UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2002
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.) [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: FLEETBOSTON FINANCIAL CORPORATION
Address: 100 FEDERAL STREET
BOSTON, MA 02110
Form 13F File Number: 28-452
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: ERNEST L. PUSCHAVER
Title: CHIEF ACCOUNTING OFFICER
Phone: 617-434-2341
Signature, Place, and Date of Signing:
/S/ERNEST L. PUSCHAVER BOSTON, MASSACHUSETTS 2/14/03
---------------------- --------------------- -------------
(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
NONE
FORM 13F SUMMARY PAGE
Section I
Report Summary:
Number of other Included Managers: 7
Form 13F Information Table Entry Total: 5,710
Form 13F Information Table Value Total: (thousands) $26,747,628
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
FORM 13F FILE NUMBER NAME
1. 28-453 Fleet National Bank
(entities also included within the numbers
presented for Fleet National Bank for purposes
of this report include: BancBoston Capital Inc.,
BancBoston Investments Inc.; BancBoston Ventures
Inc., FleetBoston Robertson Stephens Inc.)
2. 28-4528 Fleet Investment Advisors, Inc.
3. 28-3494 Burr, Francis
4. 28-3692 Collidge, Francis L.
5. 28-1930 Fuller, Alfred W., Esq.
6. 28-3488 Grace, Nichols
7. 28-5798 Hammer, Curtis A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
A T & T LATIN AMER CORP COM 04649A106 420 2000 X 2000 0 0
AAIPHARMA INC COM 00252W104 70100 5000 X 5000 0 0
AAIPHARMA INC COM 00252W104 28040 2000 X 0 0 2000
AAR CORP COM 000361105 107635 20900 X 9950 0 10950
AARON RENTS INC CL B COM 002535201 392308 17930 X 17930 0 0
AARON RENTS INC CL B COM 002535201 4923 225 X 0 0 225
ABBOTT LABS COM 002824100 203748600 5093715 X 4810982 0 282733
ABBOTT LABS COM 002824100 96223800 2405595 X 2242863 175 162557
ABERCROMBIE & FITCH CO COM 002896207 2293116 112078 X 96878 0 15200
ABGENIX INC COM 00339B107 7370 1000 X 1000 0 0
ABGENIX INC COM 00339B107 75469 10240 X 10240 0 0
ABIOMED INC COM 003654100 7280 2000 X 2000 0 0
ABLE LABORATORIES INC NEW COM 00371N407 12 1 X 1 0 0
ABM INDS INC COM 000957100 497550 32100 X 32100 0 0
ABRAXAS PETE CORP COM 003830106 560 1000 X 1000 0 0
ABRAXAS PETE CORP COM 003830106 2800 5000 X 5000 0 0
ACADIA REALTY TRUST COM 004239109 5936 800 X 800 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 660 1000 X 1000 0 0
ACCREDO HEALTH INC COM 00437V104 3221815 91399 X 75744 0 15655
ACCREDO HEALTH INC COM 00437V104 111038 3150 X 150 0 3000
ACMAT CORP CL A 004616207 36585 4065 X 0 0 4065
ACTEL CORP COM 004934105 261142 16100 X 16100 0 0
ACTERNA CORP COM 00503U105 34 210 X 210 0 0
ACTION PERFORMANCE COS INC COM 004933107 222300 11700 X 11700 0 0
ACTIVISION INC COM 004930202 3513272 240800 X 238900 0 1900
ACTRADE FINANCIAL TECH COM 00507P102 100 1000 X 1000 0 0
ACTUANT CORP CL A COM 00508X203 136656 2942 X 0 0 2942
ACTUATE SOFTWARE COM 00508B102 51374 29025 X 29025 0 0
ACUITY BRANDS INC COM 00508Y102 366934 27100 X 27100 0 0
ACXIOM CORP 005125109 9524403 619272 X 415840 0 203432
ACXIOM CORP 005125109 26915 1750 X 1090 0 660
ADAPTEC INC 00651F108 435333 77050 X 69950 0 7100
ADAPTEC INC 00651F108 18928 3350 X 3350 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 973543 465810 X 365804 0 100006
ADC TELECOMMUNICATIONS INC COM 000886101 17347 8300 X 6900 0 1400
ADE CORP MASS COM 00089C107 26567 4450 X 4450 0 0
ADMINSTAFF INC COM 007094105 127200 21200 X 21200 0 0
ADOBE SYS INC COM 00724F101 876046 35323 X 28987 0 6336
ADOBE SYS INC COM 00724F101 390492 15745 X 15745 0 0
ADOLOR CORPORATION COM 00724X102 1404006 100935 X 100135 0 800
ADOLOR CORPORATION COM 00724X102 38684 2781 X 2781 0 0
ADVANCE PCS COM 00790K109 4442 200 X 200 0 0
ADVANCE PCS COM 00790K109 93282 4200 X 4200 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 AUTO PARTS COM 00751Y106 2533020 51800 X 51400 0 400
ADVANCED AUTO PARTS COM 00751Y106 156480 3200 X 0 0 3200
ADVANCED DIGITAL INFO CORP COM 007525108 671 100 X 100 0 0
ADVANCED ENERGY INDS INC COM 007973100 267120 21000 X 21000 0 0
ADVANCED FIBER COMMUNICATIONS COM 00754A105 93491 5605 X 700 0 4905
ADVANCED FIBER COMMUNICATIONS COM 00754A105 13010 780 X 300 0 480
ADVANCED MARKETING SVCS INC COM 00753T105 240492 16360 X 16360 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 123113 8375 X 8375 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 239783 20032 X 20032 0 0
ADVANCED MEDICAL OPTICS COM 00763M108 23270 1944 X 1841 0 103
ADVANCED MICRO DEVICES INC COM 007903107 279175 43216 X 35528 0 7688
ADVANCED MICRO DEVICES INC COM 007903107 10336 1600 X 1600 0 0
ADVANCED PWR TECHNOLOGY INC COM 00761E108 10039 3090 X 3090 0 0
ADVENT SOFTWARE INC COM 007974108 59631 4375 X 0 0 4375
ADVENT SOFTWARE INC COM 007974108 13630 1000 X 1000 0 0
ADVO INC COM 007585102 15069791 459025 X 315225 0 143800
AEROFLEX INC COM 007768104 639182 92635 X 86635 0 6000
AEROPOSTALE COM 007865108 9513 900 X 900 0 0
AES CORP COM 00130H105 175390 58076 X 56300 0 1776
AES CORP COM 00130H105 10621 3517 X 3517 0 0
AETNA INC COM NEW 00817Y108 29126365 708326 X 645958 0 62368
AETNA INC COM NEW 00817Y108 6084938 147980 X 141168 0 6812
AFFILIATED COMPUTER SVCS COM 008190100 16319394 309960 X 295706 0 14254
AFFILIATED COMPUTER SVCS COM 008190100 638118 12120 X 7210 0 4910
AFFILIATED MANAGERS GROUP COM 008252108 19114 380 X 380 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1006 20 X 20 0 0
AFFYMETRIX INC COM 00826T108 132762 5800 X 600 0 5200
AFFYMETRIX INC COM 00826T108 2289 100 X 100 0 0
AFLAC INC COM 001055102 32196533 1068942 X 944884 0 124058
AFLAC INC COM 001055102 3317929 110157 X 89607 0 20550
AFTERMARKET TECHNOLOGY CORP COM 008318107 49300 3400 X 0 0 3400
AG SVCS AMER INC COM 001250109 36000 5000 X 5000 0 0
AG SVCS AMER INC COM 001250109 24977 3469 X 2000 0 1469
AGCO CORP COM 001084102 6826690 308900 X 215300 0 93600
AGCO CORP COM 001084102 1083 49 X 49 0 0
AGERE SYSTEMS INC CL A COM 00845V100 48437 33637 X 21714 0 11923
AGERE SYSTEMS INC CL A COM 00845V100 44074 30607 X 30414 0 193
AGERE SYSTEMS INC CL B COM 00845V209 84413 60295 X 47027 0 13268
AGERE SYSTEMS INC CL B COM 00845V209 95325 68089 X 63129 0 4960
AGILENT TECHNOLOGIES INC COM 00846U101 4533427 252418 X 211696 0 40722
AGILENT TECHNOLOGIES INC COM 00846U101 4147772 230945 X 218484 0 12461
AGL RESOURCES INC COM 001204106 185798 7646 X 900 0 6746
AGL RESOURCES INC COM 001204106 107212 4412 X 4012 0 400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
AGREE RLTY CORP COM 008492100 16900 1000 X 1000 0 0
AIR PRODS & CHEMS INC COM 009158106 22673018 530363 X 481915 0 48448
AIR PRODS & CHEMS INC COM 009158106 12741467 298046 X 292626 0 5420
AIRBORNE INC COM 009269101 4669967 314900 X 219800 0 95100
AIRBORNE INC COM 009269101 22037 1486 X 1486 0 0
AIRGAS INC COM 009363102 144900 8400 X 0 0 8400
AIRGATE PCS INC COM 009367103 949 1530 X 1530 0 0
AIRNET SYSTEMS INC COM 009417106 5150827 1046916 X 695416 0 351500
AIRNET SYSTEMS INC COM 009417106 11808 2400 X 2400 0 0
AIRSPAN NETWORKS INC COM 00950H102 1940 2000 X 2000 0 0
AIRTRAN HLDGS INC COM 00949P108 390 100 X 100 0 0
AK STEEL HOLDING CORP COM 001547108 96 12 X 12 0 0
AKAMI TECHNOLOGIES COM 00971T101 865 500 X 500 0 0
ALAMO GROUP INC COM 011311107 19478 1590 X 1590 0 0
ALAMOSA HLDGS INC COM 011589108 2137 4110 X 4110 0 0
ALBANY INTERNATIONAL CORP CL A COM 012348108 15071615 729507 X 544580 0 184927
ALBANY INTERNATIONAL CORP CL A COM 012348108 22726 1100 X 1000 0 100
ALBANY MOLECULAR RESH INC COM 012423109 2995414 202516 X 202516 0 0
ALBEMARLE CORP COM 012653101 7613220 267600 X 195300 0 72300
ALBEMARLE CORP COM 012653101 148850 5232 X 5232 0 0
ALBERTO CULVER CO CL A 013068200 63167 1300 X 1300 0 0
ALBERTO CULVER CO CL B COM 013068101 3438691 68228 X 65600 0 2628
ALBERTO CULVER CO CL B COM 013068101 45360 900 X 200 0 700
ALBERTSONS INC COM 013104104 1766999 79380 X 58106 0 21274
ALBERTSONS INC COM 013104104 1634329 73420 X 63189 0 10231
ALCOA INC COM 013817101 11499663 504814 X 421139 0 83675
ALCOA INC COM 013817101 4718831 207148 X 197078 0 10070
ALEXANDER & BALDWIN INC 014482103 36106 1400 X 0 0 1400
ALEXANDER & BALDWIN INC 014482103 2579 100 X 100 0 0
ALICO INC COM 016230104 21280 800 X 800 0 0
ALIGN TECHNOLOGY INC COM 016255101 2761 1000 X 1000 0 0
ALKERMES INC COM 01642T108 18497 2950 X 2500 0 450
ALKERMES INC COM 01642T108 28485 4543 X 4425 0 118
ALLEGHANY CORP DEL COM 017175100 760410 4284 X 4284 0 0
ALLEGHANY CORP DEL COM 017175100 698818 3937 X 3937 0 0
ALLEGHENY ENERGY INC COM 017361106 2174316 287608 X 284608 0 3000
ALLEGHENY ENERGY INC COM 017361106 188463 24929 X 24159 0 770
ALLEGHENY TECHNOLOGIES INC COM 01741R102 63889 10255 X 8145 0 2110
ALLEGHENY TECHNOLOGIES INC COM 01741R102 33443 5368 X 4812 0 556
ALLEGIANCE TELECOM INC COM 01747T102 201 300 X 300 0 0
ALLEGIANT BANCORP INC COM 017476102 237378 13022 X 13022 0 0
ALLEN TELECOM INC COM 018091108 207393 21900 X 20600 0 1300
ALLERGAN INC COM 018490102 2389905 41477 X 31833 0 9644
ALLERGAN INC COM 018490102 1865620 32378 X 29412 0 2966
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ALLETE INC COM 018522102 393475 17349 X 6660 0 10689
ALLETE INC COM 018522102 347276 15312 X 15312 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 125812 7100 X 0 0 7100
ALLIANCE GAMING CORP COM NEW 01859P609 42575 2500 X 0 0 2500
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 100215 25500 X 25500 0 0
ALLIANT ENERGY CORP COM 018802108 70304 4248 X 3948 0 300
ALLIANT ENERGY CORP COM 018802108 220612 13330 X 10002 0 3328
ALLIANT TECHSYSTEMS INC COM 018804104 2816287 45169 X 24782 0 20387
ALLIANT TECHSYSTEMS INC COM 018804104 579232 9290 X 9290 0 0
ALLIED CAP CORP NEW COM 01903Q108 259777 11900 X 1000 0 10900
ALLIED CAP CORP NEW COM 01903Q108 204591 9372 X 9072 0 300
ALLIED RESEARCH CORP 019483106 14840 800 X 800 0 0
ALLIED WASTE INDS INC COM 019589308 188210 18821 X 18329 0 492
ALLIED WASTE INDS INC COM 019589308 8000 800 X 800 0 0
ALLMERICA FINL CORP COM 019754100 95687 9474 X 4493 0 4981
ALLMERICA FINL CORP COM 019754100 29169 2888 X 2888 0 0
ALLSTATE CORP COM 020002101 9598276 259483 X 215114 0 44369
ALLSTATE CORP COM 020002101 3402488 91984 X 85246 0 6738
ALLTEL CORP COM 020039103 4835922 94822 X 70926 0 23896
ALLTEL CORP COM 020039103 1339056 26256 X 26008 0 248
ALPHARMA INC CL A COM 020813101 3645651 306100 X 298400 0 7700
ALTEON INC COM 02144G107 2050 1000 X 1000 0 0
ALTERA CORP 021441100 2743462 222503 X 154623 0 67880
ALTERA CORP 021441100 536996 43552 X 43102 0 450
AMAZON COM INC COM 023135106 391401 20720 X 1420 0 19300
AMAZON COM INC COM 023135106 95583 5060 X 1710 0 3350
AMBAC FINANCIAL GROUP INC COM 023139108 2960530 52641 X 31796 0 20845
AMBAC FINANCIAL GROUP INC COM 023139108 237445 4222 X 4122 0 100
AMDOCS LTD COM G02602103 58331 5940 X 40 0 5900
AMER INTERNATIONAL GROUP INC COM 026874107 483317197 8354662 X 7876468 0 478194
AMER INTERNATIONAL GROUP INC COM 026874107 156451276 2704430 X 2527025 1141 176264
AMERADA HESS CORP COM 023551104 1395242 25345 X 21012 0 4333
AMERADA HESS CORP COM 023551104 320997 5831 X 5831 0 0
AMEREN CORP COM 023608102 1203119 28942 X 23034 0 5908
AMEREN CORP COM 023608102 861247 20718 X 20718 0 0
AMERICAN AXLE & MFG HLDGS INC COM 024061103 17799 760 X 760 0 0
AMERICAN AXLE & MFG HLDGS INC COM 024061103 7612 325 X 0 0 325
AMERICAN CAP STRATEGIES LTD COM 024937104 73406 3400 X 3400 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 43180 2000 X 2000 0 0
AMERICAN CMNTY PPTYS TR COM 02520N106 1617 300 X 300 0 0
AMERICAN EAGLE OUTFITTERS INC NEW CO 02553E106 20670 1500 X 0 0 1500
AMERICAN ELEC PWR INC 025537101 8497143 310909 X 252811 0 58098
AMERICAN ELEC PWR INC 025537101 3843336 140627 X 130654 0 9973
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 EXPRESS CO COM 025816109 39633324 1121169 X 966011 0 155158
AMERICAN EXPRESS CO COM 025816109 21373317 604620 X 544605 950 59065
AMERICAN FINL GROUP INC COM 025932104 56891 2466 X 1466 0 1000
AMERICAN FINL HLDGS INC COM 026075101 472881 15826 X 15826 0 0
AMERICAN FINL HLDGS INC COM 026075101 247078 8269 X 8269 0 0
AMERICAN GREETINGS CORP CL A 026375105 9475734 599730 X 596210 0 3520
AMERICAN HEALTHWAYS INC COM 02649V104 4232375 241850 X 231700 0 10150
AMERICAN INDEPENDENCE CORP COM 026760108 1360 500 X 0 0 500
AMERICAN ITALIAN PASTA CL A COM 027070101 3862741 107358 X 101258 0 6100
AMERICAN MED SYS HLDGS INC COM 02744M108 4532316 279600 X 267200 0 12400
AMERICAN MEDICAL ALERT CORP COM 027904101 7380 3000 X 3000 0 0
AMERICAN MGMT SYS INC 027352103 661368 55160 X 42860 0 12300
AMERICAN MGMT SYS INC 027352103 51557 4300 X 0 0 4300
AMERICAN NATL INS CO 028591105 41010 500 X 0 0 500
AMERICAN NATL INS CO 028591105 24606 300 X 300 0 0
AMERICAN PHARMACEUTICAL PARTNERS 02886P109 2159140 121300 X 120425 0 875
AMERICAN POWER CONVERSION CORP COM 029066107 1809971 119470 X 104745 0 14725
AMERICAN POWER CONVERSION CORP COM 029066107 721170 47602 X 46122 0 1480
AMERICAN RLTY INVS INC COM 029174109 5946 735 X 735 0 0
AMERICAN STD COS INC DEL COM 029712106 10062753 141450 X 119307 0 22143
AMERICAN STD COS INC DEL COM 029712106 379603 5336 X 5336 0 0
AMERICAN STS WTR CO COM 029899101 5231900 226000 X 160750 0 65250
AMERICAN SUPERCONDUCTOR CORP 030111108 8118 2697 X 2697 0 0
AMERICAN TOWER CORP CL A 029912201 4402087 1247050 X 1237050 0 10000
AMERICAN TOWER CORP CL A 029912201 1269565 359650 X 275650 0 84000
AMERICAN WATER WORKS COM 030411102 226945 4990 X 4990 0 0
AMERICAN WATER WORKS COM 030411102 592104 13019 X 8019 0 5000
AMERICREDIT CORP COM 03060R101 215598 27855 X 4805 0 23050
AMERIGROUP CORP COM 03073T102 765328 25250 X 13300 0 11950
AMERIPATH INC COM 03071D109 502025 23350 X 20100 0 3250
AMERISERV FINL INC COM 03074A102 2428 852 X 852 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3946762 72671 X 57886 0 14785
AMERISOURCEBERGEN CORP COM 03073E105 89829 1654 X 1104 0 550
AMERISTAR CASINOS INC COM 03070Q101 1545360 109600 X 108761 0 839
AMERON INTERNATIONAL INC COM 030710107 77210 1400 X 1400 0 0
AMERUS GROUP CO COM 03072M108 10516072 371987 X 216490 0 155497
AMERUS GROUP CO COM 03072M108 22616 800 X 800 0 0
AMETEK INC COM 031100100 359343 9336 X 3636 0 5700
AMETEK INC COM 031100100 496521 12900 X 2400 0 10500
AMGEN INC 031162100 28221665 583816 X 437234 0 146582
AMGEN INC 031162100 15800316 326858 X 305078 75 21705
AMKOR TECHNOLOGY INC COM 031652100 25228 5300 X 3600 0 1700
AMKOR TECHNOLOGY INC COM 031652100 9520 2000 X 2000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
AMPHENOL CORP NEW CL A COM 032095101 1028394 27063 X 22800 0 4263
AMPHENOL CORP NEW CL A COM 032095101 84512 2224 X 1454 0 770
AMR CORP DEL COM 001765106 348190 52756 X 45159 0 7597
AMR CORP DEL COM 001765106 9240 1400 X 1100 0 300
AMSOUTH BANCORPORATION COM 032165102 761203 39646 X 37389 0 2257
AMSOUTH BANCORPORATION COM 032165102 521683 27171 X 22671 0 4500
AMSURG CORP COM 03232P405 837221 40980 X 16180 0 24800
AMSURG CORP COM 03232P405 55161 2700 X 0 0 2700
AMYLIN PHARMACEUTICALS INC COM 032346108 43578 2700 X 0 0 2700
ANADARKO PETROLEUM CORP COM 032511107 29629599 618572 X 551502 0 67070
ANADARKO PETROLEUM CORP COM 032511107 10346687 216006 X 199573 0 16433
ANADIGICS INC COM 032515108 2723061 1055450 X 724150 0 331300
ANADIGICS INC COM 032515108 5774 2238 X 2238 0 0
ANALOG DEVICES INC COM 032654105 22504469 942793 X 897171 0 45622
ANALOG DEVICES INC COM 032654105 6992239 292930 X 250608 1217 41105
ANALOGIC CORP COM 032657207 13304998 264576 X 196476 0 68100
ANALYSTS INTL CORP COM 032681108 1778634 898300 X 607700 0 290600
ANAREN, INC. COM 032744104 4400 500 X 500 0 0
ANCHOR BANCORP WI INC COM 032839102 340300 16400 X 16400 0 0
ANDERSEN GROUP INC COM 033501107 7821 1975 X 1975 0 0
ANDERSEN GROUP INC COM 033501107 42281 10677 X 10677 0 0
ANDREW CORP COM 034425108 858144 83477 X 73228 0 10249
ANDREW CORP COM 034425108 209321 20362 X 2162 0 18200
ANDRX GROUP COM 034553107 146495 9986 X 6050 0 3936
ANDRX GROUP COM 034553107 8142 555 X 30 0 525
ANGELICA CORP COM 034663104 117705 5700 X 5700 0 0
ANHEUSER-BUSCH COMPANIES INC COM 035229103 116676718 2410676 X 2282261 0 128415
ANHEUSER-BUSCH COMPANIES INC COM 035229103 30636232 632980 X 519951 50 112979
ANIXTER INTL INC COM 035290105 594503 25570 X 25570 0 0
ANIXTER INTL INC COM 035290105 3488 150 X 0 0 150
ANNTAYLOR STORES CORP 036115103 617705 30250 X 29450 0 800
ANNTAYLOR STORES CORP 036115103 16336 800 X 0 0 800
ANSYS INC COM 03662Q105 350672 17360 X 11370 0 5990
ANTEON INTERNATIONAL CORP COM 03674E108 170640 7110 X 2310 0 4800
ANTHEM INC COM 03674B104 3005299 47779 X 26759 0 21020
ANTHEM INC COM 03674B104 94539 1503 X 987 0 516
ANTHRACITE CAPITAL INC COM 037023108 32700 3000 X 3000 0 0
ANTIGENICS INC DEL COM 037032109 297 29 X 29 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 12570 1000 X 1000 0 0
AOL TIME WARNER INC COM 00184A105 25283838 1930064 X 1684285 0 245779
AOL TIME WARNER INC COM 00184A105 6421725 490208 X 466481 1000 22727
AON CORP 037389103 1946936 103067 X 66199 0 36868
AON CORP 037389103 1011031 53522 X 52847 0 675
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
APAC TELESERVICES INC COM 00185E106 1175382 502300 X 351700 0 150600
APACHE CORP COM 037411105 4230995 74241 X 56988 0 17253
APACHE CORP COM 037411105 580728 10190 X 5830 0 4360
APOGEE ENTERPRISES INC COM 037598109 166489 18600 X 13800 0 4800
APOGEE TECHNOLOGY INC COM 03760F100 5540 1000 X 1000 0 0
APOGENT TECHNOLOGIES INC COM 03760A101 3437450 165262 X 0 0 165262
APOGENT TECHNOLOGIES INC COM 03760A101 364062 17503 X 3203 0 14300
APOLLO GROUP INC CL A COM 037604105 7105780 161495 X 145133 0 16362
APOLLO GROUP INC CL A COM 037604105 275132 6253 X 6028 0 225
APPLE COMPUTER INC COM 037833100 859227 59960 X 35824 0 24136
APPLE COMPUTER INC COM 037833100 107475 7500 X 7300 0 200
APPLEBEES INTL INC 037899101 11935271 514651 X 351426 0 163225
APPLEBEES INTL INC 037899101 457442 19725 X 0 0 19725
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 5485968 312769 X 186359 0 126410
APPLERA CORP-APPLIED BIOSYSTEMS GRP 038020103 1045980 59634 X 42370 0 17264
APPLERA CORP-CELERA GENOMICS GROUP 038020202 134369 14070 X 14020 0 50
APPLERA CORP-CELERA GENOMICS GROUP 038020202 83009 8692 X 8632 0 60
APPLICA INC COM 03815A106 80000 16000 X 16000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 10250 25000 X 25000 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 412322 1005663 X 1000663 0 5000
APPLIED FILMS CORP COM 038197109 3081059 154130 X 153030 0 1100
APPLIED FILMS CORP COM 038197109 200 10 X 10 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 238140 12600 X 12600 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 37800 2000 X 2000 0 0
APPLIED MATERIALS INC COM 038222105 26430378 2028425 X 1751183 0 277242
APPLIED MATERIALS INC COM 038222105 4426161 339690 X 280230 150 59310
APPLIED MICRO CIRCUITS CORP COM 03822W109 128619 34856 X 34056 0 800
APRIA HEALTHCARE GROUP INC COM 037933108 122320 5500 X 0 0 5500
APTARGROUP INC COM 038336103 1040292 33300 X 9500 0 23800
APTARGROUP INC COM 038336103 373318 11950 X 1450 0 10500
AQUILA INC DEL COM 03840P102 5664 3200 X 3200 0 0
AQUILA INC DEL COM 03840P102 10462 5911 X 5911 0 0
ARBITRON INC COM 03875Q108 2971450 88700 X 84600 0 4100
ARBITRON INC COM 03875Q108 4020 120 X 120 0 0
ARCH CAP GROUP LTD ORD COM G0450A105 218190 7000 X 0 0 7000
ARCH CHEMICALS INC COM 03937R102 268275 14700 X 14700 0 0
ARCH CHEMICALS INC COM 03937R102 14856 814 X 814 0 0
ARCH COAL INC COM 039380100 1764356 81721 X 65771 0 15950
ARCH COAL INC COM 039380100 777 36 X 36 0 0
ARCHER DANIELS MIDLAND CO 039483102 8136037 656132 X 576950 0 79182
ARCHER DANIELS MIDLAND CO 039483102 1349182 108805 X 100011 0 8794
ARCTIC CAT INC COM 039670104 235200 14700 X 14700 0 0
ARGONAUT GROUP INC 040157109 3319 225 X 225 0 0
ARGONAUT GROUP INC 040157109 93368 6330 X 5116 0 1214
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ARGOSY GAMING CORP COM 040228108 357777 18900 X 18900 0 0
ARIBA INC COM 04033V104 13144 5300 X 4300 0 1000
ARIBA INC COM 04033V104 248 100 X 100 0 0
ARK RESTAURANTS CORP COM 040712101 12102 2000 X 2000 0 0
ARKANSAS BEST CORP DEL COM 040790107 9349912 359875 X 243400 0 116475
ARMOR HLDGS INC COM 042260109 14159966 1028320 X 773420 0 254900
ARMOR HLDGS INC COM 042260109 33048 2400 X 2400 0 0
ARQULE INC COM 04269E107 43005 14100 X 14100 0 0
ARRIS GROUP INC COM 04269Q100 714 200 X 200 0 0
ARROW ELECTRONICS INC 042735100 542296 42400 X 6600 0 35800
ARROW ELECTRONICS INC 042735100 251324 19650 X 3050 0 16600
ARROW FINL CORP COM 042744102 121880 3961 X 3961 0 0
ARROW FINL CORP COM 042744102 320593 10419 X 10419 0 0
ARROW INTL INC COM 042764100 813400 20000 X 0 0 20000
ART TECHNOLOGY GROUP INC COM 04289L107 2170 1750 X 1750 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 155 125 X 125 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 96384 25100 X 25100 0 0
ARTHROCARE CORP COM 043136100 137900 14000 X 14000 0 0
ARVINMERITOR INC COM 043353101 28522 1711 X 1561 0 150
ARVINMERITOR INC COM 043353101 72464 4347 X 4212 0 135
ASBURY AUTOMOTIVE GROUP COM 043436104 30865 3670 X 3670 0 0
ASCENTIAL SOFTWARE CORP COM 04362P108 130140 54225 X 8025 0 46200
ASHLAND INC COM 044204105 405012 14196 X 6833 0 7363
ASHLAND INC COM 044204105 41939 1470 X 1470 0 0
ASHWORTH INC COM 04516H101 55680 8700 X 8700 0 0
ASPECT MED SYS INC COM 045235108 20032 5909 X 5909 0 0
ASPEN TECHNOLOGY INC COM DELAWARE 045327103 7132 2520 X 2520 0 0
ASSOCIATED BANC CORP COM 045487105 10182 300 X 300 0 0
ASTEC INDS INC 046224101 128097 12900 X 12900 0 0
ASTORIA FINL CORP COM 046265104 50771 1870 X 1870 0 0
ASTRO MED INC NEW 04638F108 32000 10000 X 9000 0 1000
ASTRO MED INC NEW 04638F108 12960 4050 X 4050 0 0
ASTRONICS CORP COM 046433108 469795 68185 X 68185 0 0
ASTROPOWER INC COM 04644A101 122247 15300 X 14300 0 1000
ASTROPOWER INC COM 04644A101 44944 5625 X 5625 0 0
ASYST TECHNOLOGY CORP COM 04648X107 3105375 422500 X 259800 0 162700
ASYST TECHNOLOGY CORP COM 04648X107 14700 2000 X 2000 0 0
AT & T CORP NEW COM 001957505 25190850 964797 X 892038 0 72759
AT & T CORP NEW COM 001957505 17050457 653024 X 580003 210 72811
AT & T WIRELESS SVCS INC COM 00209A106 4157157 735780 X 686137 0 49643
AT & T WIRELESS SVCS INC COM 00209A106 5591150 989584 X 728124 0 261460
ATLANTIC AMERICAN CORP COM 048209100 1079 662 X 662 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 356088 29600 X 29600 0 0
ATLANTIC COAST AIRLINES HOLDINGS INC 048396105 1203 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
------------------------------
ATLAS AIR WORLDWIDE HOLDINGS INC COM 049164106 302 200 X 200 0 0
ATMEL CORP COM 049513104 1092923 490100 X 485900 0 4200
ATMEL CORP COM 049513104 11150 5000 X 5000 0 0
ATMI INC COM 00207R101 3380363 182525 X 180225 0 2300
ATMI INC COM 00207R101 18520 1000 X 1000 0 0
ATMOS ENERGY CORP COM 049560105 12066934 517450 X 325350 0 192100
ATMOS ENERGY CORP COM 049560105 35889 1539 X 1539 0 0
ATRIX LABS INC COM 04962L101 2731876 178100 X 176700 0 1400
ATS MED INC COM 002083103 9396 20880 X 20880 0 0
ATWOOD OCEANICS INC COM 050095108 9511600 316000 X 212100 0 103900
AUDIBLE INC COM 05069A104 60200 200000 X 0 0 200000
AUDIOVOX CORP COM 050757103 161320 15600 X 15600 0 0
AUGUST TECHNOLOGIES CORP COM 05106U105 14067 2780 X 2780 0 0
AURORA FOODS INC COM 05164B106 87 112 X 112 0 0
AUTHENTIDATE HLDG CORP COM 052666104 7150 2352 X 2352 0 0
AUTODESK INC COM 052769106 4594933 321324 X 317048 0 4276
AUTODESK INC COM 052769106 11440 800 X 800 0 0
AUTOIMMUNE INC COM 052776101 63 100 X 100 0 0
AUTOLIV INC COM 052800109 18837 900 X 0 0 900
AUTOLIV INC COM 052800109 31521 1506 X 1506 0 0
AUTOMATIC DATA PROCESSING INC 053015103 303539286 7733485 X 7046613 0 686872
AUTOMATIC DATA PROCESSING INC 053015103 147793245 3765433 X 3579644 7142 178647
AUTONATION INC COM 05329W102 1142206 90940 X 89540 0 1400
AUTOZONE INC COM 053332102 2802332 39665 X 24687 0 14978
AUTOZONE INC COM 053332102 204885 2900 X 2670 0 230
AVANEX CORP COM 05348W109 4080 4000 X 4000 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 7340 7340 X 7340 0 0
AVANIR PHARMACEUTICALS COM CL A 05348P104 10000 10000 X 10000 0 0
AVAYA INC COM 053499109 177931 72625 X 37218 0 35407
AVAYA INC COM 053499109 53748 21938 X 20715 0 1223
AVERY DENNISON CORP COM 053611109 29349551 480510 X 456338 0 24172
AVERY DENNISON CORP COM 053611109 5148922 84298 X 82198 0 2100
AVICI SYSTEMS INC NEW COM 05367L802 448 125 X 125 0 0
AVICI SYSTEMS INC NEW COM 05367L802 1164 325 X 325 0 0
AVID TECHNOLOGY INC COM 05367P100 424575 18500 X 17300 0 1200
AVIGEN INC COM 053690103 64443 11286 X 11286 0 0
AVISTA CORP COM 05379B107 361828 31300 X 31300 0 0
AVISTA CORP COM 05379B107 23120 2000 X 2000 0 0
AVNET INC COM 053807103 8173195 754681 X 727355 0 27326
AVNET INC COM 053807103 78582 7256 X 6856 0 400
AVOCENT CORP COM 053893103 125543 5650 X 5650 0 0
AVOCENT CORP COM 053893103 64438 2900 X 500 0 2400
AVON PRODS INC COM 054303102 3497240 64920 X 41437 0 23483
AVON PRODS INC COM 054303102 889124 16505 X 13845 0 2660
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
AVX CORP NEW COM 002444107 555072 56640 X 56640 0 0
AVX CORP NEW COM 002444107 9800 1000 X 1000 0 0
AWARE INC MASSACHUSETTS COM 05453N100 32482 14900 X 14900 0 0
AWARE INC MASSACHUSETTS COM 05453N100 11118 5100 X 100 0 5000
AXCELIS TECHNOLOGIES INC COM 054540109 380391 67818 X 67818 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 50217 8953 X 8325 0 628
AXEDA SYSTEMS INC COM 054959101 800 1000 X 1000 0 0
AZTAR CORP COM 054802103 401268 28100 X 24400 0 3700
AZTAR CORP COM 054802103 8568 600 X 600 0 0
ABN AMRO HOLDING NV-SP ADR COM 000937102 18203 1125 X 0 0 1125
ABM INDUSTRIES INC COM 000957100 4960 320 X 0 0 320
AFLAC INC COM 001055102 24819 824 X 0 0 824
AMB PROPERTY CORPORATION COM 00163T109 8755 320 X 0 0 320
AOL TIME WARNER INC COM 00184A105 7074 540 X 0 0 540
AT & T CORP COM 001957505 2611 100 X 0 0 100
AT&T WIRELESS SERVICES INC COM 00209A106 3204 567 X 0 0 567
AVX CORP NEW COM 002444107 6174 630 X 0 0 630
ABBOTT LABORATORIES COM 002824100 22800 570 X 0 0 570
ABRAXAS PETROLEUM CORP COM 003830106 171 305 X 0 0 305
ACCREDO HEALTH INC COM 00437V104 42300 1200 X 0 0 1200
ACTIVE IQ TECHNOLOGIES COM 00505Q102 14593 66333 X 66333 0 -
ADOBE SYSTEMS INC COM 00724F101 91640 3695 X 0 0 3695
AETNA INC COM 00817Y108 1192 29 X 0 0 29
AFFILIATED COMPUTER SVCS INC CL A COM 008190100 2369 45 X 0 0 45
AFFYMETRIX INC COM 00826T108 5036 220 X 0 0 220
AIR PRODUCTS & CHEMICALS INC COM 009158106 126968 2970 X 0 0 2970
AIRSPAN COM 00950H102 227950 235000 X 235000 0 -
AKZO NOBEL N.V. ADR COM 010199305 2711 85 X 0 0 85
ALCAN ALUMINIUM LTD NEW COM 013716105 8413 285 X 0 0 285
ALCOA INC COM 013817101 1025 45 X 0 0 45
ALLEGHANY CORP COM 017175100 3550 20 X 0 0 20
ALLERGAN INC COM 018490102 1037 18 X 0 0 18
ALLIED CAPITAL CORP COM 01903Q108 17420 798 X 0 0 798
ALLIED IRISH BANKS PLC-SPONS ADR COM 019228402 17338 645 X 0 0 645
ALLSTATE CORPORATION COM 020002101 7879 213 X 0 0 213
ALLTEL CORP COM 020039103 4743 93 X 0 0 93
ALSTOM SA-SPONSORED ADR COM 021244108 1496 295 X 0 0 295
AMBAC FINANCIAL GROUP INC COM 023139108 5062 90 X 0 0 90
AMERADA HESS CORP COM 023551104 2037 37 X 0 0 37
AMERICAN FINANCIAL GROUP INC COM 025932104 7152 310 X 0 0 310
AMERICAN GREETINGS CORP CLASS A COM 026375105 9796 620 X 0 0 620
AMERICAN INTERNATIONAL GROUP COM 026874107 140402 2427 X 0 0 2427
AMERICAN ITALIAN PASTA COMPANY CL A COM 027070101 7196 200 X 0 0 200
AMERICAN POWER CONVERSION CORP COM 029066107 45 3 X 0 0 3
AMERICAN STANDARD COMPANIES INC COM 029712106 1992 28 X 0 0 28
AMERON INC DEL COM 030710107 5515 100 X 0 0 100
AMERSHAM PLC-SPONS ADR COM 030719108 8658 195 X 0 0 195
AMETEK INC NEW COM 031100100 3849 100 X 0 0 100
AMGEN INC COM 031162100 179051 3704 X 0 0 3704
ANADARKO PETROLEUM CORP COM 032511107 5844 122 X 0 0 122
ANALOG DEVICES INC COM 032654105 24037 1007 X 0 0 1007
ANGELICA CORP COM 034663104 5369 260 X 0 0 260
ANHEUSER-BUSCH COMPANIES INC COM 035229103 2517 52 X 0 0 52
ANTHEM INC COM 03674B104 1195 19 X 0 0 19
AON CORP COM 037389103 945 50 X 0 0 50
APACHE CORP COM 037411105 2850 50 X 0 0 50
APOLLO GROUP INC CL A COM 037604105 5280 120 X 0 0 120
APPLE COMPUTER INC COM 037833100 99594 6950 X 0 0 6950
APPLERA CORP-APPLIED BIOSYSTEMS GRP COM 038020103 2806 160 X 0 0 160
APPLIED MATERIALS INC COM 038222105 64368 4940 X 0 0 4940
ARBITRON INC COM 03875Q108 4690 140 X 0 0 140
ARCHER DANIELS MIDLAND CO COM 039483102 8308 670 X 0 0 670
ARTISAN COMPONENTS INC COM 042923102 32403 2100 X 0 0 2100
ASTRAZENECA GROUP PLC-SPONSORED ADR COM 046353108 134570 3835 X 0 0 3835
AUTODESK INC COM 052769106 4862 340 X 0 0 340
AUTOLIV AB COM 052800109 14232 680 X 0 0 680
AUTOMATIC DATA PROCESSING INC COM 053015103 70415 1794 X 0 0 1794
AUTONATION INC COM 05329W102 8290 660 X 0 0 660
AUTOZONE INC COM 053332102 2261 32 X 0 0 32
AVENTIS SA-SPONSORED ADR COM 053561106 25198 465 X 0 0 465
AVERY DENNISON CORP COM 053611109 1466 24 X 0 0 24
AVON PRODUCTS INC COM 054303102 121423 2254 X 0 0 2254
AXA-SPONSORED ADR COM 054536107 18427 1370 X 0 0 1370
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
B J SERVICES CO COM 055482103 12652111 391585 X 367380 0 24205
B J SERVICES CO COM 055482103 139999 4333 X 4333 0 0
BACK YARD BURGERS INC COM 05635W101 4680 1200 X 1200 0 0
BAIRNCO CORP COM 057097107 260 50 X 50 0 0
BAIRNCO CORP COM 057097107 519 100 X 0 0 100
BAKER HUGHES INC COM 057224107 149456271 4642941 X 4415004 0 227937
BAKER HUGHES INC COM 057224107 16343088 507707 X 450314 325 57068
BALDOR ELECTRIC CO COM 057741100 440425 22300 X 22300 0 0
BALDOR ELECTRIC CO COM 057741100 7900 400 X 400 0 0
BALL CORP COM 058498106 4598705 89836 X 50648 0 39188
BALL CORP COM 058498106 184284 3600 X 3600 0 0
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 987283 139250 X 138350 0 900
BANCFIRST CORP COM 05945F103 8460 180 X 180 0 0
BANCORP RHODE ISLAND INC COM 059690107 118872 5200 X 5200 0 0
BANCORP RHODE ISLAND INC COM 059690107 274320 12000 X 12000 0 0
BANDAG INC CL A 059815308 34590 1000 X 0 0 1000
BANK GRANITE CORP COM 062401104 29890 1708 X 1708 0 0
BANK NEW YORK INC 064057102 75118410 3135159 X 3035839 0 99320
BANK NEW YORK INC 064057102 19613177 818580 X 751520 225 66835
BANK OF AMERICA CORP COM 060505104 217414738 3125122 X 2876513 0 248609
BANK OF AMERICA CORP COM 060505104 40278038 578957 X 528854 264 49839
BANK OF HAWAII CORP COM 062540109 161249 5306 X 2506 0 2800
BANK OF HAWAII CORP COM 062540109 3039 100 X 0 0 100
BANK ONE CORP NEW COM 06423A103 45770322 1252266 X 1175282 0 76984
BANK ONE CORP NEW COM 06423A103 6061196 165833 X 156853 727 8253
BANKATLANTIC BANCORP INC A COM 065908501 2835 300 X 300 0 0
BANKNORTH GROUP INC COM NEW 06646R107 2884619 127638 X 117868 0 9770
BANKNORTH GROUP INC COM NEW 06646R107 777214 34390 X 32378 0 2012
BANKUNITED FINL CORP CL A COM 06652B103 1618 100 X 100 0 0
BANTA CORP COM 066821109 308635 9870 X 670 0 9200
BANTA CORP COM 066821109 437780 14000 X 0 0 14000
BAR HARBOR BANKSHARES COM 066849100 110879 5745 X 5645 0 100
BAR HARBOR BANKSHARES COM 066849100 7720 400 X 400 0 0
BARD C R INC 067383109 1507014 25983 X 8420 0 17563
BARD C R INC 067383109 1415200 24400 X 24400 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
------------------------------
BARNES & NOBLE INC COM 067774109 3763258 208260 X 182160 0 26100
BARNES & NOBLE INC COM 067774109 31912 1766 X 1766 0 0
BARNES GROUP INC 067806109 8396451 412602 X 405756 0 6846
BARNES GROUP INC 067806109 43809541 2152803 X 81849 0 2070954
BARR LABS INC COM 068306109 4804944 73820 X 68150 0 5670
BARR LABS INC COM 068306109 39054 600 X 0 0 600
BARRA INC COM 068313105 1847097 60900 X 60500 0 400
BARRA INC COM 068313105 12132 400 X 400 0 0
BASSETT FURNITURE INDS INC COM 070203104 5968633 416804 X 271804 0 145000
BAUSCH & LOMB COM 071707103 3550068 98613 X 94922 0 3691
BAUSCH & LOMB COM 071707103 77652 2157 X 2157 0 0
BAXTER INTERNATIONAL COM 071813109 92160880 3291460 X 3119544 0 171916
BAXTER INTERNATIONAL COM 071813109 15160152 541434 X 500731 200 40503
BAY VIEW CAP CORP DEL COM 07262L101 346530 60266 X 54466 0 5800
BB & T CORP COM 054937107 1816024 49095 X 47011 0 2084
BB & T CORP COM 054937107 557550 15073 X 15073 0 0
BE AEROSPACE INC COM 073302101 85176 23400 X 15100 0 8300
BE AEROSPACE INC COM 073302101 10920 3000 X 3000 0 0
BEA SYS INC COM 073325102 277574 24200 X 600 0 23600
BEA SYS INC COM 073325102 344 30 X 30 0 0
BEAR STEARNS COM 073902108 4115470 69284 X 65015 0 4269
BEAR STEARNS COM 073902108 230472 3880 X 3880 0 0
BEARINGPOINT INC COM 074002106 433223 62786 X 9136 0 53650
BEARINGPOINT INC COM 074002106 11537 1672 X 1672 0 0
BEAZER HOMES USA INC COM 07556Q105 3775380 62300 X 59600 0 2700
BECKMAN COULTER INC COM 075811109 4705370 159396 X 149896 0 9500
BECKMAN COULTER INC COM 075811109 134729 4564 X 4564 0 0
BECTON DICKINSON & CO COM 075887109 11717227 381793 X 296902 0 84891
BECTON DICKINSON & CO COM 075887109 4672583 152251 X 148326 0 3925
BED BATH & BEYOND INC COM 075896100 32042044 927948 X 900930 0 27018
BED BATH & BEYOND INC COM 075896100 1782680 51627 X 46212 0 5415
BEI TECHNOLOGIES COM 05538P104 105186 9400 X 9400 0 0
BEL FUSE INC CL A COM 077347201 18100 1000 X 0 0 1000
BEL FUSE INC CL B COM 077347300 174609 8700 X 7200 0 1500
BELDEN INC COM 077459105 248086 16300 X 16300 0 0
BELL MICROPRODUCTS INC COM 078137106 70912 12800 X 12800 0 0
BELL SOUTH CORP COM 079860102 86830482 3356416 X 3150590 0 205826
BELL SOUTH CORP COM 079860102 58106633 2246101 X 2167266 0 78835
BELO CORPORATION CL A COM 080555105 21279918 998120 X 982620 0 15500
BELO CORPORATION CL A COM 080555105 81044718 3801347 X 2486250 0 1315097
BEMIS CO COM 081437105 29977413 604018 X 601960 0 2058
BEMIS CO COM 081437105 4946076 99659 X 40689 0 58970
BENCHMARK ELECTRONICS INC COM 08160H101 25925607 904592 X 622967 0 281625
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
BERKLEY W R CORP COM 084423102 23766 600 X 0 0 600
BERKLEY W R CORP COM 084423102 59415 1500 X 1500 0 0
BERKSHIRE BANCORP INC COM 084597103 4109 120 X 120 0 0
BERKSHIRE HATHAWAY INC CL A COM 084670108 6765750 93 X 74 0 19
BERKSHIRE HATHAWAY INC CL A COM 084670108 19351500 266 X 263 0 3
BERKSHIRE HATHAWAY INC CL B COM 084670207 27958997 11539 X 10942 0 597
BERKSHIRE HATHAWAY INC CL B COM 084670207 28954850 11950 X 11489 0 461
BERRY PETE CO CL A COM 085789105 57970 3400 X 0 0 3400
BEST BUY INC COM 086516101 4984971 206417 X 168389 0 38028
BEST BUY INC COM 086516101 68948 2855 X 2855 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 4130505 1449300 X 928200 0 521100
BIG LOTS INC COM 089302103 198807 15027 X 11640 0 3387
BILLSERV INC COM 090181108 8514 47300 X 47300 0 0
BIO RAD LABS INC CL A 090572207 193500 5000 X 3000 0 2000
BIO-TECHNOLOGY GENERAL COM 090578105 132573 41416 X 41416 0 0
BIOGEN INC 090597105 2308738 57632 X 20232 0 37400
BIOGEN INC 090597105 633509 15814 X 15814 0 0
BIOLASE TECHNOLOGY INCORPORATED COM 090911108 30195 5500 X 5500 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4650885 659700 X 445300 0 214400
BIOMET INC COM 090613100 12459792 434745 X 405258 0 29487
BIOMET INC COM 090613100 825351 28798 X 27035 0 1763
BIOPURE CORP COM 09065H105 31553 8482 X 7482 0 1000
BIOPURE CORP COM 09065H105 7440 2000 X 2000 0 0
BIOSITE INCORPORATED COM 090945106 329994 9700 X 9700 0 0
BIOSITE INCORPORATED COM 090945106 10206 300 X 0 0 300
BIOSPHERE MEDICAL INC COM 09066V103 85670 13000 X 13000 0 0
BIOSPHERE MEDICAL INC COM 09066V103 6590 1000 X 1000 0 0
BIOTIME INC COM 09066L105 3464 2235 X 2235 0 0
BIOVAIL CORP COM 09067J109 271099 10265 X 9250 0 1015
BIOVAIL CORP COM 09067J109 251423 9520 X 1820 0 7700
BISYS GROUP INC COM 055472104 756363 47570 X 24720 0 22850
BISYS GROUP INC COM 055472104 71073 4470 X 3380 0 1090
BJS WHOLESALE CLUB INC COM 05548J106 4305533 235275 X 219775 0 15500
BJS WHOLESALE CLUB INC COM 05548J106 106140 5800 X 3800 0 2000
BKF CAP GROUP INC COM 05548G102 41707 2363 X 2363 0 0
BLACK & DECKER CORP 091797100 5451019 127093 X 78016 0 49077
BLACK & DECKER CORP 091797100 955032 22267 X 18574 200 3493
BLACK BOX CORP DEL COM 091826107 593600 13250 X 13250 0 0
BLACK HILLS CORP COM 092113109 200226 7550 X 7550 0 0
BLACKROCK INC CL A COM 09247X101 27580 700 X 700 0 0
BLAIR CORP COM 092828102 20288 870 X 870 0 0
BLAIR CORP COM 092828102 2332 100 X 100 0 0
BLOCK H & R INC COM 093671105 6574308 163540 X 149956 0 13584
BLOCK H & R INC COM 093671105 2483958 61790 X 61790 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
------------------------------
BLOCKBUSTER INC COM CL A 093679108 1256850 102600 X 101600 0 1000
BLOCKBUSTER INC COM CL A 093679108 27379 2235 X 2235 0 0
BLUE RHINO CORP COM 095811105 76516 4400 X 0 0 4400
BLUE RHINO CORP COM 095811105 173900 10000 X 0 0 10000
BMC SOFTWARE INC COM 055921100 22553221 1318131 X 1270907 0 47224
BMC SOFTWARE INC COM 055921100 304507 17797 X 17797 0 0
BOB EVANS FARMS INC COM 096761101 112080 4800 X 800 0 4000
BOB EVANS FARMS INC COM 096761101 23350 1000 X 1000 0 0
BOEING CO COM 097023105 18437781 558890 X 414228 0 144662
BOEING CO COM 097023105 8661755 262557 X 248255 700 13602
BOISE CASCADE CO 097383103 415726 16484 X 14193 0 2291
BOISE CASCADE CO 097383103 13896 551 X 551 0 0
BOK FINL CORP COM NEW 05561Q201 106369 3284 X 0 0 3284
BONE CARE INTERNATIONAL INC COM 098072101 973 100 X 100 0 0
BORDERS GROUP INC COM 099709107 165508 10280 X 10280 0 0
BORDERS GROUP INC COM 099709107 8195 509 X 59 0 450
BORG WARNER INC COM 099724106 20168 400 X 0 0 400
BORLAND SOFTWARE CORP COM 099849101 1845 150 X 0 0 150
BOSTON BEER INC CL A COM 100557107 1178392 82405 X 50 0 82355
BOSTON COMMUNICATION GROUP INC COM 100582105 151249 11900 X 11900 0 0
BOSTON LIFE SCIENCES INC COM 100843408 17394 15530 X 15530 0 0
BOSTON LIFE SCIENCES INC COM 100843408 25760 23000 X 23000 0 0
BOSTON PRIVATE FINANCIAL HLDGS COM 101119105 2172684 109400 X 108700 0 700
BOSTON SCIENTIFIC CORP COM 101137107 27229468 640392 X 559857 0 80535
BOSTON SCIENTIFIC CORP COM 101137107 1306980 30738 X 22913 600 7225
BOTTOMLINE TECHNOLOGIES COM 101388106 3020 500 X 500 0 0
BOWATER INC COM 102183100 31140618 742327 X 683942 0 58385
BOWATER INC COM 102183100 1460993 34827 X 34427 100 300
BOWNE & CO INC DEL COM 103043105 262900 22000 X 22000 0 0
BOYKIN LODGING CO COM 103430104 14396 1543 X 1543 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 7380 500 X 500 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 590 40 X 40 0 0
BRADY CORPORATION COM CLASS A 104674106 503585 15100 X 15100 0 0
BRIGGS & STRATTON CORP COM 109043109 733032 17260 X 16600 0 660
BRIGGS & STRATTON CORP COM 109043109 84940 2000 X 2000 0 0
BRIGHAM EXPLORATION CO COM 109178103 22829 4640 X 4640 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 136663 4860 X 4860 0 0
BRIGHT HORIZONS FAMILY SOLUT INC COM 109195107 109668 3900 X 0 0 3900
BRIGHTPOINT INC COM 109473405 1122 142 X 0 0 142
BRINKER INTL INC COM 109641100 2275238 70550 X 64825 0 5725
BRINKER INTL INC COM 109641100 25961 805 X 105 0 700
BRISTOL MYERS SQUIBB CO 110122108 122126830 5275457 X 4874692 500 400265
BRISTOL MYERS SQUIBB CO 110122108 77489555 3347281 X 3177089 800 169392
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
BRITESMILE INC COM 110415106 99 300 X 300 0 0
BROADCOM CORP CL A COM 111320107 567837 37705 X 36905 0 800
BROADCOM CORP CL A COM 111320107 11144 740 X 740 0 0
BROADVISION INC COM 111412607 491 144 X 144 0 0
BROADVISION INC COM 111412607 205 60 X 60 0 0
BROADWING INC COM 111620100 11123 3160 X 3160 0 0
BROADWING INC COM 111620100 28244 8024 X 8024 0 0
BROCADE COMMUNICATIONS SYTEMS COM 111621108 116458 28130 X 9410 0 18720
BROCADE COMMUNICATIONS SYTEMS COM 111621108 62514 15100 X 15000 0 100
BROOKLINE BANCORP INC COM 11373M107 114073 9586 X 9586 0 0
BROOKLINE BANCORP INC COM 11373M107 113752 9559 X 8559 0 1000
BROOKS-PRI AUTOMATION INC COM 11442E102 301948 26348 X 26348 0 0
BROOKS-PRI AUTOMATION INC COM 11442E102 9168 800 X 800 0 0
BROOKTROUT INC 114580103 42400 8000 X 8000 0 0
BROOKTROUT INC 114580103 1484 280 X 280 0 0
BROWN & BROWN INC COM 115236101 2498336 77300 X 76700 0 600
BROWN & BROWN INC COM 115236101 14867 460 X 460 0 0
BROWN FORMAN CORP CL B 115637209 493076 7544 X 5348 0 2196
BROWN FORMAN CORP CL B 115637209 273532 4185 X 3560 0 625
BROWN SHOE COMPANY INC COM 115736100 274045 11500 X 11500 0 0
BRUKER DALTONICS INC COM 116795105 19391 3990 X 3990 0 0
BRUNSWICK CORP COM 117043109 1161631 58491 X 44886 0 13605
BRUNSWICK CORP COM 117043109 2522 127 X 127 0 0
BRUSH ENGINEERED MATERIALS INC 117421107 66099 12018 X 12018 0 0
BRYN MAWR BANK CORP COM 117665109 72967 1992 X 1992 0 0
BRYN MAWR BANK CORP COM 117665109 6410 175 X 0 0 175
BSB BANCORP INC COM 055652101 1896401 90434 X 64073 0 26361
BSB BANCORP INC COM 055652101 152074 7252 X 2752 0 4500
BUCA COM 117769109 54829 6590 X 6590 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 3672165 597100 X 409200 0 187900
BUCKLE INC COM 118440106 10632600 590700 X 391800 0 198900
BUILDING MATERIALS HOLDING CORP COM 120113105 134134 9380 X 9380 0 0
BURLINGTON COAT FACTORY WHSE CORP 121579106 522345 29100 X 29100 0 0
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 23883084 918227 X 864403 0 53824
BURLINGTON NORTHN SANTA FE CORP COM 12189T104 3366110 129416 X 123616 0 5800
BURLINGTON RES INC COM 122014103 2205346 51708 X 46501 0 5207
BURLINGTON RES INC COM 122014103 1734576 40670 X 34350 0 6320
BUSH INDS INC CL A 123164105 484 100 X 100 0 0
BUTLER MANUFACTURING CO COM 123655102 79335 4100 X 0 0 4100
BASF AG-SPONSORED ADR COM 055262505 6306 165 X 0 0 165
BCE INC COM 05534B109 3152 175 X 0 0 175
BP PLC-SPONS0RED ADR COM 055622104 17886 440 X 0 0 440
BMC SOFTWARE INC COM 055921100 6758 395 X 0 0 395
BANK OF AMERICA CORP COM 060505104 31307 450 X 0 0 450
BANK ONE CORPORATION COM 06423A103 2961 81 X 0 0 81
BARCLAYS PLC ADR COM 06738E204 20131 815 X 0 0 815
BARRICK GOLD CORP COM 067901108 8630 560 X 0 0 560
BAUSCH & LOMB INC COM 071707103 8640 240 X 0 0 240
BAXTER INTERNATIONAL INC COM 071813109 5516 197 X 0 0 197
BEAR STEARNS COS INC COM 073902108 11405 192 X 0 0 192
BECTON DICKINSON & CO COM 075887109 11662 380 X 0 0 380
BED BATH & BEYOND INCORPORATED COM 075896100 31077 900 X 0 0 900
BELLSOUTH CORP COM 079860102 99781 3857 X 0 0 3857
BEST BUY INC COM 086516101 7704 319 X 0 0 319
BHP LTD-SPONSORED ADR COM 088606108 7188 625 X 0 0 625
BIOGEN INC COM 090597105 1202 30 X 0 0 30
BIOMET INC COM 090613100 10346 361 X 0 0 361
BIOVAIL CORP COM 09067J109 18091 685 X 0 0 685
BIOSITE DIAGNOSTICS INC COM 090945106 32319 950 X 0 0 950
BLACK & DECKER CORP COM 091797100 1158 27 X 0 0 27
BLACKROCK INSD MUNI 3.65% COM 092474204 300000 12 12.00 12 0 X
BOEING COMPANY COM 097023105 114508 3471 X 0 0 3471
BORGWARNER INC COM 099724106 5042 100 X 0 0 100
BOSTON SCIENTIFIC CORP COM 101137107 1020 24 X 0 0 24
BRINKER INTERNATIONAL INC COM 109641100 4838 150 X 0 0 150
BRISTOL MYERS SQUIBB CO COM 110122108 3866 167 X 0 0 167
BRITISH AIRWAYS PLC ADR COM 110419306 5143 230 X 0 0 230
BROADCOM CORPORATION-CL A NEW COM 111320107 6250 415 X 0 0 415
