UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: MARCH 31, 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 5/15/03
---------------------------------------- --------------------------------------- --------------------------
(Signature) (City, State) Date
Report Type (Check only one.):
[ X ] 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).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings of
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
FORM 13F FILE NUMBER NAME
28-297 Columbia Management Co. (1)
28-04157 Columbia Funds Management Company (2)
28-4161 Columbia Trust Company
28-417 Colonial Management Associates Inc. (2)
28-01823 Stein Roe & Farnham Incorporated (2)
801-41391 Liberty Wanger Asset Management, LP
028-03481 Crabbe Huson Group Inc.
28-10087 Newport Pacific Management, Inc. (2)
(1) Name changed to Columbia Management Advisors, Inc. (CMAI) as of 4/01/03.
Beginning in second quarter 2003, (6/30/03) all filings will be made under
CMAI.
(2) Beginning in second quarter 2003 (6/30/03), these companies will be
reporting under the name of CMAI. This is the last quarter these companies
will file a report.
FORM 13F SUMMARY PAGE
Section I
Report Summary:
Number of other Included Managers: 10
Form 13F Information Table Entry Total: 5,737
Form 13F Information Table Value Total: $25,636,526
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
FORM 13F FILE NUMBER NAME
1. 28-453 Fleet National Bank
(entities also included within the numbers
presented for Fleet National Bank for
purposes of this report include: BancBoston
Capital Inc., BancBoston Investments Inc.;
BancBoston Ventures Inc., FleetBoston
Robertson Stephens Inc.)
2. 28-4528 Fleet Investment Advisors, Inc.
3. 28-3494 Burr, Francis
4. 28-3692 Collidge, Francis L.
5. 28-1930 Fuller, Alfred W., Esq.
6. 28-3488 Grace, Nichols
7. 28-5798 Hammer, Curtis A.
8. 28-04918 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 25860 3000 X 0 0 3000
AAR CORP COM 000361105 80514 21300 X 10350 0 10950
AARON RENTS INC CL B COM 002535201 295510 14500 X 14500 0 0
ABBOTT LABS COM 002824100 189057647 5026792 X 4738065 0 288727
ABBOTT LABS COM 002824100 92211784 2451789 X 2252662 125 199002
ABERCROMBIE & FITCH CO COM 002896207 444684 14808 X 828 0 13980
ABGENIX INC COM 00339B107 8700 1000 X 1000 0 0
ABIOMED INC COM 003654100 1950 500 X 500 0 0
ABLE LABORATORIES INC NEW COM 00371N407 14 1 X 1 0 0
ABM INDS INC COM 000957100 432306 32900 X 32900 0 0
ABRAXAS PETE CORP COM 003830106 680 1000 X 1000 0 0
ABRAXAS PETE CORP COM 003830106 3400 5000 X 5000 0 0
ACADIA REALTY TRUST COM 004239109 6416 800 X 800 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 390 1000 X 1000 0 0
ACCREDITED HOME LENDERS HLDG CO COM 00437P107 1377061 154900 X 153700 0 1200
ACCREDO HEALTH INC COM 00437V104 8826417 362645 X 340635 0 22010
ACMAT CORP CL A 004616207 33699 4065 X 0 0 4065
ACTEL CORP COM 004934105 276372 16200 X 16200 0 0
ACTION PERFORMANCE COS INC COM 004933107 253800 12000 X 12000 0 0
ACTIVISION INC COM 004930202 3902945 270100 X 267900 0 2200
ACTIVISION INC COM 004930202 526703 36450 X 0 0 36450
ACTUANT CORP CL A COM 00508X203 103411 2942 X 0 0 2942
ACTUATE SOFTWARE COM 00508B102 40316 29025 X 29025 0 0
ACUITY BRANDS INC COM 00508Y102 373910 27800 X 27800 0 0
ACXIOM CORP 005125109 11176584 664087 X 460160 0 203927
ACXIOM CORP 005125109 1409176 83730 X 2570 0 81160
ADAPTEC INC 00651F108 475767 78900 X 71800 0 7100
ADAPTEC INC 00651F108 1508 250 X 250 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 951123 461710 X 371804 0 89906
ADC TELECOMMUNICATIONS INC COM 000886101 17098 8300 X 6900 0 1400
ADMINSTAFF INC COM 007094105 116875 18700 X 18700 0 0
ADOBE SYS INC COM 00724F101 1148356 37248 X 34112 0 3136
ADOBE SYS INC COM 00724F101 485418 15745 X 15745 0 0
ADOLOR CORPORATION COM 00724X102 1086483 109635 X 108835 0 800
ADOLOR CORPORATION COM 00724X102 27560 2781 X 2781 0 0
ADVANCE PCS COM 00790K109 147368 5200 X 5200 0 0
ADVANCED AUTO PARTS COM 00751Y106 7096369 153435 X 150900 0 2535
ADVANCED AUTO PARTS COM 00751Y106 709938 15350 X 0 0 15350
ADVANCED DIGITAL INFO CORP COM 007525108 689 100 X 100 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 240461 34900 X 0 0 34900
ADVANCED ENERGY INDS INC COM 007973100 184685 21500 X 21500 0 0
ADVANCED FIBER COMMUNICATIONS COM 00754A105 59046 3900 X 2500 0 1400
ADVANCED FIBER COMMUNICATIONS COM 00754A105 4542 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
-----------------------
ADVANCED MARKETING SVCS INC COM 00753T105 185306 16560 X 16560 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 93716 8375 X 8375 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 270049 20078 X 20078 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 22811 1696 X 1663 0 33
ADVANCED MICRO DEVICES INC COM 007903107 310335 50216 X 42528 0 7688
ADVANCED MICRO DEVICES INC COM 007903107 3708 600 X 600 0 0
ADVANCED PWR TECHNOLOGY INC COM 00761E108 3335 1090 X 1090 0 0
ADVENT SOFTWARE INC COM 007974108 48128 3955 X 3870 0 85
ADVENT SOFTWARE INC COM 007974108 1217 100 X 100 0 0
ADVO INC COM 007585102 16993416 514952 X 370552 0 144400
AEROFLEX INC COM 007768104 416921 73661 X 73661 0 0
AEROPOSTALE COM 007865108 298125 22500 X 0 0 22500
AES CORP COM 00130H105 233432 64484 X 62808 0 1676
AES CORP COM 00130H105 12732 3517 X 3517 0 0
AETNA INC COM NEW 00817Y108 30993579 628673 X 563855 0 64818
AETNA INC COM NEW 00817Y108 7112610 144272 X 138742 0 5530
AFC ENTERPRISES INC COM 00104Q107 255740 19000 X 19000 0 0
AFFILIATED COMPUTER SVCS COM 008190100 11704070 264439 X 252805 0 11634
AFFILIATED COMPUTER SVCS COM 008190100 374041 8451 X 7281 0 1170
AFFILIATED MANAGERS GROUP COM 008252108 831 20 X 20 0 0
AFFYMETRIX INC COM 00826T108 135200 5200 X 600 0 4600
AFLAC INC COM 001055102 25593944 798563 X 671581 0 126982
AFLAC INC COM 001055102 3386627 105667 X 86717 0 18950
AFTERMARKET TECHNOLOGY CORP COM 008318107 38420 3400 X 0 0 3400
AG SVCS AMER INC COM 001250109 32500 5000 X 5000 0 0
AG SVCS AMER INC COM 001250109 22549 3469 X 2000 0 1469
AGCO CORP COM 001084102 7519988 467080 X 374570 0 92510
AGCO CORP COM 001084102 789 49 X 49 0 0
AGERE SYSTEMS INC CL A COM 00845V100 37251 23282 X 12867 0 10415
AGERE SYSTEMS INC CL A COM 00845V100 45285 28303 X 28122 0 181
AGERE SYSTEMS INC CL B COM 00845V209 80415 53610 X 42109 0 11501
AGERE SYSTEMS INC CL B COM 00845V209 90630 60420 X 55783 0 4637
AGILENT TECHNOLOGIES INC COM 00846U101 2596454 197449 X 175488 0 21961
AGILENT TECHNOLOGIES INC COM 00846U101 2778371 211283 X 200346 0 10937
AGL RESOURCES INC COM 001204106 202391 8565 X 1819 0 6746
AGL RESOURCES INC COM 001204106 132612 5612 X 5212 0 400
AGREE RLTY CORP COM 008492100 19490 1000 X 1000 0 0
AIR PRODS & CHEMS INC COM 009158106 21252430 512972 X 475574 0 37398
AIR PRODS & CHEMS INC COM 009158106 12277242 296337 X 290852 0 5485
AIRBORNE INC COM 009269101 9805 500 X 500 0 0
AIRBORNE INC COM 009269101 29140 1486 X 1486 0 0
AIRGAS INC COM 009363102 135123 7300 X 0 0 7300
AIRNET SYSTEMS INC COM 009417106 2411178 1052916 X 701416 0 351500
AIRNET SYSTEMS INC COM 009417106 5496 2400 X 2400 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
AIRSPAN NETWORKS INC COM 00950H102 1700 2000 X 2000 0 0
AIRTRAN HLDGS INC COM 00949P108 21536 3200 X 0 0 3200
AIRTRAN HLDGS INC COM 00949P108 673 100 X 100 0 0
AK STEEL HOLDING CORP COM 001547108 39 12 X 12 0 0
AKAMI TECHNOLOGIES COM 00971T101 846 600 X 600 0 0
ALAMO GROUP INC COM 011311107 22037 1890 X 1890 0 0
ALBANY INTERNATIONAL CORP CL A COM 012348108 18921873 825922 X 640305 0 185617
ALBANY INTERNATIONAL CORP CL A COM 012348108 869435 37950 X 1000 0 36950
ALBANY MOLECULAR RESH INC COM 012423109 11679003 783300 X 783300 0 0
ALBANY MOLECULAR RESH INC COM 012423109 29820 2000 X 2000 0 0
ALBEMARLE CORP COM 012653101 7193842 295435 X 225620 0 69815
ALBEMARLE CORP COM 012653101 127399 5232 X 5232 0 0
ALBERTO CULVER CO CL A 013068200 47950 1000 X 1000 0 0
ALBERTO CULVER CO CL B COM 013068101 2656833 53913 X 51285 0 2628
ALBERTO CULVER CO CL B COM 013068101 788480 16000 X 200 0 15800
ALBERTSONS INC COM 013104104 1665021 88330 X 67156 0 21174
ALBERTSONS INC COM 013104104 1372902 72833 X 62602 0 10231
ALCOA INC COM 013817101 9552169 492888 X 379090 0 113798
ALCOA INC COM 013817101 3808868 196536 X 186466 0 10070
ALEXANDER & BALDWIN INC 014482103 34804 1400 X 0 0 1400
ALEXANDER & BALDWIN INC 014482103 2486 100 X 100 0 0
ALICO INC COM 016230104 19384 800 X 800 0 0
ALIGN TECHNOLOGY INC COM 016255101 6050 1000 X 1000 0 0
ALKERMES INC COM 01642T108 27301 3010 X 2560 0 450
ALKERMES INC COM 01642T108 37350 4118 X 4000 0 118
ALLEGHANY CORP DEL COM 017175100 914380 5584 X 5584 0 0
ALLEGHANY CORP DEL COM 017175100 644684 3937 X 3937 0 0
ALLEGHENY ENERGY INC COM 017361106 177594 28598 X 25748 0 2850
ALLEGHENY ENERGY INC COM 017361106 124399 20032 X 19562 0 470
ALLEGHENY TECHNOLOGIES INC COM 01741R102 29885 10305 X 8195 0 2110
ALLEGHENY TECHNOLOGIES INC COM 01741R102 15567 5368 X 4812 0 556
ALLEGIANCE TELECOM INC COM 01747T102 87 300 X 300 0 0
ALLEGIANT BANCORP INC COM 017476102 220072 13022 X 13022 0 0
ALLEN TELECOM INC COM 018091108 236925 24300 X 23000 0 1300
ALLERGAN INC COM 018490102 2844834 41707 X 29588 0 12119
ALLERGAN INC COM 018490102 2276713 33378 X 30412 0 2966
ALLETE INC COM 018522102 788859 37999 X 27310 0 10689
ALLETE INC COM 018522102 309573 14912 X 14912 0 0
ALLIANCE GAMING CORP COM NEW 01859P609 1800 120 X 120 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 80000 25000 X 25000 0 0
ALLIANT ENERGY CORP COM 018802108 59539 3705 X 2655 0 1050
ALLIANT ENERGY CORP COM 018802108 214213 13330 X 10002 0 3328
ALLIANT TECHSYSTEMS INC COM 018804104 2460534 45557 X 24070 0 21487
ALLIANT TECHSYSTEMS INC COM 018804104 501753 9290 X 9290 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 CAP CORP NEW COM 01903Q108 263736 13200 X 2300 0 10900
ALLIED CAP CORP NEW COM 01903Q108 107333 5372 X 5072 0 300
ALLIED DEFENSE GROUP INC COM 019118108 12760 800 X 800 0 0
ALLIED WASTE INDS INC COM 019589308 175149 21921 X 21429 0 492
ALLIED WASTE INDS INC COM 019589308 6392 800 X 800 0 0
ALLMERICA FINL CORP COM 019754100 129581 9236 X 4373 0 4863
ALLMERICA FINL CORP COM 019754100 26489 1888 X 1888 0 0
ALLOS THERAPEUTICS INC COM 019777101 38000 9500 X 0 0 9500
ALLSTATE CORP COM 020002101 9394175 283213 X 242769 0 40444
ALLSTATE CORP COM 020002101 2965464 89402 X 80480 0 8922
ALLTEL CORP COM 020039103 4867337 108743 X 80282 0 28461
ALLTEL CORP COM 020039103 1088116 24310 X 24262 0 48
ALPHARMA INC CL A COM 020813101 3822676 213200 X 207500 0 5700
ALTEON INC COM 02144G107 3930 1000 X 1000 0 0
ALTERA CORP 021441100 2442278 180375 X 132620 0 47755
ALTERA CORP 021441100 560583 41402 X 40952 0 450
ALTRIA GROUP INC COM 02209S103 25979215 867130 X 705787 0 161343
ALTRIA GROUP INC COM 02209S103 24989906 834109 X 670945 0 163164
AMAZON COM INC COM 023135106 548999 21091 X 1891 0 19200
AMAZON COM INC COM 023135106 140015 5379 X 5379 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 4070447 80571 X 57686 0 22885
AMBAC FINANCIAL GROUP INC COM 023139108 227694 4507 X 4022 0 485
AMCOL INTL CORP COM 02341W103 2840 500 X 500 0 0
AMDOCS LTD COM G02602103 111685 8410 X 1240 0 7170
AMDOCS LTD COM G02602103 823891 62040 X 970 0 61070
AMER INTERNATIONAL GROUP INC COM 026874107 406090372 8212141 X 7723776 0 488365
AMER INTERNATIONAL GROUP INC COM 026874107 134338540 2716654 X 2514594 991 201069
AMERADA HESS CORP COM 023551104 1332846 30114 X 25141 0 4973
AMERADA HESS CORP COM 023551104 258080 5831 X 5831 0 0
AMEREN CORP COM 023608102 1281894 32827 X 26519 0 6308
AMEREN CORP COM 023608102 805133 20618 X 20618 0 0
AMERICA FIRST APARTMENT INV COM 02363X104 2125 250 X 0 0 250
AMERICAN AXLE & MFG HLDGS INC COM 024061103 34926 1660 X 1660 0 0
AMERICAN AXLE & MFG HLDGS INC COM 024061103 7048 335 X 0 0 335
AMERICAN CAP STRATEGIES LTD COM 024937104 120960 5400 X 5400 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 246400 11000 X 1000 0 10000
AMERICAN CMNTY PPTYS TR COM 02520N106 1590 300 X 300 0 0
AMERICAN EAGLE OUTFITTERS INC NEW CO 02553E106 5745967 395755 X 316255 0 79500
AMERICAN EAGLE OUTFITTERS INC NEW CO 02553E106 245371 16900 X 0 0 16900
AMERICAN ELEC PWR INC 025537101 10295867 450585 X 373883 0 76702
AMERICAN ELEC PWR INC 025537101 3402891 148923 X 138654 0 10269
AMERICAN EXPRESS CO COM 025816109 35803863 1077456 X 917715 0 159741
AMERICAN EXPRESS CO COM 025816109 20527666 617745 X 522930 600 94215
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 FINL GROUP INC COM 025932104 98575 4966 X 3966 0 1000
AMERICAN GREETINGS CORP CL A 026375105 162833 12430 X 8910 0 3520
AMERICAN HEALTHWAYS INC COM 02649V104 3583400 188600 X 173200 0 15400
AMERICAN INDEPENDENCE CORP COM 026760405 1333 166 X 0 0 166
AMERICAN ITALIAN PASTA CL A COM 027070101 2344150 54200 X 48500 0 5700
AMERICAN MED SEC GROUP INC COM 02744P101 476640 36000 X 24511 0 11489
AMERICAN MED SYS HLDGS INC COM 02744M108 3222711 223025 X 216500 0 6525
AMERICAN MED SYS HLDGS INC COM 02744M108 668313 46250 X 0 0 46250
AMERICAN MEDICAL ALERT CORP COM 027904101 5760 3000 X 3000 0 0
AMERICAN MGMT SYS INC 027352103 624053 51660 X 39360 0 12300
AMERICAN MGMT SYS INC 027352103 54783 4535 X 0 0 4535
AMERICAN NATL INS CO 028591105 38965 500 X 0 0 500
AMERICAN NATL INS CO 028591105 23379 300 X 300 0 0
AMERICAN POWER CONVERSION CORP COM 029066107 2038883 143180 X 121445 0 21735
AMERICAN POWER CONVERSION CORP COM 029066107 659340 46302 X 44622 0 1680
AMERICAN RLTY INVS INC COM 029174109 6108 735 X 735 0 0
AMERICAN SPECTRUM REALTY INC COM 02970Q104 1625 500 X 500 0 0
AMERICAN STD COS INC DEL COM 029712106 3984465 57939 X 37539 0 20400
AMERICAN STD COS INC DEL COM 029712106 159271 2316 X 2316 0 0
AMERICAN STS WTR CO COM 029899101 5432470 227300 X 162050 0 65250
AMERICAN SUPERCONDUCTOR CORP 030111108 9709 2697 X 2697 0 0
AMERICAN TOWER CORP CL A 029912201 6831276 1237550 X 1227550 0 10000
AMERICAN TOWER CORP CL A 029912201 1982508 359150 X 275150 0 84000
AMERICREDIT CORP COM 03060R101 32357 9805 X 4805 0 5000
AMERIGROUP CORP COM 03073T102 634211 21675 X 13700 0 7975
AMERIPATH INC COM 03071D109 435420 20500 X 20500 0 0
AMERISERV FINL INC COM 03074A102 2982 852 X 852 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1829835 34854 X 20799 0 14055
AMERISOURCEBERGEN CORP COM 03073E105 88935 1694 X 1104 0 590
AMERON INTERNATIONAL INC COM 030710107 83720 1400 X 1400 0 0
AMERUS GROUP CO COM 03072M108 9190328 374504 X 219007 0 155497
AMERUS GROUP CO COM 03072M108 19632 800 X 800 0 0
AMETEK INC COM 031100100 299335 9068 X 3368 0 5700
AMETEK INC COM 031100100 425829 12900 X 2400 0 10500
AMGEN INC 031162100 45946078 798368 X 635686 0 162682
AMGEN INC 031162100 21537800 374245 X 311215 75 62955
AMKOR TECHNOLOGY INC COM 031652100 22231 4300 X 3200 0 1100
AMPCO-PITTSBURGH CORP 032037103 1298 100 X 100 0 0
AMPCO-PITTSBURGH CORP 032037103 1298 100 X 100 0 0
AMPHENOL CORP NEW CL A COM 032095101 1360765 33393 X 28800 0 4593
AMPHENOL CORP NEW CL A COM 032095101 2772793 68044 X 1454 0 66590
AMR CORP DEL COM 001765106 12932 6158 X 6058 0 100
AMR CORP DEL COM 001765106 3150 1500 X 1500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
AMSOUTH BANCORPORATION COM 032165102 895514 45046 X 42789 0 2257
AMSOUTH BANCORPORATION COM 032165102 500399 25171 X 20671 0 4500
AMSURG CORP COM 03232P405 972720 38600 X 13800 0 24800
ANADARKO PETROLEUM CORP COM 032511107 25461300 559589 X 502968 0 56621
ANADARKO PETROLEUM CORP COM 032511107 9610738 211225 X 195092 0 16133
ANADIGICS INC COM 032515108 2246034 1059450 X 728150 0 331300
ANADIGICS INC COM 032515108 4745 2238 X 2238 0 0
ANALOG DEVICES INC COM 032654105 62152283 2260083 X 2150766 0 109317
ANALOG DEVICES INC COM 032654105 10556480 383872 X 339415 1217 43240
ANALOGIC CORP COM 032657207 11655968 255776 X 187876 0 67900
ANALYSTS INTL CORP COM 032681108 1892896 1270400 X 871700 0 398700
ANAREN, INC. COM 032744104 4325 500 X 500 0 0
ANCHOR BANCORP WI INC COM 032839102 359980 16400 X 16400 0 0
ANDERSEN GROUP INC COM 033501107 34708 8677 X 8677 0 0
ANDREW CORP COM 034425108 565989 102907 X 92658 0 10249
ANDREW CORP COM 034425108 113586 20652 X 2162 0 18490
ANDRX GROUP COM 034553107 658570 55811 X 51550 0 4261
ANDRX GROUP COM 034553107 502739 42605 X 30 0 42575
ANGELICA CORP COM 034663104 98890 5800 X 5800 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 125225689 2686670 X 2529582 0 157088
ANHEUSER-BUSCH COMPANIES INC COM 035229103 32671932 700964 X 583660 50 117254
ANIXTER INTL INC COM 035290105 625012 27570 X 27570 0 0
ANIXTER INTL INC COM 035290105 6461 285 X 0 0 285
ANNTAYLOR STORES CORP 036115103 643616 31350 X 30350 0 1000
ANSYS INC COM 03662Q105 378171 15790 X 9800 0 5990
ANTEON INTERNATIONAL CORP COM 03674E108 107760 4800 X 0 0 4800
ANTHEM INC COM 03674B104 4367134 65919 X 45179 0 20740
ANTHEM INC COM 03674B104 517015 7804 X 2418 0 5386
ANTHRACITE CAPITAL INC COM 037023108 34320 3000 X 3000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 2612 200 X 200 0 0
AOL TIME WARNER INC COM 00184A105 18299078 1684998 X 1440588 0 244410
AOL TIME WARNER INC COM 00184A105 5312690 489198 X 403196 0 86002
AON CORP 037389103 2198780 106324 X 75556 0 30768
AON CORP 037389103 992930 48014 X 47339 0 675
APAC TELESERVICES INC COM 00185E106 1377233 593635 X 442645 0 150990
APACHE CORP COM 037411105 37590195 579854 X 523809 0 56045
APACHE CORP COM 037411105 4019404 62002 X 45849 0 16153
APOGEE ENTERPRISES INC COM 037598109 152089 18500 X 13700 0 4800
APOGEE TECHNOLOGY INC COM 03760F100 8100 1000 X 1000 0 0
APOGENT TECHNOLOGIES INC COM 03760A101 2574274 176562 X 1300 0 175262
APOGENT TECHNOLOGIES INC COM 03760A101 252278 17303 X 3003 0 14300
APOLLO GROUP INC CL A COM 037604105 7619031 152686 X 137609 0 15077
APOLLO GROUP INC CL A COM 037604105 458132 9181 X 8546 0 635
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
APPLE COMPUTER INC COM 037833100 830301 58720 X 41424 0 17296
APPLE COMPUTER INC COM 037833100 101101 7150 X 6950 0 200
APPLEBEES INTL INC 037899101 17089006 609451 X 468126 0 141325
APPLEBEES INTL INC 037899101 553089 19725 X 0 0 19725
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 3463113 218769 X 110859 0 107910
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 883536 55814 X 42070 0 13744
APPLERA CORP-CELERA GENOMICS GROUP 038020202 120421 13970 X 13920 0 50
APPLERA CORP-CELERA GENOMICS GROUP 038020202 74063 8592 X 8532 0 60
APPLICA INC COM 03815A106 79707 16300 X 16300 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 14300 26000 X 26000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 553115 1005663 X 1000663 0 5000
APPLIED FILMS CORP COM 038197109 3573774 221300 X 219600 0 1700
APPLIED FILMS CORP COM 038197109 161 10 X 10 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 212217 12700 X 12700 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 33420 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 12253411 974039 X 715292 0 258747
APPLIED MATERIALS INC COM 038222105 3531835 280750 X 252090 150 28510
APPLIED MICRO CIRCUITS CORP COM 03822W109 130257 39956 X 39156 0 800
APPLIED MICRO CIRCUITS CORP COM 03822W109 1630 500 X 500 0 0
APTARGROUP INC COM 038336103 1125780 34800 X 11000 0 23800
APTARGROUP INC COM 038336103 386583 11950 X 1450 0 10500
AQUILA INC DEL COM 03840P102 6240 3000 X 3000 0 0
AQUILA INC DEL COM 03840P102 11486 5522 X 5522 0 0
ARBITRON INC COM 03875Q108 2732540 86200 X 82100 0 4100
ARBITRON INC COM 03875Q108 98904 3120 X 3120 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 621267 18300 X 11300 0 7000
ARCH CHEMICALS INC COM 03937R102 280500 15000 X 15000 0 0
ARCH CHEMICALS INC COM 03937R102 15222 814 X 814 0 0
ARCH COAL INC COM 039380100 296955 15621 X 171 0 15450
ARCHER DANIELS MIDLAND CO 039483102 7625092 706027 X 577245 0 128782
ARCHER DANIELS MIDLAND CO 039483102 1102000 102037 X 97388 0 4649
ARCTIC CAT INC COM 039670104 231028 14800 X 14800 0 0
ARGONAUT GROUP INC 040157109 54122 6330 X 5116 0 1214
ARGOSY GAMING CORP COM 040228108 387612 19400 X 19400 0 0
ARIBA INC COM 04033V104 14241 5050 X 4050 0 1000
ARIBA INC COM 04033V104 282 100 X 100 0 0
ARK RESTAURANTS CORP COM 040712101 13840 2000 X 2000 0 0
ARKANSAS BEST CORP DEL COM 040790107 10780622 424100 X 289900 0 134200
ARMOR HLDGS INC COM 042260109 10545050 1054505 X 784015 0 270490
ARMOR HLDGS INC COM 042260109 24000 2400 X 2400 0 0
ARQULE INC COM 04269E107 34945 14500 X 14500 0 0
ARRIS GROUP INC COM 04269Q100 740 200 X 200 0 0
ARROW ELECTRONICS INC 042735100 719565 48950 X 13550 0 35400
ARROW ELECTRONICS INC 042735100 288855 19650 X 3050 0 16600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ARROW FINL CORP COM 042744102 102424 3575 X 3575 0 0
ARROW FINL CORP COM 042744102 298504 10419 X 10419 0 0
ARROW INTL INC COM 042764100 813400 20000 X 0 0 20000
ART TECHNOLOGY GROUP INC COM 04289L107 1418 1750 X 1750 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 79670 25700 X 25700 0 0
ARTHROCARE CORP COM 043136100 174580 14000 X 14000 0 0
ARTISAN COMPONENTS INC COM 042923102 24242 1500 X 0 0 1500
ARVINMERITOR INC COM 043353101 63249 4521 X 1221 0 3300
ARVINMERITOR INC COM 043353101 60815 4347 X 4212 0 135
ASCENTIAL SOFTWARE CORP COM 04362P108 182535 65191 X 18991 0 46200
ASHLAND INC COM 044204105 661522 22296 X 7833 0 14463
ASHLAND INC COM 044204105 43615 1470 X 1470 0 0
ASHWORTH INC COM 04516H101 55245 8700 X 8700 0 0
ASPECT MED SYS INC COM 045235108 21627 5909 X 5909 0 0
ASSOCIATED BANC CORP COM 045487105 42029 1300 X 1300 0 0
ASSOCIATED BANC CORP COM 045487105 9699 300 X 300 0 0
ASTEC INDS INC 046224101 76692 13200 X 13200 0 0
ASTORIA FINL CORP COM 046265104 43440 1870 X 1870 0 0
ASTRO MED INC NEW 04638F108 32100 10000 X 0 0 10000
ASTRONICS CORP COM 046433108 249557 68185 X 68185 0 0
ASTROPOWER INC COM 04644A101 61028 14600 X 14600 0 0
ASTROPOWER INC COM 04644A101 5957 1425 X 1425 0 0
ASYST TECHNOLOGY CORP COM 04648X107 2409190 444500 X 281800 0 162700
AT & T CORP NEW COM 001957505 14175405 875025 X 781260 0 93765
AT & T CORP NEW COM 001957505 9746341 601626 X 535283 210 66133
AT & T WIRELESS SVCS INC COM 00209A106 6870956 1041054 X 996075 0 44979
AT & T WIRELESS SVCS INC COM 00209A106 6831000 1035000 X 709211 0 325789
ATLANTIC AMERICAN CORP COM 048209100 801 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 214245 34500 X 34500 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 621 100 X 100 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC COM 049164106 160 200 X 200 0 0
ATMEL CORP COM 049513104 751680 469800 X 465900 0 3900
ATMI INC COM 00207R101 2101748 109125 X 108425 0 700
ATMI INC COM 00207R101 19260 1000 X 1000 0 0
ATMOS ENERGY CORP COM 049560105 2966833 139550 X 96927 0 42623
ATMOS ENERGY CORP COM 049560105 32719 1539 X 1539 0 0
ATRIX LABS INC COM 04962L101 2007745 142900 X 141800 0 1100
ATS MED INC COM 002083103 21840 12000 X 12000 0 0
ATWOOD OCEANICS INC COM 050095108 8298912 328800 X 224900 0 103900
AUDIOVOX CORP COM 050757103 112761 15300 X 15300 0 0
AURORA FOODS INC COM 05164B106 43 112 X 112 0 0
AUSPEX SYS INC COM 052116100 318 2000 X 2000 0 0
AUTHENTIDATE HLDG CORP COM 052666104 4234 2352 X 2352 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
-----------------------
AUTODESK INC COM 052769106 4947658 324224 X 319948 0 4276
AUTODESK INC COM 052769106 12208 800 X 800 0 0
AUTOIMMUNE INC COM 052776101 70 100 X 100 0 0
AUTOLIV INC COM 052800109 43934 2200 X 1300 0 900
AUTOLIV INC COM 052800109 808905 40506 X 1506 0 39000
AUTOMATIC DATA PROCESSING INC 053015103 214351513 6961725 X 6509635 0 452090
AUTOMATIC DATA PROCESSING INC 053015103 112864594 3665625 X 3487568 6592 171465
AUTONATION INC COM 05329W102 527085 41340 X 39140 0 2200
AUTOZONE INC COM 053332102 2081226 30290 X 14852 0 15438
AUTOZONE INC COM 053332102 183456 2670 X 2670 0 0
AVANEX CORP COM 05348W109 3120 4000 X 4000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 2120 2000 X 2000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 10600 10000 X 10000 0 0
AVAYA INC COM 053499109 155311 76133 X 40734 0 35399
AVAYA INC COM 053499109 43454 21301 X 20192 0 1109
AVERY DENNISON CORP COM 053611109 26005947 443258 X 415220 0 28038
AVERY DENNISON CORP COM 053611109 4872015 83041 X 80941 0 2100
AVICI SYSTEMS INC NEW COM 05367L802 35438 10125 X 10125 0 0
AVICI SYSTEMS INC NEW COM 05367L802 1138 325 X 325 0 0
AVID TECHNOLOGY INC COM 05367P100 394982 17800 X 17800 0 0
AVIGEN INC COM 053690103 32955 11286 X 11286 0 0
AVISTA CORP COM 05379B107 339939 32100 X 32100 0 0
AVISTA CORP COM 05379B107 21180 2000 X 2000 0 0
AVNET INC COM 053807103 8227712 785087 X 750933 0 34154
AVNET INC COM 053807103 75875 7240 X 6840 0 400
AVOCENT CORP COM 053893103 121368 5200 X 3650 0 1550
AVOCENT CORP COM 053893103 11670 500 X 500 0 0
AVON PRODS INC COM 054303102 4209320 73783 X 49600 0 24183
AVON PRODS INC COM 054303102 878855 15405 X 15320 0 85
AVX CORP NEW COM 002444107 598860 66540 X 66540 0 0
AVX CORP NEW COM 002444107 9000 1000 X 1000 0 0
AWARE INC MASSACHUSETTS COM 05453N100 9100 5000 X 0 0 5000
AXCELIS TECHNOLOGIES INC COM 054540109 321210 67909 X 67909 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 23390 4945 X 4788 0 157
AXEDA SYSTEMS INC COM 054959101 400 1000 X 1000 0 0
AZTAR CORP COM 054802103 374697 27900 X 24200 0 3700
ACTIVE IQ TECHNOLOGIES 00505Q102 7463 49751 X 49751 0 -
AFLAC INC 001055102 461520 14400 X 14400 0 X
AGCO CORP 001084102 85330 5300 X 5300 0 X
AIRSPAN 00950H102 199750 235000 X 235000 0 -
AMR CORP 001765106 19320 9200 X 9200 0 X
AOL TIME WARNER 00184A105 1159305 106750 X 106750 0 X
AT&T CORP 001957505 1265220 78100 X 78100 0 X
ATMI INC 00207R101 61632 3200 X 3200 0 X
AT & T WIRELESS SERVICES 00209A106 772695 117075 X 117075 0 X
AVX CORP 002444107 66600 7400 X 7400 0 X
ABBOTT LABS 002824100 1132061 30100 X 30100 0 X
ACCREDO HAELTH INC 00437V104 304238 12500 X 12500 0 X
ACTIVISION INC 004930202 167620 11600 X 11600 0 X
ACXIOM CORP 005125109 90882 5400 X 5400 0 X
ADOLOR CORP 00724X102 60451 6100 X 6100 0 X
ADVANCE AUTO PARTS 00751Y106 277500 6000 X 6000 0 X
ADVANCED POWER TECHNOLOGY 00761E108 4284 1400 X 1400 0 X
AETNA INC 00817Y108 3628480 73600 X 73600 0 X
AFFILIATED COMPUTER SVCS INC-A 008190100 185892 4200 X 4200 0 X
AIR PRODUCTS & CHEMICALS INC 009158106 120147 2900 X 2900 0 X
AKZO NOBEL N.V. ADR 010199305 940345 46900 X 46900 0 X
ALAMO GROUP INC 011311107 25652 2200 X 2200 0 X
ALBERTO CULVER CO CL B CONV 013068101 889504 18050 X 18050 0 X
ALEXANDRIA R E EQUITIES INC 015271109 153483 3650 X 3650 0 X
ALLEN TELECOM INC 018091108 72150 7400 X 7400 0 X
ALLETE INC 018522102 64356 3100 X 3100 0 X
ALLIANT TECHSYSTEMS INC 018804104 54010 1000 X 1000 0 X
AMBAC FINANCIAL GROUP INC 023139108 772956 15300 X 15300 0 X
AMCOL INTERNATIONAL CORP 02341W103 14200 2500 X 2500 0 X
AMERADA HESS CORP 023551104 150484 3400 X 3400 0 X
AMERICAN AXLE & MANUFACTURING 024061103 67328 3200 X 3200 0 X
AMERICAN ELECTRIC POWER CO INC 025537101 948275 41500 X 41500 0 X
AMERICAN GREETINGS CL A 026375105 64190 4900 X 4900 0 X
AMERICAN HEALTHWAYS INC 02649V104 136800 7200 X 7200 0 X
AMER INTERNATIONAL GROUP INC 026874107 3481280 70400 X 70400 0 X
AMERICAN ITALIAN PASTA CO A 027070101 64875 1500 X 1500 0 X
AMERICAN MANAGEMENT SYSTEMS 027352103 115968 9600 X 9600 0 X
AMERICAN MEDICAL SYSTEMS 02744M108 106930 7400 X 7400 0 X
AMERICAN POWER CONVERSION 029066107 88288 6200 X 6200 0 X
AMERUS GROUP CO 03072M108 49080 2000 X 2000 0 X
AMERISOURCEBERGEN CORP 03073E105 215250 4100 X 4100 0 X
AMGEN INC 031162100 2958070 51400 X 51400 0 X
AMPHENOL CORP CL A 032095101 138550 3400 X 3400 0 X
ANADARKO PETROLEUM 032511107 1019200 22400 X 22400 0 X
ANALOGIC CORP 032657207 31900 700 X 700 0 X
ANDREW CORP 034425108 78100 14200 X 14200 0 X
ANDRX GROUP 034553107 94480 8000 X 8000 0 X
ANHEUSER BUSCH INC 035229103 435804 9350 X 9350 0 X
ANIXTER INTERNATIONAL INC 035290105 108816 4800 X 4800 0 X
ANTHEM INC 03674B104 791688 11950 X 11950 0 X
APACHE CORP 037411105 152343 2468 X 2468 0 X
APARTMENT INVT & MGMT CO-A 03748R101 100320 2750 X 2750 0 X
APOLLO GROUP INC CL A 037604105 29940 600 X 600 0 X
APPLEBEES INTERNATIONAL INC 037899101 199084 7100 X 7100 0 X
APPLIED FILMS CORP 038197109 171179 10600 X 10600 0 X
APTARGROUP INC 038336103 109990 3400 X 3400 0 X
ARBITRON INC 03875Q108 79250 2500 X 2500 0 X
ARCHER DANIELS MIDLAND CO 039483102 935280 86600 X 86600 0 X
ARCHSTONE-SMITH TRUST 039583109 85644 3900 X 3900 0 X
ARMOR HOLDINGS INC 042260109 48000 4800 X 4800 0 X
ARROW ELECTRONICS INC 042735100 74970 5100 X 5100 0 X
ATLANTIC COAST AIRLINES HLDG 048396105 44091 7100 X 7100 0 X
ATRIX LABORATIORIES INC 04962L101 75870 5400 X 5400 0 X
AVALON BAY COMMUNITIES INC 053484101 105165 2850 X 2850 0 X
AVON PRODUCTS INC 054303102 205380 3600 X 3600 0 X
B J SERVICES CO COM 055482103 9723257 282735 X 259650 0 23085
B J SERVICES CO COM 055482103 240145 6983 X 1633 0 5350
BACK YARD BURGERS INC COM 05635W101 5460 1200 X 1200 0 0
BAIRNCO CORP COM 057097107 255 50 X 50 0 0
BAIRNCO CORP COM 057097107 510 100 X 0 0 100
BAKER HUGHES INC COM 057224107 131631033 4397963 X 4155834 0 242129
BAKER HUGHES INC COM 057224107 17060878 570026 X 515648 275 54103
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BALDOR ELECTRIC CO COM 057741100 490060 22900 X 22900 0 0
BALDOR ELECTRIC CO COM 057741100 8560 400 X 400 0 0
BALL CORP COM 058498106 5161051 92658 X 54470 0 38188
BALL CORP COM 058498106 200520 3600 X 3600 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 142822 28170 X 28170 0 0
BANCFIRST CORP COM 05945F103 16762 380 X 380 0 0
BANCORP RHODE ISLAND INC COM 059690107 115440 5200 X 5200 0 0
BANCORP RHODE ISLAND INC COM 059690107 266400 12000 X 12000 0 0
BANCORPSOUTH INC COM 059692103 51520 2800 X 2800 0 0
BANDAG INC CL A 059815308 30140 1000 X 0 0 1000
BANK GRANITE CORP COM 062401104 48302 2908 X 2908 0 0
BANK NEW YORK INC 064057102 57437700 2801839 X 2687479 0 114360
BANK NEW YORK INC 064057102 16746225 816889 X 739879 225 76785
BANK OF AMERICA CORP COM 060505104 219770388 3288007 X 3020414 0 267593
BANK OF AMERICA CORP COM 060505104 41672000 623459 X 558148 125 65186
BANK OF HAWAII CORP COM 062540109 163425 5306 X 2506 0 2800
BANK OF HAWAII CORP COM 062540109 3080 100 X 0 0 100
BANK ONE CORP NEW COM 06423A103 37001579 1068792 X 995007 0 73785
BANK ONE CORP NEW COM 06423A103 6232639 180030 X 148936 727 30367
BANKATLANTIC BANCORP INC A COM 065908501 2937 300 X 300 0 0
BANKNORTH GROUP INC COM NEW 06646R107 3052484 139958 X 130188 0 9770
BANKNORTH GROUP INC COM NEW 06646R107 1261098 57822 X 55620 0 2202
BANKUNITED FINL CORP CL A COM 06652B103 294755 16700 X 16700 0 0
BANTA CORP COM 066821109 314552 10670 X 1470 0 9200
BANTA CORP COM 066821109 412720 14000 X 0 0 14000
BAR HARBOR BANKSHARES COM 066849100 51606 2745 X 2645 0 100
BAR HARBOR BANKSHARES COM 066849100 7520 400 X 400 0 0
BARD C R INC 067383109 1619570 25683 X 10220 0 15463
BARD C R INC 067383109 1544970 24500 X 24500 0 0
BARNES & NOBLE INC COM 067774109 3929221 206910 X 179710 0 27200
BARNES & NOBLE INC COM 067774109 33536 1766 X 1766 0 0
BARNES GROUP INC 067806109 7779897 367670 X 360824 0 6846
BARNES GROUP INC 067806109 46307919 2188465 X 122211 0 2066254
BARR LABS INC COM 068306109 6853623 120239 X 108562 0 11677
BARR LABS INC COM 068306109 109440 1920 X 960 0 960
BARRA INC COM 068313105 385970 13000 X 13000 0 0
BASSETT FURNITURE INDS INC COM 070203104 4410042 420004 X 275004 0 145000
BAUSCH & LOMB COM 071707103 2388242 72613 X 66122 0 6491
BAUSCH & LOMB COM 071707103 69299 2107 X 2107 0 0
BAXTER INTERNATIONAL COM 071813109 55105096 2956282 X 2786511 0 169771
BAXTER INTERNATIONAL COM 071813109 10078928 540715 X 501062 200 39453
BAY VIEW CAP CORP DEL COM 07262L101 328450 60266 X 54466 0 5800
BB & T CORP COM 054937107 1854213 58995 X 57011 0 1984
BB & T CORP COM 054937107 473744 15073 X 15073 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
-----------------------
BE AEROSPACE INC COM 073302101 44650 23500 X 15200 0 8300
BE AEROSPACE INC COM 073302101 5700 3000 X 3000 0 0
BEA SYS INC COM 073325102 2173438 214343 X 164443 0 49900
BEA SYS INC COM 073325102 360274 35530 X 30 0 35500
BEAR STEARNS COM 073902108 2049016 31235 X 26866 0 4369
BEAR STEARNS COM 073902108 202048 3080 X 3080 0 0
BEARINGPOINT INC COM 074002106 374868 58849 X 11549 0 47300
BEARINGPOINT INC COM 074002106 10651 1672 X 1672 0 0
BEASLEY BROADCAST GROUP INC CL A COM 074014101 40782 4200 X 4200 0 0
BEAZER HOMES USA INC COM 07556Q105 4340178 73800 X 70500 0 3300
BECKMAN COULTER INC COM 075811109 5305413 155904 X 149004 0 6900
BECKMAN COULTER INC COM 075811109 165250 4856 X 4856 0 0
BECTON DICKINSON & CO COM 075887109 12321392 357764 X 254685 0 103079
BECTON DICKINSON & CO COM 075887109 5132283 149021 X 143796 0 5225
BED BATH & BEYOND INC COM 075896100 31705337 917931 X 896618 0 21313
BED BATH & BEYOND INC COM 075896100 2049500 59337 X 41212 0 18125
BEI TECHNOLOGIES COM 05538P104 95060 9800 X 9800 0 0
BEL FUSE INC CL A COM 077347201 17770 1000 X 0 0 1000
BEL FUSE INC CL B COM 077347300 176880 8800 X 7300 0 1500
BELDEN INC COM 077459105 179525 16700 X 16700 0 0
BELL MICROPRODUCTS INC COM 078137106 67452 13200 X 13200 0 0
BELL SOUTH CORP COM 079860102 75001474 3461074 X 3256255 0 204819
BELL SOUTH CORP COM 079860102 48138930 2221455 X 2141245 0 80210
BELO CORPORATION CL A COM 080555105 18350779 905764 X 897764 0 8000
BELO CORPORATION CL A COM 080555105 76982874 3799747 X 2484650 0 1315097
BEMIS CO COM 081437105 25535383 607118 X 605060 0 2058
BEMIS CO COM 081437105 4191658 99659 X 40689 0 58970
BENCHMARK ELECTRONICS INC COM 08160H101 18309452 646292 X 445167 0 201125
BERKLEY W R CORP COM 084423102 34280 800 X 0 0 800
BERKLEY W R CORP COM 084423102 64275 1500 X 1500 0 0
BERKSHIRE BANCORP INC COM 084597103 3872 120 X 120 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 5550600 87 X 66 0 21
BERKSHIRE HATHAWAY INC CL A COM 084670108 17034600 267 X 264 0 3
BERKSHIRE HATHAWAY INC CL B COM 084670207 23915167 11191 X 10569 0 622
BERKSHIRE HATHAWAY INC CL B COM 084670207 25359779 11867 X 11399 0 468
BERRY PETE CO CL A COM 085789105 51000 3400 X 0 0 3400
BEST BUY INC COM 086516101 4855193 180022 X 153549 0 26473
BEST BUY INC COM 086516101 522004 19355 X 2855 0 16500
BEVERLY ENTERPRISES INC COM NEW 087851309 2984146 1477300 X 956200 0 521100
BIG LOTS INC COM 089302103 199429 17727 X 13540 0 4187
BIO RAD LABS INC CL A 090572207 153725 4300 X 3000 0 1300
BIO-TECHNOLOGY GENERAL COM 090578105 114253 42316 X 42316 0 0
BIOGEN INC 090597105 1720962 57442 X 22742 0 34700
BIOGEN INC 090597105 265565 8864 X 8864 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
-----------------------
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 45100 5500 X 5500 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7665393 675365 X 519775 0 155590
BIOMET INC COM 090613100 12180463 397405 X 371133 0 26272
BIOMET INC COM 090613100 815780 26616 X 25093 0 1523
BIOPURE CORP COM 09065H105 27996 8382 X 7382 0 1000
BIOPURE CORP COM 09065H105 6680 2000 X 2000 0 0
BIOSITE INCORPORATED COM 090945106 426351 11100 X 9900 0 1200
BIOSPHERE MEDICAL INC COM 09066V103 61100 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 4700 1000 X 1000 0 0
BIOTIME INC COM 09066L105 3464 2235 X 2235 0 0
BIOVAIL CORP COM 09067J109 10086632 252988 X 251973 0 1015
BIOVAIL CORP COM 09067J109 140342 3520 X 1820 0 1700
BISYS GROUP INC COM 055472104 1275245 78140 X 69120 0 9020
BISYS GROUP INC COM 055472104 1026202 62880 X 880 0 62000
BJS WHOLESALE CLUB INC COM 05548J106 2188528 193675 X 181775 0 11900
BJS WHOLESALE CLUB INC COM 05548J106 58760 5200 X 3200 0 2000
BKF CAP GROUP INC COM 05548G102 38399 2363 X 2363 0 0
BLACK & DECKER CORP 091797100 4275161 122638 X 81161 0 41477
BLACK & DECKER CORP 091797100 615872 17667 X 14474 200 2993
BLACK BOX CORP DEL COM 091826107 423709 14300 X 14300 0 0
BLACK HILLS CORP COM 092113109 122331 4450 X 4450 0 0
BLAIR CORP COM 092828102 20454 870 X 870 0 0
BLAIR CORP COM 092828102 2351 100 X 100 0 0
BLOCK H & R INC COM 093671105 6935460 162461 X 148788 0 13673
BLOCK H & R INC COM 093671105 2556106 59876 X 59876 0 0
BLOCKBUSTER INC COM CL A 093679108 22829 1335 X 1335 0 0
BLUE RHINO CORP COM 095811105 44924 4400 X 0 0 4400
BLUE RHINO CORP COM 095811105 102100 10000 X 0 0 10000
BLYTH INC COM 09643P108 109400 4302 X 4302 0 0
BMC SOFTWARE INC COM 055921100 17349305 1149722 X 1092748 0 56974
BMC SOFTWARE INC COM 055921100 205179 13597 X 13597 0 0
BOB EVANS FARMS INC COM 096761101 96360 4000 X 0 0 4000
BOEING CO COM 097023105 12921362 515617 X 385255 0 130362
BOEING CO COM 097023105 6158445 245748 X 238416 400 6932
BOISE CASCADE CO 097383103 800016 36614 X 25323 0 11291
BOISE CASCADE CO 097383103 7276 333 X 333 0 0
BOK FINL CORP COM NEW 05561Q201 107288 3284 X 0 0 3284
BONE CARE INTERNATIONAL INC COM 098072101 711 100 X 100 0 0
BORDERS GROUP INC COM 099709107 640185 43550 X 43550 0 0
BORDERS GROUP INC COM 099709107 7041 479 X 59 0 420
BORG WARNER INC COM 099724106 90896 1900 X 800 0 1100
BORLAND SOFTWARE CORP COM 099849101 3297740 358450 X 355600 0 2850
BOSTON BEER INC CL A COM 100557107 876751 69805 X 50 0 69755
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
BOSTON COMMUNICATION GROUP INC COM 100582105 189486 12100 X 12100 0 0
BOSTON LIFE SCIENCES INC COM 100843408 15000 15000 X 15000 0 0
BOSTON LIFE SCIENCES INC COM 100843408 23000 23000 X 23000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 1814648 121300 X 120400 0 900
BOSTON SCIENTIFIC CORP COM 101137107 26022285 638427 X 568942 0 69485
BOSTON SCIENTIFIC CORP COM 101137107 855063 20978 X 17638 600 2740
BOTTOMLINE TECHNOLOGIES COM 101388106 2750 500 X 500 0 0
BOWATER INC COM 102183100 45001987 1211359 X 1117970 0 93389
BOWATER INC COM 102183100 2485372 66901 X 65051 100 1750
BOWNE & CO INC DEL COM 103043105 313000 31300 X 29500 0 1800
BOYKIN LODGING CO COM 103430104 11372 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 44850 3000 X 3000 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 15249 1020 X 820 0 200
BRADY CORPORATION COM CLASS A 104674106 438340 15500 X 15500 0 0
BRIGGS & STRATTON CORP COM 109043109 720870 18560 X 17900 0 660
BRIGGS & STRATTON CORP COM 109043109 77680 2000 X 2000 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 56040 2000 X 2000 0 0
BRIGHTPOINT INC COM 109473405 2326 142 X 0 0 142
BRINKER INTL INC COM 109641100 2624525 86050 X 80175 0 5875
BRINKER INTL INC COM 109641100 62525 2050 X 1200 0 850
BRISTOL MYERS SQUIBB CO 110122108 99543979 4711026 X 4385253 500 325273
BRISTOL MYERS SQUIBB CO 110122108 69780304 3302428 X 3095848 800 205780
BRITESMILE INC COM 110415205 230 20 X 20 0 0
BROADCOM CORP CL A COM 111320107 660602 53490 X 32250 0 21240
BROADCOM CORP CL A COM 111320107 6175 500 X 500 0 0
BROADVISION INC COM 111412607 547 144 X 144 0 0
BROADVISION INC COM 111412607 228 60 X 60 0 0
BROADWING INC COM 111620100 12640 3160 X 3160 0 0
BROADWING INC COM 111620100 25696 6424 X 6424 0 0
BROCADE COMMUNICATIONS SYTEMS COM 111621108 185464 38005 X 6515 0 31490
BROCADE COMMUNICATIONS SYTEMS COM 111621108 44408 9100 X 9000 0 100
BROOKLINE BANCORP INC COM 11373M107 122233 9763 X 9763 0 0
BROOKLINE BANCORP INC COM 11373M107 109250 8726 X 7726 0 1000
BROOKS AUTOMATION INC COM 114340102 3949499 408428 X 405428 0 3000
BROOKTROUT INC 114580103 39442 8200 X 8200 0 0
BROOKTROUT INC 114580103 1347 280 X 280 0 0
BROWN & BROWN INC COM 115236101 1484094 47400 X 47000 0 400
BROWN & BROWN INC COM 115236101 1879 60 X 60 0 0
BROWN FORMAN CORP CL B 115637209 664724 8644 X 6448 0 2196
BROWN FORMAN CORP CL B 115637209 321827 4185 X 3560 0 625
BROWN SHOE COMPANY INC COM 115736100 319426 11800 X 11800 0 0
BRUNSWICK CORP COM 117043109 1139126 59954 X 46449 0 13505
BRUNSWICK CORP COM 117043109 2413 127 X 127 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
-----------------------
BRUSH ENGINEERED MATERIALS INC 117421107 61945 12218 X 12218 0 0
BRYN MAWR BANK CORP COM 117665109 100009 2792 X 2792 0 0
BRYN MAWR BANK CORP COM 117665109 8955 250 X 0 0 250
BSB BANCORP INC COM 055652101 1278676 59034 X 42094 0 16940
BSB BANCORP INC COM 055652101 157078 7252 X 2752 0 4500
BUCKEYE TECHNOLOGIES INC COM 118255108 2858075 601700 X 413800 0 187900
BUCKLE INC COM 118440106 10676640 603200 X 404300 0 198900
BUILDING MATERIALS HOLDING CORP COM 120113105 138158 10380 X 10380 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 485740 29800 X 29800 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 20797376 835236 X 767644 0 67592
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 3103262 124629 X 118829 0 5800
BURLINGTON RES INC COM 122014103 2826436 59242 X 54935 0 4307
BURLINGTON RES INC COM 122014103 1940366 40670 X 34350 0 6320
BUSH INDS INC CL A 123164105 163 100 X 100 0 0
BUTLER MANUFACTURING CO COM 123655102 68880 4200 X 100 0 4100
THE BISYS GROUP INC 055472104 193392 11850 X 11850 0 X
BJ SERVICES CO 055482103 577752 16800 X 16800 0 X
BP P.L.C. 055622104 2670698 69207 X 69207 0 X
BAKER HUGHES INC 057224107 1005648 33600 X 33600 0 X
BALLY TOTAL FITNESS HLDG CORP 05873K108 54756 10800 X 10800 0 X
BANCFIRST CORPORATION 05945F103 26466 600 X 600 0 X
BANCORPSOUTH 059692103 93840 5100 X 5100 0 X
BANK OF GRANITE CORPORATION 062401104 74745 4500 X 4500 0 X
BANK NEW YORK INC 064057102 889700 43400 X 43400 0 X
BANKNORTH GROUP INC 06646R107 98145 4500 X 4500 0 X
BANTA CORPORATION 066821109 79596 2700 X 2700 0 X
BARR LABORATORIES INC 068306109 256500 4500 X 4500 0 X
BASSETT FURNITURE INDUSTRIES 070203104 56700 5400 X 5400 0 X
BEA SYSTEMS INC 073325102 587454 57650 X 57650 0 X
BEAR STEARNS COMPANIES INC 073902108 111520 1700 X 1700 0 X
BEAZER HOMES USA INC 07556Q105 211716 3600 X 3600 0 X
BED BATH & BEYOND INC 075896100 1056924 30600 X 30600 0 X
BELLSOUTH CORP 079860102 2132328 98400 X 98400 0 X
BENCHMARK ELECTRONICS 08160H101 31163 1100 X 1100 0 X
BERKSHIRE HATHAWAY IN CL A 084670108 3888314 61 X 61 0 X
BEST BUY CO INC 086516101 573113 21250 X 21250 0 X
BIOMET INC 090613100 260525 8500 X 8500 0 X
BIOMARIN PHARMACEUTICAL INC 09061G101 79450 7000 X 7000 0 X
BLACK BOX CORPORATION 091826107 65186 2200 X 2200 0 X
BLYTH INDUSTRIES INC 09643P108 66118 2600 X 2600 0 X
BOISE CASCADE CORP 097383103 39330 1800 X 1800 0 X
BORDERS GROUP INC 099709107 82320 5600 X 5600 0 X
BORG WARNER AUTO 099724106 76544 1600 X 1600 0 X
BORLAND SOFTWARE CORP 099849101 155480 16900 X 16900 0 X
BOSTON PRIVATE FINANCIAL HOLD 101119105 68816 4600 X 4600 0 X
BOSTON PROPERTIES INC 101121101 108015 2850 X 2850 0 X
BOSTON SCIENTIFIC CORP 101137107 497272 12200 X 12200 0 X
BOWATER INC 102183100 895315 24100 X 24100 0 X
BRIGGS & STRATTON CORP 109043109 69912 1800 X 1800 0 X
BRINKER INTERNATIONAL INC 109641100 454450 14900 X 14900 0 X
BRISTOL-MYERS SQUIBB CO 110122108 923381 43700 X 43700 0 X
BROWN & BROWN 115236101 59489 1900 X 1900 0 X
TOM BROWN INC 115660201 77440 3200 X 3200 0 X
BRYN MAWR BANK CORP 117665109 100296 2800 X 2800 0 X
BUILDING MATERIAL HOLDING CORP 120113105 38599 2900 X 2900 0 X
C & D TECHNOLOGIES INC COM 124661109 295906 24700 X 17200 0 7500
C H ROBINSON WORLDWIDE INC COM 12541W100 116085 3550 X 0 0 3550
C-COR.NET CORPORATION COM 125010108 80520 24400 X 24400 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 218453 32850 X 32850 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 266 40 X 40 0 0
CABLEVISION NY GROUP CL A 12686C109 639887 33696 X 10786 0 22910
CABLEVISION NY GROUP CL A 12686C109 6647 350 X 350 0 0
CABOT CORP COM 127055101 18910004 792540 X 791690 0 850
CABOT CORP COM 127055101 14839727 621950 X 611950 0 10000
CABOT MICROELECTRONICS CORP COM 12709P103 4089737 97514 X 87234 0 10280
CABOT MICROELECTRONICS CORP COM 12709P103 3250602 77506 X 77506 0 0
CABOT OIL & GAS COM 127097103 4229592 176233 X 175333 0 900
CABOT OIL & GAS COM 127097103 790080 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 713904 21400 X 19500 0 1900
CADENCE DESIGN SYS INC COM 127387108 568000 56800 X 43800 0 13000
CADENCE DESIGN SYS INC COM 127387108 50100 5010 X 5010 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 3362467 186700 X 185400 0 1300
CAL DIVE INTERNATIONAL INC COM 127914109 490773 27250 X 0 0 27250
CALGON CARBON CORP COM 129603106 1872780 382200 X 246200 0 136000
CALIFORNIA COASTAL CMNTYS INC COM 129915203 671 109 X 109 0 0
CALIFORNIA PIZZA KITCHEN COM 13054D109 506000 22000 X 4000 0 18000
