-----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, FCONuoYh51E+a/X66bSrUOss6IeW1ZkntZSHP5ZlSg97UgCyhzKpuLqBta0b2Nlt 330kA2nUDjc0CG0YtDsd0g== 0000312348-04-000018.txt : 20040601 0000312348-04-000018.hdr.sgml : 20040601 20040601125919 ACCESSION NUMBER: 0000312348-04-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040601 EFFECTIVENESS DATE: 20040601 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: 04840517 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 q1complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/04 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: Compliance Manager Phone: 617-748-1761 Signature, Place and Date of Signing: /s/ Melissa LaGrant Boston, MA 5/12/04 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: 1008 Form 13F Information Table Value Total: $11,214,232,000.00 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 03/31/04 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 TEL COMMON 886101 357 114,650 X 123 29,000 91,250 AFLAC INC COMMON 1055102 27,318 745,866 X 123 524,675 7,200 223,177 AGL RESOUR COMMON 1204106 14,623 502,500 X 123 420,625 81,875 AES CORP COMMON 00130H105 14 1,500 X 123 1,500 AMR CORP COMMON 1765106 485 37,425 X 123 37,425 AT&T WIRELE COMMON 00209A106 244 30,577 X 123 15,896 14,681 AAMES FINA COMMON 00253A309 21 5,130 X 123 5,130 ABBOTT LABS COMMON 2824100 19,154 411,040 X 123 359,749 51,291 ACE CASH COMMON 4403101 3,607 119,620 X 123 66,575 53,045 ACTIVISION COMMON 4930202 5,568 305,925 X 123 100,700 172,650 32,575 ACTUATE COMMON 00508B102 2,408 774,250 X 123 774,250 ACTUANT COMMON 00508X203 22,649 625,660 X 123 491,500 134,160 ADOBE SYS COMMON 00724F101 301 7,700 X 123 2,450 5,250 ADVANCE A COMMON 00751Y106 5,450 66,950 X 123 65,300 1,650 ADVANCED COMMON 7525108 15745 1124625 X 123 750,225 177,500 196,900 ADVO INC COMMON 7585102 17,005 535,424 X 123 443,449 91,975 ADVANTEST ADR 00762U101 59 2,990 X 123 2990 AEROFLEX COMMON 7768104 6,066 518,925 X 123 432,000 86,925 AEROPOST COMMON 7865108 5,669 206,750 X 123 86,150 101,425 19,175 AEGON NV COMMON 7924103 36 2,455 X 123 2,455 ADVANCED COMMON 7973100 10,643 408,555 X 123 238,475 96,975 73,105 AETNA INC COMMON 00817Y108 18248 270025 X 123 33025 3575 233425 AFFILIATED COMMON 8190100 33,663 618,124 X 123 276,385 6,775 334,964 AFFILIATED COMMON 8252108 10,997 158,025 X 123 131,075 26,950 AGILENT COMMON 00846U101 349 11,943 X 123 4,104 7,839 AGILENT CVBND 00846UAB7 5331 151459 X 123 67039 45779 38641 AGILE S COMMON 00846X105 3563 359875 X 123 125350 1972753 37250 AGILYSYS COMMON 00847J105 100 9,003 X 123 9,003 AIR PRODS COMMON 9158106 3,498 66,219 X 123 26,100 40,119 AIRGAS INC COMMON 9363102 4,448 207,057 X 123 170,750 3,432 32,875 AIRTRAN H COMMON 00949P108 72 6,025 X 123 6,025 AKAMAI TE COMMON 00971T101 3,686 342,925 X 123 123,975 184,050 34,900 ALBANY INTL COMMON 12348108 7,464 277,575 X 123 229,625 47,950 ALCOA INC COMMON 13817101 36,769 967,610 X 123 341,412 12,050 614,148 ALKERMES COMMON 01642T108 9 590 X 123 590 ALLEGHENY COMMON 01741R102 816 61,750 X 123 51,200 10,550 ALLERGAN COMMON 18490102 92 1,200 X 123 1,200 ALLETE INC COMMON 18522102 21,644 707,312 X 123 587,050 2,537 117,725 ALLIANCE COMMON 01859P609 3,911 121,725 X 123 28,600 78,300 14,825 ALLIED D COMMON 19118108 5,506 230,300 X 123 195,000 35,300 ALLSTATE COMMON 20002101 33,350 775,217 X 123 718,916 56,301 ALLTEL CORP COMMON 20039103 140 2,998 X 123 2,657 341 ALLSTREAM COMMON 02004C204 63 1,093 X 123 1,093 ALTIRIS INC COMMON 02148M100 15,473 424,160 X 123 248,050 99,975 76,135 ALTRIA COMMON 02209S103 31,993 587,887 X 123 517,775 70,112 AMAZON.COM COMMON 23135106 3,956 75,149 X 123 72,549 2,600 AMBAC FINL COMMON 23139108 1,116 16,085 X 123 16,085 AMERICA M ADR 02364W105 1,008 36,855 X 123 36,855 AMERICA WE COMMON 23657208 1,262 101,750 X 123 101,750 AMERICAN WTS 24490138 12 X 123 12 AMERICAN COMMON 25537101 146 4,772 X 123 2,372 2,400 AMERICAN COMMON 25816109 56076 1162675 X 123 862,032 3,250 297,393 AMERICAN COMMON 25932104 9,205 347,900 X 123 288,550 59,350 AMERICAN COMMON 02607P305 9,155 536,968 X 123 372,450 5,718 158,800 AMERICAN COMMON 02649V104 3,352 137,375 X 123 137,375 AMERICAN COMMON 02660R107 13,493 468,500 X 123 388,175 80,325 AMERICAN COMMON 26874107 41,971 633,232 X 123 376,719 8,369 248,144 AMERICAN COMMON 27352103 562 37,250 X 123 30,000 7,250 AMERICAN COMMON 29066107 16,914 691,767 X 123 581,625 3,467 106,675 AMERICAN COMMON 29899101 6,534 261,350 X 123 217,025 44,325 AMERUS COMMON 03072M108 4,557 130,300 X 123 108,100 22,200 AMERISOU COMMON 3.073E108 22 400 X 123 400 AMERIT COMMON 03074K100 26,864 1909303 X 123 905,789 12,319 991,195 AMETE COMMON 31100100 14,819 307,075 X 123 252,425 54,650 AMGEN COMMON 31162100 82,065 1327907 X 123 349,704 18,050 960,153 AMKOR TECH CVBND 031652AH3 17,033 299,529 X 123 235,001 27,904 36,624 AMPHENOL COMMON 32095101 7,288 114,000 X 123 94,375 1,225 18,400 AMYLIN COMMON 32346108 2,197 92,750 X 123 90,225 2,525 ANADARKO COMMON 32511107 428 8,383 X 123 6,112 2,271 ANALOGIC COMMON 32657207 9,129 222,650 X 123 184,725 37,925 ANAREN M COMMON 32744104 4,250 269,340 X 123 195,075 74,265 ANDREW C COMMON 34425108 9,962 865,500 X 123 733,675 131,825 ANDRX GR COMMON 34553107 15,181 631,500 X 123 522,825 108,675 ANGLO A ADR 03485P102 118 4,878 X 123 4,878 ANGIOTECH COMMON 34918102 11,927 259,275 X 123 180,230 53,325 25,720 ANHEUSER COMMON 35229103 42,172 800,530 X 123 297,100 7,600 495,830 ANTHEM INC COMMON 03674B104 25,299 337,321 X 123 111,911 7,000 218,410 APACHE CO COMMON 37411105 1,175 14,493 X 123 4,725 3,350 6,418 U OF PH COMMON 37604204 5,472 79,381 X 123 77,406 1,975 APPLE CO COMMON 37833100 11,109 519,850 X 123 493,025 26,825 APPLERA COMMON 38020103 5 250 X 123 250 APPLERA COMMON 38020202 1 50 X 123 50 APPLIED COMMON 38197109 60 2,150 X 123 2,150 APPLIED COMMON 38222105 37764 1682146 X 123 416881 18100 1,247,165 APPLIED S COMMON 38237103 100 3,650 X 123 3,650 AQUA AMER COMMON 03836W103 11,739 541,478 X 123 450,542 90,936 ARAMARK COMMON 38521100 11,277 411,262 X 123 305,575 4,937 100,750 ARBITRON COMMON 03875Q108 8,234 197,355 X 123 163,400 1,005 32,950 ARGOSY GA COMMON 40228108 196 5,500 X 123 5,500 ARIAD PHA COMMON 04033A100 1,517 160,370 X 123 94,150 66,220 ARVINMERI COMMON 43353101 12 500 X 123 500 ASCENTIAL COMMON 04362P207 7,724 297,882 X 123 247,133 50,749 ASK JEEVE COMMON 45174109 13,732 757,835 X 123 488,425 166,825 102,585 ASPEN T COMMON 45327103 10,377 1,011,450 X 123 839,075 172,375 ASSOC BANC COMMON 45487105 5,072 118,516 X 123 117,306 1,210 ASSOCIATED COMMON 45604105 3,897 533,100 X 123 433,700 99,400 ASSURANT COMMON 04621X108 8,859 352,245 X 123 281,125 71,120 ATHEROGE COMMON 47439104 1 60 X 123 60 ATLANTIC COMMON 48396105 119 16600 X 123 16600 AUGUST COMMON 05106U105 7,103 382,891 X 123 294,550 88,341 AUTOBYTEL COMMON 05275N106 8,241 624,340 X 123 277,150 199875 147,315 AUTODESK COMMON 52769106 4,933 156,000 X 123 151,350 4,650 AUTOLIV COMMON 52800109 206 5,482 X 123 5,482 AUTOMATIC COMMON 53015103 4,303 108,635 X 123 49,979 58,656 AUTOZONE COMMON 53332102 765 8,975 X 123 3,425 5,550 AVALONBAY COMMON 53484101 56 1,180 X 123 1,180 AVAYA INC COMMON 53499109 1,072 82,808 X 123 108 82,700 AVERY DEN COMMON 53611109 42 745 X 123 745 AVOCENT COMMON 53893103 4,810 131,722 X 123 108,900 1,722 21,100 AVON PROD COMMON 54303102 16,301 241,525 X 123 29,050 3,100 209,375 AXA -SP A ADR 54536107 49 2,294 X 123 2,294 AXCELIS COMMON 54540109 29 2,826 X 123 2,591 235 BASF AG - ADR 55262505 71 