-----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, CzHlpMG957a4JRSKZVopLPVsk9skwbTC3pZBj6irr0zIemF1MHm9JdESDuUGVPUd aDIaSBGoRPTpUML1V/w5NA== 0000312348-03-000028.txt : 20031110 0000312348-03-000028.hdr.sgml : 20031110 20031110155027 ACCESSION NUMBER: 0000312348-03-000028 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031110 EFFECTIVENESS DATE: 20031110 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: 03988385 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 q3complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/03 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Heather Atkinson Title: Compliance Specialist Phone: 617-748-1782 Signature, Place and Date of Signing: /s/ Heather Atkinson Boston, MA 11/10/03 Signature Place Date Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: Number of other included managers: 2 Form 13F Information Table Entry Total: 1012 Form 13F Information Table Value Total: $9,688,209,000.000 List of Other Included Managers: 28-6808 CDC IXIX Asset Management North America, L.P. (1) 28-10092 CDC IXIS Asset Management (2) FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 9/30/2003 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DI SCR ETION NAME CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE - -------- --------- --------- --------- --------- --------- --------- -------- ADC TEL INC COMMON 886101 289 123,750 X 123 6,500 117,250 AFLAC INC COMMON 1055102 25,328 784,149 X 123 589,475 12,750 181,924 AGL RESOURCES COMMON 1204106 13,605 482,975 X 123 401,100 81,875 AES CORPORATION COMMON 00130H105 26 3,500 X 123 2,000 1,500 AMR CORP DEL COMMON 1765106 1,275 111,325 X 123 111,325 AOL TIME WARNER COMMON 00184A105 21,547 1,426,015 X 123 1,295,730 130,285 ATI TECH COMMON 1941103 5,268 354,750 X 123 347,150 7,600 ATMI INC COMMON 00207R101 5,980 236,625 X 123 183,625 53,000 AT&T WIRELESS COMMON 00209A106 12,451 1,522,105 X 123 566,425 17,100 938,580 ABBOTT LABS COMMON 2824100 15,747 370,080 X 123 310,875 59,205 ABERCROMBIE COMMON 2896207 1 54 X 123 54 ACTIVISION INC COMMON 4930202 61 5,100 X 123 5,100 ACTEL CORP COMMON 4934105 6,316 263,500 X 123 204,500 59,000 ACTUATE CORP COMMON 00508B102 1,586 442,900 X 123 442,900 ACTUANT CORP COMMON 00508X203 17,777 316,605 X 123 249,525 67,080 ADOBE SYS COMMON 00724F101 374 9,500 X 123 2,800 6,700 ADVANCED DIGITALCOMMON 7525108 10,615 757,150 X 123 445,975 179,550 131,625 ADVO INC COMMON 7585102 20,906 502,175 X 123 418,525 83,650 ADVISORY BOARD COMMON 00762W107 13,101 288,240 X 123 168,400 69,975 49,865 AEROFLEX INC COMMON 7768104 6,568 742,100 X 123 616,750 125,350 AEROPOSTALE INC COMMON 7865108 5,792 214,125 X 123 92,400 102,600 19,125 AEGON COMMON 7924103 34 2,910 X 123 2,910 AETNA INC-NEW COMMON 00817Y108 19,032 311,850 X 123 33,025 4,575 274,250 AFFILIATED COM COMMON 8190100 39,968 820,869 X 123 295,365 12,100 513,404 AFFILIATED MAN COMMON 8252108 14,847 236,425 X 123 200,150 36,275 AGERE SYSTEMS COMMON 00845V100 0 28 X 123 28 AGERE SYSTEMS COMMON 00845V209 2 631 X 123 631 AGILENT TECH COMMON 00846U101 323 14,600 X 123 5,008 9,592 AGILENT TECH CV BND 00846UAB7 4,923 151,459 X 123 67,039 45,779 38,641 AGILYSYS INC COMMON 00847J105 79 9,003 X 123 9,003 AIR PRODS COMMON 9158106 2,991 66,319 X 123 19,350 46,969 AIRGAS INC COMMON 9363102 3,615 203,105 X 123 167,200 3,030 32,875 AIRTRAN HOLDINGSCOMMON 00949P108 12,098 722,270 X 123 453,500 148,725 120,045 ELECTROLUX AB ADR 10198208 20 470 X 123 470 ALBERTSONS INC COMMON 13104104 134 6,508 X 123 908 5,600 ALCAN INC COMMON 13716105 55 1,450 X 123 1,450 ALCOA INC COMMON 13817101 10,603 405,329 X 123 297,897 10,750 96,682 ALEXION PHARM CV BND 015351AB5 16 188 X 123 188 ALLERGAN INC COMMON 18490102 11,330 143,909 X 123 14,775 2,075 127,059 ALLETE INC COMMON 18522102 17,478 638,355 X 123 529,100 2,255 107,000 ALLIED DEFENSE COMMON 19118108 4,866 230,525 X 123 195,225 35,300 ALLSTATE CORP COMMON 20002101 28,793 788,192 X 123 730,941 57,251 ALLTEL CORP COMMON 20039103 139 2,998 X 123 1,524 1,133 341 ALLSTREAM INC COMMON 02004C204 51 1,303 X 123 1,303 ALTIRIS INC COMMON 02148M100 12,676 482,360 X 123 284,800 114,000 83,560 ALTRIA GROUP COMMON 02209S103 3,264 74,524 X 123 32,650 800 41,074 AMAZON.COM INC COMMON 23135106 5,340 110,425 X 123 106,650 3,775 AMAZON.COM CV BND 023135AF3 3,963 53,250 X 123 7,946 6,408 38,897 AMBAC FINL GRP COMMON 23139108 1,100 17,185 X 123 1,100 16,085 AMERICA MOVIL ADR 02364W105 1,449 62,695 X 123 62,295 400 AMERICA WEST COMMON 23657208 986 101,300 X 123 101,300 AMERICAN BANKNOTE WTS 24490138 0 12 X 123 12 AMERICAN ELEC COMMON 25537101 148 4,930 X 123 2,530 2,400 AMERICAN EXP COMMON 25816109 49,979 1,109,171 X 123 870,690 3,350 235,131 AMERICAN FIN COMMON 25932104 10,791 496,131 X 123 412,281 83,850 AMERICAN FIN COMMON 02607P305 9,825 696,795 X 123 506,150 3,420 187,225 AMERICAN INTL COMMON 26874107 37,173 644,254 X 123 368,896 10,719 264,639 AMERICAN MGMT COMMON 27352103 669 52,250 X 123 41,500 10,750 AMERICAN POWER COMMON 29066107 11,385 664,245 X 123 571,200 3,070 89,975 AMERICAN STATES COMMON 29899101 6,167 261,625 X 123 217,300 44,325 AMERICAN TOWER CV BND 029912AF9 1,704 36,602 X 123 26,117 291 10,194 AMERISTAR CASINOS INC COMMON 03070Q101 242 9,650 X 123 9,650 AMERUS GROUP CO COMMON 03072M108 14,594 429,225 X 123 356,425 72,800 AMERISOURCEBERGEN COMMON 03073E105 27 500 X 123 500 AMERITRADE COMMON 03074K100 23,404 2,080,369 X 123 877,225 22,300 1,180,844 AMETEK INC COMMON 31100100 13,431 313,375 X 123 258,725 54,650 AMGEN INC COMMON 31162100 85,444 1,323,270X 123 372,536 18,575 932,159 AMKOR TECHNOLOGY INC COMMON 31652100 2,850 200,550 X 123 195,675 4,875 AMKOR TECH INC CV BND 031652AH3 16,724 316,968 X 123 252,441 27,904 36,624 AMPHENOL CORP COMMON 32095101 5,824 111,890 X 123 92,375 1,115 18,400 AMYLIN PHARM COMMON 32346108 2,727 96,575 X 123 94,275 2,300 ANADARKO PETE COMMON 32511107 363 8,683 X 123 6,412 2,271 ANALOG DEVICES COMMON 32654105 15,073 396,456 X 123 147,275 4,250 244,931 ANALOG DEVICES CV BND 032654AC9 7,657 57,985 X 123 47,967 1,156 8,861 ANALOG DEVICES CV BND 032654AD7 235,544 1,432,001 X 123 1,304,435 95,58831,978 ANDREW CORP COMMON 34425108 10,278 836,250 X 123 704,425 131,825 ANGIOTECH PHARM COMMON 34918102 11,022 252,520 X 123 173,425 53,950 25,145 ANHEUSER BUSCH COMMON 35229103 37,513 760,295 X 123 273,240 8,100 478,955 ANNTAYLOR STORES CORP COMMON 36115103 12,779 397,610 X 123 332,400 1,510 63,700 ANTHEM INC COMMON 03674B104 17 241 X 123 241 ANTEON INTL CORP COMMON 03674E108 2,795 91,325 X 123 75,650 15,675 APACHE CORP COMMON 37411105 12,817 184,842 X 123 79,450 4,925 100,467 APOLLO GROUP INC CL A COMMON 37604105 24,147 365,704 X 123 94,925 4,375 266,404 UNIVERSITYOF PHOENIX ONLINE COMMON 37604204 5,154 77,406 X 123 75,531 1,875 APPLE COMPUTER COMMON 37833100 14,640 709,650 X 123 669,550 40,100 APPLIED MATERIALS COMMON 38222105 1,153 63,590 X 123 47,000 16,590 ARAMARK CORP-CL B COMMON 38521100 8,984 358,915 X 123 264,300 3,340 91,275 ARBITRON INC COMMON 03875Q108 13,684 387,660 X 123 324,975 885 61,800 ARGOSY GAMING CO COMMON 40228108 306 12,525 X 123 12,525 ARVINMERITOR INC COMMON 43353101 9 500 X 123 500 ASCENTIAL SOFTWARE CORP COMMON 04362P207 7,337 395,957 X 123 328,533 67,424 ASK JEEVES INC COMMON 45174109 13,392 769,660 X 123 498,600 168,775 102,285 ASSOCIATED BANC CORP COMMON 45487105 4,491 118,516 X 123 110,076 8,440 ASSOCIATED ESTATES REALTY CP COMMON 45604105 3,134 480,700 X 123 386,700 94,000 AT ROAD INC COMMON 04648K105 7,474 555,710 X 123 327,500 131,075 97,135 ASYST TECHNOLOGIES INC COMMON 04648X107 6,030 428,565 X 123 332,600 95,965 ATHEROGENICS INC COMMON 47439104 5,168 308,735 X 123 181,900 73,050 53,785 ATLAS PIPELINE PARTNERS COMMON 49392103 36 1,000 X 123 1,000 AUGUST TECHNOLOGY CORP COMMON 05106U105 4,339 304,670 X 123 236,575 68,095 AUTOLIV INC COMMON 52800109 216 7,172 X 123 7,172 AUTOMATIC DATA PROC COMMON 