 0
COCA-COLA Common Stock 191216100 159,138 3,429 X 3,429 0 0
COGNIZANT TECH SOL Common Stock 192446102 126,672 5,200 X 5,200 0 0
COLGATE PALMOLIVE Common Stock 194162103 156,465 2,700 X 2,700 0 0
COLUMBIA SPECIAL FD Mutual Fund 198513103 110,210 6,521 X 6,521 0 0
COMCAST CORP-CL A Common Stock 20030N101 48,801 1,617 X 1,617 0 0
COMMERCIAL CAPITAL
BANCORP Common Stock 20162L105 42,980 2,800 X 2,800 0 0
COMSTOCK RESOURCES Common Stock 205768203 82,080 6,000 X 6,000 0 0
CONCORD EFS INC Common Stock 206197105 1,523,520 103,500 X 103,500 0 0
CORNING INC Common Stock 219350105 88,680 12,000 X 12,000 0 0
CORPORATE EXECUTIVE Common Stock 21988R102 126,542 3,100 X 3,100 0 0
COST PLUS Common Stock 221485105 128,376 3,600 X 3,600 0 0
CRAY INC Common Stock 225223106 154,050 19,500 X 19,500 0 0
CROWN HOLDINGS INC Common Stock 228368106 69,258 9,700 X 9,700 0 0
CYMER INC Common Stock 232572107 99,231 3,100 X 3,100 0 0
CANON INC ADR US Common
Stock 138006309 164,340 3,600 X 3,600 0 0
CARNIVAL CORP US Common
Stock 143658300 130,040 4,000 X 0 0 4,000
CATERPILLAR INC US Common
Stock 149123101 111,320 2,000 X 0 0 2,000
CHECK POINT SOF US Common
Stock M22465104 78,000 4,000 X 17,200 0 0
CIA VALE DO ADR US Common
Stock 204412100 61,050 2,200 X 2,200 0 0
CISCO SYSTEMS I US Common
Stock 17275R102 152,789 9,100 X 0 0 9,100
CITIGROUP INC US Common
Stock 172967101 321,000 7,500 X 0 0 7,500
CO DE BEB -ADR US Common
Stock 20441W203 40,700 2,000 X 2,000 0 0
COMCAST CORP-SP US Common
Stock 20030N200 115,960 4,000 X 0 0 4,000
CORNING INC US Common
Stock 219350105 93,853 12,700 X 0 0 12,700
C D W CORP COMMON 12512N105 11,588,000 252,965 X 252,965 0 0
CMG STRATEGIC EQUITY FD COMMON 125747766 277,315,000 23,763,033 X 23,518,521 0 244,511
CMG SMALL/MID CAP FUND MUTUAL FUND 125747774 69,881,000 8,670,151 X 8,652,909 0 17,241
CMG SMALL CAP FUND COMMON 125747816 271,255,000 60,819,448 X 60,718,074 0 101,374
CMG INTERNATIONAL STK FD COMMON 125747881 18,539,000 1,844,654 X 1,816,221 0 28,433
CTC DOMESTIC COMMON STK COMMON 125994103 20,425,000 1,031,012 X 1,031,012 0 0
CABOT MICROELECTRONICS C COMMON 12709P103 19,539,000 387,450 X 387,450 0 0
CACI INTL INC CL A 127190304 13,545,000 394,900 X 375,800 0 19,100
CAL DIVE INTL INC COMMON 127914109 15,628,000 717,537 X 682,937 0 34,600
CALGON CARBON CORP COMMON 129603106 532,000 92,500 X 92,500 0 0
CALIFORNIA PIZZA KITCHEN COMMON 13054D109 4,102,000 190,000 X 190,000 0 0
CALIFORNIA WTR SVC GROUP COMMON 130788102 3,082,000 109,600 X 109,600 0 0
CALPINE CORP COMMON 131347106 11,220,000 1,699,950 X 1,622,650 0 77,300
CAMPBELL SOUP CO COMMON 134429109 1,632,000 66,600 X 66,600 0 0
CANADIAN NATL RY CO COMMON 136375102 965,000 20,000 X 20,000 0 0
CANON INC DEPOSITORY
RECEI 138006309 3,743,000 82,000 X 82,000 0 0
CAPITAL ONE FINL CORP COMMON 14040H105 1,064,000 21,635 X 21,635 0 0
CARDINAL HEALTH INC COMMON 14149Y108 1,254,000 19,500 X 19,500 0 0
CAREER EDUCATION CORP COMMON 141665109 4,472,000 65,483 X 63,231 0 2,252
CAREMARK RX INC COMMON 141705103 113,842,000 4,433,103 X 4,238,303 0 194,800
CARMAX INC COMMON 143130102 13,295,000 440,977 X 440,977 0 0
CARNIVAL CORP PAIRED CTF 143658300 22,465,000 691,030 X 611,330 0 79,700
CARRAMERICA RLTY CORP COMMON 144418100 8,251,000 296,675 X 296,675 0 0
CATELLUS DEV CORP COMMON 149111106 9,143,000 415,600 X 415,600 0 0
CATERPILLAR INC DEL COMMON 149123101 20,940,000 376,216 X 376,216 0 0
CELESTICA INC SUB VTG SHS 15101Q108 8,392,000 532,500 X 532,500 0 0
CENDANT CORP COMMON 151313103 24,721,000 1,349,425 X 1,349,425 0 0
CENTERPOINT PPTYS TR COMMON 151895109 16,952,000 276,775 X 276,775 0 0
CENTRAL PKG CORP COMMON 154785109 494,000 40,000 X 40,000 0 0
CENTRAL VALLEY CMNTY BAN COMMON 155685100 429,000 25,261 X 25,261 0 0
CERNER CORP COMMON 156782104 10,046,000 440,600 X 419,300 0 21,300
CHEESECAKE FACTORY INC COMMON 163072101 1,742,000 48,600 X 48,600 0 0
CHECK POINT SOFTWARE TEC ORD M22465104 5,740,000 294,350 X 294,350 0 0
CHELSEA PPTY GROUP INC COMMON 163421100 16,169,000 401,125 X 401,125 0 0
CHESAPEAKE ENERGY CORP COMMON 165167107 15,856,000 1,569,900 X 1,499,100 0 70,800
CHEVRONTEXACO CORP COMMON 166764100 289,000 4,000 X 4,000 0 0
CHICAGO BRIDGE & IRON CO DEPOSITORY
RECEI 167250109 19,821,000 873,952 X 839,652 0 34,300
CHICOS FAS INC COMMON 168615102 20,314,000 965,015 X 965,015 0 0
CHINA PETE & CHEM CORP DEPOSITORY
RECEI 16941R108 2,415,000 100,000 X 100,000 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
INSTR OTHER
V
CHOICEPOINT INC COMMON 170388102 12,896,000 373,579 X 373,579 0 0
CHUBB CORP COMMON 171232101 36,679,000 611,310 X 514,210 0 97,100
CIMA LABS INC COMMON 171796105 13,547,000 503,800 X 479,500 0 24,300
CIMAREX ENERGY CO COMMON 171798101 4,506,000 189,740 X 189,740 0 0
CINERGY CORP COMMON 172474108 257,000 6,975 X 6,975 0 0
CIRCUIT CITY STORE INC COMMON 172737108 1,100,000 125,000 X 125,000 0 0
CISCO SYS INC COMMON 17275R102 91,888,000 5,472,759 X 5,227,769 0 244,990
CINTAS CORP COMMON 172908105 5,784,000 163,250 X 163,250 0 0
CITIGROUP INC COMMON 172967101 191,700,000 4,478,969 X 4,019,952 0 459,017
CITIGROUP INC *W EXP
99/99/999 172967101 7,417,000 173,300 X 173,300 0 0
CITRIX SYS INC COMMON 177376100 10,819,000 531,400 X 506,700 0 24,700
CLEAR CHANNEL COMMUNICAT COMMON 184502102 43,486,000 1,025,864 X 972,339 0 53,525
COBALT CORP COMMON 19074W100 11,253,000 547,600 X 521,100 0 26,500
COCA COLA CO COMMON 191216100 37,532,000 808,715 X 808,715 0 0
COCA COLA ENTERPRISES IN COMMON 191219104 1,452,000 80,000 X 80,000 0 0
COCA-COLA FEMSA S A DE C DEPOSITORY
RECEI 191241108 2,795,000 130,000 X 130,000 0 0
COCA COLA HELLENIC BTLG GREECE G44207234 1,406,000 85,000 X 85,000 0 0
COGNIZANT TECHNOLOGY SOL CL A 192446102 25,230,000 1,034,450 X 986,150 0 48,300
COLUMBIA BKG SYS INC COMMON 197236102 2,299,000 128,000 X 128,000 0 0
COLUMBIA COMMON STOCK FD COMMON 197384100 429,000 26,123 X 26,123 0 0
COLUMBIA GROWTH FUND COMMON 197666100 1,050,000 44,617 X 44,617 0 0
COLUMBIA INT'L STOCK FD COMMON 197755101 2,502,000 230,998 X 230,998 0 0
COLUMBIA REAL ESTATE FD COMMON 198297103 926,000 47,092 X 47,092 0 0
COLUMBIA SMALL CAP FUND COMMON 198430100 2,991,000 151,454 X 151,454 0 0
COLUMBIA SPECIAL FUND COMMON 198513103 2,516,000 148,864 X 148,864 0 0
COLUMBIA STRATEGIC VALUE FUND 198526105 718,000 48,019 X 48,019 0 0
COLUMBIA TECHNOLOGY FUND COMMON 198545105 112,000 22,295 X 22,295 0 0
COMCAST CORP NEW CL A 20030N101 24,029,000 796,175 X 715,672 0 80,503
COMCAST CORP NEW CL A SPL 20030N200 580,000 20,000 X 20,000 0 0
COMERICA INC COMMON 200340107 2,627,000 56,500 X 56,500 0 0
COMMUNITY HEALTH SYS INC COMMON 203668108 25,262,000 1,309,580 X 1,268,980 0 40,600
COMPANHIA DE BEBIDAS DAS DEPOSITORY
RECEI 20441W203 3,460,000 170,000 X 170,000 0 0
COMPANIA DE MINAS BUENAV DEPOSITORY
RECEI 204448104 978,000 32,500 X 32,500 0 0
COMPUTER ASSOC INTL INC COMMON 204912109 10,350,000 464,540 X 377,440 0 87,100
COMPUTER SCIENCES CORP COMMON 205363104 2,419,000 63,450 X 63,450 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 12,136,000 808,500 X 808,500 0 0
CONAGRA FOODS INC COMMON 205887102 465,000 19,700 X 19,700 0 0
CONCORD EFS INC COMMON 206197105 19,204,000 1,304,600 X 1,304,600 0 0
CONCUR TECHNOLOGIES INC COMMON 206708109 253,000 25,000 X 25,000 0 0
CONNETICS CORP COMMON 208192104 21,789,000 1,452,600 X 1,382,900 0 69,700
CONOCOPHILLIPS COMMON 20825C104 35,070,000 639,961 X 564,634 0 75,327
CONSOL ENERGY INC COMMON 20854P109 3,834,000 168,600 X 168,600 0 0
CONSOLIDATED EDISON INC COMMON 209115104 18,082,000 417,800 X 312,900 0 104,900
CONVERGYS CORP COMMON 212485106 2,881,000 180,050 X 180,050 0 0
COOPER CAMERON CORP COMMON 216640102 504,000 10,000 X 10,000 0 0
COOPER INDS LTD CL A G24182100 12,497,000 302,600 X 302,600 0 0
COPART INC COMMON 217204106 2,041,000 216,000 X 216,000 0 0
CORE LABORATORIES N V COMMON N22717107 1,728,000 160,000 X 160,000 0 0
CORINTHIAN COLLEGES INC COMMON 218868107 21,173,000 438,277 X 417,277 0 21,000
CORN PRODS INTL INC COMMON 219023108 2,027,000 67,500 X 67,500 0 0
CORNING INC COMMON 219350105 2,494,000 337,500 X 337,500 0 0
CORPORATE EXECUTIVE BRD COMMON 21988R102 30,683,000 751,663 X 725,043 0 26,620
CORVIS CORP COMMON 221009103 5,616,000 3,873,100 X 3,693,100 0 180,000
COST PLUS INC CALIF COMMON 221485105 10,822,000 303,406 X 288,806 0 14,600
COUSINS PPTYS INC COMMON 222795106 52,371,000 1,877,100 X 1,877,100 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 25,410,000 550,475 X 524,575 0 25,900
COX RADIO INC CL A 224051102 12,436,000 538,115 X 538,115 0 0
CREDENCE SYS CORP COMMON 225302108 15,965,000 1,858,500 X 1,769,100 0 89,400
CRESCENT REAL ESTATE EQU COMMON 225756105 2,762,000 166,300 X 166,300 0 0
CTI MOLECULAR IMAGING IN COMMON 22943D105 10,765,000 577,202 X 549,502 0 27,700
CUMMINS INC COMMON 231021106 2,602,000 72,500 X 72,500 0 0
CURAGEN CORP COMMON 23126R101 267,000 50,300 X 50,300 0 0
DANA CORP Common Stock 235811106 5,468 473 X 473 0 0
DANAHER CORP Common Stock 235851102 40,626 597 X 597 0 0
DARDEN RESTURANTS INC Common Stock 237194105 6,762,024 356,271 X 356,271 0 0
DATACRAFT ASIA LTD Common Stock 624683SDL 368,000 368,000 X 368,000 0 0
DAVITA INC Common Stock 23918K108 334,750 12,500 X 12,500 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
INSTR OTHER
V
DEAN FOODS Common Stock 242370104 35,749,350 1,134,900 X 1,134,900 0 0
DEERE & CO Common Stock 244199105 5,259,933 115,097 X 115,097 0 0
DELL COMPUTER CORPORATION Common Stock 247025109 46,168,713 1,444,578 X 1,444,578 0 0
DELPHI CORP Common Stock 247126105 42,718,509 4,950,001 X 4,950,001 0 0
DELPHI FINANCIAL GROUP
CLASS A Common Stock 247131105 3,809,146 81,392 X 81,392 0 0
DELTA AIR LINES INC Common Stock 247361108 5,872 400 X 400 0 0
DELTA APPAREL INC Common Stock 247368103 865,313 53,250 X 53,250 0 0
DELUXE CORP Common Stock 248019101 10,618 237 X 237 0 0
DENBURY RESOURCES INC Common Stock 247916208 2,419,415 180,150 X 180,150 0 0
DEVON ENERGY CORPORATION Common Stock 25179M103 6,533,116 122,343 X 122,343 0 0
DIGITAL RIVER INC Common Stock 25388B104 714,100 37,000 X 37,000 0 0
DILLARDS INC CL A Common Stock 254067101 4,337 322 X 322 0 0
DIME COMMUNITY BANCSHARES Common Stock 253922108 1,023,090 40,200 X 40,200 0 0
DOBSON COMM PIK PFD
12.25% Preferred
Stock 256072307 5,505,390 5,561 X 5,561 0 0
DOCTOR REDDY'S LAB- ADR Common Stock 256135203 1,438,227 61,700 X 61,700 0 0
DOLLAR GENERAL CORP Common Stock 256669102 22,095 1,210 X 1,210 0 0
DOLLAR THRIFTY
AUTOMOTIVE GP Common Stock 256743105 448,910 24,200 X 24,200 0 0
DOLLAR TREE STORES INC Common Stock 256747106 95,190 3,000 X 3,000 0 0
DOMINION RESOURCES INC Common Stock 25746U109 17,491,081 272,150 X 272,150 0 0
DONNELLEY (RR) & SONS CO Common Stock 257867101 12,573 481 X 481 0 0
DOVER CORP Common Stock 260003108 28,779,276 960,590 X 960,590 0 0
DOW CHEMICAL CO Common Stock 260543103 108,793 3,514 X 3,514 0 0
DOW JONES & CO INC Common Stock 260561105 12,264 285 X 285 0 0
DRESS BARN Common Stock 261570105 1,571,346 124,021 X 124,021 0 0
DRS TECHNOLOGIES Common Stock 23330X100 834,808 29,900 X 29,900 0 0
DSP GROUP INC Common Stock 23332B106 434,906 20,200 X 20,200 0 0
DST SYSTEMS INC Common Stock 233326107 6,327,000 166,500 X 166,500 0 0
DTE ENERGY CO Common Stock 233331107 9,591,569 248,229 X 248,229 0 0
DUKE ENERGY Common Stock 264399106 57,483,152 2,881,361 X 2,881,361 0 0
DUKE REALTY CORPORATION Common Stock 264411505 191,473 6,950 X 6,950 0 0
DUPONT PHOTOMASKS INC Common Stock 26613X101 1,933,163 102,664 X 102,664 0 0
DYNEGY INC Common Stock 26816Q101 204,540 48,700 X 48,700 0 0
DPL INC Common Stock 233293109 23,910 1,500 X 1,500 0 0
DRS TECHNOLOGIES-INC Common Stock 23330X100 173,104 6,200 X 6,200 0 0
DSP GROUP INC Common Stock 23332B106 86,120 4,000 X 4,000 0 0
DELL COMPUTER Common Stock 247025109 2,917,948 91,300 X 91,300 0 0
DIGITAL RIVER INC Common Stock 25388B104 150,540 7,800 X 7,800 0 0
DIME COMMUNITY BANCSHARES Common Stock 253922108 239,230 9,400 X 9,400 0 0
DOLLAR THRIFTY
AUTOMOTIVE GP Common Stock 256743105 98,315 5,300 X 5,300 0 0
DELL COMPUTER C US Common
Stock 247025109 76,416 2,400 X 0 0 2,400
DIAGEO PLC-ADR US Common
Stock 25243Q205 231,928 5,300 X 5,300 0 0
DR. REDDY -ADR US Common
Stock 256135203 272,727 11,700 X 1,119,780 0 207,500
DPL INC COMMON 233293109 564,000 35,400 X 35,400 0 0
D R HORTON INC COMMON 23331A109 629,000 22,370 X 22,370 0 0
DTE ENERGY CO COMMON 233331107 25,743,000 666,220 X 532,620 0 133,600
DANAHER CORP DEL COMMON 235851102 407,000 5,980 X 5,980 0 0
DARDEN RESTAURANTS INC COMMON 237194105 14,319,000 754,420 X 754,420 0 0
DAVITA INC COMMON 23918K108 45,402,000 1,695,381 X 1,637,318 0 58,063
DEAN FOODS CO NEW COMMON 242370104 12,252,000 388,940 X 388,940 0 0
DEERE & CO COMMON 244199105 32,575,000 712,795 X 610,195 0 102,600
DEL MONTE FOODS CO COMMON 24522P103 995,000 112,522 X 112,522 0 0
DELL COMPUTER CORP COMMON 247025109 43,834,000 1,376,695 X 1,376,695 0 0
DELTA & PINE LD CO COMMON 247357106 1,583,000 72,000 X 72,000 0 0
DEVON ENERGY CORP NEW COMMON 25179M103 13,393,000 250,805 X 206,805 0 44,000
DILLARDS INC CL A 254067101 4,028,000 299,000 X 299,000 0 0
DOBSON COMMUNICATIONS CO CL A 256069105 6,555,000 1,243,900 X 1,184,800 0 59,100
DOCUMENTUM INC COMMON 256159104 21,088,000 1,076,443 X 1,024,253 0 52,190
DOLLAR GEN CORP COMMON 256669102 25,367,000 1,389,190 X 1,193,290 0 195,900
DOLLAR TREE STORES INC COMMON 256747106 6,649,000 209,300 X 209,300 0 0
DONNELLEY R R & SONS CO COMMON 257867101 366,000 14,000 X 14,000 0 0
DOT HILL SYS CORP COMMON 25848T109 314,000 24,000 X 24,000 0 0
DOW CHEM CO COMMON 260543103 13,856,000 447,560 X 447,560 0 0
DU PONT E I DE NEMOURS & COMMON 263534109 1,041,000 25,000 X 25,000 0 0
DUKE ENERGY CORP COMMON 264399106 5,017,000 251,500 X 251,500 0 0
DUKE REALTY CORP COM NEW 264411505 20,879,000 757,850 X 757,850 0 0
DUPONT PHOTOMASKS INC COMMON 26613X101 4,538,000 241,400 X 229,800 0 11,600
EAST WEST BANC-CORP Common Stock 27579R104 766,168 21,200 X 21,200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
V
EASTGROUP PROPERTIES INC Common Stock 277276101 2,344,950 86,850 X 86,850 0 0
EASTMAN CHEMICAL Common Stock 277432100 10,285,371 324,767 X 324,767 0 0
EASTMAN KODAK CO Common Stock 277461109 31,398 1,148 X 1,148 0 0
EATON CORP Common Stock 278058102 5,211,686 66,298 X 66,298 0 0
EBAY INC Common Stock 278642103 6,096,822 58,522 X 58,522 0 0
ECHOSTAR COMMUNICATIONS
CL A Common Stock 278762109 1,731,000 50,000 X 50,000 0 0
ECOLAB INC Common Stock 278865100 4,915,712 192,020 X 192,020 0 0
EDISON INTERNATIONAL Common Stock 281020107 13,471,056 819,906 X 819,906 0 0
EDUCATION MANAGEMENT CORP Common Stock 28139T101 271,218 5,100 X 5,100 0 0
EGL INC Common Stock 268484102 287,280 18,900 X 18,900 0 0
EI DUPONT DE NEMOURS
& CO INC Common Stock 263534109 5,639,055 135,424 X 135,424 0 0
EL PASO CORPORATION Common Stock 28336L109 3,149,883 389,837 X 389,837 0 0
EL PASO ELECTRIC CO Common Stock 283677854 2,141,721 173,700 X 173,700 0 0
ELECTRO RENT CORPORATION Common Stock 285218103 708,580 65,731 X 65,731 0 0
ELECTRONIC ARTS INC Common Stock 285512109 2,665,712 36,028 X 36,028 0 0
ELECTRONIC DATA
SYSTEMS CORP Common Stock 285661104 29,765,972 1,387,691 X 1,387,691 0 0
ELECTRONICS FOR IMAGING Common Stock 286082102 1,957,985 96,500 X 96,500 0 0
EMC CORP Common Stock 268648102 1,397,735 133,499 X 133,499 0 0
EMCOR GROUP INC Common Stock 29084Q100 4,402,912 89,200 X 89,200 0 0
EMERSON ELECTRIC CO Common Stock 291011104 7,543,740 147,627 X 147,627 0 0
ENERGY EAST CORPORATION Common Stock 29266M109 14,666,940 706,500 X 706,500 0 0
ENGELHARD CORPORATION Common Stock 292845104 9,476,606 382,584 X 382,584 0 0
ENTEGRIS INC Common Stock 29362U104 1,162,560 86,500 X 86,500 0 0
ENTERGY ARKANSAS
INC 7.8% PREF Preferred
Stock 29364D803 960,000 10,000 X 10,000 0 0
ENTERGY ARKANSAS INC
7.88% PRF Preferred
Stock 29364D852 868,952 8,900 X 8,900 0 0
ENTERGY CORP Common Stock 29364G103 17,320,760 328,169 X 328,169 0 0
ENTERGY GULF ST ULIT
ARP SER A Preferred
Stock 29364L839 1,166,175 12,773 X 12,773 0 0
ENTERGY GULF STATES INC Preferred
