DOX AMDOCS LIMITED 3,919,013 3,906,711 1,275,345 AAGPRT AMER ANNITY GRP 9 1/4% NONE 2,193 1,691 AEP AMER ELEC PWR 4,511,034 4,448,630 834,245 AXPPRA AMER EXP CAP TRUST I 29,988 2,187 20,464 AXP AMER EXPRESS CO 9,804,999 10,205,714 3,268,814 AFGPRT AMER FINL CPTL TST I 592 2,798 1,977 MFA AMER FIRST MTGE INVS 5 4,736 4,955 AGC AMER GENERAL 1,399,003 774,539 969,286 AHP AMER HOME PRODUCTS 4,618,674 5,046,113 3,341,327 PLB AMER ITAL PASTA CO 31,735 25,053 64,477 AMZ AMER MED SEC GROUP 67,308 67,308 9,500 XAA AMER MUNI INCME PORT NONE 2,642 7,264 BXT AMER MUNI TERM TR II 11,700 10,400 3,209 CXT AMER MUNI TRM TR III 6,500 2,900 2,409 ACR AMER RETIREMENT CORP 533,455 707,805 21,095 SLA AMER SELECT PORTFOL 15,800 26,925 20,218 ASD AMER STANDARD COS 968,394 992,610 208,091 CSP AMER STRAT INCM PTFL-III 1,906 5,926 44,923 BSP AMER STRT INC PRT II 13,273 29,702 41,450 AWK AMER WATER WORKS 875,135 1,004,668 87,795 AWA AMER WEST HLDGS CORP 905,060 709,157 159,236 AWR AMER. STATES WATER 62,166 8,285 18,650 AHC AMERADA HESS CORP 861,174 392,839 524,141 ARL AMERCN RLTY INVEST 15,940 Not Listed 1,883 AEE AMEREN CORPORATION 3,890,590 4,605,163 325,468 AOL AMERICA ONLINE INC 57,668,031 47,356,905 12,880,155 AGCPRA AMERICAN GEN CAP I 68,754 40,466 8,259 AM AMERICAN GREETING CO 1,218,030 1,298,376 338,068 AIG S AMERICAN INTL GROUP 13,271,712 8,318,124 2,852,118 SKI AMERICAN SKIING CO 4,826 NONE 14,459 AMT AMERICAN TOWER CORP 14,594,855 13,188,636 735,791 ACF AMERICREDIT CORP 1,387,853 1,305,380 451,523 APU AMERIGAS PARTNERS LP 20,809 43,808 28,155 AAS AMERISOURCE HEALTH 741,842 622,799 328,018 ASP AMERN STRAT INCM PORT 38,500 46,867 5,682 AHB AMERUS LIFE HLDG 3,047 14,377 4,336 AMH AMERUS LIFE HLDG CL-A 1,181,629 1,167,448 39,873 AME AMETEK INC 54,975 50,611 36,850 PIN AMF BOWLING INC 2,335,657 2,370,319 117,123 AFM AMFM INC 1,255,175 1,001,087 1,112,436 AML AMLI RESIDENTL PROPS 41,044 43,324 47,382 APH AMPHENOL CORP CL-A 200,516 434,529 307,486 AMR AMR CORP 1,844,791 2,023,093 1,036,268 AAR AMR CRP 7.875% 11,202 7,202 7,545 AFG AMR FINL GRP-HLDG CO 300,126 377,755 73,532 ASO AMSOUTH BANCORP 5,786,433 6,156,368 602,427 AVZ AMVESCAP PLC (ADSS) 120,864 57,770 23,555 APC ANADARKO PETROLEUM 11,518,801 22,969,944 1,915,832 ADI ANALOG DEVICES 2,098,588 1,374,309 3,302,223 AGL ANGELICA CORP 8,771 27,594 18,105 AU ANGLOGOLD LIMITED 473,403 455,402 137,109 BUD ANHEUSER-BUSCH COS 3,947,687 4,222,763 1,143,255 AXE ANIXTER INTERNATIONL 2,458,110 2,137,353 404,764 NLY ANNALY MORTGAGE MGMT 11,003 18,703 26,945 ANN ANNTAYLOR STORES 2,730,847 2,484,225 909,205 AHR ANTHRACITE CAPITAL 352,527 515,700 34,205

BCBPR BARCLAYS BANK-ADNR8% 266 2,900 12,227 BCS BARCLAYS PLC (ADR) 17,467 14,091 6,400 BCR BARD (C R) INC. 636,078 863,004 346,045 BKS BARNES & NOBLE INC 1,196,697 1,654,342 205,768 B BARNES GROUP INC 50,025 27,997 34,655 BRL BARR LABORATORIES 956,884 793,482 528,259 BRR BARRETT RESOURCES 718,969 624,396 218,345 ABX BARRICK GOLD CORP 5,340,062 6,435,706 945,468 BF BASF AKTIENGESELLSFT 204,880 189,315 52,891 BAS BASS PLC (ADR) 72,842 13,600 31,045 BMG BATTLE MTN GOLD 459,949 60,395 558,895 BOL BAUSCH & LOMB INC 1,161,093 965,700 793,036 BAX BAXTER INTERNATIONAL 2,196,299 2,345,639 1,527,323 BVC BAY VIEW CAPT'L CORP 726,809 653,474 61,723 BBT BB&T CORPORATION 3,131,522 3,459,989 628,264 BB BBV BANCO BHIF NONE 3,150 4,614 BCE BCE INC 5,429,678 3,731,695 474,223 BSCPRE BEAR STEARN CO SER E 3,388 NONE 11,836 BSC BEAR STEARNS CO 8,253,021 5,965,040 1,414,509 BSCPRY BEAR STRNS CAP TR II 6,700 10,500 6,941 BZH BEAZER HOMES USA INC 40,681 33,400 18,727 BEC BECKMAN COULTER INC 335,498 237,930 196,650 BDX BECTON, DICKINSON CO 1,162,524 1,235,339 1,140,005 BED BEDFORD PROP INV 33,574 59,071 61,545 BYH BEIJING YANHUA PETRO 1,300 20,001 15,273 BOG BELCO OIL & GAS CORP 383,102 399,361 18,123 BWC BELDEN INC 187,353 73,042 70,605 BHW BELL & HOWELL CO 561,549 564,023 109,705 BLS BELLSOUTH CORP 8,476,977 7,711,659 3,323,064 BLB BELLSTH CAP FND CORP 10,100 25,324 15,859 BLC BELO (AH) SER A COM 648,897 853,038 204,414 BMS BEMIS COMPANY 700,672 592,855 130,986 BHE BENCHMARK ELECTORNCS 2,953,068 3,183,227 377,091 BNG BENETTON GROUP (ADS) 8,420 8,560 1,873 BNO BENTON OIL & GAS CO 35,113 39,298 50,614 BBC BERGEN BRUNSWIG CL A 2,250,166 2,529,217 539,668 BBCPRA BERGEN CAPTL TRST I 20,092 9,300 16,845 BRKB BERKSHIRE HATH-CL B 28,582 30,806 12,880 BRY BERRY PETROLEUM CL A 42,302 66,918 26,382 BBY BEST BUY CO., INC. 3,820,064 4,522,115 1,325,032 BFO BESTFOODS 341,339 408,748 1,220,714 BSPR BETH STEEL $5.00 PFD 46,300 43,396 3,827 BSPRB BETHLEHEM STEEL 2.50 49,300 52,852 5,141 BS BETHLEHEM STEEL CORP 4,058,904 2,776,076 1,222,082 BEV BEV ENTERPRISES 2,206,019 2,213,192 384,845 BRG BG PLC 11,638 11,162 8,191 BGEPRA BGE CAPITAL TRUST I 11,400 12,212 7,141 BDY BINDLEY WESTERN INDS 613,127 985,226 126,755 BXM BIOMATRIX INC 2,550,003 2,658,153 75,827 BVF BIOVAIL CORPORATION 7,819,913 7,539,321 425,441 BVFPR BIOVAIL CP CV PFD 24,800 42,375 36,550 BIR BIRMINGHAM STEEL CO 34,340 25,584 80,286 BJS BJ SERVICES CO 986,021 920,219 1,050,805 BJ BJ'S WHOLESALE CLUB 865,309 828,187 332,409 BKF BKF CAPT'L GROUP,INC 58,494 23,095 25,973 BDK BLACK & DECKER CORP 1,732,393 2,396,800 368,464

