-----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, DFiN8GA598bAslvoyNEVbxMiURYb+ig9HIVWhxjmRaNv0oGuTI60+Unh2Cq080dD RpMfP7OCeDa/nhRAeH9k/Q== 0000312348-02-000044.txt : 20031208 0000312348-02-000044.hdr.sgml : 20031208 20021105100930 ACCESSION NUMBER: 0000312348-02-000044 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021105 EFFECTIVENESS DATE: 20021105 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: 02809106 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 third13f2002.txt
AME NG MANAGER LOOMIS S AYLES & CO., PG 1 FORM 13F N OF REPORT I INC 0 9/30/2002 VOTING AUTHORI TY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE MV SHARES Security Name CUSIP 09/30/02 37,529 3COM COMMON 885535104 3 800X 123 300 500 3M CO COMMON 88579Y101 67,546 614,222X 123 161,747 10,400 436,567 99 CENTS ONLY STORES COMMON 65440K106 1,552 74,983X 123 43,150 31,833 A.C. MOORE ARTS & CRAF COMMON 00086T103 8,817 417,275X 123 414,725 2,550 AAIPHARMA INC COMMON 00252W104 615 51,250X 123 51,250 ABBOTT LABS COMMON 002824100 38,988 965,056X 123 837,312 3,275 118,419 ABERCROMBIE & FITCH CO COMMON 002896207 40 2,054X 123 2,054 ABGENIX INC COMMON 00339B107 5 760X 123 760 Accenture LTD G1150G11 14 955NONE ACCREDO HEALTH INC COMMON 00437V104 24,476 513,600X 123 465,550 31,450 16,600 ACE LTD COMMON G0070K103 21,412 723,157X 123 61,350 8,475 646,598 ACTEL CORP COMMON 004934105 2,563 246,400X 123 210,100 36,300 ACTION PERFORMANCE COS COMMON 004933107 11,228 436,875X 123 390,875 31,300 14,700 ACTIVISION INC COMMON 004930202 15,302 639,450X 123 564,600 50,475 24,375 ACTUANT CORP CL A COMMON 00508X203 11,805 319,930X 123 221,450 98,480 ACXIOM CORP COMMON 005125109 18,877 1,331,270X 123 1,028,350 89,170 213,750 ADC TELECOMMUNICATIONS COMMON 000886101 1,377 1,197,150X 123 778,550 7,650 410,950 Adobe Systems Inc. 00724F101 21 1,100NONE ADTRAN INC COMMON 00738A106 7,873 504,675X 123 364,275 140,400 ADVANCE PCS COMMON 00790K109 24 1,050X 123 1,050 ADVANCED FIBRE COMM COMMON 00754A105 6,750 508,650X 123 403,325 200 105,125 ADVANCED MEDICAL OPTIC COMMON 00763M108 3 266X 123 266 ADVISORS INNER CIRCLE MUT FND 00758M576 309 26,221X 123 26,221 ADVISORY BOARD CO COMMON 00762W107 7,890 266,550X 123 264,900 1,650 ADVO INC COMMON 007585102 7,133 224,650X 123 169,650 55,000 AES CORPORATION COMMON 00130H105 4 1,500X 123 1,500 AETNA INC-NEW COMMON 00817Y108 13,940 389,265X 123 155,740 9,750 223,775 AFFILIATED COMPUTER SV COMMON 008190100 12,407 291,592X 123 60,900 3,100 226,950 AFFILIATED MANAGERS GR COMMON 008252108 16,937 379,676X 123 320,226 59,450 AFFYMETRIX CVT SUB NTS CV BND 00826TAD0 15,861 123,148X 123 79,939 24,922 18,287 AFFYMETRIX INC CVT 144 CV BND 00826TAC2 7,552 58,630X 123 38,474 6,231 13,925 AFLAC INC COMMON 001055102 23,403 762,545X 123 521,791 7,000 226,785 AGERE SYSTEMS INC CL A COMMON 00845V100 10X 123 10 AGERE SYSTEMS INC CL B COMMON 00845V209 253X 123 253 AGILENT TECHNOLOGIES I COMMON 00846U101 5,370 411,182X 123 383,309 2,000 24,069 AGL RESOURCES INC COMMON 001204106 10,298 466,200X 123 339,550 126,650 AGRIUM INC COMMON 008916108 867 94,700X 123 94,700 AIR PRODS & CHEM COMMON 009158106 3,381 80,469X 123 21,050 59,419 AKSYS LTD COMMON 010196103 221 39,337X 123 39,337 ALBERTSONS INC COMMON 013104104 140 5,800X 123 5,800 ALCOA INC COMMON 013817101 11,374 589,291X 123 409,135 10,850 161,450 ALLERGAN INC COMMON 018490102 9,825 180,609X 123 2,525 178,084 ALLETE INC COMMON 018522102 21,707 1,004,975X 123 765,375 300 239,300 ALLIANCE GROWTHJ FUND- MUT FND 01877F401 7 338X 123 338 ALLIANCE SELECT INT TE MUT FND 01878A500 11 5,000X 123 5,000 ALLIANCE TECHNOLOGY FU MUT FND 018780304 7 216X 123 216 ALLIANCEBERNSTEIN S/C MUT FND 018914101 60 6,103X 123 6,103 ALLIANT TECHSYSTEMS IN COMMON 018804104 2,425 35,025X 123 34,125 900 ALLIED CAPITAL CORP COMMON 01903Q108 75 3,425X 123 3,425 ALLIED DOMECQ PLC COMMON 029871D965 2,326 368,800X 123 368,800 ALLIED DOMECQ PLC-SPON ADR 019121201 91 3,500X 123 3,500 ALLSTATE CORP COMMON 020002101 16,121 453,464X 123 420,046 2,200 31,218 ALLTEL CORP COMMON 020039103 59 1,474X 123 1,133 341 AMAZON.COM INC COMMON 023135106 10 650X 123 150 500 AMAZON.COM INC CVT CV BND 023135AF3 3,013 59,530X 123 9,868 7,049 42,613 AMAZON.COM INC CVT EUR CV BND 023135AG1 4,015 59,554X 123 29,300 6,670 23,583 AMBAC FINL GRP COMMON 023139108 737 13,685X 123 13,685 AMERICA MOVIL-SERIES L ADR 02364W105 97 8,050X 123 5,250 2,800 AMERICAN AADVANTAGE IN MUT FND 02368A794 38 3,374X 123 3,374 AMERICAN ELEC PWR COMMON 025537101 319 11,201X 123 7,091 4,110 AMERICAN EXPRESS CO COMMON 025816109 28,887 926,464X 123 748,394 5,475 172,595 AMERICAN FDS CAPITAL W MUT FND 140543109 112 5,529X 123 5,529 AMERICAN FDS IVEST CO MUT FND 461308108 343 15,442X 123 15,442 AMERICAN FINANCIAL GRO COMMON 025932104 10,581 459,650X 123 332,650 127,000 AMERICAN INTL GRP COMMON 026874107 63,974 1,169,541X 123 378,479 18,568 762,656 AMERICAN INTL PETROLEU COMMON 026909408 100X 123 100 AMERICAN MGMT SYSTEM COMMON 027352103 1,139 89,475X 123 63,575 25,900 AMERICAN POWER CONVERS COMMON 029066107 7,824 818,450X 123 646,525 300 171,625 AMERICAN STATES WATER COMMON 029899101 7,698 293,600X 123 212,450 81,150 AMERIGROUP CORP COMMON 03073T102 4,304 128,300X 123 93,775 24,450 10,075 AMERISOURCEBERGEN CORP COMMON 03073E105 36,159 506,280X 123 124,530 9,650 372,100 AMERISTOCK MUTUAL FUND MUT FND 03071F104 39 1,286X 123 1,286 AMERUS GROUP CO COMMON 03072M108 8,139 287,000X 123 204,900 82,100 AMETEK INC COMMON 031100100 7,922 272,050X 123 197,650 74,400 AMGEN INC COMMON 0031162100 30,584 733,415X 123 280,104 10,050 437,924 AMKOR TECH INC CVT CV BND 031652AH3 5,684 367,108X 123 282,961 27,904 56,243 AMPHENOL CORP CL A COMMON 032095101 3,219 103,850X 123 88,750 100 15,000 AMSURG CORP COMMON 03232P405 5,730 189,925X 123 139,400 35,700 14,825 ANADARKO PETE CORP COMMON 032511107 1,006 22,596X 123 13,825 8,771 ANALOG DEVICES COMMON 032654105 472 23,945X 123 22,525 ANALOG DEVICES 144A CV CV BND 032654AC9 10,691 84,492X 123 70,237 5,394 8,861 ANALOG DEVICES SUB CVT CV BND 032654AD7 401,844 2,796,154X 123 2,322,113 285,184 188,857 ANGIOTECH PHARMACEUTIC COMMON 034918102 9,476 239,425X 123 213,200 18,000 8,225 ANGLO AMERICAN PLC