BDF 1838 BOND-DEB TRADNG 8,538 9,241 4,317 FCF 1ST COMMONWEALTH FIN 19,529 36,107 21,017 FTN 1ST TENN NAT'L CORP. 3,740,491 4,355,929R 452,694 TW 21ST CENTRY INS GRP 475,110 505,233R 13,133 KDE 4KIDS ENTERTAINMENT 1,503,103 1,633,739R 90,639 SE 7-ELEVEN, INC 18,695 21,565R 125,228 NDN 99 ONLY STORES 1,574,370 1,443,981R 156,261 AIR A A R CORP 332,174 310,846 71,417 AOS A.O. SMITH CORP 435,171 397,989R 28,567 TNT A.O. TATNEFT (ADS) 143,730 158,300R 75,483 AAM AAMES FINANCIAL CORP 652,057 697,737 26,556 RNT AARON RENTS INC-COMM 45,165 33,564 22,317 SUD ABBEY NATIONAL PLC 5,000 3,200 12,556 SUA ABBEY NAT'L PLC 7% 8,100 200 21,378 ABT ABBOTT LABS 9,572,853 9,585,353R 2,899,361 ANF ABERCROMBIE & FITCH 5,426,565 4,358,518R 1,535,006 ABY ABITIBI-CONSOLIDATED 325,444 293,018R 151,989 ABM ABM INDUSTRIES INC 93,740 92,667R 62,856 ABNPRB ABN AMRO CAP F TR II 105,038 37,899 129,756 ABNPRA ABN AMRO CP FNDG T I 10,692 7,141 122,822 ABN ABN AMRO HOLDING NV 182,550 176,756R 196,528 ACLPRA ACE Cap Trst 8.875% 5,140 1,200 10,533 ACL ACE LIMITED (ORD) 1,630,433 1,681,175R 1,121,656 ACLPRI ACE LIMITED PRI 1,000 12,000R 9,761 AK ACKERLEY GROUP INC 401,118 408,909R 38,806 ACG ACM GOVT INCOME 37,832 28,828R 227,589 AOF ACM GOVT OPPORTUNITY 27,600 24,800 16,867 AMF ACM MANAGED INCM FND 18,760 4,800R 45,261 ADF ACM MNGD DOLLAR INCM 5,248 7,173R 35,139 AMU ACM MUNI SECS INCM 49,201 49,201 11,256 ATU ACTUANT CORP. 23,837 4,386 52,244 ADX ADAMS EXPRESS CO 684,405 685,307R 74,344 ADO ADECCO SA 68,105 66,812R 9,017 ASF ADMINISTAFF INC 1,814,345 1,694,309R 343,728 PVD ADMINISTRADORA FONDO 1,814,454 1,807,701 7,200 RKY ADOLPH COORS COMPANY 1,117,776 1,042,318R 280,978 MKT ADVAN MKT SERV, INC 15,025 1,234 51,428 AMD ADVANCED MICRO DEV 22,985,390 23,666,703R 7,242,961 ASX ADVNCD SEMICON ENGNR 78,300 78,274 70,133 AD ADVO, INC. 388,728 321,152R 81,661 AEG AEGON NV (ORD SHS) 582,029 676,336R 151,783 AES AES CORP. (THE) 13,232,978 11,649,466R 1,812,011 AESPRC AES TRUST III 3,000 10,067 38,589 AET AETNA INC 4,260,013 4,263,203R 822,944 AMG AFFIL MANAGERS GROUP 312,032 165,642R 186,967 ACS AFFILIATED COMP SVCS 5,242,433 3,517,853R 664,000 AFL AFLAC INC. 1,324,202 1,160,975R 926,806 AG AGCO CORPORATION 1,269,522 812,184R 309,533 A AGILENT TECH INC 3,027,935 3,526,218R 3,159,517 ATG AGL RESOURCES (HLDG) 1,763,262 1,770,639R 143,111 AEM AGNICO-EAGLE MINES 349,786 117,407 199,339 AGX AGRIBRANDS INTL INC 47,196 41,850 25,528 AGU AGRIUM INC 114,723 293,054R 302,222 AGUPR AGRIUM INC-8% COPRS 970 5,611 13,906 AIFPRT AICI CAPITAL TRUST 4,300 100 10,811 APD AIR PRODUCTS CHEM 1,725,438 1,677,675R 1,216,856 ABF AIRBORNE, INC.(HLD) 963,073 834,179R 249,856 ARG AIRGAS INC 344,470 446,334 160,861 ANS AIRNET SYSTEMS, INC. 219,561 236,070R 16,022 AKS AK STEEL HLDG CORP 1,261,316 2,396,234R 394,306 ALPPRR ALA PWR CPTL TRST II 7,277 8,487 11,089 ALPPRQ ALA PWR CPTL TRUST I 995 4,229 3,600 ALQ ALABAMA POWER SER J 5,410 15,855 16,039 ALPPRN ALABAMA PWR 5.20% 3,716 566 5,711 ACA ALABAMA PWR 7% SER B 24,287 21,213 11,856 ABJ ALABAMA PWR CO-C 7% 11,500 12,500 10,983 ALK ALASKA AIR GROUP 1,870,551 2,115,019R 186,867 AIN ALBANY INT'L CL A 724,054 679,318R 119,244 ALB ALBEMARLE CORP 105,733 52,896R 98,717 AOG ALBERTA ENERGY CO 82,833 175,881R 109,706 ACV ALBERTO CULVER CL B 3,267,982 3,036,761R 131,506 ACVA ALBERTO-CULVER CL A 132,825 122,869R 57,011 ABS ALBERTSON'S INC 7,416,076 7,270,712R 1,175,228 AL ALCAN ALUMINIUM LTD. 3,355,406 3,034,967R 1,251,161 ALA ALCATEL 12,127,337 8,390,395R 2,465,089 AA ALCOA INC. 14,844,164 16,439,672R 3,711,417 AREPRA ALEX REAL EST EQUITS 32,404 46,674 2,728 ALX ALEXANDER'S INC 13,491 12,780 1,767 ARE ALEXANDRIA RE EQUITS 112,471 101,061 37,478 ATI ALLEGEHENY TECHNOLOGIES 495,486 759,261R 266,611 AYE ALLEGHENY ENERGY INC 1,098,948 890,573R 393,467 ALN ALLEN TELECOM INC 141,635 83,931 109,856 AGN ALLERGAN, INC. 2,412,506 2,396,838R 1,052,017 ALE ALLETE 422,204 2,496,739R 108,311 AMO ALLIANCE ALL-MKT ADV 60,243 70,043R 14,783 AC ALLIANCE CAP MGT HOD 666,990 558,990R 247,689 PFA ALLIANCE FOREST PROD 2,522 200 5,378 AWF ALLIANCE WLD $GVT II 22,393 39,707R 133,944 AWG ALLIANCE WORLD $ GVT 27,444 24,600R 10,533 LNT ALLIANT ENERGY CORP 1,592,395 1,409,381R 120,028 ATK ALLIANT TECHSYSTEMS 149,376 169,347R 174,117 AZ ALLIANZ AKTIENGESELL 26,321 41,365 34,733 AIB ALLIED IRISH-ADS ORD 146,558 136,975 48,450 AW ALLIED WAST IND INC. 3,887,410 3,782,198R 679,700 AFC ALLMERICA FINL CORP 137,783 111,559 304,711 ALM ALLMERICA SEC TRUST 8,722 2,600 9,022 ALL ALLSTATE CORP 5,603,463 7,857,046R 2,396,789 AT ALLTEL CORPORATION 3,188,658 3,588,302R 1,021,333 ALO ALPHARMA INC (CL A) 5,708,991 5,768,726R 560,517 AGI ALPINE GROUP INC 249,677 260,635 12,589 ALJ ALSTATE 7 1/8(QUIBS) 18,000 29,300 12,267 ALS ALSTOM (ADSS) 240,763 320,428 27,589 AZA ALZA CORP (COM STK) 16,059,587 18,508,084R 2,228,450 AXL AM AXL & MNFCT HLDG 51,085 19,108R 25,061 AGCPRM AM GEN CAP 8.45%MIPS 9,968 800 10,161 IND AM IND PROP REIT 5,498 3,518 5,111 AMB AMB PROPERTY CORP 423,585 303,523 123,806 ABK AMBAC FINL GROUP INC 2,028,959 1,706,931R 837,544 AIZ AMCAST INDUSTRIAL 8,843 7,200 16,428 ACO AMCL INTL CORP 10,147 6,087 36,644 AAE AMD AUTO COM EXC SEC 113,400 115,489 61,656 DOX AMDOCS LIMITED 7,142,725 6,015,250R 1,542,528 AAGPRT AMER ANNITY GRP 9 1/4% 6,420 5,122 2,183 AEP AMER ELEC PWR 6,083,171 6,972,985R 816,194 AXPPRA AMER EXP CAP TRUST I 2,200 10,900 29,722 AXP AMER EXPRESS CO 8,337,579 10,326,324R 5,182,106 AFGPRT AMER FINL CPTL TST I 3,277 830 3,094 MFA AMER FIRST MTGE INVS 2,239 5,780R 12,039 AGC S AMER GENERAL 2,450,443 1,085,594R 1,707,750 AGCPRB AMER GENERAL CAP III NONE 2,798 14,289 AHP AMER HOME PRODUCTS 4,823,339 6,007,256R 3,605,256 PLB AMER ITAL PASTA CO 149,702 204,982R 82,706 AMZ AMER MED SEC GROUP 71,900 83,204 19,361 XAA AMER MUNI INCME PORT 10,900 17,980R 8,094 BXT AMER MUNI TERM TR II 1,001 11,901 5,956 CXT AMER MUNI TRM TR III 6,800 12,200R 5,000 ACR AMER RETIREMENT CORP 192,855 211,955 5,956 SLA AMER SELECT PORTFOL 8,900 16,650 12,467 ASD AMER STANDARD COS 1,662,456 1,120,390R 405,472 CSP AMER STRAT INCM PTFL-III 24,008 32,937R 25,672 BSP AMER STRT INC PRT II 8,401 17,901R 19,772 AWK AMER WATER WORKS 945,839 747,195R 144,156 AWA AMER WEST HLDGS CORP 348,006 428,153R 90,133 AWR AMER. STATES WATER 18,859 18,555 18,928 AHC AMERADA HESS CORP 2,814,943 1,576,955R 715,106 ARL AMERCN RLTY INVEST 5,230 2,830R 2,844 AEE AMEREN CORPORATION 4,074,771 3,938,603R 451,961 AGCPRA AMERICAN GEN CAP I 14,300 25,049 14,922 AM AMERICAN GREETING CO 1,269,195 1,080,799R 241,506 AIG AMERICAN INTL GROUP 10,099,969 10,953,941R 4,486,678 SKI AMERICAN SKIING CO 1,268,412 1,068,540R 44,861 AMT AMERICAN TOWER CORP 12,896,235 14,413,900R 1,097,178 ACF AMERICREDIT CORP 5,987,032 5,240,469R 756,000 APU AMERIGAS PARTNERS LP 58,944 10,464 81,839 AAS AMERISOURCE HEALTH 2,865,484 2,691,863R 539,744 ASP AMERN STRAT INCM PORT 10,000 17,488 2,578 AMN AMERON INC 64,536 47,828 6,478 AMH AMERUS GROUP CO. 1,363,866 1,281,064R 76,556 AHB AMERUS GROUP CO. 1,000 16,387R 50,022 AME AMETEK INC 138,799 134,730R 53,167 AML AMLI RESIDENTL PROPS 74,645 31,143R 42,300 AP AMPCO-PITTSBURGH 98 3,051R 3,800 APH AMPHENOL CORP CL-A 685,710 626,042R 321,800 AMR AMR CORP 2,999,277 1,288,164R 1,701,039 AAR AMR CRP 7.875% 3,125 6,252 14,411 AFG AMR FINL GRP-HLDG CO 423,271 693,833R 206,061 AMX AMR MOVIL S.A. DE CV 5,272,844 23,737,786R 2,921,533 ASI AMR SFTY INS GRP LTD 7,487 NONE 2,167 ASO AMSOUTH BANCORP 3,953,990 2,881,884R 702,583 AVZ AMVESCAP PLC (ADSS) 120,850 101,732R 36,533 APC ANADARKO PETROLEUM 8,362,142 6,746,896R 2,545,528 ADI ANALOG DEVICES 4,591,183 7,102,609R 4,309,694 AU ANGLOGOLD LIMITED 456,650 227,963R 459,506 BUD ANHEUSER-BUSCH COS 8,096,473 7,068,854R 2,229,667 AXE ANIXTER INTERNATIONL 2,077,642 1,657,481R 377,500 NLY ANNALY MORTGAGE MGMT 27,957 27,402R 68,889 ANN ANNTAYLOR STORES 2,943,810 2,570,772R 663,539 AHR ANTHRACITE CAPITAL 21,643 16,490R 208,794 ANJPR ANZ EXCH PRD TRUS II 4,781 14,000 21,033 ANUPR ANZ EXCHG PFD TRUST 7,854 3,400 40,411 AOL AOL TIME WARNER INC 74,570,537 57,849,034R 17,290,878 AOC AON CORP 6,781,608 6,515,444R 951,550 APA APACHE CORP 3,971,380 3,499,198R 1,587,128 APAPRC APACHE CP DP SHS PFC 34,543 5,700 36,439 APX APEX MUNICIPAL FUND 18,600 7,501R 24,089 AOT APOGENT TECH, INC 892,537 1,062,432 236,350 APJ APPALACHIAN PR 8 1/4 1,075 3,146 2,878 AJC APPALACHN PWR-7.30% 3,900 700 5,917 AJB APPALCHIAN PWR 7.20% 2,210 5,930 2,572 ABI APPLERA CORPORATION 1,459,153 2,159,779R 1,461,972 CRA APPLERA CORPORATION 3,859,287 3,551,076R 1,394,894 APN APPLICA INCORPORATED 2,450,827 2,171,978R 58,083 AIT APPLIED INDUSTL TECH 23,163 5,127R 32,378 AHG APRIA HEALTHCARE GRP 922,689 1,472,862R 261,128 AIV APT INV&MGT CO-CL A 1,060,428 963,438R 407,161 AIVPRD APT INVT&MGNT 8 3/4% 213 2,424 6,100 ATR APTARGROUP INC 365,343 365,426 93,328 AIVPRH APTMNT INV & MGMT CO 7,020 8,200 3,106 APW APW LTD. 117,318 425,031R 268,211 ARA ARACRUZ CELULOSE 608,245 273,084 138,811 ARJ ARCH CHEMICALS, INC. 82,598 87,632R 41,750 ACI ARCH COAL INC 435,445 331,774R 854,339 ADM ARCHER DANIELS 3,694,177 4,101,710R 1,457,383 ASNPRA ARCHSTONE COMMUN -A 7,802 NONE 15,000 ASN ARCHSTONE COMMUN TR 1,038,076 1,490,718R 959,761 ARI ARDEN REALTY INC 226,602 273,858R 179,944 AF ARGENTINA FUND 81,154 72,184R 41,272 AGY ARGOSY GAMING CO 790,846 856,782R 98,000 ACX ARGUSS COMM, INC 123,847 208,489R 26,506 AH ARMOR HOLDINGS,INC. 662,536 282,386R 145,344 ACK ARMSTRONG HLDGS INC 6,122,995 6,016,689R 209,517 ARW ARROW ELECTRONICS 5,488,336 1,579,875R 1,890,150 ARM ARVINMERITOR, INC. 610,548 599,016R 147,072 ASA ASA LIMITED 87,335 117,621R 118,572 ASL ASHANTI GOLDFIELDS 21,633 20,533 57,694 ASH ASHLAND INC. 508,646 953,071R 336,761 ARH ASIA PACIF RES INTL 29,957 10,000 59,789 APB ASIA PACIFIC FUND 39,963 39,811R 55,500 PAP ASIA PULP & PAPER 507,600 918,443R 1,205,856 SAT ASIA SATELLITE TELE 9,906 15,066R 2,711 GRR ASIA TIGERS FUND 7,700 2,800 30,200 AEC ASSOC ESTATES REALTY 22,084 19,277 70,717 AZN ASTRAZENECA PLC 1,528,480 1,784,400R 623,422 NCD AT&T CAP CP 8.25 76,945 72,770 23,056 NCF AT&T CAP CRP 8.125% 88,653 91,353 50,567 T AT&T CORP 47,745,347 41,801,000R 11,972,728 AWE AT&T CORP WIRELESS 26,289,799 18,471,891R 2,706,144 LMGA AT&T-LIBERTY (CL A) 7,857,471 6,557,328R 4,785,233 LMGB AT&T-LIBERTY (CL B) 83,965 84,300R 12,533 CGO ATLAS AIR INC 884,895 689,980R 170,189 ATO ATMOS ENERGY CORP 688,670 683,383R 70,389 ATW ATWOOD OCEANICS INC 220,859 153,477R 81,144 AVC AUDIO VISAL SER CORP 1,873,500 1,873,500 43,544 AOR AURORA FOODS INC 266,733 341,843R 40,422 OST AUSTRIA FUND 50,052 93,944 6,617 ANZ AUSTRL & NZ BNK(ADS) 3,878 27,207 9,278 ANZPR AUSTRL&NZ BNK 9-1/8% 17,725 2,132 7,706 ALV AUTOLIV INC 486,045 532,107R 59,389 ADP AUTOMATIC DATA PROC 5,811,853 4,995,831R 1,440,933 AN AUTONATION, INC. 8,249,141 7,901,297R 1,568,161 AZO AUTOZONE INC 2,856,790 2,325,539R 559,322 AVB AVALONBAY COMM INC 790,602 665,034R 112,017 AV AVAYA INC. 2,859,752 2,880,890R 944,467 AVE AVENTIS ADS 722,250 591,329R 304,222 AVEWS AVENTIS ADW 14,700 15,102R 9,944 AVY AVERY DENNISON CORP 1,309,097 1,328,632R 346,517 AVL AVIALL, INC. 7,709 19,414R 42,333 AVS AVIATION SALES CO 1,849,529 1,973,729 34,989 AVA AVISTA CORPORATION 732,699 718,979 196,689 AVT AVNET INC 3,823,104 3,051,197R 524,089 AVP AVON PRODUCTS 5,307,443 4,312,473R 1,624,189 AVX AVX CORP. 1,433,787 941,181R 388,444 AXA AXA (ADSS) 897,040 1,126,062R 207,428 AZR AZTAR CORP 140,504 256,325R 141,267 AZX AZURIX CORP 90,682 120,168 179,528 BHI BAKER HUGHES INC 6,081,485 5,190,051R 2,319,228 BEZ BALDOR ELEC CO 449,425 307,660R 48,872 BLL BALL CORP 290,354 217,121R 154,211 BFT BALLY TOTAL FITNESS 2,878,735 2,660,526R 163,261 BVGPR BANCO B.V.INTL-ADS A 3,000 NONE 10,156 BVGPRB BANCO B.V.INTL-ADS B 12,800 NONE 2,511 BVGPRE BANCO B.V.INTL-ADS E 1,900 19,600 12,067 BBV BANCO BILBAO VIZ ARG 2,720,057 2,420,008R 132,828 BPC BANCO COM PORT (ADR) 112,169 54,909 3,667 AED BANCO DE A EDWARDS 1,600 24,000 67,750 BGA BANCO GANADERO (ADS) 326,185 326,485 950 BLX BANCO LATINOAMER EXP 7,502 2,400 24,578 BRS BANCO RIO DE LA PLAT 8,247 8,000 8,406 BSB BANCO SAN CENT HISP 7,009,500 2,500 22,600 SAN BANCO SANTIAGO (ADS) 1,400,000 60,290 105,133 CIB BANCOLOMBIA S.A. 551,544 553,324 5,383 BXS BANCORPSOUTH INC 159,923 118,056R 84,156 BWE BANCWEST CORPORATION 509,803 391,147R 122,039 BDG BANDAG INC 380,451 308,072R 41,367 BDGA BANDAG INC (CL A) 4,800 700 7,889 BGR BANGOR HYDRO-ELEC 5,567 3,869 6,244 BAC BANK OF AMER CORP 23,646,702 19,072,818R 5,742,739 BMO BANK OF MONTREAL 90,833 221,995R 73,067 BK BANK OF NEW YORK 4,881,913 5,430,751R 2,631,756 ONEPRT BANK ONE CAPITAL I 908 19,784 29,989 ONEPRU BANK ONE CAPITAL II 18,800 4,700 15,450 ONE BANK ONE CORP 14,626,875 16,388,937R 3,342,956 MBK BANK TOKYO-MITSUBISH 1,681,413 1,424,951R 349,583 BACPRY BANKAMER CAPITAL IV 5,740 4,025 19,983 BBX BANKATLANTIC BANCORP 1,992,942 1,953,665R 100,367 BUFPRC BANKUNITED CAPTL III 10,493 16,143 9,900 BN BANTA CORPORATION 268,540 177,584R 81,939 BCS BARCLAYS PLC (ADR) 201,499 204,077R 11,000 BCR BARD (C R) INC. 161,601 175,366R 191,878 BKS BARNES & NOBLE INC 3,261,365 1,418,014R 518,478 B BARNES GROUP INC 117,112 99,649 18,933 BRL BARR LABORATORIES 2,018,384 1,986,761R 561,167 BRR BARRETT RESOURCES 2,178,660 615,019R 895,000 ABX BARRICK GOLD CORP 8,024,202 6,292,970R 1,817,972 BF BASF AKTIENGESELLSFT 229,997 160,249 43,628 BAS BASS PLC (ADR) 6,470 8,500 10,711 BOL BAUSCH & LOMB INC 4,481,421 3,841,355R 742,356 BAX BAXTER INTERNATIONAL 2,087,451 1,926,557R 1,556,461 BVC BAY VIEW CAPT'L CORP 953,914 879,475R 171,194 BVS BAY VIEW CAPT'L I 7,000 6,000 10,917 BBT BB&T CORPORATION 9,850,726 9,848,421R 871,394 BB BBV BANCO BHIF 1,205,972 3,174 67,656 BFR BBVA BANCO FRANCES 186,779 215,766 85,588 BCE BCE INC 2,582,003 4,475,941R 310,150 BSC BEAR STEARNS CO 5,859,223 6,272,853R 1,050,206 BZH BEAZER HOMES USA INC 113,230 143,464R 141,950 BEC BECKMAN COULTER INC 444,081 535,708R 195,550 BDX BECTON, DICKINSON CO 2,627,071 2,867,775R 990,767 BED BEDFORD PROP INV 11,908 16,028 35,006 BOGPR BELCO OIL & GAS 6.50 5,547 5,500 29,439 BOG BELCO OIL & GAS CORP 165,455 185,149 43,528 BWC BELDEN INC 24,470 27,917R 100,278 BHW BELL & HOWELL CO 168,339 233,538 31,111 BLS BELLSOUTH CORP 10,158,469 9,657,896R 2,752,183 BLC BELO (AH) SER A COM 1,372,566 1,508,206R 190,667 BMS BEMIS COMPANY 910,002 1,091,049R 155,161 BHE BENCHMARK ELECTORNCS 3,718,746 3,518,277R 310,000 BBC BERGEN BRUNSWIG CL A 2,760,780 2,990,799R 836,144 BBCPRA BERGEN CAPTL TRST I NONE 3,534 26,972 BRKB BERKSHIRE HATH-CL B 88,397 83,045R 12,555 BRY BERRY PETROLEUM CL A 25,486 22,073 25,128 BBY BEST BUY CO., INC. 7,318,760 3,784,177R 2,259,428 BSPR BETH STEEL $5.00 PFD 97,471 75,300 8,422 BSPRB BETHLEHEM STEEL 2.50 92,055 74,900 11,617 BS BETHLEHEM STEEL CORP 7,972,549 7,865,569R 534,394 BEV BEV ENTERPRISES 2,393,896 2,231,462R 563,133 GRPRA BFGOODRICH CPTL QUIP 21,688 17,500 8,206 BGEPRA BGE CAPITAL TRUST I 11,982 15,100 14,250 BHP BHP LIMITED 52,138 77,900R 32,322 BVF BIOVAIL CORPORATION 16,065,035 16,255,784R 1,351,633 BVFPR BIOVAIL CP CV PFD 100 25,100R 70,978 BIR BIRMINGHAM STEEL CO 37,543 13,856R 125,189 BJS BJ SERVICES CO 4,352,628 4,228,403R 1,411,206 BJ BJ'S WHOLESALE CLUB 1,078,245 1,192,119R 676,711 BKF BKF CAPT'L GROUP,INC 21,552 41,147R 4,828 BDK BLACK & DECKER CORP 2,823,692 3,559,626R 704,156 BKH BLACK HILLS CORP 214,705 134,401R 66,628 BTM BLACKROCK 2001 TERM 25,009 25,009 166,700 BFC BLACKROCK CA INSD 08 16,006 16,006 9,672 BRF BLACKROCK FL INSD 08 28,399 32,600 7,667 BHY BLACKROCK HIGH YIELD 309,078 328,030R 19,483 BLK BLACKROCK INC 99,903 96,605R 34,578 BKT BLACKROCK INCOME TR 25,962 25,590R 146,483 BRM BLACKROCK INS MUN 08 22,600 23,500 27,628 BMT BLACKROCK INSD MUN 68,100 79,193 15,906 BMN BLACKROCK MUN TARGET 46,100 46,100 53,039 BNA BLACKROCK N.A. GOVT 32,850 24,016R 44,817 BLN BLACKROCK NY INSD 08 39,400 38,900 12,067 BGT BLACKROCK STRST TERM NONE 5,417 70,256 BKN BLCKRCK INV QUAL MUN 300 11,400 16,450 BSD BLCKRCK STRTGC 25,400 34,620 18,206 BAT BLCKROCK ADV TERM TR 4,701 9,001 13,567 BTF BLDER TOTL RETRN FND 