BKH BLACK HILLS CORP 41,171 22,638 20,764 BTM BLACKROCK 2001 TERM 45,600 68,357 156,436 BFC BLACKROCK CA INSD 08 17,007 20,943 5,918 BRF BLACKROCK FL INSD 08 15,608 21,604 6,473 BLK BLACKROCK INC 212,842 108,966 59,764 BKT BLACKROCK INCOME TR 5,700 24,011 95,850 BRM BLACKROCK INS MUN 08 51,701 34,527 24,364 BMT BLACKROCK INSD MUN 32,977 39,113 27,514 BMN BLACKROCK MUN TARGET 51,003 53,993 51,223 BNA BLACKROCK N.A. GOVT 76,600 32,317 35,782 BLN BLACKROCK NY INSD 08 50,368 30,105 7,509 BGT BLACKROCK STRST TERM 200 3,000 34,477 BTT BLACKROCK TRGET TERM 28,743 35,647 78,877 BQT BLCKRCK INV QUAL TRM 23,202 6,583 39,714 BSD BLCKRCK STRTGC 11,700 11,700 11,973 BTF BLDER TOTL RETRN FND 7,700 8,105 13,014 HRB BLOCK (H & R) INC 1,693,939 1,895,251 391,586 BBI BLOCKBUSTER INC 307,839 310,186 323,155 BLT BLOUNT INT'L INC 12,380 15,832 7,205 BLU BLUE CHIP VALUE FUND 82,200 88,386 31,414 BXG BLUEGREEN CORP 188,804 216,522 32,195 BTH BLYTH INDUSTRIES 1,003,590 1,315,958 62,823 BMC BMC INDUSTRIES 12,719 35,660 117,809 STD BNCO SAN CEN HIS S.A 1,126,186 9,365,914 209,495 BKPRD BNY CAPITAL III 31,100 35,000 12,286 BKPRE BNY CAPITAL IV 22,700 34,795 6,127 BOX BOC GROUP PLC (ADSS) 38,483 29,242 12,659 BA BOEING COMPANY 5,742,940 6,325,880 4,251,605 BCC BOISE CASCADE CORP 1,243,552 1,278,464 343,355 BBA BOMBAY COMPANY 114,483 116,215 83,673 BCU BORDEN CHEM COM U'S 38,159 35,408 62,936 BGP BORDERS GROUP (MI) 505,008 464,811 272,768 BWA BORG-WARNER AUTO 1,322,838 1,383,124 155,105 SAM BOSTON BEER COMPANY 148,100 162,941 29,864 BOS BOSTON CELTICS 310,102 310,BXP BOSTON PROPERTIES 473,998 314,482 244,314 BSX BOSTON SCIENTIFIC 9,679,896 10,355,250 2,960,727 BOW BOWATER INC 971,274 835,689 309,132 BNE BOWNE & CO., INC. 329,516 430,145 106,495 BYD BOYD GAMING CORP 170,676 177,413 100,818 FOB BOYDS COLLECTION LTD 68,036 73,272 103,659 BOY BOYKIN LODGING CO 71,868 10,137 107,064 BP BP AMOCO P.L.C. 5,177,975 6,966,601 2,344,418 BPT BP PRUDHOE BAY RLTY 163,973 125,729 99,841 BTR BRADLEY REAL ESTATE 394,892 333,214 66,364 BRC BRADY CORPORATION 17,457 43,570 20,336 BDN BRANDYWINE RLTY TRST 207,117 137,363 117,223 BRP BRASIL TEL PARTICPCS 498,030 428,730 153,345 BZF BRAZIL FUND INC 39,350 34,978 31,736 BZL BRAZILIAN EQUITY 5,201 6,893 18,186 BRE BRE PROPERTIES CL-A 420,873 360,697 137,036 BGG BRIGGS & STRATTON 618,802 564,240 134,868 CBA BRILLINCE CHINA AUTOMTV 92,523 18,520 166,341 EAT BRINKER INTL 952,344 899,974 272,068 BMY BRISTOL-MYERS SQUIBB 9,276,587 7,636,463 6,191,568 BAB BRITISH AIRWAYS(ADR) 216,245 175,236 24,114
BGY BRITISH ENERGY PLC 167,117 124,656 6,918 BSY BRITISH SKY BROADCST 360,806 144,BTY BRITISH TELECM (ADR) 176,214 84,141 53,191 BNI BRLNGTN NTHRN SAN FE 4,514,590 3,897,383 1,555,732 BOR BRNS INTRN'TL SER CP 21,901 265,923 604,477 BRW BROADWING INC. 8,003,934 7,839,875 760,636 BRWPRB BROADWING INC. PRB 139,000 133,611 10,864 BHP BROKEN HILL PROP ADR 65,615 47,505 34,732 BPO BROOKFIELD PROP CORP 181,300 58,600 32,623 BRO BROWN & BROWN INC 2,772 8,185 17,018 BNS BROWN & SHARPE "A" 35 3,328 17,627 BWS BROWN SHOE COMPANY 89,076 86,684 63,377 BFA BROWN-FORMAN CL A 19,675 18,950 5,177 BFB BROWN-FORMAN CL B 377,469 434,851 83,655 BRT BRT REALTY TRUST 16,400 16,400 2,064 BC BRUNSWICK CORP 329,540 334,625 336,318 BW BRUSH WELLMAN INC 67,586 29,802 17,255 BSFPRD BSCH FINANCE PRD 13,800 16,146 3,518 BSFPRE BSCH FINANCE PRE 5,010 2,000 5,632 BSFPRF BSCH FINANCE PRF 7,651 NONE 22,723 BSFPRG BSCH FINANCE PRG 22,753 NONE 7,745 BSFPRH BSCH FINANCE PRH 175 6,552 4,214 BSFPRJ BSCH FINANCE PRJ 17,118 8,682 7,450 BTPRA BT PFD CAPTL TRUST I 2,192 5,390 10,564 BPL BUCKEYE PARTNERS 42,835 34,122 18,764 BKI BUCKEYE TECHNOLOGIES 89,381 190,454 78,177 BKE BUCKLE INC 494,079 554,212 19,868 BD BUDGET GROUP INC 1,106,932 1,460,233 344,018 GBI BUFETE INDUST (ADS) 51,938 69,300 34,973 BNL BUNZL PLC ADS 5,965 2,BCF BURLINGTON COAT CORP 202,952 149,489 30,164 BUR BURLINGTON INDUST 20,420 27,411 380,118 BR BURLINGTON RESOURCES 3,322,998 1,958,739 1,823,077 BPP BURNHAM PACIF PROP 12,513 10,465 157,477 BOA BUSH BOAKE ALLEN INC 29,262 12,679 30,564 BSH BUSH INDUSTRIES "A" 4,997 9,242 7,686 BBR BUTLER MANUF CO. 52,346 28,111 23,423 BY BWAY CORPORATION 12,529 14,374 7,773 CHP C&D TECHNOLOGIES INC 29,681 141,663 442,195 CWT CA WATR SERV-HLDG CO 18,179 84,485 14,736 CDT CABLE DESIGN TECHS 158,537 299,185 215,964 CWP CABLE+WIRELESS (ADS) 2,007,489 2,048,510 212,332 CS CABLETRON SYSTEMS 2,283,429 2,113,964 1,805,682 CBT CABOT CORP 680,182 508,566 232,209 CTR CABOT INDUSTRIAL TST 16,148 7,365 45,618 COG CABOT OIL & GAS CL A 401,484 172,480 191,032 CSDPRA CADBURY SCHWEPPES DE 13,300 16,200 10,932 CSG CADBURY SCHWEPPESPLC 450,195 337,363 49,082 CDN CADENCE DESIGN SYSTS 6,510,153 5,564,611 1,475,464 CCC CALGON CARBON CORP 69,584 67,924 111,814 ELY CALLAWAY GOLF CO 1,136,325 824,687 625,218 CPE CALLON PETROLEUM CO 1,162,466 1,222,394 26,768 CPN CALPINE CORPORATION 9,490,612 6,838,436 1,816,150 CPT CAMDEN PROPERTY TRST 313,776 236,878 119,823 CCJ CAMECO CORP-COM SHS 129,100 129,100 3,755 CCJPR CAMECO CP 8.75% PFD 29,067 19,108 6,314

CBC CENTURA BANKS 479,551 466,545 64,395 CTL CENTURYTEL INC 2,325,872 2,112,787 439,405 CEN CERIDIAN CORP 3,414,709 2,891,119 604,645 GIB CGI GROUP INC 618,830 955,592 16,177 CHG CH ENERGY GROUP,INC. 184,519 216,384 40,686 CHB CHAMPION ENTERPRISES 2,042,815 2,003,892 64,668 MPH CHAMPSHIP AUTO RACNG 183,206 253,872 50,136 CRL CHARL RIVR LAB INT'L 101,925 130,112 205,045 CHT CHART HOUSE ENTER 41,522 41,538 44,614 CTI CHART INDUSTRIES INC 34,142 31,765 49,423 CF CHARTER ONE FIN INC. 4,316,166 4,226,753 672,082 CWF CHARTWELL DIV+INCME 5,26,545 CBO CHASE CAP VII 7%SERG 5,629 1,900 13,482 CMV CHASE CAPITAL IV 10,975 2,179 11,786 CBF CHASE CAPTAL V 7.03% 9,369 9,680 6,423 CSI CHASE INDUSTRIES INC NONE 2,983 3,964 CMBPRN CHASE MANH A/R-N 429 4,CMBPRC CHASE MANH10.84% 5,550 2,929 6,577 CMB CHASE MANHATTAN 5,857,902 8,193,262 5,076,336 CMBPR CHASE PFD CPTL 8.10% 2,000 15,072 15,955 CPJ CHATEAU COMMUNITIES 181,523 206,339 39,305 CKP CHECKPOINT SYSTEMS 3,215,655 3,201,998 88,209 CCG CHELSEA GCA REALTY 37,863 48,231 42,945 CHE CHEMED CORP 20,775 16,374 19,845 CEM CHEMFIRST INC 57,619 64,475 12,882 CSK CHESAPEAKE CORP 206,249 338,270 53,914 CHK CHESAPEAKE ENER (OK) 