-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, J/mnhWavu4mwlZBit13TerH6mAKabOjH5UmlfXm6Cfe1Gg6z2LljzdvUvdfbVp2I OFxv8XkCLUyT2GdK3LIfZQ== 0001096338-01-500157.txt : 20010815 0001096338-01-500157.hdr.sgml : 20010815 ACCESSION NUMBER: 0001096338-01-500157 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010630 FILED AS OF DATE: 20010814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LEGG MASON INC CENTRAL INDEX KEY: 0000704051 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 521200960 STATE OF INCORPORATION: MD FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01700 FILM NUMBER: 1713860 BUSINESS ADDRESS: STREET 1: 100 LIGHT ST CITY: BALTIMORE STATE: MD ZIP: 21202-1476 BUSINESS PHONE: 4105390000 MAIL ADDRESS: STREET 1: 100 LIGHT ST CITY: BALTIMORE STATE: MD ZIP: 21202-1476 13F-HR 1 f13_combination.txt F13 COMBINATION UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D. C. 20549 FORM 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2001 Check here if Amendment [ ]; Amendment Number: This Amendment: (Check only one.): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Legg Mason, Inc. Address: 100 Light Street Baltimore, MD 21202 13F File Number: 28-1700 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of the Reporting Manager: Name: Timothy C. Scheve Title: Sr. Ex. Vice President Phone: 410-454-3232 Signature, Date, and Place of Signing _______________________________________________________________________________ Timothy C. Scheve Baltimore, MD August 14, 2001 I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Legg Mason, Inc. ('Legg Mason') is the parent company of a number of operating subsidiaries that qualify as 'institutional investment managers' for purposes of the reporting requirements under Section 13(f) of the Securities Exchange Act of 1934 (the 'Act') and the rules promulgated thereunder. Legg Mason itself does not in fact exercise, and therefore disclaims, investment discretion with respect to any Section 13(f) securities positions over which its subsidiaries exercise investment discretion. To the extent, however, that Legg Mason's ownership interest in its subsidiaries gives rise to a Form 13F filing obligation on behalf of Legg Mason, the information required by Form13F is reported herein on behalf of certain of Legg Mason's subsidiaries which are themselves institutional investment managers subject to Section 13(f) of the Act. The Section 13(f) securities positions of Arthur Karafin Investment Advisers, Inc., Barrett Associates, Inc., Bartlett & Co., Batterymarch Financial Management, Inc., Berkshire Asset Management, Inc., Bingham Legg Advisors LLC, Brandywine Asset Management, Inc., Gray Seifert & Co., Inc., Legg Mason Capital Management, Inc., Legg Mason Funds Management, Inc., Legg Mason Trust, fsb, Legg Mason Wood Walker, Incorporated, LeggMason Investors Asset Managers, plc, LMM, LLC, and Perigee Investment Counsel, Inc., all of which are subsidiaries of Legg Mason, are included in this Form 13F report. This report sets forth the total holdings of each subsidiary independently and in alphabetical order by subsidiary. List of other managers reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 15 Form 13F Information Table Entry Total: Form 13F Information Table Value Total: List of Other Included Managers: No. 13F File No. Manager Name 1 28-6485 Arthur Karafin Investment Advisers,Inc. 2 28-3658 Barrett Associates, Inc. 3 28-1891 Bartlett & Co. 4 28-0377 Batterymarch Financial Management, Inc. 5 28-5034 Berkshire Asset Management, Inc. 6 28-6393 Bingham Legg Advisors LLC 7 28-2204 Brandywine Asset Management, Inc. 8 28-1062 Gray, Seifert & Co., Inc. 9 28-1701 Legg Mason Capital Management, Inc. 10 28-6395 Legg Mason Funds Management, Inc. 11 28-6397 Legg Mason Trust, fsb 12 28-5474 Legg Mason Wood Walker, Incorporated 13 28- LeggMason Investors Asset Managers, plc 14 28-6399 LMM, LLC 15 28-7412 Perigee Investment Counsel, Inc. FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Arthur Karafin Investment Advisers, Inc. For Positions Held As Of 6/30/2001) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c)
- --------------------------------------------------------------------------------------------------------------------------------- Abbott Labs Com 002824100 368 7660 x 1 7,660 Aflac Corp. New Com 001055102 1,714 54424 x 1 54,424 Airborne Inc Com Com 009269101 132 11400 x 1 11,400 Ameren Corp. Com 023608102 1,260 29500 x 1 29,500 American Express Co. Com 025816109 1,559 40192 x 1 40,192 American General Corp. Com 026351106 267 5742 x 1 5,742 American Home Products Corp Com 026609107 362 6162 x 1 6,162 American International Group ICom 026874107 2,243 26381 x 1 26,381 Amerigas Partners L P LTD Part P4030975106 174 7500 x 1 7,500 Amgen Inc. Com 031162100 876 14430 x 1 14,430 Amr Corp PFD QTR 30/3001765866 357 9887 x 1 9,887 AOL Time Warner Inc Com 00184A105 4,414 83288 x 1 83,288 Applied Materials Inc Com 038222105 241 4900 x 1 4,900 AT & T Corp. Com 001957109 1,745 79298 x 1 79,298 AT&T Corp - Liberty Media - A Com 001957208 1,477 84472 x 1 84,472 AT&T Corp Wireless Tracking Com 001957406 1,597 97686 x 1 97,686 Bank of America Corp. Com 060505104 224 3726 x 1 3,726 Bank One Corp. Com 06423A103 175 4900 x 1 4,900 Bausch & Lomb Inc. Com 071707103 1,015 27994 x 1 27,994 Bedford Property Investors Com 076446301 1,644 78450 x 1 78,450 BellSouth Corp. Com 079860102 239 5932 x 1 5,932 Beverly Enterprises Inc. New Com 087851309 562 52500 x 1 52,500 Biogen Inc. Com 090597105 1,305 24000 x 1 24,000 Black & Decker Corp. Com 091797100 2,245 56900 x 1 56,900 Block H & R Inc. Com 093671105 1,211 18760 x 1 18,760 Boeing Co. Com 097023105 673 12101 x 1 12,101 Boston Scientific Corp. Com 101137107 236 13900 x 1 13,900 BRE Properties Inc. Cl A Com 05564E106 1,779 58700 x 1 58,700 Bristol-Myers Squibb Co. Com 110122108 3,415 65297 x 1 65,297 Camden Property Trust Com 133131102 2,167 59050 x 1 59,050 Capitol Federal Financial Com 14057C106 191 9900 x 1 9,900 Caterpillar Inc. Com 149123101 608 12150 x 1 12,150 Champion Enterprises Inc. Com 158496109 142 12500 x 1 12,500 Chevron Corp. Com 166751107 299 3307 x 1 3,307 Chubb Corp. Com 171232101 155 2000 x 1 2,000 Cisco Systems Inc. Com 17275R102 513 28188 x 1 28,188 Citigroup Inc PFD QTR 30/3172967507 5,724 108331 x 1 108,331 Claire's Stores, Inc. Com 179584107 492 25400 x 1 25,400 Clorox Co. Com 189054109 344 10154 x 1 10,154 Coach Inc Com 189754104 458 12037 x 1 12,037 Coca Cola Co. Com 191216100 396 8805 x 1 8,805 Colonial Properties Trust Com 195872106 333 10800 x 1 10,800 Compaq Computer Corp. Com 204493100 577 37680 x 1 37,680 Conagra Inc. Com 205887102 834 42085 x 1 42,085 Conoco Inc Com 208251405 337 11652 x 1 11,652 Constellation Energy Group Com 210371100 230 5400 x 1 5,400 Cornerstone Bancorp Inc. Com 218925105 142 9033 x 1 9,033 CVS Corp Com 126650100 436 11300 x 1 11,300 DaimlerChrysler A.G. ADR D1668R123 1,635 35467 x 1 35,467 Dell Computer Corp. Com 247025109 871 33300 x 1 33,300 Dial Corp. Com 25247D101 241 16900 x 1 16,900 Dow Jones & Co Com 260561105 920 15400 x 1 15,400 DPL Inc. Com 233293109 226 7796 x 1 7,796 Du Pont (EI) de Nemours and CoCom 263534109 1,350 27987 x 1 27,987 Duke Energy Corp. Com 264399106 198 5088 x 1 5,088 Eastman Kodak Co. Com 277461109 1,072 22959 x 1 22,959 EMC Corp. Com 268648102 1,040 35560 x 1 35,560 Equity Residential Properties Comst29476L107 1,680 29704 x 1 29,704 Exelon Corp Com 30161N101 304 4746 x 1 4,746 Exxon Mobil Corp. Com 30231G102 1,630 18663 x 1 18,663 Fannie Mae Com 313586109 12,529 147348 x 1 147,348 Federal Realty Investment TrusCom 313747206 874 42150 x 1 42,150 Federal Signal Corp. Com 313855108 534 22732 x 1 22,732 First Tennessee Com 337162101 1,454 41900 x 1 41,900 First Union Corp. Com 337358105 1,877 53728 x 1 53,728 Fleet Boston Financial Corp. Com 339030108 1,833 46467 x 1 46,467 Ford Motor Co. Com 345370860 680 27691 x 1 27,691 FPL Group Inc. Com 302571104 1,704 28298 x 1 28,298 Fulton Financial Corp. Com 360271100 437 21547 x 1 21,547 Gateway Inc. Com 367626108 946 57500 x 1 57,500 General Dynamics Corp. Com 369550108 624 8014 x 1 8,014 General Electric Co. Com 369604103 10,481 214997 x 1 214,997 Gillette Co. Com 375766102 1,712 59050 x 1 59,050 Glaxosmithkline PLC - Spons ADADR 37733W105 367 6530 x 1 6,530 Goodyear Tire & Rubber Co Com 382550101 464 16559 x 1 16,559 H J Heinz Co Com 423074103 434 10624 x 1 10,624 Harley Davidson, Inc. Com 412822108 519 11030 x 1 11,030 Hartford Financial Services GrCom I416515104 498 7278 x 1 7,278 Health Care Property InvestorsComc.421915109 3,111 90448 x 1 90,448 Health Care REIT, Inc. Com 42217K106 310 13050 x 1 13,050 Home Depot Inc. Com 437076102 866 18604 x 1 18,604 Honeywell International Inc. Com 438516106 2,714 77575 x 1 77,575 Hospitality Properties Trust Com 44106M102 412 14450 x 1 14,450 Ingersoll-Rand Co. Com 456866102 973 23605 x 1 23,605 Inkeepers USA Trust Com 4576J0104 537 44800 x 1 44,800 Inkine Pharmaceutical Co Inc. Com 457214104 206 42000 x 1 42,000 Intel Corp. Com 458140100 7,159 244743 x 1 244,743 International Business MachineComor459200101 2,921 25849 x 1 25,849 J P Morgan Chase & Co Com 46625H100 3,646 81749 x 1 81,749 Jefferson-Pilot Corp. Com 475070108 184 3802 x 1 3,802 Johnson & Johnson Com 478160104 1,726 34527 x 1 34,527 Kellogg Co Com 487836108 177 6100 x 1 6,100 Keycorp New Com 493267108 1,011 38800 x 1 38,800 Keyspan Corporation Com 49337W100 388 10648 x 1 10,648 Kimberly-Clark Corp. Com 494368103 2,745 49102 x 1 49,102 Kinder Morgan Energy Partners Com 494550106 960 13961 x 1 13,961 Kramont Realty Trust Com Sh BeComnt50075Q107 174 12700 x 1 12,700 Lilly (Eli) & Co. Com 532457108 2,309 31200 x 1 31,200 LSI Logic Corp. Com 502161102 1,542 82000 x 1 82,000 Lubrizol Corp. Com 549271104 537 17300 x 1 17,300 Lucent Technologies Inc. Com GS 549463107 504 81236 x 1 81,236 Macromedia Inc. Com 556100105 218 12100 x 1 12,100 Magna International Inc. ADR 559222401 186 3019 x 1 3,019 Manor Care Inc Com 564055101 254 8000 x 1 8,000 Marsh & Mclennan Cos Inc Com 571748102 1,384 13700 x 1 13,700 May Department Stores Com 577778103 1,900 55471 x 1 55,471 MBIA, Inc. Com 55262C100 2,307 40695 x 1 40,695 McDonalds Corp. Com 580135101 1,395 51550 x 1 51,550 McKesson HBOC Inc. Com 58155Q103 174 4700 x 1 4,700 Mellon Finl Corp Com 58551A108 6,240 139255 x 1 139,255 Merck & Co., Inc. Com 589331107 1,748 27345 x 1 27,345 Merrill Lynch & Co., Inc. Com 590188108 1,087 18340 x 1 18,340 Microsoft Corp. Com 594918104 4,213 57711 x 1 57,711 Minnesota Mining & ManufacturiComCo604059105 155 1360 x 1 1,360 Mirant Corp Com 604675108 180 5221 x 1 5,221 Motorola Inc. Com 620076109 1,439 86878 x 1 86,878 Nationwide Health Properties ICom 638620104 234 11600 x 1 11,600 Novartis AG-ADR ADR 66987V109 506 14000 x 1 14,000 Oracle Corp Com 68389X105 1,691 89000 x 1 89,000 Owens & Minor Inc. New Com 690732102 302 15900 x 1 15,900 Pall Corp. Com 696429307 393 16700 x 1 16,700 Parker Hannifin Corp. Com 701094104 221 5200 x 1 5,200 Paychex Inc. Com 704326107 229 5717 x 1 5,717 Pentair Inc. Com 709631105 1,095 32400 x 1 32,400 Pep Boys Manny Moe & Jack Com 713278109 219 19508 x 1 19,508 PepsiCo, Inc. Com 713448108 2,863 64777 x 1 64,777 Pfizer Inc. Com 717081103 4,226 105530 x 1 105,530 Pharmacopeia Inc. Com 71713B104 1,452 60500 x 1 60,500 Pitney-Bowes, Inc. Com 724479100 2,338 55500 x 1 55,500 PNC Financial Services Group Com 693475105 2,051 31170 x 1 31,170 Procter & Gamble Co. Com 742718109 1,602 25115 x 1 25,115 Progress Energy Inc Com 743263105 294 6550 x 1 6,550 Public Service Enterprise GrouCom 744573106 592 12107 x 1 12,107 Qwest Communications InternatiComl,749121109 564 17712 x 1 17,712 R.H. Donnelly Corp. Com 74955W307 490 15300 x 1 15,300 Rayonier Inc. Com 754907103 228 4900 x 1 4,900 RFS Hotel Investors Inc. Com 74955J108 617 39100 x 1 39,100 Royal Dutch Petroleum Co ADR ADR 780257804 746 12796 x 1 12,796 Sara Lee Corp. Com 803111103 1,656 87413 x 1 87,413 SBC Communications Inc. Com 78387G103 287 7173 x 1 7,173 Schering-Plough Corp. Com 806605101 194 5353 x 1 5,353 Schlumberger Limited Com 806857108 2,014 38255 x 1 38,255 Schwab Charles Corp. Com 808513105 1,430 90804 x 1 90,804 Servicemaster Co Com 81760N109 463 38624 x 1 38,624 Simon Property Group Inc Com 828806109 1,262 42100 x 1 42,100 Southern Co Com 842587107 306 13148 x 1 13,148 Sprint Corp. (FON Group) Com 852061100 318 14900 x 1 14,900 SPX Corp Com 784635104 220 1761 x 1 1,761 Summit Properties Inc. Com 866239106 1,835 68400 x 1 68,400 Sun Microsystems Inc. Com 866810104 920 58540 x 1 58,540 T R W Inc. Com 872649108 1,439 35100 x 1 35,100 Tasty Baking Co. Com 876553306 284 16125 x 1 16,125 Tellabs Inc. Com 879664100 1,017 52500 x 1 52,500 Texaco Inc. Com 881694103 2,625 39375 x 1 39,375 The Walt Disney Co. Com 254687106 2,474 85649 x 1 85,649 Toys 'R' Us Inc. Com 892335100 669 27031 x 1 27,031 Tyco International Ltd Com 902124106 1,510 27704 x 1 27,704 Unisys Corp. Com 909214108 309 21034 x 1 21,034 United Dominion Realty Trust Com 910197102 1,009 70300 x 1 70,300 United Parcel Service Inc Com 911312106 1,364 23603 x 1 23,603 Veritas Software Corp Com 923436109 894 13439 x 1 13,439 Verizon Communications Com 92343V104 5,765 107748 x 1 107,748 Viacom Inc Class B Com 925524308 537 10372 x 1 10,372 Vivendi Universal ADR ADR 92851S204 958 16520 x 1 16,520 W P S Resources Corp. Com 92931B106 133 3780 x 1 3,780 Wal-Mart Stores Inc. Com 931142103 2,433 49854 x 1 49,854 Washington Mutual Inc. Com 939322103 1,419 37777 x 1 37,777 Waste Management Inc. Com 94106L109 422 13700 x 1 13,700 Weingarten Realty Investors Com 948741103 2,002 45650 x 1 45,650 WorldCom, Inc. - MCI Group Com 98157D304 18 1145 x 1 1,145 WorldCom, Inc. - WorldCom GrouCom 98157D106 1,415 99634 x 1 99,634 Yardville National Bancorp N JCom 985021104 192 13725 x 1 13,725 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Barrett Associates, Inc. For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- AOL Time Warner, Inc. Com 00184A105 32426 611803 x 2 134277 477526 Abbott Laboratories Com 002824100 7493 156106 x 2 32000 124106 American Express Co. Com 025816109 388 10000 x 2 6300 3700 American Home Products Com 026609107 4932 83952 x 2 900 83052 American International Group Com 026874107 38500 452889 x 2 98968 353921 Amgen, Inc. Com 031162100 2595 42759 x 2 21434 21325 Anadarko Petroleum Com 032511107 19210 356333 x 2 117700 238633 Armstrong World Industries, InCom 042476101 66 18634 x 2 18634 Automatic Data Processing Com 053015103 29713 597841 x 2 114495 483346 BNY Hamilton Funds Equity IncoCom 05561M408 153 10867 x 2 10867 BP PLC Com 055622104 19235 385858 x 2 111092 274766 Bank of New York, Inc. Com 064057102 1814 37790 x 2 12590 25200 BankAmerica Corp. Com 060505104 413 6885 x 2 1051 5834 Bellsouth Corp. Com 079860102 1273 31608 x 2 600 31008 Berkshire Hathaway, Inc. Cl B Com 084670207 531 231 x 2 31 200 Biogen, Inc. Com 090597105 426 7835 x 2 300 7535 Bristol-Myers Squibb Com 110122108 4819 92135 x 2 1046 91089 CVS Corp. Com 126650100 7095 183800 x 2 64700 119100 Carnival Corp. Com 143658102 1087 35400 x 2 4400 31000 Charles Schwab Corp. Com 808513105 7424 471345 x 2 200762 270583 Chevron Corp. Com 166751107 1904 21042 x 2 700 20342 Chubb Corp. Com 171232101 705 9100 x 2 9100 Cisco Systems Com 17275R102 39736 2183275 x 2 499063 1684212 Citigroup Com 172967101 5669 107286 x 2 24321 82965 Coca Cola Co. Com 191216100 1953 43409 x 2 17509 25900 Colgate-Palmolive Co. Com 194162103 23836 404070 x 2 114350 289720 Computer Associates InternatioCom 204912109 4464 123994 x 2 66110 57884 Computer Sciences Corp. Com 205363104 21084 609370 x 2 174330 435040 Corning, Inc. Com 219350105 333 19900 x 2 19900 Developers Diversified Realty Com 251591103 1934 105200 x 2 25000 80200 DuPont de Nemours Com 263534109 1770 36692 x 2 600 36092 EMC Corp. Com 268648102 15235 520851 x 2 140176 380675 East River Ventures I LP Com 000000000 176 107028 x 2 107028 Eli Lilly & Co. Com 532457108 11609 156875 x 2 40500 116375 Emerson Electric Co. Com 291011104 968 16000 x 2 600 15400 Enron Corp. Com 293561106 397 8091 x 2 8091 Equifax, Inc. Com 294429105 4244 115700 x 2 40800 74900 Equity Residential Properties Com 29476L107 18782 332125 x 2 73500 258625 Exxon Mobil Corp. Com 30231G102 40508 463738 x 2 41029 422709 Fannie Mae Com 313586109 8908 104760 x 2 24540 80220 First Commonwealth Financial Com 319829107 150 10000 x 2 10000 First Data Corp. Com 319963104 28207 438344 x 2 147000 291344 FleetBoston Financial Corp. Com 338915101 288 7305 x 2 7305 Franklin Resources, Inc. Com 354613101 462 10093 x 2 10093 Freddie Mac Com 313400301 401 5900 x 2 4600 1300 General Electric Co. Com 369604103 35959 737628 x 2 150712 586916 Gillette Co. Com 375766102 1959 67573 x 2 31760 35813 Goldman Sachs Group Com 38141G104 6482 75550 x 2 36050 39500 Halliburton Co. Com 406216101 6286 176568 x 2 72200 104368 Healthsouth Corp. Com 421924101 263 16464 x 2 16464 Heinz Company Com 423074103 307 7500 x 2 7500 Hewlett-Packard Co. Com 428236103 1473 51512 x 2 12800 38712 Home Depot, Inc. Com 437076102 3361 72197 x 2 33950 38247 Honeywell Int'l, Inc. Com 438516106 11218 320605 x 2 95650 224955 Household International Com 441815107 1587 23800 x 2 23800 Illinois Took Works, Inc. Com 452308109 203 3200 x 2 3200 Intel Corp. Com 458140100 56148 1919576 x 2 392950 1526626 International Business MachineCom 459200101 4633 41001 x 2 6966 34035 JP Morgan Chase & Co. Com 46625H100 1496 33542 x 2 4800 28742 Johnson & Johnson Com 478160104 16145 322900 x 2 80760 242140 Kimberly-Clark Corp. Com 494368103 250 4465 x 2 2100 2365 Liberty Media Group Com 001957208 11678 667700 x 2 278350 389350 Marsh & Mclennan Co. Com 571748102 629 6225 x 2 100 6125 McDonalds Corp. Com 580135101 993 36700 x 2 11900 24800 Medtronic, Inc. Com 585055106 38024 826437 x 2 194420 632017 Mellon Financial Corp. Com 58551A108 224 5000 x 2 1800 3200 Merck & Co., Inc. Com 589331107 13044 204104 x 2 28069 176035 Microsoft Corp. Com 594918104 64102 878109 x 2 173732 704377 Minnesota Mining & ManufacturiCom 604059105 1080 9462 x 2 3022 6440 National City Corp. Com 635405103 217 7056 x 2 7056 Network Appliance, Inc. Com 64120L104 5120 373725 x 2 98635 275090 Nokia Corp. Spons ADR Com 654902204 9397 423473 x 2 100930 322543 Nortel Networks Corp. Com 656568102 372 41200 x 2 7400 33800 Oracle Corp. Com 68389X105 21038 1107256 x 2 365815 741441 PPG Industries, Inc. Com 693506107 280 5332 x 2 5332 Paychex, Inc. Com 704326107 5502 137550 x 2 37800 99750 Peapack-Gladstone Financial CoCom 704692102 1272 33693 x 2 33693 Peoplesoft, Inc. Com 712713106 1497 30400 x 2 8000 22400 PepsiCo Com 713448108 1663 37619 x 2 5950 31669 Pfizer, Inc. Com 717081103 46380 1158059 x 2 306087 851972 Pharmacia Corp. Com 71713U102 345 7509 x 2 1011 6498 Philip Morris Cos. Com 718154107 1284 25300 x 2 10000 15300 Procter & Gamble Co. Com 742718109 1244 19500 x 2 1100 18400 Providian Financial Corp. (NewCom 74406A102 1199 20250 x 2 15750 4500 Quaker Oats Co. Com 747402105 730 8000 x 2 8000 Qualcomm, Inc. Com 747525103 246 4200 x 2 1400 2800 Reuters Group PLC ADR Com 76132m102 246 3160 x 2 258 2902 Royal Dutch Pete Co NY Reg GLDCom 780257804 963 16530 x 2 1875 14655 SBC Communications, Inc. Com 78387G103 1825 45551 x 2 3215 42336 ST Microelectronics NV Com 861012102 224 6700 x 2 6700 Sanmina Corp. Com 800907107 2830 120900 x 2 37450 83450 Schering-Plough Corp. Com 806605101 14577 402226 x 2 132660 269566 Schlumberger Ltd. Com 806857108 1045 19850 x 2 950 18900 Seligman Common Stock Fund Com 816332100 501 40000 x 2 40000 Staples, Inc. Com 855030102 273 17083 x 2 17083 State Street Corp. Com 857477103 44109 891280 x 2 194600 696680 Stryker Corp. Com 863667101 483 8800 x 2 4800 4000 Sun Microsystems, Inc. Com 866810104 5579 354900 x 2 120800 234100 Symbol Technologies Com 871508107 5784 260550 x 2 93000 167550 Target Corp. Com 87612E106 10345 299001 x 2 125720 173281 Texaco, Inc. Com 881694103 243 3638 x 2 3638 Unilever N.V. Com 904784709 713 11961 x 2 11961 United Parcel Service CL B Com 911312106 2500 43257 x 2 27275 15982 United Technologies Corp. Com 913017109 474 6473 x 2 2550 3923 Verizon Com 92343v104 3450 64485 x 2 8891 55594 Viacom, Inc. Cl B Com 925524308 287 5541 x 2 5237 304 Vodafone AirTouch PLC ADS Com 92857W100 14062 629184 x 2 253250 375934 Wal-Mart Stores Com 931142103 819 16774 x 2 3300 13474 Walt Disney Co. Com 254687106 7544 261126 x 2 43978 217148 Wells Fargo & Co. Com 949746101 738 15895 x 2 6500 9395 Westwood One, Inc. Com 961815107 368 10000 x 2 10000 Weyerhaeuser Co. Com 962166104 1249 22708 x 2 22708 Yahoo, Inc. Com 984332106 249 12475 x 2 2300 10175 Zions Bancorp Com 989701107 19668 333350 x 2 94950 238400 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Bartlett & Co. For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Class CUSIP FMV Shares Inv.Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- 3 Cities Fm Inc. Cl B Com 9990269A7 0 975 x 3 975 3 Com Corp. Com 885535104 1 225 x 3 225 Abbott Laboratories Com 002824100 14,017 291,955 x 3 21,100 270,855 ACCEL International CorCom 004299103 7 93,620 x 3 93,620 Aceto Corp. Com 004446100 25 2,500 x 3 2,500 ADC Telecommunications Com. 000886101 39 5,852 x 3 5,852 Adobe Systems Inc. Com 00724F101 433 9,205 x 3 9,205 Advanced Micro Devices Com. 007903107 1,011 35,000 x 3 35,000 Aegon NV - ORD ADR 007924103 198 6,968 x 3 6,968 Aetna Inc. Com 00817Y108 5 200 x 3 200 AFFLAC INCORPORATED Com 001055102 104 3,300 x 3 3,300 Affymetrix Inc. Com 00826T108 181 8,210 x 3 8,210 Agilent Technologies InCom 00846U101 3,003 92,411 x 3 92,411 AKZO Nobel NV Spons ADRADR 010199305 248 5,826 x 3 5,826 Alabama National BanCorComation 010317105 279 8,603 x 3 8,603 Alberta Energy Co Ltd Com 012873105 173 4,200 x 3 4,200 Albertson's, Inc. Com 013104104 139 4,625 x 3 4,625 Alcatel Alsthom SponsorADRADR 013904305 1,734 83,621 x 3 12,000 71,621 Alcoa Inc Pfd 013817200 30 500 x 3 500 Alcoa Inc. Com 013817101 72 1,840 x 3 1,840 Allegheny Energy Inc. Com 017361106 361 7,475 x 3 7,475 Allen Telecom Inc. Com 018091108 15 1,000 x 3 1,000 Allergan Inc. Com 018490102 325 3,800 x 3 3,800 Allete, Inc. Com 018522102 40 1,790 x 3 1,790 Alliance Financial CorpCom 019205103 21 1,100 x 3 1,100 Alliant Techsystem Com 018804104 1 15 x 3 15 Allied Irish Banks Plc ADR 019228402 890 39,550 x 3 39,550 Allstate Financing I 7.Pfd Cum 020013207 25 1,000 x 3 1,000 Alltel Corp. Com 020039103 332 5,422 x 3 5,422 Amazon.com, Inc. Com 023135106 69 4,845 x 3 4,845 Amcor Limited ADR ADR 02341R302 213 15,500 x 3 15,500 Ameren Corp. Com 023608102 37 866 x 3 866 America Movil S. A. de ADRV. 02364W105 119 5,724 x 3 5,724 American Electric PowerCom 025537101 660 14,301 x 3 14,301 American Express CompanCom 025816109 1,348 34,731 x 3 34,731 American General Corp. Com 026351106 615 13,240 x 3 13,240 American Greetings CorpComlass A 026375105 3 300 x 3 300 American Home Products Comp. 026609107 7,311 125,110 x 3 125,110 American International Comup, Inc.026874107 1,443 16,779 x 3 16,779 American Tower System CCom Cl A 029912201 203 9,800 x 3 9,800 Ames Department Stores Com. 030789507 4 3,050 x 3 3,050 Amgen Inc. Com 031162100 1,298 21,395 x 3 21,395 Ampal Amern Israel CorpPfd 032015307 40 2,228 x 3 2,228 AMR Corp. Com 001765106 145 4,000 x 3 4,000 AMREP Corp. Com 032159105 0 54 x 3 54 Amylin Pharmaceuticals Com. 032346108 14 1,200 x 3 1,200 Anadarko Pete Corp. Com 032511107 1,802 33,349 x 3 33,349 Analog Devices Inc. Com 032654105 199 4,598 x 3 4,598 Angelica Corp. Com 034663104 19 1,750 x 3 1,750 Anglo American PLC ADR 03485P102 3 182 x 3 182 Anglogold Ltd (New) ADR 035128206 25 1,400 x 3 1,400 Anheuser-Busch CompanieComnc. 