BROWN FORMAN CORP CLASS B COM 115637209 2549 39 X 0 0 39
BURLINGTON RESOURCES INC COM 122014103 2260 53 X 0 0 53
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
C & D TECHNOLOGIES INC COM 124661109 432915 24500 X 17000 0 7500
C H ROBINSON WORLDWIDE INC COM 12541W100 110760 3550 X 0 0 3550
C H ROBINSON WORLDWIDE INC COM 12541W100 12480 400 X 400 0 0
C-COR.NET CORPORATION COM 125010108 78684 23700 X 23700 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
------------------------------
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 171985 29150 X 29150 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 236 40 X 40 0 0
CABLEVISION NY GROUP CL A 12686C109 540200 32270 X 6860 0 25410
CABLEVISION NY GROUP CL A 12686C109 51057 3050 X 3050 0 0
CABOT CORP COM 127055101 21063206 793640 X 792790 0 850
CABOT CORP COM 127055101 16624656 626400 X 616400 0 10000
CABOT MICROELECTRONICS CORP COM 12709P103 4807037 101844 X 91914 0 9930
CABOT MICROELECTRONICS CORP COM 12709P103 3613443 76556 X 76556 0 0
CABOT OIL & GAS COM 127097103 4585118 185033 X 184133 0 900
CABOT OIL & GAS COM 127097103 815758 32920 X 32920 0 0
CACI INTL INC CL A COM 127190304 662904 18600 X 18600 0 0
CADENCE DESIGN SYS INC COM 127387108 1195978 101440 X 83100 0 18340
CADENCE DESIGN SYS INC COM 127387108 64609 5480 X 4700 0 780
CAL DIVE INTERNATIONAL INC COM 127914109 3419250 145500 X 144500 0 1000
CALGON CARBON CORP COM 129603106 1895478 383700 X 246200 0 137500
CALIFORNIA COASTAL CMNTYS INC COM 129915203 603 109 X 109 0 0
CALIPER TECHNOLOGIES CORP COM 130876105 2368 800 X 800 0 0
CALLAWAY GOLF CO COM 131193104 4285183 323410 X 218310 0 105100
CALLAWAY GOLF CO COM 131193104 31800 2400 X 2400 0 0
CALPINE CORP COM 131347106 149797 45950 X 43880 0 2070
CALPINE CORP COM 131347106 32600 10000 X 200 0 9800
CAMBREX CORP COM 132011107 659635 21835 X 17335 0 4500
CAMBREX CORP COM 132011107 214491 7100 X 0 0 7100
CAMDEN NATIONAL CORP COM 133034108 677527 27997 X 27697 0 300
CAMINUS CORP COM 133766105 1836900 785000 X 536400 0 248600
CAMPBELL SOUP CO COM 134429109 1938763 82606 X 60012 0 22594
CAMPBELL SOUP CO COM 134429109 2823511 120303 X 118258 0 2045
CANADA SOUTHN PETE LTD 135231108 1726 637 X 218 0 419
CANNONDALE CORP COM 137798104 112 105 X 105 0 0
CANTERBURY CONSULTING GRP INC COM 138108303 347 1334 X 1334 0 0
CAPITAL BANCORP LTD COM 14056D105 12992 560 X 560 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 18027 460 X 460 0 0
CAPITAL CROSSING BK COM 140071101 662407 25400 X 25400 0 0
CAPITAL ONE FINL CORP COM 14040H105 10170957 342226 X 318686 0 23540
CAPITAL ONE FINL CORP COM 14040H105 1421062 47815 X 46915 0 900
CAPITAL PROPERTIES INC RI CL A COM 140430109 12165 1500 X 1500 0 0
CAPSTEAD MTG CORP COM 14067E506 18488 750 X 250 0 500
CAPTARIS INC COM 14071N104 50160 20900 X 20900 0 0
CARAUSTAR INDS INC COM 140909102 173484 18300 X 6200 0 12100
CARBO CERAMICS INC COM 140781105 340370 10100 X 10100 0 0
CARBO CERAMICS INC COM 140781105 337 10 X 10 0 0
CARDINAL HEALTH INC COM 14149Y108 39977695 675413 X 616392 0 59021
CARDINAL HEALTH INC COM 14149Y108 12324719 208223 X 182841 75 25307
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CAREER ED CORP COM 141665109 224000 5600 X 600 0 5000
CAREER ED CORP COM 141665109 106480 2662 X 262 0 2400
CAREMARK RX INC COM 141705103 5465639 336347 X 293816 0 42531
CAREMARK RX INC COM 141705103 236941 14581 X 12514 0 2067
CARLISLE COMPANIES INC 142339100 953230 23036 X 23036 0 0
CARLISLE COMPANIES INC 142339100 474877 11476 X 11376 0 100
CARMAX INC COM 143130102 2713612 151768 X 151768 0 0
CARMAX INC COM 143130102 302458 16916 X 15694 0 1222
CARNIVAL CORP CL A COM 143658102 6817288 273238 X 188357 0 84881
CARNIVAL CORP CL A COM 143658102 687173 27542 X 16312 0 11230
CARPENTER TECH CORP COM 144285103 32395 2602 X 2600 0 2
CARPENTER TECH CORP COM 144285103 28535 2292 X 1092 0 1200
CARREKER CORPORATION COM 144433109 69309 15300 X 15300 0 0
CARRINGTON LABS INC COM 144525102 910 1000 X 1000 0 0
CASCADE NATURAL GAS CORP COM 147339105 5676940 283847 X 185387 0 98460
CASELLA WASTE SYSTEMS INC CL A COM 147448104 96990 10910 X 10910 0 0
CASELLA WASTE SYSTEMS INC CL A COM 147448104 3556 400 X 0 0 400
CASEYS GEN STORES INC COM 147528103 6760677 553700 X 379700 0 174000
CASH AMERICAN INTERNATIONAL INC COM 14754D100 251804 26450 X 26450 0 0
CASH AMERICAN INTERNATIONAL INC COM 14754D100 4760 500 X 0 0 500
CASTLE A M & CO COM 148411101 44135 9700 X 888 0 8812
CASTLE A M & CO COM 148411101 69615 15300 X 15300 0 0
CASUAL MALE RETAIL GROUP INC COM 148711104 12268 3170 X 3170 0 0
CASUAL MALE RETAIL GROUP INC COM 148711104 4354 1125 X 1125 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 102770 8600 X 8600 0 0
CATELLUS DEV CORP COM 149111106 1016578 51213 X 1313 0 49900
CATELLUS DEV CORP COM 149111106 40157 2023 X 2023 0 0
CATERPILLAR INC COM 149123101 11441156 250244 X 198928 0 51316
CATERPILLAR INC COM 149123101 7471471 163418 X 159102 0 4316
CATHAY BANCORP INC COM 149150104 562252 14800 X 14800 0 0
CATHAY BANCORP INC COM 149150104 174754 4600 X 4600 0 0
CATO CORP NEW COM 149205106 453390 21000 X 16700 0 4300
CCBT FINANCIAL CO COM 12500Q102 511032 19900 X 17100 0 2800
CCBT FINANCIAL CO COM 12500Q102 1183848 46100 X 46100 0 0
CDI CORP 125071100 345344 12800 X 11700 0 1100
CEC ENTMT INC COM 125137109 9432422 307245 X 183220 0 124025
CELESTICA INC COM 15101Q108 29226001 2072766 X 2019823 0 52943
CELESTICA INC COM 15101Q108 1302191 92354 X 86154 0 6200
CELGENE CORP COM 151020104 622630 29000 X 4400 0 24600
CELGENE CORP COM 151020104 173370 8075 X 6275 0 1800
CELL GENESYS INC COM 150921104 1375922 123390 X 122390 0 1000
CELL GENESYS INC COM 150921104 2899 260 X 260 0 0
CELL PATHWAYS INC NEW 15114R101 410 1000 X 0 0 1000
CELL PATHWAYS INC NEW 15114R101 328 800 X 800 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CELL THERAPEUTICS INC COM 150934107 14467 1990 X 0 0 1990
CENDANT CORP COM 151313103 25515908 2434724 X 2235889 0 198835
CENDANT CORP COM 151313103 761288 72642 X 56752 0 15890
CENTER BANCORP INC COM 151408101 7434 315 X 315 0 0
CENTER BANCORP INC COM 151408101 143889 6097 X 6097 0 0
CENTER FINANCIAL CORP CALIF COM 15146E102 14819 1110 X 1110 0 0
CENTERPOINT ENERGY INC COM 15189T107 601001 70706 X 55590 0 15116
CENTERPOINT ENERGY INC COM 15189T107 538994 63411 X 61183 0 2228
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 21793 620 X 620 0 0
CENTEX CORP COM 152312104 7441146 148230 X 137526 0 10704
CENTEX CORP COM 152312104 1864428 37140 X 35140 0 2000
CENTILLIUM COMMUNICATIONS INC COM 152319109 13266 5870 X 5870 0 0
CENTRA SOFTWARE INC COM 15234X103 60200 60200 X 0 0 60200
CENTRA SOFTWARE INC COM 15234X103 632 632 X 632 0 0
CENTRAL PKG CORP COM 154785109 445096 23600 X 23600 0 0
CENTRAL VT PUB SVC CORP COM 155771108 204462 11185 X 9985 0 1200
CENTRAL VT PUB SVC CORP COM 155771108 73321 4011 X 3736 0 275
CENTURY ALUMINUM COMPANY COM 156431108 103740 14000 X 14000 0 0
CENTURY BANCORP CL A NON VTG 156432106 53040 2000 X 2000 0 0
CENTURY BUSINESS SVCS INC COM 156490104 11899 4490 X 4490 0 0
CENTURYTEL INC COM 156700106 26040258 886326 X 866362 0 19964
CENTURYTEL INC COM 156700106 1042961 35499 X 28999 0 6500
CEPHALON INC COM 156708109 2350664 48300 X 36300 0 12000
CEPHALON INC COM 156708109 25064 515 X 515 0 0
CEPHEID INC COM 15670R107 25490 5000 X 5000 0 0
CERIDIAN CORP COM 156779100 27398 1900 X 0 0 1900
CERIDIAN CORP COM 156779100 4715 327 X 327 0 0
CERNER CORP COM 156782104 4793096 153330 X 148700 0 4630
CERTEGY INC COM 156880106 612130 24934 X 19934 0 5000
CERTEGY INC COM 156880106 818497 33340 X 30540 0 2800
CH ENERGY GROUP INC COM 12541M102 677068 14520 X 14520 0 0
CH ENERGY GROUP INC COM 12541M102 197758 4241 X 4241 0 0
CHALONE WINE GROUP LTD COM 157639105 824 100 X 100 0 0
CHAMPION ENTERPRISES INC COM 158496109 92055 32300 X 27500 0 4800
CHARLES RIVER ASSOCIATES COM 159852102 1793630 126312 X 115810 0 10502
CHARLES RIVER LABORATORIES COM 159864107 375565 9760 X 1950 0 7810
CHARLES RIVER LABORATORIES COM 159864107 246272 6400 X 0 0 6400
CHARMING SHOPPES INC 161133103 1293417 309430 X 307230 0 2200
CHARTER COMMUN INC CL A COM 16117M107 90595 76775 X 5000 0 71775
CHARTER COMMUN INC CL A COM 16117M107 590 500 X 500 0 0
CHARTER MUNI MTG ACCEPT CO COM 160908109 355095 20443 X 20443 0 0
CHARTER ONE FINL INC COM 160903100 35381167 1231506 X 1169503 0 62003
CHARTER ONE FINL INC COM 160903100 3302255 114941 X 98193 0 16748
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CHASE CORP COM 16150R104 26438 2309 X 2309 0 0
CHASE CORP COM 16150R104 20610 1800 X 1800 0 0
CHECK POINT SOFTWARE TECH COM M22465104 429566 33120 X 26650 0 6470
CHECK POINT SOFTWARE TECH COM M22465104 830 64 X 64 0 0
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 7381742 1179192 X 797092 0 382100
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 14398 2300 X 2300 0 0
CHECKFREE CORP NEW COM 162813109 225118 14069 X 800 0 13269
CHECKPOINT SYS INC COM 162825103 219311 21210 X 16610 0 4600
CHEESECAKE FACTORY INC 163072101 2105412 58241 X 57441 0 800
CHEESECAKE FACTORY INC 163072101 14460 400 X 400 0 0
CHEMED CORP COM 163596109 226240 6400 X 2200 0 4200
CHEMICAL FINL CORP 163731102 28292 880 X 880 0 0
CHESAPEAKE CORP COM 165159104 176715 9900 X 9900 0 0
CHESAPEAKE ENERGY CORP COM 165167107 35604 4600 X 0 0 4600
CHESAPEAKE UTILITIES 165303108 21960 1200 X 1200 0 0
CHEVRONTEXACO CORP COM 166764100 96468995 1451098 X 1323295 0 127803
CHEVRONTEXACO CORP COM 166764100 70273748 1057066 X 997099 125 59842
CHICAGO MERCANTILE EXCHANGE COM 167760107 17464 400 X 0 0 400
CHICAGO MERCANTILE EXCHANGE COM 167760107 8732 200 X 200 0 0
CHICOS FAS INC COM 168615102 1319256 69765 X 55990 0 13775
CHICOS FAS INC COM 168615102 22692 1200 X 1200 0 0
CHILDRENS PL RETAIL STORES INC 168905107 184072 17300 X 17300 0 0
CHINADOTCOM CORPORATION COM G2108N109 566 200 X 200 0 0
CHIQUITA BRANDS INTL INC COM 170032809 13393 1010 X 305 0 705
CHIQUITA BRANDS INTL INC COM 170032809 13631 1028 X 808 0 220
CHIRON CORP COM 170040109 916613 24378 X 22978 0 1400
CHIRON CORP COM 170040109 287866 7656 X 7656 0 0
CHITTENDEN CORP 170228100 699350 27447 X 26447 0 1000
CHITTENDEN CORP 170228100 404724 15884 X 10359 0 5525
CHOICEPOINT INC COM 170388102 759827 19241 X 14937 0 4304
CHOICEPOINT INC COM 170388102 755444 19130 X 13064 0 6066
CHOLESTECH CORP COM 170393102 34104 4900 X 0 0 4900
CHORDIANT SOFTWARE INC COM 170404107 4968 3450 X 3450 0 0
CHRISTOPHER & BANKS CORP COM 171046105 597600 28800 X 16700 0 12100
CHROMAVISION MED SYS INC COM 17111P104 399 300 X 300 0 0
CHUBB CORP 171232101 17106932 327719 X 265640 0 62079
CHUBB CORP 171232101 6467423 123897 X 119665 50 4182
CHURCH & DWIGHT CO COM 171340102 73032 2400 X 900 0 1500
CHURCH & DWIGHT CO COM 171340102 88247 2900 X 500 0 2400
CIBER INC COM 17163B102 218360 42400 X 42400 0 0
CIENA COM 171779101 367407 71480 X 56720 0 14760
CIENA COM 171779101 11925 2320 X 100 0 2220
CIGNA CORP COM 125509109 27972702 680270 X 642091 0 38179
CIGNA CORP COM 125509109 20164960 490393 X 471390 0 19003
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CIMA LABS INC COM 171796105 268520 11100 X 9300 0 1800
CIMAREX ENERGY CO COM 171798101 4990950 278824 X 196624 0 82200
CIMAREX ENERGY CO COM 171798101 244389 13653 X 1153 0 12500
CINCINNATTI FINL CORP COM 172062101 1333738 35519 X 35088 0 431
CINCINNATTI FINL CORP COM 172062101 929926 24765 X 24765 0 0
CINERGY CORP COM 172474108 1154539 34239 X 17982 0 16257
CINERGY CORP COM 172474108 782338 23201 X 12301 0 10900
CINTAS CORP COM 172908105 1822680 39840 X 39440 0 400
CINTAS CORP COM 172908105 724223 15830 X 14780 0 1050
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 6900 2000 X 2000 0 0
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 503752 146015 X 0 0 146015
CIPRICO INC COM 172529109 97020 29400 X 0 0 29400
CIRCOR INTL INC COM 17273K109 9810300 617000 X 435700 0 181300
CIRCUIT CITY GROUP COM 172737108 3925121 528992 X 519470 0 9522
CIRCUIT CITY GROUP COM 172737108 423311 57050 X 51150 0 5900
CIRRUS LOGIC INC COM 172755100 35136 12200 X 12200 0 0
CISCO SYS INC COM 17275R102 193745908 14789764 X 13820802 0 968962
CISCO SYS INC COM 17275R102 56258474 4294540 X 4016799 3981 273760
CIT GROUP INC COM 125581108 835940 42650 X 0 0 42650
CITIBANK WEST FSB COM 17306J202 140 100 X 100 0 0
CITIGROUP INC COM 172967101 467889970 13296106 X 12468409 38 827659
CITIGROUP INC COM 172967101 133567164 3795600 X 3546035 2308 247257
CITIZENS COMMUNICATIONS CO COM 17453B101 616226 58410 X 55410 0 3000
CITIZENS COMMUNICATIONS CO COM 17453B101 550995 52227 X 43945 0 8282
CITRIX SYSTEMS INC COM 177376100 3678801 298604 X 289604 0 9000
CITRIX SYSTEMS INC COM 177376100 2464 200 X 200 0 0
CITY NATL CORP COM 178566105 787421 17900 X 16900 0 1000
CITY NATL CORP COM 178566105 76103 1730 X 1730 0 0
CLAIRES STORES INC COM 179584107 11035 500 X 500 0 0
CLARCOR INC COM 179895107 2458974 76200 X 49300 0 26900
CLARCOR INC COM 179895107 12908 400 X 400 0 0
CLARK/BARDES INC COM 180668105 1925 100 X 100 0 0
CLAYTON HOMES INC 184190106 122421 10051 X 8371 0 1680
CLAYTON HOMES INC 184190106 62642 5143 X 2460 0 2683
CLEAN HBRS INC COM 184496107 4668 300 X 300 0 0
CLEAR CHANNEL COMMUNICATIONS INC 184502102 7230717 193905 X 175324 0 18581
CLEAR CHANNEL COMMUNICATIONS INC 184502102 110490 2963 X 1078 0 1885
CLECO CORP NEW COM 12561W105 1008 72 X 72 0 0
CLECO CORP NEW COM 12561W105 358904 25636 X 21136 0 4500
CLEVELAND-CLIFFS INC COM 185896107 132995 6700 X 6700 0 0
CLOROX CO COM 189054109 2831111 68633 X 30405 0 38228
CLOROX CO COM 189054109 2365234 57339 X 52539 0 4800
CLOSURE MEDICAL CORP COM 189093107 8070 770 X 570 0 200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CMGI INC COM 125750109 7685 7834 X 7834 0 0
CMGI INC COM 125750109 196 200 X 200 0 0
CMS ENERGY CORP 125896100 331571 35124 X 19266 0 15858
CMS ENERGY CORP 125896100 7552 800 X 800 0 0
CNET NETWORKS INC COM 12613R104 8623 3182 X 3182 0 0
CNF INC COM 12612W104 136284 4100 X 4050 0 50
COACH INC COM 189754104 381872 11600 X 9500 0 2100
COACH INC COM 189754104 134972 4100 X 500 0 3600
COACHMEN INDS INC COM 189873102 167480 10600 X 10600 0 0
COCA COLA BOTTLING CO CONS COM 191098102 374158 5800 X 600 0 5200
COCA COLA CO COM 191216100 139677353 3186071 X 2963455 0 222616
COCA COLA CO COM 191216100 91261640 2081698 X 1985687 500 95511
COCA COLA ENTERPRISES INC COM 191219104 1594552 73414 X 67405 0 6009
COCA COLA ENTERPRISES INC COM 191219104 481055 22148 X 20548 0 1600
COEUR D'ALENE MINES CORP COM 192108108 614 320 X 320 0 0
COEUR D'ALENE MINES CORP COM 192108108 1920 1000 X 1000 0 0
COGNEX CORP COM 192422103 611876 33200 X 30100 0 3100
COGNEX CORP COM 192422103 33414 1813 X 1813 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 167935 2325 X 0 0 2325
COHERENT INC COM 192479103 383040 19200 X 16600 0 2600
COHU INC COM 192576106 205800 14000 X 14000 0 0
COINSTAR INC COM 19259P300 2265 100 X 100 0 0
COINSTAR INC COM 19259P300 10351 457 X 457 0 0
COLE NATL CORP NEW CL A COM 193290103 91200 8000 X 8000 0 0
COLGATE PALMOLIVE CO COM 194162103 29241312 557721 X 506087 0 51634
COLGATE PALMOLIVE CO COM 194162103 20931314 399224 X 378318 0 20906
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 5694 600 X 600 0 0
COLLINS & AIKMAN CORP NEW COM 194830204 44500 10000 X 0 0 10000
COLONIAL BANCGROUP INC COM 195493309 40562 3400 X 0 0 3400
COLUMBIA BKG SYS INC COM 197236102 13203 1047 X 1047 0 0
COLUMBIA LABS INC COM 197779101 360 107 X 107 0 0
COLUMBIA LABS INC COM 197779101 20160 6000 X 6000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 17768 400 X 400 0 0
COMCAST CORP CL A COM 20030N101 33961047 1440859 X 1345377 0 95482
COMCAST CORP CL A COM 20030N101 24143505 1024332 X 905755 338 118239
COMCAST CORP SPL CL A COM 20030N200 13310773 589233 X 471128 0 118105
COMCAST CORP SPL CL A COM 20030N200 5158291 228344 X 196264 125 31955
COMERICA INC COM 200340107 5391898 124697 X 120139 0 4558
COMERICA INC COM 200340107 1624094 37560 X 37560 0 0
COMFORT SYS USA INC COM 199908104 11055 3300 X 3300 0 0
COMMERCE BANCORP INC NJ COM 200519106 454100 10514 X 10514 0 0
COMMERCE BANCORP INC NJ COM 200519106 1809229 41890 X 41890 0 0
COMMERCE BANCSHARES INC COM 200525103 120345 3063 X 2100 0 963
COMMERCE BANCSHARES INC COM 200525103 2279095 58007 X 58007 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
COMMERCE GROUP INC MA COM 200641108 20620 550 X 550 0 0
COMMERCE GROUP INC MA COM 200641108 3106234 82855 X 82855 0 0
COMMERCE ONE INC COM 200693208 220 80 X 80 0 0
COMMERCIAL BANKSHARES INC COM 201607108 11072 320 X 320 0 0
COMMERCIAL FED CORP COM 201647104 814682 34890 X 16100 0 18790
COMMERCIAL METALS CO COM 201723103 772634 47576 X 30244 0 17332
COMMERCIAL METALS CO COM 201723103 61712 3800 X 3800 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 21033 1372 X 0 0 1372
COMMONWEALTH INDS INC DEL COM 203004106 71715 10500 X 10500 0 0
COMMONWEALTH TEL ENTERPRISE COM CL B 203349204 2499 68 X 68 0 0
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 178125 4970 X 70 0 4900
COMMONWEALTH TEL ENTERPRISES INC COM 203349105 66304 1850 X 1850 0 0
COMMSCOPE INC COM 203372107 39500 5000 X 0 0 5000
COMMUNICATION INTELLIGENCE CORP COM 20338K106 2800 8000 X 6000 0 2000
COMMUNICATION INTELLIGENCE CORP COM 20338K106 6851 19573 X 19573 0 0
COMMUNITY BANK SYS COM 203607106 451440 14400 X 14400 0 0
COMMUNITY BANK SYS COM 203607106 187849 5992 X 5992 0 0
COMMUNITY BKS INC COM 203628102 106008 3827 X 3827 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 710980 26870 X 26870 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 7938 300 X 0 0 300
COMMUNITY HEALTH SYS INC COM 203668108 559327 27165 X 22000 0 5165
COMMUNITY HEALTH SYS INC COM 203668108 11901 578 X 98 0 480
COMMUNITY TRUST BANCORP INC COM 204149108 12821 510 X 510 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 5161 730 X 730 0 0
COMPUDYNE CORP COM 204795306 270470 43000 X 43000 0 0
COMPUDYNE CORP COM 204795306 27676 4400 X 4400 0 0
COMPUTER ASSOCIATES INTL INC COM 204912109 1672853 123915 X 49661 0 74254
COMPUTER ASSOCIATES INTL INC COM 204912109 323109 23934 X 23934 0 0
COMPUTER HORIZONS CORP COM 205908106 13701 4190 X 4190 0 0
COMPUTER MOTION INC COM 205253107 206 200 X 200 0 0
COMPUTER NETWORK TECHNOLOGY CORP COM 204925101 25127 3539 X 3539 0 0
COMPUTER SCIENCES CORP COM 205363104 26712737 775406 X 718481 0 56925
COMPUTER SCIENCES CORP COM 205363104 2226779 64638 X 54188 0 10450
COMPUTER TASK GROUP INC COM 205477102 7298082 2091141 X 1420541 0 670600
COMPUTERIZED THERMAL IMAGING COM 20557C108 1178 6200 X 6200 0 0
COMPUTERIZED THERMAL IMAGING COM 20557C108 684 3600 X 3600 0 0
COMPUWARE CORP COM 205638109 1032240 215050 X 204756 0 10294
COMVERSE TECHNOLOGY INC COM 205862402 518014 51698 X 22948 0 28750
COMVERSE TECHNOLOGY INC COM 205862402 1002 100 X 100 0 0
CONAGRA FOODS INC COM 205887102 34219933 1368250 X 1292686 0 75564
CONAGRA FOODS INC COM 205887102 6961859 278363 X 274913 0 3450
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CONCERTO SOFTWARE INC COM 20602T106 52650 7800 X 7800 0 0
CONCORD CAMERA CORP COM 206156101 97740 18000 X 18000 0 0
CONCORD COMMUNICATIONS INC COM 206186108 100688 11200 X 11200 0 0
CONCORD COMMUNICATIONS INC COM 206186108 2697 300 X 300 0 0
CONCORD EFS INC COM 206197105 11512582 731422 X 691325 0 40097
CONCORD EFS INC COM 206197105 980429 62289 X 57459 0 4830
CONCURRENT COMPUTER CORP COM 206710204 6106 2120 X 2120 0 0
CONCURRENT COMPUTER CORP COM 206710204 864 300 X 300 0 0
CONDUCTUS INC COM 206784100 13200 20000 X 20000 0 0
CONE MLS CORP N C COM 206814105 172 100 X 100 0 0
CONEXANT SYSTEMS INC COM 207142100 58957 36619 X 36619 0 0
CONEXANT SYSTEMS INC COM 207142100 20891 12976 X 12976 0 0
CONMED CORP COM 207410101 1051239 53662 X 23625 0 30037
CONMED CORP COM 207410101 14653 748 X 0 0 748
CONNECTICUT WTR SVC INC COM 207797101 188930 7488 X 7488 0 0
CONNECTICUT WTR SVC INC COM 207797101 88056 3490 X 3490 0 0
CONOCOPHILLIPS COM 20825C104 153426641 3170627 X 2985566 0 185061
CONOCOPHILLIPS COM 20825C104 31090188 642492 X 609222 776 32494
CONSOLIDATED EDISON INC COM 209115104 63792722 1489788 X 1446057 0 43731
CONSOLIDATED EDISON INC COM 209115104 12840648 299875 X 266425 100 33350
CONSOLIDATED GRAPHICS INC COM 209341106 218273 9810 X 9810 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 3338 150 X 0 0 150
CONSOLIDATED TOMOKA LD CO 210226106 3253 169 X 169 0 0
CONSTAR INTL INC COM 21036U107 2325325 197900 X 196300 0 1600
CONSTELLATION BRANDS INC CL A COM 21036P108 2354403 99300 X 84350 0 14950
CONSTELLATION BRANDS INC CL A COM 21036P108 26081 1100 X 1100 0 0
CONSTELLATION BRANDS INC CL B COM 21036P207 9540 400 X 400 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 3857939 138675 X 86282 0 52393
CONSTELLATION ENERGY GROUP INC COM 210371100 2205486 79277 X 76152 0 3125
CONVERGYS CORP COM 212485106 2894968 191087 X 182587 0 8500
CONVERGYS CORP COM 212485106 124291 8204 X 8204 0 0
COOPER CAMERON CORP COM 216640102 1199417 24075 X 150 0 23925
COOPER CAMERON CORP COM 216640102 64866 1302 X 1302 0 0
COOPER COMPANIES INC COM 216648402 572958 22900 X 20200 0 2700
COOPER COMPANIES INC COM 216648402 705564 28200 X 0 0 28200
COOPER TIRE & RUBBER CO COM 216831107 6098877 397580 X 235057 0 162523
COOPER TIRE & RUBBER CO COM 216831107 108531 7075 X 7075 0 0
COORS ADOLPH CO CL B 217016104 378341 6177 X 2942 0 3235
COORS ADOLPH CO CL B 217016104 1103 18 X 18 0 0
COPART INC COM 217204106 659784 55725 X 600 0 55125
COPPER MOUNTAIN NETWORKS INC COM 217510205 554 130 X 0 0 130
COPPER MOUNTAIN NETWORKS INC COM 217510205 43 10 X 10 0 0
COPYTELE INC COM 217721109 9477 49880 X 49880 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
COREL CORPORATION COM 21868Q109 40 50 X 50 0 0
CORINTHIAN COLLEGES INC COM 218868107 1188804 31400 X 28100 0 3300
CORINTHIAN COLLEGES INC COM 218868107 111687 2950 X 50 0 2900
CORN PRODS INTL INC COM 219023108 9452685 313730 X 225110 0 88620
CORN PRODS INTL INC COM 219023108 323807 10747 X 10247 0 500
CORNELL COMPANIES INC COM 219141108 6640200 737800 X 534400 0 203400
CORNING INC COM 219350105 1778675 537364 X 366714 0 170650
CORNING INC COM 219350105 2342444 707687 X 401277 0 306410
CORPORATE EXECUTIVE BRD CO COM 21988R102 4480610 140370 X 135270 0 5100
CORPORATE EXECUTIVE BRD CO COM 21988R102 96558 3025 X 25 0 3000
CORUS BANKSHARES INC COM 220873103 22267 510 X 510 0 0
CORVIS CORP COM 221009103 213 300 X 200 0 100
CORVIS CORP COM 221009103 1207 1700 X 100 0 1600
COST PLUS INC CA COM 221485105 1998299 69700 X 69300 0 400
COSTAR GROUP INC COM 22160N109 18450 1000 X 1000 0 0
COSTCO WHOLESALE CORP COM NEW 22160K105 24846653 885483 X 841907 0 43576
COSTCO WHOLESALE CORP COM NEW 22160K105 1740786 62038 X 56738 0 5300
COUNTRYWIDE FINANCIAL CORP COM 222372104 19431505 376215 X 371370 0 4845
COUNTRYWIDE FINANCIAL CORP COM 222372104 500489 9690 X 4690 0 5000
COUSINS PROPERTIES INC 222795106 2754050 111500 X 11400 0 100100
COVANCE INC COM 222816100 85131 3462 X 1062 0 2400
COVANCE INC COM 222816100 172892 7031 X 6201 0 830
COVANSYS CORP COM 22281W103 23788 6330 X 6330 0 0
COVENANT TRANS INC CL A COM 22284P105 20666 1090 X 1090 0 0
COVENTRY HEALTH CARE INC COM 222862104 1222163 42100 X 35500 0 6600
COVENTRY HEALTH CARE INC COM 222862104 20321 700 X 700 0 0
COX COMMUNICATIONS INC CL A NEW COM 224044107 1642599 57838 X 40588 0 17250
COX COMMUNICATIONS INC CL A NEW COM 224044107 320551 11287 X 8905 0 2382
COX RADIO INC CL A COM 224051102 520068 22800 X 22800 0 0
CPI CORP COM 125902106 76797 5300 X 5300 0 0
CRACKER BARRELL GROUP INC COM 12489V106 48208 1600 X 0 0 1600
CRACKER BARRELL GROUP INC COM 12489V106 21091 700 X 700 0 0
CRANE CO COM 224399105 350628 17593 X 17240 0 353
CRANE CO COM 224399105 63776 3200 X 3200 0 0
CRAWFORD & CO CL A COM 224633206 68454 16696 X 16696 0 0
CRAWFORD & CO CL B COM 224633107 95835 19167 X 19167 0 0
CRAY INC COM 225223106 384 50 X 50 0 0
CREATIVE TECHNOLOGY LTD Y1775U107 1416 200 X 200 0 0
CREDENCE SYS CORP COM 225302108 280 30 X 30 0 0
CREE INC COM 225447101 343677 21020 X 11300 0 9720
CREE INC COM 225447101 138975 8500 X 6000 0 2500
CRITICAL PATH COM 22674V100 355 696 X 696 0 0
CROMPTON CORP COM 227116100 8028930 1349400 X 120106 0 1229294
CROMPTON CORP COM 227116100 2488855 418295 X 418295 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CROSS A T CO CL A COM 227478104 595295 111270 X 111270 0 0
CROSS A T CO CL A COM 227478104 2769160 517600 X 517600 0 0
CROSS COUNTRY INC COM 22748P105 7352 527 X 527 0 0
CROSS MEDIA MARKETING CORP COM 22754R201 11 20 X 20 0 0
CROSSROADS SYSTEMS COM 22765D100 22650 23350 X 23350 0 0
CROWN CASTLE INTL CORP COM 228227104 315 84 X 0 0 84
CROWN CASTLE INTL CORP COM 228227104 7500 2000 X 2000 0 0
CROWN CORK & SEAL INC COM 228255105 2238800 281610 X 221600 0 60010
CROWN MEDIA HLDGS INC CL A COM 228411104 2034 900 X 900 0 0
CRYO-CELL INTL INC COM 228895108 8150 5000 X 5000 0 0
CRYOLIFE INC COM 228903100 87083 12750 X 12750 0 0
CSP INCORPORATED COM 126389105 8904 3450 X 3450 0 0
CSX CORP COM 126408103 7839549 276918 X 223615 0 53303
CSX CORP COM 126408103 2427922 85762 X 77362 0 8400
CT COMMUNICATIONS INC COM 126426402 4821665 426696 X 300400 0 126296
CTI MOLECULAR IMAGING INC COM 22943D105 241298 9785 X 0 0 9785
CTI MOLECULAR IMAGING INC COM 22943D105 4932 200 X 200 0 0
CTS CORP COM 126501105 204600 26400 X 22700 0 3700
CTS CORP COM 126501105 1550 200 X 200 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 41150 5000 X 5000 0 0
CULLEN FROST BANKERS INC COM 229899109 1217094 37220 X 29220 0 8000
CUMMINS INC COM 231021106 1141431 40577 X 38536 0 2041
CUMMINS INC COM 231021106 30943 1100 X 1100 0 0
CUMULUS MEDIA INC COM 231082108 74150 5000 X 0 0 5000
CUNO INCORPORATED COM 126583103 3270236 98739 X 98264 0 475
CURAGEN CORP COM 23126R101 4046 870 X 870 0 0
CURATIVE HEALTH SERVICES INC 231264102 131100 7600 X 7600 0 0
CURIS INC COM 231269101 5150 5000 X 5000 0 0
CURON MEDICAL INC COM 231292103 2560 4000 X 4000 0 0
CURTISS WRIGHT CORP CL B COM 231561408 48469 778 X 778 0 0
CURTISS WRIGHT CORP CL B COM 231561408 212692 3414 X 3368 0 46
CURTISS-WRIGHT CORP COM 231561101 459504 7200 X 6700 0 500
CURTISS-WRIGHT CORP COM 231561101 2553 40 X 40 0 0
CV THERAPEUTICS INC COM 126667104 9410994 516520 X 392320 0 124200
CV THERAPEUTICS INC COM 126667104 10932 600 X 600 0 0
CVS CORP COM 126650100 111991199 4485030 X 4276253 0 208777
CVS CORP COM 126650100 19609740 785332 X 720901 550 63881
CYBERONICS INC COM 23251P102 180320 9800 X 0 0 9800
CYBEX INTERNATIONAL INC COM 23252E106 7000 5000 X 0 0 5000
CYGNUS INC COM 232560102 60 91 X 0 0 91
CYMER INC COM 232572107 3802275 117900 X 117200 0 700
CYPRESS SEMICONDUCTOR CORP 232806109 105534 18450 X 18450 0 0
CYTEC INDS INC COM 232820100 74611 2735 X 2735 0 0
CYTEC INDS INC COM 232820100 127043 4657 X 4457 0 200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
CYTOGEN CORP COM 232824300 2226 685 X 685 0 0
CYTYC CORP COM 232946103 126337 12386 X 12286 0 100
CYTYC CORP COM 232946103 737052 72260 X 72260 0 0
CIGNA CORP 12550910 9 1604 39 X 0 0 39
CMS ENERGY CORP 125896100 142 15 X 0 0 15
CSG SYSTEM INTERNATIONAL 126349109 4095 300 X 0 0 300
CVS CORP 126650100 16480 660 X 0 0 660
CABLE & WIRELESS PUBLIC LTD CO ADR 126830207 1887 810 X 0 0 810
CADBURY SCHWEPPES PLC-SP ADR 127209302 53269 2080 X 0 0 2080
CANON INC-SPONSORED ADR 138006309 42378 1150 X 0 0 1150
CAPITAL ONE FINANCIAL CORP 14040H105 6776 228 X 0 0 228
CARDINAL HEALTH INC 14149Y108 91804 1551 X 0 0 1551
CARMAX INC 143130102 6616 370 X 0 0 370
CARNIVAL CORPORATION COMMON 143658102 105414 4225 X 0 0 4225
CELESTICA INC 15101Q108 2820 200 X 0 0 200
CEMEX SA DE CV-SPONSORED ADR 151290889 2796 130 X 0 0 130
CENTEX CORP 152312104 753 15 X 0 0 15
CENTRAL GARDEN & PET CO 153527106 3702 200 X 0 0 200
CENTRAL PARKING CORP 154785109 3772 200 X 0 0 200
CHARTER ONE FINANCIAL INC 160903100 12009 418 X 0 0 418
CHEVRONTEXACO CORP 166764100 10437 157 X 0 0 157
CHIRON CORP 170040109 1203 32 X 0 0 32
CHUBB CORP 171232101 120008 2299 X 0 0 2299
CHUBB CORP 171232101 307876 5898 X 5898 0 -
CIENA CORP 171779101 380 74 X 0 0 74
CINCINNATI FINANCIAL CORP 172062101 166572 4436 X 0 0 4436
CISCO SYSTEMS INC 17275R102 71133 5430 X 0 0 5430
CINTAS CORP 172908105 1464 32 X 0 0 32
CITIGROUP INC 172967101 199879 5680 X 0 0 5680
CITRIX SYSTEM INC 177376100 727 59 X 0 0 59
CITY NATIONAL CORP 178566105 8798 200 X 0 0 200
CLAYTON HOMES INC 184190106 6699 550 X 0 0 550
CLEAR CHANNEL COMMUNICATIONS INC 184502102 188576 5057 X 0 0 5057
CLOROX CO 189054109 8663 210 X 0 0 210
COCA COLA CO 191216100 128364 2928 X 0 0 2928
COCA COLA ENTERPRISES INC 191219104 304 14 X 0 0 14
COCA-COLA FEMSA S A ADR 191241108 5818 325 X 0 0 325
COLGATE PALMOLIVE CO 194162103 90966 1735 X 0 0 1735
COMCAST CORP CL A 20030N101 3842 163 X 0 0 163
COMCAST CORP CLASS A SPECIAL 20030N200 7071 313 X 0 0 313
COMERICA INC 200340107 2292 53 X 0 0 53
COMPUTER ASSOCIATES INTL INC 204912109 6872 509 X 0 0 509
COMPUTER SCIENCES CORP 205363104 792 23 X 0 0 23
CONAGRA INC 205887102 15706 628 X 0 0 628
CONCORD EFS INC 206197105 94361 5995 X 0 0 5995
CONOCOPHILLIPS 20825C104 116910 2416 X 0 0 2416
CONSTELLATION ENERGY GROUP 210371100 584 21 X 0 0 21
COOPER COMPANIES INC 216648402 40032 1600 X 0 0 1600
COSTCO WHOLESALE CORP 22160K105 3367 120 X 0 0 120
COUNTRYWIDE FINANCIAL CORP 222372104 15495 300 X 0 0 300
CYTEC INDUSTRIES INC 232820100 143220 5250 X 0 0 5250
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
D & K HEALTHCARE RESOURCES COM 232861104 15259 1490 X 1490 0 0
D R HORTON INC COM 23331A109 1397664 80557 X 31603 0 48954
DAISYTEK INTL CORP COM 234053106 1739366 219340 X 217840 0 1500
DAKTRONICS INC COM 234264109 4014 300 X 300 0 0
DANA CORP COM 235811106 628219 53420 X 20766 0 32654
DANA CORP COM 235811106 1266552 107700 X 107600 0 100
DANAHER CORP COM 235851102 9119883 138811 X 118293 0 20518
DANAHER CORP COM 235851102 673228 10247 X 5052 0 5195
DARDEN RESTAURANTS INC COM 237194105 12517956 612125 X 562972 0 49153
DARDEN RESTAURANTS INC COM 237194105 1482155 72477 X 52154 0 20323
DATASCOPE CORP 238113104 9579510 386255 X 293055 0 93200
DATATEC SYS INC COM 238128102 26 18 X 18 0 0
DAVITA INC COM 23918K108 2613490 105938 X 78717 0 27221
DAVITA INC COM 23918K108 57506 2331 X 1500 0 831
DEAN FOODS CO COM 242370104 3039232 81920 X 50070 0 31850
DEAN FOODS CO COM 242370104 1012088 27280 X 2680 0 24600
DEERE JOHN & CO COM 244199105 15405692 336002 X 300294 0 35708
DEERE JOHN & CO COM 244199105 6598778 143921 X 132982 0 10939
DEL MONTE FOODS CO COM 24522P103 1548994 201168 X 187144 0 14024
DEL MONTE FOODS CO COM 24522P103 852613 110729 X 92851 0 17878
DELL COMPUTER CORP COM 247025109 57856910 2163684 X 1974436 0 189248
DELL COMPUTER CORP COM 247025109 11008644 411692 X 384972 1200 25520
DELPHI CORPORATION COM 247126105 9615532 1194476 X 1099975 0 94501
DELPHI CORPORATION COM 247126105 1055862 131163 X 126662 0 4501
DELPHI FINL GROUP INC CL A 247131105 1310000 34510 X 14110 0 20400
DELPHI FINL GROUP INC CL A 247131105 4745 125 X 0 0 125
DELTA & PINE LAND CO COM 247357106 20461025 1002500 X 702100 0 300400
DELTA AIR LINES INC DEL COM 247361108 236894 19578 X 14930 0 4648
DELTA AIR LINES INC DEL COM 247361108 73495 6074 X 5864 0 210
DELTA APPAREL INC COM 247368103 16632 1080 X 1080 0 0
DELTIC TIMBER CORP COM 247850100 284675 10662 X 10662 0 0
DELTIC TIMBER CORP COM 247850100 27154 1017 X 1017 0 0
DELUXE CORP COM 248019101 1176190 27938 X 25933 0 2005
DELUXE CORP COM 248019101 804784 19116 X 18916 0 200
DENDREON CORP COM 24823Q107 18585 3500 X 3500 0 0
DENDRITE INTL INC COM 248239105 307764 41200 X 26100 0 15100
DENTSPLY INTL INC NEW COM 249030107 29834 802 X 402 0 400
DENTSPLY INTL INC NEW COM 249030107 104160 2800 X 0 0 2800
DEPARTMENT 56 INC COM 249509100 109650 8500 X 8500 0 0
DEPOMED INC COM 249908104 4000 2000 X 2000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
DETWILER MITCHELL & CO COM 251464103 7875 7500 X 0 0 7500
DEVON ENERGY CORPORATION COM 25179M103 1120373 24409 X 15459 0 8950
DEVON ENERGY CORPORATION COM 25179M103 76194 1660 X 1660 0 0
DEVRY INC DEL COM 251893103 48418 2915 X 2915 0 0
DEVRY INC DEL COM 251893103 13288 800 X 0 0 800
DIAGNOSTIC PRODUCTS COM 252450101 784372 20310 X 18700 0 1610
DIAGNOSTIC PRODUCTS COM 252450101 38620 1000 X 0 0 1000
DIAL CORP COM 25247D101 330625 16231 X 7831 0 8400
DIAL CORP COM 25247D101 40883 2007 X 1061 0 946
DIAMETRICS MEDICAL INC COM 252532106 1650 1000 X 1000 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1113891 50979 X 43499 0 7480
DIAMOND OFFSHORE DRILLING INC COM 25271C102 8740 400 X 0 0 400
DIAMONDCLUSTER INTL INC CL A COM 25278P106 9420 3000 X 3000 0 0
DIANON SYS INC COM 252826102 386451 8100 X 8100 0 0
DICE INC COM 25301P107 85 500 X 500 0 0
DICKS SPORTING GOODS INC COM 253393102 2208 115 X 115 0 0
DIEBOLD INC COM 253651103 11395393 276453 X 252703 0 23750
DIEBOLD INC COM 253651103 2344017 56866 X 39586 0 17280
DIGEX INC COM 253756100 258 600 X 600 0 0
DIGI INTL INC COM 253798102 42486 14600 X 14600 0 0
DIGITAL GENERATION SYS INC COM 253921100 7490 7000 X 7000 0 0
DIGITAL INSIGHT CORP COM 25385P106 65175 7500 X 0 0 7500
DIGITAL RIV INC COM 25388B104 9620 805 X 805 0 0
DIGITAS INC COM 25388K104 2422 700 X 700 0 0
DILLARDS INC CL A COM 254067101 141075 8895 X 7098 0 1797
DILLARDS INC CL A COM 254067101 10309 650 X 650 0 0
DIME CMNTY BANCORP INC COM 253922108 439971 22975 X 16950 0 6025
DIMON INC COM 254394109 181200 30200 X 30200 0 0
DIONEX CORP COM 254546104 409446 13800 X 0 0 13800
DIONEX CORP COM 254546104 44505 1500 X 1500 0 0
DIRECT INSITE CORPORATION COM 25457C207 15 6 X 0 0 6
DISNEY WALT CO COM 254687106 114414275 7014977 X 6590503 0 424474
DISNEY WALT CO COM 254687106 23977478 1470109 X 1387131 1000 81978
DITECH COMMUNICATIONS CORP COM 25500M103 4360 2000 X 2000 0 0
DIVERSA CORP COM 255064107 7874 870 X 0 0 870
DIVERSIFIED CORPORATE RES INC COM 255153108 9600 40000 X 40000 0 0
DIVINE INC CLASS A COM 255402406 532 380 X 380 0 0
DOCUMENTUM INC COM 256159104 27875 1780 X 1780 0 0
DOLE FOOD INC COM 256605106 7526 231 X 231 0 0
DOLE FOOD INC COM 256605106 33492 1028 X 1028 0 0
DOLLAR GEN CORP COM 256669102 819615 68587 X 67155 0 1432
DOLLAR GEN CORP COM 256669102 314285 26300 X 25300 0 1000
DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 57105 2700 X 0 0 2700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
DOLLAR TREE STORES INC COM 256747106 4802501 195462 X 153235 0 42227
DOLLAR TREE STORES INC COM 256747106 77445 3152 X 2647 0 505
DOMINION RES INC VA COM 25746U109 37663706 686042 X 629005 0 57037
DOMINION RES INC VA COM 25746U109 10306487 187732 X 172704 100 14928
DONALDSON INC COM 257651109 384300 10675 X 10000 0 675
DONNELLEY R R & SONS CO 257867101 2337619 107378 X 93767 0 13611
DONNELLEY R R & SONS CO 257867101 1982529 91067 X 83267 0 7800
DOUBLECLICK INC COM 258609304 27734 4900 X 1100 0 3800
DOUBLECLICK INC COM 258609304 11886 2100 X 2100 0 0
DOVER CORP COM 260003108 14504651 497416 X 487564 0 9852
DOVER CORP COM 260003108 17796815 610316 X 583387 600 26329
DOW CHEMICAL CO COM 260543103 31531658 1061672 X 902044 150 159478
DOW CHEMICAL CO COM 260543103 26478827 891543 X 873622 400 17521
DOW JONES & CO INC COM 260561105 4940886 114293 X 103786 0 10507
DOW JONES & CO INC COM 260561105 100812 2332 X 2332 0 0
DOWNEY FINANCIAL CORP COM 261018105 721500 18500 X 18500 0 0
DPL INC COM 233293109 71715 4675 X 4675 0 0
DPL INC COM 233293109 87745 5720 X 5720 0 0
DQE INC COM 23329J104 28194 1850 X 1850 0 0
DQE INC COM 23329J104 23774 1560 X 1560 0 0
DRESS BARN INC COM 261570105 265601 19970 X 19770 0 200
DRILL-QUIP COM 262037104 190970 11300 X 11300 0 0
DRS TECHNOLOGIES INC COM 23330X100 3947580 126000 X 124200 0 1800
DSI TOYS INC COM 232968107 1350 3000 X 3000 0 0
DSL.NET INC COM 262506108 2450 5000 X 5000 0 0
DSP GROUP INC COM 23332B106 3322200 210000 X 208100 0 1900
DST SYS INC DEL COM 233326107 1472801 41429 X 40525 0 904
DST SYS INC DEL COM 233326107 645908 18169 X 16699 0 1470
DTE ENERGY CO COM 233331107 915472 19730 X 17402 0 2328
DTE ENERGY CO COM 233331107 1021171 22008 X 15898 0 6110
DUANE READE INC COM 263578106 317900 18700 X 15700 0 3000
DUANE READE INC COM 263578106 5100 300 X 300 0 0
DUKE ENERGY CORP COM 264399106 20808517 1064919 X 977518 0 87401
DUKE ENERGY CORP COM 264399106 6049799 309611 X 270021 150 39440
DUN & BRADSTREET CORP COM 26483E100 1991142 57731 X 22656 0 35075
DUN & BRADSTREET CORP COM 26483E100 1341627 38899 X 37132 0 1767
DUPONT E I DE NEMOURS & CO COM 263534109 78224693 1844922 X 1725942 0 118980
DUPONT E I DE NEMOURS & CO COM 263534109 60065366 1416636 X 1336667 0 79969
DUPONT PHOTOMASKS INC COM 26613X101 338520 14560 X 14560 0 0
DUPONT PHOTOMASKS INC COM 26613X101 3488 150 X 0 0 150
DYNAMEX INC COM 26784F103 66 16 X 16 0 0
DYNAMEX INC COM 26784F103 17 4 X 4 0 0
DYNAMICS RESEARCH CORP COM 268057106 84060 6000 X 6000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
DYNEGY INC CL A NEW COM 26816Q101 41380 35068 X 34068 0 1000
DANAHER CORP 235851102 2562 39 X 0 0 39
DEERE & COMPANY 244199105 1467 32 X 0 0 32
DELL COMPUTER CORP 247025109 103029 3853 X 0 0 3853
DELPHI AUTOMOTIVE SYSTEMS CORP 247126105 2769 344 X 0 0 344
DE LUXE CORP 248019101 4210 100 X 0 0 100
DEVON ENERGY CORP 25179M103 826 18 X 0 0 18
DIAGEO PLC-SPONS ADR 25243Q205 27156 620 X 0 0 620
DIAL CORP NEW 25247D101 4074 200 X 0 0 200
DIGITAL RIVER INC 25388B104 8532 714 X 0 0 714
DIONEX CORP 254546104 5934 200 X 0 0 200
DIVINE INTERVENTURES 255402406 53490 38207 X 38207 0 -
DOCENT 25608L106 28092 9857 X 9857 0 -
DOMINION RESOURCES INC 25746U109 16196 295 X 0 0 295
DOVER CORP 260003108 3849 132 X 0 0 132
DOW CHEMICAL CO 260543103 7484 252 X 0 0 252
DOW JONES & CO INC 260561105 1556 36 X 0 0 36
DOWNEY FINANCIAL CORP 261018105 9360 240 X 0 0 240
DU PONT E I DE NEMOURS & CO 263534109 10685 252 X 0 0 252
DUKE ENERGY CORP 264399106 9614 492 X 0 0 492
E M C CORP MASSACHUSETTS COM 268648102 11993422 1953326 X 1637956 0 315370
E M C CORP MASSACHUSETTS COM 268648102 3676313 598748 X 561193 525 37030
E.PIPHANY INC COM 26881V100 967 232 X 232 0 0
E*TRADE GROUP INC COM 269246104 3596 740 X 740 0 0
EAGLE BROADBAND INC COM 269437109 70 250 X 250 0 0
EARTHLINK INC COM 270321102 31463 5773 X 5773 0 0
EARTHLINK INC COM 270321102 3793 696 X 696 0 0
EARTHSHELL CORP COM 27032B100 2900 5000 X 3000 0 2000
EAST WEST BANCORP INC COM 27579R104 4701224 130300 X 129400 0 900
EASTERN CO COM 276317104 360306 32666 X 32666 0 0
EASTERN CO COM 276317104 1739508 157707 X 36485 0 121222
EASTMAN CHEM CO COM 277432100 4447221 120947 X 72796 0 48151
EASTMAN CHEM CO COM 277432100 1743266 47410 X 45257 0 2153
EASTMAN KODAK CO COM 277461109 22670495 646989 X 568628 0 78361
EASTMAN KODAK CO COM 277461109 8855204 252717 X 240076 0 12641
EASYLINK SERVICES CORP COM CL A 27784T200 3584 5600 X 0 0 5600
EASYLINK SERVICES CORP COM CL A 27784T200 13 20 X 20 0 0
EATON CORP COM 278058102 1064874 13633 X 8745 0 4888
EATON CORP COM 278058102 729860 9344 X 9117 0 227
EATON VANCE CORP COM 278265103 138425 4900 X 4900 0 0
EATON VANCE CORP COM 278265103 401150 14200 X 11200 0 3000
EBAY INC COM 278642103 7884753 116260 X 93115 0 23145
EBAY INC COM 278642103 340796 5025 X 2565 0 2460
ECHELON CORP COM 27874N105 28025 2500 X 2500 0 0
ECHO BAY MINES LTD COM 278751102 418 332 X 332 0 0
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 5960115 267750 X 243750 0 24000
ECHOSTAR COMMUNICATIONS CORP CL A 278762109 134673 6050 X 3550 0 2500
ECLIPSYS CORP COM 278856109 29933 5595 X 1945 0 3650
ECOLAB INC COM 278865100 1639292 33117 X 18661 0 14456
ECOLAB INC COM 278865100 866498 17505 X 16455 0 1050
ECOLLEGE.COM INC COM 27887E100 690 200 X 200 0 0
EDGAR ONLINE INC COM 279765101 177 100 X 100 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 5673 1202 X 1202 0 0
EDISON INTERNATIONAL COM 281020107 957409 80794 X 76258 0 4536
EDISON INTERNATIONAL COM 281020107 343934 29024 X 28524 0 500
EDISON SCHOOLS INC COM 281033100 8861 5470 X 5470 0 0
EDISON SCHOOLS INC COM 281033100 32400 20000 X 0 0 20000
EDO CORP COM 281347104 530929 25550 X 25550 0 0
EDUCATION MGMT CORP COM 28139T101 2716600 72250 X 67280 0 4970
EDUCATION MGMT CORP COM 28139T101 136864 3640 X 0 0 3640
EDWARDS A G INC COM 281760108 207088 6283 X 6283 0 0
EDWARDS A G INC COM 281760108 793051 24061 X 24061 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
------------------------------
EDWARDS LIFESCIENCES CORP COM 28176E108 76232 2993 X 2993 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 242755 9531 X 9111 0 420
EFUNDS CORP COM 28224R101 402507 44183 X 39783 0 4400
EFUNDS CORP COM 28224R101 55790 6124 X 6124 0 0
EGAIN COMMUNICATIONS CORP COM 28225C103 21 100 X 100 0 0
EL PASO CORP COM 28336L109 4641172 666835 X 619702 0 47133
EL PASO CORP COM 28336L109 745186 107067 X 101175 0 5892
EL PASO ELEC CO NEW COM 283677854 359733 32703 X 32703 0 0
ELCOM INTL INC COM 284434107 660 3000 X 3000 0 0
ELECTRO RENT CORP COM 285218103 59535 4860 X 1660 0 3200
ELECTRO SCIENTIFIC INDS INC COM 285229100 362000 18100 X 18100 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 8000 400 X 400 0 0
ELECTROGLAS INC COM 285324109 2002 1300 X 1300 0 0
ELECTRONIC ARTS COM 285512109 2964948 59573 X 49837 0 9736
ELECTRONIC ARTS COM 285512109 88392 1776 X 1366 0 410
ELECTRONIC DATA SYS CORP COM 285661104 27927845 1515347 X 1472764 0 42583
ELECTRONIC DATA SYS CORP COM 285661104 4053181 219923 X 207989 75 11859
ELECTRONICS BOUTIQUE HLDGS CORP COM 286045109 1489302 94200 X 93500 0 700
ELECTRONICS FOR IMAGING INC COM 286082102 87777 5398 X 900 0 4498
ELECTRONICS FOR IMAGING INC COM 286082102 52848 3250 X 2680 0 570
ELITE PHARMACEUTICALS INC COM 28659T200 6615 3500 X 3500 0 0
ELIZABETH ARDEN INC COM 28660G106 370 25 X 25 0 0
ELKCORP COM 287456107 219710 12700 X 12700 0 0
EMAGIN CORP COM 29076N107 800 2000 X 2000 0 0
EMBARCADERO TECHNOLOGIES INC COM 290787100 20597 3450 X 0 0 3450
EMC INSURANCE GROUP 268664109 21444 1200 X 1200 0 0
EMCOR GROUP INC COM 29084Q100 848690 16010 X 14910 0 1100
EMCOR GROUP INC COM 29084Q100 181559 3425 X 0 0 3425
EMCORE CORP COM 290846104 1095 500 X 500 0 0
EMERGE INTERACTIVE INC CL A COM 29088W103 5 20 X 20 0 0
EMERSON ELECTRIC CO COM 291011104 45629892 897343 X 826673 0 70670
EMERSON ELECTRIC CO COM 291011104 34564932 679743 X 646731 0 33012
EMPIRE DISTRICT ELECTRIC COM 291641108 35490 1950 X 0 0 1950
EMPIRE DISTRICT ELECTRIC COM 291641108 43680 2400 X 2400 0 0
EMULEX CORP COM 292475209 942878 50829 X 50329 0 500
EMULEX CORP COM 292475209 610295 32900 X 32900 0 0
ENBRIDGE ENERGY MGMT LLC COM 29250X103 1087500 29000 X 0 0 29000
ENDOCARDIAL SOLUTIONS INC COM 292962107 8213 2430 X 2430 0 0
ENDOCARE INC COM 29264P104 26694 7760 X 7760 0 0
ENERGEN CORP COM 29265N108 686760 23600 X 23600 0 0
ENERGIZER HLDGS INC COM 29266R108 267282 9580 X 7080 0 2500
ENERGIZER HLDGS INC COM 29266R108 88555 3174 X 3174 0 0
ENERGY EAST CORP COM 29266M109 1797883 81389 X 49033 0 32356
ENERGY EAST CORP COM 29266M109 553553 25059 X 20432 0 4627