Stock 29364L847 1,688,834 18,328 X 18,328 0 0
ENTERGY LOUISIANA
INC 8.00% PF Preferred
Stock 29364M803 705,000 30,000 X 30,000 0 0
ENVIROSOURCE INC Common Stock 29409K804 17,803 77,404 X 77,404 0 0
ENVIROSOURCE INC
PREFERRED Preferred
Stock 29409K705 415,926 8,984 X 8,984 0 0
EOG RESOURCES INC Common Stock 26875P101 4,202,619 100,445 X 100,445 0 0
EQUIFAX INC Common Stock 294429105 12,896 496 X 496 0 0
EQUITY OFFICE
PROPERTIES TR Common Stock 294741103 282,579 10,462 X 10,462 0 0
EQUITY ONE INC Common Stock 294752100 2,273,040 138,600 X 138,600 0 0
EQUITY RESIDENTIAL Common Stock 29476L107 186,996 7,206 X 7,206 0 0
ESTERLINE TECHNOLOGIES
CORP Common Stock 297425100 2,352,091 135,100 X 135,100 0 0
EXAR CORP Common Stock 300645108 1,527,595 96,500 X 96,500 0 0
EXELON CORPORATION Common Stock 30161N101 35,483,897 593,277 X 593,277 0 0
EXPEDIA INC Common Stock 302125109 4,147,434 54,300 X 54,300 0 0
EXPRESS SCRIPTS
INC-CLASS A Common Stock 302182100 10,541,776 154,300 X 154,300 0 0
EXXON MOBIL CORPORATION Common Stock 30231G102 90,182,004 2,511,334 X 2,511,334 0 0
EGL INC Common Stock 268484102 63,840 4,200 X 4,200 0 0
EMC CORP Common Stock 268648102 1,423,920 136,000 X 136,000 0 0
EAST WEST BANCORP Common Stock 27579R104 155,402 4,300 X 4,300 0 0
EMERSON ELECTRIC Common Stock 291011104 81,760 1,600 X 1,600 0 0
ENTEGRIS INC Common Stock 29362U104 232,512 17,300 X 17,300 0 0
ERICSSON TEL-SP ADR Common Stock 294821608 367,798 34,600 X 34,600 0 0
EXXON MOBIL CORP Common Stock 30231G102 1,156,302 32,200 X 32,200 0 0
EBAY INC US Common
Stock 278642103 93,600 900 X 0 0 900
EDISON INTERNAT US Common
Stock 281020107 943,082 57,400 X 57,400 0 0
EMBRAER AIRCRAF US Common
Stock 29081M102 88,376 4,627 X 4,627 0 0
EXELON CORPORAT US Common
Stock 30161N101 783,511 13,100 X 13,100 0 0
EXXON MOBIL COR US Common
Stock 30231G102 179,550 5,000 X 0 0 5,000
E M C CORP MASS COMMON 268648102 13,070,000 1,248,345 X 1,109,945 0 138,400
ENSCO INTL INC COMMON 26874Q100 12,755,000 474,155 X 385,555 0 88,600
EOG RES INC COMMON 26875P101 9,979,000 238,500 X 197,420 0 41,080
EASTMAN CHEM CO COMMON 277432100 7,553,000 238,500 X 238,500 0 0
EATON CORP COMMON 278058102 18,296,000 232,740 X 232,740 0 0
EBAY INC COMMON 278642103 39,863,000 383,300 X 371,000 0 12,300
EDUCATION MGMT CORP COMMON 28139T101 53,554,000 1,009,693 X 971,023 0 38,670
EKORNES ASA NORWAY N52112617 2,675,000 200,000 X 200,000 0 0
EL PASO CORP COMMON 28336L109 2,411,000 298,375 X 298,375 0 0
ELAN PLC DEPOSITORY
RECEI 284131208 564,000 100,000 X 100,000 0 0
ELECTRONIC ARTS INC COMMON 285512109 32,164,000 435,235 X 435,235 0 0
ELECTRONICS BOUTIQUE HLD COMMON 286045109 7,740,000 337,400 X 321,400 0 16,000
ELECTRONICS FOR IMAGING COMMON 286082102 26,888,000 1,331,087 X 1,271,169 0 59,918
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
V
EMERSON ELEC CO COMMON 291011104 7,358,000 144,000 X 144,000 0 0
EMULEX CORP COM NEW 292475209 15,907,000 698,590 X 567,190 0 131,400
ENCANA CORP COMMON 292505104 1,727,000 45,000 X 45,000 0 0
ENERGIZER HLDGS INC COMMON 29266R108 6,066,000 193,179 X 193,179 0 0
ENTERCOM COMMUNICATIONS CL A 293639100 34,295,000 699,760 X 667,801 0 31,959
ENTRAVISION COMMUNICATIO CL A 29382R107 18,733,000 1,650,480 X 1,588,980 0 61,500
EQUITABLE RES INC COMMON 294549100 9,137,000 224,275 X 178,175 0 46,100
EQUITY OFFICE PROPERTIES COMMON 294741103 28,912,000 1,070,435 X 1,070,435 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 17,051,000 657,081 X 657,081 0 0
ERICSSON L M TEL CO DEPOSITORY
RECEI 294821608 1,568,000 147,500 X 147,500 0 0
EXXON MOBIL CORP COMMON 30231G102 35,428,000 986,571 X 833,859 0 152,712
F5 NETWORKS INC Common Stock 315616102 552,680 32,800 X 32,800 0 0
FAIRCHILD SEMICON
INTL -CL A Common Stock 303726103 199,524 15,600 X 15,600 0 0
FAIRLANE MGMT CORP Common Stock 305059107 0 77,404 X 77,404 0 0
FAMILY DOLLAR STORES Common Stock 307000109 274,413 7,193 X 7,193 0 0
FANNIE MAE Common Stock 313586109 13,443,490 199,340 X 199,340 0 0
FASTENAL CO Common Stock 311900104 305,460 9,000 X 9,000 0 0
FEDERATED DEPT
STORES INC NEW Common Stock 31410H101 26,433,389 717,324 X 717,324 0 0
FEDERATED INVESTOR
INC-CL B Common Stock 314211103 2,408,244 87,828 X 87,828 0 0
FEDEX CORPORATION Common Stock 31428X106 3,030,600 48,857 X 48,857 0 0
FIDELITY NATIONAL
INFO SOLU IN Common Stock 31620P109 675,472 25,900 X 25,900 0 0
FIFTH THIRD BANCORP Common Stock 316773100 14,846,760 258,925 X 258,925 0 0
FIRST CITIZEN
BANCSHARES INC Common Stock 31946M103 1,885,708 18,700 X 18,700 0 0
FIRST DATA CORP Common Stock 319963104 29,523,804 712,447 X 712,447 0 0
FIRST HEALTH GROUP CORP Common Stock 320960107 22,662,360 821,100 X 821,100 0 0
FIRST INDUSTRIAL
REALTY TR Common Stock 32054K103 85,320 2,700 X 2,700 0 0
FIRST NATIONAL
BANKSHARES INC Common Stock 32020R109 1,957,410 58,500 X 58,500 0 0
FIRST TENNESSEE
NATIONAL CORP Common Stock 337162101 20,506 467 X 467 0 0
FIRSTENERGY CORP Common Stock 337932107 17,511,284 455,430 X 455,430 0 0
FISERV INC Common Stock 337738108 27,206 764 X 764 0 0
FLEETBOSTON FINANCIAL
CORP Common Stock 339030108 120,147 4,044 X 4,044 0 0
FLUOR CORP Common Stock 343412102 10,395 309 X 309 0 0
FORD MOTOR COMPANY -W/I Common Stock 345370860 78,293 7,124 X 7,124 0 0
FOREST LABORATORIES INC Common Stock 345838106 76,979 1,406 X 1,406 0 0
FOREST OIL CORP Common Stock 346091705 1,932,105 76,915 X 76,915 0 0
FORTUNE BRANDS INC Common Stock 349631101 30,955 593 X 593 0 0
FOX ENTERTAINMENT
GROUP CL A Common Stock 35138T107 5,612,100 195,000 X 195,000 0 0
FPL GROUP INC Common Stock 302571104 14,066,978 210,426 X 210,426 0 0
FRANKLIN RESOURCES INC Common Stock 354613101 37,781 967 X 967 0 0
FREDDIE MAC Common Stock 313400301 40,750,388 802,647 X 802,647 0 0
FREEPORT MCMORAN CL B Common Stock 35671D857 14,210 580 X 580 0 0
FRIEDMANS INC -CL A Common Stock 358438109 1,524,421 134,074 X 134,074 0 0
FRONTIER OIL CORP Common Stock 35914P105 756,960 49,800 X 49,800 0 0
FTI CONSULTING INC Common Stock 302941109 666,699 26,700 X 26,700 0 0
FULLER (H.B.) CO Common Stock 359694106 1,790,226 81,300 X 81,300 0 0
FTI CONSULTING INC Common Stock 302941109 146,075 5,850 X 5,850 0 0
F5 NETWORKS INC Common Stock 315616102 114,580 6,800 X 6,800 0 0
FIDELITY NATL INFO
SOLUTIONS Common Stock 31620P109 146,048 5,600 X 5,600 0 0
FID GRWTH & INCM FD Mutual Fund 316389204 53,252 1,637 X 1,637 0 0
FIFTH THIRD BANCORP Common Stock 316773100 290,255 5,062 X 5,062 0 0
FIRST DATA CORP Common Stock 319963104 953,120 23,000 X 23,000 0 0
FORD MOTOR COMPANY Common Stock 345370860 13,724 1,249 X 1,249 0 0
FRONTIER OIL CORP Common Stock 35914P105 153,520 10,100 X 10,100 0 0
FIRSTENERGY COR US Common
Stock 337932107 472,935 12,300 X 12,300 0 0
FPL GROUP INC US Common
Stock 302571104 534,800 8,000 X 8,000 0 0
FEI CO COMMON 30241L109 8,189,000 436,300 X 424,200 0 12,100
FMC TECHNOLOGIES INC COMMON 30249U101 2,631,000 125,000 X 125,000 0 0
FAIR ISAAC CORP COMMON 303250104 21,996,000 427,525 X 408,125 0 19,400
FAIRCHILD SEMICONDUCTOR COMMON 303726103 5,961,000 466,100 X 466,100 0 0
FAIRMONT HOTELS RESORTS COMMON 305204109 2,852,000 121,900 X 121,900 0 0
FAMILY DLR STORES INC COMMON 307000109 7,882,000 206,605 X 206,605 0 0
FASTENAL CO COMMON 311900104 11,557,000 339,110 X 339,110 0 0
FEDERAL HOME LN MTG CORP COMMON 313400301 762,000 15,000 X 15,000 0 0
FEDERAL NATL MTG ASSN COMMON 313586109 37,540,000 556,640 X 556,640 0 0
FEDEX CORP COMMON 31428X106 31,998,000 515,850 X 478,150 0 37,700
F5 NETWORKS INC COMMON 315616102 13,776,000 828,905 X 789,105 0 39,800
FIFTH THIRD BANCORP COMMON 316773100 35,745,000 622,517 X 581,465 0 41,052
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
V
FILENET CORP COMMON 316869106 11,210,000 622,800 X 592,000 0 30,800
FINANCIAL FED CORP COMMON 317492106 2,440,000 100,000 X 100,000 0 0
FIRST DATA CORP COMMON 319963104 34,117,000 823,295 X 770,245 0 53,050
FIRST INDUSTRIAL REALTY COMMON 32054K103 9,133,000 289,025 X 289,025 0 0
FIRST HEALTH GROUP CORP COMMON 320960107 45,905,000 1,662,014 X 1,596,114 0 65,900
FLEXTRONICS INTL LTD ORD Y2573F102 5,017,000 481,000 X 481,000 0 0
FLUOR CORP NEW COMMON 343412102 3,044,000 90,500 X 90,500 0 0
FLOWSERVE CORP COMMON 34354P105 9,462,000 481,030 X 463,230 0 17,800
FOMENTO ECONOMICO MEXICA DEPOSITORY
RECEI 344419106 1,236,000 30,000 X 30,000 0 0
FORTUNE BRANDS INC COMMON 349631101 1,176,000 22,525 X 22,525 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 15,610,000 1,094,660 X 1,042,960 0 51,700
FRIEDMANS INC CL A 358438109 2,899,000 255,000 X 255,000 0 0
FULLER H B CO COMMON 359694106 1,722,000 78,200 X 78,200 0 0
GALLAGHER (ARTHUR J.)
& CO. Common Stock 363576109 330,480 12,150 X 12,150 0 0
GANNETT COMPANY INC Common Stock 364730101 5,440,836 70,835 X 70,835 0 0
GAP INC Common Stock 364760108 64,459 3,436 X 3,436 0 0
GARMIN LTD COM Common Stock G37260109 1,287,801 32,300 X 32,300 0 0
GATEWAY INC Common Stock 367626108 3,084 845 X 845 0 0
GENERAL DYNAMICS CORP Common Stock 369550108 30,888,553 426,049 X 426,049 0 0
GENERAL ELECTRIC CO Common Stock 369604103 76,488,183 2,666,952 X 2,666,952 0 0
GENERAL GROWTH PROPERTIES Common Stock 370021107 394,621 6,320 X 6,320 0 0
GENERAL MILLS INC Common Stock 370334104 67,844 1,431 X 1,431 0 0
GENERAL MOTORS CORP Common Stock 370442105 78,120 2,170 X 2,170 0 0
GENESEE & WYOMING Common Stock 371559105 719,950 35,000 X 35,000 0 0
GENESIS HEALTH VENTURES Common Stock 37183F107 2,571,605 145,700 X 145,700 0 0
GENLYTE GROUP INC Common Stock 372302109 1,805,081 51,618 X 51,618 0 0
GENTEX CORP Common Stock 371901109 14,336,194 468,350 X 468,350 0 0
GENUINE PARTS CO Common Stock 372460105 20,646 645 X 645 0 0
GENZYME CORP Common Stock 372917104 35,196 842 X 842 0 0
GEORGIA PACIFIC CORP Common Stock 373298108 11,889,401 627,409 X 627,409 0 0
GETTY IMAGES INC Common Stock 374276103 2,494,520 60,400 X 60,400 0 0
GETTY REALTY CORPORATION Common Stock 374297109 2,054,556 92,050 X 92,050 0 0
GILEAD SCIENCES INC Common Stock 375558103 264,005 4,750 X 4,750 0 0
GILLETTE CO Common Stock 375766102 30,527,328 958,171 X 958,171 0 0
GLATFELTER (P.H.) CO Common Stock 377316104 1,134,275 76,900 X 76,900 0 0
GLOBAL IMAGING SYSTEMS Common Stock 37934A100 768,912 33,200 X 33,200 0 0
GOLDEN WEST FINANCIAL
CORP Common Stock 381317106 34,308,608 428,804 X 428,804 0 0
GOLDMAN SACHS GROUP INC Common Stock 38141G104 3,464,319 41,365 X 41,365 0 0
GOODRICH CORP Common Stock 382388106 8,085 385 X 385 0 0
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 2,788 531 X 531 0 0
GOODYS FAMILY CLOTHING
INC Common Stock 382588101 1,964,251 227,081 X 227,081 0 0
GRAY TELEVISION INC COM Common Stock 389375106 370,760 29,900 X 29,900 0 0
GREAT LAKES CHEMICAL CORP Common Stock 390568103 3,162 155 X 155 0 0
GREENPOINT FINANCIAL CORP Common Stock 395384100 22,118,148 434,200 X 434,200 0 0
GREIF INC-CL A Common Stock 397624107 1,850,350 80,450 X 80,450 0 0
GRUPO TELEVISA SA-SPONS
GDR Common Stock 40049J206 779,700 22,600 X 22,600 0 0
GTSI CORP Common Stock 36238K103 626,835 72,050 X 72,050 0 0
GUIDANT CORP Common Stock 401698105 54,422 1,226 X 1,226 0 0
GENERAL ELECTRIC Common Stock 369604103 5,417,652 188,900 X 188,900 0 0
GENESEE & WYOMING INC
CL-A Common Stock 371559105 148,104 7,200 X 7,200 0 0
GILLETTE Common Stock 375766102 4,125,870 129,500 X 129,500 0 0
GLBL IMAGING SYS INC Common Stock 37934A100 162,120 7,000 X 7,000 0 0
GRAY TELEVISION Common Stock 389375106 71,920 5,800 X 5,800 0 0
GENERAL ELECTRI US Common
Stock 369604103 286,800 10,000 X 0 0 1,000
GENTEX CORP US Common
Stock 371901109 193,095 6,300 X 0 0 6,300
GILLETTE COMPAN US Common
Stock 375766102 159,300 5,000 X 0 0 5,000
GLAXOSMITHKLINE US Common
Stock 37733W105 121,620 3,000 X 16,839 0 0
G & K SVCS INC CL A 361268105 2,650,000 90,000 X 90,000 0 0
GATX CORP COMMON 361448103 1,104,000 67,500 X 67,500 0 0
GALLAGHER ARTHUR J & CO COMMON 363576109 11,930,000 438,610 X 438,610 0 0
GAMESTOP CORP CL A 36466R101 7,619,000 589,700 X 561,300 0 28,400
GARDENBURGER INC COMMON 365476100 67,000 166,731 X 166,731 0 0
GARMIN LTD ORD G37260109 5,921,000 148,400 X 148,400 0 0
GEDEON RICHTER RT. HUNGARY H40423875 3,177,000 45,000 X 45,000 0 0
GENENTECH INC COM NEW 368710406 4,652,000 64,500 X 64,500 0 0
GENERAL ELEC CO COMMON 369604103 145,885,000 5,086,651 X 4,638,901 0 447,750
GENERAL GROWTH PPTYS INC COMMON 370021107 41,415,000 663,275 X 663,275 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
INSTR OTHER
V
GENERAL MTRS CL H CL H NEW 370442832 6,510,000 508,200 X 508,200 0 0
GENESIS MICROCHIP INC DE COMMON 37184C103 4,853,000 358,400 X 341,100 0 17,300
GENTEX CORP COMMON 371901109 27,758,000 905,639 X 875,439 0 30,200
GENUINE PARTS CO COMMON 372460105 320,000 10,000 X 10,000 0 0
GEORGIA PAC CORP COMMON 373298108 4,285,000 226,100 X 226,100 0 0
GILEAD SCIENCES INC COMMON 375558103 9,582,000 172,500 X 172,500 0 0
GILLETTE CO COMMON 375766102 48,705,000 1,528,705 X 1,475,705 0 53,000
GLOBAL PMTS INC COMMON 37940X102 15,007,000 422,725 X 404,289 0 18,436
GLOBALSANTAFE CORP SHS G3930E101 8,480,000 363,335 X 347,910 0 15,425
GOLDMAN SACHS GROUP INC COMMON 38141G104 32,297,000 385,640 X 346,140 0 39,500
GRAINGER W W INC COMMON 384802104 13,708,000 293,151 X 293,151 0 0
GRANT PRIDECO INC COMMON 38821G101 2,350,000 200,000 X 200,000 0 0
GREY WOLF INC COMMON 397888108 7,214,000 1,785,695 X 1,706,495 0 79,200
GRUPO TELEVISA SA DE CV DEPOSITORY
RECEI 40049J206 2,001,000 58,000 X 58,000 0 0
H J HEINZ CO Common Stock 423074103 43,336 1,314 X 1,314 0 0
H&R BLOCK INC Common Stock 93671105 28,978 670 X 670 0 0
HALLIBURTON CO Common Stock 406216101 44,109,653 1,917,811 X 1,917,811 0 0
HANCOCK HOLDING COMPANY Common Stock 410120109 1,265,632 26,894 X 26,894 0 0
HANDLEMAN CO Common Stock 410252100 2,818,400 176,150 X 176,150 0 0
HARLEY DAVIDSON Common Stock 412822108 52,057 1,306 X 1,306 0 0
HARMAN INTERNATIONAL
INC NEW Common Stock 413086109 490,668 6,200 X 6,200 0 0
HARRAH'S ENTERTAINMENT
INC Common Stock 413619107 10,764,965 267,519 X 267,519 0 0
HARSCO CORP Common Stock 415864107 3,763,620 104,400 X 104,400 0 0
HARTFORD FINANCIAL
SVCS GROUP Common Stock 416515104 5,776,040 114,695 X 114,695 0 0
HARVEST NATURAL RESOURCES Common Stock 41754V103 2,884,018 452,750 X 452,750 0 0
HASBRO INC Common Stock 418056107 11,753 672 X 672 0 0
HCA INC Common Stock 404119109 10,041,144 313,394 X 313,394 0 0
HEALTH MGMT ASSOC INC
CL A Common Stock 421933102 17,085 926 X 926 0 0
HEARTLAND EXPRESS INC Common Stock 422347104 649,700 29,200 X 29,200 0 0
HELIX TECHNOLOGY CORP Common Stock 423319102 304,290 23,000 X 23,000 0 0
HENRY JACK & ASSOCIATES Common Stock 426281101 407,391 22,900 X 22,900 0 0
HERCULES INC Common Stock 427056106 3,792 383 X 383 0 0
HERLEY INDUSTRIES INC Common Stock 427398102 1,652,154 97,300 X 97,300 0 0
HERSHEY FOODS CORP Common Stock 427866108 37,268 535 X 535 0 0
HEWLETT-PACKARD CO Common Stock 428236103 6,408,510 300,869 X 300,869 0 0
HILB ROGAL AND HAMILTON
CO Common Stock 431294107 745,476 21,900 X 21,900 0 0
HILLENBRAND INDUSTRIES Common Stock 431573104 151,350 3,000 X 3,000 0 0
HILTON HOTELS CORP Common Stock 432848109 176,323 13,786 X 13,786 0 0
HISPANIC BROADCASTING
CORP Common Stock 43357B104 286,313 11,250 X 11,250 0 0
HOME DEPOT INC Common Stock 437076102 49,004,253 1,479,597 X 1,479,597 0 0
HONEYWELL INTERNATIONAL
INC Common Stock 438516106 56,888,625 2,118,757 X 2,118,757 0 0
HOOPER HOLMES INC Common Stock 439104100 122,360 19,000 X 19,000 0 0
HORIZON PCS INC WARRANTS +Warrant 1.0 44043U118 10 9,825 X 9,825 0 0
HORMEL FOODS CORP Common Stock 440452100 7,131,330 300,900 X 300,900 0 0
HOUSTON EXPLORATION CO Common Stock 442120101 1,592,730 45,900 X 45,900 0 0
HUGHES SUPPLY INC Common Stock 444482103 1,943,200 56,000 X 56,000 0 0
HUMANA INC Common Stock 444859102 2,895,425 191,750 X 191,750 0 0
HUNT (JB) TRANSPRT SVCS
INC Common Stock 445658107 483,200 12,800 X 12,800 0 0
HUNTINGTON BANCSHARES INC Common Stock 446150104 16,807 861 X 861 0 0
HUTCHINSON TECHNOLOGY Common Stock 448407106 771,534 23,458 X 23,458 0 0
HARMAN INTERNATIONAL Common Stock 413086109 94,968 1,200 X 1,200 0 0
