-----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, OrnmgY8kbt6DRgYvwhRfhSz+abjHOQXfoHMLwAWpA34x3VsZ1IC9o1ZaCDypvCUv y2JpFeOWJgC/w8wpKljHjQ== 0000312348-04-000002.txt : 20040114 0000312348-04-000002.hdr.sgml : 20040114 20040114162523 ACCESSION NUMBER: 0000312348-04-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040114 EFFECTIVENESS DATE: 20040114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 04525170 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: 43RD PLACE CITY: BOSTON STATE: MA ZIP: 02111 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 43RD PLACE CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q4complete.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: 12/31/03 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: Heather Atkinson Title: Compliance Specialist Phone: 617-748-1782 Signature, Place and Date of Signing: /s/ Heather Atkinson Boston, MA 1/14/04 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: 990 Form 13F Information Table Value Total: $10,675,888,000.000 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 12/31/03 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 A BC MANAGERS(A)SOLE(B)SHARED(C)NONE - --------- --------- --------- ADC TEL COMMON 886101 357 120,250 X 123 29,000 91,250 AFLAC INC COMMON 1055102 27,318 755,052 X 123 524,675 7,200 223,177 AGL RESOURCES COMMON 1204106 14,623 502,500 X 123 420,625 81,875 AES CORPORATION COMMON 00130H105 14 1,500 X 123 1,500 AMR CORP DEL COMMON 1765106 485 37,425 X 123 37,425 AT&T WIRELESS COMMON 00209A106 244 30,577 X 123 15,896 14,681 ABBOTT LABS COMMON 2824100 19,154 411,040 X 123 359,749 51,291 ACTIVISION INC COMMON 4930202 5,568 305,925 X 123 100,700 172,650 32,575 ACTUATE CORP 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 AUTO COMMON 00751Y106 5,450 66,950 X 123 65,300 1,650 ADVANCED DIGITALCOMMON 7525108 15,745 1,124,625X 123 750,225 177,500 196,900 ADVO INC COMMON 7585102 17,005 535,424 X 123 443,449 91,975 ADVANTEST CORP ADR 00762U101 59 2,990 X 123 2,990 AEROFLEX INC COMMON 7768104 6,066 518,925 X 123 432,000 86,925 AEROPOSTALE INC COMMON 7865108 5,669 206,750 X 123 86,150 101,425 19,175 AEGON NV AMER COMMON 7924103 36 2,455 X 123 2,455 ADVANCED ENERGY COMMON 7973100 10,643 408,555 X 123 238,475 96,975 73,105 AETNA INC-NEW COMMON 00817Y108 18,248270,025 X 123 33,025 3,575 233,425 AFFILIATED COMMON 8190100 33,663 618,124 X 123 276,385 6,775 334,964 AFFILIATED MAN COMMON 8252108 10,997 158,025 X 123 131,075 26,950 AGILENT TECH COMMON 00846U101 349 11,943 X 123 4,104 7,839 AGILENT TECH CV BND 00846UAB7 5,331 151,459 X 12367,03945,779 38,641 AGILE SOFTWARE COMMON 00846X105 3,563 359,875 X123 125,350 197,275 37,250 AGILYSYS INC COMMON 00847J105 100 9,003 X 123 9,003 AIR PRODS & CHEMCOMMON 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 AKAMAI TECH COMMON 00971T101 3,686 342,925 X123 123,975 184,050 34,900 ALBERTSONS INC COMMON 13104104 127 5,600 X 123 5,600 ALCOA INC COMMON 13817101 36,769 967,610 X123 341,412 12,050 614,148 ALEXION PHARM CV BND 015351AB5 18 188 X 123 188 ALIGN TECH COMMON 16255101 4,203 254,435 X 123 196,200 58,235 ALLEGHENY TECH COMMON 01741R102 816 61,750 X 123 51,200 10,550 ALLERGAN INC COMMON 18490102 92 1,200 X 123 1,200 ALLETE INC COMMON 18522102 21,644 707,312 X123 587,050 2,537 117,725 ALLIED DEFENSE COMMON 19118108 5,506 230,300 X 123 195,000 35,300 ALLSTATE CORP 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 INC 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 GROUP COMMON 02209S103 31,993 587,887 X 123 517,775 70,112 AMAZON.COM INC COMMON 23135106 3,956 75,149 X 123 72,549 2,600 AMAZON.COM CV BND 023135AF3 3,105 39,345 X 123 6,677 32,668 AMBAC FINL GRP COMMON 23139108 1,116 16,085 X 123 16,085 AMERICA MOVIL ADR 02364W105 1,008 36,855 X 123 36,855 AMERICA WEST COMMON 23657208 1,262 101,750 X 123 101,750 AMERICAN BANK WTS 24490138 12 X 123 12 AMERICAN ELEC COMMON 25537101 146 4,772 X 123 2,372 2,400 AMERICAN EXP COMMON 25816109 56,076 1,162,675X 123 862,032 3,250 297,393 AMERICAN FIN COMMON 25932104 9,205 347,900 X 123 288,550 59,350 AMERICAN FIN COMMON 02607P305 9,155 536,968 X 123 372,450 5,718 158,800 AMERICAN INTL COMMON 26874107 41,971 633,232 X 123 376,719 8,369 248,144 AMERICAN MGMT COMMON 27352103 562 37,250 X 123 30,000 7,250 AMERICAN POWER COMMON 29066107 16,914 691,767 X 123 581,625 3,467 106,675 AMERICAN STATES COMMON 29899101 6,534 261,350 X 123 217,025 44,325 AMERICAN TOWER CV BND 029912AF9 1,795 36,602 X 123 26,117 291 10,194 AMERUS GROUP CO COMMON 03072M108 4,557 130,300 X 123 108,100 22,200 AMERISOURCE COMMON 3073E105 22 400 X 123 400 AMERITRADE HLDG COMMON 03074K100 26,864 1,909,303X 123 905,789 12,319 991,195 AMETEK INC COMMON 31100100 14,819 307,075 X 123 252,425 54,650 AMGEN INC COMMON 31162100 82,065 1,327,907X 123 349,704 18,050 960,153 AMKOR TECH COMMON 31652100 4,763 261,575 X 123 254,900 6,675 AMKOR TECH CV BND 031652AH3 17,033 299,529 X 123 235,001 27,904 36,624 AMPHENOL CORP COMMON 32095101 7,288 114,000 X 123 94,375 1,225 18,400 ANADARKO PETE COMMON 32511107 428 8,383 X 123 6,112 2,271 ANALOG DEVICES COMMON 32654105 8 165 X 123 165 ANALOGIC CORP COMMON 32657207 9,129 222,650 X 123 184,725 37,925 ANDREW CORP COMMON 34425108 9,962 865,500 X 123 733,675 131,825 ANDRX GROUP COMMON 34553107 15,181 631,500 X 123 522,825 108,675 ANGIOTECH PHARM COMMON 34918102 11,927 259,275 X 123 180,230 53,325 25,720 ANHEUSER BUSCH COMMON 35229103 42,172 800,530 X 123 297,100 7,600 495,830 ANNTAYLOR COMMON 36115103 10,470 268,458 X 123 222,150 1,008 45,300 ANTHEM INC COMMON 03674B104 25,299 337,321 X 123 111,911 7,000 218,410 ANTEON INTL COMMON 3674E108 4,994 138,525 X 123 49,400 74,950 14,175 APACHE CORP COMMON 37411105 1,175 14,493 X 123 4,725 3,350 6,418 APOLLO GROU COMMON 37604105 3 37 X 123 37 U OF PHOENIX COMMON 37604204 5,472 79,381 X 123 77,406 1,975 APPLE COMPUTER COMMON 37833100 11,109 519,850 X 123 493,025 26,825 APPLIED MAT COMMON 38222105 37,764 1,682,146X 123 416,881 18,100 1,247,165 ARAMARK CORP COMMON 38521100 11,277 411,262 X 123 305,575 4,937 100,750 ARBITRON INC COMMON 03875Q108 8,234 197,355 X 123 163,400 1,005 32,950 ARVINMERITOR COMMON 43353101 12 500 X 123 500 ASCENTIAL SOFT COMMON 04362P207 7,724 297,882 X 123 247,133 50,749 ASK JEEVES INC COMMON 45174109 13,732 757,835 X 123 488,425 166,825 102,585 ASPEN TECH COMMON 45327103 10,377 1,011,450X 123 839,075 172,375 ASSOC BANC CORP COMMON 45487105 5,072 118,516 X 123 117,306 1,210 ASSOCIATED EST COMMON 45604105 3,897 533,100 X 123 433,700 99,400 AT ROAD INC COMMON 04648K105 9,972 749,790 X 123 439,425 177,050 133,315 ATHEROGENICS COMMON 47439104 1 60 X 123 60 AUGUST TECH COMMON 05106U105 7,103 382,891 X 123 294,550 88,341 AUTOLIV INC COMMON 52800109 206 5,482 X 123 5,482 AUTOMATIC DATA COMMON 53015103 4,303 108,635 