CALIPER TECHNOLOGIES CORP COM 130876105 2800 800 X 800 0 0
CALLAWAY GOLF CO COM 131193104 3932280 331000 X 226900 0 104100
CALLAWAY GOLF CO COM 131193104 28512 2400 X 2400 0 0
CALPINE CORP COM 131347106 169785 51450 X 49380 0 2070
CALPINE CORP COM 131347106 3960 1200 X 100 0 1100
CAMBREX CORP COM 132011107 526038 21900 X 17400 0 4500
CAMBREX CORP COM 132011107 170542 7100 X 0 0 7100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CAMDEN NATIONAL CORP COM 133034108 704125 27997 X 27697 0 300
CAMINUS CORP COM 133766105 5476240 616000 X 371100 0 244900
CAMPBELL SOUP CO COM 134429109 1941996 92476 X 64622 0 27854
CAMPBELL SOUP CO COM 134429109 2661897 126757 X 116542 0 10215
CANADA SOUTHN PETE LTD 135231108 1745 637 X 218 0 419
CANTEL MEDICAL CORP 138098108 6385 500 X 500 0 0
CANTERBURY CONSULTING GROUP COM 138108402 189 191 X 191 0 0
CAPITAL BANCORP LTD COM 14056D105 24534 1160 X 1160 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 21902 560 X 560 0 0
CAPITAL CROSSING BK COM 140071101 717296 25400 X 25400 0 0
CAPITAL ONE FINL CORP COM 14040H105 6479159 215900 X 199270 0 16630
CAPITAL ONE FINL CORP COM 14040H105 1331694 44375 X 43475 0 900
CAPITAL PROPERTIES INC RI CL A COM 140430109 18711 2310 X 2310 0 0
CAPSTEAD MTG CORP COM 14067E506 8558 750 X 250 0 500
CAPTARIS INC COM 14071N104 61846 21400 X 21400 0 0
CARAUSTAR INDS INC COM 140909102 126599 18700 X 6600 0 12100
CARBO CERAMICS INC COM 140781105 338355 10300 X 10300 0 0
CARBO CERAMICS INC COM 140781105 657 20 X 20 0 0
CARDINAL HEALTH INC COM 14149Y108 36477264 640289 X 586608 0 53681
CARDINAL HEALTH INC COM 14149Y108 11695998 205301 X 160364 75 44862
CAREER ED CORP COM 141665109 58704 1200 X 600 0 600
CAREER ED CORP COM 141665109 1274464 26052 X 2662 0 23390
CAREMARK RX INC COM 141705103 4998946 275424 X 244738 0 30686
CAREMARK RX INC COM 141705103 3121092 171961 X 12384 0 159577
CARLISLE COMPANIES INC 142339100 1341677 33136 X 33136 0 0
CARLISLE COMPANIES INC 142339100 466688 11526 X 11376 0 150
CARMAX INC COM 143130102 294984 20246 X 20066 0 180
CARMAX INC COM 143130102 106813 7331 X 6578 0 753
CARNIVAL CORP CL A COM 143658102 6147640 254983 X 153107 0 101876
CARNIVAL CORP CL A COM 143658102 1117306 46342 X 14512 0 31830
CARPENTER TECH CORP COM 144285103 26390 2600 X 2600 0 0
CARPENTER TECH CORP COM 144285103 23284 2294 X 1092 0 1202
CARREKER CORPORATION COM 144433109 32390 15800 X 15800 0 0
CARRINGTON LABS INC COM 144525102 1010 1000 X 1000 0 0
CASCADE NATURAL GAS CORP COM 147339105 5560952 286647 X 188187 0 98460
CASELLA WASTE SYSTEMS INC CL A COM 147448104 60308 7310 X 7310 0 0
CASELLA WASTE SYSTEMS INC CL A COM 147448104 5156 625 X 0 0 625
CASEYS GEN STORES INC COM 147528103 7333851 616290 X 441480 0 174810
CASH AMERICAN INTERNATIONAL INC COM 14754D100 230554 24320 X 24320 0 0
CASH AMERICAN INTERNATIONAL INC COM 14754D100 7015 740 X 0 0 740
CASTLE A M & CO COM 148411101 50350 10600 X 1788 0 8812
CASTLE A M & CO COM 148411101 72675 15300 X 15300 0 0
CASUAL MALE RETAIL GROUP INC COM 148711104 19174 6370 X 6370 0 0
CASUAL MALE RETAIL GROUP INC COM 148711104 3386 1125 X 1125 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
-----------------------
CATALINA MARKETING CORP COM 148867104 211530 11000 X 11000 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 55880 8800 X 8800 0 0
CATELLUS DEV CORP COM 149111106 535563 25503 X 1603 0 23900
CATELLUS DEV CORP COM 149111106 40383 1923 X 1923 0 0
CATERPILLAR INC COM 149123101 10676794 217008 X 175897 0 41111
CATERPILLAR INC COM 149123101 8288921 168474 X 163658 0 4816
CATHAY BANCORP INC COM 149150104 577940 14800 X 14800 0 0
CATHAY BANCORP INC COM 149150104 179630 4600 X 4600 0 0
CATO CORP NEW COM 149205106 525504 27600 X 17100 0 10500
CCBT FINANCIAL CO COM 12500Q102 437800 19900 X 17100 0 2800
CCBT FINANCIAL CO COM 12500Q102 1014200 46100 X 46100 0 0
CDI CORP 125071100 300570 12900 X 11800 0 1100
CDW COMPUTER CTRS INC COM 125129106 1440036 35295 X 20800 0 14495
CDW COMPUTER CTRS INC COM 125129106 17952 440 X 0 0 440
CEC ENTMT INC COM 125137109 9268678 340635 X 221560 0 119075
CELESTICA INC COM 15101Q108 22926911 2005854 X 1954416 0 51438
CELESTICA INC COM 15101Q108 1061344 92856 X 90006 0 2850
CELGENE CORP COM 151020104 696336 26700 X 4400 0 22300
CELGENE CORP COM 151020104 163652 6275 X 6275 0 0
CELL GENESYS INC COM 150921104 470743 63700 X 62700 0 1000
CELL GENESYS INC COM 150921104 1921 260 X 260 0 0
CELL PATHWAYS INC NEW 15114R101 950 1000 X 0 0 1000
CELL PATHWAYS INC NEW 15114R101 665 700 X 700 0 0
CELL THERAPEUTICS INC COM 150934107 15834 1910 X 0 0 1910
CELSION CORP COM 15117N107 4400 10000 X 10000 0 0
CENDANT CORP COM 151313103 31362485 2469487 X 2286252 0 183235
CENDANT CORP COM 151313103 765454 60272 X 57107 0 3165
CENTENE CORP COM 15135B101 146050 5000 X 5000 0 0
CENTENNIAL CELLULAR CORP COM 15133V208 5625 3108 X 0 0 3108
CENTER BANCORP INC COM 151408101 8373 315 X 315 0 0
CENTER BANCORP INC COM 151408101 162058 6097 X 6097 0 0
CENTER FINANCIAL CORP CALIF COM 15146E102 18293 1198 X 1198 0 0
CENTERPOINT ENERGY INC COM 15189T107 497363 70548 X 55432 0 15116
CENTERPOINT ENERGY INC COM 15189T107 409386 58069 X 56041 0 2028
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 47520 1320 X 1320 0 0
CENTEX CORP COM 152312104 9384384 172634 X 157380 0 15254
CENTEX CORP COM 152312104 1853295 34093 X 32643 0 1450
CENTRA SOFTWARE INC COM 15234X103 87290 60200 X 0 0 60200
CENTRA SOFTWARE INC COM 15234X103 916 632 X 632 0 0
CENTRAL GARDEN & PET CO COM 153527106 45444 2100 X 2100 0 0
CENTRAL PKG CORP COM 154785109 241000 24100 X 24100 0 0
CENTRAL VT PUB SVC CORP COM 155771108 200982 11685 X 11685 0 0
CENTRAL VT PUB SVC CORP COM 155771108 72085 4191 X 3736 0 455
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CENTURY ALUMINUM COMPANY COM 156431108 87078 13800 X 13800 0 0
CENTURY BANCORP CL A NON VTG 156432106 54700 2000 X 2000 0 0
CENTURY BUSINESS SVCS INC COM 156490104 11494 4490 X 4490 0 0
CENTURYTEL INC COM 156700106 18734604 678790 X 653334 0 25456
CENTURYTEL INC COM 156700106 931472 33749 X 27249 0 6500
CEPHALON INC COM 156708109 1985018 49700 X 37700 0 12000
CEPHALON INC COM 156708109 20569 515 X 515 0 0
CEPHEID INC COM 15670R107 20950 5000 X 5000 0 0
CERIDIAN CORP COM 156779100 20970 1500 X 0 0 1500
CERIDIAN CORP COM 156779100 4571 327 X 327 0 0
CERNER CORP COM 156782104 4211990 130080 X 124200 0 5880
CERTEGY INC COM 156880106 643054 25518 X 18118 0 7400
CERTEGY INC COM 156880106 785308 31163 X 28363 0 2800
CH ENERGY GROUP INC COM 12541M102 636759 15270 X 15270 0 0
CH ENERGY GROUP INC COM 12541M102 176850 4241 X 4241 0 0
CHALONE WINE GROUP LTD COM 157639105 786 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 62928 34200 X 29400 0 4800
CHARLES RIVER ASSOCIATES COM 159852102 165870 9700 X 0 0 9700
CHARLES RIVER LABORATORIES COM 159864107 273574 10720 X 1700 0 9020
CHARLES RIVER LABORATORIES COM 159864107 163328 6400 X 6400 0 0
CHARMING SHOPPES INC 161133103 8575 2450 X 0 0 2450
CHARTER COMMUN INC CL A COM 16117M107 63806 76875 X 5100 0 71775
CHARTER COMMUN INC CL A COM 16117M107 415 500 X 500 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 8785 500 X 0 0 500
CHARTER MUNI MTG ACCEPT CO COM 160908109 367090 20893 X 20893 0 0
CHARTER ONE FINL INC COM 160903100 54833156 1982399 X 1876966 0 105433
CHARTER ONE FINL INC COM 160903100 5378349 194445 X 176562 0 17883
CHASE CORP COM 16150R104 22051 2309 X 2309 0 0
CHASE CORP COM 16150R104 17190 1800 X 1800 0 0
CHECK POINT SOFTWARE TECH COM M22465104 233821 16159 X 15309 0 850
CHECK POINT SOFTWARE TECH COM M22465104 926 64 X 64 0 0
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 6794371 1196192 X 814092 0 382100
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 11360 2000 X 2000 0 0
CHECKFREE CORP NEW COM 162813109 248831 11069 X 1700 0 9369
CHECKFREE CORP NEW COM 162813109 101160 4500 X 4500 0 0
CHECKPOINT SYS INC COM 162825103 215594 21910 X 17310 0 4600
CHEESECAKE FACTORY INC 163072101 1720507 53316 X 52716 0 600
CHEESECAKE FACTORY INC 163072101 842247 26100 X 6400 0 19700
CHEMED CORP COM 163596109 209154 6600 X 2400 0 4200
CHEMICAL FINL CORP 163731102 59003 2224 X 2224 0 0
CHEMICAL FINL CORP 163731102 5306 200 X 0 0 200
CHESAPEAKE CORP COM 165159104 172278 10200 X 10200 0 0
CHESAPEAKE ENERGY CORP COM 165167107 36156 4600 X 0 0 4600
CHESAPEAKE ENERGY CORP COM 165167107 800148 101800 X 0 0 101800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CHESAPEAKE UTILITIES 165303108 22560 1200 X 1200 0 0
CHEVRONTEXACO CORP COM 166764100 88041598 1361819 X 1240809 0 121010
CHEVRONTEXACO CORP COM 166764100 70054999 1083604 X 1020786 0 62818
CHICAGO MERCANTILE EXCHANGE COM 167760107 73188 1520 X 0 0 1520
CHICAGO MERCANTILE EXCHANGE COM 167760107 9630 200 X 200 0 0
CHICOS FAS INC COM 168615102 507500 25375 X 11200 0 14175
CHICOS FAS INC COM 168615102 114000 5700 X 5700 0 0
CHILDRENS PL RETAIL STORES INC 168905107 163938 17800 X 17800 0 0
CHINADOTCOM CORPORATION COM G2108N109 652 200 X 200 0 0
CHIQUITA BRANDS INTL INC COM 170032809 29674 2705 X 2705 0 0
CHIRON CORP COM 170040109 1111425 29638 X 27738 0 1900
CHIRON CORP COM 170040109 264600 7056 X 7056 0 0
CHITTENDEN CORP 170228100 842544 32232 X 31232 0 1000
CHITTENDEN CORP 170228100 418737 16019 X 10359 0 5660
CHOICE HOTELS INTL INC COM 169905106 146280 6000 X 6000 0 0
CHOICEPOINT INC COM 170388102 1005847 29671 X 24737 0 4934
CHOICEPOINT INC COM 170388102 871806 25717 X 25061 0 656
CHOLESTECH CORP COM 170393102 39886 4900 X 0 0 4900
CHRISTOPHER & BANKS CORP COM 171046105 554895 31350 X 17300 0 14050
CHUBB CORP 171232101 7186621 162153 X 108174 0 53979
CHUBB CORP 171232101 4786427 107997 X 104165 50 3782
CHURCH & DWIGHT CO COM 171340102 72864 2400 X 900 0 1500
CHURCH & DWIGHT CO COM 171340102 15180 500 X 500 0 0
CIBER INC COM 17163B102 205632 43200 X 43200 0 0
CIENA COM 171779101 460248 105320 X 66820 0 38500
CIENA COM 171779101 1311 300 X 100 0 200
CIGNA CORP COM 125509109 29255496 639884 X 596992 0 42892
CIGNA CORP COM 125509109 21642842 473378 X 456025 0 17353
CIMA LABS INC COM 171796105 245210 11300 X 9500 0 1800
CIMAREX ENERGY CO COM 171798101 5878257 302224 X 220024 0 82200
CIMAREX ENERGY CO COM 171798101 265551 13653 X 1153 0 12500
CINCINNATTI FINL CORP COM 172062101 1422229 40554 X 40123 0 431
CINCINNATTI FINL CORP COM 172062101 868509 24765 X 24765 0 0
CINERGY CORP COM 172474108 1159579 34460 X 18603 0 15857
CINERGY CORP COM 172474108 807634 24001 X 13101 0 10900
CINTAS CORP COM 172908105 1260794 38322 X 37590 0 732
CINTAS CORP COM 172908105 462245 14050 X 14050 0 0
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 11280 2000 X 2000 0 0
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 823525 146015 X 0 0 146015
CIPRICO INC COM 172529109 122892 29400 X 0 0 29400
CIRCOR INTL INC COM 17273K109 8432595 620500 X 439200 0 181300
CIRCUIT CITY GROUP COM 172737108 2457998 472692 X 450936 0 21756
CIRCUIT CITY GROUP COM 172737108 170300 32750 X 30350 0 2400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CIRRUS LOGIC INC COM 172755100 24582 12230 X 12230 0 0
CISCO SYS INC COM 17275R102 201568250 15529141 X 14525658 0 1003483
CISCO SYS INC COM 17275R102 60101489 4630315 X 4154167 2281 473867
CIT GROUP INC COM 125581108 249022 14770 X 1320 0 13450
CITIBANK WEST FSB COM 17306J202 104 100 X 100 0 0
CITIGROUP INC COM 172967101 448198393 13010113 X 12177212 38 832863
CITIGROUP INC COM 172967101 134024797 3890415 X 3540066 1232 349117
CITIZENS COMMUNICATIONS CO COM 17453B101 629838 63110 X 60910 0 2200
CITIZENS COMMUNICATIONS CO COM 17453B101 492283 49327 X 41045 0 8282
CITRIX SYSTEMS INC COM 177376100 4082285 310204 X 299704 0 10500
CITRIX SYSTEMS INC COM 177376100 400064 30400 X 200 0 30200
CITY NATL CORP COM 178566105 901209 20510 X 20510 0 0
CITY NATL CORP COM 178566105 76016 1730 X 1730 0 0
CLAIRES STORES INC COM 179584107 479283 20300 X 500 0 19800
CLARCOR INC COM 179895107 676940 18700 X 16700 0 2000
CLARCOR INC COM 179895107 14480 400 X 400 0 0
CLARK/BARDES INC COM 180668105 1196 100 X 100 0 0
CLAYTON HOMES INC 184190106 65478 5931 X 4351 0 1580
CLAYTON HOMES INC 184190106 56779 5143 X 2460 0 2683
CLEAN HBRS INC COM 184496107 3603 300 X 300 0 0
CLEAN HBRS INC COM 184496107 1802 150 X 150 0 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 5924705 174667 X 156896 0 17771
CLEAR CHANNEL COMMUNICATIONS INC 184502102 1006915 29685 X 1625 0 28060
CLECO CORP NEW COM 12561W105 461087 36740 X 36740 0 0
CLECO CORP NEW COM 12561W105 274042 21836 X 17336 0 4500
CLEVELAND-CLIFFS INC COM 185896107 126820 6800 X 6800 0 0
CLOROX CO COM 189054109 3454855 74829 X 33301 0 41528
CLOROX CO COM 189054109 2647342 57339 X 52539 0 4800
CLOSURE MEDICAL CORP COM 189093107 2588 200 X 0 0 200
CMGI INC COM 125750109 6103 7834 X 7834 0 0
CMGI INC COM 125750109 195 250 X 250 0 0
CMS ENERGY CORP 125896100 167686 38024 X 21566 0 16458
CNA FINANCIAL 126117100 109760 4900 X 4900 0 0
CNET NETWORKS INC COM 12613R104 7987 3182 X 3182 0 0
CNF INC COM 12612W104 638080 20955 X 20905 0 50
COACH INC COM 189754104 364135 9500 X 9500 0 0
COACHMEN INDS INC COM 189873102 116600 10600 X 10600 0 0
COBALT CORP COM 19074W100 1745560 120800 X 119700 0 1100
COBALT CORP COM 19074W100 709495 49100 X 10000 0 39100
COCA COLA BOTTLING CO CONS COM 191098102 299400 6000 X 800 0 5200
COCA COLA CO COM 191216100 130161537 3215453 X 2985822 0 229631
COCA COLA CO COM 191216100 83878244 2072091 X 1964251 500 107340
COCA COLA ENTERPRISES INC COM 191219104 1506863 80624 X 74280 0 6344
COCA COLA ENTERPRISES INC COM 191219104 404601 21648 X 20048 0 1600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
COEUR D'ALENE MINES CORP COM 192108108 451 320 X 320 0 0
COGNEX CORP COM 192422103 669288 31600 X 29100 0 2500
COGNEX CORP COM 192422103 38399 1813 X 1813 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 164842 2449 X 549 0 1900
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 1489368 22127 X 2258 0 19869
COHERENT INC COM 192479103 367500 19600 X 17000 0 2600
COHU INC COM 192576106 204820 14000 X 14000 0 0
COINSTAR INC COM 19259P300 248492 14800 X 14800 0 0
COINSTAR INC COM 19259P300 7673 457 X 457 0 0
COLGATE PALMOLIVE CO COM 194162103 27874423 512021 X 460595 0 51426
COLGATE PALMOLIVE CO COM 194162103 21605004 396859 X 377668 0 19191
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 5985 700 X 700 0 0
COLLINS & AIKMAN CORP NEW COM 194830204 40700 10000 X 0 0 10000
COLONIAL BANCGROUP INC COM 195493309 38250 3400 X 0 0 3400
COLUMBIA LABS INC COM 197779101 24000 6000 X 6000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 14868 400 X 400 0 0
COMCAST CORP CL A COM 20030N101 30950362 1082559 X 987103 0 95456
COMCAST CORP CL A COM 20030N101 28115806 983414 X 847447 338 135629
COMCAST CORP SPL CL A COM 20030N200 12067560 438980 X 305455 0 133525
COMCAST CORP SPL CL A COM 20030N200 4782793 173983 X 142803 125 31055
COMERICA INC COM 200340107 5032320 132849 X 123491 0 9358
COMERICA INC COM 200340107 1422773 37560 X 37560 0 0
COMFORT SYS USA INC COM 199908104 14807 6700 X 6700 0 0
COMMERCE BANCORP INC NJ COM 200519106 417826 10514 X 10514 0 0
COMMERCE BANCORP INC NJ COM 200519106 1529593 38490 X 38490 0 0
COMMERCE BANCSHARES INC COM 200525103 111953 3063 X 2100 0 963
COMMERCE BANCSHARES INC COM 200525103 2120156 58007 X 58007 0 0
COMMERCE GROUP INC MA COM 200641108 39330 1150 X 1150 0 0
COMMERCE GROUP INC MA COM 200641108 2833641 82855 X 82855 0 0
COMMERCE ONE INC COM 200693208 134 80 X 80 0 0
COMMERCIAL FED CORP COM 201647104 773015 35590 X 16800 0 18790
COMMERCIAL METALS CO COM 201723103 669265 47976 X 30644 0 17332
COMMERCIAL METALS CO COM 201723103 53010 3800 X 3800 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 20717 1372 X 0 0 1372
COMMONWEALTH INDS INC DEL COM 203004106 52858 10700 X 10700 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 2664 68 X 68 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 192935 4970 X 70 0 4900
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 71817 1850 X 1850 0 0
COMMUNITY BANK SYS COM 203607106 336301 10700 X 10700 0 0
COMMUNITY BANK SYS COM 203607106 282619 8992 X 8992 0 0
COMMUNITY BKS INC COM 203628102 111366 3827 X 3827 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 719744 28170 X 28170 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 11242 440 X 0 0 440
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
COMMUNITY HEALTH SYS INC COM 203668108 682727 33320 X 26400 0 6920
COMMUNITY HEALTH SYS INC COM 203668108 801528 39118 X 1648 0 37470
COMMUNITY TRUST BANCORP INC COM 204149108 35603 1410 X 1410 0 0
COMPASS BANCSHARES INC COM 20449H109 9381 300 X 300 0 0
COMPASS BANCSHARES INC COM 20449H109 12508 400 X 400 0 0
COMPUCREDIT CORP COM 20478N100 4584 730 X 730 0 0
COMPUDYNE CORP COM 204795306 295840 43000 X 43000 0 0
COMPUDYNE CORP COM 204795306 30272 4400 X 4400 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 1520194 111288 X 52320 0 58968
COMPUTER ASSOCIATES INTL INC COM 204912109 319425 23384 X 23384 0 0
COMPUTER HORIZONS CORP COM 205908106 12905 4190 X 4190 0 0
COMPUTER MOTION INC COM 205253107 666 200 X 200 0 0
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 13340 1939 X 1939 0 0
COMPUTER SCIENCES CORP COM 205363104 23289655 715504 X 662760 0 52744
COMPUTER SCIENCES CORP COM 205363104 1785335 54849 X 44399 0 10450
COMPUTER TASK GROUP INC COM 205477102 4038025 2092241 X 1421641 0 670600
COMPUTERIZED THERMAL IMAGING COM 20557C108 1176 9800 X 9800 0 0
COMPUWARE CORP COM 205638109 747326 220450 X 211056 0 9394
COMSTOCK RES INC COM 205768203 77770 7700 X 0 0 7700
COMVERSE TECHNOLOGY INC COM 205862402 441633 39048 X 31148 0 7900
COMVERSE TECHNOLOGY INC COM 205862402 173609 15350 X 100 0 15250
CONAGRA FOODS INC COM 205887102 26567326 1323074 X 1236310 0 86764
CONAGRA FOODS INC COM 205887102 5608083 279287 X 275587 0 3700
CONCERTO SOFTWARE INC COM 20602T106 43450 7900 X 7900 0 0
CONCORD CAMERA CORP COM 206156101 93687 18700 X 18700 0 0
CONCORD COMMUNICATIONS INC COM 206186108 99245 11500 X 11500 0 0
CONCORD COMMUNICATIONS INC COM 206186108 2589 300 X 300 0 0
CONCORD EFS INC COM 206197105 2062369 219401 X 193076 0 26325
CONCORD EFS INC COM 206197105 527960 56166 X 53566 0 2600
CONE MLS CORP N C COM 206814105 191 100 X 100 0 0
CONEXANT SYSTEMS INC COM 207142100 21456 14400 X 14400 0 0
CONEXANT SYSTEMS INC COM 207142100 18142 12176 X 12176 0 0
CONMED CORP COM 207410101 923259 56262 X 26225 0 30037
CONMED CORP COM 207410101 12275 748 X 0 0 748
CONNECTICUT WTR SVC INC COM 207797101 198806 7488 X 7488 0 0
CONNECTICUT WTR SVC INC COM 207797101 91305 3439 X 3439 0 0
CONOCOPHILLIPS COM 20825C104 154405038 2880691 X 2699727 0 180964
CONOCOPHILLIPS COM 20825C104 35183844 656415 X 616344 566 39505
CONSOLIDATED EDISON INC COM 209115104 79964896 2078630 X 2027621 0 51009
CONSOLIDATED EDISON INC COM 209115104 14921320 387869 X 345609 100 42160
CONSOLIDATED GRAPHICS INC COM 209341106 200207 11910 X 11910 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 5211 310 X 0 0 310
CONSOLIDATED TOMOKA LD CO 210226106 3524 169 X 169 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
-----------------------
CONSTAR INTL INC COM 21036U107 1195913 188600 X 187018 0 1582
CONSTELLATION BRANDS INC CL A COM 21036P108 418815 18450 X 4200 0 14250
CONSTELLATION BRANDS INC CL A COM 21036P108 24970 1100 X 1100 0 0
CONSTELLATION BRANDS INC CL B COM 21036P207 9100 400 X 400 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 3763349 135714 X 80871 0 54843
CONSTELLATION ENERGY GROUP INC COM 210371100 2194192 79127 X 76002 0 3125
CONTINENTAL AIRLS INC CL B COM 210795308 97 19 X 19 0 0
CONVERGYS CORP COM 212485106 2512250 190322 X 182822 0 7500
CONVERGYS CORP COM 212485106 108293 8204 X 8204 0 0
COOPER CAMERON CORP COM 216640102 1154375 23316 X 841 0 22475
COOPER CAMERON CORP COM 216640102 64462 1302 X 1302 0 0
COOPER COMPANIES INC COM 216648402 679478 22725 X 21025 0 1700
COOPER COMPANIES INC COM 216648402 843180 28200 X 0 0 28200
COOPER TIRE & RUBBER CO COM 216831107 5727473 469465 X 307122 0 162343
COOPER TIRE & RUBBER CO COM 216831107 86315 7075 X 7075 0 0
COORS ADOLPH CO CL B 217016104 255935 5277 X 3542 0 1735
COORS ADOLPH CO CL B 217016104 873 18 X 18 0 0
COPART INC COM 217204106 409152 53275 X 600 0 52675
COPPER MOUNTAIN NETWORKS INC COM 217510205 787 130 X 0 0 130
COPPER MOUNTAIN NETWORKS INC COM 217510205 61 10 X 10 0 0
COREL CORPORATION COM 21868Q109 43 50 X 50 0 0
CORINTHIAN COLLEGES INC COM 218868107 35550 900 X 0 0 900
CORINTHIAN COLLEGES INC COM 218868107 1305475 33050 X 2950 0 30100
CORN PRODS INTL INC COM 219023108 9250252 317224 X 228860 0 88364
CORN PRODS INTL INC COM 219023108 312654 10722 X 10222 0 500
CORNELL COMPANIES INC COM 219141108 6231960 741900 X 538500 0 203400
CORNING INC COM 219350105 2649106 453614 X 349514 0 104100
CORNING INC COM 219350105 4060213 695242 X 387932 0 307310
CORPORATE EXECUTIVE BRD CO COM 21988R102 4947618 138900 X 133800 0 5100
CORPORATE EXECUTIVE BRD CO COM 21988R102 1384728 38875 X 3025 0 35850
CORUS BANKSHARES INC COM 220873103 48291 1210 X 1210 0 0
CORVIS CORP COM 221009103 195 300 X 200 0 100
CORVIS CORP COM 221009103 1105 1700 X 100 0 1600
COST PLUS INC CA COM 221485105 2708328 102900 X 102200 0 700
COST PLUS INC CA COM 221485105 1008056 38300 X 0 0 38300
COSTAR GROUP INC COM 22160N109 22050 1000 X 1000 0 0
COSTCO WHOLESALE CORP COM NEW 22160K105 24229495 806843 X 768267 0 38576
COSTCO WHOLESALE CORP COM NEW 22160K105 1581019 52648 X 50148 0 2500
COUNTRYWIDE FINANCIAL CORP COM 222372104 21428698 372673 X 365026 0 7647
COUNTRYWIDE FINANCIAL CORP COM 222372104 548550 9540 X 4540 0 5000
COUSINS PROPERTIES INC 222795106 2983090 115400 X 10700 0 104700
COVANCE INC COM 222816100 66169 2862 X 1062 0 1800
COVANCE INC COM 222816100 911876 39441 X 6201 0 33240
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
COVENANT TRANS INC CL A COM 22284P105 37208 2190 X 2190 0 0
COVENTRY HEALTH CARE INC COM 222862104 174370 5300 X 2900 0 2400
COVENTRY HEALTH CARE INC COM 222862104 23030 700 X 700 0 0
COX COMMUNICATIONS INC CL A NEW COM 224044107 1868560 60063 X 35818 0 24245
COX COMMUNICATIONS INC CL A NEW COM 224044107 320029 10287 X 7905 0 2382
COX RADIO INC CL A COM 224051102 566084 27400 X 27400 0 0
CPI CORP COM 125902106 70902 5400 X 5400 0 0
CRACKER BARRELL GROUP INC COM 12489V106 266265 9700 X 8300 0 1400
CRACKER BARRELL GROUP INC COM 12489V106 19215 700 X 700 0 0
CRANE CO COM 224399105 322148 18493 X 18140 0 353
CRANE CO COM 224399105 43550 2500 X 2500 0 0
CRAWFORD & CO CL A COM 224633206 69455 16696 X 16696 0 0
CRAWFORD & CO CL B COM 224633107 79543 19167 X 19167 0 0
CRAY INC COM 225223106 331 50 X 50 0 0
CREDENCE SYS CORP COM 225302108 204 30 X 30 0 0
CREE INC COM 225447101 401791 21695 X 11300 0 10395
CREE INC COM 225447101 74080 4000 X 4000 0 0
CRITICAL PATH COM 22674V100 606 696 X 696 0 0
CROMPTON CORP COM 227116100 6231889 1538738 X 104921 0 1433817
CROMPTON CORP COM 227116100 1694095 418295 X 418295 0 0
CROSS A T CO CL A COM 227478104 528217 110970 X 110970 0 0
CROSS A T CO CL A COM 227478104 2463776 517600 X 517600 0 0
CROSS COUNTRY INC COM 22748P105 6061 527 X 527 0 0
CROSS MEDIA MARKETING CORP COM 22754R201 7 20 X 20 0 0
CROSSROADS SYSTEMS COM 22765D100 30822 23350 X 23350 0 0
CROWN CASTLE INTL CORP COM 228227104 11930 2169 X 0 0 2169
CROWN CASTLE INTL CORP COM 228227104 27500 5000 X 5000 0 0
CROWN HOLDINGS INC COM 228368106 2418904 430410 X 362800 0 67610
CRYO-CELL INTL INC COM 228895108 3650 5000 X 5000 0 0
CRYOLIFE INC COM 228903100 90078 13150 X 13150 0 0
CSP INCORPORATED COM 126389105 9212 3450 X 3450 0 0
CSX CORP COM 126408103 7847535 275159 X 223706 0 51453
CSX CORP COM 126408103 2582828 90562 X 76162 0 14400
CT COMMUNICATIONS INC COM 126426402 4308749 449296 X 323000 0 126296
CTI MOLECULAR IMAGING INC COM 22943D105 47040 2400 X 0 0 2400
CTI MOLECULAR IMAGING INC COM 22943D105 521360 26600 X 5500 0 21100
CTS CORP COM 126501105 162260 26600 X 22900 0 3700
CTS CORP COM 126501105 1220 200 X 200 0 0
CUBIC CORP COM 229669106 292128 17900 X 17900 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 80100 10000 X 10000 0 0
CULLEN FROST BANKERS INC COM 229899109 1234036 40620 X 32620 0 8000
CUMMINS INC COM 231021106 2474120 100574 X 92733 0 7841
CUMULUS MEDIA INC COM 231082108 544864 37422 X 0 0 37422
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
CUNO INCORPORATED COM 126583103 3145862 93599 X 93124 0 475
CURAGEN CORP COM 23126R101 33497 8170 X 870 0 7300
CURATIVE HEALTH SERVICES INC 231264102 136640 8000 X 8000 0 0
CURIS INC COM 231269101 3950 5000 X 5000 0 0
CURON MEDICAL INC COM 231292103 3000 4000 X 4000 0 0
CURTISS WRIGHT CORP CL B COM 231561408 45669 778 X 778 0 0
CURTISS WRIGHT CORP CL B COM 231561408 200402 3414 X 3368 0 46
CURTISS-WRIGHT CORP COM 231561101 502150 8300 X 6900 0 1400
CURTISS-WRIGHT CORP COM 231561101 2420 40 X 40 0 0
CV THERAPEUTICS INC COM 126667104 10692872 593060 X 453160 0 139900
CVS CORP COM 126650100 95765454 4015323 X 3815781 0 199542
CVS CORP COM 126650100 18280405 766474 X 702911 200 63363
CYBERONICS INC COM 23251P102 209622 9800 X 0 0 9800
CYBEX INTERNATIONAL INC COM 23252E106 6650 5000 X 0 0 5000
CYMER INC COM 232572107 3287763 138900 X 138000 0 900
CYPRESS BIOSCIENCES INC COM 232674507 76419 30939 X 30939 0 0
CYPRESS SEMICONDUCTOR CORP 232806109 127305 18450 X 18450 0 0
CYTEC INDS INC COM 232820100 117945 4235 X 4235 0 0
CYTEC INDS INC COM 232820100 133179 4782 X 4457 0 325
CYTOGEN CORP COM 232824300 821 285 X 285 0 0
CYTOGEN CORP COM 232824300 86 30 X 30 0 0
CYTYC CORP COM 232946103 235513 18047 X 14447 0 3600
CYTYC CORP COM 232946103 1372716 105189 X 105189 0 0
CBRL GROUP INC 12489V106 82350 3000 X 3000 0 X
CDW COMPUTER CTRS IN 125129106 153000 3750 X 3750 0 X
CH ENERGY GROUP INC 12541M102 162630 3900 X 3900 0 X
CNF INC 12612W104 73080 2400 X 2400 0 X
CUNO INCORPORATED 126583103 131157 3900 X 3900 0 X
CV THERAPEUTICS INC 126667104 93756 5200 X 5200 0 X
CABLE DESIGN TECHNOLOGIES CORP 126924109 43890 6600 X 6600 0 X
CAL DIVE INTERNATIONAL INC 127914109 118866 6600 X 6600 0 X
CAPITAL CITY BANK GROUP INC 139674105 35199 900 X 900 0 X
CAPITOL BANCORP LTD. 14056D105 38070 1800 X 1800 0 X
CARDINAL HEALTH INC 14149Y108 1968314 34550 X 34550 0 X
CAREMARK RX INC 141705103 398393 21950 X 21950 0 X
CARLISLE COS INC 142339100 202450 5000 X 5000 0 X
CARNIVAL CORP 143658102 460501 19100 X 19100 0 X
CARRAMERICA REALTY CORP 144418100 84923 3350 X 3350 0 X
CASCADE NATURAL GAS CORP 147339105 50440 2600 X 2600 0 X
CASELLA WASTE SYSTEMS 147448104 108075 13100 X 13100 0 X
CASH AMERICA INTERNATIONAL INC 14754D100 127980 13500 X 13500 0 X
CASUAL MALE RETAIL GROUP INC 148711104 34916 11600 X 11600 0 X
CATELLUS DEVELOPMENT CORP 149111106 46200 2200 X 2200 0 X
CELL GENESYS INC 150921104 22909 3100 X 3100 0 X
CENDANT CORP 151313103 144780 11400 X 11400 0 X
CENTERPOINT PROPERTIES CORP 151895109 92480 1600 X 1600 0 X
CENTEX CONSTRUCTION PRODUCTS 15231R109 93600 2600 X 2600 0 X
CENTRAL GARDEN & PET CO 153527106 77904 3600 X 3600 0 X
CENTRAL VERMONT PUBLIC SERV CO 155771108 98040 5700 X 5700 0 X
CENTURY BUSINESS SERVICES 156490104 32125 12500 X 12500 0 X
CERNER CORP 156782104 135996 4200 X 4200 0 X
CHARLES RIVER ASSOCIATES INC 159852102 87210 5100 X 5100 0 X
CHARTER ONE FIN INC 160903100 105108 3800 X 3800 0 X
CHELSEA PROPERTY GROUP INC 163421100 89400 2400 X 2400 0 X
CHEMICAL FINANCIAL CORP 163731102 109967 4145 X 4145 0 X
CHICAGO BRIDGE & IRON COMPANY - NY SHR 167250109 198128 12200 X 12200 0 X
CHITTENDEN CORP 170228100 135928 5200 X 5200 0 X
CHOICEPOINT INC 170388102 144075 4250 X 4250 0 X
CHUBB CORP 171232101 261399 5898 X 5898 0 -
CINCINNATI FINANCIAL CORP 172062101 52605 1500 X 1500 0 X
CISCO SYSTEMS INC 17275R102 2209845 170250 X 170250 0 X
CITIGROUP INC 172967101 6660908 193350 X 193350 0 X
CITY NATIONAL CORP 178566105 114244 2600 X 2600 0 X
CLEAR CHANNEL COMMUNICATIONS 184502102 1065088 31400 X 31400 0 X
COBALT CORP 19074W100 72250 5000 X 5000 0 X
COCA COLA CO 191216100 2161632 53400 X 53400 0 X
COMFORT SYSTEMS USA INC 199908104 24752 11200 X 11200 0 X
COMCAST CORP - CL A 20030N101 29 1 X 1 0 X
COMCAST CORP - SPECIAL CL A 20030N200 1703830 61980 X 61980 0 X
COMMERCE GRP INC 200641108 75240 2200 X 2200 0 X
COMMUNITY HEALTH SYSTEMS INC 203668108 153675 7500 X 7500 0 X
COMMUNITY FIRST BANKSHARES 203902101 94535 3700 X 3700 0 X
COMMUNITY TRUST BANCORP 204149108 60600 2400 X 2400 0 X
COMPUCREDIT CO 20478N100 18840 3000 X 3000 0 X
CONAGRA FOODS INC 205887102 2313216 115200 X 115200 0 X
COMPUTER HORIZONS CORP 205908106 2772 900 X 900 0 X
CONOCOPHILLIPS 20825C104 2535280 47300 X 47300 0 X
CONSOLIDATED GRAPHICS INC 209341106 90774 5400 X 5400 0 X
CONSTAR INTL INC. 21036U107 45655 7200 X 7200 0 X
CORN PRODUCTS INTL INC 219023108 145800 5000 X 5000 0 X
CORPORATE EXECUTIVE BOARD 21988R102 263588 7400 X 7400 0 X
CORUS BANKSHARES INC 220873103 87802 2200 X 2200 0 X
COST PLUS INC/CALIFORNIA 221485105 94752 3600 X 3600 0 X
COUSINS PROPERTIES INC 222795106 244283 9450 X 9450 0 X
COVENANT TRANSPORT 22284P105 81552 4800 X 4800 0 X
COX RADIO INC-CL A 224051102 240689 11650 X 11650 0 X
CROSSROADS SYSTEMS INC 22765D100 31284 23700 X 23700 0 X
CULLEN/FROST BANKERS INC 229899109 51646 1700 X 1700 0 X
CYMER INC 232572107 108790 4600 X 4600 0 X
CYTEC INDUSTRIES INC 232820100 153175 5500 X 5500 0 X
D & K HEALTHCARE RESOURCES COM 232861104 2046 200 X 200 0 0
D R HORTON INC COM 23331A109 1572614 81907 X 32853 0 49054
D R HORTON INC COM 23331A109 53760 2800 X 2800 0 0
DAISYTEK INTL CORP COM 234053106 748 400 X 400 0 0
DAKTRONICS INC COM 234264109 4665 300 X 300 0 0
DANA CORP COM 235811106 383499 54320 X 22666 0 31654
DANA CORP COM 235811106 760362 107700 X 107600 0 100
DANAHER CORP COM 235851102 9726101 147903 X 126835 0 21068
DANAHER CORP COM 235851102 834494 12690 X 9090 0 3600
DARDEN RESTAURANTS INC COM 237194105 10491712 587771 X 497573 0 90198
DARDEN RESTAURANTS INC COM 237194105 1256051 70367 X 49244 0 21123
DATASCOPE CORP 238113104 11069085 408755 X 315555 0 93200
DATATEC SYS INC COM 238128102 27 18 X 18 0 0
DAVITA INC COM 23918K108 1174375 56651 X 26805 0 29846
DAVITA INC COM 23918K108 1831931 88371 X 2700 0 85671
DEAN FOODS CO COM 242370104 3919399 91340 X 56290 0 35050
DEAN FOODS CO COM 242370104 935223 21795 X 2680 0 19115
DEERE JOHN & CO COM 244199105 12219243 311239 X 277781 0 33458
DEERE JOHN & CO COM 244199105 4974870 126716 X 124432 0 2284
DEL MONTE FOODS CO COM 24522P103 1010718 135485 X 129273 0 6212
DEL MONTE FOODS CO COM 24522P103 702262 94137 X 78021 0 16116
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DELL COMPUTER CORP COM 247025109 107881819 3950268 X 3723408 0 226860
DELL COMPUTER CORP COM 247025109 17833840 653015 X 554480 200 98335
DELPHI CORPORATION COM 247126105 8304816 1215932 X 1105233 0 110699
DELPHI CORPORATION COM 247126105 854549 125117 X 120214 0 4903
DELPHI FINL GROUP INC CL A 247131105 1410872 36010 X 15610 0 20400
DELPHI FINL GROUP INC CL A 247131105 8424 215 X 0 0 215
DELTA & PINE LAND CO COM 247357106 22768270 1007000 X 706600 0 300400
DELTA AIR LINES INC DEL COM 247361108 212336 23858 X 19210 0 4648
DELTA AIR LINES INC DEL COM 247361108 46939 5274 X 5064 0 210
DELTA APPAREL INC COM 247368103 17010 1080 X 1080 0 0
DELTIC TIMBER CORP COM 247850100 259482 10857 X 10857 0 0
DELTIC TIMBER CORP COM 247850100 19502 816 X 816 0 0
DELUXE CORP COM 248019101 991733 24713 X 22233 0 2480
DELUXE CORP COM 248019101 743047 18516 X 18516 0 0
DENDREON CORP COM 24823Q107 16415 3500 X 3500 0 0
DENDRITE INTL INC COM 248239105 355300 41800 X 26700 0 15100
DENTSPLY INTL INC NEW COM 249030107 3549 102 X 102 0 0
DENTSPLY INTL INC NEW COM 249030107 10437 300 X 300 0 0
DEPARTMENT 56 INC COM 249509100 86416 8800 X 8800 0 0
DEPOMED INC COM 249908104 4620 2000 X 2000 0 0
DETWILER MITCHELL & CO COM 251464103 12750 7500 X 0 0 7500
DEVON ENERGY CORPORATION COM 25179M103 1452483 30122 X 17472 0 12650
DEVON ENERGY CORPORATION COM 25179M103 387833 8043 X 1643 0 6400
DEVRY INC DEL COM 251893103 13349 715 X 715 0 0
DEVRY INC DEL COM 251893103 201636 10800 X 10000 0 800
DHB INDUSTRIES INC COM 23321E103 4440 2000 X 2000 0 0
DIAGNOSTIC PRODUCTS COM 252450101 822074 22010 X 20400 0 1610
DIAL CORP COM 25247D101 343690 17716 X 8731 0 8985
DIAL CORP COM 25247D101 41458 2137 X 1061 0 1076
DIAMETRICS MEDICAL INC COM 252532106 690 1000 X 1000 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 782980 40339 X 37639 0 2700
DIAMOND OFFSHORE DRILLING INC COM 25271C102 7764 400 X 0 0 400
DIAMONDCLUSTER INTL INC CL A COM 25278P106 5600 4000 X 3000 0 1000
DICKS SPORTING GOODS INC COM 253393102 2635 115 X 115 0 0
DIEBOLD INC COM 253651103 2470594 72793 X 63018 0 9775
DIEBOLD INC COM 253651103 771830 22741 X 18161 0 4580
DIGI INTL INC COM 253798102 46150 14200 X 14200 0 0
DIGITAL INSIGHT CORP COM 25385P106 104625 7500 X 0 0 7500
DIGITAL RIV INC COM 25388B104 11020 805 X 805 0 0
DIGITAS INC COM 25388K104 2261 700 X 700 0 0
DILLARDS INC CL A COM 254067101 131719 10195 X 8398 0 1797
DILLARDS INC CL A COM 254067101 8398 650 X 650 0 0
DIME CMNTY BANCORP INC COM 253922108 5355347 234575 X 228150 0 6425
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
DIMON INC COM 254394109 171900 30000 X 30000 0 0
DIONEX CORP COM 254546104 465723 14100 X 300 0 13800
DISNEY WALT CO COM 254687106 118114256 6939733 X 6490635 0 449098
DISNEY WALT CO COM 254687106 24700258 1451249 X 1364788 800 85661
DITECH COMMUNICATIONS CORP COM 25500M103 4960 2000 X 2000 0 0
DIVERSA CORP COM 255064107 8143 870 X 0 0 870
DIVERSIFIED CORPORATE RES INC COM 255153108 18800 40000 X 40000 0 0
DOCUMENTUM INC COM 256159104 640256 48800 X 0 0 48800
DOLLAR GEN CORP COM 256669102 771599 63194 X 62062 0 1132
DOLLAR GEN CORP COM 256669102 529242 43345 X 14395 0 28950
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 319680 19200 X 0 0 19200
DOLLAR TREE STORES INC COM 256747106 3443257 173028 X 130081 0 42947
DOLLAR TREE STORES INC COM 256747106 263715 13252 X 12647 0 605
DOMINION RES INC VA COM 25746U109 55788154 1007552 X 948298 0 59254
DOMINION RES INC VA COM 25746U109 14581191 263341 X 244223 100 19018
DONALDSON INC COM 257651109 153636 4200 X 4200 0 0
DONALDSON INC COM 257651109 415183 11350 X 10300 0 1050
DONNELLEY R R & SONS CO 257867101 1936021 105678 X 91167 0 14511
DONNELLEY R R & SONS CO 257867101 1525067 83246 X 75746 0 7500
DOUBLECLICK INC COM 258609304 114996 14800 X 500 0 14300
DOUBLECLICK INC COM 258609304 23310 3000 X 3000 0 0
DOVER CORP COM 260003108 11636257 480440 X 464988 0 15452
DOVER CORP COM 260003108 14602626 602916 X 576287 600 26029
DOW CHEMICAL CO COM 260543103 25852099 936331 X 814856 150 121325
DOW CHEMICAL CO COM 260543103 24406660 883979 X 852983 400 30596
DOW JONES & CO INC COM 260561105 3723433 105063 X 88456 0 16607
DOW JONES & CO INC COM 260561105 82646 2332 X 2332 0 0
DOWNEY FINANCIAL CORP COM 261018105 748790 19000 X 19000 0 0
DPL INC COM 233293109 58251 4675 X 4675 0 0
DPL INC COM 233293109 83731 6720 X 6720 0 0
DQE INC COM 23329J104 22552 1850 X 1850 0 0
DQE INC COM 23329J104 17188 1410 X 1410 0 0
DRESS BARN INC COM 261570105 298187 22170 X 21970 0 200
DRILL-QUIP COM 262037104 158572 11600 X 11600 0 0
DRS TECHNOLOGIES INC COM 23330X100 3138755 125500 X 123700 0 1800
DSI TOYS INC COM 232968107 1350 3000 X 3000 0 0
DSL.NET INC COM 262506108 1900 5000 X 5000 0 0
DSP GROUP INC COM 23332B106 3669512 202400 X 200500 0 1900
DST SYS INC DEL COM 233326107 1538296 56555 X 43455 0 13100
DST SYS INC DEL COM 233326107 459136 16880 X 15480 0 1400
DTE ENERGY CO COM 233331107 859190 22230 X 20102 0 2128
DTE ENERGY CO COM 233331107 811959 21008 X 15698 0 5310
DUANE READE INC COM 263578106 240920 19000 X 16000 0 3000
DUANE READE INC COM 263578106 3804 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
-----------------------
DUKE ENERGY CORP COM 264399106 19340948 1330189 X 1269393 0 60796
DUKE ENERGY CORP COM 264399106 3923226 269823 X 248133 150 21540
DUN & BRADSTREET CORP COM 26483E100 2099237 54882 X 19807 0 35075
DUN & BRADSTREET CORP COM 26483E100 1475762 38582 X 36815 0 1767
DUPONT E I DE NEMOURS & CO COM 263534109 71117569 1830097 X 1723631 0 106466
DUPONT E I DE NEMOURS & CO COM 263534109 54337472 1398288 X 1323114 0 75174
DUPONT PHOTOMASKS INC COM 26613X101 321762 16040 X 16040 0 0
DUPONT PHOTOMASKS INC COM 26613X101 5717 285 X 0 0 285
DYNAMEX INC COM 26784F103 79 16 X 16 0 0
DYNAMEX INC COM 26784F103 20 4 X 4 0 0
DYNAMICS RESEARCH CORP COM 268057106 65300 5000 X 5000 0 0
DYNEGY INC CL A NEW COM 26816Q101 105882 40568 X 39568 0 1000
DRS TECHNOLOGIES 23330X100 92537 3700 X 3700 0 X
DST SYSTEMS INC 233326107 43520 1600 X 1600 0 X
DSP GROUP INC 23332B106 152292 8400 X 8400 0 X
DARDEN RESTAURANTS INC 237194105 169575 9500 X 9500 0 X
DAVITA INC 23918K108 66336 3200 X 3200 0 X
DEAN FOODS 242370104 300370 7000 X 7000 0 X
DELL COMPUTER CORPORATION 247025109 2347295 85950 X 85950 0 X
DELPHI CORP 247126105 1312043 192100 X 192100 0 X
DELPHI FINANCIAL GROUP CLASS A 247131105 129294 3300 X 3300 0 X
DELTA APPAREL INC 247368103 39375 2500 X 2500 0 X
DENBURY RESOURCES INC 247916208 84474 7800 X 7800 0 X
DIAL CORPORATION 25247D101 120280 6200 X 6200 0 X
DIAMOND OFFSHORE DRILLING 25271C102 50466 2600 X 2600 0 X
DIME COMMUNITY BANCSHARES 253922108 189489 8300 X 8300 0 X
divine interVentures 255402406 955 38207 X 38207 0 -
DOCTOR REDDY'S LAB-ADR 256135203 227448 11700 X 11700 0 X
DOLLAR TREE STORES INC 256747106 115420 5800 X 5800 0 X
DOVER CORP 260003108 699958 28900 X 28900 0 X
DRESS BARN 261570105 64560 4800 X 4800 0 X
DUKE ENERGY 264399106 1420558 97700 X 97700 0 X
DUPONT PHOTOMASKS INC 26613X101 80240 4000 X 4000 0 X
E M C CORP MASSACHUSETTS COM 268648102 15185849 2100394 X 1754229 0 346165
E M C CORP MASSACHUSETTS COM 268648102 3950429 546394 X 509279 300 36815
E.PIPHANY INC COM 26881V100 923 232 X 232 0 0
E*TRADE GROUP INC COM 269246104 3115 740 X 740 0 0
EAGLE BROADBAND INC COM 269437109 43 250 X 250 0 0
EARTHLINK INC COM 270321102 33195 5773 X 5773 0 0
EARTHLINK INC COM 270321102 4002 696 X 696 0 0
EARTHSHELL CORP COM 27032B100 2450 5000 X 3000 0 2000
EAST WEST BANCORP INC COM 27579R104 3871675 125500 X 124600 0 900
EASTERN CO COM 276317104 392645 32666 X 32666 0 0
EASTERN CO COM 276317104 1898222 157922 X 36485 0 121437
EASTMAN CHEM CO COM 277432100 3585657 123686 X 76135 0 47551
EASTMAN CHEM CO COM 277432100 1259876 43459 X 41221 0 2238
EASTMAN KODAK CO COM 277461109 29009006 980034 X 920451 0 59583
EASTMAN KODAK CO COM 277461109 7012033 236893 X 224152 0 12741
EASYLINK SERVICES CORP COM CL A 27784T200 2576 5600 X 0 0 5600
EASYLINK SERVICES CORP COM CL A 27784T200 9 20 X 20 0 0
EATON CORP COM 278058102 1077090 15398 X 10703 0 4695
EATON CORP COM 278058102 452507 6469 X 6377 0 92
EATON VANCE CORP COM 278265103 104247 3900 X 3900 0 0
EATON VANCE CORP COM 278265103 379566 14200 X 11200 0 3000
EBAY INC COM 278642103 10813896 126760 X 109115 0 17645
EBAY INC COM 278642103 882532 10345 X 4865 0 5480
ECHELON CORP COM 27874N105 26400 2500 X 2500 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 7388948 255850 X 227450 0 28400
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 174724 6050 X 3550 0 2500
ECLIPSYS CORP COM 278856109 42525 5335 X 1945 0 3390
ECOLAB INC COM 278865100 2006448 40674 X 25918 0 14756
ECOLAB INC COM 278865100 863522 17505 X 16455 0 1050
EDGAR ONLINE INC COM 279765101 89 100 X 100 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 4916 1202 X 1202 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
-----------------------
EDISON INTERNATIONAL COM 281020107 1616488 118078 X 113372 0 4706
EDISON INTERNATIONAL COM 281020107 389535 28454 X 27524 0 930
EDISON SCHOOLS INC COM 281033100 18000 20000 X 0 0 20000
EDO CORP COM 281347104 241635 13350 X 13350 0 0
EDUCATION MGMT CORP COM 28139T101 3001840 75480 X 69900 0 5580
EDUCATION MGMT CORP COM 28139T101 2014748 50660 X 4610 0 46050
EDWARDS A G INC COM 281760108 210800 8139 X 8139 0 0
EDWARDS A G INC COM 281760108 623180 24061 X 24061 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 93626 3417 X 3017 0 400
EDWARDS LIFESCIENCES CORP COM 28176E108 217501 7938 X 7518 0 420
EFUNDS CORP COM 28224R101 300721 43773 X 39373 0 4400
EFUNDS CORP COM 28224R101 40560 5904 X 5904 0 0
EGAIN COMMUNICATIONS CORP COM 28225C103 23 100 X 100 0 0
EGL INC COM 268484102 44580 3000 X 3000 0 0
EL PASO CORP COM 28336L109 3713169 613747 X 563314 0 50433
EL PASO CORP COM 28336L109 588871 97334 X 93284 0 4050
EL PASO ELEC CO NEW COM 283677854 360752 33403 X 33403 0 0
ELECTRO RENT CORP COM 285218103 40470 4260 X 1060 0 3200
ELECTRO SCIENTIFIC INDS INC COM 285229100 233616 18600 X 18600 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 388732 30950 X 400 0 30550
ELECTRONIC ARTS COM 285512109 4060644 69247 X 55137 0 14110
ELECTRONIC ARTS COM 285512109 448361 7646 X 1366 0 6280
ELECTRONIC DATA SYS CORP COM 285661104 26795718 1522484 X 1461301 0 61183
ELECTRONIC DATA SYS CORP COM 285661104 2864858 162776 X 154092 75 8609
ELECTRONICS BOUTIQUE HLDGS CORP COM 286045109 320689 19100 X 0 0 19100
ELECTRONICS FOR IMAGING INC COM 286082102 100261 5668 X 900 0 4768
ELECTRONICS FOR IMAGING INC COM 286082102 1169243 66100 X 2680 0 63420
ELITE PHARMACEUTICALS INC COM 28659T200 4590 3000 X 3000 0 0
ELIZABETH ARDEN INC COM 28660G106 246 25 X 25 0 0
ELKCORP COM 287456107 248900 13100 X 13100 0 0
EMAGIN CORP COM 29076N107 1560 2000 X 2000 0 0
EMC INSURANCE GROUP 268664109 22680 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 830383 17210 X 16110 0 1100
EMCOR GROUP INC COM 29084Q100 10374 215 X 0 0 215
EMCORE CORP COM 290846104 825 500 X 500 0 0
EMERSON ELECTRIC CO COM 291011104 33011716 727932 X 651822 0 76110
EMERSON ELECTRIC CO COM 291011104 29635772 653490 X 623408 0 30082
EMPIRE DISTRICT ELECTRIC COM 291641108 34320 1950 X 0 0 1950
EMPIRE DISTRICT ELECTRIC COM 291641108 42240 2400 X 2400 0 0
EMS TECHNOLOGIES INC COM 26873N108 2094 150 X 150 0 0
EMULEX CORP COM 292475209 967515 50523 X 50423 0 100
EMULEX CORP COM 292475209 626205 32700 X 32700 0 0
ENBRIDGE ENERGY MGMT LLC COM 29250X103 1182418 29709 X 0 0 29709
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ENCORE MEDICAL CORP COM 29256E109 3615 1500 X 1500 0 0
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 47215 3500 X 0 0 3500
ENERGEN CORP COM 29265N108 900886 28100 X 24200 0 3900
ENERGIZER HLDGS INC COM 29266R108 204328 8016 X 6416 0 1600
ENERGIZER HLDGS INC COM 29266R108 106395 4174 X 4174 0 0
ENERGY CONVERSION DEVICES INC COM 292659109 4245 500 X 500 0 0
ENERGY EAST CORP COM 29266M109 1498333 84176 X 52348 0 31828
ENERGY EAST CORP COM 29266M109 461536 25929 X 19360 0 6569
ENESCO GROUP INC COM 292973104 572575 79857 X 79857 0 0
ENESCO GROUP INC COM 292973104 8246 1150 X 1150 0 0
ENGELHARD CORP COM 292845104 1863669 87006 X 80303 0 6703
ENGELHARD CORP COM 292845104 421974 19700 X 19700 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 616613 15750 X 10700 0 5050
ENPRO INDUSTRIES INC COM 29355X107 1441 362 X 362 0 0
ENPRO INDUSTRIES INC COM 29355X107 1910 480 X 480 0 0
ENSCO INTL INC COM 26874Q100 2323833 91095 X 68850 0 22245
ENSCO INTL INC COM 26874Q100 476374 18674 X 0 0 18674
ENTEGRIS INC COM 29362U104 4911276 493100 X 489086 0 4014
ENTERASYS NETWORKS INC COM 293637104 2590 1400 X 1400 0 0
ENTERASYS NETWORKS INC COM 293637104 3330 1800 X 1800 0 0
ENTERCOM COMMUNICATIONS COM 293639100 432953 9860 X 700 0 9160
ENTERCOM COMMUNICATIONS COM 293639100 1611277 36695 X 995 0 35700
ENTERGY CORP COM 29364G103 4213992 87518 X 37690 0 49828
ENTERGY CORP COM 29364G103 182777 3796 X 3341 0 455
ENTERPRISE PRODS PARTNERS LP COM 293792107 1584600 76000 X 5500 0 70500
ENTRAVISION COMMUNICATIONS COM 29382R107 67635 12525 X 0 0 12525
ENTRAVISION COMMUNICATIONS COM 29382R107 366930 67950 X 0 0 67950
ENTREMED INC COM 29382F103 707 700 X 700 0 0
ENZO BIOCHEM INC COM 294100102 249480 19088 X 4283 0 14805
ENZO BIOCHEM INC COM 294100102 274 21 X 21 0 0
EOG RES INC COM 26875P101 1262360 31910 X 17410 0 14500
EOG RES INC COM 26875P101 636323 16085 X 35 0 16050
EPIQ SYS INC COM 26882D109 87360 4550 X 0 0 4550
EPIX MEDICAL INC COM 26881Q101 8000 1000 X 1000 0 0
EPRESENCE INC COM 294348107 228760 120400 X 0 0 120400
EQUIFAX INC COM 294429105 2587466 129438 X 71913 0 57525
EQUIFAX INC COM 294429105 1412593 70665 X 65065 0 5600
EQUITABLE RESOURCES COM 294549100 63767 1700 X 1700 0 0