1,273 X 123 1,273 THE BISYS COMMON 55472104 6100 363,950 X 123 301,250 62700 BJ SERV COMMON 55482103 15,678 436,715 X 123 65,125 12,850 358,740 BJ WHOLES COMMON 05548J106 13,006 566,477 X 123 475,135 2,167 89,175 BOK FINA COMMON 05561Q201 1,221 31,543 X 123 31,543 BP PLC ADR 55622104 41,789 846,790 X 123 621,065 6,040 219,685 BNP PARIB ADR 05565A202 78 2,472 X 123 2,472 BMC SOFT COMMON 55921100 839 45,000 X 123 45,000 BAKBONE SO COMMON 57101107 846 313,360 X 123 313150 210 BAKER HU COMMON 57224107 45 1,400 X 123 1,100 300 BALL CORP COMMON 58498106 387 6,500 X 123 6,500 BANCORP COMMON 05969F104 4221 234,500 X 123 148,550 85950 BANKAMER COMMON 60505104 38,374 477,105 X 123 422,073 1,700 53,332 BANK MUT COMMON 63750103 10,120 888,495 X 123 722,101 166,394 BANK OF COMMON 64057102 2,544 76,825 X 123 39,625 400 36,800 BANK ONE COMMON 06423A103 1,540 33,771 X 123 18,963 14,808 BANK UNI RTS 65416117 500 X 123 500 BANKATL COMMON 65908501 11,594 610,225 X 123 511,925 98,300 BANKRATE COMMON 06646V108 2,871 144,185 X 123 85,525 58,660 BANKUNITED COMMON 06652B103 13,920 539,750 X 123 454,975 84,775 BARD C R COMMON 67383109 24 300 X 123 300 BARCLAYS ADR 6.738E+207 37 1,023 X 123 1,023 BARNES COMMON 67806109 8,401 260,000 X 123 215,725 44,275 BARR LABS COMMON 68306109 5,174 67,232 X 123 64,300 2,932 BAUSCH COMMON 71707103 83 1,600 X 123 1,600 BAXTER IN COMMON 71813109 24,468 801,710 X 123 750,775 50,935 BED BATH COMMON 75896100 43,739 1008977 X 123 378523 17075 613,379 BEDFORD P COMMON 76446301 12,608 440,375 X 123 367,600 72,775 BELLSOUT COMMON 79860102 38715 1368025 X 123 833,716 12,225 522,084 BELO CORP COMMON 80555105 12,244 432,025 X 123 382,675 49,350 BEMIS CO COMMON 81437105 18 700 X 123 700 BERKLEY COMMON 84423102 35 1,012 X 123 1,012 BERKSHIRE COMMON 84670108 7,667 91 X 123 91 BERKSHIRE COMMON 84670207 27,421 9,741 X 123 8,201 1,540 BEST BUY COMMON 86516101 39,284 751,982 X 123 265,386 10,525 476,071 BHP BILLIT ADR 88606108 126 6,881 X 123 6,881 BIOMET INC COMMON 90613100 4,372 120,715 X 123 84,540 2,625 33,550 BIOGEN COMMON 09062X103 39,804 715,903 X 123 167,830 9,825 533,248 BIOTECH COMMON 09067D201 14 100 X 123 100 BLACK & COMMON 91797100 689 12100 X 123 8600 3500 BLACK HI COMMON 92113109 8,018 268,775 X 123 221,775 250 46,750 BLYTH INC COMMON 09643P108 7,011 217,600 X 123 180,450 37,150 BOEING CO COMMON 97023105 594 14,096 X 123 6,200 7,896 BORDERS COMMON 99709107 1,184 54,000 X 123 24,600 29,400 BORG WAR COMMON 99724106 771 9,063 X 123 9,063 BOSTON SCI COMMON 101137107 23,962 651,855 X 123 84,005 15,400 552,450 BOYKIN LOD COMMON 103430104 2 183 X 123 183 BRADY CORP COMMON 104674106 122 3,000 X 123 3,000 BRIGGS COMMON 109043109 214 3,177 X 123 3,177 BRIGHT H COMMON 109195107 107 2,275 X 123 2275 BRINKER I COMMON 109641100 20,365 614,139 X 123 442,725 6,025 165,389 BRISTOL COMMON 110122108 20,298 709,712 X 123 566,620 143,092 BROADCOM COMMON 111320107 4,640 136,100 X 123 132,650 3,450 BROWN FORM COMMON 115637100 1,729 17,838 X 123 17,838 BRUNSWICK COMMON 117043109 9,891 310,757 X 123 245,441 4,975 60,341 BUILDERS CV BND 120084AA6 6 194,756 X 123 186,559 8,197 BUILDERS CV BND 120084AB4 10 215,470 X 123 161,165 14,570 39,735 BURLINGTON COMMON 122014103 39 697 X 123 697 C&D TECHN COMMON 124661109 2,490 129,875 X 123 105,675 24,200 CBL & A COMMON 124830100 13,828 244,750 X 123 202,175 42,575 CEC ENTERT COMMON 125137109 9,658 203,800 X 123 168,950 34,850 CIGNA CORP COMMON 125509109 86 1,500 X 123 1,500 CMS ENERGY CV BND 12589R203 9000 245,100 X 123 181,987 1226 61888 CRH PLC - ADR 12626K203 56 2,740 X 123 2,740 CSX CORP COMMON 126408103 5 X 123 5 CVB FINA COMMON 126600105 5,474 283,776 X 123 283,776 CVS CORP COMMON 126650100 19,952 552,375 X 123 66,725 7,350 478,300 CABLEVISL COMMON 12686C109 13 557 X 123 557 CABOT MIEC COMMON 12709P103 57 1,350 X 123 1,350 CACI INT COMMON 127190304 10,567 245,750 X 123 203,475 42,275 CAESARS RT COMMON 127687101 130 9,950 X 123 9,950 CAL DIVEL COMMON 127914109 13,235 512,400 X 123 424,300 88,100 CALIFORN R COMMON 130788102 49 1,800 X 123 1,800 CAMBREX CO COMMON 132011107 111 4,400 X 123 4,400 CAMDEN PRO COMMON 133131102 1,934 43,650 X 123 16,700 26,950 CAN IMPER COMMON 136069101 52 1,040 X 123 1,040 CANON INC ADR 138006309 31 654 X 123 654 CAPITAL C COMMON 140065103 2,146 54,300 X 123 34,475 19,825 CAPITAL O COMMON 14040H105 1,819 29,677 X 123 27,777 1,900 CARDINAL COMMON 14149Y108 23,578 385,519 X 123 262,499 2,900 120,120 CARDIODY COMMON 141597104 6 1,000 X 123 1,000 CAREMARK COMMON 141705103 69,677 2750787 X 123 1006748 40475 1,703,564 CARMAX COMMON 143130102 1,288 41,650 X 123 16,800 6,425 18,425 CARMIKE CI COMMON 143436400 935 25,150 X 123 20,950 4,200 CARNIVAL COMMON 143658300 16,128 405,929 X 123 277,325 4,925 123,679 CARTER COMMON 146229109 87 3,050 X 123 3,050 CASEYS COMMON 147528103 2,477 140,260 X 123 114,750 2,510 23,000 CASUAL M COMMON 148867104 202 10,400 X 123 10,400 CATERPIL COMMON 149123101 1,152 13,873 X 123 4,725 9,148 CELADON COMMON 150838100 4,766 333,500 X 123 212,975 120,525 CELESTICA CV BND 15101QAA6 449 4,824 X 123 4,824 CELGENE COMMON 151020104 2192 46,000 X 123 44,750 1250 CENDANT COMMON 151313103 129 5,800 X 123 1,200 4,600 CENTERPO COMMON 15189T107 8 800 X 123 800 CENTEX CO COMMON 152312104 1,039 9,650 X 123 9,650 CENTURY COMMON 156700106 36,922 1131869 X 123 564,996 10,625 556,248 CERTEGY COMMON 156880106 7,061 215,282 X 123 175,975 3,457 35,850 CERUS CORP COMMON 157085101 37 10,876 X 123 10,876 CHARTER COMMON 160903100 10,928 316,287 X 123 255,967 60,320 CHARTER COMMON 16117M107 4 1,100 X 123 550 550 CHESEPE CV PFD 165167503 11394 836,038 X 123 836038 CHEVRONT COMMON 166764100 20,562 238,013 X 123 202,795 35,218 CHOICE COMMON 169905106 3,542 100,475 X 123 64,975 35,500 CHIRON COMMON 170040109 512 11,644 X 123 11,644 CHUBB CORP COMMON 171232101 909 13,349 X 123 5,749 100 7,500 CIENA CORP COMMON 171779101 219 33,400 X 123 33,400 CINCINNAT COMMON 172062101 820 19,650 X 123 3,000 16,650 CINERGY COMMON 172474108 23 600 X 123 600 CIRCUIT COMMON 172737108 72 7,100 X 123 7,100 CIRRUS COMMON 172755100 1 190 X 123 190 CISCO COMMON 17275R102 131,180 5400561 X 123 1783861 64,630 3,552,070 CITADEL COMMON 17285T106 973 43,500 X 123 43,500 CITIGROUP COMMON 172967101 180,667 3722021 X 123 1771463 35,499 1,915,060 CITIZEN COMMON 17453B101 24055 1858950 X 123 1,387,444 28,769 1,491,666 CITIZENS COMMON 17461R106 3,412 149,650 X 123 95,600 54,050 CLARCOR COMMON 179895107 14,273 323,650 X 123 267,200 56,450 COACH INC COMMON 189754104 37,598 995,964 X 123 317,453 17,750 660,761 COCA-COLA COMMON 191216100 7,161 141,099 X 123 31,568 109,531 COCA-COLA COMMON 191219104 40295 1667141 X 123 571,850 19675 1,075,616 COGNEX CORP COMMON 192422103 1,059 37,430 X 123 37,430 COGNIZANT COMMON 192446102 5,831 127,767 X 123 125,117 2,650 COGNOS INC COMMON 19244C109 5,256 171,697 X 123 117,075 2,322 52,300 COHU INC COMMON 192576106 7,272 379,750 X 123 315,050 64,700 COLGATE COMMON 194162103 621 12,412 X 123 8,300 4,112 COLONIAL COMMON 195493309 108 5,812 X 123 5,812 COLT TELE ADR 196877104 15 2,120 X 123 2,120 COLUMBIA COMMON 197199300 22 998 X 123 998 COMFORT COMMON 199908104 3,397 619,810 X 123 508,800 10,010 101,000 COMCAST COMMON 20030N101 171 5,220 X 123 5,220 COMCAST COMMON 20030N200 3,313 105,870 X 123 63,570 42,300 COMERICA COMMON 200340107 1,756 31,320 X 123 31,120 200 COMMERCIAL COMMON 20162L105 6,752 315,366 X 123 258,711 5,656 50,999 COMMONWEAL COMMON 203349105 8,222 217,800 X 123 180,700 37,100 COMMSCOPE