-----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, G9YObDJCujac19k4mkb/T8GJAmEOlJkTedF1RwVKLkM3x5+bRJz0UpHGvicGfn8g n2M8CmoMzYdYwem+4eRgAQ== 0000312348-02-000036.txt : 20031208 0000312348-02-000036.hdr.sgml : 20031208 20020812111748 ACCESSION NUMBER: 0000312348-02-000036 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020812 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: 02726013 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 third13f2002r.txt
Cover Page TYPE 13F-HR PERIOD 06/30/2002 FILER CIK 0000312348 CCC gmrdvs*3 FILER SROS NONE NAME P. Giannakoulis PHONE 617-748-1782 Summary Page TYPE 13F-HR PERIOD 06/30/2002 FILER CIK 0000312348 CCC gmrdvs*3 SUBMISSION-CONTACT NAME P. Giannakoulis PHONE 617-748-1782 PG 1 FORM 13F OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 0 6/30/2002 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE 3COM COMMON 885535104 13 2,950X 123 500 2,450 3M CO COMMON 88579Y101 73,391 596,675X 123 164,847 10,225 418,292 99 CENTS ONLY STORES COMMON 65440K106 3,091 120,516X 123 73,650 43,733 3,133 A.C. MOORE ARTS & CRAF COMMON 00086T103 8,819 186,250X 123 176,150 10,100 AAIPHARMA INC COMMON 00252W104 7,104 316,000X 123 298,950 17,050 ABBOTT LABS COMMON 002824100 18,928 502,736X 123 356,317 1,300 138,269 ABERCROMBIE & FITCH CO COMMON 2896207 1 54X 123 54 ABGENIX INC COMMON 00339B107 7 760X 123 760 Accenture LTD G1150G111 31 1,610.00NONE ACCREDO HEALTH INC COMMON 00437V104 26,180 567,400X 123 456,250 36,000 75,150 ACE LTD COMMON G0070K103 25,281 800,027X 123 64,000 9,750 720,723 ACTEL CORP COMMON 4934105 19,000 903,900X 123 697,000 40,400 166,500 ACTION PERFORMANCE COS COMMON 4933107 14,215 449,850X 123 344,400 31,300 74,150 ACTIVISION INC COMMON 4930202 23,959 824,475X 123 725,075 50,500 48,900 ACTUANT CORP CL A COMMON 00508X203 10,856 263,180X 123 170,000 93,180 ACTUATE CORP COMMON 00508B102 6,535 1,452,200X 123 1,033,500 418,700 ACXIOM CORP COMMON 5125109 27,544 1,574,850X 123 1,080,000 88,900 405,950 ADC TELECOMMUNICATIONS COMMON 886101 4,406 1,924,223X 123 1,232,023 22,850 669,350 Adobe Systems Inc. 00724F101 17 603.00NONE ADTRAN INC COMMON 00738A106 10,040 528,400X 123 364,600 163,800 ADVANCED ENERGY INDS COMMON 7973100 5,362 241,750X 123 116,100 40,800 84,850 ADVANCED FIBRE COMM COMMON 00754A105 13,080 790,800X 123 584,500 206,300 Advent Software Inc. 007974108 21 810.00NONE ADVISORS INNER CIRCLE MUT FND 00758M576 326 21,971X 123 21,971 ADVISORY BOARD CO COMMON 00762W107 9,178 253,250X 123 239,800 13,450 ADVO INC COMMON 7585102 13,526 355,300X 123 245,400 109,900 AEROPOSTALE INC COMMON 7865108 4,274 156,150X 123 85,150 28,000 43,000 AES CORPORATION COMMON 00130H105 373 68,850X 123 50,900 17,950 AETNA INC-NEW COMMON 00817Y108 19,132 398,840X 123 155,890 9,550 233,400 AFC ENTERPRISES COMMON 00104Q107 2,522 80,700X 123 55,800 24,900 AFFILIATED COMPUTER SV COMMON 8190100 30,820 649,110X 123 245,835 12,175 391,100 AFFILIATED MANAGERS GR COMMON 8252108 24,586 399,776X 123 318,526 81,250 AFFYMETRIX CVT SUB NTS CV BND 00826TAD0 19,612 147,665X 123 104,456 24,922 18,287 AFFYMETRIX INC CVT 144 CV BND 00826TAC2 10,600 79,814X 123 59,658 6,231 13,925 AFLAC INC COMMON 1055102 24,614 769,196X 123 529,786 7,000 232,410 AGERE SYSTEMS INC CL A COMMON 00845V100 61X 123 12 26 23 AGERE SYSTEMS INC CL B COMMON 00845V209 2 1,566X 123 304 651 611 AGILENT TECHNOLOGIES I COMMON 00846U101 11,036 466,664X 123 381,939 2,000 80,511 AGL RESOURCES INC COMMON 1204106 7,271 313,400X 123 219,200 94,200 AIM BLUE CHIP FD CL A MUT FND 1413871 44 4,420X 123 4,420 AIM BLUE CHIP FUND B MUT FND 1413855 17 1,731X 123 1,731 AIM INTL EQUITY FD -B MUT FND 8882508 31 2,149X 123 2,149 AIM INTL EQUITY FUND MUT FND 8882102 52 3,455X 123 3,455 AIM VALUE FUND -B MUT FND 8879728 20 2,472X 123 2,472 AIR PRODS & CHEM COMMON 9158106 4,112 81,469X 123 21,050 60,419 AKSYS LTD COMMON 10196103 237 34,337X 123 34,337 ALASKA COMM SYSTEMS GR COMMON 01167P101 1,732 364,600X 123 218,300 146,300 ALBANY MOLECULAR RESEA COMMON 12423109 8,905 421,250X 123 295,750 125,500 ALBERTSONS INC COMMON 13104104 177 5,800X 123 5,800 ALCAN INC COMMON 13716105 93 2,480X 123 2,480 ALCOA INC COMMON 13817101 37,248 1,123,626X 123 569,710 14,850 531,644 ALLERGAN INC COMMON 18490102 10,953 164,084X 123 2,450 161,634 ALLETE INC COMMON 18522102 25,689 947,950X 123 688,250 259,700 ALLIANCE GROWTHJ FUND- MUT FND 01877F401 8 338X 123 338 ALLIANCE SELECT INT TE MUT FND 01878A500 15 5,000X 123 5,000 ALLIANCE TECHNOLOGY FU MUT FND 18780304 9 216X 123 216 ALLIANT ENERGY CORP COMMON 18802108 3,637 141,500X 123 115,900 25,600 ALLIED CAPITAL CORP COMMON 01903Q108 82 3,600X 123 3,600 ALLIED DOMECQ PLC COMMON 29871D965 2,413 368,800X 123 368,800 ALLMERICA FINANCIAL CO COMMON 19754100 46 1,000X 123 1,000 ALLSTATE CORP COMMON 20002101 18,979 513,216X 123 419,298 2,200 91,718 ALLTEL CORP COMMON 20039103 69 1,474X 123 1,133 341 ALPHARMA INC-CL A COMMON 20813101 7 400X 123 400 AMAZON.COM INC COMMON 23135106 11 650X 123 150 500 AMAZON.COM INC CVT CV BND 023135AF3 3,031 59,530X 123 9,868 7,049 42,613 AMAZON.COM INC CVT EUR CV BND 023135AG1 6,394 97,144X 123 66,891 6,670 23,583 AMBAC FINL GRP COMMON 23139108 934 13,900X 123 13,900 AMDOCS LTD COMMON G02602103 433 57,400X 123 57,400 AMERICA MOVIL-SERIES L ADR 02364W105 1,723 128,574X 123 125,774 2,800 AMERICAN AADVANTAGE IN MUT FND 02368A794 49 3,374X 123 3,374 AMERICAN ELEC PWR COMMON 25537101 267 6,661X 123 1,951 4,710 AMERICAN EXPRESS CO COMMON 25816109 31,613 870,410X 123 645,710 4,825 219,875 AMERICAN FDS CAPITAL W MUT FND 140543109 132 5,492X 123 5,492 AMERICAN FDS IVEST CO MUT FND 461308108 403 15,442X 123 15,442 AMERICAN FINANCIAL GRO COMMON 25932104 11,482 480,400X 123 332,900 147,500 AMERICAN INTL GRP COMMON 26874107 81,922 1,200,672X 123 421,569 18,793 753,165 AMERICAN MGMT SYSTEM COMMON 27352103 1,714 89,700X 123 63,800 25,900 AMERICAN POWER CONVERS COMMON 29066107 11,599 918,350X 123 736,550 181,800 AMERICAN STATES WATER COMMON 29899101 8,133 306,900X 123 212,550 94,350 AMERISOURCEBERGEN CORP COMMON 0307E105 24,847 326,930X 123 170,980 6,325 149,625 AMERISTOCK MUTUAL FUND MUT FND 03071F104 48 1,286X 123 1,286 AMERUS GROUP CO COMMON 03072M108 11,149 300,500X 123 205,000 95,500 AMETEK INC COMMON 31100100 11,048 296,600X 123 205,100 91,500 AMGEN INC COMMON 031162100 15,673 374,227X 123 117,929 1,300 249,698 AMKOR TECH INC CVT CV BND 031652AH3 11,005 391,698X 123 307,551 27,904 56,243 AMPHENOL CORP CL A COMMON 32095101 4,405 122,350X 123 103,900 18,450 ANADARKO PETE CORP COMMON 32511107 1,063 21,571X 123 12,800 8,771 ANALOG DEVICES COMMON 32654105 10,209 343,750X 123 10,750 4,300 328,700 ANALOG DEVICES 144A CV CV BND 032654AC9 10,629 85,648X 123 71,392 5,394 8,861 Analog Devices Inc. 032654105 79 2,664.00NONE ANALOG DEVICES SUB CVT CV BND 032654AD7 407,997 2,914,173X 123 2,361,258 320,630 232,285 ANGIOTECH PHARMACEUTIC COMMON 34918102 11,644 315,650X 123 256,950 18,000 40,700 ANGLO AMERICAN PLC COMMON 29871F663 4,241 255,700X 123 252,800 2,900 ANGLO IRISH BANK CORP COMMON 29871E518 4,105 636,496X 123 621,100 15,396 ANHEUSER BUSCH COMMON 35229103 46,431 928,620X 123 332,760 8,950 582,830 ANNTAYLOR STORES CORP COMMON 36115103 14,786 582,350X 123 435,125 147,225 ANNUITY AND LIFE RE HL COMMON G03910109 11,762 650,200X 123 480,350 169,850 ANTEON INTL CORP COMMON 03674E108 12,507 494,750X 123 340,950 153,800 ANTHEM INC COMMON 03674B104 16,286 241,341X 123 35,341 3,000 203,000 AOL TIME WARNER INC COMMON 00184A105 13,607 925,024X 123 538,123 19,924 351,477 APACHE CORP COMMON 37411105 910 15,840X 123 15,840 APOGENT TECHNOLOGIES COMMON 03760A101 4,130 200,800X 123 145,400 55,400 