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
ENESCO GROUP INC COM 292973104 563264 79557 X 79557 0 0
ENESCO GROUP INC COM 292973104 8142 1150 X 1150 0 0
ENGELHARD CORP COM 292845104 1255310 56166 X 49563 0 6603
ENGELHARD CORP COM 292845104 454107 20318 X 20318 0 0
ENGINEERED SUPPORT SYS INC COM 292866100 522405 14250 X 10300 0 3950
ENPRO INDUSTRIES INC COM 29355X107 4300 1075 X 1075 0 0
ENPRO INDUSTRIES INC COM 29355X107 4372 1093 X 1093 0 0
ENSCO INTL INC COM 26874Q100 1630205 55355 X 41780 0 13575
ENSCO INTL INC COM 26874Q100 707 24 X 0 0 24
ENTEGRIS INC COM 29362U104 6149100 597000 X 592300 0 4700
ENTERASYS NETWORKS INC COM 293637104 2184 1400 X 1400 0 0
ENTERASYS NETWORKS INC COM 293637104 2808 1800 X 1800 0 0
ENTERCOM COMMUNICATIONS COM 293639100 542864 11570 X 700 0 10870
ENTERCOM COMMUNICATIONS COM 293639100 295831 6305 X 995 0 5310
ENTERGY CORP COM 29364G103 3234063 70938 X 31960 0 38978
ENTERGY CORP COM 29364G103 191296 4196 X 3341 0 855
ENTERPRISE PRODS PARTNERS LP COM 293792107 1416200 73000 X 5500 0 67500
ENTRAVISION COMMUNICATIONS COM 29382R107 147954 14825 X 0 0 14825
ENTREMED INC COM 29382F103 774 900 X 900 0 0
ENZO BIOCHEM INC COM 294100102 261632 18688 X 3883 0 14805
ENZO BIOCHEM INC COM 294100102 294 21 X 21 0 0
ENZON PHARMACEUTICALS INC 293904108 3155064 188700 X 180100 0 8600
EOG RES INC COM 26875P101 1072251 26860 X 15860 0 11000
EOG RES INC COM 26875P101 1397 35 X 35 0 0
EPIQ SYS INC COM 26882D109 69479 4550 X 0 0 4550
EPIX MEDICAL INC COM 26881Q101 7230 1000 X 1000 0 0
EPRESENCE INC COM 294348107 233576 120400 X 0 0 120400
EQUIFAX INC COM 294429105 2912655 125871 X 74671 0 51200
EQUIFAX INC COM 294429105 1786547 77206 X 71606 0 5600
EQUITABLE RESOURCES COM 294549100 70220 2004 X 2004 0 0
EQUITABLE RESOURCES COM 294549100 130629 3728 X 3728 0 0
ERIE INDEMNITY CO CL A COM 29530P102 38073 1050 X 0 0 1050
EROOM SYSTEMS TECHNOLOGIES COM 296016108 583 3220 X 3220 0 0
ESCO TECHNOLOGIES INC COM 296315104 209975 5675 X 2175 0 3500
ESCO TECHNOLOGIES INC COM 296315104 555 15 X 15 0 0
ESPERION THERAPEUTICS INC COM 29664R106 10662 1500 X 1500 0 0
ESS TECHNOLOGY INC COM 269151106 188134 29910 X 28500 0 1410
ESSENTIAL THERAPEUTICS INC COM 29669A108 1375 2500 X 2500 0 0
ESTEE LAUDER COSMETICS CL A COM 518439104 1552716 58815 X 3290 0 55525
ESTEE LAUDER COSMETICS CL A COM 518439104 81840 3100 X 300 0 2800
ESTERLINE TECHNOLOGIES CORP COM 297425100 439630 24880 X 14880 0 10000
ESTERLINE TECHNOLOGIES CORP COM 297425100 279186 15800 X 0 0 15800
ETHAN ALLEN INTERIORS INC COM 297602104 1183187 34425 X 27900 0 6525
ETHAN ALLEN INTERIORS INC COM 297602104 130606 3800 X 3800 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
------------------------------
ETHYL CORP COM 297659609 220660 34000 X 0 0 34000
EUROTECH LTD COM 298796103 71029 338233 X 338233 0 0
EUROTECH LTD COM 298796103 1491 7100 X 7100 0 0
EVEREST RE GROUP LTD. G3223R108 497700 9000 X 3900 0 5100
EVEREST RE GROUP LTD. G3223R108 165900 3000 X 0 0 3000
EVERGREEN RESOURCES INC COM 299900308 5994651 133660 X 132760 0 900
EVERGREEN RESOURCES INC COM 299900308 116610 2600 X 0 0 2600
EXACT SCIENCES CORP COM 30063P105 54648 5046 X 5046 0 0
EXAR CORP COM 300645108 321160 25900 X 25900 0 0
EXCO RESOURCES INC COM 269279204 6971898 398850 X 271350 0 127500
EXCO RESOURCES INC COM 269279204 4370 250 X 0 0 250
EXELIXIS INC COM 30161Q104 4000 500 X 500 0 0
EXELON CORP COM 30161N101 4437007 84082 X 65890 0 18192
EXELON CORP COM 30161N101 1257562 23831 X 15645 0 8186
EXPEDIA INC CL A COM 302125109 3347 50 X 50 0 0
EXPEDITORS INTL WASH INC COM 302130109 173927 5327 X 0 0 5327
EXPLORATION COM 302133202 1490 500 X 500 0 0
EXPRESS SCRIPTS INC COM 302182100 560819 11674 X 260 0 11414
EXPRESS SCRIPTS INC COM 302182100 88105 1834 X 1749 0 85
EXPRESSJET HOLDINGS INC COM 30218U108 51250 5000 X 5000 0 0
EXTENDED STAY AMER INC COM 30224P101 3401350 230600 X 228900 0 1700
EXTREME NETWORKS COM 30226D106 9516 2910 X 870 0 2040
EXTREME NETWORKS COM 30226D106 818 250 X 250 0 0
EXULT INC DEL COM 302284104 6773 2130 X 2130 0 0
EXXON MOBIL CORP COM 30231G102 763682672 21856974 X 20997831 0 859143
EXXON MOBIL CORP COM 30231G102 598386353 17126112 X 16202355 2398 921359
EZENIA INC COM 302311105 9646 74200 X 0 0 74200
EMC CORP MASS COM 268648102 11672 1901 X 0 0 1901
ENTE NAZIONALE IDROCARBURI SPD ADR COM 26874R108 72603 925 X 0 0 925
E ON AG-SPONSORED ADR COM 268780103 5523 135 X 0 0 135
E TRADE GROUP INC COM 269246104 28625 5890 X 0 0 5890
EASTMAN KODAK CO COM 277461109 2838 81 X 0 0 81
EATON CORP COM 278058102 4062 52 X 0 0 52
EBAY INCORPORATED COM 278642103 3459 51 X 0 0 51
ELECTRONIC ARTS COM 285512109 1991 40 X 0 0 40
EMCOR GROUP INC COM 29084Q100 8482 160 X 0 0 160
EMERSON ELECTRIC CO COM 291011104 79835 1570 X 0 0 1570
ENDESA SA ADR COM 29258N107 14069 1245 X 0 0 1245
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 31019 4029 X 0 0 4029
ENTERGY CORP NEW COM 29364G103 16640 365 X 0 0 365
EQUITY OFFICE PROPERTIES TRUST COM 294741103 9243 370 X 0 0 370
EVERGREEN RESOURCES INC COM 299900308 42608 950 X 0 0 950
EXELON CORP COM 30161N101 2744 52 X 0 0 52
EXPEDITORS INTERNATIONAL WASH INC COM 302130109 8326 255 X 0 0 255
EXXON MOBIL CORP COM 30231G102 59014 1689 X 0 0 1689
F N B CORP PA COM 302520101 48077 1747 X 1747 0 0
F N B CORP PA COM 302520101 4183 152 X 152 0 0
FACTSET RESEARCH SYSTEM COM 303075105 3294727 116545 X 101620 0 14925
FAIR ISAAC & CO INC COM 303250104 1605776 37606 X 27225 0 10381
FAIR ISAAC & CO INC COM 303250104 61488 1440 X 1100 0 340
FAIRCHILD SEMICON INTL COM CL A 303726103 44982 4200 X 4200 0 0
FAIRCHILD SEMICON INTL COM CL A 303726103 57620 5380 X 5380 0 0
FALMOUTH BANCORP INC COM 306754102 2425 100 X 100 0 0
FAMILY DLR STORES INC COM 307000109 1634249 52363 X 29663 0 22700
FAMILY DLR STORES INC COM 307000109 514965 16500 X 10500 0 6000
FARGO ELECTRONICS INC COM 30744P102 64602 7400 X 4000 0 3400
FARGO ELECTRONICS INC COM 30744P102 87300 10000 X 10000 0 0
FASTENAL CO COM 311900104 1629082 43570 X 43570 0 0
FASTENAL CO COM 311900104 228079 6100 X 6100 0 0
FBR ASSET INVESTMENT CORP COM 30241E303 27120 800 X 0 0 800
FEDDERS CORP COM 313135501 77590 27417 X 26575 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 265210332 4122654 X 3890114 0 232540
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 79776212 1240109 X 1169565 760 69784
FEDERAL SIGNAL CORP 313855108 3412948 175744 X 168349 0 7395
FEDERAL SIGNAL CORP 313855108 33014 1700 X 1700 0 0
FEDERATED DEPT STORES INC COM 31410H101 2682589 93275 X 51006 0 42269
FEDERATED DEPT STORES INC COM 31410H101 57520 2000 X 1725 0 275
FEDERATED INVESTORS INC CL B COM 314211103 7135820 281270 X 278620 0 2650
FEDEX CORP COM 31428X106 7894703 145605 X 122613 0 22992
FEDEX CORP COM 31428X106 1591357 29350 X 25750 0 3600
FEI COMPANY COM 30241L109 32721 2140 X 2140 0 0
FELCOR LODGING TR INC COM 31430F101 39468 3450 X 0 0 3450
FERRO CORP COM 315405100 49471 2025 X 0 0 2025
FIBERCORE INC COM 31563B109 210 1000 X 1000 0 0
FIDELITY BANKSHARES INC NEW COM 31604Q107 6909 386 X 386 0 0
FIDELITY NATL FINL INC COM 316326107 1501086 45723 X 38223 0 7500
FIDELITY NATL FINL INC COM 316326107 590152 17976 X 17976 0 0
FIDELITY NATL INFO SOLUTIONS COM 31620P109 1968225 114100 X 113200 0 900
FIDELITY NATL INFO SOLUTIONS COM 31620P109 2467 143 X 143 0 0
FIFTH THIRD BANCORP 316773100 8868861 151475 X 147763 0 3712
FIFTH THIRD BANCORP 316773100 7963971 136020 X 134370 0 1650
FILENET CORP COM 316869106 437980 35900 X 19900 0 16000
FINANCIAL FED CORP COM 317492106 432236 17200 X 11800 0 5400
FINANCIAL INSTITUTIONS INC COM 317585404 67000 2282 X 2282 0 0
FINGER LAKES BANCORP INC COM 31787C107 19850 1000 X 1000 0 0
FINISAR CORPORATION COM 31787A101 9386 9880 X 9880 0 0
FINISH LINE INC CL A 317923100 23105 2190 X 2190 0 0
FIRST AMERICAN CORPORATION COM 318522307 1041180 46900 X 46900 0 0
FIRST AMERICAN CORPORATION COM 318522307 22200 1000 X 1000 0 0
FIRST CHARTER CORP COM 319439105 198110 11000 X 11000 0 0
FIRST CITIZENS BANCSHARES CL A COM 31946M103 15456 160 X 160 0 0
FIRST CITY BANK NEW BRITAIN CT 319610101 38844 3984 X 3984 0 0
FIRST COLONIAL GROUP INC COM 319734109 201747 8868 X 8868 0 0
FIRST DATA CORP COM 319963104 113431367 3203371 X 3057981 0 145390
FIRST DATA CORP COM 319963104 27915544 788352 X 731339 100 56913
FIRST DEFIANCE FINL CORP COM 32006W106 9450 500 X 0 0 500
FIRST ESSEX BANCORP INC 320103104 60120 1800 X 100 0 1700
FIRST ESSEX BANCORP INC 320103104 100200 3000 X 3000 0 0
FIRST FINL BANCORP COM 320209109 574 35 X 35 0 0
FIRST FINL BANCORP COM 320209109 26471 1615 X 1615 0 0
FIRST FINL BANKSHARES INC COM 32020R109 128440 3380 X 3380 0 0
FIRST FINL HLDGS INC COM 320239106 131228 5300 X 2400 0 2900
FIRST HEALTH GROUP CORP COM 320960107 914830 37570 X 37570 0 0
FIRST HEALTH GROUP CORP COM 320960107 21915 900 X 600 0 300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
FIRST HORIZON PHARM CORP COM 32051K106 2066396 276330 X 274130 0 2200
FIRST INDL RLTY TR INC COM 32054K103 369600 13200 X 700 0 12500
FIRST INDL RLTY TR INC COM 32054K103 112000 4000 X 4000 0 0
FIRST MIDWEST BANCORP INC DEL COM 320867104 837359 31350 X 31350 0 0
FIRST NATL LINCOLN CORP COM 335716106 83107 2640 X 0 0 2640
FIRST NATL LINCOLN CORP COM 335716106 3148 100 X 100 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 193903 9700 X 9700 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 238561 11934 X 11934 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 115120 8000 X 0 0 8000
FIRST TENN NATL CORP COM 337162101 9974284 277526 X 260426 0 17100
FIRST TENN NATL CORP COM 337162101 1866724 51940 X 51440 0 500
FIRST VIRGINIA BANKS INC 337477103 724459 19459 X 19459 0 0
FIRST VIRGINIA BANKS INC 337477103 524645 14092 X 10719 0 3373
FIRSTENERGY CORP COM 337932107 2338298 70922 X 63705 0 7217
FIRSTENERGY CORP COM 337932107 835130 25330 X 25130 0 200
FIRSTFED AMER BANCORP INC COM 337929103 32305 1300 X 1300 0 0
FIRSTFED AMER BANCORP INC COM 337929103 153946 6195 X 6195 0 0
FIRSTFED FINL CORP DEL COM 337907109 361875 12500 X 11300 0 1200
FIRSTMERIT CORP COM 337915102 353058 16300 X 7000 0 9300
FIRSTMERIT CORP COM 337915102 307572 14200 X 3200 0 11000
FISERV INC COM 337738108 634967 18703 X 17353 0 1350
FISERV INC COM 337738108 45595 1343 X 1343 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 902400 30000 X 30000 0 0
FISHER SCIENTIFIC INTL INC COM 338032204 1805 60 X 60 0 0
FIVE STAR QUALITY CARE-WI COM 33832D106 708 517 X 517 0 0
FIVE STAR QUALITY CARE-WI COM 33832D106 210 153 X 153 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 94063429 3870923 X 46827 0 3824096
FLEET BOSTON FINANCIAL CORP COM 339030108 85815547 3531504 X 2000 0 3529504
FLEETWOOD ENTERPRISES INC COM 339099103 183690 23400 X 23400 0 0
FLEMING COS INC COM 339130106 245718 37400 X 36100 0 1300
FLIR SYS INC COM 302445101 636840 13050 X 11100 0 1950
FLIR SYS INC COM 302445101 48800 1000 X 0 0 1000
FLORIDA BKS INC COM 340560101 61250 7000 X 0 0 7000
FLORIDA EAST COAST INDS CL B COM 340632207 56433 2557 X 2557 0 0
FLORIDA EAST COAST INDS CL B COM 340632207 508 23 X 23 0 0
FLORIDA PUB UTLYS CO 341135101 103950 7000 X 7000 0 0
FLORIDA ROCK INDS INC COM 341140101 711535 18700 X 18700 0 0
FLOW INTERNATIONAL CORP COM 343468104 25755 10100 X 10100 0 0
FLOWERS FOODS INC COM 343498101 100847 5169 X 5169 0 0
FLOWERS FOODS INC COM 343498101 95911 4916 X 2639 0 2277
FLOWSERVE CORP COM 34354P105 9581080 647808 X 432700 0 215108
FLOWSERVE CORP COM 34354P105 19774 1337 X 1037 0 300
FLUOR CORP COM 343412102 929292 33189 X 8295 0 24894
FLUOR CORP COM 343412102 86660 3095 X 3095 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
------------------------------
FLUSHING FINL CORP COM 343873105 43565 2660 X 2660 0 0
FLUSHING FINL CORP COM 343873105 14740 900 X 900 0 0
FMC CORP (NEW) COM 302491303 256808 9400 X 7100 0 2300
FMC CORP (NEW) COM 302491303 13660 500 X 500 0 0
FMC TECHNOLOGIES INC COM 30249U101 24557 1202 X 1202 0 0
FMC TECHNOLOGIES INC COM 30249U101 142520 6976 X 1976 0 5000
FMS FINL CORP COM 302509104 10605 798 X 798 0 0
FOAMEX INTL INC COM 344123104 9480 3000 X 3000 0 0
FONAR CORP COM 344437108 6065 5668 X 5668 0 0
FOOT LOCKER INC COM 344849104 2154285 205170 X 201070 0 4100
FOOT LOCKER INC COM 344849104 244755 23310 X 23310 0 0
FOOTSTAR INC COM 344912100 92471 13286 X 13286 0 0
FOOTSTAR INC COM 344912100 3250 467 X 467 0 0
FORD MTR CO DEL COM 345370860 19777678 2126632 X 2010407 174 116051
FORD MTR CO DEL COM 345370860 4719201 507441 X 494214 0 13227
FOREST CITY ENTERPRISES INC CL A 345550107 60030 1800 X 0 0 1800
FOREST LABS INC COM 345838106 36372438 370316 X 349926 0 20390
FOREST LABS INC COM 345838106 5141326 52345 X 42995 0 9350
FORRESTER RESEARCH COM 346563109 53249 3420 X 3420 0 0
FORRESTER RESEARCH COM 346563109 3114 200 X 200 0 0
FORTUNE BRANDS INC COM 349631101 18156620 390381 X 355610 0 34771
FORTUNE BRANDS INC COM 349631101 4666906 100342 X 96936 0 3406
FORWARD AIR CORP COM 349853101 286686 14770 X 14770 0 0
FOSSIL INC COM 349882100 616302 30300 X 30300 0 0
FOSTER WHEELER LTD COM G36535105 6960 6000 X 6000 0 0
FOSTER WHEELER LTD COM G36535105 116 100 X 100 0 0
FOUNDRY NETWORKS INC COM 35063R100 3520 500 X 500 0 0
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 1299871 50130 X 28700 0 21430
FOX ENTERTAINMENT GROUP INC CL A COM 35138T107 54453 2100 X 2100 0 0
FPL GROUP INC COM 302571104 11377558 189216 X 166567 0 22649
FPL GROUP INC COM 302571104 10074541 167546 X 142891 0 24655
FRANKLIN ELEC INC COM 353514102 24005 500 X 500 0 0
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 78540 46200 X 0 0 46200
FRANKLIN RES INC COM 354613101 1829176 53673 X 40482 0 13191
FRANKLIN RES INC COM 354613101 568863 16692 X 16692 0 0
FREDDIE MAC COM 313400301 30739422 520566 X 448574 0 71992
FREDDIE MAC COM 313400301 2270768 38455 X 37155 0 1300
FREDS INC CL A 356108100 429190 16700 X 16700 0 0
FREEMARKETS.COM INC COM 356602102 102638 15940 X 0 0 15940
FREEMARKETS.COM INC COM 356602102 322 50 X 50 0 0
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 235373 14027 X 13650 0 377
FREEPORT-MCMORAN COPPER & GOLD B COM 35671D857 1571783 93670 X 91170 0 2500
FREMONT GEN CORP 357288109 220908 49200 X 40290 0 8910
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
FRIEDMANS INC COM CL A 358438109 130964 15088 X 15088 0 0
FRIENDLY ICE CREAM CORP COM 358497105 4577118 783753 X 570553 0 213200
FRIENDLY ICE CREAM CORP COM 358497105 11680 2000 X 2000 0 0
FRONTIER AIRLINES INC COM 359065109 131144 19400 X 19400 0 0
FRONTIER OIL CORP COM 35914P105 356454 20700 X 17100 0 3600
FRONTIER OIL CORP COM 35914P105 51660 3000 X 3000 0 0
FRONTLINE COMMUNICATIONS CORP COM 35921T108 104 400 X 400 0 0
FROZEN FOOD EXPRESS INDS INC COM 359360104 4415 1700 X 1700 0 0
FTI CONSULTING INC COM 302941109 2591161 64537 X 59100 0 5437
FUELCELL ENERGY INC COM 35952H106 14087 2150 X 2150 0 0
FUELCELL ENERGY INC COM 35952H106 8190 1250 X 1250 0 0
FULLER H B CO COM 359694106 6437598 248748 X 170048 0 78700
FULTON FINL CORP PA COM 360271100 566321 32068 X 32068 0 0
FULTON FINL CORP PA COM 360271100 352087 19937 X 19937 0 0
FURNITURE BRANDS INTL INC COM 360921100 8657 3630 X 0 0 3630
FURNITURE BRANDS INTL INC COM 360921100 8586 3600 X 0 0 3600
F5 NETWORKS INC COM 315616102 3093 2880 X 500 0 2380
F5 NETWORKS INC COM 315616102 429 400 X 0 0 400
FLIR SYS INC 302445101 48800 1000 X 0 0 1000
FPL GROUP INC 302571104 3488 58 X 0 0 58
FAIRCHILD SEMICONDUCTOR INTL-CL A 303726103 10774 1006 X 0 0 1006
FAMILY DOLLAR STORES INC 307000109 14513 465 X 0 0 465
FEDERAL HOME LOAN MORTGAGE-VOTING 313400301 14172 240 X 0 0 240
FEDERAL NATIONAL MORTGAGE ASSOC 313586109 174141 2707 X 0 0 2707
FEDERATED DEPARTMENT STORES INC NEW 31410H101 1380 48 X 0 0 48
FEDEX CORP 31428X106 27652 510 X 0 0 510
FIFTH THIRD BANCORP 316773100 21605 369 X 0 0 369
FIRST DATA CORP 319963104 53292 1505 X 0 0 1505
FISERV INC 337738108 7469 220 X 0 0 220
FISHER COMMUNICATIONS INC 337756209 3954 75 X 0 0 75
FISHER SCIENTIFIC INTL INC COM 338032204 72192 2400 X 0 0 2400
FOOT LOCKER INC 344849104 7875 750 X 0 0 750
FOREST LABS INC 345838106 3143 32 X 0 0 32
FOX ENTERTAINMENT GROUP INC - CL A 35138T107 5186 200 X 0 0 200
FRANKLIN ELECTRICAL INC 353514102 4801 100 X 0 0 100
FRANKLIN RESOURCES 354613101 109295 3207 X 0 0 3207
FREEMARKETS INC 356602102 32839 5100 X 0 0 5100
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 755 45 X 0 0 45
FUEL-TECH N V 359523107 8447 2016 X 0 0 2016
G & K SVCS INC COM 361268105 15399435 435000 X 283750 0 151250
GABELLI ASSET MGMT INC CL A 36239Y102 12016 400 X 0 0 400
GAIAM INC COM 36268Q103 5185 500 X 500 0 0
GAIAM INC COM 36268Q103 415 40 X 40 0 0
GALLAGHER ARTHUR J & CO COM 363576109 390020 13275 X 10900 0 2375
GALLAGHER ARTHUR J & CO COM 363576109 48477 1650 X 0 0 1650
GAMESTOP CORP COM 36466R101 29312 2991 X 500 0 2491
GAMESTOP CORP COM 36466R101 10074 1028 X 713 0 315
GANNETT INC COM 364730101 32949882 458912 X 415962 0 42950
GANNETT INC COM 364730101 21291787 296543 X 262406 200 33937
GAP INC COM 364760108 6523149 420306 X 354321 0 65985
GAP INC COM 364760108 624152 40216 X 38216 0 2000
GARDEN FRESH RESTAURANT CORP COM 365235100 5000 500 X 500 0 0
GARDNER DENVER INC COM 365558105 379488 18694 X 15694 0 3000
GARDNER DENVER INC COM 365558105 1096 54 X 42 0 12
GARMIN LTD COM G37260109 14650 500 X 500 0 0
GART SPORTS CO COM 366630101 3546855 183300 X 181800 0 1500
GARTNER GROUP INC COM CL B 366651206 7002 741 X 741 0 0
GARTNER GROUP INC COM CL B 366651206 15300 1619 X 1515 0 104
GARTNER INC CL A COM 366651107 4907887 533466 X 363666 0 169800
GARTNER INC CL A COM 366651107 2006 218 X 218 0 0
GATEWAY INC COM 367626108 94957 30241 X 29424 0 817
GATEWAY INC COM 367626108 11304 3600 X 3600 0 0
GATX CORPORATION COM 361448103 73595 3225 X 3225 0 0
GATX CORPORATION COM 361448103 31400 1376 X 1376 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
------------------------------
GBC BANCORP CALIFORNIA COM 361475106 197472 10200 X 7600 0 2600
GEMSTAR TV GUIDE INTL COM 36866W106 2135 657 X 657 0 0
GEMSTAR TV GUIDE INTL COM 36866W106 7121 2191 X 2191 0 0
GENAERA CORPORATION COM 36867G100 640 1000 X 1000 0 0
GENAISSANCE PHARMACEUTICALS COM 36867W105 87 100 X 100 0 0
GENCORP INC COM 368682100 228413 28840 X 28840 0 0
GENE LOGIC INC COM 368689105 93570 14876 X 4076 0 10800
GENE LOGIC INC COM 368689105 5032 800 X 800 0 0
GENENTECH INC COM 368710406 5152666 155388 X 126293 0 29095
GENENTECH INC COM 368710406 1542437 46515 X 44665 0 1850
GENERAL COMMUNICATION INC CL A COM 369385109 5998740 894000 X 606800 0 287200
GENERAL DYNAMICS CORP COM 369550108 7590947 95640 X 71167 0 24473
GENERAL DYNAMICS CORP COM 369550108 610355 7690 X 3390 0 4300
GENERAL ELECTRIC CO COM 369604103 644142969 26453510 X 24956180 600 1496730
GENERAL ELECTRIC CO COM 369604103 499311774 20505617 X 19251268 2425 1251924
GENERAL MARITIME CORP COM Y2692M103 149000 20000 X 0 0 20000
GENERAL MARITIME CORP COM Y2692M103 373 50 X 50 0 0
GENERAL MILLS INC COM 370334104 23741676 505680 X 475636 0 30044
GENERAL MILLS INC COM 370334104 22999960 489882 X 444167 0 45715
GENERAL MOTORS CORP CL H COM 370442832 656178 61325 X 27658 0 33667
GENERAL MOTORS CORP CL H COM 370442832 321888 30083 X 29105 234 744
GENERAL MTRS CORP COM 370442105 18183296 493307 X 440679 0 52628
GENERAL MTRS CORP COM 370442105 6609072 179302 X 170020 226 9056
GENESCO INC COM 371532102 268272 14400 X 14400 0 0
GENESEE & WYOMING INC COM 371559105 3036118 149195 X 148095 0 1100
GENESEE CORP CL B COM 371601204 4286 499 X 499 0 0
GENESIS MICROCHIP INC DEL COM 37184C103 2041020 156400 X 148200 0 8200
GENLYTE GROUP INC COM 372302109 16515 530 X 530 0 0
GENLYTE GROUP INC COM 372302109 46740 1500 X 0 0 1500
GENOME THERAPEUTICS CORP COM 372430108 236 150 X 150 0 0
GENTA INC COM 37245M207 7690 1000 X 1000 0 0
GENTA INC COM 37245M207 6152 800 X 800 0 0
GENTEX CORP COM 371901109 1758899 55591 X 39700 0 15891
GENTEX CORP COM 371901109 257803 8148 X 6363 0 1785
GENUINE PARTS CO 372460105 4365992 141753 X 92136 0 49617
GENUINE PARTS CO 372460105 2912325 94556 X 87626 0 6930
GENUS INC COM 372461103 96638 42200 X 10000 0 32200
GENZYME CORP ( GENERAL DIVISION COM) 372917104 10426352 352599 X 320559 0 32040
GENZYME CORP ( GENERAL DIVISION COM) 372917104 5990912 202601 X 189301 300 13000
GENZYME CORP BIOSURGERY DIVISION COM 372917708 1594 625 X 622 0 3
GENZYME CORP BIOSURGERY DIVISION COM 372917708 742 291 X 291 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 284 162 X 162 0 0
GENZYME-MOLECULAR ONCOLOGY COM 372917500 424 242 X 242 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
------------------------------
GEORGIA GULF CORP COM 373200203 485940 21000 X 21000 0 0
GEORGIA-PACIFIC CORP COM 373298108 12507581 773984 X 630101 0 143883
GEORGIA-PACIFIC CORP COM 373298108 2171629 134383 X 127068 800 6515
GERBER SCIENTIFIC INC COM 373730100 4186822 1031237 X 678300 0 352937
GERBER SCIENTIFIC INC COM 373730100 3372366 830632 X 830632 0 0
GERON CORP COM 374163103 360 100 X 100 0 0
GERON CORP COM 374163103 900 250 X 250 0 0
GETTY IMAGES INC COM 374276103 245622 8040 X 0 0 8040
GETTY RLTY CORP NEW COM 374297109 15918 840 X 840 0 0
GEVITY HR INC COM 374393106 229465 56658 X 0 0 56658
GILAT SATELLITE NETWKS COM M51474100 195 500 X 500 0 0
GILAT SATELLITE NETWKS COM M51474100 3120 8000 X 8000 0 0
GILEAD SCIENCES INC COM 375558103 2200480 64720 X 39970 0 24750
GILEAD SCIENCES INC COM 375558103 324020 9530 X 9050 0 480
GILLETTE CO COM 375766102 75713681 2493863 X 2206614 0 287249
GILLETTE CO COM 375766102 42487666 1399462 X 1350688 800 47974
GLATFELTER 377316104 5533017 420442 X 311500 0 108942
GLATFELTER 377316104 31584 2400 X 2400 0 0
GLENBOROUGH REALTY TRUST INC COM 37803P105 326997 18350 X 18350 0 0
GLOBAL IMAGING SYS INC COM 37934A100 255482 13900 X 13900 0 0
GLOBAL INDS LTD COM 379336100 276680 66350 X 65867 0 483
GLOBAL PAYMENTS INC COM 37940X102 798714 24952 X 24080 0 872
GLOBAL PAYMENTS INC COM 37940X102 1921 60 X 0 0 60
GLOBAL POWER EQUIPTMENT GRP INC COM 37941P108 2169 440 X 440 0 0
GLOBAL SANTAFE CORP COM G3930E101 4694417 193027 X 183227 0 9800
GLOBAL SANTAFE CORP COM G3930E101 57760 2375 X 2075 0 300
GLOBECOMM SYS INC COM 37956X103 36788 9810 X 9810 0 0
GLOBESPANVIRATA INC. COM 37957V106 17640 4000 X 0 0 4000
GLOBESPANVIRATA INC. COM 37957V106 939 213 X 213 0 0
GOAMERICA INC COM 38020R106 116 400 X 400 0 0
GOLD BANC CORP INC COM 379907108 13899 1401 X 1401 0 0
GOLDEN WEST FINANCIAL COM 381317106 4339694 60433 X 40020 0 20413
GOLDEN WEST FINANCIAL COM 381317106 354741 4940 X 4790 0 150
GOLDFIELD CORP 381370105 450 1000 X 1000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 40351565 592534 X 560739 0 31795
GOLDMAN SACHS GROUP INC COM 38141G104 690194 10135 X 9535 0 600
GOODRICH CORPORATION COM 382388106 568744 31045 X 29089 0 1956
GOODRICH CORPORATION COM 382388106 133461 7285 X 6985 0 300
GOODRICH PETE CORP COM NEW 382410405 6250 2500 X 2500 0 0
GOODYEAR TIRE & RUBBER COM 382550101 223647 32841 X 11749 0 21092
GOODYEAR TIRE & RUBBER COM 382550101 38851 5705 X 5705 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 110201 24820 X 24820 0 0
GRACO INC COM 384109104 2056211 71770 X 71470 0 300
GRACO INC COM 384109104 218084 7612 X 4462 0 3150
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
GRAFTECH INTL LTD COM 384313102 3475574 583150 X 381600 0 201550
GRAHAM CORP COM 384556106 26190 3000 X 3000 0 0
GRAINGER W W INC 384802104 10136380 196632 X 175504 0 21128
GRAINGER W W INC 384802104 3048461 59136 X 58041 0 1095
GRANITE CONSTR INC 387328107 13020 840 X 840 0 0
GRANITE STATE BANKSHARES INC 387472103 209712 4800 X 4800 0 0
GRANITE STATE BANKSHARES INC 387472103 1223 28 X 0 0 28
GRANT PRIDECO INC COM 38821G101 9312 800 X 0 0 800
GRANT PRIDECO INC COM 38821G101 81480 7000 X 0 0 7000
GREAT AMERN FINL RES INC COM 389915109 11214 652 X 652 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 203112 25200 X 25200 0 0
GREAT ATLANTIC & PACIFIC TEA INC COM 390064103 2418 300 X 300 0 0
GREAT LAKES CHEMICAL 390568103 467547 19579 X 19426 0 153
GREAT LAKES CHEMICAL 390568103 241570 10116 X 9116 0 1000
GREAT PLAINS ENERGY INC COM 391164100 6838168 298871 X 186271 0 112600
GREAT PLAINS ENERGY INC COM 391164100 380586 16634 X 3634 0 13000
GREEN MOUNTAIN POWER CORP COM 393154109 99754 4757 X 4757 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 20970 1000 X 1000 0 0
GREEN MTN COFFEE INC COM 393122106 40042 2650 X 2650 0 0
GREEN MTN COFFEE INC COM 393122106 51374 3400 X 3400 0 0
GREENPOINT FINL CORP COM 395384100 4638857 102675 X 97050 0 5625
GREENPOINT FINL CORP COM 395384100 23720 525 X 400 0 125
GREIF BROS CORP CL A COM 397624107 17214492 723298 X 473498 0 249800
GREKA ENERGY CORP COM 397637109 1375 348 X 348 0 0
GREY WOLF INC COM 397888108 399 100 X 100 0 0
GRIFFIN LD & NURSERIES INC CL A COM 398231100 1449 100 X 100 0 0
GRIFFON CORPORATION COM 398433102 298346 21905 X 21905 0 0
GRIFFON CORPORATION COM 398433102 10896 800 X 800 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 565717 23690 X 15200 0 8490
GROUP 1 AUTOMOTIVE INC COM 398905109 312828 13100 X 0 0 13100
GTC BIOTHERAPEUTICS INC COM 36238T104 89 75 X 75 0 0
GTECH HLDGS CORP COM 400518106 16716 600 X 600 0 0
GTECH HLDGS CORP COM 400518106 13429 482 X 482 0 0
GUIDANT CORP COM 401698105 8641301 280107 X 250241 0 29866
GUIDANT CORP COM 401698105 1236807 40091 X 36591 0 3500
GUILFORD PHARMACEUTICALS INC COM 401829106 398 100 X 0 0 100
GUITAR CENTER INC COM 402040109 1959048 118300 X 115400 0 2900
GULFMARK OFFSHORE INC COM 402629109 19077503 1293390 X 887790 0 405600
GULFMARK OFFSHORE INC COM 402629109 41300 2800 X 2800 0 0
GYMBOREE CORP COM 403777105 465332 29340 X 24040 0 5300
GYRODYNE CO AMER INC COM 403820103 200981 13747 X 0 0 13747
GANNETT CO INC COM 364730101 6462 90 X 0 0 90
GAP (THE) INC COM 364760108 1024 66 X 0 0 66
GARTNER GROUP INC-CL B COM 366651206 3780 400 X 0 0 400
GEN-PROBE INC COM 36866T103 46408 1950 X 0 0 1950
GENENTECH INC COM 368710406 19166 578 X 0 0 578
GENERAL DYNAMICS CORP COM 369550108 14683 185 X 0 0 185
GENERAL ELECTRIC CO COM 369604103 122334 5024 X 0 0 5024
GENERAL MOTORS CORP COM 370442105 2801 76 X 0 0 76
GENUINE PARTS CO COM 372460105 2741 89 X 0 0 89
GENZYME CORPORATION COM 372917104 6801 230 X 0 0 230
GILLETTE CO COM 375766102 151800 5000 X 0 0 5000
GLAXO SMITHKLINE PLC-SPONSORED
ADR COM 37733W105 21764 581 X 0 0 581
GOLDEN WEST FINANCIAL CORP COM 381317106 10843 151 X 0 0 151
GOLDMAN SACHS GROUP INC COM 38141G104 154110 2263 X 0 0 2263
GRAFTECH INTL LTD COM 384313102 4172 700 X 0 0 700
GRAINGER W W INC COM 384802104 1753 34 X 0 0 34
GUIDANT CORP COM 401698105 11507 373 X 0 0 373
H J HEINZ CO COM 423074103 14807804 450496 X 419071 0 31425
H J HEINZ CO COM 423074103 8160438 248264 X 208211 0 40053
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
H POWER CORP NEW COM 40427A207 536 140 X 140 0 0
HAEMONETICS CORP MA COM 405024100 466326 21730 X 21730 0 0
HAGGAR CORP COM 405173105 52878 4200 X 4200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 345040 22700 X 22200 0 500
HAIN CELESTIAL GROUP INC COM 405217100 9606 632 X 632 0 0
HALL KINION & ASSOCIATES COM 406069104 45287 8100 X 8100 0 0
HALLIBURTON CO COM NEW 406216101 9395414 502160 X 433927 0 68233
HALLIBURTON CO COM NEW 406216101 2169219 115939 X 113314 0 2625
HANCOCK FABRICS INC COM 409900107 189100 12400 X 12400 0 0
HANCOCK HOLDING CO COM 410120109 11163 250 X 250 0 0
HANDELMAN CO COM 410252100 18860 1640 X 1640 0 0
HANDSPRING INC COM 410293104 9500 10000 X 10000 0 0
HANGER ORTHOPEDIC GRP INC COM NEW 41043F208 32875 2500 X 2500 0 0
HANMI FINL CORP COM 410495105 4669132 280260 X 244171 0 36089
HANOVER COMPRESSOR COMPANY COM 410768105 5697209 620611 X 445311 0 175300
HARBOR FL BANCSHARES INC COM 411901101 1689 75 X 0 0 75
HARKEN ENERGY CORP COM 412552309 341 1550 X 1550 0 0
HARLAND JOHN H CO COM 412693103 442489 19995 X 19300 0 695
HARLAND JOHN H CO COM 412693103 2213 100 X 100 0 0
HARLEY DAVIDSON INC COM 412822108 5284448 114382 X 102757 0 11625
HARLEY DAVIDSON INC COM 412822108 1538691 33305 X 33205 0 100
HARLEYSVILLE GROUP INC 412824104 31716 1200 X 0 0 1200
HARLEYSVILLE NATL CORP PA COM 412850109 74284 2800 X 2800 0 0
HARMAN INTL INDS INC NEW COM 413086109 1482800 24921 X 22000 0 2921
HARMAN INTL INDS INC NEW COM 413086109 59500 1000 X 680 0 320
HARMONIC INC COM 413160102 92814 40354 X 39054 0 1300
HARRAH'S ENTMT INC COM 413619107 2043400 51601 X 43083 0 8518
HARRAH'S ENTMT INC COM 413619107 342302 8644 X 8294 0 350
HARRIS & HARRIS GROUP INC 413833104 1230 500 X 500 0 0
HARRIS CORP COM 413875105 22130845 841477 X 840577 0 900
HARRIS CORP COM 413875105 272310 10354 X 9754 0 600
HARSCO CORP COM 415864107 566048 17750 X 15950 0 1800
HARSCO CORP COM 415864107 5581 175 X 0 0 175
HARTE-HANKS INC COM 416196103 25205 1350 X 1350 0 0
HARTE-HANKS INC COM 416196103 5601 300 X 300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 23445015 516069 X 463703 0 52366
HARTFORD FINL SVCS GROUP INC COM 416515104 14764841 325002 X 298882 0 26120
HARTMARX CORP COM 417119104 46360 19000 X 19000 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 17351 2690 X 2690 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 12900 2000 X 2000 0 0
HASBRO INC 418056107 911653 78931 X 24506 0 54425
HASBRO INC 418056107 9818 850 X 850 0 0
HAUPPAUGE DIGITAL INC COM 419131107 118 100 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
------------------------------
HAVERTY FURNITURE COS INC COM 419596101 241860 17400 X 14200 0 3200
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 76921 1749 X 1749 0 0
HAWAIIAN ELECTRIC CO INDS INC COM 419870100 183573 4174 X 4174 0 0
HCA INC COM 404119109 7519095 181183 X 118598 0 62585
HCA INC COM 404119109 572700 13800 X 8800 0 5000
HCC INS HLDGS INC COM 404132102 622380 25300 X 25300 0 0
HCC INS HLDGS INC COM 404132102 246000 10000 X 0 0 10000
HEADWATERS INC COM 42210P102 158202 10200 X 0 0 10200
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 1305966 72959 X 60359 0 12600
HEALTH MGMT ASSOC INC CL A NEW COM 421933102 13962 780 X 780 0 0
HEALTH MGMT SYS INC COM 42219M100 2696040 748900 X 477400 0 271500
HEALTH NET INC COM 42222G108 211200 8000 X 0 0 8000
HEALTH NET INC COM 42222G108 35640 1350 X 1350 0 0
HEALTHSOUTH CORP COM 421924101 453029 107864 X 84814 0 23050
HEALTHSOUTH CORP COM 421924101 5670 1350 X 1350 0 0
HEARST-ARGYLE TELEVISION INC COM 422317107 9644 400 X 0 0 400
HEARTLAND EXPRESS CO 422347104 4260163 185944 X 184744 0 1200
HECLA MINING COMPANY 422704106 3593 710 X 710 0 0
HEICO CORP NEW CL A 422806208 3556538 430053 X 426967 0 3086
HEIDRICK & STRUGGLES INTL INC COM 422819102 174573 11900 X 11900 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 12470 850 X 50 0 800
HELEN OF TROY CORP LTD COM G4388N106 23047 1980 X 1980 0 0
HELEN OF TROY CORP LTD COM G4388N106 7450 640 X 640 0 0
HELIX TECHNOLOGY CORP COM 423319102 191520 17100 X 17100 0 0
HELIX TECHNOLOGY CORP COM 423319102 229802 20518 X 8040 0 12478
HELMERICH & PAYNE INC COM 423452101 233049 8350 X 8350 0 0
HELMERICH & PAYNE INC COM 423452101 39074 1400 X 1000 0 400
HENRY JACK & ASSOC INC COM 426281101 5810504 482600 X 386200 0 96400
HENRY SCHEIN INC COM 806407102 83250 1850 X 300 0 1550
HENRY SCHEIN INC COM 806407102 144000 3200 X 0 0 3200
HERCULES INC COM 427056106 135661 15416 X 10597 0 4819
HERCULES INC COM 427056106 130240 14800 X 14800 0 0
HERLEY INDS INC DEL COM 427398102 34120 1960 X 1960 0 0
HERSHEY FOODS CORP COM 427866108 20368836 302029 X 294601 0 7428
HERSHEY FOODS CORP COM 427866108 6373080 94500 X 93500 0 1000
HEWITT & ASSOCIATES INC CL A COM 42822Q100 57042 1800 X 300 0 1500
HEWITT & ASSOCIATES INC CL A COM 42822Q100 123908 3910 X 230 0 3680
HEWLETT PACKARD CO COM 428236103 48539359 2796046 X 2386913 0 409133
HEWLETT PACKARD CO COM 428236103 35432263 2041029 X 1980476 1200 59353
HEXCEL CORP COM NEW 428291108 3450 1150 X 0 0 1150
HI/FN INC COM 428358105 2890 500 X 500 0 0
HIBBETT SPORTING GOODS INC COM 428565105 136344 5700 X 0 0 5700
HIBERNIA CORP CLASS A VOTING COM 428656102 267233 13875 X 5775 0 8100
HIBERNIA CORP CLASS A VOTING COM 428656102 17334 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
------------------------------
HICKORY TECH CORP COM 429060106 80052 8400 X 0 0 8400
HILB ROGAL & HAMILTON CO COM 431294107 4797570 117300 X 113100 0 4200
HILB ROGAL & HAMILTON CO COM 431294107 55215 1350 X 1350 0 0
HILFIGER TOMMY CORP G8915Z102 3095600 445410 X 426810 0 18600
HILFIGER TOMMY CORP G8915Z102 18939 2725 X 2250 0 475
HILLENBRAND INDS INC COM 431573104 24252 502 X 502 0 0
HILLENBRAND INDS INC COM 431573104 454114 9400 X 1400 0 8000
HILTON HOTELS CORP COM 432848109 4268107 335807 X 155102 0 180705
HILTON HOTELS CORP COM 432848109 6355 500 X 500 0 0
HISPANIC BROADCASTING CORP COM 43357B104 877855 42718 X 37200 0 5518
HISPANIC BROADCASTING CORP COM 43357B104 38737 1885 X 1340 0 545
HOLLINGER INTL INC CL A COM 435569108 39624 3900 X 3900 0 0
HOLLYWOOD ENTMT CORP COM 436141105 31408 2080 X 2080 0 0
HOLOGIC INC 436440101 155067 12700 X 12700 0 0
HOLOGIC INC 436440101 12576 1030 X 500 0 530
HOME DEPOT INC COM 437076102 175580339 7309756 X 6931751 0 378005
HOME DEPOT INC COM 437076102 51023933 2124227 X 2008512 2300 113415
HON INDS INC COM 438092108 175336 6200 X 0 0 6200
HON INDS INC COM 438092108 234724 8300 X 0 0 8300
HONEYWELL INTL INC COM 438516106 41775744 1740656 X 1648538 0 92118
HONEYWELL INTL INC COM 438516106 5770728 240447 X 230923 0 9524
HOOPER HOLMES INC COM 439104100 3429743 558590 X 554890 0 3700
HORACE MANN EDUCATORS CORP NEW COM 440327104 7217870 470833 X 310933 0 159900
HORIZON OFFSHORE INC COM 44043J105 19920 4000 X 4000 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 42094 2600 X 2600 0 0
HORIZON ORGANIC HLDG CORP COM 44043T103 4857 300 X 300 0 0
HORMEL FOODS CORPORATION 440452100 79322 3400 X 3400 0 0
HORMEL FOODS CORPORATION 440452100 4456 191 X 191 0 0
HOST MARRIOTT CORP COM 44107P104 901965 101917 X 9217 0 92700
HOST MARRIOTT CORP COM 44107P104 55817 6307 X 6307 0 0
HOT TOPIC INC COM 441339108 3329040 145500 X 144500 0 1000
HOTELS.COM CL A COM 44147T108 87408 1600 X 0 0 1600
HOUSEHOLD INTERNATIONAL COM 441815107 9633022 346387 X 292694 0 53693
HOUSEHOLD INTERNATIONAL COM 441815107 1554579 55900 X 52060 0 3840
HOUSTON EXPLORATION COMPANY COM 442120101 14262660 466100 X 305400 0 160700
HPSC INC COM 404264103 7750 1000 X 1000 0 0
HUBBELL INC CL B COM 443510201 1191211 33899 X 30199 0 3700
HUBBELL INC CL B COM 443510201 1698668 48340 X 23946 0 24394
HUBBELL INC CLASS A COM 443510102 132320 4000 X 0 0 4000
HUBBELL INC CLASS A COM 443510102 30037 908 X 908 0 0
HUDSON CITY BANCORP INC COM 443683107 204930 11000 X 11000 0 0
HUDSON RIVER BANCORP COM 444128102 163350 6600 X 4000 0 2600
HUDSON RIVER BANCORP COM 444128102 86625 3500 X 3500 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
------------------------------
HUDSON UNITED BANCORP COM 444165104 1270715 40859 X 40859 0 0
HUDSON UNITED BANCORP COM 444165104 2576635 82850 X 82850 0 0
HUFFY CORPORATION COM 444356109 60297 10100 X 10100 0 0
HUFFY CORPORATION COM 444356109 6716 1125 X 0 0 1125
HUGHES SUPPLY INC COM 444482103 478100 17500 X 15700 0 1800
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 64100 5000 X 5000 0 0
HUGOTON ROYALTY TR TX UNIT BEN INT 444717102 2564 200 X 200 0 0
HUMAN GENOME SCIENCES INC COM 444903108 762268 86523 X 11149 0 75374
HUMAN GENOME SCIENCES INC COM 444903108 16299 1850 X 1350 0 500
HUMANA INC COM 444859102 676810 67681 X 23644 0 44037
HUMANA INC COM 444859102 232370 23237 X 23237 0 0
HUNT J B TRANS SVCS INC COM 445658107 2930000 100000 X 68400 0 31600
HUNTINGTON BANCSHARES INC 446150104 752460 40217 X 36656 0 3561
HUNTINGTON BANCSHARES INC 446150104 246617 13181 X 13181 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 343620 16600 X 16600 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 4140 200 X 0 0 200
HUTTIG BLDG PRODS INC COM 448451104 6452 2264 X 2264 0 0
HYDRIL CO COM 448774109 346479 14700 X 14700 0 0
HYPERCOM CORP COM 44913M105 3322311 890700 X 607400 0 283300
HYPERION SOLUTIONS CORP COM 44914M104 2404509 93670 X 93170 0 500
HYPERION SOLUTIONS CORP COM 44914M104 41072 1600 X 0 0 1600
HYSEQ INC COM 449163302 870 1000 X 1000 0 0
HCA - THE HEALTHCARE CO 404119109 24,776 597 X 0 0 597
HSBC HOLDINGS PLC-SPONSORED ADR 404280406 31,339 570 X 0 0 570
HAEMONETICS CORP MASS 405024100 6,009 280 X 0 0 280
HALLIBURTON HOLDING CO 406216101 1,160 62 X 0 0 62
HANSON PLC SPD ADR NEW 411352404 2,329 105 X 0 0 105
HARLEY DAVIDSON INC 412822108 10,534 228 X 0 0 228
HARMAN INTERNATIONAL INDS INC NEW 413086109 11,900 200 X 0 0 200
HARRAHS ENTERTAINMENT INC 413619107 4,277 108 X 0 0 108
HARTFORD FINANCIAL SERVCS GROUP INC 416515104 2,090 46 X 0 0 46
HEALTH MANAGEMENT ASSOC INC CLASS A 421933102 12,530 700 X 0 0 700
HEALTH NET INC 42222G108 13,992 530 X 0 0 530
HEWLETT-PACKARD CO 428236103 17,950 1,034 X 0 0 1,034
HITACHI LTD-SPONSORED ADR 433578507 2,794 75 X 0 0 75
HOME DEPOT INC 437076102 96,416 4,014 X 0 0 4,014
HON INDUSTRIES INC 438092108 16,685 590 X 0 0 590
HONEYWELL INTERNATIONAL INC 438516106 12,000 500 X 0 0 500
HUBBELL INC CLASS B 443510201 13,002 370 X 0 0 370
HUGHES SUPPLY INC 444482103 27,866 1,020 X 0 0 1,020
HURRICANE HYDROCARBONS LTD 44779E106 26,373 2,531 X 0 0 2,531
HYDRIL CO 448774109 14,142 600 X 0 0 600
I-MANY INC COM 44973Q103 66740 47000 X 47000 0 0
ICN PHARMACEUTICALS INC COM 448924100 11718780 1074132 X 742393 0 331739
ICN PHARMACEUTICALS INC COM 448924100 14183 1300 X 1300 0 0
ICOS CORP COM 449295104 98439 4205 X 4205 0 0
ICOS CORP COM 449295104 22240 950 X 750 0 200
ICU MED INC COM 44930G107 683411 18322 X 9100 0 9222
IDACORP INC COM 451107106 5848409 235538 X 185838 0 49700
IDACORP INC COM 451107106 434326 17492 X 13505 0 3987
IDEC PHARMACEUTICALS CORP COM 449370105 329544 9935 X 1150 0 8785
IDEC PHARMACEUTICALS CORP COM 449370105 123558 3725 X 3725 0 0
IDENTIX INC COM 451906101 55162 10711 X 10711 0 0
IDEX CORP COM 45167R104 843660 25800 X 21300 0 4500
IDEX CORP COM 45167R104 220725 6750 X 0 0 6750
IDEXX LABS CORP 45168D104 2842839 86540 X 72940 0 13600
IDEXX LABS CORP 45168D104 29565 900 X 900 0 0
IDT CORP CL B COM 448947309 509193 32830 X 23530 0 9300
IDT CORP COM 448947101 340613 19700 X 19700 0 0
IGATE CORP COM *REORG* 45169U105 6374 1500 X 1500 0 0
IGEN INTL INC COM 449536101 21425 500 X 500 0 0
IHOP CORP COM 449623107 328800 13700 X 13700 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 92235 12900 X 3200 0 9700
IKON OFFICE SOLUTIONS INC COM 451713101 57200 8000 X 8000 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
------------------------------
ILEX ONCOLOGY INC COM 451923106 1492484 211400 X 194700 0 16700
ILLINOIS TOOL WORKS INC COM 452308109 89465354 1379361 X 1319783 0 59578
ILLINOIS TOOL WORKS INC COM 452308109 26888816 414567 X 389670 200 24697
IMAGISTICS INTL INC COM 45247T104 296940 14847 X 14847 0 0
IMAGISTICS INTL INC COM 45247T104 123120 6156 X 5643 0 513
IMANAGE INC COM 45245Y105 24512 7660 X 7660 0 0
IMATION CORP COM 45245A107 79176 2257 X 1452 0 805
IMATION CORP COM 45245A107 106608 3039 X 2397 0 642
IMC GLOBAL INC COM 449669100 42680 4000 X 200 0 3800
IMC GLOBAL INC COM 449669100 331 31 X 31 0 0
IMCLONE SYS INC COM 45245W109 2124 200 X 200 0 0
IMCLONE SYS INC COM 45245W109 5311 500 X 0 0 500
IMCO RECYCLING INC 449681105 151218 18600 X 15400 0 3200
IMMUNOMEDICS INC COM 452907108 71610 15500 X 15500 0 0
IMPATH INC COM 45255G101 325380 16500 X 10700 0 5800
IMPCO TECHNOLOGIES INC COM 45255W106 2345 500 X 500 0 0
IMS HEALTH INC COM 449934108 6779104 423694 X 373101 0 50593
IMS HEALTH INC COM 449934108 2385680 149105 X 137735 0 11370
INAMED CORP COM 453235103 437360 14200 X 13700 0 500
INCYTE GENOMICS INC COM 45337C102 9120 2000 X 0 0 2000
INDEPENDENCE CMNTY BK CORP COM 453414104 126646 4990 X 2100 0 2890
INDEPENDENT BK CORP MA COM 453836108 22800 1000 X 0 0 1000
INFOCUS CORP COM 45665B106 12751 2070 X 2070 0 0
INFORMATION HLDGS INC COM 456727106 295656 19050 X 14300 0 4750
INFORMATION RES INC COM 456905108 31040 19400 X 19400 0 0
INFOSPACE INC COM 45678T201 8238 975 X 845 0 130
INFOSPACE INC COM 45678T201 676 80 X 80 0 0
INFOUSA INC NEW COM 456818301 2772803 557908 X 397408 0 160500
INGLES MKTS INC CL A 457030104 3020927 261100 X 180300 0 80800
INGLES MKTS INC CL A 457030104 2314 200 X 200 0 0
INGRAM MICRO CL A COM 457153104 337773 27350 X 0 0 27350
INGRAM MICRO CL A COM 457153104 69469 5625 X 5375 0 250
INHALE THERAPEUTIC SYS INC COM 457191104 26018 3220 X 3220 0 0
INHALE THERAPEUTIC SYS INC COM 457191104 3394 420 X 420 0 0
INKINE PHARMACEUTICAL INC COM 457214104 8150 5000 X 5000 0 0
INKTOMI COM 457277101 33637 21023 X 21023 0 0
INKTOMI COM 457277101 64 40 X 40 0 0
INNOVEX INC COM 457647105 84822 20100 X 500 0 19600
INPUT/OUTPUT INC COM 457652105 142375 33500 X 15100 0 18400
INSIGHT COMMUNICATIONS INC COM 45768V108 595230 48080 X 48080 0 0
INSIGHT ENTERPRISES INC COM 45765U103 250547 30150 X 30150 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 296670 17400 X 17400 0 0
INSITUFORM TECHNOLOGIES INC CL A COM 457667103 3922 230 X 230 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
------------------------------
INSPIRE PHARMACEUTICALS INC COM 457733103 677150 72500 X 0 0 72500
INSURANCE AUTO AUCTIONS INC COM 457875102 132720 8000 X 8000 0 0
INTEGRA LIFESCIENCES CORP COM NEW 457985208 6625810 375400 X 372400 0 3000
INTEGRAL SYSTEMS INC /MD COM 45810H107 6794103 338858 X 217158 0 121700
INTEGRATED CIRCUIT SYS INC COM 45811K208 322113 17650 X 0 0 17650
INTEGRATED DEFENSE TECHNOLOGIES COM 45819B101 1268750 87500 X 86900 0 600
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 2511 300 X 300 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 7550 902 X 902 0 0
INTEL CORP COM 458140100 182842729 11743271 X 10806529 0 936742
INTEL CORP COM 458140100 83990216 5394362 X 5111042 2570 280750
INTER TEL INC COM 458372109 332469 15900 X 15900 0 0
INTERCEPT INC COM 45845L107 2207972 130410 X 129610 0 800
INTERCHANGE FINANCIAL SVCS CORP COM 458447109 421981 26210 X 26210 0 0
INTERDIGITAL COMMUNICATIONS CORP COM 45866A105 31304 2150 X 750 0 1400
INTERFACE INC COM 458665106 102845 33500 X 14900 0 18600
INTERFACE INC COM 458665106 2456 800 X 800 0 0
INTERGRAPH CORP COM 458683109 5047392 284200 X 203300 0 80900
INTERLAND INC COM 458727104 7007 5390 X 5390 0 0
INTERMAGNETICS GEN CORP COM 458771102 278829 14197 X 10897 0 3300
INTERMET CORP 45881K104 76440 18200 X 8500 0 9700
INTERMUNE INC COM 45884X103 2019525 79166 X 74491 0 4675
INTERNAP NETWORK SERVICES COM 45885A102 148 400 X 400 0 0
INTERNATIONAL ALUM CORP 458884103 11239 650 X 650 0 0
INTERNATIONAL BUSINESS MACHS CORP 459200101 316617415 4085386 X 3803981 0 281405
INTERNATIONAL BUSINESS MACHS CORP 459200101 173360060 2236904 X 2063376 722 172806
INTERNATIONAL GAME TECH COM 459902102 5410135 71261 X 55511 0 15750
INTERNATIONAL GAME TECH COM 459902102 430846 5675 X 2100 0 3575
INTERNATIONAL MULTIFOODS CORP COM 460043102 274411 12950 X 12950 0 0