2,828,927 2,499,812 1,135,382 CPK CHESAPEAKE UTILITIES 15,000 15,000 6,023 CHV CHEVRON CORP 4,235,541 3,688,391 1,673,309 CBI CHICAGO BRIDGE+IRON 17,100 11,000 12,295 CH CHILE FUND INC 50 7,860 55,455 CEA CHINA EASTERN AIRLIN 3,146 44,457 29,505 CHN CHINA FUND INC 18,38,650 CHL CHINA MOBILE LIMITED 1,864,524 1,694,385 404,723 ZNH CHINA STHRN AIR-ADSS 2,610 75,751 46,855 TIR CHINA TIRE HLDGS LTD 21,300 21,300 5,155 CHU CHINA UNICOM LIMITED ADR 665,267 2,306,267 1,682,436 CQBPRA CHIQ BRANDS $2.875 A 500 3,982 6,650 CQB CHIQUITA BRANDS INTL 4,097,692 4,185,095 58,355 CHZ CHITTENDEN CORP 304,333 330,761 32,764 CNH CHN GLOBAL N.V. 383,231 425,567 215,573 CHH CHOICE HOTELS 66,045 71,019 26,073 CPS CHOICEPOINT INC 309,572 357,212 115,309 CCN CHRIS-CRAFT INDUSTS 314,617 306,667 58,845 CB CHUBB CORP 2,324,366 2,689,973 1,055,564 CHD CHURCH & DWIGHT 144,795 66,224 69,659 CHY CHYRON CORP 434,500 664,783 81,227 CSB CIBA SPEC CHEM HLDG 5,290 Not Listed 2,914 CBR CIBER INC 1,676,414 1,749,560 237,445 CI CIGNA CORP 1,232,667 1,554,294 807,832 HIS CIGNA HIGH INCME SHS 45,348 30,274 78,195 IIS CIGNA INVESTMENT SEC 13,400 18,656 3,091 CIN CINERGY CORP 1,885,258 2,306,961 497,445 CIR CIRCOR INT'L INC 14,986 3,236 40,359 CC CIRCUIT CITY GROUP 1,550,187 861,142 4,157,309 CIT CIT GROUP INC (THE) 4,486,996 2,686,426 2,638,873
CIHPRA CITICRP CP III 7.10% 9,300 17,257 5,123 CPRN CITIGROUP 6.850% (TRUPS) 5,200 20,127 7,909 CPRE CITIGROUP CAP I 8% 18,100 21,475 10,295 CPRW CITIGROUP CAPITAL V 42,826 21,700 22,123 CPRX CITIGROUP CAPITAL VI 10,943 41,114 35,686 CCIPRK CITIGROUP D/S SER.K 2,000 NONE 1,445 C CITIGROUP INC 16,891,380 20,042,299 7,070,182 CZN CITIZENS COMM CO 8,888,343 9,943,797 521,686 CYN CITY NATIONAL CORP 862,791 834,446 230,609 CKR CKE RESTAUR(HLDG CO) 1,746,721 1,995,423 297,536 CLE CLAIRES STORES INC 4,279,552 5,016,426 424,368 CLC CLARCOR INC. 107,254 120,883 24,114 CLR CLARION COMMERC HLDG 20,000 20,932 2,518 CMH CLAYTON HOMES (DEL) 1,753,204 1,907,060 307,745 CCU CLEAR CHANNEL COMMUN 32,253,903 28,726,822 3,035,591 CNL CLECO CORP (HOLDING) 495,319 371,988 57,432 CLF CLEVELAND CLIFFS INC 388,162 445,793 32,205 CLX CLOROX CO 3,933,559 5,210,394 1,009,264 EMS C-MAC INDUSTRIES INC 142,555 Not Listed 1,997,000 CMI CMI CORPORATION 88,715 117,831 81,909 CTP CMP GROUP INC 26,005 25,251 58,014 CMS CMS ENERGY CORP 5,479,685 4,887,768 824,900 CMP CMS ENERGY CORP. ADJ 8,404 50,915 39,800 CNA CNA FINANCIAL CORP 671,163 554,779 107,482 CNN CNA INCOME SHARES 44,300 10,883 8,618 SUR CNA SURETY CORP 2,53,741 BNKPRA CNB CAPITAL TRUST I 18,293 NONE 14,914 CNF CNF TRANSPORTATION 1,959,360 1,902,131 249,291 COA COACHMEN IND, INC 1,152,363 1,143,036 25,877 CGP COASTAL CORP 2,572,786 3,120,067 920,241 CGPPRG COASTAL CORP. GROWTH 5,155 1,865 5,436 CGPPRI COASTAL CORP. INCOME NONE 111,034 89,541 CGPPRT COASTAL FINANCE I 10,70,486 PAR COASTCAST CORP 47,795 47,495 40,850 KO COCA COLA CO 21,144,734 19,449,168 3,934,945 CCE COCA-COLA ENTER 14,219,839 13,294,395 673,364 KOF COCA-COLA FEMSA-ADS 952,172 827,633 135,177 CDE COEUR D'ALENE MINES 1,869,209 1,664,500 237,923 RFI COHEN & STEERS TOT 25,500 23,600 10,600 CLPPRA COL PROP TRST 8 3/4% 1,807 13,362 4,441 CNJ COLE NATL CORP-CL A 202,517 226,000 9,827 CL COLGATE-PALMOLIVE CO 8,561,159 9,042,767 1,969,395 CKC COLLINS & AIKMAN 154,164 151,995 10,968 CNB COLONIAL BANCGROUP 512,271 1,130,920 166,273 CXE COLONIAL HIGH INCOME 9,203 5,905 40,041 CIF COLONIAL INTERM HIGH 18,120 35,470 47,295 CXH COLONIAL INV GRADE 14,887 7,600 7,559 CMU COLONIAL MUNCIPAL 23,637 4,187 29,623 CLP COLONIAL PROPS (AL) 176,409 175,437 64,141 CG COLUMBIA GAS SYSTEM 1,084,223 1,087,342 437,755 CCZ COMCAST CORPORATION 732,495 738,971 9,091 CDO COMDISCO INC 1,296,840 1,571,702 1,402,850 CWEPRT COMED FINANCE-TOPRS NONE 4,905 4,386 CMA COMERICA INC 2,679,942 2,845,433 527,305 FIX COMFORT SYSTEMS USA 22,240 20,414 84,714 CYH COMM HLTH SYSTM INC 192,450 152,426 145,968

CDA CORDIANT COMMUN GRP 7,155 8,155 5,268 CLB CORE LABS N.V. 136,800 351,410 240,805 CRM CORIMON C.A. 14,5,045 CPO CORN PRODUCTS INTEL 238,226 124,662 113,155 CNO CORNERSTONE PROPANE 25,923 6,246 44,245 TCR CORNERSTONE REALTY 28,694 6,910 69,086 CRF CORNERSTONE STRAT FD 5,093 1,071 11,836 GLW CORNING INC 6,929,853 5,965,589 3,121,291 CYE CORP HGH YLD FND III 69,759 27,924 73,977 KYT CORP HI YLD FUND II 7,019 4,600 14,473 OFC CORP OFFICE PROPS TR 6,101 73,701 26,264 COY CORPORATE HI YLD 29,000 13,866 42,173 CPV CORRECTIONAL PROP TR 9,001 5,891 30,186 CO CORRPRO COMPANIES 6,000 6,000 8,964 CJR CORUS ENTRTNMNT INC 62,600 59,172 4,341 CGA CORUS GROUP PLC 3,551,101 3,661,968 68,341 CGZ COTELLIGNT GROUP INC 49,176 21,302 39,564 CCR COUNTRYWIDE CREDIT 2,418,648 2,362,481 697,868 CUZ COUSINS PROPERTIES 115,857 108,918 46,632 CVD COVANCE INC 2,819,941 2,480,897 165,732 PRI COX COMM INC 16,230 14,300 90,609 COXPRI COX COMM INCOME PRIDES 11,180 80,450 50,482 COX COX COMMUNICATIONS CL-A 6,179,918 5,930,935 858,455 CXR COX RADIO INC 156,889 223,157 125,809 CPL CP&L ENERGY 8,149,063 7,563,754 358,086 CPY CPI CORP. 57,983 87,335 13,886 JC CRAIG (JENNY) INC 316,000 326,000 35,050 CRG CRAIG CORP 97,315 101,192 1,591 CR CRANE CO 1,337,942 1,190,188 169,845 CRDB CRAWFORD & CO CL B 14,936 10,175 5,918 CIK CRD SU AST MGT INC F 71,574 14,004 66,573 CGF CRD SU AST MNGT SGIF 3,038 19,368 22,200 BAP CREDICORP LTD. (COM) 65,075 128,000 180,950 CEIPRA CRES REAL EST 6 3/4% 1,629 7,472 33,614 CEI CRESCENT RE EQT (TX) 1,473,088 1,418,146 329,250 CLJ CRESTLINE CAP CORP 57,124 51,818 19,127 QCMM CRIIMI MAE, INC. 130,756 130,921 94,227 CGW CRISTAL DE CHILE-ADS 401,800 406,100 2,241 CK CROMPTON CORPORATION 1,342,502 1,556,415 271,814 XTO CROSS TIMBERS OIL CO 2,620,328 2,812,630 341,900 CWN CROWN AMER REALTY TR 21,846 23,146 107,564 CCK CROWN CORK & SEAL CO 3,630,933 3,906,054 357,627 CRO CROWN PACIF PARTNERS 49,444 59,837 36,614 CRY CRYOLIFE INC 9,369 16,193 30,441 CAO CSK AUTO CORP 432,409 364,110 43,868 CSS CSS INDUSTRIES 76,964 76,398 1,023 CSX CSX CORPORATION 3,775,510 2,543,738 750,677 CTG CTG RESOURCES (HLDG) 256,925 257,453 20,791 CV CTL VERMONT PUB SVC 12,233 21,023 10,986 CTS CTS CORPORATION 129,583 190,192 276,532 CFR CULLEN/FROST BANKERS 1,113,235 993,506 147,459 CFI CULP INC 5,701 5,701 6,100 CUM CUMMINS ENGINE CO 638,505 812,011 486,250 CW CURTISS-WRIGHT CORP 32,357 16,210 5,805 CTF CVS AUTO COM EXCH SE 9,300 36,145 12,618 CVS CVS CORP (DELAWARE) 7,821,516 9,189,566 2,293,473