X 123 49,979 58,656 AUTOZONE INC COMMON 53332102 765 8,975 X 123 3,425 5,550 AVALONBAY COM COMMON 53484101 56 1,180 X 123 1,180 AVAYA INC COMMON 53499109 1,072 82,808 X 123 108 82,700 AVERY DENNISON COMMON 53611109 42 745 X 123 745 AVID TECHNOLOGY COMMON 05367P100 10,686 222,625 X 123 137,925 69,125 15,575 AVOCENT CORP COMMON 53893103 4,810 131,722 X 123 108,900 1,722 21,100 AVON PRODS COMMON 54303102 16,301 241,525 X 123 29,050 3,100 209,375 AXA -SP ADR ADR 54536107 49 2,294 X 123 2,294 AXCELIS TECH COMMON 54540109 29 2,826 X 123 2,591 235 BB&T CORP COMMON 54937107 4 100 X 123 100 BASF AG ADR 55262505 71 1,273 X 123 1,273 BJ SERVICES CO COMMON 55482103 15,678 436,715 X 123 65,125 12,850 358,740 BJ WHOLESALE COMMON 05548J106 13,006 566,477 X 123 475,135 2,167 89,175 BOK FINANCIAL 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 PARIBAS ADR ADR 05565A202 78 2,472 X 123 2,472 BMC SOFTWARE COMMON 55921100 839 45,000 X 123 45,000 BAKER HUGHES COMMON 57224107 45 1,400 X 123 1,100 300 BALL CORP COMMON 58498106 387 6,500 X 123 6,500 BANKAMERICA COMMON 60505104 38,374 477,105 X 123 422,073 1,700 53,332 BANK MUTUAL COMMON 63750103 10,120 888,495 X 123 722,101 166,394 BANK OF NY COMMON 64057102 2,544 76,825 X 123 39,625 400 36,800 BANK ONE CORP COMMON 06423A103 1,540 33,771 X 123 18,963 14,808 BANK UNITED RTS 65416117 500 X 123 500 BANKATLANTIC COMMON 65908501 11,594 610,225 X 123 511,925 98,300 BANKNORTH COMMON 06646R107 98 3,000 X 123 3,000 BANKUNITED FIN COMMON 06652B103 13,920 539,750 X 123 454,975 84,775 BARD C R COMMON 67383109 24 300 X 123 300 BARCLAYS PLC ADR 6.738E+207 37 1,023 X 123 1,023 BARNES GROUP 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 & LOMB COMMON 71707103 83 1,600 X 123 1,600 BAXTER INTL COMMON 71813109 24,468 801,710 X 123 750,775 50,935 BEA SYSTEMS COMMON 73325102 1 79 X 123 79 BED BATH COMMON 75896100 43,739 1,008,977X 123 378,523 17,075 613,379 BEDFORD COMMON 76446301 12,608 440,375 X 123 367,600 72,775 BELLSOUTH CORP COMMON 79860102 38,715 1,368,025X 123 833,716 12,225 522,084 BELO CORP-A COMMON 80555105 12,244 432,025 X 123 382,675 49,350 BERKLEY WR CORP 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 BILLITON ADR 88606108 126 6,881 X 123 6,881 BIO-RAD LAB COMMON 90572207 5,741 99,550 X 123 59,875 32,100 7,575 BIOMET INC COMMON 90613100 4,372 120,715 X 123 84,540 2,625 33,550 BIOTECH HOLDRS COMMON 09067D201 14 100 X 123 100 BLACK HILLS 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 WARNER INC COMMON 99724106 771 9,063 X 123 9,063 BOSTON PRIVATE COMMON 101119105 5,533 222,750 X 123 184,825 37,925 BOSTON SCIEN COMMON 101137107 23,962 651,855 X 123 84,005 15,400 552,450 BOWATER INC COMMON 102183100 15,400 332,550 X 123 39,925 4,425 288,200 BOYKIN LODGING COMMON 103430104 2 183 X 123 183 BRADY CORP CL A COMMON 104674106 122 3,000 X 123 3,000 BRIGGS & STRATTONCOMMON 109043109 214 3,177 X 123 3,177 BRINKER INTL COMMON 109641100 20,365 614,139 X 123 442,725 6,025 165,389 BRISTOL MYERS COMMON 110122108 20,298 709,712 X 123 566,620 143,092 BSKYB ADR 111013108 20,917 410,625 X 123 393,975 16,650 BROADCOM COMMON 111320107 4,640 136,100 X 123 132,650 3,450 BROWN FORMAN COMMON 115637100 1,729 17,838 X 123 17,838 BRUNSWICK CORP COMMON 117043109 9,891 310,757 X 123 245,441 4,975 60,341 BUFFALO WILD COMMON 119848109 1,129 43,500 X 123 43,500 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 RES COMMON 122014103 39 697 X 123 697 BUSINESS OBJECTS ADR 12328X107 3,916 112,950 X 123 110,400 2,550 C&D TECH COMMON 124661109 2,490 129,875 X 123 105,675 24,200 CBL & ASSOC COMMON 124830100 13,828 244,750 X 123 202,175 42,575 CEC ENTERTAIN COMMON 125137109 9,658 203,800 X 123 168,950 34,850 CIGNA CORP COMMON 125509109 86 1,500 X 123 1,500 CNET NEWWORKS COMMON 12613R104 6,260 917,820 X 123 542,850 209,950 165,020 CSX CORP COMMON 126408103 5 X 123 5 CVB FIN 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 CALIFORNIA COMMON 130788102 49 1,800 X 123 1,800 CALLIDUS SOFT COMMON 13123E500 3,134 177,180 X 123 136,850 40,330 CAMBREX CORP COMMON 132011107 111 4,400 X 123 4,400 CAMDEN PROPERTY COMMON 133131102 1,934 43,650 X 123 16,700 26,950 CAN IMPERIAL COMMON 136069101 52 1,040 X 123 1,040 CANON INC ADR 138006309 31 654 X 123 654 CAPITAL CORP COMMON 140065103 2,146 54,300 X 123 34,475 19,825 CAPITAL ONE FINLCOMMON 14040H105 1,819 29,677 X 123 27,777 1,900 CARDINAL HEALTH COMMON 14149Y108 23,578 385,519 X 123 262,499 2,900 120,120 CARDIODYNAMICS COMMON 141597104 6 1,000 X 123 1,000 CAREER EDU COMMON 141665109 3 75 X 123 75 CAREMARK COMMON 141705103 69,677 2,750,787X 123 1,006,748 40,475 1,703,564 CARMAX INC COMMON 143130102 1,288 41,650 X 123 16,800 6,425 18,425 CARNIVAL COMMON 143658300 16,128 405,929 X 123 277,325 4,925 123,679 CASEYS GENERAL COMMON 147528103 2,477 140,260 X 123 114,750 2,510 23,000 CASUAL MALE COMMON 148711104 730 105,225 X 123 105,225 CATERPILLAR COMMON 149123101 1,152 13,873 X 123 4,725 9,148 CELADON GROUP COMMON 150838100 4,766 333,500 X 123 212,975 120,525 CELESTICA INC CV BND 15101QAA6 449 4,824 X 123 4,824 CENDANT CORP COMMON 151313103 129 5,800 X 123 1,200 4,600 CENTERPOINT COMMON 15189T107 8 800 X 123 800 CENTEX CORP COMMON 152312104 1,039 9,650 X 123 9,650 CENTEX CONSTRUCTCOMMON 15231R109 5,696 94,500 X 123 78,425 16,075 CENTURY TEL COMMON 156700106 36,922 1,131,869X 123 564,996 10,625 556,248 CERTEGY INC COMMON 156880106 7,061 215,282 X 123 175,975 3,457 35,850 CHARTER ONE COMMON 160903100 10,928 316,287 X 123 255,967 60,320 CHARTER COM COMMON 16117M107 4 1,100 X 123 550 550 CHEVRONTEXAC COMMON 166764100 20,562 238,013 X 123 202,795 35,218 CHOICE HOTELS COMMON 169905106 3,542 100,475 X 123 64,975 35,500 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 CIENA CORP CV BND 171779AA9 29 307 X 123 307 CINCINNATI FIN COMMON 172062101 820 19,650 X 123 3,000 16,650 CINERGY CORP COMMON 172474108 23 600 X 123 600 CIRCUIT CITY COMMON 172737108 72 7,100 X 123 7,100 CISCO COMMON 17275R102 131,180 5,400,561X 123 1,783,861 64,630 3,552,070 CITADEL BROAD COMMON 17285T106 973 43,500 X 123 43,500 CITIGROUP INC COMMON 172967101 180,667 3,722,021X 123 1,771,463 35,499 1,915,060 CITIZENS FIRST COMMON 17461R106 3,412 149,650 X 123 95,600 54,050 CLARCOR INC 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 COEUR D ALENE COMMON 192108108 2 280 X 123 140 140 COGNEX CORP COMMON 192422103 1,059 37,430 X 123 37,430 COGNIZANT TECH 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 COLE NATL CORP COMMON 193290103 11,528 576,375 X 123 478,800 97,575 COLGATE P COMMON 194162103 621 12,412 X 123 8,300 4,112 COLUMBIA ACORN COMMON 197199300 22 998 X 123 998 COMFORT SYSTEMS COMMON 199908104 3,397 619,810 X 123 508,800 10,010 101,000 COMCAST CORP COMMON 20030N101 171 5,220 X 123 5,220 COMCAST CORP COMMON 20030N200 3,313 105,870 X 123 63,570 