-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, RFaKlLKgGvckv7cgHmIs9tUN/GM7YjTlHj4xxAmBzsDJ7gEP1sdaQSanUiFZI2jt 0MTpTHUGsdtKuaV4gogxpQ== 0000312348-04-000019.txt : 20040813 0000312348-04-000019.hdr.sgml : 20040813 20040813091844 ACCESSION NUMBER: 0000312348-04-000019 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040813 EFFECTIVENESS DATE: 20040813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 IRS NUMBER: 043200030 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 04971952 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q2completerevised.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:6/30/04 Check here if Amendment[ ] Amendment Number: This Amendment (Check only one):[]is a restatement [ ]adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co.,L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items,statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Melissa LaGrant Title: Senior Compliance Manager Phone: 617-748-1761 Signature, Place and Date of Signing: /s/ Melissa LaGrant Boston, MA 8/12/04 Signature Place Date Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: Number of other included managers:2 Form 13F Information Table Entry Total:996 Form 13F Information Table Value Total:$11,425,249,000 List of Other Included Managers: 28-6808 CDC IXIX Asset Management North America,L.P.(1) 28-10092 CDC IXIS Asset Management(2) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO.,INC 6/30/04 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES ABC MANAGERS (A)SOLE (B)SHARED (C)NONE ADC TELECOM COMMON 886101 324 114,250 X 123 25,000 89,250 AFC ENTERPRI COMMON 00104Q 72,994 139,275 X 123 139,275 AFLAC INC COMMON 1055102 30,824 755,300 X 123 528,711 7,825 218,764 AGL RESOURCES COMMON 1204106 14,471 498,125 X 123 416,250 81,875 AES CORPORAT COMMON 00130H1 97 9,750 X 123 9,750 AMR CORP DEL COMMON 1765106 5,073 418,900 X 123 341,825 77,075 AT&T WIRELESS COMMON 00209A106 409 28,575 X 123 17,875 10,700 AAMES FINANCI COMMON 00253A309 13 5,130 X 123 5,130 ABBOTT LABS COMMON 2824100 15,777 387,074 X 123 340,374 46,700 ACE CASH EXPR COMMON 4403101 2,812 109,465 X 123 57,950 51,515 ACTIVISION COMMON 4930202 11,413 717,772 X 123 401,010 258,975 57,787 ACTUANT CO COMMON 00508X20 25,553 655,385 X 123 460,975 42,750 151,660 ADOBE SYS COMMON 00724F10 80,000 1,720, X 123 525,356 17,350 1,177,714 ADVANCE AU COMMON 00751Y10 5,801 131,300 X 123 127,825 3,475 ADVANCED COMMON 7525108 6,052 623,900 X 123 514,350 109,550 ADVO INC COMMON 7585102 14,024 426,011 X 123 351,785 74,226 ADVANCED COMMON 00763M10 10,679 250,855 X 123 89,850 92,325 68,680 AEROFLEX INC COMMON 7768104 6,898 481,375 X 123 398,950 82,425 AEROPOSTAL COMMON 7865108 2,963 110,098 X 123 26,011 70,587 13,500 AETNA INC COMMON 00817Y10 23,114 271,925 X 123 32,650 3,300 235,975 AFFILIATED COMMON 8190100 13,070 246,887 X 123 158,155 1,150 87,582 AFFILIATED COMMON 8252108 3,889 77,199 X 123 17,387 50,250 9,562 AGERE SYSTE COMMON 00845V100 2 X 123 2 AGERE SYS COMMON 00845V209 52 X 123 52 AGILENT T COMMON 00846U101 335 11,431 X 123 4,890 6,541 AGILENT T CV BND 00846UAB7 4,926 145,251 X 123 60,832 45,779 38,641 AGILYSYS INC COMMON 00847J105 124 9,003 X 123 9,003 AIR PRODS COMMON 9158106 3,473 66,219 X 123 28,900 37,319 AIRGAS INC COMMON 9363102 6,439 269,283 X 123 263,750 5,533 AIRGATE PCS COMMON 9367301 156 8,528 X 123 8,528 AIRTRAN HO COMMON 00949P108 42 3,000 X 123 3,000 AKAMAI TECH COMMON 00971T101 12,34 687,650 X 123 338,600 287,200 61,850 ALAMOSA HOLD COMMON 11589108 4,664 634,560 X 123 231,200 229,850 173,510 ALAMOSA HLDG CV PFD 11589207 246 39,044 X 123 39,044 ALASKA COMM COMMON 01167P101 347 56,850 X 123 56,850 ALBANY INT COMMON 12348108 11,281 336,150 X 123 277,675 58,475 ALBERTSONS COMMON 13104104 149 5,600 X 123 5,600 ALCAN INC COMMON 13716105 4 97 X 123 97 ALCOA INC COMMON 13817101 28,704 869,035 X 123 374,900 9,525 484,610 ALLEGHENY COMMON 01741R102 6,232 345,275 X 123 284,600 60,675 ALLERGAN INC COMMON 18490102 4,630 51,725 X 123 48,900 2,825 ALLETE INC COMMON 18522102 25,065 752,714 X 123 651,175 101,539 ALLIED CA COMMON 01903Q108 5 200 X 123 200 ALLIED COMMON 19118108 4,134 230,025 X 123 194,725 35,300 ALLSTATE CORP COMMON 20002101 33,749 724,998 X 123 652,347 72,651 ALLTEL CORP COMMON 20039103 152 2,998 X 123 2,657 341 ALPHA PRO COMMON 20772109 200 X 123 200 ALTIRIS INC COMMON 02148M100 5,966 216,080 X 123 75,150 80,200 60,730 ALTRIA GR COMMON 02209S103 28,94 578,259 X 123 494,375 83,884 AMAZON COMMON 23135106 3,597 66,125 X 123 64,125 2,000 AMBAC FINL COMMON 23139108 135 1,835 X 123 1,835 AMERCO COMMON 23586100 5,076 213,725 X 123 176,350 37,375 AMERICA MO ADR 02364W105 1,113 30,600 X 123 30,600 AMERICAN B WTS 24490138 12 X 123 12 AMERICAN EL COMMON 25537101 88 2,759 X 123 359 2,400 AMERICAN EXPR COMMON 25816109 31,992 622,658 X 123 564,373 58,285 AMERICAN HOM COMMON 02660R107 12,13 467,825 X 123 387,500 80,325 AMERICAN INTL COMMON 26874107 161,58 2,266,8 X 123 823,088 22,119 1,421,690 AMERICAN PO COMMON 29066107 6,292 320,223 X 123 313,205 7,018 AMERICAN STA COMMON 29899101 6,076 261,450 X 123 216,725 44,725 AMERUS GROU COMMON 03072M108 8,519 205,775 X 123 170,025 35,750 AMERISOURCE COMMON 3.073E108 133 2,225 X 123 400 1,825 AMERITRADE COMMON 03074K100 9,660 851,100 X 123 100,200 10,400 740,500 AMETEK INC COMMON 31100100 18,798 608,350 X 123 499,050 109,300 AMGEN INC COMMON 31162100 108,81 1,994,0 X 123 778,446 16,250 1,199,363 AMKOR TECH CV BND 031652AH3 20,049 374,956 X 123 231,077 54,063 89,815 AMPHENOL COMMON 32095101 5,436 163,160 X 123 159,400 3,760 AMSOUTH BANCO COMMON 32165102 103 4,025 X 123 4,025 AMYLIN PHA COMMON 32346108 42 1,825 X 123 1,825 ANADARKO P COMMON 32654105 86,008 1,826,848 X 123 532,919 13,475 1,280,454 ANALOGIC CORP COMMON 32657207 14,095 332,200 X 123 274,900 57,300 ANAREN MICR COMMON 32744104 2,887 176,690 X 123 89,500 87,190 ANDREW CORP COMMON 34425108 13,014 650,360 X 123 568,175 82,185 ANDRX GROUP COMMON 34553107 13,152 470,900 X 123 390,200 80,700 ANGLO AMERICA ADR 03485P102 102 4,878 X 123 4,878 ANHEUSER BUSCH COMMON 35229103 45,279 838,505 X 123 315,325 7,725 515,455 ANIMAS CORP COMMON 03525Y105 1,362 73,050 X 123 39,925 33,125 ANTHEM INC COMMON 03674B104 42,331 472,653 X 123 181,574 6,375 284,704 APACHE CORP COMMON 37411105 57,224 1,313,984 X 123 499,549 13,250 801,185 APARTMENT COMMON 03748R101 6 186 X 123 186 UNIVERSITY COMMON 37604204 3,287 37,531 X 123 36,456 1,075 APPLE COMPUTER COMMON 37833100 31,647 972,558 X 123 524,200 3,525 444,833 APPLIED FILMS COMMON 38197109 66 2,275 X 123 2,275 APPLIED MAT COMMON 38222105 313 15,959 X 123 13,100 2,859 APPLIED SIGNA COMMON 38237103 79 2,250 X 123 2,250 ARAMARK CO COMMON 38521100 14,712 511,549 X 123 476,064 35,485 ARTESYN TECH COMMON 43127109 9,272 1,030,250 X 123 850,850 179,400 ARTHROCARE C COMMON 43136100 4,323 148,675 X 123 46,475 58,575 43,625 ASCENTIAL SO COMMON 04362P207 3,722 232,775 X 123 192,276 40,499 ASK JEEVES INC COMMON 45174109 10,235 262,225 X 123 135,025 67,450 59,750 ASPEN TECH COMMON 45327103 7,283 1,003,150 X 123 830,775 172,375 ASSOCIATE COMMON 45487105 5,229 176,466 X 123 174,651 1,815 ASSOCIATE COMMON 45604105 4,291 533,100 X 123 433,700 99,400 ASSURANT INC COMMON 04621X108 7,679 291,075 X 123 276,225 14,850 ATHEROGENI COMMON 47439104 3,203 168,305 X 123 61,775 60,800 45,730 AUTODESK INC COMMON 52769106 44,158 1,031,495 X 123 460,000 4,250 567,245 AUTOLIV INC COMMON 52800109 1 X 123 1 AUTOMATIC COMMON 53015103 4,369 104,324 X 123 49,768 54,556 AUTOZONE INC COMMON 53332102 719 