EQUITABLE RESOURCES COM 294549100 105778 2820 X 2820 0 0
ESCO TECHNOLOGIES INC COM 296315104 236160 7200 X 3700 0 3500
ESCO TECHNOLOGIES INC COM 296315104 492 15 X 15 0 0
ESS TECHNOLOGY INC COM 269151106 181244 30410 X 29000 0 1410
ESSENTIAL THERAPEUTICS INC COM 29669A108 250 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
-----------------------
ESTEE LAUDER COSMETICS CL A COM 518439104 1093355 36013 X 4063 0 31950
ESTEE LAUDER COSMETICS CL A COM 518439104 27324 900 X 300 0 600
ESTERLINE TECHNOLOGIES CORP COM 297425100 451159 26680 X 16680 0 10000
ESTERLINE TECHNOLOGIES CORP COM 297425100 269715 15950 X 0 0 15950
ETHAN ALLEN INTERIORS INC COM 297602104 1071988 36425 X 28800 0 7625
ETHAN ALLEN INTERIORS INC COM 297602104 206010 7000 X 7000 0 0
ETHYL CORP COM 297659609 236640 24000 X 0 0 24000
EVEREST RE GROUP LTD. G3223R108 297492 5200 X 0 0 5200
EVEREST RE GROUP LTD. G3223R108 171630 3000 X 0 0 3000
EVERGREEN RESOURCES INC COM 299900308 4952383 109300 X 108100 0 1200
EXAR CORP COM 300645108 340628 26800 X 26800 0 0
EXCO RESOURCES INC COM 269279204 5943269 336920 X 211320 0 125600
EXELIXIS INC COM 30161Q104 3325 500 X 500 0 0
EXELON CORP COM 30161N101 4315550 85609 X 64817 0 20792
EXELON CORP COM 30161N101 1154893 22910 X 14777 0 8133
EXPEDIA INC CL A COM 302125109 546305 10575 X 9500 0 1075
EXPEDIA INC CL A COM 302125109 10332 200 X 0 0 200
EXPEDITORS INTL WASH INC COM 302130109 148366 4127 X 0 0 4127
EXPLORATION COM 302133202 1505 500 X 500 0 0
EXPRESS SCRIPTS INC COM 302182100 680085 12210 X 2460 0 9750
EXPRESS SCRIPTS INC COM 302182100 261785 4700 X 4700 0 0
EXPRESSJET HOLDINGS INC COM 30218U108 41000 5000 X 5000 0 0
EXTENDED STAY AMER INC COM 30224P101 75750 7500 X 7500 0 0
EXTREME NETWORKS COM 30226D106 2481198 573025 X 568425 0 4600
EXTREME NETWORKS COM 30226D106 1083 250 X 250 0 0
EXXON MOBIL CORP COM 30231G102 708583814 20274215 X 19453413 0 820802
EXXON MOBIL CORP COM 30231G102 604516624 17296613 X 16365693 1156 929764
EZENIA INC COM 302311105 10388 74200 X 0 0 74200
ENSCO INT'L INC 26874Q100 492343 19300 X 19300 0 X
EXCO RESOURCESD 269279204 116424 6600 X 6600 0 X
EXCO INDUSTRIES 269279303 119796 6700 X 6700 0 X
EAST WEST BANC-CORP 27579R104 135740 4400 X 4400 0 X
EASTGROUP PROPERTIES INC 277276101 89460 3500 X 3500 0 X
EASTMAN CHEMICAL 277432100 98566 3400 X 3400 0 X
EBAY INC 278642103 707907 8300 X 8300 0 X
ECOLAB INC 278865100 69062 1400 X 1400 0 X
EDUCATION MANAGEMENT CORP 28139T101 115333 2900 X 2900 0 X
EL PASO CORPORATION 28336L109 367235 60700 X 60700 0 X
ELECTRO RENT CORPORATION 285218103 57000 6000 X 6000 0 X
ELECTRONIC ARTS INC 285512109 674360 11500 X 11500 0 X
ELECTRONIC DATA SYSTEMS CORP 285661104 1531200 87000 X 87000 0 X
EMCOR GROUP INC 29084Q100 168875 3500 X 3500 0 X
ENERGY EAST CORPORATION 29266M109 76540 4300 X 4300 0 X
ENGELHARD CORPORATION 292845104 74970 3500 X 3500 0 X
ENTEGRIS INC 29362U104 213144 21400 X 21400 0 X
ENTERGY CORP 29364G103 101115 2100 X 2100 0 X
EQUITY OFFICE PROPERTIES TR 294741103 137430 5400 X 5400 0 X
EQUITY ONE INC 294752100 87153 5700 X 5700 0 X
EQUITY RESIDENTIAL 29476L107 89059 3700 X 3700 0 X
ESTERLINE TECHNOLOGIES CORP 297425100 91314 5400 X 5400 0 X
EVERGREEN RESOURCES INC 299900308 176709 3900 X 3900 0 X
EXELON CORPORATION 30161N101 136107 2700 X 2700 0 X
EXPEDIA INC 302125109 61992 1200 X 1200 0 X
EXTREME NETWORKS INC 30226D106 95693 22100 X 22100 0 X
EXXON MOBIL CORPORATION 30231G102 1499355 42900 X 42900 0 X
F N B CORP PA COM 302520101 50034 1747 X 1747 0 0
FACTSET RESEARCH SYSTEM COM 303075105 1220120 37600 X 22600 0 15000
FAIR ISAAC & CO INC COM 303250104 1955300 38475 X 28025 0 10450
FAIR ISAAC & CO INC COM 303250104 2120210 41720 X 4430 0 37290
FAIRCHILD SEMICON INTL COM CL A 303726103 3259859 311650 X 249300 0 62350
FAIRCHILD SEMICON INTL COM CL A 303726103 3975 380 X 380 0 0
FALMOUTH BANCORP INC COM 306754102 2450 100 X 100 0 0
FAMILY DLR STORES INC COM 307000109 2228393 72163 X 39763 0 32400
FAMILY DLR STORES INC COM 307000109 787440 25500 X 9500 0 16000
FARGO ELECTRONICS INC COM 30744P102 107205 10500 X 4000 0 6500
FARGO ELECTRONICS INC COM 30744P102 102100 10000 X 10000 0 0
FASTENAL CO COM 311900104 1179244 41832 X 40037 0 1795
FASTENAL CO COM 311900104 180416 6400 X 6200 0 200
FBR ASSET INVESTMENT CORP COM 30241E303 16605 500 X 0 0 500
FEDDERS CORP COM 313135501 70978 21574 X 20732 0 842
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 263714697 4035420 X 3802539 0 232881
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 81559937 1248048 X 1151634 760 95654
FEDERAL SIGNAL CORP 313855108 2474265 174244 X 166849 0 7395
FEDERAL SIGNAL CORP 313855108 24140 1700 X 1700 0 0
FEDERATED DEPT STORES INC COM 31410H101 3746274 133700 X 74856 0 58844
FEDERATED DEPT STORES INC COM 31410H101 60103 2145 X 1725 0 420
FEDERATED INVESTORS INC CL B COM 314211103 7283790 286200 X 283550 0 2650
FEDEX CORP COM 31428X106 8239078 149611 X 126419 0 23192
FEDEX CORP COM 31428X106 2420327 43950 X 25850 0 18100
FEI COMPANY COM 30241L109 351918 22050 X 22050 0 0
FELCOR LODGING TR INC COM 31430F101 31462 5050 X 0 0 5050
FERRO CORP COM 315405100 436482 20425 X 0 0 20425
FIBERCORE INC COM 31563B109 210 1000 X 1000 0 0
FIDELITY NATL FINL INC COM 316326107 1839934 53878 X 48628 0 5250
FIDELITY NATL FINL INC COM 316326107 948550 27776 X 23376 0 4400
FIDELITY NATL INFO SOLUTIONS COM 31620P109 2259300 127500 X 126500 0 1000
FIDELITY NATL INFO SOLUTIONS COM 31620P109 6078 343 X 343 0 0
FIFTH THIRD BANCORP 316773100 7924392 157759 X 150547 0 7212
FIFTH THIRD BANCORP 316773100 7224524 143826 X 133226 0 10600
FILENET CORP COM 316869106 414355 39500 X 20700 0 18800
FINANCIAL FED CORP COM 317492106 339980 17800 X 12400 0 5400
FINANCIAL INSTITUTIONS INC COM 317585404 45229 2282 X 2282 0 0
FINISAR CORPORATION COM 31787A101 7706 9880 X 9880 0 0
FINISH LINE INC CL A 317923100 32850 2190 X 2190 0 0
FIRST AMERICAN CORPORATION COM 318522307 31720 1300 X 1300 0 0
FIRST CHARTER CORP COM 319439105 190520 11000 X 11000 0 0
FIRST CITIZENS BANCSHARES CL A COM 31946M103 162588 1728 X 1728 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 52350 3984 X 3984 0 0
FIRST COLONIAL GROUP INC COM 319734109 386345 8578 X 8578 0 0
FIRST DATA CORP COM 319963104 112924283 3051183 X 2894025 0 157158
FIRST DATA CORP COM 319963104 30312411 819033 X 719240 100 99693
FIRST DEFIANCE FINL CORP COM 32006W106 9275 500 X 0 0 500
FIRST ESSEX BANCORP INC 320103104 65142 2100 X 400 0 1700
FIRST ESSEX BANCORP INC 320103104 93060 3000 X 3000 0 0
FIRST FINL BANCORP COM 320209109 25614 1615 X 1615 0 0
FIRST FINL BANKSHARES INC COM 32020R109 137740 3880 X 3880 0 0
FIRST FINL HLDGS INC COM 320239106 130751 5300 X 2400 0 2900
FIRST HEALTH GROUP CORP COM 320960107 1688453 66370 X 66370 0 0
FIRST HEALTH GROUP CORP COM 320960107 2520850 99090 X 600 0 98490
FIRST INDL RLTY TR INC COM 32054K103 574896 20300 X 700 0 19600
FIRST INDL RLTY TR INC COM 32054K103 113280 4000 X 4000 0 0
FIRST MIDWEST BANCORP INC DEL COM 320867104 811725 31450 X 31450 0 0
FIRST NATL LINCOLN CORP COM 335716106 89628 2640 X 0 0 2640
FIRST NATL LINCOLN CORP COM 335716106 3395 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
-----------------------
FIRST NIAGARA FINANCIAL GRP COM 33582V108 5636955 479700 X 336100 0 143600
FIRST NIAGARA FINANCIAL GRP COM 33582V108 11751 1000 X 1000 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 211680 9800 X 9800 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 257774 11934 X 11934 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 110800 8000 X 0 0 8000
FIRST TENN NATL CORP COM 337162101 11157954 280986 X 263886 0 17100
FIRST TENN NATL CORP COM 337162101 2018856 50840 X 50440 0 400
FIRST VIRGINIA BANKS INC 337477103 661379 16859 X 16859 0 0
FIRST VIRGINIA BANKS INC 337477103 621482 15842 X 12469 0 3373
FIRSTENERGY CORP COM 337932107 2045957 64951 X 57565 0 7386
FIRSTENERGY CORP COM 337932107 828545 26303 X 26103 0 200
FIRSTFED AMER BANCORP INC COM 337929103 36400 1300 X 1300 0 0
FIRSTFED AMER BANCORP INC COM 337929103 172956 6177 X 6177 0 0
FIRSTFED FINL CORP DEL COM 337907109 407565 13500 X 11300 0 2200
FIRSTMERIT CORP COM 337915102 300572 16300 X 7000 0 9300
FIRSTMERIT CORP COM 337915102 261848 14200 X 3200 0 11000
FISERV INC COM 337738108 702098 22303 X 20353 0 1950
FISERV INC COM 337738108 42278 1343 X 1343 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 877944 31400 X 30000 0 1400
FISHER SCIENTIFIC INTL INC COM 338032204 1678 60 X 60 0 0
FIVE STAR QUALITY CARE-WI COM 33832D106 613 511 X 511 0 0
FIVE STAR QUALITY CARE-WI COM 33832D106 172 143 X 143 0 0
FLAGSTAR BANCORP INC COM 337930101 519489 19700 X 19700 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 94453543 3955341 X 66794 0 3888547
FLEET BOSTON FINANCIAL CORP COM 339030108 81906203 3429908 X 260 0 3429648
FLEETWOOD ENTERPRISES INC COM 339099103 97846 24100 X 24100 0 0
FLEMING COS INC COM 339130106 250 500 X 500 0 0
FLIR SYS INC COM 302445101 666111 14050 X 11400 0 2650
FLORIDA BKS INC COM 340560101 37960 4000 X 0 0 4000
FLORIDA EAST COAST INDS CL B COM 340632207 64106 2660 X 2660 0 0
FLORIDA EAST COAST INDS CL B COM 340632207 554 23 X 23 0 0
FLORIDA PUB UTLYS CO 341135101 2466 168 X 168 0 0
FLORIDA PUB UTLYS CO 341135101 102760 7000 X 7000 0 0
FLORIDA ROCK INDS INC COM 341140101 765010 22600 X 19100 0 3500
FLOW INTERNATIONAL CORP COM 343468104 20600 10300 X 10300 0 0
FLOWERS FOODS INC COM 343498101 141579 5169 X 5169 0 0
FLOWERS FOODS INC COM 343498101 134649 4916 X 2639 0 2277
FLOWSERVE CORP COM 34354P105 8202625 704088 X 488260 0 215828
FLOWSERVE CORP COM 34354P105 159605 13700 X 0 0 13700
FLUOR CORP COM 343412102 972982 28889 X 9295 0 19594
FLUOR CORP COM 343412102 87400 2595 X 2595 0 0
FMC CORP (NEW) COM 302491303 183456 11700 X 9400 0 2300
FMC CORP (NEW) COM 302491303 7840 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
-----------------------
FMC TECHNOLOGIES INC COM 30249U101 16493 859 X 859 0 0
FMC TECHNOLOGIES INC COM 30249U101 37939 1976 X 1976 0 0
FMS FINL CORP COM 302509104 11571 798 X 798 0 0
FOAMEX INTL INC COM 344123104 3510 3000 X 3000 0 0
FONAR CORP COM 344437108 4988 5668 X 5668 0 0
FOOT LOCKER INC COM 344849104 2246379 209942 X 204142 0 5800
FOOT LOCKER INC COM 344849104 249417 23310 X 23310 0 0
FOOTSTAR INC COM 344912100 114122 13586 X 13586 0 0
FOOTSTAR INC COM 344912100 3923 467 X 467 0 0
FORD MTR CO DEL COM 345370860 8544472 1136233 X 1045424 174 90635
FORD MTR CO DEL COM 345370860 3249685 432139 X 418885 0 13254
FOREST CITY ENTERPRISES INC CL A 345550107 62604 1800 X 0 0 1800
FOREST LABS INC COM 345838106 16549145 306636 X 263131 0 43505
FOREST LABS INC COM 345838106 5082895 94180 X 77380 0 16800
FORRESTER RESEARCH COM 346563109 5644 400 X 400 0 0
FORRESTER RESEARCH COM 346563109 2822 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 14478785 337737 X 299327 0 38410
FORTUNE BRANDS INC COM 349631101 4147887 96755 X 93497 0 3258
FORWARD AIR CORP COM 349853101 313358 14400 X 14400 0 0
FOSSIL INC COM 349882100 533820 31000 X 31000 0 0
FOSTER WHEELER LTD COM G36535105 7800 6000 X 6000 0 0
FOUNDRY NETWORKS INC COM 35063R100 4020 500 X 500 0 0
FOUNDRY NETWORKS INC COM 35063R100 498078 61950 X 0 0 61950
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 1730750 64895 X 43300 0 21595
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 56007 2100 X 2100 0 0
FPL GROUP INC COM 302571104 11087149 188141 X 165267 0 22874
FPL GROUP INC COM 302571104 9322844 158202 X 131572 0 26630
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 73185 35700 X 0 0 35700
FRANKLIN RES INC COM 354613101 1746402 53066 X 44008 0 9058
FRANKLIN RES INC COM 354613101 351874 10692 X 10692 0 0
FREDDIE MAC COM 313400301 27224954 512711 X 435999 0 76712
FREDDIE MAC COM 313400301 1967621 37055 X 36255 0 800
FREDS INC CL A 356108100 517314 18575 X 17200 0 1375
FREEMARKETS.COM INC COM 356602102 274 50 X 50 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 278375 16327 X 15950 0 377
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 1597074 93670 X 91170 0 2500
FREMONT GEN CORP 357288109 350280 50400 X 41490 0 8910
FRIEDMANS INC COM CL A 358438109 158285 16488 X 16488 0 0
FRIENDLY ICE CREAM CORP COM 358497105 4744518 790753 X 577553 0 213200
FRIENDLY ICE CREAM CORP COM 358497105 12000 2000 X 2000 0 0
FRONTIER AIRLINES INC COM 359065109 98903 19900 X 19900 0 0
FRONTIER OIL CORP COM 35914P105 2045160 119600 X 115200 0 4400
FRONTIER OIL CORP COM 35914P105 51300 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
-----------------------
FRONTLINE COMMUNICATIONS CORP COM 35921T108 76 400 X 400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 4216 1700 X 1700 0 0
FTI CONSULTING INC COM 302941109 3204756 69337 X 64800 0 4537
FUELCELL ENERGY INC COM 35952H106 10858 2150 X 2150 0 0
FUELCELL ENERGY INC COM 35952H106 6313 1250 X 1000 0 250
FULLER H B CO COM 359694106 7489447 323938 X 244998 0 78940
FULTON FINL CORP PA COM 360271100 856678 45568 X 45568 0 0
FULTON FINL CORP PA COM 360271100 90466 4812 X 4812 0 0
FURNITURE BRANDS INTL INC COM 360921100 104255 5330 X 2000 0 3330
F5 NETWORKS INC COM 315616102 62897 4980 X 800 0 4180
F5 NETWORKS INC COM 315616102 459732 36400 X 980 0 35420
FAMILY DOLLAR STORES COM 307000109 115800 3750 X 3750 0 X
FASTENAL CO COM 311900104 62018 2200 X 2200 0 X
FREDDIE MAC COM 313400301 1476233 27801 X 27801 0 X
FANNIE MAE COM 313586109 1365815 20900 X 20900 0 X
FEDERATED DEPT STORES INC NEW COM 31410H101 184932 6600 X 6600 0 X
FIDELITY NATIONAL INFO SOLU IN COM 31620P109 95909 5400 X 5400 0 X
FIRST CITIZEN BANCSHARES INC COM 31946M103 65863 700 X 700 0 X
FIRST DATA CORP COM 319963104 1778331 48050 X 48050 0 X
FIRST NATIONAL BANKSHARES INC COM 32020R109 63900 1800 X 1800 0 X
FIRST INDUSTRIAL REALTY TR COM 32054K103 35400 1250 X 1250 0 X
FIRST HEALTH GROUP CORP COM 320960107 272208 10700 X 10700 0 X
FOX ENTERTAINMENT GROUP CL A COM 35138T107 280035 10500 X 10500 0 X
FRIEDMANS INC -CL A COM 358438109 48960 5100 X 5100 0 X
FRONTIER OIL CORP COM 35914P105 107730 6300 X 6300 0 X
FULLER (H.B.) CO COM 359694106 73984 3200 X 3200 0 X
G & K SVCS INC COM 361268105 11241600 468400 X 310990 0 157410
GABELLI ASSET MGMT INC CL A 36239Y102 11020 400 X 0 0 400
GAIAM INC COM 36268Q103 2685 500 X 500 0 0
GAIAM INC COM 36268Q103 215 40 X 0 0 40
GALLAGHER ARTHUR J & CO COM 363576109 626271 25510 X 21560 0 3950
GALLAGHER ARTHUR J & CO COM 363576109 58184 2370 X 580 0 1790
GAMESTOP CORP COM 36466R101 70800 5900 X 0 0 5900
GANNETT INC COM 364730101 28514712 404866 X 366766 0 38100
GANNETT INC COM 364730101 18999267 269761 X 248631 200 20930
GAP INC COM 364760108 5751400 396922 X 313037 0 83885
GAP INC COM 364760108 555199 38316 X 36316 0 2000
GARDEN FRESH RESTAURANT CORP COM 365235100 4680 500 X 500 0 0
GARDNER DENVER INC COM 365558105 347392 18880 X 15880 0 3000
GARDNER DENVER INC COM 365558105 994 54 X 42 0 12
GARMIN LTD COM G37260109 17900 500 X 500 0 0
GARTNER GROUP INC COM CL B 366651206 28923 3841 X 3841 0 0
GARTNER GROUP INC COM CL B 366651206 11702 1554 X 1450 0 104
GARTNER INC CL A COM 366651107 3707589 533466 X 363666 0 169800
GATEWAY INC COM 367626108 84066 35621 X 34704 0 917
GATEWAY INC COM 367626108 3068 1300 X 1300 0 0
GATX CORPORATION COM 361448103 48146 3325 X 3325 0 0
GATX CORPORATION COM 361448103 19924 1376 X 1376 0 0
GBC BANCORP CALIFORNIA COM 361475106 249054 10300 X 7700 0 2600
GEMSTAR TV GUIDE INTL COM 36866W106 2411 657 X 657 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 8039 2191 X 2191 0 0
GEN-PROBE INC COM 36866T103 39620 1750 X 0 0 1750
GENAISSANCE PHARMACEUTICALS COM 36867W105 140 100 X 100 0 0
GENCORP INC COM 368682100 184625 29540 X 29540 0 0
GENE LOGIC INC COM 368689105 75421 14876 X 4076 0 10800
GENE LOGIC INC COM 368689105 4056 800 X 800 0 0
GENENTECH INC COM 368710406 3992435 114037 X 85342 0 28695
GENENTECH INC COM 368710406 1437336 41055 X 39205 0 1850
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
GENERAL COMMUNICATION INC CL A COM 369385109 5556616 929200 X 642000 0 287200
GENERAL DYNAMICS CORP COM 369550108 5440806 98798 X 60525 0 38273
GENERAL DYNAMICS CORP COM 369550108 423488 7690 X 2665 0 5025
GENERAL ELECTRIC CO COM 369604103 642540764 25197677 X 23700144 600 1496933
GENERAL ELECTRIC CO COM 369604103 517875420 20308840 X 18947536 1550 1359754
GENERAL MARITIME CORP COM Y2692M103 425 50 X 50 0 0
GENERAL MILLS INC COM 370334104 23126509 507717 X 472473 0 35244
GENERAL MILLS INC COM 370334104 21861540 479946 X 432031 0 47915
GENERAL MOTORS CORP CL H COM 370442832 569498 50848 X 27181 0 23667
GENERAL MOTORS CORP CL H COM 370442832 325640 29075 X 28331 0 744
GENERAL MTRS CORP COM 370442105 10182019 302856 X 251490 0 51366
GENERAL MTRS CORP COM 370442105 5572549 165751 X 156652 0 9099
GENESCO INC COM 371532102 206190 14500 X 14500 0 0
GENESEE & WYOMING INC COM 371559105 3021105 194910 X 193410 0 1500
GENESEE CORP CL B COM 371601204 3139 499 X 499 0 0
GENESIS HEALTH VENTURE INC COM 37183F107 10402 700 X 700 0 0
GENESIS MICROCHIP INC DEL COM 37184C103 120295 9639 X 2000 0 7639
GENLYTE GROUP INC COM 372302109 33918 1030 X 1030 0 0
GENLYTE GROUP INC COM 372302109 49395 1500 X 0 0 1500
GENOME THERAPEUTICS CORP COM 372430108 153 100 X 100 0 0
GENTA INC COM 37245M207 7137 1000 X 1000 0 0
GENTA INC COM 37245M207 35685 5000 X 2000 0 3000
GENTEX CORP COM 371901109 1776690 69811 X 58800 0 11011
GENTEX CORP COM 371901109 1069613 42028 X 4603 0 37425
GENUINE PARTS CO 372460105 4163212 136454 X 83237 0 53217
GENUINE PARTS CO 372460105 2912363 95456 X 88526 0 6930
GENUS INC COM 372461103 67520 42200 X 10000 0 32200
GENZYME CORP ( GENERAL DIVISION COM) 372917104 9020026 247463 X 218473 0 28990
GENZYME CORP ( GENERAL DIVISION COM) 372917104 6527102 179070 X 166170 100 12800
GENZYME CORP BIOSURGERY DIVISION COM 372917708 575 487 X 484 0 3
GENZYME CORP BIOSURGERY DIVISION COM 372917708 344 291 X 291 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 79 54 X 54 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 353 242 X 242 0 0
GEORGIA GULF CORP COM 373200203 436821 21700 X 21700 0 0
GEORGIA-PACIFIC CORP COM 373298108 11420059 821587 X 657857 0 163730
GEORGIA-PACIFIC CORP COM 373298108 1788499 128669 X 121064 800 6805
GERBER SCIENTIFIC INC COM 373730100 6734215 1023437 X 685500 0 337937
GERBER SCIENTIFIC INC COM 373730100 5183112 787707 X 787707 0 0
GERON CORP COM 374163103 529 100 X 100 0 0
GERON CORP COM 374163103 54223 10250 X 10250 0 0
GETTY IMAGES INC COM 374276103 208833 7605 X 1300 0 6305
GETTY RLTY CORP NEW COM 374297109 38311 2040 X 2040 0 0
GEVITY HR INC COM 374393106 393773 56658 X 0 0 56658
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
GILAT SATELLITE NETWKS COM M51474100 125 500 X 500 0 0
GILAT SATELLITE NETWKS COM M51474100 2000 8000 X 8000 0 0
GILEAD SCIENCES INC COM 375558103 2788010 66397 X 43027 0 23370
GILEAD SCIENCES INC COM 375558103 416121 9910 X 9350 0 560
GILLETTE CO COM 375766102 71813937 2321071 X 2042737 0 278334
GILLETTE CO COM 375766102 43814536 1416113 X 1317839 600 97674
GLATFELTER 377316104 5384121 505077 X 395640 0 109437
GLATFELTER 377316104 25584 2400 X 2400 0 0
GLENBOROUGH REALTY TRUST INC COM 37803P105 287556 18600 X 18600 0 0
GLOBAL IMAGING SYS INC COM 37934A100 262700 14200 X 14200 0 0
GLOBAL PAYMENTS INC COM 37940X102 902995 29587 X 28380 0 1207
GLOBAL PAYMENTS INC COM 37940X102 692194 22680 X 420 0 22260
GLOBAL SANTAFE CORP COM G3930E101 339631 16447 X 13257 0 3190
GLOBAL SANTAFE CORP COM G3930E101 470304 22775 X 2075 0 20700
GLOBECOMM SYS INC COM 37956X103 16114 4810 X 4810 0 0
GLOBESPANVIRATA INC. COM 37957V106 13950 3100 X 0 0 3100
GLOBESPANVIRATA INC. COM 37957V106 959 213 X 213 0 0
GOAMERICA INC COM 38020R106 92 400 X 400 0 0
GOLD BANC CORP INC COM 379907108 11278 1401 X 1401 0 0
GOLDEN WEST FINANCIAL COM 381317106 4742561 65933 X 45520 0 20413
GOLDEN WEST FINANCIAL COM 381317106 360369 5010 X 4790 0 220
GOLDFIELD CORP 381370105 440 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 41671019 612089 X 570064 0 42025
GOLDMAN SACHS GROUP INC COM 38141G104 1290456 18955 X 10055 0 8900
GOODRICH CORPORATION COM 382388106 623983 44380 X 31524 0 12856
GOODRICH CORPORATION COM 382388106 45976 3270 X 2970 0 300
GOODRICH PETE CORP COM NEW 382410405 8750 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 129596 25067 X 18175 0 6892
GOODYEAR TIRE & RUBBER COM 382550101 30787 5955 X 5955 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 106070 26320 X 26320 0 0
GRACO INC COM 384109104 1631908 58075 X 57855 0 220
GRACO INC COM 384109104 115266 4102 X 4102 0 0
GRAFTECH INTL LTD COM 384313102 1671098 586350 X 384800 0 201550
GRAHAM CORP COM 384556106 14900 2000 X 2000 0 0
GRAINGER W W INC 384802104 2758341 64297 X 56579 0 7718
GRAINGER W W INC 384802104 1776060 41400 X 40345 0 1055
GRANITE BROADCASTING CORP COM 387241102 26860 17000 X 17000 0 0
GRANITE CONSTR INC 387328107 64370 4100 X 4100 0 0
GRANT PRIDECO INC COM 38821G101 17704 1468 X 668 0 800
GRAY TELEVISION INC COM 389375106 1346400 149600 X 148400 0 1200
GRAY TELEVISION INC COM 389375106 76500 8500 X 8500 0 0
GREAT AMERN FINL RES INC COM 389915109 9884 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 111198 25800 X 25800 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 1293 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
-----------------------
GREAT LAKES CHEMICAL 390568103 463514 20879 X 20726 0 153
GREAT LAKES CHEMICAL 390568103 193495 8716 X 7716 0 1000
GREAT PLAINS ENERGY INC COM 391164100 7270110 304571 X 187871 0 116700
GREAT PLAINS ENERGY INC COM 391164100 206094 8634 X 3634 0 5000
GREEN MOUNTAIN POWER CORP COM 393154109 98160 4857 X 4857 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 20210 1000 X 1000 0 0
GREENPOINT FINL CORP COM 395384100 4777866 106625 X 101200 0 5425
GREENPOINT FINL CORP COM 395384100 22853 510 X 400 0 110
GREIF BROS CORP CL A COM 397624107 13267406 737898 X 488098 0 249800
GREKA ENERGY CORP COM 397637109 1322 348 X 348 0 0
GREY WOLF INC COM 397888108 374300 95000 X 0 0 95000
GRIFFIN LD & NURSERIES INC CL A COM 398231100 1172 100 X 100 0 0
GRIFFON CORPORATION COM 398433102 285155 22105 X 22105 0 0
GRIFFON CORPORATION COM 398433102 10320 800 X 800 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 504826 23590 X 15100 0 8490
GROUP 1 AUTOMOTIVE INC COM 398905109 280340 13100 X 0 0 13100
GTC BIOTHERAPEUTICS INC COM 36238T104 114 75 X 75 0 0
GTECH HLDGS CORP COM 400518106 156768 4800 X 4200 0 600
GTECH HLDGS CORP COM 400518106 15742 482 X 482 0 0
GUIDANT CORP COM 401698105 18548663 512394 X 479128 0 33266
GUIDANT CORP COM 401698105 1317716 36401 X 32901 0 3500
GUILFORD PHARMACEUTICALS INC COM 401829106 370 100 X 0 0 100
GUITAR CENTER INC COM 402040109 32592 1600 X 0 0 1600
GULFMARK OFFSHORE INC COM 402629109 17600536 1308590 X 902990 0 405600
GULFMARK OFFSHORE INC COM 402629109 24210 1800 X 1800 0 0
GYMBOREE CORP COM 403777105 353440 23500 X 19500 0 4000
GYRODYNE CO AMER INC COM 403820103 232599 13747 X 0 0 13747
GTSI CORP COM 36238K103 42240 6400 X 6400 0 X
GALLAGHER (ARTHUR J.) & CO. COM 363576109 92063 3750 X 3750 0 X
GENERAL DYNAMICS CORP COM 369550108 897641 16300 X 16300 0 X
GENERAL ELECTRIC CO COM 369604103 3024300 118600 X 118600 0 X
GENERAL GROWTH PROPERTIES COM 370021107 304818 5650 X 5650 0 X
GENESEE & WYOMING COM 371559105 116250 7500 X 7500 0 X
GENESIS HEALTH VENTURES COM 37183F107 47552 3200 X 3200 0 X
GENTEX CORP COM 371901109 204792 8050 X 8050 0 X
GENLYTE GROUP INC COM 372302109 62833 1900 X 1900 0 X
GEORGIA PACIFIC CORP COM 373298108 1335095 96050 X 96050 0 X
GETTY REALTY CORPORATION COM 374297109 63852 3400 X 3400 0 X
GILEAD SCIENCES INC COM 375558103 174259 4150 X 4150 0 X
GILLETTE CO COM 375766102 1282463 41450 X 41450 0 X
GLATFELTER (P.H.) CO COM 377316104 29848 2800 X 2800 0 X
GOLDEN WEST FINANCIAL CORP COM 381317106 302106 4200 X 4200 0 X
GOLDMAN SACHS GROUP INC COM 38141G104 902060 13250 X 13250 0 X
GOODYS FAMILY CLOTHING INC COM 382588101 42718 10600 X 10600 0 X
W W GRAINGER INC 384802104 143715 3350 X 3350 0 X
GRAY TELEVISION INC COM 389375106 55800 6200 X 6200 0 X
GREENPOINT FINANCIAL CORP 395384100 129949 2900 X 2900 0 X
GREIF INC-CLA 397624107 53940 3000 X 3000 0 X
H J HEINZ CO COM 423074103 13696026 469042 X 429167 0 39875
H J HEINZ CO COM 423074103 6816156 233430 X 196089 0 37341
HAEMONETICS CORP MA COM 405024100 375820 17200 X 17200 0 0
HAGGAR CORP COM 405173105 45666 4300 X 4300 0 0
HAIN CELESTIAL GROUP INC COM 405217100 344508 22800 X 22800 0 0
HAIN CELESTIAL GROUP INC COM 405217100 17105 1132 X 632 0 500
HALLIBURTON CO COM NEW 406216101 11229524 541704 X 470301 0 71403
HALLIBURTON CO COM NEW 406216101 2578791 124399 X 121774 0 2625
HANCOCK FABRICS INC COM 409900107 176530 12700 X 12700 0 0
HANCOCK HOLDING CO COM 410120109 23683 550 X 550 0 0
HANDELMAN CO COM 410252100 52038 3540 X 3540 0 0
HANDELMAN CO COM 410252100 7571 515 X 0 0 515
HANDSPRING INC COM 410293104 6200 10000 X 10000 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 28575 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 4764420 280260 X 244171 0 36089
HANOVER COMPRESSOR COMPANY COM 410768105 4204922 646911 X 471611 0 175300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HARBOR FL BANCSHARES INC COM 411901101 81760 3500 X 0 0 3500
HARKEN ENERGY CORP COM 412552309 1874 5064 X 5064 0 0
HARLAND JOHN H CO COM 412693103 495802 20395 X 19700 0 695
HARLAND JOHN H CO COM 412693103 2431 100 X 100 0 0
HARLEY DAVIDSON INC COM 412822108 5249344 132192 X 105167 0 27025
HARLEY DAVIDSON INC COM 412822108 1394020 35105 X 35105 0 0
HARLEYSVILLE GROUP INC 412824104 29940 1200 X 0 0 1200
HARLEYSVILLE NATL CORP PA COM 412850109 68124 2800 X 2800 0 0
HARMAN INTL INDS INC NEW COM 413086109 3501959 59791 X 56600 0 3191
HARMAN INTL INDS INC NEW COM 413086109 1929882 32950 X 880 0 32070
HARMONIC INC COM 413160102 793386 238254 X 235416 0 2838
HARRAH'S ENTMT INC COM 413619107 2069957 57982 X 44047 0 13935
HARRAH'S ENTMT INC COM 413619107 230765 6464 X 6324 0 140
HARRIS & HARRIS GROUP INC 413833104 1405 500 X 500 0 0
HARRIS CORP COM 413875105 17859276 643114 X 635530 0 7584
HARRIS CORP COM 413875105 487475 17554 X 9754 0 7800
HARSCO CORP COM 415864107 572297 18770 X 16970 0 1800
HARSCO CORP COM 415864107 8080 265 X 0 0 265
HARTE-HANKS INC COM 416196103 34380 1800 X 1800 0 0
HARTE-HANKS INC COM 416196103 91680 4800 X 4800 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 16397569 464652 X 419176 0 45476
HARTFORD FINL SVCS GROUP INC COM 416515104 11104845 314674 X 287854 0 26820
HARTMARX CORP COM 417119104 39140 19000 X 19000 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 46121 9490 X 9490 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 8262 1700 X 1700 0 0
HASBRO INC 418056107 1052181 75751 X 26876 0 48875
HASBRO INC 418056107 17307 1246 X 1246 0 0
HAUPPAUGE DIGITAL INC COM 419131107 139 100 X 100 0 0
HAVERTY FURNITURE COS INC COM 419596101 191350 17800 X 14600 0 3200
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 1616093 39649 X 39649 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 161980 3974 X 3974 0 0
HCA INC COM 404119109 8342560 201706 X 141771 0 59935
HCA INC COM 404119109 579040 14000 X 9000 0 5000
HCC INS HLDGS INC COM 404132102 445255 17420 X 17420 0 0
HCC INS HLDGS INC COM 404132102 255600 10000 X 0 0 10000
HEADWATERS INC COM 42210P102 143310 10200 X 0 0 10200
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 1696130 89270 X 67170 0 22100
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 24320 1280 X 1280 0 0
HEALTH NET INC COM 42222G108 301430 11260 X 2800 0 8460
HEALTH NET INC COM 42222G108 36140 1350 X 1350 0 0
HEALTHSOUTH CORP COM 421924101 4770 68140 X 64190 0 3950
HEARST-ARGYLE TELEVISION INC COM 422317107 74484 3600 X 3600 0 0
HEARTLAND EXPRESS CO 422347104 3409763 177777 X 176577 0 1200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HECLA MINING COMPANY 422704106 2336 710 X 710 0 0
HEICO CORP NEW CL A 422806208 2784520 394408 X 391322 0 3086
HEIDRICK & STRUGGLES INTL INC COM 422819102 141520 12200 X 12200 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 9860 850 X 50 0 800
HELEN OF TROY CORP LTD COM G4388N106 7860 600 X 600 0 0
HELEN OF TROY CORP LTD COM G4388N106 8384 640 X 640 0 0
HELIX TECHNOLOGY CORP COM 423319102 561372 65200 X 64840 0 360
HELIX TECHNOLOGY CORP COM 423319102 47510 5518 X 240 0 5278
HELMERICH & PAYNE INC COM 423452101 38430 1500 X 1500 0 0
HELMERICH & PAYNE INC COM 423452101 15372 600 X 200 0 400
HENRY JACK & ASSOC INC COM 426281101 5145681 485900 X 389500 0 96400
HENRY SCHEIN INC COM 806407102 42845 950 X 300 0 650
HENRY SCHEIN INC COM 806407102 1451318 32180 X 0 0 32180
HERCULES INC COM 427056106 150649 17316 X 12497 0 4819
HERCULES INC COM 427056106 128760 14800 X 14800 0 0
HERLEY INDS INC DEL COM 427398102 57758 3360 X 3360 0 0
HERSHEY FOODS CORP COM 427866108 18893494 301524 X 294296 0 7228
HERSHEY FOODS CORP COM 427866108 5349598 85375 X 84175 0 1200
HEWITT & ASSOCIATES INC CL A COM 42822Q100 2940 100 X 0 0 100
HEWITT & ASSOCIATES INC CL A COM 42822Q100 16464 560 X 560 0 0
HEWLETT PACKARD CO COM 428236103 40586744 2610080 X 2162672 0 447408
HEWLETT PACKARD CO COM 428236103 29994659 1928917 X 1870364 1200 57353
HEXCEL CORP COM NEW 428291108 3347 1150 X 0 0 1150
HI/FN INC COM 428358105 2380 500 X 500 0 0
HIBBETT SPORTING GOODS INC COM 428565105 158278 6400 X 0 0 6400
HIBERNIA CORP CLASS A VOTING COM 428656102 158152 9325 X 1225 0 8100
HICKORY TECH CORP COM 429060106 75356 8400 X 0 0 8400
HILB ROGAL & HAMILTON CO COM 431294107 4539172 145300 X 141600 0 3700
HILB ROGAL & HAMILTON CO COM 431294107 156200 5000 X 5000 0 0
HILFIGER TOMMY CORP G8915Z102 3414801 472310 X 453210 0 19100
HILFIGER TOMMY CORP G8915Z102 9110 1260 X 250 0 1010
HILLENBRAND INDS INC COM 431573104 927785 18199 X 16304 0 1895
HILLENBRAND INDS INC COM 431573104 518467 10170 X 1860 0 8310
HILTON HOTELS CORP COM 432848109 2856025 245997 X 62392 0 183605
HILTON HOTELS CORP COM 432848109 442922 38150 X 0 0 38150
HISPANIC BROADCASTING CORP COM 43357B104 970772 46988 X 42400 0 4588
HISPANIC BROADCASTING CORP COM 43357B104 42663 2065 X 1400 0 665
HMS HOLDINGS CORP COM 40425J101 1677536 748900 X 477400 0 271500
HOLLINGER INTL INC CL A COM 435569108 27650 3500 X 3500 0 0
HOLLYWOOD ENTMT CORP COM 436141105 33259 2080 X 2080 0 0
HOLLYWOOD ENTMT CORP COM 436141105 1442298 90200 X 0 0 90200
HOLOGIC INC 436440101 112804 13100 X 13100 0 0
HOLOGIC INC 436440101 8869 1030 X 500 0 530
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
HOME DEPOT INC COM 437076102 168257930 6907140 X 6560044 0 347096
HOME DEPOT INC COM 437076102 51000315 2093609 X 1954080 1050 138479
HON INDS INC COM 438092108 176700 6200 X 0 0 6200
HON INDS INC COM 438092108 236550 8300 X 0 0 8300
HONEYWELL INTL INC COM 438516106 31389374 1469540 X 1357748 0 111792
HONEYWELL INTL INC COM 438516106 4877556 228350 X 218776 0 9574
HOOPER HOLMES INC COM 439104100 2260000 452000 X 449000 0 3000
HORACE MANN EDUCATORS CORP NEW COM 440327104 6208817 473233 X 313333 0 159900
HORIZON OFFSHORE INC COM 44043J105 13600 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 59892 4600 X 4600 0 0
HORMEL FOODS CORPORATION 440452100 438642 20720 X 20720 0 0
HORMEL FOODS CORPORATION 440452100 4043 191 X 191 0 0
HOST MARRIOTT CORP COM 44107P104 709487 102527 X 9227 0 93300
HOST MARRIOTT CORP COM 44107P104 43644 6307 X 5607 0 700
HOT TOPIC INC COM 441339108 498834 21400 X 21400 0 0
HOUSEHOLD INTERNATIONAL COM 441815107 3261730 115337 X 82944 0 32393
HOUSEHOLD INTERNATIONAL COM 441815107 1533540 54227 X 54227 0 0
HOUSTON EXPLORATION COMPANY COM 442120101 12684600 469800 X 309100 0 160700
HPSC INC COM 404264103 7020 1000 X 1000 0 0
HUBBELL INC CL B COM 443510201 1126894 36003 X 31503 0 4500
HUBBELL INC CL B COM 443510201 1506782 48140 X 23746 0 24394
HUBBELL INC CLASS A COM 443510102 121160 4000 X 0 0 4000
HUBBELL INC CLASS A COM 443510102 27503 908 X 908 0 0
HUDSON CITY BANCORP INC COM 443683107 242880 12000 X 11000 0 1000
HUDSON RIVER BANCORP COM 444128102 197628 8600 X 6000 0 2600
HUDSON RIVER BANCORP COM 444128102 252780 11000 X 11000 0 0
HUDSON UNITED BANCORP COM 444165104 1079294 35042 X 35042 0 0
HUDSON UNITED BANCORP COM 444165104 2689364 87317 X 87317 0 0
HUFFY CORPORATION COM 444356109 48216 9800 X 9800 0 0
HUFFY CORPORATION COM 444356109 5535 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 412233 17700 X 15900 0 1800
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 69850 5000 X 5000 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 2794 200 X 200 0 0
HUMAN GENOME SCIENCES INC COM 444903108 97034 11349 X 11149 0 200
HUMAN GENOME SCIENCES INC COM 444903108 10688 1250 X 750 0 500
HUMANA INC COM 444859102 773290 80551 X 28414 0 52137
HUMANA INC COM 444859102 124800 13000 X 13000 0 0
HUNT J B TRANS SVCS INC COM 445658107 6843064 254200 X 206500 0 47700
HUNTINGTON BANCSHARES INC 446150104 772006 41528 X 39667 0 1861
HUNTINGTON BANCSHARES INC 446150104 245035 13181 X 13181 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 447432 18100 X 18100 0 0
HUTTIG BLDG PRODS INC COM 448451104 4619 2264 X 2264 0 0
HYDRIL CO COM 448774109 377349 15100 X 15100 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
-----------------------
HYPERCOM CORP COM 44913M105 3544500 945200 X 661900 0 283300
HYPERION SOLUTIONS CORP COM 44914M104 2218875 91500 X 91000 0 500
HCA INC 404119109 963688 23300 X 23300 0 X
HALLIBURTON CO 406216101 1484268 71600 X 71600 0 X
HANCOCK HOLDING COMPANY 410120109 43020 1000 X 1000 0 X
HANDLEMAN CO 410252100 99960 6800 X 6800 0 X
HARMAN INTERNATIONAL INC NEW 413086109 76141 1300 X 1300 0 X
HARMONIC INC 413160102 52947 15900 X 15900 0 X
HARRAH'S ENTERTAINMENT INC 413619107 96390 2700 X 2700 0 X
HARRIS CORP 413875105 327686 11800 X 11800 0 X
HARSCO CORP 415864107 125009 4100 X 4100 0 X
HARVEST NATURAL RESOURCES 41754V103 84078 17300 X 17300 0 X
HEARTLAND EXPRESS INC 422347104 88228 4600 X 4600 0 X
H J HEINZ CO 423074103 230680 7900 X 7900 0 X
HELIX TECHNOLOGY CORP 423319102 37884 4400 X 4400 0 X
HENRY JACK & ASSOCIATES 426281101 90015 8500 X 8500 0 X
HERLEY INDUSTRIES INC 427398102 87669 5100 X 5100 0 X
HILB ROGAL AND HAMILTON CO 431294107 143704 4600 X 4600 0 X
HILLENBRAND INDUSTRIES 431573104 117254 2300 X 2300 0 X
HILTON HOTELS CORP 432848109 165443 14250 X 14250 0 X
HISPANIC BROADCASTING CORP 43357B104 170445 8250 X 8250 0 X
HONEYWELL INTERNATIONAL INC 438516106 1490928 69800 X 69800 0 X
HOOPER HOLMES INC 439104100 62000 12400 X 12400 0 X
HORMEL FOODS CORP 440452100 31755 1500 X 1500 0 X
HOST MARRIOTT CORP 44107P104 56744 8200 X 8200 0 X
HUMANA INC 444859102 66240 6900 X 6900 0 X
HUNT (JB) TRANSPRT SVCS INC 445658107 72684 2700 X 2700 0 X
HUTCHINSON TECHNOLOGY 448407106 44496 1800 X 1800 0 X
HYPERION SOLUTIONS CORP 44914M104 67900 2800 X 2800 0 X
I-MANY INC COM 44973Q103 35250 47000 X 47000 0 0
IBIS TECHNOLOGY CORP COM 450909106 9 2 X 2 0 0
ICN PHARMACEUTICALS INC COM 448924100 9851056 1105618 X 776679 0 328939
ICN PHARMACEUTICALS INC COM 448924100 11583 1300 X 1300 0 0
ICOS CORP COM 449295104 78676 4205 X 4205 0 0
ICOS CORP COM 449295104 9355 500 X 500 0 0
ICU MED INC COM 44930G107 537738 19547 X 9500 0 10047
IDACORP INC COM 451107106 5944849 260739 X 211039 0 49700
IDACORP INC COM 451107106 298498 13092 X 9105 0 3987
IDEC PHARMACEUTICALS CORP COM 449370105 121823 3560 X 1040 0 2520
IDEC PHARMACEUTICALS CORP COM 449370105 127470 3725 X 3725 0 0
IDENTIX INC COM 451906101 4500 1000 X 1000 0 0
IDEX CORP COM 45167R104 832300 28700 X 21800 0 6900
IDEX CORP COM 45167R104 195750 6750 X 0 0 6750
IDEXX LABS CORP 45168D104 1029867 29450 X 16250 0 13200
IDT CORP CL B COM 448947309 165990 11000 X 1700 0 9300
IDT CORP COM 448947101 80892 5400 X 5400 0 0
IGEN INTL INC COM 449536101 17695 500 X 500 0 0
IGEN INTL INC COM 449536101 38929 1100 X 1100 0 0
IHOP CORP COM 449623107 317814 14100 X 14100 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 88040 12400 X 3200 0 9200
IKON OFFICE SOLUTIONS INC COM 451713101 56800 8000 X 8000 0 0
ILEX ONCOLOGY INC COM 451923106 2176795 235075 X 217300 0 17775
ILLINOIS TOOL WORKS INC COM 452308109 94340816 1622370 X 1554382 0 67988
ILLINOIS TOOL WORKS INC COM 452308109 26173373 450101 X 412664 50 37387
IMAGISTICS INTL INC COM 45247T104 306802 16477 X 16477 0 0
IMAGISTICS INTL INC COM 45247T104 104849 5631 X 4788 0 843
IMATION CORP COM 45245A107 108199 2907 X 1552 0 1355
IMATION CORP COM 45245A107 111995 3009 X 2357 0 652
IMC GLOBAL INC COM 449669100 44252 4600 X 200 0 4400
IMCLONE SYS INC COM 45245W109 3308 200 X 200 0 0
IMCLONE SYS INC COM 45245W109 8270 500 X 0 0 500
IMCO RECYCLING INC 449681105 121920 19200 X 16000 0 3200
IMMUNE RESPONSE CORP COM 45252T205 300 250 X 250 0 0
IMMUNOMEDICS INC COM 452907108 41230 15500 X 15500 0 0
IMPAC MORTGAGE HOLDINGS INC COM 45254P102 2598 200 X 200 0 0
IMPATH INC COM 45255G101 191132 14200 X 10900 0 3300
IMPCO TECHNOLOGIES INC COM 45255W106 1005 500 X 500 0 0
IMS HEALTH INC COM 449934108 6273659 401900 X 360307 0 41593
IMS HEALTH INC COM 449934108 2134808 136759 X 126358 0 10401
INAMED CORP COM 453235103 525819 14700 X 14700 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
-----------------------
INCYTE CORPORATION 45337C102 5980 2000 X 0 0 2000
INDEPENDENCE CMNTY BK CORP COM 453414104 131986 4990 X 2100 0 2890
INDEPENDENT BK CORP MA COM 453836108 2001 100 X 100 0 0
INDEPENDENT BK CORP MA COM 453836108 20010 1000 X 0 0 1000
INFOCUS CORP COM 45665B106 17636 3570 X 3570 0 0
INFORMATION HLDGS INC COM 456727106 305498 18975 X 14600 0 4375
INFOSPACE INC COM 45678T201 10559 975 X 845 0 130
INFOSPACE INC COM 45678T201 866 80 X 80 0 0
INFOUSA INC NEW COM 456818301 2711558 564908 X 404408 0 160500
INGLES MKTS INC CL A 457030104 2508785 262700 X 181900 0 80800
INGLES MKTS INC CL A 457030104 1910 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 301671 27350 X 0 0 27350
INGRAM MICRO CL A COM 457153104 62044 5625 X 5375 0 250
INKINE PHARMACEUTICAL INC COM 457214104 9000 5000 X 5000 0 0
INNOVEX INC COM 457647105 130449 20100 X 500 0 19600
INPUT/OUTPUT INC COM 457652105 123120 34200 X 15800 0 18400
INSIGHT COMMUNICATIONS INC COM 45768V108 568581 47580 X 47580 0 0
INSIGHT ENTERPRISES INC COM 45765U103 217493 30850 X 30850 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 239410 17800 X 17800 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 3094 230 X 230 0 0
INSPIRE PHARMACEUTICALS INC COM 457733103 579790 37000 X 0 0 37000
INSURANCE AUTO AUCTIONS INC COM 457875102 90200 8200 X 8200 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 5379700 233900 X 232200 0 1700
INTEGRAL SYSTEMS INC /MD COM 45810H107 7217710 340458 X 218758 0 121700
INTEGRATED CIRCUIT SYS INC COM 45811K208 1722438 79375 X 67400 0 11975
INTEGRATED CIRCUIT SYS INC COM 45811K208 634725 29250 X 0 0 29250
INTEGRATED DEFENSE TECHNOLOGIES COM 45819B101 945720 66600 X 66000 0 600
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 42876 5400 X 5400 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 6352 800 X 800 0 0
INTEL CORP COM 458140100 188502197 11578759 X 10652915 0 925844
INTEL CORP COM 458140100 85176146 5231950 X 4867618 2000 362332
INTER PARFUMS INC COM 458334109 10364 1410 X 1410 0 0
INTER TEL INC COM 458372109 247665 16500 X 16500 0 0
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 447667 26210 X 26210 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 11317 500 X 500 0 0
INTERFACE INC COM 458665106 113190 34300 X 15700 0 18600
INTERGRAPH CORP COM 458683109 5501982 317300 X 237500 0 79800
INTERGRAPH CORP COM 458683109 5549 320 X 0 0 320
INTERLAND INC COM 458727104 6659 10090 X 10090 0 0
INTERMAGNETICS GEN CORP COM 458771102 256842 14397 X 11097 0 3300
INTERMET CORP 45881K104 68068 18700 X 9000 0 9700
INTERMUNE INC COM 45884X103 2533104 118591 X 98991 0 19600
INTERNAP NETWORK SERVICES COM 45885A102 160 400 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
-----------------------
INTERNATIONAL ALUM CORP 458884103 15428 850 X 850 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 317048412 4042438 X 3753876 0 288562
INTERNATIONAL BUSINESS MACHS CORP 459200101 174819764 2228991 X 2035946 422 192623
INTERNATIONAL GAME TECH COM 459902102 10078696 123061 X 116711 0 6350
INTERNATIONAL GAME TECH COM 459902102 357084 4360 X 780 0 3580
INTERNATIONAL MULTIFOODS CORP COM 460043102 255990 13250 X 13250 0 0
INTERNATIONAL PAPER CO COM 460146103 20580110 608879 X 463986 0 144893
INTERNATIONAL PAPER CO COM 460146103 5491452 162469 X 137207 0 25262
INTERNATIONAL RECTIFIER CORP COM 460254105 427429 21730 X 12700 0 9030
INTERNATIONAL RECTIFIER CORP COM 460254105 1967 100 X 100 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 150225 3750 X 550 0 3200
INTERNET CAP GROUP INC COM 46059C106 290 1000 X 1000 0 0
INTERNET CAP GROUP INC COM 46059C106 174 600 X 600 0 0
INTERNET INITIATIVE JAPAN COM 46059T109 1018 550 X 550 0 0
INTERNET PICTURES CORP NEW COM 46059S200 45 40 X 40 0 0
INTERNET SEC SYS INC COM 46060X107 11322 1139 X 1139 0 0
INTERPOOL INC COM 46062R108 134500 10000 X 0 0 10000
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 6663059 716458 X 653024 0 63434
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 1754492 188655 X 185533 0 3122
INTERSIL CORP 46069S109 5160318 331640 X 311320 0 20320
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 347 33 X 33 0 0
INTERTAN INC COM 461120107 6246883 1329124 X 906974 0 422150
INTERWOVEN INC COM 46114T102 91000 50000 X 50000 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 2949042 94855 X 77544 0 17311
INTL FLAVORS & FRAGRANCES COM 459506101 3052883 98195 X 96375 0 1820
INTUIT INC COM 461202103 4228003 113656 X 86148 0 27508
INTUIT INC COM 461202103 701592 18860 X 7065 0 11795
INTUITIVE SURGICAL INC COM 46120E107 19380 3000 X 3000 0 0
INTUITIVE SURGICAL INC COM 46120E107 3230 500 X 500 0 0
INVACARE CORP COM 461203101 32173333 1021700 X 677400 0 344300
INVERESK RESEARCH GROUP INC COM 461238107 17460 1200 X 0 0 1200
INVERNESS MED INNOVATIONS INC COM 46126P106 60030 3000 X 3000 0 0
INVESTORS FINL SERVICES CORP COM 461915100 7786 320 X 320 0 0
INVESTORS FINL SERVICES CORP COM 461915100 360814 14830 X 14830 0 0
INVISION TECHNOLOGIES INC COM 461851107 270764 12050 X 12050 0 0
INVITROGEN CORP COM 46185R100 3193300 104254 X 78439 0 25815
INVITROGEN CORP COM 46185R100 14464160 472222 X 56527 0 415695
IOMEGA CORP COM 462030305 81141 7310 X 7310 0 0
IOMEGA CORP COM 462030305 7659 690 X 0 0 690
ION NETWORKS INC COM 46205P100 11 200 X 200 0 0
IONICS INC COM 462218108 201910 12200 X 12200 0 0
IONICS INC COM 462218108 140890 8513 X 8513 0 0
IRON MOUNTAIN INC COM 462846106 74588 1950 X 1950 0 0
IRON MOUNTAIN INC COM 462846106 1607380 42023 X 42023 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
-----------------------
IRWIN FINL CORP COM 464119106 362514 18600 X 18600 0 0
ISIS PHARMACEUTICALS COM 464330109 537 150 X 150 0 0
ITRON INC COM 465741106 4879320 292000 X 288800 0 3200
ITT EDL SVCS INC COM 45068B109 1136800 40600 X 30200 0 10400
ITT INDUSTRIES, INC COM 450911102 3027813 56690 X 52268 0 4422
ITT INDUSTRIES, INC COM 450911102 3049818 57102 X 51751 0 5351
IVAX CORP 465823102 42814 3495 X 3495 0 0
IVAX CORP 465823102 16072 1312 X 0 0 1312
IVILLAGE COM 46588H105 19200 30967 X 30967 0 0
I2 TECHNOLOGIES INC COM 465754109 3634 4600 X 4600 0 0
I2 TECHNOLOGIES INC COM 465754109 825 1044 X 1044 0 0
I3 MOBILE INC COM 465713105 185 500 X 500 0 0
ICN PHARMACEUTICALS 448924100 24422 2741 X 2741 0 -
ISTAR FINANCIAL INC 45031U101 271281 9300 X 9300 0 X
ILEX ONCOLOGY INC 451923106 82414 8900 X 8900 0 X
IMATION CORP 45245A107 55830 1500 X 1500 0 X
IMGGISTICS INTL INC 45247T104 111720 6000 X 6000 0 X
INFOCUS CORP 45665B106 1976 400 X 400 0 X
INTERGRA LIFE SCIENCE HOLDINGS 457985208 225400 9800 X 9800 0 X
INTERGRATED CIRCUIT SYSTEMS 45811K208 45570 2100 X 2100 0 X
INTEL CORP 458140100 1524622 93650 X 93650 0 X
INTER PARFUMS INC 458334109 24255 3300 X 3300 0 X
INTERGRAPH CORP 458683109 58956 3400 X 3400 0 X
INTERLAND INC 458727104 11484 17400 X 17400 0 X
INTERMUNE INC 45884X103 75075 3500 X 3500 0 X
INTL BUSINESS MACHINES CORP 459200101 1345075 17150 X 17150 0 X
INTERNATIONAL FLAVORS FRAG INC 459506101 195867 6300 X 6300 0 X
INTERNATIONAL GAME TECH 459902102 147420 1800 X 1800 0 X