42,300 COMERICA INC 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 COMMONWEALTH COMMON 203349105 8,222 217,800 X 123 180,700 37,100 COMMSCOPE INC COMMON 203372107 11,163 683,575 X 123 575,675 107,900 COMMSCOPE CV BND 203372AB3 31,656 683,379 X 123 468,687 89,147 125,545 CIA VALE DO RIO ADR 204412209 2,198 37,568 X 123 37,568 COMPANHIA BEBIDAS ADR 20441W203 790 30,950 X 123 30,950 COMPEX TECH COMMON 204513105 3,004 359,325 X 123 229,025 130,300 COMPUCREDIT COMMON 20478N100 11 500 X 123 500 COMPUTER ASSOC COMMON 204912109 191 7,000 X 123 7,000 COMPUTER COMMON 205363104 1,733 39,190 X 123 38,120 1,070 COMPUWARE CORP COMMON 205638109 12 2,000 X 123 1,000 1,000 COMVERSE TECH COMMON 205862402 6,106 347,107 X 123 243,875 2,682 100,550 CONAGRA INC COMMON 205887102 66 2,500 X 123 2,500 CONCORD COM COMMON 206186108 13,711 686,590 X 123 551,550 135,040 CONCORD EFS INC COMMON 206197105 47 3,200 X 123 2,800 400 CONOCOPHILLIPS COMMON 20825C104 54,986 838,588 X 123 527,273 6,564 304,751 CONSTELLATION COMMON 210371100 14,706 375,535 X 123 354,405 21,130 CONVERGYS CORP COMMON 212485106 107 6,150 X 123 6,150 COOPER TIRE COMMON 216831107 16,702 781,175 X 123 654,350 126,825 CORNING INC COMMON 219350105 22,255 2,133,747X 123 703,075 19,475 1,411,197 CORNING INC CVT CV BND 219350AK1 65,349 4,058,606X 123 3,667,391 181,912 209,302 CORPORATE EXEC COMMON 21988R102 6,677 143,070 X 123 84,425 33,150 25,495 CORPORATE OFFICECOMMON 22002T108 13,241 630,500 X 123 528,175 102,325 COSTCO WHOLESALECOMMON 22160K105 37 1,000 X 123 1,000 COSTAR GROUP COMMON 22160N109 13,938 334,400 X 123 198,575 75,350 60,475 COUNTRYWIDE FIN 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 CORP COMMON 22281W103 4,308 391,625 X 123 252,850 138,775 CREDIT SUISSE ADR 225401108 64 1,751 X 123 1,751 CROSS TIMBER COMMON 22757R109 14 X 123 14 CUBIC CORP COMMON 229669106 6,712 291,825 X 123 250,800 41,025 CUMULUS MEDIA COMMON 231082108 3 139 X 123 58 81 CYMER INC COMMON 232572107 69 1,500 X 123 1,500 CYPRESS SEMI COMMON 232806109 22,518 1,054,225X 123 327,350 131,250 595,625 D.R. HORTON INC COMMON 23331A109 36,048 833,296 X 123 246,585 8,375 578,336 DST SYSTEMS COMMON 233326107 17,732 424,605 X 123 377,125 47,480 DSP GROUP INC COMMON 23332B106 11,462 460,125 X 123 385,150 74,975 DTE ENERGY CO COMMON 233331107 59 1,500 X 123 1,500 DADE BEHRING 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 CORP 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 87,767 2,584,412X 123 909,902 33,225 1,641,285 DELPHI FIN COMMON 247131105 13,755 382,092 X 123 292,558 89,534 DELUXE CORP COMMON 248019101 190 4,600 X 123 4,600 DENDREON CORP COMMON 24823Q107 1 65 X 123 65 DEVELOPERS COMMON 251591103 21,672 645,590 X 123 493,525 3,390 148,675 DEVON ENERGY COMMON 25179M103 16,906 295,251 X 123 211,993 2,700 80,558 DEVON ENERGY CV BND 25179MAA1 20,017 182,835 X 123 179,570 3,265 DEVON ENERGY CV BND 25179MAB9 27,103 247,564 X 123 234,737 933 11,894 DIAGEO PLC ADR 25243Q205 39 729 X 123 729 DIAL CORP NEW COMMON 25247D101 7,984 280,437 X 123 230,425 3,737 46,275 DIAMOND OFFSHORECOMMON 25271C102 1,575 76,800 X 123 76,800 DIAMONDCLUSTER 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 DIGITALNET COMMON 25389B103 3,578 183,500 X 123 183,500 DIGITAL THEATER COMMON 25389G102 3,044 123,280 X 123 94,075 29,205 WALT DISNEY COMMON 254687106 2,363 101,294 X 123 51,774 49,520 DIXIE GROUP CV BND 255519AA8 1,317 48,758 X 123 43,634 5,124 DOLLAR TREE COMMON 256747106 210 7,000 X 123 7,000 DOMINION RES COMMON 25746Q108 228 8,000 X 123 8,000 DOMINION RES COMMON 25746U109 20,239 317,075 X 123 217,765 3,625 95,685 DONEGAL GROUP COMMON 257701201 2,409 109,400 X 123 70,450 38,950 DONNELLEY RR COMMON 257867101 101 3,359 X 123 1,700 1,659 DOT HILL SYSTEMSCOMMON 25848T109 15,850 1,046,195X 123 684,100 172,850 189,245 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 CHEMICAL COMMON 260543103 1,926 46,327 X 123 16,124 4,650 25,553 DUPONT E I COMMON 263534109 4,700 102,414 X 123 47,036 2,800 52,578 DUKE ENERGY COMMON 264399106 45 2,200 X 123 2,200 DUN & BRADSTREETCOMMON 26483E100 7,734 152,507 X 123 125,575 2,332 24,600 DUNES HOTELS COMMON 265440107 25 X 123 25 EMC CORP COMMON 268648102 26,114 2,021,238X 123 794,259 17,606 1,209,373 EOG RESOURCES COMMON 26875P101 817 17,700 X 123 17,200 500 EPIX MEDICAL COMMON 26881Q101 6,692 411,078 X 123 240,750 97,475 72,853 E PIPHANY INC COMMON 26881V100 3,383 469,195 X 123 344,725 124,470 E*TRADE GROUP CV BND 269246AB0 17 720 X 123 720 EAST WEST COMMON 27579R104 22,928 427,130 X 123 349,075 78,055 EASTMAN CHEM COMMON 277432100 10 262 X 123 262 EATON CORP 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 ECOLLEGE.COM COMMON 27887E100 7,597 411,525 X 123 316,000 95,525 EDWARDS LIFE COMMON 28176E108 6,054 201,277 X 123 166,570 2,537 32,170 EL PASO COR COMMON 28336L109 9 1,100 X 123 1,100 ELECTRONIC ARTS COMMON 285512109 23,840 498,963 X 123 188,503 7,650 302,810 ELECTRONICS COMMON 286082102 12,811 492,350 X 123 380,875 111,475 ELKCORP COMMON 287456107 13,949 522,425 X 123 433,650 88,775 EMBARCADERO COMMON 290787100 9,400 589,325 X 123 450,075 139,250 EMBRAER AIRCRAFTADR 29081M102 2,115 60,385 X 123 57,560 2,825 EMERSON ELEC COMMON 291011104 1,008 15,560 X 123 2,100 13,460 ENCANA CORP COMMON 292505104 60 1,532 X 123 1,532 ENERGEN CORP COMMON 29265N108 5,345 130,275 X 123 108,125 22,150 ENERGY EAST COMMON 29266M109 130 5,817 X 123 5,817 ENTEGRIS INC COMMON 29362U104 4,381 340,931 X 123 280,200 5,081 55,650 ENTERGY COR COMMON 29364G103 603 10,550 X 123 6,600 3,950 EQUIFAX INC COMMON 294429105 54 2,200 X 123 2,200 EQUITY OFFICE COMMON 294741103 134 4,688 X 123 4,688 EQUITY RESIDENT COMMON 29476L107 41 1,400 X 123 1,400 LM ERICSSON ADR 294821608 44 2,475 X 123 2,475 ESCO TECH COMMON 296315104 6,770 155,100 X 123 131,250 23,850 ESPEED INC CL A COMMON 296643109 4,513 192,800 X 123 69,550 103,525 19,725 ESPERION THERA COMMON 29664R106 1 40 X 123 40 EVERGREEN RES COMMON 299900308 24,961 767,807 X 123 573,475 77,832 116,500 EXACT SCIENCES COMMON 30063P105 1,901 187,815 X 123 145,250 42,565 EXELON CORP COMMON 30161N101 55,822 841,197 X 123 384,812 6,775 449,610 EXPONENT INC COMMON 30214U102 2,868 134,017 X 123 110,525 2,317 21,175 EXPRESS SCRIPTS COMMON 302182100 20 300 X 123 300 EXXON MOBIL COMMON 30231G102 133,170 3,248,043X 123 1,634,915 34,225 1,578,903 FEI COMPANY COMMON 30241L109 5,351 237,800 X 123 197,275 40,525 FMC TECH COMMON 30249U101 8,028 344,537 X 123 285,850 3,662 55,025 FPL GROUP INC COMMON 302571104 115 1,759 X 123 1,759 FAIRCHILD SEMI COMMON 303726103 8,479 339,577 X 123 237,975 3,202 98,400 FAIRMONT HOTELS COMMON 305204109 13,912 512,589 X 123 444,312 2,102 66,175 FASTENAL CO COMMON 311900104 50 1,000 X 123 1,000 FREDDIE MAC COMMON 313400301 21,420 367,280 X 123 341,500 25,780 FANNIE MAE COMMON 313586109 