-----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, DqoJWFeNiix7/9a6es8Jdmmhnjy0cNRZEfwKqV3BLrvu8pmiF38QPL/bmaFJpq21 PdKRS+Doq7jLTnctNwTpCw== 0000312348-02-000030.txt : 20020509 0000312348-02-000030.hdr.sgml : 20020509 ACCESSION NUMBER: 0000312348-02-000030 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020509 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: 02639095 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 march0213f2002.txt
C> PG 1 FORM 13F NAME OF REPORT ING MANAGERLOOMIS SAYLES& CO., INC 3/31/02 VO TING AUTHORI TY (SHARES) ITEM 1 ITEM 2 ITEM 3ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST D ISCRE TION NAME OF ISSUER CLASS CUSIPMKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE 0 --------- --------- --------- 3COM COMMON 885535104 19 3,150X 123 500 2,650 99 CENTS ONLY STORES COMMON 65440K106 5,893 153,700X 123 75,900 32,800 45,000 A.C. MOORE ARTS & CRAFTS INC COMMON 00086T103 7,155 187,550X 123 173,450 14,100 AAR CORP COMMON 361105 26 2,450X 123 2,450 ABBOTT LABS COMMON 2824100 30,691 583,490X 123 116,943 4,475 456,172 ABERCROMBIE & FITCH CO CL A COMMON 2896207 2 54X 123 54 ABGENIX INC COMMON 00339B107 14 760X 123 760 ACCREDO HEALTH INC COMMON 00437V104 33,245 580,500X 123 407,350 36,000 137,150 ACCTON TECHNOLOGY CORP GDR Global D 00437R202 203 37,400X 123 37,400 ACE LTD COMMON G0070K103 27,373 656,438X 123 78,600 6,300 567,748 ACTEL CORP COMMON 4934105 6,337 306,000X 123 221,100 8,200 76,700 ACTION PERFORMANCE COS INC COMMON 4933107 13,475 273,600X 123 253,300 20,300 ACTIVISION INC COMMON 4930202 18,871 632,625X 123 584,925 47,700 ACTUANT CORP CL A COMMON 00508X203 12,388 287,080X 123 176,700 6,200 104,180 ACTUATE CORP COMMON 00508B102 9,948 1,377,800X 123 926,300 22,300 429,200 ACXIOM CORP COMMON 5125109 23,984 1,399,300X 123 953,900 98,900 346,500 ADC TELECOMMUNICATIONS INC COMMON 886101 10,377 2,549,633X 123 1,613,573 27,850 899,950 ADELPHIA COMMUNICATIONS CL A COMMON 6848105 17,550 1,177,850X 123 177,400 12,225 986,725 ADMINISTAFF INC COMMON 7094105 16,763 606,700X 123 428,950 36,900 140,850 ADTRAN INC COMMON 00738A106 6,402 265,200X 123 178,300 4,300 82,600 ADVANCED DIGITAL INFO CORP COMMON 7525108 8,740 671,800X 123 328,800 89,600 253,400 ADVANCED FIBRE COMM COMMON 00754A105 14,920 777,500X 123 557,100 9,700 210,700 ADVENT SOFTWARE INC COMMON 7974108 24,488 413,927X 123 273,277 31,400 109,250 ADVISORS INNER CIRCLE ST CAP I MUT FND 00758M576 347 21,971X 123 21,971 ADVISORY BOARD CO COMMON 00762W107 8,320 255,850X 123 236,250 19,600 ADVO INC COMMON 7585102 15,675 371,100X 123 249,700 6,100 115,300 AEROFLEX INC COMMON 7768104 856 66,600X 123 66,600 AES CORPORATION COMMON 00130H105 654 72,650X 123 50,900 21,750 AFC ENTERPRISES COMMON 00104Q107 10,015 299,400X 123 201,800 4,900 92,700 AFFILIATED COMPUTER SVSC CL A COMMON 8190100 24,970 444,865X 123 245,615 9,500 189,750 AFFILIATED MANAGERS GROUP COMMON 8252108 24,331 338,726X 123 285,426 1,500 51,800 AFFYMETRIX CVT SUB NTS CV BND 00826TAD0 28,605 222,432X 123 162,494 45,764 14,175 AFFYMETRIX INC COMMON 00826T108 1,266 43,700X 123 43,700 AFFYMETRIX INC CVT 144A W/RTS CV BND 00826TAC2 10,605 82,462X 123 68,692 13,770 AFLAC INC COMMON 1055102 17,236 584,254X 123 439,886 4,550 134,541 AGILENT TECHNOLOGIES INC COMMON 00846U101 11,106 317,661X 123 257,910 1,300 56,977 AGL RESOURCES INC COMMON 1204106 7,431 316,200X 123 215,600 4,400 96,200 AIM BLUE CHIP FD CL A MUT FND 1413871 53 4,420X 123 4,420 AIM BLUE CHIP FUND B MUT FND 1413855 20 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 25 2,472X 123 2,472 AIR PRODS & CHEM COMMON 9158106 4,208 81,469X 123 18,450 63,019 AKSYS LTD COMMON 10196103 322 36,676X 123 36,676 ALASKA COMM SYSTEMS GROUP COMMON 01167P101 1,778 237,000X 123 139,100 9,000 88,900 ALBANY MOLECULAR RESEARCH INC COMMON 12423109 9,530 397,600X 123 267,300 6,500 123,800 ALBERTO CULVER CO CL A COMMON 13068200 1,774 36,800X 123 20,200 2,800 13,800 ALBERTSONS INC COMMON 13104104 192 5,800X 123 5,800 ALCAN INC COMMON 13716105 98 2,480X 123 2,480 ALCOA INC COMMON 13817101 50,656 1,342,233X 123 618,725 14,700 698,169 ALKERMES INC COMMON 01642T108 15,650 600,554X 123 444,704 43,600 112,250 ALLERGAN INC COMMON 18490102 11,114 171,909X 123 2,300 169,609 ALLETE INC COMMON 18522102 32,802 1,127,600X 123 805,100 14,400 308,100 ALLIANCE DATA SYSTEMS CORP COMMON 18581108 3,253 129,400X 123 110,150 19,250 ALLIANCE GAMING CORP COMMON 01859P609 10,101 330,850X 123 157,300 42,400 131,150 ALLIANCE GROWTH FUND B MUT FND 01877F500 10 475X 123 475 ALLIANCE TECHNOLOGY FUND B MUT FND 18780304 13 216X 123 216 ALLIANT ENERGY CORP COMMON 18802108 10,615 351,250X 123 229,150 4,300 117,800 ALLIANZ AG-ADR ADR 18805101 129 5,510X 123 5,510 ALLIED CAPITAL CORP COMMON 01903Q108 99 3,600X 123 3,600 ALLIED DOMECQ PLC COMMON 29871D965 2,932 478,500X 123 478,500 ALLMERICA FINANCIAL CORP COMMON 19754100 45 1,000X 123 1,000 ALLSTATE CORP COMMON 20002101 19,544 517,449X 123 423,306 2,200 91,943 ALLTEL CORP COMMON 20039103 82 1,474X 123 1,133 341 ALLTRISTA CORP COMMON 20040101 10 374X 123 374 ALPHARMA INC-CL A COMMON 20813101 72 5,000X 123 4,000 1,000 ALTERA CORP COMMON 21441100 3,667 167,650X 123 163,950 3,700 AMAZON.COM INC COMMON 23135106 2 150X 123 150 AMAZON.COM INC CVT CV BND 023135AF3 4,045 83,945X 123 68,950 10,445 4,550 AMAZON.COM INC CVT EUR CV BND 023135AG1 2,395 42,355X 123 38,543 3,811 AMBAC FINL GRP COMMON 23139108 821 13,900X 123 13,900 AMDOCS LTD COMMON G02602103 1,847 69,300X 123 68,200 1,100 AMERICA MOVIL-SERIES L ADR 02364W105 1,529 77,000X 123 74,200 2,800 AMERICAN CAPITAL STRATEGIES COMMON 24937104 6,814 220,100X 123 147,800 3,600 68,700 AMERICAN ELEC PWR COMMON 25537101 270 5,861X 123 1,951 3,910 AMERICAN EXPRESS CO COMMON 25816109 24,522 598,675X 123 507,525 1,800 89,350 AMERICAN FDS CAPITAL WORLD GRW MUT FND 140543109 140 5,455X 123 5,455 AMERICAN FDS IVEST CO OF AMER MUT FND 461308108 471 16,311X 123 16,311 AMERICAN FINANCIAL GROUP INC COMMON 25932104 13,944 485,500X 123 326,500 7,800 151,200 AMERICAN HEALTHWAYS INC COMMON 02649V104 1,995 73,500X 123 73,500 AMERICAN INTL GRP COMMON 26874107 84,687 1,173,925X 123 386,047 17,118 762,169 AMERICAN MGMT SYSTEM COMMON 27352103 1,702 91,100X 123 63,800 27,300 AMERICAN POWER CONVERSION COMMON 29066107 10,481 709,150X 123 539,000 13,500 156,650 AMERICAN STATES WATER CO COMMON 29899101 9,334 264,800X 123 178,900 4,000 81,900 AMERISOURCEBERGEN CORP COMMON 03073E105 22,836 334,355X 123 176,530 6,325 151,500 AMERISTOCK MUTUAL FUND INC MUT FND 03071F104 54 1,286X 123 1,286 AMERUS GROUP CO COMMON 03072M108 12,062 313,700X 123 210,700 5,100 97,900 AMETEK INC COMMON 31100100 11,156 299,800X 123 201,100 4,900 93,800 AMGEN INC COMMON 31162100 22,351 374,502X 123 117,954 1,500 250,648 AMKOR TECH INC CVT CV BND 031652AH3 18,492 416,114X 123 326,735 61,475 27,904 AMPHENOL CORP CL A COMMON 32095101 4,577 97,800X 123 83,800 14,000 AMR CORP DEL COMMON 1765106 8,702 329,490X 123 278,585 1,600 49,305 ANADARKO PETE CORP COMMON 32511107 1,747 30,946X 123 21,700 9,246 ANALOG DEVICES COMMON 32654105 808 17,934X 123 11,550 4,450 ANALOG DEVICES 144A CVT CV BND 032654AC9 10,496 85,648X 123 71,007 5,394 9,247 ANALOG DEVICES SUB CVT NTS CV BND 032654AD7 393,429 2,797,164X 123 2,283,085 308,879 205,200 ANGIOTECH PHARMACEUTICALS COMMON 34918102 15,099 331,050X 123 263,950 18,000 49,100 ANGLO AMERICAN PLC COMMON 29871F663 4,083 244,000X 123 241,100 2,900 ANGLO IRISH BANK CORP PLC COMMON 29871E518 4,362 927,596X 123 909,500 18,096 ANHEUSER BUSCH COMMON 35229103 50,076 959,325X 123 335,160 8,525 611,680 ANNTAYLOR STORES CORP COMMON 36115103 14,031 324,650X 123 237,600 3,500 83,550 ANNUITY AND LIFE RE HLDGS COMMON G03910109 12,676 655,100X 123 474,150 7,600 173,350 ANTEON INTL CORP COMMON 03674E108 14,244 684,800X 123 460,400 11,150 213,250 ANTHEM INC COMMON 03674B104 5,360 93,100X 123 65,050 28,050 AOL TIME WARNER INC COMMON 00184A105 41,194 1,741,427X 123 1,211,014 24,924 489,789 APACHE CORP COMMON 37411105 901 15,840X 123 15,840 APOGENT TECHNOLOGIES COMMON 03760A101 6,089 246,700X 123 179,200 67,500 APOLLO GROUP INC CL A COMMON 37604105 81 1,515X 123 1,515 APPLE COMPUTER COMMON 37833100 21,112 891,982X 123 744,275 4,550 140,800 APPLERA CORP- APPLIED BIOSYS COMMON 38020103 35 1,550X 123 500 1,050 APPLIED MATERIALS COMMON 38222105 22,511 414,806X 123 176,001 3,850 232,170 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 8 1,000X 123 1,000 APTARGROUP INC COMMON 38336103 8,279 236,200X 123 158,900 3,900 73,400 APW LTD COMMON G04397108 3 17,622X 123 17,622 AQUILA INC COMMON 03840P102 343 13,791X 123 13,791 ARAMARK CORP-CL B COMMON 38521100 7,046 266,900X 123 194,150 72,750 ARCHER-DANIELS-MIDLAND CO COMMON 39483102 15 1,089X 123 1,089 ARTESYN TECHNOLOGIES INC COMMON 43127109 8,388 901,000X 123 618,000 12,200 270,800 ARTISTDIRECT INC COMMON 04315D400 6 503X 123 503 ASM LITHOGRAPHY HLDG COMMON N07059111 4,198 165,470X 123 163,070 2,400 ASPECT TELECOM SUB CONV DEB CV BND 045237AE4 4,478 122,418X 123 82,904 28,622 10,891 ASSOCIATED BANC CORP COMMON 45487105 4,778 125,642X 123 119,069 6,573 ASSOCIATED ESTATES REALTY CP COMMON 45604105 7,014 685,600X 123 457,200 65,500 162,900 ASTORIA FINANCIAL CORP COMMON 46265104 6,615 227,700X 123 155,000 3,200 69,500 AT&T CORP COMMON 1957109 36,391 2,317,924X 123 1,366,034 20,015 913,275 AT&T WIRELESS SERVICES INC COMMON 00209A106 53 5,959X 123 1,539 2,202 2,218 ATI TECHNOLOGIES INC COMMON 1941103 1,664 124,200X 123 117,900 6,300 ATWOOD OCEANICS INC COMMON 50095108 13,104 285,500X 123 191,600 4,700 89,200 AUTOMATIC DATA PROC COMMON 53015103 7,335 125,888X 123 24,434 101,454 AUTOZONE INC COMMON 53332102 17,765 258,030X 123 113,830 2,675 141,525 AVALONBAY COMMUNITIES INC COMMON 53484101 533 10,700X 123 10,700 AVAYA INC COMMON 53499109 5 739X 123 157 205 377 AVERY DENNISON CORP COMMON 53611109 6,417 105,145X 123 75,050 30,095 AVNET INC COMMON 53807103 3,990 147,450X 123 125,300 22,150 AVOCENT CORP COMMON 53893103 13,232 493,900X 123 456,000 37,900 AVON PRODS COMMON 54303102 34,991 644,160X 123 14,950 7,750 619,400 AXCELIS TECHNOLOGIES INC COMMON 54540109 9,145 639,533X 123 315,910 85,200 238,423 BAKER HUGHES INC COMMON 57224107 4,919 128,600X 123 96,000 32,600 BALL CORPORATION COMMON 58498106 307 6,500X 123 6,500 BANCO ITAU SA ADR ADR 59602201 40 1,000X 123 1,000 BANCO SANTANDER CENTRAL HISPAN COMMON 29871D486 2,584 308,500X 123 308,500 BANCO SANTANDER SA SPONS ADR ADR 05964H105 104 12,650X 123 12,650 BANK OF IRELAND SPON ADR ADR 46267Q103 95 2,200X 123 2,200 BANK OF NEW YORK COMMON 64057102 6,529 155,395X 123 94,925 500 56,000 BANK ONE CORP COMMON 06423A103 25,454 609,243X 123 16,952 7,325 578,098 BANKAMERICA CORP COMMON 60505104 104,282 1,533,110X 123 749,528 17,475 758,193 BANKNORTH GROUP INC COMMON 06646R107 8,291 314,650X 123 221,750 92,900 