APOLLO GROUP INC CL A COMMON 37604105 90 2,271X 123 2,271 APP CHINA WTS 144A W/R WTS 04516V118 22,120X 123 17,170 2,275 2,675 APPLE COMPUTER COMMON 37833100 17,193 970,262X 123 768,025 3,800 196,025 APPLERA CORP- APPLIED COMMON 38020103 14 700X 123 700 APPLIED MATERIALS COMMON 38222105 30,130 1,584,130X 123 411,667 18,350 1,148,365 APPLIED MICRO CIRCUITS COMMON 03822W109 5 1,000X 123 1,000 APTARGROUP INC COMMON 38336103 1,833 59,600X 123 45,900 13,700 APW LTD COMMON G04397108 1 17,622X 123 17,622 ARAMARK CORP-CL B COMMON 38521100 6,673 266,900X 123 194,150 72,750 ARCH COAL INC COMMON 39380100 1 49X 123 49 ARCHER-DANIELS-MIDLAND COMMON 39483102 7 562X 123 562 ARTESYN TECHNOLOGIES I COMMON 43127109 3,964 607,100X 123 455,100 152,000 ARTISTDIRECT INC COMMON 04315D400 5 503X 123 503 ASM LITHOGRAPHY HLDG COMMON N07059111 1,037 68,570X 123 66,370 2,200 ASPECT TELECOM SUB CON CV BND 045237AE4 4,812 122,418X 123 80,639 18,733 23,046 ASSOCIATED BANC CORP COMMON 45487105 5,212 138,206X 123 130,976 7,230 ASSOCIATED ESTATES REA COMMON 45604105 7,267 685,600X 123 591,600 94,000 ASYST TECHNOLOGIES INC COMMON 04648X107 14,700 722,350X 123 557,850 55,850 108,650 AT&T CORP COMMON 001957109 10,747 1,004,407X 123 836,312 8,415 155,680 AT&T WIRELESS SERVICES COMMON 00209A106 10 1,689X 123 1,689 ATWOOD OCEANICS INC COMMON 50095108 10,590 282,400X 123 195,400 87,000 AUTOLIV INC COMMON 52800109 136 5,400X 123 5,400 AUTOMATIC DATA PROC COMMON 53015103 5,374 123,388X 123 28,034 95,354 AUTONATION INC COMMON 05329W102 17,685 1,219,625X 123 17,925 1,201,700 AUTOZONE INC COMMON 53332102 23,330 301,805X 123 159,330 2,525 139,950 AVAYA INC COMMON 53499109 3 632X 123 157 205 270 AVERY DENNISON CORP COMMON 53611109 856 13,645X 123 13,645 AVNET INC COMMON 53807103 7 300X 123 300 AVON PRODS COMMON 054303102 30,976 592,945X 123 8,225 582,600 AXCELIS TECHNOLOGIES I COMMON 54540109 5,518 488,333X 123 274,510 85,200 128,623 AZTAR CORP COMMON 54802103 5,368 258,100X 123 177,900 80,200 BAE SYSTEMS PLC COMMON 29871A565 2,843 556,000X 123 545,900 10,100 BAE SYSTEMS PLC - SPON ADR 05523R107 100 4,900X 123 4,900 BAKER HUGHES INC COMMON 57224107 1,628 48,900X 123 18,300 30,600 BALL CORPORATION COMMON 58498106 270 6,500X 123 6,500 BANCO SANTANDER CENTRA COMMON 29871D486 2,142 269,800X 123 269,800 BANCO SANTANDER SA SPO ADR 05964H105 99 12,650X 123 12,650 Bank of America Corp 060505104 697 9,909.00NONE BANK OF IRELAND SPON A ADR 46267Q103 159 3,200X 123 3,200 BANK OF NEW YORK COMMON 064057102 4,738 140,376X 123 79,725 500 54,700 BANK ONE CORP COMMON 06423A103 39,085 1,015,722X 123 166,152 12,775 827,404 BANKAMERICA CORP COMMON 60505104 97,485 1,385,524X 123 688,318 16,850 680,356 BANKNORTH GROUP INC COMMON 06646R107 8,244 316,850X 123 227,250 89,600 BARCLAYS PLC SPONS ADR ADR 06738E204 115 3,400X 123 3,400 BARD C R COMMON 67383109 85 1,500X 123 1,500 BAUSCH & LOMB COMMON 71707103 54 1,600X 123 1,600 BAXTER INTL COMMON 071813109 45,573 1,025,262X 123 284,805 18,425 719,352 BB&T CORP COMMON 54937107 16 402X 123 402 BCE INC COMMON 05534B109 380 21,900X 123 21,900 BEAZER HOMES USA INC COMMON 07556Q105 9,944 124,300X 123 117,500 6,800 BECKMAN COULTER INC COMMON 75811109 18,558 371,900X 123 278,400 93,500 BECKTON DICKINSON & CO COMMON 75887109 21 600X 123 600 BED BATH & BEYOND INC COMMON 75896100 29,649 785,620X 123 398,370 16,725 370,525 BEDFORD PROPERTY INVES COMMON 76446301 10,374 382,800X 123 268,800 114,000 BELLSOUTH CORP COMMON 079860102 63,361 2,011,449X 123 1,114,244 33,090 853,765 BELO CORP-A COMMON 80555105 13,312 588,770X 123 407,070 181,700 BERGER SMALL CAP VALUE MUT FND 83902106 14 498X 123 498 BERGER SMALL CAP VALUE MUT FND 83902205 539 18,919X 123 18,919 BERKLEY WR CORP COMMON 84423102 11,710 212,900X 123 201,100 11,800 BERKSHIRE HATHAWAY INC COMMON 84670108 13,226 198X 123 91 107 BERKSHIRE HATHAWAY INC COMMON 84670207 24,275 10,866X 123 9,268 52 1,546 BEST BUY COMPANY COMMON 86516101 123 3,390X 123 300 3,090 BETHLEHEM STEEL CONV P CV PFD 87509501 1,221 2,921,206X 123 2,446,059 128,211 346,936 BHP BILLITON LTD-SPON ADR 88606108 98 8,280X 123 8,280 BIG LOTS INC COMMON 89302103 77 3,918X 123 3,918 BILLITON PLC COMMON 29871A730 2,202 405,200X 123 396,400 8,800 BIOGEN INC COMMON 090597105 87 2,090X 123 1,300 BIOMET INC COMMON 90613100 4,350 160,372X 123 101,915 2,625 54,772 BIOMIRA INC COMMON 09161R106 6 2,000X 123 2,000 BIOTECH HOLDRS TRUST COMMON 09067D201 8 100X 123 100 BJ SERVICES CO COMMON 55482103 21,983 648,860X 123 439,750 11,250 197,860 BLACK & DECKER CORP COMMON 91797100 1,680 34,850X 123 13,700 3,000 18,150 BLACK HILLS CORP COMMON 92113109 16 450X 123 450 BLOCKBUSTER INC-CLASS COMMON 93679108 4,001 148,750X 123 144,950 3,800 BLYTH INC COMMON 09643P108 9,101 291,500X 123 201,600 89,900 BNP PARIBAS ADR ADR 05565A202 104 3,700X 123 3,700 BNY HAMILTON INTL EQTY MUT FND 05561M846 7 814X 123 814 BNY HAMILTON S/C GROWT MUT FND 05561M861 11 797X 123 797 BOEING CO COMMON 97023105 2,524 56,086X 123 30,975 18,736 BOISE CASCADE COMMON 97383103 19,794 573,250X 123 421,600 151,650 BORDERS GROUP INC COMMON 99709107 1,034 56,200X 123 14,700 41,500 BORG WARNER INC COMMON 99724106 1,282 22,200X 123 13,500 8,700 BOSTON PRIVATE FNL HOL COMMON 101119105 10,606 428,700X 123 297,800 130,900 Boston Scientific Corp 101137107 43 1,475.00NONE BOWATER INC COMMON 102183100 57,586 1,059,155X 123 677,065 5,975 376,115 BP AMOCO PLC COMMON 2.98E+06 2,455 292,600X 123 292,600 BP PLC ADR 55622104 47,774 946,201X 123 583,534 10,678 351,989 BRADY CORP CL A COMMON 104674106 105 3,000X 123 3,000 BRIGGS & STRATTON COMMON 109043109 122 3,177X 123 3,177 BRISTOL MYERS SQUIBB COMMON 110122108 11,632 452,603X 123 244,725 5,450 197,228 BRITISH SKY BROADCASTI COMMON 29871B704 2,574 268,300X 123 268,300 BROADBAND TECH SUB CON CV BND 111309AC4 1,686 1,625,410X 123 1,354,918 114,513 155,979 BROADCOM CORP CL A COMMON 111320107 1,899 108,250X 123 105,600 2,650 BROADVISION INC COMMON 111412102 1,000X 123 1,000 BROADWING INC COMMON 111620100 19 7,200X 123 7,200 BROCADE COMMUNICATIONS COMMON 111621108 2,809 160,700X 123 156,700 4,000 BRUNSWICK CORP COMMON 117043109 33,509 1,196,750X 123 443,275 13,500 739,975 BUILDERS TRANSPORT SUB CV BND 120084AA6 7 234,715X 123 212,174 8,197 14,344 BUILDERS TRANSPORT SUB CV BND 120084AB4 11 224,741X 123 170,437 14,570 39,735 BURLINGTON NORTHN SANT COMMON 12189T104 113 3,750X 123 3,000 750 BURLINGTON RESOURCES I COMMON 122014103 30 797X 123 100 697 BURNS PHILP EURO CONV CV BND 416983II7 26,015 8,190,023X 123 8,073,983 116,041 C.H. ROBINSON WORLDWID COMMON 12541W100 13 400X 123 400 CACI INTERNATIONAL INC COMMON 127190304 19,677 515,250X 123 394,300 40,500 80,450 CADENCE DESIGN SYS INC COMMON 127387108 66 4,080X 123 2,906 CAL DIVE INTL INC COMMON 127914109 10,666 484,800X 123 458,700 26,100 CALDWELL & ORKIN MKT O MUT FND 128819307 30 1,619X 123 1,619 CALIFORNIA PIZZA KITCH COMMON 13054D109 7,162 288,800X 123 273,050 15,750 CALIPER TECHNOLOGIES C COMMON 130876105 4 500X 123 500 CALL-NET ENTERPRISES-C COMMON 130910508 2 4,797X 123 4,797 CALPINE CORP COMMON 131347106 7 1,000X 123 1,000 CAMBREX CORP COMMON 132011107 5,409 134,900X 123 114,500 20,400 CAMPBELL SOUP COMMON 134429109 28 1,000X 123 1,000 CANADIAN PACIFIC RAILW COMMON 13645T100 5,649 230,400X 123 163,200 67,200 CANDIES INC COMMON 137409108 87 21,471X 123 20,655 816 CANON INC COMMON 29871E682 2,230 59,000X 123 59,000 CANON INC SPON ADR ADR 138006309 114 3,010X 123 3,010 CAP GEMINI SA COMMON 29871B399 2,147 54,000X 123 53,300 700 CAPITA GROUP COMMON 29899C106 2,069 435,000X 123 435,000 CAPITAL ONE FINL CORP COMMON 14040H105 36,344 595,320X 123 172,312 6,725 412,150 CARDINAL HEALTH