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