-----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, C1W32dw5mYsp1pMnL26rM/sa6UGDoyrb8VSZkLN0MGQDoKox2tp4ysSR0hSnPott Fq0fDzcBf6JATNZjZT2+gQ== 0000312348-03-000025.txt : 20031208 0000312348-03-000025.hdr.sgml : 20031208 20030814141314 ACCESSION NUMBER: 0000312348-03-000025 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030814 EFFECTIVENESS DATE: 20030814 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: 03846074 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 second2003a.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: 6/30/03 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 andcomplete 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 8/14/03 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: 1048 Form 13F Information Table Value Total: $9,768,493,000.000 List of Other Included Managers: 28-6808 CDC IXIX Asset Management North America, L.P. (1) 28-10092 CDC IXIS Asset Management (2) FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 06/30/2003 VOTING AUTHORITY (SHARES) TY (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 SHS MANAGERS (A)SOLE (B)SHARED (C)NONE 0 --------- --------- --------- ADC TELECOMMUNICATIONS INC COM 886101 374 162,650 X 123 45,400 117,250 AFLAC INC COM 1055102 22,701 738,240 X 123 522,410 7,100 208,730 AGL RESOURCES INC COM 1204106 12,287 482,975 X 123 401,100 81,875 AES CORPORATION COM 00130H105 22 3,500 X 123 2,000 1,500 AMR CORP DEL COM 1765106 1,684 153,075 X 123 153,075 AOL INC COM 00184A105 24,895 1,547,250 X 123 1,397,930 149,320 ATI TECHNOLOGIES INC COM 1941103 3,641 357,000 X 123 348,600 8,400 ATMI INC COM 00207R101 4,545 182,025 X 123 138,950 43,075 AT&T WIRELESINC COM 00209A106 25 3,000 X 123 3,000 ABBOTT LABS COM 2824100 16,809 384,120 X 123 311,190 72,930 ABERCROMBIE & FITCH CO CL A COM 2896207 2 54 X 123 54 ACTIVISION INC COM 4930202 2,175 169,003 X 123 168,403 600 ACTEL CORP COM 4934105 5,497 268,125 X 123 222,775 45,350 ACTUANT CORP CL A COM 00508X203 17,005 359,355 X 123 284,975 74,380 ADOBE SYS COM 00724F101 406 12,650 X 123 5,850 100 6,700 ADVANCE AUTO PARTS INC COM 00751Y106 1,038 17,050 X 123 17,050 ADVO INC COM 7585102 20,975 472,400 X 123 394,050 78,350 ADVISORY BOARD CO COM 00762W107 9,601 236,950 X 123 141,050 58,350 37,550 AEROFLEX INC COM 7768104 4,489 580,000 X 123 483,075 96,925 AEROPOSTALE INC COM 7865108 5,186 241,450 X 123 131,100 92,025 18,325 AETNA INC-NEW COM 00817Y108 18,808 312,425 X 123 34,300 4,275 273,850 AFFILIATED COMPUTER SVSC COM 8190100 31,254 683,440 X 123 277,790 9,875 395,775 AFFILIATED MANAGERS GROUP COM 8252108 13,267 217,675 X 123 181,400 36,275 AGERE SYSTEMS INC CL A COM 00845V100 25 X 123 25 AGERE SYSTEMS INC CL B COM 00845V209 1 632 X 123 632 AGILENT TECHNOLOGIES INC COM 00846U101 297 15,210 X 123 5,618 9,592 AGILENT TECH INC CVT CV BND 00846UAB7 6,307 201,272 X 123 116,853 45,779 38,641 AIR PRODS & CHEM COM 9158106 2,767 66,519 X 123 19,350 47,169 AIRTRAN HOLDINGS INC COM 00949P108 4,445 424,500 X 123 326,850 97,650 AKSYS LTD COM 10196103 239 18,500 X 123 18,500 ALBERTSONS INC COM 13104104 163 8,472 X 123 2,672 5,800 ALCOA INC COM 13817101 11,487 450,490 X 123 337,690 10,750 102,050 ALEXION PHARM CVT CV BND 015351AB5 16 188 X 123 188 ALKERMES INC COM 01642T108 5,164 480,400 X 123 295,575 103,975 80,850 ALLERGAN INC COM 18490102 11,051 143,334 X 123 14,625 1,950 126,759 ALLETE INC COM 18522102 17,394 655,145 X 123 546,375 1,770 107,000 ALLIED CAPITAL CORP COM 01903Q108 76 3,300 X 123 3,300 ALLSTATE CORP COM 20002101 17,167 481,542 X 123 442,266 375 38,901 ALLTEL CORP COM 20039103 145 2,998 X 123 1,524 1,133 341 ALTIRIS INC COM 02148M100 5,235 261,075 X 123 199,125 61,950 ALTRIA GROUP INC COM 02209S103 3,986 87,725 X 123 40,650 1,625 45,450 AMAZON.COM INC COM 23135106 3,581 98,150 X 123 94,875 3,275 AMAZON.COM INC CVT CV BND 023135AF3 4,121 55,814 X 123 9,868 7,049 38,897 AMBAC FINL GRP COM 23139108 1,139 17,185 X 123 1,100 16,085 AMERICA MOVIL-SERIES L ADR 02364W105 8 400 X 123 400 AMERICAN ELEC PWR COM 25537101 168 5,642 X 123 2,972 2,670 AMERICAN EXPRESS COM 25816109 55,588 1,329,530 X 123 975,940 6,525 347,065 AMERICAN FINANCIAL GROUP COM 25932104 11,348 497,725 X 123 413,875 83,850 AMERICAN FINANCIAL REALTY COM 02607P305 4,548 305,000 X 123 235,225 69,775 AMERICAN INTL COM 26874107 104,390 1,891,800 X 123 700,212 26,618 1,164,970 AMERICAN MGMT SYSTEM COM 27352103 917 64,050 X 123 48,800 15,250 AMERICAN POWER CON COM 29066107 10,556 677,110 X 123 584,650 2,485 89,975 AMERICAN STATES WATER CO COM 29899101 7,578 277,600 X 123 230,650 46,950 AMERICAN TOWER CVT CV BND 029912AF9 1,710 38,835 X 123 28,350 291 10,194 AMERISTAR CASINOS INC COM 03070Q101 551 25,825 X 123 25,825 AMERUS GROUP CO COM 03072M108 12,099 429,200 X 123 356,400 72,800 AMERISOURCEBERGEN CORP COM 03073E105 17,632 254,250 X 123 26,450 3,375 224,425 AMETEK INC COM 31100100 11,858 323,550 X 123 268,900 54,650 AMGEN INC COM 31162100 87,348 1,314,694 X 123 398,861 18,225 897,608 AMKOR TECH INC CVT CV BND 031652AH3 18,635 384,984 X 123 300,837 27,904 56,243 AMPHENOL CORP CL A COM 32095101 4,398 93,940 X 123 78,075 865 15,000 AMSOUTH BANCORP COM 32165102 81 3,704 X 123 3,704 AMYLIN PHARMACEUTICALS INC COM 32346108 2,119 96,800 X 123 94,500 2,300 ANADARKO PETE CORP COM 32511107 720 16,183 X 123 12,812 3,371 ANALOG DEV COM 32654105 23 650 X 123 650 ANALOG DEV CV BND 032654AC9 8,522 64,534 X 123 50,279 5,394 8,861 ANALOG DEV CV BND 032654AD7 309,784 1,966,076X 123 1,788,077 138,739 39,260 ANDREW CORP COM 34425108 7,692 836,075 X 123 704,250 131,825 ANDRX GROUP COM 34553107 2,925 146,975 X 123 143,475 3,500 ANGIOTECH PHARM COM 34918102 4,648 114,100 X 123 70,925 24,350 18,825 ANHEUSER BUSCH COM 35229103 39,239 768,630 X 123 278,875 7,600 482,155 ANNTAYLOR STORES CORP COM 36115103 11,069 382,365 X 123 317,475 1,190 63,700 ANTHEM INC COM 03674B104 3,587 46,491 X 123 45,391 1,100 ANTEON INTL CORP COM 03674E108 6,557 234,925 X 123 195,225 39,700 APACHE CORP COM 37411105 21,944 337,287 X 123 150,425 6,850 180,012 UNIVERSITYOF PHOENIX ONLINE COM 37604204 4,671 92,131 X 123 89,806 2,325 APPLE COMPUTER COM 37833100 13,141 687,275 X 123 646,675 40,600 APPLEBEES INTL INC COM 37899101 4,941 157,200 X 123 130,400 26,800 APPLIED MATERIALS COM 38222105 1,064 67,172 X 123 49,982 17,190 APPLIED MICRO CIRCUITS CORP COM 03822W109 8 1,300 X 123 1,300 APTARGROUP INC COM 38336103 108 3,000 X 123 3,000 ARAMARK CORP-CL B COM 38521100 6,493 289,595 X 123 206,350 2,270 80,975 ARBITRON INC COM 03875Q108 13,269 371,670 X 123 309,175 695 61,800 ARGOSY GAMING CO COM 40228108 459 21,975 X 123 21,975 ARTISAN COMPONENTS INC COM 42923102 9,386 415,125 X 123 251,975 95,100 68,050 ARTISTDIRECT INC COM 04315D400 1 X 123 1 ASCENTIAL SOFTWARE CORP COM 04362P207 6,503 395,563 X 123 328,138 67,425 ASK JEEVES INC COM 45174109 3,979 289,350 X 123 108,025 151,375 29,950 ASSOCIATED BANC CORP COM 45487105 5,104 139,416 X 123 130,976 8,440 ASSOC ESTATES REALTY CP COM 45604105 3,569 543,200 X 123 449,200 94,000 ATHEROGENICS INC COM 47439104 6,576 440,425 X 123 271,550 95,350 73,525 ATLANTIC COAST AIR HLDGS COM 48396105 1,357 101,975 X 123 101,975 ATLAS PIPELINE PARTNERS COM 49392103 30 1,000 X 123 1,000 ATWOOD OCEANICS INC COM 50095108 8,414 309,900 X 123 258,575 51,325 AUTODESK INC COM 52769106 7,216 446,550 X 123 354,425 92,125 AUTOLIV INC COM 52800109 203 7,487 X 123 7,487 AUTOMATIC DATA PROC COM 53015103 4,132 122,035 X 123 34,300 87,735 AUTOZONE INC COM 53332102 682 8,975 X 123 1,925 7,050 AVALONBAY COMMUNITIES INC COM 53484101 72 1,680 X 123 1,680 AVAYA INC COM 53499109 2 282 X 123 282 AVENTIS SPON ADR ADR 53561106 88 1,610 X 123 1,610 AVERY DENNISON CORP COM 53611109 37 745 X 123 745 AVOCENT CORP COM 53893103 5,003 167,150 X 123 68,250 83,200 15,700 AVON PRODS COM 54303102 14,269 229,400 X 123 23,475 3,050 202,875 AXA -SP ADR ADR 54536107 7 470 X 123 470 AXCELIS TECHNOLOGIES INC COM 54540109 19 3,179 X 123 2,944 235 BB&T CORP COM 54937107 7 200 X 123 200 BASF AG ADR 55262505 82 1,918 X 123 1,918 BCE INC COM 05534B109 71 3,083 X 123 3,083 THE BISYS GROUP INC COM 55472104 4,557 248,075 X 123 167,050 1,750 79,275 BJ SERVICES CO COM 55482103 22,565 603,978 X 123 296,755 13,550 293,673 BJ WHOLESALE CLUB INC COM 05548J106 7,541 500,750 X 123 413,600 1,500 85,650 BOK FINANCIAL CORP COM 05561Q201 1,016 26,341 X 123 1,648 24,693 BP PLC ADR 55622104 36,587 870,712 X 123 617,415 7,952 245,345 BNP PARIBAS ADR ADR 05565A202 92 3,625 X 123 3,625 BMC SOFTWARE INC COM 55921100 612 37,450 X 123 2,450 35,000 