-----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, GTp+87azoFvT0H0nqKtz9WW4e8IfdIv9kPf/4fSUGxpYrnf1MwtdrtOFfb+PYXWv qI3b7gbofutVVsTYZLY8Tg== 0000312348-03-000019.txt : 20031208 0000312348-03-000019.hdr.sgml : 20031208 20030213102302 ACCESSION NUMBER: 0000312348-03-000019 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030213 EFFECTIVENESS DATE: 20030213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 03556960 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/A 1 fourthq0213f.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: 12/31/02 -------- Check here if Amendment [ X ]; Amendment Number: 1 - This Amendment (Check only one): [X] 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: Peter Giannakoulis Title: Personal Trading Compliance Manager Phone: 617-748-1782 Signature, Place and Date of Signing: /s/ Peter Giannakoulis Boston, MA 2/12/03 - ---------------------- ---------- ------- 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: FORM 13F SUMMARY PAGE Number of other included managers: 2 - Form 13F Information Table Entry Total: 1,224 Form 13F Information Table Value Total: 9,330,068 List of Other Included Managers: 28-10092 CDC IXIS Asset Management (1) 28-6808 CDC IXIX Asset Management North America, L.P. (2) Key: Column Six X - Loomis Sayles and Company, L.P., CDC IXIS Asset Management North America, L.P. and CDC IXIS Asset Management share investment discretion for these securities pursuant to Rule 13f-1(b) whereby CDC IXIS Asset Management North America, L.P. and CDC IXIS Asset Management are deemed to exercise investment discretion over these securities as a result of their control of Loomis Sayles and Company, L.P. PG 1 FORM 13F OF REPORTING LOOMIS SAYLES & CO, /31/02 MANAGER INC 1 2 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6ITEM 7 ITEM 8 INVESTMENT DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B CMANAGERS (A)SOLE (B)SHARED (C)NONE 000 --------- ------- --------- OMMON 885535104 00 00 3COM C 4 800 X 1,2 3 5 OMMON 88579Y101 36284 73977 3M CO C 76,921 623,854 X 1,2 1 9875 4 OMMON 350865101 350 4KIDS ENTERTAINMENT INC C 96 4,350 X 1,2 4 OMMON 00086T103 4125 A.C. MOORE ARTS & CRAFTS INC C 180 14,125 X 1,2 1 OMMON 2824100 81565 10944 ABBOTT LABS C 32,057 801,434 X 1,2 6 4275 1 OMMON 2896207 054 ABERCROMBIE & FITCH CO CL A C 42 2,054 X 1,2 2 OMMON 00339B107 60 ABGENIX INC C 6 760 X 1,2 7 1150G11 Accenture LTD G 26 1,470 X 1,2 OMMON 00437V104 25221 07173 ACCREDO HEALTH INC C 17,155 486,656 X 1,2 3 54262 1 OMMON G0070K103 2850 93473 ACE LTD C 16,405 559,132 X 1,2 5 6075 4 OMMON 4934105 64975 7825 ACTEL CORP C 5,722 352,800 X 1,2 2 8 OMMON 4933107 475 ACTION PERFORMANCE COS INC C 142 7,475 X 1,2 7 OMMON 00508X203 21450 7380 ACTUANT CORP CL A C 14,810 318,830 X 1,2 2 9 OMMON 5125109 82075 66675 ACXIOM CORP C 11,540 750,315 X 1,2 5 1565 1 OMMON 00651F108 47900 79325 ADAPTEC INC C 5,804 1,027,225 X 1,2 7 2 OMMON 886101 71550 70750 ADC TELECOMMUNICATIONS INC C 1,770 846,950 X 1,2 5 4650 2 OMMON 00724F101 36325 26900 ADOBE SYS C 26,667 1,075,240 X 1,2 4 10475 6 OMMON 00738A106 35475 6675 ADTRAN INC C 10,599 322,150 X 1,2 2 8 OMMON 00754A105 25 ADVANCED FIBRE COMM C 4 225 X 1,2 2 OMMON 00763M108 66 ADVANCED MEDICAL OPTICS C 3 266 X 1,2 2 OMMON 00762W107 35800 8125 ADVISORY BOARD CO C 10,950 366,225 X 1,2 2 42300 8 OMMON 00130H105 500 AES CORPORATION C 5 1,500 X 1,2 1 OMMON 00817Y108 0850 100 AETNA INC-NEW C 950 23,100 X 1,2 1 3150 9 OMMON 8190100 150 30650 AFFILIATED COMPUTER SV SC CL A C 18,120 344,153 X 1,2 8 4500 3 OMMON 8252108 38875 2050 AFFILIATED MANAGERS GROUP C 9,604 190,925 X 1,2 1 5 V BND 00826TAD0 9939 8287 AFFYMETRIX CVT SUB NTS C 15,962 112,867 X 1,2 7 14642 1 OMMON 00826T108 46275 1225 AFFYMETRIX INC C 5,715 249,675 X 1,2 1 52175 5 V BND 00826TAC2 8474 3925 AFFYMETRIX INC CVT 144 A W/RTS C 8,034 58,630 X 1,2 3 6231 1 OMMON 1055102 90939 34210 AFLAC INC C 25,286 839,493 X 1,2 5 7375 2 OMMON 0 AGERE SYSTEMS INC CL A C 00845V100 10 X 1,2 1 OMMON 53 AGERE SYSTEMS INC CL B C 00845V209 253 X 1,2 2 V BND 00846UAB7 30354 1639 AGILENT TECH INC CVT C 4,794 155,183 X 1,2 1 13191 1 OMMON 00846U101 83659 2250 AGILENT TECHNOLOGIES INC C 16,928 942,523 X 1,2 8 4550 5 OMMON 1204106 19475 18650 AGL RESOURCES INC C 10,646 438,125 X 1,2 3 1 OMMON 8916108 75725 AGRIUM INC C 1,987 175,725 X 1,2 1 UT FND 1413871 420 AIM BLUE CHIP FD CL A M 40 4,420 X 1,2 4 UT FND 1413855 731 AIM BLUE CHIP FUND B M 15 1,731 X 1,2 1 UT FND 8882508 149 AIM INTL EQUITY FD -B M 26 2,149 X 1,2 2 UT FND 8882102 455 AIM INTL EQUITY FUND M 44 3,455 X 1,2 3 UT FND 8883506 085 AIM OPPORTUNITIES FUND II B M 15 1,085 X 1,2 1 UT FND 8879728 472 AIM VALUE FUND -B M 17 2,472 X 1,2 2 OMMON 9158106 8250 9119 AIR PRODS & CHEM C 2,880 67,369 X 1,2 1 4 OMMON 10196103 7000 AKSYS LTD C 143 27,000 X 1,2 2 OMMON 13104104 800 ALBERTSONS INC C 129 5,800 X 1,2 5 OMMON 13817101 29675 30475 ALCOA INC C 10,878 477,491 X 1,2 3 9850 1 OMMON 18490102 600 ALLERGAN INC C 11,163 193,734 X 1,2 2 191134 OMMON 18522102 80125 81425 ALLETE INC C 17,298 762,715 X 1,2 5 1165 1 OMMON 01859P609 825 ALLIANCE GAMING CORP C 150 8,825 X 1,2 8 UT FND 01877F401 38 ALLIANCE GROWTH FUND-A M 7 338 X 1,2 3 UT FND 01878A500 000 ALLIANCE SELECT INT TECH PORT M 12 5,000 X 1,2 5 UT FND 18780304 16 ALLIANCE TECHNOLOGY FUND B M 8 216 X 1,2 2 UT FND 18914101 103 ALLIANCEBERNSTEIN S/C VAL-A M 66 6,103 X 1,2 6 OMMON 01903Q108 425 ALLIED CAPITAL CORP C 75 3,425 X 1,2 3 OMMON 19855105 86175 5775 ALLOY INC C 5,168 471,950 X 1,2 3 8 OMMON 20002101 07046 2168 ALLSTATE CORP C 16,354 442,114 X 1,2 4 2900 3 OMMON 20039103 133 ALLTEL CORP C 75 1,474 X 1,2 1 341 DR 02143N103 888 ALTANA AG ADR A 86 1,888 X 1,2 1 OMMON 02148M100 85725 1225 ALTIRIS INC C 3,613 226,950 X 1,2 1 4 OMMON 23135106 17300 375 AMAZON.COM INC C 2,298 121,675 X 1,2 1 4 V BND 023135AF3 868 2613 AMAZON.COM INC CVT C 3,408 59,530 X 1,2 9 7049 4 V BND 023135AG1 9300 3583 AMAZON.COM INC CVT EUR C 4,903 59,554 X 1,2 2 6670 2 OMMON 23139108 3685 AMBAC FINL GRP C 770 13,685 X 1,2 1 DR 02364W105 00 AMERICA MOVIL-SERIES L A 6 400 X 1,2 4 OMMON 25537101 191 910 AMERICAN ELEC PWR C 194 7,101 X 1,2 4 2 OMMON 25816109 12705 3720 AMERICAN EXPRESS CO C 26,889 760,650 X 1,2 7 4225 4 UT FND 24071102 615 AMERICAN FDS AMER BALANCE FUND M 38 2,615 X 1,2 2 UT FND 140543109 554 AMERICAN FDS CAPITAL WORLD GRW M 124 5,554 X 1,2 5 UT FND 461308108 3085 AMERICAN FDS IVEST COOF AMER M 307 13,085 X 1,2 1 OMMON 25932104 32650 25200 AMERICAN FINANCIAL GROUP INC C 10,563 457,850 X 1,2 3 1 OMMON 26874107 40239 74819 AMERICAN INTL GRP C 66,176 1,143,912 X 1,2 3 18868 7 OMMON 27352103 7975 6750 AMERICAN MGMT SYSTEM C 896 74,725 X 1,2 5 1 OMMON 29066107 93725 40900 AMERICAN POWER CONVERSION C 9,640 636,275 X 1,2 4 1650 1 OMMON 29899101 12450 9950 AMERICAN STATES WATER CO C 6,769 292,400 X 1,2 2 7 OMMON 03073T102 8325 7125 AMERIGROUP CORP C 3,746 123,575 X 1,2 5 28125 3 OMMON 03073E105 00 45425 AMERISOURCEBERGEN CORP C 13,534 249,200 X 1,2 5 3275 2 UT FND 03071F104 286 AMERISTOCK MUTUAL FUND INC M 42 1,286 X 1,2 1 OMMON 03072M108 04900 0900 AMERUS GROUP CO C 8,080 285,800 X 1,2 2 8 OMMON 31100100 97650 3400 AMETEK INC C 10,433 271,050 X 1,2 1 7 OMMON 31162100 88479 89949 AMGEN INC C 53,044 1,097,315 X 1,2 2 14350 7 V BND 031652AH3 00837 6243 AMKOR TECH INC CVT C 10,950 384,984 X 1,2 3 27904 5 OMMON 32095101 8750 5000 AMPHENOL CORP CL A C 3,964 104,320 X 1,2 8 570 1 OMMON 32511107 2350 771 ANADARKO PETE CORP C 1,012 21,121 X 1,2 1 8 OMMON 32654105 2225 ANALOG DEVICES C 578 24,197 X 1,2 2 V BND 032654AC9 7522 861 ANALOG DEVICES 144A CVT C 9,257 71,778 X 1,2 5 5394 8 V BND 032654AD7 210236 61694 ANALOG DEVICES SUB CVT NTS C 386,103 2,610,765 X 1,2 2 238835 1 OMMON 34918102 24650 6175 ANGIOTECH PHARMACEUTICALS C 6,546 192,200 X 1,2 1 21375 4 OMMON 29871F663 23900 ANGLO AMERICAN PLC C 1,856 125,000 X 1,2 1 1100 OMMON 29871E518 68800 ANGLO IRISH BANK CORP PLC C 4,119 578,896 X 1,2 5 10096 OMMON 35229103 2100 61805 ANHEUSER BUSCH C 29,230 603,930 X 1,2 3 7425 5 OMMON 36115103 83925 6275 ANNTAYLOR STORES CORP C 7,580 371,190 X 1,2 2 990 8 OMMON 03674E108 44075 25950 ANTEON INTL CORP C 11,281 470,025 X 1,2 3 1 OMMON 03674B104 41 ANTHEM INC C 15 241 X 1,2 2 OMMON 00184A105 6555 1745 AOL TIME WARNER INC C 1,855 141,600 X 1,2 4 8 OMMON 37411105 6310 APACHE CORP C 930 16,310 X 1,2 1 OMMON 03760A101 48050 5400 APOGENT TECHNOLOGIES C 4,252 204,440 X 1,2 1 990 5 OMMON 37604105 272 APOLLO GROUP INC CL A C 100 2,272 X 1,2 2 OMMON 37833100 24550 2575 APPLE COMPUTER C 10,965 765,207 X 1,2 7 5000 3 OMMON 37899101 28300 58975 APPLEBEES INTL INC C 13,619 587,275 X 1,2 4 1 OMMON 38222105 1000 7190 APPLIED MATERIALS C 889 73,487 X 1,2 5 1 OMMON 03822W109 300 APPLIED MICRO CIRCUITS CORP C 5 1,300 X 1,2 1 OMMON 7622 APW LTD C G04397108 17,622 X 1,2 1 DR 38496204 8900 ARACRUZ CELULOSE SA SPON ADR A 351 18,900 X 1,2 1 OMMON 38521100 09300 2700 ARAMARK CORP-CL B C 6,897 293,510 X 1,2 2 1510 8 OMMON 03875Q108 83050 4425 ARBITRON INC C 7,971 237,940 X 1,2 1 465 5 OMMON ARTISTDIRECT INC C 04315D400 1 X 1,2 1 OMMON 45487105 30976 230 ASSOCIATED BANC CORP C 4,691 138,206 X 1,2 1 7 OMMON 45604105 49200 4000 ASSOCIATED ESTATES REALTY CP C 3,667 543,200 X 1,2 4 9 957109 AT & T 1 21 800 X 1,2 OMMON 00 AT HOME CORP SER A C 45919107 300 X 1,2 3 OMMON 1957505 59501 826 AT&T CORP C 4,363 167,090 X 1,2 1 1763 5 OMMON 00207R101 93950 3075 ATMI INC C 4,390 237,025 X 1,2 1 4 OMMON 50095108 95900 7600 ATWOOD OCEANICS INC C 7,931 263,500 X 1,2 1 6 OMMON 52769106 48325 11500 AUTODESK INC C 9,435 659,825 X 1,2 4 2 OMMON 52800109 3791 AUTOLIV INC C 289 13,791 X 1,2 1 OMMON 53015103 6192 4954 AUTOMATIC DATA PROC C 4,755 121,146 X 1,2 2 9 OMMON 53332102 5255 4825 AUTOZONE INC C 9,270 131,205 X 1,2 5 1125 7 OMMON 3 AVAYA INC C 53499109 83 X 1,2 8 OMMON 29871D312 5600 AVENTIS SA C 1,935 35,600 X 1,2 3 DR 53561106 287 AVENTIS SPON ADR A 70 1,287 X 1,2 1 OMMON 53611109 0037 4995 AVERY DENNISON CORP C 2,149 35,182 X 1,2 2 150 1 OMMON 53807103 25 AVNET INC C 1 125 X 1,2 1 OMMON 53893103 18575 7475 AVOCENT CORP C 5,696 256,350 X 1,2 1 60300 7 OMMON 54303102 650 AVON PRODS C 565 10,480 X 1,2 8 DR 54536107 770 AXA -SP ADR A 24 1,770 X 1,2 1 OMMON 54540109 60 35 AXCELIS TECHNOLOGIES INC C 3 595 X 1,2 3 2 OMMON 54802103 74700 4325 AZTAR CORP C 3,413 239,025 X 1,2 1 6 OMMON 57224107 7750 5550 BAKER HUGHES INC C 1,394 43,300 X 1,2 1 2 OMMON 58498106 500 BALL CORPORATION C 333 6,500 X 1,2 6 OMMON 29871E476 15300 BANCA INTESA SPA C 1,931 915,300 X 1,2 9 DR 46267Q103 243 BANK OF IRELAND SPON ADR A 51 1,243 X 1,2 1 OMMON 64057102 4965 5100 BANK OF NEW YORK C 2,858 119,268 X 1,2 6 400 4 OMMON 06423A103 80056 46249 BANK ONE CORP C 42,063 