COMMON 203372107 11,163 683,575 X 123 575,675 107,900 CIA VALE ADR 204412209 2,198 37,568 X 123 37,568 COMPANHIA ADR 20441W203 790 30,950 X 123 30,950 COMPEX TE COMMON 204513105 3,004 359,325 X 123 229,025 130,300 COMPUCR COMMON 20478N100 11 500 X 123 500 COMPUTER COMMON 204912109 191 7,000 X 123 7,000 COMPUTER COMMON 205363104 1,733 39,190 X 123 38,120 1,070 COMPUWARE COMMON 205638109 12 2,000 X 123 1,000 1,000 COMVERSE COMMON 205862402 6,106 347,107 X 123 243,875 2,682 100,550 CONAGRA COMMON 205887102 66 2,500 X 123 2,500 CONCORD COMMON 206186108 13,711 686,590 X 123 551,550 135,040 CONNETICS COMMON 208192104 12646 570,430 X 123 326750 138175 105,505 CONOCOPH COMMON 20825C104 54,986 838,588 X 123 527,273 6,564 304,751 CONSTEL COMMON 210371100 14,706 375,535 X 123 354,405 21,130 CONVERGYS COMMON 212485106 107 6,150 X 123 6,150 COOPER COMMON 216831107 16,702 781,175 X 123 654,350 126,825 CORNING COMMON 219350105 22255 2133747 X 123 703,075 19,475 1,411,197 CORNING CV BND 219350AK1 65349 4058606 X 123 3,667,391 181,912 209,302 CORPORATE COMMON 21988R102 6677 143070 X 123 84,425 33,150 25,495 CORPORATE COMMON 22002T108 13241 630500 X 123 528,175 102,325 CORVIS CORP COMMON 221009103 91 47475 X 123 47,475 COSTCO WHOL COMMON 22160K105 37 1000 X 123 1,000 COSTAR GROU COMMON 22160N109 13938 334400 X 123 198,575 75,350 60,475 COTT CORPOR COMMON 22163N106 43 1,460 X 123 1,460 COUNTRYWIDE COMMON 222372104 13,120 172,970 X 123 23,678 2,266 147,026 COVANCE INC COMMON 222816100 7,350 274,252 X 123 226,125 3,552 44,575 COVANSYS COMMON 22281W103 4,308 391,625 X 123 252,850 138,775 COX RADIO COMMON 224051102 102 4,800 X 123 4,800 CREDIT ADR 225401108 64 1,751 X 123 1,751 CROSS TIM COMMON 22757R109 14 X 123 14 CUMMINS CVPFD 231029307 28963 441535 X 123 379999 15779 45758 CUMULUS COMMON 231082108 3 139 X 123 58 81 CYMER INC COMMON 232572107 69 1,500 X 123 1,500 CYPRESS COMMON 232806109 22518 1054225 X 123 327,350 131,250 595,625 CYTEC INDS COMMON 232820100 4,585 128,900 X 123 106,700 22,200 DHB INDUSTR COMMON 2.33E+107 104 14,125 X 123 14,125 DST SYSTEMS COMMON 233326107 17,732 424,605 X 123 377,125 47,480 DSP GROUP COMMON 23332B106 11,462 460,125 X 123 385,150 74,975 DTE ENERGY COMMON 233331107 59 1,500 X 123 1,500 DADE BEHR COMMON 23342J206 10,078 281,975 X 123 238,700 43,275 DANA CORP COMMON 235811106 1,101 60,000 X 123 60,000 DANAHER COMMON 235851102 28,024 305,438 X 123 200,514 3,075 101,849 DARDEN COMMON 237194105 16,169 768,500 X 123 709,625 58,875 DEERE & CO COMMON 244199105 3,486 53,589 X 123 52,789 800 DELL INC COMMON 24702R101 87767 2584412 X 123 909,902 33,225 1,641,285 DELPHI FINA COMMON 247131105 13,755 382,092 X 123 292,558 89,534 DELUXE CORP COMMON 248019101 190 4,600 X 123 4,600 DENDREON COMMON 24823Q107 1 65 X 123 65 DEUTSCHE T ADR 251566105 3 183 X 123 183 DEVELOPERS COMMON 251591103 21,672 645,590 X 123 493,525 3,390 148,675 DEVON ENE COMMON 25179M103 16,906 295,251 X 123 211,993 2,700 80,558 DEVON ENE CV BND 25179MAA1 20,017 182,835 X 123 179,570 3,265 DEVON ENE CV BND 25179MAB9 27,103 247,564 X 123 234,737 933 11,894 DIAGEO PLC ADR 25243Q205 39 729 X 123 729 DIAMONDCLU COMMON 25278P106 8,517 835,030 X 123 642,400 192,630 DIEBOLD INC COMMON 253651103 4,754 88,244 X 123 61,539 1,605 25,100 DIGENE CORP COMMON 253752109 11,986 298,915 X 123 175,275 70,300 53,340 DIME COMM COMMON 253922108 90 4,425 X 123 4,425 DIONEX CO COMMON 254546104 109 2,075 X 123 2,075 THE DIRE COMMON 25459L106 18445 1199276 X 123 1,105,146 94,130 THE WALT COMMON 254687106 2,363 101,294 X 123 51,774 49,520 DIXIE G CV BND 255519AA8 1,317 48,758 X 123 43,634 5,124 DOLLAR COMMON 256747106 210 7,000 X 123 7,000 DOMINION COMMON 25746Q108 228 8,000 X 123 8,000 DOMINION COMMON 25746U109 20,239 317,075 X 123 217,765 3,625 95,685 DONEGAL COMMON 257701201 2,409 109,400 X 123 70,450 38,950 DONNELLEY COMMON 257867101 101 3,359 X 123 1,700 1,659 DOVER CORP COMMON 260003108 18,876 474,875 X 123 72,625 5,775 396,475 DOVER DOWNS COMMON 260095104 5,479 579,165 X 123 480,570 98,595 DOW CHEMI COMMON 260543103 1,926 46,327 X 123 16,124 4,650 25,553 DOW JONES COMMON 260561105 5 95 X 123 95 DRESS BARN COMMON 261570105 271 15,425 X 123 15,425 DUPONT E I COMMON 263534109 4,700 102,414 X 123 47,036 2,800 52,578 DUKE ENERG COMMON 264399106 45 2,200 X 123 2,200 DUN & BRAD COMMON 2.6483E+104 7,734 152,507 X 123 125,575 2,332 24,600 DUNES HOT COMMON 265440107 25 X 123 25 EGL INC COMMON 268484102 83 4600 X 123 4600 EMC CORP COMMON 268648102 26114 2021238 X 123 794,259 17,606 1,209,373 EOG RESOUR COMMON 26875P101 817 17,700 X 123 17,200 500 EPIX MEDI COMMON 26881Q101 6,692 411,078 X 123 240,750 97,475 72,853 E PIPHANY COMMON 26881V100 3,383 469,195 X 123 344,725 124,470 E*TRADE CV BND 269246AB0 17 720 X 123 720 EAGLE MA COMMON 26969P108 9282 157715 X 123 129075 28640 EAST WEST COMMON 27579R104 22,928 427,130 X 123 349,075 78,055 EASTMAN C COMMON 277432100 10 262 X 123 262 EATON C COMMON 278058102 2,118 19,613 X 123 2,300 17,313 EBAY INC COMMON 278642103 64,123 992,773 X 123 297,851 9,825 685,097 EBOOKERS ADR 278725106 401 27,435 X 123 27,435 ECOLAB INC COMMON 278865100 1,099 40,168 X 123 18,600 21,568 ECOLLEG COMMON 2.7887E+104 7,597 411,525 X 123 316,000 95,525 EDWARDS COMMON 2.8176E+112 6,054 201,277 X 123 166,570 2,537 32,170 EL PASO COMMON 28336L109 9 1,100 X 123 1,100 ELECTRO COMMON 285512109 23,840 498,963 X 123 188,503 7,650 302,810 ELECTRON COMMON 286082102 12,811 492,350 X 123 380,875 111,475 ELECTRO COMMON 286150206 5 X 123 5 ELKCORP COMMON 287456107 13,949 522,425 X 123 433,650 88,775 EMBARCA COMMON 290787100 9,400 589,325 X 123 450,075 139,250 EMBRAER ADR 29081M102 2,115 60,385 X 123 57,560 2,825 EMERSON COMMON 291011104 1,008 15,560 X 123 2,100 13,460 ENCANA COMMON 292505104 60 1,532 X 123 1,532 ENERGEN COMMON 29265N108 5,345 130,275 X 123 108,125 22,150 ENERGY COMMON 29266M109 130 5,817 X 123 5,817 ENGINEE COMMON 292866100 106 2,175 X 123 2175 ENTEGRIS COMMON 29362U104 4,381 340,931 X 123 280,200 5,081 55,650 ERTERCOM COMMON 293639100 5,754 127,100 X 123 127,100 ENTERGY COMMON 29364G103 603 10,550 X 123 6,600 3,950 EON LABS COMMON 2.94E+104 4561 68,000 X 123 66,150 1,850 EQUIFAX COMMON 294429105 54 2,200 X 123 2,200 EQUITY OF COMMON 294741103 134 4,688 X 123 4,688 EQUITY RES COMMON 29476L107 41 1,400 X 123 1,400 ERESEARCH COMMON 29481V108 15369 547,915 X 123 337,250 119275 91390 LM ERICS ADR 294821608 44 2,475 X 123 2,475 ESCO COMMON 296315104 6,770 155,100 X 123 131,250 23,850 ESPEED INC COMMON 296643109 4,513 192,800 X 123 69,550 103,525 19,725 KEPPEL CORP COMMON 29871A193 1,185 272,000 X 123 256,000 16,000 EVERGREEN COMMON 299900308 24,961 767,807 X 123 573,475 77,832 116,500 EXACT SCIEN COMMON 30063P105 1,901 187,815 X 123 145,250 42,565 EXCEL TECHN COMMON 30067T103 6,989 222,225 X 123 183,825 38,400 EXELON CORP COMMON 30161N101 55,822 841,197 X 123 384,812 6,775 449,610 EXPONENT COMMON 30214U102 2,868 134,017 X 123 110,525 2,317 21,175 EXPRESS COMMON 302182100 20 300 X 123 300 EXXON COMMON 30231G102 133170 3248043 X 123 1634915 34,225 1,578,903 FEI COMPANY COMMON 30241L109 5,351 237,800 X 123 197,275 40,525 FLIR SYST COMMON 302445101 99 2,600 X 123 2,600 FMC TECHNO COMMON 30249U101 8,028 344,537 X 123 285,850 3,662 55,025 FPL GROUP COMMON 302571104 115 1,759 X 123 1,759 FAIRCHILD COMMON 303726103 8,479 339,577 X 123 237,975 3,202 98,400 FAIRMONT COMMON 305204109 13,912 512,589 X 123 444,312 2,102 66,175 FASTENAL COMMON 311900104 50 1,000 X 123 1,000 FREDDIE COMMON 313400301 