ETR ENTERGY CORP 3,860,859 2,309,519 1,143,814 PEGPRR ENTERP. CAPIT. III 4,290 1,325 4,786 EPR ENTERTAMNT PROP TRST 482,092 435,489 53,214 ETA ENTRADE INC 313,614 311,214 94,614 EVC ENTRVSN COMM CORP 496,700 Not Listed 6,051,329 ENZ ENZO BIOCHEM,INC. 2,000,611 2,262,127 267,995 EOG EOG RESOURCES INC 7,964,551 6,368,201 1,073,559 EOT EOTT ENERGY PARTNERS 10,026 8,220 25,573 EPC EPCOS AG 36,140 3,270 25,136 EOPPRB EQ OFF PROP 5.25% SER B 539,353 271,212 43,268 EOPPRA EQTY OFFICE PROPS-A 8,608 13,050 4,114 EQRPRC EQTY RES PROP D/S-C 1,654 7,094 2,014 EQRPRD EQTY RES PROP D/S-D 1,900 4,745 2,755 EQRPRG EQTY RES PROP D/S-G 624,191 449,135 50,923 EQRPRA EQTY RES PROP 9-3/8% 5,700 3,800 22,218 ENT EQUANT N.V. 155,795 316,389 189,700 EFX EQUIFAX INC 4,049,919 4,331,491 245,564 EQT EQUITABLE RESOURCES 243,640 51,710 131,905 ENNPRA EQUITY INNS 9 1/2% SER A NONE 2,753 3,591 ENN EQUITY INNS INC 17,841 24,977 94,041 EOP EQUITY OFFICE PROPS 626,093 2,137,941 753,291 EQRPRF EQUITY RES PRP-SER F 960 3,192 1,977 EQR EQUITY RESIDENTIAL 692,870 777,649 293,423 ESE ESCO TECH INC. 323,697 331,456 29,018 ESF ESPIRITO SANTO FINL 66,310 649,116 23,327 ESS ESSEX PROPERTY TRUST 146,677 36,495 93,495 ECT ESTEE LAUDER AUTO NONE 43,580 8,723 EL ESTEE LAUDER COS INC 10,078,451 9,237,129 524,295 ESL ESTERLINE TECH CORP 14,590 21,638 32,786 ECJ ESTLUD AUT EXC SEC TST II 38,217 42,025 11,791 NGT ESTRN AMER GAS-SPERS 4,4,523 ETH ETHAN ALLEN INTERIOR 2,036,501 2,606,307 215,291 EY ETHYL CORP 155,249 127,370 196,000 ETW E'TOWN CORPORATION 125,960 130,037 15,164 EF EUROPE FUND INC 5,980 4,120 20,077 EWF EUROPEAN WARRANT FND 12,171 15,271 31,850 RE EVEREST RE GRP, LTD 732,601 593,148 239,255 EWB EW BLANCH HOLDINGS 1,343,453 1,033,970 216,400 SSP EW SCRIPPS CO 251,853 200,877 96,473 EX EXIDE CORPORATION 2,735,720 2,669,038 71,059 ESA EXTENDED STAY AMER 929,730 1,266,123 284,691 XOM EXXON MOBIL CORP 6,848,778 7,522,273 5,069,186 FMN F & M NATIONAL CORP. 63,891 11,807 16,750 FDS FACTSET RESEARCH SYS 394,924 434,140 38,132 FVH FAHNSTOCK VINER-CL A 13,080 10,500 5,255 FIC FAIR, ISAAC & CO INC 159,819 155,445 36,591 FA FAIRCHILD CORP-CL A 287,660 339,351 48,009 FCS FAIRCHLD SEMI IN'TL 381,538 583,538 704,873 FFD FAIRFIELD COMMUN 227,157 229,663 95,814 FDO FAMILY DOLLAR STORES 1,327,131 2,158,146 902,982 FNM FANNIE MAE 4,276,018 5,666,560 4,366,655 FFH FARM FAMILY HOLDINGS 11,237 31,005 4,286 FIGPRA FARMERS GROUP CPTL 9,300 9,100 22,614 AGMA FED AGRCLTAL MTG CL-A 9,346 10,AGM FED AGRCLTAL MTG CP 42,449 51,349 15,150 FD FED DEPT STORES 5,517,969 5,557,229 2,468,545
FDWSD FED DEPT STORES-WTSD 36,501 176,801 68,941 FSS FED SIGNAL CORP 1,241,181 618,786 107,441 FJA FEDDERS CORP (CL A) 3,37,800 FJC FEDDERS CORPORATION 87,636 97,420 22,614 FRT FEDERAL REALTY INV 88,594 91,104 66,568 FMO FEDERAL-MOGUL 3,751,724 4,300,315 584,295 FII S FEDERATED INVESTORS 762,616 526,998 217,868 FDX FEDEX Corporation 3,213,667 3,275,068 806,955 FCHPRA FELCOR LDGN&TST 1.95% 21,800 21,800 5,214 FCH FELCOR LODGING TST INC 1,206,514 1,354,591 128,177 FGP FERRELLGAS PARTNERS 5,379 5,635 30,509 FOE FERRO CORP 350,802 211,211 81,614 FIA FIAT SPA REP ORD 59,914 51,500 8,750 FNF FIDELITY NATL FIN 2,081,342 2,054,443 172,095 FLH FILA HOLDING (ADS) 133,227 140,732 110,305 FSD FIN SEC ASSUR 7.375% 4,3,700 FIF FINANCIAL FEDERAL 724,801 742,671 25,700 FNV FINOVA GROUP INC 3,481,515 3,366,081 852,545 FAF FIRST AMER FINL 628,911 706,605 84,886 FBP FIRST BANCROP(H.CO.) 11,750 11,514 11,000 FBA FIRST BANKS AMERICA 12,633 11,FCO FIRST COMMONWEALTH 3,063 5,637 8,164 FDC FIRST DATA CORP 4,765,804 3,771,826 1,668,018 FF FIRST FINANCIAL FUND 178,767 175,267 49,277 FR FIRST INDUST REALTY 35,979 42,343 123,455 FRPRD FIRST INDUSTL 7.95% NONE 2,179 8,118 ISL FIRST ISRAEL FUND 3,7,805 FRC FIRST REPUBLIC BANK 126,611 61,254 13,895 FTU FIRST UNION CORP 12,455,383 10,905,048 2,457,964 FUR FIRST UNION RE EQTY 608,002 646,418 25,409 FURPRA FIRST UNION RE-SER A 8,2,391 FVB FIRST VIRGINIA BANKS 1,795,461 1,617,978 126,445 FRW FIRST WASH REALTY TR 225,438 83,573 22,223 FSR FIRSTAR CORP 7,820,525 7,424,571 2,262,919 FE FIRSTENERGY CORP 3,970,239 2,867,770 900,523 FED FIRSTFED FINANCIAL 184,282 89,308 40,468 FSH FISH SCIN INTL 1,050,434 540,728 61,545 FBFPRI FLEET CAP TRST III 8,4,173 FBFPRJ FLEET CAP TRUST IV 3,6,114 FBFPRK FLEET CAP. TRUST VI 4,937 9,384 80,950 FBFPRH FLEET CAPITAL TRST I 5,816 2,990 1,668 FBF FLEETBOSTON FINANCIAL 9,601,145 8,917,896 2,040,223 FLE FLEETWOOD ENTER 2,851,626 3,107,105 159,109 FLM FLEMING COMPANIES 1,606,246 1,691,304 128,295 FLB FLETCHER CH BLDG-ADS 2,000,900 2,001,800 4,618 FEG FLETCHER CH ENER-ADS 2,007,015 2,014,000 20,736 FLA FLORIDA EAST COAST I 33,097 41,078 12,927 FPC FLORIDA PROGRESS 1,059,987 428,625 377,045 FRK FLORIDA ROCK IND INC 312,396 203,774 28,250 FLO FLOWERS IND,INC 2,462,962 2,960,754 656,227 FLS FLOWSERVE CORP 172,262 123,231 107,023 FLR FLUOR CORP 1,023,068 982,541 263,632 FMC FMC CORP 696,512 662,880 143,905 FMX FOMENTO ECONMICO MEX 330,192 473,166 216,023 FTS FOOTSTAR INC 106,618 132,279 89,359 FPRT FORD MOTOR CO CPTL I 1,600 8,500 13,359