BARCLAYS PLC SPONS ADR ADR 06738E204 105 850X 123 850 BARD C R COMMON 67383109 89 1,500X 123 1,500 BAUSCH & LOMB COMMON 71707103 71 1,600X 123 1,600 BAXTER INTL COMMON 71813109 53,443 897,887X 123 245,180 16,000 634,427 BB&T CORP COMMON 54937107 15 402X 123 402 BECKMAN COULTER INC COMMON 75811109 17,995 352,350X 123 256,550 3,900 91,900 BED BATH & BEYOND INC COMMON 75896100 13,296 393,965X 123 167,190 13,325 213,450 BEDFORD PROPERTY INVESTORS INC COMMON 76446301 9,137 356,900X 123 251,600 4,500 100,800 BELLSOUTH CORP COMMON 79860102 53,770 1,458,779X 123 686,109 29,690 731,980 BELO CORP-A COMMON 80555105 12,473 536,470X 123 361,370 8,700 166,400 BERGER SMALL CAP VALUE INSTL MUT FND 83902205 570 18,919X 123 18,919 BERGER SMALL CAP VALUE-INVST MUT FND 83902106 15 498X 123 498 BERKLEY WR CORP COMMON 84423102 14,787 257,250X 123 199,900 57,350 BERKSHIRE HATHAWAY INC CL A COMMON 84670108 14,433 203X 123 91 112 BERKSHIRE HATHAWAY INC CL B COMMON 84670207 25,950 10,954X 123 9,351 52 1,551 BEST BUY COMPANY COMMON 86516101 21,514 271,640X 123 47,430 2,700 221,510 BETHLEHEM STEEL CONV PFD SER B CV PFD 87509501 1,649 2,921,206X 123 2,300,506 323,877 296,823 BHP BILLITON LTD-SPON ADR ADR 88606108 101 8,280X 123 8,280 BIG LOTS INC COMMON 89302103 55 3,918X 123 3,918 BILLITON PLC COMMON 29871A730 3,288 577,300X 123 568,500 8,800 BIOGEN INC COMMON 90597105 147 3,002X 123 200 2,100 BIOMET INC COMMON 90613100 4,587 169,522X 123 103,315 2,625 62,572 BIOMIRA INC COMMON 09161R106 7 2,000X 123 2,000 BIO-REFERENCE LABS INC COMMON 09057G602 16 2,000X 123 2,000 BIOTECH HOLDRS TRUST COMMON 09067D201 12 100X 123 100 BIOVAIL CORP INTL COMMON 09067J109 3,593 71,890X 123 69,090 1,500 1,300 BJ SERVICES CO COMMON 55482103 38,743 1,123,955X 123 420,395 11,475 692,085 BLACK & DECKER CORP COMMON 91797100 8,220 176,631X 123 117,631 4,900 54,100 BLACK BOX CORP COMMON 91826107 7,980 164,800X 123 111,300 2,600 50,900 BLACK HILLS CORP COMMON 92113109 15 450X 123 450 BLACKROCK INC COMMON 09247X101 2,275 51,000X 123 51,000 BLOCKBUSTER INC-CLASS A COMMON 93679108 4,723 201,250X 123 196,350 4,900 BLYTH INC COMMON 09643P108 6,983 263,300X 123 177,100 4,300 81,900 BMC SOFTWARE INC COMMON 55921100 4,963 255,150X 123 179,250 75,900 BNY HAMILTON INTL EQTY INST MUT FND 05561M846 7 814X 123 814 BNY HAMILTON S/C GROWTH INST MUT FND 05561M861 13 797X 123 797 BOEING CO COMMON 97023105 27,658 573,223X 123 34,675 6,750 522,661 BOISE CASCADE COMMON 97383103 17,468 482,000X 123 339,000 6,500 136,500 BOMBARDIER INC CL B COMMON 97751200 1,339 148,900X 123 148,900 BORDERS GROUP INC COMMON 99709107 1,344 56,200X 123 10,700 45,500 BORG WARNER INC COMMON 99724106 1,397 22,200X 123 13,500 8,700 BOSTON PRIVATE FNL HOLDING COMMON 101119105 11,596 433,500X 123 292,100 7,100 134,300 BOSTON PROPERTIES INC COMMON 101121101 2,180 55,250X 123 46,450 8,800 Boston Scientific Corp 101137107 37.01 1,475 BOWATER INC COMMON 102183100 32,029 643,145X 123 543,100 1,900 98,145 BP AMOCO PLC COMMON 2980001E0 3,422 385,100X 123 385,100 BP PLC ADR 55622104 52,401 986,833X 123 599,785 10,678 376,370 BRADY CORP CL A COMMON 104674106 109 3,000X 123 3,000 BRIGGS & STRATTON COMMON 109043109 146 3,177X 123 3,177 BRISTOL MYERS SQUIBB COMMON 110122108 41,294 1,019,861X 123 695,236 6,850 313,175 BRITISH SKY BROADCASTING COMMON 29871B704 3,478 294,300X 123 294,300 BROADBAND TECH SUB CONV NTS CV BND 111309AC4 21 1,651,928X 123 1,280,545 198,891 172,493 BROADCOM CORP CL A COMMON 111320107 14 400X 123 400 BROADVISION INC COMMON 111412102 2 1,000X 123 1,000 BROCADE COMMUNICATIONS SYSTEM COMMON 111621108 6,282 232,656X 123 224,000 450 6,200 BROOKS AUTOMATION INC COMMON 11434A100 22,075 485,800X 123 281,400 37,300 167,100 BROWN & BROWN INC COMMON 115236101 2,277 72,500X 123 72,500 BRUNSWICK CORP COMMON 117043109 23,923 875,675X 123 226,235 8,488 640,953 BUILDERS TRANSPORT SUB DEB CV CV BND 120084AB4 11 242,172X 123 182,569 54,305 5,298 BUILDERS TRANSPORT SUB ZERO CO CV BND 120084AA6 7 243,609X 123 172,911 22,541 48,156 BURLINGTON NORTHN SANTA FE COMMON 12189T104 258 8,550X 123 3,000 5,550 BURLINGTON RESOURCES INC COMMON 122014103 32 797X 123 100 697 BURNS PHILP EURO CONV CV BND 416983II7 22,279 8,296,903X 123 7,808,311 45,806 442,787 BUSINESS OBJECTS SA SP ADR ADR 12328X107 4,972 113,100X 123 110,250 450 2,400 C.COR.NET CORP COMMON 125010108 3,910 217,200X 123 161,000 3,100 53,100 C.H. ROBINSON WORLDWIDE COMMON 12541W100 13 400X 123 400 CABOT MICROELECTRONICS CORP COMMON 12709P103 12,593 186,150X 123 99,250 15,800 71,100 CACI INTERNATIONAL INC CL A COMMON 127190304 19,260 548,550X 123 405,050 29,000 114,500 CADENCE DESIGN SYS INC COMMON 127387108 100 4,392X 123 3,256 CAL DIVE INTL INC COMMON 127914109 12,340 495,600X 123 457,800 37,800 CALDWELL & ORKIN MKT OPP FD MUT FND 128819307 59 3,237X 123 3,237 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 10,629 425,000X 123 392,550 32,450 CALIPER TECHNOLOGIES CORP COMMON 130876105 6 500X 123 500 CALPINE CORP COMMON 131347106 69 5,450X 123 450 5,000 CAMBREX CORP COMMON 132011107 10,272 244,000X 123 166,000 3,800 74,200 CAMINUS CORP COMMON 133766105 12,745 566,450X 123 524,450 42,000 CAMPBELL SOUP COMMON 134429109 27 1,000X 123 1,000 CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 4,933 230,300X 123 163,100 67,200 CANDIES INC COMMON 137409108 6 2,923X 123 2,923 CANON INC COMMON 29871E682 2,813 79,000X 123 79,000 CANON INC SPON ADR ADR 138006309 112 3,010X 123 3,010 CAP GEMINI SA COMMON 29871B399 4,777 64,200X 123 63,500 700 CAPITA GROUP COMMON 29899C106 4,744 803,800X 123 795,800 8,000 CAPITAL ONE FINL CORP COMMON 14040H105 34,799 545,012X 123 175,312 5,775 363,925 CARDINAL HEALTH INC COMMON 14149Y108 42,970 606,141X 123 242,847 7,100 354,294 CAREER EDUCATION CORP COMMON 141665109 30,037 758,500X 123 531,250 48,000 179,250 CAREMARK RX INC COMMON 141705103 4,426 226,950X 123 221,950 5,000 CARNIVAL CORP CL A COMMON 143658102 26,231 803,400X 123 691,675 2,600 109,125 CARRAMERICA COMMON 144418100 18,756 597,150X 123 422,850 7,900 166,400 CASEYS GENERAL STORES INC COMMON 147528103 5,463 404,700X 123 272,300 6,600 125,800 CATERPILLAR COMMON 149123101 2,021 35,548X 123 15,000 20,548 CDC NVEST GROWTH & INCOME FD A MUT FND 12506S102 65 5,548X 123 5,548 CEC ENTERTAINMENT INC COMMON 125137109 14,484 313,500X 123 210,700 5,000 97,800 CELESTICA INC COMMON 15101Q108 112 3,100X 123 3,100 CELESTICA INC COMMON 2987009G2 2,626 72,600X 123 69,800 2,800 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 53,938 1,586,411X 123 875,920 12,725 694,966 CEPHALON INC COMMON 156708109 3,386 53,750X 123 52,650 1,100 CERIDIAN CORP NEW COMMON 156779100 3,249 147,333X 123 77,633 1,900 67,800 CERTEGY INC COMMON 156880106 44 1,100X 123 1,100 CERUS CORP COMMON 157085101 817 15,242X 123 15,242 CGM CAP DEV FD MUT FND 125322107 79 3,894X 123 3,894 CHALONE WINE GROUP LTD COMMON 157639105 1 117X 123 117 CHARLES RIVER LABS COMMON 159864107 21,370 689,350X 123 523,950 35,200 130,200 CHARLOTTE RUSSE HOLDING INC COMMON 161048103 5,699 219,700X 123 147,700 3,600 68,400 CHARTER COMMUNICATIONS INC A COMMON 16117M107 18 1,600X 123 550 550 500 CHARTER ONE FIN INC COMMON 160903100 2,389 76,527X 123 56,849 525 19,153 CHECK POINT SOFTWARE TECH COMMON M22465104 651 21,435X 123 16,000 3,250 600 CHEESECAKE FACTORY COMMON 163072101 17,737 480,675X 123 206,775 65,825 208,075 CHEVRONTEXACO CORP COMMON 166764100 74,813 828,767X 123 423,404 6,230 391,734 CHICOS FAS INC COMMON 168615102 23,055 684,136X 123 568,024 28,500 87,612 Chiron Corp 170040109 22.58 492 CHOICEPOINT INC COMMON 170388102 15,866 275,450X 123 133,875 24,975 116,600 CHRISTOPHER & BANKS CORP COMMON 171046105 10,604 322,800X 123 297,950 24,850 CHUBB CORP COMMON 171232101 1,114 15,241X 123 2,000 200 13,041 CIENA CORP COMMON 171779101 350 38,900X 123 400 38,500 CIENA CORP SUB CONV DEB CV BND 171779AA9 9,772 146,260X 123 113,542 15,377 17,341 CIGNA CORP COMMON 125509109 136 1335X 123 825 CIMA LABS INC COMMON 171796105 10,934 410,300X 123 275,800 6,700 127,800 CINCINNATI FINANCIAL CORP COMMON 172062101 52 1,200X 123 1,200 CINERGY CORP COMMON 172474108 4,304 120,378X 123 94,600 23,400 CIRCUIT CITY STORES-CIRCUIT GP COMMON 172737108 15,090 836,500X 123 10,675 10,950 814,875 CIRRUS LOGIC INC COMMON 172755100 2,275 120,550X 123 114,450 6,100 CISCO SYSTEMS INC COMMON 17275R102 63,735 3,764,611X 123 930,163 58,480 2,747,049 CITIGROUP INC COMMON 172967101 192,30733,883,429X 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CONCORD EFS INC COMMON 206197105 79,756 2,398,690X 123 816,715 41,525 1,540,450 CONCURRENT COMPUTER CORP COMMON 206710204 848 102,100X 123 102,100 CONEXANT SYSTEMS INC COMMON 207142100 2,191 181,860X 123 132,100 49,760 CONOCO INC COMMON 208251504 56,615 1,940,186X 123 1,042,522 24,431 873,233 CONSTELLATION ENERGY GROUP COMMON 210371100 780 25,270X 123 1,100 1,070 23,100 CONVERGYS CORP COMMON 212485106 89 3,000X 123 3,000 CONVERIUM HOLDING AG-ADR ADR 21248N107 116 4,450X 123 4,450 COOPER COMPANIES INC COMMON 216648402 17,623 371,800X 123 266,700 4,500 100,600 COOPER TIRE COMMON 216831107 6,105 282,000X 123 191,000 4,500 86,500 CORINTHIAN COLLEGES COMMON 218868107 7,550 149,350X 123 85,750 23,100 40,500 CORIXA CORP COMMON 21887F100 34 5,432X 123 5,432 CORNING INC COMMON 219350105 155 20,400X 123 900 19,500 CORNING INC ZERO CPN CV BND 219350AJ4 1,025 16,661X 123 16,661 CORP INTERAMERICANA COMMON 2980001R1 336 130,708X 123 130,708 CORPORATE EXECUTIVE BOARD COMMON 21988R102 29,395 783,612X 123 503,712 61,800 218,100 CORPORATE HIGH YIELD FUND Closed E 219914108 X 123 CORPORATE OFFICE PROPERTIES TR COMMON 22002T108 10,206 779,100X 123 523,900 12,800 242,400 Costco Wholesale Corp 221060K105 122.29 3,071 COUNTRYWIDE CR INDS INC COMMON 222372104 166 3,700X 123 3,700 COX COMMUNICATIONS INC -CL A COMMON 224044107 11,610 308,450X 123 2,800 3,975 299,925 CP SHIPS LTD COMMON 22409V102 1 75X 123 75 CROWN MEDIA HOLDINGS CL A COMMON 228411104 10,105 814,900X 123 545,500 13,300 256,100 CSX CORP COMMON 126408103 16 424X 123 424 CUMULUS MEDIA INC CL A COMMON 231082108 12,733 711,350X 123 657,600 53,750 CVB FINANCIAL CORP COMMON 126600105 9,170 454,862X 123 346,712 8,800 99,350 CVS CORP COMMON 126650100 556 16,200X 123 2,400 13,800 CYMER INC COMMON 232572107 7,384 148,700X 123 85,400 23,000 40,300 CYPRESS SEMICONDUCTOR COMMON 232806109 23 1,000X 123 1,000 CYPRESS SEMICONDUCTOR SUB CONV CV BND 232806AE9 8,976 215,675X 123 203,243 9,730 2,703 CYPRESS SEMICONDUCTOR SUB CVT CV BND 232806AF6 40,967 758,856X 123 537,906 138,693 82,257 CYTEC INDS COMMON 232820100 15 483X 123 483 CYTYC CORP COMMON 232946103 7,465 277,300X 123 206,900 70,400 D & K HEALTHCARE RESOURCES INC COMMON 232861104 9,804 163,350X 123 91,450 24,600 47,300 DAILY MAIL & GENERAL TST NV COMMON 2338099A2 119 12,000X 123 12,000 DAIRY MART CONVENIENCE STORE COMMON 233860303 16 