UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: December 31, 2003
Check here if amendment [ ] Amendment Number [ ]
Institutional Investment Manager filing this report:
Name: State Street Corporation
Address: 225 Franklin Street
Boston, Massachusetts 02110
Form 13F File Number: 28-399
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 the reporting manager:
Name: Fred P. Baughman
Title Senior Vice President, Controller, and Chief Accounting Officer
Telephone: 617-786-3000
Signature, Place, and Date of Signing:
/s/ Frederick P. Baughman Boston, Massachusetts February 2, 2004
------------------------- --------------------- ----------------
[Signature] [City, State] [Date]
Report Type (Check only one):
[_] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for 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:
(if there are no entries in this list, omit this section.)
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13F File Number Name
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28-5798 Roy A. Hammer
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 13
Form 13F Information Table Entry Total: 3,388
Form 13F Information Table Value Total: 408,489,862
(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other that the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]
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No. Form 13F File Number Name
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1 28-1932 Frederick Ballou
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2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
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4 28-3488 Nicholas A. Grace
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5 28-5798 Roy A. Hammer
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6 28-6740 Edward J. Joyce
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7 28-5796 George H. Kidder
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8 28-1487 Peter B. Loring
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9 28-4282 Dean Ridlon
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10 28-6281 Michael B. Elefante
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11 28-5362 John Cornish
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12 28-6476 William A. Lowell
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13 28-4918 Thomas H.P. Whitney
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State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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1 800 FLOWERS COM CL A 68243Q10 3,679 332,620 SH 332,620 303,420 29,200
1-800 CONTACTS INC COM 68197710 2,016 95,980 SH 95,980 85,780 10,200
1ST SOURCE CORP COM 33690110 5,422 252,048 SH 252,048 233,798 18,250
21ST CENTY INS GROUP COM 90130N10 6,601 480,065 SH 479,825 240 454,265 25,800
3COM CORP COM 88553510 43,369 5,308,358 SH 5,282,001 15,872 10,485 4,790,767 75,128 442,463
3M CO COM 88579Y10 5,252,161 61,768,328 SH 52,931,230 8,212,249 624,849 25,210,001 34,411,337 2,146,990
4 KIDS ENTMT INC COM 35086510 5,528 212,460 SH 212,460 194,560 17,900
7-ELEVEN INC COM NEW 81782620 7,936 494,480 SH 494,480 441,730 52,750
99 CENTS ONLY STORES COM 65440K10 21,115 775,446 SH 774,426 900 120 767,376 120 7,950
A C MOORE ARTS & CRA COM 00086T10 3,888 201,857 SH 201,857 176,857 25,000
A D C TELECOMMUNICAT COM 00088610 61,112 20,576,440 SH 20,540,340 35,520 580 18,950,744 10,206 1,615,490
A S V INC COM 00196310 3,686 98,942 SH 98,942 98,642 300
AAIPHARMA INC COM 00252W10 13,935 554,278 SH 554,278 519,603 34,675
AAON INC COM PAR $0 00036020 2,930 150,943 SH 150,943 138,643 12,300
AAR CORP COM 00036110 8,536 570,970 SH 570,970 506,870 64,100
AARON RENTS INC COM 00253520 7,972 396,004 SH 395,854 150 363,129 32,875
ABAXIS INC COM 00256710 314 17,356 SH 17,356 17,356
ABB LTD SPONSORED 00037520 286 56,253 SH 56,253 56,253
ABBOTT LABS COM 00282410 2,009,446 43,121,163 SH 41,771,125 686,775 663,263 38,440,903 1,015,596 3,664,664
ABC BANCORP COM 00040010 2,735 169,852 SH 169,852 152,852 17,000
ABERCROMBIE & FITCH CL A 00289620 38,644 1,563,899 SH 1,553,688 8,261 1,950 1,526,317 1,950 35,632
ABGENIX INC COM 00339B10 18,712 1,515,124 SH 1,514,224 800 100 1,378,974 100 136,050
ABITIBI-CONSOLIDATED COM 00392410 355 43,717 SH 43,717 34,273 9,444
ABLE LABORATORIES IN COM NEW 00371N40 4,464 247,026 SH 247,026 226,026 21,000
ABM INDS INC COM 00095710 10,880 624,941 SH 624,941 571,491 53,450
ABN AMRO HLDG NV SPONSORED 00093710 3,299 140,489 SH 140,489 140,489
ACADIA RLTY TR COM SH BEN 00423910 3,373 269,873 SH 269,873 245,373 24,500
ACCENTURE LTD BERMUD CL A G1150G11 16,615 631,271 SH 631,271 490,454 140,817
ACCREDITED HOME LEND COM 00437P10 5,169 168,930 SH 168,930 154,330 14,600
ACCREDO HEALTH INC COM 00437V10 27,999 885,766 SH 885,066 700 811,765 74,001
ACE CASH EXPRESS INC COM 00440310 249 11,700 SH 11,700 11,700
ACE LTD ORD G0070K10 300,827 7,262,838 SH 7,262,838 6,625,490 14,800 622,548
ACETO CORP COM 00444610 3,864 151,284 SH 151,284 137,084 14,200
ACLARA BIOSCIENCES I COM 00461P10 1,325 363,073 SH 363,073 362,073 1,000
ACME COMMUNICATION I COM 00463110 1,588 180,865 SH 178,465 2,400 180,565 300
ACTEL CORP COM 00493410 10,044 416,936 SH 416,936 380,986 35,950
ACTION PERFORMANCE C COM 00493310 5,262 268,451 SH 268,201 100 150 243,051 150 25,250
ACTIVCARD CORP COM 00506J10 5,990 760,195 SH 760,195 706,595 53,600
ACTIVISION INC NEW COM NEW 00493020 41,056 2,254,601 SH 2,254,301 300 2,097,501 157,100
ACTUANT CORP CL A NEW 00508X20 14,675 405,384 SH 401,204 1,980 2,200 366,384 2,200 36,800
ACUITY BRANDS INC COM 00508Y10 19,540 757,368 SH 757,368 696,168 61,200
ACXIOM CORP COM 00512510 18,984 1,019,003 SH 1,014,853 4,050 100 1,007,604 100 11,299
ADAPTEC INC COM 00651F10 17,556 1,985,975 SH 1,983,135 2,540 300 1,800,225 300 185,450
ADE CORP MASS COM 00089C10 256 13,814 SH 13,814 13,814
ADECCO SA SPONSORED 00675410 295 18,311 SH 18,311 18,311
ADMINISTAFF INC COM 00709410 7,270 418,284 SH 418,284 373,184 45,100
ADOBE SYS INC COM 00724F10 268,346 6,866,587 SH 6,847,912 16,970 1,705 6,263,155 91,447 511,985
ADOLOR CORP COM 00724X10 14,870 743,867 SH 741,367 2,500 687,967 55,900
ADTRAN INC COM 00738A10 36,839 1,184,527 SH 1,181,727 2,600 200 1,140,727 19,400 24,400
ADVANCED AUTO PARTS COM 00751Y10 68,393 840,214 SH 839,214 300 700 759,390 700 80,124
ADVANCED DIGITAL INF COM 00752510 14,975 1,069,620 SH 1,066,020 3,500 100 967,420 100 102,100
Page Total 8,444,378
Page 1 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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ADVANCED ENERGY INDS COM 00797310 8,660 332,436 SH 332,436 303,336 29,100
ADVANCED FIBRE COMMU COM 00754A10 32,107 1,593,386 SH 1,587,541 2,420 3,425 1,518,698 3,425 71,263
ADVANCED MARKETING S COM 00753T10 2,788 244,542 SH 244,542 220,142 24,400
ADVANCED MEDICAL OPT COM 00763M10 14,345 730,001 SH 728,698 1,237 66 684,616 66 45,319
ADVANCED MICRO DEVIC COM 00790310 133,569 8,964,331 SH 8,949,581 14,510 240 8,113,327 3,640 847,364
ADVANCED NEUROMODULA COM 00757T10 14,406 313,304 SH 312,854 450 285,454 27,850
ADVANCED SEMICONDUCT SPONSORED 00756M40 541 107,212 SH 107,212 107,212
ADVANCEPCS COM 00790K10 55,579 1,052,830 SH 1,050,710 1,700 420 1,039,575 420 12,835
ADVANTA CORP CL B 00794220 4,032 316,990 SH 316,990 283,040 33,950
ADVANTA CORP CL A 00794210 755 58,417 SH 58,417 58,417
ADVENT SOFTWARE INC COM 00797410 14,213 815,448 SH 812,151 3,297 757,398 58,050
ADVISORY BRD CO COM 00762W10 6,462 185,544 SH 185,544 170,294 15,250
ADVO INC COM 00758510 17,758 559,126 SH 558,976 150 511,901 47,225
AEGON N V ORD AMER R 00792410 1,346 90,914 SH 90,914 90,914
AEROFLEX INC COM 00776810 19,119 1,632,682 SH 1,632,282 300 100 1,533,732 100 98,850
AEROPOSTALE COM 00786510 12,758 465,279 SH 465,279 414,219 51,060
AES CORP COM 00130H10 154,337 16,349,241 SH 16,310,286 38,215 740 15,173,199 97,940 1,078,102
AETHER SYS INC COM 00808V10 3,055 643,260 SH 636,660 6,600 513,770 129,490
AETNA INC NEW COM 00817Y10 267,668 3,960,756 SH 3,948,613 12,119 24 3,595,986 5,850 358,920
AFFILIATED COMPUTER CL A 00819010 88,046 1,616,701 SH 1,611,731 4,410 560 1,573,859 560 42,282
AFFILIATED MANAGERS COM 00825210 36,449 523,765 SH 519,515 1,070 3,180 479,585 3,180 41,000
AFFYMETRIX INC COM 00826T10 15,141 615,249 SH 613,899 1,250 100 611,737 100 3,412
AFLAC INC COM 00105510 568,824 15,722,049 SH 15,481,013 179,612 61,424 14,016,238 104,397 1,601,414
AFTERMARKET TECHNOLO COM 00831810 4,241 309,133 SH 309,133 308,533 600
AGCO CORP COM 00108410 19,508 968,615 SH 967,375 1,240 958,428 10,187
AGERE SYS INC CL B 00845V20 44,596 15,377,791 SH 15,337,938 37,061 2,792 14,759,342 2,792 615,657
AGERE SYS INC CL A 00845V10 7,444 2,440,703 SH 2,413,035 6,127 21,541 2,226,079 21,541 193,083
AGILE SOFTWARE CORP COM 00846X10 7,367 742,673 SH 739,773 2,900 673,323 69,350
AGILENT TECHNOLOGIES COM 00846U10 371,489 12,704,822 SH 12,496,108 112,155 96,559 11,540,102 166,709 998,011
AGILYSYS INC COM 00847J10 5,941 532,810 SH 532,810 482,410 50,400
AGL RES INC COM 00120410 29,599 1,017,156 SH 1,016,176 980 992,086 25,070
AGRIUM INC COM 00891610 274 16,629 SH 16,629 16,629
AIR PRODS & CHEMS IN COM 00915810 793,346 15,016,953 SH 6,906,710 7,911,267 198,976 6,579,677 7,886,851 550,425
AIRGAS INC COM 00936310 34,480 1,605,199 SH 1,605,199 1,577,349 27,850
AIRTRAN HLDGS INC COM 00949P10 18,121 1,522,790 SH 1,522,740 50 1,410,940 111,850
AK STL HLDG CORP COM 00154710 8,073 1,582,897 SH 1,582,717 100 80 1,449,517 80 133,300
AKAMAI TECHNOLOGIES COM 00971T10 20,094 1,867,469 SH 1,817,344 25 50,100 1,619,419 50,100 197,950
AKSYS LTD COM 01019610 4,395 498,298 SH 498,298 450,260 48,038
AKZO NOBEL NV SPONSORED 01019930 958 25,063 SH 25,063 25,063
ALABAMA NATL BANCORP COM 01031710 9,093 173,043 SH 173,043 154,793 18,250
ALAMO GROUP INC COM 01131110 1,201 78,709 SH 78,709 78,509 200
ALARIS MEDICAL SYSTE COM 01163710 5,052 332,160 SH 332,160 308,360 23,800
ALASKA AIR GROUP INC COM 01165910 13,697 501,889 SH 501,489 400 453,037 48,852
ALBANY INTL CORP CL A 01234810 16,277 480,133 SH 479,929 100 104 441,379 104 38,650
ALBANY MOLECULAR RES COM 01242310 6,381 425,115 SH 425,015 100 385,215 39,900
ALBEMARLE CORP COM 01265310 20,255 675,830 SH 674,830 1,000 629,430 46,400
ALBERTO CULVER CO CL B CONV 01306810 83,383 1,321,859 SH 1,318,884 2,475 500 1,217,121 1,100 103,638
ALBERTSONS INC COM 01310410 213,973 9,446,910 SH 9,420,226 17,810 8,874 8,524,425 12,774 909,711
ALCAN INC COM 01371610 5,095 108,527 SH 108,527 108,397 130
ALCATEL SPONSORED 01390430 652 50,776 SH 50,776 50,776
ALCOA INC COM 01381710 1,120,592 29,489,254 SH 29,396,714 79,124 13,416 27,529,820 23,066 1,936,368
Page Total 4,337,531
Page 2 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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ALCON INC COM SHS H0130110 740 12,217 SH 12,217 12,217
ALDERWOODS GROUP INC COM 01438310 9,693 1,028,934 SH 1,028,934 954,484 74,450
ALEXANDER & BALDWIN COM 01448210 29,049 860,711 SH 860,711 792,790 67,921
ALEXANDERS INC COM 01475210 5,227 41,930 SH 41,930 35,918 6,012
ALEXANDRIA REAL ESTA COM 01527110 24,919 430,388 SH 430,388 390,093 40,295
ALEXION PHARMACEUTIC COM 01535110 6,271 368,667 SH 366,067 2,600 306,337 62,330
ALFA CORP COM 01538510 8,618 670,162 SH 670,162 591,262 78,900
ALICO INC COM 01623010 1,792 51,574 SH 51,574 51,474 100
ALIGN TECHNOLOGY INC COM 01625510 12,507 757,518 SH 744,262 13,256 672,562 13,256 71,700
ALKERMES INC COM 01642T10 15,176 1,124,120 SH 1,122,420 1,600 100 1,033,470 100 90,550
ALLEGHANY CORP DEL COM 01717510 9,506 42,723 SH 42,005 718 42,592 131
ALLEGHENY ENERGY INC COM 01736110 66,512 5,212,564 SH 5,192,076 19,900 588 4,749,385 2,638 460,541
ALLEGHENY TECHNOLOGI COM 01741R10 36,512 2,761,869 SH 2,758,549 3,320 2,536,893 800 224,176
ALLEGIANT BANCORP IN COM 01747610 6,213 221,504 SH 221,504 200,504 21,000
ALLERGAN INC COM 01849010 257,325 3,350,149 SH 3,339,099 10,350 700 3,071,875 20,150 258,124
ALLETE INC COM 01852210 37,744 1,233,450 SH 1,224,510 6,660 2,280 1,180,144 42,080 11,226
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 5,394 159,813 SH 149,788 6,235 3,790 155,523 3,790 500
ALLIANCE DATA SYSTEM COM 01858110 9,337 337,335 SH 337,035 300 323,035 14,300
ALLIANCE GAMING CORP COM NEW 01859P60 22,829 926,131 SH 925,331 800 849,181 800 76,150
ALLIANCE IMAGING INC COM NEW 01860620 775 209,519 SH 209,519 209,019 500
ALLIANCE RES PARTNER UT LTD PAR 01877R10 388 11,300 SH 11,300 11,300
ALLIANCE SEMICONDUCT COM 01877H10 4,113 578,449 SH 578,449 354,809 223,640
ALLIANT ENERGY CORP COM 01880210 41,738 1,676,241 SH 1,662,191 9,450 4,600 1,655,026 4,600 16,615
ALLIANT TECHSYSTEMS COM 01880410 25,552 442,386 SH 441,276 440 670 429,566 670 12,150
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 970 76,274 SH 76,274 76,274
ALLIED CAP CORP NEW COM 01903Q10 36,300 1,301,998 SH 1,291,423 4,835 5,740 1,227,906 5,740 68,352
ALLIED DOMECQ PLC SPON ADR N 01912120 393 12,439 SH 12,439 12,439
ALLIED IRISH BKS P L SPON ADR O 01922840 651 20,510 SH 20,510 20,510
ALLIED WASTE INDS IN COM PAR$.0 01958930 109,222 7,869,048 SH 7,844,928 17,845 6,275 7,369,502 9,375 490,171
ALLMERICA FINL CORP COM 01975410 65,421 2,126,143 SH 1,281,820 840,185 4,138 1,208,300 839,543 78,300
ALLOS THERAPEUTICS I COM 01977710 689 191,971 SH 191,971 191,971
ALLOY INC COM 01985510 3,064 588,167 SH 588,167 535,967 52,200
ALLSCRIPTS HEALTHCAR COM 01988P10 2,047 384,695 SH 384,695 374,995 9,700
ALLSTATE CORP COM 02000210 906,468 21,070,856 SH 21,004,769 56,915 9,172 19,094,252 129,491 1,847,113
ALLSTREAM INC CL B LT VT 02004C20 6,017 104,924 SH 104,924 104,924
ALLTEL CORP COM 02003910 414,403 8,896,589 SH 8,113,312 634,436 148,841 8,152,059 164,613 579,917
ALPHARMA INC CL A 02081310 22,642 1,126,448 SH 1,125,248 1,200 1,068,898 57,550
ALTEON INC COM 02144G10 764 486,438 SH 486,438 434,338 52,100
ALTERA CORP COM 02144110 276,879 12,224,227 SH 12,104,907 80,420 38,900 11,010,533 237,026 976,668
ALTIRIS INC COM 02148M10 6,004 164,596 SH 164,596 148,996 15,600
ALTRIA GROUP INC COM 02209S10 4,075,329 74,886,609 SH 53,151,049 21,472,766 262,794 50,139,807 21,592,902 3,153,900
ALUMINA LTD SPONSORED 02220510 241 11,999 SH 11,999 11,999
AMAZON COM INC COM 02313510 161,371 3,066,732 SH 3,057,172 8,420 1,140 2,782,870 8,840 275,022
AMB PROPERTY CORP COM 00163T10 49,632 1,509,477 SH 1,509,477 1,438,438 100 70,939
AMBAC FINL GROUP INC COM 02313910 205,048 2,955,013 SH 2,939,838 7,425 7,750 2,639,709 12,310 302,994
AMBASSADORS GROUP IN COM 02317710 1,839 78,295 SH 78,195 100 77,995 100 200
AMBASSADORS INTL INC COM 02317810 1,016 80,974 SH 80,874 100 80,674 100 200
AMC ENTMT INC COM 00166910 8,288 544,910 SH 544,910 500,460 44,450
AMCOL INTL CORP COM 02341W10 6,818 335,838 SH 335,838 300,738 35,100
AMCORE FINL INC COM 02391210 11,710 431,786 SH 431,786 394,336 37,450
AMDOCS LTD ORD G0260210 2,439 108,500 SH 108,500 17,443 91,057
Page Total 7,013,597
Page 3 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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AMERADA HESS CORP COM 02355110 148,067 2,784,779 SH 2,775,944 5,560 3,275 2,525,708 12,175 246,896
AMERCO COM 02358610 673 31,313 SH 31,313 31,313
AMEREN CORP COM 02360810 231,398 5,030,381 SH 5,023,486 6,495 400 4,648,228 1,956 380,197
AMERICA MOVIL S A DE SPON ADR L 02364W10 9,737 356,130 SH 356,130 183,106 144,286 28,738
AMERICA SVC GROUP IN COM 02364L10 404 13,067 SH 13,067 13,067
AMERICA WEST HLDG CO CL B 02365720 7,019 566,048 SH 566,048 494,028 72,020
AMERICAN AXLE & MFG COM 02406110 36,578 904,951 SH 904,701 250 800,351 10,800 93,800
AMERICAN CAPITAL STR COM 02493710 18,571 624,668 SH 622,728 1,940 620,739 3,929
AMERICAN EAGLE OUTFI COM 02553E10 22,952 1,399,482 SH 1,397,742 1,700 40 1,314,642 40 84,800
AMERICAN ELEC PWR IN COM 02553710 359,187 11,772,756 SH 11,729,648 37,138 5,970 10,897,112 10,270 865,374
AMERICAN EXPRESS CO COM 02581610 2,018,000 41,841,172 SH 40,855,038 806,036 180,098 37,690,098 440,890 3,710,184
AMERICAN FINL GROUP COM 02593210 17,590 664,788 SH 662,808 1,980 642,495 22,293
AMERICAN FINL RLTY T COM 02607P30 921 54,000 SH 54,000 54,000
AMERICAN GREETINGS C CL A 02637510 46,293 2,116,733 SH 2,112,713 4,020 1,908,708 700 207,325
AMERICAN HEALTHWAYS COM 02649V10 11,681 489,372 SH 489,372 446,372 43,000
AMERICAN HOME MTG IN COM 02660R10 7,071 314,140 SH 314,140 285,138 29,002
AMERICAN INTL GROUP COM 02687410 4,947,721 74,648,780 SH 71,521,004 2,028,297 1,099,479 66,165,479 1,290,908 7,192,393
AMERICAN ITALIAN PAS CL A 02707010 11,247 268,421 SH 266,271 150 2,000 239,521 2,000 26,900
AMERICAN LD LEASE IN COM 02711810 1,839 92,185 SH 92,185 75,285 16,900
AMERICAN MED SEC GRO COM 02744P10 5,088 226,946 SH 194,931 32,015 177,931 32,015 17,000
AMERICAN MED SYS HLD COM 02744M10 8,727 399,937 SH 399,937 370,237 29,700
AMERICAN MGMT SYS IN COM 02735210 11,289 748,635 SH 746,635 2,000 674,835 73,800
AMERICAN MTG ACCEP C SH BEN INT 02756810 2,118 129,955 SH 129,955 110,655 19,300
AMERICAN NATL BANKSH COM 02774510 1,971 75,571 SH 75,571 67,371 8,200
AMERICAN NATL INS CO COM 02859110 11,345 134,288 SH 133,518 770 133,333 955
AMERICAN PHARMACEUTI COM 02886P10 6,315 187,949 SH 187,709 240 187,249 700
AMERICAN PHYSICIANS COM 02888410 2,548 138,503 SH 138,503 120,853 17,650
AMERICAN PWR CONVERS COM 02906610 134,236 5,479,013 SH 5,458,648 16,140 4,225 4,884,054 6,225 588,734
AMERICAN REAL ESTATE DEPOSITRY 02916910 725 42,625 SH 42,625 42,625
AMERICAN RLTY INVS I COM 02917410 446 48,903 SH 48,903 48,703 200
AMERICAN SOFTWARE IN CL A 02968310 220 30,700 SH 30,700 30,700
AMERICAN STD COS INC COM 02971210 190,528 1,892,032 SH 1,886,037 5,695 300 1,704,720 13,284 174,028
AMERICAN STS WTR CO COM 02989910 6,247 249,896 SH 249,896 228,996 20,900
AMERICAN SUPERCONDUC COM 03011110 383 27,650 SH 18,850 8,800 27,650
AMERICAN TOWER CORP CL A 02991220 22,257 2,056,992 SH 2,016,522 34,150 6,320 2,038,581 6,320 12,091
AMERICAN WOODMARK CO COM 03050610 6,901 125,350 SH 125,250 100 110,400 100 14,850
AMERICANWEST BANCORP COM 03058P10 3,278 143,785 SH 143,785 128,585 15,200
AMERICAS CAR MART IN COM 03062T10 1,892 70,620 SH 70,620 70,320 300
AMERICREDIT CORP COM 03060R10 38,469 2,414,856 SH 2,401,616 12,780 460 2,392,923 1,510 20,423
AMERIGROUP CORP COM 03073T10 19,482 456,787 SH 456,787 423,687 33,100
AMERISOURCEBERGEN CO COM 03073E10 159,974 2,849,044 SH 2,838,337 10,422 285 2,618,426 1,529 229,089
AMERISTAR CASINOS IN COM 03070Q10 4,387 179,266 SH 179,266 163,616 15,650
AMERITRADE HLDG CORP COM 03074K10 37,093 2,629,063 SH 2,624,983 2,580 1,500 2,520,568 1,500 106,995
AMERON INTL INC COM 03071010 4,313 124,336 SH 124,336 109,316 15,020
AMERSHAM PLC SPONSORED 03071910 1,033 15,126 SH 15,126 15,126
AMERUS GROUP CO COM 03072M10 28,299 809,232 SH 807,172 2,060 751,332 57,900
AMETEK INC NEW COM 03110010 20,115 416,796 SH 414,756 2,040 412,463 4,333
AMGEN INC COM 03116210 2,301,376 37,245,121 SH 36,598,304 471,409 175,408 33,235,451 412,255 3,597,415
AMIS HLDGS INC COM 03153810 512 28,000 SH 28,000 28,000
AMKOR TECHNOLOGY INC COM 03165210 35,747 1,970,628 SH 1,965,583 220 4,825 1,853,303 4,825 112,500
AMLI RESIDENTIAL PPT SH BEN INT 00173510 10,464 390,466 SH 390,466 350,800 39,666
Page Total 10,974,725
Page 4 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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AMN HEALTHCARE SERVI COM 00174410 5,804 338,211 SH 337,625 586 319,135 19,076
AMPCO-PITTSBURGH COR COM 03203710 964 70,542 SH 70,542 54,342 16,200
AMPHENOL CORP NEW CL A 03209510 18,348 287,007 SH 283,754 620 2,633 277,583 2,633 6,791
AMR CORP COM 00176510 35,736 2,759,499 SH 2,755,679 3,680 140 2,461,109 140 298,250
AMSOUTH BANCORPORATI COM 03216510 228,404 9,322,592 SH 9,250,122 42,911 29,559 8,537,924 48,035 736,633
AMSURG CORP COM 03232P40 13,059 344,115 SH 344,115 312,365 31,750
AMVESCAP PLC SPONSORED 03235E10 377 25,601 SH 25,601 25,601
AMYLIN PHARMACEUTICA COM 03234610 21,084 948,889 SH 945,653 1,000 2,236 938,068 2,236 8,585
ANADARKO PETE CORP COM 03251110 372,321 7,298,978 SH 6,937,444 215,805 145,729 6,553,638 148,229 597,111
ANALOG DEVICES INC COM 03265410 528,618 11,579,811 SH 11,078,278 361,063 140,470 10,368,645 225,033 986,133
ANALOGIC CORP COM PAR $0 03265720 6,006 146,309 SH 146,109 200 122,959 23,350
ANAREN INC COM 03274410 5,264 372,785 SH 372,785 335,235 37,550
ANCHOR BANCORP WIS I COM 03283910 13,795 554,016 SH 554,016 511,366 42,650
ANDREW CORP COM 03442510 56,734 4,895,119 SH 4,879,856 13,892 1,371 4,407,589 3,371 484,159
ANDRX CORP DEL ANDRX GROU 03455310 17,369 722,515 SH 718,095 4,420 716,861 100 5,554
ANGELICA CORP COM 03466310 5,377 244,422 SH 243,842 580 223,392 580 20,450
ANHEUSER BUSCH COS I COM 03522910 1,243,650 23,607,626 SH 23,104,370 295,454 207,802 21,228,030 367,698 2,011,898
ANIXTER INTL INC COM 03529010 15,376 594,135 SH 593,815 320 538,585 55,550
ANNALY MTG MGMT INC COM 03571040 20,304 1,103,494 SH 1,103,494 1,039,394 48,400 15,700
ANNTAYLOR STORES COR COM 03611510 38,497 987,112 SH 986,062 900 150 916,417 150 70,545
ANSOFT CORP COM 03638410 1,446 114,117 SH 101,003 13,114 100,703 13,114 300
ANSYS INC COM 03662Q10 17,730 446,610 SH 446,510 100 424,860 21,750
ANTEON INTL CORP COM 03674E10 11,966 331,915 SH 331,915 304,715 27,200
ANTHEM INC COM 03674B10 304,043 4,053,906 SH 3,913,862 138,989 1,055 3,560,816 138,097 354,993
ANTHRACITE CAP INC COM 03702310 8,940 807,619 SH 801,019 6,600 716,852 90,767
ANTIGENICS INC DEL COM 03703210 4,880 430,320 SH 430,220 100 358,850 71,470
ANWORTH MORTGAGE ASS COM 03734710 8,827 633,668 SH 631,868 1,800 592,568 1,800 39,300
AO TATNEFT SPON ADR R 03737P30 1,303 57,145 SH 57,145 34,793 16,802 5,550
AON CORP COM 03738910 711,268 29,710,442 SH 9,468,513 20,231,920 10,009 8,730,590 20,224,430 755,422
APAC CUSTOMER SERVIC COM 00185E10 967 371,954 SH 371,954 370,754 1,200
APACHE CORP COM 03741110 363,100 4,477,194 SH 4,354,011 102,358 20,825 4,072,753 22,670 381,771
APARTMENT INVT & MGM CL A 03748R10 105,793 3,066,454 SH 3,066,454 2,845,582 900 219,972
APHTON CORP COM 03759P10 2,159 359,898 SH 359,898 339,698 20,200
APOGEE ENTERPRISES I COM 03759810 14,668 1,292,292 SH 1,292,192 100 372,244 870,748 49,300
APOGENT TECHNOLOGIES COM 03760A10 28,086 1,219,029 SH 1,217,379 550 1,100 1,205,097 1,100 12,832
APOLLO GROUP INC CL A 03760410 283,627 4,182,674 SH 4,171,242 10,982 450 3,822,961 26,442 333,271
APOLLO GROUP INC COM UNV PH 03760420 10,351 150,161 SH 149,661 500 148,961 1,200
APPLE COMPUTER INC COM 03783310 207,533 9,711,399 SH 9,684,779 23,860 2,760 8,781,050 20,752 909,597
APPLEBEES INTL INC COM 03789910 34,691 881,822 SH 856,322 25,500 858,910 350 22,562
APPLERA CORP COM AP BIO 03802010 142,439 6,877,785 SH 6,690,872 175,793 11,120 6,370,728 13,120 493,937
APPLERA CORP COM CE GEN 03802020 26,201 1,883,580 SH 1,880,580 2,800 200 1,763,830 200 119,550
APPLICA INC COM 03815A10 2,709 356,513 SH 356,513 308,913 47,600
APPLIED FILMS CORP COM 03819710 7,983 241,748 SH 241,748 222,898 18,850
APPLIED INDL TECHNOL COM 03820C10 6,734 282,215 SH 279,415 2,800 255,865 26,350
APPLIED MATLS INC COM 03822210 1,042,061 46,437,651 SH 45,233,291 839,767 364,593 41,673,792 613,408 4,150,451
APPLIED MICRO CIRCUI COM 03822W10 44,596 7,469,969 SH 7,453,611 14,338 2,020 7,070,814 5,020 394,135
APPLIED MOLECULAR EV COM 03823E10 424 23,791 SH 23,791 23,791
APPLIED SIGNAL TECHN COM 03823710 3,118 134,524 SH 134,524 121,224 13,300
APRIA HEALTHCARE GRO COM 03793310 22,253 781,621 SH 781,621 774,186 7,435
APTARGROUP INC COM 03833610 24,659 632,270 SH 476,292 76,228 79,750 549,920 79,750 2,600
AQUANTIVE INC COM 03839G10 7,928 773,418 SH 773,418 705,418 68,000
Page Total 6,099,569
Page 5 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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AQUILA INC COM 03840P10 12,747 3,760,241 SH 3,756,746 3,015 480 3,488,961 480 270,800
ARACRUZ CELULOSE S A SPON ADR P 03849620 2,217 63,268 SH 63,268 37,125 19,749 6,394
ARAMARK CORP CL B 03852110 36,953 1,347,675 SH 1,342,405 3,320 1,950 1,277,688 30,650 39,337
ARBITRON INC COM 03875Q10 22,525 539,909 SH 538,139 1,769 1 488,304 1 51,604
ARCH CAP GROUP LTD ORD G0450A10 1,251 31,376 SH 31,376 31,376
ARCH CHEMICALS INC COM 03937R10 9,089 354,203 SH 354,103 100 325,503 100 28,600
ARCH COAL INC COM 03938010 30,340 973,356 SH 973,163 86 107 899,899 107 73,350
ARCHER DANIELS MIDLA COM 03948310 256,500 16,852,829 SH 16,812,668 32,081 8,080 15,042,116 37,930 1,772,783
ARCHSTONE SMITH TR COM 03958310 81,815 2,924,042 SH 2,924,042 2,753,106 400 170,536
ARCTIC CAT INC COM 03967010 6,923 283,373 SH 283,373 251,274 32,099
ARDEN GROUP INC CL A 03976210 2,068 26,679 SH 26,679 25,679 1,000
ARDEN RLTY INC COM 03979310 29,618 976,195 SH 976,195 941,384 34,811
ARENA PHARMACEUTICAL COM 04004710 1,817 293,081 SH 293,081 244,131 48,950
ARGONAUT GROUP INC COM 04015710 6,428 413,672 SH 413,672 372,772 40,900
ARGOSY GAMING CO COM 04022810 11,555 444,579 SH 444,479 100 406,279 38,300
ARIAD PHARMACEUTICAL COM 04033A10 4,908 658,729 SH 658,729 606,129 52,600
ARIBA INC COM 04033V10 13,854 4,618,143 SH 4,613,523 4,500 120 4,186,173 120 431,850
ARKANSAS BEST CORP D COM 04079010 11,082 352,266 SH 352,266 318,266 34,000
ARMOR HOLDINGS INC COM 04226010 17,127 650,962 SH 650,962 613,662 37,300
ARRIS GROUP INC COM 04269Q10 8,781 1,212,852 SH 1,212,852 1,097,702 115,150
ARROW ELECTRS INC COM 04273510 39,427 1,703,843 SH 1,697,483 6,060 300 1,607,274 300 96,269
ARROW FINL CORP COM 04274410 3,765 135,628 SH 135,628 121,599 14,029
ARROW INTL INC COM 04276410 11,617 465,046 SH 461,046 4,000 428,574 36,472
ARTESYN TECHNOLOGIES COM 04312710 5,387 632,310 SH 632,310 555,569 76,741
ARTHROCARE CORP COM 04313610 8,646 352,912 SH 352,912 313,962 38,950
ARTISAN COMPONENTS I COM 04292310 6,067 295,956 SH 295,456 500 267,906 28,050
ARVINMERITOR INC COM 04335310 21,463 889,854 SH 886,245 3,410 199 879,655 199 10,000
ASBURY AUTOMOTIVE GR COM 04343610 3,887 217,057 SH 217,057 199,757 17,300
ASCENTIAL SOFTWARE C COM NEW 04362P20 30,919 1,191,925 SH 1,188,505 3,370 50 1,090,300 50 101,575
ASHLAND INC COM 04420410 95,750 2,173,171 SH 2,170,003 2,630 538 2,056,258 1,338 115,575
ASHWORTH INC COM 04516H10 265 32,813 SH 32,813 32,813
ASIAINFO HLDGS INC COM 04518A10 3,100 464,145 SH 464,145 404,395 59,750
ASK JEEVES INC COM 04517410 14,423 795,976 SH 793,601 2,375 737,501 2,375 56,100
ASML HLDG NV N Y SHS N0705911 4,507 224,799 SH 29,799 195,000 21,599 203,200
ASPECT COMMUNICATION COM 04523Q10 13,961 886,396 SH 886,396 775,471 110,925
ASPECT MED SYS INC COM 04523510 1,734 151,667 SH 151,467 200 149,767 200 1,700
ASPEN TECHNOLOGY INC COM 04532710 6,351 619,036 SH 619,036 536,636 82,400
ASSOCIATED BANC CORP COM 04548710 40,605 948,710 SH 945,860 2,652 198 920,672 508 27,530
ASSOCIATED ESTATES R COM 04560410 2,696 368,768 SH 368,768 347,736 21,032
ASTEC INDS INC COM 04622410 3,277 266,453 SH 266,393 60 242,493 60 23,900
ASTORIA FINL CORP COM 04626510 41,240 1,108,613 SH 1,100,713 7,300 600 1,071,167 600 36,846
ASTRAZENECA PLC SPONSORED 04635310 8,869 183,327 SH 183,327 183,327
ASYST TECHNOLOGY COR COM 04648X10 13,540 785,392 SH 785,392 684,082 101,310
AT RD INC COM 04648K10 6,543 491,970 SH 491,970 448,770 43,200
AT&T CORP COM NEW 00195750 536,150 26,411,350 SH 26,237,003 152,222 22,125 24,222,338 50,435 2,138,577
AT&T WIRELESS SVCS I COM 00209A10 561,021 70,215,381 SH 69,581,010 571,091 63,280 63,772,449 161,908 6,281,024
ATARI INC COM 04651M10 770 183,229 SH 183,229 182,929 300
ATHEROGENICS INC COM 04743910 8,881 597,646 SH 597,646 541,496 56,150
ATLANTIC COAST AIRLI COM 04839610 7,661 777,741 SH 777,741 709,041 68,700
ATMEL CORP COM 04951310 51,701 8,602,448 SH 8,598,268 3,880 300 8,123,500 244,703 234,245
ATMI INC COM 00207R10 11,821 509,326 SH 505,226 4,100 466,376 42,950
Page Total 2,133,643
Page 6 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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ATMOS ENERGY CORP COM 04956010 22,346 919,580 SH 919,130 300 150 843,380 150 76,050
ATRIX LABS INC COM 04962L10 8,318 346,008 SH 344,608 1,400 311,558 34,450
ATWOOD OCEANICS INC COM 05009510 4,971 155,643 SH 154,243 1,400 138,393 17,250
AUDIOVOX CORP CL A 05075710 4,786 372,703 SH 372,703 347,490 25,213
AUGUST TECHNOLOGY CO COM 05106U10 293 15,726 SH 15,726 15,726
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 873 13,059 SH 13,059 13,059
AUTHENTIDATE HLDG CO COM 05266610 300 25,200 SH 25,200 25,200
AUTOBYTEL INC COM 05275N10 8,797 965,618 SH 965,618 917,818 47,800
AUTODESK INC COM 05276910 69,764 2,838,238 SH 2,825,688 9,850 2,700 2,628,681 19,100 190,457
AUTOLIV INC COM 05280010 38,034 1,010,208 SH 979,689 23,429 7,090 992,268 7,340 10,600
AUTOMATIC DATA PROCE COM 05301510 783,388 19,777,527 SH 17,099,594 1,750,370 927,563 17,176,931 1,040,178 1,560,418
AUTONATION INC COM 05329W10 123,781 6,738,240 SH 6,721,310 16,290 640 6,199,110 3,840 535,290
AUTOZONE INC COM 05333210 248,711 2,918,795 SH 2,913,799 4,896 100 2,569,386 23,931 325,478
AVALONBAY CMNTYS INC COM 05348410 63,555 1,329,599 SH 1,329,599 1,252,213 77,386
AVANEX CORP COM 05348W10 5,086 1,019,331 SH 1,019,143 188 931,331 88,000
AVANT IMMUNOTHERAPEU COM 05349110 2,797 1,020,816 SH 1,020,816 927,916 92,900
AVATAR HLDGS INC COM 05349410 2,583 69,952 SH 69,952 62,552 7,400
AVAYA INC COM 05349910 130,594 10,092,236 SH 10,060,826 24,679 6,731 9,457,740 68,547 565,949
AVENTIS SPONSORED 05356110 4,521 68,234 SH 33,234 35,000 31,734 36,500
AVERY DENNISON CORP COM 05361110 175,664 3,135,734 SH 2,863,737 174,444 97,553 2,766,692 113,620 255,422
AVI BIOPHARMA INC COM 00234610 1,170 287,348 SH 287,348 286,548 800
AVIALL INC NEW COM 05366B10 7,611 490,732 SH 490,732 453,482 37,250
AVID TECHNOLOGY INC COM 05367P10 27,693 576,944 SH 576,844 100 526,144 100 50,700
AVISTA CORP COM 05379B10 15,305 844,624 SH 844,424 200 760,774 200 83,650
AVNET INC COM 05380710 62,430 2,882,259 SH 2,872,563 8,024 1,672 2,649,887 172,072 60,300
AVOCENT CORP COM 05389310 21,490 588,434 SH 585,834 2,400 200 582,334 200 5,900
AVON PRODS INC COM 05430310 428,316 6,346,356 SH 6,263,027 76,224 7,105 5,710,363 42,093 593,900
AVX CORP NEW COM 00244410 11,181 672,758 SH 666,983 900 4,875 665,421 4,875 2,462
AXA SPONSORED 05453610 6,454 300,610 SH 105,610 195,000 93,787 206,823
AXCELIS TECHNOLOGIES COM 05454010 20,360 1,982,452 SH 1,981,977 375 100 1,816,790 100 165,562
AXONYX INC COM 05461R10 271 55,557 SH 55,557 55,557
AZTAR CORP COM 05480210 11,337 503,869 SH 503,019 850 451,619 850 51,400
B A S F A G SPONSORED 05526250 2,682 48,102 SH 48,102 48,102
BAKER HUGHES INC COM 05722410 306,855 9,541,516 SH 9,149,357 354,668 37,491 8,871,940 41,041 628,535
BALDOR ELEC CO COM 05774110 12,738 557,465 SH 557,465 500,115 57,350
BALDWIN & LYONS INC CL B 05775520 3,718 132,517 SH 132,517 114,194 18,323
BALL CORP COM 05849810 91,546 1,536,785 SH 1,532,155 4,430 200 1,426,741 8,325 101,719
BALLY TOTAL FITNESS COM 05873K10 3,560 508,598 SH 508,598 452,498 56,100
BANCFIRST CORP COM 05945F10 3,662 63,419 SH 63,419 57,962 5,457
BANCO BILBAO VIZCAYA SPONSORED 05946K10 2,234 161,297 SH 161,297 161,297
BANCO BRADESCO S A SP ADR PFD 05946020 3,742 141,693 SH 141,693 81,805 46,165 13,723
BANCO SANTANDER CENT ADR 05964H10 2,492 207,495 SH 207,495 207,495
BANCO SANTANDER CHIL SP ADR REP 05965X10 2,152 90,487 SH 90,487 53,434 25,494 11,559
BANCORPSOUTH INC COM 05969210 18,654 786,407 SH 785,197 1,210 782,357 4,050
BANCTRUST FINANCIAL COM 05978R10 1,450 90,530 SH 90,530 90,130 400
BANDAG INC COM 05981510 15,038 365,004 SH 364,504 300 200 339,504 200 25,300
BANK HAWAII CORP COM 06254010 32,291 765,198 SH 759,348 5,850 756,576 8,622
BANK MUTUAL CORP NEW COM 06375010 7,803 685,114 SH 685,114 624,751 60,363
BANK NEW YORK INC COM 06405710 671,593 20,277,568 SH 20,038,576 181,708 57,284 18,560,047 65,434 1,652,087
BANK OF AMERICA CORP COM 06050510 3,587,000 44,597,782 SH 43,950,691 493,472 153,619 40,083,162 251,672 4,262,948
BANK OF GRANITE CORP COM 06240110 5,319 244,312 SH 244,312 217,812 26,500
Page Total 7,087,308
Page 7 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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BANK OF THE OZARKS I COM 06390410 3,473 154,128 SH 154,128 138,528 15,600
BANK ONE CORP COM 06423A10 1,453,779 31,888,122 SH 31,763,600 94,246 30,276 28,481,764 237,341 3,169,017
BANK SOUTH CAROLINA COM 06506610 207 14,806 SH 14,806 14,806
BANKATLANTIC BANCORP CL A 06590850 25,794 1,357,597 SH 1,357,597 1,274,547 83,050
BANKNORTH GROUP INC COM 06646R10 111,096 3,415,190 SH 2,485,439 888,925 40,826 3,231,130 40,826 143,234
BANKRATE INC COM 06646V10 1,044 84,350 SH 84,350 84,150 200
BANKUNITED FINL CORP CL A 06652B10 12,568 487,328 SH 487,328 443,978 43,350
BANNER CORP COM 06652V10 6,020 239,375 SH 239,375 222,075 17,300
BANTA CORP COM 06682110 30,907 763,140 SH 758,120 4,120 900 716,249 900 45,991
BARCLAYS PLC ADR 06738E20 7,056 194,111 SH 107,111 87,000 103,511 90,600
BARD C R INC COM 06738310 164,236 2,021,369 SH 2,018,609 2,760 1,789,328 7,700 224,341
BARNES & NOBLE INC COM 06777410 107,077 3,259,562 SH 3,254,332 2,530 2,700 2,884,538 84,500 290,524
BARNES GROUP INC COM 06780610 7,331 226,897 SH 225,897 1,000 207,147 19,750
BARR LABS INC COM 06830610 67,571 878,113 SH 872,501 2,375 3,237 856,968 3,237 17,908
BARRA INC COM 06831310 10,096 283,840 SH 283,590 250 257,290 26,550
BARRICK GOLD CORP COM 06790110 585 25,745 SH 25,745 23,079 2,666
BASSETT FURNITURE IN COM 07020310 3,473 210,472 SH 209,832 640 190,482 640 19,350
BAUSCH & LOMB INC COM 07170710 104,560 2,014,646 SH 2,012,136 2,010 500 1,749,563 45,450 219,633
BAXTER INTL INC COM 07181310 622,660 20,401,706 SH 15,701,018 4,672,131 28,557 14,262,459 4,669,556 1,469,691
BAY VIEW CAP CORP DE COM 07262L10 2,292 1,071,140 SH 1,070,940 200 987,540 83,600
BAYER A G SPONSORED 07273030 1,450 49,311 SH 49,311 49,311
BB&T CORP COM 05493710 529,086 13,692,714 SH 13,654,478 36,869 1,367 12,687,364 26,595 978,755
BEA SYS INC COM 07332510 58,382 4,746,486 SH 4,723,271 15,075 8,140 4,418,619 8,140 319,727
BEAR STEARNS COS INC COM 07390210 200,201 2,504,072 SH 2,495,524 8,448 100 2,303,521 1,250 199,301
BEARINGPOINT INC COM 07400210 15,777 1,563,640 SH 1,556,300 7,240 100 1,552,340 100 11,200
BEASLEY BROADCAST GR CL A 07401410 1,042 63,001 SH 63,001 62,801 200
BEAZER HOMES USA INC COM 07556Q10 22,700 232,440 SH 232,440 206,470 25,970
BEBE STORES INC COM 07557110 2,371 91,221 SH 91,221 91,021 200
BECKMAN COULTER INC COM 07581110 133,795 2,632,215 SH 2,627,741 1,074 3,400 2,442,515 62,700 127,000
BECTON DICKINSON & C COM 07588710 467,249 11,357,527 SH 11,333,112 18,635 5,780 6,386,624 4,320,739 650,164
BED BATH & BEYOND IN COM 07589610 334,464 7,715,437 SH 7,655,322 43,970 16,145 7,017,986 66,019 631,432
BEDFORD PPTY INVS IN COM PAR $0 07644630 10,374 362,354 SH 362,354 320,256 42,098
BEI TECHNOLOGIES INC COM 05538P10 4,826 241,275 SH 241,275 217,475 23,800
BEL FUSE INC CL B 07734730 4,872 149,321 SH 149,321 135,321 14,000
BEL FUSE INC CL A 07734720 307 10,271 SH 10,271 10,271
BELDEN INC COM 07745910 9,065 429,848 SH 429,848 383,748 46,100
BELLSOUTH CORP COM 07986010 4,160,782 147,024,110 SH 144,060,906 2,644,680 318,524 50,416,201 91,292,401 5,315,508
BELO CORP COM SER A 08055510 38,795 1,368,930 SH 1,365,640 2,890 400 1,345,130 4,100 19,700
BEMIS INC COM 08143710 70,519 1,410,382 SH 1,397,937 6,645 5,800 1,298,999 6,300 105,083