ITB GARTNER GROUP CL-B 235,888 163,124 107,341 GTW GATEWAY,INC. 10,404,462 11,929,496 1,799,827 GMT GATX CORP 502,384 527,724 142,995 GET GAYLORD ENT CO 136,377 109,027 26,555 GCX GC COMPANIES INC 14,727 6,935 11,609 GY GENCORP INC 156,515 215,910 107,036 DNA GENENTECH INC 4,120,749 3,771,559 809,918 CHR GENER S.A. 486,028 464,914 56,932 GAM GENERAL AMER INV 569,526 600,343 11,123 BGC GENERAL CABLE CORP 77,684 86,533 156,136 GDC GENERAL DATACOMM 1,497,539 1,466,330 63,827 GD GENERAL DYNAMICS 1,668,914 1,472,393 659,432 GE GENERAL ELECTRIC CO 26,528,799 25,341,689 13,055,732 GGPPRA GENERAL GROWTH 7.25% 7,556 NONE 21,205 GIS GENERAL MILLS, INC 3,183,814 2,963,338 1,538,668 GM GENERAL MOTORS CORP 3,096,272 4,756,221 2,112,927 SEM GENERAL SEMICONDUCTR 6,368,597 6,679,551 329,505 GCO GENESCO INC 1,973,381 1,989,961 127,582 GEL GENESIS ENERGY L.P. 6,163 2,000 33,041 GAMPR GENL AMER INVS-7.20% 6,600 9,500 4,027 GGP GENL GROWTH PROPS 1,967,709 1,850,259 153,355 GMH GENL MOTORS CL H 5,254,291 11,984,416 3,275,650 GEN GENRAD, INC 681,922 522,412 126,495 GK GENTEK INC 15,644 3,538 30,723 GPC GENUINE PARTS CO 1,688,676 2,222,329 428,064 GPEPRA GEOG PWR CAP TRST IV 5,356 4,885 5,532 GON GEON COMPANY 250,218 182,782 131,405 GGC GEORGIA GULF 244,047 465,389 277,886 GPD GEORGIA PWR 6 7/8% 563 2,850 4,027 GPEPRT GEORGIA PWR CTL TR I 31,646 30,200 8,809 GPEPRU GEORGIA PWR CTL TRII 3,7,877 GPW GEORGIA-PACIFIC CORP 9,000 85,098 152,255 GCW GERBER CHILDRENSWEAR 25,020 25,000 6,850 GRB GERBER SCIENTIFIC 122,157 87,109 114,827 GGB GERDAU S.A. 32,600 24,000 16,882 GER GERMANY FUND INC 57,068 35,400 20,091 GI GIANT INDUSTRIES 13,203 13,203 19,295 GIL GILAN ACTIVEWEAR INC 425,282 534,100 30,841 G GILLETTE CO 11,081,238 13,256,572 3,717,536 GLG GLAMIS GOLD LTD 55,95,482 GLX GLAXO WELLCOME PLC 2,449,760 2,194,246 577,109 GTS GLBL TELESYSTEMS GRP 17,080,428 16,591,787 1,485,923 GLB GLENBOROUGH REALTY 336,999 347,462 68,523 GRTPRB GLIM REAL TRT 9 1/4% 8,6,400 GRT GLIMCHER REALTY 45,132 43,854 50,145 GHI GLOBAL HI INC DOLLAR 25,184 8,305 30,936 GLM GLOBAL MARINE 7,270,773 6,653,173 2,080,614 GDF GLOBAL PARTNERS INCM 62,235 15,980 19,773 GVG GLOBAL VACATION 8,000 8,000 2,864 GMPRG GM CORP G 9.12% D/S 205 5,375 6,695 GGA GOLDCORP INC (CL A) 192,793 102,715 8,027 GG GOLDCORP INC (CL B) 4,290 15,GSB GOLDEN STATE BANCORP 2,561,864 7,096,618 296,950 GDW GOLDEN WEST FINCORP 1,993,745 2,352,426 551,068 GS GOLDMAN SACHS GROUP 4,895,775 4,920,138 2,240,182 GR GOODRICH BF CO 2,287,891 3,343,952 656,373
GDP GT IRE GP TGP GPX GPU GGG GWW GVA GRP GCS GCSB GAP GLK GLPRA GL GNI GCH GBX GPT GFF GPI DA GPK GTR CEL GWL GMK SAB EKT GID MSK RC TV GTK GSH GUC GES GDT GFD GOU GRL HQH HQL HAE HAL HMK HKF HDL HGR MAH HC HAN H JH
GOODRICH PETRL 27,958 27,800 3,909 GOODYEAR TIRE RUBBER 5,691,715 3,746,509 961,409 GOV+CO BANK IRE-ADS 30,333 28,109 15,082 GP CORP (GP GROUP) 8,808,874 4,563,546 2,165,959 GP CORP (TIMBER GRP) 545,616 561,641 348,045 GP STRATEGIES CORP 20,653 31,220 78,945 GPU INC 2,302,391 2,428,660 699,359 GRACO INC. 26,582 82,744 26,077 GRAINGER (WW) INC 3,156,821 3,035,080 419,200 GRANITE CONSTRUCTION 384,173 398,508 36,677 GRANT PRIDECO INC 870,292 1,101,007 485,673 GRAY COMM SYS (CL A) 212 3,192 4,364 GRAY COMM SYS (CL B) 16,326 13,500 5,391 GREAT ATL & PACIFIC 270,451 288,706 118,436 GREAT LAKES CHEMICAL 2,319,657 2,780,561 209,805 GREAT LAKES REIT 9.75% 2,242 NONE 1,832 GREAT LAKES REIT INC 60,360 77,475 18,982 GREAT NTHRN IRON ORE 27,163 27,163 1,755 GREATER CHINA FUND 97,640 85,300 61,227 GREENBRIER COS 27,506 7,790 3,395 GREENPOINT FINANCIAL 2,617,775 1,962,241 407,077 GRIFFON CORPORATION 30,069 28,405 107,305 GROUP 1 AUTOMOTIVE 57,885 60,028 20,232 GROUPE DANONE (ADSS) 455,804 305,797 43,841 GRP PCKG INT'L CORP 55,318 56,448 144,427 GRP TRIB, S.A. DE CV 10,152 9,552 10,577 GRPO IUACELL, S.A. 233,612 116,014 114,214 GRT-WST LIF&AN INS 16,819 4,528 11,541 GRUMA SA DE C V ADS NONE 15,GRUPO CASA AUTREY SA 26,800 27,218 4,950 GRUPO ELEKTRA SA CV 13,286 62,986 106,582 GRUPO INDUST DURANGO 15,500 15,500 1,409 GRUPO INDUSTL MASECA 33,120 24,820 14,877 GRUPO RADIO CENT-ADS 2,500 17,707 119,127 GRUPO TELEVISA (GDS) 1,599,653 1,450,099 679,550 GTECH HLDGS CORP 405,699 266,029 100,318 GUANGSHEN RWY CO-ADS 25,009 60,640 84,805 GUCCI GROUP NV 285,126 234,987 59,032 GUESS ? INC 136,957 146,082 144,509 GUIDANT CORPORATION 5,787,262 4,793,170 2,168,727 GUILFORD MILLS INC 54,517 28,396 66,645 GULF CANADA RES LTD 249,007 290,887 363,482 GULF INDONISIA RES 47,426 10,580 116,814 H&Q HEALTHCARE INVST 14,995 16,932 44,664 H&Q LIFE SCI INVEST 120,037 165,619 22,927 HAEMONETICS CORP 122,268 68,957 43,264 HALLIBURTON CO-HLDG 15,034,147 11,188,755 3,193,500 HA-LO INDUSTRIES INC 693,196 1,125,557 139,514 HANCOCK FABRICS INC 5,105 1,554 60,955 HANDLEMAN CO 117,747 108,889 55,509 HANGER ORTHOPEDIC GP 106,924 120,840 73,291 HANNA (MA) COMPANY 457,963 1,437,591 245,027 HANOVER COMPRESSOR 4,269,776 4,825,440 236,786 HANSON PLC (NEW-ADS) 314,853 285,459 66,377 HARCOURT GENERAL 698,030 811,053 134,373 HARLAND (JOHN H) CO 90,474 81,579 44,486