21,420 367,280 X 123 341,500 25,780 FANNIE COMMON 313586109 7,711 102,733 X 123 40,184 62,549 FEDERAL COMMON 313855108 7,282 366,875 X 123 303,650 63,225 FEDERATED COMMON 31410H101 9 200 X 123 200 FEDERATED COMMON 314211103 3,693 125,792 X 123 102,900 2,142 20,750 FERRO CORP COMMON 315405100 6,098 224,125 X 123 185,950 38,175 F5 NETW COMMON 315616102 5,200 207,175 X 123 67,200 117,725 22,250 FIDELITY COMMON 316326107 21,543 544,025 X 123 201,050 3,875 339,100 FIFTH THIRD COMMON 316773100 229 3,877 X 123 3,877 FINISAR C COMMON 31787A101 1030 476,925 X 123 476925 THE FINISH COMMON 317923100 12767 345,245 X 123 196550 84700 63,995 FIRST DATA COMMON 319963104 17,938 436,565 X 123 300,515 3,975 132,075 FIRST DEFI COMMON 32006W106 13 500 X 123 500 FIRST MIDW COMMON 320867104 13,619 420,200 X 123 358,375 61,825 FIRST NIA COMMON 33582V108 16,306 1093636 X 123 906,653 4,698 182,285 FIRST TENN COMMON 337162101 1,195 27,100 X 123 14,600 12,500 FISERV INC COMMON 337738108 4,639 117,318 X 123 3,550 113,768 FIRSTENE COMMON 337932107 44,105 1252970 X 123 801,950 6,250 444,770 FISHER SC COMMON 338032204 4,940 119,417 X 123 98,875 1,342 19,200 FLEET BOST COMMON 339030108 472 10,824 X 123 850 9,974 FLEETWOOD COMMON 339099103 124 12,050 X 123 12,050 FLUOR COR COMMON 343412102 1,515 38,210 X 123 37,910 300 FOMENTO EC ADR 344419106 107 2,175 X 123 2175 FOOT LOCKE COMMON 344849104 129 5,000 X 123 5,000 FOREST LAB COMMON 345838106 303 4,900 X 123 3,800 1,100 FORMFACTOR COMMON 346375108 9,721 490,935 X 123 287,450 115,900 87,585 FOSSIL INC COMMON 349882100 7,664 273,625 X 123 226,975 46,650 FRANKLIN E 353531106 1 155 X 123 155 FRANKLIN COMMON 354613101 70 1,350 X 123 1,350 FREEMARKET COMMON 356602102 1449 176,100 X 123 176100 FREEPORT COMMON 35671D857 3658 93,575 X 123 91125 2,450 FURNITURE COMMON 360921100 14,980 510,725 X 123 424,975 85,750 GALLAGHER COMMON 363576109 65 2,000 X 123 2,000 GANNETT CO COMMON 364730101 4,987 55,935 X 123 35,535 20,400 GAP INC COMMON 364760108 13,951 601,095 X 123 567,465 33,630 OAO GAZPR COMMON 368287108 1,916 50,680 X 123 50,680 OAO GAZPR ADR 368287207 34 2,550 X 123 2,550 GEN PROBE COMMON 36866T103 4,900 134,350 X 123 130,950 3,400 GENENTECH COMMON 368710406 43,514 465,046 X 123 111,366 4,950 348,730 GENERAL ELEC COMMON 369604103 134,613 4345169 X 123 1,624,491 50,111 2,670,567 GENERAL GRO COMMON 370021107 1,551 55,875 X 123 55,875 GEN MILLS COMMON 370334104 2,245 49,563 X 123 27,280 22,283 GENESEE COMMON 371559105 14,240 452,050 X 123 375,475 76,575 GENUINE PA COMMON 372460105 50 1,519 X 123 1,519 GENZYME CO COMMON 372917104 74 1,500 X 123 1,500 GEORGIA COMMON 373298108 9 300 X 123 300 GETTY IMAG COMMON 374276103 5,148 102,700 X 123 100,100 2,600 GILEAD COMMON 375558103 5,211 89,626 X 123 78,975 2,500 8,151 GILLETTE CO COMMON 375766102 434 11,820 X 123 8,120 3,700 GLAXOSMITH ADR 37733W105 3,038 65,155 X 123 39,641 355 25,159 GLIATECH COMMON 37929C103 5,600 X 123 5,600 GLOBAL INDU COMMON 379336100 93 15,725 X 123 15,725 GLOBAL IMAG COMMON 37934A100 13,448 423,550 X 123 351,375 72,175 GLOBAL PAYM COMMON 37940X102 85 1,875 X 123 275,694 7375 353,051 GOLDMAN COMMON 38141G104 34,756 352,030 X 123 188,711 5,300 158,019 GRAINGER COMMON 384802104 114 2,400 X 123 2,400 GRANT PRIDE COMMON 38821G101 42 3,217 X 123 2,500 717 GRAY TEL COMMON 389375106 2,691 178,000 X 123 113,625 64,375 GREY WOLF COMMON 397888108 8968 2397975 X 123 1994525 403,450 GROUP 1 S COMMON 39943Y103 2,343 143,200 X 123 90,925 52,275 GRUPO TELE ADR 40049J206 1,079 27,059 X 123 27,059 GUCCI GROUP ADR 401566104 17 200 X 123 200 GUIDANT CORP COMMON 401698105 23,982 398,370 X 123 52,269 4,800 341,301 H & Q HEA Closed 404052102 26 1,438 X 123 1,438 HCA INC COMMON 404119109 18,394 428,175 X 123 378,100 50,075 HSBC HOLD ADR 404280406 496 6,294 X 123 4,974 1,320 HAIN CELEST COMMON 405217100 5,697 245,475 X 123 203,650 41,825 HALLIBURTON COMMON 406216101 35,636 1370627 X 123 731,297 8,400 630,930 HANOVER CO COMMON 410768105 21 1,890 X 123 1,890 HARLEY DA COMMON 412822108 15,896 334,444 X 123 223,601 3,975 106,868 HARMAN INTL COMMON 413086109 10,714 144,825 X 123 108,775 36,050 HARMONIC COMMON 413160102 4,906 508,410 X 123 214,450 142325 151,635 HARRAH'S COMMON 413619107 143 2,875 X 123 1,925 950 HARRIS CORP COMMON 413875105 21,117 556,430 X 123 422,875 5,585 127,970 HARRIS INT COMMON 414549105 9,168 1104615 X 123 698,575 193,200 212,840 HARSCO CO COMMON 415864107 1,701 37,375 X 123 37,375 HARTE HAN COMMON 416196103 12,561 577,500 X 123 479,100 98,400 HARTFORD COMMON 416515104 28,515 483,060 X 123 57,285 6,250 419,525 HASBRO INC COMMON 418056107 9,126 428,865 X 123 406,600 22,265 HAVERTY COMMON 419596101 4,517 227,430 X 123 158,700 1,405 67,325 HEALTH COMMON 421915109 2,347 46,200 X 123 28,300 900 17,000 HEALTH MG COMMON 421933102 23 1,000 X 123 1,000 HBOS PLC ADR 42205M106 76 1,962 X 123 1,962 HEADWATERS COMMON 42210P102 111 4,325 X 123 4,325 HEALTHEXT COMMON 422211102 4,285 319,755 X 123 247,025 72,730 HERSHEY COMMON 427866108 254 3,300 X 123 3,300 HEWLETT COMMON 428236103 24982 1087605 X 123 970430 3,499 113,676 HIGHLAND COMMON 430141101 6,775 621,600 X 123 516,200 105,400 HILLENBRAN COMMON 431573104 8,012 129,105 X 123 93,125 1,505 34,475 HINES HORTI COMMON 433245107 3 600 X 123 600 HOME DEPOT COMMON 437076102 4,189 118,025 X 123 94,125 23,900 HONEYWELL COMMON 438516106 32,954 985,771 X 123 914,631 71,140 HORMEL FOO COMMON 440452100 4,686 181,552 X 123 135,705 2,547 43,300 HOST MARR CV PFD 441079407 8,894 561,914 X 123 557,033 4,881 HOST MARRI COMMON 44107P104 12 1,000 X 123 1,000 HUBBELL COMMON 443510201 159 3,600 X 123 3,000 600 HOT TOPIC COMMON 441339108 7565 286,000 X 123 177,425 88225 20350 HUGHES EL COMMON 444418107 33326 2013652 X 123 1,247,518 10,413 755,721 HUGHES SUPP COMMON 444482103 13,046 262,925 X 123 218,225 44,700 HUMAN GEN COMMON 444903108 4 300 X 123 300 HUMAN GEN CV BND 444903AG3 32,120 319,269 X 123 236,986 26,941 55,342 HUMAN GEN CV BND 444903AH1 44,760 442,675 X 123 325,077 57,351 60,246 HYDRIL CO COMMON 448774109 9,339 390,250 X 123 323,975 66,275 IDT CORP - COMMON 448947309 64 3,200 X 123 3,200 ICOS CORP COMMON 449295104 4,770 115,550 X 123 85,950 23,150 6,450 IMS HEALTH COMMON 449934108 53 2,146 X 123 2,146 ISTAR FINAN COMMON 45031U101 9,265 238,172 X 123 167,625 2,347 68,200 IBERIABANK COMMON 450828108 4,754 80,575 X 123 51,675 28,900 IDACORP INC COMMON 451107106 33 1,100 X 123 1,100 IDEX CORP COMMON 45167R104 11,931 286,875 X 123 240,550 46,325 ILEX ONCOLO COMMON 451923106 5,735 269,890 X 123 158,575 63,150 48,165 ILLINOIS TO COMMON 452308109 19,483 232,192 X 123 164,363 2,350 65,479 IMATION C COMMON 45245A107 9,028 256,850 X 123 214,150 42,700 IM CLONE SY COMMON 45245W109 3,821 75,125 X 123 73,100 2,025 IMAGISTICS COMMON 45247T104 3 80 X 123 80 IMPAX LABO COMMON 45256B101 7,747 538,330 X 123 314,950 128,450 94,930 INDEPEND COMMON 453414104 6,151 171,000 X 123 141,875 29,125 INDEPENDENT COMMON 453838104 2,340 82,500 X 123 82,500 INET TECH COMMON 45662V105 7,602 633,525 X 123 518,575 114,950 INFINITY P COMMON 45665Q103 82 2,625 X 123 2,625 INFOSPACE COMMON 45678T201 10,243 263,530 X 123 99,800 90050 73,680 ING GROEP COMMON 456837103 37 1,560 X 123 1,560 INHALE THER CV BND 457191AH7 15,115 331,451 X 123 251,685 34,285 45,482 INPUT/OUT COMMON 457652105 9,899 1,277,300 X 123 1,057,150 220,150 INTEL CORP COMMON 458140100 147,345 4,575,937 X 123 1,475,478 45,100 3,055,359 INTER-TEL COMMON 458372109 7,719 309,000 X 123 260,450 48,550 INTERMAGNE COMMON 