8,975 X 123 4,125 4,850 AVALONBAY COMMON 53484101 67 1,180 X 123 1,180 AVAYA INC COMMON 53499109 91 5,783 X 123 83 5,700 AVERY DENNI COMMON 53611109 48 745 X 123 745 AVOCENT CORP COMMON 53893103 4,720 128,483 X 123 126,575 1,908 AVON PRODS COMMON 54303102 113,351 2,456,666 X 123 728,801 18,375 1,709,490 AXCELIS COMMON 54540109 29 2,366 X 123 2,356 10 THE BISYS COMMON 55472104 7,297 519,000 X 123 427,800 91,200 BJ SERVICES COMMON 55482103 1,658 36,165 X 123 15,025 7,000 14,140 BJ WHOLES COMMON 05548J106 19,404 776,163 X 123 671,460 104,703 BOK FINAN COMMON 05561Q201 94 2,385 X 123 2,385 BP PLC ADR 55622104 43,617 814,214 X 123 575,799 6,040 232,375 BMC SOFTWA COMMON 55921100 4,312 233,065 X 123 223,775 9,290 BAKBONE SO COMMON 57101107 697 315,535 X 123 315,325 210 BAKER HUGHE COMMON 57224107 30 800 X 123 500 300 BALL CORPOR COMMON 58498106 447 6,200 X 123 6,200 BANCO ITAU ADR 59602201 558 11,973 X 123 11,973 BANCORP BANK COMMON 05969F104 4,141 233,800 X 123 147,850 85,950 BANKAMERICA COMMON 60505104 91,185 1,077,588 X 123 469,518 8,950 599,120 BANK MUTUAL COMMON 63750103 12,839 1,177,862 X 123 958,643 219,219 BANK OF NEW COMMON 64057102 1,924 65,272 X 123 30,922 250 34,100 BANK ONE CORP COMMON 06423A103 1,286 25,221 X 123 16,545 67 8,609 BANK UNITED RTS 65416117 500 X 123 500 BANKATLANTIC COMMON 65908501 14,643 793,650 X 123 656,500 137,150 BANKUNITED COMMON 06652B103 13,809 535,250 X 123 450,475 84,775 BARD C R COMMON 67383109 34 600 X 123 600 BARCLAYS P ADR 6.738E207 X 123 BARNES GRO COMMON 67806109 10,218 352,575 X 123 291,275 61,300 BARR LAB COMMON 68306109 10 300 X 123 300 BAUSCH & LOMB COMMON 71707103 104 1,600 X 123 1,600 BAXTER INTL COMMON 71813109 27,577 799,110 X 123 727,075 72,035 BECKTON DI COMMON 75887109 9 173 X 123 173 BED BATH COMMON 75896100 1,481 38,526 X 123 18,297 5,700 14,529 BEDFORD COMMON 76446301 12,765 436,550 X 123 363,775 72,775 BELLSOUTH CORP COMMON 79860102 49,486 1,887,350 X 123 919,591 17,325 950,434 BELO CORP-A COMMON 80555105 9,398 350,025 X 123 300,675 49,350 BEMIS CO COMMON 81437105 20 700 X 123 700 BERKLEY WR C COMMON 84423102 43 1,012 X 123 1,012 BERKSHIRE COMMON 84670108 8,183 92 X 123 92 BERKSHIRE COMMON 84670207 28,005 9,477 X 123 7,466 2,011 BEST BUY COMP COMMON 86516101 53,299 1,050,437 X 123 397,193 9,575 643,669 BHP BILLITON ADR 88606108 1 X 123 1 BIOMET INC COMMON 90613100 5,439 122,390 X 123 89,290 2,625 30,475 BIOGEN IDEC COMMON 09062X103 75,018 1,186,052 X 123 360,678 11,625 813,749 BIOTECH HOLD COMMON 09067D201 15 100 X 123 100 BLACK & DEC COMMON 91797100 645 10,375 X 123 8,475 1,900 BLACK HILL COMMON 92113109 7,692 244,200 X 123 201,975 350 41,875 H & R BLOCK COMMON 93671105 14 300 X 123 300 BLUE COAT S COMMON 09534T508 1 25 X 123 25 BLUE NILE IN COMMON 09578R103 1,089 28,950 X 123 15,925 13,025 BLYTH INC COMMON 09643P108 7,443 215,800 X 123 178,650 37,150 BOEING CO COMMON 97023105 700 13,696 X 123 6,100 7,596 BORDERS GRO COMMON 99709107 1,163 49,600 X 123 24,000 25,600 BOSTON SCIENT COMMON 101137107 27,665 646,386 X 123 81,972 14,750 549,664 BRADY CORP COMMON 104674106 138 3,000 X 123 3,000 BRIGGS & S COMMON 109043109 192 2,177 X 123 2,177 BRIGHT HO COMMON 109195107 6,519 121,595 X 123 48,800 33,525 39,270 BRINKER INT COMMON 109641100 18,978 556,225 X 123 404,115 4,775 147,335 BRISTOL MYERS COMMON 110122108 4,606 188,019 X 123 97,817 90,202 BRITISH ADR 111013108 930 20,425 X 123 20,425 BROADCOM CO COMMON 111320107 43,556 931,289 X 123 406,875 4,300 520,114 BROWN FORM COMMON 115637100 1,714 35,676 X 123 35,676 BRUNSWICK COMMON 117043109 838 20,550 X 123 11,000 9,550 BUILDERS CV BND 120084AA6 194,756 X 123 171,190 8,197 15,369 BUILDERS CV BND 120084AB4 1 210,807 X 123 156,503 14,570 39,735 BURLINGTON R COMMON 122014103 50 1,394 X 123 1,394 CBL & AS COMMON 124830100 13,340 242,550 X 123 199,975 42,575 CBRL GROU COMMON 12489V106 4,656 150,916 X 123 145,675 5,241 CIGNA CORP COMMON 125509109 76 1,100 X 123 1,100 CMS ENERGY CV PFD 12589R203 8,373 241,424 X 123 181,987 1,226 58,211 CVB FINANCIAL COMMON 126600105 6,181 283,776 X 123 283,776 CVS CORP COMMON 126650100 23,377 556,325 X 123 65,975 6,750 483,600 CACI INTER COMMON 127190304 89 2,200 X 123 2,200 CAL DIVE INT COMMON 127914109 15,614 514,975 X 123 423,575 91,400 CALIFORNIA COMMON 13054D109 240 12,550 X 123 12,550 CALIFORNIA W COMMON 130788102 50 1,800 X 123 1,800 CAMBREX CORP COMMON 132011107 101 4,000 X 123 4,000 CAMDEN COMMON 133131102 1,486 32,450 X 123 6,200 26,250 CAPITAL COMMON 140065103 4,314 111,065 X 123 70,038 41,027 CAPITAL COMMON 14040H105 5,270 77,066 X 123 73,725 3,341 CARDINAL COMMON 14149Y108 2,317 33,076 X 123 28,076 225 4,775 CARDIODY COMMON 141597104 5 1,000 X 123 1,000 CAREER COMMON 141665109 69 1,523 X 123 1,375 148 CAREMARK COMMON 141705103 124,652 3,784,219 X 123 1,513,058 39,900 2,231,261 CARMAX INC COMMON 143130102 44 2,000 X 123 2,000 CARNIVAL CORP COMMON 143658300 49,893 1,061,550 X 123 384,483 12,900 664,167 CARTER HO COMMON 146229109 57 1,975 X 123 1,975 CASUAL COMMON 148711104 852 116,700 X 123 116,700 CATERPILLAR COMMON 149123101 1,012 12,743 X 123 2,570 10,173 CELADON COMMON 150838100 7,728 439,075 X 123 276,950 162,125 CELESTICA INC COMMON 15101Q108 1,504 75,375 X 123 75,375 CELESTICA CV BND 15101QAA6 602 6,214 X 123 6,214 CELGENE CORP COMMON 151020104 1,649 28,800 X 123 27,975 825 CENTERPOINT COMMON 15189T107 9 800 X 123 800 CENTURY TE COMMON 156700106 67,061 2,232,401 X 123 1,410,599 13,750 808,052 CERTEGY INC COMMON 156880106 7,636 196,813 X 123 189,025 7,788 CERUS CORP COMMON 157085101 26 10,876 X 123 10,876 CHARTER ON COMMON 160903100 703 15,900 X 123 10,199 5,701 CHARLOTTE R COMMON 161048103 516 24,125 X 123 24,125 CHARTER COM COMMON 16117M107 4 1,100 X 123 550 550 CHESAPEAKE CV PFD 165167503 12,392 836,038 X 123 836,038 CHEVRONT COMMON 166764100 21,378 227,164 X 123 192,221 34,943 CHICAGO MER COMMON 167760107 33,889 234,737 X 123 106,425 1,025 127,287 CHOICE HO COMMON 169905106 5,444 108,525 X 123 73,025 35,500 CHIRON CORP COMMON 170040109 494 11,064 X 123 11,064 CHUBB CORP COMMON 171232101 949 13,913 X 123 5,974 100 7,839 CIENA CORP COMMON 171779101 124 33,400 X 123 33,400 CINCINNATI COMMON 172062101 208 4,777 X 123 3,150 1,627 CINERGY CORP COMMON 172474108 23 600 X 123 600 CIRCUIT CITY COMMON 172737108 92 7,100 X 123 7,100 CISCO SYSTEM COMMON 17275R102 201,694 8,510,316 X 123 2,949,857 75,045 5,485,414 CITIGROUP INC COMMON 172967101 132,918 2,858,451 X 123 1,398,354 27,344 1,432,753 CITIZEN COMMON 17453B101 15,852 1,310,075 X 123 1,208,350 101,725 CITIZENS F COMMON 17461R106 3,500 147,000 X 123 92,950 54,050 CLARCOR INC COMMON 179895107 18,478 403,450 X 123 333,225 70,225 COACH INC COMMON 189754104 79,923 1,768,597 X 123 618,508 19,750 1,130,339 COCA-COLA COMMON 191216100 6,622 131,183 X 123 26,777 104,406 COCA-COLA COMMON 191219104 50,586 1,744,932 X 123 651,327 19,725 1,073,880 COGNEX CORP COMMON 192422103 889 23,100 X 123 23,100 COGNIZANT COMMON 192446102 6 234 X 123 234 COGNOS INC COMMON 19244C109 4,018 111,125 X 123 107,375 3,750 COHU INC COMMON 192576106 7,269 381,775 X 123 317,075 64,700 COLGATE P COMMON 194162103 696 11,912 X 123 7,900 4,012 COLONIAL COMMON 195493309 106 5,812 X 123 5,812 COLUMBIA A COMMON 197199300 24 999 X 123 999 COMFORT S COMMON 199908104 5,137 803,900 X 123 787,500 16,400 COMCAST CO COMMON 20030N101 46 1,652 X 123 1,652 COMCAST COR COMMON 20030N200 2,033 73,625 X 123 37,125 36,500 COMERICA INC COMMON 200340107 14,779 269,300 X 123 246,000 23,300 COMMERCIAL COMMON 20162L105 5,130 295,343 X 123 290,344 4,999 