7,711 102,733 X 123 40,184 62,549 FEDERAL REALTY COMMON 313747206 3,690 96,117 X 123 78,925 1,967 15,225 FEDERATED DEPT 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 NETWORKS INC COMMON 315616102 5,200 207,175 X 123 67,200 117,725 22,250 FIFTH THIRD COMMON 316773100 229 3,877 X 123 3,877 FILENET CORP COMMON 316869106 5,122 189,125 X 123 156,900 32,225 FINDWHAT.COM COMMON 317794105 6,626 353,365 X 123 272,325 81,040 FIRST DATA CORP COMMON 319963104 17,938 436,565 X 123 300,515 3,975 132,075 FIRST DEFIANCE COMMON 32006W106 13 500 X 123 500 FIRST MIDWEST COMMON 320867104 13,619 420,200 X 123 358,375 61,825 FIRST HEALTH COMMON 320960107 3,615 185,175 X 123 154,250 30,925 FIRST NIAGARA COMMON 33582V108 16,306 1,093,636X 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 FIRSTENERGY COMMON 337932107 44,105 1,252,970X 123 801,950 6,250 444,770 FISHER SCIEN COMMON 338032204 4,940 119,417 X 123 98,875 1,342 19,200 FLEET BOSTON COMMON 339030108 472 10,824 X 123 850 9,974 FLEETWOOD COMMON 339099103 124 12,050 X 123 12,050 FLUOR CORP NEW COMMON 343412102 1,515 38,210 X 123 37,910 300 FOREST LABS COMMON 345838106 303 4,900 X 123 3,800 1,100 FOREST OIL CORP COMMON 346091705 3,403 119,125 X 123 115,700 3,425 FORMFACTOR INC 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 FOUNDRY NETWORKSCOMMON 35063R100 11,070 404,600 X 123 265,225 109,350 30,025 FRANKLIN FLOAT Closed E 353531106 1 155 X 123 155 FRANKLIN RES COMMON 354613101 70 1,350 X 123 1,350 FURNITURE BRANDSCOMMON 360921100 14,980 510,725 X 123 424,975 85,750 GALLAGHER A J 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 GAZPROM ADR 368287207 34 2,550 X 123 2,550 GEN PROBE INC COMMON 36866T103 4,900 134,350 X 123 130,950 3,400 GENENTECH INC COMMON 368710406 43,514 465,046 X 123 111,366 4,950 348,730 GENERAL ELEC COMMON 369604103 134,613 4,345,169X 123 1,624,491 50,111 2,670,567 GENERAL GROWTH COMMON 370021107 1,551 55,875 X 123 55,875 GEN MILLS COMMON 370334104 2,245 49,563 X 123 27,280 22,283 GENERAL MOTORS COMMON 370442105 13 251 X 123 251 GENESEE & WY COMMON 371559105 14,240 452,050 X 123 375,475 76,575 GENZYME CORP COMMON 372917104 74 1,500 X 123 1,500 GENZYME CORP CV BND 372917AK0 70,057 373,188 X 123 261,879 51,067 60,242 GEORGIA PAC COMMON 373298108 9 300 X 123 300 GETTY IMAGES COMMON 374276103 5,148 102,700 X 123 100,100 2,600 GILEAD SCIENCES 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 GLAXOSMITHKLINE ADR 37733W105 3,038 65,155 X 123 39,641 355 25,159 GLOBAL IMAGING COMMON 37934A100 13,448 423,550 X 123 351,375 72,175 GOLD BANC CORP COMMON 379907108 16,216 1,153,375X 123 972,575 180,800 GOLDMAN SACHS COMMON 38141G104 34,756 352,030 X 123 188,711 5,300 158,019 GOODRICH COMMON 382388106 14,163 477,025 X 123 57,425 6,375 413,225 GRAINGER W W COMMON 384802104 114 2,400 X 123 2,400 GRANT PRIDECO COMMON 38821G101 42 3,217 X 123 2,500 717 GRAY TELEVISION COMMON 389375106 2,691 178,000 X 123 113,625 64,375 GREY WOLF INC COMMON 397888108 8,968 2,397,975X 123 1,994,525 403,450 GRUPO TELEVISA ADR 40049J206 1,079 27,059 X 123 27,059 GUCCI GROUP ADR ADR 401566104 17 200 X 123 200 GUIDANT CORP COMMON 401698105 23,982 398,370 X 123 52,269 4,800 341,301 GULFMARK COMMON 402629109 84 6,000 X 123 6,000 H & Q HEALTHCAREClosed E 404052102 26 1,438 X 123 1,438 HCA INC COMMON 404119109 18,394 428,175 X 123 378,100 50,075 HCC INSURANCE COMMON 404132102 3,386 106,475 X 123 17,250 76,200 13,025 HSBC HOLDINGS ADR 404280406 496 6,294 X 123 4,974 1,320 HAIN CELESTIAL COMMON 405217100 5,697 245,475 X 123 203,650 41,825 HALLIBURTON CO COMMON 406216101 35,636 1,370,627X 123 731,297 8,400 630,930 JOHN HANCOCK COMMON 41014S106 58 1,550 X 123 1,050 500 HANOVER COMPRESSCOMMON 410768105 21 1,890 X 123 1,890 HARLEY DAVIDSON 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 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 INTER COMMON 414549105 9,168 1,104,615X 123 698,575 193,200 212,840 HARTE HANKS INC COMMON 416196103 12,561 577,500 X 123 479,100 98,400 HARTFORD FIN 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 CARE COMMON 421915109 2,347 46,200 X 123 28,300 900 17,000 HBOS PLC ADR 42205M106 76 1,962 X 123 1,962 HEALTHEXTRAS COMMON 422211102 4,285 319,755 X 123 247,025 72,730 HELIX TECH COMMON 423319102 3,378 164,150 X 123 134,425 2,750 26,975 HERITAGE PROP COMMON 42725M107 12,450 437,600 X 123 362,350 75,250 HERSHEY FOODS COMMON 427866108 254 3,300 X 123 3,300 HEWLETT PACKARD COMMON 428236103 24,982 1,087,605X 123 970,430 3,499 113,676 HIGHLAND HOS COMMON 430141101 6,775 621,600 X 123 516,200 105,400 HILLENBRAND COMMON 431573104 8,012 129,105 X 123 93,125 1,505 34,475 HINES HORTICUL COMMON 433245107 3 600 X 123 600 HOLLYWOOD ENT COMMON 436141105 498 36,225 X 123 36,225 HOME DEPOT COMMON 437076102 4,189 118,025 X 123 94,125 23,900 HONEYWELL INTL COMMON 438516106 32,954 985,771 X 123 914,631 71,140 HORMEL FOODS COMMON 440452100 4,686 181,552 X 123 135,705 2,547 43,300 HOST MARRIOT CV PFD 441079407 8,894 561,914 X 123 557,033 4,881 HOST MARRIOTT COMMON 44107P104 12 1,000 X 123 1,000 HUBBELL INC COMMON 443510201 159 3,600 X 123 3,000 600 HUGHES ELEC COMMON 444418107 33,326 2,013,6 X 123 1,247,518 10,413 755,721 HUGHES SUPPLY COMMON 444482103 13,046 262,925 X 123 218,225 44,700 HUMAN GENOME COMMON 444903108 4 300 X 123 300 HUMAN GENOME CV BND 444903AG3 32,120 319,269 X 123 236,986 26,941 55,342 HUMAN GENOME 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 ICN PHARM INC CV BND 448924AM2 7,687 209,310 X 123 174,862 15,034 19,413 ICOS CORP COMMON 449295104 4,770 115,550 X 123 85,950 23,150 6,450 IMS HEALTH INC COMMON 449934108 53 2,146 X 123 2,146 ISTAR FINANCIAL COMMON 45031U101 9,265 238,172 X 123 167,625 2,347 68,200 IBERIABANK CORP 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 ONCOLOGY COMMON 451923106 5,735 269,890 X 123 158,575 63,150 48,165 ILLINOIS TOOL COMMON 452308109 19,483 232,192 X 123 164,363 2,350 65,479 IMATION CORP COMMON 45245A107 9,028 256,850 X 123 214,150 42,700 IMAGISTICS COMMON 45247T104 3 80 X 123 80 IMPAX LAB COMMON 45256B101 7,747 538,330 X 123 314,950 128,450 94,930 INDEPENDENCE 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 INFOSYS TECH ADR 456788108 3,761 39,300 X 123 38,550 750 ING GROEP NV COMMON 456837103 37 1,560 X 123 1,560 INHALE THERA CV BND 457191AH7 15,115 331,451 X 123 251,685 34,285 45,482 INTEL CORP COMMON 458140100 147,345 4,575,937X 123 1,475,478 45,100 3,055,359 INTER-TEL INC COMMON 458372109 7,719 309,000 X 123 260,450 48,550 IBM COMMON 459200101 6,705 72,344 X 123 52,124 20,220 INTL FLAV & FRAGCOMMON 459506101 37 1,050 X 123 1,050 INTL GAME TECH COMMON 459902102 29 800 X 123 800 INTL PAPER CV PFD 460137300 125,957 2,306,744X 123 2,050,408 95,183 161,153 INTL PAPER COMMON 460146103 25,584 593,455 X 123 510,580 2,275 80,600 INTERSIL CORP COMMON 