20,000X 123 20,000 DANAHER CORP COMMON 235851102 7,193 101,276X 123 55,926 450 44,900 DARDEN RESTAURANTS INC COMMON 237194105 763 18,800X 123 4,000 14,800 DASSAULT SYSTEMS SA-ADR ADR 237545108 64 1,300X 123 1,300 DAVIS NY VENTURE FUND B MUT FND 239080203 6 255X 123 255 DBS GROUP HLDGS LTD COMMON 2980001U4 2,135 266,000X 123 266,000 DEERE & CO COMMON 244199105 840 18,450X 123 250 18,200 DELAWARE GRP TAX FREE USA FD MUT FND 245909106 46 4,202X 123 4,202 DELL COMPUTER COMMON 247025109 27,252 1,043,752X 123 594,431 14,625 425,775 Delphi Automotive Systems 247126105 89.30 5,585 DELTA AIRLINES COMMON 247361108 20 600X 123 600 DELUXE CORP COMMON 248019101 213 4,600X 123 4,600 DEVELOPERS DIVERS REALTY COMMON 251591103 10,353 493,000X 123 283,700 6,450 202,850 Devon Energy Corp (NEW) 25179M103 78.87 1,634 DEVON ENERGY CVT CV BND 25179MAA1 10,472 97,276X 123 79,552 9,795 7,929 DEVON ENERGY CVT CV BND 25179MAB9 14,183 131,268X 123 110,979 6,530 13,759 DIAGEO PLC COMMON 29871E120 3,709 283,100X 123 278,800 4,300 DIAGO PLC SPON ADR ADR 25243Q205 153 2,910X 123 2,910 DIAMOND OFFSHORE DRILLING COMMON 25271C102 6,908 220,982X 123 213,575 7,407 DIANON SYSTEMS INC COMMON 252826102 28,670 441,900X 123 325,700 27,000 89,200 DICUT INC COMMON 253616106 3 45,000X 123 45,000 DIGITAL INSIGHT COMMON 25385P106 18,014 653,850X 123 516,100 137,750 DIGITAL RIVER INC COMMON 25388B104 1,552 104,800X 123 104,800 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 939 72,888X 123 56,957 5,994 9,938 DOCTOR REDDYS LAB ADR ADR 256135203 2,831 128,060X 123 126,660 1,400 DOCUMENTUM INC COMMON 256159104 7,394 290,550X 123 165,950 45,300 79,300 DODGE & COX STOCK FUND MUT FND 256219106 527 5,018X 123 5,018 DOLLAR TREE STORES INC COMMON 256747106 8,176 249,200X 123 212,450 36,750 DOMINION RES INC VA COMMON 25746U109 1,937 29,721X 123 16,550 13,171 DOMINION RESOURCES BLACK WARRI COMMON 25746Q108 168 8,000X 123 8,000 DONNELLEY RR&SONS COMMON 257867101 304 9,759X 123 1,700 8,059 DOVER CORP COMMON 260003108 2,593 63,250X 123 30,850 32,400 DOVER DOWNS ENTERTAINMENT INC COMMON 260086103 12,118 746,200X 123 501,600 12,200 232,400 DOW CHEMICAL COMMON 260543103 3,767 115,144X 123 55,887 8,350 44,203 DOWNEY FINANCIAL CORP COMMON 261018105 17,709 388,350X 123 278,250 4,800 105,300 DSP GROUP INC COMMON 23332B106 11,748 573,900X 123 385,700 9,300 178,900 DST SYSTEMS COMMON 233326107 1,205 24,200X 123 500 23,700 DTE ENERGY CO COMMON 233331107 68 1,500X 123 1,500 DUKE ENERGY CORP COMMON 264399106 756 19,999X 123 7,000 5,291 DUKE REALTY INVESTMENTS INC COMMON 264411505 1,807 69,500X 123 22,800 46,700 DUN & BRADSTREET CORP NEW COMMON 26483E100 3,289 82,200X 123 70,800 11,400 DUNES HOTELS & CASINOS INC COMMON 265440107 25X 123 25 DUPONT E I COMMON 263534109 13,401 284,232X 123 154,984 6,350 114,383 DVI INC COMMON 233343102 6,022 327,300X 123 220,400 5,300 101,600 DYNEGY INC COMMON 26816Q101 65 2,250X 123 2,250 EAST WEST BANCORP INC COMMON 27579R104 10,770 367,700X 123 247,200 6,100 114,400 EASTMAN CHEMICAL CO COMMON 277432100 16 322X 123 60 262 EASTMAN KODAK COMMON 277461109 90 2,900X 123 250 2,650 EASVLINK SERVICES CORP-A COMMON 27784T200 1 366X 123 366 EATON CORP COMMON 278058102 514 6,344X 123 300 6,044 EBAY INC COMMON 278642103 15,065 265,980X 123 106,555 3,250 156,175 ECOLAB INC COMMON 278865100 493 10,784X 123 10,784 ECONNECT INC COMMON 27889S107 3,800X 123 3,800 EDUCATION MANAGEMENT CORP COMMON 28139T101 10,625 251,950X 123 144,750 39,000 68,200 EDWARDS (A.G.) INC COMMON 281760108 89 2,025X 123 2,025 EDWARDS LIFESCIENCES CORP COMMON 2.82E+112 17 620X 123 450 170 EFUNDS CORP COMMON 28224R101 41 2,536X 123 2,536 EL PASO CORPORATION COMMON 28336L109 86,399 1,962,284X 123 1,157,244 17,589 785,158 ELANTEC SEMICONDUCTOR INC COMMON 284155108 8,293 193,900X 123 179,200 14,700 ELECTRONIC ARTS INC COMMON 285512109 46,156 759,146X 123 199,085 8,800 548,850 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 546 9,424X 123 7,410 425 ELECTRONICS FOR IMAGING COMMON 286082102 5,314 290,400X 123 196,500 4,600 89,300 ELECTROSOURCE INC COMMON 286150206 500X 123 500 EMBARCADERO TECHNOLOGIES COMMON 290787100 11,037 807,950X 123 679,550 128,400 EMBRAER AIRCRAFT CORP -SP ADR ADR 29081M102 276 13,695X 123 13,695 EMC CORP COMMON 268648102 15,913 1,334,991X 123 774,149 18,006 539,397 EMERSON ELEC COMMON 291011104 1,641 28,607X 123 2,900 21,918 EMMIS BROADCASTING CORP CL A COMMON 291525103 7,442 278,300X 123 159,000 43,300 76,000 EMPRESAS ICA SOC SUB DEB CONV CV BND 292448AC1 22,068 950,983X 123 733,939 116,742 100,302 EMULEX CORP COMMON 292475209 7,500 227,750X 123 107,750 29,800 90,200 ENERGY EAST CORP COMMON 29266M109 18,978 872,550X 123 600,650 10,300 261,600 ENERGY FACTORS SUB DEB CONV CV BND 292667AB8 42 2,020X 123 2,020 ENGLEHARD CORP COMMON 292845104 8,611 277,500X 123 196,000 81,500 ENI SPA COMMON 2981XEUR1 4,453 303,850X 123 303,850 ENSCO INTL INC COMMON 26874Q100 6,956 230,800X 123 209,100 21,700 ENTEGRIS INC COMMON 29362U104 6,249 386,950X 123 329,450 57,500 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 20,840 379,800X 123 185,000 44,700 150,100 ENTERGY CORP NEW COMMON 29364G103 69,717 1,605,996X 123 653,810 13,750 936,691 EOG RESOURCES INC COMMON 26875P101 37 900X 123 900 EPIQ SYSTEMS INC COMMON 26882D109 7,681 482,150X 123 445,850 36,300 EQUIFAX INC COMMON 294429105 132 4,400X 123 4,400 Equity Residental Prop Trust 294741103 109.79 3,820 EQUITY RESIDENTIAL PROPS TR COMMON 29476L107 11 400X 123 400 EQUITY RESIDTL CVT PFD G 7.25% CV PFD 29476L859 9,335 156,486X 123 124,348 28,297 3,841 ESCO TECHNOLOGIES COMMON 296315104 5,191 133,644X 123 113,400 20,244 ESPRIT HLDGS LTD COMMON G3122U103 391 226,000X 123 198,000 28,000 EVEREST RE GROUP LTD COMMON G3223R108 2,108 30,400X 123 16,900 13,500 EVERGREEN RESOURCES INC COMMON 299900308 11,103 266,250X 123 188,100 3,500 74,650 EVERGREEN SMALL CO GROWTH-A MUT FND 30023C749 1X 123 1 EVI INC CONV PFD 5% CV PFD 268939402 55,127 1,020,754X 123 755,001 145,766 119,987 EXELIXIS INC COMMON 30161Q104 6,845 496,400X 123 461,550 34,850 EXELON CORP COMMON 30161N101 1,980 37,387X 123 35,387 2,000 EXPEDIA INC CL A COMMON 302125109 3,370 48,250X 123 47,150 1,100 EXXON MOBIL CORP COMMON 30231G102 155,224 3,541,507X 123 1,881,016 38,075 1,581,373 FAIRCHILD SEMICOLON INTL -A COMMON 303726103 5,754 201,200X 123 150,100 51,100 FAIRMONT HOTELS & RESORTS COMMON 305204109 11,395 402,640X 123 302,315 100,325 FAMILY DOLLAR STORES INC COMMON 307000109 10 300X 123 300 Fannie Mae 313586109 319.36 3,998 FASTENAL CO COMMON 311900104 38 500X 123 500 FED WORLD INVT SER INC INTL SM MUT FND 31428U730 13 722X 123 722 FEDERAL NATL MTG COMMON 313586109 41,383 518,067X 123 342,141 1,550 174,376 FEDERAL REALTY INVS TRUST COMMON 313747206 10 375X 123 375 FEDERAL RLTY INVS TR CONV EURO CV BND 2987021Q4 18,234 2,679,844X 123 2,204,153 336,803 138,888 FEDERATED DEPT STORES COMMON 31410H101 349 8,550X 123 4,200 4,350 FEDERATED INVESTORS INC CL-B COMMON 314211103 14,900 460,600X 123 360,550 100,050 FEDEREATED STOCK TRUST MUT FND 313900102 44 1,289X 123 1,289 FEDEX CORP COMMON 31428X106 19 330X 123 200 130 FEI COMPANY COMMON 30241L109 13,281 373,600X 123 205,100 5,000 163,500 FERRO CORP COMMON 315405100 19,161 665,300X 123 446,900 10,800 207,600 FIDELITY ADV BAL FUND - T MUT FND 315807404 22 1,429X 123 1,429 FIDELITY ADV EQUITY INC-INSTL MUT FND 315808105 95 3,723X 123 3,723 FIDELITY ADV GRTH OPP FUND CL- MUT FND 315807834 15 529X 123 529 FIDELITY ADVISOR EQTY GRTH-I MUT FND 315805101 89 1,787X 123 1,787 FIDELITY DIVIDEND GROWTH FD MUT FND 316389402 48 1,678X 123 1,678 FIDELITY EQUITY-INCOME FD MUT FND 316138106 11 209X 123 209 FIDELITY NEW MILLINNIUM FD MUT FND 316200302 33 1,202X 123 1,202 FIDELITY SEL SOFTWARE & CMPTRS MUT FND 316390822 37 820X 123 820 FIDELITY SELECT COMPUTERS MUT FND 316390871 25 712X 123 712 FIDELITY SELECT DEVEL COMM FD MUT FND 316390566 22 1,412X 123 1,412 FIDELITY SELECT ELECTRS MUT FND 316390863 54 1,078X 123 1,078 FIDELITY SPART MARKET INDEX MUT FND 315912204 249 3,154X 123 3,154 FIDELITY SPART TOTAL MKT IDX MUT FND 315911404 X 123 FIFTH THIRD BANCORP COMMON 316773100 1,868 27,677X 123 22,900 200 4,577 FINANCIAL FEDERAL CORP COMMON 317492106 4,905 149,500X 123 100,600 2,500 46,400 FINOVA GROUP INC COMMON 317928109 400X 123 400 FIRST DATA CORP COMMON 319963104 68,015 779,545X 123 545,475 4,925 229,145 FIRST HORIZON PHARMACEUTICAL C COMMON 32051K106 10,226 457,350X 123 422,750 34,600 FIRST MIDWEST BANCORP INC COMMON 320867104 10,178 350,475X 123 235,600 5,625 109,250 FIRST TENN NATL COR COMMON 337162101 1,520 43,354X 123 20,792 22,562 FIRST TR CORP INC TR UT INRNE MUT FND 30264U291 14 2,609X 123 2,609 FIRST VIRGINIA BKS COMMON 337477103 121 2,250X 123 2,250 FIRSTENERGY COMMON 337932107 235 6,790X 123 2,688 FISERV INC COMMON 337738108 11,995 260,810X 123 124,900 135,910 FLEET BOSTON FINL CORP COMMON 339030108 53,094 1,516,984X 123 780,591 11,025 716,583 FLEXTRONICS INTL LTD COMMON Y2573F102 10,020 549,060X 446,550 1,900 94,230 FLOWERS FOODS INC COMMON 343498101 13,100 514,350X 123 346,400 8,400 159,550 FLOWSERVE CORP COMMON 34354P105 14,177 442,900X 123 297,500 7,200 138,200 FLUOR CORP NEW COMMON 343412102 297 7,286X 123 6,750 FMC CORP EURO CONV CV BND 2987021Z4 5,562 1,876,030X 123 1,876,030 FMC TECHNOLOGIES INC COMMON 30249U101 5,961 299,100X 123 254,050 45,050 FORD MOTOR CO COMMON 345370860 327 19,851X 123 349 14,142 FORDING INC COMMON 345426100 1,145 58,595X 123 49,792 8,803 FOREST LABS COMMON 345838106 49,785 609,365X 123 200,180 9,925 399,260 FORTUNE BRANDS INC COMMON 349631101 7,171 145,250X 123 111,500 33,750 FOSSIL INC COMMON 349882100 8,099 304,600X 123 204,800 5,000 94,800 FOUR SEASONS HOTELS INC COMMON 35100E104 11 200X 123 200 FPA PARAMOUNT FUND MUT FND 302546106 72 6,985X 123 6,985 FPA PERENNIAL FUND MUT FND 302548102 152 6,210X 123 6,210 FPL GROUP INC COMMON 302571104 962 16,159X 123 500 15,659 FRANKLIN (AGE) HI INC CL I MUT FND 353538101 2 966X 123 966 FRANKLIN EQUITY INC FD-A MUT FND 353612401 11 554X 123 554 FRANKLIN RESOURCES COMMON 354613101 57 1,350X 123 1,350 FRANKLIN UNIVERSAL TRUST Closed E 355145103 3 371X 123 371 FREDDIE MAC COMMON 313400301 33,020 521,069X 123 318,762 11,025 191,282 FRED'S INC COMMON 356108100 13,703 380,650X 123 352,100 28,550 FREEMARKETS INC COMMON 356602102 6,251 272,150X 123 251,600 20,550 FREMONT GENERAL CORP COMMON 357288109 50 8,240X 123 3,800 4,440 FRIEDMAN BILLING RAMSEY CL A COMMON 358433100 25 3,500X 123 1,500 2,000 FTI CONSULTING INC COMMON 302941109 13,253 427,800X 123 395,450 32,350 FURNITURE BRANDS INTL INC COMMON 360921100 11,533 316,400X 123 212,500 5,200 98,700 GABELLI EQUITY TRUST MUT FND 362397101 26X 123 26 GABELLI GLOBAL MUTIMEDIA TR MUT FND 36239Q109 2X 123 2 GABELLI UTILITY TRUST Closed E 36240A101 1X 123 1 GALLAGHER A J COMMON 363576109 2,672 81,550X 123 