6,158 11,479 18,511 HRB BLOCK (H & R) INC 2,476,859 2,362,435R 651,033 BBI BLOCKBUSTER INC 1,077,321 1,019,844R 389,089 BLT BLOUNT INT'L INC 19,431 18,154R 2,217 BLU BLUE CHIP VALUE FUND 241,901 41,450R 61,911 BSI BLUE SQUARE-ISRAEL 9,300 15,254 5,328 BXG BLUEGREEN CORP 119,527 122,441 13,856 BTH BLYTH INDUSTRIES 1,316,406 1,321,041R 88,044 BMM BMC INDUSTRIES 12,568 16,229R 34,444 STD BNCO SAN CEN HIS S.A 1,217,034 1,417,454R 186,133 ONEPRC BNK ONE CORP PFD C 5,683 4,383 133 BKPRC BNY CAPITAL II 3,400 1,300 14,328 BKPRD BNY CAPITAL III 40,172 51,446 17,950 BKPRE BNY CAPITAL IV 8,268 6,000 18,356 BEI BOARDWALK EQU INC 7,100 77,300 4,633 BOX BOC GROUP PLC (ADSS) 63,410 8,917 8,361 RST BOCA RESORTS INC 36,350 24,310R 17,378 BA BOEING COMPANY 8,069,890 5,319,539R 3,229,028 BCC BOISE CASCADE CORP 1,083,001 1,114,015R 383,056 BBA BOMBAY COMPANY 152,069 127,182R 96,622 BCU BORDEN CHEM COM U'S 23,809 21,809 62,550 BGP BORDERS GROUP (MI) 649,137 513,675R 364,861 BWA BORG-WARNER AUTO 1,266,027 1,333,811R 133,817 SAM BOSTON BEER COMPANY 185,945 154,595R 25,422 BOS BOSTON CELTICS 310,200 315,616R 1,883 BXP BOSTON PROPERTIES 502,900 594,847R 415,111 BSX BOSTON SCIENTIFIC 8,867,465 7,785,278R 1,767,283 BWG BOUYGUES OFFSHORE SA 20,452 31,287 8,261 BOW BOWATER INC 516,289 520,893 250,600 BNE BOWNE & CO., INC. 232,220 172,753 179,006 BYD BOYD GAMING CORP 267,658 261,671R 42,250 FOB BOYDS COLLECTION LTD 32,790 24,955R 13,083 BOY BOYKIN LODGING CO 84,938 23,964R 55,306 BP BP AMOCO P.L.C. 3,711,959 5,546,572R 2,308,150 BPT BP PRUDHOE BAY RLTY 126,529 130,511R 111,556 BRC BRADY CORPORATION 120,253 36,850R 35,456 BDN BRANDYWINE RLTY TRST 65,061 26,599 190,250 BNN BRASCAN CORPORATION 67,842 82,448 42,178 BRP BRASIL TEL PARTICPCS 708,375 704,867R 161,189 BZF BRAZIL FUND INC 10,624 2,024R 25,522 BZL BRAZILIAN EQUITY 46,500 20,900 9,528 BRE BRE PROPERTIES CL-A 331,255 261,759 120,150 BGG BRIGGS & STRATTON 1,591,019 1,292,807R 118,178 CBA BRILLINCE CHINA AUTOMTV 6,936 15,920R 33,367 EAT BRINKER INTL 3,480,759 2,507,394R 734,406 BMY BRISTOL-MYERS SQUIBB 11,477,919 10,277,001R 4,235,811 BAB BRITISH AIRWAYS(ADR) 196,948 189,906R 18,478 BGY BRITISH ENERGY PLC 72,313 65,553 9,211 BSY BRITISH SKY BROADCST 174,008 163,984 6,683 BTY BRITISH TELECM (ADR) 754,805 293,984R 90,111 BNI BRLNGTN NTHRN SAN FE 2,051,189 2,099,523R 1,283,739 BRW BROADWING INC. 3,898,898 3,502,628R 618,533 BRWPRB BROADWING INC. PRB 43,613 43,642 13,972 BPO BROOKFIELD PROP CORP 74,134 143,934 38,483 BRO BROWN & BROWN INC 25,590 23,076 32,844 BWS BROWN SHOE COMPANY 66,988 55,844 95,183 BFA BROWN-FORMAN CL A 24,600 19,500 2,850 BFB BROWN-FORMAN CL B 328,848 337,428R 102,283 BRT BRT REALTY TRUST 16,400 19,460 1,017 BC BRUNSWICK CORP 1,000,137 685,782R 512,456 BW BRUSH WELLMAN INC 18,284 18,483R 25,944 BSFPRQ BSCH FINANCE LIMITED 2,100 45,153 48,839 BSFPRC BSCH FINANCE PRC NONE 3,800 9,128 BSFPRD BSCH FINANCE PRD 11,773 4,100 7,572 BSFPRE BSCH FINANCE PRE 27,200 25,200 4,106 BSFPRF BSCH FINANCE PRF 6,900 1,000 23,356 BSFPRG BSCH FINANCE PRG 22,600 24,600 17,400 BSFPRJ BSCH FINANCE PRJ 17,000 7,600 9,839 BPL BUCKEYE PARTNERS 32,800 37,194R 17,322 BKI BUCKEYE TECHNOLOGIES 63,892 71,247 106,056 BKE BUCKLE INC 138,317 122,289R 24,411 BD BUDGET GROUP INC 2,712,920 1,951,509R 375,911 BNL BUNZL PLC ADS 20,048 14,198 728 BCF BURLINGTON COAT CORP 198,593 115,826R 74,794 BUR BURLINGTON INDUST 23,048 35,497R 128,039 BR BURLINGTON RESOURCES 5,558,331 4,965,163R 1,460,078 BPP BURNHAM PACIF PROP 33,728 12,630R 56,983 BSH BUSH INDUSTRIES "A" 63,151 22,221 39,739 BBR BUTLER MANUF CO. 16,940 7,605 7,061 BY BWAY CORPORATION NONE 3,278 3,872 CHP C&D TECHNOLOGIES INC 88,062 410,436R 403,872 CWT CA WATR SERV-HLDG CO 29,707 28,126 16,317 CDT CABLE DESIGN TECHS 173,368 151,121R 177,189 CWP CABLE+WIRELESS (ADS) 842,601 1,177,026R 327,100 CS CABLETRON SYSTEMS 2,660,316 2,451,208R 2,289,306 CBT CABOT CORP 544,890 1,245,562R 458,278 CTR CABOT INDUSTRIAL TST 23,853 34,652 30,750 COG CABOT OIL & GAS CL A 551,204 530,360R 158,667 CSG CADBURY SCHWEPPESPLC 614,810 428,415R 58,461 CDN CADENCE DESIGN SYSTS 5,041,761 5,243,084R 1,896,706 CCC CALGON CARBON CORP 39,249 43,493R 40,428 CFP CALIF FEDL PFD CPTL 16,234 45,067 41,722 ELY CALLAWAY GOLF CO 2,250,366 1,098,842R 751,989 CPEPRA CALLON PETRO $2.125 9,727 3,017 20,300 CPE CALLON PETROLEUM CO 612,389 481,350R 86,256 CPN CALPINE CORPORATION 21,687,236 19,411,859R 2,600,989 CPT CAMDEN PROPERTY TRST 132,154 183,408R 85,533 CCJ CAMECO CORP-COM SHS 10,200 11,100 13,889 CBM CAMKBREX CORP 230,098 190,297R 82,756 CCH CAMPBELL RESOURCES 31,944 20,021 24,933 CPB CAMPBELL SOUP CO 6,761,805 6,165,518R 924,689 CLU CANADA LIFE FIN CORP 600 7,539R 10,361 CED CANADIAN NAT RES LMT 238,848 265,660R 21,061 CNIPR CANADIAN NTL RWY CV 144 23,734 58,122 CP CANADIAN PACIF 602,169 870,262R 1,215,800 BCM CANAFIAN IMP BNK COM 1,049,895 1,272,495 29,294 CAJ CANON INC 97,088 122,323R 83,911 CWG CANWEST GLOBAL COMM 1 4,449 2,461 COF CAPITAL ONE FINANCL 4,118,656 3,792,643R 1,585,006 KREPRL CAPITAL RE LLC"MIPS" 4,711 520 4,289 CT CAPITAL TRUST INC. 201,882 200,000 2,678 CMO CAPSTEAD MORTG CORP. 166,677 177,880 55,356 CMOPRA CAPSTEAD MTGE SER A 2,436 5,086 267 CRR CARBO CERAMICS INC 32,869 35,066R 54,978 CAH CARDINAL HEALTH INC 6,858,115 8,104,871R 1,469,572 CMX CAREMARK RX, INC. 13,335,001 12,917,529R 1,618,683 CSL CARLISLE CO'S INC 333,083 228,734R 121,911 KMX CARMAX GROUP 3,116 10,043 90,811 CCL CARNIVAL CORPORATION 2,547,698 4,413,984R 1,652,489 CRS CARPENTER TECH 234,480 106,673R 72,739 CREPRD CARRAMER 8.45% SER D 2,004 NONE 4,422 CRE CARRAMERICA REALTY 1,299,831 1,260,633R 217,456 CSV CARRIAGE SERVICES 251,884 211,878R 40,000 CAR CARTER-WALLACE 204,104 112,818R 60,417 CAE CASCADE CORPORATION 1,300 15,100 27,194 CGC CASCADE NATURAL GAS 51,493 17,923R 35,956 PWN CASH AMERICA INTL 167,367 111,681 26,144 LTG CATALINA LIGHTING 13,500 13,500 43,922 POS CATALINA MARKETING 2,214,174 1,706,921R 166,917 CDX CATELLUS DEVELOP 1,134,879 850,254R 362,306 CAT CATERPILLAR 5,628,655 3,654,498R 1,858,367 CAV CAVALIER HOMES INC 20,041 35,063R 32,117 CBG CB RICHARD ELLIS SVC 5,340 3,086R 55,283 CBL CBL & ASSOC PROPS 130,012 124,953R 77,461 CBLPRA CBL & ASSOC PROPS 9% PRA 13,137 7,479 3,611 CVC CBLEVISION SYTMS CP 4,087,415 3,194,091R 828,250 CDI CDI CORP. 173,439 134,885R 43,711 CNI CDN NATL RAILWAY 2,549,137 2,765,642 391,972 CEC CEC ENTERTAINMENT INC 280,039 336,432R 139,578 CD CEDANT CORPORATION 29,534,014 48,774,216R 7,487,200 FUN CEDAR FAIR L.P. 165,676 121,607R 61,283 CZ CELANESE AG 6,551 4,175R 18,989 CLS CELESTICA INC. 5,641,251 5,368,843R 3,126,944 CLL CELLTECH GROUP PLC 6,778 8,488R 25,967 CX CEMEX S.A. DE C.V. 1,080,467 1,135,519R 393,878 CXWS CEMEX, S.A. DE C.V. WS 7,035 7,035 2,361 CTA CENTER TRUST,INC. NONE 3,710 39,650 CNT CENTERPOINT PROPS TR 254,436 215,924R 34,522 CXP CENTEX CONTRCTN PROD 128,005 46,405R 22,139 CTX CENTEX CORP 2,120,456 2,390,838R 462,544 CPC CENTRAL PARKING CORP 960,891 1,079,998 50,411 CBC CENTURA BANKS 237,075 321,898R 184,861 CTL CENTURYTEL INC 1,100,741 1,377,183R 511,067 CEN CERIDIAN CORP 3,434,103 2,360,221R 522,533 GIB CGI GROUP INC 4,437,254 6,300 113,306 CHG CH ENERGY GROUP,INC. 291,339 268,802R 34,928 CHB CHAMPION ENTERPRISES 2,476,156 1,964,532R 126,983 MPH CHAMPSHIP AUTO RACNG 133,725 120,477R 78,983 CRL CHARL RIVR LAB INT'L 105,556 152,512 88,194 CHT CHART HOUSE ENTER 41,500 41,500 31,583 CTI CHART INDUSTRIES INC 11,205 11,115 27,000 CF CHARTER ONE FIN INC. 3,398,227 2,610,696R 635,239 CWF CHARTWELL DIV+INCME 20,900 5,900 23,822 CBO CHASE CAP VII 7%SERG 24,361 6,180 31,478 CMV CHASE CAPITAL IV 7,692 7,515 19,778 CMBPR CHASE PFD CPTL 8.10% 6,300 4,111 17,967 CPJ CHATEAU COMMUNITIES 212,532 194,635R 34,672 CKP CHECKPOINT SYSTEMS 3,594,861 3,384,710R 125,333 CPG CHELSEA PROP GRP,INC 99,342 176,499R 93,544 CHE CHEMED CORP 63,454 16,052R 30,233 CEM CHEMFIRST INC 8,307 18,629 32,378 CSK CHESAPEAKE CORP 242,840 204,560R 29,828 CHK CHESAPEAKE ENER (OK) 3,573,842 3,578,920R 1,588,344 CPK CHESAPEAKE UTILITIES 15,000 15,000 6,172 CHV CHEVRON CORP 20,429,923 13,227,339R 2,422,183 CCPPRA CHEVY CHASE PFD CPTL 9,873 10,796 2,067 CBI CHICAGO BRIDGE IRON 23,578 6,900 149,600 CH CHILE FUND INC 1 6,601R 26,261 CEA CHINA EASTERN AIRLIN 10,400 10,400R 4,894 CHN CHINA FUND INC 10,414 NONE 37,394 CHL CHINA MOBILE LIMITED 1,592,337 2,086,685R 1,515,100 ZNH CHINA STHRN AIR-ADSS 21,700 20,385 10,667 TIR CHINA TIRE HLDGS LTD 21,339 21,941R 6,511 CHU CHINA UNICOM LIMITED ADR 635,622 5,624,734 558,944 CQBPRB CHIQ BRANDS $3.75 B 18,195 19,900 11,606 CQBPRA CHIQ BRANDS $2.875 A 7,400 20,400 6,317 CQB CHIQUITA BRANDS INTL 6,350,175 7,641,268R 268,467 CHZ CHITTENDEN CORP 246,075 170,587R 37,456 CNH CHN GLOBAL N.V. 66,923 123,414 241,178 SNP CHNA PETRL &CHM CORP 23,200 2,470R 73,011 CHH CHOICE HOTELS 158,324 76,558R 39,867 CPS S CHOICEPOINT INC 850,484 560,789 102,722 CCN CHRIS-CRAFT INDUSTS 251,030 312,775R 72,100 CB CHUBB CORP 1,834,799 2,125,714R 786,928 CHD CHURCH & DWIGHT 334,448 234,312R 84,883 CHY CHYRON CORP 115,000 102,700 35,911 CSB CIBA SPEC CHEM HLDG 7,748 8,166 1,050 CBR CIBER INC 928,718 870,852R 247,772 CI CIGNA CORP 1,494,332 1,173,657R 923,678 HIS CIGNA HIGH INCME SHS 388,274 450,945R 94,161 IIS CIGNA INVESTMENT SEC 11,376 11,900 4,911 CIN CINERGY CORP 1,278,440 2,100,190R 434,172 CIR CIRCOR INT'L INC 1,101 22,475R 15,228 CC CIRCUIT CITY GROUP 10,599,424 10,375,463R 2,086,911 CIT CIT GROUP INC (THE) 3,899,458 3,532,071R 888,811 CIHPRA CITICRP CP III 7.10% 26,800 32,900 20,872 CPRN CITIGROUP 6.850% (TRUPS) 38,620 20,975 16,306 CPRE CITIGROUP CAP I 8% 368 4,520 12,161 CPRW CITIGROUP CAPITAL V 22,589 25,875 41,917 CPRX CITIGROUP CAPITAL VI NONE 4,904 53,256 C CITIGROUP INC 32,321,893 29,746,334R 13,834,722 CPRU CITIGRP DP PFD U NONE 2,500 5,744 CZN CITIZENS COMM CO 11,727,159 8,298,021R 3,006,306 CYN CITY NATIONAL CORP 1,306,688 365,307R 268,617 CKR CKE RESTAUR(HLDG CO) 1,330,983 2,022,658R 135,722 CLE CLAIRES STORES INC 1,303,320 1,527,323R 227,967 CLC CLARCOR INC. 127,988 117,782 52,661 CMH CLAYTON HOMES (DEL) 2,251,745 3,124,711R 287,544 CCU CLEAR CHANNEL COMMUN 20,288,710 19,653,970R 2,373,183 CNL CLECO CORP (HOLDING) 580,295 564,849R 54,800 CLF CLEVELAND CLIFFS INC 219,322 150,724R 34,783 CLX CLOROX CO 3,474,204 3,810,989R 1,198,556 EMS C-MAC INDUSTRIES INC 300,596 276,639R 171,722 CMS CMS ENERGY CORP 6,350,449 8,411,555R 1,010,622 CMSPRM CMS ENERGY CORP (PEPS) 3,218 10,048 25,244 CMP CMS ENERGY CORP. ADJ 127,319 76,200R 125,922 CNA CNA FINANCIAL CORP 389,107 505,506R 117,333 CNN CNA INCOME SHARES 17,700 22,290 5,117 SUR CNA SURETY CORP 61,451 32,296 40,783 BNKPRA CNB CAPITAL TRUST I 11,000 35,818 15,700 CNF CNF TRANSPORTATION 2,122,265 2,150,792R 283,006 CNFPRT CNF TRUST I 29,410 29,661 5,183 CEO CNOOC LIMITED 36,887 NONE 1,965,367 COH COACH, INC 1,948,051 1,501,070R 176,689 COA COACHMEN IND, INC 1,148,746 1,048,717R 48,456 CGPPRI COASTAL CORP. INCOME 3,868 NONE 50,167 PAR COASTCAST CORP 10,877 12,201R 61,017 KO COCA COLA CO 17,133,713 20,201,407R 5,349,711 CCE COCA-COLA ENTER 14,512,827 13,222,876R 805,472 KOF COCA-COLA FEMSA-ADS 190,949 765,596 155,106 CDE COEUR D'ALENE MINES 1,714,391 1,520,844 131,300 RFI COHEN & STEERS TOT 25,401 23,500 8,278 CLPPRA COL PROP TRST 8 3/4% 5,120 5,628 5,422 CNJ COLE NATL CORP-CL A 40,900 49,197 7,272 CM COLES MYER (ADS) 2,875 500 1,056 CL COLGATE-PALMOLIVE CO 7,422,855 7,484,860R 1,599,456 CKC COLLINS & AIKMAN 143,698 138,104 16,267 CNB COLONIAL BANCGROUP 919,929 1,161,933R 194,633 CXE COLONIAL HIGH INCOME 1,000 7,594 36,706 CIF COLONIAL INTERM HIGH 46,044 62,997R 33,856 CMK COLONIAL INTERMKT I 1 4,077 12,283 CMU COLONIAL MUNCIPAL 9,563 20,000R 33,978 CLP COLONIAL PROPS (AL) 125,838 103,027R 58,811 CCZ COMCAST CORPORATION 100 50,700 3,639 CDO COMDISCO INC 2,804,259 2,087,291R 770,167 CMA COMERICA INC 4,672,440 2,931,895R 1,088,689 FIX COMFORT SYSTEMS USA 17,986 16,024R 47,144 CYH COMM HLTH SYSTM INC 176,114 242,347R 137,461 CBH COMMERCE BANCORP INC 718,513 703,942R 137,028 CGI COMMERCE GROUP INC 139,153 160,083R 58,839 CFB COMMERCIAL FEDERAL 1,049,355 834,781R 145,989 CMC COMMERCIAL METALS 147,814 121,167R 31,783 NNN COMMERCIAL NET LEASE 119,434 70,826 52,728 CTV COMMSCOPE INC 2,271,379 2,064,696 363,733 CBU COMMUNITY BANK SYST 35,100 30,051 10,072 CBD COMP BRASIL DIST-ADS 1,725,040 1,721,622 123,756 CU COMP CERV UNIDAS S.A 2,957,500 2,963,300 73,561 ABV COMP DE BEB DAS AMER PR 430,540 547,136R 380,228 GGY COMP GENL GEOPHYSQUE 317,754 186,953 2,250 CTC COMP TEL CHILE (ADS) 372,922 269,749R 162,683 ELP COMPANHIA PARANAENSE 9,357,555 1,003,701 821,900 SID COMPANHIA SIDERURGIC 1,518,927 1,534,872 22,561 BVN COMPANIA DE MINAS BA 31,096 83,500 108,117 CPQ COMPAQ COMPUTER CORP 21,945,969 27,433,572R 11,394,500 RIOPR COMPNHA VLE DO RIO D 746,736 561,848 172,250 CA COMPUTER ASSOC INTL 5,084,373 7,227,451R 3,048,478 CSC COMPUTER SCIENCES 4,425,715 4,180,771R 819,033 CTG COMPUTER TASK 25,805 25,318R 22,267 CIX COMPX INTERNATIONAL 54,960 47,300 26,233 CRK COMSTOCK RESOURCES 183,744 126,020R 293,539 EPI CON ED CO OF NY 6,809 4,870 14,561 CAGPRC CONAGRA CAPTL 9.35% 3,431 349 9,667 CAG CONAGRA INC 9,859,074 9,599,841R 4,104,150 COE CONE MILLS CORP 51,321 45,391 13,689 CIV CONECTIV 451,601 849,702R 274,172 CIVA CONECTIV CL-A 191,747 211,188 9,817 COCA CONOCO INC. CL-A 1,328,937 1,888,230R 944,283 COCB CONOCO INC. CL-B 4,205,991 3,188,650R 1,460,694 CNCPRT CONSECO FIN TRST I 82,000 53,100 40,133 CNCPRG CONSECO FIN TRST VI 57,300 51,182 20,711 CNCPRH CONSECO FIN TRST VII 193,500 188,200 31,594 CNCPRV CONSECO FIN TST 8.70% 93,770 97,922 38,800 CFD CONSECO STRATEGIC 25,000 34,900 12,467 CNC CONSECO, INC. 40,164,796 45,596,994R 3,208,006 CNX CONSOL ENERGY INC 221,300 188,200R 146,889 ED CONSOLIDATED ED-HLDG 8,660,479 8,278,264R 672,433 CGX CONSOLIDATED GRAPHIC 68,108 68,419R 41,489 CNS CONSOLIDATED STORES 1,070,948 1,078,879R 950,261 CEG CONSTEL ENRGY GRP 1,897,561 1,653,724R 732,650 STZ CONSTELLATION BRANDS 1,294,831 1,185,842R 119,672 CAL CONTL AIRLINES CL B 3,512,806 3,521,946R 565,311 MCM CONTROLADORA COM MEX 9,034 5,254 7,711 CVG CONVERGYS CORP 1,862,715 1,335,857R 803,933 CAM COOPER CAMERON CORP 1,558,401 1,422,734R 637,650 COO COOPER COS 350,898 250,253R 149,033 CBE COOPER IND INC 530,817 693,297R 398,472 CTB COOPER TIRE & RUBBER 1,131,014 993,342R 252,761 PNE CO-PETRO DO NORD S.A 7,661 7,901 6,239 CLB CORE LABS N.V. 481,693 577,285R 107,672 CRM CORIMON C.A. 5,755 9,303R 7,011 CPO CORN PRODUCTS INTEL 326,227 432,393 88,150 CNO CORNERSTONE PROPANE 29,357 24,722 29,617 TCR CORNERSTONE REALTY 103,414 27,240R 69,733 GLW CORNING INC 22,713,792 17,348,127R 19,448,617 PFH CORP ASST CABCO 7,263 4,900 7,500 CYE CORP HGH YLD FND III 107,414 101,000R 98,583 KYT CORP HI YLD FUND II 82,600 91,400R 20,222 COY CORPORATE HI YLD 102,100 29,900R 39,822 CXW CORR CORP OF AMERICA 343,483 304,375R 229,806 CPV CORRECTIONAL PROP TR NONE 3,110R 22,539 KTP CORTS TST JC PEN 7,468 3,859 13,078 CJR CORUS ENTRTNMNT INC 92,867 22,684 7,022 CGA CORUS GROUP PLC 141,780 74,399R 125,456 CGZ COTELLIGNT GROUP INC 864 6,064R 33,350 CCR COUNTRYWIDE CREDIT 3,440,356 2,976,743R 892,261 CUZ COUSINS PROPERTIES 161,369 210,569R 152,967 CVD COVANCE INC 2,168,781 2,158,204R 201,317 PRI COX COMM INC 94,138 83,499 20,717 COXPRI COX COMM INCOME PRIDES 189,089 114,089 50,644 COX COX COMMUNICATIONS CL-A 10,487,201 8,226,228R 1,438,428 CXR COX RADIO INC 657,687 382,612R 223,794 CPY CPI CORP. 17,081 28,221R 9,544 JC CRAIG (JENNY) INC 275,709 275,700 6,006 CR CRANE CO 564,961 724,076R 165,200 CRDB CRAWFORD & CO CL B 48,964 48,778R 10,194 CIK CRD SU AST MGT INC F 94,266 44,301R 44,911 CGF CRD SU AST MNGT SGIF 3,927 632 15,350 BAP CREDICORP LTD. (COM) 24,100 11,300 62,439 CEIPRA CRES REAL EST 6 3/4% 26,386 35,235R 11,439 CEI CRESCENT RE EQT (TX) 1,204,061 1,208,730R 411,133 CLJ CRESTLINE CAP CORP 42,736 25,008R 22,050 QCMMPRB CRIIMI MAE 10-7/8% B 1,000 11,259 2,539 QCMMPRF CRIIMI MAE INC. PFD F 2,363 150 1,250 QCMMPRG CRIIMI MAE SER G PF 15,833 4,912 10,600 QCMM CRIIMI MAE, INC. 141,340 3,331,491 473,011 CGW CRISTAL DE