1,150,851 X 1,2 1 13264 9 OMMON 60505104 73818 61423 BANKAMERICA CORP C 101,880 1,464,422 X 1,2 6 19275 7 OMMON 06646R107 33275 8850 BANKNORTH GROUP INC C 6,857 303,405 X 1,2 2 1280 6 DR 06738E204 688 BARCLAYS PLC SPONS ADR A 66 2,688 X 1,2 2 OMMON 67383109 100 BARD C R C 64 1,100 X 1,2 1 OMMON 67774109 575 75 BARNES & NOBLE INC C 171 9,450 X 1,2 8 8 OMMON 67901108 411 BARRICK GOLD CORP C 68 4,411 X 1,2 4 OMMON 71707103 600 8000 BAUSCH & LOMB C 706 19,600 X 1,2 1 1 OMMON 71813109 82760 52552 BAXTER INTL C 43,413 1,550,467 X 1,2 9 13175 5 OMMON 54937107 00 BB&T CORP C 7 200 X 1,2 2 OMMON 05534B109 483 BCE INC C 45 2,483 X 1,2 2 OMMON 73325102 98125 75250 BEA SYSTEMS INC C 14,799 1,290,225 X 1,2 2 13225 9 OMMON 75811109 40475 4800 BECKMAN COULTER INC C 4,906 166,195 X 1,2 1 920 2 OMMON 75887109 00 BECKTON DICKINSON & CO C 18 600 X 1,2 6 OMMON 75896100 80170 45415 BED BATH & BEYOND INC C 15,158 438,985 X 1,2 1 13400 2 OMMON 76446301 58700 6300 BEDFORD PROPERTY INVESTORS INC C 8,863 345,000 X 1,2 2 8 OMMON 79860102 063299 11040 BELLSOUTH CORP C 52,025 2,011,014 X 1,2 1 24775 9 OMMON 80555105 41270 26100 BELO CORP-A C 9,964 467,370 X 1,2 3 1 UT FND 83902106 98 BERGER SMALL CAP VALUE M 11 498 X 1,2 4 UT FND 83902205 8919 BERGER SMALL CAP VALUE M 432 18,919 X 1,2 1 OMMON 84423102 26050 1125 BERKLEY WR CORP C 6,226 157,175 X 1,2 1 3 OMMON 84670108 1 0 BERKSHIRE HATHAWAY INC CL A C 10,985 151 X 1,2 9 6 OMMON 84670207 178 347 BERKSHIRE HATHAWAY INC CL B C 18,420 7,602 X 1,2 6 77 1 OMMON 86516101 51775 18627 BEST BUY COMPANY C 11,494 475,927 X 1,2 1 5525 3 V PFD 87509501 218819 46936 BETHLEHEM STEEL CONV PFD 144A C 1,126 2,693,966 X 1,2 2 128211 3 DR 88606108 224 BHP BILLITON LTD-SPON ADR A 106 9,224 X 1,2 9 OMMON 89302103 918 BIG LOTS INC C 52 3,918 X 1,2 3 OMMON 29871A730 68166 BILLITON PLC C 2,016 377,531 X 1,2 3 9365 OMMON 90597105 300 BIOGEN INC C 74 1,840 X 1,2 1 OMMON 90613100 05465 8950 BIOMET INC C 4,241 147,970 X 1,2 1 2625 3 OMMON 09067D201 00 BIOTECH HOLDRS TRUST C 8 100 X 1,2 1 OMMON 09067J109 6675 125 BIOVAIL CORP INTL C 2,081 78,800 X 1,2 7 2 OMMON 55482103 4425 7890 BJ SERVICES CO C 1,613 49,915 X 1,2 1 7600 2 OMMON 91797100 450 0750 BLACK & DECKER CORP C 738 17,200 X 1,2 6 1 OMMON 91826107 3275 3200 BLACK BOX CORP C 3,896 86,970 X 1,2 7 495 1 OMMON 92113109 50 BLACK HILLS CORP C 12 450 X 1,2 4 UT FND 91928408 98 BLACKROCK SMALL CAP GROWTH M 8 998 X 1,2 9 OMMON 09643P108 51875 6625 BLYTH INC C 5,579 208,500 X 1,2 1 5 OMMON 55921100 5000 BMC SOFTWARE INC C 599 35,000 X 1,2 3 DR 05565A202 07 BNP PARIBAS ADR A 8 407 X 1,2 4 UT FND 05561M846 722 BNY HAMILTON INTL EQTY INST M 27 3,722 X 1,2 3 UT FND 05561M861 220 BNY HAMILTON S/C GROWTH INST M 50 4,220 X 1,2 4 OMMON 97023105 400 7696 BOEING CO C 1,182 35,830 X 1,2 9 1 OMMON 97383103 52025 06225 BOISE CASCADE C 11,578 459,090 X 1,2 3 840 1 OMMON 99709107 4700 1500 BORDERS GROUP INC C 905 56,200 X 1,2 1 4 OMMON 99724106 700 BORG WARNER INC C 439 8,700 X 1,2 8 OMMON 99849101 28550 41850 BORLAND SOFTWARE CORP C 12,143 987,275 X 1,2 6 116875 2 OMMON 101119105 54025 28475 BOSTON PRIVATE FNL HOLDING C 9,582 482,500 X 1,2 3 1 OMMON 101137107 050 BOSTON SCIENTIFIC CORP C 16,076 378,075 X 1,2 5 371850 OMMON 102183100 09190 40815 BOWATER INC C 44,418 1,058,830 X 1,2 6 8825 4 OMMON 2980001E0 99500 BP AMOCO PLC C 1,371 199,500 X 1,2 1 DR 55622104 48885 61810 BP PLC A 33,421 822,173 X 1,2 5 11478 2 OMMON 104674106 000 BRADY CORP CL A C 100 3,000 X 1,2 3 DR 105530109 625 BRASIL TELECOM PART SA ADR A 167 6,625 X 1,2 6 OMMON 109043109 177 BRIGGS & STRATTON C 135 3,177 X 1,2 3 OMMON 109641100 50 BRINKER INTERNATIONAL INC C 18 550 X 1,2 5 OMMON 110122108 29981 75616 BRISTOL MYERS SQUIBB C 9,642 416,467 X 1,2 2 4800 1 DR 111013108 337 BRITISH SKY BROADCAST SP ADR A 94 2,337 X 1,2 2 OMMON 29871B704 06800 BRITISH SKY BROADCASTING C 3,156 306,800 X 1,2 3 OMMON 111412607 02 11 BROADVISION INC C 1 213 X 1,2 1 1 OMMON 117043109 84875 4350 BRUNSWICK CORP C 7,478 376,550 X 1,2 2 7325 8 V BND 120084AA6 91682 4344 BUILDERS TRANSPORT SUB ZERO CO C 6 214,223 X 1,2 1 8197 1 V BND 120084AB4 61165 9735 BUILDERS TRANSPORT SUB DEB CV C 10 215,470 X 1,2 1 14570 3 OMMON 122014103 97 BURLINGTON RESOURCES INC C 30 697 X 1,2 6 DR 12328X107 19450 46150 BUSINESS OBJECTS SA SP ADR A 7,158 477,200 X 1,2 2 111600 1 OMMON 124661109 96100 2550 C&D TECHNOLOGIES INC C 4,747 268,650 X 1,2 1 7 OMMON 12541W100 00 C.H. ROBINSON WORLDWIDE C 12 400 X 1,2 4 OMMON 12709P103 5725 6425 CABOT MICROELECTRONICS CORP C 5,686 120,475 X 1,2 5 28325 3 OMMON 127387108 000 CADENCE DESIGN SYS INC C 54 4,574 X 1,2 2 UT FND 128819307 619 CALDWELL & ORKIN MKT OPP FD M 30 1,619 X 1,2 1 OMMON 130876105 50 CALIPER TECHNOLOGIES CORP C 1 350 X 1,2 3 OMMON 130910508 797 CALL-NET ENTERPRISES-C L B C 3 4,797 X 1,2 4 OMMON 131347106 000 CALPINE CORP C 3 1,000 X 1,2 1 OMMON 132011107 8000 7400 CAMBREX CORP C 3,486 115,400 X 1,2 9 1 OMMON 133131102 8500 8950 CAMDEN PROPERTY TRUST C 1,896 57,450 X 1,2 1 3 OMMON 134429109 000 CAMPBELL SOUP C 23 1,000 X 1,2 1 OMMON 13645T100 84950 7200 CANADIAN PACIFIC RAILWAY LTD C 4,992 253,410 X 1,2 1 1260 6 OMMON 137409108 28 33 CANDIES INC C 1 561 X 1,2 4 1 OMMON 29871E682 4000 CANON INC C 2,411 64,000 X 1,2 6 DR 138006309 526 CANON INC SPON ADR A 93 2,526 X 1,2 2 OMMON 14040H105 12668 700 CAPITAL ONE FINL CORP C 3,518 118,368 X 1,2 1 5 OMMON 14149Y108 08686 06236 CARDINAL HEALTH INC C 30,882 521,747 X 1,2 3 5425 2 OMMON 141705103 47975 5825 CAREMARK RX INC C 2,824 173,800 X 1,2 1 2 OMMON 143658102 79850 2875 CARNIVAL CORP CL A C 12,629 506,175 X 1,2 4 3450 2 OMMON 147339105 500 CASCADE NATURAL GAS COPR C 30 1,500 X 1,2 1 OMMON 149123101 32650 0523 CATERPILLAR C 11,653 254,873 X 1,2 2 1700 2 OMMON 124830100 50250 5375 CBL & ASSOCIATES PROPERTIES C 8,235 205,625 X 1,2 1 5 UT FND 12506S102 548 CDC NVEST GROWTH & INCOME FD A M 52 5,548 X 1,2 5 OMMON 125129106 4525 450 CDW COMPUTER CENTERS INC C 2,016 45,975 X 1,2 4 1 OMMON 125137109 3800 6275 CEC ENTERTAINMENT INC C 1,844 60,075 X 1,2 4 1 OMMON 15101Q108 500 CELESTICA INC C 21 1,500 X 1,2 1 V BND 15101QAA6 89405 7846 CELESTICA INC CVT YANKEE C 51,921 504,036 X 1,2 3 26785 8 OMMON 15135B101 60150 5375 CENTENE CORP C 6,568 195,525 X 1,2 1 3 OMMON 15189T107 00 00 CENTERPOINT ENERGY INC C 9 1,100 X 1,2 8 3 UT FND 156681108 010 CENTURY SHARES TRUST M 60 2,010 X 1,2 2 OMMON 156700106 193960 09846 CENTURY TELEPHONE ENTEPRISE C 59,495 2,025,006 X 1,2 1 16000 8 OMMON 156779100 6433 6200 CERIDIAN CORP NEW C 1,363 94,533 X 1,2 7 1900 1 OMMON 156880106 100 CERTEGY INC C 27 1,100 X 1,2 1 OMMON 157085101 2926 CERUS CORP C 278 12,926 X 1,2 1 UT FND 125322107 894 CGM CAP DEV FD M 59 3,894 X 1,2 3 OMMON 159864107 62850 6125 CHARLES RIVER LABS C 14,414 374,575 X 1,2 2 35600 7 OMMON 16117M107 50 CHARTER COMMUNICATIONS INC A C 1 1,100 X 1,2 5 550 OMMON 160903100 71117 0628 CHARTER ONE FIN INC C 6,507 226,496 X 1,2 1 5 OMMON 163072101 125 CHEESECAKE FACTORY C 41 1,125 X 1,2 1 OMMON 166764100 88239 86952 CHEVRONTEXACO CORP C 45,629 686,357 X 1,2 3 5924 2 OMMON 168615102 16819 37125 CHICOS FAS INC C 11,789 623,444 X 1,2 4 69500 1 OMMON 2980001L4 21000 CHINA MOBILE LTD HK C 1,004 421,000 X 1,2 4 OMMON 169905106 5725 5500 CHOICE HOTELS INTL INC C 2,071 91,225 X 1,2 5 3 OMMON 171232101 625 2541 CHUBB CORP C 797 15,266 X 1,2 2 100 1 DR 204421101 5000 CIA ANONIMA TELEF DE VEN-ADR A 189 15,000 X 1,2 1 OMMON 171779101 6900 CIENA CORP C 190 36,900 X 1,2 3 OMMON 125509109 25 CIGNA CORP C 34 825 X 1,2 8 OMMON 171796105 97100 3725 CIMA LABS INC C 6,552 270,825 X 1,2 1 7 CIMAREX ENERGY CO COMMON 171798101 X 1,2 OMMON 172062101 000 CINCINNATI FINANCIAL CORP C 38 1,000 X 1,2 1 OMMON 172474108 7750 2150 CINERGY CORP C 2,798 82,990 X 1,2 5 290 2 OMMON 143130102 036 CIRCUIT CITY STORES-CARMAX C 54 3,036 X 1,2 3 OMMON 17275R102 903396 530116 CISCO SYSTEMS INC C 85,865 6,554,559 X 1,2 1 89230 4 OMMON 125581108 325 CIT GROUP INC C 11,638 593,787 X 1,2 7 576400 OMMON 172967101 663632 889763 CITIGROUP INC C 127,448 3,621,732 X 1,2 1 42725 1 OMMON 178566105 25 CITY NATIONAL CORP C 5 125 X 1,2 1 OMMON 179895107 18375 2325 CLARCOR INC C 9,704 300,700 X 1,2 2 8 OMMON 184190106 850 CLAYTON HOMES INC C 96 7,850 X 1,2 7 OMMON 184502102 48525 76050 CLEAR CHANNEL COMMUNICATIONS C 35,076 940,625 X 1,2 1 11750 7 V BND 2987023T6 71120 6914 CML GROUP CONV EURO C 1,731 428,034 X 1,2 3 5 V BND 125820AB6 85633 CML GRP INC EURO CONV 144 W/R C 868 214,572 X 1,2 1 28939 OMMON 29871F499 82000 CNOOC LTD C 369 282,000 X 1,2 2 OMMON 189754104 000 9520 COACH INC C 741 22,520 X 1,2 3 1 OMMON 191216100 9810 42387 COCA-COLA C 8,680 197,997 X 1,2 4 1 OMMON 192446102 63375 7600 COGNIZANT TECH SOLUTIONS CRP C 16,925 234,325 X 1,2 1 23350 4 OMMON 19244C109 77275 6400 COGNOS INC C 7,850 334,745 X 1,2 2 1070 5 OMMON 193290103 68375 73625 COLE NATL CORP -A C 7,319 642,000 X 1,2 4 1 OMMON 194162103 000 2862 COLGATE PALMOLIVE C 1,094 20,862 X 1,2 8 1 OMMON 20030N101 69 800 COMCAST CORP CL A C 110 4,707 X 1,2 6 944 1 OMMON 20030N200 09000 75365 COMCAST CORP CL A SPL C 18,023 797,840 X 1,2 5 8275 2 OMMON 200340107 0417 COMERICA INC C 450 10,417 X 1,2 1 OMMON 20162L105 37250 2750 COMMERCIAL CAPITAL BANCORP C 2,500 281,820 X 1,2 2 1820 4 OMMON 201647104 79287 7835 COMMERCIAL FEDERAL CORP C 5,770 247,122 X 1,2 1 6 OMMON 203349105 01750 4900 COMMONWEALTH TELEPHONE ENTRP C 9,915 276,650 X 1,2 2 7 V BND 203372AB3 15439 29280 COMMSCOPE INC SUB CVT C 32,797 833,866 X 1,2 6 89147 1 DR 20441W203 9200 COMPANHIA DE BEBIDAS-PR ADR A 299 19,200 X 1,2 1 OMMON 20449H109 0600 COMPASS BANCSHARES INC C 644 20,600 X 1,2 2 OMMON 20478N100 00 COMPUCREDIT CORP C 4 500 X 1,2 5 OMMON 204912109 50 0400 COMPUTER ASSOCIATES INTL C 171 12,631 X 1,2 5 1 OMMON 205363104 00 70 COMPUTER SCIENCE CORP C 81 2,339 X 1,2 8 6 OMMON 205638109 000 500 COMPUWARE CORP C 17 3,500 X 1,2 1 1000 1 OMMON 205887102 000 CONAGRA INC C 100 4,000 X 1,2 4 OMMON 206186108 96250 5000 CONCORD COMMUNICATIONS INC C 4,416 491,250 X 1,2 3 9 OMMON 206197105 94430 36030 CONCORD EFS INC C 11,808 750,160 X 1,2 4 19700 2 OMMON 20825C104 94564 37927 CONOCOPHILLIPS C 31,046 641,583 X 1,2 4 9092 1 OMMON 209115104 00 500 CONSOLIDATED EDISON INC C 81 1,900 X 1,2 4 1 OMMON 210371100 68060 0120 CONSTELLATION ENERGY GROUP C 25,973 933,605 X 1,2 8 5425 6 OMMON 212485106 150 CONVERGYS CORP C 139 9,150 X 1,2 9 DR 21248N107 780 CONVERIUM HOLDING AG-ADR A 115 4,780 X 1,2 4 OMMON 216648402 77950 5125 COOPER COMPANIES INC C 5,845 233,625 X 1,2 1 550 5 OMMON 216831107 31375 24300 COOPER TIRE C 6,990 455,675 X 1,2 3 1 OMMON 218868107 10825 4700 CORINTHIAN COLLEGES C 6,427 169,750 X 1,2 1 24225 3 OMMON 21887F100 432 CORIXA CORP C 35 5,432 X 1,2 5 OMMON 219350105 600 CORNING