BENCHMARK ELECTRS IN COM 08160H10 46,278 1,329,451 SH 1,328,251 1,200 1,143,076 17,400 168,975
BENTLEY PHARMACEUTIC COM 08265710 2,924 219,878 SH 219,878 194,878 25,000
BERKLEY W R CORP COM 08442310 41,546 1,188,715 SH 1,188,275 440 1,074,302 11,450 102,963
BERKSHIRE HATHAWAY I CL B 08467020 472,270 167,769 SH 164,176 1,527 2,066 2,458 165,213 98
BERKSHIRE HILLS BANC COM 08468010 3,284 90,719 SH 90,719 78,719 12,000
BERRY PETE CO CL A 08578910 6,690 330,363 SH 330,163 200 299,913 30,450
BEST BUY INC COM 08651610 437,968 8,383,761 SH 8,329,443 49,522 4,796 7,600,242 62,661 720,858
BEVERLY ENTERPRISES COM NEW 08785130 14,257 1,659,666 SH 1,659,666 1,485,966 173,700
BG PLC ADR FIN IN 05543420 1,032 39,613 SH 39,613 39,613
BHA GROUP HLDGS INC COM 05544610 1,784 70,942 SH 70,942 70,742 200
BHP BILLITON LTD SPONSORED 08860610 1,555 85,167 SH 85,167 85,167
BIG 5 SPORTING GOODS COM 08915P10 4,750 226,730 SH 226,730 205,830 20,900
Page Total 9,842,223
Page 8 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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BIG LOTS INC COM 08930210 39,421 2,774,198 SH 2,770,288 3,810 100 2,621,855 1,500 150,843
BIO RAD LABS INC CL A 09057220 11,701 202,896 SH 202,896 202,196 700
BIOGEN IDEC INC COM 09062X10 339,912 9,261,902 SH 8,408,747 836,172 16,983 8,429,152 65,375 767,375
BIOLASE TECHNOLOGY I COM 09091110 5,601 337,412 SH 337,412 306,612 30,800
BIOMARIN PHARMACEUTI COM 09061G10 8,918 1,149,251 SH 1,149,251 979,671 169,580
BIOMET INC COM 09061310 252,131 6,961,088 SH 6,934,704 24,954 1,430 6,333,597 44,321 583,170
BIOPURE CORP CL A 09065H10 1,273 519,493 SH 514,493 3,000 2,000 468,093 2,000 49,400
BIORELIANCE CORP COM 09095110 5,262 110,051 SH 110,051 106,651 3,400
BIOSITE INC COM 09094510 6,268 216,501 SH 215,501 1,000 195,701 20,800
BIOVAIL CORP COM 09067J10 3,808 177,207 SH 177,207 175,108 2,099
BISYS GROUP INC COM 05547210 22,592 1,518,282 SH 1,516,762 1,320 200 1,502,382 400 15,500
BJ SVCS CO COM 05548210 155,060 4,319,215 SH 4,311,185 6,350 1,680 3,987,106 4,680 327,429
BJS WHOLESALE CLUB I COM 05548J10 37,899 1,650,637 SH 1,644,819 5,718 100 1,542,087 100 108,450
BKF CAP GROUP INC COM 05548G10 878 35,586 SH 35,586 35,586
BLACK & DECKER CORP COM 09179710 135,198 2,741,235 SH 2,732,925 8,210 100 2,385,172 11,850 344,213
BLACK BOX CORP DEL COM 09182610 13,884 301,432 SH 301,432 269,832 31,600
BLACK HILLS CORP COM 09211310 19,815 664,255 SH 659,505 4,650 100 611,919 100 52,236
BLACKROCK INC CL A 09247X10 10,013 188,542 SH 188,542 187,246 1,296
BLAIR CORP COM 09282810 4,239 174,178 SH 174,178 160,328 13,850
BLOCK H & R INC COM 09367110 282,600 5,103,851 SH 5,059,750 30,310 13,791 4,664,078 40,431 399,342
BLOCKBUSTER INC CL A 09367910 9,410 524,210 SH 523,860 350 503,296 20,914
BLOUNT INTL INC NEW COM 09518010 412 52,297 SH 52,297 52,097 200
BLUE RHINO CORP COM 09581110 2,473 178,006 SH 177,106 900 162,306 900 14,800
BLYTH INC COM 09643P10 15,979 495,936 SH 494,440 1,496 491,736 4,200
BMC SOFTWARE INC COM 05592110 138,723 7,438,218 SH 7,417,614 16,734 3,870 6,836,057 6,070 596,091
BOB EVANS FARMS INC COM 09676110 23,505 724,132 SH 722,432 1,700 649,684 74,448
BOC GROUP PLC SPONSORED 05561760 361 11,617 SH 11,617 11,617
BOCA RESORTS INC CL A 09688T10 6,459 431,740 SH 431,240 500 391,840 39,900
BOEING CO COM 09702310 3,857,876 91,549,016 SH 30,182,288 61,337,460 29,268 83,677,083 6,114,452 1,757,481
BOISE CASCADE CORP COM 09738310 104,869 3,191,379 SH 2,152,317 1,038,729 333 2,035,397 1,038,012 117,970
BOK FINL CORP COM NEW 05561Q20 7,920 204,545 SH 204,218 327 203,945 600
BOMBAY CO INC COM 09792410 4,728 580,807 SH 580,807 520,607 60,200
BONE CARE INTL INC COM 09807210 2,054 161,233 SH 161,233 141,833 19,400
BORDERS GROUP INC COM 09970910 33,030 1,506,860 SH 1,503,560 3,000 300 1,465,400 300 41,160
BORG WARNER INC COM 09972410 36,445 428,414 SH 426,174 2,040 200 408,554 200 19,660
BORLAND SOFTWARE COR COM 09984910 13,615 1,399,302 SH 1,396,102 3,200 1,267,802 131,500
BOSTON BEER INC CL A 10055710 2,705 149,128 SH 134,958 14,170 136,328 12,800
BOSTON COMMUNICATION COM 10058210 2,633 283,423 SH 283,423 258,573 24,850
BOSTON PRIVATE FINL COM 10111910 9,034 363,686 SH 362,686 1,000 333,686 1,000 29,000
BOSTON PROPERTIES IN COM 10112110 80,585 1,672,236 SH 1,672,236 1,552,036 120,200
BOSTON SCIENTIFIC CO COM 10113710 778,162 21,168,723 SH 21,116,201 48,600 3,922 19,129,980 126,318 1,912,425
BOTTOMLINE TECH DEL COM 10138810 268 29,796 SH 29,796 29,796
BOWATER INC COM 10218310 36,928 797,418 SH 793,878 540 3,000 766,025 3,000 28,393
BOWNE & CO INC COM 10304310 7,921 584,153 SH 584,153 537,253 46,900
BOYD GAMING CORP COM 10330410 12,652 783,885 SH 783,885 731,985 51,900
BOYDS COLLECTION LTD COM 10335410 1,400 329,365 SH 329,365 328,565 800
BOYKIN LODGING CO COM 10343010 4,837 528,592 SH 528,592 482,785 45,807
BP PLC SPONSORED 05562210 3,018,407 61,163,264 SH 61,063,951 99,313 492,515 60,579,069 91,680
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 683 23,967 SH 23,967 23,967
BRADLEY PHARMACEUTIC COM 10457610 8,686 341,577 SH 341,577 328,177 13,400
BRADY CORP CL A 10467410 14,076 345,413 SH 343,513 1,800 100 310,363 100 34,950
Page Total 9,593,307
Page 9 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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BRANDYWINE RLTY TR SH BEN INT 10536820 25,002 933,967 SH 933,967 860,942 73,025
BRASCAN CORP CL A LTD V 10549P60 599 19,605 SH 19,605 19,605
BRASIL TELECOM PARTI SPON ADR P 10553010 1,035 27,381 SH 27,381 17,817 5,962 3,602
BRE PROPERTIES INC CL A 05564E10 26,012 778,812 SH 778,812 751,376 27,436
BRIGGS & STRATTON CO COM 10904310 40,953 607,605 SH 607,105 500 572,155 35,450
BRIGHT HORIZON FAMIL COM 10919510 9,057 215,654 SH 206,649 9,005 192,604 23,050
BRIGHTPOINT INC COM NEW 10947340 945 54,774 SH 54,774 54,774
BRINKER INTL INC COM 10964110 48,638 1,466,781 SH 1,452,913 10,606 3,262 1,430,229 3,512 33,040
BRINKS CO COM 10969610 29,804 1,318,180 SH 1,317,200 980 1,235,280 82,900
BRISTOL MYERS SQUIBB COM 11012210 1,518,357 53,089,403 SH 51,431,362 860,312 797,729 47,398,350 1,086,102 4,604,951
BRITISH AMERN TOB PL SPONSORED 11044810 32,700 1,181,769 SH 31,395 1,150,374 31,395 1,150,374
BRITISH SKY BROADCAS SPONSORED 11101310 4,366 85,709 SH 19,709 66,000 16,859 68,850
BROADCOM CORP CL A 11132010 248,803 7,313,422 SH 7,298,532 14,630 260 6,660,881 44,260 608,281
BROADVISION INC COM NEW 11141260 1,632 383,037 SH 383,022 15 343,222 15 39,800
BROCADE COMMUNICATIO COM 11162110 16,378 2,833,552 SH 2,820,767 12,365 420 2,728,042 420 105,090
BROOKFIELD HOMES COR COM 11272310 7,289 282,846 SH 282,846 265,546 17,300
BROOKFIELD PPTYS COR COM 11290010 348 12,122 SH 12,122 12,122
BROOKLINE BANCORP IN COM 11373M10 15,397 1,003,747 SH 1,003,747 916,914 86,833
BROOKS AUTOMATION IN COM 11434010 18,407 775,378 SH 768,738 3,845 2,795 706,983 2,795 65,600
BROOKSTONE INC COM 11453710 4,601 215,915 SH 215,915 194,540 21,375
BROOKTROUT INC COM 11458010 344 27,289 SH 27,289 27,289
BROWN & BROWN INC COM 11523610 30,306 929,337 SH 927,937 1,400 921,537 7,800
BROWN FORMAN CORP CL B 11563720 123,172 1,318,049 SH 1,315,059 2,990 1,220,163 8,881 89,005
BROWN SHOE INC NEW COM 11573610 12,854 338,889 SH 338,789 100 311,589 100 27,200
BROWN TOM INC COM NEW 11566020 20,077 622,551 SH 622,451 100 568,576 100 53,875
BRT RLTY TR SH BEN INT 05564530 1,874 64,945 SH 64,945 44,445 20,500
BRUKER BIOSCIENCES C COM 11679410 1,672 367,430 SH 361,630 5,800 366,630 800
BRUNSWICK CORP COM 11704310 81,001 2,544,801 SH 2,539,246 4,280 1,275 2,348,403 2,425 193,973
BRUSH ENGINEERED MAT COM 11742110 3,151 205,789 SH 205,789 205,289 500
BRYN MAWR BK CORP COM 11766510 2,670 110,786 SH 109,986 800 99,586 11,200
BSB BANCORP COM 05565210 6,015 152,277 SH 152,177 100 132,677 19,600
BT GROUP PLC ADR 05577E10 1,290 37,688 SH 37,688 37,688
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,828 40,300 SH 30,500 8,800 1,000 38,600 1,000 700
BUCKEYE TECHNOLOGIES COM 11825510 4,596 457,308 SH 457,308 403,058 54,250
BUCKLE INC COM 11844010 3,006 135,703 SH 135,603 100 125,204 10,499
BUILDING MATLS HLDG COM 12011310 2,951 189,990 SH 189,990 171,840 18,150
BUNGE LIMITED COM G1696210 4,590 139,425 SH 139,425 113,965 25,460
BURLINGTON COAT FACT COM 12157910 8,434 398,595 SH 388,629 9,966 372,445 26,150
BURLINGTON NORTHN SA COM 12189T10 392,626 12,136,826 SH 11,923,190 180,088 33,548 10,987,034 70,409 1,079,383
BURLINGTON RES INC COM 12201410 307,225 5,547,574 SH 5,467,439 71,776 8,359 5,089,561 10,409 447,604
BUTLER MFG CO DEL COM 12365510 237 10,781 SH 10,781 9,781 1,000
C & F FINL CORP COM 12466Q10 2,159 54,393 SH 54,393 47,593 6,800
C COR NET CORP COM 12501010 6,460 580,385 SH 580,385 522,435 57,950
C D I CORP COM 12507110 7,742 236,396 SH 236,096 300 211,496 24,900
C D W CORP COM 12512N10 66,325 1,148,285 SH 1,143,850 2,510 1,925 1,097,380 1,925 48,980
C H ROBINSON WORLDWI COM 12541W10 39,346 1,037,878 SH 1,034,428 3,150 300 1,007,329 300 30,249
C&D TECHNOLOGIES INC COM 12466110 7,691 401,223 SH 401,223 360,723 40,500
CABLE & WIRELESS PUB SPONSORED 12683020 304 43,404 SH 43,404 43,404
CABLE DESIGN TECHNOL COM 12692410 6,969 775,211 SH 775,211 699,261 75,950
CABLEVISION SYS CORP CL A NY CA 12686C10 28,027 1,198,255 SH 1,187,168 6,790 4,297 1,080,446 4,597 113,212
CABOT CORP COM 12705510 304,205 9,554,187 SH 852,508 7,641,940 1,059,739 848,049 8,657,499 48,639
Page Total 3,529,469
Page 10 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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CABOT MICROELECTRONI COM 12709P10 32,909 671,621 SH 422,140 24,006 225,475 406,596 225,475 39,550
CABOT OIL & GAS CORP COM 12709710 25,627 873,147 SH 847,794 6,985 18,368 779,349 18,368 75,430
CACI INTL INC CL A 12719030 32,158 661,423 SH 661,423 615,223 46,200
CADBURY SCHWEPPES PL ADR 12720930 725 24,271 SH 24,271 24,271
CADENCE DESIGN SYSTE COM 12738710 111,746 6,215,006 SH 6,136,106 77,320 1,580 5,780,849 1,680 432,477
CADMUS COMMUNICATION COM 12758710 460 35,415 SH 35,415 35,415
CAL DIVE INTL INC COM 12791410 14,756 611,755 SH 610,755 1,000 550,505 61,250
CALGON CARBON CORP COM 12960310 3,658 589,043 SH 589,043 525,144 63,899
CALIFORNIA AMPLIFIER COM 12990010 238 16,889 SH 16,556 333 16,889
CALIFORNIA FIRST NTN COM 13022210 283 20,020 SH 20,020 20,020
CALIFORNIA PIZZA KIT COM 13054D10 5,271 261,845 SH 261,745 100 236,195 100 25,550
CALIFORNIA WTR SVC G COM 13078810 7,302 266,486 SH 263,086 3,400 235,986 30,500
CALLAWAY GOLF CO COM 13119310 23,949 1,421,277 SH 1,420,107 1,170 1,321,677 99,600
CALLON PETE CO DEL COM 13123X10 204 19,661 SH 19,661 19,661
CALPINE CORP COM 13134710 53,324 11,086,093 SH 11,054,643 21,250 10,200 10,568,204 13,900 503,989
CAMBREX CORP COM 13201110 8,958 354,640 SH 354,380 160 100 316,240 100 38,300
CAMCO FINL CORP COM 13261810 2,345 135,311 SH 135,311 120,411 14,900
CAMDEN NATL CORP COM 13303410 4,058 133,651 SH 133,051 600 116,551 17,100
CAMDEN PPTY TR SH BEN INT 13313110 35,024 790,618 SH 790,618 768,958 21,660
CAMPBELL SOUP CO COM 13442910 264,827 9,881,600 SH 9,839,782 32,626 9,192 8,739,531 69,072 1,072,997
CANADIAN NATL RY CO COM 13637510 751 11,861 SH 11,861 11,861
CANADIAN PAC RY LTD COM 13645T10 561 19,939 SH 19,939 18,639 1,300
CANDELA CORP COM 13690710 2,538 139,597 SH 138,797 800 124,297 800 14,500
CANON INC ADR 13800630 11,889 249,564 SH 162,564 87,000 157,358 92,206
CANTEL MEDICAL CORP COM 13809810 1,566 96,726 SH 96,726 96,426 300
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 25,876 808,630 SH 808,630 769,980 38,650
CAPITAL CITY BK GROU COM 13967410 6,434 139,902 SH 139,902 124,615 15,287
CAPITAL CORP OF THE COM 14006510 3,125 79,060 SH 79,060 71,060 8,000
CAPITAL ONE FINL COR COM 14040H10 413,672 6,749,419 SH 6,698,809 36,860 13,750 6,003,461 79,486 666,472
CAPITAL SOUTHWEST CO COM 14050110 1,405 22,660 SH 22,660 22,660
CAPITALSOURCE INC COM 14055X10 470 21,700 SH 21,700 21,700
CAPITOL BANCORP LTD COM 14056D10 4,322 152,189 SH 152,189 137,439 14,750
CAPITOL FED FINL COM 14057C10 11,078 307,128 SH 303,688 3,440 306,328 800
CAPSTEAD MTG CORP COM NO PAR 14067E50 2,820 168,043 SH 167,993 50 152,743 50 15,250
CAPTIVA SOFTWARE COR COM 14073T10 244 19,260 SH 19,260 19,260
CARAUSTAR INDS INC COM 14090910 13,924 1,009,002 SH 504,746 504,256 960,752 48,250
CARBO CERAMICS INC COM 14078110 12,285 239,699 SH 238,899 800 215,639 24,060
CARDIAC SCIENCE INC COM NEW 14141020 3,342 837,490 SH 837,490 722,740 114,750
CARDINAL HEALTH INC COM 14149Y10 790,878 12,931,294 SH 12,421,826 426,479 82,989 11,753,570 146,889 1,030,835
CARDIODYNAMICS INTL COM 14159710 3,424 573,490 SH 573,490 506,690 66,800
CAREER EDUCATION COR COM 14166510 53,045 1,317,897 SH 1,314,707 3,190 1,279,197 38,700
CAREMARK RX INC COM 14170510 96,221 3,798,679 SH 3,179,949 606,462 12,268 3,018,754 614,468 165,457
CARLISLE COS INC COM 14233910 48,436 795,859 SH 794,871 988 740,059 5,900 49,900
CARLTON COMMUNICATIO ADR 14287220 396 19,596 SH 19,596 19,596
CARMAX INC COM 14313010 49,470 1,599,423 SH 1,593,913 5,120 390 1,550,234 390 48,799
CARMIKE CINEMAS INC COM 14343640 1,544 44,294 SH 44,294 44,194 100
CARNIVAL CORP PAIRED CTF 14365830 464,475 11,690,781 SH 11,609,192 75,359 6,230 10,530,542 12,330 1,147,909
CARPENTER TECHNOLOGY COM 14428510 15,928 538,648 SH 537,248 1,400 494,748 43,900
CARRAMERICA RLTY COR COM 14441810 30,919 1,038,254 SH 1,038,254 1,005,242 33,012
CARREKER CORP COM 14443310 710 50,649 SH 50,649 50,649
CARRIAGE SVCS INC COM 14390510 205 55,400 SH 55,400 55,400
Page Total 2,699,774
Page 11 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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CARRIER ACCESS CORP COM 14446010 245 19,523 SH 19,523 19,523
CARRINGTON LABS INC COM 14452510 215 52,300 SH 52,300 52,300
CARTER INC COM 14622910 698 27,434 SH 26,554 880 26,554 880
CASCADE BANCORP COM 14715410 3,777 196,087 SH 196,087 176,287 19,800
CASCADE CORP COM 14719510 4,107 184,190 SH 184,190 168,790 15,400
CASCADE NAT GAS CORP COM 14733910 4,052 192,151 SH 191,451 700 172,301 700 19,150
CASELLA WASTE SYS IN CL A 14744810 3,315 242,176 SH 242,156 20 207,556 20 34,600
CASEYS GEN STORES IN COM 14752810 13,933 788,956 SH 787,496 720 740 722,966 740 65,250
CASH AMER INTL INC COM 14754D10 10,447 493,246 SH 493,246 456,046 37,200
CASUAL MALE RETAIL G COM 14871110 3,628 522,713 SH 522,713 475,013 47,700
CATALINA MARKETING C COM 14886710 17,228 854,580 SH 854,580 794,180 60,400
CATAPULT COMMUNICATI COM 14901610 1,246 85,922 SH 85,922 85,722 200
CATELLUS DEV CORP NE COM 14911310 22,662 939,559 SH 939,559 933,467 6,092
CATERPILLAR INC DEL COM 14912310 1,163,924 14,019,805 SH 13,920,483 72,365 26,957 13,190,584 44,552 784,669
CATHAY GENERAL BANCO COM 14915010 20,118 359,184 SH 359,099 85 316,916 42,268
CATO CORP NEW CL A 14920510 6,788 331,123 SH 331,123 307,123 24,000
CAVALRY BANCORP INC COM 14954710 1,511 85,474 SH 85,474 85,274 200
CB BANCSHARES INC HA COM 12478510 4,410 70,429 SH 70,329 100 63,199 7,230
CBL & ASSOC PPTYS IN COM 12483010 23,160 409,918 SH 409,918 391,605 18,313
CBRL GROUP INC COM 12489V10 77,429 2,022,697 SH 2,018,697 3,800 200 1,820,897 71,400 130,400
CCBT FINL COS INC COM 12500Q10 5,720 163,664 SH 148,412 14,852 400 145,264 400 18,000
CCC INFORMATION SVCS COM 12487Q10 3,615 213,894 SH 213,894 189,994 23,900
CCF HLDG CO COM 12487X10 253 11,250 SH 11,250 11,250
CDN IMPERIAL BK OF C COM 13606910 980 19,605 SH 19,605 19,605
CEC ENTMT INC COM 12513710 22,216 468,787 SH 468,627 160 435,987 32,800
CEDAR FAIR L P DEPOSITRY 15018510 2,019 65,662 SH 52,462 8,200 5,000 59,662 5,000 1,000
CELANESE AG ORD D1497A10 41,328 1,015,683 SH 2,653 1,013,030 2,653 1,013,030
CELESTICA INC SUB VTG SH 15101Q10 1,281 85,024 SH 85,024 85,024
CELGENE CORP COM 15102010 42,540 947,853 SH 926,078 20,305 1,470 940,569 1,470 5,814
CELL GENESYS INC COM 15092110 8,132 635,781 SH 635,681 100 540,791 100 94,890
CELL THERAPEUTICS IN COM 15093410 5,917 682,470 SH 682,470 539,540 142,930
CELLSTAR CORP COM NEW 15092520 290 22,950 SH 22,950 22,950
CELLTECH GROUP PLC SPONSORED 15115810 248 18,542 SH 18,542 11,742 6,800
CEMEX S A SPON ADR 5 15129088 3,451 131,713 SH 131,713 84,459 33,182 14,072
CENDANT CORP COM 15131310 616,695 27,691,737 SH 27,600,385 86,417 4,935 25,206,559 16,385 2,468,793
CENTENE CORP DEL COM 15135B10 8,949 319,510 SH 319,510 295,660 23,850
CENTENNIAL COMMUNCTN CL A NEW 15133V20 1,162 220,879 SH 220,879 220,379 500
CENTER BANCORP INC COM 15140810 2,269 115,463 SH 115,463 100,663 14,800
CENTER FINL CORP CAL COM 15146E10 1,783 65,437 SH 65,437 65,237 200
CENTERPOINT ENERGY I COM 15189T10 86,836 8,961,420 SH 8,931,714 25,314 4,392 8,253,598 8,242 699,580
CENTERPOINT PPTYS TR COM 15189510 32,748 437,225 SH 437,225 424,597 12,628
CENTEX CONSTRUCTION COM 15231R10 7,362 122,144 SH 121,944 200 111,144 11,000
CENTEX CORP COM 15231210 186,439 1,731,901 SH 1,726,561 4,940 400 1,577,330 4,366 150,205
CENTILLIUM COMMUNICA COM 15231910 4,222 751,201 SH 750,801 400 696,701 54,500
CENTRAL COAST BANCOR COM 15314510 2,264 125,574 SH 125,574 113,834 11,740
CENTRAL EUROPEAN DIS COM 15343510 4,102 129,818 SH 129,818 120,018 9,800
CENTRAL GARDEN & PET COM 15352710 7,354 262,371 SH 262,371 236,371 26,000
CENTRAL PAC FINL COR COM 15476010 8,530 283,965 SH 283,965 258,465 25,500
CENTRAL PKG CORP COM 15478510 5,031 336,940 SH 333,820 2,600 520 308,370 520 28,050
CENTRAL VT PUB SVC C COM 15577110 7,084 301,459 SH 300,819 640 273,219 640 27,600
CENTURY ALUM CO COM 15643110 4,921 258,848 SH 258,848 228,398 30,450
Page Total 2,508,635
Page 12 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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CENTURY BANCORP INC CL A NON V 15643210 3,632 102,438 SH 48,438 54,000 41,138 54,000 7,300
CENTURY BUSINESS SVC COM 15649010 5,473 1,224,295 SH 1,174,295 50,000 1,115,145 109,150
CENTURYTEL INC COM 15670010 141,368 4,333,776 SH 4,210,486 92,505 30,785 4,026,064 35,027 272,685
CEPHALON INC COM 15670810 30,279 625,479 SH 619,419 5,290 770 608,497 770 16,212
CEPHEID COM 15670R10 4,879 509,321 SH 509,321 437,821 71,500
CERADYNE INC COM 15671010 4,662 136,879 SH 136,879 124,879 12,000
CERIDIAN CORP NEW COM 15677910 43,125 2,059,462 SH 2,055,442 3,720 300 1,895,005 300 164,157
CERNER CORP COM 15678210 20,811 549,839 SH 549,639 200 499,689 50,150
CERTEGY INC COM 15688010 30,278 923,119 SH 920,909 1,950 260 848,658 260 74,201
CERUS CORP COM 15708510 1,121 247,003 SH 243,103 3,900 222,503 24,500
CEVA INC COM 15721010 2,338 224,621 SH 224,588 33 223,988 33 600
CFS BANCORP INC COM 12525D10 2,595 175,329 SH 175,329 149,929 25,400
CH ENERGY GROUP INC COM 12541M10 11,722 249,935 SH 248,559 1,266 110 222,819 110 27,006
CHAMPION ENTERPRISES COM 15849610 9,689 1,384,150 SH 1,384,050 100 1,254,150 100 129,900
CHARLES RIV LABS INT COM 15986410 20,660 601,802 SH 597,962 3,640 200 595,702 200 5,900
CHARLES RIVER ASSOCI COM 15985210 4,332 135,421 SH 135,421 121,321 14,100
CHARLOTTE RUSSE HLDG COM 16104810 2,645 191,543 SH 191,543 172,193 19,350
CHARMING SHOPPES INC COM 16113310 10,019 1,828,300 SH 1,828,300 1,602,050 226,250
CHARTER COMMUNICATIO CL A 16117M10 17,300 4,303,387 SH 4,301,292 2,095 3,904,837 950 397,600
CHARTER FINL CORP WE COM 16122M10 2,983 78,506 SH 78,506 78,006 500
CHARTER ONE FINL INC COM 16090310 219,457 6,351,869 SH 6,191,707 124,738 35,424 5,756,134 46,995 548,740
CHARTERMAC SH BEN INT 16090810 14,333 678,341 SH 678,321 20 613,571 20 64,750
CHATTEM INC COM 16245610 4,060 226,803 SH 225,303 1,500 205,503 21,300
CHECK POINT SOFTWARE ORD M2246510 2,216 131,428 SH 131,428 93,927 37,501
CHECKERS DRIVE-IN RE COM NEW 16280930 603 57,900 SH 57,900 57,900
CHECKFREE CORP NEW COM 16281310 52,115 1,884,796 SH 1,877,236 5,225 2,335 1,739,700 15,935 129,161
CHECKPOINT SYS INC COM 16282510 19,127 1,011,467 SH 1,009,967 1,500 961,817 49,650
CHEESECAKE FACTORY I COM 16307210 31,739 720,691 SH 715,221 5,320 150 713,441 150 7,100
CHELSEA PPTY GROUP I COM 16342110 43,512 793,869 SH 793,869 769,921 23,948
CHEMICAL FINL CORP COM 16373110 14,095 387,322 SH 387,322 349,115 38,207
CHEROKEE INC DEL NEW COM 16444H10 2,498 110,253 SH 98,453 11,800 99,453 10,800
CHESAPEAKE CORP COM 16515910 6,834 258,081 SH 257,801 200 80 237,401 80 20,600
CHESAPEAKE ENERGY CO COM 16516710 25,888 1,906,347 SH 1,904,517 1,830 1,886,388 19,959
CHESAPEAKE UTILS COR COM 16530310 2,625 100,753 SH 94,253 6,500 83,853 16,900
CHEVRONTEXACO CORP COM 16676410 3,373,068 39,044,662 SH 31,536,187 7,338,116 170,359 29,096,028 7,361,752 2,586,882
CHICAGO MERCANTILE H CL A 16776010 6,019 83,175 SH 83,025 150 80,909 2,266
CHICAGO PIZZA & BREW COM 16788910 2,399 160,813 SH 160,813 160,413 400
CHICOS FAS INC COM 16861510 45,013 1,218,206 SH 1,211,396 4,630 2,180 1,204,789 2,180 11,237
CHILDRENS PL RETAIL COM 16890510 6,863 256,742 SH 256,742 234,842 21,900
CHIPPAC INC CL A 16965710 6,767 891,574 SH 891,574 796,974 94,600
CHIQUITA BRANDS INTL COM 17003280 16,421 728,836 SH 728,836 668,136 60,700
CHIRON CORP COM 17004010 253,562 4,450,021 SH 4,434,947 13,153 1,921 4,010,761 32,960 406,300
CHITTENDEN CORP COM 17022810 25,992 772,665 SH 730,667 14,610 27,388 676,788 27,388 68,489
CHOICE HOTELS INTL I COM 16990510 21,692 615,373 SH 613,023 2,200 150 568,123 150 47,100
CHOICEPOINT INC COM 17038810 51,879 1,362,018 SH 1,356,316 3,387 2,315 1,299,340 2,315 60,363
CHOLESTECH CORP COM 17039310 1,567 205,112 SH 205,012 100 178,662 26,450
CHORDIANT SOFTWARE I COM 17040410 251 46,012 SH 46,012 46,012
CHRISTOPHER & BANKS COM 17104610 13,614 697,097 SH 696,597 500 640,722 56,375
CHRONIMED INC COM 17116410 1,667 196,605 SH 196,605 175,105 21,500
CHUBB CORP COM 17123210 349,914 5,138,233 SH 5,086,862 37,485 13,886 4,669,504 19,886 448,843
CHURCH & DWIGHT INC COM 17134010 23,514 593,798 SH 593,398 400 564,798 29,000
Page Total 5,009,217
Page 13 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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CHURCHILL DOWNS
INC COM 17148410 3,797 104,406 SH 103,506 900 92,956 11,450
CIBA SPECIALTY
CHEMI SPONSORED 17162W20 6,353 163,996 SH 6,319 157,677 6,319 157,677
CIBER INC COM 17163B10 8,112 936,749 SH 935,249 500 1,000 847,949 1,000 87,800
CIENA CORP COM 17177910 80,802 12,317,306 SH 12,291,115 25,211 980 11,083,801 6,630 1,226,875
CIGNA CORP COM 12550910 232,254 4,039,197 SH 3,996,815 22,780 19,602 3,616,576 21,152 401,469
CIMA LABS INC COM 17179610 8,175 250,624 SH 250,404 200 20 224,854 20 25,750
CIMAREX ENERGY
CO COM 17179810 19,219 720,084 SH 718,805 961 318 659,063 318 60,703
CINCINNATI BELL
INC COM 17187110 21,120 4,182,206 SH 4,172,730 7,640 1,836 3,850,270 1,836 330,100
CINCINNATI FINL
CORP COM 17206210 198,867 4,763,273 SH 4,744,488 6,665 12,120 4,322,927 19,015 421,331
CINERGY CORP COM 17247410 208,272 5,366,448 SH 5,355,742 9,734 972 4,977,616 9,641 379,191
CINTAS CORP COM 17290810 208,109 4,153,863 SH 4,111,406 11,457 31,000 3,748,255 60,660 344,948
CIPHERGEN
BIOSYSTEMS COM 17252Y10 4,285 374,896 SH 374,896 337,896 37,000
CIRCOR INTL INC COM 17273K10 4,628 192,036 SH 192,036 174,586 17,450
CIRCUIT CITY
STORE I COM 17273710 53,409 5,272,394 SH 5,261,274 10,960 160 4,888,006 2,660 381,728
CIRRUS LOGIC INC COM 17275510 9,064 1,178,683 SH 1,178,583 100 1,035,676 100 142,907
CISCO SYS INC COM 17275R10 4,885,270 201,620,716 SH 197,252,849 2,911,880 1,455,987 179,577,377 2,764,650 19,278,689
CIT GROUP INC COM 12558110 83,308 2,317,339 SH 2,310,799 6,540 2,173,740 143,599
CITADEL
BROADCASTING COM 17285T10 465 20,800 SH 20,800 20,800
CITIGROUP INC COM 17296710 12,422,480 255,922,536 SH 241,021,931 14,303,407 597,198 139,361,523 103,719,013 12,842,000
CITIZENS BKG
CORP MI COM 17442010 24,455 747,392 SH 744,932 2,460 686,292 61,100
CITIZENS
COMMUNICATI COM 17453B10 90,628 7,296,923 SH 7,273,333 23,390 200 6,689,825 3,550 603,548
CITIZENS FIRST
BANCO COM 17461R10 3,488 152,969 SH 152,969 134,432 18,537
CITIZENS INC CL A 17474010 4,479 475,015 SH 475,015 430,587 44,428
CITIZENS SOUTH
BKG C COM 17668210 1,900 136,171 SH 136,171 119,071 17,100
CITRIX SYS INC COM 17737610 154,064 7,280,893 SH 7,265,323 15,450 120 6,651,172 100,354 529,367
CITY BK
LYNNWOOD WAS COM 17770A10 4,357 132,869 SH 132,869 121,069 11,800
CITY HLDG CO COM 17783510 11,264 321,282 SH 320,982 300 296,257 25,025
CITY NATL CORP COM 17856610 36,762 591,788 SH 591,388 400 573,826 17,962
CKE RESTAURANTS
INC COM 12561E10 5,098 797,740 SH 797,740 716,040 81,700
CLAIRES STORES
INC COM 17958410 27,318 1,449,993 SH 1,448,193 1,400 400 1,387,293 400 62,300
CLARCOR INC COM 17989510 25,578 579,994 SH 579,054 500 440 536,054 440 43,500
CLARK INC COM 18145710 4,916 255,491 SH 255,491 231,041 24,450
CLEAN HARBORS
INC COM 18449610 1,112 124,778 SH 124,778 97,568 27,210
CLEAR CHANNEL
COMMUN COM 18450210 795,666 16,990,521 SH 16,761,406 210,230 18,885 15,360,817 35,552 1,594,152
CLECO CORP NEW COM 12561W10 19,238 1,069,965 SH 1,069,765 200 974,215 200 95,550
CLEVELAND CLIFFS
INC COM 18589610 10,425 204,618 SH 204,018 600 179,618 25,000
CLOROX CO DEL COM 18905410 268,089 5,520,770 SH 5,506,115 12,575 2,080 4,912,263 41,050 567,457
CLOSURE MED CORP COM 18909310 4,855 142,414 SH 142,414 126,914 15,500
CMGI INC COM 12575010 11,071 6,219,484 SH 6,218,154 1,125 205 5,645,179 205 574,100
CMS ENERGY CORP COM 12589610 47,990 5,632,605 SH 5,632,265 340 5,255,980 1,700 374,925
CNA FINL CORP COM 12611710 15,529 644,367 SH 643,167 1,200 539,267 70,100 35,000
CNA SURETY CORP COM 12612L10 2,616 275,110 SH 275,110 251,810 23,300
CNB FINL CORP PA COM 12612810 2,159 51,305 SH 51,305 44,405 6,900
CNET NETWORKS
INC COM 12613R10 12,877 1,888,188 SH 1,887,988 100 100 1,684,388 100 203,700
CNF INC COM 12612W10 32,231 950,754 SH 949,394 1,260 100 943,718 100 6,936
COACH INC COM 18975410 108,619 2,877,312 SH 2,840,896 23,506 12,910 2,717,515 19,710 140,087
COACHMEN INDS
INC COM 18987310 4,220 233,023 SH 233,023 212,023 21,000
COASTAL BANCORP
INC COM 19041P10 2,776 67,499 SH 67,499 60,899 6,600
COASTAL FINL
CORP DE COM 19046E10 2,945 166,678 SH 166,678 149,235 17,443
COBIZ INC COM 19089710 2,184 118,588 SH 118,588 118,288 300
COCA COLA
BOTTLING C COM 19109810 4,717 89,244 SH 89,044 200 82,544 200 6,500
Page Total 20,201,613
Page 14 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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COCA COLA CO COM 19121610 3,649,392 71,909,198 SH 69,392,719 1,288,843 1,227,636 64,036,839 1,669,557 6,202,802
COCA COLA ENTERPRISE COM 19121910 208,635 9,539,781 SH 9,511,490 27,911 380 8,847,019 4,780 687,982
COCA-COLA FEMSA S A SPON ADR R 19124110 2,065 97,232 SH 97,232 55,722 31,960 9,550
COEUR D ALENE MINES COM 19210810 19,460 3,366,861 SH 3,366,433 400 28 3,069,233 28 297,600
COGNEX CORP COM 19242210 18,942 669,555 SH 652,975 4,320 12,260 598,045 12,260 59,250
COGNIZANT TECHNOLOGY CL A 19244610 30,086 659,201 SH 658,501 700 655,093 4,108
COGNOS INC COM 19244C10 348 11,380 SH 11,380 11,380
COHERENT INC COM 19247910 12,094 508,139 SH 507,639 500 451,589 56,550
COHU INC COM 19257610 7,678 400,117 SH 396,017 4,100 344,207 55,910
COINSTAR INC COM 19259P30 7,219 398,602 SH 398,602 360,852 37,750
COLDWATER CREEK INC COM 19306810 2,184 198,516 SH 198,516 198,016 500
COLE KENNETH PRODTNS CL A 19329410 5,467 185,965 SH 185,965 171,665 14,300
COLE NATIONAL CORP N CL A 19329010 3,600 179,984 SH 179,784 200 174,784 5,200
COLES MYER LTD SPON ADR N 19387040 520 11,450 SH 11,450 11,450
COLGATE PALMOLIVE CO COM 19416210 759,034 15,165,524 SH 14,617,146 423,604 124,774 13,657,598 220,795 1,287,131
COLLAGENEX PHARMACEU COM 19419B10 3,201 287,564 SH 284,664 2,900 287,164 400
COLLINS & AIKMAN COR COM NEW 19483020 2,250 519,533 SH 519,531 2 452,881 2 66,650
COLONIAL BANCGROUP I COM 19549330 30,663 1,770,389 SH 1,767,049 3,340 1,752,660 17,729
COLONIAL PPTYS TR COM SH BEN 19587210 17,635 445,331 SH 445,331 402,839 42,492
COLUMBIA BANCORP COM 19722710 2,947 92,230 SH 92,230 82,830 9,400
COLUMBIA BANCORP ORE COM 19723110 2,039 118,204 SH 118,204 104,104 14,100
COLUMBIA BKG SYS INC COM 19723610 4,863 224,503 SH 224,503 197,603 26,900
COLUMBIA LABS INC COM 19777910 3,389 537,924 SH 536,924 1,000 482,624 55,300
COLUMBIA SPORTSWEAR COM 19851610 10,159 186,407 SH 185,607 450 350 184,257 350 1,800
COMARCO INC COM 20008010 366 33,300 SH 33,300 33,300
COMCAST CORP NEW CL A 20030N10 1,866,145 56,912,009 SH 56,416,676 414,971 80,361 52,023,012 163,511 4,725,485
COMCAST CORP NEW CL A SPL 20030N20 62,724 2,004,589 SH 1,722,583 249,450 32,556 1,273,504 32,556 698,529
COMERICA INC COM 20034010 274,202 4,891,230 SH 4,838,885 49,505 2,840 4,345,724 4,840 540,666
COMFORT SYS USA INC COM 19990810 264 48,205 SH 48,205 48,205
COMMERCE BANCORP INC COM 20051910 55,465 1,052,860 SH 1,050,073 1,567 1,220 1,026,476 1,220 25,164
COMMERCE BANCSHARES COM 20052510 38,334 782,015 SH 734,987 44,661 2,367 758,156 2,367 21,492
COMMERCE GROUP INC M COM 20064110 18,812 476,253 SH 439,853 36,400 438,477 37,776
COMMERCIAL BANKSHARE COM 20160710 1,757 52,360 SH 52,360 46,260 6,100
COMMERCIAL CAP BANCO COM 20162L10 2,766 129,189 SH 129,189 127,689 1,500
COMMERCIAL FEDERAL C COM 20164710 29,822 1,116,494 SH 1,116,294 100 100 1,037,846 100 78,548
COMMERCIAL METALS CO COM 20172310 15,079 496,018 SH 496,018 447,308 48,710
COMMERCIAL NET LEASE COM 20221810 12,705 713,789 SH 713,789 647,039 66,750
COMMONWEALTH TEL ENT COM 20334910 18,358 486,315 SH 484,815 1,500 454,515 31,800
COMMSCOPE INC COM 20337210 18,724 1,146,614 SH 1,146,514 100 1,056,264 100 90,250
COMMUNITY BK NORTHN COM 20356610 1,353 72,517 SH 72,517 72,317 200
COMMUNITY BK SYS INC COM 20360710 13,891 283,484 SH 282,884 600 259,984 23,500
COMMUNITY BKS INC MI COM 20362810 6,259 159,226 SH 159,226 143,761 15,465
COMMUNITY FIRST BANK COM 20390210 21,002 725,716 SH 725,716 666,966 58,750
COMMUNITY HEALTH SYS COM 20366810 24,953 938,778 SH 932,923 2,245 3,610 906,159 3,610 29,009
COMMUNITY TR BANCORP COM 20414910 6,991 231,495 SH 231,495 212,273 19,222
COMPANHIA BRASILEIRA SPON ADR P 20440T20 2,229 88,611 SH 88,611 53,277 24,343 10,991
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 11,935 467,861 SH 467,861 264,054 152,930 50,877
COMPANHIA DE BEBIDAS SPONSORED 20441W10 253 14,901 SH 14,901 14,901
COMPANHIA ENERGETICA SP ADR N-V 20440960 2,188 118,926 SH 118,926 67,359 36,325 15,242
COMPANHIA SIDERURGIC SPONSORED 20440W10 3,129 58,375 SH 58,375 36,793 15,368 6,214
COMPANHIA VALE DO RI SPON ADR P 20441210 18,869 366,309 SH 366,309 207,079 117,765 41,465
Page Total 7,332,445
Page 15 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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COMPANIA DE TELECOMU SPON ADR N 20444930 2,551 170,615 SH 170,615 96,900 48,881 24,834
COMPASS BANCSHARES I COM 20449H10 74,246 1,886,819 SH 1,881,919 4,500 400 1,792,285 400 94,134
COMPUCOM SYS INC COM 20478010 1,738 334,838 SH 334,838 333,838 1,000
COMPUCREDIT CORP COM 20478N10 7,362 345,953 SH 345,953 308,953 37,000
COMPUTER ASSOC INTL COM 20491210 461,695 16,887,153 SH 16,819,872 66,481 800 15,274,151 21,400 1,591,602
COMPUTER HORIZONS CO COM 20590810 1,809 461,516 SH 461,516 400,016 61,500
COMPUTER NETWORK TEC COM 20492510 5,812 607,961 SH 607,961 556,461 51,500
COMPUTER PROGRAMS & COM 20530610 1,919 95,367 SH 95,367 85,767 9,600
COMPUTER SCIENCES CO COM 20536310 228,992 5,177,290 SH 5,107,607 36,433 33,250 4,741,364 35,150 400,776
COMPUWARE CORP COM 20563810 61,693 10,214,078 SH 10,187,358 26,480 240 9,227,045 5,740 981,293
COMSTOCK RES INC COM NEW 20576820 13,226 685,279 SH 685,179 100 644,729 40,550
COMTECH TELECOMMUNIC COM NEW 20582620 7,127 247,564 SH 247,264 300 229,014 18,550
COMVERSE TECHNOLOGY COM PAR $0 20586240 86,016 4,890,047 SH 4,872,287 13,150 4,610 4,479,243 6,910 403,894
CONAGRA FOODS INC COM 20588710 1,020,515 38,670,527 SH 19,623,249 19,014,256 33,022 14,387,558 23,063,563 1,219,406
CONCEPTUS INC COM 20601610 3,146 296,236 SH 296,236 259,819 36,417
CONCORD CAMERA CORP COM 20615610 3,964 428,520 SH 428,520 388,070 40,450
CONCORD COMMUNICATIO COM 20618610 6,246 316,589 SH 313,589 3,000 283,939 32,650
CONCORD EFS INC COM 20619710 189,617 12,777,402 SH 12,751,456 24,886 1,060 11,752,539 5,760 1,019,103
CONCUR TECHNOLOGIES COM 20670810 3,958 407,642 SH 407,642 371,142 36,500
CONCURRENT COMPUTER COM 20671020 4,520 1,034,311 SH 1,034,311 888,561 145,750
CONEXANT SYSTEMS INC COM 20714210 23,892 4,807,146 SH 4,789,466 9,050 8,630 4,382,016 8,630 416,500
CONMED CORP COM 20741010 12,346 518,753 SH 518,303 450 469,453 49,300
CONNECTICUT BANCSHAR COM 20754010 10,674 207,107 SH 207,007 100 189,507 17,600
CONNECTICUT WTR SVC COM 20779710 3,358 121,462 SH 121,462 109,612 11,850
CONNETICS CORP COM 20819210 9,034 497,474 SH 497,474 453,074 44,400
CONOCOPHILLIPS COM 20825C10 1,220,781 18,617,986 SH 18,484,659 115,605 17,722 17,209,296 56,396 1,352,294
CONSECO INC COM NEW 20846488 7,779 356,814 SH 356,814 356,814
CONSOL ENERGY INC COM 20854P10 8,189 316,193 SH 316,193 299,883 16,310
CONSOLIDATED EDISON COM 20911510 289,069 6,720,963 SH 6,631,906 47,024 42,033 6,166,650 52,614 501,699
CONSOLIDATED GRAPHIC COM 20934110 13,326 421,986 SH 282,987 138,999 260,237 138,999 22,750
CONSOLIDATED TOMOKA COM 21022610 3,140 96,013 SH 96,013 86,613 9,400
CONSTELLATION BRANDS CL A 21036P10 50,671 1,538,758 SH 1,533,878 3,055 1,825 1,520,047 1,825 16,886
CONSTELLATION ENERGY COM 21037110 201,450 5,144,278 SH 5,117,859 23,003 3,416 4,711,904 11,611 420,763
CONTINENTAL AIRLS IN CL B 21079530 20,776 1,276,947 SH 1,270,327 6,620 1,177,447 99,500
CONVERA CORP CL A 21191910 429 125,800 SH 123,300 2,500 125,300 500
CONVERGYS CORP COM 21248510 103,039 5,901,426 SH 5,813,060 22,470 65,896 5,253,091 67,596 580,739
COOPER CAMERON CORP COM 21664010 35,461 760,973 SH 760,173 800 706,897 54,076
COOPER COS INC COM NEW 21664840 28,345 601,417 SH 600,417 1,000 551,795 49,622
COOPER INDS LTD CL A G2418210 124,909 2,156,207 SH 2,149,930 5,177 1,100 1,895,070 2,000 259,137
COOPER TIRE & RUBR C COM 21683110 47,439 2,218,835 SH 2,211,930 6,105 800 2,009,891 1,700 207,244
COORS ADOLPH CO CL B 21701610 47,672 849,768 SH 846,468 3,100 200 800,623 600 48,545
COPART INC COM 21720410 30,590 1,842,775 SH 1,842,685 90 1,737,125 105,650
CORE LABORATORIES N COM N2271710 216 12,932 SH 12,932 12,932
CORINTHIAN COLLEGES COM 21886810 32,199 580,056 SH 578,207 1,649 200 572,899 200 6,957
CORIXA CORP COM 21887F10 5,027 832,355 SH 832,255 100 727,705 100 104,550
CORN PRODS INTL INC COM 21902310 29,433 854,369 SH 849,062 1,640 3,667 797,252 3,667 53,450
CORNELL COMPANIES IN COM 21914110 3,002 219,902 SH 219,902 191,802 28,100
CORNERSTONE RLTY INC COM 21922V10 10,738 1,225,790 SH 1,225,790 1,121,290 104,500
CORNING INC COM 21935010 356,995 34,227,669 SH 34,081,968 111,921 33,780 31,444,282 48,830 2,734,557
CORPORATE EXECUTIVE COM 21988R10 21,515 461,004 SH 458,584 2,420 448,691 12,313
CORPORATE OFFICE PPT SH BEN INT 22002T10 21,654 1,031,149 SH 1,031,149 972,123 59,026
Page Total 4,959,299
Page 16 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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CORRECTIONAL PPTYS T COM 22025E10 4,860 168,759 SH 168,759 156,259 12,500
CORRECTIONS CORP AME COM NEW 22025Y40 18,046 625,932 SH 625,932 581,282 44,650
CORUS BANKSHARES INC COM 22087310 12,252 394,984 SH 394,984 362,484 32,500
CORVEL CORP COM 22100610 4,091 108,805 SH 108,805 96,805 12,000
CORVIS CORP COM 22100910 9,548 5,616,387 SH 5,615,807 400 180 5,153,907 180 462,300