46069S109 3,907 157,217 X 123 129,625 1,992 25,600 INTERSTATE BAKE COMMON 46072H108 41 2,892 X 123 2,892 INTERWOVEN INC COMMON 46114T508 2,859 226,225 X 123 73,825 128,000 24,400 INTUIT INC COMMON 461202103 4,439 83,900 X 123 82,225 1,675 INVITROGEN CORP COMMON 46185R100 6,057 86,645 X 123 71,275 1,270 14,100 IVAX CORP CVT CV BND 465823AG7 8,202 202,772 X 123 125,768 999 76,005 J & J SNACK COMMON 466032109 3,437 91,025 X 123 75,375 15,650 JDS UNIPHASE COMMON 46612J101 7 2,000 X 123 2,000 JP MORGAN CHASE COMMON 46625H100 38,231 1,040,864X 123 944,340 8,425 88,099 JABIL CIRCUIT COMMON 466313103 51 1,800 X 123 1,800 JANUS CAPITAL COMMON 47102X105 74 4,500 X 123 4,500 JOHNSON&JOHNSON COMMON 478160104 8,218 159,070 X 123 57,886 2,025 99,159 JOHNSON CONTROLSCOMMON 478366107 13,641 117,475 X 123 15,175 1,650 100,650 JONES APPAREL COMMON 480074103 25,819 732,861 X 123 235,600 9,600 487,661 JOS A BANK COMMON 480838101 108 3,125 X 123 3,125 JOURNAL COM COMMON 481130102 19,793 1,068,147X 123 850,450 4,172 213,525 JUNIPER NETWORKSCOMMON 48203R104 4,940 264,475 X 123 257,750 6,725 JUNIPER NETWORKSCV BND 48203RAA2 7 43 X 123 43 KLA-TENCOR CORP COMMON 482480100 225 3,850 X 123 3,850 KAMAN CORP CV BND 483548AC7 1,389 60,359 X 123 60,359 KELLOGG CO COMMON 487836108 33,109 869,470 X 123 357,350 7,775 504,345 KENNEDY WILSON COMMON 489399204 6 1,000 X 123 1,000 KERR MCGEE COMMON 492386107 921 19,800 X 123 19,800 KEYCORP (NEW) COMMON 493267108 5,817 198,408 X 123 155,122 3,525 39,761 KEYSPAN ENERGY COMMON 49337W100 169 4,600 X 123 4,600 KIMBERLY CLARK COMMON 494368103 4,220 71,420 X 123 44,350 27,070 KIMCO REALTY COMMON 49446R109 1,790 40,000 X 123 40,000 KINDER MORGAN COMMON 49455P101 377 6,375 X 123 4,350 2,025 KINGFISHER ADR 495724403 54 5,407 X 123 5,407 KMART HOLDING COMMON 498780105 6,026 251,620 X 123 172,975 2,920 75,725 KNIGHT RIDDER COMMON 499040103 10,483 135,495 X 123 126,875 8,620 KNIGHT TRADING 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 ELEC 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 INC COMMON 50075N104 765 23,752 X 123 5,102 18,650 KROGER COMMON 501044101 141 7,600 X 123 1,000 6,600 KULICKE & SOFA COMMON 501242101 5,902 410,405 X 123 316,550 93,855 KYPHON INC COMMON 501577100 10,541 424,530 X 123 247,975 101,000 75,555 LSI LOCIC CV BND 502161AG7 82,694 1,189,234X 123 856,341 147,805 185,088 L-3 COM COMMON 502424104 31 600 X 123 600 LAM RESEARCH COMMON 512807108 11,505 356,200 X 123 232,025 100,550 23,625 LAM RESEARCH CV BND 512807AE8 38,728 365,791 X 123 236,145 46,851 82,795 LAMAR ADVERT COMMON 512815101 6,954 186,325 X 123 129,950 1,475 54,900 LANDSTAR SYSTEM COMMON 515098101 9,815 258,025 X 123 217,875 40,150 LASALLE HOTEL COMMON 517942108 11,670 629,100 X 123 522,125 106,975 LEAR CORP COMMON 521865105 17,752 289,456 X 123 47,331 3,650 238,475 LEAPFROG ENT COMMON 52186N106 20 750 X 123 250 500 LEGGETT & PLATT COMMON 524660107 17,458 807,123 X 123 517,252 7,700 282,171 LEGG MASON INC COMMON 524901105 41 535 X 123 535 LEHMAN BROS COMMON 524908100 117,850 1,526,159X 123 661,768 14,450 849,941 LENNAR CORP COMMON 526057104 25,432 264,919 X 123 98,661 2,275 163,983 LENNOX INTL COMMON 526107107 14,773 884,625 X 123 734,075 150,550 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 MEDIA CV BND 530715AR2 26 464 X 123 464 LIBERTY PPTY COMMON 531172104 56 1,445 X 123 1,445 LILLY ELI COMMON 532457108 7,848 111,594 X 123 58,365 2,985 50,244 LIMITED BRANDS COMMON 532716107 6 348 X 123 348 LINCOLN ELEC COMMON 533900106 69 2,800 X 123 2,800 LINCOLN NATL 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 LIONBRIDGE TECH COMMON 536252109 2,683 279,150 X 123 92,775 156,575 29,800 LIZ CLAIBORNE COMMON 539320101 5,056 142,585 X 123 81,700 1,585 59,300 LOCKHEED MARTIN COMMON 539830109 10 200 X 123 200 LOEWS CORP CV BND 540424AL2 137,071 2,174,647X 123 2,045,183 89,948 39,516 LONGVIEW FIBRE 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 6,547,315X 123 5,654,959 321,281 571,074 LUCENT TECH COMMON 549463107 1 312 X 123 312 LYDALL INC COMMON 550819106 3,063 300,550 X 123 191,950 108,600 MAF BANCORP INC COMMON 55261R108 7,832 186,925 X 123 155,000 31,925 MBNA CORP COMMON 55262L100 85,213 3,429,103X 123 927,556 49,200 2,452,347 MDU RESOURCES COMMON 552690109 281 11,812 X 123 11,812 MGIC INVT CORP COMMON 552848103 125 2,200 X 123 2,200 MGI PHARMA INC 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 MACERICH COMMON 554382101 13,827 310,725 X 123 259,825 50,900 MAGNA INTL COMMON 559222401 258 3,225 X 123 3,225 MANDALAY RESORT COMMON 562567107 37,476 838,008 X 123 377,308 6,725 453,975 MARATHON OIL COMMON 565849106 3 100 X 123 100 MARIMBA COMMON 56781Q109 2,130 387,200 X 123 298,675 88,525 MARLIN BUSINESS COMMON 571157106 4,379 251,685 X 123 195,250 56,435 MARSH & MCLENNANCOMMON 571748102 2,447 51,091 X 123 6,970 44,121 MARSHALL& ILSLEYCOMMON 571834100 2,500 65,366 X 123 19,104 2,000 44,262 MARRIOTT INTL COMMON 571903202 106 2,300 X 123 1,500 800 MARTIN MARIETTA COMMON 573284106 47 1,000 X 123 1,000 MARVEL ENT COMMON 57383M108 648 22,275 X 123 22,275 MASCO CORP COMMON 574599106 71,378 2,604,104X 123 1,673,400 16,075 914,629 MASSMUTUAL Closed E 576292106 7 300 X 123 300 MATSUSHITA ADR 576879209 75 5,350 X 123 5,350 MAXTOR CORP COMMON 577729205 14,485 1,304,940X 123 1,076,450 3,240 225,250 MAXTOR CORP CV BND 577729AA4 48,319 9,503,783X 123 8,105,158 596,300 802,325 MAXIM INTEGRAT COMMON 57772K101 53,155 1,067,362X 123 401,787 16,700 648,875 MCDATA CORP COMMON 580031201 7 X 123 7 MCDONALDS COMMON 580135101 29,799 1,200,131X 123 1,117,155 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 CORP COMMON 58155Q103 23,304 724,640 X 123 683,575 41,065 MEDCO HEALTH COMMON 58405U102 853 25,084 X 123 15,432 9,652 MEDIA GENERAL COMMON 584404107 58 885 X 123 885 MEDICINES CO COMMON 584688105 10,098 342,765 X 123 225,900 68,175 48,690 MEDICIS PHARM COMMON 584690309 196 2,750 X 123 2,500 250 MEDIMMUNE INC COMMON 584699102 14 570 X 123 570 MEDTRONIC INC COMMON 585055106 25,421 522,950 X 123 319,100 3,900 199,950 MELLON FIN COMMON 58551A108 49,686 1,547,375X 123 779,800 11,050 756,525 MENS WEARHOUSE COMMON 587118100 8,262 330,350 X 123 274,400 55,950 MERCANTILE BANK 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 INTERACTCOMMON 589405109 4,830 99,300 X 123 96,850 2,450 MERRILL LYNCH COMMON 590188108 84,682 1,443,849X 123 573,549 16,090 854,210 MESA AIR GROUP COMMON 590479101 102 8,100 X 123 8,100 METALS USA INC COMMON 591324207 3,975 394,775 X 123 251,650 143,125 MICHIGAN COM COMMON 594448102 10 2,000 X 123 2,000 MICROSOFT CORP COMMON 594918104 97,436 3,537,988X 123 1,213,681 49,209 2,275,098 MICROSTRATEGY COMMON 594972408 10,700 203,880 X 123 119,750 47,975 36,155 MICROCHIP TECH COMMON 595017104 3,523 105,600 X 123 102,425 3,175 S & P MID-CAP COMMON 595635103 42 400 X 