HEARTLAND EXPRESS Common Stock 422347104 137,950 6,200 X 6,200 0 0
HELIX TECHNOLOGY CORP Common Stock 423319102 62,181 4,700 X 4,700 0 0
HENRY JACK & ASSOC Common Stock 426281101 85,392 4,800 X 4,800 0 0
HEWLETT-PACKARD CO Common Stock 428236103 136,320 6,400 X 6,400 0 0
HILB ROGAL & HAMILTON CO Common Stock 431294107 142,968 4,200 X 4,200 0 0
HOME DEPOT Common Stock 437076102 5,241,240 158,250 X 158,250 0 0
HONEYWELL INTL INC Common Stock 438516106 402,750 15,000 X 15,000 0 0
HUNT (JB) TRANSPRT SVCS
INC Common Stock 445658107 132,125 3,500 X 3,500 0 0
HDFC BANK ADR US Common
Stock 40415F101 2,244,375 119,700 X 134,000 0 38,500
HISPANIC BRODCA US Common
Stock 43357B104 201,055 7,900 X 0 0 7,900
HOME DEPOT INC US Common
Stock 437076102 132,480 4,000 X 0 0 4,000
HONDA MOTOR-ADR US Common
Stock 438128308 112,395 5,900 X 5,900 0 0
HSBC HLDGS PLC DEPOSITORY
RECEI 404280406 4,847,000 82,000 X 82,000 0 0
HAIN CELESTIAL GROUP INC COMMON 405217100 1,525,000 95,500 X 95,500 0 0
HALLIBURTON CO COMMON 406216101 4,554,000 198,000 X 198,000 0 0
HANCOCK JOHN FINL SVCS I COMMON 41014S106 4,388,000 142,800 X 142,800 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
INSTR OTHER
V
HARBIN BREWERY GROUP LTD HONG KONG H65315378 333,000 1,000,000 X 1,000,000 0 0
HARMAN INTL INDS INC COMMON 413086109 34,918,000 441,221 X 421,021 0 20,200
HARTFORD FINL SVCS GROUP COMMON 416515104 32,840,000 652,100 X 556,600 0 95,500
HASBRO INC COMMON 418056107 5,291,000 302,500 X 302,500 0 0
HEINZ H J CO COMMON 423074103 1,319,000 40,000 X 40,000 0 0
HELMERICH & PAYNE INC COMMON 423452101 3,679,000 126,000 X 126,000 0 0
HERSHEY FOODS CORP COMMON 427866108 8,083,000 116,035 X 83,935 0 32,100
HEWLETT PACKARD CO COMMON 428236103 11,604,000 544,810 X 468,310 0 76,500
HILLENBRAND INDS INC COMMON 431573104 5,477,000 108,570 X 108,570 0 0
HILTON HOTELS CORP COMMON 432848109 33,647,000 2,630,740 X 2,445,540 0 185,200
HISPANIC BROADCASTING CO CL A 43357B104 16,116,000 633,223 X 633,223 0 0
HOLLYWOOD ENTMT CORP COMMON 436141105 16,583,000 953,619 X 907,419 0 46,200
HOME DEPOT INC COMMON 437076102 79,431,000 2,398,290 X 2,178,690 0 219,600
HONEYWELL INTL INC COMMON 438516106 3,212,000 119,625 X 119,625 0 0
HUBBELL INC CL A 443510102 595,000 18,500 X 18,500 0 0
HUBBELL INC CL B 443510201 1,341,000 40,500 X 40,500 0 0
IDEC PHARMACEUTICALS CORP Common Stock 449370105 11,271,000 331,500 X 331,500 0 0
ILLINOIS TOOL WORKS INC Common Stock 452308109 6,597,512 100,190 X 100,190 0 0
IMATION CORP Common Stock 45245A107 975,756 25,800 X 25,800 0 0
IMGGISTICS INTL INC Common Stock 45247T104 3,917,730 151,850 X 151,850 0 0
IMS HEALTH INC Common Stock 449934108 3,386,923 188,267 X 188,267 0 0
INFINEON TECHNOLOGIES-ADR Common Stock 45662N103 2,613,275 272,500 X 272,500 0 0
INFINITY PROPERTY AND
CASUALTY Common Stock 45665Q103 286,044 12,100 X 12,100 0 0
INGERSOLL RAND CO CL A Common Stock G4776G101 14,180,763 299,678 X 299,678 0 0
INTEGRATED DEFENSE
TECHNOLOGY Common Stock 45819B101 286,935 18,500 X 18,500 0 0
INTEGRATED DEVICES TECH
INC Common Stock 458118106 2,142,595 193,900 X 193,900 0 0
INTEL CORP Common Stock 458140100 7,365,912 354,403 X 354,403 0 0
INTER PARFUMS INC Common Stock 458334109 719,073 97,172 X 97,172 0 0
INTERACTIVECORP Common Stock 45840Q101 3,836,312 96,950 X 96,950 0 0
INTERGRA LIFE SCIENCE
HOLDINGS Common Stock 457985208 1,179,186 44,700 X 44,700 0 0
INTERGRAPH CORP Common Stock 458683109 2,042,543 95,002 X 95,002 0 0
INTERGRATED CIRCUIT
SYSTEMS Common Stock 45811K208 361,445 11,500 X 11,500 0 0
INTERMUNE INC Common Stock 45884X103 291,591 18,100 X 18,100 0 0
INTERNATIONAL FLAVORS
FRAG INC Common Stock 459506101 21,582,349 675,927 X 675,927 0 0
INTERNATIONAL GAME TECH Common Stock 459902102 11,432,205 111,719 X 111,719 0 0
INTERNATIONAL PAPER CO Common Stock 460146103 6,855,515 191,870 X 191,870 0 0
INTERPUBLIC GROUP COS INC Common Stock 460690100 35,230,503 2,633,072 X 2,633,072 0 0
INTERSIL HOLDING CORP Common Stock 46069S109 6,069,741 228,100 X 228,100 0 0
INTL BUSINESS MACHINES
CORP Common Stock 459200101 8,002,830 97,004 X 97,004 0 0
INTRADO INC. Common Stock 46117A100 284,220 18,000 X 18,000 0 0
INTUIT INC Common Stock 461202103 296,703 6,663 X 6,663 0 0
INVESTORS FINANCIAL SVCS
CP Common Stock 461915100 1,166,202 40,200 X 40,200 0 0
IOMEGA CORP Common Stock 462030305 2,665,900 251,500 X 251,500 0 0
IPCS INC WARRANTS +Warrant 1.0 44980Y115 50 5,000 X 5,000 0 0
ISTAR FINANCIAL INC Common Stock 45031U101 408,800 11,200 X 11,200 0 0
ITRON INC Common Stock 465741106 743,820 34,500 X 34,500 0 0
ITT INDUSTRIES INC Common Stock 450911102 22,256 340 X 340 0 0
ILL TOOL WORKS Common Stock 452308109 184,380 2,800 X 2,800 0 0
INFINITY PROPERTY &
CASUALTY Common Stock 45665Q103 96,924 4,100 X 4,100 0 0
INTEGRA LIFESCIENCES
HOLDING Common Stock 457985208 240,058 9,100 X 9,100 0 0
INTEGRATED CIRCUIT
SYSTEMS Common Stock 45811K208 75,432 2,400 X 2,400 0 0
INTEL CORP Common Stock 458140100 51,534 2,480 X 2,480 0 0
Integrated Defense
Technolog Common Stock 45819B101 51,183 3,300 X 3,300 0 0
INTERMUNE INC Common Stock 45884X103 54,774 3,400 X 3,400 0 0
INTRADO INC Common Stock 46117A100 53,686 3,400 X 3,400 0 0
INVESTORS FINL SVCS CP Common Stock 461915100 234,981 8,100 X 8,100 0 0
ITRON INC Common Stock 465741106 150,920 7,000 X 7,000 0 0
ING ADR US Common
Stock 456837103 124,463 7,100 X 7,100 0 0
INTUIT INC US Common
Stock 461202103 151,640 3,400 X 0 0 3,400
ICOS CORP COMMON 449295104 18,713,000 507,530 X 484,530 0 23,000
IDEC PHARMACEUTICALS COR COMMON 449370105 11,947,000 351,800 X 330,775 0 21,025
IDX SYS CORP COMMON 449491109 934,000 60,000 X 60,000 0 0
IMC GLOBAL INC COMMON 449669100 825,000 123,000 X 123,000 0 0
ISTAR FINL INC COMMON 45031U101 44,836,000 1,228,375 X 1,228,375 0 0
IDACORP INC COMMON 451107106 525,000 20,000 X 20,000 0 0
ILLINOIS TOOL WKS INC COMMON 452308109 1,142,000 17,350 X 17,350 0 0
IMPAC MED SYS INC COMMON 45255A104 10,832,000 511,200 X 486,500 0 24,700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
V
INCO LTD COMMON 453258402 3,435,000 162,500 X 162,500 0 0
INFINEON TECHNOLOGIES AG DEPOSITORY
RECEI 45662N103 12,034,000 1,254,800 X 1,254,800 0 0
INFORMATICA CORP COMMON 45666Q102 138,000 20,000 X 20,000 0 0
INFOSYS TECHNOLOGIES LTD DEPOSITORY
RECEI 456788108 537,000 10,000 X 10,000 0 0
INSITUFORM TECHNOLOGIES CL A 457667103 705,000 40,000 X 40,000 0 0
INTEGRATED DEVICE TECHNO COMMON 458118106 14,346,000 1,300,600 X 1,237,600 0 63,000
INTEL CORP COMMON 458140100 59,912,000 2,878,997 X 2,750,097 0 128,900
INTER TEL INC COMMON 458372109 385,000 18,000 X 18,000 0 0
INTERACTIVECORP COMMON 45840Q101 35,848,000 911,470 X 911,470 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 14,778,000 179,125 X 179,125 0 0
INTERNATIONAL FLAVORS&FR COMMON 459506101 2,874,000 90,000 X 90,000 0 0
INTL PAPER CO COMMON 460146103 34,378,000 962,170 X 962,170 0 0
INTERNET SEC SYS INC COMMON 46060X107 17,055,000 1,196,000 X 1,139,100 0 56,900
INTERPUBLIC GROUP COS IN COMMON 460690100 14,506,000 1,084,125 X 979,925 0 104,200
INTERSIL CORP CL A 46069S109 45,445,000 1,707,800 X 1,585,700 0 122,100
INTUIT COMMON 461202103 11,171,000 250,463 X 250,463 0 0
IONICS INC COMMON 462218108 8,145,000 364,100 X 364,100 0 0
IPAYMENT INC COMMON 46262E105 3,721,000 156,100 X 148,700 0 7,400
IPC HLDGS LTD ORD G4933P101 12,558,000 374,759 X 358,222 0 16,537
J P MORGAN CHASE & CO Common Stock 46625H100 62,823,558 1,838,021 X 1,838,021 0 0
JABIL CIRCUIT INC Common Stock 466313103 581,562 26,315 X 26,315 0 0
JACUZZI BRANDS Common Stock 469865109 2,049,875 387,500 X 387,500 0 0
JAKKS PACIFIC INC Common Stock 47012E118 2,225,251 167,438 X 167,438 0 0
JANUS CAPITAL GROUP INC Common Stock 47102X105 21,609,640 1,317,661 X 1,317,661 0 0
JARDEN CORP Common Stock 471109108 1,239,616 44,800 X 44,800 0 0
JDS UNIPHASE CORP Common Stock 46612J101 18,929 5,393 X 5,393 0 0
JEFFERIES GROUP INC Common Stock 472319102 692,081 13,900 X 13,900 0 0
JEFFERSON PILOT CORP Common Stock 475070108 22,596 545 X 545 0 0
JOHN HANCOCK FINANCIAL
SRVCS Common Stock 41014S106 32,943 1,072 X 1,072 0 0
JOHNSON & JOHNSON Common Stock 478160104 45,010,072 870,601 X 870,601 0 0
JOHNSON CONTROLS INC Common Stock 478366107 12,046,488 140,730 X 140,730 0 0
JOHNSON OUTDOORS INC CL A Common Stock 479167108 1,200,122 87,921 X 87,921 0 0
JONES APPAREL GROUP INC Common Stock 480074103 15,537 531 X 531 0 0
JSC MMC NORILSK NICKEL Common Stock 46626D108 93,960 2,700 X 2,700 0 0
JUNIPER NETWORKS INC Common Stock 48203R104 366,152 29,600 X 29,600 0 0
JARDEN CORP Common Stock 471109108 257,331 9,300 X 9,300 0 0
JEFFERIES GROUP INC(NEW) Common Stock 472319102 179,244 3,600 X 3,600 0 0
JOHNSON & JOHNSON Common Stock 478160104 2,691,741 52,065 X 52,065 0 0
JOHNSON & JOHNS US Common
Stock 478160104 279,180 5,400 X 0 0 5,400
J P MORGAN CHASE & CO COMMON 46625H100 61,538,000 1,800,400 X 1,560,575 0 239,825
JABIL CIRCUIT INC COMMON 466313103 17,631,000 797,785 X 797,785 0 0
JACOBS ENGR GROUP INC DE COMMON 469814107 18,191,000 431,571 X 412,011 0 19,560
JEFFERSON PILOT CORP COMMON 475070108 3,379,000 81,500 X 81,500 0 0
JOHNSON & JOHNSON COMMON 478160104 93,501,000 1,808,536 X 1,649,736 0 158,800
JOY GLOBAL INC COMMON 481165108 2,239,000 151,500 X 151,500 0 0
JUNIPER NETWORKS INC COMMON 48203R104 1,784,000 143,100 X 143,100 0 0
KADANT INC Common Stock 48282T104 2,548,125 135,900 X 135,900 0 0
KANSAS CITY LIFE
INSURANCE CO Common Stock 484836101 612,612 14,300 X 14,300 0 0
KANSAS CITY SOUTHN INDS Common Stock 485170302 1,311,872 109,050 X 109,050 0 0
KB HOME Common Stock 48666K109 11,776 190 X 190 0 0
KELLOGG CO Common Stock 487836108 54,958 1,599 X 1,599 0 0
KELLWOOD CO Common Stock 488044108 5,446,686 172,200 X 172,200 0 0
KERR MCGEE CORP Common Stock 492386107 17,382 388 X 388 0 0
KEY ENERGY SERVICES INC Common Stock 492914106 1,259,600 117,500 X 117,500 0 0
KEYCORP Common Stock 493267108 40,179 1,590 X 1,590 0 0
KEYSPAN CORPORATION Common Stock 49337W100 7,305,146 206,069 X 206,069 0 0
KEYSTONE PROPERTY TRUST Common Stock 493596100 1,724,207 93,150 X 93,150 0 0
KIMBALL INTERNATIONAL
CL B Common Stock 494274103 2,727,410 174,834 X 174,834 0 0
KIMBERLY CLARK CORP Common Stock 494368103 32,732,710 627,785 X 627,785 0 0
KIMCO REALTY CORP Common Stock 49446R109 4,612,430 121,700 X 121,700 0 0
KINDER MORGAN INC Common Stock 49455P101 11,189,369 204,746 X 204,746 0 0
KINDRED HEALTHCARE INC Common Stock 494580103 1,380,816 77,400 X 77,400 0 0
KING PHARMACEUTICALS INC Common Stock 495582108 12,605 854 X 854 0 0
KLA TENCOR CORP Common Stock 482480100 33,147 713 X 713 0 0
KMC TELECOM HOLDINGS INC
WNTS +Warrant 1.0 482562121 20 2,000 X 2,000 0 0
KNIGHT RIDDER INC Common Stock 499040103 10,367,899 150,412 X 150,412 0 0
KOHLS CORP Common Stock 500255104 48,356,698 941,158 X 941,158 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
INSTR OTHER
V
KOREA ELECTRIC POWER ADR Common Stock 500631106 3,892,779 436,900 X 436,900 0 0
KRAFT FOODS Common Stock 50075N104 35,957,985 1,104,700 X 1,104,700 0 0
KROGER CO Common Stock 501044101 50,040 3,000 X 3,000 0 0
KROLL INC Common Stock 501049100 248,952 9,200 X 9,200 0 0
KUALA HEALTHCARE INC Common Stock 501157101 177 176,666 X 176,666 0 0
KYPHON INC Common Stock 501577100 554,904 36,700 X 36,700 0 0
KEY ENERGY SERVICES INC Common Stock 492914106 260,496 24,300 X 24,300 0 0
KOHLS CORP Common Stock 500255104 2,317,238 45,100 X 45,100 0 0
KROLL INC Common Stock 501049100 51,414 1,900 X 1,900 0 0
KYPHON INC Common Stock 501577100 140,616 9,300 X 9,300 0 0
KINDER MORGAN I US Common
Stock 49455P101 163,950 3,000 X 0 0 3,000
KOHLS CORP US Common
Stock 500255104 128,450 2,500 X 0 0 2,500
KOOKMIN ADR US Common
Stock 50049M109 1,638,733 54,173 X 148,990 0 0
KT CORP-SP ADR US Common
Stock 48268K101 108,405 5,500 X 796,064 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,096,000 340,500 X 340,500 0 0
KAYDON CORP COMMON 486587108 1,514,000 72,800 X 72,800 0 0
KELLOGG CO COMMON 487836108 4,781,000 139,100 X 139,100 0 0
KEY ENERGY SVCS INC COMMON 492914106 18,612,000 1,736,200 X 1,652,900 0 83,300
KEYCORP NEW COMMON 493267108 4,918,000 194,600 X 194,600 0 0
KIMCO REALTY CORP COMMON 49446R109 30,399,000 802,087 X 802,087 0 0
KOHLS CORP COMMON 500255104 79,950,000 1,556,059 X 1,408,809 0 147,250
KONINKLIJKE PHILIPS ELEC DEPOSITORY
RECEI 500472303 289,000 15,100 X 15,100 0 0
KYPHON INC COMMON 501577100 11,874,000 792,152 X 757,752 0 34,400
LABORATORY CRP OF AMER
HLDING Common Stock 50540R409 289,440 9,600 X 9,600 0 0
LADISH CO.INC Common Stock 505754200 1,375,557 207,788 X 207,788 0 0
LANDRY'S SEAFOOD
RESTAURANTS Common Stock 51508L103 3,069,180 130,050 X 130,050 0 0
LATTICE SEMICONDUCTOR
CORP Common Stock 518415104 551,410 67,000 X 67,000 0 0
LEAR CORP Common Stock 521865105 17,257,500 375,000 X 375,000 0 0
LEE ENTERPRISES Common Stock 523768109 2,409,426 64,200 X 64,200 0 0
LEGG MASON INC Common Stock 524901105 194,850 3,000 X 3,000 0 0
LEGGETT & PLATT INC Common Stock 524660107 14,678 716 X 716 0 0
LEHMAN BROTHERS HLDG INC Common Stock 524908100 18,703,550 281,341 X 281,341 0 0
LEXMARK INTERNATIONAL INC Common Stock 529771107 18,346,981 259,248 X 259,248 0 0
LIBERTY CORP Common Stock 530370105 3,132,250 73,700 X 73,700 0 0
LIBERTY MEDIA CORP Common Stock 530718105 41,419,480 3,583,000 X 3,583,000 0 0
LIBERTY PROPERTY TRUST Common Stock 531172104 137,535 3,975 X 3,975 0 0
LIFEPOINT HOSPITALS INC Common Stock 53219L109 1,549,560 74,000 X 74,000 0 0
LILLY (ELI) & CO Common Stock 532457108 314,917 4,566 X 4,566 0 0
LIMITED BRANDS INC Common Stock 532716107 32,178 2,076 X 2,076 0 0
LIN TV CORP-CL A Common Stock 532774106 701,790 29,800 X 29,800 0 0
LINCARE HOLDINGS INC Common Stock 532791100 334,006 10,600 X 10,600 0 0
LINCOLN NATIONAL CORP IND Common Stock 534187109 45,443,108 1,275,417 X 1,275,417 0 0
LINEAR TECHNOLOGY CORP Common Stock 535678106 40,069 1,244 X 1,244 0 0
LITTLEFUSE INC Common Stock 537008104 12,137,008 542,800 X 542,800 0 0
LIZ CLAIBORNE INC Common Stock 539320101 14,312 406 X 406 0 0
LOCKHEED MARTIN CORP Common Stock 539830109 29,981,658 630,264 X 630,264 0 0
LOEWS CORP Common Stock 540424108 8,723,255 184,463 X 184,463 0 0
LONE STAR STEAKHOUSE &
SALOON Common Stock 542307103 3,780,513 173,657 X 173,657 0 0
LORAL ORION NETWORK
WARRANTS +Warrant 1.0 54387P120 120 12,000 X 12,000 0 0
LOUISIANA PACIFIC CORP Common Stock 546347105 4,011 370 X 370 0 0
LOWES COMPANIES INC Common Stock 548661107 16,965,551 395,007 X 395,007 0 0
LSI LOGIC CORP Common Stock 502161102 11,264 1,591 X 1,591 0 0
LUBRIZOL CORP Common Stock 549271104 13,257,522 427,800 X 427,800 0 0
LUCENT TECHNOLOGIES INC Common Stock 549463107 31,258 15,398 X 15,398 0 0
LUFKIN INDUSTRIES INC Common Stock 549764108 2,527,262 103,789 X 103,789 0 0
LACLEDE GAS SR $1.25 Common Stock 505588301 30,120 1,506 X 1,506 0 0
LATTICE SEMICONDUCTOR
CORP Common Stock 518415104 130,857 15,900 X 15,900 0 0
LEVEL 3 COMMUNICATION Common Stock 52729N100 46,620 7,000 X 7,000 0 0
LIBERTY SLCT VAL FD Mutual Fund 53054M345 868,801 42,609 X 42,609 0 0
LIBERTY MEDIA CORP NEW
SER A Common Stock 530718105 5,352,280 463,000 X 463,000 0 0
LIBERTY GROWTH STK FD Mutual Fund 531273407 1,735,066 70,761 X 70,761 0 0
LIFEPOINT HOSPITALS Common Stock 53219L109 119,358 5,700 X 5,700 0 0
LILLY (ELI) Common Stock 532457108 434,680 6,302 X 6,302 0 0
LIN TV CORP-CL A Common Stock 532774106 141,300 6,000 X 6,000 0 0
LOCKHEED MARTIN CORP Common Stock 539830109 3,767,544 79,200 X 79,200 0 0
LEAPFROG ENT US Common
Stock 52186N106 104,973 3,300 X 0 0 3,300
LEVEL 3 COMMUNI US Common
Stock 52729N100 67,000 10,000 X 0 0 10,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
V
LIBERTY MEDIA C US Common
Stock 530718105 173,400 15,000 X 0 0 15,000
L-3 COMMUNICATIONS HLDGS COMMON 502424104 25,469,000 585,635 X 471,035 0 114,600
LABORATORY CORP AMER HLD COM NEW 50540R409 11,739,000 389,350 X 389,350 0 0
LAMAR ADVERTISING CO CL A 512815101 20,664,000 582,074 X 555,410 0 26,664
LATTICE SEMICONDUCTOR CO COMMON 518415104 9,038,000 1,090,200 X 1,035,600 0 54,600