INC COMMON 14149Y108 37,031 603,016X 123 254,736 6,875 339,805 CAREER EDUCATION CORP COMMON 141665109 33,120 736,000X 123 589,100 48,000 98,900 CAREMARK RX INC COMMON 141705103 2 151X 123 151 CARNIVAL CORP CL A COMMON 143658102 17,603 635,700X 123 537,525 2,600 95,575 CARRAMERICA COMMON 144418100 19,196 622,250X 123 457,700 164,550 CATERPILLAR COMMON 149123101 805 16,448X 123 4,600 11,848 CDC NVEST GROWTH & INC MUT FND 12506S102 59 5,548X 123 5,548 CEC ENTERTAINMENT INC COMMON 125137109 9,284 224,800X 123 155,300 69,500 CELESTICA INC COMMON 15101Q108 52 2,300X 123 2,300 CELESTICA INC COMMON 2987009G2 792 35,200X 123 33,900 1,300 CELESTICA INC CVT YANK CV BND 15101QAA6 39,095 391,561X 123 293,671 23,522 74,368 CENTENE CORP COMMON 15135B101 6,882 222,150X 123 210,200 11,950 CENTURY TELEPHONE ENTE COMMON 156700106 57,416 1,946,286X 123 1,178,715 14,250 749,021 CEPHALON INC COMMON 156708109 1,921 42,500X 123 41,500 1,000 CERIDIAN CORP NEW COMMON 156779100 1,995 105,133X 123 77,633 1,900 25,600 CERTEGY INC COMMON 156880106 41 1,100X 123 1,100 CERUS CORP COMMON 157085101 449 13,242X 123 13,242 CGM CAP DEV FD MUT FND 125322107 77 3,894X 123 3,894 CHALONE WINE GROUP LTD COMMON 157639105 1 117X 123 117 CHARLES RIVER LABS COMMON 159864107 24,414 696,550X 123 547,250 50,200 99,100 CHARLOTTE RUSSE HOLDIN COMMON 161048103 6,520 292,000X 123 202,100 89,900 CHARTER COMMUNICATIONS COMMON 16117M107 4 1,100X 123 550 550 CHARTER ONE FIN INC COMMON 160903100 1,838 53,466X 123 15,044 38,422 CHECK POINT SOFTWARE T COMMON M22465104 8 600X 123 600 CHECKFREE CORP COMMON 162813109 657 42,000X 123 42,000 CHEESECAKE FACTORY COMMON 163072101 15,413 434,400X 123 260,825 65,025 108,550 CHEVRONTEXACO CORP COMMON 166764100 62,085 701,521X 123 421,745 4,930 269,684 CHICOS FAS INC COMMON 168615102 22,925 631,186X 123 483,424 50,100 97,662 CHINA TELECOM COMMON 2980001L4 552 186,500X 123 186,500 CHIPPAC INC CL A COMMON 169657103 6,532 1,057,000X 123 820,400 79,600 157,000 Chiron Corp 170040109 17 492.00NONE CHOICEPOINT INC COMMON 170388102 21,317 468,814X 123 239,060 35,764 193,990 CHRISTOPHER & BANKS CO COMMON 171046105 21,552 509,500X 123 406,950 32,900 69,650 CHUBB CORP COMMON 171232101 1,037 14,641X 123 2,000 100 12,541 CIA ANONIMA TELEF DE V ADR 204421101 213 15,000X 123 15,000 CIENA CORP COMMON 171779101 163 38,900X 123 400 38,500 CIENA CORP SUB CONV DE CV BND 171779AA9 3,732 60,991X 123 47,617 4,072 9,303 CIGNA CORP COMMON 125509109 134 1375X 123 825 CIMA LABS INC COMMON 171796105 7,492 310,600X 123 214,300 96,300 CINCINNATI FINANCIAL C COMMON 172062101 47 1,000X 123 1,000 CINERGY CORP COMMON 172474108 4,983 138,450X 123 92,600 43,400 CIRCUIT CITY STORES-CI COMMON 172737108 181 9,675X 123 9,675 CISCO SYSTEMS INC COMMON 17275R102 78,318 5,614,201X 123 1,720,513 83,530 3,781,239 CITIGROUP INC COMMON 172967101 117,489 3,031,981X 123 1,347,262 43,640 1,612,953 CITY NATIONAL CORP COMMON 178566105 15,012 279,300X 123 207,850 71,450 CLARCOR INC COMMON 179895107 8,343 263,600X 123 182,100 81,500 Clear Channel Communications 184502102 48 1,500.00NONE CML GROUP CONV EURO CV BND 2987023T6 4 494,595X 123 437,681 56,914 CML GRP INC EURO CONV CV BND 125820AB6 2 214,572X 123 185,633 28,939 CNF INC COMMON 12612W104 29 764X 123 764 CNOOC LTD COMMON 29871F499 332 248,000X 123 248,000 COACH INC COMMON 189754104 3,006 54,760X 123 43,800 10,960 COAL & ALLIED INDUSTRI COMMON 29871F705 32 2,200X 123 2,200 COCA-COLA COMMON 191216100 11,895 212,412X 123 57,260 149,412 COLE NATL CORP -A COMMON 193290103 11,746 618,200X 123 427,100 191,100 COLGATE PALMOLIVE COMMON 194162103 1,430 28,570X 123 12,908 15,662 COLONIAL BANCGROUP INC COMMON 195493309 13,271 884,700X 123 610,300 274,400 COMCAST CORP CL A COMMON 200300101 44 1,800X 123 1,800 COMCAST CORP CL A SPL COMMON 200300200 15,580 653,540X 123 388,300 5,500 256,040 COMERICA INC COMMON 200340107 1,697 27,642X 123 27,642 COMMERCIAL FEDERAL COR COMMON 201647104 11,311 390,022X 123 266,437 123,585 COMMONWEALTH TELEPHONE COMMON 203349105 11,911 296,000X 123 202,100 93,900 COMMSCOPE INC SUB CVT CV BND 203372AB3 13,797 367,006X 123 290,724 32,911 43,370 COMPANHIA DE BEBIDAS-P ADR 20441W203 280 18,000X 123 18,000 COMPASS BANCSHARES INC COMMON 20449H109 692 20,600X 123 20,600 COMPUCREDIT CORP COMMON 20478N100 3 500X 123 500 COMPUTER ASSOCIATES IN COMMON 204912109 1,466 92,290X 123 72,499 17,255 COMPUTER SCIENCE CORP COMMON 205363104 772 16,150X 123 900 14,600 COMPUWARE CORP COMMON 205638109 53 8,800X 123 6,300 1,000 1,500 COMVERSE TECHNOLOGY IN COMMON 205862402 175 18,900X 123 18,900 CONAGRA INC COMMON 205887102 174 6,300X 123 6,300 CONCORD COMMUNICATIONS COMMON 206186108 11,791 715,450X 123 670,250 45,200 CONCORD EFS INC COMMON 206197105 72,997 2,421,940X 123 802,490 43,250 1,576,200 CONEXANT SYSTEMS INC COMMON 207142100 1 560X 123 560 CONOCO INC COMMON 208251504 51,729 1,860,770X 123 1,015,606 23,681 821,483 CONSTELLATION ENERGY G COMMON 210371100 719 24,500X 123 1,100 300 23,100 CONVERGYS CORP COMMON 212485106 178 9,150X 123 9,150 CONVERIUM HOLDING AG-A ADR 21248N107 115 4,450X 123 4,450 COOPER COMPANIES INC COMMON 216648402 18,072 383,700X 123 280,300 103,400 COOPER TIRE COMMON 216831107 9,831 478,400X 123 331,700 146,700 CORINTHIAN COLLEGES COMMON 218868107 9,120 269,100X 123 148,600 46,200 74,300 CORIXA CORP COMMON 21887F100 37 5,432X 123 5,432 CORNING INC COMMON 219350105 69 19,500X 123 900 18,600 CORNING INC CVT CV BND 219350AK1 10,163 1,550,388X 123 1,261,499 178,295 110,594 CORP INTERAMERICANA COMMON 2980001R1 95 50,708X 123 50,708 CORPORATE EXECUTIVE BO COMMON 21988R102 21,441 626,012X 123 450,462 61,800 113,750 CORPORATE OFFICE PROPE COMMON 22002T108 11,246 770,800X 123 534,400 236,400 Costco Wholesale Corp 221060K105 119 3,071.00NONE COUNTRYWIDE CR INDS IN COMMON 222372104 179 3,700X 123 3,700 COX COMMUNICATIONS INC COMMON 224044107 159 5,750X 123 2,800 1,000 CP SHIPS LTD COMMON 22409V102 1 75X 123 75 CREDIT SAISON CO LTD COMMON 29871C306 2,257 95,100X 123 92,800 2,300 CREDIT SUISSE GROUP AD ADR 225401108 88 2,800X 123 2,800 CREDIT SUISSE GROUP RE COMMON 29871B837 1,969 62,000X 123 62,000 CROSS COUNTRY INC COMMON 22748P105 6,957 184,050X 123 97,450 31,400 55,200 CSK AUTO CORP COMMON 125965103 8,713 625,000X 123 590,750 34,250 CSX CORP COMMON 126408103 15 429X 123 5 424 CUMULUS MEDIA INC CL A COMMON 231082108 11,694 848,650X 123 689,450 50,700 108,500 CVB FINANCIAL CORP COMMON 126600105 10,708 471,512X 123 369,162 102,350 CVS CORP COMMON 126650100 588 19,200X 123 2,400 16,800 CYMER INC COMMON 232572107 7,877 224,800X 123 151,400 31,400 42,000 CYPRESS SEMICONDUCTOR CV BND 232806AE9 10,922 270,919X 123 258,486 12,432 CYPRESS SEMICONDUCTOR CV BND 232806AF6 43,697 819,210X 123 531,591 123,265 164,354 CYTEC INDS COMMON 232820100 15 483X 123 483 D & K HEALTHCARE RESOU COMMON 232861104 18,238 517,250X 123 378,000 49,200 90,050 DAIRY MART CONVENIENCE COMMON 233860303 1 20,000X 123 20,000 DANAHER CORP COMMON 235851102 20,695 311,901X 123 59,426 6,225 246,250 DARDEN RESTAURANTS INC COMMON 237194105 697 28,200X 123 6,000 22,200 DASSAULT SYSTEMS SA-AD ADR 237545108 58 1,300X 123 1,300 DAVIS NY VENTURE FUND MUT FND 239080203 6 255X 123 255 DEERE & CO COMMON 244199105 558 11,650X 123 250 11,400 DELAWARE GRP TAX FREE MUT FND 245909106 47 4,202X 123 4,202 DELL COMPUTER COMMON 247025109 27,376 1,047,283X 123 604,856 13,725 419,375 DELPHI FINANCIAL GROUP COMMON 247131105 906 23,612X 123 19,715 DELTA AIRLINES COMMON 247361108 12 600X 123 600 DELUXE CORP COMMON 248019101 179 4,600X 123 4,600 DEVELOPERS DIVERS REAL COMMON 251591103 11,095 493,100X 123 391,975 2,700 98,425 DEVON ENERGY CORP COMMON 25179M103 