COST PLUS INC CALIF COM 22148510 17,068 416,295 SH 416,095 200 370,415 45,880
COSTAR GROUP INC COM 22160N10 10,155 243,530 SH 243,530 218,830 24,700
COSTCO WHSL CORP NEW COM 22160K10 439,435 11,819,117 SH 11,754,457 57,600 7,060 10,698,481 11,810 1,108,826
COTT CORP QUE COM 22163N10 985 35,164 SH 35,164 35,164
COUNTRYWIDE FINANCIA COM 22237210 353,644 4,662,408 SH 4,648,432 13,710 266 4,287,150 2,298 372,960
COURIER CORP COM 22266010 3,579 93,038 SH 93,038 83,163 9,875
COUSINS PPTYS INC COM 22279510 19,929 651,273 SH 651,273 624,878 26,395
COVANCE INC COM 22281610 35,275 1,316,237 SH 1,310,157 3,105 2,975 1,208,762 2,975 104,500
COVANSYS CORP COM 22281W10 341 31,029 SH 31,029 31,029
COVENANT TRANS INC CL A 22284P10 2,330 122,556 SH 122,556 110,156 12,400
COVENTRY HEALTH CARE COM 22286210 80,250 1,244,379 SH 1,240,444 2,120 1,815 1,193,628 5,315 45,436
COX COMMUNICATIONS I CL A 22404410 135,668 3,938,113 SH 3,785,170 140,575 12,368 3,681,510 22,918 233,685
COX RADIO INC CL A 22405110 10,329 409,376 SH 404,856 4,520 405,319 4,057
CPI CORP COM 12590210 2,962 146,565 SH 144,265 2,300 143,865 2,700
CRANE CO COM 22439910 46,006 1,496,613 SH 1,493,663 2,950 1,409,460 700 86,453
CRAWFORD & CO CL B 22463310 2,029 287,437 SH 287,437 248,877 38,560
CRAY INC COM 22522310 11,672 1,175,441 SH 1,175,261 180 1,074,641 100,800
CREDENCE SYS CORP COM 22530210 17,500 1,329,775 SH 1,329,675 100 1,223,675 100 106,000
CREDIT ACCEP CORP MI COM 22531010 4,258 278,293 SH 278,293 253,593 24,700
CREDIT SUISSE GROUP SPONSORED 22540110 2,202 60,623 SH 60,623 60,623
CREE INC COM 22544710 17,634 996,856 SH 993,096 3,660 100 985,931 100 10,825
CRESCENT REAL ESTATE COM 22575610 27,297 1,593,492 SH 1,593,492 1,500,053 93,439
CRH PLC ADR 12626K20 6,095 303,238 SH 31,709 271,529 24,209 100,529 178,500
CRIIMI MAE INC COM NEW 22660350 2,322 222,625 SH 222,625 204,025 18,600
CROMPTON CORP COM 22711610 26,777 3,734,623 SH 3,730,036 3,340 1,247 3,534,576 1,247 198,800
CROSS CTRY HEALTHCAR COM 22748310 5,813 388,061 SH 387,561 500 327,911 60,150
CROSS TIMBERS RTY TR TR UNIT 22757R10 374 13,068 SH 13,068 13,055 13
CROWN CASTLE INTL CO COM 22822710 11,288 1,023,423 SH 1,017,907 5,416 100 980,810 100 42,513
CROWN HOLDINGS INC COM 22836810 25,886 2,857,173 SH 2,855,773 1,400 2,534,473 322,700
CROWN MEDIA HLDGS IN CL A 22841110 2,726 329,659 SH 329,579 80 281,579 80 48,000
CRYOLIFE INC COM 22890310 1,576 272,620 SH 267,020 5,600 245,320 27,300
CSG SYS INTL INC COM 12634910 15,597 1,248,758 SH 1,246,358 2,300 100 1,165,858 100 82,800
CSK AUTO CORP COM 12596510 17,611 938,262 SH 938,262 887,562 50,700
CSS INDS INC COM 12590610 4,592 148,093 SH 146,143 1,950 133,493 14,600
CSX CORP COM 12640810 209,467 5,828,255 SH 5,804,651 18,996 4,608 5,373,078 7,058 448,119
CT COMMUNICATIONS IN COM NEW 12642640 3,888 287,966 SH 287,566 400 262,866 25,100
CTI MOLECULAR IMAGIN COM 22943D10 7,494 443,185 SH 440,185 3,000 407,685 35,500
CTS CORP COM 12650110 6,629 576,440 SH 576,440 526,440 50,000
CUBIC CORP COM 22966910 8,244 358,433 SH 358,433 329,733 28,700
CUBIST PHARMACEUTICA COM 22967810 7,639 626,143 SH 626,143 570,383 55,760
CULLEN FROST BANKERS COM 22989910 27,473 677,163 SH 675,363 1,700 100 670,238 100 6,825
CUMMINS INC COM 23102110 52,036 1,063,264 SH 1,061,594 1,670 994,630 500 68,134
CUMULUS MEDIA INC CL A 23108210 18,892 858,743 SH 850,373 3,930 4,440 789,353 4,440 64,950
CUNO INC COM 12658310 12,761 283,399 SH 283,399 253,849 29,550
CURAGEN CORP COM 23126R10 7,769 1,059,837 SH 723,755 335,782 300 648,105 336,082 75,650
CURATIVE HEALTH SRVC COM 23126W10 2,284 165,515 SH 165,515 149,565 15,950
Page Total 1,774,580
Page 17 of 67
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TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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CURTISS WRIGHT CORP COM 23156110 13,270 294,828 SH 291,428 3,400 262,026 32,802
CV THERAPEUTICS INC COM 12666710 7,575 514,631 SH 514,456 175 468,031 46,600
CVB FINL CORP COM 12660010 11,907 617,285 SH 617,285 563,842 53,443
CVS CORP COM 12665010 387,966 10,741,043 SH 10,607,361 84,840 48,842 9,702,960 53,292 984,791
CYBERGUARD CORP COM 23191010 1,379 158,195 SH 158,195 145,695 12,500
CYBERONICS INC COM 23251P10 11,471 358,465 SH 358,465 319,965 38,500
CYMER INC COM 23257210 32,068 694,254 SH 693,214 940 100 630,225 100 63,929
CYPRESS BIOSCIENCES COM PAR $. 23267450 245 16,325 SH 16,325 16,325
CYPRESS SEMICONDUCTO COM 23280610 40,641 1,902,670 SH 1,893,450 9,000 220 1,822,849 220 79,601
CYTEC INDS INC COM 23282010 29,106 758,176 SH 756,846 1,030 300 738,492 300 19,384
CYTYC CORP COM 23294610 32,356 2,337,869 SH 2,328,419 9,350 100 2,154,488 100 183,281
D & E COMMUNICATIONS COM 23286010 3,177 218,979 SH 218,979 199,079 19,900
D & K HEALTHCARE RES COM 23286110 4,793 353,432 SH 353,432 330,132 23,300
D R HORTON INC COM 23331A10 76,781 1,774,871 SH 1,767,255 5,520 2,096 1,666,631 2,096 106,144
DADE BEHRING HLDGS I COM 23342J20 24,164 676,098 SH 674,973 1,125 612,873 1,125 62,100
DAIMLERCHRYSLER AG ORD D1668R12 1,994 43,136 SH 43,136 43,136
DAKTRONICS INC COM 23426410 6,031 239,803 SH 239,303 500 216,103 23,700
DANA CORP COM 23581110 67,065 3,654,784 SH 3,643,258 6,460 5,066 3,356,282 6,566 291,936
DANAHER CORP DEL COM 23585110 395,434 4,309,912 SH 4,198,444 94,953 16,515 3,944,808 26,410 338,694
DARDEN RESTAURANTS I COM 23719410 91,501 4,348,902 SH 4,340,225 7,327 1,350 3,958,551 2,900 387,451
DARLING INTL INC COM 23726610 2,387 865,019 SH 865,019 761,219 103,800
DATASCOPE CORP COM 23811310 8,702 242,725 SH 242,725 221,125 21,600
DATASTREAM SYS INC COM 23812410 2,556 325,571 SH 325,571 294,771 30,800
DAVE & BUSTERS INC COM 23833N10 2,852 224,911 SH 224,911 198,861 26,050
DAVITA INC COM 23918K10 45,775 1,173,720 SH 1,168,599 1,920 3,201 1,142,437 3,201 28,082
DEAN FOODS CO NEW COM 24237010 95,652 2,910,012 SH 2,902,930 6,530 552 2,751,297 39,352 119,363
DEB SHOPS INC COM 24272810 2,916 135,480 SH 135,380 100 125,980 9,500
DECKERS OUTDOOR CORP COM 24353710 286 13,962 SH 13,962 13,962
DECODE GENETICS INC COM 24358610 5,626 686,967 SH 686,967 587,917 99,050
DEERE & CO COM 24419910 509,987 7,839,930 SH 7,819,204 18,071 2,655 6,979,383 14,705 845,842
DEL LABS INC COM 24509110 1,628 65,125 SH 65,125 64,925 200
DEL MONTE FOODS CO COM 24522P10 20,590 1,979,769 SH 1,957,260 15,853 6,656 1,878,698 6,656 94,415
DELL INC COM 24702R10 2,433,620 71,619,199 SH 70,320,902 1,078,915 219,382 63,992,937 686,439 6,939,823
DELPHI CORP COM 24712610 833,488 81,634,479 SH 81,441,723 180,671 12,085 15,372,455 64,634,119 1,627,905
DELPHI FINL GROUP IN CL A 24713110 19,017 528,259 SH 527,809 450 491,068 37,191
DELTA & PINE LD CO COM 24735710 17,434 686,391 SH 686,191 200 627,891 58,500
DELTA AIR LINES INC COM 24736110 40,829 3,457,159 SH 3,449,219 7,840 100 3,121,588 2,100 333,471
DELTA FINANCIAL CORP COM 24791810 368 51,399 SH 25,700 25,699 51,399
DELTA PETE CORP COM NEW 24790720 202 33,200 SH 33,200 33,200
DELTIC TIMBER CORP COM 24785010 4,582 150,731 SH 150,231 500 134,381 500 15,850
DELUXE CORP COM 24801910 61,297 1,483,112 SH 1,470,672 6,050 6,390 1,346,567 14,197 122,348
DENBURY RES INC COM NEW 24791620 8,348 600,130 SH 600,130 552,030 48,100
DENDREON CORP COM 24823Q10 1,111 137,841 SH 137,741 100 137,341 100 400
DENDRITE INTL INC COM 24823910 14,423 918,631 SH 918,631 857,831 60,800
DENTSPLY INTL INC NE COM 24903010 48,662 1,077,308 SH 1,072,008 5,140 160 1,047,948 160 29,200
DEPARTMENT 56 INC COM 24950910 2,630 200,778 SH 200,778 174,478 26,300
DESERT CMNTY BK VICT COM 25037Y10 574 26,246 SH 26,246 26,246
DEUTSCHE BANK AG NAM ORD D1819089 1,686 20,511 SH 20,511 20,511
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,821 100,460 SH 100,460 100,460
DEVELOPERS DIVERSIFI COM 25159110 50,557 1,506,017 SH 1,506,017 1,457,347 48,670
DEVON ENERGY CORP NE COM 25179M10 371,602 6,489,725 SH 6,455,556 27,614 6,555 5,900,606 17,712 571,407
Page Total 5,850,134
Page 18 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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DEVRY INC DEL COM 25189310 22,815 907,894 SH 903,614 3,980 300 880,602 300 26,992
DHB INDS INC COM 23321E10 2,022 288,871 SH 288,871 288,071 800
DIAGEO P L C SPON ADR N 25243Q20 5,892 111,471 SH 57,471 54,000 53,571 57,900
DIAGNOSTIC PRODS COR COM 25245010 18,547 403,985 SH 399,785 4,200 373,485 30,500
DIAL CORP NEW COM 25247D10 45,768 1,607,576 SH 1,605,646 1,630 300 1,549,216 300 58,060
DIAMOND OFFSHORE DRI COM 25271C10 18,783 915,815 SH 908,635 7,040 140 883,402 140 32,273
DIAMONDCLUSTER INTL COM 25278P10 282 27,647 SH 26,647 1,000 26,647 1,000
DICKS SPORTING GOODS COM 25339310 10,059 206,710 SH 206,710 188,410 18,300
DIEBOLD INC COM 25365110 53,970 1,001,862 SH 989,468 4,075 8,319 965,538 8,469 27,855
DIGENE CORP COM 25375210 9,386 234,068 SH 234,068 208,568 25,500
DIGI INTL INC COM 25379810 323 33,613 SH 33,251 362 33,613
DIGIMARC CORP COM 25380710 2,336 175,644 SH 175,644 160,144 15,500
DIGITAL GENERATION S COM 25392110 817 364,903 SH 364,903 363,703 1,200
DIGITAL INSIGHT CORP COM 25385P10 16,414 659,461 SH 659,461 614,611 44,850
DIGITAL RIV INC COM 25388B10 18,600 841,625 SH 841,275 350 797,825 43,800
DIGITAL THEATER SYS COM 25389G10 296 12,000 SH 12,000 12,000
DIGITALTHINK INC COM 25388M10 1,764 627,712 SH 627,712 569,012 58,700
DIGITAS INC COM 25388K10 2,868 307,738 SH 286,549 21,189 302,838 4,900
DILLARDS INC CL A 25406710 44,835 2,723,860 SH 2,720,840 2,920 100 2,373,339 1,100 349,421
DIME CMNTY BANCSHARE COM 25392210 18,634 605,773 SH 605,773 563,873 41,900
DIMON INC COM 25439410 3,511 520,128 SH 520,128 518,428 1,700
DIODES INC COM 25454310 1,880 98,933 SH 98,933 98,633 300
DIONEX CORP COM 25454610 15,702 341,204 SH 341,104 100 304,754 100 36,350
DISCOVERY LABORATORI COM 25466810 5,891 561,627 SH 561,627 516,227 45,400
DISNEY WALT CO COM DISNEY 25468710 1,481,479 63,501,013 SH 61,056,371 1,647,773 796,869 57,210,264 910,088 5,380,661
DISTRIBUCION Y SERVI SPONSORED 25475310 226 10,950 SH 10,950 4,361 6,589
DITECH COMMUNICATION COM 25500M10 8,659 453,369 SH 450,760 2,609 425,369 28,000
DIVERSA CORP COM 25506410 4,025 435,099 SH 433,692 1,407 390,299 44,800
DJ ORTHOPEDICS INC COM 23325G10 2,898 108,145 SH 108,145 102,845 5,300
DNP SELECT INCOME FD COM 23325P10 205 18,721 SH 18,721 1,800 16,921
DOBSON COMMUNICATION CL A 25606910 3,961 602,966 SH 602,966 577,866 25,100
DOLLAR GEN CORP COM 25666910 177,335 8,448,525 SH 8,429,151 16,034 3,340 7,556,125 63,016 829,384
DOLLAR THRIFTY AUTOM COM 25674310 11,508 443,632 SH 443,032 600 356,582 87,050
DOLLAR TREE STORES I COM 25674710 51,608 1,716,261 SH 1,696,583 17,228 2,450 1,675,637 2,600 38,024
DOMINION HOMES INC COM 25738610 1,602 52,825 SH 52,825 52,625 200
DOMINION RES INC VA COM 25746U10 635,931 9,962,887 SH 9,850,526 68,791 43,570 9,177,261 72,340 713,286
DOMTAR INC COM 25756110 290 23,204 SH 23,204 23,204
DONALDSON INC COM 25765110 33,019 558,132 SH 552,717 5,415 541,096 17,036
DONEGAL GROUP INC CL A 25770120 724 32,897 SH 32,897 32,797 100
DONEGAL GROUP INC CL B 25770130 211 10,966 SH 10,966 10,966
DONNELLEY R R & SONS COM 25786710 91,803 3,044,871 SH 3,040,031 3,680 1,160 2,744,446 2,260 298,165
DORAL FINL CORP COM 25811P10 46,737 1,447,871 SH 1,447,871 1,395,071 52,800
DORCHESTER MINERALS COM UNIT 25820R10 578 29,765 SH 29,765 29,765
DOT HILL SYS CORP COM 25848T10 8,617 568,786 SH 568,786 527,686 41,100
DOUBLECLICK INC COM 25860930 11,912 1,156,527 SH 1,152,147 4,280 100 1,137,856 400 18,271
DOV PHARMACEUTICAL I COM 25985810 2,935 219,528 SH 219,528 164,398 55,130
DOVER CORP COM 26000310 223,961 5,634,246 SH 5,540,277 20,996 72,973 5,058,280 74,973 500,993
DOVER DOWNS GAMING & COM 26009510 2,743 289,975 SH 289,775 200 260,075 29,900
DOVER MOTORSPORTS IN COM 26017410 586 167,522 SH 167,522 164,922 2,600
DOW CHEM CO COM 26054310 1,077,906 25,929,892 SH 25,730,418 111,781 87,693 23,792,542 223,337 1,914,013
DOW JONES & CO INC COM 26056110 205,513 4,122,625 SH 1,895,582 43,783 2,183,260 1,764,462 2,195,180 162,983
Page Total 4,408,369
Page 19 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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DOWNEY FINL CORP COM 26101810 15,098 306,255 SH 305,505 750 301,605 4,650
DPL INC COM 23329310 45,775 2,192,304 SH 2,183,600 7,980 724 2,174,116 724 17,464
DR REDDYS LABS LTD ADR 25613520 530 16,743 SH 16,743 1,642 15,101
DRESS BARN INC COM 26157010 5,180 345,591 SH 345,591 304,441 41,150
DREW INDS INC COM NEW 26168L20 2,403 86,437 SH 86,137 300 86,237 200
DREXLER TECHNOLOGY C COM 26187610 2,097 156,010 SH 155,060 950 144,010 12,000
DRIL-QUIP INC COM 26203710 1,842 113,014 SH 112,914 100 102,714 10,300
DRS TECHNOLOGIES INC COM 23330X10 11,023 396,801 SH 396,053 648 100 358,303 100 38,398
DRUGSTORE COM INC COM 26224110 3,156 570,765 SH 570,765 520,965 49,800
DSP GROUP INC COM 23332B10 15,189 608,797 SH 607,997 600 200 562,747 200 45,850
DST SYS INC DEL COM 23332610 56,232 1,346,547 SH 1,293,200 47,572 5,775 1,270,828 10,575 65,144
DTE ENERGY CO COM 23333110 196,145 4,978,304 SH 4,961,284 15,920 1,100 4,605,685 2,700 369,919
DU PONT E I DE NEMOU COM 26353410 1,997,623 43,530,672 SH 42,673,914 523,699 333,059 41,057,844 484,809 1,988,019
DUANE READE INC COM 26357810 6,102 360,646 SH 360,246 300 100 324,546 100 36,000
DUCOMMUN INC DEL COM 26414710 2,836 126,908 SH 126,908 111,808 15,100
DUKE ENERGY CORP COM 26439910 1,570,816 76,812,494 SH 27,878,188 48,896,489 37,817 25,857,795 48,879,900 2,074,799
DUKE REALTY CORP COM NEW 26441150 74,687 2,409,258 SH 2,409,258 2,305,086 500 103,672
DUN & BRADSTREET COR COM 26483E10 55,403 1,092,552 SH 1,087,940 3,887 725 1,040,291 2,325 49,936
DUPONT PHOTOMASKS IN COM 26613X10 5,062 209,699 SH 209,599 100 189,099 20,600
DUQUESNE LT HLDGS IN COM 26623310 21,041 1,147,252 SH 1,147,177 75 944,988 193,564 8,700
DURA AUTOMOTIVE SYST CL A 26590310 6,158 474,445 SH 474,445 449,045 25,400
DURATEK INC COM 26658Q10 1,453 111,454 SH 111,454 111,154 300
DURECT CORP COM 26660510 1,032 412,717 SH 412,717 411,517 1,200
DYAX CORP COM 26746E10 297 36,499 SH 33,254 3,145 100 36,399 100
DYCOM INDS INC COM 26747510 37,883 1,412,478 SH 1,411,558 920 1,334,428 78,050
DYNACQ HEALTHCARE IN COM 26779V10 710 92,411 SH 92,411 86,711 5,700
DYNEGY INC NEW CL A 26816Q10 43,494 10,162,037 SH 10,151,942 9,935 160 9,688,461 3,760 469,816
E M C CORP MASS COM 26864810 910,078 70,439,454 SH 69,224,892 891,390 323,172 63,059,325 791,777 6,588,352
E ON AG SPONSORED 26878010 5,268 80,496 SH 38,496 42,000 36,726 43,770
E PIPHANY INC COM 26881V10 7,782 1,079,305 SH 1,079,205 100 937,840 100 141,365
E TRADE FINANCIAL CO COM 26924610 62,978 4,978,516 SH 4,965,776 10,000 2,740 4,919,424 2,740 56,352
EARTHLINK INC COM 27032110 26,132 2,613,163 SH 2,606,748 4,700 1,715 2,122,048 40,915 450,200
EAST WEST BANCORP IN COM 27579R10 25,972 483,823 SH 483,823 442,115 41,708
EASTERN AMERN NAT GA SPERS RCT 27621710 836 32,100 SH 32,100 32,100
EASTERN VA BANKSHARE COM 27719610 1,844 63,445 SH 63,445 63,245 200
EASTGROUP PPTY INC COM 27727610 14,999 463,227 SH 463,227 426,025 37,202
EASTMAN CHEM CO COM 27743210 80,415 2,034,274 SH 2,028,205 4,663 1,406 1,896,313 2,306 135,655
EASTMAN KODAK CO COM 27746110 344,351 13,414,539 SH 13,378,585 20,216 15,738 12,613,607 18,838 782,094
EATON CORP COM 27805810 233,669 2,164,007 SH 2,152,722 11,185 100 1,935,955 12,249 215,803
EATON VANCE CORP COM NON VT 27826510 36,119 985,784 SH 982,204 2,740 840 976,316 840 8,628
EBAY INC COM 27864210 952,904 14,748,558 SH 14,717,952 29,840 766 13,240,106 102,808 1,405,644
ECHELON CORP COM 27874N10 5,376 482,588 SH 481,968 620 435,438 47,150
ECHOSTAR COMMUNICATI CL A 27876210 88,602 2,606,699 SH 2,579,774 26,425 500 2,416,506 750 189,443
ECLIPSYS CORP COM 27885610 7,179 616,748 SH 616,708 40 542,498 40 74,210
ECOLAB INC COM 27886510 217,338 7,940,726 SH 7,003,451 713,462 223,813 7,105,404 262,413 572,909
ECOLLEGE COM COM 27887E10 4,120 223,176 SH 223,176 199,976 23,200
EDISON INTL COM 28102010 897,031 40,904,279 SH 40,886,119 17,480 680 9,078,311 31,062,319 763,649
EDO CORP COM 28134710 6,462 262,146 SH 262,146 238,246 23,900
EDP-ELECTRICIDADE DE SPONSORED 26835310 888 33,664 SH 33,664 33,664
EDUCATION MGMT CORP COM 28139T10 27,600 889,189 SH 883,799 640 4,750 874,649 4,750 9,790
EDWARDS AG INC COM 28176010 46,041 1,270,790 SH 1,266,600 3,690 500 1,154,504 500 115,786
Page Total 8,183,250
Page 20 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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EDWARDS LIFESCIENCES COM 28176E10 52,082 1,731,456 SH 839,882 890,455 1,119 833,462 889,994 8,000
EFUNDS CORP COM 28224R10 15,280 880,712 SH 875,718 1,471 3,523 800,989 3,523 76,200
EGL INC COM 26848410 14,302 813,525 SH 811,495 2,030 736,175 77,350
EL PASO CORP COM 28336L10 303,612 37,071,017 SH 17,571,967 19,495,990 3,060 16,334,497 19,465,358 1,271,162
EL PASO ELEC CO COM NEW 28367785 13,202 988,946 SH 988,446 400 100 911,596 100 77,250
ELECTRO RENT CORP COM 28521810 4,505 337,731 SH 337,731 336,431 1,300
ELECTRO SCIENTIFIC I COM 28522910 10,994 461,923 SH 461,923 416,173 45,750
ELECTRONIC ARTS INC COM 28551210 383,795 8,049,391 SH 8,031,511 16,350 1,530 7,150,218 72,678 826,495
ELECTRONIC DATA SYS COM 28566110 715,443 29,154,168 SH 16,250,129 12,902,103 1,936 12,136,785 15,847,696 1,169,687
ELECTRONICS BOUTIQUE COM 28604510 5,951 259,967 SH 259,567 400 240,567 19,400
ELECTRONICS FOR IMAG COM 28608210 30,596 1,175,882 SH 1,168,534 2,400 4,948 1,085,232 4,948 85,702
ELIZABETH ARDEN INC COM 28660G10 5,177 259,900 SH 259,900 232,900 27,000
ELKCORP COM 28745610 9,932 371,973 SH 371,973 337,573 34,400
ELLIS PERRY INTL INC COM 28885310 1,159 44,957 SH 44,957 44,857 100
E-LOAN INC COM 26861P10 2,273 762,636 SH 762,636 691,536 71,100
EMBARCADERO TECHNOLO COM 29078710 3,199 200,589 SH 200,589 198,689 1,900
EMBOTELLADORA ANDINA SPON ADR B 29081P30 2,060 187,978 SH 187,978 108,353 60,062 19,563
EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10 6,371 181,879 SH 181,879 106,696 57,214 17,969
EMBREX INC COM 29081710 1,698 123,605 SH 122,105 1,500 123,605
EMC INS GROUP INC COM 26866410 1,207 57,112 SH 57,112 56,912 200
EMCOR GROUP INC COM 29084Q10 10,318 235,038 SH 235,038 206,142 28,896
EMERSON ELEC CO COM 29101110 794,845 12,275,596 SH 11,300,265 639,242 336,089 10,790,158 415,724 1,069,714
EMERSON RADIO CORP COM NEW 29108720 938 249,477 SH 249,477 216,877 32,600
EMMIS COMMUNICATIONS CL A 29152510 26,736 988,409 SH 988,309 100 906,259 150 82,000
EMPIRE DIST ELEC CO COM 29164110 8,914 406,483 SH 406,383 100 359,083 100 47,300
EMPRESA NACIONAL DE SPONSORED 29244T10 2,610 223,088 SH 223,088 130,040 66,596 26,452
EMS TECHNOLOGIES INC COM 26873N10 3,534 172,048 SH 172,048 154,798 17,250
EMULEX CORP COM NEW 29247520 25,483 955,138 SH 946,653 5,055 3,430 946,126 3,430 5,582
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 774 16,020 SH 16,020 16,020
ENBRIDGE INC COM 29250N10 617 14,913 SH 14,913 14,913
ENCANA CORP COM 29250510 1,468 37,229 SH 37,229 37,229
ENCORE ACQUISITION C COM 29255W10 3,797 154,025 SH 153,825 200 142,225 11,800
ENCORE MED CORP COM 29256E10 258 31,611 SH 31,611 31,611
ENCORE WIRE CORP COM 29256210 3,772 211,303 SH 199,003 12,300 190,603 20,700
ENCYSIVE PHARMACEUTI COM 29256X10 6,672 745,436 SH 745,436 680,236 65,200
ENDESA S A SPONSORED 29258N10 4,209 220,384 SH 130,384 90,000 126,304 94,080
ENDO PHARMACEUTICALS COM 29264F20 13,071 675,176 SH 674,776 400 653,876 21,300
ENERGEN CORP COM 29265N10 36,562 891,108 SH 889,108 500 1,500 827,358 1,500 62,250
ENERGIZER HLDGS INC COM 29266R10 83,488 2,222,799 SH 2,220,325 2,174 300 2,064,860 3,800 154,139
ENERGY CONVERSION DE COM 29265910 2,441 270,321 SH 270,321 243,871 26,450
ENERGY EAST CORP COM 29266M10 46,788 2,088,750 SH 2,071,098 7,652 10,000 2,023,221 10,000 55,529
ENERGY PARTNERS LTD COM 29270U10 5,105 367,297 SH 367,297 338,597 28,700
ENERGYSOUTH INC COM 29297010 2,272 64,914 SH 64,914 58,714 6,200
ENERSIS S A SPONSORED 29274F10 2,802 380,681 SH 380,681 215,164 118,743 46,774
ENESCO GROUP INC COM 29297310 469 45,480 SH 45,480 45,480
ENGELHARD CORP COM 29284510 117,610 3,926,884 SH 3,916,866 7,825 2,193 3,672,822 3,743 250,319
ENGINEERED SUPPORT S COM 29286610 28,727 521,748 SH 521,598 150 474,211 47,537
ENNIS BUSINESS FORMS COM 29338910 3,810 249,028 SH 243,528 5,500 224,328 24,700
ENPRO INDS INC COM 29355X10 5,302 380,042 SH 378,457 1,473 112 349,178 202 30,662
ENSCO INTL INC COM 26874Q10 60,062 2,210,615 SH 2,199,365 10,950 300 2,087,343 300 122,972
ENSTAR GROUP INC GA COM 29358R10 2,077 44,186 SH 44,186 38,186 6,000
Page Total 2,888,374
Page 21 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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ENTEGRIS INC COM 29362U10 16,522 1,285,793 SH 1,285,793 1,188,693 97,100
ENTERASYS NETWORKS I COM 29363710 13,073 3,486,057 SH 3,479,837 6,100 120 3,168,377 120 317,560
ENTERCOM COMMUNICATI CL A 29363910 30,382 573,676 SH 569,326 2,205 2,145 566,131 2,145 5,400
ENTERGY CORP NEW COM 29364G10 456,591 7,992,148 SH 7,831,283 140,319 20,546 7,307,053 40,486 644,609
ENTERPRISE PRODS PAR COM 29379210 4,963 202,176 SH 202,176 202,176
ENTERTAINMENT PPTYS COM SH BEN 29380T10 12,225 352,193 SH 352,193 323,243 28,950
ENTRAVISION COMMUNIC CL A 29382R10 4,958 446,684 SH 445,734 950 444,716 1,968
ENTRUST INC COM 29384810 3,181 779,692 SH 779,592 100 697,892 100 81,700
ENZO BIOCHEM INC COM 29410010 8,981 501,467 SH 501,467 465,737 35,730
ENZON PHARMACEUTICAL COM 29390410 10,406 869,346 SH 846,146 23,200 796,046 73,300
EOG RES INC COM 26875P10 160,931 3,485,612 SH 3,437,480 40,127 8,005 3,181,779 9,255 294,578
EON LABS INC COM 29412E10 7,354 144,329 SH 144,109 220 143,929 400
EPICOR SOFTWARE CORP COM 29426L10 8,350 654,420 SH 654,420 592,720 61,700
EPIQ SYS INC COM 26882D10 3,624 211,669 SH 211,669 192,769 18,900
EPIX MEDICAL INC COM 26881Q10 4,170 256,130 SH 256,130 236,930 19,200
EQUIFAX INC COM 29442910 103,174 4,211,183 SH 4,196,523 9,660 5,000 3,826,536 33,097 351,550
EQUITABLE RES INC COM 29454910 38,255 891,315 SH 882,791 5,100 3,424 847,869 3,424 40,022
EQUITY INNS INC COM 29470310 8,259 912,605 SH 912,605 830,152 82,453
EQUITY OFFICE PROPER COM 29474110 382,009 13,333,639 SH 13,333,639 12,158,852 39,925 1,134,862
EQUITY ONE COM 29475210 15,002 888,741 SH 888,741 816,614 72,127
EQUITY RESIDENTIAL SH BEN INT 29476L10 259,788 8,803,374 SH 8,803,374 8,140,976 14,300 648,098
ERESEARCHTECHNOLOGY COM 29481V10 12,046 473,876 SH 473,126 750 427,101 46,775
ERICSSON L M TEL CO ADR B SEK 29482160 2,060 116,394 SH 116,394 116,394
ERIE INDTY CO CL A 29530P10 12,078 284,997 SH 284,197 800 282,397 2,600
ESB FINL CORP COM 26884F10 1,656 102,858 SH 102,858 85,858 17,000
ESCO TECHNOLOGIES IN COM 29631510 8,574 196,422 SH 196,421 1 176,722 19,700
ESPEED INC CL A 29664310 10,020 426,735 SH 426,735 389,535 37,200
ESPERION THERAPEUTIC COM 29664R10 19,598 566,421 SH 565,921 500 519,471 46,950
ESS TECHNOLOGY INC COM 26915110 21,452 1,259,669 SH 1,259,669 1,204,119 55,550
ESSEX PPTY TR INC COM 29717810 33,476 521,270 SH 521,270 474,830 46,440
ESTERLINE TECHNOLOGI COM 29742510 9,468 354,994 SH 354,994 325,294 29,700
ETHAN ALLEN INTERIOR COM 29760210 23,209 554,180 SH 552,924 1,156 100 551,669 100 2,411
ETHYL CORP COM NEW 29765960 5,042 230,555 SH 230,555 207,055 23,500
EURONET WORLDWIDE IN COM 29873610 5,100 282,716 SH 280,716 2,000 246,916 35,800
EVEREST RE GROUP LTD COM G3223R10 22,791 269,403 SH 269,403 257,693 11,710
EVERGREEN RES INC COM NO PAR 29990030 23,532 723,830 SH 723,830 659,200 64,630
EVERGREEN SOLAR INC COM 30033R10 225 133,672 SH 133,672 133,672
EVERTRUST FINL GROUP COM 30041210 2,049 64,877 SH 64,877 53,977 10,900
EVOLVING SYS INC COM 30049R10 224 16,830 SH 16,830 16,830
EXACT SCIENCES CORP COM 30063P10 2,392 236,319 SH 236,119 200 208,369 27,950
EXACTECH INC COM 30064E10 2,213 150,000 SH 150,000 140,500 9,500
EXAR CORP COM 30064510 14,341 836,205 SH 832,205 4,000 774,855 61,350
EXCEL TECHNOLOGY INC COM 30067T10 4,910 149,410 SH 149,310 100 136,260 13,150
EXCHANGE NATL BANCSH COM 30130910 2,561 70,742 SH 70,742 61,792 8,950
EXELIXIS INC COM 30161Q10 7,053 1,000,378 SH 996,578 3,700 100 795,445 129,983 74,950
EXELON CORP COM 30161N10 805,092 12,132,190 SH 12,088,105 39,606 4,479 11,050,960 57,783 1,023,447
EXPEDITORS INTL WASH COM 30213010 59,282 1,574,126 SH 1,568,016 5,750 360 1,499,763 360 74,003
EXPRESS SCRIPTS INC COM 30218210 138,973 2,092,018 SH 2,055,980 33,698 2,340 1,915,717 13,940 162,361
EXPRESSJET HOLDINGS CL A 30218U10 86,830 5,788,662 SH 5,788,662 5,737,462 51,200
EXTENDED STAY AMER I COM 30224P10 22,534 1,556,198 SH 1,555,148 970 80 1,448,418 80 107,700
EXTREME NETWORKS INC COM 30226D10 13,015 1,805,169 SH 1,804,429 660 80 1,631,239 80 173,850
Page Total 2,923,991
Page 22 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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EXULT INC DEL COM 30228410 5,009 697,681 SH 697,481 100 100 614,082 100 83,499
EXXON MOBIL CORP COM 30231G10 8,213,147 200,320,668 SH 193,298,890 3,946,260 3,075,518 180,132,268 3,567,274 16,621,126
F M C CORP COM NEW 30249130 30,503 893,736 SH 893,206 530 840,836 52,900
F N B CORP N C COM 30251910 1,545 72,957 SH 72,957 64,157 8,800
F N B CORP VA COM 30293010 3,205 107,899 SH 107,899 97,249 10,650
F5 NETWORKS INC COM 31561610 11,469 456,938 SH 454,713 100 2,125 414,913 2,125 39,900
FACTSET RESH
SYS INC COM 30307510 11,702 306,247 SH 306,147 100 305,447 100 700
FAIR ISAAC CORP COM 30325010 32,530 661,724 SH 657,519 1,655 2,550 641,874 2,550 17,300
FAIRCHILD CORP CL A 30369810 690 136,893 SH 136,893 136,393 500
FAIRCHILD
SEMICONDUC COM 30372610 34,063 1,364,161 SH 1,355,776 4,810 3,575 1,344,386 3,575 16,200
FALCONSTOR
SOFTWARE COM 30613710 5,217 596,956 SH 596,956 531,656 65,300
FAMILY DLR
STORES IN COM 30700010 154,887 4,316,810 SH 4,301,290 10,920 4,600 3,912,240 29,881 374,689
FARGO
ELECTRONICS IN COM 30744P10 2,275 179,867 SH 179,867 162,167 17,700
FARMER BROS CO COM 30767510 4,268 13,591 SH 13,491 100 12,262 1,329
FARMERS CAP BK
CORP COM 30956210 3,245 95,426 SH 95,426 86,376 9,050
FARO
TECHNOLOGIES IN COM 31164210 357 14,300 SH 14,300 14,300
FASTENAL CO COM 31190010 50,778 1,020,660 SH 1,004,569 9,816 6,275 967,125 6,275 47,260
FBL FINL GROUP
INC CL A 30239F10 5,409 209,670 SH 209,670 182,720 26,950
FEDDERS CORP COM NEW 31313550 517 71,793 SH 71,793 71,793
FEDERAL AGRIC
MTG CO CL C 31314830 4,055 126,888 SH 126,788 100 115,388 100 11,400
FEDERAL HOME
LN MTG COM 31340030 1,193,069 20,457,285 SH 20,176,250 193,127 87,908 18,475,058 119,124 1,863,103
FEDERAL NATL
MTG ASS COM 31358610 2,133,178 28,419,634 SH 28,224,009 154,625 41,000 25,504,570 222,495 2,692,569
FEDERAL REALTY
INVT SH BEN INT 31374720 26,963 702,344 SH 702,344 676,077 26,267
FEDERAL SIGNAL
CORP COM 31385510 17,004 970,571 SH 965,121 5,250 200 891,371 200 79,000
FEDERATED DEPT
STORE COM 31410H10 390,547 8,286,592 SH 8,269,252 16,200 1,140 7,394,896 112,156 779,540
FEDERATED INVS
INC P CL B 31421110 74,638 2,542,158 SH 2,542,158 2,345,335 16,200 180,623
FEDEX CORP COM 31428X10 546,147 8,091,060 SH 7,983,245 29,345 78,470 7,295,332 81,720 714,008
FEI CO COM 30241L10 14,781 656,937 SH 655,737 1,100 100 614,837 100 42,000
FELCOR LODGING
TR IN COM 31430F10 13,084 1,180,911 SH 1,180,911 1,052,506 128,405
FERRO CORP COM 31540510 20,784 763,841 SH 763,321 520 701,666 62,175
FFLC BANCORP
INC COM 30242W10 1,916 66,643 SH 66,643 58,143 8,500
FIDELITY
BANKSHARES COM 31604Q10 7,308 232,735 SH 232,735 205,835 26,900
FIDELITY NATL
FINL I COM 31632610 123,611 3,187,503 SH 3,176,482 5,550 5,471 2,987,043 16,283 184,177
FIFTH THIRD
BANCORP COM 31677310 919,527 15,558,826 SH 14,246,830 883,245 428,751 13,658,706 533,425 1,366,695
FILENET CORP COM 31686910 18,122 669,188 SH 668,488 300 400 616,288 400 52,500
FINANCIAL FED
CORP COM 31749210 7,496 245,379 SH 245,379 219,379 26,000
FINANCIAL INDS
CORP COM 31757410 1,653 119,779 SH 119,779 105,279 14,500
FINANCIAL INSTNS
INC COM 31758540 3,534 125,173 SH 125,173 110,473 14,700
FINDWHAT COM COM 31779410 3,945 210,404 SH 210,404 191,604 18,800
FINISAR COM 31787A10 7,426 2,372,591 SH 2,371,791 700 100 2,178,991 100 193,500
FINISH LINE INC CL A 31792310 8,985 299,808 SH 299,808 272,608 27,200
FINLAY
ENTERPRISES I COM NEW 31788420 1,531 108,333 SH 108,333 92,533 15,800
FIRST ALBANY COS
INC COM 31846510 1,500 107,079 SH 107,079 106,779 300
FIRST AMERN CORP
CAL COM 31852230 37,122 1,246,968 SH 1,245,808 1,000 160 1,187,929 13,460 45,579
FIRST
BANCORP N C COM 31891010 3,781 121,187 SH 120,287 900 108,987 12,200
FIRST
BANCORP P R COM 31867210 21,774 550,550 SH 550,550 549,150 1,400
FIRST BANCTRUST
CORP COM 31868F10 347 14,320 SH 14,320 14,320
FIRST BUSEY CORP COM 31938310 3,772 139,718 SH 139,718 120,418 19,300
FIRST CASH FINL
SVCS COM 31942D10 297 11,600 SH 11,600 11,600
FIRST CHARTER
CORP COM 31943910 9,886 505,661 SH 505,661 461,111 44,550
FIRST CMNTY
BANCORP COM 31983B10 8,535 236,164 SH 236,164 217,164 19,000
Page Total 14,197,138
Page 23 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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FIRST CMNTY
BANCSHAR COM 31983A10 4,826 145,527 SH 145,527 127,117 18,410
FIRST COMWLTH
FINL C COM 31982910 13,967 979,423 SH 979,423 891,123 88,300
FIRST CONSULTING
GRO COM 31986R10 1,649 292,854 SH 292,854 259,354 33,500
FIRST CTZNS BANC
COR COM NO PAR 31945920 1,756 62,015 SH 62,015 54,815 7,200
FIRST CTZNS
BANCSHAR CL A 31946M10 12,543 104,091 SH 104,091 96,311 7,780
FIRST DATA
CORP COM 31996310 1,030,281 25,073,773 SH 20,582,343 4,352,642 138,788 19,285,914 3,995,961 1,791,898
FIRST DEFIANCE
FINL COM 32006W10 2,301 88,846 SH 88,846 78,446 10,400
FIRST ESSEX
BANCORP COM 32010310 7,079 121,753 SH 118,653 3,100 107,203 14,550
FIRST FED CAP
CORP COM 31996010 7,078 313,758 SH 313,758 284,108 29,650
FIRST FED FINL
CORP COM 31996110 1,140 45,862 SH 45,862 45,162 700
FIRST FINL
BANCORP O COM 32020910 9,043 566,929 SH 564,329 2,600 513,879 53,050
FIRST FINL
BANKSHARE COM 32020R10 9,812 238,621 SH 238,621 215,321 23,300
FIRST FINL CORP
IND COM 32021810 7,067 235,566 SH 235,566 210,066 25,500
FIRST FINL HLDGS
INC COM 32023910 6,259 200,153 SH 200,153 182,903 17,250
FIRST HEALTH
GROUP C COM 32096010 27,939 1,431,308 SH 1,429,008 2,100 200 1,394,208 200 36,900
FIRST HORIZON
PHARMA COM 32051K10 3,787 336,638 SH 336,638 318,938 17,700
FIRST IND CORP COM 32054R10 3,993 213,080 SH 213,080 189,080 24,000
FIRST INDUSTRIAL
REA COM 32054K10 29,863 884,840 SH 884,840 814,244 70,596
FIRST LONG IS
CORP COM 32073410 2,442 56,791 SH 56,791 50,741 6,050
FIRST M & F
CORP COM 32074410 1,853 48,892 SH 48,892 43,192 5,700
FIRST MARBLEHEAD
COR COM 32077110 289 13,200 SH 13,200 13,200
FIRST MERCHANTS
CORP COM 32081710 7,638 299,404 SH 299,404 274,033 25,371
FIRST MIDWEST
BANCOR COM 32086710 20,750 639,851 SH 637,191 2,000 660 635,716 660 3,475
FIRST NATL CORP
ORAN COM 32094210 3,433 114,394 SH 114,394 100,979 13,415
FIRST NIAGARA
FINL G COM 33582V10 18,138 1,211,597 SH 1,211,597 1,105,735 105,862
FIRST OAK BROOK
BANC COM 33584720 3,275 109,121 SH 109,121 99,471 9,650
FIRST PL FINL
CORP COM 33610T10 4,869 249,305 SH 249,305 223,555 25,750
FIRST REP BK SAN
FRA COM 33615810 6,044 168,837 SH 167,977 800 60 152,627 60 16,150
FIRST SENTINEL
BANCO COM 33640T10 7,950 375,889 SH 375,889 341,589 34,300
FIRST SOUTH
BANCORP COM 33646W10 1,772 48,539 SH 48,539 42,839 5,700
FIRST ST
BANCORPORAT COM 33645310 5,901 169,811 SH 169,811 158,311 11,500
FIRST TENN NATL
CORP COM 33716210 181,206 4,108,970 SH 4,098,690 8,930 1,350 3,607,270 13,150 488,550
FIRST UTD CORP COM 33741H10 2,366 97,080 SH 97,080 86,180 10,900
FIRSTBANK CORP
MICH COM 33761G10 3,851 123,598 SH 123,598 113,738 9,860
FIRSTENERGY CORP COM 33793210 808,774 22,976,528 SH 22,835,457 140,199 872 9,404,660 12,824,072 747,796
FIRSTFED AMER
BANCOR COM 33792910 6,519 250,439 SH 249,939 500 225,839 24,600
FIRSTFED FINL
CORP COM 33790710 20,784 477,797 SH 477,097 700 447,507 30,209
FIRSTMERIT CORP COM 33791510 30,795 1,135,916 SH 1,098,696 36,820 400 1,123,802 400 11,714
FISERV INC COM 33773810 207,535 5,248,725 SH 5,233,225 15,200 300 4,779,53 2,350 466,842
FISHER
COMMUNICATION COM 33775620 4,167 82,491 SH 82,491 76,191 6,300
FISHER
SCIENTIFIC IN COM NEW 33803220 40,601 981,416 SH 980,256 1,060 100 963,849 100 17,467
FLAG FINL CORP COM 33832H10 1,187 90,925 SH 90,925 90,625 300
FLAGSTAR BANCORP
INC COM 33793010 31,461 1,468,755 SH 1,463,805 4,950 1,261,185 16,100 191,470
FLEETBOSTON FINL
COR COM 33903010 1,318,304 30,201,691 SH 29,343,107 494,407 364,177 27,264,828 415,409 2,521,454
FLEETWOOD
ENTERPRISE COM 33909910 7,115 693,516 SH 693,516 617,766 75,750
FLEXTRONICS INTL
LTD ORD Y2573F10 46,013 3,108,997 SH 2,899,176 209,821 2,491,348 617,649
FLIR SYS INC COM 30244510 22,639 620,260 SH 620,260 569,360 50,900
FLORIDA EAST
COAST I COM 34063210 9,795 295,910 SH 291,010 900 4,000 259,610 4,000 32,300
FLORIDA ROCK
INDS IN COM 34114010 14,440 263,259 SH 262,509 600 150 259,709 150 3,400
FLORIDAFIRST
BANCORP COM 34325810 3,094 93,479 SH 93,479 82,879 10,600
FLOWERS FOODS
INC COM 34349810 14,773 572,582 SH 571,658 789 135 522,497 135 49,950
Page Total 4,040,154
Page 24 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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FLOWSERVE CORP COM 34354P10 22,245 1,065,350 SH 1,062,830 2,520 993,350 72,000
FLUOR CORP NEW COM 34341210 85,772 2,163,771 SH 2,160,301 3,470 1,992,835 1,050 169,886
FLUSHING FINL
CORP COM 34387310 7,675 419,883 SH 419,883 388,158 31,725
FMC
TECHNOLOGIES
INC COM 30249U10 20,177 865,983 SH 864,309 1,589 85 844,789 585 20,609
FMS FINL CORP COM 30250910 922 51,218 SH 51,218 51,018 200
FNB CORP PA COM 30252010 16,668 470,194 SH 468,733 1,461 467,239 2,955
FOMENTO
ECONOMICO
ME SPON ADR U 34441910 2,317 62,834 SH 62,834 36,500 15,700 10,634
FOOT LOCKER
INC COM 34484910 35,482 1,513,101 SH 1,504,641 6,180 2,280 1,452,821 2,630 57,650
FOOTHILL INDPT
BANCO COM 34490510 1,358 57,414 SH 57,414 57,214 200
FOOTSTAR INC COM 34491210 671 174,344 SH 174,344 173,544 800
FORD MTR CO
DEL COM PAR $0 34537086 903,051 56,440,679 SH 56,276,384 140,842 23,453 50,995,873 353,841 5, 090,965
FOREST CITY
ENTERPRI CL A 34555010 15,286 321,736 SH 319,146 2,590 317,736 4,000
FOREST LABS
INC COM 34583810 567,667 9,185,558 SH 9,123,078 30,290 32,190 8,297,676 100,678 787,204
FOREST OIL
CORP COM PAR $0 34609170 26,555 929,470 SH 928,690 680 100 866,070 100 63,300
FORMFACTOR INC COM 34637510 620 31,300 SH 31,300 31,300
FORRESTER RESH
INC COM 34656310 4,438 250,049 SH 250,049 221,399 28,650
FORTUNE BRANDS
INC COM 34963110 350,950 4,909,076 SH 4,505,228 354,250 49,598 4,117,818 377,009 414,249
FORWARD AIR
CORP COM 34985310 7,176 260,945 SH 260,045 900 240,795 20,150
FOSSIL INC COM 34988210 13,926 495,049 SH 495,049 454,607 40,442
FOUNDRY
NETWORKS INC COM 35063R10 55,772 2,040,696 SH 2,032,216 8,380 100 1,954,018 28,600 58,078
FOX ENTMT
GROUP INC CL A 35138T10 76,677 2,630,443 SH 2,624,963 5,380 100 2,423,060 9,000 198,383
FPIC INS GROUP
INC COM 30256310 253 10,097 SH 10,097 10,097
FPL GROUP
INC COM 30257110 397,668 6,078,697 SH 5,934,391 98,762 45,544 5,618,694 54,566 405,437
FRANCE TELECOM SPONSORED 35177Q10 697 24,394 SH 24,394 24,394
FRANKLIN
BANCORP INC COM 35242V10 269 12,500 SH 12,500 12,500
FRANKLIN ELEC
INC COM 35351410 8,303 137,264 SH 137,264 125,614 11,650
FRANKLIN FINL