035229103 24,193 587,199 x 3 17,600 569,599 Anixter International ICom 035290105 68 2,200 x 3 2,200 Antex Corp. Com 036730109 0 2,000 x 3 2,000 AOL Time Warner Inc. Com 00184A105 31,253 589,677 x 3 19,950 569,727 Apache Corp. Com 037411105 2,000 39,400 x 3 39,400 Apartment Investment & Com Co Clas03748R101 40 829 x 3 829 Apple Computer Com 037833100 351 15,104 x 3 15,104 Applera Corp-Celera GenComcs 038020202 87 2,202 x 3 2,202 Applera Corporation-AppComd Biosys038020103 105 3,917 x 3 3,917 Applied Innovation Inc.Com 037916103 3 400 x 3 400 Applied Materials Inc. Com 038222105 5,412 110,225 x 3 110,225 Applied Micro Circuits Comp 03822W109 1 50 x 3 50 APT Satellite Holdings ADR ADR 00203R105 140 36,400 x 3 36,400 APW Ltd. Com G04397108 1,610 158,625 x 3 109,300 49,325 Arbitron Inc. Com 03875Q108 2 100 x 3 100 Archer-Daniels-Midland Com 039483102 139 10,671 x 3 10,671 Ariba Inc Com 04033V104 4 800 x 3 800 Ashworth, Inc. Com 04516H101 15 2,800 x 3 2,800 Astoria Financial Corp.Com 046265104 110 2,000 x 3 2,000 Astrazena PLC -Spons ADADR 046353108 56 1,200 x 3 1,200 AT & T Corp. Com 001957109 4,728 214,918 x 3 51,650 163,268 AT&T Corp - Liberty MedCom- A 001957208 84 4,808 x 3 4,808 AT&T Corp Wireless GrouComracking 001957406 64 3,931 x 3 3,931 Atmos Energy CorporatioCom 049560105 50 2,064 x 3 2,064 Autolliv, Inc. Com 052800109 11 613 x 3 613 Automatic Data ProcessiCom 053015103 4,973 100,055 x 3 100,055 Autozone Inc. Com 053332102 405 10,800 x 3 10,800 Avaya Inc Com 053499109 70 5,099 x 3 5,099 Aventis ADR 053561106 232 2,900 x 3 2,900 Avery Dennison Corp. Com 053611109 61 1,200 x 3 1,200 Avici Sys Inc Com 05367L109 2 200 x 3 200 AXA-UAP - Sponsored ADRADR 054536107 201 7,146 x 3 7,146 Axcelis Technologies InCom 054540109 42 2,827 x 3 2,827 B A S F A G ADR 055262505 3 80 x 3 80 Bae Systems Plc ADR 05523R107 9 476 x 3 476 Banco Bilbao Vizcaya ArADRtina SA 05946K101 6 499 x 3 499 Banco Bilbao Vizcaya InPfd 059456400 25 1,000 x 3 1,000 Banco Bradesco SA SponsADRd Adr Re059460105 3 540 x 3 540 Banco Comercial PortuguADRSA ADS 059479303 519 27,047 x 3 27,047 Bancwest Corporation Com 059790105 777 22,600 x 3 22,600 Bank of America CorporaComn 060505104 1,032 17,184 x 3 17,184 Bank of Ireland S.A. ADR 46267Q103 4 110 x 3 110 Bank of New York Co. InCom 064057102 255 5,306 x 3 5,306 Bank One Corporation Com 06423A103 303 8,474 x 3 8,474 Bank United Capital II-Pfd0% Cum T06651W207 62 2,500 x 3 2,500 Barnes & Noble Inc. Com 067774109 14 350 x 3 350 Barrick Gold Corp. For 067901108 15 1,000 x 3 1,000 Baxter Intl Inc Com 071813109 1,058 21,592 x 3 13,000 8,592 Bayer A G Ord For D07112119 25 650 x 3 650 Bayer AG Spons ADR ADR 072730302 326 8,370 x 3 8,370 Bayerische Motoren WerkFor G D12096109 43 1,300 x 3 1,300 BB&T Corp. Com 054937107 2,558 69,702 x 3 69,702 BCE Inc. Com 05534B109 121 4,600 x 3 4,600 BEA Systems Inc. Com 073325102 18 600 x 3 600 BellSouth Corp. Com 079860102 1,283 31,872 x 3 31,872 Belo A H Com Ser A Com 080555105 3,228 171,320 x 3 88,200 83,120 Berkshire Hathaway Inc.Comass A 084670108 28,176 406 x 3 406 Berkshire Hathaway Inc.Comass B 084670207 1,093 475 x 3 475 Best Buy Inc. Com 086516101 10 150 x 3 150 Big Lots, Inc. Com 089302103 1 100 x 3 100 Biogen Inc. Com 090597105 68 1,250 x 3 1,250 Biomet Inc. Com 090613100 1,299 27,025 x 3 27,025 Biotech HOLDRS Tr Com 09067D201 596 4,500 x 3 4,500 Bio-Technology General Comp. 090578105 33 2,500 x 3 2,500 Black & Decker Corp. Com 091797100 371 9,404 x 3 9,404 Block H & R Inc. Com 093671105 2,112 32,715 x 3 25,100 7,615 Blue Fish Clothing Inc.Com 095480109 0 100 x 3 100 BMC Software, Inc. Com 055921100 130 5,765 x 3 5,765 Bob Evans Farms Inc. Com 096761101 7 400 x 3 400 Boeing Co. Com 097023105 1,173 21,098 x 3 21,098 Bombardier Inc. Cl B Com 097751200 105 7,000 x 3 7,000 Boots Company PLC - ORDFor G12488113 42 5,000 x 3 5,000 Borders Group Inc. Com 099709107 141 6,300 x 3 6,300 Boston Properties Inc. Com 101121101 514 12,566 x 3 12,566 Boston Scientific Corp.Com 101137107 1,071 63,000 x 3 45,500 17,500 BP p.l.c. Sponsored ADRADR 055622104 18,142 363,934 x 3 11,106 352,828 BP Prudhoe Bay Rty Tr UCom Ben Int055630107 14 1,000 x 3 1,000 Brambles Industries LTDFor Q17481104 242 9,900 x 3 9,900 Bristol-Myers Squibb CoCom 110122108 11,975 228,966 x 3 228,966 British Energy PLC ADR 110793304 3 210 x 3 210 British TelecommunicatiADR 111021408 255 3,939 x 3 3,939 Broadband Holders TrustCom 11130P104 6 300 x 3 300 Broadcom Corp Cl A Com 111320107 71 1,650 x 3 1,650 Broadwing Inc Com 111620100 33,690 1,377,913 x 3 77,200 1,300,713 Brown Forman Corp. CL BCom 115637209 47 729 x 3 729 Brown Forman Corp. ClasCom 115637100 51 771 x 3 771 Brown Shoe Company Inc Com 115736100 0 2 x 3 2 Buckeye Partners L P UnCom 118230101 21 600 x 3 600 Buderus AG For D14224105 214 9,276 x 3 9,276 Burlington Northern SanComFe Corp.12189T104 909 30,125 x 3 30,125 Burlington Resources Com 122014103 241 6,040 x 3 6,040 C S X Corp. Com 126408103 1,094 30,186 x 3 30,186 Cable Design TechnologiComCorp. 126924109 12 750 x 3 750 Cabot Oil & Gas Corp Com 127097103 220 9,000 x 3 9,000 Cadbury Schweppes P L CADR 127209302 1,117 41,050 x 3 41,050 Calpine Corp. Com 131347106 465 12,295 x 3 12,295 Camco Finl Corp Com 132618109 1 122 x 3 122 Canadian Intl Power LtdCom 136159100 0 1,000 x 3 1,000 Canadian Pacific LimiteCom 135923100 244 6,300 x 3 6,300 Cancer Diagnostics Com 137385100 0 3,000 x 3 3,000 Canon Inc. - Spon ADR ADR 138006309 1,140 27,675 x 3 27,675 Capital One Financial CCom. 14040H105 72 1,200 x 3 1,200 Cardinal Health Inc. Com 14149Y108 180 2,609 x 3 2,609 Cardo AB For W1991F100 253 16,100 x 3 16,100 Caremark Rx, Inc. Com 141705103 8 476 x 3 476 Carnival Corp. Com 143658102 104 3,400 x 3 3,400 Carrier Access Corp. Com 144460102 3 425 x 3 425 Catalina Marketing CorpCom 148867104 128 4,200 x 3 4,200 Catellus Dev Corp. Com 149111106 36 2,050 x 3 2,050 Caterpillar Inc. Com 149123101 205 4,100 x 3 4,100 CBRL Group Inc. Com 12489V106 3 200 x 3 200 Cedar Fair, L.P. Dep ReCom 150185106 36 1,600 x 3 1,600 Cendant Corp. Com 151313103 107 5,486 x 3 5,486 CenterBank Com 8S01605 375 25,000 x 3 25,000 Centerpoint Properties Comp. 151895109 50 1,000 x 3 1,000 Centrais Eletricas BrasADRiras S.A15234Q207 3 460 x 3 460 Centrais Geradoras do SADRdo Brasi15235B100 0 18 x 3 18 Central Vermont Pub SvcComrp. 155771108 23 1,200 x 3 1,200 Ceridian Corporation Com 156779100 10 500 x 3 500 Cerner Corp. Com 156782104 168 4,000 x 3 4,000 Cerus Corporation Com 157085101 7 100 x 3 100 Charter Communications Com Del 16117M107 47 2,000 x 3 2,000 Charter One Financial ICom 160903100 13,592 426,087 x 3 95,289 330,798 Chateau Communities IncCom 161726104 13,449 428,310 x 3 86,500 341,810 Checkers Drive-In RestaComnts Inc.162809305 4 750 x 3 750 Chemed Corp. Com 163596109 20 540 x 3 540 Cheung Kong Hong Kong AADR 166744201 643 59,032 x 3 59,032 Chevron Corp. Com 166751107 5,033 55,608 x 3 55,608 Chiquita Brands $3.75 SPfdB 170032502 13 1,700 x 3 1,700 Chiron Corp.Del Com 170040109 1 16 x 3 16 Choice Hotels Intl Inc.Com 169905106 20 1,350 x 3 1,350 Choicecare Inc. Com 170383103 2 208 x 3 208 Chubb Corp. Com 171232101 3,082 39,801 x 3 600 39,201 Ciena Corp. Com 171779101 8 212 x 3 212 Cigna Corp. Com 125509109 431 4,500 x 3 4,500 Cincinnati Financial CoCom 172062101 18,716 473,819 x 3 473,819 Cincinnati Inter Term RPfdo 172124109 4 100 x 3 100 Cincinnati Microwave InCom 172167108 0 304 x 3 304 Cinergy Corp. Com 172474108 940 26,886 x 3 26,886 Cintas Corp. Com 172908105 25,885 559,684 x 3 1,000 558,684 Circor Intl Inc Com 17273K109 3 150 x 3 150 Cisco Systems Inc. Com 17275R102 7,627 419,086 x 3 1,000 418,086 Citigroup Capital I Tr Pfd Sec 8.017305F201 15 606 x 3 606 Citigroup Inc. Com 172967101 22,869 432,806 x 3 28,399 404,407 Citizens Bkg Corp. Com 174420109 36 1,236 x 3 1,236 Citizens CommunicationsCom 17453B101 179 14,881 x 3 14,881 Citrix Systems Inc. Com 177376100 98 2,800 x 3 2,800 City Investing Co Liq TComnit Ben 177900107 1 500 x 3 500 Claire's Stores, Inc. Com 179584107 12 600 x 3 600 Clarcor Inc. Com 179895107 34 1,248 x 3 1,248 Clarus Corp. Com 182707109 14 2,200 x 3 2,200 Clayton Homes Inc. Com 184190106 215 13,700 x 3 13,700 Clear Channel CommunicaComns 184502102 236 3,762 x 3 3,762 Clorox Co. Com 189054109 63 1,850 x 3 1,850 CLP Holdings Ltd. SponsADRd ADR 18946Q101 6 1,416 x 3 1,416 CMGI Inc. Com 125750109 5 1,600 x 3 1,600 CNET Networks, Inc. Com 12613R104 3 200 x 3 200 Coca Cola Co. Com 191216100 9,048 201,060 x 3 700 200,360 Colgate-Palmolive Co. Com 194162103 5,933 100,569 x 3 100,569 Comcast Corp. Class A Com 200300101 99 2,300 x 3 2,300 Comcast Corp. Class A SComial 200300200 260 6,001 x 3 6,001 Comerica Inc. Com 200340107 113 1,958 x 3 1,958 Community Trust BancorpComc. 204149108 22 931 x 3 931 Companhia Paranaense DeADRergia 20441B407 6 800 x 3 800 Compania Anonima NacionADRTelefono204421101 4 170 x 3 170 Compaq Computer Corp. Com 204493100 43 2,772 x 3 2,000 772 Computer Sciences Corp.Com 205363104 15 425 x 3 425 Conagra Inc. Com 205887102 329 16,593 x 3 16,593 Conectiv Inc. Com 206829103 38 1,750 x 3 1,750 Conectiv Inc.- Cl A Com 206829202 5 275 x 3 275 Conexant Systems Inc. Com 207142100 11 1,224 x 3 1,224 Conoco Inc. Com 208251306 25 900 x 3 900 Conoco Inc. Com 208251405 11 365 x 3 365 Consolidated Edison Co Pfd Inc. 209111301 14 200 x 3 200 Consolidated Edison IncCom 209115104 24 600 x 3 600 Constellation Energy GrCom 210371100 32 750 x 3 750 Convergys Corp Com 212485106 27,774 918,153 x 3 19,500 898,653 Cooper Industries Com 216669101 152 3,834 x 3 3,834 Cooper Tire & Rubber CoCom 216831107 91 6,400 x 3 6,400 Corn Products InternatiComl Inc. 219023108 73 2,276 x 3 2,276 Corning Incorporated Com 219350105 1,094 65,448 x 3 65,448 Corus Group Plc ADR 22087M101 4 480 x 3 480 Costco Whsl Corp New Com 22160K105 64 1,570 x 3 1,570 Covanta Energy CorporatCom 22281N103 0 10 x 3 10 Credit Suisse Group - SADR ADR 225401108 49 1,200 x 3 1,200 Cree Research, Inc. Com 225447101 39 1,500 x 3 1,500 CRH-PLC For X01827041 145 8,500 x 3 8,500 CryoLife, Inc. Com 228903100 184 4,500 x 3 4,500 CTS Corporation Com 126501105 2 100 x 3 100 CVS Corp. Com 126650100 2,519 65,255 x 3 65,255 Cyber-Care Inc Com 23243T105 0 50 x 3 50 DaimlerChrysler A.G. ADR D1668R123 283 6,149 x 3 6,149 Danone For 399449107 274 10,000 x 3 10,000 Darden Restaurants Inc.Com 237194105 102 3,668 x 3 3,668 Dave & Busters Inc. Com 23833N104 18 2,151 x 3 2,151 Dayton & Michigan RR Pfd 239649205 12 357 x 3 357 Dayton & Michigan RR CoCom 239649106 16 608 x 3 608 DBS Group Hldgs Ltd ADR 23304Y100 5 173 x 3 173 Decora Industries, Inc.Com 243593308 0 400 x 3 400 Deere & Co Com 244199105 347 9,175 x 3 9,175 Dell Computer CorporatiCom 247025109 11,948 456,900 x 3 1,500 455,400 Delphi Automotive Sys CCom 247126105 47 2,977 x 3 2,977 Delta Air Lines Inc. Com 247361108 280 6,350 x 3 500 5,850 Den Danske Bank SA ADR 236363107 7 400 x 3 400 Detroit Mtg & Rlty Co Com 251273108 0 11,046 x 3 11,046 Deutsche Bank SponsoredADRR 251525309 71 1,000 x 3 1,000 Deutsche Lufthansa A G ADR 251561304 212 13,350 x 3 13,350 Deutsche Lufthansa New For D1908N106 204 13,000 x 3 13,000 Diageo PLC-Sponsored ADADRew 25243Q205 259 5,903 x 3 5,903 Dial Corp. Com 25247D101 64 4,500 x 3 4,500 Dice Inc. Com 25301P107 0 200 x 3 200 Diebold Inc. Com 253651103 272 8,455 x 3 8,455 Direct Insite Corp. Com 25457C207 1 240 x 3 240 Div Reinvest Plan SBC CComun Inc SSBC9ZZZZ 25 632 x 3 632 Dole Food Company Com 256605106 34 1,800 x 3 1,800 Dollar General Corp. Com 256669102 294 15,079 x 3 15,079 Dominion Res Inc Va NewCom 25746U109 83 1,380 x 3 1,380 Donaldson Inc. Com 257651109 1,807 58,020 x 3 58,020 Donnelley (R R) & Sons Com 257867101 95 3,200 x 3 3,200 Dover Corp. Com 260003108 17,964 477,140 x 3 39,200 437,940 Dow Chemical Co Com 260543103 1,674 50,356 x 3 50,356 Dow Jones & Co Com 260561105 799 13,380 x 3 8,000 5,380 DPL Inc. Com 233293109 1,064 36,724 x 3 36,724 Dresdner Bank AG New ADADR 261561302 46 1,000 x 3 1,000 DTE Energy Company Com 233331107 186 4,015 x 3 4,015 DTM Corp Com 23333L103 7 1,500 x 3 1,500 Du Pont (EI) de NemoursComd Co. 263534109 1,754 36,352 x 3 36,352 Du Pont E I De Nemours Pfdo 263534307 29 420 x 3 420 Duke Energy Corp. Com 264399106 552 14,144 x 3 14,144 Duke Realty CorporationCom 264411505 1,405 56,550 x 3 31,300 25,250 Duke Weeks Realty Corp Pfd 264411810 52 2,000 x 3 2,000 Dun & Bradstreet Corp. Com 26483E100 165 5,863 x 3 5,863 Dusa Pharmaceuticals InCom 266898105 6 400 x 3 400 Dycap Inc. Com 267850998 0 100 x 3 100 Eagle-Picher IndustriesComnc. 269803102 0 5,000 x 3 5,000 Earthlink Inc Com 270321102 11 800 x 3 800 Eastman Kodak Company Com 277461109 298 6,376 x 3 6,376 Eaton Corp. Com 278058102 168 2,400 x 3 2,400 Ecolab Com 278865100 84 2,050 x 3 2,050 Edison International Com 281020107 9 800 x 3 800 El Paso Corporation Com 28336L109 506 9,636 x 3 9,636 Elan Corp. ADR ADR 284131208 207 3,400 x 3 3,400 Electrolux AB ADR ADR 010198208 50 1,800 x 3 1,800 Electronic Data SystemsCom 285661104 29 460 x 3 460 EMC Corp. Com 268648102 469 16,140 x 3 16,140 Emerson Electric Co. Com 291011104 20,190 333,722 x 3 11,750 321,972 Endesa S.A. ADR ADR 29258N107 467 29,400 x 3 29,400 Energizer Hldgs Inc Com 29266R108 9 403 x 3 403 ENI S.p.A. ADR 26874R108 4 60 x 3 60 Ennis Business Forms InCom 293389102 160 20,250 x 3 20,250 Enron Capital ResourcesPfd 9.0% Cu29357D208 99 3,700 x 3 3,700 Enron Corp Com 293561106 467 9,534 x 3 9,534 Ensco International IncCom 26874Q100 1,093 46,700 x 3 46,700 Equitable Resources IncCom 294549100 33 1,000 x 3 1,000 Equity Office PropertieComrust 294741103 32 1,000 x 3 1,000 Equity Residential IntePfdt Trust 29476L883 97 3,100 x 3 3,100 Equity Residential PptyPfdrust Ser29476L859 38 1,500 x 3 1,500 Equity Residential PropComies Trus29476L107 890 15,742 x 3 15,742 Ericsson L M Tel Co ADRADR B 294821400 261 48,129 x 3 4,000 44,129 Eshare Technologies IncCom 296428105 1 1,000 x 3 1,000 Estee Lauder Companies Com 518439104 46 1,065 x 3 1,065 Exodus Communications, Com. 302088109 7 3,600 x 3 3,600 Exxon Mobil Corp. Com 30231G102 41,047 469,913 x 3 469,913 Family Dollar Stores InCom 307000109 538 21,000 x 3 15,000 6,000 Fannie Mae Com 313586109 27,506 323,034 x 3 7,000 316,034 Farmer Brothers Co Com 307675108 128 550 x 3 550 Fastenal Co. Com 311900104 12 200 x 3 200 Federal Realty InvestmeComTrust 313747206 67 3,225 x 3 3,225 Federal Signal Corp. Com 313855108 25 1,066 x 3 1,066 Federated Department StComs 31410H101 312 7,350 x 3 7,350 Ferro Corp. Com 315405100 2,172 99,575 x 3 67,450 32,125 Fifth Third Bancorp Com 316773100 64,358 1,071,735 x 3 1,071,735 Finger Lakes Bancorp InCom 31787C107 18 1,735 x 3 1,735 Finova Group Inc. Com 317928109 35 9,375 x 3 9,375 Fired Up Inc. Com 8S00969 5 2,000 x 3 2,000 First Bell Bancorp Inc.Com 319301107 184 12,600 x 3 12,600 First Data Corp. Com 319963104 308 4,800 x 3 4,800 First Franklin Corp. Com 320272107 9 900 x 3 900 First Oak Brook BancshaCom, Inc. 335847208 38 1,700 x 3 1,700 First Tennessee Com 337162101 7,338 211,401 x 3 57,300 154,101 First Un Real Estate EqComy & 337400105 2 750 x 3 750 First Union Corp. Com 337358105 206 5,910 x 3 5,910 First VA Banks Inc. Com 337477103 52 1,100 x 3 1,100 Firstenergy Corp. Com 337932107 59 1,850 x 3 1,850 Fiserv Inc. Com 337738108 18 275 x 3 275 FleetBoston Financial CComoration 339030108 569 14,419 x 3 14,419 Fleetwood Enterprises ICom 339099103 1,326 94,180 x 3 76,000 18,180 Flextronics InternationComLtd Y2573F102 54 2,086 x 3 2,086 Florida Banks, Inc. Com 340560101 7 1,100 x 3 1,100 FMC Corp. Com 302491303 178 2,600 x 3 2,600 Ford Motor Co. Com 345370860 5,813 236,766 x 3 61,183 175,583 Fortune Brands Inc. Com 349631101 175 4,552 x 3 4,552 FPL Group Inc. Com 302571104 200 3,318 x 3 3,318 Franchise Finance Corp.Com America351807102 78 3,094 x 3 3,094 Freddie Mac Com 313400301 17,996 257,090 x 3 257,090 Freeport McMoran CopperComd Gold 35671D857 17 1,563 x 3 1,563 Fremont General Corp. Com 357288109 6 990 x 3 990 Friedman Billings RamseComrp Inc. 358433100 11 1,500 x 3 1,500 Fujitsu Ltd ADR 359590304 189 3,600 x 3 3,600 Fujitsu Ltd Ord For J15708159 107 10,200 x 3 10,200 Gallaher Group PLC-SponADRR 363595109 40 1,617 x 3 1,617 Gannett Co Com 364730101 927 14,060 x 3 14,060 Gap Inc. Com 364760108 5 168 x 3 168 Garden Fresh RestaurantComrp. 365235100 4 500 x 3 500 Gartner, Inc. Com 366651206 22 2,439 x 3 2,439 Gateway, Inc. Com 367626108 300 18,250 x 3 18,250 Gatx Corp. Com 361448103 3,643 90,858 x 3 40,800 50,058 Genentech Inc Com 368710406 1 25 x 3 25 General Electric Co. Com 369604103 52,449 1,075,869 x 3 2,400 1,073,469 General Magic Inc Com 370253106 0 400 x 3 400 General Mills Inc. Com 370334104 382 8,721 x 3 8,721 General Motors CorporatCom 370442105 3,682 57,213 x 3 57,213 General Motors CorporatCom - Class370442832 153 7,542 x 3 7,542 Genome Therapeutics CorCom 372430108 36 2,400 x 3 2,400 Genuine Parts Co. Com 372460105 143 4,555 x 3 4,555 Genzyme Corp.-General DComsion 372917104 64 1,048 x 3 1,048 Genzyme Corporation-BioComgery Div372917708 0 30 x 3 30 Genzyme-Molecular OncolCom 372917500 0 30 x 3 30 Georgia Pacific Corp. (Comber Grou373298702 60 1,674 x 3 1,674 Georgia-Pacific Corp. Com 373298108 138 4,086 x 3 4,086 Gerber Scientific Inc. Com 373730100 13 1,200 x 3 1,200 Gillette Co. Com 375766102 232 8,020 x 3 8,020 Glacier Bancorp Inc Com 37637Q105 165 8,677 x 3 8,677 Glaxo Smithkline SponsoADR PLC ADR37733W105 610 10,849 x 3 10,849 Global Crossing Ltd. Com G3921A100 18 2,100 x 3 2,100 Golden West Finl Corp. Com 381317106 116 1,800 x 3 1,800 Goldman Sachs Group, InCom 38141G104 47 545 x 3 545 GPU Inc. Com 36225X100 37 1,060 x 3 1,060 Grainger WW Inc. Com 384802104 41 1,000 x 3 1,000 Guidant Corp. Com 401698105 7,357 204,362 x 3 18,500 185,862 H J Heinz Co Com 423074103 2,503 61,208 x 3 61,208 Halliburton Co. Com 406216101 637 17,883 x 3 17,883 Hancock John Finl ServiCom Inc. 41014S106 60 1,481 x 3 1,481 Harcourt General Inc. Com 41163G101 66 1,132 x 3 1,132 Harley Davidson, Inc. Com 412822108 598 12,700 x 3 12,700 Harris Corp. Com 413875105 35 1,300 x 3 1,300 Hartford Financial ServComs Group 416515104 1,296 18,950 x 3 18,950 Hasbro Inc. Com 418056107 39 2,687 x 3 2,687 Hawaiian Elec Inds Inc.Com 419870100 76 2,000 x 3 2,000 HCA Inc Com 404119109 117 2,600 x 3 2,600 Health Management AssocComes, Inc.421933102 133 6,300 x 3 6,300 Hearst-Argyle TelevisioComnc. 422317107 292 14,602 x 3 14,602 Helix Technology Inc. Com 423319102 735 24,100 x 3 24,100 Helmerich & Payne Com 423452101 369 11,900 x 3 11,900 Henry Schein Inc. Com 806407102 2 55 x 3 55 Hershey Foods Corp. Com 427866108 526 8,520 x 3 8,520 Hewlett-Packard Co. Com 428236103 15,295 534,777 x 3 534,777 Highwoods Properties InCom 431284108 91 3,400 x 3 3,400 Hillenbrand Industries Com. 431573104 1,117 19,553 x 3 19,553 Hilton Hotels Corp. Com 432848109 174 15,000 x 3 15,000 Hitachi Ltd ADR 10 Com ADR 433578507 6 60 x 3 60 HL&P Capital Trust I-8.Pfd% Tr PFD404202202 49 2,000 x 3 2,000 Holly Corp. Com Par $0.Com 435758305 0 8 x 3 8 Homestake Mining Co Com 437614100 12 1,500 x 3 1,500 HON Industries Inc. Com 438092108 1,210 49,950 x 3 46,300 3,650 Honeywell InternationalComc. 438516106 395 11,295 x 3 11,295 Hospitality Properties Comst 44106M102 3 100 x 3 100 Household InternationalComc. 