COMMONWEALTH COMMON 203349105 9,670 216,000 X 123 178,900 37,100 COMMSCOPE INC COMMON 203372107 12,702 592,150 X 123 489,050 103,100 CIA VALE DO ADR 204412209 1 13 X 123 13 COMPUCREDIT COMMON 20478N100 9 500 X 123 500 COMPUTER COMMON 204912109 196 7,000 X 123 7,000 COMPUTER COMMON 205363104 33 720 X 123 720 COMPUWARE COMMON 205638109 13 2,000 X 123 1,000 1,000 COMVERSE COMMON 205862402 5,463 273,958 X 123 261,950 12,008 CONAGRA INC COMMON 205887102 27 1,000 X 123 1,000 CONNETICS CO COMMON 208192104 2,541 125,800 X 123 28,750 81,550 15,500 CONOCOPHI COMMON 20825C104 64,014 839,091 X 123 524,710 6,464 307,917 CONSTELLATIO COMMON 210371100 13,819 364,610 X 123 331,330 33,280 CONVERGYS C COMMON 212485106 95 6,150 X 123 6,150 COOPER TIRE COMMON 216831107 17,652 767,475 X 123 640,650 126,825 CORNING INC COMMON 219350105 69,476 5,319,788 X 123 1,548,675 38,425 3,732,688 CORNING INC CV BND 219350AK1 73,398 3,983,670 X 123 3,210,027 156,072 617,571 CORPORATE COMMON 21988R102 5,384 93,170 X 123 34,575 33,150 25,445 CORPORATE COMMON 22002T108 15,263 614,225 X 123 507,450 106,775 COST PL COMMON 221485105 7,548 232,600 X 123 192,100 40,500 COSTCO WHOL COMMON 22160K105 54 1,315 X 123 1,315 COSTAR GROUP COMMON 22160N109 9,951 216,650 X 123 80,950 75,350 60,350 COUNTRYWIDE COMMON 222372104 79,737 1,135,050 X 123 301,184 9,097 824,769 COVAD COMMUN COMMON 222814204 112 46,771 X 123 40,075 4,731 1,965 COVANCE INC COMMON 222816100 9,964 258,268 X 123 252,100 6,168 CROSS TIM COMMON 22757R109 14 X 123 14 CUMMINS CA CV PFD 231029307 31,062 441,535 X 123 379,999 15,779 45,758 CYMER INC COMMON 232572107 56 1,500 X 123 1,500 CYPRESS SEMIC COMMON 232806109 39 2,725 X 123 2,725 CYTEC INDS COMMON 232820100 17,431 383,525 X 123 314,225 69,300 CYTOKINETI COMMON 23282W100 1,700 114,495 X 123 61,550 52,945 DST SYSTEMS COMMON 233326107 19,253 400,355 X 123 365,825 34,530 DSP GROUP INC COMMON 23332B106 12,432 456,375 X 123 381,400 74,975 DTE ENERGY CO COMMON 233331107 61 1,500 X 123 1,500 DADE BEHRING COMMON 23342J206 13,301 279,900 X 123 236,625 43,275 DAKTRONI COMMON 234264109 571 22,875 X 123 14,450 8,425 DANA CORP COMMON 235811106 11,476 585,525 X 123 478,125 107,400 DANAHER CORP COMMON 235851102 114,518 2,208,639 X 123 894,792 23,025 1,290,822 DARDEN REST COMMON 237194105 212 10,325 X 123 -4,225 14,550 DATASTREA COMMON 238124101 1,811 279,400 X 123 279,400 DEAN FOODS COMMON 242370104 154 4,125 X 123 4,125 DECKERS COMMON 243537107 545 18,475 X 123 18,475 DEERE & CO COMMON 244199105 2,829 40,339 X 123 39,539 800 DEL MONT COMMON 24522P103 1 66 X 123 66 DELL INC COMMON 24702R101 118,879 3,318,799 X 123 1,253,300 32,250 2,033,249 DELPHI COMMON 247131105 17,529 393,917 X 123 304,383 89,534 DENBURY COMMON 247916208 10,172 485,550 X 123 173,900 178,650 133,000 DELUXE CORP COMMON 248019101 200 4,600 X 123 4,600 DENDREON CORP COMMON 24823Q107 3,623 295,740 X 123 97,450 128,200 70,090 DEVELOPERS COMMON 251591103 18,825 532,225 X 123 400,375 1,425 130,425 DEVON EN COMMON 25179M103 19,951 302,289 X 123 220,013 3,100 79,176 DEVON ENE CV BND 25179MAA1 20,213 182,835 X 123 179,570 3,265 DEVON ENE CV BND 25179MAB9 26,972 245,465 X 123 233,571 11,894 DIAGEO ADR 25243Q205 X 123 DIAMONDC COMMON 25278P106 35 4,075 X 123 4,075 DICTAPHONE WTS 253588115 4 48,724 X 123 48,724 DIEBOLD INC COMMON 253651103 4,543 85,924 X 123 82,089 3,835 DIGIRAD CORP COMMON 253827109 1,742 175,080 X 123 90,150 84,930 DIGITAS INC COMMON 25388K104 6,901 625,700 X 123 223,000 231,025 171,675 DIONEX CORP COMMON 254546104 70 1,275 X 123 1,275 THE DIRECTV COMMON 25459L106 20,283 1,186,123 X 123 1,091,668 94,455 THE WALT DI COMMON 254687106 2,005 78,656 X 123 42,775 35,881 DIXIE GROUP CV BND 255519AA8 1,265 44,441 X 123 39,752 4,689 DOLLAR GENER COMMON 256669102 371 18,950 X 123 18,950 DOMINION COMMON 25746Q108 244 8,000 X 123 8,000 DOMINION COMMON 25746U109 11,177 177,181 X 123 108,515 900 67,766 DONEGAL GR COMMON 257701201 3,378 168,575 X 123 111,000 57,575 RR DONNELL COMMON 257867101 915 27,709 X 123 26,550 1,159 DOVER CORP COMMON 260003108 50,126 1,190,630 X 123 600,236 12,375 578,019 DOVER DOWN COMMON 260095104 6,481 576,055 X 123 477,285 98,770 DOW CHEMICAL COMMON 260543103 22,222 546,004 X 123 75,401 10,725 459,878 DUPONT E I COMMON 263534109 4,161 93,678 X 123 38,200 2,800 52,678 DUKE ENE COMMON 264399106 5,741 282,941 X 123 282,941 DUKE REALTY COMMON 264411505 11 358 X 123 358 DUN & BRA COMMON 2.6483E+104 3,629 67,311 X 123 65,475 1,836 DUNES HOT COMMON 265440107 25 X 123 25 EGL INC COMMON 268484102 8,155 306,595 X 123 113,100 106,075 87,420 EMC CORP COMMON 268648102 7,236 634,757 X 123 325,590 5,056 304,111 EOG RESOURC COMMON 26875P101 1,000 16,750 X 123 16,250 500 EPIX MEDICA COMMON 26881Q101 4,688 222,168 X 123 77,575 82,650 61,943 E*TRADE GROUP CV BND 269246AB0 17 720 X 123 720 EAGLE MATERI COMMON 26969P108 11,210 157,840 X 123 128,850 28,990 EAST WEST COMMON 27579R104 15,709 511,690 X 123 400,650 111,040 EASTMAN CH COMMON 277432100 19 412 X 123 150 262 EATON CORP COMMON 278058102 824 12,726 X 123 3,100 9,626 EBAY INC COMMON 278642103 109,948 1,195,737 X 123 370,743 8,300 816,694 EBOOKERS S ADR 278725106 753 76,050 X 123 76,050 ECOLAB INC COMMON 278865100 1,166 36,768 X 123 15,200 21,568 ECOLLEGEC COMMON 2.7887E104 36 2,230 X 123 2,175 55 EDWARDS LIFE COMMON 2.8176E112 4,433 127,203 X 123 124,195 3,008 EDUCATIO COMMON 281902106 100 X 123 100 EL PASO COR COMMON 28336L109 8 1,000 X 123 1,000 ELAN CO ADR 284131208 1,510 61,050 X 123 61,050 ELECTRONIC COMMON 285512109 49,333 904,360 X 123 399,480 7,725 497,155 ELECTRO COMMON 286082102 17,089 604,700 X 123 496,600 108,100 ELECTROSOU COMMON 286150206 5 X 123 5 ELKCORP COMMON 287456107 13,032 544,375 X 123 449,700 94,675 EMBARCA COMMON 290787100 1,905 154,100 X 123 83,075 71,025 EMBRAER AIR ADR 29081M102 1,828 63,951 X 123 60,494 3,457 EMERSON ELEC COMMON 291011104 878 13,810 X 123 350 13,460 ENCANA CORP COMMON 292505104 1 X 123 1 ENERGEN CORP COMMON 29265N108 6,200 129,200 X 123 107,050 22,150 ENERGY EAST COMMON 29266M109 141 5,816 X 123 5,816 ENERGY PA COMMON 29270U105 2,393 156,400 X 123 128,950 27,450 ENGINEERE COMMON 292866100 48 825 X 123 825 ENRON CORP COMMON 293561106 286 X 123 286 ENTEGRIS INC COMMON 29362U104 4,035 348,732 X 123 343,000 5,732 ENTERGY COMMON 29364G103 448 8,000 X 123 4,200 3,800 EON LABS INC COMMON 2.9412E+104 5,826 142,350 X 123 138,300 4,050 EQUIFAX INC COMMON 294429105 54 2,200 X 123 2,200 EQUITABLE RE COMMON 294549100 8 150 X 123 150 EQUITY OFFICE COMMON 294741103 138 5,088 X 123 5,088 EQUITY RESID COMMON 29476L107 42 1,400 X 123 1,400 ERESE COMMON 29481V108 13,533 483,316 X 123 272,572 108,650 102,094 LM ERICSSO ADR 294821608 3,486 116,498 X 123 112,673 3,825 ESCO TECHN COMMON 296315104 13,854 259,625 X 123 214,275 45,350 ESPE COMMON 296643109 56 3,175 X 123 3,175 KEPPEL CORP COMMON 29871A193 1,191 291,000 X 123 275,000 16,000 EURONET WORL COMMON 298736109 4,387 189,675 X 123 59,475 74,250 55,950 EVERGREEN RES COMMON 299900308 14,240 352,483 X 123 313,350 39,133 EXCEL TECHN COMMON 30067T103 8,110 243,900 X 123 201,650 42,250 EXELON CORP COMMON 30161N101 55,602 1,670,245 X 123 728,775 12,450 929,020 EXPONENT INC COMMON 30214U102 4,388 163,293 X 123 160,675 2,618 EXPRESS SC COMMON 302182100 32 400 X 123 300 100 EXXON MOBIL COMMON 30231G102 146,856 3,306,828 X 123 1,617,424 33,675 1,655,729 FLIR SYSTEMS COMMON 302445101 5,410 98,550 X 123 22,450 63,775 12,325 FMC TECHNO COMMON 30249U101 6,844 237,623 X 123 233,450 4,173 FPL GROUP INC COMMON 302571104 93 1,459 X 123 1,459 