54,850 26,700 GANNETT CO COMMON 364730101 4,018 52,800X 123 25,300 27,500 GAP INC COMMON 364760108 46 3,065X 123 890 2,175 GARDNER DENVER INC COMMON 365558105 4,008 163,600X 123 95,000 6,100 62,500 GART SPORTS CO COMMON 366630101 6,063 200,750X 123 185,600 15,150 GATX CORP COMMON 361448103 25,772 810,450X 123 583,100 9,900 217,450 GEN DYNAMICS COMMON 369550108 21,135 224,955X 123 188,495 600 35,860 GEN MILLS COMMON 370334104 3,109 63,643X 123 21,280 2,400 39,963 GEN MOTORS CL H COMMON 370442832 17,053 1,036,671X 123 871,618 4,500 160,553 GENENTECH INC COMMON 368710406 13,918 275,877X 123 160,654 8,950 105,275 GENERAL ELECTRIC COMMON 369604103 131,596 3,513,896X 123 1,241,104 52,521 2,187,752 GENERAL MOTORS CORP COMMON 370442105 18,268 302,195X 123 264,752 800 35,085 GENTA INC COMMON 37245M207 2 100X 123 100 GENTEX CORP COMMON 371901109 9 300X 123 300 GENTIVA HEALTH SERVICES COMMON 37247A102 7 290X 123 290 GENUINE PARTS COMMON 372460105 64 1,744X 123 225 1,519 GENZYME CORP -GENL DIVISION COMMON 372917104 2,618 59,954X 123 54,750 4,200 GEORGIA PAC COMMON 373298108 320 10,694X 123 1,200 9,494 GERERAL GROWTH PROPERTIES COMMON 370021107 813 18,400X 123 18,400 GETTY IMAGES INC COMMON 374276103 20,247 675,800X 123 518,000 47,100 110,700 GILEAD SCIENCES INC COMMON 375558103 3,020 83,900X 123 82,100 1,800 GILLETTE CO COMMON 375766102 2,737 80,465X 123 40,918 39,547 GLAXOSMITHKLINE PLC COMMON 29871F747 1,267 53,900X 123 53,900 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 5,085 108,187X 123 56,387 355 51,445 GLIMCHER REALTY TRUST COMMON 379302102 6,389 344,400X 123 233,800 5,400 105,200 GLOBAL PAYMENTS INC COMMON 37940X102 2,126 58,000X 123 58,000 GLOBALSANTAFE CORP COMMON G3930E101 26,317 804,786X 123 559,050 4,125 236,974 GLOBESPAN VIRATA INC COMMON 37957V106 23,173 1,553,150X 123 1,066,150 76,000 411,000 GLYCOMED INC SUB DEB CONV CV BND 380002AA3 24,127 930,698X 123 614,597 249,057 67,044 GOLDMAN SACHS GROUP COMMON 38141G104 25,078 277,872X 123 53,165 3,250 219,725 GOLDMAN SACHS INTL EQUITY-A MUT FND 38141W596 11 717X 123 717 GOODYS FAMILY CLOTHING INC COMMON 382588101 2,625 334,400X 123 199,500 134,900 GRAINGER W W COMMON 384802104 191 3,400X 123 3,400 GREAT LAKES CHEM COMMON 390568103 7,321 259,900X 123 174,500 4,200 81,200 GREATER BAY BANCORP COMMON 391648102 10,427 305,600X 123 206,000 5,000 94,600 GRUPO TELEVISA SA SPON ADR ADR 40049J206 344 7,100X 123 7,100 GUCCI GROUP ADR ADR 401566104 19 200X 123 200 GUIDANT CORP COMMON 401698105 20,369 470,186X 123 29,950 5,225 433,631 GUJARAT AMBUJA CEMENT SP COMMON 2980002N9 334 79,500X 123 79,500 GULFMARK OFFSHORE INC COMMON 402629109 217 6,000X 123 6,000 H & Q HEALTHCARE INVESTORS FD Closed E 404052102 108 4,884X 123 4,884 H & R BLOCK INC COMMON 93671105 173 3,883X 123 2,550 1,333 HALLIBURTON CO COMMON 406216101 1,207 70,695X 123 33,574 26,400 HANOVER COMPRESSOR CO COMMON 410768105 39 2,160X 123 2,160 HARLEY DAVIDSON COMMON 412822108 953 17,286X 123 2,100 13,300 HARMAN INTL COMMON 413086109 7,644 154,900X 123 95,200 2,300 57,400 HARRAH'S ENTERTAINMENT INC COMMON 413619107 27 600X 123 400 200 HARRIS CORP COMMON 413875105 233 6,500X 123 4,500 2,000 HARTE HANKS INC COMMON 416196103 10,118 319,800X 123 221,100 3,300 95,400 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1,314 19,288X 123 1,408 16,800 HCA INC COMMON 404119109 6,593 149,582X 123 138,400 9,452 HCC INSURANCE HLDG COMMON 404132102 15,821 566,050X 123 272,150 72,400 221,500 HDFC BANK LTD ADR ADR 40415F101 292 19,000X 123 19,000 HEALTH & RETIREMENT PROP TR COMMON 40426W101 8X 123 8 HEALTH CARE PPTYS INV COMMON 421915109 2,068 51,000X 123 16,800 2,200 32,000 HEALTHSOUTH CORP COMMON 421924101 835 58,200X 123 500 57,700 HEALTHSOUTH CORP SUB CONV DEB CV BND 421924AF8 42,051 1,189,790X 123 1,096,138 87,372 6,280 HEINZ H J COMMON 423074103 257 6,192X 123 300 4,400 HERSHEY FOODS CORP COMMON 427866108 308 4,500X 123 4,500 HEWLETT PACKARD COMMON 428236103 11,447 638,073X 123 474,135 2,700 153,790 HEXCEL CORP SUB CONV NTS CV BND 428291AA6 7,340 640,354X 123 536,622 87,223 16,509 HEXCEL SUB DEB CONV CV BND 428290AA8 8,557 486,555X 123 357,584 73,730 55,241 V BND 51,946,865 HILTON HOTELS CVT SUB NTS C 432848AL3 56,643 2,703,901X 1236 5 515,669 241,367 HINES HORTICULTURE INC COMMON 433245107 2 600X 123 600 HISPANIC BROADCASTING CORP COMMON 43357B104 5,228 179,550X 123 175,650 3,900 HOME DEPOT COMMON 437076102 36,340 747,578X 123 339,265 10,200 398,113 HONDA MOTOR CO LTD SPON ADR ADR 438128308 122 5,750X 123 5,750 HONEYWELL INTERNATIONAL INC COMMON 438516106 34,045 889,590X 123 745,865 2,900 140,825 HOOPER HOLMES INC COMMON 439104100 10,942 1,043,100X 123 700,800 16,500 325,800 HORMEL FOODS COMMON 440452100 3,925 143,500X 123 95,800 47,700 HOT TOPIC INC COMMON 441339108 20,052 959,425X 123 607,875 78,000 273,550 HOTEL RESERVATIONS INC-CL A COMMON 441451101 4,075 69,150X 123 67,550 1,600 HOUSEHOLD INTL INC COMMON 441815107 4,878 85,884X 123 43,846 200 38,302 HUANENG POWER INTL ADR 443304100 92 3,440X 123 3,440 HUANENG POWER INTL INC H COMMON 29871B407 1,887 2,831,100X 123 2,761,100 70,000 HUBBELL INC CL B COMMON 443510201 118 3,600X 123 3,600 HUGHES SUPPLY INC COMMON 444482103 11,415 293,000X 123 197,200 4,600 91,200 HUMAN GENOME CVT SUB NTS CV BND 444903AH1 15,137 192,995X 123 130,575 41,644 20,776 HUMAN GENOME CVTS 144A W/RTS CV BND 444903AG3 31,198 397,780X 123 333,853 52,968 10,959 HUMAN GENOME SCIENCE COMMON 444903108 11 500X 123 500 HUTCHINSON TECH CONV CV BND 448407AC0 3,841 140,210X 123 101,763 38,448 HYDRIL CO COMMON 448774109 10,391 426,400X 123 286,500 7,000 132,900 IBERIABANK CORP COMMON 450828108 444 12,800X 123 7,500 5,300 IBM COMMON 459200101 32352 311082X 123 195,637 9,239 100,684 ICOS CORP COMMON 449295104 12,710 276,373X 123 3,500 272,873 IDEC PHARMACEUTICALS CORP COMMON 449370105 4,402 68,468X 123 66,350 1,400 IHOP CORP COMMON 449623107 9,355 277,500X 123 187,000 4,500 86,000 ILLINOIS TOOL WORKS INC COMMON 452308109 6,170 85,284X 123 35,548 42,930 IMAGISTICS INTL INC COMMON 45247T104 1 80X 123 80 IMATION CORP COMMON 45245A107 27 1,034X 123 1,034 IMMUNEX CORP COMMON 452528102 58 1917X 123 400 INCO LTD CVT DEBS CV BND 453258AH8 6,459 169,884X 123 169,884 INDEPENDENCE COMMUNITY BANK COMMON 453414104 11,109 394,900X 123 309,550 85,350 INFINEON TECHNOLOGIES AG COMMON 29871B563 2,820 125,200X 123 121,700 3,500 INFINEON TECHNOLOGIES-ADR ADR 45662N103 106 4,700X 123 4,700 INFOSPACE.COM INC COMMON 45678T102 1X 123 1 INFOSYS TECHNOLOGIES ADR ADR 456788108 550 8,400X 123 7,600 800 ING MIDCAP GROWTH FD-C MUT FND 44980R615 207 18,365X 123 18,365 INGERSOLL-RAND CO-CL A COMMON G4776G101 953 19,060X 123 19,060 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 7,755 306,900X 123 206,200 5,000 95,700 INTEGRA LIFESCIENCES HOLDING COMMON 457985208 11,370 404,200X 123 198,600 53,800 151,800 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 14,909 730,850X 123 423,250 51,300 256,300 INTEGRATED DEFENSE TECHNOLOGY COMMON 45819B101 5,193 187,150X 123 159,500 27,650 INTEGRATED DEVICE TECH INC COMMON 458118106 2,734 82,250X 123 80,450 1,800 INTEL CORP COMMON 458140100 121,652 4,000,409X 123 1,342,962 41,200 2,596,511 INTERBREW COMMON 29871E237 3,388 122,300X 123 122,300 INTERCEPT INC COMMON 45845L107 12,994 358,450X 123 330,900 27,550 INTL PAPER COMMON 460146103 57,951 1,579,882X 123 736,215 16,750 820,705 INTERPUBLIC GROUP COS INC COMMON 460690100 7 200X 123 200 INTL FLAV & FRAG COMMON 459506101 37 1,050X 123 1,050 INTL GAME TECH COMMON 459902102 2,755 44,200X 123 43,200 1,000 INTUIT INC COMMON 461202103 19 500X 123 500 INVESTORS FINANCIAL SVCS CORP COMMON 461915100 15,567 204,700X 123 140,250 24,400 40,050 INVITROGEN CORP COMMON 46185R100 36 1,050X 123 1,050 IONA TECHNOLOGIES PLC-ADR ADR 46206P109 6,051 357,400X 123 258,200 9,700 89,500 ISTAR FINANCIAL INC COMMON 45031U101 5,888 203,750X 123 152,550 51,200 ITRON INC COMMON 465741106 8,361 281,050X 123 133,550 36,200 111,300 ITXC CORP COMMON 45069F109 6,870 1,135,600X 123 764,200 18,800 352,600 JABIL CIRCUIT INC COMMON 466313103 41 1,740X 123 1,740 JACOBSON'S STORE SUB CONV DEB CV BND 469834AC9 64 39,061X 1235 6 39,061 JANUS TWENTY FUND MUT FND 471023408 20 558X 123 558 JANUS WORLDWIDE FUND MUT FND 471023309 518 11,918X 123 11,918 JDA SOFTWARE GROUP INC COMMON 46612K108 20,792 652,200X 123 609,050 43,150 JDS UNIPHASE CORP COMMON 46612J101 238 40,465X 123 28,900 6,100 5,465 JEFFERIES GROUP INC NEW COMMON 472319102 6,155 127,700X 123 85,800 2,000 39,900 JOHN HANCOCK BK & THRIFT OPP MUT FND 409735107 19 2,212X 123 2,212 JOHN HANCOCK FINANCIAL SVCS COMMON 41014S106 22,972 604,523X 123 422,708 5,450 170,750 JOHNSON & JOHNSON COMMON 478160104 72,035 1,109,092X 123 159,175 16,250 924,547 Johnson Controls Inc. 478366107 90.43 1,024 JONES APPAREL GROUP INC COMMON 480074103 91,295 2,612,170X 123 1,417,485 22,450 1,172,235 JOY GLOBAL INC COMMON 481165108 10 600X 123 600 JP MORGAN CHASE & CO COMMON 46625H100 37,491 1,051,638X 123 833,680 7,050 210,908 JSC MINING & SMELTING - SP ADR ADR 46626D108 434 20,000X 123 20,000 JUNIPER NETWORKS COMMON 48203R104 4 300X 123 300 JUNIPER NETWORKS CVT CV BND 48203RAA2 61,670 530,667X 123 397,198 77,435 56,033 KAMAN CORP SUB DEB CONV CV BND 483548AC7 1,501 67,979X 123 67,979 KERR MCGEE COMMON 492386107 2,762 43,949X 123 16,750 27,199 KEY ENERGY GROUP COMMON 492914106 6,503 606,650X 123 344,450 95,200 167,000 KEYCORP (NEW) COMMON 493267108 641 24,074X 123 1,204 11,754 KEYSPAN ENERGY COMMON 49337W100 217 5,943X 123 2,350 2,200 KIMBERLY CLARK COMMON 494368103 28,426 439,685X 123 247,376 3,950 188,359 KINDER MORGAN INC COMMON 49455P101 141 2,918X 123 2,025 KING PHARMACEUTICALS INC COMMON 495582108 1,735 49,566X 123 41,791 5,850 1,925 KLA-TENCOR CORPORATION COMMON 482480100 7,807 117,400X 123 114,800 300 2,300 KNIGHT RIDDER INC COMMON 499040103 26,285 382,665X 123 321,945 1,700 59,020 KOHLS CORP COMMON 500255104 6,933 97,440X 123 56,800 900 39,740 KOMATSU LTD COMMON 29871D395 2,031 589,000X 123 589,000 KOOKMIN BANK-SPON ADR ADR 50049M109 84 2,000X 123 2,000 KOPIN CORP COMMON 500600101 1,286 141,200X 123 141,200 KOSS CORP COMMON 500692108 22 1,500X 123 1,500 KPMG CONSULTING INC COMMON 48265R109 4,035 199,750X 123 195,350 4,400 KRAFT FOODS INC COMMON 50075N104 46,661 1,207,270X 123 718,385 8,225 474,020 KROGER COMMON 501044101 7,658 345,594X 123 235,334 9,100 101,160 KRONOS INC COMMON 501052104 21,963 467,500X 123 360,650 31,500 75,350 KULICKE & SOFA INDUSTRIES COMMON 501242101 9,200 442,100X 123 408,400 33,700 L-3 COMMUNICATIONS CORP COMMON 502424104 48,129 429,720X 123 138,995 6,725 284,000 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 7,928 82,700X 123 81,000 1,700 LABRANCHE & CO INC COMMON 505447102 4,324 139,250X 123 136,250 3,000 LAMAR ADVERTISING CO COMMON 512815101 5,100 125,550X 123 90,700 34,850 LASALLE