27,024 548,390X 123 194,000 9,375 343,875 DEVON ENERGY CVT CV BND 25179MAA1 10,353 97,276X 123 85,149 9,795 2,332 DEVON ENERGY CVT CV BND 25179MAB9 13,988 131,268X 123 112,844 6,530 11,894 DIAGEO PLC COMMON 25243Q205 2,741 211,300X 123 207,000 4,300 DIAGO PLC SPON ADR ADR 25243Q205 109 2,110X 123 2,110 DIAMOND OFFSHORE DRILL COMMON 25271C102 6,157 216,044X 123 216,044 DIANON SYSTEMS INC COMMON 252826102 21,106 395,100X 123 313,500 27,000 54,600 DIXIE GROUP INC SUB DE CV BND 255519AA8 1,227 63,510X 123 57,950 5,559 DOCTOR REDDYS LAB ADR ADR 256135203 2,285 117,760X 123 117,760 DODGE & COX STOCK FUND MUT FND 256219106 682 6,955X 123 6,955 DOLLAR TREE STORES INC COMMON 256747106 7,381 187,300X 123 165,400 21,900 DOMINION RES INC VA COMMON 25746U109 25,330 382,621X 123 78,175 4,225 300,221 DOMINION RESOURCES BLA COMMON 25746Q108 152 8,000X 123 8,000 DONNELLEY RR&SONS COMMON 257867101 269 9,759X 123 1,700 8,059 DOVER CORP COMMON 260003108 2,214 63,250X 123 35,650 27,600 DOVER DOWNS GAMING & E COMMON 260095104 5,912 461,840X 123 319,880 141,960 DOVER MOTORSPORTS INC COMMON 260174107 4,208 738,200X 123 511,500 226,700 DOW CHEMICAL COMMON 260543103 3,025 87,987X 123 41,507 8,350 33,453 DOWNEY FINANCIAL CORP COMMON 261018105 18,329 387,500X 123 281,850 105,650 DSP GROUP INC COMMON 23332B106 13,791 703,600X 123 485,200 218,400 DST SYSTEMS COMMON 233326107 1,106 24,200X 123 500 23,700 DTE ENERGY CO COMMON 233331107 67 1,500X 123 1,500 Du Pont De Nem & Co EI 263534109 264 5,941.00NONE DUKE ENERGY CORP COMMON 264399106 625 20,091X 123 7,000 5,141 DUKE REALTY INVESTMENT COMMON 264411505 2,440 84,300X 123 31,700 52,600 DUN & BRADSTREET CORP COMMON 26483E100 4,116 124,550X 123 105,600 18,950 DUNES HOTELS & CASINOS COMMON 265440107 25X 123 25 DUPONT E I COMMON 263534109 10,563 237,899X 123 131,466 6,350 100,083 DVI INC COMMON 233343102 6,247 323,700X 123 224,600 99,100 EAST WEST BANCORP INC COMMON 27579R104 9,576 277,400X 123 191,300 86,100 EASTMAN CHEMICAL CO COMMON 277432100 12 262X 123 262 EASTMAN KODAK COMMON 277461109 45 1,550X 123 1,550 EASVLINK SERVICES CORP COMMON 27784T200 366X 123 366 EATON CORP COMMON 278058102 462 6,344X 123 300 6,044 EBAY INC COMMON 278642103 9,283 150,655X 123 58,330 1,875 90,450 ECOLAB INC COMMON 278865100 499 10,784X 123 10,784 ECONNECT INC COMMON 27889S107 3,800X 123 3,800 EDUCATION MANAGEMENT C COMMON 28139T101 9,217 226,300X 123 125,700 39,000 61,600 EDWARDS (A.G.) INC COMMON 281760108 79 2,025X 123 2,025 EDWARDS LIFESCIENCES C COMMON 28176E108 16 700X 123 430 270 EFUNDS CORP COMMON 28224R101 24 2,536X 123 2,536 EL PASO CORPORATION COMMON 28336L109 32,256 1,565,052X 123 1,127,509 9,584 425,589 ELECTRONIC ARTS INC COMMON 285512109 30,114 455,931X 123 126,445 5,100 323,175 ELECTRONIC DATA SYSTEM COMMON 285661104 18,930 509,554X 123 435,280 2,000 70,735 ELECTRONICS FOR IMAGIN COMMON 286082102 56 3,500X 123 2,500 1,000 ELECTROSOURCE INC COMMON 286150206 500X 123 500 EMBRAER AIRCRAFT CORP ADR 29081M102 531 24,795X 123 24,795 EMC CORP COMMON 268648102 10,329 1,368,089X 123 800,236 16,506 551,347 EMERSON ELEC COMMON 291011104 1,432 26,761X 123 2,900 21,218 EMPRESAS ICA SOC SUB D CV BND 292448AC1 13,776 649,323X 123 577,076 42,082 30,166 EMULEX CORP COMMON 292475209 3,924 174,250X 123 98,650 29,500 46,100 ENCANA CORP COMMON 292505104 117 3,824X 123 3,824 ENERGY EAST CORP COMMON 29266M109 16,757 741,450X 123 518,850 222,600 ENERGY FACTORS SUB DEB CV BND 292667AB8 42 2,020X 123 2,020 ENGLEHARD CORP COMMON 292845104 3,172 112,000X 123 72,450 39,550 ENI SPA COMMON 2981XEUR1 3,858 242,600X 123 242,600 ENSCO INTL INC COMMON 26874Q100 3,804 139,550X 123 125,950 13,600 ENTEGRIS INC COMMON 29362U104 4,895 335,300X 123 285,050 50,250 ENTERCOM COMMUNICATION COMMON 293639100 7,782 169,550X 123 121,000 18,500 30,050 ENTERGY CORP NEW COMMON 29364G103 57,099 1,345,426X 123 673,710 10,775 659,141 ENTRAVISION COMMUNICAT COMMON 29382R107 956 78,000X 123 15,200 62,800 EOG RESOURCES INC COMMON 26875P101 36 900X 123 900 EPIQ SYSTEMS INC COMMON 26882D109 8,097 475,750X 123 451,300 24,450 EQUIFAX INC COMMON 294429105 7,366 272,805X 123 225,820 1,200 45,785 EQUITY OFFICE PROPERTI COMMON 294741103 150 5184X 123 400 EQUITY RESIDENTIAL COMMON 29476L107 12 400X 123 400 EQUITY RESIDENTIAL CVT CV PFD 29476L859 8,904 151,706X 123 122,428 28,211 1,067 ESCO TECHNOLOGIES COMMON 296315104 6,678 190,794X 123 95,550 95,244 ESPRIT HLDGS LTD COMMON G3122U103 552 288,000X 123 260,000 28,000 EVEREST RE GROUP LTD COMMON G3223R108 1,617 28,900X 123 16,900 12,000 EVERGREEN RESOURCES IN COMMON 299900308 21,452 504,750X 123 413,850 90,900 EVERGREEN SMALL CO GRO MUT FND 30023C749 1X 123 1 EVI INC CONV PFD 5% CV PFD 268939402 25,269 476,124X 123 358,738 79,702 37,683 EXELON CORP COMMON 30161N101 214 4,087X 123 2,087 2,000 EXPEDIA INC CL A COMMON 302125109 1,977 33,350X 123 32,550 800 EXPRESS SCRIPTS INC CL COMMON 302182100 11,502 229,540X 123 105,065 6,600 117,875 EXTREME NETWORKS INC COMMON 30226D106 6,782 672,200X 123 364,950 122,000 185,250 EXXON MOBIL CORP COMMON 30231G102 150,978 3,689,594X 123 1,869,492 44,300 1,747,166 FAIRCHILD SEMICOLON IN COMMON 303726103 6,749 277,750X 123 199,900 77,850 FAIRMONT HOTELS & RESO COMMON 305204109 13,533 524,940X 123 396,715 128,225 Fannie Mae 313586109 279 3,782.00NONE FASTENAL CO COMMON 311900104 39 1,000X 123 1,000 FED WORLD INVT SER INC MUT FND 31428U730 12 722X 123 722 FEDERAL NATL MTG COMMON 313586109 33,506 454,312X 123 297,886 1,300 155,126 FEDERAL REALTY INVS TR COMMON 313747206 10 375X 123 375 FEDERAL RLTY INVS TR C CV BND 2987021Q4 14,602 2,069,431X 123 1,663,184 336,803 69,444 FEDERATED DEPT STORES COMMON 31410H101 264 6,650X 123 3,800 2,850 FEDERATED INVESTORS IN COMMON 314211103 14,882 430,500X 123 330,650 99,850 FEDEREATED STOCK TRUST MUT FND 313900102 40 1,289X 123 1,289 FEDEX CORP COMMON 31428X106 7 130X 123 130 FEI COMPANY COMMON 30241L109 11,395 464,900X 123 325,800 139,100 FERRO CORP COMMON 315405100 14,433 478,700X 123 330,000 148,700 FIDELITY ADV EQUITY IN MUT FND 315808105 82 3,551X 123 3,551 FIDELITY ADV GRTH OPP MUT FND 315807834 13 529X 123 529 FIDELITY DIVIDEND GROW MUT FND 316389402 104 4,292X 123 4,292 FIDELITY EQUITY-INCOME MUT FND 316138106 9 209X 123 209 FIDELITY FUND MUT FND 316153105 92 3,682X 123 3,682 FIDELITY NEW MILLINNIU MUT FND 316200302 68 2,801X 123 2,801 FIDELITY SEL SOFTWARE MUT FND 316390822 29 820X 123 820 FIDELITY SELECT COMPUT MUT FND 316390871 19 712X 123 712 FIDELITY SELECT DEVEL MUT FND 316390566 15 1,412X 123 1,412 FIDELITY SELECT ELECTR MUT FND 316390863 37 1,078X 123 1,078 FIDELITY SPART MARKET MUT FND 315912204 215 3,154X 123 3,154 FIDELITY SPART TOTAL M MUT FND 315911404 X 123 FIDELITY SPARTAN INVES MUT FND 316069608 129 12,335X 123 12,335 FIFTH THIRD BANCORP COMMON 316773100 1,841 27,627X 123 22,900 150 4,577 FINANCIAL FEDERAL CORP COMMON 317492106 3,403 102,800X 123 71,200 31,600 FINOVA GROUP INC COMMON 317928109 400X 123 400 FIRST DATA CORP COMMON 319963104 73,507 1,976,000X 123 870,100 22,900 1,082,510 FIRST HORIZON PHARMACE COMMON 32051K106 9,363 452,550X 123 428,000 24,550 FIRST MIDWEST BANCORP COMMON 320867104 10,993 395,725X 123 280,275 115,450 FIRST TENN NATL COR COMMON 337162101 1,475 38,500X 123 19,300 19,200 FIRST TR CORP INC TR U MUT FND 30264U291 9 2,609X 123 2,609 FIRST VIRGINIA BKS COMMON 337477103 121 2,250X 123 2,250 FIRSTENERGY COMMON 337932107 231 6,918X 123 2,688 FISERV INC COMMON 337738108 8,752 238,422X 123 106,000 132,422 FLEET BOSTON FINL CORP COMMON 339030108 58,754 1,816,215X 123 938,711 14,275 855,028 FLEXTRONICS INTL LTD COMMON Y2573F102 7,168 1,005,350X 679,850,800 315,630 FLOWERS FOODS INC