INC C 12 3,600 X 1,2 3 V BND 219350AK1 849303 69768 CORNING INC CVT C 39,611 4,360,415 X 1,2 3 241344 2 OMMON 21988R102 65000 03325 CORPORATE EXECUTIVE BOARD C 13,437 420,950 X 1,2 2 52625 1 OMMON 22002T108 00000 88175 CORPORATE OFFICE PROPERTIES C 9,655 688,175 X 1,2 5 1 OMMON 221485105 39150 2525 COST PLUS INC CALIFORNIA C 10,766 375,500 X 1,2 2 43825 9 21060K105 Costco Wholesale Corp 2 101 3,600 X 1,2 OMMON 222372104 500 COUNTRYWIDE FINANCIAL C 181 3,500 X 1,2 3 OMMON 222816100 06825 0700 COVANCE INC C 5,694 231,575 X 1,2 1 54050 7 24044107 Cox Communications Inc ADR 2 94 3,300 X 1,2 OMMON 5 CP SHIPS LTD C 22409V102 25 X 1,2 2 OMMON 225223106 06375 86300 CRAY INC C 5,313 692,675 X 1,2 5 1 DR 225401108 370 CREDIT SUISSE GROUP ADR A 93 4,370 X 1,2 4 OMMON 29871B837 33900 CREDIT SUISSE GROUP RE C 2,905 133,900 X 1,2 1 OMMON 225447101 38575 9025 CREE INC C 6,417 392,500 X 1,2 2 64900 8 OMMON 125965103 91600 4250 CSK AUTO CORP C 5,234 475,850 X 1,2 3 8 OMMON CSX CORP C 126408103 5 X 1,2 5 OMMON 231082108 10575 8900 CUMULUS MEDIA INC CL A C 5,643 379,475 X 1,2 3 6 OMMON 126600105 98912 0425 CVB FINANCIAL CORP C 9,155 360,012 X 1,2 2 675 6 OMMON 126650100 200 CVS CORP C 30 1,200 X 1,2 1 OMMON 232572107 49675 38575 CYMER INC C 20,453 634,200 X 1,2 4 45950 1 V BND 232806AE9 87459 4162 CYPRESS SEMICONDUCTOR C 16,885 432,432 X 1,2 3 10811 3 V BND 232806AF6 91017 93371 CYPRESS SEMICONDUCTOR C 46,811 938,430 X 1,2 5 154041 1 OMMON 232946103 61550 07900 CYTYC CORP C 7,848 769,450 X 1,2 5 2 OMMON 23331A109 275 D.R. HORTON INC C 144 8,275 X 1,2 8 OMMON 235851102 16276 53750 DANAHER CORP C 38,067 579,401 X 1,2 2 9375 3 OMMON 237194105 000 2200 DARDEN RESTAURANTS INC C 577 28,200 X 1,2 6 2 UT FND 239080203 55 68 DAVIS NY VENTURE FUND B M 17 823 X 1,2 2 5 OMMON 244199105 00 4400 DEERE & CO C 665 14,500 X 1,2 1 1 OMMON 24522P103 32 77 DEL MONTE FOODS CO C 12 1,510 X 1,2 1 9 UT FND 245909106 202 DELAWARE GRP TAX FREE M 48 4,202 X 1,2 4 OMMON 247025109 10105 119975 DELL COMPUTER C 50,095 1,873,395 X 1,2 7 31775 1 OMMON 247131105 9715 DELPHI FINANCIAL GROUP CL A C 783 24,106 X 1,2 1 OMMON 248019101 600 DELUXE CORP C 194 4,600 X 1,2 4 OMMON 29871D338 0000 DEUTSCHE BANK AG REG C 1,843 40,000 X 1,2 4 OMMON D18190898 917 DEUTSCHE BANK AG REG C 87 1,917 X 1,2 1 UT FND 61735K786 7206 6287 DEUTSCHE MICRO CAP FUND-INST M 510 33,492 X 1,2 1 1 OMMON 251591103 31525 33175 DEVELOPERS DIVERS REALTY C 10,278 467,400 X 1,2 3 2700 1 OMMON 25179M103 19675 8675 DEVON ENERGY CORP C 14,014 305,317 X 1,2 2 5575 7 V BND 25179MAA1 70241 1660 DEVON ENERGY CVT C 20,376 189,364 X 1,2 1 7463 1 V BND 25179MAB9 26883 7677 DEVON ENERGY CVT C 28,063 260,157 X 1,2 2 5597 2 OMMON 25243Q205 68900 DIAGEO PLC C 1,882 173,200 X 1,2 1 4300 DR 25243Q205 373 DIAGO PLC SPON ADR A 60 1,373 X 1,2 1 OMMON 25271C102 16044 DIAMOND OFFSHORE DRILLING C 4,721 216,044 X 1,2 2 OMMON 253393102 100 DICKS SPORTING GOODS INC C 98 5,100 X 1,2 5 OMMON 253651103 05375 1425 DIEBOLD INC C 6,081 147,530 X 1,2 1 730 4 OMMON 253922108 82875 0400 DIME COMMUNITY BANC C 4,276 223,275 X 1,2 1 4 V BND 255519AA8 3913 DIXIE GROUP INC SUB DEB CONV C 958 59,472 X 1,2 5 5559 DR 256135203 1858 DOCTOR REDDYS LAB ADR A 1,002 51,858 X 1,2 5 OMMON 256159104 08600 50175 DOCUMENTUM INC C 9,859 629,575 X 1,2 4 70800 1 UT FND 256219106 014 DODGE & COX STOCK FUND M 618 7,014 X 1,2 7 OMMON 256669102 44650 7325 DOLLAR GENERAL C 4,104 343,455 X 1,2 2 1480 9 OMMON 256747106 7225 575 DOLLAR TREE STORES INC C 2,452 99,800 X 1,2 9 2 OMMON 25746U109 32440 1511 DOMINION RES INC VA C 17,446 317,776 X 1,2 2 3825 8 OMMON 25746Q108 000 DOMINION RESOURCES BLACK WARRI C 173 8,000 X 1,2 8 OMMON 257867101 700 659 DONNELLEY RR&SONS C 182 8,359 X 1,2 1 6 OMMON 260003108 7650 6600 DOVER CORP C 1,582 54,250 X 1,2 2 2 OMMON 260095104 16805 55685 DOVER DOWNS GAMING & ENTERTAIN C 5,204 572,490 X 1,2 4 1 OMMON 260174107 04600 04700 DOVER MOTORSPORTS INC C 1,903 409,300 X 1,2 3 1 OMMON 260543103 0802 9378 DOW CHEMICAL C 2,197 73,973 X 1,2 3 8350 2 OMMON 261018105 98400 4700 DOWNEY FINANCIAL CORP C 15,354 393,700 X 1,2 2 600 9 OMMON 23332B106 51600 05775 DSP GROUP INC C 11,982 757,375 X 1,2 5 2 OMMON 233326107 00 30 DST SYSTEMS C 33 930 X 1,2 4 5 OMMON 233331107 700 DTE ENERGY CO C 79 1,700 X 1,2 1 OMMON 264399106 70 17 DUKE ENERGY CORP C 172 8,837 X 1,2 3 5 OMMON 264411505 3005 2000 DUKE REALTY INVESTMENTS INC C 2,163 85,005 X 1,2 5 3 OMMON 26483E100 46175 6250 DUN & BRADSTREET CORP NEW C 5,981 173,405 X 1,2 1 980 2 OMMON 5 DUNES HOTELS & CASINOS INC C 265440107 25 X 1,2 2 OMMON 263534109 1603 0933 DUPONT E I C 6,977 164,536 X 1,2 7 5075 8 OMMON 27579R104 26500 8850 EAST WEST BANCORP INC C 15,347 425,350 X 1,2 3 9 OMMON 277432100 62 EASTMAN CHEMICAL CO C 10 262 X 1,2 2 OMMON 277461109 050 EASTMAN KODAK C 37 1,050 X 1,2 1 OMMON 278058102 50 894 EATON CORP C 480 6,144 X 1,2 2 5 OMMON 278642103 9450 8000 EBAY INC C 8,062 118,875 X 1,2 3 1425 7 OMMON 278865100 0784 ECOLAB INC C 534 10,784 X 1,2 1 OMMON 8 ECONNECT INC C 27889S206 38 X 1,2 3 OMMON 0 EDGAR ONLINE INC C 279765101 50 X 1,2 5 OMMON 28139T101 1375 7200 EDUCATION MANAGEMENT CORP C 3,305 87,900 X 1,2 4 19325 2 OMMON 281760108 025 EDWARDS (A.G.) INC C 67 2,025 X 1,2 2 OMMON 28176E108 83810 2170 EDWARDS LIFESCIENCES CORP C 5,531 217,145 X 1,2 1 1165 3 OMMON 28336L109 5400 2917 EL PASO CORPORATION C 336 48,317 X 1,2 1 3 OMMON 285512109 3010 7550 ELECTRONIC ARTS INC C 7,110 142,856 X 1,2 5 1350 8 OMMON 285661104 405 ELECTRONIC DATA SYSTEMS CORP C 63 3,405 X 1,2 3 OMMON 286082102 500 ELECTRONICS FOR IMAGING C 41 2,500 X 1,2 2 OMMON 00 ELECTROSOURCE INC C 286150206 500 X 1,2 5 OMMON 287456107 50675 6550 ELKCORP C 3,585 207,225 X 1,2 1 5 DR 29081M102 6495 EMBRAER AIRCRAFT CORP A 421 26,495 X 1,2 2 OMMON 268648102 04946 51643 EMC CORP C 7,191 1,171,145 X 1,2 7 14556 4 OMMON 291011104 100 9518 EMERSON ELEC C 1,161 22,838 X 1,2 1 1 OMMON 291525103 58050 7300 EMMIS BROADCASTING CORP CL A C 6,569 315,350 X 1,2 2 5 V BND 292448AC1 39065 0407 EMPRESAS ICA SOC SUB DEB CONV C 3,504 162,595 X 1,2 1 13122 1 OMMON 292505104 116 ENCANA CORP C 128 4,116 X 1,2 4 OMMON 29265N108 03850 9300 ENERGEN CORP C 4,166 143,150 X 1,2 1 3 OMMON 29266M109 71225 83942 ENERGY EAST CORP C 14,492 656,032 X 1,2 4 865 1 OMMON 292866100 3598 8311 ENGINEERED SUPPORT SYSTEM C 3,444 93,946 X 1,2 4 22037 2 OMMON 2981XEUR1 15100 ENI SPA C 3,420 215,100 X 1,2 2 OMMON 26874Q100 3250 175 ENSCO INTL INC C 2,604 88,425 X 1,2 8 5 OMMON 29362U104 77475 4400 ENTEGRIS INC C 4,576 444,275 X 1,2 3 2400 6 OMMON 293639100 02200 0050 ENTERCOM COMMUNICATIONS CORP C 7,073 150,750 X 1,2 1 18500 3 OMMON 29364G103 76700 43441 ENTERGY CORP NEW C 56,242 1,233,641 X 1,2 5 11700 6 OMMON 293792107 000 ENTERPRISE PRODUCTS PARTNERS C 19 1,000 X 1,2 1 OMMON 29382R107 0425 ENTRAVISION COMMUNICAT C 304 30,425 X 1,2 3 OMMON 293904108 50 ENZON INC C 4 250 X 1,2 2 OMMON 26875P101 00 EOG RESOURCES INC C 36 900 X 1,2 9 OMMON 294429105 400 EQUIFAX INC C 102 4,400 X 1,2 4 OMMON 294741103 00 EQUITY OFFICE PROPERTIES TR C 138 5,584 X 1,2 8 OMMON 29476L107 75 EQUITY RESIDENTIAL C 22 875 X 1,2 8 V PFD 29476L859 51877 707 EQUITY RESIDENTIAL CVT PFD 7.2 C 10,535 184,271 X 1,2 1 30687 1 OMMON 296315104 12225 9525 ESCO TECHNOLOGIES C 4,900 132,430 X 1,2 1 680 1 OMMON 296643109 08925 8625 ESPEED INC CL A C 6,396 377,550 X 1,2 3 6 OMMON G3122U103 63200 ESPRIT HLDGS LTD C 1,497 891,200 X 1,2 8 28000 OMMON 297602104 01575 7750 ETHAN ALLEN INTERIORS INC C 4,125 120,015 X 1,2 1 690 1 OMMON G3223R108 6250 2800 EVEREST RE GROUP LTD C 5,502 99,500 X 1,2 7 450 2 OMMON 299900308 16950 32500 EVERGREEN RESOURCES INC C 25,583 570,405 X 1,2 4 20955 1 V PFD 268939402 26328 2996 EVI INC CONV PFD 5% C 23,711 433,683 X 1,2 3 74359 3 OMMON 30161N101 087 000 EXELON CORP C 216 4,087 X 1,2 2 2 OMMON 302182100 025 700 EXPRESS SCRIPTS INC CL A C 525 10,925 X 1,2 4 4200 2 OMMON 30231G102 768193 687541 EXXON MOBIL CORP C 123,238 3,527,138 X 1,2 1 45875 1 OMMON 315616102 66100 9000 F5 NETWORKS INC C 3,492 325,100 X 1,2 2 5 OMMON 303726103 15875 4125 FAIRCHILD SEMICON INTL CL A C 3,229 301,460 X 1,2 2 1460 8 OMMON 305204109 59202 42650 FAIRMONT HOTELS & RESORTS C 16,558 703,082 X 1,2 5 1230 1 OMMON 313586109 8895 13101 FANNIE MAE C 10,421 161,996 X 1,2 4 1 OMMON 311900104 000 FASTENAL CO C 37 1,000 X 1,2 1 UT FND 31428U730 22 FED WORLD INVT SER INC INTL SM M 10 722 X 1,2 7 OMMON 313747206 75 FEDERAL REALTY INVS TRUST C 11 375 X 1,2 3 V BND 2987021Q4 68744 9444 FEDERAL RLTY INVS TR CONV EURO C 8,477 1,201,381 X 1,2 9 163193 6 OMMON 31410H101 825 00 FEDERATED DEPT STORES C 248 8,625 X 1,2 7 8 OMMON 314211103 82200 5450 FEDERATED INVESTORS INC CL-B C 8,591 338,640 X 1,2 2 990 5 OMMON 31428X106 30 FEDEX CORP C 7 130 X 1,2 1 OMMON 315405100 62825 7175 FERRO CORP C 8,795 360,000 X 1,2 2 9 UT FND 315807404 429 FIDELITY ADV BAL FUND M 20 1,429 X 1,2 1 UT FND 315808105 575 FIDELITY ADV EQUITY INC-INSTL M 73 3,575 X 1,2 3 UT FND 316389402 317 FIDELITY DIVIDEND GROWTH FD M 96 4,317 X 1,2 4 UT FND 316153105 696 FIDELITY FUND M 82 3,696 X 1,2 3 UT FND 316200302 801 FIDELITY NEW MILLINNIUM FD M 62 2,801 X 1,2 2 UT FND 316390822 20 FIDELITY SEL SOFTWARE & CPTRTS M 30 820 X 1,2 8 UT FND 316390871 12 FIDELITY SELECT COMPUTERS M 16 712 X 1,2 7 UT FND 316390566 412 FIDELITY SELECT DEVEL COMM FD M 14 1,412 X 1,2 1 UT FND 316390863 078 FIDELITY SELECT ELECTR M 26 1,078 X 1,2 1 UT FND 315912204 166 FIDELITY SPART MARKET INDEX M 191 3,166 X 1,2 3 OMMON 316773100 00 877 FIFTH THIRD BANCORP C 245 4,177 X 1,2 3 3 OMMON 317492106 30350 8725 FINANCIAL FEDERAL CORP C 4,500 179,075 X 1,2 1 4 OMMON 31983B101 23500 8550 FIRST COMMUNITY BANCORP C 5,336 162,050 X 1,2 1 3 OMMON 319963104 1925 43815 FIRST DATA CORP C 22,251 628,380 X 1,2 7 11700 5 OMMON 320867104 80175 9150 FIRST MIDWEST BANCORP INC C 10,132 379,325 X 1,2 2 9 OMMON 33582U100 00925 12025 FIRST NIAGARA FINANCIAL GRP IN C 10,786 412,950 X 1,2 3 1 OMMON 337162101 7500 6200 FIRST TENN NATL COR C 1,211 33,700 X 1,2 1 1 UT FND 30264U291 609 FIRST TR CORP INC TR U M 9 2,609 X 1,2 2 OMMON 337477103 375 FIRST VIRGINIA BKS C 126 3,375 X 1,2 3 OMMON 337932107 025 FIRSTENERGY C 10,871 329,718 X 1,2 4 321963 OMMON 337738108 7050 27630 FISERV INC C 5,591 164,680 X 1,2 3 1 OMMON 339030108 63584 5563 FLEET BOSTON FINL CORP C 9,764 401,797 X 1,2 3 2650 3 OMMON Y2573F102 84975 93705 FLEXTRONICS INTL LTD C 8,953 1,093,219 X 1,2 7 ,025 2 OMMON 302445101 64050 6050 FLIR SYSTEMS INC C 12,947 265,300 X 1,2 1 35200 6 OMMON 343498101 28600 22950 FLOWERS FOODS INC C 8,810 451,550 X 1,2 3 1 OMMON 343412102 500 FLUOR CORP NEW C 70 2,500 X 1,2 2 OMMON 30249U101 51275 5050 FMC TECHNOLOGIES INC C 6,089 298,045 X 1,2 2 1720 4 OMMON 302520101 27950 