HOTEL PROPERTIES COMMON 517942108 1,620 100,000X 123 67,200 1,600 31,200 LATTICE SEMICONDUCTOR CORP COMMON 518415104 2,635 150,300X 123 128,000 22,300 LEAP WIRELESS INTL INC COMMON 521863100 6 750X 123 750 LEAR CORP COMMON 521865105 20,156 423,450X 123 292,250 4,500 126,700 LEGGETT & PLATT INC COMMON 524660107 54,467 2,196,235X 123 1,155,185 19,125 1,021,925 LEHMAN BROS HOLDING INC COMMON 524908100 40,134 620,892X 123 161,545 6,225 450,701 LENNOX INTERNATIONAL INC COMMON 526107107 2,390 180,800X 123 122,800 3,100 54,900 LERNOUT & HAUSPIE SPEECH PRODS COMMON B5628B104 1,688X 123 1,688 LEXMARK INTL INC COMMON 529771107 12,392 216,725X 123 110,710 1,975 104,040 LIBERTY MEDIA CORP COMMON 530718105 189 15,000X 123 1,000 1,000 LIBERTY PPTY TRUST COMMON 531172104 17,047 528,600X 123 384,500 6,200 137,900 LIFECELL CORPORATION COMMON 531927101 7 2,000X 123 2,000 LILLY ELI COMMON 532457108 12,044 158,059X 123 67,064 1,160 87,435 LINCARE HLDG COMMON 532791100 5 200X 123 200 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 114 4,000X 123 4,000 LINCOLN NATL CORP COMMON 534187109 25,027 493,335X 123 419,830 1,500 72,005 LINEAR TECHNOLOGY CORP COMMON 535678106 246 5,569X 123 800 2,800 LINEN N THINGS INC COMMON 535679104 15,625 511,800X 123 344,900 8,400 158,500 LITTELFUSE INC COMMON 537008104 10 400X 123 400 LIZ CLAIBORNE COMMON 539320101 15,607 550,300X 123 359,400 5,800 185,100 LM ERICSSON ADR 294821400 5 1,100X 123 600 500 LOCKHEED MARTIN CORP COMMON 539830109 24,705 429,065X 123 70,025 5,225 351,050 LOEWS CORP SUB CONV NTS CV BND 540424AL2 333,879 6,035,301X 123 5,310,644 436,132 288,525 LOGITECH INTL ADR ADR 541419107 47 1,000X 123 1,000 LONGVIEW FIBRE COMMON 543213102 206 20,000X 123 20,000 LOWES COS COMMON 548661107 48,632 1,118,225X 123 322,825 11,875 783,525 LOXLEY PUBLIC CO LTD - CLEARST COMMON 29871A318 2,95011,565,790X 12310,246,007 1,319,783 LOXLEY PUBLIC CO LTD - PHYSICA COMMON 29871A334 803 2,772,472X 123 2,772,472 LS AGGRESSIVE GROWTH FD I MUT FN 543487797 3,311 211,838X 123 8,632 203,207 LS GLOBAL TECHNOLOGY FD I MUT FN 543487540 507 114,679X 123 114,679 LS GROWTH FUND I MUT FN 543487102 4,920 1,002,064X 123 254,546 747,517 LS INTL EQUITY FUND I MUT FN 543487409 32,114 3,214,565X 123 1,725,919 6,713 1,481,933 LS RESEARCH FUND I MUT FN 543487482 15,145 1,919,498X 123 1,919,498 LS SMALL CAP GROWTH FUND I MUT FN 543487854 10,194 1,045,563X 123 421,237 624,325 LS SMALL CAP VALUE FUND I MUT FN 543487300 97,389 4,380,985X 123 1,964,142 2,416,843 LS SMALL COMPANY VALUE FD-LSIT MUT FN 543495881 27,810 2,681,769X 123 2,681,769 LS VALUE FUND I MUT FN 543487201 23,754 1,588,876X 123 550,083 1,038,792 LS WORLDWIDE FUND I MUT FN 543487870 6,740 826,947X 123 826,947 LSI LOGIC COMMON 502161102 7 400X 123 400 LSI LOGIC CVT CV BND 502161AE2 3,525 55,830X 123 52,984 2,846 LUCENT TECHNOLOGIES INC COMMON 549463107 6,249 1,321,115X 123 1,112,039 8,264 200,812 M.I.M. HOLDINGS LTD COMMON 29871F531 317 439,900X 123 376,000 63,900 MACROMEDIA INC COMMON 556100105 11,958 585,580X 123 342,680 53,800 189,100 MAGMA DESIGN AUTOMATION COMMON 559181102 4,553 233,950X 123 216,250 17,700 MAGNA INTL SUB CONV CV BND 559222AG9 32,374 405,749X 123 327,832 71,353 6,564 MANDALAY RESORT GROUP COMMON 562567107 15 500X 123 500 MANHATTAN ASSOCIATES INC COMMON 562750109 13,697 359,500X 123 332,900 26,600 MANPOWER INC COMMON 56418H100 39 1,000X 123 1,000 MANULIFE FINANCIAL CORP COMMON 56501R106 19 699X 123 699 MARATHON OIL CORP COMMON 565849106 10 328X 123 300 MARCONI PLC-ADR ADR 566306205 1,000X 123 1,000 MARCUS CORP COMMON 566330106 451 27,975X 123 27,975 MARRIOTT INTERNATIONAL COMMON 571903202 148 3,300X 123 2,500 800 MARSH & MCLENNAN COMMON 571748102 4,623 41,005X 123 13,099 200 27,706 MARSHALL & ILSLEY COMMON 571834100 2,759 44,329X 123 18,900 1,000 24,429 MARTIN MARIETTA MATERIALS COMMON 573284106 42 1,000X 123 1,000 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 20,196 461,100X 123 325,950 48,350 86,800 MASCO CORP COMMON 574599106 32,396 1,180,195X 123 884,310 11,000 282,230 MASCOTECH SUB DEB CONV CV BND 574670AB1 87,78950,172,012X 12340,899,540 6,703,208 2,569,265 MASSEY ENERGY CO COMMON 576206106 114 6,750X 123 6,750 MATRIX ONE INC COMMON 57685P304 1,017 114,000X 123 105,200 8,800 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 51,982 933,088X 123 291,845 9,925 629,466 MAXIMUS INC COMMON 577933104 4,431 144,200X 123 96,800 2,400 45,000 MAXTOR CORP COMMON 577729205 13,450 1,935,300X 123 1,300,400 31,500 603,400 MAY DEPT STORES CO COMMON 577778103 866 24,850X 123 200 23,100 MBNA CORP COMMON 55262L100 3,207 83,140X 123 71,775 5,700 5,665 MCAFEE.COM CORP COMMON 579062100 221 13,400X 123 13,400 MCDATA CORP COMMON 580031102 4 300X 123 300 MCDATA CORP COMMON 580031201 6,964 586,691X 123 334,860 90,900 160,931 MCDONALDS COMMON 580135101 36,594 1,318,703X 123 1,055,176 9,525 254,002 MCG CAPITAL CORP COMMON 58047P107 17,149 879,600X 123 621,250 11,700 246,650 MCGRAW HILL COS INC COMMON 580645109 22,722 332,920X 123 275,685 1,400 55,050 MCKESSON CORP COMMON 58155Q103 127 3,400X 123 600 1,600 MDC COMMUNICATIONS COMMON 55267W309 28 7,000X 123 1,000 6,000 MDU RESOURCES GROUP INC COMMON 552690109 17,985 580,175X 123 398,800 6,500 174,875 MEDAREX INC COMMON 583916101 6,133 380,250X 123 297,050 83,200 MEDIA GENERAL INC-CL A COMMON 584404107 2,584 40,700X 123 34,650 6,050 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 1,059 75,600X 123 63,600 12,000 MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 23,388 421,400X 123 233,050 36,900 151,450 MEDIMMUNE INC COMMON 584699102 3,129 79,575X 123 72,750 100 5,570 MEDTRONIC INC COMMON 585055106 33,716 745,778X 123 372,677 11,800 357,401 MELLON FINANCIAL CORP COMMON 58551A108 15 400X 123 400 MERCANTILE BANK CORP COMMON 587376104 4,215 205,605X 123 175,155 30,450 MERCK & CO COMMON 589331107 49,727 863,616X 123 598,101 11,700 248,415 MERCURY INTERACTIVE CORP COMMON 589405109 6,276 166,706X 123 163,306 3,400 MERRILL LYNCH & CO COMMON 590188108 155 2,790X 123 1,000 890 900 MERRILL LYNCH BASIC VALUE FD B MUT FND 590190203 29 963X 123 963 MERRILL LYNCH GLOBAL ALLOCATIO MUT FND 589939404 195 14,697X 123 14,697 MERRILL LYNCH GLOBAL B MUT FND 589939206 24 1,871X 123 1,871 MERRILL LYNCH PACIFIC FUND - D MUT FND 590906400 54 3,183X 123 3,183 MERRILL LYNCH PACIFIC FUND-B MUT FND 590906202 5 313X 123 313 MFS RESEARCH INTL-A MUT FND 552983512 42 3,503X 123 3,503 MGIC INVT CORP WIS COMMON 552848103 23,356 341,310X 123 289,260 800 51,250 MGM MIRAGE COMMON 552953101 4,331 119,550X 123 116,950 2,600 MICHAELS STORES INC COMMON 594087108 18,390 486,500X 123 229,200 63,000 194,300 MICROCHIP TECHNOLOGY INC COMMON 595017104 4,099 98,000X 123 95,800 2,200 MICRON TECHNOLOGY COMMON 595112103 64 1950X 123 800 MICROSOFT CORP COMMON 594918104 110,795 1,837,105X 123 461,615 26,042 1,340,022 MICROTUNE INC COMMON 59514P109 1,505 104,700X 123 104,700 MID ATLANTIC MEDICAL SVC COMMON 59523C107 10,089 354,000X 123 203,700 54,800 95,500 MILLER (HERMAN) INC COMMON 600544100 105 4,400X 123 2,600 1,800 MILLIPORE CORP COMMON 601073109 46 1,050X 123 650 400 MINNESOTA MNG & MFG COMMON 604059105 42,012 365,285X 123 172,297 6,700 181,542 MIRANT CORP COMMON 604675108 33 2,304X 123 397 1,907 MISSISSIPPI VALLEY BANCSHRS COMMON 605720101 11,087 275,800X 123 185,100 4,400 86,300 MKS INSTRUMENTS INC COMMON 55306N104 17,498 511,050X 123 475,200 35,850 MOHAWK INDS INC COMMON 608190104 9,907 164,875X 123 119,450 1,800 43,625 MOLDFLOW CORP COMMON 608507109 4,652 344,600X 123 256,200 88,400 MONACO COACH CORP COMMON 60886R103 5,037 207,300X 123 117,250 10,700 79,350 MOODYS CORP COMMON 615369105 15,311 372,531X 123 175,700 3,500 193,331 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 3,287 189,053X 123 87,685 45,553 55,815 MORGAN ST DEAN WITTER DISCOV COMMON 617446448 56,296 982,311X 123 767,191 6,750 202,640 MORGAN STANLEY INS INTL EQ-A MUT FND 61744J408 41 2,569X 123 2,569 MORGAN STANLEY INS VALUE-AD MUT FND 617440615 11 710X 123 710 MOTHERS WORK INC COMMON 619903107 25 1,550X 123 1,491 59 MOTOROLA INC COMMON 620076109 26,51818,675,460X 123 1,582,475 7,100 267,610 MOVADO CORP INC COMMON 624580106 3,194 145,500X 123 83,200 5,800 56,500 MRO SOFTWARE INC COMMON 55347W105 969 77,900X 123 77,900 MUELLER INDUSTTRIES INC COMMON 624756102 16,225 463,700X 123 312,100 7,500 144,100 MUENCHENER RUECKVER AG REG COMMON 29871E153 2,884 11,600X 123 11,600 MULTIMEDIA GAMES INC COMMON 625453105 13,549 383,275X 123 354,200 29,075 MYKROLIS CORP COMMON 62852P103 11 709X 123 439 270 MYLAN LABS COMMON 628530107 492 16,700X 123 16,700 MYRIAD GENETICS INC COMMON 62855J104 13,409 400,150X 123 279,750 26,500 93,900 NABI INC SUB CONV NTS CV BND 628716AB8 25,653 1,891,429X 123 1,650,001 180,357 61,071 NABORS INDS INC COMMON 629568106 21,484 508,505X 123 276,105 3,575 228,825 NASDAQ-100 SHARES COMMON 631100104 32 880X 123 880 NATIONAL CITY CORP COMMON 635405103 209 6,796X 123 6,796 NATIONAL INSTRUMENTS CORP COMMON 636518102 10,769 257,500X 123 174,600 4,100 78,800 NATIONAL PROCESSING INC COMMON 637229105 5,712 199,850X 123 169,800 30,050 NCO GROUP INC COMMON 628858102 11,537 415,600X 123 282,100 6,100 127,400 NCR CORP COMMON 62886E108 1 12X 123 12 NEIMAN MARCUS GRP CL A COMMON 640204202 744 21,594X 123 21,594 NESTLE SA REGS COMMON 29871D502 3,580 16,100X 123 15,900 200 NETIQ CORP COMMON 64115P102 15,721 720,800X 123 406,800 56,300 257,700 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 7,574 454,900X 123 261,600 70,200 123,100 NETWORK APPLIANCE INC COMMON 64120L104 5,071 248,812X 123 242,200 5,400 NETWORKS ASSOCIATES INC COMMON 640938106 2,598 107,350X 123 104,950 2,400 NEUBERGER BERMAN GENESIS TRS MUT FND 640917100 18 571X 123 571 NEUBERGER BERMAN INC COMMON 641234109 164 3,500X 123 3,500 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 6,740 166,050X 123 152,100 13,950 NEW CORP LTD COMMON 29871D270 3,319 474,000X 123 474,000 NEW JERSEY RESOURCES COMMON 646025106 10,468 346,150X 123 234,250 5,400 106,500 NEW YORK COMMUNITY BANCORP COMMON 649445103 31,370 1,134,550X 123 669,500 62,050 403,000 NEW YORK TIMES CL A COMMON 650111107 555 11,600X 123 11,600 NEWELL RUBBERMAID INC COMMON 651229106 9,675 302,733X 123 138,520 7,100 157,113 NEWMONT MNG COMMON 651639106 1,812 65,450X 123 39,750 25,700 NEWS CORP LTD SPONS ADR ADR 652487703 135 4,750X 123 4,750 NEWS CORP LTD-SPON ADR ADR 652487802 19 800X 123 800 NEXTEL COMMUNICATIONS CL A COMMON 65332V103 626 116,400X 123 101,750 14,650 NEXTEL COMMUNICATIONS CVT CV BND 65332VBC6 2,689 204,488X 123 175,126 16,779 12,584 NICHOLAS FUND II INC MUT FND 653740100 479 24,398X 123 24,398 NICHOLAS LTD EDITION INC MUT FND 653738104 861 55,080X 123 55,080 NIKE INC CL B COMMON 654106103 72 1,200X 123 1,200 NINTENDO CO LTD COMMON 29871E781 1,943 13,100X 123 13,100 NINTENDO CO LTD ADR ADR 654445303 110 6,050X 123 