BAKER HUGHES INC COM 57224107 1,258 37,465 X 123 33,665 3,800 BALL CORPORATION COM 58498106 296 6,500 X 123 6,500 BALLY TOTAL FITNESS HLDGS COM 05873K108 192 21,275 X 123 21,275 BANKAMERICA CORP COM 60505104 89,286 1,129,769 X 123 592,051 12,725 524,993 BANK MUTUAL CORP COM 63748107 162 5,000 X 123 5,000 BANK OF NEW YORK COM 64057102 2,584 89,875 X 123 50,975 400 38,500 BANK ONE CORP COM 06423A103 1,237 33,262 X 123 4,796 28,466 BANK UNITED CORP CONT RTS RTS 65416117 500 X 123 500 BANKATLANTIC BANCORP COM 65908501 6,905 580,700 X 123 482,400 98,300 BANKNORTH GROUP INC COM 06646R107 6,088 238,575 X 123 167,775 1,950 68,850 BANKUNITED FIN CORP COM 06652B103 10,664 529,225 X 123 444,450 84,775 BARD C R COM 67383109 21 300 X 123 300 BARCLAYS PLC A331 ADR 06738E204 71 2,364 X 123 2,364 BARNES GROUP INC COM 67806109 7,625 350,425 X 123 291,050 59,375 BARRICK GOLD CORP COM 67901108 69 3,868 X 123 3,868 BAUSCH & LOMB COM 71707103 60 1,600 X 123 1,600 BAXTER INTL COM 71813109 11,376 437,535 X 123 402,200 35,335 BEAR STEARNS COS INC COM 73902108 2,919 40,300 X 123 39,350 950 BEARINGPOINT INC COM 74002106 5,149 533,625 X 123 376,300 3,600 153,725 BED BATH & BEYOND INC COM 75896100 16,432 423,405 X 123 199,313 13,125 210,967 BEDFORD PROPERTY INVEST COM 76446301 13,570 477,825 X 123 397,875 79,950 BELLSOUTH COM 79860102 53,237 1,999,120 X 123 1,075,385 18,850 904,885 BELO CORP-A COM 80555105 6,858 306,720 X 123 257,370 49,350 BEMIS CO COM 81437105 140 3,000 X 123 3,000 BERKLEY WR CORP COM 84423102 36 675 X 123 675 BERKSHIRE HATHAWAY INC CL A COM 84670108 10,585 146 X 123 91 55 BERKSHIRE HATHAWAY INC CL B COM 84670207 25,386 10,447 X 123 8,808 1,639 BEST BUY COMPANY COM 86516101 3,639 82,850 X 123 80,800 2,050 BHP BILLITON LTD ADR 88606108 110 9,516 X 123 9,516 BIG LOTS INC COM 89302103 59 3,918 X 123 3,918 BIOMET INC COM 90613100 3,944 137,415 X 123 96,065 2,625 38,725 BIOTECH HOLDRS TRUST COM 09067D201 12 100 X 123 100 BIOVAIL CORP INTL COM 09067J109 3,740 79,475 X 123 77,625 1,850 BLACK & DECKER CORP COM 91797100 36,383 837,350 X 123 496,175 4,700 336,475 BLACK HILLS CORP COM 92113109 11,393 371,105 X 123 307,400 930 62,775 H & R BLOCK INC COM 93671105 33 770 X 123 770 BLOCKBUSTER INC-CLASS A COM 93679108 2,133 126,588 X 123 124,688 1,900 BLYTH INC COM 09643P108 5,202 191,250 X 123 158,650 32,600 BOEING CO COM 97023105 800 23,296 X 123 9,400 13,896 BOISE CASCADE COM 97383103 3,144 131,550 X 123 104,475 27,075 BORDERS GROUP INC COM 99709107 951 54,000 X 123 12,500 41,500 BOSTON PRIVATE FNL COM 101119105 12,678 601,400 X 123 501,375 100,025 BOSTON SCIENTIFIC CORP COM 101137107 50,300 823,245 X 123 160,354 14,075 648,816 BOWATER INC COM 102183100 10,960 292,650 X 123 31,275 3,825 257,550 BOYKIN LODGING CO COM 103430104 1 183 X 123 183 BRADY CORP CL A COM 104674106 200 6,000 X 123 6,000 BRIGGS & STRATTON COM 109043109 160 3,177 X 123 3,177 BRINKER INTERNATIONAL INC COM 109641100 2,644 73,397 X 123 73,397 BRISTOL MYERS COM 110122108 35,551 1,309,444 X 123 1,093,873 4,800 210,771 BRITISH SKY BROADCAST ADR 111013108 92 2,042 X 123 2,042 BROADCOM CORP CL A COM 111320107 4,892 196,400 X 123 191,575 4,825 BROWN & BROWN INC COM 115236101 1,250 38,475 X 123 36,200 2,275 BROWN FORMAN CORP CL A COM 115637100 1,436 17,838 X 123 17,838 TOM BROWN INC COM 115660201 1,627 58,545 X 123 48,425 445 9,675 BRUNSWICK CORP COM 117043109 8,876 354,750 X 123 278,250 7,325 69,175 BUILDERS TRANSPORT CV BND 120084AA6 6 199,879 X 123 191,682 8,197 BUILDERS TRANSPORT CV BND 120084AB4 10 214,410 X 123 160,106 14,570 39,735 BURLINGTON RESOURCES INC COM 122014103 38 697 X 123 697 C&D TECHNOLOGIES INC COM 124661109 5,095 354,825 X 123 294,725 60,100 CBL & ASSOCIATES PROPERTIES COM 124830100 10,678 248,325 X 123 205,750 42,575 CEC ENTERTAINMENT INC COM 125137109 16,783 454,450 X 123 376,975 77,475 C.H. ROBINSON WORLDWIDE COM 12541W100 14 400 X 123 400 CIGNA CORP COM 125509109 202 4,300 X 123 4,300 CSK AUTO CORP COM 125965103 987 68,325 X 123 68,325 CSX CORP COM 126408103 13,691 455,005 X 123 47,205 6,225 401,575 CVB FINANCIAL CORP COM 126600105 8,077 413,758 X 123 393,461 997 19,300 CVS CORP COM 126650100 34 1,200 X 123 1,200 CADENCE DESIGN SYS INC COM 127387108 42 3,500 X 123 3,500 CALIFORNIA WATER SERVICE COM 130788102 51 1,800 X 123 1,800 CAMBREX CORP COM 132011107 134 5,800 X 123 5,800 CAMDEN PROPERTY TRUST COM 133131102 1,676 47,950 X 123 17,500 30,450 CANON INC SPON ADR ADR 138006309 100 2,190 X 123 2,190 CAPITAL ONE FINL CORP COM 14040H105 1,529 31,100 X 123 28,700 2,400 CARDINAL HEALTH INC COM 14149Y108 26,454 411,412 X 123 289,626 7,125 114,661 CARDIODYNAMICS INTL CORP COM 141597104 3 1,000 X 123 1,000 CAREER EDUCATION CORP COM 141665109 3,859 56,400 X 123 55,100 1,300 CAREMARK RX INC COM 141705103 372 14,500 X 123 14,500 CIRCUIT CITY STORES-CARMAX COM 143130102 92 3,036 X 123 3,036 CARNIVAL CORP COM 143658300 60,434 1,858,925 X 123 831,150 19,425 1,008,350 CATERPILLAR COM 149123101 890 15,998 X 123 2,150 13,848 CELADON GROUP INC COM 150838100 2,633 290,675 X 123 186,025 104,650 CELESTICA INC CV BND 15101QAA6 42,073 318,839 X 123 244,357 12,541 61,940 CELGENE CORP COM 151020104 2,402 79,000 X 123 77,100 1,900 CENDANT CORP COM 151313103 3,140 171,411 X 123 170,911 500 CENTERPOINT ENERGY INC COM 15189T107 7 800 X 123 800 CENTILLIUM COM INC COM 152319109 3,864 389,950 X 123 297,575 92,375 CENTURY TEL COM 156700106 58,629 1,682,331 X 123 1,000,115 11,400 670,816 CERTEGY INC COM 156880106 5,594 201,595 X 123 165,725 1,770 34,100 CERUS CORP COM 157085101 83 11,100 X 123 11,100 CHARTER ONE FIN INC COM 160903100 1,938 62,153 X 123 11,157 50,996 CHARTER COMINC COM 16117M107 4 1,100 X 123 550 550 CHATEAU COMMUNITIES INC COM 161726104 444 15,000 X 123 15,000 CHECKFREE CORP COM 162813109 3,018 108,400 X 123 105,725 2,675 CHEESECAKE FACTORY COM 163072101 40 1,125 X 123 1,125 CHEVRONTEXACO CORP COM 166764100 34,970 484,356 X 123 235,309 3,776 245,271 CHICOS FAS INC COM 168615102 204 9,700 X 123 9,700 CHINA PETROLEUM & CHEM -ADR COM 16941R108 69 2,861 X 123 2,861 CHOICE HOTELS INTL INC COM 169905106 2,747 100,575 X 123 65,075 35,500 CHUBB CORP COM 171232101 833 13,890 X 123 4,349 100 9,441 CIENA CORP COM 171779101 173 33,400 X 123 33,400 CIENA CORP SUB CONV DEB CV BND 171779AA9 27 307 X 123 307 CIMA LABS INC COM 171796105 12,228 454,725 X 123 380,900 73,825 CIMAREX ENERGY CO COM 171798101 4 179 X 123 179 CINCINNATI FINANCIAL CORP COM 172062101 111 3,000 X 123 3,000 CINERGY CORP COM 172474108 429 11,650 X 123 11,650 CISCO INC COM 17275R102 91,172 5,462,667 X 123 2,106,604 78,930 3,277,133 CITIGROUP COM 172967101 155,773 3,639,565 X 123 1,860,532 38,996 1,740,037 CITIZENS FIRST BANCORP COM 17461R106 3,166 150,025 X 123 95,975 54,050 CLARCOR INC COM 179895107 11,603 300,975 X 123 252,100 48,875 COACH INC COM 189754104 27,571 554,301 X 123 264,526 10,325 279,450 COCA-COLA COM 191216100 8,380 180,574 X 123 45,682 134,892 COGNEX CORP COM 192422103 2,143 95,968 X 123 94,768 1,200 COGNIZANT TECH SOLUTIONS COM 192446102 6 234 X 123 234 COGNOS INC COM 19244C109 7,941 294,095 X 123 237,025 1,620 55,450 COLE NATL CORP -A COM 193290103 1,568 125,275 X 123 80,325 44,950 COLGATE PALMOLIVE COM 194162103 1,067 18,412 X 123 8,400 10,012 COMCAST CORP CL A COM 20030N101 80 2,641 X 123 552 943 1,146 COMCAST CORP CL A SPL COM 20030N200 7,009 241,760 X 123 120,970 4,625 116,165 COMERICA INC COM 200340107 2,283 49,103 X 123 43,903 5,200 COMMERCIAL CAPITAL CORP COM 20162L105 3,955 255,330 X 123 209,825 2,755 42,750 COMWEALTH TELEPHONE COM 203349105 11,595 263,700 X 123 219,000 44,700 COMMSCOPE INC COM 203372107 5,174 544,650 X 123 449,575 95,075 COMMSCOPE INC CV BND 203372AB3 32,232 735,049 X 123 520,357 89,147 125,545 COMPASS BANCSHARES INC COM 20449H109 1,117 32,175 X 123 32,175 COMPUCREDIT CORP COM 20478N100 6 500 X 123 500 COMPUTER ASSOCIATES INTL COM 204912109 165 7,400 X 123 400 7,000 COMPUTER SCIENCE CORP COM 205363104 2,447 64,205 X 123 61,535 2,670 COMPUWARE CORP COM 205638109 20 3,500 X 123 1,000 1,000 1,500 COMVERSE TECHNOLOGY INC COM 205862402 3,484 232,090 X 123 156,150 1,865 74,075 CONAGRA INC COM 205887102 94 4,000 X 123 4,000 CONCORD COMMUNICATIONS INC COM 206186108 10,010 729,025 X 123 589,075 139,950 CONCORD EFS INC COM 206197105 3,357 228,025 X 123 157,325 4,050 66,650 CONNETICS CORP COM 208192104 1,891 126,325 X 123 96,400 29,925 CONOCOPHILLIPS COM 20825C104 59,627 1,088,088 X 123 765,258 9,792 313,038 CONSTELLATION ENERGY COM 210371100 24,916 726,405 X 123 662,430 300 63,675 CONVERGYS