INTERNATIONAL PAPER CO 460146103 652340 19300 X 19300 0 X
INTERPUBLIC GROUP COS INC 460690100 702150 75500 X 75500 0 X
INTERSIL HOLDING CORP 46069S109 188276 12100 X 12100 0 X
INTUIT INC 461202103 665880 17900 X 17900 0 X
IOMEGA CORP 462030305 108780 9800 X 9800 0 X
ITRON INC 465741106 180468 10800 X 10800 0 X
J & J SNACK FOODS CORP COM 466032109 181920 6000 X 6000 0 0
J D EDWARDS & CO COM 281667105 78037 7075 X 1900 0 5175
J D EDWARDS & CO COM 281667105 445722 40410 X 660 0 39750
J M SMUCKER CO COM 832696405 773886 22130 X 21832 0 298
J M SMUCKER CO COM 832696405 1288610 36849 X 31897 1 4951
J P MORGAN CHASE & CO COM 46625H100 150577373 6350796 X 6123931 0 226865
J P MORGAN CHASE & CO COM 46625H100 77151700 3253973 X 3005610 1040 247323
J. JILL GROUP INC COM 466189107 151960 13100 X 13100 0 0
J.C. PENNEY CO INC (HOLDING CO) 708160106 3442067 175258 X 109696 0 65562
J.C. PENNEY CO INC (HOLDING CO) 708160106 402266 20482 X 20034 0 448
JABIL CIRCUIT INC COM 466313103 4880663 278895 X 265622 0 13273
JABIL CIRCUIT INC COM 466313103 131145 7494 X 6374 0 1120
JACK IN THE BOX INC COM 466367109 11806633 651940 X 456040 0 195900
JACOBS ENGR GROUP INC COM 469814107 510632 12155 X 8300 0 3855
JACOBS ENGR GROUP INC COM 469814107 2208886 52580 X 4650 0 47930
JAKKS PAC INC COM 47012E106 204610 19750 X 19750 0 0
JAKKS PAC INC COM 47012E106 5076 490 X 0 0 490
JANUS CAPITAL GROUP INC COM 47102X105 1212796 106479 X 103903 0 2576
JANUS CAPITAL GROUP INC COM 47102X105 513176 45055 X 44320 0 735
JARDEN CORP COM 471109108 13657800 525300 X 441529 0 83771
JDA SOFTWARE GROUP INC COM 46612K108 192090 19000 X 19000 0 0
JDS UNIPHASE CORP COM 46612J101 1517084 532310 X 441660 0 90650
JDS UNIPHASE CORP COM 46612J101 193612 67934 X 58684 200 9050
JEFFERIES GROUP INC NEW COM 472319102 647100 18000 X 18000 0 0
JEFFERIES GROUP INC NEW COM 472319102 89875 2500 X 2500 0 0
JEFFERSON PILOT CORP COM 475070108 1253717 32581 X 19493 0 13088
JEFFERSON PILOT CORP COM 475070108 2132562 55420 X 51370 0 4050
JETBLUE AIRWAYS CORP COM 477143101 411216 14840 X 2700 0 12140
JETBLUE AIRWAYS CORP COM 477143101 13855 500 X 300 0 200
JLG INDUSTRIES INC COM 466210101 159536 33800 X 28800 0 5000
JMAR TECHNOLOGIES INC COM 466212107 970 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
-----------------------
JO-ANN STORES INC CL A COM 47758P109 262000 13100 X 13100 0 0
JOHN HANCOCK FINL SVCS COM 41014S106 7227884 260183 X 239947 0 20236
JOHN HANCOCK FINL SVCS COM 41014S106 337777 12159 X 12159 0 0
JOHNSON & JOHNSON COM 478160104 424458626 7334692 X 6900148 0 434544
JOHNSON & JOHNSON COM 478160104 229582443 3967210 X 3681480 1000 284730
JOHNSON CONTROLS INC COM 478366107 3308190 45668 X 32328 0 13340
JOHNSON CONTROLS INC COM 478366107 1003004 13846 X 11556 0 2290
JOHNSON OUTDOORS INC CL A COM 479167108 16732 1880 X 1880 0 0
JONES APPAREL GROUP INC COM 480074103 13239309 482658 X 455213 0 27445
JONES APPAREL GROUP INC COM 480074103 783538 28565 X 27873 0 692
JOURNAL REGISTER CO COM 481138105 10500406 688100 X 461200 0 226900
JOURNAL REGISTER CO COM 481138105 593614 38900 X 22500 0 16400
JUNIPER NETWORKS INC COM 48203R104 206333 25255 X 10735 0 14520
JUNIPER NETWORKS INC COM 48203R104 2860 350 X 300 0 50
J P MORGAN CHASE & CO COM 46625H100 2067512 87200 X 87200 0 X
JABIL CIRCUIT INC COM 466313103 168000 9600 X 9600 0 X
JACK IN THE BOX INC COM 466367109 36220 2000 X 2000 0 X
JAKKS PACIFIC INC COM 47012E106 68376 6600 X 6600 0 X
JARDEN CORP COM 471109108 288600 11100 X 11100 0 X
JOHNSON & JOHNSON COM 478160104 3070004 53050 X 53050 0 X
JOHNSON CONTROLS INC COM 478366107 108660 1500 X 1500 0 X
JOHNSON OUTDOORS INC CL A COM 479167108 25810 2900 X 2900 0 X
K TRON INTL INC COM 482730108 2303977 145637 X 110197 0 35440
K-SWISS COM 482686102 304045 11900 X 11900 0 0
KADANT INC COM 48282T104 101257 6178 X 6178 0 0
KADANT INC COM 48282T104 103929 6341 X 1499 0 4842
KAMAN CORP CL A COM 483548103 1815657 185650 X 145850 0 39800
KAMAN CORP CL A COM 483548103 57702 5900 X 100 0 5800
KANA SOFTWARE INC COM NEW 483600300 125820 31455 X 31455 0 0
KANEB SERVICES LLC CL WI COM 484173109 10540 500 X 500 0 0
KANEB SERVICES LLC CL WI COM 484173109 96336 4570 X 4570 0 0
KANSAS CITY LIFE INS CO COM 484836101 16241 380 X 380 0 0
KANSAS CITY LIFE INS CO COM 484836101 46159 1080 X 1080 0 0
KANSAS CITY SOUTHERN INC COM 485170302 4642314 413385 X 315160 0 98225
KANSAS CITY SOUTHERN INC COM 485170302 158118 14080 X 14080 0 0
KATY INDUSTRIES INC COM 486026107 5460 2000 X 2000 0 0
KAYDON CORP COM 486587108 594712 31600 X 20100 0 11500
KAYDON CORP COM 486587108 75280 4000 X 0 0 4000
KB HOME COM 48666K109 2527838 55618 X 49226 0 6392
KB HOME COM 48666K109 48541 1068 X 1068 0 0
KCS ENERGY INC 482434206 5880 2000 X 0 0 2000
KEANE INC COM 486665102 22904 2800 X 2800 0 0
KEANE INC COM 486665102 7853 960 X 960 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 5425971 501940 X 381695 0 120245
KEITHLEY INSTRUMENTS INC COM 487584104 108 10 X 10 0 0
KELLOGG CO COM 487836108 5366692 175096 X 117871 0 57225
KELLOGG CO COM 487836108 7550474 246345 X 241945 0 4400
KELLWOOD CO COM 488044108 611213 21120 X 12720 0 8400
KEMET CORP COM 488360108 56940 7300 X 4000 0 3300
KEMET CORP COM 488360108 27300 3500 X 3500 0 0
KENNAMETAL INC COM 489170100 42195 1500 X 800 0 700
KENNAMETAL INC COM 489170100 985 35 X 35 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
-----------------------
KENSEY NASH CORP COM 490057106 5120 250 X 250 0 0
KERR-MCGEE CORP COM 492386107 25545355 629041 X 602834 0 26207
KERR-MCGEE CORP COM 492386107 1377207 33913 X 32775 0 1138
KEY ENERGY SERVICES INC COM 492914106 3150000 312500 X 308900 0 3600
KEY TECHNOLOGY INC COM 493143101 2885448 501817 X 344102 0 157715
KEYCORP NEW COM 493267108 2317183 102712 X 73771 0 28941
KEYCORP NEW COM 493267108 4667822 206907 X 194071 0 12836
KEYSPAN CORP COM 49337W100 1812934 56215 X 37215 0 19000
KEYSPAN CORP COM 49337W100 377841 11716 X 9020 0 2696
KEYSTONE PPTY TR CORP COM 493596100 78432 4560 X 1990 0 2570
KFORCE INC COM 493732101 6780256 2511206 X 1674961 0 836245
KFORCE INC COM 493732101 6750 2500 X 2500 0 0
KIMBALL INTL INC CL B COM 494274103 3781985 271110 X 199710 0 71400
KIMBERLY CLARK CORP COM 494368103 45336940 997293 X 910193 0 87100
KIMBERLY CLARK CORP COM 494368103 21142855 465087 X 444162 0 20925
KINDER MORGAN INC COM 49455P101 805500 17900 X 17600 0 300
KINDER MORGAN INC COM 49455P101 143100 3180 X 3180 0 0
KINDER MORGAN MGMT LLC COM 49455U100 1170035 36168 X 0 0 36168
KINDRED HEALTHCARE INC COM 494580103 17080 1510 X 1510 0 0
KING PHARMACEUTICALS COM 495582108 541467 45387 X 28712 0 16675
KING PHARMACEUTICALS COM 495582108 112858 9460 X 9460 0 0
KIRBY CORP COM 497266106 396060 16100 X 15200 0 900
KLA-TENCOR CORP COM 482480100 11873763 330359 X 311599 0 18760
KNIGHT RIDDER INC COM 499040103 9535559 163001 X 153690 0 9311
KNIGHT RIDDER INC COM 499040103 1948401 33306 X 32076 0 1230
KNIGHT TRADING GROUP INC COM 499063105 3120 800 X 800 0 0
KNIGHT TRADING GROUP INC COM 499063105 1950 500 X 500 0 0
KNIGHT TRANSN INC COM 499064103 736465 37403 X 24900 0 12503
KOHLS CORP COM 500255104 19258135 340370 X 323555 0 16815
KOHLS CORP COM 500255104 2496593 44125 X 3250 0 40875
KOPIN CORP COM 500600101 656586 130275 X 126975 0 3300
KOPIN CORP COM 500600101 132048 26200 X 6200 0 20000
KORN/FERRY INTERNATIONAL COM 500643200 983 150 X 0 0 150
KOSAN BIOSCIENCES INC COM 50064W107 16110 3612 X 3612 0 0
KRAFT FOODS INC COM 50075N104 91027203 3227915 X 3048853 0 179062
KRAFT FOODS INC COM 50075N104 13991881 496166 X 435241 450 60475
KRAMONT RLTY TR COM 50075Q107 142500 9500 X 9500 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 89390 2640 X 1540 0 1100
KRISPY KREME DOUGHNUTS INC COM 501014104 931997 27525 X 12475 0 15050
KROGER CO COM 501044101 7534766 572986 X 495743 0 77243
KROGER CO COM 501044101 207376 15770 X 15370 0 400
KROLL INC COM 501049100 2706224 126400 X 125600 0 800
KRONOS INC COM 501052104 676535 19302 X 14302 0 5000
KRONOS INC COM 501052104 87625 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 157700 33200 X 33200 0 0
KULICKE & SOFFA INDS INC COM 501242101 66025 13900 X 0 0 13900
KYPHON INC COM 501577100 370119 42150 X 0 0 42150
K2 INC COM 482732104 142743 18490 X 18490 0 0
KT CORP-SP ADR COM 48268K101 156247 9100 X 9100 0 X
KADANT INC COM 48282T104 86867 5300 X 5300 0 X
KANSAS CITY LIFE INSURANCE CO COM 484836101 25644 600 X 600 0 X
KANSAS CITY SOUTHN INDS COM 485170302 47166 4200 X 4200 0 X
KELLWOOD CO COM 488044108 127336 4400 X 4400 0 X
KEY ENERGY SERVICES INC COM 492914106 151200 15000 X 15000 0 X
KEYSTONE PROPERTY TRUST COM 493596100 60200 3500 X 3500 0 X
KIMBALL INTERNATIONAL CL B COM 494274103 94867 6800 X 6800 0 X
KIMCO REALTY CORP COM 49446R109 158040 4500 X 4500 0 X
KINDRED HEALTHCARE INC COM 494580103 29409 2600 X 2600 0 X
KNIGHT RIDDER INC COM 499040103 245700 4200 X 4200 0 X
KOHLS CORP COM 500255104 1836021 32450 X 32450 0 X
KRAFT FOODS COM 50075N104 1401540 49700 X 49700 0 X
KROLL INC COM 501049100 92063 4300 X 4300 0 X
L-3 COMM HLDGS INC COM 502424104 19343823 481549 X 447775 0 33774
L-3 COMM HLDGS INC COM 502424104 144652 3601 X 2601 0 1000
LA-Z-BOY INC COM 505336107 656657 38001 X 26301 0 11700
LABOR READY INC COM 505401208 156750 27500 X 27500 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 2156593 72735 X 28800 0 43935
LABORATORY CORP AMER HLDGS COM 50540R409 67691 2283 X 1583 0 700
LABRANCHE & CO INC COM 505447102 146121 7950 X 7950 0 0
LACLEDE GROUP INC COM 505597104 294640 12700 X 12700 0 0
LACLEDE GROUP INC COM 505597104 122310 5272 X 5272 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 8736 145597 X 145597 0 0
LADISH COMPANY INC COM 505754200 2363262 531070 X 405170 0 125900
LAFARGE NORTH AMERICA COM 505862102 11620 400 X 0 0 400
LAKELAND BANCORP INC COM 511637100 41102 2585 X 2585 0 0
LAKELAND FINL CORP COM 511656100 10000 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 19361 1700 X 600 0 1100
LAM RESEARCH CORPORATION COM 512807108 6833 600 X 600 0 0
LAMAR ADVERTISING COM CL A 512815101 217351 7408 X 1515 0 5893
LAMAR ADVERTISING COM CL A 512815101 1514237 51610 X 1710 0 49900
LANCASTER COLONY CORP COM 513847103 251800 6566 X 6566 0 0
LANCE INC COM 514606102 156975 19500 X 19500 0 0
LANDAMERICA FINL GROUP INC COM 514936103 634013 15950 X 12200 0 3750
LANDAUER INC 51476K103 121110 3300 X 1000 0 2300
LANDRY'S RESTAURANTS INC COM 51508L103 360192 21440 X 21440 0 0
LANDSTAR SYS INC COM 515098101 609500 10600 X 4800 0 5800
LANDSTAR SYS INC COM 515098101 273125 4750 X 0 0 4750
LASER TECHNOLOGY INC COM 518074208 123 100 X 100 0 0
LASERSIGHT INC COM 517924106 330 3000 X 3000 0 0
LATTICE SEMICONDUCTOR CORP 518415104 9123 1210 X 50 0 1160
LATTICE SEMICONDUCTOR CORP 518415104 488969 64850 X 0 0 64850
LAWSON PRODUCTS INC COM 520776105 217382 8442 X 7242 0 1200
LAYNE CHRISTENSEN CO COM 521050104 2534819 298214 X 196114 0 102100
LAZARE KAPLAN INTERNATIONAL COM 521078105 235648 44800 X 44800 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 106252 20200 X 10000 0 10200
LCA-VISION INC COM 501803308 33 10 X 10 0 0
LCA-VISION INC COM 501803308 9960 3000 X 3000 0 0
LEAR CORP COM 521865105 1686195 47700 X 26600 0 21100
LEAR CORP COM 521865105 105979 2998 X 2853 0 145
LECROY CORP COM 52324W109 3439964 353542 X 245342 0 108200
LEE ENTERPRISES INC COM 523768109 34672 1100 X 0 0 1100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
LEGATO SYS INC COM 524651106 135432 26400 X 0 0 26400
LEGG MASON INC COM 524901105 60925 1250 X 550 0 700
LEGGETT & PLATT INC COM 524660107 774195 42352 X 23414 0 18938
LEGGETT & PLATT INC COM 524660107 93868 5135 X 4985 0 150
LEHMAN BROS HLDGS INC COM 524908100 4437395 76838 X 52692 0 24146
LEHMAN BROS HLDGS INC COM 524908100 959112 16608 X 13864 0 2744
LENNAR CORP COM 526057104 803250 15000 X 1000 0 14000
LENNAR CORP COM 526057104 760410 14200 X 5000 0 9200
LENNOX INTL INC COM 526107107 560160 38900 X 38900 0 0
LEUCADIA NATL CORP COM 527288104 500360 14000 X 0 0 14000
LEUCADIA NATL CORP COM 527288104 357400 10000 X 0 0 10000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 52632 10200 X 5200 0 5000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 10320 2000 X 2000 0 0
LEXAR MEDIA INC COM 52886P104 59696 18200 X 0 0 18200
LEXMARK INTERNATIONAL INC CL A COM 529771107 9263872 138370 X 126674 0 11696
LEXMARK INTERNATIONAL INC CL A COM 529771107 754058 11263 X 63 0 11200
LIBBEY INC COM 529898108 238620 9700 X 9700 0 0
LIBBEY INC COM 529898108 11070 450 X 450 0 0
LIBERTY CORP SC COM 530370105 30520 700 X 700 0 0
LIBERTY MEDIA CORP COM CL A 530718105 36166965 3717057 X 3509495 0 207562
LIBERTY MEDIA CORP COM CL A 530718105 3691183 379361 X 161160 0 218201
LIFECELL CORP COM 531927101 7770 3000 X 3000 0 0
LIFECORE BIOMEDICAL INC COM 532187101 1958058 540900 X 417200 0 123700
LIFEPOINT HOSPS INC COM 53219L109 6330231 252100 X 250400 0 1700
LIFEPOINT HOSPS INC COM 53219L109 19159 763 X 763 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 78 12 X 12 0 0
LILLY ELI & CO COM 532457108 66227249 1158832 X 1075980 0 82852
LILLY ELI & CO COM 532457108 37864104 662539 X 618531 200 43808
LIMITED BRANDS INC COM 532716107 2338839 181728 X 139138 0 42590
LIMITED BRANDS INC COM 532716107 46332 3600 X 3600 0 0
LIN TV CORP CL A COM 532774106 2727830 133000 X 121200 0 11800
LIN TV CORP CL A COM 532774106 215355 10500 X 10500 0 0
LINCARE HLDGS INC 532791100 735639 23970 X 13100 0 10870
LINCARE HLDGS INC 532791100 154524 5035 X 4835 0 200
LINCOLN ELEC HLDGS INC COM 533900106 32508 1800 X 0 0 1800
LINCOLN NATIONAL CORP COM 534187109 25501868 910781 X 839383 0 71398
LINCOLN NATIONAL CORP COM 534187109 1683500 60125 X 47785 0 12340
LINDSAY MFG CO COM 535555106 198875 9250 X 1550 0 7700
LINDSAY MFG CO COM 535555106 123346 5737 X 5737 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4145162 134278 X 124838 0 9440
LINEAR TECHNOLOGY CORP COM 535678106 1419711 45990 X 38600 0 7390
LINENS N THINGS INC COM 535679104 634187 31210 X 29500 0 1710
LINENS N THINGS INC COM 535679104 1219 60 X 60 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
LIONBRIDGE TECHNOLOGIES INC COM 536252109 4581 2224 X 2224 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 103 50 X 50 0 0
LIPID SCIENCES INC COM 53630P101 23 24 X 24 0 0
LITHIA MTRS INC CL A COM 536797103 4885560 397200 X 281700 0 115500
LITHIA MTRS INC CL A COM 536797103 6150 500 X 500 0 0
LITTELFUSE INC COM 537008104 454406 25400 X 14500 0 10900
LIZ CLAIBORNE INC COM 539320101 1094197 35388 X 8594 0 26794
LIZ CLAIBORNE INC COM 539320101 263129 8510 X 8360 0 150
LNR PROPERTY CORP COM 501940100 12132 360 X 360 0 0
LOCKHEED MARTIN CORP COM 539830109 7003259 147282 X 119726 0 27556
LOCKHEED MARTIN CORP COM 539830109 653908 13752 X 10092 0 3660
LOEWS CORP COM 540424108 1259103 31604 X 28792 0 2812
LOEWS CORP COM 540424108 526685 13220 X 13090 0 130
LOEWS CORP-CAROLINA GROUP COM 540424207 9250 500 X 0 0 500
LOGILITY INC COM 54140Y103 3780 1000 X 0 0 1000
LOJACK CORP COM 539451104 5203 1100 X 1100 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 432276 20400 X 20400 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 9324 440 X 0 0 440
LONE STAR TECHNOLOGIES INC COM 542312103 466752 22100 X 22100 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 22598 1070 X 1070 0 0
LONG ISLAND FIN CORP COM 542669106 953750 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 53250 3550 X 3550 0 0
LONGS DRUG STORES CORP COM 543162101 27000 1800 X 1800 0 0
LONGVIEW FIBRE CO COM 543213102 3598980 541200 X 381200 0 160000
LORAL SPACE AND COMMUNICATIONS COM G56462107 3729 11300 X 11300 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 479 1450 X 1450 0 0
LOUISIANA PAC CORP COM 546347105 8141731 1026700 X 863573 0 163127
LOUISIANA PAC CORP COM 546347105 600967 75784 X 6584 0 69200
LOWES COS INC COM 548661107 37839038 926973 X 843386 0 83587
LOWES COS INC COM 548661107 7035409 172352 X 97002 0 75350
LSI INDS INC OHIO COM 50216C108 9721175 1074163 X 755563 0 318600
LSI LOGIC CORP COM 502161102 250408 55400 X 42570 0 12830
LSI LOGIC CORP COM 502161102 18080 4000 X 4000 0 0
LTX CORP COM 502392103 500 100 X 100 0 0
LUBRIZOL CORP COM 549271104 1501850 50045 X 35470 0 14575
LUBRIZOL CORP COM 549271104 572891 19090 X 18750 0 340
LUBY'S INC COM 549282101 3960 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 1323925 900629 X 595762 0 304867
LUCENT TECHNOLOGIES INC COM 549463107 382074 259914 X 236499 0 23415
LUFKIN INDS INC COM 549764108 42322 2210 X 2210 0 0
LUFKIN INDS INC COM 549764108 7181 375 X 0 0 375
LUMINEX CORP COM 55027E102 5931 1270 X 1270 0 0
LYDALL INC COM 550819106 1422274 161622 X 127327 0 34295
LYDALL INC COM 550819106 22070 2508 X 1008 0 1500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
LYONDELL CHEMICAL COMPANY 552078107 431055 30900 X 0 0 30900
LYONDELL CHEMICAL COMPANY 552078107 698 50 X 50 0 0
LABORATORY CRP OF AMER
HLDING COM 50540R409 103775 3500 X 3500 0 X
LADISH CO.INC COM 505754200 33375 7500 X 7500 0 X
LANDRY'S SEAFOOD
RESTAURANTS COM 51508L103 84000 5000 X 5000 0 X
LEAR CORP COM 521865105 127260 3600 X 3600 0 X
LEHMAN BROTHERS HLDG INC COM 524908100 109725 1900 X 1900 0 X
LEXMARK INTERNATIONAL
INC COM 529771107 1221838 18250 X 18250 0 X
LIBERTY CORP COM 530370105 113360 2600 X 2600 0 X
LIBERTY MEDIA CORP COM 530718105 859159 88300 X 88300 0 X
LIBERTY PROPERTY TRUST COM 531172104 75120 2400 X 2400 0 X
LIFEPOINT HOSPITALS INC COM 53219L109 251100 10000 X 10000 0 X
LIN TV CORP-CL A COM 532774106 94346 4600 X 4600 0 X
LINCARE HOLDINGS INC COM 532791100 82863 2700 X 2700 0 X
LINCOLN NATIONAL CORP IND COM 534187109 1344000 48000 X 48000 0 X
LINEAR TECHNOLOGY CORP COM 535678106 169476 5490 X 5490 0 X
LITTLEFUSE INC COM 537008104 101973 5700 X 5700 0 X
LOEWS CORP COM 540424108 63744 1600 X 1600 0 X
LONE STAR STEAKHOUSE
& SALOON COM 542307103 120783 5700 X 5700 0 X
LONGS DRUG STORES INC COM 543162101 58500 3900 X 3900 0 X
LOWES COMPANIES INC COM 548661107 1904253 46650 X 46650 0 X
LUBRIZOL CORP COM 549271104 210070 7000 X 7000 0 X
LUFKIN INDUSTRIES INC COM 549764108 78515 4100 X 4100 0 X
M & F WORLDWIDE CORP COM 552541104 100 15 X 15 0 0
M & F WORLDWIDE CORP COM 552541104 1998 300 X 300 0 0
M & T BK CORP COM 55261F104 932587 11868 X 8168 0 3700
M & T BK CORP COM 55261F104 4112013 52329 X 52329 0 0
M D C HLDGS INC COM 552676108 680976 17743 X 17743 0 0
MAC GRAY CORP COM 554153106 82795 24715 X 24715 0 0
MACDERMID INC COM 554273102 18850135 921767 X 611712 0 310055
MACDERMID INC COM 554273102 16487301 806225 X 645 737591 67989
MACROCHEM CORP DEL COM 555903103 250 500 X 500 0 0
MACROMEDIA INC COM 556100105 14750 1220 X 1220 0 0
MACROMEDIA INC COM 556100105 1209 100 X 100 0 0
MACROVISION CORP COM 555904101 98918 8250 X 0 0 8250
MAF BANCORP INC COM 55261R108 524940 15600 X 15600 0 0
MAGELLAN PETROLEUM CO 559091301 850 1000 X 0 0 1000
MAGMA DESIGN AUTOMATION COM 559181102 68394 8825 X 0 0 8825
MAGNETEK INC COM 559424106 37920 15800 X 15800 0 0
MAGNUM HUNTER RESOURCES INC 55972F203 42812 7700 X 0 0 7700
MAGNUM HUNTER RESOURCES INC 55972F203 500 90 X 90 0 0
MAI SYS CORP COM 552620205 6279 21650 X 21650 0 0
MAINE PUB SVC CO COM 560483109 15596 560 X 560 0 0
MAINE PUB SVC CO COM 560483109 27850 1000 X 1000 0 0
MAINSOURCE FINANCIAL GROUP COM 56062Y102 21620 920 X 920 0 0
MALAN RLTY INVS INC COM 561063108 16400 4000 X 4000 0 0
MANDALAY RESORT GROUP 562567107 639392 23200 X 2300 0 20900
MANDALAY RESORT GROUP 562567107 77168 2800 X 2800 0 0
MANHATTAN ASSOCS INC COM 562750109 427732 24400 X 19300 0 5100
MANITOWOC INC COM 563571108 435379 25900 X 18900 0 7000
MANITOWOC INC COM 563571108 319390 19000 X 5000 0 14000
MANOR CARE INC COM 564055101 1552573 80737 X 29913 0 50824
MANOR CARE INC COM 564055101 221145 11500 X 11500 0 0
MANPOWER INC WIS COM 56418H100 794808 26600 X 26600 0 0
MANPOWER INC WIS COM 56418H100 56324 1885 X 1750 0 135
MANTECH INTERNATIONAL CORP CL A COM 564563104 1616753 109100 X 105100 0 4000
MANUGISTICS GROUP INC COM 565011103 228 100 X 100 0 0
MAPICS INC COM 564910107 5280 800 X 800 0 0
MAPINFO CORP COM 565105103 3642696 941265 X 660665 0 280600
MAPINFO CORP COM 565105103 18092 4675 X 4675 0 0
MARATHON OIL CORP COM 565849106 13114634 547127 X 488240 0 58887
MARATHON OIL CORP COM 565849106 930420 38816 X 38816 0 0
MARCUS CORP COM 566330106 292400 21500 X 19700 0 1800
MARKEL CORPORATION (HOLDING COMPANY) 570535104 443597 1983 X 783 0 1200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MARKETWATCH INC COM 570619106 744 100 X 100 0 0
MARRIOTT INTERNATIONAL INC COM CL A 571903202 1378423 43333 X 38753 0 4580
MARRIOTT INTERNATIONAL INC COM CL A 571903202 460291 14470 X 13070 0 1400
MARSH & MCLENNAN COS INC COM 571748102 100280254 2352340 X 2237448 0 114892
MARSH & MCLENNAN COS INC COM 571748102 38382304 900359 X 786419 200 113740
MARSHALL & ILSLEY CORP 571834100 801306 31350 X 29150 0 2200
MARSHALL & ILSLEY CORP 571834100 31694 1240 X 1240 0 0
MARTEK BIOSCIENCES CORP COM 572901106 364913 12795 X 0 0 12795
MARTEK BIOSCIENCES CORP COM 572901106 8556 300 X 300 0 0
MARTHA STEWART LIVING CL A COM 573083102 8621 1050 X 1050 0 0
MARTIN MARIETTA MATLS INC COM 573284106 505263 18300 X 9800 0 8500
MARTIN MARIETTA MATLS INC COM 573284106 3976 144 X 144 0 0
MASCO CORP COM 574599106 3512104 188620 X 147010 0 41610
MASCO CORP COM 574599106 3100379 166508 X 155540 0 10968
MASSBANK CORP READING MA COM 576152102 20915 760 X 760 0 0
MASSEY ENERGY CORP COM 576206106 570260 60666 X 54266 0 6400
MASSEY ENERGY CORP COM 576206106 33793 3595 X 3595 0 0
MASTEC INC COM 576323109 1768275 785900 X 554900 0 231000
MATERIAL SCIENCES CORP COM 576674105 94658 9400 X 9400 0 0
MATERIAL SCIENCES CORP COM 576674105 2266 225 X 225 0 0
MATRIX BANCORP INC COM 576819106 5573348 655688 X 440088 0 215600
MATRIXONE INC COM 57685P304 794300 235000 X 233046 0 1954
MATTEL INC COM 577081102 4039335 179526 X 84981 0 94545
MATTEL INC COM 577081102 291240 12944 X 12414 0 530
MATTSON TECHNOLOGY INC COM 577223100 1147 630 X 630 0 0
MAVERICK TUBE CORP COM 577914104 6022680 323800 X 321500 0 2300
MAXIM INTEGRATED PRODS INC 57772K101 16831703 465994 X 402214 0 63780
MAXIM INTEGRATED PRODS INC 57772K101 457821 12675 X 2550 0 10125
MAXIMUS INC COM 577933104 401058 18900 X 14200 0 4700
MAXTOR CORP NEW COM 577729205 5683834 1009562 X 695872 0 313690
MAXWELL SHOE INC COM 577766108 42036 3770 X 3770 0 0
MAXWELL SHOE INC COM 577766108 83625 7500 X 7500 0 0
MAY DEPT STORES CO COM 577778103 5221960 262542 X 192603 0 69939
MAY DEPT STORES CO COM 577778103 1872803 94158 X 81701 0 12457
MAYTAG CORP COM 578592107 350057 18395 X 13910 0 4485
MAYTAG CORP COM 578592107 252966 13293 X 13293 0 0
MBIA INC COM 55262C100 14239110 368507 X 345716 0 22791
MBIA INC COM 55262C100 2191158 56707 X 55907 0 800
MBNA CORP COM 55262L100 9467203 629050 X 532920 0 96130
MBNA CORP COM 55262L100 1114904 74080 X 70156 0 3924
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 396673 7402 X 6602 0 800
MCCORMICK & CO INC COM 579780206 560048 23200 X 22800 0 400
MCCORMICK & CO INC COM 579780206 96560 4000 X 2400 0 1600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MCDATA CORP CL A COM 580031201 401333 46721 X 3546 0 43175
MCDATA CORP CL A COM 580031201 23794 2770 X 2532 0 238
MCDATA CORP COM 580031102 42630 4900 X 4900 0 0
MCDATA CORP COM 580031102 10005 1150 X 1150 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 20071 6921 X 6766 0 155
MCDONALDS CORP COM 580135101 62095925 4294324 X 4080750 0 213574
MCDONALDS CORP COM 580135101 25714767 1778338 X 1713818 0 64520
MCGRAW HILL COMPANIES INC COM 580645109 13322088 239649 X 220272 0 19377
MCGRAW HILL COMPANIES INC COM 580645109 8447568 151962 X 143911 0 8051
MCKESSON CORP COM 58155Q103 1552815 62287 X 58383 0 3904
MCKESSON CORP COM 58155Q103 708959 28438 X 9538 0 18900
MCLEODUSA INC CL A COM 582266706 793 1441 X 70 0 1371
MCMORAN EXPLORATION CO COM 582411104 1336 112 X 112 0 0
MDU RES GROUP INC COM 552690109 92974 3330 X 3330 0 0
MDU RES GROUP INC COM 552690109 121452 4350 X 3910 0 440
MEADE INSTRS CORP COM 583062104 35511 13300 X 13300 0 0
MEADWESTVACO CORP COM 583334107 4007184 175908 X 97344 0 78564
MEADWESTVACO CORP COM 583334107 989745 43448 X 22497 0 20951
MECHANICAL TECHNOLOGY INC COM 583538103 1911 1000 X 1000 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 28378 14850 X 14850 0 0
MEDAREX INC COM 583916101 969 300 X 300 0 0
MEDAREX INC COM 583916101 9206 2850 X 2850 0 0
MEDCATH CORPORATION COM 58404W109 10217 1980 X 1980 0 0
MEDIABAY INC COM 58446J108 85 100 X 100 0 0
MEDIACOM COMM CORP COM 58446K105 719356 81745 X 67420 0 14325
MEDICAL ACTION INDS INC COM 58449L100 3884760 359700 X 356900 0 2800
MEDICAL TECHNOLOGY SYS INC COM 58462R802 4272 1600 X 1600 0 0
MEDICINES COMPANY COM 584688105 48464 2600 X 0 0 2600
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1278348 22996 X 19100 0 3896
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 20846 375 X 245 0 130
MEDIMMUNE INC COM 584699102 1828992 55711 X 38734 0 16977
MEDIMMUNE INC COM 584699102 242450 7385 X 7165 0 220
MEDIX RESOURCE INC COM 585011109 658 2269 X 2269 0 0
MEDTRONIC INC COM 585055106 177296558 3929445 X 3694165 0 235280
MEDTRONIC INC COM 585055106 36440581 807637 X 727599 200 79838
MELLON FINL CORP COM 58551A108 44331458 2085205 X 1964874 0 120331
MELLON FINL CORP COM 58551A108 6693902 314859 X 258598 200 56061
MEMBERWORKS INC COM 586002107 11177187 539700 X 533500 0 6200
MEMC ELECTRONIC MATERIALS INC COM 552715104 1125 100 X 100 0 0
MEMRY CORP NEW COM 586263204 5000 5000 X 5000 0 0
MENS WEARHOUSE INC COM 587118100 397936 26600 X 26600 0 0
MENTOR CORP MINN 587188103 532432 31100 X 31100 0 0
MENTOR GRAPHICS CORP COM 587200106 96552 10800 X 9200 0 1600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MERCANTILE BANKSHARES CORP COM 587405101 173976 5126 X 3926 0 1200
MERCANTILE BANKSHARES CORP COM 587405101 364108 10728 X 9528 0 1200
MERCHANTS BANCSHARES INC COM 588448100 47853 1950 X 1950 0 0
MERCHANTS GROUP INC COM 588539106 2200 100 X 100 0 0
MERCK & CO INC COM 589331107 454714592 8300741 X 7912425 0 388316
MERCK & CO INC COM 589331107 321645481 5871586 X 5540209 700 330677
MERCURY COMPUTER SYS INC COM 589378108 386240 14200 X 14200 0 0
MERCURY GEN CORP COM NEW 589400100 85388 2250 X 150 0 2100
MERCURY INTERACTIVE CORP COM 589405109 5297554 178489 X 170125 0 8364
MERCURY INTERACTIVE CORP COM 589405109 706384 23800 X 2240 0 21560
MEREDITH CORP COM 589433101 384816 10079 X 4688 0 5391
MERIDIAN BIOSCIENCE INC COM 589584101 11775 1500 X 0 0 1500
MERIDIAN GOLD INC COM 589975101 3780 400 X 400 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 3546 1040 X 0 0 1040
MERIT MEDICAL SYSTEMS INC COM 589889104 57 3 X 3 0 0
MERITAGE CORP COM 59001A102 108134 3225 X 0 0 3225
MERRILL LYNCH & COMPANY COM 590188108 13364633 377532 X 284822 0 92710
MERRILL LYNCH & COMPANY COM 590188108 4089762 115530 X 88910 100 26520
MESA AIR GROUP INC COM 590479101 2601795 523500 X 355900 0 167600
MESABA HLDGS INC COM 59066B102 14928 2700 X 2700 0 0
MESABI TRUST CTF BEN INT 590672101 16595 3696 X 3696 0 0
MESTEK INC 590829107 255274 13957 X 13957 0 0
MESTEK INC 590829107 6588058 360200 X 360200 0 0
MET PRO CORP COM 590876306 24054 1770 X 1770 0 0
MET PRO CORP COM 590876306 27180 2000 X 2000 0 0
METASOLV INC COM 59139P104 6289 4429 X 4429 0 0
METHODE ELECTRONICS INC CL A 591520200 192780 23800 X 23800 0 0
METLIFE INC COM 59156R108 6111270 231663 X 101623 0 130040
METLIFE INC COM 59156R108 353386 13396 X 13396 0 0
METRIS COMPANIES INC COM 591598107 35224 14989 X 14989 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 94222 18920 X 18920 0 0
METRO-GOLDWYN-MAYER INC COM 591610100 268170 25540 X 25540 0 0
METROCORP BANCSHARES INC COM 591650106 10270 790 X 790 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 59166 6840 X 6840 0 0
MGE ENERGY INC COM 55277P104 1972548 74492 X 4892 0 69600
MGE ENERGY INC COM 55277P104 52960 2000 X 2000 0 0
MGI PHARMA INC COM 552880106 212940 16900 X 16900 0 0
MGI PHARMA INC COM 552880106 264600 21000 X 21000 0 0
MGIC INVT CORP WI COM 552848103 914402 23285 X 18620 0 4665
MGIC INVT CORP WI COM 552848103 51915 1322 X 1322 0 0
MGM MIRAGE COM 552953101 107231 3666 X 800 0 2866
MGM MIRAGE COM 552953101 497250 17000 X 17000 0 0
MICHAELS STORES INC COM 594087108 109444 4376 X 1400 0 2976
MICHAELS STORES INC COM 594087108 885229 35395 X 525 0 34870
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
MICREL INC COM 594793101 275869 29950 X 0 0 29950
MICROCHIP TECHNOLOGY INC COM 595017104 4607646 231540 X 226250 0 5290
MICROCHIP TECHNOLOGY INC COM 595017104 1373399 69015 X 375 0 68640
MICROMUSE INC COM 595094103 8788 1690 X 70 0 1620
MICRON TECHNOLOGY INC COM 595112103 737712 90628 X 47141 0 43487
MICRON TECHNOLOGY INC COM 595112103 8221 1010 X 1010 0 0
MICROS SYS INC COM 594901100 272716 11600 X 11600 0 0
MICROSEMI CORP COM 595137100 212430 19400 X 19400 0 0
MICROSOFT CORP COM 594918104 450230901 18596898 X 17284590 0 1312308
MICROSOFT CORP COM 594918104 113511732 4688630 X 4047442 2250 638938
MICROSTRATEGY INC CL A COM 594972408 603 25 X 25 0 0
MICROSTRATEGY INC CL A COM 594972408 579 24 X 15 0 9
MICROTEK MEDICAL HOLDINGS INC COM 59515B109 4620 2000 X 2000 0 0
MICROTUNE INC COM 59514P109 8440 4000 X 4000 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 1553998 38323 X 33100 0 5223
MID ATLANTIC MED SVCS INC COM 59523C107 2341763 57750 X 1505 0 56245
MID-STATE BANCSHARES COM 595440108 59488 3560 X 3560 0 0
MIDAS INC COM 595626102 89060 12200 X 10000 0 2200
MIDAS INC COM 595626102 3650 500 X 400 0 100
MIDDLESEX WTR CO COM 596680108 170247 7700 X 7700 0 0
MIDLAND CO COM 597486109 7160 400 X 400 0 0
MIDWAY GAMES INC COM 598148104 103732 31339 X 31339 0 0
MILACRON INC COM 598709103 103501 24940 X 24940 0 0
MILACRON INC COM 598709103 9960 2400 X 2400 0 0
MILLBROOK PRESS INC COM 600179105 8700 5000 X 5000 0 0
MILLENNIUM CELL INC COM 60038B105 1620 900 X 900 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 110999 14122 X 9672 0 4450
MILLENNIUM PHARMACEUTICALS INC COM 599902103 1353681 172224 X 172224 0 0
MILLER HERMAN INC COM 600544100 48300 3000 X 3000 0 0
MILLER HERMAN INC COM 600544100 1964 122 X 122 0 0
MILLER INDUSTRIES INC COM 600551204 3200 1000 X 1000 0 0
MILLIPORE CORP COM 601073109 8847933 270579 X 207665 0 62914
MILLIPORE CORP COM 601073109 2202966 67369 X 67094 0 275
MILLS CORP COM 601148109 13541 434 X 34 0 400
MINE SAFETY APPLIANCES CO COM 602720104 23140 650 X 650 0 0
MINERALS TECHNOLOGIES INC COM 603158106 468753 12300 X 1150 0 11150
MINERALS TECHNOLOGIES INC COM 603158106 790783 20750 X 0 0 20750
MIPS TECHNOLOGIES INC CL B COM 604567206 170 100 X 100 0 0
MIRANT CORP COM 604675108 79448 49655 X 38417 0 11238
MIRANT CORP COM 604675108 6830 4269 X 3602 0 667
ML MACADAMIA ORCHARDS L P CL A 55307U107 810 250 X 250 0 0
MOBILE MINI INC COM 60740F105 153408 9600 X 9600 0 0
MOCON INC COM 607494101 32809 4687 X 1687 0 3000
MOCON INC COM 607494101 80059 11437 X 11437 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
-----------------------
MOD-PAC CORP COM 607495108 158528 34092 X 34092 0 0
MODEM MEDIA INC CLASS A COM 607533106 657 300 X 300 0 0
MODINE MFG CO COM 607828100 53964 3600 X 1800 0 1800
MOHAWK INDS INC COM 608190104 43386 905 X 590 0 315
MOHAWK INDS INC COM 608190104 450013 9387 X 9387 0 0
MOLEX INC CL A NON-VTG COM 608554200 10479775 569553 X 543103 0 26450
MOLEX INC CL A NON-VTG COM 608554200 3632344 197410 X 168692 100 28618
MOLEX INC COM 608554101 3319090 154520 X 152795 0 1725
MOLEX INC COM 608554101 2767999 128864 X 103400 0 25464
MONACO COACH CORP COM 60886R103 331261 31975 X 31975 0 0
MONACO COACH CORP COM 60886R103 518 50 X 50 0 0
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 71773 10195 X 0 0 10195
MONRO MUFFLER BRAKE INC COM 610236101 52920 2520 X 2520 0 0
MONRO MUFFLER BRAKE INC COM 610236101 7665 365 X 0 0 365
MONSANTO CO COM 61166W101 2349513 143263 X 96529 0 46734
MONSANTO CO COM 61166W101 1923031 117258 X 81623 0 35635
MONTANA MILLS BREAD CO COM 612071100 20600 4000 X 4000 0 0
MONY GROUP INC COM 615337102 125170 5989 X 5989 0 0
MONY GROUP INC COM 615337102 55887 2674 X 2674 0 0
MOODYS CORP COM 615369105 3500397 75717 X 66807 0 8910
MOODYS CORP COM 615369105 2979477 64449 X 58694 0 5755
MOOG CORP CL A COM 615394202 59670 1950 X 0 0 1950
MOOG CORP CL A COM 615394202 91800 3000 X 3000 0 0
MOORE MEDICAL CORP COM 615799103 245 35 X 35 0 0
MORGAN STANLEY COM 617446448 18703372 487702 X 394633 0 93069
MORGAN STANLEY COM 617446448 4641961 121042 X 90704 0 30338
MOTHERS WORK INC COM 619903107 2821910 127400 X 126400 0 1000
MOTOROLA INC COM 620076109 19994412 2420631 X 2234564 0 186067
MOTOROLA INC COM 620076109 4235852 512815 X 478710 0 34105
MOVIE GALLERY INC COM 624581104 177684 10200 X 2700 0 7500
MPS GROUP INC COM 553409103 58412 11190 X 11190 0 0
MPS GROUP INC COM 553409103 6708 1285 X 0 0 1285
MPW INDL SVCS GROUP INC COM 553444100 873786 499306 X 364306 0 135000
MPW INDL SVCS GROUP INC COM 553444100 7000 4000 X 4000 0 0
MRO SOFTWARE INC COM 55347W105 120318 17539 X 17539 0 0
MRV COMMUNICATIONS INC COM 553477100 8475 7500 X 7500 0 0
MSC INDL DIRECT INC CL A COM 553530106 199875 12500 X 2500 0 10000
MSC SOFTWARE CORP COM 553531104 7129938 919992 X 631792 0 288200
MTC TECHNOLOGIES INC COM 55377A106 1838217 95200 X 94400 0 800
MTI TECHNOLOGY CORP COM 553903105 132 150 X 150 0 0
MTS SYSTEMS CORP COM 553777103 121392 11240 X 3340 0 7900
MUELLER INDS INC COM 624756102 729124 29200 X 24400 0 4800
MULTI-COLOR CORP COM 625383104 8015 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
-----------------------
MUNICIPAL MTG & EQUITY GROWTH SH LLC 62624B101 3139 132 X 132 0 0
MURPHY OIL CORP COM 626717102 611755 13850 X 13750 0 100
MURPHY OIL CORP COM 626717102 717586 16246 X 15046 0 1200
MYERS INDS INC COM 628464109 192433 20150 X 2594 0 17556
MYKROLIS CORP COM 62852P103 2418369 289625 X 284480 0 5145
MYKROLIS CORP COM 62852P103 192626 23069 X 23069 0 0
MYLAN LABORATORIES COM 628530107 1256231 43695 X 37300 0 6395
MYLAN LABORATORIES COM 628530107 255013 8870 X 8190 0 680
MYRIAD GENETICS COM 62855J104 111111 11000 X 0 0 11000
MYRIAD GENETICS COM 62855J104 10101 1000 X 1000 0 0
MDU RESOURCES GROUP COM 552690109 108888 3900 X 3900 0 X
MFC BANCORP LTD COM 55271X202 90416 10900 X 10900 0 X
MGE ENERGY INC COM 55277P104 60904 2300 X 2300 0 X
MGIC INV CORP COM 552848103 679371 17300 X 17300 0 X
MPS GROUP INC COM 553409103 111708 21400 X 21400 0 X
MTS SYSTEMS CORPORATION COM 553777103 64800 6000 X 6000 0 X
MTC TECHNOLOGIES INC COM 55377A106 71443 3700 X 3700 0 X
MAKEMUSIC! INC COM 56086P103 17882 11539 X 11539 0 -
MAINE PUBLIC SERVICE COM 560483109 36205 1300 X 1300 0 X
MAINSOURCE FINANCIAL
GROUP INC COM 56062Y102 42535 1810 X 1810 0 X
MANAGEMENT NETWORK
GROUP INC COM 561693102 36990 27000 X 27000 0 X
MANPOWER COM 56418H100 92628 3100 X 3100 0 X
MANTECH INTERNATIONAL
CORP COM 564563104 72613 4900 X 4900 0 X
MANUFACTURED HOME
COMMUNITIE COM 564682102 17760 600 X 600 0 X
MARATHON OIL CORP COM 565849106 2456925 102500 X 102500 0 X
MARSH & MCLENNAN CO INC COM 571748102 409248 9600 X 9600 0 X
MASSBANK CORP COM 576152102 41280 1500 X 1500 0 X
MASTEC INC COM 576323109 39375 17500 X 17500 0 X
MATRIXONE INC COM 57685P304 49010 14500 X 14500 0 X
MATSUSHITA ELEC IND-SPON
ADR COM 576879209 900768 105600 X 105600 0 X
MATTEL INC COM 577081102 174375 7750 X 7750 0 X
MAXWELL SHOE COMPANY INC COM 577766108 78050 7000 X 7000 0 X
MAVERICK TUBE CORP COM 577914104 234360 12600 X 12600 0 X
MCDONALDS CORP COM 580135101 1847988 127800 X 127800 0 X
MEADWESTVACO CORPORATION COM 583334107 153765 6750 X 6750 0 X
MEDCATH CORPORATION COM 58404W109 1548 300 X 300 0 X
MEDIACOM COMMUNICATIONS
CORP COM 58446K105 61600 7000 X 7000 0 X
MEDICAL ACTION
INDUSTRIES INC COM 58449L100 191160 17700 X 17700 0 X
MEDIMMUNE INC COM 584699102 78792 2400 X 2400 0 X
MEDTRONIC INC COM 585055106 1622064 35950 X 35950 0 X
MERCHANTS BANCSHARES
INC COM 588448100 82824 3400 X 3400 0 X
MERCK & CO INC COM 589331107 3804471 69450 X 69450 0 X
MERCURY INTERACTIVE
CORP COM 589405109 99428 3350 X 3350 0 X
MESABA HOLDINGS INC COM 59066B102 31528 5600 X 5600 0 X
METRIS COMPANIES INC COM 591598107 31255 13300 X 13300 0 X
METRO ONE
TELECOMMUNINCATIONS COM 59163F105 23904 4800 X 4800 0 X
MICROSOFT CORP COM 594918104 4609584 190400 X 190400 0 X
MICROCHIP TECHNOLOGY COM 595017104 1515783 76170 X 76170 0 X
MID-AMERICA APARTMENT
COMM INC COM 59522J103 85320 3600 X 3600 0 X
MID-STATE BANCSHARES COM 595440108 108615 6500 X 6500 0 X
MILLIPORE COM 601073109 127530 3900 X 3900 0 X
MINERALS TECHNOLOGIES INC COM 603158106 76220 2000 X 2000 0 X
MODINE MANUFACTURING CO COM 607828100 40473 2700 X 2700 0 X
MONRO MUFFLER BRAKES INC COM 610236101 94500 4500 X 4500 0 X
MOODY'S CORPORATION COM 615369105 67034 1450 X 1450 0 X
MOTHERS WORK COM 619903107 117395 5300 X 5300 0 X
MOTOROLA INC COM 620076109 472472 57200 X 57200 0 X
MOVIE GALLERY COM 624581104 81874 4700 X 4700 0 X
MUELLER INDUSTRIES INC COM 624756102 59928 2400 X 2400 0 X
MYKROLIS CORPORATION COM 62852P103 50935 6100 X 6100 0 X
NABI BIOPHARMACEUTICALS COM 629519109 27660 4610 X 4610 0 0
NACCO INDS INC CL A 629579103 220800 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 116994 4650 X 750 0 3900
NARA BANCORP INC COM 63080P105 12700 1000 X 1000 0 0
NASH FINCH CO COM 631158102 67297 7983 X 7983 0 0
NASHUA CORP COM 631226107 4539053 510006 X 321306 0 188700
NASSDA CORP COM 63172M101 72105 10925 X 0 0 10925
NASTECH PHARMACEUTICAL INC COM 631728409 638 75 X 75 0 0
NATHANS FAMOUS INC NEW COM 632347100 1780 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 19787174 710491 X 643048 0 67443
NATIONAL CITY CORPORATION COM 635405103 9791531 351581 X 344681 0 6900
NATIONAL FUEL GAS CO N J COM 636180101 717336 32800 X 30500 0 2300
NATIONAL FUEL GAS CO N J COM 636180101 586685 26826 X 20720 0 6106
NATIONAL INSTRUMENTS CORP COM 636518102 669495 18982 X 0 0 18982
NATIONAL PRESTO INDS INC COM 637215104 128135 4900 X 4900 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1231498 72271 X 49452 0 22819
NATIONAL SEMICONDUCTOR CORP COM 637640103 381355 22380 X 1010 0 21370
NATIONAL-OILWELL INC COM 637071101 21514394 960893 X 947420 0 13473
NATIONAL-OILWELL INC COM 637071101 1187722 53047 X 4027 0 49020
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 528000 21666 X 21466 0 200
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 94556 3880 X 3880 0 0
NATL COMMERCE FINANCIAL CORP COM 63545P104 101910 4300 X 4300 0 0
NATURES SUNSHINE PRODS INC COM 639027101 115764 13200 X 13200 0 0
NAUTICA ENTERPRISES INC COM 639089101 242403 24990 X 23790 0 1200
NAUTILUS GROUP INC COM 63910B102 317998 22300 X 22300 0 0
NAVIGANT CONSULTING INC COM 63935N107 26500 5000 X 5000 0 0
NAVIGATORS GROUP INC COM 638904102 18776 730 X 730 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1416379 57553 X 52380 0 5173
NAVISTAR INTL CORP NEW COM 63934E108 8490 345 X 20 0 325
NBT BANCORP INC COM 628778102 733890 42105 X 42105 0 0
NBT BANCORP INC COM 628778102 123753 7100 X 7100 0 0
NBTY INC COM 628782104 843720 44500 X 44500 0 0
NCI BLDG SYS INC COM 628852105 12305587 793397 X 526407 0 266990
NCI BLDG SYS INC COM 628852105 265221 17100 X 100 0 17000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
NCO GROUP INC COM 628858102 11905588 821075 X 554370 0 266705
NCR CORP COM 62886E108 236641 12903 X 11603 0 1300
NCR CORP COM 62886E108 38019 2073 X 2055 0 18
NDCHEALTH CORP COM 639480102 398958 23790 X 23300 0 490
NEIMAN MARCUS GROUP INC CL A COM 640204202 86970 3000 X 3000 0 0
NEIMAN MARCUS GROUP INC CL A COM 640204202 12640 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 165696 6162 X 4656 0 1506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 26003 967 X 967 0 0
NEKTAR THERAPEUTICS COM 640268108 2654 420 X 420 0 0
NEOWARE SYS INC COM 64065P102 12510 1000 X 0 0 1000
NETEGRITY INC COM 64110P107 85330 23000 X 23000 0 0
NETSCOUT SYSTEMS INC COM 64115T104 710 250 X 250 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V107 67120 4000 X 0 0 4000
NETSCREEN TECHNOLOGIES INC COM 64117V107 501722 29900 X 500 0 29400
NETWORK APPLIANCE INC COM 64120L104 3390727 303014 X 291676 0 11338
NETWORK APPLIANCE INC COM 64120L104 39131 3497 X 2147 0 1350
NETWORK EQUIP TECHNOLOGIES COM 641208103 159192 26400 X 15200 0 11200
NETWORKS ASSOCIATES INC COM 640938106 1572199 113845 X 55075 0 58770
NETWORKS ASSOCIATES INC COM 640938106 387509 28060 X 300 0 27760
NEUBERGER BERMAN INC COM 641234109 41639 1475 X 1300 0 175
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 936 150 X 150 0 0
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 12480 2000 X 2000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2859126 68630 X 68179 0 451
NEUROCRINE BIOSCIENCES INC COM 64125C109 1880616 45142 X 0 0 45142
NEW CENTURY FINANCIAL CORP COM 64352D101 520723 16700 X 16700 0 0
NEW CENTURY FINANCIAL CORP COM 64352D101 15591 500 X 500 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 908032 35470 X 16820 0 18650
NEW ENGLAND BUSINESS SVC INC COM 643872104 99840 3900 X 3900 0 0
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 30222 1480 X 1480 0 0
NEW JERSEY RES CORP COM 646025106 13096960 401132 X 271632 0 129500
NEW JERSEY RES CORP COM 646025106 175918 5388 X 5388 0 0
NEW VALLEY CORP COM 649080504 159214 40929 X 40929 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 61537 2065 X 2065 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 157642 5290 X 5190 0 100
NEW YORK TIMES CO CL A COM 650111107 2950813 68385 X 44701 0 23684
NEW YORK TIMES CO CL A COM 650111107 671414 15560 X 15400 0 160
NEWCASTLE INVESTMENT CORP COM 65105M108 958629 57300 X 0 0 57300
NEWELL RUBBERMAID INC COM 651229106 15798236 557257 X 533163 0 24094
NEWELL RUBBERMAID INC COM 651229106 2605592 91908 X 57396 0 34512
NEWFIELD EXPL CO COM 651290108 1325099 39100 X 34600 0 4500
NEWFIELD EXPL CO COM 651290108 203 6 X 6 0 0
NEWFOCUS INC COM 644383101 312 100 X 100 0 0
NEWMIL BANCORP INC 651633109 31602 1380 X 1380 0 0
NEWMIL BANCORP INC 651633109 22900 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
-----------------------
NEWMONT MINING CORP COM NEW 651639106 1913500 73174 X 53089 0 20085
NEWMONT MINING CORP COM NEW 651639106 175362 6706 X 6207 0 499
NEWPARK RESOURCES NEW 651718504 8114136 1791200 X 1269100 0 522100
NEWPORT CORP COM 651824104 7086 600 X 600 0 0
NEXPRISE INC COM 65333Q202 24 6 X 6 0 0
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 2093460 156345 X 121465 0 34880
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 397897 29716 X 27916 0 1800
NEXTEL PARTNERS INC CL A COM 65333F107 93870 18625 X 0 0 18625
NEXTERA ENTERPRISES INC COM 65332E101 291700 1166800 X 782200 0 384600
NICOR INC COM 654086107 5136160 188000 X 185735 0 2265
NICOR INC COM 654086107 97259 3560 X 3560 0 0
NIKE INC CL B COM 654106103 3098569 60260 X 25010 0 35250
NIKE INC CL B COM 654106103 227688 4428 X 4428 0 0
NISOURCE INC COM 65473P105 1332568 73218 X 64018 0 9200
NISOURCE INC COM 65473P105 2172206 119352 X 118932 0 420
NL INDUSTRIES COM 629156407 44017 2734 X 2734 0 0
NL INDUSTRIES COM 629156407 121732 7561 X 7561 0 0
NMS COMMUNICATIONS CORP COM 629248105 1181108 820214 X 588324 0 231890
NN INC COM 629337106 443992 50800 X 0 0 50800
NOBLE ENERGY INC COM 655044105 6140790 179084 X 175904 0 3180
NOBLE ENERGY INC COM 655044105 787984 22980 X 19880 0 3100
NORDSON CORP COM 655663102 38544 1600 X 1600 0 0
NORDSTROM INC COM 655664100 585128 36119 X 20585 0 15534
NORDSTROM INC COM 655664100 390582 24110 X 7210 0 16900
NORFOLK SOUTHERN CORP COM 655844108 10202191 549687 X 444412 0 105275
NORFOLK SOUTHERN CORP COM 655844108 7384244 397858 X 366958 0 30900
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 257169 12490 X 12490 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 864368 41980 X 41380 0 600
NORTH FORK BANCORP NY COM 659424105 2441552 82905 X 69405 0 13500
NORTH FORK BANCORP NY COM 659424105 308224 10466 X 10216 0 250
NORTH PITTSBURGH SYSTEMS COM 661562108 13510 1000 X 1000 0 0
NORTHEAST UTILITIES COM 664397106 464817 33392 X 22425 0 10967
NORTHEAST UTILITIES COM 664397106 370049 26584 X 25442 0 1142
NORTHERN TR CORP COM 665859104 2479909 81442 X 65180 0 16262
NORTHERN TR CORP COM 665859104 1676516 55058 X 47532 0 7526
NORTHFIELD LABS INC COM 666135108 4325 500 X 0 0 500