CHILE-ADS 400 3,400 2,244 CK CROMPTON CORPORATION 878,577 828,012R 148,528 XTO CROSS TIMBERS OIL CO 3,626,625 2,476,429R 698,344 CRT CROSS TIMBERS ROYLTY 46 4,333 17,917 CWN CROWN AMER REALTY TR 580,682 498,909R 93,828 CCK CROWN CORK & SEAL CO 1,704,217 2,708,459R 849,872 CRO CROWN PACIF PARTNERS 63,826 45,434R 107,828 CRY CRYOLIFE INC 360,317 266,122 55,478 DIR CSBFDIRECT 416,217 435,921 86,728 CAO CSK AUTO CORP 506,564 454,544 33,244 CSS CSS INDUSTRIES 53,441 81,511 2,011 CSX CSX CORPORATION 4,436,746 4,484,782R 936,094 CV CTL VERMONT PUB SVC 24,556 15,523 47,294 CTS CTS CORPORATION 572,622 720,600R 495,300 CFR CULLEN/FROST BANKERS 346,672 341,826R 139,917 CFI CULP INC 7,701 5,701 8,244 CUM CUMMINS ENGINE CO 2,478,015 1,518,528R 329,289 CW CURTISS-WRIGHT CORP 17,453 13,395R 7,022 CTF CVS AUTO COM EXCH SE 6,736 8,243 28,083 CVS CVS CORP (DELAWARE) 6,800,482 7,303,265R 2,244,500 CY CYPRESS SEMICONDUCTR 3,478,324 6,110,548R 2,930,050 CYT CYTEC INDUSTRIES INC 479,799 504,408 171,694 DHI D.R. HORTON INC 488,010 480,238R 374,194 DAJ DAIMLER-BENZ 5-3/4% 20,386 NONE 856 DCX DAIMLERCHRYSLER CORP 6,217,154 7,990,287R 715,572 DS DALLAS SEMICONDUCTOR 437,540 405,388R 1,496,783 DTL DAL-TILE INTL INC 93,300 132,182R 114,528 DCN DANA CORP 6,778,371 5,523,039R 737,678 DHR DANAHER CORP 2,954,353 3,119,312R 568,533 DRI DARDEN RESTAURANTS 1,543,904 1,770,502R 755,933 DAB DAVE & BUSTER'S INC 51,235 96,039R 39,133 DVA DAVITA INC 1,828,115 1,311,959R 519,728 DF DEAN FOODS CO 394,680 326,138R 214,583 DSU DEBT STRATEGIES FUND 221,400 176,315 204,011 DE DEERE & COMPANY 3,665,689 2,908,849R 1,167,289 DDF DEL GROUP DIV & INCM 55,704 59,485R 23,311 DGF DEL GRP GLB DIV&INCM 6,700 478 11,250 DLM DEL MONTE FOODS CO. 162,560 156,069R 56,694 RMY DELCO REMY INTL INC 13,300 4,848 16,600 DZB DELHAIZE AMERICA CL-B 134,720 129,171R 106,344 DZA DELHAIZE AMERICA CL-A 334,655 239,510R 150,272 CIVPRD DELMARVA PWR CPTL I 3,958 1,200 2,756 DFG DELPHI FINL GRP-CL A 835,351 854,509R 77,089 DLP DELTA & PINE LAND CO 1,292,518 1,603,833R 204,644 DNT DELTA AIR LINES 8 1/2% 8,850 16,119 60,500 DAL DELTA AIR LINES, INC 3,399,306 2,433,098R 917,406 DFC DELTA FINL CORP 196,175 196,235R 24,506 DEL DELTIC TIMBER CORP 41,646 46,992 22,450 DLX DELUXE CORP 891,987 958,507R 393,844 DNR DENBURY RESOURCES 21,010 12,003R 119,728 DFS DEPARTMENT 56 319,414 408,161 74,011 DES DESC, SA DE CV (ADS) 31,402 109,057 12,506 DTA DET ED 7-5/8% QUIDS 5,400 2,533 7,533 DT DEUTSCHE TELEKOM AG 95,128,912 84,676,425R 4,636,839 DDRPRC DEVEL DIV RLTY D/S-C 1,345 5,594 6,011 DDRPRD DEVELOPERS DIV RLTY 279 5,442 2,639 DDR DEVELOPERS DIVER RTY CP 425,065 173,281R 235,061 DV DEVRY INC 1,323,600 1,321,215R 143,511 DEO DIAGEO PLC 513,452 328,070 192,806 DP DIAGNOSTIC PRODUCTS 168,975 140,221R 30,311 DL DIAL CORPORATION 2,212,202 2,489,091R 266,911 DO DIAMOND OFFSHORE DRI 8,002,591 6,872,307R 978,711 DBD DIEBOLD INC 1,841,744 1,592,293R 308,672 DDT DILLARD'S CAPITAL I 200 2,800 19,167 DDS DILLARD'S INC 3,229,397 3,276,672R 617,389 DME DIME BANCORP 2,989,572 1,636,793R 645,461 DMN DIMON INCORPORATED 129,784 101,284R 282,461 DAP DISCOUNT AUTO PARTS 119,292 120,542R 21,150 DYS DIST Y SERVICIO D&S 97,300 85,600 61,944 DHY DLJ HIGH YIELD BOND 137,958 153,371R 80,944 DPH DLPH AUTO SYSTM CORP 1,040,725 2,541,792R 1,654,161 DOL DOLE FOOD COMPANY 437,060 348,137R 130,267 DG DOLLAR GENERAL (TN) 8,163,884 9,215,480R 1,115,522 DGS DOLLAR GENL STRYPES 16,300 48,500R 35,939 DTG DOLLAR THRIFTY AUTO 508,900 418,885 80,406 DOM DOMIN RES BLACK WARR 7,037 16,393 41,694 D DOMINION RESOURCES 2,959,415 3,417,453R 894,461 DCP DOMINION RESOURCES 72,900 125,878 75,567 DTC DOMTAR INC. 85,219 54,082 17,456 DCI DONALDSON CO, INC 568,176 458,423R 78,761 DCS DONCASTERS PLC (ADS) 16,656 21,905 27,861 DK DONNA KARAN INTL INC 28,158 41,138R 43,500 DNY DONNELLEY (RR) SONS 1,896,516 1,328,922R 481,944 HIL DOT HILL SYSTMS CORP 465,356 446,368R 36,006 DOV DOVER CORP 2,741,941 2,260,076R 697,972 DVD DOVER DOWNS ENTER 102,556 91,701 15,611 DOW DOW CHEMICAL CO 17,506,006 20,444,769R 3,212,828 DJ DOW JONES & CO INC 1,213,184 1,098,465R 444,083 DSL DOWNEY FINL(HLDG CO) 139,980 136,813R 68,706 DPL DPL INC 1,224,986 1,237,766R 335,978 DQE DQE 1,188,465 1,470,596R 131,678 DSF DRESDNER RCN GLO STR 45,502 46,102 12,694 DHF DREYFUS HI YLD STRAT 310,944 385,612R 182,633 DSM DREYFUS STRAT MUN BD 166,371 201,190 62,278 LEO DREYFUS STRAT MUNICP 100,469 50,159 66,956 DRQ DRIL-QUIP INC 229,083 175,773R 40,317 DST DST SYSTEMS INC 467,433 279,567R 353,717 DTE DTE ENERGY CO-HLDG 10,438,884 8,418,035R 1,125,956 DRD DUANE READE INC 2,671,433 2,948,841R 206,956 DMH DUCATI MOTR HLDG SPA 121,960 122,685 361 DCO DUCOMMUN INCORP 7,398 NONE 7,311 DNP DUFF & PHELPS UTIL 137,773 66,488 171,278 DTF DUFF&PHELPS UTIL TAX 7,271 5,985 7,289 DUC DUFF&PHLPS UTIL+CORP 21,183 15,436R 32,639 DUKPRW DUKE CAP FIN TST III 5,324 10,976 9,578 DUKPRU DUKE CAP/FIN TRST II 19,000 NONE 15,928 DUT DUKE ENERGY 6.60% 3,550 1,400 34,939 DUK DUKE ENERGY CORP 7,529,528 5,414,151R 2,475,089 DUKPRQ DUKE ENGY CP TST 7.20% 6,101 1,245 14,311 DUKPRV DUKE ENRGY CP TST II 28,435 5,500 15,628 DRE DUKE RLTY INV 457,835 485,645R 235,939 DREPRE DUKE RLTY INVEST INC 3,900 NONE 4,150 DD DUPONT (EI) DE NEM 8,069,294 5,502,567R 3,286,583 DQPRA DUQUESNE CPTL-MIPS A 2,705 515 3,883 DVI DVI INC 43,344 2,390 31,806 DY DYCOM INDUSTRIES 1,114,635 944,172R 793,200 DYN DYNEGY INC 4,094,470 4,934,778R 1,410,961 DX DYNEX CAPITAL INC 20,006 20,006 23,133 ET E*TRADE GROUP, INC. 14,523,371 Not Listed 2,328,275 EON E.ON AG 271,297 261,555R 17,356 EGR EARTHGRAINS COMPANY 617,150 434,441R 113,506 EGP EASTGROUP PROPERTIES 8,596 10,735 23,539 EGPPRA EASTGROUP PROPS-9% A 6,977 2,742 1,089 EMN EASTMAN CHEMICAL CO 646,786 804,118R 465,828 EK EASTMAN KODAK CO 9,507,405 8,452,299R 1,298,956 ETN EATON CORP 1,210,334 1,157,600R 399,944 EV EATON VANCE CORP 380,622 243,924 131,089 EVN EATON VANCE MUN INC 79,773 86,136 13,756 EVF EATON VANCE SR INCM 136,790 125,787R 68,950 ECL ECOLAB INC 1,206,676 1,311,704R 331,744 EIX EDISON INTERNATIONAL 12,550,133 12,299,370R 1,831,183 EDO EDO CORP 40,100 18,644R 42,417 EDP EDP-ELEC DE PORTUGAL 53,300 51,600 4,061 AGE EDWARDS (AG) INC 881,514 424,433R 644,311 EW EDWARDS LIFESCI CORP 225,188 187,133R 162,667 EEX EEX CORPORATION 343,502 573,466R 187,750 EIXPRA EIX TRUST I 22,200 32,100 41,122 EIXPRB EIX TRUST II 45,900 95,800 34,328 EKC EK CHOR CHINA MOTOR 13,183 13,183 4,972 EPG EL PASO CORPORATION 14,200,003 11,412,803R 2,877,422 EPN EL PASO ENRGY PTNR LP 125,486 101,802R 78,422 ELNWSB ELAN CORPORATION WSB NONE 2,205 1,100 ELN ELAN CORPORATION-ADS 14,569,116 17,668,584R 1,556,756 ELK ELCOR CORP 2,123,458 1,913,493 67,200 EDS ELECTRONIC DATA SYS 1,945,469 2,591,803R 3,223,261 EPGPRC ELPASO ENR CPTL TR I 23,600 16,800 39,872 ENL ELSEVIER NV (ADS) 31,650 19,450R 7,928 AKOA EMBOTELL ANDNA A-ADS 152,900 168,900R 23,167 AKOB EMBOTELL ANDNA B-ADS 15,000 6,019 72,522 EMT EMBRATEL PARTICIP SA 1,289,056 759,083R 1,175,250 ERJ EMBR-EMP BRAL DE AER 757,849 671,324R 170,561 EMC EMC CORP 17,759,489 16,615,973R 24,269,217 EME EMCOR GROUP, INC 2,131,580 1,881,485R 87,500 EFL EMER MKTS FLT RTE 22,602 23,605 5,672 EDF EMERG MKTS INCM F II 30,141 43,387R 58,828 EMD EMERG MKTS INCM FUND 23,400 19,800 11,489 ETF EMERG MRKTS TELE FND 27,705 21,745R 25,261 EMR EMERSON ELECTRIC CO 7,776,539 2,696,647R 2,232,128 EDE EMPIRE DISTRICT ELEC 422,916 308,387R 47,300 EOC EMPRESA NAC EL-CHILE 141,621 92,200 123,628 ICA EMPRESAS ICA SOC-ADS 109,475 155,985R 124,861 ECA ENCAL ENERGY LTD 3,327 75,300R 18,817 ESR ENCOMPASS SERV CORP 392,975 279,001R 145,194 EAC ENCORE ACQ. CO. 60,322 NONE 687,900 ELE ENDESA S.A. (ADSS) 342,344 601,423 133,678 EN ENEL SOCIETA AZIONI 6,100 3,695 9,089 EGN ENERGEN CORP 13,713 23,131R 86,728 ENR ENERGIZER HLDGS INC 652,634 623,176R 164,800 EAS ENERGY EAST CORP-HLD 761,043 763,328R 333,183 ENI ENERSIS S.A. (ADS) 45,074 111,337R 104,550 ENC ENESCO GROUP INC 12,753 13,210R 56,894 EC ENGELHARD CORP 1,624,748 1,099,051R 612,328 E ENI SPA (ADSS) 75,563 38,345R 59,111 EBF ENNIS BUSINESS FORMS 122,039 68,600 48,528 ENEPRT ENRON CAPITAL TRST I 5,361 1,600 5,833 ENEPRC ENRON CAPTL 8% MIPS 1,400 5,100 11,844 ENEPRA ENRON CAPTL RES 9% A 26,450 22,191 4,378 EXG ENRON CORP 40,515 182,000R 90,833 ENE ENRON CORP (OREGON) 11,387,692 14,296,836R 3,266,561 ESV ENSCO INTERNATIONAL 6,571,722 5,935,404R 1,195,772 ETM ENTERCOM COMM CORP 2,635,974 2,341,095R 250,494 EAIPRA ENTERGY ARK CPTL I 10,300 6,700 872 ETR ENTERGY CORP 2,705,543 3,236,634R 611,461 PEGPRR ENTERP. CAPIT. III 22,074 12,112 7,161 PEGPRS ENTERPRISE CAP TST I 1,900 4,000 13,111 EPD ENTERPRISE PRODUCTS 199,143 187,452R 42,356 EPR ENTERTAMNT PROP TRST 1,129,815 1,300,531R 72,706 ETA ENTRADE INC 611,657 612,260R 45,306 EVC ENTRVSN COMM CORP 38,403 78,805R 347,250 ENZ ENZO BIOCHEM,INC. 3,444,927 3,340,737R 188,094 EOG EOG RESOURCES INC 7,583,661 7,286,762R 1,165,072 EOT EOTT ENERGY PARTNERS 7,042 6,216 62,544 EPC EPCOS AG 161,958 133,650 22,772 EOPPRC EQTY OFFICE PROP TST 10,045 10,000 6,750 EQRPRC EQTY RES PROP D/S-C 8,700 8,531 4,233 EQRPRG EQTY RES PROP D/S-G 1,511 69,614 15,722 ENT EQUANT N.V. 322,012 323,638 40,067 EFX EQUIFAX INC 3,038,943 3,200,698R 373,461 EQT EQUITABLE RESOURCES 183,603 62,629 148,133 ENNPRA EQUITY INNS 9 1/2% SER A 358 4,690 3,400 ENN EQUITY INNS INC 65,559 49,471R 89,861 EOP EQUITY OFFICE PROPS 5,825,817 1,041,636R 1,589,656 EQRPRF EQUITY RES PRP-SER F 5,192 52 3,889 EQR EQUITY RESIDENTIAL 1,032,386 944,133R 370,811 ERE EQUTBL RES CPTL TR I 3,000 NONE 11,239 ESE ESCO TECH INC. 402,055 354,756R 43,017 ESBPRA ESPIRITO SANTO NONE 2,700 2,411 ESF ESPIRITO SANTO FINL 71,923 59,500R 36,850 ESS ESSEX PROPERTY TRUST 36,011 23,171R 58,939 ECT ESTEE LAUDER AUTO 9,525 25,810 6,694 EL ESTEE LAUDER COS INC 10,447,823 9,797,003R 568,767 ESL ESTERLINE TECH CORP 43,694 88,831R 202,339 ECJ ESTLUD AUT EXC SEC TST II 77,900 74,750 11,167 ETH ETHAN ALLEN INTERIOR 1,950,983 1,710,383R 210,456 EY ETHYL CORP 124,946 24,767R 75,150 EF EUROPE FUND INC 9,600 20,400 22,456 EWF EUROPEAN WARRANT FND 13,769 27,669R 71,156 RE EVEREST RE GRP, LTD 1,416,830 937,527R 400,533 EVG EVERGRN RESOURS INC 1,132,837 1,088,088R 180,456 EWB EW BLANCH HOLDINGS 542,891 1,333,432R 165,594 SSP EW SCRIPPS CO 237,001 359,952R 73,528 EIS EXCELSIOR INCOME 10,900 12,196 3,139 EXC EXELON CORPORATION 1,460,645 1,753,668R 1,039,339 EX EXIDE CORPORATION 2,364,116 2,564,474R 114,794 ESA EXTENDED STAY AMER 1,027,985 1,082,059R 823,056 XOM EXXON MOBIL CORP 9,932,844 8,650,348R 5,432,911 FMN F & M NATIONAL CORP. 393,848 658,287R 125,061 FDS FACTSET RESEARCH SYS 175,921 177,123R 44,889 FVH FAHNSTOCK VINER-CL A 11,022 15,782 4,433 FIC FAIR, ISAAC & CO INC 139,540 197,446R 65,133 FA FAIRCHILD CORP-CL A 218,221 171,576R 93,233 FCS FAIRCHLD SEMI IN'TL 728,207 168,374R 619,406 FFD FAIRFIELD COMMUN 268,463 179,432R 212,133 FDO FAMILY DOLLAR STORES 2,932,104 2,790,027R 779,461 FNM FANNIE MAE 5,058,445 5,763,402R 3,946,261 FNMPRF FANNIE MAE VAR PFD SR F 26,200 1,200 52,244 FIGPRA FARMERS GROUP CPTL 10,454 8,400 14,850 FFG FBL FINANCIAL GROUP 12,239 2,971 11,561 AGM FED AGRCLTAL MTG CP 34,749 26,598 7,411 FD FED DEPT STORES 9,855,267 7,676,061R 2,106,711 FDWSD FED DEPT STORES-WTSD 13,440 14,094 27,144 FSS FED SIGNAL CORP 852,919 835,729R 116,939 FJA FEDDERS CORP (CL A) 22,314 13,000 7,328 FJC FEDDERS CORPORATION 91,882 85,228R 26,167 FRT FEDERAL REALTY INV 132,494 62,511R 70,739 FMO FEDERAL-MOGUL 20,509,895 20,095,206R 453,456 FII FEDERATED INVESTORS 293,998 329,402R 152,194 FDX FEDEX Corporation 5,070,437 4,336,023R 1,024,839 FCHPRA FELCOR LDGN&TST 1.95% 1,789 7,070 2,794 FCH FELCOR LODGING TST INC 571,354 876,854R 94,650 FCHPRB FELCOR LODGNG TST NONE 5,583 7,689 FGP FERRELLGAS PARTNERS 14,560 16,112 53,161 FOE FERRO CORP 268,545 368,635R 73,144 FMK FIBERMARK INC 5,200 8,994 34,167 FNF FIDELITY NATL FIN 1,027,192 1,062,019R 583,206 FLH FILA HOLDING (ADS) 122,003 119,102 33,467 FIF FINANCIAL FEDERAL 341,521 466,135 69,761 FNVPRA FINOVA FINANCE TRUST 53,302 160,954R 10,161 FNV FINOVA GROUP INC 1,505,046 1,400,245R 1,188,367 FAF FIRST AMER FINL 1,130,711 1,229,395R 363,772 FBPPRA FIRST BANCORP 7.125% NONE 4,000 3,983 FBP FIRST BANCROP(H.CO.) 12,016 5,083 13,544 FCO FIRST COMMONWEALTH 3,049 6,859 11,917 FDC FIRST DATA CORP 5,588,591 5,882,464R 2,339,317 FF FIRST FINANCIAL FUND 111,529 26,029R 34,478 FRPRE FIRST IND RTY-D/S E 3,489 13 2,006 FR FIRST INDUST REALTY 355,082 399,277R 74,061 ISL FIRST ISRAEL FUND 8,253 1,000R 4,394 FRC FIRST REPUBLIC BANK 298,395 284,987 15,117 FTU FIRST UNION CORP 12,819,032 13,715,619R 2,862,800 FUR FIRST UNION RE EQTY 185,852 277,352 23,672 FVB FIRST VIRGINIA BANKS 854,454 825,582R 62,561 FE FIRSTENERGY CORP 5,701,592 5,875,262R 608,561 FED FIRSTFED FINANCIAL 262,445 319,008R 75,661 FSH FISH SCIN INTL 184,621 199,125R 10,750 FBFPRJ FLEET CAP TRUST IV 9,772 7,200 6,767 FBFPRH FLEET CAPITAL TRST I 2,529 NONE 2,606 FBF FLEETBOSTON FINANCIAL 11,926,084 24,185,223R 4,178,178 FLE FLEETWOOD ENTER 3,671,918 4,291,716R 348,956 FLM FLEMING COMPANIES 2,774,798 1,394,559R 377,350 FLA FLORIDA EAST COAST I 50,998 42,735 12,567 FRK FLORIDA ROCK IND INC 398,093 365,515 22,672 FLO FLOWERS IND,INC 1,213,106 2,071,440R 372,978 FLS FLOWSERVE CORP 545,847 242,127R 147,317 FLAB FLRDA EST CST IND 13,901 16,616 12,144 FLR FLUOR CORPORATION 1,940,176 1,730,262R 655,883 FMC FMC CORP 263,872 148,687R 308,144 FMX FOMENTO ECONMICO MEX 512,957 710,213 289,928 FTS FOOTSTAR INC 496,302 438,754R 94,117 FPRB FORD MOTOR D/S-B 3,736 84 5,450 FPRT FORD MOTOR CO CPTL I 7,200 NONE 14,800 F FORD MOTOR COMPANY 15,406,930 10,949,026R 5,149,017 FCEA FOREST CITY ENT "A" 28,723 25,789R 7,200 FCEB FOREST CITY ENT "B" 6,141 11,207 5,167 FRX FOREST LABS INC 2,431,440 3,368,387R 1,116,367 FST FOREST OIL CORP 649,168 621,949R 166,922 FTD FORT DEARBORN INCOME 29,131 20,749 10,733 FOR FORTIS SECURITIES 12,814 25,929 16,417 FO FORTUNE BRANDS INC 1,136,158 1,386,840R 540,428 FWC FOSTER WHEELER CORP 1,265,274 792,201R 628,261 FS FOUR SEASONS HOTELS 2,232,529 2,688,185R 232,889 FOX FOX ENTERTAIN GROUP 1,297,111 1,194,925R 648,317 FPCPRA FPC CAPITAL I 5,485 16,387 41,317 FPL FPL GROUP INC 1,526,470 971,200R 860,272 FRF FRANCE GROWTH FUND 6,272 31,103R 18,017 FTE FRANCE TELECOM 186,341 115,219R 62,806 FFA FRANCHISE FINANCE 197,780 235,509R 127,533 FC FRANKLIN COVEY CO. 65,969 64,667R 24,550 FEP FRANKLIN ELECTRONIC 14,120 13,319R 6,233 FMI FRANKLIN MULTI-INCME 17,205 17,193R 9,556 BEN FRANKLIN RESOURCES 3,121,616 2,891,865R 603,100 FT FRANKLIN UNIVERSAL 71,451 59,416 39,694 FRE FREDDIEMAC VOTING 6,249,447 5,429,190R 3,526,594 FCXPRC FREEPORT C&G D/S II NONE 3,550 3,089 FCXA FREEPORT-MCMOR C&G-A 343,503 444,967R 160,639 FCX FREEPORT-MCMOR C&G-B 3,452,219 3,877,409R 820,261 FCXPRA FREEPRT C&G D/S-STP 25,000 25,000 42,783 FCXPRB FREEPRT C&G D/S-GOLD 81,223 70,106 5,072 FMT FREMONT GENERAL CORP 2,899,645 2,369,636R 216,056 FMTPR FREMONT GENL FIN I 91,466 87,341 10,539 FMSPR FRESENIUS MED-ADS PF 6,178 3,833 2,800 FMS FRESENIUS MEDCAL-ADS 529,397 552,028 19,906 FDP FRESH DEL MONTE PROD 184,300 101,200 38,144 FBR FRIED,BILLNG,RAMSEY 1,272,407 1,161,168 60,989 FGH FRIEDE GOLDMAN INTL 1,211,927 842,204R 1,123,372 FTO FRONTIER OIL CORP 30,020 12,155R 143,339 FBN FURNITURE BRANDS INT 1,073,122 1,081,166R 343,067 FWCPRA FW PFD CAP TRUST I 13,000 25,065 27,500 GLRPRA G&L REALTY 10.25% A 3,047 9,356 1,633 GCV GABELLI CONV SECS 34,812 23,300 8,378 GABPR GABELLI EQUITY 7.25% 912 2,974 4,406 GAB GABELLI EQUITY TRST 1,077,125 3,614,821R 257,839 GGT GABELLI GLOB MULTMED 3,107 7,600R 14,950 GUT GABELLI UTILITY TRST 30,515 28,222 9,139 GBL GABL ASSET MGMNT INC 16,393 8,780 30,250 GBP GABLES RESIDENTIAL 279,148 360,175R 69,550 GNA GAINSCO INC 30 4,530 156,911 GNL GALEY & LORD INC. 69,831 70,800 63,267 GLC GALILEO INTL INC 1,581,938 886,372R 391,628 AJG GALLAGHER (ARTHUR J) 1,165,422 614,031R 244,356 GLH GALLAHER GROUP PLC 254,300 219,290 36,728 GCI GANNETT CO INC 2,729,389 3,413,650R 1,020,600 GPS GAP,INC 5,367,946 5,718,379R 3,718,856 GDI GARDNER DENVER MCHNY 75,653 