7600 FNB CORP C 4,833 175,550 X 1,2 1 4 DR 344419106 425 FOMENTO ECONOMICO MEX ADR A 347 9,525 X 1,2 8 1100 45370860 Ford Motor Co 3 38 4,100 X 1,2 OMMON 345838106 26905 99810 FOREST LABS C 52,657 536,115 X 1,2 1 9400 3 OMMON 349631101 650 FORTUNE BRANDS INC C 77 1,650 X 1,2 1 OMMON 349882100 09275 0875 FOSSIL INC C 3,054 150,150 X 1,2 1 4 OMMON 35138T107 0350 FOX ENTERTAINMENT GRP C 19,852 765,600 X 1,2 1 755250 UT FND 302546106 985 FPA PARAMOUNT FUND M 59 6,985 X 1,2 6 UT FND 302548102 298 FPA PERENNIAL FUND M 129 6,298 X 1,2 6 OMMON 302571104 500 5659 FPL GROUP INC C 1,032 17,159 X 1,2 1 1 UT FND 353538101 66 FRANKLIN (AGE) HI INC M 2 966 X 1,2 9 losed E 353531106 55 FRANKLIN FLOATING RATE TRUST C 1 155 X 1,2 1 UT FND 354723306 2418 FRANKLIN MI UNSURED TAX-FREE I M 403 32,418 X 1,2 3 UT FND 628380784 6926 FRANKLIN MUTUAL EUROPE M 214 16,926 X 1,2 1 OMMON 354613101 350 FRANKLIN RESOURCES C 46 1,350 X 1,2 1 OMMON 313400301 83718 84668 FREDDIE MAC C 64,456 1,091,549 X 1,2 5 16500 4 OMMON 357288109 800 440 FREMONT GENERAL CORP C 37 8,240 X 1,2 3 4 OMMON 358433100 500 000 FRIEDMAN BILLING RAMSEY CL A C 33 3,500 X 1,2 1 2 OMMON 302941109 19125 8200 FTI CONSULTING INC C 14,239 354,650 X 1,2 2 37325 9 OMMON 2980002G4 14 FUJI TELEVISION NETWORK INC C 862 214 X 1,2 2 OMMON 2980002J8 900 FUNAI ELECTRI CO LTD C 924 7,900 X 1,2 7 OMMON 360921100 97050 48550 FURNITURE BRANDS INTL INC C 13,013 545,600 X 1,2 3 1 UT FND 9 GABELLI EQUITY TRUST M 362397101 29 X 1,2 2 UT FND GABELLI GLOBAL MUTIMEDIA TR M 36239Q109 2 X 1,2 2 losed E GABELLI UTILITY TRUST C 36240A101 1 X 1,2 1 OMMON 363576109 000 GALLAGHER A J C 59 2,000 X 1,2 2 OMMON 36466R101 6425 GAMESTOP C 259 26,425 X 1,2 2 OMMON 364730101 0550 4600 GANNETT CO C 3,242 45,150 X 1,2 2 2 OMMON 364760108 70740 47925 GAP INC C 19,103 1,230,865 X 1,2 4 12200 7 OMMON 365558105 48000 5300 GARDNER DENVER INC C 6,969 343,300 X 1,2 2 9 OMMON 366630101 8125 GART SPORTS CO C 351 18,125 X 1,2 1 OMMON 361448103 000 025 GATX CORP C 206 9,025 X 1,2 6 3 OMMON 369550108 0 800 GEN DYNAMICS C 464 5,850 X 1,2 5 5 OMMON 370334104 1280 9213 GEN MILLS C 2,953 62,893 X 1,2 2 2400 3 OMMON 370442832 993037 5705 GEN MOTORS CL H C 22,463 2,099,392 X 1,2 1 10650 9 OMMON 368710406 1609 2100 GENENTECH INC C 4,918 148,309 X 1,2 9 4000 5 OMMON 369604103 498657 103101 GENERAL ELECTRIC C 114,261 4,692,443 X 1,2 1 68896 3 7033LFE1 General Mills Inc. 3 38 800 X 1,2 70442105 General Motors Corp 3 18 495 X 1,2 OMMON 371532102 88275 44900 GENESCO INC C 9,933 533,175 X 1,2 3 1 OMMON 371559105 52650 27500 GENESEE & WYOMING INC-CL A C 9,771 480,150 X 1,2 3 1 OMMON 37184C103 42950 4075 GENESIS MICROCHIP INC C 3,876 297,025 X 1,2 2 5 OMMON 37245M207 00 GENTA INC C 1 100 X 1,2 1 OMMON 371901109 25 GENTEX CORP C 4 125 X 1,2 1 OMMON 372460105 519 GENUINE PARTS C 47 1,519 X 1,2 1 V BND 372917AK0 76104 3855 GENZYME CORP CVT C 84,190 612,164 X 1,2 4 52205 8 OMMON 372917104 2950 250 GENZYME CORP -GENL DIVISION C 1,418 47,950 X 1,2 4 4 OMMON 370021107 1400 GERERAL GROWTH PROPERTIES C 1,113 21,400 X 1,2 2 OMMON 374276103 20700 23775 GETTY IMAGES INC C 18,342 600,400 X 1,2 4 55925 1 OMMON 375558103 7375 650 GILEAD SCIENCES INC C 2,007 59,025 X 1,2 5 1 OMMON 375766102 8422 1847 GILLETTE CO C 1,290 42,469 X 1,2 1 2 OMMON 29871F747 9500 GLAXOSMITHKLINE PLC C 1,718 89,500 X 1,2 8 DR 37733W105 7991 3028 GLAXOSMITHKLINE PLC-ADR A 2,674 71,374 X 1,2 3 355 3 OMMON G3930E101 99425 30524 GLOBALSANTAFE CORP C 15,628 642,616 X 1,2 3 9275 2 OMMON 37957V106 30200 1700 GLOBESPAN VIRATA INC C 1,256 284,700 X 1,2 2 2800 5 OMMON 379907108 48250 75050 GOLD BANC CORP INC C 10,152 1,023,300 X 1,2 7 2 UT FND 38141W638 633 GOLDMAN SACHS CAPITAL GROWTH M 69 4,633 X 1,2 4 OMMON 38141G104 1425 7275 GOLDMAN SACHS GROUP C 8,528 125,234 X 1,2 4 3225 7 UT FND 38141W448 689 GOLDMAN SACHS INTL EQTY-INST M 21 1,689 X 1,2 1 OMMON 384802104 400 GRAINGER W W C 175 3,400 X 1,2 3 OMMON 38821G101 30950 52825 GRANT PRIDECO INC C 5,827 500,600 X 1,2 2 116825 1 OMMON 389375106 38750 1050 GRAY TELEVISION INC C 2,241 229,800 X 1,2 1 9 OMMON 390568103 69525 3300 GREAT LAKES CHEM C 5,560 232,825 X 1,2 1 6 OMMON 397888108 917900 96300 GREY WOLF INC C 10,431 2,614,200 X 1,2 1 6 DR 40049J206 925 GRUPO TELEVISA SA SPON ADR A 193 6,925 X 1,2 6 DR 401566104 00 GUCCI GROUP ADR A 18 200 X 1,2 2 OMMON 401698105 0396 2853 GUIDANT CORP C 1,366 44,289 X 1,2 1 3 OMMON 402629109 000 GULFMARK OFFSHORE INC C 89 6,000 X 1,2 6 losed E 404052102 922 351 H & Q HEALTHCARE INVESTORS FD C 86 6,273 X 1,2 4 1 OMMON 93671105 70 024 H & R BLOCK INC C 72 1,794 X 1,2 7 1 OMMON 405217100 66250 37550 HAIN CELESTIAL GROUP C 7,658 503,800 X 1,2 3 1 OMMON 406216101 90450 51420 HALLIBURTON CO C 25,448 1,360,116 X 1,2 7 10225 5 OMMON 410768105 890 HANOVER COMPRESSOR CO C 17 1,890 X 1,2 1 OMMON 412822108 67160 52425 HARLEY DAVIDSON C 38,375 830,639 X 1,2 1 9600 6 OMMON 413086109 8100 9900 HARMAN INTL C 7,021 118,000 X 1,2 7 3 OMMON 413160102 00 HARMONIC INC C 2 700 X 1,2 7 OMMON 413619107 925 00 HARRAH'S ENTERTAINMENT INC C 124 3,125 X 1,2 2 2 OMMON 413875105 500 000 HARRIS CORP C 171 6,500 X 1,2 4 2 OMMON 416196103 40500 66475 HARTE HANKS INC C 11,352 608,045 X 1,2 4 1070 1 OMMON 416515104 00 6000 HARTFORD FINANCIAL SVCS GRP C 750 16,500 X 1,2 5 1 OMMON 419596101 85200 4300 HAVERTY FURNITURE C 3,477 250,140 X 1,2 1 640 6 OMMON 404119109 3800 00 HCA INC C 647 15,590 X 1,2 1 9 OMMON 404132102 09975 2275 HCC INSURANCE HLDG C 6,711 272,825 X 1,2 1 70575 9 OMMON 421915109 5900 7650 HEALTH CARE PPTYS INV C 1,752 45,750 X 1,2 1 2200 2 OMMON 421933102 835 3900 HEALTH MGMT ASSOC C 640 35,735 X 1,2 1 3 OMMON 421924101 00 HEALTHSOUTH CORP C 2 500 X 1,2 5 V BND 421924AF8 19454 HEALTHSOUTH CORP SUB CONV DEB C 12,799 357,953 X 1,2 3 38498 OMMON 423074103 00 200 HEINZ H J C 112 3,400 X 1,2 3 2 OMMON 423452101 1850 7675 HELMERICH & PAYNE C 1,957 70,125 X 1,2 5 600 1 OMMON 42725M107 32450 23700 HERITAGE PROPERTY INVESTMENT C 11,390 456,150 X 1,2 3 1 OMMON 427866108 600 HERSHEY FOODS CORP C 243 3,600 X 1,2 3 OMMON 428236103 031769 050393 HEWLETT PACKARD C 54,116 3,117,264 X 1,2 2 24981 1 OMMON 431294107 9325 5300 HILB ROGAL & HAMILTON CO C 6,135 150,000 X 1,2 6 35375 4 V BND 432848AL3 536405 11952 HILTON HOTELS CVT SUB NTS C 43,969 2,054,240 X 1,2 1 305882 2 OMMON 433245107 00 HINES HORTICULTURE INC C 2 600 X 1,2 6 OMMON 436440101 20825 55025 HOLOGIC INC C 7,031 575,850 X 1,2 4 1 OMMON 437076102 2628 4601 HOME DEPOT C 3,536 147,229 X 1,2 7 7 lobal D 438090201 0050 HON HAI PRECISION-GDR G 306 40,050 X 1,2 4 OMMON 438516106 83736 8898 HONEYWELL INTERNATIONAL INC C 20,326 846,934 X 1,2 7 4300 5 OMMON 440452100 87700 0975 HORMEL FOODS C 5,830 249,905 X 1,2 1 1230 6 OMMON 44107P104 000 HOST MARRIOTT CORP C 9 1,000 X 1,2 1 OMMON 44147T108 5625 75 HOTELS.COM C 1,989 36,400 X 1,2 3 7 OMMON 441815107 345 1287 HOUSEHOLD INTL INC C 490 17,632 X 1,2 6 1 OMMON 443510201 600 HUBBELL INC CL B C 127 3,600 X 1,2 3 OMMON 444482103 00250 4175 HUGHES SUPPLY INC C 7,497 274,425 X 1,2 2 7 V BND 444903AH1 55716 7735 HUMAN GENOME CVT SUB NTS C 26,608 368,520 X 1,2 2 55068 5 V BND 444903AG3 59360 8082 HUMAN GENOME CVTS 144A W/RTS C 24,512 344,383 X 1,2 2 26941 5 OMMON 444903108 00 HUMAN GENOME SCIENCE C 4 500 X 1,2 5 V BND 448407AC0 5326 0811 HUTCHINSON TECH CONV C 2,420 83,773 X 1,2 4 17637 2 OMMON 448774109 44650 4050 HYDRIL CO C 4,683 198,700 X 1,2 1 5 OMMON 44914M104 84325 8925 HYPERION SOLUTIONS CORP C 6,501 253,250 X 1,2 1 6 OMMON 450828108 3750 2100 IBERIABANK CORP C 2,243 55,850 X 1,2 3 2 OMMON 459200101 69775 73310 IBM C 27,778 358,434 X 1,2 1 9214 1 DR 45104G104 3475 ICICI BANK LTD -SP ADR A 283 43,475 X 1,2 4 OMMON 44930G107 11800 4850 ICU MEDICAL INC C 5,097 136,650 X 1,2 1 2 OMMON 451107106 100 IDACORP INC C 27 1,100 X 1,2 1 49370105 IDEC Pharmaceuticals Corp 4 19 560 X 1,2 OMMON 45167R104 14900 2675 IDEX CORP C 5,153 157,575 X 1,2 1 4 OMMON 451713101 61225 24600 IKON OFFICE SOLUTIONS INC C 8,479 1,185,825 X 1,2 8 3 OMMON 452308109 03572 5136 ILLINOIS TOOL WORKS INC C 10,792 166,389 X 1,2 1 2250 5 OMMON 45247T104 0 IMAGISTICS INTL INC C 2 80 X 1,2 8 OMMON 45245A107 27 IMATION CORP C 26 727 X 1,2 7 DR 452704505 889 IMPERIAL CHEMICAL SPONS ADR A 85 5,889 X 1,2 5 DR 453142101 470 IMPERIAL TOBACCO GROUP ADR A 116 3,470 X 1,2 3 V BND 453258AH8 45099 INCO LTD CVT DEBS C 5,536 145,099 X 1,2 6 1 OMMON 456607100 45 INDYMAC BANCORP INC C 10 545 X 1,2 5 OMMON 45666Q102 10500 13375 INFORMATICA CORP C 3,594 623,875 X 1,2 5 1 DR 456788108 800 INFOSYS TECHNOLOGIES ADR A 264 3,800 X 1,2 3 OMMON 29871F606 20000 ING GROEP NV C 2,032 120,000 X 1,2 1 UT FND 44978A707 6204 ING MIDCAP OPPORTUNITI M 135 16,204 X 1,2 1 OMMON G4776G101 50 99385 INGERSOLL-RAND CO-CL A C 17,450 405,260 X 1,2 6 5225 3 OMMON 45811K208 97925 10075 INTEGRATED CIRCUIT SYSTEMS C 13,746 753,200 X 1,2 4 45200 2 OMMON 458140100 39352 556503 INTEL CORP C 36,420 2,339,128 X 1,2 7 25350 1 OMMON 45884X103 8600 5200 INTERMUNE INC C 2,117 82,975 X 1,2 3 19175 2 OMMON 46060X107 06650 02275 INTERNET SECURITY SYSTEMS INC C 8,810 480,650 X 1,2 3 71725 1 OMMON 460690100 1805 INTERPUBLIC GROUP COS INC C 307 21,805 X 1,2 2 OMMON 46069S109 69350 1025 INTERSIL CORP C 4,015 288,000 X 1,2 1 87625 3 OMMON 459506101 050 INTL FLAV & FRAG C 37 1,050 X 1,2 1 OMMON 459902102 1575 00 INTL GAME TECH C 2,466 32,475 X 1,2 3 9 OMMON 460146103 36075 42155 INTL PAPER C 45,412 1,298,621 X 1,2 6 15775 6 V PFD 460137300 11571 481 INTL PAPER CAP 5.25 CVT PFD C 6,056 122,219 X 1,2 1 4167 6 OMMON 460915200 2925 INTRAWEST CORP C 160 12,925 X 1,2 1 OMMON 461202103 0250 40220 INTUIT INC C 10,960 233,601 X 1,2 9 2425 1 OMMON 461915100 45350 550 INVESTORS FINANCIAL SVCS CORP C 4,801 175,300 X 1,2 1 25400 4 OMMON 46185R100 00 INVITROGEN CORP C 19 600 X 1,2 6 OMMON 462218108 13425 0425 IONICS INC C 6,700 293,850 X 1,2 2 8 UT FND 464287465 596 ISHARES MSCI EAFE INDEX FUND M 257 2,596 X 1,2 2 UT FND 464287556 00 ISHARES NASDAQ BIOTECH M 10 200 X 1,2 2 UT FND 464287648 5050 4570 ISHARES RUSSELL 2000 GROWTH FUND M 2,774 69,620 X 1,2 4 2 UT FND 464287655 036 ISHARES RUSSELL 2000 INDEX FUND M 79 1,036 X 1,2 1 UT FND 464287630 5000 ISHARES RUSSELL 2000 VALUE M 1,673 15,000 X 1,2 1 OMMON 45031U101 75650 8200 ISTAR FINANCIAL INC C 6,870 244,935 X 1,2 1 1085 6 V BND 465823AG7 41948 54931 IVAX CORP CVT C 28,993 880,150 X 1,2 6 83271 1 OMMON 46626E205 6050 1350 J2 GLOBAL COMMUNICATIONS INC C 2,235 117,400 X 1,2 9 2 OMMON 466313103 740 JABIL CIRCUIT INC C 31 1,740 X 1,2 1 OMMON 466367109 075 JACK IN THE BOX INC C 105 6,075 X 1,2 6 OMMON 469814107 45 JACOBS ENGINEERING GROUP INC C 19 545 X 1,2 5 UT FND 471023663 173 JANUS GLOBAL TECHNOLOGY FUND M 8 1,173 X 1,2 1 UT FND 471023309 960 JANUS WORLDWIDE