CORP T COM NEW 35352320 1,729 56,510 SH 56,510 50,210 6,300
FRANKLIN RES
INC COM 35461310 333,095 6,398,282 SH 6,077,116 259,197 61,969 5,706,839 71,434 620,009
FREDS INC CL A 35610810 22,550 727,646 SH 727,421 225 667,596 225 59,825
FREEMARKETS
INC COM 35660210 4,398 656,389 SH 639,700 16,689 587,689 68,700
FREEPORT-
MCMORAN COP CL B 35671D85 240,507 5,708,682 SH 5,682,479 6,780 19,423 5,118,663 108,536 481,483
FREMONT GEN
CORP COM 35728810 21,582 1,276,268 SH 1,276,268 1,182,718 93,550
FRESENIUS MED
CARE A SPONSORED 35802910 332 14,212 SH 14,212 14,212
FRESH DEL
MONTE PROD ORD G3673810 1,412 59,267 SH 59,267 59,267
FRIEDMAN
BILLINGS RA CL A 35843410 18,066 782,742 SH 782,742 776,994 5,748
FRIEDMANS INC CL A 35843810 3,357 500,278 SH 500,278 472,978 27,300
FRONTIER
AIRLINES IN COM 35906510 7,948 556,213 SH 556,013 200 508,113 48,100
FRONTIER FINL
CORP W COM 35907K10 8,738 263,183 SH 263,183 238,433 24,750
FRONTIER OIL
CORP COM 35914P10 12,424 721,485 SH 721,485 674,135 47,350
FSI INTL
INC COM 30263310 234 31,652 SH 31,652 31,652
FTD INC CL A 30265Q10 1,226 49,757 SH 49,757 49,657 100
FTI CONSULTING
INC COM 30294110 16,892 722,809 SH 722,809 659,234 63,575
FUELCELL
ENERGY INC COM 35952H10 8,860 680,455 SH 616,255 200 64,000 529,675 64,000 86,780
FUJI PHOTO
FILM LTD ADR 35958630 1,061 32,342 SH 32,342 32,342
FULLER H B CO COM 35969410 14,933 502,126 SH 501,326 600 200 451,626 200 50,300
FULTON FINL
CORP PA COM 36027110 23,721 1,083,150 SH 1,079,446 3,704 1,075,812 7,338
FURNITURE
BRANDS INT COM 36092110 20,697 705,675 SH 703,315 2,360 698,496 7,179
G & K SVCS
INC CL A 36126810 11,387 309,853 SH 309,678 55 120 274,883 120 34,850
G B & T
BANCSHARES I COM 36146210 2,006 84,900 SH 84,900 76,000 8,900
GA FINL INC COM 36143710 2,367 68,165 SH 68,165 60,065 8,100
GABELLI ASSET
MGMT I C L A 36239Y10 4,628 116,269 SH 115,869 400 99,569 16,700
Page Total 406,747
Page 25 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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GABLES RESIDENTIAL T SH BEN INT 36241810 21,859 629,209 SH 629,209 562,288 66,921
GALLAGHER ARTHUR J & COM 36357610 42,460 1,306,864 SH 1,304,144 2,720 1,272,764 34,100
GALLAHER GROUP PLC SPONSORED 36359510 855 20,099 SH 20,099 20,099
GALYANS TRADING INC COM 36458R10 1,751 145,467 SH 145,467 125,315 20,152
GAMESTOP CORP CL A 36466R10 5,499 356,823 SH 356,823 325,623 31,200
GANNETT INC COM 36473010 645,032 7,234,541 SH 7,073,486 82,880 78,175 6,579,070 81,225 574,246
GAP INC DEL COM 36476010 582,480 25,096,060 SH 25,046,242 49,418 400 22,636,322 155,881 2,303,857
GARDNER DENVER INC COM 36555810 6,454 270,381 SH 270,306 75 248,381 22,000
GARMIN LTD ORD G3726010 804 14,753 SH 14,753 13,811 942
GARTNER INC COM 36665110 15,563 1,376,078 SH 1,370,319 5,759 1,242,128 133,950
GARTNER INC CL B 36665120 4,171 383,402 SH 383,092 310 379,902 3,500
GATEWAY INC COM 36762610 41,883 9,104,903 SH 9,100,785 2,640 1,478 8,337,483 5,478 761,942
GATX CORP COM 36144810 33,506 1,197,506 SH 1,195,031 350 2,125 1,121,081 2,125 74,300
GAYLORD ENTMT CO NEW COM 36790510 7,492 250,977 SH 250,727 150 100 203,717 100 47,160
GEMSTAR-TV GUIDE INT COM 36866W10 11,560 2,278,825 SH 2,267,459 11,366 2,264,903 900 13,022
GENAERA CORP COM 36867G10 245 74,982 SH 74,982 74,982
GENCORP INC COM 36868210 5,708 529,950 SH 529,950 470,750 59,200
GENE LOGIC INC COM 36868910 2,555 492,337 SH 492,237 100 439,712 52,625
GENELABS TECHNOLOGIE COM 36870610 233 82,425 SH 79,425 3,000 82,425
GENENCOR INTL INC COM 36870910 3,359 213,922 SH 213,922 213,622 300
GENENTECH INC COM NEW 36871040 242,336 2,589,893 SH 2,528,642 50,640 10,611 2,389,150 19,561 181,182
GENERAL BINDING CORP COM 36915410 1,583 87,942 SH 87,942 87,742 200
GENERAL CABLE CORP D COM 36930010 5,127 629,124 SH 629,124 566,074 63,050
GENERAL COMMUNICATIO CL A 36938510 6,274 721,123 SH 721,123 653,673 67,450
GENERAL DYNAMICS COR COM 36955010 535,789 5,927,523 SH 5,809,657 90,810 27,056 5,389,940 29,206 508,377
GENERAL ELEC CO COM 36960410 8,986,599 290,077,451 SH 279,246,601 6,234,831 4,596,019 259,418,931 6,425,267 24,233,253
GENERAL GROWTH PPTYS COM 37002110 114,099 4,111,669 SH 4,111,669 3,908,725 450 202,494
GENERAL MARITIME COR SHS Y2692M10 609 34,579 SH 34,579 34,579
GENERAL MLS INC COM 37033410 446,129 9,848,325 SH 9,425,911 200,302 222,112 8,729,598 240,632 878,095
GENERAL MTRS CORP COM 37044210 5,406,751 101,250,013 SH 101,151,179 74,397 24,437 18,944,721 80,942,155 1,363,137
GENERAL MTRS CORP CL H NEW 37044283 1,991 124,682 SH 124,682 104,315 20,367
GENESCO INC COM 37153210 5,332 352,419 SH 352,419 318,619 33,800
GENESEE & WYO INC CL A 37155910 6,257 198,649 SH 198,649 182,249 16,400
GENESIS HEALTHCARE C COM 37184D10 5,016 220,182 SH 220,000 182 195,900 182 24,100
GENESIS MICROCHIP IN COM 37184C10 9,485 525,464 SH 525,464 473,914 51,550
GENLYTE GROUP INC COM 37230210 14,385 246,404 SH 246,104 300 224,454 21,950
GEN-PROBE INC NEW COM 36866T10 43,185 1,184,132 SH 1,183,132 1,000 1,089,660 1,000 93,472
GENTA INC COM NEW 37245M20 8,709 835,021 SH 835,021 763,171 71,850
GENTEX CORP COM 37190110 66,127 1,497,440 SH 1,193,066 178,521 125,853 1,343,771 125,853 27,816
GENTIVA HEALTH SERVI COM 37247A10 5,278 417,531 SH 417,531 371,514 46,017
GENUINE PARTS CO COM 37246010 154,351 4,649,123 SH 4,627,594 15,829 5,700 4,237,191 7,400 404,532
GENZYME CORP COM GENL D 37291710 269,083 5,459,187 SH 5,431,203 24,297 3,687 5,024,921 6,087 428,179
GEORGIA GULF CORP COM PAR $0 37320020 15,810 547,449 SH 547,449 497,699 49,750
GEORGIA PAC CORP COM 37329810 293,693 9,575,912 SH 9,546,040 27,712 2,160 8,639,268 72,735 863,909
GERBER SCIENTIFIC IN COM 37373010 2,839 356,640 SH 352,622 2,018 2,000 316,840 2,000 37,800
GERDAU S A SPONSORED 37373710 1,202 59,422 SH 59,422 45,953 7,478 5,991
GERMAN AMERN BANCORP COM 37386510 2,505 143,117 SH 143,117 126,517 16,600
GERON CORP COM 37416310 6,512 653,145 SH 653,145 608,545 44,600
GETTY IMAGES INC COM 37427610 18,288 364,811 SH 363,511 300 1,000 361,380 1,000 2,431
GETTY RLTY CORP NEW COM 37429710 7,837 299,691 SH 299,691 273,041 26,650
GEVITY HR INC COM 37439310 4,936 221,956 SH 221,956 199,556 22,400
Page Total 18,121,585
Page 26 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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GIANT INDS INC COM 37450810 222 18,496 SH 18,496 18,496
GIBRALTAR STL CORP COM 37476F10 3,767 149,673 SH 149,673 137,323 12,350
GILEAD SCIENCES INC COM 37555810 194,657 3,340,032 SH 3,263,493 60,364 16,175 3,120,691 27,075 192,266
GILLETTE CO COM 37576610 1,134,360 30,883,741 SH 29,830,740 810,942 242,059 27,677,703 435,218 2,770,820
GLACIER BANCORP INC COM 37637Q10 9,701 298,760 SH 298,760 270,280 28,480
GLADSTONE CAPITAL CO COM 37653510 2,986 133,590 SH 133,590 119,990 13,600
GLAMIS GOLD LTD COM 37677510 2,810 164,107 SH 164,107 156,916 7,191
GLATFELTER COM 37731610 8,022 644,329 SH 643,409 920 602,630 41,699
GLAXOSMITHKLINE PLC SPONSORED 37733W10 900,562 19,317,079 SH 19,195,079 122,000 19,187,722 129,357
GLENBOROUGH RLTY TR COM 37803P10 9,090 455,650 SH 455,650 416,469 39,181
GLIMCHER RLTY TR SH BEN INT 37930210 16,042 716,812 SH 716,812 649,823 66,989
GLOBAL IMAGING SYSTE COM 37934A10 9,168 288,745 SH 287,945 800 268,345 20,400
GLOBAL INDS LTD COM 37933610 6,542 1,275,170 SH 1,275,170 1,162,870 112,300
GLOBAL PMTS INC COM 37940X10 19,154 406,499 SH 404,792 760 947 403,252 947 2,300
GLOBAL POWER EQUIPME COM 37941P10 3,100 464,111 SH 458,411 5,700 350,691 113,420
GLOBALSANTAFE CORP SHS G3930E10 15,459 622,609 SH 621,435 1,095 79 455,482 79 167,048
GLOBESPANVIRATA INC COM 37957V10 11,916 2,036,937 SH 2,031,707 5,230 1,853,187 183,750
GOLD BANC CORP INC COM 37990710 8,694 618,381 SH 615,081 3,300 562,928 55,453
GOLDCORP INC NEW COM 38095640 478 29,993 SH 29,993 27,370 2,623
GOLDEN TELECOM INC COM 38122G10 5,637 202,419 SH 202,419 176,619 25,800
GOLDEN WEST FINL COR COM 38131710 390,811 3,787,295 SH 3,778,259 8,936 100 3,391,448 6,700 389,147
GOLDMAN SACHS GROUP COM 38141G10 1,131,619 11,461,752 SH 10,910,139 500,571 51,042 10,295,449 281,156 885,147
GOODRICH CORP COM 38238810 104,254 3,511,413 SH 3,498,445 12,408 560 3,207,512 2,060 301,841
GOODYEAR TIRE & RUBR COM 38255010 41,382 5,264,866 SH 5,247,996 16,870 4,673,640 2,900 588,326
GOODYS FAMILY CLOTHI COM 38258810 2,986 319,005 SH 319,005 269,655 49,350
GORMAN RUPP CO COM 38308210 5,053 191,404 SH 191,404 172,754 18,650
GRACE W R & CO DEL N COM 38388F10 2,630 1,023,243 SH 1,010,244 12,799 200 886,383 200 136,660
GRACO INC COM 38410910 29,250 729,414 SH 724,512 4,292 610 709,842 610 18,962
GRAFTECH INTL LTD COM 38431310 18,687 1,384,186 SH 1,383,886 300 1,281,836 102,350
GRAINGER W W INC COM 38480210 109,477 2,310,138 SH 2,296,832 11,481 1,825 2,097,336 2,725 210,077
GRANITE CONSTR INC COM 38732810 16,710 711,361 SH 711,361 650,786 60,575
GRANT PRIDECO INC COM 38821G10 19,546 1,501,195 SH 1,498,375 2,720 100 1,484,540 350 16,305
GRAY TELEVISION INC COM 38937510 9,786 647,252 SH 637,752 9,500 588,452 58,800
GRAY TELEVISION INC CL A 38937520 361 23,783 SH 23,783 23,783
GREAT AMERN FINL RES COM 38991510 2,319 142,950 SH 142,950 142,650 300
GREAT ATLANTIC & PAC COM 39006410 3,779 449,824 SH 444,424 5,400 277,774 172,050
GREAT LAKES CHEM COR COM 39056810 43,054 1,583,461 SH 1,582,391 1,070 1,459,472 600 123,389
GREAT LAKES REIT INC COM 39075210 4,937 314,430 SH 314,430 286,032 28,398
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,234 13,300 SH 13,300 13,300
GREAT PLAINS ENERGY COM 39116410 32,707 1,027,886 SH 1,025,286 1,700 900 1,016,462 900 10,524
GREAT SOUTHN BANCORP COM 39090510 4,218 90,966 SH 90,966 83,016 7,950
GREATER BAY BANCORP COM 39164810 33,241 1,167,182 SH 1,163,998 439 2,745 1,073,097 2,745 91,340
GREATER COMMUNITY BA COM 39167M10 1,103 65,288 SH 65,288 65,088 200
GREEN MOUNTAIN PWR C COM 39315410 799 33,863 SH 33,583 280 33,583 280
GREEN MTN COFFEE ROA COM 39312210 2,462 107,400 SH 107,400 105,500 1,900
GREENBRIER COS INC COM 39365710 1,680 100,324 SH 100,324 78,024 22,300
GREENE CNTY BANCSHAR COM NEW 39436120 2,076 89,170 SH 89,170 79,670 9,500
GREENPOINT FINL CORP COM 39538410 94,779 2,683,426 SH 2,672,136 10,840 450 2,425,552 63,850 194,024
GREIF INC CL A 39762410 7,907 222,669 SH 222,569 100 203,519 19,150
GREY GLOBAL GROUP IN COM 39787M10 11,664 17,076 SH 17,076 15,198 1,878
GREY WOLF INC COM 39788810 11,876 3,175,413 SH 3,175,413 2,917,413 258,000
Page Total 4,504,752
Page 27 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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GRIFFON CORP COM 39843310 8,722 430,488 SH 430,488 390,838 39,650
GROUP 1 AUTOMOTIVE I COM 39890510 10,439 288,449 SH 288,449 259,599 28,850
GROUP 1 SOFTWARE INC COM 39943Y10 2,907 165,052 SH 164,452 600 150,052 600 14,400
GROUPE DANONE SPONSORED 39944910 1,831 56,348 SH 56,348 56,348
GRUPO AEROPORTUARIO SPON ADR S 40051E20 1,691 96,057 SH 96,057 55,060 31,440 9,557
GRUPO TELEVISA SA DE SP ADR REP 40049J20 5,814 145,853 SH 145,853 85,725 46,073 14,055
GSI COMMERCE INC COM 36238G10 2,435 249,752 SH 249,752 249,152 600
GTC BIOTHERAPEUTICS COM 36238T10 1,122 374,177 SH 374,177 352,177 22,000
GTECH HLDGS CORP COM 40051810 51,507 1,040,763 SH 1,040,483 40 240 979,093 54,440 7,230
GUESS INC COM 40161710 1,739 144,109 SH 144,109 143,809 300
GUIDANT CORP COM 40169810 634,437 10,538,816 SH 10,514,286 23,610 920 9,401,765 111,098 1,025,953
GUILFORD PHARMACEUTI COM 40182910 2,686 396,220 SH 396,220 342,570 53,650
GUITAR CTR MGMT INC COM 40204010 9,148 280,270 SH 280,270 254,670 25,600
GULF ISLAND FABRICAT COM 40230710 2,559 150,245 SH 150,045 200 138,445 11,800
GULFMARK OFFSHORE IN COM 40262910 3,397 242,658 SH 242,658 219,658 23,000
GUNDLE/SLT ENVIRONME COM 40280910 1,940 93,428 SH 93,428 93,228 200
GYMBOREE CORP COM 40377710 11,268 653,987 SH 653,987 595,367 58,620
HAEMONETICS CORP COM 40502410 6,770 283,399 SH 283,199 200 254,699 28,700
HAIN CELESTIAL GROUP COM 40521710 9,529 410,554 SH 410,354 200 364,804 45,750
HALLIBURTON CO COM 40621610 322,611 12,408,107 SH 12,376,619 30,305 1,183 11,313,672 5,883 1,088,552
HAMPSHIRE GROUP LTD COM 40885910 941 29,982 SH 29,982 29,732 250
HANCOCK FABRICS INC COM 40990010 3,607 249,106 SH 249,106 226,356 22,750
HANCOCK HLDG CO COM 41012010 12,339 226,106 SH 226,106 203,206 22,900
HANCOCK JOHN FINL SV COM 41014S10 307,137 8,190,313 SH 8,167,754 19,819 2,740 7,461,525 20,440 708,348
HANDLEMAN CO DEL COM 41025210 9,209 448,566 SH 448,566 403,266 45,300
HANGER ORTHOPEDIC GR COM NEW 41043F20 6,179 396,871 SH 396,871 366,221 30,650
HANMI FINL CORP COM 41049510 4,282 216,615 SH 216,615 204,115 12,500
HANOVER COMPRESSOR C COM 41076810 14,003 1,255,912 SH 1,255,812 100 1,170,012 100 85,800
HANSON PLC NEW SPONSORED 41134910 455 12,453 SH 12,453 12,453
HARBOR FLA BANCSHARE COM 41190110 12,186 409,765 SH 409,765 379,866 29,899
HARDINGE INC COM 41232430 5,819 502,922 SH 502,922 7,300 495,622
HARLAND JOHN H CO COM 41269310 14,497 531,023 SH 531,023 479,873 51,150
HARLEY DAVIDSON INC COM 41282210 392,807 8,264,397 SH 7,915,683 298,517 50,197 7,426,318 95,020 743,059
HARLEYSVILLE GROUP I COM 41282410 9,815 493,487 SH 493,087 400 447,387 400 45,700
HARLEYSVILLE NATL CO COM 41285010 12,509 415,578 SH 415,578 366,187 49,391
HARMAN INTL INDS INC COM 41308610 50,610 684,108 SH 679,846 2,300 1,962 657,026 1,962 25,120
HARMONIC INC COM 41316010 9,081 1,252,550 SH 1,252,450 100 1,131,275 121,275
HARRAHS ENTMT INC COM 41361910 291,628 5,859,509 SH 5,853,297 6,112 100 2,802,141 2,801,262 256,106
HARRIS CORP DEL COM 41387510 37,745 994,593 SH 993,233 1,060 300 945,024 300 49,269
HARRIS INTERACTIVE I COM 41454910 5,854 705,300 SH 704,800 500 629,050 76,250
HARSCO CORP COM 41586410 23,804 543,224 SH 542,584 440 200 536,924 200 6,100
HARTE-HANKS INC COM 41619610 39,639 1,822,467 SH 1,820,277 1,890 300 1,578,547 129,000 114,920
HARTFORD FINL SVCS G COM 41651510 1,251,422 21,199,768 SH 8,655,843 12,502,527 41,398 7,913,355 12,459,898 826,515
HARTMARX CORP COM 41711910 223 53,395 SH 53,395 44,895 8,500
HARVEST NATURAL RESO COM 41754V10 5,700 572,831 SH 572,831 519,381 53,450
HASBRO INC COM 41805610 142,984 6,719,194 SH 6,704,767 14,427 5,989,247 60,250 669,697
HAVERTY FURNITURE IN COM 41959610 11,196 563,747 SH 563,747 539,597 24,150
HAWAIIAN ELEC INDUST COM 41987010 24,237 511,644 SH 508,004 3,540 100 506,444 100 5,100
HAWTHORNE FINL CORP COM 42054210 6,941 248,071 SH 239,851 8,220 230,321 17,750
HCA INC COM 40411910 550,615 12,816,916 SH 12,552,150 224,444 40,322 11,729,663 45,522 1,041,731
HCC INS HLDGS INC COM 40413210 27,081 851,604 SH 845,358 6,246 843,343 8,261
Page Total 4,377,095
Page 28 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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HEADWATERS INC COM 42210P10 13,603 697,257 SH 697,257 656,807 40,450
HEALTH CARE PPTY INV COM 42191510 32,155 632,979 SH 632,979 614,379 18,600
HEALTH CARE REIT INC COM 42217K10 28,628 795,217 SH 795,217 738,640 56,577
HEALTH MGMT ASSOC IN CL A 42193310 154,809 6,450,391 SH 6,425,867 22,419 2,105 5,987,879 4,755 457,757
HEALTH NET INC COM 42222G10 94,884 2,901,650 SH 2,894,175 7,210 265 2,582,702 77,465 241,483
HEALTHCARE RLTY TR COM 42194610 17,057 477,120 SH 477,120 475,520 1,600
HEALTHCARE SVCS GRP COM 42190610 4,032 209,674 SH 209,674 192,574 17,100
HEALTHEXTRAS INC COM 42221110 3,983 297,218 SH 297,218 267,418 29,800
HEARST-ARGYLE TELEVI COM 42231710 19,082 692,388 SH 691,828 560 689,288 3,100
HEARTLAND EXPRESS IN COM 42234710 14,075 581,853 SH 581,853 534,853 47,000
HEARTLAND FINL USA I COM 42234Q10 2,379 127,909 SH 127,909 127,159 750
HECLA MNG CO COM 42270410 15,754 1,900,370 SH 1,900,370 1,694,770 205,600
HEICO CORP NEW COM 42280610 3,597 197,625 SH 197,625 196,625 1,000
HEICO CORP NEW CL A 42280620 268 19,002 SH 19,002 19,002
HEIDRICK & STRUGGLES COM 42281910 6,549 300,413 SH 299,413 1,000 266,713 33,700
HEINZ H J CO COM 42307410 371,592 10,200,177 SH 10,126,081 46,669 27,427 9,220,619 93,310 886,248
HELEN OF TROY CORP L COM G4388N10 837 36,159 SH 35,959 200 36,159
HELIX TECHNOLOGY COR COM 42331910 10,408 505,718 SH 505,218 400 100 463,568 100 42,050
HELLENIC TELECOM ORG SPONSORED 42332530 321 47,912 SH 47,912 47,912
HELMERICH & PAYNE IN COM 42345210 18,812 673,540 SH 671,550 1,390 600 653,453 600 19,487
HENRY JACK & ASSOC I COM 42628110 20,300 986,395 SH 985,495 700 200 975,048 200 11,147
HERCULES INC COM 42705610 42,271 3,464,856 SH 3,458,126 6,730 3,147,605 16,400 300,851
HERITAGE COMMERCE CO COM 42692710 1,833 149,012 SH 149,012 131,512 17,500
HERITAGE FINL CORP W COM 42722X10 1,724 80,055 SH 80,055 71,655 8,400
HERITAGE PPTY INVT T COM 42725M10 22,053 775,156 SH 775,156 717,256 57,900
HERLEY INDS INC DEL COM 42739810 3,326 160,694 SH 160,694 142,694 18,000
HERSHEY FOODS CORP COM 42786610 265,878 3,453,413 SH 3,398,524 27,199 27,690 3,079,497 51,315 322,601
HEWITT ASSOCS INC COM 42822Q10 5,307 177,502 SH 177,502 176,802 700
HEWLETT PACKARD CO COM 42823610 2,130,844 92,766,400 SH 90,537,434 1,230,400 998,566 83,633,324 1,049,920 8,083,156
HEXCEL CORP NEW COM 42829110 2,323 313,477 SH 313,477 312,577 900
HIBBETT SPORTING GOO COM 42856510 5,604 188,050 SH 188,050 167,025 21,025
HIBERNIA CORP CL A 42865610 67,160 2,856,673 SH 2,843,753 12,220 700 2,752,493 700 103,480
HICKORY TECH CORP COM 42906010 2,578 224,786 SH 224,586 200 204,686 20,100
HIGHWOODS PPTYS INC COM 43128410 35,571 1,400,423 SH 1,400,423 1,304,100 96,323
HILB ROGAL & HAMILTO COM 43129410 21,270 663,247 SH 663,172 75 608,347 54,900
HILFIGER TOMMY CORP ORD G8915Z10 640 43,190 SH 43,190 41,190 2,000
HILLENBRAND INDS INC COM 43157310 64,343 1,036,783 SH 1,031,543 4,740 500 967,436 15,200 54,147
HILTON HOTELS CORP COM 43284810 172,491 10,069,548 SH 9,949,116 107,362 13,070 9,213,834 17,470 838,244
HITACHI LIMITED ADR 10 COM 43357850 1,136 18,919 SH 18,919 18,919
HI-TECH PHARMACAL IN COM 42840B10 1,860 79,158 SH 79,158 68,758 10,400
HOLLINGER INTL INC CL A 43556910 12,530 802,170 SH 801,970 200 716,820 85,350
HOLLIS-EDEN PHARMACE COM 43590210 1,618 146,950 SH 146,950 146,250 700
HOLLY CORP COM PAR $0 43575830 4,632 168,435 SH 168,435 150,685 17,750
HOLLYWOOD ENTMT CORP COM 43614110 12,779 929,416 SH 929,416 845,361 84,055
HOLOGIC INC COM 43644010 6,548 379,580 SH 379,580 349,780 29,800
HOME DEPOT INC COM 43707610 2,544,368 71,692,522 SH 69,380,519 1,711,719 600,284 64,639,564 716,294 6,336,664
HOME PROPERTIES INC COM 43730610 28,274 700,015 SH 700,015 639,731 60,284
HOMESTORE INC COM 43785210 7,126 1,506,652 SH 1,506,452 100 100 1,374,952 100 131,600
HON INDS INC COM 43809210 35,419 817,608 SH 813,248 4,160 200 793,355 200 24,053
HONDA MOTOR LTD AMERN SHS 43812830 7,012 311,644 SH 207,644 104,000 203,544 108,100
HONEYWELL INTL INC COM 43851610 3,390,050 101,407,409 SH 27,443,366 73,913,053 50,990 25,716,939 73,763,794 1,926,676
Page Total 9,731,694
Page 29 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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HOOKER FURNITURE COR COM 43903810 1,528 37,440 SH 37,440 37,340 100
HOOPER HOLMES INC COM 43910410 6,395 1,034,772 SH 1,034,772 946,222 88,550
HORACE MANN EDUCATOR COM 44032710 10,936 782,788 SH 782,702 86 723,238 59,550
HORIZON FINL CORP WA COM 44041F10 2,807 160,334 SH 160,334 143,834 16,500
HORIZON OFFSHORE INC COM 44043J10 1,611 366,049 SH 366,049 349,349 16,700
HORIZON ORGANIC HOLD COM 44043T10 2,620 109,396 SH 109,396 94,796 14,600
HORMEL FOODS CORP COM 44045210 36,979 1,432,751 SH 1,428,796 3,830 125 1,408,213 125 24,413
HOSPITALITY PPTYS TR COM SH BEN 44106M10 52,139 1,263,049 SH 1,263,049 1,224,162 38,887
HOST MARRIOTT CORP N COM 44107P10 69,132 5,611,358 SH 5,611,358 5,205,774 49,700 355,884
HOT TOPIC INC COM 44133910 25,671 871,671 SH 871,671 797,321 74,350
HOUSTON EXPL CO COM 44212010 8,959 245,321 SH 245,221 100 226,770 18,551
HOVNANIAN ENTERPRISE CL A 44248720 23,958 275,195 SH 274,895 300 272,545 2,650
HRPT PPTYS TR COM SH BEN 40426W10 17,919 1,775,877 SH 1,775,877 1,761,227 14,650
HSBC HLDGS PLC SPON ADR N 40428040 27,120 344,080 SH 255,080 89,000 250,372 267 93,441
HUBBELL INC CL B 44351020 32,042 726,580 SH 714,932 6,720 4,928 702,042 5,078 19,460
HUDSON CITY BANCORP COM 44368310 32,159 842,302 SH 838,942 3,360 827,134 15,168
HUDSON HIGHLAND GROU COM 44379210 3,897 164,444 SH 163,946 491 7 114,863 29 49,552
HUDSON RIV BANCORP I COM 44412810 11,423 292,682 SH 290,582 2,100 266,832 25,850
HUDSON UNITED BANCOR COM 44416510 19,813 536,215 SH 535,005 1,210 532,715 300 3,200
HUGHES ELECTRONICS COM 44441810 917,666 55,448,071 SH 8,892,153 46,555,918 8,483,331 46,555,918 408,822
HUGHES SUPPLY INC COM 44448210 26,327 530,575 SH 530,374 201 451,698 1,000 77,877
HUGOTON RTY TR TEX UNIT BEN I 44471710 933 42,619 SH 42,619 42,619
HUMAN GENOME SCIENCE COM 44490310 17,672 1,333,745 SH 1,329,320 4,325 100 1,309,666 300 23,779
HUMANA INC COM 44485910 118,757 5,197,253 SH 5,189,729 7,030 494 4,767,118 17,544 12,591
HUMBOLDT BANCORP COM 44506910 3,170 180,599 SH 180,599 159,999 20,600
HUNGARIAN TEL & CABL COM 44554210 360 36,487 SH 36,487 36,387 100
HUNT J B TRANS SVCS COM 44565810 25,728 952,539 SH 952,299 240 939,457 13,082
HUNTINGTON BANCSHARE COM 44615010 154,240 6,855,104 SH 6,841,444 12,840 820 6,191,191 3,570 660,343
HUTCHINSON TECHNOLOG COM 44840710 14,261 463,772 SH 462,272 1,500 419,122 44,650
HYDRIL COM 44877410 6,321 263,278 SH 263,078 200 242,778 20,500
HYPERCOM CORP COM 44913M10 2,371 498,165 SH 498,165 421,765 76,400
HYPERION SOLUTIONS C COM 44914M10 25,680 852,015 SH 851,815 200 793,665 200 58,150
IBERIABANK CORP COM 45082810 7,672 130,030 SH 129,630 400 116,180 13,850
IBT BANCORP INC COM 44923F10 2,409 40,676 SH 40,676 34,976 5,700
ICICI BK LTD ADR 45104G10 1,407 81,917 SH 81,917 32,953 48,964
ICOS CORP COM 44929510 24,193 586,065 SH 578,380 5,110 2,575 578,853 2,675 4,537
ICT GROUP INC COM 44929Y10 2,067 176,031 SH 176,031 175,831 200
ICU MED INC COM 44930G10 6,554 191,130 SH 191,130 175,580 15,550
IDACORP INC COM 45110710 26,503 885,793 SH 881,195 1,480 3,118 816,725 3,368 65,700
IDENTIX INC COM 45190610 6,891 1,548,651 SH 1,548,651 1,346,035 202,616
IDEX CORP COM 45167R10 21,435 515,379 SH 511,179 2,300 1,900 469,721 1,900 43,758
IDEXX LABS INC COM 45168D10 32,582 704,010 SH 695,847 520 7,643 678,070 7,643 18,297
IDT CORP COM 44894710 11,624 524,769 SH 521,169 3,600 520,368 4,401
IDX SYS CORP COM 44949110 8,250 307,762 SH 305,762 2,000 283,412 24,350
I-FLOW CORP COM NEW 44952030 264 19,000 SH 19,000 19,000
IGATE CORP COM 45169U10 2,495 317,834 SH 313,834 4,000 314,934 2,900
IGEN INC COM 44953610 19,318 328,140 SH 327,740 400 294,590 33,550
IHOP CORP COM 44962310 13,252 344,396 SH 341,896 2,500 311,246 33,150
II VI INC COM 90210410 4,955 192,064 SH 192,064 170,964 21,100
IKON OFFICE SOLUTION COM 45171310 300,523 25,339,222 SH 1,668,313 23,670,709 200 1,530,733 23,759,089 49,400
ILEX ONCOLOGY INC COM 45192310 14,024 659,957 SH 659,957 606,907 53,050
Page Total 2,207,011
Page 30 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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ILLINOIS TOOL WKS IN COM 45230810 730,038 8,700,247 SH 7,862,450 553,714 284,083 7,651,293 287,323 761,631
IMAGISTICS INTERNATI COM 45247T10 19,781 527,499 SH 507,693 19,724 82 495,431 82 31,986
IMATION CORP COM 45245A10 20,976 596,746 SH 594,386 1,500 860 582,786 860 13,100
IMC GLOBAL INC COM 44966910 21,916 2,207,065 SH 2,204,738 825 1,502 2,035,463 1,502 170,100
IMCLONE SYS INC COM 45245W10 22,321 562,815 SH 558,897 1,840 2,078 555,986 2,078 4,751
IMMUCOR INC COM 45252610 8,894 436,181 SH 432,281 3,900 404,856 3,900 27,425
IMMUNOGEN INC COM 45253H10 3,411 675,491 SH 675,491 601,234 74,257
IMMUNOMEDICS INC COM 45290710 3,367 738,464 SH 737,164 1,300 665,514 72,950
IMPAC MED SYS INC COM 45255A10 2,453 95,983 SH 95,983 86,583 9,400
IMPAC MTG HLDGS INC COM 45254P10 26,631 1,462,424 SH 1,462,424 1,381,274 81,150
IMPAX LABORATORIES I COM 45256B10 7,591 527,551 SH 527,551 470,536 57,015
IMPERIAL CHEM INDS P ADR NEW 45270450 500 34,906 SH 34,906 34,906
IMPERIAL OIL LTD COM NEW 45303840 924 20,804 SH 20,804 20,804
IMPERIAL TOBACCO GRO SPONSORED 45314210 492 12,382 SH 12,382 12,382
IMS HEALTH INC COM 44993410 164,782 6,628,409 SH 6,610,465 14,524 3,420 5,872,758 39,622 716,029
INAMED CORP COM 45323510 32,125 668,572 SH 668,572 622,622 45,950
INCO LTD COM 45325840 1,112 27,932 SH 27,932 27,932
INCYTE CORP COM 45337C10 8,886 1,299,078 SH 1,298,978 100 1,105,978 100 193,000
INDEPENDENCE CMNTY B COM 45341410 25,290 703,082 SH 703,082 695,982 7,100
INDEPENDENCE HLDG CO COM NEW 45344030 968 40,346 SH 40,346 40,246 100
INDEPENDENT BANK COR COM 45383810 9,727 342,983 SH 342,983 313,095 29,888
INDEPENDENT BANK COR COM 45383610 5,949 210,219 SH 206,798 3,421 191,819 18,400
INDEVUS PHARMACEUTIC COM 45407210 3,718 630,222 SH 630,122 100 565,722 100 64,400
INDYMAC BANCORP INC COM 45660710 22,090 741,517 SH 741,517 733,817 7,700
INET TECHNOLOGIES IN COM 45662V10 3,309 275,750 SH 275,750 254,550 21,200
INFINEON TECHNOLOGIE SPONSORED 45662N10 990 72,200 SH 72,200 72,200
INFINITY PPTY & CAS COM 45665Q10 6,942 210,043 SH 210,043 192,643 17,400
INFOCUS CORP COM 45665B10 7,057 728,981 SH 728,881 100 582,161 100 146,720
INFONET SVCS CORP CL B 45666T10 2,047 1,203,985 SH 1,203,985 1,077,185 126,800
INFORMATICA CORP COM 45666Q10 11,196 1,087,017 SH 1,086,917 100 988,892 100 98,025
INFORMATION HLDGS IN COM 45672710 5,021 227,191 SH 227,091 100 209,591 17,600
INFOSPACE INC COM NEW 45678T20 10,730 465,494 SH 465,476 18 425,176 18 40,300
INFOSYS TECHNOLOGIES SPONSORED 45678810 2,531 26,533 SH 26,533 12,572 13,961
INFOUSA INC NEW COM 45681830 3,770 508,777 SH 508,777 456,102 52,675
ING GROUP N V SPONSORED 45683710 7,634 326,113 SH 101,113 225,000 92,113 234,000
INGERSOLL-RAND COMPA CL A G4776G10 291,641 4,296,426 SH 4,113,210 167,281 15,935 3,780,931 17,835 497,660
INGLES MKTS INC CL A 45703010 1,503 146,397 SH 145,897 500 129,497 500 16,400
INGRAM MICRO INC CL A 45715310 23,660 1,488,039 SH 1,487,029 1,010 1,405,895 82,144
INKINE PHARMACEUTICA COM 45721410 307 63,538 SH 63,538 63,538
INNKEEPERS USA TR COM 4576J010 5,122 611,972 SH 611,972 587,263 24,709
INNKEEPERS USA TR PFD CV A 8 4576J030 622 24,800 SH 400 24,400 400 24,400
INNOVATIVE SOLUTIONS COM 45769N10 291 17,900 SH 12,000 5,800 100 17,800 100
INNOVEX INC COM 45764710 2,500 297,616 SH 297,616 274,416 23,200
INPUT/OUTPUT INC COM 45765210 3,388 751,214 SH 751,214 664,964 86,250
INSIGHT COMMUNICATIO CL A 45768V10 7,685 743,216 SH 742,716 500 674,879 68,337
INSIGHT ENTERPRISES COM 45765U10 26,594 1,414,548 SH 1,412,748 1,800 1,343,908 70,640
INSITUFORM TECHNOLOG CL A 45766710 6,435 390,001 SH 390,001 354,351 35,650
INSPIRE PHARMACEUTIC COM 45773310 6,704 473,748 SH 473,748 429,048 44,700
INSTINET GROUP INC COM 45775010 7,133 1,385,140 SH 1,366,380 18,760 1,377,790 1,050 6,300
INSURANCE AUTO AUCTI COM 45787510 2,063 158,083 SH 158,083 137,483 20,600
INTEGRA BK CORP COM 45814P10 6,110 277,710 SH 277,710 255,760 21,950
Page Total 1,596,928
Page 31 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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INTEGRA
LIFESCIENCES COM NEW 45798520 14,983 522,772 SH 522,672 100 491,722 31,050
INTEGRAL SYS
INC MD COM 45810H10 3,529 166,365 SH 166,265 100 151,215 15,150
INTEGRATED
CIRCUIT S COM 45811K20 24,824 871,002 SH 869,282 1,720 861,842 9,160
INTEGRATED
DEVICE TE COM 45811810 28,516 1,660,810 SH 1,650,470 4,400 5,940 1,639,302 6,290 15,218
INTEGRATED
ELECTRICA COM 45811E10 5,428 586,822 SH 583,222 3,600 528,022 58,800
INTEGRATED
SILICON S COM 45812P10 6,907 441,363 SH 441,363 426,163 15,200
INTEL CORP COM 45814010 6,360,364 198,451,286 SH 192,034,336 4,045,382 2,371,568 176,710,255 3,660,474 18,080,557
INTELIDATA
TECHNOLOG COM 45814T10 1,145 734,166 SH 732,478 1,688 654,166 80,000
INTER PARFUMS
INC COM 45833410 1,452 64,255 SH 64,255 64,155 100
INTER TEL INC COM 45837210 16,612 665,003 SH 664,703 300 626,553 38,450
INTERACTIVE
DATA COR COM 45840J10 6,938 418,955 SH 418,805 150 407,555 9,000 2,400
INTERACTIVECORP COM 45840Q10 174,653 5,147,447 SH 5,131,884 12,813 2,750 4,902,352 2,950 242,145
INTERCEPT INC COM 45845L10 3,018 268,064 SH 264,464 3,500 100 238,814 100 29,150
INTERCHANGE FINL
SVC COM 45844710 4,625 182,809 SH 182,809 166,909 15,900
INTERCONTINENTAL
HOT SPONSORED 45857310 668 69,768 SH 69,768 69,768
INTERDIGITAL
COMMUNI COM 45866A10 11,851 575,285 SH 574,585 600 100 570,881 100 4,304
INTERFACE INC CL A 45866510 4,215 762,150 SH 762,150 673,700 88,450
INTERGRAPH CORP COM 45868310 21,883 914,464 SH 913,364 1,100 833,114 81,350
INTERLAND INC COM NEW 45872720 1,503 230,199 SH 227,899 2,300 192,949 37,250
INTERMAGNETICS
GEN C COM 45877110 6,936 312,995 SH 312,995 288,845 24,150
INTERMUNE INC COM 45884X10 18,783 810,992 SH 808,992 2,000 767,242 43,750
INTERNAP NETWORK
SVC COM 45885A10 274 111,649 SH 111,649 111,649
INTERNATIONAL
BANCSH COM 45904410 14,398 305,375 SH 304,597 778 300,975 4,400
INTERNATIONAL
BUSINE COM 45920010 11,672,314 125,942,098 SH 103,020,230 22,588,371 333,497 48,338,784 51,761,335 25,841,979
INTERNATIONAL
FLAVOR COM 45950610 85,489 2,448,151 SH 2,437,856 3,695 6,600 2,246,340 21,002 180,809
INTERNATIONAL
GAME T COM 45990210 376,035 10,533,183 SH 10,517,075 13,908 2,200 9,662,494 66,804 803,885
INTERNATIONAL
MULTIF COM 46004310 5,564 309,118 SH 308,818 300 275,268 33,850
INTERNATIONAL
RECTIF COM 46025410 43,385 878,057 SH 874,032 3,465 560 868,961 560 8,536
INTERNATIONAL
SPEEDW CL A 46033520 22,575 507,992 SH 506,612 1,180 200 501,895 200 5,897
INTERNET SEC
SYS INC COM 46060X10 15,676 832,514 SH 830,814 1,700 768,315 64,199
INTERPOOL INC COM 46062R10 1,757 121,150 SH 115,045 6,105 120,850 300
INTERPORE INTL COM 46062W10 3,841 295,428 SH 295,028 400 262,328 33,100
INTERPUBLIC
GROUP CO COM 46069010 157,662 10,106,565 SH 9,962,534 88,060 55,971 9,310,355 60,521 735,689
INTERSIL CORP CL A 46069S10 44,778 1,801,941 SH 1,796,751 4,910 280 1,787,811 530 13,600
INTERSTATE
BAKERIES COM 46072H10 20,021 1,406,973 SH 1,406,323 650 1,330,329 76,644
INTERTAN INC COM 46112010 3,605 356,225 SH 356,225 304,175 52,050
INTERVOICE INC
NEW COM 46114210 7,319 616,627 SH 616,627 562,327 54,300
INTERWOVEN INC COM NEW 46114T50 5,767 446,377 SH 446,127 225 25 396,715 25 49,637
INTL PAPER CO COM 46014610 1,613,704 37,432,253 SH 18,042,770 19,379,077 10,406 17,112,019 19,328,452 991,782
INTRADO INC COM 46117A10 6,322 288,023 SH 288,023 262,473 25,550
INTROGEN
THERAPEUTIC COM 46119F10 385 45,400 SH 45,400 45,400
INTUIT COM 46120210 303,426 5,740,176 SH 5,719,804 19,004 1,368 5,221,653 45,390 473,133
INTUITIVE
SURGICAL I COM NEW 46120E60 6,779 396,662 SH 394,081 81 2,500 364,987 2,500 29,175
INVACARE CORP COM 46120310 19,115 473,490 SH 473,090 400 423,854 49,636
INVERESK RESH
GROUP COM 46123810 12,316 498,036 SH 498,036 468,936 29,100
INVERNESS MED
INNOVA COM 46126P10 4,763 218,706 SH 216,657 2,049 198,906 19,800
INVESTMENT
TECHNOLOG COM 46145F10 18,896 1,170,036 SH 1,169,166 720 150 1,094,886 150 75,000
INVESTORS FINL
SERVI COM 46191510 34,668 902,570 SH 902,090 480 867,260 35,310
INVESTORS REAL
ESTAT SH BEN INT 46173010 5,832 589,060 SH 581,360 7,700 522,810 66,250
INVISION
TECHNOLOGIE COM 46185110 11,105 330,793 SH 330,693 100 306,043 24,750
INVITROGEN CORP COM 46185R10 113,931 1,629,680 SH 1,561,691 60,634 7,355 1,504,032 32,155 93,493
Page Total 21,350,534
Page 32 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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IOMEGA CORP COM NEW 46203030 6,745 1,127,854 SH 1,127,854 1,044,104 83,750
IONICS INC COM 46221810 9,442 296,455 SH 295,455 1,000 264,455 1,000 31,000
IPAYMENT INC COM 46262E10 3,185 93,971 SH 93,971 93,771 200
IRELAND BK SPONSORED 46267Q10 677 12,326 SH 12,326 12,326
IRON MTN INC PA COM 46284610 33,199 839,623 SH 696,623 119,350 23,650 792,983 23,650 22,990
IRWIN FINL CORP COM 46411910 20,165 642,189 SH 642,189 614,039 28,150
ISHARES TR RUSSELL100 46428759 8,329 142,700 SH 142,700 142,700
ISIS PHARMACEUTICALS COM 46433010 5,222 803,312 SH 803,312 700,262 103,050
ISLE OF CAPRI CASINO COM 46459210 10,584 492,981 SH 492,981 462,031 30,950
ISTAR FINL INC COM 45031U10 38,343 985,682 SH 985,682 966,205 19,477
I-STAT CORP COM 45031210 3,964 259,110 SH 259,110 234,310 24,800
ITLA CAP CORP COM 45056510 4,109 82,012 SH 82,012 74,512 7,500
ITRON INC COM 46574110 7,979 434,599 SH 434,599 401,149 33,450
ITT EDUCATIONAL SERV COM 45068B10 44,545 948,372 SH 948,052 120 200 870,608 1,200 76,564
ITT INDS INC IND COM 45091110 759,625 10,236,158 SH 2,368,814 7,856,023 11,321 2,194,640 7,845,284 196,234
IVAX CORP COM 46582310 51,993 2,177,254 SH 2,163,932 7,297 6,025 2,076,653 6,125 94,476
IXIA COM 45071R10 5,414 462,763 SH 462,763 408,013 54,750
IXYS CORP COM 46600W10 2,401 256,831 SH 256,831 232,031 24,800
J & J SNACK FOODS CO COM 46603210 4,877 129,166 SH 129,166 119,966 9,200
J JILL GROUP INC COM 46618910 3,685 289,962 SH 289,772 40 150 258,887 150 30,925
J P MORGAN CHASE & C COM 46625H10 2,388,745 65,035,252 SH 64,148,246 556,926 330,080 58,779,318 518,234 5,737,700
J2 GLOBAL COMMUNICAT COM NEW 46626E20 8,187 330,246 SH 330,246 299,646 30,600
JABIL CIRCUIT INC COM 46631310 167,821 5,930,064 SH 5,880,764 33,825 15,475 5,318,446 96,781 514,837
JACK IN THE BOX INC COM 46636710 12,893 603,592 SH 603,592 546,650 56,942
JACOBS ENGR GROUP IN COM 46981410 38,205 795,778 SH 772,863 18,765 4,150 771,424 4,150 20,204
JACUZZI BRANDS INC COM 46986510 8,932 1,259,739 SH 1,259,239 500 1,146,289 500 112,950
JAKKS PAC INC COM 47012E10 5,415 411,770 SH 411,770 368,320 43,450
JANUS CAP GROUP INC COM 47102X10 100,646 6,133,192 SH 6,103,748 29,244 200 5,652,718 2,900 477,574
JARDEN CORP COM 47110910 16,548 605,280 SH 603,930 1,350 571,705 33,575
JDA SOFTWARE GROUP I COM 46612K10 15,429 934,547 SH 931,947 2,600 887,547 47,000
JDS UNIPHASE CORP COM 46612J10 128,480 35,296,680 SH 35,229,946 64,506 2,228 32,402,906 16,128 2,877,646
JEFFERIES GROUP INC COM 47231910 39,704 1,202,423 SH 1,199,543 2,880 1,158,823 34,200 9,400
JEFFERSON PILOT CORP COM 47507010 190,169 3,754,563 SH 3,690,318 12,507 51,738 3,341,194 53,088 360,281
JETBLUE AWYS CORP COM 47714310 33,336 1,257,004 SH 1,256,404 600 1,218,354 38,650
JLG INDS INC COM 46621010 11,911 782,089 SH 782,089 714,089 68,000
JO-ANN STORES INC COM 47758P30 8,462 414,827 SH 414,827 388,442 26,385
JOHNSON & JOHNSON COM 47816010 6,812,812 131,877,891 SH 126,109,925 4,077,118 1,690,848 83,844,480 39,757,018 8,276,393
JOHNSON CTLS INC COM 47836610 273,507 2,355,379 SH 2,331,409 19,170 4,800 2,132,638 5,950 216,791
JONES APPAREL GROUP COM 48007410 135,964 3,859,315 SH 3,853,063 5,952 300 3,400,973 28,100 430,242
JONES LANG LASALLE I COM 48020Q10 11,051 533,099 SH 533,099 483,299 49,800
JOS A BANK CLOTHIERS COM 48083810 3,012 86,822 SH 86,822 80,122 6,700
JOURNAL COMMUNICATIO CL A 48113010 313 16,900 SH 16,900 16,900
JOURNAL REGISTER CO COM 48113810 10,463 505,447 SH 503,067 2,380 461,347 44,100
JOY GLOBAL INC COM 48116510 21,560 824,465 SH 824,465 754,315 70,150
JUNIPER NETWORKS INC COM 48203R10 76,297 4,084,416 SH 4,070,677 13,559 180 3,800,690 430 283,296
JUNO LTG INC COM NEW 48204720 260 11,558 SH 11,558 11,558
K V PHARMACEUTICAL C CL A 48274020 13,956 547,302 SH 546,152 1,150 495,827 51,475
K V PHARMACEUTICAL C CL B CONV 48274010 785 30,298 SH 30,298 30,298
K2 INC COM 48273210 6,459 424,630 SH 424,630 389,780 34,850