CORP COM 212485106 114 7,150 X 123 7,150 COOPER TIRE COM 216831107 9,029 513,300 X 123 426,350 86,950 CORINTHIAN COLLEGES COM 218868107 7,346 151,250 X 123 109,475 33,275 8,500 CORIXA CORP COM 21887F100 35 4,500 X 123 4,500 CORNING INC COM 219350105 46 6,250 X 123 2,250 4,000 CORNING INC ZERO CPN CV BND 219350AJ4 25,921 290,814 X 123 253,286 16,453 21,076 CORNING INC CV BND 219350AK1 65,574 4,740,260 X 123 4,196,073 236,176 308,010 CORP EXEC BOARD COM 21988R102 8,707 214,825 X 123 132,550 46,550 35,725 CORPORATE OFFICE PROP COM 22002T108 10,261 606,075 X 123 503,750 102,325 CORRECTIONS CORP OF AMERICA COM 22025Y407 9 347 X 123 347 CORVAS INTERNATIONAL INC COM 221005101 146 X 123 146 COST PLUS INC CALIFORNIA COM 221485105 501 14,050 X 123 14,050 COSTCO WHOLESALE CORP COM 22160K105 770 21,030 X 123 20,930 100 COSTAR GROUP INC COM 22160N109 5,824 195,050 X 123 148,850 46,200 COUNTRYWIDE FINANCIAL COM 222372104 25,166 361,741 X 123 118,950 4,425 238,366 COVANCE INC COM 222816100 4,916 271,605 X 123 224,475 2,555 44,575 CREDIT SUISSE GROUP ADR ADR 225401108 68 2,590 X 123 2,590 CUBIC CORP COM 229669106 6,038 271,725 X 123 230,700 41,025 CUMULUS MEDIA INC CL A COM 231082108 5,495 290,275 X 123 221,375 68,900 CYPRESS SEMI COM 232806109 8,868 738,975 X 123 506,175 187,900 44,900 CYPRESS SEMI CV BND 232806AE9 521 11,243 X 123 11,243 CYPRESS SEMI CV BND 232806AF6 26,696 426,280 X 123 232,189 98,324 95,766 DST SYSTEMS COM 233326107 24 630 X 123 100 530 DSP GROUP INC COM 23332B106 11,561 536,975 X 123 445,775 91,200 DTE ENERGY CO COM 233331107 66 1,700 X 123 1,700 DANAHER CORP COM 235851102 40,616 596,856 X 123 263,106 10,375 323,375 DARDEN RESTAURANTS INC COM 237194105 448 23,600 X 123 5,000 18,600 DEERE & CO COM 244199105 3,756 82,181 X 123 80,281 1,900 DEL MONTE FOODS CO COM 24522P103 11 1,205 X 123 1,205 DELL COMPUTER COM 247025109 74,902 2,343,629 X 123 943,421 39,275 1,360,933 DELPHI FINANCIAL GROUP COM 247131105 7,065 150,965 X 123 111,125 39,840 DELUXE CORP COM 248019101 206 4,600 X 123 4,600 DEVELOPERS DIVERS COM 251591103 13,775 484,350 X 123 344,325 2,350 137,675 DEVON ENERGY CORP COM 25179M103 16,637 311,555 X 123 222,995 5,625 82,935 DEVON ENERGY CVT CV BND 25179MAA1 20,349 186,100 X 123 178,637 7,463 DEVON ENERGY CVT CV BND 25179MAB9 27,520 251,062 X 123 233,571 5,597 11,894 DIAGEO PLC SPON ADR ADR 25243Q205 82 1,880 X 123 1,880 DIAMOND OFFSHORE DRILLING COM 25271C102 3,498 166,663 X 123 166,663 DIEBOLD INC COM 253651103 5,834 134,900 X 123 92,350 1,125 41,425 WALT DISNEY CO COM 254687106 16,281 824,358 X 123 693,317 131,041 DIXIE GROUP INC CV BND 255519AA8 973 48,758 X 123 43,634 5,124 DOCUMENTUM INC COM 256159104 14,103 717,000 X 123 514,125 109,175 93,700 DOLLAR TREE STORES INC COM 256747106 114 3,575 X 123 3,575 DOMINION RESOURCES COM 25746Q108 211 8,000 X 123 8,000 DOMINION RES INC VA COM 25746U109 19,407 301,961 X 123 216,540 3,925 81,496 DONALDSON CO INC COM 257651109 222 5,000 X 123 5,000 DONNELLEY RR&SONS COM 257867101 88 3,359 X 123 1,700 1,659 DOUBLECLICK INC COM 258609304 7,319 791,250 X 123 555,650 131,075 104,525 DOVER CORP COM 260003108 1,535 51,250 X 123 24,650 26,600 DOVER DOWNS GAMING COM 260095104 5,331 576,315 X 123 477,720 98,595 DOW CHEMICAL COM 260543103 1,547 49,977 X 123 18,574 4,650 26,753 DOWNEY FINANCIAL CORP COM 261018105 11,309 273,820 X 123 226,575 920 46,325 DUPONT E I COM 263534109 5,859 140,704 X 123 60,368 5,075 75,261 DUKE ENERGY CORP COM 264399106 44 2,200 X 123 2,200 DUN & BRADSTREET CORP COM 26483E100 6,183 150,445 X 123 124,100 1,620 24,725 DUNES HOTELS & CASINOS INC COM 265440107 25 X 123 25 EMC CORP COM 268648102 21,208 2,025,567 X 123 1,103,438 25,256 896,873 EOG RESOURCES INC COM 26875P101 757 18,100 X 123 17,600 500 EVI INC CONV PFD 5% CV PFD 268939402 13,843 260,839 X 123 213,279 23,235 24,325 E*TRADE GROUP CV BND 269246AB0 16 720 X 123 720 EAST WEST BANCORP INC COM 27579R104 15,739 435,500 X 123 355,350 80,150 EASTMAN CHEMICAL CO COM 277432100 8 262 X 123 262 EASTMAN KODAK COM 277461109 29 1,050 X 123 1,050 EATON CORP COM 278058102 1,420 18,063 X 123 3,675 14,388 EBAY INC COM 278642103 32,884 315,645 X 123 90,679 4,050 220,916 ECOLAB INC COM 278865100 1,120 43,768 X 123 21,000 22,768 ECOLLEGE.COM INC COM 27887E100 2,726 237,450 X 123 181,100 56,350 EDISON INTERNATIONAL COM 281020107 11 672 X 123 672 EDUCATION MANAGEMENT CORP COM 28139T101 265 5,000 X 123 5,000 EDWARDS LIFESCIENCES COM 28176E108 6,251 194,485 X 123 160,545 1,770 32,170 EL PASO CORPORATION COM 28336L109 211 26,080 X 123 10,950 15,130 ELECTRONIC ARTS INC COM 285512109 33 450 X 123 -7,175 1,825 5,800 ELECTRONICS FOR IMAGING COM 286082102 30 1,500 X 123 1,500 ELKCORP COM 287456107 12,213 542,800 X 123 451,525 91,275 EMBRAER AIRCRAFT CORP ADR 29081M102 1,360 71,180 X 123 71,180 EMERSON ELEC COM 291011104 1,562 30,558 X 123 13,390 17,168 EMULEX CORP COM 292475209 2,415 106,075 X 123 48,650 47,950 9,475 ENCANA CORP COM 292505104 86 2,233 X 123 2,233 ENERGEN CORP COM 29265N108 4,970 149,250 X 123 124,650 24,600 ENERGY EAST CORP COM 29266M109 677 32,617 X 123 32,617 ENTEGRIS INC COM 29362U104 9,144 680,340 X 123 540,550 3,640 136,150 ENTERCOM COM CORP COM 293639100 2,561 52,250 X 123 51,125 1,125 ENTERGY CORP NEW COM 29364G103 28,259 535,416 X 123 225,700 4,175 305,541 ENTRAVISION COM COM 29382R107 7,342 646,900 X 123 389,950 149,500 107,450 ENZON INC COM 293904108 3 250 X 123 250 EON LABS INC COM 29412E100 2,999 85,325 X 123 39,450 38,275 7,600 EQUIFAX INC COM 294429105 8,674 333,600 X 123 313,750 19,850 EQUITY OFFICE PROPERTIES TR COM 294741103 147 5,435 X 123 5,435 EQUITY RESIDENTIAL COM 29476L107 36 1,400 X 123 1,400 EQUITY RESIDENTIAL CV PFD 29476L859 17,897 299,656 X 123 261,500 31,754 6,402 ERESEARCH TECHNOLOGY INC COM 29481V108 3,910 176,450 X 123 135,100 41,350 LM ERICSSON TEL SP ADR 294821608 6 610 X 123 60 550 ERIE INDEMNITY CO CL-A COM 29530P102 825 20,000 X 123 20,000 ESCO TECHNOLOGIES COM 296315104 5,085 115,570 X 123 93,225 1,245 21,100 ESPERION THERA COM 29664R106 3,301 168,525 X 123 100,075 38,625 29,825 SIAM COMMERCIAL BANK FOR REG COM 2987038G7 169 197,000 X 123 197,000 KEPPEL CORP COM 29871A193 203 73,000 X 123 52,000 21,000 EVERGREEN RESOURCES INC COM 299900308 22,679 417,585 X 123 321,450 25,910 70,225 EXACT SCIENCES CORP COM 30063P105 1,964 179,200 X 123 136,675 42,525 EXAR CORP COM 300645108 4,846 306,150 X 123 233,500 72,650 EXELON CORP COM 30161N101 46,342 774,812 X 123 373,287 5,825 395,700 EXPONENT INC COM 30214U102 2,106 135,895 X 123 113,100 1,620 21,175 EXPRESS SCRIPTS INC COM 302182100 747 10,925 X 123 4,025 4,200 2,700 EXTREME NETWORKS INC COM 30226D106 263 50,025 X 123 50,025 EXXON MOBIL COM 30231G102 105,568 2,939,782 X 123 1,694,835 34,250 1,210,697 FEI COMPANY COM 30241L109 7,653 407,925 X 123 338,275 69,650 FMC TECHNOLOGIES INC COM 30249U101 5,725 271,990 X 123 224,300 2,640 45,050 FNB CORP COM 302520101 7,022 232,071 X 123 193,188 38,883 FPL GROUP INC COM 302571104 145 2,174 X 123 715 1,459 FTD INC- CL A COM 30265Q109 5,711 283,025 X 123 230,075 52,950 FACTSET RESEARCH SYSTEMS COM 303075105 132 3,000 X 123 3,000 FAIRCHILD SEMI INTL COM 303726103 3,725 291,220 X 123 204,875 2,220 84,125 FAIRMONT HOTELS COM 305204109 11,551 493,643 X 123 430,763 1,880 61,000 FASTENAL CO COM 311900104 34 1,000 X 123 1,000 FEDERAL AGRIC MTG CORP COM 313148306 29 1,300 X 123 1,300 FREDDIE MAC COM 313400301 22,191 437,089 X 123 405,734 31,355 FANNIE MAE COM 313586109 9,276 137,549 X 123 46,495 91,054 FEDERAL REALTY INVS TRUST COM 313747206 3,030 94,690 X 123 78,100 1,365 15,225 FEDERATED DEPT STORES COM 31410H101 1,840 49,925 X 123 49,925 FEDERATED INVESTORS INC COM 314211103 4,107 149,770 X 123 123,325 1,495 24,950 FERRO CORP COM 315405100 12,733 565,175 X 123 469,325 95,850 F5 NETWORKS INC COM 315616102 219 13,150 X 123 13,150 FIFTH THIRD BANCORP COM 316773100 223 3,877 X 123 3,877 FILENET CORP COM 316869106 6,165 341,750 X 123 283,475 58,275 FINDWHAT.COM COM 317794105 5,558 293,450 X 123 223,825 69,625 THE FINISH LINE, INC COM 317923100 9,831 442,650 X 123 272,175 95,975 74,500 FIRST DATA CORP COM 319963104 44,198 1,066,561 X 123 432,062 10,675 623,824 FIRST MIDWEST BANCORP INC COM 320867104 11,075 384,400 X 123 322,575 61,825 FIRST NIAGARA FIN COM 33582V108 20,106 1,440,229 X 123 1,195,728 3,391 241,110 FIRST TENN NATL COR COM 337162101 1,258 28,650 X 123 14,800 13,850 FIRST VIRGINIA BKS COM 337477103 146 3,375 X 123 3,375 FISERV INC COM 337738108 5,133 143,943 X 123 18,550 125,393 FIRSTENERGY COM 337932107 