INTERNATIONAL PAPER CO COM 460146103 23850030 682014 X 520121 0 161893
INTERNATIONAL PAPER CO COM 460146103 5464727 156269 X 147546 0 8723
INTERNATIONAL RECTIFIER CORP COM 460254105 623579 33780 X 19800 0 13980
INTERNATIONAL RECTIFIER CORP COM 460254105 1846 100 X 100 0 0
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 149160 4000 X 800 0 3200
INTERNATIONAL SPEEDWAY CORP COM CL A 460335201 41019 1100 X 1100 0 0
INTERNET CAP GROUP INC COM 46059C106 3836 10656 X 10656 0 0
INTERNET CAP GROUP INC COM 46059C106 216 600 X 600 0 0
INTERNET HOLDRS TR COM 46059W102 2480 100 X 0 0 100
INTERNET INITIATIVE JAPAN COM 46059T109 1309 550 X 550 0 0
INTERNET PICTURES CORP NEW COM 46059S200 42 40 X 40 0 0
INTERNET SEC SYS INC COM 46060X107 159306 8691 X 8691 0 0
INTERPOOL INC COM 46062R108 160600 10000 X 0 0 10000
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 13300404 944631 X 882997 0 61634
INTERPUBLIC GRP OF COMPANIES INC COM 460690100 3377581 239885 X 234882 0 5003
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
INTERSIL CORP 46069S109 6086748 436639 X 420319 0 16320
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 3104519 203575 X 123000 0 80575
INTERSTATE BAKERIES CORP DEL NEW COM 46072H108 503 33 X 33 0 0
INTERTAN INC COM 461120107 9334997 1305594 X 883444 0 422150
INTL FLAVORS & FRAGRANCES COM 459506101 2462090 70145 X 53239 0 16906
INTL FLAVORS & FRAGRANCES COM 459506101 3442433 98075 X 96375 0 1700
INTUIT INC COM 461202103 8545023 182119 X 142846 0 39273
INTUIT INC COM 461202103 375548 8004 X 5074 0 2930
INTUITIVE SURGICAL INC COM 46120E107 18480 3000 X 3000 0 0
INTUITIVE SURGICAL INC COM 46120E107 3080 500 X 500 0 0
INVACARE CORP COM 461203101 33666300 1011000 X 666700 0 344300
INVERNESS MED INNOVATIONS INC COM 46126P106 39450 3000 X 3000 0 0
INVESTMENT TECHNOLOGY GROUP COM NEW 46145F105 173849 7775 X 0 0 7775
INVESTORS FINL SERVICES CORP COM 461915100 25199 920 X 920 0 0
INVESTORS FINL SERVICES CORP COM 461915100 406194 14830 X 14830 0 0
INVISION TECHNOLOGIES INC COM 461851107 13180 500 X 500 0 0
INVITROGEN CORP COM 46185R100 3557016 113679 X 87889 0 25790
INVITROGEN CORP COM 46185R100 14775826 472222 X 56527 0 415695
IOMEGA CORP COM 462030305 17349 2210 X 2210 0 0
ION NETWORKS INC COM 46205P100 46 200 X 200 0 0
IONICS INC COM 462218108 290700 12750 X 12750 0 0
IONICS INC COM 462218108 194096 8513 X 8513 0 0
IRON MOUNTAIN INC COM 462846106 64370 1950 X 1950 0 0
IRON MOUNTAIN INC COM 462846106 1717279 52023 X 45073 0 6950
IRT PROPERTY CO 450058102 8903 750 X 750 0 0
IRWIN FINL CORP COM 464119106 300300 18200 X 18200 0 0
ISIS PHARMACEUTICALS COM 464330109 29985 4550 X 4550 0 0
ITRON INC COM 465741106 2758563 143900 X 142000 0 1900
ITT EDL SVCS INC COM 45068B109 982035 41700 X 30100 0 11600
ITT INDS INC IND COM 450911102 3043057 50141 X 45419 0 4722
ITT INDS INC IND COM 450911102 3657544 60266 X 54915 0 5351
IVAX CORP 465823102 40878 3370 X 3370 0 0
IVAX CORP 465823102 15915 1312 X 0 0 1312
IVILLAGE COM 46588H105 29109 30967 X 30967 0 0
I2 TECHNOLOGIES INC COM 465754109 5290 4600 X 4600 0 0
I2 TECHNOLOGIES INC COM 465754109 1201 1044 X 1044 0 0
I3 MOBILE INC COM 465713105 675 500 X 500 0 0
ICN PHARMACEUTICALS 448924100 324,191 29,715 X 29,715 0 -
IDEC PHARMACEUTICALS CORP 449370105 10,780 325 X 0 0 325
IHOP CORPORATION 449623107 7,200 300 X 0 0 300
IDEX CORP 45167R104 6,540 200 X 0 0 200
IMATION CORP 45245A107 57,882 1,650 X 0 0 1,650
IMPERIAL CHEMICAL IND PLC NEW ADR 452704505 6,245 434 X 0 0 434
INFOSYS TECHNOLOGIES LTD-SPD ADR 456788108 6,955 100 X 0 0 100
ING GROEP N V ADR 456837103 93,630 5,560 X 0 0 5,560
INGRAM MICRO INC CL A 457153104 7,287 590 X 0 0 590
INTEL CORP 458140100 86,803 5,575 X 0 0 5,575
INTERNATIONAL BUSINESS MACHINES CORP 459200101 278,613 3,595 X 0 0 3,595
INTERNATIONAL FLAVOR & FRAGRANCES 459506101 5,616 160 X 0 0 160
INTERNATIONAL GAME TECHNOLOGY 459902102 1,518 20 X 0 0 20
INTERNET SECURITY SYSTEMS INC 46060X107 23,829 1,300 X 0 0 1,300
INTUIT INC 461202103 2,393 51 X 0 0 51
INVITROGEN CORP 46185R100 20,339 650 X 0 0 650
ISHARES MSCI EAFE INDEX FUND 464287465 415,842 4,200 X 0 0 4,200
ISHARES RUSSELL 1000 VALUE INDEX FD 464287598 227,007 4,950 X 0 0 4,950
J & J SNACK FOODS CORP COM 466032109 207118 5800 X 5800 0 0
J D EDWARDS & CO COM 281667105 38465 3410 X 1400 0 2010
J D EDWARDS & CO COM 281667105 3384 300 X 0 0 300
J M SMUCKER CO COM 832696405 1028969 25847 X 25513 0 334
J M SMUCKER CO COM 832696405 1573411 39523 X 34437 1 5085
J P MORGAN CHASE & CO COM 46625H100 196563816 8190159 X 7893878 0 296281
J P MORGAN CHASE & CO COM 46625H100 82363176 3431799 X 3223696 1740 206363
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
J. JILL GROUP INC COM 466189107 177546 12700 X 12700 0 0
J. JILL GROUP INC COM 466189107 1664 119 X 119 0 0
J.C. PENNEY CO INC (HOLDING CO) 708160106 7083813 307858 X 254796 0 53062
J.C. PENNEY CO INC (HOLDING CO) 708160106 529690 23020 X 22572 0 448
JABIL CIRCUIT INC COM 466313103 6238956 348156 X 336233 0 11923
JABIL CIRCUIT INC COM 466313103 165545 9238 X 8298 0 940
JACK IN THE BOX INC COM 466367109 10948720 633240 X 437140 0 196100
JACOBS ENGR GROUP INC COM 469814107 440728 12380 X 8400 0 3980
JACOBS ENGR GROUP INC COM 469814107 697760 19600 X 4520 0 15080
JAKKS PAC INC COM 47012E106 244481 18150 X 18150 0 0
JAKKS PAC INC COM 47012E106 4041 300 X 0 0 300
JARDEN CORP COM 471109108 10908590 457000 X 373200 0 83800
JDA SOFTWARE GROUP INC COM 46612K108 198610 20560 X 20560 0 0
JDS UNIPHASE CORP COM 46612J101 1349472 546345 X 453445 0 92900
JDS UNIPHASE CORP COM 46612J101 176071 71284 X 61934 200 9150
JEFFERIES GROUP INC NEW COM 472319102 738672 17600 X 17600 0 0
JEFFERSON PILOT CORP COM 475070108 1184497 31081 X 17993 0 13088
JEFFERSON PILOT CORP COM 475070108 2152758 56488 X 52438 0 4050
JETBLUE AIRWAYS CORP COM 477143101 287145 10635 X 285 0 10350
JETBLUE AIRWAYS CORP COM 477143101 4050 150 X 150 0 0
JLG INDUSTRIES INC COM 466210101 250749 33300 X 28300 0 5000
JMAR TECHNOLOGIES INC COM 466212107 1020 1000 X 1000 0 0
JO-ANN STORES INC CL A COM 47758P109 287125 12500 X 12500 0 0
JOHN HANCOCK FINL SVCS COM 41014S106 14209582 509304 X 478663 0 30641
JOHN HANCOCK FINL SVCS COM 41014S106 1049598 37620 X 37620 0 0
JOHNSON & JOHNSON COM 478160104 415252474 7731381 X 7315866 0 415515
JOHNSON & JOHNSON COM 478160104 215347721 4009453 X 3774881 1100 233472
JOHNSON CONTROLS INC COM 478366107 3290497 41044 X 27904 0 13140
JOHNSON CONTROLS INC COM 478366107 924440 11531 X 7161 0 4370
JOHNSON OUTDOORS INC CL A COM 479167108 15595 1580 X 1580 0 0
JONES APPAREL GROUP INC COM 480074103 19242396 542957 X 515652 0 27305
JONES APPAREL GROUP INC COM 480074103 1140034 32168 X 31476 0 692
JOURNAL REGISTER CO COM 481138105 10844022 609900 X 383000 0 226900
JOURNAL REGISTER CO COM 481138105 691642 38900 X 22500 0 16400
JUNIPER NETWORKS INC COM 48203R104 69088 10160 X 10110 0 50
JUNIPER NETWORKS INC COM 48203R104 2380 350 X 300 0 50
J2 GLOBAL COMMUNICATONS INC COM 46626E205 248 13 X 13 0 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 438 23 X 23 0 0
JOHNSON & JOHNSON COM 478160104 111072 2068 X 0 0 2068
JONES APPAREL GROUP INC COM 480074103 16373 462 X 0 0 462
K MART CORP COM 482584109 2798 13850 X 13850 0 0
K MART CORP COM 482584109 949 4700 X 4700 0 0
K TRON INTL INC COM 482730108 1889381 145337 X 109897 0 35440
K-SWISS COM 482686102 262691 12100 X 12100 0 0
KADANT INC COM 48282T104 71745 4783 X 4783 0 0
KADANT INC COM 48282T104 66615 4441 X 1560 0 2881
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
KAMAN CORP CL A COM 483548103 1924450 174950 X 135150 0 39800
KAMAN CORP CL A COM 483548103 64900 5900 X 100 0 5800
KANA SOFTWARE INC COM NEW 483600300 58259 29573 X 29573 0 0
KANEB SERVICES LLC CL WI COM 484173109 9175 500 X 500 0 0
KANEB SERVICES LLC CL WI COM 484173109 83548 4553 X 4553 0 0
KANSAS CITY LIFE INS CO COM 484836101 6822 180 X 180 0 0
KANSAS CITY LIFE INS CO COM 484836101 40932 1080 X 1080 0 0
KANSAS CITY SOUTHERN INC COM 485170302 4543320 378610 X 284510 0 94100
KANSAS CITY SOUTHERN INC COM 485170302 168960 14080 X 14080 0 0
KATY INDUSTRIES INC COM 486026107 6880 2000 X 2000 0 0
KAYDON CORP COM 486587108 243915 11500 X 0 0 11500
KAYDON CORP COM 486587108 84840 4000 X 0 0 4000
KB HOME COM 48666K109 2316814 54068 X 45726 0 8342
KB HOME COM 48666K109 45764 1068 X 1068 0 0
KCS ENERGY INC 482434206 3420 2000 X 0 0 2000
KEANE INC COM 486665102 26970 3000 X 3000 0 0
KEANE INC COM 486665102 8630 960 X 960 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 5661563 452925 X 333025 0 119900
KEITHLEY INSTRUMENTS INC COM 487584104 125 10 X 10 0 0
KELLOGG CO COM 487836108 6443582 188024 X 112099 0 75925
KELLOGG CO COM 487836108 8426822 245895 X 241295 0 4600
KELLWOOD CO COM 488044108 528320 20320 X 10920 0 9400
KEMET CORP COM 488360108 63802 7300 X 4000 0 3300
KEMET CORP COM 488360108 30590 3500 X 3500 0 0
KENDLE INTERNATIONAL COM 48880L107 19450 2210 X 2210 0 0
KENDLE INTERNATIONAL COM 48880L107 3300 375 X 0 0 375
KENNAMETAL INC COM 489170100 68270 1980 X 1280 0 700
KENNAMETAL INC COM 489170100 108095 3135 X 35 0 3100
KENSEY NASH CORP COM 490057106 914 50 X 50 0 0
KENSEY NASH CORP COM 490057106 3654 200 X 200 0 0
KERR-MCGEE CORP COM 492386107 32291112 728919 X 714047 0 14872
KERR-MCGEE CORP COM 492386107 1706658 38525 X 37187 0 1338
KEY ENERGY SERVICES INC COM 492914106 2959382 329920 X 326320 0 3600
KEY ENERGY SERVICES INC COM 492914106 1346 150 X 150 0 0
KEY TECHNOLOGY INC COM 493143101 2398751 450047 X 296466 0 153581
KEYCORP NEW COM 493267108 2153492 85660 X 55939 0 29721
KEYCORP NEW COM 493267108 4875124 193919 X 193183 0 736
KEYSPAN CORP COM 49337W100 3317035 94127 X 92127 0 2000
KEYSPAN CORP COM 49337W100 412872 11716 X 10020 0 1696
KEYSTONE PPTY TR CORP COM 493596100 60413 3560 X 990 0 2570
KFORCE INC COM 493732101 10542429 2498206 X 1661961 0 836245
KFORCE INC COM 493732101 10550 2500 X 2500 0 0
KIMBALL INTL INC CL B COM 494274103 3814868 267710 X 196310 0 71400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
KIMBERLY CLARK CORP COM 494368103 38213303 804999 X 723464 0 81535
KIMBERLY CLARK CORP COM 494368103 22612809 476360 X 462545 0 13815
KINDER MORGAN INC COM 49455P101 524148 12400 X 12100 0 300
KINDER MORGAN INC COM 49455P101 130192 3080 X 3080 0 0
KINDER MORGAN MGMT LLC COM 49455U100 1058265 33500 X 0 0 33500
KINDRED HEALTHCARE INC COM 494580103 12887 710 X 710 0 0
KING PHARMACEUTICALS COM 495582108 1403220 81630 X 59120 0 22510
KING PHARMACEUTICALS COM 495582108 206280 12000 X 10100 0 1900
KIRBY CORP COM 497266106 430023 15700 X 14800 0 900
KLA-TENCOR CORP COM 482480100 4992476 141150 X 122890 0 18260
KLA-TENCOR CORP COM 482480100 21222 600 X 600 0 0
KNIGHT RIDDER INC COM 499040103 9226025 145866 X 136790 0 9076
KNIGHT RIDDER INC COM 499040103 2116788 33467 X 32297 0 1170
KNIGHT TRADING GROUP INC COM 499063105 2874 600 X 600 0 0
KNIGHT TRADING GROUP INC COM 499063105 2395 500 X 500 0 0
KNIGHT TRANSN INC COM 499064103 892668 42508 X 28480 0 14028
KNIGHT TRANSN INC COM 499064103 6300 300 X 0 0 300
KOHLS CORP COM 500255104 9612770 171810 X 144980 0 26830
KOHLS CORP COM 500255104 105186 1880 X 500 0 1380
KOPIN CORP COM 500600101 534472 136345 X 133045 0 3300
KOPIN CORP COM 500600101 102704 26200 X 6200 0 20000
KORN/FERRY INTERNATIONAL COM 500643200 1122 150 X 0 0 150
KOSAN BIOSCIENCES INC COM 50064W107 21925 3612 X 3612 0 0
KRAFT FOODS INC COM 50075N104 118984679 3056375 X 2885423 0 170952
KRAFT FOODS INC COM 50075N104 16713194 429314 X 387589 500 41225
KRAMONT RLTY TR COM 50075Q107 139175 9500 X 9500 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 88140 2610 X 1510 0 1100
KRISPY KREME DOUGHNUTS INC COM 501014104 26172 775 X 775 0 0
KROGER CO COM 501044101 9151607 592337 X 491846 0 100491
KROGER CO COM 501044101 364157 23570 X 19170 0 4400
KROLL INC COM 501049100 2547752 133530 X 132730 0 800
KRONOS INC COM 501052104 695486 18802 X 13802 0 5000
KULICKE & SOFFA INDS INC COM 501242101 184756 32300 X 32300 0 0
KULICKE & SOFFA INDS INC COM 501242101 79508 13900 X 0 0 13900
KVH INDUSTRIES INC COM 482738101 21500 2500 X 2500 0 0
K2 INC COM 482732104 111390 11850 X 11850 0 0
KLA TENCOR CORP NEW COM 482480100 3042 86 X 0 0 86
KT CORP-SP ADR COM 48268K101 4741 220 X 0 0 220
KELLOGG CO COM 487836108 140370 4096 X 0 0 4096
KERR-MCGEE CORP COM 492386107 1816 41 X 0 0 41
KEY ENERGY SERVICES INC COM 492914106 21887 2440 X 0 0 2440
KEYSPAN CORP COM 49337W100 1233 35 X 0 0 35
KIMBERLY CLARK CORP COM 494368103 75620 1593 X 0 0 1593
KINDER MORGAN INC COM 49455P101 1099 26 X 0 0 26
KOHLS CORPORATION COM 500255104 10631 190 X 0 0 190
KONINKLIJKE PHILIPS ELECTRONICS NV COM 500472303 5746 325 X 0 0 325
KOOKMIN BK SPON ADR COM 50049M109 3182 90 X 0 0 90
KOREA ELECTRIC POWER CORP-SP ADR COM 500631106 2933 345 X 0 0 345
KRAFT FOODS INC-A COM 50075N104 20049 515 X 0 0 515
KROGER CO COM 501044101 116184 7520 X 0 0 7520
L-3 COMM HLDGS INC COM 502424104 23553229 524454 X 500760 0 23694
L-3 COMM HLDGS INC COM 502424104 550507 12258 X 11258 0 1000
LA-Z-BOY INC COM 505336107 916060 38201 X 26501 0 11700
LABOR READY INC COM 505401208 173340 27000 X 27000 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 4433843 190785 X 150900 0 39885
LABORATORY CORP AMER HLDGS COM 50540R409 93727 4033 X 3383 0 650
LABRANCHE & CO INC COM 505447102 177156 6650 X 6650 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
------------------------------
LACLEDE GROUP INC COM 505597104 316052 13060 X 13060 0 0
LACLEDE GROUP INC COM 505597104 127582 5272 X 5272 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 13104 145597 X 145597 0 0
LADISH COMPANY INC COM 505754200 4135344 513070 X 387170 0 125900
LAFARGE NORTH AMERICA COM 505862102 13140 400 X 0 0 400
LAKELAND BANCORP INC COM 511637100 102610 5742 X 5742 0 0
LAKELAND FINL CORP COM 511656100 9380 400 X 400 0 0
LAM RESEARCH CORPORATION COM 512807108 211680 19600 X 800 0 18800
LAM RESEARCH CORPORATION COM 512807108 19440 1800 X 1800 0 0
LAMAR ADVERTISING COM CL A 512815101 229426 6818 X 1000 0 5818
LAMAR ADVERTISING COM CL A 512815101 23892 710 X 0 0 710
LANCASTER COLONY CORP COM 513847103 22901 586 X 586 0 0
LANCE INC COM 514606102 226125 19100 X 19100 0 0
LANDAMERICA FINL GROUP INC COM 514936103 620375 17500 X 12100 0 5400
LANDAMERICA FINL GROUP INC COM 514936103 42540 1200 X 1200 0 0
LANDAUER INC 51476K103 79925 2300 X 0 0 2300
LANDRY'S RESTAURANTS INC COM 51508L103 468130 22040 X 22040 0 0
LANDSTAR SYS INC COM 515098101 618616 10600 X 4800 0 5800
LANDSTAR SYS INC COM 515098101 40852 700 X 0 0 700
LASER TECHNOLOGY INC COM 518074208 102 100 X 100 0 0
LASERSIGHT INC COM 517924106 570 3000 X 3000 0 0
LATTICE SEMICONDUCTOR CORP 518415104 21574 2460 X 0 0 2460
LATTICE SEMICONDUCTOR CORP 518415104 1631 186 X 186 0 0
LAWSON PRODUCTS INC COM 520776105 258435 8342 X 7142 0 1200
LAYNE CHRISTENSEN CO COM 521050104 2795495 340914 X 225114 0 115800
LAZARE KAPLAN INTERNATIONAL COM 521078105 193664 35600 X 35600 0 0
LAZARE KAPLAN INTERNATIONAL COM 521078105 88128 16200 X 6000 0 10200
LCA-VISION INC COM 501803308 3146 1380 X 1380 0 0
LCA-VISION INC COM 501803308 6840 3000 X 3000 0 0
LEAPFROG ENTERPRISES INC COM 52186N106 47785 1900 X 0 0 1900
LEAR CORP COM 521865105 1557504 46800 X 22100 0 24700
LEAR CORP COM 521865105 94948 2853 X 2853 0 0
LECROY CORP COM 52324W109 3840511 345992 X 237792 0 108200
LEGATO SYS INC COM 524651106 16096 3200 X 0 0 3200
LEGG MASON INC COM 524901105 84945 1750 X 550 0 1200
LEGGETT & PLATT INC COM 524660107 817983 36452 X 17814 0 18638
LEGGETT & PLATT INC COM 524660107 115229 5135 X 4985 0 150
LEHMAN BROS HLDGS INC COM 524908100 3647807 68452 X 46306 0 22146
LEHMAN BROS HLDGS INC COM 524908100 911152 17098 X 13464 0 3634
LENNAR CORP COM 526057104 1088760 21100 X 7100 0 14000
LENNAR CORP COM 526057104 832824 16140 X 3700 0 12440
LENNOX INTL INC COM 526107107 475645 37900 X 37900 0 0
LEUCADIA NATL CORP COM 527288104 522340 14000 X 0 0 14000
LEUCADIA NATL CORP COM 527288104 373100 10000 X 0 0 10000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
LEVEL 3 COMMUNICATIONS INC COM 52729N100 54880 11200 X 6200 0 5000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 5880 1200 X 1200 0 0
LEXAR MEDIA INC COM 52886P104 114114 18200 X 0 0 18200
LEXMARK INTERNATIONAL INC CL A COM 529771107 8211968 135735 X 133199 0 2536
LEXMARK INTERNATIONAL INC CL A COM 529771107 3812 63 X 63 0 0
LIBBEY INC COM 529898108 297700 11450 X 11450 0 0
LIBERATE TECHNOLOGIES COM 530129105 1573 1100 X 1000 0 100
LIBERTY MEDIA CORP COM CL A 530718105 33924511 3794688 X 3607986 0 186702
LIBERTY MEDIA CORP COM CL A 530718105 1899294 212449 X 142929 0 69520
LIFECELL CORP COM 531927101 9030 3000 X 3000 0 0
LIFECORE BIOMEDICAL INC COM 532187101 4579575 533750 X 410050 0 123700
LIFEPOINT HOSPS INC COM 53219L109 1661171 55500 X 55200 0 300
LIFEPOINT HOSPS INC COM 53219L109 94672 3163 X 763 0 2400
LIFETIME HOAN CORP COM 531926103 4770 1000 X 1000 0 0
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 687360 128000 X 127000 0 1000
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 64 12 X 12 0 0
LIGHTBRIDGE INC COM 532226107 18450 3000 X 3000 0 0
LILLY ELI & CO COM 532457108 83084226 1308413 X 1222503 0 85910
LILLY ELI & CO COM 532457108 44386627 699002 X 644291 900 53811
LIMITED BRANDS INC COM 532716107 2301612 165227 X 125438 0 39789
LIMITED BRANDS INC COM 532716107 56556 4060 X 3600 0 460
LIN TV CORP CL A COM 532774106 4118681 169145 X 157000 0 12145
LIN TV CORP CL A COM 532774106 85225 3500 X 0 0 3500
LINCARE HLDGS INC 532791100 381812 12075 X 1400 0 10675
LINCARE HLDGS INC 532791100 153515 4855 X 4855 0 0
LINCOLN ELEC HLDGS INC COM 533900106 41670 1800 X 0 0 1800
LINCOLN NATIONAL CORP COM 534187109 26967709 853949 X 797219 0 56730
LINCOLN NATIONAL CORP COM 534187109 1800850 57025 X 44785 0 12240
LINDSAY MFG CO COM 535555106 193670 9050 X 1350 0 7700
LINDSAY MFG CO COM 535555106 122772 5737 X 5737 0 0
LINEAR TECHNOLOGY CORP COM 535678106 877026 34099 X 32569 0 1530
LINEAR TECHNOLOGY CORP COM 535678106 1095672 42600 X 38600 0 4000
LINENS N THINGS INC COM 535679104 706928 31280 X 29370 0 1910
LINENS N THINGS INC COM 535679104 1356 60 X 60 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 98 50 X 50 0 0
LIPID SCIENCES INC COM 53630P101 30 24 X 24 0 0
LITHIA MTRS INC CL A COM 536797103 6019625 383660 X 268160 0 115500
LITHIA MTRS INC CL A COM 536797103 7845 500 X 500 0 0
LITTELFUSE INC COM 537008104 315282 18700 X 7800 0 10900
LIZ CLAIBORNE INC COM 539320101 998849 33688 X 6894 0 26794
LIZ CLAIBORNE INC COM 539320101 252322 8510 X 4360 0 4150
LNR PROPERTY CORP COM 501940100 341964 9660 X 9660 0 0
LOCKHEED MARTIN CORP COM 539830109 11385297 197148 X 168867 0 28281
LOCKHEED MARTIN CORP COM 539830109 792677 13726 X 8607 0 5119
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
LODGENET ENTERTAINMENT CORP COM 540211109 10680 1000 X 1000 0 0
LOEWS CORP COM 540424108 1067218 24004 X 20892 0 3112
LOEWS CORP COM 540424108 686462 15440 X 15340 0 100
LOEWS CORP-CAROLINA GROUP COM 540424207 10135 500 X 0 0 500
LOGILITY INC COM 54140Y103 2950 1000 X 0 0 1000
LOJACK CORP COM 539451104 5434 1100 X 1100 0 0
LOJACK CORP COM 539451104 2470 500 X 500 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 397630 20560 X 20560 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 4835 250 X 0 0 250
LONE STAR TECHNOLOGIES INC COM 542312103 278443 18700 X 18700 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 15932 1070 X 1070 0 0
LONG ISLAND FIN CORP COM 542669106 773500 35000 X 35000 0 0
LONGS DRUG STORES CORP COM 543162101 34221 1650 X 1650 0 0
LONGS DRUG STORES CORP COM 543162101 53924 2600 X 2600 0 0
LONGVIEW FIBRE CO COM 543213102 3887571 537700 X 377700 0 160000
LORAL SPACE AND COMMUNICATIONS COM G56462107 4859 11300 X 11300 0 0
LORAL SPACE AND COMMUNICATIONS COM G56462107 1505 3500 X 3500 0 0
LOUISIANA PAC CORP COM 546347105 8096270 1004500 X 841373 0 163127
LOUISIANA PAC CORP COM 546347105 62924 7807 X 7807 0 0
LOWES COS INC COM 548661107 42014100 1120376 X 1051095 0 69281
LOWES COS INC COM 548661107 4223250 112620 X 97320 0 15300
LSI INDS INC OHIO COM 50216C108 14237288 1027963 X 707563 0 320400
LSI LOGIC CORP COM 502161102 243009 42116 X 36436 0 5680
LSI LOGIC CORP COM 502161102 24234 4200 X 4200 0 0
LTWC CORP COM 502386105 2616 43451 X 43451 0 0
LTX CORP COM 502392103 603 100 X 100 0 0
LUBRIZOL CORP COM 549271104 848053 27805 X 13230 0 14575
LUBRIZOL CORP COM 549271104 693875 22750 X 19550 0 3200
LUBY'S INC COM 549282101 42777 14700 X 14700 0 0
LUBY'S INC COM 549282101 8730 3000 X 3000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 1135933 901534 X 508506 0 393028
LUCENT TECHNOLOGIES INC COM 549463107 350931 278517 X 255886 0 22631
LUFKIN INDS INC COM 549764108 26030 1110 X 1110 0 0
LUFKIN INDS INC COM 549764108 4690 200 X 0 0 200
LUMINEX CORP COM 55027E102 11919 2900 X 2900 0 0
LUMINEX CORP COM 55027E102 5220 1270 X 1270 0 0
LYDALL INC COM 550819106 1396243 123017 X 88917 0 34100
LYDALL INC COM 550819106 28466 2508 X 1008 0 1500
LYONDELL CHEMICAL COMPANY 552078107 410421 32470 X 800 0 31670
LYONDELL CHEMICAL COMPANY 552078107 19592 1550 X 1050 0 500
L-3 COMMUNICATIONS HOLDINGS INC 502424104 11,452 255 X 0 0 255
LENNAR CORP 526057104 3,870 75 X 0 0 75
LEXMARK INTERNATIONAL INC 529771107 5,506 91 X 0 0 91
LILLY (ELI) & CO 532457108 6,541 103 X 0 0 103
LINCOLN NATIONAL CORP 534187109 821 26 X 0 0 26
LITTELFUSE INC 537008104 6,238 370 X 0 0 370
LOCKHEED MARTIN CORP 539830109 22,003 381 X 0 0 381
LOWES COMPANIES 548661107 44,813 1,195 X 0 0 1,195
LUBRIZOL CORP 549271104 8,845 290 X 0 0 290
M & F WORLDWIDE CORP COM 552541104 81 15 X 15 0 0
M & F WORLDWIDE CORP COM 552541104 1620 300 X 300 0 0
M & T BK CORP COM 55261F104 883959 11140 X 10168 0 972
M & T BK CORP COM 55261F104 4177301 52644 X 52529 0 115
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
M D C HLDGS INC COM 552676108 667369 17443 X 17443 0 0
MAC GRAY CORP COM 554153106 81312 24715 X 24715 0 0
MACDERMID INC COM 554273102 21190336 927367 X 751267 0 176100
MACDERMID INC COM 554273102 18883811 826425 X 1395 757041 67989
MACROCHEM CORP DEL COM 555903103 256 500 X 500 0 0
MACROMEDIA INC COM 556100105 1278000 120000 X 0 0 120000
MACROMEDIA INC COM 556100105 1065 100 X 100 0 0
MACROVISION CORP COM 555904101 109072 6800 X 0 0 6800
MAF BANCORP INC COM 55261R108 516800 15200 X 15200 0 0
MAGELLAN PETROLEUM CO 559091301 850 1000 X 0 0 1000
MAGMA DESIGN AUTOMATION COM 559181102 74964 7825 X 0 0 7825
MAGNA ENTMT CORP CL A COM 559211107 48484 7820 X 2220 0 5600
MAGNETEK INC COM 559424106 65712 14800 X 14800 0 0
MAGNUM HUNTER RESOURCES INC 55972F203 52360 8800 X 1100 0 7700
MAGNUM HUNTER RESOURCES INC 55972F203 238 40 X 40 0 0
MAI SYS CORP COM 552620205 1732 21650 X 21650 0 0
MAINE PUB SVC CO COM 560483109 8320 260 X 260 0 0
MAINE PUB SVC CO COM 560483109 32000 1000 X 1000 0 0
MAINSOURCE FINANCIAL GROUP COM 56062Y102 10085 400 X 400 0 0
MALAN RLTY INVS INC COM 561063108 16200 4000 X 4000 0 0
MANDALAY RESORT GROUP 562567107 664237 21700 X 0 0 21700
MANDALAY RESORT GROUP 562567107 85708 2800 X 2800 0 0
MANHATTAN ASSOCS INC COM 562750109 656210 27735 X 23010 0 4725
MANITOWOC INC COM 563571108 777750 30500 X 23500 0 7000
MANITOWOC INC COM 563571108 357000 14000 X 0 0 14000
MANOR CARE INC COM 564055101 1475810 79302 X 29013 0 50289
MANOR CARE INC COM 564055101 16284 875 X 555 0 320
MANPOWER INC WIS COM 56418H100 727320 22800 X 22800 0 0
MANPOWER INC WIS COM 56418H100 55825 1750 X 1750 0 0
MANTECH INTERNATIONAL CORP CL A COM 564563104 2214027 116100 X 112100 0 4000
MANUGISTICS GROUP INC COM 565011103 240 100 X 100 0 0
MAPICS INC COM 564910107 5560 800 X 800 0 0
MAPINFO CORP COM 565105103 4567178 822915 X 577615 0 245300
MAPINFO CORP COM 565105103 14846 2675 X 2675 0 0
MARATHON OIL CORP COM 565849106 11465879 538557 X 485420 0 53137
MARATHON OIL CORP COM 565849106 823817 38695 X 38695 0 0
MARCUS CORP COM 566330106 298200 21000 X 19200 0 1800
MARKEL CORPORATION (HOLDING COMPANY) 570535104 431961 2102 X 902 0 1200
MARKEL CORPORATION (HOLDING COMPANY) 570535104 61650 300 X 300 0 0
MARKETWATCH INC COM 570619106 489 100 X 100 0 0
MARRIOTT INTERNATIONAL INC COM CL A 571903202 1331662 40513 X 35933 0 4580
MARRIOTT INTERNATIONAL INC COM CL A 571903202 547121 16645 X 16645 0 0
MARSH & MCLENNAN COS INC COM 571748102 100147051 2167216 X 2060829 0 106387
MARSH & MCLENNAN COS INC COM 571748102 39774703 860738 X 764073 200 96465
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
MARSHALL & ILSLEY CORP 571834100 771842 28190 X 26090 0 2100
MARTEK BIOSCIENCES CORP COM 572901106 672825 26870 X 3220 0 23650
MARTEK BIOSCIENCES CORP COM 572901106 7512 300 X 300 0 0
MARTHA STEWART LIVING CL A COM 573083102 10364 1050 X 1050 0 0
MARTIN MARIETTA MATLS INC COM 573284106 531154 17324 X 10124 0 7200
MARTIN MARIETTA MATLS INC COM 573284106 19745 644 X 644 0 0
MASCO CORP COM 574599106 6000513 285060 X 243000 0 42060
MASCO CORP COM 574599106 3716756 176568 X 158660 0 17908
MASSBANK CORP READING MA COM 576152102 10188 360 X 360 0 0
MASSEY ENERGY CORP COM 576206106 601726 61906 X 55506 0 6400
MASSEY ENERGY CORP COM 576206106 34943 3595 X 3595 0 0
MASTEC INC COM 576323109 2227545 755100 X 522500 0 232600
MATERIAL SCIENCES CORP COM 576674105 124224 9600 X 9600 0 0
MATERIAL SCIENCES CORP COM 576674105 2912 225 X 225 0 0
MATRIX BANCORP INC COM 576819106 6177692 652688 X 437088 0 215600
MATRIXONE INC COM 57685P304 1063734 247380 X 245426 0 1954
MATTEL INC COM 577081102 3785017 197651 X 69741 0 127910
MATTEL INC COM 577081102 251612 13139 X 12679 0 460
MATTHEWS INTL CORP CL A COM 577128101 33497 1500 X 1500 0 0
MATTSON TECHNOLOGY INC COM 577223100 1802 630 X 630 0 0
MAVERICK TUBE CORP COM 577914104 2629324 201790 X 200590 0 1200
MAXIM INTEGRATED PRODS INC 57772K101 15027187 454818 X 394418 0 60400
MAXIM INTEGRATED PRODS INC 57772K101 223681 6770 X 2750 0 4020
MAXIMUS INC COM 577933104 493290 18900 X 14200 0 4700
MAXTOR CORP NEW COM 577729205 5086423 1005222 X 690232 0 314990
MAXTOR CORP NEW COM 577729205 1063 210 X 210 0 0
MAXWELL SHOE INC COM 577766108 20567 1770 X 1770 0 0
MAXWELL SHOE INC COM 577766108 87150 7500 X 7500 0 0
MAY DEPT STORES CO COM 577778103 5928266 257975 X 189166 0 68809
MAY DEPT STORES CO COM 577778103 2366618 102986 X 90529 0 12457
MAYTAG CORP COM 578592107 438758 15395 X 10910 0 4485
MAYTAG CORP COM 578592107 380618 13355 X 13355 0 0
MBIA INC COM 55262C100 15990786 364587 X 345096 0 19491
MBIA INC COM 55262C100 2385852 54397 X 52172 0 2225
MBNA CORP COM 55262L100 15305261 804693 X 702015 0 102678
MBNA CORP COM 55262L100 1547125 81342 X 77418 0 3924
MCCLATCHY CO (HOLDING COMPANY) CL A 579489105 626980 11052 X 10252 0 800
MCCORMICK & CO INC COM 579780206 116000 5000 X 5000 0 0
MCCORMICK & CO INC COM 579780206 92800 4000 X 2400 0 1600
MCDATA CORP CL A COM 580031201 289446 40767 X 5592 0 35175
MCDATA CORP CL A COM 580031201 19241 2710 X 2472 0 238
MCDATA CORP COM 580031102 35150 5000 X 5000 0 0
MCDATA CORP COM 580031102 8085 1150 X 1150 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
------------------------------
MCDERMOTT INTERNATIONAL INC COM 580037109 25934 5921 X 5766 0 155
MCDONALDS CORP COM 580135101 78414683 4876535 X 4672372 0 204163
MCDONALDS CORP COM 580135101 32136700 1998551 X 1926610 0 71941
MCGRAW HILL COMPANIES INC COM 580645109 14731343 243735 X 221815 0 21920
MCGRAW HILL COMPANIES INC COM 580645109 9534108 157745 X 150194 0 7551
MCKESSON CORP COM 58155Q103 1630341 60316 X 52482 0 7834
MCKESSON CORP COM 58155Q103 245649 9088 X 8738 0 350
MCLEODUSA INC CL A COM 582266706 1210 1441 X 70 0 1371
MCMORAN EXPLORATION CO COM 582411104 592 116 X 116 0 0
MCSI INC COM 55270M108 14963 3150 X 3150 0 0
MDU RES GROUP INC COM 552690109 73042 2830 X 2830 0 0
MDU RES GROUP INC COM 552690109 108660 4210 X 3910 0 300
MEADE INSTRS CORP COM 583062104 40560 13000 X 13000 0 0
MEADWESTVACO CORP COM 583334107 3169675 128275 X 77263 0 51012
MEADWESTVACO CORP COM 583334107 591014 23918 X 22697 0 1221
MECHANICAL TECHNOLOGY INC COM 583538103 1670 1000 X 1000 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 36125 21632 X 21632 0 0
MEDALLION FINANCIAL CORP COM 583928106 28080 7200 X 0 0 7200
MEDAREX INC COM 583916101 17894 4530 X 4530 0 0
MEDAREX INC COM 583916101 11258 2850 X 2850 0 0
MEDCATH CORPORATION COM 58404W109 15800 1580 X 1580 0 0
MEDI-HUT CO INC COM 58438C103 278 200 X 200 0 0
MEDIA GENERAL INC CL A COM 584404107 17985 300 X 300 0 0
MEDIABAY INC COM 58446J108 120 100 X 100 0 0
MEDIACOM COMM CORP COM 58446K105 238266 27045 X 11320 0 15725
MEDICAL ACTION INDS INC COM 58449L100 2136365 196900 X 195300 0 1600
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 1165060 23456 X 19200 0 4256
MEDICIS PHARMACEUTICAL CORP CL A COM 584690309 139324 2805 X 245 0 2560
MEDIMMUNE INC COM 584699102 2979191 109650 X 81443 0 28207
MEDIMMUNE INC COM 584699102 179594 6610 X 6300 0 310
MEDIX RESOURCE INC COM 585011109 1679 2269 X 2269 0 0
MEDTRONIC INC COM 585055106 166583047 3653137 X 3442942 0 210195
MEDTRONIC INC COM 585055106 33234146 728819 X 680111 250 48458
MELLON FINL CORP COM 58551A108 50736586 1943186 X 1817240 0 125946
MELLON FINL CORP COM 58551A108 7441898 285021 X 230435 200 54386
MEMBERWORKS INC COM 586002107 9707402 539900 X 533700 0 6200
MEMC ELECTRONIC MATERIALS INC COM 552715104 757 100 X 100 0 0
MEMRY CORP NEW COM 586263204 8850 5000 X 5000 0 0
MENS WEARHOUSE INC COM 587118100 478485 27900 X 27900 0 0
MENTOR CORP MINN 587188103 585200 15200 X 15200 0 0
MENTOR GRAPHICS CORP COM 587200106 12576 1600 X 0 0 1600
MERCANTILE BANKSHARES CORP COM 587405101 168638 4370 X 3170 0 1200
MERCANTILE BANKSHARES CORP COM 587405101 460533 11934 X 10734 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
------------------------------
MERCATOR SOFTWARE INC COM 587587106 4772 4920 X 4920 0 0
MERCHANTS BANCSHARES INC COM 588448100 21413 950 X 950 0 0
MERCHANTS GROUP INC COM 588539106 2200 100 X 100 0 0
MERCK & CO INC COM 589331107 492039798 8691747 X 8295786 0 395961
MERCK & CO INC COM 589331107 336986027 5952765 X 5645852 1325 305588
MERCURY COMPUTER SYS INC COM 589378108 433384 14200 X 14200 0 0
MERCURY GEN CORP COM NEW 589400100 84555 2250 X 150 0 2100
MERCURY INTERACTIVE CORP COM 589405109 4455535 150271 X 147382 0 2889
MERCURY INTERACTIVE CORP COM 589405109 159221 5370 X 880 0 4490
MEREDITH CORP COM 589433101 385571 9379 X 3788 0 5591
MERISTAR HOSPITALITY CORP COM 58984Y103 20856 3160 X 2120 0 1040
MERISTAR HOSPITALITY CORP COM 58984Y103 2970 450 X 0 0 450
MERIT MEDICAL SYSTEMS INC COM 589889104 60 3 X 3 0 0
MERITAGE CORP COM 59001A102 127029 3775 X 0 0 3775
MERRILL LYNCH & COMPANY COM 590188108 13075673 344550 X 274494 0 70056
MERRILL LYNCH & COMPANY COM 590188108 3905245 102905 X 86685 100 16120
MESA AIR GROUP INC COM 590479101 2131052 523600 X 356000 0 167600
MESABA HLDGS INC COM 59066B102 13464 2200 X 2200 0 0
MESABI TRUST CTF BEN INT 590672101 14969 3696 X 3696 0 0
MESTEK INC 590829107 250249 13957 X 13957 0 0
MESTEK INC 590829107 6458386 360200 X 360200 0 0
MET PRO CORP COM 590876306 25630 1770 X 1770 0 0
MET PRO CORP COM 590876306 28960 2000 X 2000 0 0
METASOLV INC COM 59139P104 6112 4429 X 4429 0 0
METHODE ELECTRONICS INC CL A 591520200 2071136 188800 X 187517 0 1283
METLIFE INC COM 59156R108 5898695 218147 X 88857 0 129290
METLIFE INC COM 59156R108 396325 14657 X 14657 0 0
METRIS COMPANIES INC COM 591598107 30848 12489 X 12489 0 0
METRO ONE TELECOMMUNICATIONS INC COM 59163F105 126549 19620 X 19620 0 0
METRO-GOLDWYN-MAYER INC COM 591610100 332020 25540 X 25540 0 0
METROCORP BANCSHARES INC COM 591650106 9164 790 X 790 0 0
METROMEDIA INTL GROUP INC COM 591695101 10 1 X 1 0 0
METROMEDIA INTL GROUP INC COM 591695101 36000 3600 X 3600 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 57456 6840 X 6840 0 0
MGE ENERGY INC COM 55277P104 1978163 73892 X 4292 0 69600
MGE ENERGY INC COM 55277P104 26771 1000 X 1000 0 0
MGI PHARMA INC COM 552880106 119625 16500 X 16500 0 0
MGI PHARMA INC COM 552880106 152250 21000 X 21000 0 0
MGIC INVT CORP WI COM 552848103 1037250 25115 X 20060 0 5055
MGIC INVT CORP WI COM 552848103 54599 1322 X 1322 0 0
MGM MIRAGE COM 552953101 81304 2466 X 700 0 1766
MGM MIRAGE COM 552953101 560490 17000 X 17000 0 0
MICHAELS STORES INC COM 594087108 71708 2291 X 300 0 1991
MICHAELS STORES INC COM 594087108 62757 2005 X 525 0 1480
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 332485 37025 X 0 0 37025
MICROCHIP TECHNOLOGY INC COM 595017104 2919086 119390 X 109650 0 9740
MICROCHIP TECHNOLOGY INC COM 595017104 14303 585 X 375 0 210
MICROFINANCIAL INC COM 595072109 2220 1500 X 1500 0 0
MICROMUSE INC COM 595094103 6188 1620 X 0 0 1620
MICRON TECHNOLOGY INC COM 595112103 1449098 148778 X 115316 0 33462
MICRON TECHNOLOGY INC COM 595112103 47190 4845 X 1010 0 3835
MICROS SYS INC COM 594901100 257830 11500 X 11500 0 0
MICROSEMI CORP COM 595137100 115101 18900 X 18900 0 0
MICROSOFT CORP COM 594918104 485122245 9383409 X 8747598 0 635811
MICROSOFT CORP COM 594918104 107136979 2072282 X 1858988 1575 211719
MICROSTRATEGY INC CL A COM 594972408 513 34 X 34 0 0
MICROSTRATEGY INC CL A COM 594972408 2703 179 X 170 0 9
MICROTUNE INC COM 59514P109 12520 4000 X 4000 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 1078531 33288 X 31000 0 2288
MID ATLANTIC MED SVCS INC COM 59523C107 36288 1120 X 825 0 295
MID-STATE BANCSHARES COM 595440108 28903 1760 X 1760 0 0
MIDAS INC COM 595626102 77957 12124 X 9924 0 2200
MIDAS INC COM 595626102 3215 500 X 400 0 100
MIDDLESEX WTR CO COM 596680108 15728 750 X 750 0 0
MIDDLESEX WTR CO COM 596680108 161469 7700 X 7700 0 0
MIDLAND CO COM 597486109 121600 6400 X 6400 0 0
MIDWAY GAMES INC COM 598148104 127765 30639 X 30639 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 822295 153700 X 108123 0 45577
MILACRON INC COM 598709103 142996 24033 X 24033 0 0
MILACRON INC COM 598709103 14280 2400 X 2400 0 0
MILLBROOK PRESS INC COM 600179105 8750 5000 X 5000 0 0
MILLENNIUM CELL INC COM 60038B105 2151 900 X 900 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 580732 73140 X 9572 0 63568
MILLENNIUM PHARMACEUTICALS INC COM 599902103 1382545 174124 X 174124 0 0
MILLER HERMAN INC COM 600544100 84640 4600 X 3000 0 1600
MILLER HERMAN INC COM 600544100 2245 122 X 122 0 0
MILLER INDUSTRIES INC COM 600551204 6820 2000 X 2000 0 0
MILLIPORE CORP COM 601073109 11886638 349607 X 271993 0 77614
MILLIPORE CORP COM 601073109 2460546 72369 X 71994 0 375
MILLS CORP COM 601148109 12734 434 X 34 0 400
MINE SAFETY APPLIANCES CO COM 602720104 20963 650 X 650 0 0
MINERALS TECHNOLOGIES INC COM 603158106 510249 11825 X 550 0 11275
MIPS TECHNOLOGIES INC CL B COM 604567206 288 100 X 100 0 0
MIRANT CORP COM 604675108 80382 42985 X 31570 0 11415
MIRANT CORP COM 604675108 10680 5711 X 5221 0 490
ML MACADAMIA ORCHARDS L P CL A 55307U107 825 250 X 250 0 0
MOBILE MINI INC COM 60740F105 145731 9300 X 9300 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
------------------------------
MOCON INC COM 607494101 33226 4687 X 1687 0 3000
MOCON INC COM 607494101 81077 11437 X 11437 0 0
MODEM MEDIA INC CLASS A COM 607533106 780 300 X 300 0 0
MODINE MFG CO COM 607828100 51272 2900 X 1100 0 1800
MOHAWK INDS INC COM 608190104 31323 550 X 300 0 250
MOHAWK INDS INC COM 608190104 608625 10687 X 7987 0 2700
MOLEX INC CL A NON-VTG COM 608554200 27055213 1360242 X 1278318 0 81924
MOLEX INC CL A NON-VTG COM 608554200 4968661 249807 X 218889 100 30818
MOLEX INC COM 608554101 6013256 260992 X 259092 0 1900
MOLEX INC COM 608554101 3126712 135708 X 115244 0 20464
MONACO COACH CORP COM 60886R103 520911 31475 X 31475 0 0
MONACO COACH CORP COM 60886R103 828 50 X 50 0 0
MONOLITHIC SYSTEM TECHNOLOGY COM 609842109 120015 9935 X 0 0 9935
MONRO MUFFLER BRAKE INC COM 610236101 31316 1853 X 1853 0 0
MONSANTO CO COM 61166W101 2974279 154508 X 121280 0 33228
MONSANTO CO COM 61166W101 2227495 115714 X 79553 0 36161
MONTANA MILLS BREAD CO COM 612071100 17200 4000 X 4000 0 0
MONY GROUP INC COM 615337102 143377 5989 X 5989 0 0
MONY GROUP INC COM 615337102 64016 2674 X 2674 0 0
MOODYS CORP COM 615369105 3414807 82703 X 71433 0 11270
MOODYS CORP COM 615369105 2679886 64904 X 58839 0 6065
MOOG CORP CL A COM 615394202 60528 1950 X 0 0 1950
MOOG CORP CL A COM 615394202 93120 3000 X 3000 0 0
MORGAN STANLEY COM 617446448 19289504 483204 X 387346 0 95858
MORGAN STANLEY COM 617446448 4706368 117895 X 99882 0 18013
MOTHERS WORK INC COM 619903107 5330299 151300 X 150100 0 1200
MOTOROLA INC COM 620076109 20746316 2398418 X 2233711 0 164707
MOTOROLA INC COM 620076109 4569051 528214 X 493310 0 34904
MOVIE GALLERY INC COM 624581104 65975 5075 X 0 0 5075
MPS GROUP INC COM 553409103 61383 11080 X 11080 0 0
MPS GROUP INC COM 553409103 3878 700 X 0 0 700
MPW INDL SVCS GROUP INC COM 553444100 889751 494306 X 359306 0 135000
MPW INDL SVCS GROUP INC COM 553444100 7200 4000 X 4000 0 0
MRO SOFTWARE INC COM 55347W105 208153 17139 X 17139 0 0
MRV COMMUNICATIONS INC COM 553477100 8025 7500 X 7500 0 0
MSC INDL DIRECT INC CL A COM 553530106 177500 10000 X 0 0 10000
MSC SOFTWARE CORP COM 553531104 6931726 897892 X 609692 0 288200
MTC TECHNOLOGIES INC COM 55377A106 2509760 99200 X 98400 0 800
MTI TECHNOLOGY CORP COM 553903105 66 150 X 150 0 0
MTR GAMING GROUP INC COM 553769100 2038 256 X 256 0 0
MTS SYSTEMS CORP COM 553777103 95591 9540 X 1640 0 7900
MUELLER INDS INC COM 624756102 724578 26590 X 21790 0 4800
MULTI-COLOR CORP COM 625383104 8465 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 3367 132 X 132 0 0
MURPHY OIL CORP COM 626717102 730164 17040 X 17040 0 0
MURPHY OIL CORP COM 626717102 765301 17860 X 16660 0 1200
MYERS INDS INC COM 628464109 210255 19650 X 2094 0 17556
MYKROLIS CORP COM 62852P103 271626 37209 X 34164 0 3045
MYKROLIS CORP COM 62852P103 208532 28566 X 28566 0 0
MYLAN LABORATORIES COM 628530107 342020 9800 X 7800 0 2000
MYLAN LABORATORIES COM 628530107 195440 5600 X 5300 0 300
MYRIAD GENETICS COM 62855J104 117530 8050 X 0 0 8050
MYRIAD GENETICS COM 62855J104 20440 1400 X 1000 400 0
MBIA INC 55262C100 10088 230 X 0 0 230
MBNA CORPORATION 55262L100 165778 8716 X 0 0 8716
MPS GROUP INC 553409103 3546 640 X 0 0 640
MAKEMUSIC!INC 56086P103 30743 146394 X 146394 0 -
MARATHON OIL CORP 565849106 13434 631 X 0 0 631
MARKEL CORP 570535104 3083 15 X 0 0 15
MARSH & MCLENNAN COS INC 571748102 41820 905 X 0 0 905
MARTIN MARIETTA MATERIALS INC 573284106 7358 240 X 0 0 240
MATSUSHITA ELEC INDL LTD SPD ADR 576879209 77760 8100 X 0 0 8100
MATTEL INC 577081102 2547 133 X 0 0 133
MAXIM INTEGRATED PRODUCTS INC 57772K101 1322 40 X 0 0 40
MCGRAW-HILL COMPANIES INC. 580645109 2357 39 X 0 0 39
MCKESSON CORP 58155Q103 81495 3015 X 0 0 3015
MEDICINES CO 584688105 71289 4450 X 0 0 4450
MEDIMMUNE INC 584699102 12634 465 X 0 0 465
MEDTRONIC INC 585055106 142637 3128 X 0 0 3128
MERCK & CO INC 589331107 133203 2353 X 0 0 2353
MERCURY GENERAL CORP NEW 589400100 6389 170 X 0 0 170
MERRILL LYNCH & CO INC 590188108 16926 446 X 0 0 446
MICHAELS STORES INC 594087108 3756 120 X 0 0 120
MICROSOFT CORPORATION 594918104 162441 3142 X 0 0 3142
MICRON TECHNOLOGY INC 595112103 1393 143 X 0 0 143
MILLIPORE CORP 601073109 1020 30 X 0 0 30
MITSUBISHI TOKYO FIN GRP INC-SPD ADR 606816106 86135 16100 X 0 0 16100
MOLEX INC NON-VOTING CLASS A 608554200 110390 5550 X 0 0 5550
MONSANTO CO 61166W101 9721 505 X 0 0 505
MOODYS CORP 615369105 1982 48 X 0 0 48
MORGAN STANLEY DEAN WITTER & CO 617446448 23074 578 X 0 0 578
MOTOROLA INC 620076109 82478 9535 X 0 0 9535
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
NABI BIOPHARMACEUTICALS COM 629519109 16802 2710 X 2710 0 0
NACCO INDS INC CL A 629579103 210096 4800 X 4800 0 0
NAM TAI ELECTRONICS INC COM 629865205 220539 9020 X 5120 0 3900
NAM TAI ELECTRONICS INC COM 629865205 6724 275 X 0 0 275
NANOMETRICS INC COM 630077105 15817 3775 X 3775 0 0
NARA BANCORP INC COM 63080P105 10330 500 X 500 0 0
NASH FINCH CO COM 631158102 60163 7783 X 7783 0 0
NASHUA CORP COM 631226107 4409369 502206 X 313506 0 188700
NASSDA CORP COM 63172M101 74734 6825 X 0 0 6825
NASTECH PHARMACEUTICAL INC COM 631728409 641 75 X 75 0 0
NATHANS FAMOUS INC NEW COM 632347100 1825 500 X 500 0 0
NATIONAL CITY CORPORATION COM 635405103 24080941 881440 X 804110 0 77330
NATIONAL CITY CORPORATION COM 635405103 9892517 362098 X 356309 0 5789
NATIONAL FUEL GAS CO N J COM 636180101 279150 13466 X 10166 0 3300
NATIONAL FUEL GAS CO N J COM 636180101 519825 25076 X 21520 0 3556
NATIONAL INSTRUMENTS CORP COM 636518102 117289 3610 X 3610 0 0
NATIONAL PRESTO INDS INC COM 637215104 141024 4800 X 4800 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 615875 41031 X 21427 0 19604
NATIONAL SEMICONDUCTOR CORP COM 637640103 30020 2000 X 1820 0 180
NATIONAL-OILWELL INC COM 637071101 20278942 928523 X 916470 0 12053
NATIONAL-OILWELL INC COM 637071101 244761 11207 X 3727 0 7480
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 606578 21172 X 20972 0 200
NATIONWIDE FINANCIAL SVCS CL A COM 638612101 193101 6740 X 6740 0 0
NATL COMMERCE FINANCIAL CORP COM 63545P104 102555 4300 X 4300 0 0
NATURES SUNSHINE PRODS INC COM 639027101 130114 13400 X 13400 0 0
NAUTICA ENTERPRISES INC COM 639089101 258752 23290 X 22090 0 1200
NAUTILUS GROUP INC COM 63910B102 47695 3570 X 3570 0 0
NAVIGATORS GROUP INC COM 638904102 7574 330 X 330 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1164279 47893 X 42720 0 5173
NAVISTAR INTL CORP NEW COM 63934E108 7779 320 X 20 0 300
NBT BANCORP INC COM 628778102 594651 34836 X 34836 0 0
NBT BANCORP INC COM 628778102 207486 12155 X 4386 0 7769
NBTY INC COM 628782104 762972 43400 X 43400 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
------------------------------
F
NCI BLDG SYS INC COM 628852105 17475573 800897 X 532297 0 268600
NCI BLDG SYS INC COM 628852105 373122 17100 X 100 0 17000
NCO GROUP INC COM 628858102 11968880 750400 X 484600 0 265800
NCR CORP COM 62886E108 280251 11805 X 10505 0 1300
NCR CORP COM 62886E108 48738 2053 X 1942 0 111
NDCHEALTH CORP COM 639480102 461481 23190 X 22700 0 490
NEIMAN MARCUS GROUP INC CL A COM 640204202 13250 436 X 436 0 0
NEIMAN-MARCUS GROUP INC CL B COM 640204301 183767 6724 X 5218 0 1506
NEIMAN-MARCUS GROUP INC CL B COM 640204301 26428 967 X 967 0 0
NEOFORMA INC COM 640475505 2390 200 X 200 0 0
NEOPHARM INC COM 640919106 1072609 105780 X 104980 0 800
NEOSE TECHNOLOGIES INC COM 640522108 27821 3220 X 3220 0 0
NEOWARE SYS INC COM 64065P102 14910 1000 X 0 0 1000
NET.B@NK INC COM 640933107 11713 1210 X 1210 0 0
NET.B@NK INC COM 640933107 18392 1900 X 1900 0 0
NETEGRITY INC COM 64110P107 72867 22400 X 22400 0 0
NETSCREEN TECHNOLOGIES INC COM 64117V107 67360 4000 X 0 0 4000
NETSCREEN TECHNOLOGIES INC COM 64117V107 48836 2900 X 0 0 2900
NETWORK APPLIANCE INC COM 64120L104 2871480 287148 X 283210 0 3938
NETWORK APPLIANCE INC COM 64120L104 34970 3497 X 2147 0 1350
NETWORK EQUIP TECHNOLOGIES COM 641208103 101136 25800 X 14600 0 11200
NETWORKS ASSOCIATES INC COM 640938106 695088 43200 X 2675 0 40525
NETWORKS ASSOCIATES INC COM 640938106 4827 300 X 300 0 0
NEUBERGER BERMAN INC COM 641234109 5861 175 X 0 0 175