COMMON 29871F663 1,422 112,300X 123 111,200 1,100 ANGLO IRISH BANK CORP COMMON 29871E518 4,833 808,296X 123 792,900 15,396 ANHEUSER BUSCH COMMON 035229103 39,171 774,130X 123 226,710 8,350 534,640 ANNTAYLOR STORES CORP COMMON 036115103 12,106 525,670X 123 402,450 170 123,050 ANTEON INTL CORP COMMON 03674E108 12,637 464,950X 123 340,850 124,100 ANTHEM INC COMMON 03674B104 16,977 261,191X 123 34,141 3,075 223,725 AOL TIME WARNER INC COMMON 00184A105 3,669 313,545X 123 183,475 119,570 APACHE CORP COMMON 037411105 972 16,345X 123 35 16,310 APOGENT TECHNOLOGIES COMMON 03760A101 3,800 203,620X 123 148,050 170 55,400 APOLLO GROUP INC CL A COMMON 037604105 142 3,272X 123 3,272 APP CHINA WTS 144A W/R WTS 04516V118 1 21,620X 123 17,045 2,275 2,300 APPLE COMPUTER COMMON 037833100 11,183 771,232X 123 736,425 3,800 29,075 APPLEBEES INTL INC COMMON 037899101 14,068 641,775X 123 466,275 175,500 APPLERA CORP- APPLIED COMMON 038020103 4 200X 123 200 APPLIED MATERIALS COMMON 038222105 19,268 1,668,249X 123 566,537 15,500 1,080,940 APPLIED MICRO CIRCUITS COMMON 03822W109 3 1,000X 123 1,000 APW LTD COMMON G04397108 17,622X 123 17,622 ARACRUZ CELULOSE SA SP ADR 038496204 306 20,900X 123 20,900 ARAMARK CORP-CL B COMMON 038521100 6,509 309,945X 123 226,975 270 82,700 ARCHER-DANIELS-MIDLAND COMMON 039483102 7 562X 123 562 ARTISTDIRECT INC COMMON 04315D400 3 503X 123 503 ASM LITHOGRAPHY HLDG COMMON N07059111 423 68,360X 123 66,160 2,200 ASPECT TELECOM SUB CON CV BND 045237AE4 3,354 87,566X 123 45,787 18,733 23,046 ASSOCIATED BANC CORP COMMON 045487105 4,385 138,206X 123 130,976 7,230 ASSOCIATED ESTATES REA COMMON 045604105 4,400 543,200X 123 449,200 94,000 ASYST TECHNOLOGIES INC COMMON 04648X107 4,210 696,950X 123 615,400 55,850 25,700 AT HOME CORP SER A COMMON 045919107 300X 123 300 AT&T CORP COMMON 001957109 10,604 882,947X 123 837,152 7,415 34,380 AT&T WIRELESS SERVICES COMMON 00209A106 7 1,689X 123 1,689 ATWOOD OCEANICS INC COMMON 050095108 7,927 271,000X 123 195,900 75,100 AUTOLIV INC COMMON 052800109 113 5,350X 123 5,350 AUTOMATIC DATA PROC COMMON 053015103 4,290 123,388X 123 28,034 95,354 AUTOZONE INC COMMON 053332102 22,854 289,805X 123 151,255 2,625 135,925 AVAYA INC COMMON 053499109 333X 123 83 250 AVENTIS SA COMMON 29871D312 1,744 33,300X 123 33,300 AVENTIS SPON ADR ADR 053561106 63 1,207X 123 1,207 AVERY DENNISON CORP COMMON 053611109 1,994 34,995X 123 19,850 150 14,995 AVNET INC COMMON 053807103 1 125X 123 125 AVON PRODS COMMON 054303102 528 11,450X 123 9,050 AXA -SP ADR ADR 054536107 18 1,770X 123 1,770 AXCELIS TECHNOLOGIES I COMMON 054540109 3 595X 123 360 235 AZTAR CORP COMMON 054802103 4,934 373,525X 123 267,550 105,975 AZTEC ENERGY CORP/UTAH COMMON 054805106 17X 123 17 BAE SYSTEMS PLC COMMON 29871A565 2,069 685,300X 123 675,200 10,100 BAE SYSTEMS PLC - SPON ADR 05523R107 58 4,830X 123 4,830 BAKER HUGHES INC COMMON 057224107 1,377 47,450X 123 18,300 29,150 BALL CORPORATION COMMON 058498106 328 6,500X 123 6,500 BANKAMERICA CORP COMMON 060505104 84,042 1,317,275X 123 640,743 17,100 649,523 BANK OF IRELAND SPON A ADR 46267Q103 88 2,181X 123 2,181 BANK OF NEW YORK COMMON 064057102 3,869 134,628X 123 71,325 400 54,100 BANK OF TOKYO MITSUBIS ADR 606816106 1 70X 123 70 BANK ONE CORP COMMON 06423A103 41,039 1,097,292X 123 165,461 13,600 906,949 BANKNORTH GROUP INC COMMON 06646R107 8,064 339,530X 123 268,000 230 71,300 BARCLAYS PLC SPONS ADR ADR 06738E204 115 4,817X 123 4,817 BARD C R COMMON 067383109 82 1,500X 123 1,500 BARNES & NOBLE INC COMMON 067774109 19 875X 123 875 BARR LABORATORIES INC COMMON 068306109 2,123 34,075X 123 33,100 975 BARRICK GOLD CORP COMMON 067901108 79 5,085X 123 5,085 BAUSCH & LOMB COMMON 071707103 53 1,600X 123 1,600 BAXTER INTL COMMON 071813109 34,632 1,133,607X 123 669,225 10,925 450,877 BB&T CORP COMMON 054937107 14 402X 123 402 BCE INC COMMON 05534B109 388 21,900X 123 21,900 BECKMAN COULTER INC COMMON 075811109 4,978 128,630X 123 110,400 130 18,100 BECKTON DICKINSON & CO COMMON 075887109 17 600X 123 600 BED BATH & BEYOND INC COMMON 075896100 25,084 770,160X 123 392,820 16,725 360,615 BEDFORD PROPERTY INVES COMMON 076446301 8,985 362,900X 123 268,700 94,200 BELLSOUTH CORP COMMON 079860102 36,575 1,992,129X 123 1,123,024 35,065 824,340 BELO CORP-A COMMON 080555105 10,265 469,170X 123 341,270 127,900 BERGER SMALL CAP VALUE MUT FND 83902106 11 498X 123 498 BERGER SMALL CAP VALUE MUT FND 83902205 418 18,919X 123 18,919 BERKLEY WR CORP COMMON 084423102 10,497 308,725X 123 306,850 1,875 BERKSHIRE HATHAWAY INC COMMON 084670108 11,528 156X 123 91 65 BERKSHIRE HATHAWAY INC COMMON 084670207 19,222 7,798X 123 6,417 52 1,329 BEST BUY COMPANY COMMON 086516101 46 2,052X 123 2,052 BETHLEHEM STEEL CONV P CV PFD 087509501 1,126 2,693,966X 123 2,218,819 128,211 346,936 BHP BILLITON LTD-SPON ADR 088606108 81 8,340X 123 8,340 BIG LOTS INC COMMON 089302103 62 3,918X 123 3,918 BILLITON PLC COMMON 29871A730 1,644 354,331X 123 344,966 9,365 BIOGEN INC COMMON 090597105 57 1,940X 123 1,300 BIOMET INC COMMON 090613100 18,333 688,417X 123 112,765 9,850 564,572 BIOMIRA INC COMMON 09161R106 2 2,000X 123 2,000 BIOTECH HOLDRS TRUST COMMON 09067D201 8 100X 123 100 BJ SERVICES CO COMMON 055482103 13,596 522,920X 123 361,010 11,350 150,560 BLACK & DECKER CORP COMMON 091797100 1,013 24,150X 123 9,800 14,350 BLACK HILLS CORP COMMON 092113109 12 450X 123 450 BLOCKBUSTER INC-CLASS COMMON 093679108 2,753 111,000X 123 107,900 3,100 BLYTH INC COMMON 09643P108 9,426 337,850X 123 245,800 92,050 BNP PARIBAS ADR ADR 05565A202 78 4,817X 123 4,817 BNY HAMILTON INTL EQTY MUT FND 05561M846 27 3,722X 123 3,722 BNY HAMILTON S/C GROWT MUT FND 05561M861 48 4,220X 123 4,220 BOEING CO COMMON 097023105 16,522 484,105X 123 30,975 5,975 438,411 BOISE CASCADE COMMON 097383103 7,825 343,180X 123 265,325 130 77,725 BORDERS GROUP INC COMMON 099709107 888 56,200X 123 14,700 41,500 BORG WARNER INC COMMON 099724106 759 15,300X 123 15,300 BOSTON PRIVATE FNL HOL COMMON 101119105 15,324 719,425X 123 580,250 139,175 BOSTON SCIENTIFIC CORP COMMON 101137107 10,142 321,350X 123 4,525 315,350 BOWATER INC COMMON 102183100 36,827 1,043,255X 123 621,965 7,550 413,740 BP AMOCO PLC COMMON 2980001E0 1,956 292,600X 123 292,600 BP PLC