BDF 1838 BOND-DEB TRADNG 3,500 8,538 3,650 FCF 1ST COMMONWEALTH FIN 17,709 19,529 31,945 FTN 1ST TENN NAT'L CORP. 3,274,333 3,740,491 470,955 TW 21ST CENTRY INS GRP 383,121 475,110 23,960 KDE 4KIDS ENTERTAINMENT 1,558,515 1,503,103 91,975 SE 7-ELEVEN, INC 55,663 18,695 63,810 NDN S 99 ONLY STORES 2,921,801 1,574,370 199,705 AIR A A R CORP 383,862 332,174 64,250 AOS A.O. SMITH CORP 411,388 435,171 23,745 TNT A.O. TATNEFT (ADS) 157,030 143,730 56,255 EKPPR A/S EKSPORTFINANS 2,203 4 2,975 AAM AAMES FINANCIAL CORP 572,237 652,057 41,075 RNT AARON RENTS INC-COMM 44,226 45,165 17,135 ABB ABB LTD. 57,155 NONE 96,700 SUD ABBEY NATIONAL PLC 634 5,000 19,930 SUA ABBEY NAT'L PLC 7% 15,117 8,100 29,790 ABT ABBOTT LABS 9,975,825 9,572,853 3,610,120 ANF ABERCROMBIE & FITCH 5,148,699 5,426,565 1,546,485 ABY ABITIBI-CONSOLIDATED 384,475 325,444 166,075 ABM ABM INDUSTRIES INC 184,348 93,740 49,300 ABNPRB ABN AMRO CAP F TR II 27,545 105,038 107,220 ABNPRA ABN AMRO CP FNDG T I 6,419 10,692 87,860 ABN ABN AMRO HOLDING NV 521,649 182,550 217,235 ACLPRA ACE Cap Trst 8.875% NONE 5,140 2,985 ACE ACE LIMITED (ORD) 2,174,757 1,630,433 1,405,520 AK ACKERLEY GROUP INC 400,477 401,118 24,080 ACG ACM GOVT INCOME 13,990 37,832 283,920 AOF ACM GOVT OPPORTUNITY 7,862 27,600 15,465 AMF ACM MANAGED INCM FND 3,400 18,760 41,345 ADF ACM MNGD DOLLAR INCM 24,500 5,248 35,875 AMU ACM MUNI SECS INCM 28,101 49,201 13,000 ATU ACTUANT CORP. 78,851 23,837 36,240 ADX ADAMS EXPRESS CO 683,720 684,405 83,495 ADO ADECCO SA 67,101 68,105 8,260 ASF ADMINISTAFF INC 1,686,149 1,814,345 213,200 PVD ADMINISTRADORA FONDO 1,811,701 1,814,454 3,320 RKY ADOLPH COORS COMPANY 730,645 1,117,776 296,885 MKT ADVAN MKT SERV, INC 47,872 15,025 36,475 AMD ADVANCED MICRO DEV 26,877,677 22,985,390 9,725,900 ASX ADVNCD SEMICON ENGNR 333,000 78,300 81,885 AD ADVO, INC. 512,160 388,728 124,070 AEG AEGON NV (ORD SHS) 488,384 582,029 178,245 AES AES CORP. (THE) 11,959,267 13,232,978 3,902,495 AESPRC AES TRUST III 5,400 3,000 56,460 AET AETNA INC 3,640,672 4,260,013 735,615 AMG AFFIL MANAGERS GROUP 344,876 312,032 196,435 ACS AFFILIATED COMP SVCS 5,997,496 5,242,433 565,355 AFL S AFLAC INC. 3,166,520 1,324,202 2,083,035 AG AGCO CORPORATION 2,047,599 1,269,522 374,865 AGRA AGERE SYSTEMS INC. 3,004,730 Not Listed 38,326,744 A AGILENT TECH INC 3,223,083 3,027,935 3,123,955 ATG AGL RESOURCES (HLDG) 1,241,566 1,763,262 105,265 AEM AGNICO-EAGLE MINES 385,758 349,786 151,015 AGX AGRIBRANDS INTL INC 40,222 47,196 55,860 AGU AGRIUM INC 554,169 114,723 358,430 AIFPRT AICI CAPITAL TRUST NONE 4,300 5,650 APD AIR PRODUCTS CHEM 3,679,238 1,725,438 1,111,085 ABF AIRBORNE, INC.(HLD) 1,009,976 963,073 282,650 ARG AIRGAS INC 295,963 344,470 152,405 FLY AIRLEASE LTD 1,000 3,300 12,630 ANS AIRNET SYSTEMS, INC. 219,631 219,561 3,960 AKS AK STEEL HLDG CORP 1,283,356 1,261,316 317,910 ALPPRR ALA PWR CPTL TRST II 4,875 7,277 7,390 ALPPRN ALABAMA PWR 5.20% NONE 3,716 23,065 ACA ALABAMA PWR 7% SER B 7,800 24,287 8,985 ALZ ALABAMA PWR 7-1/8% B NONE 4,625 10,720 ABJ ALABAMA PWR CO-C 7% 5,600 11,500 7,640 ALK ALASKA AIR GROUP 1,686,009 1,870,551 200,450 AIN ALBANY INT'L CL A 701,900 724,054 66,505 ALB ALBEMARLE CORP 96,633 105,733 100,330 AOG ALBERTA ENERGY CO 224,178 82,833 101,585 AOGPRA ALBERTA ENRGY CO LTD 3,052 NONE 11,770 ACV ALBERTO CULVER CL B 3,318,200 3,267,982 138,565 ACVA ALBERTO-CULVER CL A 165,500 132,825 46,645 ABS ALBERTSON'S INC 7,007,601 7,416,076 1,653,585 AL ALCAN ALUMINIUM LTD. 4,932,221 3,355,406 1,108,420 ALA ALCATEL 14,479,821 12,127,337 2,788,775 AA ALCOA INC. 15,348,663 14,844,164 3,969,810 AREPRA ALEX REAL EST EQUITS NONE 32,404 3,860 ALX ALEXANDER'S INC 14,651 13,491 1,860 ARE ALEXANDRIA RE EQUITS 157,714 112,471 33,765 AAT ALL-AMER TERM TRUST 3,000 NONE 18,840 ATI ALLEGEHENY TECHNOLOGIES 653,509 495,486 188,175 Y ALLEGHANY CORP 26,965 2,690 12,590 AYE ALLEGHENY ENERGY INC 787,282 1,098,948 439,245 ALN ALLEN TELECOM INC 370,412 141,635 140,650 AGN ALLERGAN, INC. 2,138,300 2,412,506 1,146,460 ALE ALLETE 599,248 422,204 212,250 AMO ALLIANCE ALL-MKT ADV 74,543 60,243 10,565 AC ALLIANCE CAP MGT HOD 808,686 666,990 307,705 AWF ALLIANCE WLD $GVT II 16,576 22,393 147,505 AWG ALLIANCE WORLD $ GVT 32,300 27,444 15,585 LNT ALLIANT ENERGY CORP 2,311,924 1,592,395 129,800 ATK ALLIANT TECHSYSTEMS 163,955 149,376 184,080 AZ ALLIANZ AKTIENGESELL 67,440 26,321 19,115 AIB ALLIED IRISH-ADS ORD 109,137 146,558 63,375 AW ALLIED WAST IND INC. 3,483,518 3,887,410 667,450 AFC ALLMERICA FINL CORP 195,313 137,783 327,095 ALM ALLMERICA SEC TRUST 1,900 8,722 5,465 ALL ALLSTATE CORP 6,392,934 5,603,463 2,693,470 AT ALLTEL CORPORATION 3,662,689 3,188,658 955,360 ALO ALPHARMA INC (CL A) 5,607,876 5,708,991 507,765 AGI ALPINE GROUP INC 249,677 249,677 19,195 ALJ ALSTATE 7 1/8(QUIBS) 8,925 18,000 21,155 ALS ALSTOM (ADSS) 241,181 240,763 19,575 AZA ALZA CORP (COM STK) 14,323,039 16,059,587 8,462,760 AXL AM AXL & MNFCT HLDG 105,995 51,085 15,435 AGCPRM AM GEN CAP 8.45%MIPS 10,151 9,968 11,105 IND AM IND PROP REIT 11,535 5,498 11,730 AMB AMB PROPERTY CORP 395,864 423,585 159,315 ABK AMBAC FINL GROUP INC 2,078,327 2,028,959 999,895 AIZ AMCAST INDUSTRIAL 24,512 8,843 32,270 ACO AMCL INTL CORP 13,876 10,147 30,760 AAE AMD AUTO COM EXC SEC 67,671 113,400 60,340 DOX AMDOCS LIMITED 7,728,950 7,142,725 2,398,215 AAGPRT AMER ANNITY GRP 9 1/4% 7,201 6,420 1,925 AEP AMER ELEC PWR 5,579,225 6,083,171 1,007,910 AXPPRA AMER EXP CAP TRUST I 6,285 2,200 40,130 AXP AMER EXPRESS CO 7,400,436 8,337,579 9,291,025 AFGPRT AMER FINL CPTL TST I 516 3,277 2,880 MFA AMER FIRST MTGE INVS NONE 2,239 13,710 AGC AMER GENERAL 3,492,468 2,450,443 4,711,845 AHP AMER HOME PRODUCTS 4,344,004 4,823,339 3,720,295 PLB AMER ITAL PASTA CO 134,092 149,702 105,895 ANL AMER LAND LEASE, INC 2,600 100 12,160 AMZ AMER MED SEC GROUP 40,665 71,900 23,090 XAA AMER MUNI INCME PORT 5,105 10,900 4,835 BXT AMER MUNI TERM TR II 4,975 1,001 3,810 CXT AMER MUNI TRM TR III 9,425 6,800 5,635 ACR AMER RETIREMENT CORP 188,355 192,855 2,265 SLA AMER SELECT PORTFOL 6,700 8,900 10,565 ASD AMER STANDARD COS 2,334,283 1,662,456 482,460 CSP AMER STRAT INCM PTFL-III 21,862 24,008 30,560 BSP AMER STRT INC PRT II 25,318 8,401 13,270 AWK AMER WATER WORKS 1,047,068 945,839 243,210 AWA AMER WEST HLDGS CORP 460,781 348,006 118,380 AWR AMER. STATES WATER 23,585 18,859 17,275 AHC AMERADA HESS CORP 3,392,526 2,814,943 852,800 AEE AMEREN CORPORATION 3,032,593 4,074,771 424,355 AGCPRA AMERICAN GEN CAP I 3,393 14,300 10,200 AM AMERICAN GREETING CO 1,563,612 1,269,195 304,725 AIG AMERICAN INTL GROUP 20,056,055 10,099,969 6,572,535 SKI AMERICAN SKIING CO 661,855 1,268,412 82,000 AMT AMERICAN TOWER CORP 11,303,079 12,896,235 2,056,160 ACF AMERICREDIT CORP 7,178,649 5,987,032 846,010 APU AMERIGAS PARTNERS LP 39,149 58,944 56,825 AAS AMERISOURCE HEALTH 7,388,944 2,865,484 1,021,920 ASP AMERN STRAT INCM PORT 16,219 10,000 3,660 AMN AMERON INC 29,028 64,536 7,785 AHB AMERUS GROUP CO. 7% 22,770 1,000 12,370 AMH AMERUS GROUP CO.CL-A 1,456,104 1,363,866 60,215 AME AMETEK INC 237,331 138,799 90,775 AML AMLI RESIDENTL PROPS 114,067 74,645 57,275 APH AMPHENOL CORP CL-A 1,015,602 685,710 393,850 AMR AMR CORP 3,088,160 2,999,277 1,284,925 AAR AMR CRP 7.875% 5,100 3,125 10,710 AFG AMR FINL GRP-HLDG CO 732,043 423,271 131,535 AMX AMR MOVIL S.A. DE CV 5,088,929 5,272,844 1,983,000 ASI AMR SFTY INS GRP LTD 8,059 7,487 3,320 ASO AMSOUTH BANCORP 3,212,428 3,953,990 803,275 AVZ AMVESCAP PLC (ADSS) 93,295 120,850 71,390 APC ANADARKO PETROLEUM 8,336,853 8,362,142 2,765,170 ADI ANALOG DEVICES 5,717,823 4,591,183 4,129,065 AU ANGLOGOLD LIMITED 690,333 456,650 324,305 BUD ANHEUSER-BUSCH COS 9,761,664 8,096,473 2,769,595 AXE ANIXTER INTERNATIONL 2,538,029 2,077,642 281,830 NLY ANNALY MORTGAGE MGMT 15,502 27,957 90,580 ANN ANNTAYLOR STORES 2,991,002 2,943,810 572,215 AHR ANTHRACITE CAPITAL 15,240 21,643 117,830 ANJPR ANZ EXCH PRD TRUS II 1,927 4,781 31,560 ANUPR ANZ EXCHG PFD TRUST 6,300 7,854 36,500 AOL AOL TIME WARNER INC 81,207,801 74,570,537 18,690,775 AOC AON CORP 6,631,295 6,781,608 920,860 APA APACHE CORP 2,756,946 3,971,380 1,985,960 APAPRC APACHE CP DP SHS PFC 72,978 34,543 221,600 APX APEX MUNICIPAL FUND 34,100 18,600 15,440 AOT APOGENT TECH, INC 846,276 892,537 297,165 AJA APPALACHIAN POWER 8% 5,079 1,600 1,980 AJC APPALACHN PWR-7.30% 700 3,900 6,615 ABI APPLERA CP-APPLIED 2,717,841 1,459,153 4,002,125 CRA APPLERA CP-CELERA 2,789,038 3,859,287 1,265,280 APN APPLICA INCORPORATED 2,579,580 2,450,827 64,825 AIT APPLIED INDUSTL TECH 29,746 23,163 65,120 AHG APRIA HEALTHCARE GRP 705,857 922,689 269,495 AIV APT INV&MGT CO-CL A 1,181,041 1,060,428 368,855 AIVPRC APT INVST&MGMNT 9% 2,959 700 3,620 ATS APT SATELLITE HLDGS 4,966 NONE 25,505 ATR APTARGROUP INC 354,296 365,343 96,240 AIVPRG APTMNT INV & MGM PRG 3,660 579 5,385 AIVPRH APTMNT INV & MGMT CL-H 7,105 7,020 1,910 APW APW LTD. 213,922 117,318 1,027,395 ARA ARACRUZ CELULOSE 848,540 608,245 198,820 ARB ARBITRON INC. 642,235 NONE 280,379 ARJ ARCH CHEMICALS, INC. 134,791 82,598 46,300 ACI ARCH COAL INC 1,083,579 435,445 704,940 ADM ARCHER DANIELS 2,703,708 3,694,177 1,658,530 ASNPRA ARCHSTONE COMMUN -A 102,818 7,802 28,420 ASN ARCHSTONE COMMUN TR 470,496 1,038,076 471,670 ASNPRD ARCHSTONE TST SR-D 10,763 2,746 2,835 ARI ARDEN REALTY INC 260,608 226,602 216,815 AF ARGENTINA FUND 78,721 81,154 59,600 AGY ARGOSY GAMING CO 1,330,426 790,846 313,730 ACX ARGUSS COMM, INC 103,339 123,847 46,975 AH ARMOR HOLDINGS,INC. 573,641 662,536 60,600 ACK ARMSTRONG HLDGS INC 5,836,809 6,122,995 186,505 ARW ARROW ELECTRONICS 4,979,726 5,488,336 1,095,965 ARM ARVINMERITOR, INC. 852,127 610,548 189,940 ASA ASA LIMITED 41,200 87,335 84,730 ASL ASHANTI GOLDFIELDS 18,533 21,633 51,785 ASH ASHLAND INC. 860,405 508,646 352,070 ARH ASIA PACIF RES INTL 36,382 29,957 81,635 APB ASIA PACIFIC FUND 30,892 39,963 48,140 PAP ASIA PULP & PAPER 514,300 507,600 1,394,900 SAT ASIA SATELLITE TELE 10,302 9,906 5,490 GRR ASIA TIGERS FUND 33,140 7,700 32,185 AEC ASSOC ESTATES REALTY 19,777 22,084 56,235 AZN ASTRAZENECA PLC 2,006,563 1,528,480 689,375 NCD AT&T CAP CP 8.25 28,545 76,945 31,580 NCF AT&T CAP CRP 8.125% 89,553 88,653 36,440 T AT&T CORP 49,917,329 47,745,347 11,539,585 AWE AT&T CORP WIRELESS 26,193,085 26,289,799 3,877,220 LMGA AT&T-LIBERTY (CL A) 7,808,914 7,857,471 6,004,105 LMGB AT&T-LIBERTY (CL B) 83,864 83,965 5,290 CGO ATLAS AIR INC 832,593 884,895 171,005 ATO ATMOS ENERGY CORP 128,074 688,670 83,650 ATW ATWOOD OCEANICS INC 160,000 220,859 86,780 AOR AURORA FOODS INC 105,304 266,733 137,830 OST AUSTRIA FUND 20,952 50,052 6,450 ANZPR AUSTRL&NZ BNK 9-1/8% 10,750 17,725 5,735 ALV AUTOLIV INC 537,881 486,045 56,365 ADP AUTOMATIC DATA PROC 6,550,877 5,811,853 2,170,275 AN AUTONATION, INC. 9,079,169 8,249,141 1,073,230 AZO AUTOZONE INC 3,119,485 2,856,790 481,625 AVB AVALONBAY COMM INC 1,049,862 790,602 516,670 AV AVAYA INC. 2,556,916 2,859,752 957,695 AVE AVENTIS ADS 949,866 722,250 181,860 AVEWS AVENTIS ADW NONE 14,700 9,435 AVY AVERY DENNISON CORP 1,500,074 1,309,097 441,000 AVL AVIALL, INC. 9,491 7,709 47,750 AVS AVIATION SALES CO 1,637,809 1,849,529 35,235 AVA AVISTA CORPORATION 1,085,096 732,699 208,510 AVT AVNET INC 6,217,249 3,823,104 1,092,510 AVP AVON PRODUCTS 7,312,397 5,307,443 1,419,610 AVX AVX CORP. 1,676,499 1,433,787 321,020 AXA AXA (ADSS) 865,958 897,040 236,060 AZR AZTAR CORP 295,643 140,504 174,165 BHI BAKER HUGHES INC 4,479,788 6,081,485 2,665,065 BEZ BALDOR ELEC CO 579,165 449,425 59,130 BLL BALL CORP 518,734 290,354 167,155 BFT BALLY TOTAL FITNESS 3,944,867 2,878,735 328,595 BVGPR BANCO B.V.INTL-ADS A NONE 3,000 6,985 BVGPRB BANCO B.V.INTL-ADS B 6,307 12,800 3,505 BBV BANCO BILBAO VIZ ARG 2,731,767 2,720,057 279,915 BPC BANCO COM PORT (ADR) 111,042 112,169 2,210 BGA BANCO GANADERO (ADS) NONE 326,185 11,835 BGAPR BANCO GANADERO-ADS C NONE 3,565 3,265 BLX BANCO LATINOAMER EXP 10,197 7,502 22,980 BRS BANCO RIO DE LA PLAT NONE 8,247 7,875 BSB BANCO SAN CENT HISP 7,000,500 7,009,500 365,905 SAN BANCO SANTIAGO (ADS) 1,400,498 1,400,000 22,955 CIB BANCOLOMBIA S.A. 552,244 551,544 1,750 BXS BANCORPSOUTH INC 170,781 159,923 80,780 BWE BANCWEST CORPORATION 359,722 509,803 88,915 BDG BANDAG INC 275,201 380,451 30,295 BDGA BANDAG INC (CL A) 7,200 4,800 6,850 BGR BANGOR HYDRO-ELEC 3,041 5,567 11,940 BAC BANK OF AMER CORP 23,635,271 23,646,702 7,902,160 BMO S BANK OF MONTREAL 153,341 90,833 55,140 BK BANK OF NEW YORK 8,667,880 4,881,913 3,882,610 ONEPRT BANK ONE CAPITAL I 6,359 908 24,075 ONEPRU BANK ONE CAPITAL II NONE 18,800 18,085 ONEPRV BANK ONE CAPITAL V 10,650 1,578 35,250 ONE BANK ONE CORP 21,213,332 14,626,875 4,348,245 BACPRY BANKAMER CAPITAL IV 6,500 5,740 22,595 BBX BANKATLANTIC BANCORP 2,076,870 1,992,942 96,490 BUFPRC BANKUNITED CAPTL III NONE 10,493 7,530 BN BANTA CORPORATION 252,529 268,540 81,855 BCBPR BARCLAYS BANK-ADNR8% 4,700 NONE 13,820 BCS BARCLAYS PLC (ADR) 161,518 201,499 9,310 BCR BARD (C R) INC. 365,062 161,601 220,360 BKS BARNES & NOBLE INC 5,687,266 3,261,365 623,300 B BARNES GROUP INC 161,948 117,112 22,635 BRL BARR LABORATORIES 1,878,258 2,018,384 518,030 BRR BARRETT RESOURCES 2,121,239 2,178,660 568,900 ABX BARRICK GOLD CORP 6,828,140 8,024,202 1,616,535 BF BASF AKTIENGESELLSFT 226,595 229,997 59,430 BAS BASS PLC (ADR) 5,800 6,470 19,380 BOL BAUSCH & LOMB INC 4,642,437 4,481,421 672,390 BAX BAXTER INTERNATIONAL 2,245,734 2,087,451 1,937,595 BVC BAY VIEW CAPT'L CORP 778,219 953,914 133,120 BVS BAY VIEW CAPT'L I 18,468 7,000 20,485 BBT BB&T CORPORATION 9,144,433 9,850,726 1,041,380 BB BBV BANCO BHIF 1,307,000 1,205,972 9,720 BFR BBVA BANCO FRANCES 122,552 186,779 122,960 BBVPRA BBVA PFD CAPITAL LTD 6,535 NONE 8,255 BCE BCE INC 2,445,490 2,582,003 507,170 CTHPRB BCH CAPITAL LIMITED 2,000 NONE 6,905 BSC BEAR STEARNS CO 4,644,184 5,859,223 1,356,965 BSCPRY BEAR STRNS CAP TR II 7,788 3,100 28,020 BZH BEAZER HOMES USA INC 205,249 113,230 113,890 BEC BECKMAN COULTER INC 1,518,366 444,081 232,500 BDX BECTON, DICKINSON CO 3,051,556 2,627,071 1,018,205 BED BEDFORD PROP INV 11,070 11,908 80,050 BOGPR BELCO OIL & GAS 6.50 5,500 5,547 3,385 BOG BELCO OIL & GAS CORP 132,602 165,455 19,150 BWC BELDEN INC 62,128 24,470 119,910 BHW BELL & HOWELL CO 156,744 168,339 51,385 BLS BELLSOUTH CORP 8,675,865 10,158,469 3,595,350 BLC BELO (AH) SER A COM 1,065,380 1,372,566 229,510 BMS BEMIS COMPANY 1,084,410 910,002 130,265 BHE BENCHMARK ELECTORNCS 3,552,295 3,718,746 275,695 BNG BENETTON GROUP (ADS) 4,300 2,300 3,205 BNO BENTON OIL & GAS CO 14,958 1,733 86,470 BBC BERGEN BRUNSWIG CL A 3,342,313 2,760,780 1,637,055 BRKB BERKSHIRE HATH-CL B 69,927 88,397 14,531 BTZ BERLITZ INTL 2,302 3 3,935 BRY BERRY PETROLEUM CL A 23,905 25,486 18,560 BBY BEST BUY CO., INC. 11,369,438 7,318,760 3,502,910 BSPR BETH STEEL $5.00 PFD 114,375 97,471 5,065 BSPRB BETHLEHEM STEEL 2.50 95,098 92,055 10,360 BS BETHLEHEM STEEL CORP 8,105,836 7,972,549 413,800 BEV BEV ENTERPRISES 2,214,627 2,393,896 481,750 GRPRA BFGOODRICH CPTL QUIP 26,800 21,688 4,545 BRG BG GROUP PLC 6,379 3,789 7,200 BGEPRA BGE CAPITAL TRUST I 7,900 11,982 12,040 BHP BHP LIMITED 455,020 52,138 88,635 BVF BIOVAIL CORPORATION 15,374,808 16,065,035 972,200 BVFPR BIOVAIL CP CV PFD 4,600 100 65,590 BIR BIRMINGHAM STEEL CO 10,303 37,543 177,100 BJS BJ SERVICES CO 3,165,978 4,352,628 1,699,045 BJ BJ'S WHOLESALE CLUB 1,514,009 1,078,245 635,420 BKF BKF CAPT'L GROUP,INC 9,053 21,552 5,490 BDK BLACK & DECKER CORP 2,009,099 2,823,692 893,690 BKH BLACK HILLS CORP 461,796 214,705 141,280 BTM BLACKROCK 2001 TERM 23,409 25,009 182,560 BFC BLACKROCK CA INSD 08 16,006 16,006 12,560 BRF BLACKROCK FL INSD 08 35,368 28,399 9,255 BHY BLACKROCK HIGH YIELD 318,679 309,078 19,130 BLK BLACKROCK INC 63,443 99,903 80,000 BKT BLACKROCK INCOME TR 49,265 25,962 154,800 BRM BLACKROCK INS MUN 08 25,009 22,600 23,810 BMT BLACKROCK INSD MUN 48,472 68,100 23,715 BMN BLACKROCK MUN TARGET 46,100 46,100 46,470 BNA BLACKROCK N.A. GOVT 28,078 32,850 