781 20,300 X 123 20,300 FISHER SCIENTIFIC INTL COM 338032204 5,522 158,210 X 123 131,225 1,460 25,525 FLEET BOSTON FINL CORP COM 339030108 372 12,534 X 123 1,760 10,774 FLUOR CORP NEW COM 343412102 2,080 61,835 X 123 61,535 300 FLOWERS FOODS INC COM 343498101 3,437 173,956 X 123 144,444 29,512 FOREST LABS COM 345838106 279 5,100 X 123 4,000 1,100 FORMFACTOR INC COM 346375108 3,051 172,375 X 123 131,475 40,900 FOSSIL INC COM 349882100 4,728 200,675 X 123 166,700 33,975 FOSTERS GROUP LTD- SP ADR ADR 350258307 85 30,200 X 123 30,200 FOUNDRY NETWORKS INC COM 35063R100 7,334 509,325 X 123 353,100 125,475 30,750 FRANKLIN FLOATING RATE TRST CLSD 353531106 1 155 X 123 155 FRANKLIN RESOURCES COM 354613101 53 1,350 X 123 1,350 FRIEDMAN BILLING RAMSEY CL A COM 358434108 20 1,500 X 123 1,500 FUJI PHOTO FILM-UNSPONS ADR ADR 359586302 72 2,508 X 123 2,508 FURNITURE BRANDS INTL INC COM 360921100 17,985 689,075 X 123 572,775 116,300 GATX CORP COM 361448103 65 4,000 X 123 4,000 GALLAGHER A J COM 363576109 54 2,000 X 123 2,000 GANNETT CO COM 364730101 5,154 67,105 X 123 42,955 24,150 GAP INC COM 364760108 12,789 681,703 X 123 603,465 78,238 GARDNER DENVER INC COM 365558105 8,726 426,500 X 123 353,650 72,850 GART SPORTS CO COM 366630101 11,579 408,300 X 123 261,750 81,300 65,250 GEN PROBE INC COM 36866T103 5,258 128,650 X 123 76,875 31,325 20,450 GENENTECH INC COM 368710406 40,318 559,039 X 123 148,751 8,575 401,713 GEN DYNAMICS COM 369550108 27 375 X 123 375 GEN ELEC COM 369604103 145,301 5,066,268 X 123 1,895,516 75,196 3,095,556 GERERAL GROWTH PROP COM 370021107 1,336 21,400 X 123 21,400 GEN MILLS COM 370334104 2,829 59,663 X 123 24,880 2,400 32,383 GEN MOTORS CL H COM 370442832 18,854 1,471,780 X 123 1,389,930 81,850 GENESCO INC COM 371532102 10,324 583,300 X 123 484,325 98,975 GENESEE & WYOMING INC-CL A COM 371559105 11,574 562,675 X 123 468,750 93,925 GENTA INC COM 37245M207 1 100 X 123 100 GENUINE PARTS COM 372460105 49 1,519 X 123 1,519 GENZYME CORP -GENL DIVISION COM 372917104 63 1,500 X 123 1,500 GENZYME CORP CVT CV BND 372917AK0 84,976 523,828 X 123 405,976 51,921 65,932 GEORGIA GULF CORP COM 373200203 1,657 83,685 X 123 68,945 1,090 13,650 GEORGIA PAC COM 373298108 11 600 X 123 600 GETTY IMAGES INC COM 374276103 9,508 230,225 X 123 160,650 39,050 30,525 GILEAD SCIENCES INC COM 375558103 20,389 366,841 X 123 141,112 3,825 221,904 GILLETTE CO COM 375766102 663 20,797 X 123 750 20,047 GLACIER BANCORP INC COM 37637Q105 36 1,458 X 123 1,458 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 2,767 68,257 X 123 39,633 355 28,269 GLOBAL IMAGING SYSTEMS INC COM 37934A100 3,058 132,050 X 123 109,575 22,475 GLOBESPAN VIRATA INC COM 37957V106 6,252 757,825 X 123 448,175 192,175 117,475 GOLD BANC CORP INC COM 379907108 11,781 1,120,925 X 123 940,125 180,800 GOLDMAN SACHS GROUP COM 38141G104 48,137 574,774 X 123 231,014 8,825 334,935 GOODYEAR TIRE & RUBBER CO COM 382550101 3 600 X 123 600 GRACO INC COM 384109104 361 11,287 X 123 11,287 GRAINGER W W COM 384802104 112 2,400 X 123 2,400 GRANT PRIDECO INC COM 38821G101 2,468 210,042 X 123 98,175 92,750 19,117 GRAY TELEVISION INC COM 389375106 3,206 258,550 X 123 165,550 93,000 GREY WOLF INC COM 397888108 9,832 2,433,600 X 123 2,030,150 403,450 GUCCI GROUP ADR ADR 401566104 20 200 X 123 200 GUIDANT CORP COM 401698105 1,820 40,989 X 123 9,444 31,545 GUITAR CENTER INC COM 402040109 11,122 383,525 X 123 242,975 79,175 61,375 GULFMARK OFFSHORE INC COM 402629109 101 6,000 X 123 6,000 H & Q HEALTHCARE INVESTORS CLSD 404052102 24 1,384 X 123 1,384 HCA INC COM 404119109 483 15,075 X 123 15,075 HCC INSURANCE HLDG COM 404132102 3,895 131,725 X 123 41,650 77,100 12,975 HSBC HOLDINGS PLC -SP ADR ADR 404280406 392 6,624 X 123 1,765 4,859 HAIN CELESTIAL GROUP COM 405217100 9,555 597,550 X 123 504,925 92,625 HALLIBURTON CO COM 406216101 32,521 1,413,942 X 123 798,422 8,125 607,395 JOHN HANCOCK FIN SVCS COM 41014S106 16,973 552,333 X 123 426,683 6,475 119,175 HANOVER COMPRESSOR CO COM 410768105 21 1,890 X 123 1,890 HARLAND JOHN H CO COM 412693103 34 1,300 X 123 1,300 HARLEY DAVIDSON COM 412822108 13,178 330,600 X 123 231,175 3,700 95,725 HARMAN INTL COM 413086109 8,515 107,600 X 123 81,325 26,275 HARRAH'S ENTERTAINMENT INC COM 413619107 10,535 261,800 X 123 246,450 15,350 HARRIS CORP COM 413875105 14,066 468,095 X 123 368,850 8,270 90,975 HARTE HANKS INC COM 416196103 6,114 321,800 X 123 267,700 54,100 HARTFORD FINANCIAL SVCS COM 416515104 740 14,700 X 123 500 14,200 HASBRO INC COM 418056107 7,450 425,975 X 123 403,400 22,575 HAVERTY FURNITURE COM 419596101 6,705 383,130 X 123 275,100 980 107,050 HEALTH CARE PPTYS INV COM 421915109 2,039 48,150 X 123 26,100 1,700 20,350 HEALTH CARE REIT INC COM 42217K106 305 10,000 X 123 10,000 HEINZ H J COM 423074103 171 5,200 X 123 3,000 2,200 HERITAGE PROPERTY INVEST COM 42725M107 12,020 443,875 X 123 368,625 75,250 HERSHEY FOODS CORP COM 427866108 233 3,350 X 123 3,350 HEWLETT PACKARD COM 428236103 58,155 2,730,301 X 123 1,688,386 16,474 1,025,441 HILLENBRAND INDUSTRIES COM 431573104 4,589 90,965 X 123 65,525 765 24,675 HILTON HOTELS COM 432848109 17,728 1,386,100 X 123 617,600 11,325 757,175 HINES HORTICULTURE INC COM 433245107 1 600 X 123 600 HOLOGIC INC COM 436440101 65 5,000 X 123 5,000 HOME DEPOT COM 437076102 25,585 772,483 X 123 123,833 9,000 639,650 HONDA MOTOR CO LTD ADR 438128308 62 3,271 X 123 3,271 HONEYWELL INTL INC COM 438516106 27,228 1,014,071 X 123 936,181 77,890 HORMEL FOODS COM 440452100 8,943 377,334 X 123 282,634 2,400 92,300 HOST MARRIOT FIN CV PFD 441079407 7,149 472,211 X 123 468,180 4,031 HOST MARRIOTT CORP COM 44107P104 9 1,000 X 123 1,000 HUBBELL INC CL B COM 443510201 119 3,600 X 123 3,600 HUGHES SUPPLY INC COM 444482103 10,496 302,475 X 123 250,875 51,600 HUMAN GENOME SCIENCE COM 444903108 4 300 X 123 300 HUMAN GENOME CV BND 444903AG3 29,626 327,944 X 123 245,662 26,941 55,342 HUMAN GENOME CV BND 444903AH1 44,510 489,341 X 123 372,657 57,351 59,333 HYDRIL CO COM 448774109 8,640 317,075 X 123 263,050 54,025 ICN PHARM CV BND 448924AM2 47,984 366,365 X 123 288,567 43,059 34,739 HYPERION SOLUTIONS CORP COM 44914M104 4,942 146,375 X 123 121,650 24,725 ICOS CORP COM 449295104 3,391 92,275 X 123 63,300 23,425 5,550 IMS HEALTH INC COM 449934108 39 2,146 X 123 2,146 ISTAR FINANCIAL INC COM 45031U101 8,450 231,520 X 123 161,675 1,645 68,200 IBERIABANK CORP COM 450828108 3,956 80,725 X 123 51,825 28,900 IDACORP INC COM 451107106 29 1,100 X 123 1,100 IDEX CORP COM 45167R104 9,935 274,150 X 123 227,825 46,325 IKON INC COM 451713101 9,528 1,070,525 X 123 889,925 180,600 ILEX ONCOLOGY INC COM 451923106 5,796 298,625 X 123 183,375 65,300 49,950 ILLINOIS TOOL WORKS INC COM 452308109 15,600 236,896 X 123 163,736 4,250 68,910 IMATION CORP COM 45245A107 9,008 238,175 X 123 197,700 40,475 IMAGISTICS INTL INC COM 45247T104 2 80 X 123 80 IMPAX LABORATORIES INC COM 45256B101 2,595 216,425 X 123 165,075 51,350 IMPERIAL TOBACCO GROUP ADR ADR 453142101 108 2,992 X 123 2,992 INCYTE GENOMICS CVT NTS CV BND 45337CAC6 8 148 X 123 148 INDEPENDENCE COMMUNITY BK COM 453414104 9,001 318,950 X 123 264,850 54,100 INDEPENDENT BANK CORP MICH COM 453838104 1,927 75,000 X 123 75,000 INFINEON TECHNOLOGIES-ADR ADR 45662N103 1,081 112,705 X 123 112,705 INET TECHNOLOGIES INC COM 45662V105 2,384 236,300 X 123 151,250 85,050 INTEGRA LIFESCIENCES COM 457985208 9,241 350,300 X 123 218,475 72,075 59,750 INTEGRATED DEVICE TECH COM 458118106 7,764 702,600 X 123 410,475 178,425 113,700 INTEGRATED CIRCUIT COM 45811K208 5,463 173,800 X 123 144,175 29,625 INTEL CORP COM 458140100 68,965 3,318,198 X 123 1,256,887 41,125 2,020,186 INTERACTIVECORP COM 45840Q101 51,813 1,309,403 X 123 478,114 14,375 816,914 IBM COM 459200101 8,720 105,698 X 123 59,134 7,014 39,550 INTL FLAV & FRAG COM 459506101 34 1,050 X 123 1,050 INTL GAME TECH COM 459902102 146 1,425 X 123 1,425 INTL PAPER CV PFD 460137300 163,929 3,023,066 X 123 2,632,753 213,327 176,986 INTL PAPER COM 460146103 42,897 1,200,600 X 123 747,845 11,900 440,855 INTERSIL CORP COM 46069S109 11,013 413,850 X 123 266,325 120,800 26,725 INTERSTATE BAKERIES COM 46072H108 6,277 494,275 X 123 464,675 2,000 27,600 INVITROGEN CORP COM 46185R100 4,198 109,310 X 123 91,175 885 17,250 BANK OF IRELAND SPON ADR ADR 46267Q103 52 1,075 X 123 1,075 IVAX CORP COM 465823102 3,431 192,200 X 123 187,625 4,575 IVAX CORP CVT CV BND 465823AG7 32,631 839,950 X 123 610,237 96,005 133,708 JDS UNIPHASE CORP COM 46612J101 16 4,465 X 123 2,300 2,165 JDA SOFTWARE GROUP INC COM 46612K108 4,313 