NORTHRIM BANCORP INC COM 666762109 24735 1700 X 1700 0 0
NORTHRIM BANCORP INC COM 666762109 6548 450 X 0 0 450
NORTHROP GRUMMAN CORP COM 666807102 42139984 491142 X 469136 0 22006
NORTHROP GRUMMAN CORP COM 666807102 4922432 57371 X 51194 0 6177
NORTHWAY FINL INC COM 667270102 704941 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 690 100 X 100 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 690 100 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
-----------------------
NORTHWEST NATURAL GAS CO COM 667655104 9455070 376696 X 267396 0 109300
NORTHWEST NATURAL GAS CO COM 667655104 9664 385 X 0 0 385
NORTHWEST PIPE CO COM 667746101 6889837 555632 X 396716 0 158916
NORTHWESTERN CORP COM 668074107 52710 25100 X 25100 0 0
NORTHWESTERN CORP COM 668074107 1050 500 X 500 0 0
NORWOOD FINL CORP COM 669549107 16176 550 X 550 0 0
NOVADIGM INC 669937104 9620 5200 X 5200 0 0
NOVELL INC COM 670006105 118106 54933 X 53901 0 1032
NOVELL INC COM 670006105 31820 14800 X 14800 0 0
NOVELLUS SYS INC COM 670008101 1413950 51850 X 41225 0 10625
NOVELLUS SYS INC COM 670008101 36733 1347 X 747 0 600
NOVEN PHARMACEUTICALS INC COM 670009109 4389908 310900 X 308400 0 2500
NOVEN PHARMACEUTICALS INC COM 670009109 1412 100 X 100 0 0
NOVOSTE CORP COM 67010C100 10896 1200 X 1200 0 0
NSTAR COM 67019E107 1755197 43858 X 39643 0 4215
NSTAR COM 67019E107 999940 24986 X 24886 0 100
NTL INC COM 62940M104 19603 2210 X 0 0 2210
NTL INC COM 62940M104 1845 208 X 208 0 0
NU HORIZONS ELECTRS CORP COM 669908105 31974 6512 X 6512 0 0
NUCOR CORPORATION COM 670346105 5668130 148497 X 121006 0 27491
NUCOR CORPORATION COM 670346105 847489 22203 X 22203 0 0
NUCO2 INC COM 629428103 5000 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 174795 12900 X 12900 0 0
NUI CORP COM 629431107 7490004 513014 X 363914 0 149100
NUMEREX CORP CL A COM 67053A102 8100 5000 X 5000 0 0
NUVEEN INVESTMENTS INC CL A COM 67090F106 4470 200 X 200 0 0
NUVELO INC COM 67072M103 4980 6000 X 6000 0 0
NVIDIA CORP COM 67066G104 463525 35988 X 25588 0 10400
NVIDIA CORP COM 67066G104 12880 1000 X 1000 0 0
NVR INC COM 62944T105 1819370 5530 X 4800 0 730
NYFIX INC COM 670712108 93863 25300 X 25300 0 0
NCI BUILDING SYSTEMS INC COM 628852105 60489 3900 X 3900 0 X
NABI BIOPHARMACEUTICALS COM 629519109 45000 7500 X 7500 0 X
NATIONAL-OILWELL INC COM 637071101 120906 5400 X 5400 0 X
NATIONAL SEMICONDUCTOR CORP COM 637640103 92016 5400 X 5400 0 X
NATIONWIDE FINANCIAL SERV A COM 638612101 56051 2300 X 2300 0 X
NATIONWIDE HEALTH PROPERTIES COM 638620104 79670 6200 X 6200 0 X
THE NAVIGATORS GROUP INC COM 638904102 36008 1400 X 1400 0 X
NAUTICA COM 639089101 44620 4600 X 4600 0 X
NAVISTAR INTERNATIONAL COM 63934E108 147660 6000 X 6000 0 X
NEIMAN MARCUS GROUP INC COM 640204202 81172 2800 X 2800 0 X
NETWORK ASSOCIATES INC COM 640938106 129124 9350 X 9350 0 X
NETSCOUT SYSTEMS INC COM 64115T104 1534 550 X 550 0 X
NEUROCRINE BISCIENCES INC COM 64125C109 116984 2800 X 2800 0 X
NEW YORK TIMES CO CLASS A COM 650111107 125135 2900 X 2900 0 X
NEWCASTLE INVT CORP NEW COM COM 65105M108 93688 5600 X 5600 0 X
NEWELL RUBBERMAID INC COM 651229106 809393 28550 X 28550 0 X
NOKIA CORP ADR COM 654902204 159714 11400 X 11400 0 X
NORDSTROM INC COM 655664100 43740 2700 X 2700 0 X
NORTH FORK BANCORPORATION COM 659424105 126635 4300 X 4300 0 X
NORTH PITTSBURGH SYSTEM COM 661562108 52689 3900 X 3900 0 X
NORTHEAST UTILITIES COM 664397106 128064 9200 X 9200 0 X
NORTHRIM BANCORP INC COM 666762109 43650 3000 X 3000 0 X
NORTHROP GRUMMAN CORP COM 666807102 51480 600 X 600 0 X
NORTHWEST NATURAL GAS CO COM 667655104 45180 1800 X 1800 0 X
NU HORIZONS ELEC CORP COM 669908105 50082 10200 X 10200 0 X
NOVELL INC COM 670006105 44505 20700 X 20700 0 X
NOVELLUS SYSTEMS INC COM 670008101 122715 4500 X 4500 0 X
NOVEN PHARMACEUTICALS INC COM 670009109 186384 13200 X 13200 0 X
NUCOR CORP COM 670346105 610720 16000 X 16000 0 X
O CHARLEYS INC COM 670823103 11856607 618498 X 420314 0 198184
O REILLY AUTOMOTIVE INC COM 686091109 5579262 206105 X 142545 0 63560
O REILLY AUTOMOTIVE INC COM 686091109 514330 19000 X 0 0 19000
OAK TECHNOLOGIES COM 671802106 1765 500 X 500 0 0
OAK TECHNOLOGIES COM 671802106 3530 1000 X 1000 0 0
OCCIDENTAL PETE CORP COM 674599105 10425301 347974 X 284511 0 63463
OCCIDENTAL PETE CORP COM 674599105 317276 10590 X 10390 0 200
OCEAN ENERGY INC DEL COM 67481E106 493000 24650 X 3400 0 21250
OCEAN ENERGY INC DEL COM 67481E106 233800 11690 X 1690 0 10000
OCEANEERING INTL INC COM 675232102 7290231 333649 X 206334 0 127315
OCEANEERING INTL INC COM 675232102 329935 15100 X 0 0 15100
OCTEL CORP COM 675727101 20286 1400 X 1400 0 0
OCTEL CORP COM 675727101 956 66 X 66 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
-----------------------
ODYSSEY HEALTHCARE INC COM 67611V101 536608 22575 X 0 0 22575
OFFICE DEPOT INC COM 676220106 55963199 4730617 X 4441396 0 289221
OFFICE DEPOT INC COM 676220106 3268854 276319 X 262994 200 13125
OFFICEMAX INC COM 67622M108 73130 14200 X 14200 0 0
OFFICEMAX INC COM 67622M108 20600 4000 X 4000 0 0
OFFSHORE LOGISTICS INC COM 676255102 4210921 233292 X 154392 0 78900
OGE ENERGY CORP COM 670837103 222397 12376 X 10576 0 1800
OGE ENERGY CORP COM 670837103 449502 25014 X 25014 0 0
OHIO CASUALITY COM 677240103 8887668 687900 X 480900 0 207000
OIL STATES INTERNATIONAL INC COM 678026105 4826400 402200 X 278700 0 123500
OLD DOMINION FGHT LINES INC COM 679580100 7541100 239400 X 177932 0 61468
OLD REP INTERNATIONAL CORPORATION 680223104 1752687 65521 X 28121 0 37400
OLD SECOND BANCORP INC COM 680277100 31769 840 X 840 0 0
OLIN CORP COM 680665205 7734969 425700 X 289100 0 136600
OLIN CORP COM 680665205 29581 1628 X 1628 0 0
OM GROUP INC COM 670872100 318500 36400 X 22150 0 14250
OMEGA FINL CORP COM 682092101 15290 440 X 440 0 0
OMEGA FINL CORP COM 682092101 521250 15000 X 15000 0 0
OMI CORP NEW COM Y6476W104 45590 9700 X 0 0 9700
OMI CORP NEW COM Y6476W104 2350 500 X 500 0 0
OMNICARE INC COM 681904108 5069223 186300 X 170900 0 15400
OMNICARE INC COM 681904108 89793 3300 X 1300 0 2000
OMNICOM GROUP INC COM 681919106 20377237 376172 X 351736 0 24436
OMNICOM GROUP INC COM 681919106 2409319 44477 X 27922 0 16555
OMNOVA SOLUTIONS INC COM 682129101 78765 26700 X 26700 0 0
ON ASSIGNMENT INC COM 682159108 74871 17700 X 17700 0 0
ON SEMICONDUCTOR CORP COM 682189105 381 300 X 300 0 0
ONEIDA LTD COM 682505102 15997 1495 X 1495 0 0
ONEOK INC NEW COM 682680103 21384 1166 X 1166 0 0
ONEOK INC NEW COM 682680103 95368 5200 X 1200 0 4000
ONLINE RESOURCES CORPORATION 68273G101 262 100 X 100 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 12495 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 60 150 X 150 0 0
OPENTV CORP CL A COM G67543101 273 300 X 300 0 0
OPENWAVE SYS INC COM 683718100 446 314 X 314 0 0
OPENWAVE SYS INC COM 683718100 23011 16205 X 16205 0 0
OPINION RESEARCH CORP COM 683755102 117900 30000 X 30000 0 0
OPTICAL COMMUNICATIONS PROD COM 68382T101 4819 5020 X 5020 0 0
OPTICARE HEALTH SYS INC COM 68386P105 2640 3000 X 3000 0 0
ORACLE CORP COM 68389X105 22532407 2076911 X 1609773 0 467138
ORACLE CORP COM 68389X105 5253682 484255 X 435745 0 48510
ORASURE TECHNOLOGIES INC COM 68554V108 17520 3000 X 0 0 3000
ORBITAL SCIENCES CORP COM 685564106 2068 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
-----------------------
ORCHID BIOSCIENCES INC COM 68571P100 195 500 X 500 0 0
OREGON STL MLS INC COM 686079104 47 20 X 20 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 293323 56300 X 34300 0 22000
ORTHOFIX INTL N V COM N6748L102 650080 23900 X 0 0 23900
ORTHOLOGIC CORP COM 68750J107 3400 1000 X 1000 0 0
OSHKOSH B GOSH INC CL A COM 688222207 213200 8200 X 8200 0 0
OSHKOSH TRUCK CORP COM 688239201 13196884 211828 X 139228 0 72600
OSHKOSH TRUCK CORP COM 688239201 7476 120 X 0 0 120
OSI PHARMACEUTICALS INC COM 671040103 32000 2000 X 2000 0 0
OSTEOTECH INC COM 688582105 71022 11400 X 11400 0 0
OUTBACK STEAKHOUSE INC COM 689899102 1833745 51830 X 25100 0 26730
OUTBACK STEAKHOUSE INC COM 689899102 998742 28229 X 1440 0 26789
OVERTURE SVCS INC COM 69039R100 4551 300 X 300 0 0
OWENS & MINOR INC NEW COM 690732102 407160 23200 X 22150 0 1050
OWENS & MINOR INC NEW COM 690732102 1755 100 X 0 0 100
OWENS ILL INC COM NEW 690768403 177636 19650 X 0 0 19650
OXFORD HEALTH PLANS INC COM 691471106 1288448 42439 X 7764 0 34675
OXFORD HEALTH PLANS INC COM 691471106 425040 14000 X 1000 0 13000
OXFORD INDS INC COM 691497309 123250 5000 X 5000 0 0
OYO GEOSPACE CORP COM 671074102 2850 300 X 300 0 0
OCCIDENTAL PETROLEUM COM 674599105 62916 2100 X 2100 0 X
OFFICE DEPOT INC COM 676220106 2097459 177300 X 177300 0 X
OLD DOMINION FREIGHT LINE COM 679580100 69300 2200 X 2200 0 X
OMNICOM GROUP COM 681919106 1134862 20950 X 20950 0 X
OMEGA FINANCIAL CORP COM 682092101 31275 900 X 900 0 X
OPTICAL COMMUNICATIONS PROD COM 68382T101 15908 16400 X 16400 0 X
ORACLE CORP COM 68389X105 301060 27750 X 27750 0 X
OSHKOSH TRUCK CORP COM 688239201 112140 1800 X 1800 0 X
OUTBACK STEAKHOUSE INC COM 689899102 114985 3250 X 3250 0 X
P.A.M. TRANSPORTATION SVCS COM 693149106 1061180 48500 X 27100 0 21400
PAC WEST TELECOM INC COM 69371Y101 1175 2500 X 0 0 2500
PACCAR INC COM 693718108 983533 19565 X 8473 0 11092
PACCAR INC COM 693718108 11311 225 X 225 0 0
PACIFIC NORTHWEST BANCORP COM 69466M103 6049500 218000 X 142900 0 75100
PACIFIC SUNWEAR CA INC COM 694873100 762108 37450 X 33050 0 4400
PACIFICARE HEALTH SYSTEMS COM 695112102 243211 10075 X 1600 0 8475
PACIFICARE HEALTH SYSTEMS COM 695112102 724 30 X 30 0 0
PACKAGING CORP OF AMERICA COM 695156109 1363357 75700 X 44900 0 30800
PACTIV CORP COM 695257105 540650 26633 X 18338 0 8295
PACTIV CORP COM 695257105 106839 5263 X 5263 0 0
PAIN THERAPEUTICS INC COM 69562K100 51 30 X 30 0 0
PALATIN TECHNOLOGIES INC COM 696077304 1800 1000 X 0 0 1000
PALL CORP COM 696429307 13032800 651640 X 591747 0 59893
PALL CORP COM 696429307 1313180 65659 X 61009 0 4650
PALM INC NEW COM 696642206 3986 399 X 324 0 75
PALM INC NEW COM 696642206 4016 402 X 252 0 150
PALOMAR MED TECHNOLOGIES INC COM 697529303 3640 1000 X 0 0 1000
PALOMAR MED TECHNOLOGIES INC COM 697529303 48478 13318 X 0 0 13318
PANERA BREAD CO CL A COM 69840W108 3981384 130580 X 129780 0 800
PANERA BREAD CO CL A COM 69840W108 1109836 36400 X 3000 0 33400
PANTRY INC COM 698657103 23940 5700 X 0 0 5700
PAPA JOHNS INTL INC COM 698813102 312875 12500 X 12500 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
-----------------------
PARADYNE NETWORKS INC COM 69911G107 1300 1000 X 1000 0 0
PARAGON TECHNOLOGIES INC COM 69912T108 39506 4515 X 4515 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 143602 66176 X 30473 0 35703
PARAMETRIC TECHNOLOGY CORP COM 699173100 1736 800 X 0 0 800
PAREXEL INTL CORP COM 699462107 233240 17000 X 17000 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 283875 18750 X 13150 0 5600
PARK ELECTROCHEMICAL CORP COM 700416209 185798 12272 X 1272 0 11000
PARK NATL CORP COM 700658107 167940 1800 X 0 0 1800
PARK NATL CORP COM 700658107 261240 2800 X 2800 0 0
PARK PL ENTMT CORP COM 700690100 149520 21000 X 10000 0 11000
PARK PL ENTMT CORP COM 700690100 39872 5600 X 5600 0 0
PARKER DRILLING CO COM 701081101 5451 2300 X 2300 0 0
PARKER DRILLING CO COM 701081101 237 100 X 100 0 0
PARKER-HANNIFIN CORP COM 701094104 7047387 181915 X 166988 0 14927
PARKER-HANNIFIN CORP COM 701094104 1171381 30237 X 27685 0 2552
PARKWAY PROPERTIES INC COM 70159Q104 345714 9175 X 275 0 8900
PARTHUSCEVA INC COM 70212E106 418 134 X 1 0 133
PATHMARK STORES INC COM 70322A101 4542 680 X 680 0 0
PATINA OIL & GAS CORP COM 703224105 4411068 134075 X 131925 0 2150
PATINA OIL & GAS CORP COM 703224105 957390 29100 X 0 0 29100
PATTERSON DENTAL CO COM 703412106 68895 1500 X 1100 0 400
PATTERSON DENTAL CO COM 703412106 199796 4350 X 2650 0 1700
PATTERSON-UTI ENERGY INC COM 703481101 1418312 43897 X 40500 0 3397
PATTERSON-UTI ENERGY INC COM 703481101 1065584 32980 X 1590 0 31390
PAXAR CORP COM 704227107 301135 26300 X 24471 0 1829
PAXSON COMMUNICATIONS CORP COM 704231109 5450 2500 X 0 0 2500
PAYCHEX INC COM 704326107 9373149 341214 X 334651 0 6563
PAYCHEX INC COM 704326107 4015070 146162 X 70833 0 75329
PAYLESS SHOESOURCE INC COM 704379106 361985 23130 X 20430 0 2700
PAYLESS SHOESOURCE INC COM 704379106 93008 5943 X 5943 0 0
PC-TEL INC COM 69325Q105 123437 13700 X 13700 0 0
PEABODY ENERGY CORP COM 704549104 376794 13510 X 5310 0 8200
PEABODY ENERGY CORP COM 704549104 9204 330 X 0 0 330
PEAPACK-GLADSTONE FINL CORP COM 704699107 1237320 49394 X 46082 0 3312
PEC SOLUTIONS INC COM 705107100 90400 7674 X 600 0 7074
PEDIATRIX MEDICAL GROUP INC COM 705324101 644841 25650 X 18300 0 7350
PEGASUS COMMUNICATIONS CORP COM 705904605 257 20 X 20 0 0
PEGASUS SOLUTIONS INC COM 705906105 184800 16500 X 16500 0 0
PENFORD CORPORATION COM 707051108 62244 5200 X 5200 0 0
PENN ENGINEERING & MFG CORP COM 707389300 44928 3900 X 0 0 3900
PENN NATL GAMING INC COM 707569109 127800 7200 X 7200 0 0
PENN VIRGINIA CORP COM 707882106 5323315 138628 X 74258 0 64370
PENNICHUCK CORPORATION NEW COM 708254206 38728 1754 X 265 0 1489
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PENTAIR INC 709631105 12030135 340315 X 215315 0 125000
PENTAIR INC 709631105 341340 9656 X 1656 0 8000
PEOPLES BK BRIDGEPORT CT COM 710198102 229093 9073 X 9073 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 215155 8521 X 7521 0 1000
PEOPLES ENERGY CORP COM 711030106 3366708 94121 X 92748 0 1373
PEOPLES ENERGY CORP COM 711030106 143366 4008 X 4008 0 0
PEOPLESOFT INC COM 712713106 3249185 212365 X 192630 0 19735
PEOPLESOFT INC COM 712713106 192627 12590 X 12590 0 0
PEP BOYS-MANNY, MOE & JACK 713278109 263568 34680 X 34680 0 0
PEP BOYS-MANNY, MOE & JACK 713278109 3040 400 X 400 0 0
PEPCO HOLDINGS INC COM 713291102 472271 27142 X 20050 0 7092
PEPCO HOLDINGS INC COM 713291102 620762 35676 X 35074 0 602
PEPSI BOTTLING GROUP COM 713409100 2857056 159345 X 158605 0 740
PEPSI BOTTLING GROUP COM 713409100 365951 20410 X 0 0 20410
PEPSIAMERICAS INC COM 71343P200 19098 1624 X 1624 0 0
PEPSIAMERICAS INC COM 71343P200 173460 14750 X 14150 0 600
PEPSICO INC COM 713448108 321138920 8028473 X 7591896 200 436377
PEPSICO INC COM 713448108 119823960 2995599 X 2804067 250 191282
PERFORMANCE FOOD GROUP CO COM 713755106 5822334 189900 X 188800 0 1100
PERFORMANCE FOOD GROUP CO COM 713755106 15330 500 X 0 0 500
PERFORMANCE TECHNOLOGIES INC COM 71376K102 3953299 1126296 X 750996 0 375300
PERICOM SEMICONDUCTOR CORP COM 713831105 5282503 678985 X 473260 0 205725
PERKINELMER INC COM 714046109 562604 63285 X 48410 0 14875
PERKINELMER INC COM 714046109 1873905 210788 X 210788 0 0
PEROT SYSTEMS CORP COM CL A 714265105 231876 22600 X 3600 0 19000
PEROT SYSTEMS CORP COM CL A 714265105 436050 42500 X 0 0 42500
PERRIGO CO COM 714290103 2376 200 X 200 0 0
PERVASIVE SOFTWARE COM 715710109 20070 4510 X 4510 0 0
PETCO ANIMAL SUPPLIES INC COM 716016209 4235595 224700 X 222900 0 1800
PETCO ANIMAL SUPPLIES INC COM 716016209 441090 23400 X 8000 0 15400
PETROLEUM HELICOPTERS INC COM NON VT 716604202 2692 100 X 100 0 0
PETSMART INC COM 716768106 180130 14296 X 14296 0 0
PF CHANGS CHINA BISTRO COM 69333Y108 4019680 108640 X 107590 0 1050
PF CHANGS CHINA BISTRO COM 69333Y108 1091500 29500 X 3550 0 25950
PFF BANCORP INC COM 69331W104 60971 1900 X 0 0 1900
PFIZER INC COM 717081103 463478421 14874147 X 14035000 0 839147
PFIZER INC COM 717081103 263959227 8471092 X 7919190 29881 522021
PG & E CORP COM 69331C108 1079363 80250 X 69521 0 10729
PG & E CORP COM 69331C108 96396 7167 X 7167 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 1178759 43900 X 37200 0 6700
PHARMACEUTICAL RES INC COM 717125108 204116 4805 X 800 0 4005
PHARMACEUTICAL RES INC COM 717125108 1977062 46541 X 1496 0 45045
PHARMACIA CORP COM 71713U102 213421240 4928897 X 4704125 0 224772
PHARMACIA CORP COM 71713U102 46723861 1079073 X 939944 625 138504
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PHARMOS CORP COM NEW 717139208 79 100 X 100 0 0
PHELPS DODGE CORP COM 717265102 842141 25928 X 19122 0 6806
PHELPS DODGE CORP COM 717265102 196796 6059 X 5435 0 624
PHILADELPHIA CONS HLDG CORP COM 717528103 3526200 97950 X 97350 0 600
PHILADELPHIA SUBN CORP COM 718009608 6256869 285051 X 194689 0 90362
PHILADELPHIA SUBN CORP COM 718009608 107555 4900 X 4900 0 0
PHILLIPS VAN HEUSEN CORP 718592108 7774325 629500 X 434500 0 195000
PHOENIX COMPANIES INC COM 71902E109 3282739 453417 X 281039 0 172378
PHOENIX COMPANIES INC COM 71902E109 58970 8145 X 7756 0 389
PHOENIX FOOTWEAR GROUP INC COM 71903M100 17900 2500 X 2500 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 317050 74600 X 16500 0 58100
PHOTOELECTRON CORP COM 719320103 150 15000 X 0 0 15000
PHOTOMEDEX INC COM 719358103 136000 85000 X 85000 0 0
PHOTON DYNAMICS INC 719364101 1398780 85500 X 84900 0 600
PHOTRONICS INC 719405102 255635 21500 X 21500 0 0
PHOTRONICS INC 719405102 494030 41550 X 3000 0 38550
PHYSIOMETRIX INC COM 718928104 4352 6400 X 6400 0 0
PICO HLDGS INC COM NEW 693366205 887470 71340 X 50460 0 20880
PIEDMONT NAT GAS INC COM 720186105 952033 26705 X 26705 0 0
PIEDMONT NAT GAS INC COM 720186105 568011 15933 X 13133 0 2800
PIER 1 IMPORTS INC COM 720279108 651450 41075 X 3475 0 37600
PIER 1 IMPORTS INC COM 720279108 356850 22500 X 0 0 22500
PINNACLE ENTMT INC COM 723456109 93696 19200 X 17400 0 1800
PINNACLE SYS INC COM 723481107 435138 41800 X 41800 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1150270 34605 X 32284 0 2321
PINNACLE WEST CAPITAL CORP COM 723484101 18016 542 X 542 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 148868 5931 X 1631 0 4300
PIONEER NATURAL RESOURCES CO COM 723787107 477 19 X 19 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 4946600 586090 X 415140 0 170950
PIONEER STANDARD ELECTRONICS COM 723877106 5275 625 X 0 0 625
PITNEY BOWES INC COM 724479100 9191109 287942 X 266836 0 21106
PITNEY BOWES INC COM 724479100 7561656 236894 X 220107 0 16787
PITTSTON BRINK'S GROUP COM 725701106 846416 61069 X 60100 0 969
PITTSTON BRINK'S GROUP COM 725701106 179542 12954 X 12579 0 375
PIXAR INC COM 725811103 38411 710 X 700 0 10
PIXAR INC COM 725811103 18935 350 X 75 0 275
PLAINS RES INC COM PAR $0.10 726540503 171787 16100 X 16100 0 0
PLANAR SYS INC COM 726900103 1113672 94700 X 94200 0 500
PLATO LEARNING INC COM 72764Y100 31476 7026 X 7026 0 0
PLAYTEX PRODS INC COM 72813P100 116870 14500 X 11300 0 3200
PLEXUS CORP COM 729132100 3350776 366205 X 243999 0 122206
PLUG POWER INC COM 72919P103 28290 5591 X 5591 0 0
PLUG POWER INC COM 72919P103 6578 1300 X 1300 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
PLUMTREE SOFTWARE INC COM 72940Q104 12000 3000 X 3000 0 0
PMA CAPITAL CORP CL A COM 693419202 13540 2000 X 0 0 2000
PMC-SIERRA INC COM 69344F106 1834462 308313 X 295873 0 12440
PMC-SIERRA INC COM 69344F106 359761 60464 X 164 0 60300
PMI GROUP INC COM 69344M101 1543987 60430 X 40430 0 20000
PMI GROUP INC COM 69344M101 7154 280 X 0 0 280
PNC FINANCIAL SERVICES GROUP 693475105 10481803 247329 X 212799 0 34530
PNC FINANCIAL SERVICES GROUP 693475105 3786356 89343 X 82108 0 7235
PNM RES INC COM 69349H107 47229 2100 X 0 0 2100
PNM RES INC COM 69349H107 35534 1580 X 580 0 1000
POGO PRODUCING CO COM 730448107 3036440 76350 X 74600 0 1750
POLARIS INDS INC COM 731068102 3689224 74200 X 73700 0 500
POLO RALPH LAUREN COM 731572103 137400 6000 X 6000 0 0
POLYCOM INC COM 73172K104 97162 12025 X 100 0 11925
POLYMEDICA CORP COM 731738100 296888 9750 X 8300 0 1450
POLYONE CORP COM 73179P106 240435 61650 X 61650 0 0
POMEROY COMPUTER RES INC COM 731822102 12685 1820 X 1820 0 0
POPE & TALBOT INC 732827100 131775 10500 X 10200 0 300
POPE & TALBOT INC 732827100 628 50 X 50 0 0
POSSIS MEDICAL INC 737407106 235936 14600 X 14600 0 0
POTLATCH CORP COM 737628107 77720 4000 X 4000 0 0
POTLATCH CORP COM 737628107 23316 1200 X 1200 0 0
POWELL INDS INC COM 739128106 7642188 556200 X 383700 0 172500
POWER INTEGRATIONS INC COM 739276103 461035 22240 X 19100 0 3140
POWER-ONE INC COM 739308104 38333 8712 X 8512 0 200
PPG INDS INC COM 693506107 16364175 363003 X 352624 0 10379
PPG INDS INC COM 693506107 4102010 90994 X 89494 0 1500
PPL CORP COM 69351T106 2387294 67040 X 50003 0 17037
PPL CORP COM 69351T106 2350438 66005 X 31746 0 34259
PRACTICEWORKS INC COM 739419109 3204 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 4706000 1176500 X 826500 0 350000
PRAXAIR INC COM 74005P104 4427476 78571 X 41206 0 37365
PRAXAIR INC COM 74005P104 667466 11845 X 3360 0 8485
PRE PAID LEGAL SVCS INC COM 740065107 219456 12700 X 12700 0 0
PRECISE SOFTWARE SOLUTIONS COM M41450103 499732 30050 X 0 0 30050
PRECISION CASTPARTS CORP COM 740189105 5803177 243524 X 235974 0 7550
PRECISION CASTPARTS CORP COM 740189105 243614 10223 X 10223 0 0
PREFORMED LINE PRODS CO COM 740444104 246400 17600 X 17600 0 0
PREFORMED LINE PRODS CO COM 740444104 4200 300 X 300 0 0
PREMCOR INC COM 74045Q104 2968223 115540 X 98800 0 16740
PREMCOR INC COM 74045Q104 1493874 58150 X 0 0 58150
PREMIER BANCORP INC/PA COM 74046J109 169716 6930 X 0 0 6930
PREMIER CMNTY BANKSHARES INC COM 740473103 28085 2370 X 2370 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
-----------------------
PRESIDENTIAL LIFE CORP COM 740884101 2209048 351200 X 249400 0 101800
PRESSTEK INC COM 741113104 22450 5000 X 5000 0 0
PRESSTEK INC COM 741113104 449 100 X 100 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 305704 42400 X 42400 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 36050 5000 X 5000 0 0
PRICELINE.COM INC COM 741503106 820 500 X 500 0 0
PRICESMART INC COM 741511109 29780 2000 X 0 0 2000
PRICESMART INC COM 741511109 149 10 X 10 0 0
PRIDE INTL INC COM 74153Q102 4578506 339400 X 196200 0 143200
PRIDE INTL INC COM 74153Q102 60705 4500 X 4500 0 0
PRIMA ENERGY CORP COM 741901201 159290 8500 X 8500 0 0
PRIME HOSPITALITY CORP COM 741917108 389962 75574 X 38674 0 36900
PRIME HOSPITALITY CORP COM 741917108 4825 935 X 0 0 935
PRIMEDIA INC COM 74157K101 5733 2340 X 2340 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 2998 1375 X 1375 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1088640 40112 X 38312 0 1800
PRINCIPAL FINANCIAL GROUP COM 74251V102 35363 1303 X 1303 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 15924708 597550 X 451575 0 145975
PRIVATE BUSINESS INC COM 74267D203 250 333 X 333 0 0
PROCTER & GAMBLE CO COM 742718109 396799231 4455915 X 4184478 200 271237
PROCTER & GAMBLE CO COM 742718109 197111730 2213495 X 2065226 155 148114
PROGRESS ENERGY INC COM 743263105 5462286 139522 X 131756 0 7766
PROGRESS ENERGY INC COM 743263105 3266637 83439 X 73871 0 9568
PROGRESS SOFTWARE CORP COM 743312100 17113925 953422 X 641422 0 312000
PROGRESS SOFTWARE CORP COM 743312100 25130 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 1850116 31194 X 28459 0 2735
PROGRESSIVE CORP OHIO COM 743315103 30397027 512511 X 229646 0 282865
PROQUEST CO COM 74346P102 16885902 816928 X 585313 0 231615
PROSOFT TRAINING COM 743477101 3346 19680 X 19680 0 0
PROSPERITY BANCSHARES INC COM 743606105 2826890 170500 X 165600 0 4900
PROTECTIVE LIFE CORP COM 743674103 238393 8350 X 0 0 8350
PROTECTIVE LIFE CORP COM 743674103 111916 3920 X 3920 0 0
PROTEIN DESIGN LABS INC COM 74369L103 3723173 501100 X 497200 0 3900
PROTEIN DESIGN LABS INC COM 74369L103 74 10 X 10 0 0
PROTON ENERGY SYS INC COM 74371K101 185 75 X 75 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 2664 400 X 400 0 0
PROVIDENT BANKSHARES CORP COM 743859100 394876 17109 X 16379 0 730
PROVIDENT FINANCIAL SERVICES COM 74386T105 61659 3900 X 3900 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 538760 82128 X 69910 0 12218
PROVIDIAN FINANCIAL CORP COM 74406A102 1217536 185600 X 181600 0 4000
PROVINCE HEALTHCARE CO COM 743977100 314618 35550 X 35550 0 0
PROXIM CORP CL A COM 744283102 1133 1889 X 1889 0 0
PROXYMED INC COM 744290305 918000 122400 X 94000 0 28400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 3998153 136689 X 105789 0 30900
PRUDENTIAL FINANCIAL INC COM 744320102 229320 7840 X 6453 0 1387
PSS WORLD MED INC COM 69366A100 8872742 1360850 X 944450 0 416400
PTEK HLDGS INC COM 69366M104 3357 900 X 900 0 0
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 10572480 288157 X 245581 0 42576
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 3452309 94094 X 83329 0 10765
PUBLICARD INC COM 744627100 157 2613 X 2613 0 0
PUBLICARD INC COM 744627100 60 1000 X 1000 0 0
PUGET ENERGY INC COM 745310102 244383 11468 X 6968 0 4500
PUGET ENERGY INC COM 745310102 507945 23836 X 23836 0 0
PULITZER INC COM 745769109 10840216 248800 X 177500 0 71300
PULTE HOMES INC 745867101 2877306 57374 X 27602 0 29772
PULTE HOMES INC 745867101 12538 250 X 250 0 0
PUMATECH INC COM 745887109 1044 400 X 400 0 0
PC-TEL INC 69325Q105 13515 1500 X 1500 0 X
P G & E CORP 69331C108 1301960 96800 X 96800 0 X
PMC SIERRA INC 69344F106 581910 97800 X 97800 0 X
PMI GROUP INC 69344M101 140525 5500 X 5500 0 X
PPG INDUSTRIES INC 693506107 72128 1600 X 1600 0 X
P P & L RESOURCES INC 69351T106 60537 1700 X 1700 0 X
PS BUSINESS PARKS INC CA. REIT 69360J107 110075 3700 X 3700 0 X
PACIFICARE HEALTH SYSTEMS - A 695112102 62764 2600 X 2600 0 X
PACKAGING CORP OF AMERICA 695156109 59433 3300 X 3300 0 X
PAN PACIFIC RETAIL PPTYS INC 69806L104 68130 1800 X 1800 0 X
PARKER DRILLING CO 701081101 11613 4900 X 4900 0 X
PARKER HANNIFIN CORP 701094104 65858 1700 X 1700 0 X
PARKWAY PROPERTIES INC 70159Q104 18840 500 X 500 0 X
PATINA OIL & GAS CORP 703224105 144760 4400 X 4400 0 X
PATTERSON-UTI ENERGY INC 703481101 323600 10000 X 10000 0 X
PAYCHEX INC 704326107 93398 3400 X 3400 0 X
PEABODY ENERGY CORP 704549104 223120 8000 X 8000 0 X
PEDIATRIX MEDICAL GROUP INC 705324101 67878 2700 X 2700 0 X
PEPSI BOTTLING GROUP 713409100 93236 5200 X 5200 0 X
PEPSICO INC 713448108 2006000 50150 X 50150 0 X
PERFORMANCE FOOD GROUP CO 713755106 174762 5700 X 5700 0 X
PERICOM SEMICONDUCTOR CORP 713831105 39678 5100 X 5100 0 X
PERVASIVE SOFTWARE INC 715710109 41385 9300 X 9300 0 X
PETCO ANIMAL SUPPLIES 716016209 199810 10600 X 10600 0 X
PFIZER INC 717081103 4256456 136600 X 136600 0 X
PHARMACIA CORPORATION 71713U102 3054815 70550 X 70550 0 X
PHILADELPHIA CONSOLIDATED HLDG 717528103 136800 3800 X 3800 0 X
PHILLIPS VAN HEUSEN CORP 718592108 12350 1000 X 1000 0 X
THE PHOENIX COMPANIES INC 71902E109 60816 8400 X 8400 0 X
PHOTON DYNAMICS INC 719364101 44172 2700 X 2700 0 X
PIER 1 IMPORTS 720279108 44408 2800 X 2800 0 X
PIONEER STANDARD ELECTRONICS 723877106 79336 9400 X 9400 0 X
PITTSTON BRINKS GROUP 725701106 105336 7600 X 7600 0 X
PLANAR SYSTEMS INC 726900103 61152 5200 X 5200 0 X
PLATO LEARNING INC 72764Y100 60032 13400 X 13400 0 X
PLEXUS CORP 729132100 129015 14100 X 14100 0 X
POGO PRODUCING CO 730448107 91471 2300 X 2300 0 X
POLARIS INDUSTRIES INC 731068102 114356 2300 X 2300 0 X
POMEROY COMPUTER RESOURCES INC 731822102 8364 1200 X 1200 0 X
PRAXAIR INC 74005P104 135240 2400 X 2400 0 X
PRECISION CASTPARTS CORP 740189105 73873 3100 X 3100 0 X
PREMCOR INC 74045Q104 105329 4100 X 4100 0 X
PRENTISS PROPERTIES TRUST 740706106 31165 1150 X 1150 0 X
PRIME HOSPITALITY CORP. 741917108 79464 15400 X 15400 0 X
PRIORITY HEALTHCARE CORP-B 74264T102 101270 3800 X 3800 0 X
PROCTER & GAMBLE CO 742718109 1415895 15900 X 15900 0 X
PROGRESS ENERGY INC 743263105 140940 3600 X 3600 0 X
PROLOGIS 743410102 208890 8250 X 8250 0 X
PROSPERITY BANCSHARES INC 743606105 96164 5800 X 5800 0 X
PROTEIN DESIGN LABS INC 74369L103 173900 23500 X 23500 0 X
PUBLIC STORAGE INC 74460D109 112110 3700 X 3700 0 X
QAD INC COM 74727D108 231 50 X 50 0 0
QLOGIC CORP COM 747277101 7977189 214787 X 211687 0 3100
QLOGIC CORP COM 747277101 863654 23254 X 23254 0 0
QMED INC 747914109 5464 800 X 800 0 0
QRS CORP COM 74726X105 52046 10600 X 10600 0 0
QUAKER CHEMICAL CORP COM 747316107 126480 6200 X 6200 0 0
QUALCOMM INC COM 747525103 6646464 184624 X 115478 0 69146
QUALCOMM INC COM 747525103 678780 18855 X 10355 0 8500
QUANEX CORP COM 747620102 2655319 83764 X 4600 0 79164
QUANTUM CORP-DLT & STORAGE COM 747906204 125411 34740 X 790 0 33950
QUANTUM CORP-DLT & STORAGE COM 747906204 1390 385 X 135 0 250
QUEST DIAGNOSTICS INC COM 74834L100 10980751 183963 X 171654 0 12309
QUEST DIAGNOSTICS INC COM 74834L100 992943 16635 X 15750 0 885
QUEST SOFTWARE INC COM 74834T103 215910 23990 X 600 0 23390
QUESTAR CORP COM 748356102 246821 8347 X 8347 0 0
QUESTAR CORP COM 748356102 3799745 128500 X 114500 0 14000
QUIKSILVER INC COM 74838C106 2976264 97200 X 22200 0 75000
QUINTILES TRANSNATIONAL CORP COM 748767100 663097 54531 X 13931 0 40600
QUOVADX INC COM 74913K106 724 375 X 375 0 0
QWEST COMMUNICATIONS INTL COM 749121109 1496788 428879 X 203821 0 225058
QWEST COMMUNICATIONS INTL COM 749121109 348173 99763 X 93099 150 6514
QUINTILES TRANSNATIONAL CORP 748767100 21888 1800 X 1800 0 X
QWEST COMMUNICATIONS INTL 749121109 3 1 X 1 0 X
R & B INC COM 749124103 6227817 642043 X 431943 0 210100
R & B INC COM 749124103 38800 4000 X 4000 0 0
R H DONNELLEY CORP NEW COM 74955W307 61734 2080 X 2080 0 0
R H DONNELLEY CORP NEW COM 74955W307 92127 3104 X 2104 0 1000
R J REYNOLDS TOBACCO HOLD COM 76182K105 338730 10500 X 10300 0 200
R J REYNOLDS TOBACCO HOLD COM 76182K105 487933 15125 X 14825 0 300
RACING CHAMPIONS ERTL CORPORATION 750069106 6557520 427200 X 301300 0 125900
RADIAN GROUP INC COM 750236101 3448321 103305 X 96705 0 6600
RADIAN GROUP INC COM 750236101 7677 230 X 75 0 155
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 138380 18700 X 18700 0 0
RADIO ONE INC CL D NON-VTG COM 75040P405 3287346 248289 X 240700 0 7589
RADIO ONE INC CL D NON-VTG COM 75040P405 1269742 95902 X 12397 0 83505
RADIOSHACK CORP COM 750438103 899558 40357 X 8314 0 32043
RADIOSHACK CORP COM 750438103 245190 11000 X 7000 0 4000
RADISYS CORP COM 750459109 78234 11800 X 11800 0 0
RADYNE COMSTREAM INC COM 750611402 13438 6250 X 6250 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 166144 17600 X 17600 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 28320 3000 X 3000 0 0
RAIT INVESTMENT TRUST COM 749227104 22640 1000 X 1000 0 0
RALCORP HOLDINGS COM 751028101 581734 22340 X 22340 0 0
RAMBUS INC COM 750917106 108322 8200 X 8200 0 0
RAMBUS INC COM 750917106 15852 1200 X 200 0 1000
RAND CAPITAL CORP COM 752185108 10327 9835 X 9835 0 0
RARE HOSPITALITY INTL INC COM 753820109 409248 14700 X 14700 0 0
RAVEN INDS INC COM 754212108 458128 27400 X 0 0 27400
RAYMOND JAMES FINL INC COM 754730109 1023159 39550 X 36600 0 2950
RAYMOND JAMES FINL INC COM 754730109 90726 3507 X 3507 0 0
RAYONIER INC COM 754907103 10760377 244221 X 178370 0 65851
RAYONIER INC COM 754907103 1221872 27732 X 14426 0 13306
RAYOVAC CORP COM 755081106 8875300 818000 X 554900 0 263100
RAYOVAC CORP COM 755081106 220255 20300 X 0 0 20300
RAYTECH CORP DEL 755103108 276 47 X 47 0 0
RAYTHEON CO COM 755111507 103617822 3652373 X 3491478 0 160895
RAYTHEON CO COM 755111507 18303331 645165 X 604208 750 40207
RCN CORP COM 749361101 14831 20598 X 13383 0 7215
RCN CORP COM 749361101 2268 3150 X 3150 0 0
READ RITE CORP COM 755246204 6500 10000 X 10000 0 0
READ RITE CORP COM 755246204 650 1000 X 0 0 1000
READERS DIGEST ASSOCIATION COM 755267101 40840 4000 X 0 0 4000
READERS DIGEST ASSOCIATION COM 755267101 85764 8400 X 8400 0 0
REALNETWORKS INC COM 75605L104 3490 845 X 145 0 700
REALNETWORKS INC COM 75605L104 207 50 X 50 0 0
RED HAT INC COM 756577102 1901 350 X 350 0 0
RED HAT INC COM 756577102 4344 800 X 800 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 586089 44100 X 43744 0 356
REDBACK NETWORKS COM 757209101 406 700 X 700 0 0
REEBOK INTL 758110100 3527269 107375 X 97405 0 9970
REEBOK INTL 758110100 630884 19205 X 610 0 18595
REGAL BELOIT CORP COM 758750103 296249 19350 X 11800 0 7550
REGAL ENTERTAINMENT GROUP CL A COM 758766109 44875 2500 X 2500 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 364344 48450 X 48450 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 752 100 X 0 0 100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
REGENT COMMUNICATIONS INC COM 758865109 3174948 668410 X 469810 0 198600
REGIONS FINL CORP COM 758940100 1121526 34615 X 33231 0 1384
REGIONS FINL CORP COM 758940100 208786 6444 X 3856 0 2588
REGIS CORP MINNESOTA COM 758932107 727372 29200 X 20650 0 8550
REHABCARE GROUP INC COM 759148109 287385 16100 X 10600 0 5500
REINSURANCE GROUP AMER INC COM 759351109 7873488 299600 X 214100 0 85500
RELIANCE STL & ALUM CO COM 759509102 7782676 515409 X 367509 0 147900
RELIANCE STL & ALUM CO COM 759509102 246885 16350 X 0 0 16350
RELIANT RESOURCES COM 75952B105 114849 32261 X 13411 0 18850
RELIANT RESOURCES COM 75952B105 148221 41635 X 40244 0 1391
REMEC INC COM 759543101 4800 1000 X 1000 0 0
REMEDYTEMP INC CL A COM 759549108 1595780 132650 X 86750 0 45900
REMINGTON OIL & GAS CORP COM NEW 759594302 1983995 116500 X 115800 0 700
REMINGTON OIL & GAS CORP COM NEW 759594302 8515 500 X 500 0 0
RENAISSANCE LEARNING INC COM 75968L105 45838 2600 X 0 0 2600
RENAL CARE GROUP INC COM 759930100 1259672 40400 X 33800 0 6600
RENAL CARE GROUP INC COM 759930100 81848 2625 X 1750 0 875
RENT A CTR INC NEW COM 76009N100 19880266 361920 X 224820 0 137100
REPLIGEN CORP COM 759916109 1868 400 X 400 0 0
REPUBLIC BANCORP INC COM 760282103 10204967 866296 X 607042 0 259254
REPUBLIC BANCORP INC COM 760282103 583275 49514 X 14616 0 34898
REPUBLIC SERVICES INC COM 760759100 429536 21650 X 1800 0 19850
REPUBLIC SERVICES INC COM 760759100 27399 1381 X 981 0 400
RES-CARE INC COM 760943100 7175570 2457387 X 1641837 0 815550
RES-CARE INC COM 760943100 5840 2000 X 2000 0 0
RESEARCH FRONTIERS INC COM 760911107 1440 200 X 200 0 0
RESEARCH IN MOTION COM 760975102 26120 2000 X 2000 0 0
RESMED INC COM 761152107 706758 22100 X 22100 0 0
RESOURCE AMER INC COM NEW 761195205 2794 351 X 351 0 0
RESOURCES CONNECTION INC COM 76122Q105 280896 13200 X 0 0 13200
RESOURCES CONNECTION INC COM 76122Q105 950152 44650 X 0 0 44650
RESPIRONICS INC COM 761230101 14525631 422613 X 330731 0 91882
RESPIRONICS INC COM 761230101 103113 3000 X 3000 0 0
RETEK INC COM 76128Q109 132947 23041 X 20316 0 2725
REYNOLDS & REYNOLDS CO CL A COM 761695105 1349249 53330 X 37780 0 15550
REYNOLDS & REYNOLDS CO CL A COM 761695105 428127 16922 X 157 0 16765
RF MICRO DEVICES INC COM 749941100 16279 2710 X 500 0 2210
RF MICRO DEVICES INC COM 749941100 18922 3150 X 3150 0 0
RIBOZYME PHARMACEUTICALS INC COM 762567105 1560 4000 X 4000 0 0
RICHARDSON ELECTRS LTD COM 763165107 6475 781 X 781 0 0
RIGGS NATIONAL CORPORATION COM 766570105 334355 23300 X 11000 0 12300
RIGGS NATIONAL CORPORATION COM 766570105 23821 1660 X 1000 0 660
RIGHT MGMT CONSULTANTS INC COM 766573109 57156 4400 X 0 0 4400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
RIMAGE CORP COM 766721104 909000 100000 X 100000 0 0
RITE AID CORP COM 767754104 66584 29725 X 26725 0 3000
RITE AID CORP COM 767754104 173654 77524 X 64524 0 13000
RIVERSTONE NETWORKS INC COM 769320102 1005 718 X 718 0 0
RIVERSTONE NETWORKS INC COM 769320102 214 153 X 153 0 0
RLI CORP COM 749607107 498439 18550 X 18550 0 0
ROADWAY CORPORATION COM 769742107 6107344 182200 X 125100 0 57100
ROBBINS & MYERS INC COM 770196103 129216 9600 X 9600 0 0
ROBERT HALF INTL INC COM 770323103 979935 73624 X 66258 0 7366
ROBERT HALF INTL INC COM 770323103 31105 2337 X 1347 0 990
ROCK-TENN CO CL A COM 772739207 413440 32300 X 23100 0 9200
ROCKWELL AUTOMATION INC COM 773903109 8832297 426681 X 417895 0 8786
ROCKWELL AUTOMATION INC COM 773903109 386366 18665 X 16965 0 1700
ROCKWELL COLLINS INC COM 774341101 765662 41680 X 20694 0 20986
ROCKWELL COLLINS INC COM 774341101 354761 19312 X 17612 0 1700
ROCKY SHOES & BOOTS INC COM 774830103 1877195 270100 X 200300 0 69800
ROGERS CORP 775133101 1850664 62270 X 29670 0 32600
ROGERS CORP 775133101 112936 3800 X 3800 0 0
ROHM & HAAS CO COM 775371107 1982752 66580 X 42523 0 24057
ROHM & HAAS CO COM 775371107 875562 29401 X 6368 0 23033
ROLLINS INC COM 775711104 15545 675 X 675 0 0
ROPER INDUSTRIES INC COM 776696106 652645 22622 X 18402 0 4220
ROPER INDUSTRIES INC COM 776696106 231608 8028 X 28 0 8000
ROSLYN BANCORP INC COM 778162107 55199 3070 X 670 0 2400
ROSS STORES INC COM 778296103 958025 26530 X 16830 0 9700
ROSS STORES INC COM 778296103 407332 11280 X 360 0 10920
ROUSE CO COM 779273101 1896795 54900 X 0 0 54900
ROUSE CO COM 779273101 114015 3300 X 0 0 3300
ROWAN COS INC COM 779382100 3923900 199588 X 199095 0 493
ROWAN COS INC COM 779382100 115994 5900 X 0 0 5900
ROXIO INC COM 780008108 80600 13000 X 13000 0 0
ROXIO INC COM 780008108 254 41 X 41 0 0
ROYAL APPLIANCE MFG CO COM 780076105 63124 8600 X 8600 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5536150 368340 X 355600 0 12740
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 10521 700 X 700 0 0
ROYAL GOLD INC COM 780287108 45570 3100 X 0 0 3100
RPM INTERNATIONAL INC DELAWARE 749685103 665753 63405 X 53605 0 9800
RPM INTERNATIONAL INC DELAWARE 749685103 394349 37557 X 37557 0 0
RSA SEC INC COM 749719100 13490 1900 X 1200 0 700
RSA SEC INC COM 749719100 14200 2000 X 2000 0 0
RTI INTERNATIONAL METALS COM 74973W107 234024 23880 X 17480 0 6400
RUBY TUESDAY INC COM 781182100 6360720 311800 X 237100 0 74700
RUBY TUESDAY INC COM 781182100 139699 6848 X 6848 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
-----------------------
RUDOPLH TECHNOLOGIES INC COM 781270103 157505 10900 X 10900 0 0
RURAL / METRO CORP COM 781748108 9353 10750 X 10750 0 0
RUSS BERRIE & CO INC COM 782233100 472320 14760 X 14260 0 500
RUSSELL CORP COM 782352108 390250 22300 X 22300 0 0
RUSSELL CORP COM 782352108 17500 1000 X 0 0 1000
RYANS FAMILY STEAK HOUSES INC COM 783519101 9492505 903962 X 587997 0 315965
RYDER SYSTEM COM 783549108 9740178 474899 X 332453 0 142446
RYDER SYSTEM COM 783549108 12306 600 X 600 0 0
RYERSON TULL INC COM 78375P107 103750 16600 X 16600 0 0
RYLAND GROUP INC COM 783764103 742868 17200 X 17200 0 0
RFS HOTEL INVESTORS INC COM 74955J108 52380 5400 X 5400 0 X
RLI CORP COM 749607107 94045 3500 X 3500 0 X
RTI INTERNATIONAL METALS COM 74973W107 64680 6600 X 6600 0 X
RADIAN GROUP INC COM 750236101 120168 3600 X 3600 0 X
RADION ONE INC-CL D W/I COM 75040P405 232362 17550 X 17550 0 X
RAYOVAC CORP COM 755081106 81375 7500 X 7500 0 X
RAYTHEON CO COM 755111507 1089408 38400 X 38400 0 X
RECKSON ASSOC REALTY CORP COM 75621K106 56400 3000 X 3000 0 X
RED ROBIN GOURMET BURGERS COM 75689M101 35883 2700 X 2700 0 X
REGENT COMMUNICATIONS INC COM 758865109 42750 9000 X 9000 0 X
REMINGTON OIL & GAS CORP COM 759594302 69823 4100 X 4100 0 X
RENT-A-CENTER INC COM 76009N100 120362 2200 X 2200 0 X
REPUBLIC SERVICES INC COM 760759100 55552 2800 X 2800 0 X
RESMED INC COM 761152107 159900 5000 X 5000 0 X
RESPIRONICS INC COM 761230101 134047 3900 X 3900 0 X
REYNOLDS & REYNOLDS CO COM 761695105 123970 4900 X 4900 0 X
RIGGS NATL CORP WASH DC COM 766570105 100450 7000 X 7000 0 X
ROBERT HALF INTL INC COM 770323103 114466 8600 X 8600 0 X
ROSS STORES COM 778296103 83145 2300 X 2300 0 X
ROUSE COMPANY COM 779273101 158930 4600 X 4600 0 X
ROWAN COS INC COM 779382100 169076 8600 X 8600 0 X
ROYAL DUTCH PETRO-NY SHARES COM 780257804 2383875 58500 X 58500 0 X
RUSS BERRIE & CO INC COM 782233100 32000 1000 X 1000 0 X
RUSSEL CORP COM 782352108 38500 2200 X 2200 0 X
RYDER SYSTEM INC COM 783549108 79989 3900 X 3900 0 X
SABRE HOLDINGS CORP CL A COM 785905100 286237 17991 X 12336 0 5655
SABRE HOLDINGS CORP CL A COM 785905100 41239 2592 X 2592 0 0
SAFECO CORP COM 786429100 1536757 43945 X 20444 0 23501
SAFECO CORP COM 786429100 292000 8350 X 8350 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 6480 4596 X 4596 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 1410 1000 X 0 0 1000
SAFENET INC COM 78645R107 2881406 140625 X 133500 0 7125
SAFEWAY INC COM NEW 786514208 27490316 1452209 X 1323327 0 128882
SAFEWAY INC COM NEW 786514208 1283208 67787 X 66537 0 1250
SAGA COMMUNICATIONS INC COM 786598102 8096 468 X 468 0 0
SAGA COMMUNICATIONS INC COM 786598102 86500 5000 X 5000 0 0
SAGENT TECHNOLOGY INC COM 786693101 19292 148400 X 0 0 148400
SAKS INC COM 79377W108 98432 12800 X 10500 0 2300
SALISBURY BANCORP INC COM 795226109 75060 2780 X 2780 0 0
SALISBURY BANCORP INC COM 795226109 51300 1900 X 1900 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 1227401 181300 X 168300 0 13000
SALTON INC COM 795757103 78750 7500 X 7500 0 0
SANCHEZ COMPUTER ASSOCS INC COM 799702105 4110 1000 X 1000 0 0
SANDERSON FARMS INC COM 800013104 70929 3700 X 0 0 3700
SANDISK CORP COM 80004C101 11774 700 X 0 0 700
SANDISK CORP COM 80004C101 168 10 X 10 0 0
SANMINA-SCI CORPORATION 800907107 433407 107279 X 102879 0 4400
SANMINA-SCI CORPORATION 800907107 7676 1900 X 1900 0 0
SANTA FE ENERGY TR 802013102 71460 3000 X 3000 0 0
SANTA FE ENERGY TR 802013102 4764 200 X 200 0 0
SARA LEE CORP COM 803111103 37409275 2000496 X 1814294 0 186202
SARA LEE CORP COM 803111103 17191415 919327 X 841491 1600 76236
SAUER INC COM 804137107 5357118 674700 X 458800 0 215900
SBA COMMUNICATIONS CORP COM 78388J106 264 200 X 200 0 0
SBC COMMUNICATIONS INC COM 78387G103 147325595 7344247 X 6871542 0 472705
SBC COMMUNICATIONS INC COM 78387G103 60331252 3007540 X 2777641 1025 228874
SBS BROADCASTING SA ORD COM L8137F102 56600 4000 X 0 0 4000
SBS TECHNOLOGIES INC COM 78387P103 92928 12800 X 9800 0 3000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SCANA CORP COM 80589M102 629756 21048 X 18048 0 3000
SCANA CORP COM 80589M102 927819 31010 X 31010 0 0
SCANSOFT INC COM 80603P107 31829 7073 X 4673 0 2400
SCANSOURCE INC COM 806037107 12000 640 X 0 0 640
SCHAWK INC COM 806373106 5093 525 X 525 0 0
SCHERING PLOUGH CORP COM 806605101 21451647 1203121 X 990807 0 212314
SCHERING PLOUGH CORP COM 806605101 18298002 1026248 X 1005885 0 20363
SCHOLASTIC CORP COM 807066105 6130920 228000 X 166300 0 61700
SCHOLASTIC CORP COM 807066105 134450 5000 X 0 0 5000
SCHOOL SPECIALTY INC COM 807863105 218571 12300 X 12300 0 0
SCHULMAN A INC COM 808194104 376182 25890 X 25890 0 0
SCHULMAN A INC COM 808194104 87718 6037 X 6037 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1463906 202757 X 196746 0 6011
SCHWAB CHARLES CORP NEW COM 808513105 299803 41524 X 41524 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 391050 17380 X 10930 0 6450
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2925 130 X 120 0 10
SCIENTIFIC ATLANTA 808655104 1503967 109459 X 77393 0 32066
SCIENTIFIC ATLANTA 808655104 597690 43500 X 6500 0 37000
SCIENTIFIC GAMES CORP CL A COM 80874P109 2801142 518730 X 511200 0 7530
SCIENTIFIC TECH INC COM 808799209 4000 1000 X 1000 0 0
SCIOS NOVA INC COM 808905103 76664 1740 X 1740 0 0
SCM MICROSYSTEMS COM 784018103 26250 10500 X 10500 0 0
SCOTTS CO CL A COM 810186106 4428900 85500 X 76600 0 8900
SCOTTS CO CL A COM 810186106 455840 8800 X 0 0 8800
SCP POOL CORP COM 784028102 889666 29945 X 20145 0 9800
SCPIE HLDGS INC COM 78402P104 41184 6600 X 6600 0 0
SCRIPPS CO (E.W.) CLASS A 811054204 329469 4350 X 200 0 4150
SEA CONTAINERS LTD CL A COM 811371707 407 59 X 59 0 0
SEA CONTAINERS LTD CL A COM 811371707 345 50 X 50 0 0
SEABULK INTERNATIONAL INC COM 81169P101 905 100 X 100 0 0
SEACHANGE INTERNATIONAL COM 811699107 1446000 200000 X 200000 0 0
SEACOAST BANKING CORP FL COM 811707306 231691 11949 X 11949 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 542632 29717 X 16000 0 13717
SEACOAST FINL SVCS CORP COM 81170Q106 100430 5500 X 5500 0 0
SEACOR SMIT INC COM 811904101 511000 14600 X 13400 0 1200
SEACOR SMIT INC COM 811904101 75250 2150 X 2150 0 0
SEALED AIR CORP NEW COM 81211K100 903888 22524 X 15216 0 7308
SEALED AIR CORP NEW COM 81211K100 1137565 28347 X 837 0 27510
SEARS ROEBUCK & CO COM 812387108 2009642 83215 X 33177 0 50038
SEARS ROEBUCK & CO COM 812387108 891932 36933 X 24403 0 12530
SEATTLE GENETICS INCCOM 812578102 2380 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 109934 5920 X 5920 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 16713 900 X 900 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 9342 450 X 450 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 10380 500 X 500 0 0
SECTOR SPDR INDUSTRIAL SELECT INDEX 81369Y704 9655 500 X 500 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 19305 1350 X 1350 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 24096 1685 X 1000 0 685
SECURE COMPUTING CORP COM 813705100 907224 247200 X 245200 0 2000
SEGUE SOFTWARE INC COM 815807102 75152 30800 X 0 0 30800