38,680 BLN BLACKROCK NY INSD 08 40,900 39,400 18,485 BKN BLCKRCK INV QUAL MUN 3,843 300 18,530 BQT BLCKRCK INV QUAL TRM 9,696 3,515 42,220 BSD BLCKRCK STRTGC 11,900 25,400 8,210 BAT BLCKROCK ADV TERM TR 8,202 4,701 6,205 BTF BLDER TOTL RETRN FND 2,900 6,158 20,755 HRB BLOCK (H & R) INC 2,086,782 2,476,859 531,950 BBI BLOCKBUSTER INC 1,356,601 1,077,321 329,290 BLT BLOUNT INT'L INC 23,138 19,431 15,800 BLU BLUE CHIP VALUE FUND 69,564 241,901 112,470 BSI BLUE SQUARE-ISRAEL 8,500 9,300 7,500 BXG BLUEGREEN CORP 119,299 119,527 47,735 BTH BLYTH INDUSTRIES 1,349,435 1,316,406 109,870 BMM BMC INDUSTRIES 9,945 12,568 43,045 BMC BMC SOFTWARE, INC. 7,047,140 NONE 2,853,155 STD BNCO SAN CEN HIS S.A 1,254,013 1,217,034 160,075 ONEPRC BNK ONE CORP PFD C 6,436 5,683 35 BKPRD BNY CAPITAL III 25,200 40,172 18,415 BKPRE BNY CAPITAL IV 6,400 8,268 21,800 BEI BOARDWALK EQU INC 7,100 7,100 7,635 BOX BOC GROUP PLC (ADSS) 10,750 63,410 10,065 RST BOCA RESORTS INC 38,372 36,350 26,625 BA BOEING COMPANY 8,280,108 8,069,890 4,411,770 BCC BOISE CASCADE CORP 1,319,904 1,083,001 434,395 BBA BOMBAY COMPANY 183,665 152,069 67,465 BGP BORDERS GROUP (MI) 650,006 649,137 485,975 BWA BORG-WARNER AUTO 1,178,067 1,266,027 159,300 SAM BOSTON BEER COMPANY 163,375 185,945 18,700 BOS BOSTON CELTICS 310,215 310,200 710 BXP BOSTON PROPERTIES 580,462 502,900 215,330 BSX BOSTON SCIENTIFIC 8,505,610 8,867,465 2,489,985 BWG BOUYGUES OFFSHORE SA 12,500 20,452 5,680 BOW BOWATER INC 1,087,788 516,289 472,285 BNE BOWNE & CO., INC. 254,347 232,220 84,045 BYD BOYD GAMING CORP 269,640 267,658 35,660 FOB BOYDS COLLECTION LTD 75,596 32,790 20,620 BOY BOYKIN LODGING CO 57,938 84,938 63,740 BP BP AMOCO P.L.C. 4,752,063 3,711,959 2,187,905 BPT BP PRUDHOE BAY RLTY 225,685 126,529 199,340 BRC BRADY CORPORATION 166,217 120,253 34,365 BDN BRANDYWINE RLTY TRST 136,246 65,061 113,090 BNN BRASCAN CORPORATION 70,240 67,842 11,000 BRP BRASIL TEL PARTICPCS 699,534 708,375 220,100 BZF BRAZIL FUND INC 7,201 10,624 37,250 BZL BRAZILIAN EQUITY 24,100 46,500 11,565 BRE BRE PROPERTIES CL-A 482,235 331,255 106,850 BGG BRIGGS & STRATTON 2,414,950 1,591,019 402,455 CBA BRILLINCE CHINA AUTOMTV 29,520 6,936 24,130 EAT BRINKER INTL 3,153,099 3,480,759 631,110 BMY BRISTOL-MYERS SQUIBB 9,553,156 11,477,919 5,074,985 BAB BRITISH AIRWAYS(ADR) 199,337 196,948 17,950 BGY BRITISH ENERGY PLC 23,189 72,313 6,655 BSY BRITISH SKY BROADCST 171,418 174,008 3,955 BTY BRITISH TELECM (ADR) 716,786 754,805 89,770 BNI BRLNGTN NTHRN SAN FE 4,124,680 2,051,189 1,697,200 BRW BROADWING INC. 3,630,728 3,898,898 900,115 BRWPRB BROADWING INC. PRB 26,603 43,613 24,005 BPO BROOKFIELD PROP CORP 73,734 74,134 27,030 BRO BROWN & BROWN INC 37,775 25,590 43,755 BWS BROWN SHOE COMPANY 108,576 66,988 85,795 BFA BROWN-FORMAN CL A 34,700 24,600 4,490 BFB BROWN-FORMAN CL B 410,726 328,848 83,225 BRT BRT REALTY TRUST 16,400 16,400 2,250 BC BRUNSWICK CORP 1,456,815 1,000,137 441,290 BW BRUSH WELLMAN INC 27,682 18,284 45,190 BSFPRQ BSCH FINANCE LIMITED 9,600 2,100 53,975 BSFPRD BSCH FINANCE PRD 68 11,773 6,610 BSFPRE BSCH FINANCE PRE 15,533 27,200 6,415 BSFPRF BSCH FINANCE PRF 20,100 6,900 16,125 BSFPRG BSCH FINANCE PRG 23,344 22,600 16,230 BSFPRH BSCH FINANCE PRH 7,000 1,100 10,245 BSFPRJ BSCH FINANCE PRJ 11,210 17,000 6,940 BPL BUCKEYE PARTNERS 32,600 32,800 24,980 BKI BUCKEYE TECHNOLOGIES 162,959 63,892 79,415 BKE BUCKLE INC 105,273 138,317 46,180 BD BUDGET GROUP INC 3,074,920 2,712,920 426,740 BNL BUNZL PLC ADS 1,500 20,048 1,525 BCF BURLINGTON COAT CORP 149,538 198,593 83,085 BUR BURLINGTON INDUST 21,490 23,048 141,920 BR BURLINGTON RESOURCES 4,811,566 5,558,331 1,539,180 BPP BURNHAM PACIF PROP 13,520 33,728 94,245 BSH BUSH INDUSTRIES "A" 117,546 63,151 16,145 BBR BUTLER MANUF CO. 8,739 16,940 8,165 CHP C&D TECHNOLOGIES INC 642,310 88,062 249,360 CWT CA WATR SERV-HLDG CO 28,511 29,707 18,460 BFH CAB TRST F BELLS DEB 2,063 25 2,685 CDT CABLE DESIGN TECHS 155,794 173,368 192,590 CWP CABLE+WIRELESS (ADS) 834,687 842,601 567,120 CS CABLETRON SYSTEMS 3,009,890 2,660,316 2,067,825 RMG CABLEVISION SYS CORP 1,506,766 NONE 339,835 CBT CABOT CORP 700,964 544,890 340,125 CTR CABOT INDUSTRIAL TST 125,285 23,853 42,270 COG CABOT OIL & GAS CL A 551,233 551,204 152,590 CSG CADBURY SCHWEPPESPLC 852,118 614,810 105,705 CDN CADENCE DESIGN SYSTS 4,242,185 5,041,761 2,334,610 CCC CALGON CARBON CORP 55,846 39,249 49,655 CFP CALIF FEDL PFD CPTL 9,418 16,234 78,265 ELY CALLAWAY GOLF CO 2,717,710 2,250,366 624,320 CPEPRA CALLON PETRO $2.125 10,617 9,727 38,625 CPE CALLON PETROLEUM CO 311,934 612,389 123,335 CPN CALPINE CORPORATION 24,769,194 21,687,236 4,856,335 CPT CAMDEN PROPERTY TRST 536,520 132,154 98,025 CCJ CAMECO CORP-COM SHS 44,500 10,200 16,915 CBM CAMKBREX CORP 188,367 230,098 70,050 CCH CAMPBELL RESOURCES 1,400 31,944 18,270 CPB CAMPBELL SOUP CO 5,730,307 6,761,805 716,970 CED CANADIAN NAT RES LMT 275,731 238,848 18,595 CP CANADIAN PACIF 374,858 602,169 585,195 BCM CANAFIAN IMP BNK COM 1,027,435 1,049,895 19,540 CAJ CANON INC 217,618 97,088 99,870 COF CAPITAL ONE FINANCL 5,434,242 4,118,656 1,918,195 KREPRL CAPITAL RE LLC"MIPS" 1,865 4,711 2,410 CT CAPITAL TRUST INC. 200,024 201,882 2,845 CMO CAPSTEAD MORTG CORP. 166,511 166,677 41,475 CRR CARBO CERAMICS INC 13,698 32,869 27,980 CAH CARDINAL HEALTH INC 5,954,379 6,858,115 1,462,830 CMX CAREMARK RX, INC. 14,360,782 13,335,001 1,839,805 CSL CARLISLE CO'S INC 516,975 333,083 137,695 CCMPR CARLTON COMM"X-CAPS" 1,100 3,474 7,690 KMX CARMAX GROUP 15,817 3,116 208,155 CCL CARNIVAL CORPORATION 3,145,745 2,547,698 1,882,970 CRS CARPENTER TECH 304,998 234,480 75,590 CREPRC CARRAMER RLTY-D/S C 3,400 1,102 15,985 CRE CARRAMERICA REALTY 1,209,043 1,299,831 104,100 CSV CARRIAGE SERVICES 337,527 251,884 30,430 CAR CARTER-WALLACE 162,701 204,104 67,605 CAE CASCADE CORPORATION 15,400 1,300 20,830 CGC CASCADE NATURAL GAS 37,534 51,493 23,515 PWN CASH AMERICA INTL 230,976 167,367 32,670 LTG CATALINA LIGHTING 33,500 13,500 10,840 POS CATALINA MARKETING 2,558,709 2,214,174 208,360 CDX CATELLUS DEVELOP 1,593,260 1,134,879 387,830 CAT CATERPILLAR 8,035,799 5,628,655 2,244,600 CAV CAVALIER HOMES INC 10,001 20,041 33,005 CBG CB RICHARD ELLIS SVC 31,967 5,340 38,555 CBL CBL & ASSOC PROPS 126,985 130,012 71,820 CBLPRA CBL & ASSOC PROPS 9% PRA 15,759 13,137 1,975 CVC CBLEVISION SYTMS CP 4,164,930 4,087,415 930,025 CDI CDI CORP. 213,376 173,439 27,690 CNI CDN NATL RAILWAY 2,907,209 2,549,137 421,585 CEC CEC ENTERTAINMENT INC 413,168 280,039 170,630 CD CEDANT CORPORATION 30,115,239 29,534,014 7,478,755 FUN CEDAR FAIR L.P. 155,337 165,676 41,155 CZ CELANESE AG 15,853 6,551 30,160 CLS CELESTICA INC. 4,812,385 5,641,251 3,012,690 CLL CELLTECH GROUP PLC 7,727 6,778 14,580 CX CEMEX S.A. DE C.V. 13,806,602 1,080,467 495,195 CXWS CEMEX, S.A. DE C.V. WS 2,548 7,035 1,070 CNT CENTERPOINT PROPS TR 303,787 254,436 31,280 CXP CENTEX CONTRCTN PROD 138,632 128,005 23,195 CTX CENTEX CORP 1,853,937 2,120,456 615,540 CPC CENTRAL PARKING CORP 931,416 960,891 76,350 CBC CENTURA BANKS 183,474 237,075 103,925 CTL CENTURYTEL INC 1,243,996 1,100,741 571,785 CEN CERIDIAN CORP. 2,600,184 3,434,103 775,421 GIB CGI GROUP INC 5,172,645 4,437,254 45,990 CHG CH ENERGY GROUP,INC. 441,411 291,339 55,900 CHB CHAMPION ENTERPRISES 2,696,174 2,476,156 163,980 MPH CHAMPSHIP AUTO RACNG 228,836 133,725 30,965 CRL CHARL RIVR LAB INT'L 239,510 105,556 279,815 CHT CHART HOUSE ENTER 41,533 41,500 7,885 CTI CHART INDUSTRIES INC 12,115 11,205 26,010 CF CHARTER ONE FIN INC. 2,902,722 3,398,227 852,365 CWF CHARTWELL DIV+INCME 118 20,900 53,845 CBO CHASE CAP VII 7%SERG 500 24,361 30,770 CMV CHASE CAPITAL IV 3,400 7,692 12,285 CCB CHASE CAPITAL VIII 5,734 NONE 15,920 CMBPR CHASE PFD CPTL 8.10% 5,444 6,300 17,865 CPJ CHATEAU COMMUNITIES 277,501 212,532 40,075 CKP CHECKPOINT SYSTEMS 3,686,706 3,594,861 143,495 CPG CHELSEA PROP GRP,INC 165,518 99,342 62,915 CHE CHEMED CORP 33,618 63,454 29,140 CEM CHEMFIRST INC 71,663 8,307 26,955 CSK CHESAPEAKE CORP 207,321 242,840 43,105 CHK CHESAPEAKE ENER (OK) 3,344,725 3,573,842 1,392,400 CPK CHESAPEAKE UTILITIES 15,000 15,000 3,810 CHV CHEVRON CORP 22,794,059 20,429,923 2,644,515 CCPPRA CHEVY CHASE PFD CPTL 4,151 9,873 1,840 CBI CHICAGO BRIDGE IRON 4,822 23,578 28,370 CEA CHINA EASTERN AIRLIN 10,000 10,400 5,690 CHN CHINA FUND INC 28,300 10,414 23,805 CHL CHINA MOBILE LIMITED 1,388,575 1,592,337 761,755 ZNH CHINA STHRN AIR-ADSS 23,900 21,700 8,605 TIR CHINA TIRE HLDGS LTD 21,300 21,339 7,090 CHU CHINA UNICOM LIMITED ADR 1,133,140 635,622 577,165 CQBPRB CHIQ BRANDS $3.75 B 27,900 18,195 4,995 CQBPRA CHIQ BRANDS $2.875 A 7,518 7,400 7,540 CQB CHIQUITA BRANDS INTL 5,757,136 6,350,175 211,545 CHZ CHITTENDEN CORP 273,540 246,075 36,385 CNH CHN GLOBAL N.V. 94,289 66,923 204,595 SNP CHNA PETRL &CHM CORP 131,115 23,200 62,570 CHH CHOICE HOTELS 194,926 158,324 35,380 CPS CHOICEPOINT INC 794,924 850,484 156,980 CCN CHRIS-CRAFT INDUSTS 433,446 251,030 202,090 CRC CHROMCRAFT REVINGTON 2,000 NONE 3,150 CB CHUBB CORP 2,866,332 1,834,799 984,930 CHD CHURCH & DWIGHT 338,106 334,448 121,690 CHY CHYRON CORP 112,308 115,000 63,700 CSB CIBA SPEC CHEM HLDG 23,366 7,748 2,200 CBR CIBER INC 815,398 928,718 174,200 CI CIGNA CORP 1,209,158 1,494,332 933,870 HIS CIGNA HIGH INCME SHS 378,210 388,274 89,045 IIS CIGNA INVESTMENT SEC 12,557 11,376 3,645 CIN CINERGY CORP 1,838,498 1,278,440 474,705 CIR CIRCOR INT'L INC 13,525 1,101 59,240 CC CIRCUIT CITY GROUP 6,357,336 10,599,424 2,481,180 CIT CIT GROUP INC (THE) 1,152,656 3,899,458 5,105,080 CIHPRA CITICRP CP III 7.10% 11,900 26,800 24,240 CPRN CITIGROUP 6.850% (TRUPS) 7,620 38,620 17,115 CPRW CITIGROUP CAPITAL V 5,300 22,589 42,050 CPRK CITIGROUP D/S SER.K 7,672 170 3,820 C CITIGROUP INC 33,531,969 32,321,893 17,837,095 CZN CITIZENS COMM CO 10,970,179 11,727,159 1,197,440 CYN CITY NATIONAL CORP 1,360,425 1,306,688 318,415 CKR CKE RESTAUR(HLDG CO) 1,058,104 1,330,983 129,290 CLE CLAIRES STORES INC 1,148,507 1,303,320 195,700 CLC CLARCOR INC. 110,130 127,988 41,515 CMH CLAYTON HOMES (DEL) 2,506,947 2,251,745 364,250 CCU CLEAR CHANNEL COMMUN 20,129,134 20,288,710 2,874,360 CNL CLECO CORP (HOLDING) 754,862 580,295 78,055 CLM CLEMENTE GLOBAL 2,260 NONE 5,180 CLF CLEVELAND CLIFFS INC 296,102 219,322 30,405 CLX CLOROX CO 3,454,181 3,474,204 1,142,780 EMS C-MAC INDUSTRIES INC 622,714 300,596 149,445 CMS CMS ENERGY CORP 5,239,374 6,350,449 827,300 CMSPRM CMS ENERGY CORP (PEPS) 51,000 3,218 28,205 CMP CMS ENERGY CORP. ADJ 184,497 127,319 63,405 CNA CNA FINANCIAL CORP 248,979 389,107 116,510 CNN CNA INCOME SHARES 87,400 17,700 15,075 SUR CNA SURETY CORP 81,769 61,451 31,830 BNKPRA CNB CAPITAL TRUST I 12,000 11,000 6,160 CNF CNF TRANSPORTATION 1,832,569 2,122,265 363,025 CNFPRT CNF TRUST I 29,410 29,410 14,820 CEO CNOOC LIMITED 308,047 36,887 255,985 COH COACH, INC 5,150,179 1,948,051 722,535 COA COACHMEN IND, INC 1,139,186 1,148,746 32,655 CGPPRI COASTAL CORP. INCOME 15,876 3,868 70,715 PAR COASTCAST CORP 10,000 10,877 7,395 CBZ COBALT CORP. 29,100 NONE 10,718 KO COCA COLA CO 17,154,609 17,133,713 5,892,220 CCE COCA-COLA ENTER 13,116,817 14,512,827 1,039,405 KOF COCA-COLA FEMSA-ADS 7,314,406 190,949 155,905 CDE COEUR D'ALENE MINES 835,896 1,714,391 223,765 RFI COHEN & STEERS TOT 15,300 25,401 7,950 CLPPRA COL PROP TRST 8 3/4% 656 5,120 5,095 CNJ COLE NATL CORP-CL A 17,900 40,900 18,700 CM COLES MYER (ADS) 531 2,875 11,585 CL COLGATE-PALMOLIVE CO 8,257,599 7,422,855 1,971,135 CKC COLLINS & AIKMAN 148,471 143,698 18,690 CNB COLONIAL BANCGROUP 857,828 919,929 197,320 CIF COLONIAL INTERM HIGH 32,794 46,044 32,920 CXH COLONIAL INV GRADE 7,100 3,738 11,010 CMU COLONIAL MUNCIPAL 21,867 9,563 28,340 CLP COLONIAL PROPS (AL) 168,784 125,838 71,615 CDO COMDISCO INC 3,444,014 2,804,259 2,218,775 CMA COMERICA INC 5,152,211 4,672,440 875,750 FIX COMFORT SYSTEMS USA 9,889 17,986 30,470 CYH COMM HLTH SYSTM INC 279,292 176,114 161,650 CBH COMMERCE BANCORP INC 788,172 718,513 187,640 CGI COMMERCE GROUP INC 124,421 139,153 48,085 CFB COMMERCIAL FEDERAL 711,120 1,049,355 145,595 CMC COMMERCIAL METALS 197,049 147,814 36,365 NNN COMMERCIAL NET LEASE 112,126 119,434 61,560 CTV COMMSCOPE INC 1,967,149 2,271,379 427,075 CBU COMMUNITY BANK SYST 30,435 35,100 10,135 CBD COMP BRASIL DIST-ADS 1,608,146 1,725,040 184,490 CU COMP CERV UNIDAS S.A 2,932,200 2,957,500 21,240 ABVC COMP DE BEB DAS AMER 8,361 NONE 430 ABV COMP DE BEB DAS AMER PR 172,710 430,540 332,970 GGY COMP GENL GEOPHYSQUE 324,481 317,754 1,640 CTC COMP TEL CHILE (ADS) 253,641 372,922 216,745 ELP COMPANHIA PARANAENSE 9,485,701 9,357,555 307,710 SID COMPANHIA SIDERURGIC 1,530,944 1,518,927 36,080 BVN COMPANIA DE MINAS BA 7,914 31,096 84,040 CPQ COMPAQ COMPUTER CORP 19,539,233 21,945,969 12,018,305 RIOPR COMPNHA VLE DO RIO D 969,229 746,736 145,150 CA COMPUTER ASSOC INTL 5,513,973 5,084,373 3,181,040 CSC COMPUTER SCIENCES 3,432,493 4,425,715 2,444,060 CTG COMPUTER TASK 16,784 25,805 22,745 CIX COMPX INTERNATIONAL 68,352 54,960 12,625 CRK COMSTOCK RESOURCES 305,449 183,744 211,545 EPI CON ED CO OF NY 1,334 6,809 20,475 CAGPRC CONAGRA CAPTL 9.35% 8,716 3,431 7,095 CAG CONAGRA INC 10,552,882 9,859,074 2,445,505 COE CONE MILLS CORP 51,681 51,321 19,905 CIV CONECTIV 322,119 451,601 204,405 CIVA CONECTIV CL-A 185,847 191,747 12,680 COCA CONOCO INC. CL-A 807,789 1,328,937 679,125 COCB CONOCO INC. CL-B 3,422,478 4,205,991 1,476,580 CMSPRK CONS ENRGY CO FIN II 4,975 2,110 2,155 CNCPRT CONSECO FIN TRST I 168,513 82,000 41,375 CNCPRG CONSECO FIN TRST VI 55,200 57,300 22,040 CNCPRH CONSECO FIN TRST VII 190,700 193,500 38,450 CNCPRV CONSECO FIN TST 8.70% 87,000 93,770 37,820 CFD CONSECO STRATEGIC 11,717 25,000 8,870 CNC CONSECO, INC. 39,784,850 40,164,796 3,467,135 CNX CONSOL ENERGY INC 252,234 221,300 283,905 ED CONSOLIDATED ED-HLDG 10,044,926 8,660,479 905,215 CGX CONSOLIDATED GRAPHIC 34,154 68,108 21,405 CNS CONSOLIDATED STORES 976,268 1,070,948 602,445 CEG CONSTEL ENRGY GRP 2,334,991 1,897,561 1,130,770 STZ CONSTELLATION BRANDS 1,471,648 1,294,831 195,805 CAL CONTL AIRLINES CL B 3,033,966 3,512,806 354,455 MCM CONTROLADORA COM MEX 9,310 9,034 5,430 CVG CONVERGYS CORP 2,247,086 1,862,715 765,600 CAM COOPER CAMERON CORP 1,165,619 1,558,401 824,090 COO COOPER COS 544,342 350,898 141,225 CBE COOPER IND INC 340,879 530,817 666,320 CTB COOPER TIRE & RUBBER 962,321 1,131,014 280,455 PNE CO-PETRO DO NORD S.A 49,287 7,661 10,455 CDA CORDIANT COMMUN GRP 2,055 4,101 6,310 CLB CORE LABS N.V. 361,874 481,693 112,480 CRM CORIMON C.A. 2,725 5,755 1,005 CPO CORN PRODUCTS INTEL 305,541 326,227 99,800 CRN CORNELL CORRECTIONS 9 2,041 18,260 CNO CORNERSTONE PROPANE 31,013 29,357 29,870 TCR CORNERSTONE REALTY 123,128 103,414 75,620 GLW CORNING INC 26,614,515 22,713,792 14,758,015 PFH CORP ASST CABCO NONE 7,263 4,205 CYE CORP HGH YLD FND III 74,370 107,414 80,975 KYT CORP HI YLD FUND II 60,200 82,600 12,990 COY CORPORATE HI YLD 30,600 102,100 41,000 CXWPRB CORR CORP OF AMER SER-B 4,718 2,623 2,520 CXW CORR CORP OF AMERICA 416,785 343,483 257,710 KTP CORTS TST JC PEN NONE 7,468 12,515 CJR CORUS ENTRTNMNT INC 22,888 92,867 4,915 CGA CORUS GROUP PLC 41,534 141,780 106,525 CCR COUNTRYWIDE CREDIT 4,373,240 3,440,356 1,536,510 CUZ COUSINS PROPERTIES 277,825 161,369 87,800 CVD COVANCE INC 2,142,324 2,168,781 141,295 COV COVANTA ENERGY CORP. 226,778 Not Listed 197,832 PRI COX COMM INC 4,229 94,138 120,855 COXPRI COX COMM INCOME PRIDES 83,063 189,089 20,280 COX COX COMMUNICATIONS CL-A 12,171,210 10,487,201 1,031,405 CXR COX RADIO INC 695,832 657,687 251,510 CPY CPI CORP. 7,054 17,081 20,370 JC CRAIG (JENNY) INC 275,700 275,709 5,915 CRG CRAIG CORP 14,236 3,700 2,920 CR CRANE CO 537,596 564,961 203,520 CRDB CRAWFORD & CO CL B 181,859 48,964 26,625 CIK CRD SU AST MGT INC F 163,900 94,266 64,325 CGF CRD SU AST MNGT SGIF NONE 3,927 24,925 BAP CREDICORP LTD. (COM) 21,200 24,100 49,285 CEIPRA CRES REAL EST 6 3/4% 19,810 26,386 11,850 CEI CRESCENT RE EQT (TX) 1,780,405 1,204,061 323,375 