FUND M 191 5,960 X 1,2 5 OMMON 2980002S8 36 JAPAN TELECOM CO LTD C 1,662 536 X 1,2 5 OMMON 465917102 33 JDN REALTY CORP C 5 433 X 1,2 4 OMMON 46612J101 100 265 JDS UNIPHASE CORP C 13 5,365 X 1,2 3 2 OMMON 477143101 50 JETBLUE AIRWAYS CORP C 4 150 X 1,2 1 OMMON 29871D718 27000 JGC CORP C 1,830 327,000 X 1,2 3 OMMON 832696405 2 53 JM SMUCKER CO C 7 175 X 1,2 2 1 OMMON 41014S106 61608 56825 JOHN HANCOCK FINANCIAL SVCS C 17,435 624,908 X 1,2 4 6475 1 OMMON 478160104 57525 34044 JOHNSON & JOHNSON C 27,308 508,439 X 1,2 1 7650 3 78366107 Johnson Controls Inc. 4 66 821 X 1,2 OMMON 480074103 247950 37535 JONES APPAREL GROUP INC C 71,073 2,005,435 X 1,2 1 19950 7 OMMON 46625H100 014 9942 JP MORGAN CHASE & CO C 887 36,956 X 1,2 7 2 DR 46626D108 500 JSC MINING & SMELTING A 170 8,500 X 1,2 8 V BND 48203RAA2 56834 6001 JUNIPER NETWORKS CVT C 67,718 528,441 X 1,2 3 75606 9 V BND 483548AC7 4811 KAMAN CORP SUB DEB CONV C 1,435 64,811 X 1,2 6 OMMON 487836108 375 KELLOGG CO C 18,943 552,750 X 1,2 7 545375 OMMON 488152208 59600 4700 KELLY SERVICES INC CL C 4,801 194,300 X 1,2 1 3 OMMON 488360108 000 KEMET CORP C 9 1,000 X 1,2 1 UT FND 487903239 0000 KEMPER INSD CORP TR M 7 90,000 X 1,2 9 OMMON 492386107 1600 7599 KERR MCGEE C 1,294 29,199 X 1,2 1 1 OMMON 492914106 79500 01800 KEY ENERGY GROUP C 5,689 634,275 X 1,2 2 152975 2 OMMON 493267108 49239 66659 KEYCORP (NEW) C 46,402 1,845,781 X 1,2 8 18250 9 OMMON 49337W100 600 KEYSPAN ENERGY C 216 6,140 X 1,2 4 OMMON 494368103 2110 03295 KIMBERLY CLARK C 8,817 185,730 X 1,2 8 325 1 OMMON 494550106 00 KINDER MORGAN ENERGY PRTNRS C 25 700 X 1,2 7 OMMON 49455P101 025 KINDER MORGAN INC C 124 2,925 X 1,2 2 OMMON 495582108 200 KING PHARMACEUTICALS INC C 21 1,200 X 1,2 1 DR 495724304 2024 KINGFISHER PLC SPONS ADR A 86 12,024 X 1,2 1 OMMON 482480100 7300 600 KLA-TENCOR CORPORATION C 2,109 59,625 X 1,2 5 1 OMMON 499040103 04705 2845 KNIGHT RIDDER INC C 20,224 319,750 X 1,2 3 2200 1 OMMON 500255104 4385 43970 KOHLS CORP C 13,687 244,630 X 1,2 9 6275 1 OMMON 29871C934 21000 KONINKLIJKE KPN NV C 3,452 530,500 X 1,2 5 9500 DR 780641205 4808 KONINKLIJKE KPN NV - SP ADR A 95 14,808 X 1,2 1 OMMON 500600101 000 KOPIN CORP C 27 7,000 X 1,2 7 OMMON 500648100 01450 2525 KOS PHARMACEUTICALS INC C 2,356 123,975 X 1,2 1 2 OMMON 500692108 500 KOSS CORP C 28 1,500 X 1,2 1 OMMON 50075N104 33137 58495 KRAFT FOODS INC C 66,682 1,712,822 X 1,2 8 15850 8 OMMON 501044101 5600 3200 KROGER C 599 38,800 X 1,2 1 2 OMMON 501052104 92450 9500 KRONOS INC C 11,562 312,575 X 1,2 1 40625 7 V BND 501242AE1 43638 59393 KULICKE & SOFFA IND SUB CONV C 15,530 1,216,263 X 1,2 8 113233 2 DR 501556203 472 KYOCERA CORP SPONS ADR A 84 1,472 X 1,2 1 OMMON 502424104 00 00 L-3 COMMUNICATIONS CORP C 67 1,500 X 1,2 8 7 OMMON 505447102 48125 0875 LABRANCHE & CO INC C 10,776 404,500 X 1,2 2 65500 9 V BND 512807AE8 13330 71600 LAM RESEARCH CONV C 63,113 1,084,752 X 1,2 8 99822 1 OMMON 512815101 0625 6200 LAMAR ADVERTISING CO C 3,614 107,395 X 1,2 8 570 2 OMMON 515098101 9675 7125 LANDSTAR SYSTEM INC C 7,984 136,800 X 1,2 9 3 OMMON 517942108 29550 35250 LASALLE HOTEL PROPERTIES C 6,507 464,800 X 1,2 3 1 OMMON 518415104 98250 3750 LATTICE SEMICONDUCTOR CORP C 3,106 354,105 X 1,2 2 2105 5 OMMON 52186N106 07025 4050 LEAPFROG ENTERPRISES INC C 4,635 184,300 X 1,2 1 33225 4 OMMON 521865105 83575 4250 LEAR CORP C 8,599 258,395 X 1,2 1 570 7 OMMON 524901105 15 LEGG MASON INC C 25 515 X 1,2 5 OMMON 524660107 75025 48500 LEGGETT & PLATT INC C 20,906 931,625 X 1,2 5 8100 3 OMMON 524908100 99635 39991 LEHMAN BROS HOLDING INC C 50,842 954,065 X 1,2 3 11675 5 OMMON 526107107 37000 99950 LENNOX INTERNATIONAL INC C 9,249 736,950 X 1,2 5 1 OMMON 688 LERNOUT & HAUSPIE SPEECH PRODS C B5628B104 1,688 X 1,2 1 OMMON 529771107 3275 51865 LEXMARK INTL INC C 19,327 319,443 X 1,2 6 3600 2 30718105 Liberty Media Corp New/S.A l 5 45 5,000 X 1,2 OMMON 531172104 89525 8975 LIBERTY PPTY TRUST C 12,111 379,180 X 1,2 2 680 8 OMMON 532457108 26573 92094 LILLY ELI C 20,824 327,952 X 1,2 1 5435 1 OMMON 533900106 000 LINCOLN ELECTRIC HOLDINGS C 93 4,000 X 1,2 4 OMMON 534187109 89585 6455 LINCOLN NATL CORP C 10,360 328,040 X 1,2 2 2000 3 OMMON 535678106 8825 975 LINEAR TECHNOLOGY CORP C 2,180 84,756 X 1,2 7 4 OMMON 53634X100 00 LIQUIDMETAL TECHNOLOGIES C 6 600 X 1,2 6 OMMON 537008104 00 LITTELFUSE INC C 7 400 X 1,2 4 OMMON 539320101 97300 27050 LIZ CLAIBORNE C 12,603 425,060 X 1,2 2 710 1 DR 294821608 0 50 LM ERICSSON TEL SP A 4 610 X 1,2 6 5 OMMON 539830109 950 2900 LOCKHEED MARTIN CORP C 1,412 24,449 X 1,2 6 1800 1 V BND 540424AL2 569458 92734 LOEWS CORP SUB CONV NTS C 294,978 5,047,642 X 1,2 4 285450 1 OMMON 543213102 0000 LONGVIEW FIBRE C 145 20,000 X 1,2 2 OMMON 548661107 500 4000 LOWES COS C 2,156 57,500 X 1,2 3 5 OMMON 29871A318 1275844 LOXLEY PUBLIC CO LTD -CLEARST C 2,054 11,275,844 X 1,2 1 OMMON 29871A334 064283 08332 LOXLEY PUBLIC CO LTD -PHYSICA C 505 2,772,615 X 1,2 2 7 UT FN 543487797 6833 02164 LS AGGRESSIVE GROWTH FD I M 2,310 218,996 X 1,2 1 2 UT FN 543487102 08849 20390 LS GROWTH FUND I M 6,256 1,629,239 X 1,2 7 9 UT FN 543487409 771012 285867 LS INTL EQUITY FUND I M 24,815 3,063,609 X 1,2 1 6730 1 UT FN 543487482 115423 LS RESEARCH FUND I M 12,798 2,115,423 X 1,2 2 UT FN 543487854 90492 39911 LS SMALL CAP GROWTH FUND I M 4,060 630,403 X 1,2 2 3 UT FN 543487300 490443 534374 LS SMALL CAP VALUE FUND I M 90,949 5,024,817 X 1,2 2 2 UT FN 543487201 42469 250526 LS VALUE FUND I M 20,519 1,692,995 X 1,2 4 1 UT FN 543487870 26947 LS WORLDWIDE FUND I M 6,458 826,947 X 1,2 8 V BND 502161AG7 88865 05244 LSI LOCIC CVT C 16,528 756,109 X 1,2 5 62000 1 V BND 502161AE2 94530 11190 LSI LOGIC CVT C 53,613 686,890 X 1,2 4 81170 1 OMMON 549463107 60 LUCENT TECHNOLOGIES INC C 1 960 X 1,2 9 DR 677862104 8250 LUKOIL HLDG SPON ADR A 1,718 28,250 X 1,2 2 OMMON 550819106 93050 26875 LYDALL INC C 3,631 319,925 X 1,2 1 1 OMMON 554382101 17275 0000 MACERICH CO/THE C 9,141 297,275 X 1,2 2 8 OMMON 556100105 400 MACROMEDIA INC C 26 2,400 X 1,2 2 OMMON 555904101 86300 47625 MACROVISION CORP C 9,746 607,600 X 1,2 3 73675 1 OMMON 559181102 36250 0250 MAGMA DESIGN AUTOMATION C 3,990 416,500 X 1,2 3 8 OMMON 559222401 41383 3464 MAGNA INTL INC CL A C 11,949 212,811 X 1,2 1 57964 1 OMMON 559424106 4000 5700 MAGNETEK INC C 398 89,700 X 1,2 5 3 UT FND 56062F848 0221 MAINSTAY EQUITY INDEX FD-A M 872 30,221 X 1,2 3 OMMON 562567107 00 MANDALAY RESORT GROUP C 15 500 X 1,2 5 OMMON 565849106 00 MARATHON OIL CORP C 2 100 X 1,2 1 OMMON 566330106 2350 MARCUS CORP C 317 22,350 X 1,2 2 OMMON 571748102 798 8541 MARSH & MCLENNAN C 2,511 54,339 X 1,2 5 4 OMMON 571834100 3100 0858 MARSHALL & ILSLEY C 2,080 75,958 X 1,2 3 2000 4 OMMON 573284106 000 MARTIN MARIETTA MATERIALS C 31 1,000 X 1,2 1 OMMON 574599106 469710 281930 MASCO CORP C 58,667 2,787,026 X 1,2 1 33250 1 V BND 574670AB1 044361 82341 MASCOTECH SUB DEB CONV C 17,468 9,408,020 X 1,2 8 681318 6 OMMON 57772K101 1300 40041 MAXIM INTEGRATED PRODUCTS C 23,214 702,608 X 1,2 5 8500 6 OMMON 577729205 87325 80300 MAXTOR CORP C 3,378 667,625 X 1,2 4 1 OMMON 577778103 000 MAY DEPT STORES CO C 161 7,000 X 1,2 7 OMMON 578592107 050 MAYTAG CORP C 201 7,050 X 1,2 7 OMMON 55262L100 00 47 MBNA CORP C 22 1,147 X 1,2 6 5 OMMON 580031201 210150 96557 MCDATA CORP C 12,790 1,801,407 X 1,2 1 194700 3 OMMON 580135101 174681 22177 MCDONALDS C 20,983 1,304,933 X 1,2 1 8075 1 OMMON 58047P107 600 MCG CAPITAL CORP C 39 3,600 X 1,2 3 OMMON 580645109 52925 600 MCGRAW HILL COS INC C 9,847 162,925 X 1,2 1 1100 6 OMMON 58155Q103 14600 5725 MCKESSON CORP C 14,698 543,740 X 1,2 5 2875 2 OMMON 55267W309 000 MDC COMMUNICATIONS C 30 7,000 X 1,2 1 6000 OMMON 552690109 75 875 MDU RESOURCES GROUP INC C 208 8,050 X 1,2 1 7 OMMON 584404107 3800 250 MEDIA GENERAL INC-CL A C 3,810 63,550 X 1,2 5 500 9 OMMON 29871D379 47200 MEDIASET SPA C 1,883 247,200 X 1,2 2 OMMON 584688105 07350 22975 MEDICINES COMPANY C 7,938 495,475 X 1,2 3 65150 1 OMMON 584690309 27175 7100 MEDICIS PHARMACEUTICAL C 8,656 174,275 X 1,2 1 4 OMMON 584699102 20 MEDIMMUNE INC C 42 1,520 X 1,2 7 OMMON 585055106 13006 15051 MEDTRONIC INC C 52,418 1,149,507 X 1,2 4 17250 7 OMMON 587376104 77755 0450 MERCANTILE BANK CORP C 4,951 209,355 X 1,2 1 1150 3 OMMON 589331107 11098 78264 MERCK & CO C 34,016 600,887 X 1,2 4 5725 1 OMMON 589405109 28700 700 MERCURY INTERACTIVE CORP C 3,926 132,400 X 1,2 1 3 OMMON 590188108 24 MERRILL LYNCH & CO C 65 1,714 X 1,2 8 890 UT FND 590190203 91 MERRILL LYNCH BASIC VALUE FD B M 23 991 X 1,2 9 UT FND 589939404 4919 MERRILL LYNCH GLOBAL ALLOCATION M 170 14,919 X 1,2 1 UT FND 589939206 866 MERRILL LYNCH GLOBAL B M 21 1,866 X 1,2 1 UT FND 59020B305 664 MERRILL LYNCH GLOBAL SMALL CAP M 23 1,664 X 1,2 1 UT FND 590906202 27 MERRILL LYNCH PACIFIC FUND -B M 4 327 X 1,2 3 UT FND 590906400 314 MERRILL LYNCH PACIFIC FUND D M 45 3,314 X 1,2 3 UT FND 552981862 884 MFS INTL NEW DISCOVERY FUND M 23 1,884 X 1,2 1 OMMON 552848103 61020 0025 MGIC INVT CORP WIS C 15,818 382,995 X 1,2 3 1950 2 OMMON 594448102 500 MICHIGAN COMMUNITY BANCORP C 23 5,500 X 1,2 5 OMMON 594793101 15675 0250 MICREL INC C 3,466 385,925 X 1,2 3 7 OMMON 595017104 17250 12185 MICROCHIP TECHNOLOGY INC C 15,511 634,410 X 1,2 3 4975 3 OMMON 594918104 84370 632360 MICROSOFT CORP C 116,704 2,257,319 X 1,2 5 31367 1 OMMON 601073109 50 MILLIPORE CORP C 22 650 X 1,2 6 OMMON 604675108 95 MIRANT CORP C 1 795 X 1,2 7 OMMON 55306N104 09200 0975 MKS INSTRUMENTS INC C 3,875 235,825 X 1,2 1 55650 7 DR 607409109 400 MOBILE TELESYSTEMS -SP A 201 5,400 X 1,2 5 OMMON 608190104 3700 4875 MOHAWK INDS INC C 5,065 88,945 X 1,2 6 370 2 OMMON 60886R103 69475 31150 MONACO COACH CORP C 8,285 500,625 X 1,2 3 1 OMMON 61166W101 94 574 MONSANTO CO NEW C 48 2,468 X 1,2 8 1 OMMON 615369105 75890 97206 MOODYS CORP C 36,681 888,371 X 1,2 1 15275 6 OMMON 615785102 1225 MOORE CO C 102 11,225 X 1,2 1 V BND 616457AC1 3729 7879 MORAN ENERGY SUB DEB CONV C 1,555 93,329 X 1,2 4 21722 2 OMMON 617446448 27189 1625 MORGAN STANLEY C 12,993 325,464 X 1,2 2 6650 9 OMMON 619903107 1 MOTHERS WORK INC C 2 51 X 1,2 5 OMMON 620076109 800 0430 MOTOROLA INC C 191 22,052 X 1,2 1 1 OMMON 624580106 21300 9600 MOVADO CORP INC C 3,779 200,900 X 1,2 1 7 OMMON 624756102 63950 1000 MUELLER INDUSTTRIES INC C 6,130 224,950 X 1,2 1 6 OMMON 62624B101 275 MUNICIPAL MORTGAGE & EQUITY C 160 6,275 X 1,2 6 OMMON 626717102 60 MURPHY OIL USA INC C 20 460 X 1,2 4 OMMON G6359F103 225 2200 NABORS INDUSTRIES LTD C 579 16,425 X 1,2 4 1 OMMON 631100104 180 NASDAQ-100 SHARES C 29 1,180 X 1,2 1 OMMON 635405103 796 NATIONAL CITY CORP C 186 6,796 X 1,2 6 OMMON 636518102 52275 6400 NATIONAL INSTRUMENTS CORP C 6,780 208,675 X 1,2 1 5 OMMON 63935N107 87250 29525 NAVIGANT CONSULTING