FAIRCHILD COMMON 303726103 3,929 239,983 X 123 236,400 3,583 FAIRMONT H COMMON 305204109 12,210 453,063 X 123 449,500 3,563 FREDDIE MAC COMMON 313400301 945 14,930 X 123 11,950 2,980 FANNIE MAE COMMON 313586109 5,331 74,712 X 123 27,929 46,783 FEDERAL SI COMMON 313855108 8,622 463,300 X 123 383,350 79,950 FEDERATED COMMON 31410H101 17,194 350,175 X 123 41,275 4,275 304,625 FERRO CORP COMMON 315405100 6,479 242,850 X 123 200,850 42,000 F5 NETWORKS COMMON 315616102 7,010 264,715 X 123 101,250 83,875 79,590 FIDELITY NAT COMMON 316326107 5 123 X 123 123 FIFTH THIRD COMMON 316773100 285 5,306 X 123 1,429 3,877 FIRST DA COMMON 319963104 37,427 840,669 X 123 653,144 5,325 182,200 FIRST DEFIAN COMMON 32006W106 11 500 X 123 500 FIRST HOR COMMON 320517105 1,232 27,100 X 123 14,600 12,500 FIRST MIDW COMMON 320867104 12,492 354,775 X 123 292,950 61,825 FIRST NIAG COMMON 33582V108 1,789 149,048 X 123 124,036 25,012 FIRST POT COMMON 33610F109 2,812 146,700 X 123 146,700 FISERV INC COMMON 337738108 4,434 114,018 X 123 550 113,468 FIRSTENERGY COMMON 337932107 32,099 858,045 X 123 416,375 5,750 435,920 FISHER SCIE COMMON 338032204 3,891 67,368 X 123 65,925 1,443 FLUOR COR COMMON 343412102 966 20,260 X 123 19,960 300 FOMENTO ADR 344419106 100 2,175 X 123 2,175 FOREST LABS COMMON 345838106 304 5,365 X 123 4,230 1,135 FORMFACTOR COMMON 346375108 67 3,000 X 123 3,000 FOSSIL INC COMMON 349882100 9,654 354,284 X 123 292,684 61,600 FRANKLIN F Closed 353531106 1 155 X 123 155 FRANKLIN RE COMMON 354613101 68 1,350 X 123 1,350 GSI LUM COMMON 36229U102 97 5,750 X 123 5,750 GALLAGHER COMMON 363576109 61 2,000 X 123 2,000 GANNETT CO COMMON 364730101 3,365 39,660 X 123 21,110 18,550 GAP INC COMMON 364760108 14,148 583,420 X 123 534,065 49,355 OAO GAZPROM COMMON 368287108 1,123 39,130 X 123 39,130 OAO GAZP ADR 368287207 73 2,550 X 123 2,550 GEN PROBE COMMON 36866T103 2,366 50,000 X 123 48,550 1,450 GENENTECH COMMON 368710406 81,364 1,447,766 X 123 434,087 10,100 1,003,579 GENERAL ELE COMMON 369604103 179,182 5,530,311 X 123 1,968,524 52,061 3,509,726 GENERAL GRO COMMON 370021107 136 4,600 X 123 4,600 GEN MILLS COMMON 370334104 1,088 22,888 X 123 2,555 20,333 GENESEE & COMMON 371559105 15,926 671,983 X 123 557,121 114,862 GENUINE COMMON 372460105 60 1,519 X 123 1,519 GENZYME COR COMMON 372917104 100 2,104 X 123 604 1,500 GEORGIA PAC COMMON 373298108 11 300 X 123 300 GETTY IMAGE COMMON 374276103 5,735 95,575 X 123 92,850 2,725 GETTY REALTY COMMON 374297109 25 1,000 X 123 1,000 GILEAD SCIENC COMMON 375558103 44,997 671,596 X 123 186,475 7,600 477,521 GILLETTE CO COMMON 375766102 92,264 2,176,037 X 123 657,480 21,900 1,496,657 GLAXOSMI ADR 37733W105 1,816 43,806 X 123 24,173 19,633 GLOBAL IM COMMON 37934A100 13,281 362,275 X 123 299,175 63,100 GLOBAL PAY COMMON 37940X102 52 1,150 X 123 1,150 GOLDMAN S COMMON 38141G104 24,712 262,447 X 123 185,195 5,125 72,127 GRAINGER COMMON 384802104 138 2,400 X 123 2,400 GRANT PRID COMMON 38821G101 59 3,217 X 123 2,500 717 GRAY TEL COMMON 389375106 2,429 174,900 X 123 110,525 64,375 GREAT COMMON 390568103 6,626 244,850 X 123 202,025 42,825 GREY WOLF COMMON 397888108 9,075 2,140,425 X 123 1,764,275 376,150 GUIDANT COMMON 401698105 26,480 473,867 X 123 148,158 5,800 319,909 GUITAR CE COMMON 402040109 9,258 208,195 X 123 77,750 74,725 55,720 H & Q HEA Closed 404052102 26 1,486 X 123 1,486 HCA INC COMMON 404119109 249 5,975 X 123 5,975 HSBC HOLD ADR 404280406 350 4,672 X 123 3,539 1,133 HALLIBUR COMMON 406216101 40,561 1,340,405 X 123 717,275 7,725 615,405 HANOVER COMMON 410768105 22 1,890 X 123 1,890 HARLEY D COMMON 412822108 20,770 335,318 X 123 232,221 4,225 98,872 HARMAN INTL COMMON 413086109 4,509 49,550 X 123 46,900 2,650 HARRAH'S E COMMON 413619107 123 2,275 X 123 2,275 HARRIS CORP COMMON 413875105 24,206 476,961 X 123 373,010 4,075 99,876 HARRIS INT COMMON 414549105 44 6,475 X 123 6,475 HARSCO CORP COMMON 415864107 7,212 153,450 X 123 153,450 HARTE HA COMMON 416196103 13,982 572,800 X 123 474,400 98,400 HARTFORD COMMON 416515104 890 12,950 X 123 500 12,450 HASBRO INC COMMON 418056107 20,611 1,084,790 X 123 994,625 90,165 HEALTH COMMON 421915109 1,837 76,400 X 123 47,000 1,800 27,600 HEALTH COMMON 421933102 22 1,000 X 123 1,000 HEADWATE COMMON 42210P102 69 2,650 X 123 2,650 HEALTHEX COMMON 422211102 3,851 232,430 X 123 125,475 106,955 HEIDRICK COMMON 422819102 5,939 200,100 X 123 65,600 86,275 48,225 HEINZ H J COMMON 423074103 6 150 X 123 150 HERSHEY COMMON 427866108 298 6,430 X 123 80 6,350 HEWLETT COMMON 428236103 30,688 1,454,385 X 123 1,288,270 3,499 162,616 HIGH INCOM Closed 42967Q105 936 143,100 X 123 143,100 HIGHLAND H COMMON 430141101 6,195 616,450 X 123 511,050 105,400 HILLENBRAND COMMON 431573104 5,436 89,925 X 123 88,025 1,900 HOME DEPOT COMMON 437076102 1,593 45,250 X 123 25,400 19,850 HONEYWELL COMMON 438516106 32,351 883,171 X 123 795,081 88,090 HORMEL FOODS COMMON 440452100 2,984 95,938 X 123 94,200 1,738 HOSPIRA INC COMMON 441060100 302 10,955 X 123 7,821 3,134 HOST MARR CV PFD 441079407 8,701 553,780 X 123 534,908 18,871 HUBBELL INC COMMON 443510201 168 3,600 X 123 3,000 600 HUDSON H COMMON 443792106 53 1,725 X 123 1,725 HUGHES SU COMMON 444482103 13,327 226,150 X 123 186,825 39,325 HUMAN GE COMMON 444903108 3 300 X 123 300 HUMAN GEN CV BND 444903AG3 25,463 248,036 X 123 170,319 26,941 50,776 HUMAN GENO CV BND 444903AH1 20,056 195,369 X 123 138,018 9,498 47,854 HYDRIL CO COMMON 448774109 14,823 470,575 X 123 389,350 81,225 IDT CORP COMMON 448947309 60 3,250 X 123 3,250 HYPERION SO COMMON 44914M104 5,762 131,800 X 123 108,850 22,950 IMS HEALTH COMMON 449934108 50 2,146 X 123 2,146 ISTAR FIN COMMON 45031U101 6,307 157,668 X 123 151,750 5,918 IBERIABANK COMMON 450828108 6,118 103,375 X 123 68,900 34,475 IDACORP INC COMMON 451107106 30 1,100 X 123 1,100 IDEX CORP COMMON 45167R104 15,437 449,397 X 123 379,910 69,487 ILLINOIS TOO COMMON 452308109 27,368 285,408 X 123 206,202 2,625 76,581 IMATION CORP COMMON 45245A107 9,626 225,900 X 123 186,675 39,225 IMCLONE COMMON 45245W109 2,533 29,525 X 123 28,700 825 IMAGISTI COMMON 45247T104 3 80 X 123 80 IMPAX LABOR COMMON 45256B101 7,804 402,705 X 123 145,100 148,450 109,155 INDEPEND COMMON 453414104 12,149 333,775 X 123 275,800 57,975 INDEPEND COMMON 453838104 6,092 239,824 X 123 239,824 INET TECH COMMON 45662V105 10,500 842,000 X 123 694,025 147,975 INFINITY COMMON 45665Q103 40 1,225 X 123 1,225 INFOSPACE INC COMMON 45678T201 9,554 251,145 X 123 91,850 88,300 70,995 ING GROEP NV COMMON 456837103 2 100 X 123 100 INHALE THER CV BND 457191AH7 15,831 328,082 X 123 248,811 19,421 59,849 INPUT/OU COMMON 457652105 12,235 1,475,875 X 123 1,217,625 258,250 INTEL CORP COMMON 458140100 122,747 4,447,352 X 123 1,459,005 38,275 2,950,072 INTER-TEL INC COMMON 458372109 11,864 475,150 X 123 392,450 82,700 INTERFACE INC COMMON 458665106 2,363 270,685 X 123 262,909 7,776 INTERMAGNE COMMON 458771102 14,376 422,450 X 123 349,250 73,200 IBM COMMON 459200101 5,662 64,234 X 123 44,814 19,420 INTL FLAV & COMMON 459506101 39 1,050 X 123 1,050 INTL GAME T COMMON 459902102 33,850 876,947 X 123 371,659 4,275 501,013 INTL PAPER COMMON 460146103 26,710 597,530 X 123 504,540 2,275 90,715 INTRAWEST COMMON 460915200 317 19,900 X 123 19,900 INVITR COMMON 46185R100 7,670 106,545 X 123 104,225 2,320 IPAYMENT INC COMMON 4.6262E109 6,312 153,950 X 123 50,050 59,600 44,300 ITRON INC COMMON 465741106 4,407 192,090 X 123 67,000 71,725 53,365 IVAX CORP CVT CV BND 465823AG7 6,718 169,438 X 123 92,434 999 76,005 J & J S COMMON 466032109 4,140 101,400 X 123 84,250 