ADR 055622104 34,427 862,820X 123 574,864 10,678 277,278 BRADY CORP CL A COMMON 104674106 97 3,000X 123 3,000 BRASIL TELECOM PART SA ADR 105530109 71 3,200X 123 3,200 BRIGGS & STRATTON COMMON 109043109 119 3,177X 123 3,177 BRINKER INTERNATIONAL COMMON 109641100 12,874 497,050X 123 6,900 490,150 BRISTOL MYERS SQUIBB COMMON 110122108 10,625 446,429X 123 248,881 5,450 186,628 BRITISH SKY BROADCASTI COMMON 29871B704 1,859 230,600X 123 230,600 BROADBAND TECH SUB CON CV BND 111309AC4 1,571 1,514,995X 123 1,244,503 114,513 155,979 BROADVISION INC COMMON 111412607 111X 123 111 BRUNSWICK CORP COMMON 117043109 25,373 1,205,925X 123 241,775 18,850 945,300 BUILDERS TRANSPORT SUB CV BND 120084AA6 7 214,223X 123 191,682 8,197 14,344 BUILDERS TRANSPORT SUB CV BND 120084AB4 10 215,470X 123 161,165 14,570 39,735 BURLINGTON NORTHN SANT COMMON 12189T104 18 750X 123 750 BURLINGTON RESOURCES I COMMON 122014103 31 797X 123 100 697 C.H. ROBINSON WORLDWID COMMON 12541W100 11 400X 123 400 CACI INTERNATIONAL INC COMMON 127190304 17,887 504,575X 123 445,275 40,500 18,800 CADENCE DESIGN SYS INC COMMON 127387108 52 5,080X 123 2,906 CALAMOS CONVERTIBLE OP Closed E 128117108 21 1,500X 123 1,500 CALDWELL & ORKIN MKT O MUT FND 128819307 32 1,619X 123 1,619 CALIPER TECHNOLOGIES C COMMON 130876105 1 350X 123 350 CALL-NET ENTERPRISES-C COMMON 130910508 2 4,797X 123 4,797 CALPINE CORP COMMON 131347106 2 1,000X 123 1,000 CAMBREX CORP COMMON 132011107 4,247 115,400X 123 98,000 17,400 CAMDEN PROPERTY TRUST COMMON 133131102 1,346 40,600X 123 18,500 22,100 CAMPBELL SOUP COMMON 134429109 22 1,000X 123 1,000 CANADIAN PACIFIC RAILW COMMON 13645T100 4,382 240,105X 123 172,675 230 67,200 CANDIES INC COMMON 137409108 24 20,314X 123 20,314 CANON INC COMMON 29871E682 1,929 59,000X 123 59,000 CANON INC SPON ADR ADR 138006309 95 2,980X 123 2,980 CAPITAL ONE FINL CORP COMMON 14040H105 1,592 45,603X 123 42,003 3,600 CARDINAL HEALTH INC COMMON 14149Y108 35,225 566,322X 123 331,961 6,025 226,436 CAREER EDUCATION CORP COMMON 141665109 23,361 486,600X 123 437,850 32,050 16,700 CAREMARK RX INC COMMON 141705103 3 151X 123 151 CARNIVAL CORP CL A COMMON 143658102 13,030 519,125X 123 495,000 2,600 21,525 CARRAMERICA COMMON 144418100 14,020 557,005X 123 421,575 130 135,300 CATERPILLAR COMMON 149123101 9,480 254,698X 123 233,275 1,300 20,123 CBL & ASSOCIATES PROPE COMMON 124830100 5,371 138,600X 123 102,100 36,500 CDC NVEST GROWTH & INC MUT FND 12506S102 49 5,548X 123 5,548 CDW COMPUTER CENTERS I COMMON 125129106 2,251 53,150X 123 51,700 1,450 CELESTICA INC COMMON 15101Q108 413 31,500X 123 1,500 30,000 CELESTICA INC CVT YANK CV BND 15101QAA6 42,965 436,506X 123 329,394 25,508 81,604 CENTENE CORP COMMON 15135B101 7,463 279,625X 123 277,925 1,700 CENTEX CORP COMMON 152312104 10,862 244,925X 123 3,425 241,500 CENTURY TELEPHONE ENTE COMMON 156700106 42,873 1,911,381X 123 1,158,635 14,550 734,596 CERIDIAN CORP NEW COMMON 156779100 1,611 113,033X 123 87,633 1,900 23,500 CERTEGY INC COMMON 156880106 22 1,100X 123 1,100 CERUS CORP COMMON 157085101 221 13,242X 123 13,242 CGM CAP DEV FD MUT FND 125322107 65 3,894X 123 3,894 CHALONE WINE GROUP LTD COMMON 157639105 1 117X 123 117 CHARLES RIVER LABS COMMON 159864107 28,420 724,075X 123 648,325 50,200 25,550 CHARLOTTE RUSSE HOLDIN COMMON 161048103 2,707 284,900X 123 209,700 75,200 CHARTER COMMUNICATIONS COMMON 16117M107 2 1,100X 123 550 550 CHARTER ONE FIN INC COMMON 160903100 6,731 226,496X 123 171,117 50,628 CHECK POINT SOFTWARE T COMMON M22465104 190 13,800X 123 13,800 CHEESECAKE FACTORY COMMON 163072101 34 1,125X 123 1,125 CHEVRONTEXACO CORP COMMON 166764100 45,737 660,474X 123 403,596 4,974 245,762 CHICOS FAS INC COMMON 168615102 11,442 718,268X 123 592,344 89,000 36,924 CHOICEPOINT INC COMMON 170388102 15,411 432,421X 123 251,800 35,864 144,757 CHUBB CORP COMMON 171232101 803 14,641X 123 2,000 100 12,541 CIA ANONIMA TELEF DE V ADR 204421101 158 15,000X 123 15,000 CIENA CORP COMMON 171779101 110 36,900X 123 36,900 CIGNA CORP COMMON 125509109 97 1375X 123 825 CIMA LABS INC COMMON 171796105 7,465 296,800X 123 214,200 82,600 CINCINNATI FINANCIAL C COMMON 172062101 36 1,000X 123 1,000 CINERGY CORP COMMON 172474108 2,748 87,420X 123 57,750 70 27,150 CIRCUIT CITY STORES-CI COMMON 172737108 147 9,675X 123 9,675 CISCO SYSTEMS INC COMMON 17275R102 46,986 4,483,371X 123 1,345,803 69,555 3,043,194 CIT GROUP INC COMMON 125581108 9,997 556,012X 123 7,150 538,800 CITIGROUP INC COMMON 172967101 76,226 2,570,868X 123 1,256,826 30,575 1,257,855 CITY NATIONAL CORP COMMON 178566105 11,396 243,650X 123 189,275 100 54,275 CLARCOR INC COMMON 179895107 9,265 301,800X 123 218,375 83,425 CLEAR CHANNEL COMMUNIC COMMON 184502102 5,930 170,650X 123 67,400 2,050 98,550 CMG INFORMATION SERVIC COMMON 125750109 1,000X 123 1,000 CML GROUP CONV EURO CV BND 2987023T6 4 437,681X 123 380,767 56,914 CML GRP INC EURO CONV CV BND 125820AB6 2 214,572X 123 185,633 28,939 CNOOC LTD COMMON 29871F499 394 282,000X 123 282,000 COACH INC COMMON 189754104 505 19,720X 123 19,720 COCA-COLA COMMON 191216100 9,940 207,247X 123 52,960 147,787 COGNIZANT TECH SOLUTIO COMMON 192446102 8,652 150,550X 123 121,600 19,650 9,300 COGNOS INC COMMON 19244C109 3,937 234,200X 123 173,400 200 60,600 COLE NATL CORP -A COMMON 193290103 8,763 698,225X 123 499,625 198,600 COLGATE PALMOLIVE COMMON 194162103 1,287 23,862X 123 11,000 12,862 COLONIAL BANCGROUP INC COMMON 195493309 7,897 636,850X 123 463,475 173,375 COMCAST CORP CL A COMMON 200300101 38 1,800X 123 1,800 COMCAST CORP CL A SPL COMMON 200300200 16,533 792,565X 123 507,400 8,250 276,915 COMCAST CORP CL A SPL COMMON 200300200 16,610 796,265X 123 507,400 8,250 276,915 COMERICA INC COMMON 200340107 1,333 27,642X 123 27,642 COMMERCE BANCORP INC N COMMON 200519106 2 50X 123 50 COMMERCIAL FEDERAL COR COMMON 201647104 5,497 252,522X 123 179,287 73,235 COMMONWEALTH TELEPHONE COMMON 203349105 9,654 277,650X 123 201,750 75,900 COMMSCOPE INC SUB CVT 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186,450 16,750 7,800 DIGITAL INSIGHT COMMON 25385P106 5,107 324,875X 123 237,550 61,900 25,425 DIME COMMUNITY BANC COMMON 253922108 6,844 319,500X 123 317,550 1,950 DIXIE GROUP INC SUB DE CV BND 255519AA8 1,122 