COMMON 343498101 10,401 402,350X 123 277,450 124,900 FLOWSERVE CORP COMMON 34354P105 13,055 438,100X 123 303,300 134,800 FLUOR CORP NEW COMMON 343412102 278 7,124X 123 6,750 FMC TECHNOLOGIES INC COMMON 30249U101 6,209 299,100X 123 254,050 45,050 FOMENTO ECONOMICO MEX ADR 344419106 208 5,300X 123 4,200 1,100 FORD MOTOR CO COMMON 345370860 292 18,231X 123 349 14,142 FORDING INC COMMON 345426100 1 49X 123 49 FOREST LABS COMMON 345838106 40,870 577,265X 123 185,155 10,050 382,060 FORTUNE BRANDS INC COMMON 349631101 7,095 126,700X 123 95,650 31,050 FOSSIL INC COMMON 349882100 9,292 451,950X 123 313,350 138,600 FOUR SEASONS HOTELS IN COMMON 35100E104 9 200X 123 200 FPA PARAMOUNT FUND MUT FND 302546106 66 6,985X 123 6,985 FPA PERENNIAL FUND MUT FND 302548102 140 6,210X 123 6,210 FPL GROUP INC COMMON 302571104 969 16,159X 123 500 15,659 FRANKLIN (AGE) HI INC MUT FND 353538101 2 966X 123 966 FRANKLIN RESOURCES COMMON 354613101 58 1,350X 123 1,350 FRANKLIN UNIVERSAL TRU Closed E 355145103 2 371X 123 371 FREDDIE MAC COMMON 313400301 20,628 337,054X 123 236,622 8,850 91,582 FRED'S INC COMMON 356108100 13,851 376,600X 123 353,000 23,600 FREEMARKETS INC COMMON 356602102 5,627 398,250X 123 372,850 25,400 FREMONT GENERAL CORP COMMON 357288109 34 8,240X 123 3,800 4,440 FRIEDMAN BILLING RAMSE COMMON 358433100 45 3,500X 123 1,500 2,000 FST HLTH GRP COMMON 320960107 2,611 93,100X 123 90,900 2,200 FTI CONSULTING INC COMMON 302941109 21,759 621,500X 123 500,450 31,600 89,450 FURNITURE BRANDS INTL COMMON 360921100 7,950 262,800X 123 181,100 81,700 GABELLI EQUITY TRUST MUT FND 362397101 26X 123 26 GABELLI GLOBAL MUTIMED MUT FND 36239Q109 2X 123 2 GABELLI UTILITY TRUST Closed E 36240A101 1X 123 1 GALLAGHER A J COMMON 363576109 603 17,400X 123 17,400 GANNETT CO COMMON 364730101 3,947 52,000X 123 27,200 24,800 GAP INC COMMON 364760108 44 3,065X 123 890 2,175 GARDNER DENVER INC COMMON 365558105 5,606 280,300X 123 187,900 92,400 GART SPORTS CO COMMON 366630101 9,768 342,850X 123 321,150 21,700 GATX CORP COMMON 361448103 20,621 685,075X 123 498,100 186,975 GEN DYNAMICS COMMON 369550108 21,473 201,905X 123 171,795 600 29,510 GEN MILLS COMMON 370334104 2,797 63,443X 123 21,280 2,400 39,763 GEN MOTORS CL H COMMON 370442832 18,829 1,810,487X 123 1,522,907 8,100 279,480 GENENTECH INC COMMON 368710406 10,523 314,119X 123 203,609 6,550 102,900 GENERAL ELECTRIC COMMON 369604103 80,346 2,765,772X 123 1,343,656 45,671 1,353,756 GENERAL MOTORS CORP COMMON 370442105 5,265 98,514X 123 91,551 5,876 GENESEE & WYOMING INC- COMMON 371559105 4,259 188,800X 123 114,500 74,300 GENTA INC COMMON 37245M207 1 100X 123 100 GENTEX CORP COMMON 371901109 8 300X 123 300 GENUINE PARTS COMMON 372460105 53 1,519X 123 1,519 GENZYME CORP CVT CV BND 372917AK0 6,328 110,953X 123 73,684 12,233 25,036 GENZYME CORP -GENL DIV COMMON 372917104 79 4,081X 123 3,000 GEORGIA PAC COMMON 373298108 194 7,894X 123 1,200 6,694 GERERAL GROWTH PROPERT COMMON 370021107 938 18,400X 123 18,400 GETTY IMAGES INC COMMON 374276103 16,163 742,450X 123 597,750 47,100 97,600 GILEAD SCIENCES INC COMMON 375558103 2,670 81,200X 123 79,400 1,800 GILLETTE CO COMMON 375766102 2,528 74,650X 123 35,103 39,547 GLAXOSMITHKLINE PLC-AD ADR 37733W105 4,186 97,039X 123 57,253 355 39,430 GLIMCHER REALTY TRUST COMMON 379302102 6,309 341,000X 123 238,300 102,700 GLOBALSANTAFE CORP COMMON G3930E101 19,456 711,384X 123 476,950 4,050 227,149 GLOBESPAN VIRATA INC COMMON 37957V106 1,355 350,150X 123 275,300 4,000 70,850 GOLD BANC CORP INC COMMON 379907108 8,082 736,800X 123 507,450 229,350 GOLDMAN SACHS CAPITAL MUT FND 38141W638 77 4,633X 123 4,633 GOLDMAN SACHS GROUP COMMON 38141G104 1,067 14,544X 123 6,460 5,725 GOLDMAN SACHS INTL EQT MUT FND 38141W448 51 3,463X 123 3,463 GOLDMAN SACHS INTL EQU MUT FND 38141W596 10 717X 123 717 GOODYS FAMILY CLOTHING COMMON 382588101 3,758 325,900X 123 197,300 128,600 GRAINGER W W COMMON 384802104 170 3,400X 123 3,400 GRAY COMMUNICATIONS SY COMMON 389190208 2,411 181,300X 123 109,600 71,700 GREAT LAKES CHEM COMMON 390568103 9,568 361,200X 123 256,700 104,500 GREATER BAY BANCORP COMMON 391648102 13,564 440,950X 123 310,500 130,450 GREY WOLF INC COMMON 397888108 11,375 2,781,100X 123 1,918,100 863,000 GRUPO TELEVISA SA SPON ADR 40049J206 157 4,200X 123 4,200 GUCCI GROUP ADR ADR 401566104 19 200X 123 200 GUIDANT CORP COMMON 401698105 1,394 46,097X 123 10,304 34,453 GULFMARK OFFSHORE INC COMMON 402629109 124 3,000X 123 3,000 H & Q HEALTHCARE INVES Closed E 404052102 107 6,164X 123 4,884 1,280 H & R BLOCK INC COMMON 93671105 110 2,374X 123 1,150 1,224 HALLIBURTON CO COMMON 406216101 3,895 224,394X 123 200,074 36,840 HANOVER COMPRESSOR CO COMMON 410768105 29 2,160X 123 2,160 HARLEY DAVIDSON COMMON 412822108 15,020 292,966X 123 900 4,050 286,700 HARMAN INTL COMMON 413086109 8,914 181,000X 123 115,600 65,400 HARRAH'S ENTERTAINMENT COMMON 413619107 27 600X 123 400 200 HARRIS CORP COMMON 413875105 236 6,500X 123 4,500 2,000 HARTE HANKS INC COMMON 416196103 9,516 463,050X 123 319,475 143,575 HARTFORD FINANCIAL SVC COMMON 416515104 1,171 19,691X 123 1,408 16,800 HCA INC COMMON 404119109 42,927 903,717X 123 547,185 6,175 348,027 HCC INSURANCE HLDG COMMON 404132102 11,027 418,500X 123 232,100 72,400 114,000 HEALTH & RETIREMENT PR COMMON 40426W101 8X 123 8 HEALTH CARE PPTYS INV COMMON 421915109 2,188 51,000X 123 16,800 2,200 32,000 HEALTHSOUTH CORP COMMON 421924101 744 58,200X 123 500 57,700 HEALTHSOUTH CORP SUB C CV BND 421924AF8 40,328 1,122,077X 123 1,008,084 87,372 26,621 HEINZ H J COMMON 423074103 151 3,692X 123 300 1,900 HERITAGE PROPERTY IMVE COMMON 42725M107 13,223 495,050X 123 342,350 152,700 HERSHEY FOODS CORP COMMON 427866108 281 4,500X 123 4,500 HEWLETT PACKARD COMMON 428236103 22,835 1,494,490X 123 1,183,531 8,906 295,674 HEXCEL CORP SUB CONV N CV BND 428291AA6 6,212 464,959X 123 396,521 36,496 31,942 HEXCEL SUB DEB CONV CV BND 428290AA8 8,595 486,555X 123 360,025 32,552 93,978 HILTON HOTELS CVT SUB CV BND 432848AL3 47,396 2,257,259X 123 1,663,630 356,412 237,217 HINES HORTICULTURE INC COMMON 433245107 2 600X 123 600 HOME DEPOT COMMON 437076102 17,554 477,926X 123 215,175 7,450 255,301 HONDA MOTOR CO LTD SPO ADR 438128308 119 5,750X 123 5,750 HONEYWELL INTERNATIONA COMMON 438516106 26,151 742,305X 123 620,345 2,300 119,660 HOOPER HOLMES INC COMMON 439104100 6,168 771,000X 123 533,900 237,100 HORMEL FOODS COMMON 440452100 6,647 277,650X 123 210,750 66,900 HOT TOPIC INC COMMON 441339108 24,617 921,625X 123 694,025 78,000 149,600 HOTELS.COM COMMON 44147T108 2,175 51,500X 123 50,300 1,200 HOUSEHOLD INTL INC COMMON 441815107 2,257 45,422X 123 8,520 36,902 HOVNANIAN ENTERPRISES- COMMON 442487203 11,099 309,350X 123 293,000 16,350 HOYA CORP COMMON 29871B811 415 5,700X 123 5,000 700 HUBBELL INC CL B COMMON 443510201 123 3,600X 123 3,600 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588,500X 123 556,950 31,550 MID ATLANTIC MEDICAL S COMMON 59523C107 12,449 397,100X 123 253,950 54,800 88,350 MILLER (HERMAN) INC COMMON 600544100 73 3,600X 123 2,600 1,000 MILLIPORE CORP COMMON 601073109 34 1,050X 123 650 400 MIRANT CORP COMMON 604675108 14 1,956X 123 49 1,907 MISSISSIPPI VALLEY BAN COMMON 605720101 7,863 152,000X 123 104,800 47,200 MKS INSTRUMENTS INC COMMON 55306N104 5,588 278,450X 123 264,000 14,450 MOHAWK INDS INC COMMON 608190104 2,401 39,025X 123 32,250 6,775 MOLDFLOW CORP COMMON 608507109 3,128 396,950X 123 308,550 88,400 MONACO COACH CORP COMMON 60886R103 4,073 191,200X 123 115,650 75,550 MOODYS CORP COMMON 615369105 10,897 219,036X 123 81,255 7,500 130,281 MORAN ENERGY SUB DEB C CV BND 616457AC1 1,637 93,329X 123 43,729 21,722 27,879 MORGAN STANLEY COMMON 