NEUROBIOLOGICAL TECHNOLOGIES INC COM 64124W106 855 150 X 150 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3301218 72300 X 71849 0 451
NEUROGEN CORP COM 64124E106 1089 300 X 300 0 0
NEW CENTURY FINANCIAL CORP COM 64352D101 449403 17700 X 16300 0 1400
NEW CENTURY FINANCIAL CORP COM 64352D101 12695 500 X 500 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 899628 36870 X 18220 0 18650
NEW ENGLAND BUSINESS SVC INC COM 643872104 95160 3900 X 3900 0 0
NEW HAMPSHIRE THRIFT BANCSHRS 644722100 27025 1480 X 1480 0 0
NEW JERSEY RES CORP COM 646025106 12125253 383832 X 254332 0 129500
NEW JERSEY RES CORP COM 646025106 155991 4938 X 4938 0 0
NEW VALLEY CORP COM 649080504 173948 40929 X 40929 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 22093 765 X 765 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 152775 5290 X 5190 0 100
NEW YORK TIMES CO CL A COM 650111107 2719792 59475 X 37841 0 21634
NEW YORK TIMES CO CL A COM 650111107 721711 15782 X 15682 0 100
NEWCASTLE INVESTMENT CORP COM 65105M108 915081 57300 X 0 0 57300
NEWELL RUBBERMAID INC COM 651229106 17196989 566996 X 538002 0 28994
NEWELL RUBBERMAID INC COM 651229106 1776549 58574 X 52297 0 6277
NEWFIELD EXPL CO COM 651290108 1380715 38300 X 33800 0 4500
NEWFIELD EXPL CO COM 651290108 216 6 X 6 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
------------------------------
NEWFOCUS INC COM 644383101 384 100 X 100 0 0
NEWMIL BANCORP INC 651633109 27531 1380 X 1380 0 0
NEWMIL BANCORP INC 651633109 19950 1000 X 1000 0 0
NEWMONT MINING CORP COM NEW 651639106 1856207 63941 X 43956 0 19985
NEWMONT MINING CORP COM NEW 651639106 219118 7548 X 7049 0 499
NEWPARK RESOURCES NEW 651718504 7667745 1762700 X 1240600 0 522100
NEWPORT CORP COM 651824104 7536 600 X 600 0 0
NEXPRISE INC COM 65333Q202 8 6 X 6 0 0
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 1399514 121170 X 95530 0 25640
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 349515 30261 X 28461 0 1800
NEXTEL PARTNERS INC CL A COM 65333F107 111992 18450 X 0 0 18450
NEXTERA ENTERPRISES INC COM 65332E101 408380 1166800 X 782200 0 384600
NICOR INC COM 654086107 6172532 181385 X 179120 0 2265
NICOR INC COM 654086107 352551 10360 X 8660 0 1700
NIKE INC CL B COM 654106103 2371807 53335 X 18285 0 35050
NIKE INC CL B COM 654106103 256948 5778 X 5778 0 0
NISOURCE INC COM 65473P105 1129060 56453 X 53353 0 3100
NISOURCE INC COM 65473P105 2361460 118073 X 117653 0 420
NL INDUSTRIES COM 629156407 46478 2734 X 2734 0 0
NL INDUSTRIES COM 629156407 121057 7121 X 7121 0 0
NMS COMMUNICATIONS CORP COM 629248105 1471390 766349 X 535449 0 230900
NOBLE ENERGY INC COM 655044105 8509619 226621 X 218801 0 7820
NOBLE ENERGY INC COM 655044105 1162886 30969 X 22669 0 8300
NORDSON CORP COM 655663102 39728 1600 X 1600 0 0
NORDSTROM INC COM 655664100 321333 16939 X 8485 0 8454
NORDSTROM INC COM 655664100 143224 7550 X 7210 0 340
NORFOLK SOUTHERN CORP COM 655844108 11142226 557390 X 449815 0 107575
NORFOLK SOUTHERN CORP COM 655844108 7995580 399979 X 369079 0 30900
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 291924 13490 X 13490 0 0
NORTH EUROPEAN OIL ROYALTY TRUST 659310106 1442955 66680 X 66080 0 600
NORTH FORK BANCORP NY COM 659424105 2420035 71726 X 57726 0 14000
NORTH FORK BANCORP NY COM 659424105 350592 10391 X 10216 0 175
NORTHEAST UTILITIES COM 664397106 347256 22891 X 16324 0 6567
NORTHEAST UTILITIES COM 664397106 394481 26004 X 25342 0 662
NORTHERN TR CORP COM 665859104 2560683 73058 X 66296 0 6762
NORTHERN TR CORP COM 665859104 1855617 52942 X 48166 0 4776
NORTHFIELD LABS INC COM 666135108 1720 500 X 0 0 500
NORTHRIM BANCORP INC COM 666762109 12150 900 X 900 0 0
NORTHROP GRUMMAN CORP COM 666807102 34140896 351968 X 339712 0 12256
NORTHROP GRUMMAN CORP COM 666807102 4288952 44216 X 38154 0 6062
NORTHWAY FINL INC COM 667270102 738104 24384 X 24384 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 734 100 X 100 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 734 100 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 10141980 374796 X 265496 0 109300
NORTHWEST NATURAL GAS CO COM 667655104 7442 275 X 0 0 275
NORTHWEST PIPE CO COM 667746101 9396184 543132 X 384216 0 158916
NORTHWESTERN CORP COM 668074107 124460 24500 X 24500 0 0
NORTHWESTERN CORP COM 668074107 2540 500 X 500 0 0
NORWOOD FINL CORP COM 669549107 20720 700 X 700 0 0
NOVADIGM INC 669937104 12116 5200 X 5200 0 0
NOVAVAX INC COM 670002104 52000 20000 X 20000 0 0
NOVELL INC COM 670006105 149118 44646 X 43714 0 932
NOVELL INC COM 670006105 48347 14475 X 13300 0 1175
NOVELLUS SYS INC COM 670008101 1242680 44255 X 31685 0 12570
NOVELLUS SYS INC COM 670008101 43440 1547 X 1547 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 2977598 322600 X 320100 0 2500
NOVEN PHARMACEUTICALS INC COM 670009109 923 100 X 100 0 0
NOVOSTE CORP COM 67010C100 8664 1200 X 1200 0 0
NS GROUP INC COM 628916108 1530831 234790 X 233162 0 1628
NSTAR COM 67019E107 775049 17460 X 17045 0 415
NSTAR COM 67019E107 1197909 26986 X 26986 0 0
NU HORIZONS ELECTRS CORP COM 669908105 31418 5512 X 5512 0 0
NUCOR CORPORATION COM 670346105 5612298 135891 X 123206 0 12685
NUCOR CORPORATION COM 670346105 880805 21327 X 21327 0 0
NUCO2 INC COM 629428103 8050 1000 X 1000 0 0
NUEVO ENERGY CO COM 670509108 139860 12600 X 12600 0 0
NUI CORP COM 629431107 8801116 509914 X 360814 0 149100
NVIDIA CORP COM 67066G104 791750 68788 X 58388 0 10400
NVIDIA CORP COM 67066G104 11510 1000 X 1000 0 0
NVR INC COM 62944T105 1911658 5855 X 5000 0 855
NYFIX INC COM 670712108 111150 24700 X 24700 0 0
NCR CORP 62886E108 78746 3317 X 0 0 3317
NEC CORPORATION 629050204 1880 500 X 0 0 500
NASDAQ-100 TRUST 631100104 263757 10823 X 0 0 10823
NATIONAL GRID GROUP-SPON ADR 636274102 1619 44 X 0 0 44
NATIONAL INSTRUMENTS CORP 636518102 5523 170 X 0 0 170
NEWELL RUBBERMAID INC 651229106 19169 632 X 0 0 632
NEXTEL COMMUNICATIONS INC CLASS A 65332V103 2541 220 X 0 0 220
NICOR INC 654086107 953 28 X 0 0 28
NIPPON TELEG & TELE CORP SPND ADR 654624105 6269 355 X 0 0 355
NOKIA CORP ADS SER A 654902204 68665 4430 X 0 0 4430
NOBLE ENERGY INC 655044105 12016 320 X 0 0 320
NORTEL NETWORKS CORP 656568102 1288 800 X 0 0 800
NORTHEAST UTILITIES 664397106 10316 680 X 0 0 680
NORTHERN TRUST CORP 665859104 2348 67 X 0 0 67
NORTHROP GRUMMAN CORP 666807102 2910 30 X 0 0 30
NOVARTIS AG SPONSORED ADR 66987V109 61339 1670 X 0 0 1670
NOVELLUS SYSTEM INC 670008101 11737 418 X 0 0 418
NUCOR CORP 670346105 12844 311 X 0 0 311
NVIDIA CORP 67066G104 3223 280 X 0 0 280
O CHARLEYS INC COM 670823103 12876170 627188 X 429004 0 198184
O REILLY AUTOMOTIVE INC COM 686091109 1664841 65830 X 35400 0 30430
OAK TECHNOLOGIES COM 671802106 77089 29090 X 29090 0 0
OAK TECHNOLOGIES COM 671802106 2650 1000 X 1000 0 0
OAKLEY INC COM 673662102 53045 5165 X 900 0 4265
OAKLEY INC COM 673662102 17480 1702 X 1107 0 595
OCCIDENTAL PETE CORP COM 674599105 2795611 98264 X 29901 0 68363
OCCIDENTAL PETE CORP COM 674599105 319949 11246 X 11046 0 200
OCEAN ENERGY INC DEL COM 67481E106 2017569 101030 X 76580 0 24450
OCEAN ENERGY INC DEL COM 67481E106 279380 13990 X 3990 0 10000
OCEANEERING INTL INC COM 675232102 6948204 280849 X 153534 0 127315
OCTEL CORP COM 675727101 22120 1400 X 1400 0 0
OCTEL CORP COM 675727101 1043 66 X 66 0 0
OCULAR SCIENCES INC COM 675744106 31040 2000 X 0 0 2000
ODYSSEY HEALTHCARE INC COM 67611V101 475390 13700 X 2100 0 11600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
OFFICE DEPOT INC COM 676220106 62962219 4265733 X 4016397 0 249336
OFFICE DEPOT INC COM 676220106 3254004 220461 X 207811 200 12450
OFFICEMAX INC COM 67622M108 5500 1100 X 1100 0 0
OFFICEMAX INC COM 67622M108 20000 4000 X 4000 0 0
OFFSHORE LOGISTICS INC COM 676255102 4791537 218592 X 137392 0 81200
OGE ENERGY CORP COM 670837103 339187 19272 X 17472 0 1800
OGE ENERGY CORP COM 670837103 334717 19018 X 19018 0 0
OHIO CASUALITY COM 677240103 7544670 582600 X 406500 0 176100
OLD DOMINION FGHT LINES INC COM 679580100 11038333 388660 X 279727 0 108933
OLD REP INTERNATIONAL CORPORATION 680223104 1840776 65742 X 28342 0 37400
OLD SECOND BANCORP INC COM 680277100 31080 840 X 840 0 0
OLIN CORP COM 680665205 6579205 423100 X 286500 0 136600
OLIN CORP COM 680665205 25315 1628 X 1628 0 0
OM GROUP INC COM 670872100 249056 36200 X 21950 0 14250
OMEGA FINL CORP COM 682092101 15774 440 X 440 0 0
OMEGA FINL CORP COM 682092101 537750 15000 X 15000 0 0
OMI CORP NEW COM Y6476W104 51786 12600 X 0 0 12600
OMI CORP NEW COM Y6476W104 2055 500 X 500 0 0
OMNICARE INC COM 681904108 5028130 211000 X 195600 0 15400
OMNICARE INC COM 681904108 78639 3300 X 1300 0 2000
OMNICOM GROUP INC COM 681919106 22770854 352490 X 334327 0 18163
OMNICOM GROUP INC COM 681919106 1981734 30677 X 27872 0 2805
OMNOVA SOLUTIONS INC COM 682129101 104780 26000 X 26000 0 0
ON ASSIGNMENT INC COM 682159108 229784 26970 X 26970 0 0
ONE PRICE CLOTHING STORES COM 682411202 235 428 X 428 0 0
ONEIDA LTD COM 682505102 15067 1366 X 1366 0 0
ONEOK INC NEW COM 682680103 26227 1366 X 1366 0 0
ONEOK INC NEW COM 682680103 99840 5200 X 1200 0 4000
ONLINE RESOURCES CORPORATION 68273G101 281 100 X 100 0 0
ONYX PHARMACEUTICALS INC DEL COM 683399109 8715 1500 X 1500 0 0
ON2 TECHNOLOGIES INC COM 68338A107 45 150 X 150 0 0
OPENTV CORP CL A COM G67543101 357 300 X 300 0 0
OPENWAVE SYS INC COM 683718100 1460 730 X 730 0 0
OPENWAVE SYS INC COM 683718100 32410 16205 X 16205 0 0
OPINION RESEARCH CORP COM 683755102 163500 30000 X 30000 0 0
OPTICAL COMMUNICATIONS PROD COM 68382T101 5422 5020 X 5020 0 0
OPTICARE HEALTH SYS INC COM 68386P105 1140 3000 X 3000 0 0
OPTION CARE INC COM 683948103 18865 2370 X 2370 0 0
ORACLE CORP COM 68389X105 23026000 2132037 X 1702099 0 429938
ORACLE CORP COM 68389X105 5074272 469840 X 439690 0 30150
ORAPHARMA INC COM 68554E106 2196 300 X 300 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 5450 1000 X 0 0 1000
ORBITAL SCIENCES CORP COM 685564106 1688 400 X 400 0 0
ORBITAL SCIENCES CORP COM 685564106 460 109 X 0 0 109
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 250 500 X 500 0 0
OREGON STL MLS INC COM 686079104 80 20 X 20 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 696876 63875 X 37100 0 26775
OSHKOSH B GOSH INC CL A COM 688222207 232815 8300 X 8300 0 0
OSHKOSH TRUCK CORP COM 688239201 13218072 214928 X 142328 0 72600
OSHKOSH TRUCK CORP COM 688239201 6150 100 X 0 0 100
OSI PHARMACEUTICALS INC COM 671040103 32800 2000 X 2000 0 0
OSI SYSTEMS INC COM 671044105 39903 2350 X 2000 0 350
OSTEOTECH INC COM 688582105 71484 11100 X 11100 0 0
OUTBACK STEAKHOUSE INC COM 689899102 1769527 51380 X 24920 0 26460
OUTBACK STEAKHOUSE INC COM 689899102 66125 1920 X 1440 0 480
OVERSEAS SHIPHOLDING GROUP INC 690368105 14320 800 X 800 0 0
OWENS & MINOR INC NEW COM 690732102 388005 23630 X 22580 0 1050
OWENS & MINOR INC NEW COM 690732102 1642 100 X 0 0 100
OWENS CORNING COM 69073F103 167 398 X 398 0 0
OWENS ILL INC COM NEW 690768403 448335 30750 X 11100 0 19650
OXFORD HEALTH PLANS INC COM 691471106 2387111 65490 X 31940 0 33550
OXFORD HEALTH PLANS INC COM 691471106 510300 14000 X 1000 0 13000
OXFORD INDS INC COM 691497309 125685 4900 X 4900 0 0
OSI PHARMACEUTICALS INC 671040103 34,620 2,111 X 0 0 2,111
OCCIDENTAL PETROLEUM CORP 674599105 1,081 38 X 0 0 38
OMNICOM GROUP INC 681919106 5,556 86 X 0 0 86
ORACLE CORP 68389X105 31,946 2,958 X 0 0 2,958
OREILLY AUTOMOTIVE INC 686091109 8,346 330 X 0 0 330
OSHKOSH TRUCK CORP 688239201 6,765 110 X 0 0 110
P.A.M. TRANSPORTATION SVCS COM 693149106 1210080 48000 X 26600 0 21400
PAC WEST TELECOM INC COM 69371Y101 1250 2500 X 0 0 2500
PACCAR INC COM 693718108 804738 17445 X 6353 0 11092
PACCAR INC COM 693718108 27678 600 X 225 0 375
PACIFIC NORTHWEST BANCORP COM 69466M103 5417500 216700 X 141600 0 75100
PACIFIC SUNWEAR CA INC COM 694873100 647454 36600 X 32250 0 4350
PACIFIC SUNWEAR CA INC COM 694873100 106140 6000 X 0 0 6000
PACIFICARE HEALTH SYSTEMS COM 695112102 238148 8475 X 0 0 8475
PACIFICARE HEALTH SYSTEMS COM 695112102 843 30 X 30 0 0
PACKAGING CORP OF AMERICA COM 695156109 1305984 71600 X 40300 0 31300
PACTIV CORP COM 695257105 386660 17688 X 14843 0 2845
PACTIV CORP COM 695257105 131357 6009 X 6009 0 0
PAIN THERAPEUTICS INC COM 69562K100 12070 5050 X 5050 0 0
PAIN THERAPEUTICS INC COM 69562K100 72 30 X 30 0 0
PALL CORP COM 696429307 13380930 802214 X 761923 0 40291
PALL CORP COM 696429307 1131888 67859 X 63759 0 4100
PALM INC NEW COM 696642206 8666 552 X 477 0 75
PALM INC NEW COM 696642206 6484 413 X 263 0 150
PALOMAR MED TECHNOLOGIES INC COM 697529303 1050 1000 X 0 0 1000
PALOMAR MED TECHNOLOGIES INC COM 697529303 13984 13318 X 0 0 13318
PANACO INC COM 698106101 10 1000 X 1000 0 0
PANERA BREAD CO CL A COM 69840W108 4314317 123939 X 123139 0 800
PANTRY INC COM 698657103 22857 5700 X 0 0 5700
PARAGON TECHNOLOGIES INC COM 69912T108 38242 4515 X 4515 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
------------------------------
PARAMETRIC TECHNOLOGY CORP COM 699173100 136524 54176 X 25473 0 28703
PARAMETRIC TECHNOLOGY CORP COM 699173100 2016 800 X 0 0 800
PAREXEL INTL CORP COM 699462107 180236 16400 X 16400 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 352320 18350 X 12750 0 5600
PARK ELECTROCHEMICAL CORP COM 700416209 211200 11000 X 0 0 11000
PARK PL ENTMT CORP COM 700690100 1089480 129700 X 120000 0 9700
PARK PL ENTMT CORP COM 700690100 68880 8200 X 8200 0 0
PARKER DRILLING CO COM 701081101 1776 800 X 800 0 0
PARKER DRILLING CO COM 701081101 222 100 X 100 0 0
PARKER-HANNIFIN CORP COM 701094104 8337213 180733 X 163206 0 17527
PARKER-HANNIFIN CORP COM 701094104 1370937 29719 X 27537 0 2182
PARKWAY PROPERTIES INC COM 70159Q104 118395 3375 X 275 0 3100
PARTHUSCEVA INC COM 70212E106 792 134 X 1 0 133
PARTY CITY CORP COM 702145103 19680 1640 X 1640 0 0
PATHMARK STORES INC COM 70322A101 3448 680 X 680 0 0
PATINA OIL & GAS CORP COM 703224105 3699094 116875 X 113825 0 3050
PATTERSON DENTAL CO COM 703412106 69984 1600 X 1200 0 400
PATTERSON DENTAL CO COM 703412106 190269 4350 X 2650 0 1700
PATTERSON-UTI ENERGY INC COM 703481101 5637476 186857 X 135000 0 51857
PATTERSON-UTI ENERGY INC COM 703481101 167383 5548 X 1748 0 3800
PAXAR CORP COM 704227107 383500 26000 X 24171 0 1829
PAXAR CORP COM 704227107 19175 1300 X 1300 0 0
PAXSON COMMUNICATIONS CORP COM 704231109 2060 1000 X 0 0 1000
PAYCHEX INC COM 704326107 8710408 312201 X 305638 0 6563
PAYCHEX INC COM 704326107 4078143 146170 X 73491 0 72679
PAYLESS SHOESOURCE INC COM 704379106 386540 7510 X 6810 0 700
PAYLESS SHOESOURCE INC COM 704379106 101962 1981 X 1981 0 0
PC-TEL INC COM 69325Q105 89496 13200 X 13200 0 0
PCD INC COM 69318P106 2076 12580 X 12580 0 0
PDF SOLUTIONS INC COM 693282105 25433 3670 X 3670 0 0
PEABODY ENERGY CORP COM 704549104 2038208 69730 X 61030 0 8700
PEABODY ENERGY CORP COM 704549104 6577 225 X 0 0 225
PEAPACK-GLADSTONE FINL CORP COM 704699107 113436 3312 X 0 0 3312
PEAPACK-GLADSTONE FINL CORP COM 704699107 1578309 46082 X 46082 0 0
PEC SOLUTIONS INC COM 705107100 213755 7149 X 600 0 6549
PEDIATRIX MEDICAL GROUP INC COM 705324101 1013518 25300 X 16700 0 8600
PEGASUS COMMUNICATIONS CORP COM 705904100 262 200 X 200 0 0
PEGASUS SOLUTIONS INC COM 705906105 163489 16300 X 16300 0 0
PENFORD CORPORATION COM 707051108 70450 5000 X 5000 0 0
PENN ENGINEERING & MFG CORP COM 707389300 41535 3900 X 0 0 3900
PENN TREATY AMERN CORP COM 707874103 2985 1500 X 1500 0 0
PENN VIRGINIA CORP COM 707882106 5013683 137928 X 73558 0 64370
PENNICHUCK CORPORATION NEW COM 708254206 50761 1754 X 1754 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
------------------------------
PENTAIR INC 709631105 11649638 337182 X 212182 0 125000
PENTAIR INC 709631105 383505 11100 X 600 0 10500
PENTON MEDIA INC COM 709668107 680 1000 X 1000 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 190840 7573 X 7573 0 0
PEOPLES BK BRIDGEPORT CT COM 710198102 290329 11521 X 10521 0 1000
PEOPLES ENERGY CORP COM 711030106 275227 7121 X 5748 0 1373
PEOPLES ENERGY CORP COM 711030106 164572 4258 X 4258 0 0
PEOPLESOFT INC COM 712713106 3605869 197042 X 177307 0 19735
PEOPLESOFT INC COM 712713106 360236 19685 X 13090 0 6595
PEP BOYS-MANNY,MOE & JACK 713278109 396720 34200 X 34200 0 0
PEPCO HOLDINGS INC COM 713291102 470266 24253 X 24061 0 192
PEPCO HOLDINGS INC COM 713291102 690788 35626 X 34924 0 702
PEPSI BOTTLING GROUP COM 713409100 3858984 150155 X 138415 0 11740
PEPSI BOTTLING GROUP COM 713409100 3213 125 X 0 0 125
PEPSIAMERICAS INC COM 71343P200 21810 1624 X 1624 0 0
PEPSIAMERICAS INC COM 71343P200 198093 14750 X 14150 0 600
PEPSICO INC COM 713448108 348979374 8265736 X 7865079 200 400457
PEPSICO INC COM 713448108 125498950 2972500 X 2814602 625 157273
PERFORMANCE FOOD GROUP CO COM 713755106 6121789 180270 X 179170 0 1100
PERFORMANCE FOOD GROUP CO COM 713755106 132440 3900 X 1000 0 2900
PERFORMANCE TECHNOLOGIES INC COM 71376K102 3591529 1101696 X 726396 0 375300
PERICOM SEMICONDUCTOR CORP COM 713831105 5097354 613400 X 408200 0 205200
PERKINELMER INC COM 714046109 461381 55925 X 41050 0 14875
PERKINELMER INC COM 714046109 1739001 210788 X 210788 0 0
PEROT SYSTEMS CORP COM CL A 714265105 203680 19000 X 0 0 19000
PEROT SYSTEMS CORP COM CL A 714265105 455600 42500 X 0 0 42500
PERRIGO CO COM 714290103 2430 200 X 200 0 0
PERVASIVE SOFTWARE COM 715710109 31353 7610 X 7610 0 0
PETCO ANIMAL SUPPLIES INC COM 716016209 3863450 164830 X 163430 0 1400
PETROLEUM HELICOPTERS INC COM NON VT 716604202 2999 100 X 100 0 0
PETROQUEST ENERGY INC COM 716748108 41957 10110 X 10110 0 0
PETSMART INC COM 716768106 1082496 63193 X 58793 0 4400
PF CHANGS CHINA BISTRO COM 69333Y108 6957258 191660 X 190110 0 1550
PF CHANGS CHINA BISTRO COM 69333Y108 128865 3550 X 3550 0 0
PFF BANCORP INC COM 69331W104 59375 1900 X 0 0 1900
PFIZER INC COM 717081103 474607932 15525284 X 14698439 0 826845
PFIZER INC COM 717081103 259667174 8494183 X 8045081 30831 418271
PG & E CORP COM 69331C108 1036120 74541 X 64012 0 10529
PG & E CORP COM 69331C108 113410 8159 X 8159 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 2013776 68800 X 64700 0 4100
PHARMACEUTICAL RES INC COM 717125108 147957 4965 X 800 0 4165
PHARMACEUTICAL RES INC COM 717125108 56352 1891 X 1346 0 545
PHARMACIA CORP COM 71713U102 197313138 4720410 X 4507949 0 212461
PHARMACIA CORP COM 71713U102 39264746 939348 X 886549 900 51899
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER 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 105 100 X 100 0 0
PHELPS DODGE CORP COM 717265102 675126 21331 X 15025 0 6306
PHELPS DODGE CORP COM 717265102 190185 6009 X 5735 0 274
PHILADELPHIA CONS HLDG CORP COM 717528103 3641598 102870 X 102270 0 600
PHILADELPHIA SUBN CORP COM 718009608 6756821 328001 X 237639 0 90362
PHILADELPHIA SUBN CORP COM 718009608 113815 5525 X 5525 0 0
PHILIP MORRIS COS INC 718154107 34205050 843944 X 682726 0 161218
PHILIP MORRIS COS INC 718154107 33555760 827924 X 689764 0 138160
PHILLIPS VAN HEUSEN CORP 718592108 7209972 623700 X 428700 0 195000
PHOENIX COMPANIES INC COM 71902E109 3430138 451334 X 278956 0 172378
PHOENIX COMPANIES INC COM 71902E109 68978 9076 X 8687 0 389
PHOENIX FOOTWEAR GROUP INC COM 71903M100 58225 8500 X 8500 0 0
PHOENIX TECHNOLOGIES LTD COM 719153108 434481 75300 X 17200 0 58100
PHOTOMEDEX INC COM 719358103 67200 35000 X 35000 0 0
PHOTON DYNAMICS INC 719364101 1374156 60270 X 59870 0 400
PHOTRONICS INC 719405102 3492541 254930 X 253130 0 1800
PHOTRONICS INC 719405102 41100 3000 X 3000 0 0
PICO HLDGS INC COM NEW 693366205 944613 71340 X 50460 0 20880
PIEDMONT NAT GAS INC COM 720186105 919277 26005 X 26005 0 0
PIEDMONT NAT GAS INC COM 720186105 563232 15933 X 13133 0 2800
PIER 1 IMPORTS INC COM 720279108 725019 38300 X 5000 0 33300
PIER 1 IMPORTS INC COM 720279108 592509 31300 X 0 0 31300
PINNACLE ENTMT INC COM 723456109 137214 19800 X 17000 0 2800
PINNACLE SYS INC COM 723481107 523985 38500 X 38500 0 0
PINNACLE SYS INC COM 723481107 46274 3400 X 0 0 3400
PINNACLE WEST CAPITAL CORP COM 723484101 1104686 32405 X 30084 0 2321
PINNACLE WEST CAPITAL CORP COM 723484101 18477 542 X 542 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 140845 5578 X 1278 0 4300
PIONEER NATURAL RESOURCES CO COM 723787107 480 19 X 19 0 0
PIONEER STANDARD ELECTRONICS COM 723877106 5176786 563920 X 392970 0 170950
PIONEER STANDARD ELECTRONICS COM 723877106 3672 400 X 0 0 400
PITNEY BOWES INC COM 724479100 9872563 302283 X 273677 0 28606
PITNEY BOWES INC COM 724479100 8234403 252125 X 228988 0 23137
PITTSTON BRINK'S GROUP COM 725701106 940059 50869 X 49900 0 969
PITTSTON BRINK'S GROUP COM 725701106 234308 12679 X 12579 0 100
PIXAR INC COM 725811103 72066 1360 X 750 0 610
PIXAR INC COM 725811103 18547 350 X 75 0 275
PLAINS EXPLORATION & PRODTN COM 726505100 153075 15700 X 15700 0 0
PLAINS RES INC COM PAR $0.10 726540503 186045 15700 X 15700 0 0
PLANAR SYS INC COM 726900103 1842259 89300 X 88800 0 500
PLATO LEARNING INC COM 72764Y100 57119 9616 X 9616 0 0
PLATO LEARNING INC COM 72764Y100 4307 725 X 0 0 725
PLAYTEX PRODS INC COM 72813P100 51376 5200 X 2000 0 3200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
PLEXUS CORP COM 729132100 1185037 134970 X 14564 0 120406
PLUG POWER INC COM 72919P103 24583 5475 X 5475 0 0
PLUG POWER INC COM 72919P103 6735 1500 X 1500 0 0
PLUMTREE SOFTWARE INC COM 72940Q104 8100 3000 X 3000 0 0
PLX TECHNOLOGY INC COM 693417107 6295 1610 X 0 0 1610
PMA CAPITAL CORP CL A COM 693419202 28660 2000 X 0 0 2000
PMC-SIERRA INC COM 69344F106 1523724 274051 X 260601 0 13450
PMC-SIERRA INC COM 69344F106 912 164 X 164 0 0
PMI GROUP INC COM 69344M101 1274597 42430 X 31930 0 10500
PMI GROUP INC COM 69344M101 171979 5725 X 0 0 5725
PNC FINANCIAL SERVICES GROUP 693475105 9557474 228102 X 211322 0 16780
PNC FINANCIAL SERVICES GROUP 693475105 3750846 89519 X 82284 0 7235
PNM RES INC COM 69349H107 50022 2100 X 0 0 2100
PNM RES INC COM 69349H107 37636 1580 X 580 0 1000
POGO PRODUCING CO COM 730448107 4332175 116300 X 109600 0 6700
POGO PRODUCING CO COM 730448107 260750 7000 X 0 0 7000
POLARIS INDS INC COM 731068102 4583692 78220 X 77720 0 500
POLARIS INDS INC COM 731068102 28714 490 X 100 0 390
POLO RALPH LAUREN COM 731572103 727219 33420 X 33420 0 0
POLYCOM INC COM 73172K104 162364 17055 X 1330 0 15725
POLYMEDICA CORP COM 731738100 246720 8000 X 8000 0 0
POLYONE CORP COM 73179P106 241315 61560 X 60250 0 1310
POMEROY COMPUTER RES INC COM 731822102 15444 1320 X 1320 0 0
POPE & TALBOT INC 732827100 145452 10200 X 9900 0 300
POPE & TALBOT INC 732827100 713 50 X 50 0 0
POTLATCH CORP COM 737628107 95520 4000 X 4000 0 0
POTLATCH CORP COM 737628107 28656 1200 X 1200 0 0
POWELL INDS INC COM 739128106 9444687 553000 X 380500 0 172500
POWER INTEGRATIONS INC COM 739276103 330990 19470 X 18700 0 770
POWER-ONE INC COM 739308104 42026 7412 X 7212 0 200
PPG INDS INC COM 693506107 21237923 423488 X 415509 0 7979
PPG INDS INC COM 693506107 4841932 96549 X 95049 0 1500
PPL CORP COM 69351T106 1897169 54705 X 37668 0 17037
PPL CORP COM 69351T106 2332403 67255 X 34496 0 32759
PRACTICEWORKS INC COM 739419109 2465 312 X 312 0 0
PRAECIS PHARMACEUTICALS INC COM 739421105 3705000 1140000 X 790000 0 350000
PRAXAIR INC COM 74005P104 4100919 70987 X 35372 0 35615
PRAXAIR INC COM 74005P104 166666 2885 X 2630 0 255
PRE PAID LEGAL SVCS INC COM 740065107 532646 20330 X 18830 0 1500
PRECISE SOFTWARE SOLUTIONS COM M41450103 3214497 194700 X 193100 0 1600
PRECISION CASTPARTS CORP COM 740189105 6335822 261271 X 253221 0 8050
PRECISION CASTPARTS CORP COM 740189105 370977 15298 X 15298 0 0
PREFORMED LINE PRODS CO COM 740444104 355071 21300 X 21300 0 0
PREFORMED LINE PRODS CO COM 740444104 5001 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
------------------------------
PREMCOR INC COM 74045Q104 202293 9100 X 0 0 9100
PREMIER BANCORP INC/PA COM 74046J109 100485 6930 X 0 0 6930
PREMIER CMNTY BANKSHARES INC COM 740473103 24259 2370 X 2370 0 0
PRESIDENTIAL LIFE CORP COM 740884101 3482451 350700 X 248900 0 101800
PRESSTEK INC COM 741113104 45685 9910 X 9910 0 0
PRESSTEK INC COM 741113104 461 100 X 100 0 0
PRG-SCHULTZ INTERNATIONAL COM 69357C107 376470 42300 X 42300 0 0
PRICELINE.COM INC COM 741503106 800 500 X 500 0 0
PRICESMART INC COM 741511109 22910 1000 X 0 0 1000
PRICESMART INC COM 741511109 229 10 X 10 0 0
PRIDE INTL INC COM 74153Q102 5204570 349300 X 204500 0 144800
PRIDE INTL INC COM 74153Q102 67050 4500 X 4500 0 0
PRIMA ENERGY CORP COM 741901201 187824 8400 X 8400 0 0
PRIME HOSPITALITY CORP COM 741917108 538503 66074 X 34174 0 31900
PRIME HOSPITALITY CORP COM 741917108 4963 609 X 9 0 600
PRIMEDIA INC COM 74157K101 4820 2340 X 2340 0 0
PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 2000 1000 X 1000 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1191762 39554 X 37754 0 1800
PRINCIPAL FINANCIAL GROUP COM 74251V102 66376 2203 X 2203 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 12320940 531075 X 385800 0 145275
PROBUSINESS SERVICES COM 742674104 27000 2700 X 0 0 2700
PROCTER & GAMBLE CO COM 742718109 392695611 4569416 X 4309463 200 259753
PROCTER & GAMBLE CO COM 742718109 191914677 2233124 X 2103590 330 129204
PROGRESS ENERGY INC COM 743263105 5799840 133791 X 125925 0 7866
PROGRESS ENERGY INC COM 743263105 3524702 81308 X 73782 0 7526
PROGRESS SOFTWARE CORP COM 743312100 12163909 939298 X 627298 0 312000
PROGRESS SOFTWARE CORP COM 743312100 18130 1400 X 1400 0 0
PROGRESSIVE CORP OHIO COM 743315103 1370731 27619 X 23884 0 3735
PROGRESSIVE CORP OHIO COM 743315103 25838023 520613 X 520068 0 545
PROQUEST CO COM 74346P102 11798475 601963 X 416663 0 185300
PROSOFT TRAINING COM 743477101 4868 32450 X 32450 0 0
PROSPERITY BANCSHARES INC COM 743606105 2114700 111300 X 108900 0 2400
PROTECTIVE LIFE CORP COM 743674103 229792 8350 X 0 0 8350
PROTECTIVE LIFE CORP COM 743674103 107878 3920 X 3920 0 0
PROTEIN DESIGN LABS INC COM 74369L103 3085500 363000 X 360100 0 2900
PROTEIN DESIGN LABS INC COM 74369L103 85 10 X 10 0 0
PROTON ENERGY SYS INC COM 74371K101 225 75 X 75 0 0
PROVIDENCE & WORCESTER RR CO COM 743737108 3100 400 X 400 0 0
PROVIDENT BANKSHARES CORP COM 743859100 514659 22269 X 20609 0 1660
PROVIDIAN FINANCIAL CORP COM 74406A102 523730 80698 X 68480 0 12218
PROVIDIAN FINANCIAL CORP COM 74406A102 1204544 185600 X 181600 0 4000
PROVINCE HEALTHCARE CO COM 743977100 3129042 321587 X 316587 0 5000
PROXIM CORP CL A COM 744283102 1643 1889 X 1889 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
------------------------------
PROXYMED INC COM 744290305 1168236 111900 X 83500 0 28400
PRUDENTIAL FINANCIAL INC COM 744320102 3562180 112230 X 89530 0 22700
PRUDENTIAL FINANCIAL INC COM 744320102 299880 9448 X 8061 0 1387
PSS WORLD MED INC COM 69366A100 9124902 1334050 X 917650 0 416400
PTEK HLDGS INC COM 69366M104 3960 900 X 900 0 0
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 8502937 264889 X 231270 0 33619
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 3133602 97620 X 87155 0 10465
PUBLICARD INC COM 744627100 392 2613 X 2613 0 0
PUBLICARD INC COM 744627100 150 1000 X 1000 0 0
PUGET ENERGY INC COM 745310102 257279 11668 X 7168 0 4500
PUGET ENERGY INC COM 745310102 526686 23886 X 23886 0 0
PULITZER INC COM 745769109 10904870 242600 X 171300 0 71300
PULTE HOMES INC 745867101 2487995 51974 X 22302 0 29672
PULTE HOMES INC 745867101 40690 850 X 850 0 0
PUMATECH INC COM 745887109 284 400 X 400 0 0
PG & E CORP COM 69331C108 6505 468 X 0 0 468
PNC FINANCIAL SERVICES GROUP COM 693475105 4860 116 X 0 0 116
POSCO ADR COM 693483109 133418 5395 X 0 0 5395
PPG INDUSTRIES COM 693506107 1856 37 X 0 0 37
PPL CORP COM 69351T106 451 13 X 0 0 13
PRG-SCHULTZ INTL INC COM 69357C107 3916 440 X 0 0 440
PACCAR INC COM 693718108 738 16 X 0 0 16
PARKER HANNIFIN CO COM 701094104 2030 44 X 0 0 44
PAYCHEX INC COM 704326107 1423 51 X 0 0 51
PEGASUS COMMUNICATIONS COM 705904100 936553 714926 X 714926 0 -
PENNEY J C CO COM 708160106 145078 6305 X 0 0 6305
PEOPLESOFT INC COM 712713106 5344 292 X 0 0 292
PEPSI BOTTLING GROUP INC COM 713409100 874 34 X 0 0 34
PEPSICO INC COM 713448108 75532 1789 X 0 0 1789
PETROQUEST ENERGY INC COM 716748108 2905 700 X 0 0 700
PFIZER INC COM 717081103 127630 4175 X 0 0 4175
PHARMACIA CORP COM 71713U102 81008 1938 X 0 0 1938
PHILIPPINE LONG DISTANCE COM 718252604 2892 575 X 0 0 575
PIER 1 IMPORTS COM 720279108 11358 600 X 0 0 600
PIONEER NATURAL RESOURCES CO COM 723787107 64388 2550 X 0 0 2550
PLACER DOME INC COM 725906101 10235 890 X 0 0 890
POLYMEDICA INC COM 731738100 37008 1200 X 0 0 1200
POPULAR INC COM 733174106 14196 420 X 0 0 420
PRAXAIR INC COM 74005P104 2542 44 X 0 0 44
PRICE ENTERPRISES INC COM 74144P106 7000 2500 X 0 0 2500
PRINTCAFE, INC. COM 742562101 3592 2806 X 2806 0 -
T ROWE PRICE GROUP INC COM 74144T108 8048 295 X 0 0 295
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 874 29 X 0 0 29
PROCTER & GAMBLE CO COM 742718109 100808 1173 X 0 0 1173
PROGRESS ENERGY INC COM 743263105 9971 230 X 0 0 230
PROGRESSIVE CORP (OHIO) COM 743315103 744 15 X 0 0 15
PRUDENTIAL FINL INC COM 744320102 1079 34 X 0 0 34
QLOGIC CORPORATION COM 747277101 1277 37 X 0 0 37
QUALCOMM INC COM 747525103 6223 171 X 0 0 171
QUEST DIAGNOSTICS INC COM 74834L100 12518 220 X 0 0 220
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
QAD INC COM 74727D108 171 50 X 50 0 0
QLOGIC CORP COM 747277101 12074945 349897 X 345597 0 4300
QLOGIC CORP COM 747277101 847359 24554 X 22754 0 1800
QRS CORP COM 74726X105 67980 10300 X 10300 0 0
QUADRAMED CORP COM 74730W101 11916 4548 X 910 0 3638
QUAKER CHEMICAL CORP COM 747316107 141520 6100 X 6100 0 0
QUAKER FABRIC CORP NEW COM 747399103 36696 5280 X 1680 0 3600
QUALCOMM INC COM 747525103 11583774 318323 X 225922 0 92401
QUALCOMM INC COM 747525103 614445 16885 X 11250 0 5635
QUANEX CORP COM 747620102 2765526 82553 X 4400 0 78153
QUANTA SVCS INC COM 74762E102 36750 10500 X 10500 0 0
QUANTUM CORP-DLT & STORAGE COM 747906204 81569 30550 X 700 0 29850
QUANTUM CORP-DLT & STORAGE COM 747906204 1028 385 X 135 0 250
QUEST DIAGNOSTICS INC COM 74834L100 11265403 197986 X 193977 0 4009
QUEST DIAGNOSTICS INC COM 74834L100 971966 17082 X 16197 0 885
QUEST SOFTWARE INC COM 74834T103 179342 17395 X 600 0 16795
QUESTAR CORP COM 748356102 677334 24347 X 24347 0 0
QUESTAR CORP COM 748356102 3574870 128500 X 114500 0 14000
QUIKSILVER INC COM 74838C106 2519370 94500 X 19500 0 75000
QUINTILES TRANSNATIONAL CORP COM 748767100 659825 54531 X 12231 0 42300
QUOVADX INC COM 74913K106 908 375 X 375 0 0
QWEST COMMUNICATIONS INTL COM 749121109 1981130 396226 X 154550 0 241676
QWEST COMMUNICATIONS INTL COM 749121109 524595 104919 X 100255 150 4514
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
R & B INC COM 749124103 6470835 640043 X 429943 0 210100
R & B INC COM 749124103 40440 4000 X 4000 0 0
R H DONNELLEY CORP NEW COM 74955W307 60965 2080 X 2080 0 0
R H DONNELLEY CORP NEW COM 74955W307 125564 4284 X 3284 0 1000
R J REYNOLDS TOBACCO HOLD COM 76182K105 368463 8750 X 8550 0 200
R J REYNOLDS TOBACCO HOLD COM 76182K105 771497 18321 X 18021 0 300
RADIAN GROUP INC COM 750236101 3826636 103005 X 96005 0 7000
RADIAN GROUP INC COM 750236101 132811 3575 X 75 0 3500
RADIANT SYS INC COM 75025N102 174303 18100 X 18100 0 0
RADIO ONE INC CL D NON-VTG COM 75040P405 5464049 378659 X 370500 0 8159
RADIO ONE INC CL D NON-VTG COM 75040P405 189783 13152 X 1197 0 11955
RADIOSHACK CORP COM 750438103 565742 30189 X 6521 0 23668
RADIOSHACK CORP COM 750438103 243620 13000 X 9000 0 4000
RADISYS CORP COM 750459109 91770 11500 X 11500 0 0
RADYNE COMSTREAM INC COM 750611402 15000 6250 X 6250 0 0
RAILAMERICA INC COM 750753105 14985 2090 X 2090 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 125475 17500 X 17500 0 0
RAINBOW TECHNOLOGIES INC COM 750862104 21510 3000 X 3000 0 0
RAIT INVESTMENT TRUST COM 749227104 21600 1000 X 1000 0 0
RALCORP HOLDINGS COM 751028101 516376 20540 X 20540 0 0
RAMBUS INC COM 750917106 36234 5400 X 5400 0 0
RAMBUS INC COM 750917106 1342 200 X 200 0 0
RARE HOSPITALITY INTL INC COM 753820109 464016 16800 X 16800 0 0
RATIONAL SOFTWARE CORP COM 75409P202 287886 27708 X 21250 0 6458
RATIONAL SOFTWARE CORP COM 75409P202 43846 4220 X 3650 0 570
RAVEN INDS INC COM 754212108 471938 13700 X 0 0 13700
RAWLINGS SPORTING GOODS INC COM 754459105 4405 500 X 500 0 0
RAYMOND JAMES FINL INC COM 754730109 1035300 35000 X 31700 0 3300
RAYMOND JAMES FINL INC COM 754730109 103737 3507 X 3507 0 0
RAYONIER INC COM 754907103 10805610 238798 X 172947 0 65851
RAYONIER INC COM 754907103 1272702 28126 X 15326 0 12800
RAYOVAC CORP COM 755081106 10837290 813000 X 549900 0 263100
RAYOVAC CORP COM 755081106 270599 20300 X 0 0 20300
RAYTECH CORP DEL 755103108 268 47 X 47 0 0
RAYTHEON CO COM 755111507 113890743 3703764 X 3535955 0 167809
RAYTHEON CO COM 755111507 19618869 638012 X 584455 750 52807
RCN CORP COM 749361101 10917 20598 X 13383 0 7215
RCN CORP COM 749361101 1670 3150 X 3150 0 0
READ-RITE CORP COM 755246105 17500 50000 X 50000 0 0
READ-RITE CORP COM 755246105 1750 5000 X 5000 0 0
READERS DIGEST ASSOCIATION COM 755267101 60400 4000 X 0 0 4000
READERS DIGEST ASSOCIATION COM 755267101 75500 5000 X 5000 0 0
REALNETWORKS INC COM 75605L104 2667 700 X 0 0 700
REALNETWORKS INC COM 75605L104 191 50 X 50 0 0
RED HAT INC COM 756577102 145215 24571 X 24571 0 0
RED HAT INC COM 756577102 10047 1700 X 1700 0 0
REDBACK NETWORKS COM 757209101 588 700 X 700 0 0
REEBOK INTL 758110100 1546587 52605 X 43875 0 8730
REEBOK INTL 758110100 34574 1176 X 741 0 435
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
REGAL BELOIT CORP COM 758750103 392265 18950 X 11400 0 7550
REGAL ENTERTAINMENT GROUP CL A COM 758766109 85894 4010 X 0 0 4010
REGENERATION TECHNOLOGIES COM 75886N100 20238 2000 X 2000 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 883853 47750 X 47750 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 1851 100 X 0 0 100
REGENT COMMUNICATIONS INC COM 758865109 13061 2210 X 2210 0 0
REGIONS FINL CORP COM 758940100 872297 26148 X 24764 0 1384
REGIONS FINL CORP COM 758940100 214972 6444 X 3856 0 2588
REGIS CORP MINNESOTA COM 758932107 738116 28400 X 19850 0 8550
REHABCARE GROUP INC COM 759148109 400203 20975 X 11200 0 9775
REINSURANCE GROUP AMER INC COM 759351109 7799040 288000 X 202500 0 85500
RELIANCE STL & ALUM CO COM 759509102 9252731 443989 X 311889 0 132100
RELIANCE STL & ALUM CO COM 759509102 340734 16350 X 0 0 16350
RELIANT RESOURCES COM 75952B105 134909 42159 X 20715 0 21444
RELIANT RESOURCES COM 75952B105 149792 46810 X 45056 0 1754
REMEC INC COM 759543101 3880 1000 X 1000 0 0
REMEDYTEMP INC CL A COM 759549108 1857100 132650 X 86750 0 45900
REMINGTON OIL & GAS CORP COM NEW 759594302 11412548 695463 X 595763 0 99700
RENAISSANCE LEARNING INC COM 75968L105 107730 5700 X 2300 0 3400
RENAL CARE GROUP INC COM 759930100 1224468 38700 X 32100 0 6600
RENAL CARE GROUP INC COM 759930100 83055 2625 X 1750 0 875
RENT A CTR INC NEW COM 76009N100 18237245 365110 X 228010 0 137100
REPLIGEN CORP COM 759916109 1216 400 X 400 0 0
REPUBLIC BANCORP INC COM 760282103 9615231 816927 X 559095 0 257832
REPUBLIC BANCORP INC COM 760282103 582780 49514 X 14616 0 34898
REPUBLIC SERVICES INC COM 760759100 422118 20120 X 500 0 19620
REPUBLIC SERVICES INC COM 760759100 19532 931 X 591 0 340
RES-CARE INC COM 760943100 8874309 2445387 X 1629837 0 815550
RES-CARE INC COM 760943100 7258 2000 X 2000 0 0
RESEARCH FRONTIERS INC COM 760911107 1668 200 X 200 0 0
RESEARCH IN MOTION COM 760975102 26240 2000 X 2000 0 0
RESEARCH IN MOTION COM 760975102 6560 500 X 500 0 0
RESMED INC COM 761152107 645027 21100 X 21100 0 0
RESOURCE AMER INC COM NEW 761195205 3163 351 X 351 0 0
RESOURCES CONNECTION INC COM 76122Q105 283162 12200 X 0 0 12200
RESPIRONICS INC COM 761230101 12334080 405313 X 313431 0 91882
RESPIRONICS INC COM 761230101 91293 3000 X 3000 0 0
RETEK INC COM 76128Q109 7412 2725 X 0 0 2725
REVLON INC CL A COM 761525500 306 100 X 100 0 0
REYNOLDS & REYNOLDS CO CL A COM 761695105 1160159 45550 X 31000 0 14550
REYNOLDS & REYNOLDS CO CL A COM 761695105 428711 16832 X 157 0 16675
RF MICRO DEVICES INC COM 749941100 243356 33200 X 500 0 32700
RF MICRO DEVICES INC COM 749941100 28880 3940 X 3940 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
------------------------------
RIBOZYME PHARMACEUTICALS INC COM 762567105 960 4000 X 4000 0 0
RICHARDSON ELECTRS LTD COM 763165107 6763 781 X 781 0 0
RIGGS NATL CORP WASH D C 766570105 398093 25700 X 13400 0 12300
RIGGS NATL CORP WASH D C 766570105 54060 3490 X 3065 0 425
RIGHT MGMT CONSULTANTS INC COM 766573109 58300 4400 X 0 0 4400
RIMAGE CORP COM 766721104 608925 75000 X 75000 0 0
RITE AID CORP COM 767754104 72826 29725 X 26725 0 3000
RITE AID CORP COM 767754104 160534 65524 X 51524 0 14000
RIVERSTONE NETWORKS INC COM 769320102 1522 718 X 718 0 0
RIVERSTONE NETWORKS INC COM 769320102 324 153 X 153 0 0
RLI CORP COM 749607107 394785 14150 X 14150 0 0
ROADWAY CORPORATION COM 769742107 6673653 181300 X 124200 0 57100
ROBBINS & MYERS INC COM 770196103 247664 13460 X 10160 0 3300
ROBERT HALF INTL INC COM 770323103 465080 28869 X 23958 0 4911
ROBERT HALF INTL INC COM 770323103 31688 1967 X 1347 0 620
ROCK-TENN CO CL A COM 772739207 427316 31700 X 22500 0 9200
ROCKWELL AUTOMATION INC COM 773903109 4402842 212595 X 202309 0 10286
ROCKWELL AUTOMATION INC COM 773903109 408298 19715 X 18015 0 1700
ROCKWELL COLLINS INC COM 774341101 670911 28844 X 18558 0 10286
ROCKWELL COLLINS INC COM 774341101 452686 19462 X 17762 0 1700
ROCKY SHOES & BOOTS INC COM 774830103 1392268 265700 X 195900 0 69800
ROGERS CORP 775133101 1381058 62070 X 29470 0 32600
ROGERS CORP 775133101 84550 3800 X 3800 0 0
ROHM & HAAS CO COM 775371107 1876694 57780 X 38823 0 18957
ROHM & HAAS CO COM 775371107 132129 4068 X 4068 0 0
ROLLINS INC COM 775711104 11453 450 X 450 0 0
ROLLINS INC COM 775711104 7635 300 X 300 0 0
ROPER INDUSTRIES INC COM 776696106 802345 21922 X 17902 0 4020
ROPER INDUSTRIES INC COM 776696106 293825 8028 X 28 0 8000
ROSLYN BANCORP INC COM 778162107 54090 3000 X 600 0 2400
ROSS STORES INC COM 778296103 1080945 25500 X 14000 0 11500
ROSS STORES INC COM 778296103 702826 16580 X 360 0 16220
ROUSE CO COM 779273101 1740330 54900 X 0 0 54900
ROUSE CO COM 779273101 104610 3300 X 0 0 3300
ROWAN COS INC COM 779382100 4069838 179288 X 178795 0 493
ROWAN COS INC COM 779382100 11350 500 X 0 0 500
ROXIO INC COM 780008108 67496 14150 X 14150 0 0
ROXIO INC COM 780008108 2581 541 X 541 0 0
ROYAL APPLIANCE MFG CO COM 780076105 61068 8400 X 8400 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6168980 369400 X 356600 0 12800
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 40080 2400 X 2400 0 0
ROYAL GOLD INC COM 780287108 77255 3100 X 0 0 3100
RPM INTERNATIONAL INC DELAWARE 749685103 934296 61145 X 50755 0 10390
RPM INTERNATIONAL INC DELAWARE 749685103 672549 44015 X 44015 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
------------------------------
RSA SEC INC COM 749719100 9584 1600 X 900 0 700
RSA SEC INC COM 749719100 11986 2001 X 2000 0 1
RTI INTERNATIONAL METALS COM 74973W107 220988 21880 X 15480 0 6400
RTI INTERNATIONAL METALS COM 74973W107 14140 1400 X 1400 0 0
RUBY TUESDAY INC COM 781182100 5805982 335800 X 261100 0 74700
RUBY TUESDAY INC COM 781182100 118402 6848 X 6848 0 0
RUDOPLH TECHNOLOGIES INC COM 781270103 243715 12720 X 12720 0 0
RURAL / METRO CORP COM 781748108 22575 10750 X 10750 0 0
RUSS BERRIE & CO INC COM 782233100 478325 14160 X 13660 0 500
RUSSELL CORP COM 782352108 353214 21100 X 21100 0 0
RUSSELL CORP COM 782352108 16740 1000 X 0 0 1000
RYANS FAMILY STEAK HOUSES INC COM 783519101 10204354 899062 X 583097 0 315965
RYDER SYSTEM COM 783549108 10093490 449799 X 307353 0 142446
RYDER SYSTEM COM 783549108 13464 600 X 600 0 0
RYERSON TULL INC COM 78375P107 99430 16300 X 16300 0 0
RYLAND GROUP INC COM 783764103 573620 17200 X 17200 0 0
RYLAND GROUP INC COM 783764103 500 15 X 15 0 0
RH DONNELLEY CORPORATION COM 74955W307 17,586 600 X 0 0 600
RADIOSHACK CORP COM 750438103 5,809 310 X 0 0 310
RAYONIER INC COM 754907103 4,073 90 X 0 0 90
RAYTHEON CO COM 755111507 160,515 5220 X 0 0 5,220
REPSOL YPF, S.A. SPONSORED ADR'S COM 76026T205 6,475 495 X 0 0 495
REPUBLIC SERVICES INC COM 760759100 16,994 810 X 0 0 810
REYNOLDS & REYNOLDS CLASS A COM 761695105 12,735 500 X 0 0 500
RJ REYNOLDS TOBACCO HOLDINGS INC COM 76182K105 2,148 51 X 0 0 51
ROCKWELL COLLINS COM 774341101 2,628 113 X 0 0 113
ROYAL DUTCH PETROLEUM CO COM 780257804 17,168 390 X 0 0 390
RYANAIR HOLDINGS PLC-SP ADR COM 783513104 25,454 650 X 0 0 650
SABRE HOLDINGS CORP CL A COM 785905100 277989 15350 X 9805 0 5545
SABRE HOLDINGS CORP CL A COM 785905100 46941 2592 X 2592 0 0
SAFECO CORP COM 786429100 1176284 33928 X 9677 0 24251
SAFECO CORP COM 786429100 289495 8350 X 8350 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 7067 5196 X 5196 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 1360 1000 X 0 0 1000
SAFENET INC COM 78645R107 2680763 105750 X 98900 0 6850
SAFEWAY INC COM NEW 786514208 33933834 1452647 X 1365230 0 87417
SAFEWAY INC COM NEW 786514208 1513167 64776 X 63276 0 1500
SAGA COMMUNICATIONS INC COM 786598102 8892 468 X 468 0 0
SAGENT TECHNOLOGY INC COM 786693101 44520 148400 X 0 0 148400
SAKS INC COM 79377W108 108008 9200 X 6900 0 2300
SAKS INC COM 79377W108 1561 133 X 133 0 0
SALEM COMMUNICATIONS CL A COM 794093104 14982 600 X 0 0 600
SALISBURY BANCORP INC COM 795226109 76728 2780 X 2780 0 0
SALISBURY BANCORP INC COM 795226109 52440 1900 X 1900 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 1246667 178350 X 168300 0 10050
SALTON INC COM 795757103 69264 7200 X 7200 0 0
SANCHEZ COMPUTER ASSOCS INC COM 799702105 2880 1000 X 1000 0 0
SANDERSON FARMS INC COM 800013104 77367 3700 X 0 0 3700
SANDISK CORP COM 80004C101 69020 3400 X 0 0 3400
SANDISK CORP COM 80004C101 6496 320 X 320 0 0
SANMINA-SCI CORPORATION 800907107 491561 109479 X 98579 0 10900
SANMINA-SCI CORPORATION 800907107 6960 1550 X 1550 0 0
SANTA FE ENERGY TR 802013102 73888 3200 X 3200 0 0
SAPIENT CORP COM 803062108 16400 8000 X 8000 0 0
SAPIENT CORP COM 803062108 369 180 X 180 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
------------------------------
SARA LEE CORP COM 803111103 47147172 2094499 X 1911622 0 182877
SARA LEE CORP COM 803111103 21700856 964054 X 886218 1600 76236
SAUER INC COM 804137107 5296160 670400 X 454500 0 215900
SBA COMMUNICATIONS CORP COM 78388J106 82 200 X 200 0 0
SBC COMMUNICATIONS INC COM 78387G103 198963814 7339130 X 6908503 0 430627
SBC COMMUNICATIONS INC COM 78387G103 80337882 2963404 X 2793561 2375 167468
SBS BROADCASTING SA ORD COM L8137F102 58084 4000 X 0 0 4000
SBS TECHNOLOGIES INC COM 78387P103 115416 12600 X 9600 0 3000
SCANA CORP COM 80589M102 561460 18135 X 15135 0 3000
SCANA CORP COM 80589M102 984900 31812 X 31812 0 0
SCANSOFT INC COM 80603P107 48599 9346 X 9346 0 0
SCANSOURCE INC COM 806037107 2370837 48090 X 47370 0 720
SCHAWK INC COM 806373106 5203 525 X 525 0 0
SCHERING PLOUGH CORP COM 806605101 31153615 1403316 X 1158877 0 244439
SCHERING PLOUGH CORP COM 806605101 22398224 1008929 X 981096 0 27833
SCHOLASTIC CORP COM 807066105 53925 1500 X 1000 0 500