458771102 11,234 423,925 X 123 350,725 73,200 IBM COMMON 459200101 6,705 72,344 X 123 52,124 20,220 INTL FLAV COMMON 459506101 37 1,050 X 123 1,050 INTL GAME COMMON 459902102 29 800 X 123 800 INTL PAPER CV PFD 460137300 125957 2306744 X 123 2050408 95183 161,153 INTL PAPER COMMON 460146103 25,584 593,455 X 123 510,580 2,275 80,600 INTERSTATE COMMON 46072H108 41 2,892 X 123 2,892 INVITR COMMON 46185R100 6,057 86,645 X 123 71,275 1,270 14,100 ITRON INC COMMON 465741106 74 4,000 X 123 4,000 IVAX CORP CV BND 465823AG7 8,202 202,772 X 123 125,768 999 76,005 J & J SNA COMMON 466032109 3,437 91,025 X 123 75,375 15,650 JDS UNIPHA COMMON 46612J101 7 2,000 X 123 2,000 JP MORGAN COMMON 46625H100 38231 1040864 X 123 944340 8425 88,099 JABIL CIR COMMON 466313103 51 1,800 X 123 1,800 JEFFRIES COMMON 472319102 89 2,525 X 123 2525 JETBLUE COMMON 477143101 6 225 X 123 225 JOHNSON COMMON 478160104 8,218 159,070 X 123 57,886 2,025 99,159 JOHNSON COMMON 478366107 13,641 117,475 X 123 15,175 1,650 100,650 JONES APP COMMON 480074103 25,819 732,861 X 123 235,600 9,600 487,661 JOURNAL COMMON 481130102 19793 1068147 X 123 850450 4172 213,525 JUNIPER COMMON 48203R104 4,940 264,475 X 123 257,750 6,725 KLA-TENCO COMMON 482480100 225 3,850 X 123 3,850 KAMAN CORP CV BND 483548AC7 1,389 60,359 X 123 60,359 KANA SOFT COMMON 483600300 1 X 123 1 KELLOGG CO COMMON 487836108 33,109 869,470 X 123 357,350 7,775 504,345 KENNEDY COMMON 489399204 6 1,000 X 123 1,000 KERR MCGEE COMMON 492386107 921 19,800 X 123 19,800 KEYCORP COMMON 493267108 5,817 198,408 X 123 155,122 3,525 39,761 KEYSPAN COMMON 49337W100 169 4,600 X 123 4,600 KIMBERLY COMMON 494368103 4,220 71,420 X 123 44,350 27,070 KIMCO REA COMMON 49446R109 1,790 40,000 X 123 40,000 KINDER MO COMMON 49455P101 377 6,375 X 123 4,350 2,025 KINGFISHER ADR 495724403 54 5,407 X 123 5,407 KIRKLANDS COMMON 497498105 118 7,200 X 123 7,200 KMART HOLD COMMON 498780105 6,026 251,620 X 123 172,975 2,920 75,725 KNIGHT RIDD COMMON 499040103 10,483 135,495 X 123 126,875 8,620 KNIGHT TRA COMMON 499063105 9,975 681,350 X 123 422,550 211,400 47,400 KOHLS CORP COMMON 500255104 8,102 180,285 X 123 87,480 4,800 88,005 PHILIPS ADR 500472303 279 9,582 X 123 7,789 1,793 KOPIN CORP COMMON 500600101 47 7,000 X 123 7,000 KOSS CORP COMMON 500692108 31 1,500 X 123 1,500 KRAFT FOODS COMMON 50075N104 765 23,752 X 123 5,102 18,650 KROGER COMMON 501044101 141 7,600 X 123 1,000 6,600 KULICKE COMMON 501242101 5,902 410,405 X 123 316,550 93,855 KYPHON COMMON 501577100 10,541 424,530 X 123 247,975 101,000 75,555 LSI LOCIC CV BND 502161AG7 82694 1189234 X 123 856341 147805 185,088 L-3 COMM COMMON 502424104 31 600 X 123 600 LA QUINTA COMMON 50419U202 4789 635105 X 123 522250 112855 LAM RES CV BND 512807AE8 38,728 365,791 X 123 236,145 46,851 82,795 LAMAR ADV COMMON 512815101 6,954 186,325 X 123 129,950 1,475 54,900 LANDSTAR COMMON 515098101 9,815 258,025 X 123 217,875 40,150 LASALLE COMMON 517942108 11,670 629,100 X 123 522,125 106,975 ESTEE COMMON 518439104 16 350 X 123 350 LEAR CORP COMMON 521865105 17,752 289,456 X 123 47,331 3,650 238,475 LEGGETT COMMON 524660107 17,458 807,123 X 123 517,252 7,700 282,171 LEGG MASON COMMON 524901105 41 535 X 123 535 LEHMAN BROS COMMON 524908100 117850 1526159 X 123 661,768 14,450 849,941 LENNOX INTL COMMON 526107107 14,773 884,625 X 123 734,075 150,550 LEVITT CORP COMMON 52742P108 8,303 338,905 X 123 281,981 56,924 LEXMARK INTL COMMON 529771107 1,906 24,240 X 123 11,800 12,440 LIBERTY CORP COMMON 530370105 3,267 72,300 X 123 46,125 26,175 LIBERTY ME CV BND 530715AR2 26 464 X 123 464 LIBERTY MED COMMON 530718105 17 464 X 123 1595 LIGAND PHARM COMMON 53220K207 2984 1595 X 123 36752 93975 17775 LILLY ELI COMMON 532457108 7,848 111,594 X 123 58,365 2,985 50,244 LINCOLN EL COMMON 533900106 69 2,800 X 123 2,800 LINCOLN N COMMON 534187109 1,038 25,700 X 123 25,700 LINEAR TECH COMMON 535678106 28,585 679,457 X 123 266,500 5,475 407,482 LION BIOS ADR 536191109 1 578 X 123 578 LIONBRIDGE COMMON 536252109 2,683 279,150 X 123 92,775 156,575 29,800 LIZ CLAIBO COMMON 539320101 5,056 142,585 X 123 81,700 1,585 59,300 LOCKHEED M COMMON 539830109 10 200 X 123 200 LOEWS CORP CV BND 540424AL2 137,071 2,174,647 X 123 2,045,183 89,948 39,516 LONGVIEW COMMON 543213102 247 20,000 X 123 20,000 LOWES COS COMMON 548661107 43,954 793,535 X 123 281,832 8,625 503,078 LUCENT TECH CV PFD 549462307 32,640 6547315 X 123 5,654,959 321,281 571,074 LUCENT TECH COMMON 549463107 1 312 X 123 312 LUMINENT GAGE COMMON 550278303 4245 300000 X 123 300000 LYDALL INC COMMON 550819106 3,063 300,550 X 123 191,950 108,600 MAF BANCORP COMMON 55261R108 7,832 186,925 X 123 155,000 31,925 MBNA CORP COMMON 55262L100 85,213 3429103 X 123 927,556 49,200 2,452,347 MDU RESOUR COMMON 552690109 281 11,812 X 123 11,812 MDC PART COMMON 552697104 86 5,500 X 123 2500 3000 MGIC INVT COMMON 552848103 125 2,200 X 123 2,200 MGI PHARMA COMMON 552880106 4,724 114,800 X 123 65,050 40,775 8,975 MGM MIRAGE COMMON 552953101 190 5,050 X 123 5,050 MSC SOFTWARE COMMON 553531104 8,018 848,450 X 123 699,875 148,575 MACDERMID INC COMMON 554273102 108 3,075 X 123 3,075 MACERICH CO COMMON 554382101 13,827 310,725 X 123 259,825 50,900 MACROMEDIA COMMON 556100105 3,879 193,275 X 123 45,825 124025 23,425 MANDALAY COMMON 562567107 37,476 838,008 X 123 377,308 6,725 453,975 MARIMBA COMMON 56781Q109 2,130 387,200 X 123 298,675 88,525 MARINEMAX COMMON 567908108 575 21,650 X 123 21,650 MARLIN BUS COMMON 571157106 4,379 251,685 X 123 195,250 56,435 MARSH COMMON 571748102 2,447 51,091 X 123 6,970 44,121 MARSHALL COMMON 571834100 2,500 65,366 X 123 19,104 2,000 44,262 MARRIOTT COMMON 571903202 106 2,300 X 123 1,500 800 MARTIN MARI COMMON 573284106 47 1,000 X 123 1,000 MARVEL ENT COMMON 57383M108 648 22,275 X 123 22,275 MASCO CORP COMMON 574599106 71378 2604104 X 123 1673400 16075 914,629 MASSMUTUAL Closed 576292106 7 300 X 123 300 MATSUSHITA ADR 576879209 75 5,350 X 123 5,350 MAXTOR CORP COMMON 577729205 14485 1304940 X 123 1,076,450 3,240 225,250 MAXTOR CORP CV BND 577729AA4 48,319 9503783 X 123 8,105,158 596,300 802,325 MAXIM I COMMON 57772K101 53,155 1067362 X 123 401,787 16,700 648,875 MAY DEPT COMMON 577778103 260 7,505 X 123 505 7,000 MCDATA CORP COMMON 580031201 7 X 123 7 MCDONALDS COMMON 580135101 29799 1200131 X 123 1117155 82,976 MCG CAPITAL COMMON 58047P107 71 3,600 X 123 3,600 MCGRAW HILL COMMON 580645109 10,007 143,116 X 123 136,261 6,855 MCKESSON COMMON 58155Q103 23,304 724,640 X 123 683,575 41,065 MEDCO HEA COMMON 58405U102 853 25,084 X 123 15,432 9,652 MEDICINES COMMON 584688105 10,098 342,765 X 123 225,900 68,175 48,690 MEDICIS COMMON 584690309 196 2,750 X 123 2,500 250 MEDIMMUNE COMMON 584699102 14 570 X 123 570 MEDTRONIC COMMON 585055106 25,421 522,950 X 123 319,100 3,900 199,950 MELLON FIN COMMON 58551A108 49,686 1547375 X 123 779,800 11,050 756,525 MENS WEARHO COMMON 587118100 8,262 330,350 X 123 274,400 55,950 MERCANTILE COMMON 587376104 4,551 124,677 X 123 102,692 1,839 20,146 MERCK & CO COMMON 589331107 11,592 250,902 X 123 142,206 108,696 MERCURY INT COMMON 589405109 4,830 99,300 X 123 96,850 2,450 MERRILL COMMON 590188108 84682 1443849 X 123 573,549 16,090 854,210 MERRILL COMMON 59021J794 284 30,000 X 123 30,000 METALS COMMON 591324207 3,975 394,775 X 123 251,650 143,125 MICROSOFT COMMON 594918104 97436 3537988 X 123 1213681 49209 2,275,098 MICROSTRAT COMMON 594972408 10,700 203,880 X 123 119,750 47,975 36,155 MICROCHIP COMMON 595017104 3,523 105,600 X 123 102,425 3,175 MICROSEMI COMMON 