385,450 X 123 294,000 91,450 JP MORGAN CHASE COM 46625H100 49,804 1,457,095 X 123 965,697 16,700 474,698 J2 GLOBAL COM INC COM 46626E205 5,937 129,125 X 123 98,300 30,825 JABIL CIRCUIT INC COM 466313103 6,840 309,510 X 123 124,716 3,750 181,044 JANUS CAPITAL GROUP INC COM 47102X105 3,261 198,825 X 123 194,275 4,550 JETBLUE AIRWAYS CORP COM 477143101 3,559 84,150 X 123 82,000 2,150 JOHNSON & JOHNSON COM 478160104 26,176 506,314 X 123 200,231 8,300 297,783 JONES APPAREL GROUP INC COM 480074103 7,115 243,150 X 123 168,175 6,650 68,325 JOS A BANK CLOTHIERS INC COM 480838101 544 16,225 X 123 16,225 JUNIPER NETWORKS COM 48203R104 11,174 903,287 X 123 523,075 7,675 372,537 JUNIPER NETWORKS CVT CV BND 48203RAA2 85,726 551,179 X 123 393,874 68,134 89,170 KLA-TENCOR CORPORATION COM 482480100 3,989 85,800 X 123 83,900 1,900 KAMAN CORP SUB DEB CONV CV BND 483548AC7 1,352 60,359 X 123 60,359 KANSAS CITY LIFE INS CO COM 484836101 143 3,328 X 123 3,328 KANSAS CITY SOUTHERN COM 485170302 3,184 264,690 X 123 220,325 2,465 41,900 KELLOGG CO COM 487836108 28,628 832,950 X 123 342,950 7,575 482,425 KELLWOOD CO COM 488044108 108 3,425 X 123 3,425 KELLY SERVICES INC CL COM 488152208 3,744 159,675 X 123 159,675 KERR MCGEE COM 492386107 1,307 29,175 X 123 3,000 26,175 KEY ENERGY GROUP COM 492914106 2,613 243,750 X 123 111,325 110,425 22,000 KEYCORP (NEW) COM 493267108 5,385 213,083 X 123 153,954 3,525 55,604 KEYSPAN ENERGY COM 49337W100 163 4,600 X 123 4,600 KIMBERLY CLARK COM 494368103 5,320 102,026 X 123 57,331 44,695 KINDER MORGAN INC COM 49455P101 356 6,520 X 123 4,495 2,025 KINGFISHER PLC SPONS ADR ADR 495724304 144 15,781 X 123 15,781 KMART HOLDING CORP COM 498780105 152 5,624 X 123 5,624 KNIGHT RIDDER INC COM 499040103 9,583 139,025 X 123 130,325 8,700 KNIGHT TRANS COM 499064103 4,146 166,525 X 123 76,225 75,375 14,925 KOHLS CORP COM 500255104 22,513 438,163 X 123 129,373 8,675 300,115 PHILIPS ELECTRONICS ADR 500472303 148 7,742 X 123 5,949 1,793 KOPIN CORP COM 500600101 43 7,000 X 123 7,000 KOSS CORP COM 500692108 28 1,500 X 123 1,500 KRAFT FOODS INC COM 50075N104 35,053 1,076,892 X 123 890,967 5,625 180,300 KRISPY KREME DOUGHNUTS INC COM 501014104 4 100 X 123 100 KROLL INC COM 501049100 4,351 160,775 X 123 73,125 73,225 14,425 KRONOS INC COM 501052104 6,628 130,450 X 123 80,200 28,300 21,950 KULICKE&SOFFA CV BND 501242AE1 36,036 1,977,192 X 123 1,515,919 153,627 307,647 LSI LOGIC COM 502161102 329 46,409 X 123 46,409 LSI LOGIC CVT CV BND 502161AE2 19,463 281,127 X 123 160,831 61,606 58,690 LSI LOCIC CVT CV BND 502161AG7 62,132 1,236,503 X 123 1,016,561 67,125 152,816 L-3 COM CORP COM 502424104 35 800 X 123 800 LAM RESEARCH CORP COM 512807108 5,732 314,750 X 123 144,075 142,475 28,200 LAM RESEARCH CONV CV BND 512807AE8 60,052 842,264 X 123 610,348 104,830 127,086 LAMAR ADVERTISING CO COM 512815101 3,747 105,545 X 123 73,800 545 31,200 LANDSTAR SYSTEM INC COM 515098101 7,471 118,875 X 123 98,800 20,075 LASALLE HOTEL PROPERTIES COM 517942108 3,774 255,350 X 123 210,800 44,550 LEAR CORP COM 521865105 9,332 202,790 X 123 153,625 865 48,300 LEAPFROG ENTERPRISEs COM 52186N106 14,348 451,050 X 123 322,175 65,625 63,250 LEGGETT & PLATT INC COM 524660107 18,430 899,002 X 123 567,552 15,900 315,550 LEGG MASON INC COM 524901105 14,699 226,313 X 123 112,334 2,275 111,704 LEHMAN BROS HOLDING INC COM 524908100 60,747 913,762 X 123 485,848 9,550 418,364 LENNAR CORP COM 526057104 218 3,050 X 123 3,050 LENNOX INTERNATIONAL INC COM 526107107 9,714 754,750 X 123 627,275 127,475 LEXAR MEDIA INC COM 52886P104 11,305 1,185,000 X 123 731,500 252,725 200,775 LEXMARK INTL INC COM 529771107 6,422 90,740 X 123 47,175 1,075 42,490 LIBERTY MEDIA CVT CV BND 530715AR2 26 464 X 123 464 LIBERTY PPTY TRUST COM 531172104 13,334 385,370 X 123 321,875 1,020 62,475 LIGAND PHARM COM 53220K207 3,248 238,975 X 123 146,675 52,400 39,900 LILLY ELI COM 532457108 8,526 123,617 X 123 47,973 3,385 72,259 LIMITED BRANDS INC COM 532716107 5 348 X 123 348 LINCOLN ELECTRIC HOLDINGS COM 533900106 82 4,000 X 123 4,000 LINCOLN NATL CORP COM 534187109 1,178 33,050 X 123 6,850 26,200 LINEAR TECHNOLOGY CORP COM 535678106 16,028 497,617 X 123 243,482 5,600 248,535 LIQUIDMETAL TECHNOLOGIES COM 53634X100 3 600 X 123 600 LITTELFUSE INC COM 537008104 9 400 X 123 400 LIZ CLAIBORNE COM 539320101 5,977 169,555 X 123 104,650 1,105 63,800 LLOYDS TSB GROUP PLC ADR 539439109 86 2,962 X 123 2,962 LOCKHEED MARTIN CORP COM 539830109 33 700 X 123 200 500 LOEWS CORP CV BND 540424AL2 141,651 2,313,382 X 123 2,183,918 89,948 39,516 LONGVIEW FIBRE COM 543213102 164 20,000 X 123 20,000 LOWES COS COM 548661107 12,712 295,965 X 123 112,251 3,200 180,514 LYDALL INC COM 550819106 3,754 350,825 X 123 224,550 126,275 MAF BANCORP INC COM 55261R108 6,941 187,250 X 123 155,325 31,925 MBNA CORP COM 55262L100 43,478 2,086,259 X 123 442,089 39,600 1,604,570 MDC COMMUNICATIONS COM 55267W309 27 3,500 X 123 500 3,000 MDU RESOURCES GROUP INC COM 552690109 264 7,875 X 123 7,875 MGIC INVT CORP WIS COM 552848103 103 2,200 X 123 2,200 MGM MIRAGE COM 552953101 6,604 193,225 X 123 182,425 10,800 MACERICH CO/THE COM 554382101 10,576 301,050 X 123 250,150 50,900 MAGNA INTL INC CL A COM 559222401 9,737 144,745 X 123 134,647 3,366 6,732 MANHATTAN ASSOC INC COM 562750109 4,080 157,100 X 123 70,700 72,075 14,325 MARATHON OIL CORP COM 565849106 3 100 X 123 100 MARCUS CORP COM 566330106 200 13,350 X 123 13,350 MARSH & MCLENNAN COM 571748102 2,630 51,491 X 123 3,750 47,741 MARSHALL & ILSLEY COM 571834100 2,011 65,758 X 123 33,100 2,000 30,658 MARRIOTT INTERNATIONAL COM 571903202 88 2,300 X 123 1,500 800 MARTIN MARIETTA MATERIALS COM 573284106 34 1,000 X 123 1,000 MASCO CORP COM 574599106 55,282 2,317,915 X 123 1,931,885 18,150 367,880 MASCOTECH CV BND 574670AB1 19,097 9,892,410 X 123 8,508,803 758,043625,565 MASSMUTUAL CORP INV Closed E 576292106 6 300 X 123 300 MATTEL INC COM 577081102 1 75 X 123 75 MAXTOR CORP COM 577729205 6,421 855,000 X 123 712,775 142,225 MAXIM INTEGRATED COM 57772K101 45,264 1,323,906 X 123 479,740 21,300 822,866 MAY DEPT STORES CO COM 577778103 174 7,830 X 123 830 7,000 MAVERICK TUBE CORP COM 577914104 10,354 540,675 X 123 332,450 117,100 91,125 MAYTAG CORP COM 578592107 242 9,925 X 123 9,925 MCDATA CORP COM 580031201 15,840 1,079,757 X 123 743,925 185,175 150,657 MCDONALDS COM 580135101 31,963 1,448,907 X 123 1,322,201 3,225 123,481 MCG CAPITAL CORP COM 58047P107 52 3,600 X 123 3,600 MCGRAW HILL COS INC COM 580645109 9,707 156,568 X 123 148,453 8,115 MCKESSON CORP COM 58155Q103 30,103 842,275 X 123 793,825 48,450 MEDIA GENERAL INC-CL A COM 584404107 3,447 60,255 X 123 50,025 580 9,650 MEDIACOM COM CORP COM 58446K105 45 4,610 X 123 4,610 MEDICINES COMPANY COM 584688105 5,568 282,800 X 123 174,500 61,850 46,450 MEDICIS PHARMACEUTICAL -CL A COM 584690309 7,776 137,150 X 123 113,375 23,775 MEDIMMUNE INC COM 584699102 21 570 X 123 570 MEDTRONIC INC COM 585055106 33,011 688,159 X 123 389,912 12,225 286,022 MELLON FINANCIAL CORP COM 58551A108 550 19,820 X 123 19,820 MENS WEARHOUSE INC COM 587118100 7,223 330,575 X 123 274,625 55,950 MERCANTILE BANK CORP COM 587376104 5,221 182,680 X 123 150,892 1,842 29,946 MERCK & CO COM 589331107 40,303 665,617 X 123 496,777 4,350 164,490 MERCURY INTERACTIVE COM 589405109 24,762 641,346 X 123 217,830 6,875 416,641 MERRILL LYNCH & CO COM 590188108 10,904 233,590 X 123 220,800 890 11,900 METROMEDIA FIBER NETWORK A564 COM 591689104 230 X 123 230 MICHAELS STORES INC COM 594087108 21 550 X 123 550 MICHIGAN COMMUNITY BANCORP COM 594448102 12 3,000 X 123 3,000 MICROSOFT CORP COM 594918104 82,326 3,214,619 X 123 1,175,449 49,834 1,989,336 MICROCHIP TECHNOLOGY INC COM 595017104 12 500 X 123 500 MID ATLANTIC MEDICAL SVC COM 59523C107 4,324 82,675 X 123 80,625 2,050 S & P MID-CAP DEP RECPT COM 595635103 53 600 X 123 600 MILLENNIUM PHARMACEUTICALS COM 599902103 2,153 136,850 X 123 133,550 3,300 MILLER (HERMAN) INC COM 600544100 185 9,200 X 123 8,200 1,000 MILLIPORE CORP COM 601073109 29 650 X 123 650 MOHAWK INDS INC COM 608190104 4,301 77,455 X 123 54,100 555 22,800 MONACO COACH CORP COM 60886R103 9,511 620,450 X 123 513,000 107,450 MONSANTO CO NEW COM 61166W101 1,172 54,149 X 123 2,200 51,949 MONSTER WORLWIDE INC COM 611742107 10,164 515,175 X 123 350,900 132,525 31,750 MOODYS CORP COM 615369105 20,477 388,481 X 123 158,274 9,375 220,832 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 800 46,864 X 123 21,950 10,889 14,025 MORGAN STANLEY COM 617446448 6,738 157,625 X 123 79,175 1,650 76,800 MOTHERS WORK