CLJ CRESTLINE CAP CORP 36,039 42,736 21,025 QCMMPRF CRIIMI MAE INC. PFD F NONE 2,363 340 QCMMPRG CRIIMI MAE SER G PF NONE 15,833 2,370 QCMM CRIIMI MAE, INC. 4,000 141,340 250,535 CK CROMPTON CORPORATION 930,913 878,577 187,970 XTO CROSS TIMBERS OIL CO 3,141,301 3,626,625 678,290 CWN CROWN AMER REALTY TR 577,773 580,682 59,195 CCK CROWN CORK & SEAL CO 1,712,746 1,704,217 619,020 CRO CROWN PACIF PARTNERS 35,000 63,826 74,525 CRY CRYOLIFE INC 578,668 360,317 72,470 DIR CSBFDIRECT 558,928 416,217 339,190 CAO CSK AUTO CORP 597,477 506,564 59,405 CSS CSS INDUSTRIES 51,143 53,441 3,305 CSX CSX CORPORATION 5,275,175 4,436,746 1,204,860 CV CTL VERMONT PUB SVC 16,436 24,556 23,360 CTS CTS CORPORATION 477,856 572,622 308,010 CFR CULLEN/FROST BANKERS 461,043 346,672 243,700 CFI CULP INC 7,701 7,701 10,065 CUM CUMMINS ENGINE CO 1,937,223 2,478,015 312,415 CW CURTISS-WRIGHT CORP 23,382 17,453 7,980 CTF CVS AUTO COM EXCH SE 6,300 6,736 4,345 CVS CVS CORP (DELAWARE) 7,149,385 6,800,482 2,167,105 CY CYPRESS SEMICONDUCTR 3,190,650 3,478,324 2,811,565 CYT CYTEC INDUSTRIES INC 265,199 479,799 245,910 DHI D.R. HORTON INC 814,481 488,010 424,660 DAJ DAIMLER-BENZ 5-3/4% 15,100 20,386 220 DCX DAIMLERCHRYSLER CORP 5,949,694 6,217,154 483,450 DS DALLAS SEMICONDUCTOR 843,636 437,540 1,169,375 DTL DAL-TILE INTL INC 203,174 93,300 94,215 DCN DANA CORP 7,746,380 6,778,371 749,010 DHR DANAHER CORP 3,300,349 2,954,353 681,000 DRI DARDEN RESTAURANTS 2,119,095 1,543,904 936,570 DAB DAVE & BUSTER'S INC 36,539 51,235 50,590 DVA DAVITA INC 1,174,211 1,828,115 360,210 DER DE RIGO SPA (ADS) 5,045 1,400 12,525 DF DEAN FOODS CO 362,878 394,680 499,790 DSU DEBT STRATEGIES FUND 222,700 221,400 203,385 DE DEERE & COMPANY 3,098,968 3,665,689 1,630,730 DDF DEL GROUP DIV & INCM 29,060 55,704 28,725 DGF DEL GRP GLB DIV&INCM 33,200 6,700 15,010 DLM DEL MONTE FOODS CO. 203,938 162,560 62,030 DZB DELHAIZE AMERICA CL-B 109,213 134,720 88,530 DZA DELHAIZE AMERICA CL-A 333,094 334,655 166,500 CIVPRD DELMARVA PWR CPTL I NONE 3,958 3,365 DFG DELPHI FINL GRP-CL A 847,736 835,351 70,990 DLP DELTA & PINE LAND CO 1,352,132 1,292,518 168,185 DNT DELTA AIR LINES 8 1/2% 7,275 8,850 36,230 DAL DELTA AIR LINES, INC 3,737,880 3,399,306 943,790 DFC DELTA FINL CORP 192,600 196,175 15,545 DEL DELTIC TIMBER CORP 77,946 41,646 14,580 DLX DELUXE CORP 1,110,457 891,987 253,020 DNR DENBURY RESOURCES 15,178 21,010 151,775 DFS DEPARTMENT 56 186,279 319,414 42,265 DES DESC, SA DE CV (ADS) 26,902 31,402 11,235 DTH DETROIT EDISON CO 3,675 NONE 8,885 DT DEUTSCHE TELEKOM AG 101,099,040 95,128,912 4,446,135 DDRPRB DEVEL DIV RLTY D/S-B 6,295 2,442 3,570 DDR DEVELOPERS DIVER RTY CP 353,832 425,065 251,720 DV DEVRY INC 1,707,875 1,323,600 288,595 DEO DIAGEO PLC 711,660 513,452 205,455 DP DIAGNOSTIC PRODUCTS 205,919 168,975 36,725 DL DIAL CORPORATION 1,959,543 2,212,202 265,625 DO DIAMOND OFFSHORE DRI 7,251,105 8,002,591 1,423,890 DBD DIEBOLD INC 2,138,085 1,841,744 276,120 DDT DILLARD'S CAPITAL I 12,226 200 14,370 DDS DILLARD'S INC 4,834,232 3,229,397 1,329,965 DME DIME BANCORP 3,166,936 2,989,572 667,190 DMN DIMON INCORPORATED 374,828 129,784 129,505 DAP DISCOUNT AUTO PARTS 115,298 119,292 24,190 DYS DIST Y SERVICIO D&S 80,353 97,300 51,955 DLJPRT DLJ CAPITAL TRUST I 644 3,226 7,495 DHY DLJ HIGH YIELD BOND 83,404 137,958 86,335 DPH DLPH AUTO SYSTM CORP 1,438,947 1,040,725 1,939,395 DOL DOLE FOOD COMPANY 515,994 437,060 112,350 DG DOLLAR GENERAL (TN) 13,875,343 8,163,884 1,884,415 DGS DOLLAR GENL STRYPES 18,100 16,300 88,875 DTG DOLLAR THRIFTY AUTO 674,024 508,900 54,755 DPRA DOM RES CAP TRST II 600 2,901 54,235 DOM DOMIN RES BLACK WARR 7,022 7,037 27,445 D DOMINION RESOURCES 3,793,186 2,959,415 1,223,265 DCP DOMINION RESOURCES PIES 4,600 72,900 87,685 DTC DOMTAR INC. 80,113 85,219 10,620 DCI DONALDSON CO, INC 614,818 568,176 76,165 DCS DONCASTERS PLC (ADS) 11,800 16,656 18,150 DK DONNA KARAN INTL INC 39,837 28,158 128,000 DNY DONNELLEY (RR) SONS 1,959,795 1,896,516 368,565 HIL DOT HILL SYSTMS CORP 469,047 465,356 82,700 DOV DOVER CORP 3,755,535 2,741,941 854,055 DVD DOVER DOWNS ENTER 70,154 102,556 14,815 DOW DOW CHEMICAL CO 13,625,034 17,506,006 2,679,850 DJ DOW JONES & CO INC 1,589,016 1,213,184 334,875 DSL DOWNEY FINL(HLDG CO) 198,102 139,980 71,565 DPL DPL INC 1,290,755 1,224,986 285,870 DQE DQE 1,294,293 1,188,465 156,165 DSF DRESDNER RCN GLO STR 45,400 45,502 47,505 DHF DREYFUS HI YLD STRAT 159,700 310,944 203,350 DSM DREYFUS STRAT MUN BD 155,531 166,371 41,385 LEO DREYFUS STRAT MUNICP 111,689 100,469 59,375 DRQ DRIL-QUIP INC 272,801 229,083 44,915 DST DST SYSTEMS INC 504,491 467,433 543,095 DTE DTE ENERGY CO-HLDG 12,877,267 10,438,884 1,197,245 DRD DUANE READE INC 2,739,502 2,671,433 73,315 DMH DUCATI MOTR HLDG SPA 121,735 121,960 530 DCO DUCOMMUN INCORP 1,569 7,398 6,475 DNP DUFF & PHELPS UTIL 102,979 137,773 178,200 DTF DUFF&PHELPS UTIL TAX 3,400 7,271 4,905 DUC DUFF&PHLPS UTIL+CORP 76,607 21,183 42,305 DUKPRW DUKE CAP FIN TST III 655 5,324 12,460 DUKPRU DUKE CAP/FIN TRST II 212 19,000 25,785 DUKPRT DUKE CAPITAL TRUST I 16,700 NONE 15,575 DUT DUKE ENERGY 6.60% NONE 3,550 19,680 DUK DUKE ENERGY CORP 8,611,458 7,529,528 4,445,205 DKE DUKE ENERGY CORPORATE 48,912 NONE 1,169,789 DUKPRQ DUKE ENGY CP TST 7.20% 200 6,101 24,960 DUKPRV DUKE ENRGY CP TST II 19,222 28,435 18,100 DRE DUKE RLTY INV 363,735 457,835 279,975 DREPRE DUKE RLTY INVEST INC 208 3,900 3,935 DREPRF DUKE-WEEKS RLTY CORP 3,765 NONE 4,790 DD DUPONT (EI) DE NEM 7,601,896 8,069,294 3,670,035 DQPRA DUQUESNE CPTL-MIPS A 515 2,705 3,445 DVI DVI INC 45,696 43,344 19,900 DY DYCOM INDUSTRIES 1,081,323 1,114,635 391,250 DYN DYNEGY INC 6,658,155 4,094,470 2,235,770 DX DYNEX CAPITAL INC 8,896 20,006 24,070 ET E*TRADE GROUP, INC. 15,154,745 14,523,371 2,400,950 EON E.ON AG 577,558 271,297 24,510 EGR EARTHGRAINS COMPANY 897,544 617,150 102,870 EGP EASTGROUP PROPERTIES 27,604 8,596 36,165 EGPPRA EASTGROUP PROPS-9% A 7,919 6,977 1,615 EMN EASTMAN CHEMICAL CO 883,507 646,786 373,860 EK EASTMAN KODAK CO 10,722,088 9,507,405 1,666,305 ETN EATON CORP 1,684,632 1,210,334 378,320 EV EATON VANCE CORP 462,913 380,622 225,980 EVN EATON VANCE MUN INC 21,200 79,773 28,960 EVF EATON VANCE SR INCM 81,759 136,790 62,775 ECL ECOLAB INC 1,347,592 1,206,676 360,125 EIX EDISON INTERNATIONAL 7,683,809 12,550,133 2,510,860 EDO EDO CORP 91,718 40,100 83,300 EDP EDP-ELEC DE PORTUGAL 38,100 53,300 5,440 AGE EDWARDS (AG) INC 1,387,363 881,514 724,395 EW EDWARDS LIFESCI CORP 179,362 225,188 259,630 EEX EEX CORPORATION 313,701 343,502 163,915 EIXPRA EIX TRUST I 35,800 22,200 65,895 EIXPRB EIX TRUST II 31,200 45,900 48,980 EKC EK CHOR CHINA MOTOR 13,183 13,183 5,505 EPG EL PASO CORPORATION 12,066,283 14,200,003 2,765,860 EPN EL PASO ENRGY PTNR LP 192,166 125,486 136,920 ELN ELAN CORPORATION-ADS 16,206,830 14,569,116 1,664,590 ELK ELCOR CORP 2,275,645 2,123,458 99,505 EDS ELECTRONIC DATA SYS 2,517,424 1,945,469 2,682,175 EPGPRC ELPASO ENR CPTL TR I 18,100 23,600 38,985 ENL ELSEVIER NV (ADS) 15,850 31,650 8,095 AKOA EMBOTELL ANDNA A-ADS 127,600 152,900 35,365 AKOB EMBOTELL ANDNA B-ADS 22,800 15,000 16,995 EMT EMBRATEL PARTICIP SA 1,751,470 1,289,056 1,491,790 ERJ EMBR-EMP BRAL DE AER 498,043 757,849 169,910 EMC EMC CORP 20,492,474 17,759,489 23,175,635 EME EMCOR GROUP, INC 2,108,302 2,131,580 112,385 EFL EMER MKTS FLT RTE 22,602 22,602 8,615 EDF EMERG MKTS INCM F II 15,501 30,141 46,910 EMD EMERG MKTS INCM FUND 39,103 23,400 11,350 ETF EMERG MRKTS TELE FND 16,182 27,705 40,510 EMR EMERSON ELECTRIC CO 10,221,386 7,776,539 3,220,300 EDE EMPIRE DISTRICT ELEC 497,623 422,916 64,035 EOC EMPRESA NAC EL-CHILE 118,400 141,621 196,745 ICA EMPRESAS ICA SOC-ADS 87,131 109,475 81,150 ECA ENCAL ENERGY LTD 7,000 3,327 13,835 ESR ENCOMPASS SERV CORP 413,102 392,975 127,950 EAC ENCORE ACQ. CO. 52,072 60,322 125,595 ELE ENDESA S.A. (ADSS) 681,056 342,344 84,060 EN ENEL SOCIETA AZIONI NONE 6,100 6,300 EGN ENERGEN CORP 188,289 13,713 132,960 ENR ENERGIZER HLDGS INC 766,682 652,634 224,625 EAS ENERGY EAST CORP-HLD 1,150,559 761,043 398,835 ERF ENERPLUS RESOUR FND 16,313 NONE 136,885 ENI ENERSIS S.A. (ADS) 183,874 45,074 73,375 ENC ENESCO GROUP INC 17,378 12,753 37,095 EC ENGELHARD CORP 1,699,932 1,624,748 653,965 E ENI SPA (ADSS) 147,910 75,563 67,540 EBF ENNIS BUSINESS FORMS 148,756 122,039 36,575 ENEPRA ENRON CAPTL RES 9% A 17,500 26,450 5,085 EXG ENRON CORP 26,085 40,515 228,670 ENE ENRON CORP (OREGON) 10,747,447 11,387,692 5,019,070 ESV ENSCO INTERNATIONAL 4,798,801 6,571,722 1,338,385 ETM ENTERCOM COMM CORP 2,817,757 2,635,974 324,040 EAIPRA ENTERGY ARK CPTL I 800 10,300 2,760 ETR ENTERGY CORP 2,036,211 2,705,543 1,169,765 PEGPRR ENTERP. CAPIT. III 6,475 22,074 8,880 EPD ENTERPRISE PRODUCTS 194,827 199,143 50,185 EPR ENTERTAMNT PROP TRST 843,682 1,129,815 74,355 ETA ENTRADE INC 598,293 611,657 41,355 EVC ENTRVSN COMM CORP 115,405 38,403 368,610 ENZ ENZO BIOCHEM,INC. 3,619,393 3,444,927 224,230 EOG EOG RESOURCES INC 7,249,079 7,583,661 1,319,325 EOT EOTT ENERGY PARTNERS 3,958 7,042 52,595 EPC EPCOS AG 153,351 161,958 10,440 EOPPRC EQTY OFFICE PROP TST 8,170 10,045 5,700 EQRPRC EQTY RES PROP D/S-C 4,099 8,700 3,325 EQRPRD EQTY RES PROP D/S-D 4,200 1,121 9,030 EQRPRG EQTY RES PROP D/S-G 3,868 1,511 28,095 EQRPRA EQTY RES PROP 9-3/8% 3,600 800 11,200 ENT EQUANT N.V. 303,869 322,012 54,620 EFX EQUIFAX INC 3,296,691 3,038,943 397,855 EQT EQUITABLE RESOURCES 797,670 183,603 406,310 ENN EQUITY INNS INC 35,938 65,559 94,720 EOP EQUITY OFFICE PROPS 10,084,790 5,825,817 1,402,290 EQY EQUITY ONE INC 5,888 3,800 7,965 EQR EQUITY RESIDENTIAL 1,347,807 1,032,386 418,425 ERE EQUTBL RES CPTL TR I NONE 3,000 7,960 EQS EQUUS II INCORP 8,933 65 9,010 ESE ESCO TECH INC. 429,540 402,055 40,510 ESF ESPIRITO SANTO FINL 56,006 71,923 31,615 ESS ESSEX PROPERTY TRUST 28,595 36,011 62,300 ECT ESTEE LAUDER AUTO 17,114 9,525 38,475 EL ESTEE LAUDER COS INC 10,404,083 10,447,823 804,615 ESL ESTERLINE TECH CORP 107,574 43,694 98,185 ECJ ESTLUD AUT EXC SEC TST II 65,750 77,900 1,980 ETH ETHAN ALLEN INTERIOR 2,533,693 1,950,983 205,485 EY ETHYL CORP 47,852 124,946 138,560 EF EUROPE FUND INC 6,000 9,600 20,735 EWF EUROPEAN WARRANT FND 10,769 13,769 50,845 RE EVEREST RE GRP, LTD 1,376,904 1,416,830 324,030 EVG EVERGRN RESOURS INC 1,033,114 1,132,837 180,440 EWB EW BLANCH HOLDINGS 336,713 542,891 94,935 SSP EW SCRIPPS CO 316,037 237,001 117,230 EIS EXCELSIOR INCOME 10,679 10,900 1,825 EXC EXELON CORPORATION 1,979,641 1,460,645 1,394,605 EX EXIDE CORPORATION 2,057,207 2,364,116 84,820 ESA EXTENDED STAY AMER 1,395,080 1,027,985 337,320 XOM EXXON MOBIL CORP 10,404,863 9,932,844 6,663,890 FMN F & M NATIONAL CORP. 250,290 393,848 100,430 FDS FACTSET RESEARCH SYS 253,682 175,921 72,745 FVH FAHNSTOCK VINER-CL A 6,671 11,022 5,280 FIC FAIR, ISAAC & CO INC 94,145 139,540 78,825 FA FAIRCHILD CORP-CL A 184,650 218,221 31,645 FCS FAIRCHLD SEMI IN'TL 693,377 728,207 612,315 FDO FAMILY DOLLAR STORES 3,048,546 2,932,104 655,230 FNM FANNIE MAE 6,582,212 5,058,445 4,798,385 FNMPRF FANNIE MAE VAR PFD SR F 1,700 26,200 43,025 FIGPRA FARMERS GROUP CPTL 9,834 10,454 12,185 FIGPRB FARMERS GRP CPTL II NONE 2,000 3,205 FFG FBL FINANCIAL GROUP 14,964 12,239 7,915 AGM FED AGRCLTAL MTG CP 45,923 34,749 26,135 FD FED DEPT STORES 7,275,860 9,855,267 2,159,250 FDWSD FED DEPT STORES-WTSD 12,640 13,440 31,335 FSS FED SIGNAL CORP 774,451 852,919 199,695 FJA FEDDERS CORP (CL A) 14,174 22,314 7,300 FJC FEDDERS CORPORATION 114,486 91,882 47,575 FRT FEDERAL REALTY INV 176,681 132,494 141,225 FMO FEDERAL-MOGUL 20,261,130 20,509,895 409,595 FII FEDERATED INVESTORS 863,010 293,998 291,505 FDX FEDEX Corporation 4,279,067 5,070,437 1,459,880 FCH FELCOR LODGING TST INC 447,420 571,354 163,035 FGP FERRELLGAS PARTNERS 7,269 14,560 35,095 FOE FERRO CORP 322,053 268,545 121,835 FMK FIBERMARK INC 5,400 5,200 18,745 FNF FIDELITY NATL FIN 797,119 1,027,192 609,850 FLH FILA HOLDING (ADS) 120,405 122,003 25,260 FIF FINANCIAL FEDERAL 507,327 341,521 41,565 FNVPRA FINOVA FINANCE TRUST 6,400 53,302 3,190 FNV FINOVA GROUP INC 1,551,939 1,505,046 444,295 FAF FIRST AMER FINL 963,101 1,130,711 338,560 FBPPRB FIRST BANCORP 3,954 NONE 680 FBPPRA FIRST BANCORP 7.125% 4,442 NONE 1,220 FBP FIRST BANCROP(H.CO.) 16,056 12,016 27,020 FDC FIRST DATA CORP 6,400,353 5,588,591 1,965,195 FF FIRST FINANCIAL FUND 212,529 111,529 43,965 FRPRC FIRST IND RTY D/S C 701 3,031 440 FRPRE FIRST IND RTY-D/S E 808 3,489 3,535 FR FIRST INDUST REALTY 160,489 355,082 144,150 FRPRD FIRST INDUSTL 7.95% 2,973 NONE 7,855 ISL FIRST ISRAEL FUND NONE 8,253 3,535 FRC S FIRST REPUBLIC BANK 471,455 298,395 49,030 FTU FIRST UNION CORP 14,617,207 12,819,032 3,172,560 FUR FIRST UNION RE EQTY 168,046 185,852 39,020 FVB FIRST VIRGINIA BANKS 595,974 854,454 113,670 FE FIRSTENERGY CORP 7,003,712 5,701,592 730,550 FED FIRSTFED FINANCIAL 294,133 262,445 62,755 FSH FISH SCIN INTL 161,132 184,621 16,015 FBFPRJ FLEET CAP TRUST IV 8,071 9,772 9,685 FBFPRH FLEET CAPITAL TRST I NONE 2,529 2,055 FBF FLEETBOSTON FINANCIAL 13,255,276 11,926,084 4,385,615 FLE FLEETWOOD ENTER 3,943,361 3,671,918 154,675 FLM FLEMING COMPANIES 2,798,431 2,774,798 376,595 FLA FLORIDA EAST COAST I 75,451 50,998 10,390 FRK FLORIDA ROCK IND INC 314,243 398,093 45,200 FLO FLOWERS FOODS, INC. 297,556 1,213,106 256,300 FLS FLOWSERVE CORP 776,760 545,847 139,195 FLAB FLRDA EST CST IND 11,301 13,901 12,995 FLR FLUOR CORPORATION 1,363,827 1,940,176 557,380 FMC FMC CORP 158,357 263,872 327,140 FMX FOMENTO ECONMICO MEX 597,190 512,957 253,500 FTS FOOTSTAR INC 246,098 496,302 158,600 FPRB FORD MOTOR D/S-B NONE 3,736 4,050 FPRT FORD MOTOR CO CPTL I 19,500 7,200 13,350 F FORD MOTOR COMPANY 15,499,095 15,406,930 5,750,600 FCEA FOREST CITY ENT "A" 27,775 28,723 12,455 FCEB FOREST CITY ENT "B" 4,134 6,141 2,610 FRX FOREST LABS INC 2,152,590 2,431,440 1,426,735 FST FOREST OIL CORP 628,681 649,168 196,790 FTD FORT DEARBORN INCOME 31,778 29,131 11,690 FOR FORTIS SECURITIES 2,800 12,814 14,030 FO FORTUNE BRANDS INC 1,763,891 1,136,158 706,710 FWC FOSTER WHEELER CORP 909,333 1,265,274 700,280 FS FOUR SEASONS HOTELS 2,765,368 2,232,529 197,925 FOX FOX ENTERTAIN GROUP 866,019 1,297,111 535,025 FPCPRA FPC CAPITAL I 3,000 5,485 46,155 FPL FPL GROUP INC 1,654,199 1,526,470 1,118,160 FRF FRANCE GROWTH FUND 7,735 6,272 23,960 FTE FRANCE TELECOM 334,345 186,341 63,515 FFA FRANCHISE FINANCE 306,549 197,780 363,760 FC FRANKLIN COVEY CO. 58,357 65,969 12,125 FEP FRANKLIN ELECTRONIC 13,800 14,120 11,840 FMI FRANKLIN MULTI-INCME 1,088 17,205 8,135 BEN FRANKLIN RESOURCES 2,623,553 3,121,616 689,995 FT FRANKLIN UNIVERSAL 30,048 71,451 36,375 FREPRK FREDDIE MAC 5.79% 25,000 1,091 34,175 FRE FREDDIEMAC VOTING 4,629,305 6,249,447 3,883,265 FCXPRC FREEPORT C&G D/S II 2,515 NONE 3,985 FCXA FREEPORT-MCMOR C&G-A 384,617 343,503 64,345 FCX FREEPORT-MCMOR C&G-B 3,915,269 3,452,219 594,490 FCXPRA FREEPRT C&G D/S-STP 26,700 25,000 35,365 FCXPRB FREEPRT C&G D/S-GOLD 89,201 81,223 8,445 FMT FREMONT GENERAL CORP 2,788,827 2,899,645 213,975 FMTPR FREMONT GENL FIN I 88,181 91,466 7,645 FMSPR FRESENIUS MED-ADS PF NONE 6,178 3,260 FMS FRESENIUS MEDCAL-ADS 525,129 529,397 33,535 FDP FRESH DEL MONTE PROD 189,592 184,300 32,785 FBR FRIED,BILLNG,RAMSEY 1,336,127 1,272,407 35,320 FGH FRIEDE GOLDMAN INTL 1,422,190 1,211,927 1,057,110 FTO FRONTIER OIL CORP 31,363 30,020 81,735 FBN FURNITURE BRANDS INT 1,323,893 1,073,122 233,790 FWCPRA FW PFD CAP TRUST I 8,500 13,000 21,270 GCV GABELLI CONV SECS 31,700 34,812 12,410 GCVPR GABELLI CONV SECS 8% 2,349 NONE 700 GAB GABELLI EQUITY TRST 1,399,069 1,077,125 184,030 GGT GABELLI GLOB MULTMED 7,500 3,107 11,890 GUT GABELLI UTILITY TRST 28,300 30,515 10,290 GBL GABL ASSET MGMNT INC 29,019 16,393 28,605 GBP GABLES RESIDENTIAL 504,812 279,148 88,570 GNL GALEY & LORD INC. 65,000 69,831 50,485 GLC GALILEO INTL INC 893,861 1,581,938 323,435 AJG GALLAGHER (ARTHUR J) 1,221,161 1,165,422 321,450 GLH GALLAHER GROUP PLC 179,148 254,300 39,910 GCI