441815107 239 3,580 x 3 3,580 HRPT Proprties Trust Com 40426W101 21 2,200 x 3 2,200 HSBC Holdings (Hong KonForeg) H008111 428 36,125 x 3 36,125 HSBC Holdings PLC -SponADRDR 404280406 4 65 x 3 65 Hubbell Inc. CL B Com 443510201 259 8,922 x 3 8,922 Huffy Corp. Com 444356109 12 1,200 x 3 1,200 Human Genome Sciences ICom 444903108 675 11,200 x 3 11,200 Hunkar Laboratories IncCom 8S02052 0 3 x 3 3 Huntington Bancshares ICom 446150104 4,413 269,897 x 3 269,897 Hutchinson Whampoa - UnADRADR 448415208 56 1,100 x 3 1,100 Hyseq Inc Com 449163302 19 1,630 x 3 1,630 iBasis, Inc. Com 450732102 10 2,000 x 3 2,000 IBP Inc. Com 449223106 25 1,000 x 3 1,000 IDEC Pharmaceutical CorCom 449370105 24 350 x 3 350 Identix Inc. Com 451906101 2 300 x 3 300 IFCO Systems N.V. For N43961106 1 393 x 3 393 Illinois Tool Works Com 452308109 8,482 133,999 x 3 133,999 Imation Corp. Com 45245A107 2 90 x 3 90 Imclone Systems Inc Com 45245W109 153 2,900 x 3 2,900 Immunex Corporation Com 452528102 49 2,750 x 3 2,750 Imperial Chemical Inds ADR Adr 452704505 2 70 x 3 70 Imperial Pkg Corp Com 453077109 1 37 x 3 37 IMS Health Inc. Com 449934108 634 22,254 x 3 22,254 Imx Pharmaceuticals IncCom 449730209 0 84,010 x 3 84,010 Incyte Pharmaceuticals Com. 45337C102 42 1,700 x 3 1,700 Information Architects Comp 45669R107 2 1,500 x 3 1,500 Infospace Com Inc. Com 45678T102 0 1 x 3 1 Ing Groep NV Spons ADR ADR 456837103 68 1,033 x 3 1,033 Inhale Therapeutic Sys Com 457191104 23 982 x 3 982 Integral Technologies ICom 45810J103 0 700 x 3 700 Intel Corp. Com 458140100 34,596 1,182,754 x 3 23,800 1,158,954 International Business Comhines Co459200101 26,695 236,242 x 3 6,700 229,542 International Flavors &Comagrances459506101 38 1,500 x 3 1,500 International Paper CapPfd 460137300 2,385 55,300 x 3 55,300 International Paper Co.Com 460146103 1,199 33,592 x 3 19,100 14,492 International RectifierComrporatio460254105 7 200 x 3 200 International Speedway Comporation460335201 38 900 x 3 900 International Total SvcComnc 460499106 4 17,000 x 3 17,000 Internet Architecture HComr Tr 46060A107 13 300 x 3 300 Internet Cap Group Inc Com 46059C106 1 280 x 3 280 Internet Infrastructr HComs Tr 46059V104 12 1,000 x 3 1,000 Internet Sec Sys Inc Com 46060X107 10 211 x 3 211 Interpublic Group CompaComs Inc. 460690100 1,516 51,640 x 3 20,000 31,640 Invacare Corp. Com 461203101 309 8,000 x 3 8,000 Invensys PLC Spons Adr ADR 461204109 168 44,541 x 3 44,541 Ionics Inc. Com 462218108 16 500 x 3 500 IRT Property Co Com 450058102 26 2,400 x 3 2,400 Iscor Limited S.A. ADR 464272202 1 400 x 3 400 Ito Yokado Ltd ADR - NeADR 465714301 236 5,125 x 3 5,125 ITT Industries, Inc. Com 450911102 199 4,500 x 3 4,500 Ixl Enterprises Inc Com 450718101 0 200 x 3 200 J P Morgan Chase & Co Pfd 46625H209 1,121 12,450 x 3 12,450 J.P. Morgan Chase & Co.Com 46625H100 14,382 322,471 x 3 15,825 306,646 Jakks Pacific, Inc. Com 47012E106 42 2,250 x 3 2,250 Jardine Matheson HoldinADRLtd. Spo471115303 4 570 x 3 570 Jardine Strategic HoldiFor Ltd G50764102 376 131,328 x 3 131,328 JDS Uniphase Corp Com 46612J101 36 2,795 x 3 2,795 Jefferson-Pilot Corp. Com 475070108 2,901 60,036 x 3 60,036 Johnson & Johnson Com 478160104 24,971 499,411 x 3 15,800 483,611 Johnson Controls Inc. Com 478366107 1,710 23,600 x 3 8,200 15,400 K Mart Corp. Com 482584109 2 150 x 3 150 Kansas City Power & LigComCo 485134100 1,325 53,975 x 3 40,800 13,175 Kansas City Southn IndsComc 485170302 8,985 568,654 x 3 84,950 483,704 Kaydon Corp. Com 486587108 1,926 75,100 x 3 39,300 35,800 Kellwood Co Com 488044108 58 2,500 x 3 2,500 KEMET Corp. Com 488360108 10 500 x 3 500 Kendle International InCom 48880L107 31 1,541 x 3 1,541 Kerr-McGee Corp. Com 492386107 642 9,684 x 3 9,684 Keycorp New Com 493267108 897 34,450 x 3 34,450 Keyspan Corporation Com 49337W100 164 4,493 x 3 4,493 Kimberly-Clark Corp. Com 494368103 1,203 21,520 x 3 21,520 KIMCO Realty 8.5% CumulPfdve 49446R505 50 2,000 x 3 2,000 KIMCO Realty Corp. Com 49446R109 47 1,000 x 3 1,000 Kinder Morgan Energy PaComers LP 494550106 1,448 21,060 x 3 21,060 KMart Financing I 7.75%Pfdnv 498778208 9 200 x 3 200 Kohls Corp. Com 500255104 162 2,580 x 3 2,580 KOMATSU LTD. S.A. ADR 500458401 5 260 x 3 260 Koninklijke Philips EleADRonics N.500472303 233 8,807 x 3 8,807 Korea Electric Power CoADR ADR 500631106 278 29,220 x 3 29,220 Kroll-O'Gara Co. Com 501050108 5 500 x 3 500 LaClede Gas Co Com 505588103 74 2,900 x 3 2,900 Laidlaw Inc. New Com 50730K503 0 800 x 3 800 LAM Research Corp. Com 512807108 9 300 x 3 300 Lancaster Colony Corp. Com 513847103 1,382 41,900 x 3 34,000 7,900 Lawson Products Inc. Com 520776105 22 750 x 3 750 LCA-Vision Inc. Com 501803209 5 2,000 x 3 2,000 Legg Mason, Inc. Com 524901105 91 1,832 x 3 1,832 Leggett & Platt Inc. Com 524660107 958 43,500 x 3 43,500 Lehman Brothers HoldingComnc 524908100 77 990 x 3 990 Lexmark International, Com. 529771107 17 250 x 3 250 Lilly (Eli) & Co. Com 532457108 1,303 17,606 x 3 17,606 Lincoln National Corp. Com. 534187109 4,779 92,350 x 3 21,000 71,350 Linens 'N Things, Inc Com 535679104 57 2,100 x 3 2,100 Littlefuse Inc. Com 537008104 59 2,200 x 3 2,200 Lockheed Martin Corp. Com 539830109 2,807 75,766 x 3 75,766 Loews Corp. Com 540424108 3,057 47,450 x 3 32,100 15,350 Losantiville Cnty Club Comd 8S02062 4 15 x 3 15 Louisiana Pacific Corp.Com 546347105 37 3,170 x 3 3,170 Lowe's Companies, Inc. Com 548661107 1,581 21,790 x 3 21,790 LSI Industries Inc Com 50216C108 56 2,400 x 3 2,400 LSI Logic Corp. Com 502161102 71 3,766 x 3 3,766 Lubys Cafeterias Inc. Com 549282101 25 2,535 x 3 2,535 Lucent Technologies IncCom 549463107 1,369 220,731 x 3 28,600 192,131 LVMH Moet Hennessy LouiADRuitton 502441207 10 1,000 x 3 1,000 M D U Resources Group, Com. 552690109 57 1,800 x 3 1,800 Madison Oil Co Del Com 558131108 0 1 x 3 1 MAF Bancorp Com 55261R108 71 2,299 x 3 2,299 Main Street Banks, Inc.Com 56034R102 10 586 x 3 586 Mandalay Resort Group Com 562567107 4 150 x 3 150 Manitowoc Co Inc. Com 563571108 21 700 x 3 700 Manor Care Inc Com 564055101 271 8,550 x 3 8,550 Manulife Finl Corp Com 56501R106 45 1,600 x 3 1,600 Marconi Plc ADR 566306205 11 1,500 x 3 1,500 Markel Corp. Com 570535104 39 200 x 3 200 Marks & Spencer Ltd SpoADRred 570697607 4 200 x 3 200 Marriott International ComA 571903202 65 1,383 x 3 1,383 Marsh & McLennan Cos InCom 571748102 247 2,448 x 3 2,448 Marshall & Ilsley Corp.Com 571834100 846 15,700 x 3 15,700 Martin Lawrence Ltd EdiComns Inc. 573269107 0 200 x 3 200 Martin Marietta MateriaCom 573284106 6,436 130,041 x 3 31,500 98,541 Masco Corp. Com 574599106 176 7,052 x 3 7,052 MascoTech, Inc. Com 574670998 0 3,000 x 3 3,000 Matsushita Elec Ind ADR 576879209 337 21,300 x 3 21,300 Matsushita Electric IndForo J41121104 122 7,800 x 3 7,800 Mattel Inc. Com 577081102 49 2,596 x 3 2,596 Maxim Integrated ProducCom Inc. 57772K101 4 100 x 3 100 May Department Stores Com 577778103 968 28,267 x 3 28,267 MBIA, Inc. Com 55262C100 459 8,235 x 3 8,235 McCormick & Co. Com 579780206 2,911 69,278 x 3 69,278 McDATA Corporation Cl ACom 580031201 5 293 x 3 293 McDonald's Corporation Com 580135101 18,818 695,428 x 3 33,500 661,928 McGraw-Hill Companies ICom 580645109 3 40 x 3 40 McKesson HBOC, Inc. Com 58155Q103 56 1,500 x 3 1,500 McMoran Exploration Co Com 582411104 0 5 x 3 5 Mead Corp. Com 582834107 104 3,821 x 3 3,821 Media General Inc. ClasCom 584404107 37 800 x 3 800 Medimmune Inc. Com 584699102 788 16,705 x 3 16,705 Medtronic Inc. Com 585055106 6,886 149,662 x 3 900 148,762 Mellon Finl Corp Com 58551A108 21,503 467,465 x 3 467,465 Mercantile Bankshares CCom. 587405101 141 3,600 x 3 3,600 MerchantOnline.com, IncCom 588200105 0 2,500 x 3 2,500 Merck & Co., Inc. Com 589331107 31,510 493,034 x 3 9,100 483,934 Mercury Interactive CorComation 589405109 6 95 x 3 95 Meridian Bioscience, InCom 589584101 11 2,173 x 3 2,173 Meritor Svgs Bk PA in RComivership590007100 3 1,750 x 3 1,750 MERL Holdings Inc.Com Com 590086104 0 1,000 x 3 1,000 Merrill Lynch & Co 9% CPfdPfd 590188819 29 1,000 x 3 1,000 Merrill Lynch & Co., InCom 590188108 878 14,815 x 3 14,815 Merrill Lynch Capt TrusPfdI 59021C203 16 600 x 3 600 Merry Land Properties ICom 590441101 1 87 x 3 87 Metlife Inc Com 59156R108 3 100 x 3 100 Metricom Inc. Com 591596101 0 50 x 3 50 MGIC Investment CorporaComn 552848103 107 1,475 x 3 1,475 Michelin S A, Cie GenerFor Des F61824144 235 7,410 x 3 7,410 Micron Technology Inc. Com 595112103 3 70 x 3 70 Microsoft Corp. Com 594918104 39,325 538,700 x 3 1,200 537,500 Midas Inc. Com 595626102 1 95 x 3 95 Milacron Inc Com 598709103 388 24,753 x 3 24,753 Milacron Inc 4% PFD Pfd 598709202 4 108 x 3 108 Millennium PharmaceuticCom Inc 599902103 117 3,300 x 3 3,300 Miller Herman Inc. Com 600544100 58 2,400 x 3 2,400 Millipore Corp. Com 601073109 53 850 x 3 850 Mineral Mountain MiningCom 602873101 0 333 x 3 333 Minnesota Mining & ManuComturing C604059105 2,591 22,712 x 3 22,712 Mirant Corporation Com 604675108 139 4,031 x 3 4,031 Mitsubishi Heavy IndustFors, Ltd. J44002129 5 1,000 x 3 1,000 Mitsubishi Tokyo FinancADR Group, 606816106 50 5,860 x 3 5,860 Molex Inc. Com 608554101 1,032 28,254 x 3 28,254 Molex Inc. Cl A Com 608554200 10,901 365,550 x 3 365,550 Moodys Corp Com 615369105 393 11,727 x 3 11,727 Morgan St Dean Witter DComover & C617446448 985 15,329 x 3 15,329 Motorola Inc. Com 620076109 973 58,740 x 3 58,740 Murray Global Retu Ord For M004265 128 99,624 x 3 99,624 Murray Global Retu ZeroPfdv Pfd M004280 174 99,624 x 3 99,624 Myriad Genetics Inc Com 62855J104 95 1,500 x 3 1,500 Nabors Industries Inc. Com 629568106 1,136 30,540 x 3 10,000 20,540 Nasdaq 100 Shares Com 631100104 334 7,260 x 3 7,260 National Australia BankADRD Spon A632525408 847 9,570 x 3 9,570 National City Corp. Com 635405103 5,043 163,852 x 3 163,852 National Service IndustComs Inc. 637657107 32 1,400 x 3 1,400 Navistar International Comp. 63934E108 1 20 x 3 20 NCR Corp. Com 62886E108 34 727 x 3 727 Neiman Marcus Group IncCom 640204301 5 156 x 3 156 Nestle SA Sponsored ADRADR 641069406 2,658 50,030 x 3 50,030 Net2000 Communications Com 64122G103 0 75 x 3 75 Network Appliance Inc Com 64120L104 1 100 x 3 100 New England Business SeComce 643872104 38 2,000 x 3 2,000 New York Times Co. Com 650111107 57 1,350 x 3 1,350 Newell Rubbermaid Inc. Com 651229106 428 17,053 x 3 17,053 Newmont Mining Corp. Com 651639106 82 4,408 x 3 4,408 Newpark Resources Inc. Com Par $0.651718504 388 34,932 x 3 34,932 Nextel Communications, Com. 65332V103 14 800 x 3 800 Nicor Inc. Com 654086107 19 500 x 3 500 Nike Inc. Com 654106103 290 6,900 x 3 6,900 Niku Corp Com 654113109 0 100 x 3 100 Nippon Telegraph & TeleForne Corp.654624105 3 110 x 3 110 Nisource Inc. Com 65473P105 79 2,890 x 3 2,890 Nokia Oyj Sponsored ADRADR 654902204 1,545 70,085 x 3 70,085 Nordstrom Inc. Com 655664100 19 1,000 x 3 1,000 Norfolk Southern Corp. Com 655844108 3,806 183,887 x 3 21,000 162,887 Norfolk Southern RailwaPfdo. 655855203 5 118 x 3 118 Norsk Hydro As Adr ADR 656531605 614 14,375 x 3 14,375 Nortel Networks Corp. Com 656568102 1,579 173,750 x 3 800 172,950 North European Oil RoyaCom Trust 659310106 6 315 x 3 315 North Fork Bancorp, IncComEL 659424105 47 1,500 x 3 1,500 North Star Inc. Com 990186918 27 2,000 x 3 2,000 Northern Mineral Co Com 665415105 0 38 x 3 38 Northern Trust Corp. Com 665859104 177 2,825 x 3 2,825 Northrop Grumman Corp. Com 666807102 32 400 x 3 400 Northwest Natural Gas CComany 667655104 21 825 x 3 825 Novartis AG For H5820Q150 196 5,400 x 3 5,400 Novartis AG-ADR ADR 66987V109 666 18,420 x 3 18,420 Novell, Inc. Com 670006105 7 1,200 x 3 1,200 Novo-Nordisk A/S ADR ADR 670100205 405 9,000 x 3 9,000 NSP Financing I-7.875% PfdPFD 629384207 25 1,000 x 3 1,000 Nucor Corp. Com 670346105 40 822 x 3 822 Ocwen Financial Corp. Com 675746101 43 4,188 x 3 4,188 Ohio Casualty Corp. Com 677240103 232 17,896 x 3 17,896 On Command Corp. Com 682160106 3 580 x 3 580 Oneida Ltd Com 682505102 255 12,546 x 3 12,546 Oneida Valley Secs CorpCom 682607106 0 20 x 3 20 Openwave Systems Inc. Com 683718100 3 100 x 3 100 Oracle Corp Com 68389X105 1,120 58,947 x 3 58,947 Oshkosh Truck Corp. ClaComB 688239201 192 4,350 x 3 4,350 Paccar Inc. Com 693718108 118 2,300 x 3 2,300 Pacific Century FinanciComCorp. 694058108 15 600 x 3 600 Pacific WebWorks Inc. Com 69506E103 0 30 x 3 30 Pall Corp. Com 696429307 56 2,400 x 3 2,400 Palm, Inc. Com 696642107 54 8,869 x 3 8,869 Panda Project Inc. Com 69833F104 0 5 x 3 5 Park Ohio Inds Inc OhioCom 700677107 2 370 x 3 370 Parker Hannifin Corp. Com 701094104 49 1,162 x 3 1,162 Payless Shoesource Inc.Com 704379106 10 160 x 3 160 Peet's Coffee & Tea IncCom 705560100 35 4,200 x 3 4,200 Penney (J C) Co Inc. Com 708160106 63 2,400 x 3 2,400 Penton Media Inc. Com 709668107 5 300 x 3 300 Peoples Energy Corp. Com 711030106 24 600 x 3 600 PepsiAmericas, Inc. Com 71343P200 24 1,767 x 3 1,767 PepsiCo, Inc. Com 713448108 4,426 100,135 x 3 100,135 Peregrine Systems Inc Com 71366Q101 0 10 x 3 10 PerkinElmer, Inc. Com 714046109 5 176 x 3 176 Perlis Plantations-UnspADRR 713900207 13 11,000 x 3 11,000 Perrigo Company Com 714290103 8 500 x 3 500 Petroleo Brasileiro S.AADRPetrobra71654V101 6 250 x 3 250 Pfizer Inc. Com 717081103 35,101 876,439 x 3 876,439 Pharmacia Corp Com 71713U102 4,557 99,171 x 3 8,432 90,739 Phelps Dodge Com 717265102 10 240 x 3 240 Philip Morris CompaniesComc. 718154107 3,767 74,225 x 3 74,225 Phillips Petroleum CompCom 718507106 4,278 75,053 x 3 30,400 44,653 Piedmont Natural Gas CoCom 720186105 28 800 x 3 800 Pier 1 Imports Inc. Com 720279108 12 1,000 x 3 1,000 Pierre Foods, Inc. Com 720830108 1 500 x 3 500 Pioneer Standard Com 723877106 682 53,300 x 3 51,800 1,500 Pitney-Bowes, Inc. Com 724479100 697 16,537 x 3 16,537 Placer Dome Inc. Com 725906101 20 2,042 x 3 2,042 Plains Resources Inc. NCom 726540503 48 2,000 x 3 2,000 PLC Capital Trust I 8.2Pfd 693406209 50 2,000 x 3 2,000 Plum Creek Timber Co L Com 729251108 67 2,400 x 3 2,400 PMC Capital Inc. Com 693430100 32 4,100 x 3 4,100 PMI Group Inc. Com 69344M101 761 10,625 x 3 10,625 PNC Financial Services Comup 693475105 4,724 71,799 x 3 71,799 Pohang Iron & Steel Co,ADRd ADS 730450103 284 14,400 x 3 14,400 Polyone Corp Com 73179P106 4 375 x 3 375 Pomeroy Computer ResourCom Inc. 731822102 41 2,750 x 3 2,750 Portal Software Inc Com 736126103 1 300 x 3 300 Portugal Telecom, SGPS,ADRA. 737273102 3 500 x 3 500 Post Properties Inc. Com 737464107 810 21,400 x 3 13,000 8,400 Potash Corp. of SaskatcForan 73755L107 2,032 35,400 x 3 22,300 13,100 Potomac Electric Power Com 737679100 36 1,710 x 3 1,710 Powergen PLC-Sponsored ADR Final 738905405 61 1,500 x 3 1,500 PPG Industries, Inc. Com 693506107 515 9,800 x 3 9,800 PPL Corporation Com 69351T106 12 210 x 3 210 Praxair Inc. Com 74005P104 47 1,000 x 3 1,000 Pride International IncCom 741932107 95 5,000 x 3 5,000 Procter & Gamble Co. Com 742718109 35,744 560,248 x 3 560,248 Progress Energy Inc. Com 743263105 635 14,130 x 3 14,130 Progress Energy, Inc Com 743263AA3 0 937 x 3 937 Prologis Trust Com 743410102 23 1,000 x 3 1,000 Provident Financial GRPCom 743866105 175 5,321 x 3 5,321 Providian Financial CorCom 74406A102 401 6,770 x 3 6,770 Public Service EnterpriComGroup 744573106 30 615 x 3 615 Pulitzer Inc Com 745769109 48 917 x 3 917 QLogic Corp. Com 747277101 26 400 x 3 400 Quaker Chemical Corp. Com 747316107 6 342 x 3 342 Quaker Oats Com 747402105 137 1,502 x 3 1,502 Qualcomm Inc. Com 747525103 1,006 17,205 x 3 17,205 Qualstar Corporation Com 74758R109 13 2,000 x 3 2,000 Questar Corp. Com 748356102 40 1,600 x 3 1,600 Qwest Communications InComnational749121109 1,735 54,438 x 3 54,438 R.H. Donnelly Corp. Com 74955W307 71 2,224 x 3 2,224 Ralston-Ralston Purina Comup 751277302 104 3,462 x 3 3,462 Rambus Inc. Com 750917106 63 5,100 x 3 5,100 Ramtron International CComoration 751907304 1 400 x 3 400 Rand McNally & Company Comcrow) 752210971 0 50 x 3 50 Raymond James FinancialComc. 754730109 34 1,125 x 3 1,125 Rayonier Inc. Com 754907103 22 475 x 3 475 Raytheon Company Com 755111507 262 9,860 x 3 9,860 Reebok International LtCom 758110100 24 755 x 3 755 Regions Financial Corp.Com 758940100 279 8,720 x 3 8,720 Reliant Energy Inc Com 75952J108 437 13,554 x 3 13,554 Repsol S.A. ADR ADR 76026T205 773 46,400 x 3 46,400 Reuters Holdings PLC SpADRADR 76132M102 54 693 x 3 693 Reynolds & Reynolds Co ComA 761695105 13 575 x 3 575 Reynolds R J Tob Hldgs Com 76182K105 9 160 x 3 160 Rio Tinto PLC - SponsorADRADR 767204100 476 6,555 x 3 6,555 Rite Aid Corp. Com 767754104 36 4,000 x 3 4,000 Roche Holding AG ADR 771195104 79 1,100 x 3 1,100 Rockwell International Comp. 773903109 47 1,224 x 3 1,224 Rohm & Haas Com 775371107 208 6,325 x 3 6,325 Rohm Co Ltd For J65328122 156 1,000 x 3 1,000 Rolls-Royce plc S.A. ADR 775781206 5 330 x 3 330 Royal & Sun Alliance InForance GrpG8566X133 5 657 x 3 657 Royal Dutch Petroleum CADRDR 780257804 4,700 80,660 x 3 600 80,060 Royal KPN Nederland NV ADRn ADR 780641205 12 2,063 x 3 2,063 Ruby Tuesday Inc. Com 781182100 63 3,680 x 3 3,680 S C I Systems Inc. Com 783890106 99 3,900 x 3 3,900 Sabre Group Holdings InCom 785905100 43 866 x 3 866 Safeguard Scientifics ICom 786449108 31 6,000 x 3 6,000 Safeway Inc. Com 786514208 2,797 58,274 x 3 58,274 Saipem SPA- Ord IL 1000Forr T82000117 181 33,000 x 3 33,000 Salton Inc. Com 795757103 9 500 x 3 500 San Paolo-imi S P A ADR 799175104 620 23,785 x 3 23,785 Sandisk Corp. Com 80004C101 5 165 x 3 165 SAP AG Sponsored ADR ADR 803054204 70 2,000 x 3 2,000 Sara Lee Corp. Com 803111103 254 13,431 x 3 13,431 SBC Communications Inc.Com 78387G103 13,259 330,984 x 3 5,700 325,284 Schering-Plough Corp. Com 806605101 19,004 524,388 x 3 524,388 Schlumberger Limited Com 806857108 8,966 170,293 x 3 170,293 Schwab Charles Corp. Com 808513105 4,661 304,640 x 3 304,640 Schweitzer-Mauduit IntlCom 808541106 2 84 x 3 84 Scientific-Atlanta Inc.Com 808655104 524 12,900 x 3 12,900 Scripps Co E W Cl A Com 811054204 173 2,500 x 3 2,500 Scriptel Holdings Inc. Com 811075100 0 18,000 x 3 18,000 Seagate Technology Inc.Com 811804988 0 370 x 3 370 Sealed Air Corp. Com 81211K100 63 1,700 x 3 1,700 Sears Roebuck & Co Com 812387108 180 4,264 x 3 4,264 Secom Co Ltd - Ord For J69972107 218 3,900 x 3 3,900 Secom Co Ltd Adr ADR 813113206 22 200 x 3 200 Semiconductor HLDRS Tr Com 816636203 5 100 x 3 100 Sensient Technologies CCom 81725T100 29 1,400 x 3 1,400 Service Corp. InternatiComl 817565104 48 7,500 x 3 7,500 Servicemaster Co Com 81760N109 371 30,878 x 3 30,878 Shell Transport & TradiADRPLC 822703609 786 15,612 x 3 15,612 Sherwin Williams Corp. Com 824348106 18 800 x 3 800 Shopsmith Inc Com 825098106 0 750 x 3 750 Siemens AG Sponsored ADADR 826197501 167 2,700 x 3 2,700 Sigma-Aldrich Corp. Com 826552101 100 2,600 x 3 2,600 Singapore TelecommunicaForns LTD-OY79985126 126 121,000 x 3 121,000 Singapore TelecommunicaADR Ltd 82929R106 15 1,400 x 3 1,400 Sinopec Shanghai - SponADRDR 82935M109 6 400 x 3 400 SK Telecom Co., Ltd. SpADRored ADR78440P108 5 319 x 3 319 Sky Financial Group IncCom 83080P103 51 2,696 x 3 2,696 Smucker J M Co Com 832696306 117 4,500 x 3 4,500 Softbank Corp For J75963108 7 200 x 3 200 Solectron Corp. Com 834182107 124 6,800 x 3 6,800 Solutia Inc. Com 834376105 25 1,924 x 3 1,924 Sony Corp. - Sponsored ADR 835699307 1,861 28,290 x 3 28,290 Southern Pacific PetrolADR NL ADR 843581307 1 1,375 x 3 1,375 Southwest Airlines Co. Com 844741108 33 1,800 x 3 1,800 Spieker Properties, IncCom 848497103 90 1,500 x 3 1,500 Sprint Corp. (PCS GroupCom 852061506 232 9,622 x 3 9,622 Sprint Corporation (FONComoup) 852061100 1,068 50,013 x 3 50,013 St Gobain For F80343100 340 2,500 x 3 2,500 St Jude Medical Inc. Com 790849103 636 10,600 x 3 10,000 600 St. Mary Land & ExploraComn 792228108 313 13,400 x 3 13,400 St. Paul Companies Inc.Com 792860108 167 3,300 x 3 3,300 Standard & Poors DEP ReCompts 78462F103 232 1,882 x 3 1,882 Staples Inc. Com 855030102 118 7,400 x 3 7,400 Starbucks Corp. Com 855244109 55 2,400 x 3 2,400 Starwood Hotels & ResorComWorldwid85590A203 55 1,468 x 3 1,468 State Street Corp. Com 857477103 299 6,040 x 3 6,040 Station Casinos, Inc. Com 857689103 163 10,200 x 3 10,200 Steris Corp. Com 859152100 12 600 x 3 600 Stilwell Financial Inc Com 860831106 26,542 790,895 x 3 34,400 756,495 Stmicroelectronics NV -For Shares 861012102 61 1,800 x 3 1,800 Stone Energy Corp. Com 861642106 1,644 37,106 x 3 37,106 Strattec Security Corp.Com 863111100 17 500 x 3 500 Stride Rite Corp. Com 863314100 1 59 x 3 59 Structural Dynamics ResComch 863555108 15 600 x 3 600 Stryker Corp. Com 863667101 176 3,200 x 3 3,200 Student Loan Mkting Pfd 863871208 44 900 x 3 900 Sun Microsystems Inc. Com 866810104 4,130 262,706 x 3 262,706 Sunoco Inc. Com 86764P109 8 228 x 3 228 Suntrust Banks Inc. Com 867914103 726 11,208 x 3 11,208 Superior Energy ServiceComnc. 868157108 16 2,000 x 3 2,000 Supervalu Inc. Com 868536103 423 24,100 x 3 21,500 2,600 Swire Pacific Ltd Ord CFor Y83310105 119 23,000 x 3 23,000 Swire Pacific Ltd SponsADRd ADR 870794302 13 2,460 x 3 2,460 Switchboard Inc Com 871045100 1 100 x 3 100 Symantec Corporation Com 871503108 35 800 x 3 800 Symbol Technologies IncCom 871508107 28 1,282 x 3 1,282 Symons Intl Group Inc Com 87154P105 3 8,310 x 3 8,310 Synavant Inc Com 87157A105 1 174 x 3 174 Syngenta AG - SponsoredADRR 87160A100 178 16,480 x 3 16,480 Synovus Financial Corp.Com 87161C105 32 1,012 x 3 1,012 Sysco Corp. Com 871829107 17,493 644,294 x 3 644,294 Systems & Computer TechComogy Corp871873105 13 1,437 x 3 1,437 T R W Inc. Com 872649108 228 5,560 x 3 5,560 Taiwan Semiconductor CoADRTD Spons874039100 123 8,102 x 3 8,102 Target Corp Com 87612E106 8,810 254,610 x 3 254,610 Taubman Centers, Inc. Com 876664103 63 4,500 x 3 4,500 Teco Energy Inc. Com 872375100 12 400 x 3 400 Telebras - Spon ADR ADR 879287100 0 350 x 3 350 Telecom Corp. of New ADR 879278208 2 110 x 3 110 Telecom Italia SpA S.A.ADR 87927W106 2 20 x 3 20 Telecominicaoes BrasileADRs SA ADR879287308 2 50 x 3 50 Teleflex Inc. Com 879369106 44 1,000 x 3 1,000 Telefonica SA Spons ADRADR 879382208 1,568 42,117 x 3 42,117 Telefonos de Mexico SA ADRns ADR 879403780 208 5,924 x 3 5,924 Telephone & Data SystemComInc. 879433100 551 5,065 x 3 5,065 Tellabs, Inc. Com 879664100 7 350 x 3 350 Temple Inland Inc. Com 879868107 107 2,000 x 3 2,000 Tenet Healthcare Corp. Com 88033G100 52 1,000 x 3 1,000 Tennant Co Com 880345103 36 900 x 3 900 Teraforce Technology CoComration 88077T109 0 1,000 x 3 1,000 Terra Networks, S. A. ADR 88100W103 0 8 x 3 8 Terumo Corp. Com J83173104 211 11,500 x 3 11,500 Teva Pharmaceutical-SP ADR 881624209 10 160 x 3 160 Texaco Inc. Com 881694103 9,770 146,698 x 3 12,100 134,598 Texas Instruments Inc. Com 882508104 14,143 448,985 x 3 350 448,635 Textron Capital I TrustPfdd 883198202 25 1,000 x 3 1,000 Textron Inc. Com 883203101 272 4,950 x 3 4,950 The AES Corporation Com 00130H105 204 4,749 x 3 4,749 The Allstate Corp. Com 020002101 520 11,810 x 3 11,810 The Bear Stearns CompanCom Inc. 073902108 352 5,975 x 3 5,975 The Cincinnati Gas & ElPfdCo 172070831 5 200 x 3 200 The Home Depot, Inc. Com 437076102 24,133 518,439 x 3 518,439 The Kroger Co. Com 501044101 5,471 218,852 x 3 36,100 182,752 The Royal Bank of ScotlPfd Grp Plc780097507 13 500 x 3 500 The Scotts Co Class A Com 810186106 240 5,800 x 3 5,800 The Southern Company Com 842587107 236 10,145 x 3 10,145 The Town and Country TrCom 892081100 296 14,500 x 3 14,500 The Valspar Corp. Com 920355104 7,387 208,085 x 3 208,085 The Walt Disney Co. Com 254687106 7,878 272,678 x 3 1,200 271,478 Thermo Electron Corp. Com 883556102 55 2,490 x 3 2,490 Time Warner Telecom IncCom A 887319101 161 4,800 x 3 4,800 Timken Co Com 887389104 34 2,000 x 3 2,000 Tokio Marine & Fire InsADRnce Co.,889090403 6 130 x 3 130 Tomkins PLC Sponsored AADR 890030208 5 500 x 3 500 Tootsie Roll IndustriesComc. 890516107 2,517 65,316 x 3 65,316 Topps Inc. Com 890786106 0 1 x 3 1 Tosco Corp. Com New Com 891490302 432 9,800 x 3 9,800 Total Fina Elf S.A. ADRADR 89151E109 10,985 156,486 x 3 7,000 149,486 Trans World Airlines Com 893349837 0 1 x 3 1 Transcanada Pipelines LPfd 893526756 44 1,750 x 3 1,750 Transocean Sedco Forex Com G90078109 171 4,134 x 3 4,134 Tri City Bank Shares CoCom- Wisc 895364107 1 15 x 3 15 Tribune Co Com 896047107 128 3,200 x 3 3,200 Tricon Global RestauranComInc. 