53015103 3,952 110,235 X 123 23,200 87,035 AUTOZONE INC COMMON 53332102 804 8,975 X 123 1,925 7,050 AVALONBAY COMMUNITIES INC COMMON 53484101 55 1,180 X 123 1,180 AVAYA INC COMMON 53499109 3,141 288,123 X 123 281,173 6,950 AVERY DENNISON CORP COMMON 53611109 38 745 X 123 745 AVOCENT CORP COMMON 53893103 3,915 129,250 X 123 106,625 1,525 21,100 AVON PRODS COMMON 54303102 14,739 228,300 X 123 23,375 3,250 201,675 AXA -SP ADR ADR 54536107 44 2,614 X 123 2,614 AXCELIS TECHNOLOGIES INC COMMON 54540109 26 3,179 X 123 2,944 235 BB&T CORP COMMON 54937107 7 200 X 123 200 BASF AG - SPON ADR ADR 55262505 66 1,504 X 123 1,504 THE BISYS GROUP INC COMMON 55472104 11 825 X 123 825 BJ SERVICES CO COMMON 55482103 19,179 561,295 X 123 205,905 13,425 341,965 BJ WHOLESALE CLUB INC COMMON 05548J106 9,280 479,105 X 123 395,475 1,930 81,700 BOK FINANCIAL CORP COMMON 05561Q201 1,000 26,341 X 123 1,648 24,693 BP PLC ADR 55622104 35,992 854,912 X 123 608,679 7,352 238,881 BNP PARIBAS ADR ADR 05565A202 71 2,912 X 123 2,912 BMC SOFTWARE INC COMMON 55921100 522 37,450 X 123 2,450 35,000 BAKER HUGHES INC COMMON 57224107 659 22,265 X 123 21,965 300 BALL CORPORATION COMMON 58498106 351 6,500 X 123 6,500 BANKAMERICA CORP COMMON 60505104 86,799 1,112,241 X 123 576,351 9,200 526,690 BANK MUTUAL CORP COMMON 63748107 8,165 192,350 X 123 155,525 36,825 BANK OF NEW YORK COMMON 64057102 2,507 86,125 X 123 47,225 400 38,500 BANK ONE CORP COMMON 06423A103 1,137 29,417 X 123 4,796 24,621 BANK UNITED CORP CONT RTS RTS 65416117 0 500 X 123 500 BANKATLANTIC BANCORP INC-A COMMON 65908501 8,276 580,775 X 123 482,475 98,300 BANKNORTH GROUP INC COMMON 06646R107 6,889 244,100 X 123 172,750 2,500 68,850 BANKUNITED FIN COMMON 06652B103 11,156 529,225 X 123 444,450 84,775 BARD C R COMMON 67383109 21 300 X 123 300 BARCLAYS PLC SPONS ADR ADR 06738E204 58 1,872 X 123 1,872 BARNES GROUP INC COMMON 67806109 9,099 350,500 X 123 291,125 59,375 BARR LABORATORIES INC COMMON 68306109 28,727 421,157 X 123 92,950 5,250 322,957 BAUSCH & LOMB COMMON 71707103 71 1,600 X 123 1,600 BAXTER INTL COMMON 71813109 23,597 812,010 X 123 758,875 53,135 BEA SYSTEMS INC COMMON 73325102 13,373 1,109,775 X 123 565,375 9,325 535,075 BED BATH & BEYONDCOMMON 75896100 16,433 430,399 X 123 178,863 12,875 238,661 BEDFORD PROPERTYCOMMON 76446301 11,243 433,275 X 123 360,500 72,775 BELLSOUTH CORP COMMON 79860102 41,241 1,741,590 X 123 869,676 18,850 853,064 BELO CORP-A COMMON 80555105 9,280 382,675 X 123 333,325 49,350 BERKLEY WR CORP COMMON 84423102 35 1,012 X 123 1,012 BERKSHIRE HATHAWAY INC CL A COMMON 84670108 6,825 91 X 123 91 BERKSHIRE HATHAWAY INC CL B COMMON 84670207 25,811 10,341 X 123 8,715 1,626 BEST BUY COMPANY COMMON 86516101 19,964 420,126 X 123 174,425 4,225 241,476 BHP BILLITON LTD-SPON ADR ADR 88606108 90 6,356 X 123 6,356 BIG LOTS INC COMMON 89302103 62 3,918 X 123 3,918 BIOMET INC COMMON 90613100 4,051 120,915 X 123 80,690 2,625 37,600 BIOTECH HOLDRS TRUST COMMON 09067D201 13 100 X 123 100 BLACK & DECKER CORP COMMON 91797100 9,878 243,600 X 123 222,500 21,100 BLACK HILLS CORP COMMON 92113109 10,146 328,790 X 123 266,600 1,440 60,750 BLOCKBUSTER INC-CLASS A COMMON 93679108 1,729 82,338 X 123 80,438 1,900 BLYTH INC COMMON 09643P108 3,923 145,400 X 123 120,500 24,900 BOEING CO COMMON 97023105 484 14,096 X 123 200 13,896 BORDERS GROUP INC COMMON 99709107 1,022 54,000 X 123 12,500 41,500 BORG WARNER INC COMMON 99724106 241 3,550 X 123 3,550 BOSTON PRIVATE FNL COMMON 101119105 8,184 347,350 X 123 288,200 59,150 BOSTON SCIENTIFIC COMMON 101137107 25,277 396,190 X 123 43,790 9,150 343,250 BOWATER INC COMMON 102183100 12,160 289,100 X 123 29,025 4,100 255,975 BOYKIN LODGING CO COMMON 103430104 2 183 X 123 183 BRADY CORP CL A COMMON 104674106 95 3,000 X 123 3,000 BRIGGS & STRATTON COMMON 109043109 187 3,177 X 123 3,177 BRINKER INTL COMMON 109641100 18,433 552,552 X 123 423,197 5,470 123,885 BRISTOL MYERS COMMON 110122108 32,366 1,261,344 X 123 1,056,048 4,800 200,496 BRITISH SKY BROADCAST ADR 111013108 39 945 X 123 945 BROOKS AUTOMATION INC COMMON 114340102 3,575 171,050 X 123 64,750 89,450 16,850 BROWN FORMAN CORP CL A COMMON 115637100 1,451 17,838 X 123 17,838 BRUNSWICK CORP COMMON 117043109 8,115 315,996 X 123 243,991 7,325 64,680 BUILDERS TRANSPORT CV BND 120084AA6 6 194,756 X 123 186,559 8,197 BUILDERS TRANSPORT CV BND 120084AB4 10 215,470 X 123 161,165 14,570 39,735 BURLINGTON RESOURCES INC COMMON 122014103 34 697 X 123 697 BUSINESS OBJECTS SA SP ADR ADR 12328X107 3,141 125,900 X 123 123,700 2,200 C&D TECHNOLOGIESCOMMON 124661109 6,724 355,400 X 123 295,300 60,100 CBL & ASSOCIATES COMMON 124830100 12,388 248,250 X 123 205,675 42,575 CEC ENTERTAINMENT COMMON 125137109 12,228 311,950 X 123 258,900 53,050 CIGNA CORP COMMON 125509109 107 2,400 X 123 2,400 CNET NEWWORKS COMMON 12613R104 6,176 872,295 X 123 565,750 212,425 94,120 CSX CORP COMMON 126408103 0 5 X 123 5 CVB FINANCIAL COMMON 126600105 7,106 374,018 X 123 354,611 1,257 18,150 CVS CORP COMMON 126650100 28,449 915,925 X 123 426,975 7,600 481,350 CABLEVISION SYSTEMS CL A COMMON 12686C109 209 11,525 X 123 11,525 CALIFORNIA WATER SERVICE CORP COMMON 130788102 46 1,800 X 123 1,800 CAMBREX CORP COMMON 132011107 132 5,800 X 123 5,800 CAMDEN PROPERTY TRUST COMMON 133131102 1,670 43,450 X 123 13,000 30,450 CANON INC SPON ADR ADR 138006309 39 793 X 123 793 CAPITAL ONE FINL COMMON 14040H105 1,767 30,977 X 123 28,577 2,400 CARDINAL HEALTH COMMON 14149Y108 23,110 395,795 X 123 278,812 6,675 110,308 CARDIODYNAMICS COMMON 141597104 4 1,000 X 123 1,000 CAREER EDUCATION COMMON 141665109 38,348 846,545 X 123 317,925 13,700 514,920 CAREMARK RX INC COMMON 141705103 50,629 2,240,225 X 123 936,850 37,050 1,266,325 CARMAX INC COMMON 143130102 955 29,236 X 123 3,611 6,425 19,200 CARNIVAL CORP COMMON 143658300 13,404 407,552 X 123 287,575 5,075 114,902 CASUAL MALE COMMON 148711104 364 49,300 X 123 49,300 CATERPILLAR COMMON 149123101 929 13,498 X 123 1,650 11,848 CELADON GROUP COMMON 150838100 4,294 334,175 X 123 213,650 120,525 CELESTICA INC CV BND 15101QAA6 447 4,824 X 123 4,824 CELGENE CORP COMMON 151020104 3,414 78,800 X 123 76,900 1,900 CENDANT CORP COMMON 151313103 375 20,061 X 123 20,061 CENTERPOINT COMMON 15189T107 7 800 X 123 800 CENTURY TEL COMMON 156700106 21,810 643,548 X 123 465,646 4,475 173,427 CERTEGY INC COMMON 156880106 6,981 217,410 X 123 178,150 3,060 36,200 CHARTER ONE FIN INC COMMON 160903100 1,894 61,887 X 123 14,842 47,045 CHARTER COMMUNICATIONS INC A COMMON 16117M107 5 1,100 X 123 550 550 CHEVRONTEXACO CORP COMMON 166764100 33,912 474,620 X 123 225,648 3,976 244,996 CHICOS FAS INC COMMON 168615102 3,881 126,675 X 123 123,350 3,325 CHOICE HOTELS INTL INC COMMON 169905106 2,922 100,675 X 123 65,175 35,500 CHUBB CORP COMMON 171232101 22,547 347,515 X 123 39,149 4,975 303,391 CIENA CORP COMMON 171779101 196 33,400 X 123 33,400 CIENA CORP SUB CONV DEB CV BND 171779AA9 27 307 X 123 307 CIMA LABS INC COMMON 171796105 8,111 290,200 X 123 240,850 49,350 CINCINNATI FIN COMMON 172062101 829 20,725 X 123 4,075 16,650 CINERGY CORP COMMON 172474108 22 600 X 123 600 CIRCUIT CITY COMMON 172737108 92 9,675 X 123 9,675 CISCO COMMON 17275R102 104,977 5,372,420 X 123 1,921,467 78,5743,372,379 CITIGROUP COMMON 172967101 150,898 3,315,708 X 123 1,704,059 35,340 1,576,310 CITIZENS FIRST COMMON 17461R106 3,104 149,950 X 123 95,900 54,050 CLARCOR INC COMMON 179895107 12,829 328,950 X 123 272,500 56,450 COACH INC COMMON 189754104 31,930 584,801 X 123 247,926 10,225 326,650 COCA-COLA COMMON 191216100 6,553 152,543 X 123 39,072 113,471 COGNEX CORP COMMON 192422103 1,576 59,958 X 123 58,758 1,200 COGNIZANT TECH COMMON 192446102 4,472 122,617 X 123 119,592 3,025 COGNOS INC COMMON 19244C109 5,381 173,470 X 123 119,100 2,070 52,300 COHU INC COMMON 192576106 5,156 263,600 X 123 219,225 44,375 COLE NATL COMMON 193290103 4,987 400,225 X 123 339,025 61,200 COLGATE PALMOLIVE COMMON 