KADANT INC COM 48282T10 6,014 277,794 SH 277,486 294 14 247,290 53 30,451
KAMAN CORP CL A 48354810 4,918 386,350 SH 386,350 347,653 38,697
Page Total 11,576,736
Page 33 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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KANA SOFTWARE INC COM NEW 48360030 1,209 358,633 SH 358,633 357,533 1,100
KANEB SERVICES LLC COM 48417310 683 21,439 SH 21,439 21,439
KANSAS CITY LIFE INS COM 48483610 2,919 63,182 SH 63,182 57,982 5,200
KANSAS CITY SOUTHERN COM NEW 48517030 16,223 1,132,895 SH 1,109,932 22,963 1,018,795 114,100
KAYDON CORP COM 48658710 18,009 696,928 SH 696,008 920 653,428 43,500
KB HOME COM 48666K10 130,748 1,802,928 SH 1,800,958 1,970 1,543,605 8,200 251,123
KCS ENERGY INC COM 48243420 5,829 552,531 SH 552,531 499,631 52,900
KEANE INC COM 48666510 25,745 1,758,555 SH 1,754,855 2,900 800 1,664,805 800 92,950
KEITHLEY INSTRS INC COM 48758410 4,963 271,213 SH 271,213 253,713 17,500
KELLOGG CO COM 48783610 376,879 9,897,024 SH 9,865,824 26,515 4,685 8,909,739 75,089 912,196
KELLWOOD CO COM 48804410 25,826 629,906 SH 629,606 300 587,604 42,302
KELLY SVCS INC CL A 48815220 12,148 425,642 SH 425,642 383,317 42,325
KEMET CORP COM 48836010 23,809 1,739,155 SH 1,735,455 3,600 100 1,597,455 100 141,600
KENNAMETAL INC COM 48917010 26,869 675,949 SH 675,449 500 620,449 55,500
KENSEY NASH CORP COM 49005710 3,037 130,622 SH 130,622 119,022 11,600
KERR MCGEE CORP COM 49238610 238,006 5,119,516 SH 5,107,400 11,077 1,039 3,087,681 1,813,446 218,389
KEY ENERGY SVCS INC COM 49291410 13,463 1,305,777 SH 1,305,677 100 1,296,977 8,800
KEYCORP NEW COM 49326710 358,700 12,233,959 SH 12,180,230 34,427 19,302 11,122,850 40,471 1,070,638
KEYNOTE SYS INC COM 49330810 3,876 327,370 SH 327,370 293,270 34,100
KEYSPAN CORP COM 49337W10 180,107 4,894,225 SH 4,875,782 16,923 1,520 4,445,117 8,770 440,338
KEYSTONE AUTOMOTIVE COM 49338N10 4,689 184,763 SH 184,763 167,913 16,850
KEYSTONE PPTY TR COR COM 49359610 9,367 424,026 SH 424,026 391,726 32,300
KFORCE INC COM 49373210 259 27,723 SH 27,723 27,723
KFX INC COM 48245L10 2,886 382,233 SH 382,233 379,333 2,900
KILROY RLTY CORP COM 49427F10 26,023 794,598 SH 794,598 742,706 51,892
KIMBALL INTL INC CL B 49427410 6,209 399,269 SH 399,269 345,719 53,550
KIMBERLY CLARK CORP COM 49436810 855,568 14,479,071 SH 14,027,990 274,086 176,995 12,920,491 271,909 1,286,671
KIMCO REALTY CORP COM 49446R10 80,078 1,789,463 SH 1,789,463 1,706,912 82,551
KINDER MORGAN ENERGY UT LTD PAR 49455010 2,131 43,247 SH 19,611 19,036 4,600 36,947 4,600 1,700
KINDER MORGAN INC KA COM 49455P10 237,006 4,010,253 SH 4,000,080 8,473 1,700 3,653,102 6,738 350,413
KINDER MORGAN MANAGE SHS 49455U10 2,590 60,298 SH 60,298 60,298
KINDRED HEALTHCARE I COM 49458010 13,987 269,079 SH 267,979 1,100 246,079 23,000
KING PHARMACEUTICALS COM 49558210 95,833 6,279,994 SH 6,267,251 12,410 333 5,822,362 2,833 454,799
KINROSS GOLD CORP COM NEW 49690220 284 35,496 SH 35,496 35,496
KIRBY CORP COM 49726610 12,818 367,479 SH 366,979 500 337,979 29,500
KIRKLANDS INC COM 49749810 3,270 185,136 SH 185,136 168,136 17,000
KLAMATH FIRST BANCOR COM 49842P10 2,604 98,988 SH 98,988 87,388 11,600
KLA-TENCOR CORP COM 48248010 335,043 5,723,321 SH 5,701,631 21,450 240 5,201,634 36,102 485,585
KMART HLDG CORPORATI COM 49878010 1,978 82,592 SH 82,592 82,592
KNBT BANCORP INC COM 48292110 527 29,990 SH 29,990 29,990
KNIGHT RIDDER INC COM 49904010 162,675 2,102,565 SH 2,094,270 8,115 180 1,924,415 12,380 165,770
KNIGHT TRADING GROUP COM 49906310 20,109 1,371,709 SH 1,366,409 5,200 100 1,231,410 100 140,199
KNIGHT TRANSN INC COM 49906410 12,635 492,604 SH 492,604 439,374 53,230
KOGER EQUITY INC COM 50022810 9,672 462,126 SH 462,126 400,980 61,146
KOHLS CORP COM 50025510 362,641 8,069,453 SH 8,048,298 20,200 955 7,328,259 51,316 689,878
KOMAG INC COM NEW 50045320 8,856 606,173 SH 606,173 574,873 31,300
KONINKLIJKE AHOLD N SPON ADR N 50046730 410 52,889 SH 52,889 52,889
KONINKLIJKE PHILIPS NY REG SH 50047230 2,252 77,406 SH 77,406 77,406
KOPIN CORP COM 50060010 9,767 1,455,622 SH 1,277,722 177,900 1,163,322 177,900 114,400
KOREA ELECTRIC PWR SPONSORED 50063110 1,528 147,066 SH 147,066 58,312 88,754
KORN FERRY INTL COM NEW 50064320 9,599 719,597 SH 719,587 10 661,447 58,150
Page Total 3,762,345
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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KOS PHARMACEUTICALS COM 50064810 16,310 379,221 SH 379,221 340,621 2,300 36,300
KOSAN BIOSCIENCES IN COM 50064W10 3,362 340,975 SH 340,975 300,375 40,600
KRAFT FOODS INC CL A 50075N10 255,915 7,942,737 SH 3,943,818 3,966,821 32,098 3,827,750 3,819,960 295,027
KRAMONT RLTY TR COM SH BEN 50075Q10 6,837 377,733 SH 377,733 330,333 47,400
KRISPY KREME DOUGHNU COM 50101410 30,219 825,651 SH 823,296 1,330 1,025 817,041 1,025 7,585
KROGER CO COM 50104410 388,802 21,004,988 SH 20,933,243 70,845 900 19,104,230 40,523 1,860,235
KROLL INC COM 50104910 16,677 641,411 SH 641,411 586,811 54,600
KRONOS INC COM 50105210 30,911 780,379 SH 779,104 1,275 729,054 51,325
KRONOS WORLDWIDE INC COM 50105F10 2,140 96,393 SH 95,949 444 89,749 444 6,200
K-SWISS INC CL A 48268610 11,226 465,794 SH 465,794 428,994 36,800
KT CORP SPONSORED 48268K10 4,306 225,786 SH 225,786 119,575 80,188 26,023
KUBOTA CORP ADR 50117320 737 35,200 SH 35,200 35,200
KULICKE & SOFFA INDS COM 50124210 13,455 935,659 SH 935,659 847,009 88,650
KVH INDS INC COM 48273810 4,664 169,158 SH 169,158 153,558 15,600
KYOCERA CORP ADR 50155620 746 11,133 SH 11,133 11,133
KYPHON INC COM 50157710 7,978 321,287 SH 321,037 250 295,787 25,500
L S B BANCSHARES N C COM 50215810 2,155 123,986 SH 123,986 110,436 13,550
L-3 COMMUNICATIONS H COM 50242410 57,588 1,121,271 SH 1,118,791 2,280 200 1,077,971 400 42,900
LA JOLLA PHARMACEUTI COM 50345910 3,704 869,471 SH 869,471 806,571 62,900
LA QUINTA CORP PAIRED CTF 50419U20 16,453 2,566,700 SH 2,566,700 2,299,450 267,250
LA Z BOY INC COM 50533610 11,713 558,303 SH 556,143 2,160 552,729 5,574
LABONE INC NEW COM 50540L10 6,518 200,750 SH 200,650 100 188,950 11,800
LABOR READY INC COM NEW 50540120 9,647 736,414 SH 736,414 676,364 60,050
LABORATORY CORP AMER COM NEW 50540R40 62,966 1,704,093 SH 1,699,773 4,240 80 1,609,382 80 94,631
LABRANCHE & CO INC COM 50544710 11,324 970,317 SH 967,217 3,000 100 954,108 300 15,909
LACLEDE GROUP INC COM 50559710 9,779 342,539 SH 339,439 3,100 314,039 28,500
LAFARGE COPPEE S A SPON ADR N 50586140 369 16,501 SH 16,501 16,501
LAFARGE NORTH AMERIC COM 50586210 26,178 646,056 SH 644,096 1,960 641,743 4,313
LAKELAND BANCORP INC COM 51163710 2,699 168,500 SH 168,500 150,237 18,263
LAKELAND FINL CORP COM 51165610 2,972 84,140 SH 84,140 75,240 8,900
LAKES ENTMNT INC COM 51206P10 502 31,112 SH 31,112 31,112
LAM RESEARCH CORP COM 51280710 60,330 1,867,816 SH 1,862,196 4,120 1,500 1,835,916 1,850 30,050
LAMAR ADVERTISING CO CL A 51281510 28,303 758,383 SH 754,733 3,550 100 735,533 100 22,750
LANCASTER COLONY COR COM 51384710 23,951 530,351 SH 529,751 600 525,851 4,500
LANCE INC COM 51460610 6,723 447,281 SH 446,561 720 402,336 720 44,225
LANDAMERICA FINL GRO COM 51493610 28,420 543,817 SH 543,817 492,917 50,900
LANDAUER INC COM 51476K10 7,304 179,110 SH 140,078 39,032 124,470 39,032 15,608
LANDRYS RESTAURANTS COM 51508L10 9,753 379,180 SH 379,080 100 346,380 100 32,700
LANDSTAR SYS INC COM 51509810 27,597 725,471 SH 725,471 676,371 49,100
LANNET INC COM 51601210 1,436 85,431 SH 85,431 75,931 9,500
LASALLE HOTEL PPTYS COM SH BEN 51794210 14,166 763,657 SH 763,657 715,998 47,659
LASERSCOPE COM 51808110 3,324 213,192 SH 213,192 191,992 21,200
LATTICE SEMICONDUCTO COM 51841510 20,962 2,165,513 SH 2,155,013 7,800 2,700 2,003,313 2,700 159,500
LAUDER ESTEE COS INC CL A 51843910 73,935 1,883,206 SH 1,750,178 123,023 10,005 1,798,349 10,005 74,852
LAWSON PRODS INC COM 52077610 4,292 129,798 SH 129,798 112,199 17,599
LAWSON SOFTWARE INC COM 52078010 11,438 1,378,060 SH 1,378,060 1,306,060 72,000
LEAPFROG ENTERPRISES CL A 52186N10 7,577 285,600 SH 285,450 150 284,300 1,300
LEAR CORP COM 52186510 87,496 1,426,637 SH 1,416,011 6,906 3,720 1,310,317 9,420 106,900
LEARNING TREE INTL I COM 52201510 3,263 187,628 SH 187,628 165,478 22,150
LEE ENTERPRISES INC COM 52376810 29,423 674,075 SH 671,415 2,660 648,175 25,900
LEGG MASON INC COM 52490110 83,456 1,081,317 SH 1,076,702 3,225 1,390 1,031,621 1,490 48,206
Page Total 1,552,000
Page 35 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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LEGGETT & PLATT
INC COM 52466010 114,243 5,281,680 SH 5,121,356 155,794 4,530 4,871,694 14,718 395,268
LEHMAN BROS HLDGS
IN COM 52490810 664,435 8,604,436 SH 8,541,856 59,324 3,256 7,802,084 35,744 766,608
LENNAR CORP CL A 52605710 101,841 1,060,848 SH 1,058,748 2,000 100 998,197 200 62,451
LENNOX INTL INC COM 52610710 13,995 838,046 SH 838,046 775,546 62,500
LEUCADIA NATL
CORP COM 52728810 34,586 750,230 SH 750,030 200 742,084 8,146
LEVEL 3
COMMUNICATIO COM 52729N10 34,750 6,096,578 SH 6,077,718 16,140 2,720 5,626,242 3,220 467,116
LEXAR MEDIA INC COM 52886P10 17,667 1,014,200 SH 1,014,200 929,275 84,925
LEXICON GENETICS
INC COM 52887210 3,827 649,688 SH 647,988 1,700 580,788 68,900
LEXINGTON CORP
PPTYS COM 52904310 11,780 583,449 SH 583,449 535,699 47,750
LEXMARK INTL NEW CL A 52977110 332,077 4,222,746 SH 4,207,005 11,666 4,075 3,853,362 40,189 329,195
LIBBEY INC COM 52989810 6,943 243,775 SH 243,575 200 222,302 21,473
LIBERTY CORP S C COM 53037010 12,550 277,706 SH 276,206 1,500 248,106 29,600
LIBERTY MEDIA CORP
N COM SER A 53071810 403,531 33,938,705 SH 30,925,376 2,957,181 56,148 31,732,978 163,668 2,042,059
LIBERTY PPTY TR SH BEN INT 53117210 57,885 1,488,038 SH 1,488,038 1,417,570 70,468
LIFELINE SYS INC COM 53219210 7,223 380,144 SH 151,526 228,618 131,726 228,618 19,800
LIFEPOINT
HOSPITALS COM 53219L10 22,634 768,552 SH 768,409 43 100 707,752 100 60,700
LIGAND
PHARMACEUTICA CL B 53220K20 15,172 1,032,834 SH 1,032,826 8 945,376 8 87,450
LIGHTBRIDGE INC COM 53222610 4,085 448,866 SH 448,866 400,566 48,300
LILLY ELI & CO COM 53245710 2,079,604 29,569,230 SH 29,325,199 209,580 34,451 26,700,147 238,356 2,630,727
LIMITED BRANDS
INC COM 53271610 236,008 13,089,754 SH 12,972,879 116,435 440 11,746,343 5,940 1,337,471
LIN TV CORP CL A 53277410 12,368 479,183 SH 479,183 440,483 38,700
LINCARE HLDGS INC COM 53279110 44,332 1,473,812 SH 1,468,467 3,445 1,900 1,396,136 2,000 75,676
LINCOLN ELEC
HLDGS I COM 53390010 14,232 575,267 SH 569,107 6,160 514,717 60,550
LINCOLN NATL CORP
IN COM 53418710 195,749 4,848,876 SH 4,815,771 25,454 7,651 4,372,156 9,851 466,869
LINDSAY MFG CO COM 53555510 4,959 196,402 SH 196,402 175,202 21,200
LINEAR TECHNOLOGY
CO COM 53567810 376,711 8,954,389 SH 8,273,498 503,698 177,193 8,012,442 223,730 718,217
LINENS N THINGS
INC COM 53567910 25,209 838,059 SH 825,279 240 12,540 758,847 12,540 66,672
LIONBRIDGE
TECHNOLOG COM 53625210 4,588 477,918 SH 477,918 433,718 44,200
LIQUIDMETAL
TECHNOLO COM 53634X10 773 272,269 SH 266,569 5,700 271,569 700
LITHIA MTRS INC CL A 53679710 10,222 405,459 SH 246,788 158,671 227,688 158,671 19,100
LITTELFUSE INC COM 53700810 10,227 354,858 SH 354,858 319,009 35,849
LIZ CLAIBORNE INC COM 53932010 100,952 2,846,939 SH 2,837,439 9,300 200 2,586,811 1,500 258,628
LKQ CORP COM 50188920 221 12,300 SH 12,300 12,300
LLOYDS TSB GROUP
PLC SPONSORED 53943910 2,490 76,506 SH 76,506 76,506
LNB BANCORP INC COM 50210010 1,400 68,984 SH 68,984 60,184 8,800
LNR PPTY CORP COM 50194010 10,744 217,013 SH 216,713 300 216,313 700
LOCAL FINL CORP COM 53955310 7,332 352,311 SH 352,311 325,561 26,750
LOCKHEED MARTIN
CORP COM 53983010 4,353,464 84,697,742 SH 82,136,814 77,192 2,483,736 11,107,155 2,496,136 71,094,451
LODGENET ENTMT
CORP COM 54021110 3,446 188,504 SH 188,504 161,354 27,150
LOEWS CORP COM 54042410 209,237 4,231,276 SH 4,222,206 7,870 1,200 3,960,757 1,200 269,319
LOEWS CORP CAROLNA GP 54042420 11,081 439,009 SH 427,829 11,180 422,600 16,409
LONE STAR
STEAKHOUSE COM 54230710 8,580 369,511 SH 369,511 336,745 32,766
LONE STAR
TECHNOLOGI COM 54231210 7,016 439,075 SH 438,975 100 394,725 100 44,250
LONGS DRUG STORES
CO COM 54316210 17,007 687,449 SH 685,449 2,000 622,262 65,187
LONGVIEW FIBRE CO COM 54321310 13,150 1,064,803 SH 1,064,803 980,353 84,450
LOOKSMART LTD COM 54344210 1,921 1,239,163 SH 1,239,163 1,107,513 131,650
LOUISIANA PAC CORP COM 54634710 103,550 5,791,412 SH 5,786,604 2,150 2,658 5,100,744 24,158 666,510
LOWES COS INC COM 54866110 3,589,306 64,800,620 SH 20,195,624 44,504,616 100,380 18,416,812 44,429,545 1,954,263
LSI INDS INC COM 50216C10 3,475 257,423 SH 256,673 750 232,786 24,637
LSI LOGIC CORP COM 50216110 106,147 11,967,002 SH 11,949,212 17,550 240 10,630,634 62,640 1,273,728
LTC PPTYS INC COM 50217510 4,336 294,175 SH 294,175 286,475 7,700
Page Total 13,429,062
Page 36 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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LTX CORP COM 50239210 16,590 1,103,796 SH 1,103,196 500 100 1,023,346 100 80,350
LUBRIZOL CORP COM 54927110 86,284 2,653,260 SH 901,716 1,751,344 200 883,249 1,748,014 21,997
LUCENT TECHNOLOGIES COM 54946310 304,975 107,385,485 SH 107,102,956 266,245 16,284 96,368,883 775,169 10,241,433
LUFKIN INDS INC COM 54976410 2,588 89,987 SH 89,987 81,587 8,400
LUMINEX CORP DEL COM 55027E10 3,104 330,904 SH 330,904 292,404 38,500
LYDALL INC DEL COM 55081910 2,443 239,754 SH 239,754 217,554 22,200
LYON WILLIAM HOMES COM 55207410 5,050 80,459 SH 80,459 71,559 8,900
LYONDELL CHEMICAL CO COM 55207810 33,962 2,003,654 SH 1,996,584 6,150 920 1,980,903 920 21,831
M & F WORLDWIDE CORP COM 55254110 2,434 182,154 SH 182,113 41 160,583 41 21,530
M & T BK CORP COM 55261F10 127,871 1,300,823 SH 1,288,538 12,074 211 1,217,606 211 83,006
M D C HLDGS INC COM 55267610 11,822 183,290 SH 183,060 120 110 182,425 110 755
M/I SCHOTTENSTEIN HO COM 55305B10 8,864 226,980 SH 226,980 182,725 44,255
MACATAWA BK CORP COM 55422510 3,440 121,173 SH 121,173 106,701 14,472
MACDERMID INC COM 55427310 17,323 505,923 SH 505,723 200 463,573 42,350
MACERICH CO COM 55438210 39,196 880,798 SH 880,798 845,496 35,302
MACK CALI RLTY CORP COM 55448910 46,505 1,117,365 SH 1,117,365 1,080,915 36,450
MACROMEDIA INC COM 55610010 15,445 870,138 SH 869,128 850 160 861,878 160 8,100
MACROVISION CORP COM 55590410 20,286 897,998 SH 897,358 600 40 824,708 40 73,250
MADDEN STEVEN LTD COM 55626910 4,387 215,065 SH 215,065 199,415 15,650
MAF BANCORP INC COM 55261R10 19,793 472,383 SH 471,203 500 680 426,154 680 45,549
MAGELLAN MIDSTREAM P COM UNIT R 55908010 1,009 20,179 SH 20,179 19,353 826
MAGMA DESIGN AUTOMAT COM 55918110 9,569 409,990 SH 409,990 378,440 31,550
MAGNA ENTMT CORP CL A 55921110 3,324 658,271 SH 658,271 576,971 81,300
MAGNA INTL INC CL A 55922240 987 12,331 SH 12,331 12,331
MAGNUM HUNTER RES IN COM PAR $0 55972F20 10,281 1,081,055 SH 1,081,055 991,656 89,399
MAGUIRE PPTYS INC COM 55977510 6,832 281,167 SH 281,167 259,867 21,300
MAIL-WELL INC COM 56032120 2,123 460,417 SH 460,417 450,617 9,800
MAIN STR BKS INC NEW COM 56034R10 5,762 217,261 SH 217,261 197,311 19,950
MAINE & MARITIMES CO COM 56037710 378 10,800 SH 10,500 300 10,800
MAINSOURCE FINANCIAL COM 56062Y10 3,121 101,764 SH 101,764 87,011 14,753
MAIR HOLDINGS INC COM 56063510 1,344 184,590 SH 184,590 184,190 400
MANDALAY RESORT GROU COM 56256710 36,401 813,966 SH 810,761 1,540 1,665 790,230 1,665 22,071
MANHATTAN ASSOCS INC COM 56275010 15,396 557,029 SH 555,229 200 1,600 521,779 1,600 33,650
MANITOWOC INC COM 56357110 14,468 463,733 SH 463,233 400 100 420,483 100 43,150
MANOR CARE INC NEW COM 56405510 86,110 2,490,893 SH 2,483,423 4,995 2,475 2,222,449 3,375 265,069
MANPOWER INC COM 56418H10 79,680 1,692,435 SH 1,688,425 3,670 340 1,607,196 340 84,899
MANTECH INTL CORP CL A 56456310 7,133 285,893 SH 285,893 266,393 19,500
MANUFACTURED HOME CM COM 56468210 14,945 396,945 SH 396,945 355,903 41,042
MANUFACTURERS SVCS L COM 56500510 1,970 324,026 SH 322,126 1,900 323,326 700
MANUGISTICS GROUP IN COM 56501110 6,841 1,092,848 SH 1,092,788 60 978,288 60 114,500
MANULIFE FINL CORP COM 56501R10 2,318 71,758 SH 71,758 52,458 19,300
MAPICS INC COM 56491010 4,272 326,385 SH 326,385 297,585 28,800
MAPINFO CORP COM 56510510 210 20,799 SH 20,799 20,799
MARATHON OIL CORP COM 56584910 341,432 10,318,279 SH 10,297,784 19,355 1,140 9,435,512 42,384 840,383
MARCUS CORP COM 56633010 7,857 479,071 SH 479,071 446,421 32,650
MARINE PRODS CORP COM 56842710 1,788 95,122 SH 95,122 94,922 200
MARINEMAX INC COM 56790810 2,419 124,514 SH 124,514 124,114 400
MARITRANS INC COM 57036310 1,488 89,058 SH 89,058 88,758 300
MARKEL CORP COM 57053510 31,174 122,968 SH 122,328 640 117,679 3,000 2,289
MARKETWATCH COM INC COM 57061910 602 69,979 SH 69,879 100 69,779 200
MARRIOTT INTL INC NE CL A 57190320 314,970 6,817,527 SH 5,689,585 1,127,277 665 5,248,486 1,094,722 474,319
Page Total 1,788,565
Page 37 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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MARSH & MCLENNAN COS COM 57174810 2,042,373 42,647,180 SH 14,177,509 28,211,796 257,875 13,515,199 27,830,488 1,301,493
MARSHALL & ILSLEY CO COM 57183410 208,416 5,448,776 SH 5,439,956 8,220 600 5,055,132 3,200 390,444
MARTEK BIOSCIENCES C COM 57290110 26,846 412,444 SH 412,244 200 370,144 42,300
MARTEN TRANS LTD COM 57307510 202 13,050 SH 13,050 13,050
MARTHA STEWART LIVIN CL A 57308310 1,974 200,390 SH 199,590 700 100 173,940 100 26,350
MARTIN MARIETTA MATL COM 57328410 59,148 1,259,262 SH 1,257,402 1,760 100 650,499 602,229 6,534
MARVEL ENTERPRISES I COM 57383M10 15,925 547,060 SH 544,810 2,250 532,760 14,300
MARVELL TECHNOLOGY G ORD G5876H10 616 16,230 SH 14,580 1,650 13,402 1,650 1,178
MASCO CORP COM 57459910 351,070 12,808,109 SH 12,753,180 34,545 20,384 11,548,970 36,977 1,222,162
MASISA S A SPONSORED 57479910 295 23,694 SH 23,694 1,324 22,370
MASSBANK CORP READ M COM 57615210 2,594 60,307 SH 60,307 53,707 6,600
MASSEY ENERGY CORP COM 57620610 23,328 1,121,559 SH 1,120,859 700 1,018,609 102,950
MASTEC INC COM 57632310 5,035 339,964 SH 339,964 323,964 16,000
MATERIAL SCIENCES CO COM 57667410 2,288 226,340 SH 226,340 226,040 300
MATRIA HEALTHCARE IN COM NEW 57681720 3,088 146,139 SH 146,139 132,239 13,900
MATRIX SVC CO COM 57685310 4,989 275,485 SH 275,485 249,185 26,300
MATRIXONE INC COM 57685P30 5,395 875,892 SH 765,917 109,975 790,792 85,100
MATSUSHITA ELEC INDL ADR 57687920 1,994 143,016 SH 143,016 143,016
MATTEL INC COM 57708110 255,224 13,244,626 SH 13,212,109 23,596 8,921 12,076,306 22,333 1,145,987
MATTHEWS INTL CORP CL A 57712810 15,467 522,696 SH 522,696 468,646 54,050
MATTSON TECHNOLOGY I COM 57722310 5,336 440,976 SH 440,976 431,476 9,500
MAUI LD & PINEAPPLE COM 57734510 1,454 42,051 SH 42,051 41,951 100
MAVERICK TUBE CORP COM 57791410 13,898 721,949 SH 721,849 100 650,049 100 71,800
MAXIM INTEGRATED PRO COM 57772K10 419,395 8,458,948 SH 8,409,727 44,286 4,935 7,706,928 53,101 698,919
MAXIMUS INC COM 57793310 12,332 315,158 SH 315,158 285,858 29,300
MAXTOR CORP COM NEW 57772920 25,279 2,277,383 SH 2,269,409 7,632 342 2,096,041 342 181,000
MAXWELL SHOE INC CL A 57776610 5,386 317,569 SH 317,569 295,569 22,000
MAXYGEN INC COM 57777610 4,737 445,581 SH 445,274 307 392,231 53,350
MAY DEPT STORES CO COM 57777810 276,351 9,506,382 SH 9,328,109 102,072 76,201 8,497,697 101,074 907,611
MAYTAG CORP COM 57859210 63,956 2,296,436 SH 2,291,956 3,040 1,440 2,103,128 13,389 179,919
MB FINANCIAL INC NEW COM 55264U10 12,727 349,631 SH 341,231 8,400 325,181 24,450
MBIA INC COM 55262C10 234,641 3,961,519 SH 3,933,010 18,984 9,525 3,563,247 11,075 387,197
MBNA CORP COM 55262L10 895,187 36,023,620 SH 35,759,708 170,916 92,996 32,048,336 172,875 3,802,409
MBT FINL CORP COM 57887710 4,017 243,288 SH 243,288 225,476 17,812
MCCLATCHY CO CL A 57948910 14,852 215,875 SH 212,795 2,980 100 211,755 100 4,020
MCCORMICK & CO INC COM NON VT 57978020 102,094 3,391,843 SH 3,367,463 23,780 600 3,163,179 21,433 207,231
MCDATA CORP CL A 58003120 13,457 1,412,076 SH 1,410,121 1,471 484 1,395,756 484 15,836
MCDERMOTT INTL INC COM 58003710 1,262 105,608 SH 105,608 105,508 100
MCDONALDS CORP COM 58013510 1,031,823 41,555,491 SH 40,755,325 605,283 194,883 37,699,938 258,998 3,596,555
MCG CAPITAL CORP COM 58047P10 8,324 424,915 SH 424,915 387,015 37,900
MCGRATH RENTCORP COM 58058910 4,018 147,452 SH 147,077 375 128,002 19,450
MCGRAW HILL COS INC COM 58064510 389,767 5,574,476 SH 5,338,089 184,547 51,840 5,002,150 80,272 492,054
MCKESSON CORP COM 58155Q10 240,533 7,479,266 SH 7,456,571 22,495 200 6,788,902 6,349 684,015
MCLEODUSA INC CL A 58226670 1,385 935,885 SH 935,458 409 18 929,567 18 6,300
MCMORAN EXPLORATION COM 58241110 4,257 227,016 SH 226,442 574 203,292 574 23,150
MDU RES GROUP INC COM 55269010 35,297 1,482,428 SH 1,441,838 20,265 20,325 1,446,253 20,325 15,850
MEADWESTVACO CORP COM 58333410 174,114 5,852,585 SH 5,836,926 11,155 4,504 5,393,970 6,477 452,138
MEDALLION FINL CORP COM 58392810 1,911 201,370 SH 201,370 196,270 5,100
MEDAREX INC COM 58391610 8,563 1,374,501 SH 1,374,401 100 1,150,011 100 224,390
MEDCATH CORP COM 58404W10 349 33,350 SH 33,350 33,350
MEDCO HEALTH SOLUTIO COM 58405U10 265,738 7,818,135 SH 7,593,443 121,062 103,630 7,021,401 117,066 679,668
Page Total 7,298,705
Page 38 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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MEDIA GEN INC CL A 58440410 20,872 320,612 SH 319,822 690 100 282,782 100 37,730
MEDIACOM COMMUNICATI CL A 58446K10 8,074 933,361 SH 933,361 800,761 132,600
MEDICAL ACTION INDS COM 58449L10 2,247 120,090 SH 120,090 107,690 12,400
MEDICAL STAFFING NET COM 58463F10 2,466 225,230 SH 221,030 4,200 224,830 400
MEDICINES CO COM 58468810 21,262 721,738 SH 721,738 657,588 64,150
MEDICIS PHARMACEUTIC CL A NEW 58469030 23,084 323,762 SH 318,687 3,850 1,225 320,427 1,225 2,110
MEDIMMUNE INC COM 58469910 165,991 6,540,230 SH 6,510,279 18,741 11,210 5,920,326 13,610 606,294
MEDIS TECHNOLOGIES L COM 58500P10 1,997 186,610 SH 186,610 181,210 5,400
MEDQUIST INC COM 58494910 4,391 273,410 SH 273,410 260,860 12,550
MEDTRONIC INC COM 58505510 1,693,255 34,833,476 SH 33,499,175 1,022,667 311,634 31,046,441 491,953 3,295,082
MELLON FINL CORP COM 58551A10 364,034 11,337,082 SH 11,195,049 104,723 37,310 10,277,429 41,710 1,017,943
MEMBERWORKS INC COM 58600210 5,166 190,141 SH 190,141 173,091 17,050
MEMC ELECTR MATLS IN COM 55271510 4,049 420,869 SH 420,869 420,069 800
MENS WEARHOUSE INC COM 58711810 16,516 660,378 SH 660,278 100 598,028 100 62,250
MENTOR CORP MINN COM 58718810 18,865 784,097 SH 784,097 722,597 61,500
MENTOR GRAPHICS CORP COM 58720010 20,528 1,411,796 SH 1,407,996 3,400 400 1,299,646 400 111,750
MERCANTILE BANK CORP COM 58737610 3,570 97,800 SH 97,800 89,800 8,000
MERCANTILE BANKSHARE COM 58740510 53,395 1,171,447 SH 1,164,570 6,577 300 1,141,190 300 29,957
MERCHANTS BANCSHARES COM 58844810 2,196 72,102 SH 53,772 18,330 53,572 18,330 200
MERCK & CO INC COM 58933110 3,308,020 71,602,169 SH 68,445,649 1,756,867 1,399,653 63,711,119 1,823,445 6,067,605
MERCURY COMPUTER SYS COM 58937810 12,143 487,658 SH 487,658 437,228 50,430
MERCURY GENL CORP NE COM 58940010 31,543 677,610 SH 315,270 362,340 291,113 369,520 16,977
MERCURY INTERACTIVE COM 58940510 116,003 2,384,940 SH 2,370,261 6,635 8,044 2,181,220 20,805 182,915
MEREDITH CORP COM 58943310 58,063 1,189,570 SH 1,186,876 890 1,804 1,097,807 9,040 82,723
MERGE TECHNOLOGIES I COM 58998110 265 15,000 SH 14,000 1,000 15,000
MERIDIAN BIOSCIENCE COM 58958410 3,002 287,550 SH 287,150 400 272,950 14,600
MERIDIAN GOLD INC COM 58997510 2,220 151,978 SH 151,978 151,978
MERIDIAN RESOURCE CO COM 58977Q10 3,864 650,519 SH 650,519 602,019 48,500
MERISTAR HOSPITALITY COM 58984Y10 8,319 1,277,884 SH 1,277,884 1,150,401 127,483
MERIT MED SYS INC COM 58988910 9,829 441,538 SH 441,538 408,684 32,854
MERITAGE CORP COM 59001A10 10,618 160,128 SH 160,128 142,428 17,700
MERIX CORP COM 59004910 458 18,653 SH 18,653 14,903 3,750
MERRILL LYNCH & CO I COM 59018810 5,549,339 94,617,881 SH 27,197,743 67,405,902 14,236 24,609,603 67,335,811 2,672,467
MESA AIR GROUP INC COM 59047910 6,817 542,344 SH 542,344 487,994 54,350
MESTEK INC COM 59082910 1,507 78,227 SH 78,227 78,127 100
MET PRO CORP COM 59087630 236 14,665 SH 14,665 14,665
META GROUP INC COM 59100210 452 71,720 SH 9,672 13,986 48,062 23,658 48,062
METHODE ELECTRS INC CL A 59152020 7,819 639,296 SH 637,696 1,600 589,846 49,450
METLIFE INC COM 59156R10 656,316 19,492,597 SH 19,464,659 26,815 1,123 17,611,615 20,464 1,860,518
METRIS COS INC COM 59159810 2,894 651,706 SH 651,606 100 561,406 100 90,200
METRO GOLDWYN MAYER COM 59161010 17,658 1,033,244 SH 1,025,984 5,060 2,200 942,157 2,200 88,887
METRO ONE TELECOMMUN COM 59163F10 767 300,893 SH 300,293 600 260,993 600 39,300
METROLOGIC INSTRS IN COM 59167610 4,757 176,174 SH 176,174 164,474 11,700
METTLER TOLEDO INTER COM 59268810 18,574 440,034 SH 436,414 1,020 2,600 435,418 2,600 2,016
MFA MTG INVTS INC COM 55272X10 9,049 928,092 SH 928,092 863,242 64,850
MGE ENERGY INC COM 55277P10 10,426 331,526 SH 328,276 2,800 450 295,627 450 35,449
MGI PHARMA INC COM 55288010 23,941 581,805 SH 581,605 100 100 529,705 100 52,000
MGIC INVT CORP WIS COM 55284810 141,630 2,487,347 SH 2,473,367 10,080 3,900 2,236,519 4,900 245,928
MGM MIRAGE COM 55295310 32,741 870,548 SH 866,333 3,140 1,075 800,647 1,075 68,826
MICHAELS STORES INC COM 59408710 63,203 1,429,934 SH 963,916 465,037 981 940,546 464,488 24,900
MICREL INC COM 59479310 20,718 1,331,490 SH 1,320,920 9,330 1,240 1,242,350 1,240 87,900
Page Total 12,565,146
Page 39 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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MICRO THERAPEUTICS I COM 59500W10 369 114,100 SH 114,100 113,700 400
MICROCHIP TECHNOLOGY COM 59501710 104,424 3,129,280 SH 3,111,390 12,440 5,450 2,970,840 5,650 152,790
MICROMUSE INC COM 59509410 7,092 1,027,763 SH 1,023,703 4,000 60 908,463 60 119,240
MICRON TECHNOLOGY IN COM 59511210 207,922 15,435,931 SH 15,398,001 37,550 380 13,947,338 6,280 1,482,313
MICROS SYS INC COM 59490110 14,977 345,401 SH 344,381 50 970 319,381 970 25,050
MICROSEMI CORP COM 59513710 14,660 598,115 SH 598,115 543,515 54,600
MICROSOFT CORP COM 59491810 8,250,267 301,434,673 SH 295,836,348 3,913,266 1,685,059 269,078,131 3,642,410 28,714,132
MICROSTRATEGY INC CL A NEW 59497240 9,856 187,796 SH 187,696 100 165,596 22,200
MID ATLANTIC MED SVC COM 59523C10 52,751 814,051 SH 812,868 580 603 759,153 45,103 9,795
MID-AMER APT CMNTYS COM 59522J10 14,029 417,775 SH 417,775 380,054 37,721
MIDAS GROUP INC COM 59562610 3,878 271,170 SH 267,270 3,900 250,570 20,600
MIDDLESEX WATER CO COM 59668010 3,291 162,142 SH 162,142 146,376 15,766
MIDLAND CO COM 59748610 3,005 127,219 SH 127,219 116,819 10,400
MID-STATE BANCSHARES COM 59544010 9,744 383,030 SH 383,030 350,030 33,000
MIDWAY GAMES INC COM 59814810 2,144 552,451 SH 551,151 1,300 494,301 58,150
MIDWEST BANC HOLDING COM 59825110 3,823 171,758 SH 171,758 156,366 15,392
MILACRON INC COM 59870910 2,642 633,590 SH 633,578 12 580,978 12 52,600
MILLEA HOLDINGS INC ADR 60032R10 1,510 22,500 SH 22,500 22,500
MILLENNIUM CHEMICALS COM 59990310 13,511 1,065,521 SH 1,065,521 968,571 96,950
MILLENNIUM PHARMACEU COM 59990210 79,469 4,261,088 SH 4,236,760 21,860 2,468 4,015,972 2,968 242,148
MILLER HERMAN INC COM 60054410 27,353 1,127,976 SH 1,127,356 320 300 1,060,316 300 67,360
MILLIPORE CORP COM 60107310 53,701 1,247,420 SH 1,234,020 2,440 10,960 1,132,333 17,849 97,238
MILLS CORP COM 60114810 36,815 836,704 SH 836,704 810,230 26,474
MIM CORP COM 55304410 2,635 374,883 SH 374,883 342,933 31,950
MINDSPEED TECHNOLOGI COM 60268210 10,581 1,544,655 SH 1,538,323 2,932 3,400 1,399,747 3,400 141,508
MINE SAFETY APPLIANC COM 60272010 9,405 118,281 SH 118,281 106,581 11,700
MINERALS TECHNOLOGIE COM 60315810 70,063 1,182,499 SH 1,182,499 484,569 657,435 40,495
MIPS TECHNOLOGIES IN COM 60456710 224 40,703 SH 40,401 101 201 40,502 201
MISSION WEST PPTYS I COM 60520310 3,233 249,617 SH 249,617 224,517 25,100
MITCHELLS & BUTLERS SPONS ADR 60668M20 289 71,199 SH 71,199 71,199
MITSUBISHI TOKYO FIN SPONSORED 60681610 2,073 264,696 SH 264,696 264,696
MKS INSTRUMENT INC COM 55306N10 13,619 469,617 SH 469,317 300 424,517 45,100
MMO2 PLC ADR 55309W10 515 37,688 SH 37,688 37,688
MOBILE MINI INC COM 60740F10 4,307 218,402 SH 218,302 100 194,502 23,900
MOBILE TELESYSTEMS O SPONSORED 60740910 1,365 16,489 SH 16,489 11,394 3,843 1,252
MOBIUS MGMT SYSTEMS COM 60692510 1,316 104,050 SH 104,050 103,750 300
MOCON INC COM 60749410 322 39,980 SH 10,400 29,580 10,400 29,580
MODINE MFG CO COM 60782810 16,129 597,801 SH 597,701 100 536,951 100 60,750
MODTECH HLDGS INC COM 60783C10 1,172 139,337 SH 139,337 118,237 21,100
MOHAWK INDS INC COM 60819010 53,304 755,654 SH 753,073 2,381 200 733,605 200 21,849
MOLDFLOW CORP COM 60850710 1,456 128,300 SH 128,300 128,300
MOLECULAR DEVICES CO COM 60851C10 4,841 254,927 SH 254,927 231,527 23,400
MOLEX INC COM 60855410 156,657 4,490,018 SH 4,482,845 6,097 1,076 4,157,460 2,976 329,582
MOLEX INC CL A 60855420 1,354 46,190 SH 41,471 4,469 250 15,687 250 30,253
MONACO COACH CORP COM 60886R10 11,558 485,627 SH 485,627 446,727 38,900
MONARCH CASINO & RES COM 60902710 1,086 97,400 SH 97,400 97,400
MONDAVI ROBERT CORP CL A 60920010 6,287 161,858 SH 161,858 145,958 15,900
MONOLITHIC SYS TECHN COM 60984210 3,344 390,196 SH 390,196 358,096 32,100
MONRO MUFFLER BRAKE COM 61023610 3,096 155,106 SH 155,106 141,506 13,600
MONSANTO CO NEW COM 61166W10 313,237 10,883,840 SH 10,855,203 24,322 4,315 9,788,284 133,730 961,826
MONSTER WORLDWIDE IN COM 61174210 60,452 2,752,829 SH 2,745,499 3,230 4,100 2,582,752 20,900 149,177
Page Total 9,671,150
Page 40 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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MONY GROUP INC COM 61533710 18,181 581,057 SH 579,964 1,093 574,796 6,261
MOODYS CORP COM 61536910 252,635 4,172,345 SH 3,878,789 248,139 45,417 3,720,262 72,942 379,141
MOOG INC CL A 61539420 12,425 251,513 SH 251,513 230,013 21,500
MOORE WALLACE INC COM 61585710 1,373 73,309 SH 73,309 69,572 3,737
MORGAN STANLEY COM NEW 61744644 5,455,265 94,267,589 SH 28,475,012 65,742,964 49,613 27,155,932 64,664,771 2,446,886
MOTHERS WK INC COM 61990310 1,370 55,979 SH 55,379 600 54,679 1,300
MOTOROLA INC COM 62007610 886,979 63,355,665 SH 62,327,370 667,357 360,938 57,276,714 385,188 5,693,763
MOVADO GROUP INC COM 62458010 4,859 172,119 SH 172,119 151,819 20,300
MOVIE GALLERY INC COM 62458110 9,004 482,020 SH 482,020 444,670 37,350
MPS GROUP INC COM 55340910 21,458 2,294,977 SH 2,285,417 9,260 300 2,136,527 300 158,150
MRO SOFTWARE INC COM 55347W10 4,468 331,184 SH 331,184 293,984 37,200
MRV COMMUNICATIONS I COM 55347710 6,731 1,790,226 SH 1,790,126 100 1,584,826 100 205,300
MSC INDL DIRECT INC CL A 55353010 7,227 262,785 SH 260,685 2,100 259,585 3,200
MSC SOFTWARE CORP COM 55353110 3,562 376,881 SH 376,881 333,531 43,350
MTC TECHNOLOGIES INC COM 55377A10 3,117 96,703 SH 96,703 87,703 9,000
MTR GAMING GROUP INC COM 55376910 3,468 336,738 SH 336,738 302,888 33,850
MTS SYS CORP COM 55377710 7,973 414,593 SH 414,593 383,785 30,808
MUELLER INDS INC COM 62475610 19,899 579,145 SH 578,745 300 100 528,354 100 50,691
MULTIMEDIA GAMES INC COM 62545310 7,160 174,260 SH 174,260 156,660 17,600
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 495 20,000 SH 4,000 11,000 5,000 15,000 5,000
MURPHY OIL CORP COM 62671710 78,835 1,207,093 SH 1,181,727 15,030 10,336 1,164,243 10,336 32,514
MUTUALFIRST FINL INC COM 62845B10 1,658 66,030 SH 66,030 65,130 900
MYERS INDS INC COM 62846410 3,926 323,948 SH 323,948 298,786 25,162
MYKROLIS CORP COM 62852P10 9,631 598,915 SH 586,781 4,962 7,172 524,269 7,172 67,474
MYLAN LABS INC COM 62853010 155,473 6,154,911 SH 6,139,302 12,797 2,812 5,767,665 116,399 270,847
MYRIAD GENETICS INC COM 62855J10 7,354 571,866 SH 571,866 474,966 96,900
NABI BIOPHARMACEUTIC COM 62951910 10,734 844,551 SH 844,551 769,051 75,500
NABORS INDUSTRIES LT SHS G6359F10 132,928 3,203,080 SH 3,203,080 2,955,590 1,400 246,090
NACCO INDS INC CL A 62957910 9,606 107,352 SH 94,715 12,297 340 94,912 340 12,100
NARA BANCORP INC COM 63080P10 4,397 159,369 SH 159,369 144,269 15,100
NASB FINL INC COM 62896810 2,318 55,299 SH 55,299 48,299 7,000
NASH FINCH CO COM 63115810 4,539 203,159 SH 203,159 186,159 17,000
NASSDA CORP COM 63172M10 1,567 216,178 SH 215,278 900 215,678 500
NATIONAL AUSTRALIA B SPONSORED 63252540 1,721 15,361 SH 15,361 15,361
NATIONAL BANKSHARES COM 63486510 2,421 49,045 SH 49,045 42,145 6,900
NATIONAL BEVERAGE CO COM 63501710 1,109 68,032 SH 68,032 67,932 100
NATIONAL BK GREECE S SPONSORED 63364340 628 117,440 SH 117,440 117,440
NATIONAL CITY CORP COM 63540510 642,210 18,921,930 SH 18,859,463 56,635 5,832 16,996,357 91,623 1,833,950
NATIONAL COMMERCE FI COM 63545P10 84,247 3,088,231 SH 3,081,316 6,125 790 2,946,172 790 141,269
NATIONAL FINL PARTNE COM 63607P20 774 28,100 SH 28,100 28,100
NATIONAL FUEL GAS CO COM 63618010 30,399 1,243,833 SH 1,228,573 14,460 800 1,210,871 1,250 31,712
NATIONAL GRID TRANSC SPONSORED 63627410 611 16,865 SH 16,865 16,865
NATIONAL HEALTH INVS COM 63633D10 15,359 617,331 SH 617,331 584,781 32,550
NATIONAL HEALTH REAL COM 63590510 1,872 95,030 SH 95,030 93,930 1,100
NATIONAL HEALTHCARE COM 63590610 2,344 117,813 SH 117,813 105,813 12,000
NATIONAL INSTRS CORP COM 63651810 27,510 605,023 SH 603,493 1,190 340 598,484 340 6,199
NATIONAL PENN BANCSH COM 63713810 12,064 375,586 SH 375,586 338,563 37,023
NATIONAL PRESTO INDS COM 63721510 3,312 91,619 SH 90,899 400 320 80,649 320 10,650
NATIONAL PROCESSING COM 63722910 4,947 210,082 SH 208,382 1,700 209,782 300
NATIONAL SEMICONDUCT COM 63764010 197,161 5,002,826 SH 4,987,593 12,788 2,445 4,476,188 29,745 496,893
NATIONAL WESTN LIFE CL A 63852210 6,292 40,650 SH 40,650 37,843 2,807
Page Total 8,185,600
Page 41 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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NATIONAL-OILWELL INC COM 63707110 24,812 1,109,673 SH 1,094,060 11,920 3,693 1,094,574 3,693 11,406
NATIONWIDE FINL SVCS CL A 63861210 22,435 678,627 SH 676,277 1,160 1,190 673,871 1,190 3,566
NATIONWIDE HEALTH PP COM 63862010 20,417 1,044,370 SH 1,044,370 968,470 75,900
NATURAL RESOURCE PAR COM UNIT L 63900P10 464 11,200 SH 11,200 11,200
NATURES SUNSHINE PRO COM 63902710 2,934 348,462 SH 348,462 343,862 4,600
NAUTILUS GROUP INC COM 63910B10 6,775 482,238 SH 481,600 638 435,188 47,050
NAVIGANT CONSULTING COM 63935N10 13,898 736,899 SH 735,199 1,700 671,849 65,050
NAVIGANT INTL INC COM 63935R10 2,794 201,730 SH 201,730 179,280 22,450
NAVIGATORS GROUP INC COM 63890410 4,384 142,025 SH 142,025 141,825 200
NAVISTAR INTL CORP N COM 63934E10 77,222 1,612,486 SH 1,610,916 1,470 100 1,511,442 10,125 90,919
NBC CAP CORP COM 62872910 2,977 111,630 SH 111,630 95,498 16,132
NBT BANCORP INC COM 62877810 11,645 543,152 SH 543,152 497,170 45,982
NBTY INC COM 62878210 27,008 1,005,499 SH 1,005,339 160 925,339 160 80,000
NCI BUILDING SYS INC COM 62885210 8,949 374,441 SH 374,341 100 345,241 29,200
NCO GROUP INC COM 62885810 7,964 350,509 SH 347,109 3,400 307,609 42,900
NCR CORP NEW COM 62886E10 103,886 2,677,479 SH 2,643,616 33,542 321 2,409,289 1,471 266,719
NDCHEALTH CORP COM 63948010 17,439 680,684 SH 680,384 300 628,084 52,600