895953107 169 3,840 x 3 3,840 Tupperware Corp. Com 899896104 10 420 x 3 420 TXU Corp Com 873168108 450 9,332 x 3 9,332 TXU Electric Capital IIPfd.00% Cu87316Q207 25 1,000 x 3 1,000 Tyco International LTD For 902124106 23,778 436,293 x 3 13,532 422,761 U.S. Bancorp (new) Com 902973304 23,280 1,021,516 x 3 1,021,516 Ubs Ag For H8920G155 158 1,114 x 3 1,114 Ucar International Inc.Com 90262K109 1,636 136,900 x 3 101,400 35,500 Uni Charm Corp For J94104114 198 6,100 x 3 6,100 Unilever PLC ADR 904767704 45 1,310 x 3 1,310 Union Pacific Capital TPfdt Term 907824403 29 600 x 3 600 Union Pacific Corp. Com 907818108 6,221 113,293 x 3 35,300 77,993 United Dominion Realty Comst 910197102 753 53,200 x 3 35,500 17,700 United Dominion Realty Pfdst 910197300 15 600 x 3 600 United Overseas Bank LtFor V96194127 126 20,000 x 3 20,000 United Overseas Bank LTADRpons ADR911271302 4 316 x 3 316 United Parcel Service ICom 911312106 509 8,810 x 3 8,810 United Technologies CorCom 913017109 2,900 39,591 x 3 39,591 UnitedHealth Group IncoComrated 91324P102 142 2,300 x 3 2,300 Universal Display Corp Com 91347P105 10 500 x 3 500 Universal Hlth Rlty IncCom Tr 91359E105 13 613 x 3 613 Unocal Capital Trust Pfd 91528T207 19 400 x 3 400 Unocal Corp. Com 915289102 3,199 93,685 x 3 46,200 47,485 UnumProvident CorporatiCom 91529Y106 4 115 x 3 115 US Air Group Com 911905107 12 500 x 3 500 USA Education, Inc. Com 90390U102 204 2,800 x 3 2,800 USX MARATHON GROUP Com 902905827 13 425 x 3 425 USX-U.S. Steel Group Com 90337T101 0 19 x 3 19 Utilicorp United Inc. Com 918005109 14 450 x 3 450 V F Corp. Com 918204108 58 1,600 x 3 1,600 Valmont Ind Inc Com 920253101 18 1,000 x 3 1,000 Valuevision InternationComInc. Cl 92047K107 67 3,100 x 3 3,100 Varian Inc Com 922206107 19 600 x 3 600 Varian Medical Systems Com 92220P105 43 600 x 3 600 Varian Semiconductor EqCom 922207105 25 600 x 3 600 Vectren Corp Com 92240G101 124 5,982 x 3 5,982 Verizon Communications Com 92343V104 15,538 290,438 x 3 290,438 Vertex Pharmaceuticals Com. 92532F100 54 1,100 x 3 1,100 Viacom Inc Class A Com 925524100 53 1,000 x 3 1,000 Viacom Inc Class B Com 925524308 247 4,780 x 3 4,780 Vina Concha Y Toro SA SADRs ADR 927191106 4 100 x 3 100 Vion Pharmaceuticals InCom 927624106 4 500 x 3 500 Vishay Intertechnology Com. 928298108 47 2,032 x 3 2,032 Visteon Corp Com 92839U107 311 16,947 x 3 12,618 4,329 Vitesse Semiconductor CCom. 928497106 70 3,325 x 3 3,325 Vodafone Group Plc New ADR 92857W100 197 8,820 x 3 8,820 Vornado Realty Trust CoComn Shares929042109 1,228 31,466 x 3 31,466 Wachovia Corp. Com 929771103 256 3,600 x 3 3,600 Walgreen Co Com 931422109 1,638 47,956 x 3 47,956 Wal-Mart Stores, Inc. Com 931142103 2,752 56,399 x 3 56,399 Walnut Capital PartnersCom WLNTLPZZZ 400 16 x 3 16 Washington Federal Inc.Com 938824109 3,812 155,485 x 3 67,070 88,415 Washington Mutual, Inc.Com 939322103 726 19,326 x 3 19,326 Washington Real Estate Comestors T939653101 229 9,700 x 3 9,700 Waste Management, Inc. Com 94106L109 199 6,450 x 3 6,450 Waterford Wedgewood - UFor G94697102 226 245,000 x 3 245,000 Watts Industries Inc CComs A 942749102 5 300 x 3 300 Webmd Corporation Com 94769M105 0 52 x 3 52 Weingarten Realty InvesComs 948741103 58 1,318 x 3 1,318 Weis Markets Inc Com 948849104 51 1,441 x 3 1,441 Wells Fargo Company Com 949746101 1,473 31,719 x 3 31,719 Wendy's International ICom 950590109 3 108 x 3 108 Western Resources Inc Com 959425109 1,357 63,100 x 3 45,700 17,400 Westvaco Corp. Com 961548104 160 6,579 x 3 6,579 Weyerhaeuser Co. Com 962166104 528 9,600 x 3 9,600 White Mountains Inc GroComLtd Com G9618E107 1,117 2,970 x 3 2,970 Whole Foods Market, IncCom 966837106 54 2,000 x 3 2,000 Wild Oats Markets Inc. Com 96808B107 22 2,100 x 3 2,100 Willamette Inds Com 969133107 347 7,010 x 3 7,010 Williams CommunicationsComoup, Inc969455104 11 3,669 x 3 3,669 Williams Companies Inc.Com 969457100 147 4,464 x 3 4,464 Williams Sonoma Inc. Com 969904101 253 6,508 x 3 6,508 Wind River Systems Inc Com 973149107 21 1,187 x 3 1,187 Winstar Communications,Comc. 975515107 0 2,000 x 3 2,000 Winton Finl Corp Com 976446104 12 1,400 x 3 1,400 Wolters Kluwer NV SponsADRR 977874205 348 12,955 x 3 12,955 World Television Inc Com 98151F305 0 23 x 3 23 WorldCom, Inc. - MCI GrCom 98157D304 166 10,287 x 3 1,924 8,363 WorldCom, Inc. - WorldCComGroup 98157D106 8,451 595,175 x 3 48,100 547,075 Worthington Industries,Comc. 981811102 41 3,000 x 3 3,000 WPP Group plc SponsoredADRR 929309300 63 1,252 x 3 1,252 Wrigley (WM) Jr. CompanCom 982526105 67 1,440 x 3 1,440 WSFS Financial Corp. Com 929328102 731 42,500 x 3 42,500 Xcel Energy Inc Com 98389B100 87 3,052 x 3 3,052 Xerox Corp. Com 984121103 237 24,800 x 3 22,800 2,000 Xilinx Inc. Com 983919101 30 739 x 3 739 XL Capital Ltd - Class Com G98255105 172 2,100 x 3 2,100 XO Communications Inc. Com 983764101 6 3,000 x 3 3,000 Yahoo Inc Com 984332106 159 7,948 x 3 7,948 York International Inc Com 986670107 121 3,450 x 3 3,450 Zurich Financial ServicADRAG ADR 98982M107 4 109 x 3 109 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Batterymarch Financial Management, Inc. For Positions Held 6/30/2001) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- 3TEC ENERGY CORP Com 88575R308 299 18,700 x 4 15,300 0 3,400 ABBOTT LABS COM Com 002824100 19,205 400,100 x 4 380,000 0 20,100 ACTRADE FINANCIAL TECHNOLOGIESComD00507P102 104 4,400 x 4 3,100 0 1,300 ACTUATE CORPORATION Com 00508B102 407 42,600 x 4 42,600 0 0 ADVANCED DIGITAL INFORMATION CCom 007525108 12 700 x 4 700 0 0 ADVANCED MICRO DEVICES INC COCom 007903107 4,841 167,500 x 4 167,500 0 0 AES CORP Com 00130H105 112 2,600 x 4 2,600 0 0 AFFILIATED COMPUTER SERVICES CCom 008190100 10,564 146,900 x 4 141,700 0 5,200 AIRGAS INC COM Com 009363102 92 7,700 x 4 7,700 0 0 AIRTRAN HOLDINGS INC Com 00949P108 164 16,000 x 4 16,000 0 0 ALBANY INTL CORP CL A Com 012348108 1,523 80,600 x 4 62,900 0 17,700 ALBEMARLE CORP Com 012653101 6,831 294,810 x 4 261,400 0 33,410 ALBERTA ENERGY CO. LTD Com 012873105 767 18,600 x 4 18,600 0 0 ALBERTO CULVER CO CL B CONV Com 013068101 11,321 269,300 x 4 244,200 0 25,100 ALCOA INC Com 013817101 10,839 275,100 x 4 262,500 0 12,600 ALLEGHENY ENERGY INC COM Com 017361106 1,129 23,400 x 4 11,500 0 11,900 ALLERGAN INC COM Com 018490102 3,067 36,500 x 4 34,200 0 2,300 ALLETE COM Com 018522102 947 42,100 x 4 42,100 0 0 ALLIANCE GAMING CORP COM Com 01859P609 3,884 98,900 x 4 98,100 0 800 ALLIANT TECHSYSTEMS INC COM Com 018804104 2,776 30,875 x 4 26,900 0 3,975 ALLSTATE CORP Com 020002101 9,203 209,200 x 4 202,000 0 7,200 ALLTEL CORP COM Com 020039103 3,535 57,700 x 4 54,100 0 3,600 AMB PROPERTY CORP Com 00163T109 1,600 62,100 x 4 62,100 0 0 AMERADA HESS CORP COM Com 023551104 4,129 51,100 x 4 50,700 0 400 AMERICAN ELEC PWR INC COM Com 025537101 54,056 1,170,800 x 4 1,144,700 0 26,100 AMERICAN EXPRESS CO COM Com 025816109 5,513 142,100 x 4 135,700 0 6,400 AMERICAN FINANCIAL HLDGS INC Com 026075101 861 36,500 x 4 31,000 0 5,500 AMERICAN GENERAL CORP COM Com 026351106 4,873 104,900 x 4 98,300 0 6,600 AMERICAN HOME PRODS CORP COM Com 026609107 8,672 147,600 x 4 140,800 0 6,800 AMERICAN INTL GROUP INC COM Com 026874107 30,136 354,500 x 4 337,700 0 16,800 AMERICAN SAFETY CLOSURE Com 029351400 0 5,087 x 4 5,087 0 0 AMERICAN STAND COS INC COM Com 029712106 45,838 762,700 x 4 737,000 0 25,700 AMERICREDIT CORP COM Com 03060R101 29,819 574,000 x 4 537,800 0 36,200 AMERISOURCE HEALTH CORP CL A Com 03071P102 18,226 329,289 x 4 297,689 0 31,600 AMERN EAGLE OUTFITTERS INC Com 02553E106 46 1,300 x 4 1,300 0 0 AMERUS LIFE HLDGS INC COM Com 03072M108 5,150 145,200 x 4 138,300 0 6,900 AMETEK INC NEW COM Com 031100100 3,040 99,500 x 4 70,100 0 29,400 AMGEN INC COM NASD INDL Com 031162100 6,833 112,600 x 4 107,600 0 5,000 AMPHENOL CORP NEW CL A Com 032095101 765 19,100 x 4 15,400 0 3,700 AMSOUTH BANCORPORATION COM Com 032165102 333 18,000 x 4 0 0 18,000 ANALOG DEVICES INC COM Com 032654105 13 300 x 4 300 0 0 ANCHOR GAMING Com 033037102 2,837 43,900 x 4 43,800 0 100 ANHEUSER BUSCH COS INC COM Com 035229103 4,557 110,600 x 4 104,200 0 6,400 AOL TIME WARNER INC Com 00184A105 39,313 741,750 x 4 708,300 0 33,450 APHTON CORP Com 03759P101 830 37,900 x 4 33,300 0 4,600 APOGEE ENTERPRISES INC COM NCom 037598109 461 36,900 x 4 36,900 0 0 APOGENT TECHNOLOGIES INC Com 03760A101 2,994 121,700 x 4 103,400 0 18,300 APOLLO GROUP INC -CL A Com 037604105 12,777 301,000 x 4 298,400 0 2,600 APPLEBEES INTL INC Com 037899101 4,968 155,250 x 4 146,550 0 8,700 APPLIED MATERIALS Com 038222105 5,382 109,600 x 4 103,300 0 6,300 APRIA HEALTHCARE GROUP Com 037933108 1,999 69,300 x 4 66,800 0 2,500 APTARGROUP INC COM Com 038336103 188 5,800 x 4 3,300 0 2,500 ARCH CHEMICALS INC Com 03937R102 269 12,300 x 4 12,300 0 0 ARDEN RLTY GROUP INC COM Com 039793104 32 1,200 x 4 1,200 0 0 AREMISSOFT CORP/DE Com 040026106 7,981 492,700 x 4 456,200 0 36,500 ARGOSY GAMING CORP Com 040228108 1,549 55,800 x 4 41,000 0 14,800 ASIAINFO HOLDINGS INC Com 04518A104 20,388 1,032,300 x 4 992,300 0 40,000 ASSOCIATED BANC CORP. Com 045487105 2,987 83,000 x 4 83,000 0 0 ASTORIA FINL CORP Com 046265104 34,777 632,300 x 4 611,800 0 20,500 AT&T Com 001957109 14,822 673,705 x 4 643,440 0 30,265 AT&T CORP - LIBERTY MEDIA A SHCom 001957208 4,178 238,900 x 4 229,600 0 9,300 ATMEL CORP Com 049513104 309 22,900 x 4 10,400 0 12,500 ATMOS ENERGY CORP COM Com 049560105 413 16,900 x 4 16,900 0 0 AUTODESK INC COM NASD INDL Com 052769106 27,119 727,040 x 4 695,246 0 31,794 AUTOMATIC DATA PROCESSING INC ComM053015103 3,250 65,400 x 4 62,300 0 3,100 AUTOZONE INC Com 053332102 10,984 292,900 x 4 277,100 0 15,800 AVANT CORP COM Com 053487104 3,858 290,085 x 4 262,685 0 27,400 AVID TECHNOLOGY INC Com 05367P100 465 29,600 x 4 29,600 0 0 AZTAR CORP COM Com 054802103 4,581 378,600 x 4 361,300 0 17,300 BALL CORP COM Com 058498106 11,086 233,100 x 4 223,500 0 9,600 BANK NEW YORK INC COM Com 064057102 8,342 173,800 x 4 166,400 0 7,400 BANK OF AMERICA CORP Com 060505104 25,424 423,517 x 4 400,665 0 22,852 BANK ONE CORP Com 06423A103 5,901 164,828 x 4 157,870 0 6,958 BARR LABORATORIES INC Com 068306109 30,638 442,750 x 4 426,450 0 16,300 BARRA INC Com 068313105 538 13,750 x 4 8,300 0 5,450 BAXTER INTL INC COM Com 071813109 7,989 158,200 x 4 152,000 0 6,200 BCE INC COM Com 05534B109 5,741 218,300 x 4 211,200 0 7,100 BEA SYSTEMS INC Com 073325102 3,633 118,300 x 4 115,900 0 2,400 BEAZER HOMES USA INC Com 07556Q105 1,035 16,300 x 4 16,200 0 100 BECKMAN COULTER INC Com 075811109 5,663 138,800 x 4 138,800 0 0 BECTON DICKINSON & CO COM Com 075887109 1,961 54,800 x 4 54,800 0 0 BEDFORD PPTY INVS INC Com 076446301 7,268 346,900 x 4 324,700 0 22,200 BELLSOUTH CORP COM Com 079860102 12,182 302,500 x 4 288,000 0 14,500 BERGEN BRUNSWIG CORP CL A Com 083739102 22,555 1,173,500 x 4 1,105,400 0 68,100 BERKLEY W R CORP COM Com 084423102 460 11,100 x 4 9,500 0 1,600 BIOGEN, N.V. Com 090597105 3,642 67,000 x 4 61,000 0 6,000 BJ SVCS CO COM Com 055482103 447 15,400 x 4 7,600 0 7,800 BJS WHOLESALE CLUB INC CO Com 05548J106 229 4,300 x 4 3,400 0 900 BLACKROCK INC Com 09247X101 5,733 167,200 x 4 142,000 0 25,200 BLOCK (H&R) Com 093671105 5,016 77,700 x 4 73,500 0 4,200 BLOCKBUSTER INC CL A Com 093679108 6,776 371,300 x 4 356,400 0 14,900 BOB EVANS FARMS INC COM NASDComD096761101 472 26,200 x 4 13,000 0 13,200 BOEING CO COM Com 097023105 17,030 306,300 x 4 293,700 0 12,600 BORDERS GROUP INC COM Com 099709107 2,881 128,600 x 4 106,200 0 22,400 BORLAND SOFTWARE CORPORATION Com 099849101 4,105 263,100 x 4 215,800 0 47,300 BOSTON COMMUNICATIONS GROUP Com 100582105 86 6,000 x 4 6,000 0 0 BRINKER INTL INC COM Com 109641100 8,728 337,650 x 4 324,750 0 12,900 BRISTOL MYERS SQUIBB CO COM Com 110122108 24,487 468,200 x 4 446,000 0 22,200 BROWN SHOE COMPANY INC Com 115736100 1,254 69,500 x 4 61,900 0 7,600 BURLINGTON COAT FACTORY COM Com 121579106 3,284 164,200 x 4 152,800 0 11,400 CABLETRON SYS INC COM Com 126920107 3,261 142,700 x 4 139,000 0 3,700 CABOT CORP COM Com 127055101 15,780 438,100 x 4 413,000 0 25,100 CABOT INDUSTRIAL TRUST Com 127072106 46 2,200 x 4 600 0 1,600 CACI INTL INC -CL A Com 127190304 4,061 86,400 x 4 72,800 0 13,600 CADENCE DESIGN SYSTEM INC COMComA127387108 1,179 63,300 x 4 60,600 0 2,700 CANADIAN NATURAL RESOURCES LTDCom 136385101 279 9,400 x 4 9,400 0 0 CANADIAN PACIFIC LTD Com 135923100 22,250 574,200 x 4 538,000 0 36,200 CARDINAL HEALTH INC COM NASD ComL14149Y108 7,062 102,350 x 4 97,650 0 4,700 CATELLUS DEVELOPMENT CORP COM Com 149111106 5,739 328,900 x 4 319,100 0 9,800 CENTEX CORP COM Com 152312104 839 20,600 x 4 20,600 0 0 CEPHALON INC Com 156708109 20,847 295,700 x 4 280,400 0 15,300 CERNER CORP COM NASD INDL Com 156782104 97 2,300 x 4 0 0 2,300 CH ENERGY GROUP INC Com 12541M102 272 6,200 x 4 6,200 0 0 CHEAP TICKETS INC Com 162672109 121 8,000 x 4 8,000 0 0 CHECK POINT SOFTWARE TECHN Com M22465104 8,117 160,500 x 4 160,500 0 0 CHECKPOINT SYS INC COM NASD ComL162825103 389 22,100 x 4 15,900 0 6,200 CHELSEA PROPERTY GROUP INC Com 163421100 7,204 153,600 x 4 142,100 0 11,500 CHEMED CORP COM Com 163596109 1,395 38,600 x 4 37,100 0 1,500 CHEMFIRST INC COM Com 16361A106 901 34,400 x 4 34,400 0 0 CHEVRON CORPORATION COM Com 166751107 14,643 161,800 x 4 154,400 0 7,400 CHICOS FAS INC Com 168615102 179 6,000 x 4 6,000 0 0 CHIEFTAIN INTL INC Com 16867C101 1,035 36,000 x 4 27,700 0 8,300 CHINA MOBILE HK LTD - SP ADR ADR 16941M109 7,871 293,800 x 4 273,800 0 20,000 CHIRON CORP COM NASD INDL Com 170040109 102 2,000 x 4 0 0 2,000 CHRISTOPHER & BANKS CORPORATIOCom 171046105 7,321 224,575 x 4 206,100 0 18,475 CHURCH & DWIGHT INC COM NASDComD171340102 196 7,700 x 4 7,700 0 0 CIA BRAS DISTRB PAO ACUCAR ADRADRA20440T201 3,275 141,100 x 4 141,100 0 0 CINERGY CORP Com 172474108 43,156 1,234,800 x 4 1,191,600 0 43,200 CIRRUS LOGIC CORP COM NASD INDCom 172755100 4,892 212,400 x 4 196,900 0 15,500 CISCO SYSTEMS Com 17275R102 13,415 737,100 x 4 715,900 0 21,200 CITIGROUP INC Com 172967101 59,174 1,119,867 x 4 1,069,168 0 50,699 CITIZENS UTILS CO DEL CL B NCom 17453B101 4,380 363,500 x 4 363,500 0 0 CLEAR CHANNEL COMMUNICATIONS Com 184502102 3,505 55,900 x 4 53,100 0 2,800 COCA COLA CO COM Com 191216100 12,123 269,400 x 4 248,700 0 20,700 COGNIZANT TECH SOLUTIONS Com 192446102 2,415 56,900 x 4 48,300 0 8,600 COLGATE PALMOLIVE CO COM Com 194162103 6,052 102,600 x 4 96,900 0 5,700 COLONIAL PROPERTIES TRUST Com 195872106 2,359 76,600 x 4 76,600 0 0 COMCAST CORP CL A SPL NASD ICom 200300200 4,214 97,100 x 4 92,500 0 4,600 COMMERCE BANCSHARES INC COM ComD200525103 5,122 138,800 x 4 123,000 0 15,800 COMML NET LEASE RLTY INC Com 202218103 425 29,800 x 4 29,800 0 0 COMMUNITY FIRST BANK Com 203902101 4,444 193,200 x 4 186,300 0 6,900 COMP PARANAENSE ENERG (COPEL) ADR 20441B407 4,503 599,600 x 4 599,600 0 0 COMPAQ COMPUTER CORP COM Com 204493100 2,958 193,102 x 4 182,802 0 10,300 COMPASS BANCSHARES INC COM Com 20449H109 896 33,800 x 4 31,600 0 2,200 COMPUWARE CORP Com 205638109 16,884 1,207,000 x 4 1,187,000 0 20,000 COMSTOCK RESOURCES INC(CMRE) Com 205768203 5,322 519,200 x 4 494,400 0 24,800 CONMED CORP Com 207410101 240 9,200 x 4 8,600 0 600 CONSECO INC COM Com 208464107 8,584 619,800 x 4 612,300 0 7,500 CONSOLIDATED GRAPHICS INC COM Com 209341106 71 4,200 x 4 2,600 0 1,600 COOPER COS INC COM NEW Com 216648402 853 16,600 x 4 15,100 0 1,500 CORUS BANKSHARES INC Com 220873103 2,645 43,900 x 4 38,700 0 5,200 COSTCO COMPANIES COM Com 22160K105 325 7,900 x 4 7,900 0 0 COUNTRYWIDE CREDIT IND Com 222372104 34,070 742,600 x 4 714,100 0 28,500 COVENTRY HEALTH CARE Com 222862104 7,759 384,100 x 4 347,900 0 36,200 CRACKER BARREL OLD CTR Com 12489V106 447 26,400 x 4 5,000 0 21,400 CRANE CO COM Com 224399105 871 28,100 x 4 27,800 0 300 CRESCENT R E EQUITIES INC Com 225756105 18,342 746,500 x 4 722,300 0 24,200 CROSSMAN COMMUNITIES INC Com 22764E109 64 1,600 x 4 1,600 0 0 CRYPTOLOGIC INC Com 228906103 123 5,400 x 4 5,400 0 0 CSG SYSTEMS INTL INC COM Com 126349109 9,649 170,000 x 4 166,200 0 3,800 CVS CORP COM Com 126650100 93 2,400 x 4 2,200 0 200 CYTEC INDS INC COM Com 232820100 334 8,800 x 4 8,100 0 700 D R HORTON INC Com 23331A109 5,390 237,457 x 4 230,057 0 7,400 D&K HEALTHCARE RESOURCES Com 232861104 321 8,700 x 4 8,700 0 0 DAIMLERCHRYSLER AG Com D1668R123 2,914 63,200 x 4 59,000 0 4,200 DAL-TILE INTL INC COM Com 23426R108 2,808 151,400 x 4 139,100 0 12,300 DARDEN RESTAURANTS INC COM Com 237194105 18,269 654,800 x 4 641,900 0 12,900 DATASCOPE CORP COM NASD INDLCom 238113104 452 9,800 x 4 9,800 0 0 DAVITA INC Com 23918K108 5,194 255,500 x 4 219,600 0 35,900 DDI CORP Com 233162106 1,806 90,300 x 4 87,000 0 3,300 DEL MONTE FOODS COMPANY Com 24522P103 151 18,000 x 4 18,000 0 0 DELL COMPUTER CORP COM NASD INCom 247025109 12,104 462,900 x 4 444,200 0 18,700 DELUXE CORP COM Com 248019101 7,763 268,600 x 4 250,700 0 17,900 DENBURY RESOURCES INC Com 247916208 854 90,800 x 4 88,500 0 2,300 DIAGNOSTIC PRODS CORP COM Com 252450101 4,615 139,000 x 4 133,600 0 5,400 DIME BANCORP INC Com 25429Q102 16,841 452,100 x 4 408,200 0 43,900 DIME CMNTY BANCORP INC COM Com 253922108 753 22,200 x 4 22,200 0 0 DIRECT FOCUS INC Com 254931108 16,598 349,425 x 4 315,425 0 34,000 DISNEY WALT CO DEL COM Com 254687106 13,775 476,800 x 4 455,000 0 21,800 DOLLAR THRIFTY AUTOMOTIVE GP Com 256743105 398 16,600 x 4 16,600 0 0 DORAL FINL CORP COM Com 25811P100 3,787 110,400 x 4 106,000 0 4,400 DOW CHEM CO COM Com 260543103 1,756 52,800 x 4 48,600 0 4,200 DOWNEY SVGS & LN ASSN GTEE STCom 261018105 4,698 99,400 x 4 92,700 0 6,700 DRESS BARN INC COM NASD INDLCom 261570105 3,526 155,000 x 4 143,500 0 11,500 DRS TECHNOLOGIES INC Com 23330X100 604 26,300 x 4 26,300 0 0 DST SYSTEMS INC COM NASDQ Com 233326107 875 16,600 x 4 6,500 0 10,100 DTE ENERGY CO COM Com 233331107 316 6,800 x 4 0 0 6,800 DU PONT E I DE NEMOURS & CO CCom 263534109 4,572 94,775 x 4 89,875 0 4,900 DUKE ENERGY CORP COM Com 264399106 4,498 115,300 x 4 110,100 0 5,200 DUN & BRADSTREET CORP Com 26483E100 8,688 308,100 x 4 299,500 0 8,600 DUN & BRADSTREET CORP COM Com 615369105 1,045 31,200 x 4 31,200 0 0 E M C CORP MASS COM Com 268648102 12,095 413,500 x 4 394,700 0 18,800 EAGLE GEOPHYSICAL INC Com 269524104 0 1 x 4 1 0 0 EARTHGRAINS COMPANY Com 270319106 122 4,700 x 4 4,700 0 0 EDWARDS LIFESCIENCES CP Com 28176E108 4,233 160,600 x 4 142,900 0 17,700 EFUNDS CORP Com 28224R101 1,416 76,100 x 4 69,800 0 6,300 EL PASO CORPORATION Com 28336L109 2,753 52,400 x 4 49,900 0 2,500 EL PASO ELECTRIC CO COM NEW Com 283677854 3,140 196,400 x 4 182,000 0 14,400 ELECTRO SCIENTIFIC INDS COM ComD285229100 4,172 109,500 x 4 99,400 0 10,100 ELECTRONIC ARTS Com 285512109 423 7,300 x 4 3,300 0 4,000 ELECTRONIC DATA SYS NW COM Com 285661104 8,450 135,200 x 4 128,900 0 6,300 ELECTRONICS FOR IMAG Com 286082102 2,257 76,500 x 4 63,100 0 13,400 EMBARCADERO TECHNOLOGIES INC Com 290787100 433 19,400 x 4 15,100 0 4,300 EMCOR GROUP INC Com 29084Q100 4,107 113,600 x 4 109,000 0 4,600 EMERSON ELEC CO COM Com 291011104 5,282 87,300 x 4 82,100 0 5,200 ENERGEN CORP COM Com 29265N108 5,136 186,100 x 4 175,000 0 11,100 ENGELHARD CORP COM Com 292845104 1,083 42,000 x 4 39,800 0 2,200 ENRON CORP COM Com 293561106 4,198 85,500 x 4 81,500 0 4,000 ENTERGY CORP NEW COM Com 29364G103 24,593 640,600 x 4 599,500 0 41,100 EQUIFAX INC COM Com 294429105 2,615 71,300 x 4 64,700 0 6,600 EQUITABLE RES INC COM Com 294549100 8,927 268,000 x 4 247,800 0 20,200 ESCO ELECTRONICS CORP Com 296315104 461 15,300 x 4 7,400 0 7,900 ESTERLINE TECHNOLOGIES COM Com 297425100 1,046 48,100 x 4 45,800 0 2,300 EXELON CORP Com 30161N101 122 1,900 x 4 1,100 0 800 EXXON MOBIL CORPORATION Com 30231G102 91,183 1,043,879 x 4 994,978 0 48,901 F M C CORP COM NEW Com 302491303 19,228 280,455 x 4 271,855 0 8,600 FAIR ISAAC & CO INC COM NASDComD303250104 723 11,700 x 4 10,350 0 1,350 FAIRCHILD SEMICONDUCTOR INTL CCom 303726103 5,037 219,000 x 4 219,000 0 0 FANNIE MAE Com 313586109 36,665 431,200 x 4 416,600 0 14,600 FEDERATED DEPT STORES COM Com 31410H101 1,879 44,200 x 4 39,800 0 4,400 FEDERATED INVESTORS INC Com 314211103 23,871 741,350 x 4 704,000 0 37,350 FEI COMPANY Com 30241L109 562 13,700 x 4 12,300 0 1,400 FIDELITY NATIONAL FINL INC Com 316326107 13,850 563,700 x 4 524,000 0 39,700 FIFTH THIRD BANCORP COM NASDCom 316773100 5,837 97,200 x 4 92,700 0 4,500 FIRST AMERN FINL CORP COM NASDCom 318522307 4,813 254,100 x 4 234,600 0 19,500 FIRST BANCORP P R COM Com 318672102 313 11,600 x 4 11,600 0 0 FIRST CITIZENS BANCSH Com 31946M103 2,137 19,700 x 4 17,400 0 2,300 FIRST DATA CORP Com 319963104 9,183 142,700 x 4 137,200 0 5,500 FIRST HEALTH GROUP CORP Com 320960107 8,167 338,600 x 4 311,000 0 27,600 FIRST INDL REALTY TRUST INC Com 32054K103 1,736 54,000 x 4 52,200 0 1,800 FIRST TENN NATL CORP COM NASComK337162101 19,434 559,900 x 4 540,400 0 19,500 FIRST UN CORP COM Com 337358105 4,759 136,200 x 4 131,400 0 4,800 FIRSTENERGY CORP COM Com 337932107 39 1,200 x 4 1,200 0 0 FISERV INC COM NASD INDL Com 337738108 12,291 192,100 x 4 177,400 0 14,700 FLEET BOSTON FINANCIAL CORP Com 339030108 10,154 257,400 x 4 242,000 0 15,400 FLEMING COS INC COM Com 339130106 10,253 287,190 x 4 268,590 0 18,600 FLORIDA ROCK INDS INC COM Com 341140101 1,210 25,800 x 4 24,000 0 1,800 FNB CORP/PA Com 302520101 243 8,225 x 4 8,225 0 0 FOMENTO ECONOMICO MEX-SP ADR ADS 344419106 13,969 326,300 x 4 326,300 0 0 FORD MTR CO DEL COM Com 345370860 5,908 240,665 x 4 232,195 0 8,470 FOREST OIL CORP COM NEW Com 346091705 2,548 91,000 x 4 85,800 0 5,200 FOSTER WHEELER CORP COM Com G36535105 385 42,500 x 4 42,500 0 0 FREDDIE MAC COM Com 313400301 11,446 168,200 x 4 160,200 0 8,000 FREEPORT-MCMORAN COPPER-B Com 35671D857 439 39,700 x 4 39,700 0 0 FRONTIER AIRLINES INC Com 359065109 263 21,450 x 4 6,450 0 15,000 GABLES RESIDENTIAL T Com 362418105 9,713 324,300 x 4 313,200 0 11,100 GALILEO INTERNATIONAL INC COM Com 363547100 9,198 283,000 x 4 254,400 0 28,600 GENCORP INC COM Com 368682100 1,640 128,100 x 4 125,400 0 2,700 GENENTECH INC Com 368710406 5,069 92,000 x 4 90,300 0 1,700 GENERAL COMMUNICATION INC Com 369385109 350 28,900 x 4 23,900 0 5,000 GENERAL DYNAMICS CORP COM Com 369550108 6,349 81,600 x 4 81,600 0 0 GENERAL ELEC CO COM Com 369604103 88,998 1,825,600 x 4 1,737,500 0 88,100 GENERAL MTRS CORP COM Com 370442105 4,768 74,100 x 4 70,100 0 4,000 GENESCO INC COM Com 371532102 3,746 111,500 x 4 102,200 0 9,300 GENZYME CORP COM GENL DIV Com 372917104 1,269 20,800 x 4 10,800 0 10,000 GILLETTE CO COM Com 375766102 2,774 95,700 x 4 90,700 0 5,000 GLENBOROUGH RLTY TR INC COM Com 37803P105 2,133 110,500 x 4 96,700 0 13,800 GOLDEN WEST FINL CORP DEL COMCom 381317106 1,060 16,500 x 4 16,500 0 0 GOODRICH B F CO COM Com 382388106 775 20,400 x 4 20,400 0 0 GRACO INC COM Com 384109104 1,393 42,200 x 4 34,750 0 7,450 GRANITE CONSTRUCTION INC Com 387328107 1,457 57,300 x 4 54,600 0 2,700 GREENPOINT FINANCIAL CORP Com 395384100 47,378 1,233,800 x 4 1,189,300 0 44,500 GREY WOLF INC COM Com 397888108 1,702 425,500 x 4 389,300 0 36,200 GROUP 1 AUTOMOTIVE INC Com 398905109 24 800 x 4 800 0 0 GRUPO TELEVISA SA DE CV SPN ADR RE40049J206 5,756 143,870 x 4 143,870 0 0 GTECH HOLDINGS CORP Com 400518106 5,603 157,800 x 4 133,800 0 24,000 GUITAR CENTER INC Com 402040109 85 4,000 x 4 4,000 0 0 HAEMONETICS CORPORATION Com 405024100 1,019 33,400 x 4 33,400 0 0 HANCOCK FABRICS INC COM Com 409900107 166 18,600 x 4 18,600 0 0 HANDLEMAN CO DEL COM Com 410252100 442 26,400 x 4 26,400 0 0 HARLAND JOHN H CO COM Com 412693103 3,889 166,900 x 4 158,500 0 8,400 HARRAHS ENTMT INC COM Com 413619107 5,482 155,300 x 4 140,300 0 15,000 HARRIS CORP DEL COM Com 413875105 11,957 439,450 x 4 414,750 0 24,700 HCA - THE HEALTHCARE COMPANY Com 404119109 6,087 134,700 x 4 127,100 0 7,600 HEALTH NET INC Com 42222G108 31,163 1,791,000 x 4 1,719,400 0 71,600 HEALTHSOUTH CORP COM Com 421924101 11,163 699,000 x 4 659,200 0 39,800 HELLER FINANCIAL INC Com 423328103 8,480 212,000 x 4 196,800 0 15,200 HELMERICH & PAYNE INC COM Com 423452101 20,233 656,500 x 4 611,100 0 45,400 HENRY SCHEIN INC Com 806407102 9,101 227,200 x 4 222,200 0 5,000 HEWLETT PACKARD CO COM Com 428236103 6,621 231,500 x 4 220,000 0 11,500 HIBERNIA CORP CL A Com 428656102 5,541 311,300 x 4 294,100 0 17,200 HILLENBRAND INDS INC COM Com 431573104 12,119 212,200 x 4 199,500 0 12,700 HNC SOFTWARE INC Com 40425P107 1,297 66,500 x 4 66,500 0 0 HOLLINGER INTL INC CL A Com 435569108 1,326 96,400 x 4 91,100 0 5,300 HOME DEPOT INC COM Com 437076102 12,592 270,500 x 4 258,900 0 11,600 HONEYWELL INTERNATIONAL INC Com 438516106 2,943 84,100 x 4 80,200 0 3,900 HOSPITALITY PPTYS TR COM SH BEComN44106M102 2,001 70,200 x 4 68,800 0 1,400 HOTEL RESERVATIONS NETWORK Com 441451101 316 6,800 x 4 5,700 0 1,100 HOUSEHOLD INTL INC COM Com 441815107 7,597 113,900 x 4 108,400 0 5,500 HOUSTON EXPL CO COM Com 442120101 7,403 236,900 x 4 215,900 0 21,000 HUGHES SUPPLY INC COM Com 444482103 478 20,200 x 4 20,200 0 0 HUMANA INC COM Com 444859102 6,628 672,900 x 4 633,300 0 39,600 ICOS CORPORATION Com 449295104 4,109 64,200 x 4 62,400 0 1,800 IDEC PHARMACEUTICALS CORP COM Com 449370105 399 5,900 x 4 2,700 0 3,200 IDEXX LABS INC Com 45168D104 30,932 989,818 x 4 907,618 0 82,200 IKON OFFICE SOLUTIONS Com 451713101 2,867 292,500 x 4 256,500 0 36,000 IMMUNOMEDICS INC COM NASD INCom 452907108 9,803 458,100 x 4 424,500 0 33,600 INDYMAC BANCORP INC Com 456607100 6,866 256,200 x 4 236,200 0 20,000 INFORMATION RES INC COM NASDComD456905108 229 22,100 x 4 22,100 0 0 INTEGRATED ELECTRICAL SERVICESCom 