194162103 828 14,812 X 123 7,900 6,912 COMCAST CORP COMMON 20030N101 46 1,495 X 123 552 943 COMCAST CORP COMMON 20030N200 3,852 129,970 X 123 61,836 3,700 64,434 COMERICA INC COMMON 200340107 1,820 39,053 X 123 33,853 5,200 COMMERCIAL CAP COMMON 20162L105 6,081 389,045 X 123 319,836 5,085 64,124 COMMONWEALTH TELCOMMON 203349105 11,397 284,000 X 123 239,300 44,700 COMMSCOPE INC COMMON 203372107 9,286 769,975 X 123 662,075 107,900 COMMSCOPE INC CV BND 203372AB3 31,938 711,600 X 123 496,908 89,147 125,545 CIA VALE DO RIO ADR 204412209 2,029 49,707 X 123 49,707 COMPUCREDIT COMMON 20478N100 9 500 X 123 500 COMPUTER ASSOC COMMON 204912109 183 7,000 X 123 7,000 COMPUTER SCIENCECOMMON 205363104 2,400 63,880 X 123 49,210 14,670 COMPUWARE CORP COMMON 205638109 24 4,500 X 123 1,000 1,000 2,500 COMVERSE TECH COMMON 205862402 5,167 345,155 X 123 242,225 2,380 100,550 CONAGRA INC COMMON 205887102 85 4,000 X 123 4,000 CONCORD COM COMMON 206186108 9,235 705,490 X 123 570,450 135,040 CONCORD EFS INC COMMON 206197105 231 16,875 X 123 10,325 6,550 CONOCOPHILLIPS COMMON 20825C104 56,273 1,027,817 X 123 724,748 9,617 293,452 CONSTELLATION COMMON 210371100 19,312 539,730 X 123 509,830 300 29,600 CONVERGYS CORP COMMON 212485106 113 6,150 X 123 6,150 COOPER TIRE COMMON 216831107 10,355 652,475 X 123 541,575 110,900 CORINTHIAN COMMON 218868107 7,931 138,750 X 123 96,975 33,275 8,500 CORNING INC COMMON 219350105 55 5,850 X 123 2,250 3,600 CORNING INC CV BND 219350AK1 66,289 4,386,771 X 123 3,894,265 184,496 308,010 CORP EXEC BOARD COMMON 21988R102 6,790 144,620 X 123 85,625 33,525 25,470 CORP OFFICE PROP COMMON 22002T108 11,218 606,075 X 123 503,750 102,325 COSTCO COMMON 22160K105 181 5,800 X 123 5,800 COSTAR COMMON 22160N109 5,148 198,000 X 123 151,750 46,250 COUNTRYWIDE COMMON 222372104 41,377 528,576 X 123 131,750 6,650 390,176 COVANCE INC COMMON 222816100 6,171 275,745 X 123 228,000 3,170 44,575 COVANSYS CORP COMMON 22281W103 2,126 342,950 X 123 221,275 121,675 CREDIT SUISSE ADR 225401108 66 2,073 X 123 2,073 CROSS TIMBERS COMMON 22757R109 2 87 X 123 87 CUBIC CORP COMMON 229669106 6,298 250,700 X 123 209,675 41,025 CUMULUS MEDIA COMMON 231082108 1,535 90,000 X 123 68,900 21,100 CYMER INC COMMON 232572107 6,923 168,025 X 123 108,700 48,650 10,675 CYPRESS SEMI COMMON 232806109 11,995 678,450 X 123 434,425 199,125 44,900 CYPRESS SEMI CV BND 232806AF6 9,201 152,043 X 123 60,066 58,003 33,974 DST SYSTEMS COMMON 233326107 24 630 X 123 100 530 DSP GROUP INC COMMON 23332B106 13,355 536,150 X 123 444,950 91,200 DTE ENERGY CO COMMON 233331107 55 1,500 X 123 1,500 DANAHER CORP COMMON 235851102 40,530 548,741 X 123 247,056 9,900 291,785 DARDEN REST COMMON 237194105 12,688 667,800 X 123 550,125 117,675 DEERE & CO COMMON 244199105 3,218 60,361 X 123 58,461 1,900 DEL MONTE COMMON 24522P103 10 1,205 X 123 1,205 DELL INC COMMON 24702R101 77,347 2,316,474 X 123 891,121 39,250 1,386,103 DELPHI FIN COMMON 247131105 11,860 254,940 X 123 195,250 59,690 DELUXE CORP COMMON 248019101 185 4,600 X 123 4,600 DENDREON CORP COMMON 24823Q107 1 65 X 123 65 DEVELOPERS DIVERS COMMON 251591103 15,868 531,225 X 123 391,900 2,650 136,675 DEVON ENERGY COMMON 25179M103 14,067 291,903 X 123 216,843 5,625 69,435 DEVON ENERGY CV BND 25179MAA1 20,401 187,032 X 123 179,570 7,463 DEVON ENERGY CV BND 25179MAB9 27,512 252,228 X 123 234,737 5,597 11,894 DIAGEO PLC ADR 25243Q205 67 1,507 X 123 1,507 DIAL CORP NEW COMMON 25247D101 3,853 178,890 X 123 147,550 2,140 29,200 DIAMOND OS DRILLCOMMON 25271C102 3,160 165,429 X 123 165,429 DIAMONDCLUSTER COMMON 25278P106 3,791 559,930 X 123 434,625 125,305 DIEBOLD INC COMMON 253651103 6,701 132,300 X 123 94,950 1,425 35,925 DIGITAL THEATER COMMON 25389G102 3,546 124,505 X 123 95,300 29,205 WALT DISNEY COMMON 254687106 15,399 763,446 X 123 654,801 108,645 DIXIE GROUP CV BND 255519AA8 1,274 48,758 X 123 43,634 5,124 DOCUMENTUM INC COMMON 256159104 11,238 527,370 X 123 314,550 121,700 91,120 DOMINION RES COMMON 25746Q108 220 8,000 X 123 8,000 DOMINION RES COMMON 25746U109 19,342 312,475 X 123 223,455 6,750 82,270 DONNELLEY COMMON 257867101 84 3,359 X 123 1,700 1,659 DOT HILL COMMON 25848T109 16,212 1,178,220 X 123 808,600 173,525 196,095 DOUBLECLICK COMMON 258609304 9,593 890,680 X 123 636,300 146,150 108,230 DOVER CORP COMMON 260003108 12,237 345,975 X 123 46,975 4,475 294,525 DOVER DOWNS COMMON 260095104 4,736 576,215 X 123 477,620 98,595 DOW CHEMICAL COMMON 260543103 1,507 46,327 X 123 16,124 4,650 25,553 DOW JONES COMMON 260561105 488 10,313 X 123 10,313 DOWNEY FIN COMMON 261018105 7,133 152,650 X 123 126,400 26,250 DUPONT E I COMMON 263534109 4,396 109,866 X 123 35,806 4,275 69,785 DUKE ENERGY COMMON 264399106 39 2,200 X 123 2,200 DUN & BRADSTREETCOMMON 26483E100 6,350 152,855 X 123 126,050 2,080 24,725 DUNES HOTELS COMMON 265440107 0 25 X 123 25 DUPONT PHOTO COMMON 26613X101 4,582 201,775 X 123 167,800 33,975 EMC CORP COMMON 268648102 22,563 1,786,492 X 123 799,740 21,081 965,671 EOG RESOURCES COMMON 26875P101 755 18,100 X 123 17,600 500 EPIX MEDICAL COMMON 26881Q101 5,169 303,690 X 123 183,950 65,925 53,815 E*TRADE GROUP CV BND 269246AB0 17 720 X 123 720 EAST WEST COMMON 27579R104 18,323 428,605 X 123 350,550 78,055 EASTMAN CHEM COMMON 277432100 9 262 X 123 262 EASTMAN KODAK COMMON 277461109 22 1,050 X 123 1,050 EATON CORP COMMON 278058102 1,860 20,988 X 123 3,675 17,313 EBAY INC COMMON 278642103 37,755 705,571 X 123 183,408 8,925 513,238 EBOOKERS ADR 278725106 166 9,090 X 123 9,090 ECHOSTAR COM COMMON 278762109 238 6,200 X 123 6,200 ECOLAB INC COMMON 278865100 1,105 43,768 X 123 21,000 22,768 ECOLLEGE.COM COMMON 27887E100 8,475 420,800 X 123 325,275 95,525 EDISON INTL COMMON 281020107 13 672 X 123 672 EDWARDS LIFES COMMON 28176E108 5,349 197,520 X 123 163,095 2,255 32,170 EL PASO COMMON 28336L109 104 14,261 X 123 1,700 12,561 ELECTRONIC ARTS COMMON 285512109 8,070 87,500 X 123 77,000 2,000 8,500 ELKCORP COMMON 287456107 13,581 576,425 X 123 485,150 91,275 EMBARCADERO TECHCOMMON 290787100 5,979 595,525 X 123 456,275 139,250 EMBRAER AIRCRAFTADR 29081M102 1,524 72,225 X 123 69,400 2,825 EMERSON ELEC COMMON 291011104 981 18,640 X 123 5,180 13,460 EMMIS BROADCASTCOMMON 291525103 906 44,750 X 123 44,750 ENCANA CORP COMMON 292505104 66 1,809 X 123 1,809 ENERGEN CORP COMMON 29265N108 5,956 164,625 X 123 140,025 24,600 ENERGY EAST CORPCOMMON 29266M109 130 5,817 X 123 5,817 ENTEGRIS INC COMMON 29362U104 2,186 193,465 X 123 157,550 4,515 31,400 ENTERASYS COMMON 293637104 5,888 1,471,910 X 123 881,850 332,000 258,060 ENTERGY COMMON 29364G103 2,120 39,150 X 123 8,850 30,300 EQUIFAX INC COMMON 294429105 7,543 338,725 X 123 318,825 19,900 EQUITY OFFICE COMMON 294741103 129 4,688 X 123 4,688 EQUITY RESIDENT COMMON 29476L107 41 1,400 X 123 1,400 EQUITY RESIDENT CV PFD 29476L859 24,626 403,006 X 123 371,167 18,182 13,658 LM ERICSSON TEL SP ADR 294821608 9 610 X 123 60 550 ESCO TECH COMMON 296315104 4,386 96,890 X 123 79,550 1,615 15,725 ESPERION THERA COMMON 29664R106 7,221 372,615 X 123 262,900 62,075 47,640 KEPPEL CORP COMMON 29871A193 234 77,000 X 123 60,000 17,000 EVERGREEN RES COMMON 299900308 19,784 732,730 X 123 564,050 56,680 112,000 EXACT SCIENCES COMMON 30063P105 2,572 190,515 X 123 147,950 42,565 EXELON CORP COMMON 30161N101 52,017 819,162 X 123 379,437 7,025 432,700 EXPONENT INC COMMON 30214U102 2,400 138,015 X 123 114,775 2,065 21,175 EXPRESS SCRIPTS COMMON 302182100 18 300 X 123 300 EXXON MOBIL COMMON 30231G102 102,252 2,793,764 X 123 1,591,627 34,525 1,167,612 FEI COMPANY COMMON 30241L109 8,080 346,200 X 123 287,350 58,850 FMC TECH COMMON 30249U101 7,244 338,190 X 123 279,900 3,265 55,025 FNB CORP COMMON 302520101 8,007 232,096 X 123 193,213 38,883 FPL GROUP INC COMMON 302571104 125 1,974 X 123 515 1,459 FIRST TRUST 395 COMMON 30264K525 6 5,000 X 123 5,000 FTD INC- CL A COMMON 30265Q109 7,908 351,325 X 123 291,525 59,800 FAIRCHILD SEMI COMMON 303726103 4,946 