123 400 MILLENNIUM PHARMCOMMON 599902103 2,274 121,775 X 123 118,100 3,675 MILLEA HOLDINGS ADR 60032R106 72 1,070 X 123 1,070 MILLER (HERMAN) COMMON 600544100 141 5,800 X 123 5,800 MINDSPEED TECH COMMON 602682106 7,314 1,067,760X 123 626,075 252,100 189,585 BANK OF TOKYO ADR 606816106 91 11,605 X 123 11,605 MITSUI & CO LTD ADR 606827202 70 440 X 123 440 MOBILITY ELEC COMMON 60741U101 4,894 547,390 X 123 422,225 125,165 MODEM MEDIA INC COMMON 607533106 4,084 499,825 X 123 318,650 181,175 MOHAWK INDS INC 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 NEW COMMON 61166W101 1,495 51,949 X 123 1,574 50,375 MONSTER WORLWIDECOMMON 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 CL A COMMON 615394202 7,403 149,850 X 123 124,375 25,475 MORAN ENERGY CV BND 616457AC1 814 46,864 X 123 21,950 10,889 14,025 MORGAN STANLEY COMMON 617446448 6,838 118,161 X 123 52,411 1,000 64,750 MOTOROLA INC COMMON 620076109 13,035 926,415 X 123 868,400 58,015 MOVADO CORP INC COMMON 624580106 5,196 184,075 X 123 117,450 66,625 MULTIMEDIA GAMESCOMMON 625453105 9,141 222,405 X 123 138,975 41,850 41,580 MUNI MORT&EQUITYCOMMON 62624B101 155 6,275 X 123 6,275 MYLAN LABS COMMON 628530107 364 14,400 X 123 14,400 NBTY INC COMMON 628782104 455 16,925 X 123 16,925 NTT DOCOMO ADR 62942M201 84 3,680 X 123 3,680 NYMAGIC INC COMMON 629484106 4,365 159,175 X 123 101,425 57,750 NASDAQ-100 COMMON 631100104 109 3,000 X 123 1,000 2,000 NATIONAL CITY COMMON 635405103 17,761 523,292 X 123 364,796 4,975 153,521 NATIONAL COM COMMON 63545P104 1,299 47,600 X 123 47,600 NATIONAL SEMI COMMON 637640103 822 20,850 X 123 20,850 NAVIGANT CONSULTCOMMON 63935N107 16,684 884,605 X 123 611,600 117,525 155,480 NDC HEALTH CORP COMMON 639480102 102 4,000 X 123 4,000 NEIMAN MARCUS COMMON 640204202 992 18,479 X 123 18,479 NELNET INC CL A COMMON 64031N108 8,612 384,450 X 123 318,850 65,600 NETFLIX.COM INC COMMON 64110L106 8,569 156,675 X 123 110,700 36,750 9,225 NETEGRITY INC COMMON 64110P107 5,300 514,100 X 123 396,175 117,925 NETEASE.COM ADR 64110W102 301 8,150 X 123 8,150 NETOPIA INC COMMON 64114K104 4,260 292,170 X 123 225,375 66,795 NETWORK APP COMMON 64120L104 25,037 1,219,545X 123 540,548 8,800 670,197 NEW JERSEY RES 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 TIMES COMMON 650111107 38 800 X 123 200 600 NEWCASTLE INVESTCOMMON 65105M108 13,620 502,600 X 123 415,425 87,175 NEWELL FINL CV PFD 651195307 26,805 570,197 X 123 548,001 11,838 10,358 NEWELL RUBBER COMMON 651229106 106 4,650 X 123 2,450 2,200 NEWHALL COMMON 651426108 8 200 X 123 200 NEWS CORP LTD ADR 652487703 219 6,077 X 123 6,077 NEWS CORP LTD ADR 652487802 35 1,158 X 123 460 698 NEXTEL COM COMMON 65332V103 45,849 1,633,958 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 NIKE INC CL B COMMON 654106103 2,738 39,990 X 123 37,415 2,575 NISSAN MOTOR CO ADR 654744408 88 3,898 X 123 3,898 NOKIA CORP ADR 654902204 14,069 827,593 X 123 628,993 14,125 184,475 NOMURA HOLDINGS ADR 65535H208 51 3,030 X 123 3,030 NORFOLK SOUTHN COMMON 655844108 1,717 72,580 X 123 60,480 12,100 NORTEL CV BND 656568AB8 167,708 9,354,500X 123 7,458,000 634,500 1,262,000 NORTH FORK COMMON 659424105 1,185 29,275 X 123 29,275 NORTHERN TR COMMON 665859104 65 1,400 X 123 1,400 NORTHROP GRUMMANCOMMON 666807102 45,634 477,345 X 123 424,145 1,675 51,525 NORTHWEST COMMON 667655104 32 1,050 X 123 1,050 NOVARTIS AG ADR 66987V109 82 1,787 X 123 1,667 120 NOVELL INC COMMON 670006105 3,093 293,744 X 123 242,775 5,794 45,175 NSTAR COMMON 67019E 107 194 4,000 X 123 4,000 NVIDIA CORP COMMON 67066G104 13,223 568,725 X 123 356,950 6,825 204,950 O CHARLEYS INC COMMON 670823103 9,752 543,275 X 123 451,350 91,925 OGE ENERGY CORP COMMON 670837103 36 1,500 X 123 1,500 OCTUS INC COMMON 675742407 241 X 123 241 ODYSSEY HEALTH COMMON 67611V101 16,307 557,326 X 123 371,942 106,700 78,684 OFFSHORE LOG COMMON 676255102 15 600 X 123 600 OHIO CASUALTY COMMON 677240103 8,647 498,100 X 123 409,925 88,175 OLD DOMINION COMMON 679580100 18,172 533,225 X 123 427,648 105,577 OLD REPUBLIC COMMON 680223104 5,779 227,877 X 123 187,824 3,116 36,937 OMNICARE INC COMMON 681904108 7,003 173,377 X 123 125,875 1,952 45,550 OMNICOM GROUP COMMON 681919106 1,778 20,365 X 123 1,925 18,440 OMINVISION TECH COMMON 682128103 3,585 64,880 X 123 63,225 1,655 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 OREILLY AUTO COMMON 686091109 117 3,025 X 123 3,025 ORIX CORP ADR 686330101 57 1,390 X 123 1,390 OWENS-ILLINOIS COMMON 690768403 4 375 X 123 375 OWENS-ILLINOIS CV PFD 690768502 4,523 134,772 X 123 134,772 OXFORD HEALTH COMMON 691471106 997 22,925 X 123 22,925 P G & E CORP COMMON 69331C108 1,238 44,575 X 123 200 44,375 PLX TECHNOLOGY COMMON 693417107 3,336 376,900 X 123 240,275 136,625 THE PMI GROUP COMMON 69344M101 89 2,400 X 123 2,400 PNC FINANCIAL COMMON 693475105 12,107 221,220 X 123 208,450 12,770 POHANG ADR 693483109 447 13,147 X 123 13,147 PACIFIC CAPITAL COMMON 69404P101 120 3,264 X 123 3,264 PACKAGING CORP COMMON 695156109 22 1,000 X 123 1,000 PACKETEER INC 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 ELECTRO COMMON 700416209 2,730 103,050 X 123 85,400 17,650 PARKER HANNIFIN COMMON 701094104 13,210 222,025 X 123 26,600 2,975 192,450 PARTY CITY CORP COMMON 702145103 8,720 687,150 X 123 570,850 116,300 PATINA COMMON 703224105 15,864 323,818 X 123 268,294 55,524 PATTERSON-UTI 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 ENERGY COMMON 711030106 22 533 X 123 533 PEPSICO INC COMMON 713448108 32,873 705,120 X 123 440,700 11,500 252,920 PERFORMANCE COMMON 71376K102 5,939 416,775 X 123 322,100 94,675 PEROT SYSTEMS COMMON 714265105 16,377 1,214,925X 123 1,008,250 206,675 PERRIGO CO COMMON 714290103 20,094 1,278,250X 123 1,044,850 233,400 PETCO COMMON 716016209 4,662 153,100 X 123 55,700 79,700 17,700 PFIZER INC COMMON 717081103 139,219 3,940,519 X 123 1,891,027 44,850 2,004,642 PHARM RESOURCES COMMON 717125108 9,895 151,875 X 123 93,225 47,900 10,750 PHILADELPHIA COMMON 718009608 15,836 716,540 X 123 558,945 3,630 153,965 PLDT CV PFD 718252703 111,893 4,022,244 X 123 2,923,654 628,971 469,619 PINNACLE WEST COMMON 723484101 142 3,550 X 123 500 3,050 PITNEY BOWES COMMON 724479100 114 2,800 X 123 1,200 1,600 PIXELWORKS INC COMMON 72581M107 8,633 781,961 X 123 458,575 183,575 139,811 PLANAR SYSTEMS COMMON 726900103 9,437 388,025 X 123 314,600 73,425 PLUM CREEK COMMON 729251108 85 2,779 X 123 2,505 274 POGO PRODUCING COMMON 730448107 4,883 101,093 X 123 66,724 34,369 POLO RALPH COMMON 731572103 317 11,000 X 123 11,000 POWER INTEGRAT COMMON 739276103 11,420 341,300 X 123 198,925 81,800 60,575 PRAXAIR INC COMMON 74005P104 71,478 1,871,149 X 123 1,262,062 11,075 598,012 PREMCOR INC COMMON 74045Q104 4,913 188,963 X 123 156,500 1,813 30,650 PRENTISS PROP COMMON 740706106 874 26,500 X 123 20,000 6,500 PRESTON CORP CV BND 