INC COM 619903107 1 51 X 123 51 MOTOROLA INC COM 620076109 124 13,190 X 123 9,500 3,690 MOVADO CORP INC COM 624580106 4,549 209,150 X 123 133,875 75,275 MUELLER INDUSTTRIES INC COM 624756102 8,891 327,950 X 123 271,125 56,825 MUNICIPAL MORTGAGE & EQUITY COM 62624B101 159 6,275 X 123 6,275 MYLAN LABS COM 628530107 334 9,600 X 123 9,600 NCO GROUP INC COM 628858102 7,335 409,550 X 123 340,825 68,725 NASDAQ-100 SHARES COM 631100104 42 1,412 X 123 1,412 NATIONAL CITY CORP COM 635405103 222 6,796 X 123 6,796 NAVIGANT CONSULTING COM 63935N107 14,148 1,193,925 X 123 971,900 222,025 NDC HEALTH CORP COM 639480102 4,529 246,825 X 123 213,225 33,600 NEIMAN MARCUS GRP CL A COM 640204202 761 20,794 X 123 20,794 NETWORKS ASSOCIATES INC COM 640938106 2,591 204,375 X 123 170,675 33,700 NETIQ CORP COM 64115P102 9,857 637,575 X 123 529,025 108,550 NETSCREEN TECH INC COM 64117V107 15,344 680,425 X 123 484,000 102,175 94,250 NETWORK APPLIANCE INC COM 64120L104 10,374 639,957 X 123 391,537 4,975 243,445 NEW JERSEY RESOURCES COM 646025106 11,782 331,875 X 123 278,775 53,100 PT INDAH KIAT PULP & PAPER COM 646242008 489 9,955,500 X 123 9,955,500 NEW YORK COMM BANCRP COM 649445103 13,634 468,677 X 123 320,271 53,618 94,788 NEW YORK TIMES CL A COM 650111107 36 800 X 123 200 600 NEWELL FINL TR I CV PFD 651195307 19,803 412,357 X 123 372,404 34,528 5,426 NEWELL RUBBERMAID INC COM 651229106 5,602 200,083 X 123 86,145 2,825 111,113 NEWHALL LAND & FARMING CO COM 651426108 6 200 X 123 200 NEWS CORP LTD SPONS ADR ADR 652487703 250 8,255 X 123 8,255 NEXTEL COM CL A COM 65332V103 194 10,729 X 123 5,400 5,329 NEXTEL COM CV BND 65332VAY9 45,551 305,155 X 123 296,285 8,131 739 NEXTEL COM CV BND 65332VBC6 3,688 147,861 X 123 126,888 16,779 4,195 NIKE INC CL B COM 654106103 3,192 59,675 X 123 59,575 100 NISSAN MOTOR CO LTD - ADR ADR 654744408 96 5,067 X 123 5,067 NOKIA CORP SPON ADR A ADR 654902204 13,025 792,780 X 123 575,055 14,275 203,450 NORFOLK SOUTHN CORP COM 655844108 2,009 104,655 X 123 93,655 11,000 NORTEL CV BND 656568AB8 96,821 3,956,000 X 123 3,225,000 110,500 620,500 NORTHERN TR CORP COM 665859104 150 3,600 X 123 1,500 2,100 NORTHROP GRUMMAN CORP COM 666807102 40,216 466,055 X 123 416,715 1,465 47,875 NORTHWEST NATURAL GAS CO COM 667655104 29 1,050 X 123 1,050 NOVARTIS AG SPON ADR ADR 66987V109 217 5,451 X 123 5,331 120 NSTAR COM 67019E107 182 4,000 X 123 4,000 NVIDIA CORP COM 67066G104 56,684 2,463,440 X 123 1,169,689 22,100 1,271,651 OGE ENERGY CORP COM 670837103 32 1,500 X 123 1,500 OSI PHARMACEUTICALS INC COM 671040103 37 1,150 X 123 1,150 OCTUS INC COM 675742407 241 X 123 241 ODYSSEY HEALTHCARE INC COM 67611V101 13,094 353,898 X 123 220,698 72,450 60,750 OFFICE DEPOT COM 676220106 33 2,250 X 123 2,250 OFFSHORE LOGISTICS COM 676255102 13 600 X 123 600 LUKOIL HLDG SPON ADR ADR 677862104 1,970 24,910 X 123 24,910 OLD DOMINION FREIGHT LINE COM 679580100 4,638 214,535 X 123 163,648 50,887 OLD REPUBLIC INTL CORP COM 680223104 5,229 152,580 X 123 126,475 1,455 24,650 OLIN COM 680665205 5,277 308,600 X 123 256,275 52,325 OMNICARE INC COM 681904108 13,690 405,160 X 123 320,625 1,360 83,175 OMNICARE CVT CV BND 681904AD0 29,896 737,438 X 123 678,725 13,258 45,455 OMNICOM GROUP COM 681919106 5,979 83,383 X 123 15,825 67,558 OMINVISION TECH INC COM 682128103 5,538 177,500 X 123 80,850 80,825 15,825 ONEOK INC COM 682680103 4,218 214,900 X 123 156,250 1,825 56,825 ORACLE CORP COM 68389X105 32,113 2,671,600 X 123 1,227,190 46,400 1,398,010 OREILLY AUTO INC COM 686091109 815 24,350 X 123 24,350 OSHKOSH B GOSH INC COM 688222207 3,059 113,300 X 123 94,400 18,900 OWENS CORNING LLC CV PFD 690733209 5,277 1,204,303 X 123 1,094,196 88,428 21,679 OWENS-ILLINOIS INC COM 690768403 5 375 X 123 375 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 1,680 53,150 X 123 53,150 P G & E CORP COM 69331C108 8 400 X 123 400 P F CHANGS CHINA BISTRO INC COM 69333Y108 49 1,000 X 123 1,000 PMA CAPITAL CORP - CL A COM 693419202 7,115 566,050 X 123 471,500 94,550 THE PMI GROUP COM 69344M101 811 30,200 X 123 4,100 26,100 PNC FINANCIAL SERVICES COM 693475105 21,121 432,725 X 123 406,550 26,175 POHANG IRON & STEEL ADR 693483109 88 3,365 X 123 3,365 PPL CORPORATION COM 69351T106 22 500 X 123 500 PACIFIC CAPITAL BANCORP COM 69404P101 114 3,264 X 123 3,264 PACKAGING CORP OF AMERICA COM 695156109 3,462 187,840 X 123 131,400 1,290 55,150 PACKETEER INC COM 695210104 6,040 387,900 X 123 296,000 91,900 PACTIV CORP COM 695257105 4,159 211,015 X 123 174,600 1,640 34,775 PANERA BREAD CO CL A COM 69840W108 11,704 292,600 X 123 198,350 52,400 41,850 PARAMETRIC TECH COM 699173100 5,486 1,798,550 X 123 1,492,050 306,500 PARK PLACE ENTERTAINMENT COM 700690100 14 1,500 X 123 1,500 PARKER DRILLING CV BND 701081AD3 3,823 248,733 X 123 191,683 27,810 29,240 PARTY CITY CORP COM 702145103 2,098 203,100 X 123 133,675 69,425 PATINA OIL & GAS CORP COM 703224105 8,061 250,743 X 123 208,369 42,374 PATTERSON-UTI ENERGY INC COM 703481101 3,119 96,250 X 123 93,850 2,400 PEETS COFFEE & TEA INC COM 705560100 4,578 262,175 X 123 200,325 61,850 PEGASUS SOLUTIONS INC COM 705906105 7,263 446,975 X 123 371,425 75,550 PENNEY JC CO INC COM 708160106 17 1,000 X 123 1,000 PEOPLES ENERGY CORP COM 711030106 23 533 X 123 533 PEP BOYS COM 713278109 398 29,425 X 123 29,425 PEPSI BOTTLING GROUP INC COM 713409100 5 250 X 123 250 PEPSICO INC COM 713448108 34,720 780,214 X 123 486,215 17,850 276,149 PER SE TECH WTS 03 WTS 713569119 209 X 123 209 PERNOD RICARD-SPONS ADR ADR 714264108 90 4,015 X 123 4,015 PERRIGO CO COM 714290103 26,046 1,665,350 X 123 1,338,775 326,575 PETCO COM 716016209 5,332 245,275 X 123 142,150 86,200 16,925 PETRO -CANADA COM 71644E102 67 1,672 X 123 1,672 PETSMART INC COM 716768106 121 7,225 X 123 7,225 PFIZER INC COM 717081103 145,021 4,246,578 X 123 1,825,194 60,120 2,361,264 PHARMACEUTICAL RESOURCES COM 717125108 4,857 99,825 X 123 44,975 45,750 9,100 PHILA SUBURBAN CORP COM 718009608 15,904 652,325 X 123 511,700 2,050 138,575 PHI CV PFD 718252703 77844 3525652064 X 123 2524960289 631112025 369579750 PHILLIPS-VAN HEUSEN COM 718592108 203 14,875 X 123 14,875 PIER 1 IMPORTS INC DEL COM 720279108 111 5,425 X 123 5,425 PINNACLE WEST CAPITAL CORP COM 723484101 133 3,550 X 123 500 3,050 PIONEER STD ELECTRS COM 723877106 76 9,003 X 123 9,003 PITNEY BOWES COM 724479100 1,076 28,025 X 123 2,600 25,425 PLANAR SYSTEMS INC COM 726900103 6,758 345,500 X 123 272,075 73,425 PLUM CREEK TIMBER CO INC COM 729251108 77 2,979 X 123 1,335 1,644 POGO PRODUCING CO CV BND 730448AE7 4,592 104,658 X 123 70,286 34,372 PRAXAIR INC COM 74005P104 58,740 977,374 X 123 586,484 8,400 382,490 PRECISION DRILLIN CORP COM 74022D100 42 1,122 X 123 1,122 PREMCOR INC COM 74045Q104 4,270 198,140 X 123 165,950 1,240 30,950 PRENTISS PROPERTIES TRUST COM 740706106 840 28,000 X 123 12,000 16,000 PRESTON CORP CV BND 741130AA6 10,478 1,944,256 X 123 1,389,457 363,309 191,491 PRINCIPAL FINANCIAL GROUP COM 74251V102 728 22,568 X 123 22,568 PROASSURANCE CORP COM 74267C106 2,619 97,025 X 123 80,875 16,150 PROCTER & GAMBLE COM 742718109 46,169 517,707 X 123 87,703 9,425 420,579 PROGRESS ENERGY INC COM 743263105 112 2,550 X 123 2,550 PROGRESSIVE CORP COM 743315103 22,515 307,997 X 123 140,425 3,550 164,022 PROLOGIS COM 743410102 1,260 46,155 X 123 5,380 40,775 PROTECTIVE LIFE CORP COM 743674103 9,473 354,135 X 123 283,160 70,975 PROVIDENT FINANCIAL SERVICES COM 74386T105 15,511 814,250 X 123 678,275 135,975 PROVIDIAN FINANCIAL CORP COM 74406A102 58 6,300 X 123 6,300 PRUDENTIAL FINANCIAL INC COM 744320102 23,194 689,266 X 123 654,091 35,175 PUBLIC STORAGE INC COM 74460D109 10 300 X 123 300 PUGET ENERGY INC COM 745310102 48 2,000 X 123 2,000 QLOGIC CORP COM 747277101 3,023 62,550 X 123 60,775 1,775 QUAKER CHEMICAL CORP COM 747316107 5,629 224,700 X 123 143,850 80,850 QUALCOMM INC COM 747525103 25,784 721,221 X 123 126,207 14,775 580,239 QUANEX CORP COM 747620102 3,183 107,100 X 123 88,850 18,250 QUANTUM CORP CV BND 747906AC9 27,451 588,170 X 123 452,218 81,597 54,355 QUEST SOFTWARE INC COM 74834T103 4,728 397,275 X 123 178,025 181,575 37,675 QUESTAR CORP COM 748356102 4,848 144,840 X 123 120,450 1,465 22,925 QUINTILES TRANSNATIONAL COM 748767100 57 4,000 X 123 2,000 2,000 QWEST COMMUNICATIONS INTL COM 749121109 1 200 X 123 200 RC2 CORP COM 749388104 204 11,925 X 123 11,925 R H DONNELLEY COM 74955W307 30,240 829,165 X 123 688,730 1,460 138,975 RLI CORPORATION COM 749607107 9,721 295,475 X 123 249,225 46,250 RPM INC OHIO COM 749685103 4,715 342,942 X 123 228,150 2,510 112,282 