298,290 X 123 211,300 2,865 84,125 FAIRMONT HOTELS COMMON 305204109 12,262 476,202 X 123 408,162 1,865 66,175 FASTENAL CO COMMON 311900104 38 1,000 X 123 1,000 FREDDIE MAC COMMON 313400301 19,828 378,759 X 123 348,454 30,305 FANNIE MAE COMMON 313586109 8,484 120,849 X 123 38,443 82,406 FEDERAL REALTY COMMON 313747206 3,535 95,905 X 123 78,925 1,755 15,225 FEDERATED INVESTCOMMON 314211103 4,215 152,155 X 123 125,300 1,905 24,950 FERRO CORP COMMON 315405100 8,211 384,425 X 123 318,700 65,725 FIFTH THIRD BANCORP COMMON 316773100 215 3,877 X 123 3,877 FILENET CORP COMMON 316869106 6,857 341,650 X 123 283,375 58,275 FIRST DATA CORP COMMON 319963104 13,501 337,859 X 123 258,829 1,225 77,805 FIRST MIDWEST COMMON 320867104 12,494 420,525 X 123 358,700 61,825 FST HLTH GRP COMMON 320960107 3,732 142,130 X 123 117,050 1,730 23,350 FIRST NIAGARA COMMON 33582V108 21,390 1,416,579 X 123 1,174,0284,216 238,335 FIRST TENN NATL COR COMMON 337162101 1,216 28,650 X 123 14,800 13,850 FISERV INC COMMON 337738108 5,169 142,443 X 123 18,550 123,893 FIRSTENERGY COMMON 337932107 33,202 1,040,825 X 123 615,675 6,500 418,650 FISHER SCIENTIFIC INTL COMMON 338032204 4,678 117,870 X 123 96,800 1,870 19,200 FLAMEL TECHNOLOGIES - SP ADR ADR 338488109 3,031 89,920 X 123 67,600 22,320 FLEET BOSTON FINL CORP COMMON 339030108 359 11,919 X 123 1,545 10,374 FLEETWOOD COMMON 339099103 109 11,750 X 123 11,750 FLUOR CORP NEW COMMON 343412102 1,696 45,435 X 123 45,135 300 FOREST LABS COMMON 345838106 279 5,425 X 123 4,000 1,425 FORMFACTOR INC COMMON 346375108 7,578 350,350 X 123 208,100 81,800 60,450 FOSSIL INC COMMON 349882100 4,862 200,650 X 123 166,675 33,975 FOUNDRY NETWORKS COMMON 35063R100 10,141 471,450 X 123 315,125 125,475 30,850 FRANKLIN FLOATING RATE TRUST Closed E 353531106 1 155 X 123 155 FRANKLIN RESOURCES COMMON 354613101 60 1,350 X 123 1,350 FRIEDMAN BILLING RAMSEY CL A COMMON 358434108 26 1,500 X 123 1,500 FUJI PHOTO FILM-UNSPONS ADR ADR 359586302 79 2,713 X 123 2,713 FURNITURE BRANDS INTL INC COMMON 360921100 15,094 626,300 X 123 521,000 105,300 GATX CORP COMMON 361448103 21 1,000 X 123 1,000 GALLAGHER A J COMMON 363576109 57 2,000 X 123 2,000 GANNETT CO COMMON 364730101 4,425 57,055 X 123 32,905 24,150 GAP INC COMMON 364760108 11,116 649,328 X 123 614,515 34,813 GARDNER DENVER INC COMMON 365558105 8,960 426,475 X 123 353,625 72,850 GEN PROBE INC COMMON 36866T103 2 40 X 123 40 GENENTECH INC COMMON 368710406 55,177 688,502 X 123 197,901 9,475 481,126 GENERAL ELEC COMMON 369604103 108,881 3,652,488 X 123 1,372,663 58,596 2,221,229 GERERAL GROWTH PROPERTIES COMMON 370021107 1,628 22,700 X 123 1,300 21,400 GEN MILLS COMMON 370334104 2,356 50,063 X 123 20,480 29,583 GENERAL MOTORS CORP COMMON 370442105 10 251 X 123 251 GEN MOTORS CL H COMMON 370442832 35,083 2,451,655 X 123 1,548,980 13,150 889,525 GENESCO INC COMMON 371532102 5,806 361,500 X 123 299,975 61,525 GENESEE & WYOMING INC-CL A COMMON 371559105 13,339 562,600 X 123 468,675 93,925 GENTA INC COMMON 37245M207 1 100 X 123 100 GENUINE PARTS COMMON 372460105 49 1,519 X 123 1,519 GENZYME CORP -GENL DIVISION COMMON 372917104 69 1,500 X 123 1,500 GENZYME CORP CVT CV BND 372917AK0 74,357 411,026 X 123 294,027 51,067 65,932 GEORGIA GULF CORP COMMON 373200203 3,064 131,200 X 123 108,370 1,380 21,450 GEORGIA PAC COMMON 373298108 7 300 X 123 300 GILEAD SCIENCES INC COMMON 375558103 37,504 670,559 X 123 196,987 10,225 463,347 GILLETTE CO COMMON 375766102 538 16,825 X 123 16,825 GLACIER BANCORP INC COMMON 37637Q105 40 1,458 X 123 1,458 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 2,833 66,807 X 123 39,843 355 26,609 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 9,005 366,075 X 123 303,550 62,525 GOLD BANC COMMON 379907108 14,746 1,215,675 X 123 1,034,875 180,800 GOLDMAN SACHS COMMON 38141G104 32,164 383,358 X 123 214,314 6,950 162,094 GOODYEAR COMMON 382550101 4 600 X 123 600 GRAINGER W W COMMON 384802104 114 2,400 X 123 2,400 GRANT PRIDECO COMMON 38821G101 37 3,617 X 123 2,900 717 GRAY TELEVISION COMMON 389375106 2,083 178,325 X 123 113,950 64,375 GREY WOLF INC COMMON 397888108 8,353 2,400,200 X 123 1,996,750 403,450 GRUPO TELEVISA ADR 40049J206 1,273 34,784 X 123 34,784 GUCCI GROUP ADR ADR 401566104 17 200 X 123 200 GUIDANT CORP COMMON 401698105 1,904 40,645 X 123 9,444 31,201 GULFMARK OFFSHORE COMMON 402629109 85 6,000 X 123 6,000 H & Q HEALTHCARE Closed E 404052102 25 1,408 X 123 1,408 HCA INC COMMON 404119109 886 24,025 X 123 1,500 22,525 HCC INSURANCE COMMON 404132102 3,121 107,325 X 123 17,250 77,100 12,975 HSBC HOLDINGS ADR 404280406 321 4,859 X 123 4,859 HAIN CELESTIAL GROUP COMMON 405217100 6,896 380,375 X 123 315,725 64,650 HALLIBURTON CO COMMON 406216101 35,380 1,458,967 X 123 827,972 8,700 622,295 JOHN HANCOCK COMMON 41014S106 4,944 146,258 X 123 111,958 4,700 29,600 HANOVER COMPRESSOR CO COMMON 410768105 19 1,890 X 123 1,890 HARLEY DAVIDSON COMMON 412822108 15,758 326,926 X 123 226,401 3,875 96,650 HARMAN INTL COMMON 413086109 10,538 107,150 X 123 80,875 26,275 HARRAH'S ENTERTAINMENT INC COMMON 413619107 10,599 251,700 X 123 236,250 15,450 HARRIS CORP COMMON 413875105 20,086 561,209 X 123 453,250 8,660 99,299 HARRIS INTERACTIVE INC COMMON 414549105 2,803 398,115 X 123 307,575 90,540 HARTE HANKS INC COMMON 416196103 4,737 256,900 X 123 213,200 43,700 HARTFORD FIN COMMON 416515104 18,814 357,475 X 123 36,350 5,000 316,125 HASBRO INC COMMON 418056107 7,982 427,325 X 123 404,750 22,575 HAVERTY FURNITURE COMMON 419596101 7,047 385,500 X 123 277,200 1,250 107,050 HEARME COMMON 421903105 0 1,000 X 123 1,000 HEALTH CARE PPTYS INV COMMON 421915109 2,158 46,200 X 123 26,100 900 19,200 HEALTH MGMT ASSOC COMMON 421933102 5,903 270,655 X 123 224,225 2,230 44,200 HBOS PLC-SPON ADR ADR 42205M106 79 2,312 X 123 2,312 HEINZ H J COMMON 423074103 93 2,700 X 123 2,700 HERITAGE PROPERTY COMMON 42725M107 12,650 438,025 X 123 362,775 75,250 HERSHEY FOODS CORP COMMON 427866108 243 3,350 X 123 3,350 HEWLETT PACKARD COMMON 428236103 20,878 1,078,388 X 123 941,940 3,799 132,649 HILLENBRAND INDUSTRIES COMMON 431573104 5,244 92,940 X 123 67,300 965 24,675 HINES HORTICULTURE INC COMMON 433245107 2 600 X 123 600 HOME DEPOT COMMON 437076102 43,736 1,373,188 X 123 440,658 15,625 916,905 HONDA MOTOR CO LTD SPON ADR ADR 438128308 2 80 X 123 80 HONEYWELL INTl COMMON 438516106 26,590 1,009,121 X 123 937,331 71,790 HORMEL FOODS COMMON 440452100 6,676 290,524 X 123 221,184 2,265 67,075 HOST MARRIOT CV PFD 441079407 8,225 464,149 X 123 460,117 4,031 HOST MARRIOTT COMMON 44107P104 11 1,000 X 123 1,000 HUBBELL INC CL B COMMON 443510201 131 3,600 X 123 3,600 HUGHES SUPPLY INC COMMON 444482103 9,816 302,500 X 123 250,900 51,600 HUMAN GENOME SCIENCE COMMON 444903108 1,520 111,300 X 123 108,600 2,700 HUMAN GENOME CV BND 444903AG3 31,014 328,858 X 123 246,575 26,941 55,342 HUMAN GENOME CV BND 444903AH1 45,208 476,099 X 123 358,501 57,351 60,246 HYDRIL CO COMMON 448774109 7,914 390,600 X 123 324,325 66,275 ICN PHARM CV BND 448924AM2 43,382 359,650 X 123 281,853 43,059 34,739 HYPERION SOLUTIONS CORP COMMON 44914M104 5,140 178,050 X 123 147,775 30,275 ICOS CORP COMMON 449295104 4,072 106,275 X 123 76,675 23,425 6,175 IMS HEALTH INC COMMON 449934108 45 2,146 X 123 2,146 ISTAR FINANCIAL INC COMMON 45031U101 9,133 234,490 X 123 164,200 2,090 68,200 IBERIABANK CORP COMMON 450828108 4,248 80,725 X 123 51,825 28,900 IDACORP INC COMMON 451107106 28 1,100 X 123 1,100 IDEX CORP COMMON 45167R104 9,990 274,150 X 123 227,825 46,325 IDINE REWARDS NETWORK INC COMMON 45168A100 6,290 387,090 X 123 300,450 86,640 ILEX ONCOLOGY INC COMMON 451923106 5,753 346,365 X 123 191,000 99,650 55,715 ILLINOIS TOOL COMMON 452308109 15,796 238,393 X 123 168,239 4,575 65,579 IMATION CORP COMMON 45245A107 7,046 215,800 X 123 183,900 31,900 IMAGISTICS INTL INC COMMON 45247T104 2 80 X 123 80 IMPAX LAB INC COMMON 45256B101 6,869 549,055 X 123 324,225 129,950 94,880 IMPERIAL