LAUDER ESTEE COS INC CL A 518439104 11,719,000 349,500 X 349,500 0 0
LEGATO SYS INC COMMON 524651106 114,000 13,500 X 13,500 0 0
LEGG MASON INC COMMON 524901105 6,773,000 104,275 X 104,275 0 0
LEXMARK INTL NEW CL A 529771107 31,666,000 447,445 X 447,445 0 0
LIBERTY CORP S C COMMON 530370105 3,149,000 74,100 X 74,100 0 0
LIBERTY MEDIA GROUP COM 530718105 57,360,000 4,961,916 X 4,558,152 0 403,764
LIBERTY PPTY TR SH BEN INT 531172104 14,529,000 419,900 X 419,900 0 0
LILLY ELI & CO COMMON 532457108 19,100,000 276,925 X 276,925 0 0
LINCARE HLDGS INC COMMON 532791100 12,078,000 382,085 X 382,085 0 0
LINCOLN NATL CORP IND COMMON 534187109 4,632,000 130,000 X 130,000 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 16,911,000 522,260 X 426,360 0 95,900
LINENS N THINGS INC COMMON 535679104 10,450,000 442,600 X 421,200 0 21,400
LIZ CLAIBORNE INC COMMON 539320101 705,000 20,000 X 20,000 0 0
LOCKHEED MARTIN CORP COMMON 539830109 43,980,000 924,530 X 825,130 0 99,400
LOEWS CORP-CAROLINA GRP CAROLNA GP
STK 540424207 853,000 31,610 X 31,610 0 0
LONGS DRUG STORES CORP COMMON 543162101 6,258,000 377,000 X 377,000 0 0
LONGVIEW FIBRE CO COMMON 543213102 82,000 10,000 X 10,000 0 0
LOWES COS INC COMMON 548661107 35,945,000 836,895 X 787,195 0 49,700
LUCENT TECHNOLOGIES INC COMMON 549463107 205,000 101,000 X 101,000 0 0
MAGMA DESIGN AUTOMATION Common Stock 559181102 416,745 24,300 X 24,300 0 0
MAGNA ENTERTAINMENT
CLASS A Common Stock 559211107 500 100 X 100 0 0
MAINE PUBLIC SERVICE Common Stock 560483109 1,079,332 33,200 X 33,200 0 0
MAINSOURCE FINANCIAL
GROUP INC Common Stock 56062Y102 1,082,515 44,420 X 44,420 0 0
MANAGEMENT NETWORK
GROUP INC Common Stock 561693102 1,274,875 653,782 X 653,782 0 0
MANOR CARE INC Common Stock 564055101 8,954 358 X 358 0 0
MANPOWER Common Stock 56418H100 11,720,440 316,000 X 316,000 0 0
MANUFACTURED HOME
COMMUNITIE Common Stock 564682102 63,198 1,800 X 1,800 0 0
MARATHON OIL CORP Common Stock 565849106 49,593,730 1,882,115 X 1,882,115 0 0
MARRIOTT INTERNATIONAL
INC Common Stock 571903202 117,219 3,051 X 3,051 0 0
MARSH & MCLENNAN CO INC Common Stock 571748102 1,791,127 35,072 X 35,072 0 0
MARSHALL & ILSLEY CORP Common Stock 571834100 25,381 830 X 830 0 0
MARVEL ENTERPRISES Common Stock 57383M108 2,186,950 114,500 X 114,500 0 0
MARVELL TECHNOLOGY GROUP
LTD Common Stock G5876H105 3,629,472 105,600 X 105,600 0 0
MASCO CORP Common Stock 574599106 43,860 1,839 X 1,839 0 0
MASSBANK CORP Common Stock 576152102 1,403,396 38,800 X 38,800 0 0
MASTEC INC Common Stock 576323109 2,607,552 452,700 X 452,700 0 0
MATRIX SERVICE Common Stock 576853105 980,978 57,100 X 57,100 0 0
MATTEL INC Common Stock 577081102 9,846,252 520,415 X 520,415 0 0
MAVERICK TUBE CORP Common Stock 577914104 1,185,385 61,900 X 61,900 0 0
MAXIM INTEGRATED PRODUCTS
INC Common Stock 57772K101 20,298,159 593,687 X 593,687 0 0
MAXIMUS INC Common Stock 577933104 1,287,558 46,600 X 46,600 0 0
MAXWELL SHOE COMPANY INC Common Stock 577766108 2,605,810 180,959 X 180,959 0 0
MAY DEPARTMENT STORES CO Common Stock 577778103 24,286 1,091 X 1,091 0 0
MAYTAG CORP Common Stock 578592107 6,129 251 X 251 0 0
MBIA INC Common Stock 55262C100 5,793,743 118,846 X 118,846 0 0
MBNA CORP Common Stock 55262L100 102,741 4,930 X 4,930 0 0
MCCORMICK & CO Common Stock 579780206 13,954 513 X 513 0 0
MCDERMOTT INTERNATIONAL
INC Common Stock 580037109 950 150 X 150 0 0
MCDONALDS CORP Common Stock 580135101 80,726,342 3,659,399 X 3,659,399 0 0
MCGRAW HILL COS INC Common Stock 580645109 47,182 761 X 761 0 0
MCKESSON CORP Common Stock 58155Q103 26,034,767 728,449 X 728,449 0 0
MDU RESOURCES GROUP Common Stock 552690109 1,393,184 41,600 X 41,600 0 0
MEADWESTVACO CORPORATION Common Stock 583334107 14,694,573 594,922 X 594,922 0 0
MEDIA GENERAL INC - CL A Common Stock 584404107 1,601,600 28,000 X 28,000 0 0
MEDIACOM COMMUNICATIONS
CORP Common Stock 58446K105 8,785,287 890,100 X 890,100 0 0
MEDICAL ACTION INDUSTRIES
INC Common Stock 58449L100 1,030,423 63,100 X 63,100 0 0
MEDIMMUNE INC Common Stock 584699102 131,150 3,606 X 3,606 0 0
MEDTRONIC INC Common Stock 585055106 68,069,142 1,418,994 X 1,418,994 0 0
MELLON FINANCIAL CORP Common Stock 58551A108 46,731 1,684 X 1,684 0 0
MERCANTILE BANK Common Stock 587376104 271,320 9,500 X 9,500 0 0
MERCHANTS BANCSHARES INC Common Stock 588448100 2,416,232 92,932 X 92,932 0 0
MERCK & CO INC Common Stock 589331107 91,866,460 1,517,200 X 1,517,200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
INSTR OTHER
V
MERCURY COMPUTER SYSTEMS
INC Common Stock 589378108 299,640 16,500 X 16,500 0 0
MERCURY INTERACTIVE CORP Common Stock 589405109 426,911 11,057 X 11,057 0 0
MEREDITH CORP Common Stock 589433101 6,908 157 X 157 0 0
MERITAGE CORPORATION
DESIGN Common Stock 59001A102 325,116 6,600 X 6,600 0 0
MERRILL LYNCH & CO INC Common Stock 590188108 26,169,975 560,625 X 560,625 0 0
MESABA HOLDINGS INC Common Stock 59066B102 700,135 113,474 X 113,474 0 0
METHANEX CORP Common Stock 59151K108 55,583 5,200 X 5,200 0 0
METLIFE INC Common Stock 59156R108 83,261 2,940 X 2,940 0 0
METRIS COMPANIES INC Common Stock 591598107 1,959,150 353,000 X 353,000 0 0
METRO ONE
TELECOMMUNINCATIONS Common Stock 59163F105 623,184 120,772 X 120,772 0 0
METROCORP BANCSHARES INC Common Stock 591650106 230,505 19,050 X 19,050 0 0
METRONET COMM WARRANTS +Warrant 1.0 59169Y116 0 3,000 X 3,000 0 0
MFC BANCORP LTD Common Stock 55271X202 2,355,837 283,870 X 283,870 0 0
MGE ENERGY INC Common Stock 55277P104 1,905,309 60,486 X 60,486 0 0
MGIC INV CORP Common Stock 552848103 25,920,600 555,759 X 555,759 0 0
MGM GRAND INC Common Stock 552953101 263,186 7,700 X 7,700 0 0
MICROCHIP TECHNOLOGY Common Stock 595017104 10,969,833 445,385 X 445,385 0 0
MICROMUSE INC Common Stock 595094103 209,338 26,200 X 26,200 0 0
MICRON TECHNOLOGY
INCORPORATED Common Stock 595112103 27,028 2,324 X 2,324 0 0
MICROSOFT CORP Common Stock 594918104 98,534,859 3,847,515 X 3,847,515 0 0
MID-AMERICA APARTMENT
COMM INC Common Stock 59522J103 2,486,271 92,050 X 92,050 0 0
MID-STATE BANCSHARES Common Stock 595440108 3,268,823 165,510 X 165,510 0 0
MIDCAP SPDR TRUST
SERIES 1 Common Stock 595635103 2,043,876 23,300 X 23,300 0 0
MILLIPORE Common Stock 601073109 17,002,628 383,201 X 383,201 0 0
MINERALS TECHNOLOGIES INC Common Stock 603158106 2,544,918 52,300 X 52,300 0 0
MIRANT CORP Common Stock 604675108 152,288 52,513 X 52,513 0 0
MOBILE TELESYSTEMS-SP ADR Common Stock 607409109 1,333,400 22,600 X 22,600 0 0
MODINE MANUFACTURING CO Common Stock 607828100 1,162,064 59,993 X 59,993 0 0
MOLEX INC Common Stock 608554101 19,298 715 X 715 0 0
MONACO COACH CORP Common Stock 60886R103 1,140,552 74,400 X 74,400 0 0
MONRO MUFFLER BRAKES INC Common Stock 610236101 3,216,581 113,821 X 113,821 0 0
MONSANTO CO Common Stock 61166W101 5,664,378 261,755 X 261,755 0 0
MONSTER WORLDWIDE INC Common Stock 611742107 7,892 400 X 400 0 0
MOODY'S CORPORATION Common Stock 615369105 5,792,987 109,903 X 109,903 0 0
MORGAN STANLEY Common Stock 617446448 181,004 4,234 X 4,234 0 0
MOTHERS WORK Common Stock 619903107 366,749 13,700 X 13,700 0 0
MOTOROLA INC Common Stock 620076109 1,829,495 194,008 X 194,008 0 0
MOVIE GALLERY Common Stock 624581104 2,184,074 118,378 X 118,378 0 0
MPS GROUP INC Common Stock 553409103 3,538,728 514,350 X 514,350 0 0
MTC TECHNOLOGIES INC Common Stock 55377A106 462,162 19,700 X 19,700 0 0
MTS SYSTEMS CORPORATION Common Stock 553777103 2,288,120 155,232 X 155,232 0 0
MUELLER INDUSTRIES INC Common Stock 624756102 6,164,814 227,400 X 227,400 0 0
MURPHY OIL CORP Common Stock 626717102 1,599,040 30,400 X 30,400 0 0
MYKROLIS CORPORATION Common Stock 62852P103 453,705 44,700 X 44,700 0 0
MTC TECHNOLOGIES INC Common Stock 55377A106 121,992 5,200 X 5,200 0 0
MAGMA DESIGN AUTOMATION Common Stock 559181102 80,605 4,700 X 4,700 0 0
MATRIX SERVICE CO Common Stock 576853105 199,288 11,600 X 11,600 0 0
MAVERICK TUBE CORP Common Stock 577914104 245,120 12,800 X 12,800 0 0
MEDICAL ACTION IND INC Common Stock 58449L100 212,290 13,000 X 13,000 0 0
MEDTRONIC Common Stock 585055106 5,171,166 107,800 X 107,800 0 0
MERCANTILE BANK CORP Common Stock 587376104 62,832 2,200 X 2,200 0 0
MERCK Common Stock 589331107 76,899 1,270 X 1,270 0 0
MERCURY COMPUTER SYSTEMS
INC Common Stock 589378108 65,376 3,600 X 3,600 0 0
MERITAGE CORP Common Stock 59001A102 68,964 1,400 X 1,400 0 0
MICROSOFT CORP Common Stock 594918104 5,693,103 222,300 X 222,300 0 0
MICROMUSE INC Common Stock 595094103 43,146 5,400 X 5,400 0 0
MOTHERS WORK INC Common Stock 619903107 66,925 2,500 X 2,500 0 0
MOTOROLA Common Stock 620076109 66,010 7,000 X 7,000 0 0
MYKROLIS Common Stock 62852P103 95,410 9,400 X 9,400 0 0
MATAV RT-SPONSO US Common
Stock 559776109 68,800 4,000 X 4,000 0 0
MATSU ELEC -ADR US Common
Stock 576879209 176,880 17,600 X 17,600 0 0
MATTEL INC US Common
Stock 577081102 189,200 10,000 X 0 0 10,000
MAXIM INTEGRATE US Common
Stock 57772K101 136,400 4,000 X 0 0 4,000
MCDONALD'S CORP US Common
Stock 580135101 211,776 9,600 X 0 0 9,600
MICROCHIP US Common
Stock 595017104 84,150 3,400 X 0 0 3,400
MICROSOFT CORP US Common
Stock 594918104 379,472 14,800 X 0 0 14,800
MOBILE TELESYST US Common
Stock 607409109 59,000 1,000 X 1,000 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
INSTR OTHER
V
MOODY'S CORPORA US Common
Stock 615369105 200,298 3,800 X 0 0 3,800
MOTOROLA INC US Common
Stock 620076109 47,150 5,000 X 0 0 5,000
MBNA CORP COMMON 55262L100 817,000 39,200 X 39,200 0 0
MGIC INVT CORP WIS COMMON 552848103 350,000 7,500 X 7,500 0 0
MGM MIRAGE COMMON 552953101 9,975,000 291,850 X 291,850 0 0
MACROMEDIA INC COMMON 556100105 28,744,000 1,368,100 X 1,302,200 0 65,900
MAKITA CORP DEPOSITORY
RECEI 560877300 490,000 62,000 X 62,000 0 0
MANOR CARE INC NEW COMMON 564055101 2,013,000 80,500 X 80,500 0 0
MANUFACTURED HOME CMNTYS COMMON 564682102 7,162,000 203,975 X 203,975 0 0
MARATHON OIL CORP COMMON 565849106 395,000 15,000 X 15,000 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 32,165,000 629,820 X 515,470 0 114,350
MARRIOTT INTL INC NEW CL A 571903202 8,851,000 230,375 X 230,375 0 0
MARTEK BIOSCIENCES CORP COMMON 572901106 13,725,000 319,700 X 304,400 0 15,300
MARTHA STEWART LIVING OM CL A 573083102 470,000 50,000 X 50,000 0 0
MARTIN MARIETTA MATLS IN COMMON 573284106 2,215,000 65,900 X 65,900 0 0
MARVELL TECHNOLOGY GROUP ORD G5876H105 49,084,000 1,428,930 X 1,317,230 0 111,700
MASCOTECH INC. ESCROW COMMON 574670998 0 71,100 X 71,100 0 0
MASSEY ENERGY CORP COMMON 576206106 1,381,000 105,000 X 105,000 0 0
MATSUSHITA ELEC INDL DEPOSITORY
RECEI 576879209 503,000 50,000 X 50,000 0 0
MATTEL INC COMMON 577081102 4,703,000 248,590 X 248,590 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 6,090,000 178,595 X 158,495 0 20,100
MAVERICK TUBE CORP COMMON 577914104 10,333,000 539,600 X 527,700 0 11,900
MCDONALDS CORP COMMON 580135101 56,793,000 2,574,475 X 2,186,975 0 387,500
MCKESSON CORP COMMON 58155Q103 34,301,000 959,725 X 860,725 0 99,000
MEADWESTVACO CORP COMMON 583334107 24,288,000 983,335 X 983,335 0 0
MEDIA GEN INC CL A 584404107 10,799,000 188,800 X 188,800 0 0
MEDICIS PHARMACEUTICAL C CL A NEW 584690309 241,000 4,256 X 4,256 0 0
MEDIMMUNE INC COMMON 584699102 12,282,000 337,702 X 337,702 0 0
MEDTRONIC INC COMMON 585055106 36,014,000 750,770 X 750,770 0 0
MELLON FINL CORP COMMON 58551A108 4,093,000 147,500 X 147,500 0 0
MERCK & CO INC COMMON 589331107 56,676,000 936,020 X 818,620 0 117,400
MERCURY INTERACTIVE CORP COMMON 589405109 48,037,000 1,239,354 X 1,150,754 0 88,600
MERIDIAN GOLD INC COMMON 589975101 115,000 10,000 X 10,000 0 0
MERRILL LYNCH & CO INC COMMON 590188108 27,493,000 588,975 X 511,395 0 77,580
METHANEX CORP COMMON 59151K108 1,992,000 186,500 X 186,500 0 0
METHODE ELECTRS INC CL A 591520200 2,294,000 213,400 X 213,400 0 0
METRO GOLDWYN MAYER INC COMMON 591610100 3,129,000 251,968 X 251,968 0 0
MICHAELS STORES INC COMMON 594087108 19,274,000 506,409 X 483,271 0 23,138
MICROSOFT CORP COMMON 594918104 216,105,000 8,428,433 X 7,709,333 0 719,100
MICROSTRATEGY INC CL A NEW 594972408 11,164,000 304,850 X 290,350 0 14,500
MICROCHIP TECHNOLOGY INC COMMON 595017104 27,481,000 1,110,345 X 1,110,345 0 0
MICROMUSE INC COMMON 595094103 4,827,000 605,600 X 576,300 0 29,300
MICRON TECHNOLOGY INC COMMON 595112103 6,668,000 573,325 X 573,325 0 0
MICROSEMI CORP COMMON 595137100 25,093,000 1,576,200 X 1,500,000 0 76,200
MID ATLANTIC MED SVCS IN COMMON 59523C107 35,232,000 673,645 X 643,045 0 30,600
MILLENNIUM PHARMACEUTICA COMMON 599902103 975,000 62,000 X 62,000 0 0
MILLICOM INTL CELLULAR S SHS NEW L6388F110 3,120,000 119,000 X 119,000 0 0
MILLIPORE CORP COMMON 601073109 10,205,000 230,000 X 230,000 0 0
MINERALS TECHNOLOGIES IN COMMON 603158106 18,516,000 380,526 X 363,726 0 16,800
MIPS TECHNOLOGIES INC CL A 604567107 71,000 28,000 X 28,000 0 0
MIPS TECHNOLOGIES INC CL B 604567206 178,000 72,000 X 72,000 0 0
MIRANT CORP COMMON 604675108 145,000 50,000 X 50,000 0 0
MOBILE TELESYSTEMS OJSC DEPOSITORY
RECEI 607409109 9,986,000 169,260 X 169,260 0 0
MODINE MFG CO COMMON 607828100 6,343,000 333,850 X 333,850 0 0
MOLEX INC CL A 608554200 2,839,000 122,625 X 122,625 0 0
MOODYS CORP COMMON 615369105 7,058,000 133,905 X 133,905 0 0
MORGAN STANLEY COM NEW 617446448 12,174,000 284,777 X 250,527 0 34,250
MOTOROLA INC COMMON 620076109 12,219,000 1,295,797 X 1,295,797 0 0
MURPHY OIL CORP COMMON 626717102 23,237,000 441,765 X 441,765 0 0
MYKROLIS CORP COMMON 62852P103 1,766,000 174,000 X 174,000 0 0
MYLAN LABS INC COMMON 628530107 6,537,000 188,000 X 188,000 0 0
NABORS INDUSTRIES LTD Common Stock G6359F103 11,043,705 279,234 X 279,234 0 0
NATIONAL CITY CORP Common Stock 635405103 77,425 2,367 X 2,367 0 0
NATIONAL SEMICONDUCTOR
CORP Common Stock 637640103 4,854,965 246,195 X 246,195 0 0
NATIONAL-OILWELL INC Common Stock 637071101 319,000 14,500 X 14,500 0 0
NATIONWIDE FINANCIAL
SERV A Common Stock 638612101 7,364,500 226,600 X 226,600 0 0
NATIONWIDE HEALTH
PROPERTIES Common Stock 638620104 2,430,122 152,550 X 152,550 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
INSTR OTHER
V
NAUTICA Common Stock 639089101 1,463,043 114,033 X 114,033 0 0
NAVIGANT CONSULTING CO Common Stock 63935N107 167,085 14,100 X 14,100 0 0
NAVISTAR INTERNATIONAL Common Stock 63934E116 20,546,165 629,671 X 629,671 0 0
NCI BUILDING SYSTEMS INC Common Stock 628852105 1,763,520 105,600 X 105,600 0 0
NCO GROUP INC Common Stock 628858102 501,480 28,000 X 28,000 0 0
NCR CORP Common Stock 62886E112 9,736 380 X 380 0 0
NEIMAN MARCUS GROUP INC Common Stock 640204202 2,843,820 77,700 X 77,700 0 0
NEKTAR THERPAPEUTICS Common Stock 640268108 149,526 16,200 X 16,200 0 0
NETWORK APPLIANCE INC Common Stock 64120L104 22,435 1,384 X 1,384 0 0
NEUROCRINE BISCIENCES INC Common Stock 64125C109 464,442 9,300 X 9,300 0 0
NEW YORK TIMES CO CLASS A Common Stock 650111107 15,352,019 337,407 X 337,407 0 0
NEWCASTLE INVT CORP NEW
COM Common Stock 65105M108 135,102 6,900 X 6,900 0 0
NEWELL RUBBERMAID INC Common Stock 651229106 15,908,200 568,150 X 568,150 0 0
NEWFIELD EXPLORATION
COMPANY Common Stock 651290108 3,788,795 100,900 X 100,900 0 0
NEWMONT MINING CORP
HOLDING CO Common Stock 651639106 51,579 1,589 X 1,589 0 0
NEWS CORP LTD-SPONS
ADR PRF Common Stock 652487802 2,095,433 83,650 X 83,650 0 0
NEXTEL COMMUNICATIONS
CL A Common Stock 65332V103 2,328,397 128,783 X 128,783 0 0
NICOR INC Common Stock 654086107 3,293,327 88,745 X 88,745 0 0
NIKE INC CL B Common Stock 654106103 55,041 1,029 X 1,029 0 0
NISOURCE INC Common Stock 65473P105 4,322,671 227,509 X 227,509 0 0
NOBLE CORP Common Stock G65422100 14,741,008 429,767 X 429,767 0 0
NOKIA CORP ADR Common Stock 654902204 22,481,169 1,368,300 X 1,368,300 0 0
NORDSTROM INC Common Stock 655664100 10,150 520 X 520 0 0
NORFOLK SOUTHERN CORP Common Stock 655844108 29,990 1,562 X 1,562 0 0
NORTH FORK BANCORPORATION Common Stock 659424105 17,391,445 510,612 X 510,612 0 0
NORTH PITTSBURGH SYSTEM Common Stock 661562108 1,630,770 108,213 X 108,213 0 0
NORTHEAST UTILITIES Common Stock 664397106 11,232,540 671,000 X 671,000 0 0
NORTHERN IND P.S.