617446448 32,362 751,206X 123 575,026 7,850 160,515 MORGAN STANLEY INS INT MUT FND 61744J408 43 2,569X 123 2,569 MORGAN STANLEY INS VAL MUT FND 617440615 10 710X 123 710 MOTHERS WORK INC COMMON 619903107 5 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20,400 NORTHWEST AIRLINES -CL COMMON 667280101 4,759 394,600X 123 294,600 100,000 NOVARTIS AG SPON ADR ADR 66987V109 5 120X 123 120 NOVELL INC COMMON 670006105 3 1,000X 123 1,000 NOVELLUS SYSTEMS INC COMMON 670008101 398 11,700X 123 11,700 NSTAR COMMON 67019E107 179 4,000X 123 4,000 NTT DOCOMO -SP ADR ADR 62942M201 44 1,800X 123 1,800 NUCOR CORP COMMON 670346105 1,141 17,550X 123 10,650 6,900 NVIDIA CORP COMMON 67066G104 12 700X 123 700 OAKLEY INC COMMON 673662102 7,582 435,750X 123 227,150 82,100 126,500 OAKMARK INTL FUND MUT FND 413838202 578 36,601X 123 36,601 Occidental Petroleum Corp. 674599105 95 3,153.00NONE OCEANEERING INTL INC COMMON 675232102 6,570 243,350X 123 124,550 47,000 71,800 ODYSSEY HEALTHCARE INC COMMON 67611V101 12,189 336,250X 123 262,000 24,800 49,450 OFFICE DEPOT COMMON 676220106 12,095 719,925X 123 607,885 3,200 108,840 OFFSHORE LOGISTICS COMMON 676255102 10,381 434,550X 123 411,250 23,300 OGE ENERGY CORP COMMON 670837103 80 3,500X 123 3,500 OLD REPUBLIC INTL 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708160106 18,635 846,280X 123 737,845 2,700 105,735 PEOPLE SOFT INC COMMON 712713106 5 350X 123 350 PEOPLES ENERGY CORP COMMON 711030106 29 783X 123 533 250 PEPSI BOTTLING GROUP I COMMON 713409100 28,304 918,960X 123 343,130 9,425 566,405 PEPSICO INC COMMON 713448108 49,214 1,021,032X 123 509,978 13,375 488,299 PER SE TECHNOLOGIES IN COMMON 713569309 1 115X 123 115 PERRIGO CO COMMON 714290103 16,712 1,285,550X 123 880,250 405,300 PETCO ANIMAL SUPPLIES COMMON 716016209 5,011 201,150X 123 110,350 36,900 53,900 PETSMART INC COMMON 716768106 1,991 124,800X 123 121,750 3,050 PFIZER INC COMMON 717081103 78,811 2,251,757X 123 574,629 42,080 1,615,834 PHARMACIA CORP COMMON 71713U102 1,325 35,390X 123 11,660 18,330 PHILIP MORRIS COS INC COMMON 718154107 4,889 111,920X 123 47,900 2,050 52,700 PHILIPPINE LONG DIST T CV PFD 718252703 45,730 ######## X 123 2,828,503,8,307,425 374,204,850 PHILIPS ELECTRONICS -N ADR 500472303 1,381 50,047X 123 13,002 37,045 PHILIPS ELECTRONICS NV COMMON 298EUR116 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354,036X 123 301,055 37,928 15,053 PORT FINANCIAL CORP COMMON 734119100 11,766 293,500X 123 202,000 91,500 PORTUGAL TELECOM SGPS ADR 737273102 51 7,182X 123 7,182 PORTUGAL TELECOM SGPS COMMON 29871E674 2,345 332,089X 123 332,089 POST PROPERTIES INC COMMON 737464107 12 400X 123 400 PRATICEWORKS INC COMMON 739419109 5,717 309,850X 123 293,150 16,700 PRAXAIR INC COMMON 74005P104 43,190 758,121X 123 575,231 3,750 179,140 PRECISION DRILLING COR COMMON 29871C140 1,712 49,500X 123 49,500 PREMCOR INC COMMON 74045Q104 5,298 206,000X 123 175,050 30,950 PREMIER HOLDINGS P/P COMMON 74050L925 18,515X 123 18,515 PRENTISS PROPERTIES TR COMMON 740706106 9,884 311,300X 123 203,950 107,350 PRESTON CORP SUB DEB C CV BND 741130AA6 8,958 1,730,554X 123 1,246,672 360,929 122,954 PRINCIPAL FINANCIAL GR COMMON 74251V102 960 30,973X 123 30,973 PROCTER & GAMBLE COMMON 742718109 67,433 755,138X 123 187,574 12,000 548,504 PROGRESS ENERGY INC COMMON 743263105 133 2,550X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 8,712 568,700X 123 398,700 170,000 PROLOGIS COMMON 743410102 1,301 50,050X 123 30,350 19,700 PROQUEST CO COMMON 74346P102 9,763 275,000X 123 189,800 85,200 PROTECTIVE LIFE CORP COMMON 743674103 9,822 296,750X 123 184,750 112,000 PROVIDIAN FINANCIAL CO COMMON 74406A102 37 6,300X 123 6,300 PRUDENTIAL FINANCIAL I COMMON 744320102 37,193 1,114,892X 123 582,998 8,875 516,435 PT INDAH KIAT PULP & P COMMON 646242008 263 9,955,500X 123 9,955,500 PUB SVC ENTERPRISE GRO COMMON 744573106 43 1,000X 123 1,000 PUGET ENERGY INC COMMON 745310102 17 800X 123 800 PUTNAM GRWTH & INC FD MUT FND 746761204 107 6,758X 123 6,758 PUTNAM INTL GROWTH FD MUT FND 746932201 277 14,912X 123 14,912 PUTNAM NEW OPPTYS A MUT FND 746916105 14 429X 123 429 PW EQUITY PTNRS LTD 2 MUT FND 69574C203 2 7,000X 123 7,000 PW GEODYNE ENERGY PTNR MUT FND 695923888 22 750X 123 750 QLOGIC CORP COMMON 747277101 2,998 78,700X 123 76,500 2,200 QUAKER CHEMICAL CORP COMMON 747316107 4,172 170,300X 123 102,900 67,400 QUALCOMM INC 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COMMON 758756308 7,000X 123 7,000 REGAL ENTERTAINMENT GR COMMON 758766109 4,010 171,950X 123 124,950 47,000 REGENT COMMUNICATIONS COMMON 758865109 10,509 1,488,800X 123 1,257,300 231,500 RELIANCE STEEL & ALUMI COMMON 759509102 8,915 292,300X 123 201,500 90,800 RELIANT ENERGY INC COMMON 75952J108 127 7,500X 123 4,800 2,700 REMINGTON OIL & GAS CO COMMON 759594302 12,496 627,300X 123 435,200 192,100 REPSOL ADR ADR 76026T205 133 11,250X 123 7,950 3,300 REPUBLIC BANCORP COMMON 760282103 9,172 613,920X 123 425,360 188,560 REPUBLIC SERVICES INC COMMON 760759100 11 600X 123 600 RESMED INC COMMON 761152107 55 1,875X 123 1,875 REUTERS HLDGS PLC ADS ADR 76132M102 886 27,497X 123 4,132 23,365 RF MICRO DEVICES SUB C CV BND 749941AB6 6,404 184,759X 123 92,557 44,515 47,687 RFS HOTEL INVESTORS IN COMMON 74955J108 12,514 924,200X 123 640,300 283,900 RGS ENERGY GROUP INC COMMON 74956K104 129 3,300X 123 3,300 RICHARDSON ELEC SUB DE CV BND 763165AB3 15,184 871,947X 123 616,129 104,068 151,750 RIO TINTO PLC SPON ADR ADR 767204100 100 1,350X 123 1,350 RJ REYNOLDS TOBACCO HL COMMON 76182K105 217 4,031X 123 4,031 ROADWAY CORP COMMON 769742107 6 175X 123 175 ROBBINS & MYERS INC COMMON 770196103 5,988 228,100X 123 157,900 70,200 ROCK-TENN CO CL A COMMON 772739207 10,957 597,100X 123 402,400 194,700 ROCKWELL AUTOMATION IN COMMON 773903109 83 4,160X 123 4,160 ROCKWELL COLLINS COMMON 774341101 5,091 185,660X 123 132,200 53,460 ROGERS COMM INC CONV CV BND 775109AE1 79,490 3,571,110X 123 3,161,100 60,831 349,179 ROGERS CORP COMMON 775133101 7,741 283,450X 123 142,950 140,500 ROHM & HAAS COMMON 775371107 729 18,000X 123 3,300 14,700 ROPER INDUSTRIES INC COMMON 776696106 11,160 299,200X 123 229,550 69,650 ROSTELECOM SPON ADR ADR 778529107 80 13,400X 123 13,400 ROYAL BANK OF CANADA COMMON 780087102 121 3,490X 123 3,490 ROYAL CARIBBEAN CRUISE COMMON V7780T103 16,743 858,600X 123 12,675 845,925 ROYAL DUTCH PETROLEUM ADR 780257804 5,620 101,686X 123 51,120 400 50,166 RPM INC OHIO COMMON 749685103 52 3,432X 123 3,432 RS DIVERSIFIED GROWTH MUT FND 74972H804 43 2,528X 123 2,528 RUDDICK CORP COMMON 781258108 3,306 194,900X 123 159,500 35,400 RUDOLPH TECHNOLOGIES I COMMON 781270103 7,874 315,850X 123 298,900 16,950 RYANAIR HLDGS ADR ADR 783513104 127 3,640X 123 3,640 RYLAND GROUP INC COMMON 783764103 3,167 63,650X 123 62,100 1,550 S & P 500 DEPOSITARY R MUT FND 78462F103 2,154 21,762X 123 21,762 S & P MID-CAP DEP RECP COMMON 595635103 45 500X 123 500 S3 INC SUB DEB CONV CV BND 784849AC5 8,769 1,200,624X 123 787,252 190,687 222,685 SABRE HOLDINGS CORP COMMON 785905100 716 20,000X 123 20,000 SAFEWAY INC COMMON 786514208 205 7,035X 123 4,415 SAGA COMMUNICATIONS IN COMMON 786598102 14,386 639,388X 123 430,488 208,900 SALOMON BROTHERS FUND MUT FND 795477108 48 4,518X 123 359 4,159 Samsung El/SP GDR 1/2 VOT 144A 796050888 42 305.00NONE SAMSUNG ELECTRONICS CO COMMON 29871A425 1,597 5,840X 123 5,840 SANMINA CORP CVT CV BND 800907AB3 145 3,609X 123 3,609 SANMINA CORP SUB CONV CV BND 800907AD9 17,675 313,913X 123 219,008 40,322 54,583 Sanmina-SCI Corp 800907107 29 4,662.00NONE SAPPI LIMITED COMMON 29871A409 2,464 175,200X 123 171,700 3,500 SAPPI LTD -SPONS ADR ADR 803069202 15,836 1,129,550X 123 1,119,550 