SCHOLASTIC CORP COM 807066105 179750 5000 X 0 0 5000
SCHOOL SPECIALTY INC COM 807863105 282118 14120 X 14120 0 0
SCHULMAN A INC COM 808194104 20285 1090 X 1090 0 0
SCHULMAN A INC COM 808194104 112349 6037 X 6037 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1936183 178450 X 172869 0 5581
SCHWAB CHARLES CORP NEW COM 808513105 67053 6180 X 6180 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 411110 16780 X 10330 0 6450
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3185 130 X 120 0 10
SCIENTIFIC ATLANTA 808655104 3599735 303519 X 278618 0 24901
SCIENTIFIC ATLANTA 808655104 78276 6600 X 6600 0 0
SCIENTIFIC GAMES CORP CL A COM 80874P109 3001502 413430 X 406300 0 7130
SCIENTIFIC TECH INC COM 808799209 4999 1000 X 1000 0 0
SCIOS NOVA INC COM 808905103 7240579 222240 X 163225 0 59015
SCM MICROSYSTEMS COM 784018103 43350 10200 X 10200 0 0
SCOTTS CO CL A COM 810186106 4820632 98300 X 89300 0 9000
SCOTTS CO CL A COM 810186106 514920 10500 X 0 0 10500
SCP POOL CORP COM 784028102 874394 29945 X 20145 0 9800
SCPIE HLDGS INC COM 78402P104 42176 6400 X 6400 0 0
SCRIPPS CO (E.W.) CLASS A 811054204 350123 4550 X 400 0 4150
SCS TRANSPORTATION INC COM 81111T102 13497 1362 X 0 0 1362
SEA CONTAINERS LTD CL A COM 811371707 527 59 X 59 0 0
SEA CONTAINERS LTD CL A COM 811371707 447 50 X 50 0 0
SEABULK INTERNATIONAL INC COM 81169P101 553 100 X 100 0 0
SEACHANGE INTERNATIONAL COM 811699107 1263149 205390 X 205390 0 0
SEACOAST BANKING CORP FL COM 811707306 225119 11949 X 11949 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 588664 29417 X 15700 0 13717
SEACOAST FINL SVCS CORP COM 81170Q106 110061 5500 X 5500 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
------------------------------
SEACOR SMIT INC COM 811904101 640800 14400 X 13200 0 1200
SEACOR SMIT INC COM 811904101 6675 150 X 150 0 0
SEALED AIR CORP NEW COM 81211K100 685164 18369 X 11610 0 6759
SEALED AIR CORP NEW COM 81211K100 33197 890 X 730 0 160
SEARS ROEBUCK & CO COM 812387108 1893942 79079 X 34216 0 44863
SEARS ROEBUCK & CO COM 812387108 884162 36917 X 24562 0 12355
SEATTLE GENETICS INCCOM 812578102 3100 1000 X 1000 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 118045 5920 X 5920 0 0
SECTOR SPDR CONSUMER STAPLES INDEX 81369Y308 17946 900 X 900 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 9900 450 X 450 0 0
SECTOR SPDR FINANCIAL SELECT INDEX 81369Y605 11000 500 X 500 0 0
SECTOR SPDR INDUSTRIAL SELECT INDEX 81369Y704 10295 500 X 500 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 12580 850 X 850 0 0
SECTOR SPDR TECHNOLOGY SELECT INDEX 81369Y803 24938 1685 X 1000 0 685
SECURE COMPUTING CORP COM 813705100 2925716 456430 X 453330 0 3100
SEGUE SOFTWARE INC COM 815807102 38402 36400 X 0 0 36400
SEI INVESTMENT CO COM 784117103 729973 26857 X 25857 0 1000
SEI INVESTMENT CO COM 784117103 68630 2525 X 2525 0 0
SEITEL INC NEW 816074306 1925 3500 X 0 0 3500
SELECT COMFORT CORP COM 81616X103 43334 4610 X 4610 0 0
SELECT MEDICAL CORP COM 816196109 4249350 315000 X 220000 0 95000
SELECTIVE INS GROUP INC 816300107 13748884 546024 X 359900 0 186124
SELECTIVE INS GROUP INC 816300107 1653571 65670 X 65670 0 0
SEMPRA ENERGY COM 816851109 2277140 96285 X 33619 0 62666
SEMPRA ENERGY COM 816851109 503012 21269 X 5199 0 16070
SEMTECH CORP COM 816850101 155096 14177 X 1977 0 12200
SEMTECH CORP COM 816850101 30632 2800 X 2800 0 0
SENECA FOODS CORP CL A COM 817070501 5656 400 X 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 22470 1000 X 0 0 1000
SENSIENT TECHNOLOGIES CORP COM 81725T100 42693 1900 X 1900 0 0
SEPRACOR INC COM 817315104 97667 10100 X 10100 0 0
SEPRACOR INC COM 817315104 3868 400 X 400 0 0
SEQUENOM INC COM 817337108 1800 1000 X 1000 0 0
SERENA SOFTWARE COM 817492101 432488 27390 X 26500 0 890
SEROLOGICALS CORP COM 817523103 6079370 552670 X 396170 0 156500
SERVICE CORP INTERNATIONAL 817565104 4980 1500 X 1500 0 0
SERVICE CORP INTERNATIONAL 817565104 29651 8931 X 8931 0 0
SERVICEMASTER CO COM 81760N109 677489 61035 X 46848 0 14187
SERVICEMASTER CO COM 81760N109 694627 62579 X 62579 0 0
SFBC INTL INC COM 784121105 12980 1000 X 1000 0 0
SHAW GROUP INC COM 820280105 10874437 661060 X 474960 0 186100
SHAW GROUP INC COM 820280105 85540 5200 X 4600 0 600
SHERWIN WILLIAMS CO COM 824348106 15542246 550168 X 534406 0 15762
SHERWIN WILLIAMS CO COM 824348106 1503889 53235 X 50960 0 2275
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
SHOE CARNIVAL INC COM 824889109 81264 5800 X 0 0 5800
SHOPKO STORES INC COM 824911101 235305 18900 X 12800 0 6100
SHUFFLE MASTER INC COM 825549108 225498 11800 X 11800 0 0
SI INTERNATIONAL INC COM 78427V102 4324 400 X 400 0 0
SICOR INC COM 825846108 3528210 222600 X 220800 0 1800
SIEBEL SYSTEMS INC COM 826170102 8362614 1130083 X 1081638 0 48445
SIEBEL SYSTEMS INC COM 826170102 795811 107542 X 96022 250 11270
SIERRA HEALTH SVCS INC COM 826322109 226989 18900 X 18150 0 750
SIERRA PACIFIC RESOURCES COM NEW 826428104 21450 3300 X 0 0 3300
SIERRA PACIFIC RESOURCES COM NEW 826428104 109610 16863 X 1863 0 15000
SIGMA ALDRICH CORP COM 826552101 8388185 172242 X 163979 0 8263
SIGMA ALDRICH CORP COM 826552101 2700902 55460 X 49920 3640 1900
SILGAN HOLDINGS INC COM 827048109 1366161 55355 X 55355 0 0
SILICON GRAPHICS INC COM 827056102 452 400 X 400 0 0
SILICON LABORATORIES INC COM 826919102 43884 2300 X 0 0 2300
SILICON STORAGE TECHNOLOGY COM 827057100 40400 10000 X 10000 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 8080 2000 X 2000 0 0
SILICON VY BANCSHARES COM 827064106 2759418 151201 X 101001 0 50200
SIMMONS FIRST NATL CORP CL A COM 828730200 16126 440 X 440 0 0
SIMPSON MFG INC COM 829073105 526400 16000 X 16000 0 0
SINCLAIR BROADCAST GRP CL A COM 829226109 4446498 382330 X 261900 0 120430
SIPEX CORP COM 829909100 37000 10000 X 10000 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 448 700 X 700 0 0
SITEL CORP COM 82980K107 1200 1000 X 1000 0 0
SIX FLAGS INC COM 83001P109 412833 72300 X 72300 0 0
SIX FLAGS INC COM 83001P109 1285 225 X 0 0 225
SKECHERS U S A INC COM CL A 830566105 30309 3570 X 3570 0 0
SKY FINL GROUP INC COM 83080P103 4141 208 X 208 0 0
SKYLINE CORP COM 830830105 203550 6900 X 5500 0 1400
SKYWEST INC COM 830879102 491432 37600 X 37600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 794255 92141 X 92141 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 50082 5810 X 4549 0 1261
SLADES FERRY BANCORP COM 830896106 90567 6779 X 6779 0 0
SLADES FERRY BANCORP COM 830896106 162418 12157 X 12157 0 0
SLM CORP COM 78442P106 6556890 63132 X 51512 0 11620
SLM CORP COM 78442P106 1377599 13264 X 11314 0 1950
SMITH A O CORP COM 831865209 507788 18800 X 17300 0 1500
SMITH INTERNATIONAL INC 832110100 26416002 809810 X 778300 0 31510
SMITH INTERNATIONAL INC 832110100 5802902 177894 X 163244 150 14500
SMITHFIELD FOODS INC 832248108 558218 28136 X 18836 0 9300
SMITHFIELD FOODS INC 832248108 19840 1000 X 1000 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 11168171 725630 X 621530 0 104100
SMURFIT-STONE CONTAINER CORP COM 832727101 221323 14380 X 14130 0 250
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
SNAP ON INC COM 833034101 3886404 138257 X 125703 0 12554
SOLA INTL INC COM 834092108 233610 17970 X 17970 0 0
SOLECTRON CORP COM 834182107 523259 147397 X 78113 0 69284
SOLECTRON CORP COM 834182107 84369 23766 X 17066 0 6700
SOLUTIA INC COM 834376105 53822 14827 X 8867 0 5960
SOLUTIA INC COM 834376105 78459 21614 X 21614 0 0
SOMANETICS CORP COM 834445405 9000 5000 X 5000 0 0
SOMERA COMMUNICATIONS INC COM 834458101 11988 4440 X 4440 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 35688 2400 X 0 0 2400
SONIC CORP COM 835451105 584477 28525 X 28525 0 0
SONIC FDRY INC COM 83545R108 96 200 X 200 0 0
SONIC SOLUTIONS COM 835460106 12500 2500 X 2500 0 0
SONIC SOLUTIONS COM 835460106 5000 1000 X 1000 0 0
SONICWALL INC COM 835470105 18186 5010 X 5010 0 0
SONOCO PRODUCTS CO SO CAROLINA 835495102 5265003 229612 X 217382 0 12230
SONOCO PRODUCTS CO SO CAROLINA 835495102 4789756 208886 X 205666 0 3220
SONOSIGHT INC COM 83568G104 1022074 78200 X 77661 0 539
SONUS NETWORKS INC COM 835916107 1400 1400 X 1000 0 400
SOS STAFFING SVCS INC COM 78462X104 537200 1074400 X 730600 0 343800
SOS STAFFING SVCS INC COM 78462X104 2000 4000 X 4000 0 0
SOURCE INTERLINK COS INC COM 836151209 19796 4680 X 4680 0 0
SOURCECORP INC COM 836167106 1724408 92760 X 92260 0 500
SOUTH FINANCIAL GRP INC COM 837841105 597074 28900 X 28900 0 0
SOUTH FINANCIAL GRP INC COM 837841105 4132 200 X 200 0 0
SOUTH JERSEY IND INC COM 838518108 8022077 242946 X 153546 0 89400
SOUTH JERSEY IND INC COM 838518108 156086 4727 X 4727 0 0
SOUTHERN COMPANY COM 842587107 6965373 245346 X 188773 0 56573
SOUTHERN COMPANY COM 842587107 3249406 114456 X 101691 0 12765
SOUTHERN UN CO NEW COM 844030106 811289 49169 X 41662 0 7507
SOUTHERN UN CO NEW COM 844030106 261096 15824 X 15824 0 0
SOUTHTRUST CORP COM 844730101 1609162 64755 X 46037 0 18718
SOUTHTRUST CORP COM 844730101 211225 8500 X 7000 0 1500
SOUTHWEST AIRLINES COM 844741108 2653635 190909 X 169281 0 21628
SOUTHWEST AIRLINES COM 844741108 1061891 76395 X 66235 0 10160
SOUTHWEST BANCORP OF TEXAS COM 84476R109 705269 24480 X 24080 0 400
SOUTHWEST GAS CORP COM 844895102 17640263 752250 X 499350 0 252900
SOUTHWEST GAS CORP COM 844895102 30485 1300 X 1300 0 0
SOUTHWESTERN ENERGY COM 845467109 193505 16900 X 16900 0 0
SOUTHWESTERN ENERGY COM 845467109 51525 4500 X 4500 0 0
SOVEREIGN BANCORP INC COM 845905108 2537219 180585 X 153385 0 27200
SOVEREIGN BANCORP INC COM 845905108 735869 52375 X 10500 0 41875
SPARTECH CORP COM NEW 847220209 6125047 296900 X 214200 0 82700
SPECTRALINK CORP COM 847580107 21513 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
------------------------------
SPECTRUM PHARMACEUTICALS INC COM 84763A108 36 20 X 20 0 0
SPEECHWORKS INTL COM 84764M101 47407 17053 X 17053 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2578 100 X 100 0 0
SPHERION CORP COM 848420105 9324584 1391729 X 965929 0 425800
SPHERION CORP COM 848420105 5360 800 X 800 0 0
SPHERIX INC COM 84842R106 11250 1500 X 1500 0 0
SPINNAKER EXPL CO COM 84855W109 2961756 134320 X 132920 0 1400
SPINNAKER EXPL CO COM 84855W109 6615 300 X 300 0 0
SPORTS AUTH INC COM 849176102 15890 2270 X 2270 0 0
SPRINT CORP COM 852061100 3381992 233563 X 156262 0 77301
SPRINT CORP COM 852061100 1285433 88773 X 86401 0 2372
SPRINT CORP PCS GROUP COM 852061506 732446 167225 X 106948 0 60277
SPRINT CORP PCS GROUP COM 852061506 217594 49679 X 37393 0 12286
SPS TECHNOLOGIES INC COM 784626103 204250 8600 X 8600 0 0
SPSS INC COM 78462K102 1687082 120592 X 119792 0 800
SPX CORP COM 784635104 7323947 195566 X 184086 0 11480
SPX CORP COM 784635104 228595 6104 X 6104 0 0
SRA INTERNATIONAL INC CL A COM 78464R105 117300 4330 X 400 0 3930
ST JOE CO COM 790148100 2362650 78755 X 28655 0 50100
ST JOE CO COM 790148100 63000 2100 X 2100 0 0
ST JUDE MEDICAL INC COM 790849103 8952928 225401 X 206723 0 18678
ST JUDE MEDICAL INC COM 790849103 928336 23372 X 23372 0 0
ST MARY LD & EXPL CO COM 792228108 3223750 128950 X 128150 0 800
ST. PAUL COMPANIES COM 792860108 11911950 349837 X 305302 0 44535
ST. PAUL COMPANIES COM 792860108 2261295 66411 X 61711 0 4700
STANCORP FINANCIAL GROUP COM 852891100 151435 3100 X 3100 0 0
STANCORP FINANCIAL GROUP COM 852891100 9770 200 X 0 0 200
STANDARD COMMERCIAL CORP COM 853258101 37105 2050 X 0 0 2050
STANDARD MGMT CORP COM 853612109 3890 1000 X 0 0 1000
STANDARD MICROSYSTEMS CORP COM 853626109 206382 10600 X 10600 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 123630 9510 X 9510 0 0
STANDARD PAC CORP NEW COM 85375C101 613800 24800 X 22700 0 2100
STANDARD REGISTER CO COM 853887107 331200 18400 X 18400 0 0
STANDEX INTL CORP COM 854231107 190720 8000 X 6300 0 1700
STANDEX INTL CORP COM 854231107 39574 1660 X 1660 0 0
STANLEY FURNITURE INC COM 854305208 86955 3740 X 3740 0 0
STANLEY FURNITURE INC COM 854305208 4650 200 X 0 0 200
STANLEY WKS COM 854616109 4309083 124612 X 106422 0 18190
STANLEY WKS COM 854616109 8743415 252846 X 188711 0 64135
STAPLES INC COM 855030102 50572215 2763509 X 2703988 0 59521
STAPLES INC COM 855030102 4831273 264004 X 260704 0 3300
STAR SCIENTIFIC INC COM 85517P101 10500 10000 X 10000 0 0
STARBUCKS CORP COM 855244109 3164178 155259 X 140320 0 14939
STARBUCKS CORP COM 855244109 379516 18622 X 17182 0 1440
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
STARRETT LS CO CL A COM 855668109 400060 24100 X 24100 0 0
STARRETT LS CO CL A COM 855668109 99600 6000 X 6000 0 0
STARTECH ENVIRONMENTAL COM 855906103 2604 2800 X 2800 0 0
STARTECH ENVIRONMENTAL COM 855906103 930 1000 X 1000 0 0
STARTEK INC COM 85569C107 256680 9300 X 9300 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 2424044 102108 X 31944 0 70164
STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 185789 7826 X 4702 0 3124
STATE AUTO FINL CORP COM 855707105 13175 850 X 850 0 0
STATE BANCORP INC NY COM 855716106 142020 7890 X 0 0 7890
STATE STREET CORP COM 857477103 11782563 302117 X 286315 0 15802
STATE STREET CORP COM 857477103 12693720 325480 X 318880 0 6600
STATEN IS BANCORP INC COM 857550107 837824 41600 X 41600 0 0
STATEN IS BANCORP INC COM 857550107 221661 11006 X 11006 0 0
STATION CASINOS INC COM 857689103 2909880 164400 X 163100 0 1300
STEAK N SHAKE CO COM 857873103 2420000 242000 X 176200 0 65800
STEEL DYNAMICS INC COM 858119100 3984336 331200 X 236200 0 95000
STEEL TECHNOLOGIES INC COM 858147101 106848 6300 X 6300 0 0
STEIN MART INC COM 858375108 166530 27300 X 27300 0 0
STEMCELLS INC COM 85857R105 1090 1000 X 1000 0 0
STEMCELLS INC COM 85857R105 2256 2070 X 2070 0 0
STERICYCLE INC COM 858912108 3131049 96700 X 93600 0 3100
STERICYCLE INC COM 858912108 114557 3538 X 38 0 3500
STERIS CORP COM 859152100 96273 3970 X 3970 0 0
STERLING BANCORP COM 859158107 97384 3700 X 0 0 3700
STERLING BANCSHARES INC / TX COM 858907108 383219 31360 X 31360 0 0
STEWART & STEVENSON SVCS INC COM 860342104 263004 18600 X 18600 0 0
STEWART & STEVENSON SVCS INC COM 860342104 141400 10000 X 10000 0 0
STEWART ENTERPRISES INC COM 860370105 8245 1480 X 1480 0 0
STEWART INFORMATION SVCS CORP COM 860372101 248124 11600 X 11600 0 0
STILLWATER MINING CO COM 86074Q102 157879 29510 X 29510 0 0
STILLWATER MINING CO COM 86074Q102 535 100 X 100 0 0
STILWILL FINANCIAL INC COM 860831106 1751040 133974 X 131098 0 2876
STILWILL FINANCIAL INC COM 860831106 586124 44845 X 44320 0 525
STOCKERYALE INC COM 86126T203 7750 5000 X 5000 0 0
STONE ENERGY CORP COM 861642106 630504 18900 X 17300 0 1600
STORAGE COMPUTER CORP COM 86211A101 230 1000 X 1000 0 0
STORAGE TECHNOLOGY CORP COM 862111200 4196178 195900 X 150000 0 45900
STORAGENETWORKS INC COM 86211E103 12491 10768 X 10768 0 0
STORAGENETWORKS INC COM 86211E103 522 450 X 450 0 0
STRATEX NETWORKS INC COM 86279T109 7293 3300 X 3300 0 0
STRATEX NETWORKS INC COM 86279T109 3094 1400 X 0 0 1400
STRATOS LIGHTWAVE INC COM 863100202 2441 555 X 145 0 410
STRATTEC SEC CORP COM 863111100 9588 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
------------------------------
STRATUS PROPERTIES INC COM 863167201 276 30 X 30 0 0
STRAYER EDUCATION INC COM 863236105 51750 900 X 0 0 900
STRIDE-RITE CORP 863314100 252169 35170 X 35170 0 0
STRIDE-RITE CORP 863314100 645587 90040 X 90040 0 0
STRYKER CORP COM 863667101 7354406 109571 X 104396 0 5175
STRYKER CORP COM 863667101 5322616 79300 X 59839 0 19461
STURM RUGER & CO INC 864159108 172260 18000 X 18000 0 0
STURM RUGER & CO INC 864159108 24882 2600 X 2000 0 600
SUFFOLK BANCORP COM 864739107 50592 1600 X 0 0 1600
SUMMIT BANCSHARES INC TX COM 866011109 39000 2000 X 2000 0 0
SUN HYDRAULICS COM 866942105 40000 5000 X 5000 0 0
SUN HYDRAULICS COM 866942105 4000 500 X 500 0 0
SUN MICROSYSTEMS INC COM 866810104 2655072 853721 X 693445 0 160276
SUN MICROSYSTEMS INC COM 866810104 1115996 358841 X 334966 1175 22700
SUNGARD DATA SYS INC COM 867363103 3213207 136384 X 38845 0 97539
SUNGARD DATA SYS INC COM 867363103 896741 38062 X 17332 0 20730
SUNOCO INC COM 86764P109 375067 11304 X 8609 0 2695
SUNOCO INC COM 86764P109 204555 6165 X 6165 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 375839 15100 X 14900 0 200
SUNRISE ASSISTED LIVING INC COM 86768K106 25388 1020 X 1020 0 0
SUNTRUST BANKS INC COM 867914103 12501738 219637 X 180953 0 38684
SUNTRUST BANKS INC COM 867914103 6145652 107970 X 105616 0 2354
SUPERIOR ENERGY SVCS INC COM 868157108 3254580 396900 X 393700 0 3200
SUPERIOR FINANCIAL CORP COM 868161100 8795300 478760 X 317432 0 161328
SUPERIOR FINANCIAL CORP COM 868161100 183710 10000 X 10000 0 0
SUPERIOR INDS INTL INC COM 868168105 1005048 24300 X 24300 0 0
SUPERIOR INDS INTL INC COM 868168105 107536 2600 X 0 0 2600
SUPERTEX INC COM 868532102 123587 8300 X 8300 0 0
SUPERVALU INC 868536103 629790 38146 X 19593 0 18553
SUPERVALU INC 868536103 288033 17446 X 15996 0 1450
SUREBEAM CORP CL A COM 86866R102 14528 3596 X 3596 0 0
SUREBEAM CORP CL A COM 86866R102 1127 279 X 279 0 0
SURGICARE INC COM 868823105 100 200 X 200 0 0
SURMODICS INC COM 868873100 731340 25500 X 25500 0 0
SUSQUEHANNA BANCSHARES INC PA COM 869099101 541866 26000 X 26000 0 0
SWIFT ENERGY CO COM 870738101 186341 19270 X 19270 0 0
SWIFT TRANSN INC COM 870756103 123111 6150 X 4550 0 1600
SWIFT TRANSN INC COM 870756103 60054 3000 X 0 0 3000
SWITCHBOARD INC COM 871045100 167440 56000 X 0 0 56000
SWS GROUP INC COM 78503N107 173921 12826 X 12826 0 0
SYBASE INC COM 871130100 13175550 983250 X 715918 0 267332
SYBASE INC COM 871130100 80025 5972 X 1489 0 4483
SYBRON DENTAL SPECIALTIES COM 871142105 369765 24900 X 24900 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
------------------------------
SYCAMORE NETWORKS COM 871206108 57291 19824 X 19824 0 0
SYCAMORE NETWORKS COM 871206108 15317 5300 X 5300 0 0
SYKES ENTERPRISES INC COM 871237103 16400 5000 X 5000 0 0
SYLVAN LEARNING SYS INC COM 871399101 3615839 220478 X 214195 0 6283
SYLVAN LEARNING SYS INC COM 871399101 106354 6485 X 1025 0 5460
SYMANTEC CORP COM 871503108 851723 21025 X 12250 0 8775
SYMANTEC CORP COM 871503108 8912 220 X 60 0 160
SYMBOL TECHNOLOGIES INC COM 871508107 286582 34864 X 34264 0 600
SYMBOL TECHNOLOGIES INC COM 871508107 184013 22386 X 22386 0 0
SYMMETRICOM INC COM 871543104 116261 27550 X 27550 0 0
SYMS CORP 871551107 709 100 X 100 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 132510 10525 X 0 0 10525
SYNAPTICS INC COM 87157D109 47120 6200 X 200 0 6000
SYNAVANT INC COM 87157A105 358 385 X 385 0 0
SYNAVANT INC COM 87157A105 910 979 X 929 0 50
SYNCOR INTL CORP COM 87157J106 460318 16600 X 16600 0 0
SYNERGY BRANDS INC COM 87159E303 630 1000 X 1000 0 0
SYNOPSYS INC 871607107 44535 965 X 300 0 665
SYNOPSYS INC 871607107 63595 1378 X 1378 0 0
SYNOVUS FINL CORP 87161C105 579148 29853 X 28145 0 1708
SYNOVUS FINL CORP 87161C105 410310 21150 X 21150 0 0
SYNTROLEUM CORP COM 871630109 692 400 X 400 0 0
SYSCO CORP COM 871829107 68258691 2291329 X 2200449 0 90880
SYSCO CORP COM 871829107 31095308 1043817 X 950682 600 92535
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 615760 71600 X 22600 0 49000
SYSTEMS & COMPUTER TECHNOLOGY CORP 871873105 5160 600 X 0 0 600
SI CORPORATION 78463B101 3265055 732075 X 732075 0 -
SBC COMMUNICATIONS INC 78387G103 44271 1633 X 0 0 1633
SLM CORP 78442P106 45906 442 X 0 0 442
S & P 500 DEPOSITORY 78462F103 141962 1609 X 0 0 1609
SABRE HOLDINGS CORP 785905100 670 37 X 0 0 37
SAFECO CORP 786429100 520 15 X 0 0 15
SAFEWAY INC 788514208 2219 95 X 0 0 95
ST PAUL COS INC 792860108 1907 56 X 0 0 56
SAN PAOLO-IMISPA-SPONSORED ADR 799175104 12529 975 X 0 0 975
SAPPLED SPONSORED ADR 803069202 5685 430 X 0 0 430
SARA LEE CORP 803111103 563 25 X 0 0 25
SCANSOFT INC 80603P107 24440 4700 X 0 0 4700
SCHLUMBERGER LTD 806857108 2315 55 X 0 0 55
SCRIPPS HOWARD INC CL A 811054204 3848 50 X 0 0 50
SENSJENT TECHNOLOGIES CORP 81725T100 7415 330 X 0 0 330
SHELL TRAN & TRAD PLC NY SHS NEW 822703609 7200 185 X 0 0 185
SHERWIN WILLIAMS CO 824348106 16103 570 X 0 0 570
SHIRE PHARMACEUTICALS GROUP PLC-ADR 82481R106 12656 670 X 0 0 670
SIEMENS AG-SPONSORED ADR 826197501 10406 247 X 0 0 247
SIERRA PACIFIC RESOURCES 826428104 51675 7950 X 0 0 7950
SILICON VALLEY BANCSHARES 827084106 6935 380 X 0 0 380
SIX FLAGS INC 83001P109 9422 1650 X 0 0 1650
SMUCKER JM CO 832696405 40 1 X 0 0 1
SOLECTRON CORP 834182107 26803 7550 X 0 0 7550
SONY CORP NEW ADR 835699307 6816 165 X 0 0 165
SOUTHERN CO 842587107 1107 39 X 0 0 39
SOUTHWEST AIRLINES CO 844741108 4962 357 X 0 0 357
SPEEDWAY MOTORSPORTS INC 847788106 11601 450 X 0 0 450
SPRINT CORP (FON GROUP) 852061100 5546 383 X 0 0 383
STARWOOD HTLS & RESORTS WRLDWIDE INC 85590A203 2042 86 X 0 0 86
STATE STREET CORP 857477103 38025 975 X 0 0 975
STERIS CORPORATION 859152100 38800 1600 X 0 0 1600
STEWART ENTERPRISES INC CLASS A 860370105 4791 860 X 0 0 860
STMICROELECTRONICS NV-NY SHARES 861012102 104379 5350 X 0 0 5350
STORA ENSO OYJ SER R-SPONSORED ADR 86210M106 6015 575 X 0 0 575
STRATEGIC DIAGNOSTICS INC 862700101 11223 3400 X 0 0 3400
STRYKER CORP 863667101 3020 45 X 0 0 45
SUEZ ADR 864686100 5566 315 X 0 0 315
SUN MICRO SYSTEMS 866810104 3048 980 X 0 0 980
SUNRISE ASSISTED LIVING INC 86768K106 42313 1700 X 0 0 1700
SUNTRUST BANKS INC 867914103 4098 72 X 0 0 72
SUPERIOR ENERGY SERVICES INC 868157108 27027 3296 X 0 0 3296
SUPERIOR INDUSTRIES INTERNATIONL INC 868168105 10754 260 X 0 0 260
SWIFT TRANSPORTATION INC 870756103 7006 350 X 0 0 350
SYMANTEC CORP 871503108 15191 375 X 0 0 375
SYSCO CORP 871829107 62887 2111 X 0 0 2111
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
S1 CORP COM 78463B101 236380 53000 X 4000 0 49000
T ROWE PRICE GROUP INC COM 74144T108 1332601 48849 X 48532 0 317
T ROWE PRICE GROUP INC COM 74144T108 76384 2800 X 1800 0 1000
T-3 ENERGY SERVICES INC COM 87306E107 65 10 X 10 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 810405 34500 X 25100 0 9400
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 23490 1000 X 1000 0 0
TALBOTS INC COM 874161102 1096355 39824 X 33150 0 6674
TALBOTS INC COM 874161102 50600 1838 X 1608 0 230
TALK AMERICA HOLDINGS INC NEW COM 87426R202 930 166 X 166 0 0
TALX CORP COM 874918105 117572 9100 X 9100 0 0
TANNING TECHNOLOGY CORP COM 87588P101 6209 8170 X 8170 0 0
TARGET CORP COM 87612E106 162468660 5415622 X 5155091 0 260531
TARGET CORP COM 87612E106 44839470 1494649 X 1434898 1275 58476
TASTY BAKING CO COM 876553306 16313 1875 X 1875 0 0
TAYLOR CAPITAL GROUP INC COM 876851106 5847840 314400 X 214870 0 99530
TB WOODS CORP COM 872226105 2059116 308713 X 213880 0 94833
TBC CORP COM 872180104 186756 15550 X 15550 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
------------------------------
TCF FINL CORP COM 872275102 521003 11925 X 1100 0 10825
TCF FINL CORP COM 872275102 54613 1250 X 1250 0 0
TEAM AMERICA INC COM 87816F107 47 100 X 100 0 0
TECH DATA CORP COM 878237106 604848 22435 X 0 0 22435
TECH DATA CORP COM 878237106 61010 2263 X 2175 0 88
TECHNE CORP COM 878377100 1292702 45250 X 27200 0 18050
TECHNE CORP COM 878377100 158124 5535 X 1535 0 4000
TECHNITROL INC COM 878555101 7243632 448800 X 328200 0 120600
TECHNOLOGY RESH CORP COM 878727304 42387 22667 X 22667 0 0
TECO ENERGY INC COM 872375100 5957451 385097 X 382047 0 3050
TECO ENERGY INC COM 872375100 5536759 357903 X 342953 0 14950
TECUMSEH PRODS CO CL A COM 878895200 259484 5880 X 5320 0 560
TEJON RANCH CO COM 879080109 148500 5000 X 5000 0 0
TEKELEC COM 879101103 52250 5000 X 0 0 5000
TEKTRONIX INC COM 879131100 2010486 110527 X 98971 0 11556
TEKTRONIX INC COM 879131100 53824 2959 X 2359 0 600
TEL OFFSHORE TR UNIT BEN INT 872382106 3500 1000 X 1000 0 0
TELAXIS COMM CORP COM 879202109 1800 10000 X 10000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 334878 21357 X 21357 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 34543 2203 X 2044 0 159
TELEFLEX INC COM 879369106 243015 5666 X 5366 0 300
TELEFLEX INC COM 879369106 8578 200 X 200 0 0
TELEPHONE & DATA SYS INC COM 879433100 830843 17670 X 17170 0 500
TELEPHONE & DATA SYS INC COM 879433100 30563 650 X 500 0 150
TELIK INC COM 87959M109 3043260 261000 X 251000 0 10000
TELLABS INC COM 879664100 1683725 231599 X 150492 0 81107
TELLABS INC COM 879664100 294435 40500 X 38650 0 1850
TELLIUM INC COM 87967E107 320 500 X 500 0 0
TEMPLE-INLAND INC COM 879868107 522216 11654 X 4324 0 7330
TEMPLE-INLAND INC COM 879868107 257658 5750 X 5532 0 218
TENET HEALTHCARE CORP COM 88033G100 2703770 164864 X 121864 0 43000
TENET HEALTHCARE CORP COM 88033G100 451492 27530 X 25130 0 2400
TENNANT CO COM 880345103 127955 3925 X 25 0 3900
TENNANT CO COM 880345103 65200 2000 X 2000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 420 104 X 104 0 0
TENNECO AUTOMOTIVE INC COM 880349105 3361 832 X 832 0 0
TERADYNE COM 880770102 8951999 688086 X 641436 0 46650
TERADYNE COM 880770102 277764 21350 X 10350 0 11000
TEREX CORP NEW 880779103 9757314 875881 X 572327 0 303554
TERREMARK WORLDWIDE INC COM 881448104 1000 2000 X 2000 0 0
TESORO PETROLEUM CORP 881609101 22600 5000 X 0 0 5000
TETRA TECH INC COM 88162G103 6614840 542200 X 395100 0 147100
TETRA TECHNOLOGIES INC DEL COM 88162F105 220325 10310 X 9300 0 1010
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
TEXAS BIOTECHNOLOGY CORP COM 88221T104 560 400 X 400 0 0
TEXAS INDUSTRIES INC 882491103 411642 16940 X 13940 0 3000
TEXAS INDUSTRIES INC 882491103 80433 3310 X 3310 0 0
TEXAS INSTRUMENTS COM 882508104 88260046 5880083 X 5521685 0 358398
TEXAS INSTRUMENTS COM 882508104 18140185 1208540 X 1082252 1200 125088
TEXAS REGIONAL BANCSHARES INC CL A 882673106 15283 430 X 430 0 0
TEXTRON INC COM 883203101 30434685 707948 X 661288 0 46660
TEXTRON INC COM 883203101 5991129 139361 X 129733 425 9203
TF FINL CORP COM 872391107 24710 1000 X 0 0 1000
THE MANAGEMENT NETWORK GROUP INC COM 561693102 10625 6990 X 6990 0 0
THERAGENICS CORP COM 883375107 87330 21670 X 21670 0 0
THERMA-WAVE INC COM 88343A108 6069 5780 X 5780 0 0
THERMO ELECTRON CORPORATION COM 883556102 4624823 229862 X 165890 0 63972
THERMO ELECTRON CORPORATION COM 883556102 1888705 93872 X 89710 0 4162
THIRD WAVE TECHNOLOGIES COM 88428W108 2959 1100 X 1100 0 0
THOMAS & BETTS CORP COM 884315102 854701 50574 X 41092 0 9482
THOMAS & BETTS CORP COM 884315102 811200 48000 X 48000 0 0
THOMAS INDS INC COM 884425109 12338107 473450 X 328625 0 144825
THOMAS NELSON INC 640376109 94188 9400 X 9400 0 0
THOR INDS INC COM 885160101 643841 18700 X 18700 0 0
THORATEC CORPORATION COM 885175307 10677491 1399409 X 1077035 0 322374
THORNBURG MORTGAGE INC COM 885218107 51959 2585 X 2585 0 0
THORNBURG MORTGAGE INC COM 885218107 88440 4400 X 4400 0 0
THQ INC COM 872443403 5494020 414643 X 349943 0 64700
THREE-FIVE SYSTEMS INC 88554L108 90945 14100 X 14100 0 0
TICKETMASTER CL B 88633P203 2122 100 X 100 0 0
TICKETS.COM INC COM 88633M200 556 625 X 625 0 0
TIDEWATER INC COM 886423102 143060 4600 X 0 0 4600
TIDEWATER INC COM 886423102 107140 3445 X 3445 0 0
TIFFANY & CO NEW 886547108 378065 15812 X 14972 0 840
TIFFANY & CO NEW 886547108 59775 2500 X 2500 0 0
TIMBERLAND CO CL A COM 887100105 10683 300 X 300 0 0
TIME WARNER TELECOM CL A COM 887319101 42 20 X 20 0 0
TIMKEN CO COM 887389104 818626 42860 X 40960 0 1900
TIMKEN CO COM 887389104 3820 200 X 0 0 200
TITAN CORP COM 888266103 53560 5150 X 5150 0 0
TITAN CORP COM 888266103 4160 400 X 400 0 0
TIVO INC COM 888706108 43451 8340 X 340 0 8000
TJX COS INC NEW COM 872540109 28741502 1472413 X 1353307 0 119106
TJX COS INC NEW COM 872540109 2792629 143065 X 117390 0 25675
TMP WORLDWIDE INC COM 872941109 117386 10379 X 10097 0 282
TOLL BROS INC COM 889478103 1038785 51425 X 30100 0 21325
TOLL BROS INC COM 889478103 34340 1700 X 0 0 1700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
TOLLGRADE COMMUNICATIONS INC COM 889542106 135657 11565 X 11565 0 0
TOM BROWN INC COM 115660201 3551650 141500 X 140600 0 900
TOMPKINS TRUSTCO INC COM 890110109 648050 14695 X 6775 0 7920
TOMPKINS TRUSTCO INC COM 890110109 95168 2158 X 2158 0 0
TOO INC COM 890333107 10436812 443742 X 339642 0 104100
TOO INC COM 890333107 2681 114 X 114 0 0
TOOTSIE ROLL INDUSTRIES COM 890516107 9296 303 X 200 0 103
TOOTSIE ROLL INDUSTRIES COM 890516107 1097608 35776 X 8970 0 26806
TOPPS INC COM 890786106 5464470 628100 X 411900 0 216200
TORCH ENERGY ROYALTY TRUST COM 891013104 890 200 X 200 0 0
TORCHMARK CORP COM 891027104 10242866 280396 X 256846 0 23550
TORCHMARK CORP COM 891027104 1781349 48764 X 47864 0 900
TORO CO COM 891092108 599382 9380 X 9380 0 0
TORO CO COM 891092108 6390 100 X 0 0 100
TOUCH AMER HLDGS INC COM 891539108 644 1650 X 1650 0 0
TOUCH AMER HLDGS INC COM 891539108 3549 9100 X 9100 0 0
TOWER AUTOMOTIVE INC COM 891707101 185297 41177 X 38000 0 3177
TOWER AUTOMOTIVE INC COM 891707101 3060 680 X 0 0 680
TOYS-R-US INC 892335100 2775010 277501 X 259753 0 17748
TOYS-R-US INC 892335100 8850 885 X 885 0 0
TRACTOR SUPPLY CO COM 892356106 26320 700 X 0 0 700
TRADESTATION GROUP INC COM 89267P105 1440 1000 X 1000 0 0
TRANSACTION SYS ARCHITECTS INC COM A 893416107 488 75 X 75 0 0
TRANSATLANTIC HLDG INC COM 893521104 2419476 36274 X 36062 0 212
TRANSATLANTIC HLDG INC COM 893521104 1058396 15868 X 13268 0 2600
TRANSKARYOTIC THERAPIES INC COM 893735100 1131075 114250 X 113350 0 900
TRANSPRO INC COM 893885103 22400 4000 X 0 0 4000
TRANSWITCH CORP COM 894065101 6959 10100 X 5600 0 4500
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 4182502 285495 X 156972 1 128522
TRAVELERS PROPERTY CASUALTY CL A COM 89420G109 1372207 93666 X 84404 4 9258
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 6095103 416048 X 338641 3 77404
TRAVELERS PROPERTY CASUALTY CL B COM 89420G406 2609854 178147 X 169316 8 8823
TRAVIS BOATS & MOTORS INC COM 894363100 5870 5870 X 5870 0 0
TRC COS INC COM 872625108 77795 5925 X 5925 0 0
TRC COS INC COM 872625108 3939 300 X 300 0 0
TREDEGAR CORPORATION 894650100 376500 25100 X 25100 0 0
TREMONT CORP COM 894745207 20860 700 X 700 0 0
TRENWICK GROUP LTD COM G9032C109 3203 4448 X 4448 0 0
TREX COMPANY INC COM 89531P105 7060 200 X 0 0 200
TRIAD HOSPS INC COM 89579K109 106284 3563 X 763 0 2800
TRIARC COS INC CL A COM 895927101 356838 13599 X 10499 0 3100
TRIBUNE CO NEW COM 896047107 25337131 557350 X 536581 0 20769
TRIBUNE CO NEW COM 896047107 26224101 576861 X 544509 0 32352
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
Trico BANCSHARES COM 896095106 24600 1000 X 1000 0 0
TRIMBLE NAV LTD 896239100 238559 19100 X 19100 0 0
TRIMERIS INC COM 896263100 10793 250 X 250 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 47064 11100 X 5100 0 6000
TRIQUINT SEMICONDUCTOR INC COM 89674K103 10176 2400 X 2400 0 0
TRITON PCS HOLDINGS INC CL A COM 89677M106 94222 23975 X 0 0 23975
TRIUMPH GROUP INC COM 896818101 1616164 50600 X 49700 0 900
TRIZETTO GROUP INC COM 896882107 1347239 219420 X 217820 0 1600
TROY FINANICIAL CORP COM 897329108 141645 5250 X 0 0 5250
TRUST CO NJ JERSEY CITY NEW COM 898304100 17367 624 X 624 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 30280 1088 X 1088 0 0
TRUSTCO BK CORP NY 898349105 1059329 98268 X 84626 0 13642
TRUSTCO BK CORP NY 898349105 1978809 183563 X 129283 0 54280
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 313 202 X 202 0 0
TUPPERWARE CORP COM 899896104 305068 20230 X 9782 0 10448
TUPPERWARE CORP COM 899896104 22710 1506 X 1506 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 39086 6670 X 6670 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 2637 450 X 450 0 0
TXU CORP COM 873168108 15862327 849161 X 829126 0 20035
TXU CORP COM 873168108 2166002 115953 X 100938 0 15015
TYCO INTL LTD NEW COM 902124106 21524694 1260228 X 1167550 0 92678
TYCO INTL LTD NEW COM 902124106 7709707 451388 X 432821 100 18467
TYSON FOODS INC CL A COM 902494103 361015 32176 X 27176 0 5000
TYSON FOODS INC CL A COM 902494103 162948 14523 X 12523 0 2000
T-HQ INCDELAWARE 872443403 7288 550 X 0 0 550
TJX COMPANIES INC 872540109 13703 702 X 0 0 702
TXU CORP 873168108 598 32 X 0 0 32
TALK AMERICA HLDGS INC 87426R202 19454 3474 X 0 0 3474
TARGET CORP 87612E106 141000 4700 X 0 0 4700
TELEFLEX INC 879369106 9865 230 X 0 0 230
TELEFONICA SA-SPONSORED ADR 879382208 5713 215 X 0 0 215
TELEFONOS DE MEXICO SPONSORED ADR 879403780 7515 235 X 0 0 235
TENET HEALTHCARE CORP 88033G100 1230 75 X 0 0 75
TENNECO AUTOMOTIVE INC 880349105 14746 3650 X 0 0 3650
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 15444 400 X 0 0 400
TEXAS INSTRUMENTS INC 882508104 50103 3338 X 0 0 3338
TEXTRON INC 883203101 2665 62 X 0 0 62
3M CO 88579Y101 215652 1749 X 0 0 1749
TIDEWATER INC 886423102 28612 920 X 0 0 920
TOO INC 890333107 9408 400 X 0 0 400
TOTAL FINA ELF SA-SPONS ADR 89151E109 21450 300 X 0 0 300
TPG NV-ADR 892339102 6760 415 X 0 0 415
TRAVELERS PROPERTY CASUALTY CORP-A 89420G109 20759 1417 X 0 0 1417
TRAVELERS PROPERTY CASUALTY CORP-B 89420G406 1905 130 X 0 0 130
TRIAD GUARANTY INC 895925105 3686 100 X 0 0 100
TRIANGLE PHARMACEUTICALS 89589H104 84966 14304 X 14304 0 -
TRIBUNE CO NEW 896047107 2318 51 X 0 0 51
TRIZEC PPTYS INC 89687P107 6761 720 X 0 0 720
TRIPOS INC 896928108 3518 480 X 0 0 480
TYCO INTERNATIONAL LTD 902124106 120107 7032 X 0 0 7032
U S INDUSTRIES INC COM 912080108 395 150 X 0 0 150
U.S. PLASTIC LUMBER CO COM 902948108 25446 133227 X 133227 0 0
UAL CORP COM 902549500 7007 4900 X 4900 0 0
UAL CORP COM 902549500 3504 2450 X 2450 0 0
UCBH HLDGS INC COM 90262T308 3756825 88500 X 83200 0 5300
UGI CORPORATION COM 902681105 1061876 28400 X 25500 0 2900
UGI CORPORATION COM 902681105 343988 9200 X 8350 0 850
UICI 902737105 485160 31200 X 31200 0 0
UIL HLDG CORP COM 902748102 471198 13513 X 12850 0 663
UIL HLDG CORP COM 902748102 416801 11953 X 11453 0 500
ULTIMATE ELECTRONICS INC COM 903849107 130123 12820 X 12820 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 17250 5000 X 5000 0 0
ULTRALIFE BATTERIES INC COM 903899102 12950 3500 X 3500 0 0
ULTRATECH STEPPER INC COM 904034105 145617 14800 X 14800 0 0
UMB FINL CORP COM 902788108 8035 210 X 210 0 0
UNIFI INC COM 904677101 14700 2800 X 2800 0 0
UNIFIRST CORP COM 904708104 19913766 985830 X 663076 0 322754
UNION BANKSHARES INC COM 905400107 118752 4800 X 4800 0 0
UNION BANKSHARES INC COM 905400107 230131 9302 X 9302 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
------------------------------
UNION PACIFIC CORP COM 907818108 23443296 391570 X 351735 0 39835
UNION PACIFIC CORP COM 907818108 23889507 399023 X 383317 0 15706
UNION PLANTERS CORP COM 908068109 874169 31065 X 30506 0 559
UNION PLANTERS CORP COM 908068109 64835 2304 X 2304 0 0
UNIONBANCAL CORP COM 908906100 19635 500 X 0 0 500
UNISOURCE ENERGY CORP COM 909205106 380380 22000 X 22000 0 0
UNISOURCE ENERGY CORP COM 909205106 5775 334 X 334 0 0
UNISYS CORP COM 909214108 511444 51661 X 47773 0 3888
UNISYS CORP COM 909214108 12870 1300 X 1300 0 0
UNIT CORP COM 909218109 526820 28400 X 28400 0 0
UNITED BANKSHARES INC W VA COM 909907107 807896 27800 X 27800 0 0
UNITED BANKSHARES INC W VA COM 909907107 116244 4000 X 4000 0 0
UNITED FIRE & CAS CO COM 910331107 6216950 185858 X 123258 0 62600
UNITED GLOBAL COM CL A 913247508 720 300 X 300 0 0
UNITED GLOBAL COM CL A 913247508 4560 1900 X 1900 0 0
UNITED NAT FOODS INC COM 911163103 10759301 424430 X 296081 0 128349
UNITED NAT FOODS INC COM 911163103 5070 200 X 0 0 200
UNITED NATL BANCORP NJ COM 910909100 69150 3000 X 3000 0 0
UNITED NATL BANCORP NJ COM 910909100 2030152 88076 X 88076 0 0
UNITED ONLINE INC COM 911268100 20723 1300 X 0 0 1300
UNITED PARCEL SERVICE CL B COM 911312106 11871025 188190 X 178600 0 9590
UNITED PARCEL SERVICE CL B COM 911312106 9085854 144037 X 100034 0 44003
UNITED RENTALS INC COM 911363109 85004 7900 X 5500 0 2400
UNITED RENTALS INC COM 911363109 44998 4182 X 4182 0 0
UNITED RETAIL GROUP INC COM 911380103 78400 28000 X 28000 0 0
UNITED STATES CELLULAR CORP COM 911684108 75060 3000 X 0 0 3000
UNITED STATES CELLULAR CORP COM 911684108 27522 1100 X 1100 0 0
UNITED STATIONERS INC COM 913004107 3756658 130435 X 125900 0 4535
UNITED STS STL CORP COM 912909108 170862 13023 X 10128 0 2895
UNITED STS STL CORP COM 912909108 31003 2363 X 2363 0 0
UNITED SURGICAL PARTNERS COM 913016309 3124 200 X 200 0 0
UNITED TECHNOLOGIES CORP COM 913017109 211694939 3417742 X 3255611 0 162131
UNITED TECHNOLOGIES CORP COM 913017109 49089246 792529 X 734827 460 57242
UNITED THERAPEUTICS CORP DEL COM 91307C102 556661 33333 X 33333 0 0
UNITEDHEALTH GROUP INC COM 91324P102 14527581 173983 X 135152 0 38831
UNITEDHEALTH GROUP INC COM 91324P102 2882587 34522 X 28420 0 6102
UNITIL CORP COM 913259107 50939 2054 X 2054 0 0
UNITIL CORP COM 913259107 1642157 66216 X 66216 0 0
UNITRIN INC COM 913275103 340413 11650 X 11650 0 0
UNITRIN INC COM 913275103 1429296 48915 X 48199 0 716
UNIVERSAL AMER FINANCIAL CORP COM 913377107 6750 1160 X 1160 0 0
UNIVERSAL AUTOMOTIVE INDS COM 913378105 8700 10000 X 10000 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 32138 1680 X 1680 0 0
UNIVERSAL COMPRESSION HLDGS INC COM 913431102 5739 300 X 0 0 300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
UNIVERSAL DISPLAY CORP COM 91347P105 4734 600 X 600 0 0
UNIVERSAL FST PRODS INC COM 913543104 268645 12600 X 12600 0 0
UNIVERSAL HEALTH SVC CL B COM 913903100 839401 18612 X 6000 0 12612
UNIVERSAL HEALTH SVC CL B COM 913903100 45100 1000 X 660 0 340
UNIVISION COMMUNICATIONS INC COM 914906102 1080254 44092 X 23764 0 20328
UNIVISION COMMUNICATIONS INC COM 914906102 72275 2950 X 2700 0 250
UNOCAL CORP COM 915289102 3457467 113063 X 64210 0 48853
UNOCAL CORP COM 915289102 1220968 39927 X 37927 0 2000
UNOVA INC COM 91529B106 6600 1100 X 1100 0 0
UNOVA INC COM 91529B106 23748 3958 X 890 0 3068
UNUMPROVIDENT CORP COM 91529Y106 21535191 1227776 X 1184598 0 43178
UNUMPROVIDENT CORP COM 91529Y106 1714710 97760 X 77549 873 19338
UQM TECHNOLOGIES INC COM 903213106 7590 3000 X 3000 0 0
URBAN OUTFITTERS INC COM 917047102 47140 2000 X 2000 0 0
URECOATS INDUSTRIES INC COM 91724E400 270 300 X 300 0 0
UROLOGIX INC COM 917273104 17543 5300 X 0 0 5300
URS CORP NEW COM 903236107 280331 19700 X 19700 0 0
US BANCORP DEL COM 902973304 94526761 4454607 X 4093423 0 361184
US BANCORP DEL COM 902973304 17516070 825451 X 756162 0 69289
US LEC CORP CL-A COM 90331S109 1800 800 X 800 0 0
US ONCOLOGY INC COM 90338W103 775618 89460 X 86960 0 2500
US ONCOLOGY INC COM 90338W103 5202 600 X 0 0 600
US UNWIRED INC CL A COM 90338R104 4383 8945 X 8945 0 0
USA INTERACTIVE COM 902984103 560165 24440 X 7400 0 17040
USFREIGHTWAYS CORP COM 916906100 4861625 169100 X 118300 0 50800
USG CORP COM NEW 903293405 1690 200 X 200 0 0
UST INC COM 902911106 1726359 51641 X 43363 0 8278
UST INC COM 902911106 1234737 36935 X 4935 0 32000
UTI WORLDWIDE INC COM G87210103 3220350 122680 X 119880 0 2800
UTSTARCOM INC COM 918076100 759588 38305 X 1000 0 37305
UST INC 902911106 903 27 X 0 0 27
UNILEVER PLC-SPONSORED ADR 904767704 78,604 2,055 X 0 0 2,055
UNILEVER NV 904784709 5,060 82 X 0 0 82
UNION PACIFIC CORP 907818108 20,955 350 X 0 0 350
UNITED BUSINESS MEDIA PLC-ADR 90969M101 4,335 1,020 X 0 0 1,020
UNITED PARCEL SERVICE INC-CL B 911312106 35,893 569 X 0 0 569
UNITED STATIONERS INC 913004107 10,656 370 X 0 0 370
UNITED TECHNOLOGIES CORP 913017109 13,007 210 X 0 0 210
UNITEDHEALTH GROUP INC 91324P102 40,581 486 X 0 0 486
UNIVISION COMMUNICATIONS INC CL A 914906102 1,372 56 X 0 0 56
V F CORP COM 918204108 1786890 49567 X 24954 0 24613
V F CORP COM 918204108 673594 18685 X 18535 0 150
VA SOFTWARE CORP COM 91819B105 173 190 X 190 0 0
VA SOFTWARE CORP COM 91819B105 18 20 X 20 0 0
VAIL RESORTS INC COM 91879Q109 56129 3700 X 0 0 3700
VALASSIS COMMUNICATIONS INC COM 918866104 594486 20200 X 2300 0 17900
VALASSIS COMMUNICATIONS INC COM 918866104 282528 9600 X 0 0 9600
VALENCE TECHNOLOGY INC COM 918914102 10465 8050 X 8050 0 0
VALERO ENERGY CO COM 91913Y100 1847924 50025 X 25400 0 24625
VALERO ENERGY CO COM 91913Y100 163127 4416 X 1686 0 2730
VALLEY NATIONAL BANCORP 919794107 201309 7634 X 7634 0 0
VALLEY NATIONAL BANCORP 919794107 2804054 106335 X 106335 0 0
VALMONT INDS INC 920253101 8723850 449683 X 316319 0 133364
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
VALSPAR CORP 920355104 11487 260 X 0 0 260
VALSPAR CORP 920355104 39762 900 X 900 0 0
VALUECLICK INC COM 92046N102 550247 197221 X 197221 0 0
VANGUARD TOTAL STK MKT VIPERS 922908769 201865 2443 X 2443 0 0
VANS INC COM 921930103 35614 6270 X 2270 0 4000
VARCO INTL INC DEL COM 922122106 2788698 160270 X 128300 0 31970
VARIAN INC COM 922206107 153492 5350 X 4450 0 900
VARIAN INC COM 922206107 24501 854 X 854 0 0
VARIAN MED SYS INC COM 92220P105 605120 12200 X 1900 0 10300
VARIAN MED SYS INC COM 92220P105 191952 3870 X 3870 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 618024 26010 X 26010 0 0
VARIAN SEMICONDUCTOR EQUIPTMENT COM 922207105 26137 1100 X 1100 0 0
VAXGEN INC NEW COM 922390208 38620 2000 X 2000 0 0
VECTOR GROUP LTD COM 92240M108 4547987 391393 X 391393 0 0
VECTREN CORP COM 92240G101 506184 22008 X 21529 0 479
VECTREN CORP COM 92240G101 174064 7568 X 7568 0 0
VEECO INSTRS INC DEL COM 922417100 220796 19100 X 19100 0 0
VENTAS INC COM 92276F100 206 18 X 18 0 0
VERIDIAN CORP COM 92342R203 3727778 174685 X 117300 0 57385
VERISIGN INC COM 92343E102 12150 1515 X 1515 0 0
VERISIGN INC COM 92343E102 9624 1200 X 1200 0 0
VERISITY LTD COM M97385112 418748 21970 X 0 0 21970
VERITAS DGC INC COM 92343P107 165900 21000 X 20400 0 600
VERITAS SOFTWARE CO COM 923436109 2173648 139158 X 103480 0 35678
VERITAS SOFTWARE CO COM 923436109 29850 1911 X 1291 0 620
VERITY INC COM 92343C106 449938 33600 X 23100 0 10500
VERIZON COMMUNICATIONS COM 92343V104 219531654 5665333 X 5287135 500 377698
VERIZON COMMUNICATIONS COM 92343V104 92512099 2387409 X 2249432 1100 136877
VERSANT CORP COM 925284101 4624 6800 X 6800 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 332311 20966 X 20966 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4755 300 X 300 0 0
VESTA INS GROUP INC COM 925391104 4125 1500 X 1500 0 0
VI TECHNOLOGIES INC COM 917920100 3884 3846 X 3846 0 0
VIACOM INC CL A COM 925524100 7511897 184070 X 134730 0 49340
VIACOM INC CL A COM 925524100 1107787 27145 X 26945 0 200
VIACOM INC CL B COM 925524308 166873723 4094056 X 3878681 0 215375
VIACOM INC CL B COM 925524308 17089690 419276 X 372882 550 45844
VIAD CORP COM 92552R109 639724 28623 X 28623 0 0
VIAD CORP COM 92552R109 15332 686 X 400 0 286
VIASAT INC COM 92552V100 214644 18600 X 18600 0 0
VIASAT INC COM 92552V100 23080 2000 X 2000 0 0
VIASYS HEALTHCARE INC COM 92553Q209 576183 38696 X 20770 0 17926
VIASYS HEALTHCARE INC COM 92553Q209 107238 7202 X 6530 0 672
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
VICAL INC COM 925602104 3470 1000 X 1000 0 0
VICOR CORP COM 925815102 231028 28000 X 23200 0 4800
VICOR CORP COM 925815102 19802 2400 X 2400 0 0
VIGNETTE CORP COM 926734104 2200 1793 X 1793 0 0
VIISAGE TECHNOLOGY COM 92675K106 47393 10650 X 10650 0 0
VINTAGE PETE INC COM 927460105 7910548 749815 X 487515 0 262300
VINTAGE PETE INC COM 927460105 168062 15930 X 30 0 15900
VION PHARMACEUTICALS INC COM 927624106 497 1500 X 1000 0 500