NEC CORP ADR 62905020 912 121,470 SH 121,470 121,470
NEIGHBORCARE INC COM 64015Y10 8,641 437,530 SH 437,165 365 388,965 365 48,200
NEIMAN MARCUS GROUP CL A 64020420 30,429 566,959 SH 563,817 2,842 300 561,215 300 5,444
NEKTAR THERAPEUTICS COM 64026810 11,822 868,602 SH 864,502 4,100 779,202 89,400
NELSON THOMAS INC COM 64037610 3,271 169,231 SH 169,191 40 168,891 40 300
NEOFORMA COM INC COM NEW 64047550 1,274 119,691 SH 119,691 119,391 300
NEOPHARM INC COM 64091910 4,118 226,018 SH 226,018 197,821 28,197
NEOSE TECHNOLOGIES I COM 64052210 2,139 232,470 SH 232,370 100 200,270 100 32,100
NEOWARE SYS INC COM 64065P10 3,512 255,608 SH 249,608 6,000 233,908 21,700
NET2PHONE COM 64108N10 2,703 397,449 SH 397,449 396,249 1,200
NETBANK INC COM 64093310 11,489 860,579 SH 856,579 4,000 772,579 88,000
NETEGRITY INC COM 64110P10 4,848 477,198 SH 477,178 20 434,978 20 42,200
NETFLIX COM INC COM 64110L10 17,808 325,622 SH 325,622 305,222 20,400
NETGEAR INC COM 64111Q10 427 26,700 SH 26,700 26,700
NETIQ CORP COM 64115P10 19,181 1,447,650 SH 1,447,250 300 100 1,324,260 100 123,290
NETOPIA INC COM 64114K10 280 19,227 SH 19,227 19,227
NETRATINGS INC COM 64116M10 1,766 155,062 SH 155,062 154,662 400
NETSCOUT SYS INC COM 64115T10 1,982 260,726 SH 260,726 259,926 800
NETSCREEN TECHNOLOGI COM 64117V10 13,019 526,016 SH 524,916 1,100 520,913 5,103
NETWORK APPLIANCE IN COM 64120L10 182,549 8,930,950 SH 8,910,050 20,460 440 8,145,819 61,491 723,640
NETWORK EQUIP TECHNO COM 64120810 3,939 358,095 SH 358,095 324,295 33,800
NETWORKS ASSOCS INC COM 64093810 32,891 2,186,881 SH 2,180,481 5,900 500 2,126,581 500 59,800
NEUROCRINE BIOSCIENC COM 64125C10 17,306 317,310 SH 316,440 870 314,709 2,601
NEW CENTURY FINANCIA COM 64352D10 41,284 1,040,685 SH 1,039,485 450 750 879,185 16,200 145,300
NEW ENGLAND BUSINESS COM 64387210 5,864 198,773 SH 198,453 320 176,903 320 21,550
NEW FOCUS INC COM 64438310 5,049 1,005,687 SH 1,000,687 5,000 876,337 5,000 124,350
NEW FRONTIER MEDIA I COM 64439810 216 23,257 SH 23,257 23,257
NEW JERSEY RES COM 64602510 19,280 500,650 SH 494,745 2,136 3,769 454,555 3,769 42,326
NEW PLAN EXCEL RLTY COM 64805310 44,851 1,818,046 SH 1,818,046 1,755,371 62,675
NEW YORK CMNTY BANCO COM 64944510 100,339 2,637,023 SH 2,632,418 4,605 2,572,575 64,448
NEW YORK TIMES CO CL A 65011110 189,953 3,974,754 SH 3,838,118 135,816 820 3,597,022 22,871 354,861
NEWCASTLE INVT CORP COM 65105M10 11,698 431,672 SH 431,672 397,372 34,300
NEWELL RUBBERMAID IN COM 65122910 163,843 7,195,572 SH 6,918,179 195,043 82,350 6,469,204 85,150 641,218
NEWFIELD EXPL CO COM 65129010 22,516 505,514 SH 504,074 1,180 260 501,990 260 3,264
Page Total 1,337,203
Page 42 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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NEWHALL LAND & FARMI DEPOSITARY 65142610 1,123 27,800 SH 27,800 27,800
NEWMONT MINING CORP COM 65163910 570,390 11,734,004 SH 11,681,497 21,765 30,742 10,758,434 35,242 940,328
NEWPARK RES INC COM PAR $. 65171850 6,357 1,327,218 SH 1,327,218 1,199,318 127,900
NEWPORT CORP COM 65182410 13,074 786,649 SH 786,229 400 20 713,679 20 72,950
NEWS CORP LTD SP ADR PFD 65248780 4,874 161,114 SH 161,114 98,791 27 62,296
NEWS CORP LTD ADR NEW 65248770 1,538 42,608 SH 42,608 42,608
NEWTEK BUSINESS SVCS COM 65252610 1,753 252,600 SH 252,600 247,700 4,900
NEXEN INC COM 65334H10 488 13,512 SH 13,512 13,512
NEXTEL COMMUNICATION CL A 65332V10 863,360 30,768,339 SH 30,670,442 59,752 38,145 27,673,896 254,624 2,839,819
NEXTEL PARTNERS INC CL A 65333F10 15,230 1,132,337 SH 1,121,877 6,860 3,600 1,071,657 3,600 57,080
NIC INC COM 62914B10 3,370 419,685 SH 419,685 409,185 10,500
NICOR INC COM 65408610 44,045 1,293,919 SH 1,293,159 560 200 1,222,999 700 70,220
NII HLDGS INC CL B NEW 62913F20 16,185 216,865 SH 216,765 100 195,765 21,100
NIKE INC CL B 65410610 415,829 6,074,047 SH 6,060,207 12,215 1,625 5,572,712 42,974 458,361
NIPPON TELEG & TEL C SPONSORED 65462410 447 18,200 SH 18,200 18,200
NISOURCE INC COM 65473P10 176,571 8,047,925 SH 8,031,388 15,737 800 7,352,496 3,781 691,648
NISSAN MOTORS SPONSORED 65474440 649 28,912 SH 28,912 28,912
NL INDS INC COM NEW 62915640 2,196 187,696 SH 186,808 888 174,308 888 12,500
NMS COMMUNICATIONS C COM 62924810 264 42,272 SH 35,772 6,500 42,272
NN INC COM 62933710 2,036 162,067 SH 162,067 161,667 400
NOBLE CORPORATION SHS G6542210 118,554 3,313,419 SH 3,242,911 65,418 5,090 3,018,116 6,390 288,913
NOBLE ENERGY INC COM 65504410 34,709 781,212 SH 771,987 8,675 550 757,892 700 22,620
NOBLE INTL LTD COM 65505310 259 11,300 SH 11,300 11,300
NOKIA CORP SPONSORED 65490220 13,971 821,806 SH 556,806 265,000 545,706 276,100
NOLAND CO COM 65528610 664 15,999 SH 15,999 15,999
NOMURA HLDGS INC SPONSORED 65535H20 3,911 231,000 SH 14,000 217,000 6,500 224,500
NORDSON CORP COM 65566310 20,247 584,990 SH 584,690 300 534,190 50,800
NORDSTROM INC COM 65566410 107,274 3,127,531 SH 3,119,186 4,265 4,080 2,845,605 5,380 276,546
NORFOLK SOUTHERN COR COM 65584410 248,756 10,518,207 SH 10,387,499 95,497 35,211 9,461,949 55,491 1,000,767
NORSK HYDRO A S SPONSORED 65653160 902 14,600 SH 14,600 14,600
NORTEL NETWORKS CORP NOTE 4.25 656568AB 2,588 2,750,000 SH 2,750,000 2,750,000
NORTEL NETWORKS CORP COM 65656810 2,159 510,415 SH 510,415 507,535 2,880
NORTH COAST ENERGY I COM NEW 65864970 427 39,900 SH 39,800 100 29,700 10,200
NORTH FORK BANCORPOR COM 65942410 165,757 4,095,799 SH 4,057,224 21,525 17,050 3,683,189 39,800 372,810
NORTH PITTSBURGH SYS COM 66156210 6,230 319,476 SH 317,576 1,900 296,627 22,849
NORTHEAST UTILS COM 66439710 38,981 1,932,613 SH 1,920,901 10,152 1,560 1,862,122 1,560 68,931
NORTHERN STS FINL CO COM 66575110 1,108 38,700 SH 38,700 38,500 200
NORTHERN TR CORP COM 66585910 314,986 6,806,095 SH 5,518,481 978,326 309,288 5,990,794 311,388 503,913
NORTHROP GRUMMAN COR COM 66680710 959,320 10,034,730 SH 10,016,751 15,000 2,979 4,338,876 5,319,129 376,725
NORTHWAY FINL INC COM 66727010 601 17,500 SH 1,000 16,500 17,500
NORTHWEST AIRLS CORP CL A 66728010 29,576 2,339,885 SH 1,153,812 1,186,073 1,000,454 1,181,101 158,330
NORTHWEST BANCORP IN COM 66732810 4,533 212,409 SH 212,409 198,909 13,500
NORTHWEST NAT GAS CO COM 66765510 14,059 457,214 SH 456,014 600 600 410,464 600 46,150
NORTHWEST PIPE CO COM 66774610 964 72,400 SH 72,400 72,400
NOVA CHEMICALS CORP COM 66977W10 402 14,935 SH 14,935 14,935
NOVARTIS A G SPONSORED 66987V10 10,924 238,045 SH 107,045 131,000 101,565 136,480
NOVASTAR FINL INC COM 66994740 17,181 399,934 SH 398,234 1,700 332,174 67,760
NOVAVAX INC COM 67000210 237 39,500 SH 19,500 20,000 39,500
NOVELL INC COM 67000610 95,948 9,111,918 SH 9,087,128 18,800 5,990 8,443,978 60,990 606,950
NOVELLUS SYS INC COM 67000810 166,862 3,968,178 SH 3,955,113 10,275 2,790 3,663,731 4,286 300,161
NOVEN PHARMACEUTICAL COM 67000910 6,894 453,227 SH 453,227 417,777 35,450
Page Total 4,528,763
Page 43 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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NOVO-NORDISK A S ADR 67010020 794 19,377 SH 19,377 19,377
NOVOSTE CORP COM 67010C10 1,188 248,118 SH 248,118 222,518 25,600
NPS PHARMACEUTICALS COM 62936P10 17,781 579,552 SH 577,822 395 1,335 528,117 1,335 50,100
NS GROUP INC COM 62891610 2,753 283,854 SH 283,854 251,004 32,850
NSTAR COM 67019E10 36,149 745,335 SH 724,164 10,801 10,370 714,139 10,370 20,826
NTL INC DEL COM 62940M10 36,004 516,187 SH 514,725 1,462 512,271 3,916
NTT DOCOMO INC SPONS ADR 62942M20 7,351 320,987 SH 102,987 218,000 94,287 226,700
NU SKIN ENTERPRISES CL A 67018T10 9,998 585,048 SH 585,048 518,798 66,250
NUANCE COMMUNICATION COM 66996710 1,079 141,241 SH 136,741 4,400 100 140,941 100 200
NUCOR CORP COM 67034610 124,551 2,224,123 SH 2,178,297 21,421 24,405 2,021,945 25,405 176,773
NUEVO ENERGY CO COM 67050910 7,846 324,620 SH 324,620 297,070 27,550
NUI CORP COM 62943110 5,891 365,422 SH 365,422 328,623 36,799
NUVEEN INVTS INC CL A 67090F10 8,574 321,604 SH 321,384 220 319,514 150 1,940
NUVELO INC COM 67072M10 2,504 715,443 SH 715,443 664,443 51,000
NVIDIA CORP COM 67066G10 90,578 3,904,228 SH 3,892,788 11,360 80 3,687,786 1,880 214,562
NVR INC COM 62944T10 88,235 189,346 SH 188,926 420 176,315 5,900 7,131
NYFIX INC COM 67071210 3,221 406,648 SH 405,628 1,020 357,628 1,020 48,000
NYMAGIC INC COM 62948410 2,529 92,232 SH 92,232 92,132 100
O CHARLEYS INC COM 67082310 5,637 314,040 SH 314,040 285,267 28,773
O REILLY AUTOMOTIVE COM 68609110 23,699 614,591 SH 611,851 2,380 360 607,731 360 6,500
OAK HILL FINL INC COM 67133710 1,573 52,228 SH 52,228 52,128 100
OAKLEY INC COM 67366210 8,968 647,943 SH 647,943 605,043 42,900
OCCIDENTAL PETE CORP COM 67459910 525,210 12,433,954 SH 12,396,333 36,612 1,009 11,298,510 42,434 1,093,010
OCEANEERING INTL INC COM 67523210 18,135 647,675 SH 647,675 612,675 35,000
OCEANFIRST FINL CORP COM 67523410 3,790 139,593 SH 139,593 118,093 21,500
OCTEL CORP COM 67572710 3,406 172,967 SH 172,967 156,217 16,750
OCULAR SCIENCES INC COM 67574410 9,058 315,513 SH 315,513 289,313 26,200
OCWEN FINL CORP COM 67574610 6,732 759,765 SH 758,565 1,200 686,265 73,500
ODYSSEY HEALTHCARE I COM 67611V10 17,819 604,856 SH 604,856 555,694 49,162
ODYSSEY RE HLDGS COR COM 67612W10 5,183 229,857 SH 229,707 150 229,357 500
OFFICE DEPOT INC COM 67622010 181,855 10,883,000 SH 10,853,905 28,475 620 7,178,898 2,952,979 751,123
OFFSHORE LOGISTICS I COM 67625510 7,945 324,012 SH 322,712 1,300 292,512 31,500
OGE ENERGY CORP COM 67083710 35,470 1,466,322 SH 1,457,144 7,578 1,600 1,429,853 1,600 34,869
OHIO CAS CORP COM 67724010 20,176 1,162,215 SH 1,157,885 4,330 1,077,131 85,084
OIL STS INTL INC COM 67802610 6,383 457,858 SH 457,858 423,308 34,550
OLD DOMINION FGHT LI COM 67958010 6,440 188,962 SH 188,962 171,462 17,500
OLD NATL BANCORP IND COM 68003310 14,699 643,273 SH 638,502 4,771 638,382 4,891
OLD POINT FINL CORP COM 68019410 1,408 44,353 SH 44,353 44,253 100
OLD REP INTL CORP COM 68022310 107,051 4,221,270 SH 4,210,799 9,421 1,050 3,859,203 8,550 353,517
OLD SECOND BANCORP I COM 68027710 6,134 123,928 SH 123,928 111,628 12,300
OLIN CORP COM PAR $1 68066520 22,871 1,140,142 SH 1,139,842 100 200 1,058,292 200 81,650
OLYMPIC STEEL INC COM 68162K10 275 33,554 SH 6,800 26,754 33,554
OM GROUP INC COM 67087210 14,691 560,935 SH 558,195 2,300 440 520,995 440 39,500
OMEGA FINL CORP COM 68209210 5,188 136,283 SH 136,283 118,733 17,550
OMEGA HEALTHCARE INV COM 68193610 2,743 293,979 SH 293,979 286,579 7,400
OMEGA PROTEIN CORP COM 68210P10 670 86,736 SH 86,736 86,536 200
OMI CORP NEW COM Y6476W10 809 90,608 SH 90,608 90,608
OMNI ENERGY SERVICES COM NEW 68210T20 355 55,000 SH 55,000 55,000
OMNICARE INC COM 68190410 52,986 1,311,864 SH 1,309,024 2,440 400 1,273,561 400 37,903
OMNICELL INC COM 68213N10 4,068 251,120 SH 251,120 246,320 4,800
OMNICOM GROUP INC COM 68191910 454,605 5,205,594 SH 5,129,440 62,829 13,325 4,674,277 41,453 489,864
Page Total 2,023,057
Page 44 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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OMNIVISION TECHNOLOG COM 68212810 24,268 439,235 SH 439,235 396,435 42,800
OMNOVA SOLUTIONS INC COM 68212910 2,687 559,827 SH 559,827 496,627 63,200
ON SEMICONDUCTOR COR COM 68218910 4,131 637,543 SH 637,543 636,143 1,400
ONE LIBERTY PPTYS IN COM 68240610 215 10,800 SH 10,800 10,800
ONEIDA FINL CORP COM 68247810 388 17,541 SH 17,541 17,341 200
ONEIDA LTD COM 68250510 1,700 288,706 SH 288,706 218,856 69,850
ONEOK INC NEW COM 68268010 43,262 1,959,337 SH 1,956,367 2,070 900 1,903,216 900 55,221
ONYX PHARMACEUTICALS COM 68339910 14,991 531,015 SH 531,015 483,215 47,800
OPEN JT STK CO-VIMPE SPONSORED 68370R10 2,551 34,704 SH 34,704 21,213 10,161 3,330
OPENTV CORP CL A G6754310 324 96,868 SH 96,868 96,868
OPENWAVE SYS INC COM NEW 68371830 11,451 1,041,036 SH 1,040,884 99 53 935,251 53 105,732
OPLINK COMMUNICATION COM 68375Q10 4,165 1,742,886 SH 1,742,886 1,608,486 134,400
OPNET TECHNOLOGIES I COM 68375710 3,279 199,328 SH 199,328 198,928 400
OPSWARE INC COM 68383A10 6,152 831,295 SH 831,295 751,195 80,100
OPTICAL COMMUNICATIO CL A 68382T10 561 151,686 SH 151,686 151,086 600
OPTION CARE INC COM 68394810 2,341 219,171 SH 219,171 188,721 30,450
ORACLE CORP COM 68389X10 1,775,865 134,230,180 SH 133,483,180 555,521 191,479 120,868,733 962,504 12,398,943
ORASURE TECHNOLOGIES COM 68554V10 5,063 636,111 SH 636,111 584,411 51,700
ORBITAL SCIENCES COR COM 68556410 9,452 786,396 SH 784,896 1,500 713,196 73,200
ORBOTECH LTD ORD M7525310 338 14,142 SH 14,142 14,142
ORIENTAL FINL GROUP COM 68618W10 6,432 250,258 SH 250,258 220,985 29,273
ORIX CORP SPONSORED 68633010 442 10,835 SH 10,835 10,835
ORLEANS HOMEBUILDERS COM 68658810 1,043 36,800 SH 36,800 36,700 100
ORTHODONTIC CTRS AME COM 68750P10 7,003 869,972 SH 869,972 809,872 60,100
ORTHOLOGIC CORP COM 68750J10 3,213 524,217 SH 523,917 300 470,717 53,500
OSHKOSH B GOSH INC CL A 68822220 3,763 175,362 SH 175,362 152,816 22,546
OSHKOSH TRUCK CORP COM 68823920 31,500 617,292 SH 614,712 450 2,130 568,662 2,130 46,500
OSI PHARMACEUTICALS COM 67104010 22,645 702,183 SH 701,583 600 632,983 69,200
OSI SYSTEMS INC COM 67104410 4,187 217,935 SH 217,935 199,735 18,200
OSTEOTECH INC COM 68858210 2,072 235,412 SH 235,412 212,512 22,900
OTTER TAIL CORP COM 68964810 11,727 438,710 SH 436,695 365 1,650 395,032 1,650 42,028
OUTBACK STEAKHOUSE I COM 68989910 47,037 1,063,951 SH 1,046,246 14,880 2,825 1,033,226 2,825 27,900
OVERLAND STORAGE INC COM 69031010 3,000 159,651 SH 159,651 147,851 11,800
OVERNITE CORP COM 69032210 614 27,000 SH 27,000 27,000
OVERSEAS SHIPHOLDING COM 69036810 14,240 418,200 SH 417,800 400 374,400 43,800
OVERSTOCK COM INC DE COM 69037010 2,871 144,475 SH 144,475 130,375 14,100
OWENS & MINOR INC NE COM 69073210 13,283 606,259 SH 606,259 555,559 50,700
OWENS ILL INC COM NEW 69076840 229,483 19,300,497 SH 11,566,345 7,734,152 1,136,038 18,159,359 5,100
OXFORD HEALTH PLANS COM 69147110 60,529 1,391,475 SH 1,387,230 3,945 300 1,292,903 300 98,272
OXFORD INDS INC COM 69149730 8,062 237,953 SH 237,753 200 211,753 26,200
P & F INDS INC CL A NEW 69283050 230 26,300 SH 26,300 26,300
P A M TRANSN SVCS IN COM 69314910 1,593 74,509 SH 74,509 74,309 200
P C CONNECTION COM 69318J10 781 94,923 SH 94,923 94,623 300
P F CHANGS CHINA BIS COM 69333Y10 34,199 672,149 SH 670,499 860 790 633,759 790 37,600
P T TELEKOMUNIKASI I SPONSORED 71568410 393 23,951 SH 23,951 23,951
PAB BANKSHARES INC COM 69313P10 1,685 108,442 SH 108,442 92,442 16,000
PACCAR INC COM 69371810 259,637 3,050,248 SH 3,038,473 8,400 3,375 2,780,323 8,951 260,974
PACER INTL INC TENN COM 69373H10 7,862 388,847 SH 388,847 355,947 32,900
PACIFIC CAP BANCORP COM 69404P10 20,763 563,918 SH 563,918 513,017 50,901
PACIFIC ENERGY PARTN COM UNIT 69422R10 733 25,000 SH 25,000 25,000
PACIFIC SUNWEAR CALI COM 69487310 30,542 1,447,504 SH 1,441,654 5,625 225 1,338,742 225 108,537
Page Total 2,744,752
Page 45 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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PACIFIC UN BK CALIF COM 69502510 3,594 141,116 SH 141,116 124,516 16,600
PACIFICARE HEALTH SY COM 69511210 40,371 597,206 SH 596,926 280 590,497 800 5,909
PACKAGING CORP AMER COM 69515610 48,625 2,224,368 SH 1,143,265 1,081,103 1,132,938 1,080,663 10,767
PACKETEER INC COM 69521010 6,963 410,054 SH 410,054 370,404 39,650
PACTIV CORP COM 69525710 134,432 5,624,760 SH 5,159,964 464,546 250 4,709,325 474,366 441,069
PAIN THERAPEUTICS IN COM 69562K10 2,755 396,392 SH 394,892 1,500 303,042 93,350
PALATIN TECHNOLOGIES COM NEW 69607730 1,587 634,653 SH 634,653 575,053 59,600
PALL CORP COM 69642930 83,326 3,105,698 SH 3,101,138 4,560 2,889,797 1,400 214,501
PALM HARBOR HOMES COM 69663910 6,042 345,047 SH 345,047 316,897 28,150
PALMONE INC COM 69713P10 7,866 669,414 SH 662,379 7,014 21 576,209 5,454 87,751
PALMSOURCE INC COM 69715410 3,655 167,875 SH 165,823 2,046 6 148,651 1,690 17,534
PAN PACIFIC RETAIL P COM 69806L10 35,295 740,709 SH 736,388 4,321 718,726 21,983
PANAMSAT CORP NEW COM 69793310 22,537 1,045,322 SH 1,044,722 600 985,723 42,700 16,899
PANERA BREAD CO CL A 69840W10 23,966 606,437 SH 601,337 2,800 2,300 562,659 2,300 41,478
PANTRY INC COM 69865710 2,356 103,782 SH 103,782 95,582 8,200
PAPA JOHNS INTL INC COM 69881310 15,368 460,405 SH 459,061 1,344 435,206 25,199
PARAMETRIC TECHNOLOG COM 69917310 31,510 7,997,519 SH 7,976,598 20,741 180 7,197,233 39,580 760,706
PAREXEL INTL CORP COM 69946210 7,045 433,267 SH 433,267 393,767 39,500
PARK ELECTROCHEMICAL COM 70041620 7,593 286,634 SH 286,184 450 261,784 24,850
PARK NATL CORP COM 70065810 13,492 119,238 SH 118,938 300 118,588 650
PARKER DRILLING CO COM 70108110 3,568 1,399,069 SH 1,398,069 1,000 1,269,019 130,050
PARKER HANNIFIN CORP COM 70109410 193,403 3,250,477 SH 3,197,654 31,431 21,392 2,954,692 30,442 265,343
PARKVALE FINL CORP COM 70149210 1,916 71,366 SH 70,866 500 69,966 1,400
PARKWAY PPTYS INC COM 70159Q10 9,068 217,988 SH 217,988 199,725 18,263
PARTNERS TRUST FINCL COM 70213A10 3,999 117,611 SH 117,611 107,011 10,600
PARTY CITY CORP COM 70214510 1,818 141,071 SH 141,070 1 140,671 400
PATHMARK STORES INC COM 70322A10 3,632 477,839 SH 475,439 2,400 425,189 52,650
PATINA OIL & GAS COR COM 70322410 40,246 821,514 SH 821,514 774,865 46,649
PATRIOT BANK CORP PA COM 70335P10 3,078 107,574 SH 107,574 93,774 13,800
PATTERSON DENTAL CO COM 70341210 55,597 868,833 SH 862,133 6,340 360 843,719 360 24,754
PATTERSON UTI ENERGY COM 70348110 37,020 1,124,188 SH 1,119,386 2,340 2,462 1,087,164 2,462 34,562
PAXAR CORP COM 70422710 8,196 611,626 SH 611,626 562,526 49,100
PAXSON COMMUNICATION COM 70423110 2,041 530,198 SH 530,198 456,898 73,300
PAYCHEX INC COM 70432610 354,279 9,523,624 SH 9,344,326 95,266 84,032 8,508,680 139,832 875,112
PAYLESS SHOESOURCE I COM 70437910 18,397 1,372,911 SH 1,371,291 1,620 1,250,711 1,620 120,580
PC-TEL INC COM 69325Q10 3,923 364,931 SH 364,931 328,858 36,073
PDF SOLUTIONS INC COM 69328210 3,697 248,119 SH 248,119 226,219 21,900
PDI INC COM 69329V10 3,210 119,729 SH 119,729 114,729 5,000
PEABODY ENERGY CORP COM 70454910 22,518 539,868 SH 539,868 509,158 150 30,560
PEAPACK-GLADSTONE FI COM 70469910 3,401 109,714 SH 109,714 99,534 10,180
PEARSON PLC SPONSORED 70501510 509 45,374 SH 45,374 45,374
PEC SOLUTIONS INC COM 70510710 4,053 239,103 SH 239,003 100 225,203 13,900
PEDIATRIX MED GROUP COM 70532410 29,716 539,400 SH 539,400 501,050 38,350
PEETS COFFEE & TEA I COM 70556010 3,072 175,962 SH 175,962 158,762 17,200
PEGASUS COMMUNICATIO CL A NEW 70590460 2,480 88,306 SH 88,296 10 88,196 10 100
PEGASUS SOLUTIONS IN COM 70590610 4,450 425,021 SH 425,021 386,271 38,750
PEGASYSTEMS INC COM 70557310 1,323 153,112 SH 148,112 5,000 152,712 400
PEMSTAR INC COM 70655210 1,178 358,030 SH 358,030 356,830 1,200
PENN ENGR & MFG CORP COM NON VT 70738930 3,897 204,803 SH 204,803 174,553 30,250
PENN NATL GAMING INC COM 70756910 12,273 530,852 SH 530,852 484,352 46,500
PENN VA CORP COM 70788210 7,595 136,485 SH 135,785 700 120,188 16,297
Page Total 1,341,928
Page 46 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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PENN-AMER GROUP
INC COM 70724710 2,206 166,268 SH 166,268 145,968 20,300
PENNEY J C INC COM 70816010 1,093,439 41,607,259 SH 41,589,623 15,936 1,700 6,377,341 34,570,463 659,455
PENNFED FINL SVCS
IN COM 70816710 2,589 77,297 SH 77,297 69,797 7,500
PENNROCK FINL SVCS
C COM 70835210 3,834 123,353 SH 123,353 111,165 12,188
PENNS WOODS
BANCORP COM 70843010 2,407 51,683 SH 51,683 45,653 6,030
PENNSYLVANIA RL
ESTA SH BEN INT 70910210 26,215 722,180 SH 722,080 100 656,706 65,474
PENTAIR INC COM 70963110 32,464 710,374 SH 708,314 2,060 691,324 19,050
PENWEST
PHARMACEUTIC COM 70975410 4,422 255,895 SH 255,795 100 231,296 24,599
PEOPLES BANCORP
INC COM 70978910 4,830 163,676 SH 163,676 148,276 15,400
PEOPLES BK
BRIDGEPOR COM 71019810 9,926 304,940 SH 300,850 3,840 250 303,220 250 1,470
PEOPLES ENERGY
CORP COM 71103010 45,723 1,087,611 SH 1,083,604 4,007 1,029,919 600 57,092
PEOPLES HLDG CO COM 71114810 5,837 176,865 SH 176,865 164,265 12,600
PEOPLESOFT INC COM 71271310 216,762 9,511,261 SH 9,479,560 28,734 2,967 8,632,575 7,017 871,669
PEP BOYS MANNY
MOE & COM 71327810 21,174 925,844 SH 916,936 8,908 831,994 93,850
PEPCO HOLDINGS
INC COM 71329110 48,985 2,506,917 SH 2,497,533 8,053 1,331 2,297,725 1,331 207,861
PEPSI BOTTLING
GROUP COM 71340910 328,800 13,597,998 SH 13,590,058 7,740 200 5,630,865 7,524,768 442,365
PEPSIAMERICAS
INC COM 71343P20 27,215 1,589,647 SH 1,586,827 2,420 400 1,390,647 97,300 101,700
PEPSICO INC COM 71344810 2,363,119 50,688,946 SH 48,132,392 1,599,397 957,157 44,596,575 1,323,445 4,768,926
PEREGRINE
PHARMACEUT COM 71366110 4,318 1,953,879 SH 1,953,879 1,788,579 165,300
PERFORMANCE FOOD
GRO COM 71375510 16,698 461,643 SH 458,583 2,880 180 457,763 180 3,700
PERFORMANCE
TECHNOLO COM 71376K10 307 21,517 SH 21,517 21,517
PERICOM
SEMICONDUCTO COM 71383110 4,198 386,518 SH 386,518 311,058 75,460
PERINI CORP COM 71383910 2,062 225,384 SH 225,334 50 199,534 50 25,800
PERKINELMER INC COM 71404610 60,128 3,522,433 SH 3,513,763 8,550 120 3,279,884 1,770 240,779
PEROT SYS CORP CL A 71426510 17,171 1,273,840 SH 1,270,840 3,000 1,165,240 108,600
PERRIGO CO COM 71429010 20,622 1,311,815 SH 1,308,135 3,680 1,202,389 109,426
PER-SE
TECHNOLOGIES COM NEW 71356930 7,439 486,155 SH 480,158 5,997 441,455 44,700
PETCO ANIMAL
SUPPLIE COM NEW 71601620 17,999 591,098 SH 590,898 200 521,728 69,370
PETRO-CDA COM 71644E10 1,014 20,553 SH 20,553 20,553
PETROCORP INC COM 71645N10 1,236 91,859 SH 91,859 77,259 14,600
PETROLEO
BRASILEIRO SPONSORED 71654V10 21,788 817,239 SH 817,239 494,713 236,236 86,290
PETROLEO
BRASILEIRO SPONSORED 71654V40 14,889 509,213 SH 509,213 308,731 157,224 43,258
PETROLEUM DEV
CORP COM 71657810 6,553 276,513 SH 276,513 260,213 16,300
PETROLEUM
HELICOPTER COM VTG 71660410 1,034 42,192 SH 42,192 42,092 100
PETSMART INC COM 71676810 46,162 1,939,598 SH 1,924,918 14,500 180 1,887,368 180 52,050
PFF BANCORP INC COM 69331W10 11,124 306,612 SH 306,612 278,652 27,960
PFIZER INC COM 71708110 7,840,646 221,925,999 SH 215,694,347 3,814,997 2,416,655 196,851,350 6,168,877 18,905,772
PG&E CORP COM 69331C10 878,271 31,626,606 SH 31,591,120 34,906 580 11,500,089 19,218,093 908,424
PHARMACEUTICAL
PROD COM 71712410 16,976 629,427 SH 628,777 650 626,449 2,978
PHARMACEUTICAL
RES I COM 71712510 45,733 701,970 SH 699,630 2,240 100 676,823 7,700 17,447
PHARMACOPEIA INC COM 71713B10 5,673 398,685 SH 398,685 360,235 38,450
PHARMACYCLICS
INC COM 71693310 282 38,088 SH 38,088 38,088
PHARMOS CORP COM NEW 71713920 260 74,224 SH 74,224 74,224
PHELPS DODGE
CORP COM 71726510 187,696 2,466,762 SH 2,461,123 4,765 874 2,245,735 1,974 219,053
PHILADELPHIA
CONS HL COM 71752810 13,573 277,968 SH 277,968 248,818 29,150
PHILLIPS VAN
HEUSEN COM 71859210 8,489 478,503 SH 478,503 421,403 57,100
PHOENIX COS INC
NEW COM 71902E10 20,886 1,734,710 SH 1,726,257 7,678 775 1,593,635 775 140,300
PHOTON DYNAMICS
INC COM 71936410 12,591 312,896 SH 312,596 300 279,846 33,050
PHOTRONICS INC COM 71940510 15,592 782,729 SH 778,529 4,200 735,379 47,350
PICO HLDGS INC COM NEW 69336620 1,475 94,154 SH 94,154 93,954 200
PIEDMONT NAT GAS
INC COM 72018610 13,738 316,112 SH 315,282 630 200 314,212 200 1,700
Page Total 13,556,568
Page 47 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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PIER 1 IMPORTS INC COM 72027910 28,572 1,307,046 SH 1,299,981 6,090 975 1,288,895 975 17,176
PILGRIMS PRIDE CORP COM 72146710 4,379 268,136 SH 268,136 235,986 32,150
PINNACLE ENTMT INC COM 72345610 3,523 377,983 SH 377,763 220 334,863 220 42,900
PINNACLE SYS INC COM 72348110 8,744 1,025,056 SH 1,025,056 922,906 102,150
PINNACLE WEST CAP CO COM 72348410 103,599 2,588,682 SH 2,573,482 7,700 7,500 2,425,816 8,400 154,466
PIONEER NAT RES CO COM 72378710 58,877 1,843,952 SH 1,836,841 5,732 1,379 1,758,938 1,379 83,635
PITNEY BOWES INC COM 72447910 276,195 6,799,477 SH 6,679,902 100,195 19,380 6,126,061 63,430 609,986
PIXAR COM 72581110 20,685 298,531 SH 297,071 1,400 60 276,487 60 21,984
PIXELWORKS INC COM 72581M10 6,670 604,132 SH 604,132 551,682 52,450
PLACER DOME INC COM 72590610 378 21,092 SH 21,092 20,792 300
PLAINS ALL AMERN PIP UNIT LTD P 72650310 1,662 51,189 SH 46,189 3,000 2,000 48,389 2,000 800
PLAINS EXPL& PRODTN COM 72650510 10,671 693,358 SH 692,773 400 185 624,283 185 68,890
PLAINS RES INC COM PAR $0 72654050 6,593 410,773 SH 410,773 361,823 48,950
PLANAR SYS INC COM 72690010 9,938 408,787 SH 408,587 200 385,737 23,050
PLANTRONICS INC NEW COM 72749310 33,764 1,034,113 SH 1,032,713 1,000 400 960,213 400 73,500
PLATINUM UNDERWRITER COM G7127P10 381 12,713 SH 12,713 12,713
PLAYBOY ENTERPRISES CL B 72811730 4,332 268,074 SH 268,074 231,024 37,050
PLAYTEX PRODS INC COM 72813P10 3,901 504,638 SH 504,538 100 459,788 100 44,750
PLEXUS CORP COM 72913210 19,675 1,145,906 SH 1,143,096 2,710 100 1,074,956 100 70,850
PLUG POWER INC COM 72919P10 4,140 571,100 SH 570,700 400 405,250 165,850
PLUM CREEK TIMBER CO COM 72925110 141,233 4,638,196 SH 4,638,196 4,253,616 2,350 382,230
PLX TECHNOLOGY INC COM 69341710 227 25,701 SH 25,701 25,701
PMA CAP CORP CL A 69341920 1,994 389,502 SH 387,302 2,200 342,352 47,150
PMC-SIERRA INC COM 69344F10 84,881 4,222,923 SH 4,216,093 6,710 120 3,971,364 23,777 227,782
PMI GROUP INC COM 69344M10 46,141 1,239,359 SH 1,234,709 4,450 200 1,177,127 200 62,032
PNC FINL SVCS GROUP COM 69347510 431,144 7,877,648 SH 7,799,858 57,410 20,380 7,086,277 23,280 768,091
PNM RES INC COM 69349H10 25,561 909,648 SH 909,406 40 202 850,046 202 59,400
POGO PRODUCING CO COM 73044810 45,740 947,002 SH 944,692 1,810 500 911,333 500 35,169
POLARIS INDS INC COM 73106810 24,393 275,377 SH 273,317 1,980 80 269,897 80 5,400
POLO RALPH LAUREN CO CL A 73157210 12,266 425,887 SH 425,087 700 100 421,891 100 3,896
POLYCOM INC COM 73172K10 29,565 1,514,615 SH 1,503,213 5,777 5,625 1,464,921 5,625 44,069
POLYMEDICA CORP COM 73173810 9,141 347,576 SH 342,876 4,700 315,976 31,600
POLYONE CORP COM 73179P10 10,907 1,706,856 SH 1,706,856 1,568,856 138,000
POMEROY IT SOLUTIONS COM 73182210 2,093 142,016 SH 142,016 138,716 3,300
POPE & TALBOT INC COM 73282710 6,196 351,845 SH 351,845 319,845 32,000
POPULAR INC COM 73317410 66,917 1,492,014 SH 1,492,014 1,442,867 49,147
PORTAL SOFTWARE INC COM NEW 73612630 3,509 521,429 SH 521,289 120 20 419,809 20 101,600
PORTFOLIO RECOVERY A COM 73640Q10 5,240 197,356 SH 197,356 180,956 16,400
PORTUGAL TELECOM SGP SPONSORED 73727310 388 38,713 SH 38,713 38,713
POSCO SPONSORED 69348310 9,308 274,000 SH 274,000 274,000
POSSIS MEDICAL INC COM 73740710 7,945 402,292 SH 402,292 377,592 24,700
POST PPTYS INC COM 73746410 21,942 785,886 SH 785,886 717,497 68,389
POTLATCH CORP COM 73762810 20,781 597,676 SH 597,576 100 516,722 80,954
POWELL INDS INC COM 73912810 3,702 193,318 SH 193,318 179,618 13,700
POWER INTEGRATIONS I COM 73927610 16,976 507,361 SH 503,361 4,000 464,611 42,750
POWER-ONE INC COM 73930810 26,417 2,439,277 SH 2,436,432 2,745 100 2,239,564 900 198,813
POWERWAVE TECHNOLOGI COM 73936310 10,402 1,343,959 SH 1,343,959 1,229,259 114,700
POZEN INC COM 73941U10 3,833 375,781 SH 375,781 336,090 39,691
PPG INDS INC COM 69350610 330,599 5,163,989 SH 5,137,176 21,743 5,070 4,749,765 13,675 400,549
PPL CORP COM 69351T10 254,725 5,822,278 SH 5,803,433 16,465 2,380 5,332,080 21,545 468,653
PRAECIS PHARMACEUTIC COM 73942110 5,054 784,716 SH 777,416 7,200 100 688,016 100 96,600
Page Total 2,265,898
Page 48 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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PRAXAIR INC COM 74005P10 363,034 9,503,501 SH 9,453,232 49,729 540 8,598,553 48,566 856,382
PRE PAID LEGAL SVCS COM 74006510 7,792 298,318 SH 298,318 276,568 21,750
PRECISION CASTPARTS COM 74018910 98,498 2,169,071 SH 2,166,511 1,835 725 1,907,119 89,475 172,477
PREFORMED LINE PRODS COM 74044410 803 27,800 SH 6,800 21,000 6,800 21,000
PREMCOR INC COM 74045Q10 9,401 361,593 SH 359,083 1,060 1,450 353,643 1,450 6,500
PRENTISS PPTYS TR SH BEN INT 74070610 26,257 795,909 SH 795,909 730,686 65,223
PRESIDENTIAL LIFE CO COM 74088410 5,311 403,595 SH 402,655 500 440 363,506 440 39,649
PRESSTEK INC COM 74111310 3,791 525,818 SH 525,818 459,568 66,250
PRG-SCHULTZ INTERNAT COM 69357C10 3,090 630,589 SH 630,589 569,889 60,700
PRICE COMMUNICATIONS COM NEW 74143730 12,517 911,640 SH 906,930 4,710 824,490 87,150
PRICE LEGACY CORP COM 74144P10 919 241,128 SH 241,128 240,228 900
PRICE T ROWE GROUP I COM 74144T10 151,387 3,193,140 SH 3,104,156 53,104 35,880 2,901,320 54,180 237,640
PRICELINE COM INC COM NEW 74150340 7,116 397,557 SH 397,241 300 16 358,993 16 38,548
PRIDE INTL INC DEL COM 74153Q10 32,552 1,746,343 SH 1,744,843 940 560 1,694,220 810 51,313
PRIMA ENERGY CORP COM PAR $0 74190120 5,621 159,866 SH 159,866 144,316 15,550
PRIME HOSPITALITY CO COM 74191710 9,476 928,993 SH 928,993 749,953 179,040
PRIMEDIA INC COM 74157K10 6,926 2,447,260 SH 2,444,840 2,300 120 2,219,790 120 227,350
PRIMUS TELECOMMUNICA COM 74192910 12,306 1,211,176 SH 1,210,876 300 1,102,386 108,790
PRINCETON REVIEW INC COM 74235210 2,545 261,050 SH 261,050 225,150 35,900
PRINCIPAL FINANCIAL COM 74251V10 347,011 10,493,215 SH 10,475,385 16,630 1,200 9,426,363 113,750 953,102
PRIORITY HEALTHCARE CL B 74264T10 16,450 684,295 SH 683,195 1,100 633,407 50,888
PRIVATEBANCORP INC COM 74296210 5,019 110,826 SH 110,826 101,476 9,350
PROASSURANCE CORP COM 74267C10 13,396 416,660 SH 416,660 378,160 38,500
PROCTER & GAMBLE CO COM 74271810 4,384,398 43,896,651 SH 42,042,899 1,082,261 771,491 39,178,278 1,058,344 3,660,029
PROGENICS PHARMACEUT COM 74318710 2,747 145,635 SH 145,635 139,635 6,000
PROGRESS ENERGY INC COM 74326310 1,096,281 24,221,855 SH 24,200,554 19,489 1,812 6,536,761 17,148,988 536,106
PROGRESS FINL CORP COM 74326610 340 11,025 SH 11,025 11,025
PROGRESS SOFTWARE CO COM 74331210 11,563 565,167 SH 556,288 8,879 515,567 49,600
PROGRESSIVE CORP OHI COM 74331510 493,058 5,898,525 SH 5,877,574 11,651 9,300 5,311,061 11,700 575,764
PROLOGIS SH BEN INT 74341010 177,091 5,518,565 SH 5,518,565 5,158,088 1,700 358,777
PROQUEST COMPANY COM 74346P10 12,173 413,329 SH 413,329 377,579 35,750
PROSPERITY BANCSHARE COM 74360610 5,051 223,088 SH 223,088 204,588 18,500
PROTECTIVE LIFE CORP COM 74367410 44,937 1,327,917 SH 1,325,292 700 1,925 1,313,359 1,925 12,633
PROTEIN DESIGN LABS COM 74369L10 27,119 1,515,055 SH 1,514,555 500 1,500,468 14,587
PROVIDENT BANCORP IN COM 74383510 2,762 58,760 SH 58,760 52,560 6,200
PROVIDENT BANKSHARES COM 74385910 17,124 578,907 SH 578,907 532,857 46,050
PROVIDENT FINL GROUP COM 74386610 22,351 699,565 SH 697,125 2,440 693,711 5,854
PROVIDENT FINL HLDGS COM 74386810 1,649 45,474 SH 45,474 45,374 100
PROVIDENT FINL SVCS COM 74386T10 14,246 753,776 SH 753,776 684,976 68,800
PROVIDIAN FINL CORP COM 74406A10 108,835 9,350,122 SH 9,311,787 38,115 220 8,215,253 259,110 875,759
PROVINCE HEALTHCARE COM 74397710 17,624 1,101,487 SH 1,098,652 170 2,665 1,022,072 2,665 76,750
PROXIM CORP CL A 74428310 3,416 2,045,431 SH 2,045,431 1,875,231 170,200
PRUDENTIAL FINL INC COM 74432010 656,162 15,708,926 SH 15,670,593 37,618 715 14,479,465 26,015 1,203,446
PRUDENTIAL PLC ADR 74435K20 1,065 62,459 SH 62,459 62,459
PS BUSINESS PKS INC COM 69360J10 21,771 527,654 SH 527,654 485,387 42,267
PSS WORLD MED INC COM 69366A10 20,637 1,711,175 SH 1,711,075 100 1,601,925 109,250
PTEK HLDGS INC COM 69366M10 7,413 841,470 SH 767,948 73,522 771,370 70,100
PUBLIC STORAGE INC COM 74460D10 89,876 2,071,343 SH 2,071,343 1,975,518 6,950 88,875
PUBLIC SVC ENTERPRIS COM 74457310 331,358 7,565,242 SH 7,544,689 14,718 5,835 6,918,054 29,317 617,871
PUGET ENERGY INC NEW COM 74531010 33,631 1,414,866 SH 1,406,901 7,590 375 1,349,625 375 64,866
PULITZER INC COM 74576910 5,765 106,755 SH 105,655 1,000 100 90,405 100 16,250
Page Total 8,751,658
Page 49 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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PULTE HOMES INC COM 74586710 134,764 1,439,482 SH 1,433,203 6,090 189 1,315,406 889 123,187
PUMATECH INC COM 74588710 2,500 628,036 SH 628,036 567,736 60,300
QAD INC COM 74727D10 2,208 180,074 SH 180,074 179,674 400
QLOGIC CORP COM 74727710 146,887 2,848,303 SH 2,841,362 5,541 1,400 2,568,090 18,445 261,768
QRS CORP COM 74726X10 401 49,379 SH 49,379 45,279 4,100
QUAKER CHEM CORP COM 74731610 4,129 134,290 SH 133,750 540 117,150 540 16,600
QUAKER CITY BANCORP COM 74731K10 3,983 86,339 SH 86,339 78,439 7,900
QUALCOMM INC COM 74752510 1,153,606 21,390,805 SH 21,310,882 52,008 27,915 19,305,166 145,583 1,940,056
QUALITY SYS INC COM 74758210 2,582 57,897 SH 57,897 52,097 5,800
QUANEX CORP COM 74762010 12,934 280,555 SH 280,555 254,455 26,100
QUANTA SVCS INC COM 74762E10 12,018 1,646,301 SH 1,646,201 100 1,527,201 100 119,000
QUANTUM CORP COM DSSG 74790620 9,513 3,049,189 SH 3,049,189 2,788,439 260,750
QUANTUM FUEL SYS TEC COM 74765E10 281 34,889 SH 34,889 34,889
QUEST DIAGNOSTICS IN COM 74834L10 180,244 2,465,381 SH 2,459,657 5,074 650 2,278,759 1,650 184,972
QUEST SOFTWARE INC COM 74834T10 10,559 743,568 SH 742,268 1,300 681,068 62,500
QUESTAR CORP COM 74835610 44,825 1,275,242 SH 1,152,728 116,039 6,475 1,214,892 6,725 53,625
QUICKSILVER RESOURCE COM 74837R10 7,286 225,587 SH 225,187 400 190,127 35,460
QUIDEL CORP COM 74838J10 5,047 468,653 SH 468,653 410,003 58,650
QUIKSILVER INC COM 74838C10 17,632 994,478 SH 990,078 4,400 912,278 82,200
QUIXOTE CORP COM 74905610 2,749 112,614 SH 112,614 102,114 10,500
QWEST COMMUNICATIONS COM 74912110 561,987 130,089,641 SH 42,011,536 88,074,250 3,855 38,355,967 88,230,695 3,502,979
R & G FINANCIAL CORP CL B 74913610 18,073 454,097 SH 454,097 426,797 27,300
R H DONNELLEY CORP COM NEW 74955W30 14,381 360,961 SH 360,412 549 314,361 46,600
RADIAN GROUP INC COM 75023610 69,993 1,435,764 SH 1,431,734 3,630 400 1,355,216 400 80,148
RADIANT SYSTEMS INC COM 75025N10 4,133 492,013 SH 492,013 464,063 27,950
RADIO ONE INC CL D NON V 75040P40 13,142 680,943 SH 676,903 4,040 676,117 4,826
RADIO ONE INC CL A 75040P10 3,275 167,527 SH 165,707 1,000 820 160,907 820 5,800
RADIOSHACK CORP COM 75043810 235,033 7,660,795 SH 7,645,713 9,842 5,240 6,793,667 129,675 737,453
RADISYS CORP COM 75045910 5,291 313,643 SH 313,643 270,693 42,950
RAILAMERICA INC COM 75075310 5,439 460,960 SH 460,960 418,010 42,950
RAINBOW TECHNOLOGIES COM 75086210 5,821 516,964 SH 516,964 480,264 36,700
RAINDANCE COMM COM 75086X10 1,939 704,936 SH 704,936 626,686 78,250
RAIT INVT TR COM 74922710 8,625 336,896 SH 336,896 305,546 31,350
RALCORP HLDGS INC NE COM 75102810 19,893 634,353 SH 634,353 571,803 62,550
RAMBUS INC DEL COM 75091710 27,199 885,951 SH 882,531 3,340 80 878,488 80 7,383
RAMCO-GERSHENSON PPT COM SH BEN 75145220 8,123 287,016 SH 287,016 264,616 22,400
RANGE RES CORP COM 75281A10 8,184 866,019 SH 866,019 790,169 75,850
RANK GROUP PLC SPONSORED 75303710 239 23,380 SH 23,380 23,380
RARE HOSPITALITY INT COM 75382010 13,701 560,600 SH 548,544 12,056 516,675 43,925
RAVEN INDS INC COM 75421210 3,099 105,041 SH 105,041 94,341 10,700
RAYMOND JAMES FINANC COM 75473010 20,679 548,512 SH 547,112 1,000 400 542,112 400 6,000
RAYONIER INC COM 75490710 75,681 1,823,198 SH 1,821,333 1,565 300 1,668,345 34,723 120,130
RAYOVAC CORP COM 75508110 11,734 560,103 SH 559,803 300 501,503 58,600
RAYTECH CORP DEL COM 75510310 1,239 373,126 SH 373,126 314,776 58,350