63,354X 123 57,795 5,559 DOCTOR REDDYS LAB ADR ADR 256135203 1,983 117,841X 123 117,841 DODGE & COX STOCK FUND MUT FND 256219106 574 6,982X 123 6,982 DOLLAR GENERAL COMMON 256669102 4,654 346,795X 123 267,750 970 78,075 DOMINION RES INC VA COMMON 25746U109 36,654 722,526X 123 406,865 7,625 308,036 DOMINION RESOURCES BLA COMMON 25746Q108 162 8,000X 123 8,000 DONNELLEY RR&SONS COMMON 257867101 197 8,359X 123 1,700 6,659 DOVER CORP COMMON 260003108 1,605 63,250X 123 35,650 27,600 DOVER DOWNS GAMING & E COMMON 260095104 3,082 378,590X 123 273,730 104,860 DOVER MOTORSPORTS INC COMMON 260174107 2,242 560,450X 123 411,650 148,800 DOW CHEMICAL COMMON 260543103 2,361 86,453X 123 39,507 8,350 33,453 DOWNEY FINANCIAL CORP COMMON 261018105 13,847 404,300X 123 308,400 100 95,800 DRS 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359,675 38,700 94,700 FOUNDRY NETWORKS INC COMMON 35063R100 4,819 879,450X 123 874,050 5,400 FOUR SEASONS HOTELS IN COMMON 35100E104 6 200X 123 200 FPA PARAMOUNT FUND MUT FND 302546106 57 6,985X 123 6,985 FPA PERENNIAL FUND MUT FND 302548102 123 6,298X 123 6,298 FPL GROUP INC COMMON 302571104 869 16,159X 123 500 15,659 FRANKLIN (AGE) HI INC MUT FND 353538101 2 966X 123 966 FRANKLIN FLOATING RATE Closed E 353531106 1 155X 123 155 FRANKLIN MI UNSURED TA MUT FND 354723306 403 32,046X 123 32,046 FRANKLIN MUTUAL EUROPE MUT FND 628380784 216 16,926X 123 16,926 FRANKLIN RESOURCES COMMON 354613101 42 1,350X 123 1,350 FRANKLIN US LONG-SHORT MUT FND 354713786 57 3,564X 123 3,564 FREDDIE MAC COMMON 313400301 35,800 640,437X 123 527,472 10,500 101,157 FRED'S INC COMMON 356108100 8,501 284,725X 123 280,300 4,425 FREMONT GENERAL CORP COMMON 357288109 40 8,240X 123 3,800 4,440 FRIEDMAN BILLING RAMSE COMMON 358433100 35 3,500X 123 1,500 2,000 FST HLTH GRP COMMON 320960107 2,464 90,850X 123 87,375 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GENERAL ELECTRIC COMMON 369604103 81,175 3,293,107X 123 1,367,076 55,646 1,845,566 General Mills Inc. 37033LFE1 44 1,000NONE GENESCO INC COMMON 371532102 3,498 253,450X 123 184,150 69,300 GENESEE & WYOMING INC- COMMON 371559105 10,908 490,225X 123 361,225 129,000 GENTA INC COMMON 37245M207 1 100X 123 100 GENTEX CORP COMMON 371901109 3 125X 123 125 GENUINE PARTS COMMON 372460105 47 1,519X 123 1,519 GENZYME CORP -GENL DIV COMMON 372917104 75639 591,727X 123 3,000 GEORGIA PAC COMMON 373298108 103 7,894X 123 1,200 6,694 GERERAL GROWTH PROPERT COMMON 370021107 948 18,400X 123 18,400 GETTY IMAGES INC COMMON 374276103 14,526 724,150X 123 651,475 47,100 25,575 GILEAD SCIENCES INC COMMON 375558103 2,012 60,000X 123 58,350 1,650 GILLETTE CO COMMON 375766102 2,055 69,434X 123 47,587 21,847 GLAXOSMITHKLINE PLC COMMON 29871F747 925 47,800X 123 47,800 GLAXOSMITHKLINE PLC-AD ADR 37733W105 3,235 84,188X 123 48,604 355 35,229 GLOBALSANTAFE CORP COMMON G3930E101 19,292 863,186X 123 615,475 9,275 234,674 GLOBESPAN VIRATA INC COMMON 37957V106 785 332,750X 123 262,600 4,000 66,150 GOLD BANC CORP INC COMMON 379907108 8,265 852,100X 123 621,550 230,550 GOLDMAN SACHS CAPITAL MUT FND 38141W638 64 4,633X 123 4,633 GOLDMAN SACHS GROUP COMMON 38141G104 897 13,584X 123 5,500 5,725 GOLDMAN SACHS INTL EQT MUT FND 38141W448 41 3,463X 123 3,463 GOLDMAN SACHS INTL EQU MUT FND 38141W596 8 717X 123 717 GRAINGER W W COMMON 384802104 145 3,400X 123 3,400 GRAY TELEVISION INC COMMON 389375106 2,516 229,800X 123 138,750 91,050 GREAT LAKES CHEM COMMON 390568103 9,046 376,600X 123 275,850 100,750 GREATER BAY BANCORP COMMON 391648102 4,615 253,725X 123 184,250 69,475 GREY WOLF INC COMMON 397888108 9,567 2,657,500X 123 1,917,900 739,600 GUCCI GROUP ADR ADR 401566104 17 200X 123 200 GUIDANT CORP COMMON 401698105 1,463 45,289X 123 9,696 34,253 GULFMARK OFFSHORE INC COMMON 402629109 104 6,000X 123 6,000 H & Q HEALTHCARE INVES Closed E 404052102 88 6,237X 123 4,922 1,315 H & R BLOCK INC COMMON 093671105 1,501 35,724X 123 33,750 1,974 HAIN CELESTIAL GROUP COMMON 405217100 5,803 396,100X 123 287,475 108,625 HALLIBURTON CO COMMON 406216101 849 65,741X 123 33,000 23,920 HANOVER COMPRESSOR CO COMMON 410768105 18 2,160X 123 2,160 HARLEY DAVIDSON COMMON 412822108 27,111 583,659X 123 101,060 7,300 473,925 HARMAN INTL COMMON 413086109 8,979 173,500X 123 115,600 57,900 HARMONIC INC COMMON 413160102 2 1,400X 123 1,400 HARRAH'S ENTERTAINMENT COMMON 413619107 29 600X 123 400 200 HARRIS CORP COMMON 413875105 218 6,500X 123 4,500 2,000 HARTE HANKS INC COMMON 416196103 11,601 623,350X 123 455,175 200 167,975 HARTFORD FINANCIAL SVC COMMON 416515104 738 18,000X 123 1,200 16,800 HCA INC COMMON 404119109 34,566 726,030X 123 411,300 6,275 306,125 HCC INSURANCE HLDG COMMON 404132102 9,208 383,500X 123 282,800 72,400 28,300 HEALTH CARE PPTYS INV COMMON 421915109 2,134 50,100X 123 16,100 2,200 31,800 HEALTH MGMT ASSOC COMMON 421933102 685 33,900X 123 33,900 HEALTHSOUTH CORP COMMON 421924101 2 500X 123 500 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68389X105 8,766 1,115,302X 123 510,700 29,475 564,410 ORBITAL SCIENCES CORP- WTS 685564130 2 2,722X 123 2,722 OSI PHARMACEUTICALS IN COMMON 671040103 20 1,150X 123 1,150 OSI SYSTEMS INC COMMON 671044105 4,257 246,000X 123 244,400 1,600 OTP BANK RT COMMON 29871E468 148 18,000X 123 18,000 OVERTURE SERVICES INC COMMON 69039R100 8,289 351,675X 123 282,875 46,700 22,100 P F CHANGS CHINA BISTR COMMON 69333Y108 11,829 407,475X 123 352,925 37,075 17,475 P G & E CORP COMMON 69331C108 2 200X 123 200 PACIFIC SUNWEAR OF CAL COMMON 694873100 8 400X 123 400 PACKAGING CORP OF AMER COMMON 695156109 6,082 347,370X 123 250,900 270 96,200 PAINEWEBBER GEODYNE EN MUT FND 695923862 12 500X 123 500 PALL CORP COMMON 696429307 2 100X 123 100 PALM INC COMMON 696642107 1 1,000X 123 1,000 PANERA BREAD CO CL A COMMON 69840W108 10,659 394,775X 123 347,625 32,325 14,825 PARK PLACE ENTERTAINME COMMON 700690100 5,131 645,405X 123 470,625 530 174,250 PARKER DRILLING CVT SU CV BND 701081AD3 2,540 187,005X 123 134,828 47,303 4,873 PARKER HANNIFIN COMMON 701094104 974 25,500X 123 25,500 PARTNERRE LTD COMMON G6852T105 650 13,500X 123 13,500 PARTY CITY CORP COMMON 702145103 3,985 289,800X 123 177,900 111,900 PATTERSON DENTAL CO COMMON 703412106 2,793 54,575X 123 53,075 1,500 