10,000 SARA LEE COMMON 803111103 2,981 144,411X 123 109,042 2,300 33,069 SATYAM COMPUTER SERVIC ADR 804098101 341 32,600X 123 32,600 SBC COMMUNICATIONS INC COMMON 78387G103 45,516 1,492,324X 123 819,702 7,775 653,347 SCHERING-PLOUGH COMMON 806605101 4,089 166,239X 123 64,217 300 91,722 SCHLUMBERGER LTD COMMON 806857108 1154 24,817X 123 8,600 12,808 SCIENTIFIC ATL COMMON 808655104 13 800X 123 800 SCIOS INC COMMON 808905103 6 200X 123 200 SCOTTS COMPANY COMMON 810186106 4,063 89,500X 123 73,100 16,400 SCUDDER EMRG MRKS GRWI MUT FND 811165505 16 1,601X 123 1,601 SCUDDER GREATER EURO G MUT FND 811165406 29 1,298X 123 1,298 SCUDDER INTERNATIONAL MUT FND 811165109 185 5,096X 123 1,533 3,563 SCUDDER STRATEGIC INC Closed E 81123W101 21 2,000X 123 2,000 SEABULK 144A WTS 6/30/ WTS 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GROUP I COMMON 828806109 7,191 195,208X 123 134,000 61,208 SK TELECOM COMMON 29871D577 412 1,840X 123 1,840 SK TELECOM CO LTD -ADR ADR 78440P108 181 7,300X 123 5,300 2,000 SLM CORP COMMON 78442P106 26,504 273,520X 123 134,995 6,175 132,350 SMITH INTL COMMON 832110100 1,415 20,750X 123 12,450 8,300 SOLECTRON CORP SUB CON CV BND 834182AK3 7,922 167,330X 123 147,601 19,729 SONIC AUTOMOTIVE INC COMMON 83545G102 2,623 101,850X 123 99,350 2,500 SONY CORP COMMON 2980003Q1 1,991 37,700X 123 37,700 SONY CORP ADR ADR 835699307 117 2,210X 123 2,210 SOUTH AFRICAN BREWER S ADR 836216309 9X 123 9 SOUTHERN CO COMMON 842587107 1,513 55,194X 123 10,025 1,280 35,800 SOUTHTRUST CORP COMMON 844730101 10 400X 123 400 SOUTHWEST AIRLINES COMMON 844741108 1,320 81,662X 123 51,962 450 29,250 SPANISH BROADCASTING S COMMON 846425882 10,306 1,030,550X 123 834,700 61,400 134,450 SPARTECH CORP COMMON 847220209 17,136 629,300X 123 432,300 197,000 SPINNAKER EXPLORATION COMMON 84855W109 20,892 580,000X 123 466,500 36,250 77,250 SPRINT CORP COMMON 852061100 13,979 1,223,325X 123 40,050 18,315 1,156,160 SPRINT CORP (PCS GROUP COMMON 852061506 31 6,954X 123 1,000 1,720 2,034 SPX CORP COMMON 784635104 11,838 100,750X 123 1,500 99,250 SRA INTL INC CL A COMMON 78464R105 1,132 41,950X 123 35,850 6,100 ST JUDE MEDICAL INC COMMON 790849103 2,518 34,093X 123 32,650 1,169 ST PAUL COS COMMON 792860108 2,287 58,763X 123 8,400 50,363 STANDARD PACIFIC CORP COMMON 85375C101 29,118 830,050X 123 551,200 44,200 234,650 STANLEY WORKS COMMON 854616109 1,050 25,600X 123 3,000 22,600 STAPLES INC COMMON 855030102 1,292 65,600X 123 40,200 25,400 STARBUCKS CORP COMMON 855244109 3,890 156,550X 123 152,850 3,700 STARWOOD HOTELS & RESO COMMON 85590A203 38,196 1,161,315X 123 562,775 9,900 588,640 STATE STR INVT CORP MUT FND 857483101 153 18,901X 123 18,901 STATE STREET CORP COMMON 857477103 425 9,498X 123 4,600 4,898 STATION CASINOS INC COMMON 857689103 7,036 394,150X 123 189,150 60,300 144,700 STEINWAY MUSICAL INSTR COMMON 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8,840X 123 8,340 500 SUPERVALU INC COMMON 868536103 6,272 255,700X 123 184,200 71,500 SUREWEST COMMUNICATION COMMON 868733106 54 1,017X 123 1,017 SURGUTNEFTEGAZ-SP ADR ADR 868861105 338 16,000X 123 16,000 SWISS RE REGS COMMON 29871D510 2,307 23,600X 123 23,600 SWS GROUP INC COMMON 78503N107 6,983 355,900X 123 245,400 110,500 SYBASE INC COMMON 871130100 7 624X 123 624 SYBRON DENTAL SPECIALT COMMON 871142105 12,543 678,023X 123 487,675 190,348 SYKES DATATRONICS COMMON 871235107 500X 123 500 SYMANTEC CORP COMMON 871503108 75 2,280X 123 2,280 SYMPHONIX DEVICES INC COMMON 871951109 8 14,194X 123 14,194 SYNTHES STRATEC INC COMMON 87162M102 2,000 3,270X 123 3,270 SYSCO CORP COMMON 871829107 14,074 517,039X 123 46,850 6,250 458,179 T ROWE PRICE INTL MUT FND 77956H203 85 8,055X 123 8,055 T. ROWE EUROPEAN STOCK MUT FND 77956H401 75 4,911X 123 4,911 TAIWAN SEMICONDUCTOR A ADR 874039100 1,205 92,730X 123 92,730 TALBOTS INC COMMON 874161102 2 50X 123 50 TALISMAN ENERGY INC COMMON 29871A789 1,629 36,300X 123 36,300 TARGET CORP COMMON 87612E106 36,429 956,154X 123 544,210 14,500 391,984 TARO PHARMACEUTICAL IN COMMON M8737E108 432 17,600X 123 17,600 TCF FINANCIAL CORP COMMON 872275102 1,223 24,900X 123 24,900 TECH DATA COMMON 878237106 11 300X 123 300 TECHNE CORP COMMON 878377100 2,080 73,700X 123 4,100 69,600 TECHNITROL INC COMMON 878555101 12,808 549,700X 123 380,200 169,500 TECO ENERGY INC COMMON 872375100 25 1,000X 123 1,000 TEKELEC COMMON 879101103 2,133 265,600X 123 160,400 105,200 TEKTRONIX COMMON 879131100 6,605 353,000X 123 251,900 101,100 TELE NORTE LESTE PART ADR 879246106 41 4,100X 123 4,100 TELEBRAS SPON ADR ADR 879287100 1,410X 123 710 700 TELEFLEX INC COMMON 879369106 429 7,500X 123 4,700 2,800 TELEFONICA DE ESPANA A COMMON 879382208 11 434X 123 434 TELEFONOS DE MEXICO S ADR 879403780 411 12,800X 123 10,000 2,800 TELEPHONE & DATA SYSTE COMMON 879433100 33 550X 123 550 TELESP CELULAR PARTICI ADR 87952L108 51 13,000X 123 13,000 TELLABS INC COMMON 879664100 349 56,300X 123 56,300 TEMPLE INLAND INC COMMON 879868107 7,344 126,924X 123 94,050 32,874 TEMPLETON DEV MKTS TR MUT FND 88018W104 229 21,654X 123 21,654 TEMPLETON EMERG MKTS I MUT FND 880192109 25 2,281X 123 2,281 TENET HEALTHCARE CORP COMMON 88033G100 18,982 265,297X 123 116,567 3,275 143,955 TEPPCO PARTNERS L P COMMON 872384102 90 2,800X 123 2,800 TERADYNE INC COMMON 880770102 531 22,600X 123 22,600 TEREX CORP COMMON 880779103 12,475 554,700X 123 383,700 171,000 TERRAMAR CORP COMMON 881027106 133X 123 133 TETRA TECH INC COMMON 88162G103 32 2,187X 123 2,187 TEVA PHARMACEUTICALS - ADR 881624209 2,118 31,720X 123 31,720 TEXAS INSTRUMENTS COMMON 882508104 44,266 1,867,763X 123 752,860 17,625 1,088,915 TEXTRON INC COMMON 883203101 28 600X 123 600 TEXTRON INC CV PFD A CV PFD 883203200 79 2,108X 123 2,108 THE BUCKLE INC COMMON 118440106 1,652 67,000X 123 41,600 25,400 THE INTERNATIONAL WINE MUT FND 29871F630 43 32,900X 123 32,900 THE MENS WEARHOUSE INC COMMON 587118100 13,389 525,050X 123 383,900 141,150 THE OAKMARK FUND MUT FND 413838103 48 1,420X 123 1,420 THE PMI GROUP COMMON 69344M101 1,012 26,500X 123 2,400 24,100 THE STEAK N SHAKE CO COMMON 857873103 3,769 240,800X 123 145,300 95,500 THE WALT DISNEY CO COMMON 254687106 55,477 2,935,282X 123 1,672,372 20,575 1,242,335 THERASENSE INC COMMON 883381105 6,006 325,150X 123 247,400 26,800 50,950 THERMEDICS INC CONV ZE CV BND 99FUUGII4 1,723 54,925X 123 54,925 THERMO ELECTRON CORP COMMON 883556102 84 5,100X 123 5,100 THERMO FIBERTEK INC COMMON 48282T104 3 152X 123 152 THERMO INSTRUMENT 144A CV BND 883559AC0 9,149 232,067X 123 209,867 22,200 THISTLE MINING INC COMMON 88431N103 300X 123 300 THQ INC COMMON 872443403 12,665 424,700X 123 325,725 32,550 66,425 TIBCO SOFTWARE INC COMMON 88632Q103 30 5,400X 123 5,400 TICKETMASTER ONLINE CI COMMON 88633P203 2,313 123,600X 123 120,700 2,900 TIDEWATER COMMON 886423102 13 400X 123 400 TJX COMPANIES INC COMMON 872540109 1,024 52,200X 123 8,600 43,600 TOLL BROTHERS INC COMMON 889478103 3,352 114,400X 123 111,550 2,850 TOM BROWN INC COMMON 115660201 4,261 150,300X 123 127,600 22,700 TOO INC COMMON 890333107 8,363 271,542X 123 147,642 48,600 75,300 TORCH ENERGY ROYALTY T COMMON 891013104 2 500X 123 500 TORCHMARK CORP COMMON 891027104 363 9,500X 123 1,500 8,000 TOTAL FINA ELF SA -SP ADR 89151E109 149 1,840X 123 1,840 TOTAL FINA SA-B COMMON 2980003Z1 3,941 24,275X 123 24,275 TOWER AUTOMOTIVE INC COMMON 891707101 13,006 932,300X 123 648,000 284,300 TRACTOR SUPPLY CO COMMON 892356106 15,490 218,200X 123 206,600 11,600 TRANSCANADA COMMON 893526103 100 6,530X 123 6,530 TRANSCANADA PIPELINES COMMON 29871F713 2,169 143,400X 123 143,400 TRANSOCEAN SEDCO FOREX COMMON G90078109 151 4,841X 123 2,039 2,802 TRAVELERS PROP CASUALT COMMON 