GROUP C 7,179 1,216,775 X 1,2 8 3 OMMON 628858102 36225 7525 NCO GROUP INC C 5,164 323,750 X 1,2 2 8 OMMON 639480102 67950 8450 NDC HEALTH CORP C 7,291 366,400 X 1,2 2 9 OMMON 640204202 0794 NEIMAN MARCUS GRP CL A C 632 20,794 X 1,2 2 DR 641069406 288 NESTLE S ASPONS ADR FOR REG A 68 1,288 X 1,2 1 OMMON 29871D502 730 NESTLE SA REGS C 1,892 8,930 X 1,2 8 200 OMMON 64117V107 88200 18275 NETSCREEN TECHNOLOGIES INC C 15,218 903,700 X 1,2 5 97225 2 OMMON 64120L104 55625 175 NETWORK APPLIANCE INC C 2,659 265,944 X 1,2 2 7 OMMON 640938106 94100 550 NETWORKS ASSOCIATES INC C 3,212 199,650 X 1,2 1 5 OMMON 64125C109 35500 0050 NEUROCRINE BIOSCIENCES INC C 8,909 195,125 X 1,2 1 19575 4 OMMON 646025106 71650 00600 NEW JERSEY RESOURCES C 11,759 372,250 X 1,2 2 1 OMMON 649445103 92850 97250 NEW YORK COMMUNITY BANCORP C 20,958 725,695 X 1,2 4 35595 1 OMMON 650111107 0200 1600 NEW YORK TIMES CL A C 997 21,800 X 1,2 1 1 OMMON 651229106 6620 19413 NEWELL RUBBERMAID INC C 6,759 222,858 X 1,2 9 6825 1 OMMON 651639106 6700 NEWMONT MNG C 485 16,700 X 1,2 1 OMMON 651824104 37250 8075 NEWPORT CORP C 4,086 325,325 X 1,2 2 8 OMMON 29871D270 69401 NEWS CORP LTD C 2,445 378,301 X 1,2 3 8900 DR 652487703 066 NEWS CORP LTD SPONS ADR A 133 5,066 X 1,2 5 OMMON 65332V103 65700 64250 NEXTEL COMMUNICATIONS CL A C 17,840 1,544,575 X 1,2 6 14625 8 V BND 65332VBC6 47861 195 NEXTEL COMMUNICATIONS CVT C 3,451 168,834 X 1,2 1 16779 4 OMMON 65333F107 46625 62650 NEXTEL PARTNERS INC -A C 3,207 528,300 X 1,2 2 119025 1 UT FND 653740100 4398 NICHOLAS FUND II INC M 391 24,398 X 1,2 2 UT FND 653738104 5080 NICHOLAS LTD EDITION INC M 688 55,080 X 1,2 5 OMMON 29871B852 5000 NIKON CORP C 338 45,000 X 1,2 4 DR 654624105 821 NIPPON TELEGRAPH & TELEPHONE A 67 3,821 X 1,2 3 OMMON 29871D429 1000 NITTO DENKO CORP C 598 21,000 X 1,2 2 DR 654902204 98728 02450 NOKIA CORP SPON ADR A A 10,999 709,628 X 1,2 4 8450 2 OMMON 655844108 100 3100 NORFOLK SOUTHN CORP C 364 18,200 X 1,2 5 1 OMMON 659424105 0325 2200 NORTH FORK BANCORP C 3,812 112,995 X 1,2 7 470 4 OMMON 665859104 00 100 NORTHERN TR CORP C 102 2,900 X 1,2 8 2 OMMON 666807102 46285 9725 NORTHROP GRUMMAN CORP C 25,995 267,985 X 1,2 2 1975 1 OMMON 29871D825 3200 NOVARTIS AG -REG SHS C 1,576 43,200 X 1,2 4 DR 66987V109 653 20 NOVARTIS AG SPON ADR A 175 4,773 X 1,2 4 1 OMMON 62936P103 63525 4775 NPS PHARMACEUTICALS INC C 6,600 262,225 X 1,2 1 33925 6 OMMON 67019E107 000 NSTAR C 178 4,000 X 1,2 4 OMMON 67018T105 275 NU SKIN ENTERPRISES INC CL A C 99 8,275 X 1,2 8 OMMON 670346105 800 NUCOR CORP C 363 8,800 X 1,2 8 OMMON 67066G104 67900 600 NVIDIA CORP C 1,985 172,500 X 1,2 1 4 UT FND 413838202 238 0948 OAKMARK INTL FUND M 1,132 86,186 X 1,2 5 8 74599105 Occidental Petroleum Corp. 6 110 3,854 X 1,2 OMMON 67611V101 11725 7700 ODYSSEY HEALTHCARE INC C 11,260 324,500 X 1,2 2 35075 7 OMMON 676220106 69600 7265 OFFICE DEPOT C 11,844 802,415 X 1,2 7 5550 2 OMMON 676255102 41050 4300 OFFSHORE LOGISTICS C 6,474 295,350 X 1,2 2 5 OMMON 670837103 500 OGE ENERGY CORP C 62 3,500 X 1,2 3 OMMON 680223104 40350 4650 OLD REPUBLIC INTL CORP C 4,647 165,970 X 1,2 1 970 2 OMMON 680665205 18000 03500 OLIN C 6,565 422,210 X 1,2 3 710 1 OMMON 682128103 91525 2775 OMINVISION TECHNOLOGIES INC C 4,808 354,300 X 1,2 2 6 V BND 681904AD0 51959 8082 OMNICARE CVT C 31,094 823,298 X 1,2 7 13258 5 OMMON 681904108 97100 2775 OMNICARE INC C 9,074 380,775 X 1,2 2 900 8 OMMON 681919106 05400 09754 OMNICOM GROUP C 40,053 620,004 X 1,2 4 3850 2 OMMON 682129101 78000 85225 OMNOVA SOLUTIONS INC C 4,285 1,063,225 X 1,2 7 2 UT FND 68380E601 969 OPPENHEIMER QUEST BAL M 25 1,969 X 1,2 1 OMMON 68389X105 25125 10585 ORACLE CORP C 14,916 1,381,147 X 1,2 5 30075 8 OMMON 671040103 150 OSI PHARMACEUTICALS INC C 19 1,150 X 1,2 1 V PFD 690733209 236091 1679 OWENS CORNING CAP LLC C 71 1,346,197 X 1,2 1 88428 2 OMMON 69333Y108 01500 3900 P F CHANGS CHINA BISTRO INC C 11,959 329,450 X 1,2 2 44050 8 OMMON 69331C108 00 P G & E CORP C 3 200 X 1,2 2 OMMON 695156109 23625 6200 PACKAGING CORP OF AMERICA C 5,862 321,375 X 1,2 2 1550 9 UT FND 695923862 00 PAINEWEBBER GEODYNE ENERGY M 12 500 X 1,2 5 OMMON 696429307 00 PALL CORP C 2 100 X 1,2 1 OMMON 69840W108 98850 7900 PANERA BREAD CO CL A C 10,970 315,150 X 1,2 1 38400 7 OMMON 700690100 99300 0575 PARK PLACE ENTERTAINMENT C 3,971 472,785 X 1,2 3 2910 7 V BND 701081AD3 55946 498 PARKER DRILLING CVT SUB NTS C 2,982 209,747 X 1,2 1 47303 6 OMMON 701094104 5500 PARKER HANNIFIN C 1,176 25,500 X 1,2 2 OMMON G6852T105 3500 PARTNERRE LTD C 700 13,500 X 1,2 1 OMMON 702145103 09500 34175 PARTY CITY CORP C 4,124 343,675 X 1,2 2 1 OMMON 703481101 84500 2650 PATTERSON-UTI ENERGY INC C 9,381 310,925 X 1,2 1 53775 7 OMMON 704379106 5400 6600 PAYLESS SHOESOURCE INC C 5,250 102,000 X 1,2 8 1 DR 705015105 850 PEARSON PLC-SPONS ADR A 83 8,850 X 1,2 8 OMMON 705107100 17075 07575 PEC SOLUTIONS INC C 14,304 478,400 X 1,2 3 53750 1 OMMON 705324101 48900 7075 PEDIATRIX C 8,480 211,675 X 1,2 1 15700 4 OMMON 705560100 79150 1850 PEETS COFFEE & TEA INC C 4,818 341,000 X 1,2 2 6 OMMON 705906105 72625 07150 PEGASUS SOLUTIONS INC C 3,809 379,775 X 1,2 2 1 OMMON 707569109 36300 29225 PENN NATIONAL GAMING INC C 8,346 526,250 X 1,2 3 60725 1 OMMON 708160106 000 PENNEY JC CO INC C 23 1,000 X 1,2 1 OMMON 711030106 33 PEOPLES ENERGY CORP C 21 533 X 1,2 5 OMMON 713409100 50 15 PEPSI BOTTLING GROUP INC C 30 1,165 X 1,2 2 9 OMMON 71343P200 54275 5775 PEPSIAMERICAS INC C 2,443 181,890 X 1,2 1 1840 2 OMMON 713448108 82937 10074 PEPSICO INC C 38,921 921,861 X 1,2 4 19350 4 OMMON 714290103 252700 73075 PERRIGO CO C 20,968 1,725,775 X 1,2 1 4 OMMON 716016209 5600 3900 PETCO ANIMAL SUPPLIES INC C 4,297 183,325 X 1,2 8 43825 5 OMMON 29871D874 9900 PETRO CANADA C 605 19,900 X 1,2 1 OMMON 717081103 10169 056214 PFIZER INC C 92,736 3,033,563 X 1,2 9 52080 2 OMMON 717124101 8700 300 PHARMACEUTICAL PRODUCT DEV C 2,664 91,000 X 1,2 8 2 OMMON 71713U102 2715 46950 PHARMACIA CORP C 21,375 511,365 X 1,2 5 6600 4 OMMON 718009608 61625 69500 PHILADELPHIA SUBURBAN CORP C 13,029 632,475 X 1,2 4 1350 1 OMMON 718154107 4535 2300 PHILIP MORRIS COS INC C 4,224 104,210 X 1,2 4 1625 5 V PFD 718252703 562,988,8 74204850 PHILIPPINE LONG DIST TEL CNV P C 42,621 3,568,305,762X 1,2 , ,112,025 3 DR 500472303 742 2755 PHILIPS ELECTRONICS -NY REG SH A 380 21,497 X 1,2 8 1 OMMON 298EUR116 3600 PHILIPS ELECTRONICS NV C 1,115 63,600 X 1,2 6 UT FND 719135709 7 PHOENIX SENECA M/C EDGE M 1 87 X 1,2 8 OMMON 719405102 4600 5500 PHOTRONICS INC C 1,919 140,100 X 1,2 8 5 OMMON 720279108 0075 PIER 1 IMPORTS INC DEL C 191 10,075 X 1,2 1 UT FND 72200P341 193 PIMCO RCM BIOTECHNOLOGY FD M 20 1,193 X 1,2 1 UT FND 693390429 379 PIMCO TOTAL RETURN FD-C M 89 8,379 X 1,2 8 OMMON 723484101 000 850 PINNACLE WEST CAPITAL CORP C 336 9,850 X 1,2 1 8 UT FND 72387Q302 108 PIONEER SMALL CAP VALUE FD C M 23 1,108 X 1,2 1 OMMON 723877106 003 PIONEER STD ELECTRS C 83 9,003 X 1,2 9 OMMON 724479100 7500 PITNEY BOWES C 898 27,500 X 1,2 2 OMMON 726900103 7600 4250 PLANAR SYSTEMS INC C 3,339 161,850 X 1,2 9 6 OMMON G7127P100 68750 2875 PLATINUM UNDERWRITERS HLDGS C 8,494 322,355 X 1,2 2 730 5 OMMON 728117300 700 PLAYBOY ENTERPRISES-CL B C 98 9,700 X 1,2 9 lobal D 72917Q103 3765 PLIVA D.D. -GDR REG S G 340 23,765 X 1,2 2 OMMON 729251108 05 644 PLUM CREEK TIMBER CO INC C 48 2,049 X 1,2 4 1 OMMON 693419202 32875 57775 PMA CAPITAL CORP - CL A C 8,464 590,650 X 1,2 4 1 OMMON 693475105 89625 5700 PNC FINANCIAL SERVICES C 12,863 307,000 X 1,2 2 1675 1 V BND 730448AE7 89830 9070 POGO PRODUCING CO CVT SUB NTS C 21,485 473,272 X 1,2 3 34372 4 DR 693483109 985 POHANG IRON & STEEL SPON ADR A 49 1,985 X 1,2 1 OMMON 731068102 400 POLARIS INDUSTRIES INC C 258 4,400 X 1,2 4 OMMON 731572103 3600 POLO RALPH LAUREN CORP C 296 13,600 X 1,2 1 OMMON 73179P106 43775 0325 POLYONE CORP C 1,270 324,100 X 1,2 2 8 OMMON 734119100 10025 7675 PORT FINANCIAL CORP C 12,837 287,700 X 1,2 2 7 DR PORTUGAL TELECOM SGPS ADR A 737273102 1 X 1,2 1 OMMON 29871E617 940 POSCO C 293 2,940 X 1,2 2 OMMON 73755L107 377 POTASH CORP OF SASKATC HEWAN C 88 1,377 X 1,2 1 OMMON 739308104 20 POWER-ONE INC C 1 220 X 1,2 2 OMMON 74005P104 75119 46065 PRAXAIR INC C 42,061 728,084 X 1,2 5 6900 1 OMMON 74022D100 040 PRECISION DRILLIN CORP C 66 2,040 X 1,2 2 OMMON 29871C140 0650 PRECISION DRILLING CORP C 1,956 60,650 X 1,2 6 OMMON 74045Q104 69650 0950 PREMCOR INC C 4,477 201,400 X 1,2 1 800 3 OMMON 8515 PREMIER HOLDINGS P/P C 74050L925 18,515 X 1,2 1 OMMON 740706106 2000 2000 PRENTISS PROPERTIES TRUST C 962 34,000 X 1,2 1 2 V BND 741130AA6 246672 22954 PRESTON CORP SUB DEB CONV C 9,026 1,730,554 X 1,2 1 360929 1 OMMON 74153Q102 57675 325 PRIDE INTERNATIONAL INC C 2,414 162,000 X 1,2 1 4 OMMON 74251V102 4218 PRINCIPAL FINANCIAL GROUP C 730 24,218 X 1,2 2 OMMON 74264T102 93925 3025 PRIORITY HEALTHCARE CORP CL B C 5,497 236,950 X 1,2 1 4 OMMON 74267C106 28925 3975 PROASSURANCE CORP C 6,571 312,900 X 1,2 2 8 OMMON 742718109 6970 85079 PROCTER & GAMBLE C 50,522 587,874 X 1,2 8 9725 4 OMMON 743263105 550 PROGRESS ENERGY INC C 111 2,550 X 1,2 2 OMMON 743312100 6550 6325 PROGRESS SOFTWARE CORP C 1,591 122,875 X 1,2 8 3 OMMON 743410102 0050 PROLOGIS C 1,259 50,050 X 1,2 5 OMMON 74346P102 73700 01025 PROQUEST CO C 7,345 374,725 X 1,2 2 1 OMMON 743674103 12000 1525 PROTECTIVE LIFE CORP C 4,775 173,525 X 1,2 1 6 OMMON 74406A102 300 PROVIDIAN FINANCIAL COPR C 41 6,300 X 1,2 6 OMMON 743977100 96600 84300 PROVINCE HEALTHCARE CO C 6,625 680,900 X 1,2 4 1 OMMON 744320102 26533 32360 PRUDENTIAL FINANCIAL INC C 37,310 1,175,477 X 1,2 6 10000 5 OMMON 646242008 955500 PT INDAH KIAT PULP & PAPER C 161 9,955,500 X 1,2 9 OMMON 744573106 000 PUB SVC ENTERPRISE GROUP INC C 32 1,000 X 1,2 1 UT FND 746761204 758 PUTNAM GRWTH & INC FD CL B M 94 6,758 X 1,2 6 UT FND 746778109 44 PUTNAM HEALTH SCIENCES TR-A M 42 844 X 1,2 8 UT FND 746916105 29 PUTNAM NEW OPPTYS A M 12 429 X 1,2 4 UT FND 746888106 750 PUTNAM UTILITIES GR & INC-A M 12 1,750 X 1,2 1 UT FND 000 PW EQUITY PTNRS LTD 2 M 69574C203 7,000 X 1,2 7 UT FND 695923888 50 PW GEODYNE ENERGY PTNR 11C M 22 750 X 1,2 7 OMMON 747277101 14350 1275 QLOGIC CORP C 6,445 186,750 X 1,2 1 1125 7 OMMON 747316107 23100 0850 QUAKER CHEMICAL CORP C 4,732 203,950 X 1,2 1 8 OMMON 747525103 4930 75174 QUALCOMM INC C 9,529 261,868 X 1,2 7 7975 1 OMMON 747620102 69550 2800 QUANEX CORP C 7,784 232,350 X 1,2 1 6 V BND 747906AC9 69066 6087 QUANTUM CORP SUB CONV NTS C 30,882 753,264 X 1,2 5 98111 8 OMMON 74834L100 8325 34350 QUEST DIAGNOSTICS INC C 11,657 204,875 X 1,2 6 2200 1 OMMON 74834T103 55575 92950 QUEST SOFTWARE INC C 9,198 892,100 X 1,2 5 143575 1 OMMON 748356102 04050 6400 QUESTAR CORP C 6,729 241,880 X 1,2 2 1430 3 OMMON 748767100 000 000 