RAYTHEON CO COM NEW 75511150 456,501 15,196,424 SH 13,629,543 1,550,045 16,836 10,362,026 4,060,805 773,593
RC2 CORP COM 74938810 4,560 218,894 SH 218,894 198,994 19,900
RCN CORP COM 74936110 600 882,273 SH 882,273 880,073 2,200
READERS DIGEST ASSN COM 75526710 27,582 1,881,431 SH 1,872,401 7,130 1,900 1,824,346 1,900 55,185
READING INTERNATIONA CL A 75540810 1,192 201,300 SH 201,300 200,700 600
REALNETWORKS INC COM 75605L10 5,340 935,140 SH 930,340 4,700 100 931,740 100 3,300
REALTY INCOME CORP COM 75610910 17,190 429,741 SH 429,741 424,941 3,400 1,400
Page Total 3,404,013
Page 50 of 67
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INVESTMENT DISCRETION
TITLE VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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RECKSON ASSOCS RLTY COM 75621K10 28,653 1,179,122 SH 1,179,122 1,088,215 90,907
RED HAT INC COM 75657710 26,983 1,437,535 SH 1,432,985 4,250 300 1,381,535 300 55,700
RED ROBIN GOURMET BU COM 75689M10 4,984 163,585 SH 163,585 151,485 12,100
REDBACK NETWORKS INC COM 75720910 489 2,116,336 SH 2,116,236 100 1,903,836 100 212,400
REDWOOD TR INC COM 75807540 11,705 230,179 SH 229,879 300 212,093 18,086
REEBOK INTL LTD COM 75811010 53,640 1,364,198 SH 1,361,048 1,500 1,650 1,266,855 2,350 94,993
REED ELSEVIER N V SPONSORED 75820410 2,476 100,058 SH 100,058 22,058 78,000
REED ELSEVIER P L C SPONSORED 75820510 4,725 140,221 SH 98,221 42,000 17,351 78,820 44,050
REGAL BELOIT CORP COM 75875010 9,017 409,848 SH 409,848 372,398 37,450
REGAL ENTMT GROUP CL A 75876610 9,306 453,489 SH 453,489 452,389 1,100
REGENCY CTRS CORP COM 75884910 31,472 789,768 SH 789,768 758,315 31,453
REGENERATION TECH IN COM 75886N10 4,397 401,146 SH 401,146 364,346 36,800
REGENERON PHARMACEUT COM 75886F10 9,925 674,696 SH 674,596 100 614,396 60,300
REGENT COMMUNICATION COM 75886510 4,275 673,188 SH 673,188 622,388 50,800
REGIONS FINL CORP COM 75894010 223,717 6,013,887 SH 5,977,122 26,385 10,380 5,567,840 22,067 423,980
REGIS CORP MINN COM 75893210 32,481 821,879 SH 821,379 500 818,374 3,505
REGISTER COM INC COM 75914G10 2,573 503,487 SH 503,487 461,688 41,799
REHABCARE GROUP INC COM 75914810 7,251 341,047 SH 341,047 314,947 26,100
REINSURANCE GROUP AM COM 75935110 11,644 301,271 SH 301,031 240 288,230 13,041
RELIANCE STEEL & ALU COM 75950910 15,044 453,000 SH 451,400 1,600 415,600 37,400
RELIANT RES INC COM 75952B10 23,580 3,203,772 SH 3,152,379 47,907 3,486 3,177,737 3,959 22,076
REMEC INC COM 75954310 8,376 979,668 SH 975,168 4,500 863,168 116,500
REMINGTON OIL & GAS COM 75959430 7,217 366,522 SH 366,522 336,820 29,702
RENAISSANCE LEARNING COM 75968L10 7,844 325,876 SH 325,876 308,476 17,400
RENAISSANCE RE HLDGS COM G7496G10 491 10,004 SH 10,004 8,361 1,643
RENAL CARE GROUP INC COM 75993010 26,628 646,302 SH 640,082 2,150 4,070 638,732 4,070 3,500
RENT A CTR INC NEW COM 76009N10 38,973 1,299,096 SH 1,294,821 2,850 1,425 1,222,253 36,425 40,418
RENT WAY INC COM 76009U10 3,456 421,980 SH 421,980 354,780 67,200
REPLIGEN CORP COM 75991610 1,896 433,788 SH 433,788 386,288 47,500
REPSOL YPF S A SPONSORED 76026T20 924 47,243 SH 47,243 47,243
REPUBLIC BANCORP INC COM 76028210 18,167 1,346,705 SH 1,346,318 387 1,261,180 85,525
REPUBLIC BANCORP KY CL A 76028120 3,005 153,788 SH 153,788 137,288 16,500
REPUBLIC BANCSHARES COM 75992910 4,581 145,559 SH 145,559 134,859 10,700
REPUBLIC SVCS INC COM 76075910 67,339 2,627,362 SH 2,617,752 9,210 400 2,488,589 11,650 127,123
RESEARCH FRONTIERS I COM 76091110 1,174 126,416 SH 125,916 500 126,016 400
RESEARCH IN MOTION L COM 76097510 886 13,264 SH 13,264 13,264
RESMED INC COM 76115210 16,046 386,270 SH 385,370 800 100 383,669 100 2,501
RESOURCE AMERICA INC CL A 76119520 3,785 252,332 SH 252,332 225,982 26,350
RESOURCES BANKSHARES COM 76121R10 2,411 76,459 SH 76,459 67,109 9,350
RESOURCES CONNECTION COM 76122Q10 9,163 335,510 SH 335,510 305,160 30,350
RESPIRONICS INC COM 76123010 20,393 451,074 SH 449,607 1,467 440,474 10,600
RESTORATION HARDWARE COM 76098110 1,193 253,334 SH 253,334 252,534 800
RETEK INC COM 76128Q10 10,343 1,114,598 SH 1,114,498 100 1,022,048 100 92,450
RETRACTABLE TECHNOLO COM 76129W10 494 82,140 SH 82,140 81,840 300
REUTERS GROUP PLC SPONSORED 76132M10 306 12,066 SH 12,066 12,066
REVLON INC CL A 76152550 207 92,242 SH 87,242 5,000 91,842 400
REWARDS NETWORK INC COM 76155710 4,479 420,187 SH 420,187 383,837 36,350
REX STORES CORP COM 76162410 1,820 128,521 SH 128,521 111,421 17,100
REYNOLDS & REYNOLDS CL A 76169510 27,082 932,268 SH 931,108 960 200 922,168 200 9,900
REYNOLDS R J TOB HLD COM 76182K10 112,102 1,927,810 SH 1,912,932 14,598 280 1,857,275 280 70,255
RF MICRODEVICES INC COM 74994110 36,550 3,633,203 SH 3,623,963 9,140 100 3,357,203 100 275,900
Page Total 955,665
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TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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RICHARDSON ELECTRS L COM 76316510 804 65,397 SH 65,397 65,097 300
RIGGS NATL CORP WASH COM 76657010 5,089 307,874 SH 307,754 120 279,604 120 28,150
RIGHT MGMT CONSULTAN COM 76657310 5,755 308,406 SH 308,406 285,206 23,200
RIO TINTO PLC SPONSORED 76720410 11,639 104,565 SH 82,565 22,000 81,545 23,020
RITE AID CORP COM 76775410 29,304 4,851,713 SH 4,821,493 20,000 10,220 4,807,373 10,220 34,120
RIVIANA FOODS INC COM 76953610 2,718 99,242 SH 99,242 90,442 8,800
RLI CORP COM 74960710 93,779 2,503,447 SH 318,359 2,185,088 293,771 2,184,088 25,588
ROBBINS & MYERS INC COM 77019610 4,041 212,783 SH 212,783 191,833 20,950
ROBERT HALF INTL INC COM 77032310 103,248 4,423,655 SH 4,396,514 25,200 1,941 4,015,670 26,869 381,116
ROCK-TENN CO CL A 77273920 8,653 501,307 SH 501,307 457,407 43,900
ROCKWELL AUTOMATION COM 77390310 170,781 4,797,226 SH 4,762,250 15,904 19,072 4,380,603 21,222 395,401
ROCKWELL COLLINS INC COM 77434110 172,893 5,757,335 SH 5,721,639 19,664 16,032 5,302,572 42,989 411,774
ROFIN SINAR TECHNOLO COM 77504310 6,616 191,448 SH 191,448 174,648 16,800
ROGERS COMMUNICATION CL B 77510920 303 18,345 SH 18,345 18,345
ROGERS CORP COM 77513310 12,711 288,090 SH 287,890 200 264,740 23,350
ROHM & HAAS CO COM 77537110 266,629 6,242,780 SH 6,227,175 13,930 1,675 5,746,184 3,875 492,721
ROLLINS INC COM 77571110 11,588 513,870 SH 513,870 474,770 39,100
ROPER INDS INC NEW COM 77669610 33,185 673,672 SH 671,002 895 1,775 625,047 1,775 46,850
ROSS STORES INC COM 77829610 64,004 2,418,910 SH 2,412,030 6,080 800 2,365,958 1,100 51,852
ROTO ROOTER INC NEW COM 77878710 7,574 164,305 SH 162,805 1,500 146,705 17,600
ROUSE CO COM 77927310 74,007 1,574,618 SH 1,566,736 7,882 1,454,061 350 120,207
ROWAN COS INC COM 77938210 63,986 2,761,588 SH 2,752,043 6,885 2,660 2,606,601 3,760 151,227
ROXIO INC COM 78000810 2,415 503,124 SH 503,122 2 361,666 141,458
ROYAL BANCSHARES PA CL A 78008110 1,725 67,652 SH 67,652 67,352 300
ROYAL BK CDA MONTREA COM 78008710 3,774 79,147 SH 79,147 55,947 23,200
ROYAL CARIBBEAN CRUI COM V7780T10 9,386 269,795 SH 269,795 223,795 46,000
ROYAL DUTCH PETE CO NY REG EUR 78025780 7,121 135,914 SH 104,914 31,000 103,104 32,810
ROYAL GOLD INC COM 78028710 7,080 338,260 SH 337,660 600 259,960 78,300
RPC INC COM 74966010 3,025 275,249 SH 275,249 256,749 18,500
RPM INTL INC COM 74968510 30,254 1,838,005 SH 1,827,693 7,100 3,212 1,819,693 3,212 15,100
RSA SEC INC COM 74971910 17,532 1,230,316 SH 1,225,296 20 5,000 1,147,266 5,000 78,050
RTI INTL METALS INC COM 74973W10 6,237 369,690 SH 368,970 720 311,700 57,990
RUBY TUESDAY INC COM 78118210 25,531 896,132 SH 893,532 2,600 870,732 25,400
RUDDICK CORP COM 78125810 15,773 881,181 SH 881,081 100 818,231 100 62,850
RUDOLPH TECHNOLOGIES COM 78127010 5,625 229,217 SH 229,217 210,667 18,550
RUSS BERRIE & CO COM 78223310 5,887 173,669 SH 172,469 1,200 152,274 21,395
RUSSELL CORP COM 78235210 8,906 507,171 SH 507,171 458,621 48,550
RYANAIR HLDGS PLC SPONSORED 78351310 4,230 83,489 SH 58,489 25,000 53,028 30,461
RYANS FAMILY STEAK H COM 78351910 10,695 707,365 SH 701,875 4,050 1,440 636,200 1,440 69,725
RYDER SYS INC COM 78354910 60,325 1,766,470 SH 1,764,540 1,930 1,663,176 950 102,344
RYERSON TULL INC NEW COM 78375P10 4,405 384,730 SH 384,430 300 348,580 300 35,850
RYLAND GROUP INC COM 78376410 53,960 608,755 SH 607,705 1,050 566,128 20,450 22,177
S & T BANCORP INC COM 78385910 13,244 444,435 SH 443,935 500 405,135 39,300
S Y BANCORP INC COM 78506010 3,643 177,185 SH 177,185 162,685 14,500
S1 CORPORATION COM 78463B10 9,946 1,232,459 SH 1,232,359 100 1,116,859 100 115,500
SABRE HLDGS CORP CL A 78590510 77,984 3,612,058 SH 3,600,431 10,697 930 3,338,329 2,580 271,149
SAFECO CORP COM 78642910 141,616 3,637,710 SH 3,631,230 6,480 3,305,296 1,300 331,114
SAFEGUARD SCIENTIFIC COM 78644910 8,186 2,026,256 SH 2,026,156 100 1,816,207 100 209,949
SAFENET INC COM 78645R10 5,408 176,315 SH 176,315 158,015 18,300
SAFETY INS GROUP INC COM 78648T10 3,845 224,716 SH 224,716 209,816 14,900
SAFEWAY INC COM NEW 78651420 261,947 11,955,600 SH 11,921,533 33,392 675 10,873,476 4,975 1,077,149
Page Total 1,959,012
Page 52 of 67
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INVESTMENT DISCRETION
TITLE VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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SAFLINK CORP COM NEW 78657830 1,097 409,317 SH 409,317 362,917 46,400
SAGA COMMUNICATIONS CL A 78659810 4,541 245,073 SH 244,973 100 217,873 27,200
SAKS INC COM 79377W10 36,682 2,438,977 SH 2,429,657 8,120 1,200 2,329,318 1,550 108,109
SALEM COMMUNICATIONS CL A 79409310 4,432 163,427 SH 163,427 148,677 14,750
SALIX PHARMACEUTICAL COM 79543510 6,303 277,927 SH 272,127 5,300 500 246,577 500 30,850
SALTON INC COM 79575710 213 16,344 SH 16,344 16,344
SAN PAOLO-IMI S P A SPONSORED 79917510 2,710 104,502 SH 32,502 72,000 29,502 75,000
SANCHEZ COMPUTER ASS COM 79970210 791 190,579 SH 190,459 120 189,979 600
SANDERS MORRIS HARRI COM 80000Q10 1,673 134,884 SH 134,884 114,984 19,900
SANDERSON FARMS INC COM 80001310 4,305 106,828 SH 106,528 300 99,228 7,600
SANDISK CORP COM 80004C10 84,489 1,380,544 SH 1,376,334 3,750 460 1,284,934 53,760 41,850
SANDY SPRING BANCORP COM 80036310 10,376 277,795 SH 277,795 255,395 22,400
SANFILIPPO JOHN B & COM 80042210 4,790 93,855 SH 93,855 79,155 14,700
SANMINA SCI CORP COM 80090710 250,297 19,864,872 SH 19,808,176 49,740 6,956 17,529,304 258,556 2,077,012
SANOFI-SYNTHELABO SPONSORED 80105N10 4,655 123,300 SH 8,300 115,000 3,400 119,900
SANTANDER BANCORP COM 80280910 3,260 133,883 SH 133,883 120,483 13,400
SANYO ELEC LTD ADR 5 COM 80303830 310 11,960 SH 11,960 11,960
SAP AKTIENGESELLSCHA SPONSORED 80305420 4,853 116,759 SH 15,759 101,000 12,509 104,250
SAPIENT CORP COM 80306210 8,089 1,434,173 SH 1,434,073 100 1,232,433 100 201,640
SARA LEE CORP COM 80311110 495,744 22,834,828 SH 22,696,189 82,393 56,246 20,787,768 202,738 1,844,322
SATYAM COMPUTER SERV ADR 80409810 598 20,384 SH 20,384 20,384
SAUER-DANFOSS INC COM 80413710 3,067 189,299 SH 189,299 188,899 400
SAUL CTRS INC COM 80439510 7,932 276,649 SH 276,649 249,579 27,070
SAVIENT PHARMACEUTIC COM 80517Q10 4,514 979,257 SH 979,257 882,557 96,700
SAXON CAPITAL INC COM 80556P30 9,254 441,699 SH 441,699 399,149 42,550
SBA COMMUNICATIONS C COM 78388J10 2,957 786,513 SH 786,413 100 722,613 100 63,800
SBC COMMUNICATIONS I COM 78387G10 2,660,716 102,060,465 SH 98,389,320 3,242,797 428,348 90,036,334 2,830,240 9,193,891
SBS TECHNOLOGIES INC COM 78387P10 3,254 220,467 SH 220,467 194,267 26,200
SCANA CORP NEW COM 80589M10 50,384 1,471,057 SH 1,463,371 7,086 600 1,433,580 600 36,877
SCANSOFT INC COM 80603P10 6,710 1,261,193 SH 1,258,163 3,030 1,133,657 127,536
SCANSOURCE INC COM 80603710 8,353 183,094 SH 183,094 163,094 20,000
SCHAWK INC CL A 80637310 1,470 107,878 SH 107,878 107,578 300
SCHEIN HENRY INC COM 80640710 47,528 703,291 SH 702,251 940 100 678,654 100 24,537
SCHERING A G SPONSORED 80658520 526 10,292 SH 10,292 10,292
SCHERING PLOUGH CORP COM 80660510 640,628 36,838,855 SH 36,457,613 243,027 138,215 34,031,934 154,338 2,652,583
SCHLUMBERGER LTD COM 80685710 682,191 12,466,932 SH 11,675,888 471,105 319,939 10,806,037 405,839 1,255,056
SCHNITZER STL INDS CL A 80688210 9,210 152,232 SH 152,132 100 133,232 19,000
SCHOLASTIC CORP COM 80706610 18,155 533,332 SH 532,232 1,000 100 518,532 100 14,700
SCHOOL SPECIALTY INC COM 80786310 14,264 419,400 SH 419,200 200 394,400 25,000
SCHULMAN A INC COM 80819410 12,248 574,484 SH 574,384 100 518,784 55,700
SCHWAB CHARLES CORP COM 80851310 390,504 32,981,785 SH 32,849,297 50,625 81,863 29,706,407 95,363 3,180,015
SCHWEITZER-MAUDUIT I COM 80854110 6,266 210,423 SH 210,283 100 40 209,783 40 600
SCICLONE PHARMACEUTI COM 80862K10 4,633 683,354 SH 683,354 623,554 59,800
SCIENTIFIC ATLANTA I COM 80865510 186,220 6,821,234 SH 6,810,134 10,980 120 6,029,601 69,020 722,613
SCIENTIFIC GAMES COR CL A 80874P10 20,677 1,218,447 SH 1,218,447 1,143,747 74,700
SCO GROUP INC COM 78403A10 323 19,017 SH 19,017 19,017
SCOTTISH PWR PLC SPON ADR F 81013T70 203,799 7,498,134 SH 25,149 7,472,985 25,149 7,472,985
SCOTTS CO CL A 81018610 19,682 332,694 SH 330,974 1,620 100 329,294 100 3,300
SCP POOL CORP COM 78402810 19,231 588,479 SH 584,737 3,187 555 539,393 555 48,531
SCRIPPS E W CO OHIO CL A 81105420 35,919 381,551 SH 379,631 1,920 361,568 19,983
SCS TRANSN INC COM 81111T10 5,300 301,506 SH 241,286 60,000 220 276,911 220 24,375
Page Total 6,006,124
Page 53 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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SEABULK INTL INC COM 81169P10 1,650 202,203 SH 202,203 183,103 19,100
SEACHANGE INTL INC COM 81169910 5,862 380,624 SH 380,424 200 343,524 37,100
SEACOAST BKG CORP FL COM 81170730 3,203 184,628 SH 184,628 168,548 16,080
SEACOAST FINL SVCS C COM 81170Q10 12,031 439,560 SH 426,045 10,915 2,600 401,360 2,600 35,600
SEACOR SMIT INC COM 81190410 12,662 301,266 SH 301,016 250 273,516 27,750
SEAGATE TECHNOLOGY SHS G7945J10 2,718 143,825 SH 143,825 140,625 3,200
SEALED AIR CORP NEW COM 81211K10 170,166 3,143,072 SH 3,123,241 17,224 2,607 2,777,831 69,550 295,691
SEARS ROEBUCK & CO COM 81238710 1,189,481 26,148,192 SH 26,118,893 28,729 570 6,658,856 18,871,667 617,669
SEATTLE GENETICS INC COM 81257810 2,461 286,780 SH 283,925 2,855 269,425 2,855 14,500
SECOND BANCORP INC COM 81311410 3,404 128,938 SH 128,938 114,888 14,050
SECURE COMPUTING COR COM 81370510 10,250 572,308 SH 572,308 513,358 58,950
SECURITY BANK CORP COM 81404710 1,283 40,732 SH 40,732 40,532 200
SEEBEYOND TECHNOLOGI COM 81570410 3,668 855,047 SH 855,047 739,747 115,300
SEI INVESTMENTS CO COM 78411710 44,624 1,464,509 SH 1,451,542 12,707 260 1,432,444 260 31,805
SELECT COMFORT CORP COM 81616X10 14,584 589,026 SH 588,126 800 100 558,226 100 30,700
SELECT MEDICAL CORP COM 81619610 14,254 875,540 SH 875,540 800,640 74,900
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 782 28,368 SH 19,490 8,078 800 8,078 800 19,490
SELECTIVE INS GROUP COM 81630010 15,474 478,187 SH 478,087 100 431,188 100 46,899
SEMCO ENERGY INC COM 78412D10 1,659 338,582 SH 338,582 307,382 31,200
SEMITOOL INC COM 81690910 3,095 287,665 SH 286,465 1,200 253,165 34,500
SEMPRA ENERGY COM 81685110 212,185 7,058,702 SH 7,047,132 11,570 6,531,557 9,434 517,711
SEMTECH CORP COM 81685010 34,551 1,518,067 SH 1,516,657 1,310 100 1,424,667 100 93,300
SENIOR HSG PPTYS TR SH BEN INT 81721M10 13,350 774,825 SH 774,825 704,608 70,217
SENSIENT TECHNOLOGIE COM 81725T10 18,650 943,366 SH 936,866 6,500 871,513 71,853
SEPRACOR INC COM 81731510 27,117 1,133,195 SH 1,100,175 3,120 29,900 1,091,322 29,900 11,973
SEQUA CORPORATION CL A 81732010 5,777 117,893 SH 117,873 20 106,543 11,350
SERENA SOFTWARE INC COM 81749210 8,520 464,323 SH 464,223 100 429,673 34,650
SEROLOGICALS CORP COM 81752310 8,687 467,037 SH 467,037 429,737 37,300
SERVICE CORP INTL COM 81756510 16,320 3,027,828 SH 3,024,508 3,100 220 3,007,018 220 20,590
SERVICEMASTER CO COM 81760N10 47,169 4,048,842 SH 4,030,116 18,506 220 3,575,912 220 472,710
SFBC INTL INC COM 78412110 2,690 101,266 SH 101,266 94,666 6,600
SHARPER IMAGE CORP COM 82001310 5,141 157,942 SH 157,942 142,892 15,050
SHAW COMMUNICATIONS CL B CONV 82028K20 399 25,682 SH 25,682 25,682
SHAW GROUP INC COM 82028010 13,252 972,956 SH 972,656 300 880,916 92,040
SHELL TRANS & TRADIN ADR NY SHS 82270360 3,666 81,412 SH 81,412 81,412
SHENANDOAH TELECOMMU COM 82312B10 3,319 64,744 SH 64,744 58,744 6,000
SHERWIN WILLIAMS CO COM 82434810 200,379 5,767,967 SH 5,756,767 9,000 2,200 5,141,553 26,892 599,522
SHOE CARNIVAL INC COM 82488910 3,301 186,483 SH 186,483 171,483 15,000
SHOPKO STORES INC COM 82491110 8,661 567,931 SH 567,931 520,831 47,100
SHORE BANCSHARES INC COM 82510710 3,290 86,378 SH 86,378 77,278 9,100
SHUFFLE MASTER INC COM 82554910 11,276 326,642 SH 326,642 296,192 30,450
SHURGARD STORAGE CTR COM 82567D10 25,609 680,188 SH 680,188 655,620 24,568
SI INTL INC COM 78427V10 211 10,800 SH 10,800 10,800
SICOR INC COM 82584610 34,706 1,275,970 SH 1,273,670 2,300 1,262,047 100 13,823
SIEBEL SYS INC COM 82617010 167,343 12,021,750 SH 11,984,925 29,790 7,035 10,986,232 11,835 1,023,683
SIEMENS A G SPONSORED 82619750 5,774 72,227 SH 36,227 36,000 34,727 37,500
SIERRA BANCORP COM 82620P10 1,751 111,580 SH 111,580 111,380 200
SIERRA HEALTH SVCS I COM 82632210 22,293 812,137 SH 812,137 767,937 44,200
SIERRA PAC RES NEW COM 82642810 24,219 3,299,644 SH 3,299,644 3,080,594 219,050
SIGMA ALDRICH CORP COM 82655210 122,504 2,142,420 SH 2,111,823 28,132 2,465 1,953,328 15,802 173,290
SIGMA DESIGNS INC COM 82656510 2,141 284,392 SH 284,392 258,292 26,100
Page Total 2,567,562
Page 54 of 67
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INVESTMENT DISCRETION
TITLE VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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SIGMATEL INC COM 82661W10 344 13,954 SH 13,954 13,954
SILGAN HOLDINGS INC COM 82704810 8,554 201,261 SH 201,261 185,511 15,750
SILICON GRAPHICS INC COM 82705610 4,558 3,326,693 SH 3,326,693 2,983,543 343,150
SILICON IMAGE INC COM 82705T10 8,511 1,188,671 SH 1,187,371 1,300 1,082,071 106,600
SILICON LABORATORIES COM 82691910 29,061 671,473 SH 670,773 700 666,673 4,800
SILICON STORAGE TECH COM 82705710 20,067 1,824,240 SH 1,824,240 1,691,690 132,550
SILICON VY BANCSHARE COM 82706410 39,143 1,085,196 SH 1,084,576 620 1,035,346 49,850
SILICONIX INC COM NEW 82707920 5,856 128,146 SH 128,146 119,546 8,600
SIMMONS 1ST NATL COR CL A $5 PA 82873020 6,592 239,112 SH 239,112 212,112 27,000
SIMON PPTY GROUP INC COM 82880610 272,995 5,891,128 SH 5,891,128 5,400,441 20,067 470,620
SIMPLETECH INC COM 82882310 720 119,526 SH 119,526 119,126 400
SIMPSON MANUFACTURIN COM 82907310 16,807 330,448 SH 330,448 303,948 26,500
SINCLAIR BROADCAST G CL A 82922610 10,793 720,466 SH 720,466 658,366 62,100
SIPEX CORP COM 82990910 2,826 366,572 SH 366,572 364,772 1,800
SIRIUS SATELLITE RAD COM 82966U10 30,003 9,494,592 SH 9,473,892 20,500 200 9,448,242 200 46,150
SIRNA THERAPEUTICS I COM 82966910 702 135,068 SH 135,068 134,768 300
SIX FLAGS INC COM 83001P10 15,205 2,021,894 SH 2,016,794 5,000 100 1,777,894 100 243,900
SIZELER PPTY INVS IN COM 83013710 2,416 225,603 SH 225,603 219,503 6,100
SJW CORP COM 78430510 2,941 32,954 SH 32,954 30,276 2,678
SK TELECOM LTD SPONSORED 78440P10 770 41,312 SH 41,312 41,312
SKECHERS U S A INC CL A 83056610 2,863 351,303 SH 351,303 243,873 107,430
SKY FINL GROUP INC COM 83080P10 24,648 950,185 SH 946,605 3,580 945,122 5,063
SKYLINE CORP COM 83083010 3,635 104,244 SH 104,244 94,844 9,400
SKYWEST INC COM 83087910 18,434 1,020,153 SH 1,016,153 3,350 650 922,453 850 96,850
SKYWORKS SOLUTIONS I COM 83088M10 22,653 2,603,744 SH 2,590,195 10,198 3,351 2,366,839 3,351 233,554
SL GREEN RLTY CORP COM 78440X10 37,374 910,445 SH 910,445 843,058 67,387
SLM CORP COM 78442P10 432,954 11,490,298 SH 11,465,228 24,410 660 10,331,388 68,609 1,090,301
SM&A COM 78465D10 2,393 204,493 SH 204,493 183,793 20,700
SMART & FINAL INC COM 83168310 2,166 214,913 SH 214,913 178,373 36,540
SMITH A O COM 83186520 10,496 299,459 SH 299,459 268,510 30,949
SMITH INTL INC COM 83211010 69,667 1,677,906 SH 1,666,641 9,445 1,820 1,606,251 1,820 69,835
SMITHFIELD FOODS INC COM 83224810 26,008 1,256,426 SH 1,253,816 2,410 200 1,243,030 200 13,196
SMUCKER J M CO COM NEW 83269640 30,635 676,415 SH 668,494 2,394 5,527 651,163 5,550 19,702
SMURFIT-STONE CONTAI COM 83272710 55,915 3,011,016 SH 2,992,286 11,130 7,600 2,807,829 8,150 195,037
SNAP ON INC COM 83303410 45,558 1,413,081 SH 1,409,711 3,370 1,323,712 700 88,669
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 1,564 37,617 SH 37,617 20,455 10,909 6,253
SOHU COM INC COM 83408W10 8,484 283,650 SH 283,650 254,450 29,200
SOLA INTL INC COM 83409210 8,353 444,322 SH 444,322 409,172 35,150
SOLECTRON CORP COM 83418210 129,533 21,917,561 SH 21,796,251 104,690 16,620 19,921,821 25,020 1,970,720
SONIC AUTOMOTIVE INC CL A 83545G10 10,592 462,133 SH 462,133 420,533 41,600
SONIC CORP COM 83545110 22,987 748,286 SH 748,286 691,115 57,171
SONIC SOLUTIONS COM 83546010 3,477 227,225 SH 227,225 215,225 12,000
SONICWALL INC COM 83547010 7,070 906,393 SH 902,593 3,800 814,343 92,050
SONOCO PRODS CO COM 83549510 116,766 4,742,728 SH 1,461,294 3,279,699 1,735 1,430,533 3,275,194 37,001
SONOSITE INC COM 83568G10 5,394 251,008 SH 250,908 100 227,158 100 23,750
SONUS NETWORKS INC COM 83591610 27,593 3,659,579 SH 3,657,859 1,500 220 3,344,759 220 314,600
SONY CORP ADR NEW 83569930 1,577 45,488 SH 45,488 45,488
SOTHEBYS HLDGS INC CL A 83589810 14,013 1,025,860 SH 1,022,860 3,000 917,730 108,130
SOUND FED BANCORP IN COM 83607V10 3,439 220,559 SH 220,559 196,459 24,100
SOUNDVIEW TECHNOLOGY COM NEW 83611Q40 4,520 291,785 SH 291,785 258,211 33,574
SOURCE INTERLINK COS COM NEW 83615120 1,812 170,628 SH 170,628 170,128 500
Page Total 1,631,435
Page 55 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CAL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- ---------- -------- --------- ---------- --- --- ---------- -------- ------- ----------- ---------- ---------
SOURCECORP COM 83616710 8,292 325,800 SH 325,700 100 302,850 100 22,850
SOUTH FINL GROUP INC COM 83784110 28,906 1,041,642 SH 1,040,625 1,017 966,592 75,050
SOUTH JERSEY INDS IN COM 83851810 9,395 231,986 SH 230,886 1,100 200,008 31,978
SOUTHERN CO COM 84258710 692,683 22,898,618 SH 22,845,322 48,326 4,970 20,936,751 55,223 1,906,644
SOUTHERN FINL BANCOR COM 84287010 4,338 100,720 SH 100,720 91,410 9,310
SOUTHERN PERU COPPER COM 84361110 6,963 147,648 SH 147,648 144,553 3,095
SOUTHERN UN CO NEW COM 84403010 18,727 1,017,785 SH 1,010,716 7,069 926,025 7,069 84,691
SOUTHSIDE BANCSHARES COM 84470P10 2,379 128,611 SH 128,611 111,536 17,075
SOUTHTRUST CORP COM 84473010 284,102 8,677,530 SH 8,652,220 25,070 240 7,979,313 4,140 694,077
SOUTHWEST AIRLS CO COM 84474110 1,527,907 94,665,837 SH 94,566,908 71,097 27,832 17,751,371 75,246,672 1,667,794
SOUTHWEST BANCORP IN COM 84476710 4,315 242,120 SH 241,720 400 225,020 17,100
SOUTHWEST BANCORPORA COM 84476R10 22,692 584,104 SH 582,184 225 1,695 537,859 1,695 44,550
SOUTHWEST GAS CORP COM 84489510 13,494 601,048 SH 599,148 1,900 545,148 55,900
SOUTHWEST WTR CO COM 84533110 2,538 159,014 SH 159,014 143,414 15,600
SOUTHWESTERN ENERGY COM 84546710 17,375 727,000 SH 726,300 700 667,850 700 58,450
SOVEREIGN BANCORP IN COM 84590510 103,071 4,339,845 SH 4,313,481 20,970 5,394 4,137,722 6,194 195,929
SOVRAN SELF STORAGE COM 84610H10 13,945 375,358 SH 375,358 338,528 36,830
SPANISH BROADCASTING CL A 84642588 5,983 567,082 SH 567,082 506,182 60,900
SPARTECH CORP COM NEW 84722020 10,985 445,818 SH 444,068 115 1,635 410,683 1,635 33,500
SPDR TR UNIT SER 1 78462F10 109,652 985,366 SH 985,366 871,426 113,940
SPECIALTY LABORATORI COM 84749R10 2,481 147,760 SH 147,760 127,160 20,600
SPECTRALINK CORP COM 84758010 10,509 548,184 SH 548,034 150 512,934 35,250
SPEEDWAY MOTORSPORTS COM 84778810 7,828 270,692 SH 270,592 100 249,692 21,000
SPHERION CORP COM 84842010 9,752 996,125 SH 994,925 1,200 886,875 109,250
SPINNAKER EXPL CO COM 84855W10 13,805 427,786 SH 427,486 300 383,536 44,250
SPORTS AUTH INC NEW COM 84917U10 14,850 386,720 SH 386,350 370 355,513 31,207
SPORTS RESORTS INTL COM 84918U10 1,248 241,411 SH 241,411 198,611 42,800
SPRINT CORP COM FON GR 85206110 419,449 25,545,032 SH 25,435,882 98,894 10,256 23,330,115 83,774 2,131,143
SPRINT CORP PCS COM SE 85206150 137,031 24,382,807 SH 24,325,072 50,859 6,876 22,292,101 161,049 1,929,657
SPSS INC COM 78462K10 4,078 228,088 SH 228,088 208,088 20,000
SPX CORP COM 78463510 131,009 2,227,669 SH 2,205,901 11,880 9,888 2,020,706 39,188 167,775
SRA INTL INC CL A 78464R10 6,801 157,797 SH 157,597 200 140,647 17,150
SS&C TECHNOLOGIES IN COM 85227Q10 3,866 138,336 SH 138,336 120,036 18,300
ST JOE CO COM 79014810 14,796 396,787 SH 391,527 1,860 3,400 372,286 3,400 21,101
ST JUDE MED INC COM 79084910 293,603 4,785,703 SH 4,768,766 10,592 6,345 4,282,779 38,865 464,059
ST MARY LD & EXPL CO COM 79222810 14,098 494,652 SH 494,052 600 441,852 52,800
ST PAUL COS INC COM 79286010 253,024 6,381,439 SH 6,362,701 16,446 2,292 5,851,780 4,842 524,817
STAAR SURGICAL CO COM PAR $0 85231230 3,238 287,567 SH 287,567 261,167 26,400
STAGE STORES INC COM NEW 85254C30 8,398 300,998 SH 300,998 271,298 29,700
STAMPS COM INC COM 85285710 3,962 638,984 SH 638,784 200 577,184 61,800
STANCORP FINL GROUP COM 85289110 33,030 525,283 SH 524,993 290 479,038 42,500 3,745
STANDARD COML CORP COM 85325810 2,533 126,222 SH 126,222 125,822 400
STANDARD MICROSYSTEM COM 85362610 5,829 230,413 SH 230,413 206,113 24,300
STANDARD MTR PRODS I COM 85366610 1,460 120,199 SH 120,199 119,899 300
STANDARD PAC CORP NE COM 85375C10 27,224 560,734 SH 557,954 2,780 509,894 50,840
STANDARD REGISTER CO COM 85388710 4,615 274,199 SH 274,149 50 234,749 39,450
STANDEX INTL CORP COM 85423110 5,427 193,838 SH 193,838 172,738 21,100
STANLEY FURNITURE IN COM NEW 85430520 2,864 90,926 SH 90,926 82,626 8,300
STANLEY WKS COM 85461610 119,015 3,142,723 SH 3,121,739 20,224 760 2,904,893 1,560 236,270
STAPLES INC COM 85503010 404,460 14,815,383 SH 14,554,270 165,445 95,668 13,349,286 187,372 1,278,725
STAR SCIENTIFIC INC COM 85517P10 523 280,966 SH 280,966 279,966 1,000
Page Total 4,848,548
Page 56 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
STARBUCKS CORP COM 85524410 343,658 10,363,632 SH 10,265,111 82,651 15,870 9,265,059 74,120 1,024,453
STARTEK INC COM 85569C10 8,049 197,319 SH 197,319 181,169 16,150
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 224,371 6,237,713 SH 5,072,100 1,165,613 4,654,711 1,160,903 422,099
STATE AUTO FINL CORP COM 85570710 5,419 232,181 SH 232,181 211,556 20,625
STATE BANCORP INC N. COM 85571610 2,734 112,711 SH 112,711 100,561 12,150
STATE FINL SVCS CORP CL A 85685510 2,325 87,528 SH 87,528 78,328 9,200
STATE STR CORP COM 85747710 845,068 16,226,347 SH 8,678,907 7,241,279 306,161 8,163,209 7,278,120 785,018
STATEN IS BANCORP IN COM 85755010 20,864 927,275 SH 927,275 841,725 85,550
STATION CASINOS INC COM 85768910 11,837 386,445 SH 386,445 383,431 3,014
STEAK N SHAKE CO COM 85787310 7,113 398,477 SH 398,477 360,727 37,750
STEEL DYNAMICS INC COM 85811910 14,572 633,585 SH 633,585 579,335 54,250
STEELCASE INC CL A 85815520 6,305 439,049 SH 438,849 200 424,544 14,505
STEIN MART INC COM 85837510 3,336 404,839 SH 404,839 335,179 69,660
STEINWAY MUSICAL INS COM ORD 85849510 1,983 80,277 SH 80,077 200 80,077 200
STELLENT INC COM 85856W10 2,639 266,053 SH 265,953 100 265,253 100 700
STEPAN CO COM 85858610 4,063 158,394 SH 158,394 148,594 9,800
STERICYCLE INC COM 85891210 23,590 505,129 SH 496,077 6,039 3,013 496,969 3,013 5,147
STERIS CORP COM 85915210 27,521 1,217,762 SH 1,216,562 1,200 1,208,362 9,400
STERLING BANCORP COM 85915810 6,346 222,680 SH 222,680 195,680 27,000
STERLING BANCSHARES COM 85890710 8,954 673,270 SH 673,270 610,520 62,750
STERLING FINL CORP COM 85931710 7,747 279,189 SH 279,189 254,439 24,750
STERLING FINL CORP W COM 85931910 8,641 252,500 SH 252,500 230,270 22,230
STEWART & STEVENSON COM 86034210 7,212 513,336 SH 512,236 1,100 467,986 45,350
STEWART ENTERPRISES CL A 86037010 9,666 1,701,742 SH 1,701,742 1,533,852 167,890
STEWART INFORMATION COM 86037210 15,150 373,604 SH 373,304 300 322,884 50,720
STEWART W P & CO LTD COM G8492210 234 10,878 SH 10,878 10,878
STILLWATER MNG CO COM 86074Q10 7,518 785,550 SH 784,050 1,400 100 701,246 100 84,204
STMICROELECTRONICS N NY REGISTR 86101210 1,268 46,937 SH 46,937 46,937
STONE ENERGY CORP COM 86164210 17,154 404,102 SH 403,002 1,000 100 366,920 100 37,082
STONERIDGE INC COM 86183P10 3,907 259,602 SH 259,602 239,552 20,050
STORA ENSO CORP SPON ADR R 86210M10 1,816 133,944 SH 40,944 93,000 37,144 96,800
STORAGE TECHNOLOGY C COM PAR $0 86211120 64,698 2,512,542 SH 2,505,942 6,200 400 2,374,395 31,800 106,347
STRATASYS INC COM 86268510 3,728 137,823 SH 137,823 121,173 16,650
STRATEX NETWORKS INC COM 86279T10 5,943 1,382,205 SH 1,382,105 100 1,225,638 100 156,467
STRATTEC SEC CORP COM 86311110 5,634 92,496 SH 92,496 84,896 7,600
STRAYER ED INC COM 86323610 20,311 186,629 SH 186,329 300 165,979 20,650
STRIDE RITE CORP COM 86331410 7,276 639,374 SH 639,374 571,074 68,300
STRYKER CORP COM 86366710 451,479 5,310,892 SH 4,722,799 432,791 155,302 4,694,569 184,707 431,616
STUDENT LN CORP COM 86390210 8,122 55,631 SH 55,631 55,431 200
STURM RUGER & CO INC COM 86415910 3,842 337,948 SH 334,048 3,900 307,648 30,300
SUFFOLK BANCORP COM 86473910 6,711 192,575 SH 192,575 176,875 15,700
SUMMIT AMER TELEVISI COM 86600T10 2,312 588,203 SH 588,203 509,903 78,300
SUMMIT BANCSHARES IN COM 86601110 2,336 84,615 SH 84,615 74,215 10,400
SUMMIT PPTYS INC COM 86623910 14,058 585,271 SH 585,271 535,524 49,747
SUN BANCORP INC COM 86663B10 3,503 131,413 SH 131,413 115,783 15,630
SUN BANCORP INC COM 86663410 1,656 87,325 SH 87,325 76,825 10,500
SUN COMMUNITIES INC COM 86667410 13,973 361,061 SH 361,061 323,413 37,648
SUN LIFE FINL INC COM 86679610 527 21,049 SH 21,049 21,049
SUN MICROSYSTEMS INC COM 86681010 382,442 85,557,433 SH 85,127,940 350,989 78,504 77,738,595 114,254 7,704,584
SUNCOR ENERGY INC COM 86722910 1,229 49,054 SH 49,054 49,054
SUNGARD DATA SYS INC COM 86736310 221,963 8,010,209 SH 7,461,060 474,249 74,900 7,354,383 77,900 577,926
Page Total 2,872,804
Page 57 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- ------------------- --------- ---------- --- ---- --------- --------- --------- ---------- ---------- ---------
SUNOCO INC COM 86764P10 181,781 3,553,871 SH 3,547,485 6,286 100 3,269,729 8,350 275,792
SUNRISE SENIOR LIVIN COM 86768K10 11,288 291,366 SH 290,066 300 1,000 262,316 1,000 28,050
SUNTRUST BKS INC COM 86791410 521,570 7,294,691 SH 7,257,881 35,684 1,126 6,545,909 13,793 734,989
SUPERCONDUCTOR TECHN COM 86793110 4,561 820,373 SH 820,373 802,973 17,400
SUPERGEN INC COM 86805910 5,981 543,697 SH 543,697 491,597 52,100
SUPERIOR ENERGY SVCS COM 86815710 7,918 842,288 SH 841,768 520 769,368 520 72,400
SUPERIOR INDS INTL I COM 86816810 20,285 466,098 SH 466,098 431,448 34,650
SUPERTEX INC COM 86853210 3,278 170,276 SH 170,276 153,426 16,850
SUPERVALU INC COM 86853610 133,018 4,652,614 SH 4,645,204 5,200 2,210 4,139,430 21,160 492,024
SUPPORTSOFT INC COM 86858710 6,171 468,895 SH 468,595 300 427,995 40,900
SUREWEST COMMUNICATI COM 86873310 9,786 242,115 SH 241,015 1,100 220,215 21,900
SURMODICS INC COM 86887310 6,058 255,183 SH 255,183 234,333 20,850
SUSQUEHANNA BANCSHAR COM 86909910 16,761 670,158 SH 669,498 660 609,549 660 59,949
SWIFT ENERGY CO COM 87073810 7,409 439,706 SH 439,706 398,356 41,350
SWIFT TRANSN CO COM 87075610 18,639 886,727 SH 884,617 1,910 200 876,098 200 10,429
SWS GROUP INC COM 78503N10 4,765 267,672 SH 267,672 239,122 28,550
SYBASE INC COM 87113010 38,435 1,867,588 SH 1,863,108 4,380 100 1,725,988 100 141,500
SYBRON DENTAL SPECIA COM 87114210 23,736 844,704 SH 843,951 600 153 786,551 153 58,000
SYCAMORE NETWORKS IN COM 87120610 14,710 2,818,091 SH 2,814,641 3,350 100 2,536,591 100 281,400
SYKES ENTERPRISES IN COM 87123710 3,801 442,467 SH 442,467 373,917 68,550
SYLVAN LEARNING SYS COM 87139910 21,455 745,224 SH 744,724 500 691,024 54,200
SYMANTEC CORP COM 87150310 277,107 8,032,075 SH 7,975,368 41,807 14,900 7,328,037 60,200 643,838
SYMBOL TECHNOLOGIES COM 87150810 100,296 5,938,175 SH 5,922,010 13,540 2,625 5,540,835 5,275 392,065
SYMMETRICOM INC COM 87154310 4,508 619,233 SH 619,233 564,433 54,800
SYMYX TECHNOLOGIES COM 87155S10 8,193 398,682 SH 398,682 360,082 38,600
SYNAPTICS INC COM 87157D10 6,245 416,901 SH 416,901 393,501 23,400
SYNGENTA AG SPONSORED 87160A10 933 69,211 SH 69,211 69,211
SYNOPSYS INC COM 87160710 78,345 2,313,791 SH 2,295,425 9,886 8,480 2,200,483 8,480 104,828
SYNOVIS LIFE TECHNOL COM 87162G10 3,493 172,493 SH 172,493 156,293 16,200
SYNOVUS FINL CORP COM 87161C10 224,201 7,752,472 SH 7,739,172 13,100 200 7,023,893 44,850 683,729
SYNPLICITY INC COM 87160Y10 946 120,493 SH 120,493 119,993 500
SYNTEL INC COM 87162H10 3,086 124,927 SH 124,927 124,627 300
SYPRIS SOLUTIONS INC COM 87165510 1,386 82,440 SH 82,440 82,240 200
SYSCO CORP COM 87182910 778,670 20,915,129 SH 17,566,977 2,038,667 1,309,485 17,800,600 1,431,718 1,682,811
SYSTEMAX INC COM 87185110 774 116,182 SH 116,182 115,782 400
SYSTEMS & COMPUTER T COM 87187310 9,390 573,600 SH 573,600 516,800 56,800
TAIWAN SEMICONDUCTOR SPONSORED 87403910 17,891 1,747,201 SH 1,306,201 441,000 1,170,867 576,334
TAKE-TWO INTERACTIVE COM 87405410 26,374 915,114 SH 913,614 1,500 849,514 65,600
TALBOTS INC COM 87416110 8,904 289,286 SH 288,626 260 400 287,112 400 1,774
TALISMAN ENERGY INC COM 87425E10 940 16,599 SH 16,599 16,599
TALK AMERICA HLDGS I COM NEW 87426R20 10,572 917,745 SH 917,745 875,679 42,066
TALX CORP COM 87491810 6,103 265,021 SH 265,021 240,321 24,700
TANGER FACTORY OUTLE COM 87546510 11,806 290,075 SH 290,075 272,781 17,294
TANOX INC COM 87588Q10 6,695 450,822 SH 448,722 2,100 414,860 35,962
TARAGON RLTY INVS IN COM 87628710 1,267 76,724 SH 76,724 76,524 200
TARGET CORP COM 87612E10 3,311,494 86,236,811 SH 85,263,880 780,928 192,003 22,092,116 61,969,345 2,175,350
TAUBMAN CTRS INC COM 87666410 18,905 917,736 SH 917,736 848,872 68,864
TAYLOR CAP GROUP INC COM 87685110 1,677 65,414 SH 65,414 55,614 9,800
TBC CORP COM 87218010 7,799 302,181 SH 302,181 276,181 26,000
TC PIPELINES LP UT COM LTD 87233Q10 648 19,873 SH 19,873 19,873
TCF FINL CORP COM 87227510 51,104 995,206 SH 987,939 4,845 2,422 964,384 2,422 28,400
Page Total 6,041,155
Page 58 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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TECH DATA CORP COM 87823710 34,077 858,571 SH 855,396 2,875 300 844,954 300 13,317
TECHNE CORP COM 87837710 30,413 803,715 SH 802,295 1,000 420 734,345 420 68,950
TECHNICAL OLYMPIC US COM 87848310 1,396 50,956 SH 50,956 50,856 100
TECHNITROL INC COM 87855510 14,637 705,725 SH 703,725 1,500 500 642,075 500 63,150
TECHNOLOGY RESH CORP COM NEW 87872730 211 11,800 SH 11,800 11,800
TECO ENERGY INC COM 87237510 75,978 5,272,580 SH 5,216,288 22,428 33,864 4,920,695 36,064 315,821
TECUMSEH PRODS CO CL A 87889520 15,564 321,362 SH 321,032 230 100 297,162 100 24,100
TEEKAY SHIPPING MARS COM Y8564W10 1,785 31,300 SH 29,600 275 1,425 29,875 1,425
TEJON RANCH CO DEL COM 87908010 5,116 124,751 SH 124,751 110,551 14,200
TEKELEC COM 87910110 14,801 951,832 SH 948,732 3,100 870,407 81,425