89420G109 16,633 939,710X 123 423,835 23,700 487,175 TREDEGAR INDS COMMON 894650100 10,249 424,400X 123 292,500 131,900 TRI CONTL CORP MUT FND 895436103 706 43,861X 123 43,861 TRIBUNE CO COMMON 896047107 38,536 885,891X 123 170,100 715,791 TRICO MARINE SERVICES COMMON 896106101 16,904 2,489,586X 123 2,233,172 208,034 48,380 TRIMERIS INC COMMON 896263100 13,308 299,800X 123 229,700 26,600 43,500 TRIQUINT SEMICONDUCTOR CV BND 89674KAB9 8,213 159,660X 123 105,752 18,142 35,767 TULARIK INC COMMON 899165104 425 46,400X 123 34,600 11,800 TXU CORP COMMON 873168108 3,578 69,400X 123 32,900 36,500 TYCO INTERNATIONAL LTD COMMON 902124106 14,181 1,049,645X 123 678,817 4,868 365,960 TYLER TECHNOLOGIES INC COMMON 902252105 4,031 757,700X 123 644,300 113,400 UBS AG REGS COMMON 29871D528 4,039 80,306X 123 80,306 UBS PACE INTL EQUITY F MUT FND 90262L735 2 138X 123 138 UMB FINANCIAL CORP COMMON 902788108 5 115X 123 115 UNION PACIFIC COMMON 907818108 873 13,800X 123 1,000 12,800 UNISYS CORP COMMON 909214108 312 34,700X 123 19,400 15,300 UNITED MICROELECTRONIC ADR 910873207 65 8,900X 123 8,900 UNITED PARCEL SERIVCE COMMON 911312106 19 300X 123 300 UNITED SURGICAL PARTNE COMMON 913016309 10,738 346,600X 123 328,250 18,350 UNITED TECHNOLOGIES COMMON 913017109 3,663 53,949X 123 29,954 600 21,345 UNITEDHEALTH GROUP COMMON 91324P102 19,337 211,215X 123 98,640 2,200 108,975 UNITS KEMPER TE INSD I MUT FND 488902362 5 50X 123 50 UNIVERSITYOF PHOENIX O COMMON 37604204 3,492 117,880X 123 114,980 2,900 UNIVISION COMMUNICATIO COMMON 914906102 14,541 463,075X 123 6,850 456,225 UNOCAL CORP COMMON 915289102 15,466 418,677X 123 289,194 7,050 120,340 URBAN OUTFITTERS INC COMMON 917047102 18,676 537,900X 123 396,350 49,600 91,950 US BANCORP COMMON 902973304 39,189 1,678,341X 123 1,069,068 20,187 589,086 USAA INTERNATIONAL MUT FND 903287308 657 38,508X 123 38,508 USFREIGHTWAYS CORP COMMON 916906100 15 400X 123 400 VALSPAR CORP COMMON 920355104 12,885 285,450X 123 208,050 77,400 VANGUARD GNMA FUND MUT FND 922031307 4 395X 123 395 VANGUARD INDEX TR 500 MUT FND 922908108 82 894X 123 894 VANGUARD PRIMECAP FUND MUT FND 921936209 135 3,020X 123 1,797 1,222 VANGUARD SMALL CAP GRW MUT FND 922908827 239 23,341X 123 14,473 8,868 VANGUARD TOTAL INTL ST MUT FND 921909602 130 14,135X 123 2,271 11,864 VANGUARD U.S. GROWTH F MUT FND 921910600 225 6,299X 123 3,939 2,360 VANGUARD WINDSOR II MUT FND 922018205 243 10,111X 123 10,111 VARIAN MEDICAL SYSTEMS COMMON 92220P105 3,402 83,900X 123 81,900 2,000 VARIAN SEMICONDUCTOR E COMMON 922207105 3,334 98,250X 123 95,850 2,400 VECTREN CORP COMMON 92240G101 14,345 571,500X 123 397,000 174,500 VENTANA MEDICAL SYSTEM COMMON 92276H106 12,898 587,600X 123 407,100 180,500 Verisign Inc 92343E102 12 1,606.00NONE VERITAS DGC INC COMMON 92343P107 4 300X 123 300 VERITAS SOFTWARE CORP COMMON 923436109 13,355 674,847X 123 127,000 7,900 537,200 VERIZON COMMUNICATIONS COMMON 92343V104 5,591 139,233X 123 47,937 2,284 84,712 VIACOM INC COMMON 925524100 379 8,531X 123 3,706 4,825 VIACOM INC CL B COMMON 925524308 48,536 1,093,885X 123 515,424 12,196 560,765 VIAD CORP COMMON 92552R109 9,469 364,200X 123 283,300 80,900 VIASYS HEALTHCARE INC COMMON 92553Q209 6 365X 123 365 VIMPELCOM-SP ADR ADR 68370R109 191 7,500X 123 7,500 VIRAGE LOGIC CORP COMMON 92763R104 7,342 563,900X 123 527,950 35,950 VIRAGEN INC COMMON 927638106 15 22,250X 123 22,250 VISHAY INTERTECHNOLOGY COMMON 928298108 488 22,200X 123 300 21,900 VITESSE SEMICONDUCTOR COMMON 928497106 4 1,300X 123 300 1,000 VITESSE SEMICONDUCTOR CV BND 928497AB2 54,842 632,803X 123 461,261 69,883 101,660 VODAFONE GROUP PLC COMMON 29899E102 3,318 2,418,251X 123 2,386,051 32,200 VODAFONE GROUP PLC ADR 92857W100 71 5,230X 123 4,230 1,000 VORNADO REALTY TRUST COMMON 929042109 582 12,600X 123 12,600 WABTEC COMMON 929740108 3,732 261,900X 123 222,550 39,350 WACHOVIA CORP (NEW) COMMON 929903102 1,357 35,547X 123 26,946 8,601 WADDELL & REED FINANCI COMMON 930059100 103 4,491X 123 4,491 WALGREEN CO COMMON 931422109 2,962 76,688X 123 1,300 69,888 WAL-MART STORES INC COMMON 931142103 5,231 95,084X 123 24,910 2,950 53,324 Walt Disney Co/Disney Series 254687106 113 6,000.00NONE WASATCH CORE GROWTH FD MUT FND 936772201 10 301X 123 301 WASATCH SMALL CAP GROW MUT FND 936772102 269 9,441X 123 9,441 WASATCH SMALL CAP VALU MUT FND 936793207 55 12,225X 123 12,225 WASHINGTON MUTUAL INC COMMON 939322103 28,728 774,120X 123 635,870 3,450 134,800 WASHINGTON POST CL B COMMON 939640108 20 37X 123 37 WASHINGTON TRUST BANCO COMMON 940610108 253 10,680X 123 10,680 WASTE CONNECTIONS INC COMMON 941053100 9,456 302,700X 123 208,800 93,900 WASTE MANAGEMENT INC COMMON 94106L109 39,565 1,518,816X 123 1,251,060 8,470 259,286 WATER PIK TECHNOLOGIES COMMON 94113U100 4,475 357,700X 123 295,500 62,200 WATSON PHARM COMMON 942683103 27 1,055X 123 1,055 WEATHERFORD INTL COMMON G95089101 1,914 44,300X 123 35,300 9,000 WEBSENSE INC COMMON 947684106 16,996 664,700X 123 519,750 48,200 96,750 WEIGHT WATCHERS INTL I COMMON 948626106 2,552 58,750X 123 57,350 1,400 WEITZ SERIES VALUE FUN MUT FND 949045108 416 14,034X 123 14,034 WELLPOINT HEALTH NETWO COMMON 94973H108 11,499 147,790X 123 72,880 1,500 72,800 WELLS FARGO COMPANY COMMON 949746101 52,619 1,051,119X 123 761,126 5,638 273,999 WENDYS INTL COMMON 950590109 12 300X 123 300 WESTERN DIGITAL CONV 1 CV BND 958102AF2 24,974 877,625X 123 689,444 64,221 123,961 WESTERN DIGITAL SUB CN CV BND 958102AH8 15,380 540,468X 123 422,242 56,006 62,219 WESTERN GAS RES CONV P CV PFD 958259301 7,196 173,413X 123 140,705 10,945 21,763 WESTPAC BANKING SPON A ADR 961214301 82 1,800X 123 1,800 WESTWOOD ONE COMMON 961815107 14,384 430,400X 123 346,300 84,100 WET SEAL INC CL A COMMON 961840105 4 150X 123 150 WEYERHAEUSER CO COMMON 962166104 948 14,848X 123 14,848 W-H ENERGY SERVICES IN COMMON 9.29E+112 7,004 316,050X 123 299,150 16,900 WHIRLPOOL CORP COMMON 963320106 17,083 261,362X 123 221,440 1,100 38,520 WHOLE FOODS MARKET INC COMMON 966837106 1,555 32,250X 123 19,450 12,800 WILD OATS MARKETS INC COMMON 96808B107 8,131 505,000X 123 339,700 165,300 WILEY JOHN & SONS CL A COMMON 968223206 20,246 844,300X 123 618,350 225,950 WILLIAMS SONOMA INC COMMON 969904101 3,840 125,250X 123 122,200 3,050 WINTRUST FINANCIAL COR COMMON 97650W108 4,767 137,900X 123 83,850 54,050 WISCONSIN ENERGY CORP COMMON 976657106 256 10,125X 123 10,125 WORLDCOM INC - MCI GRO COMMON 98157D304 36X 123 24 12 WORLDCOM INC - WORLDCO COMMON 98157D106 4,730X 123 3,930 800 WRIGHT MEDICAL GROUP I COMMON 98235T107 12,511 620,600X 123 428,700 191,900 WRIGLEY W M JR COMMON 982526105 599 10,824X 123 10,824 WYETH CO COMMON 983024100 20,427 398,966X 123 102,931 5,200 285,135 XCEL ENERGY INC COMMON 98389B100 128 7,650X 123 7,650 XEROX CORP COMMON 984121103 28 4,000X 123 4,000 XEROX CORP SUB DEB CON CV BND 984121BB8 137,494 1,997,310X 123 1,716,261 181,887 99,162 XICOR INC COMMON 984903104 1,483 367,000X 123 221,700 145,300 XILINX INC COMMON 983919101 2,635 117,448X 123 58,700 57,520 XL CAPITAL CORP ADR G98255105 13,513 159,540X 123 134,285 700 24,555 XTO ENERGY INC COMMON 98385X106 3,381 164,150X 123 110,200 53,950 Yahoo Inc. 984332106 12 791.00NONE YAMADA DENKI CO LTD COMMON 29871C298 1,805 20,600X 123 20,600 YELLOW CORP COMMON 985509108 13,375 412,800X 123 286,000 126,800 YUKOS ADR ADR 98849W108 167 1,200X 123 1,200 YUM! BRANDS INC COMMON 988498101 53 1,800X 123 1,800 ZALE CORP COMMON 988858106 14,719 406,030X 123 289,780 116,250 ZIMMER HOLDINGS INC COMMON 98956P102 12,519 351,059X 123 200,972 8,338 140,985 ZORAN CORP COMMON 98975F101 24,887 1,086,275X 123 894,800 60,300 131,175
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