17,150 JDS UNIPHASE COMMON 46612J101 8 2,000 X 123 2,000 JP MORGA COMMON 46625H100 74,951 1,933,231 X 123 1,251,239 11,950 670,042 JABIL CIRCU COMMON 466313103 44 1,740 X 123 1,740 JETBLUE COMMON 477143101 7 225 X 123 225 JOHNSON & COMMON 478160104 83,343 1,496,289 X 123 525,867 7,050 963,372 JONES AP COMMON 480074103 28,607 724,600 X 123 227,550 9,075 487,975 JONES LANG COMMON 48020Q107 3,086 113,890 X 123 60,425 53,465 JOURNAL COMMON 481130102 18,969 1,007,398 X 123 877,900 129,498 JUNIPER COMMON 48203R104 4,178 170,051 X 123 164,550 5,501 KLA-TENCOR COMMON 482480100 141 2,850 X 123 2,850 KAMAN C CV BND 483548AC7 1,291 55,907 X 123 55,907 KANA SOF COMMON 483600300 1 X 123 1 KELLOGG O COMMON 487836108 329 7,850 X 123 7,850 KENNEDY WILS COMMON 489399204 3 500 X 123 500 KERR MCGEE COMMON 492386107 108 2,000 X 123 2,000 KERYX BIOP COMMON 492515101 1,109 87,590 X 123 46,400 41,190 KEYCORP (NEW) COMMON 493267108 414 13,866 X 123 5,722 8,144 KEYSPAN ENE COMMON 49337W100 169 4,600 X 123 4,600 KIMBERLY COMMON 494368103 4,089 62,065 X 123 36,830 25,235 KINDER MOR COMMON 49455P101 363 6,125 X 123 4,100 2,025 KINETIC CO COMMON 49460W208 47 950 X 123 950 KMART HOLD COMMON 498780105 8,533 118,840 X 123 114,375 4,465 KNIGHT RI COMMON 499040103 10,056 139,670 X 123 126,075 13,595 KOHLS CORP COMMON 500255104 7,898 186,805 X 123 95,455 3,800 87,550 PHILIPS ELEC ADR 500472303 164 6,042 X 123 5,249 793 KOPIN CORP COMMON 500600101 36 7,000 X 123 7,000 KORN/ FER COMMON 500643200 1,519 78,425 X 123 40,900 37,525 KOSS CORP COMMON 500692108 32 1,500 X 123 1,500 KRAFT FOO COMMON 50075N104 501 15,800 X 123 450 15,350 KROGER COMMON 501044101 36 2,000 X 123 1,000 1,000 KYPHON INC COMMON 501577100 4,999 177,410 X 123 64,150 64,925 48,335 LSI LOCI CV BND 502161AG7 22,021 855,316 X 123 552,607 50,230 252,479 L-3 COMM COMMON 502424104 47 700 X 123 600 100 LA QUINTA COMMON 50419U202 7,690 915,450 X 123 897,900 17,550 LAIDLAW INTL COMMON 50730R102 13,397 1,033,705 X 123 915,475 118,230 LAM RESE COMMON 512807108 24,308 907,000 X 123 517,475 4,750 384,775 LAMAR AD COMMON 512815101 6,638 153,128 X 123 147,650 5,478 LANDEC CORP COMMON 514766104 46 6,700 X 123 6,700 LANDSTAR COMMON 515098101 16,062 303,800 X 123 251,050 52,750 LASALLE HES COMMON 517942108 15,225 623,975 X 123 517,000 106,975 LASERSCOPE COMMON 518081104 6,052 219,680 X 123 77,925 81,300 60,455 ESTEE LAUD COMMON 518439104 17 350 X 123 350 LAUREATE E COMMON 518613104 5,474 143,150 X 123 32,825 92,625 17,700 LEGGETT & P COMMON 524660107 24,417 914,149 X 123 609,827 10,225 294,097 LEGG MASON COMMON 524901105 1,382 15,182 X 123 5,650 3,075 6,457 LEHMAN BR COMMON 524908100 58,004 770,813 X 123 413,773 5,900 351,140 LENNOX IN COMMON 526107107 19,042 1,052,025 X 123 869,250 182,775 LEVITT CORP COMMON 52742P108 8,718 338,430 X 123 281,506 56,924 LEXMARK COMMON 529771107 2,323 24,065 X 123 12,725 11,340 LIBERTY CV BND 530715AR2 22 464 X 123 464 LIFEPOINT COMMON 53219L109 66 1,775 X 123 1,775 LILLY ELI COMMON 532457108 7,969 113,990 X 123 66,085 3,185 44,720 LINCOLN E COMMON 533900106 48 1,400 X 123 1,400 LINCOLN COMMON 534187109 281 5,950 X 123 1,500 4,450 LINEAR TECH COMMON 535678106 2,574 65,225 X 123 52,725 12,500 LITTELFUS COMMON 537008104 6,446 151,995 X 123 52,175 57,200 42,620 LIZ CLAIBOR COMMON 539320101 417 11,600 X 123 11,600 LOCKHEED M COMMON 539830109 10 200 X 123 200 LOEWS C CV BND 540424AL2 104,335 1,677,627 X 123 1,628,671 23,986 24,970 LONGVIEW COMMON 543213102 295 20,000 X 123 20,000 LOWES COS COMMON 548661107 37,558 714,702 X 123 252,037 5,750 456,915 LUCENT TE CV PFD 549462307 37,334 6,536,984 X 123 5,644,629 56,818 835,537 LUCENT COMMON 549463107 2 420 X 123 420 LUMINENT COMMON 550278303 3,597 299,770 X 123 294,800 4,970 LYDALL INC COMMON 550819106 2,414 247,125 X 123 155,850 91,275 MAF BANCORP COMMON 55261R108 24 553 X 123 553 MBNA CORP COMMON 55262L100 56,337 2,184,437 X 123 596,099 29,650 1,558,688 MDU RE COMMON 552690109 268 11,137 X 123 11,137 MDC PARTNE COMMON 552697104 66 5,500 X 123 2,500 3,000 MGIC INVT COMMON 552848103 167 2,200 X 123 2,200 MGI PHARMA COMMON 552880106 4,037 149,450 X 123 87,075 50,625 11,750 MRO SOFTWAR COMMON 55347W105 2,843 208,875 X 123 174,450 34,425 MSC SOFT COMMON 553531104 5,236 585,025 X 123 481,725 103,300 MACDER COMMON 554273102 64 1,900 X 123 1,900 MACERICH COMMON 554382101 14,745 308,025 X 123 257,125 50,900 MACROV COMMON 555904101 7,078 282,785 X 123 101,275 104,525 76,985 MACROMEDIA COMMON 556100105 2,852 116,175 X 123 31,600 70,875 13,700 MANDALAY COMMON 562567107 233 3,389 X 123 2,983 406 MARINEMAX INC COMMON 567908108 578 20,150 X 123 20,150 MARLIN BUSINE COMMON 571157106 1,914 127,335 X 123 70,900 56,435 MARSH & M COMMON 571748102 2,323 51,191 X 123 7,070 44,121 MARSHALL & IL COMMON 571834100 2,571 65,765 X 123 31,968 2,000 31,797 MARRIOTT INTE COMMON 571903202 111 2,225 X 123 1,300 925 MARTEK COMMON 572901106 66 1,175 X 123 1,175 MARTIN MARI COMMON 573284106 44 1,000 X 123 1,000 MARVEL EN COMMON 57383M108 933 47,787 X 123 47,787 MASCO CORP COMMON 574599106 29,691 952,255 X 123 820,160 250 131,845 MAXTOR CO CV BND 577729AA4 49,930 9,503,783 X 123 7,445,040 533,488 1,525,255 MAXIM IN COMMON 57772K101 44,061 840,546 X 123 397,849 12,975 429,722 MAY DEPT COMMON 577778103 74 2,680 X 123 -4,320 7,000 MCDATA CORP COMMON 580031201 7 X 123 7 MCDONALDS COMMON 580135101 29,268 1,125,706 X 123 1,015,905 109,801 MCG CAPIT COMMON 58047P107 55 3,600 X 123 3,600 MCGRAW COMMON 580645109 10,957 143,092 X 123 132,427 10,665 MCKESSON CORP COMMON 58155Q103 32,281 940,315 X 123 862,325 77,990 MEDCO HEA COMMON 58405U102 742 19,785 X 123 10,682 9,103 MEDICIS PHA COMMON 584690309 109 2,725 X 123 2,725 MEDIMMUNE INC COMMON 584699102 13 570 X 123 570 MEDTRONIC INC COMMON 585055106 24,408 500,976 X 123 290,925 4,100 205,951 MELLON FINA COMMON 58551A108 20,684 705,221 X 123 649,121 56,100 MEMB COMMON 586002107 2,426 81,900 X 123 67,525 14,375 THE MENS COMMON 587118100 14,252 540,050 X 123 445,125 94,925 MERCK & CO COMMON 589331107 11,046 232,542 X 123 133,668 98,874 MERCURY I COMMON 589405109 4,485 90,000 X 123 87,375 2,625 MERRILL L COMMON 590188108 36 675 X 123 525 150 MERRILL DJ COMMON 59021J794 275 30,000 X 123 30,000 METALS U COMMON 591324207 10,143 567,275 X 123 359,975 207,300 MICROSOFT COMMON 594918104 73,250 2,564,773 X 123 1,009,419 23,709 1,531,645 MICROCHIP COMMON 595017104 16 500 X 123 500 MICROSEMI COMMON 595137100 6,592 463,885 X 123 154,600 194,875 114,410 S & P MI COMMON 595635103 44 400 X 123 400 MILLENNIUM COMMON 599903101 4,039 233,200 X 123 193,050 40,150 MILLER (HER COMMON 600544100 168 5,800 X 123 5,800 MOBILI COMMON 60741U101 2,697 320,365 X 123 172,700 147,665 MODEM ME COMMON 607533106 821 156,100 X 123 98,475 57,625 MOHAWK I COMMON 608190104 1,633 22,265 X 123 20,225 2,040 MONACO C COMMON 60886R103 15,228 540,575 X 123 447,275 93,300 MONSANTO COMMON 61166W101 194 5,049 X 123 1,574 3,475 MONSTER W COMMON 611742107 66 2,575 X 123 2,575 MOODYS CORP COMMON 615369105 31,010 479,589 X 123 190,504 6,750 282,335 MOOG IN COMMON 615394202 14,943 402,669 X 123 333,095 69,574 MORAN ENER CV BND 616457AC1 806 46,864 X 123 21,950 10,889 14,025 MORGAN STA COMMON 617446448 5,691 107,850 X 123 45,000 1,000 61,850 MORGAN STAN Closed 61744H105 2,094 252,900 X 123 252,900 MOTOROLA I COMMON 620076109 69,857 3,827,772 X 123 1,946,067 14,850 1,866,855 MOVADO C COMMON 624580106 5,663 328,300 X 123 207,250 121,050 MULTIM COMMON 625453105 3,457 128,895 X 123 72,025 56,870 MUNICIP COMMON 62624B101 146 6,275 X 123 6,275 MYLAN