PATTERSON-UTI ENERGY I COMMON 703481101 7,631 299,150X 123 219,950 55,900 23,300 PAYCHEX INC COMMON 704326107 5X 123 5 PAYLESS SHOESOURCE INC COMMON 704379106 6,235 115,450X 123 98,050 17,400 PEARSON PLC-SPONS ADR ADR 705015105 66 8,010X 123 8,010 PEC SOLUTIONS INC COMMON 705107100 5,618 252,375X 123 185,275 47,400 19,700 PECO II INC COMMON 705221109 2 1,000X 123 1,000 PEETS COFFEE & TEA INC COMMON 705560100 4,347 339,600X 123 337,500 2,100 PEGASUS SOLUTIONS INC COMMON 705906105 8,394 795,600X 123 680,450 115,150 PENN NATIONAL GAMING I COMMON 707569109 20,405 1,080,750X 123 961,350 80,800 38,600 PENNEY JC CO INC COMMON 708160106 16 1,000X 123 1,000 PEOPLES ENERGY CORP COMMON 711030106 26 783X 123 533 250 PEPSI BOTTLING GROUP I COMMON 713409100 240 10,265X 123 9,350 915 PEPSIAMERICAS INC COMMON 71343P200 3,058 215,380X 123 184,750 330 30,300 PEPSICO INC COMMON 713448108 25,519 690,622X 123 373,323 15,100 289,699 PER SE TECH WTS 03 WTS 713569119 1,381X 123 352 1,029 PERRIGO CO COMMON 714290103 18,671 1,756,400X 123 1,279,850 476,550 PETCO ANIMAL SUPPLIES COMMON 716016209 3,875 178,650X 123 129,250 36,900 12,500 PETSMART INC COMMON 716768106 7 400X 123 400 PFIZER INC COMMON 717081103 91,145 3,140,737X 123 1,054,455 54,105 2,012,963 PHARMACIA CORP COMMON 71713U102 22,096 568,315X 123 70,115 7,275 485,525 PHILADELPHIA SUBURBAN COMMON 718009608 12,853 633,165X 123 461,625 740 170,800 PHILIP MORRIS COS INC COMMON 718154107 4,308 111,050X 123 45,400 2,050 52,300 PHILIPPINE LONG DIST T CV PFD 718252703 33,9973,590,403,46X 1232,540,891,675,307,42374,204,850 PHILIPS ELECTRONICS -N ADR 500472303 584 40,169X 123 10,777 29,392 PHOENIX SENECA M/C EDG MUT FND 719135709 1 87X 123 87 PHOSPHATE RESOURCES PA COMMON 719217101 2 768X 123 768 PHOTON DYNAMICS COMMON 719364101 5,487 294,500X 123 267,050 18,275 9,175 PHOTRONICS INC COMMON 719405102 1,409 140,100X 123 84,600 55,500 PIER 1 IMPORTS INC DEL COMMON 720279108 877 46,000X 123 27,700 18,300 PIMCO RCM BIOTECHNOLOG MUT FND 72200P341 18 1,193X 123 1,193 PIMCO TOTAL RETURN FD- MUT FND 693390429 87 8,008X 123 8,008 PINNACLE WEST CAPITAL COMMON 723484101 273 9,850X 123 1,000 8,850 PIONEER NAT COMMON 723787107 6 256X 123 256 PIONEER STD ELECTRS COMMON 723877106 65 9,003X 123 9,003 PITNEY BOWES COMMON 724479100 741 24,300X 123 24,300 PLUM CREEK TIMBER CO I COMMON 729251108 46 2,049X 123 405 1,644 PNC FINANCIAL SERVICES COMMON 693475105 42 1,000X 123 100 900 POGO PRODUCING CO CVT CV BND 730448AE7 20,894 482,754X 123 389,830 43,854 49,070 POHANG IRON & STEEL SP ADR 693483109 39 1,795X 123 1,795 PORT FINANCIAL CORP COMMON 734119100 11,051 276,200X 123 201,900 74,300 POTASH CORP OF SASKATC COMMON 73755L107 40 640X 123 640 PRATICEWORKS INC COMMON 739419109 5,183 299,600X 123 297,800 1,800 PRAXAIR INC COMMON 74005P104 36,631 716,709X 123 572,044 5,850 138,815 PRECISE SOFTWARE SOLUT COMMON M41450103 4,468 487,775X 123 484,800 2,975 PRECISION DRILLING COR COMMON 29871C140 1,495 49,500X 123 49,500 PREMCOR INC COMMON 74045Q104 3,385 215,770X 123 184,650 170 30,950 PREMIER HOLDINGS P/P COMMON 74050L925 18,515X 123 18,515 PRENTISS PROPERTIES TR COMMON 740706106 8,650 298,900X 123 203,850 95,050 PRESTON CORP SUB DEB C CV BND 741130AA6 9,067 1,730,554X 123 1,246,672 360,929 122,954 PRINCIPAL FINANCIAL GR COMMON 74251V102 601 22,973X 123 22,973 PROCTER & GAMBLE COMMON 742718109 61,922 692,793X 123 145,349 11,300 528,204 PROGRESS ENERGY INC COMMON 743263105 104 2,550X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 5,373 444,050X 123 313,550 130,500 PROLOGIS COMMON 743410102 1,247 50,050X 123 50,050 PROQUEST CO COMMON 74346P102 10,713 352,975X 123 256,375 96,600 PROTECTIVE LIFE CORP COMMON 743674103 8,741 284,075X 123 184,475 99,600 PROVIDIAN FINANCIAL CO COMMON 74406A102 31 6,300X 123 6,300 PRUDENTIAL FINANCIAL I COMMON 744320102 32,890 1,151,608X 123 639,814 9,050 496,160 PT INDAH KIAT PULP & P COMMON 646242008 155 9,955,500X 123 9,955,500 PUB SVC ENTERPRISE GRO COMMON 744573106 31 1,000X 123 1,000 PUTNAM GRWTH & INC FD MUT FND 746761204 86 6,758X 123 6,758 PUTNAM INTL GROWTH FD MUT FND 746932201 219 14,912X 123 14,912 PUTNAM NEW OPPTYS A MUT FND 746916105 11 429X 123 429 PW EQUITY PTNRS LTD 2 MUT FND 69574C203 7,000X 123 7,000 PW GEODYNE ENERGY PTNR MUT FND 695923888 22 750X 123 750 QLOGIC CORP COMMON 747277101 1,913 73,475X 123 70,800 2,675 QUAKER CHEMICAL CORP COMMON 747316107 3,924 203,950X 123 123,100 80,850 QUALCOMM INC COMMON 747525103 869 31,454X 123 1,380 27,724 QUANEX CORP COMMON 747620102 6,142 177,000X 123 128,625 48,375 QUANTUM CORP SUB CONV CV BND 747906AC9 51,536 1,444,791X 123 1,062,277 191,041 191,473 QUEST DIAGNOSTICS INC COMMON 74834L100 1,489 24,200X 123 23,550 650 QUEST SOFTWARE INC COMMON 74834T103 6,043 642,850X 123 471,750 120,875 50,225 QUESTAR CORP COMMON 748356102 5,924 259,355X 123 222,725 230 36,400 QUINTILES TRANSNATIONA COMMON 748767100 74 7,750X 123 4,000 3,750 QUOVADX INC COMMON 74913K106 4 2,500X 123 2,500 QWEST COMMUNICATIONS I COMMON 749121109 8,474 3,716,875X 123 3,545,775 13,950 157,150 R H DONNELLEY COMMON 74955W307 23,959 938,475X 123 710,325 200 227,950 RADIO ONE INC CL D NON COMMON 75040P405 5,453 330,700X 123 242,800 61,850 26,050 RADIOSHACK CORP COMMON 750438103 100 5,000X 123 5,000 RALCORP HOLDINGS INC COMMON 751028101 11,449 538,250X 123 391,600 146,650 RATIONAL SOFTWARE CORP COMMON 75409P202 1 300X 123 300 RAYTHEON CO COMMON 755111507 12,668 432,339X 123 409,292 2,175 20,872 REGAL COMMUNICATIONS C COMMON 758756308 7,000X 123 7,000 REGAL ENTERTAINMENT GR COMMON 758766109 1,745 98,050X 123 82,650 15,400 REGENT COMMUNICATIONS COMMON 758865109 7,809 1,537,225X 123 1,178,775 358,450 RELIANCE STEEL & ALUMI COMMON 759509102 6,103 279,300X 123 201,200 78,100 RELIANT ENERGY INC COMMON 75952J108 15 1,500X 123 800 700 REMINGTON OIL & GAS CO COMMON 759594302 6,800 482,300X 123 354,700 127,600 RENAL CARE GROUP INC COMMON 759930100 7,999 243,200X 123 172,700 70,500 REPSOL ADR ADR 76026T205 40 3,300X 123 3,300 REPUBLIC BANCORP COMMON 760282103 7,639 587,620X 123 425,260 162,360 REPUBLIC SERVICES INC COMMON 760759100 5 275X 123 275 RESMED INC COMMON 761152107 54 1,875X 123 1,875 REUTERS HLDGS PLC ADS ADR 76132M102 567 