GANNETT CO INC 2,668,055 2,729,389 1,050,160 GPS GAP,INC 5,343,343 5,367,946 3,901,845 GDI GARDNER DENVER MCHNY 78,797 75,653 24,350 IT GARTNER GROUP CL-A 2,494,627 2,728,173 311,450 ITB GARTNER GROUP CL-B 251,596 284,246 86,035 GTW GATEWAY,INC. 13,062,992 11,680,797 2,331,905 GMT GATX CORP 1,023,806 793,698 168,385 GET GAYLORD ENT CO 151,051 110,065 28,395 QGCX GC COMPANIES INC 6,694 506,024 13,315 GMA GEN MOTORS ACCP CORP 5,588 NONE 57,900 GY GENCORP INC 134,765 112,041 62,985 DNA GENENTECH INC 7,367,099 6,145,393 2,697,210 GAM GENERAL AMER INV 666,095 685,577 29,095 BGC GENERAL CABLE CORP 126,840 150,103 129,290 GDC GENERAL DATACOMM 3,766,136 3,505,063 102,455 GD GENERAL DYNAMICS 944,987 1,602,927 1,133,005 GE GENERAL ELECTRIC CO 119,933,799 94,681,486 30,552,125 GGPPRA GENERAL GROWTH 7.25% 9,700 10,919 80,530 GIS GENERAL MILLS, INC 2,661,724 4,897,862 1,029,300 GM GENERAL MOTORS CORP 7,811,522 7,737,277 2,933,045 SEM GENERAL SEMICONDUCTR 3,605,317 3,665,037 227,705 GCO GENESCO INC 3,663,442 3,722,041 286,015 GGP GENL GROWTH PROPS 2,058,401 2,009,959 224,600 GMH GENL MOTORS CL H 2,951,012 4,161,626 4,585,120 GEN GENRAD, INC 416,189 584,827 111,130 GK GENTEK INC 34,122 32,184 25,675 GPC GENUINE PARTS CO 1,404,139 1,191,104 350,170 GPEPRA GEOG PWR CAP TRST IV 14,200 NONE 22,620 GPEPRV GEORG PWR CTL TR III 10,820 6,200 6,900 GGC GEORGIA GULF 1,517,226 1,442,720 131,655 GPB GEORGIA POWER 6.60% 5,092 6,067 18,790 GPF GEORGIA POWER CO. NONE 3,126 8,380 GPW GEORGIA-PACIFIC CORP 235,099 279,211 45,760 GRB GERBER SCIENTIFIC 114,950 120,022 83,920 GGB GERDAU S.A. 112,200 59,000 26,520 GER GERMANY FUND INC 10,457 21,657 45,260 GI GIANT INDUSTRIES 14,695 34,335 11,155 GIL GILAN ACTIVEWEAR INC 1,036,514 813,873 100,120 G GILLETTE CO 11,797,296 11,040,860 3,284,985 GLG GLAMIS GOLD LTD 16,720 24,000 193,235 GSK GLAXO WELLCOME PLC 4,075,764 3,957,834 1,001,905 GTS GLBL TELESYSTEMS GRP 28,899,174 28,705,248 1,512,410 GLBPRA GLEN REAL TRT 7 3/4% 38,500 42,500 14,345 GLB GLENBOROUGH REALTY 214,630 259,429 75,425 GRT GLIMCHER REALTY 106,313 193,717 72,580 GX GLOBAL CROSSING LTD. 55,967,677 59,000,931 7,520,965 GHI GLOBAL HI INC DOLLAR 2,300 101 29,980 GLM GLOBAL MARINE 3,976,977 5,530,334 2,206,285 GDF GLOBAL PARTNERS INCM 7,700 41,200 24,530 GPN GLOBAL PAYMENTS INC 993,941 1,004,574 158,690 GAI GLOBAL-TECH APPLIANC 384 10,218 9,495 GG GOLDCORP INC 17,816 18,467 13,350 GSB GOLDEN STATE BANCORP 2,853,923 3,238,400 1,192,045 GDW GOLDEN WEST FINCORP 1,935,719 827,871 944,770 GS GOLDMAN SACHS GROUP 9,313,065 6,449,798 4,365,120 GR GOODRICH BF CO 1,105,581 1,230,070 577,590 GDP GOODRICH PETRL 90,346 60,289 19,135 GT GOODYEAR TIRE RUBBER 8,842,454 7,814,035 1,072,525 GOT GOTTSCHALKS INC 5,436 7,465 18,180 IRE GOV+CO BANK IRE-ADS 18,532 18,305 14,995 GP GP CORP (GP GROUP) 8,968,384 8,470,042 1,663,735 TGP GP CORP (TIMBER GRP) 251,663 234,965 147,470 GPX GP STRATEGIES CORP 18,444 19,602 12,300 GPU GPU INC 1,499,988 1,584,729 643,825 GGG GRACO INC. 150,498 68,662 48,050 GWW GRAINGER (WW) INC 2,699,056 2,138,509 455,490 GVA GRANITE CONSTRUCTION 743,865 605,937 97,740 GRP GRANT PRIDECO INC 3,257,815 3,535,226 1,461,585 GCS GRAY COMM SYS (CL A) 2,512 7,012 3,160 GCSB GRAY COMM SYS (CL B) 2,516 NONE 14,890 GAJ GREAT ATL & PAC T CO 23,400 23,400 19,375 GAP GREAT ATL & PACIFIC 530,566 375,209 87,740 GLK GREAT LAKES CHEMICAL 1,898,501 2,068,758 223,645 GLPRA GREAT LAKES REIT 9.75% NONE 3,025 5,880 GL GREAT LAKES REIT INC 33,595 19,048 23,520 GNI GREAT NTHRN IRON ORE 39,981 62,964 6,550 GCH GREATER CHINA FUND 42,456 44,791 20,130 GMP GREEN MOUNTAIN PWR 13,476 4,772 16,895 GPT GREENPOINT FINANCIAL 1,263,483 1,225,461 394,180 GFF GRIFFON CORPORATION 41,665 19,476 41,135 GPI GROUP 1 AUTOMOTIVE 54,265 46,829 37,930 ABG GROUPE AB SA (ADSS) 14,600 25,617 10,175 DA GROUPE DANONE (ADSS) 26,501 72,331 30,310 GPK GRP PCKG INT'L CORP 54,835 54,835 15,510 GTR GRP TRIB, S.A. DE CV 7,177 20,091 8,060 CEL GRPO IUACELL, S.A. 72,700 76,444 143,065 GWL GRT-WST LIF&AN INS 3,813 1,134 21,165 GBE GRUBB & ELLIS 46,701 59,701 10,755 GMK GRUMA SA DE C V ADS 5,000 10,000 445 ASR GRUPO AEROPRT DEL SU 5,900 16,422 48,940 SAB GRUPO CASA AUTREY SA 47,600 49,029 945 EKT GRUPO ELEKTRA SA CV 235,300 264,296 34,995 IMY GRUPO IMSA SA CV-ADS 2,802,600 1,500 9,180 GID GRUPO INDUST DURANGO 11,000 11,000 2,005 MSK GRUPO INDUSTL MASECA 21,830 17,993 6,330 RC GRUPO RADIO CENT-ADS 13,400 14,000 10,110 TV GRUPO TELEVISA (GDS) 2,024,634 1,581,487 627,595 GTK GTECH HLDGS CORP 340,078 361,268 435,465 GSH GUANGSHEN RWY CO-ADS 20,000 20,050 13,220 GUC GUCCI GROUP NV 1,313,642 852,784 269,590 GES GUESS ? INC 1,362,381 1,484,075 59,115 GDT GUIDANT CORPORATION 5,348,229 6,319,507 1,992,095 GOU GULF CANADA RES LTD 530,607 351,173 637,980 GRL GULF INDONISIA RES 76,880 77,280 28,215 HCB H&CB 181,547 298,828 180,365 HQH H&Q HEALTHCARE INVST 22,660 25,864 46,000 HQL H&Q LIFE SCI INVEST 56,775 132,383 43,450 HAE HAEMONETICS CORP 174,684 83,742 188,950 HAL HALLIBURTON CO-HLDG 9,990,174 12,609,752 3,387,265 HMK HA-LO INDUSTRIES INC 473,712 543,194 152,455 HKF HANCOCK FABRICS INC 12,021 13,669 78,630 HDL HANDLEMAN CO 42,475 47,321 88,475 HGR HANGER ORTHOPEDIC GP 2,200 24,426 40,715 HC HANOVER COMPRESSOR 5,290,737 4,222,129 975,885 HAN HANSON PLC (NEW-ADS) 55,803 59,773 49,370 H HARCOURT GENERAL 1,334,369 1,499,380 303,885 JH HARLAND (JOHN H) CO 146,196 122,127 54,715 HDI HARLEY-DAVIDSON, INC 18,593,716 18,135,063 2,096,890 HAR HARMAN INTL 817,356 568,852 204,265 HET HARRAH'S ENTERTAIN 3,525,461 4,367,988 724,485 HRS HARRIS CORP 497,485 485,527 525,160 HBCPR HARRIS PFD CAPL CORP 1,480 3,936 10,115 HSC HARSCO CORP 523,012 365,070 141,950 HHS HARTE-HANKS COMM 240,010 215,697 167,035 HIGPRB HARTFORD CAPITAL II 3,150 6,800 15,840 HIGPRQ HARTFORD CPTL I-QUIP 3,890 800 12,810 HIG HARTFORD FINL SVCS 1,037,798 2,228,465 1,527,600 HLIPRB HARTFORD LIFE CAP II 4,400 NONE 51,380 HLIPRA HARTFRD LIFE CP 7.20 8,934 22,494 10,810 HMX HARTMARX CORP 14,769 12,819 27,020 HAS HASBRO INC 3,672,381 4,031,771 500,520 HAT HATTERAS INCOME SEC. 7,700 5,300 3,875 HVT HAVERTY FURNITURE CO 249,595 142,999 51,945 HE HAWAIIAN ELEC INDUST 1,918,419 1,969,577 93,415 HAZ HAYES LEMMERZ INTL 126,880 109,345 14,580 HCA HCA-HEALTHCARE CO. 34,322,484 33,312,958 2,102,905 HCC HCC INSURANCE HLDGS 1,365,881 1,012,746 414,075 HED HEAD N.V. 41,900 94,100 21,330 HCPPRB HEALTH CARE PROP SER B 5,405 4,911 8,380 HCPPRA HEALTH CARE PROP INV 407 3,400 2,055 HCP HEALTH CARE PROPERTY 693,108 658,173 159,775 HCN HEALTH CARE REIT 261,043 265,739 81,480 HMA HEALTH MGMT ASSOC"A" 4,073,437 2,804,285 1,330,145 HNT HEALTH NET, INC. 5,420,768 5,323,728 531,745 HR HEALTHCARE REALTY TR 250,163 147,347 107,285 HPS HEALTHPLAN SVCS CORP 25,824 44,724 49,130 HRC HEALTHSOUTH CORP 5,759,011 6,455,341 1,931,595 HTV HEARST-ARGYLE T.V SER-A 132,163 169,449 24,500 HL HECLA MINING CO 130,446 110,958 146,390 HEIA HEICO CORP CL-A 84,425 12,817 23,285 HEI HEICO CORPORATION 217,834 319,774 23,550 HNZ HEINZ (HJ) CO 3,992,924 4,593,148 1,093,965 OTE HELLENIC TELECOMM ORG 194,700 184,810 72,980 HF HELLER FINANCIAL-CLA 444,048 733,832 407,380 HP HELMERICH & PAYNE 1,424,700 1,330,192 530,370 HPC HERCULES INC 4,366,024 4,983,133 328,605 HPCPRA HERCULES TRUST I 141,100 156,500 27,035 HSY HERSHEY FOODS CORP 2,976,089 2,130,551 701,940 HWP HEWLETT-PACKARD (DE) 17,028,024 17,185,432 6,818,985 HXL HEXCEL CORP 967,499 1,080,049 69,130 HIB HIBERNIA CORP (CL A) 1,641,757 1,634,186 421,230 HIO HIGH INCOME OPP FUND 94,886 94,916 122,695 HYI HIGH YIELD INCOME FD 73,100 76,484 12,800 HYP HIGH YIELD PLUS FUND 195,942 219,642 31,005 HIC HIGHLANDS INS GROUP 68,680 140 170,615 HIW HIGHWOODS PROPERTIES 163,526 216,043 221,300 HRH HILB ROGAL & HAMILTN 14,001 26,009 46,105 HB HILLENBRAND IND, INC 822,333 743,643 132,420 HLT HILTON HOTELS CORP 4,723,865 4,642,316 1,310,560 HSP HISP BRDCSTNG CORP 1,142,723 1,249,947 635,280 HIT HITACHI LTD (ADS) 197,790 90,787 49,375 HLR HOLLINGER INTL 1,025,642 690,339 221,165 HD HOME DEPOT INC 20,686,791 16,564,906 8,149,280 HME HOME PROPS OF NY 164,100 195,179 65,200 HBI HOMEBASE INC. 4,192,814 4,044,737 237,485 HM HOMESTAKE MINING CO 1,562,282 1,950,960 1,656,800 HNI HON INDUSTRIES INC 545,872 327,898 94,600 HMC HONDA MOTOR CO (ADS) 127,261 66,501 43,845 HON HONEYWELL INT'L INC 4,922,161 3,347,560 5,984,535 HMN HORACE MANN EDUCATOR 798,585 671,110 145,150 HRL HORMEL FOODS CORP 781,187 765,228 194,220 HPT HOSPITALITY PROP TRT 414,840 629,387 181,080 HMTPRA HOST MARRIOTT CL-A 4,846 11,166 9,160 HMTPRB HOST MARRIOTT CL-B 8,651 16,865 9,340 HMT HOST MARRIOTT CORP 10,754,542 9,188,215 578,710 HMTPRC HOST MARRIOTT CORP. CL-C 3,112 NONE 56,511 HTN HOUGHTON MIFFLIN CO 1,149,899 999,849 125,805 HIPRX HOUSEHOLD CAP TRST V 4,105 22,454 18,560 HIPRP HOUSEHOLD CAP TST IV NONE 5,214 18,035 HIPRF HOUSEHOLD CAPT TS VI 2,811 784 23,540 HI HOUSEHOLD INTL 5,019,347 6,358,193 2,479,715 THX HOUSTON EXPL CO 262,050 183,248 59,135 HOV HOVNANIAN ENTERP INC 497,337 Not Listed 232,789 HWL HOWELL CORP 958,306 860,916 12,135 HRP HRPT PROP TRUST 313,446 298,563 315,100 HSE HS RESOURCES INC 263,971 258,000 114,180 HBBPRB HSBC BK PLC SR B 2,024 NONE 3,845 HBBPRC HSBC BK PLC SR C NONE 7,214 8,125 HBBPRD HSBC BK PLC SR D NONE 2,863 8,060 HBC HSBC HOLDINGS PLC 407,839 435,951 121,035 HBAPRF HSBC USA INC $2.8575 PFD 8,085 7,585 7,925 HNP HUANENG PWR INTL-ADS 198,455 151,600 102,160 HUBA HUBBELL INC CL A 5,182 9,000 10,095 HUBB HUBBELL INC CL B 524,869 592,730 130,340 HU HUDSON UNITD BANCORP 1,033,922 1,075,928 108,405 HUF HUFFY CORP 266,464 728,424 47,830 HUG HUGHES SUPPLY INC 685,681 628,012 64,030 HGT HUGOTON ROYALTY TRST 14,027 21,677 84,310 HUM HUMANA INC 1,209,271 1,348,518 965,465 HUN HUNT CORP 2,327 NONE 7,030 HCO HUNTCO INC NONE 8,453 7,040 HWY HUNTWAY REFINING CO NONE 6,357 77,040 HBP HUTTIG BUILD PROD 99 40,179 38,560 HYC HYPERCOM CORP 425,433 438,654 51,640 HTR HYPERION TOTAL RTN 6,196 9,400 49,235 IBP IBP, INC. 2,181,442 1,587,242 2,604,935 IBN ICICI BANK LIMITED 144,500 105,000 30,705 IC ICICI LIMITED ADS 367,800 354,600 75,250 ICN ICN PHARMA INC 3,752,194 3,722,772 500,910 IDA IDACORP INC(HLDG CO) 609,653 292,053 174,950 IEX IDEX CORP 1,249,301 1,279,601 40,375 IDT IDT CORP. 1,147,185 850,334 122,655 IHP IHOP CORP 87,278 162,860 41,705 IKN IKON OFFICE SOLUTION 2,296,015 2,287,843 452,000 ITW ILL TOOL WORKS INC 6,656,673 7,137,404 1,243,535 IMN IMATION CORP 406,325 624,038 91,040 IGL IMC GLOBAL INC 4,780,458 5,110,655 418,125 IMR IMCO RECYCLING INC. 243,670 237,395 32,045 ICI IMPER CHEM (ADS) 296,786 317,194 113,545 ITY IMPERIAL TOBACCO GRP 23,630 19,412 9,235 RX IMS HEALTH INC 4,340,837 5,813,792 1,237,295 N INCO LIMITED 2,975,816 1,401,518 1,009,685 NWG INCO LIMITED WTS 4,870 NONE 6,180 IMJ IND MICH PWR 8%-2026 2,339 175 1,510 IFN INDIA FUND 169,040 233,495 119,920 IGF INDIA GROWTH FUND 313 24,470 28,340 IMK INDIANA MI POW 7.60% 130 3,000 5,495 IF INDONESIA FUND 75,600 76,100 7,650 NTZ INDUST NATUZZI (ADR) 38,250 4,100 110,600 IBA INDUSTRIAS BACHOCO 9,216 23,430 3,445 NDE INDYMAC MTGE HLDGS 1,085,521 457,880 741,130 IFX INFINEON TECH AG 411,412 55,540 167,460 IN INFONET SERV CORP 1,074,093 1,037,681 400,670 IHI INFORMATION HLDGS INC 123,995 112,816 38,410 INGPRB ING CAP. FD TST II 15,775 4,000 24,050 ING ING GROEP NV (ADSS) 188,158 152,149 209,310 IRPRI INGERSLL-RAND INCOME 27,700 22,100 57,765 IR INGERSOLL-RAND CO 3,542,820 3,454,406 1,087,085 IM INGRAM MICRO INC 1,086,452 786,521 283,520 KPA INNKEEPERS USA TRUST 355,746 361,946 159,790 KPAPRA INNKEEPERS USA TST 8.625 NONE 2,417 17,185 IOG INNOGY HOLDINGS PLC 56,132 56,233 8,800 IO INPUT/OUTPUT INC 211,350 77,433 136,420 IFS INSIGNIA FIN GRP INC 700,309 643,873 33,560 PIF INSURED MUNI INC FD 31,661 32,461 25,220 IFF INT FLAVORS & FRAG 1,622,577 682,581 690,930 IEE INTEG ELECTRIC SERV 59,993 58,487 42,810 IPR INTERNATIONAL POWER 21,468 175 28,685 IPX INTERPOOL, INC. 8,921 6,821 8,990 IPG INTERPUBLIC GROUP 10,075,769 5,998,083 1,953,365 IBC INTERSTATE BAKERIES 810,447 966,295 206,935 ITN INTERTAN INC 305,393 203,906 168,435 ITP INTERTAPE POLY GRP 186,600 209,626 39,605 IBI INTIMATE BRANDS INC 4,718,070 2,272,725 597,470 IBM INTL BUSINESS MACH 23,533,403 17,142,257 11,719,570 IBMPRA INTL BUSINESS PRA 1,800 25,025 13,575 IGT INTL GAME TECHNOLOGY 3,912,105 3,502,674 802,040 IMC INTL MULTIFOODS CORP 170,551 167,630 51,555 IP INTL PAPER CO 10,718,471 9,787,426 2,867,525 IRF INTL RECTIFIER CORP 12,952,067 10,063,110 2,742,385 ISP INT'L SPEC PRODS INC 29,667 21,642 29,540 IDR INTRAWEST CORP 599,200 626,445 32,865 IVC INVACARE CORPORATION 1,183,798 1,076,496 128,695 GHS INVESCO GLOBAL HLTH 42,748 61,948 149,185 PPM INVEST GRADE MUNI 6,789 4,001 9,855 ITG INVEST TECH GROUP 669,698 617,159 250,475 IOM IOMEGA CORPORATION 4,859,632 5,604,747 883,820 ION IONICS, INCORP. 420,347 374,462 46,805 IPS IPSCO INC (COM SHS) 36,300 40,073 2,755 IRL IRISH INVESTMENT 2,200 NONE 8,505 IRM IRON MOUNTAIN INCORP 2,396,862 2,363,881 137,990 IRS IRSA INVER Y REP-GDS 36,707 39,707 38,900 IRT IRT PROPERTY CO 143,278 135,293 43,250 IOO ISHARES TRUST 164,356 7,337 61,505 IST ISPAT INTL N.V. 2,945 5,163 45,650 SFI ISTAR FINANCIAL INC 264,912 402,262 114,510 SFIPRD ISTAR FINANCIAL PRD NONE 3,574 3,105 ITXPR IT GROUP INC DP PFD 16,789 16,200 740 ITX IT GROUP, INC 284,561 286,007 41,790 ITA ITALY FUND INC 8,150 8,152 6,340 ESI ITT EDUCATIONAL SVCS 1,320,488 1,119,935 335,285 ITT ITT INDUSTRIES (IND) 872,772 578,507 312,435 IXX IVEX PACKAGING CORP 40,088 25,902 73,965 SJM J.M. SMUCKER COMPANY 175,784 167,555 26,260 JPT J.P. MOR CHA CAP IX NONE 34,320 70,025 JPMPRC J.P. MORGN CHSE 10.84% 136,900 73,401 10,975 JPM J.P. MORGN CHSE & CO 18,064,262 19,881,737 9,930,120 JBL JABIL CIRCUIT INC 8,286,789 5,199,561 2,487,380 JBX JACK IN THE BOX INC 1,212,996 627,915 412,510 JEC JACOBS ENGINEERING 770,264 508,896 230,285 JEQ JAPAN EQUITY FUND 126,504 118,258 45,035 JOF JAPAN OTC EQTY FUND 276,474 290,750 87,780 JFC JARDINE FLEMING CHIN 3,500 5,559 11,655 JDN JDN REALTY CORP 115,873 75,690 79,795 JDNPRA JDN RLTY CORP. 9.375% 361 2,490 2,280 JEF JEFFERIES GROUP INC 247,117 146,744 60,180 JS JEFFERSON SMRFIT-ADS 5,359 9,923 43,135 JP JEFFERSON-PILOT CORP 1,381,795 776,618 479,435 PPF JH PATRIOT PFD DIV 5,200 6,424 5,945 PDF JH PATRIOT PRM DIV 1 5,000 5,629 9,880 DIV JH PATRIOT SEL DIV 7,501 10,870 7,155 JLG JLG INDUSTRIES INC 2,312,177 1,754,016 144,290 JASA JO-ANN STORES CL-A 21,378 22,569 58,025 JASB JO-ANN STORES CL-B 12,500 15,500 43,305 BTO JOHN HANCOCK BANK 43,044 67,997 250,825 JHI JOHN HANCOCK INVEST 15,500 7,541 8,875 JHF JOHN HNCK FINCL SERV 2,161,667 1,739,925 1,120,380 JNC JOHN NUVEEN CO "A" 139,698 148,218 45,005 JWA JOHN WILEY & SONS-A 37,407 41,913 54,960 JNJ JOHNSON & JOHNSON 35,626,375 11,095,086 7,749,600 JCI JOHNSON CONTROLS INC 1,685,011 1,002,974 498,305 JNY JONES APPAREL GROUP 4,410,303 4,412,852 851,655 JLL JONES LANG LASLL INC 71,508 74,560 43,025 JRC JOURNAL REGISTER CO 244,968 130,848 90,500 JPR JP REALTY INC 46,688 57,912 35,330 KNP K N ENERGY, INC. 40,511 36,499 31,160 KTO K2 INC. 29,921 32,278 17,075 KLU KAISER ALUMINUM 2,093,543 2,194,005 55,705 KPP KANEB PIPEL-SR PREF 52,524 51,059 16,770 KAB KANEB SVCS INC. 144,165 146,349 83,840 KSU KANS CITY SOUTH INDS 1,003,486 1,110,494 363,600 KLT KANSAS CITY PWR LT 2,746,145 2,941,724 221,985 KRTPR KARMONT REALTY SER B 2,091 5,346 915 KDN KAYDON CORPORATION 379,993 317,526 60,180 KBH KB HOME 4,043,244 3,468,781 795,480 KBHPRI KB HOME INCOME PRIDES NONE 3,800 268,825 KLTPRT KCPL FINANCING I NONE 4,891 3,435 KCS KCS ENERGY INC 2,275,756 1,779,200 168,310 KEI KEITHLEY INSTRUMENTS 564,586 350,905 458,130 K KELLOGG CO 3,796,089 3,077,986 765,960 KWD KELLWOOD COMPANY 968,354 989,690 69,350 KEM KEMET CORP. 3,988,436 3,810,303 879,850 KMT KENNAMETAL INC 416,673 466,626 135,650 KCP KENNETH COLE CL A 1,429,374 795,758 229,025 KNT KENT ELECTONICS 364,424 277,061 621,365 KMG KERR-MCGEE CORP 