TEKTRONIX INC COM 87913110 69,598 2,202,476 SH 2,200,126 2,250 100 2,009,936 1,100 191,440
TELE NORTE LESTE PAR SPON ADR P 87924610 5,851 379,168 SH 379,168 235,780 107,077 36,311
TELE2 AB SPON ADR R 87952P20 856 16,151 SH 16,151 16,151
TELECOM ITALIA S P A SPON ADR O 87927Y10 1,127 37,960 SH 37,960 37,960
TELEDYNE TECHNOLOGIE COM 87936010 16,471 873,811 SH 873,526 285 828,411 45,400
TELEFLEX INC COM 87936910 27,215 563,109 SH 561,979 930 200 557,775 200 5,134
TELEFONICA S A SPONSORED 87938220 7,518 170,128 SH 80,128 90,000 75,214 94,914
TELEFONOS DE MEXICO SPON ADR O 87940378 14,915 451,546 SH 451,546 224,641 184,631 42,274
TELEPHONE & DATA SYS COM 87943310 50,621 809,290 SH 799,740 9,320 230 776,860 330 32,100
TELETECH HOLDINGS IN COM 87993910 8,201 725,718 SH 725,718 655,118 70,600
TELIK INC COM 87959M10 15,801 686,980 SH 686,380 600 634,230 52,750
TELLABS INC COM 87966410 90,952 10,814,730 SH 10,789,560 24,310 860 9,820,072 4,860 989,798
TEMPLE INLAND INC COM 87986810 118,929 1,897,697 SH 1,514,254 383,343 100 1,405,751 381,598 110,348
TENARIS S A SPONSORED 88031M10 3,311 99,378 SH 99,378 58,738 31,860 8,780
TENET HEALTHCARE COR COM 88033G10 209,282 13,039,371 SH 13,011,663 27,048 660 11,934,347 11,151 1,093,873
TENNANT CO COM 88034510 6,716 155,115 SH 155,115 134,315 20,800
TENNECO AUTOMOTIVE I COM 88034910 5,422 810,495 SH 708,416 102,029 50 638,836 102,059 69,600
TEPPCO PARTNERS L P UT LTD PAR 87238410 2,836 70,360 SH 66,360 1,600 2,400 67,260 2,400 700
TERADYNE INC COM 88077010 147,973 5,814,266 SH 5,669,242 135,744 9,280 5,298,771 37,730 477,765
TERAYON COMMUNICATIO COM 88077510 4,886 1,085,854 SH 1,085,854 942,554 143,300
TEREX CORP NEW COM 88077910 25,016 878,378 SH 877,978 400 809,578 68,800
TERRA INDS INC COM 88091510 257 77,540 SH 77,540 77,540
TESORO PETE CORP COM 88160910 23,535 1,615,295 SH 1,610,595 4,700 1,510,895 104,400
TESSERA TECHNOLOGIES COM 88164L10 519 27,594 SH 27,594 27,594
TETRA TECH INC NEW COM 88162G10 34,430 1,384,966 SH 1,384,966 1,300,016 84,950
TETRA TECHNOLOGIES I COM 88162F10 9,709 400,520 SH 400,520 363,520 37,000
TEVA PHARMACEUTICAL ADR 88162420 1,165 20,545 SH 20,545 20,545
TEXAS CAPITAL BANCSH COM 88224Q10 206 14,200 SH 14,200 14,200
TEXAS GENCO HLDGS IN COM 88244310 5,957 183,302 SH 181,449 1,747 106 157,099 106 26,097
TEXAS INDS INC COM 88249110 15,948 431,029 SH 430,629 400 398,629 32,400
TEXAS INSTRS INC COM 88250810 1,446,565 49,236,379 SH 48,996,768 196,887 42,724 44,090,188 381,145 4,765,046
TEXAS REGL BANCSHARE CL A VTG 88267310 17,081 461,655 SH 461,541 114 423,003 38,652
TEXTRON INC COM 88320310 222,394 3,897,547 SH 3,876,083 16,115 5,349 3,545,473 6,649 345,425
THERAGENICS CORP COM 88337510 2,657 485,760 SH 485,760 438,810 46,950
THERASENSE INC COM 88338110 8,824 437,260 SH 436,960 300 396,860 40,400
THERMO ELECTRON CORP COM 88355610 110,112 4,369,528 SH 4,353,406 15,632 490 3,980,537 2,290 386,701
THESTREET COM COM 88368Q10 783 192,803 SH 192,803 179,403 13,400
THIRD WAVE TECHNOLOG COM 88428W10 1,520 334,038 SH 334,038 328,238 5,800
THOMAS & BETTS CORP COM 88431510 39,802 1,738,849 SH 1,735,795 2,054 1,000 1,579,722 1,600 157,527
THOMAS INDS INC COM 88442510 6,672 192,507 SH 192,507 159,007 33,500
THOMSON SPONSORED 88511810 242 11,380 SH 11,380 11,380
Page Total 2,975,852
Page 59 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- ------------------- --------- ----------- --- --------------- --------- ------ ---------- ---------- ----------
THOR INDS INC COM 88516010 20,565 365,802 SH 365,702 100 335,202 30,600
THORATEC CORP COM NEW 88517530 11,250 870,040 SH 870,040 791,990 78,050
THORNBURG MTG INC COM 88521810 18,912 695,300 SH 695,300 688,079 7,221
THQ INC COM NEW 87244340 11,362 671,918 SH 671,418 500 607,768 64,150
THREE FIVE SYS INC COM 88554L10 1,911 364,701 SH 364,701 319,901 44,800
TIBCO SOFTWARE INC COM 88632Q10 10,567 1,560,892 SH 1,549,494 11,298 100 1,427,592 100 133,200
TIDEWATER INC COM 88642310 27,023 904,392 SH 899,732 4,100 560 896,436 560 7,396
TIER TECHNOLOGIES IN CL B 88650Q10 1,774 217,103 SH 217,103 191,653 25,450
TIERONE CORP COM 88650R10 7,835 341,266 SH 341,266 308,366 32,900
TIFFANY & CO NEW COM 88654710 162,062 3,585,437 SH 3,571,302 8,635 5,500 3,277,917 27,383 280,137
TIMBERLAND CO CL A 88710010 21,230 407,721 SH 406,921 580 220 396,162 220 11,339
TIME WARNER INC COM 88731710 2,327,329 129,367,912 SH 128,859,880 483,217 24,815 116,767,923 332,852 12,267,137
TIME WARNER TELECOM CL A 88731910 7,537 744,033 SH 743,933 100 650,713 100 93,220
TIMKEN CO COM 88738910 11,101 553,380 SH 551,860 1,020 500 527,750 500 25,130
TITAN CORP COM 88826610 35,466 1,626,138 SH 1,624,038 2,000 100 1,499,238 100 126,800
TIVO INC COM 88870610 4,446 600,796 SH 597,296 3,500 552,596 48,200
TJX COS INC NEW COM 87254010 320,631 14,541,080 SH 14,126,082 373,848 41,150 13,277,173 115,362 1,148,545
TOLL BROTHERS INC COM 88947810 30,302 762,127 SH 760,997 830 300 752,822 300 9,005
TOLLGRADE COMMUNICAT COM 88954210 5,434 309,973 SH 309,973 287,473 22,500
TOMPKINSTRUSTCO INC COM 89011010 6,159 133,744 SH 133,744 122,384 11,360
TOO INC COM 89033310 10,656 631,251 SH 629,423 1,828 578,201 53,050
TOOTSIE ROLL INDS IN COM 89051610 16,917 469,914 SH 467,651 2,151 112 455,141 112 14,661
TOPPS INC COM 89078610 5,619 547,699 SH 546,699 1,000 497,099 50,600
TORCHMARK CORP COM 89102710 147,560 3,240,222 SH 3,222,072 12,750 5,400 3,000,258 11,653 228,311
TORO CO COM 89109210 21,601 465,537 SH 464,537 1,000 422,337 43,200
TORONTO DOMINION BK COM NEW 89116050 3,272 97,899 SH 97,899 97,899
TOTAL S A SPONSORED 89151E10 17,497 189,139 SH 145,139 44,000 143,239 45,900
TOTAL SYS SVCS INC COM 89190610 17,074 548,484 SH 546,894 1,590 545,327 3,157
TOWER AUTOMOTIVE INC COM 89170710 6,999 1,024,758 SH 1,024,758 920,608 104,150
TOWN & CTRY TR SH BEN INT 89208110 8,164 322,049 SH 322,049 287,563 34,486
TOYOTA MOTOR CORP SP ADR REP 89233130 9,762 141,999 SH 78,999 63,000 76,369 65,630
TOYS R US INC COM 89233510 68,361 5,408,311 SH 5,392,301 15,870 140 4,902,002 2,640 503,669
TPG N V SPONSORED 89233910 364 15,444 SH 15,444 15,444
TRACTOR SUPPLY CO COM 89235610 22,110 566,998 SH 547,407 16,966 2,625 519,173 2,625 45,200
TRADESTATION GROUP I COM 89267P10 2,607 294,208 SH 294,208 265,308 28,900
TRAMMELL CROW CO COM 89288R10 7,067 533,348 SH 533,348 487,848 45,500
TRANS WORLD ENTMT CO COM 89336Q10 1,276 179,234 SH 155,166 24,068 178,734 500
TRANSACTION SYS ARCH CL A 89341610 20,771 932,682 SH 932,682 866,232 66,450
TRANSATLANTIC HLDGS COM 89352110 23,864 295,344 SH 292,924 2,420 278,485 16,859
TRANSCONTINENTAL RLT COM NEW 89361720 416 24,867 SH 24,867 24,467 400
TRANSKARYOTIC THERAP COM 89373510 8,194 524,917 SH 520,417 4,500 468,217 56,700
TRANSMETA CORP DEL COM 89376R10 6,908 2,031,653 SH 2,031,653 1,785,403 246,250
TRANSMONTAIGNE INC COM 89393410 3,322 515,032 SH 511,532 3,500 469,432 45,600
TRANSOCEAN INC ORD G9007810 173,130 7,210,758 SH 7,186,936 13,990 9,832 6,491,711 12,932 706,115
TRAVELERS PPTY CAS C CL B 89420G40 473,370 27,894,532 SH 25,470,703 2,421,397 2,432 23,478,107 2,377,223 2,039,202
TRAVELERS PPTY CAS C CL A 89420G10 50,033 2,981,732 SH 829,768 2,150,790 1,174 482,970 2,138,041 360,721
TRC COS INC COM 87262510 5,705 270,906 SH 270,906 253,256 17,650
TREDEGAR CORP COM 89465010 8,038 517,600 SH 517,600 474,500 43,100
TREND MICRO INC SPONS ADR 89486M20 493 18,697 SH 18,697 18,697
TREX INC COM 89531P10 5,164 135,956 SH 135,956 120,956 15,000
TRI CONTL CORP COM 89543610 975 59,469 SH 59,469 1,324 58,145
Page Total 4,190,185
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- --------- -------- --------- ---------- -------- ---------- -------- ------ ----------- -------- ----------
TRIAD GTY INC COM 89592510 7,006 139,145 SH 139,145 127,045 12,100
TRIAD HOSPITALS INC COM 89579K10 33,720 1,013,511 SH 1,008,416 4,993 102 983,909 102 29,500
TRIARC COS INC CL B SER 1 89592730 5,955 552,436 SH 549,836 1,600 1,000 499,074 1,000 52,362
TRIBUNE CO NEW COM 89604710 390,420 7,566,278 SH 7,422,972 78,380 64,926 6,771,416 81,737 713,125
TRICO BANCSHARES COM 89609510 2,771 87,787 SH 87,787 79,687 8,100
TRIDENT MICROSYSTEMS COM 89591910 513 29,443 SH 29,443 29,443
TRIMBLE NAVIGATION L COM 89623910 22,189 595,850 SH 595,450 400 547,150 48,700
TRIMERIS INC COM 89626310 5,565 265,770 SH 265,670 100 229,580 36,190
TRINITY INDS INC COM 89652210 23,293 755,283 SH 754,983 300 697,883 300 57,100
TRIPATH IMAGING INC COM 89694210 2,950 378,222 SH 378,222 326,422 51,800
TRIQUINT SEMICONDUCT COM 89674K10 19,376 2,740,613 SH 2,729,313 11,200 100 2,509,563 100 230,950
TRITON PCS HLDGS INC CL A 89677M10 2,480 444,408 SH 444,208 100 100 366,058 100 78,250
TRIUMPH GROUP INC NE COM 89681810 9,012 247,574 SH 247,374 200 223,513 24,061
TRIZEC PROPERTIES IN COM 89687P10 27,390 1,778,559 SH 1,778,559 1,669,039 109,520
TRIZETTO GROUP INC COM 89688210 3,468 537,620 SH 537,620 485,508 52,112
TROY FINL CORP COM 89732910 3,839 110,574 SH 110,574 99,774 10,800
TRUST CO NJ JERSEY C COM 89830410 16,529 416,562 SH 316,563 99,999 288,763 99,999 27,800
TRUSTCO BK CORP N Y COM 89834910 18,060 1,373,388 SH 1,367,488 5,900 1,262,388 111,000
TRUSTMARK CORP COM 89840210 14,792 505,367 SH 501,267 4,100 501,266 4,101
TTM TECHNOLOGIES IN COM 87305R10 5,345 316,672 SH 316,672 306,572 10,100
TUESDAY MORNING CORP COM NEW 89903550 9,982 329,983 SH 329,983 309,133 20,850
TULARIK INC COM 89916510 13,748 852,870 SH 846,890 5,900 80 776,515 80 76,275
TUMBLEWEED COMMUNICA COM 89969010 310 37,031 SH 37,031 37,031
TUPPERWARE CORP COM 89989610 30,985 1,786,895 SH 1,785,125 770 1,000 1,611,968 9,225 165,702
TWEETER HOME ENTMT G COM 90116710 3,458 365,978 SH 365,578 400 331,678 34,300
TXU CORP COM 87316810 272,689 11,496,167 SH 11,465,571 28,330 2,266 10,620,408 41,648 834,111
TYCO INTL LTD NEW COM 90212410 1,105,903 41,732,172 SH 41,732,172 37,136,285 19,610 4,576,277
TYLER TECHNOLOGIES I COM 90225210 6,382 662,680 SH 662,680 601,993 60,687
TYSON FOODS INC CL A 90249410 55,449 4,187,996 SH 4,178,191 8,506 1,299 4,014,927 1,499 171,570
U S B HLDG INC COM 90291010 4,123 212,646 SH 212,646 193,686 18,960
U S CONCRETE INC COM 90333L10 222 34,500 SH 34,500 34,500
U S G CORP COM NEW 90329340 10,811 652,436 SH 652,304 132 589,204 132 63,100
U S I HLDGS COM 90333H10 6,369 488,082 SH 488,082 457,482 30,600
U S PHYSICAL THERAPY COM 90337L10 4,245 269,895 SH 269,795 100 251,245 18,650
U S RESTAURANT PPTYS COM 90297110 6,526 383,000 SH 383,000 347,900 35,100
U S XPRESS ENTERPRIS CL A 90338N10 1,065 86,956 SH 86,956 86,756 200
UBS AG NAMEN AKT H8920M85 50,912 748,817 SH 123,146 625,671 119,296 532,671 96,850
UCBH HOLDINGS INC COM 90262T30 31,148 799,269 SH 790,269 9,000 738,351 60,918
UGI CORP NEW COM 90268110 18,803 554,664 SH 552,804 1,860 550,789 3,875
UICI COM 90273710 11,642 876,626 SH 876,626 815,776 60,850
UIL HLDG CORP COM 90274810 9,931 220,203 SH 219,003 1,100 100 196,177 100 23,926
ULTICOM INC COM 90384410 2,151 222,923 SH 222,923 222,523 400
ULTIMATE ELECTRS INC COM 90384910 1,468 192,334 SH 192,334 168,584 23,750
ULTRA PETROLEUM CORP COM 90391410 2,299 93,375 SH 93,375 93,375
ULTRATECH INC COM 90403410 11,659 396,965 SH 396,965 352,415 44,550
UMB FINL CORP COM 90278810 14,314 301,091 SH 300,986 105 276,986 105 24,000
UMPQUA HLDGS CORP COM 90421410 9,729 467,964 SH 467,964 424,579 43,385
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 5,969 239,230 SH 239,230 139,449 73,891 25,890
UNIFI INC COM 90467710 6,174 957,158 SH 957,158 866,308 90,850
UNIFIRST CORP MASS COM 90470810 5,606 236,420 SH 205,220 31,200 213,720 22,700
UNILEVER N V N Y SHS NE 90478470 2,766 42,624 SH 42,624 42,354 270
Page Total 2,331,511
Page 61 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- ---------- -------- ---------- ---------- --- ---- --------- ---------- ------- ---------- ---------- --------
UNILEVER PLC SPON ADR N 90476770 1,279 34,014 SH 34,014 34,014
UNION BANKSHARES COR COM 90539910 5,079 166,529 SH 166,529 154,529 12,000
UNION PAC CORP COM 90781810 476,758 6,861,803 SH 6,749,023 57,086 55,694 6,262,450 58,394 540,959
UNION PLANTERS CORP COM 90806810 165,897 5,268,245 SH 5,256,105 12,140 4,830,379 10,283 427,583
UNIONBANCAL CORP COM 90890610 74,123 1,288,205 SH 1,287,105 1,100 1,166,593 62,500 59,112
UNISOURCE ENERGY COR COM 90920510 13,695 555,353 SH 555,113 240 511,013 240 44,100
UNISYS CORP COM 90921410 127,000 8,552,196 SH 8,525,361 25,940 895 7,797,822 49,595 704,779
UNIT CORP COM 90921810 16,200 687,902 SH 687,344 558 617,852 70,050
UNITED AUTO GROUP IN COM 90944010 9,413 300,732 SH 300,232 500 272,682 28,050
UNITED BANKSHARES IN COM 90990710 13,954 447,387 SH 446,287 500 600 444,287 600 2,500
UNITED BUSINESS MEDI ADR 90969M10 238 27,312 SH 27,312 27,312
UNITED CAPITAL CORP COM 90991210 940 45,362 SH 45,362 45,262 100
UNITED CMNTY BKS BLA CAP STK 90984P10 10,112 307,632 SH 307,632 282,082 25,550
UNITED CMNTY FINL CO COM 90983910 5,907 517,673 SH 517,673 472,373 45,300
UNITED DEFENSE INDS COM 91018B10 23,763 745,392 SH 744,167 100 1,125 674,317 23,125 47,950
UNITED DOMINION REAL COM 91019710 45,798 2,385,292 SH 2,385,292 2,305,535 79,757
UNITED FIRE & CAS CO COM 91033110 5,288 131,014 SH 125,077 5,937 119,814 11,200
UNITED INDL CORP COM 91067110 2,952 163,540 SH 163,540 140,140 23,400
UNITED MICROELECTRON SPONSORED 91087320 712 143,893 SH 143,893 143,893
UNITED MOBILE HOMES COM 91102410 1,656 97,353 SH 97,353 80,753 16,600
UNITED NAT FOODS INC COM 91116310 12,803 356,538 SH 355,738 800 322,388 34,150
UNITED NATL BANCORP COM 91090910 11,255 314,021 SH 314,021 284,021 30,000
UNITED ONLINE INC COM 91126810 23,493 1,399,237 SH 1,398,937 300 1,314,262 84,975
UNITED PANAM FINANCI COM 91130110 941 56,393 SH 56,393 56,193 200
UNITED PARCEL SERVIC CL B 91131210 1,946,271 26,106,921 SH 25,873,852 202,507 30,562 23,563,786 250,991 2,292,144
UNITED RENTALS INC COM 91136310 29,789 1,546,690 SH 1,545,809 881 1,463,290 83,400
UNITED SEC BANCSHARE SHS 91145910 2,495 86,166 SH 86,166 77,666 8,500
UNITED SECURITY BANC COM 91146010 1,182 43,313 SH 43,313 43,213 100
UNITED STATES CELLUL COM 91168410 8,142 229,364 SH 227,254 1,710 400 228,159 500 705
UNITED STATES STL CO COM 91290910 137,257 3,919,402 SH 3,914,332 4,970 100 3,514,328 1,500 403,574
UNITED STATIONERS IN COM 91300410 40,363 986,383 SH 986,283 100 876,433 8,500 101,450
UNITED SURGICAL PART COM 91301630 11,198 334,456 SH 334,456 308,806 25,650
UNITED TECHNOLOGIES COM 91301710 5,704,922 60,197,550 SH 17,654,897 42,452,857 89,796 16,543,891 42,481,844 1,171,815
UNITED THERAPEUTICS COM 91307C10 6,949 302,788 SH 302,788 275,926 26,862
UNITED UTILS PLC SPONSORED 91311Q10 236 13,071 SH 13,071 13,071
UNITEDGLOBALCOM CL A 91324750 6,892 812,694 SH 812,444 150 100 808,894 100 3,700
UNITEDHEALTH GROUP I COM 91324P10 984,026 16,913,473 SH 16,866,393 42,200 4,880 15,257,357 128,066 1,528,050
UNITRIN INC COM 91327510 31,799 767,914 SH 766,154 760 1,000 738,869 1,000 28,045
UNIVERSAL AMERN FINL COM 91337710 4,160 420,189 SH 420,189 379,939 40,250
UNIVERSAL COMPRESSIO COM 91343110 8,184 312,829 SH 312,429 400 277,579 35,250
UNIVERSAL CORP VA COM 91345610 18,639 421,983 SH 420,733 1,250 419,233 2,750
UNIVERSAL DISPLAY CO COM 91347P10 3,856 281,047 SH 281,047 251,947 29,100
UNIVERSAL ELECTRS IN COM 91348310 2,848 223,551 SH 223,551 198,151 25,400
UNIVERSAL FST PRODS COM 91354310 9,226 284,742 SH 280,892 3,850 261,992 22,750
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 5,449 181,029 SH 180,129 900 162,079 18,950
UNIVERSAL HLTH SVCS CL B 91390310 40,469 753,330 SH 751,700 1,310 320 730,812 320 22,198
UNIVISION COMMUNICAT CL A 91490610 286,134 7,209,229 SH 7,084,492 112,578 12,159 6,557,429 15,359 636,441
UNIZAN FINANCIAL COR COM 91528W10 7,852 387,756 SH 387,756 356,856 30,900
UNOCAL CORP COM 91528910 254,389 6,907,124 SH 6,877,981 25,363 3,780 6,401,783 6,580 498,761
UNOVA INC COM 91529B10 24,596 1,071,726 SH 1,069,126 2,600 1,004,476 67,250
UNUMPROVIDENT CORP COM 91529Y10 135,254 8,576,643 SH 8,548,325 24,558 3,760 7,709,638 7,010 859,995
Page Total 10,761,831
Page 62 of 67
State Street Corporation (STT)
SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- ---------- -------- --------- ---------- --- ---- ---------- --------- ------- ---------- ----------- ---------
UPM KYMMENE CORP SPONSORED 91543610 712 36,986 SH 36,986 36,986
URBAN OUTFITTERS INC COM 91704710 18,605 502,163 SH 502,063 100 465,763 36,400
URS CORP NEW COM 90323610 9,464 378,408 SH 378,408 338,858 39,550
URSTADT BIDDLE PPTYS CL A 91728620 5,059 357,512 SH 353,512 4,000 321,562 35,950
URSTADT BIDDLE PPTYS COM 91728610 241 17,672 SH 17,672 17,672
US BANCORP DEL COM NEW 90297330 1,646,095 55,275,188 SH 54,875,939 312,075 87,174 49,408,404 272,184 5,594,600
US LEC CORP CL A 90331S10 288 36,550 SH 36,550 36,550
US ONCOLOGY INC COM 90338W10 13,279 1,234,091 SH 1,233,991 100 1,116,041 100 117,950
USANA HEALTH SCIENCE COM 90328M10 5,570 182,012 SH 182,012 161,612 20,400
USEC INC COM 90333E10 11,849 1,410,636 SH 1,410,636 1,292,386 118,250
USF CORP COM 91729Q10 15,875 464,331 SH 464,131 100 100 421,574 100 42,657
UST INC COM 90291110 127,508 3,572,647 SH 3,549,851 18,116 4,680 3,388,885 28,081 155,681
UTSTARCOM INC COM 91807610 36,641 988,433 SH 984,628 1,280 2,525 967,731 13,125 7,577
V F CORP COM 91820410 138,469 3,202,331 SH 3,193,146 5,785 3,400 2,917,007 7,825 277,499
VAIL RESORTS INC COM 91879Q10 5,918 348,126 SH 348,126 322,426 25,700
VALASSIS COMMUNICATI COM 91886610 18,054 615,135 SH 614,035 1,000 100 594,127 100 20,908
VALASSIS COMMUNICATI NOTE 918866AH 593 1,000,000 SH 1,000,000 1,000,000
VALEANT PHARMACEUTIC COM 91911X10 36,357 1,445,625 SH 1,440,233 5,292 100 1,416,314 350 28,961
VALENCE TECHNOLOGY I COM 91891410 3,249 824,559 SH 822,799 1,760 741,899 1,760 80,900
VALERO ENERGY CORP N COM 91913Y10 81,666 1,762,317 SH 1,756,727 5,261 329 1,683,159 329 78,829
VALERO L P COM UT LTD 91913W10 662 13,300 SH 13,300 13,300
VALHI INC NEW COM 91890510 7,375 492,978 SH 492,978 460,278 32,700
VALLEY NATL BANCORP COM 91979410 28,290 968,851 SH 962,545 6,195 111 939,743 111 28,997
VALMONT INDS INC COM 92025310 7,464 322,399 SH 322,399 297,149 25,250
VALSPAR CORP COM 92035510 33,800 683,934 SH 682,104 1,330 500 663,014 800 20,120
VALUE LINE INC COM 92043710 1,944 38,949 SH 38,949 31,778 7,171
VALUECLICK INC COM 92046N10 10,527 1,160,642 SH 1,160,542 100 1,053,842 106,800
VALUEVISION MEDIA IN CL A 92047K10 5,430 325,152 SH 325,152 286,952 38,200
VANS INC COM 92193010 4,252 372,627 SH 371,427 1,200 346,827 25,800
VARCO INTL INC DEL COM 92212210 26,198 1,269,884 SH 1,267,684 2,140 60 1,256,605 60 13,219
VARIAN INC COM 92220610 39,044 937,209 SH 937,109 100 887,859 49,350
VARIAN MED SYS INC COM 92220P10 75,534 1,093,116 SH 1,088,336 2,320 2,460 1,027,347 2,460 63,309
VARIAN SEMICONDUCTOR COM 92220710 24,739 564,819 SH 563,419 1,400 513,619 51,200
VASTERA INC COM 92239N10 1,934 483,444 SH 483,444 413,897 69,547
VAXGEN INC COM NEW 92239020 223 28,153 SH 28,153 28,153
VCA ANTECH INC COM 91819410 16,720 539,708 SH 539,608 100 493,808 45,900
VECTOR GROUP LTD COM 92240M10 5,691 348,730 SH 328,322 20,408 347,515 1,215
VECTREN CORP COM 92240G10 28,508 1,156,526 SH 1,152,006 1,720 2,800 1,112,760 33,000 10,766
VEECO INSTRS INC DEL COM 92241710 13,173 467,777 SH 463,592 4,185 427,078 40,699
VENTANA MED SYS INC COM 92276H10 9,154 232,334 SH 232,334 212,184 20,150
VENTAS INC COM 92276F10 35,898 1,631,726 SH 1,631,726 1,518,976 112,750
VERINT SYS INC COM 92343X10 2,608 115,610 SH 115,610 107,910 7,700
VERISIGN INC COM 92343E10 41,458 2,543,431 SH 2,529,098 14,100 233 2,382,547 233 160,651
VERISITY LTD ORD M9738511 280 21,990 SH 21,990 21,990
VERITAS DGC INC COM 92343P10 6,511 621,296 SH 621,271 25 567,496 53,800
VERITAS SOFTWARE CO COM 92343610 460,983 12,452,271 SH 12,405,070 43,511 3,690 11,281,578 135,142 1,035,551
VERITY INC COM 92343C10 6,789 406,769 SH 406,769 367,919 38,850
VERIZON COMMUNICATIO COM 92343V10 2,854,792 81,379,486 SH 80,006,208 894,952 478,326 72,704,394 768,632 7,906,460
VERSO TECHNOLOGIES I COM 92531710 5,820 1,801,987 SH 1,801,987 1,681,487 120,500
VERTEX PHARMACEUTICA COM 92532F10 16,671 1,610,683 SH 1,609,283 1,300 100 1,487,783 100 122,800
VIACOM INC CL B 92552430 2,100,297 47,325,305 SH 47,077,090 213,838 34,377 42,733,688 175,155 4,416,462
Page Total 8,048,261
Page 63 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- ---------- -------- ---------- ----------- --- ---- ------- --------- --------- ----------- --------- ---------
VIACOM INC CL A 92552410 1,179 26,622 SH 26,322 300 9,339 17,283
VIAD CORP COM 92552R10 31,210 1,248,388 SH 1,246,748 1,440 200 1,196,697 1,000 50,691
VIASAT INC COM 92552V10 7,874 411,410 SH 411,310 100 380,560 30,850
VIASYS HEALTHCARE IN COM NEW 92553Q20 9,907 480,945 SH 479,695 1,215 35 432,964 129 47,852
VICOR CORP COM 92581510 4,148 363,569 SH 361,469 2,100 327,519 2,100 33,950
VICURON PHARMACEUTIC COM 92647110 14,406 772,442 SH 772,242 100 100 711,881 100 60,461
VIGNETTE CORP COM 92673410 8,186 3,606,152 SH 3,605,892 100 160 3,213,842 160 392,150
VINTAGE PETE INC COM 92746010 12,110 1,006,630 SH 1,006,630 931,730 74,900
VIRAGE LOGIC CORP COM 92763R10 2,272 223,380 SH 223,380 184,040 39,340
VIRBAC CORP COM 92764910 853 131,295 SH 131,295 130,895 400
VIRGINIA COMM BANCOR COM 92778Q10 2,416 75,941 SH 75,941 73,541 2,400
VIRGINIA FINL CORP COM 92781010 4,341 122,215 SH 122,215 111,415 10,800
VISHAY INTERTECHNOLO COM 92829810 51,116 2,232,141 SH 2,218,552 2,255 11,334 2,187,757 11,684 32,700
VISTACARE INC CL A 92839Y10 6,856 196,211 SH 196,211 179,011 17,200
VISTEON CORP COM 92839U10 44,575 4,281,893 SH 4,269,324 11,619 950 3,760,929 2,550 518,414
VISX INC DEL COM 92844S10 30,052 1,298,134 SH 1,297,434 700 1,220,534 77,600
VITAL IMAGES INC COM 92846N10 2,247 125,815 SH 125,815 113,015 12,800
VITAL SIGNS INC COM 92846910 3,618 110,641 SH 110,541 100 101,341 9,300
VITALWORKS INC COM 92848310 2,433 550,519 SH 550,519 490,769 59,750
VITESSE SEMICONDUCTO COM 92849710 21,116 3,609,600 SH 3,608,830 630 140 3,267,580 140 341,880
VITRIA TECHNOLOGY COM NEW 92849Q40 2,090 294,403 SH 294,403 293,703 700
VIVENDI UNIVERSAL SPON ADR N 92851S20 884 36,414 SH 36,414 36,414
VIVUS INC COM 92855110 2,064 544,529 SH 544,529 489,104 55,425
VODAFONE GROUP PLC N SPONSORED 92857W10 27,815 1,110,827 SH 788,827 322,000 767,622 343,205
VOLT INFORMATION SCI COM 92870310 3,957 175,102 SH 175,102 156,352 18,750
VOLVO AKTIEBOLAGET ADR B 92885640 580 18,937 SH 18,937 18,937
VORNADO RLTY TR SH BEN INT 92904210 101,753 1,858,494 SH 1,858,494 1,749,783 108,711
VOTORANTIM CELULOSE SPONSORED 92906P10 2,397 76,450 SH 76,450 44,990 23,404 8,056
VULCAN MATLS CO COM 92916010 132,380 2,782,853 SH 2,774,667 8,186 2,570,454 1,000 211,399
W HLDG CO INC COM 92925110 22,627 1,215,853 SH 1,215,853 1,116,931 98,922
W P CAREY & CO LLC COM 92930Y10 1,150 37,667 SH 35,518 2,149 35,518 2,149
WABASH NATL CORP COM 92956610 23,212 792,202 SH 792,102 100 745,202 47,000
WABTEC CORP COM 92974010 9,601 563,442 SH 563,442 511,042 52,400
WACHOVIA CORP 2ND NE COM 92990310 1,818,436 39,030,616 SH 38,540,300 357,375 132,941 34,979,102 296,310 3,755,204
WADDELL & REED FINL CL A 93005910 24,323 1,036,774 SH 1,030,588 3,010 3,176 1,023,431 3,176 10,167
WAL MART STORES INC COM 93114210 5,876,734 110,777,269 SH 108,004,902 1,755,029 1,017,338 100,061,858 1,765,058 8,950,353
WALGREEN CO COM 93142210 1,032,825 28,389,916 SH 26,772,907 1,011,251 605,758 25,053,862 798,198 2,537,856
WALTER INDS INC COM 93317Q10 7,120 533,315 SH 533,315 456,885 76,430
WARNACO GROUP INC COM NEW 93439040 9,263 580,732 SH 580,332 400 530,732 50,000
WARWICK CMNTY BANCOR COM 93655910 1,933 56,187 SH 54,387 1,800 50,087 6,100
WARWICK VALLEY TEL C COM 93675010 2,429 82,100 SH 82,100 71,350 10,750
WASHINGTON FED INC COM 93882410 32,070 1,130,024 SH 1,122,662 2,222 5,140 1,114,976 5,470 9,578
WASHINGTON GROUP INT COM NEW 93886220 12,960 381,505 SH 381,505 345,305 36,200
WASHINGTON MUT INC COM 93932210 1,055,236 26,301,985 SH 26,223,460 75,246 3,279 23,753,729 51,486 2,496,770
WASHINGTON POST CO CL B 93964010 84,223 106,423 SH 100,019 2,638 3,766 97,746 4,966 3,711
WASHINGTON REAL ESTA SH BEN INT 93965310 24,941 854,147 SH 854,147 783,425 70,722
WASHINGTON TR BANCOR COM 94061010 5,635 215,074 SH 215,074 189,674 25,400
WASTE CONNECTIONS IN COM 94105310 19,094 505,536 SH 505,336 100 100 461,436 100 44,000
WASTE MGMT INC DEL COM 94106L10 595,454 20,116,680 SH 16,567,918 3,547,430 1,332 15,248,883 3,563,990 1,303,807
WATCHGUARD TECHNOLOG COM 94110510 3,008 516,759 SH 516,759 466,359 50,400
WATERS CORP COM 94184810 116,363 3,509,123 SH 3,505,333 3,690 100 3,163,085 25,532 320,506
Page Total 11,313,469
Page 64 of 67
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
-------------------- ---------- -------- --------- ---------- --- ---- ---------- --------- ------- ----------- ------- ----------
WATSCO INC COM 94262220 9,202 404,844 SH 404,844 375,444 29,400
WATSON PHARMACEUTICA COM 94268310 151,339 3,289,974 SH 3,278,855 10,019 1,100 3,025,243 2,250 262,481
WATSON WYATT & CO HL CL A 94271210 14,504 600,565 SH 600,565 550,215 50,350
WATTS WATER TECHNOLO CL A 94274910 4,682 210,888 SH 210,613 275 192,938 17,950
WAUSAU-MOSINEE PAPER COM 94331510 11,327 837,809 SH 837,509 300 765,409 72,400
WAYNE BANCORP INC OH COM 94429310 2,334 86,653 SH 86,653 77,963 8,690
WAYPOINT FINL CORP COM 94675610 11,686 538,793 SH 538,793 477,941 60,852
WCI CMNTYS INC COM 92923C10 6,462 313,548 SH 313,548 290,248 23,300
WD-40 CO COM 92923610 10,760 304,289 SH 304,189 100 276,039 28,250
WEATHERFORD INTERNAT COM G9508910 26,957 748,819 SH 742,884 4,985 950 663,380 950 84,489
WEBEX COMMUNICATIONS COM 94767L10 15,758 782,423 SH 782,423 741,223 41,200
WEBMD CORP COM 94769M10 28,697 3,192,073 SH 3,181,123 10,750 200 3,099,035 750 92,288
WEBMETHODS INC COM 94768C10 7,683 844,245 SH 844,245 708,515 135,730
WEBSENSE INC COM 94768410 14,311 488,937 SH 488,437 500 454,187 34,750
WEBSTER FINL CORP CO COM 94789010 35,215 767,888 SH 759,079 8,555 254 761,295 554 6,039
WEIGHT WATCHERS INTL COM 94862610 19,942 519,724 SH 496,649 13,975 9,100 499,298 9,100 11,326
WEINGARTEN RLTY INVS SH BEN INT 94874110 32,784 739,205 SH 739,205 709,653 29,552
WEIS MKTS INC COM 94884910 7,377 203,222 SH 203,022 200 182,161 21,061
WELLCHOICE INC COM 94947510 13,448 389,808 SH 389,748 60 377,508 12,300
WELLMAN INC COM 94970210 5,680 556,332 SH 556,332 500,132 56,200
WELLPOINT HEALTH NET COM 94973H10 429,474 4,428,023 SH 4,414,067 10,680 3,276 4,052,195 10,714 365,114
WELLS FARGO & CO NEW COM 94974610 2,945,562 50,018,039 SH 48,159,637 1,278,024 580,378 44,743,448 689,217 4,585,374
WELLSFORD REAL PPTYS COM NEW 95024020 258 13,876 SH 13,876 13,876
WENDYS INTL INC COM 95059010 124,121 3,163,130 SH 3,156,000 7,130 2,871,409 1,100 290,621
WERNER ENTERPRISES I COM 95075510 16,516 847,388 SH 846,528 110 750 838,482 750 8,156
WESBANCO INC COM 95081010 10,699 386,820 SH 383,420 3,400 356,070 30,750
WESCO FINL CORP COM 95081710 11,941 33,922 SH 33,272 100 550 31,322 550 2,050
WESCO INTL INC COM 95082P10 2,503 282,839 SH 282,839 282,239 600
WEST BANCORPORATION CAP STK 95123P10 4,249 245,897 SH 245,897 220,597 25,300
WEST COAST BANCORP O COM 95214510 7,164 336,976 SH 336,976 314,526 22,450
WEST CORP COM 95235510 6,032 259,666 SH 259,666 256,939 2,727
WEST MARINE INC COM 95423510 5,261 191,326 SH 190,826 500 171,576 500 19,250
WEST PHARMACEUTICAL COM 95530610 6,748 199,049 SH 199,049 172,271 26,778
WESTAMERICA BANCORPO COM 95709010 23,908 480,269 SH 479,169 1,100 475,669 4,600
WESTAR ENERGY INC COM 95709T10 34,446 1,701,026 SH 1,693,326 7,500 200 1,584,505 200 116,321
WESTBANK CORP COM 95711610 454 24,879 SH 7,245 17,634 24,879
WESTCORP INC COM 95790710 10,180 278,525 SH 278,525 256,675 21,850
WESTELL TECHNOLOGIES CL A 95754110 8,178 1,296,033 SH 1,296,033 1,225,333 70,700
WESTERN DIGITAL CORP COM 95810210 24,411 2,070,511 SH 2,060,311 10,200 2,055,211 15,300
WESTERN GAS RES INC COM 95825910 14,461 306,047 SH 305,747 300 302,347 3,700
WESTERN SIERRA BANCO COM 95952210 2,711 57,673 SH 57,673 50,553 7,120
WESTERN WIRELESS COR CL A 95988E20 21,423 1,166,852 SH 1,162,452 4,300 100 1,036,722 100 130,030
WESTFIELD FINANCIAL COM 96008D10 1,574 66,242 SH 66,242 66,042 200
WESTMORELAND COAL CO COM 96087810 1,708 97,577 SH 97,577 85,377 12,200
WESTPAC BKG CORP SPONSORED 96121430 1,251 20,697 SH 20,697 20,697
WESTPORT RES CORP NE COM 96141810 13,108 438,992 SH 438,212 780 391,955 17,200 29,837
WESTWOOD ONE INC COM 96181510 50,637 1,480,188 SH 1,463,404 14,623 2,161 1,450,127 2,161 27,900
WET SEAL INC CL A 96184010 3,880 392,316 SH 392,316 351,416 40,900
WEYCO GROUP INC COM 96214910 1,608 47,791 SH 47,791 41,991 5,800
WEYERHAEUSER CO COM 96216610 390,659 6,104,045 SH 6,068,154 18,131 17,760 5,605,862 28,615 469,568
WFS FINL INC COM 92923B10 11,592 273,015 SH 273,015 255,615 17,400
Page Total 4,616,865
Page 65 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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WGL HLDGS INC COM 92924F10 18,364 660,824 SH 657,504 3,000 320 642,404 320 18,100
W-H ENERGY SVCS INC COM 92925E10 6,211 383,377 SH 383,377 348,777 34,600
WHIRLPOOL CORP COM 96332010 136,137 1,873,868 SH 1,832,723 28,245 12,900 1,647,303 23,034 203,531
WHITE ELECTR DESIGNS COM 96380110 4,022 457,018 SH 457,018 428,718 28,300
WHITE MTNS INS GROUP COM G9618E10 5,530 12,022 SH 12,002 20 9,777 2,245
WHITEHALL JEWELLERS COM 96506310 1,669 169,093 SH 169,093 149,093 20,000
WHITNEY HLDG CORP COM 96661210 16,352 398,929 SH 395,905 756 2,268 394,511 2,268 2,150
WHOLE FOODS MKT INC COM 96683710 52,368 780,091 SH 774,341 4,310 1,440 743,734 1,440 34,917
WILD OATS MARKETS IN COM 96808B10 5,690 440,047 SH 440,047 397,447 42,600
WILEY JOHN & SONS IN CL A 96822320 20,236 777,397 SH 532,812 226,085 18,500 754,197 18,500 4,700
WILLIAMS CLAYTON ENE COM 96949010 2,238 77,365 SH 77,365 67,965 9,400
WILLIAMS COS INC DEL COM 96945710 149,746 15,249,079 SH 15,188,516 58,648 1,915 14,102,007 7,909 1,139,163
WILLIAMS SONOMA INC COM 96990410 47,807 1,374,957 SH 1,369,562 2,040 3,355 1,311,690 24,555 38,712
WILLIS GROUP HOLDING SHS G9665510 801 23,514 SH 23,514 22,497 1,017
WILLOW GROVE BANCORP COM 97111W10 2,982 167,886 SH 167,386 500 149,086 18,800
WILMINGTON TRUST COR COM 97180710 30,744 854,003 SH 847,743 5,660 600 843,703 600 9,700
WILSON GREATBATCH TE COM 97223210 21,266 503,108 SH 503,108 472,458 30,650
WILSONS THE LEATHER COM 97246310 816 235,888 SH 235,888 235,188 700
WIND RIVER SYSTEMS I COM 97314910 14,144 1,614,653 SH 1,614,553 100 1,378,103 100 236,450
WINN DIXIE STORES IN COM 97428010 37,931 3,812,130 SH 3,802,970 9,060 100 3,463,388 2,100 346,642
WINNEBAGO INDS INC COM 97463710 24,286 353,247 SH 352,747 500 330,592 22,655
WINSTON HOTELS INC COM 97563A10 4,777 468,327 SH 468,327 428,284 40,043
WINTRUST FINANCIAL C COM 97650W10 17,357 384,864 SH 383,399 100 1,365 358,749 1,365 24,750
WIPRO LTD SPON ADR 1 97651M10 533 11,049 SH 11,049 11,049
WIRELESS FACILITIES COM 97653A10 9,120 613,739 SH 610,959 2,780 568,139 45,600
WISCONSIN ENERGY COR COM 97665710 58,230 1,740,810 SH 1,726,706 10,211 3,893 1,675,164 3,893 61,753
WITNESS SYS INC COM 97742410 460 49,641 SH 46,641 3,000 49,641
WJ COMMUNICATIONS IN COM 92928410 223 44,226 SH 44,226 44,226
WMC RES LTD SPONSORED 92928R10 205 11,999 SH 11,999 11,999
WMS INDS INC COM 92929710 11,592 442,458 SH 442,458 399,908 42,550
WOLVERINE WORLD WIDE COM 97809710 21,347 1,047,427 SH 1,046,151 1,276 983,577 63,850
WOODHEAD INDS INC COM 97943810 3,236 191,489 SH 191,489 174,189 17,300
WOODWARD GOVERNOR CO COM 98074510 10,907 191,916 SH 191,916 178,916 13,000
WORLD ACCEP CORP DEL COM 98141910 4,699 236,267 SH 236,267 215,567 20,700
WORLD FUEL SVCS CORP COM 98147510 6,451 190,018 SH 189,568 300 150 170,718 150 19,150
WORLD WRESTLING ENTM CL A 98156Q10 2,767 211,186 SH 208,786 2,400 180,236 30,950
WORTHINGTON INDS INC COM 98181110 41,412 2,296,833 SH 2,282,888 11,945 2,000 2,166,072 3,000 127,761
WPP GROUP PLC SPON ADR N 92930930 5,286 107,223 SH 107,223 107,215 8
WPS RESOURCES CORP COM 92931B10 21,427 463,489 SH 460,429 2,940 120 458,458 120 4,911
WRIGHT MED GROUP INC COM 98235T10 14,807 487,087 SH 485,587 1,500 465,087 22,000
WRIGLEY WM JR CO COM 98252610 296,573 5,276,164 SH 5,253,690 17,274 5,200 4,787,375 38,361 450,428
WSFS FINL CORP COM 92932810 5,204 116,038 SH 116,038 99,438 16,600
WYETH COM 98302410 1,543,661 36,364,210 SH 35,014,643 797,244 552,323 32,621,663 764,985 2,977,562
WYNN RESORTS LTD COM 98313410 8,365 298,660 SH 298,660 264,990 33,670
XCEL ENERGY INC COM 98389B10 198,575 11,694,663 SH 11,644,684 48,208 1,771 10,864,508 6,471 823,684
XEROX CORP COM 98412110 674,160 48,852,153 SH 22,404,969 26,446,484 700 20,407,723 26,429,135 2,015,295
XICOR INC COM 98490310 4,844 423,777 SH 423,677 100 376,727 100 46,950
XILINX INC COM 98391910 393,091 10,175,794 SH 10,124,294 39,480 12,020 9,057,927 74,696 1,043,171
XL CAP LTD CL A G9825510 203,386 2,622,649 SH 2,622,649 2,389,220 1,400 232,029
XM SATELLITE RADIO H CL A 98375910 28,954 1,101,333 SH 1,099,813 1,420 100 1,051,883 100 49,350
XOMA LTD ORD G9825R10 833 126,165 SH 126,165 126,165
Page Total 4,191,822
Page 66 of 67
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SEC13F Report - December 2003
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INVESTMENT DISCRETION
TITLE OF VALUE SHRS OR SH/ PUT/ SHARED AS SHARED VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL SOLE DEFINED OTHER SOLE SHARED NONE
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X-RITE INC COM 98385710 4,069 359,467 SH 359,467 328,867 30,600
XTO ENERGY INC COM 98385X10 86,511 3,056,934 SH 3,048,095 5,531 3,308 2,929,671 3,308 123,955
YADKIN VY BK&TR CO E COM 98430810 2,047 119,681 SH 119,681 108,081 11,600
YAHOO INC COM 98433210 764,288 16,972,872 SH 16,938,101 32,991 1,780 5,236,357 102,678 1,633,837
YANKEE CANDLE INC COM 98475710 14,460 529,096 SH 528,330 600 166 482,780 166 46,150
YARDVILLE NATL BANCO COM 98502110 3,459 134,386 SH 134,386 119,686 14,700
YELLOW ROADWAY CORP COM 98557710 30,561 844,927 SH 724,487 120,000 440 764,983 440 79,504
YORK INTL CORP NEW COM 98667010 36,283 985,939 SH 982,689 3,050 200 924,539 200 61,200
YOUNG BROADCASTING I CL A 98743410 4,503 224,702 SH 224,702 200,602 24,100
YOUNG INNOVATIONS IN COM 98752010 2,555 70,959 SH 70,959 61,559 9,400
YUM BRANDS INC COM 98849810 374,696 10,892,340 SH 10,848,869 37,451 6,020 6,975,454 3,377,895 538,991
ZALE CORP NEW COM 98885810 56,576 1,063,452 SH 1,062,852 400 200 670,519 342,883 50,050
ZEBRA TECHNOLOGIES C CL A 98920710 39,387 593,452 SH 592,097 1,055 300 587,302 300 5,850
ZENITH NATL INS CORP COM 98939010 5,785 177,712 SH 177,212 500 156,743 20,969
ZHONE TECHNOLOGIES I COM 98950P10 2,614 529,081 SH 528,581 500 526,594 2,487
ZIMMER HLDGS INC COM 98956P10 464,306 6,595,259 SH 6,434,056 86,599 74,604 5,896,790 117,736 580,733
ZIONS BANCORPORATION COM 98970110 147,321 2,401,718 SH 2,397,578 3,940 200 2,218,909 1,100 181,709
ZIX CORP COM 98974P10 461 53,065 SH 53,065 53,065
ZOLL MED CORP COM 98992210 5,077 143,430 SH 143,430 130,830 12,600
ZORAN CORP COM 98975F10 12,706 730,647 SH 730,547 100 659,926 70,721
ZYGO CORP COM 98985510 4,139 250,998 SH 250,998 212,448 38,550
ZYMOGENETICS INC COM 98985T10 3,740 241,301 SH 241,301 223,801 17,500
Page Total 2,065,545
Grand Total 408,489,862
TOTAL MARKET VALUE 408,489,862
Page 67 of 67