VIRBAC CORPORATION COM 927649103 2805 500 X 0 0 500
VIRCO MFG CORP COM 927651109 16279 1596 X 0 0 1596
VIROLOGIC INC COM 92823R201 1724 1296 X 1296 0 0
VIROLOGIC INC COM 92823R201 160 120 X 120 0 0
VIROPHARMA INC COM 928241108 2044 1400 X 1400 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 108658 9719 X 5904 0 3815
VISHAY INTERTECHNOLOGY INC COM 928298108 45324 4054 X 4054 0 0
VISTEON CORP COM 92839U107 140279 20155 X 14428 0 5727
VISTEON CORP COM 92839U107 51991 7470 X 6999 0 471
VISUAL NETWORKS INC COM 928444108 145 100 X 100 0 0
VISX INC DEL COM 92844S105 154909 16170 X 5270 0 10900
VITAL SIGNS INC COM 928469105 253980 8500 X 8500 0 0
VITALWORKS INC COM 928483106 35228 9150 X 1250 0 7900
VITESSE SEMICONDUCTOR CORP COM 928497106 14655 6707 X 6707 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 10816 4950 X 4050 0 900
VIVUS INC COM 928551100 18650 5000 X 5000 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 171000 10000 X 10000 0 0
VOLT INFORMATION SCIENCES INC COM 928703107 171 10 X 10 0 0
VORNADO OPERATING CO COM 92904N103 5 10 X 10 0 0
VULCAN MATERIALS CO COM 929160109 2980688 79485 X 62224 0 17261
VULCAN MATERIALS CO COM 929160109 2085300 55608 X 54258 0 1350
VCA ANTECH INC 918194101 4500 300 X 0 0 300
V F CORP 918204108 1262 35 X 0 0 35
VALASSIS COMMUNICATIONS INC 918866104 9123 310 X 0 0 310
VALERO ENERGY CORP NEW 91913Y100 126335 3420 X 0 0 3420
VALSPAR CORPORATION 920355104 9720 220 X 0 0 220
VALUEVISION INTERNATIONAL INC-CL A 92047K107 3745 250 X 0 0 250
VERITAS SOFTWARE CO 923436109 9216 590 X 0 0 590
VERIZON COMMUNICATIONS 92343V104 17050 440 X 0 0 440
VIACOM INC CLASS B 925524308 46711 1146 X 0 0 1146
VIASAT INC 92552V100 15002 1300 X 0 0 1300
VIRAGE LOGIC CORP 92763R104 19057 1900 X 0 0 1900
VOLVO AKTIEBOLAGET ADR 928856400 8192 495 X 0 0 495
VULCAN MATERIALS CO 929160109 4950 132 X 0 0 132
W P CAREY & CO LLC COM 92930Y107 287273 11607 X 11607 0 0
W P CAREY & CO LLC COM 92930Y107 516013 20849 X 20849 0 0
W.R. GRACE & CO COM 38388F108 2597 1325 X 1025 0 300
W-H ENERGY SVCS INC COM 92925E108 250948 17200 X 17200 0 0
WABASH NATL CORP COM 929566107 140784 16800 X 15600 0 1200
WABASH NATL CORP COM 929566107 5866 700 X 700 0 0
WACHOVIA CORP 2ND "NEW" COM 929903102 34645294 950749 X 771356 0 179393
WACHOVIA CORP 2ND "NEW" COM 929903102 16097042 441741 X 406450 0 35291
WACKENHUT CORRECTIONS CORP COM 929798106 4444 400 X 400 0 0
WADDELL & REED FINANCIAL INC COM A 930059100 3204971 162937 X 161637 0 1300
WADDELL & REED FINANCIAL INC COM A 930059100 32357 1645 X 1645 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 42495 4840 X 4840 0 0
WAINWRIGHT BANK & TRUST CO COM 930705108 7577 863 X 863 0 0
WAL-MART STORES INC 931142103 210354401 4164609 X 3780313 0 384296
WAL-MART STORES INC 931142103 61647960 1220510 X 1143578 100 76832
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
WALGREEN CO COM 931422109 48933328 1676373 X 1580360 0 96013
WALGREEN CO COM 931422109 31560666 1081215 X 1014140 12950 54125
WALLACE COMPUTER SERVICES INC COM 932270101 8604 400 X 400 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 34416 1600 X 1600 0 0
WARREN BANCORP INC COM 934710104 162431 10300 X 10300 0 0
WASHINGTON FED INC COM 938824109 1177368 47379 X 43991 0 3388
WASHINGTON FED INC COM 938824109 138713 5582 X 5582 0 0
WASHINGTON MUTUAL INC COM 939322103 28276479 818896 X 660531 0 158365
WASHINGTON MUTUAL INC COM 939322103 8217967 237995 X 224998 0 12997
WASHINGTON POST CO CL B COM 939640108 60516 82 X 50 0 32
WASHINGTON POST CO CL B COM 939640108 639846 867 X 867 0 0
WASHINGTON TR BANCORP INC COM 940610108 1201622 61527 X 61527 0 0
WASHINGTON TR BANCORP INC COM 940610108 1132056 57965 X 57965 0 0
WASTE CONNECTIONS INC COM 941053100 4137062 107150 X 106450 0 700
WASTE MGMT INC DEL COM 94106L109 32819469 1431914 X 1339096 0 92818
WASTE MGMT INC DEL COM 94106L109 1455764 63515 X 61330 0 2185
WATER PIK TECHNOLOGIES INC COM 94113U100 3205 436 X 381 0 55
WATERS CORP COM 941848103 3685111 169197 X 82654 0 86543
WATERS CORP COM 941848103 446860 20517 X 8897 0 11620
WATSCO INC CL B COM 942622101 9894 607 X 607 0 0
WATSCO INC COM 942622200 1877918 114647 X 113847 0 800
WATSON PHARMACEUTICALS INC COM 942683103 4169033 147472 X 143772 0 3700
WATSON PHARMACEUTICALS INC COM 942683103 75113 2657 X 2657 0 0
WATSON WYATT & CO HLDGS 942712100 535920 24640 X 24640 0 0
WATTS INDS INC CL A 942749102 275450 17500 X 17500 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 11130 992 X 992 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 54664 4872 X 4872 0 0
WAVE SYS CORP CL A COM 943526103 15229 11450 X 11450 0 0
WAYPOINT FINL CORP COM 946756103 436100 24500 X 24500 0 0
WD-40 CO COM 929236107 359312 13600 X 7600 0 6000
WD-40 CO COM 929236107 81902 3100 X 3100 0 0
WEBEX COMMUNICATIONS INC COM 94767L109 81000 5400 X 3000 0 2400
WEBMD CORPORATION COM 94769M105 47025 5500 X 500 0 5000
WEBMD CORPORATION COM 94769M105 11970 1400 X 1400 0 0
WEBMETHODS INC COM 94768C108 1873338 227900 X 226100 0 1800
WEBSENSE INC COM 947684106 1068 50 X 0 0 50
WEBSENSE INC COM 947684106 46994 2200 X 0 0 2200
WEBSTER FINANCIAL CORP COM 947890109 17048172 489890 X 371710 0 118180
WEBSTER FINANCIAL CORP COM 947890109 1557613 44759 X 41553 0 3206
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 1094086 23800 X 13100 0 10700
WEIGHTWATCHERS INTERNATIONAL INC COM 948626106 275820 6000 X 780 0 5220
WEIS MARKETS INC COM 948849104 68310 2200 X 1000 0 1200
WEIS MARKETS INC COM 948849104 13569 437 X 337 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
------------------------------
WELLCHOICE INC COM 949475107 2588995 108100 X 107100 0 1000
WELLMAN INC COM 949702104 281941 20900 X 20900 0 0
WELLMAN INC COM 949702104 8229 610 X 610 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 25712599 361335 X 345970 0 15365
WELLPOINT HEALTH NETWORKS INC COM 94973H108 540460 7595 X 6810 0 785
WELLS FARGO & CO NEW COM 949746101 273247835 5829909 X 5564955 0 264954
WELLS FARGO & CO NEW COM 949746101 61960359 1321962 X 1249130 1514 71318
WENDYS INTL INC COM 950590109 1363218 50359 X 38207 0 12152
WENDYS INTL INC COM 950590109 105573 3900 X 3900 0 0
WERNER ENTERPRISES INC COM 950755108 9689426 450043 X 317593 0 132450
WERNER ENTERPRISES INC COM 950755108 99038 4600 X 0 0 4600
WEST CORPORATION COM 952355105 235139 14165 X 2340 0 11825
WEST PHARMACEUTICAL SVCS INC COM 955306105 16472440 675100 X 439100 0 236000
WESTAFF INC COM 957070105 1087848 435139 X 314939 0 120200
WESTAMERICA BANCORPORATION COM 957090103 1593941 39670 X 38540 0 1130
WESTAR ENERGY INC COM 95709T100 47867 4835 X 2235 0 2600
WESTAR ENERGY INC COM 95709T100 36630 3700 X 3700 0 0
WESTBANK CORP COM 957116106 192 14 X 14 0 0
WESTERN DIGITAL CORP COM 958102105 39299 6150 X 750 0 5400
WESTERN DIGITAL CORP COM 958102105 2786 436 X 436 0 0
WESTERN GAS RES INC COM 958259103 1993217 54090 X 53690 0 400
WESTERN WIRELESS CORP CL A COM 95988E204 12190 2300 X 2300 0 0
WESTPORT RESOURCES CORP COM 961418100 188032 9040 X 9040 0 0
WESTWOOD ONE INC COM 961815107 390076 10441 X 6900 0 3541
WESTWOOD ONE INC COM 961815107 55928 1497 X 1037 0 460
WET SEAL INC CL A COM 961840105 214144 19900 X 19900 0 0
WEYERHAEUSER CO COM 962166104 12812070 260355 X 236721 0 23634
WEYERHAEUSER CO COM 962166104 5586122 113516 X 109851 0 3665
WGL HLDGS INC COM 92924F106 9798828 409650 X 408400 0 1250
WGL HLDGS INC COM 92924F106 1743696 72897 X 70497 0 2400
WHIRLPOOL CORP COM 963320106 1573023 30123 X 8957 0 21166
WHIRLPOOL CORP COM 963320106 506430 9698 X 7660 0 2038
WHITE MTNS INS GROUP LTD COM G9618E107 242250 750 X 300 0 450
WHITE MTNS INS GROUP LTD COM G9618E107 32300 100 X 0 0 100
WHITNEY HOLDING CORP 966612103 1020231 30610 X 28060 0 2550
WHOLE FOODS MKT INC COM 966837106 933848 17710 X 7410 0 10300
WHOLE FOODS MKT INC COM 966837106 349600 6630 X 6230 0 400
WILD OATS MKTS INC COM 96808B107 4015254 389075 X 259875 0 129200
WILD OATS MKTS INC COM 96808B107 13674 1325 X 1325 0 0
WILEY JOHN & SONS INC CL A COM 968223206 285719 11900 X 0 0 11900
WILLIAMS COAL SEAM GAS RTY TR 969450105 3912 400 X 400 0 0
WILLIAMS COS INC COM 969457100 2652194 982294 X 933810 0 48484
WILLIAMS COS INC COM 969457100 229343 84942 X 76367 75 8500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
WILLIAMS SONOMA INC COM 969904101 365711 13470 X 8800 0 4670
WILLIAMS SONOMA INC COM 969904101 305030 11235 X 3035 0 8200
WILLIS LEASE FINANCE COM 970646105 1609395 318692 X 206492 0 112200
WILLOW GROVE BANCORP INC NEW COM 97111W101 10523690 757100 X 516700 0 240400
WILMINGTON TRUST CORPORATION COM 971807102 757405 23908 X 23908 0 0
WILMINGTON TRUST CORPORATION COM 971807102 240768 7600 X 6200 0 1400
WILSHIRE OIL CO TEX 971889100 1609 465 X 465 0 0
WILSHIRE OIL CO TEX 971889100 2799 809 X 809 0 0
WILSON GREATBATCH TECHNOLOGIES INC 972232102 32120 1100 X 0 0 1100
WILTEL COMMUNICATIONS INC COM 972487102 33001 2090 X 2090 0 0
WINN DIXIE STORES INC COM 974280109 321018 21009 X 20437 0 572
WINN DIXIE STORES INC COM 974280109 36382 2381 X 2381 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 482529 12300 X 12300 0 0
WINTRUST FINL CORP COM 97650W108 482328 15400 X 11200 0 4200
WINTRUST FINL CORP COM 97650W108 234900 7500 X 7500 0 0
WIRE ONE TECHNOLOGIES INC COM 976521104 11160 4000 X 0 0 4000
WIRELESS FACILITIES INC COM 97653A103 962 160 X 160 0 0
WIRELESS TELECOM GROUP INC COM 976524108 5670 3000 X 3000 0 0
WISCONSIN ENERGY CORP 976657106 8419144 334093 X 316843 0 17250
WISCONSIN ENERGY CORP 976657106 3882211 154056 X 153419 0 637
WISER OIL COM 977284108 447 130 X 130 0 0
WMS INDUSTRIES INC COM 929297109 317576 21200 X 21200 0 0
WOLVERINE TUBE INC COM 978093102 65380 11450 X 1400 0 10050
WOLVERINE WORLD WIDE INC COM 978097103 466899 30900 X 28875 0 2025
WOODHEAD INDS INC 979438108 2260 200 X 200 0 0
WOODWARD GOVERNOR CO COM 980745103 321900 7400 X 7400 0 0
WORLD FUEL SVCS CORP COM 981475106 73800 3600 X 0 0 3600
WORTHINGTON INDUSTRIES INC COM 981811102 393680 25832 X 16280 0 9552
WORTHINGTON INDUSTRIES INC COM 981811102 208468 13679 X 11654 0 2025
WPS RESOURCES CORP COM 92931B106 165101 4253 X 3453 0 800
WPS RESOURCES CORP COM 92931B106 651865 16792 X 14450 0 2342
WRIGHT MEDICAL GROUP INC COM 98235T107 2954063 169200 X 167900 0 1300
WRIGHT MEDICAL GROUP INC COM 98235T107 1467 84 X 84 0 0
WRIGLEY WM JR CO COM 982526105 4197003 76476 X 58404 0 18072
WRIGLEY WM JR CO COM 982526105 1254008 22850 X 18250 0 4600
WYETH COM 983024100 226931157 6067678 X 5809841 0 257837
WYETH COM 983024100 105936697 2832532 X 2678526 100 153906
WACHOVIA CORP 929903102 17455 479 X 0 0 479
WAL-MART STORES INC 931142103 118547 2347 X 0 0 2347
WALGREEN CO 931422109 65473 2243 X 0 0 2243
WASHINGTON MUTUAL INC 939322103 74240 2150 X 0 0 2150
WATERS CORP 941848103 12959 595 X 0 0 595
WATSON PHARMACEUTICALS INC 942683103 10771 381 X 0 0 381
WEBEX COMMUNICATIONS INC 94767L109 4350 290 X 0 0 290
WELLPOINT HEALTH NETWORKS INC NEW 94973H108 20565 289 X 0 0 289
WELLS FARGO CO 949746101 234725 5008 X 0 0 5008
WESTERN GAS RESOURCES 958259103 35081 952 X 0 0 952
WEYERHAEUSER CO 962166104 2657 54 X 0 0 54
WHIRLPOOL CORP 963320106 2350 45 X 0 0 45
WHITEHALL JEWELERS INC 965063100 5890 620 X 0 0 620
WORTHINGTON INDUSTRIES INC 981811102 1402 92 X 0 0 92
WRIGLEY (WM) JR CO 982526105 5708 104 X 0 0 104
WYETH 983024100 21468 574 X 0 0 574
X-RITE INC COM 983857103 92268 13200 X 13200 0 0
XCEL ENERGY INC COM 98389B100 981893 89263 X 81991 0 7272
XCEL ENERGY INC COM 98389B100 848870 77170 X 74368 0 2802
XEROX CORP COM 984121103 9938047 1234540 X 1093390 0 141150
XEROX CORP COM 984121103 1587235 197172 X 195572 0 1600
XILINX INC COM 983919101 2082804 101107 X 58642 0 42465
XILINX INC COM 983919101 216176 10494 X 9534 0 960
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
COMMON STOCK - DOMESTIC
------------------------------
XM SATELLITE RADIO HLDG INC CL A COM 983759101 2690 1000 X 1000 0 0
XM SATELLITE RADIO HLDG INC CL A COM 983759101 54 20 X 20 0 0
XOMA LTD COM G9825R107 6345 1500 X 1500 0 0
XOMA LTD COM G9825R107 16074 3800 X 3800 0 0
XTO ENERGY INC COM 98385X106 13106981 530647 X 391098 0 139549
XTO ENERGY INC COM 98385X106 56440 2285 X 1365 0 920
XYBERNAUT COM 984149104 2169 4180 X 4180 0 0
XILINX INC 983919101 1545 75 X 0 0 75
XEROX CORP 984121103 86626 10761 X 0 0 10761
YAHOO INC COM 984332106 2756365 168585 X 121690 0 46895
YAHOO INC COM 984332106 251185 15363 X 12013 0 3350
YANKEE CANDLE CO COM 984757104 12560 785 X 785 0 0
YELLOW CORP COM 985509108 549794 21825 X 19100 0 2725
YOCREAM INTL INC COM 986001105 7640 1000 X 1000 0 0
YOUNG BROADCASTING CORP CL A COM 987434107 5248021 398483 X 251183 0 147300
YOUNG BROADCASTING CORP CL A COM 987434107 6585 500 X 500 0 0
YUM! BRANDS INC COM 988498101 6808484 281110 X 199103 0 82007
YUM! BRANDS INC COM 988498101 1574760 65019 X 61099 0 3920
ZALE CORP COM 988858106 981882 30780 X 23980 0 6800
ZALE CORP COM 988858106 6380 200 X 0 0 200
ZEBRA TECHNOLOGIES CORP CL A 989207105 2292000 40000 X 36200 0 3800
ZEBRA TECHNOLOGIES CORP CL A 989207105 46986 820 X 820 0 0
ZENITH NATL INS CORP COM 989390109 289296 12300 X 12300 0 0
ZIMMER HLDGS INC COM 98956P102 5568828 134124 X 111029 0 23095
ZIMMER HLDGS INC COM 98956P102 6737326 162267 X 155019 0 7248
ZIONS BANCORP COM 989701107 503116 12786 X 8146 0 4640
ZIX CORPORATION COM 98974P100 52479 11900 X 11900 0 0
ZOLL MED CORP COM 989922109 2578763 72295 X 71805 0 490
ZOLL MED CORP COM 989922109 57393 1609 X 1609 0 0
ZOLTEK COS INC COM 98975W104 14300 6500 X 6500 0 0
ZOMAX INC COM 989929104 17000 4000 X 4000 0 0
ZEBRA TECHNOLOGIES CORP CLASS A COM 989207105 9741 170 X 0 0 170
ZIMMER HOLDINGS INC COM 98956P102 623 15 X 0 0 15
CELANESE AG COM D1497A101 8704 400 X 0 0 400
DEUTSCHE BANK AG COM D18190898 11358 250 X 0 0 250
COOPER INDS LTD CL A COM G24182100 2442 67 X 0 0 67
GARMIN LTD COM G37260109 9669 330 X 0 0 330
INGERSOLL-RAND CO-A COM G4776G101 16750 389 X 0 0 389
NABORS INDUSTRIES LTD COM G6359F103 952 27 X 0 0 27
RENAISSANCERE HOLDINGS LTD COM G7496G103 4752 120 X 0 0 120
TRANSOCEAN INC COM G90078109 14384 620 X 0 0 620
WEATHERFORD INTL LTD COM G95089101 157724 3950 X 0 0 3950
WHITE MOUNTAINS INSURANCE GROUP
INC COM G9618E107 8075 25 X 0 0 25
WILLIS GROUP HOLDINGS LTD COM G96655108 5734 200 X 0 0 200
XL CAPITAL LTD - CLASS A COM G98255105 8111 105 X 0 0 105
ALCON INC COM H01301102 185415 4700 X 0 0 4700
UBS AG COM H8920M855 64240 1335 X 0 0 1335
SBS BROADCASTING SA COM L8137F102 7261 500 X 0 0 500
CHECKPOINT SOFTWARE COM M22465104 2594 200 X 0 0 200
TARO PHARMACEUTICAL INDUSTRIES
LTD COM M8737E108 3760 100 X 0 0 100
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 40008 4885 X 0 0 4885
1-800-FLOWERS.COM INC COM 68243Q106 1094 175 X 175 0 0
1ST CONSTITUTION BANCORP COM 31986N102 14531 486 X 486 0 0
3 COM CORP COM 885535104 19909 4300 X 4300 0 0
3 COM CORP COM 885535104 14075 3040 X 3040 0 0
3DO CO COM 88553W204 1667 821 X 821 0 0
3M CO COM 88579Y101 262435912 2128434 X 2064244 0 64190
3M CO COM 88579Y101 126644636 1027126 X 985323 75 41728
3TEC ENERGY CORP 88575R308 2796707 197090 X 125590 0 71500
4 KIDS ENTMT INC COM 350865101 183264 8300 X 8300 0 0
7-ELEVEN INC COM 817826209 47250 6300 X 0 0 6300
99 CENTS ONLY STORES 65440K106 288450 10739 X 0 0 10739
99 CENTS ONLY STORES 65440K106 80526 2998 X 0 0 2998
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
CLOSELY HELD COMMON/PREFERRED
------------------------------
ARAMARK CORPORATION CLASS B 038521100 23500 1000 X 0 0 1000
ARAMARK CORPORATION CLASS B 038521100 2350 100 X 100 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
A. COMMON STOCK INSTR OTHER
V
FOREIGN EQUITY DOMESTIC STLMT
------------------------------
ABITIBI-CONSOLIDATED INC COM 003924107 198147 25700 X 0 0 25700
ABN AMRO HLDG N V SPONSORED ADR 000937102 427540 26424 X 12274 0 14150
ABN AMRO HLDG N V SPONSORED ADR 000937102 89589 5537 X 237 0 5300
ACAMBIS PLC SPONS ADR 004286100 21965 500 X 500 0 0
ACCENTURE LTD COM G1150G111 1074723 59740 X 49900 0 9840
ACCENTURE LTD COM G1150G111 130212 7238 X 6088 0 1150
ACE LTD COM G0070K103 28426118 968852 X 917295 0 51557
ACE LTD COM G0070K103 1158783 39495 X 37495 0 2000
ADECCO SA 006754105 3911 410 X 0 0 410
AEGON N.V. AMERICAN REGISTERED SHS 007924103 952474 74238 X 70528 0 3710
AEGON N.V. AMERICAN REGISTERED SHS 007924103 695643 54220 X 50550 0 3670
AGNICO EAGLE MINES LTD 008474108 4458 300 X 300 0 0
AGRIUM INC COM 008916108 9614 850 X 0 0 850
AKZO NOBEL NV SPONSORED ADR 010199305 7122632 223350 X 210125 0 13225
AKZO NOBEL NV SPONSORED ADR 010199305 539738 16925 X 15925 0 1000
ALCAN INC 013716105 457501 15498 X 6598 0 8900
ALCAN INC 013716105 500748 16963 X 16288 0 675
ALCATEL ADR 013904305 866852 195237 X 195115 0 122
ALCATEL ADR 013904305 182795 41170 X 35270 0 5900
ALCON INC COM H01301102 4496314 113975 X 99046 0 14929
ALLIANCE ATLANTIS COMM CL B COM 01853E204 28462 2660 X 2660 0 0
ALLIANCE ATLANTIS COMM CL B COM 01853E204 4280 400 X 0 0 400
ALLIANZ AKTIENGESELLSCHAFT COM 018805101 3820 400 X 400 0 0
ALLIED IRISH BKS ADR 019228402 552707 20562 X 11100 0 9462
ALLIED IRISH BKS ADR 019228402 92602 3445 X 3445 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 1049084 73056 X 73056 0 0
AMERICA MOVIL SER L SPONSORED ADR 02364W105 84006 5850 X 5100 0 750
AMERSHAM PLC SPONS ADR 030719108 47686 1074 X 0 0 1074
ANGLO AMERICAN PLC ADR 03485P102 114902 7870 X 3211 0 4659
ANGLO AMERICAN PLC ADR 03485P102 15622 1070 X 1070 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 32204 940 X 940 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 31142 909 X 909 0 0
ANNUITY & LIFE RE HOLDINGS LTD COM G03910109 31320 13500 X 13500 0 0
ARACRUZ CELULOSE SA 038496204 424560 22875 X 0 0 22875
ARCADIS N V COM 03923E107 64107 7650 X 7650 0 0
ASHANTI GOLDFIELDS LTD GDR 043743202 3510 600 X 600 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 212365 6052 X 300 0 5752
ASTRAZENECA PLC SPONSORED ADR 046353108 192469 5485 X 2510 0 2975
AUDIOCODES LTD COM M15342104 2064 800 X 800 0 0
AUSTRALIA & NEW ZEALAND BNKG GRP ADR 052528304 102795 2100 X 2100 0 0
AVENTIS SPONSORED ADR 053561106 993303 18330 X 15400 0 2930
AVENTIS SPONSORED ADR 053561106 136830 2525 X 825 0 1700
AXA ADR 054536107 113787 8460 X 1305 0 7155
AXA ADR 054536107 15737 1170 X 118 0 1052
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
------------------------------
BALLARD PWR SYSTEMS INC COM 05858H104 123807 11184 X 6084 0 5100
BALLARD PWR SYSTEMS INC COM 05858H104 33764 3050 X 3050 0 0
BANCO BILBAO VIZCAYA ARGENTARIA S A 05946K101 31072 3200 X 0 0 3200
BANCO SANTANDER CEN SPONSORED ADR 05964H105 88879 12607 X 0 0 12607
BANCO SANTANDER CEN SPONSORED ADR 05964H105 6895 978 X 978 0 0
BANK MONTREAL QUE 063671101 58874 2220 X 2220 0 0
BANK MONTREAL QUE 063671101 93138 3512 X 3512 0 0
BANK NOVA SCOTIA HALIFAX 064149107 14874 444 X 444 0 0
BARCLAYS PLC ADR 06738E204 143902 5826 X 0 0 5826
BARCLAYS PLC ADR 06738E204 66690 2700 X 100 0 2600
BARRICK GOLD CORP COM 067901108 5436941 352819 X 318288 0 34531
BARRICK GOLD CORP COM 067901108 374864 24326 X 23266 0 1060
BASF AG SPONS ADR 055262505 36882 965 X 165 0 800
BASF AG SPONS ADR 055262505 191100 5000 X 5000 0 0
BAYER A G ADR 072730302 23815 1100 X 100 0 1000
BCE INC COM 05534B109 39082 2170 X 2170 0 0
BCE INC COM 05534B109 22008 1222 X 1222 0 0
BEMA GOLD CORP COM 08135F107 3900 3000 X 3000 0 0
BG GROUP PLC SPONSORED ADR 055434203 12623 594 X 594 0 0
BG GROUP PLC SPONSORED ADR 055434203 18870 888 X 888 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 179343 15595 X 0 0 15595
BHP BILLITON LTD SPONSORED ADR 088606108 13800 1200 X 1200 0 0
BIOMIRA INC COM 09161R106 2790 3000 X 3000 0 0
BP PLC SPONSORED ADR 055622104 292301345 7190685 X 6949147 82 241456
BP PLC SPONSORED ADR 055622104 151023368 3715212 X 3479790 2473 232949
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 9000 439 X 439 0 0
BRASCAN CORP LTD VTG SHS CL A COM 10549P606 48175 2350 X 0 0 2350
BRITISH AMERN TOB PLC ADR 110448107 135477 6877 X 4546 0 2331
BRITISH AMERN TOB PLC ADR 110448107 19503 990 X 990 0 0
BRITISH AWYS PLC ADR 110419306 5693147 254613 X 254613 0 0
BRITISH AWYS PLC ADR 110419306 136843 6120 X 5920 0 200
BRITISH SKY BROADCASTING GRP PLC ADR 111013108 138207 3450 X 3450 0 0
BT GROUP PLC ADR 05577E101 23466 749 X 749 0 0
BT GROUP PLC ADR 05577E101 35246 1125 X 200 0 925
CABLE & WIRELESS PUB LTD CO ADR 126830207 1899 815 X 815 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 47 20 X 20 0 0
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2710127 105823 X 99833 0 5990
CADBURY SCHWEPPES PLC SPON ADR 10 P 127209302 2611836 101985 X 97735 0 4250
CAMECO CORP COM 13321L108 33530 1400 X 1400 0 0
CANADA LIFE FINL CORP COM 135113108 561220 22000 X 22000 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 57518 2069 X 2069 0 0
CANADIAN IMPERIAL BK COM TORONTO 136069101 27800 1000 X 1000 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 448931 10802 X 2802 0 8000
CANADIAN NATIONAL RAILWAY CO COM 136375102 21279 512 X 400 0 112
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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 RESOURCES COM 136385101 89 3 X 3 0 0
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 169215 4592 X 0 0 4592
CANON INC ADR REPSTG 5 SHS CDN TAX 138006309 381398 10350 X 10350 0 0
CAPITAL ENVIRO RESOURCES INC COM 14008M104 1154524 255992 X 251592 0 4400
CELLTECH GROUP PLC SPONSORED ADR 151158102 2943 272 X 272 0 0
CEMEX SA SPONSORED ADR 151290889 65606 3050 X 0 0 3050
CEMEX SA SPONSORED ADR 151290889 2151 100 X 100 0 0
CHICAGO BRIDGE & IRON NY SHR COM 167250109 11109674 367870 X 360370 0 7500
CHICAGO BRIDGE & IRON NY SHR COM 167250109 6795 225 X 0 0 225
CHINA EASTN AIRLS LTD SP ADR 16937R104 1292 100 X 100 0 0
CHINA MOBILE HONG KONG LTD SP ADR 16941M109 8456 700 X 700 0 0
CHINA PETE & CHEM ADR 16941R108 16750 1000 X 1000 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 1402 100 X 100 0 0
CHINA SOUTHERN AIRLINES ADR 169409109 43462 3100 X 3100 0 0
CHINA TELECOM CORP LTD ADR 169426103 341626 19770 X 0 0 19770
CHINA UNICOM ADR 16945R104 6950 1000 X 1000 0 0
CHINA YUCHAI INTL LTD COM G21082105 4570 1000 X 1000 0 0
CIA VALE DO RIO DOCE ADR 204412209 20237 700 X 0 0 700
CNH GLOBAL N V ORD COM N20935107 22800 6000 X 0 0 6000
COCA COLA FEMSA S A SPONSORED ADR 191241108 53700 3000 X 3000 0 0
COCA COLA FEMSA S A SPONSORED ADR 191241108 96660 5400 X 5400 0 0
COGNOS INC COM 19244C109 60970 2600 X 0 0 2600
COGNOS INC COM 19244C109 49245 2100 X 0 0 2100
COOPER INDUSTRIES LTD CL A COM G24182100 3094350 84893 X 55266 0 29627
COOPER INDUSTRIES LTD CL A COM G24182100 538731 14780 X 14580 0 200
CORE LABORATORIES N V COM N22717107 1675260 147600 X 143200 0 4400
CORUS GROUP PLC SPONSORED ADR 22087M101 18765 4500 X 4500 0 0
CP RAILWAY LIMITED COM 13645T100 37765 1917 X 1917 0 0
CP RAILWAY LIMITED COM 13645T100 71787 3644 X 3110 0 534
CP SHIPS LTD COM 22409V102 2377 175 X 175 0 0
CP SHIPS LTD COM 22409V102 8691 640 X 370 0 270
CREDIT SUISSE GROUP SPON ADR 225401108 56924 2675 X 0 0 2675
CRH PLC ADR 12626K203 9577 785 X 0 0 785
CRH PLC ADR 12626K203 134200 11000 X 1000 0 10000
CRYSTALLEX INTL CORP COM 22942F101 1606 1100 X 1100 0 0
DAIMLERCHRYSLER AG COM D1668R123 393607 12842 X 10542 0 2300
DAIMLERCHRYSLER AG COM D1668R123 171364 5591 X 5591 0 0
DASSAULT SYS SA ADR 237545108 504 23 X 23 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 3931 219 X 219 0 0
DELHAIZE 'LE LION' SPON ADR 29759W101 33477 1865 X 1865 0 0
DENBURY RESOURCES INC COM 247916208 26216 2320 X 2320 0 0
DENBURY RESOURCES INC COM 247916208 791 70 X 70 0 0
DENISON INTERNATIONAL PLC ADR 248335101 6561744 410109 X 400509 0 9600
DENISON INTERNATIONAL PLC ADR 248335101 24000 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
FOREIGN EQUITY DOMESTIC STLMT
------------------------------
DEUTSCHE BANK AG COM D18190898 89134 1962 X 120 0 1842
DEUTSCHE BANK AG COM D18190898 62921 1385 X 385 0 1000
DEUTSCHE TELE 251566105 480327 37821 X 28976 0 8845
DEUTSCHE TELE 251566105 218110 17174 X 14549 0 2625
DIAGEO PLC SPONSORED ADR NEW 25243Q205 443738 10131 X 7370 0 2761
DIAGEO PLC SPONSORED ADR NEW 25243Q205 88257 2015 X 115 0 1900
DOMTAR INC COM 257561100 5030 500 X 500 0 0
DORAL FINL CORP COM 25811P100 106163 3712 X 0 0 3712
DURBAN ROODEPOORT DEEP LTD SP ADR 266597301 8910 2200 X 2200 0 0
E. ON AG SPONSORED ADR 268780103 182295 4456 X 1650 0 2806
E. ON AG SPONSORED ADR 268780103 8182 200 X 200 0 0
ECI TELECOM LTD ORD COM 268258100 34104 16800 X 0 0 16800
ELAN PLC ADR 284131208 68570 27874 X 25774 0 2100
ELAN PLC ADR 284131208 204667 83198 X 81305 100 1793
ENBRIDGE INC COM 29250N105 21712 800 X 0 0 800
ENCANA CORP COM 292505104 309010 9936 X 3236 0 6700
ENCANA CORP COM 292505104 464510 14936 X 4635 0 10301
ENDESA SPONSORED ADR 29258N107 212915 18842 X 7200 0 11642
ENDESA SPONSORED ADR 29258N107 77970 6900 X 0 0 6900
ENERGY PWR SYS LTD COM 29270V103 245 500 X 500 0 0
ENERPLUS RESOURCES FUND TRUST UNITS 29274D604 8875 500 X 500 0 0
ENI S P A ADR 26874R108 294887 3757 X 1800 0 1957
ENI S P A ADR 26874R108 113811 1450 X 50 0 1400
ENTERRA ENERGY CORP COM 29381L101 21330 3000 X 3000 0 0
ERICSSON (LM) TEL SP ADR 294821608 797645 118345 X 56666 0 61679
ERICSSON (LM) TEL SP ADR 294821608 211420 31368 X 30676 0 692
FAHNESTOCK VINER HLDNGS INC COM CL A 302921101 80800 3200 X 0 0 3200
FAIRMONT HOTELS COM 305204109 21784 925 X 925 0 0
FAIRMONT HOTELS COM 305204109 19193 815 X 565 0 250
FIRST BANCORP PR COM 318672102 667581 29539 X 16039 0 13500
FIRST SERVICE CORP VTG COM 33761N109 1756129 109212 X 109212 0 0
FLEXTRONICS INTERNATIONAL LTD Y2573F102 31679854 3868114 X 3717354 0 150760
FLEXTRONICS INTERNATIONAL LTD Y2573F102 2368966 289251 X 275911 200 13140
FORDING INC COM 345426100 2431 116 X 116 0 0
FORDING INC COM 345426100 16286 777 X 602 0 175
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 36711 2666 X 2352 0 314
FRESENIUS MEDICAL CARE SPONSORED ADR 358029106 4131 300 X 300 0 0
FUJI PHOTO FILM LTD UNSPONSORED ADR 359586302 146881 4580 X 0 0 4580
GALLAHER GROUP PLC SPONSORED ADR 363595109 1069650 27287 X 17287 0 10000
GALLAHER GROUP PLC SPONSORED ADR 363595109 3875508 98865 X 97865 0 1000
GENESYS SA SPONSORED ADR 37185M100 12736 13406 X 0 0 13406
GIVEN IMAGING LTD COM M52020100 9260 1000 X 0 0 1000
GLAMIS GOLD LTD COM 376775102 38182 3367 X 3367 0 0
GLAMIS GOLD LTD COM 376775102 21546 1900 X 1900 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
------------------------------
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 11599227 309643 X 282799 0 26844
GLAXO SMITHKLINE SPONSORED PLC ADR 37733W105 9369420 250118 X 239686 0 10432
GOLD FIELDS LIMITED ADR 38059T106 13960 1000 X 1000 0 0
GOLD FIELDS LIMITED ADR 38059T106 11168 800 X 800 0 0
GOLDCORP INC COM 380956409 2544 200 X 0 0 200
GOLDCORP INC COM 380956409 114226 8980 X 8980 0 0
GROUPE DANONE SPONSORED ADR 399449107 256721 9615 X 5100 0 4515
GROUPE DANONE SPONSORED ADR 399449107 13350 500 X 500 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 27930 1000 X 1000 0 0
GUCCI GROUP NV COM 401566104 7353373 80277 X 74952 0 5325
GUCCI GROUP NV COM 401566104 18320 200 X 200 0 0
HANSON PLC SPONSORED ADR 411352404 2440 110 X 110 0 0
HANSON PLC SPONSORED ADR 411352404 5811 262 X 262 0 0
HARMONY GOLD MNG LTD SPON ADR 413216300 16810 1000 X 1000 0 0
HELLENIC TELECOMM SPONSORED ADR 423325307 64080 12000 X 12000 0 0
HEMOSOL INC COM 42369K102 6500 5000 X 5000 0 0
HITACHI LTD DEP SHS 433578507 2794 75 X 75 0 0
HITACHI LTD DEP SHS 433578507 9313 250 X 250 0 0
HONDA ADR COM 438128308 581893 32220 X 20550 0 11670
HONDA ADR COM 438128308 14448 800 X 800 0 0
HSBC HLDGS PLC SPONSORED ADR 404280406 238393 4336 X 1540 0 2796
HSBC HLDGS PLC SPONSORED ADR 404280406 222559 4048 X 2298 0 1750
HUANENG PWR INTL SPONSORED ADR 443304100 3223 100 X 100 0 0
ID BIOMEDICAL CORP COM 44936D108 3340 500 X 500 0 0
IIS INTELLIGENT INFO -ORD COM 449633205 1100 2200 X 2200 0 0
IMAX CORPORATION COM 45245E109 8080 2000 X 2000 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 5756 400 X 400 0 0
IMPERIAL CHEMICAL INDUSTRIES ADR 452704505 10073 700 X 700 0 0
IMPERIAL OIL LTD COM NEW 453038408 124128 4325 X 4325 0 0
IMPERIAL OIL LTD COM NEW 453038408 324023 11290 X 5400 0 5890
IMPERIAL TOBACCO GROUP SPONSORED ADR 453142101 3350 100 X 100 0 0
INCO LTD COM 453258402 79066 3726 X 3476 0 250
INCO LTD COM 453258402 7427 350 X 350 0 0
ING GROEP NV ADR 456837103 348622 20702 X 10032 0 10670
ING GROEP NV ADR 456837103 23340 1386 X 1386 0 0
INGERSOLL-RAND CO CL A COM G4776G101 9686778 224960 X 216184 0 8776
INGERSOLL-RAND CO CL A COM G4776G101 7716955 179214 X 174674 0 4540
INTRAWEST CORP COM 460915200 58280 4700 X 0 0 4700
IONA TECHNOLOGIES ADR 46206P109 713 250 X 250 0 0
IPC HOLDINGS LTD COM G4933P101 71343 2262 X 400 0 1862
IPC HOLDINGS LTD COM G4933P101 36807 1167 X 892 0 275
IRELAND BK SP ADR 46267Q103 80455 1970 X 1970 0 0
KLM ROYAL DUTCH AIRLS COM 482516309 582 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
FOREIGN EQUITY DOMESTIC STLMT
------------------------------
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 829338 55400 X 55400 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 88697 5925 X 5925 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 142563 11199 X 11199 0 0
KONINKLIJKE AHOLD NV SPON ADR NEW 500467303 36281 2850 X 800 0 2050
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 1579673 89348 X 60773 0 28575
KONINKLIJKE PHILIPS ELECTR SPON ADR 500472303 463570 26220 X 24220 0 2000
KOREA ELECTRIC POWER CORP ADR 500631106 2720 320 X 320 0 0
KT CORP SPONSORED ADR 48268K101 1634201 75833 X 73765 0 2068
KYOCERA CORP ADR 501556203 60579 1060 X 1060 0 0
LAFARGE SA SPON ADR 505861401 28080 1500 X 0 0 1500
LANOPTICS LTD COM M6706C103 5963 1167 X 1167 0 0
LLOYDS TSB GROUP COM 539439109 111472 3899 X 250 0 3649
LLOYDS TSB GROUP COM 539439109 1001 35 X 35 0 0
LOGITECH INTERNATIONAL ADR 541419107 114260 3745 X 29 0 3716
LUMENON INNOVATION LIGHTWAVE INC COM 55024L109 390 3000 X 3000 0 0
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 178815 13100 X 11200 0 1900
LUXOTTICA GROUP S P A SPNSRD ADR 55068R202 701474 51390 X 36600 0 14790
MAGNA INTL INC CL A COM 559222401 1006489 17925 X 1100 0 16825
MANULIFE FINANCIAL CORP COM 56501R106 1002459 46175 X 45175 0 1000
MANULIFE FINANCIAL CORP COM 56501R106 181409 8356 X 8356 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 490077 25985 X 0 0 25985
MATSUSHITA ELEC INDL LTD ADR 576879209 6083760 633725 X 599825 0 33900
MATSUSHITA ELEC INDL LTD ADR 576879209 406608 42355 X 42355 0 0
MERCER INTL INC COM 588056101 27450 5000 X 5000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 13050 14500 X 14500 0 0
METHANEX CORP COM 59151K108 50280 6000 X 0 0 6000
METTLER-TOLEDO INTL INC COM 592688105 44884 1400 X 1400 0 0
MFC BANCORP LTD COM NEW 55271X202 65025 8969 X 8969 0 0
MFC BANCORP LTD COM NEW 55271X202 4350 600 X 0 0 600
MILLENNIUM CHEMICALS INC COM 599903101 211344 22200 X 0 0 22200
MILLENNIUM CHEMICALS INC COM 599903101 952 100 X 100 0 0
MITSUBISHI TOKYO FIN ADR 606816106 8025 1500 X 1500 0 0
MMO2 PLC ADR 55309W101 5077 710 X 710 0 0
MMO2 PLC ADR 55309W101 1430 200 X 200 0 0
MONTPELIER RE HOLDINGS LTD COM G62185106 181440 6300 X 0 0 6300
NABORS INDUSTRIES LTD COM G6359F103 7414706 210227 X 187728 0 22499
NABORS INDUSTRIES LTD COM G6359F103 300712 8526 X 3136 0 5390
NATIONAL GRID COMPANY ADR 636274102 39549 1075 X 1075 0 0
NATIONAL GRID COMPANY ADR 636274102 21522 585 X 585 0 0
NEC CORP ADR 629050204 2557 680 X 680 0 0
NEC CORP ADR 629050204 6016 1600 X 1600 0 0
NEWS CORPORATION LTD SPONSORED ADR 652487703 540173 20578 X 19678 0 900
NEWS CORPORATION LTD SPONSORED ADR 652487703 2625 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
------------------------------
NIPPON TELEG & TEL CORP ADR 654624105 150110 8500 X 8500 0 0
NOBLE CORP COM G65422100 25996553 739589 X 692620 0 46969
NOBLE CORP COM G65422100 955236 27176 X 22441 0 4735
NOKIA CORP ADR SERIES A 654902204 54591868 3522056 X 3358179 0 163877
NOKIA CORP ADR SERIES A 654902204 17985813 1160375 X 1108495 1525 50355
NORANDA INC COM 655422103 1832 202 X 202 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 2708 200 X 200 0 0
NORSK HYDRO AS ADR 656531605 59731 1345 X 0 0 1345
NORTEL NETWORKS CORP COM NEW 656568102 1568151 974007 X 237107 0 736900
NORTEL NETWORKS CORP COM NEW 656568102 190708 118452 X 115577 175 2700
NOVA CHEMICALS CORP COM 66977W109 2928 160 X 0 0 160
NOVARTIS AG ADR 66987V109 1504975 40974 X 15668 0 25306
NOVARTIS AG ADR 66987V109 336667 9166 X 4566 0 4600
NOVO-NORDISK A/S ADR 670100205 166175 5750 X 5750 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 221208 12121 X 12121 0 0
NTT DOCOMO INC SPONSORED ADR 62942M201 9125 500 X 500 0 0
NUR MACROPRINTERS M75165106 105040 202000 X 202000 0 0
ORBITAL ENGINE CORP SP ADR 685563306 2100 3000 X 3000 0 0
ORCKIT COMMUNICATION LTD COM M7531S206 34 10 X 10 0 0
ORIENTAL FINANCIAL GROUP COM 68618W100 8097144 329420 X 316300 0 13120
O2MICRO INTERNATIONAL LTD COM G6797E106 1784311 183025 X 154050 0 28975
O2MICRO INTERNATIONAL LTD COM G6797E106 975 100 X 100 0 0
PARTNER COMMUNICATIONS LTD ADR 70211M109 3550 1000 X 1000 0 0
PARTNERRE LTD COM G6852T105 1050391 20270 X 200 0 20070
PARTNERRE LTD COM G6852T105 32906 635 X 275 0 360
PCCW LTD SPON ADR 70454G108 1876 1210 X 1210 0 0
PEAK INTL LTD COM G69586108 1577398 416200 X 408800 0 7400
PEARSON PLC SPONS ADR 705015105 47012 5028 X 128 0 4900
PEARSON PLC SPONS ADR 705015105 44413 4750 X 0 0 4750
PENGROWTH ENERGY TRUST COM 706902103 13905 1500 X 0 0 1500
PETRO-CANADA COM 71644E102 12436 400 X 400 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3011 150 X 150 0 0
PETROLEO BRASILEIRO SA SPON ADR 71654V408 23008 1540 X 1540 0 0
PETROLEO BRASILEIRO SPONS ADR 71654V101 789930 58950 X 0 0 58950
PETROLEUM GEO SVCS A/S SPONSORED ADR 716597109 2040 5100 X 5100 0 0
PHARMACEUTICAL HOLDRS TR 71712A206 22230 300 X 100 0 200
PHILIPPINE LONG DISTANCE ADR 718252604 1081 215 X 215 0 0
PLACER DOME INC COM 725906101 46000 4000 X 3700 0 300
PLACER DOME INC COM 725906101 2510968 218345 X 218345 0 0
PLATINUM UNDERWRITER HLDGS COM G7127P100 28458 1080 X 200 0 880
PLATINUM UNDERWRITER HLDGS COM G7127P100 138074 5240 X 0 0 5240
POPULAR INC COM 733174106 395595 11704 X 11704 0 0
POTASH CORP SASKATCHEWAN INC COM 73755L107 203488 3200 X 2600 0 600
POTASH CORP SASKATCHEWAN INC COM 73755L107 23846 375 X 375 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
------------------------------
PRECISION DRILLING CORP COM 74022D100 463662 14249 X 11200 0 3049
PRECISION DRILLING CORP COM 74022D100 24633 757 X 437 0 320
PRUDENTIAL PLC ADR 74435K204 46742 3370 X 0 0 3370
PT INDOSAT ADR 715680104 2150 200 X 200 0 0
PUBLICIS S A SPONSORED ADR 74463M106 44477 2122 X 0 0 2122
QIAGEN NV COM N72482107 166936 32165 X 400 0 31765
QLT INC. COM 746927102 4269 500 X 500 0 0
QLT INC. COM 746927102 5977 700 X 700 0 0
QUEBECOR WORLD INC 748203106 479813 21497 X 21497 0 0
RANDGOLD & EXPL LTD ADR 753009307 866 100 X 100 0 0
RANK GROUP PLC SPONSORED ADR 753037100 204 25 X 25 0 0
RANK GROUP PLC SPONSORED ADR 753037100 1671 205 X 205 0 0
REED ELSEVIER NV SPON ADR 758204101 373732 15180 X 15180 0 0
REED ELSEVIER PLC SPON ADR 758205108 556066 15874 X 15874 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 720720 18200 X 6000 0 12200
RENAISSANCERE HOLDINGS LTD COM G7496G103 1112443 28092 X 8700 0 19392
RESPOL YPF, S.A. COM 76026T205 58860 4500 X 4500 0 0
REUTERS GROUP PLC-SPONSORED ADR 76132M102 647976 37673 X 37273 0 400
REUTERS GROUP PLC-SPONSORED ADR 76132M102 1397638 81258 X 81158 0 100
RIO TINTO PLC ADR 767204100 63624 800 X 800 0 0
RIO TINTO PLC ADR 767204100 7953 100 X 100 0 0
ROGERS COMMUNICATIONS INC CL B NV 775109200 88641 9450 X 0 0 9450
ROYAL BK CDA MONTREAL QUE COM 780087102 238810 6500 X 6500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 110220 3000 X 3000 0 0
ROYAL DUTCH PETRO NY SHARES COM 780257804 48315384 1097578 X 1054537 0 43041
ROYAL DUTCH PETRO NY SHARES COM 780257804 31943289 725654 X 665316 0 60338
RYANAIR HOLDINGS ADR 783513104 204415 5220 X 0 0 5220
RYANAIR HOLDINGS ADR 783513104 15664 400 X 400 0 0
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 53777 4185 X 355 0 3830
SAN PAOLO-IMI SPA SPONSORED ADR 799175104 1028 80 X 80 0 0
SANOFI SYNTHELABO SA ADR 80105N105 29032 955 X 0 0 955
SAP AG SPONS ADR 803054204 2722103 139595 X 134080 0 5515
SAP AG SPONS ADR 803054204 88140 4520 X 4520 0 0
SAPPI LTD SPONSORED ADR 803069202 9254 700 X 700 0 0
SCHERING AG ADR 806585204 73702 1718 X 0 0 1718
SCHLUMBERGER LTD COM 806857108 49957926 1186931 X 1049419 0 137512
SCHLUMBERGER LTD COM 806857108 26598733 631949 X 592724 750 38475
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 126908 5537 X 3396 0 2141
SCOTTISH PWR PLC ADR FINAL PMT 81013T705 239583 10453 X 9726 0 727
SERONO SA COM 81752M101 389172 28700 X 6600 0 22100
SERONO SA COM 81752M101 6780 500 X 500 0 0
SHELL TRANS & TRADING PLC ADR 822703609 973934 25024 X 21684 0 3340
SHELL TRANS & TRADING PLC ADR 822703609 740336 19022 X 16122 0 2900
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
------------------------------
SHIRE PHARMACEUTICALS GROUP PLC ADR 82481R106 455249 24100 X 0 0 24100
SIEMENS AG SPONS ADR 826197501 249325 5918 X 1950 0 3968
SIEMENS AG SPONS ADR 826197501 151668 3600 X 2550 0 1050
SILVER STANDARD RESOURCES COM 82823L106 13375 2500 X 2500 0 0
SINOPEC BEIJING YANHUA PETROCHEMICAL 82935N107 593 100 X 100 0 0
SIX CONTINENTS PLC SPONS ADR 830018107 6400 800 X 800 0 0
SK TELECOM LTD ADR 78440P108 37918 1776 X 0 0 1776
SK TELECOM LTD ADR 78440P108 21350 1000 X 1000 0 0
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 339849 5535 X 3350 0 2185
SMITH & NEPHEW PLC SPONSORED ADR 83175M205 18420 300 X 300 0 0
SONY CORP ADR 835699307 1096285 26538 X 21853 0 4685
SONY CORP ADR 835699307 84107 2036 X 2036 0 0
SOUTHERN PAC PETE N L SPON ADR 843581406 1327 310 X 0 0 310
STATOIL ASA SPON ADR 85771P102 27291 3300 X 0 0 3300
STELMAR SHIPPING LTD COM V8726M103 527100 35000 X 0 0 35000
STMICROELECTRONICS NV-NY SHS COM 861012102 4506010 230959 X 191283 0 39676
STMICROELECTRONICS NV-NY SHS COM 861012102 40971 2100 X 2100 0 0
STOLT OFFSHORE SA SPON ADR 861567105 3003 2100 X 0 0 2100
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 51338 4908 X 4908 0 0
STORA ENSO OYJ SPONSORED ADR R SHS 86210M106 21956 2099 X 2099 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 1105539 64841 X 64841 0 0
SUN LIFE FINL SVCS CDA INC COM 866796105 376379 22075 X 22075 0 0
SUNCOR ENERGY INC COM 867229106 50144 3200 X 3200 0 0
SUNCOR ENERGY INC COM 867229106 6268 400 X 400 0 0
SWISSCOM ADR COM 871013108 34212 1200 X 0 0 1200
SYNGENTA AG SPONS ADR 87160A100 3571 310 X 278 0 32
TAIWAN SEMICONDUCTOR ADR 874039100 1821184 258324 X 217317 0 41007
TAIWAN SEMICONDUCTOR ADR 874039100 1551 220 X 220 0 0
TARO PHARMACEUTICAL INDS LTD COM M8737E108 3803240 101150 X 90800 0 10350
TECHNOLOGY FLAVORS & FRAGRANCES COM 87869A104 19740 21000 X 21000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 1064305 26150 X 11150 0 15000
TELE DANMARK A/S SPON ADR 87236N102 7140 600 X 600 0 0
TELEBRAS SPONSORED ADR PFD BLOCK 879287308 2518 135 X 135 0 0
TELECOM CORP NEW ZEALAND LTD 879278208 8298 434 X 334 0 100
TELECOM CORP NEW ZEALAND LTD 879278208 13575 710 X 510 0 200
TELECOM ITALIA SPA ADR 87927W106 132813 1748 X 275 0 1473
TELECOM ITALIA SPA ADR 87927W106 5699 75 X 75 0 0
TELEFONICA DE ARGENTINA SPON ADR 879378404 8305 2854 X 2854 0 0
TELEFONICA DE ESPANA ADR 879382208 293678 11053 X 5886 0 5167
TELEFONICA DE ESPANA ADR 879382208 171961 6472 X 6472 0 0
TELEFONICA DEL PERU S A SPON ADR 879384204 1121 801 X 801 0 0
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 8711448 272403 X 263146 0 9257
TELEFONOS DE MEXICO SA ADR REP ORD L 879403780 222261 6950 X 6200 0 750
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF 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
------------------------------
TERRA NETWORKS SA SPONSORED 88100W103 4169 1012 X 1012 0 0
TERRA NETWORKS SA SPONSORED 88100W103 350 85 X 85 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 23687081 613496 X 599130 0 14366
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 441312 11430 X 5610 0 5820
THOMSON 885118109 8450 500 X 500 0 0
THOMSON 885118109 16900 1000 X 1000 0 0
TORONTO DOMINION BK COM 891160509 12990 600 X 600 0 0
TORONTO DOMINION BK COM 891160509 104353 4820 X 4820 0 0
TOTAL FINA ELF S A ADR 89151E109 1997138 27932 X 21745 0 6187
TOTAL FINA ELF S A ADR 89151E109 400615 5603 X 3333 0 2270
TOYOTA MOTOR CORP ADR 2 892331307 121900 2300 X 700 0 1600
TOYOTA MOTOR CORP ADR 2 892331307 68900 1300 X 1300 0 0
TRANSCANADA PIPELINES COM 893526103 14510 1000 X 200 0 800
TRANSOCEAN INC COM G90078109 27070015 1166811 X 1133986 0 32825
TRANSOCEAN INC COM G90078109 1070332 46135 X 41381 0 4754
TRIKON TECHNOLOGIES INC COM NEW 896187408 7850 1570 X 1570 0 0
TVX GOLD INC COM 87308K309 204 13 X 13 0 0
UBS AG REG COM H8920M855 216492 4499 X 381 0 4118
UBS AG REG COM H8920M855 164859 3426 X 3426 0 0
ULTRA PETE CORP COM 903914109 5835110 589405 X 586905 0 2500
ULTRA PETE CORP COM 903914109 54450 5500 X 5500 0 0
UNILEVER NV NY SHARES COM 904784709 8986210 145620 X 116380 0 29240
UNILEVER NV NY SHARES COM 904784709 2521656 40863 X 35306 0 5557
UNILEVER PLC SPONSORED ADR 904767704 1533710 40097 X 1338 0 38759
UNILEVER PLC SPONSORED ADR 904767704 483098 12630 X 10230 0 2400
UNITED BUSINESS MEDIA SPON ADR 90969M101 213 50 X 50 0 0
UNITED MICROELECTRONICS CORP ADR 910873207 16585 4936 X 0 0 4936
UNITED MICROELECTRONICS CORP ADR 910873207 1216 362 X 362 0 0
UPM KYMMENE CORP ADR 915436109 51669 1570 X 0 0 1570
UPM KYMMENE CORP ADR 915436109 13164 400 X 400 0 0
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 42232 2628 X 0 0 2628
VIVENDI UNIVERSAL SPONSORED ADR 92851S204 6428 400 X 400 0 0
VODAFONE GROUP PLC ADR NEW 92857W100 28075980 1549447 X 1515642 0 33805
VODAFONE GROUP PLC ADR NEW 92857W100 12965059 715511 X 653546 0 61965
VOLVO AKTIEBOLAGET ADR B 928856400 44685 2700 X 2700 0 0
W HOLDING CO INC COM 929251106 1793613 109300 X 108500 0 800
WEATHERFORD INTERNATIONAL LTD COM G95089101 993658 24885 X 2455 0 22430
WEATHERFORD INTERNATIONAL LTD COM G95089101 192542 4822 X 22 0 4800
WILLBROS GROUP INC COM 969199108 55649 6770 X 6770 0 0
WILLBROS GROUP INC COM 969199108 3905 475 X 0 0 475
WILLIS GROUP HOLDINGS LTD COM G96655108 482487 16829 X 1050 0 15779
WILLIS GROUP HOLDINGS LTD COM G96655108 52781 1841 X 1361 0 480
WPP GROUP PLC ADR 929309300 682 18 X 18 0 0
WPP GROUP PLC ADR 929309300 12652 334 X 334 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
------------------------------
XCELERA INC COM G31611109 315 500 X 500 0 0
XL CAP LTD CL A COM G98255105 4059874 52555 X 26640 0 25915
XL CAP LTD CL A COM G98255105 525455 6802 X 4244 0 2558
YANZHOU COAL MINING SPON ADR 984846105 2050 100 X 100 0 0
ZEMEX CORP COM 988910105 15 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 8525 341 X N.A. N.A. N.A.