4,160,521 3,757,796 908,030 KMD KERR-MCGEE CORP. 5.50% 14,876 56,853 47,975 KEG KEY ENERGY GROUP INC 1,177,381 1,000,029 794,925 KP KEY PRODUCTION CO 169,227 235,345 67,370 KME KEY3MEDIA GROUP INC 99,526 65,580 95,060 KEY KEYCORP 3,127,484 3,736,531 1,249,905 KSE KEYSPAN CORPORATION 2,337,906 2,354,763 539,900 KES KEYSTONE CONSOL 68,447 68,447 3,230 KRC KILROY REALTY CORP 444,125 161,565 116,070 KMB KIMBERLY CLARK CORP 3,912,824 4,467,872 2,243,505 KIM KIMCO REALTY CORP 1,262,391 1,274,730 148,870 KIMPRD KIMCO RLTY DP 7.50% 49,001 48,801 49,505 KIMPRB KIMCO RTY-D/S 8-1/2% 3,469 NONE 2,260 KIMPRC KIMCO RTY-D/S 8-3/8% 5,631 292 4,190 KMP KINDER MORGAN ENERGY 561,568 568,369 142,110 KMI KINDER MORGAN INC 6,140,170 6,582,998 711,740 KG KING PHARMACUTLS,INC 3,402,975 2,707,372 1,148,545 KGC KINROSS GOLD CORP 17,865 32,139 221,195 KEX KIRBY CORPORATION 304,515 251,643 28,670 KLM KLM ROYAL DUTCH AIR 158,905 156,689 39,040 KM KMART CORP 35,980,350 35,372,539 3,040,220 KMPRT KMART FINANCING I 6,436 18,103 103,805 KRI KNIGHT RIDDER 16,311,973 16,768,527 517,255 KE KOGER EQUITY INC 35,438 47,505 121,355 KSS KOHL'S CORPORATION 8,368,024 7,861,288 2,241,835 PHG KONINK PHIL ELECTRNS 3,268,273 2,079,076 1,939,110 AHO KONINKLIJKE AHOLD NV 494,705 401,164 64,180 KPT KONOVER PROP TRUST 3,441 427 35,390 KEP KOREA ELEC PWR (ADS) 1,882,378 1,728,153 696,805 KEF KOREA EQUITY FUND 5,500 5,500 18,415 KF KOREA FUND INC 87,920 131,953 145,110 KTC KOREA TELECOM CORP 988,678 886,103 647,585 KIF KOREAN INVEST FUND 26,600 37,000 16,635 KFY KORN/FERRY INTNL 1,506,518 1,361,645 115,055 KRT KRAMONT REALTY TRUST 34,700 40,554 22,965 KR KROGER COMPANY 19,423,797 17,301,743 4,518,870 KVA K-V PHARMACUTCAL CL-A 209,827 264,239 89,240 KVB K-V PHARMACUTICAL CL-B 80,770 76,531 11,800 KYO KYOCERA CORP (ADS) 118,585 44,120 54,400 LLL L-3 COMMUNICATIONS 3,095,221 2,037,038 585,905 LH LAB CORP OF AMR HLDG 412,449 457,449 441,465 LRW LABOR READY INC 448,554 439,259 124,355 LBC LABORATOR CHILE-ADS 1,005,000 1,000,000 17,870 LAB LABRANCHE & CO INC 2,969,453 4,199,248 647,115 LG LACLEDE GAS CO 129,442 110,454 27,930 LAF LAFARGE CORPORATION 952,351 1,178,665 142,040 LHP LAKEHEAD PIPE LINE 81,157 96,825 32,710 LMS LAMSON & SESSIONS CO 34,900 57,200 36,965 LFG LANDAMERICA FINL GRP 43,868 196,884 220,755 LNY LANDRY'S SEAFD REST 174,002 73,256 57,540 LE LANDS' END, INC. 1,673,455 1,788,292 111,335 LHO LASALLE HOTEL PROPS 39,210 34,454 46,030 LZB LA-Z-BOY INCORP 1,371,330 1,260,449 108,415 LEA LEAR CORPORATION 802,752 1,088,932 486,375 LEE LEE ENTERPRISES INC 107,620 93,056 76,755 LM LEGG MASON INC 1,481,640 1,618,315 393,850 LEG LEGGETT & PLATT 2,640,476 2,907,051 393,035 CYI LEHMAN ABS CORP 2001-7 3,930 NONE 23,800 CFN LEHMAN ABS CORP. 2001-11 3,900 NONE 6,567 CYR LEHMAN ABS CORP. 2001-9 3,479 NONE 12,375 LEH LEHMAN BROTHERS HLDG 4,700,648 4,341,216 3,299,600 LEHPRI LEHMN BR HLD CAP TRI 4,000 9,462 24,440 LEN LENNAR CORP 5,548,603 2,860,417 1,150,390 LII LENNOX INT'L INC. 534,895 380,394 102,065 LUK LEUCADIA NATIONAL 569,525 729,347 63,820 LXP LEXINGTON CORP PROPS 5,811 18,440 20,460 LXK LEXMARK INTL GRP "A" 6,646,523 4,079,202 1,496,305 LBY LIBBEY INC 136,098 83,620 22,190 LBI LIBERTE INVESTORS-DE 7,250 7,250 1,620 USA LIBERTY ALL-STAR EQT 630,154 475,644 128,450 ASG LIBERTY ALL-STAR GRO 175,033 83,133 33,185 LC LIBERTY CORP 6,919 9,140 15,955 L LIBERTY FINL COS INC 123,553 131,018 165,765 LRY LIBERTY PROPERTY TST 351,735 973,223 173,085 LLY LILLY (ELI) & CO 8,103,067 6,921,608 3,874,370 LTD LIMITED INC 4,065,573 2,868,198 1,525,610 LNC LINCOLN NATIONAL CP 2,374,680 1,986,563 1,106,425 LNCPRZ LINCOLN NATIONAL III NONE 3,791 8,930 LND LINCOLN NATL INCOME 500 3,389 2,845 LNCPRG LINCOLN NTL (GWT) 5,400 5,548 215 LNCPRI LINCOLN NTL (INCM) 20,400 19,417 21,355 LNN LINDSAY MANUFACT CO 33,344 21,101 18,095 LIN LINENS`N THINGS INC 2,620,833 2,584,255 839,145 LAD LITHIA MOTORS, INC. 12,850 12,850 7,590 LIT LITTON IND, INC 430,365 401,434 821,420 LIZ LIZ CLAIBORNE, INC. 2,025,969 1,925,825 431,040 LRT LL&E ROYALTY TRUST 77 10,377 72,275 LNR LNR PROPERTY CORP 223,756 173,575 80,555 LMT LOCKHEED MARTIN CORP 3,147,820 2,767,259 1,761,175 LOD LODGIAN, INC. 1,395,260 2,839,230 148,825 LTR S LOEWS CORP 2,457,811 1,488,415 665,495 LDP LONDON PACIFIC GRP 7,343 38,824 159,050 LSS LONE STAR TECH 517,063 644,018 120,700 LDG LONGS DRUG STORES 535,284 789,234 225,270 LFB LONGVIEW FIBRE CO 98,303 50,238 110,880 LOR LORAL SPACE & COMMUN 29,591,572 30,031,051 3,687,750 LD LOUIS DREYFUS NATURL 795,335 592,608 207,205 LPX LOUISIANA-PACIFIC 1,589,609 1,666,746 496,615 LOW LOWE'S COMPANIES 10,288,680 9,961,586 3,554,155 LSI LSI LOGIC CORP 25,312,309 13,904,621 5,941,550 LTC LTC PROPERTIES 72,669 80,769 100,540 LZ LUBRIZOL CORP, THE 757,608 813,006 257,785 LUB LUBY'S CAFETERIAS 631,729 486,922 62,210 LU LUCENT TECHNOLOGIES 37,047,310 33,097,686 29,178,395 LUX LUXOTTICA GRP (ADS) 503,391 760,610 221,305 LYO LYONDELL PETROCHEM 1,766,546 1,970,931 444,280 MFW M&F WORLDWIDE CORP 5,760 760 22,140 MTB M&T BANK CORP 1,328,943 1,347,748 278,550 MDC M.D.C HOLDINGS, INC. 542,931 305,349 158,915 MSD M.S. EMER MKTS DEBT 9,234 25,908 74,210 MHO M/I SCHOTTENSTEIN HO 45,375 43,924 27,475 MRD MACDERMID INC 716,074 730,156 38,645 MAC MACERICH COMPANY 284,495 209,329 106,185 CLI MACK-CALI REALTY CRP 175,031 319,407 271,450 MGL MAGELLAN HEALTH SVCS 396,293 193,153 91,725 MGAPRB MAGNA INT'L INC 2,146 4,400 7,635 MGA MAGNA INTL INC. CL A 1,868,856 1,555,832 134,985 MAG MAGNETEK INC 84,780 75,630 40,555 MTA MAGYAR TAVKOZLESI RT 406,675 371,581 72,005 MWL MAIL-WELL INC 424,048 498,583 141,395 MAL MALAN REALTY INVSTRS 100 58,600 29,330 MF MALAYSIA FUND 3,600 8,927 32,510 MHY MANAGED HI INCM PORT 48,400 14,990 63,100 HYF MANAGED HI YLD+FUND 11,792 52,190 93,830 MTU MANAGED MUNI PORT II 3,429 6,920 14,345 MMU MANAGED MUNI PORTFOL 14,800 28,800 31,480 MBG MANDALAY RESORT GRP 6,719,332 4,845,920 491,060 MTW MANITOWOC COMPANY 787,054 889,215 92,330 HCR MANOR CARE,INC. 1,420,191 1,551,269 729,525 MAN MANPOWER INC 1,661,868 1,873,522 386,305 MSV MANUFACT SERV LIMIT 86,823 459,223 325,495 MHC MANUFD HOME COMMUNS 154,045 159,413 31,645 MFC MANULIFE FINAN CORP 527,881 702,584 280,455 MCS MARCUS CORPORATION 226,054 184,291 13,705 MRL MARINE DRILLING CO 789,886 1,481,818 477,050 TUG MARITRANS INC 8,440 6,548 18,295 MKL MARKEL CORP 442,054 408,387 46,350 MAR MARRIOTT INTL"A" 9,478,282 5,143,209 1,351,065 MMC MARSH AND MCLENNAN 1,960,071 2,265,427 1,521,140 MI MARSHELL & ILSLEY 479,585 868,483 191,400 MLM MARTIN MARIETTA MTLS 1,124,773 1,198,210 141,795 MVL MARVEL ENTER/INC 2,258,300 2,318,683 185,890 MAS MASCO CORP 15,410,060 14,451,960 1,752,640 MYS MASISA S.A. 1,708,700 1,713,700 4,360 MEE MASSEY ENERGY CO. 888,172 1,361,729 696,140 MCI MASSMUTUAL CORPORATE 5,802 5,962 3,715 MTZ MASTEC INC(FLORIDA) 1,869,307 1,444,584 195,570 MSC MATERIAL SCIENCES 48,151 48,419 13,950 MC MATSUSHITA ELC (ADS) 386,508 231,066 174,600 MAT MATTEL INC 12,304,806 11,391,383 2,557,535 MVK MAVERICK TUBE CORP 971,375 1,012,709 226,900 MMS MAXIMUSM INC. 1,725,096 1,160,201 106,230 MAY MAY DEPARTMENT STORE 1,808,728 3,418,239 1,667,625 MYG MAYTAG CORPORATION 1,716,222 1,545,552 496,800 MBE MBIA INC. 8% 2,787 49,351 15,650 MBI MBIA, INC. 1,513,057 1,887,024 766,110 KRB MBNA CORP 8,288,138 6,235,219 3,113,270 MNI MCCLATCHY CO-HLDG CO 118,157 52,345 29,670 MKC MCCORMICK & COMPANY 525,716 395,657 219,920 MDR MCDERMOTT INTERN'L 1,250,881 1,474,957 401,430 MCW MCDONALD'S 7-1/2% 36 1,900 9,275 9,145 MCJ MCDONALD'S 7-1/2%'37 500 4,804 20,995 MCD MCDONALD'S CORP 18,691,459 15,605,067 5,700,805 MHP MCGRAW-HILL COS INC 2,376,641 1,734,905 602,825 MCK MCKESSON CORPORATION 5,994,111 6,334,188 1,166,410 MMR MCMORAN EXPLORATION CO 167,414 96,157 28,755 MCN MCN ENERGY GROUP INC 2,684,666 2,260,503 965,665 MCNPRS MCN FINANCING II 2,631 NONE 2,940 MDZ MDS INC 221,860 43,960 1,335 MDU MDU RESOURCES GROUP 1,915,368 369,112 575,220 MEA MEAD CORP 1,564,535 1,267,355 706,620 MIG MEADOWBROOK INS GRP NONE 4,500 6,315 MRX MED PHRMCUTCL CORP 676,821 664,238 372,425 MDA MEDIA ARTS GROUP,INC 813,483 829,200 16,170 UMGPRY MEDIAONE FINANCING B 3,347 1,300 1,030 XVF MEDIAONE GP INC 7% 19,500 66,850 55,880 UMX MEDIAONE GRP (PIES) 100,005 300 138,385 MAI MEDICAL ASSURANCE 321,900 349,979 25,795 MTPR MEDITRUST CORP-D/S A 76,600 83,300 13,090 MT MEDITRUST CORP-PAIRD 555,047 522,883 353,155 MDT MEDTRONIC INC 9,788,660 12,850,678 4,718,335 MEL MELLON FINANCAL CORP 2,602,224 3,708,586 2,305,535 WFR MEMC ELECTRONIC MATL 222,583 241,087 83,605 MW MEN'S WEARHOUSE INC 806,176 1,316,079 470,190 MRF MENTOR INCOME FUND NONE 4,500 26,065 JEM MER LYN "MITTS" 6/02 NONE 25,999 27,095 MIM MER LYN "MITTS" 9/02 1,270 13,900 5,410 IML MER LYN "STRYPES" 01 NONE 24,100 36,730 MRK MERCK & CO 15,944,754 14,536,516 5,957,755 MCY MERCURY GENERAL CORP 544,384 753,099 128,700 MDP MEREDITH CORP 1,008,482 1,108,532 139,850 MDG MERIDIAN GOLD INC 165,876 132,809 148,300 TMR MERIDIAN RES CORP 833,938 962,797 207,080 MHX MERISTAR HOSPITALITY 240,167 193,633 142,465 MTH MERITAGE CORPORATION 182,200 226,366 34,355 MERPRE MERL LYNCH PFD 7.12% 70,800 91,100 21,360 MERPRD MERRIL LYNCH TRT III 5,500 400 55,100 MER MERRILL LYNCH & CO 12,804,107 9,935,717 7,451,885 RNS MERRILL LYNCH DEP 7,625 NONE 1,780 MERPRC MERRL LYNCH 8% TOPRS 7,600 6,400 11,455 MTR MESA ROYALTY TRUST 7,719 7,651 2,280 MSB MESABI TRUST 13,544 NONE 21,045 MCC MESTEK INC 17,220 328 1,615 MUI METALS USA INC 48,147 38,666 62,010 MET METLIFE INC 12,883,585 12,261,206 2,127,045 MIU METLIFE INC 8% ESU 69,073 152,829 138,685 MXT METRIS COMPANIES INC 7,064,140 5,600,300 570,880 MGM METRO-GOLDWYN-MAYER 3,228,446 2,971,031 204,655 MTD METTLER-TOLEDO INTL 415,483 385,706 207,525 MXF MEXICO FUND INC 372,117 409,178 86,480 MCR MFS CHARTER INCOME 15,675 39,655 93,095 MGF MFS GOVT MKTS 59,888 56,603 96,880 MIN MFS INTER INC TR 33,920 29,122 202,850 MMT MFS MULTIMKT INCM TR 23,688 32,320 107,540 MFM MFS MUNICIPAL INCOME 107,179 113,023 32,085 MFV MFS SPECIAL VALUE TR 98,385 91,436 8,585 MTG MGIC INVEST CORP 3,579,890 1,601,808 1,064,265 MGG MGM MIRAGE 3,501,888 3,910,916 494,240 MUE M-HLDGS INS F II INC 52,093 28,402 39,650 MFI MICROFINANCIAL INC. 18,600 22,600 10,745 MU MICRON TECHNOLOGY 17,975,778 18,576,172 11,606,890 MME MID ATLANTIC MED SVC 1,195,126 676,880 286,515 MAA MID-AMER APART COMMU 113,614 129,409 31,650 MAAPRA MID-AMER APART-9.5%A 1,000 3,062 1,680 MDS MIDAS INC 26,823 23,172 15,805 MRR MID-ATLANTIC REALTY 189,322 336,298 16,730 MWY MIDWAY GAMES INC 590,755 602,395 49,720 MEH MIDWEST EXPRESS HLDG 314,809 335,239 34,860 MZ MILACRON INC. 279,347 446,997 109,805 MCH MILLENNIUM CHEMICALS 286,022 149,363 126,900 MLR MILLER INDUSTRIES 150,333 150,333 25,840 MIL MILLIPORE CORP 2,381,769 2,184,887 632,810 MLS MILLS CORP (THE) 1,283,257 1,162,356 99,720 MTX MINERALS TECHS 166,559 209,649 81,020 MMM MINN MNG & MFG (3M) 7,560,888 4,827,550 3,254,880 MNA MINN MUNI TERM TRUST 10,262 12,000 2,380 MIR MIRANT CORPORATION 7,608,678 6,047,534 3,188,565 MIRPRA MIRANT TRUST I 11,289 28,716 72,605 MEPRA MISSION CPTL "MIPS"A NONE 3,000 12,510 MEPRB MISSION CPTL"MIPS"B 4,400 14,400 4,950 GRO MISSISSIPPI CHEMICAL 1,107,645 905,982 55,910 MND MITCHELL ENERGY CL A 211,325 283,543 201,055 MLT MITEL CORP 941,090 786,440 165,640 MTF MITSUBISHI TOKYO FIN 1,831,017 Not Listed 234,967 MIJ MITTS DUE SEPT 2005 14,500 NONE 9,250 NUT ML MACADAMIA ORCHARD NONE 2,014 18,315 MBT MOBILE TELESYST OJSC 77,125 73,210 63,915 MPS MODIS PROF SERV INC. 1,148,971 1,269,577 179,090 MHK MOHAWK INDUSTRIES 2,091,633 1,564,362 214,545 MNC MONACO COACH CORP 730,355 706,381 65,340 MON MONSANTO COMPANY 287,814 119,607 258,420 MTP MONTANA PWR CO 1,033,458 901,354 721,200 MTS MONTGOMERY ST INC-MD 19,114 20,401 7,870 MNY MONY GROUP INC,(THE) 593,012 532,060 146,090 MCO MOODY'S CORPORATION 1,420,371 1,743,825 349,875 IQN MORGAN DN NY QLTY 7,400 3,000 4,545 AFF MORGAN STAN AFRICA 1,652 9,650 57,960 APF MORGAN STAN ASIA-PAC 1,807 7,060 109,825 MSF MORGAN STAN EMER MKT 5,050 33,350 33,525 MGB MORGAN STAN GLBL OPP 4,102 17,687 8,430 MSY MORGAN STAN HIGH YLD 69,989 76,008 19,670 IIF MORGAN STAN INDIA 10,099 14,300 95,345 MWD MORGN STAN DEAN WITT 12,690,925 11,508,192 8,225,430 MRG MORTON'S RESTAURANT 66,825 31,825 28,465 MOTPRA MOTOROLA CAP TRST I 126,300 67,738 66,550 MOT MOTOROLA INC 36,332,639 35,316,846 15,886,700 MSO MRTHA STWRT LVN OMDA 2,820,080 2,501,084 120,045 MSM MSC INDUST DIRECT CO 325,355 306,418 77,735 MNS MSC.SOFTWARE CORP 46,796 33,160 63,130 ICS MSDW CAL MUN SEC SBI 7,900 24,500 2,250 IIC MSDW CAL/INC/TRSTSBI NONE 19,232 9,105 MWC MSDW CAPITAL TRUST I 9,761 16,500 22,885 RNE MSDW EASTRN EURP FND 10,100 18,500 16,870 YLD MSDW GOV INC TRU SBI 549,714 506,514 40,880 GVT MSDW GOV INC TST SBI 900 2,900 35,650 YLT MSDW HI INC AD TS II 241,098 251,233 63,220 YLH MSDW HI INC ADV III 149,044 148,494 29,195 OIC MSDW INC OPP TRS III 1,600 14,600 8,800 OIB MSDW INC OPP TST II 18,600 19,371 16,210 OIA MSDW INC OPP TST SBI 8,135 38,268 19,180 ICB MSDW INC SEC INC STK 37,100 70,347 9,500 IMS MSDW INS MUN SEC SBI 16,035 6,900 6,395 IMB MSDW MUN BON TRS SBI 10,722 8,100 3,090 IQT MSDW MUN INV TRS SBI 15,300 16,411 14,870 IQM MSDW QLTY MNI SEC 9,300 20,909 12,185 IQI MSDW QUAL MUN INC TR 20,445 19,787 21,710 IQC MSDW QUAL MUN SECUR 6,400 NONE 7,735 BGS MSTANDEANWIT BRIDGES 13,600 13,600 1,420 MLI MUELLER INDUSTRIES 498,480 578,544 106,230 IIM MUN INC TRS COMM SBI 48,490 163,616 25,010 MUC MUNHLD CA INS FND II 450 11,000 48,025 MAF MUNI ADVATAGE FUND 12,100 9,800 6,460 MMA MUNI MTGE & EQTY LLC 9,972 1,000 29,335 MUA MUNIASSETS FUND 119,382 130,000 12,685 MHF MUNICIPAL HIGH INCME 48,969 59,000 21,505 MEN MUNIENHANCED FUND 26,602 13,032 54,505 MUH MUNIHLDG FUND II 37,609 44,500 19,480 MUS MUNIHLDGS INSD FUND 59,500 37,400 17,745 MUJ MUNIHLDGS NJ INS FND 10,400 32,927 25,930 MFL MUNIHOLDINGS FL INSD 27,096 50,558 43,040 MHD MUNIHOLDINGS FUND 18,210 28,002 23,015 MHN MUNIHOLDINGS NY INSD 18,038 4,040 40,570 MCA MUNIYIELD CAL INS II 27,800 45,400 14,495 MFT MUNIYIELD FLA INSD 26,500 27,415 4,825 MYF MUNIYIELD FLORIDA 18,461 22,562 15,770 MYD MUNIYIELD FUND 277,459 279,800 35,600 MYI MUNIYIELD INS FUND 174,907 159,934 69,115 MIY MUNIYIELD MICH INSD 15,608 42,908 16,610 MYM MUNIYIELD MICHIGAN 15,500 7,600 9,645 MYJ MUNIYIELD NJ FUND 20,800 45,089 13,105 MJI MUNIYIELD NJ INSD 63,246 62,008 7,425 MYN MUNIYIELD NY INSURED 4,989 9,989 32,020 MPA MUNIYIELD PENN FUND 36,627 46,815 9,665 MQT MUNIYIELD QUAL II 8,800 18,000 18,080 MQY MUNIYIELD QUALITY 5,901 4,989 28,575 MUR MURPHY OIL CORP 2,091,652 540,338 424,710 MM MUTUAL RISK MGMNT 463,747 673,320 390,910 MYL MYLAN LABS INC 2,939,206 2,331,737 769,310 NC NACCO IND (CL A) 198,782 259,675 33,400 NWPRB NAT WSTMNSTR (ADS-B) 11,793 9,609 7,885 NWPRC NAT WSTMNSTR (ADS-C) 4,173 7,962 7,810 NWXPRA NAT WSTMNSTR (EXCAP) 2,500 NONE 40,155 NTG NATCO GROUP INC. 97,600 91,500 27,785 NCC NATIONAL CITY CORP 5,610,844 5,086,135 1,227,585 NDC NATIONAL DATA CORP 2,111,683 1,769,388 178,210 NHI NATIONAL HEALTH INV 135,635 203,370 63,235 NPK NATIONAL PRESTO IND 78,284 66,215 9,700 NAP NATIONAL PROCESSING 17,741 142,844 25,860 NSM NATIONAL SEMICONDUCT 5,859,730 3,727,454 4,346,785 NSI NATIONAL SERVICE 1,401,704 1,251,179 161,155 NOI NATIONAL-OILWELL INC 2,091,725 2,227,996 820,480 NBM NATIONS BAL TRGT MAT 7,839 NONE 5,570 NGI NATIONS GVT INC 2003 3,500 7,544 19,225 NGF NATIONS GVT INC 2004 10,800 14,800 18,025 NRI NATIONSRENT INC 276,608 240,300 51,385 NFS NATIONWIDE FIN SRVS 195,756 316,269 175,375 NHP NATIONWIDE HLTH PROP 464,139 304,069 157,555 NAU NATL AUS BNK (EXCAP) 765,961 999,563 182,360 NBG NAT'L BANK OF GREECE 86,880 86,880 48,940 NSV NAT'L EQUIP SVCS INC 27,821 42,121 4,600 NFG NATL FUEL GAS 545,934 344,637 144,150 TEE NATL GOLF PROPS (MD) 116,302 104,692 26,365 NGG NAT'L GRID GROUP PLC 62,541 59,571 6,940 NVH NAT'L R.V. HOLDINGS 114,327 126,243 15,825 NRX NATL