26,298X 123 4,132 22,166 RFS HOTEL INVESTORS IN COMMON 74955J108 9,717 884,200X 123 640,100 244,100 RICHARDSON ELEC SUB DE CV BND 763165AB3 15,023 860,121X 123 604,303 104,068 151,750 RIO TINTO PLC SPON ADR ADR 767204100 88 1,332X 123 1,332 RJ REYNOLDS TOBACCO HL COMMON 76182K105 163 4,031X 123 4,031 ROADWAY CORP COMMON 769742107 6 175X 123 175 ROBBINS & MYERS INC COMMON 770196103 7,137 382,700X 123 276,000 106,700 ROCK-TENN CO CL A COMMON 772739207 6,804 441,250X 123 332,925 108,325 ROCKWELL AUTOMATION IN COMMON 773903109 68 4,160X 123 4,160 ROCKWELL COLLINS COMMON 774341101 3,882 176,920X 123 123,850 170 52,900 ROGERS COMM INC CONV CV BND 775109AE1 64,470 3,193,578X 123 2,783,567 60,831 349,179 ROGERS CORP COMMON 775133101 5,574 238,720X 123 165,025 170 73,525 ROHM & HAAS COMMON 775371107 558 18,000X 123 3,300 14,700 ROPER INDUSTRIES INC COMMON 776696106 4 125X 123 125 ROSTELECOM SPON ADR ADR 778529107 5X 123 5 ROYAL BANK OF CANADA COMMON 780087102 113 3,422X 123 3,422 ROYAL DUTCH PETROLEUM ADR 780257804 3,969 98,796X 123 50,730 400 47,666 RPM INC OHIO COMMON 749685103 48 3,432X 123 3,432 RUDOLPH TECHNOLOGIES I COMMON 781270103 3,125 303,700X 123 301,850 1,850 RYANAIR HLDGS ADR ADR 783513104 101 2,970X 123 2,970 S & P 500 DEPOSITARY R MUT FND 78462F103 1,786 21,839X 123 21,839 S & P MID-CAP DEP RECP COMMON 595635103 45 600X 123 600 SABRE HOLDINGS CORP COMMON 785905100 387 20,000X 123 20,000 SAFENET INC COMMON 78645R107 3,213 197,825X 123 196,625 1,200 SAFEWAY INC COMMON 786514208 143 6,415X 123 4,415 SAGA COMMUNICATIONS IN COMMON 786598102 11,312 611,460X 123 423,685 187,775 SALOMON BROTHERS FUND MUT FND 795477108 3 359X 123 359 SAMSUNG ELECTRONICS CO COMMON 29871A425 1,187 5,020X 123 4,750 SANDISK CORP COMMON 80004C101 9,000 686,525X 123 578,750 74,750 33,025 SANMINA CORP CVT CV BND 800907AB3 138 3,609X 123 3,609 SANMINA CORP SUB CONV CV BND 800907AD9 13,424 271,939X 123 177,033 40,322 54,583 SANMINA-SCI CORP COMMON 800907107 2,138 771,805X 123 660,550 830 110,425 SAPPI LIMITED COMMON 29871A409 1,812 157,600X 123 154,100 3,500 SAPPI LTD -SPONS ADR ADR 803069202 13,015 1,136,723X 123 1,126,723 10,000 SARA LEE COMMON 803111103 2,788 152,411X 123 122,242 2,300 27,869 SBC COMMUNICATIONS INC COMMON 78387G103 28,414 1,413,657X 123 776,926 7,925 617,306 SCHERING-PLOUGH COMMON 806605101 3,208 150,464X 123 56,817 90,647 SCHLUMBERGER LTD COMMON 806857108 9,123 237,209X 123 6,500 3,050 223,658 SCHOLASTIC CORP COMMON 807066105 5,651 126,475X 123 118,525 7,950 SCIENTIFIC ATL COMMON 808655104 10 800X 123 800 SCIOS INC COMMON 808905103 5 200X 123 200 SCOTTS COMPANY COMMON 810186106 2,499 59,950X 123 47,650 12,300 SCUDDER EMRG MRKS GRWI MUT FND 811165505 13 1,601X 123 1,601 SCUDDER GREATER EURO G MUT FND 811165406 21 1,298X 123 1,298 SCUDDER INTERNATIONAL MUT FND 811165109 149 5,096X 123 5,096 SCUDDER STRATEGIC INC Closed E 81123W101 21 2,000X 123 2,000 SEARS ROEBUCK & CO COMMON 812387108 262 6,709X 123 6,709 SECOND BANCORP INC COMMON 813114105 4,230 158,250X 123 106,800 51,450 SEGA CORP COMMON 29871E724 2,028 108,500X 123 106,400 2,100 SEI INVESTMENTS CO COMMON 784117103 19 780X 123 780 SELECTED AMERICAN SHAR MUT FND 816221105 51 2,129X 123 2,129 SELIGMAN COMM & INFO F MUT FND 816333108 5 376X 123 376 SELIGMAN NEW TECHNOLOG MUT FND 81634R104 104 24,500X 123 4,500 20,000 SERENA SOFTWARE INC COMMON 817492101 5,914 492,850X 123 489,825 3,025 SHELL TRNSPORT & TRADI ADR 822703609 21 600X 123 600 SHOPKO STORES INC COMMON 824911101 261 20,000X 123 20,000 SIAM COMMERCIAL BANK F COMMON 2987038G7 106 197,000X 123 197,000 SIMON PROPERTY GROUP I COMMON 828806109 6,973 195,158X 123 134,000 61,158 SINGAPORE PRESS HOLDIN COMMON 29871A821 1,411 132,000X 123 132,000 SK TELECOM COMMON 29871D577 355 1,840X 123 1,840 SK TELECOM CO LTD -ADR ADR 78440P108 138 6,480X 123 4,480 2,000 SLM CORP COMMON 78442P106 10,783 115,770X 123 53,920 2,975 58,875 SMC CORP COMMON 29871D445 270 3,000X 123 3,000 SMITH INTL COMMON 832110100 1,199 40,900X 123 40,900 SONY CORP COMMON 2980003Q1 1,536 36,600X 123 36,600 SONY CORP ADR ADR 835699307 90 2,200X 123 2,200 SOUTH AFRICAN BREWER S ADR 836216309 9X 123 9 SOUTHERN CO COMMON 842587107 1,626 56,494X 123 9,700 1,280 37,425 SOUTHTRUST CORP COMMON 844730101 33 1,360X 123 175 1,185 SOUTHWEST AIRLINES COMMON 844741108 1,018 77,912X 123 51,962 450 25,500 SOUTHWEST BANCORP OF T COMMON 84476R109 6,608 181,500X 123 133,200 34,100 14,200 SPANISH BROADCASTING S COMMON 846425882 4,521 690,300X 123 686,050 4,250 SPARTECH CORP COMMON 847220209 13,536 639,700X 123 465,500 174,200 SPINNAKER EXPLORATION COMMON 84855W109 14,300 498,250X 123 444,000 36,250 18,000 SPRINT CORP COMMON 852061100 519 56,885X 123 19,550 1,940 28,395 SPRINT CORP (PCS GROUP COMMON 852061506 12 6,306X 123 1,000 1,720 1,386 ST JUDE MEDICAL INC COMMON 790849103 1,643 46,011X 123 43,500 1,963 ST PAUL COS COMMON 792860108 7,048 245,388X 123 164,675 80,713 STANDARD PACIFIC CORP COMMON 85375C101 19,374 828,675X 123 628,600 44,400 155,675 STANLEY WORKS COMMON 854616109 219 6,700X 123 3,000 3,700 STAPLES INC COMMON 855030102 22 1,700X 123 1,700 STARBUCKS CORP COMMON 855244109 2,998 144,750X 123 141,050 3,700 STARWOOD HOTELS & RESO COMMON 85590A203 241 10,800X 123 10,800 STATE STR INVT CORP MUT FND 857483101 127 18,901X 123 18,901 STATE STREET CORP COMMON 857477103 344 8,898X 123 4,000 4,898 STATION CASINOS INC COMMON 857689103 5,707 335,525X 123 333,075 2,450 STEINWAY MUSICAL INSTR COMMON 858495104 1,464 95,350X 123 57,950 37,400 STERICYCLE INC COMMON 858912108 8,511 250,900X 123 203,275 32,050 15,575 STERIS CORP COMMON 859152100 5,817 233,525X 123 172,250 61,275 STEWART & STEVENSON SV COMMON 860342104 5,026 513,875X 123 371,975 141,900 STILWELL FINANCIAL INC COMMON 860831106 105 8,700X 123 8,700 STMICROELECTRONICS NV- ADR 861012102 659 48,700X 123 47,000 1,400 300 STORA ENSO OYJ R SHS COMMON 29850EUR8 2,613 269,800X 123 266,900 2,900 STORA ENSO OYJ SPON AD ADR 86210M106 95 9,828X 123 9,828 STORAGE TECH CORP COMMON 862111200 2,032 193,330X 123 164,825 580 27,925 STRATTEC SECURITY CORP COMMON 863111100 15 300X 123 300 STRAYER EDUCATION INC COMMON 863236105 10,735 180,450X 123 179,350 1,100 STRONG BALANCED ASSET MUT FND 