SEI INVESTMENT CO COM 784117103 1206693 46057 X 45157 0 900
SEI INVESTMENT CO COM 784117103 66155 2525 X 2525 0 0
SEITEL INC NEW 816074306 700 3500 X 0 0 3500
SELAS CORP OF AMERICA COM 816119101 2625 1750 X 1750 0 0
SELECT MEDICAL CORP COM 816196109 6738825 472900 X 346200 0 126700
SELECTIVE INS GROUP INC 816300107 13254643 540124 X 354000 0 186124
SELECTIVE INS GROUP INC 816300107 1611542 65670 X 65670 0 0
SEMPRA ENERGY COM 816851109 2295322 91960 X 33494 0 58466
SEMPRA ENERGY COM 816851109 556458 22294 X 6224 0 16070
SEMTECH CORP COM 816850101 203040 13402 X 1677 0 11725
SEMTECH CORP COM 816850101 42420 2800 X 2800 0 0
SENECA FOODS CORP CL A COM 817070501 7340 400 X 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 6938932 346600 X 252300 0 94300
SENSIENT TECHNOLOGIES CORP COM 81725T100 38038 1900 X 1900 0 0
SEPRACOR INC COM 817315104 247782 18300 X 5100 0 13200
SEPRACOR INC COM 817315104 5416 400 X 400 0 0
SEQUENOM INC COM 817337108 1850 1000 X 1000 0 0
SERENA SOFTWARE COM 817492101 434139 27200 X 27200 0 0
SEROLOGICALS CORP COM 817523103 4881465 574290 X 417790 0 156500
SERVICE CORP INTERNATIONAL 817565104 4170 1500 X 1500 0 0
SERVICE CORP INTERNATIONAL 817565104 23716 8531 X 8531 0 0
SERVICEMASTER CO COM 81760N109 583350 58335 X 45848 0 12487
SERVICEMASTER CO COM 81760N109 605540 60554 X 60554 0 0
SFBC INTL INC COM 784121105 1137191 73700 X 73200 0 500
SFBC INTL INC COM 784121105 15430 1000 X 1000 0 0
SHAW GROUP INC COM 820280105 7708953 767060 X 553360 0 213700
SHAW GROUP INC COM 820280105 44622 4440 X 4000 0 440
SHERWIN WILLIAMS CO COM 824348106 15591771 589927 X 569089 0 20838
SHERWIN WILLIAMS CO COM 824348106 1350362 51092 X 51092 0 0
SHOE CARNIVAL INC COM 824889109 88276 5800 X 0 0 5800
SHOPKO STORES INC COM 824911101 241155 20700 X 14600 0 6100
SHUFFLE MASTER INC COM 825549108 227706 11300 X 11300 0 0
SI INTERNATIONAL INC COM 78427V102 3180 400 X 400 0 0
SICOR INC COM 825846108 3658302 219060 X 211860 0 7200
SIEBEL SYSTEMS INC COM 826170102 4967329 620141 X 603211 0 16930
SIEBEL SYSTEMS INC COM 826170102 652342 81441 X 71661 250 9530
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SIERRA HEALTH SVCS INC COM 826322109 255420 19800 X 19050 0 750
SIERRA PACIFIC RESOURCES COM NEW 826428104 10494 3300 X 0 0 3300
SIERRA PACIFIC RESOURCES COM NEW 826428104 30410 9563 X 2063 0 7500
SIGMA ALDRICH CORP COM 826552101 5494915 123509 X 115246 0 8263
SIGMA ALDRICH CORP COM 826552101 2467415 55460 X 49920 3640 1900
SILGAN HOLDINGS INC COM 827048109 1227220 55355 X 55355 0 0
SILICON GRAPHICS INC COM 827056102 612 400 X 400 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 23000 10000 X 10000 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 4600 2000 X 2000 0 0
SILICON VY BANCSHARES COM 827064106 2750346 151201 X 101001 0 50200
SIMMONS FIRST NATL CORP CL A COM 828730200 33887 940 X 940 0 0
SIMPSON MFG INC COM 829073105 554320 16400 X 16400 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 3422480 435430 X 320600 0 114830
SIRIUS SATELLITE RADIO INC COM 82966U103 511 700 X 700 0 0
SITEL CORP COM 82980K107 1050 1000 X 1000 0 0
SIX FLAGS INC COM 83001P109 519792 92820 X 92820 0 0
SKY FINL GROUP INC COM 83080P103 4091 208 X 208 0 0
SKYLINE CORP COM 830830105 182700 7000 X 5600 0 1400
SKYWEST INC COM 830879102 411134 39800 X 39800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3196370 513061 X 509761 0 3300
SKYWORKS SOLUTIONS INC COM 83088M102 36196 5810 X 4549 0 1261
SLADES FERRY BANCORP COM 830896106 96126 6779 X 6779 0 0
SLADES FERRY BANCORP COM 830896106 172386 12157 X 12157 0 0
SLM CORP COM 78442P106 6358933 57329 X 52969 0 4360
SLM CORP COM 78442P106 1798568 16215 X 8965 0 7250
SMITH A O CORP COM 831865209 522600 19500 X 18000 0 1500
SMITH INTERNATIONAL INC 832110100 22907074 650215 X 627385 0 22830
SMITH INTERNATIONAL INC 832110100 5014673 142341 X 127191 150 15000
SMITHFIELD FOODS INC 832248108 367442 20736 X 12236 0 8500
SMITHFIELD FOODS INC 832248108 17720 1000 X 1000 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 9788735 734890 X 629590 0 105300
SMURFIT-STONE CONTAINER CORP COM 832727101 178488 13400 X 13150 0 250
SNAP ON INC COM 833034101 2942899 118857 X 107303 0 11554
SOLA INTL INC COM 834092108 239413 19370 X 19370 0 0
SOLECTRON CORP COM 834182107 466974 154627 X 90043 0 64584
SOLECTRON CORP COM 834182107 64918 21496 X 14796 0 6700
SOLUTIA INC COM 834376105 23354 15067 X 8207 0 6860
SOLUTIA INC COM 834376105 30048 19386 X 19386 0 0
SOMANETICS CORP COM 834445405 12900 5000 X 5000 0 0
SOMERA COMMUNICATIONS INC COM 834458101 7663 8240 X 8240 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 35280 2400 X 0 0 2400
SONIC CORP COM 835451105 662597 26025 X 26025 0 0
SONIC FDRY INC COM 83545R108 74 200 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
-----------------------
SONIC SOLUTIONS COM 835460106 17100 3000 X 3000 0 0
SONIC SOLUTIONS COM 835460106 5700 1000 X 1000 0 0
SONICWALL INC COM 835470105 36396 10110 X 10110 0 0
SONOCO PRODUCTS CO SO CAROLINA 835495102 2896126 138372 X 136141 0 2231
SONOCO PRODUCTS CO SO CAROLINA 835495102 4208981 201098 X 198178 0 2920
SONOSIGHT INC COM 83568G104 2040058 129940 X 128940 0 1000
SOS STAFFING SVCS INC COM 78462X104 569432 1074400 X 730600 0 343800
SOS STAFFING SVCS INC COM 78462X104 2120 4000 X 4000 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 50490 5500 X 5500 0 0
SOURCECORP INC COM 836167106 1236943 88290 X 87790 0 500
SOUTH FINANCIAL GRP INC COM 837841105 686305 31700 X 31700 0 0
SOUTH JERSEY IND INC COM 838518108 7676620 243316 X 153916 0 89400
SOUTH JERSEY IND INC COM 838518108 190152 6027 X 6027 0 0
SOUTHERN COMPANY COM 842587107 12881557 452938 X 384511 0 68427
SOUTHERN COMPANY COM 842587107 3230130 113577 X 100091 0 13486
SOUTHERN UN CO NEW COM 844030106 611983 50369 X 42862 0 7507
SOUTHERN UN CO NEW COM 844030106 182286 15003 X 15003 0 0
SOUTHTRUST CORP COM 844730101 1681380 65859 X 51441 0 14418
SOUTHTRUST CORP COM 844730101 217005 8500 X 7000 0 1500
SOUTHWEST AIRLINES COM 844741108 2754578 191823 X 167495 0 24328
SOUTHWEST AIRLINES COM 844741108 823675 57359 X 53554 0 3805
SOUTHWEST BANCORP OF TEXAS COM 84476R109 686186 22850 X 22850 0 0
SOUTHWEST GAS CORP COM 844895102 15324568 753050 X 499950 0 253100
SOUTHWEST GAS CORP COM 844895102 26455 1300 X 1300 0 0
SOUTHWESTERN ENERGY COM 845467109 315710 24100 X 24100 0 0
SOUTHWESTERN ENERGY COM 845467109 58950 4500 X 4500 0 0
SOVEREIGN BANCORP INC COM 845905108 2665723 192471 X 165271 0 27200
SOVEREIGN BANCORP INC COM 845905108 849351 61325 X 19400 0 41925
SPARTECH CORP COM NEW 847220209 6155922 318300 X 235600 0 82700
SPECTRALINK CORP COM 847580107 21990 3000 X 3000 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 40 20 X 20 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2359 100 X 100 0 0
SPHERION CORP COM 848420105 5624255 1416689 X 990889 0 425800
SPHERION CORP COM 848420105 3176 800 X 800 0 0
SPHERIX INC COM 84842R106 9015 1500 X 1500 0 0
SPINNAKER EXPL CO COM 84855W109 2460514 126700 X 125700 0 1000
SPINNAKER EXPL CO COM 84855W109 5826 300 X 300 0 0
SPRINT CORP COM 852061100 2768735 235637 X 161611 0 74026
SPRINT CORP COM 852061100 964440 82080 X 80944 0 1136
SPRINT CORP PCS GROUP COM 852061506 986860 226344 X 121617 0 104727
SPRINT CORP PCS GROUP COM 852061506 208796 47889 X 47689 0 200
SPS TECHNOLOGIES INC COM 784626103 214720 8800 X 8800 0 0
SPSS INC COM 78462K102 130180 11500 X 11500 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
-----------------------
SPX CORP COM 784635104 3997335 117018 X 107700 0 9318
SPX CORP COM 784635104 110952 3248 X 3248 0 0
ST JOE CO COM 790148100 1689256 62105 X 12005 0 50100
ST JOE CO COM 790148100 57120 2100 X 2100 0 0
ST JUDE MEDICAL INC COM 790849103 15440539 316729 X 296201 0 20528
ST JUDE MEDICAL INC COM 790849103 1670760 34272 X 23372 0 10900
ST MARY LD & EXPL CO COM 792228108 3077894 122870 X 122070 0 800
ST. PAUL COMPANIES COM 792860108 11852623 372724 X 315425 0 57299
ST. PAUL COMPANIES COM 792860108 2067254 65008 X 59908 0 5100
STANCORP FINANCIAL GROUP COM 852891100 768095 14900 X 14900 0 0
STANCORP FINANCIAL GROUP COM 852891100 10310 200 X 0 0 200
STANDARD COMMERCIAL CORP COM 853258101 32165 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 3310 1000 X 0 0 1000
STANDARD MICROSYSTEMS CORP COM 853626109 170128 11200 X 11200 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 107781 9710 X 9710 0 0
STANDARD PAC CORP NEW COM 85375C101 612240 24000 X 21900 0 2100
STANDARD REGISTER CO COM 853887107 281610 18900 X 18900 0 0
STANDEX INTL CORP COM 854231107 152400 8000 X 6300 0 1700
STANDEX INTL CORP COM 854231107 31623 1660 X 1360 0 300
STANLEY FURNITURE INC COM 854305208 33446 1560 X 1560 0 0
STANLEY FURNITURE INC COM 854305208 5682 265 X 0 0 265
STANLEY WKS COM 854616109 2608481 108732 X 103742 0 4990
STANLEY WKS COM 854616109 6004625 250297 X 186162 0 64135
STAPLES INC COM 855030102 38813702 2117496 X 2055575 0 61921
STAPLES INC COM 855030102 6276650 342425 X 252925 0 89500
STAR SCIENTIFIC INC COM 85517P101 11000 10000 X 10000 0 0
STARBUCKS CORP COM 855244109 3350243 130056 X 119192 0 10864
STARBUCKS CORP COM 855244109 471228 18293 X 16853 0 1440
STARRETT LS CO CL A COM 855668109 323400 23100 X 23100 0 0
STARRETT LS CO CL A COM 855668109 84000 6000 X 6000 0 0
STARTECH ENVIRONMENTAL COM 855906103 3332 2800 X 2800 0 0
STARTECH ENVIRONMENTAL COM 855906103 1190 1000 X 1000 0 0
STARTEK INC COM 85569C107 217075 9500 X 9500 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 2969206 124809 X 45110 0 79699
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 195697 8226 X 4702 0 3524
STATE AUTO FINL CORP COM 855707105 31265 1850 X 1850 0 0
STATE BANCORP INC NY COM 855716106 148981 8053 X 98 0 7955
STATE STREET CORP COM 857477103 9973192 315308 X 296406 0 18902
STATE STREET CORP COM 857477103 10210006 322795 X 315920 0 6875
STATEN IS BANCORP INC COM 857550107 632608 42400 X 42400 0 0
STATEN IS BANCORP INC COM 857550107 164210 11006 X 11006 0 0
STATION CASINOS INC COM 857689103 1674023 79300 X 78700 0 600
STEAK N SHAKE CO COM 857873103 2211880 242000 X 176200 0 65800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
STEEL DYNAMICS INC COM 858119100 4373685 373500 X 278500 0 95000
STEEL TECHNOLOGIES INC COM 858147101 58247 6500 X 6500 0 0
STEELCASE INC COM 858155203 2210825 231500 X 231500 0 0
STEIN MART INC COM 858375108 141780 27800 X 27800 0 0
STEMCELLS INC COM 85857R105 950 1000 X 1000 0 0
STEMCELLS INC COM 85857R105 67 70 X 70 0 0
STERICYCLE INC COM 858912108 3059826 81400 X 78300 0 3100
STERICYCLE INC COM 858912108 1185138 31528 X 38 0 31490
STERIS CORP COM 859152100 201955 7720 X 6270 0 1450
STERIS CORP COM 859152100 5232 200 X 200 0 0
STERLING BANCORP COM 859158107 91168 3700 X 0 0 3700
STERLING BANCSHARES INC / TX COM 858907108 350161 29450 X 29450 0 0
STEWART & STEVENSON SVCS INC COM 860342104 208190 19100 X 19100 0 0
STEWART & STEVENSON SVCS INC COM 860342104 109000 10000 X 10000 0 0
STEWART ENTERPRISES INC COM 860370105 40176 14880 X 14880 0 0
STEWART INFORMATION SVCS CORP COM 860372101 276199 11900 X 11900 0 0
STILLWATER MINING CO COM 86074Q102 72750 29100 X 29100 0 0
STILLWATER MINING CO COM 86074Q102 250 100 X 100 0 0
STOCKERYALE INC COM 86126T203 4350 5000 X 5000 0 0
STONE ENERGY CORP COM 861642106 644736 19200 X 17600 0 1600
STORAGE COMPUTER CORP COM 86211A101 330 1000 X 1000 0 0
STORAGE TECHNOLOGY CORP COM 862111200 4355894 215425 X 154900 0 60525
STORAGENETWORKS INC COM 86211E103 180 200 X 200 0 0
STORAGENETWORKS INC COM 86211E103 405 450 X 450 0 0
STRATEX NETWORKS INC COM 86279T109 6831 3300 X 3300 0 0
STRATEX NETWORKS INC COM 86279T109 2898 1400 X 0 0 1400
STRATOS LIGHTWAVE INC COM 863100202 1420 455 X 45 0 410
STRATUS PROPERTIES INC COM 863167201 240 30 X 30 0 0
STRAYER EDUCATION INC COM 863236105 27450 500 X 0 0 500
STRIDE-RITE CORP 863314100 300815 35390 X 35390 0 0
STRIDE-RITE CORP 863314100 765340 90040 X 90040 0 0
STRYKER CORP COM 863667101 7743034 112790 X 104515 0 8275
STRYKER CORP COM 863667101 5298407 77180 X 57839 0 19341
STURM RUGER & CO INC 864159108 161184 18400 X 18400 0 0
STURM RUGER & CO INC 864159108 22776 2600 X 2000 0 600
SUFFOLK BANCORP COM 864739107 49328 1600 X 0 0 1600
SUMMIT BANCSHARES INC TX COM 866011109 38240 2000 X 2000 0 0
SUN HYDRAULICS COM 866942105 40650 5000 X 5000 0 0
SUN HYDRAULICS COM 866942105 4065 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 2713223 832277 X 674151 0 158126
SUN MICROSYSTEMS INC COM 866810104 937847 287683 X 264758 175 22750
SUNGARD DATA SYS INC COM 867363103 2953224 138649 X 46320 0 92329
SUNGARD DATA SYS INC COM 867363103 849061 39862 X 17332 0 22530
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SUNOCO INC COM 86764P109 585266 16004 X 13309 0 2695
SUNOCO INC COM 86764P109 181570 4965 X 4965 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 467400 19475 X 17025 0 2450
SUNRISE ASSISTED LIVING INC COM 86768K106 24480 1020 X 1020 0 0
SUNTRUST BANKS INC COM 867914103 9954220 189064 X 151434 0 37630
SUNTRUST BANKS INC COM 867914103 5495291 104374 X 102020 0 2354
SUPERCONDUCTOR TECHNOLOGIES INC COM 867931107 10080 12000 X 12000 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 4038165 472300 X 466800 0 5500
SUPERIOR FINANCIAL CORP COM 868161100 8787557 475260 X 313932 0 161328
SUPERIOR FINANCIAL CORP COM 868161100 184900 10000 X 10000 0 0
SUPERIOR INDS INTL INC COM 868168105 1060113 29100 X 29100 0 0
SUPERIOR INDS INTL INC COM 868168105 6011 165 X 0 0 165
SUPERTEX INC COM 868532102 116875 8500 X 8500 0 0
SUPERVALU INC 868536103 625363 40346 X 21793 0 18553
SUPERVALU INC 868536103 269251 17371 X 15921 0 1450
SUREBEAM CORP CL A COM 86866R102 4400 1229 X 1229 0 0
SUREBEAM CORP CL A COM 86866R102 999 279 X 279 0 0
SURGICARE INC COM 868823105 72 200 X 200 0 0
SURMODICS INC COM 868873100 408012 13200 X 11600 0 1600
SUSQUEHANNA BANCSHARES INC PA COM 869099101 549080 26500 X 26500 0 0
SWIFT ENERGY CO COM 870738101 163307 19190 X 18200 0 990
SWIFT TRANSN INC COM 870756103 25600 1600 X 0 0 1600
SWITCHBOARD INC COM 871045100 157360 56000 X 0 0 56000
SWS GROUP INC COM 78503N107 181998 12926 X 12926 0 0
SYBASE INC COM 871130100 12846918 992040 X 724308 0 267732
SYBASE INC COM 871130100 77337 5972 X 1489 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 444975 25500 X 25500 0 0
SYCAMORE NETWORKS COM 871206108 8235 2700 X 2700 0 0
SYCAMORE NETWORKS COM 871206108 7930 2600 X 2600 0 0
SYKES ENTERPRISES INC COM 871237103 19455 5000 X 5000 0 0
SYLVAN LEARNING SYS INC COM 871399101 4953051 311905 X 307025 0 4880
SYLVAN LEARNING SYS INC COM 871399101 1168847 73605 X 1065 0 72540
SYMANTEC CORP COM 871503108 1950576 49785 X 38390 0 11395
SYMANTEC CORP COM 871503108 491513 12545 X 1260 0 11285
SYMBOL TECHNOLOGIES INC COM 871508107 615779 71519 X 66964 0 4555
SYMBOL TECHNOLOGIES INC COM 871508107 196187 22786 X 22186 0 600
SYMMETRICOM INC COM 871543104 106689 28150 X 28150 0 0
SYMS CORP 871551107 785 100 X 100 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 149725 9975 X 0 0 9975
SYMYX TECHNOLOGIES INC COM 87155S108 105070 7000 X 7000 0 0
SYNAPTICS INC COM 87157D109 46500 6200 X 200 0 6000
SYNAVANT INC COM 87157A105 616 385 X 385 0 0
SYNAVANT INC COM 87157A105 1363 852 X 802 0 50
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
SYNERGY BRANDS INC COM 87159E402 615 250 X 250 0 0
SYNOPSYS INC 871607107 15538 365 X 300 0 65
SYNOPSYS INC 871607107 58663 1378 X 1378 0 0
SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 237952 20800 X 20638 0 162
SYNOVUS FINL CORP 87161C105 636043 35553 X 33845 0 1708
SYNOVUS FINL CORP 87161C105 378374 21150 X 21150 0 0
SYNTROLEUM CORP COM 871630109 1028 400 X 400 0 0
SYSCO CORP COM 871829107 54031609 2123884 X 2036233 0 87651
SYSCO CORP COM 871829107 25178197 989709 X 909849 0 79860
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 553052 72200 X 23200 0 49000
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 4596 600 X 0 0 600
S1 CORP COM 78463B101 271360 53000 X 4000 0 49000
S1 CORPORATION COM 78463B101 3748224 732075 X 732075 0 -
SBC COMMUNICATIONS INC COM 78387G103 2393158 119300 X 119300 0 X
SFBC INTERNATIONAL COM 784121105 69435 4500 X 4500 0 X
SLM CORPORATION COM 78442P106 576784 5200 X 5200 0 X
S & P 500 DEPOSITARY RECEIPT COM 78462F103 2372040 146000 X 146000 0 X
SAFENET INC COM 78645R107 104295 5100 X 5100 0 X
SAFEWAY INC COM 786514208 2038761 107700 X 107700 0 X
THE ST. JOE COMPANY COM 790148100 136000 5000 X 5000 0 X
ST JUDE MEDICAL INC COM 790849103 675188 13850 X 13850 0 X
ST MARY LAND & EXPLORATION CO COM 792228108 115230 4600 X 4600 0 X
ST PAUL COMPANIES INC COM 792860108 1357860 42700 X 42700 0 X
SALIX PHARMACEUTICALS LTD COM 795435106 71085 10500 X 10500 0 X
SAP AG SPONSORED ADR COM 803054204 905340 47750 X 47750 0 X
SARA LEE CORP COM 803111103 2447830 130900 X 130900 0 X
SCHULMAN (A) INC COM 808194104 55214 3800 X 3800 0 X
SCHWEITZER-MAUDUIT INTL INC COM 808541106 33750 1500 X 1500 0 X
SCIENTIFIC ATLANTA INC COM 808655104 118164 8600 X 8600 0 X
SCIENTIFIC GAMES CORPORATION COM 80874P109 105840 19600 X 19600 0 X
SCOTTS COMPANY COM 810186106 88060 1700 X 1700 0 X
SECURE COMPUTING CORP COM 813705100 33856 9200 X 9200 0 X
SHAW GROUP INC COM 820280105 61305 6100 X 6100 0 X
SHOPKO STORES INC COM 824911101 54755 4700 X 4700 0 X
SICOR INC COM 825846108 103540 6200 X 6200 0 X
SIEBEL SYSTEMS INC COM 826170102 72491 9050 X 9050 0 X
SIMMONS FIRST NATIONAL CORP - CL A COM 828730200 57680 1600 X 1600 0 X
SIMON PROPERTY GROUP INC COM 828806109 177359 4950 X 4950 0 X
SIX FLAGS COM 83001P109 88480 15800 X 15800 0 X
SKYWEST INC COM 830879102 58767 5700 X 5700 0 X
SKYWORKS SOLUTIONS INC COM 83088M102 107156 17200 X 17200 0 X
SOLA INTERNATIONAL INC COM 834092108 55620 4500 X 4500 0 X
SOMERA COMMUNICATIONS INC COM 834458101 21111 22700 X 22700 0 X
SONICWALL INC COM 835470105 74160 20600 X 20600 0 X
SONOSITE INC COM 83568G104 114610 7300 X 7300 0 X
SOURCECORP COM 836167106 51837 3700 X 3700 0 X
SOVEREIGN BANCORP INC COM 845905108 135730 9800 X 9800 0 X
SPINNAKER EXPLORATION CO COM 84855W109 130114 6700 X 6700 0 X
STANCORP FINANCIAL GROUP COM 852891100 180425 3500 X 3500 0 X
STANDARD MOTOR PRODUCTS COM 853666105 53280 4800 X 4800 0 X
STANLEY FUNITURE COMP COM 854305208 8500 400 X 400 0 X
STAPLES INC COM 855030102 1199699 65450 X 65450 0 X
STATE AUTO FINANCIAL CORP COM 855707105 62641 3700 X 3700 0 X
STARWOOD HOTELS & RESORTS WOR COM 85590A203 256932 10800 X 10800 0 X
STATION CASINOS INC COM 857689103 67552 3200 X 3200 0 X
STERICYCLE INC COM 858912108 105252 2800 X 2800 0 X
STEWART ENTERPRISES INC CL A COM 860370105 30510 11300 X 11300 0 X
STRIDE RITE CORP COM 863314100 35700 4200 X 4200 0 X
SUNGARD DATA SYSTEMS INC COM 867363103 70290 3300 X 3300 0 X
SUNRISE ASSISTED LIVING INC COM 86768K106 81600 3400 X 3400 0 X
SUPERIOR ENERGY COM 868157108 165015 19300 X 19300 0 X
SUPERIOR INDUSTRIES INTL COM 868168105 131148 3600 X 3600 0 X
SYBASE INC COM 871130100 81585 6300 X 6300 0 X
SYLVAN LEARNING SYSTEMS INC COM 871399101 192148 12100 X 12100 0 X
SYMANTEC CORP COM 871503108 424515 10835 X 10835 0 X
SYMBOL TECHNOLOGIES INC COM 871508107 42620 4950 X 4950 0 X
SYNOVIS LIFE TECHNOLOGIES COM 87162G105 22880 2000 X 2000 0 X
SYSCO CORP COM 871829107 361248 14200 X 14200 0 X
T ROWE PRICE GROUP INC COM 74144T108 1761417 64949 X 58832 0 6117
T ROWE PRICE GROUP INC COM 74144T108 75936 2800 X 1800 0 1000
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 800211 35900 X 27400 0 8500
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 44580 2000 X 2000 0 0
TALBOTS INC COM 874161102 975546 37900 X 33400 0 4500
TALBOTS INC COM 874161102 515006 20008 X 1608 0 18400
TALK AMERICA HOLDINGS INC NEW COM 87426R202 1203 166 X 166 0 0
TALX CORP COM 874918105 119876 9200 X 9200 0 0
TANNING TECHNOLOGY CORP COM 87588P101 2455 3410 X 3410 0 0
TARGET CORP COM 87612E106 168742771 5767012 X 5522166 0 244846
TARGET CORP COM 87612E106 46457682 1587754 X 1464528 1225 122001
TASTY BAKING CO COM 876553306 15469 1875 X 1875 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 7129494 351900 X 241000 0 110900
TB WOODS CORP COM 872226105 1395550 310813 X 215980 0 94833
TBC CORP COM 872180104 221900 15850 X 15850 0 0
TCF FINL CORP COM 872275102 590590 14750 X 3300 0 11450
TCF FINL CORP COM 872275102 50050 1250 X 1250 0 0
TEAM AMERICA INC COM 87816F107 46 100 X 100 0 0
TECH DATA CORP COM 878237106 340786 14235 X 2000 0 12235
TECH DATA CORP COM 878237106 54176 2263 X 2175 0 88
TECHNE CORP COM 878377100 986571 47525 X 27800 0 19725
TECHNE CORP COM 878377100 13182 635 X 635 0 0
TECHNITROL INC COM 878555101 7311582 499425 X 378375 0 121050
TECHNITROL INC COM 878555101 146400 10000 X 10000 0 0
TECHNOLOGY RESH CORP COM 878727304 61201 22667 X 22667 0 0
TECO ENERGY INC COM 872375100 5369713 505147 X 501747 0 3400
TECO ENERGY INC COM 872375100 3629528 341442 X 332942 0 8500
TECUMSEH PRODS CO CL A COM 878895200 77042 1880 X 1320 0 560
TEJON RANCH CO COM 879080109 149443 5650 X 5650 0 0
TEKELEC COM 879101103 43400 5000 X 0 0 5000
TEKTRONIX INC COM 879131100 479463 27957 X 17301 0 10656
TEKTRONIX INC COM 879131100 50747 2959 X 2359 0 600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
TEL OFFSHORE TR UNIT BEN INT 872382106 3550 1000 X 1000 0 0
TELAXIS COMM CORP COM 879202109 2400 10000 X 10000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 273456 21600 X 21600 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 27890 2203 X 2044 0 159
TELEFLEX INC COM 879369106 191566 5366 X 5366 0 0
TELEFLEX INC COM 879369106 7140 200 X 200 0 0
TELEPHONE & DATA SYS INC COM 879433100 1262483 30860 X 30160 0 700
TELEPHONE & DATA SYS INC COM 879433100 6955 170 X 0 0 170
TELIK INC COM 87959M109 3373440 251000 X 241000 0 10000
TELLABS INC COM 879664100 1273702 219983 X 139216 0 80767
TELLABS INC COM 879664100 240719 41575 X 39545 0 2030
TELLIUM INC COM 87967E107 265 500 X 500 0 0
TEMPLE-INLAND INC COM 879868107 508790 13604 X 6274 0 7330
TEMPLE-INLAND INC COM 879868107 197659 5285 X 5067 0 218
TENET HEALTHCARE CORP COM 88033G100 4125735 247050 X 157050 0 90000
TENET HEALTHCARE CORP COM 88033G100 343603 20575 X 19825 0 750
TENNANT CO COM 880345103 202388 6425 X 25 0 6400
TENNANT CO COM 880345103 63000 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 95 42 X 42 0 0
TENNECO AUTOMOTIVE INC COM 880349105 1453 643 X 643 0 0
TERADYNE COM 880770102 7902233 678886 X 641936 0 36950
TERADYNE COM 880770102 248514 21350 X 10350 0 11000
TEREX CORP NEW 880779103 10991872 889310 X 586237 0 303073
TERREMARK WORLDWIDE INC COM 881448104 720 2000 X 2000 0 0
TESORO PETROLEUM CORP 881609101 97680 13200 X 0 0 13200
TESORO PETROLEUM CORP 881609101 680800 92000 X 0 0 92000
TETRA TECH INC COM 88162G103 7733166 546900 X 398100 0 148800
TETRA TECHNOLOGIES INC DEL COM 88162F105 241730 10510 X 9500 0 1010
TEXAS BIOTECHNOLOGY CORP COM 88221T104 496 400 X 400 0 0
TEXAS GENCO HOLDINGS INC COM 882443104 21598 1242 X 1242 0 0
TEXAS GENCO HOLDINGS INC COM 882443104 48814 2807 X 2706 0 101
TEXAS INDUSTRIES INC 882491103 309603 16100 X 13100 0 3000
TEXAS INDUSTRIES INC 882491103 63651 3310 X 2700 0 610
TEXAS INSTRUMENTS COM 882508104 63211167 3861403 X 3570282 0 291121
TEXAS INSTRUMENTS COM 882508104 18075590 1104190 X 995912 1100 107178
TEXTRON INC COM 883203101 16229684 591030 X 541110 0 49920
TEXTRON INC COM 883203101 3787366 137923 X 128520 100 9303
TF FINL CORP COM 872391107 24750 1000 X 0 0 1000
THE MANAGEMENT NETWORK GROUP INC COM 561693102 19029 13890 X 13890 0 0
THERAGENICS CORP COM 883375107 80168 23170 X 23170 0 0
THERMO ELECTRON CORPORATION COM 883556102 3423742 189157 X 125035 0 64122
THERMO ELECTRON CORPORATION COM 883556102 2261016 124918 X 84535 0 40383
THIRD WAVE TECHNOLOGIES COM 88428W108 3608 1100 X 1100 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
THOMAS & BETTS CORP COM 884315102 714303 50374 X 40892 0 9482
THOMAS & BETTS CORP COM 884315102 680640 48000 X 48000 0 0
THOMAS INDS INC COM 884425109 12557108 506335 X 360880 0 145455
THOMAS NELSON INC 640376109 81696 9600 X 9600 0 0
THOR INDS INC COM 885160101 498097 19900 X 19200 0 700
THORATEC CORPORATION COM 885175307 14732456 1160950 X 840250 0 320700
THORNBURG MORTGAGE INC COM 885218107 53329 2585 X 2585 0 0
THORNBURG MORTGAGE INC COM 885218107 107276 5200 X 4700 0 500
THQ INC COM 872443403 5562390 425943 X 361243 0 64700
THREE-FIVE SYSTEMS INC 88554L108 73440 14400 X 14400 0 0
TIDEL TECHNOLOGIES INC COM 886368109 380 2000 X 2000 0 0
TIDEWATER INC COM 886423102 146472 5100 X 0 0 5100
TIDEWATER INC COM 886423102 98940 3445 X 3445 0 0
TIFFANY & CO NEW 886547108 529300 21172 X 20772 0 400
TIFFANY & CO NEW 886547108 137500 5500 X 5500 0 0
TIMBERLAND CO CL A COM 887100105 12543 300 X 300 0 0
TIME WARNER TELECOM CL A COM 887319101 65 20 X 20 0 0
TIMKEN CO COM 887389104 1019361 65260 X 62860 0 2400
TIMKEN CO COM 887389104 6248 400 X 200 0 200
TITAN CORP COM 888266103 2459 330 X 330 0 0
TITAN CORP COM 888266103 2980 400 X 400 0 0
TIVO INC COM 888706108 42534 8340 X 340 0 8000
TJX COS INC NEW COM 872540109 20199590 1147704 X 1064308 0 83396
TJX COS INC NEW COM 872540109 2217618 126001 X 102501 0 23500
TMP WORLDWIDE INC COM 872941109 129608 12079 X 11797 0 282
TOLL BROS INC COM 889478103 96983 5025 X 500 0 4525
TOLL BROS INC COM 889478103 32810 1700 X 1700 0 0
TOLLGRADE COMMUNICATIONS INC COM 889542106 172057 11990 X 11990 0 0
TOM BROWN INC COM 115660201 2427260 100300 X 99700 0 600
TOMPKINS TRUSTCO INC COM 890110109 565785 12573 X 4653 0 7920
TOMPKINS TRUSTCO INC COM 890110109 168975 3755 X 3755 0 0
TOO INC COM 890333107 11787154 709642 X 572942 0 136700
TOO INC COM 890333107 1894 114 X 114 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 11843 403 X 300 0 103
TOOTSIE ROLL INDUSTRIES COM 890516107 1051314 35776 X 8970 0 26806
TOPPS INC COM 890786106 5479776 646200 X 430000 0 216200
TORCH ENERGY ROYALTY TRUST COM 891013104 1572 300 X 300 0 0
TORCHMARK CORP COM 891027104 9771968 272960 X 249410 0 23550
TORCHMARK CORP COM 891027104 1745751 48764 X 47864 0 900
TORO CO COM 891092108 713109 10180 X 10180 0 0
TORO CO COM 891092108 9457 135 X 0 0 135
TOUCH AMER HLDGS INC COM 891539108 819 9100 X 9100 0 0
TOWER AUTOMOTIVE INC COM 891707101 90060 38000 X 38000 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
-----------------------
TOYS-R-US INC 892335100 2249069 268706 X 252258 0 16448
TOYS-R-US INC 892335100 4896 585 X 585 0 0
TRACTOR SUPPLY CO COM 892356106 402844 12200 X 12200 0 0
TRADESTATION GROUP INC COM 89267P105 3670 1000 X 1000 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 2875 1250 X 1250 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 162 30 X 30 0 0
TRANSACTION SYS ARCHITECTS INC COM A 893416107 446 75 X 75 0 0
TRANSATLANTIC HLDG INC COM 893521104 2323682 35449 X 35237 0 212
TRANSATLANTIC HLDG INC COM 893521104 958472 14622 X 12022 0 2600
TRANSMONTAIGNE INC COM 893934109 168400 40000 X 40000 0 0
TRANSWITCH CORP COM 894065101 4949 10100 X 5600 0 4500
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 3444568 244469 X 86503 1 157965
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 1089439 77320 X 73082 4 4234
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 5365708 380277 X 299274 3 81000
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 2147443 152193 X 144381 8 7804
TRAVIS BOATS & MOTORS INC COM 894363100 963 3320 X 3320 0 0
TRC COS INC COM 872625108 3936 300 X 300 0 0
TREDEGAR CORPORATION 894650100 307115 25700 X 25700 0 0
TREX COMPANY INC COM 89531P105 6456 200 X 0 0 200
TRIAD HOSPS INC COM 89579K109 9011500 335000 X 242300 0 92700
TRIAD HOSPS INC COM 89579K109 20525 763 X 763 0 0
TRIARC COS INC CL A COM 895927101 384302 13799 X 10699 0 3100
TRIBUNE CO NEW COM 896047107 24587973 546278 X 527209 0 19069
TRIBUNE CO NEW COM 896047107 25775922 572671 X 540879 0 31792
TRICO BANCSHARES COM 896095106 63250 2500 X 2500 0 0
TRIMBLE NAV LTD 896239100 375606 19800 X 19800 0 0
TRIMERIS INC COM 896263100 1316480 32000 X 250 0 31750
TRIQUINT SEMICONDUCTOR INC COM 89674K103 42582 15100 X 9100 0 6000
TRITON PCS HOLDINGS INC CL A COM 89677M106 48785 22175 X 0 0 22175
TRIUMPH GROUP INC COM 896818101 251440 11200 X 10600 0 600
TRIZETTO GROUP INC COM 896882107 4543 1100 X 1100 0 0
TROY FINANICIAL CORP COM 897329108 26807 1050 X 1050 0 0
TROY FINANICIAL CORP COM 897329108 453158 17750 X 12500 0 5250
TRUST CO NJ JERSEY CITY NEW COM 898304100 17048 624 X 624 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 29724 1088 X 1088 0 0
TRUSTCO BK CORP NY 898349105 1042014 108205 X 94563 0 13642
TRUSTCO BK CORP NY 898349105 1702449 176786 X 130803 0 45983
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 261 202 X 202 0 0
TUPPERWARE CORP COM 899896104 298982 21634 X 10982 0 10652
TUPPERWARE CORP COM 899896104 17358 1256 X 1256 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 19462 4080 X 4080 0 0
TXU CORP COM 873168108 12694456 711174 X 689139 0 22035
TXU CORP COM 873168108 1842245 103207 X 89759 0 13448
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
TYCO INTL LTD NEW COM 902124106 14644492 1138763 X 1083485 0 55278
TYCO INTL LTD NEW COM 902124106 7071200 549860 X 424593 100 125167
TYSON FOODS INC CL A COM 902494103 229346 29593 X 24593 0 5000
TYSON FOODS INC CL A COM 902494103 112553 14523 X 12523 0 2000
TBC CORP COM 872180104 54600 3900 X 3900 0 X
THQ INC COM 872443403 129492 9900 X 9900 0 X
TXU CORP COM 873168108 767550 43000 X 43000 0 X
TAIWAN SEMICONDUCTOR ADR COM 874039100 326952 47800 X 47800 0 X
TALBOT COM 874161102 45045 1750 X 1750 0 X
TARGET CORP COM 87612E106 1196734 40900 X 40900 0 X
TAUBMAN CENTERS INC COM 876664103 45130 2650 X 2650 0 X
TECH DATA CORP COM 878237106 81396 3400 X 3400 0 X
TECUMSEH PRODS CO COM 878895200 102450 2500 X 2500 0 X
TELEPHONE & DATA COM 879433100 163640 4000 X 4000 0 X
TELIK INC COM 87959M109 131712 9800 X 9800 0 X
TELLABS INC COM 879664100 68612 11850 X 11850 0 X
TEVA PHARMACEUTICALS ADR COM 881624209 1445255 34700 X 34700 0 X
TEXAS INSTRUMENTS INC COM 882508104 680992 41600 X 41600 0 X
TEXTRON INC COM 883203101 1430666 52100 X 52100 0 X
THERAGENICS CORPORATION COM 883375107 5536 1600 X 1600 0 X
3M CO COM 88579Y101 682658 5250 X 5250 0 X
TOLLGRADE COMMUNICATIONS INC COM 889542106 74620 5200 X 5200 0 X
TOO INC COM 890333107 136202 8200 X 8200 0 X
TORO CO COM 891092108 84060 1200 X 1200 0 X
TRICO BANCSHARES COM 896095106 116380 4600 X 4600 0 X
TRIZETTO GROUP INC COM 896882107 17759 4300 X 4300 0 X
TYCO INT'L LTD COM 902124106 1053234 81900 X 81900 0 X
U S INDUSTRIES INC COM 912080108 594 150 X 0 0 150
U S XPRESS ENTERPRISES INC CL A COM 90338N103 4632 600 X 600 0 0
U.S. PLASTIC LUMBER CO COM 902948108 23801 132227 X 132227 0 0
UAL CORP COM 902549500 1344 1600 X 1600 0 0
UAL CORP COM 902549500 2058 2450 X 2450 0 0
UCBH HLDGS INC COM 90262T308 3707514 84300 X 79600 0 4700
UGI CORPORATION COM 902681105 1297880 28400 X 25500 0 2900
UGI CORPORATION COM 902681105 441005 9650 X 8350 0 1300
UICI 902737105 310403 32300 X 32300 0 0
UIL HLDG CORP COM 902748102 466299 13438 X 12975 0 463
UIL HLDG CORP COM 902748102 345369 9953 X 9453 0 500
ULTIMATE ELECTRONICS INC COM 903849107 77910 9800 X 9800 0 0
ULTRALIFE BATTERIES INC COM 903899102 14665 3500 X 3500 0 0
ULTRATECH STEPPER INC COM 904034105 181640 15200 X 15200 0 0
UMB FINL CORP COM 902788108 7701 210 X 210 0 0
UNIFIRST CORP COM 904708104 15878429 1027730 X 698130 0 329600
UNION BANKSHARES INC COM 905400107 132300 4900 X 4900 0 0
UNION BANKSHARES INC COM 905400107 251154 9302 X 9302 0 0
UNION PACIFIC CORP COM 907818108 51036315 927933 X 857233 0 70700
UNION PACIFIC CORP COM 907818108 24918025 453055 X 427864 0 25191
UNION PLANTERS CORP COM 908068109 1103260 41965 X 40806 0 1159
UNION PLANTERS CORP COM 908068109 60572 2304 X 2304 0 0
UNIONBANCAL CORP COM 908906100 98550 2500 X 0 0 2500
UNISOURCE ENERGY CORP COM 909205106 436825 25250 X 22500 0 2750
UNISOURCE ENERGY CORP COM 909205106 5778 334 X 334 0 0
UNISYS CORP COM 909214108 339944 36711 X 32173 0 4538
UNISYS CORP COM 909214108 194460 21000 X 21000 0 0
UNIT CORP COM 909218109 2848716 140400 X 139500 0 900
UNITED BANKSHARES INC W VA COM 909907107 783910 28300 X 28300 0 0
UNITED BANKSHARES INC W VA COM 909907107 110800 4000 X 4000 0 0
UNITED FIRE & CAS CO COM 910331107 5571348 186958 X 124358 0 62600
UNITED GLOBAL COM CL A 913247508 915 300 X 300 0 0
UNITED NAT FOODS INC COM 911163103 10606215 415930 X 287581 0 128349
UNITED NAT FOODS INC COM 911163103 5100 200 X 0 0 200
UNITED NATL BANCORP NJ COM 910909100 70530 3000 X 3000 0 0
UNITED NATL BANCORP NJ COM 910909100 2070667 88076 X 88076 0 0
UNITED PARCEL SERVICE CL B COM 911312106 11608392 203656 X 193651 0 10005
UNITED PARCEL SERVICE CL B COM 911312106 7503708 131644 X 87416 0 44228
UNITED RENTALS INC COM 911363109 102934 10700 X 8300 0 2400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
UNITED RETAIL GROUP INC COM 911380103 42000 28000 X 28000 0 0
UNITED STATES CELLULAR CORP COM 911684108 70830 3000 X 0 0 3000
UNITED STATIONERS INC COM 913004107 2703657 126635 X 122100 0 4535
UNITED STS STL CORP COM 912909108 139036 14144 X 11649 0 2495
UNITED STS STL CORP COM 912909108 6517 663 X 663 0 0
UNITED SURGICAL PARTNERS COM 913016309 94299 5100 X 400 0 4700
UNITED SURGICAL PARTNERS COM 913016309 138675 7500 X 7500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 190320675 3293885 X 3137273 0 156612
UNITED TECHNOLOGIES CORP COM 913017109 48191756 834056 X 762879 460 70717
UNITED THERAPEUTICS CORP DEL COM 91307C102 488461 28333 X 28333 0 0
UNITEDHEALTH GROUP INC COM 91324P102 18902171 206198 X 166464 0 39734
UNITEDHEALTH GROUP INC COM 91324P102 4723388 51526 X 27024 0 24502
UNITIL CORP COM 913259107 51350 2054 X 2054 0 0
UNITIL CORP COM 913259107 1655400 66216 X 66216 0 0
UNITRIN INC COM 913275103 269931 11650 X 11650 0 0
UNITRIN INC COM 913275103 1133361 48915 X 48199 0 716
UNIVERSAL AMER FINANCIAL CORP COM 913377107 14391 2460 X 2460 0 0
UNIVERSAL AUTOMOTIVE INDS COM 913378105 6000 10000 X 10000 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 32806 1880 X 1880 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 7504 430 X 0 0 430
UNIVERSAL CORP COM 913456109 22656 600 X 600 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4908 600 X 600 0 0
UNIVERSAL FST PRODS INC COM 913543104 184450 11900 X 11900 0 0
UNIVERSAL HEALTH SVC CL B COM 913903100 1242751 30482 X 15400 0 15082
UNIVERSAL HEALTH SVC CL B COM 913903100 26908 660 X 460 0 200
UNIVISION COMMUNICATIONS INC COM 914906102 882801 36018 X 27500 0 8518
UNIVISION COMMUNICATIONS INC COM 914906102 71324 2910 X 2620 0 290
UNOCAL CORP COM 915289102 2905940 110450 X 62047 0 48403
UNOCAL CORP COM 915289102 981679 37312 X 34312 0 3000
UNOVA INC COM 91529B106 5907 1100 X 1100 0 0
UNOVA INC COM 91529B106 21254 3958 X 890 0 3068
UNUMPROVIDENT CORP COM 91529Y106 7469903 762235 X 746032 0 16203
UNUMPROVIDENT CORP COM 91529Y106 527916 53869 X 37158 873 15838
UQM TECHNOLOGIES INC COM 903213106 8100 3000 X 3000 0 0
URBAN OUTFITTERS INC COM 917047102 45020 2000 X 2000 0 0
URECOATS INDUSTRIES INC COM 91724E400 915 1500 X 1500 0 0
UROLOGIX INC COM 917273104 5835 2714 X 0 0 2714
URS CORP NEW COM 903236107 249048 21600 X 21600 0 0
URS CORP NEW COM 903236107 278934 24192 X 0 0 24192
US BANCORP DEL COM 902973304 59901203 3156017 X 2934936 0 221081
US BANCORP DEL COM 902973304 13402177 706121 X 644522 0 61599
US LEC CORP CL-A COM 90331S109 2976 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 559835 78850 X 78850 0 0
US ONCOLOGY INC COM 90338W103 6390 900 X 0 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
-----------------------
US UNWIRED INC CL A COM 90338R104 443 1475 X 1475 0 0
USA INTERACTIVE COM 902984103 1079851 40308 X 17093 0 23215
USFREIGHTWAYS CORP COM 916906100 4310293 170300 X 119500 0 50800
USG CORP COM NEW 903293405 832 200 X 200 0 0
UST INC COM 902911106 600052 21741 X 13463 0 8278
UST INC COM 902911106 1186303 42982 X 4935 0 38047
UTI WORLDWIDE INC COM G87210103 2377200 84900 X 82200 0 2700
UTSTARCOM INC COM 918076100 343828 17200 X 2300 0 14900
UCBH HOLDINGS INC COM 90262T308 123144 2800 X 2800 0 X
US XPRESS ENTERPRISES A COM 90338N103 19656 2600 X 2600 0 X
US ONCOLOGY INC COM 90338W103 124250 17500 X 17500 0 X
UNIT CORP COM 909218109 154204 7600 X 7600 0 X
UNITED DOMINION REALTY TRUST COM 910197102 46342 2900 X 2900 0 X
UNITED RENTALS COM 911363109 33670 3500 X 3500 0 X
UNITED STATIONERS INC COM 913004107 96075 4500 X 4500 0 X
UNITED HEALTHCARE CORP COM 91324P102 2039658 22250 X 22250 0 X
UNIVERSAL AMERICAN FINANC.HOLD COM 913377107 29692 5200 X 5200 0 X
UNIVERSAL COMPRESSION HLDGS COM 913431102 75035 4300 X 4300 0 X
UNIVERSAL CORP HOLDING CO COM 913456109 75520 2000 X 2000 0 X
UNIVERSAL HEALTH REALTY INC TS COM 91359E105 56980 2200 X 2200 0 X
UNIVERSAL HEALTH SERVICES - B COM 913903100 108041 2650 X 2650 0 X
UNIVISION COMMUNICATIONS CL A COM 914906102 62501 2550 X 2550 0 X
URSTADT BIDDLE PROP CLASS A COM 917286205 59900 5000 X 5000 0 X
V F CORP COM 918204108 2166246 57567 X 26854 0 30713
V F CORP COM 918204108 375736 9985 X 9835 0 150
VA SOFTWARE CORP COM 91819B105 145 170 X 170 0 0
VA SOFTWARE CORP COM 91819B105 17 20 X 20 0 0
VAIL RESORTS INC COM 91879Q109 55750 5000 X 0 0 5000
VAIL RESORTS INC COM 91879Q109 139375 12500 X 12500 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 301752 11430 X 4930 0 6500
VALASSIS COMMUNICATIONS INC COM 918866104 253440 9600 X 0 0 9600
VALENCE TECHNOLOGY INC COM 918914102 1075 500 X 500 0 0
VALERO ENERGY CO COM 91913Y100 2154822 52074 X 27819 0 24255
VALERO ENERGY CO COM 91913Y100 291357 7041 X 2576 0 4465
VALHI INC NEW COM 918905100 29920 2720 X 2720 0 0
VALLEY NATIONAL BANCORP 919794107 163075 6621 X 6621 0 0
VALLEY NATIONAL BANCORP 919794107 2555978 103775 X 103775 0 0
VALMONT INDS INC 920253101 9775793 452583 X 319219 0 133364
VALSPAR CORP 920355104 16372 400 X 400 0 0
VALUECLICK INC COM 92046N102 612730 202221 X 202221 0 0
VANGUARD TOTAL STK MKT VIPERS 922908769 373180 4700 X 4700 0 0
VANS INC COM 921930103 17000 4000 X 0 0 4000
VARCO INTL INC DEL COM 922122106 2821937 154120 X 130300 0 23820
VARCO INTL INC DEL COM 922122106 1014374 55400 X 0 0 55400
VARIAN INC COM 922206107 839165 29280 X 28275 0 1005
VARIAN INC COM 922206107 33074 1154 X 1154 0 0
VARIAN MED SYS INC COM 92220P105 982335 18215 X 7900 0 10315
VARIAN MED SYS INC COM 92220P105 235674 4370 X 4170 0 200
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 473922 23300 X 23300 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 22374 1100 X 1100 0 0
VAXGEN INC NEW COM 922390208 6080 2000 X 2000 0 0
VAXGEN INC NEW COM 922390208 15200 5000 X 5000 0 0
VECTOR GROUP LTD COM 92240M108 4305796 391436 X 391436 0 0
VECTREN CORP COM 92240G101 503463 23406 X 22927 0 479
VECTREN CORP COM 92240G101 239191 11120 X 11120 0 0
VEECO INSTRS INC DEL COM 922417100 301860 19500 X 19500 0 0
VENTAS INC COM 92276F100 209 18 X 18 0 0
VERIDIAN CORP COM 92342R203 3595930 180700 X 128100 0 52600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
VERISIGN INC COM 92343E102 95659 10945 X 6415 0 4530
VERISITY LTD COM M97385112 171633 18575 X 0 0 18575
VERITAS DGC INC COM 92343P107 152285 22900 X 22300 0 600
VERITAS SOFTWARE CO COM 923436109 2706943 153891 X 120288 0 33603
VERITAS SOFTWARE CO COM 923436109 73473 4177 X 3457 0 720
VERITY INC COM 92343C106 471419 33915 X 23415 0 10500
VERITY INC COM 92343C106 708900 51000 X 0 0 51000
VERIZON COMMUNICATIONS COM 92343V104 210015658 5941037 X 5527151 500 413386
VERIZON COMMUNICATIONS COM 92343V104 84784677 2398435 X 2244443 600 153392
VERSANT CORP COM 925284101 4760 6800 X 6800 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 60312 5414 X 5414 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3342 300 X 300 0 0
VI TECHNOLOGIES INC COM 917920100 3038 3846 X 3846 0 0
VIACOM INC CL A COM 925524100 6930073 189865 X 140750 0 49115
VIACOM INC CL A COM 925524100 1082955 29670 X 29470 0 200
VIACOM INC CL B COM 925524308 170692654 4673950 X 4410157 0 263793
VIACOM INC CL B COM 925524308 20810593 569841 X 471129 550 98162
VIAD CORP COM 92552R109 613677 28623 X 28623 0 0
VIAD CORP COM 92552R109 14708 686 X 400 0 286
VIASAT INC COM 92552V100 217167 19100 X 19100 0 0
VIASAT INC COM 92552V100 22740 2000 X 2000 0 0
VIASYS HEALTHCARE INC COM 92553Q209 547092 39078 X 21152 0 17926
VIASYS HEALTHCARE INC COM 92553Q209 104160 7440 X 6382 0 1058
VICOR CORP COM 925815102 163020 28600 X 23800 0 4800
VICOR CORP COM 925815102 13680 2400 X 2400 0 0
VIEWPOINT CORP COM 92672P108 2622 5700 X 5700 0 0
VIGNETTE CORP COM 926734104 2725 1793 X 1793 0 0
VIISAGE TECHNOLOGY COM 92675K106 13230 3000 X 3000 0 0
VINTAGE PETE INC COM 927460105 7410143 780015 X 517715 0 262300
VINTAGE PETE INC COM 927460105 158460 16680 X 30 0 16650
VION PHARMACEUTICALS INC COM 927624106 450 1500 X 1000 0 500
VIRBAC CORPORATION COM 927649103 2610 500 X 0 0 500
VIRCO MFG CORP COM 927651109 15385 1596 X 0 0 1596
VIROLOGIC INC COM 92823R201 1685 1296 X 1296 0 0
VIROLOGIC INC COM 92823R201 156 120 X 120 0 0
VIROPHARMA INC COM 928241108 3206 1400 X 1400 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 211693 20795 X 17580 0 3215
VISHAY INTERTECHNOLOGY INC COM 928298108 20360 2000 X 2000 0 0
VISTEON CORP COM 92839U107 124817 21013 X 15328 0 5685
VISTEON CORP COM 92839U107 40416 6804 X 6547 0 257
VISUAL NETWORKS INC COM 928444108 155 100 X 100 0 0
VISX INC DEL COM 92844S105 144160 13600 X 600 0 13000
VITAL SIGNS INC COM 928469105 230463 8700 X 8700 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
VITALWORKS INC COM 928483106 35136 9150 X 1250 0 7900
VITESSE SEMICONDUCTOR CORP COM 928497106 4601 2150 X 2150 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 2996 1400 X 500 0 900
VIVUS INC COM 928551100 17007 5002 X 5002 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 104652 10200 X 10200 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 103 10 X 10 0 0
VORNADO OPERATING CO COM 92904N103 2 10 X 10 0 0
VULCAN MATERIALS CO COM 929160109 2358877 78031 X 61870 0 16161
VULCAN MATERIALS CO COM 929160109 1318270 43608 X 42258 0 1350
VALERO ENERGY CORP COM 91913Y100 161382 3900 X 3900 0 X
VALUE CLICK INC COM 92046N102 54237 17900 X 17900 0 X
VARIAN INC COM 922206107 85980 3000 X 3000 0 X
VARIAN MEDICAL SYSTEMS INC COM 92220P105 56627 1050 X 1050 0 X
VERITAS SOFTWRE COM 923436109 123939 7050 X 7050 0 X
VERIZON COMMUNICATIONS COM 92343V104 2711345 76700 X 76700 0 X
VIACOM INC CL B COM 925524308 1369500 37500 X 37500 0 X
VINTAGE PETROLEUM INC COM 927460105 94050 9900 X 9900 0 X
VISHAY INTERTECHNOLOGY COM 928298108 106890 10500 X 10500 0 X
VISTEON CORP COM 92839U107 6 1 X 1 0 X
VODAFONE GROUP PLC- ADR COM 92857W100 264190 14500 X 14500 0 X
VORNADO REALTY TRUST COM 929042109 116350 3250 X 3250 0 X
W P CAREY & CO LLC COM 92930Y107 251675 10067 X 10067 0 0
W P CAREY & CO LLC COM 92930Y107 521225 20849 X 20849 0 0
W.R. GRACE & CO COM 38388F108 444 300 X 0 0 300
W.R. GRACE & CO COM 38388F108 296 200 X 200 0 0
W-H ENERGY SVCS INC COM 92925E108 309872 18100 X 18100 0 0
WABASH NATL CORP COM 929566107 108360 17200 X 16000 0 1200
WABASH NATL CORP COM 929566107 4410 700 X 700 0 0
WACHOVIA CORPORATION COM 929903102 63248740 1856435 X 1662317 0 194118
WACHOVIA CORPORATION COM 929903102 16587388 486862 X 455041 0 31821
WACKENHUT CORRECTIONS CORP COM 929798106 3920 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 2760862 157135 X 155735 0 1400
WADDELL & REED FINANCIAL INC COM A 930059100 28903 1645 X 1645 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 46367 4840 X 4840 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 8268 863 X 863 0 0
WAL-MART STORES INC 931142103 227210379 4366911 X 3973855 0 393056
WAL-MART STORES INC 931142103 67938485 1305756 X 1155522 100 150134
WALGREEN CO COM 931422109 46620733 1581436 X 1485203 0 96233
WALGREEN CO COM 931422109 31559932 1070554 X 992779 12800 64975
WALLACE COMPUTER SERVICES INC COM 932270101 39856 1600 X 1600 0 0
WASHINGTON FED INC COM 938824109 1115394 53013 X 49288 0 3725
WASHINGTON FED INC COM 938824109 41891 1991 X 1991 0 0
WASHINGTON MUTUAL INC COM 939322103 28972894 821460 X 647674 0 173786
WASHINGTON MUTUAL INC COM 939322103 8183204 232016 X 220629 0 11387
WASHINGTON POST CO CL B COM 939640108 55872 82 X 50 0 32
WASHINGTON POST CO CL B COM 939640108 590739 867 X 867 0 0