72,355 18,617 IT GARTNER GROUP CL-A 2,728,173 2,546,152R 171,883 ITB GARTNER GROUP CL-B 284,246 184,333 83,061 GTW GATEWAY,INC. 11,680,797 7,309,361R 3,048,022 GMT GATX CORP 793,698 833,652R 145,128 GET GAYLORD ENT CO 110,065 116,991 26,300 QGCX GC COMPANIES INC 506,024 510,098 17,050 GY GENCORP INC 112,041 146,373R 90,867 DNA GENENTECH INC 6,145,393 6,445,373R 2,224,583 GAM GENERAL AMER INV 685,577 659,611R 18,406 BGC GENERAL CABLE CORP 150,103 137,745R 176,572 GDC GENERAL DATACOMM 3,505,063 2,859,400R 356,678 GD GENERAL DYNAMICS 1,602,927 1,250,617R 853,933 GE GENERAL ELECTRIC CO 94,681,486 88,385,546R 20,979,256 GGPPRA GENERAL GROWTH 7.25% 10,919 9,700 7,467 GIS GENERAL MILLS, INC 4,897,862 4,378,034R 996,050 GM GENERAL MOTORS CORP 7,737,277 6,157,649R 2,447,022 SEM GENERAL SEMICONDUCTR 3,665,037 4,541,371R 220,422 GCO GENESCO INC 3,722,041 3,524,415R 296,461 GAMPR GENL AMER INVS-7.20% NONE 2,800 5,250 GGP GENL GROWTH PROPS 2,009,959 1,917,223 128,067 GMH GENL MOTORS CL H 4,161,626 5,077,199R 2,250,372 GEN GENRAD, INC 584,827 396,095R 85,161 GK GENTEK INC 32,184 12,436 30,589 GPC GENUINE PARTS CO 1,191,104 1,792,342R 425,683 GPEPRV GEORG PWR CTL TR III 6,200 4,557 4,289 GGC GEORGIA GULF 1,442,720 1,276,094R 153,844 GPB GEORGIA POWER 6.60% 6,067 3,750 35,283 GPF GEORGIA POWER CO. 3,126 100 6,561 GPEPRT GEORGIA PWR CTL TR I 3,400 12,600 6,211 GPEPRU GEORGIA PWR CTL TRII 1,200 6,124 5,611 GPW GEORGIA-PACIFIC CORP 279,211 64,497R 94,328 GCW GERBER CHILDRENSWEAR NONE 25,000 6,750 GRB GERBER SCIENTIFIC 120,022 108,660R 73,300 GGB GERDAU S.A. 59,000 147,800 43,000 GER GERMANY FUND INC 21,657 49,263R 23,928 GTY GETTY REALY(HLDG CO) 3,686 5,776 2,072 GI GIANT INDUSTRIES 34,335 17,903R 11,867 GIL S GILAN ACTIVEWEAR INC 813,873 178,300 70,194 G GILLETTE CO 11,040,860 12,177,764R 2,618,239 GLG GLAMIS GOLD LTD 24,000 50R 237,217 GSK GLAXO WELLCOME PLC 3,957,834 4,852,567R 1,073,317 GTS GLBL TELESYSTEMS GRP 28,705,248 28,665,393R 1,263,694 GLBPRA GLEN REAL TRT 7 3/4% 42,500 17,900 9,917 GLB GLENBOROUGH REALTY 259,429 288,833 87,689 GRT GLIMCHER REALTY 193,717 92,698 72,522 GX GLOBAL CROSSING LTD. 59,000,931 57,486,960R 6,555,783 GLM GLOBAL MARINE 5,530,334 4,780,344R 1,600,944 GDF GLOBAL PARTNERS INCM 41,200 49,800 19,661 GPN GLOBAL PAYMENTS INC 1,004,574 1,145,138R 132,878 GAI GLOBAL-TECH APPLIANC 10,218 12,025 10,511 GMPRYCL GM CPTL TRST G-9.87% NONE 21,800 14,961 GG GOLDCORP INC 18,467 17,703R 15,650 GSB GOLDEN STATE BANCORP 3,238,400 2,179,422R 400,128 GDW GOLDEN WEST FINCORP 827,871 904,451R 554,628 GS GOLDMAN SACHS GROUP 6,449,798 6,214,097R 3,678,944 GR GOODRICH BF CO 1,230,070 1,056,647R 709,233 GDP GOODRICH PETRL 60,289 41,165R 16,606 GT GOODYEAR TIRE RUBBER 7,814,035 8,187,922R 1,108,461 GOT GOTTSCHALKS INC 7,465 4,633 16,300 IRE GOV+CO BANK IRE-ADS 18,305 18,190 9,617 GP GP CORP (GP GROUP) 8,470,042 8,461,304R 1,843,011 TGP GP CORP (TIMBER GRP) 234,965 264,646R 178,161 GPX GP STRATEGIES CORP 19,602 18,941 18,044 GPU GPU INC 1,584,729 1,787,101R 493,039 GGG GRACO INC. 68,662 85,102R 56,811 GWW GRAINGER (WW) INC 2,138,509 1,972,989R 315,478 GRMPRA GRAND MET DEL-9.42%A 3,485 1,400 15,206 GVA GRANITE CONSTRUCTION 605,937 361,561R 118,089 GRP GRANT PRIDECO INC 3,535,226 1,681,963R 1,057,133 GCS GRAY COMM SYS (CL A) 7,012 21,312R 4,100 GCSB GRAY COMM SYS (CL B) NONE 2,015 10,556 GFR GREAT AMERICAN FINAN 3,328 37,592 3,606 GAJ GREAT ATL & PAC T CO 23,400 23,400 11,333 GAP GREAT ATL & PACIFIC 375,209 483,644R 94,928 GLK GREAT LAKES CHEMICAL 2,068,758 2,244,460R 244,556 GLPRA GREAT LAKES REIT 9.75% 3,025 NONE 2,439 GL GREAT LAKES REIT INC 19,048 12,970 48,883 GNI GREAT NTHRN IRON ORE 62,964 59,194R 3,728 GCH GREATER CHINA FUND 44,791 35,766R 28,578 GMP GREEN MOUNTAIN PWR 4,772 18,814R 45,656 GBX GREENBRIER COS 5,535 76 9,789 GPT GREENPOINT FINANCIAL 1,225,461 751,481R 374,522 GFF GRIFFON CORPORATION 19,476 9,286R 48,750 GPI GROUP 1 AUTOMOTIVE 46,829 28,381 36,244 ABG GROUPE AB SA (ADSS) 25,617 15,800 6,439 DA GROUPE DANONE (ADSS) 72,331 51,800 22,028 GPK GRP PCKG INT'L CORP 54,835 54,863 22,422 GTR GRP TRIB, S.A. DE CV 20,091 5,411 13,322 CEL GRPO IUACELL, S.A. 76,444 52,478 226,739 GBE GRUBB & ELLIS 59,701 66,877R 3,206 GMK GRUMA SA DE C V ADS 10,000 23,866 2,072 ASR GRUPO AEROPRT DEL SU 16,422 114,858 54,672 SAB GRUPO CASA AUTREY SA 49,029 47,288 1,544 EKT GRUPO ELEKTRA SA CV 264,296 242,686 30,378 GID GRUPO INDUST DURANGO 11,000 11,000 1,017 MSK GRUPO INDUSTL MASECA 17,993 17,623 4,572 RC GRUPO RADIO CENT-ADS 14,000 6,953R 12,700 TV GRUPO TELEVISA (GDS) 1,581,487 2,967,960R 1,298,228 GTK GTECH HLDGS CORP 361,268 337,903R 229,150 GSH GUANGSHEN RWY CO-ADS 20,050 20,820R 28,078 GUC GUCCI GROUP NV 852,784 540,912R 87,161 GES GUESS ? INC 1,484,075 1,437,619R 72,633 GDT GUIDANT CORPORATION 6,319,507 5,362,814R 1,367,778 GFD GUILFORD MILLS INC 5,938 30,978 55,122 GOU GULF CANADA RES LTD 351,173 370,476R 1,062,356 GRL GULF INDONISIA RES 77,280 64,480 94,300 HCB H&CB 298,828 72 83,211 HQH H&Q HEALTHCARE INVST 25,864 29,031R 37,411 HQL H&Q LIFE SCI INVEST 132,383 152,102R 27,561 HAE HAEMONETICS CORP 83,742 140,229R 52,844 HAL HALLIBURTON CO-HLDG 12,609,752 11,560,790R 2,834,044 HMK HA-LO INDUSTRIES INC 543,194 537,780R 258,583 HKF HANCOCK FABRICS INC 13,669 10,849 82,561 HDL HANDLEMAN CO 47,321 46,240R 102,739 HGR HANGER ORTHOPEDIC GP 24,426 43,118R 84,117 HC HANOVER COMPRESSOR 4,222,129 4,070,129R 290,017 HAN HANSON PLC (NEW-ADS) 59,773 33,184R 54,006 H HARCOURT GENERAL 1,499,380 449,155R 565,494 JH HARLAND (JOHN H) CO 122,127 171,773R 50,122 HDI HARLEY-DAVIDSON, INC 18,135,063 13,584,047R 1,882,056 HAR HARMAN INTL 568,852 542,616R 183,889 HET HARRAH'S ENTERTAIN 4,367,988 4,940,764R 830,100 HRS HARRIS CORP 485,527 283,400R 617,106 HSC HARSCO CORP 365,070 337,284R 89,606 HHS HARTE-HANKS COMM 215,697 114,712R 117,833 HIGPRB HARTFORD CAPITAL II 6,800 1,400 15,906 HIGPRQ HARTFORD CPTL I-QUIP 800 9,547 15,806 HIG HARTFORD FINL SVCS 2,228,465 1,878,152R 1,738,122 HLIPRA HARTFRD LIFE CP 7.20 22,494 33,000 19,639 HMX HARTMARX CORP 12,819 17,420 16,872 HAS HASBRO INC 4,031,771 3,105,229 741,678 HAT HATTERAS INCOME SEC. 5,300 2,363 2,828 HVT HAVERTY FURNITURE CO 142,999 71,374R 50,028 HE HAWAIIAN ELEC INDUST 1,969,577 2,104,829R 77,583 HAZ HAYES LEMMERZ INTL 109,345 107,830 11,478 HCA HCA-HEALTHCARE CO. 33,312,958 33,940,922R 2,050,294 HCC HCC INSURANCE HLDGS 1,012,746 696,751 421,789 HED HEAD N.V. 94,100 200,300R 111,044 HCPPRB HEALTH CARE PROP SER B 4,911 541 10,311 HCP HEALTH CARE PROPERTY 658,173 583,207 101,383 HCN HEALTH CARE REIT 265,739 176,886R 65,561 HMA HEALTH MGMT ASSOC"A" 2,804,285 3,931,160R 1,302,344 HNT HEALTH NET, INC. 5,323,728 5,583,218R 721,817 HR HEALTHCARE REALTY TR 147,347 248,266R 73,133 HPS HEALTHPLAN SVCS CORP 44,724 34,522 22,028 HRC HEALTHSOUTH CORP 6,455,341 7,272,652R 1,855,839 HTV HEARST-ARGYLE T.V SER-A 169,449 210,856R 32,700 HLPRB HECLA MINING PFD B NONE 2,879 3,172 HL HECLA MINING CO 110,958 104,458R 181,950 HEIA HEICO CORP CL-A 12,817 3,865R 14,878 HEI HEICO CORPORATION 319,774 298,423R 8,072 HNZ HEINZ (HJ) CO 4,593,148 5,319,376R 1,291,383 OTE HELLENIC TELECOMM ORG 184,810 241,911 144,333 HF HELLER FINANCIAL-CLA 733,832 857,744R 154,244 HP HELMERICH & PAYNE 1,330,192 1,287,048R 513,683 HPC HERCULES INC 4,983,133 4,814,623R 366,811 HPCPRA HERCULES TRUST I 156,500 118,400 34,128 HSY HERSHEY FOODS CORP 2,130,551 1,912,811R 500,972 HWP HEWLETT-PACKARD (DE) 17,185,432 21,377,727R 8,308,900 HXL HEXCEL CORP 1,080,049 1,094,998R 31,911 HIB HIBERNIA CORP (CL A) 1,634,186 2,351,595R 467,756 HIO HIGH INCOME OPP FUND 94,916 178,880R 126,622 HYI HIGH YIELD INCOME FD 76,484 87,791R 17,194 HYP HIGH YIELD PLUS FUND 219,642 144,401 38,889 HIW HIGHWOODS PROPERTIES 216,043 262,296R 240,544 HRH HILB ROGAL & HAMILTN 26,009 13,658 27,428 HB HILLENBRAND IND, INC 743,643 783,995R 149,144 HLT HILTON HOTELS CORP 4,642,316 4,318,691R 1,172,000 HSP HISP BRDCSTNG CORP 1,249,947 2,241,870R 315,222 HIT HITACHI LTD (ADS) 90,787 109,083R 33,800 HCPPRC HLTH CARE PROP 8.60% 2,248 NONE 7,600 HLR HOLLINGER INTL 690,339 512,227R 209,100 HD HOME DEPOT INC 16,564,906 16,498,141R 7,951,611 HME HOME PROPS OF NY 195,179 149,525R 195,367 HBI HOMEBASE INC. 4,044,737 3,833,507R 320,189 HM HOMESTAKE MINING CO 1,950,960 1,063,304R 1,649,767 HNI HON INDUSTRIES INC 327,898 265,700 80,539 HMC HONDA MOTOR CO (ADS) 66,501 82,155R 30,361 HON HONEYWELL INT'L INC 3,347,560 3,975,925R 4,960,400 HMN HORACE MANN EDUCATOR 671,110 497,700 164,544 HRL HORMEL FOODS CORP 765,228 1,315,422R 236,783 HPT HOSPITALITY PROP TRT 629,387 308,853R 120,111 HMTPRA HOST MARRIOTT CL-A 11,166 13,208 5,072 HMTPRB HOST MARRIOTT CL-B 16,865 8,866 10,700 HMT HOST MARRIOTT CORP 9,188,215 8,949,087R 801,111 HTN HOUGHTON MIFFLIN CO 999,849 926,099R 101,878 HIPRX HOUSEHOLD CAP TRST V 22,454 19,599 15,178 HIPRP HOUSEHOLD CAP TST IV 5,214 8,703 29,800 HI HOUSEHOLD INTL 6,358,193 4,518,748R 1,911,733 THX HOUSTON EXPL CO 183,248 127,119 64,511 HWL HOWELL CORP 860,916 835,206 20,156 HRP HRPT PROP TRUST 298,563 375,267R 452,583 HSE HS RESOURCES INC 258,000 125,017R 119,061 HBBPRB HSBC BK PLC SR B NONE 10,000 6,672 HBBPRC HSBC BK PLC SR C 7,214 NONE 4,750 HBBPRD HSBC BK PLC SR D 2,863 183 2,194 HBC HSBC HOLDINGS PLC 435,951 618,730R 147,439 HBAPRF HSBC USA INC $2.8575 PFD 7,585 6,245 117 HBAPRE HSBC USA INC$1.8125 PFD 795 3,135 506 HNP HUANENG PWR INTL-ADS 151,600 198,710R 82,789 HUBA HUBBELL INC CL A 9,000 8,100 10,606 HUBB HUBBELL INC CL B 592,730 613,627R 131,022 HU HUDSON UNITD BANCORP 1,075,928 995,067R 98,456 HUF HUFFY CORP 728,424 747,197R 53,367 HUG HUGHES SUPPLY INC 628,012 571,635R 71,761 HGT HUGOTON ROYALTY TRST 21,677 6,762 79,561 HUM HUMANA INC 1,348,518 1,681,945R 802,189 HUN HUNT CORP NONE 5,968 15,822 HCO HUNTCO INC 8,453 NONE 5,756 HWY HUNTWAY REFINING CO 6,357 NONE 44,189 HBP HUTTIG BUILD PROD 40,179 105 26,139 HYC HYPERCOM CORP 438,654 608,230 113,289 HTR HYPERION TOTAL RTN 9,400 7,383 53,411 IBP IBP, INC. 1,587,242 3,144,418R 1,133,256 IBN ICICI BANK LIMITED 105,000 82,281 75,806 IC ICICI LIMITED ADS 354,600 288,200 91,294 ICN ICN PHARMA INC 3,722,772 3,272,228R 513,178 IDA IDACORP INC(HLDG CO) 292,053 255,522R 131,833 IEX IDEX CORP 1,279,601 1,205,546 51,350 IDT IDT CORP. 850,334 Not Listed 105,900 IHP IHOP CORP 162,860 117,606R 94,878 IKN IKON OFFICE SOLUTION 2,287,843 1,805,376R 601,872 ITW ILL TOOL WORKS INC 7,137,404 8,281,542R 982,461 IMN IMATION CORP 624,038 733,466R 71,011 IGL IMC GLOBAL INC 5,110,655 5,730,929R 428,800 IMR IMCO RECYCLING INC. 237,395 264,219R 33,078 ICI IMPER CHEM (ADS) 317,194 303,506R 56,944 ITY IMPERIAL TOBACCO GRP 19,412 25,982 6,533 RX IMS HEALTH INC 5,813,792 4,604,747R 1,155,661 N INCO LIMITED 1,401,518 1,815,734R 607,194 NPRE INCO LTD 5.5% SER E 2,202 4,359 506 IFN INDIA FUND 233,495 277,360R 95,361 IGF INDIA GROWTH FUND 24,470 72,091R 77,311 IMK INDIANA MI POW 7.60% 3,000 786 5,544 IF INDONESIA FUND 76,100 72,100 11,589 IBA INDUSTRIAS BACHOCO 23,430 34,130 1,744 NDE INDYMAC MTGE HLDGS 457,880 500,758 319,050 IFX INFINEON TECH AG 55,540 129,363R 96,078 IN INFONET SERV CORP 1,037,681 1,183,448R 405,067 IHI INFORMATION HLDGS INC 112,816 111,751 31,344 INGPRB ING CAP. FD TST II 4,000 NONE 12,983 INGPRA ING CAPITAL FD TST I 2,500 16,804 30,756 ING ING GROEP NV (ADSS) 152,149 264,305R 180,344 IRPRI INGERSLL-RAND INCOME 22,100 61,669 53,178 IR INGERSOLL-RAND CO 3,454,406 3,303,499R 948,961 IM INGRAM MICRO INC 786,521 1,169,363R 400,844 KPA INNKEEPERS USA TRUST 361,946 395,462R 119,450 KPAPRA INNKEEPERS USA TST 8.625 2,417 6,700 6,144 IOG INNOGY HOLDINGS PLC 56,233 57,505 7,350 IO INPUT/OUTPUT INC 77,433 193,494R 128,606 IFS INSIGNIA FIN GRP INC 643,873 614,343R 36,333 PIF INSURED MUNI INC FD 32,461 16,362 24,889 IFF INT FLAVORS & FRAG 682,581 979,729R 435,156 IEE INTEG ELECTRIC SERV 58,487 51,163R 47,922 IPR INTERNATIONAL POWER 175 168,074 9,667 IPX INTERPOOL, INC. 6,821 6,156 13,361 IPG INTERPUBLIC GROUP 5,998,083 6,040,645R 1,535,711 IBC INTERSTATE BAKERIES 966,295 1,123,794R 135,183 ITN INTERTAN INC 203,906 104,160R 179,806 ITP INTERTAPE POLY GRP 209,626 189,200 92,378 IBI INTIMATE BRANDS INC 2,272,725 2,916,840R 890,372 IBM INTL BUSINESS MACH 17,142,257 14,319,821R 9,745,433 IBMPRA INTL BUSINESS PRA 25,025 1R 8,089 IGT INTL GAME TECHNOLOGY 3,502,674 2,848,254R 572,739 IMC INTL MULTIFOODS CORP 167,630 87,456R 65,072 IP INTL PAPER CO 9,787,426 7,951,964R 2,411,333 IRF INTL RECTIFIER CORP 10,063,110 7,608,466R 2,915,383 ISP INT'L SPEC PRODS INC 21,642 28,513R 21,783 IDR INTRAWEST CORP 626,445 447,700 76,911 IVC INVACARE CORPORATION 1,076,496 1,119,942R 85,089 GHS INVESCO GLOBAL HLTH 61,948 130,247 193,206 PPM INVEST GRADE MUNI 4,001 12,300 11,778 ITG INVEST TECH GROUP 617,159 444,148R 224,656 IOM IOMEGA CORPORATION 5,604,747 6,167,778R 881,594 ION IONICS, INCORP. 374,462 491,925R 45,633 IPL IPALCO ENTERPRISES 308,420 878,228 281,650 IPS IPSCO INC (COM SHS) 40,073 36,357 7,522 IRL IRISH INVESTMENT NONE 29,966R 8,750 IRM IRON MOUNTAIN INCORP 2,363,881 2,503,711R 144,144 IRS IRSA INVER Y REP-GDS 39,707 43,807 139,672 IRT IRT PROPERTY CO 135,293 46,245R 43,639 IOO ISHARES TRUST 7,337 NONE 5,111 IST ISPAT INTL N.V. 5,163 7,300 71,111 SFI ISTAR FINANCIAL INC 402,262 281,477 135,206 SFIPRB ISTAR FINANCIAL PRB 504 4,473 1,989 SFIPRD ISTAR FINANCIAL PRD 3,574 994 3,217 ITXPR IT GROUP INC DP PFD 16,200 17,238 850 ITX IT GROUP, INC 286,007 284,561R 49,444 ITA ITALY FUND INC 8,152 7,850 4,494 ESI ITT EDUCATIONAL SVCS 1,119,935 1,476,737R 167,322 ITT ITT INDUSTRIES (IND) 578,507 648,186R 436,500 IXX IVEX PACKAGING CORP 25,902 90,874R 87,067 SJM J.M. SMUCKER COMPANY 167,555 142,065R 32,861 JPT J.P. MOR CHA CAP IX 34,320 NONE 67,725 JPMPRC J.P. MORGN CHSE & CO 73,401 55,638 11,000 JPM J.P. MORGN CHSE & CO 19,881,737 19,349,394R 8,573,533 JPMPRH J.P.MORGAN CHSE & CO NONE 4,936 3,606 JBL JABIL CIRCUIT INC 5,199,561 4,318,980R 2,540,728 JBX JACK IN THE BOX INC 627,915 455,480R 277,328 JEC JACOBS ENGINEERING 508,896 550,754R 242,650 JEQ JAPAN EQUITY FUND 118,258 103,127R 20,461 JOF JAPAN OTC EQTY FUND 290,750 238,402R 78,450 JFC JARDINE FLEMING CHIN 5,559 5,400 31,944 JFI JARDINE FLEMNG INDIA 3,800 1,800 29,372 JDN JDN REALTY CORP 75,690 64,670R 101,961 JDNPRA JDN RLTY CORP. 9.375% 2,490 4,909 3,278 JEF JEFFERIES GROUP INC 146,744 161,634R 61,883 JS JEFFERSON SMRFIT-ADS 9,923 154,724R 35,256 JP JEFFERSON-PILOT CORP 776,618 593,959R 366,433 PPF JH PATRIOT PFD DIV 6,424 5,200 6,322 PDF JH PATRIOT PRM DIV 1 5,629 10,200 9,233 DIV JH PATRIOT SEL DIV 10,870 14,931R 26,450 JLG JLG INDUSTRIES INC 1,754,016 1,798,927R 159,522 JASA JO-ANN STORES CL-A 22,569 19,476 10,306 JASB JO-ANN STORES CL-B 15,500 15,500 3,839 BTO JOHN HANCOCK BANK 67,997 194,595 218,672 JHI JOHN HANCOCK INVEST 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KBHPRI KB HOME INCOME PRIDES 3,800 NONE 47,400 KLTPRT KCPL FINANCING I 4,891 900 5,433 KCS KCS ENERGY INC 1,779,200 1,699,000 171,250 KBL KEEBLER FOODS CO 841,114 1,945,478R 271,978 KEI KEITHLEY INSTRUMENTS 350,905 712,275R 830,517 K KELLOGG CO 3,077,986 3,098,154R 669,628 KWD KELLWOOD COMPANY 989,690 1,132,239R 125,217 KEM KEMET CORP. 3,810,303 2,980,917R 1,149,939 KMT KENNAMETAL INC 466,626 495,939R 124,017 KCP KENNETH COLE CL A 795,758 1,263,583R 343,806 KNT KENT ELECTONICS 277,061 232,023R 163,772 KPC KENTUCKY POWER 8.72% 3,700 1,300 1,283 KMG KERR-MCGEE CORP 3,757,796 3,678,131R 713,717 KMD KERR-MCGEE CORP. 5.50% 56,853 3,500R 111,600 KEG KEY ENERGY GROUP INC 1,000,029 1,085,244R 876,217 KP KEY PRODUCTION CO 235,345 143,737R 180,128 KME KEY3MEDIA GROUP INC 65,580 18,907R 43,572 KEY KEYCORP 3,736,531 4,220,176R 1,330,172 KSE KEYSPAN CORPORATION 2,354,763 2,365,620R 387,689 KES KEYSTONE CONSOL 68,447 71,247 2,817 KRC KILROY REALTY CORP 161,565 149,021 84,622 KMB KIMBERLY CLARK CORP 4,467,872 4,655,430R 1,972,517 KIM KIMCO REALTY CORP 1,274,730 1,226,319R 138,933 KIMPRD KIMCO RLTY DP 7.50% 48,801 56,901 5,222 KIMPRA KIMCO RTY-D/S 7-3/4% 1,088 3,714 4,133 KMP KINDER MORGAN ENERGY 568,369 552,976R 92,289 KMI KINDER MORGAN INC 6,582,998 7,313,955R 758,078 