6,050 NITTO DENKO CORP COMMON 29871D429 2,526 87,400X 123 85,800 1,600 NOBLE DRILLING COMMON 655042109 93 2,245X 123 2,245 NOKIA CORP SPON ADR A ADR 654902204 14,884 717,640X 123 416,090 19,650 281,900 NOKIA OYJ COMMON 29849EUR2 1,199 56,700X 123 55,500 1,200 ORFOLK SOUTHN CORP COMMON 655844108 436 18,200X 123 5,100 13,100 NORTEL NETWORKS CORP COMMON 29871A888 X 123 NORTEL NETWORKS CORP COMMON 656568102 77 17,250X 123 6,250 11,000 NORTH FORK BANCORP COMMON 659424105 5,533 155,600X 123 106,250 49,350 NORTHERN TR CORP COMMON 665859104 671 11,160X 123 7,100 450 3,610 NORTHROP GRUMMAN CORP COMMON 666807102 12,750 112,785X 123 95,335 500 16,950 NOVARTIS AG SPON ADR ADR 66987V109 5 120X 123 120 NOVELLUS SYSTEMS INC COMMON 670008101 5,579 103,050X 123 88,050 15,000 NOVO NORDISK A/S CL B COMMON 29871D296 2,813 70,600X 123 69,300 1,300 NOVO-NORDISK A/S SPONS ADR ADR 670100205 133 3,370X 123 3,370 NSTAR COMMON 6.70E+111 181 4,000X 123 4,000 NVIDIA CORP COMMON 67066G104 8,940 201,522X 123 2,400 2,500 195,318 OAK TECHNOLOGY INC COMMON 671802106 10,708 719,650X 123 347,750 91,600 280,300 OAKLEY INC COMMON 673662102 6,313 352,700X 123 200,800 55,200 96,700 OAKMARK INTL FUND MUT FND 413838202 591 36,601X 123 36,601 Occidental Petroleum Corp. 674599105 131.76 4,520 OFFICE DEPOT COMMON 676220106 14,441 727,500X 123 615,135 3,200 109,165 OFFSHORE LOGISTICS COMMON 676255102 9,570 444,100X 123 412,700 31,400 OGE ENERGY CORP COMMON 670837103 48 2,000X 123 2,000 OLD REPUBLIC INTL CORP COMMON 680223104 5,425 169,700X 123 145,050 24,650 OMNICARE CVT CV BND 681904AD0 32,457 866,052X 123 840,167 25,884 OMNICARE INC COMMON 681904108 9,054 349,700X 123 236,300 5,600 107,800 OMNICOM GROUP COMMON 681919106 40,987 434,189X 123 167,605 10,000 256,054 OMNOVA SOLUTIONS INC COMMON 682129101 13,203 1,590,700X 123 1,070,700 25,700 494,300 ON ASSIGNMENT INC COMMON 682159108 1,185 66,200X 123 66,200 ONI SYSTEMS CORP CVT CV BND 68273FAA1 4,286 60,839X 123 39,505 13,095 8,239 ORACLE CORP COMMON 68389X105 12,627 986,452X 123 452,855 26,000 496,385 ORBOTECH LTD COMMON M75253100 305 9,700X 123 9,700 ORIENT EXPRESS HOTELS LTD-A COMMON G67743107 3,153 153,800X 123 111,000 4,200 38,600 OSI PHARMACEUTICALS INC COMMON 671040103 6,791 173,450X 123 81,850 21,800 69,800 OTP BANK RT COMMON 29871E468 426 55,000X 123 55,000 OVERSEA CHINESE BANKING CORP COMMON 29871D460 30 4,000X 123 4,000 OVERTURE SERVICES INC COMMON 69039R100 1,664 59,600X 123 59,600 OWENS CORNING CAP LLC CONV PFD CV PFD 690733209 1,305 1,489,108X 123 1,315,105 138,632 35,371 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 33 500X 123 500 P G & E CORP COMMON 69331C108 80 3,399X 123 200 3,199 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 10 400X 123 400 PACKAGING CORP OF AMERICA COMMON 695156109 6,639 335,450X 123 239,250 96,200 PAINEWEBBER GEODYNE ENERGY IIE MUT FND 695923862 13 500X 123 500 PAINEWEBBER PACE INTL EQUITY F MUT FND 695740548 2 138X 123 138 PALM INC COMMON 696642107 13 3,376X 123 1,240 2,136 PANCANADIAN ENERGY CORP COMMON 69831A107 594 19,965X 123 3,824 16,141 PANERA BREAD CO CL A COMMON 69840W108 25,847 405,700X 123 320,300 24,100 61,300 PARK PLACE ENTERTAINMENT COMMON 700690100 6,550 620,850X 123 450,200 170,650 PARKER DRILLING CVT SUB NTS CV BND 701081AD3 2,580 187,005X 123 134,828 47,303 4,873 PARKER HANNIFIN COMMON 701094104 1,272 25,500X 123 25,500 PARTY CITY CORP COMMON 702145103 3,453 239,600X 123 141,200 9,100 89,300 PATTERSON-UTI ENERGY INC COMMON 703481101 18,808 632,400X 123 299,800 81,500 251,100 PAYCHEX INC COMMON 704326107 2,108 53,100X 123 48,900 2,500 1,700 PAYLESS SHOESOURCE INC COMMON 704379106 11,206 183,550X 123 142,000 41,550 PECO II INC COMMON 705221109 5 1,000X 123 1,000 PEGASUS SOLUTIONS INC COMMON 705906105 21,078 1,139,350X 123 879,350 10,400 249,600 PENN NATIONAL GAMING INC COMMON 707569109 18,734 534,950X 123 431,200 27,900 75,850 PENNEY JC CO INC COMMON 708160106 24,451 1,180,655X 123 1,027,100 3,800 149,755 PEOPLE SOFT INC COMMON 712713106 13 350X 123 350 PEOPLES ENERGY CORP COMMON 711030106 31 783X 123 533 250 PEPSI BOTTLING GROUP INC COMMON 713409100 13,886 536,775X 123 7,175 529,600 PEPSIAMERICAS INC COMMON 71343P200 7 500X 123 500 PEPSICO INC COMMON 713448108 64,046 1,243,615X 123 619,826 14,850 599,849 PER SE TECHNOLOGIES INC COMMON 713569309 2 182X 123 182 PERFORMANCE FOOD GROUP CO COMMON 713755106 1,599 48,950X 123 48,950 PEROT SYSTEMS CORP CL A COMMON 714265105 9,400 471,200X 123 221,400 59,900 189,900 PERRIGO CO COMMON 714290103 7,287 609,800X 123 409,900 10,000 189,900 PETCO ANIMAL SUPPLIES INC COMMON 716016209 7,740 328,100X 123 188,600 50,800 88,700 PETSMART INC COMMON 716768106 5 400X 123 400 PFIZER INC COMMON 717081103 105,357 2,651,177X 123 691,778 46,230 1,896,955 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 30,957 888,300X 123 652,000 47,000 189,300 PHARMACIA CORP COMMON 71713U102 1,808 40,109X 123 15,960 19,549 PHILIP MORRIS COS INC COMMON 718154107 6,134 116,469X 123 51,000 2,250 54,400 PHILIPPINE LONG DIST TEL CNV P CV PFD 718252703 51,9683,575,157,X62 123 2 ,532,968,562742,414,200299,775,000 PHILIPS ELECTRONICS NV COMMON 298EUR116 3,020 99,000X 123 98,100 900 PHILIPS ELECTRONICS -NY REG SH ADR 500472303 1,807 59,800X 123 18,290 41,510 PHILLIPS PETE COMMON 718507106 1,681 26,768X 123 3,040 900 22,828 PHOENIX SENECA M/C EDGE-C MUT FND 719135709 2 87X 123 87 PHOTON DYNAMICS COMMON 719364101 24,224 476,000X 123 370,300 30,950 74,750 PHOTRONICS INC COMMON 719405102 12,615 374,000X 123 251,400 6,000 116,600 PIER 1 IMPORTS INC DEL COMMON 720279108 8,121 394,400X 123 265,300 6,400 122,700 PIMCO RCM BIOTECHNOLOGY FD MUT FND 72200P424 18 675X 123 675 PIMCO TOTAL RETURN FD-C MUT FND 693390429 2 197X 123 197 PINNACLE WEST CAPITAL CORP COMMON 723484101 510 11,250X 123 1,800 9,450 PIONEER STD ELECTRS COMMON 723877106 127 9,003X 123 9,003 PITNEY BOWES COMMON 724479100 783 18,300X 123 18,300 PLUM CREEK TIMBER CO INC COMMON 729251108 69 2,328X 123 547 1,781 PNC FINANCIAL SERVICES COMMON 693475105 111 1,800X 123 300 1,500 POGO PRODUCING CO CVT SUB NTS CV BND 730448AE7 15,666 363,518X 123 322,982 40,536 POLYCOM INC COMMON 73172K104 1,316 53,500X 123 53,500 PORT FINANCIAL CORP COMMON 734119100 10,064 319,100X 123 214,600 5,300 99,200 PORTUGAL TELECOM SGPS ADR ADR 737273102 96 13,082X 123 13,082 PORTUGAL TELECOM SGPS SA REGS COMMON 29871E674 4,742 637,200X 123 631,400 5,800 POST PROPERTIES INC COMMON 737464107 13 400X 123 400 PPL CORPORATION COMMON 69351T106 24 600X 123 600 PRAXAIR INC COMMON 74005P104 45,786 765,646X 123 575,306 3,600 186,740 PRECISE SOFTWARE SOLUTIONS COMMON M41450103 18,737 804,500X 123 620,850 54,800 128,850 PRECISION CASTPARTS COMMON 740189105 4,455 125,800X 123 106,350 19,450 PRECISION DRILLING CORP COMMON 29871C140 1,450 45,400X 123 45,400 PRENTISS PROPERTIES TRUST COMMON 740706106 12,803 433,700X 123 283,300 6,000 144,400 PRESTON CORP SUB DEB CONV CV BND 741130AA6 9,163 1,730,554X 123 1,151,482 483,883 95,190 PRI AUTOMATION INC COMMON 69357H106 9,044 388,000X 123 358,700 29,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 3,217 127,173X 123 75,400 51,773 PROCTER & GAMBLE COMMON 742718109 37,347 414,558X 123 28,814 4,800 374,104 PROGRESS ENERGY INC COMMON 743263105 128 2,550X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 10,429 574,900X 123 390,900 9,600 174,400 PROQUEST CO COMMON 74346P102 8,607 200,200X 123 134,600 3,200 62,400 PROTECTIVE LIFE CORP COMMON 743674103 8,760 280,950X 123 169,950 4,000 107,000 PROVIDIAN FINANCIAL CORP COMMON 74406A102 48 6,300X 123 6,300 PRUDENTIAL FINANCIAL INC COMMON 744320102 30,057 968,022X 123 516,542 7,225 438,910 PRUDENTIAL JENNISON GROWTH-A MUT FND 74437E107 44 3,106X 123 3,106 PT INDAH KIAT PULP & PAPER COMMON 646242008 243 9,955,500X 123 3,169,000 6,786,500 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 46 1,000X 123 1,000 PUTNAM GRWTH & INC FD CL B MUT FND 746761204 121 6,758X 123 6,758 PUTNAM INTL GROWTH FD B MUT FND 746932201 291 14,912X 123 14,912 PUTNAM NEW OPPTYS A MUT FND 746916105 17 429X 123 429 PW EQUITY PTNRS LTD 2 MUT FND 69574C203 2 7,000X 123 7,000 PW GEODYNE ENERGY PTNR 11C MUT FND 695923888 22 750X 123 750 QBE INSURANCE GRP LTD COMMON 29871E310 304 79,100X 123 65,000 14,100 QLOGIC CORP COMMON 747277101 3,442 69,500X 123 67,300 300 1,900 QUAKER CHEMICAL CORP COMMON 747316107 922 39,500X 123 26,200 13,300 QUALCOMM INC COMMON 747525103 18,354 487,629X 123 1,300 6,025 476,549 QUANEX CORP COMMON 747620102 9,475 266,900X 123 178,100 4,200 84,600 QUANTUM CORP SUB CONV NTS CV BND 747906AC9 70,226 1,637,257X 123 1,303,313 236,589 97,356 QUEST DIAGNOSTICS INC COMMON 74834L100 17 200X 123 50 150 QUEST SOFTWARE INC COMMON 74834T103 10,726 709,850X 123 335,250 90,400 284,200 QUESTAR CORP COMMON 748356102 2,831 110,100X 123 94,450 15,650 QUINTILES TRANSNATIONAL COMMON 748767100 17,070 961,700X 123 694,750 11,700 255,250 QWEST COMMUNICATIONS INTL COMMON 749121109 96 11,629X 123 4,419 5,099 2,111 R & B FALCON WTS 144A W/RTS WTS 74912E119 438 1,750X 123 1,750 R H DONNELLEY COMMON 74955W307 21,967 721,900X 123 509,900 9,900 202,100 RADIO ONE INC CL D NON VTG COMMON 75040P405 17,695 859,000X 123 402,900 109,500 346,600 RADIOSHACK CORP COMMON 750438103 180 6,000X 123 6,000 RADWARE LTD COMMON M81873107 30 2,600X 123 2,600 RALCORP HOLDINGS INC COMMON 751028101 12,145 446,500X 123 300,300 7,200 139,000 RAYTHEON CO COMMON 755111507 712 17,339X 123 10,497 6,842 READERS DIGEST ASSN CL A COMMON 755267101 3,567 159,150X 123 115,950 43,200 REED INTL PLC SPON ADR ADR 758212872 123 3,100X 123 3,100 REGAL COMMUNICATIONS CORP COMMON 758756308 7,000X 123 7,000 REGENT COMMUNICATIONS INC COMMON 758865109 3,809 462,200X 123 334,000 12,600 115,600 RELIANCE STEEL & ALUMINUM COMMON 759509102 8,371 303,400X 123 205,500 4,800 93,100 RELIANT ENERGY INC COMMON 75952J108 193 7,500X 123 4,800 2,700 REMINGTON OIL & GAS CORP COMMON 759594302 12,783 634,100X 123 426,800 10,400 196,900 REPSOL ADR ADR 76026T205 143 11,250X 123 7,950 3,300 REPUBLIC BANCORP COMMON 760282103 8,687 620,520X 123 417,130 10,130 193,260 REPUBLIC SERVICES INC COMMON 760759100 11 600X 123 600 RESMED INC COMMON 761152107 75 1,875X 123 1,875 RESTORATION HARDWARE INC COMMON 760981100 9,814 785,100X 123 725,900 59,200 RETEK INC COMMON 76128Q109 15,142 576,850X 123 407,500 56,800 112,550 REUTERS HLDGS PLC ADS ADR 76132M102 1,298 27,497X 123 4,132 23,365 RF MICRO DEVICES SUB CONV DEB CV BND 749941AB6 8,763 229,119X 123 145,235 60,596 23,289 RFS HOTEL INVESTORS INC COMMON 74955J108 12,392 843,000X 123 566,900 13,800 262,300 RGS ENERGY GROUP INC COMMON 74956K104 130 3,300X 123 3,300 RICHARDSON ELEC SUB DEB CONV CV BND 763165AB3 15,171 877,860X 123 619,819 202,932 55,109 RIO TINTO PLC SPON ADR ADR 767204100 140 1,750X 123 1,750 RIVERDEEP GROUP PLC COMMON 76870Q109 42 1,900X 123 1,900 RIVERSTONE