HM HOMESTAKE MINING CO 1,344,475 1,593,119 1,124,114 HNI HON INDUSTRIES INC 401,886 399,543 57,032 HMC HONDA MOTOR CO (ADS) 123,304 100,249 10,591 HON HONEYWELL INT'L INC 5,073,224 9,042,741 4,632,291 HMN HORACE MANN EDUCATOR 573,061 209,112 289,595 HRL HORMEL FOODS CORP 893,509 1,017,440 125,982 HPT HOSPITALITY PROP TRT 135,819 182,940 114,377 HMTPRA HOST MARRIOTT CL-A 7,515 3,610 5,423 HMTPRB HOST MARRIOTT CL-B 4,898 2,100 6,973 HMT HOST MARRIOTT CORP 8,866,416 9,217,698 589,709 HTN HOUGHTON MIFFLIN CO 820,763 691,418 103,532 HIPRX HOUSEHOLD CAP TRST V 1,451 11,423 58,018 HI HOUSEHOLD INTL 4,354,292 3,964,268 1,305,118 THX HOUSTON EXPL CO 89,024 86,974 40,505 HWL HOWELL CORP 763,419 758,858 9,732 HRP HRPT PROP TRUST 295,169 481,349 634,268 HSE HS RESOURCES INC 49,792 63,667 61,377 HSB HSB GROUP INC (HLDG) 904,308 832,667 145,432 HBBPRB HSBC BK PLC SR B 200 5,426 12,382 HBC HSBC HOLDINGS PLC 517,507 409,912 90,745 HNP HUANENG PWR INTL-ADS 219,674 293,065 339,800 HUBA HUBBELL INC CL A 9,200 9,744 6,732 HUBB HUBBELL INC CL B 697,242 662,370 134,941 HU HUDSON UNITD BANCORP 846,790 815,960 126,005 HUF HUFFY CORP 7,437 9,490 66,018 HUG HUGHES SUPPLY INC 299,017 343,727 43,477 HGT HUGOTON ROYALTY TRST 12,151 15,434 51,609 HUM HUMANA INC 653,992 769,400 962,418 HUN HUNT CORP 100 18,400 4,477 HTD HUNTINGDON LIFE SCIENCE 17,377 74,221 32,600 HBP HUTTIG BUILD PROD 7,998 8,264 28,423 HYC HYPERCOM CORP 679,151 695,660 25,395 HTO HYPERION 2005 INVEST 10,000 NONE 20,427 HTR HYPERION TOTAL RTN 31,664 31,065 39,214 IBP IBP, INC. 2,111,512 1,853,147 309,300 IBN ICICI BANK LIMITED 522,300 601,020 81,636 IC ICICI LIMITED ADS 134,200 36,400 195,345 ICN ICN PHARMA INC 3,451,062 3,387,407 585,605 IDA IDACORP INC(HLDG CO) 403,867 338,311 144,427 IEX IDEX CORP 1,162,495 1,191,173 27,014 IEU IES UTILITIES-7-7/8% 9,404 11,IHP IHOP CORP 101,928 111,915 29,541 IKN IKON OFFICE SOLUTION 1,513,628 1,627,835 510,805 ITW ILL TOOL WORKS INC 5,939,841 6,720,822 602,864 IMN IMATION CORP 571,062 532,913 208,509 IGL IMC GLOBAL INC 5,919,227 5,431,572 307,650 IGLWS IMC GLOBAL WTS-12/00 13,611 17,882 5,745 IMR IMCO RECYCLING INC. 334,300 332,122 58,836 ICI IMPER CHEM (ADS) 349,644 323,691 111,305 IMP IMPERIAL BANCORP 298,999 566,153 174,073 ITY IMPERIAL TOBACCO GRP 12,919 7,408 14,564 RX IMS HEALTH INC 3,808,494 2,542,767 1,428,195 N INCO LIMITED 1,421,610 1,365,244 532,559 NVB INCO LTD CL VBN SHS 6,051 8,527 7,205 IFN INDIA FUND 179,500 174,900 102,823 IGF INDIA GROWTH FUND 3,46,482
IMK INDIANA MI POW 7.60% 3,300 1,000 8,382 IF INDONESIA FUND 61,231 59,031 11,250 NTZ INDUST NATUZZI (ADR) 900 7,735 73,882 IBA INDUSTRIAS BACHOCO 6,266 NONE 12,209 NDE INDYMAC MTGE HLDGS 820,461 668,853 290,536 IFX INFINEON TECH AG 226,176 237,126 175,795 INF INFINITY BRDCST CORP 4,029,450 3,830,029 1,031,059 IN INFONET SERV CORP 1,080,993 605,839 487,336 IHI INFORMATION HLDGS INC 40,983 54,707 34,400 INGPRB ING CAP. FD TST II 2,284 Not Listed 34,780 INGPRA ING CAPITAL FD TST I 1,400 9,777 17,895 ING ING GROEP NV (ADSS) 847,353 355,901 94,609 IRPRI INGERSLL-RAND INCOME 225,235 293,200 49,868 IR INGERSOLL-RAND CO 2,093,671 2,210,052 843,605 IM INGRAM MICRO INC 1,481,386 2,607,148 406,555 KPA INNKEEPERS USA TRUST 85,576 69,495 153,895 KPAPRA INNKEEPERS USA TST 8.625 NONE 2,555 4,777 IO INPUT/OUTPUT INC 735,491 1,086,218 132,605 IFS INSIGNIA FIN GRP INC 552,236 536,144 18,559 PIF INSURED MUNI INC FD 10,511 7,461 21,209 IFF INT FLAVORS & FRAG 1,449,306 1,641,488 323,327 IEE INTEG ELECTRIC SERV 103,278 99,547 31,209 IHF INTERNATIONAL HOME 125,304 153,134 617,764 IPX INTERPOOL, INC. 7,936 12,813 20,127 IPG INTERPUBLIC GROUP 4,241,925 5,301,256 1,150,550 IBC INTERSTATE BAKERIES 2,188,765 8,622,059 1,290,568 ITN INTERTAN INC 48,450 92,959 92,673 ITP INTERTAPE POLY GRP 106,683 74,600 13,523 IBI INTIMATE BRANDS INC 1,317,506 2,039,043 537,636 IAL INTL ALUMINUM CORP 3,100 18,700 3,891 IBM INTL BUSINESS MACH 8,920,297 8,998,457 6,532,191 ICM INTL DE CERAMICA-ADS NONE 4,739 2,795 IGT INTL GAME TECHNOLOGY 905,556 959,190 336,441 IMC INTL MULTIFOODS CORP 171,707 308,526 35,877 IPP INT'L PAPER 7 7/8% CAP 8,418 16,047 37,873 IP INTL PAPER CO 9,300,362 8,981,516 2,592,859 IRF INTL RECTIFIER CORP 2,773,730 1,674,107 1,841,527 ISP INT'L SPEC PRODS INC 93,855 78,849 28,382 IDR INTRAWEST CORP 237,879 240,204 13,455 IVC INVACARE CORPORATION 870,539 856,783 51,059 GHS INVESCO GLOBAL HLTH 8,322 24,620 115,664 PPM INVEST GRADE MUNI 9,400 8,912 8,055 ITG INVEST TECH GROUP 375,165 614,077 144,991 IOM IOMEGA CORPORATION 11,409,446 12,694,746 1,334,105 ION IONICS, INCORP. 297,943 370,755 23,682 IPL IPALCO ENTERPRISES 603,171 1,246,690 385,386 IPS IPSCO INC (COM SHS) 149,162 146,519 2,255 IRM IRON MOUNTAIN INCORP 1,940,443 1,636,120 101,177 IRT IRT PROPERTY CO 21,087 13,953 59,032 IST ISPAT INTL N.V. 108,907 114,056 127,918 SFI ISTAR FINANCIAL INC 244,309 382,343 101,477 ITXPR IT GROUP INC DP PFD 17,177 14,ITX IT GROUP, INC 329,572 367,221 149,114 ITA ITALY FUND INC 5,400 5,400 11,877 ESI ITT EDUCATIONAL SVCS 627,025 572,233 75,195 IIN ITT INDUSTRIES (IND) 665,505 974,299 328,795

MCW MCDONALD'S 7-1/2% 36 3,579 1,000 7,923 MCJ MCDONALD'S 7-1/2%'37 5,7,118 MCD MCDONALD'S CORP 10,342,141 11,418,123 4,130,768 MHP MCGRAW-HILL COS INC 1,169,282 1,139,243 558,791 MCK MCKESSON CORPORATION 10,823,345 12,713,864 1,228,495 MMR MCMORAN EXPLORATION CO 72,772 90,367 39,841 MCN MCN ENERGY GROUP INC 782,777 1,403,440 379,686 MCNPRS MCN FINANCING II 6,500 2,460 2,609 MDZ MDS INC 34,227 25,MDU MDU RESOURCES GROUP 277,098 264,615 75,482 MEA MEAD CORP 1,804,655 1,588,745 641,082 MIG MEADOWBROOK INS GRP 5,100 5,100 7,641 MRX MED PHRMCUTCL CORP 140,101 239,123 177,368 MDA MEDIA ARTS GROUP,INC 697,366 711,628 20,955 UMX MEDIAONE GRP (PIES) 425,930 256,880 91,695 MAI MEDICAL ASSURANCE 96,928 93,055 28,573 MTPR MEDITRUST CORP-D/S A 25,200 25,800 9,955 MT MEDITRUST CORP-PAIRD 431,425 575,292 256,100 MDX MEDPARTNRS6-1/2%TAPS 264,009 345,092 34,495 MDT MEDTRONIC INC 13,125,098 11,748,867 2,254,700 MEL MELLON FINANCAL CORP 5,620,226 5,490,851 1,622,236 WFR MEMC ELECTRONIC MATL 406,661 536,499 81,764 MRF MENTOR INCOME FUND 10,884 17,596 17,600 MUKPRA MEPC INTL CAP (QUIP) 14,911 9,258 43,368 JEM MER LYN "MITTS" 6/02 35,062 27,252 52,605 MIM MER LYN "MITTS" 9/02 5,168 2,894 6,173 IEM MER LYN "MITTS" 9/6,MERPRF MER