WASHINGTON TR BANCORP INC COM 940610108 1249018 61802 X 61527 0 275
WASHINGTON TR BANCORP INC COM 940610108 1167431 57765 X 57765 0 0
WASTE CONNECTIONS INC COM 941053100 4567800 132400 X 131500 0 900
WASTE CONNECTIONS INC COM 941053100 796950 23100 X 0 0 23100
WASTE MGMT INC DEL COM 94106L109 28257657 1334167 X 1232714 0 101453
WASTE MGMT INC DEL COM 94106L109 2057955 97165 X 60630 0 36535
WATER PIK TECHNOLOGIES INC COM 94113U100 385 55 X 0 0 55
WATERS CORP COM 941848103 2710004 128072 X 40854 0 87218
WATERS CORP COM 941848103 446836 21117 X 10097 0 11020
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
WATSCO INC CL B COM 942622101 8377 607 X 607 0 0
WATSCO INC COM 942622200 291480 21307 X 21307 0 0
WATSON PHARMACEUTICALS INC COM 942683103 5625743 195542 X 190442 0 5100
WATSON PHARMACEUTICALS INC COM 942683103 39041 1357 X 1357 0 0
WATSON WYATT & CO HLDGS 942712100 444210 22100 X 22100 0 0
WATTS INDS INC CL A 942749102 281998 18100 X 18100 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 10118 992 X 992 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 49694 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 12137 11450 X 11450 0 0
WAYPOINT FINL CORP COM 946756103 413231 23900 X 23900 0 0
WD-40 CO COM 929236107 344720 13900 X 7900 0 6000
WD-40 CO COM 929236107 64480 2600 X 2600 0 0
WEBEX COMMUNICATIONS INC COM 94767L109 31050 3000 X 3000 0 0
WEBMD CORPORATION COM 94769M105 87494 9700 X 500 0 9200
WEBMETHODS INC COM 94768C108 3009248 329600 X 327000 0 2600
WEBMETHODS INC COM 94768C108 648687 71050 X 0 0 71050
WEBSENSE INC COM 947684106 212271 14450 X 14400 0 50
WEBSENSE INC COM 947684106 681616 46400 X 0 0 46400
WEBSTER FINANCIAL CORP COM 947890109 16922291 481842 X 363662 0 118180
WEBSTER FINANCIAL CORP COM 947890109 1536535 43751 X 40545 0 3206
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 1224331 26587 X 18902 0 7685
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 508853 11050 X 2780 0 8270
WEIS MARKETS INC COM 948849104 67342 2200 X 1000 0 1200
WEIS MARKETS INC COM 948849104 3061 100 X 0 0 100
WELLCHOICE INC COM 949475107 2324211 110100 X 109200 0 900
WELLMAN INC COM 949702104 198729 21300 X 21300 0 0
WELLMAN INC COM 949702104 5691 610 X 610 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 26803786 349235 X 330980 0 18255
WELLPOINT HEALTH NETWORKS INC COM 94973H108 1289016 16795 X 6790 0 10005
WELLS FARGO & CO NEW COM 949746101 258395611 5743401 X 5475164 0 268237
WELLS FARGO & CO NEW COM 949746101 60526397 1345330 X 1263223 864 81243
WENDYS INTL INC COM 950590109 1868864 67934 X 63182 0 4752
WENDYS INTL INC COM 950590109 412650 15000 X 5100 0 9900
WERNER ENTERPRISES INC COM 950755108 8135424 422400 X 292200 0 130200
WESCO FINL CORP COM 950817106 59600 200 X 0 0 200
WEST CORPORATION COM 952355105 218914 12375 X 0 0 12375
WEST PHARMACEUTICAL SVCS INC COM 955306105 14272720 728200 X 479016 0 249184
WESTAFF INC COM 957070105 809359 435139 X 314939 0 120200
WESTAMERICA BANCORPORATION COM 957090103 32777 830 X 0 0 830
WESTAR ENERGY INC COM 95709T100 50843 4195 X 2195 0 2000
WESTAR ENERGY INC COM 95709T100 44844 3700 X 3700 0 0
WESTBANK CORP COM 957116106 189 14 X 14 0 0
WESTERN DIGITAL CORP COM 958102105 29445 3250 X 3250 0 0
WESTERN DIGITAL CORP COM 958102105 4530 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
-----------------------
WESTERN GAS RES INC COM 958259103 29295 900 X 0 0 900
WESTPORT RESOURCES CORP COM 961418100 216411 10740 X 10740 0 0
WESTWOOD ONE INC COM 961815107 343827 11006 X 7800 0 3206
WESTWOOD ONE INC COM 961815107 47485 1520 X 990 0 530
WET SEAL INC CL A COM 961840105 144540 19800 X 19800 0 0
WEYERHAEUSER CO COM 962166104 12755974 266694 X 243060 0 23634
WEYERHAEUSER CO COM 962166104 5241307 109582 X 105917 0 3665
WGL HLDGS INC COM 92924F106 6829122 257800 X 257050 0 750
WGL HLDGS INC COM 92924F106 1861558 70274 X 67374 0 2900
WHIRLPOOL CORP COM 963320106 1555379 31723 X 10157 0 21566
WHIRLPOOL CORP COM 963320106 352918 7198 X 5160 0 2038
WHITE MTNS INS GROUP LTD COM G9618E107 153000 450 X 0 0 450
WHITE MTNS INS GROUP LTD COM G9618E107 34000 100 X 0 0 100
WHITMAN EDUCATION GROUP INC COM 966524100 1085280 79800 X 79155 0 645
WHITNEY HOLDING CORP 966612103 1081062 31610 X 29060 0 2550
WHOLE FOODS MKT INC COM 966837106 808171 14525 X 4725 0 9800
WHOLE FOODS MKT INC COM 966837106 422029 7585 X 7185 0 400
WILD OATS MKTS INC COM 96808B107 5280978 570300 X 393600 0 176700
WILD OATS MKTS INC COM 96808B107 12270 1325 X 1325 0 0
WILEY JOHN & SONS INC CL A COM 968223206 269892 11900 X 0 0 11900
WILLIAMS COAL SEAM GAS RTY TR 969450105 4012 400 X 400 0 0
WILLIAMS COS INC COM 969457100 4128916 901510 X 874126 0 27384
WILLIAMS COS INC COM 969457100 423041 92367 X 85192 75 7100
WILLIAMS SONOMA INC COM 969904101 1376888 63160 X 55100 0 8060
WILLIAMS SONOMA INC COM 969904101 47415 2175 X 1135 0 1040
WILLIS LEASE FINANCE COM 970646105 1806984 318692 X 206492 0 112200
WILLOW GROVE BANCORP INC NEW COM 97111W101 11264280 761100 X 520700 0 240400
WILMINGTON TRUST CORPORATION COM 971807102 664642 23908 X 23908 0 0
WILMINGTON TRUST CORPORATION COM 971807102 200160 7200 X 5800 0 1400
WILSHIRE OIL CO TEX 971889100 2961 809 X 809 0 0
WILSON GREATBATCH TECHNOLOGIES INC 972232102 122596 4380 X 0 0 4380
WILSON GREATBATCH TECHNOLOGIES INC 972232102 1316930 47050 X 0 0 47050
WILTEL COMMUNICATIONS INC COM 972487102 26334 2090 X 2090 0 0
WINN DIXIE STORES INC COM 974280109 387888 29341 X 28769 0 572
WINN DIXIE STORES INC COM 974280109 11951 904 X 904 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 342720 12600 X 12600 0 0
WINTRUST FINL CORP COM 97650W108 426140 14900 X 11500 0 3400
WINTRUST FINL CORP COM 97650W108 214500 7500 X 7500 0 0
WIRE ONE TECHNOLOGIES INC COM 976521104 8960 4000 X 0 0 4000
WIRELESS FACILITIES INC COM 97653A103 926 160 X 160 0 0
WIRELESS TELECOM GROUP INC COM 976524108 6060 3000 X 3000 0 0
WISCONSIN ENERGY CORP 976657106 7549921 297241 X 280591 0 16650
WISCONSIN ENERGY CORP 976657106 3742538 147344 X 146707 0 637
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
WISER OIL COM 977284108 330 100 X 100 0 0
WMS INDUSTRIES INC COM 929297109 266475 20900 X 20900 0 0
WOLVERINE TUBE INC COM 978093102 52309 11650 X 1600 0 10050
WOLVERINE WORLD WIDE INC COM 978097103 594625 35500 X 33475 0 2025
WOODHEAD INDS INC 979438108 2382 200 X 200 0 0
WOODWARD GOVERNOR CO COM 980745103 261225 7500 X 7500 0 0
WORLD FUEL SVCS CORP COM 981475106 73296 3600 X 0 0 3600
WORTHINGTON INDUSTRIES INC COM 981811102 279544 23432 X 17680 0 5752
WORTHINGTON INDUSTRIES INC COM 981811102 163190 13679 X 11654 0 2025
WPS RESOURCES CORP COM 92931B106 146120 3653 X 2853 0 800
WPS RESOURCES CORP COM 92931B106 591680 14792 X 14450 0 342
WRIGHT MEDICAL GROUP INC COM 98235T107 2948616 168300 X 167000 0 1300
WRIGHT MEDICAL GROUP INC COM 98235T107 863456 49284 X 84 0 49200
WRIGLEY WM JR CO COM 982526105 4450901 78777 X 61990 0 16787
WRIGLEY WM JR CO COM 982526105 1567875 27750 X 18000 0 9750
WYETH COM 983024100 130756788 3457345 X 3297156 0 160189
WYETH COM 983024100 98804750 2612500 X 2432023 0 180477
WYNN RESORTS LTD COM 983134107 308000 20000 X 20000 0 0
WGL HOLDINGS INC COM 92924F106 148344 5600 X 5600 0 X
W HOLDING COMPANY INC COM 929251106 93636 5100 X 5100 0 X
WAL-MART STORES INC COM 931142103 2926688 56250 X 56250 0 X
WALGREEN CO COM 931422109 630872 21400 X 21400 0 X
WASTE CONNECTIONS INC COM 941053100 155250 4500 X 4500 0 X
WASTE MANAGEMENT INC COM 94106L109 1709226 80700 X 80700 0 X
WATSCO INC COM 942622200 86184 6300 X 6300 0 X
WEBMETHODS INC COM 94768C108 115038 12600 X 12600 0 X
WEBSTER FINANCIAL CORP COM 947890109 179112 5100 X 5100 0 X
WEIGHT WATCHERS INTERNAT. INC COM 948626106 200318 4350 X 4350 0 X
WELL CHOICE INC COM 949475107 97106 4600 X 4600 0 X
WELLPOINT HEALTH NETWORKS COM 94973H108 1135900 14800 X 14800 0 X
WENDYS INTERNATIONAL INC COM 950590109 463544 16850 X 16850 0 X
WESTPORT RESOURCES CORP COM 961418100 104780 5200 X 5200 0 X
WESTWOOD ONE INC COM 961815107 142142 4550 X 4550 0 X
WHITNAM EDUCATION GROUP COM 966524100 44880 3300 X 3300 0 X
WHITNEY HOLDING CORP COM 966612103 54592 1600 X 1600 0 X
WILLBROS GROUP INC COM 969199108 72542 8300 X 8300 0 X
WILLIAMS SONOMA INC COM 969904101 190750 8750 X 8750 0 X
WOLVERINE WORLD WIDE INC COM 978097103 58625 3500 X 3500 0 X
WRIGHT MEDICAL GROUP COM 98235T107 143664 8200 X 8200 0 X
WRIGLEY (WM) JR CO COM 982526105 497200 8800 X 8800 0 X
WYETH COM 983024100 954955 25250 X 25250 0 X
X-RITE INC COM 983857103 113535 13500 X 13500 0 0
XCEL ENERGY INC COM 98389B100 1171961 91488 X 81966 0 9522
XCEL ENERGY INC COM 98389B100 927124 72375 X 69791 0 2584
XEROX CORP COM 984121103 7919271 910261 X 760311 0 149950
XEROX CORP COM 984121103 1680161 193122 X 192922 0 200
XILINX INC COM 983919101 1911122 81637 X 63562 0 18075
XILINX INC COM 983919101 246835 10544 X 9584 0 960
XM SATELLITE RADIO HLDG INC CL A COM 983759101 118 20 X 20 0 0
XOMA LTD COM G9825R107 3960 1000 X 1000 0 0
XTO ENERGY INC COM 98385X106 13639207 717853 X 534117 0 183736
XTO ENERGY INC COM 98385X106 1383143 72797 X 1818 0 70979
XYBERNAUT COM 984149104 1547 4180 X 4180 0 0
XTO ENERGY INC COM 98385X106 341999 18000 X 18000 0 X
XEROX CORP COM 984121103 1585140 182200 X 182200 0 X
YAHOO INC COM 984332106 5164732 215018 X 164243 0 50775
YAHOO INC COM 984332106 390637 16263 X 16263 0 0
YANKEE CANDLE CO COM 984757104 78338 4600 X 0 0 4600
YANKEE CANDLE CO COM 984757104 18478 1085 X 1085 0 0
YELLOW CORP COM 985509108 540443 22425 X 19700 0 2725
YELLOW CORP COM 985509108 751920 31200 X 0 0 31200
YOCREAM INTL INC COM 986001105 5890 1000 X 1000 0 0
YORK INTL CORP NEW COM 986670107 4200 200 X 200 0 0
YOUNG BROADCASTING CORP CL A COM 987434107 5083803 415683 X 268383 0 147300
YUM! BRANDS INC COM 988498101 6758460 277783 X 213125 0 64658
YUM! BRANDS INC COM 988498101 1940172 79744 X 61050 0 18694
YUM BRANDS INC COM 988498101 683673 28100 X 28100 0 X
ZALE CORP COM 988858106 978271 29880 X 23080 0 6800
ZALE CORP COM 988858106 8676 265 X 0 0 265
ZALE CORP COM 988858106 94946 2900 X 2900 0 X
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 128800 2000 X 2000 0 X
ZORAN CORP COM 98975F101 156211 12100 X 12100 0 X
ZOLL MEDICAL CORP COM 989922109 102150 2500 X 2500 0 X
INGERSOLL RAND CO CL A COM G4776G101 115770 3000 X 3000 0 X
NABORS INDUSTRIES LTD COM G6359F103 853218 21400 X 21400 0 X
NOBLE CORP COM G65422100 887615 28250 X 28250 0 X
O2MICRO INTERNATIONAL LTD COM G6797E106 18292 1700 X 1700 0 X
UTI WORLDWIDE INC COM G87210103 86800 3100 X 3100 0 X
TOMMY HILFIGER CORP COM G8915Z102 96882 13400 X 13400 0 X
TRANSOCEAN INC COM G90078109 975465 47700 X 47700 0 X
WEATHERFORD INTERNATIONAL COM G95089101 60432 1600 X 1600 0 X
TARO PHARMACEUTICAL INDUS COM M8737E108 153120 4000 X 4000 0 X
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
-----------------------
ZEBRA TECHNOLOGIES CORP CL A 989207105 2775640 43100 X 40000 0 3100
ZEBRA TECHNOLOGIES CORP CL A 989207105 59570 925 X 820 0 105
ZENITH NATL INS CORP COM 989390109 270270 12600 X 12600 0 0
ZIMMER HLDGS INC COM 98956P102 6274486 129025 X 109838 0 19187
ZIMMER HLDGS INC COM 98956P102 7664380 157606 X 150482 0 7124
ZIONS BANCORP COM 989701107 615433 14386 X 9746 0 4640
ZIX CORPORATION COM 98974P100 53750 12500 X 12500 0 0
ZOLL MED CORP COM 989922109 2796591 68460 X 67970 0 490
ZOLL MED CORP COM 989922109 65728 1609 X 1609 0 0
ZOLTEK COS INC COM 98975W104 16900 6500 X 6500 0 0
ZORAN CORP COM 98975F101 3876873 300300 X 297900 0 2400
1-800-FLOWERS.COM INC COM 68243Q106 1176 175 X 175 0 0
1ST CONSTITUTION BANCORP COM 31986N102 14045 510 X 510 0 0
3 COM CORP COM 885535104 15747 3200 X 2300 0 900
3 COM CORP COM 885535104 14394 2925 X 2925 0 0
3DO CO COM 88553W204 1445 821 X 821 0 0
3M CO COM 88579Y101 247348267 1902240 X 1831936 0 70304
3M CO COM 88579Y101 131769411 1013377 X 958864 75 54438
3TEC ENERGY CORP 88575R308 2906580 193000 X 122300 0 70700
4 KIDS ENTMT INC COM 350865101 100300 8500 X 8500 0 0
7-ELEVEN INC COM 817826209 43848 6300 X 0 0 6300
99 CENTS ONLY STORES 65440K106 213920 8389 X 0 0 8389
99 CENTS ONLY STORES 65440K106 76449 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
CLOSELY HELD COMMON/PREFERRED
-----------------------------
ARAMARK CORPORATION CLASS B 038521100 20610 900 X 0 0 900
ARAMARK CORPORATION CLASS B 038521100 2290 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
-----------------------------
ABN AMRO HLDG N V SPONSORED ADR 000937102 202155 13799 X 11774 0 2025
ABN AMRO HLDG N V SPONSORED ADR 000937102 3472 237 X 237 0 0
ACAMBIS PLC SPONS ADR 004286100 19000 500 X 500 0 0
ACCENTURE LTD COM G1150G111 549708 35465 X 3175 0 32290
ACCENTURE LTD COM G1150G111 112189 7238 X 6088 0 1150
ACE LTD COM G0070K103 24349324 841082 X 788743 0 52339
ACE LTD COM G0070K103 1084033 37445 X 37445 0 0
ADECCO SA 006754105 2870 410 X 0 0 410
AEGON N.V. AMERICAN REGISTERED SHS 007924103 281328 37262 X 33552 0 3710
AEGON N.V. AMERICAN REGISTERED SHS 007924103 408984 54170 X 50500 0 3670
AGNICO EAGLE MINES LTD 008474108 2294 175 X 175 0 0
AGNICO EAGLE MINES LTD 008474108 3933 300 X 300 0 0
AGRIUM INC COM 008916108 48913 4550 X 0 0 4550
AKZO NOBEL NV SPONSORED ADR 010199305 5211998 259950 X 237475 0 22475
AKZO NOBEL NV SPONSORED ADR 010199305 406514 20275 X 19275 0 1000
ALCAN INC 013716105 164164 5884 X 4084 0 1800
ALCAN INC 013716105 414092 14842 X 14167 0 675
ALCATEL ADR 013904305 9384 1362 X 1240 0 122
ALCATEL ADR 013904305 283661 41170 X 35270 0 5900
ALCON INC COM H01301102 17834471 434775 X 415225 0 19550
ALCON INC COM H01301102 196896 4800 X 3800 0 1000
ALLIANCE ATLANTIS COMM CL B COM 01853E204 45870 5560 X 5560 0 0
ALLIANCE ATLANTIS COMM CL B COM 01853E204 5280 640 X 0 0 640
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 198 40 X 40 0 0
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 3960 800 X 800 0 0
ALLIED IRISH BKS ADR 019228402 425858 15497 X 9900 0 5597
ALLIED IRISH BKS ADR 019228402 122149 4445 X 4445 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 26018 1946 X 1946 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 94927 7100 X 6350 0 750
AMERSHAM PLC SPONS ADR 030719108 34959 1074 X 0 0 1074
ANGLO AMERICAN PLC ADR 03485P102 112541 7870 X 3211 0 4659
ANGLO AMERICAN PLC ADR 03485P102 21021 1470 X 1470 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 28369 940 X 940 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 26679 884 X 884 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 8100 13500 X 13500 0 0
ARACRUZ CELULOSE SA 038496204 299650 14975 X 0 0 14975
ARCADIS N V COM 03923E107 53550 7650 X 7650 0 0
ASHANTI GOLDFIELDS LTD GDR 043743202 3408 600 X 600 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 100631 2933 X 0 0 2933
ASTRAZENECA PLC SPONSORED ADR 046353108 191621 5585 X 4010 0 1575
AUDIOCODES LTD COM M15342104 2112 800 X 800 0 0
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 113316 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 806841 18275 X 16300 0 1975
AVENTIS SPONSORED ADR 053561106 36424 825 X 825 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
-----------------------------
AXA ADR 054536107 90488 7675 X 1355 0 6320
AXA ADR 054536107 13794 1170 X 118 0 1052
BALLARD PWR SYSTEMS INC COM 05858H104 113469 12084 X 6984 0 5100
BALLARD PWR SYSTEMS INC COM 05858H104 27701 2950 X 2950 0 0
BANCO SANTANDER CEN SPONSORED ADR 05964H105 80181 12607 X 0 0 12607
BANCO SANTANDER CEN SPONSORED ADR 05964H105 6220 978 X 978 0 0
BANK MONTREAL QUE 063671101 60628 2220 X 2220 0 0
BANK MONTREAL QUE 063671101 76468 2800 X 2800 0 0
BANK NOVA SCOTIA HALIFAX 064149107 15615 444 X 444 0 0
BARCLAYS PLC ADR 06738E204 119641 5126 X 0 0 5126
BARCLAYS PLC ADR 06738E204 2334 100 X 100 0 0
BARRICK GOLD CORP COM 067901108 6341416 407546 X 370072 0 37474
BARRICK GOLD CORP COM 067901108 436676 28064 X 27004 0 1060
BASF AG SPONS ADR 055262505 934 25 X 25 0 0
BASF AG SPONS ADR 055262505 373600 10000 X 10000 0 0
BAYER A G ADR 072730302 1365 100 X 100 0 0
BCE INC COM 05534B109 39754 2170 X 2170 0 0
BCE INC COM 05534B109 22387 1222 X 1022 0 200
BEMA GOLD CORP COM 08135F107 3450 3000 X 3000 0 0
BG GROUP PLC SPONSORED ADR 055434203 11440 594 X 594 0 0
BG GROUP PLC SPONSORED ADR 055434203 17103 888 X 888 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 127817 11515 X 3000 0 8515
BHP BILLITON LTD SPONSORED ADR 088606108 13320 1200 X 1200 0 0
BOC GROUP PLC ADR 055617609 610 25 X 25 0 0
BP PLC SPONSORED ADR 055622104 280536411 7269666 X 7011402 82 258182
BP PLC SPONSORED ADR 055622104 146038221 3784354 X 3551062 2373 230919
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 347036 17439 X 439 0 17000
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 46765 2350 X 0 0 2350
BRITISH AMERN TOB PLC ADR 110448107 127912 6877 X 4546 0 2331
BRITISH AMERN TOB PLC ADR 110448107 18414 990 X 990 0 0
BRITISH AWYS PLC ADR 110419306 2094961 124330 X 121102 0 3228
BRITISH AWYS PLC ADR 110419306 86272 5120 X 5120 0 0
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 220491 5575 X 5575 0 0
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 13843 350 X 350 0 0
BT GROUP PLC ADR 05577E101 19055 749 X 749 0 0
BT GROUP PLC ADR 05577E101 28620 1125 X 200 0 925
CABLE & WIRELESS PUB LTD CO ADR 126830207 2698 815 X 815 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 66 20 X 20 0 0
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2079626 95703 X 94333 0 1370
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2237864 102985 X 101735 0 1250
CANADA LIFE FINL CORP COM 135113108 649880 22000 X 22000 0 0
CANADIAN IMPERIAL BK COM 136069101 66456 2069 X 2069 0 0
CANADIAN IMPERIAL BK COM 136069101 32120 1000 X 1000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
CANADIAN NATIONAL RAILWAY CO COM 136375102 184126 4302 X 4302 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 377154 8812 X 400 0 8412
CANADIAN NATIONAL RESOURCES COM 136385101 102 3 X 3 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 110428 3147 X 1020 0 2127
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 363182 10350 X 10350 0 0
CAPITAL ENVIRO RESOURCES INC COM 14008M104 1011168 255992 X 251592 0 4400
CELLTECH GROUP PLC SPONSORED ADR 151158102 2358 272 X 272 0 0
CEMEX SA SPONSORED ADR 151290889 53192 3050 X 0 0 3050
CHICAGO BRIDGE & IRON NY SHR COM 167250109 13574691 835880 X 817880 0 18000
CHICAGO BRIDGE & IRON NY SHR COM 167250109 1146219 70580 X 0 0 70580
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 1980 200 X 200 0 0
CHINA PETE & CHEM ADR 16941R108 19840 1000 X 1000 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 37355 3100 X 3100 0 0
CHINA TELECOM CORP LTD ADR 169426103 354154 19730 X 0 0 19730
CHINA UNICOM ADR 16945R104 5530 1000 X 1000 0 0
CHINA YUCHAI INTL LTD COM G21082105 14200 2000 X 2000 0 0
CNH GLOBAL N V ORD COM N20935107 10764 6900 X 0 0 6900
COCA COLA FEMSA S A SPONSORED ADR 191241108 51420 3000 X 3000 0 0
COCA COLA FEMSA S A SPONSORED ADR 191241108 92556 5400 X 5400 0 0
COGNOS INC COM 19244C109 59075 2600 X 0 0 2600
COOPER INDUSTRIES LTD CL A COM G24182100 3684344 103174 X 69447 0 33727
COOPER INDUSTRIES LTD CL A COM G24182100 527794 14780 X 14420 0 360
CORE LABORATORIES N V COM N22717107 1546896 148740 X 144340 0 4400
CORUS GROUP PLC SPONSORED ADR 22087M101 4455 4500 X 4500 0 0
CP RAILWAY LIMITED COM 13645T100 45702 2167 X 2167 0 0
CP RAILWAY LIMITED COM 13645T100 74954 3554 X 3020 0 534
CP SHIPS LTD COM 22409V102 2237 175 X 175 0 0
CP SHIPS LTD COM 22409V102 8179 640 X 370 0 270
CREDIT SUISSE GROUP SPON ADR 225401108 46492 2675 X 0 0 2675
CRESUD S A SPONSORED ADR 226406106 6850 1000 X 1000 0 0
CRH PLC ADR 12626K203 863 60 X 60 0 0
CRH PLC ADR 12626K203 158290 11000 X 1000 0 10000
CRYSTALLEX INTL CORP COM 22942F101 104 100 X 100 0 0
DAIMLERCHRYSLER AG COM D1668R123 343396 11716 X 9416 0 2300
DAIMLERCHRYSLER AG COM D1668R123 150947 5150 X 5150 0 0
DASSAULT SYS SA ADR 237545108 518 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 4010 219 X 219 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 42717 2333 X 2333 0 0
DENBURY RESOURCES INC COM 247916208 35956 3320 X 3320 0 0
DENBURY RESOURCES INC COM 247916208 542 50 X 50 0 0
DENISON INTERNATIONAL PLC ADR 248335101 7017490 420209 X 410609 0 9600
DENISON INTERNATIONAL PLC ADR 248335101 25050 1500 X 1500 0 0
DEUTSCHE BANK AG COM D18190898 53353 1267 X 120 0 1147
DEUTSCHE BANK AG COM D18190898 16212 385 X 385 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
-----------------------------
DEUTSCHE TELE 251566105 178755 16221 X 10976 0 5245
DEUTSCHE TELE 251566105 189257 17174 X 14549 0 2625
DIAGEO PLC SPONSORED ADR NEW 25243Q205 213454 5191 X 2430 0 2761
DIAGEO PLC SPONSORED ADR NEW 25243Q205 82857 2015 X 2015 0 0
DOMTAR INC COM 257561100 4925 500 X 500 0 0
DORAL FINL CORP COM 25811P100 396344 11212 X 7500 0 3712
DORAL FINL CORP COM 25811P100 15201 430 X 430 0 0
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 9435 3700 X 3700 0 0
E. ON AG SPONSORED ADR 268780103 145183 3506 X 1500 0 2006
E. ON AG SPONSORED ADR 268780103 8282 200 X 200 0 0
ECI TELECOM LTD ORD COM 268258100 34440 16800 X 0 0 16800
ELAN PLC ADR 284131208 58771 21065 X 19565 0 1500
ELAN PLC ADR 284131208 209802 75198 X 73605 100 1493
ENBRIDGE INC COM 29250N105 23840 800 X 0 0 800
ENCANA CORP COM 292505104 321529 9936 X 3236 0 6700
ENCANA CORP COM 292505104 351300 10856 X 4635 0 6221
ENDESA SPONSORED ADR 29258N107 178386 14682 X 4250 0 10432
ENDURANCE SPECIALTY HOLDINGS COM G30397106 84665 3500 X 3500 0 0
ENERNORTH INDUSTRIES INC COM 29275G101 169 167 X 0 0 167
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 9580 500 X 500 0 0
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 19160 1000 X 1000 0 0
ENI S P A ADR 26874R108 172066 2577 X 800 0 1777
ENI S P A ADR 26874R108 96817 1450 X 1450 0 0
ENTERRA ENERGY CORP COM 29381L101 26580 3000 X 3000 0 0
ERICSSON (LM) TEL SP ADR 294821608 239320 37629 X 37129 0 500
ERICSSON (LM) TEL SP ADR 294821608 196575 30908 X 29972 0 936
FAHNESTOCK VINER HLDNGS INC COM CL A 302921101 72864 3200 X 0 0 3200
FAIRMONT HOTELS COM 305204109 20813 925 X 925 0 0
FAIRMONT HOTELS COM 305204109 18338 815 X 565 0 250
FIRST BANCORP PR COM 318672102 723064 26800 X 13300 0 13500
FIRST BANCORP PR COM 318672102 90086 3339 X 3339 0 0
FIRST SERVICE CORP VTG COM 33761N109 1184348 106602 X 106602 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 27445459 3147415 X 3016048 0 131367
FLEXTRONICS INTERNATIONAL LTD Y2573F102 2106368 241556 X 233456 200 7900
FORDING CDN COAL TR COM 345425102 2256 116 X 116 0 0
FORDING CDN COAL TR COM 345425102 15113 777 X 302 0 475
FOUR SEASONS HOTELS LTD VTG SHARES 35100E104 176605 6500 X 6500 0 0
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 29412 1723 X 1409 0 314
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 3568 209 X 209 0 0
FUJI PHOTO FILM LTD UNSPONSORED ADR 359586302 139472 4600 X 20 0 4580
GALLAHER GROUP PLC SPONSORED ADR 363595109 1068351 27887 X 17887 0 10000
GALLAHER GROUP PLC SPONSORED ADR 363595109 3747293 97815 X 96815 0 1000
GENESYS SA SPONSORED ADR 37185M100 19975 13406 X 0 0 13406
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
GIVEN IMAGING LTD COM M52020100 8700 1000 X 1000 0 0
GIVEN IMAGING LTD COM M52020100 8700 1000 X 0 0 1000
GLAMIS GOLD LTD COM 376775102 36883 3567 X 3567 0 0
GLAMIS GOLD LTD COM 376775102 14476 1400 X 1400 0 0
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 10716129 304522 X 265416 0 39106
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 8866261 251954 X 243014 0 8940
GOLD FIELDS LIMITED ADR 38059T106 10500 1000 X 1000 0 0
GOLD FIELDS LIMITED ADR 38059T106 12863 1225 X 1225 0 0
GOLDCORP INC COM 380956409 2122 200 X 0 0 200
GOLDCORP INC COM 380956409 4881 460 X 460 0 0
GROUPE DANONE SPONSORED ADR 399449107 178963 7130 X 7130 0 0
GROUPE DANONE SPONSORED ADR 399449107 12550 500 X 500 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 252 10 X 10 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 25150 1000 X 1000 0 0
GUCCI GROUP NV COM 401566104 146777 1540 X 1540 0 0
GUCCI GROUP NV COM 401566104 19062 200 X 200 0 0
HANSON PLC SPONSORED ADR 411352404 2701 110 X 110 0 0
HANSON PLC SPONSORED ADR 411352404 6432 262 X 262 0 0
HELLENIC TELECOMM SPONSORED ADR 423325307 56760 12000 X 12000 0 0
HEMOSOL INC COM 42369K102 2600 5000 X 5000 0 0
HITACHI LTD DEP SHS 433578507 2636 75 X 75 0 0
HITACHI LTD DEP SHS 433578507 8788 250 X 250 0 0
HONDA ADR COM 438128308 373832 22520 X 20550 0 1970
HONDA ADR COM 438128308 7470 450 X 450 0 0
HSBC HLDGS PLC SPONSORED ADR 404280406 208110 4071 X 1460 0 2611
HSBC HLDGS PLC SPONSORED ADR 404280406 206934 4048 X 4048 0 0
HURRICANE HYDROCARBONS LTD CL A 44779E106 25300 2500 X 0 0 2500
ID BIOMEDICAL CORP COM 44936D108 3375 500 X 500 0 0
IMAX CORPORATION COM 45245E109 9780 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 85800 14300 X 400 0 13900
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 4200 700 X 700 0 0
IMPERIAL OIL LTD COM NEW 453038408 139092 4325 X 4325 0 0
IMPERIAL OIL LTD COM NEW 453038408 363086 11290 X 5400 0 5890
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 3184 100 X 100 0 0
INCO LTD COM 453258402 47034 2526 X 2276 0 250
INCO LTD COM 453258402 257887 13850 X 350 0 13500
ING GROEP NV ADR 456837103 172634 14793 X 8214 0 6579
ING GROEP NV ADR 456837103 19676 1686 X 1486 0 200
INGERSOLL-RAND CO CL A COM G4776G101 7528948 195101 X 181645 0 13456
INGERSOLL-RAND CO CL A COM G4776G101 6585345 170649 X 165844 0 4805
IONA TECHNOLOGIES ADR 46206P109 520 250 X 250 0 0
IPC HOLDINGS LTD COM G4933P101 74382 2472 X 400 0 2072
IPC HOLDINGS LTD COM G4933P101 697396 23177 X 892 0 22285
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
IRELAND BK SP ADR 46267Q103 78255 1840 X 1840 0 0
KERZNER INTERNATIONAL LTD COM P6065Y107 170250 7500 X 7500 0 0
KINROSS GOLD CORP COM 496902206 259 42 X 42 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 1612 260 X 260 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 752886 55400 X 55400 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 66931 4925 X 4925 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 46723 13989 X 13989 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 9519 2850 X 800 0 2050
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 1594124 102253 X 64914 0 37339
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 704777 45207 X 25507 0 19700
KOREA ELECTRIC POWER CORP ADR 500631106 2554 320 X 320 0 0
KT CORP SPONSORED ADR 48268K101 38341 2233 X 165 0 2068
KYOCERA CORP ADR 501556203 52247 1060 X 1060 0 0
LANOPTICS LTD COM M6706C103 5345 1167 X 1167 0 0
LLOYDS TSB GROUP COM 539439109 55411 2664 X 270 0 2394
LLOYDS TSB GROUP COM 539439109 728 35 X 35 0 0
LOGITECH INTERNATIONAL ADR 541419107 110592 3719 X 3 0 3716
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 120736 11200 X 11200 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 553984 51390 X 36600 0 14790
MAGNA INTL INC CL A COM 559222401 1041679 19925 X 700 0 19225
MANULIFE FINANCIAL CORP COM 56501R106 978330 40883 X 39883 0 1000
MANULIFE FINANCIAL CORP COM 56501R106 176029 7356 X 7356 0 0
MATSUSHITA ELEC INDL LTD ADR 576879209 5402262 633325 X 592225 0 41100
MATSUSHITA ELEC INDL LTD ADR 576879209 360648 42280 X 42280 0 0
MERCER INTL INC COM 588056101 24150 5000 X 5000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 16675 14500 X 14500 0 0
METHANEX CORP COM 59151K108 27810 3000 X 0 0 3000
METTLER-TOLEDO INTL INC COM 592688105 42153 1415 X 1415 0 0
MFC BANCORP LTD COM NEW 55271X202 44121 5319 X 5319 0 0
MFC BANCORP LTD COM NEW 55271X202 7880 950 X 0 0 950
MILLENNIUM CHEMICALS INC COM 599903101 253456 21700 X 0 0 21700
MILLENNIUM CHEMICALS INC COM 599903101 1168 100 X 100 0 0
MITSUBISHI TOKYO FIN ADR 606816106 5580 1500 X 1500 0 0
MMO2 PLC ADR 55309W101 4991 710 X 710 0 0
MMO2 PLC ADR 55309W101 1406 200 X 200 0 0
NABORS INDUSTRIES LTD COM G6359F103 8104893 203283 X 180644 0 22639
NABORS INDUSTRIES LTD COM G6359F103 728265 18266 X 2776 0 15490
NATIONAL GRID COMPANY ADR 636274102 33056 1075 X 1075 0 0
NATIONAL GRID COMPANY ADR 636274102 11839 385 X 385 0 0
NEC CORP ADR 629050204 5296 1600 X 1600 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 303082 11702 X 10408 0 1294
NIPPON TELEG & TEL CORP ADR 654624105 156131 9195 X 8520 0 675
NOBLE CORP COM G65422100 30623534 974651 X 912942 0 61709
NOBLE CORP COM G65422100 1681944 53531 X 26916 0 26615
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
NOKIA CORP ADR SERIES A 654902204 41542158 2965179 X 2839872 0 125307
NOKIA CORP ADR SERIES A 654902204 15170911 1082863 X 1028933 325 53605
NOMURA HOLDINGS INC ADR 65535H208 66732 6460 X 60 0 6400
NORANDA INC COM 655422103 1703 202 X 202 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 2810 200 X 200 0 0
NORSK HYDRO AS ADR 656531605 51097 1345 X 0 0 1345
NORTEL NETWORKS CORP COM NEW 656568102 1462400 703077 X 58727 0 644350
NORTEL NETWORKS CORP COM NEW 656568102 423669 203687 X 108012 175 95500
NOVA CHEMICALS CORP COM 66977W109 2928 160 X 0 0 160
NOVARTIS AG ADR 66987V109 1462906 39474 X 13953 0 25521
NOVARTIS AG ADR 66987V109 339692 9166 X 7566 0 1600
NOVO-NORDISK A/S ADR 670100205 659 20 X 20 0 0
NOVO-NORDISK A/S ADR 670100205 189578 5750 X 5750 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 9430 500 X 500 0 0
NUR MACROPRINTERS M75165106 69020 203000 X 203000 0 0
ORBITAL ENGINE CORP SP ADR 685563306 2400 3000 X 3000 0 0
ORCKIT COMMUNICATION LTD COM M7531S206 65 10 X 10 0 0
ORIENTAL FINANCIAL GROUP COM 68618W100 8831700 408875 X 393775 0 15100
O2MICRO INTERNATIONAL LTD COM G6797E106 1335908 124155 X 96643 0 27512
O2MICRO INTERNATIONAL LTD COM G6797E106 1076 100 X 100 0 0
PANAMERICAN BEVERAGES INC CL A COM P74823108 1084 50 X 50 0 0
PARTNER COMMUNICATIONS LTD ADR 70211M109 3370 1000 X 1000 0 0
PARTNERRE LTD COM G6852T105 1124344 22375 X 0 0 22375
PARTNERRE LTD COM G6852T105 832894 16575 X 600 0 15975
PCCW LTD SPONS ADR 70454G207 1375 242 X 242 0 0
PEAK INTL LTD COM G69586108 1507320 418700 X 411300 0 7400
PEARSON PLC SPONS ADR 705015105 998 128 X 128 0 0
PEARSON PLC SPONS ADR 705015105 37050 4750 X 0 0 4750
PENGROWTH ENERGY TRUST COM 706902103 14565 1500 X 0 0 1500
PETRO-CANADA COM 71644E102 13656 400 X 400 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 46814 3090 X 3090 0 0
PETROLEO BRASILEIRO SPONS ADR 71654V101 555216 40350 X 0 0 40350
PHARMACEUTICAL HOLDRS TR 71712A206 14814 200 X 0 0 200
PHILIPPINE LONG DISTANCE ADR 718252604 1241 215 X 215 0 0
PLACER DOME INC COM 725906101 54204 5531 X 5231 0 300
PLACER DOME INC COM 725906101 2124777 216814 X 216814 0 0
POPULAR INC COM 733174106 397819 11704 X 11704 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 203940 3300 X 2600 0 700
POTASH CORP SASKATCHEWAN INC COM 73755L107 23175 375 X 375 0 0
PRECISION DRILLING CORP COM 74022D100 443454 13289 X 10100 0 3189
PRECISION DRILLING CORP COM 74022D100 1299995 38957 X 437 0 38520
PRUDENTIAL PLC ADR 74435K204 33869 3370 X 0 0 3370
PT INDOSAT ADR 715680104 1760 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
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
PUBLICIS S A SPONSORED ADR 74463M106 35862 2122 X 0 0 2122
QIAGEN NV COM N72482107 197801 34045 X 400 0 33645
QLT INC. COM 746927102 5080 500 X 500 0 0
QUEBECOR WORLD INC 748203106 306547 21497 X 21497 0 0
RANDGOLD & EXPL LTD ADR 753009307 1107 100 X 100 0 0
RANK GROUP PLC SPONSORED ADR 753037100 182 25 X 25 0 0
RANK GROUP PLC SPONSORED ADR 753037100 1488 205 X 205 0 0
REED ELSEVIER NV SPON ADR 758204101 310279 15180 X 15180 0 0
REED ELSEVIER PLC SPON ADR 758205108 460346 15874 X 15874 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 664830 16600 X 6000 0 10600
RENAISSANCERE HOLDINGS LTD COM G7496G103 1125085 28092 X 8700 0 19392
RESPOL YPF, S.A. COM 76026T205 104008 7253 X 4500 0 2753
REUTERS GROUP PLC-SPONSORED ADR 76132M102 336060 34362 X 33962 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 762811 77997 X 77897 0 100
RIO TINTO PLC ADR 767204100 60560 800 X 800 0 0
ROGERS COMMUNICATIONS INC CL B NV 775109200 100737 9450 X 0 0 9450
ROYAL BK CDA MONTREAL QUE COM 780087102 243747 6300 X 6300 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 116070 3000 X 3000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 38488375 944500 X 908779 0 35721
ROYAL DUTCH PETRO NY SHARES COM 780257804 28722882 704856 X 646118 0 58738
RYANAIR HOLDINGS ADR 783513104 308136 7400 X 2200 0 5200
RYANAIR HOLDINGS ADR 783513104 29148 700 X 700 0 0
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 29825 2185 X 355 0 1830
SANOFI SYNTHELABO SA ADR 80105N105 30149 1180 X 0 0 1180
SAP AG SPONS ADR 803054204 2798591 147605 X 146900 0 705
SAP AG SPONS ADR 803054204 950275 50120 X 4220 0 45900
SAPPI LTD SPONSORED ADR 803069202 8351 700 X 700 0 0
SCHERING AG ADR 806585204 37546 918 X 0 0 918
SCHLUMBERGER LTD COM 806857108 37509218 986825 X 850833 0 135992
SCHLUMBERGER LTD COM 806857108 22355011 588135 X 551593 600 35942
SCOTTISH ANNUITY & LIFE HLDG COM G7885T104 1059136 60800 X 0 0 60800
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 141085 5881 X 3740 0 2141
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 250767 10453 X 9726 0 727
SERONO SA COM 81752M101 302455 25100 X 3000 0 22100
SERONO SA COM 81752M101 6025 500 X 500 0 0
SHELL TRANS & TRADING PLC ADR 822703609 870982 24047 X 20707 0 3340
SHELL TRANS & TRADING PLC ADR 822703609 583939 16122 X 15222 0 900
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 457691 24700 X 0 0 24700
SIEMENS AG SPONS ADR 826197501 171060 4158 X 1450 0 2708
SIEMENS AG SPONS ADR 826197501 92565 2250 X 2250 0 0
SILVER STANDARD RESOURCES COM 82823L106 9380 2000 X 2000 0 0
SIX CONTINENTS PLC SPONS ADR 830018107 7808 800 X 800 0 0
SK TELECOM LTD ADR 78440P108 24530 1801 X 25 0 1776
SK TELECOM LTD ADR 78440P108 13620 1000 X 1000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
-----------------------------
SKILLSOFT PLC ADR 830928107 10152 3831 X 0 0 3831
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 614771 9860 X 9860 0 0
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 18705 300 X 300 0 0
SONY CORP ADR 835699307 563064 16028 X 11288 0 4740
SONY CORP ADR 835699307 75038 2136 X 2136 0 0
SOUTHERN PAC PETE N L SPON ADR 843581406 400 100 X 100 0 0
SOUTHERN PAC PETE N L SPON ADR 843581406 1240 310 X 0 0 310
STELMAR SHIPPING LTD COM V8726M103 525350 35000 X 0 0 35000
STMICROELECTRONICS NV-NY SHS COM 861012102 509185 26941 X 9200 0 17741
STMICROELECTRONICS NV-NY SHS COM 861012102 20790 1100 X 1100 0 0
STOLT OFFSHORE SA SPON ADR 861567105 2478 2100 X 0 0 2100
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 45350 4908 X 4908 0 0
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 23091 2499 X 2499 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 1048412 55826 X 55826 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 378286 20143 X 20143 0 0
SUNCOR ENERGY INC COM 867229106 10482 600 X 600 0 0
SYNGENTA AG SPONS ADR 87160A100 1217 133 X 133 0 0
TAIWAN SEMICONDUCTOR ADR 874039100 298046 43574 X 40467 0 3107
TAIWAN SEMICONDUCTOR ADR 874039100 182354 26660 X 220 0 26440
TARO PHARMACEUTICAL INDS LTD COM M8737E108 4253865 111125 X 103000 0 8125
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 17850 21000 X 21000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 582000 15000 X 0 0 15000
TELE DANMARK A/S SPON ADR 87236N102 6906 600 X 600 0 0
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 2714 135 X 135 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 8528 434 X 334 0 100
TELECOM CORP NEW ZEALAND LTD 879278208 13952 710 X 510 0 200
TELECOM ITALIA SPA ADR 87927W106 61962 898 X 275 0 623
TELEFONICA DE ARGENTINA SPON ADR 879378404 14727 2854 X 2854 0 0
TELEFONICA DE ESPANA ADR 879382208 258200 9205 X 6042 0 3163
TELEFONICA DE ESPANA ADR 879382208 178089 6349 X 6349 0 0
TELEFONICA DEL PERU S A SPON ADR 879384204 1442 801 X 801 0 0
TELEFONOS DE MEXICO SA ADR REF ORD L 879403780 5883163 197953 X 192796 0 5157
TELEFONOS DE MEXICO SA ADR REF ORD L 879403780 243704 8200 X 7450 0 750
TERRA NETWORKS SA SPONSORED 88100W103 4807 1012 X 1012 0 0
TERRA NETWORKS SA SPONSORED 88100W103 404 85 X 85 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 25973190 623606 X 587530 0 36076
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 970029 23290 X 5210 0 18080
THOMSON 885118109 11400 1000 X 1000 0 0
THOMSON CORP COM 884903105 104 4 X 4 0 0
TORONTO DOMINION BK COM 891160509 13296 600 X 600 0 0
TORONTO DOMINION BK COM 891160509 106811 4820 X 4820 0 0
TOTAL FINA ELF S A ADR 89151E109 1300325 20552 X 17880 0 2672
TOTAL FINA ELF S A ADR 89151E109 223533 3533 X 3096 0 437
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
-----------------------------
TOYOTA MOTOR CORP ADR 2 892331307 94395 2100 X 500 0 1600
TOYOTA MOTOR CORP ADR 2 892331307 65178 1450 X 1450 0 0
TRANSCANADA PIPELINES COM 893526103 14740 1000 X 200 0 800
TRANSOCEAN INC COM G90078109 15648749 765220 X 721547 0 43673
TRANSOCEAN INC COM G90078109 1131887 55349 X 52277 0 3072
TRENWICK GROUP LTD COM G9032C109 534 4448 X 4448 0 0
TRENWICK GROUP LTD COM G9032C109 120 1000 X 0 0 1000
UBS AG REG COM H8920M855 164267 3847 X 1534 0 2313
UBS AG REG COM H8920M855 146290 3426 X 3426 0 0
ULTRA PETE CORP COM 903914109 1260968 142805 X 141905 0 900
ULTRA PETE CORP COM 903914109 48565 5500 X 5500 0 0
UNILEVER NV NY SHARES COM 904784709 4042633 68012 X 47532 0 20480
UNILEVER NV NY SHARES COM 904784709 2671115 44938 X 36031 0 8907
UNILEVER PLC SPONSORED ADR 904767704 1219056 32903 X 178 0 32725
UNILEVER PLC SPONSORED ADR 904767704 467942 12630 X 12630 0 0
UNITED BUSINESS MEDIA SPON ADR 90969M101 166 50 X 50 0 0
UNITED MICROELECTRONICS CORP ADR 910873207 1090 362 X 362 0 0
UPM KYMMENE CORP ADR 915436109 41605 3140 X 0 0 3140
UPM KYMMENE CORP ADR 915436109 10600 800 X 800 0 0
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 36555 2728 X 100 0 2628
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 5360 400 X 400 0 0
VODAFONE GROUP PLC ADR NEW 92857W100 25433061 1395887 X 1373228 0 22659
VODAFONE GROUP PLC ADR NEW 92857W100 12704296 697272 X 617527 0 79745
VOLVO AKTIEBOLAGET ADR B 928856400 47682 2700 X 2700 0 0
W HOLDING CO INC COM 929251106 2023272 110200 X 109400 0 800
W P STEWART & CO LTD COM G84922106 533891 31350 X 0 0 31350
WEATHERFORD INTERNATIONAL LTD COM G95089101 1206374 31940 X 13845 0 18095
WEATHERFORD INTERNATIONAL LTD COM G95089101 36712 972 X 22 0 950
WILLBROS GROUP INC COM 969199108 29017 3320 X 3320 0 0
WILLBROS GROUP INC COM 969199108 5768 660 X 0 0 660
WILLIS GROUP HOLDINGS LTD COM G96655108 294700 10639 X 300 0 10339
WILLIS GROUP HOLDINGS LTD COM G96655108 567573 20490 X 730 0 19760
WPP GROUP PLC ADR 929309300 1046 38 X 38 0 0
WPP GROUP PLC ADR 929309300 9192 334 X 334 0 0
XCELERA INC COM G31611109 310 500 X 500 0 0
XL CAP LTD CL A COM G98255105 3724160 52616 X 28891 0 23725
XL CAP LTD CL A COM G98255105 280218 3959 X 3551 0 408
ZEMEX CORP COM 988910105 26 3 X 3 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - DOMESTIC
--------------------------
APARTMENT INVEST CONV CL P FLT RT PF 03748R861 8559 341 X N.A. N.A. N.A.
CABCO -J C PENNEY 7.625% PFD 126797208 10995 500 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 29673 2115 X N.A. N.A. N.A.
MIRANT TR I CONV SER A 6.25% PFD 60467Q102 1403 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 - DOMESTIC
--------------------------
BAXTER INTL INC 7.00% CONV PFD 071813406 57765 1500 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 9000 40 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 17835 1500 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 9400 200 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 28695 1500 X N.A. N.A. N.A.
EMMIS COMM CORP SER A 6.25% PFD 291525202 6600 165 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 274228 5725 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 26115 1045 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 8122 325 X N.A. N.A. N.A.
EXCO RES INC CONV 5.00% PFD 269279303 4864969 272090 X N.A. N.A. N.A.
FELCOR LODGING SER A CONV $1.95 PFD 31430F200 48600 3000 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 280079 7950 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 797431 22635 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 22260 84 X N.A. N.A. N.A.
FRONTLINE COMMUN 4.00% CONV PFD 35921T207 240 400 X N.A. N.A. N.A.
GENERAL MTRS CONV 5.25% PFD 370442733 90800 4000 X N.A. N.A. N.A.
GENERAL MTRS CORP CONV 4.50% PFD 370442741 119750 5000 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 47250 1500 X N.A. N.A. N.A.
PERINI CORP PFD CONV $2.125 713839306 38500 2000 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 2155 31 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 555346 12078 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 40784 887 X N.A. N.A. N.A.
SINCLAIR BROADCAST GRP SER 6.00% PFD 829226505 13594 375 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 29500 250 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 37524 318 X N.A. N.A. N.A.
TITAN CORP $1.00 CONV PFD 888266202 321 20 X N.A. N.A. N.A.
UTD FIRE & CASUALTY 6.375% CONV PFD 910331305 3664750 137000 X N.A. N.A. N.A.
WESTPORT RES CORP 6.50% CONV PFD 961418209 2150 100 X N.A. N.A. N.A.
WHX CORP PFD 929248201 1675 500 X N.A. N.A. N.A.
WYETH $2.00 CONV PFD 983024209 46000 46 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CORPORATE BONDS
---------------
MICROSTRATEGY INC 7.50% 6/24/07 * 594972AA9 5880 9800 X N.A. N.A. N.A.
MICROSTRATEGY INC 7.50% 6/24/07 * 594972AA9 2460 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
--------------------------
AGERE SYSTEMS CONV 6.50% 12/15/09 00845VAA8 17700 20000 X N.A. N.A. N.A.
AMER TOWER CORP CONV 6.25% 10/15/09 029912AB8 12281 15000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 767600 760000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 272700 270000 X N.A. N.A. N.A.
BANKATLANTIC BNC 5.625% 12/01/07 065908AC9 6105 6000 X N.A. N.A. N.A.
BEA SYS INC 4.00% 12/15/06 073325AD4 254375 275000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 58800 280000 X N.A. N.A. N.A.
CIENA CORP CONV 3.75% 2/01/08 171779AA9 225000 300000 X N.A. N.A. N.A.
COX COMM INC CONV FLT RT 4/19/20 224044AX5 286500 600000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 14000 50000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 14000 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 193750 200000 X N.A. N.A. N.A.
GENZYME CORP CONV 3.00% 5/15/21 372917AK0 243750 250000 X N.A. N.A. N.A.
HCC INSURANCE CONV 2.00% 9/01/21 404132AA0 11825 11000 X N.A. N.A. N.A.
HEALTH MGMT ASSOC 0.25% 8/16/20 421933AB8 11858 18000 X N.A. N.A. N.A.
HEALTHSOUTH CORP 3.25% 4/01/03 421924AF8 34375 275000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 4269 5000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 71906 75000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 263656 275000 X N.A. N.A. N.A.
INCO LTD 7.75% 3/15/16 453258AH8 44220 44000 X N.A. N.A. N.A.
INTERPUBLIC GROUP CO 1.87% 6/01/06 460690AJ9 248625 300000 X N.A. N.A. N.A.
IVAX CORP 4.50% 5/15/08 465823AG7 210600 240000 X N.A. N.A. N.A.
JUNIPER NETWORKS 4.75% 3/15/07 48203RAA2 8500 10000 X N.A. N.A. N.A.
L-3 COMM HLDGS CONV 4.00% 9/15/11 502424AD6 9529 9000 X N.A. N.A. N.A.
LIBERTY MEDIA CORP 4.00% 11/15/29 530715AG6 193375 340000 X N.A. N.A. N.A.
LOEWS CORP 3.125% 9/15/07 540424AL2 137625 150000 X N.A. N.A. N.A.
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 18425 20000 X N.A. N.A. N.A.
MFC BANCORP CONV 8.00% 4/01/08 55271XAA1 33975 36000 X N.A. N.A. N.A.
NEXTEL COMM CONV 6.00% 6/01/11 65332VBC6 13703 14000 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 58875 75000 X N.A. N.A. N.A.
PACIFICARE HLTH CONV 3.00% 10/15/32 695112AG7 13800 15000 X N.A. N.A. N.A.
PENN TREATY AMER CONV 6.25% 10/15/08 707874AD5 14325 15000 X N.A. N.A. N.A.
PHOTRONICS INC CONV 4.75% 12/15/06 719405AC6 8850 10000 X N.A. N.A. N.A.
SALOMON SMITH BARNEY 3.00% 8/22/08 79549CAC9 242500 250000 X N.A. N.A. N.A.
SERVICE CORP INT CONV 6.75% 6/22/08 817565AU8 13163 15000 X N.A. N.A. N.A.
SILICON GRAPHICS INC 5.25% 9/01/04 827056AC6 93594 125000 X N.A. N.A. N.A.
SONIC AUTO INC CONV 5.25% 5/07/09 83545GAE2 9660 12000 X N.A. N.A. N.A.