CABCO -J C PENNEY 7.625% PFD 126797208 10550 500 X N.A. N.A. N.A.
MIRANT TR I CONV SER A 6.25% PFD 60467Q102 35109 2115 X N.A. N.A. N.A.
COLONIAL HIGH INCM MN V/R PFD 195743406 500000 20 X 20 0 X
COLONIAL INSD MUNI FD V/R PFD 195761200 500000 20 X 20 0 X
COLONIAL MUN INCOME TR SER F V/R PFD 195799200 200000 8 X 8 0 X
SCUDDER STRATEGIS MUNI V/R SER PFD 811234202 300000 12 X 12 0 X
PORSCHE AG PFD 997101068 15827 40 X 40 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
B. PREFERRED STOCK INSTR OTHER
V
PREFERRED STOCK - CONVERTIBLE
------------------------------
BAXTER INTL INC 7.00% CONV PFD 071813406 75150 1500 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 1000 5 X N.A. N.A. N.A.
BRISTOL MYERS SQUIBB CO CONV $2 PFD 110122207 8000 40 X N.A. N.A. N.A.
CAPSTEAD MTG PFD SER B CONV $1.26 14067E308 17775 1500 X N.A. N.A. N.A.
CNF TR I SER A PFD 5.00% 12612V205 9958 200 X N.A. N.A. N.A.
CRESCENT REAL ESTATE SER 6.75% PFD 225756204 28950 1500 X N.A. N.A. N.A.
EMMIS COMM CORP SER A 6.25% PFD 291525202 6650 165 X N.A. N.A. N.A.
EQUITY OFFICE CONV SER B 5.25% PFD 294741509 257821 5725 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 25498 1045 X N.A. N.A. N.A.
EQUITY RESIDENTIAL 7.25% PFD 29476L859 7930 325 X N.A. N.A. N.A.
EXCO RES INC CONV 5.00% PFD 269279303 4902517 274190 X N.A. N.A. N.A.
FELCOR LODGING SER A CONV $1.95 PFD 31430F200 149286 7160 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 845595 20700 X N.A. N.A. N.A.
FORD MTR CO CAP TR II 6.50% CONV PFD 345395206 824557 20185 X N.A. N.A. N.A.
FORTUNE BRANDS INC PFD CONV $2.67 349631200 3000 12 X N.A. N.A. N.A.
FRONTLINE COMMUN 4.00% CONV PFD 35921T207 340 400 X N.A. N.A. N.A.
GENERAL MTRS CONV 5.25% PFD 370442733 92400 4000 X N.A. N.A. N.A.
GENERAL MTRS CORP CONV 4.50% PFD 370442741 121250 5000 X N.A. N.A. N.A.
HECLA MNG CO PFD SER B CONV $3.50 422704205 49500 1500 X N.A. N.A. N.A.
KMART FINANCING CONV PFD 7.75% 498778208 1305 1500 X N.A. N.A. N.A.
OWENS ILL INC SER 4.75% PFD 690768502 2650 100 X N.A. N.A. N.A.
PERINI CORP PFD CONV $2.125 713839306 32500 2000 X N.A. N.A. N.A.
PNC FINL SVCS GROUP INC $1.80 PFD 693475501 2145 31 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 525641 12339 X N.A. N.A. N.A.
SEALED AIR CORP SER A 2.00% CONV PFD 81211K209 33739 792 X N.A. N.A. N.A.
SINCLAIR BROADCAST GRP SER 6.00% PFD 829226505 8167 210 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 41250 250 X N.A. N.A. N.A.
TEXTRON INC PFD CONV $2.08 883203200 52470 318 X N.A. N.A. N.A.
UTD FIRE & CASUALTY 6.375% CONV PFD 910331305 3690780 137000 X N.A. N.A. N.A.
WESTPORT RES CORP 6.50% CONV PFD 961418209 2110 100 X N.A. N.A. N.A.
WHX CORP PFD 929248201 1800 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
------------------------------
ARBOR SOFTWARE CORP 4.50% 3/15/05 * 038918AC2 219938 225000 X N.A. N.A. N.A.
MICROSTRATEGY INC 7.50% 6/24/07 * 594972AA9 3000 7500 X N.A. N.A. N.A.
MICROSTRATEGY INC 7.50% 6/24/07 * 594972AA9 1640 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 15575 20000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 755250 760000 X N.A. N.A. N.A.
ANALOG DEVICES CONV 4.75% 10/01/05 032654AD7 268313 270000 X N.A. N.A. N.A.
BANKATLANTIC BNC 5.625% 12/01/07 065908AC9 6240 6000 X N.A. N.A. N.A.
BATTLE MTN GOLD CO 6.00% 1/04/05 071593AA5 109588 110000 X N.A. N.A. N.A.
BEA SYS INC 4.00% 12/15/06 073325AD4 248875 275000 X N.A. N.A. N.A.
BURR BROWN CORP 4.25% 2/15/07 122574AF3 240900 240000 X N.A. N.A. N.A.
CHARTER COMM CONV 5.75% 10/15/05 16117MAB3 60200 280000 X N.A. N.A. N.A.
CIENA CORP CONV 3.75% 2/01/08 171779AA9 208500 300000 X N.A. N.A. N.A.
COX COMM INC CONV FLT RT 4/19/20 224044AX5 273000 600000 X N.A. N.A. N.A.
CRAY RESEARCH CONV 6.125% 2/01/11 225224AA2 10000 50000 X N.A. N.A. N.A.
DEVON ENERGY CORP 4.90% 8/15/08 25179MAA1 12000 12000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 5.75% 5/15/08 278762AG4 13519 15000 X N.A. N.A. N.A.
ECHOSTAR COMM CONV 4.875% 1/01/07 278762AD1 177000 200000 X N.A. N.A. N.A.
GENZYME CORP CONV 3.00% 5/15/21 372917AK0 230625 250000 X N.A. N.A. N.A.
HCC INSURANCE CONV 2.00% 9/01/21 404132AA0 11701 11000 X N.A. N.A. N.A.
HEALTH MGMT ASSOC 0.25% 8/16/20 421933AB8 11903 18000 X N.A. N.A. N.A.
HEALTHSOUTH CORP 3.25% 4/01/03 421924AF8 14644 15000 X N.A. N.A. N.A.
HEALTHSOUTH CORP 3.25% 4/01/03 421924AF8 268469 275000 X N.A. N.A. N.A.
HERCULES INC CONV 8.00% 8/15/10 427056AK2 4588 5000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 71813 75000 X N.A. N.A. N.A.
HILTON HOTELS CORP 5.00% 5/15/06 432848AL3 263313 275000 X N.A. N.A. N.A.
INCO LTD 7.75% 3/15/16 453258AH8 46883 47000 X N.A. N.A. N.A.
INTERPUBLIC GROUP CO 1.87% 6/01/06 460690AJ9 228750 300000 X N.A. N.A. N.A.
IVAX CORP 4.50% 5/15/08 465823AG7 197400 240000 X N.A. N.A. N.A.
JUNIPER NETWORKS 4.75% 3/15/07 48203RAA2 7750 10000 X N.A. N.A. N.A.
L-3 COMM HLDGS CONV 4.00% 9/15/11 502424AD6 10091 9000 X N.A. N.A. N.A.
LIBERTY MEDIA CORP 4.00% 11/15/29 530715AG6 183175 340000 X N.A. N.A. N.A.
LOEWS CORP 3.125% 9/15/07 540424AL2 134250 150000 X N.A. N.A. N.A.
LSI LOGIC CONV CORP 4.00% 2/15/05 502161AE2 17800 20000 X N.A. N.A. N.A.
MARSH SUPERMARKETS 7.00% 2/15/03 571783AB5 9700 10000 X N.A. N.A. N.A.
MFC BANCORP CONV 8.00% 4/01/08 55271XAA1 32130 36000 X N.A. N.A. N.A.
NEXTEL COMM CONV 6.00% 6/01/11 65332VBC6 12005 14000 X N.A. N.A. N.A.
NORAM ENERGY CONV 6.00% 3/15/12 655419AC3 53438 75000 X N.A. N.A. N.A.
PARKER DRILLING CORP 5.50% 8/01/04 701081AD3 13650 15000 X N.A. N.A. N.A.
PHOTRONICS INC CONV 4.75% 12/15/06 719405AC6 8288 10000 X N.A. N.A. N.A.
RES-CARE INC CONV 6.00% 12/01/04 760943AC4 11681 15000 X N.A. N.A. N.A.
SALOMON SMITH BARNEY 3.00% 8/22/08 79549CAC9 159470 250000 X N.A. N.A. N.A.
SERVICE CORP INT CONV 6.75% 6/22/08 817565AU8 26850 30000 X N.A. N.A. N.A.
SILICON GRAPHICS INC 5.25% 9/01/04 827056AC6 73125 125000 X N.A. N.A. N.A.
SONIC AUTO INC CONV 5.25% 5/07/09 83545GAE2 8940 12000 X N.A. N.A. N.A.
SYMANTEC CORP CONV 3.00% 11/01/06 871503AB4 12679 9000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 6011 7000 X N.A. N.A. N.A.
WMX TECHNOLOGIES 2.00% 1/24/05 92929QAF4 10305 12000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
DOMESTIC CONVERTIBLE BONDS
------------------------------
XEROX CORP 0.57% 4/21/18 984121BB8 110250 175000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 117954 25476 X N.A. N.A. N.A.
ABERDEEN ASIA-PACIFIC INCOME FD INC * 003009107 259243 55992 X N.A. N.A. N.A.
ABERDEEN AUSTRALIA EQUITY FD INC * 003011103 32150 5440 X N.A. N.A. N.A.
ABERDEEN GLOBAL INCOME FUND * 003013109 1374 138 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 3474 397 X N.A. N.A. N.A.
ACM GOVT OPPORTUNITY FD * 000918102 131469 15025 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 53619 6338 X N.A. N.A. N.A.
ACM INCOME FUND INC * 000912105 150250 17760 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 48929 4629 X N.A. N.A. N.A.
ADAMS EXPRESS CO * 006212104 70999 6717 X N.A. N.A. N.A.
ALLIANCE ALL-MARKET ADVANTAGE FD * 01852M108 53340 4200 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 3896 400 X N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FD II * 01879R106 285353 29297 X N.A. N.A. N.A.
ALLMERICA SECS TR SH BEN INT * 019921105 11340 1200 X N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME II FD * 030099105 6711 528 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 12000 1000 X N.A. N.A. N.A.
AMERICAN STRATGEIC INC III * 03009T101 15960 1330 X N.A. N.A. N.A.
AMEX ENERGY SELECT SPDR FD * 81369Y506 12505 560 X N.A. N.A. N.A.
ASA LTD COM * 002050102 72535 1770 X N.A. N.A. N.A.
ASA LTD COM * 002050102 165559 4040 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 16428 1850 X N.A. N.A. N.A.
ASIA PACIFIC FUND INC COM * 044901106 17760 2000 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 29596 350 X N.A. N.A. N.A.
BIOTECH HOLDERS TRUST * 09067D201 16912 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 CORE BOND TRUST FD * 09249E101 23031 1675 X N.A. N.A. N.A.
BLACKROCK FL INSD MUN 2008 TERM TR * 09247H106 254720 16000 X N.A. N.A. N.A.
BLACKROCK INCOME OPPORTUNITY TRUST * 092475102 1089761 102325 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 30795 3918 X N.A. N.A. N.A.
BLACKROCK INCOME TR INC * 09247F100 241821 30766 X N.A. N.A. N.A.
BLACKROCK INSD MUN TERM TR INC * 092474105 39384 3600 X N.A. N.A. N.A.
BLACKROCK INSD MUN 2008 TERM TR INC * 09247K109 41450 2500 X N.A. N.A. N.A.
BLACKROCK INSD MUNI INCOME TR FD * 092479104 333350 22600 X N.A. N.A. N.A.
BLACKROCK INVT QUALITY TERM TR INC * 09247J102 28101 2900 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 116299 10563 X N.A. N.A. N.A.
BLACKROCK MUN TARGET TERM TR INC * 09247M105 148635 13500 X N.A. N.A. N.A.
BLACKROCK MUNICIPAL INC TRST FD * 09248F109 223720 17000 X N.A. N.A. N.A.
BLUE CHIP VALUE FD INC * 095333100 208955 45524 X N.A. N.A. N.A.
BRAZIL FUND INC COM * 105759104 22220 2000 X N.A. N.A. N.A.
BROADBAND HOLDRS TR * 11130P104 7550 1000 X N.A. N.A. N.A.
CALAMOS CONVERTIBLE OPP & INC FUND * 128117108 296795 18515 X N.A. N.A. N.A.
CENTRAL SECURITIES CORP * 155123102 88091 5411 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 1843 134 X N.A. N.A. N.A.
CHINA FUND INC * 169373107 20625 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
CLOSED-END INVESTMENTS
------------------------------
CIGNA FDS HIGH INCOME SHS * 12551D109 411 177 X N.A. N.A. N.A.
CIGNA FDS HIGH INCOME SHS * 12551D109 11134 4799 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 47034 2808 X N.A. N.A. N.A.
CIGNA INVESTMENT SECURITIES * 17179X106 3752 224 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 52001 8241 X N.A. N.A. N.A.
COLONIAL HIGH INCOME MUN TR * 195743109 74830 11859 X N.A. N.A. N.A.
COLONIAL INTERMARKET INC TR ISB * 195762109 35325 4256 X N.A. N.A. N.A.
COLONIAL INVT GRADE MUN TR SH BEN IN * 195768106 35598 3490 X N.A. N.A. N.A.
COLONIAL MUNICIPAL INCOME TRUST * 195799101 30402 5400 X N.A. N.A. N.A.
CONS DISCRY SELECT SECTR SPDR FD * 81369Y407 23110 1000 X N.A. N.A. N.A.
CORNERSTONE STRATEGIC VALUE COM * 21924B104 5850 1000 X N.A. N.A. N.A.
CORNERSTONE TOTAL RETURN FD * 21924U102 4540 400 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 100359 14651 X N.A. N.A. N.A.
CORPORATE HIGH YIELD FD III INC COM * 219925104 71925 10500 X N.A. N.A. N.A.
CP HOLDRS FD * 12616K106 43640 1000 X N.A. N.A. N.A.
CREDIT SUISSE ASSET MGMT INC COM * 224916106 13270 3420 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 22302 5374 X N.A. N.A. N.A.
CREDIT SUISSE HIGH YIELD BD FD * 22544F103 31125 7500 X N.A. N.A. N.A.
DELAWARE INVESTMENTS DIV & INC FD * 245915103 137083 13118 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 476735 48155 X N.A. N.A. N.A.
DNP SELECT INCOME FD INC * 23325P104 71409 7213 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 9779 1100 X N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * 26201R102 75565 8500 X N.A. N.A. N.A.
DREYFUS NY MUNI INCOME INC FUND * 26201T108 11523 1385 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 24597 3048 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNI BOND FUND * 26202F107 117152 14517 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 26801 2763 X N.A. N.A. N.A.
DREYFUS STRATEGIC MUNS INC * 261932107 118874 12255 X N.A. N.A. N.A.
DTF TAX-FREE INCOME INC FD * 23334J107 222115 14330 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 32900 2500 X N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORPORATE BD TR * 26432K108 32045 2435 X N.A. N.A. N.A.
EATON VANCE INSD MA MUN BD FD CL I * 27828K108 5303 350 X N.A. N.A. N.A.
EATON VANCE NJ MUNICIPAL INC CL B * 27826V106 149185 9999 X N.A. N.A. N.A.
EATON VANCE SENIOR INCOME FUND * 27826S103 27195 3509 X N.A. N.A. N.A.
ELLSWORTH CONV GROWTH & INCOME FD * 289074106 1989 267 X N.A. N.A. N.A.
EMERGING MKTS INCOME FD II INC * 290920107 21492 1736 X N.A. N.A. N.A.
EUROPE FD INC * 29874M103 213 30 X N.A. N.A. N.A.
EUROPEAN WARRANT FUND INC * 298792102 639 300 X N.A. N.A. N.A.
FIRST FINANCIAL FUND INC * 320228109 33560 2529 X N.A. N.A. N.A.
FORT DEARBORN INC SECS COM * 347200107 5550 375 X N.A. N.A. N.A.
FORTUNE 500 INDEX FD * 86330E885 24077 380 X N.A. N.A. N.A.
FRANKLIN UNVL TR SH BEN INT * 355145103 16320 3200 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 81522 11901 X N.A. N.A. N.A.
GABELLI EQUITY TR INC * 362397101 107579 15705 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
------------------------------
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 1728 270 X N.A. N.A. N.A.
GABELLI GLOBAL MULTIMEDIA TR INC COM * 36239Q109 3597 562 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 22986 2636 X N.A. N.A. N.A.
GABELLI UTILITY TRUST * 36240A101 4735 543 X N.A. N.A. N.A.
GENERAL AMERICAN INVESTORS INC COM * 368802104 224882 9429 X N.A. N.A. N.A.
GLOBAL HIGH INC DLR FD INC COM * 37933G108 49358 3430 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 27009 1960 X N.A. N.A. N.A.
H & Q HEALTHCARE FD SH BEN INT * 404052102 9935 721 X N.A. N.A. N.A.
H & Q LIFE SCIENCES INVS * 404053100 4661 392 X N.A. N.A. N.A.
HANCOCK J PATRIOT GLOBAL DIV FD * 41013G103 35650 3100 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 30786 2100 X N.A. N.A. N.A.
HANCOCK JOHN INCOME SECS TR SBI * 410123103 80630 5500 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 6596 345 X N.A. N.A. N.A.
HANCOCK JOHN INVEST TR * 410142103 17877 935 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD * 41013J107 53775 4500 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 75690 9043 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PREM DIVID FD I * 41013Q101 178340 21307 X N.A. N.A. N.A.
HANCOCK JOHN PATRIOT SELECT DIVID TR * 41013U102 21405 1639 X N.A. N.A. N.A.
HANCOCK JOHN PFD INCOME FD * 41013W108 35256 1439 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 21168 3376 X N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD * 42967Q105 56512 9013 X N.A. N.A. N.A.
HIGH YIELD INCOME FD INC * 429904105 11588 2250 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 349117 35300 X N.A. N.A. N.A.
HYPERION 2005 INVT GRADE OPPORTUNITY * 448918102 4945 500 X N.A. N.A. N.A.
INDIA GROWTH FUND INC * 454090101 6306 630 X N.A. N.A. N.A.
ING PRIME RATE TR FD * 44977W106 56828 9316 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 189686 13549 X N.A. N.A. N.A.
INSURED MUNICIPAL INCOME FUND * 45809F104 4284 306 X N.A. N.A. N.A.
INTERMEDIATE MUNI FD INC COM * 45880P104 10583 1107 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 12890 500 X N.A. N.A. N.A.
INTERNET ARCHITECTURE HOLDRS * 46060A107 2578 100 X N.A. N.A. N.A.
INVESTMENT GRADE MUN INCOME FD * 461368102 56134 3693 X N.A. N.A. N.A.
ISARES RUSSELL MIDCAP INDEX FD * 464287499 78781 1620 X N.A. N.A. N.A.
ISHARES DJ U S HEALTHCARE SEC * 464287762 33825 697 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 79572 1900 X N.A. N.A. N.A.
ISHARES DJ US CONSMER CYCLIC FD * 464287580 61564 1470 X N.A. N.A. N.A.
ISHARES DJ US FINANCIAL SVCS FD * 464287770 7835 100 X N.A. N.A. N.A.
ISHARES DOW JONES U S FINL SECTOR * 464287788 20122 295 X N.A. N.A. N.A.
ISHARES DOW JONES U S UTILS SECTOR * 464287697 5985 125 X N.A. N.A. N.A.
ISHARES GOLDMAN SACHS TECH INDEX FD * 464287549 15621 520 X N.A. N.A. N.A.
ISHARES INC MSCI UNITED KINGDOM FD * 464286699 42525 3500 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 1874259 18930 X N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD * 464287465 88119 890 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 MSCI EMU INDEX FUND * 464286608 8700 200 X N.A. N.A. N.A.
ISHARES MSCI FRANCE * 464286707 45880 3100 X N.A. N.A. N.A.
ISHARES MSCI HONG KONG INDEX FD * 464286871 5201 700 X N.A. N.A. N.A.
ISHARES MSCI PACIFIC EX JPN INDEX FD * 464286665 5057 100 X N.A. N.A. N.A.
ISHARES MSCI SINGAPORE FREE FD * 464286673 2989 700 X N.A. N.A. N.A.
ISHARES MSCI SOUTH KOREA INDEX FD * 464286772 8258 450 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 292101 7330 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 GROWTH * 464287648 16737 420 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 751510 6740 X N.A. N.A. N.A.
ISHARES RUSSELL 2000 VALUE INDEX FD * 464287630 18063 162 X N.A. N.A. N.A.
ISHARES RUSSELL 3000 * 464287689 1714 35 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 102082 2150 X N.A. N.A. N.A.
ISHARES S & P EUROPE 350 FD * 464287861 71220 1500 X N.A. N.A. N.A.
ISHARES S & P MIDCAP 400/VALUE FD * 464287705 90709 1134 X N.A. N.A. N.A.
ISHARES S & P SMALLCAP 600/VALUE FD * 464287879 80025 1100 X N.A. N.A. N.A.
ISHARES S & P 100 INDEX FUND * 464287101 67802 1525 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 342356 3875 X N.A. N.A. N.A.
ISHARES S & P 500 INDEX FD * 464287200 206474 2337 X N.A. N.A. N.A.
ISHARES S & P 500/BARRA VALUE FD * 464287408 30121 700 X N.A. N.A. N.A.
ISHARES S&P MIDCAP GROWTH 400 FD * 464287606 73343 802 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 GROWTH FD * 464287887 175689 2700 X N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD * 464287804 5114176 52480 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 245245 3235 X N.A. N.A. N.A.
ISHARES TR - RUSSEL 2000 INDEX FD * 464287655 151620 2000 X N.A. N.A. N.A.
ISHARES TR - S&P 500 BARRA GRWTH * 464287309 17964 400 X N.A. N.A. N.A.
ISHARES TR COHEN STEERS REALTY FD * 464287564 53008 650 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 69090 1400 X N.A. N.A. N.A.
ISHARES TR NASDAQ BIOTECH INDX FD * 464287556 11597 235 X N.A. N.A. N.A.
ISHARES TR S & P GLOBAL 100 INDEX FD * 464287572 31010 700 X N.A. N.A. N.A.
ISHARES TR US ENERGY SEC INDEX FD * 464287796 197050 5000 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 4875 150 X N.A. N.A. N.A.
ISHARES TRUST DOW JONES TECH * 464287721 13000 400 X N.A. N.A. N.A.
JARDINE FLEMING INDIA FUND * 471112102 1544 200 X N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FUND * 409735107 22273 2954 X N.A. N.A. N.A.
LATIN AMERICA EQUITY FD INC * 51827Q106 3394 351 X N.A. N.A. N.A.
LIBERTY ALL STAR EQUITY FUND * 530158104 34980 5268 X N.A. N.A. N.A.
LINCOLN NATL INCOME FD INC * 534217104 5060 400 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 96409 7152 X N.A. N.A. N.A.
MA HLTH & ED TAX EX TR SBI * 575672100 11862 880 X N.A. N.A. N.A.
MALAYSIA FD INC * 560905101 1925 500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 21630 3500 X N.A. N.A. N.A.
MANAGED HIGH INCOME PORTFOLIO INC * 56166C105 43167 6985 X N.A. N.A. N.A.
MANAGED HIGH YIELD PLUS FD INC * 561911108 21400 5000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
MANAGED MUNS PORTFOLIO INC * 561662107 28356 2660 X N.A. N.A. N.A.
MANAGED MUNS PORTFOLIO INC * 561662107 66316 6221 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 65800 7000 X N.A. N.A. N.A.
MASS MUTUAL PARTICIPATION INVESTORS * 576299101 255201 27149 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 188624 9678 X N.A. N.A. N.A.
MASSMUTUAL CORP INVESTORS FUND * 576292106 469553 24092 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 24990 3000 X N.A. N.A. N.A.
MFS CHARTER INCOME TRUST * 552727109 2499 300 X N.A. N.A. N.A.
MFS GOVERNMENT MARKETS INCOME TRUST * 552939100 763215 109500 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 60705 8562 X N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST * 55273C107 107789 15203 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 8880 1500 X N.A. N.A. N.A.
MFS MULTIMARKET INCOME TRUST * 552737108 34928 5900 X N.A. N.A. N.A.
MFS MUNICIPAL INCOME TRUST * 552738106 86129 12046 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 2154224 27390 X N.A. N.A. N.A.
MIDCAP SPDR TR COM * 595635103 196625 2500 X N.A. N.A. N.A.
MORGAN STANLEY ASIA-PACIFIC FUND INC * 61744U106 94320 13100 X N.A. N.A. N.A.
MORGAN STANLEY EASTERN EUROPE FUND * 616988101 17170 1000 X N.A. N.A. N.A.
MORGAN STANLEY EMERGING MARKETS FUND * 61744G107 8899 1067 X N.A. N.A. N.A.
MORGAN STANLEY GOVT. INCOME TR * 61745P106 44064 4800 X N.A. N.A. N.A.
MORGAN STANLEY INCOME SECURITIES * 61745P874 10416 700 X N.A. N.A. N.A.
MORGAN STANLEY INS MUNI INC TR FD * 61745P791 81266 5679 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI BOND FD * 61745P817 5065 335 X N.A. N.A. N.A.
MORGAN STANLEY INSURED MUNI SEC FD * 61745P833 5744 400 X N.A. N.A. N.A.
MORGAN STANLEY NY QUAL MUNI SEC FD * 61745P528 127115 9333 X N.A. N.A. N.A.
MORGAN STANLEY PREMIUM INCOME TR FD * 61745P429 16424 1860 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INC FD * 61745P734 183703 13131 X N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI SEC FD * 61745P585 5580 400 X N.A. N.A. N.A.
MUNICIPAL ADVANTAGE FD INC * 626189104 3990 300 X N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * 626214100 28200 3696 X N.A. N.A. N.A.
MUNICIPAL PARTNERS FD II * 62622E107 5320 400 X N.A. N.A. N.A.
MUNIENHANCED FD INC * 626243109 5335 500 X N.A. N.A. N.A.
MUNIHOLDINGS FD II INC * 625935101 16608 1334 X N.A. N.A. N.A.
MUNIHOLDINGS FLORIDA INSURED FD * 62624W105 29890 2080 X N.A. N.A. N.A.
MUNIHOLDINGS FUND INC * 62625H107 22016 1600 X N.A. N.A. N.A.
MUNIHOLDINGS INSD FD II INC FD * 62625A102 66769 5196 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 7648 549 X N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD * 625936109 50190 3603 X N.A. N.A. N.A.
MUNIINSURED FD INC * 626245104 10285 1100 X N.A. N.A. N.A.
MUNIVEST FD II INC * 62629P105 22228 1638 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 100267 11266 X N.A. N.A. N.A.
MUNIVEST FD INC * 626295109 59452 6680 X N.A. N.A. N.A.
MUNIYIELD CALIFORNIA INSURED FD INC * 62629L104 136700 10000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
MUNIYIELD FD INC * 626299101 20456 1587 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 81223 5590 X N.A. N.A. N.A.
MUNIYIELD INSD FD INC * 62630E107 227118 15631 X N.A. N.A. N.A.
MUNIYIELD MICH INSD INC FD * 62630J106 58354 4075 X N.A. N.A. N.A.
MUNIYIELD NJ FD INC * 62630L101 101500 7000 X N.A. N.A. N.A.
MUNIYIELD NJ INSD FD * 625921101 111230 7541 X N.A. N.A. N.A.
MUNIYIELD NY INSURED FUND INC * 626301105 54783 4119 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD II INC * 62630T104 3642 300 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 35274 2516 X N.A. N.A. N.A.
MUNIYIELD QUALITY FD INC * 626302103 5608 400 X N.A. N.A. N.A.
MVC CAPITAL FD * 553829102 8250 1000 X N.A. N.A. N.A.
NEW AMER HIGH INCOME FD * 641876107 2088 1039 X N.A. N.A. N.A.
NEW IRELAND FD INC * 645673104 119 13 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 81875 5933 X N.A. N.A. N.A.
NUVEEN CA DVD ADV MUNI FD 2 * 67069X104 60679 4397 X N.A. N.A. N.A.
NUVEEN CALIF INVT QUALITY MUN FD INC * 67062A101 59920 4000 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 55443 3350 X N.A. N.A. N.A.
NUVEEN CONN PREM INCOME MUN FD * 67060D107 227827 13766 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADV MUNI FUND 3 * 67070X101 10004 734 X N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * 67066V101 100098 6700 X N.A. N.A. N.A.
NUVEEN DVD ADV MUNI FD 2 * 67070F100 10117 714 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD * 670970102 15950 1000 X N.A. N.A. N.A.
NUVEEN FLA INVT QUALITY MUN FD * 670970102 95700 6000 X N.A. N.A. N.A.
NUVEEN FLA QUALITY INCOME MUN FD * 670978105 160228 9770 X N.A. N.A. N.A.
NUVEEN INS TAX-FREE ADV MUNICIPAL FD * 670657105 225150 15000 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 265430 16842 X N.A. N.A. N.A.
NUVEEN INSD MUN OPPORTUNITY FD INC * 670984103 84411 5356 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 61556 4400 X N.A. N.A. N.A.
NUVEEN INSD PREM INCOME MUN FD 2 * 6706D8104 57093 4081 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 94859 5966 X N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD INC * 67062N103 15900 1000 X N.A. N.A. N.A.
NUVEEN INSURED FLORIDA PREMIUM INC * 67101V108 8135 500 X N.A. N.A. N.A.
NUVEEN MASS PREM INCOME MUN FD * 67061E104 70554 4457 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 82368 5930 X N.A. N.A. N.A.
NUVEEN MUN MKT OPPORTUNITY FD COM * 67062W103 162930 11730 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 386915 26196 X N.A. N.A. N.A.
NUVEEN MUNI ADVANTAGE FD * 67062H106 195924 13265 X N.A. N.A. N.A.
NUVEEN MUNI INCOME FUND INC * 67062J102 4000 400 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 188279 20180 X N.A. N.A. N.A.
NUVEEN MUNI VALUE FD INC * 670928100 1002648 107465 X N.A. N.A. N.A.
NUVEEN N Y INVT QUALITY MUN FD INC * 67062X101 40430 2600 X N.A. N.A. N.A.
NUVEEN N Y QUALITY INCOME MUN FD INC * 670986108 15100 1000 X N.A. N.A. N.A.
NUVEEN NC PREMIUM INC MUNI FD * 67060P100 146675 9295 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 NJ INVT QUALITY MUN FD INC * 670971100 572633 38074 X N.A. N.A. N.A.
NUVEEN NJ INVT QUALITY MUN FD INC * 670971100 680109 45220 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 7670 501 X N.A. N.A. N.A.
NUVEEN NJ PREM INCOME MUN FD INC * 67101N106 45930 3000 X N.A. N.A. N.A.
NUVEEN NY MUNICIPAL VALUE FUND INC * 67062M105 31885 3500 X N.A. N.A. N.A.
NUVEEN NY SELECT QUALITY MUN FD INC * 670976109 16797 1100 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 38350 2600 X N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD * 670972108 136349 9244 X N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 * 67061F101 17287 1198 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 28520 2000 X N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUN FD * 67062P108 374525 26264 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 2 INC * 67063W102 780304 53666 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 96035 7359 X N.A. N.A. N.A.
NUVEEN PREM INCOME MUN FD 4 INC * 6706K4105 57446 4402 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 15880 1000 X N.A. N.A. N.A.
NUVEEN PREMIER INSD MUN INCOME FD * 670987106 45861 2888 X N.A. N.A. N.A.
NUVEEN PREMIER MUN INCOME FD INC * 670988104 162383 11145 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 39789 2838 X N.A. N.A. N.A.
NUVEEN PREMIUM INC MUNI FD INC * 67062T100 184517 13161 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 74651 5317 X N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUN FD * 670977107 340695 24266 X N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD * 67071S101 45000 3000 X N.A. N.A. N.A.
NUVEEN QUALITY PREFERRED II FUND * 67072C105 15000 1000 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 26967 1780 X N.A. N.A. N.A.
NUVEEN REAL ESTATE INCOME FD * 67071B108 37875 2500 X N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD INC * 670973106 117420 8048 X N.A. N.A. N.A.
NUVEEN SELECT T/F INC III FD * 67063X100 13503 1016 X N.A. N.A. N.A.
NUVEEN SELECT TAX FREE INCOME PORT 2 * 67063C106 58548 4353 X N.A. N.A. N.A.
NUVEEN SELECT TAX-FREE INCOME * 67062F100 34700 2500 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 62808 8330 X N.A. N.A. N.A.
OPPENHEIMER MULTI-SECTOR INCOME TR * 683933105 189 25 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 20177 1052 X N.A. N.A. N.A.
PETROLEUM & RESOURCES CORP * 716549100 145826 7603 X N.A. N.A. N.A.
PIMCO MUNI INCOME FD III * 72201A103 234300 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 33915 2375 X N.A. N.A. N.A.
PIMCO RCM STRAT GLOBAL GOVT FD * 72200X104 4032 338 X N.A. N.A. N.A.
PIMCO RCM STRAT GLOBAL GOVT FD * 72200X104 122008 10227 X N.A. N.A. N.A.
PROSPECT STR HIGH INCOME PORT FD * 743586406 57669 26333 X N.A. N.A. N.A.
PROSPECT STR INCOME SHS * 743590101 2725 500 X N.A. N.A. N.A.
PUTNAM HIGH INCOME BOND FUND * 746779107 10320 1600 X N.A. N.A. N.A.
PUTNAM HIGH INCOME OPPORT.TRUST * 746479104 4422 300 X N.A. N.A. N.A.
PUTNAM HIGH YIELD MUN TR * 746781103 7250 1000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
CLOSED-END INVESTMENTS
------------------------------
PUTNAM INVT GRADE MUN TR * 746805100 21640 2000 X N.A. N.A. N.A.
PUTNAM INVT GRADE MUN TR * 746805100 34624 3200 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7390 1000 X N.A. N.A. N.A.
PUTNAM MANAGED MUN INCOME TR * 746823103 7021 950 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 15821 2472 X N.A. N.A. N.A.
PUTNAM MASTER INCOME TR SH BEN INT * 74683K104 134400 21000 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 7159 1166 X N.A. N.A. N.A.
PUTNAM MASTER INTER INCOME TR SBI * 746909100 238693 38875 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 84460 6940 X N.A. N.A. N.A.
PUTNAM MUNICIPAL BOND FUND INC * 74683V100 12170 1000 X N.A. N.A. N.A.
PUTNAM NY INVT GRADE MUNI FD * 746921105 10465 875 X N.A. N.A. N.A.
PUTNAM PREMIER INCOME TR SH BEN INT * 746853100 69076 11287 X N.A. N.A. N.A.
PUTNAM TAX FREE HEALTH CARE FD * 746920107 13887 1167 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 9014 1068 X N.A. N.A. N.A.
ROYCE MICRO-CAP TRUST INC * 780915104 490 58 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 169931 12825 X N.A. N.A. N.A.
ROYCE VALUE TRUST INC * 780910105 23519 1775 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 96809 10615 X N.A. N.A. N.A.
SALOMON BROS FD INC * 795477108 130380 14296 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 59940 6000 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD II COM * 794907105 21598 2162 X N.A. N.A. N.A.
SALOMON BROS HIGH INCOME FD INC * 79547Q106 9390 1000 X N.A. N.A. N.A.
SALOMON BROS WLDWIDE INC FD INC * 79548T109 65700 5000 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 53591 5153 X N.A. N.A. N.A.
SALOMON BROS 2008 WORLDWIDE DLR GOVT * 79548R103 7592 730 X N.A. N.A. N.A.
SCUDDER GLOBAL HIGH INCOME FD * 81115E101 3660 600 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 19655 3667 X N.A. N.A. N.A.
SCUDDER HIGH INCOME TR * 811153105 42880 8000 X N.A. N.A. N.A.
SCUDDER INTER GOVT TR * 811163104 870 125 X N.A. N.A. N.A.
SCUDDER MULTI-MARKET INCOME TR * 81118Q101 28860 3900 X N.A. N.A. N.A.
SCUDDER MUN INCOME TR * 81118R604 22600 2000 X N.A. N.A. N.A.
SCUDDER NEW ASIA FD INC * 811183102 61680 8000 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 16870 3500 X N.A. N.A. N.A.
SENIOR HIGH INCOME PORTFOLIO * 81721E107 2169 450 X N.A. N.A. N.A.
SMALLCAP FUND * 831680103 56669 6803 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 21140 400 X N.A. N.A. N.A.
SOURCE CAPITAL INC FD * 836144105 176149 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 78990 5975 X N.A. N.A. N.A.
STRATEGIC GLOBAL INCOME FD INC * 862719101 58723 4442 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 6266 650 X N.A. N.A. N.A.
SWISS HELVETIA FD INC * 870875101 11288 1171 X N.A. N.A. N.A.
TCW / DW TERM TR 2003 * 87234U108 947648 87100 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
------------------------------
TCW CONV SECURITIES FD INC * 872340104 53810 12935 X N.A. N.A. N.A.
TCW CONV SECURITIES FD INC * 872340104 125632 30200 X N.A. N.A. N.A.
TELECOM HOLDRS TR * 87927P200 16122 600 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 13959 1350 X N.A. N.A. N.A.
TEMPLETON CHINA WORLD FD INC * 88018X102 11374 1100 X N.A. N.A. N.A.
TEMPLETON DRAGON FD INC * 88018T101 89200 10000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 11560 1000 X N.A. N.A. N.A.
TEMPLETON EMERG MKTS INC FUND * 880192109 12138 1050 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 27838 3592 X N.A. N.A. N.A.
TEMPLETON EMERGING MARKETS FUND INC * 880191101 23250 3000 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 22138 2875 X N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FD INC * 880198106 11550 1500 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 227463 17167 X N.A. N.A. N.A.
TRI-CONTINENTAL CORPORATION FUND * 895436103 251445 18977 X N.A. N.A. N.A.
VAN KAMP TR INV GRD PA MUNIS FD * 920934106 16810 1000 X N.A. N.A. N.A.
VAN KAMPEN ADV MUNI INCOME II FD * 92112K107 14500 1000 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 320522 20235 X N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * 921124103 7920 500 X N.A. N.A. N.A.
VAN KAMPEN AMER CAP TR INVT GRADE NJ * 920933108 25950 1500 X N.A. N.A. N.A.
VAN KAMPEN AMERN CAP STRAT SECTR MUN * 920943107 21204 1520 X N.A. N.A. N.A.
VAN KAMPEN BOND FUND INC COMMON * 920955101 55830 3026 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 5977 1928 X N.A. N.A. N.A.
VAN KAMPEN HIGH INCOME TRUST SHARES * 920911104 5580 1800 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 61523 3740 X N.A. N.A. N.A.
VAN KAMPEN MASSACHUSETTS VALUE MUNI * 92112R102 58562 3560 X N.A. N.A. N.A.
VAN KAMPEN MUNI OPPOR TR II * 920944105 29308 2083 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 14480 1600 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST CO * 920909108 15666 1731 X N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL OPPORTUNITY TR * 920935103 75341 4700 X N.A. N.A. N.A.
VAN KAMPEN NY QUALITY MUNICIPAL TR * 920922101 11289 726 X N.A. N.A. N.A.
VAN KAMPEN NY VALUE MUN INCOME TR * 92112Q104 9006 600 X N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUN TR * 920924107 27591 1700 X N.A. N.A. N.A.
VAN KAMPEN SENIOR INCOME TRUST * 920961109 26800 4000 X N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL * 920928108 26085 1500 X N.A. N.A. N.A.
VAN KAMPEN TRUST INVESTMENT GRADE * 920929106 500228 31600 X N.A. N.A. N.A.
ZWEIG FUND INC * 989834106 9648 1957 X N.A. N.A. N.A.
ZWEIG TOTAL RETURN FD INC * 989837109 22608 4118 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 17133 875 X N.A. N.A. N.A.
1838 BD DEB TRADING FD COM * 282520105 7343 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 350 95 X N.A. N.A. N.A.
CHIQUITA BRANDS INTL WTS 3/15/09 * 170032114 736 200 X N.A. N.A. N.A.
CITIGROUP INC LITIGTN WTS 12/31/50 * 172967127 2625 2500 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 2045 16900 X N.A. N.A. N.A.
DIME BANCORP WTS 1/01/59 * 25429Q110 392 3240 X N.A. N.A. N.A.
HARMONY GOLD MINING WTS 6/29/03 * 413216110 625 50 X N.A. N.A. N.A.
HARVEY ELECTRONICS WTS 3/31/03 * 417660115 1590 31800 X N.A. N.A. N.A.
MAGNUM HUNTER RESOURCES WTS 3/21/05 * 55972F138 458 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 11 180 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 274 185 X N.A. N.A. N.A.
TOTAL FINA ELF S.A. ADR WTS * F9212D142 15086 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 600005 19355 X N.A. N.A. N.A.
ALLIANCE CAP MGMT HLDG L P UNIT LTD * 01855A101 2688165 86715 X N.A. N.A. N.A.
AMERICA FIRST APT INV L P * 023929102 2180 250 X N.A. N.A. N.A.
AMERICA FIRST TAX EXEMPT INVS L P * 02364V107 14530 2018 X N.A. N.A. N.A.
AMERICAN INSURED MOTGAGE INV 86 L P * 02686F103 3875 1250 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 4595 500 X N.A. N.A. N.A.
AMERICAN REAL ESTATE PARTNERS L P * 029169109 21339 2322 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 18484 775 X N.A. N.A. N.A.
AMERIGAS PARTNERS L P * 030975106 137734 5775 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 31075 1130 X N.A. N.A. N.A.
BOSTON CELTICS L P * 100577105 2750 100 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 571968 14895 X N.A. N.A. N.A.
BUCKEYE PARTNERS L P * 118230101 857280 22325 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 431880 18300 X N.A. N.A. N.A.
CEDAR FAIR L P * 150185106 132160 5600 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 122468 4399 X N.A. N.A. N.A.
EL PASO ENERGY PARTNERS L P * 28368B102 272832 9800 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 183142 4345 X N.A. N.A. N.A.
ENBRIDGE ENERGY PARTNERS LP * 29250R106 415515 9858 X N.A. N.A. N.A.
FERRELLGAS PARTNERS L P * 315293100 40026 1964 X N.A. N.A. N.A.
GENESIS ENERGY L P * 371927104 2400 500 X N.A. N.A. N.A.
HALLWOOD REALTY PARTNERS L P * 40636T203 1123 14 X N.A. N.A. N.A.
HERITAGE PROPANE PARTNERS L P * 426918108 22560 800 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 43040 1235 X N.A. N.A. N.A.
KANEB PIPE LINE PARTNERS L P * 484169107 209100 6000 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 937755 26793 X N.A. N.A. N.A.
KINDER MORGAN ENERGY PARTNERS L P * 494550106 2039345 58267 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 16660 400 X N.A. N.A. N.A.
NEW ENGLAND RLTY ASSOC DEP RCPTS L P * 644206104 9913 238 X N.A. N.A. N.A.
NEWHALL LD & FARMING CO CA L P * 651426108 288650 10040 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 49231 1300 X N.A. N.A. N.A.
NORTHERN BORDER PARTNERS L P * 664785102 1173970 31000 X N.A. N.A. N.A.
PACIFIC ENERGY PARTNERS LP * 69422R105 493750 25000 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 1376 800 X N.A. N.A. N.A.
PHOSPHATE RESOURCE PARTNERS LTD * 719217101 3117 1812 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 24400 1000 X N.A. N.A. N.A.
PLAINS ALL AMERICAN PIPELINE L P * 726503105 1146824 47001 X N.A. N.A. N.A.
STAR GAS PARTNERS L P * 85512C105 46435 2510 X N.A. N.A. N.A.
SUBURBAN PROPANE PARTNERS L P * 864482104 187885 6625 X N.A. N.A. N.A.
SUNOCO LOGISTICS PARTNERS L P * 86764L108 5990 250 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 39075 1500 X N.A. N.A. N.A.
TC PIPELINE LP * 87233Q108 130250 5000 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 50505 1820 X N.A. N.A. N.A.
TEPPCO PARTNERS L P * 872384102 1942500 70000 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
LIMITED PARTNERSHIPS
------------------------------
U S TIMBERLANDS CO L P * 902977107 1477 535 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
GRANTOR TRUST INTEREST
------------------------------
CITY INVESTING LIQUIDATING TR * 177900107 1520 800 X N.A. N.A. N.A.
CITY INVESTING LIQUIDATING TR * 177900107 76 40 X N.A. N.A. N.A.
DOMINION RES BLACK WARRIOR TR * 25746Q108 6495 300 X N.A. N.A. N.A.
GREAT NORTHERN IRON ORE PPTYS COM * 391064102 43925 700 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 364 207 X N.A. N.A. N.A.
LL & E ROYALTY TR UNITS BEN INT * 502003106 440 250 X N.A. N.A. N.A.
SABINE RTY TR UNIT BEN INT * 785688102 9464 400 X N.A. N.A. N.A.
SAN JUAN BASIN ROYALTY TR * 798241105 120149 8770 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 162800 4000 X N.A. N.A. N.A.
TEXAS PACIFIC LAND TRUST * 882610108 61050 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 752759 9014 X N.A. N.A. N.A.
DIAMONDS TR UIT SER I * 252787106 167020 2000 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 211975 2653 X N.A. N.A. N.A.
EQUITY INC FD EXCH SER 1/AT&T MO * 294700703 778146 9739 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 1740993 71440 X N.A. N.A. N.A.
NASDAQ-100 SHARES * 631100104 431568 17709 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 144064326 1632827 X N.A. N.A. N.A.
S & P 500 DEPOSITORY RECEIP 11/11/11 * 78462F103 3780567 42849 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 1601760 37600 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 27360 1000 X N.A. N.A. N.A.
AMB PROPERTY CORP REIT * 00163T109 27360 1000 X N.A. N.A. N.A.
AMLI RESIDENTIAL PPTYS TR * 001735109 31920 1500 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 65969 3509 X N.A. N.A. N.A.
ANNALY MORTGAGE MANAGEMENT REIT * 035710409 206424 10980 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 2128302 56785 X N.A. N.A. N.A.
APARTMENT INVT & MGMT CO CL A REIT * 03748R101 199019 5310 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 943954 40100 X N.A. N.A. N.A.
ARCHSTONE-SMITH TR COM * 039583109 173372 7365 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 39206 1770 X N.A. N.A. N.A.
ARDEN REALTY GROUP INC COM * 039793104 44300 2000 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 4050 600 X N.A. N.A. N.A.
ASSOCIATED ESTATES RLTY CORP COM * 045604105 6750 1000 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 1391075 35541 X N.A. N.A. N.A.
AVALONBAY CMNTYS INC * 053484101 101255 2587 X N.A. N.A. N.A.
BEDFORD PPTY INVS INC COM * 076446301 35966 1400 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 1496516 40600 X N.A. N.A. N.A.
BOSTON PROPERTIES INC REIT * 101121101 407303 11050 X N.A. N.A. N.A.
BRANDYWINE REALTY TRUST COM * 105368203 10905 500 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 66768 2140 X N.A. N.A. N.A.
BRE PPTYS INC CL A * 05564E106 102960 3300 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 148500 4500 X N.A. N.A. N.A.
CAMDEN PROPERTY TRUST * 133131102 573111 17367 X N.A. N.A. N.A.
CAPITAL AUTOMOTIVE REIT * 139733109 445560 18800 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 886770 35400 X N.A. N.A. N.A.
CARRAMERICA RLTY CORP REIT * 144418100 63527 2536 X N.A. N.A. N.A.
CENTER TR INC COM * 151845104 6240 800 X N.A. N.A. N.A.
CENTERPOINT PROPERTIES TRUST * 151895109 914400 16000 X N.A. N.A. N.A.
CHATEAU CMNTYS INC REIT * 161726104 4600 200 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 699510 21000 X N.A. N.A. N.A.
CHELSEA PPTY GROUP INC COM * 163421100 66620 2000 X N.A. N.A. N.A.
COLONIAL PPTYS TR COM SBI * 195872106 498918 14700 X N.A. N.A. N.A.
CORNERSTONE RLTY INCOME TR REIT * 21922V102 8756 1100 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 6018870 429000 X N.A. N.A. N.A.
CORPORATE OFFICE PROPERTIES TR REIT * 22002T108 223077 15900 X N.A. N.A. N.A.
CORRECTIONAL PROPERTIES TRST REIT * 22025E104 108500 5000 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 53165 3195 X N.A. N.A. N.A.
CRESCENT REAL ESTATE EQUITIES CO * 225756105 64896 3900 X N.A. N.A. N.A.
CROWN AMERN RLTY TR * 228186102 36800 4000 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 142935 6500 X N.A. N.A. N.A.
DEVELOPERS DIVERSIFIED RLTY CORP * 251591103 189554 8620 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 267505 10511 X N.A. N.A. N.A.
DUKE REALTY CORP * 264411505 984610 38688 X N.A. N.A. N.A.
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE OF CLASS CUSIP/TICKER MARKET SH/PV INVEST AUTH MNGR VOTING AUTH(SHARES)
SOLE SHRD- SHRD- SOLE SHARED NONE
C. OTHER INSTR OTHER
V
REAL ESTATE INVESTMENT TRUSTS
------------------------------
EASTGROUP PPTYS REIT * 277276101 21420 840 X N.A. N.A. N.A.
EASTGROUP PPTYS REIT * 277276101 69768 2736 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 53508 2275 X N.A. N.A. N.A.
ENTERTAINMENT PROPERTIES TRUST REIT * 29380T105 16464 700 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 5243 871 X N.A. N.A. N.A.
EQUITY INNS INC COM * 294703103 30100 5000 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 19687637 788136 X N.A. N.A. N.A.
EQUITY OFFICE PPTYS TR REIT * 294741103 5465074 218778 X N.A. N.A. N.A.
EQUITY ONE REIT * 294752100 16154 1210 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 2857204 116241 X N.A. N.A. N.A.
EQUITY RESIDENTIAL TRUST * 29476L107 531911 21640 X N.A. N.A. N.A.
ESSEX PPTY TR INCCOM * 297178105 620370 12200 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 62370 2218 X N.A. N.A. N.A.
FEDERAL REALTY INVESTMENT TRUST * 313747206 33744 1200 X N.A. N.A. N.A.
GABLES RESIDENTIAL TR * 362418105 27049 1085 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 3381248 65024 X N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC * 370021107 711100 13675 X N.A. N.A. N.A.
GLIMCHER RLTY TR REIT * 379302102 23075 1300 X N.A. N.A. N.A.
GREAT LAKES REIT INC COM * 390752103 16650 1000 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 3520 500 X N.A. N.A. N.A.
HANOVER CAPITAL MORTGAGE HOLDINGS * 410761100 42944 6100 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 2925316 76379 X N.A. N.A. N.A.
HEALTH CARE PPTY INVS INC * 421915109 159520 4165 X N.A. N.A. N.A.
HEALTH CARE REIT INC * 42217K106 132545 4900 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 7688333 262849 X N.A. N.A. N.A.
HEALTHCARE RLTY TR REIT * 421946104 354218 12110 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 2503002 113258 X N.A. N.A. N.A.
HIGHWOODS PPTYS INC REIT * 431284108 1891208 85575 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 873514 25356 X N.A. N.A. N.A.
HOME PPTYS NY INC COM * 437306103 485745 14100 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 23232 660 X N.A. N.A. N.A.
HOSPITALITY PPTYS TR * 44106M102 397760 11300 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 9064 1100 X N.A. N.A. N.A.
HRPT PPTYS TR COM SH BEN INT REIT * 40426W101 96408 11700 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 123883 6700 X N.A. N.A. N.A.
INDYMAC BANCORP INC * 456607100 13683 740 X N.A. N.A. N.A.
INNKEEPERS USA TRUST * 4576J0104 3897408 508800 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 2675970 95400 X N.A. N.A. N.A.
ISTAR FINL INC REIT * 45031U101 141653 5050 X N.A. N.A. N.A.
JAMESON INNS INC COM * 470457102 9040 4000 X N.A. N.A. N.A.
JDN RLTY CORP COM * 465917102 31043 2835 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 4280385 185700 X N.A. N.A. N.A.
KILROY REALTY CORP REIT * 49427F108 46100 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 1441122 47034 X N.A. N.A. N.A.
KIMCO REALTY CORP * 49446R109 697673 22770 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 49920 3200 X N.A. N.A. N.A.
KOGER EQUITY INC * 500228101 6365 408 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 38020 8641 X N.A. N.A. N.A.
LA QUINTA CORP PAIRED REIT * 50419U202 2640 600 X N.A. N.A. N.A.
LASALLE HOTEL PPTYS REIT * 517942108 42000 3000 X N.A. N.A. N.A.
LEXINGTON CORPORATE PPTYS TR COM * 529043101 49290 3100 X N.A. N.A. N.A.
LIBERTE INVS INC REIT * 530154103 1293 300 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 990140 31000 X N.A. N.A. N.A.
LIBERTY PROPERTY TRUST * 531172104 269893 8450 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 2852063 92750 X N.A. N.A. N.A.
MACERICH CO REIT * 554382101 1777811 57815 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 313605 10350 X N.A. N.A. N.A.
MACK CALI REALTY CORP REIT * 554489104 569034 18780 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 24450 1000 X N.A. N.A. N.A.
MID-AMER APT CMNTYS INC COM * 59522J103 1614 66 X N.A. N.A. N.A.
MID-ATLANTIC RLTY TR * 595232109 110194 6333 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 70918 4750 X N.A. N.A. N.A.
NATIONWIDE HEALTH PPTYS INC COM * 638620104 14930 1000 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 110951 5812 X N.A. N.A. N.A.
NEW PLAN EXCEL RLTY TR INC REIT * 648053106 91632 4800 X N.A. N.A. N.A.
PAN PAC RETAIL PPTYS INC REIT * 69806L104 694070 19000 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 1950 75 X N.A. N.A. N.A.
PENNSYLVANIA REAL ESTATE INVT TR SH * 709102107 26000 1000 X N.A. N.A. N.A.
PITTSBURGH & W VA RR * 724819107 9000 1000 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 2429526 102946 X N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC COM * 729251108 3091175 130982 X N.A. N.A. N.A.
POST PROPERTIES INC REIT * 737464107 66920 2800 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 537320 19000 X N.A. N.A. N.A.
PRENTISS PROPERTIES TRUST REIT * 740706106 39592 1400 X N.A. N.A. N.A.
PROLOGIS SHS BEN INT REIT * 743410102 2205907 87710 X N.A. N.A. N.A.
PS BUSINESS PKS INC CALIF REIT * 69360J107 17172 540 X N.A. N.A. N.A.
PUBLIC STORAGE DEP SHARES A REIT * 74460D729 855 32 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 981545 30379 X N.A. N.A. N.A.
PUBLIC STORAGE INC REIT * 74460D109 32633 1010 X N.A. N.A. N.A.
RAMCO-GERSHENSON PPTYS TR REIT * 751452202 14042 711 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP CL B * 75621K304 10080 450 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 625185 29700 X N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP REIT * 75621K106 42100 2000 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 83188 7660 X N.A. N.A. N.A.
RFS HOTEL INVS INC REIT * 74955J108 10860 1000 X N.A. N.A. N.A.
SAUL CENTERS INC REIT * 804395101 95200 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 637 60 X N.A. N.A. N.A.
SENIOR HSG PPTYS TR SH BEN INT * 81721M109 9443 890 X N.A. N.A. N.A.
SHELBOURNE PROPERTIES II INC * 821374105 516 8 X N.A. N.A. N.A.
SHURGARD STORAGE CTRS INC CL A COM * 82567D104 733356 23400 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 2617053 76814 X N.A. N.A. N.A.
SIMON PPTY GROUP INC NEW REIT * 828806109 347003 10185 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 5825302 184345 X N.A. N.A. N.A.
SL GREEN REALTY CORP REIT * 78440X101 2370 75 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 15598 550 X N.A. N.A. N.A.
SOVRAN SELF STORAGE INC * 84610H108 5672 200 X N.A. N.A. N.A.
STREETTRACKS DJ US S/C VALUE REIT * 86330E406 89325 750 X N.A. N.A. N.A.
STREETTRACKS WILSHIRE REIT INDEX * 86330E604 151164 1300 X N.A. N.A. N.A.
SUMMIT PPTYS INC * 866239106 74760 4200 X N.A. N.A. N.A.
TAUBMAN CTRS INC REIT * 876664103 439833 27100 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 10550 500 X N.A. N.A. N.A.
TOWN & CTRY TR * 892081100 10550 500 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 3299 187 X N.A. N.A. N.A.
TRANSCONTINENTAL RLTY INVS * 893617209 3122 177 X N.A. N.A. N.A.
TRIZEC PROPERTIES INC REIT * 89687P107 8451 900 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 60220 4277 X N.A. N.A. N.A.
U S RESTAURANT PPTYS INC COM * 902971100 29638 2105 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 748421 45747 X N.A. N.A. N.A.
UNITED DOMINION RLTY TR INC * 910197102 319020 19500 X N.A. N.A. N.A.
UNITED MOBILE HOMES INC * 911024107 416829 30785 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 1580460 60208 X N.A. N.A. N.A.
UNIVERSAL HEALTH RLTY INCOME TR SBI * 91359E105 32603 1242 X N.A. N.A. N.A.
URSTADT BIDDLE PPTYS INC CL A REIT * 917286205 12631 1140 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 1238946 33305 X N.A. N.A. N.A.
VORNADO RLTY TR * 929042109 346555 9316 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 276548 10845 X N.A. N.A. N.A.
WASHINGTON REAL ESTATE INV TRUST * 939653101 371408 14565 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 54553 1480 X N.A. N.A. N.A.
WEINGARTEN RLTY INVS SBI * 948741103 512354 13900 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 258500 470000 X N.A. N.A. N.A.
AVAYA INC Z/CPN 10/31/21 * 053499AA7 11925 30000 X N.A. N.A. N.A.
CORNING INC Z/CPN 11/08/15 * 219350AJ4 14000 25000 X N.A. N.A. N.A.
MOTOROLA INC Z/CPN 9/07/09 * 620076AE9 23375 50000 X N.A. N.A. N.A.
SOLECTRON CORP CONV Z/CPN 11/20/20 * 834182AL1 15225 30000 X N.A. N.A. N.A.
TYCO INTL LTD Z/CPN 11/17/20 * 902124AC0 21488 30000 X N.A. N.A. N.A.