45811E103 538 55,200 x 4 55,200 0 0 INTEL CORP COM NASD INDL Com 458140100 37,063 1,267,100 x 4 1,206,600 0 60,500 INTER TEL INC COM NASD INDL Com 458372109 91 7,600 x 4 7,600 0 0 INTERNATIONAL BUSINESS MACHINEComO459200101 57,331 507,350 x 4 483,750 0 23,600 INTERNATIONAL RECTIFIER CORP Com 460254105 25,046 734,500 x 4 707,900 0 26,600 INTERNET SECURITY SYSTEMS INC Com 46060X107 2,934 60,420 x 4 56,720 0 3,700 INTERVOICE-BRITE INC COM NASD ComL461142101 172 15,600 x 4 15,600 0 0 INVACARE CORP COM NASD INDL Com 461203101 5,710 147,800 x 4 123,500 0 24,300 INVITROGEN CORP Com 46185R100 6,850 95,400 x 4 93,400 0 2,000 IRT PPTY CO COM Com 450058102 339 31,100 x 4 17,000 0 14,100 ITRON INC Com 465741106 1,368 72,100 x 4 71,200 0 900 ITT EDUCATIONAL SVCS INC Com 45068B109 3,798 84,400 x 4 72,500 0 11,900 ITT INDUSTRIES INC IND COM Com 450911102 3,624 81,900 x 4 68,100 0 13,800 IVAX CORP COM Com 465823102 461 11,825 x 4 0 0 11,825 IVEX PACKAGING CORP DEL COM Com 465855104 1,072 56,400 x 4 42,300 0 14,100 JD EDWARDS & CO Com 281667105 23 1,600 x 4 0 0 1,600 JOHN NUVEEN CO -CL Com 478035108 249 4,400 x 4 4,400 0 0 JOHNSON & JOHNSON COM Com 478160104 47,488 949,762 x 4 903,914 0 45,848 JOHNSON CTLS INC COM Com 478366107 1,399 19,300 x 4 18,200 0 1,100 JP MORGAN CHASE & CO Com 46625H100 15,234 341,580 x 4 327,160 0 14,420 JP REALTY INC Com 46624A106 3,330 135,900 x 4 124,300 0 11,600 KB HOME COM Com 48666K109 4,992 165,455 x 4 153,955 0 11,500 KCS ENERGY INC Com 482434206 358 54,300 x 4 46,100 0 8,200 KEITHLEY INSTRS INC COM Com 487584104 1,521 71,400 x 4 67,700 0 3,700 KENNAMETAL INC COM Com 489170100 675 18,300 x 4 16,800 0 1,500 KEY PRODUCTION COMPANY INC Com 493138101 2,582 155,100 x 4 148,500 0 6,600 KIMBERLY CLARK CORP COM Com 494368103 7,133 127,600 x 4 121,900 0 5,700 KNIGHTSBRIDGE TANKERS LTD Com G5299G106 2,864 143,200 x 4 128,100 0 15,100 KONINKLIJKE PHILIPS ELECTRS NVComO500472303 1,797 68,000 x 4 62,400 0 5,600 KOREA ELECTRIC POWER (KEPCO) ADR 500631106 7,771 818,000 x 4 818,000 0 0 KROGER CO COM Com 501044101 16,043 641,700 x 4 626,100 0 15,600 KRONOS INC Com 501052104 242 5,900 x 4 5,900 0 0 K-SWISS INC -CL A Com 482686102 251 10,400 x 4 10,400 0 0 LAFARGE CORP COM Com 505862102 157 4,700 x 4 0 0 4,700 LANDRYS RESTAURANTS INC Com 51508L103 281 16,500 x 4 16,500 0 0 LEE ENTERPRISES INC COM Com 523768109 201 6,100 x 4 6,100 0 0 LENNAR CORP COM Com 526057104 571 13,700 x 4 7,400 0 6,300 LEUCADIA NATL CORP COM Com 527288104 2,090 64,400 x 4 58,700 0 5,700 LEXMARK INTL GROUP INC CL A Com 529771107 4,526 67,300 x 4 63,300 0 4,000 LIBERTY FINANCIAL COS INC Com 530512102 1,941 59,800 x 4 56,900 0 2,900 LIGHTBRIDGE INC Com 532226107 737 38,000 x 4 30,400 0 7,600 LILLY ELI & CO COM Com 532457108 18,692 252,600 x 4 240,200 0 12,400 LINCARE HOLDINGS INC Com 532791100 18 600 x 4 0 0 600 LINCOLN ELECTRIC HLDGS INC Com 533900106 1,553 60,900 x 4 58,600 0 2,300 LINEAR TECHNOLOGY CORP COM NCom 535678106 2,198 49,700 x 4 49,400 0 300 LIZ CLAIBORNE INC COM NASD ICom 539320101 9,757 193,400 x 4 181,800 0 11,600 LOEWS CORP COM Com 540424108 33,310 517,000 x 4 508,500 0 8,500 LONE STAR STEAKHOUSE Com 542307103 768 59,100 x 4 52,300 0 6,800 LONGS DRUG STORES CORP COM Com 543162101 394 18,300 x 4 17,000 0 1,300 LOUIS DREYFUS NAT GAS CORP Com 546011107 512 14,700 x 4 9,900 0 4,800 LOWES COS INC COM Com 548661107 3,910 53,900 x 4 51,700 0 2,200 LUBRIZOL CORP COM Com 549271104 1,956 63,000 x 4 57,700 0 5,300 LUCENT TECHNOLOGIES INC COM Com 549463107 1,937 311,900 x 4 296,400 0 15,500 LUKOIL OIL CO SPONSORED ADR RUSSI677862104 9,483 198,600 x 4 198,600 0 0 M D C HLDGS INC COM Com 552676108 6,132 173,210 x 4 156,710 0 16,500 M&T BANK CORPORATION Com 55261F104 717 9,500 x 4 4,300 0 5,200 M/I SCHOTTENSTEIN HOMES INC Com 55305B101 553 14,000 x 4 14,000 0 0 MACERICH CO Com 554382101 114 4,600 x 4 4,600 0 0 MAGNA INTL INC CL A NASD INDL Com 559222401 473 7,700 x 4 7,200 0 500 MANDALAY RESORT GROUP Com 562567107 3,288 120,000 x 4 110,600 0 9,400 MANOR CARE INC Com 564055101 7,566 238,300 x 4 220,800 0 17,500 MANUFACTURED HOME CM Com 564682102 791 28,150 x 4 24,900 0 3,250 MAPINFO CORP Com 565105103 40 1,800 x 4 1,800 0 0 MARINE DRILLING COS COM PAR 0.Com 568240204 11,346 593,700 x 4 556,200 0 37,500 MARRIOTT INTERNATIONAL CL A Com 571903202 5,146 108,700 x 4 108,700 0 0 MARSH & MCLENNAN COS INC COM Com 571748102 2,868 28,400 x 4 27,000 0 1,400 MATRIXONE INC Com 57685P304 703 30,300 x 4 29,000 0 1,300 MAY DEPT STORES CO COM Com 577778103 11,206 327100 x 4 327,100 0 0 MBNA CORP Com 55262L100 7,884 238,900 x 4 228,400 0 10,500 MCDERMOTT INTL INC COM Com 580037109 394 33,800 x 4 33,800 0 0 MCDONALDS CORP COM Com 580135101 6,356 234,900 x 4 223,500 0 11,400 MDU RES GROUP INC COM Com 552690109 2,512 79,400 x 4 77,600 0 1,800 MEDIACOM COMMUNICATIONS CORP Com 58446K105 186 13,300 x 4 2,800 0 10,500 MEDICIS PHARMACEUTICAL CORP CLComN584690309 848 16,000 x 4 16,000 0 0 MEDTRONIC INC COM Com 585055106 5,714 124,200 x 4 118,400 0 5,800 MELLON FINL CORP COM Com 58551A108 10,620 237,000 x 4 231,200 0 5,800 MENTOR CORP MINN COM NASD INCom 587188103 482 16,900 x 4 16,500 0 400 MENTOR GRAPHICS CORP COM NASComN587200106 2,623 149,900 x 4 131,500 0 18,400 MERCK & CO INC COM Com 589331107 23,647 370,000 x 4 352,900 0 17,100 MERCURY COMPUTER SYSTEMS INC Com 589378108 278 6,300 x 4 4,600 0 1,700 MERIX CORP Com 590049102 652 37,300 x 4 35,000 0 2,300 MERRILL LYNCH & CO INC COM Com 590188108 5,895 99,500 x 4 93,300 0 6,200 METHANEX CORP Com 59151K108 986 187,800 x 4 170,300 0 17,500 METHODE ELECTRONICS INC CL A ComD591520200 538 62,600 x 4 56,100 0 6,500 METLIFE INC Com 59156R108 14,647 472,800 x 4 452,400 0 20,400 MGIC INVT CORP WIS COM Com 552848103 24,908 342,900 x 4 336,800 0 6,100 MICRON TECHNOLOGY INC COM Com 595112103 2,544 61,900 x 4 57,600 0 4,300 MICROSEMI CORP COM NASD INDLCom 595137100 5,630 79,300 x 4 65,600 0 13,700 MICROSOFT CORP COM NASD INDLCom 594918104 72,193 988,950 x 4 947,350 0 41,600 MID ATLANTIC MEDICAL SVCS Com 59523C107 5,981 333,600 x 4 286,300 0 47,300 MILLENNIUM PHARMACEUTICALS INCComM599902103 463 13,000 x 4 5,900 0 7,100 MINNESOTA MNG & MFG CO COM Com 604059105 7,953 69,700 x 4 66,800 0 2,900 MITCHELL ENERGY & DEV CL A Com 606592202 16,385 351,620 x 4 331,200 0 20,420 MOHAWK INDUSTRIES IN Com 608190104 169 4,800 x 4 4,800 0 0 MORGAN ST DEAN WITTER & CO Com 617446448 13,102 203,990 x 4 195,290 0 8,700 MOTOROLA INC COM Com 620076109 4,009 242,100 x 4 231,400 0 10,700 MYLAN LABS INC COM Com 628530107 219 7,800 x 4 1,200 0 6,600 NABI INC COM Com 628716102 27 3,400 x 4 3,400 0 0 NABORS INDS INC COM Com 629568106 197 5,300 x 4 3,000 0 2,300 NAMIBIAN MINERALS CORP COM Com 629913104 809 1,775,000 x 4 1,775,000 0 0 NASH FINCH CO COM NASD INDL Com 631158102 486 20,600 x 4 16,000 0 4,600 NATIONAL CITY CORP Com 635405103 120 3,900 x 4 3,900 0 0 NATIONAL DATA CORP COM Com 635621105 2,249 69,400 x 4 60,700 0 8,700 NATIONAL GOLF PPTYS INC Com 63623G109 1,785 65,500 x 4 63,900 0 1,600 NATIONAL PROCESSING INC Com 637229105 2,856 102,000 x 4 89,000 0 13,000 NATIONAL SVC INDS INC COM Com 637657107 370 16,400 x 4 16,400 0 0 NATIONAWIDE FINL SVCS INC CL ACom 638612101 52 1,200 x 4 0 0 1,200 NAUTICA ENTERPRISES COM NASD ICom 639089101 325 15,900 x 4 15,900 0 0 NBTY INC COM Com 628782104 121 9,700 x 4 3,200 0 6,500 NCR CORP NEW COM Com 62886E108 9,644 205,200 x 4 198,400 0 6,800 NETEGRITY INC Com 64110P107 1,028 34,250 x 4 28,850 0 5,400 NEUBERGER BERMAN INC Com 641234109 3,835 56,400 x 4 54,200 0 2,200 NEUROCRINE BIOSCIENCIES INC Com 64125C109 296 7,400 x 4 7,400 0 0 NEW ENGLAND BUSINESS SVC INC Com 643872104 113 5,900 x 4 5,900 0 0 NEWPORT CORP COM NASD INDL Com 651824104 101 3,800 x 4 0 0 3,800 NEWPORT NEWS SHIPBUILDING INC Com 652228107 12,973 211,800 x 4 185,200 0 26,600 NISOURCE INC Com 65473P105 11,085 405,600 x 4 400,600 0 5,000 NL INDS INC COM NEW Com 629156407 241 17,400 x 4 17,400 0 0 NOBLE DRILLING CORP COM NASDComD655042109 1,169 35,700 x 4 22,200 0 13,500 NORTEL NETWORKS CORP Com 656568102 2,608 288,800 x 4 274,100 0 14,700 NORTH FORK BANCORPORATION, INCCom 659424105 16,991 548,100 x 4 520,100 0 28,000 NORTHROP GRUMMAN CORP COM Com 666807102 1,025 12,800 x 4 12,800 0 0 NPS PHARMACEUTICALS INC Com 62936P103 595 14,800 x 4 14,800 0 0 NS GROUP INC Com 628916108 176 13,200 x 4 9,500 0 3,700 NVIDIA CORP Com 67066G104 22,826 246,100 x 4 240,800 0 5,300 NVR INC Com 62944T105 22,144 149,620 x 4 138,020 0 11,600 OCCIDENTAL PETE CORP DEL COM Com 674599105 973 36,600 x 4 36,600 0 0 OCULAR SCIENCES INC COM Com 675744106 917 36,100 x 4 36,100 0 0 OFFSHORE LOGISTICS INC COM NCom 676255102 5,305 279,200 x 4 267,700 0 11,500 OLD REPUBLIC INTL CORP Com 680223104 19,659 677,900 x 4 644,700 0 33,200 OMI CORP (NEW) Com Y6476W104 1,500 267,400 x 4 258,200 0 9,200 OMNICARE INC COM Com 681904108 4,042 200,100 x 4 164,500 0 35,600 OPTICNET INC Com 683868103 0 2,400 x 4 2,400 0 0 ORACLE CORP COM Com 68389X105 20,028 1,054,100 x 4 1,003,200 0 50,900 OSHKOSH B GOSH INC CL A NASDComD688222207 90 2,700 x 4 2,700 0 0 OVERSEAS SHIPHOLDING GROUP INCComO690368105 3,201 104,800 x 4 93,100 0 11,700 OWENS & MINOR INC NEW COM Com 690732102 4,079 214,700 x 4 206,300 0 8,400 OXFORD HEALTH PLANS Com 691471106 5,405 189,000 x 4 182,200 0 6,800 P P & L RES INC COM Com 69351T106 1,716 31,200 x 4 30,100 0 1,100 PACKAGING CORP OF AMERICA Com 695156109 151 9,700 x 4 7,800 0 1,900 PACTIV CORPORATION Com 695257105 456 34,000 x 4 30,300 0 3,700 PAPA JOHNS INTERNATIONAL INC Com 698813102 378 14,900 x 4 14,900 0 0 PARAMETRIC TECHNOLOGY CORP COMComS699173100 27,039 1,933,000 x 4 1,884,000 0 49,000 PARK ELECTROCHEMICAL CORP COMCom 700416209 45 1,700 x 4 1,700 0 0 PATTERSON-UTI ENERGY INC Com 703481101 1,810 101,300 x 4 89,300 0 12,000 PAXAR CORP Com 704227107 1,398 97,100 x 4 90,800 0 6,300 PAYLESS SHOESOURCE INC COM Com 704379106 9,789 151,300 x 4 141,700 0 9,600 PEC SOLUTIONS INC Com 705107100 1,306 59,100 x 4 50,400 0 8,700 PEDIATRIX MED GROUP COM Com 705324101 867 26,100 x 4 25,000 0 1,100 PENN NATIONAL GAMING INC Com 707569109 584 23,000 x 4 21,300 0 1,700 PENNEY J C INC COM Com 708160106 7,349 278,800 x 4 276,500 0 2,300 PEOPLESOFT INC Com 712713106 1,078 21,900 x 4 20,900 0 1,000 PEPSI BOTTLING GROUP Com 713409100 26,510 661,100 x 4 646,200 0 14,900 PEPSICO INC COM Com 713448108 25,437 575,500 x 4 555,400 0 20,100 PERRIGO CO COM NASD INDL Com 714290103 9,753 584,300 x 4 545,400 0 38,900 PFIZER INC COM Com 717081103 44,102 1,101,175 x 4 1,049,475 0 51,700 PHARMACIA CORPORATION Com 71713U102 6,038 131,404 x 4 125,315 0 6,089 PHILIP MORRIS COS INC COM Com 718154107 45,623 898,980 x 4 865,980 0 33,000 PHILLIPS VAN HEUSEN CORP COM Com 718592108 1,758 122,100 x 4 118,800 0 3,300 PHOENIX TECHNOLOGIES LTD Com 719153108 29 2,000 x 4 2,000 0 0 PHOTRONICS INC Com 719405102 529 20,600 x 4 15,200 0 5,400 PIER 1 IMPORTS INC DEL COM Com 720279108 772 67,100 x 4 52,800 0 14,300 PINNACLE WEST CAP CORP COM Com 723484101 820 17,300 x 4 15,000 0 2,300 PITTSTON CO COM BRINKS GRP Com 725701106 771 34,600 x 4 34,600 0 0 PLANTRONICS INC Com 727493108 556 24,000 x 4 13,500 0 10,500 PMI GROUP INC Com 69344M101 38,970 543,900 x 4 525,700 0 18,200 PNC BK CORP COM Com 693475105 2,941 44,700 x 4 42,600 0 2,100 POHANG IRON & STEEL ADR ADR 730450103 3,254 165,000 x 4 165,000 0 0 POLARIS INDS INC COM Com 731068102 3,458 75,500 x 4 71,400 0 4,100 POLO RALPH LAUREN CL A Com 731572103 2,879 111,600 x 4 97,700 0 13,900 POPULAR INC COM Com 733174106 5,093 154,600 x 4 148,500 0 6,100 PRECISION CASTPARTS CORP COM Com 740189105 12,188 325,700 x 4 316,400 0 9,300 PROCTER & GAMBLE CO COM Com 742718109 16,409 257,200 x 4 245,700 0 11,500 PROVIDENT BANKSHARES Com 743859100 1,454 58,300 x 4 55,500 0 2,800 PS BUSINESS PARKS INC Com 69360J107 1,341 47,900 x 4 40,300 0 7,600 PT TELEKOMUNIK INDONESIA ADR ADR 715684106 99 17,800 x 4 17,800 0 0 PUBLIC STORAGE INC COM Com 74460D109 17,167 579,000 x 4 554,100 0 24,900 PUBLIC SVC CO N MEX COM Com 744499104 21,777 678,200 x 4 621,900 0 56,300 PULTE HOMES INC Com 745867101 13,720 321,831 x 4 297,131 0 24,700 QUALCOMM Com 747525103 4,643 79,400 x 4 75,700 0 3,700 QUANEX CORP COM Com 747620102 243 9,400 x 4 9,400 0 0 QUANTUM CORP COM DSSG Com 747906204 244 24,200 x 4 13,200 0 11,000 RADIAN GROUP INC Com 750236101 48,190 1,191,346 x 4 1,134,746 0 56,600 REALTY INCOME CORP COM Com 756109104 5,678 192,100 x 4 174,800 0 17,300 REEBOK INTL LTD COM Com 758110100 7,133 222,900 x 4 208,900 0 14,000 REGIS CORP MINN COM NASD INDL Com 758932107 527 25,100 x 4 25,100 0 0 REINSURANCE GROUP AMER INC Com 759351109 2,767 73,000 x 4 71,000 0 2,000 RELIANCE STEEL & ALUMINUM CO Com 759509102 2,060 81,600 x 4 74,400 0 7,200 RELIANT ENERGY INC Com 75952J108 20,444 634,700 x 4 617,500 0 17,200 RENAISSANCERE HOLDINGS LTD Com G7496G103 11,404 154,000 x 4 143,000 0 11,000 RENT-A-CENTER INC Com 76009N100 9,847 187,200 x 4 170,900 0 16,300 REPUBLIC SERVICES INC CL A Com 760759100 7,757 390,800 x 4 380,100 0 10,700 RESPIRONICS INC Com 761230101 4,631 155,600 x 4 143,700 0 11,900 RETEK INC Com 76128Q109 4,909 102,400 x 4 89,600 0 12,800 REYNOLDS & REYNOLDS CO CL A Com 761695105 3,861 175,900 x 4 164,300 0 11,600 RH DONNELLEY CORP Com 74955W307 9,286 290,200 x 4 270,600 0 19,600 RIGHTCHOICE MANAGER CARE Com 76657T102 1,407 31,700 x 4 31,100 0 600 RJ REYNOLDS TOBACCO HLDGS Com 76182K105 30,685 562,000 x 4 540,600 0 21,400 ROSLYN BANCORP INC COM Com 778162107 13,450 511,400 x 4 447,700 0 63,700 ROUSE CO COM NASD INDL Com 779273101 8,429 294,200 x 4 281,900 0 12,300 ROYAL DUTCH PETE CO NY REG GLDCom5780257804 31,804 545,800 x 4 520,500 0 25,300 RUBY TUESDAY INC Com 781182100 2,729 159,600 x 4 143,800 0 15,800 RUSS BERRIE & CO COM Com 782233100 62 2,100 x 4 2,100 0 0 RYANS FAMILY STEAK HOUSE INC Com 783519101 430 35,100 x 4 35,100 0 0 RYDER SYS INC COM Com 783549108 880 44,900 x 4 22,000 0 22,900 RYLAND GROUP INC COM Com 783764103 5,030 99,400 x 4 91,200 0 8,200 SABRE GROUP HLDGS INC CL A Com 785905100 7,530 150,600 x 4 150,600 0 0 SAFEWAY INC Com 786514208 5,318 110,800 x 4 105,800 0 5,000 SBC COMMUNICATIONS INC Com 78387G103 31,503 786,398 x 4 747,502 0 38,896 SCHERING PLOUGH CORP COM Com 806605101 10,105 278,840 x 4 266,540 0 12,300 SCHLUMBERGER LTD COM Com 806857108 3,012 57,200 x 4 54,100 0 3,100 SCHOLASTIC CORP Com 807066105 7,245 161,000 x 4 154,400 0 6,600 SCHULMAN A INC COM NASD INDLCom 808194104 69 5,100 x 4 5,100 0 0 SCIENTIFIC ATLANTA INC COM Com 808655104 13,629 335,700 x 4 320,400 0 15,300 SCP POOL CORP COM Com 784028102 1,202 34,900 x 4 33,800 0 1,100 SEITEL INC COM NEW Com 816074306 2,142 163,500 x 4 162,700 0 800 SEMPRA ENERGY Com 816851109 13,038 476,900 x 4 462,900 0 14,000 SENIOR HOUSING PROP TRUST Com 81721M109 216 16,600 x 4 12,400 0 4,200 SENSORMATIC ELECTRS CORP COM ComS817265101 92 5,400 x 4 0 0 5,400 SERENA SOFTWARE INC Com 817492101 2,355 64,800 x 4 60,500 0 4,300 SICOR INC Com 825846108 18,902 818,200 x 4 751,800 0 66,400 SK TELECOM ADR ADR 78440P108 3,887 230,000 x 4 230,000 0 0 SKECHERS USA INC Com 830566105 5,220 178,600 x 4 162,800 0 15,800 SMITH A O COM Com 831865209 163 9,100 x 4 9,100 0 0 SMITHFIELD FOODS INC COM NASComN832248108 4,344 107,800 x 4 99,500 0 8,300 SMUCKER J M CO Com 832696306 169 6,500 x 4 6,500 0 0 SOMERA COMMUNICATIONS INC Com 834458101 112 15,600 x 4 15,600 0 0 SOUTHTRUST CORP COM NASD BK Com 844730101 8,089 311,100 x 4 265,900 0 45,200 SOVRAN SELF STORAGE INC COM Com 84610H108 1,670 61,000 x 4 58,600 0 2,400 SPECTRALINK INC Com 847580107 195 15,000 x 4 15,000 0 0 SPECTRIAN CORP Com 847608106 280 17,500 x 4 14,700 0 2,800 SPS TECHNOLOGIES INC COM Com 784626103 156 3,300 x 4 2,000 0 1,300 ST JUDE MED INC COM NASD INDCom 790849103 17,736 295,600 x 4 289,300 0 6,300 STANCORP FINL GROUP INC Com 852891100 16,136 340,500 x 4 316,100 0 24,400 STANDARD PAC CORP NEW COM Com 85375C101 8,290 358,100 x 4 329,200 0 28,900 STATE STREET BOSTON COR Com 857477103 3,276 66,200 x 4 63,100 0 3,100 STATEN ISLAND BANCORP INC Com 857550107 7,199 258,500 x 4 248,400 0 10,100 STERIS CORP Com 859152100 1,297 64,700 x 4 59,700 0 5,000 STORAGE TECHNOLOGY CORP COM PCom0862111200 3,370 244,900 x 4 219,000 0 25,900 STORAGE USA INC Com 861907103 457 12,700 x 4 12,700 0 0 STRIDE RITE CORP COM Com 863314100 82 9,600 x 4 9,600 0 0 SUIZA FOODS CORP Com 865077101 2,905 54,700 x 4 47,500 0 7,200 SUN MICROSYSTEMS INC COM NASComN866810104 5,231 332,800 x 4 317,600 0 15,200 SUNGARD DATA SYS INC COM NASComN867363103 756 25,200 x 4 11,200 0 14,000 SUNOCO INC Com 86764P109 4,740 129,400 x 4 118,100 0 11,300 SUPERIOR ENERGY SERVICES INC Com 868157108 374 47,300 x 4 47,300 0 0 SURGUTNEFTEGAZ JSC SPON ADR ADR 868861204 71 5,600 x 4 5,600 0 0 SYBASE INC Com 871130100 9,564 581,400 x 4 522,600 0 58,800 SYBRON DENTAL SPECIALTIES INC Com 871142105 2,961 144,500 x 4 120,700 0 23,800 SYKES ENTERPRISES INC Com 871237103 24 2,200 x 4 0 0 2,200 SYMANTEC CORP COM NASD INDL Com 871503108 10,565 241,800 x 4 232,100 0 9,700 SYMMETRICOM INC COM NASD INDL Com 871543104 4,476 305,700 x 4 285,200 0 20,500 SYNOPSYS INC Com 871607107 8,396 173,500 x 4 168,400 0 5,100 SYSCO CORP COM Com 871829107 1,472 54,200 x 4 47,000 0 7,200 TARGET CORP Com 87612E106 6,432 185,900 x 4 175,500 0 10,400 TCF FINANCIAL CORP Com 872275102 3,010 65,000 x 4 64,300 0 700 TECHNE CORP Com 878377100 10,394 319,800 x 4 289,400 0 30,400 TECUMSEH PRODUCTS CO -CL A Com 878895200 124 2,500 x 4 2,500 0 0 TEEKAY SHIPPING CORP Com Y8564W103 10,526 263,017 x 4 256,417 0 6,600 TEKELEC COM NASD INDL Com 879101103 84 3,100 x 4 3,100 0 0 TEKTRONIX INC COM Com 879131100 7,920 291,700 x 4 281,200 0 10,500 TELEFONOS DE MEXICO S AADRRRepOrdR879403780 2,176 62,000 x 4 62,000 0 0 TELEPHONE & DATA SYS INC COM Com 879433100 1,599 14,700 x 4 9,800 0 4,900 TENET HEALTHCARE CORP Com 88033G100 15,016 291,000 x 4 285,100 0 5,900 TESORO PETE CORP COM Com 881609101 698 55,400 x 4 55,400 0 0 TETRA TECHNOLOGIES INC DEL Com 88162F105 257 10,500 x 4 8,700 0 1,800 TEXACO INC COM Com 881694103 8,712 130,700 x 4 124,700 0 6,000 TEXAS INSTRS INC COM Com 882508104 5,716 179,200 x 4 171,100 0 8,100 THERAGENICS CORP COM Com 883375107 21 1,900 x 4 1,900 0 0 THERMO ELECTRON CORP COM Com 883556102 1,955 88,800 x 4 88,800 0 0 THORNBURG MTG ASSET CORP Com 885218107 751 48,400 x 4 40,300 0 8,100 TIDEWATER INC COM Com 886423102 6,164 163,500 x 4 156,200 0 7,300 TJX COS INC NEW COM Com 872540109 3,158 99,100 x 4 96,500 0 2,600 TOLL BROTHERS INC COM Com 889478103 9,497 241,600 x 4 231,500 0 10,100 TOMMY HILFIGER CORP Com G8915Z102 472 33,700 x 4 33,000 0 700 TORCHMARK CORP COM Com 891027104 229 5,700 x 4 5,700 0 0 TORO CO COM Com 891092108 665 14,800 x 4 14,200 0 600 TOTAL SYS SVCS INC COM Com 891906109 474 16,700 x 4 12,500 0 4,200 TOYS R US COM Com 892335100 2,183 88,200 x 4 70,700 0 17,500 TRIGON HEALTHCARE INC Com 89618L100 40,914 630,900 x 4 600,000 0 30,900 TRIZEC HAHN CORP Com 896938107 2,683 147,500 x 4 146,700 0 800 TUBOS DE ACERO DE MEXICO SADRDNewE898592506 105 8,300 x 4 8,300 0 0 TV AZTECA S.A. DE C.V. ADS MEXADS 901145102 26 4,000 x 4 4,000 0 0 TXU CORPORATION Com 873168108 7,836 162,600 x 4 152,800 0 9,800 TYCO INTL LTD NEW COM Com 902124106 16,244 298,000 x 4 284,100 0 13,900 ULTRAMAR DIAMOND SHAMROCK CO CCom 904000106 13,438 284,400 x 4 268,700 0 15,700 ULTRATECH STEPPER INC Com 904034105 513 20,000 x 4 15,900 0 4,100 UNIFIED ENERGY SYS GDR RUSSIA GDR 904688207 600,000 x 4 600,000 0 0 UNIFIED ENERGY SYSTEMS SPONS AADR 904688108 855 76,000 x 4 76,000 0 0 UNILEVER N.V. NEW YORK SHARES Com 904784709 5,641 94,700 x 4 89,800 0 4,900 UNION PLANTERS CORP COM Com 908068109 6,684 153,300 x 4 149,000 0 4,300 UNIONBANCAL CORP COM Com 908906100 650 19,300 x 4 1,600 0 17,700 UNISOURCE ENERGY CORP COM Com 909205106 5,053 220,000 x 4 197,600 0 22,400 UNIT CORP COM Com 909218109 1,245 78,532 x 4 76,000 0 2,532 UNITED BANKSHARES INC Com 909907107 1,978 73,800 x 4 58,600 0 15,200 UNITED DOMINION REALTY TR INC ComM910197102 2,800 195,100 x 4 190,600 0 4,500 UNITED RENTALS INC Com 911363109 96 3,700 x 4 1,100 0 2,600 UNITED STATIONERS INC COM NAComI913004107 562 17,800 x 4 17,800 0 0 UNITED TECHNOLOGIES CORP COM Com 913017109 15,157 206,900 x 4 200,700 0 6,200 UNITEDHEALTH GROUP INC Com 91324P102 24,354 394,400 x 4 387,000 0 7,400 UNIVERSAL CORP COM Com 913456109 5,529 139,400 x 4 120,700 0 18,700 UNIVERSAL HEALTH REALTY INCOMEComU91359E105 1,668 77,200 x 4 66,600 0 10,600 UNIVERSAL HEALTH SVCS INC CL ComN913903100 19,665 432,200 x 4 417,700 0 14,500 UNUM CORP Com 91529Y106 5,907 183,900 x 4 177,700 0 6,200 US BANCORP Com 902973304 4,476 196,405 x 4 187,405 0 9,000 US CELLULAR CORP Com 911684108 4,024 69,800 x 4 66,600 0 3,200 US ONCOLOGY INC Com 90338W103 101 11,400 x 4 0 0 11,400 USA NETWORKS INC COM Com 902984103 2,853 101,900 x 4 98,100 0 3,800 USEC INC Com 90333E108 664 78,800 x 4 78,800 0 0 USX MARATHON GROUP COM NEW Com 902905827 6,454 218,700 x 4 214,200 0 4,500 UTILICORP UTD INC DEL COM Com 918005109 89 2,900 x 4 2,900 0 0 UTSTARCOM INC Com 918076100 17,797 763,800 x 4 727,500 0 36,300 V F CORP COM Com 918204108 720 19,800 x 4 19,800 0 0 VALERO ENERGY CORP COM NEW Com 91913Y100 4,306 117,072 x 4 113,572 0 3,500 VARIAN MEDICAL SYSTEMS INC Com 92220P105 27,242 381,000 x 4 352,200 0 28,800 VEECO INSTRS INC DEL COM Com 922417100 469 11,800 x 4 10,800 0 1,000 VENATOR GROUP INC Com 922944103 6,920 452,300 x 4 422,300 0 30,000 VERIZON COMMUNICATIONS INC Com 92343V104 38,243 714,822 x 4 681,350 0 33,472 VIACOM INC CL B Com 925524308 8,988 173,681 x 4 165,411 0 8,270 VIAD CORP Com 92552R109 2,210 83,700 x 4 79,800 0 3,900 VISTEON CORP Com 92839U107 3,523 191,700 x 4 189,800 0 1,900 VITAL SIGNS INC Com 928469105 317 9,600 x 4 9,600 0 0 VORNADO RLTY TR SH BEN INT Com 929042109 1,378 35,300 x 4 35,300 0 0 WAL MART STORES INC COM Com 931142103 23,087 473,100 x 4 451,200 0 21,900 WALGREEN CO COM Com 931422109 5,937 172,300 x 4 164,500 0 7,800 WALLACE COMPUTER SERVICES INC ComM932270101 2,544 153,800 x 4 125,600 0 28,200 WASHINGTON FED INC COM Com 938824109 4,414 180,000 x 4 153,700 0 26,300 WASHINGTON MUTUAL INC Com 939322103 4,123 109,800 x 4 105,600 0 4,200 WATERS CORP COM Com 941848103 359 13,000 x 4 5,900 0 7,100 WELLPOINT HLTH NETWORKS NEW CCom 94973H108 13,608 144,400 x 4 139,900 0 4,500 WELLS FARGO & CO COM Com 949746101 8,636 186,000 x 4 177,300 0 8,700 WEST CORPORATION Com 952355105 2,459 111,700 x 4 101,100 0 10,600 WET SEAL INC -CL A Com 961840105 3,766 108,800 x 4 102,400 0 6,400 WINN DIXIE STORES INC COM Com 974280109 5,537 211,900 x 4 206,800 0 5,100 WINSTON HOTELS INC Com 97563A102 156 14,900 x 4 11,700 0 3,200 WOODWARD GOVERNOR CO Com 980745103 2,396 28,400 x 4 26,700 0 1,700 WORLDCOM INC - WORLDCOM GROUP Com 98157D106 7,991 562,780 x 4 541,488 0 21,292 WPS RESOURCES CORP COM Com 92931B106 190 5,400 x 4 5,400 0 0 XCEL ENERGY INC Com 98389B100 19,116 671,900 x 4 647,000 0 24,900 XTO ENERGY INC Com 98385X106 15,458 1,077,200 x 4 1,021,550 0 55,650 XTRA CORP COM Com 984138107 303 6,100 x 4 6,100 0 0 YANG MING MARINE 144A GDRGRDI144A 984749101 1 419 x 4 419 0 0 YORK INTL Com 986670107 553 15,800 x 4 11,900 0 3,900 ZEBRA TECHNOLOGIES C Com 989207105 467 9,509 x 4 7,009 0 2,500 Form 13F