RURAL UTIL 7.375% 200 5,100 12,710 NS NATL STEEL CORP "B" 134,534 119,405 17,995 NCI NAVIGANT CONSULTING 582,377 504,164 171,795 NAV NAVISTAR INTL (HLDG) 2,956,823 2,051,705 305,555 NBPRA NB CAPITAL TRUST I 2,755 5,789 26,695 NBD NB CAPITL CORP-D/S A 2,575 5,300 10,270 NCH NCH CORP 6,471 8,267 10,480 NCS NCI BUILDING SYSTEMS 231,916 165,817 32,795 NCR NCR CORPORATION 4,537,820 3,601,351 632,435 NMGA NEIMAN MARCUS CL-A 1,689,570 1,848,124 197,385 NMGB NEIMAN MARCUS CL-B 17,896 15,596 52,355 NWK NETWORK EQUIP TECH 60,788 68,999 58,110 NEU NEUBERGER BERMAN INC 2,033,736 1,755,035 307,165 HYB NEW AMER HI INC FUND 9,503 48,968 88,250 DNB NEW D&B CORPORATION 751,857 907,983 241,705 NEB NEW ENGLAND BUSINESS 165,155 134,638 17,215 GF NEW GERMANY FUND 25,200 3,324 31,825 NJR NEW JERSEY RESOURCES 85,707 79,137 29,865 NXL NEW PLAN EXCEL R/TR 693,840 781,408 192,575 NYT NEW YORK TIMES CO 3,715,577 2,848,023 617,710 NWL NEWELL RUBBERMD INC 8,258,927 8,161,998 1,040,850 NFX NEWFIELD EXPLORATION 1,543,535 1,359,611 314,210 NHL NEWHALL LAND FARM 12,900 14,939 19,730 NEM NEWMONT MINING CORP 9,350,341 8,305,108 1,769,390 NR NEWPARK RESOURCES 394,502 826,508 374,970 NNS NEWPORT NEWS SHIPBLD 95,423 139,861 156,375 NPW NEWPOWER HLDGS, INC 590,043 570,710 219,385 NWSA NEWS CORP (ADS-PFD) 10,535,720 9,621,318 847,160 NWS NEWS CORP LTD (ADS) 8,153,513 6,673,171 727,740 NOPPRA NEWSCORP OVERSEAS-A 3,406 1,100 12,080 NXY NEXEN INC. 96,763 409,178 37,600 NMK NIAG MOHK HLDGS INC 974,751 505,601 577,835 GAS NICOR, INC 237,966 269,675 181,130 NKE NIKE INC CLASS B 3,734,212 3,712,367 1,205,590 NTT NIPPON TEL & TEL-ADS 265,415 246,890 214,760 NIC NIPSCO CPT MKT 7.75% 3,133 572 1,560 NIPRB NIPSCO INDUSTRS INC. 138,630 173,684 30,455 NSE NISOURCE INC 149,794 141,480 120,255 NI NISOURCE INC 5,736,230 5,057,771 930,960 NJP NJ ECO DEV AUTH 7.60 5,439 NONE 11,820 NL NL INDUSTRIES 143,271 174,334 22,085 NBL NOBLE AFFILIATES,INC 634,422 1,005,390 599,875 NE NOBLE DRILLING CORP 4,720,220 5,502,051 1,832,385 NOK NOKIA CORP-ADS A-SHR 13,230,187 10,734,052 14,297,275 JWN NORDSTROM INC 6,540,967 4,718,755 543,790 NSC NORFOLK SOUTHERN CO 3,001,529 2,571,633 1,202,500 NHY NORSK HYDRO AS (ADS) 89,037 115,900 20,065 NTK NORTEK, INC 120,730 106,587 29,010 NT NORTEL NETWORKS CORP 41,418,583 39,219,488 19,643,805 NET NORTH EUROPEAN OIL NONE 8,192 14,870 NFB NORTH FORK BANCORP 5,197,806 4,799,279 631,240 NU NORTHEAST UTILITIES 855,800 664,844 481,605 NOC NORTHROP GRUMMAN CRP 3,334,978 1,358,505 1,003,135 NWN NORTHWEST NAT GAS CO 162,295 130,771 53,465 NOR NORTHWESTERN CORP 271,133 264,483 38,575 NCXPRA NOVA CHEMICALS 9.04% 5,135 100 12,805 NCX NOVA CHEMICALS CORP. 498,878 438,670 57,865 NIS NOVA CORP. (GA) 1,096,586 1,004,432 244,505 NVS NOVARTIS AG 4,155,721 3,519,431 503,895 NFI NOVASTAR FIANCAL INC 3,577 7,487 4,705 NVO NOVO-NORDISK (ADS) 44,330 36,616 12,305 NRG NRG ENERGY INC 5,005,919 2,874,862 1,553,485 NRZ NRG ENERGY, INC. 10,205 136,850 253,765 NSS NS GROUP INC 416,775 388,982 109,320 NST NSTAR 1,093,761 1,146,504 116,555 NBP NTHRN BORDER PARTNER 17,181 19,481 50,035 NAB NTL AUSTRL BNK (ADS) 858,861 1,090,065 31,135 NLI NTL ICORPORATED 9,474,098 9,978,894 1,187,320 NFSPRA NTWD FIN SVC CAP II NONE 2,027 10,215 NUS NU SKIN ASIA PACIFIC 67,779 40,612 67,680 NUE NUCOR CORP 1,679,951 1,999,217 412,210 NEV NUEVO ENERGY CO 146,095 147,583 77,180 NEVPRT NUEVO FINANCING I 4,964 386 505 NUI NUI CORP. (HOLD CO.) 11,521 23,477 26,040 NAZ NUVEEN AZ PREM INCM 12,089 1,501 1,880 NQC NUVEEN CA INV QUAL 8,948 1,800 11,775 NCO NUVEEN CA MUN MKT OP 9,844 12,400 6,010 NCA NUVEEN CA MUN VAL 9,500 1,335 14,840 NCP NUVEEN CA PERF + MUN 6,500 8,300 8,910 NUC NUVEEN CA QUAL INCME 7,400 2,300 18,075 NVC NUVEEN CA SEL QUAL 15,396 34,400 21,575 NTC NUVEEN CT PRM INC MU 10,300 53,814 5,965 NUF NUVEEN FL QUAL INCME 12,602 23,707 13,070 NQF NUVEEN FLA INV QUAL 44,101 36,600 14,995 NCL NUVEEN INSD CA PRM 2 24,500 10,500 10,365 NXC NUVEEN INSD CA SEL 10,739 3,100 8,735 NPC NUVEEN INSD CAL PREM 12,619 12,618 5,070 NFL NUVEEN INSD FL PREMF 37,542 33,359 12,770 NIO NUVEEN INSD MUNI OPP 9,202 22,760 99,205 NNF NUVEEN INSD NY PREM 18,489 14,900 8,095 NXN NUVEEN INSD NY SEL 11,062 17,800 3,340 NPX NUVEEN INSD PREM 2 143,735 151,017 46,235 NQI NUVEEN INSD QUAL MUN 14,428 12,300 29,520 NQM NUVEEN INV QUAL MUN 16,564 NONE 37,860 NMT NUVEEN MA PREM INCM 29,550 5,750 3,305 NMY NUVEEN MD PREM INCM 75,286 70,873 9,940 NMP NUVEEN MI PREM INCM 45,242 9,400 5,045 NUM NUVEEN MI QUAL INCME 27,300 25,200 7,525 NMA NUVEEN MUN ADV FUND 31,501 38,723 47,545 NMI NUVEEN MUN INCM FUND 51,749 50,360 6,275 NMO NUVEEN MUN MKT OP 10,783 24,404 41,000 NUV NUVEEN MUN VAL FUND 13,169 7,347 177,230 NNC NUVEEN NC PRM INC MU 8,770 8,964 5,330 NQJ NUVEEN NJ INV QUAL 36,524 54,400 35,600 NNJ NUVEEN NJ PREM INCM 18,121 5,200 13,025 NQN NUVEEN NY INV QUAL 12,651 45,527 19,335 NNY NUVEEN NY MUN VAL 1 14,567 14,775 NNP NUVEEN NY PERF + MUN NONE 6,700 14,710 NUN NUVEEN NY QUAL INCME 49,300 61,099 20,050 NVN NUVEEN NY SEL QUAL 6,000 30,300 22,780 NUO NUVEEN OH QUAL INCME 14,795 12,000 16,535 NQP NUVEEN PA INV QUAL 33,701 71,900 19,515 NPY NUVEEN PA PRM INCM 2 700 4,933 13,170 NPP NUVEEN PERF + MUN 29,399 8,100 60,720 NPI NUVEEN PREM INCM MUN 20,526 56,459 44,180 NIF NUVEEN PREM INSD MUN 55,834 58,600 15,980 NPF NUVEEN PREM MUN INCM 21,181 17,600 14,775 NPM NUVEEN PRM INC MUN 2 4,739 274 38,465 NPT NUVEEN PRM INC MUN 4 8,108 17,051 44,015 NQU NUVEEN QUAL INCM MUN 39,209 88,430 64,840 NIM NUVEEN SEL MAT MUN 31,100 57,700 11,515 NQS NUVEEN SEL QUAL MUNI 8,937 NONE 34,505 NXP NUVEEN SEL TAX-FREE 30,398 44,500 17,130 NXQ NUVEEN SEL TAX-FREE2 13,393 4,900 16,290 NXR NUVEEN SEL TAX-FREE3 6,842 3,500 11,560 NSL NUVEEN SR INCOME FND 239,600 498,391 141,620 NTX NUVEEN TX QUAL INCME 17,300 51,700 6,630 NPV NUVEEN VA PREM INCM 75,751 79,051 8,375 NAC NUVEN CAL DVD ADV MF 8,200 8,200 24,645 NAD NUVEN DIV ADV MUNI F 42,100 21,775 67,305 NAN NUVEN NY DIV ADV MF 37,800 95,300 13,080 NVPPRB NVP CAPITAL III 3,300 11,100 3,580 NYE NYCOMED AMERSHAM-ORD 152,350 80,370 29,075 OO OAKLEY INC 1,050,845 1,120,092 244,495 OH OAKWOOD HOMES CORP 165,520 237,671 92,200 OXY OCCIDENTAL PETROL 4,897,433 5,843,956 1,253,075 OEI OCEAN ENERGY, INC. 3,572,548 2,439,601 1,435,955 OII OCEANEERING INTL 473,908 276,286 101,705 OCN OCWEN FINANCIAL CORP 613,510 556,565 131,995 ODP OFFICE DEPOT INC 7,277,304 5,704,998 1,455,415 OMX OFFICEMAX INC 2,535,957 2,864,679 330,695 OGE OGE ENERGY (HLDG CO) 2,529,554 2,655,788 317,215 OECPRM OHIO ED 7.75% CL A NONE 2,000 1,329 OIS OIL STATES INT'L,INC 5,500 23,600 96,865 VIP OJSC VIMPEL-COMM-ADS 276,703 230,800 67,550 ORI OLD REPUBLIC INTL 482,830 278,454 392,010 OLN OLIN CORPORATION 321,082 411,755 200,780 OMG OM GROUP INC 849,812 710,308 90,740 OHI OMEGA HLTHCARE INVST 209,518 223,018 53,590 OMM OMI CORPORATION 348,134 2,805,882 407,570 OCR OMNICARE INC 1,605,863 1,640,973 467,420 OMC OMNICOM GROUP INC. 8,086,636 7,765,675 1,193,085 OMN OMNOVA SOLUTIONS INC 62,523 60,733 62,145 OCQ ONEIDA LTD 465,967 319,872 34,695 OKE ONEOK INC. 484,056 439,028 141,835 OMS OPPEN MULTI-SECTOR 39,658 26,900 42,040 OE ORBITAL ENGINE (ADR) 351,100 385,576 39,265 ORB ORBITAL SCIENCES CORP 2,422,991 2,712,867 93,355 OS OREGON STEEL MILLS 16,537 47,354 131,180 OEH ORIENT-EXP HOTELS 1,873,202 1,893,314 54,695 ORN ORION PWR HLDGS INC 1,892,225 1,144,796 615,615 IX ORIX CORP 1,180 5,709 5,215 OCA ORTH CENTR OF AMER 10,052,734 8,734,984 721,320 OSM OSMONICS, INC. 2,210 50 6,010 OSI OUTBACK STEAKHOUSE 4,848,607 3,781,719 713,330 OSG OVERSEAS SHIPHOLD 112,061 75,095 68,240 OMI OWENS & MINOR (HLDG) 3,725,074 3,586,861 164,210 QOWC OWENS CORNING 4,548,211 7,907,238 548,015 OI OWENS-ILLINOIS INC 5,337,522 5,234,155 234,885 OIPRA OWENS-ILLINOIS$2.375 89,580 57,987 25,390 OXM OXFORD IND INC 7,045 9,857 3,670 OXYPRB OXY CAPITAL TRUST I 10,885 14,033 21,640 POC P&O PRINCESS CRUISES 24,099 18,379 26,480 GLT P.H. GLATFELTER CO. 100,088 47,061 57,800 PAI PACIF AMER INCM SHS 11,700 17,614 8,350 BOH PACIF CENTURY FINL 2,113,235 1,809,253 358,550 PCW PACIFIC CENT CYBER 3,795,842 359,736 193,070 PAG PACIFIC GULF PROPS 18,643 35,429 52,225 PTV PACTIV CORPORATION 721,111 867,214 423,120 PKF PAKISTAN INVESTMENT 5,000 115 171,045 PLL PALL CORP 2,068,752 2,154,936 399,465 PNP PAN PACIF RETAIL PRP 73,120 67,227 54,120 PB PANAMER BEVERAGES"A" 372,526 379,084 300,755 PVI PANAVISION INC 29,450 27,400 1,195 PKE PARK ELECTROCHEMICAL 1,091,454 987,338 171,465 PKD PARKER DRILLING CO 246,982 410,543 420,290 PH PARKER-HANNIFIN CORP 1,664,181 1,366,995 502,385 PKY PARKWAY PROPERTIES 12,987 6,347 19,280 PKYPRA PARKWAY PROPS-8.75%A 7,558 8,612 4,375 PRE PARTNERRE LTD 371,428 339,008 145,970 PREPRA PARTNERRE LTD - 8% A 125 12,936 8,780 POG PATINA O&G CORP-COM 1,466,182 1,524,061 104,020 POGWS PATINA O&G-WTS5/2001 14,150 21,150 18,620 PXR PAXAR CORPORATION 111,438 105,774 105,625 PSS PAYLSS SHOE-HLDGS CO 279,736 503,499 209,940 PKG PCKGNG CORP OF AMER 305,297 160,883 143,100 PSO PEARSON PLC 237,156 196,378 47,080 PY PECHINEY (ADSS) 180,300 10,700 8,780 PDX PEDIATRIX MEDICAL GR 683,407 686,619 68,860 PECPRX PENELEC CAPITAL TST 7,024 20,065 6,115 PNN PENN ENGINEERING 52,421 48,551 11,060 PEI PENN REAL ESTATE INV 34,005 27,712 21,205 PTA PENN TREATY AMERICAN 1,134,125 888,428 135,485 PVA PENN VIRGINA CORP 9,528 4,798 47,240 PNG PENN-AMERICA GROUP 26,904 22,203 3,080 JCP PENNEY (JC) CO 9,073,614 8,896,651 1,940,430 PZL PENNZOIL-QUAKER STA 1,308,252 1,415,564 199,870 PNR PENTAIR INC 618,222 979,218 240,025 PME PENTON MEDIA INC 409,579 303,138 288,595 PGL PEOPLES ENERGY CORP 283,595 427,114 208,335 PBG PEP BOTTLING GRP INC 456,913 448,783 411,440 PBY PEP BOYS M M & JACK 489,829 1,206,416 409,360 PAS PEPSIAMERICAS, INC 1,664,038 1,456,805 127,145 PEP PEPSICO INC 20,690,707 15,104,574 4,542,805 GEM PEPSI-GEMEX SACV-GDS 221,035 215,645 25,285 PDA PERDIGAO S.A. NONE 6,250 360 PC PEREZ COMPANC S.A. 193,013 317,365 148,265 PKI PERKIN-EMLER,INC. 1,237,977 1,394,968 909,600 PBT PERMIAN BASIN ROYLTY 8,233 4,584 36,025 PER PEROT SYSTEMS CORP. 1,162,140 1,078,435 171,815 PGA PERSONNEL GROUP AMER 679,539 724,389 78,595 IIT PERUSAHAN PT INDOSAT 64,562 89,938 92,000 TLK PERUSAHAN PT TELEKOM 77,222 180,333 227,390 PBR PETRO BRASILEIRO S A 13,671,631 12,433,724 1,196,200 PCZ PETRO-CANADA (SHS) 414,677 206,778 42,500 PTR PETROCHINA CO LMTD 39,022 51,810 77,920 PBRA PETROLEO BRASILEIRO ADS 2,011,734 1,708,213 381,320 PEO PETROLEUM & RESOURCE 360,407 403,889 20,400 PGO PETROLEUM GEO-SRVS 683,040 462,310 249,315 PFD PFD INCME FUND INC 11,356 9,258 7,460 PFO PFD INCME OPP FUND 7,630 5,314 5,985 PV PFEIFFER VACUUM-ADSS 22,205 28,505 3,845 PFE PFIZER INC 21,773,507 20,825,495 16,759,450 PCG PG&E CORP (HLDG CO) 2,819,089 4,374,481 2,954,355 PRX PHARMACEUTICAL RES 149,381 144,497 66,045 MCT PHARMACIA CORP 61,595 112,125 82,290 PHA PHARMACIA CORP 14,117,564 12,362,266 4,831,105 PD PHELPS DODGE CORP 2,619,014 2,640,404 773,815 POB PHIL AUTH FOR IND D 2,060 12,207 24,105 PSC PHIL SUBURBAN CORP 261,643 270,333 63,645 MO PHILIP MORRIS COS 14,542,106 16,800,251 9,322,665 PHI PHILIPPIN LD TEL-ADS 3,117,705 3,454,366 102,185 PHIPRA PHILIPPINE LDTEL-GDS 1,974,000 1,945,330 10,825 PPRC PHILLIPS 66 CPTL I 1,297 5,139 8,820 P PHILLIPS PETROLEUM 24,090,887 22,551,206 1,913,330 PVH PHILLIPS-VAN HEUSEN 318,182 170,279 88,595 PNY PIEDMONT NAT GAS CO 253,977 269,999 74,320 PIR PIER 1 IMPORTS 1,973,671 1,145,413 543,855 PPR PILGRAM PRIM RATE TST 106,513 83,005 217,930 CHXA PILGRIM"S PRIDE CORP NONE 4,424 25,160 CHX PILGRIM'S PRIDE CL-B 141,308 138,914 39,095 PCM PIMCO COMML MTG SECS 18,294 14,953 15,340 PNW PINNACLE WEST CAP 815,983 833,820 353,345 PNK PINNCLE ENTRMNT,INC 278,974 177,298 77,370 PIO PIONEER CORP. 5,050 10,250 8,035 PXD PIONEER NATURAL RES 388,851 416,391 450,685 PBI PITNEY BOWES 1,911,829 1,640,665 628,825 PZB PITTSTON BRINK'S GRP 805,799 885,866 239,090 PDGPRA PLACER DOME (COPRS) 3,075 8,400 7,595 PDG PLACER DOME INC. 2,408,660 2,702,512 1,121,160 PAA PLAINS ALLAMER. PIPELINE 101,406 51,857 24,410 PLT PLANTRONICS INC 2,300,628 1,520,976 547,430 PLA PLAYBOY ENT CL B 216,282 247,351 28,050 PYX PLAYTEX PRODUCTS 588,689 621,120 34,570 PLPRT PLC CAPITAL TRUST I 700 3,280 2,610 PCL PLUM CREEK TIMBER CO 3,301,535 3,297,622 208,240 PMI PMI GROUP INC 528,264 198,095 363,255 PNC PNC BANK CORP 3,054,213 2,213,897 1,472,685 PPP POGO PRODUCING CO 3,267,582 2,918,559 318,005 PPPPRQ POGO TRUST I(QUIPS)A 10,050 10,000 19,205 PKX POHANG IRON & STEEL 592,805 1,716,858 314,220 PII POLARIS INDUSTRIES 799,756 329,229 151,780 PRD POLAROID CORP 1,359,795 774,134 368,400 RL POLO RALPH LAUREN 1,298,191 1,357,202 141,265 PGI POLYMER GROUP INC 14,787 148,873 380,775 POL POLYONE CORP 993,956 646,017 343,090 POP POPE AND TALBOT, INC 57,361 54,403 45,435 PPSPRB POST PROP 7 5/8% PFD NONE 2,800 1,255 PPS POST PROPERTIES 300,312 246,884 125,070 POT POTASH CORP SASKTCHN 492,748 558,358 184,850 PCH POTLATCH CORP 1,608,035 1,369,031 146,885 POM POTOMAC EL PWR CO 4,598,364 4,204,491 428,255 POMPRT POTOMAC ELEC TRUST I 19,321 2,700 10,565 PT POTUGAL TELECOM(ADS) 869,131 891,001 110,645 PWG POWERGEN (ADS-ORD) 22,922 31,722 35,020 PPG PPG IND INC 1,919,015 4,315,509 964,965 PPL PPL CORPORATION 1,550,906 717,920 767,805 PX PRAXAIR INC 1,563,087 1,125,408 909,375 PCP PRECISION CASTPARTS 546,459 365,364 265,910 PDS PRECISION DRILLING 698,820 761,721 490,915 PMBPR PREMIER CAP TRST I 2,117 NONE 1,750 PP PRENTISS PROPERTIES 122,486 41,529 90,475 PPD PRE-PAID LEGL SERV 6,260,957 4,554,583 467,960 PR PRICE COMM CORP 274,118 472,532 222,550 PDE PRIDE INTERNATIONAL 3,035,042 3,410,208 769,745 PGE PRIME GROUP REAL TST 7,872 11,533 52,530 PDQ PRIME HOSPITALITY 589,438 601,024 152,700 PRT PRIME RETAIL INC 280,842 284,842 116,520 PRM PRIMEDIA INC. 4,795,939 4,800,263 430,590 PPE PRK PL ENT'MENT CORP 3,876,022 3,916,976 1,191,565 PG PROCTER AND GAMBLE 12,993,395 14,095,347 3,816,190 PGN PROGRESS ENERGY, INC 3,857,269 4,076,196 530,115 PGR PROGRESSIVE CORP 2,507,999 2,445,165 527,025 PGF PROGRESSIVE RETN FUN NONE 2,040 9,530 PLD PROLOGIST TRUST 761,869 1,091,494 275,550 PHY PROSP ST HI INC 911,402 886,502 72,415 POI PROTECTION ONE INC. 54,187 51,673 96,780 PL PROTECTIVE LIFE CORP 1,109,215 1,279,308 198,425 PVN PROVIDIAN FINL CORP 8,715,391 9,765,261 2,415,175 PUK PRUDENTIAL PLC 391,306 50,525 217,655 PSAA PUB STR DP SH A 5,309 400 34,485 PNM PUB SVC NEW MEXICO 2,365,293 1,609,167 355,890 PSAPRF PUBLIC STORAG 9.75%F 7,318 3,075 1,185 PSAPRE PUBLIC STORAGE 10%-E 8,261 11,392 2,780 PSAPRC PUBLIC STORAGE A/R-C 2,790 6,327 3,065 PSAPRJ PUBLIC STORAGE D/S-J 7,998 8,200 5,060 PSA PUBLIC STORAGE INC 700,684 514,287 214,505 PSAPRQ PUBLIC STORAGE, INC SR-Q. 10,400 5,300 31,825 PSAPRH PUBLIC STORAGE-D/S H 6,100 3,100 6,365 PEG PUBLIC SVC ENTER GRP 2,170,291 1,828,985 748,435 PUB PUBLICIS GROUPE S.A. 29,273 509 2,130 PSD PUDGET ENERGY, INC. 2,082,355 2,326,413 396,660 PTZ PULITZER INC 237,954 139,390 30,565 PHM PULTE CORP 1,732,974 931,989 412,705 PRS PURE RESOURCES,INC 45,260 36,455 42,355 PDI PUTNAM DIV INCM FUND 6,100 4,000 7,675 PCF PUTNAM HI INCM CONV 750 4,274 28,745 PMG PUTNAM INV GRADE II 38,904 11,104 15,955 PGM PUTNAM INVEST GRADE 9,130 32,679 16,915 PMM PUTNAM MANAGED MUN 160,920 172,798 48,720 PMT PUTNAM MASTER INCOME 9,706 19,600 72,845 PIM PUTNAM MASTER INTERM 44,149 82,737 145,090 PTM PUTNAM MNGD HI YLD 46,335 56,906 11,450 PMO PUTNAM MUNI OPP TRST 92,516 67,400 17,670 PPT PUTNAM PREMIER INCME 91,721 29,749 167,975 PMH PUTNAM TAX-FREE HLTH 6,654 5,250 15,105 PXT PXRE GROUP LTD 39,274 19,274 14,475 KWR QUAKER CHEMICAL CORP 3,089 11,786 5,760 OAT QUAKER OATS CO 1,318,669 2,332,515 973,390 NX QUANEX CORP 191,095 149,836 17,555 PWR QUANTA SERVICES INC 5,367,439 5,079,382 544,760 DSS QUANTUM DLT & STORAGE 1,027,721 981,325 639,095 IQW QUEBECOR WORLD INC. 1,272,029 1,386,853 6,680 DGX QUEST DIAGNOSTICS 472,252 598,111 376,865 STR QUESTAR