COMMON 628530107 292 14,400 X 123 14,400 NBTY INC COMMON 628782104 971 33,050 X 123 33,050 NMS COM COMMON 629248105 2,286 309,735 X 123 169,800 139,935 NRG ENERG COMMON 629377508 5,606 226,060 X 123 215,900 10,160 NTL INC COMMON 62940M104 125 2,175 X 123 2,175 NYMAGIC INC COMMON 629484106 4,129 156,400 X 123 98,650 57,750 NASDAQ-100 COMMON 631100104 94 2,500 X 123 500 2,000 NATIONAL CI COMMON 635405103 21,048 601,186 X 123 435,151 6,300 159,735 NATIONAL COMMON 63607P208 18,796 532,905 X 123 376,350 50,775 105,780 NATIONAL COMMON 637640103 80 3,650 X 123 3,650 NAVIGANT COMMON 63935N107 7,070 329,780 X 123 120,350 117,525 91,905 NEIMAN COMMON 640204202 1,028 18,479 X 123 18,479 NEKTAR T COMMON 640268108 38 1,925 X 123 1,925 NELNET COMMON 64031N108 6,768 381,300 X 123 315,700 65,600 NETFLIX. COMMON 64110L106 8,802 244,850 X 123 133,925 90,600 20,325 NEW JERS COMMON 646025106 83 2,000 X 123 2,000 NEW YORK COMMON 649445103 134 6,851 X 123 4,050 200 2,601 NEW YORK COMMON 650111107 36 800 X 123 200 600 NEWCAS COMMON 65105M108 14,917 498,050 X 123 410,875 87,175 NEWELL F CV PFD 651195307 25,599 567,484 X 123 547,261 9,865 10,358 NEWS CO ADR 652487703 1,126 31,800 X 123 29,400 2,400 NEWS CO ADR 652487802 22,166 674,139 X 123 628,485 45,654 NEXTEL COM COMMON 65332V103 74,877 2,808,589 X 123 996,887 21,175 1,790,527 NEXTEL COMM CV BND 65332VAY9 41,297 256,502 X 123 245,347 8,131 3,024 NEXTEL PAR COMMON 65333F107 5,419 340,400 X 123 330,950 9,450 NIKE COMMON 654106103 2,433 32,115 X 123 31,715 400 NOKIA COR ADR 654902204 6,970 479,333 X 123 371,483 9,300 98,550 NORDSTROM COMMON 655664100 53,292 1,250,685 X 123 384,352 9,100 857,233 NORFOLK S COMMON 655844108 1,904 71,780 X 123 54,430 17,350 NORTEL NET COMMON 656568102 635 127,300 X 123 127,300 NORTEL CV BND 656568AB8 78,505 8,199,000 X 123 5,645,000 567,000 1,987,000 NORTH FOR COMMON 659424105 160 4,200 X 123 1,500 2,700 NORTHER COMMON 665859104 59 1,400 X 123 1,400 NORTHRO COMMON 666807102 51,068 950,994 X 123 830,720 3,750 116,524 NORTHWEST COMMON 667655104 32 1,050 X 123 1,050 NOVATEL COMMON 66987M604 4,836 182,500 X 123 63,575 68,075 50,850 NSTAR COMMON 6.7019E+111 192 4,000 X 123 4,000 NVIDIA CORP COMMON 67066G104 8 400 X 123 400 O CHARL COMMON 670823103 10,050 584,650 X 123 484,400 100,250 OGE ENE COMMON 670837103 38 1,500 X 123 1,500 OSI PHARMAC COMMON 671040103 46 650 X 123 650 OCTUS INC COMMON 675742407 241 X 123 241 OFFSHORE LOG COMMON 676255102 17 600 X 123 600 OHIO CASU COMMON 677240103 10,345 513,900 X 123 425,725 88,175 OLD DOMINI COMMON 679580100 17,391 589,925 X 123 446,460 143,465 OLD REPUBLI COMMON 680223104 4,507 189,989 X 123 186,574 3,415 OMNICARE INC COMMON 681904108 7,248 169,308 X 123 163,675 5,633 OMNICOM GROUP COMMON 681919106 1,506 19,850 X 123 1,900 17,950 ONEOK INC COMMON 682680103 13,356 607,388 X 123 597,500 9,888 ONYX PHA COMMON 683399109 2,738 64,630 X 123 53,825 10,805 OPEN TEXT CORP COMMON 683715106 5,563 174,400 X 123 42,750 108,125 23,525 ORACLE CORP COMMON 68389X105 32,047 2,686,274 X 123 342,839 48,675 2,294,760 ORIENTAL FINA COMMON 68618W100 5,710 210,925 X 123 210,925 OWENS-ILLIN CV PFD 690768502 15,282 431,556 X 123 396,676 24,202 10,677 P G & E CORP COMMON 69331C108 94 3,375 X 123 200 3,175 THE PMI GROUP COMMON 69344M101 104 2,400 X 123 2,400 PNC FINANC COMMON 693475105 11,498 216,620 X 123 196,800 19,820 POHANG IRO ADR 693483109 124 3,700 X 123 3,700 PACIFIC CAPI COMMON 69404P101 31 1,087 X 123 1,087 PACKAGING C COMMON 695156109 24 1,000 X 123 1,000 PACTIV CORP COMMON 695257105 6,343 254,333 X 123 250,250 4,083 PALOMAR COMMON 697529303 1,933 115,150 X 123 62,925 52,225 PAR PHARMA COMMON 69888P106 12,989 368,900 X 123 304,075 64,825 PARK ELE COMMON 700416209 8,223 325,650 X 123 268,625 57,025 PARTY COMMON 702145103 7,710 617,275 X 123 509,250 108,025 PATINA OI COMMON 703224105 8,989 300,936 X 123 248,888 52,048 PATTERSON COMMON 703412106 11 140 X 123 140 PAYLESS SH COMMON 704379106 4,028 270,130 X 123 264,050 6,080 PENNEY J COMMON 708160106 58,318 1,544,430 X 123 903,875 7,875 632,680 PEOPLES E COMMON 711030106 22 533 X 123 533 PEPSICO INC COMMON 713448108 37,547 696,855 X 123 443,802 5,750 247,303 PERFORMANCE COMMON 713755106 2,005 75,540 X 123 73,025 2,515 PERFORMANC COMMON 71376K102 45 4,750 X 123 4,750 PEROT SYSTEM COMMON 714265105 13,393 1,009,250 X 123 835,150 174,100 PERRIGO CO COMMON 714290103 14,521 765,450 X 123 619,600 145,850 PETCO ANI COMMON 716016209 782 24,275 X 123 24,275 PETSMART INC COMMON 716768106 35,259 1,086,556 X 123 402,900 5,275 678,381 PFIZER INC COMMON 717081103 93,613 2,730,820 X 123 1,699,636 27,825 1,003,359 PHELPS DODGE COMMON 717265102 21 275 X 123 275 PHILIPPINE PFD 718252703 107,314 4,018,133 X 123 3,117,908 314,635 585,589 PIMCO STR Closed 72200X104 690 66,300 X 123 66,300 PINNACLE W COMMON 723484101 103 2,550 X 123 2,550 PIPER JAFFR COMMON 724078100 3,015 66,655 X 123 61,826 391 4,438 PITNEY BOWES COMMON 724479100 124 2,800 X 123 1,200 1,600 PLATO LEARNI COMMON 72764Y100 1,134 114,400 X 123 75,026 39,374 PLUM CREEK TI COMMON 729251108 76 2,324 X 123 2,050 274 POGO PRODU COMMON 730448107 4,994 101,093 X 123 66,724 34,369 POLO RALPH COMMON 731572103 391 11,350 X 123 11,350 POSSIS MEDIC COMMON 737407106 5,862 171,660 X 123 61,950 62,550 47,160 PRAXAIR INC COMMON 74005P104 73,410 1,839,390 X 123 1,247,122 10,825 581,443 PRENTISS PRO COMMON 740706106 436 13,000 X 123 8,000 5,000 PRESTON CORP CV BND 741130AA6 11,045 1,944,256 X 123 1,389,457 363,309 191,491 PRICE (T RO COMMON 74144T108 611 12,125 X 123 5,225 4,175 2,725 PRINCIPAL FI COMMON 74251V102 31 900 X 123 100 800 PROASS COMMON 74267C106 10,006 293,350 X 123 242,675 50,675 PROCTER & COMMON 742718109 130,434 2,395,915 X 123 721,860 23,350 1,650,705 PROGRESS COMMON 743263105 112 2,550 X 123 2,550 PROLOGIS COMMON 743410102 72 2,180 X 123 2,180 PROTECTIV COMMON 743674103 21,194 548,079 X 123 475,300 72,779 PROVIDENC COMMON 743815102 5,986 318,550 X 123 201,375 117,175 PROVIDENT B COMMON 74383A109 13,291 1,165,850 X 123 964,450 201,400 PROVIDENT COMMON 74386T105 9,021 514,025 X 123 425,625 88,400 PRUDENTIAL FI COMMON 744320102 798 17,183 X 123 14,908 2,275 PUBLIC STOR COMMON 74460D109 8 X 123 8 PUGET ENE COMMON 745310102 44 2,000 X 123 2,000 PULTE CORP COMMON 745867101 3 55 X 123 55 QLT INC COMMON 746927102 1,149 57,368 X 123 54,818 2,550 QLOGIC CORP COMMON 747277101 11 400 X 123 400 QUAKER CH COMMON 747316107 7,968 288,475 X 123 183,075 105,400 QUALCOMM INC COMMON 747525103 63,983 876,725 X 123 229,688 12,300 634,737 QUEST DIAG COMMON 74834L100 12,265 144,375 X 123 132,625 11,750 QUESTAR CORP COMMON 748356102 3,005 77,768 X 123 76,275 1,493 QUICKSILVER COMMON 74837R104 7,754 115,605 X 123 43,175 38,925 33,505 QUIKSILVER COMMON 74838C106 5,355 224,925 X 123 50,400 146,550 27,975 QWEST COM COMMON 749121109 10,621 2,958,475 X 123 2,719,675 238,800 R H DONNELLEY COMMON 74955W307 27,470 628,038 X 123 536,005 92,033 RLI CORPO COMMON 749607107 11,130 304,925 X 123 258,675 46,250 RPM INC OHIO COMMON 749685103 52 3,432 X 123 3,432 RSA SECU COMMON 749719100 5,988 292,510 X 123 106,700 104,575 81,235 RADIAN GR COMMON 750236101 115 2,400 X 123 2,400 RALCORP HOLDI COMMON 751028101 19,431 552,025 X 123 456,475 95,550 RAMCO GER COMMON 751452202 6,937 286,300 X 123 236,850 49,450 RAYTHEON CO COMMON 755111507 13,632 381,102 X 123 345,232 35,870 RECKSON ASSO COMMON 75621K106 27 1,000 X 123 1,000 RED HAT INC COMMON 756577102 115 5,000 X 123 5,000 REEBOK INTL COMMON 758110100 256 7,125 X 123 7,125 REGAL ENT COMMON 758766109 3,936 217,473 