Name of Reporting Manager: (On Behalf of Berkshire Asset Management, Inc. For Positions Held As Of 6/30/01) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 Name of Issuer Class CUSIP FMV (x1000) Shares Inv Disc Other Voting Authority (Shs.) (a)(b)(c) Mgrs (a) (b) (c) - ----------------------------------------------------------------------------------------------------------------------------------- Abbott Laboratories Com 002824100 8,313 173,193 x 5 173,193 Adelphia Communications Com 006848105 6,412 156,397 x 5 156,397 Alltel Com 020039103 13,634 222,564 x 5 222,564 American Express Com 025816109 3,833 98,800 x 5 98,800 American International Group Com 026874107 4,295 50,525 x 5 50,525 AT&T Com 001957109 426 19,400 x 5 19,400 Berkshire Hathaway Cl A Com 084670108 555 8 x 5 8 Berkshire Hathaway Cl B Com 084670207 2,143 932 x 5 932 BSB Bancorp Com 55652101 279 12,125 x 5 12,125 Charter One Com 160903100 13,008 407,805 x 5 407,805 Cisco Systems Com 17275R102 10,881 597,881 x 5 597,881 Coca Cola Com 191216100 225 5,000 x 5 5,000 Commonwealth Telephone Com 203349105 14,166 335,305 x 5 335,305 Computer Associates Com 204912109 18,195 505,436 x 5 505,436 Dell Computer Com 247025109 7,101 271,565 x 5 271,565 Disney Com 254687106 230 7,977 x 5 7,977 DuPont Com 263534109 4,439 92,025 x 5 92,025 EMC Corp Com 268648102 266 9,108 x 5 9,108 Exxon Mobil Com 30231G102 233 2,678 x 5 2,678 Fannie Mae Com 313586109 12,181 143,260 x 5 143,260 Federal Home Loan Com 313400301 12,211 179,443 x 5 179,443 First Bell Bancorp Com 319301107 297 20,400 x 5 20,400 First Union Com 337358105 15,304 438,036 x 5 438,036 Ford Motor Com 345370860 381 15,524 x 5 15,524 Gap Stores Com 364760108 694 23,937 x 5 23,937 Gateway Com 367626108 2,719 165,290 x 5 165,290 General Electric Com 369604103 6,269 128,603 x 5 128,603 Gillette Com 375766102 5,056 174,408 x 5 174,408 Hewlett Packard Com 428236103 858 30,000 x 5 30,000 Honeywell Com 438516106 5,386 153,951 x 5 153,951 IBM Com 459200101 14,206 125,719 x 5 125,719 Intel Com 458140100 897 30,691 x 5 30,691 Interpublic Group Com 460690100 897 30,591 x 5 30,591 Johnson & Johnson Com 478160104 13,056 261,130 x 5 261,130 KB Home Com 48666K109 1,116 37,000 x 5 37,000 Land's End Com 515086106 240 6,000 x 5 6,000 Leggett & Platt Com 524660107 7,499 340,400 x 5 340,400 M&T Bank Com 55261F104 23,206 307,373 x 5 307,373 MAF Bancorp Com 55261R108 11,415 371,827 x 5 371,827 Mellon Financial Com 58551A108 15,364 342,888 x 5 342,888 Merck Com 589331107 18,689 292,442 x 5 292,442 Microsoft Com 594918104 8,845 121,166 x 5 121,166 Morgan Stanley Dean Witter D Com 617446448 879 13,700 x 5 13,700 Office Depot Inc. Com 676220106 311 30,000 x 5 30,000 Omnicom Group Com 681919106 627 7,300 x 5 7,300 Pfizer Com 707081103 308 7,715 x 5 7,715 PNC Bank Com 693475105 548 8,336 x 5 8,336 Provident Financial Group Com 743866105 662 20,129 x 5 20,129 Royal Dutch Com 780257804 2,028 34,810 x 5 34,810 Schering-Plough Com 806605101 5,600 154,535 x 5 154,535 Southern Union Com 844030106 468 22,957 x 5 22,957 Southwest Airlines Com 844741108 328 17,775 x 5 17,775 Sovereign Bancorp Com 845905108 8,350 642,377 x 5 642,377 Steelcase Inc. Cl A Com 858155203 240 20,100 x 5 20,100 Texas Instruments Com 882508104 11,704 366,908 x 5 366,908 Tribune Com 896047107 7,558 188,916 x 5 188,916 Unisys Com 909214108 6,856 466,120 x 5 466,120 Washington Federal Com 938824109 866 35,332 x 5 35,332 Washington Mutual Com 939322103 1,968 52,427 x 5 52,427 Waste Management Com 941061109 5,448 176,770 x 5 176,770 Wells Fargo Com 949746101 4,228 91,083 x 5 91,083 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Bingham Legg Advisers LLC For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- AES CORP COM 00130H105 1760 41844 x 6 41744 100 AOL TIME WARNER COM 00184A105 5955 115963 x 6 92767 23196 AOL TIME WARNER COM 00184A105 200 3904 x 6 2049 1855 AT&T CORP COM 001957109 1613 73407 x 6 61599 11808 AT&T CORP COM 001957109 133 6083 x 6 4583 1500 ABBOTT LABORATORIES COM COM 002824100 3265 66733 x 6 50733 16000 ABBOTT LABORATORIES COM COM 002824100 489 10000 x 6 10000 ACCESS PHARMACEUTICALS INC COM 00431M209 18 5000 x 6 5000 ACCESS PHARMACEUTICALS INC COM 00431M209 327 88333 x 6 10000 78333 AETNA INC-NEW COM 00817Y108 420 16675 x 6 13575 3100 AETNA INC-NEW COM 00817Y108 91 3650 x 6 2000 1650 AGILENT TECHNOLOGIES INC COM 00846U101 612 19033 x 6 18643 390 AGILENT TECHNOLOGIES INC COM 00846U101 504 15689 x 6 15689 ALBERTSONS INC COM COM 013104104 326 11100 x 6 10600 500 ALBERTSONS INC COM COM 013104104 141 4800 x 6 4800 ALCATEL COM 013904305 1531 87690 x 6 74980 12710 ALCATEL COM 013904305 24 1390 x 6 690 700 ALLMERICA FINANCIAL CORP COM COM 019754100 250 4498 x 6 4498 ALLMERICA FINANCIAL CORP COM COM 019754100 11 200 x 6 200 ALLSTATE CORP COM 020002101 1235 28511 x 6 22756 5755 ALLSTATE CORP COM 020002101 66 1540 x 6 540 1000 AMERADA HESS CORP COM COM 023551104 743 9150 x 6 7250 1900 AMERADA HESS CORP COM COM 023551104 99 1225 x 6 725 500 AMERICAN ELECTRIC PWR CO INC CCOM 025537101 1445 30767 x 6 27580 3187 AMERICAN ELECTRIC PWR CO INC CCOM 025537101 308 6570 x 6 3240 3330 AMERICAN EXPRESS CO COM COM 025816109 291 7380 x 6 6180 1200 AMERICAN EXPRESS CO COM COM 025816109 34 875 x 6 875 AMERICAN GENERAL CORP COM COM 026351106 1142 24600 x 6 24600 AMERICAN GENERAL CORP COM COM 026351106 710 15300 x 6 15300 AMERICAN HOME PRODS CORP COM COM 026609107 3688 62090 x 6 51940 10150 AMERICAN HOME PRODS CORP COM COM 026609107 579 9758 x 6 9758 AMERICAN INTL GROUP INC COM COM 026874107 2585 30309 x 6 26663 3646 AMERICAN INTL GROUP INC COM COM 026874107 1412 16558 x 6 15343 1215 AMERICAN MANAGEMENT SYSTEMS INCOM 027352103 10 500 x 6 500 AMERICAN MANAGEMENT SYSTEMS INCOM 027352103 193 9100 x 6 9100 AMER PWR CONVERSION CORP COM 029066107 482 32300 x 6 31900 400 AMER PWR CONVERSION CORP COM 029066107 11 750 x 6 750 AMERICAN WATER WORKS COMPANY ICOM 030411102 330 10368 x 6 10368 AMGEN INC COM 031162100 1118 19220 x 6 15120 4100 AMGEN INC COM 031162100 76 1311 x 6 1211 100 ANADARKO PETROLEUM CORP COM COM 032511107 314 5786 x 6 5786 ANADARKO PETROLEUM CORP COM COM 032511107 258 4753 x 6 4753 ANALOG DEVICES INC COM 032654105 303 6940 x 6 5940 1000 ANALOG DEVICES INC COM 032654105 66 1526 x 6 1526 ANHEUSER BUSCH COS INC COM COM 035229103 5876 141187 x 6 128232 12955 ANHEUSER BUSCH COS INC COM COM 035229103 57 1384 x 6 784 600 APPLIED MATERIALS INC COM 038222105 1707 35070 x 6 26525 8545 APPLIED MATERIALS INC COM 038222105 79 1630 x 6 1130 500 ARCH COAL INC COM 039380100 333 12700 x 6 12700 ARROW ELECTRONICS INC COM 042735100 232 9550 x 6 9250 300 ARROW ELECTRONICS INC COM 042735100 110 4550 x 6 2750 1800 AUTOMATIC DATA PROCESSING INC COM 053015103 1022 19790 x 6 17015 2775 AUTOMATIC DATA PROCESSING INC COM 053015103 150 2921 x 6 2621 300 AVALONBAY COMMUNITIES INC COM 053484101 677 14250 x 6 14250 AVALONBAY COMMUNITIES INC COM 053484101 510 10740 x 6 10740 AVNET INC COM COM 053807103 232 10450 x 6 7950 2500 AVNET INC COM COM 053807103 30 1350 x 6 150 1200 BJS WHOLESALE CLUB INC COM COM 05548J106 3177 59013 x 6 58113 900 BJS WHOLESALE CLUB INC COM COM 05548J106 670 12450 x 6 12450 BP AMOCO PLC COM 055622104 19370 396118 x 6 382407 13711 BP AMOCO PLC COM 055622104 1594 32606 x 6 32106 500 BAKER HUGHES INC COM COM 057224107 721 21780 x 6 21380 400 BAKER HUGHES INC COM COM 057224107 97 2950 x 6 2950 BANK OF AMERICA CORPORATION COM 060505104 2452 40684 x 6 31240 9444 BANK OF AMERICA CORPORATION COM 060505104 443 7350 x 6 4000 3350 BANK NEW YORK INC COM COM 064057102 932 19800 x 6 10800 9000 BANK NEW YORK INC COM COM 064057102 164 3500 x 6 3500 BANK ONE CORPORATION COM 06423A103 717 19895 x 6 15875 4020 BANK ONE CORPORATION COM 06423A103 246 6825 x 6 2450 4375 BARD C R INC COM COM 067383109 222 3870 x 6 3870 BECTON DICKINSON & CO COM 075887109 413 11470 x 6 4470 7000 BELLSOUTH CORP COM COM 079860102 665 16291 x 6 9431 6860 BELLSOUTH CORP COM COM 079860102 196 4800 x 6 4800 BEMIS COMPANY INC COM 081437105 683 16813 x 6 16813 BERKSHIRE HATHAWAY INC DEL COM 084670108 2263 33 x 6 33 BERKSHIRE HATHAWAY INC DEL COM 084670207 3167 1384 x 6 1287 97 BERKSHIRE HATHAWAY INC DEL COM 084670207 313 137 x 6 137 BIOMET INC COM 090613100 1392 30865 x 6 24220 6645 BIOMET INC COM 090613100 990 21950 x 6 21150 800 BLACK & DECKER MFG CO COM COM 091797100 160 4005 x 6 4005 BLACK & DECKER MFG CO COM COM 091797100 64 1600 x 6 1600 BOEING CO COM COM 097023105 473 8565 x 6 6365 2200 BOEING CO COM COM 097023105 13 250 x 6 250 BOSTON PRIVATE FINL HOLDING INCOM 101119105 217 10000 x 6 10000 BOSTON PROPERTIES INC COM 101121101 20 500 x 6 500 BOSTON PROPERTIES INC COM 101121101 429 10400 x 6 10400 BOSTON SCIENTIFIC CORP COM 101137107 643 37000 x 6 37000 BOSTON SCIENTIFIC CORP COM 101137107 107 6188 x 6 6188 BRISTOL MYERS SQUIBB CO COM 110122108 2443 45945 x 6 36225 9720 BRISTOL MYERS SQUIBB CO COM 110122108 224 4225 x 6 4225 BROADWING INC COM 111620100 2760 111550 x 6 92350 19200 BROADWING INC COM 111620100 118 4800 x 6 2300 2500 BURLINGTON NORTHERN SANTA FE CCOM 12189T104 1463 48854 x 6 38454 10400 BURLINGTON NORTHERN SANTA FE CCOM 12189T104 262 8775 x 6 4275 4500 BURLINGTON RESOURCES COM 122014103 376 9250 x 6 7150 2100 BURLINGTON RESOURCES COM 122014103 97 2400 x 6 2400 CBRL GROUP INC COM 12489V106 200 11785 x 6 11785 CSX CORP COM COM 126408103 339 9664 x 6 9664 CSX CORP COM COM 126408103 200 5700 x 6 3250 2450 CVS CORP COM COM 126650100 5832 153290 x 6 138390 14900 CVS CORP COM COM 126650100 313 8250 x 6 8000 250 CABLETRON SYSTEMS INC COM 126920107 456 21000 x 6 20000 1000 CABOT CORP COM 127055101 338 9350 x 6 7350 2000 CABOT CORP COM 127055101 34 950 x 6 950 CALPINE CORPORATION COM 131347106 418 11190 x 6 5590 5600 CALPINE CORPORATION COM 131347106 12 322 x 6 322 CAMBRIDGE TECHNOLOGY PARTNER COM 132524109 247 71600 x 6 71600 CAMDEN PROPERTY TRUST COM 133131102 209 5725 x 6 5725 CAPITAL ONE FINANCIAL INC COM 14040H105 347 5600 x 6 5600 CAPSTONE TURBINE CORP COM 14067D102 285 13620 x 6 6420 7200 CARNIVAL CORPORATION COM 143658102 1162 38300 x 6 38300 CARNIVAL CORPORATION COM 143658102 1083 35700 x 6 35700 CATERPILLAR TRACTOR CO COM COM 149123101 331 6417 x 6 2717 3700 CATERPILLAR TRACTOR CO COM COM 149123101 10 200 x 6 200 CHARTER ONE FINL INC COM 160903100 2643 83417 x 6 72053 11364 CHARTER ONE FINL INC COM 160903100 123 3900 x 6 2900 1000 CHEVRON CORP COM COM 166751107 4074 44614 x 6 42114 2500 CHEVRON CORP COM COM 166751107 1768 19366 x 6 19366 CHUBB CORP COM COM 171232101 375 4895 x 6 4895 CHUBB CORP COM COM 171232101 410 5350 x 6 3300 2050 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 88 14602 x 6 14602 CISCO SYSTEMS INC COM 17275R102 1260 71711 x 6 62661 9050 CISCO SYSTEMS INC COM 17275R102 165 9387 x 6 6297 3090 CITIGROUP INC COM 172967101 7320 140017 x 6 124008 16009 CITIGROUP INC COM 172967101 842 16115 x 6 13390 2725 CLOROX CO COM COM 189054109 55 1600 x 6 1600 CLOROX CO COM COM 189054109 157 4500 x 6 4500 COCA COLA CO COM COM 191216100 1246 27561 x 6 24596 2965 COCA COLA CO COM COM 191216100 32 722 x 6 722 COLGATE PALMOLIVE CO COM COM 194162103 755 12670 x 6 9270 3400 COLGATE PALMOLIVE CO COM COM 194162103 178 3000 x 6 3000 COMCAST CORP CL A SPL COM 200300200 426 10000 x 6 10000 COMPAQ COMPUTER CORP COM COM 204493100 906 59575 x 6 59575 COMPAQ COMPUTER CORP COM COM 204493100 496 32600 x 6 32600 COMPUTER SCIENCES CORP COM 205363104 266 7800 x 6 7100 700 COMPUTER SCIENCES CORP COM 205363104 81 2400 x 6 2400 CONAGRA FOODS INC COM 205887102 1008 50750 x 6 39450 11300 CONAGRA FOODS INC COM 205887102 310 15600 x 6 10000 5600 CONEXANT SYS INC COM COM 207142100 112 14000 x 6 14000 CONOCO INC COM 208251306 700 24225 x 6 16225 8000 CONOCO INC COM 208251306 283 9800 x 6 4700 5100 CONOCO INC CL B COM 208251405 245 8265 x 6 8025 240 CONOCO INC CL B COM 208251405 84 2835 x 6 2835 CONSOLILDATED EDISON INC COM COM 209115104 793 19550 x 6 15050 4500 CONSOLILDATED EDISON INC COM COM 209115104 210 5200 x 6 2300 2900 CONVERGYS CORPORATION COM 212485106 371 12850 x 6 10950 1900 COOPER CAMERON CORP COM COM 216640102 419 7500 x 6 7500 COOPER INDUSTRIES INC COM COM 216669101 497 12275 x 6 9975 2300 COOPER INDUSTRIES INC COM COM 216669101 182 4500 x 6 3050 1450 COOPER TIRE & RUBBER CO COM 216831107 130 9150 x 6 9150 COOPER TIRE & RUBBER CO COM 216831107 25 1775 x 6 1375 400 CORNING INC COM 219350105 187 12160 x 6 9810 2350 CORNING INC COM 219350105 172 11143 x 6 9843 1300 COSTCO WHOLESALE CORPORATION COM 22160K105 805 19500 x 6 19500 COSTCO WHOLESALE CORPORATION COM 22160K105 866 20984 x 6 20984 CROWN CORK & SEAL INC COM 228255105 35 11265 x 6 10665 600 CROWN CORK & SEAL INC COM 228255105 8 2800 x 6 800 2000 DTE ENERGY CO COM COM 233331107 568 12180 x 6 9580 2600 DANA CORP COM 235811106 446 19000 x 6 14500 4500 DANA CORP COM 235811106 98 4200 x 6 1500 2700 DELL COMPUTER CORP COM 247025109 3835 146350 x 6 126905 19445 DELL COMPUTER CORP COM 247025109 198 7570 x 6 6370 1200 DELPHI FINANCIAL GROUP INC. COM 247131105 665 17992 x 6 17992 DEVRY INC DEL COM 251893103 674 18000 x 6 18000 DIEBOLD INC COM 253651103 208 6550 x 6 6550 DIEBOLD INC COM 253651103 92 2900 x 6 2900 DISNEY WALT PRODTNS COM COM 254687106 844 29945 x 6 27145 2800 DOMINION RESOURCES INC/VA COM 25746U109 438 7113 x 6 6663 450 DOVER CORP COM COM 260003108 3232 84275 x 6 76440 7835 DOVER CORP COM COM 260003108 1221 31850 x 6 31250 600 DOW CHEMICAL CO COM COM 260543103 2296 66829 x 6 56651 10178 DOW CHEMICAL CO COM COM 260543103 539 15703 x 6 10125 5578 DU PONT E I DE NEMOURS & CO COCOM 263534109 714 15230 x 6 8350 6880 DU PONT E I DE NEMOURS & CO COCOM 263534109 212 4528 x 6 3678 850 DUKE ENERGY CORP COM 264399106 3090 76889 x 6 61054 15835 DUKE ENERGY CORP COM 264399106 99 2464 x 6 1664 800 DYNEGY INC CLASS A COM 26816Q101 253 5530 x 6 2030 3500 EMC CORPORATION COM 268648102 2351 78303 x 6 60485 17818 EMC CORPORATION COM 268648102 744 24799 x 6 22889 1910 ENSCO INTERNATIONAL INC COM 26874Q100 1775 80380 x 6 64950 15430 ENSCO INTERNATIONAL INC COM 26874Q100 34 1555 x 6 555 1000 EOG RESOURCES INC COM 26875P101 219 6075 x 6 6075 E INK CORPORATION CONV PFD 269990206 15 8064 x 6 8064 E INK CORPORATION CONV PFD 269990206 25 13440 x 6 13440 E INK CORPORATION CONV PFD 269990305 87 7250 x 6 7250 E INK CORPORATION CONV PFD 269990305 162 13501 x 6 5000 8501 EASTMAN CHEMICAL CO INC COM 277432100 248 5314 x 6 3177 2137 EASTMAN CHEMICAL CO INC COM 277432100 9 200 x 6 200 EDISON SCHOOLS INC COM 281033100 334 14950 x 6 6950 8000 ELAN CORP PLC COM 284131208 132 2200 x 6 2200 ELAN CORP PLC COM 284131208 1203 19964 x 6 19964 ELECTRONIC DATA SYSTEMS CORP NCOM 285661104 346 5575 x 6 5575 ELECTRONIC DATA SYSTEMS CORP NCOM 285661104 136 2200 x 6 2200 EMERSON ELEC CO COM COM 291011104 3187 50559 x 6 39769 10790 EMERSON ELEC CO COM COM 291011104 123 1955 x 6 1955 ENRON CORP COM 293561106 49 1000 x 6 1000 ENRON CORP COM 293561106 164 3300 x 6 3300 EQUITY OFFICE PROPERTY TR COM 294741103 227 7409 x 6 7409 EQUITY OFFICE PROPERTY TR COM 294741103 101 3300 x 6 3300 L M ERICSSON TEL CO COM 294821400 53 10800 x 6 10800 EXPLORE HOLDINGS LLC SHARES COM 30214H929 46 19234 x 6 19234 EXXON MOBIL CORPORATION COM 30231G102 39100 449426 x 6 434407 15019 EXXON MOBIL CORPORATION COM 30231G102 13212 151863 x 6 150313 1550 FMC CORP COM 302491303 214 3075 x 6 2375 700 FMC CORP COM 302491303 71 1025 x 6 650 375 FPL GROUP INC COM COM 302571104 973 16157 x 6 15650 507 FAMILY DOLLAR STORES INC COM 307000109 1628 62210 x 6 53995 8215 FAMILY DOLLAR STORES INC COM 307000109 40 1550 x 6 550 1000 FAR WEST GROUP INC COM 30735F105 0 20000 x 6 20000 FREDDIE MAC COM 313400301 6294 92155 x 6 83230 8925 FREDDIE MAC COM 313400301 34 500 x 6 500 FANNIE MAE COM 313586109 5859 68661 x 6 60726 7935 FANNIE MAE COM 313586109 305 3574 x 6 3274 300 FEDERATED DEPARTMENT STORES INCOM 31410H101 89 2350 x 6 2350 FEDERATED DEPARTMENT STORES INCOM 31410H101 163 4300 x 6 3050 1250 FIRST TENNESSEE NATIONAL CORP COM 337162101 937 26250 x 6 17915 8335 FIRST TENNESSEE NATIONAL CORP COM 337162101 28 795 x 6 295 500 FIRST UNION CORP COM 337358105 495 14384 x 6 14384 FIRST UNION CORP COM 337358105 215 6250 x 6 3550 2700 FIRSTENERGY CORP COM 337932107 237 7300 x 6 6500 800 FIRSTENERGY CORP COM 337932107 95 2950 x 6 1550 1400 FLEETBOSTON FINANCIAL CORPORATCOM 339030108 4415 113293 x 6 73535 39758 FLEETBOSTON FINANCIAL CORPORATCOM 339030108 889 22824 x 6 19720 3104 GPU INC COM 36225X100 282 7850 x 6 5325 2525 GPU INC COM 36225X100 41 1150 x 6 400 750 GANNETT INC COM COM 364730101 199 3000 x 6 3000 GANNETT INC COM COM 364730101 230 3475 x 6 3475 GENENTECH INC COM 368710406 271 4975 x 6 1875 3100 GENENTECH INC COM 368710406 59 1090 x 6 1000 90 GENERAL ELECTRIC CO COM COM 369604103 22123 456427 x 6 346687 109740 GENERAL ELECTRIC CO COM COM 369604103 5202 107340 x 6 104340 3000 GENERAL GROWTH PPTYS INC COM 370021107 104 2750 x 6 2750 GENERAL GROWTH PPTYS INC COM 370021107 338 8900 x 6 8900 GENERAL MILLS INC COM COM 370334104 196 4500 x 6 4500 GENERAL MILLS INC COM COM 370334104 158 3625 x 6 3625 GENERAL MOTORS CORP CLASS H COCOM 370442832 843 40338 x 6 37425 2913 GENERAL MOTORS CORP CLASS H COCOM 370442832 587 28100 x 6 28100 GENUINE PARTS CO COM 372460105 583 18035 x 6 17535 500 GENUINE PARTS CO COM 372460105 116 3600 x 6 2200 1400 GENZYME CORPORATION-BIOSURGERYCOM 372917708 16 2313 x 6 2313 GENZYME CORPORATION-BIOSURGERYCOM 372917708 123 17173 x 6 8438 8735 GEORGIA PACIFIC CORP COM COM 373298108 550 16281 x 6 11681 4600 GEORGIA PACIFIC CORP COM COM 373298108 134 3964 x 6 1566 2398 GILLETTE CO COM COM 375766102 102 3500 x 6 2800 700 GILLETTE CO COM COM 375766102 191 6500 x 6 6500 GLAXO SMITHKLINE PLC ADR COM 37733W105 389 6995 x 6 6995 GLAXO SMITHKLINE PLC ADR COM 37733W105 33 600 x 6 600 GOODYEAR TIRE & RUBBER CO COM COM 382550101 584 20575 x 6 15975 4600 GOODYEAR TIRE & RUBBER CO COM COM 382550101 133 4700 x 6 2400 2300 GRANT PRIDECO INC COM 38821G101 225 14100 x 6 14100 GUIDANT CORP COM 401698105 1635 46161 x 6 34006 12155 GUIDANT CORP COM 401698105 116 3290 x 6 2690 600 HARTFORD FINL SVCS GROUP INC COM 416515104 295 4335 x 6 2380 1955 HARTFORD FINL SVCS GROUP INC COM 416515104 26 388 x 6 388 HEARTLAND EXPRESS INC COM 422347104 272 12125 x 6 12125 HEINZ H J CO COM 423074103 254 6050 x 6 6050 HELLER FINANCIAL INC COM 423328103 435 10800 x 6 10800 HEWLETT PACKARD CO COM COM 428236103 1133 41041 x 6 40641 400 HEWLETT PACKARD CO COM COM 428236103 1175 42530 x 6 42030 500 HOME DEPOT INC COM COM 437076102 947 20312 x 6 16212 4100 HOME DEPOT INC COM COM 437076102 150 3220 x 6 400 2820 HONEYWELL INTERNATIONAL INC COM 438516106 1238 33945 x 6 30245 3700 HONEYWELL INTERNATIONAL INC COM 438516106 104 2850 x 6 2850 IMS HEALTH INC COM 449934108 116 4176 x 6 4176 IMS HEALTH INC COM 449934108 94 3400 x 6 3400 iBELONG.COM INC SER A PFPREFERRED 450999917 48 15298 x 6 15298 ILLINOIS TOOL WORKS INC COM COM 452308109 2147 32445 x 6 24610 7835 ILLINOIS TOOL WORKS INC COM COM 452308109 104 1575 x 6 975 600 INCO LTD COM COM 453258402 338 19700 x 6 18500 1200 INDYMAC BANCORP INC COM 456607100 396 15000 x 6 15000 INGRAM MICRO INC COM 457153104 104 7550 x 6 7050 500 INGRAM MICRO INC COM 457153104 40 2900 x 6 1300 1600 INTEL CORP COM COM 458140100 4224 141586 x 6 123875 17711 INTEL CORP COM COM 458140100 517 17354 x 6 14354 3000 INTL BUSINESS MACHINES CORP COCOM 459200101 6624 59094 x 6 50067 9027 INTL BUSINESS MACHINES CORP COCOM 459200101 1414 12619 x 6 12119 500 INTERNATIONAL PAPER CO COM COM 460146103 3783 105096 x 6 87171 17925 INTERNATIONAL PAPER CO COM COM 460146103 370 10291 x 6 4991 5300 IVAX CORP COM 465823102 358 9700 x 6 1950 7750 JDS UNIPHASE CORP COM 46612J101 37 3250 x 6 2400 850 JDS UNIPHASE CORP COM 46612J101 130 11255 x 6 11100 155 J.P. MORGAN CHASE & CO COM 46625H100 5141 112920 x 6 92012 20908 J.P. MORGAN CHASE & CO COM 46625H100 511 11243 x 6 10843 400 JEFFERSON-PILOT CORP COM 475070108 671 13802 x 6 12737 1065 JEFFERSON-PILOT CORP COM 475070108 54 1125 x 6 1125 JOHNSON & JOHNSON COM COM 478160104 8089 158900 x 6 120132 38768 JOHNSON & JOHNSON COM COM 478160104 1023 20110 x 6 18110 2000 JONES APPAREL GROUP INC. COM 480074103 235 6000 x 6 6000 KEYCORP NEW COM 493267108 495 19211 x 6 11591 7620 KEYCORP NEW COM 493267108 221 8610 x 6 7860 750 KIMBERLY CLARK CORP COM COM 494368103 1726 30015 x 6 22925 7090 KIMBERLY CLARK CORP COM COM 494368103 89 1555 x 6 1055 500 KINDER MORGAN INC COM 49455P101 243 4570 x 6 1670 2900 KROGER CO COM COM 501044101 284 11140 x 6 11140 L-3 COMMUNICATIONS HOLDINGS INCOM 502424104 400 5180 x 6 2880 2300 THE LATIN AMERN DISCOVERY FD ICOM 51828C106 156 15000 x 6 15000 LEGGETT & PLATT INC COM 524660107 922 42725 x 6 40425 2300 LEGGETT & PLATT INC COM 524660107 645 29900 x 6 27600 2300 LIBERTY FINANCIAL COMPANICONVNPFD 530512201 3753 73047 x 6 73047 LIBERTY FINANCIAL COMPANICONVNPFD 530512201 3775 73468 x 6 73468 LIFEF/X INC COM 53218N106 265 403000 x 6 403000 LILLY ELI & CO COM COM 532457108 1228 16248 x 6 14448 1800 LILLY ELI & CO COM COM 532457108 192 2550 x 6 2550 LINCOLN NATL CORP IND COM COM 534187109 2968 57705 x 6 51170 6535 LINCOLN NATL CORP IND COM COM 534187109 115 2240 x 6 1240 1000 LUBRIZOL CORP COM COM 549271104 202 6225 x 6 5925 300 LUBRIZOL CORP COM COM 549271104 39 1225 x 6 750 475 LUCENT TECHNOLOGIES INC COM COM 549463107 404 64219 x 6 60162 4057 LUCENT TECHNOLOGIES INC COM COM 549463107 22 3624 x 6 3324 300 MBIA INC COM 55262C100 556 9936 x 6 9486 450 MBIA INC COM 55262C100 268 4800 x 6 3900 900 MANULIFE FINANCIAL CORP COM 56501R106 1109 39999 x 6 39999 MARSH & MCCLENNAN COS INC COM COM 571748102 1030 10170 x 6 10150 20 MARSH & MCCLENNAN COS INC COM COM 571748102 35 350 x 6 350 MARTIN MARIETTA MATERIALS INC COM 573284106 198 3960 x 6 3830 130 MARTIN MARIETTA MATERIALS INC COM 573284106 19 385 x 6 385 MAY DEPT STORES CO COM COM 577778103 464 14475 x 6 12175 2300 MAY DEPT STORES CO COM COM 577778103 215 6710 x 6 4010 2700 MCDONALDS CORP COM COM 580135101 3984 147265 x 6 125555 21710 MCDONALDS CORP COM COM 580135101 39 1460 x 6 460 1000 MCKESSON HBOC INC COM 58155Q103 577 15995 x 6 9795 6200 MEAD CORP COM COM 582834107 451 16210 x 6 14010 2200 MEAD CORP COM COM 582834107 47 1700 x 6 700 1000 MEDTRONIC INC COM COM 585055106 4842 103179 x 6 80419 22760 MEDTRONIC INC COM COM 585055106 882 18802 x 6 17657 1145 MELLON FINANCIAL CORP. COM 58551A108 1129 24755 x 6 20560 4195 MELLON FINANCIAL CORP. COM 58551A108 5 130 x 6 130 MERCK & CO INC COM COM 589331107 7289 113648 x 6 94896 18752 MERCK & CO INC COM COM 589331107 2334 36399 x 6 35899 500 METLIFE INC COM 59156R108 427 13401 x 6 3300 10101 METLIFE INC COM 59156R108 10 324 x 6 324 MICROSOFT CORP COM 594918104 10298 150324 x 6 130439 19885 MICROSOFT CORP COM 594918104 352 5150 x 6 4350 800 MICRON TECHNOLOGY INC COM 595112103 356 8500 x 6 8500 MILLENNIUM PHARMACEUTICALS INCCOM 599902103 92 2884 x 6 800 2084 MILLENNIUM PHARMACEUTICALS INCCOM 599902103 128 4000 x 6 4000 MINNESOTA MNG & MFG CO COM COM 604059105 6629 56933 x 6 55243 1690 MINNESOTA MNG & MFG CO COM COM 604059105 239 2055 x 6 2055 MIRANT CORPORATION COM 604675108 807 22647 x 6 10608 12039 MONADNOCK PAPER MILLS INC COM 608990107 245 3171 x 6 3171 MORGAN STANLEY DEAN WITTER EASCOM 616988101 