TOBACCO GROUP ADR ADR 453142101 2 50 X 123 50 INDEPENDENCE COMMUNITY COMMON 453414104 11,139 318,900 X 123 264,800 54,100 INDEPENDENT BANK CORP MICH COMMON 453838104 2,196 75,000 X 123 75,000 INFINEON TECHNOLOGIES-ADR ADR 45662N103 1 110 X 123 110 INET TECHNOLOGIES INC COMMON 45662V105 3,040 236,950 X 123 151,900 85,050 ING GROEP NV SPON ADR COMMON 456837103 34 1,850 X 123 1,850 INHALE THERAPEUT CONV CV BND 457191AH7 8,916 213,536 X 123 166,469 24,871 22,196 INTEL CORP COMMON 458140100 91,109 3,311,833 X 123 1,280,24241,600 1,989,991 INTERACTIVE COMMON 45840Q101 17,300 523,450 X 123 82,875 7,175 433,400 IBM COMMON 459200101 6,595 74,668 X 123 51,884 2,364 20,420 INTL FLAV & FRAG COMMON 459506101 35 1,050 X 123 1,050 INTL GAME TECH COMMON 459902102 23 800 X 123 800 INTL PAPER CV PFD 460137300 146,106 2,762,749 X 123 2,438,638 149,440 174,671 INTL PAPER COMMON 460146103 54,906 1,407,133 X 123 951,245 12,175 443,713 INTERNET INITIATIVE ADR 46059T109 18 2,500 X 123 2,500 INTERPORE INTL COMMON 46062W107 2,505 163,100 X 123 124,925 38,175 INTERSIL CORP COMMON 46069S109 3,736 156,995 X 123 129,625 1,770 25,600 INTERSTATE BAKERIES COMMON 46072H108 38 2,555 X 123 2,555 INVITROGEN CORP COMMON 46185R100 7,773 134,045 X 123 116,725 1,145 16,175 BANK OF IRELAND ADR 46267Q103 1 22 X 123 22 IVAX CORP CV BND 465823AG7 10,818 275,281 X 123 147,466 51,810 76,005 JDS UNIPHASE CORP COMMON 46612J101 7 2,000 X 123 2,000 JDA SOFTWARE GROUP INC COMMON 46612K108 5,800 390,050 X 123 298,500 91,550 JP MORGAN CHASE & CO COMMON 46625H100 26,273 765,306 X 123 678,097 8,425 78,784 J2 GLOBAL COM COMMON 46626E205 16,864 445,775 X 123 291,875 90,575 63,325 JABIL CIRCUIT INC COMMON 466313103 16,917 649,421 X 123 227,241 6,625 415,555 JACUZZI BRANDS INC COMMON 469865109 286 46,050 X 123 46,050 JANUS CAPITAL GROUP INC COMMON 47102X105 63 4,500 X 123 4,500 JETBLUE COMMON 477143101 4,503 73,850 X 123 71,900 1,950 JOHNSON & JOHNSON COMMON 478160104 8,128 164,132 X 123 50,398 3,825 109,909 JONES APPAREL COMMON 480074103 7,109 237,516 X 123 176,400 6,650 54,466 JOS A BANK COMMON 480838101 6,414 145,880 X 123 114,425 31,455 JOURNAL COM COMMON 481130102 13,140 793,950 X 123 636,400 2,200 155,350 JUNIPER NETWORKS COMMON 48203R104 3,544 237,500 X 123 231,800 5,700 JUNIPER NETWORKS CV BND 48203RAA2 27 171 X 123 171 KLA-TENCOR CORP COMMON 482480100 4,724 91,900 X 123 89,775 2,125 KAMAN CORP CV BND 483548AC7 1,387 60,359 X 123 60,359 KANSAS CITY LIFE INS CO COMMON 484836101 116 2,528 X 123 2,528 KANSAS CITY SOUTHERN COMMON 485170302 2,974 268,680 X 123 223,650 3,130 41,900 KELLOGG CO COMMON 487836108 27,849 835,050 X 123 343,525 8,075 483,450 KERR MCGEE COMMON 492386107 1,302 29,175 X 123 3,000 26,175 KEYCORP (NEW) COMMON 493267108 5,681 222,158 X 123 163,429 3,525 55,204 KEYSPAN ENERGY COMMON 49337W100 161 4,600 X 123 4,600 KIMBERLY CLARK COMMON 494368103 4,717 91,917 X 123 49,872 42,045 KIMCO REALTY COMMON 49446R109 1,639 40,000 X 123 40,000 KINDER MORGAN COMMON 49455P101 344 6,375 X 123 4,350 2,025 KINGFISHER PLC ADR 495724403 55 6,368 X 123 6,368 KMART HOLDING COMMON 498780105 140 5,624 X 123 5,624 KNIGHT RIDDER COMMON 499040103 8,919 133,725 X 123 124,925 8,800 KNIGHT TRADING COMMON 499063105 4,626 404,050 X 123 150,450 213,875 39,725 KNIGHT TRANS COMMON 499064103 3,339 133,200 X 123 49,325 70,750 13,125 KOHLS CORP COMMON 500255104 19,719 368,573 X 123 117,833 7,525 243,215 KONAMI CORP ADR 50046R101 101 3,290 X 123 3,290 PHILIPS ELEC ADR 500472303 199 8,662 X 123 6,869 1,793 KOOKMIN BANK ADR 50049M109 490 14,900 X 123 14,900 KOPIN CORP COMMON 500600101 48 7,000 X 123 7,000 KOSS CORP COMMON 500692108 26 1,500 X 123 1,500 KRAFT FOODS INC COMMON 50075N104 2,679 90,817 X 123 53,042 300 37,475 KROGER COMMON 501044101 139 7,800 X 123 1,200 6,600 KRONOS INC COMMON 501052104 7,807 147,545 X 123 79,800 43,300 24,445 KULICKE CV BND 501242AE1 39,485 1,962,563 X 123 1,487,097 164,544 310,922 KYPHON INC COMMON 501577100 5,721 293,390 X 123 174,025 68,325 51,040 LSI LOGIC COMMON 502161102 181 20,159 X 123 20,159 LSI LOGIC CVT CV BND 502161AE2 1,136 16,362 X 123 16,362 LSI LOCIC CVT CV BND 502161AG7 87,785 1,372,424 X 123 1,007,259162,232 202,933 L-3 COMMUNICATIONS CORP COMMON 502424104 35 800 X 123 800 LA-Z-BOY INC COMMON 505336107 5,720 257,675 X 123 176,250 81,425 LAM RESEARCH CORP COMMON 512807108 5,551 250,600 X 123 79,925 142,475 28,200 LAM RESEARCH CONV CV BND 512807AE8 47,443 593,433 X 123 373,202 99,822 120,409 LAMAR ADVERTISING CO COMMON 512815101 3,684 125,050 X 123 84,100 1,300 39,650 LANDSTAR SYSTEM INC COMMON 515098101 7,989 130,925 X 123 110,850 20,075 LASALLE HOTEL PROPERTIES COMMON 517942108 4,375 252,475 X 123 207,925 44,550 LEAR CORP COMMON 521865105 17,105 324,935 X 123 90,700 4,510 229,725 LEAPFROG ENT COMMON 52186N106 16,771 441,350 X 123 304,000 73,175 64,175 LEGGETT & PLATT INC COMMON 524660107 18,446 852,802 X 123 566,718 16,700 269,384 LEGG MASON INC COMMON 524901105 18,467 255,774 X 123 105,884 2,225 147,665 LEHMAN BROS COMMON 524908100 47,679 690,200 X 123 379,200 6,925 304,075 LENNOX INTERNATIONAL INC COMMON 526107107 11,387 779,400 X 123 647,650 131,750 LEXAR MEDIA INC COMMON 52886P104 14,444 847,670 X 123 498,775 199,275 149,620 LEXMARK INTL INC COMMON 529771107 4,442 70,490 X 123 33,775 300 36,415 LIBERTY MEDIA CVT CV BND 530715AR2 24 464 X 123 464 LIBERTY PPTY TRUST COMMON 531172104 3,802 102,815 X 123 84,725 1,290 16,800 LILLY ELI COMMON 532457108 6,585 110,859 X 123 39,675 2,985 68,199 LIMITED BRANDS INC COMMON 532716107 5 348 X 123 348 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 89 4,000 X 123 4,000 LINCOLN NATL CORP COMMON 534187109 930 26,300 X 123 600 25,700 LINEAR TECH COMMON 535678106 19,246 537,434 X 123 237,332 5,525 294,577 LIZ CLAIBORNE COMMON 539320101 4,865 142,865 X 123 82,150 1,415 59,300 LLOYDS TSB GROUP PLC - SP ADR ADR 539439109 67 2,418 X 123 2,418 LOCKHEED MARTIN CORP COMMON 539830109 32 700 X 123 200 500 LOEWS CORP CV BND 540424AL2 131,512 2,185,410 X 123 2,055,946 89,948 39,516 LONGVIEW FIBRE COMMON 543213102 195 20,000 X 123 20,000 LOWES COS COMMON 548661107 34,229 659,517 X 123 256,576 8,500 394,441 LUCENT CV PFD 549462307 16,595 4,132,232 X 123 3,586,777 154,959 390,496 LYDALL INC COMMON 550819106 4,214 350,850 X 123 224,575 126,275 MAF BANCORP INC COMMON 55261R108 7,153 187,250 X 123 155,325 31,925 MBNA CORP COMMON 55262L100 78,996 3,464,718 X 123 954,689 55,150 2,454,879 MDC COMMUNICATIONS COMMON 55267W309 15 1,500 X 123 1,500 MDU RESOURCES GROUP INC COMMON 552690109 266 7,875 X 123 7,875 MGIC INVT CORP WIS COMMON 552848103 115 2,200 X 123 2,200 MGM MIRAGE COMMON 552953101 789 21,575 X 123 21,575 MSC SOFTWARE CORP COMMON 553531104 5,295 735,425 X 123 610,575 124,850 MACERICH CO/THE COMMON 554382101 11,740 311,000 X 123 260,100 50,900 MANDALAY RESORT COMMON 562567107 35,494 896,075 X 123 487,350 6,275 402,450 MANHATTAN ASSOC COMMON 562750109 3,825 147,750 X 123 56,950 75,825 14,975 MARATHON OIL COMMON 565849106 3 100 X 123 100 MARSH & MCLENNANCOMMON 571748102 2,451 51,491 X 123 3,750 47,741 MARSHALL & ILSLEY COMMON 571834100 2,010 63,758 X 123 31,100 2,000 30,658 MARRIOTT INTL COMMON 571903202 99 2,300 X 123 1,500 800 MARTIN MARIETTA COMMON 573284106 36 1,000 X 123 1,000 MARVEL ENTERPRISES COMMON 57383M108 184 8,250 X 123 8,250 MASCO CORP COMMON 574599106 73,706 3,010,856 X 123 1,933,610 29,925 1,047,321 MASCOTECH CV BND 574670AB1 18,091 9,320,042 X 123 7,936,434 758,043 625,565 MASSMUTUAL Closed E 576292106 7 300 X 123 300 MAXTOR CORP COMMON 577729205 10,098 829,725 X 123 687,500 142,225 MAXIM INTEGRATEDCOMMON 57772K101 55,462 1,404,102 X 123 481,580 22,350 900,172 MAY DEPT STORES COMMON 577778103 193 7,830 X 123 830 7,000 MAYTAG CORP COMMON 578592107 1,028 41,175 X 123 41,175 MCDATA CORP COMMON 580031201 0 7 X 123 7 MCDONALDS COMMON 580135101 29,514 1,253,761 X 123 1,162,955 90,806 MCG CAPITAL CORPCOMMON 58047P107 