RSA SECURITY INC COM 749719100 9,464 880,375 X 123 515,625 231,150 133,600 RADIAN GROUP INC COM 750236101 74 2,026 X 123 2,026 RADIO ONE INC COM 75040P405 3,789 213,250 X 123 95,950 97,850 19,450 RADIOSHACK CORP COM 750438103 105 4,000 X 123 4,000 RALCORP HOLDINGS INC COM 751028101 5,386 215,775 X 123 179,225 36,550 RAYTHEON CO COM 755111507 322 9,808 X 123 3,861 5,947 RED HAT INC COM 756577102 6,810 899,600 X 123 611,575 232,450 55,575 RED ROBIN GOURMET BURGERS COM 75689M101 2,910 153,375 X 123 97,775 55,600 REGAL ENTER GROUP COM 758766109 5,131 217,605 X 123 180,000 2,205 35,400 REGENCY CENTERS CORP COM 758849103 1,811 51,780 X 123 42,825 580 8,375 REGENT COM INC COM 758865109 6,120 1,037,350 X 123 862,300 175,050 REGENERON PHARM CVT CV BND 75886FAB3 5,597 190,075 X 123 128,094 33,057 28,924 RELIANCE STEEL & ALUMINUM COM 759509102 7,211 348,350 X 123 286,725 61,625 RELIANT RESOURCES INC COM 75952B105 4 630 X 123 630 RENAL CARE GROUP INC COM 759930100 7,463 211,950 X 123 176,675 35,275 REPSOL ADR ADR 76026T205 29 1,800 X 123 1,800 REPUBLIC BANCORP COM 760282103 4,768 355,303 X 123 296,642 58,661 RESMED INC COM 761152107 74 1,875 X 123 1,875 RESOURCE BANKSHARES COM 76121R104 3,646 107,245 X 123 89,600 995 16,650 REUTERS HLDGS PLC ADS ADR 76132M102 272 15,566 X 123 2,079 13,487 REYNOLDS & REYNOLDS CO COM 761695105 3,898 136,470 X 123 102,800 1,145 32,525 RJ REYNOLDS TOBACCO HLDGS COM 76182K105 150 4,031 X 123 4,031 RICHARDSON ELEC CV BND 763165AB3 16,252 834,104 X 123 590,585 105,487 138,032 ROBBINS & MYERS INC COM 770196103 9,033 488,250 X 123 412,325 75,925 ROCK-TENN CO CL A COM 772739207 8,786 518,350 X 123 428,975 89,375 ROCKWELL AUTOMATION INC COM 773903109 99 4,160 X 123 4,160 ROCKWELL COLLINS COM 774341101 89 3,600 X 123 3,600 ROGERS COMMUNICATION CL B COM 775109200 92 5,759 X 123 5,759 ROGERS COMM CV BND 775109AE1 83,854 3,180,002 X 123 2,732,875 67,877 379,251 ROGERS CORP COM 775133101 5,183 155,650 X 123 129,800 1,525 24,325 ROHM & HAAS COM 775371107 1,890 60,908 X 123 60,708 200 ROWAN COS COM 779382100 2,549 113,800 X 123 111,075 2,725 ROYAL DUTCH PETRO ADR 780257804 4,437 95,171 X 123 52,505 200 42,466 RUBY TUESDAY INC COM 781182100 3,497 141,400 X 123 116,225 2,050 23,125 RYANAIR HLDGS ADR ADR 783513104 343 7,632 X 123 7,632 SBC COM INC COM 78387G103 27,616 1,080,862 X 123 892,045 188,817 SLM CORP COM 78442P106 1,266 32,325 X 123 17,625 2,025 12,675 SABMILLER PLC SPON ADR ADR 78572M105 9 X 123 9 SABRE HOLDINGS CORP COM 785905100 1,564 63,455 X 123 62,155 1,300 SAFECO CO COM 786429100 270 7,650 X 123 7,650 SAFENET INC COM 78645R107 6,327 226,125 X 123 172,600 53,525 SAFEWAY INC COM 786514208 90 4,415 X 123 4,415 SAGA COMMUNICATIONS INC COM 786598102 12,795 657,840 X 123 519,065 138,775 ST FRANCIS CAPITAL CORP COM 789374105 20 700 X 123 700 ST JUDE MEDICAL INC COM 790849103 51,132 889,250 X 123 268,986 14,975 605,289 ST PAUL COS COM 792860108 1,756 48,097 X 123 225 47,872 SANDISK CORP COM 80004C101 3,641 90,225 X 123 88,050 2,175 SANMINA CORP CVT CV BND 800907AB3 330 7,443 X 123 7,443 SANMINA CORP CV BND 800907AD9 14,997 200,442 X 123 137,334 37,372 25,736 SAPPI LTD -SPONS ADR ADR 803069202 11,676 945,450 X 123 936,175 9,275 SARA LEE COM 803111103 113 6,000 X 123 6,000 SCANA CORP COM 80589M102 720 21,000 X 123 1,000 20,000 SCANSOURCE INC COM 806037107 6,826 255,175 X 123 211,700 43,475 SCHERING-PLOUGH COM 806605101 1,993 107,137 X 123 50,160 56,977 SCHLUMBERGER LTD COM 806857108 517 10,858 X 123 3,350 7,508 SCHOLASTIC CORP COM 807066105 7,716 259,100 X 123 216,975 42,125 SCHOOL SPECIALTY INC COM 807863105 5,654 198,650 X 123 169,025 29,625 SCHWAB CHARLES CORP COM 808513105 151 15,000 X 123 15,000 SCIENTIFIC ATL COM 808655104 1,808 75,825 X 123 75,325 500 SCOTTS COMPANY COM 810186106 8,380 169,300 X 123 140,800 28,500 SCRIPPS CO (E.W.) -CL A COM 811054204 14,327 161,491 X 123 78,208 1,600 81,683 SCUDDER STRATEGIC INC TRUST FD CLSD 81123W101 25 2,000 X 123 2,000 SELECT COMFORT CORP COM 81616X103 2,544 155,300 X 123 117,250 38,050 SEMTECH CORP COM 816850101 6,300 442,400 X 123 366,975 75,425 SEMPRA ENERGY COM 816851109 12 415 X 123 415 SERENA SOFTWARE INC COM 817492101 10,068 482,175 X 123 297,175 104,900 80,100 SHELL TRNSPORT & TRADING ADR 822703609 24 600 X 123 600 SHOPKO STORES INC COM 824911101 260 20,000 X 123 20,000 SIEBEL SYSTEMS INC COM 826170102 14 1,497 X 123 1,497 SIERRA HEALTH SERVICES COM 826322109 4,686 234,300 X 123 178,725 55,575 SIGMA ALDRICH COM 826552101 43 800 X 123 800 SIMON PROPERTY GROUP INC COM 828806109 22,447 575,133 X 123 487,275 87,858 SKYWEST INC COM 830879102 4,188 219,725 X 123 81,925 115,075 22,725 JM SMUCKER CO COM 832696405 19 474 X 123 331 143 SOLECTRON CORP COM 834182107 10 2,800 X 123 2,800 SONY CORP ADR ADR 835699307 79 2,813 X 123 2,813 SOUTHERN CO COM 842587107 1,005 32,264 X 123 9,284 1,280 21,700 SOUTHERN UNION CO COM 844030106 6,483 382,715 X 123 317,175 1,040 64,500 SOUTHWEST AIRLINES COM 844741108 2,659 154,612 X 123 146,112 8,500 SOVEREIGN BANCORP INC COM 845905108 865 55,300 X 123 3,500 51,800 SPARTECH CORP COM 847220209 9,936 468,450 X 123 389,050 79,400 THE SPORTS AUTHORITY INC COM 849176102 476 44,475 X 123 44,475 SPRINT CORP COM 852061100 35,712 2,479,995 X 123 1,280,600 17,050 1,182,345 SPRINT CORP (PCS GROUP) COM 852061506 14 2,386 X 123 1,000 1,386 SS&C TECHNOLOGIES INC COM 85227Q100 2,127 135,475 X 123 86,725 48,750 STANDARD PACIFIC CORP COM 85375C101 10,066 303,555 X 123 251,375 1,105 51,075 STANLEY WORKS COM 854616109 1,006 36,450 X 123 32,750 3,700 STAPLES INC COM 855030102 31 1,700 X 123 1,700 STARBUCKS CORP COM 855244109 9,154 373,318 X 123 186,360 4,200 182,758 STARWOOD HOTELS & RESORTS COM 85590A203 110 3,850 X 123 3,850 STATE STREET CORP COM 857477103 255 6,470 X 123 4,000 2,470 STATION CASINOS INC COM 857689103 16,375 648,500 X 123 471,500 89,625 87,375 THE STEAK N SHAKE CO COM 857873103 6,279 411,750 X 123 356,625 55,125 STEINWAY MUSICAL INSTRMNTS COM 858495104 9 600 X 123 600 STERLING BANCSHARES INC TX COM 858907108 7,713 589,650 X 123 489,800 99,850 STERIS CORP COM 859152100 23 1,000 X 123 1,000 STEWART & STEVENSON SVCS COM 860342104 11,161 708,650 X 123 589,300 119,350 STILLWATER MINING CO COM 86074Q102 28 5,400 X 123 5,400 STMICROELECTRONICS NV ADR 861012102 1,399 67,313 X 123 66,963 350 STORA ENSO OYJ SPON ADR ADR 86210M106 81 7,136 X 123 7,136 STORAGE TECH CORP COM 862111200 4,198 163,105 X 123 135,150 1,580 26,375 STRATTEC SECURITY CORP COM 863111100 69 1,300 X 123 1,300 STRAYER EDUCATION INC COM 863236105 12,307 154,900 X 123 97,375 28,950 28,575 STRYKER CORP COM 863667101 21,222 305,926 X 123 144,688 3,425 157,813 SUN MICROSYSTEMS COM 866810104 273 58,652 X 123 22,412 36,240 SUNCOR ENERGY INC COM 867229106 4,313 230,020 X 123 223,220 6,800 SUNGARD DATA COM 867363103 45,194 1,744,251 X 123 1,386,176 15,475 342,600 SUNOCO INC COM 86764P109 38 1,000 X 123 1,000 SUNTRUST BANK COM 867914103 418 7,040 X 123 7,040 SUPERVALU INC COM 868536103 5,767 270,500 X 123 195,200 75,300 SYBASE INC COM 871130100 9 624 X 123 624 SYBRON DENTAL SPECIALTIES COM 871142105 13,255 561,650 X 123 466,325 95,325 SYMANTEC CORP COM 871503108 16,537 377,050 X 123 93,275 4,250 279,525 SYNOPSYS INC COM 871607107 825 13,325 X 123 1,400 11,925 SYSCO CORP COM 871829107 17,413 579,675 X 123 113,275 6,700 459,700 SYMPHONIX DEVICES INC COM 871951109 10,000 X 123 10,000 TCF FINANCIAL CORP COM 872275102 992 24,900 X 123 24,900 TDK CORP-SPONSORED ADR ADR 872351408 80 1,623 X 123 1,623 TECO ENERGY INC COM 872375100 24 2,024 X 123 1,024 1,000 TEPPCO PARTNERS L P COM 872384102 102 2,800 X 123 2,800 TJX COMPANIES INC COM 872540109 7,938 421,350 X 123 359,500 61,850 TXU CORP COM 873168108 171 7,600 X 123 400 7,200 TAKE-TWO INTERACTIVE COM 874054109 6,207 219,025 X 123 181,675 37,350 TANOX INC COM 87588Q109 3,773 235,100 X 123 135,600 60,925 38,575 TARGET CORP COM 87612E106 27,449 725,405 X 123 476,966 18,850 229,589 TECH DATA COM 878237106 11,100 415,570 X 123 346,350 720 68,500 TECHNE CORP COM 878377100 1,950 64,250 X 123 2,500 61,750 TECHNITROL INC COM 878555101 4,354 289,300 X 123 239,875 49,425 TEKELEC COM 879101103 6,102 540,025 X 123 456,275 83,750 TEKTRONIX COM 879131100 3,034 140,475 X 123 90,075 50,400 TELECOM NEW ZEALAND ADR 879278208 91 3,754 X 123 3,754 TELECOM ITALIA SPA - SP ADR ADR 87927W106 94 1,039 X 123 1,039 TELEFLEX INC COM 879369106 2,710 63,685 X 123 54,700 535 8,450 TELEFONOS DE MEXICO S P ADR L ADR 879403780 88 2,800 X 123 2,800 TELEKOM AUSTRIA AG ADR ADR 87943Q109 92 4,049 