7.44% PFD Preferred
Stock 665262606 873,000 9,000 X 9,000 0 0
NORTHERN TRUST CORP Common Stock 665859104 34,811 833 X 833 0 0
NORTHRIM BANCORP INC Common Stock 666762109 1,537,424 84,800 X 84,800 0 0
NORTHROP GRUMMAN CORP Common Stock 666807102 5,333,585 61,810 X 61,810 0 0
NORTHWEST NATURAL GAS CO Common Stock 667655104 1,340,700 49,200 X 49,200 0 0
NOVELL INC Common Stock 670006105 1,424,903 462,631 X 462,631 0 0
NOVELLUS SYSTEMS INC Common Stock 670008101 451,976 12,342 X 12,342 0 0
NOVEN PHARMACEUTICALS INC Common Stock 670009109 417,792 40,800 X 40,800 0 0
NTL EUROPE INC 1Preferred
-100 62940R202 150 75 X 75 0 0
NTL INC Common Stock 62940M104 2,850,624 83,547 X 83,547 0 0
NU HORIZONS ELEC CORP Common Stock 669908105 1,419,642 236,607 X 236,607 0 0
NUCOR CORP Common Stock 670346105 14,362 294 X 294 0 0
NVIDIA CORP Common Stock 67066G104 4,674,988 203,172 X 203,172 0 0
NCO GROUP Common Stock 628858102 116,415 6,500 X 6,500 0 0
NAVIGANT CONSULTING INC Common Stock 63935N107 34,365 2,900 X 2,900 0 0
NEKTAR THERAPEUTICS Common Stock 640268108 42,458 4,600 X 4,600 0 0
NEUROCRINE BIOSVIENC Common Stock 64125C109 94,886 1,900 X 1,900 0 0
NOBLE CORP CO Common Stock G65422100 257,250 7,500 X 7,500 0 0
NOKIA CORP ADR Common Stock 654902204 3,343,505 203,500 X 203,500 0 0
NOVEN PHARMACUTCL IN Common Stock 670009109 126,976 12,400 X 12,400 0 0
NETWORK APPLIAN US Common
Stock 64120L104 110,952 6,900 X 0 0 6,900
NOKIA CORP -SPO US Common
Stock 654902204 119,939 7,300 X 390,050 0 0
NORTEL NETWORKS US Common
Stock 656568102 54,000 20,000 X 20,000 0 0
NORTHEAST UTILI US Common
Stock 664397106 458,676 27,400 X 27,400 0 0
NOVARTIS ADR US Common
Stock 66987V109 159,240 4,000 X 4,000 0 0
NTT DOCOMO ADR US Common
Stock 62942M201 115,395 5,250 X 5,250 0 0
NVR INC COMMON 62944T105 621,000 1,510 X 1,510 0 0
NABORS INDUSTRIES LTD SHS G6359F103 30,912,000 781,989 X 730,389 0 51,600
NATIONAL CITY CORP COMMON 635405103 327,000 10,000 X 10,000 0 0
NATIONAL INSTRS CORP COMMON 636518102 9,805,000 258,363 X 246,734 0 11,629
NATIONAL-OILWELL INC COMMON 637071101 33,104,000 1,504,738 X 1,463,738 0 41,000
NATIONAL SEMICONDUCTOR C COMMON 637640103 20,121,000 1,020,315 X 917,015 0 103,300
NAVISTAR INTL CORP NEW COMMON 63934E108 5,120,000 156,900 X 156,900 0 0
NEOWARE SYS INC COMMON 64065P102 183,000 12,000 X 12,000 0 0
NETWORK ASSOCS INC. COMMON 640938106 4,107,000 323,910 X 323,910 0 0
NETEASE COM INC DEPOSITORY
RECEI 64110W102 274,000 7,500 X 7,500 0 0
NETSCREEN TECHNOLOGIES I COMMON 64117V107 24,635,000 1,104,700 X 1,051,200 0 53,500
NEUROCRINE BIOSCIENCES I COMMON 64125C109 15,106,000 302,430 X 287,940 0 14,490
NETWORK SPECIALISTS INC. SER A CONV
PFD R 641999768 4,000 394,218 X 394,218 0 0
NEWCASTLE INVT CORP COMMON 65105M108 13,134,000 670,775 X 670,775 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
INSTR OTHER
V
NEWELL RUBBERMAID INC COMMON 651229106 6,478,000 231,355 X 231,355 0 0
NEWMONT MINING CORP HLDG COMMON 651639106 3,408,000 105,000 X 105,000 0 0
NEWPARK RES INC COM PAR
$.01NEW 651718504 603,000 110,000 X 110,000 0 0
NEWS CORP LTD DEPOSITORY
RECEI 652487703 3,299,000 109,000 X 109,000 0 0
NEWS CORP LTD DEPOSITORY
RECEI 652487802 35,221,000 1,406,010 X 1,305,260 0 100,750
NICOR INC COMMON 654086107 631,000 17,000 X 17,000 0 0
NIKE INC CL B 654106103 1,070,000 20,000 X 20,000 0 0
NISOURCE INC COMMON 65473P105 1,634,000 85,991 X 85,991 0 0
NOKIA CORP DEPOSITORY
RECEI 654902204 246,000 15,000 X 15,000 0 0
NOKIAN RENKAAT OYI FINLAND F46432740 5,153,000 100,000 X 100,000 0 0
NOBLE ENERGY INC COMMON 655044105 1,526,000 40,375 X 40,375 0 0
NOBLE CORPORATION SHS G65422100 29,202,000 851,374 X 791,574 0 59,800
NORDSTROM INC COMMON 655664100 1,302,000 66,700 X 66,700 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 576,000 30,000 X 30,000 0 0
NORTEL NETWORKS CORP NEW COMMON 656568102 459,000 170,000 X 170,000 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 27,017,000 313,100 X 258,100 0 55,000
NOVARTIS A G DEPOSITORY
RECEI 66987V109 16,473,000 413,800 X 413,800 0 0
NOVELL INC COMMON 670006105 72,000 23,000 X 23,000 0 0
NOVELLUS SYS INC COMMON 670008101 14,594,000 398,195 X 398,195 0 0
NVIDIA CORP COMMON 67066G104 31,248,000 1,363,935 X 1,282,535 0 81,400
OCCIDENTAL PETROLEUM Common Stock 674599105 7,292,931 217,375 X 217,375 0 0
ODYSSEY HEALTHCARE INC Common Stock 67611V101 728,900 19,700 X 19,700 0 0
OFFICE DEPOT INC Common Stock 676220106 64,963,824 4,477,176 X 4,477,176 0 0
OFFICEMAX INC Common Stock 67622M108 1,270,700 194,000 X 194,000 0 0
OLD DOMINION FREIGHT LINE Common Stock 679580100 301,599 13,950 X 13,950 0 0
OM GROUP INC Common Stock 670872100 5,756,484 390,800 X 390,800 0 0
OMEGA FINANCIAL CORP Common Stock 682092101 709,205 20,737 X 20,737 0 0
OMNICOM GROUP Common Stock 681919106 7,408,976 103,333 X 103,333 0 0
ONO FINANCE PLC +Warrant 1.0 682735170 38 3,765 X 3,765 0 0
ONO FINANCE PLC-WARRANTS +Warrant 1.0 682735113 15 15,000 X 15,000 0 0
OPTICAL COMMUNICATIONS
PROD Common Stock 68382T101 886,262 492,368 X 492,368 0 0
ORACLE CORP Common Stock 68389X105 24,466,229 2,035,460 X 2,035,460 0 0
ORION REFING CORP Common Stock 686287913 0 20 X 20 0 0
OSHKOSH TRUCK CORP Common Stock 688239201 2,627,876 44,300 X 44,300 0 0
OUTBACK STEAKHOUSE INC Common Stock 689899102 95,550 2,450 X 2,450 0 0
OLD DOMINION Common Stock 679580100 64,860 3,000 X 3,000 0 0
OMNICOM GROUP Common Stock 681919106 0 0 X 0 0 0
ORACLE CORP Common Stock 68389X105 3,482,194 289,700 X 289,700 0 0
ORACLE CORPORAT US Common
Stock 68389X105 120,100 10,000 X 0 0 10,000
O CHARLEYS INC COMMON 670823103 11,623,000 539,610 X 513,530 0 26,080
OM GROUP INC COMMON 670872100 15,053,000 1,021,900 X 972,600 0 49,300
OAKMARK INTERNATIONAL MF COMMON 413838202 1,243,000 85,404 X 85,404 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 839,000 25,000 X 25,000 0 0
OCEANEERING INTL INC COMMON 675232102 9,789,000 383,122 X 364,522 0 18,600
OLD REP INTL CORP COMMON 680223104 888,000 25,900 X 25,900 0 0
OLIN CORP COM PAR $1 680665205 1,881,000 110,000 X 110,000 0 0
OMNICARE INC COMMON 681904108 2,703,000 80,000 X 80,000 0 0
ONEOK INC NEW COMMON 682680103 196,000 10,000 X 10,000 0 0
OPEN JT STK CO-VIMPEL CO DEPOSITORY
RECEI 68370R109 3,971,000 85,500 X 85,500 0 0
ORACLE CORP COMMON 68389X105 32,262,000 2,686,245 X 2,509,745 0 176,500
ORTHOFIX INTL N V COMMON N6748L102 12,207,000 372,845 X 353,678 0 19,167
OPTION CARE INC COMMON 683948103 863,000 75,000 X 75,000 0 0
O REILLY AUTOMOTIVE INC COMMON 686091109 10,765,000 321,645 X 305,845 0 15,800
OUTBACK STEAKHOUSE INC COMMON 689899102 22,345,000 572,961 X 554,841 0 18,120
P G & E CORP Common Stock 69331C108 38,165,640 1,804,522 X 1,804,522 0 0
P P & L RESOURCES INC Common Stock 69351T106 15,787,751 367,157 X 367,157 0 0
PACCAR INC Common Stock 693718108 3,190,994 47,232 X 47,232 0 0
PACIFICARE HEALTH
SYSTEMS - A Common Stock 695112102 3,511,408 71,182 X 71,182 0 0
PACKAGING CORP OF AMERICA Common Stock 695156109 6,846,745 371,500 X 371,500 0 0
PACTIV CORP Common Stock 695257105 13,245 672 X 672 0 0
PALL CORP Common Stock 696429307 11,250 500 X 500 0 0
PAN PACIFIC RETAIL
PPTYS INC Common Stock 69806L104 115,099 2,925 X 2,925 0 0
PARAMETRIC TECHNOLOGY
CORP Common Stock 699173100 2,108 691 X 691 0 0
PARKER HANNIFIN CORP Common Stock 701094104 8,471,734 201,756 X 201,756 0 0
PARKWAY PROPERTIES INC Common Stock 70159Q104 36,584 870 X 870 0 0
PARTY CITY CORPORATION Common Stock 702145103 238,264 23,200 X 23,200 0 0
PATHMARK STORES INC-WTS +Warrant 1.0 70322A119 124,993 98,420 X 98,420 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
INSTR OTHER
V
PATINA OIL & GAS CORP Common Stock 703224105 717,749 22,325 X 22,325 0 0
PATTERSON-UTI ENERGY INC Common Stock 703481101 2,306,880 71,200 X 71,200 0 0
PAYCHEX INC Common Stock 704326107 23,813,554 812,472 X 812,472 0 0
PEABODY ENERGY CORP Common Stock 704549104 6,917,861 205,950 X 205,950 0 0
PEC SOLUTIONS INC Common Stock 705107100 648,830 40,300 X 40,300 0 0
PEDIATRIX MEDICAL GROUP
INC Common Stock 705324101 2,392,115 67,100 X 67,100 0 0
PENN POWER 7.75% PFD Preferred
Stock 709068886 1,464,855 15,000 X 15,000 0 0
PENNEY (JC) CO INC Common Stock 708160106 16,446 976 X 976 0 0
PEOPLES ENERGY CORP Common Stock 711030106 2,009,482 46,852 X 46,852 0 0
PEOPLESOFT INC Common Stock 712713106 22,533 1,281 X 1,281 0 0
PEPSI BOTTLING GROUP Common Stock 713409100 11,452,081 572,032 X 572,032 0 0
PEPSICO INC Common Stock 713448108 47,101,114 1,058,452 X 1,058,452 0 0
PERFORMANCE FOOD GROUP CO Common Stock 713755106 839,900 22,700 X 22,700 0 0
PERICOM SEMICONDUCTOR
CORP Common Stock 713831105 1,322,879 142,245 X 142,245 0 0
PERKINELMER INC Common Stock 714046109 7,416 537 X 537 0 0
PERVASIVE SOFTWARE INC Common Stock 715710109 1,280,325 239,313 X 239,313 0 0
PETCO ANIMAL SUPPLIES Common Stock 716016209 1,076,130 49,500 X 49,500 0 0
PFIZER INC Common Stock 717081103 128,142,035 3,752,329 X 3,752,329 0 0
PHELPS DODGE CORP Common Stock 717265102 5,398,809 140,814 X 140,814 0 0
PHILADELPHIA CONSOLIDATED
HLDG Common Stock 717528103 678,720 16,800 X 16,800 0 0
PHILLIPS VAN HEUSEN CORP Common Stock 718592108 324,394 23,800 X 23,800 0 0
PINNACLE WEST CAPITAL
CORP Common Stock 723484101 6,108,544 163,112 X 163,112 0 0
PIONEER STANDARD
ELECTRONICS Common Stock 723877106 1,942,166 229,029 X 229,029 0 0
PITNEY BOWES INC Common Stock 724479100 4,672,653 121,652 X 121,652 0 0
PLANAR SYSTEMS INC Common Stock 726900103 383,376 19,600 X 19,600 0 0
PLATO LEARNING INC Common Stock 72764Y100 1,993,801 346,748 X 346,748 0 0
PLEXUS CORP Common Stock 729132100 2,384,404 206,800 X 206,800 0 0
PLUM CREEK TIMBER CO
INC REIT Common Stock 729251108 17,698 682 X 682 0 0
PMC SIERRA INC Common Stock 69344F106 4,188,760 357,098 X 357,098 0 0
PMI GROUP INC Common Stock 69344M101 19,880,388 740,700 X 740,700 0 0
PNC FINANCIAL SERVICES
GROUP Common Stock 693475105 53,984 1,106 X 1,106 0 0
PNM RESOURCES Common Stock 69349H107 4,304,075 160,900 X 160,900 0 0
POWER ONE INC Common Stock 739308104 1,194 167 X 167 0 0
PPG INDUSTRIES INC Common Stock 693506107 16,311,337 321,469 X 321,469 0 0
PRAXAIR INC Common Stock 74005P104 15,260,953 253,926 X 253,926 0 0
PRECISION CASTPARTS CORP Common Stock 740189105 2,491,110 80,100 X 80,100 0 0
PREMCOR INC Common Stock 74045Q104 230,585 10,700 X 10,700 0 0
PRENTISS PROPERTIES TRUST Common Stock 740706106 56,231 1,875 X 1,875 0 0
PRICE COMMUNICATIONS CORP Common Stock 741437305 13 1 X 1 0 0
PRIME HOSPITALITY CORP. Common Stock 741917108 1,430,035 213,120 X 213,120 0 0
PRINCIPAL FINANCIAL '
GROUP INC Common Stock 74251V102 40,635 1,260 X 1,260 0 0
PRIORITY HEALTHCARE
CORP-B Common Stock 74264T102 328,335 17,700 X 17,700 0 0
PROCTER & GAMBLE CO Common Stock 742718109 54,526,882 611,425 X 611,425 0 0
PROGRESS ENERGY INC Common Stock 743263105 22,094,563 503,293 X 503,293 0 0
PROGRESSIVE CORP Common Stock 743315103 61,916 847 X 847 0 0
PROLOGIS Common Stock 743410102 371,963 13,625 X 13,625 0 0
PROSOFTTRAINING.COM Common Stock 743477101 413,533 961,704 X 961,704 0 0
PROSPERITY BANCSHARES INC Common Stock 743606105 621,775 32,300 X 32,300 0 0
PROTEIN DESIGN LABS INC Common Stock 74369L103 472,524 33,800 X 33,800 0 0
PROVIDIAN FINANCIAL CORP Common Stock 74406A102 179,144 19,346 X 19,346 0 0
PROVINCE HEALTHCARE INC Common Stock 743977100 1,029,510 93,000 X 93,000 0 0
PRUDENTIAL FINANCIAL INC Common Stock 744320102 73,828 2,194 X 2,194 0 0
PS BUSINESS PARKS INC CA.