QUINTILES TRANSNATIONAL C 61 5,000 X 1,2 2 3 OMMON 74913K106 500 QUOVADX INC C 4 1,500 X 1,2 1 OMMON 749121109 118025 7450 QWEST COMMUNICATIONS INTL C 11,134 2,226,750 X 1,2 2 11275 9 OMMON 74955W307 06750 25250 R H DONNELLEY C 27,350 933,130 X 1,2 7 1130 2 OMMON 750069106 6700 RACING CHAMPIONS ERTL CORP C 228 16,700 X 1,2 1 OMMON 75040P405 46650 5650 RADIO ONE INC CL D NON VTG C 4,523 313,425 X 1,2 1 71125 9 OMMON 750438103 000 RADIOSHACK CORP C 94 5,000 X 1,2 5 OMMON 751028101 13650 53200 RALCORP HOLDINGS INC C 14,251 566,850 X 1,2 4 1 lobal D 751881103 5800 RANBAXY LABORATORIES - SP GDR G 328 25,800 X 1,2 2 OMMON 755111507 89317 3197 RAYTHEON CO C 12,773 415,389 X 1,2 3 2875 2 OMMON 75689M101 5725 2950 RED ROBIN GOURMET BURGERS C 1,385 108,675 X 1,2 6 4 OMMON 758766109 2650 5400 REGAL ENTERTAINMENT GROUP-A C 2,100 98,050 X 1,2 8 1 OMMON 758865109 041375 53550 REGENT COMMUNICATIONS INC C 8,244 1,394,925 X 1,2 1 3 OMMON 759509102 88575 1425 RELIANCE STEEL & ALUMINUM C 5,418 260,000 X 1,2 1 7 OMMON 75952B105 30 36 RELIANT RESOURCES INC C 3 866 X 1,2 6 2 OMMON 759594302 54700 26100 REMINGTON OIL & GAS CO RP C 7,890 480,800 X 1,2 3 1 OMMON 759930100 96900 6600 RENAL CARE GROUP INC C 12,450 393,500 X 1,2 2 9 DR 76026T205 300 REPSOL ADR A 43 3,300 X 1,2 3 OMMON 760282103 74686 12846 REPUBLIC BANCORP C 9,269 787,532 X 1,2 5 2 OMMON 760759100 75 REPUBLIC SERVICES INC C 6 275 X 1,2 2 OMMON 761152107 875 RESMED INC C 57 1,875 X 1,2 1 OMMON 76122Q105 03350 7325 RESOURCES CONNECTION INC C 5,184 223,350 X 1,2 1 52675 6 DR 76132M102 5738 3487 REUTERS HLDGS PLC ADS A 133 7,749 X 1,2 - 1 OMMON 761695105 62650 1900 REYNOLDS & REYNOLDS CO C 5,493 215,650 X 1,2 1 1100 5 OMMON 74955J108 16400 26800 RFS HOTEL INVESTORS INC C 9,157 843,200 X 1,2 6 2 V BND 763165AB3 03121 51750 RICHARDSON ELEC SUB DEB CONV C 14,719 858,939 X 1,2 6 104068 1 DR 767204100 472 RIO TINTO PLC SPON ADR A 117 1,472 X 1,2 1 OMMON 76182K105 031 RJ REYNOLDS TOBACCO HLDGS C 170 4,031 X 1,2 4 OMMON 749607107 2775 7225 RLI CORPORATION C 2,790 100,000 X 1,2 7 2 OMMON 769742107 75 ROADWAY CORP C 6 175 X 1,2 1 OMMON 770196103 76000 05100 ROBBINS & MYERS INC C 7,012 381,100 X 1,2 2 1 OMMON 772739207 29600 3150 ROCK-TENN CO CL A C 4,216 312,750 X 1,2 2 8 OMMON 773903109 160 ROCKWELL AUTOMATION INC C 86 4,160 X 1,2 4 OMMON 774341101 23850 2900 ROCKWELL COLLINS C 4,130 177,550 X 1,2 1 800 5 V BND 775109AE1 760369 74955 ROGERS COMM INC CONV C 70,799 3,222,790 X 1,2 2 87467 3 OMMON 775133101 55025 7625 ROGERS CORP C 4,086 183,660 X 1,2 1 1010 2 OMMON 775371107 00 8300 ROHM & HAAS C 604 18,600 X 1,2 3 1 OMMON 29871B290 2100 ROHM COM LTD C 1,541 12,100 X 1,2 1 OMMON 776696106 25 ROPER INDUSTRIES INC C 5 125 X 1,2 1 DR ROSTELECOM SPON ADR A 778529107 5 X 1,2 5 OMMON ROYAL BANK OF CANADA C 780087102 1 X 1,2 1 OMMON V7780T103 1675 ROYAL CARIBBEAN CRUISES LTD C 195 11,675 X 1,2 1 DR 780257804 0645 9166 ROYAL DUTCH PETROLEUM CO ADR A 4,411 100,211 X 1,2 5 400 4 OMMON 749685103 62525 9557 RPM INC OHIO C 5,560 363,852 X 1,2 2 1770 9 DR 783513104 792 RYANAIR HLDGS ADR A 109 2,792 X 1,2 2 UT FND 78462F103 0519 S & P 500 DEPOSITARY RCPT M 1,810 20,519 X 1,2 2 OMMON 595635103 00 S & P MID-CAP DEP RECPT C 47 600 X 1,2 6 OMMON 78645R107 59675 7550 SAFENET INC C 8,042 317,225 X 1,2 2 5 OMMON 786514208 415 SAFEWAY INC C 103 4,415 X 1,2 4 OMMON 786598102 17685 86275 SAGA COMMUNICATIONS INC-CL A C 11,475 603,960 X 1,2 4 1 OMMON 29871D387 13300 SAIPEM C 757 113,300 X 1,2 1 UT FND 795477108 59 SALOMON BROTHERS FUND M 3 359 X 1,2 3 96050888 Samsung EL/SP GDR SMSN LI 7 56 420 X 1,2 OMMON 29871A425 300 SAMSUNG ELECTRONICS CO LTD C 1,414 5,340 X 1,2 5 40 V BND 800907AB3 91049 8684 SANMINA CORP CVT C 36,760 256,800 X 1,2 1 27067 3 V BND 800907AD9 8083 6725 SANMINA CORP SUB CONV ZERO CPN C 7,131 113,445 X 1,2 7 18637 1 OMMON 29871D239 0000 SANOFI SYNTHELABO SA C 1,834 30,000 X 1,2 3 OMMON 29871A409 65950 SAPPI LIMITED C 2,261 169,450 X 1,2 1 3500 DR 803069202 017473 0000 SAPPI LTD -SPONS ADR A 13,583 1,027,473 X 1,2 1 1 OMMON 803111103 14142 7269 SARA LEE C 3,235 143,711 X 1,2 1 2300 2 OMMON 78387G103 15184 29766 SBC COMMUNICATIONS INC C 45,442 1,676,225 X 1,2 7 13075 9 OMMON 80589M102 000 0000 SCANA CORP C 650 21,000 X 1,2 1 2 OMMON 806605101 6020 2572 SCHERING-PLOUGH C 3,077 138,592 X 1,2 5 8 OMMON 806857108 500 32508 SCHLUMBERGER LTD C 10,272 244,064 X 1,2 6 3025 2 OMMON 807066105 07025 575 SCHOLASTIC CORP C 4,084 113,600 X 1,2 1 6 OMMON 807863105 04850 7325 SCHOOL SPECIALTY INC C 2,841 142,175 X 1,2 1 3 OMMON 808655104 00 SCIENTIFIC ATL C 9 800 X 1,2 8 OMMON 808905103 00 SCIOS INC C 7 200 X 1,2 2 OMMON 810186106 3275 4250 SCOTTS COMPANY C 4,783 97,525 X 1,2 7 2 OMMON 811054204 50 SCRIPPS CO (E.W.) -CL A C 50 650 X 1,2 6 OMMON 81111T102 85921 44112 SCS TRANSPORTATION INC C 5,253 530,033 X 1,2 3 1 UT FND 811165505 601 SCUDDER EMRG MRKS GRWI M 15 1,601 X 1,2 1 UT FND 811165406 298 SCUDDER GREATER EURO GRWTH FD M 23 1,298 X 1,2 1 UT FND 811165109 096 SCUDDER INTERNATIONAL FUND M 155 5,096 X 1,2 5 losed E 81123W101 000 SCUDDER STRATEGIC INC TRUST FD C 21 2,000 X 1,2 2 OMMON 812387108 225 709 SEARS ROEBUCK & CO C 166 6,934 X 1,2 4 2 OMMON 813114105 47325 3225 SECOND BANCORP INC C 5,580 210,550 X 1,2 1 6 OMMON 81616X103 6850 SELECT COMFORT CORPORATION C 158 16,850 X 1,2 1 UT FND 816333108 76 SELIGMAN COMM & INFO FD A M 6 376 X 1,2 3 UT FND 81634R104 500 0000 SELIGMAN NEW TECHNOLOGIES 2 M 86 24,500 X 1,2 4 2 OMMON 817492101 39175 64900 SERENA SOFTWARE INC C 10,797 683,800 X 1,2 4 79725 1 DR 822703609 30 00 SHELL TRNSPORT & TRADING ADR A 36 930 X 1,2 3 6 OMMON 824911101 0000 SHOPKO STORES INC C 249 20,000 X 1,2 2 OMMON 2987038G7 97000 SIAM COMMERCIAL BANK FOR REG C 131 197,000 X 1,2 1 OMMON 827064106 95 SILICON VALLEY BANCSHA RES C 4 195 X 1,2 1 OMMON 828806109 34000 6883 SIMON PROPERTY GROUP INC C 7,185 210,883 X 1,2 1 7 OMMON 29871A821 45000 SINGAPORE PRESS HOLDINGS C 1,521 145,000 X 1,2 1 OMMON 83001P109 5200 SIX FLAGS INC C 201 35,200 X 1,2 3 OMMON 29871D577 30 SK TELECOM C 160 830 X 1,2 8 DR 78440P108 810 SK TELECOM CO LTD -ADR A 145 6,810 X 1,2 4 2000 OMMON 83088M102 24775 93875 SKYWORKS SOLUTIONS INC C 7,430 861,975 X 1,2 5 143325 1 OMMON 78442P106 7045 8250 SLM CORP C 12,273 118,170 X 1,2 4 2875 6 OMMON 832110100 6000 SMITH INTL C 522 16,000 X 1,2 1 UT FND 834062101 078 SOGEN INTL FUND M 27 1,078 X 1,2 1 OMMON 2980003Q1 9200 SONY CORP C 1,638 39,200 X 1,2 3 DR 835699307 453 SONY CORP ADR A 101 2,453 X 1,2 2 DR SOUTH AFRICAN BREWER SP ADR A 836216309 9 X 1,2 9 OMMON 842587107 700 9700 SOUTHERN CO C 1,025 36,080 X 1,2 8 1280 1 OMMON 844730101 75 SOUTHTRUST CORP C 4 175 X 1,2 1 OMMON 844741108 2150 0250 SOUTHWEST AIRLINES C 874 62,850 X 1,2 4 450 2 OMMON 847220209 54000 72000 SPARTECH CORP C 12,914 626,000 X 1,2 4 1 OMMON 852061100 000 070 SPRINT CORP C 215 14,870 X 1,2 3 6 OMMON 852061506 000 386 SPRINT CORP (PCS GROUP) C 37 8,586 X 1,2 1 1 OMMON 790849103 38 ST JUDE MEDICAL INC C 46 1,178 X 1,2 7 OMMON 792860108 56000 0063 ST PAUL COS C 8,038 236,063 X 1,2 1 8 OMMON 85375C101 63700 35775 STANDARD PACIFIC CORP C 14,863 600,535 X 1,2 4 1060 1 OMMON 854616109 6500 1700 STANLEY WORKS C 1,321 38,200 X 1,2 1 2 lobal D 856552104 3800 STATE BANK OF INDIA GDR G 190 13,800 X 1,2 1 UT FND 857483200 481 STATE ST RESRCH INV TR CL-A M 18 2,481 X 1,2 2 UT FND 857483101 8901 STATE STR INVT CORP M 136 18,901 X 1,2 1 OMMON 857477103 800 798 STATE STREET CORP C 374 9,598 X 1,2 4 4 OMMON 857689103 96425 5625 STATION CASINOS INC C 6,408 362,050 X 1,2 2 6 OMMON P8744Y102 1800 STEINER LEISURE LTD C 164 11,800 X 1,2 1 OMMON 858495104 600 600 STEINWAY MUSICAL INSTRUMENTS I C 264 16,200 X 1,2 9 6 OMMON 858912108 8225 1500 STERICYCLE INC C 3,375 104,225 X 1,2 4 24500 3 OMMON 859152100 000 STERIS CORP C 49 2,000 X 1,2 2 OMMON 860342104 71975 39900 STEWART & STEVENSON SVCS INC C 7,238 511,875 X 1,2 3 1 OMMON 860831106 700 STILWELL FINANCIAL INC C 114 8,700 X 1,2 8 DR 861012102 5631 00 STMICROELECTRONICS NV-NY SHS A 1,509 77,331 X 1,2 7 1400 3 OMMON 29850EUR8 84900 STORA ENSO OYJ R SHS C 3,035 287,800 X 1,2 2 2900 DR 86210M106 0848 STORA ENSO OYJ SPON ADR A 113 10,848 X 1,2 1 OMMON 862111200 11725 6925 STORAGE TECH CORP C 5,355 250,020 X 1,2 2 1370 3 OMMON 863111100 00 STRATTEC SECURITY CORP C 14 300 X 1,2 3 OMMON 863236105 00475 2900 STRAYER EDUCATION INC C 7,094 123,375 X 1,2 1 2 UT FND 862917309 04 STRONG GROWTH & INCOME M 11 704 X 1,2 7 UT FND 862916608 72 STRONG GROWTH 20 FD-INV M 5 472 X 1,2 4 OMMON 863667101 2650 780 STRYKER CORP C 1,472 21,930 X 1,2 1 100 8 OMMON 866810104 400 1340 SUN MICROSYSTEMS C 133 42,740 X 1,2 1 4 OMMON 867363103 205081 93445 SUNGARD DATA SYSTEMS C 35,794 1,519,275 X 1,2 1 19150 2 OMMON 86764P109 000 SUNOCO INC C 33 1,000 X 1,2 1 OMMON 867914103 340 00 SUNTRUST BANK C 503 8,840 X 1,2 8 5 OMMON 868536103 14525 1850 SUPERVALU INC C 4,916 297,750 X 1,2 2 1375 8 OMMON 868873100 03275 9525 SURMODICS INC C 4,662 162,550 X 1,2 1 19750 3 OMMON 29871D510 8790 SWISS RE REGS C 1,928 29,390 X 1,2 2 600 OMMON 871130100 24 SYBASE INC C 8 624 X 1,2 6 OMMON 871142105 84150 03200 SYBRON DENTAL SPECIALTIES INC C 5,752 387,350 X 1,2 2 1 OMMON 871399101 6725 SYLVAN LEARNING SYSTEMS INC C 274 16,725 X 1,2 1 OMMON 871503108 30650 20600 SYMANTEC CORP C 10,254 253,125 X 1,2 1 1875 1 OMMON 871951109 4194 SYMPHONIX DEVICES INC C 1 14,194 X 1,2 1 OMMON 871829107 00975 71775 SYSCO CORP C 29,453 988,675 X 1,2 2 10725 7 UT FND 77956H203 055 T ROWE PRICE INTL M 72 8,055 X 1,2 8 UT FND 77956H401 911 T. ROWE EUROPEAN STOCK FUND M 63 4,911 X 1,2 4 UT FND 779552207 783 T. ROWE PRICE EXD EQ MKT IDX M 22 2,783 X 1,2 2 DR 874039100 34989 TAIWAN SEMICONDUCTOR ADR A 983 139,395 X 1,2 1 OMMON 874054109 700 TAKE-TWO INTERACTIVE SOFTWARE C 157 6,700 X 1,2 6 OMMON 874161102 0 TALBOTS INC C 1 50 X 1,2 5 OMMON 87612E106 95775 67784 TARGET CORP C 41,773 1,392,434 X 1,2 4 20975 8 OMMON M8737E108 850 TARO PHARMACEUTICAL INDS LTD C 295 7,850 X 1,2 7 OMMON 872275102 4900 TCF FINANCIAL CORP C 1,088 24,900 X 1,2 2 OMMON 878237106 00 TECH DATA C 8 300 X 1,2 3 OMMON 878377100 100 5750 TECHNE CORP C 1,995 69,850 X 1,2 4 6 OMMON 878555101 80100 43600 TECHNITROL INC C 8,453 523,700 X 1,2 3 1 OMMON 872375100 000 TECO ENERGY INC C 15 1,000 X 1,2 1 OMMON 879101103 66400 11525 TEKELEC C 8,129 777,925 X 1,2 5 2 OMMON 879131100 7000 0400 TEKTRONIX C 2,317 127,400 X 1,2 7 5 DR 879246106 5800 TELE NORTE LESTE PART A 190 25,800 X 1,2 2 OMMON 879369106 5700 1250 TELEFLEX INC C 2,887 67,320 X 1,2 5 370 1 DR 879382208 34 TELEFONICA DE ESPANA ADR A 12 434 X 1,2 4 DR 879403780 800 TELEFONOS DE MEXICO SP ADR L A 90 2,800 X 1,2 2 DR 87943Q109 985 TELEKOM AUSTRIA AG ADR A 119 5,985 X 1,2 5 OMMON 87959M109 11050 