X 123 4,049 TELIK INC COM 87959M109 5,128 319,125 X 123 184,875 84,175 50,075 TEMPLE INLAND INC COM 879868107 681 15,874 X 123 15,874 TENET HEALTHCARE COM 88033G100 13,787 1,183,475 X 123 1,093,375 90,100 TEVA PHARMACEUTICALS ADR 881624209 1,812 31,821 X 123 31,821 TETRA TECHNOLOGIES INC COM 88162F105 5,590 188,525 X 123 156,550 31,975 TETRA TECH INC COM 88162G103 33 1,912 X 123 1,912 TEXAS GENCO HOLDINGS INC COM 882443104 6,314 271,565 X 123 226,165 45,400 TEXAS INSTRUMENTS COM 882508104 1,939 110,155 X 123 83,765 675 25,715 TEXTRON INC COM 883203101 23 600 X 123 600 TEXTRON INC CV PFD A CV PFD 883203200 81 2,108 X 123 2,108 THERMO ELECTRON CORP COM 883556102 4,591 218,400 X 123 148,975 1,175 68,250 THISTLE MINING INC COM 88431N103 300 X 123 300 3COM COM 885535104 378 80,970 X 123 80,970 3M CO COM 88579Y101 32,889 254,995 X 123 82,228 5,150 167,617 TIBCO SOFTWARE INC COM 88632Q103 28 5,400 X 123 5,400 TOLLGRADE COMMUNICATIONS COM 889542106 4,598 246,525 X 123 188,025 58,500 TOO INC COM 890333107 6 292 X 123 292 TORCHMARK CORP COM 891027104 354 9,500 X 123 1,500 8,000 TORO CO COM 891092108 318 8,000 X 123 8,000 TORONTO-DOMINION BANK COM 891160509 106 3,803 X 123 3,803 TOTAL SA ADR 89151E109 89 1,171 X 123 1,171 TRACTOR SUPPLY CO COM 892356106 4,734 99,150 X 123 75,475 23,675 TRANSACTION SYS ARCHIT COM 893416107 1,613 178,210 X 123 174,010 4,200 TRAVELERS CL A COM 89420G109 1,259 79,205 X 123 23,094 14,600 41,511 TRAVELERS CL B COM 89420G406 9 579 X 123 556 23 TRIBUNE CO COM 896047107 18,738 387,953 X 123 129,534 258,419 TRICO MARINE COM 896106101 8,751 2,232,443 X 123 1,976,029 208,034 48,380 TRIMERIS INC COM 896263100 261 5,725 X 123 5,725 TRIQUINT SEMI CV BND 89674KAB9 6,599 117,625 X 123 53,392 24,041 40,192 TULARIK INC COM 899165104 113 11,400 X 123 11,000 400 TYCO INTL COM 902124106 51,599 2,718,576 X 123 1,625,797 15,693 1,077,086 UCBH INC COM 90262T308 10,944 381,575 X 123 237,000 82,225 62,350 UMB FIN CORP COM 902788108 5 115 X 123 115 US BANCORP COM 902973304 57,291 2,338,409 X 123 1,026,633 25,859 1,285,917 ULTICOM INC COM 903844108 941 99,000 X 123 99,000 UMPQUA HOLDINGS CORP COM 904214103 7,553 397,750 X 123 331,825 65,925 UNION PACIFIC COM 907818108 17,687 304,850 X 123 30,225 3,975 270,650 UNION PACIFIC CV PFD 907824403 28,093 406,724 X 123 358,880 11,630 36,214 UNISYS CORP COM 909214108 134 10,900 X 123 5,400 5,500 UNIT CORP COM 909218109 4,576 218,850 X 123 166,800 52,050 UNITED DEFENSE INDUSTRIES INC COM 91018B104 8,014 308,925 X 123 246,300 62,625 UNITED DOMINION REALTY TRST COM 910197102 60 3,500 X 123 3,500 UNITED ONLINE INC COM 911268100 18,554 732,200 X 123 505,550 130,600 96,050 UNITED PARCEL SERIVCE CL B COM 911312106 45 700 X 123 700 UTD SURGICAL PARTNERS COM 913016309 9,404 416,275 X 123 258,075 89,975 68,225 UNITED TECHNOLOGIES COM 913017109 1,042 14,708 X 123 5,463 600 8,645 UNITED UTILITIES PLC - SP ADR ADR 91311Q105 80 4,020 X 123 4,020 UNITEDHEALTH GROUP COM 91324P102 47,777 950,780 X 123 309,408 14,875 626,497 UNIVISION COM COM 914906102 4,147 136,425 X 123 133,125 3,300 UNOCAL CORP COM 915289102 6 208 X 123 208 UNIZAN FINANCIAL CORP COM 91528W101 4 210 X 123 210 VALASSIS COM INC COM 918866104 2,324 90,355 X 123 73,575 955 15,825 VALSPAR CORP COM 920355104 5,441 128,875 X 123 107,350 21,525 VAN KAMPEN SR INCOME CLSD 920961109 16 2,000 X 123 2,000 VARIAN INC - INSTRUMENT COM 922206107 13,970 402,950 X 123 334,475 68,475 VARIAN SEMI EQUIP COM 922207105 6,659 223,750 X 123 185,800 37,950 VARIAN MEDICAL SYS INC COM 92220P105 17,588 305,508 X 123 141,895 3,325 160,288 VECTREN CORP COM 92240G101 5,413 216,100 X 123 179,475 36,625 VEECO INSTRUMENTS INC COM 922417100 7,947 466,625 X 123 287,200 101,450 77,975 VENTANA MEDICAL SYS INC COM 92276H106 4,413 162,375 X 123 134,850 27,525 VERITAS SOFTWARECOM 923436109 30,574 1,066,420 X 123 523,477 18,675 524,268 VERITY INC COM 92343C106 403 31,750 X 123 31,750 VERISIGN INC COM 92343 E 102 5,808 419,945 X 123 378,875 1,970 39,100 VERIZON COMMUNICATIONS COM 92343V104 5,485 139,044 X 123 46,879 2,284 89,881 VERTEX PHARM CVT NTS CV BND 92532FAD2 2,509 32,490 X 123 23,664 325 8,502 VIACOM INC COM 925524100 281 6,425 X 123 3,100 3,325 VIACOM INC CL B COM 925524308 72,710 1,665,366 X 123 639,909 26,721 998,736 VIAD CORP COM 92552R109 5,253 234,595 X 123 232,700 1,195 700 VIASYS HEALTHCARE INC COM 92553Q209 5,025 242,775 X 123 201,575 41,200 VIRAGEN INC COM 927638106 5 22,250 X 123 22,250 VISTACARE INC CL A COM 92839Y109 6,524 268,350 X 123 164,350 59,225 44,775 VODAFONE GROUP PLC ADR 92857W100 164 8,332 X 123 7,332 1,000 WACHOVIA CORP (NEW) COM 929903102 1,341 33,547 X 123 24,946 8,601 WADDELL & REED FINANCIAL A COM 930059100 115 4,491 X 123 4,491 WAL-MART COM 931142103 72,703 1,354,631 X 123 310,664 21,725 1,022,242 WALGREEN CO COM 931422109 1,623 53,911 X 123 300 53,611 WASHINGTON MUTUAL INC COM 939322103 26,601 644,081 X 123 592,779 51,302 WASHINGTON TRUST BANCORP COM 940610108 211 9,180 X 123 9,180 WASTE CONNECTIONS INC COM 941053100 11,311 322,700 X 123 267,925 54,775 WASTE MANAGEMENT INC COM 94106L109 24,665 1,023,880 X 123 958,130 65,750 WATER PIK TECHNOLOGIES COM 94113U100 47 6,000 X 123 6,000 WATSON PHARM COM 942683103 1,055 26,130 X 123 26,130 WELLPOINT HEALTH NETWORKS COM 94973H108 4,194 49,750 X 123 37,700 12,050 WELLS FARGO CO COM 949746101 89,618 1,778,144 X 123 900,193 22,088 855,863 WENDYS INTL COM 950590109 1,219 42,071 X 123 41,971 100 WESTAR ENERGY INC COM 95709T100 37 2,300 X 123 2,300 WESTERN GAS RESOURCES INC COM 958259103 24 600 X 123 600 WESTERN GAS RES CONV CV PFD 958259301 4,231 100,323 X 123 68,873 10,945 20,505 WESTPAC BANKING SPON ADR ADR 961214301 119 2,174 X 123 2,174 WESTWOOD HLDS GROUP INC COM 961765104 3,584 188,424 X 123 121,025 67,399 WESTWOOD ONE COM 961815107 3,466 102,145 X 123 84,525 1,145 16,475 WEYERHAEUSER CO COM 962166104 97 1,788 X 123 240 1,548 WHIRLPOOL CORP COM 963320106 51 800 X 123 800 WHOLE FOODS MARKET INC COM 966837106 26 550 X 123 350 200 WILD OATS MARKETS INC COM 96808B107 11 1,000 X 123 1,000 WILEY JOHN & SONS CL A COM 968223206 23,639 902,250 X 123 752,050 950 149,250 WILTEL COMMUNICATIONS COM 972487102 38 2,528 X 123 2,528 WINTRUST FINANCIAL CORP COM 97650W108 3,422 114,875 X 123 73,750 41,125 WIPRO LTD ADR ADR 97651M109 889 38,570 X 123 38,570 WISCONSIN ENERGY CORP COM 976657106 1,169 40,300 X 123 2,300 38,000 WORLDCOM GROUP COM 98157D106 9,730 X 123 9,430 300 MCI GROUP COM 98157D304 471 X 123 459 12 WRIGLEY W M JR COM 982526105 572 10,174 X 123 10,174 WYETH CO COM 983024100 4,848 106,422 X 123 54,131 1,900 50,391 XM SAT RADIO COM 983759101 6,568 594,375 X 123 421,425 96,150 76,800 XTO ENERGY INC COM 98385X106 3,704 184,190 X 123 139,682 44,508 XCEL ENERGY INC COM 98389B100 34 2,250 X 123 2,250 XILINX INC COM 983919101 1,002 39,620 X 123 21,000 18,620 XEROX CORP COM 984121103 44 4,134 X 123 4,134 YAHOO INC COM 984332106 23,513 717,741 X 123 362,407 7,275 348,059 YELLOW CORP COM 985509108 11,690 504,975 X 123 424,535 1,190 79,250 YUM! BRANDS INC COM 988498101 98 3,320 X 123 1,520 1,800 ZALE CORP COM 988858106 4,787 119,680 X 123 80,425 955 38,300 ZIMMER HOLDINGS COM 98956P102 35,313 783,854 X 123 383,179 18,060 382,615 ZIONS BANCORP COM 989701107 25 495 X 123 495 ZORAN CORP COM 98975F101 5,903 307,275 X 123 234,475 72,800 DEUTSCHE BANK AG REG COM D18190898 61 950 X 123 950 ACE LTD COM G0070K103 25,418 741,253 X 123 92,480 9,550 639,223 AMDOCS LTD COM G02602103 6,529 272,025 X 123 185,550 2,225 84,250 ARCH CAPITAL GROUP LTD COM G0450A105 7,907 227,675 X 123 140,325 49,425 37,925 ENDURANCE SPECIALTY HLD+A1005S COM G30397106 5,970 200,000 X 123 200,000 EVEREST RE GROUP LTD COM G3223R108 9,295 121,509 X 123 99,925 659 20,925 GLOBALSANTAFE COM G3930E101 26,931 1,153,872 X 123 595,097 11,925 546,850 INGERSOLL-RAND CO-CL A COM G4776G101 19,986 422,360 X 123 41,650 5,325 375,385 IPC HOLDINGS LTD COM G4933P101 1,432 42,745 X 123 42,645 100 MARVELL TECH GROUP LTD COM G5876H105 4,391 127,750 X 123 124,675 3,075 NABORS INDUSTRIES LTD COM G6359F103 150 3,800 X 123 3,800 O2MICRO INTL LTD COM G6797E106 5,071 314,750 X 123 240,050 74,700 PARTNERRE LTD COM G6852T105 690 13,500 X 123 13,500 PLATINUM UNDERWRITERS COM G7127P100 8,954 329,930 X 123 307,550 1,105 21,275 TOMMY HILFIGER CORP COM G8915Z102 4 400 X 123 400 TRANSOCEAN SEDCO FOREX COM G90078109 2,001 91,058 X 123 91,000 58 WEATHERFORD INTL COM G95089101 355 8,467 X 123 5,315 3,152 XL CAPITAL CORP COM G98255105 315 3,800 X 123 2,800 1,000 -----END PRIVACY-ENHANCED MESSAGE-----