223 16100 x 6 16100 MORGAN STANLEY COM 617446448 1383 21850 x 6 21850 MORGAN STANLEY COM 617446448 805 12725 x 6 12725 MORGAN STANLEY DEAN WITTER COM 61744G107 79 9300 x 6 9300 MORGAN STANLEY DEAN WITTER COM 61744G107 4111 478040 x 6 477200 840 MORGAN STANLEY DEAN WITTER COM 61745C105 179 21800 x 6 21800 NCO GROUP INC COM COM 628858102 201 6800 x 6 6800 NCR CORP NEW COM 62886E108 6 140 x 6 40 100 NCR CORP NEW COM 62886E108 456 9800 x 6 9800 NABORS INDUSTRIES INC COM 629568106 1805 49255 x 6 38575 10680 NABORS INDUSTRIES INC COM 629568106 45 1235 x 6 235 1000 NATIONAL CITY CORP COM COM 635405103 838 27153 x 6 21225 5928 NATIONAL CITY CORP COM COM 635405103 168 5450 x 6 1950 3500 NATURAL CHEMISTRY INC CONV PFD 63884L201 8 16600 x 6 16600 NATURAL CHEMISTRY INC COM 63884L904 8 16589 x 6 16589 NEW ENGLAND BUSINESS SVC INC CCOM 643872104 3770 200017 x 6 200017 NEW YORK TIMES CO CL A COM 650111107 29820 704136 x 6 503534 200602 NEW YORK TIMES CO CL A COM 650111107 162 3840 x 6 3840 NEWELL RUBBERMAID INC COM 651229106 587 23475 x 6 17875 5600 NEWELL RUBBERMAID INC COM 651229106 132 5300 x 6 3600 1700 NOKIA CORPORATION COM 654902204 146 7200 x 6 5700 1500 NOKIA CORPORATION COM 654902204 53 2650 x 6 2195 455 NORFOLK SOUTHN CORP COM COM 655844108 2135 104260 x 6 86775 17485 NORFOLK SOUTHN CORP COM COM 655844108 235 11505 x 6 5105 6400 NUCOR CORP COM 670346105 240 4925 x 6 4625 300 NUCOR CORP COM 670346105 110 2275 x 6 1850 425 OAO TECHNOLOGY SOLUTIONS INC COM 67082B105 374 228310 x 6 228310 OCCIDENTAL PETE CORP COM COM 674599105 1558 58000 x 6 46200 11800 OCCIDENTAL PETE CORP COM COM 674599105 362 13500 x 6 7000 6500 OFFICE DEPOT COM COM 676220106 140 14000 x 6 14000 OMNICOM GROUP INC COM COM 681919106 964 11350 x 6 11350 OMNICOM GROUP INC COM COM 681919106 1762 20740 x 6 20740 OPEN MARKET INC COM COM 68370M100 35 30000 x 6 30000 OPEN MARKET INC COM COM 68370M100 1 1625 x 6 1625 OPENWAVE SYSTEMS INC COM 683718100 130539 4512265 x 6 966 4511299 OPENWAVE SYSTEMS INC COM 683718100 759 26267 x 6 26267 ORACLE SYSTEMS CORP COM 68389X105 185 9802 x 6 650 9152 ORACLE SYSTEMS CORP COM 68389X105 293 15502 x 6 15502 ORION POWER HOLDINGS INC COM 686286105 340 13370 x 6 6370 7000 OWENS ILLINOIS INC COM COM 690768403 96 13300 x 6 7100 6200 OWENS ILLINOIS INC COM COM 690768403 36 5000 x 6 3250 1750 THE PMI GROUP COM 69344M101 5555 78810 x 6 63680 15130 THE PMI GROUP COM 69344M101 163 2325 x 6 825 1500 PALM INC COM 696642107 75 12800 x 6 12800 PARKER HANNIFIN CORP COM COM 701094104 236 5300 x 6 5300 PARKER HANNIFIN CORP COM COM 701094104 58 1300 x 6 1300 PECO II INC COM 705221109 125 19760 x 6 7160 12600 PEPSICO INC COM COM 713448108 2874 63910 x 6 52130 11780 PEPSICO INC COM COM 713448108 311 6931 x 6 5931 1000 PFIZER INC COM COM 717081103 7328 184327 x 6 161792 22535 PFIZER INC COM COM 717081103 1221 30733 x 6 29493 1240 PHARMACIA CORPORATION COM 71713U102 2464 52990 x 6 37936 15054 PHARMACIA CORPORATION COM 71713U102 119 2563 x 6 2563 PHILIP MORRIS COS INC COM COM 718154107 1089 23300 x 6 21300 2000 PHILIP MORRIS COS INC COM COM 718154107 245 5250 x 6 3200 2050 PHILLIPS PETROLEUM CO COM COM 718507106 1665 28973 x 6 21773 7200 PHILLIPS PETROLEUM CO COM COM 718507106 457 7950 x 6 4350 3600 PHYCOGEN INC COM COM 7194099A4 200 10288 x 6 10288 PLUM CREEK TIMBER COMPANY, INCCOM 729251108 395 13700 x 6 13700 PRAXAIR INC COM 74005P104 1928 41030 x 6 35530 5500 PROCTER & GAMBLE CO COM COM 742718109 11085 171796 x 6 165895 5901 PROCTER & GAMBLE CO COM COM 742718109 100 1550 x 6 1550 PROTEIN DESIGN LABS INC COM 74369L103 274 3505 x 6 1305 2200 QUESTAR CORP COM 748356102 359 14485 x 6 9485 5000 QUESTAR CORP COM 748356102 161 6500 x 6 6500 QWEST COMMUNICATIONS INTERNATICOM 749121109 354 11766 x 6 7945 3821 QWEST COMMUNICATIONS INTERNATICOM 749121109 163 5425 x 6 5425 R H INVESTMENT COMPANY INC COM 749550992 3176 14908 x 6 7454 7454 RATIONAL SOFTWARE CORP COM COM 75409P202 585 26313 x 6 26313 REGIONS FINANCIAL CORP COM 758940100 219 6899 x 6 4199 2700 REGIONS FINANCIAL CORP COM 758940100 146 4590 x 6 4390 200 RELIANT ENERGY INCORPORATED COM 75952J108 181 5759 x 6 2259 3500 RELIANT ENERGY INCORPORATED COM 75952J108 78 2500 x 6 2500 REYNOLDS & REYNOLDS CO CL A COM 761695105 251 11100 x 6 11100 REYNOLDS & REYNOLDS CO CL A COM 761695105 337 14900 x 6 14900 ROCKWELL INTL CORP NEW COM 773903109 274 18000 x 6 18000 ROYAL DUTCH PETROLEUM CO COM 780257804 1298 22625 x 6 21825 800 ROYAL DUTCH PETROLEUM CO COM 780257804 183 3200 x 6 3200 SBC COMMUNICATIONS INC COM 78387G103 4634 112207 x 6 99974 12233 SBC COMMUNICATIONS INC COM 78387G103 44 1070 x 6 770 300 SCI SYSTEMS INC COM 783890106 741 29820 x 6 29820 SCI SYSTEMS INC COM 783890106 748 30100 x 6 30100 STANDARD & POOR'S DEPOSITARY RCOM 78462F103 334 2750 x 6 2500 250 SAFEWAY INC NEW COM 786514208 786 16070 x 6 13360 2710 SAFEWAY INC NEW COM 786514208 18 375 x 6 75 300 ST PAUL COS INC COM COM 792860108 826 16400 x 6 14800 1600 ST PAUL COS INC COM COM 792860108 133 2650 x 6 500 2150 SANCHEZ COMPUTER ASSOCIATES COM 799702105 251 20110 x 6 20110 SARA LEE CORP COM COM 803111103 290 15000 x 6 400 14600 SARA LEE CORP COM COM 803111103 632 32644 x 6 32644 SCHERING PLOUGH CORP COM COM 806605101 3330 91820 x 6 89710 2110 SCHERING PLOUGH CORP COM COM 806605101 256 7059 x 6 5959 1100 SCHLUMBERGER LTD COM COM 806857108 3587 66676 x 6 53666 13010 SCHLUMBERGER LTD COM COM 806857108 287 5350 x 6 4550 800 SEARS ROEBUCK & CO COM COM 812387108 1111 26650 x 6 26650 SEARS ROEBUCK & CO COM COM 812387108 129 3100 x 6 1100 2000 SENSIENT TECHNOLOGIES CORP COM 81725T100 363 18200 x 6 18200 SERONO SA - ADR COM 81752M101 221 9280 x 6 4580 4700 SHERWIN-WILLIAMS CO COM 824348106 447 20100 x 6 16600 3500 SHERWIN-WILLIAMS CO COM 824348106 560 25175 x 6 22675 2500 SMURFIT-STONE CONTAINER CORP COM 832727101 295 18600 x 6 14700 3900 SMURFIT-STONE CONTAINER CORP COM 832727101 73 4600 x 6 2400 2200 SONOCO PRODS CO COM COM 835495102 255 10223 x 6 8123 2100 SONOCO PRODS CO COM COM 835495102 126 5050 x 6 4050 1000 SOUTHERN CO COM COM 842587107 409 17569 x 6 7346 10223 SPRINT CORP COM 852061100 350 16020 x 6 8120 7900 SPRINT CORP COM 852061100 46 2125 x 6 2125 STATE STREET CORP COM 857477103 290 5700 x 6 3500 2200 STATE STREET CORP COM 857477103 112 2200 x 6 2200 SUN MICROSYSTEMS INC COM COM 866810104 3387 223290 x 6 192390 30900 SUN MICROSYSTEMS INC COM COM 866810104 697 46009 x 6 43209 2800 SUNOCO INC COM 86764P109 213 5948 x 6 5948 SUNOCO INC COM 86764P109 12 350 x 6 350 SUNTRUST BANKS INC COM 867914103 1296 19900 x 6 18500 1400 SUNTRUST BANKS INC COM 867914103 96 1475 x 6 1475 SUPERVALU INC COM 868536103 189 10450 x 6 8050 2400 SUPERVALU INC COM 868536103 41 2300 x 6 1200 1100 SUREFIRE COMMERCE INC COM 86866Q104 33 26674 x 6 26674 SYSCO CORP COM 871829107 402 14500 x 6 14500 SYSCO CORP COM 871829107 111 4000 x 6 4000 TJX COMPANIES (NEW) COM 872540109 364 11400 x 6 6400 5000 TJX COMPANIES (NEW) COM 872540109 212 6650 x 6 5650 1000 TARGET CORP COM 87612E106 3709 104860 x 6 93395 11465 TARGET CORP COM 87612E106 49 1386 x 6 886 500 TEMPLE INLAND INC COM COM 879868107 285 5250 x 6 4175 1075 TEMPLE INLAND INC COM COM 879868107 36 675 x 6 375 300 TEXACO INC COM COM 881694103 2034 29785 x 6 25285 4500 TEXACO INC COM COM 881694103 301 4418 x 6 3118 1300 TEXAS INSTRUMENTS INC COM COM 882508104 4438 141523 x 6 119715 21808 TEXAS INSTRUMENTS INC COM COM 882508104 281 8985 x 6 8285 700 TEXTRON INC COM COM 883203101 100 1800 x 6 1800 TEXTRON INC COM COM 883203101 173 3100 x 6 3100 THOMAS & BETTS CORP TENNESSEE COM 884315102 175 7900 x 6 7600 300 THOMAS & BETTS CORP TENNESSEE COM 884315102 32 1450 x 6 525 925 TYCO INTERNATIONAL LTD COM 902124106 5976 109312 x 6 92342 16970 TYCO INTERNATIONAL LTD COM 902124106 1247 22823 x 6 22423 400 US BANCORP COM 902973304 1156 49614 x 6 46964 2650 US BANCORP COM 902973304 20 884 x 6 884 UNILEVER NV NY SHARES NEW F COM 904784709 261 4404 x 6 4404 UNILEVER NV NY SHARES NEW F COM 904784709 52 892 x 6 892 UNION PACIFIC CORP COM COM 907818108 1682 30750 x 6 25450 5300 UNION PACIFIC CORP COM COM 907818108 383 7000 x 6 4100 2900 UNITED TECHNOLOGIES CORP COM COM 913017109 1520 20934 x 6 17750 3184 UNITED TECHNOLOGIES CORP COM COM 913017109 560 7721 x 6 7721 UNOCAL CORP COM COM 915289102 350 10200 x 6 8750 1450 UNUMPROVIDENT CORP COM 91529Y106 276 8636 x 6 8636 USDATA CORPORATION COM 917294100 15 34175 x 6 34175 V F CORP COM COM 918204108 418 11725 x 6 11225 500 V F CORP COM COM 918204108 83 2350 x 6 650 1700 VERIZON COMMUNICATIONS COM 92343V104 3147 58279 x 6 43689 14590 VERIZON COMMUNICATIONS COM 92343V104 157 2909 x 6 2909 VIRAGEN INC COM 927638106 37 30300 x 6 30300 VODAFONE GROUP PLC-SP ADR COM 92857W100 679 31260 x 6 27060 4200 VODAFONE GROUP PLC-SP ADR COM 92857W100 65 3000 x 6 3000 VOICESTREAM WIRELESS CORP COM 928615103 638 7152 x 6 7152 WAL MART STORES INC COM 931142103 2022 41605 x 6 32725 8880 WAL MART STORES INC COM 931142103 354 7304 x 6 6804 500 WALGREEN CO COM COM 931422109 171 5000 x 6 5000 WALGREEN CO COM COM 931422109 1659 48445 x 6 48445 WASHINGTON MUTUAL INC COM COM 939322103 3866 101920 x 6 96044 5876 WASHINGTON MUTUAL INC COM COM 939322103 446 11770 x 6 8145 3625 WATSON PHARMACEUTICALS COM 942683103 1420 23500 x 6 23500 WATSON PHARMACEUTICALS COM 942683103 459 7600 x 6 7600 WEATHERFORD INTERNATIONAL INC COM 947074100 648 14100 x 6 14100 WELLS FARGO & COMPANY NEW COM 949746101 3852 82765 x 6 78205 4560 WELLS FARGO & COMPANY NEW COM 949746101 1334 28675 x 6 28675 WESTVACO CORP COM COM 961548104 360 14600 x 6 12300 2300 WESTVACO CORP COM COM 961548104 93 3800 x 6 2050 1750 WHIRLPOOL CORP COM 963320106 600 9450 x 6 7350 2100 WHIRLPOOL CORP COM 963320106 98 1550 x 6 600 950 WILLAMETTE INDS INC COM COM 969133107 210 4175 x 6 3775 400 WILLAMETTE INDS INC COM COM 969133107 63 1250 x 6 625 625 WILLIAMS COS COM COM 969457100 503 14820 x 6 8220 6600 WILLIAMS COS COM COM 969457100 78 2300 x 6 2300 WISCONSIN ENERGY CORP COM COM 976657106 223 9200 x 6 9200 WISCONSIN ENERGY CORP COM COM 976657106 76 3150 x 6 1800 1350 WORLDCOM INC COM 98157D106 6311 442014 x 6 376054 65960 WORLDCOM INC COM 98157D106 135 9500 x 6 7500 2000 WORLDCOM INC/MCI GROUP COM 98157D304 273 16059 x 6 14149 1910 WORLDCOM INC/MCI GROUP COM 98157D304 6 380 x 6 300 80 XCEL ENERGY INC COM 98389B100 1177 40800 x 6 38100 2700 XCEL ENERGY INC COM 98389B100 35 1225 x 6 325 900 ZING NETWORKS INC PREFERRED 9896119A8 42 100000 x 6 100000 ZING NETWORKS INC PREFERRED 9896119B6 11 26661 x 6 26661 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Brandywine Asset Management, Inc. For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) AAON INC COMMON 000360206 8 300 x 7 300 0 0 A A R CORPORATION COMMON 000360207 130 7600 x 7 7600 0 0 ABC BANCORP COMMON 000360208 134 12000 x 7 12000 0 0 A C MOORE ARTS & CRAFTSCOMMON 000360209 1449 96600 x 7 93900 0 2700 ABN AMRO HLDG N V ADR COMMON 000360210 5797 306362 x 7 262995 0 43558 ACT MFG INC COMMON 000360211 2652 242400 x 7 240700 0 1700 AG SVCS AMER INC COMMON 000360212 43 3200 x 7 3200 0 0 AHL SVCS INC COMMON 000360213 141 17600 x 7 17600 0 0 AK STL HLDG CORP COMMON 000360214 25368 2022956 x 7 1975556 0 47400 AMR CORP COMMON 000360215 1104 30550 x 7 30550 0 0 AT&T CORP COMMON 000360216 57 2600 x 7 2600 0 0 AT&T CORP LIBERTY MEDIACOMMON 000360217 5606 320500 x 7 320500 0 0 AZZ INC COMMON 000360218 1490 59600 x 7 59600 0 0 ABBOTT LABS COMMON 000360219 24591 512295 x 7 500515 0 12400 ABBEY NATL PLC ADR SP COMMON 000360220 305 8470 x 7 700 0 8240 ABIGAIL ADAMS NATL BANCCOMMON 000360221 66 4900 x 7 4900 0 0 ABINGTON BANCORP INC NECOMMON 000360222 296 18800 x 7 18800 0 0 ABITIBI-CONSOLIDATED COMMON 000360223 215 28125 x 7 905 0 27345 ACCLAIM ENTMT INC COMMON 000360224 1366 280000 x 7 280000 0 0 ACETO CORP COMMON 000360225 955 95260 x 7 92760 0 2500 ACTUANT CORP COMMON 000360226 1320 80220 x 7 78240 0 1980 ACXIOM CORP COMMON 000360227 1665 127180 x 7 127180 0 0 ADAMS RES & ENERGY INC COMMON 000360228 931 70300 x 7 67800 0 2500 ADVANTA CORP COMMON 000360229 6423 401419 x 7 390219 0 11200 ADVANTA CORP COMMON 000360230 69 4907 x 7 4907 0 0 AETNA INC NEW COMMON 000360231 4 150 x 7 150 0 0 AGERE SYS INC COMMON 000360232 22065 3022600 x 7 2841500 0 181100 AGILENT TECHNOLOGIES INCOMMON 000360233 17217 529750 x 7 509350 0 20400 AIR METHODS CORP COMMON 000360234 437 110900 x 7 109100 0 1800 AIR PRODS & CHEMS INC COMMON 000360235 1652 36100 x 7 30100 0 6900 AIRNET SYS INC COMMON 000360236 1765 263400 x 7 256100 0 7300 ALBANY INTL CORP COMMON 000360237 4039 213716 x 7 206816 0 6900 ALBEMARLE CORP COMMON 000360238 1666 71900 x 7 71900 0 0 ALBERTSONS INC COMMON 000360239 20337 678115 x 7 613935 0 64720 ALCAN ALUMINIUM LTD COMMON 000360240 39935 950380 x 7 908360 0 42865 ALCOA INC COMMON 000360241 6490 164710 x 7 164710 0 0 ALEXANDER & BALDWIN INCCOMMON 000360242 1913 74300 x 7 64000 0 10300 ALFA CORP COMMON 000360243 254 10274 x 7 10274 0 0 ALL AMERICAN SEMICONDUCCOMMON 000360244 496 81500 x 7 79100 0 2400 ALLEGHENY ENERGY INC COMMON 000360245 1691 35050 x 7 29050 0 6000 ALLEGHENY TECHNOLOGIES COMMON 000360246 3130 173000 x 7 173000 0 0 ALLEGIANT BANCORP INC COMMON 000360247 577 45900 x 7 42900 0 3000 CENTRICA PLC COMMON 000360248 19 11000 x 7 0 0 11000 ALLIANCE BANCORP NEW ENCOMMON 000360249 160 12800 x 7 12800 0 0 ALLIANCE SEMICONDUCTO COMMON 000360250 1738 144600 x 7 139320 1610 5415 ALLIED HLDGS INC COMMON 000360251 136 53300 x 7 53300 0 0 ALLIED IRISH BKS PLC COMMON 000360252 7624 338831 x 7 300851 0 38120 ALLIED RESH CORP COMMON 000360253 771 95800 x 7 92900 0 2900 ALLOU HEALTH & BEAUTY CCOMMON 000360254 451 110100 x 7 106700 0 3400 ALLSTATE CORP COMMON 000360255 760 17276 x 7 17276 0 0 ALLTRISTA CORP COMMON 000360256 300 25400 x 7 25400 0 0 ALPHA TECHNOLOGIES GROUCOMMON 000360257 695 138900 x 7 135600 0 3300 ALPHARMA INC CL A COMMON 000360258 6330 232295 x 7 219045 1340 12655 AMBAC INC COMMON 000360259 11778 202370 x 7 181965 0 20565 AMERADA HESS CORP COMMON 000360260 8 100 x 7 100 0 0 AMERCO COMMON 000360261 9767 438000 x 7 428600 0 9400 AMEREN CORP COMMON 000360262 6 150 x 7 150 0 0 AMERICA WEST HLDG CORP COMMON 000360263 1449 145300 x 7 145300 0 0 AMERICAN BK CONN WATERBCOMMON 000360264 247 10100 x 7 10100 0 0 AMERICAN BILTRITE INC COMMON 000360265 289 20800 x 7 19200 0 1600 AMERICAN BUSINESS FINL COMMON 000360266 342 23900 x 7 22700 0 1200 AMERICAN ELECTRIC POW COMMON 000360267 23140 501195 x 7 490270 0 11740 AMERICAN EXPRESS CO COMMON 000360268 12990 334800 x 7 334800 0 0 AMERICAN FINL GROUP INCCOMMON 000360269 66 2200 x 7 2200 0 0 AMERICAN GENERAL CORP COMMON 000360270 28771 619395 x 7 591850 0 27795 AMERICAN GREETINGS CORPCOMMON 000360271 15458 1405300 x 7 1373400 0 31900 AMERICAN HOME PRODS C COMMON 000360272 11614 197960 x 7 188035 0 10600 AMERICAN PAC CORP COMMON 000360273 295 45800 x 7 43400 0 2400 AMERICAN PHYSICIANS SVCCOMMON 000360274 45 20400 x 7 20400 0 0 AMERICAN PHYSICIANS C COMMON 000360275 4910 251795 x 7 239245 2300 11930 AMERICAN TECHNICNAL CERCOMMON 000360276 738 75200 x 7 73200 0 2000 AMERICAN VANGUARD CORP COMMON 000360277 424 28622 x 7 27291 0 1331 AMERICAN WOODMARK CORP COMMON 000360278 131 3400 x 7 3400 0 0 AMERICANWEST BANCORPORACOMMON 000360279 636 58330 x 7 57450 0 880 AMERON INTL INC COMMON 000360280 5186 77700 x 7 76700 0 1000 AMERUS GROUP CO COMMON 000360281 14354 404694 x 7 404532 0 162 AMERISERV FINL INC COMMON 000360282 1083 210200 x 7 204600 0 5600 AMETEK INC NEW COMMON 000360283 220 7200 x 7 7200 0 0 AMPCO-PITTSBURGH CORP COMMON 000360284 2023 179000 x 7 174600 0 4400 AMSOUTH BANCORPORATION COMMON 000360285 8 412 x 7 412 0 0 AMTRAN INC COMMON 000360286 1318 60200 x 7 57200 0 3000 ANADARKO PETE CORP COMMON 000360287 15264 283134 x 7 258094 0 25040 ANDERSONS INC COMMON 000360288 1231 143100 x 7 140600 0 2500 ANDOVER BANCORP INC DELCOMMON 000360289 774 15400 x 7 15400 0 0 ANNTAYLOR STORES CORP COMMON 000360290 7 200 x 7 200 0 0 ANSWERTHINK INC COMMON 000360291 2906 290900 x 7 290900 0 0 AON CORP COMMON 000360292 11 300 x 7 300 0 0 APACHE CORP COMMON 000360293 480 9450 x 7 9450 0 0 APASCO S A DE C V ADR COMMON 000360294 204 7730 x 7 830 0 7630 APPLE COMPUTER INC COMMON 000360295 1 50 x 7 50 0 0 APPLERA CORP COMMON 000360296 6730 251600 x 7 220700 0 30900 APPLICA INC COMMON 000360297 545 68500 x 7 57100 0 11400 APPLIED SIGNAL TECHNOLOCOMMON 000360298 19 3800 x 7 3800 0 0 ARBITRON INC COMMON 000360299 16 682 x 7 682 0 0 ARCH CHEMICALS INC COMMON 000360300 2092 95815 x 7 95815 0 0 ARCHER DANIELS MIDLAND COMMON 000360301 10 771 x 7 771 0 0 ARCTIC CAT INC COMMON 000360302 741 51100 x 7 51100 0 0 AREA BANCSHARES CORP NECOMMON 000360303 438 26550 x 7 26550 0 0 ARGONAUT GROUP COMMON 000360304 1904 94697 x 7 90710 824 4230 ARIBA INC COMMON 000360305 2 400 x 7 400 0 0 ARK RESTAURANTS CORP COMMON 000360306 174 18300 x 7 15100 0 3200 ARKANSAS BEST CORP DEL COMMON 000360307 10054 436200 x 7 427500 0 8700 ARNOLD INDS INC COMMON 000360308 7683 396830 x 7 384530 0 12300 ARROW FINL CORP COMMON 000360309 692 27400 x 7 26400 0 1000 ARVINMERITOR, INC. COMMON 000360310 27916 1667622 x 7 1624243 1950 42710 ASSOCIATED MATLS INC COMMON 000360311 1630 85800 x 7 82500 0 3300 ASTEC INDS INC COMMON 000360312 6038 350000 x 7 338500 0 11500 ASTRA AB ESCROW COMMON 000360313 0 2400 x 7 2400 0 0 ASYST TECHNOLOGY CORP COMMON 000360314 9667 716085 x 7 696085 0 20000 ATLANTIC AMERN CORP COMMON 000360315 27 16600 x 7 16600 0 0 ATLANTIS PLASTICS INC COMMON 000360316 21 6600 x 7 6600 0 0 ATLAS AIR WORLDWIDE HLDCOMMON 000360317 884 62400 x 7 62400 0 0 AUDIOVOX CORP COMMON 000360318 5067 456500 x 7 444500 0 12000 AULT INC COMMON 000360319 215 39700 x 7 39700 0 0 AUTODESK INC COM COMMON 000360320 1328 35600 x 7 28600 0 7100 AUTOZONE INC COMMON 000360321 6 150 x 7 150 0 0 AVANT CORP COMMON 000360322 9341 702300 x 7 685900 0 16400 AVISTA CORP COMMON 000360323 10906 545870 x 7 537870 0 8000 AVNET INC COMMON 000360324 3946 176000 x 7 176000 0 0 AXA-UAP SPONSORED ADR COMMON 000360325 6782 240220 x 7 220472 0 20690 AXCELIS TECHNOLOGIES INCOMMON 000360326 1 58 x 7 58 0 0 AXYS PHARMACEUTICALS INCOMMON 000360327 1 200 x 7 200 0 0 BAA PLC SPONSORED ADR COMMON 000360328 398 43372 x 7 1212 0 42532 BCE INC COMMON 000360329 1706 64861 x 7 57562 0 7300 BCT INTL INC COMMON 000360330 37 36200 x 7 33700 0 2500 BG PLC ADR FNL INSTLL COMMON 000360331 276 13955 x 7 2045 0 12865 BMC INDS INC MINN COMMON 000360332 1915 319100 x 7 303100 0 16000 BOC GROUP PLC ADR COMMON 000360333 4802 162579 x 7 142172 0 20650 BP AMOCO ADS COMMON 000360334 27922 560185 x 7 498658 0 62453 BSB BANCORP COMMON 000360335 244 10600 x 7 10600 0 0 BTU INTL INC COMMON 000360336 409 67000 x 7 67000 0 0 BYL BANCORP COMMON 000360337 305 17100 x 7 17100 0 0 BAIRNCO CORP COMMON 000360338 956 152900 x 7 148100 0 4800 BALL CORP COMMON 000360339 27790 584313 x 7 568397 628 15996 BALLY TOTAL FITNESS HLDCOMMON 000360340 1706 57600 x 7 57600 0 0 BALTEK CORP COMMON 000360341 131 16700 x 7 16500 0 200 BANCFIRST CORP ZANESVILCOMMON 000360342 1741 76885 x 7 74050 0 2835 BANCINSURANCE CORP COMMON 000360343 44 9040 x 7 9040 0 0 BANCO BILBAO VIZCAYA COMMON 000360344 480 37135 x 7 785 0 36485 BANDAG INC COMMON 000360345 1390 50900 x 7 50900 0 0 BANDAG INC COMMON 000360346 1709 73047 x 7 73047 0 0 BANGOR HYDRO ELEC CO COMMON 000360347 911 34263 x 7 32353 380 2280 BANK OF AMERICA COMMON 000360348 74860 1247040 x 7 1201705 0 45680 BANK OF THE OZARKS INC COMMON 000360349 1388 69400 x 7 67800 0 1600 BANK ONE CORP COMMON 000360350 43 1200 x 7 1200 0 0 BANNER CORP COMMON 000360351 3504 159250 x 7 156940 0 2310 BARNES GROUP INC COMMON 000360352 2549 103200 x 7 103000 0 200 BASSETT FURNITURE INDS COMMON 000360353 3034 241200 x 7 234200 0 7000 BE SEMICONDUCTOR INDS COMMON 000360354 2359 354622 x 7 313418 0 41965 BEAR STEARNS COS INC COMMON 000360355 31672 537085 x 7 532205 0 5595 BEAZER HOMES USA INC COMMON 000360356 9506 149721 x 7 145921 0 3800 BECKMAN COULTER INC C COMMON 000360357 3471 85081 x 7 81847 810 3795 BEL FUSE INC COMMON 000360358 1174 35300 x 7 35300 0 0 BELDEN INC COMMON 000360359 4050 151400 x 7 148800 0 2600 BELLSOUTH CORP COMMON 000360360 13134 326150 x 7 326150 0 0 BENIHANA INC COMMON 000360361 56 4200 x 7 3200 0 1000 BERKSHIRE HATHAWAY INC COMMON 000360362 10552 4588 x 7 4588 0 0 BERRY PETE CO COMMON 000360363 7866 542500 x 7 529900 0 12600 BIG LOTS INC COMMON 000360364 1763 128900 x 7 128900 0 0 BIO RAD LABS INC COMMON 000360365 1775 35650 x 7 35650 0 0 BLACK & DECKER CORP COMMON 000360366 4 100 x 7 100 0 0 BLACK HAWK GAMING & DEVCOMMON 000360367 575 54100 x 7 53100 0 1000 BLAIR CORP COMMON 000360368 2776 170300 x 7 165500 0 4800 BLONDER TONGUE LABS INCCOMMON 000360369 565 141300 x 7 136800 0 4500 BOEING CO COMMON 000360370 26794 481915 x 7 461630 0 20930 BON-TON STORES INC COMMON 000360371 798 262500 x 7 255200 0 7300 BOMBAY CO INC COMMON 000360372 360 133000 x 7 129100 0 3900 BOOKS-A-MILLION INC COMMON 000360373 112 40900 x 7 40900 0 0 BOOTS PLC ADR COMMON 000360374 6976 405156 x 7 357716 0 48420 BORG WARNER INC COMMON 000360375 28559 575550 x 7 564550 0 11000 BOSTON ACOUSTICS INC COMMON 000360376 984 96950 x 7 94000 0 2950 BOSTONFED BANCORP INC COMMON 000360377 639 27900 x 7 27900 0 0 BOYD BROS TRANSPORTATIOCOMMON 000360378 51 24000 x 7 24000 0 0 BOYD GAMING CORP COMMON 000360379 5508 957957 x 7 935757 0 22200 BRANDYWINE RLTY TR SH COMMON 000360380 3166 141015 x 7 134190 1190 6605 BRASCAN CORP LTD VTG COMMON 000360381 419 24490 x 7 2085 0 22895 BRASS EAGLE INC COMMON 000360382 1342 145900 x 7 141800 0 4100 BRIGGS & STRATTON COR COMMON 000360383 20662 490775 x 7 477825 830 13030 BRIGHTPOINT INC COMMON 000360384 3561 1227800 x 7 1195300 0 32500 BRISTOL MYERS SQUIBB COCOMMON 000360385 21286 407000 x 7 407000 0 0 BRITISH AWYS (110419306COMMON 000360386 44 900 x 7 900 0 0 BROOKSTONE INC COMMON 000360387 3076 173800 x 7 169700 0 4100 BROOKTROUT INC COMMON 000360388 24 3100 x 7 3100 0 0 BROWN SHOE INC NEW COMMON 000360389 6540 362300 x 7 352100 0 10200 BRUNSWICK CORP COMMON 000360390 11784 490400 x 7 490400 0 0 BUCKEYE TECHNOLOGIES INCOMMON 000360391 12745 885100 x 7 864600 0 20500 BUCKLE INC COMMON 000360392 1554 82200 x 7 82200 0 0 BUILDING MATLS HLDG CORCOMMON 000360393 4312 283500 x 7 275900 0 7600 BURLINGTON COAT FACTORYCOMMON 000360394 8394 419700 x 7 408500 0 11200 BURLINGTON NORTHN SANTACOMMON 000360395 22167 731600 x 7 731600 0 0 BURLINGTON RES INC COMMON 000360396 18447 464080 x 7 432080 0 32000 BUSH INDS INC COMMON 000360397 3034 230700 x 7 225300 0 5400 BUTLER INTL INC NEW COMMON 000360398 407 130600 x 7 125900 0 4700 BUTLER MFG CO DEL COMMON 000360399 3295 131800 x 7 128300 0 3500 CBL MED INC COMMON 000360400 0 900 x 7 900 0 0 CBRL GROUP INC COM COMMON 000360401 4837 285366 x 7 275219 1730 9685 CCBT FINL COS INC COMMON 000360402 2198 73300 x 7 70800 0 2500 C D I CORP COMMON 000360403 7883 464000 x 7 456100 0 7900 CIGNA CORP COMMON 000360404 24 250 x 7 250 0 0 CMS ENERGY CORP COMMON 000360405 3 100 x 7 100 0 0 CPI CORP COMMON 000360406 2215 90400 x 7 90400 0 0 CTB INTL CORP COMMON 000360407 1106 125700 x 7 124700 0 1000 CSK AUTO CORP COMMON 000360408 5240 635200 x 7 619000 0 16200 CNF TRANSN INC COM COMMON 000360409 32115 1136810 x 7 1119700 0 17870 CNOOC LTD