KG KING PHARMACUTLS,INC 2,707,372 2,098,581R 1,460,511 KGC KINROSS GOLD CORP 32,139 1,358 359,317 KEX KIRBY CORPORATION 251,643 224,864 28,333 KLM KLM ROYAL DUTCH AIR 156,689 219,734 63,817 KM KMART CORP 35,372,539 31,413,191R 3,013,028 KMPRT KMART FINANCING I 18,103 194,000R 66,633 KRI KNIGHT RIDDER 16,768,527 16,863,337R 507,811 KE KOGER EQUITY INC 47,505 24,446 29,839 KSS KOHL'S CORPORATION 7,861,288 8,117,468R 2,177,589 PHG KONINK PHIL ELECTRNS 2,079,076 871,555R 1,329,511 AHO KONINKLIJKE AHOLD NV 401,164 367,913R 98,056 KEP KOREA ELEC PWR (ADS) 1,728,153 2,126,060R 505,456 KEF KOREA EQUITY FUND 5,500 8,900R 22,711 KF KOREA FUND INC 131,953 82,486R 272,489 KTC KOREA TELECOM CORP 886,103 1,006,416R 489,011 KIF KOREAN INVEST FUND 37,000 25,000 66,744 KFY KORN/FERRY INTNL 1,361,645 1,370,223R 199,506 KRT KRAMONT REALTY TRUST 40,554 59,460R 19,756 KR KROGER COMPANY 17,301,743 18,006,237R 3,079,250 KUB KUBOTA CORP (ADS) 700 14,200 494 KVA K-V PHARMACUTCAL CL-A 264,239 283,448 50,739 KVB K-V PHARMACUTICAL CL-B 76,531 76,583 11,544 KYO KYOCERA CORP (ADS) 44,120 37,392R 56,706 LLL L-3 COMMUNICATIONS 2,037,038 1,867,642R 495,000 LH LAB CORP OF AMR HLDG 457,449 323,667R 396,872 LRW LABOR READY INC 439,259 455,004R 71,050 LBC LABORATOR CHILE-ADS 1,000,000 1,000,000 2,483 LAB LABRANCHE & CO INC 4,199,248 3,696,473R 582,261 LG LACLEDE GAS CO 110,454 78,865R 38,033 LAF LAFARGE CORPORATION 1,178,665 1,285,287R 130,528 LHP LAKEHEAD PIPE LINE 96,825 114,463R 34,283 LMS LAMSON & SESSIONS CO 57,200 118,480R 70,389 LFG LANDAMERICA FINL GRP 196,884 142,173R 491,000 LNY LANDRY'S SEAFD REST 73,256 102,281R 61,150 LE LANDS' END, INC. 1,788,292 1,735,067R 218,033 LHO LASALLE HOTEL PROPS 34,454 14,164R 30,972 LSHPRA LASALLE RE HLDGS-A 1,063 4,043 3,150 LZB LA-Z-BOY INCORP 1,260,449 1,246,449R 110,517 LEA LEAR CORPORATION 1,088,932 895,590R 473,506 LEE LEE ENTERPRISES INC 93,056 83,895R 49,439 LM LEGG MASON INC 1,618,315 1,495,187R 402,806 LEG LEGGETT & PLATT 2,907,051 2,793,460R 407,561 CCG LEHMAN ABS CORP 500 2,700 12,467 CYF LEHMAN ABS SR 2001-4 1,368 14,305 12,211 CCS LEHMAN ABS SR. 2001-3 NONE 126,207 18,022 LEH LEHMAN BROTHERS HLDG 4,341,216 5,160,206R 3,069,444 LEHPRI LEHMN BR HLD CAP TRI 9,462 9,741 16,533 LEN LENNAR CORP 2,860,417 2,753,104R 492,544 LII LENNOX INT'L INC. 380,394 370,594R 122,739 LUK LEUCADIA NATIONAL 729,347 648,594R 69,011 LXP LEXINGTON CORP PROPS 18,440 3,058R 18,261 LXK LEXMARK INTL GRP "A" 4,079,202 2,816,042R 1,239,417 LBY LIBBEY INC 83,620 80,937 15,311 LBI LIBERTE INVESTORS-DE 7,250 7,250 4,144 USA LIBERTY ALL-STAR EQT 475,644 359,747R 133,628 ASG LIBERTY ALL-STAR GRO 83,133 29,900R 34,122 LC LIBERTY CORP 9,140 6,763R 16,917 L LIBERTY FINL COS INC 131,018 91,877R 85,244 LRY LIBERTY PROPERTY TST 973,223 1,069,791R 121,922 LLY LILLY (ELI) & CO 6,921,608 4,098,069R 3,797,944 LTD LIMITED INC 2,868,198 3,147,782R 2,119,700 LNC LINCOLN NATIONAL CP 1,986,563 1,960,186R 871,428 LNCPRZ LINCOLN NATIONAL III 3,791 NONE 8,978 LNCPRG LINCOLN NTL (GWT) 5,548 5,548 11 LNCPRI LINCOLN NTL (INCM) 19,417 35,720 34,800 LNN LINDSAY MANUFACT CO 21,101 34,197 10,411 LIN LINENS`N THINGS INC 2,584,255 1,795,788R 680,967 LAD LITHIA MOTORS, INC. 12,850 10,300 10,172 LIT LITTON IND, INC 401,434 357,891R 360,222 LIZ LIZ CLAIBORNE, INC. 1,925,825 2,745,462R 380,800 LRT LL&E ROYALTY TRUST 10,377 227 58,233 LNR LNR PROPERTY CORP 173,575 688,684R 85,350 LMT LOCKHEED MARTIN CORP 2,767,259 3,630,987R 2,212,400 LOD LODGIAN, INC. 2,839,230 2,947,310R 140,622 LTR LOEWS CORP 1,488,415 889,306R 530,933 LDP LONDON PACIFIC GRP 38,824 114,589R 108,972 LSS LONE STAR TECH 644,018 295,783R 196,950 LDG LONGS DRUG STORES 789,234 616,800R 207,506 LFB LONGVIEW FIBRE CO 50,238 141,801R 112,578 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EMER MKTS DEBT 25,908 7,000 58,561 MHO M/I SCHOTTENSTEIN HO 43,924 27,800R 22,928 RBT M/S DW BRIDGES 2005 NONE 7,070 4,861 MRD MACDERMID INC 730,156 693,022R 34,767 MAC MACERICH COMPANY 209,329 185,835R 125,972 CLI MACK-CALI REALTY CRP 319,407 323,571R 139,433 MGL MAGELLAN HEALTH SVCS 193,153 132,825R 190,656 MGAPRB MAGNA INT'L INC 4,400 8,600 11,389 MGA MAGNA INTL INC. CL A 1,555,832 2,435,275R 224,217 MAG MAGNETEK INC 75,630 103,078R 42,628 MTA MAGYAR TAVKOZLESI RT 371,581 275,728 90,494 MWL MAIL-WELL INC 498,583 393,677R 104,994 MAL MALAN REALTY INVSTRS 58,600 90,000 13,667 MF MALAYSIA FUND 8,927 4,950R 22,550 MHY MANAGED HI INCM PORT 14,990 19,433R 76,939 HYF MANAGED HI YLD+FUND 52,190 18,447R 88,428 MTU MANAGED MUNI PORT II 6,920 4,766 12,367 MMU MANAGED MUNI PORTFOL 28,800 32,200 32,233 MBG MANDALAY RESORT GRP 4,845,920 4,105,602R 305,456 MTW MANITOWOC COMPANY 889,215 987,680R 58,067 HCR MANOR CARE,INC. 1,551,269 1,048,236R 576,850 MAN MANPOWER INC 1,873,522 756,746R 289,028 MSV MANUFACT SERV LIMIT 459,223 596,623R 158,383 MHC MANUFD HOME COMMUNS 159,413 157,042 22,706 MFC MANULIFE FINAN CORP 702,584 648,199R 255,200 MCS MARCUS CORPORATION 184,291 175,423 11,567 MRL MARINE DRILLING CO 1,481,818 1,638,765R 403,094 TUG MARITRANS INC 6,548 165 14,167 MKL MARKEL CORP 408,387 312,913R 75,800 MAR MARRIOTT INTL"A" 5,143,209 3,701,241R 754,172 MMC MARSH AND MCLENNAN 2,265,427 3,180,498R 1,122,544 MI MARSHELL & ILSLEY 868,483 867,515R 157,767 MLM MARTIN MARIETTA MTLS 1,198,210 1,185,642R 156,578 MVL MARVEL ENTER/INC 2,318,683 2,152,099R 133,344 MAS MASCO CORP 14,451,960 14,616,076R 1,393,922 MYS MASISA S.A. 1,713,700 1,707,900 9,644 MEE MASSEY ENERGY CO. 1,361,729 1,748,056R 919,083 MCI MASSMUTUAL CORPORATE 5,962 5,811R 3,244 MPV MASSMUTUAL PART INV NONE 6,788 4,161 MTZ MASTEC INC(FLORIDA) 1,444,584 1,270,795R 310,950 MSC MATERIAL SCIENCES 48,419 48,669R 22,672 MC MATSUSHITA ELC (ADS) 231,066 329,041R 129,561 MAT MATTEL INC 11,391,383 8,621,415R 3,270,750 MVK MAVERICK TUBE CORP 1,012,709 1,430,162R 244,211 MAV MAVESA SA (ADSS) 8,600 236,580 213,261 MMS MAXIMUSM INC. 1,160,201 690,448 94,400 MAY MAY DEPARTMENT STORE 3,418,239 2,581,374R 1,611,289 MYG MAYTAG CORPORATION 1,545,552 1,105,940R 355,117 MBE MBIA INC. 49,351 56,300 6,083 MBD MBIA INC. 6.95% NONE 3,800 4,683 MBI MBIA, INC. 1,887,024 1,516,045R 511,200 KRB MBNA CORP 6,235,219 6,845,255R 2,342,506 MNI MCCLATCHY CO-HLDG CO 52,345 63,857R 27,989 MKC MCCORMICK & COMPANY 395,657 323,352 155,239 MDR MCDERMOTT INTERN'L 1,474,957 2,219,428R 521,772 MCW MCDONALD'S 7-1/2% 36 9,275 900 10,844 MCJ MCDONALD'S 7-1/2%'37 4,804 1,281 6,894 MCD MCDONALD'S CORP 15,605,067 13,398,425R 4,456,194 MHP MCGRAW-HILL COS INC 1,734,905 1,446,062R 746,556 MCK MCKESSON CORPORATION 6,334,188 6,496,868R 1,159,628 MMR MCMORAN EXPLORATION CO 96,157 2,360 47,044 MCN MCN ENERGY GROUP INC 2,260,503 1,619,669R 1,882,956 MCNPRS MCN FINANCING II NONE 2,659 2,972 MDZ MDS INC 43,960 101,689 1,906 MDU MDU RESOURCES GROUP 369,112 343,250R 185,111 MEA MEAD CORP 1,267,355 1,511,378R 650,528 MIG MEADOWBROOK INS GRP 4,500 NONE 11,739 MRX MED PHRMCUTCL CORP 664,238 591,008R 196,256 MDA MEDIA ARTS GROUP,INC 829,200 926,100 24,783 UMGPRC MEDIAONE FIN TR III 9.04% 1,300 10,900 14,900 XVF MEDIAONE GP INC 7% 66,850 45,395R 178,939 UMX MEDIAONE GRP (PIES) 300 72,019 463,906 MAI MEDICAL ASSURANCE 349,979 288,659 32,133 MTPR MEDITRUST CORP-D/S A 83,300 86,300 8,156 MT MEDITRUST CORP-PAIRD 522,883 532,946R 256,506 MDT MEDTRONIC INC 12,850,678 13,175,004R 4,040,633 MEL MELLON FINANCAL CORP 3,708,586 3,181,153R 2,119,728 WFR MEMC ELECTRONIC MATL 241,087 282,213R 72,661 MW MEN'S WEARHOUSE INC 1,316,079 668,554R 269,233 MRF MENTOR INCOME FUND 4,500 12,000 19,783 JEM MER LYN "MITTS" 6/02 25,999 14,750 22,944 MIM MER LYN "MITTS" 9/02 13,900 6,600 9,689 IML MER LYN "STRYPES" 01 24,100 1,800 9,150 MERPRB MER LYN 7-3/4% TOPRS 300 21,000 8,828 MRK MERCK & CO 14,536,516 17,432,203R 5,233,833 MCY MERCURY GENERAL CORP 753,099 793,848 102,006 MDP MEREDITH CORP 1,108,532 1,320,548R 127,861 MDG MERIDIAN GOLD INC 132,809 84,998R 198,044 TMR MERIDIAN RES CORP 962,797 832,330R 244,889 MHX MERISTAR HOSPITALITY 193,633 215,131R 192,972 MTH MERITAGE CORPORATION 226,366 243,378R 67,572 MERPRE MERL LYNCH PFD 7.12% 91,100 105,007 31,194 MER MERRILL LYNCH & CO 9,935,717 7,213,611R 6,258,694 FWJ MERRILL LYNCH DEPSTR NONE 3,751 9,139 MERPRC MERRL LYNCH 8% TOPRS 6,400 800 12,072 MTR MESA ROYALTY TRUST 7,651 10,903 1,828 MUI METALS USA INC 38,666 34,526R 34,711 MTTPRX MET-ED CAP 7.35% PFD NONE 7,716 19,928 MET METLIFE INC 12,261,206 13,744,345R 1,619,822 MIU METLIFE INC 8% ESU 152,829 159,342R 127,178 MPR MET-PRO CORPORATION 4,154 9,857 9,128 MXT METRIS COMPANIES INC 5,600,300 4,473,694R 600,589 MGM METRO-GOLDWYN-MAYER 2,971,031 3,220,376R 203,500 MX METSO CORPORATION 1,701 4,201R 5,461 MTD METTLER-TOLEDO INTL 385,706 491,026R 164,500 MVC MEVC DRAP FSH JUVT F NONE 2,553R 74,650 MXF MEXICO FUND INC 409,178 382,625R 492,400 MCR MFS CHARTER INCOME 39,655 37,196R 82,178 MGF MFS GOVT MKTS 56,603 48,701 76,044 MIN MFS INTER INC TR 29,122 42,967 203,461 MMT MFS MULTIMKT INCM TR 32,320 17,204R 127,200 MFM MFS MUNICIPAL INCOME 113,023 119,223 39,050 MFV MFS SPECIAL VALUE TR 91,436 82,701R 10,967 MTG MGIC INVEST CORP 1,601,808 777,190R 618,533 MGG MGM MIRAGE 3,910,916 4,015,336R 440,367 MUE M-HLDGS INS F II INC 28,402 12,442 29,094 MFI MICROFINANCIAL INC. 22,600 22,600R 10,772 MU MICRON TECHNOLOGY 18,576,172 17,928,844R 9,649,606 MME MID ATLANTIC MED SVC 676,880 564,908R 222,911 MAA MID-AMER APART COMMU 129,409 71,435 34,739 MDS MIDAS INC 23,172 21,701R 12,133 MRR MID-ATLANTIC REALTY 336,298 324,522R 19,511 MWY MIDWAY GAMES INC 602,395 548,961R 69,689 MEH MIDWEST EXPRESS HLDG 335,239 339,313 29,344 MZ MILACRON INC. 446,997 530,892R 138,989 MCH MILLENNIUM CHEMICALS 149,363 337,449 168,428 MLR MILLER INDUSTRIES 150,333 155,334R 60,261 MIL MILLIPORE CORP 2,184,887 1,242,317R 605,439 MLS MILLS CORP (THE) 1,162,356 957,955R 112,667 MTX MINERALS TECHS 209,649 298,924R 81,661 MMM MINN MNG & MFG (3M) 4,827,550 4,263,814R 1,975,517 MNA MINN MUNI TERM TRUST 12,000 NONE 4,800 MIR MIRANT CORPORATION 6,047,534 3,987,756R 698,361 MIRPRA MIRANT TRUST I 28,716 10,210 27,967 MEPRA MISSION CPTL "MIPS"A 3,000 5 15,550 MEPRB MISSION CPTL"MIPS"B 14,400 27,800 4,139 GRO MISSISSIPPI CHEMICAL 905,982 881,550R 30,606 MND MITCHELL ENERGY CL A 283,543 319,202R 196,561 MLT MITEL CORP 786,440 647,162 124,144 MBT MOBILE TELESYST OJSC 73,210 31,213R 99,539 MPS MODIS PROF SERV INC. 1,269,577 1,293,544R 145,511 MHK MOHAWK INDUSTRIES 1,564,362 1,274,339R 267,539 MNC MONACO COACH CORP 706,381 607,385 72,083 MON MONSANTO COMPANY 119,607 156,339R 315,739 MTP MONTANA PWR CO 901,354 1,256,665R 614,394 MTS MONTGOMERY ST INC-MD 20,401 21,100 8,928 MNY MONY GROUP INC,(THE) 532,060 753,892R 101,033 MCO MOODY'S CORPORATION 1,743,825 1,362,662R 598,422 MCL MOORE CORP LTD 4,700 44,290R 171,083 IQN MORGAN DN NY QLTY 3,000 9,379 3,144 MOR MORGAN KEEGAN INC 159,513 124,879 62,106 AFF MORGAN STAN AFRICA 9,650 NONE 78,722 APF MORGAN STAN ASIA-PAC 7,060 5,436R 59,794 MSF MORGAN STAN EMER MKT 33,350 139,900 26,050 MGB MORGAN STAN GLBL OPP 17,687 11,737R 6,367 MSY MORGAN STAN HIGH YLD 76,008 59,777 16,656 IIF MORGAN STAN INDIA 14,300 13,900 98,894 MWD MORGN STAN DEAN WITT 11,508,192 10,568,517R 7,241,583 MHI MORRISON MGTM'T SPEL 68,569 84,022R 32,278 MRG MORTON'S RESTAURANT 31,825 36,071R 9,094 MOTPRA MOTOROLA CAP TRST I 67,738 10,400 66,139 MOT MOTOROLA INC 35,316,846 35,292,389R 15,067,994 MSO MRTHA STWRT LVN OMDA 2,501,084 2,296,245R 161,217 MSM MSC INDUST DIRECT CO 306,418 287,002R 81,911 MNS MSC.SOFTWARE CORP 33,160 23,912R 54,783 MWN MSDW & CO NONE 4,424 11,033 ICS MSDW CAL MUN SEC SBI 24,500 9,900 2,633 IIC MSDW CAL/INC/TRSTSBI 19,232 37,783 8,511 MWC MSDW CAPITAL TRUST I 16,500 30,400 26,094 RNE MSDW EASTRN EURP FND 18,500 2,000R 12,783 YLD MSDW GOV INC TRU SBI 506,514 468,035R 77,078 GVT MSDW GOV INC TST SBI 2,900 8,785 61,111 YLT MSDW HI INC AD TS II 251,233 239,882 105,467 YLH MSDW HI INC ADV III 148,494 251,471 46,606 OIC MSDW INC OPP TRS III 14,600 15,000 6,661 OIB MSDW INC OPP TST II 19,371 18,700 12,189 OIA MSDW INC OPP TST SBI 38,268 39,810 20,106 ICB MSDW INC SEC INC STK 70,347 101,028 11,472 IMS MSDW INS MUN SEC SBI 6,900 865 8,511 IMT MSDW INS MUN TRS SBI NONE 13,650 26,206 IMB MSDW MUN BON TRS SBI 8,100 8,100 4,450 IQT MSDW MUN INV TRS SBI 16,411 17,300 11,022 IQM MSDW QLTY MNI SEC 20,909 13,207 13,539 IQI MSDW QUAL MUN INC TR 19,787 19,800 23,122 IQC MSDW QUAL MUN SECUR NONE 4,300 7,494 BGS MSTANDEANWIT BRIDGES 13,600 13,600 3,944 MLI MUELLER INDUSTRIES 578,544 462,621R 152,000 IIM MUN INC TRS COMM SBI 163,616 22,100 26,033 MUC MUNHLD CA INS FND II 11,000 NONE 54,278 MAF MUNI ADVATAGE FUND 9,800 18,836 6,761 MMA MUNI MTGE & EQTY LLC 1,000 3,300 53,167 MUA MUNIASSETS FUND 130,000 132,200 13,556 MHF MUNICIPAL HIGH INCME 59,000 54,726 16,983 MPT MUNICIPAL PARTNRS II 2,000 7,000 3,983 MEN MUNIENHANCED FUND 13,032 5,779 65,150 MUH MUNIHLDG FUND II 44,500 76,400 15,100 MUS MUNIHLDGS INSD FUND 37,400 44,680 18,011 MUJ MUNIHLDGS NJ INS FND 32,927 NONE 30,144 MFL MUNIHOLDINGS FL INSD 50,558 33,569 57,372 MHD MUNIHOLDINGS FUND 28,002 45,891 23,156 MHN MUNIHOLDINGS NY INSD 4,040 1 35,739 MCA MUNIYIELD CAL INS II 45,400 42,000 13,117 MIC MUNIYIELD CALIF INSD 1,700 7,839 16,944 MFT MUNIYIELD FLA INSD 27,415 26,500 7,033 MYF MUNIYIELD FLORIDA 22,562 10,161 13,772 MYD MUNIYIELD FUND 279,800 275,271 55,550 MYI MUNIYIELD INS FUND 159,934 131,666 85,044 MIY MUNIYIELD MICH INSD 42,908 21,682 15,539 MYM MUNIYIELD MICHIGAN 7,600 32,601 8,194 MYJ MUNIYIELD NJ FUND 45,089 36,289 15,344 MJI MUNIYIELD NJ INSD 62,008 86,108 6,539 MYN MUNIYIELD NY INSURED 9,989 28,747 38,789 MPA MUNIYIELD PENN FUND 46,815 37,565 10,717 MQT MUNIYIELD QUAL II 18,000 25,601R 42,528 MUR MURPHY OIL CORP 540,338 560,951R 254,144 MM MUTUAL RISK MGMNT 673,320 547,689R 475,967 MYL MYLAN LABS INC 2,331,737 1,467,376R 464,094 NARPR NAB EXCHGE PFD TRUST NONE 2,240 36,694 NC NACCO IND (CL A) 259,675 351,058R 40,317 NWPRB NAT WSTMNSTR (ADS-B) 9,609 7,200 5,428 NWPRC NAT WSTMNSTR (ADS-C) 7,962 4,248 6,656 NWXPRA NAT WSTMNSTR (EXCAP) NONE 8,000 26,972 NTG NATCO GROUP INC. 91,500 75,092 52,456 NCC NATIONAL CITY CORP 5,086,135 5,349,266R 1,034,528 NDC NATIONAL DATA CORP 1,769,388 1,744,585R 168,783 NHI NATIONAL HEALTH INV 203,370 124,197 92,317 NPK NATIONAL PRESTO IND 66,215 62,924 19,050 NAP NATIONAL PROCESSING 142,844 12,171 42,756 NSM NATIONAL SEMICONDUCT 3,727,454 2,169,607R 2,864,017 NSI NATIONAL SERVICE 1,251,179 600,994R 157,133 NOI NATIONAL-OILWELL INC 2,227,996 2,945,015R 737,022 NBM NATIONS BAL TRGT MAT NONE 10,000 7,144 NGI NATIONS GVT INC 2003 7,544 3,502 14,278 NGF NATIONS GVT INC 2004 14,800 7,300 11,672 NRI NATIONSRENT INC 240,300 195,264R 33,550 NFS NATIONWIDE FIN SRVS 316,269 491,519R 185,867 NHP NATIONWIDE HLTH PROP 304,069 343,028R 114,094 NAU NATL AUS BNK (EXCAP) 999,563 841,481 106,617 NBG NAT'L BANK OF GREECE 86,880 93,111 10,478 NSV NAT'L EQUIP SVCS INC 42,121 42,621R 15,633 NFG NATL FUEL GAS 344,637 314,446 104,894 TEE NATL GOLF PROPS (MD) 104,692 74,417R 18,783 NGG NAT'L GRID GROUP PLC 59,571 73,201 3,883 NHIPR NATL HEALTH INV 8.5% 2,294 5,544 1,500 NVH NAT'L R.V. HOLDINGS 126,243 125,127R 29,472 NRX NATL RURAL UTIL 7.375% 5,100 5,300 16,072 NS NATL STEEL CORP "B" 119,405 51,453 23,983 NCI NAVIGANT CONSULTING 504,164 724,903R 174,794 NAV NAVISTAR INTL (HLDG) 2,051,705 1,160,173R 509,322 NBPRA NB CAPITAL TRUST I 5,789 1,153 43,711 NBD NB CAPITL CORP-D/S A 5,300 6,600 32,367 NCH NCH CORP 8,267 6,699 3,967 NCS NCI BUILDING SYSTEMS 165,817 96,868R 57,483 NCR NCR CORPORATION 3,601,351 3,112,886R 568,456 NMGA NEIMAN MARCUS CL-A 1,848,124 1,614,349R 163,578 NMGB NEIMAN MARCUS CL-B 15,596 10,707 42,783 NWK NETWORK EQUIP TECH 68,999 64,490 72,994 NEU NEUBERGER BERMAN INC 1,755,035 1,676,434R 238,756 HYB NEW AMER HI INC FUND 48,968 34,517R 97,717 DNB NEW D&B CORPORATION 907,983 1,065,275R 151,517 NEB NEW ENGLAND BUSINESS 134,638 106,479R 21,183 GF NEW GERMANY FUND 3,324 10,720R 60,161 NJR NEW JERSEY RESOURCES 79,137 43,506 28,439 NXL NEW PLAN EXCEL R/TR 781,408 692,854R 190,750 NYT NEW YORK TIMES CO 2,848,023 2,344,164R 836,850 NWL NEWELL RUBBERMD