LYN 7.28% TOPRS 1,725 4,600 39,473 MERPRB MER LYN 7-3/4% TOPRS 8,982 1,000 11,023 MRK MERCK & CO 14,181,046 13,845,120 6,062,368 MCY MERCURY GENERAL CORP 637,844 556,147 82,436 MDP MEREDITH CORP 860,632 997,800 149,450 MDG MERIDIAN GOLD INC 155,324 33,278 59,386 TMR MERIDIAN RES CORP 191,893 178,776 237,418 MHX MERISTAR HOSPITALITY 204,927 339,003 136,550 MTH MERITAGE CORPORATION 97,092 92,000 11,950 MERPRE MERL LYNCH PFD 7.12% 6,15,986 BOB MERRIL LYNCH STRYPES 3,500 NONE 6,350 MERPRD MERRIL LYNCH TRT III NONE 3,600 24,459 MER MERRILL LYNCH & CO 5,873,384 7,100,858 2,499,009 DJM MERRILL LYNCH MITTS NONE 18,400 5,182 MERPRC MERRL LYNCH 8% TOPRS 18,417 1,800 21,027 MCC MESTEK INC 5 25,470 2,914 MUI METALS USA INC 43,777 40,269 37,736 MET METLIFE INC 12,146,027 13,818,492 2,385,914 MIU METLIFE INC 8% ESU 49,249 29,900 165,700 MPR MET-PRO CORPORATION NONE 3,355 8,314 MXT METRIS COMPANIES INC 2,595,531 2,555,934 424,873 MGM METRO-GOLDWYN-MAYER 3,199,191 3,272,120 192,609 MX METSO CORPORATION 2,5,959 MTD METTLER-TOLEDO INTL 139,434 131,162 153,950 MXE MEXICO EQUITY & INCM 27,800 47,300 28,582 MXF MEXICO FUND INC 381,067 395,280 155,132 MCR MFS CHARTER INCOME 56,997 36,467 82,177 MGF MFS GOVT MKTS 71,904 77,042 68,818 MIN MFS INTER INC TR 31,858 35,462 160,032
MMT MFS MULTIMKT INCM TR 47,372 8,820 124,355 MFM MFS MUNICIPAL INCOME 45,467 45,670 40,464 MFV MFS SPECIAL VALUE TR 43,390 42,221 7,045 MGI MGI PROPERTIES 7,63,391 MTG MGIC INVEST CORP 778,188 695,768 590,986 MGG MGM MIRAGE 4,405,730 5,349,287 507,332 MSR M-HLDGS INS FUND III 2,383 19,930 7,727 MFI MICROFINANCIAL INC. NONE 3,500 4,059 MU MICRON TECHNOLOGY 16,354,549 15,853,028 6,323,282 MME MID ATLANTIC MED SVC 514,549 392,398 276,700 MAA MID-AMER APART COMMU 53,538 65,114 24,255 MAAPRB MID-AMER APRT 8 7/8% 1,428 3,568 1,623 MAAPRC MID-AMER APT 9 3/8% SER C 15,278 1,978 2,364 MDS MIDAS INC 56,349 82,310 39,191 MRR MID-ATLANTIC REALTY 296,961 296,561 10,995 MWY MIDWAY GAMES INC 399,423 358,389 200,482 MEH MIDWEST EXPRESS HLDG 387,633 375,556 33,350 MHU MIIX GROUP, INC. 11,750 4,325 25,477 MKS MIKASA INC 1,007 15,447 1,950 MZ MILACRON INC. 450,382 378,275 110,309 MCH MILLENNIUM CHEMICALS 536,508 531,629 225,177 MLR MILLER INDUSTRIES 307,946 310,148 228,409 MIL MILLIPORE CORP 431,454 506,832 517,700 MLS MILLS CORP (THE) 400,537 399,776 73,241 MTX MINERALS TECHS 404,224 325,310 73,950 MMM MINN MNG & MFG (3M) 2,669,944 2,265,816 1,193,918 MPL MINNESOTA POWER, INC 1,618,673 1,786,464 147,209 MQC MINOLTA-QMS,INC. 35,765 35,700 9,782 MEPRA MISSION CPTL "MIPS"A 200 2,200 16,700 GRO MISSISSIPPI CHEMICAL 538,794 543,352 47,436 MND MITCHELL ENERGY CL A 25,932 30,689 70,973 MLT MITEL CORP 256,732 234,844 173,173 MIJ MITTS DUE SEPT 2005 18,117 29,100 6,805 MBT MOBILE TELESYST OJSC 21,140 538,544 108,232 MPS MODIS PROF SERV INC. 1,244,744 1,326,115 279,118 MHK MOHAWK INDUSTRIES 757,266 930,896 146,973 MNC MONACO COACH CORP 217,853 75,555 75,632 MCT MONSANTO COMPANY 165,640 169,122 73,791 MTPPRA MONTANA PWR CAPTL I 7,236 4,291 1,323 MTP MONTANA PWR CO 696,085 864,121 604,282 MTS MONTGOMERY ST INC-MD 5,114 3,900 8,345 MNY MONY GROUP INC,(THE) 472,397 267,439 86,473 MCL MOORE CORP LTD 27,930 28,482 134,386 JPMPRH MORGAN (JP) D/S-H 3,046 NONE 1,309 JPM MORGAN (JP) & CO 1,741,464 905,956 1,401,800 IQN MORGAN DN NY QLTY 12,603 17,163 2,777 MGC MORGAN GRENFELL SMLL 8,840 6,340 21,718 MOR MORGAN KEEGAN INC 191,868 178,503 43,577 AFF MORGAN STAN AFRICA 38,23,464 APF MORGAN STAN ASIA-PAC 702 4,804 119,586 MSF MORGAN STAN EMER MKT 10,000 NONE 59,732 MSY MORGAN STAN HIGH YLD 80,137 72,213 16,691 IIF MORGAN STAN INDIA 42,000 6,352 167,668 MWD MORGN STAN DEAN WITT 11,214,351 11,719,201 2,590,250 MWDPRF MORGN STAN DW-D/S A 55,300 2,300 9,091 MSE MORGN STAN FIN 8.40% 150 4,943 13,727

OII OCEANEERING INTL 188,098 164,932 109,355 OTL OCTEL CORP. 5,554 10,254 17,250 OCN OCWEN FINANCIAL CORP 542,935 501,757 81,127 ODP OFFICE DEPOT INC 7,592,788 7,528,950 4,062,823 OMX OFFICEMAX INC 882,595 858,978 543,755 OG OGDEN CORP 789,103 758,928 248,623 OGE OGE ENERGY (HLDG CO) 1,723,166 1,768,922 172,050 OJA OHIO POWER CO 7.92% 1,600 4,500 1,036 OJB OHIO PWR CO 7-3/8% A 3,335 7,606 7,495 VIP OJSC VIMPEL-COMM-ADS 903,133 1,039,600 206,786 OK OLD KENT FIN CORP 1,319,900 1,359,992 147,009 ORI OLD REPUBLIC INTL 854,538 692,286 744,950 OLN OLIN CORPORATION 326,684 200,268 192,573 OMG OM GROUP INC 430,711 441,283 69,250 OHI OMEGA HLTHCARE INVST 178,362 273,578 92,814 OHIPRB OMEGA HLTHCRE8.625%B 2,493 NONE 2,727 OMM OMI CORPORATION 3,259,364 2,809,100 402,195 OCR OMNICARE INC 1,632,414 1,597,807 672,209 OMC OMNICOM GROUP INC. 6,677,222 6,217,264 688,827 OMN OMNOVA SOLUTIONS INC 49,495 45,572 193,527 ONBPRA ONB CAPITAL TRUST I 33,522 13,290 3,705 OCQ ONEIDA LTD 28,946 30,702 24,445 OKE ONEOK INC. 768,576 712,733 55,418 VIPT OPN JNT STK CO VMP-C 38,300 Not Listed 50,338 OMS OPPEN MULTI-SECTOR 28,910 24,286 34,041 OE ORBITAL ENGINE (ADR) 234,781 263,390 52,145 ORB ORBITAL SCIENCES CORP 3,191,725 3,445,414 164,627 OS OREGON STEEL MILLS 31,083 50,290 130,468 OEH ORIENT-EXP HOTELS 77,925 Not Listed 5,556,200 IX ORIX CORP 5,420 5,220 9,932 OCA ORTH CENTR OF AMER 5,206,459 5,276,473 299,123 OSI OUTBACK STEAKHOUSE 3,161,456 3,086,312 676,055 OSG OVERSEAS SHIPHOLD 31,941 32,986 53,145 OMI OWENS & MINOR (HLDG) 2,898,427 2,867,717 246,991 OWC OWENS CORNING 7,145,595 6,395,014 1,021,336 OI OWENS-ILLINOIS INC 5,513,563 5,173,926 403,877 OIPRA OWENS-ILLINOIS$2.4,150 48,991 OXM OXFORD IND INC 43,283 24,642 16,582 OXYPRB OXY CAPITAL TRUST I 5,306 13,589 31,986 GLT P.H. GLATFELTER CO. 82,613 83,819 71,118 BOH PACIF CENTURY FINL 160,651 296,239 274,627 PAG PACIFIC GULF PROPS 43,326 132,762 63,391 PPWPRA PACIFICORP CAPITAL I 5,900 1,653 8,482 PPWPRB PACIFICORP CAPITL II 113 3,800 3,264 PTV PACTIV CORPORATION 825,306 1,252,773 920,459 PWJ PAINE WEBBER INC 908,563 1,289,565 1,999,700 PKF PAKISTAN INVESTMENT 7,52,823 PLL PALL CORP 2,348,266 1,687,867 647,823 PNP PAN PACIF RETAIL PRP 1,386 4,558 35,023 PB PANAMER BEVERAGES"A" 567,076 267,649 266,677 PVI PANAVISION INC 13,500 25,742 3,459 PKE PARK ELECTROCHEMICAL 246,746 281,844 42,436 PKD PARKER DRILLING CO 701,607 950,559 497,400 PH PARKER-HANNIFIN CORP 389,623 423,262 610,400 PKY PARKWAY PROPERTIES 7,766 9,915 19,595 PRE PARTNERRE LTD 225,326 333,164 213,755