X 123 213,525 3,948 RELIANC COMMON 759509102 19,570 485,375 X 123 399,500 85,875 RELIANT R COMMON 75952B105 7 630 X 123 630 REPSOL ADR ADR 76026T205 13 600 X 123 600 REPUBLIC COMMON 760282103 14 1,031 X 123 1,031 RESEARCH I COMMON 760975102 4,332 63,300 X 123 61,625 1,675 RESMED INC COMMON 761152107 45 875 X 123 875 RESOURCES COMMON 76122Q105 8,207 209,845 X 123 75,075 76,900 57,870 RETEK INC COMMON 76128Q109 6,042 983,975 X 123 811,925 172,050 REUTERS ADR 76132M102 54 1,333 X 123 1,333 RJ REYNOL COMMON 76182K105 254 3,765 X 123 3,765 RICHARD CV BND 763165AB3 16,569 805,959 X 123 516,319 96,026 193,614 ROANOKE ELE COMMON 769841107 2,808 206,480 X 123 201,300 5,180 ROBBINS & COMMON 770196103 5,022 223,700 X 123 192,775 30,925 ROBT HALF COMMON 770323103 4,946 166,125 X 123 161,525 4,600 ROCKWEL COMMON 773903109 162 4,310 X 123 4,310 ROCKWELL COMMON 774341101 120 3,600 X 123 3,600 ROGERS COM CV BND 775109AE1 68,632 2,499,344 X 123 1,998,946 71,314 429,084 ROGERS CORP COMMON 775133101 5,506 78,763 X 123 76,975 1,788 ROHM & HAAS COMMON 775371107 528 12,700 X 123 12,700 ROYAL DUTC ADR 780257804 4,163 80,566 X 123 42,700 200 37,666 RYANAIR HL ADR 783513104 238 7,275 X 123 7,275 SBC COMM COMMON 78387G103 40,102 1,653,679 X 123 813,476 9,950 830,253 SCI SY CV BND 783890AF3 2,127 55,018 X 123 39,299 8,706 7,013 SEMCO EN COMMON 78412D109 1,309 224,950 X 123 146,525 78,425 SLM CORP COMMON 78442P106 271 6,700 X 123 1,575 675 4,450 SABMILLER ADR 78572M105 9 X 123 9 SABRE HOLD COMMON 785905100 26 944 X 123 944 SAFECO CO COMMON 786429100 9 200 X 123 200 SAFEWAY INC COMMON 786514208 158 6,240 X 123 3,915 2,325 SAGA COMMU COMMON 786598102 18,971 1,039,490 X 123 793,515 245,975 ST JUDE ME COMMON 790849103 90,100 1,191,013 X 123 402,414 12,825 775,774 ST PAUL TRAV COMMON 792860108 773 19,058 X 123 34 19,024 SALIX PHAR COMMON 795435106 5,659 171,760 X 123 61,825 63,125 46,810 SAMSUNG E Global 796050888 560 2,726 X 123 2,726 SANDISK CORP COMMON 80004C101 786 36,250 X 123 8,200 28,050 SAP AG SPO ADR 803054204 2,315 55,372 X 123 55,372 SARA LEE COMMON 803111103 72 3,148 X 123 3,148 SCANSOUR COMMON 806037107 6,916 116,400 X 123 96,150 20,250 SCHERING-PLO COMMON 806605101 1,087 58,795 X 123 39,495 19,300 SCHLUMBER COMMON 806857108 665 10,468 X 123 6,060 4,408 SCHOOL SPE COMMON 807863105 6,477 178,375 X 123 147,575 30,800 SCIENTIFIC G COMMON 80874P109 8,471 442,570 X 123 156,375 167,800 118,395 SCOTTS COM COMMON 810186106 11,029 172,650 X 123 142,850 29,800 SCRIPPS CO COMMON 811054204 3,554 33,850 X 123 27,725 2,550 3,575 SCUDDER Closed 81123W101 23 2,000 X 123 2,000 SELECT COM COMMON 81616X103 4,586 161,480 X 123 88,775 72,705 SEMTECH CORP COMMON 816850101 5,122 217,600 X 123 179,825 37,775 SEMPRA ENE COMMON 816851109 14 415 X 123 415 SENIOR HI Clos 8.1721E+111 746 134,100 X 123 134,100 SERO COMMON 817523103 10,054 502,975 X 123 415,250 87,725 SHELL TR ADR 822703609 27 600 X 123 600 SHOPKO COMMON 824911101 6,167 436,150 X 123 363,200 72,950 SIGMA COMMON 826552101 48 800 X 123 800 SIGMATEL INC COMMON 82661W107 3,782 130,135 X 123 47,325 47,475 35,335 SILICON VA COMMON 827064106 5,405 136,325 X 123 31,350 87,975 17,000 SIMON PR COMMON 828806109 28,318 550,728 X 123 463,550 87,178 SIMPSON MA COMMON 829073105 56 1,000 X 123 1,000 SIRIUS SATE COMMON 82966U103 8 2,500 X 123 2,500 SIX FLAG CV PFD 83001P505 3,922 209,945 X 123 149,995 59,950 SMART & FIN COMMON 831683107 7,303 607,575 X 123 401,700 205,875 SMITH INTL COMMON 832110100 3,726 66,825 X 123 64,950 1,875 JM SMUCKER COMMON 832696405 20 446 X 123 322 124 SMURFIT-S COMMON 832727101 14,547 729,195 X 123 533,234 6,400 189,561 SONIC CORP COMMON 835451105 8,007 351,948 X 123 290,748 61,200 SONICWALL COMMON 835470105 5,775 671,471 X 123 243,700 245,150 182,621 SONY CORP ADR 835699307 16 421 X 123 421 SOUTH FIN COMMON 837841105 19,616 692,150 X 123 606,650 85,500 SOUTHERN CO COMMON 842587107 643 22,055 X 123 11,380 10,675 SOUTH COMMON 844030106 9,691 459,725 X 123 379,625 80,100 SOUTHTRUST COMMON 844730101 25,558 658,550 X 123 599,075 59,475 SOUTHWE COMMON 844741108 1,489 88,815 X 123 82,485 6,330 SOUTHWE COMMON 84476R109 46 1,050 X 123 1,050 SOUTHWES COMMON 845467109 68 2,375 X 123 2,375 SOVEREIGN COMMON 845905108 23,120 1,046,175 X 123 945,575 100,600 SPARTECH C COMMON 847220209 11,285 435,050 X 123 360,800 74,250 SPENCER TUR COMMON 848257101 277 25,984 X 123 25,984 SPINNAKER E COMMON 84855W109 83 2,100 X 123 2,100 THE SPORTS A COMMON 84917U109 544 15,150 X 123 15,150 SPRINT CORP COMMON 852061100 250 14,188 X 123 2,500 11,688 STANDARD P COMMON 85375C101 4,009 81,315 X 123 79,600 1,715 STANDARD P COMMON 853790103 4,877 382,531 X 123 241,339 141,192 STANLEY WOR COMMON 854616109 301 6,600 X 123 3,700 2,900 STAPLES INC COMMON 855030102 3,772 128,702 X 123 124,977 3,725 STARBUCKS COMMON 855244109 26,752 615,270 X 123 265,620 4,750 344,900 STARTEK INC COMMON 85569C107 2,733 76,340 X 123 74,450 1,890 STARWOOD HO COMMON 85590A203 39,682 884,767 X 123 387,776 4,075 492,916 STATE BANK O Global 856552104 883 40,489 X 123 40,489 STATE BANK Global 856552203 54 2,470 X 123 2,470 STATE STR COMMON 857477103 22,297 454,660 X 123 52,575 5,475 396,610 STATION CA COMMON 857689103 5,913 122,175 X 123 118,800 3,375 THE STEAK COMMON 857873103 12,973 712,000 X 123 588,725 123,275 STMICROEL ADR 861012102 36 1,625 X 123 500 1,125 STONE ENE COMMON 861642106 14,032 307,175 X 123 253,700 53,475 STORAGE COMMON 862111200 4,728 163,038 X 123 155,975 7,063 STRATEGI COMMON 86272T106 9,423 641,000 X 123 528,450 112,550 STRATOS L COMMON 863100202 5 X 123 5 STRATTEC S COMMON 863111100 75 1,100 X 123 1,100 STRAYER COMMON 863236105 4,816 43,170 X 123 15,725 15,675 11,770 STRYKER C COMMON 863667101 53,921 980,387 X 123 394,610 5,450 580,327 SUN MIC COMMON 866810104 120 27,640 X 123 10,000 17,640 SUNCOR ENE COMMON 867229106 3,017 117,815 X 123 117,815 SUNGARD DA COMMON 867363103 42,480 1,633,847 X 123 1,292,443 8,075 333,329 SUNOCO INC COMMON 86764P109 64 1,000 X 123 1,000 SUNTERRA CO COMMON 86787D208 12,328 978,450 X 123 761,950 216,500 SUNTRUST COMMON 867914103 12,125 186,565 X 123 172,390 14,175 SUPERVALU COMMON 868536103 4,978 162,625 X 123 158,300 4,325 SYBASE INC COMMON 871130100 11 624 X 123 624 SYBRON DEN COMMON 871142105 9,276 310,750 X 123 256,650 54,100 SYMANTEC CO COMMON 871503108 56,216 1,284,061 X 123 563,753 5,875 714,433 SYNOPS COMMON 871607107 34 1,200 X 123 1,200 SYSCO CORP COMMON 871829107 20,820 580,425 X 123 108,900 6,350 465,175 TCF FINAN COMMON 872275102 377 6,500 X 123 6,500 TDK CORP ADR 872351408 55 725 X 123 725 TECO ENER COMMON 872375100 12 1,000 X 123 1,000 TEPPCO P COMMON 872384102 114 3,000 X 123 200 2,800 TJX COMP COMMON 872540109 12,358 511,925 X 123 463,000 48,925 TLC VISIO COMMON 872549100 5,627 483,390 X 123 177,525 156,350 149,515 TXU CORP COMMON 873168108 99 2,450 X 123 400 2,050 TALBOTS INC COMMON 874161102 2 50 X 123 50 TARGET CORP COMMON 8.7612E+110 28,954 681,742 X 123 452,132 9,700 219,910 TECH DATA COMMON 878237106 6,213 158,775 X 123 131,200 27,575 TECHNE CORP COMMON 878377100 643 14,800 X 123 14,800 TEKELEC COMMON 879101103 4,386 241,400 X 123 56,000 155,800 29,600 TELEFLEX INC COMMON 879369106 4,469 89,120 X 123 87,700 1,420 TELEFONOS ADR 879403780 80 2,400 X 123 2,400 TELIK INC COMMON 87959M109 60 2,500 X 123 2,500 TEMPLE INLAN COMMON 879868107 109 1,575 X 123 1,575 TEMPLETON EME Closed 880192109 753 65,400 X 123 65,400 TEMPUR-PED COMMON 88023U101 898 64,125 X 123 64,125 TENET HE COMMON 88033G100 201 15,000 X 123 15,000 TENNECO AUT COMMON 880349105 