REIT Common Stock 69360J107 3,455,870 97,900 X 97,900 0 0
PUBLIC SERVICE ENTER
GROUP INC Common Stock 744573106 13,980,525 330,900 X 330,900 0 0
PUBLIC STORAGE INC Common Stock 74460D109 205,760 6,075 X 6,075 0 0
PULTE HOMES INC Common Stock 745867101 13,750 223 X 223 0 0
PARTHUSCEVA INC Common Stock 70212E106 8 1 X 1 0 0
PARTY CITY CORP Common Stock 702145103 48,269 4,700 X 4,700 0 0
PATINA OIL & GAS CORP Common Stock 703224105 148,694 4,625 X 4,625 0 0
PAYCHEX Common Stock 704326107 1,861,185 63,500 X 63,500 0 0
PEC SOLUTIONS Common Stock 705107100 133,630 8,300 X 8,300 0 0
PEPSICO Common Stock 713448108 4,378,800 98,400 X 98,400 0 0
PERFORMANCE FOOD GRP Common Stock 713755106 170,200 4,600 X 4,600 0 0
PETCO ANIMAL SUPPLIES INC Common Stock 716016209 219,574 10,100 X 10,100 0 0
PFIZER Common Stock 717081103 6,332,878 185,443 X 185,443 0 0
PHILADELP CONS HLDG Common Stock 717528103 153,520 3,800 X 3,800 0 0
PLANAR SYSTEMS INC Common Stock 726900103 78,240 4,000 X 4,000 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
INSTR OTHER
V
PLEXUS CORP Common Stock 729132100 155,655 13,500 X 13,500 0 0
PREMCOR INC Common Stock 74045Q104 49,565 2,300 X 2,300 0 0
PRIORITY HEALTHCARE Common Stock 74264T102 66,780 3,600 X 3,600 0 0
PROCTER&GAMBLE Common Stock 742718109 1,828,190 20,500 X 20,500 0 0
PROSPERITY BANCSHARES INC Common Stock 743606105 128,975 6,700 X 6,700 0 0
PROTEIN DESIGN LABS Common Stock 74369L103 97,860 7,000 X 7,000 0 0
P G & E CORPORA US Common
Stock 69331C108 642,960 30,400 X 30,400 0 0
PAYCHEX INC US Common
Stock 704326107 188,096 6,400 X 0 0 6,400
PEARSON PLC-ADR US Common
Stock 705015105 191,040 19,900 X 19,900 0 0
PEPCO HOLDINGS US Common
Stock 713291102 542,228 28,300 X 28,300 0 0
PEPSICO INC US Common
Stock 713448108 222,500 5,000 X 0 0 5,000
PFIZER INC US Common
Stock 717081103 307,350 9,000 X 0 0 9,000
PHILIPS ELC-ADR US Common
Stock 500472303 143,325 7,500 X 7,500 0 0
PINNACLE WEST C US Common
Stock 723484101 730,275 19,500 X 19,500 0 0
PNM RESOURCES US Common
Stock 69349H107 588,500 22,000 X 22,000 0 0
PROVIDIAN FINAN US Common
Stock 74406A102 142,604 15,400 X 0 0 15,400
PUBLIC SERVICE US Common
Stock 744573106 380,250 9,000 X 9,000 0 0
P F CHANGS CHINA BISTRO COMMON 69333Y108 18,966,000 385,417 X 368,417 0 17,000
PMC-SIERRA INC COMMON 69344F106 26,021,000 2,212,700 X 2,186,600 0 26,100
PNC FINL SVCS GROUP INC COMMON 693475105 8,683,000 177,900 X 177,900 0 0
PACCAR INC COMMON 693718108 1,863,000 27,500 X 27,500 0 0
PACIFICARE HEALTH SYS DE COMMON 695112102 11,911,000 241,450 X 230,450 0 11,000
PAIN THERAPEUTICS INC COMMON 69562K100 97,000 15,000 X 15,000 0 0
PALL CORP COMMON 696429307 3,821,000 169,800 X 169,800 0 0
PAN PACIFIC RETAIL PPTYS COMMON 69806L104 12,229,000 310,775 X 310,775 0 0
PANERA BREAD CO CL A 69840W108 20,923,000 523,076 X 497,976 0 25,100
PARKER HANNIFIN CORP COMMON 701094104 1,092,000 26,000 X 26,000 0 0
PARKWAY PPTYS INC COMMON 70159Q104 4,209,000 100,095 X 100,095 0 0
PATINA OIL & GAS CORP COMMON 703224105 12,625,000 392,675 X 374,588 0 18,087
PATTERSON UTI ENERGY INC COMMON 703481101 36,438,000 1,125,662 X 1,102,462 0 23,200
PEABODY ENERGY CORP COMMON 704549104 514,000 15,300 X 15,300 0 0
PEMSTAR INC COMMON 706552106 130,000 31,000 X 31,000 0 0
PEOPLES FOOD HLDGS LTD CHINA C63363342 273,000 500,000 X 500,000 0 0
PEPCO HOLDINGS INC COMMON 713291102 2,874,000 150,000 X 150,000 0 0
PEPSI BOTTLING GROUP INC COMMON 713409100 2,499,000 124,850 X 124,850 0 0
PEPSICO INC COMMON 713448108 58,199,000 1,307,850 X 1,306,600 0 1,250
P T TELEKOMUNIKASI INDON DEPOSITORY
RECEI 715684106 3,136,000 280,000 X 280,000 0 0
PETCO ANIMAL SUPPLIES COM NEW 716016209 5,621,000 258,100 X 245,600 0 12,500
PETROLEO BRASILEIRO SA P DEPOSITORY
RECEI 71654V408 2,223,000 112,500 X 112,500 0 0
PETSMART INC COMMON 716768106 12,100,000 724,100 X 689,100 0 35,000
PFIZER INC COMMON 717081103 258,913,000 7,581,638 X 7,008,218 0 573,420
PHILADELPHIA CONS HLDG C COMMON 717528103 529,000 13,200 X 12,500 0 700
PHOTRONICS INC COMMON 719405102 17,010,000 989,545 X 941,867 0 47,678
PINNACLE WEST CAP CORP COMMON 723484101 6,160,000 164,475 X 134,675 0 29,800
PIONEER CORP JAPAN DEPOSITORY
RECEI 723646105 2,614,000 114,800 X 114,800 0 0
PIONEER NAT RES CO COMMON 723787107 8,153,000 312,385 X 265,985 0 46,400
PIXAR COMMON 725811103 6,646,000 109,700 X 109,700 0 0
PIXELWORKS INC COMMON 72581M107 4,683,000 785,800 X 747,800 0 38,000
PLACER DOME INC COMMON 725906101 920,000 75,000 X 75,000 0 0
POLYCOM INC COMMON 73172K104 22,310,000 1,609,700 X 1,571,400 0 38,300
POST PPTYS INC COMMON 737464107 4,889,000 184,500 X 184,500 0 0
POTASH CORP SASK INC COMMON 73755L107 14,989,000 234,200 X 234,200 0 0
POTLATCH CORP COMMON 737628107 773,000 30,000 X 30,000 0 0
POWER INTEGRATIONS INC COMMON 739276103 2,066,000 85,000 X 81,000 0 4,000
PRAXAIR INC COMMON 74005P104 12,945,000 215,385 X 175,235 0 40,150
PRECISION CASTPARTS CORP COMMON 740189105 933,000 30,000 X 30,000 0 0
PRECISION DRILLING CORP COMMON 74022D100 27,030,000 715,842 X 682,342 0 33,500
PREMCOR INC COMMON 74045Q104 23,716,000 1,100,520 X 1,051,520 0 49,000
PRENTISS PPTYS TR SH BEN INT 740706106 6,580,000 219,400 X 219,400 0 0
PRIDE INTL INC DEL COMMON 74153Q102 376,000 20,000 X 20,000 0 0
PRINCIPAL FINANCIAL GROU COMMON 74251V102 12,455,000 386,200 X 313,800 0 72,400
PROASSURANCE CORP COMMON 74267C106 7,015,000 259,900 X 244,800 0 15,100
PROCTER & GAMBLE CO COMMON 742718109 26,753,000 299,985 X 273,385 0 26,600
PROGRESS ENERGY INC COMMON 743263105 885,000 20,160 X 20,160 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 951,000 13,005 X 13,005 0 0
PROLOGIS SH BEN INT 743410102 40,587,000 1,486,715 X 1,486,715 0 0
PROVIDIAN FINL CORP COMMON 74406A102 6,076,000 656,170 X 656,170 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
INSTR OTHER
V
PRUDENTIAL FINL INC COMMON 744320102 12,859,000 382,150 X 310,750 0 71,400
PUBLIC STORAGE INC COMMON 74460D109 22,482,000 663,775 X 663,775 0 0
PULITZER INC COMMON 745769109 2,496,000 50,500 X 50,500 0 0
QDI LLC WARRANTS +Warrant 1.0 74756Q111 0 25,618 X 25,618 0 0
QLOGIC CORP Common Stock 747277101 5,894,085 121,955 X 121,955 0 0
QUALCOMM INC Common Stock 747525103 112,434 3,145 X 3,145 0 0
QUEST DIAGNOSTICS Common Stock 74834L100 26,860 421 X 421 0 0
QUESTAR CORP Common Stock 748356102 2,493,515 74,500 X 74,500 0 0
QUINTILES TRANSNATIONAL
CORP Common Stock 748767100 5,619 396 X 396 0 0
QWEST COMMUNICATIONS INTL Common Stock 749121109 31,820 6,657 X 6,657 0 0
QMED INC Common Stock 747914109 14,500 2,000 X 2,000 0 0
QUEST DIAGNOSTICS Common Stock 74834L100 95,700 1,500 X 1,500 0 0
QUALCOMM INC COMMON 747525103 22,745,000 632,865 X 516,265 0 116,600
QUICKLOGIC CORP COMMON 74837P108 32,000 10,000 X 10,000 0 0
RADIAN GROUP INC Common Stock 750236101 20,307,765 554,100 X 554,100 0 0
RADION ONE INC-CL D W/I Common Stock 75040P405 758,779 42,700 X 42,700 0 0
RADIOSHACK CORP Common Stock 750438103 15,918 605 X 605 0 0
RALCORP HOLDINGS, INC. Common Stock 751028101 3,453,216 138,350 X 138,350 0 0
RANBAXY LABORATORIES LTD Common Stock Y7187Y116 918,710 48,100 X 48,100 0 0
RAYONIER INC Common Stock 754907103 2,079,000 63,000 X 63,000 0 0
RAYOVAC CORP Common Stock 755081106 458,430 35,400 X 35,400 0 0
RAYTHEON CO Common Stock 755111507 31,184,339 949,584 X 949,584 0 0
RECKSON ASSOC REALTY CORP Common Stock 75621K106 47,978 2,300 X 2,300 0 0
RED ROBIN GOURMET BURGERS Common Stock 75689M101 216,144 11,400 X 11,400 0 0
REEBOK INTERNATIONAL LTD Common Stock 758110100 9,585 285 X 285 0 0
REGENCY CENTERS CORP Common Stock 758849103 290,334 8,300 X 8,300 0 0
REGIONS FINANCIAL CORP Common Stock 758940100 29,524 874 X 874 0 0
REMINGTON OIL & GAS CORP Common Stock 759594302 360,248 19,600 X 19,600 0 0
RENAISSANCERE HOLDINGS
LTD Common Stock G7496G103 9,840,514 216,180 X 216,180 0 0
RENT-WAY INC Common Stock 76009U104 1,731,195 372,300 X 372,300 0 0
REPUBLIC SERVICES INC Common Stock 760759100 324,181 14,300 X 14,300 0 0
RESMED INC Common Stock 761152107 196,000 5,000 X 5,000 0 0
RESPIRONICS INC Common Stock 761230101 472,752 12,600 X 12,600 0 0
REYNOLDS & REYNOLDS CO Common Stock 761695105 15,799,392 553,200 X 553,200 0 0
RFS HOTEL INVESTORS INC Common Stock 74955J108 305,536 24,800 X 24,800 0 0
RIGGS NATL CORP WASH DC Common Stock 766570105 2,790,983 183,376 X 183,376 0 0
RJ REYNOLDS TOBACCO
HOLDINGS Common Stock 76182K105 11,163 300 X 300 0 0
RLI CORP Common Stock 749607107 2,977,450 90,500 X 90,500 0 0
ROBERT HALF INTL INC Common Stock 770323103 289,782 15,300 X 15,300 0 0
ROCKWELL AUTOMATION INC Common Stock 773903109 16,640 698 X 698 0 0
ROCKWELL COLLINS Common Stock 774341101 16,576 673 X 673 0 0
ROHM & HAAS CO Common Stock 775371107 27,337 881 X 881 0 0
ROSS STORES Common Stock 778296103 9,590,856 224,400 X 224,400 0 0
ROUSE COMPANY Common Stock 779273101 290,513 7,625 X 7,625 0 0
ROWAN COS INC Common Stock 779382100 7,616 340 X 340 0 0
ROYAL DUTCH PETRO-NY
SHARES Common Stock 780257804 41,291,334 885,700 X 885,700 0 0
RTI INTERNATIONAL METALS Common Stock 74973W107 1,992,179 183,950 X 183,950 0 0
RUSS BERRIE & CO INC Common Stock 782233100 978,468 26,800 X 26,800 0 0
RUSSEL CORP Common Stock 782352108 2,386,400 125,600 X 125,600 0 0
RYANAIR HOLDINGS PLC-SP
ADR Common Stock 783513104 816,058 18,175 X 18,175 0 0
RYDER SYSTEM INC Common Stock 783549108 2,463,722 96,164 X 96,164 0 0
RLI CORP Common Stock 749607107 29,610 900 X 900 0 0
RADIO ONE INC CL D Common Stock 75040P405 151,045 8,500 X 8,500 0 0
RAYOVAC CORP Common Stock 755081106 107,485 8,300 X 8,300 0 0
RED ROBIN GOURMET BURGERS Common Stock 75689M101 45,504 2,400 X 2,400 0 0
REMINGTON OIL & GAS CORP Common Stock 759594302 71,682 3,900 X 3,900 0 0
RESPIRONICS INC Common Stock 761230101 93,800 2,500 X 2,500 0 0
RESMED INC US Common
Stock 761152107 66,640 1,700 X 187,700 0 0
RF MICRODEVICES INC COMMON 749941100 15,646,000 2,651,900 X 2,524,600 0 127,300
RADIO ONE INC CL D NON VTG 75040P405 21,133,000 1,191,946 X 1,134,136 0 57,810
RAYTHEON CO COM NEW 755111507 21,312,000 648,965 X 648,965 0 0
RECKSON ASSOCS RLTY CORP COMMON 75621K106 5,585,000 267,725 X 267,725 0 0
REGENCY CTRS CORP COMMON 758849103 31,265,000 893,800 X 893,800 0 0
REPUBLIC SVCS INC COMMON 760759100 10,886,000 480,210 X 480,210 0 0
RESOURCES CONNECTION INC COMMON 76122Q105 19,449,000 814,800 X 778,000 0 36,800
REYNOLDS R J TOB HLDGS I COMMON 76182K105 409,000 10,990 X 10,990 0 0
ROBERT HALF INTL INC COMMON 770323103 10,027,000 529,433 X 529,433 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
INSTR OTHER
V
ROCKWELL AUTOMATION INC COMMON 773903109 1,073,000 45,000 X 45,000 0 0
ROHM & HAAS CO COMMON 775371107 5,467,000 176,200 X 176,200 0 0
ROUSE CO COMMON 779273101 31,976,000 839,275 X 839,275 0 0
ROWAN COS INC COMMON 779382100 3,930,000 175,450 X 175,450 0 0
ROYAL CARIBBEAN CRUISES COMMON V7780T103 30,414,000 1,313,210 X 1,073,910 0 239,300
RUBY TUESDAY INC COMMON 781182100 11,260,000 455,300 X 433,400 0 21,900
RYDER SYS INC COMMON 783549108 3,474,000 135,600 X 135,600 0 0
RYLAND GROUP INC COMMON 783764103 727,000 10,470 X 10,470 0 0
S & P 500 DEPOSITARY
RECEIPT Common Stock 78462F103 11,715,600 120,000 X 120,000 0 0
SABRE HOLDINGS CORP Common Stock 785905100 13,705 556 X 556 0 0
SAFECO CORP Common Stock 786429100 19,580 555 X 555 0 0
SAFEWAY INC Common Stock 786514208 35,580 1,739 X 1,739 0 0
SALIX PHARMACEUTICALS LTD Common Stock 795435106 313,651 29,900 X 29,900 0 0
SAMSUNG ELECTRONIC GDR
REP1/ Common Stock 4942818 2,180,675 14,660 X 14,660 0 0
SANMINA CORP Common Stock 800907107 12,639 2,003 X 2,003 0 0
SAP AG SPONSORED ADR Common Stock 803054204 22,778,451 779,550 X 779,550 0 0
SARA LEE CORP Common Stock 803111103 57,295 3,046 X 3,046 0 0
SBC COMMUNICATIONS INC Common Stock 78387G103 109,268,280 4,276,645 X 4,276,645 0 0
SCHERING PLOUGH CORP Common Stock 806605101 105,220 5,657 X 5,657 0 0
SCHLUMBERGER LTD Common Stock 806857108 31,973,985 672,146 X 672,146 0 0
SCHULMAN (A) INC Common Stock 808194104 1,703,870 106,094 X 106,094 0 0
SCHWEITZER-MAUDUIT INTL
INC Common Stock 808541106 941,460 39,000 X 39,000 0 0
SCIENTIFIC ATLANTA INC Common Stock 808655104 302,887 12,705 X 12,705 0 0
SCIENTIFIC GAMES
CORPORATION Common Stock 80874P109 739,780 78,700 X 78,700 0 0
SCP POOL CORP Common Stock 784028102 550,400 16,000 X 16,000 0 0
SCRIPPS CO (E.W.) CL A Common Stock 811054204 5,828,904 65,700 X 65,700 0 0
SEAGATE TECHNOLOGY ESCROW
POS Common Stock 811804988 1,058 105,800 X 105,800 0 0
SEALED AIR CORP Common Stock 81211K100 13,821 290 X 290 0 0
SEARS ROEBUCK & CO Common Stock 812387108 41,680 1,239 X 1,239 0 0
SECURE COMPUTING CORP Common Stock 813705100 768 88 X 88 0 0
SEMPRA ENERGY Common Stock 816851109 6,384,443 223,780 X 223,780 0 0
SEROLOGICALS CORPORATION Common Stock 817523103 1,004,531 73,700 X 73,700 0 0
SFBC INTERNATIONAL Common Stock 784121105 278,740 15,400 X 15,400 0 0
SHAW GROUP INC Common Stock 820280105 1,837,023 152,450 X 152,450 0 0
SHERWIN WILLIAMS CO Common Stock 824348106 13,924 518 X 518 0 0
SHOPKO STORES INC Common Stock 824911101 1,515,150 116,550 X 116,550 0 0
SICOR INC Common Stock 825846108 748,512 36,800 X 36,800 0 0
SIEBEL SYSTEMS INC Common Stock 826170102 224,429 23,525 X 23,525 0 0
SIERRA PACIFIC RESOURCES Common Stock 826428104 4,158,000 700,000 X 700,000 0 0
SIGMA-ALDRICH Common Stock 826552101 3,210,328 59,253 X 59,253 0 0
SIMMONS FIRST NATIONAL
CORP - CL Common Stock 828730200 1,706,293 85,272 X 85,272 0 0
SIMON PROPERTY GROUP INC Common Stock 828806109 442,991 11,350 X 11,350 0 0
SINCLAIR BROADCAST GP
-CL A Common Stock 829226109 470,205 40,500 X 40,500 0 0
SINCLAIR CAPITAL 1Preferred
-100 829230408 5,624,938 53,750 X 53,750 0 0
SIX FLAGS Common Stock 83001P109 9,982,872 1,472,400 X 1,472,400 0 0
SKYWEST INC Common Stock 830879102 2,777,042 145,700 X 145,700 0 0
SKYWORKS SOLUTIONS INC Common Stock 83088M102 255,906 37,800 X 37,800 0 0
SL GREEN REALTY CORP Common Stock 78440X101 85,481 2,450 X 2,450 0 0
SLM CORPORATION Common Stock 78442P106 2,525,877 64,485 X 64,485 0 0
SMITH INTERNATIONAL INC Common Stock 832110100 19,957,168 543,200 X 543,200 0 0
SNAP ON INC Common Stock 833034101 6,909 238 X 238 0 0
SOLA INTERNATIONAL INC Common Stock 834092108 2,237,640 128,600 X 128,600 0 0
SOLECTRON CORP Common Stock 834182107 11,168 2,986 X 2,986 0 0
SOMERA COMMUNICATIONS INC Common Stock 834458101 555,285 380,332 X 380,332 0 0
SONG NETWORKS HLDG AKTIR
ADR Common Stock 83544Q101 1,265 63,244 X 63,244 0 0
SONICWALL INC Common Stock 835470105 2,263,555 471,574 X 471,574 0 0
SONOSITE INC Common Stock 83568G104 654,360 32,800 X 32,800 0 0
SOURCECORP Common Stock 836167106 2,144,880 99,300 X 99,300 0 0
SOUTHERN CO Common Stock 842587107 21,686,114 695,960 X 695,960 0 0