INC 8,161,998 7,831,272R 1,049,622 NFX NEWFIELD EXPLORATION 1,359,611 1,213,847R 384,800 NFXPRA NEWFIELD FIN TRST I 1,694 21,548 17,156 NHL NEWHALL LAND FARM 14,939 11,991 25,189 NEM NEWMONT MINING CORP 8,305,108 5,690,252R 2,420,511 NR NEWPARK RESOURCES 826,508 104,451R 470,667 NNS NEWPORT NEWS SHIPBLD 139,861 100,009R 127,656 NPW NEWPOWER HLDGS, INC 570,710 780,010R 409,561 NWSA NEWS CORP (ADS-PFD) 9,621,318 6,487,484R 1,386,478 NWS NEWS CORP LTD (ADS) 6,673,171 7,084,065R 801,361 NXY NEXEN INC. 409,178 282,950 39,089 NMK NIAG MOHK HLDGS INC 505,601 843,278R 400,456 GAS NICOR, INC 269,675 238,096R 140,517 NKE NIKE INC CLASS B 3,712,367 7,430,569R 2,203,661 NTT NIPPON TEL & TEL-ADS 246,890 318,106R 363,444 NIPRB NIPSCO INDUSTRS INC. 173,684 87,728 55,894 NSE NISOURCE INC 141,480 154,526R 87,844 NI NISOURCE INC 5,057,771 5,418,976R 904,978 NL NL INDUSTRIES 174,334 163,320R 33,750 NBL NOBLE AFFILIATES,INC 1,005,390 943,242R 566,283 NE NOBLE DRILLING CORP 5,502,051 5,711,377R 1,383,717 NOK NOKIA CORP-ADS A-SHR 10,734,052 6,970,655R 20,977,111 JWN NORDSTROM INC 4,718,755 4,108,889R 616,694 NSC NORFOLK SOUTHERN CO 2,571,633 4,976,376R 989,233 NHY NORSK HYDRO AS (ADS) 115,900 113,060R 28,333 NTK NORTEK, INC 106,587 131,541 40,478 NT NORTEL NETWORKS CORP 39,219,488 36,830,753R 30,506,778 NET NORTH EUROPEAN OIL 8,192 923 14,706 NFB NORTH FORK BANCORP 4,799,279 3,576,881R 567,050 NU NORTHEAST UTILITIES 664,844 1,069,697R 1,085,978 NOC NORTHROP GRUMMAN CRP 1,358,505 1,690,522R 724,767 NWN NORTHWEST NAT GAS CO 130,771 160,745 49,067 NOR NORTHWESTERN CORP 264,483 300,563R 43,800 NCX NOVA CHEMICALS CORP. 438,670 317,623 55,394 NIS NOVA CORP. (GA) 1,004,432 1,253,060R 539,389 NVS NOVARTIS AG 3,519,431 2,426,821R 620,439 NFI NOVASTAR FIANCAL INC 7,487 NONE 5,667 NVO NOVO-NORDISK (ADS) 36,616 144,431R 8,383 NRG NRG ENERGY INC 2,874,862 624,499R 1,088,939 NRZ NRG ENERGY, INC. 136,850 Not Listed 2,255,550 NSS NS GROUP INC 388,982 377,227 71,400 NST NSTAR 1,146,504 713,786R 92,633 NBP NTHRN BORDER PARTNER 19,481 79,790R 60,722 NORPRB NTHWTRN CAP FIN I NONE 2,672 3,061 NAB NTL AUSTRL BNK (ADS) 1,090,065 1,005,142 22,972 NLI NTL ICORPORATED 9,978,894 12,591,817R 1,125,789 NFSPRA NTWD FIN SVC CAP II 2,027 NONE 12,572 NUS NU SKIN ASIA PACIFIC 40,612 60,412R 77,300 NUE NUCOR CORP 1,999,217 2,081,312R 348,972 NEV NUEVO ENERGY CO 147,583 170,913 75,939 NUI NUI CORP. (HOLD CO.) 23,477 20,868 14,017 NQC NUVEEN CA INV QUAL 1,800 15,254 9,406 NCO NUVEEN CA MUN MKT OP 12,400 17,500 7,561 NCP NUVEEN CA PERF + MUN 8,300 24,652 10,528 NVC NUVEEN CA SEL QUAL 34,400 62,389 16,856 NTC NUVEEN CT PRM INC MU 53,814 23,112 4,528 NUF NUVEEN FL QUAL INCME 23,707 18,600 8,556 NQF NUVEEN FLA INV QUAL 36,600 37,821R 9,578 NCL NUVEEN INSD CA PRM 2 10,500 10,500 7,611 NPC NUVEEN INSD CAL PREM 12,618 12,618 4,944 NFL NUVEEN INSD FL PREMF 33,359 27,000 16,650 NIO NUVEEN INSD MUNI OPP 22,760 1,300 112,256 NNF NUVEEN INSD NY PREM 14,900 24,106 6,717 NXN NUVEEN INSD NY SEL 17,800 11,850 3,961 NPX NUVEEN INSD PREM 2 151,017 99,917R 45,389 NQI NUVEEN INSD QUAL MUN 12,300 11,525R 28,600 NQM NUVEEN INV QUAL MUN NONE 14,121R 31,706 NMT NUVEEN MA PREM INCM 5,750 12,500 4,222 NMY NUVEEN MD PREM INCM 70,873 60,086 10,578 NMP NUVEEN MI PREM INCM 9,400 10,200 5,056 NUM NUVEEN MI QUAL INCME 25,200 33,000 10,244 NMA NUVEEN MUN ADV FUND 38,723 19,355R 39,828 NMI NUVEEN MUN INCM FUND 50,360 49,026 7,233 NMO NUVEEN MUN MKT OP 24,404 14,679R 31,600 NUV NUVEEN MUN VAL FUND 7,347 151,337R 199,072 NNC NUVEEN NC PRM INC MU 8,964 29,876 5,806 NQJ NUVEEN NJ INV QUAL 54,400 74,481 25,750 NNJ NUVEEN NJ PREM INCM 5,200 31,700 8,917 NQN NUVEEN NY INV QUAL 45,527 12,740 18,589 NNY NUVEEN NY MUN VAL 14,567 8,276 8,717 NNP NUVEEN NY PERF + MUN 6,700 15,600 10,617 NUN NUVEEN NY QUAL INCME 61,099 52,330 18,333 NVN NUVEEN NY SEL QUAL 30,300 42,562 26,450 NUO NUVEEN OH QUAL INCME 12,000 23,880 7,633 NQP NUVEEN PA INV QUAL 71,900 38,200 16,356 NPP NUVEEN PERF + MUN 8,100 24,750R 59,972 NPI NUVEEN PREM INCM MUN 56,459 12,636R 47,950 NIF NUVEEN PREM INSD MUN 58,600 68,583R 17,128 NPF NUVEEN PREM MUN INCM 17,600 8,163 18,289 NPM NUVEEN PRM INC MUN 2 274 6,529 37,617 NPT NUVEEN PRM INC MUN 4 17,051 41,000R 42,100 NQU NUVEEN QUAL INCM MUN 88,430 76,803R 60,967 NIM NUVEEN SEL MAT MUN 57,700 28,900 9,856 NXP NUVEEN SEL TAX-FREE 44,500 62,100 14,728 NSL NUVEEN SR INCOME FND 498,391 495,970R 98,361 NTX NUVEEN TX QUAL INCME 51,700 59,100 6,611 NPV NUVEEN VA PREM INCM 79,051 73,827 4,039 NAC NUVEN CAL DVD ADV MF 8,200 8,580 22,694 NAD NUVEN DIV ADV MUNI F 21,775 22,460 58,644 NAN NUVEN NY DIV ADV MF 95,300 78,819 11,656 NVPPRB NVP CAPITAL III 11,100 7,629 4,656 NYE NYCOMED AMERSHAM-ORD 80,370 42,920 21,250 OO OAKLEY INC 1,120,092 793,815R 352,250 OH OAKWOOD HOMES CORP 237,671 274,977R 81,828 OXY OCCIDENTAL PETROL 5,843,956 4,317,096R 1,078,067 OEI OCEAN ENERGY, INC. 2,439,601 2,950,770R 1,843,522 OII OCEANEERING INTL 276,286 302,546R 157,572 OTL OCTEL CORP. 854 18,654 5,439 OCN OCWEN FINANCIAL CORP 556,565 511,335 180,433 ODP OFFICE DEPOT INC 5,704,998 5,440,427R 1,642,167 OMX OFFICEMAX INC 2,864,679 2,781,649R 387,972 OG OGDEN CORP 83,697 103,527R 128,922 OGE OGE ENERGY (HLDG CO) 2,655,788 2,086,739R 157,056 OGEPR OGE ENERGY CAP TR I NONE 4,873 8,561 OECPRM OHIO ED 7.75% CL A 2,000 NONE 1,291 OJA OHIO POWER CO 7.92% 200 2,600 2,017 OIS OIL STATES INT'L,INC 23,600 123,188 218,883 ODC OIL-DRI CORP 0F AMER 234 4,171 4,661 VIP OJSC VIMPEL-COMM-ADS 230,800 352,661R 55,833 OK OLD KENT FIN CORP 1,391,311 970,757R 365,811 ORI OLD REPUBLIC INTL 278,454 435,995R 534,033 OLN OLIN CORPORATION 411,755 209,734R 226,611 OMG OM GROUP INC 710,308 665,693R 62,450 OHI OMEGA HLTHCARE INVST 223,018 228,039 48,806 OMM OMI CORPORATION 2,805,882 1,651,022R 689,844 OCR OMNICARE INC 1,640,973 1,841,182R 552,894 OMC OMNICOM GROUP INC. 7,765,675 7,266,586R 1,227,539 OMN OMNOVA SOLUTIONS INC 60,733 67,941 50,628 ONBPRA ONB CAPITAL TRUST I NONE 24,100 1,744 OCQ ONEIDA LTD 319,872 235,332R 31,083 OKE ONEOK INC. 439,028 392,447R 127,694 OMS OPPEN MULTI-SECTOR 26,900 62,877 53,117 OE ORBITAL ENGINE (ADR) 385,576 385,001R 77,661 ORB ORBITAL SCIENCES CORP 2,712,867 2,859,407R 100,700 OS OREGON STEEL MILLS 47,354 16,597 217,200 OFGPRA ORIENTAL FINCL GRP 7.125% 130 3,115 367 OFG ORIENTAL FINL GROUP 5,120 6,660 9,733 OEH ORIENT-EXP HOTELS 1,893,314 2,113,509R 60,311 ORN ORION PWR HLDGS INC 1,144,796 483,534 198,561 IX ORIX CORP 5,709 4,740 2,661 OCA ORTH CENTR OF AMER 8,734,984 8,151,944R 426,922 OSI OUTBACK STEAKHOUSE 3,781,719 3,912,755R 451,644 OSG OVERSEAS SHIPHOLD 75,095 101,567 72,500 OMI OWENS & MINOR (HLDG) 3,586,861 3,732,249R 153,667 QOWC OWENS CORNING 7,907,238 7,940,590 1,136,367 OI OWENS-ILLINOIS INC 5,234,155 5,613,807R 494,150 OIPRA OWENS-ILLINOIS$2.375 57,987 42,542R 28,617 OXM OXFORD IND INC 9,857 16,500 5,850 OXYPRB OXY CAPITAL TRUST I 14,033 5,340 28,256 POC P&O PRINCESS CRUISES 18,379 22,568 18,289 GLT P.H. GLATFELTER CO. 47,061 69,187R 39,533 PAI PACIF AMER INCM SHS 17,614 19,190 6,639 BOH PACIF CENTURY FINL 1,809,253 1,031,263R 264,806 PCW PACIFIC CENT CYBER 359,736 354,186R 155,989 PAG PACIFIC GULF PROPS 35,429 34,624R 97,383 PTV PACTIV CORPORATION 867,214 693,058R 568,283 PLL PALL CORP 2,154,936 2,028,618R 383,506 PNP PAN PACIF RETAIL PRP 67,227 58,483 66,728 PB PANAMER BEVERAGES"A" 379,084 328,905R 108,550 PVI PANAVISION INC 27,400 50,951 3,294 PKE PARK ELECTROCHEMICAL 987,338 1,524,695R 240,883 PKD PARKER DRILLING CO 410,543 293,289R 545,867 PH PARKER-HANNIFIN CORP 1,366,995 1,005,207R 448,111 PKY PARKWAY PROPERTIES 6,347 4,568 38,722 PKYPRA PARKWAY PROPS-8.75%A 8,612 5,188 5,606 PRE PARTNERRE LTD 339,008 271,760R 149,133 PREPRA PARTNERRE LTD - 8% A 12,936 8,300 5,228 POG PATINA O&G CORP-COM 1,524,061 1,095,094R 127,422 POGWS PATINA O&G-WTS5/2001 21,150 14,150 34,450 PXR PAXAR CORPORATION 105,774 80,629 78,439 PSS PAYLSS SHOE-HLDGS CO 503,499 485,086R 283,483 PKG PCKGNG CORP OF AMER 160,883 112,634R 138,911 PSO PEARSON PLC 196,378 41,145R 16,339 PY PECHINEY (ADSS) 10,700 900 5,817 PDX PEDIATRIX MEDICAL GR 686,619 739,540R 91,244 PECPRX PENELEC CAPITAL TST 20,065 10,361 5,600 PNN PENN ENGINEERING 48,551 55,179R 13,344 PEI PENN REAL ESTATE INV 27,712 12,306 30,417 PTA PENN TREATY AMERICAN 888,428 909,417 10,911 PNG PENN-AMERICA GROUP 22,203 9,303 2,183 JCP PENNEY (JC) CO 8,896,651 5,446,615R 2,493,600 PZL PENNZOIL-QUAKER STA 1,415,564 1,320,779R 346,383 PNR PENTAIR INC 979,218 1,281,663R 281,133 PME PENTON MEDIA INC 303,138 143,152R 75,411 PGL PEOPLES ENERGY CORP 427,114 341,148R 87,694 PBG PEP BOTTLING GRP INC 448,783 546,628R 458,611 PBY PEP BOYS M M & JACK 1,206,416 432,677R 265,744 PAS PEPSIAMERICAS, INC 1,456,805 1,357,146R 130,739 PEP PEPSICO INC 15,104,574 13,172,628R 3,766,089 GEM PEPSI-GEMEX SACV-GDS 215,645 77,935 43,700 PDA PERDIGAO S.A. 6,250 7,250 83 PC PEREZ COMPANC S.A. 317,365 133,300 206,183 PKI PERKIN-EMLER,INC. 1,394,968 1,646,700R 602,656 PBT PERMIAN BASIN ROYLTY 4,584 12,356 34,939 PER PEROT SYSTEMS CORP. 1,078,435 783,546R 203,117 PGA PERSONNEL GROUP AMER 724,389 721,839 62,028 IIT PERUSAHAN PT INDOSAT 89,938 67,700R 96,939 TLK PERUSAHAN PT TELEKOM 180,333 179,172R 252,000 PBR PETRO BRASILEIRO S A 12,433,724 3,452,682 1,213,672 PCZ PETRO-CANADA (SHS) 206,778 124,188 26,317 PTR PETROCHINA CO LMTD 51,810 129,286 41,633 PBRA PETROLEO BRASILEIRO ADS 1,708,213 Not Listed 342,292 PEO PETROLEUM & RESOURCE 403,889 436,200R 19,517 PGO PETROLEUM GEO-SRVS 462,310 473,400R 410,294 PFD PFD INCME FUND INC 9,258 16,366R 7,700 PFO PFD INCME OPP FUND 5,314 3,738 6,517 PV PFEIFFER VACUUM-ADSS 28,505 22,245 1,694 PFE PFIZER INC 20,825,495 19,500,969R 12,816,939 PCG PG&E CORP (HLDG CO) 4,374,481 4,342,682R 2,208,733 PGOPRA PGS TRUST I 2,680 NONE 24,161 PRX PHARMACEUTICAL RES 144,497 131,643R 70,922 MCT PHARMACIA CORP 112,125 178,715R 86,389 PHA PHARMACIA CORP 12,362,266 11,469,643R 5,886,156 PD PHELPS DODGE CORP 2,640,404 1,990,142R 656,339 POB PHIL AUTH FOR IND D 12,207 18,282 31,461 PSC PHIL SUBURBAN CORP 270,333 215,197R 57,583 MO PHILIP MORRIS COS 16,800,251 18,517,489R 7,908,122 PHI PHILIPPIN LD TEL-ADS 3,454,366 3,656,694R 115,544 PHIPRA PHILIPPINE LDTEL-GDS 1,945,330 1,943,500 14,111 PPRC PHILLIPS 66 CPTL I 5,139 1,514 15,500 P PHILLIPS PETROLEUM 22,551,206 13,122,300R 2,346,500 PVH PHILLIPS-VAN HEUSEN 170,279 143,295R 110,000 PLP PHOSPHATE RES PRTNRS 2,303 4,500 14,078 PNY PIEDMONT NAT GAS CO 269,999 332,365R 78,350 PIR PIER 1 IMPORTS 1,145,413 1,453,520R 639,350 PPR PILGRAM PRIM RATE TST 83,005 60,346R 254,450 CHXA PILGRIM"S PRIDE CORP 4,424 100 11,322 CHX PILGRIM'S PRIDE CL-B 138,914 153,913R 27,806 PCM PIMCO COMML MTG SECS 14,953 13,882 19,128 PNW PINNACLE WEST CAP 833,820 997,573R 339,411 PNK PINNCLE ENTRMNT,INC 177,298 164,047 88,156 PIO PIONEER CORP. 10,250 2,150 7,250 MUO PIONEER INT SHS (DE) 1,714 5,418 4,706 PXD PIONEER NATURAL RES 416,391 339,131R 347,611 PBI PITNEY BOWES 1,640,665 1,839,686R 673,878 PZB PITTSTON BRINK'S GRP 885,866 762,597R 186,561 PDGPRA PLACER DOME (COPRS) 8,400 9,408 7,417 PDG PLACER DOME INC. 2,702,512 1,415,309R 1,386,656 PAA PLAINS ALLAMER. PIPELINE 51,857 25,151R 32,489 PLT PLANTRONICS INC 1,520,976 1,651,614R 811,811 PLA PLAYBOY ENT CL B 247,351 212,137R 45,006 PYX PLAYTEX PRODUCTS 621,120 625,357R 72,111 PLPRT PLC CAPITAL TRUST I 3,280 5,577 1,844 PCL PLUM CREEK TIMBER CO 3,297,622 3,313,245R 195,039 PMI PMI GROUP INC 198,095 147,176R 340,783 PNC PNC BANK CORP 2,213,897 2,982,053R 1,166,472 PPP POGO PRODUCING CO 2,918,559 2,626,040R 259,022 PPPPRQ POGO TRUST I(QUIPS)A 10,000 1,118 27,244 PKX POHANG IRON & STEEL 1,716,858 980,918R 425,794 PII POLARIS INDUSTRIES 329,229 172,872R 112,050 PRD POLAROID CORP 774,134 862,736R 412,578 RL POLO RALPH LAUREN 1,357,202 1,354,645R 255,078 PGI POLYMER GROUP INC 148,873 160,954R 34,500 POL POLYONE CORP 646,017 533,065R 292,444 POP POPE AND TALBOT, INC 54,403 12,916R 62,361 PGB PORTLAND GENL ELEC 5,573 9,005 2,094 PPSPRB POST PROP 7 5/8% PFD 2,800 6,300 1,322 PPS POST PROPERTIES 246,884 149,706R 193,006 POT POTASH CORP SASKTCHN 558,358 372,512R 168,022 PCH POTLATCH CORP 1,369,031 1,404,134R 128,128 PEQ POTOMAC ED CO(QUIDS) NONE 3,290 822 POM POTOMAC EL PWR CO 4,204,491 3,384,191R 555,533 PT POTUGAL TELECOM(ADS) 891,001 952,022R 179,728 PWG POWERGEN (ADS-ORD) 31,722 38,277R 22,428 PPG PPG IND INC 4,315,509 3,641,468R 737,822 PPL PPL CORPORATION 717,920 1,974,181R 503,728 PX PRAXAIR INC 1,125,408 1,425,446R 1,069,117 PCP PRECISION CASTPARTS 365,364 255,078R 235,511 PDS PRECISION DRILLING 761,721 989,788R 356,883 PP PRENTISS PROPERTIES 41,529 45,703R 136,983 PPD PRE-PAID LEGL SERV 4,554,583 3,813,363R 296,856 PR PRICE COMM CORP 472,532 195,772 273,928 PDE PRIDE INTERNATIONAL 3,410,208 4,659,023R 603,700 PGE PRIME GROUP REAL TST 11,533 14,376 57,906 PDQ PRIME HOSPITALITY 601,024 628,031R 101,911 PRT PRIME RETAIL INC 284,842 280,842R 75,228 PRM PRIMEDIA INC. 4,800,263 8,113,339R 202,617 PPE PRK PL ENT'MENT CORP 3,916,976 3,897,030R 834,300 PG PROCTER AND GAMBLE 14,095,347 16,009,868R 3,331,128 PGN PROGRESS ENERGY, INC 4,076,196 4,717,860R 487,006 PGR PROGRESSIVE CORP 2,445,165 2,721,126R 347,806 PGF PROGRESSIVE RETN FUN 2,040 NONE 24,250 PLDPRBCL PROLOGIS SER B PFD 33,960 NONE 31,794 PLD PROLOGIST TRUST 1,091,494 3,312,687R 279,600 PHY PROSP ST HI INC 886,502 709,702R 72,100 POI PROTECTION ONE INC. 51,673 48,255 58,800 PL PROTECTIVE LIFE CORP 1,279,308 3,176,046R 284,539 PVN PROVIDIAN FINL CORP 9,765,261 9,144,681R 2,067,817 PUK PRUDENTIAL PLC 50,525 36,300 22,722 PSRPRC PSCO CAPITAL TRUST I 100 3,391 5,100 PEGPRU PSE&G CPTL TRUST I 2,078 NONE 7,483 PEGPRZCL PUB SVC E&G CAP-MIPS NONE 12,427 25,729 PNM PUB SVC NEW MEXICO 1,609,167 1,546,194R 167,128 PSAPRB PUBLIC STORAG 9.20%B NONE 2,842 1,433 PSAPRD PUBLIC STORAG 9.50%D 2,562 39 767 PSAPRE PUBLIC STORAGE 10%-E 11,392 3,120 1,900 PSAPRC PUBLIC STORAGE A/R-C 6,327 1,091 2,011 PSAPRK PUBLIC STORAGE D/S K 4,200 NONE 4,944 PSAPRL PUBLIC STORAGE D/S L 26 6,850 4,806 PSAPRJ PUBLIC STORAGE D/S-J 8,200 9,600 6,350 PSA PUBLIC STORAGE INC 514,287 505,478R 171,933 PSAPRQ PUBLIC STORAGE, INC SR-Q. 5,300 2,500 17,617 PEG PUBLIC SVC ENTER GRP 1,828,985 2,630,204R 836,872 PSD PUDGET ENERGY, INC. 2,326,413 1,578,569R 241,522 PTZ PULITZER INC 139,390 161,408R 22,322 PHM PULTE CORP 931,989 764,662R 298,933 PRS PURE RESOURCES,INC 36,455 41,491R 29,328 PCV PUTNAM CV OPP + INCM 5 2,122 5,133 PCF PUTNAM HI INCM CONV 4,274 19,700R 20,844 PMG PUTNAM INV GRADE II 11,104 8,306 11,933 PGM PUTNAM INVEST GRADE 32,679 27,427 22,006 PMM PUTNAM MANAGED MUN 172,798 179,582R 44,428 PMT PUTNAM MASTER INCOME 19,600 7,811R 85,539 PIM PUTNAM MASTER INTERM 82,737 138,775R 138,939 PTM PUTNAM MNGD HI YLD 56,906 68,400R 11,017 PMO PUTNAM MUNI OPP TRST 67,400 68,054 21,828 PPT PUTNAM PREMIER INCME 29,749 57,824R 193,322 PMH PUTNAM TAX-FREE HLTH 5,250 25,100R 17,844 PWJPRB PWG CAPITAL TRUST II NONE 3,000 8,028 PXT PXRE GROUP LTD 19,274 24,574 25,144 KWR QUAKER CHEMICAL CORP 11,786 3,963 7,511 OAT QUAKER OATS CO 2,332,515 2,538,179R 653,383 NX QUANEX CORP 149,836 218,451R 41,561 PWR QUANTA SERVICES INC 5,079,382 4,612,048R 491,833 DSS QUANTUM DLT & STORAGE 981,325 1,001,823R 741,078 HDD QUANTUM HARDDISK DRIVE 526,831 592,676R 364,272 IQW QUEBECOR WORLD INC. 1,386,853 1,290,966 13,567 DGX QUEST DIAGNOSTICS 598,111 572,271R 334,739 STR QUESTAR CORP 269,810 165,758R 220,583 ZQK QUICKSILVER INC 848,660 708,911R 307,689 LQU QUILMES INDUSTL-ADSS 2,121 4,281 41,044 LQ QUINENCO SA (ADSS) 3,001,300 3,001,300 20,778 Q QWEST COMM INT'L INC 20,635,067 20,089,134R 5,469,989 RGB R.G. BARRY CORP 3,053 7,475R 10,878 RHD R.H. DONNELLEY CORP 316,150 180,315R 174,989 RDN RADIAN GROUP INC 511,911 1,561,388R 425,961 RSH RADIOSHACK CORP 2,881,274 2,848,913R 2,383,278 RAH RALCORP HOLDGS 488,618 337,163R 50,356 RAL RALSTON-RALSTON PUR 2,193,774 1,976,802R 1,251,294 RRC RANGE RESOURCES CORP 560,567 474,884 320,017 RJF RAYMOND JAMES FINL 583,807 709,042R 176,356 RYN RAYONIER INC 315,298 446,619R 112,117 ROV RAYOVAC CORPORATION 1,157,370 1,149,102 99,078 RTNA RAYTHEON CO CL A 