631 47,675 X 123 47,675 TEVA PHARMAC ADR 881624209 1,920 28,540 X 123 27,665 875 TETRA TEC COMMON 88162G103 31 1,912 X 123 1,912 TESSERA TECH COMMON 88164L100 62 3,425 X 123 3,425 TEXAS GEN COMMON 882443104 13,171 292,115 X 123 246,765 45,350 TEXAS IND COMMON 882491103 2,321 56,375 X 123 46,650 9,725 TEXAS INSTRU COMMON 882508104 993 41,085 X 123 15,891 25,194 TEXAS REGIO COMMON 882673106 10,389 226,300 X 123 187,400 38,900 TEXTRON INC COMMON 883203101 36 600 X 123 600 TEXTRON INC CV PFD 883203200 108 2,108 X 123 2,108 THERMO ELECT COMMON 883556102 6,570 213,713 X 123 202,575 11,138 3COM COMMON 885535104 1 200 X 123 200 3M CO COMMON 88579Y101 127,639 1,418,059 X 123 443,858 15,650 958,551 TIBCO SOFTW COMMON 88632Q103 46 5,400 X 123 5,400 TIME WARNER COMMON 887317105 24,628 1,400,905 X 123 1,280,455 120,450 TORCHMARK COMMON 891027104 452 8,400 X 123 8,400 TOTAL FINA ADR 8.9151E+113 X 123 TOUCH AME COMMON 891539108 12 X 123 12 TRACTOR SUP COMMON 892356106 7,444 177,990 X 123 64,700 64,225 49,065 TRANSACTION COMMON 893416107 569 26,450 X 123 26,450 TREX COMPA COMMON 89531P105 67 1,775 X 123 1,775 TRIAD HOSP COMMON 89579K109 6,362 170,871 X 123 167,600 3,271 TRIBUNE CO COMMON 896047107 24,190 531,186 X 123 355,533 175,653 TRIQUINT S CV BND 89674KAB9 24 369 X 123 369 TUPPERWARE COMMON 899896104 5,025 258,600 X 123 208,450 50,150 TYCO INTERN COMMON 902124106 82,130 2,478,275 X 123 1,263,343 16,768 1,198,164 UCBH HOLDIN COMMON 90262T308 4,438 112,300 X 123 40,475 41,125 30,700 UGI CORP COMMON 902681105 3,570 111,225 X 123 109,550 1,675 US BANCORP COMMON 902973304 53,698 1,948,411 X 123 859,408 48,173 1,040,830 ULTRA PETRO COMMON 903914109 4,464 119,575 X 123 116,025 3,550 UNIFI INC COMMON 904677101 931 317,850 X 123 317,850 UNION PAC COMMON 907818108 71 1,200 X 123 600 600 UNION PLANT COMMON 908068109 36 1,200 X 123 1,200 UNIT CORP COMMON 909218109 4,516 143,600 X 123 32,525 93,425 17,650 UNITED AUTO COMMON 909440109 152 4,950 X 123 4,950 UNITED COMMON 91018B104 17,885 511,000 X 123 419,875 91,125 UNITED MIC ADR 910873207 1,541 357,429 X 123 332,979 24,450 UNITED N COMMON 911163103 10,482 362,580 X 123 129,475 133,000 100,105 UNITED S COMMON 913016309 6,804 172,375 X 123 62,750 62,850 46,775 UNITED TEC COMMON 913017109 600 6,559 X 123 2,355 200 4,004 UNITEDHE COMMON 91324P102 100,782 1,618,991 X 123 486,474 14,900 1,117,617 UNIVERSAL COMMON 913903100 26,467 576,750 X 123 528,175 48,575 UNIVISION COMMON 914906102 16 500 X 123 500 VALUECLICK I COMMON 92046N102 731 61,050 X 123 61,050 VARIAN I COMMON 922206107 18,308 434,350 X 123 359,700 74,650 VECTREN COMMON 92240G101 23 900 X 123 900 VERITAS SOF COMMON 923436109 35,659 1,287,318 X 123 415,575 15,475 856,268 VERIZON CO COMMON 92343V104 2,593 71,662 X 123 27,624 944 43,094 VERTEX PHARM CV BND 92532FAE0 47,127 3,138,755 X 123 2,615,060 71,620 452,075 VIACOM INC COMMON 925524100 112 3,075 X 123 2,750 325 VIACOM INC COMMON 925524308 46,823 1,310,842 X 123 572,182 12,906 725,754 VIAD CORP COMMON 92552R109 7,033 260,384 X 123 254,800 5,584 VIASAT INC COMMON 92552V100 37 1,500 X 123 1,500 VIASYS HEA COMMON 92553Q209 7,446 356,100 X 123 294,150 61,950 VIRAGEN INC COMMON 927638403 3 2,225 X 123 2,225 VIRGINIA C COMMON 92778Q109 5,115 173,325 X 123 110,100 63,225 VISHAY INTE COMMON 928298108 3,945 212,318 X 123 208,700 3,618 VODAFONE ADR 92857W100 22 1,001 X 123 1 1,000 WCA WAS COMMON 92926K103 4,005 450,000 X 123 450,000 WMS IND COMMON 929297109 7,758 260,346 X 123 80,275 100,125 79,946 WABTEC COMMON 929740108 6,381 353,700 X 123 346,650 7,050 WACHOVIA COMMON 929903102 1,623 36,466 X 123 30,465 6,001 WADDELL & COMMON 930059100 99 4,491 X 123 4,491 WAL-MART COMMON 931142103 4,789 90,771 X 123 58,551 5,450 26,770 WALGREEN CO COMMON 931422109 1,418 39,150 X 123 1,300 37,850 WARNACO G COMMON 934390402 741 34,850 X 123 34,850 WASHINGTON COMMON 938862208 19,884 554,028 X 123 478,725 75,303 WASHIN COMMON 939322103 773 19,997 X 123 9,182 10,815 WASHING COMMON 940610108 223 8,580 X 123 8,580 WASTE CONN COMMON 941053100 15,030 506,734 X 123 424,572 82,162 WASTE MANA COMMON 94106L109 30,781 1,004,280 X 123 918,130 86,150 WATSON PH COMMON 942683103 28 1,055 X 123 1,055 WELLPOINT COMMON 94973H108 2,695 24,060 X 123 24,060 WELLS FARGO COMMON 949746101 51,342 897,117 X 123 689,611 5,263 202,243 WESTPAC BA ADR 961214301 1 X 123 1 WESTWOOD COMMON 961815107 4,090 171,839 X 123 169,175 2,664 WEYERHAE COMMON 962166104 768 12,165 X 123 10,617 1,548 WHIRLPOO COMMON 963320106 55 800 X 123 800 WHOLE FOODS COMMON 966837106 66,705 698,846 X 123 305,725 5,425 387,696 WILEY JO COMMON 968223206 14,662 458,200 X 123 378,525 79,675 WILLIAMS CV PFD 969457845 30,101 1,963,562 X 123 1,082,487 71,734 809,340 WINTRUST FIN COMMON 97650W108 13,613 269,520 X 123 180,000 33,450 56,070 WIPRO LTD ADR 97651M109 1,480 31,687 X 123 31,687 WISCONSIN COMMON 976657106 236 7,250 X 123 7,250 WITNESS SY COMMON 977424100 6,089 501,125 X 123 413,975 87,150 WOODWARD COMMON 980745103 92 1,280 X 123 1,280 WRIGHT MEDI COMMON 98235T107 10,048 282,260 X 123 101,025 102,975 78,260 WRIGLEY COMMON 982526105 544 8,629 X 123 8,629 WYETH CO COMMON 983024100 3,115 86,152 X 123 54,154 31,998 XM SATE COMMON 983759101 5,892 215,885 X 123 140,675 60,225 14,985 XTO ENERGY COMMON 98385X106 95,565 3,207,962 X 123 1,185,437 29,435 1,993,090 XCEL ENERGY COMMON 98389B100 38 2,250 X 123 2,250 XILINX INC COMMON 983919101 705 21,160 X 123 7,100 14,060 XEROX CORP COMMON 984121103 181 12,500 X 123 12,500 YAHOO INC COMMON 984332106 87,571 2,410,436 X 123 1,048,905 11,600 1,349,931 YUM! BRA COMMON 988498101 145 3,900 X 123 2,100 1,800 YUKOS ADR ADR 98849W108 725 22,800 X 123 22,800 ZALE CORP COMMON 988858106 109 4,000 X 123 4,000 ZEBRA TEC COMMON 989207105 4,481 51,500 X 123 50,000 1,500 ZIMMER HOLD COMMON 98956P102 166,226 1,884,653 X 123 689,239 17,515 1,177,899 ZIONS BANC COMMON 989701107 175 2,845 X 123 900 1,945 ZORAN CORP COMMON 98975F101 8,041 438,215 X 123 167,425 140,475 130,315 ACE LTD COMMON G0070K103 32,901 778,178 X 123 97,755 9,050 671,373 ARCH CAPITAL COMMON G0450A105 3,497 87,700 X 123 11,775 1,050 74,875 ASPEN INSURA COMMON G05384105 150 6,450 X 123 6,450 ASSURED G COMMON G0585R106 2,484 146,575 X 123 34,450 94,050 18,075 ACCENTURE COMMON G1150G111 46,413 1,688,975 X 123 909,200 14,025 765,750 ENDURANCE S COMMON G30397106 8,239 236,750 X 123 236,750 EVEREST R COMMON G3223R108 15,019 186,900 X 123 85,950 1,275 99,675 GARMIN LTD COMMON G37260109 722 19,500 X 123 19,500 GLOBALS COMMON G3930E101 25,643 967,669 X 123 771,894 4,625 191,150 INGERS COMMON G4776G101 31,675 463,700 X 123 54,650 5,625 403,425 NABORS IN COMMON G6359F103 67 1,475 X 123 800 675 PLATINU COMMON G7127P100 13,084 429,955 X 123 426,325 3,630 RENAISSA COMMON G7496G103 5,444 100,900 X 123 11,850 1,225 87,825 UTI WORL COMMON G87210103 68 1,300 X 123 1,300 TOMMY HI COMMON G8915Z102 6 400 X 123 400 TRANSOC COMMON G90078109 5,079 175,500 X 123 175,500 WEATHER COMMON G95089101 272 6,037 X 123 2,885 3,152 XL CAPIT COMMON G98255105 2,068 27,400 X 123 27,400 ALADDIN K COMMON M0392N101 1,018 61,905 X 123 33,900 28,005 ALVARIO COMMON M0861T100 64 4,825 X 123 4,825 AUDIOCO COMMON M15342104 75 6,225 X 123 6,225 GIVEN IM COMMON M52020100 4,982 140,705 X 123 51,800 50,225 38,680 ORBOTEC COMMON M75253100 3,340 164,150 X 123 164,150 ASM LITH COMMON N07059111 2,183 127,586 X 123 127,586 ROYAL CARIBB COMMON V7780T103 32,876 757,330 X 123 107,180 8,950 641,200 FLEXTRO COMMON Y2573F102 15,446 968,405 X 123 649,770 10,600 308,035 -----END PRIVACY-ENHANCED MESSAGE-----