SYMANTEC CORP CONV 3.00% 11/01/06 871503AB4 12206 9000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 6204 7000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 10635 12000 X N.A. N.A. N.A.
XEROX CORP 0.57% 4/21/18 984121BB8 112875 175000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
CLOSED-END INVESTMENTS V
----------------------
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 122511 24850 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 273985 55575 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 32858 5440 X N.A. N.A. N.A.
ABERDEEN GLOBAL INCOME FUND * 003013109 1456 138 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 3664 397 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 55482 6011 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 49124 5595 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 141841 16155 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 88664 8744 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 68110 6717 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD * 01852M108 52000 4000 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 46581 4254 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 278590 25442 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 11640 1200 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 6985 528 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 12420 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 16519 1330 X N.A. N.A. N.A.
AMEX ENERGY SELECT SPDR FD * 81369Y506 12499 560 X N.A. N.A. N.A.
ASA LTD COM * 002050102 61419 1770 X N.A. N.A. N.A.
ASA LTD COM * 002050102 138453 3990 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 14985 1850 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 16200 2000 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 41963 450 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 18650 200 X N.A. N.A. N.A.
BLACKROCK ADVANTAGE TERM TR INC FD * 09247A101 13035 1100 X N.A. N.A. N.A.
BLACKROCK FL INSD MUN 2008 TERM TR * 09247H106 150765 9500 X N.A. N.A. N.A.
BLACKROCK INCOME OPPORTUNITY TRUST * 092475102 1113296 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 39924 3600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 42250 2500 X N.A. N.A. N.A.
BLACKROCK INSD MUNI INCOME TR FD * 092479104 315496 22600 X N.A. N.A. N.A.
BLACKROCK INVT QUALITY TERM TR INC * 09247J102 27463 2900 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 115242 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 76370 7000 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 323710 24598 X N.A. N.A. N.A.
BLACKROCK STRATEGIC BOND TR FD * 09249G106 23824 1666 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC * 095333100 139797 31700 X N.A. N.A. N.A.
BOULDER TOTAL RETURN FUND * 101541100 9696 808 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 23600 2000 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 7930 1000 X N.A. N.A. N.A.
CALAMOS CONVERTIBLE OPP & INC FUND * 128117108 401783 24940 X N.A. N.A. N.A.
CENTRAL SECURITIES CORP * 155123102 83546 5411 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
----------------------
CHINA FUND INC * 169373107 2242 134 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 25095 1500 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 473 177 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 12813 4799 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 46642 2734 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 3821 224 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 47598 7391 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 81846 12709 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB * 195762109 35963 4256 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 35368 3488 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 20 2 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 30726 5400 X N.A. N.A. N.A.
CONS DISCRY SELECT SECTR SPDR FD * 81369Y407 22730 1000 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 5658 1014 X N.A. N.A. N.A.
CORNERSTONE TOTAL RETURN FD * 21924U102 4532 400 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 31590 3900 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 85050 10500 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD IV * 219930104 28700 2000 X N.A. N.A. N.A.
CP HOLDRS FD * 12616K106 44450 1000 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 15014 3420 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 23914 5374 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 33375 7500 X N.A. N.A. N.A.
DELAWARE INVESTMENTS DIV & INC FD * 245915103 141412 13118 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 438509 44160 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 194082 19545 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 10461 1100 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 80835 8500 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 11648 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 26213 3048 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 124846 14517 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 26414 2763 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 117158 12255 X N.A. N.A. N.A.
DTF TAX-FREE INCOME INC FD * 23334J107 223691 14330 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 35675 2500 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 34747 2435 X N.A. N.A. N.A.
EATON VANCE INSD MA MUN BD FD CL I * 27828K108 5320 350 X N.A. N.A. N.A.
EATON VANCE INSURED MUNI BOND FD * 27827X101 131385 9500 X N.A. N.A. N.A.
EATON VANCE NJ MUNICIPAL INC CL B * 27826V106 144986 9999 X N.A. N.A. N.A.
EATON VANCE SENIOR INCOME FUND * 27826S103 29476 3509 X N.A. N.A. N.A.
EMERGING MKTS INCOME FD II INC * 290920107 20890 1536 X N.A. N.A. N.A.
EUROPE FD INC * 29874M103 198 30 X N.A. N.A. N.A.
EUROPEAN WARRANT FUND INC * 298792102 591 300 X N.A. N.A. N.A.
FIRST FINANCIAL FUND INC * 320228109 35330 2529 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
----------------------
FORT DEARBORN INC SECS COM * 347200107 5625 375 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD * 86330E885 23229 380 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 16896 3200 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 24341 3538 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 152179 22119 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 1661 270 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 3456 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 20741 2320 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 4854 543 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 32248 1387 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 218597 9402 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 53508 3430 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 37223 2625 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 10309 727 X N.A. N.A. N.A.
H & Q LIFE SCIENCES INVS * 404053100 12505 1020 X N.A. N.A. N.A.
HANCOCK JOHN FINL TRENDS FD * 41014X105 17388 1400 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 32215 2125 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 83380 5500 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 6928 345 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 18775 935 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 56295 4500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIV FD II * 41013T105 8975 879 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID CL I * 41013Q101 81297 9043 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID CL I * 41013Q101 191550 21307 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT SELECT DIVID TR * 41013U102 22454 1639 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD * 41013W108 35687 1439 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD II * 41013X106 26950 1100 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 14254 2051 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 61181 8803 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC * 429904105 12533 2250 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 347352 35300 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 4920 500 X N.A. N.A. N.A.
INDIA GROWTH FUND INC * 454090101 6231 630 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 62324 9316 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 189415 13549 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 4278 306 X N.A. N.A. N.A.
INTERMEDIATE MUNI FD INC COM * 45880P104 10494 1107 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 2583 100 X N.A. N.A. N.A.
INVESTMENT GRADE MUN INCOME FD * 461368102 54361 3693 X N.A. N.A. N.A.
ISARES RUSSELL MIDCAP INDEX FD * 464287499 76853 1620 X N.A. N.A. N.A.
ISHARES DJ U S HEALTHCARE SEC * 464287762 10793 220 X N.A. N.A. N.A.
ISHARES DJ U S HEALTHCARE SEC * 464287762 34195 697 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 86335 2095 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 52337 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 CONSUMER NON CYCLICAL * 464287812 3259 85 X N.A. N.A. N.A.
ISHARES DJ US FINANCIAL SVCS FD * 464287770 12064 160 X N.A. N.A. N.A.
ISHARES DOW JONES U S FINL SECTOR * 464287788 84033 1295 X N.A. N.A. N.A.
ISHARES DOW JONES U S UTILS SECTOR * 464287697 7774 170 X N.A. N.A. N.A.
ISHARES DOW JONES US INDUSTRIAL * 464287754 8078 230 X N.A. N.A. N.A.
ISHARES DOW JONES US TELECOMM * 464287713 2529 150 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS SEMICONDUCTOR * 464287523 3494 100 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS TECH INDEX FD * 464287549 15512 520 X N.A. N.A. N.A.
ISHARES GS$ INVESTOP CORP BD FD * 464287242 1542800 14000 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD * 464286699 38920 3500 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 1720041 18985 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 104824 1157 X N.A. N.A. N.A.
ISHARES MSCI EMU INDEX FUND * 464286608 7722 200 X N.A. N.A. N.A.
ISHARES MSCI FRANCE * 464286707 59892 4600 X N.A. N.A. N.A.
ISHARES MSCI HONG KONG INDEX FD * 464286871 4781 700 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 15447 300 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 5149 100 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD * 464286673 2807 700 X N.A. N.A. N.A.
ISHARES MSCI SOUTH KOREA INDEX FD * 464286772 6759 450 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 280373 7330 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 29682 776 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 714440 6740 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 30422 287 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 * 464287689 1656 35 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 92300 2150 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 64395 1500 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400 FD * 464287507 1422346 17333 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 15068 200 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 22753 302 X N.A. N.A. N.A.
ISHARES S & P 100 INDEX FUND * 464287101 66033 1525 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 7778349 91715 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 198201 2337 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 23407 263 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD * 464287887 143612 2300 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD * 464287804 784898 8580 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 1218816 16928 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 144000 2000 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD * 464287564 53261 650 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 49920 975 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 12032 235 X N.A. N.A. N.A.
ISHARES TR S & P GLOBAL 100 INDEX FD * 464287572 29407 700 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 198150 5000 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 4874 150 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 12996 400 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
----------------------
JARDINE FLEMING INDIA FUND * 471112102 1430 200 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 47782 6826 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 3303 351 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 36403 5409 X N.A. N.A. N.A.
LINCOLN NATL INCOME FD INC * 534217104 5536 400 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 96624 7152 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 24360 3500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 13816 1985 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 47212 9596 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 28116 2660 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 65756 6221 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 66150 7000 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 256558 27149 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 151026 7678 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 473890 24092 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 25680 3000 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2568 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 341055 49500 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 75763 10322 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 102657 13986 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 9180 1500 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 36108 5900 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 88899 12046 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 2003606 26840 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 186625 2500 X N.A. N.A. N.A.
MORGAN STANLEY ASIA-PACIFIC FUND INC * 61744U106 91700 13100 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND * 616988101 16720 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744G107 8419 1067 X N.A. N.A. N.A.
MORGAN STANLEY GOVT. INCOME TR * 61745P106 43920 4800 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES * 61745P874 10773 700 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD * 61745P791 83197 5679 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI BOND FD * 61745P817 5059 335 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI SEC FD * 61745P833 5764 400 X N.A. N.A. N.A.
MORGAN STANLEY NY QUAL MUNI SEC FD * 61745P528 124969 9333 X N.A. N.A. N.A.
MORGAN STANLEY PREMIUM INCOME TR FD * 61745P429 16684 1860 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD * 61745P734 183834 13131 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD * 61745P585 5564 400 X N.A. N.A. N.A.
MUNICIPAL ADVANTAGE FD INC * 626189104 4125 300 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 27350 3696 X N.A. N.A. N.A.
MUNICIPAL PARTNERS FD II * 62622E107 5264 400 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5490 500 X N.A. N.A. N.A.
MUNIHOLDINGS FD II INC * 625935101 17449 1334 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 133022 9080 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 FUND INC * 62625H107 22704 1600 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 20864 1600 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 26028 1996 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 25078 1750 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 17210 1201 X N.A. N.A. N.A.
MUNIINSURED FD INC * 626245104 10340 1100 X N.A. N.A. N.A.
MUNIVEST FD II INC * 62629P105 22899 1638 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 101056 11266 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 59920 6680 X N.A. N.A. N.A.
MUNIYIELD CALIFORNIA INSURED FD INC * 62629L104 138000 10000 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 34830 2719 X N.A. N.A. N.A.
MUNIYIELD FD INC * 626299101 15231 1189 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 197916 13640 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 226806 15631 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD * 62630J106 59373 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 4816 334 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 91322 6333 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 116659 7541 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 55359 4119 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 3630 300 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 50068 3516 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 5696 400 X N.A. N.A. N.A.
MVC CAPITAL FD * 553829102 8160 1000 X N.A. N.A. N.A.
NEUBERGER BERMAN INTER MUN FD INC * 64124P101 70550 5000 X N.A. N.A. N.A.
NEW AMER HIGH INCOME FD * 641876107 24713 10839 X N.A. N.A. N.A.
NEW IRELAND FD INC * 645673104 4892 526 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 80689 5933 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 59799 4397 X N.A. N.A. N.A.
NUVEEN CA INVT QUALITY MUN FD INC * 67062A101 59680 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 55409 3350 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 293850 17766 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADV MUNI FUND 3 * 67070X101 10203 734 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * 67066V101 25194 1700 X N.A. N.A. N.A.
NUVEEN DVD ADV MUNI FD 2 * 67070F100 10374 714 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD * 670970102 16270 1000 X N.A. N.A. N.A.
NUVEEN FLA QUALITY INCOME MUN FD * 670978105 33389 2070 X N.A. N.A. N.A.
NUVEEN INS TAX-FREE ADV MUNICIPAL FD * 670657105 226500 15000 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 248239 15642 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 132610 8356 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 63580 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 58970 4081 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 98499 5966 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 16510 1000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
----------------------
NUVEEN INSURED FLORIDA PREMIUM INC * 67101V108 8230 500 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 48563 3007 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 8075 500 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 84028 5930 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 95364 6730 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 393202 26196 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 199108 13265 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 241513 26280 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 987603 107465 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 40456 2600 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 14700 1000 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 150093 9265 X N.A. N.A. N.A.
NUVEEN NJ DVD ADV MUNI FD * 67069Y102 30809 2144 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 588412 38333 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 695631 45318 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 7615 501 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 45600 3000 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 32900 3500 X N.A. N.A. N.A.
NUVEEN NY SELECT QUALITY MUN FD INC * 670976109 16665 1100 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 39520 2600 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 140509 9244 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 17910 1198 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 96228 6600 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 382929 26264 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 777084 53666 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 95299 7359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 79668 6152 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 16000 1000 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 46208 2888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 130587 9006 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 40583 2838 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 188202 13161 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 38310 2666 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 385346 26816 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD * 67071S101 44970 3000 X N.A. N.A. N.A.
NUVEEN QUALITY PREFERRED II FUND * 67072C105 15060 1000 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 27857 1780 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 39125 2500 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 83210 5715 X N.A. N.A. N.A.
NUVEEN SELECT T/F INC III FD * 67063X100 13269 1016 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 38042 2820 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 106125 7500 X N.A. N.A. N.A.
OIL SERVICE HOLDERS TRUST * 678002106 5504 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
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
----------------------
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 65640 8330 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 56898 2965 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 139761 7283 X N.A. N.A. N.A.
PIMCO CORP OPPORTUNITY FD * 72201B101 25136 1628 X N.A. N.A. N.A.
PIMCO MUNI INCOME FD III * 72201A103 235455 16500 X N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND * 72200R107 43 3 X N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND II * 72200W106 34034 2375 X N.A. N.A. N.A.
PIMCO RCM STRAT GLOBAL GOVT FD * 72200X104 115023 10002 X N.A. N.A. N.A.
PIONEER INTEREST SHARES INC FUND * 723703104 5895 500 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 56 23 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 63989 26333 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS * 743590101 3020 500 X N.A. N.A. N.A.
PUTNAM HIGH INCOME BOND FUND * 746779107 11040 1600 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 2376 150 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 4752 300 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 54366 7800 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 6970 1000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 89462 8200 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 34912 3200 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7590 1000 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7211 950 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 15771 2472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 133980 21000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 7346 1166 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 244913 38875 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 85709 6940 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 12350 1000 X N.A. N.A. N.A.
PUTNAM NY INVT GRADE MUNI FD * 746921105 10421 875 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 73632 11487 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 14167 1167 X N.A. N.A. N.A.
REGIONAL BK HOLDERS TRUST * 75902E100 9504 100 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 17034 2218 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 453 59 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 156465 12825 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 21655 1775 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 133046 14949 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 64276 7222 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 68280 6000 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 28018 2462 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC * 79547Q106 11070 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC * 79548T109 68900 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 54107 5153 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 7665 730 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
----------------------
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 3966 600 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 24752 3667 X N.A. N.A. N.A.
SCUDDER INTER GOVT TR * 811163104 869 125 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR * 81118Q101 31746 3900 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR * 81118R604 23600 2000 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 59520 8000 X N.A. N.A. N.A.
SCUDDER RREEF REAL ESTATE FD * 81119Q100 44040 3000 X N.A. N.A. N.A.
SELECT SECTOR SPDR MATERIALS * 81369Y100 2298 125 X N.A. N.A. N.A.
SELIGMAN QUALITY MUNI FD * 816343107 113450 8919 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 19355 3500 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 2489 450 X N.A. N.A. N.A.
SMALLCAP FUND * 831680103 19686 2570 X N.A. N.A. N.A.
SOFTWARE HOLDRERS TRUST * 83404B103 5082 200 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 17340 400 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 144486 3333 X N.A. N.A. N.A.
SPAIN FUND INC (THE) * 846330108 652 100 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 76603 5555 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 90242 6544 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 5759 650 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 10933 1234 X N.A. N.A. N.A.
TCW / DW TERM TR 2003 * 87234U108 934583 87100 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 60795 12935 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 24440 5200 X N.A. N.A. N.A.
TELECOM HOLDRS TR * 87927P200 4518 200 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 6199 550 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 6762 600 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 90000 10000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 11500 1000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 10925 950 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 29454 3592 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 24600 3000 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 22224 2875 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 23731 3070 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 83982 6556 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 190216 14849 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD * 920934106 17110 1000 X N.A. N.A. N.A.
VAN KAMPEN ADV MUNI INCOME II FD * 92112K107 14690 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 321534 20235 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 7945 500 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 25515 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERICAN CAPITAL MUNI TR * 920919107 101154 6900 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 55309 2972 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 6714 1800 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
----------------------
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 59255 3500 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 57562 3400 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 14435 1013 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 15518 1089 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 14720 1600 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 15925 1731 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL OPPORTUNITY TR * 920935103 77785 4700 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 11180 726 X N.A. N.A. N.A.
VAN KAMPEN NY VALUE MUN INCOME TR * 92112Q104 9180 600 X N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUN TR * 920924107 28101 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 9464 1300 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 3640 500 X N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL * 920928108 25725 1500 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 498332 31600 X N.A. N.A. N.A.
VAN KAMPEN VALUE MUNICIPAL INCOME TR * 921132106 49572 3400 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 7831 1608 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 61638 11086 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 18069 875 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 7744 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 312 95 X N.A. N.A. N.A.
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 656 200 X N.A. N.A. N.A.
CITIGROUP INC LITIGTN WTS 12/31/50 * 172967127 2375 2500 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 2535 16900 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 350 50 X N.A. N.A. N.A.
MAGNUM HUNTER RESOURCES WTS 3/21/05 * 55972F138 379 1580 X N.A. N.A. N.A.
MAGNUM HUNTER RESOURCES WTS 3/21/05 * 55972F138 2 8 X N.A. N.A. N.A.
MICROSTRATEGY INC WTS 6/24/07 * 594972119 14 234 X N.A. N.A. N.A.
MICROSTRATEGY INC WTS 6/24/07 * 594972119 6 98 X N.A. N.A. N.A.
NEW VALLEY CORP WTS 1/01/04 * 649080116 6524 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 335 185 X N.A. N.A. N.A.
TOTAL FINA ELF S.A. ADR WTS * F9212D142 10257 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 465264 16155 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 1881072 65315 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P * 02364V107 14106 2018 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 3650 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 5175 500 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 13683 1322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 18608 775 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 138658 5775 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 531732 14795 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 819432 22800 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 269568 10800 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 139776 5600 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 130295 4199 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 304094 9800 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 198567 4345 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 540083 11818 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 40812 1964 X N.A. N.A. N.A.
GENESIS ENERGY L P * 371927104 2350 500 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 1211 14 X N.A. N.A. N.A.
HENLEY LIMITED PARTNERSHIP * 42551C108 33403 1130 X N.A. N.A. N.A.
HENLEY LIMITED PARTNERSHIP * 42551C108 2956 100 X N.A. N.A. N.A.
HERITAGE PROPANE PARTNERS L P * 426918108 23176 800 X N.A. N.A. N.A.
INERGY LP * 456615103 64140 2000 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 56442 1535 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 73540 2000 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 979316 26468 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 1991525 53825 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 18920 400 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 11257 238 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 291863 10040 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 49699 1300 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 1185130 31000 X N.A. N.A. N.A.
PACIFIC ENERGY PARTNERS LP * 69422R105 522750 25000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 1136 800 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 2573 1812 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 24800 1000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 1165600 47000 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 48443 2510 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P * 864482104 183513 6625 X N.A. N.A. N.A.
SUNOCO LOGISTICS PARTNERS L P * 86764L108 6488 250 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 39435 1500 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 131450 5000 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 132255 4180 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 2140130 67640 X N.A. N.A. N.A.
VALERO LP * 91913W104 11010 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.
CITY INVESTING LIQUIDATING TR * 177900107 76 40 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 48790 700 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 538 207 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 650 250 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 8420 400 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR * 798241105 129094 8770 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 173800 4000 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 65175 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 1005892 12602 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I * 252787106 232117 2908 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 261684 3803 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 481876 7003 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 3455892 136867 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 456899 18095 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 61795374 729235 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 3692800 43578 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 1581080 37600 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 28250 1000 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 28250 1000 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 73675 3500 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 51694 2959 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 406702 23280 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 1590893 43610 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 177293 4860 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 880596 40100 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 156245 7115 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 69628 3070 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 45360 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 3300 600 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 5500 1000 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 1311463 35541 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 95460 2587 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 36596 1400 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 1472415 38850 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 430165 11350 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 11000 500 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 63023 2140 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 97185 3300 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 145800 4500 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 562691 17367 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 652805 26175 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 897390 35400 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 64288 2536 X N.A. N.A. N.A.
CBL & ASSOCIATES PROPERTIES * 124830100 48708 1200 X N.A. N.A. N.A.
CENTERPOINT PROPERTIES TRUST * 151895109 924800 16000 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 4713 250 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 3770 200 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 1102600 29600 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 37250 1000 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 499508 15100 X N.A. N.A. N.A.
CORNERSTONE RLTY INCOME TR REIT * 21922V102 7656 1100 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 6392100 429000 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 236910 15900 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT * 22025E104 103200 5000 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 123596 8595 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 70462 4900 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 39280 4000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 201121 8328 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 268790 11130 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 304388 11282 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 1165023 43181 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 72590 2840 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 69932 2736 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 60288 2275 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 18550 700 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 5095 871 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 29250 5000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 16193530 636288 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 5462079 214620 X N.A. N.A. N.A.
EQUITY ONE REIT * 294752100 53286 3485 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 2894201 120241 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 406542 16890 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM * 297178105 653125 12500 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 64324 2118 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 34926 1150 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 465223 17385 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 3481070 64524 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 732371 13575 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 24960 1300 X N.A. N.A. N.A.
GREAT LAKES REIT INC COM * 390752103 14190 1000 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 3840 500 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 46848 6100 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 1796398 53865 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 123895 3715 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 128380 4900 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 6365049 260649 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 332356 13610 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2293532 112208 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 1730961 84685 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 841819 25356 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 468120 14100 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 20163 660 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 345215 11300 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 9361 1100 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 102971 12100 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 70020 3600 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 14393 740 X N.A. N.A. N.A.
INNKEEPERS USA TRUST * 4576J0104 3313700 509800 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 2963672 101600 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 136953 4695 X N.A. N.A. N.A.
JAMESON INNS INC COM * 470457102 8360 4000 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 4126070 186700 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 44200 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 1693978 48234 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 737520 21000 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 48960 3200 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 6242 408 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 26355 8641 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 1830 600 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 35850 3000 X N.A. N.A. N.A.
LEXINGTON CORPORATE PPTYS TR COM * 529043101 52855 3100 X N.A. N.A. N.A.
LIBERTE INVS INC REIT * 530154103 1200 300 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 954650 30500 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 264485 8450 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1985544 62675 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1831579 57815 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 123880 4000 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 203783 6580 X N.A. N.A. N.A.
MANUFACTURED HOME CMNTYS INC * 564682102 189440 6400 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 47400 2000 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 1564 66 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 115451 6333 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 94126 7325 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 12850 1000 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 149119 7612 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 94032 4800 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 719150 19000 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 6586 174 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 2149 75 X N.A. N.A. N.A.
PITTSBURGH & W VA RR * 724819107 9300 1000 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 2469659 114389 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 2813630 130321 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 67620 2800 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 346880 12800 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 37940 1400 X N.A. N.A. N.A.
PROLOGIS SHS BEN INT REIT * 743410102 2623405 103610 X N.A. N.A. N.A.
PS BUSINESS PKS INC CALIF REIT * 69360J107 60690 2040 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 1181064 38979 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 30603 1010 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 15621 711 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 8708 450 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 558360 29700 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 37600 2000 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 87882 9060 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 9700 1000 X N.A. N.A. N.A.
SAUL CENTERS INC REIT * 804395101 92200 4000 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
-----------------------------
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 10280 890 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC * 821374105 312 8 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 742095 23900 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 2952894 82414 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 500545 13970 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 4126975 135045 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 2292 75 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 5696 200 X N.A. N.A. N.A.
STREETTRACKS DJ US S/C VALUE REIT * 86330E406 83025 750 X N.A. N.A. N.A.
STREETTRACKS WILSHIRE REIT INDEX * 86330E604 151619 1300 X N.A. N.A. N.A.
SUMMIT PPTYS INC * 866239106 77700 4200 X N.A. N.A. N.A.
SUN CMNTYS INC COM * 866674104 5370 150 X N.A. N.A. N.A.
TAUBMAN CTRS INC REIT * 876664103 461513 27100 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 10100 500 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 10100 500 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 3450 187 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 11050 1300 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 60306 4277 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 29681 2105 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 529689 33147 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 311610 19500 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC * 911024107 430990 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 1613233 62287 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 71018 2742 X N.A. N.A. N.A.
URSTADT BIDDLE PPTYS INC CL A REIT * 917286205 30429 2540 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 1192319 33305 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 281066 7851 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 281645 10845 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 378253 14565 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 100904 2580 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 465409 11900 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 273188 470000 X N.A. N.A. N.A.
AVAYA INC Z/CPN 10/31/21 * 053499AA7 13500 30000 X N.A. N.A. N.A.
CORNING INC Z/CPN 11/08/15 * 219350AJ4 16938 25000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 34750 50000 X N.A. N.A. N.A.