487,351 817,905R 549,539 RTNB RAYTHEON CO CL B 7,493,388 6,444,932R 1,236,356 RCS RCM STRAT GLOBAL GVT 21,671 28,809 63,844 RDO RDO EQUIPMENT CO NONE 5,010 5,900 RDA READER'S DIGEST "A" 2,374,883 4,930,074R 445,494 RDB READER'S DIGEST "B" 6,000 19,600 13,294 O REALTY INCOME CORP 271,583 245,655 34,072 RA RECKSON ASSOC REALTY 5,442,500 5,260,667R 193,483 RWT REDWOOD TRUST INC 40,767 24,753R 19,000 RBK REEBOK INTL LTD 3,825,424 3,605,740R 1,241,028 RUK REED INTL PLC (ADS) 181,858 337,301 7,244 REG REGENCY CENTERS CORP 476,087 60,179 55,150 RFPR REGIONS FIN TST I 16,100 NONE 128,875 RHB REHABCARE GROUP, INC 481,832 379,728R 128,772 RGA REINSURANCE GRP AMER 477,272 279,097R 154,833 RS RELIANCE STEEL+ALUM 108,663 77,687R 36,489 REI RELIANT ENERGY INC. 1,683,167 1,938,468R 1,065,544 RNR RENAISSANCERE HLDGS 136,781 210,074R 182,039 RWY RENT-WAY INC 1,453,622 852,167R 178,744 REPPRA REPSOL INTL CAP LTD NONE 14,568 68,539 REP REPSOL, S.A. (ADR) 921,241 1,475,214R 210,206 RSG REPUBLIC SERVICES 3,345,120 1,518,210R 832,556 RMD RESMED INC 4,963,540 4,553,661R 147,383 RZT RESORTQUEST INTL 20,241 NONE 65,456 REV REVLON INC 3,239,332 3,377,398R 79,356 RSC REX STORES CORP 311,773 306,916 17,094 REY REYNLDS&REYNLDS "A" 315,917 304,755R 188,933 RFS RFS HOTEL INVESTORS 55,351 67,047R 38,322 RIT RGHTCHOICE MANG CARE 35,411 22,941 27,850 RGS RGS ENERGY GROUP INC 2,743,839 1,788,709R 251,650 RHA RHODIA 23,546 10,593 8,867 RPOPRA RHONE-POULNC OVRSEAS NONE 3,203 10,233 RTP RIO TINTO PLC ADS 57,239 55,840 28,039 RBA RITCHIE BROS AUCTION 33,301 32,901 20,411 RAD RITE AID CORP 42,019,556 36,730,612R 5,431,344 RJR RJR TOBACCO HLDG INC 799,604 964,620R 412,528 RLI RLI CORP (IL) 145,792 141,997 7,117 RBN ROBBINS & MYERS INC 592,169 617,304R 14,522 RHI ROBERT HALF INT'L 3,248,374 2,163,814R 597,728 ROC ROC TAIWAN FUND 87,000 3,400R 73,017 RKT ROCK-TENN COMPANY 60,386 60,586R 15,211 ROK ROCKWELL INTL 1,283,006 1,420,925R 568,139 RG ROGERS COMMUNICATION 955,300 1,058,668R 106,983 ROG ROGERS CORP. 159,788 40,532R 44,833 RCN ROGERS WIRELESS COMM 45,620 65,244R 32,889 ROH ROHM AND HAAS CO 3,847,877 2,856,353R 822,922 ROL ROLLINS INC 307,402 306,442 16,694 ROP ROPER INDUSTRIES INC 394,484 512,862R 132,178 ROS ROSTELECOM OPEN CO 95,419 77,713R 102,350 ROU ROUGE INDUSTS (HLDG) 509 3,844R 11,267 RSEPRZ ROUSE CAPTL (QUIPS) 9,660 1,700 11,950 RSE ROUSE COMPANY 1,649,234 1,629,467R 169,961 RSEPRB ROUSE COMPANY-SER B 10,000 10,425R 36,322 RDC ROWAN COMPANIES 2,611,188 1,610,981R 1,265,533 ROW ROWE FURNITURE CORP 6,300 101 10,328 RAM ROYAL APPLIANCE MFG 148,691 147,477 3,244 RY ROYAL BANK OF CANADA 6,319,993 5,419,831R 191,950 RBSPRD ROYAL BNK SCOT-ADS D 5,800 NONE 3,622 RBSPRE ROYAL BNK SCOT-ADS E 14,053 NONE 25,278 RBSPRG ROYAL BNK SCOT-ADS G 8,000 7,200 20,422 RCL ROYAL CARIBBEAN 5,810,747 8,205,613R 1,006,156 RD ROYAL DTCH PTRL-1.25 6,313,240 6,972,497R 2,333,678 RYG ROYAL GROUP TECH LTD 527,887 538,502 7,250 KPN ROYAL PTT NEDERLAND 103,623 73,032R 95,072 RVTPR ROYCE VALU TRT 7.80% 3,386 11,029 4,372 RVT ROYCE VALUE TRUST 7,773 71,708R 56,489 RES RPC INC 5,558 4,084 8,911 RPM RPM INC 495,284 581,514 276,317 RTI RTI INT'L METALS INC 145,081 141,360R 58,433 RI RUBY TUESDAY (GA) 624,471 530,684R 252,261 RDK RUDDICK CORP 295,339 239,355 72,033 RUS RUSS BERRIE & CO INC 52,208 35,288R 30,344 RML RUSSELL CORP 338,308 298,881R 88,294 R RYDER SYSTEM INC 1,786,760 1,079,424R 354,700 RT RYERSON TULL,INC(NEW 416,962 451,855 91,044 RBSPRH RYL BNK OF SCTLD ADS H 50 10,500 29,461 RYL RYLAND GROUP INC 130,704 183,640R 205,339 XSB S&P 500 EQUITY LINK 37,285 35,185 583 PEF S&P PROTCTD EQUTY FD 20,503 25,891 18,822 SBR SABINE ROYALTY TRUST 8,919 13,677R 18,567 TSG SABRE GROUP HOLDINGS 3,305,614 3,705,355R 700,022 SFE SAFEGUARD SCIENTIFIC 4,242,894 4,715,128R 756,939 SWY SAFEWAY INC 7,559,061 6,377,817R 1,785,083 SKS SAKS INCORPORATED 1,965,772 1,669,120R 287,522 HIX SALMN BROS HI INC II 216,473 236,133R 135,594 SBG SALOMON BROS 2008 WW 27,674 32,079 51,828 SBF SALOMON BROS FUND 230,817 241,237R 56,344 HIF SALOMON BROS HI INCM 149,011 137,395R 6,517 SBW SALOMON BROS WLDWDE 33,086 35,989R 23,461 SFP SALTON INC 4,541,608 4,756,374R 122,378 SJT SAN JUAN BASIN ROYAL 19,932 20,738R 96,761 IMI SANPAOLO IMI S.P.A. 31,985 36,575 41,044 SDC SANTA FE INTL CORP 1,280,384 1,251,082R 557,800 SFF SANTA FE TRUST-SPERS 2,581 7,409R 18,861 SBP SANTANDER BANCORP 23,275 20,177 16,800 SAP SAP AKTIENGESELLSCHA 4,803,857 4,628,784R 777,806 SPP SAPPI LTD ADS 55,300 284,931 224,617 SLE SARA LEE CORPORATION 4,912,370 5,317,727R 1,952,150 SHS SAUER INC 28,697 12,614R 27,906 BFS SAUL CENTERS INC 14,318 7,422R 26,328 SBC SBC COMMUNICATIONS 7,887,023 6,613,704R 6,633,833 SCG SCANA CORPORATION 1,655,013 1,422,404R 173,822 KMM SCDR MULTI-MKT INC T 113,210 104,980R 31,844 SACPRT SCE&G TRUST I SER A 9,465 5,600 5,978 SGK SCHAWK INC 20,117 10,117R 6,128 SGP SCHERING-PLOUGH CORP 8,520,050 9,265,680R 11,176,233 SLB SCHLUMBERGER LTD 13,551,037 11,296,067R 6,278,056 SHR SCHRNG AKTINGSLSCHFT 16,111 84,067R 5,322 SCH SCHWAB (CHARLES) 18,055,165 16,161,872R 6,626,278 SWM SCHWEITZER-MAUDUIT 19,464 19,099 9,817 SCI SCI SYSTEMS INC 3,781,619 3,219,649R 1,644,456 SFA SCIENTIFIC ATLANTA 4,252,540 3,522,102R 2,376,939 SPI SCOTTISH POWER PLC 405,932 448,525R 99,644 SKP SCPIE HOLDINGS INC 27,428 28,495 13,517 LBF SCUD GLOB HI INC FND 388 18,699R 14,256 KGT SCUDDER INTERM GOV T 48,786 8,100 59,533 KTF SCUDDER MUNI INCM TR 10,923 12,800 31,094 SAF SCUDDER NEW ASIA 3,000 9,100 16,217 KST SCUDR STRTG INC TRST 47,514 21,101 7,172 KSM SCUDR STRTG MUNI INC 40,300 54,495 9,211 SCRA SEA CONTAINERS "A" 371,652 258,663R 41,239 CKH SEACOR SMIT INC 698,170 1,541,519 115,967 SEE SEALED AIR CORP 7,677,904 7,595,402R 1,045,206 SEEPRA SEALED AIR PFD A 60,127 67,631R 400,922 SRH SEARS RBK ACPT 6.95% NONE 3,400 20,994 SRF SEARS ROEBK ACCPT CP 7% 31,371 29,465 23,361 S SEARS ROEBUCK & CO 6,545,847 3,543,258R 1,848,889 SCZ SEC CPTL GRP INC "B" 935,760 2,644,139R 220,717 SEI SEITEL, INC. 1,432,110 1,313,794R 282,461 SQF SELIGMAN QUALITY MUN 20,521 21,300 5,139 SEL SELIGMAN SELECT MUNI 10,700 12,005 9,978 SEN SEMCO ENERGY,INC. 279,120 291,697 24,394 SREPRA SEMP ENGY CAP TRST I NONE 15,682 21,667 SRE SEMPRA ENERGY 2,113,624 3,923,547R 592,383 SNH SENIOR HOU PROP TST 48,230 1,875 24,800 SXT SENSIENT TECH CORP. 598,280 617,301 201,839 SRM SENSORMATIC ELEC 8,186,269 7,963,369R 525,889 SQAA SEQUA CORP CL A 219,203 213,208 7,528 SQAB SEQUA CORP CL B 7,086 5,247 144 SRA SERONO SA ADS 151,205 342,569R 210,433 SRV SERVICE CORP INTL 2,124,965 2,340,263R 752,539 SVM SERVICEMASTER CO. 2,626,427 2,645,027 260,083 SGG SGL CARBON AG (ADS) 5,202 4,702 1,117 SHI SHANGHI PETROCHEM CO 56,440 58,848R 22,678 SJR SHAW COMMUNICATIONS 219,736 492,501 83,906 SGR SHAW GROUP INC 2,371,815 2,016,402R 403,033 SC SHELL T+T CO NY SHS 1,996,277 999,216R 290,228 SHW SHERWIN-WILLIAMS CO 969,427 1,165,779R 631,694 SKO SHOPKO STORES INC 1,474,854 1,578,813R 163,744 SHUPRB SHURGARD STOR 8.80%B NONE 2,100 1,989 SHU SHURGARD STORAGE CTR 137,978 74,907R 38,894 SI SIEMENS AKTIENGESELL 129,495 NONE 417,400 SIE SIERRA HEALTH SVCS 342,407 310,047R 119,878 SRP SIERRA PACI RES 863,075 387,392R 290,528 SGI SILICON GRAPHICS 3,090,999 3,196,734R 1,215,456 SVR SILVERLEAF RESORTS 6,067 24,100 67,406 SLT SILVERLINE TECH LMT 1,098,864 993,495R 145,483 SLTPR SILVERLINE TECH LTD 226,679 Not Listed 31,700 SPG SIMON PROPERTY GRP 1,766,390 2,041,380R 227,872 SSD SIMPSON MANUF CO INC 25,655 33,845 20,639 SGF SINGAPORE FUND 16,086 17,000R 10,561 SWW SITEL CORPORATION 171,808 118,585R 108,467 PKSPRB SIX FLAGS INC 99,101 172,901 93,417 PKSPRA SIX FLAGS INC. 189,751 238,551R 28,883 PKS SIX FLAGS INC. 9,528,548 8,656,459R 583,044 SIZ SIZELER PROPERTY INV 47,297 48,718 11,422 SKM SK TELECOM CO (ADSS) 782,282 618,185R 907,022 SKX SKECHERS U.S.A. INC 1,155,443 318,455R 537,911 SKY SKYLINE CORP 29,581 42,755 8,522 SLG SL GREEN REALTY CORP 2,998,545 2,764,821R 75,033 SL SL INDUSTRIES INC 300 2,361 11,056 SLI SLI INC 397,569 377,317 87,161 SMF SMART & FINAL INC 33,202 25,572R 14,494 SMVA SMEDVIG ASA-CL A ADS NONE 5,620 2,656 SNN SMITH & NEPHEW ADS 20,252 16,800 3,978 SRW SMITH (CHAS.E) RESID 243,035 255,325R 101,617 SII SMITH INTL INC 2,438,639 1,711,790R 887,917 SFD SMITHFIELD FOODS INC 954,292 689,079R 292,450 SNA SNAP-ON TOOLS CORP 350,771 677,583R 189,483 SQM SOCIEDAD QUIM Y M CHILE 19,900 29,353R 17,506 SDH SODEXHO MARRIOTT SVC 130,937 180,035R 370,267 SOL SOLA INTERNATIONAL 142,932 74,055R 220,022 SLR SOLECTRON CORP (DEL) 33,127,827 34,218,787R 6,219,006 SOI SOLUTIA INC 2,137,334 1,415,053R 347,367 SAH SONIC AUTOMOTIVE INC 659,547 506,311R 65,444 SON SONOCO PRODUCTS CO 617,666 634,136R 124,706 SNE SONY CORP (ADS) 1,766,578 1,479,046R 317,633 BID SOTHEBY'S HLDGS CL A 1,000,138 931,916R 72,856 SOR SOURCE CAPITAL, INC 45,963 41,200R 6,317 SJI SOUTH JERSEY IND INC 22,794 25,645 12,722 SO SOUTHERN CO 8,926,281 8,580,436R 1,676,050 SOPRB SOUTHERN CO CAP IV 17,402 16,912 16,822 PCU SOUTHERN PERU COPPER 22,747 19,278 32,022 SUG SOUTHERN UNION CO 881,392 726,296R 44,633 DSW SOUTHWEST 6 7/8% DEB 4,278 13,459 11,256 LUV S SOUTHWEST AIRLINES 5,099,667 5,570,495R 3,106,478 SWX SOUTHWEST GAS CORP 239,018 260,872R 55,911 SWS SOUTHWEST SECURITIES 4,862,465 4,711,068R 154,378 SWN SOUTHWESTERN ENERGY 12,877 4,992R 74,878 SSS SOVRAN SELF STORAGE 57,985 12,404 29,878 SNF SPAIN FUND, INC. 72,376 74,399 11,039 SEH SPARTECH CORPORATION 380,375 320,949 33,422 SP SPECIALTY LABS, INC 88,561 102,816R 55,444 TRK SPEEDWAY MOTORSPORTS 1,425,195 1,459,895 116,767 SFN SPHERION CORPORATION 1,136,713 1,044,066R 320,494 SPKPRC SPIEKER 2,820 5,120 7,328 SPKPRE SPIEKER PROP 8%SER E 3,800 1,000 2,522 SPK SPIEKER PROPERTIES 375,295 987,135R 620,011 SKE SPINNAKER EXPLOR CO 270,146 157,335R 209,961 TSA SPORTS AUTHORITY 19,736 23,322R 78,844 SMI SPRINGS IND (CL A) 538,544 852,319R 214,972 FON SPRINT CORP 12,924,416 8,230,055R 4,227,300 PCS SPRINT CORP(PCS GRP) 80,488,936 80,248,647R 5,573,206 ST SPS TECHNOLOGIES 53,873 41,795 16,806 SPW SPX CORPORATION 3,181,626 1,155,245R 538,856 ARK SR HI INCM PORTFOLIO 79,027 71,102R 66,767 JOE ST. JOE CORP. 162,548 157,262R 117,267 STJ ST. JUDE MEDICAL 1,516,060 2,319,032R 640,611 SPC ST. PAUL COMPANIES 2,073,527 2,016,981R 801,567 STW STANDARD COMM CORP 11,199 24,421R 111,417 SMP STANDARD MOTOR PROD 603,804 629,244 6,800 SPF STANDARD PACIFIC 865,770 1,136,831R 291,156 SR STANDARD REGISTER CO 62,227 94,934R 18,883 SXI STANDEX INTL CORP 16,483 27,963 14,350 SWK STANLEY WORKS 1,615,222 1,524,074R 386,544 SGU STAR GAS PARTNERS LP 16,464 46,130R 61,139 SGH STAR GAS PTNRS LP SR SB 3,500 10,494 5,544 SCX STARRET (LS) CO CL A 5,769 6,034 589 SRT STARTEK INC 541,401 630,252R 43,633 HOT STARWOOD LODGING 3,152,664 3,920,897R 1,610,822 STT STATE STREET CORP 2,640,376 2,013,838R 1,159,311 SIB STATEN IS BANCORP 173,313 130,954R 96,606 STN STATION CASINOS INC 5,925,123 5,815,906 146,578 SCS STEELCASE INC 132,805 77,621 92,906 SJH STELMAR SHIPPING LTD 33,029 NONE 643,975 SCL STEPAN COMPANY 7,982 2,416 4,789 STE STERIS CORPORATION 453,724 633,181R 240,706 STL STERLING BANCORP 17,759 14,646 9,850 STC STEWART INFO SVCS 41,461 49,712R 18,222 SOA STHRN AFRICA FUND 9,700 NONE 5,922 SOPRC STHRN CO CAPT TRST V NONE 2,200 13,050 SOPRA STHRN CO CPTL TR III NONE 6,868 8,467 SV STILWELL FINANL INC 2,301,142 2,614,622R 1,827,222 STM STMICROELECTRONICS 11,459,839 10,824,520R 2,031,206 SFG STNCRP FINAN GRP INC 38,327 47,391R 116,556 SGY STONE ENERGY CORP 420,069 664,263R 136,428 SRI STONERIDGE INC 11,555 6,206 21,450 SEO STORA ENSO OYJ 90,810 39,891R 166,711 STK STORAGE TECH 1,894,594 2,282,317R 524,483 SUS STORAGE USA INC 154,237 106,816 53,767 SRR STRIDE RITE CORP 266,040 318,970R 103,644 KTX STRUCTUD PROD CORTS 19,685 21,423 3,200 KTJ STRUCTURED PROD 2,430 NONE 3,244 KTE STRUCTURED PROD 8% 5,200 707 3,939 KTV STRUCTURED PROD 8.20% 2,367 NONE 7,088 KTN STRUCTURED PROD CORP 5,682 2,622 6,822 SYK STRYKER CORPORATION 4,385,607 3,137,889R 701,028 STU STUDENT LOAN CORP 137,602 9,732R 25,844 RGR STURM RUGER & CO 30,002 20,240R 29,761 SPH SUBURBAN PROPANE LP 23,084 30,931 51,589 KHI SUDDER HIGH INCM TRS 703,386 711,093R 37,422 SZA SUIZA FOODS CORP. 4,410,743 3,718,464R 269,494 SM SULZER MEDICA LTD 154,190 136,110R 3,394 SMT SUMMIT PROPERTIES 652,411 686,548 82,822 SUI SUN COMMUNITIES 185,394 130,698 40,594 SIH SUN INTL HOTELS LTD 66,503 76,193R 19,256 SLC SUN LIF FIN SER CA 301,569 434,889R 226,994 SU SUNCOR ENERGY INC 270,558 103,806R 67,111 SUPRA SUNCOR ENRGY 9.125% 20,823 30,606 6,422 SDS SUNGARD DATA SYSTEMS 6,202,633 4,907,028R 1,155,028 SUN SUNOCO, INC. 1,294,454 1,159,641R 562,456 SDPPR SUNSOURCE CAP TRST 1,713 4,464R 6,200 SDP SUNSOURCE INC NONE 9,052 3,517 STI SUNTRUST BANKS INC 3,866,990 3,744,927R 1,026,383 SUP SUPERIOR INDUST INTL 244,963 298,001R 91,967 SUT SUPERIOR TELECOM INC 1,076,040 1,303,809R 41,944 SUTPRA SUPERIOR TRUST I 34,148 34,148 31,806 UNR SUPERMERCADOS UNIMRC 6,000 4,000 2,044 SVU SUPERVALU INC 325,911 470,193R 575,933 SFY SWIFT ENERGY CO 391,608 339,975R 118,900 SWZ SWISS HELVETIA FUND 2,600 NONE 47,872 SCM SWISSCOM AG 90,304 132,995R 14,950 SYD SYBRON DENTAL SPEC 172,329 251,084R 86,500 SBL SYMBOL TECHNOLOGIES 8,683,407 7,700,820R 1,363,344 SYM SYMS CORP 9,352 4,452 24,622 SYT SYNGENTA AG 1,224,025 1,298,665R 90,139 SNV SYNOVUS FINANCIAL 3,078,503 3,442,578R 396,833 SYY SYSCO CORP 7,411,480 8,903,549R 1,437,022 SYX SYSTEMAX INC. 4,260 1,624 35,833 TWN TAIWAN FUND, INC. 202,250 548,350R 39,072 TLB TALBOTS INC 2,953,178 2,258,947R 471,700 TLMPRB TALISMAN ENERGY 8.90% 200 5,403 14,489 TLM TALISMAN ENERGY INC 431,275 413,399 145,022 TAC TANDYCRAFTS INC NONE 6,523 17,628 SKT TANGER FACTORY 344,786 343,829R 20,133 SKTPRA TANGER FACTORY-D/S A NONE 2,232 544 TGT TARGET CORPORATION 8,497,280 7,952,064R 5,022,000 TBC TASTY BAKING CO 18,301 18,311R 25,167 TCOPRA TAUBMAN CENTER 8.30% 1,590 10,225 15,350 TCO TAUBMAN CENTERS, INC 492,239 88,681R 226,828 TCB TCF FINANCIAL CORP 647,049 753,712R 310,944 TFIPRA TCI COMMUN FIN II 747 2,807 9,444 TFIPR TCI COMMUN FIN-TOPRS 900 4,909 11,028 CVT TCW CONVERTIBLE SEC 268,200 260,600R 70,578 TRM TCW/DW TERM TR 2002 7,058 7,432R 102,967 TMT TCW/DW TERM TR 2003 159,085 154,309R 153,617 TWE TD WATERHOUSE GROUP 1,325,643 877,449R 229,472 TNL TECHNITROL INC 363,163 418,794R 336,628 TE TECO ENERGY 2,634,591 4,415,020R 631,528 TK TEEKAY SHIPPING CORP 631,930 463,536R 211,206 TFR TEFRON LTD 9,501 15,408 26,378 TRC TEJON RANCH CO. 111,583 100,274R 20,506 TEK TEKTRONIX, INC 1,378,035 870,864R 1,130,983 TRO TEL CEN OEST CEL PAR 534,680 173,258R 253,639 TAR TEL DE ARGENTINA-ADS 853,855 975,401R 20,217 TMX TEL DE MEXICO (ADS) 20,442,422 27,060,165R 2,507,333 VNT TEL VENEZUELA CANTV 251,358 146,378R 148,017 TSU TELE CEL SUL PART SA 103,542 105,482R 79,978 TLD TELE DANMARK (ADS) 36,418 78,368 39,783 TBE TELE LESTE CEL PART 39,135 30,457R 16,733 TND TELE NORDEST CEL PAR 60,729 79,888R 23,050 TCN TELE NORTE CEL PART 55,053 46,275R 7,617 TNE TELE NORTE LESTE PAR 2,425,781 2,608,893R 1,105,078 TSD TELE SUDESTE CEL PAR 80,489 81,089 8,689 TBH TELEBRAS 2,570,325 2,827,703R 595,872 TEO TELECOM ARGENTINA ST 4,272,270 4,203,015R 580,506 NZT TELECOM CORP NZ-ADSS 4,242,779 4,244,264R 46,672 TI TELECOM ITALIA (ORD) 72,099 86,214R 21,133 TSP TELECOMMUNIC S PAU 264,550 104,410 26,106 TKA TELEDOM AUSTRIA AG 95,700 83,350 24,039 TDY TELEDYNE TECHNOLOGIES 209,992 199,785R 247,078 TFX TELEFLEX INCORP 149,983 135,149R 99,483 TEM TELEFONICA MOVILES 20,400 3,500 1,683 TEF TELEFONICA SA (ADSS) 3,014,765 2,367,363R 643,172 TMB TELEMIG CEL PART SA 154,974 91,801R 48,711 TCP TELESP CELULAR PART 2,089,558 2,060,961R 547,967 TL TELEX-CHILE S.A. 8,000 8,000 2,328 TLS TELSTRA CORP LIMITED 1,564 6,019 9,817 TU TELUS CORPORATION 37,040 64,330R 20,672 TEA TEMPL EMER MKTS APPR 100 12,034R 3,972 EMF TEMPL EMER MKTS FUND 54,756 NONE 37,089 TEI TEMPL EMER MKTS INCM 25,585 34,903R 74,950 TIN TEMPLE INLAND INC 429,644 472,423R 355,189 TDF TEMPLETON DRAGON FND 17,399 21,886 68,539 TGG TEMPLETON GLOBAL GOV 29,679 36,177R 46,839 GIM TEMPLETON GLOBAL INC 