862929106 14 1,555X 123 1,555 STRONG BALANCED FUND-I MUT FND 863342101 11 730X 123 730 STRONG GROWTH & INCOME MUT FND 862917309 10 704X 123 704 STRONG GROWTH 20 FD-IN MUT FND 862916608 5 472X 123 472 STRYKER CORP COMMON 863667101 1,366 23,725X 123 13,675 100 9,580 SUN MICROSYSTEMS COMMON 866810104 140 54,140X 123 7,400 46,740 SUNGARD DATA SYSTEMS COMMON 867363103 41,154 2,115,885X 123 1,237,056 25,325 852,334 SUNOCO INC COMMON 86764P109 60 2,000X 123 1,000 1,000 SUNTRUST BANK COMMON 867914103 543 8,840X 123 8,340 500 SUPERVALU INC COMMON 868536103 3,347 207,255X 123 152,400 230 54,625 SWISS RE REGS COMMON 29871D510 1,552 27,590X 123 26,990 600 SYBASE INC COMMON 871130100 7 624X 123 624 SYBRON DENTAL SPECIALT COMMON 871142105 1,747 124,850X 123 75,400 49,450 SYKES DATATRONICS COMMON 871235107 500X 123 500 SYMANTEC CORP COMMON 871503108 77 2,280X 123 2,280 SYMPHONIX DEVICES INC COMMON 871951109 5 14,194X 123 14,194 SYSCO CORP COMMON 871829107 19,177 675,475X 123 120,325 7,450 540,900 T ROWE PRICE INTL MUT FND 77956H203 67 8,055X 123 8,055 T. ROWE EUROPEAN STOCK MUT FND 77956H401 58 4,911X 123 4,911 T. ROWE PRICE EXD EQ M MUT FND 779552207 21 2,762X 123 2,762 TAIWAN SEMICONDUCTOR A ADR 874039100 632 99,564X 123 97,064 TAKE-TWO INTERACTIVE S COMMON 874054109 36 1,250X 123 1,250 TALBOTS INC COMMON 874161102 1 50X 123 50 TALISMAN ENERGY INC COMMON 29871A789 1,812 45,200X 123 45,200 TANGER FACTORY OUTLET COMMON 875465106 15X 123 15 TARGET CORP COMMON 87612E106 34,381 1,164,659X 123 369,650 19,750 768,759 TARO PHARMACEUTICAL IN COMMON M8737E108 331 9,800X 123 9,800 TCF FINANCIAL CORP COMMON 872275102 1,054 24,900X 123 24,900 TECH DATA COMMON 878237106 8 300X 123 300 TECHNE CORP COMMON 878377100 2,394 73,000X 123 4,100 68,900 TECHNITROL INC COMMON 878555101 7,861 525,800X 123 380,100 145,700 TECO ENERGY INC COMMON 872375100 16 1,000X 123 1,000 TEKELEC COMMON 879101103 7,807 904,650X 123 653,300 251,350 TEKTRONIX COMMON 879131100 2,093 127,400X 123 77,000 50,400 TELE NORTE LESTE PART ADR 879246106 68 12,900X 123 12,900 TELEFLEX INC COMMON 879369106 3,055 67,020X 123 55,700 70 11,250 TELEFONICA DE ESPANA A COMMON 879382208 10 434X 123 434 TELEFONOS DE MEXICO S ADR 879403780 360 12,800X 123 10,000 2,800 TELEPHONE & DATA SYSTE COMMON 879433100 28 550X 123 550 TELIK INC COMMON 87959M109 2,552 206,100X 123 204,850 1,250 TEMPLE INLAND INC COMMON 879868107 5,185 134,229X 123 101,225 130 32,874 TEMPLETON DEV MKTS TR MUT FND 88018W104 199 21,654X 123 21,654 TEMPLETON EMERG MKTS I MUT FND 880192109 24 2,281X 123 2,281 TEMPLETON GLOBAL LONG/ MUT FND 35361F881 74 7,236X 123 7,236 TENET HEALTHCARE CORP COMMON 88033G100 19,283 389,540X 123 177,772 5,012 204,806 TEPPCO PARTNERS L P COMMON 872384102 82 2,800X 123 2,800 TEREX CORP COMMON 880779103 8,629 510,600X 123 371,050 139,550 TETRA TECH INC COMMON 88162G103 17 2,187X 123 2,187 TEVA PHARMACEUTICALS - ADR 881624209 2,122 31,670X 123 31,670 TEXAS INSTRUMENTS COMMON 882508104 20,226 1,369,419X 123 403,446 15,325 943,865 TEXTRON INC COMMON 883203101 20 600X 123 600 TEXTRON INC CV PFD A CV PFD 883203200 63 2,108X 123 2,108 THE BISYS GROUP INC COMMON 055472104 468 28,000X 123 28,000 THE MENS WEARHOUSE INC COMMON 587118100 5,599 380,895X 123 287,250 170 93,475 THE OAKMARK FUND MUT FND 413838103 40 1,420X 123 1,420 THE PMI GROUP COMMON 69344M101 449 16,500X 123 2,400 14,100 THE WALT DISNEY CO COMMON 254687106 27,321 1,804,558X 123 1,646,152 7,100 151,306 THERASENSE INC COMMON 883381105 6,940 497,150X 123 438,025 40,550 18,575 THERMEDICS INC CONV ZE CV BND 99FUUGII4 1,750 54,925X 123 54,925 THERMO ELECTRON CORP COMMON 883556102 82 5,100X 123 5,100 THERMO FIBERTEK INC COMMON 48282T104 30X 123 30 THISTLE MINING INC COMMON 88431N103 300X 123 300 TIBCO SOFTWARE INC COMMON 88632Q103 20 5,400X 123 5,400 TIER TECHNOLOGIES INC COMMON 88650Q100 7,563 399,725X 123 397,175 2,550 TJX COMPANIES INC COMMON 872540109 816 48,000X 123 5,000 43,000 TOLL BROTHERS INC COMMON 889478103 2,276 104,700X 123 101,850 2,850 TOM BROWN INC COMMON 115660201 2,844 124,180X 123 107,050 130 17,000 TOO INC COMMON 890333107 7 292X 123 292 TORCH ENERGY ROYALTY T COMMON 891013104 2 500X 123 500 TORCHMARK CORP COMMON 891027104 325 9,500X 123 1,500 8,000 TOTAL FINA ELF SA -SP ADR 8.92E+113 116 1,756X 123 1,756 TOTAL FINA SA-B COMMON 2980003Z1 3,235 24,575X 123 24,275 300 TOWER AUTOMOTIVE INC COMMON 891707101 7,601 1,134,450X 123 822,375 312,075 TRACTOR SUPPLY CO COMMON 892356106 9,732 306,225X 123 304,350 1,875 TRANSCANADA COMMON 893526103 92 6,446X 123 6,446 TRANSOCEAN SEDCO FOREX COMMON G90078109 41 1,985X 123 983 1,002 TRAVELERS PROP CASUAL COMMON 89420G406 1,571 116,108X 123 92,267 987 20,394 TRAVELERS PROP CASUALT COMMON 89420G109 2,161 163,726X 123 83,273 15,076 55,360 TREDEGAR INDS COMMON 894650100 7,487 447,000X 123 322,500 124,500 TRI CONTL CORP MUT FND 895436103 577 43,861X 123 43,861 TRIAD HOSPITALS INC COMMON 89579K109 1,554 40,950X 123 39,800 1,150 TRIBUNE CO COMMON 896047107 34,676 829,365X 123 170,100 659,265 TRICO MARINE SERVICES COMMON 896106101 5,747 2,262,709X 123 2,006,295 208,034 48,380 TRIMERIS INC COMMON 896263100 8,834 198,875X 123 179,175 16,350 3,350 TRIQUINT SEMICONDUCTOR CV BND 89674KAB9 5,624 111,725X 123 57,817 18,142 35,767 TULARIK INC COMMON 899165104 158 23,025X 123 19,125 3,900 TXU CORP COMMON 873168108 1,465 35,125X 123 12,100 23,025 TYCO INTERNATIONAL LTD COMMON 902124106 25,757 1,826,737X 123 1,488,314 8,068 330,355 TYLER TECHNOLOGIES INC COMMON 902252105 3,551 807,100X 123 692,900 800 113,400 UBS AG REGS COMMON 29871D528 2,775 66,700X 123 66,700 UBS PACE INTL EQUITY F MUT FND 90262L735 1 138X 123 138 UMB FINANCIAL CORP COMMON 902788108 4 115X 123 115 UMPQUA HOLDINGS CORP COMMON 904214103 5,472 333,025X 123 241,250 91,775 UNION PACIFIC COMMON 907818108 799 13,800X 123 1,000 12,800 UNISYS CORP COMMON 909214108 145 20,700X 123 5,400 15,300 UNITED DEFENSE INDUSTR COMMON 91018B104 5,593 237,000X 123 172,200 64,800 UNITED SURGICAL PARTNE COMMON 913016309 7,382 335,100X 123 333,050 2,050 UNITED TECHNOLOGIES COMMON 913017109 2,851 50,461X 123 25,854 600 21,195 UNITEDHEALTH GROUP COMMON 91324P102 18,108 207,615X 123 98,590 2,250 105,375 UNITS KEMPER TE INSD