SOUTHTRUST CORP Common Stock 844730101 35,278 1,297 X 1,297 0 0
SOUTHWEST AIRLINES CO Common Stock 844741108 52,271 3,039 X 3,039 0 0
SOVEREIGN BANCORP INC Common Stock 845905108 17,689,195 1,130,300 X 1,130,300 0 0
SPHERION CORPORATION Common Stock 848420105 3,507,665 504,700 X 504,700 0 0
SPINNAKER EXPLORATION CO Common Stock 84855W109 733,600 28,000 X 28,000 0 0
SPLITROCK SERVICE
WARRANTS +Warrant 1.0 848636114 24,500 2,000 X 2,000 0 0
SPRINT CORP FON GROUP Common Stock 852061100 50,285 3,492 X 3,492 0 0
SPRINT CORP PCS GROUP Common Stock 852061506 7,526,440 1,308,946 X 1,308,946 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
INSTR OTHER
V
SRA INTL INC CL A Common Stock 78464R105 550,400 17,200 X 17,200 0 0
ST JUDE MEDICAL INC Common Stock 790849103 14,337,395 249,346 X 249,346 0 0
ST MARY LAND &
EXPLORATION CO Common Stock 792228108 535,626 19,620 X 19,620 0 0
ST PAUL COMPANIES INC Common Stock 792860108 8,722,202 238,899 X 238,899 0 0
STANCORP FINANCIAL GROUP Common Stock 852891100 485,646 9,300 X 9,300 0 0
STANDARD MOTOR PRODUCTS Common Stock 853666105 1,488,510 134,100 X 134,100 0 0
STANLEY WORKS Common Stock 854616109 10,516 381 X 381 0 0
STAPLES INC Common Stock 855030102 651,627 35,511 X 35,511 0 0
STARBUCKS CORP Common Stock 855244109 36,878 1,504 X 1,504 0 0
STARWOOD HOTELS & RESORTS
WOR Common Stock 85590A203 537,292 18,793 X 18,793 0 0
STATE AUTO FINANCIAL CORP Common Stock 855707105 1,966,912 87,613 X 87,613 0 0
STATE STREET CORP Common Stock 857477103 13,904,890 352,916 X 352,916 0 0
STATION CASINOS INC Common Stock 857689103 1,194,325 47,300 X 47,300 0 0
STELLENT INC Common Stock 85856W105 1,310,580 242,700 X 242,700 0 0
STEWART ENTERPRISES INC
CL A Common Stock 860370105 1,709,663 397,596 X 397,596 0 0
STONE ENERGY CORP Common Stock 861642106 3,542,240 84,500 X 84,500 0 0
STRIDE RITE CORP Common Stock 863314100 1,037,832 104,200 X 104,200 0 0
STRYKER CORP Common Stock 863667101 53,831 776 X 776 0 0
SUN MICROSYSTEMS INC Common Stock 866810104 57,072 12,407 X 12,407 0 0
SUNGARD DATA SYSTEMS INC Common Stock 867363103 29,097 1,123 X 1,123 0 0
SUNOCO INC Common Stock 86764P109 12,794 339 X 339 0 0
SUNRISE SENIOR LIVING INC Common Stock 86768K106 1,911,252 85,400 X 85,400 0 0
SUNTRUST BANKS INC Common Stock 867914103 65,037 1,096 X 1,096 0 0
SUPERIOR ENERGY Common Stock 868157108 531,828 56,100 X 56,100 0 0
SUPERIOR INDUSTRIES INTL Common Stock 868168105 13,398,210 321,300 X 321,300 0 0
SUPERVALU INC Common Stock 868536103 11,278 529 X 529 0 0
SYBASE INC Common Stock 871130100 2,296,541 165,100 X 165,100 0 0
SYLVAN LEARNING SYSTEMS
INC Common Stock 871399101 808,536 35,400 X 35,400 0 0
SYMANTEC CORP Common Stock 871503108 436,275 9,947 X 9,947 0 0
SYMBOL TECHNOLOGIES INC Common Stock 871508107 230,849 17,744 X 17,744 0 0
SYNOVUS FINANCIAL CORP Common Stock 87161C105 26,144 1,216 X 1,216 0 0
SYSCO CORP Common Stock 871829107 2,872,755 95,631 X 95,631 0 0
SCP POOL CORP Common Stock 784028102 113,520 3,300 X 3,300 0 0
SFBC INTL INC Common Stock 784121105 72,400 4,000 X 4,000 0 0
SRA INTERNATIONAL
INC-CL A Common Stock 78464R105 166,400 5,200 X 5,200 0 0
ST JUDE MED INC Common Stock 790849103 632,500 11,000 X 11,000 0 0
ST MARY LAND &
EXPLORATION Common Stock 792228108 131,040 4,800 X 4,800 0 0
SALIX PHARMACEUTICALS LTD Common Stock 795435106 63,989 6,100 X 6,100 0 0
SCHERING PLOUGH Common Stock 806605101 186,000 10,000 X 10,000 0 0
SCHLUMBERGER LTD Common Stock 806857108 599,382 12,600 X 12,600 0 0
SCIENTIFIC GAMES COR Common Stock 80874P109 153,220 16,300 X 16,300 0 0
SEROLOGICALS CORP Common Stock 817523103 208,539 15,300 X 15,300 0 0
SHARPER IMAGE CORP Common Stock 820013100 158,166 5,800 X 5,800 0 0
SICOR INC Common Stock 825846108 158,652 7,800 X 7,800 0 0
Sinclair Broadcast Group
- A Common Stock 829226109 97,524 8,400 X 8,400 0 0
SKYWORKS SOLUTIONS INC Common Stock 83088M102 52,129 7,700 X 7,700 0 0
SMITH INTL INC Common Stock 832110100 1,278,552 34,800 X 34,800 0 0
SONOSITE INC Common Stock 83568G104 135,660 6,800 X 6,800 0 0
SPINNAKER EXPLO CO Common Stock 84855W109 133,620 5,100 X 5,100 0 0
STATION CASINOS Common Stock 857689103 249,975 9,900 X 9,900 0 0
STRATTEC SECURITY CORP Common Stock 863111100 242,060 4,550 X 4,550 0 0
SUN HEALTHCARE GROUP-WT05 Common Stock 866933112 613 6,125 X 6,125 0 0
SUNTRUST BANKS INC Common Stock 867914103 148,350 2,500 X 2,500 0 0
SUPERIOR ENERGY SERVICES
INC Common Stock 868157108 109,968 11,600 X 11,600 0 0
SYLVAN LEARNING Common Stock 871399101 166,732 7,300 X 7,300 0 0
SAFEWAY INC US Common
Stock 786514208 102,300 5,000 X 0 0 5,000
SBC COMMUNICATI US Common
Stock 78387G103 908,021 35,539 X 35,539 0 0
SEVEN-ELEV ADR US Common
Stock 817828205 106,050 4,200 X 4,200 0 0
SIGMA-ALDRICH US Common
Stock 826552101 135,800 2,500 X 0 0 2,500
SMITH INTERNATI US Common
Stock 832110100 146,960 4,000 X 0 0 4,000
SOUTHWEST AIRLI US Common
Stock 844741108 146,200 8,500 X 0 0 8,500
STORA ENSO -ADR US Common
Stock 86210M106 59,837 5,300 X 0 0 5,300
SBC COMMUNICATIONS INC COMMON 78387G103 42,602,000 1,667,393 X 1,476,443 0 190,950
SBA COMMUNICATIONS CORP COMMON 78388J106 60,000 19,800 X 19,800 0 0
SL GREEN RLTY CORP COMMON 78440X101 9,010,000 258,250 X 258,250 0 0
SLM CORP COMMON 78442P106 9,929,000 253,485 X 253,485 0 0
SAFECO CORP COMMON 786429100 706,000 20,000 X 20,000 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
INSTR OTHER
V
ST JOE CO COMMON 790148100 27,765,000 889,900 X 889,900 0 0
ST JUDE MED INC COMMON 790849103 19,264,000 335,020 X 335,020 0 0
ST PAUL COS INC COMMON 792860108 6,225,000 170,500 X 170,500 0 0
SAMSUNG ELECTRS LTD DEPOSITORY
RECEI 796050888 3,347,000 22,500 X 22,500 0 0
SANDISK CORP COMMON 80004C101 14,849,000 366,000 X 366,000 0 0
SANGSTAT MED CORP COMMON 801003104 8,426,000 642,700 X 611,100 0 31,600
SAP AKTIENGESELLSCHAFT DEPOSITORY
RECEI 803054204 25,040,000 856,945 X 856,945 0 0
SAPIENT CORP COMMON 803062108 138,000 50,000 X 50,000 0 0
SAPPI LTD DEPOSITORY
RECEI 803069202 741,000 60,000 X 60,000 0 0
SARA LEE CORP COMMON 803111103 3,160,000 168,000 X 168,000 0 0
SCANA CORP NEW COMMON 80589M102 1,885,000 55,000 X 55,000 0 0
SCHEIN HENRY INC COMMON 806407102 30,128,000 573,758 X 546,898 0 26,860
SCHERING A G DEPOSITORY
RECEI 806585204 1,454,000 30,000 X 30,000 0 0
SCHERING PLOUGH CORP COMMON 806605101 6,375,000 342,750 X 342,750 0 0
SCHLUMBERGER LTD COMMON 806857108 48,227,000 1,013,805 X 948,305 0 65,500
SCHULMAN A INC COMMON 808194104 3,859,000 240,000 X 240,000 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 4,076,000 404,000 X 404,000 0 0
SCIENTIFIC ATLANTA INC COMMON 808655104 10,450,000 438,330 X 438,330 0 0
SCOTTISH ANNUITY & LIFE ORD G7885T104 19,483,000 964,042 X 918,442 0 45,600
SEALED AIR CORP NEW COMMON 81211K100 2,264,000 47,500 X 47,500 0 0
SEPRACOR INC COMMON 817315104 1,793,000 100,000 X 100,000 0 0
SERVICE CORP INTL COMMON 817565104 581,000 150,000 X 150,000 0 0
SHERWIN WILLIAMS CO COMMON 824348106 2,433,000 90,500 X 90,500 0 0
SHIRE PHARMACEUTICALS GR DEPOSITORY
RECEI 82481R106 10,045,000 508,590 X 419,890 0 88,700
SIEBEL SYS INC COMMON 826170102 10,024,000 1,057,085 X 1,057,085 0 0
SIEMENS A G DEPOSITORY
RECEI 826197501 2,076,000 42,500 X 42,500 0 0
SIFY LTD DEPOSITORY
RECEI 82655M107 71,000 11,600 X 11,600 0 0
SILICON LABORATORIES INC COMMON 826919102 14,422,000 541,765 X 441,265 0 100,500
SILICON STORAGE TECHNOLO COMMON 827057100 168,000 40,000 X 40,000 0 0
SILICONWARE PRECISION IN DEPOSITORY
RECEI 827084864 372,000 115,400 X 115,400 0 0
SIMON PPTY GROUP INC NEW COMMON 828806109 43,518,000 1,114,981 X 1,114,981 0 0
SINCLAIR BROADCAST GROUP CL A 829226109 581,000 50,000 X 50,000 0 0
SKYWEST INC COMMON 830879102 6,523,000 341,900 X 325,400 0 16,500
SMITH INTL INC COMMON 832110100 8,516,000 231,800 X 231,800 0 0
SMURFIT-STONE CONTAINER COMMON 832727101 4,658,000 358,000 X 358,000 0 0
SOHU COM INC COMMON 83408W103 340,000 10,000 X 10,000 0 0
SOLECTRON CORP COMMON 834182107 2,110,000 564,300 X 564,300 0 0
SONY CORP DEPOSITORY
RECEI 835699307 560,000 20,000 X 20,000 0 0
SPRINT CORP PCS COM SER 1 852061506 3,694,000 642,500 X 642,500 0 0
STANCORP FINL GROUP INC COMMON 852891100 14,514,000 277,945 X 277,945 0 0
STANLEY WKS COMMON 854616109 2,567,000 93,000 X 93,000 0 0
STAPLES INC COMMON 855030102 2,273,000 123,850 X 123,850 0 0
STARWOOD HOTELS&RESORTS PAIRED CTF 85590A203 43,068,000 1,506,390 X 1,506,390 0 0
STELMAR SHIPPING LTD COMMON V8726M103 1,445,000 86,500 X 86,500 0 0
STERICYCLE INC COMMON 858912108 15,782,000 411,429 X 332,525 0 78,904
STERLING FINL CORP WASH COMMON 859319105 633,000 26,000 X 26,000 0 0
STEWART W P & CO LTD COMMON G84922106 3,460,000 154,450 X 154,450 0 0
STOCKMANN OYI ABP B SH FINLAND F54623933 2,480,000 140,000 X 140,000 0 0
SUN MICROSYSTEMS INC COMMON 866810104 4,029,000 866,500 X 866,500 0 0
SYMANTEC CORP COMMON 871503108 23,589,000 537,210 X 475,510 0 61,700
SYMBOL TECHNOLOGIES INC COMMON 871508107 11,329,000 870,830 X 870,830 0 0
SYNAPTICS INC COMMON 87157D109 800,000 60,000 X 60,000 0 0
SYNGENTA AG DEPOSITORY
RECEI 87160A100 1,020,000 100,622 X 100,622 0 0
SYSCO CORP COMMON 871829107 12,832,000 427,165 X 427,165 0 0
T ROWE PRICE GROUP INC Common Stock 74144T108 17,441 462 X 462 0 0
TAIWAN SEMICONDUCTOR ADR Common Stock 874039100 2,178,086 216,080 X 216,080 0 0
TAKE-TWO INTERACTIVE
SOFT.INC Common Stock 874054109 357,084 12,600 X 12,600 0 0
TARGET CORP Common Stock 87612E106 7,513,132 198,550 X 198,550 0 0
TARO PHARMACEUTICAL INDUS Common Stock M8737E108 900,032 16,400 X 16,400 0 0
TAUBMAN CENTERS INC Common Stock 876664103 81,430 4,250 X 4,250 0 0
TBC CORP Common Stock 872180104 3,016,968 158,371 X 158,371 0 0
TECH DATA CORP Common Stock 878237106 2,331,783 87,300 X 87,300 0 0
TECO ENERGY INC Common Stock 872375100 525,162 43,800 X 43,800 0 0
TECUMSEH PRODS CO Common Stock 878895200 2,410,159 62,912 X 62,912 0 0
TEKTRONIX INC Common Stock 879131100 6,199 287 X 287 0 0
TELEPHONE & DATA Common Stock 879433100 18,871,090 379,700 X 379,700 0 0
TELETECH HOLDINGS INC Common Stock 879939106 816,813 193,100 X 193,100 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
INSTR OTHER
V
TELIK INC Common Stock 87959M109 509,419 31,700 X 31,700 0 0
TELLABS INC Common Stock 879664100 9,323 1,419 X 1,419 0 0
TELUS CORP -NON VTG SHS Common Stock 87971M202 33 2 X 2 0 0
TEMPLE INLAND INC Common Stock 879868107 9,140 213 X 213 0 0
TENET HEALTHCARE CORP Common Stock 88033G100 21,902 1,880 X 1,880 0 0
TERADYNE INC Common Stock 880770102 174,416 10,076 X 10,076 0 0
TEVA PHARMACEUTICALS ADR Common Stock 881624209 33,856,271 594,700 X 594,700 0 0
TEXAS GENCO HOLDINGS INC Common Stock 882443104 1,258,639 54,135 X 54,135 0 0
TEXAS INSTRUMENTS INC Common Stock 882508104 31,109,549 1,767,588 X 1,767,588 0 0
TEXAS REGIONAL
BANCSHARES-A Common Stock 882673106 11,839,640 341,200 X 341,200 0 0
TEXTRON INC Common Stock 883203101 59,925,550 1,535,765 X 1,535,765 0 0
THE BISYS GROUP INC Common Stock 55472104 331,579 18,050 X 18,050 0 0
THE NAVIGATORS GROUP INC Common Stock 638904102 1,064,574 35,700 X 35,700 0 0
THE PHOENIX COMPANIES INC Common Stock 71902E113 2,670,623 295,750 X 295,750 0 0
THE SHARPER IMAGE Common Stock 820013100 779,922 28,600 X 28,600 0 0
THE ST. JOE COMPANY Common Stock 790148100 258,960 8,300 X 8,300 0 0
THERMO ELECTRON CORP Common Stock 883556102 14,231 677 X 677 0 0
THOMAS & BETTS CORP Common Stock 884315102 2,168 150 X 150 0 0
TIFFANY & CO Common Stock 886547108 19,249 589 X 589 0 0
TJX COMPANIES, INC Common Stock 872540109 19,669,073 1,044,006 X 1,044,006 0 0
TOLEDO EDISON ARP SER A Preferred
Stock 889175782 1,034,000 40,000 X 40,000 0 0
TOLLGRADE COMMUNICATIONS
INC Common Stock 889542106 2,151,464 115,360 X 115,360 0 0
TOM BROWN INC Common Stock 115660201 425,187 15,300 X 15,300 0 0
TOO INC Common Stock 890333107 741,150 36,600 X 36,600 0 0
TORCHMARK CORP Common Stock 891027104 18,141 487 X 487 0 0
TORO CO Common Stock 891092108 2,309,475 58,100 X 58,100 0 0
TOYS R US INC Common Stock 892335100 10,254 846 X 846 0 0
TRANSOCEAN INC Common Stock G90078109 30,583,053 1,392,037 X 1,392,037 0 0
TRAVELERS PROPERTY
CASUALT-A Common Stock 89420G109 16 1 X 1 0 0
TRAVELERS PROPERTY
CASUALTY B Common Stock 89420G406 58,387 3,909 X 3,909 0 0
TRAVIS BOATS & MOTORS INC Common Stock 894363100 150,831 186,211 X 186,211 0 0
TRIBUNE CO Common Stock 896047107 57,622 1,193 X 1,193 0 0
TRICO BANCSHARES Common Stock 896095106 2,993,492 117,715 X 117,715 0 0
TRIMERIS INC Common Stock 896263100 705,756 15,450 X 15,450 0 0
TRIZETTO GROUP INC Common Stock 896882107 662,588 109,700 X 109,700 0 0
TUPPERWARE CORP Common Stock 899896104 2,154 150 X 150 0 0
TXU CORP Common Stock 873168108 39,018,100 1,738,000 X 1,738,000 0 0
TYCO INT'L LTD Common Stock 902124106 4,607,091 242,734 X 242,734 0 0
TAK-TWO INTERACTIVE
SOFTWRE Common Stock 874054109 73,684 2,600 X 2,600 0 0
TARO PHARMACEUTICAL Common Stock M8737E108 170,128 3,100 X 3,100 0 0
TELIK INC Common Stock 87959M109 106,062 6,600 X 6,600 0 0
TEXAS INSTRUMENTS Common Stock 882508104 2,235,200 127,000 X 127,000 0 0
THERMO ELECTRON Common Stock 883556AH5 5,255,000 250,000 X 250,000 0 0
TOM BROWN INC Common Stock 115660201 86,149 3,100 X 3,100 0 0
TOO INC Common Stock 890333107 151,875 7,500 X 7,500 0 0
TRANSOCEAN INC Common Stock G90078109 3,693,355 168,109 X 168,109 0 0
TRIAD HOSPITALS INC Common Stock 89579K109 769,420 31,000 X 31,000 0 0
TRIMERIS INC Common Stock 896263100 146,176 3,200 X 3,200 0 0
TAIWAN SEMICOND US Common
Stock 874039100 445,536 44,200 X 1,968,330 0 174,900
TARO PHARMA-ADR US Common
Stock M8737E108 587,216 10,700 X 5,700 0 0
TELEFONICA SA - US Common
Stock 879382208 287,726 8,323 X 8,323 0 0
TELEFONOS DE ME US Common
Stock 879403780 97,402 3,100 X 3,100 0 0
TEVA PHARMACEUT US Common
Stock 881624209 899,020 15,800 X 358,300 0 0
TIFFANY & CO US Common
Stock 886547108 101,308 3,100 X 0 0 3,100
TOTAL SA -ADR US Common
Stock 89151E109 60,640 800 X 1,100 0 0
TRANSOCEAN INC US Common
Stock G90078109 109,850 5,000 X 0 0 5,000
TECO ENERGY INC COMMON 872375100 2,938,000 245,000 X 245,000 0 0
TAIWAN SEMICONDUCTOR MFG DEPOSITORY
RECEI 874039100 29,424,000 3,152,570 X 2,840,270 0 312,300
TALBOTS INC COMMON 874161102 2,332,000 79,200 X 79,200 0 0
TARGET CORP COMMON 87612E106 83,122,000 2,196,680 X 2,000,080 0 196,600
TARO PHARMACEUTICAL INDS ORD M8737E108 275,000 5,000 X 5,000 0 0
TAUBMAN CTRS INC COMMON 876664103 8,530,000 445,175 X 445,175 0 0
TELLABS INC COMMON 879664100 2,575,000 392,500 X 392,500 0 0
TEMPLE INLAND INC COMMON 879868107 11,908,000 277,500 X 277,500 0 0
TENARIS S A DEPOSITORY
RECEI 88031M109 383,000 15,000 X 15,000 0 0
TENET HEALTHCARE CORP COMMON 88033G100 233,000 20,000 X 20,000 0 0