56 3,600 X 123 3,600 MCGRAW HILL COS COMMON 580645109 9,623 154,883 X 123 146,668 8,215 MCKESSON CORP COMMON 58155Q103 20,164 605,700 X 123 570,775 34,925 MEDCO HEALTH COMMON 58405U102 717 27,644 X 123 15,578 524 11,542 MEDIA GENERAL COMMON 584404107 3,741 61,220 X 123 50,800 770 9,650 MEDICINES CO COMMON 584688105 10,089 388,040 X 123 269,550 68,975 49,515 MEDICIS PHARM COMMON 584690309 161 2,750 X 123 2,500 250 MEDIMMUNE INC COMMON 584699102 19 570 X 123 570 MEDTRONIC INC COMMON 585055106 17,990 383,411 X 123 234,257 6,925 142,229 MELLON FINANCIALCOMMON 58551A108 187 6,210 X 123 6,210 MENS WEARHOUSE COMMON 587118100 8,482 330,675 X 123 274,725 55,950 MERCANTILE BANK COMMON 587376104 4,133 124,475 X 123 102,692 1,637 20,146 MERCK & CO COMMON 589331107 22,670 447,852 X 123 298,262 4,350 145,240 MERCURY INTER COMMON 589405109 4,986 109,803 X 123 93,950 15,853 MERRILL LYNCH COMMON 590188108 43,411 810,965 X 123 477,100 7,790 326,075 MESA AIR GROUP COMMON 590479101 843 75,825 X 123 75,825 MICHIGAN BANCORPCOMMON 594448102 7 2,000 X 123 2,000 MICROSOFT COMMON 594918104 109,249 3,931,236 X 123 1,123,111 62,184 2,745,941 MICROCHIP TECH COMMON 595017104 12 500 X 123 500 S & P MID-CAP COMMON 595635103 149 1,600 X 123 600 1,000 MILLEA HOLDINGS ADR 60032R106 44 790 X 123 790 MILLER (HERMAN) COMMON 600544100 132 5,800 X 123 5,800 BANK OF TOKYO ADR 606816106 99 15,335 X 123 15,335 MOHAWK INDS INC COMMON 608190104 16,162 226,615 X 123 61,475 3,140 162,000 MOLINA HEALTHCARECOMMON 60855R100 6,468 233,075 X 123 193,250 39,825 MONACO COACH COMMON 60886R103 11,484 693,900 X 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651195307 14,721 345,768 X 123 323,079 17,264 5,426 NEWELL RUBBERMAID COMMON 651229106 2,458 113,445 X 123 75,870 2,825 34,750 NEWHALL LAND & FARMING CO - LP COMMON 651426108 8 200 X 123 200 NEWS CORP ADR ADR 652487703 79 2,422 X 123 2,422 NEXTEL CV BND 65332VAY9 43,022 298,166 X 123 289,296 8,131 739 NIKE INC COMMON 654106103 2,786 45,800 X 123 45,700 100 NISSAN MOTOR ADR ADR 654744408 90 4,123 X 123 4,123 NOKIA CORP ADR 654902204 14,727 944,039 X 123 758,364 15,775 169,900 NOMURA HOLDINGS ADR 65535H208 57 3,550 X 123 3,550 NORFOLK SOUTHN COMMON 655844108 1,575 85,155 X 123 74,155 11,000 NORTEL CV BND 656568AB8 146,854 7,939,000 X 123 6,279,000 409,500 1,250,500 NORTHERN COMMON 665859104 64 1,500 X 123 1,500 NORTHROP GRUMMAN COMMON 666807102 41,749 484,214 X 123 434,340 1,740 48,134 NORTHWEST NATURAL COMMON 667655104 30 1,050 X 123 1,050 NOVARTIS ADR 66987V109 195 5,029 X 123 4,909 120 NOVELL COMMON 670006105 1,529 288,400 X 123 237,875 5,350 45,175 NSTAR COMMON 67019E107 190 4,000 X 123 4,000 NVIDIA COMMON 67066G104 45,667 2,870,125 X 123 1,373,400 28,050 1,468,675 O CHARLEYS INC COMMON 670823103 7,848 529,225 X 123 466,450 62,775 OGE ENERGY CORP COMMON 670837103 34 1,500 X 123 1,500 OSI PHARM COMMON 671040103 1,106 34,075 X 123 33,300 775 OCTUS INC COMMON 675742407 0 241 X 123 241 ODYSSEY COMMON 67611V101 17,828 597,863 X 123 391,579 121,200 85,084 OFFSHORE LOGIS COMMON 676255102 12 600 X 123 600 OHIO CASUALTY COMMON 677240103 7,229 498,575 X 123 410,400 88,175 OLD DOMINION COMMON 679580100 12,168 418,275 X 123 332,848 85,427 OLD REPUBLIC COMMON 680223104 5,126 154,910 X 123 128,425 1,835 24,650 OMNICARE INC COMMON 681904108 14,319 397,075 X 123 312,225 1,750 83,100 OMNICOM GROUP COMMON 681919106 2,114 29,425 X 123 10,475 18,950 OMINVISION TECH COMMON 682128103 13,690 324,105 X 123 218,125 61,825 44,155 ONEOK INC COMMON 682680103 7,090 351,535 X 123 245,375 4,460 101,700 ORACLE CORP COMMON 68389X105 1,311 116,522 X 123 33,575 17,000 65,947 OREILLY AUTO COMMON 686091109 677 18,400 X 123 18,400 OSHKOSH COMMON 688222207 4,707 183,000 X 123 149,800 33,200 OWENS CORNING CV PFD 690733209 4,619 1,171,214 X 123 1,061,107 88,428 21,679 OWENS-ILLINOIS COMMON 690768403 4 375 X 123 375 OWENS-ILLINOIS CV PFD 690768502 2,631 87,317 X 123 87,317 OXFORD HEALTH COMMON 691471106 834 20,200 X 123 1,200 19,000 P G & E CORP COMMON 69331C108 5 200 X 123 200 PMA CAPITAL COMMON 693419202 7,090 565,875 X 123 471,325 94,550 PMC SIERRA INC COMMON 69344F106 3,359 254,625 X 123 248,300 6,325 THE PMI GROUP COMMON 69344M101 138 4,100 X 123 4,100 PNC FINANCIAL COMMON 693475105 10,629 223,400 X 123 210,350 13,050 POHANG ADR 693483109 243 8,507 X 123 8,507 PACIFIC CAPITAL BANCORP COMMON 69404P101 100 3,264 X 123 3,264 PACKAGING CORP COMMON 695156109 4,156 214,010 X 123 136,300 1,660 76,050 PACKETEER INC COMMON 695210104 5,325 441,875 X 123 338,275 103,600 PACTIV CORP COMMON 695257105 4,842 238,780 X 123 196,925 3,155 38,700 PARAMETRIC COMMON 699173100 5,613 1,798,975 X 123 1,492,475 306,500 PARKER DRILLING CV BND 701081AD3 1,884 123,652 X 123 79,597 14,815 29,240 PARTY CITY COMMON 702145103 7,139 576,650 X 123 487,000 89,650 PATINA COMMON 703224105 11,837 326,618 X 123 271,094 55,524 PEETS COMMON 705560100 5,202 266,070 X 123 204,150 61,920 PEGASUS SOLUTIONS INC COMMON 705906105 6,115 442,125 X 123 366,575 75,550 PENNEY JC CO INC COMMON 708160106 10,741 502,600 X 123 473,575 29,025 PEOPLES ENERGY CORP COMMON 711030106 22 533 X 123 533 PEPSICO INC COMMON 713448108 33,064 721,439 X 123 446,290 17,025 258,124 PERFORMANCE TECH COMMON 71376K102 4,374 357,080 X 123 277,150 79,930 PERNOD RICARD-SPONS ADR ADR 714264108 39 1,643 X 123 1,643 PEROT SYSTEMS CORP CL A COMMON 714265105 9,404 940,375 X 123 788,325 152,050 PERRIGO COMMON 714290103 18,021 1,415,600 X 123 1,153,725 200 261,675 PETCO COMMON 716016209 5,508 176,525 X 123 62,750 96,100 17,675 PETRO COMMON 71644E102 2 40 X 123 40 PETSMARTCOMMON 716768106 11,719 516,275 X 123 77,325 7,325 431,625 PFIZER COMMON 717081103 63,445 2,088,364 X 123 1,382,782 31,870 673,712 PHARMACEUTICAL RES COMMON 717125108 10,363 151,900 X 123 92,775 48,475 10,650 PHILA SUBURBAN COMMON 718009608 15,463 642,140 X 123 500,950 2,615 138,575 PLDT CV 718252703 92198 3922204710 X 123 2808883185 650383275 462938250 PINNACLE WEST CAPITAL CORP COMMON 723484101 126 3,550 X 123 500 3,050 PITNEY BOWES COMMON 724479100 1,101 28,725 X 123 3,300 25,425 PLANAR SYSTEMS INC COMMON 726900103 8,418 392,450 X 123 319,025 73,425 PLUM CREEK TIMBER CO INC COMMON 729251108 71 2,779 X 123 1,135 1,644 POGO PRODUCING CO COMMON 730448107 4,577 101,093 X 123 66,724 34,369 POLO RALPH LAUREN CORP COMMON 731572103 510 19,000 X 123 19,000 POWER INTEGRAT COMMON 739276103 11,631 349,900 X 123 206,600 82,750 60,550 POZEN INC COMMON 73941U102 3,156 177,500 X 123 137,775 39,725 PRAXAIR INC COMMON 74005P104 59,963 967,919 X 123 584,311 9,125 374,483 PREMCOR INC COMMON 74045Q104 4,334 187,035 X 123 154,775 1,610 30,650 PRENTISS COMMON 740706106 868 28,000 X 123 12,000 16,000 PRESTON CV BND 741130AA6 9,942 1,944,256 X 123 1,389,457 363,309 191,491 PRICE (T ROWE) COMMON 74144T108 18,925 458,669 X 123 204,700 8,750 245,219 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 702 22,650 X 123 1,450 21,200 PROASSURANCE CORP COMMON 74267C106 5,382 208,350 X 123 173,275 35,075 PROCTER & GAMBLE COMMON 742718109 41,593 448,107 X 123 94,253 8,750 345,104 PROGRESS ENERGY INC COMMON 743263105 113 2,550 X 123 2,550 PROLOGIS COMMON 743410102 1,381 45,655 X 123 4,880 40,775 PROTECTIVE LIFE CORP COMMON 743674103 15,604 522,740 X 123 413,335 1,455 107,950 PROVIDENCE SERVICE CORP COMMON 743815102 5,159 326,550 X 123 209,375 117,175 PROVIDENT FIN SER COMMON 74386T105 13,202 689,025 X 123 571,900 117,125 PROVIDIAN FIN CORP COMMON 74406A102 57 4,800 X 123 4,800 PRUDENTIAL COMMON 744320102 25,031 669,999 X 123 634,824 35,175 PUBLIC STORAGE COMMON 74460D109 12 300 X 123 300 PUGET ENERGY COMMON 745310102 45 2,000 X 123 2,000 QLOGIC CORP COMMON 747277101 19 400 X 123 400 QUAKER CHEM COMMON 747316107 5,229 224,800 X 123 143,950 80,850 QUALCOMM INC COMMON 747525103 47,365 1,137,478 X 123 260,775 19,600 857,103 QUESTAR CORP COMMON 748356102 4,490 145,725 X 123 120,925 1,875 22,925 QUINTILES COMMON 