CORP 171,428 269,810 203,700 ZQK QUICKSILVER INC 883,098 848,660 270,625 LQ QUINENCO SA (ADSS) 3,010,800 3,001,300 19,715 Q QWEST COMM INT'L INC 20,146,541 20,635,067 6,147,835 RHD R.H. DONNELLEY CORP 246,724 316,150 122,020 RDN RADIAN GROUP INC 1,086,069 511,911 394,080 RSH RADIOSHACK CORP 3,376,609 2,881,274 2,629,825 RAH RALCORP HOLDGS 512,781 488,618 44,190 RAL RALSTON-RALSTON PUR 1,740,843 2,193,774 956,675 RPT RAMCO-GERSHENSON PRP 1,075 3,780 6,760 RRC RANGE RESOURCES CORP 967,860 560,567 233,285 RJF RAYMOND JAMES FINL 646,224 583,807 213,830 RYN RAYONIER INC 332,533 315,298 93,345 ROV RAYOVAC CORPORATION 1,481,310 1,157,370 218,515 RTNA RAYTHEON CO CL A 457,366 487,351 331,930 RTNB RAYTHEON CO CL B 7,639,469 7,493,388 1,302,590 RCS RCM STRAT GLOBAL GVT 33,809 21,671 53,315 RDA READER'S DIGEST "A" 2,151,675 2,374,883 586,765 RDB READER'S DIGEST "B" 18,472 6,000 10,640 OUI REALTY INC CRP 8.25% 300 2,742 6,125 O REALTY INCOME CORP 318,130 271,583 42,555 RA RECKSON ASSOC REALTY 5,963,613 5,442,500 211,865 RAB RECKSON ASSOC RLTY CL-B 17,166 1,001 40,005 RWT REDWOOD TRUST INC 47,553 40,767 22,545 RBK REEBOK INTL LTD 3,109,628 3,825,424 600,345 RUK REED INTL PLC (ADS) 104,610 181,858 10,190 REG REGENCY CENTERS CORP 480,658 476,087 56,440 RFPR REGIONS FIN TST I 1,245 16,100 60,720 RHB REHABCARE GROUP, INC 1,011,230 481,832 204,350 REIPRC REI TRUST I 6,236 880 18,030 RGA REINSURANCE GRP AMER 341,281 477,272 112,515 RS RELIANCE STEEL+ALUM 51,573 108,663 36,745 REI RELIANT ENERGY INC. 2,083,566 1,683,167 1,496,415 RNR RENAISSANCERE HLDGS 153,824 136,781 147,895 RWY RENT-WAY INC 1,592,195 1,453,622 152,095 REPPRA REPSOL INTL CAP LTD 8,719 NONE 82,760 REP REPSOL, S.A. (ADR) 1,670,782 921,241 287,325 RSG REPUBLIC SERVICES 2,509,766 3,345,120 706,730 RMD RESMED INC 5,606,941 4,963,540 201,465 RZT RESORTQUEST INTL 31,453 20,241 19,590 REV REVLON INC 3,064,512 3,239,332 35,505 RSC REX STORES CORP 373,598 311,773 24,770 REY REYNLDS&REYNLDS "A" 255,058 315,917 318,885 RFS RFS HOTEL INVESTORS 55,701 55,351 55,000 RIT RGHTCHOICE MANG CARE 46,860 35,411 30,270 RGS RGS ENERGY GROUP INC 2,774,682 2,743,839 103,155 RHA RHODIA 88,946 23,546 13,855 RTP RIO TINTO PLC ADS 69,965 57,239 22,740 RBA RITCHIE BROS AUCTION 39,125 33,301 7,225 RAD RITE AID CORP 36,830,923 42,019,556 4,421,235 RJR RJR TOBACCO HLDG INC 1,018,560 799,604 495,705 RLI RLI CORP (IL) 148,038 145,792 6,255 RBN ROBBINS & MYERS INC 603,822 592,169 7,520 RHI ROBERT HALF INT'L 4,568,847 3,248,374 643,315 ROC ROC TAIWAN FUND 12,400 87,000 64,505 RKT ROCK-TENN COMPANY 61,371 60,386 11,895 ROK ROCKWELL INTL 999,876 1,283,006 869,815 RG ROGERS COMMUNICATION 578,384 955,300 138,800 ROG ROGERS CORP. 433,771 159,788 52,775 RCN ROGERS WIRELESS COMM 21,525 45,620 21,625 ROH ROHM AND HAAS CO 3,805,292 3,847,877 1,069,580 ROL ROLLINS INC 317,422 307,402 13,940 ROP ROPER INDUSTRIES INC 473,383 394,484 71,930 ROS ROSTELECOM OPEN CO 66,553 95,419 94,795 RSEPRZ ROUSE CAPTL (QUIPS) 8,649 9,660 8,910 RSE ROUSE COMPANY 1,702,290 1,649,234 133,220 RSEPRB ROUSE COMPANY-SER B 17,400 10,000 34,440 RDC ROWAN COMPANIES 1,746,159 2,611,188 1,477,940 ROW ROWE FURNITURE CORP 12,260 6,300 4,725 RAM ROYAL APPLIANCE MFG 145,825 148,691 14,870 RY ROYAL BANK OF CANADA 6,461,558 6,319,993 124,160 RBSPRD ROYAL BNK SCOT-ADS D 3,300 5,800 4,765 RBSPRE ROYAL BNK SCOT-ADS E 13,001 14,053 10,345 RBSPRG ROYAL BNK SCOT-ADS G 1,100 8,000 13,015 RBSPRB ROYAL BNK SCT-ADR B 2,200 NONE 7,875 RBSPRC ROYAL BNK SCT-ADR C 3,400 NONE 18,690 RCL ROYAL CARIBBEAN 4,272,230 5,810,747 958,810 RD ROYAL DTCH PTRL-1.25 5,632,238 6,313,240 2,976,395 RYG ROYAL GROUP TECH LTD 537,360 527,887 13,125 KPN ROYAL PTT NEDERLAND 99,087 103,623 62,525 RVT ROYCE VALUE TRUST 11,004 7,773 51,335 RSA ROYL&SUN ALL INS GRP 5,274 560 3,785 RES RPC INC 5,893 5,558 7,085 RPM RPM INC 973,853 495,284 272,945 RTI RTI INT'L METALS INC 89,734 145,081 35,100 RI RUBY TUESDAY (GA) 946,116 624,471 290,230 RDK RUDDICK CORP 292,656 295,339 50,530 RUS RUSS BERRIE & CO INC 86,171 52,208 41,210 RML RUSSELL CORP 297,949 338,308 67,370 R RYDER SYSTEM INC 1,103,290 1,786,760 483,955 RT RYERSON TULL,INC(NEW 321,231 416,962 104,615 RBSPRJ RYL BK OF SCOTLND ADS J 6,700 NONE 11,730 RBSPRH RYL BNK OF SCTLD ADS H 12,223 50 14,695 RYL RYLAND GROUP INC 244,988 130,704 159,800 XSB S&P 500 EQUITY LINK 34,585 37,285 11,615 SBR SABINE ROYALTY TRUST 37,521 8,919 35,040 TSG SABRE GROUP HOLDINGS 3,741,068 3,305,614 813,480 SFE SAFEGUARD SCIENTIFIC 3,523,090 4,242,894 832,030 SWY SAFEWAY INC 9,254,797 7,559,061 2,195,380 SKS SAKS INCORPORATED 2,839,514 1,965,772 584,655 HIX SALMN BROS HI INC II 176,236 216,473 133,215 SBG SALOMON BROS 2008 WW 24,601 27,674 41,585 SBF SALOMON BROS FUND 171,304 230,817 81,085 HIF SALOMON BROS HI INCM 141,432 149,011 8,865 SBW SALOMON BROS WLDWDE 39,770 33,086 18,145 SFP SALTON INC 4,386,222 4,541,608 94,845 SJT SAN JUAN BASIN ROYAL 37,437 19,932 163,165 IMI SANPAOLO IMI S.P.A. 257,999 31,985 19,800 SDC SANTA FE INTL CORP 1,204,970 1,280,384 733,565 SBP SANTANDER BANCORP 24,184 23,275 17,060 SAP SAP AKTIENGESELLSCHA 6,486,601 4,803,857 1,000,520 SPP SAPPI LTD ADS 227,400 55,300 250,805 SLE SARA LEE CORPORATION 9,222,865 4,912,370 3,315,415 SHS SAUER INC 115,635 28,697 44,545 BFS SAUL CENTERS INC 22,063 14,318 17,860 VAI SAVIA S.A. DE C.V. 5,519 4,300 2,805 SBC SBC COMMUNICATIONS 10,503,779 7,887,023 7,326,360 SCG SCANA CORPORATION 1,516,610 1,655,013 231,410 KMM SCDR MULTI-MKT INC T 105,400 113,210 34,500 SACPRT SCE&G TRUST I SER A NONE 9,465 3,515 SGK SCHAWK INC 99,017 20,117 7,310 SGP SCHERING-PLOUGH CORP 7,395,917 8,520,050 8,759,145 SLB SCHLUMBERGER LTD 10,997,787 13,551,037 4,580,960 SHR SCHRNG AKTINGSLSCHFT 8,022 16,111 5,830 SCH SCHWAB (CHARLES) 19,802,835 18,055,165 6,221,120 SWM SCHWEITZER-MAUDUIT 49,998 19,464 40,195 SCI SCI SYSTEMS INC 5,492,546 3,781,619 1,642,620 SFA SCIENTIFIC ATLANTA 3,389,382 4,252,540 2,307,250 SPI SCOTTISH POWER PLC 452,134 405,932 74,200 SKP SCPIE HOLDINGS INC 16,821 27,428 6,875 KGT SCUDDER INTERM GOV T 5,204 48,786 65,375 KTF SCUDDER MUNI INCM TR 32,616 10,923 31,365 SAF SCUDDER NEW ASIA 8,800 3,000 17,315 KST SCUDR STRTG INC TRST 78,512 47,514 4,820 KSM SCUDR STRTG MUNI INC 45,775 40,300 9,425 SCRA SEA CONTAINERS "A" 554,125 371,652 77,735 CKH SEACOR SMIT INC 470,106 698,170 74,405 SEE SEALED AIR CORP 8,470,181 7,677,904 932,550 SEEPRA SEALED AIR PFD A 119,063 60,127 160,820 SRF SEARS ROEBK ACCPT CP 7% 22,970 31,371 17,565 S SEARS ROEBUCK & CO 7,338,888 6,545,847 1,789,125 SCZ SEC CPTL GRP INC "B" 803,339 935,760 406,805 SEI SEITEL, INC. 4,566,206 1,432,110 504,470 SQF SELIGMAN QUALITY MUN 29,302 20,521 4,030 SEL SELIGMAN SELECT MUNI 2,332 10,700 12,030 SEN SEMCO ENERGY,INC. 303,265 279,120 22,780 SREPRA SEMP ENGY CAP TRST I 7,200 NONE 16,210 SRE SEMPRA ENERGY 1,932,890 2,113,624 896,425 SNH SENIOR HOU PROP TST 49,088 48,230 33,115 SXT SENSIENT TECH CORP. 577,618 598,280 162,030 SRM SENSORMATIC ELEC 8,595,122 8,186,269 670,995 SQAA SEQUA CORP CL A 229,697 219,203 6,445 SQAB SEQUA CORP CL B 4,200 7,086 445 SQAPR SEQUA CORP $5 CONV 12,400 800 440 SRA SERONO SA ADS 314,598 151,205 288,930 SRV SERVICE CORP INTL 2,514,174 2,124,965 1,239,050 SVM SERVICEMASTER CO. 2,366,602 2,626,427 339,740 SGG SGL CARBON AG (ADS) 16,081 5,202 5,760 SHI SHANGHI PETROCHEM CO 55,340 56,440 10,915 SJR SHAW COMMUNICATIONS 228,768 219,736 71,625 SGR SHAW GROUP INC 3,331,793 2,371,815 778,065 SC SHELL T+T CO NY SHS 1,471,633 1,996,277 304,980 SHW SHERWIN-WILLIAMS CO 1,079,268 969,427 1,172,120 SKO SHOPKO STORES INC 2,611,198 1,474,854 198,460 SHU SHURGARD STORAGE CTR 110,372 137,978 44,945 SHUPRC SHURGARD STR CTR 8.70% 4,723 457 2,395 SI SIEMENS AKTIENGESELL 698,806 129,495 134,190 SIE SIERRA HEALTH SVCS 319,859 342,407 84,920 SRP SIERRA PACI RES 2,205,736 863,075 350,215 SGI SILICON GRAPHICS 2,807,810 3,090,999 1,161,140 SVR SILVERLEAF RESORTS 5,558 6,067 37,285 SLT SILVERLINE TECH LMT 709,518 1,098,864 99,705 SLTPR SILVERLINE TECH LTD 180,970 226,679 17,695 SPG SIMON PROPERTY GRP 1,927,315 1,766,390 373,895 SSD SIMPSON MANUF CO INC 39,508 25,655 24,890 SGF SINGAPORE FUND 15,000 16,086 19,165 BYH SINOPEC BEIJING YANH 2,240 67 9,314 SWW SITEL CORPORATION 182,018 171,808 121,690 PKS SIX FLAGS INC. 4,593,959 9,528,548 578,380 PKSPRB SIX FLAGS(PIERS) PRF 103,101 99,101 84,905 SIZ SIZELER PROPERTY INV 52,309 47,297 7,815 SKM SK TELECOM CO (ADSS) 726,709 782,282 762,625 SKX SKECHERS U.S.A. INC 1,349,668 1,155,443 400,080 SKY SKYLINE CORP 20,620 29,581 11,825 SLG SL GREEN REALTY CORP 2,502,833 2,998,545 104,630 SLI SLI INC 480,385 397,569 69,575 SMF SMART & FINAL INC 25,260 33,202 15,930 SNN SMITH & NEPHEW ADS 37,815 20,252 2,180 SRW SMITH (CHAS.E) RESID 203,969 243,035 63,475 SII SMITH INTL INC 2,553,314 2,438,639 957,570 SFD SMITHFIELD FOODS INC 2,250,684 954,292 875,430 SNA SNAP-ON TOOLS CORP 543,020 350,771 229,945 SQM SOCIEDAD QUIM Y M CHILE 19,400 19,900 11,290 SDH SODEXHO MARRIOTT SVC 144,757 130,937 355,245 SOL SOLA INTERNATIONAL 141,642 142,932 86,595 SLR SOLECTRON CORP (DEL) 26,280,799 33,127,827 7,767,235 SOI SOLUTIA INC 1,636,582 2,137,334 470,605 SAH SONIC AUTOMOTIVE INC 808,423 659,547 171,930 SON SONOCO PRODUCTS CO 557,921 617,666 178,110 SNE SONY CORP (ADS) 1,859,513 1,766,578 379,545 BID SOTHEBY'S HLDGS CL A 993,957 1,000,138 120,615 SOR SOURCE CAPITAL, INC 49,801 45,963 6,845 SJI SOUTH JERSEY IND INC 20,972 22,794 16,760 SO SOUTHERN CO 13,336,359 8,926,281 3,391,305 SOPRB SOUTHERN CO CAP IV 21,200 17,402 13,760 PCU SOUTHERN PERU COPPER 21,096 22,747 25,895 SUG SOUTHERN UNION CO 920,534 881,392 49,240 DSW SOUTHWEST 6 7/8% DEB 1,000 4,278 18,415 LUV SOUTHWEST AIRLINES 7,017,529 5,099,667 2,447,640 SWX SOUTHWEST GAS CORP 250,177 239,018 60,930 SWS SOUTHWEST SECURITIES 5,101,817 4,862,465 137,910 SWN SOUTHWESTERN ENERGY 13,071 12,877 73,565 SSS SOVRAN SELF STORAGE 92,893 57,985 40,725 SNF SPAIN FUND, INC. 112,171 72,376 23,525 SEH SPARTECH CORPORATION 422,560 380,375 55,080 SP SPECIALTY LABS, INC 69,179 88,561 102,130 TRK SPEEDWAY MOTORSPORTS 1,736,092 1,425,195 104,430 SFN SPHERION CORPORATION 676,472 1,136,713 248,650 SPK SPIEKER PROPERTIES 615,635 375,295 592,890 SKE SPINNAKER EXPLOR CO 385,937 270,146 180,230 TSA SPORTS AUTHORITY 4,889 19,736 142,090 SMI SPRINGS IND (CL A) 368,175 538,544 94,515 FON SPRINT CORP 16,028,494 12,924,416 4,604,139 PCS SPRINT CORP(PCS GRP) 83,792,274 80,488,936 7,154,765 ST SPS TECHNOLOGIES 72,878 53,873 17,100 SPW SPX CORPORATION 4,168,790 3,181,626 505,740 ARK SR HI INCM PORTFOLIO 25,000 79,027 80,490 JOE ST. JOE CORP. 218,461 162,548 96,010 STJ ST. JUDE MEDICAL 1,253,624 1,516,060 729,715 SPC ST. PAUL COMPANIES 1,890,334 2,073,527 1,441,560 STW STANDARD COMM CORP 25,371 11,199 44,580 SMP STANDARD MOTOR PROD 528,504 603,804 12,010 SPF STANDARD PACIFIC 598,987 865,770 229,815 SR STANDARD REGISTER CO 56,519 62,227 23,510 SXI STANDEX INTL CORP 22,489 16,483 9,150 SWK STANLEY WORKS 1,707,227 1,615,222 380,140 SGU STAR GAS PARTNERS LP 34,078 16,464 58,010 SCX STARRET (LS) CO CL A 6 5,769 5,235 SRT STARTEK INC 584,408 541,401 31,120 HOT STARWOOD LODGING 5,405,086 3,152,664 1,686,645 STT STATE STREET CORP 5,558,602 2,640,376 1,386,080 SIB STATEN IS BANCORP 118,016 173,313 77,670 STN STATION CASINOS INC 5,999,321 5,925,123 119,035 SCS STEELCASE INC 122,620 132,805 97,460 SJH STELMAR SHIPPING LTD 93,290 33,029 149,980 SCL STEPAN COMPANY 3,164 7,982 4,175 STE STERIS CORPORATION 375,608 453,724 359,655 STL STERLING BANCORP 13,019 17,759 11,805 STC STEWART INFO SVCS 49,859 41,461 19,130 SOA STHRN AFRICA FUND 10,500 9,700 26,870 SOPRC STHRN CO CAPT TRST V 9,800 NONE 14,695 SV STILWELL FINANL INC 2,421,404 2,301,142 1,347,050 STM STMICROELECTRONICS 12,348,529 11,459,839 1,851,285 SFG STNCRP FINAN GRP INC 63,871 38,327 105,145 SGY STONE ENERGY CORP 459,325 420,069 187,340 SRI STONERIDGE INC 12,349 11,555 11,735 SEO STORA ENSO OYJ 54,578 90,810 89,670 STK STORAGE TECH 1,757,585 1,894,594 470,195 SUS STORAGE USA INC 108,649 154,237 55,520 SRR STRIDE RITE CORP 236,916 266,040 80,165 KTX STRUCTUD PROD CORTS 11,192 19,685 2,465 KSO STRUCTURED PROD 7.125% 3,900 NONE 14,037 KTE STRUCTURED PROD 8% 1,501 5,200 2,300 KTV STRUCTURED PROD 8.20% NONE 2,367 3,990 KTN STRUCTURED PROD CORP 1,854 5,682 4,440 SYK STRYKER CORPORATION 4,738,781 4,385,607 662,115 STU STUDENT LOAN CORP 49,768 137,602 33,270 RGR STURM RUGER & CO 19,256 30,002 40,800 SPH SUBURBAN PROPANE LP 31,378 23,084 44,850 KHI SUDDER HIGH INCM TRS 671,786 703,386 38,760 SZA SUIZA FOODS CORP. 6,530,260 4,410,743 516,250 SM SULZER MEDICA LTD 162,140 154,190 1,350 SMT SUMMIT PROPERTIES 806,420 652,411 99,390 SUI SUN COMMUNITIES 152,566 185,394 46,810 SIH SUN INTL HOTELS LTD 90,314 66,503 27,535 SLC SUN LIF FIN SER CA 353,836 301,569 208,415 SU SUNCOR ENERGY INC 374,939 270,558 59,330 SUPRA SUNCOR ENRGY 9.125% 18,794 20,823 6,370 SDS SUNGARD DATA SYSTEMS 5,707,012 6,202,633 1,022,010 SUN SUNOCO, INC. 537,511 1,294,454 775,465 STI SUNTRUST BANKS INC 3,550,500 3,866,990 1,118,150 SUP SUPERIOR INDUST INTL 329,262 244,963 78,350 SUT SUPERIOR TELECOM INC 967,302 1,076,040 32,685 SUTPRA SUPERIOR TRUST I 34,148 34,148 12,665 UNR SUPERMERCADOS UNIMRC 4,000 6,000 14,800 SVU SUPERVALU INC 527,724 325,911 505,200 SFY SWIFT ENERGY CO 502,667 391,608 144,735 SWZ SWISS HELVETIA FUND 9,650 2,600 32,295 SCM SWISSCOM AG 96,600 90,304 16,585 SYD SYBRON DENTAL SPEC 162,721 172,329 74,620 SBL SYMBOL TECHNOLOGIES 10,570,476 8,683,407 1,879,960 SYM SYMS CORP 10,252 9,352 16,150 SYT SYNGENTA AG 1,639,003 1,224,025 108,300 SNV SYNOVUS FINANCIAL 3,641,473 3,078,503 513,355 SYY SYSCO CORP 7,343,865 7,411,480 1,539,705 TWN TAIWAN FUND, INC. 211,800 202,250 79,350 TLB TALBOTS INC 2,858,099 2,953,178 343,680 TLMPRA TALISMAN ENERGY 9% 2,824 NONE 9,075 TLM TALISMAN ENERGY INC 316,693 431,275 140,455 TAC TANDYCRAFTS INC 3,000 NONE 29,505 SKT TANGER FACTORY 342,580 344,786 26,665 TGT TARGET CORPORATION 8,346,330 8,497,280 4,322,335 TBC TASTY BAKING CO 4,501 18,301 12,245 TCO TAUBMAN CENTERS, INC 548,767 492,239 126,955 TCB TCF FINANCIAL CORP 1,215,045 647,049 401,215 TFIPRB TCI COMMUN FIN IV 8,398 NONE 4,520 CVT TCW CONVERTIBLE SEC 274,950 268,200 86,115 TRM TCW/DW TERM TR 2002 14,030 7,058 114,045 TMT TCW/DW TERM TR 2003 183,334 159,085 171,255 TWE TD WATERHOUSE GROUP 2,519,810 1,325,643 349,565 TDK TDK CORP (ADS) 7,098 4,144 6,625 TNL TECHNITROL INC 550,226 363,163 318,830 TE TECO ENERGY 1,966,228 2,634,591 585,785 TK TEEKAY SHIPPING CORP 811,328 631,930 212,380 TFR TEFRON LTD 5,700 9,501 28,660 TRC TEJON RANCH CO. 117,965 111,583 20,580 TEK TEKTRONIX, INC 1,971,485 1,378,035 833,365 TRO TEL CEN OEST CEL PAR 620,700 534,680 300,905 TAR TEL DE ARGENTINA-ADS 684,204 853,855 22,770 TMX TEL DE MEXICO (ADS) 17,859,067 20,442,422 2,490,610 VNT TEL VENEZUELA CANTV 167,985 251,358 120,605 TSU TELE CEL SUL PART SA 300,652 103,542 103,390 TLD TELE DANMARK (ADS) 51,468 36,418 28,775 TBE TELE LESTE CEL PART 87,101 39,135 19,925 TND TELE NORDEST CEL PAR 112,084 60,729 33,810 TCN TELE NORTE CEL PART 61,333 55,053 9,750 TNE TELE NORTE LESTE PAR 2,290,880 2,425,781 1,908,390 TSD TELE SUDESTE CEL PAR 36,689 80,489 5,840 TBH TELEBRAS 1,998,937 2,570,325 850,675 TEO TELECOM ARGENTINA ST 5,014,222 4,272,270 763,095 NZT TELECOM CORP NZ-ADSS 4,305,002 4,242,779 44,540 TI TELECOM ITALIA (ORD) 115,534 72,099 18,460 TSP TELECOMMUNIC S PAU 258,232 264,550 28,005 TKA TELEDOM AUSTRIA AG 56,200 95,700 18,740 TDY TELEDYNE TECHNOLOGIES 327,773 209,992 130,055 TFX TELEFLEX INCORP 303,158 149,983 117,995 TEM TELEFONICA MOVILES 121,400 20,400 450 TEF TELEFONICA SA (ADSS) 3,085,789 3,014,765 728,425 TMB TELEMIG CEL PART SA 103,548 154,974 83,920 TCP TELESP CELULAR PART 1,780,621 2,089,558 521,375 TL TELEX-CHILE S.A. 8,000 8,000 2,930 TU TELUS CORPORATION 46,347 37,040 18,755 TEA TEMPL EMER MKTS APPR 5,100 100 5,880 EMF TEMPL EMER MKTS FUND 3,000 54,756 32,620 TEI TEMPL EMER MKTS INCM 17,055 