TERADYNE INC COMMON 880770102 9,207,000 531,890 X 531,890 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
INSTR OTHER
V
TEVA PHARMACEUTICAL INDS DEPOSITORY
RECEI 881624209 28,075,000 493,410 X 493,410 0 0
TETRA TECHNOLOGIES INC D COMMON 88162F105 7,273,000 245,300 X 233,700 0 11,600
TEXAS INSTRS INC COMMON 882508104 31,706,000 1,801,450 X 1,652,950 0 148,500
TEXTRON INC COMMON 883203101 10,516,000 269,500 X 269,500 0 0
THERMO ELECTRON CORP COMMON 883556102 846,000 40,250 X 40,250 0 0
TIME WARNER TELECOM INC CL A 887319101 86,000 14,000 X 14,000 0 0
TIMKEN CO COMMON 887389104 4,656,000 265,900 X 265,900 0 0
TOOTSIE ROLL INDS INC COMMON 890516107 991,000 32,500 X 32,500 0 0
TRANSOCEAN INC ORD G90078109 10,106,000 460,000 X 460,000 0 0
TRAVELERS PPTY CAS CORP CL A 89420G109 3,522,000 221,500 X 221,500 0 0
TRAVELERS PPTY CAS CORP CL B 89420G406 191,000 12,100 X 12,100 0 0
TRIBUNE CO NEW COMMON 896047107 1,691,000 35,000 X 35,000 0 0
TRIMERIS INC COMMON 896263100 20,697,000 453,685 X 431,885 0 21,800
TRINITY INDS INC COMMON 896522109 1,481,000 80,000 X 80,000 0 0
TYCO INTL LTD NEW COMMON 902124106 26,467,000 1,394,471 X 1,394,471 0 0
TYSON FOODS INC CL A 902494103 2,682,000 252,500 X 252,500 0 0
U.S. BANCORP Common Stock 902973304 43,947,537 1,793,777 X 1,793,777 0 0
UBIQUITEL OPERAT UPCS
WARRANTS +Warrant 1.0 903474112 105 10,450 X 10,450 0 0
UCBH HOLDINGS INC Common Stock 90262T308 685,452 23,900 X 23,900 0 0
ULTIMATE ELECTRONICS INC Common Stock 903849107 212,812 16,600 X 16,600 0 0
UNION PACIFIC CORP Common Stock 907818108 57,266 987 X 987 0 0
UNION PLANTERS CORP Common Stock 908068109 24,886 802 X 802 0 0
UNIONBANCAL CORPORATION Common Stock 908906100 2,320,857 56,100 X 56,100 0 0
UNISYS CORP Common Stock 909214108 13,962 1,137 X 1,137 0 0
UNIT CORP Common Stock 909218109 1,005,771 48,100 X 48,100 0 0
UNITED DOMINION REALTY
TRUST Common Stock 910197102 81,795 4,750 X 4,750 0 0
UNITED HEALTHCARE CORP Common Stock 91324P102 30,028,496 597,582 X 597,582 0 0
UNITED PARCEL
SERVICE-CL B Common Stock 911312106 2,438,054 38,274 X 38,274 0 0
UNITED RENTALS Common Stock 911363109 1,748,751 125,900 X 125,900 0 0
UNITED STATES STEEL CORP Common Stock 912909108 6,695 409 X 409 0 0
UNITED STATIONERS INC Common Stock 913004107 383,402 10,600 X 10,600 0 0
UNITED TECHNOLOGIES CORP Common Stock 913017109 7,041,352 99,412 X 99,412 0 0
UNIVERSAL AMERICAN
FINANC.HOLD Common Stock 913377107 768,821 120,694 X 120,694 0 0
UNIVERSAL COMPRESSION
HLDGS Common Stock 913431102 1,903,475 91,250 X 91,250 0 0
UNIVERSAL CORP HOLDING CO Common Stock 913456109 2,681,820 63,400 X 63,400 0 0
UNIVERSAL HEALTH REALTY
INC TS Common Stock 91359E109 1,660,500 61,500 X 61,500 0 0
UNIVISION COMMUNICATIONS
CL A Common Stock 914906102 8,266,520 271,925 X 271,925 0 0
UNOCAL CORP Common Stock 915289102 29,092 1,014 X 1,014 0 0
UNUMPROVIDENT CORP Common Stock 91529Y106 14,939 1,114 X 1,114 0 0
URSTADT BIDDLE PROP
CLASS A Common Stock 917286205 1,732,242 134,700 X 134,700 0 0
US ONCOLOGY INC Common Stock 90338W103 3,356,302 454,168 X 454,168 0 0
US XPRESS ENTERPRISES A Common Stock 90338N103 674,597 63,283 X 63,283 0 0
UST INC Common Stock 902911106 21,859 624 X 624 0 0
UTI WORLDWIDE INC Common Stock G87210103 455,374 14,600 X 14,600 0 0
UTSTARCOM INC Common Stock 918076100 4,574,302 128,600 X 128,600 0 0
UCBH HOLDINGS Common Stock 90262T308 160,608 5,600 X 5,600 0 0
ULTIMATE ELECTRONICS INC Common Stock 903849107 43,588 3,400 X 3,400 0 0
UNIT CORP Common Stock 909218109 207,009 9,900 X 9,900 0 0
UNITED STATIONERS INC Common Stock 913004107 79,574 2,200 X 2,200 0 0
UNOCAL CORP Common Stock 915289102 28,690 1,000 X 1,000 0 0
UTI WORLDWIDE INC Common Stock G87210103 90,451 2,900 X 2,900 0 0
UNILEVER ADR US Common
Stock 904767704 93,090 2,900 X 2,900 0 0
UPM-KYMM ADR US Common
Stock 915436109 26,190 1,800 X 1,800 0 0
UTSTARCOM INC US Common
Stock 918076100 676,400 19,000 X 163,200 0 0
US BANCORP DEL COM NEW 902973304 39,356,000 1,606,350 X 1,408,350 0 198,000
URS CORP NEW COMMON 903236107 7,942,000 408,135 X 387,935 0 20,200
US ONCOLOGY INC COMMON 90338W103 370,000 50,000 X 50,000 0 0
ULTRATECH INC COMMON 904034105 17,533,000 947,200 X 901,900 0 45,300
UNITED DOMINION REALTY T COMMON 910197102 9,409,000 546,375 X 546,375 0 0
UNITED NAT FOODS INC COMMON 911163103 3,398,000 119,800 X 119,800 0 0
UNITED PARCEL SERVICE IN CL B 911312106 9,956,000 156,300 X 156,300 0 0
UNITEDHEALTH GROUP INC COMMON 91324P102 80,873,000 1,609,410 X 1,465,010 0 144,400
UNIVERSAL COMPRESSION HL COMMON 913431102 7,028,000 336,900 X 336,900 0 0
UNIVISION COMMUNICATIONS CL A 914906102 9,189,000 302,283 X 302,283 0 0
UNOCAL CORP COMMON 915289102 6,203,000 216,200 X 216,200 0 0
UTSTARCOM INC COMMON 918076100 33,737,000 946,610 X 946,610 0 0
VALERO ENERGY CORP Common Stock 91913Y100 392,364 10,800 X 10,800 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
INSTR OTHER
V
VALUE CLICK INC Common Stock 92046N102 1,376,745 228,316 X 228,316 0 0
VARIAN INC Common Stock 922206107 9,017,667 260,100 X 260,100 0 0
VARIAN MEDICAL SYSTEMS
INC Common Stock 92220P105 324,695 5,640 X 5,640 0 0
VERITAS SOFTWRE Common Stock 923436109 17,875,802 623,502 X 623,502 0 0
VERIZON COMMUNICATIONS Common Stock 92343V104 117,733,633 2,984,376 X 2,984,376 0 0
VF CORP Common Stock 918204108 15,388 453 X 453 0 0
VIACOM INC CL B Common Stock 925524308 19,310,600 442,295 X 442,295 0 0
VINTAGE PETROLEUM INC Common Stock 927460105 2,893,320 256,500 X 256,500 0 0
VISHAY INTERTECHNOLOGY Common Stock 928298108 7,388,040 559,700 X 559,700 0 0
VISTEON CORP Common Stock 92839U107 2,384 347 X 347 0 0
VODAFONE GROUP PLC- ADR Common Stock 92857W100 284,925 14,500 X 14,500 0 0
VORNADO REALTY TRUST Common Stock 929042109 231,080 5,300 X 5,300 0 0
VULCAN MATERIALS CO Common Stock 929160109 2,480,799 66,922 X 66,922 0 0
VERITAS SOFTWRE CORP Common Stock 923436109 286,700 10,000 X 10,000 0 0
VERIZON COMMUNICATIONS Common Stock 92343V104 1,439,925 36,500 X 36,500 0 0
VISTEON CORP Common Stock 92839U107 639 93 X 93 0 0
VERIZON COMMUNI US Common 92343V104 1,021,755 25,900 X 25,900 0 0
Stock
VIACOM INC-CL A US Common 925524100 113,620 2,600 X 0 0 2,600
Stock
VODAFONE GROUP US Common 92857W100 391,821 19,940 X 19,940 0 0
Stock
VALERO ENERGY CORP NEW COMMON 91913Y100 13,376,000 368,170 X 368,170 0 0
VARCO INTL INC DEL COMMON 922122106 19,782,000 1,009,272 X 963,172 0 46,100
VARIAN MED SYS INC COMMON 92220P105 11,541,000 200,475 X 200,475 0 0
VERITAS SOFTWARE CO COMMON 923436109 45,203,000 1,568,470 X 1,465,570 0 102,900
VERITY INC COMMON 92343C106 2,150,000 169,300 X 161,200 0 8,100
VERIZON COMMUNICATIONS COMMON 92343V104 45,359,000 1,149,775 X 904,175 0 245,600
VIACOM INC CL B 925524308 39,436,000 903,255 X 852,805 0 50,450
VISTACARE INC CL A 92839Y109 367,000 15,000 X 15,000 0 0
VITESSE SEMICONDUCTOR CO COMMON 928497106 5,539,000 1,132,650 X 919,250 0 213,400
VODAFONE GROUP PLC NEW DEPOSITORY 92857W100 18,874,000 960,495 X 828,595 0 131,900
RECEI
VORNADO RLTY TR SH BEN INT 929042109 25,265,000 579,475 X 579,475 0 0
VOTORANTIM CELULOSE E PA DEPOSITORY 92906P106 3,245,000 167,800 X 167,800 0 0
RECEI
VULCAN MATLS CO COMMON 929160109 741,000 20,000 X 20,000 0 0
W HOLDING COMPANY INC Common Stock 929251106 243,648 14,400 X 14,400 0 0
W W GRAINGER INC Common Stock 384802104 438,375 9,375 X 9,375 0 0
WACHOVIA CORP Common Stock 929903102 208,671 5,222 X 5,222 0 0
WAL-MART STORES INC Common Stock 931142103 32,289,267 601,626 X 601,626 0 0
WALGREEN CO Common Stock 931422109 7,387,985 245,448 X 245,448 0 0
WALT DISNEY PRODUCTIONS Common Stock 254687106 155,077 7,852 X 7,852 0 0
WASHINGTON MUTUAL INC Common Stock 939322103 150,415 3,642 X 3,642 0 0
WASTE CONNECTIONS INC Common Stock 941053100 606,365 17,300 X 17,300 0 0
WASTE MANAGEMENT INC Common Stock 94106L109 47,635,446 1,977,395 X 1,977,395 0 0
WATERS CORP Common Stock 941848103 13,138 451 X 451 0 0
WATSCO INC Common Stock 942622200 2,671,956 161,350 X 161,350 0 0
WATSON PHARMACEUTICALS Common Stock 942683103 31,910,951 790,462 X 790,462 0 0
WEATHERFORD INTERNATIONAL Common Stock G95089101 7,127,190 170,100 X 170,100 0 0
WEBMD CORPORATION Common Stock 94769M105 346,560 32,000 X 32,000 0 0
WEBMETHODS INC Common Stock 94768C108 500,808 61,600 X 61,600 0 0
WEBSTER FINANCIAL CORP Common Stock 947890109 10,927,980 289,100 X 289,100 0 0
WEIGHT WATCHERS INTERNAT.
INC Common Stock 948626106 438,979 9,650 X 9,650 0 0
WELL CHOICE INC Common Stock 949475107 831,552 28,400 X 28,400 0 0
WELLPOINT HEALTH NETWORKS Common Stock 94973H108 16,377,888 194,281 X 194,281 0 0
WELLS FARGO & CO Common Stock 949746101 6,153,034 122,084 X 122,084 0 0
WENDYS INTERNATIONAL INC Common Stock 950590109 1,932,009 66,690 X 66,690 0 0
WESTAR ENERGY INC Common Stock 95709T100 8,403,894 517,800 X 517,800 0 0
WESTPORT RESOURCES CORP Common Stock 961418100 4,960,638 218,050 X 218,050 0 0
WESTWOOD ONE INC Common Stock 961815107 3,377,732 99,550 X 99,550 0 0
WEYERHAEUSER CO Common Stock 962166104 13,292,478 246,157 X 246,157 0 0
WGL HOLDINGS INC Common Stock 92924F106 1,423,110 53,300 X 53,300 0 0
WHIRLPOOL CORP Common Stock 963320106 16,116 253 X 253 0 0
WHITNEY HOLDING CORP Common Stock 966612103 1,291,588 40,400 X 40,400 0 0
WHOLE FOODS MARKET INC Common Stock 966837106 1,154,979 24,300 X 24,300 0 0
WILLBROS GROUP INC Common Stock 969199108 2,897,148 278,840 X 278,840 0 0
WILLIAMS COMPANIES INC Common Stock 969457100 536,078 67,858 X 67,858 0 0
WILLIAMS SONOMA INC Common Stock 969904101 670,140 22,950 X 22,950 0 0
WINN DIXIE STORES INC Common Stock 974280109 5,638 458 X 458 0 0
WOLVERINE WORLD WIDE INC Common Stock 978097103 6,269,130 325,500 X 325,500 0 0
WORTHINGTON INDUSTRIES Common Stock 981811102 4,033 301 X 301 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
INSTR OTHER
V
WRIGHT MEDICAL GROUP Common Stock 98235T107 518,700 27,300 X 27,300 0 0
WRIGLEY (WM) JR CO Common Stock 982526105 1,686,000 29,984 X 29,984 0 0
WYETH Common Stock 983024100 5,207,003 114,314 X 114,314 0 0
WAL-MART STORES Common Stock 931142103 80,505 1,500 X 1,500 0 0
WALGREEN Common Stock 931422109 480,095 15,950 X 15,950 0 0
WALT DISNEY CO Common Stock 254687106 167,875 8,500 X 8,500 0 0
WASTE CONNECTIONS IN Common Stock 941053100 126,180 3,600 X 3,600 0 0
WATSON PHARMACEUTICA Common Stock 942683103 2,422,200 60,000 X 60,000 0 0
WEBMETHODS INC Common Stock 94768C108 99,186 12,200 X 12,200 0 0
WELL CHOICE INC Common Stock 949475107 120,048 4,100 X 4,100 0 0
WRIGHT MEDICAL GROUP INC Common Stock 98235T107 104,500 5,500 X 5,500 0 0
WALGREEN CO US Common
Stock 931422109 150,500 5,000 X 0 0 5,000
WATSON PHARMA US Common
Stock 942683103 201,850 5,000 X 0 0 5,000
WELLS FARGO & C US Common
Stock 949746101 236,880 4,700 X 0 0 4,700
WIMM-BILL-DANN US Common
Stock 97263M109 71,050 3,500 X 3,500 0 0
WACHOVIA CORP 2ND NEW COMMON 929903102 17,027,000 426,100 X 426,100 0 0
WAL MART STORES INC COMMON 931142103 76,124,000 1,418,370 X 1,336,220 0 82,150
WALGREEN CO COMMON 931422109 9,165,000 304,500 X 304,500 0 0
DISNEY WALT CO COM DISNEY 254687106 6,894,000 349,080 X 349,080 0 0
WASTE CONNECTIONS INC COMMON 941053100 20,031,000 571,500 X 543,900 0 27,600
WASTE MGMT INC DEL COMMON 94106L109 45,592,000 1,892,570 X 1,639,970 0 252,600
WATERS CORP COMMON 941848103 3,131,000 107,500 X 107,500 0 0
WEATHERFORD INTERNATIONA COMMON G95089101 2,686,000 64,100 X 64,100 0 0
WEBSENSE INC COMMON 947684106 7,030,000 448,600 X 427,200 0 21,400
WEBMETHODS INC COMMON 94768C108 13,481,000 1,662,250 X 1,581,750 0 80,500
WEBMD CORP COMMON 94769M105 12,692,000 1,167,600 X 1,167,600 0 0
WEIGHT WATCHERS INTL INC COMMON 948626106 14,373,000 315,950 X 315,950 0 0
WELLCHOICE INC COMMON 949475107 5,974,000 204,045 X 204,045 0 0
WELLPOINT HEALTH NETWORK COMMON 94973H108 55,818,000 662,131 X 624,831 0 37,300
WELLS FARGO & CO NEW COMMON 949746101 426,000 8,460 X 8,460 0 0
WENDYS INTL INC COMMON 950590109 9,591,000 331,070 X 331,070 0 0
WESCO FINL CORP COMMON 950817106 1,248,000 4,000 X 4,000 0 0
WESTAR ENERGY INC COMMON 95709T100 1,633,000 100,600 X 100,600 0 0
WESTWOOD ONE INC COMMON 961815107 5,788,000 170,586 X 170,586 0 0
WHITE ELECTR DESIGNS COR COMMON 963801105 190,000 18,000 X 18,000 0 0
WHOLE FOODS MKT INC COMMON 966837106 9,776,000 205,671 X 205,671 0 0
WILLBROS GROUP INC COMMON 969199108 520,000 50,000 X 50,000 0 0
WILLIAMS COS INC DEL COMMON 969457100 1,762,000 223,055 X 223,055 0 0
WILLIAMS SONOMA INC COMMON 969904101 22,721,000 778,105 X 778,105 0 0
WILSON GREATBATCH TECHNO COMMON 972232102 17,135,000 474,645 X 451,495 0 23,150
WIMM BILL DANN FOODS OJS DEPOSITORY
RECEI 97263M109 1,102,000 54,300 X 54,300 0 0
WRIGLEY WM JR CO COMMON 982526105 7,338,000 130,500 X 130,500 0 0
WYETH COMMON 983024100 57,837,000 1,269,755 X 1,167,355 0 102,400
XCEL ENERGY INC Common Stock 98389B100 3,905,392 259,667 X 259,667 0 0
XEROX CORP Common Stock 984121103 38,998,829 3,682,609 X 3,682,609 0 0
XILINX INC Common Stock 983919101 4,918,391 194,326 X 194,326 0 0
XL CAPITAL LTD-CLASS A Common Stock G98255105 8,942,752 107,744 X 107,744 0 0
XM SATELLITE RADIO HLDS
- WT09 +Warrant 1.0 983759119 3,991,650 5,785 X 5,785 0 0
XM SATELLITE RADIO
HOLD-CL A Common Stock 983759101 1,668,550 151,000 X 151,000 0 0
XM SATELLITE RADIO INC
UNIT SE +Warrant 1.0 98375Y114 29,068 5,285 X 5,285 0 0
XTO ENERGY INC Common Stock 98385X106 33,461,130 1,663,905 X 1,663,905 0 0
XM SATELLITE RADIO HLDGS CL A 983759101 7,782,000 708,100 X 708,100 0 0
XTO ENERGY INC COMMON 98385X106 32,363,000 1,609,311 X 1,557,045 0 52,266
XCEL ENERGY INC COMMON 98389B100 3,338,000 221,930 X 221,930 0 0
XILINX INC COMMON 983919101 10,080,000 398,420 X 332,020 0 66,400
YAHOO INC Common Stock 984332106 75,184 2,295 X 2,295 0 0
YUM BRANDS INC Common Stock 988498101 1,813,831 61,361 X 61,361 0 0
YAHOO INC COMMON 984332106 27,055,000 827,385 X 702,785 0 124,600
YELLOW CORP COMMON 985509108 11,939,000 512,640 X 486,280 0 26,360
YUM BRANDS INC COMMON 988498101 36,012,000 1,218,280 X 1,050,880 0 167,400
YUKOS CORP DEPOSITORY
RECEI 98849W108 2,415,000 43,125 X 43,125 0 0
ZALE CORP Common Stock 988858106 2,894,000 72,350 X 72,350 0 0
ZEBRA TECHNOLOGIES
CORP-CL A Common Stock 989207105 15,128,228 201,200 X 201,200 0 0
ZIMMER HOLDINGS INC Common Stock 98956P102 34,643 769 X 769 0 0
ZIONS BANCORP Common Stock 989701107 17,207 340 X 340 0 0
ZOLL MEDICAL CORP Common Stock 989922109 409,432 12,200 X 12,200 0 0
ZORAN CORP Common Stock 98975F101 2,107,337 109,700 X 109,700 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
INSTR OTHER
V
ZIMMER HOLDINGS Common Stock 98956P102 76,585 1,700 X 1,700 0 0
ZORAN CORP Common Stock 98975F101 107,576 5,600 X 5,600 0 0
ZOLL MEDICAL CORP Common Stock 989922109 77,188 2,300 X 2,300 0 0