595139100 12,957 947,180 X 123 532,450 237250 177,480 S & P MID COMMON 595635103 42 400 X 123 400 MIDWEST EXPR COMMON 597911106 79 18000 X 123 18000 MILLENNIUM COMMON 599902103 2,274 121,775 X 123 118,100 3,675 MILLENNIUM COMMON 599903101 6,109 408,925 X 123 338,425 70,500 MILLEA ADR 60032R106 72 1,070 X 123 1,070 MILLER COMMON 600544100 141 5,800 X 123 5,800 MINDSPEED COMMON 602682106 7,314 1067760 X 123 626075 252100 189,585 BANK OF ADR 606816106 91 11,605 X 123 11,605 MITSUI ADR 606827202 70 440 X 123 440 MOBILITY COMMON 60741U101 4,894 547,390 X 123 422,225 125,165 MODEM M COMMON 607533106 4,084 499,825 X 123 318,650 181,175 MOHAWK INDS COMMON 608190104 17,763 251,815 X 123 74,900 3,140 173,775 MONACO COACH COMMON 60886R103 16,286 684,300 X 123 576,850 107,450 MONSANTO CO COMMON 61166W101 1,495 51,949 X 123 1,574 50,375 MONSTER COMMON 611742107 9,506 432,875 X 123 283,900 119,950 29,025 MOODYS CORP COMMON 615369105 38,230 631,371 X 123 169,536 11,275 450,560 MOOG INC COMMON 615394202 7,403 149,850 X 123 124,375 25,475 MORAN EN CV BND 616457AC1 814 46,864 X 123 21,950 10,889 14,025 MORGAN COMMON 617446448 6,838 118,161 X 123 52,411 1,000 64,750 MOTOROLA COMMON 620076109 13,035 926,415 X 123 868,400 58,015 MOVADO COMMON 624580106 5,196 184,075 X 123 117,450 66,625 MUELLER COMMON 624756102 106 3,125 X 123 3,125 MULTIME COMMON 625453105 9,141 222,405 X 123 138,975 41,850 41,580 MUNI MORT COMMON 62624B101 155 6,275 X 123 6,275 MYLAN LAB COMMON 628530107 364 14,400 X 123 14,400 NBTY INC COMMON 628782104 455 16,925 X 123 16,925 NMS COMM COMMON 629248105 1919 268,075 X 123 154,225 113850 NRG ENERGY COMMON 629377508 3714 167,300 X 123 163,975 3325 NTT DOCOMO ADR 62942M201 84 3,680 X 123 3,680 NYMAGIC COMMON 629484106 4,365 159,175 X 123 101,425 57,750 NASDAQ-10 COMMON 631100104 109 3,000 X 123 1,000 2,000 NATIONAL COMMON 635405103 17,761 523,292 X 123 364,796 4,975 153,521 NATIONAL COMMON 63545P104 1,299 47,600 X 123 47,600 NATIONAL COMMON 63607P208 17,307 536,650 X 123 380125 50775 105,750 NATIONAL COMMON 637640103 822 20,850 X 123 20,850 NAVIGANT COMMON 63935N107 16,684 884,605 X 123 611,600 117,525 155,480 NEIMAN MAR COMMON 640204202 992 18,479 X 123 18,479 NEKTAR TH COMMON 640268108 2740 126,950 X 123 31,675 80100 15175 NELNET INC COMMON 64031N108 8,612 384,450 X 123 318,850 65,600 NETFLIX.CO COMMON 64110L106 8,569 156,675 X 123 110,700 36,750 9,225 NETOPIA COMMON 64114K104 4,260 292,170 X 123 225,375 66,795 NETWORK COMMON 64120L104 25037 1219545 X 123 540548 8800 670,197 NEW JERSEY COMMON 646025106 11,452 297,375 X 123 247,125 50,250 NEW YORK COMMON 649445103 12,589 330,856 X 123 204,441 550 125,865 NEW YORK COMMON 650111107 38 800 X 123 200 600 NEWCASTLE COMMON 65105M108 13,620 502600 X 123 415,425 87,175 NEWELL FI CV PFD 651195307 26,805 570,197 X 123 548,001 11,838 10,358 NEWS CORP ADR 652487703 219 6,077 X 123 6,077 NEWS CORP ADR 652487802 35 1,158 X 123 460 698 NEXTEL COM COMMON 65332V103 45,849 1633958 X 123 539,229 14,525 1,080,204 NEXTEL COM CV BND 65332VAY9 42,643 256,502 X 123 245,347 8,131 3,024 NEXTEL PART COMMON 65333F107 3,292 260,000 X 123 253,150 6,850 NEXEN INC COMMON 65334H102 30 780 X 123 780 NIKE INC COMMON 654106103 2,738 39,990 X 123 37415 2,575 NIPPON TELE ADR 6546624105 43 1,500 X 123 1,500 NISOURCE INC COMMON 65473P105 15 720 X 123 720 NOKIA CORP ADR 654902204 14,069 827,593 X 123 628,993 14,125 184,475 NORDSTROM COMMON 655664100 39,970 1001752 X 123 249,025 9,175 743,552 NORFOLK COMMON 655844108 1,717 72,580 X 123 60,480 12,100 NORTEL NE COMMON 656568102 628 105750 X 123 105,750 NORTEL NE CV BND 656568AB8 167,708 9354500 X 123 7458000 634500 1,262,000 NORTH FORK COMMON 659424105 1,185 29,275 X 123 29,275 NORTHERN COMMON 665859104 65 1,400 X 123 1,400 NORTHROP COMMON 666807102 45,634 477,345 X 123 424,145 1,675 51,525 NORTHWEST COMMON 667655104 32 1,050 X 123 1,050 NOVA CHEM COMMON 66977W109 56 2,250 X 123 2,250 NOVARTIS ADR 66987V109 82 1,787 X 123 1,667 120 NOVELL INC COMMON 670006105 3,093 293,744 X 123 242775 5794 45,175 NSTAR COMMON 67019E 107 194 4,000 X 123 4,000 NVIDIA COMMON 67066G104 13,223 568,725 X 123 356,950 6,825 204,950 O CHARLEYS COMMON 670823103 9,752 543,275 X 123 451,350 91,925 OGE ENERGY COMMON 670837103 36 1,500 X 123 1,500 OSI PHARM COMMON 671040103 4638 120,775 X 123 73600 38300 8,875 OCTUS INC COMMON 675742407 241 X 123 241 ODYSSEY COMMON 67611V101 16,307 557,326 X 123 371,942 106,700 78,684 ONYX PHAR COMMON 683399109 6,775 167,445 X 123 87,000 46,100 34,355 OPSWARE COMMON 68383A101 2,387 315,750 X 123 70,075 206,450 39,225 OFFSHORE COMMON 676255102 15 600 X 123 600 OHIO CAS COMMON 677240103 8,647 498,100 X 123 409,925 88,175 OLD DOMI COMMON 679580100 18,172 533,225 X 123 427,648 105,577 OLD REPUBL COMMON 680223104 5,779 227,877 X 123 187,824 3,116 36,937 OMNICARE COMMON 681904108 7,003 173,377 X 123 125,875 1,952 45,550 OMNICOM COMMON 681919106 1,778 20,365 X 123 1,925 18,440 ONEOK INC COMMON 682680103 16,261 736,467 X 123 608,175 5,017 123,275 ORACLE CORP COMMON 68389X105 1,534 115,978 X 123 38,278 17,000 60,700 ORBITZ INC COMMON 68556Y100 751 31,525 X 123 31,525 ORIENTAL FI COMMON 68618W100 5,121 160,800 X 123 160,800 ORIX CORP ADR 686330101 57 1,390 X 123 1,390 OWENS-ILLI COMMON 690768403 4 375 X 123 375 OWENS-ILLIN CV PFD 690768502 4,523 134,772 X 123 134,772 OXFORD HE COMMON 691471106 997 22,925 X 123 22,925 P G E COMMON 69331C108 1,238 44,575 X 123 200 44,375 PLX TECHNOL COMMON 693417107 3,336 376,900 X 123 240,275 136,625 THE PMI COMMON 69344M101 89 2,400 X 123 2,400 PNC FINL COMMON 693475105 12,107 221,220 X 123 208,450 12,770 POHANG ADR 693483109 447 13,147 X 123 13,147 PACIFIC COMMON 69404P101 120 3,264 X 123 3,264 PACKAGING COMMON 695156109 22 1,000 X 123 1,000 PACKETEER COMMON 695210104 7,400 435,800 X 123 332,200 103,600 PACTIV CORP COMMON 695257105 5,816 243,367 X 123 201,125 3,542 38,700 PARK ELE COMMON 700416209 2,730 103,050 X 123 85,400 17,650 PARKER HAN COMMON 701094104 13,210 222,025 X 123 26,600 2,975 192,450 PARTY CITY COMMON 702145103 8,720 687,150 X 123 570,850 116,300 PATINA OI COMMON 703224105 15,864 323,818 X 123 268,294 55,524 PATTERSON- COMMON 703481101 4,481 136,125 X 123 132,650 3,475 PENNEY JC COMMON 708160106 19,872 756,155 X 123 712,275 43,880 PEOPLES EN COMMON 711030106 22 533 X 123 533 PEPSICO COMMON 713448108 32,873 705,120 X 123 440,700 11,500 252,920 PERFORM COMMON 71376K102 5,939 416,775 X 123 322,100 94,675 PEROT SYS COMMON 714265105 16377 1214925 X 123 1008250 206,675 PERRIGO CO COMMON 714290103 20094 1278250 X 123 1044850 233,400 PETCO COMMON 716016209 4,662 153,100 X 123 55,700 79,700 17,700 PFIZER INC COMMON 717081103 139219 3940519 X 123 1891027 44,850 2,004,642 PHARM RESO COMMON 717125108 9,895 151,875 X 123 93,225 47,900 10,750 PHIL LONG D CV PFD 718252703 111893 4022244 X 123 2923654 628971 469,619 PINNACLE COMMON 723484101 142 3,550 X 123 500 3,050 PITNEY BO COMMON 724479100 114 2,800 X 123 1,200 1,600 PIXELWORKS COMMON 72581M107 8,633 781,961 X 123 458,575 183,575 139,811 PLUM CREEK COMMON 729251108 85 2,779 X 123 2,505 274 POGO PRODU COMMON 730448107 4,883 101,093 X 123 66,724 34,369 POLO RALPH COMMON 731572103 317 11,000 X 123 11,000 PRAXAIR INC COMMON 74005P104 71478 1871149 X 123 1,262,062 11,075 598,012 PRENTISS COMMON 740706106 874 26,500 X 123 20,000 6,500 PRESTON CV BND 741130AA6 11121 1944256 X 123 1,389,457 363,309 191,491 PRICE (T COMMON 74144T108 618 13,038 X 123 6,100 4,175 2,763 PRINCIPAL COMMON 74251V102 30 900 X 123 100 