741130AA6 11,121 1,944,256 X 123 1,389,457 363,309191,491 PRICE (T ROWE) COMMON 74144T108 618 13,038 X 123 6,100 4,175 2,763 PRINCIPAL FIN COMMON 74251V102 30 900 X 123 100 800 PROASSURANCE COMMON 74267C106 6,692 208,150 X 123 173,075 35,075 PROCTER & GAMBLECOMMON 742718109 81,591 816,892 X 123 209,390 11,575 595,927 PROGRESS ENERGY 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 SER 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 FIN COMMON 744320102 1,073 25,683 X 123 23,733 1,950 PSYCHIATRIC SOL COMMON 74439H108 3,759 179,880 X 123 139,275 40,605 PUBLIC STORAGE 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 CHEMICAL 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 DONNELLEY COMMON 74955W307 28,603 717,942 X 123 594,780 2,087 121,075 RLI CORPORATION 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 COMMON 751028101 17,998 573,900 X 123 476,250 97,650 RAMCO GERSHENSONCOMMON 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 RED ROBIN COMMON 75689M101 1,845 60,550 X 123 35,800 24,750 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 STEEL COMMON 759509102 16,635 500,900 X 123 415,025 85,875 RELIANT RES COMMON 75952B105 5 630 X 123 630 RENAL CARE GROUPCOMMON 759930100 82 2,000 X 123 2,000 REPSOL ADR 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&REYNOLDSCOMMON 761695105 160 5,500 X 123 5,500 RJ REYNOLDS COMMON 76182K105 219 3,765 X 123 3,765 RICHARDSON ELEC CV BND 763165AB3 16,215 827,718 X 123 593,660 96,026 138,032 ROBBINS & MYERS COMMON 770196103 4,443 233,975 X 123 201,575 32,400 ROCHE HOLDINGS ADR 771195104 77 761 X 123 761 ROCK-TENN CO COMMON 772739207 8,284 479,925 X 123 398,625 81,300 ROCKWELL AUTO COMMON 773903109 148 4,160 X 123 4,160 ROCKWELL COLLINSCOMMON 774341101 108 3,600 X 123 3,600 ROGERS COMM CV BND 775109AE1 67,869 2,518,246X 123 2,112,360 67,877 338,009 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 RUBY TUESDAY COMMON 781182100 710 24,925 X 123 24,925 RYANAIR HLDGS ADR 783513104 328 6,484 X 123 6,484 SBC COM COMMON 78387G103 60,913 2,336,530X 123 1,505,092 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 PLC ADR 78572M105 9 X 123 9 SAFECO CO COMMON 786429100 47 1,200 X 123 1,200 SAFENET INC COMMON 78645R107 9,466 307,635 X 123 179,575 72,850 55,210 SAFEWAY INC COMMON 786514208 97 4,415 X 123 4,415 SAGA COM COMMON 786598102 17,270 932,015 X 123 726,115 205,900 ST FRANCIS COMMON 789374105 25 700 X 123 700 ST JUDE MEDICAL COMMON 790849103 61,927 1,009,397X 123 335,546 14,150 659,701 ST PAUL COS COMMON 792860108 738 18,625 X 123 225 18,400 SAMSUNG ELEC Global D 796050888 379 2,020 X 123 2,020 SANDISK CORP COMMON 80004C101 8 132 X 123 50 82 SANMINA-SCI COMMON 800907107 5,499 436,075 X 123 425,150 10,925 SAP AG SPON ADR 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 INC COMMON 806037107 11,950 261,950 X 123 217,325 44,625 SCHERING-PLOUGH COMMON 806605101 1,208 69,445 X 123 41,345 28,100 SCHLUMBERGER LTDCOMMON 806857108 559 10,208 X 123 4,700 5,508 SCHOLASTIC CORP COMMON 807066105 6,285 184,625 X 123 153,125 31,500 SCHOOL SPECIALTYCOMMON 807863105 8,142 239,400 X 123 198,550 40,850 SCIENTIFIC ATL COMMON 808655104 11 400 X 123 400 SCOTTS COMPANY 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 E 81123W101 27 2,000 X 123 2,000 SELECT COMFORT COMMON 81616X103 7,255 293,010 X 123 233,775 59,235 SELECT MEDICAL COMMON 816196109 4,719 289,850 X 123 102,350 157,350 30,150 SEMTECH CORP COMMON 816850101 8,079 355,450 X 123 294,875 60,575 SEMPRA ENERGY COMMON 816851109 12 415 X 123 415 SEROLOGICALS COMMON 817523103 15,046 808,900 X 123 669,475 139,425 SHELL TRNSPORT ADR 822703609 27 600 X 123 600 SHOPKO STORES COMMON 824911101 9,682 634,900 X 123 530,875 104,025 SIEBEL SYSTEMS COMMON 826170102 8 600 X 123 600 SIEMENS AG ADR 826197501 85 1,062 X 123 1,062 SIGMA ALDRICH COMMON 826552101 46 800 X 123 800 SIGMATEL INC COMMON 82661W107 5,202 210,795 X 123 162,125 48,670 SIMON PROPERTY COMMON 828806109 28,636 617,953 X 123 534,825 83,128 SKILLSOFT PLC ADR 830928107 10,126 1,170,635X 123 719,075 221,450 230,110 SMART & FINAL COMMON 831683107 5,557 551,275 X 123 351,400 199,875 SMITH & NEPHEW ADR 83175M205 66 1,570 X 123 1,570 JM SMUCKER CO COMMON 832696405 20 446 X 123 322 124 SMURFIT-STONE 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 INC COMMON 835470105 8,608 1,103,526X 123 647,675 260,075 195,776 SONY CORP ADR ADR 835699307 10 300 X 123 300 SONUS NETWORKS COMMON 835916107 7,737 1,023,475X 123 705,950 255,025 62,500 SOUTH FINANCIAL 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 UNION COMMON 844030106 6,665 362,250 X 123 300,400 61,850 SOUTHWEST AIR COMMON 844741108 1,029 63,732 X 123 49,997 13,735 SOVEREIGN BANC COMMON 845905108 1,302 54,825 X 123 54,825 SPARTECH CORP COMMON 847220209 10,805 438,500 X 123 364,250 74,250 SPECTRALINK COMMON 847580107 6,654 347,115 X 123 267,750 79,365 SPORTS AUTHORITYCOMMON 84917U109 12,789 333,050 X 123 186,350 89,600 57,100 SPRINT CORP COMMON 852061100 32,598 1,985,280X 123 988,575 14,300 982,405 SPRINT CORP COMMON 852061506 13 2,386 X 123 1,000 1,386 SS&C TECH COMMON 85227Q100 1,490 53,325 X 123 34,000 19,325 STANDARD PACIFICCOMMON 85375C101 14,524 299,150 X 123 246,900 1,575 50,675 STANLEY WORKS COMMON 854616109 536 14,150 X 123 11,250 2,900 STAPLES INC COMMON 855030102 24,481 896,731 X 123 345,196 7,475 544,060 STARWOOD HOTELS COMMON 85590A203 879 24,425 X 123 24,425 BANK OF INDIA Global D 856552203 1,499 44,920 X 123 42,450 2,470 STATE STREET COMMON 857477103 41,109 789,348 X 123 296,033 11,225 482,090 STEAK N SHAKE COMMON 857873103 9,064 507,800 X 123 424,375 83,425 STEWART&STEVENSONCOMMON 860342104 7,222 514,000 X 123 430,325 83,675 STMICROELEC ADR 861012102 1,163 43,075 X 123 39,400 3,675 STORAGE TECH 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 EDU COMMON 863236105 11,055 101,585 X 123 58,700 24,625 18,260 STRYKER CORP COMMON 863667101 24,518 288,408 X 123 110,092 2,350 175,966 SUN MICRO COMMON 866810104 125 27,940 X 123 11,700 16,240 SUNCOR ENERGY COMMON 867229106 3,594 143,411 X 123 143,411 SUNGARD DATA COMMON 867363103 43,637 1,574,757X 123 1,264,301 7,100 303,356 SUNOCO INC COMMON 86764P109 51 1,000 X 123 1,000 SUNTRUST BANK COMMON 867914103 16,682 233,315 X 123 219,715 13,600 SUPERVALU INC COMMON 868536103 6,589 230,475 X 123 160,600 69,875 SUPPORTSOFT INC COMMON 868587106 11,962 909,649 X 123 532,250 215,425 161,974 SWIFT TRANSPORT COMMON 870756103 941 44,750 X 123 44,750 SYBASE INC COMMON 871130100 3,891 189,056 X 123 155,825 2,457 30,774 SYMANTEC CORP 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 FINANCIAL COMMON 872275102 1,253 24,400 X 123 24,400 TDK CORP ADR 872351408 91 1,270 X 123 545 725 TECO ENERGY INC COMMON 872375100 14 1,000 X 123 1,000 TEPPCO PARTNERS COMMON 872384102 113 2,800 X 123 2,800 TJX COMPANIES COMMON 