748767100 58 4,000 X 123 2,000 2,000 RC2 CORP COMMON 749388104 66 3,400 X 123 3,400 R H DONNELLEY COMMON 74955W307 29,668 734,180 X 123 610,630 1,850 121,700 RLI CORPORATION COMMON 749607107 9,726 295,450 X 123 249,200 46,250 RPM INC OHIO COMMON 749685103 944 72,282 X 123 4,450 67,832 RSA SECURITY COMMON 749719100 14,231 996,575 X 123 581,575 244,975 170,025 RADIAN GROUP COMMON 750236101 54 1,226 X 123 1,226 RADIO ONE INC COMMON 75040P405 2,149 149,675 X 123 53,950 80,950 14,775 RALCORP COMMON 751028101 8,734 315,300 X 123 261,725 53,575 RAMCO GERSHENSONCOMMON 751452202 5,250 206,300 X 123 171,225 35,075 RAYTHEON CO COMMON 755111507 275 9,808 X 123 3,861 5,947 REALNETWORKS COMMON 75605L104 1,819 277,700 X 123 164,125 65,250 48,325 RED ROBIN GOURMET COMMON 75689M101 2,397 94,150 X 123 60,225 33,925 REDENVELOPE INC COMMON 75733R601 2,069 147,820 X 123 114,275 33,545 REGAL ENTERTAIN COMMON 758766109 4,112 221,090 X 123 182,800 2,890 35,400 REGENT COM COMMON 758865109 4,291 703,400 X 123 583,775 119,625 REGENERON CV BND 75886FAB3 3,171 103,632 X 123 78,708 22,511 2,413 RELIANCE COMMON 759509102 11,126 501,375 X 123 415,500 85,875 RELIANT RES COMMON 75952B105 3 630 X 123 630 RENAL CARE COMMON 759930100 3,424 100,250 X 123 83,525 16,725 REPSOL ADR ADR 76026T205 30 1,800 X 123 1,800 REPUBLIC BANC COMMON 760282103 4,683 351,568 X 123 292,907 58,661 RESMED INC COMMON 761152107 38 875 X 123 875 REUTERS ADR 76132M102 337 15,566 X 123 2,079 13,487 REYNOLDS & REYNOLDS COMMON 761695105 152 5,500 X 123 4,500 1,000 RJ REYNOLDS COMMON 76182K105 151 3,831 X 123 3,831 RICHARDSON CV BND 763165AB3 16,484 837,179 X 123 593,660 105,487 138,032 ROBBINS & MYERS COMMON 770196103 10,863 488,450 X 123 412,525 75,925 ROCK-TENN CO COMMON 772739207 6,636 455,125 X 123 377,975 77,150 ROCKWELL AUTO COMMON 773903109 109 4,160 X 123 4,160 ROCKWELL COLLINSCOMMON 774341101 91 3,600 X 123 3,600 ROGERS COM COMMON 775109200 53 3,449 X 123 3,449 ROGERS COM CV BND 775109AE1 71,994 2,760,713 X 123 2,354,827 67,877 338,009 ROGERS CORP COMMON 775133101 4,553 146,785 X 123 120,900 1,935 23,950 ROHM & HAAS COMMON 775371107 1,462 43,708 X 123 43,508 200 ROWAN COS COMMON 779382100 4,324 175,925 X 123 171,650 4,275 ROYAL DUTCH ADR 780257804 3,826 86,569 X 123 46,803 200 39,566 RYANAIR HLDGS ADR 783513104 289 7,134 X 123 7,134 SBC COM COMMON 78387G103 42,664 1,917,498 X 123 1,122,980 10,075 784,443 SCI SYSTEMS CV BND 783890AF3 2,779 72,551 X 123 47,279 8,706 16,566 SKF AB ADR 784375404 75 2,385 X 123 2,385 SLM CORP COMMON 78442P106 880 22,575 X 123 9,225 675 12,675 SABMILLER ADR 78572M105 0 9 X 123 9 SABRE HOLDINGS COMMON 785905100 17 800 X 123 800 SAFECO CO COMMON 786429100 229 6,470 X 123 6,470 SAFENET INC COMMON 78645R107 14,347 397,100 X 123 237,600 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169,300 X 123 140,800 28,500 SCRIPPS CO COMMON 811054204 3,170 37,250 X 123 26,325 100 10,825 SCUDDER STRAT Closed E 81123W101 25 2,000 X 123 2,000 SELECT COMFORT COMMON 81616X103 7,023 265,010 X 123 205,775 59,235 SELECT MEDICAL COMMON 816196109 4,337 150,600 X 123 55,950 79,600 15,050 SEMTECH CORP COMMON 816850101 9,559 517,800 X 123 429,750 88,050 SEMPRA ENERGY COMMON 816851109 12 415 X 123 415 SEROLOGICALS COMMON 817523103 10,083 766,750 X 123 636,450 130,300 SHELL TRNSPORT ADR 822703609 23 600 X 123 600 SHOPKO COMMON 824911101 7,512 500,825 X 123 419,875 80,950 SHUFFLE MASTER COMMON 825549108 171 6,300 X 123 6,300 SIEBEL SYSTEMS COMMON 826170102 6 600 X 123 600 SIEMENS AG ADR 826197501 20 330 X 123 330 SIGMA ALDRICH COMMON 826552101 42 800 X 123 800 SIGMATEL INC COMMON 82661W107 4,447 215,775 X 123 167,150 48,625 SIMON PROPERTY COMMON 828806109 27,084 621,483 X 123 534,525 86,958 SKYWEST INC COMMON 830879102 2,598 150,000 X 123 53,150 81,725 15,125 SKILLSOFT ADR 830928107 7,008 940,670 X 123 547,475 224,025 169,170 JM SMUCKER CO COMMON 832696405 20 468 X 123 331 137 SOHU.COM INC COMMON 83408W103 3,001 96,500 X 123 94,650 1,850 SOLECTRON CORP COMMON 834182107 16 2,800 X 123 2,800 SONIC CORP COMMON 835451105 6,230 246,450 X 123 205,025 41,425 SONICWALL INC COMMON 835470105 4,783 826,095 X 123 488,150 194,075 143,870 SONY CORP ADR ADR 835699307 90 2,598 X 123 2,598 SONUS NETWORKS COMMON 835916107 5,961 860,125 X 123 544,450 258,000 57,675 SOUTHERN CO COMMON 842587107 815 27,764 X 123 9,284 1,280 17,200 SOUTHERN UNION COMMON 844030106 6,460 379,980 X 123 314,285 1,370 64,325 SOUTHWEST AIR COMMON 844741108 2,172 122,687 X 123 115,237 7,450 SOVEREIGN BANC COMMON 845905108 1,026 55,300 X 123 3,500 51,800 SPARTECH CORP COMMON 847220209 9,363 439,575 X 123 365,325 74,250 SPECTRALINK COMMON 847580107 6,623 354,565 X 123 275,200 79,365 SPORTS AUTH COMMON 84917U109 11,962 380,225 X 123 223,600 90,625 66,000 SPRINT CORP COMMON 852061100 33,062 2,189,545 X 123 1,009,525 18,2251,161,795 SPRINT CORP COMMON 852061506 14 2,386 X 123 1,000 1,386 SS&C TECH COMMON 85227Q100 3,208 160,475 X 123 102,825 57,650 STANDARD MICRO COMMON 853626109 2,698 100,000 X 123 82,825 17,175 STANDARD PACIFICCOMMON 85375C101 11,464 302,470 X 123 250,000 1,395 51,075 STANLEY WORKS COMMON 854616109 198 6,700 X 123 3,000 3,700 STAPLES INC COMMON 855030102 17,436 734,138 X 123 321,075 7,475 405,588 STARWOOD HOTELS COMMON 85590A203 257 7,375 X 123 7,375 ST BK OF INDIA Global D 856552104 62 2,470 X 123 2,470 STATE STREET COMMON 857477103 19,843 440,956 X 123 180,075 4,200 256,681 STATION CASINOS COMMON 857689103 17,618 575,750 X 123 395,750 99,925 80,075 STEAK N SHAKE COMMON 857873103 8,238 552,875 X 123 467,925 84,950 STERLING BANC COMMON 858907108 9,384 786,625 X 123 652,225 134,400 STEWART & STEVENCOMMON 860342104 11,036 734,725 X 123 615,375 119,350 STMICROELECTRON ADR 861012102 1,147 47,708 X 123 47,358 350 STORA ENSO ADR 86210M106 71 5,788 X 123 5,788 STORAGE TECH COMMON 862111200 4,727 195,830 X 123 161,625 2,030 32,175 STRATTEC SECUR COMMON 863111100 62 1,300 X 123 1,300 STRAYER EDU COMMON 863236105 9,991 103,310 X 123 60,125 24,925 18,260 STRYKER CORP COMMON 863667101 17,702 235,055 X 123 100,638 2,375 132,042 SUN MICRO COMMON 866810104 94 28,540 X 123 300 28,240 SUNCOR ENERGY COMMON 867229106 3,180 171,420 X 123 164,620 6,800 SUNGARD DATA COMMON 867363103 44,977 1,709,492 X 123 1,389,126 15,400 304,966 SUNOCO INC COMMON 86764P109 40 1,000 X 123 1,000 SUNTRUST BANK COMMON 867914103 425 7,040 X 123 7,040 SUPERVALU INC COMMON 868536103 5,515 231,125 X 123 161,250 69,875 SWIFT TRANS COMMON 870756103 1,082 47,700 X 123 2,950 44,750 SYBASE INC COMMON 871130100 3,155 185,489 X 123 152,550 2,165 30,774 SYBRON DENTAL COMMON 871142105 11,315 451,325 X 123 374,375 76,950 SYMANTEC CORP COMMON 871503108 23,016 365,222 X 123 83,300 4,625 277,297 SYNOPSYS INC COMMON 871607107 821 26,550 X 123 2,700 23,850 SYSCO CORP COMMON 871829107 18,652 570,210 X 123 102,660 7,150 460,400 TCF FINANCIAL COMMON 872275102 1,228 25,600 X 123 1,200 24,400 TDK CORP ADR 872351408 83 1,390 X 123 665 725 TECO ENERGY INC COMMON 872375100 28 2,024 X 123 1,024 1,000 TEPPCO PARTNERS COMMON 872384102 99 2,800 X 123 2,800 TJX COMPANIES COMMON 872540109 10,832 557,775 X 123 488,975 68,800 TTM TECH COMMON 87305R109 10,244 717,395 X 123 423,575 168,175 125,645 TXU CORP COMMON 873168108 106 4,500 X 123 400 4,100 TANOX INC COMMON 87588Q109 4,743 237,055 X 123 129,950 67,950 39,155 TARGET CORP COMMON 87612E106 25,857 687,144 X 123 462,866 18,850 205,428 TECH DATA COMMON 878237106 15,317 496,485 X 123 411,375 1,010 84,100 TECHNE CORP COMMON 878377100 470 14,800 X 123 14,800 TEKELEC COMMON 879101103 6,854 439,100 X 123 364,450 74,650 TEKTRONIX COMMON 879131100 9,639 389,450 X 123 320,950 68,500 TELECOM ITALIA ADR 87927Y102 36 1,442 X 123 1,442 TELEFLEX INC COMMON 879369106 3,772 86,860 X 123 72,550 635 13,675 TELEFONOS mx ADR 879403780 86 2,800 X 123 2,800 TELIK INC COMMON 87959M109 8,683 433,065 X 123 285,600 93,875 53,590 TEMPLE INLAND COMMON 879868107 788 