I MUT FND 488902362 5 50X 123 50 UNIVERSITYOF PHOENIX O COMMON 037604204 3,477 108,164X 123 105,264 2,900 UNIZAN FINANCIAL CORP COMMON 91528W101 3 160X 123 160 UNOCAL CORP COMMON 915289102 14,047 447,505X 123 323,135 7,250 114,640 UPM KYMMENE OYJ COMMON 2980004C1 1,541 56,100X 123 56,100 UPM-KYMMENE OYJ SPONS ADR 915436109 38 1,325X 123 1,325 US BANCORP COMMON 902973304 28,321 1,524,264X 123 1,070,647 20,187 433,430 USAA INTERNATIONAL MUT FND 903287308 550 38,508X 123 38,508 USFREIGHTWAYS CORP COMMON 916906100 5 175X 123 175 UTSTARCOM INC COMMON 918076100 342 22,400X 123 22,400 VALSPAR CORP COMMON 920355104 10,476 280,845X 123 212,875 70 67,900 VAN KAMPEN SENIOR INCO COMMON 920961109 13 2,000X 123 2,000 VANGUARD INDEX TR 500 MUT FND 922908108 68 897X 123 897 VANGUARD PRIMECAP FUND MUT FND 921936209 112 3,020X 123 1,797 1,222 VANGUARD SMALL CAP GRW MUT FND 922908827 204 23,341X 123 14,473 8,868 VANGUARD TOTAL INTL ST MUT FND 921909602 104 14,135X 123 14,135 VANGUARD U.S. GROWTH F MUT FND 921910600 188 6,299X 123 3,939 2,360 VANGUARD WINDSOR II MUT FND 922018205 204 10,211X 123 10,211 VARIAN MEDICAL SYSTEMS COMMON 92220P105 7,751 180,300X 123 164,100 100 16,100 VECTREN CORP COMMON 92240G101 12,021 546,400X 123 396,900 149,500 VENTANA MEDICAL SYSTEM COMMON 92276H106 9,046 482,950X 123 351,350 131,600 VERISIGN INC COMMON 92343E102 1 210X 123 210 VERITAS SOFTWARE CORP COMMON 923436109 10,964 745,372X 123 141,800 8,125 591,900 VERIZON COMMUNICATIONS COMMON 92343V104 15,824 576,654X 123 83,910 7,784 479,760 VERIZON GLOBAL FDG ZER CV BND 92344GAN6 30,205 442,198X 123 388,460 10,113 43,625 VIACOM INC COMMON 925524100 346 8,531X 123 3,706 4,825 VIACOM INC CL B COMMON 925524308 77,943 1,922,151X 123 713,333 24,321 1,178,997 VIAD CORP COMMON 92552R109 7,550 369,570X 123 307,875 170 61,525 VIASYS HEALTHCARE INC COMMON 92553Q209 1 73X 123 73 VIMPELCOM-SP ADR ADR 68370R109 329 13,900X 123 13,900 VIRAGEN INC COMMON 927638106 3 22,250X 123 22,250 VISHAY INTERTECHNOLOGY COMMON 928298108 194 22,025X 123 125 21,900 VITESSE SEMICONDUCTOR COMMON 928497106 1 1,300X 123 300 1,000 VITESSE SEMICONDUCTOR CV BND 928497AB2 48,209 597,862X 123 418,297 77,014 102,551 VODAFONE GROUP PLC ADR 92857W100 102 7,975X 123 6,975 1,000 VODAFONE GROUP PLC COMMON 92857W100 3,851 3,004,751X 123 2,955,751 49,000 VORNADO REALTY TRUST COMMON 929042109 497 12,600X 123 12,600 WABTEC COMMON 929740108 3,850 273,470X 123 233,850 270 39,350 WACHOVIA CORP (NEW) COMMON 929903102 1,162 35,547X 123 26,946 8,601 WADDELL & REED FINANCI COMMON 930059100 79 4,491X 123 4,491 WALGREEN CO COMMON 931422109 2,373 77,138X 123 1,300 69,888 WAL-MART STORES INC COMMON 931142103 52,233 1,060,780X 123 233,085 20,125 791,570 Walt Disney Co/Disney 54687106 ONE Series 2 106 7,000N WASATCH SMALL CAP GROW MUT FND 936772102 225 9,441X 123 9,441 WASATCH SMALL CAP VALU MUT FND 936793207 39 12,225X 123 12,225 WASHINGTON MUTUAL INC COMMON 939322103 25,687 816,243X 123 763,068 3,450 49,725 WASHINGTON POST CL B COMMON 939640108 24 37X 123 37 WASHINGTON TRUST BANCO COMMON 940610108 191 9,680X 123 9,680 WASTE CONNECTIONS INC COMMON 941053100 11,213 322,310X 123 233,900 88,410 WASTE MANAGEMENT INC COMMON 94106L109 31,673 1,358,196X 123 1,259,492 8,470 90,234 WATER PIK TECHNOLOGIES COMMON 94113U100 3,991 393,230X 123 332,200 330 60,700 WATSON PHARM COMMON 942683103 26 1,055X 123 1,055 WEATHERFORD INTL COMMON G95089101 2,204 59,350X 123 53,550 5,800 WEBSENSE INC COMMON 947684106 7,498 645,850X 123 574,150 48,200 23,500 WEIGHT WATCHERS INTL I COMMON 948626106 2,578 59,450X 123 57,750 1,700 WEITZ SERIES VALUE FUN MUT FND 949045108 358 14,205X 123 14,205 WELLPOINT HEALTH NETWO COMMON 94973H108 10,630 145,015X 123 69,980 1,525 72,900 WELLS FARGO COMPANY COMMON 949746101 75,899 1,575,967X 123 834,204 13,963 715,224 WENDYS INTL COMMON 950590109 2 75X 123 75 WESTERN DIGITAL CONV 1 CV BND 958102AF2 15,789 561,451X 123 415,462 56,753 89,237 WESTERN DIGITAL SUB CN CV BND 958102AH8 8,750 311,156X 123 245,039 18,743 47,374 WESTERN GAS RES CONV P CV PFD 958259301 5,669 149,511X 123 116,803 10,945 21,763 WESTJET AIRLINES LTD COMMON 960410108 42 3,700X 123 3,700 WESTPAC BANKING SPON A ADR 961214301 67 1,771X 123 1,771 WESTWOOD HOLDINGS GROU COMMON 961765104 3,143 220,724X 123 143,150 77,574 WESTWOOD ONE COMMON 961815107 14,582 407,880X 123 352,050 130 55,700 WET SEAL INC CL A COMMON 961840105 2 150X 123 150 WEYERHAEUSER CO COMMON 962166104 650 14,848X 123 14,848 WHIRLPOOL CORP COMMON 963320106 10,525 229,502X 123 220,055 1,500 7,645 WHOLE FOODS MARKET INC COMMON 966837106 3,543 82,700X 123 81,075 1,625 WILD OATS MARKETS INC COMMON 96808B107 7,946 875,150X 123 644,950 230,200 WILEY JOHN & SONS CL A COMMON 968223206 22,534 1,023,800X 123 767,125 100 256,575 WILLIAMS ENERGY PARTNE COMMON 969491109 20 600X 123 600 WINTRUST FINANCIAL COR COMMON 97650W108 2,973 103,775X 123 62,650 41,125 WISCONSIN ENERGY CORP COMMON 976657106 246 10,125X 123 10,125 WORLDCOM INC - MCI GRO COMMON 98157D304 12X 123 12 WORLDCOM INC - WORLDCO COMMON 98157D106 300X 123 300 WRIGHT MEDICAL GROUP I COMMON 98235T107 11,555 607,175X 123 441,475 21,775 143,925 WRIGLEY W M JR COMMON 982526105 536 10,824X 123 10,824 WYETH CO COMMON 983024100 5,330 167,609X 123 94,356 1,900 65,653 XCEL ENERGY INC COMMON 98389B100 50 5,350X 123 5,350 XEROX CORP COMMON 984121103 20 4,000X 123 4,000 XEROX CORP SUB DEB CON CV BND 984121BB8 139,670 1,930,161X 123 1,649,112 181,887 99,162 XICOR INC COMMON 984903104 1,324 366,800X 123 221,500 145,300 XILINX INC COMMON 983919101 1,831 115,620X 123 58,700 56,920 XL CAPITAL CORP ADR G98255105 10,355 140,885X 123 135,430 700 4,755 XTO ENERGY INC COMMON 98385X106 3,220 156,250X 123 101,900 54,350 YELLOW CORP COMMON 985509108 14,646 496,345X 123 370,700 170 125,475 YUKOS ADR ADR 98849W108 308 2,300X 123 2,300 YUM! BRANDS INC COMMON 988498101 50 1,800X 123 1,800 ZALE CORP COMMON 988858106 520 17,255X 123 2,055 15,200 ZIMMER HOLDINGS INC COMMON 98956P102 24,337 634,781X 123 351,060 15,685 267,272 ZIONS BANCORP COMMON 989701107 22 495X 123 495 ZONAGEN INC COMMON 98975L108 100X 123 100 ZORAN CORP COMMON 98975F101 708 64,400X 123 64,400
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