25,585 82,775 TIN TEMPLE INLAND INC 465,640 429,644 407,815 TCH TEMPLETON CHINA WRLD 5,966 2,000 27,085 TDF TEMPLETON DRAGON FND 10,050 17,399 86,565 TGG TEMPLETON GLOBAL GOV 22,036 29,679 67,075 GIM TEMPLETON GLOBAL INC 66,589 109,352 208,300 TRF TEMPLETON RUSSIA FND 11,400 14,000 20,870 THC TENET HEALTHCARE 4,867,334 4,736,835 1,895,265 TVBCL TENN VAL 7.5%QUIDS-A 31,000 32,154 40,784 TVE TENN VALLY AUTHORITY 7,184 92,207 103,200 TNC TENNANT COMPANY 6,126 2,984 8,660 TEN TENNECO AUTO INC 328,963 303,413 88,300 TPP TEPPCO PARTNERS U'S 95,020 46,325 71,625 TER TERADYNE, INC 5,199,453 5,460,640 3,047,910 TEX TEREX CORP 1,162,269 1,134,394 93,330 TRA TERRA INDUSTRIES INC 11,307 15,404 136,890 TSOPRA TESORO PETE DP PIES 28,120 27,200 20,675 TSO TESORO PETROLEUM 3,860,005 3,547,793 138,155 TTI TETRA TECHNLGIES INC 89,575 88,887 97,625 TX TEXACO INC 6,444,783 6,815,154 2,334,335 TXI TEXAS IND INC 1,543,268 1,465,187 124,780 TXN TEXAS INSTRUMENTS 19,841,270 18,480,685 13,280,625 TXT TEXTRON INC 3,419,046 2,852,392 586,185 TTF THAI FUND, INC. 58,094 57,698 27,755 SMG THE SCOTTS COMPANY 966,720 601,253 90,090 SNS THE STEAK N SHAKE CO 84,177 100,988 57,150 TGX THERAGENICS CORP 213,834 169,786 70,940 TMO THERMO ELECTRON CORP 2,446,556 1,952,822 1,165,750 TNB THOMAS & BETTS-TENN 2,822,619 2,485,534 174,905 TII THOMAS IND INC 10,921 10,037 10,735 TNM THOMAS NELSON (COM) 6,193 11,328 11,045 THO THOR IND,INC. 110,189 104,608 14,450 TMAPRA THORNBURG MTG-9.68%A 3,124 8 6,170 TMA THORNBURG MTGE ASSET 5,958 6,215 51,300 TFS THREE-FIVE SYSTEMS 1,290,319 1,181,234 258,805 TSM TI SEMI MAN CO LTD 5,314,156 4,347,713 1,605,435 TDW TIDEWATER INC 1,235,815 1,939,050 1,129,225 TIF TIFFANY & CO. 5,110,148 4,977,197 1,019,710 TBL TIMBERLAND CO (CL A) 511,009 555,152 254,145 TKR TIMKEN CO 237,243 217,818 122,410 TTN TITAN CORP 5,565,494 5,400,396 619,125 TWI TITAN INTERNATIONAL 182,441 155,473 25,480 TIE TITANIUM METALS CORP 1,980,115 1,948,318 52,410 TJX TJX COMPANIES INC. 10,551,597 7,064,699 2,299,795 TVC TN VAL PB SER D 2028 5,150 2,096 33,665 TP TNT POST GROUP N.V. 159,100 146,700 16,260 TOD TODD SHIPYARDS CORP 89,560 89,939 2,940 TEDPRE TOLEDO ED CO 884PRE 2,876 101 370 TOL TOLL BROTHERS 2,541,310 1,193,331 408,445 TKS TOMKINS PLC (ADS) 23,834 7,293 21,085 TOM TOMMY HILFIGER CORP 758,980 526,908 805,930 TOO TOO INC 570,553 272,617 202,805 TR TOOTSIE ROLL INDUST 1,070,359 1,169,967 97,900 TRU TORCH ENERGY ROYALTY 8,988 15,169 46,545 TMK TORCHMARK CORP 2,107,927 1,082,965 577,965 TMKPRM TORCHMARK CPTL"MIPS" 978 4,632 8,755 TTC TORO CO. 238,619 143,847 132,625 TD TORONTO-DOMINION BK 2,121,439 1,941,184 114,460 TOS TOSCO CORP 1,569,152 1,093,372 1,538,055 TOT TOTAL (ADR-B SHR) 4,961,283 4,516,205 470,135 TSS TOTAL SYSTEM SVCS 959,385 1,223,496 52,660 BTAPRA TOTTA & ACORES FIN 396 3,486 5,050 TWR TOWER AUTOMOTIVE INC 4,080,569 4,425,137 147,510 TCT TOWN & COUNTRY TRUST 220,468 261,826 40,705 TM TOYOTA MOTOR CORP 167,973 146,104 31,180 TOY TOYS "R" US INC-HLDG 4,943,045 3,880,298 1,287,945 TCC TRAMMELL CROW CO 192,615 145,051 47,865 TMMA TRANS MAR MEX-ADS"A" 99,100 95,030 50,600 TMM TRANS MAR MEX-ADS"L" 718,275 624,172 40,890 TAI TRANSAMER INCME SHS 22,933 27,209 4,135 TRH TRANSATLANTIC HLDGS 326,544 333,711 12,570 TRPPR TRANSCAN/PIPELINES L 16,500 28,100 28,470 TRP TRANSCANADA PIPELINE 334,035 516,656 104,860 TMN TRANSMEDIA NETWORK 130,795 132,295 5,325 RIG TRANSOCN SEDCO FOREX 13,676,645 14,470,889 3,218,405 TGS TRANSPORTA GAS SUR 15,121 7,101 17,010 TT TRANSTECHNOLOGY CORP 15,200 1,300 14,140 TAPPRA TRAVELERS P&C CPTL I 3,626 8 24,565 TAPPRB TRAVELRS P&C CPTL II 5,488 2,000 5,685 TRR TRC CO'S INC 37,390 17,450 79,040 TG TREDEGAR INDUST INC 331,938 274,770 33,870 TWK TRENWICK GROUP LTD. 368,187 468,078 91,105 TWP TREX COMPANY,INC. 861,909 785,833 38,795 TRY TRIARC CO'S, CL A 543,080 580,120 24,860 TRB TRIBUNE CO 8,758,767 7,593,262 1,122,440 TRD TRIBUNE COMPANY 21,499 23,462 9,870 TXA TRIBUNE EXEC SB 360,247 206,467 53,395 YUM TRICON GLOBAL RESTAU 5,360,055 5,021,882 810,520 TY TRI-CONTINENTAL CORP 801,260 796,450 102,240 TGH TRIGON HEALTHCARE 838,382 969,485 299,490 TRN TRINITY IND 680,573 616,157 183,850 OIL TRITON ENE LTD (CAY) 944,047 378,962 470,195 TGI TRIUMPH GROUP INC 136,850 93,692 57,985 TZH TRIZEC HAHN CORP 222,038 317,686 197,085 TNO TRUE NORTH COMM 1,343,946 1,213,219 741,420 DJT TRUMP HOTELS&CASINO 581,852 1,115,583 70,755 TLI TRVLS CORP LOAN FUND 5,000 NONE 14,030 TRW TRW INC 3,503,506 2,711,329 514,030 TA TUCKER ANTHONY SUTRO 127,055 151,226 47,300 TUP TUPPERWARE CORP 957,819 861,747 389,010 TKC TURKCLL ILTSM HIZMT 206,160 749,484 325,365 TKF TURKISH INVEST FUND 7,001 7,701 26,905 TZA TV AZTECA SA DE CV 267,011 95,260 248,630 TVX TVX GOLD INC 24,469 5,397 170,130 TXIPRS TXI CAPITAL TRUST I 10,316 8,700 26,105 TXUPRB TXU CAP II 8.70% PFD 75 19,675 4,485 TXUPRA TXU CAPITAL I 15,417 1,900 10,780 TXUPRG TXU CORP GROWTH PRIDES 1,621 7,839 5,470 TXUPRI TXU CORP INCOME PRIDES 1,508 119,200 84,690 TXU TXU CORP. 3,823,666 4,527,765 1,165,420 TUEPRM TXU ELECTRIC CAP I 3,717 800 3,190 TEGPRA TXU EUROPE CAP I 4,267 1,400 7,240 TYC TYCO INTL LTD 41,333,393 30,135,263 15,690,730 TCM TYCOM LTD. 4,900,094 2,816,510 2,357,805 TSN TYSON FOODS INC 12,354,770 12,855,052 1,458,745 AGA U.S. AGGREGATES INC 43,627 43,194 10,705 USB U.S. BANCORP 19,804,629 16,129,754 5,172,625 USI U.S. INDUSTRIES INC 734,078 913,149 537,620 UBH U.S.B. HLDG CO.,INC. 125,026 123,679 7,150 UAL UAL CORPORATION 2,247,159 2,259,096 417,205 UBS UBS AG 475,678 402,159 121,720 UCR UCAR INTERNATIONAL 1,042,378 1,124,699 85,860 UDSPRA UDS CAPITAL I 8.32% NONE 8,300 12,990 UGI UGI CORP (HLDG CO) 691,148 685,038 80,685 UCI UICI 524,894 432,563 52,100 UIL UIL HOLDINGS CORP 100,128 39,501 42,195 UDS ULTRAMAR DIAMOND SHM 6,818,029 7,766,557 685,865 UGP ULTRAPAR PARTICPACOS 45,614 43,700 14,150 UBB UNIBANCO-UNIAO BANCO 194,352 317,644 399,650 UFI UNIFI, INC. 497,994 619,323 79,990 UNF UNIFIRST CORP 10,744 1,709 13,480 UGS UNIGRAPHICS SOLUTION 26,895 27,372 8,115 UN UNILEVER N.V.(ORD) 1,956,145 1,689,632 762,060 UL UNILEVER PLC 673,930 662,633 117,575 UNP UNION PACIFIC CORP 3,203,876 3,336,007 1,330,650 UPC UNION PLANTERS CORP 3,273,018 2,207,927 487,735 UB UNIONBANCAL CORP 1,321,149 1,042,961 367,015 UBT UNIONBANCL FIN TRSTI 670 5,375 25,335 UNS UNISOURCE ENRGY CORP 863,082 644,796 165,695 UIS UNISYS CORP 4,456,173 5,506,509 1,699,325 UNT UNIT CORP 419,771 143,103 164,050 UAG UNITED AUTO GROUP 237,907 215,364 29,485 UDRPRB UNITED DOM RTY-8.60% 7,266 7,084 5,850 UDI UNITED DOMINION IND 320,815 563,830 256,490 UDR UNITED DOMINION RLTY 2,526,482 826,503 369,275 UIC UNITED INDUST CORP 28,926 20,566 26,225 UPS UNITED PARCEL SERV 7,517,147 7,450,717 1,200,440 URI UNITED RENTALS INC 6,198,397 5,925,544 310,015 UTX UNITED TECH CORP 5,949,559 5,175,430 2,983,100 UU UNITED UTILITIES PLC 11,112 7,600 1,460 UNH UNITEDHEALTH GRP INC 11,237,963 9,107,185 2,270,510 UHS UNIV HEALTH SVCS "B" 1,133,140 892,129 373,910 UVV UNIVERSAL CORP(HLDG) 126,204 106,731 99,645 UCO UNIVERSL COMP HLDGS 17,724 33,957 71,015 UVN UNIVISION COMM INC 16,153,168 17,661,951 1,261,970 UNO UNO RESTAURANT CORP 8,500 5,600 13,910 UCL UNOCAL CORP 3,667,319 3,829,917 1,271,635 UNA UNOVA INC 456,302 479,269 82,070 UMC UNTD MICROELCTN CORP 1,641,900 1,138,681 1,306,000 UNM UNUMPROVIDENT CRP. 4,251,588 3,777,782 989,415 UPM UPM-KYMMENE CORP 169,047 5,451 19,345 URS URS CORP 589,725 507,890 65,795 U US AIRWAYS GROUP INC 2,119,035 1,816,256 283,555 USV US REST PROPS INC 101,548 107,773 48,245 USVPRA US RESTURANT$1.93PFD 14,900 17,298 3,710 SLM USA EDUCATION INC 3,486,164 3,943,738 784,130 SLMPRA USA EDUCATION INC PRA 5,435 5,210 15,890 USBPRA USB CAPITAL II-7.20% 1,031 5,000 19,050 USU USEC INC 80,103 55,711 319,160 USG USG CORP 9,523,840 10,058,139 630,990 UIF USLIFE INCOME FUND 5,856 10,370 3,275 UST UST INC 1,022,758 6,682,180 943,785 XPRZ USX CAPITAL TRUST I 7,800 537 6,320 MRO USX-MARATHON GROUP 3,164,500 988,753 1,506,760 X USX-U.S. STEEL GROUP 2,809,289 2,692,536 693,285 UCUPRC UTILICORP CPTL-MIPS NONE 3,300 3,105 UCU UTILICORP UNITED INC 5,926,848 4,654,317 615,455 UCUPRW UTILICRP UNITED INC PEPS 371,233 121,500 72,200 MTN VAIL RESORTS INC 459,455 443,172 16,845 VCI VALASSIS COMMUNICTNS 1,087,059 1,014,800 211,330 VLO VALERO ENERGY 2,908,466 2,619,107 741,380 VLOPRU VALERO ENERGY 7.75% 8,159 347 54,530 VLY VALLEY NATL BANCORP 359,542 353,024 72,875 VAL VALSPAR CORP 1,148,811 671,800 119,795 VCD VALUE CITY DEPT STOR 238,793 265,976 58,390 VVR VAN KAMPEN CAP TRUST 24,770 102,880 341,780 VKA VAN KAMPEN MER ADV 17,400 18,500 13,295 VQC VAN KAMPEN MER CALIF 11,989 NONE 9,925 VFM VAN KAMPEN MER FL 14,000 865 4,695 VIT VAN KAMPEN MER INTER 81,597 72,100 23,545 VIG VAN KAMPEN MER INVST 14,300 15,554 2,765 VLT VAN KAMPEN MER LTD 62,942 75,868 7,635 VMT VAN KAMPEN MER MUN I 22,665 35,317 36,900 VKQ VAN KAMPEN MER MUN T 14,100 8,300 31,620 VOQ VAN KAMPEN MER OHIO 301 12,900 4,915 VPQ VAN KAMPEN MER PENN 7,552 6,968 6,425 VKS VAN KAMPEN MER STRAT 7,300 20,969 7,330 VKV VAN KAMPEN MER VALUE 7,000 6,500 23,530 VIM VAN KAMPN TR INS MUN 13,101 13,100 9,085 VGM VAN KAMPN TR INV GRD 3,906 19,000 25,330 VRC VARCO INT'L INC. 1,995,874 2,415,053 634,720 VAR VARIAN MEDICAL SYSM 83,287 129,131 211,620 VGR VECTOR GROUP LTD 1,483,014 1,436,078 37,265 VVC VECTREN CORPORATION 257,330 271,783 110,605 Z VENATOR GROUP INC 1,629,148 672,474 692,555 VTR VENTAS INC 405,205 419,781 188,220 VTS VERITAS DGC INC 767,368 542,306 282,880 VZ VERIZON COMMUNICATNS 19,146,433 14,638,383 5,569,280 VTA VESTA INSURANCE GRP 66,508 68,040 44,445 VES VESTAUR SEC INC 5,790 8,800 5,370 VFC VF CORPORATION 1,390,169 1,214,184 241,185 VCO VI$A CONCHA Y TORO 3,002 8,879 3,910 VIA VIACOM INC. 457,263 241,032 420,560 VIAB VIACOM INC. CL-B 21,865,560 23,508,497 6,014,025 VVI VIAD CORP 419,892 631,740 301,280 VG VIASYSTEMS GROUP INC 393,065 770,170 1,443,705 VSL VIDESH SAN NIG LTD 262,320 251,420 176,840 VPI VINTAGE PETROLEUM 1,951,622 1,877,298 387,245 VELPRT VIRG PWR CAPTL-8.05% 4,963 738 3,420 VSH VISHAY INTERTECH 3,005,710 3,144,747 1,166,170 VC VISTEON CORPORATION 1,128,110 994,201 580,100 EYE VISX, INCORPORATED 1,856,288 2,295,408 438,390 VTO VITRO, S.A. (ADS) 15,028 241,103 231,705 V VIVENDI 3,412,201 3,025,014 458,215 VIN VK AMER CAP INCM TST 1,501 8,303 21,595 VBF VK AMER CAPTL BOND 5,401 1,400 10,640 VAP VKM ADV PENN MUNI 1 4,799 1,740 VCV VKM CA VAL MUNI INCM 101 5,200 5,605 VMO VKM MUNI OPP TR 10,301 3,108 12,660 VNV VKM NY VAL MUNI INCM 8,567 9,469 4,695 VPV VKM PA VAL MUNI INCM 6,200 NONE 4,420 VIC VKM TR INV GRD CA MU 1,401 8,901 3,890 VTJ VKM TR INV GRD NJ MU 44,834 41,416 4,285 VTN VKM TR INV GRD NY MU 27,500 34,890 4,430 VTP VKM TR INV GRD PA MU 2,000 12,700 3,815 VOD VODAFONE GROUP PLC 59,320,389 56,702,235 5,310,940 VOL VOLT INFO SCIENCES 43,589 29,728 14,455 VNO VORNADO REALTY TRUST 3,391,621 3,465,602 335,015 VNOPRC VORNADO RLTY TST PFD C 1,100 4,600 5,075 VCP VOTORN CELU E PAPL 507,300 483,400 44,765 VMC VULCAN MATERIALS 2,230,032 2,106,260 185,205 WPC W.P. CAREY & CO. LLC 39,965 38,009 13,045 WPL W.P. STWART & CO LTD 227,588 573,088 149,880 WNC WABASH NATIONAL 2,230,774 2,263,034 42,475 WAB WABTEC 483,619 519,809 63,025 WB WACHOVIA CORP 3,353,807 2,989,187 1,108,330 WAK WACKENHUT CORP "A" 652,317 666,898 7,685 WAKB WACKENHUT CORP "B" 1 7,017 9,400 WHC WACKENHUT CORRECTION 45,922 72,021 21,490 WDR WADDELL&REED FIN CL-A 3,613,103 2,891,536 468,600 WDRB WADDELL&REED FIN CL-B 176,929 183,429 35,405 WAG WALGREEN CO 6,097,550 8,466,360 3,008,790 WCS WALLACE COMPUTER 84,670 97,074 125,160 WMT WAL-MART STORES INC 42,303,771 36,765,154 8,416,580 DIS WALT DISNEY-HLDG CO. 60,337,819 59,965,681 5,965,775 WLT WALTER INDUSTRIES 505,362 512,504 67,240 WAC WARNACO GROUP CL A 8,098,216 9,439,990 1,003,410 XWM WASHINGTON MUTUAL 7,520 40,604 7,765 WM WASHINGTON MUTUAL 12,146,873 10,834,158 3,441,975 WPO WASHINGTON POST CO 57,645 58,908 9,035 WNG WASHNGTN GROUP INT'L 1,940,637 1,051,124 493,080 WNGWS WASHNGTN GROUP INT'L 26,302 45,985 5,820 WRE WASH'TON REA EST INV 217,919 174,452 53,440 WMI WASTE MANAGEMENT INC 7,350,636 7,656,593 2,322,140 PIK WATER PIK TECHNOLOGIES 8,017 7,970 10,220 WAT WATERS CORPORATION 1,932,869 899,324 1,665,555 WSO WATSCO INC 82,140 67,618 37,085 WW WATSN WYTT & CO HLDG 114,819 1,750 30,855 WPI WATSON PHARMACEUTCLS 3,524,183 3,608,170 858,925 WTS WATTS INDUSTRIES INC 33,736 24,324 26,725 WMO WAUSAU-MOSINEE PAPER 283,604 167,844 100,580 WFT WEATHERFORD INTL INC 8,456,901 10,944,770 1,628,625 WBB WEBB (DEL) CORP 193,607 65,850 112,115 WECPRA WEC CAPITAL TRUST I 9,501 25,700 18,010 WRI WEINGARTEN RLTY INV 191,678 177,995 102,030 WRIPRA WEINGARTN RLTY 7.44% 5,376 12,875 3,360 WS WEIRTON STEEL CORP 12,428 10,048 60,735 WMK WEIS MARKETS INC 22,744 9,699 12,440 WLM WELLMAN, INC. 268,253 314,681 161,655 WLP WELLPOINT HEALTH-HLD 1,325,565 1,322,202 697,200 WFC WELLS FARGO& CO 16,218,066 17,687,835 5,554,365 WENPRT WENDY'S FIN I-TECONS 144,700 144,700 12,475 WEN WENDY'S INTL 3,437,228 2,423,128 1,013,880 WCC WESCO INTERNATIONAL 17,291 11,583 30,025 WE WESTCOAST ENERGY INC 36,519 46,628 22,915 WES WESTCORP 6,308 6,109 19,330 WDC WESTERN DIGITAL CORP 3,744,188 3,614,715 971,555 WGR WESTERN GAS RES 1,601,095 1,522,731 214,670 WR WESTERN RESOURCES 4,407,068 2,065,018 228,200 WEA WESTFIELD AMERICA 37,363 56,437 116,345 WBK WESTPAC BNKG (ADS) 11,698 9,884 10,150 WBKPRA WESTPAC CAPT'L TRSTI 1,900 4,269 17,105 WXS WESTPOINT STEVENS 4,989,758 4,761,611 93,515 WRC WESTPORT RESOU CORP 325 18,850 18,210 W WESTVACO CORP 698,849 219,060 487,070 WON WESTWOOD ONE, INC. 2,087,891 1,717,565 313,650 WY WEYERHAEUSER CO 3,167,372 4,470,261 1,217,815 WGL WGL HOLDING INC 664,710 529,514 112,380 WHR WHIRLPOOL CORP 3,933,428 2,423,336 800,595 WTM WHITE MOUNT INS GRP 31,701 31,901 5,005 JWL WHITEHALL JEWELLERS 376,681 404,026 38,530 WHX WHX CORP (HLDG CO) 3,582,620 3,801,556 54,635 WHXPRB WHX CORP. SER B PFD 58,900 58,900 1,945 WLL WILLAMETTE INDUSTS 1,419,347 2,075,748 447,080 WG WILLBROS GROUP INC 64,028 42,171 184,425 WTU WILLIAMS COAL SEAM 69,490 52,591 53,560 WCG WILLIAMS COMM GRP 12,152,878 12,559,393 773,800 WMB WILLIAMS COMPANIES 5,217,019 5,604,744 2,314,815 WEG WILLIAMS ENRY PARTNR 45,100 77,665 44,274 WSM WILLIAMS-SONOMA INC 3,184,552 2,140,126 604,945 WL WILMINGTON TRST CORP 482,363 367,343 134,405 GB WILSON GRATBTCH TECH 7,800 17,409 26,695 WIN WINN-DIXIE STORES 6,157,149 4,730,981 477,470 WGO WINNEBAGO IND 418,874 374,831 47,055 WXH WINSTON HOTELS INC 6,841 15,422 35,455 WIT WIPRO LIMITED 260,774 178,813 104,645 WEC WISCONSIN ENERGY 2,454,209 2,762,697 383,950 WZR WISER OIL CO 19,000 21,020 46,670 WMC WMC LIMITED (ADS) 4,600 600 3,935 WMS WMS INDUSTRIES 1,181,484 1,090,605 229,745 WLV WOLVERINE TUBE 148,263 125,127 19,730 WWW WOLVERINE WORLD WIDE 1,225,327 1,198,279 201,595 WPZ WORLDPAGES.COM,INC 773,595 814,761 173,245 WOR WORTHINGTON INDUST 401,653 190,574 205,720 WPS WPS RESOURCES CORP 1,266,228 1,160,646 44,015 WPSPRA WPSR CAPITAL TRUDT I NONE 2,600 1,125 GRA WR GRACE & CO 577,371 384,819 520,965 WWY WRIGLEY (WM) JR CO 3,572,921 3,616,762 485,665 WWF WRLD WRSTLG FED ENT 1,177,206 1,178,477 89,385 WST WST PHRMCTL SERV INC 104,286 90,705 12,790 WGRPR WSTRN GAS RES $2.28 3 2,721 560 WGRPRA WSTRN GAS RES-$2.625 16,559 NONE 43,740 WYN WYNDHAM INTN'TL INC 54,867 42,663 247,165 XEL XCEL ENERGY INC 3,983,086 3,133,570 1,165,120 XRX XEROX CORP 22,938,587 27,674,031 4,155,870 XL XL CAPITAL LTD. 1,070,063 1,210,039 617,360 XTR XTRA CORP 69,583 35,667 45,605 YCC YANKEE CANDLE CO. 3,102,304 3,081,148 70,350 YRK YORK INT'L CORP 85,308 192,522 196,140 YPF YPF SOCIEDAD AN-ADR 3,850 6,350 2,185 ZLC ZALE CORPORATION 1,046,317 875,536 323,750 ZAP ZAPATA CORP. 13,899 24,127 6,695 ZNT ZENITH NATL INSUR 59,951 56,482 18,010 ZIF ZENIX INCOME FUND 102,452 98,224 29,425 ZF ZWEIG FUND,INC. 548,447 397,857 83,525 ZTR ZWEIG TOTAL RETURN 22,773 15,713 145,870