800 PROASSUR COMMON 74267C106 6,692 208,150 X 123 173,075 35,075 PROCTER COMMON 742718109 81,591 816,892 X 123 209,390 11,575 595,927 PROGRESS COMMON 743263105 115 2,550 X 123 2,550 PROLOGIS COMMON 743410102 70 2,180 X 123 2,180 PROTECTIVE COMMON 743674103 21,739 642,414 X 123 505,130 1,634 135,650 PROVIDENCE COMMON 743815102 5,309 325,100 X 123 207,925 117,175 PROVIDENT COMMON 74386T105 13,011 688,400 X 123 571,275 117,125 PRUDENTIAL COMMON 744320102 1,073 25,683 X 123 23,733 1,950 PSYCHIA COMMON 74439H108 3,759 179,880 X 123 139,275 40,605 PUBLIC STOR COMMON 74460D109 13 300 X 123 300 PUGET ENERGY COMMON 745310102 48 2,000 X 123 2,000 PULTE CORP COMMON 745867101 665 7,100 X 123 7,100 QLOGIC CORP COMMON 747277101 13,025 252,425 X 123 30,350 3,350 218,725 QUAKER CHEM COMMON 747316107 6,899 224,350 X 123 143,500 80,850 QUALCOMM INC COMMON 747525103 27,815 515,765 X 123 161,141 10,100 344,524 QUANTUM FUEL COMMON 74765E 109 1,906 237,030 X 123 180,875 56,155 QUESTAR CORP COMMON 748356102 6,042 171,887 X 123 141,950 2,112 27,825 R H DONNE COMMON 74955W307 28,603 717,942 X 123 594,780 2,087 121,075 RLI CORPORAT COMMON 749607107 11,057 295,175 X 123 248,925 46,250 RPM INC OHIO COMMON 749685103 1,117 67,832 X 123 3,432 64,400 RSA SECURITY COMMON 749719100 11,559 814,025 X 123 472,625 198,400 143,000 RADIAN GROUP COMMON 750236101 60 1,226 X 123 1,226 RALCORP HOLD COMMON 751028101 17,998 573,900 X 123 476,250 97,650 RAMCO GER COMMON 751452202 10,393 367,250 X 123 304,600 62,650 RAYTHEON CO COMMON 755111507 293 9,764 X 123 5,206 4,558 RED HAT INC COMMON 756577102 5,743 305,975 X 123 298,175 7,800 REGAL ENT COMMON 758766109 3,953 192,647 X 123 157,875 3,297 31,475 REGENT COM COMMON 758865109 4,462 702,750 X 123 583,125 119,625 RELIANCE COMMON 759509102 16,635 500,900 X 123 415,025 85,875 RELIANT COMMON 75952B105 5 630 X 123 630 REPSOL ADR 76026T205 35 1,800 X 123 1,800 REPUBLIC COMMON 760282103 5,752 426,419 X 123 361,893 64,526 RESEARCH COMMON 760975102 3,108 46,500 X 123 45,175 1,325 RESMED INC COMMON 761152107 36 875 X 123 875 REUTERS ADR 76132M102 395 15,566 X 123 8,290 7,276 REYNOLDS COMMON 761695105 160 5,500 X 123 5,500 RJ REYNOLDS COMMON 76182K105 219 3,765 X 123 3,765 RICHARDSON CV BND 763165AB3 16,215 827,718 X 123 593,660 96,026 138,032 ROBBINS COMMON 770196103 4,443 233,975 X 123 201,575 32,400 ROCHE HOL ADR 771195104 77 761 X 123 761 ROCKWELL A COMMON 773903109 148 4,160 X 123 4,160 ROCKWELL COMMON 774341101 108 3,600 X 123 3,600 ROGERS CORP COMMON 775133101 5,390 122,162 X 123 100,225 2,162 19,775 ROHM & HAAS COMMON 775371107 1,670 39,100 X 123 38,600 500 ROYAL DUTCH ADR 780257804 4,524 86,346 X 123 48,480 200 37,666 RYANAIR HL ADR 783513104 328 6,484 X 123 6,484 SBC COM COMMON 78387G103 60913 2336530 X 123 1505092 9,700 821,738 SCI SYSTEMS CV BND 783890AF3 2,878 72,551 X 123 47,279 8,706 16,566 SKF AB ADR 784375404 81 2,100 X 123 2,100 SLM CORP COMMON 78442P106 540 14,325 X 123 5,775 675 7,875 SABMILLER ADR 78572M105 9 X 123 9 SAFECO CO COMMON 786429100 47 1,200 X 123 1,200 SAGA COMM COMMON 786598102 17,270 932,015 X 123 726,115 205,900 ST JUDE MED COMMON 790849103 61927 1009397 X 123 335546 14150 659,701 ST PAUL COMMON 792860108 738 18,625 X 123 225 18,400 SAMSUNG E Global 796050888 379 2,020 X 123 2,020 SANDISK COMMON 80004C101 8 132 X 123 50 82 SAP AG ADR 803054204 1,307 31,450 X 123 31,450 SARA LEE COMMON 803111103 130 6,000 X 123 6,000 SCANA CORP COMMON 80589M102 21 600 X 123 600 SCANSOURCE COMMON 806037107 11,950 261,950 X 123 217,325 44,625 SCHERING- COMMON 806605101 1,208 69,445 X 123 41,345 28,100 SCHLUMBE COMMON 806857108 559 10,208 X 123 4,700 5,508 SCHOOL SPE COMMON 807863105 8,142 239,400 X 123 198,550 40,850 SCIENTI COMMON 808655104 11 400 X 123 400 SCOTTS CO COMMON 810186106 8,479 143,325 X 123 119,050 24,275 SCRIPPS CO COMMON 811054204 3,775 40,100 X 123 25,700 14,400 SCUDDER Closed 81123W101 27 2,000 X 123 2,000 SELECT COMMON 81616X103 7,255 293,010 X 123 233,775 59,235 SELECT COMMON 816196109 4,719 289,850 X 123 102,350 157,350 30,150 SEMTECH COMMON 816850101 8,079 355,450 X 123 294,875 60,575 SEMPRA EN COMMON 816851109 12 415 X 123 415 SEROLOGICA COMMON 817523103 15,046 808,900 X 123 669,475 139,425 SHELL TRN ADR 822703609 27 600 X 123 600 SHOPKO STO COMMON 824911101 9,682 634,900 X 123 530,875 104,025 SIEMENS AG ADR 826197501 85 1,062 X 123 1,062 SIGMA ALD COMMON 826552101 46 800 X 123 800 SIGMATEL COMMON 82661W107 5,202 210,795 X 123 162,125 48,670 SKILLSOFT ADR 830928107 10126 1170635 X 123 719,075 221,450 230,110 SMAR FINAL COMMON 831683107 5,557 551,275 X 123 351,400 199,875 SMITH ADR 83175M205 66 1,570 X 123 1,570 JM SMUCKER COMMON 832696405 20 446 X 123 322 124 SMURFIT-S COMMON 832727101 14,346 772,518 X 123 543,550 6,900 222,068 SONIC CORP COMMON 835451105 7,539 246,225 X 123 204,800 41,425 SONICWALL COMMON 835470105 8,608 1103526 X 123 647675 260075 195,776 SONY CORP ADR 835699307 10 300 X 123 300 SONUS NET COMMON 835916107 7,737 1023475 X 123 705,950 255,025 62,500 SOUTH FINC COMMON 837841105 17,839 640,300 X 123 530,225 2,700 107,375 SOUTHERN CO COMMON 842587107 822 27,180 X 123 9,980 17,200 SOUTHERN COMMON 844030106 6,665 362,250 X 123 300,400 61,850 SOUTHWEST COMMON 844741108 1,029 63,732 X 123 49,997 13,735 SOVEREIGN COMMON 845905108 1,302 54,825 X 123 54,825 SPARTECH COMMON 847220209 10,805 438,500 X 123 364,250 74,250 SPECTRAL COMMON 847580107 6,654 347,115 X 123 267,750 79,365 SPORTS AU COMMON 84917U109 12,789 333,050 X 123 186,350 89,600 57,100 SPRINT COMMON 852061100 32,598 1985280 X 123 988,575 14,300 982,405 SPRINT CORP COMMON 852061506 13 2,386 X 123 1,000 1,386 STANDARD COMMON 85375C101 14,524 299,150 X 123 246,900 1,575 50,675 STANLEY COMMON 854616109 536 14,150 X 123 11,250 2,900 STAPLES COMMON 855030102 24,481 896,731 X 123 345,196 7,475 544,060 STARWOOD COMMON 85590A203 879 24,425 X 123 24,425 STATE BAN Global 856552203 1,499 44,920 X 123 42,450 2,470 STATE ST COMMON 857477103 41,109 789,348 X 123 296,033 11,225 482,090 STEAK N COMMON 857873103 9,064 507,800 X 123 424,375 83,425 STMICROE ADR 861012102 1,163 43,075 X 123 39,400 3,675 STORAGE COMMON 862111200 7,397 287,262 X 123 208,150 2,287 76,825 STRATTEC COMMON 863111100 79 1,300 X 123 1,300 STRAYER COMMON 863236105 11,055 101,585 X 123 58,700 24,625 18,260 STRYKER COMMON 863667101 24,518 288,408 X 123 110,092 2,350 175,966 SUN MICROS COMMON 866810104 125 27,940 X 123 11,700 16,240 SUNCOR ENE COMMON 867229106 3,594 143,411 X 123 143,411 SUNGARD D COMMON 867363103 43,637 1574757 X 123 1,264,301 7,100 303,356 SUNOCO INC COMMON 86764P109 51 1,000 X 123 1,000 SUNTRUST COMMON 867914103 16,682 233,315 X 123 219,715 13,600 SUPERVAL COMMON 868536103 6,589 230,475 X 123 160,600 69,875 SUPPORTSOFT COMMON 868587106 11,962 909,649 X 123 532,250 215,425 161,974 SYBASE INC COMMON 871130100 3,891 189,056 X 123 155,825 2,457 30,774 SYMANTEC COMMON 871503108 24,100 695,524 X 123 197,275 7,525 490,724 SYNOPSYS INC COMMON 871607107 91 2,700 X 123 2,700 SYSCO CORP COMMON 871829107 22,093 593,410 X 123 125,685 6,925 460,800 TCF FINAN COMMON 872275102 1,253 24,400 X 123 24,400 TDK CORP ADR 872351408 91 1,270 X 123 545 725 TECO ENERGY COMMON 872375100 14 1,000 X 123 1,000 TEPPCO PART COMMON 872384102 113 2,800 X 123 2,800 TJX COMPA COMMON 872540109 12,529 568,200 X 123 490,025 78,175 TTM TECHN COMMON 87305R109 16,478 976,195 X 123 569,975 231,625 174,595 TXU CORP COMMON 873168108 98 4,150 X 123 400 3,750 TALBOTS COMMON 874161102 2 50 X 123 50 TARGET COMMON 