109,352 164,613R 174,656 TRF TEMPLETON RUSSIA FND 14,000 14,700R 21,756 THC TENET HEALTHCARE 4,736,835 5,566,539R 1,897,667 TVB TENN VAL 7.5%QUIDS-A 32,154 32,545 47,500 TVE TENN VALLY AUTHORITY 92,207 5,150 203,150 TEN TENNECO AUTO INC 303,413 200,948R 88,294 TPP TEPPCO PARTNERS U'S 46,325 62,381R 65,283 TER TERADYNE, INC 5,460,640 5,219,841R 3,027,778 TEX TEREX CORP 1,134,394 1,063,720 165,967 TRA TERRA INDUSTRIES INC 15,404 11,044 76,011 TSOPRA TESORO PETE DP PIES 27,200 26,300R 30,578 TSO TESORO PETROLEUM 3,547,793 3,414,089R 196,478 TTI TETRA TECHNLGIES INC 88,887 86,355 100,161 TXCPRB TEXACO CAPTL A/R B 2,845 19,219 11,222 TX TEXACO INC 6,815,154 6,504,945R 2,029,928 TXI TEXAS IND INC 1,465,187 1,443,456R 153,456 TXN TEXAS INSTRUMENTS 18,480,685 12,169,944R 13,624,422 TXTPRT TEXTRON CPTL I-7.92% 952 12,988 18,428 TXT TEXTRON INC 2,852,392 1,400,340R 750,944 TTF THAI FUND, INC. 57,698 57,695R 24,511 SMG THE SCOTTS COMPANY 601,253 452,922R 69,461 SNS THE STEAK N SHAKE CO 100,988 50,952 58,844 TGX THERAGENICS CORP 169,786 104,491R 111,167 TMO THERMO ELECTRON CORP 1,952,822 2,385,195R 923,817 TNB THOMAS & BETTS-TENN 2,485,534 2,108,008R 307,783 TII THOMAS IND INC 10,037 13,359 20,811 TNM THOMAS NELSON (COM) 11,328 10,394R 12,183 TMS THOMSON MULTIMEDIA 3,100 45,755R 18,078 THO THOR IND,INC. 104,608 98,279 7,294 TMAPRA THORNBURG MTG-9.68%A 8 4,981 3,639 TMA THORNBURG MTGE ASSET 6,215 4,186R 44,917 TFS THREE-FIVE SYSTEMS 1,181,234 1,046,402R 198,300 TSM TI SEMI MAN CO LTD 4,347,713 3,879,399R 1,631,344 TDW TIDEWATER INC 1,939,050 1,774,734R 863,806 TIF TIFFANY & CO. 4,977,197 3,378,645R 1,001,567 TBL TIMBERLAND CO (CL A) 555,152 571,984R 305,483 TKR TIMKEN CO 217,818 227,068R 138,822 TTN TITAN CORP 5,400,396 4,638,293R 513,789 TWI TITAN INTERNATIONAL 155,473 144,040R 10,511 TIE TITANIUM METALS CORP 1,948,318 1,882,255R 52,978 TJX TJX COMPANIES INC. 7,064,699 5,414,030R 1,460,206 TVC TN VAL PB SER D 2028 2,096 15,674 59,550 TP TNT POST GROUP N.V. 146,700 24,296 12,289 TOD TODD SHIPYARDS CORP 89,939 87,682R 2,806 TOL TOLL BROTHERS 1,193,331 758,689R 300,144 TKS TOMKINS PLC (ADS) 7,293 9,690R 16,872 TOM TOMMY HILFIGER CORP 526,908 1,451,177R 620,544 TOO TOO INC 272,617 302,541R 300,389 TR TOOTSIE ROLL INDUST 1,169,967 1,376,498R 92,289 TRU TORCH ENERGY ROYALTY 15,169 3,359R 110,244 TMK TORCHMARK CORP 1,082,965 858,799R 513,944 TTC TORO CO. 143,847 100,001R 117,833 TD TORONTO-DOMINION BK 1,941,184 1,919,111R 101,256 TOS TOSCO CORP 1,093,372 1,966,031R 1,916,222 TOT TOTAL (ADR-B SHR) 4,516,205 5,447,059R 402,606 TSS TOTAL SYSTEM SVCS 1,223,496 1,446,889R 41,283 TWR TOWER AUTOMOTIVE INC 4,425,137 4,617,106R 167,161 TCT TOWN & COUNTRY TRUST 261,826 131,169 38,917 TM TOYOTA MOTOR CORP 146,104 110,682R 19,900 TOY TOYS "R" US INC-HLDG 3,880,298 4,953,353R 1,323,111 TCC TRAMMELL CROW CO 145,051 46,863 43,511 TMMA TRANS MAR MEX-ADS"A" 95,030 13,510 56,517 TMM TRANS MAR MEX-ADS"L" 624,172 507,200R 37,767 TCI TRANS RLTY INVESTORS NONE 3,400 1,822 TAI TRANSAMER INCME SHS 27,209 34,025R 5,067 TRH TRANSATLANTIC HLDGS 333,711 309,586 9,939 TRPPR TRANSCAN/PIPELINES L 28,100 38,518 32,333 TRP TRANSCANADA PIPELINE 516,656 393,722R 88,778 TMN TRANSMEDIA NETWORK 132,295 126,795 26,444 RIG TRANSOCN SEDCO FOREX 14,470,889 15,089,194R 2,854,867 TGS TRANSPORTA GAS SUR 7,101 9,291 40,156 TPR TRANSPRO, INC. 1,021 3,456 2,883 TAPPRA TRAVELERS P&C CPTL I 8 6,112 27,811 TRR TRC CO'S INC 17,450 13,816R 68,739 TG TREDEGAR INDUST INC 274,770 237,105R 41,650 TWK TRENWICK GROUP LTD. 468,078 526,240 141,689 TWP TREX COMPANY,INC. 785,833 838,295R 46,794 TRY TRIARC CO'S, CL A 580,120 567,101 61,217 TRB TRIBUNE CO 7,593,262 6,851,563R 976,767 TRD TRIBUNE COMPANY 23,462 4,020 12,828 TXA TRIBUNE EXEC SB 206,467 245,554 79,117 YUM TRICON GLOBAL RESTAU 5,021,882 6,003,658R 940,300 TY TRI-CONTINENTAL CORP 796,450 795,020R 89,400 TYPR TRI-CONTL $2.50 PFD NONE 4,337 367 TGH TRIGON HEALTHCARE 969,485 555,811R 349,322 TRN TRINITY IND 616,157 881,800 168,050 OIL TRITON ENE LTD (CAY) 378,962 369,456R 493,000 TGI TRIUMPH GROUP INC 93,692 75,053R 20,561 TZH TRIZEC HAHN CORP 317,686 703,899R 484,661 TNO TRUE NORTH COMM 1,213,219 1,199,626R 351,839 DJT TRUMP HOTELS&CASINO 1,115,583 1,112,791R 46,572 TRW TRW INC 2,711,329 1,510,205R 586,011 TA TUCKER ANTHONY SUTRO 151,226 100,470 50,878 TUP TUPPERWARE CORP 861,747 526,632R 212,217 TKC TURKCLL ILTSM HIZMT 749,484 172,427R 631,867 TKF TURKISH INVEST FUND 7,701 21R 113,156 TZA TV AZTECA SA DE CV 95,260 235,035 282,433 TVX TVX GOLD INC 5,397 NONE 204,817 TXIPRS TXI CAPITAL TRUST I 8,700 15,009 32,200 TXUPRB TXU CAP II 8.70% PFD 19,675 18,195 9,433 TXUPRA TXU CAPITAL I 1,900 22,953 20,444 TXUPRG TXU CORP GROWTH PRIDES 7,839 3,539 283 TXUPRI TXU CORP INCOME PRIDES 119,200 125,696 7,572 TXU TXU CORP. 4,527,765 4,688,604R 980,744 TUEPRM TXU ELECTRIC CAP I 800 3,100 16,044 TYC TYCO INTL LTD 30,135,263 28,447,288R 8,987,556 TCM TYCOM LTD. 2,816,510 1,463,552R 1,256,028 TYL TYLER TECHNOLOGIES 39 3,439R 45,017 TSN TYSON FOODS INC 12,855,052 10,599,969R 772,228 AGA U.S. AGGREGATES INC 43,194 43,427 14,206 USB U.S. BANCORP 16,129,754 7,482,871 4,034,489 USI U.S. INDUSTRIES INC 913,149 907,080 499,094 UBH U.S.B. HLDG CO.,INC. 123,679 122,565 3,567 UAL UAL CORPORATION 2,259,096 1,898,665R 368,417 UBS UBS AG 402,159 425,649R 98,256 UCR UCAR INTERNATIONAL 1,124,699 896,990R 139,839 UDSPRA UDS CAPITAL I 8.32% 8,300 15,100 8,756 UGI UGI CORP (HLDG CO) 685,038 651,293R 142,072 UCI UICI 432,563 350,021R 113,994 UIL UIL HOLDINGS CORP 39,501 38,867R 25,794 UDS ULTRAMAR DIAMOND SHM 7,766,557 10,819,155R 891,972 UGP ULTRAPAR PARTICPACOS 43,700 41,600 18,856 UBB UNIBANCO-UNIAO BANCO 317,644 356,437R 311,567 UFI UNIFI, INC. 619,323 367,956R 122,600 UNF UNIFIRST CORP 1,709 16,776 10,044 UGS UNIGRAPHICS SOLUTION 27,372 36,452 11,583 UN UNILEVER N.V.(ORD) 1,689,632 1,328,733R 740,789 UL UNILEVER PLC 662,633 559,607R 107,261 UNP UNION PACIFIC CORP 3,336,007 2,415,950R 881,989 UPC UNION PLANTERS CORP 2,207,927 2,635,423R 355,178 UB UNIONBANCAL CORP 1,042,961 1,618,500R 248,056 UBT UNIONBANCL FIN TRSTI 5,375 5,316 17,822 UNS UNISOURCE ENRGY CORP 644,796 783,806R 92,067 UIS UNISYS CORP 5,506,509 6,160,386R 2,273,011 UNT UNIT CORP 143,103 118,647R 155,489 UAG UNITED AUTO GROUP 215,364 156,931 39,733 UDRPRA UNITED DOM RTY SER A 1,438 5,056 1,667 UDRPRB UNITED DOM RTY-8.60% 7,084 NONE 4,211 UDI UNITED DOMINION IND 563,830 245,350 450,717 UDR UNITED DOMINION RLTY 826,503 349,692R 305,456 UIC UNITED INDUST CORP 20,566 19,270R 30,817 UPS UNITED PARCEL SERV 7,450,717 6,231,298R 944,444 URI UNITED RENTALS INC 5,925,544 6,194,513R 341,594 UTX UNITED TECH CORP 5,175,430 2,779,438R 2,341,856 UU UNITED UTILITIES PLC 7,600 3,100 739 UWZ UNITED WISCONSIN SVCS 29,399 20,900 45,300 UNH UNITEDHEALTH GRP INC 9,107,185 7,984,888R 1,849,878 UHS UNIV HEALTH SVCS "B" 892,129 590,979R 316,467 UVV UNIVERSAL CORP(HLDG) 106,731 100,027R 109,811 UCO UNIVERSL COMP HLDGS 33,957 69,757 55,550 UVN UNIVISION COMM INC 17,661,951 19,618,567R 1,265,100 UNO UNO RESTAURANT CORP 5,600 1,870 13,506 UCL UNOCAL CORP 3,829,917 3,492,505R 1,245,056 UNA UNOVA INC 479,269 378,189 78,267 UMC UNTD MICROELCTN CORP 1,138,681 525,466R 1,440,989 UNM UNUMPROVIDENT CRP. 3,777,782 3,991,918R 1,201,439 UPM UPM-KYMMENE CORP 5,451 9,746R 31,572 URS URS CORP 507,890 413,092R 67,922 U US AIRWAYS GROUP INC 1,816,256 1,004,757R 281,372 USV US REST PROPS INC 107,773 104,038R 48,517 USVPRA US RESTURANT$1.93PFD 17,298 13,700 6,300 SLM USA EDUCATION INC 3,943,738 3,284,577R 1,208,822 SLMPRA USA EDUCATION INC PRA 5,210 5,210 13,033 USBPRA USB CAPITAL II-7.20% 5,000 12,700 16,472 USU USEC INC 55,711 36,077R 341,133 USG USG CORP 10,058,139 10,390,902R 408,028 UIF USLIFE INCOME FUND 10,370 23,532R 2,833 UST UST INC 6,682,180 4,204,460R 799,322 XPRA USX CORP 6.50% CUM 2,824 590 2,444 MRO USX-MARATHON GROUP 988,753 681,383R 1,362,383 X USX-U.S. STEEL GROUP 2,692,536 2,351,300R 815,500 UCU UTILICORP UNITED INC 4,654,317 4,375,650R 697,244 UCUPRW UTILICRP UNITED INC PEPS 121,500 165,544R 49,161 VPA V E & PW SER A 6.70% 1,700 8,625 6,850 MTN VAIL RESORTS INC 443,172 446,031R 10,217 VCI VALASSIS COMMUNICTNS 1,014,800 1,245,209R 224,861 VLO VALERO ENERGY 2,619,107 2,562,242R 660,106 VLOPRU VALERO ENERGY 7.75% 347 6,500 58,206 VLY VALLEY NATL BANCORP 353,024 300,707R 55,494 VAL VALSPAR CORP 671,800 464,501R 81,133 VCD VALUE CITY DEPT STOR 265,976 106,312R 74,478 VVR VAN KAMPEN CAP TRUST 102,880 40,936R 319,444 VKA VAN KAMPEN MER ADV 18,500 35,300 13,972 VQC VAN KAMPEN MER CALIF NONE 3,213 9,078 VFM VAN KAMPEN MER FL 865 7,371R 5,133 VIT VAN KAMPEN MER INTER 72,100 87,400R 26,472 VIG VAN KAMPEN MER INVST 15,554 3,400 7,528 VLT VAN KAMPEN MER LTD 75,868 52,390R 14,239 VMT VAN KAMPEN MER MUN I 35,317 47,401 21,244 VKQ VAN KAMPEN MER MUN T 8,300 26,500 33,833 VOQ VAN KAMPEN MER OHIO 12,900 20,400 4,928 VPQ VAN KAMPEN MER PENN 6,968 5,900 12,194 VKS VAN KAMPEN MER STRAT 20,969 33,200 13,039 VKV VAN KAMPEN MER VALUE 6,500 3,400 18,511 VIM VAN KAMPN TR INS MUN 13,100 19,900 6,589 VGM VAN KAMPN TR INV GRD 19,000 30,900 26,561 VRC VARCO INT'L INC. 2,415,053 2,029,173R 578,444 VAR VARIAN MEDICAL SYSM 129,131 113,805R 195,328 VGR VECTOR GROUP LTD 1,436,078 1,526,094R 62,306 VVC VECTREN CORPORATION 271,783 346,466 180,233 Z VENATOR GROUP INC 672,474 612,440R 731,044 VTR VENTAS INC 419,781 408,495 461,983 VTS VERITAS DGC INC 542,306 260,903R 297,128 VZ VERIZON COMMUNICATNS 14,638,383 16,708,238R 4,321,367 VTA VESTA INSURANCE GRP 68,040 76,009R 86,794 VES VESTAUR SEC INC 8,800 23,200 7,317 VFC VF CORPORATION 1,214,184 1,458,778R 202,133 VCO VI$A CONCHA Y TORO 8,879 13,038 4,856 VIA VIACOM INC. 241,032 266,812R 458,267 VIAB VIACOM INC. CL-B 23,508,497 37,680,505R 8,364,306 VVI VIAD CORP 631,740 818,920R 264,661 VG VIASYSTEMS GROUP INC 770,170 854,885R 414,939 VSL VIDESH SAN NIG LTD 251,420 55,133R 210,883 VPI VINTAGE PETROLEUM 1,877,298 1,639,615R 358,950 VSH VISHAY INTERTECH 3,144,747 2,913,820R 1,642,750 VC VISTEON CORPORATION 994,201 715,283R 658,922 EYE VISX, INCORPORATED 2,295,408 2,621,962R 463,094 VTO VITRO, S.A. (ADS) 241,103 114,000 170,422 V VIVENDI 3,025,014 9,956,774R 552,583 VIN VK AMER CAP INCM TST 8,303 19,901R 19,683 VBF VK AMER CAPTL BOND 1,400 25,415 10,400 VAP VKM ADV PENN MUNI 4,799 12,976 1,994 VCV VKM CA VAL MUNI INCM 5,200 9,792R 9,394 VOT VKM MUNI OPP TR II NONE 4,061R 11,750 VNV VKM NY VAL MUNI INCM 9,469 1,500 4,844 VPV VKM PA VAL MUNI INCM NONE 4,750R 3,372 VIC VKM TR INV GRD CA MU 8,901 20,502R 3,167 VTF VKM TR INV GRD FL MU NONE 9,200 8,278 VTJ VKM TR INV GRD NJ MU 41,416 37,734 1,983 VTN VKM TR INV GRD NY MU 34,890 27,774 5,556 VTP VKM TR INV GRD PA MU 12,700 19,800 2,506 VOD VODAFONE GROUP PLC 56,702,235 60,454,268R 6,589,311 VOL VOLT INFO SCIENCES 29,728 13,846R 47,144 VNO VORNADO REALTY TRUST 3,465,602 2,866,038 490,639 VNOPRC VORNADO RLTY TST PFD C 4,600 223 5,872 VCP VOTORN CELU E PAPL 483,400 384,400 44,989 VMC VULCAN MATERIALS 2,106,260 2,099,388R 215,583 WPC W.P. CAREY & CO. LLC 38,009 46,047 14,394 WPL W.P. STWART & CO LTD 573,088 570,878 96,156 WNC WABASH NATIONAL 2,263,034 2,222,639 100,278 WAB WABTEC 519,809 552,191R 73,039 WB WACHOVIA CORP 2,989,187 4,486,392R 795,294 WAK WACKENHUT CORP "A" 666,898 654,862R 12,367 WAKB WACKENHUT CORP "B" 7,017 7,296 18,311 WHC WACKENHUT CORRECTION 72,021 98,852R 30,278 WDR WADDELL&REED FIN CL-A 2,891,536 2,581,485R 288,661 WDRB WADDELL&REED FIN CL-B 183,429 179,529R 348,372 WAG WALGREEN CO 8,466,360 6,355,650R 2,658,511 WCS WALLACE COMPUTER 97,074 233,002 121,639 WMT WAL-MART STORES INC 36,765,154 40,662,980R 6,893,978 DIG WALT DISNEY COMPANY 260,979 130,291R 279,728 DIS WALT DISNEY-HLDG CO. 59,965,681 56,706,097R 5,300,939 WLT WALTER INDUSTRIES 512,504 598,821 57,783 WAC WARNACO GROUP CL A 9,439,990 4,988,838 542,561 XWM WASHINGTON MUTUAL 40,604 11,637 37,556 WM WASHINGTON MUTUAL 10,834,158 13,161,714R 2,920,683 WPO WASHINGTON POST CO 58,908 64,270R 7,622 WNGWS WASHNGTN GROUP INT'L 45,985 26,302 15,500 WNG WASHNGTN GROUP INT'L 1,051,124 177,487R 1,410,750 WRE WASH'TON REA EST INV 174,452 127,922R 49,311 WMI WASTE MANAGEMENT INC 7,656,593 7,969,491R 1,927,167 PIK WATER PIK TECHNOLOGIES 7,970 29,169R 15,078 WAT WATERS CORPORATION 899,324 892,333R 818,556 WSO WATSCO INC 67,618 74,421R 27,272 WPI WATSON PHARMACEUTCLS 3,608,170 2,632,398R 721,106 WTS WATTS INDUSTRIES INC 24,324 32,977 29,028 WMO WAUSAU-MOSINEE PAPER 167,844 133,560 67,872 WFT WEATHERFORD INTL INC 10,944,770 9,546,338R 1,744,033 WBB WEBB (DEL) CORP 65,850 28,740 103,389 WECPRA WEC CAPITAL TRUST I 25,700 23,500 14,867 WNI WEIDER NUTRITION INT 50 4,642 14,267 WRI WEINGARTEN RLTY INV 177,995 278,423R 126,928 WRIPRA WEINGARTN RLTY 7.44% 12,875 5,382 2,767 WS WEIRTON STEEL CORP 10,048 37,216 48,900 WMK WEIS MARKETS INC 9,699 4,800 9,372 WLM WELLMAN, INC. 314,681 344,286R 152,622 WLP WELLPOINT HEALTH-HLD 1,322,202 979,995R 708,572 WFC WELLS FARGO& CO 17,687,835 16,660,341R 3,553,500 WENPRT WENDY'S FIN I-TECONS 144,700 170,175 8,833 WEN WENDY'S INTL 2,423,128 2,334,181R 496,289 WCC WESCO INTERNATIONAL 11,583 11,729R 30,767 WE WESTCOAST ENERGY INC 46,628 34,069R 32,122 WES WESTCORP 6,109 6,749R 9,678 WDC WESTERN DIGITAL CORP 3,614,715 3,717,052R 1,280,211 WGR WESTERN GAS RES 1,522,731 1,275,692R 219,833 WR WESTERN RESOURCES 2,065,018 2,112,588R 247,867 WEA WESTFIELD AMERICA 56,437 95,844 210,622 WBK WESTPAC BNKG (ADS) 9,884 190R 17,378 WBKPRA WESTPAC CAPT'L TRSTI 4,269 NONE 18,828 WXS WESTPOINT STEVENS 4,761,611 5,189,189R 118,194 WRC WESTPORT RESOU CORP 18,850 21,543R 12,911 W WESTVACO CORP 219,060 221,774R 471,111 WON WESTWOOD ONE, INC. 1,717,565 1,140,214R 373,883 WY WEYERHAEUSER CO 4,470,261 3,138,343R 962,156 WGL WGL HOLDING INC 529,514 514,595R 119,311 WHR WHIRLPOOL CORP 2,423,336 1,887,138R 450,444 WTM WHITE MOUNT INS GRP 31,901 30,331R 6,883 JWL WHITEHALL JEWELLERS 404,026 328,298R 41,383 WHX WHX CORP (HLDG CO) 3,801,556 3,989,353 29,800 WHXPRB WHX CORP. SER B PFD 58,900 58,900 3,322 WLL WILLAMETTE INDUSTS 2,075,748 540,920R 668,578 WG WILLBROS GROUP INC 42,171 12,600 75,211 WTU WILLIAMS COAL SEAM 52,591 57,343R 58,539 WCG WILLIAMS COMM GRP 12,559,393 11,978,098R 667,011 WMB WILLIAMS COMPANIES 5,604,744 6,553,659R 2,342,894 WEG WILLIAMS ENRY PARTNR 77,665 140,800R 106,133 WSM WILLIAMS-SONOMA INC 2,140,126 2,584,107R 853,833 WL WILMINGTON TRST CORP 367,343 289,962R 95,422 GB WILSON GRATBTCH TECH 17,409 11,200 17,422 WIN WINN-DIXIE STORES 4,730,981 4,201,481R 427,283 WGO WINNEBAGO IND 374,831 332,336R 44,894 WXH WINSTON HOTELS INC 15,422 7,741 27,011 WIT WIPRO LIMITED 178,813 142,085R 147,406 WEC WISCONSIN ENERGY 2,762,697 2,377,344R 288,733 WZR WISER OIL CO 21,020 20,582R 45,222 WMC WMC LIMITED (ADS) 600 3,276R 6,444 WMS WMS INDUSTRIES 1,090,605 1,231,596R 284,383 WLV WOLVERINE TUBE 125,127 61,895R 41,033 WWW WOLVERINE WORLD WIDE 1,198,279 1,008,916R 167,367 INT WORLD FUEL SVCS CORP NONE 16,560R 27,339 WPZ WORLDPAGES.COM,INC 814,761 668,123R 86,956 WOR WORTHINGTON INDUST 190,574 440,181R 184,839 WPS WPS RESOURCES CORP 1,160,646 1,295,074R 49,961 GRA WR GRACE & CO 384,819 194,859R 361,544 WWY S WRIGLEY (WM) JR CO 3,616,762 1,541,395R 314,350 WWF WRLD WRSTLG FED ENT 1,178,477 1,384,350R 144,528 WST WST PHRMCTL SERV INC 90,705 88,708R 12,650 WGRPR WSTRN GAS RES $2.28 2,721 164 1,017 WGRPRA WSTRN GAS RES-$2.625 NONE 11,425R 20,750 WRPRB WTRN RES CPT II-QUIP 800 4,762 8,206 WRPRA WTRN RES CPTL I-QUIP NONE 9,385 5,800 WYN WYNDHAM INTN'TL INC 42,663 21,620R 165,561 XEL XCEL ENERGY INC 3,133,570 2,673,722R 608,644 XRX XEROX CORP 27,674,031 25,570,475R 3,369,478 XL XL CAPITAL LTD. 1,210,039 1,129,415R 551,217 XTR XTRA CORP 35,667 23,365 13,906 YCC YANKEE CANDLE CO. 3,081,148 3,351,060R 99,794 YRK YORK INT'L CORP 192,522 523,327R 295,606 YPF YPF SOCIEDAD AN-ADR 6,350 6,550R 1,639 ZLC ZALE CORPORATION 875,536 770,964R 429,978 ZAP ZAPATA CORP. 24,127 37,183R 2,689 ZNT ZENITH NATL INSUR 56,482 58,219 20,100 ZIF ZENIX INCOME FUND 98,224 78,140 30,556 ZF ZWEIG FUND,INC. 397,857 252,807R 86,278 ZTR ZWEIG TOTAL RETURN 15,713 39,349R 154,122