ROC ROC TAIWAN FUND 15,195 1,335 87,823 RKT ROCK-TENN COMPANY 68,148 65,739 26,932 ROK ROCKWELL INTL 1,717,750 1,338,173 576,945 RCN ROGERS CANTEL MOBILE 25,200 35,700 9,986 RG ROGERS COMMUNICATION 4,178,050 5,182,668 166,186 ROG ROGERS CORP. 22,022 18,949 20,759 ROH ROHM AND HAAS CO 2,774,705 2,030,530 1,238,536 ROL ROLLINS INC 481,082 489,716 11,555 RLC ROLLINS TRUCK LEASNG 26,448 24,212 76,741 ROP ROPER INDUSTRIES INC 491,121 438,579 129,177 ROS ROSTELECOM OPEN CO 324,673 230,268 148,982 ROU ROUGE INDUSTS (HLDG) 2,154 124,085 53,627 RSE ROUSE COMPANY 1,948,552 1,944,145 116,186 RSEPRB ROUSE COMPANY-SER B 9,600 NONE 4,191 RDC ROWAN COMPANIES 1,496,681 987,199 1,380,350 ROW ROWE FURNITURE CORP 5,500 5,501 7,514 RAM ROYAL APPLIANCE MFG 141,647 140,810 32,336 RY ROYAL BANK OF CANADA 58,403 73,226 5,891 RBSPRD ROYAL BNK SCOT-ADS D 9,300 4,200 8,032 RBSPRX ROYAL BNK SCT X-CAPS 9,100 19,509 4,109 RCL ROYAL CARIBBEAN 1,753,014 1,762,958 453,323 RD ROYAL DTCH PTRL-1.25 5,797,345 6,654,998 2,094,327 RYG ROYAL GROUP TECH LTD 2,749,090 2,455,939 38,073 KPN ROYAL PTT NEDERLAND 127,929 117,713 47,855 RVTPR ROYCE VALU TRT 7.80% 200 2,500 4,114 RVT ROYCE VALUE TRUST 12,783 12,707 34,900 RES RPC INC 6,091 4,187 4,400 RPM RPM INC 1,660,369 1,064,882 325,395 RTI RTI INT'L METALS INC 316,772 360,463 52,714 RI RUBY TUESDAY (GA) 810,188 1,033,700 188,582 RDK RUDDICK CORP 224,891 285,014 53,323 RUS RUSS BERRIE & CO INC 13,151 7,878 27,627 RML RUSSELL CORP 350,261 555,246 88,218 RBSPRI RYAL BNK OF SCTL GRP 1,300 11,150 9,000 R RYDER SYSTEM INC 747,411 698,034 590,709 RT RYERSON TULL,INC(NEW 338,927 316,207 81,136 RBSPRH RYL BNK OF SCTLD ADS H 3,330 NONE 11,577 RYL RYLAND GROUP INC 93,283 87,860 34,041 XSB S&P 500 EQUITY LINK 42,211 40,PEF S&P PROTCTD EQUTY FD 1,500 27,693 37,391 SSA SAATCHI&SAATCHI PLC 208 2,865 6,473 SBR SABINE ROYALTY TRUST 81,854 74,576 8,632 TSG SABRE GROUP HOLDINGS 2,530,056 1,853,681 810,668 SFE SAFEGUARD SCIENTIFIC 7,390,044 8,224,434 872,577 SWY SAFEWAY INC 7,351,464 8,524,010 1,436,991 AGS SAGA SYSTEMS,INC. 543,099 379,873 195,964 SKS SAKS INCORPORATED 1,328,200 2,270,242 1,110,645 HIX SALMN BROS HI INC II 4,407 10,155 141,495 SBG SALOMON BROS 2008 WW 21,500 9,326 44,191 SBF SALOMON BROS FUND 279,232 212,552 155,955 HIF SALOMON BROS HI INCM 108,373 93,211 6,123 SBW SALOMON BROS WLDWDE 25,700 27,500 25,468 SFP SALTON INC 4,748,691 4,731,580 119,050 SJT SAN JUAN BASIN ROYAL 48,030 28,925 48,364 IMI SANPAOLO IMI S.P.A. 97,805 94,411 10,982 SDC SANTA FE INTL CORP 431,285 341,169 780,300

DIS WALT DISNEY-HLDG CO. 56,113,661 54,871,064 4,900,282 WLT WALTER INDUSTRIES 777,560 762,507 55,300 WAC WARNACO GROUP CL A 4,564,213 5,130,263 555,786 WGL WASHINGTON GAS LT CO 247,399 261,923 63,455 WM WASHINGTON MUTUAL 7,742,765 8,372,368 2,390,841 WPO WASHINGTON POST CO 89,874 72,121 9,723 WRE WASH'TON REA EST INV 113,789 92,240 59,132 WMI WASTE MANAGEMENT INC 9,055,243 9,343,411 1,595,877 PIK WATER PIK TECHNOLOGIES 28,549 32,815 48,836 WAT WATERS CORPORATION 478,696 650,387 550,032 WSO WATSCO INC 60,323 133,902 19,136 WPI WATSON PHARMACEUTCLS 4,051,207 4,168,256 897,118 WTS WATTS INDUSTRIES INC 46,194 74,645 43,495 WMO WAUSAU-MOSINEE PAPER 131,362 147,827 62,268 WPK WBK STRYPES TRUST 38,315 4,610 79,586 WFT WEATHERFORD INTL INC 8,070,083 7,409,286 978,223 WBB WEBB (DEL) CORP 181,497 86,509 95,977 WECPRA WEC CAPITAL TRUST I 12,379 NONE 17,495 WNI WEIDER NUTRITION INT 6,37,095 WRI WEINGARTEN RLTY INV 45,080 27,362 33,823 WS WEIRTON STEEL CORP 4,111 31,608 43,505 WMK WEIS MARKETS INC 16,792 9,000 10,245 WLM WELLMAN, INC. 250,568 450,503 285,091 WLP WELLPOINT HEALTH-HLD 547,575 767,169 530,209 WFC WELLS FARGO& CO 21,962,067 21,325,785 3,136,841 WENPRT WENDY'S FIN I-TECONS 260,850 233,750 12,295 WEN WENDY'S INTL 2,059,959 1,188,635 508,895 WCC WESCO INTERNATIONAL 7,636 3,380 36,214 WE WESTCOAST ENERGY INC 225,997 153,671 8,650 WDC WESTERN DIGITAL CORP 6,684,352 6,553,413 1,532,677 WGR WESTERN GAS RES 1,048,156 925,841 91,014 WR WESTERN RESOURCES 3,504,086 4,085,678 386,991 WEA WESTFIELD AMERICA 103,799 106,244 33,200 WBK WESTPAC BNKG (ADS) 695,217 443,034 27,618 WXS WESTPOINT STEVENS 6,878,744 6,784,229 168,805 W WESTVACO CORP 375,222 345,621 407,895 WON WESTWOOD ONE, INC. 957,171 855,030 384,000 WY WEYERHAEUSER CO 1,846,006 1,547,055 869,541 WHR WHIRLPOOL CORP 497,025 1,179,404 742,423 WTM WHITE MOUNT INS GRP 54,100 54,111 3,777 JWL WHITEHALL JEWELLERS 272,959 101,980 288,450 WH WHITMAN CORPORATION 811,081 735,999 247,673 WHX WHX CORP (HLDG CO) 4,565,387 4,546,327 27,377 WLL WILLAMETTE INDUSTS 856,572 589,764 330,777 WG WILLBROS GROUP INC 28,500 28,500 15,959 WLS WILLIAM LYON HOMES 6,265 5,855 11,623 WTU WILLIAMS COAL SEAM 50,785 48,389 26,409 WCG WILLIAMS COMM GRP 2,176,328 2,809,716 566,964 WMB WILLIAMS COMPANIES 6,222,617 6,247,930 1,462,914 WSM WILLIAMS-SONOMA INC 2,090,090 2,240,982 255,505 WL WILMINGTON TRST CORP 391,273 350,492 91,300 WIN WINN-DIXIE STORES 2,975,738 3,176,879 194,941 WGO WINNEBAGO IND 273,914 274,583 46,045 WXH WINSTON HOTELS INC 1,494 3,886 57,750 WEC WISCONSIN ENERGY 3,300,890 3,323,925 381,268 WZR WISER OIL CO 13,400 22,084 20,059