87612 E106 26243 683408 X 123 446761 12325 224,322 TECH DATA COMMON 878237106 20,113 506,740 X 123 420,125 1,165 85,450 TECHNE COMMON 878377100 560 14,800 X 123 14,800 TEKELEC COMMON 879101103 6,821 438,675 X 123 364,025 74,650 TEKTRONIX COMMON 879131100 13,142 415,875 X 123 347,375 68,500 TELEFLEX COMMON 879369106 4,272 88,400 X 123 74,025 700 13,675 TELEFONOS ADR 879403780 92 2,800 X 123 2,400 400 TELIK INC COMMON 87959M109 8,134 353,515 X 123 241,875 64,125 47,515 TEMPLE INL COMMON 879868107 1,202 19,175 X 123 19,175 TEMPUR- COMMON 88023U101 482 31,125 X 123 31,125 TENET HEAL COMMON 88033G100 270 16,800 X 123 15,000 1,800 TEVA PHARM ADR 881624209 1,964 34,640 X 123 33,765 875 TETRA TECH COMMON 88162G103 48 1,912 X 123 1,912 TEXAS GENCO COMMON 882443104 9,629 296,290 X 123 250,890 45,400 TEXAS INST COMMON 882508104 51,611 1756686 X 123 492,938 18,100 1,245,648 TEXAS REG COMMON 882673106 8,442 228,175 X 123 189,275 38,900 TEXTRON INC COMMON 883203101 34 600 X 123 600 TEXTRON INC CV PFD 883203200 120 2,108 X 123 2,108 THERMO EL COMMON 883556102 7,485 297,007 X 123 208,950 2,982 85,075 3COM COMMON 885535104 862 105,550 X 123 12,100 93,450 3M CO COMMON 88579Y101 69,864 821,639 X 123 290,398 12,625 518,616 TIBCO SOFTW COMMON 88632Q103 37 5,400 X 123 5,400 TIME WARNER COMMON 887317105 26,224 1457690 X 123 1,341,805 115,885 TOMKINS PLC ADR 890030208 72 3,749 X 123 3,749 TORCHMARK COMMON 891027104 364 8,000 X 123 8,000 TOTAL FINA ADR 8.9151E+113 74 795 X 123 795 TOUCH AMER COMMON 891539108 12 X 123 12 TRACTOR SUP COMMON 892356106 10,974 282,190 X 123 166,875 64,225 51,090 TRANSACT COMMON 893416107 1,888 84,765 X 123 83,765 1,000 TRAVELERS COMMON 89420G109 93 5,552 X 123 41 5,511 TRAVELERS COMMON 89420G406 2 109 X 123 86 23 TRIAD HOSP COMMON 89579K109 6,418 192,921 X 123 158,800 2,921 31,200 TRIBUNE CO COMMON 896047107 23,577 456,912 X 123 336,335 120,577 TRICO MAR COMMON 896106101 2469 1379505 X 123 1,137,605 193,520 48,380 TRIQUINT CV BND 89674KAB9 6,230 95,722 X 123 34,956 24,041 36,726 TYCO INTL COMMON 902124106 74,577 2814233 X 123 1,609,631 18,143 1,186,459 UCBH HOL COMMON 90262T308 14,181 363,900 X 123 210,100 90,600 63,200 US BANCORP COMMON 902973304 70,647 2372284 X 123 1,050,133 14,900 1,307,251 UNILEVER PLC ADR 904767704 70 1,870 X 123 1,870 UNION PAC COMMON 907818108 1,044 15,025 X 123 600 14,425 UNION PLAN COMMON 908068109 38 1,200 X 123 1,200 UNITED AUT COMMON 909440109 1,446 46,200 X 123 46,200 UNITED COMMON 91018B104 12,520 392,725 X 123 326,025 66,700 UNITED MICRO ADR 910873207 949 191,645 X 123 182,070 9,575 UNITED SURG COMMON 913016309 13,376 399,525 X 123 231,275 99,150 69,100 UNITED TECHN COMMON 913017109 866 9,143 X 123 3,305 200 5,638 UNITEDHEALT COMMON 91324P102 89,901 1545228 X 123 456,835 18,800 1,069,593 UNIVERSAL COMMON 913903100 18,210 338,975 X 123 321,550 17,425 UNIVISION COMMON 914906102 47,353 1193060 X 123 406,800 11,400 774,860 USF CORP COMMON 91729Q101 5,934 173,555 X 123 143,650 1,555 28,350 VARIAN INC COMMON 922206107 16,806 402,725 X 123 334,250 68,475 VARIAN SEMI COMMON 922207105 11,216 256,725 X 123 176,025 40,950 39,750 VECTREN CORP COMMON 92240G101 12 500 X 123 500 VERITAS SO COMMON 923436109 56,518 1520924 X 123 510,973 22,225 987,726 VERISIGN COMMON 9.2343E+106 5,505 337,757 X 123 280,350 2,857 54,550 VERIZON COM COMMON 92343V104 13,304 379,236 X 123 319,577 944 58,715 VERTEX PH CV BND 92532FAD2 25,514 310,637 X 123 252,913 20,252 37,472 VIACOM INC COMMON 925524100 200 4,525 X 123 4,200 325 VIACOM INC COMMON 925524308 42,375 954,832 X 123 726,630 4,756 223,446 VIAD CORP COMMON 92552R109 43 1,700 X 123 1,000 700 VIASYS HE COMMON 92553Q209 11,829 574,200 X 123 476,350 97,850 VIRAGEN INC COMMON 927638106 5 22,250 X 123 22,250 VISHAY INTERT COMMON 928298108 5,819 254,122 X 123 210,100 3,197 40,825 VISTACARE I COMMON 92839Y109 14,050 399,715 X 123 233,450 92,700 73,565 VITESSE COMMON 928497106 2,730 465,050 X 123 166,275 252,675 46,100 VODAFONE ADR 92857W100 109 4,334 X 123 3,334 1,000 WMS INDUS COMMON 929297109 11,073 422,641 X 123 247,325 100,125 75,191 WABTEC COMMON 929740108 5,273 309,430 X 123 255,100 3,980 50,350 WACHOVIA COMMON 929903102 1,563 33,547 X 123 27,546 6,001 WADDELL COMMON 930059100 105 4,491 X 123 4,491 WAL-MART COMMON 931142103 79779 1503853 X 123 370,377 21,350 1,112,126 WALGREEN COMMON 931422109 1,462 40,200 X 123 300 39,900 WASHINGTON COMMON 938862208 11,928 351,125 X 123 291,375 59,750 WASHINGTON COMMON 939322103 1,140 28,419 X 123 17,179 11,240 WASHINGTON COMMON 940610108 225 8,580 X 123 8,580 WASTE CONN COMMON 941053100 12,943 342,675 X 123 287,900 54,775 WASTE MANAGT COMMON 94106L109 30,322 1024405 X 123 963,380 61,025 WATSON PHARM COMMON 942683103 652 14,180 X 123 14,180 WELLPOINT COMMON 94973H108 2,707 27,910 X 123 27,910 WELLS FARGO COMMON 949746101 100,199 1701459 X 123 872,044 14,388 815,027 WESTPAC ADR 961214301 64 1,060 X 123 1,060 WESTWOOD COMMON 961815107 6,439 188,232 X 123 155,500 1,682 31,050 WEYERHAEU COMMON 962166104 3,025 47,263 X 123 24,478 22,785 WHOLE FOODS COMMON 966837106 23 350 X 123 350 WILEY JOHN COMMON 968223206 12,027 462,050 X 123 382,375 79,675 WILLIAMS CV PFD 969457845 18,926 1339227 X 123 708,345 250,542 380,339 WINTRUST COMMON 97650W108 8,199 181,800 X 123 150,625 31,175 WIPRO LTD ADR 97651M109 1,452 30,125 X 123 30,125 WISCONSIN COMMON 976657106 1,271 38,000 X 123 38,000 WITNESS SY COMMON 977424100 6,641 711,825 X 123 590,750 121,075 WOLSELEY ADR 97786P100 80 1,120 X 123 1,120 WOODWARD COMMON 980745103 73 1,280 X 123 1,280 WORLDCOM COMMON 98157D106 9,430 X 123 9,430 WORLDCOM COMMON 98157D304 465 X 123 465 WRIGLEY COMMON 982526105 561 9,974 X 123 9,974 WYETH CO COMMON 983024100 4,045 95,299 X 123 58,531 36,768 XM SATELL COMMON 983759101 15,429 585,335 X 123 390,300 126,775 68,260 XTO ENERGY COMMON 98385X106 29107 1028500 X 123 335,716 16,375 676,409 XCEL ENERGY COMMON 98389B100 38 2,250 X 123 2,250 XILINX INC COMMON 983919101 808 20,920 X 123 8,300 12,620 XEROX CORP COMMON 984121103 1,021 74,000 X 123 74,000 YAHOO INC COMMON 984332106 34,065 754,148 X 123 287,856 6,525 459,767 ZALE CORP COMMON 988858106 5,486 103,120 X 123 67,675 1,370 34,075 ZIMMER HOL COMMON 98956P102 101,625 1443544 X 123 536,269 18,190 889,085 ZIONS BANC COMMON 989701107 30 495 X 123 495 ZYGO CORP COMMON 989855101 4,055 245,935 X 123 190,575 55,360 ZOLL MED COMMON 989922109 10,260 289,175 X 123 240,000 49,175 DEUTSCHE COMMON D18190898 51 623 X 123 623 ACE LTD COMMON G0070K103 32,120 775,478 X 123 104,830 9,850 660,798 ASPEN COMMON G05384105 1,728 69,650 X 123 69,650 ACCENTURE COMMON G1150G111 39,638 1506000 X 123 603,275 13,150 889,575 ENDURANCE COMMON G30397106 7,440 221,750 X 123 221,750 EVEREST COMMON G3223R108 12,525 148,049 X 123 130,800 974 16,275 GLOBALSANT COMMON G3930E101 24,518 987,444 X 123 775,265 4,425 207,754 INGERSOLL COMMON G4776G101 32,359 476,710 X 123 55,900 6,125 414,685 IPC HOLD COMMON G4933P101 27 700 X 123 700 NABORS IND COMMON G6359F103 33 800 X 123 800 PLATINUM COMMON G7127P100 10,992 366,385 X 123 343,525 1,585 21,275 TOMMY HILF COMMON G8915Z102 6 400 X 123 400 TRANSOCEAN COMMON G90078109 4,227 176,058 X 123 176,000 58 WEATHERFORD COMMON G95089101 240 6,667 X 123 3,515 3,152 XL CAPITAL COMMON G98255105 271 3,500 X 123 3,500 ORBOTECH COMMON M75253100 3,926 164,150 X 123 164,150 ROYAL CARIB COMMON V7780T103 26,792 770,105 X 123 126,180 9,750 634,175 FLEXTRONICS COMMON Y2573F102 14,347 966,775 X 663220 9,550 294,005 -----END PRIVACY-ENHANCED MESSAGE-----