NETWORKS INC COMMON 769320102 189 31,500X 123 31,500 RJ REYNOLDS TOBACCO HLDGS COMMON 76182K105 261 4,031X 123 4,031 ROADWAY CORP COMMON 769742107 6 175X 123 175 ROBT HALF COMMON 770323103 2,692 91,200X 123 89,200 2,000 ROCK-TENN CO CL A COMMON 772739207 5,710 266,200X 123 151,400 10,500 104,300 ROCKWELL AUTOMATION INC COMMON 773903109 83 4,160X 123 4,160 ROCKWELL COLLINS COMMON 774341101 4,682 185,660X 123 132,200 53,460 ROGERS COMM INC CONV CV BND 775109AE1 72,450 3,177,597X 123 2,907,808 68,736 201,053 ROGERS COMMUNICATION CL B COMMON 775109200 89 6,500X 123 6,500 ROGERS CORP COMMON 775133101 2,346 70,650X 123 60,200 10,450 ROHM & HAAS COMMON 775371107 1,067 25,250X 123 7,250 18,000 ROPER INDUSTRIES INC COMMON 776696106 9,097 182,900X 123 134,550 2,000 46,350 ROSTELECOM SPON ADR ADR 778529107 565 73,100X 123 73,100 ROWAN COS COMMON 779382100 39 1,700X 123 1,700 ROYAL BANK OF CANADA COMMON 780087102 116 3,490X 123 3,490 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 20,277 899,200X 123 11,925 887,275 ROYAL DUTCH PETROLEUM CO ADR ADR 780257804 6,005 110,554X 123 57,378 400 52,776 RPM INC OHIO COMMON 749685103 53 3,432X 123 3,432 RS DIVERSIFIED GROWTH FD-A MUT FND 74972H804 36 1,690X 123 1,690 RUDDICK CORP COMMON 781258108 3,867 232,400X 123 156,400 3,800 72,200 RUDOLPH TECHNOLOGIES INC COMMON 781270103 16,709 387,150X 123 304,600 23,400 59,150 RYANAIR HLDGS ADR ADR 783513104 109 3,640X 123 3,640 S & P 500 DEPOSITARY RCPT COMMON 78462F103 1,363 11,900X 123 11,900 S & P MID-CAP DEP RECPT COMMON 595635103 49 500X 123 500 S1 CORPORATION COMMON 78463B101 16,064 1,040,400X 123 725,250 73,400 241,750 S3 INC SUB DEB CONV CV BND 784849AC5 23,625 1,458,948X 123 1,061,706 278,876 118,366 SABRE HOLDINGS CORP COMMON 785905100 4,783 102,400X 123 70,500 31,900 SAFEWAY INC COMMON 786514208 495 11,005X 123 4,685 3,700 SAGA COMMUNICATIONS INC-CL A COMMON 786598102 13,769 546,400X 123 350,300 13,300 182,800 SALOMON BROTHERS FUND MUT FND 795477108 56 4,518X 123 359 4,159 SAMSUNG ELECTRONICS CO LTD COMMON 29871A425 2,784 10,040X 123 9,910 130 SAMSUNG SECURITIES CO LTD COMMON 29871E559 239 5,900X 123 5,900 Sanmina-SCI Corp 800907107 19.82 1,687 SANOFI SYNTHELABO SA COMMON 29871D239 3,011 46,900X 123 46,900 SAP AG COMMON 2988XEUR6 30 200X 123 200 SAPPI LIMITED COMMON 29871A409 445 34,200X 123 30,700 3,500 SAPPI LTD -SPONS ADR ADR 803069202 15,125 1,129,550X 123 530,250 10,000 589,300 SARA LEE COMMON 803111103 3,246 156,372X 123 114,642 2,300 39,430 SATYAM COMPUTER SERVICES ADR ADR 804098101 380 30,400X 123 27,400 3,000 SBC COMMUNICATIONS INC COMMON 78387G103 45,900 1,225,956X 123 632,282 5,475 574,849 SCHERING-PLOUGH COMMON 806605101 10,195 325,713X 123 163,246 5,000 157,467 SCHLUMBERGER LTD COMMON 806857108 3,748 63,730X 123 29,725 625 28,494 SCIENTIFIC ATL COMMON 808655104 39 1689X 123 800 SCIOS INC COMMON 808905103 6 200X 123 200 SCOTTS COMPANY COMMON 810186106 6,858 149,800X 123 100,800 2,400 46,600 SCUDDER EMRG MRKS GRWITH MUT FND 811165505 17 1,601X 123 1,601 SCUDDER GREATER EURO GRWTH FD MUT FND 811165406 30 1,298X 123 1,298 SCUDDER INTERNATIONAL FUND MUT FND 811165109 188 5,091X 123 1,528 3,563 SCUDDER STRATEGIC INC TRUST FD Closed E 81123W101 24 2,000X 123 2,000 SEABULK 144A WTS 6/30/07 WTS 81169P127 260 129,756X 123 112,318 11,994 5,444 SEABULK INTL INC COMMON 81169P101 28,684 5,215,347X 123 4,658,381 373,555 183,411 SEABULK INTL INC WTS WTS 81169P119 18 47,442X 123 42,788 4,030 624 SEALED AIR CORP CONV PFD $2.00 CV PFD 81211K209 13 252X 123 252 SEARS ROEBUCK & CO COMMON 812387108 344 6,709X 123 6,709 SECURITY NATL CORP SIOUX CITY COMMON 814784104 985 16,984X 123 16,984 SELIGMAN COMM & INFO FD A MUT FND 816333108 9 376X 123 376 SEMTECH CORP COMMON 816850101 4,245 116,300X 123 113,300 500 2,500 SENIOR HOUSING PROP TR COMMON 81721M109 10,712 743,900X 123 501,200 12,200 230,500 SEVEN - ELEVEN JAPAN COMMON 29871F465 1,052 34,000X 123 34,000 SHELL TRNSPORT & TRADING ADR ADR 822703609 27 600X 123 600 SHOPKO STORES INC COMMON 824911101 453 25,000X 123 25,000 SIAM COMMERCIAL BANK FOR REG COMMON 2987038G7 109 197,000X 123 197,000 SIAM COMMERCIAL BANK WTS WTS 298705146 2 422,000X 123 150,000 150,000 122,000 SIEBEL SYSTEMS INC COMMON 826170102 6,475 198,550X 123 187,000 5,150 6,400 SIERRA PACIFIC RESOURCES COMMON 826428104 6,504 431,000X 123 289,800 7,000 134,200 SILICON STORAGE TECH INC COMMON 827057100 1,220 115,600X 123 115,600 SILICONWARE PRECISION-ADR ADR 827084864 208 40,000X 123 40,000 SIMON PROPERTY GROUP INC COMMON 828806109 6,337 194,208X 123 44,300 11,000 138,908 SK TELECOM COMMON 29871D577 446 2,040X 123 1,840 200 SK TELECOM CO LTD -ADR ADR 78440P108 180 7,300X 123 5,300 2,000 SMITH INTL COMMON 832110100 1,406 20,750X 123 12,450 8,300 SOLECTRON CORP COMMON 834182107 38 4,900X 123 4,300 600 SOLECTRON CORP SUB CONV ZERO C CV BND 834182AK3 8,547 188,601X 123 168,872 19,729 SONICWALL INC COMMON 835470105 9,678 742,200X 123 335,200 99,700 307,300 SONY CORP COMMON 2980003Q1 2,305 45,600X 123 45,600 SONY CORP ADR ADR 835699307 114 2,210X 123 2,210 SOUTH AFRICAN BREWER SP ADR ADR 836216309 9X 123 9 SOUTHERN CO COMMON 842587107 1,744 65,826X 123 10,900 1,280 45,800 SOUTHTRUST CORP COMMON 844730101 11 400X 123 400 SOUTHWEST AIRLINES COMMON 844741108 1,580 81,662X 123 51,962 450 29,250 SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 423 12,700X 123 12,700 SPANISH BROADCASTING SYS CL A COMMON 846425882 12,661 934,400X 123 863,750 70,650 SPARTECH CORP COMMON 847220209 12,721 517,100X 123 347,600 8,500 161,000 SPECTRIAN CORP COMMON 847608106 5,003 349,400X 123 226,500 4,000 118,900 SPINNAKER EXPLORATION CO COMMON 84855W109 28,366 681,050X 123 482,800 36,250 162,000 SPRINT CORP COMMON 852061100 40,688 2,661,050X 123 1,310,500 21,415 1,325,435 SPRINT CORP (PCS GROUP) COMMON 852061506 87 8,464X 123 1,250 1,720 3,634 SPX CORP COMMON 784635104 18 125X 123 125 ST JUDE MEDICAL INC COMMON 790849103 4,123 53,443X 123 51,550 1,569 ST PAUL COS COMMON 792860108 2,694 58,763X 123 8,400 50,363 STANDARD PACIFIC CORP COMMON 85375C101 17,617 626,950X 123 448,900 7,800 170,250 STANLEY WORKS COMMON 854616109 1,230 26,600X 123 4,000 22,600 STAPLES INC COMMON 855030102 1,310 65,600X 123 40,200 25,400 STARBUCKS CORP COMMON 855244109 4,350 188,050X 123 183,950 4,100 STARWOOD HOTELS & RESORTS TR COMMON 85590A203 44,868 1,192,990X 123 569,075 9,450 614,465 STATE ST RESEARCH AURORA-A MUT FND 857916100 12 351X 123 351 STATE STR INVT CORP MUT FND 857483101 143 15,147X 123 15,147 STATE STREET CORP COMMON 857477103 554 9,998X 123 4,600 5,398 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 3,061 159,000X 123 90,800 6,300 61,900 STELLENT INC COMMON 85856W105 446 46,350X 123 46,350 STERIS CORP COMMON 859152100 7,756 371,800X 123 252,800 5,900 113,100 STEWART & STEVENSON SVCS INC COMMON 860342104 10,507 543,000X 123 365,000 8,900 169,100 STILWELL FINANCIAL INC COMMON 860831106 213 8,700X 123 8,700 STMICROELECTRONICS NV-NY SHS COMMON 861012102 3,623 106,800X 123 103,300 2,800 700 STORA ENSO OYJ R SHS COMMON 29850EUR8 3,766 297,700X 123 294,800 2,900 STORA ENSO OYJ SPON ADR ADR 86210M106 102 7,900X 123 7,900 STRATTEC SECURITY CORP COMMON 863111100 14 300X 123 300 STRYKER CORP COMMON 863667101 10,009 165,904X 123 88,920 1,400 75,120 SUN MICROSYSTEMS COMMON 866810104 1,429 162,074X 123 77,800 1,500 76,640 SUNGARD DATA SYSTEMS COMMON 867363103 59,588 1,807,335X 123 963,931 17,650 822,489 SUNOCO INC COMMON 86764P109 80 2,000X 123 1,000 1,000 SUNTRUST BANK COMMON 867914103 590 8,840X 123 8,340 500 SUPERVALU INC COMMON 868536103 5,537 214,600X 123 154,550 60,050 SUREWEST COMMUNICATIONS COMMON 868733106 58 1,017X 123 1,017 SURGUTNEFTEGAZ-SP ADR PREF ADR 868861105 352 16,000X 123 16,000 SWISS RE REGS COMMON 29871D510 2,475 26,900X 123 26,900 SYBASE INC COMMON 871130100 11 624X 123 624 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 16,160 803,973X 123 567,025 10,300 226,648 SYKES DATATRONICS COMMON 871235107 500X 123 500 SYMANTEC CORP COMMON 871503108 94 2,280X 123 2,280 SYMPHONIX DEVICES INC COMMON 871951109 6 14,194X 123 14,194 SYNOVUS FINANCIAL CORP COMMON 87161C105 972 31,900X 123 31,900 SYNTHES STRATEC INC COMMON 87162M102 2,536 3,860X 123 3,860 SYSCO CORP COMMON 871829107 15,964 535,339X 123 46,850 5,275 477,454 T. ROWE PRICE EXD EQ MKT IDX MUT FND 779552207 27 2,762X 123 2,762 TAIWAN SEMICONDUCTOR ADR ADR 874039100 1,934 93,200X 123 93,200 TAKEDA CHEMICAL INDS COMMON 29871B308 2,087 53,000X 123 53,000 TALBOTS INC COMMON 874161102 2 50X 123 50 TALISMAN ENERGY INC COMMON 29871A789 1,262 30,300X 123 30,300 TARGET CORP COMMON 87612E106 52466 1216733X 123 631,750 17,775 561,928 TARO PHARMACEUTICAL INDS LTD COMMON M8737E108 369 13,000X 123 13,000 TBS INTL CL C COMMON 8722199E2 2 186,817X 123 183,408 3,409 TBS INTL LTD SER A WARRANTS WTS 8722199C6 3 330,524X 123 324,493 6,031 TBS INTL LTD SER B WARRANTS WTS 8722199A0 1 76,926X 123 75,522 1,404 TBS INTL LTD SER C WARRANTS WTS 8722199B8 1 90,733X 123 89,077 1,656 TCF FINANCIAL CORP COMMON 872275102 1,694 32,200X 123 32,200 TECH DATA COMMON 878237106 14 300X 123 300 TECHNE CORP COMMON 878377100 2,076 75,300X 123 4,100 71,200 TECHNIP-COFLEXIP ADR ADR 878546209 105 2,975X 123 2,975 TECHNITROL INC COMMON 878555101 7,421 311,300X 123 209,600 5,100 96,600 TEKTRONIX COMMON 879131100 7,860 332,200X 123 223,200 5,400 103,600 TELE NORTE LESTE PART -ADR ADR 879246106 353 28,100X 123 28,100 TELEBRAS SPON ADR ADR 879287100 1,410X 123 710 700 TELEFLEX INC COMMON 879369106 410 7,500X 123 4,700 2,800 TELEFONICA DE ESPANA ADS COMMON 879382208 99 2,986X 123 2,560 426 TELEFONICA S A COMMON 298EUR132 2,214 197,468X 123 197,468 TELEFONOS DE MEXICO S P ADR L ADR 879403780 113 2,800X 123 2,800 TELEPHONE & DATA SYSTEM COMMON 879433100 49 550X 123 550 TEMPLE INLAND INC COMMON 879868107 4,329 76,324X 123 55,850 20,474 TEMPLETON DEV MKTS TR CL I MUT FND 88018W104 237 21,654X 123 21,654 TEMPLETON EMERG MKTS INC FD MUT FND 880192109 27 2,281X 123 2,281 TENET HEALTHCARE CORP COMMON 88033G100 30,060 448,521X 123 266,912 4,625 175,884 TEPPCO PARTNERS L P COMMON 872384102 88 2,800X 123 2,800 TERADYNE INC COMMON 880770102 343 8,700X 123 8,700 TEREX CORP COMMON 880779103 4,154 183,800X 123 123,500 3,000 57,300 TERRAMAR CORP COMMON 881027106 133X 123 133 TETRA TECH INC COMMON 88162G103 31 2,187X 123 2,187 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,865 34,120X 123 34,120 TEXAS INSTRUMENTS COMMON 882508104 56,907 1,719,244X 123 636,075 16,850 1,058,865 TEXTRON INC COMMON 883203101 31 600X 123 600 TEXTRON INC CV PFD A CV PFD 883203200 103 2,108X 123 2,108 THE BUCKLE INC COMMON 118440106 2,362 96,400X 123 58,700 4,000 33,700 THE INTERNATIONAL WINE INVESTM MUT FND 29871F630 54 33,200X 123 33,200 THE MENS WEARHOUSE INC COMMON 587118100 12,360 529,350X 123 378,600 6,600 144,150 THE OAKMARK FUND MUT FND 