5550 TELIK INC C 3,960 339,600 X 1,2 2 43000 8 OMMON 879868107 8750 9199 TEMPLE INLAND INC C 4,860 108,469 X 1,2 7 520 2 UT FND 88018W104 1654 TEMPLETON DEV MKTS TR CL I M 217 21,654 X 1,2 2 UT FND 880192109 281 TEMPLETON EMERG MKTS INC FD M 26 2,281 X 1,2 2 UT FND 35361F881 236 TEMPLETON GLOBAL LONG/SHT A M 73 7,236 X 1,2 7 OMMON 88033G100 33550 8775 TENET HEALTHCARE CORP C 13,067 796,775 X 1,2 7 4450 5 OMMON 872384102 800 TEPPCO PARTNERS L P C 78 2,800 X 1,2 2 OMMON 88162G103 912 TETRA TECH INC C 23 1,912 X 1,2 1 OMMON 88162F105 21775 5025 TETRA TECHNOLOGIES INC C 3,565 166,800 X 1,2 1 4 DR 881624209 3151 TEVA PHARMACEUTICALS - SP ADR A 1,666 43,151 X 1,2 4 OMMON 882508104 2291 6840 TEXAS INSTRUMENTS C 2,042 136,004 X 1,2 8 300 4 OMMON 883203101 00 TEXTRON INC C 26 600 X 1,2 6 V PFD 883203200 108 TEXTRON INC CV PFD A C 79 2,108 X 1,2 2 OMMON 2980003W8 93000 THAI FARMERS BANK C 274 393,000 X 1,2 3 OMMON 55472104 71575 8450 THE BISYS GROUP INC C 3,835 241,185 X 1,2 1 1160 6 OMMON 587118100 18550 56050 THE MENS WEARHOUSE INC C 9,854 574,600 X 1,2 4 1 UT FND 413838103 426 THE OAKMARK FUND M 43 1,426 X 1,2 1 OMMON 69344M101 400 6100 THE PMI GROUP C 856 28,500 X 1,2 2 2 OMMON 254687106 598877 78056 THE WALT DISNEY CO C 29,303 1,796,633 X 1,2 1 9300 1 V BND 99FUUGII4 4105 THERMEDICS INC CONV ZERO CPN C 2,058 64,105 X 1,2 6 OMMON 883556102 100 THERMO ELECTRON CORP C 103 5,100 X 1,2 5 OMMON 00 THISTLE MINING INC C 88431N103 300 X 1,2 3 OMMON 88632Q103 62550 28600 TIBCO SOFTWARE INC C 3,849 622,850 X 1,2 2 131700 2 OMMON 872540109 000 3000 TJX COMPANIES INC C 937 48,000 X 1,2 5 4 OMMON 115660201 9050 7000 TOM BROWN INC C 2,930 116,720 X 1,2 9 670 1 OMMON G8915Z102 00 TOMMY HILFIGER CORP C 3 400 X 1,2 4 OMMON 890333107 92 TOO INC C 7 292 X 1,2 2 OMMON 891027104 500 000 TORCHMARK CORP C 347 9,500 X 1,2 1 8 OMMON 891160509 372 TORONTO-DOMINION BANK C 95 4,372 X 1,2 4 DR 89151E109 370 TOTAL FINA ELF SA -SP ADR A 98 1,370 X 1,2 1 OMMON 2980003Z1 9575 TOTAL FINA SA-B C 2,839 19,875 X 1,2 1 300 OMMON 891707101 65825 61225 TOWER AUTOMOTIVE INC C 5,972 1,327,050 X 1,2 9 3 OMMON 892356106 16050 5775 TRACTOR SUPPLY CO C 5,333 141,825 X 1,2 1 2 OMMON 893526103 700 TRANSCANADA C 83 5,700 X 1,2 5 OMMON G90078109 83 73 TRANSOCEAN SEDCO FOREX INC C 27 1,156 X 1,2 4 6 OMMON 89420G406 992 528 TRAVELERS PROP CASUAL T-B-W/I C 110 7,520 X 1,2 3 3 OMMON 89420G109 5154 3205 TRAVELERS PROP CASUALTY CL A C 1,315 89,776 X 1,2 2 14600 4 OMMON 894650100 40100 2400 TREDEGAR INDS C 2,888 192,500 X 1,2 1 5 UT FND 895436103 3861 TRI CONTL CORP M 581 43,861 X 1,2 4 OMMON 896047107 47699 92266 TRIBUNE CO C 52,023 1,144,365 X 1,2 1 4400 9 OMMON 896106101 006270 8380 TRICO MARINE SERVICES INC C 7,535 2,262,684 X 1,2 2 208034 4 OMMON 896263100 6675 2550 TRIMERIS INC C 2,983 69,225 X 1,2 5 1 V BND 89674KAB9 7817 5767 TRIQUINT SEMICONDUCTOR CVT SUB C 5,861 111,725 X 1,2 5 18142 3 OMMON 899165104 8900 900 TULARIK INC C 155 20,800 X 1,2 1 1 OMMON 873168108 00 4500 TXU CORP C 278 14,900 X 1,2 4 1 OMMON 902124106 438021 99055 TYCO INTERNATIONAL LTD C 29,834 1,746,694 X 1,2 1 9618 2 OMMON 902252105 54125 8550 TYLER TECHNOLOGIES INC C 720 172,675 X 1,2 1 1 OMMON 29871D528 8000 UBS AG REGS C 3,791 78,000 X 1,2 7 UT FND 90262L735 38 UBS PACE INTL EQUITY FD M 1 138 X 1,2 1 OMMON 90262T308 66075 3800 UCBH HOLDINGS INC C 11,031 259,850 X 1,2 1 29975 6 OMMON 902788108 15 UMB FINANCIAL CORP C 4 115 X 1,2 1 OMMON 904214103 41250 0575 UMPQUA HOLDINGS CORP C 6,056 331,825 X 1,2 2 9 OMMON 907818108 2800 UNION PACIFIC C 766 12,800 X 1,2 1 V PFD 907824403 6285 UNION PACIFIC CAP TR CONV PFD C 2,563 36,285 X 1,2 3 OMMON 909214108 400 300 UNISYS CORP C 136 13,700 X 1,2 5 8 OMMON 909218109 43275 2050 UNIT CORP C 5,478 295,325 X 1,2 2 5 OMMON 91018B104 95550 9400 UNITED DEFENSE INDUSTRIES INC C 6,406 274,950 X 1,2 1 7 DR 910873207 6300 UNITED MICROELECTRONICS ADR A 223 66,300 X 1,2 6 OMMON 911268100 92000 88725 UNITED ONLINE INC C 12,359 775,300 X 1,2 4 94575 1 OMMON 911312106 00 UNITED PARCEL SERIVCE CL B C 57 900 X 1,2 9 OMMON 913017109 5038 8629 UNITED TECHNOLOGIES C 2,828 45,659 X 1,2 2 600 1 OMMON 91324P102 23040 57200 UNITEDHEALTH GROUP C 40,828 488,965 X 1,2 1 8075 3 UT FND 488902362 0 UNITS KEMPER TE INSD INCM #a-9 M 5 50 X 1,2 5 OMMON 37604204 1406 675 UNIVERSITYOF PHOENIX ONLINE C 3,372 94,081 X 1,2 9 2 OMMON 914906102 1650 300 UNIVISION COMMUNICATIONS CL A C 2,057 83,950 X 1,2 8 2 OMMON 91528W101 60 UNIZAN FINANCIAL CORP C 3 160 X 1,2 1 OMMON 915289102 1450 0500 UNOCAL CORP C 3,215 105,150 X 1,2 6 3200 4 OMMON 2980004C1 9900 UPM KYMMENE OYJ C 1,923 59,900 X 1,2 5 DR 915436109 455 UPM-KYMMENE OYJ SPONS ADR A 48 1,455 X 1,2 1 OMMON 902973304 43230 06551 US BANCORP C 29,030 1,368,065 X 1,2 9 18284 4 UT FND 903287308 8717 USAA INTERNATIONAL M 586 38,717 X 1,2 3 OMMON 916906100 75 USFREIGHTWAYS CORP C 5 175 X 1,2 1 OMMON 918076100 4800 UTSTARCOM INC C 293 14,800 X 1,2 1 OMMON 920355104 03900 1975 VALSPAR CORP C 11,766 266,325 X 1,2 2 450 6 losed E 920961109 000 VAN KAMPEN SENIOR INCOME TRS C 13 2,000 X 1,2 2 UT FND 921936209 797 222 VANGUARD PRIMECAP FUND M 121 3,020 X 1,2 1 1 UT FND 922908827 4473 868 VANGUARD SMALL CAP GRWTH FD M 214 23,341 X 1,2 1 8 UT FND 921909602 4135 VANGUARD TOTAL INTL STK INDX M 109 14,135 X 1,2 1 UT FND 921910600 939 360 VANGUARD U.S. GROWTH FUND M 197 6,299 X 1,2 3 2 UT FND 922018205 0211 VANGUARD WINDSOR II M 212 10,211 X 1,2 1 OMMON 922206107 84025 8000 VARIAN INC - INSTRUMENT C 7,231 252,025 X 1,2 1 6 OMMON 92220P105 0225 300 VARIAN MEDICAL SYSTEMS INC C 4,898 98,745 X 1,2 9 220 8 OMMON 922207105 61700 03475 VARIAN SEMICONDUCTOR EQUIPMENT C 9,947 418,625 X 1,2 2 53450 1 OMMON 92240G101 46075 2525 VECTREN CORP C 7,788 338,600 X 1,2 2 9 OMMON 92276H106 49900 4100 VENTANA MEDICAL SYSTEMS INC C 7,929 344,000 X 1,2 2 9 OMMON M97385112 58850 5300 VERISITY LTD C 3,700 194,150 X 1,2 1 3 OMMON 923436109 00 VERITAS SOFTWARE CORP C 28 1,770 X 1,2 2 OMMON 92343V104 5282 6222 VERIZON COMMUNICATIONS C 4,704 121,388 X 1,2 3 2284 7 V BND 92344GAN6 75372 3625 VERIZON GLOBAL FDG ZERO CPN C 30,795 422,963 X 1,2 3 3966 4 OMMON 925524100 300 825 VIACOM INC C 332 8,125 X 1,2 3 4 OMMON 925524308 42692 208652 VIACOM INC CL B C 72,760 1,785,090 X 1,2 5 27246 1 OMMON 92552R109 90600 7700 VIAD CORP C 7,800 349,010 X 1,2 2 710 5 DR 68370R109 0075 VIMPELCOM-SP ADR A 323 10,075 X 1,2 1 OMMON 927638106 2250 VIRAGEN INC C 3 22,250 X 1,2 2 OMMON 928298108 25 1900 VISHAY INTERTECHNOLOGY INC C 246 22,025 X 1,2 1 2 OMMON 92839Y109 6375 6125 VISTACARE INC CL A C 1,481 92,500 X 1,2 7 1 OMMON 928497106 00 VITESSE SEMICONDUCTOR CORP C 1 600 X 1,2 6 OMMON 92857W100 596351 VODAFONE GROUP PLC C 4,823 2,645,351 X 1,2 2 49000 DR 92857W100 716 000 VODAFONE GROUP PLC A 158 8,716 X 1,2 7 1 OMMON 929740108 33850 9350 WABTEC C 3,857 274,720 X 1,2 2 1520 3 OMMON 929903102 5946 601 WACHOVIA CORP (NEW) C 1,259 34,547 X 1,2 2 8 OMMON 930059100 491 WADDELL & REED FINANCIAL A C 88 4,491 X 1,2 4 OMMON 931422109 550 9911 WALGREEN CO C 1,899 65,061 X 1,2 1 5 OMMON 931142103 35235 37925 WAL-MART STORES INC C 60,850 1,204,710 X 1,2 2 20550 9 UT FND 936772102 441 WASATCH SMALL CAP GROWTH FUN M 246 9,441 X 1,2 9 UT FND 936793207 2225 WASATCH SMALL CAP VALUE FUND M 42 12,225 X 1,2 1 OMMON 939322103 19543 7200 WASHINGTON MUTUAL INC C 26,633 771,293 X 1,2 7 4550 4 OMMON 939640108 7 WASHINGTON POST CL B C 27 37 X 1,2 3 OMMON 940610108 680 WASHINGTON TRUST BANCORP C 189 9,680 X 1,2 9 OMMON 941053100 33900 6500 WASTE CONNECTIONS INC C 12,371 320,400 X 1,2 2 8 OMMON 94106L109 427492 09867 WASTE MANAGEMENT INC C 35,500 1,548,854 X 1,2 1 11495 1 OMMON 94113U100 01175 8500 WATER PIK TECHNOLOGIES C 1,771 240,935 X 1,2 2 1260 3 OMMON 942683103 055 WATSON PHARM C 30 1,055 X 1,2 1 OMMON G95089101 6250 750 WEATHERFORD INTL C 2,396 60,000 X 1,2 5 3 OMMON 94768C108 90750 6650 WEBMETHODS INC C 3,924 477,400 X 1,2 3 8 OMMON 947684106 05525 17875 WEBSENSE INC C 10,267 480,650 X 1,2 3 57250 1 OMMON 948626106 6975 700 WEIGHT WATCHERS INTL INC C 2,697 58,675 X 1,2 5 1 OMMON 948741103 10 WEINSGARTEN REALTY INVS SBI C 8 210 X 1,2 2 UT FND 949045108 4205 WEITZ SERIES VALUE FUND M 397 14,205 X 1,2 1 OMMON 949475107 0775 0775 WELLCHOICE INC C 1,723 71,950 X 1,2 6 400 1 OMMON 94973H108 650 WELLPOINT HEALTH NETWORKS C 657 9,230 X 1,2 8 OMMON 949746101 18584 80974 WELLS FARGO COMPANY C 76,264 1,627,147 X 1,2 8 15013 7 V BND 958102AF2 66132 6250 WESTERN DIGITAL CONV 144a W/RT C 13,782 452,381 X 1,2 3 8 V BND 958102AH8 03967 7374 WESTERN DIGITAL SUB CNV ZERO C 8,228 270,085 X 1,2 2 18743 4 V PFD 958259301 05355 1763 WESTERN GAS RES CONV PFD 5.25% C 5,795 138,063 X 1,2 1 10945 2 OMMON 960410108 700 WESTJET AIRLINES LTD C 38 3,700 X 1,2 3 DR 961214301 962 WESTPAC BANKING SPON ADR A 76 1,962 X 1,2 1 OMMON 961765104 43575 7274 WESTWOOD HOLDINGS GROUP INC C 2,962 220,849 X 1,2 1 7 OMMON 961815107 53500 4600 WESTWOOD ONE C 15,274 408,840 X 1,2 3 740 5 OMMON 962166104 25 4848 WEYERHAEUSER CO C 737 14,973 X 1,2 1 1 OMMON 963320106 15255 045 WHIRLPOOL CORP C 11,802 226,002 X 1,2 2 2000 8 OMMON 966837106 9475 825 WHOLE FOODS MARKET INC C 4,814 91,300 X 1,2 8 1 OMMON 96808B107 06775 82700 WILD OATS MARKETS INC C 7,115 689,475 X 1,2 5 1 OMMON 968223206 31450 32275 WILEY JOHN & SONS CL A C 23,154 964,335 X 1,2 7 610 2 OMMON 969904101 8525 775 WILLIAMS SONOMA INC C 2,750 101,300 X 1,2 9 2 OMMON 97650W108 2650 1125 WINTRUST FINANCIAL CORP C 3,250 103,775 X 1,2 6 4 DR 97651M109 925 WIPRO LTD ADR A 198 5,925 X 1,2 5 OMMON 976657106 0125 WISCONSIN ENERGY CORP C 255 10,125 X 1,2 1 OMMON 2 WORLDCOM INC - MCI GROUP C 98157D304 12 X 1,2 1 OMMON 00 WORLDCOM INC - WORLDCOM GROUP C 98157D106 300 X 1,2 3 OMMON 98235T107 53150 7200 WRIGHT MEDICAL GROUP INC C 3,673 210,350 X 1,2 1 5 OMMON 982526105 0824 WRIGLEY W M JR C 594 10,824 X 1,2 1 OMMON 983024100 5364 8653 WYETH CO C 5,270 140,917 X 1,2 7 1900 5 OMMON 98389B100 350 XCEL ENERGY INC C 59 5,350 X 1,2 5 OMMON 984121103 000 XEROX CORP C 32 4,000 X 1,2 4 V BND 984121BB8 338237 7930 XEROX CORP SUB DEB CONV C 125,221 1,545,890 X 1,2 1 139724 6 OMMON 983919101 76425 11770 XILINX INC C 14,340 696,120 X 1,2 1 6225 5 OMMON G98255105 32155 055 XL CAPITAL CORP C 10,673 138,160 X 1,2 1 950 5 OMMON 98385X106 00225 4350 XTO ENERGY INC C 3,818 154,575 X 1,2 1 5 OMMON 985509108 37050 04475 YELLOW CORP C 11,148 442,525 X 1,2 3 1000 1 DR 98849W108 750 YUKOS ADR A 245 1,750 X 1,2 1 OMMON 988498101 800 YUM! BRANDS INC C 44 1,800 X 1,2 1 OMMON 988858106 055 5200 ZALE CORP C 550 17,255 X 1,2 2 1 OMMON 98956P102 98885 00438 ZIMMER HOLDINGS INC C 50,766 1,222,693 X 1,2 3 22810 8 OMMON 989701107 95 ZIONS BANCORP C 19 495 X 1,2 4
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