16,225 X 123 1,125 15,100 TENET COMMON 88033G100 17,154 1,184,675 X 123 1,094,075 90,600 TEVA PHARM ADR 881624209 1,744 30,517 X 123 30,517 TETRA TECH COMMON 88162F105 5,829 282,692 X 123 234,731 47,961 TETRA TECH INC COMMON 88162G103 38 1,912 X 123 1,912 TEXAS GENCO HOLDCOMMON 882443104 6,463 271,565 X 123 226,165 45,400 TEXAS INSTRUM COMMON 882508104 1,670 73,255 X 123 57,441 375 15,439 TEXTRON INC COMMON 883203101 24 600 X 123 600 TEXTRON INC CV PFD 883203200 77 2,108 X 123 2,108 THERMO ELECTRON COMMON 883556102 5,983 275,695 X 123 193,150 1,545 81,000 THISTLE MINING COMMON 88431N103 0 300 X 123 300 3COM COMMON 885535104 1,226 207,400 X 123 41,950 165,450 3M CO COMMON 88579Y101 39,102 566,115 X 123 251,510 10,350 304,255 TIBCO SOFTWARE COMMON 88632Q103 29 5,400 X 123 5,400 TOO INC COMMON 890333107 4 292 X 123 292 TORCHMARK CORP COMMON 891027104 325 8,000 X 123 8,000 TORONTO-DOMINIONCOMMON 891160509 66 2,328 X 123 2,328 TOTAL SA ADR 89151E109 71 932 X 123 932 TOUCH AMERICA COMMON 891539108 0 12 X 123 12 TRACTOR SUPPLY COMMON 892356106 5,418 165,140 X 123 126,150 38,990 TRANSACTION SYS COMMON 893416107 2,115 127,710 X 123 123,510 4,200 TRAVELERS COMMON 89420G109 1,237 77,905 X 123 21,794 14,600 41,511 TRAVELERS COMMON 89420G406 9 579 X 123 556 23 TRIBUNE CO COMMON 896047107 26,799 583,853 X 123 320,334 263,519 TRICO MARINE COMMON 896106101 2,941 1,394,019 X 123 1,137,605 208,034 48,380 TRIQUINT SEMI CV BND 89674KAB9 6,653 113,938 X 123 49,705 24,041 40,192 TULARIK COMMON 899165104 10 1,000 X 123 1,000 TYCO INTL COMMON902124106 55,059 2,694,995 X 123 1,620,604 16,568 1,057,823 UCBH HOLDINGS COMMON 90262T308 11,208 370,750 X 123 215,925 91,675 63,150 US BANCORP COMMON 902973304 55,933 2,331,499 X 123 1,033,883 15,475 1,282,141 UMPQUA HOLDINGS COMMON 904214103 10,245 538,375 X 123 446,350 92,025 UNION PACIFIC COMMON 907818108 928 15,950 X 123 925 15,025 UNISYS CORP COMMON 909214108 5 400 X 123 400 UNITED DEFENSE COMMON 91018B104 11,159 393,075 X 123 326,375 66,700 UNITED MICROELECADR 910873207 950 210,630 X 123 210,630 UNITED ONLINE COMMON 911268100 22,544 649,295 X 123 437,150 119,850 92,295 UNITED SURGICAL COMMON 913016309 11,724 414,275 X 123 244,925 100,300 69,050 UNITED TECH COMMON 913017109 788 10,193 X 123 3,463 200 6,530 UNITEDHEALTH COMMON 91324P102 62,006 1,232,240 X 123 401,058 17,425 813,757 UNIVISION COM COMMON 914906102 18,854 590,475 X 123 188,050 6,650 395,775 UNOCAL CORP COMMON 915289102 7 208 X 123 208 UNIZAN FIN COMMON 91528W101 4 210 X 123 210 UTSTARCOM INC COMMON 918076100 31,771 998,773 X 123 227,950 12,675 758,148 VALASSIS COM COMMON 918866104 1,170 44,300 X 123 31,725 1,225 11,350 VAN KAMPEN Closed E 920961109 16 2,000 X 123 2,000 VARIAN INC COMMON 922206107 12,625 403,100 X 123 334,625 68,475 VARIAN SEMI COMMON 922207105 7,039 187,950 X 123 155,950 32,000 VERITAS COMMON 923436109 37,991 1,209,918 X 123 571,702 18,925 619,291 VERISIGN INC COMMON 92343E102 7,271 539,795 X 123 477,225 2,545 60,025 VERIZON COM COMMON 92343V104 13,570 418,296 X 123 322,752 1,796 93,748 VERTEX PHARM CV BND 92532FAD2 7,313 93,734 X 123 71,370 6,281 16,083 VIACOM INC COMMON 925524100 243 6,325 X 123 3,000 3,325 VIACOM INC CL B COMMON 925524308 20,988 547,994 X 123 359,881 7,706 180,407 VIAD CORP COMMON 92552R109 41 1,700 X 123 1,000 700 VIASYS COMMON 92553Q209 9,151 453,000 X 123 376,025 76,975 VISAGE COMMON 92675K106 2 500 X 123 500 VIRAGEN INC COMMON 927638106 6 22,250 X 123 22,250 VISHAY INTERTECHCOMMON 928298108 4,368 249,330 X 123 205,675 2,830 40,825 VISTACARE COMMON 92839Y109 12,402 396,215 X 123 238,575 87,600 70,040 VITESSE SEMI COMMON 928497106 5,245 819,500 X 123 509,575 255,625 54,300 VODAFONE ADR 92857W100 107 5,273 X 123 4,273 1,000 WACHOVIA COMMON 929903102 1,382 33,547 X 123 24,946 8,601 WADDELL & REED COMMON 930059100 106 4,491 X 123 4,491 WAL-MART COMMON 931142103 69,055 1,236,436 X 123 283,364 20,475 932,597 WALGREEN CO COMMON 931422109 1,627 53,111 X 123 300 52,811 WASHINGTON MU COMMON 939322103 25,095 637,406 X 123 589,354 48,052 WASHINGTON TRST COMMON 940610108 206 8,580 X 123 8,580 WASTE CONNEC COMMON 941053100 11,912 339,475 X 123 284,700 54,775 WASTE MAN COMMON 94106L109 27,132 1,036,755 X 123 976,005 60,750 WATER PIK TECH COMMON 94113U100 60 6,000 X 123 6,000 WATSON PHARM COMMON 942683103 925 22,180 X 123 1,400 20,780 WELLPOINT COMMON 94973H108 3,760 48,775 X 123 46,775 125 1,875 WELLS FARGO COMMON 949746101 90,000 1,747,570 X 123 892,849 23,438 831,283 WESTERN GAS RES CV PFD 958259301 3,924 94,033 X 123 62,583 10,945 20,505 WESTPAC BANK ADR 961214301 69 1,241 X 123 1,241 WESTWOOD HOLD COMMON 961765104 3,180 187,274 X 123 119,875 67,399 WESTWOOD ONE COMMON 961815107 2,543 84,245 X 123 69,275 1,495 13,475 WEYERHAEUSER CO COMMON 962166104 105 1,788 X 123 240 1,548 WHIRLPOOL CORP COMMON 963320106 54 800 X 123 800 WHITE ELEC COMMON 963801105 4,948 460,325 X 123 396,125 64,200 WHOLE FOODS COMMON 966837106 19 350 X 123 350 WILD OATS COMMON 96808B107 11 1,000 X 123 1,000 WILEY JOHN COMMON 968223206 17,818 685,570 X 123 568,175 1,220 116,175 WILLIAMS SONOMA COMMON 969904101 3,049 113,025 X 123 110,300 2,725 WILTEL COM COMMON 972487102 43 2,671 X 123 2,671 WINTRUST FIN COMMON 97650W108 7,941 210,800 X 123 169,675 41,125 WIPRO LTD ADR ADR 97651M109 1,092 37,580 X 123 37,580 WISCONSIN ENERGYCOMMON 976657106 1,232 40,300 X 123 2,300 38,000 WORLDCOM GROUP COMMON 98157D106 1 9,430 X 123 9,430 MCI GROUP COMMON 98157D304 0 465 X 123 465 WRIGLEY W M JR COMMON 982526105 552 9,974 X 123 9,974 WYETH CO COMMON 983024100 29,470 639,252 X 123 245,881 10,525 382,846 XM SATELLITE COMMON 983759101 10,178 655,360 X 123 444,475 128,250 82,635 XTO ENERGY INC COMMON 98385X106 17,362 827,162 X 123 298,675 16,375 512,112 XCEL ENERGY INC COMMON 98389B100 35 2,250 X 123 2,250 XILINX INC COMMON 983919101 823 28,945 X 123 11,725 17,220 XEROX CORP COMMON 984121103 41 4,000 X 123 4,000 YAHOO INC COMMON 984332106 18 500 X 123 500 YUM! BRANDS INC COMMON 988498101 98 3,320 X 123 1,520 1,800 ZALE CORP COMMON 988858106 4,764 107,265 X 123 66,300 1,215 39,750 ZIMMER HOLDINGS COMMON 98956P102 79,530 1,443,372 X 123 566,689 25,460 851,223 ZIONS BANCORP COMMON 989701107 28 495 X 123 495 ZOLL MEDICAL COMMON 989922109 9,277 289,450 X 123 240,275 49,175 DEUTSCHE BANK COMMON D18190898 45 736 X 123 736 ACE LTD COMMON G0070K103 24,357 736,303 X 123 90,355 10,200 635,748 ACCENTURE LTD COMMON G1150G111 10,501 470,075 X 123 438,400 31,675 CHINADOT COMMON G2108N109 8 950 X 123 950 COOPER INDS COMMON G24182100 11,178 232,725 X 123 24,300 3,425 205,000 ENDURANCE SPECIALCOMMON G30397106 6,621 226,750 X 123 226,750 EVEREST COMMON G3223R108 8,791 116,959 X 123 95,375 859 20,725 GLOBALSANTAFE COMMON G3930E101 26,750 1,116,921 X 123 567,797 11,950 537,174 INGERSOLL-RAND COMMON G4776G101 22,062 412,835 X 123 41,450 5,700 365,685 IPC HOLDINGS LTDCOMMON G4933P101 992 28,300 X 123 28,300 MARVELL TECH COMMON G5876H105 4,690 124,250 X 123 121,875 2,375 NABORS INDUS COMMON G6359F103 30 800 X 123 800 NEW WORLD COMMON G6493M105 1 5,000 X 123 5,000 OPENTV CORP COMMON G67543101 294 88,675 X 123 88,675 PLATINUM UNDER COMMON G7127P100 9,840 350,195 X 123 327,525 1,395 21,275 TOMMY HILFIGER COMMON G8915Z102 5 400 X 123 400 TRANSOCEAN SEDCOCOMMON G90078109 2,521 126,058 X 123 126,000 58 WEATHERFORD INTLCOMMON G95089101 297 7,867 X 123 4,715 3,152 XL CAPITAL CORP COMMON G98255105 294 3,800 X 123 2,800 1,000 XOMA LTD COMMON G9825R107 4,672 631,365 X 123 373,525 147,550 110,290 CHECK POINT COMMON M22465104 651 38,650 X 123 2,350 36,300 M-SYSTEMS COMMON M7061C100 3,631 231,435 X 123 177,375 54,060 ORBOTECH LTD COMMON M75253100 3,355 164,150 X 123 164,150 RADWARE LTD COMMON M81873107 2,352 129,600 X 123 129,600 ROYAL CARIBBEAN COMMON V7780T103 18,950 674,150 X 123 103,675 9,300 561,175 FLEXTRONICS COMMON Y2573F102 14,984 1,056,715 X 823,360 9,575 223,780 -----END PRIVACY-ENHANCED MESSAGE-----