413838103 52 1,420X 123 1,420 THE PMI GROUP COMMON 69344M101 1,004 13,250X 123 1,200 12,050 THE STEAK N SHAKE CO COMMON 857873103 4,624 329,100X 123 188,000 12,800 128,300 THE WALT DISNEY CO COMMON 254687106 31,879 1,381,255X 123 1,113,967 4,300 262,988 THERASENSE INC COMMON 883381105 4,049 214,250X 123 105,650 26,800 81,800 THERMEDICS INC CONV ZERO CPN CV BND 99FUUGII4 1,791 57,985X 123 53,395 4,590 THERMO ELECTRON CORP COMMON 883556102 106 5,100X 123 5,100 THERMO FIBERTEK INC COMMON 48282T104 2 152X 123 152 THERMO INSTRUMENT 144A CVT DEB CV BND 883559AC0 9,243 232,067X 123 207,400 24,667 THIEL LOGISTIK AG COMMON 29871D346 2,332 163,000X 123 163,000 THISTLE MINING INC COMMON 88431N103 300X 123 300 THK COMPANY LTD COMMON 29871B910 38 2,000X 123 2,000 THOMAS & BETTS COMMON 884315102 13 600X 123 600 THQ INC COMMON 872443403 17,735 361,200X 123 253,950 21,700 85,550 TICKETMASTER ONLINE CITY B COMMON 88633P203 5,503 186,050X 123 181,950 4,100 TIDEWATER COMMON 886423102 320 7,550X 123 3,100 4,450 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 2,616 148,200X 123 88,200 60,000 TJX COMPANIES INC COMMON 872540109 1,092 27,300X 123 5,500 21,800 TOM BROWN INC COMMON 115660201 3,066 112,300X 123 95,300 17,000 TOO INC COMMON 890333107 9 292X 123 292 TORCHMARK CORP COMMON 891027104 383 9,500X 123 1,500 8,000 TOTAL FINA ELF SA -SP ADR ADR 89151E109 141 1,840X 123 1,840 TOTAL FINA SA-B COMMON 2980003Z1 4,266 27,626X 123 27,626 TOWER AUTOMOTIVE INC COMMON 891707101 8,731 624,100X 123 422,600 10,300 191,200 TOYOTA MOTOR CORP UNSP ADR COMMON 892331307 27 457X 123 457 TRACTOR SUPPLY CO COMMON 892356106 1,865 40,550X 123 37,550 3,000 TRANSCANADA COMMON 893526103 89 6,530X 123 6,530 TRANSCANADA PIPELINES LTD COMMON 29871F713 2,220 164,000X 123 164,000 TRANSCEND SERVICES INC COMMON 893929208 12 8,923X 123 8,923 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 167 5,017X 123 1,867 3,150 TRAVELERS PROP CASUALTY CL A COMMON 89420G109 18,812 940,610X 123 431,035 23,800 480,775 TRI CONTL CORP MUT FND 895436103 1,008 52,081X 123 43,861 8,220 TRIBUNE CO COMMON 896047107 40,732 896,006X 123 170,100 725,906 TRICO MARINE SERVICES INC COMMON 896106101 22,666 2,584,486X 123 2,328,072 256,414 TRICON GLOBAL RESTAURANTS COMMON 895953107 53 900X 123 900 TRIMERIS INC COMMON 896263100 8,614 199,400X 123 97,800 26,600 75,000 TRIQUINT SEMICONDUCTOR CVT SUB CV BND 89674KAB9 5,345 102,876X 123 80,014 18,437 4,425 TULARIK INC COMMON 899165104 18,163 1,104,800X 123 700,750 53,900 350,150 TV AZTECA S.A. -SP ADR ADR 901145102 102 11,600X 123 11,600 TXU CORP COMMON 873168108 3,838 70,400X 123 34,100 36,300 TYCO INTERNATIONAL LTD COMMON 902124106 29,014 897,716X 123 463,499 7,518 426,699 TYLER TECHNOLOGIES INC COMMON 902252105 3,772 657,150X 123 559,000 98,150 UBS AG REGS COMMON 29871D528 4,796 97,406X 123 97,406 UMB FINANCIAL CORP COMMON 902788108 5 115X 123 115 UNION PACIFIC COMMON 907818108 858 13,800X 123 1,000 12,800 UNISYS CORP COMMON 909214108 464 36,700X 123 19,400 17,300 UNITED DEFENSE INDUSTRIES INC COMMON 91018B104 11,259 420,100X 123 282,600 6,900 130,600 United Health Group Inc 91324P102 84.06 1,100 UNITED MICROELECTRONICS ADR ADR 910873207 182 17,100X 123 17,100 UNITED PARCEL SERIVCE CL B COMMON 911312106 18 300X 123 300 UNITED TECHNOLOGIES COMMON 913017109 57,168 770,454X 123 155,254 8,900 603,361 UNITEDHEALTH GROUP COMMON 91324P102 10,800 141,330X 123 71,605 1,450 68,275 UNITS KEMPER TE INSD INCM #A-9 MUT FND 488902362 5 50X 123 50 UNIVERSITYOF PHOENIX ONLINE COMMON 37604204 5,245 125,350X 123 122,650 2,700 UNIVISION COMMUNICATIONS CL A COMMON 914906102 3,839 91,400X 123 89,400 2,000 UNOCAL CORP COMMON 915289102 17,354 445,544X 123 305,894 7,650 129,000 UNUMPROVIDENT CORP COMMON 91529Y106 24 874X 123 874 US BANCORP COMMON 902973304 47,661 2,111,689X 123 1,304,156 25,687 781,846 USA EDUCATION INC COMMON 90390U102 23,203 237,245X 123 98,045 6,025 133,175 USAA INTERNATIONAL MUT FND 903287308 670 38,508X 123 38,508 USFREIGHTWAYS CORP COMMON 916906100 9,342 263,600X 123 178,600 4,200 80,800 VALSPAR CORP COMMON 920355104 18,655 396,400X 123 286,100 4,900 105,400 VAN KAMPEN FOCUS PORTFOLIO UT MUT FND 92115M118 1 94X 123 94 VAN KAMPEN FOCUS PORTFOLIO UT MUT FND 92115P194 75X 123 75 VANGUARD GNMA FUND MUT FND 922031307 4 386X 123 386 VANGUARD INDEX TR 500 PORT MUT FND 922908108 94 892X 123 892 VANGUARD PRIMECAP FUND-ADM MUT FND 921936209 238 4,386X 123 1,797 2,588 VANGUARD SMALL CAP GRWTH FD MUT FND 922908827 383 33,983X 123 14,473 19,509 VANGUARD TOTAL INTL STK INDX MUT FND 921909602 21 2,271X 123 2,271 VANGUARD U.S. GROWTH FUND MUT FND 921910600 408 9,066X 123 3,939 5,128 VANGUARD WINDSOR II MUT FND 922018205 269 10,111X 123 10,111 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 3,219 78,700X 123 66,700 12,000 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 7,189 159,750X 123 148,550 11,200 VASTERA INC COMMON 92239N109 5,899 397,800X 123 367,800 30,000 VECTREN CORP COMMON 92240G101 17,050 663,700X 123 446,900 10,900 205,900 VENTANA MEDICAL SYSTEMS INC COMMON 92276H106 12,029 594,000X 123 399,200 9,700 185,100 VENTURE MFG (SINGAPORE) LTD COMMON 29871A920 59 6,000X 123 6,000 Verisign Inc 92343E102 25.22 934 VERITAS DGC INC COMMON 92343P107 5 300X 123 300 VERITAS SOFTWARE CORP COMMON 923436109 41,123 938,242X 123 275,495 10,275 650,550 VERITY INC COMMON 92343C106 1,070 60,500X 123 60,500 VERIZON COMMUNICATIONS COMMON 92343V104 23,455 508,859X 123 354,735 3,684 143,865 VIACOM INC COMMON 925524100 485 9,981X 123 3,856 6,125 VIACOM INC CL B COMMON 925524308 66,977 1,384,689X 123 602,359 22,620 752,160 VIAD CORP COMMON 92552R109 9,806 350,200X 123 276,450 73,750 VIASYS HEALTHCARE INC COMMON 92553Q209 8 365X 123 365 VIDESH SANCHAR NIGAM SP ADR ADR 92659G600 35 4,400X 123 4,400 VIRAGE LOGIC CORP COMMON 92763R104 7,744 508,450X 123 468,200 1,200 39,050 VIRAGEN INC COMMON 927638106 18 22,250X 123 22,250 VISHAY INTERTECHNOLOGY INC COMMON 928298108 6 300X 123 300 VITESSE SEMICONDUCTOR CORP COMMON 928497106 16 1,600X 123 300 1,300 VITESSE SEMICONDUCTOR CVT CV BND 928497AB2 49,460 566,085X 123 444,147 66,941 54,997 VODAFONE GROUP PLC COMMON 29899E102 3,995 2,162,249X 123 2,144,049 18,200 VODAFONE GROUP PLC ADR 92857W100 96 5,230X 123 4,230 1,000 VORNADO REALTY TRUST COMMON 929042109 556 12,600X 123 12,600 WABTEC COMMON 929740108 2,608 173,950X 123 150,050 23,900 WACHOVIA CORP (NEW) COMMON 929903102 1,340 36,147X 123 23,546 12,601 WADDELL & REED FINANCIAL A COMMON 930059100 137 4,491X 123 4,491 WALGREEN CO COMMON 931422109 4,247 108,350X 123 1,300 101,550 WAL-MART STORES INC COMMON 931142103 7,027 114,628X 123 34,110 2,950 64,568 WASATCH CORE GROWTH FD MUT FND 936772201 11 301X 123 301 WASATCH SMALL CAP GROWTH FUN MUT FND 936772102 308 9,441X 123 9,441 WASATCH SMALL CAP VALUE FUND MUT FND 936793207 57 12,225X 123 12,225 WASHINGTON MUTUAL INC COMMON 939322103 26,065 786,737X 123 647,570 3,450 135,717 WASHINGTON POST CL B COMMON 939640108 22 37X 123 37 WASHINGTON TRUST BANCORP COMMON 940610108 207 10,680X 123 10,680 WASTE CONNECTIONS INC COMMON 941053100 11,796 352,000X 123 236,800 5,800 109,400 WASTE MANAGEMENT INC COMMON 94106L109 42,099 1,544,916X 123 1,273,610 8,470 262,836 WATER PIK TECHNOLOGIES COMMON 94113U100 3,756 370,000X 123 312,700 57,300 WATSON PHARM COMMON 942683103 29 1,055X 123 1,055 WEATHERFORD INTL COMMON 947074100 2,767 58,100X 123 48,500 9,600 WEBEX COMMUNICATIONS INC COMMON 94767L109 1,263 76,800X 123 76,800 WEBMETHODS INC COMMON 94768C108 13,016 755,400X 123 534,550 50,400 170,450 WEBSENSE INC COMMON 947684106 13,755 546,700X 123 401,000 30,650 115,050 WEITZ SERIES VALUE FUND MUT FND 949045108 481 14,034X 123 14,034 WELLPOINT HEALTH NETWORKS COMMON 94973H108 415 6,526X 123 6,000 WELLS FARGO COMPANY COMMON 949746101 81,380 1,647,360X 123 802,037 13,513 823,540 WENDYS INTL COMMON 950590109 10 300X 123 300 WESFARMERS LIMITED COMMON 29871F598 2,079 122,089X 123 122,089 WEST MARINE INC COMMON 954235107 11,077 548,350X 123 506,950 41,400 WESTERN DIGITAL CONV 144A W/RT CV BND 958102AF2 27,148 965,369X 123 756,652 116,493 92,224 WESTERN DIGITAL SUB CNV ZERO C CV BND 958102AH8 16,542 588,215X 123 471,782 90,058 26,375 WESTERN GAS RES CONV PFD 5.25% CV PFD 958259301 7,147 173,413X 123 130,641 15,348 27,424 WESTPAC BANKING SPON ADR ADR 961214301 117 2,800X 123 2,800 WESTWOOD ONE COMMON 961815107 20,172 526,000X 123 418,350 107,650 WET SEAL INC CL A COMMON 961840105 3 100X 123 100 WEYERHAEUSER CO COMMON 962166104 933 14,848X 123 14,848 WHIRLPOOL CORP COMMON 963320106 19,438 257,281X 123 217,190 1,100 38,620 WHOLE FOODS MARKET INC COMMON 966837106 1,821 39,850X 123 24,050 15,800 WILEY JOHN & SONC CL A COMMON 968223206 17,807 679,650X 123 481,200 8,700 189,750 WILL-BILL-DANN FOODS ADR ADR 97263M109 167 7,000X 123 7,000 WILLIAMS COMM 144A CVT PFD CV PFD 969455203 15 215,899X 123 202,691 13,208 WILLIAMS COMM CVT PFD REG CV PFD 969455401 13 190,188X 123 136,478 36,101 17,610 WILLIAMS COMMUNICATIONS GRP COMMON 969455104 2,983X 123 2,983 WILLIAMS COS INC COMMON 969457100 140 5,959X 123 5,959 WILLIAMS SONOMA INC COMMON 969904101 2,605 56,650X 123 55,350 1,300 WILMINGTON TRUST CORP COMMON 971807102 9,545 141,800X 123 86,600 2,000 53,200 WINTRUST FINANCIAL CORP COMMON 97650W108 5,533 240,900X 123 135,300 9,600 96,000 WIPRO LTD ADR ADR 97651M109 283 7,600X 123 5,900 1,700 WISCONSIN ENERGY CORP COMMON 976657106 252 10,125X 123 10,125 WITNESS SYSTEMS INC COMMON 977424100 4,376 311,000X 123 209,300 5,100 96,600 WORLDCOM INC - MCI GROUP COMMON 98157D304 1 137X 123 24 113 WORLDCOM INC - WORLDCOM GROUP COMMON 98157D106 206 30,529X 123 11,680 18,849 WRIGHT MEDICAL GROUP INC COMMON 98235T107 12,789 636,600X 123 427,000 10,400 199,200 WRIGLEY W M JR COMMON 982526105 577 10,824X 123 10,824 WYETH CO COMMON 983024100 12,270 186,901X 123 108,556 1,900 71,445 XCEL ENERGY INC COMMON 98389B100 155 6,100X 123 6,100 XEROX CORP COMMON 984121103 43 4,000X 123 4,000 XEROX CORP SUB DEB CONV CV BND 984121BB8 148,323 2,068,050X 123 1,751,006 204,999 112,045 XICOR INC COMMON 984903104 3,702 348,300X 123 199,100 13,800 135,400 XILINX INC COMMON 983919101 4,960 124,440X 123 62,300 400 61,320 XL CAPITAL CORP ADR G98255105 18,410 197,215X 123 165,790 900 30,525 XTO ENERGY INC COMMON 98385X106 306 15,250X 123 15,250 XYVISION SERIES B PFD P/P CV PFD 9841809D3 2,816,664X 123 2,816,664 Yahoo Inc. 984332106 25.97 1,406 YELLOW CORP COMMON 985509108 11,013 417,300X 123 280,500 6,800 130,000 YPF SOCIEDAD ANONIMA SPON ADR ADR 984245100 3 150X 123 150 YUKOS ADR ADR 98849W108 314 2,500X 123 2,500 ZALE CORP COMMON 988858106 13,988 344,530X 123 208,880 3,500 132,150 ZIMMER HOLDINGS INC COMMON 98956P102 12,053 353,978X 123 202,937 2,838 147,439 ZORAN CORP COMMON 98975F101 33,225 760,650X 123 645,600 26,800 88,250
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