872540109 12,529 568,200 X 123 490,025 78,175 TTM TECH 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 INC COMMON 874161102 2 50 X 123 50 TARGET CORP COMMON 87612 E106 26,243 683,408 X 123 446,761 12,325 224,322 TECH DATA COMMON 878237106 20,113 506,740 X 123 420,125 1,165 85,450 TECHNE CORP 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 INC COMMON 879369106 4,272 88,400 X 123 74,025 700 13,675 TELEFONOS DE MEXADR 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 INLAND COMMON 879868107 1,202 19,175 X 123 19,175 TEMPUR-PEDIC COMMON 88023U101 482 31,125 X 123 31,125 TENET HEALTHCARECOMMON 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 88162F105 5,237 216,067 X 123 179,281 36,786 TETRA TECH INC COMMON 88162G103 48 1,912 X 123 1,912 TEXAS GENCO COMMON 882443104 9,629 296,290 X 123 250,890 45,400 TEXAS INSTRUMENTCOMMON 882508104 51,611 1,756,686X 123 492,938 18,100 1,245,648 TEXAS REGIONAL 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 ELECTRON COMMON 883556102 7,485 297,007 X 123 208,950 2,982 85,075 THISTLE MINING COMMON 88431N103 300 X 123 300 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 SOFTWARE COMMON 88632Q103 37 5,400 X 123 5,400 TIME WARNER INC COMMON 887317105 26,224 1,457,690X 123 1,341,805 115,885 TOMKINS PLC ADR 890030208 72 3,749 X 123 3,749 TORCHMARK CORP COMMON 891027104 364 8,000 X 123 8,000 TOTAL FINA ELF ADR 89151E109 74 795 X 123 795 TOUCH AMERICA COMMON 891539108 12 X 123 12 TRACTOR SUPPLY COMMON 892356106 10,974 282,190 X 123 166,875 64,225 51,090 TRANSACTION SYS 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 HOSPITALS 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 MARINE COMMON 896106101 2,469 1,379,505X 123 1,137,605 193,52048,380 TRIQUINT SEMI CV BND 89674KAB9 6,230 95,722 X 123 34,956 24,041 36,726 TULARIK INC COMMON 899165104 16 1,000 X 123 1,000 TYCO INTL COMMON 902124106 74,577 2,814,233X 123 1,609,631 18,1431,186,459 UCBH HOLDINGS COMMON 90262T308 14,181 363,900 X 123 210,100 90,600 63,200 US BANCORP COMMON 902973304 70,647 2,372,284X 123 1,050,13314,900 1,307,251 UNILEVER PLC ADR 904767704 70 1,870 X 123 1,870 UNION PACIFIC COMMON 907818108 1,044 15,025 X 123 600 14,425 UNION PLANTERS COMMON 908068109 38 1,200 X 123 1,200 UNIONBANCAL COMMON 908906100 1,154 20,050 X 123 20,050 UNISYS CORP COMMON 909214108 6 400 X 123 400 UNITED AUTO COMMON 909440109 1,446 46,200 X 123 46,200 UNITED DEFENSE COMMON 91018B104 12,520 392,725 X 123 326,025 66,700 UNITED MICROELECADR 910873207 949 191,645 X 123 182,070 9,575 UNITED SURGICAL COMMON 913016309 13,376 399,525 X 123 231,275 99,150 69,100 UNITED TECH COMMON 913017109 866 9,143 X 123 3,305 200 5,638 UNITEDHEALTH COMMON 91324P102 89,901 1,545,228X 123 456,835 18,800 1,069,593 UNIVERSAL HEALTHCOMMON 913903100 18,210 338,975 X 123 321,550 17,425 UNIVISION COM COMMON 914906102 47,353 1,193,060X 123 406,800 11,400 774,860 UNIZAN FIN COMMON 91528W101 4 210 X 123 210 USF CORP COMMON 91729Q101 5,934 173,555 X 123 143,650 1,555 28,350 UTSTARCOM INC COMMON 918076100 4,366 117,767 X 123 114,750 3,017 VALASSIS COM COMMON 918866104 41 1,380 X 123 1,380 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 SOFTWARECOMMON 923436109 56,518 1,520,924X 123 510,973 22,225 987,726 VERISIGN INC 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 PHARM 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 HEALTH COMMON 92553Q209 11,829 574,200 X 123 476,350 97,850 VIRAGEN INC COMMON 927638106 5 22,250 X 123 22,250 VISHAY COMMON 928298108 5,819 254,122 X 123 210,100 3,197 40,825 VISTACARE COMMON 92839Y109 14,050 399,715 X 123 233,450 92,700 73,565 VITESSE SEMI 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 & REED COMMON 930059100 105 4,491 X 123 4,491 WAL-MART STORES COMMON 931142103 79,779 1,503,853X 123 370,377 21,350 1,112,126 WALGREEN CO 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 CON COMMON 941053100 12,943 342,675 X 123 287,900 54,775 WASTE MAN COMMON 94106L109 30,322 1,024,405X 123 963,380 61,025 WATER PIK TECH COMMON 94113U100 74 6,000 X 123 6,000 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 1,701,459X 123 872,044 14,388 815,027 WESTERN CV PFD 958259301 85 1,780 X 123 908 414 458 WESTPAC BANKING ADR 961214301 64 1,060 X 123 1,060 WESTWOOD COMMON 961765104 3,325 186,899 X 123 119,500 67,399 WESTWOOD ONE COMMON 961815107 6,439 188,232 X 123 155,500 1,682 31,050 WEYERHAEUSER CO COMMON 962166104 3,025 47,263 X 123 24,478 22,785 WHIRLPOOL CORP COMMON 963320106 58 800 X 123 800 WHOLE FOODS COMMON 966837106 23 350 X 123 350 WILD OATS COMMON 96808B107 13 1,000 X 123 1,000 WILEY JOHN COMMON 968223206 12,027 462,050 X 123 382,375 79,675 WILLIAMS COS CV PFD 969457845 18,926 1,339,227X 123 708,345 250,542 380,339 WINTRUST FIN COMMON 97650W108 8,199 181,800 X 123 150,625 31,175 WIPRO LTD ADR ADR 97651M109 1,452 30,125 X 123 30,125 WISCONSIN ENERGYCOMMON 976657106 1,271 38,000 X 123 38,000 WITNESS SYSTEMS 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 INC COMMON 98157D106 9,430 X 123 9,430 WORLDCOM INC COMMON 98157D304 465 X 123 465 WRIGLEY W M JR COMMON 982526105 561 9,974 X 123 9,974 WYETH CO COMMON 983024100 4,045 95,299 X 123 58,531 36,768 XM SATELLITE COMMON 983759101 15,429 585,335 X 123 390,300 126,775 68,260 XTO ENERGY INC COMMON 98385X106 29,107 1,028,500X 123 335,716 16,375 676,409 XCEL ENERGY INC 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 HOLDINGS COMMON 98956P102 101,625 1,443,544X 123 536,269 18,190 889,085 ZIONS BANCORP COMMON 989701107 30 495 X 123 495 ZYGO CORP COMMON 989855101 4,055 245,935 X 123 190,575 55,360 ZOLL MEDICAL COMMON 989922109 10,260 289,175 X 123 240,000 49,175 DEUTSCHE BANK COMMON D18190898 51 623 X 123 623 ACE LTD COMMON G0070K103 32,120 775,478 X 123 104,830 9,850 660,798 ASPEN INSURANCE COMMON G05384105 1,728 69,650 X 123 69,650 ACCENTURE COMMON G1150G111 39,638 1,506,000X 123 603,275 13,150 889,575 COOPER INDS COMMON G24182100 14,267 246,275 X 123 29,400 3,300 213,575 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 GLOBALSANTAFE COMMON G3930E101 24,518 987,444 X 123 775,265 4,425 207,754 INGERSOLL-RAND COMMON G4776G101 32,359 476,710 X 123 55,900 6,125 414,685 IPC HOLDINGS COMMON G4933P101 27 700 X 123 700 NABORS INDUS COMMON G6359F103 33 800 X 123 800 PLATINUM COMMON G7127P100 10,992 366,385 X 123 343,525 1,585 21,275 TOMMY HILFIGER COMMON G8915Z102 6 400 X 123 400 TRANSOCEAN SEDCOCOMMON 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 ITO-YOKADO COMMON J25209115 60 1,920 X 123 1,920 ORBOTECH LTD COMMON M75253100 3,926 164,150 X 123 164,150 RADWARE LTD COMMON M81873107 7,598 278,840 X 123 214,675 64,165 ROYAL CARIBBEAN COMMON V7780T103 26,792 770,105 X 123 126,180 9,750 634,175 FLEXTRONICS COMMON Y2573F102 14,347 966,775 X 663,220 9,550 294,005 -----END PRIVACY-ENHANCED MESSAGE-----