COMMON 000360410 341 18000 x 7 18000 0 0 CPAC INC COMMON 000360411 666 108300 x 7 105100 0 3200 CSX CORP COMMON 000360412 14067 388150 x 7 388150 0 0 CTS CORP COMMON 000360413 4781 233200 x 7 221400 0 11800 CVS CORP COMMON 000360414 31 800 x 7 800 0 0 CABLETRON SYS INC COMMON 000360415 25842 1130930 x 7 1050330 0 80600 CABLE DESIGN TECHNOLOGICOMMON 000360416 2773 171600 x 7 171600 0 0 CACHE INC COMMON 000360417 21 5300 x 7 5300 0 0 CADBURY SCHWEPPES P L COMMON 000360418 6726 247244 x 7 217628 0 29765 CADMUS COMMUNICATIONS CCOMMON 000360419 2085 187700 x 7 183300 0 4400 CALIFORNIA FIRST NTNL BCOMMON 000360420 697 56000 x 7 50500 0 5500 CALLON PETE CO DEL COMMON 000360421 1883 158900 x 7 148500 0 10400 CAMCO FINL CORP COMMON 000360422 166 13800 x 7 13800 0 0 CAMPBELL SOUP CO COMMON 000360423 3 100 x 7 100 0 0 CANADIAN PAC LTD NEW COMMON 000360424 47 1200 x 7 1200 0 0 CANDELA CORP COMMON 000360425 1341 204800 x 7 199200 0 5600 CANNONDALE CORP COMMON 000360426 11 2800 x 7 2800 0 0 CANON INC (138006309)COMMON 000360427 74 1800 x 7 1800 0 0 CAPITAL CORP OF THE WESCOMMON 000360428 322 22175 x 7 22175 0 0 CAPITAL CROSSING BK COMMON 000360429 1598 95000 x 7 93300 0 1700 CAPITAL SR LIVING CORP COMMON 000360430 555 362900 x 7 353100 0 9800 CARAUSTAR INDS INC COMMON 000360431 1133 123200 x 7 117500 0 5700 RESTRICTED CARECENTRIC COMMON 000360432 28 9368 x 7 8755 0 613 CARLTON COMMUNICATION COMMON 000360433 5994 248754 x 7 223848 0 25509 CARNIVAL CRUISE LINE COMMON 000360434 36233 1180220 x 7 1083325 0 97640 CASCADE CORP COM COMMON 000360435 4080 408035 x 7 397525 2010 10095 CASUAL MALE CORP MASS COMMON 000360436 0 400 x 7 400 0 0 CATERPILLAR INC COMMON 000360437 33993 679185 x 7 656810 0 23140 CATO CORP NEW COMMON 000360438 7228 370300 x 7 360100 0 10200 CENDANT CORP COMMON 000360439 7036 360800 x 7 360800 0 0 CENIT BANCORP INC COMMON 000360440 313 10600 x 7 10600 0 0 CENTENNIAL BANCORP COMMON 000360441 605 73370 x 7 73370 0 0 CENTEX CONSTRUCTION PROCOMMON 000360442 14794 455193 x 7 443093 0 12100 CENTRAL GARDEN & PET COCOMMON 000360443 2943 355400 x 7 341400 0 14000 CENTURY ALUM CO COM COMMON 000360444 4006 249771 x 7 236658 2380 12110 CENTURYTEL INC COMMON 000360445 2103 69410 x 7 69410 0 0 CERES GROUP INC COMMON 000360446 559 102500 x 7 101500 0 1000 CERIDIAN CORP NEW COMMON 000360447 65 3410 x 7 3410 0 0 CHANNELL COML CORP COMMON 000360448 975 177200 x 7 172700 0 4500 CHARLES RIVER ASSOCIATECOMMON 000360449 3038 173600 x 7 168200 0 5400 CHARTER ONE FINL INC COMMON 000360450 3376 105830 x 7 105830 0 0 CHARMING SHOPPES INC COMMON 000360451 321 53500 x 7 53500 0 0 CHASE INDS INC COMMON 000360452 2291 245250 x 7 238550 0 6700 CHATTEM INC COMMON 000360453 1544 145700 x 7 141800 0 3900 CHEROKEE INC DEL NEW COMMON 000360454 915 96400 x 7 94100 0 2300 CHEVRON CORPORATION COMMON 000360455 27547 304390 x 7 281990 0 22400 CHICAGO RIVET & MACH COCOMMON 000360456 109 5600 x 7 5600 0 0 CHILDRENS COMPREHENSIVECOMMON 000360457 676 135100 x 7 132300 0 2800 CHINA UNICOM LTD ADR COMMON 000360458 2521 142488 x 7 139723 0 3325 CHROMCRAFT REVINGTON INCOMMON 000360459 1642 173800 x 7 170000 0 3800 CHUBB CORP COMMON 000360460 1146 14798 x 7 10798 0 4048 CINCINNATI FINL CORP COMMON 000360461 8 200 x 7 200 0 0 CINERGY CORP COMMON 000360462 171 4900 x 7 4900 0 0 CITIGROUP INC COMMON 000360463 19958 377708 x 7 377708 0 0 CITIZENS BKG CORP MICH COMMON 000360464 5865 200500 x 7 200500 0 0 CLARK / BARDES INC COMMON 000360465 413 18500 x 7 18500 0 0 CLAYTON HOMES INC COMMON 000360466 4084 259773 x 7 250866 1630 8750 COACH INC COMMON 000360467 12929 339799 x 7 339799 0 0 COACHMEN INDS INC COMMON 000360468 297 22400 x 7 16000 0 6400 COASTAL BANCORP INC COMMON 000360469 2029 63500 x 7 61500 0 2000 COBRA ELECTRS CORP COMMON 000360470 847 107200 x 7 104300 0 2900 COFLEXIP SPONSORED AD COMMON 000360471 555 7615 x 7 720 0 7510 COGNITRONICS CORP COMMON 000360472 527 87800 x 7 87800 0 0 COHU INC COMMON 000360473 8696 386500 x 7 376500 0 10000 COLLINS INDS INC COMMON 000360474 263 65700 x 7 63700 0 2000 COLONIAL BANCGROUP INC COMMON 000360475 6570 456900 x 7 454100 0 2800 COLONIAL PROPERTIES T COMMON 000360476 4387 142436 x 7 133209 790 9360 COLUMBIA BANCORP COMMON 000360477 598 45800 x 7 45800 0 0 COLUMBUS MCKINNON CORP COMMON 000360478 3849 342100 x 7 333200 0 8900 COMFORT SYS USA INC COMMON 000360479 1415 390900 x 7 374400 0 16500 COMMERCE GROUP INC MASSCOMMON 000360480 23154 629353 x 7 614953 0 14400 COMMERCIAL FEDERAL CO COMMON 000360481 6594 285464 x 7 275007 1390 9765 COMMERCIAL METALS CO COMMON 000360482 10251 320054 x 7 312354 0 7700 COMMERZBANK A G ADR S COMMON 000360483 4368 171638 x 7 154573 0 17950 COMMONWEALTH BANCORP INCOMMON 000360484 279 15600 x 7 15600 0 0 COMMONWEALTH INDS INC DCOMMON 000360485 279 62200 x 7 55600 0 6600 COMMUNITY BK SYS INC COMMON 000360486 3875 138400 x 7 135400 0 3000 COMMUNITY FIRST BANKSHACOMMON 000360487 513 22300 x 7 22300 0 0 COMMUNITY TR BANCORP INCOMMON 000360488 1258 52400 x 7 52000 0 400 COMPUCOM SYS INC COMMON 000360489 628 232500 x 7 226800 0 5700 COMPUTER ASSOC INTL I COMMON 000360490 25020 695007 x 7 645592 0 49826 COMPX INTERNATIONAL INCCOMMON 000360491 1533 128300 x 7 125900 0 2400 COMSTOCK RES INC COMMON 000360492 1281 125000 x 7 125000 0 0 CONAGRA FOODS INC COMMON 000360493 3033 153111 x 7 153111 0 0 CONOCO INC CL A Common 000360494 30 1050 x 7 1050 0 0 CONOCO INC CL B COMMON 000360495 32061 1109380 x 7 1076945 0 33255 CONSOLIDATED EDISON INCCOMMON 000360496 12 300 x 7 300 0 0 CONSOLIDATED GRAPHICS ICOMMON 000360497 4813 283100 x 7 274900 0 8200 CONSTELLATION ENERGY COMMON 000360498 25282 593470 x 7 554175 0 40165 CONTINENTAL AIRLS INC COMMON 000360499 79 1600 x 7 1600 0 0 COOPER INDS INC COM COMMON 000360500 31678 800160 x 7 776025 0 24750 COOPER TIRE & RUBR CO COMMON 000360501 25804 1817200 x 7 1786600 0 30600 CORNELL COMPANIES INC COMMON 000360502 1555 111500 x 7 106900 0 4600 CORNING INC COMMON 000360503 33909 2029240 x 7 1933110 0 96565 CORRECTIONAL SVCS CORP COMMON 000360504 431 200300 x 7 195600 0 4700 CORUS BANKSHARES INC COMMON 000360505 15965 264974 x 7 256889 510 8265 COTTON STS LIFE INS CO COMMON 000360506 399 39937 x 7 37337 0 2600 COUNTRYWIDE CREDIT IN COMMON 000360507 13978 304665 x 7 277145 0 27885 COURIER CORP COMMON 000360508 1221 30150 x 7 29400 0 750 COVANTA ENERGY CORPOR COMMON 000360509 10003 541864 x 7 526540 2070 14732 COVENANT TRANS INC COMMON 000360510 159 12800 x 7 12800 0 0 CRAFTMADE INTL INC COMMON 000360511 113 10100 x 7 10100 0 0 CREDIT ACCEP CORP MICH COMMON 000360512 239 31000 x 7 31000 0 0 CROMPTON CORP COMMON 000360513 172 15800 x 7 15800 0 0 CROSSMANN CMNTYS INC COMMON 000360514 4449 112100 x 7 108200 0 3900 CROWN CORK & SEAL INC COMMON 000360515 431 115000 x 7 95000 0 20100 CUMMINS INC COMMON 000360516 232 6000 x 7 6000 0 0 CURATIVE HEALTH SVCS INCOMMON 000360517 113 17900 x 7 15700 0 2200 CUTTER & BUCK INC COMMON 000360518 1117 210800 x 7 204600 0 6200 CYBEX INTL INC COMMON 000360519 4 2500 x 7 2500 0 0 CYMER INC COMMON 000360520 1265 50000 x 7 50000 0 0 CYTEC INDS INC COMMON 000360521 2951 77669 x 7 74119 790 3451 D & K HEALTHCARE RES INCOMMON 000360522 1607 43600 x 7 41500 0 2100 D R HORTON INC COMMON 000360523 4866 214349 x 7 214349 0 0 DTE ENERGY CO COMMON 000360524 17854 384450 x 7 384450 0 0 DVI INC COMMON 000360525 3817 216900 x 7 209900 0 7000 DAISYTEK INTL CORP COMMON 000360526 713 45300 x 7 43100 0 2200 DAL-TILE INTL INC COMMON 000360527 12182 656700 x 7 634000 0 22700 DAN RIV INC GA COMMON 000360528 910 337100 x 7 325400 0 11700 DANA CORP COMMON 000360529 5 200 x 7 200 0 0 DAVE & BUSTERS INC COMMON 000360530 2161 256900 x 7 256900 0 0 DEB SHOPS INC COMMON 000360531 4482 238795 x 7 226005 1450 12350 DECKERS OUTDOOR CORP COMMON 000360532 416 105800 x 7 105800 0 0 DECORATOR INDS INC COMMON 000360533 95 32672 x 7 31632 0 1040 DEERE & CO. COMMON 000360534 28489 752680 x 7 716315 0 36750 DEL GLOBAL TECHNOLOGIESCOMMON 000360535 64 51100 x 7 51100 0 0 DELL COMPUTER CORP COMMON 000360536 3253 124415 x 7 124415 0 0 DELPHI AUTOMOTIVE SYS CCOMMON 000360537 8 489 x 7 489 0 0 DELPHI FINL GROUP INC COMMON 000360538 15885 412596 x 7 403915 0 8681 DELTA AIR LINES INC DELCOMMON 000360539 7 150 x 7 150 0 0 DELTEK SYS INC COMMON 000360540 2461 345600 x 7 336600 0 9000 DELUXE CORP COMMON 000360541 22949 794100 x 7 794100 0 0 DEPARTMENT 56 INC COMMON 000360542 4189 547614 x 7 529194 2200 18160 DESERT CMNTY BK VICTORVCOMMON 000360543 24 900 x 7 900 0 0 DEVON ENERGY CORP NEW COMMON 000360544 11149 212362 x 7 212362 0 0 DEWOLFE COS INC COMMON 000360545 239 30600 x 7 29200 0 1400 DIAGEO PLC ADR SPONSO COMMON 000360546 3498 79501 x 7 77970 0 1755 DIME CMNTY BANCSHARES COMMON 000360547 4284 126300 x 7 121600 0 4700 DIMON INC COMMON 000360548 1297 129700 x 7 129700 0 0 DIODES INC COMMON 000360549 1633 175600 x 7 171700 0 3900 DISCOUNT AUTO PTS INC COMMON 000360550 3664 337700 x 7 327800 0 9900 DISNEY WALT CO COMMON 000360551 3444 119200 x 7 119200 0 0 DOLLAR THRIFTY AUTOMOTICOMMON 000360552 12672 527982 x 7 515882 0 12100 DOMINION HOMES INC COMMON 000360553 686 72200 x 7 69400 0 2800 DOMINION RES INC VA NEWCOMMON 000360554 19 321 x 7 321 0 0 DONEGAL GROUP CL A COMMON 000360555 1248 96350 x 7 93860 0 2490 DONEGAL GROUP CL B COMMON 000360556 561 48775 x 7 47530 0 1245 DONNA KARAN INTL INC COMMON 000360557 125 11800 x 7 11800 0 0 DONNELLEY R R & SONS COCOMMON 000360558 2465 82985 x 7 82985 0 0 DONNELLY CORP COMMON 000360559 1224 86200 x 7 85600 0 600 DOVER CORP COMMON 000360560 2 50 x 7 50 0 0 DOW CHEMICAL CORP COMMON 000360561 6445 193826 x 7 181551 0 12365 DRESS BARN INC COMMON 000360562 1288 56600 x 7 56600 0 0 DU PONT E I DE NEMOURS COMMON 000360563 19261 399280 x 7 399280 0 0 DUCKWALL-ALCO STORES INCOMMON 000360564 752 94600 x 7 92500 0 2100 DUCOMMUN INC DEL COMMON 000360565 1417 109000 x 7 106400 0 2600 DUKE ENERGY CORP COMMON 000360566 31 800 x 7 800 0 0 DURA AUTOMOTIVE SYSTEMSCOMMON 000360567 5404 337726 x 7 329226 0 8500 DYCOM INDS INC COMMON 000360568 13955 608600 x 7 597000 0 11600 DYNEGY INC NEW COMMON 000360569 137 3000 x 7 3000 0 0 ECI TELECOM (268258100)COMMON 000360570 1743 348530 x 7 314830 0 33700 ELXSI CORP COMMON 000360571 262 32700 x 7 30300 0 2400 E M C CORP MASS COMMON 000360572 70 2398 x 7 2398 0 0 ENI S P A SPONSORED A COMMON 000360573 7033 114010 x 7 111000 0 3590 ESS TECHNOLOGY INC COMMON 000360574 1989 187600 x 7 178000 0 9600 EAGLE BANCSHARES INC COMMON 000360575 104 6900 x 7 6900 0 0 EASTERN CO COMMON 000360576 934 60800 x 7 59150 0 1650 EASTGROUP PPTYS INC C COMMON 000360577 3476 153810 x 7 146555 1400 7130 EASTMAN KODAK CO COMMON 000360578 12963 277700 x 7 277700 0 0 EATON CORP COMMON 000360579 4 50 x 7 50 0 0 EDELBROCK CORP COMMON 000360580 431 38800 x 7 37700 0 1100 EDISON INTL COMMON 000360581 4 400 x 7 400 0 0 EDWARDS LIFESCIENCES COMMON 000360582 5155 195545 x 7 186730 1780 8740 EIDOS PLC SPONSORED A COMMON 000360583 2477 641764 x 7 615071 0 27615 EL PASO CORP COMMON 000360584 5254 100000 x 7 100000 0 0 EL PASO ELEC CO COM N COMMON 000360585 3267 204298 x 7 196291 1450 7770 ELECTRO RENT CORP COMMON 000360586 10 600 x 7 600 0 0 ELECTROGLAS INC COMMON 000360587 5011 283100 x 7 283100 0 0 ELECTRONICS FOR IMAGI COMMON 000360588 21301 722060 x 7 673785 700 48770 ELIZABETH ARDEN INC COMMON 000360589 1374 56300 x 7 51800 0 4500 ELLIS PERRY INTL INC COMMON 000360590 1151 144741 x 7 140741 0 4000 EMCOR GROUP INC COMMON 000360591 412 11400 x 7 11400 0 0 EMERSON ELEC CO COMMON 000360592 5176 85550 x 7 85550 0 0 ENCOMPASS SVCS CORP COMMON 000360593 13677 1528118 x 7 1490518 0 37600 ENDESA SA ADR SPONSOR COMMON 000360594 2881 181368 x 7 177278 0 4435 ENERGEN CORP COMMON 000360595 774 28040 x 7 28040 0 0 ENERGYSOUTH INC COMMON 000360596 421 19300 x 7 19300 0 0 ENESCO GROUP INC COMMON 000360597 948 156700 x 7 154200 0 2500 ENNIS BUSINESS FORMS INCOMMON 000360598 2984 377700 x 7 369000 0 8700 ENTERGY CORP NEW COMMON 000360599 12 300 x 7 300 0 0 EQUITABLE RES INC COMMON 000360600 11312 339600 x 7 339600 0 0 EQUITY MARKETING INC COMMON 000360601 1384 124700 x 7 121000 0 3700 EQUITY OIL CO COMMON 000360602 77 25400 x 7 25400 0 0 ESCALADE INC COMMON 000360603 170 7400 x 7 7400 0 0 ETABLISSEMENTS DELHAIZECOMMON 000360604 5 80 x 7 80 0 0 ETHYL CORP COMMON 000360605 2262 1675447 x 7 1629247 0 46200 EXELON CORP COMMON 000360606 12674 197657 x 7 189934 0 7962 EXIDE CORP COMMON 000360607 968 84170 x 7 84170 0 0 EXPONENT INC COMMON 000360608 1379 127900 x 7 124100 0 3800 EXXON CORPORATION COMMON 000360609 1682 19260 x 7 19260 0 0 FBL FINL GROUP INC COMMON 000360610 74 4137 x 7 4137 0 0 FPIC INS GROUP INC COMMON 000360611 912 69800 x 7 69800 0 0 FPL GROUP INC COMMON 000360612 12 200 x 7 200 0 0 FTI CONSULTING INC COMMON 000360613 582 26700 x 7 26700 0 0 FAIRCHILD SEMICONDUCTORCOMMON 000360614 6330 275200 x 7 275200 0 0 FALCON PRODS INC COMMON 000360615 586 82500 x 7 82500 0 0 FANSTEEL INC DEL COMMON 000360616 513 123800 x 7 123800 0 0 FEATHERLITE INC COMMON 000360617 94 51000 x 7 51000 0 0 FEDDERS CORP COMMON 000360618 2052 394600 x 7 379400 0 15200 FEDERAL NATL MTG ASSN COMMON 000360619 6573 77300 x 7 77300 0 0 FEDERAL SIGNAL CORP COMMON 000360620 2985 127187 x 7 121697 1060 5220 FEDERATED DEPARTMENT COMMON 000360621 42193 992760 x 7 965430 0 27930 FEDEX CORP COMMON 000360622 11970 297760 x 7 287345 0 10890 FIBERMARK INC COMMON 000360623 1899 143350 x 7 139800 0 3550 FIDELITY BANCORP INC DECOMMON 000360624 145 6500 x 7 6500 0 0 FIDELITY NATL CORP GA COMMON 000360625 631 86400 x 7 85800 0 600 FIDELITY NATL FINL INC COMMON 000360626 2966 120700 x 7 120700 0 0 FINANCIAL INDS CORP COMMON 000360627 72 5700 x 7 5700 0 0 FINLAY ENTERPRISES INC COMMON 000360628 2577 229100 x 7 223100 0 6000 FINISH LINE INC COMMON 000360629 985 78900 x 7 78900 0 0 FIRST BELL BANCORP INC COMMON 000360630 1362 93300 x 7 91300 0 2000 FIRST CASH FINL SVCS INCOMMON 000360631 1100 161800 x 7 158200 0 3600 FIRST CHARTER CORP COMMON 000360632 594 31700 x 7 31700 0 0 FIRST CTZNS BANCSHARES COMMON 000360633 11065 101980 x 7 96680 0 5300 FIRST FED CAP CORP COMMON 000360634 633 39100 x 7 35600 0 3500 FIRST DEFIANCE FINL CORCOMMON 000360635 1330 91700 x 7 87600 0 4100 FIRST ESSEX BANCORP INCCOMMON 000360636 1503 60800 x 7 57600 0 3200 FIRST FED BANCSHARES ARCOMMON 000360637 121 5800 x 7 5800 0 0 FIRST FED BANKSHARES INCOMMON 000360638 153 12100 x 7 12100 0 0 FIRST FINL CORP IND COMMON 000360639 29 600 x 7 600 0 0 FIRST INTL BANCORP INC COMMON 000360640 34 4000 x 7 4000 0 0 FIRST MERCHANTS ACCEP CCOMMON 000360641 0 2300 x 7 700 0 1600 FIRST NATL CORP ORANGEBCOMMON 000360642 108 5800 x 7 5800 0 0 FIRST MUTUAL BANCSHARESCOMMON 000360643 464 38700 x 7 38700 0 0 FIRST OAK BROOK BANCSHACOMMON 000360644 550 24700 x 7 23500 0 1200 FIRST REP BK SAN FRANCICOMMON 000360645 794 32400 x 7 32400 0 0 1ST SOURCE CORP COMMON 000360646 2006 71630 x 7 70685 0 945 FIRST TENN NATL CORP COMMON 000360647 3 100 x 7 100 0 0 FIRST UNION CORP COMMON 000360648 52969 1516010 x 7 1465340 0 51005 FIRST UTD CORP COMMON 000360649 194 14400 x 7 14400 0 0 FIRST VA BANKS INC COMMON 000360650 40 850 x 7 850 0 0 FIRST YRS INC COMMON 000360651 973 86900 x 7 84800 0 2100 FIRSTFED FINL CORP COMMON 000360652 313 10500 x 7 10500 0 0 FIRSTFED AMER BANCORP ICOMMON 000360653 369 20600 x 7 20600 0 0 FLAGSTAR BANCORP INC COMMON 000360654 4475 214100 x 7 209600 0 4500 FIRSTENERGY CORP COMMON 000360655 10 300 x 7 300 0 0 FLEETBOSTON FINANCIAL COMMON 000360656 46312 1173930 x 7 1129071 0 45253 FLEXSTEEL INDS INC COMMON 000360657 1480 123500 x 7 121100 0 2400 FLOUR CITY INTERNATIONACOMMON 000360658 4 1300 x 7 1300 0 0 FOAMEX INTL INC COMMON 000360659 2954 399200 x 7 388800 0 10400 FOOTHILL INDPT BANCORP COMMON 000360660 85 6800 x 7 6800 0 0 FORD MTR CO DEL COMMON 000360661 11239 457805 x 7 457805 0 0 FOREST OIL CORP COMMON 000360662 3259 116400 x 7 116400 0 0 FORTUNE BRANDS INC CO COMMON 000360663 23202 604860 x 7 592485 0 13015 FOSTER L B CO COMMON 000360664 113 29100 x 7 28100 0 1000 FRANCE TELECOM SA SPONSCOMMON 000360665 4 80 x 7 80 0 0 FRANKLIN BK NA SOUTHFIECOMMON 000360666 111 7300 x 7 7300 0 0 FRANKLIN RES INC COMMON 000360667 14 300 x 7 300 0 0 FRESH CHOICE INC COMMON 000360668 22 7600 x 7 7600 0 0 FRESH BRANDS INC COMMON 000360669 193 13900 x 7 13900 0 0 FRIEDMAN INDS INC COMMON 000360670 326 103437 x 7 100759 0 2678 FRIEDMANS INC COMMON 000360671 3554 309000 x 7 301300 0 7700 FRONTIER AIRLINES INC NCOMMON 000360672 5919 483200 x 7 466700 0 16500 FULLER H B CO COM COMMON 000360673 8367 167682 x 7 157417 780 9990 FURNITURE BRANDS INTL ICOMMON 000360674 26300 939300 x 7 919000 0 20300 GA FINL INC COMMON 000360675 206 13400 x 7 13400 0 0 GBC BANCORP CALIF COMMON 000360676 4491 157300 x 7 150500 0 6800 GPU INC COMMON 000360677 5 150 x 7 150 0 0 GTSI CORP COMMON 000360678 195 33000 x 7 33000 0 0 GADZOOKS INC COMMON 000360679 161 12300 x 7 12300 0 0 GALILEO INTERNATIONAL ICOMMON 000360680 7927 243900 x 7 243900 0 0 GALLAHER GROUP PLC COMMON 000360681 19571 786000 x 7 786000 0 0 GAMETECH INTERNATIONAL COMMON 000360682 1138 206200 x 7 199500 0 6700 GANNETT INC COMMON 000360683 7 100 x 7 100 0 0 GARAN INC COMMON 000360684 2220 65000 x 7 62800 0 2200 GARDEN FRESH RESTAURANTCOMMON 000360685 865 113800 x 7 110500 0 3300 GART SPORTS CO COMMON 000360686 1307 59400 x 7 56900 0 2500 GATEWAY INC COMMON 000360687 392 23800 x 7 23800 0 0 GEHL CO COMMON 000360688 1143 63500 x 7 61400 0 2100 GENCORP INC COMMON 000360689 11771 919600 x 7 902300 0 17300 GENERAL CABLE CORP DEL COMMON 000360690 14330 772500 x 7 756000 0 16500 GENERAL DYNAMICS CORP COMMON 000360691 892 11460 x 7 11460 0 0 GENERAL EMPLOYMENT ENTECOMMON 000360692 172 68675 x 7 66775 0 1900 GENERAL MTRS CORP COMMON 000360693 3466 53863 x 7 53863 0 0 GENERAL SEMICONDUCTOR ICOMMON 000360694 6905 660100 x 7 637700 0 22400 GENESEE & WYO INC COMMON 000360695 2486 127500 x 7 124050 0 3450 GENLYTE GROUP INC COMMON 000360696 847 27400 x 7 25000 0 2400 GENTEK INC COMMON 000360697 2592 489000 x 7 476900 0 12100 GENUINE PARTS CO COMMON 000360698 1198 38025 x 7 38025 0 0 GEORGIA GULF CORP COMMON 000360699 6862 442700 x 7 430000 0 12700 GEORGIA PAC CORP COMMON 000360700 333 9852 x 7 9852 0 0 GERBER CHILDRENSWEAR INCOMMON 000360701 1581 245100 x 7 237900 0 7200 GERBER SCIENTIFIC INC COMMON 000360702 88 8000 x 7 0 0 8000 GIANT INDS INC COMMON 000360703 1362 154800 x 7 149600 0 5200 GIBRALTAR STL CORP COMMON 000360704 1723 87900 x 7 85000 0 2900 GLACIER BANCORP INC N COMMON 000360705 2492 131165 x 7 124695 1160 5990 GLATFELTER P H CO COMMON 000360706 66 4600 x 7 4600 0 0 GLAXOSMITHKLINE PLC COMMON 000360707 84 1500 x 7 1500 0 0 GLOBAL IMAGING SYSTEMS COMMON 000360708 2891 275300 x 7 266300 0 9000 GLOBAL MARINE INC COMMON 000360709 457 24550 x 7 24550 0 0 GOLDEN WEST FINL CORP DCOMMON 000360710 10 150 x 7 150 0 0 GOLDMAN SACHS GROUP INCCOMMON 000360711 13432 156550 x 7 148350 0 8200 GOODMAN FIELDER LTD S COMMON 000360712 4512 1885459 x 7 1669774 0 216310 GOODYEAR TIRE & RUBR COCOMMON 000360713 6 200 x 7 200 0 0 GORMAN RUPP CO COMMON 000360714 335 13900 x 7 11400 0 2500 GOTTSCHALKS INC COMMON 000360715 928 281300 x 7 273800 0 7500 GRACO INC COMMON 000360716 609 18450 x 7 18450 0 0 GRAINGER W W INC COMMON 000360717 4 100 x 7 100 0 0 GRANITE ST BANKSHARES ICOMMON 000360718 221 9600 x 7 9600 0 0 GREAT AMERN FINL RES INCOMMON 000360719 23 1300 x 7 1300 0 0 GREENBRIER COS INC COMMON 000360720 4131 444655 x 7 431205 1210 13805 GREIF BROS CORP COMMON 000360721 225 7400 x 7 6400 0 1000 GRIFFON CORP COMMON 000360722 7201 654623 x 7 639923 0 14700 GROUP 1 SOFTWARE INC NECOMMON 000360723 175 9600 x 7 9600 0 0 GRUBB & ELLIS CO COMMON 000360724 433 78767 x 7 76767 0 2000 HMN FINL INC COMMON 000360725 19 1100 x 7 1100 0 0 HSBC HOLDINGS PLC COMMON 000360726 6877 114729 x 7 106878 0 8520 HAGGAR CORP COMMON 000360727 1403 135600 x 7 131700 0 3900 HALL KINION ASSOCIATES COMMON 000360728 644 79900 x 7 79900 0 0 HAMILTON BANCORP INC FLCOMMON 000360729 1472 210300 x 7 204300 0 6000 HAMPSHIRE GROUP LTD COMMON 000360730 131 13100 x 7 12100 0 1000 HANCOCK FABRICS INC COMMON 000360731 1845 206100 x 7 198700 0 7400 HANCOCK JOHN FINL SVCS COMMON 000360732 8579 213100 x 7 213100 0 0 HANDLEMAN CO DEL COMMON 000360733 11646 695300 x 7 679300 0 16000 HARLAND JOHN H CO COMMON 000360734 10492 450300 x 7 441600 0 8700 HARMAN INTL INDS INC COMMON 000360735 328 8600 x 7 8600 0 0 HARSCO CORP COMMON 000360736 601 22140 x 7 22140 0 0 HARTFORD FINL SVCS GR COMMON 000360737 19247 281385 x 7 252240 0 30135 HARTMARX CORP COMMON 000360738 617 245700 x 7 233500 0 12200 HASBRO INC COMMON 000360739 2165 149825 x 7 149825 0 0 HAVERTY FURNITURE INC COMMON 000360740 4824 322700 x 7 315100 0 7600 HAWK CORP COMMON 000360741 33 5300 x 7 5300 0 0 HAWKINS INC COMMON 000360742 274 31300 x 7 31300 0 0 HAWTHORNE FINL CORP COMMON 000360743 857 47200 x 7 47200 0 0 HAYES LEMMERZ INTL INC COMMON 000360744 2045 319600 x 7 307000 0 12600 HEALTHCARE SVCS GRP INCCOMMON 000360745 869 122396 x 7 117596 0 4800 HEALTHSTH REHABILITAT COMMON 000360746 4377 274100 x 7 270800 0 3400 HEADWAY CORPORATE RESOUCOMMON 000360747 200 182100 x 7 178800 0 3300 HEALTH MGMT SYS INC COMMON 000360748 65 32900 x 7 32900 0 0 HEALTHCARE RECOVERIES ICOMMON 000360749 1158 226100 x 7 220400 0 5700 HEINZ H J CO COMMON 000360750 6 150 x 7 150 0 0 HELLER FINANCIAL INC COMMON 000360751 80 2000 x 7 2000 0 0 HELMERICH & PAYNE INC COMMON 000360752 80 2600 x 7 2600 0 0 HERBALIFE INTL INC COMMON 000360753 3919 392326 x 7 378226 0 14100 HERBALIFE INTL INC COMMON 000360754 311 35630 x 7 31830 0 3800 HERCULES INC COMMON 000360755 12184 1078200 x 7 1078200 0 0 HERLEY INDS INC DEL COMMON 000360756 1522 86000 x 7 83100 0 2900 HEWLETT PACKARD CO COMMON 000360757 12155 425000 x 7 425000 0 0 HI-TECH PHARMACAL INC COMMON 000360758 330 32800 x 7 31100 0 1700 HINES HORTICULTURE INC COMMON 000360759 1 300 x 7 300 0 0 HOLLY CORP COMMON 000360760 5299 144200 x 7 141000 0 3200 HOME FED BANCORP COMMON 000360761 56 2600 x 7 2600 0 0 HONDA MTR LTD COMMON 000360762 7243 82216 x 7 73240 0 9435 HONEYWELL INTL INC COMMON 000360763 21 600 x 7 600 0 0 HORACE MANN EDUCATORS COMMON 000360764 2803 130089 x 7 124472 960 5485 HORIZON FINL CORP WASH COMMON 000360765 240 22655 x 7 20470 0 2185 HORIZON HEALTH CORP COMMON 000360766 1307 103200 x 7 100600 0 2600 HOVNANIAN ENTERPRISES ICOMMON 000360767 7167 493955 x 7 479349 0 14606 HUFFY CORP COMMON 000360768 1958 203100 x 7 197100 0 6000 HUGHES SUPPLY INC COMMON 000360769 14733 622950 x 7 608950 0 14000 HUMANA INC COM COMMON 000360770 10880 1104615 x 7 998245 0 106900 HUNGRY MINDS INC COMMON 000360771 12 1700 x 7 1700 0 0 HUNTER DOUGLAS N V AD COMMON 000360772 5008 695550 x 7 659730 0 35820 HUNTINGTON BANCSHARES ICOMMON 000360773 5 302 x 7 302 0 0 HURCO COMPANIES INC COMMON 000360774 220 79300 x 7 79300 0 0 HUTCHINSON TECHNOLOGY COMMON 000360775 2550 133861 x 7 128426 1140 5670 ICN PHARMACEUTICAL IN COMMON 000360776 11735 369950 x 7 333050 0 37400 IBP INC COMMON 000360777 2002 79300 x 7 79300 0 0 I C H CORP NEW COMMON 000360778 32 7600 x 7 7600 0 0 IHOP CORP COMMON 000360779 1418 52800 x 7 52800 0 0 IMC GLOBAL INC COMMON 000360780 6036 591795 x 7 573595 2910 17250 IMCO RECYCLING INC COMMON 000360781 16 2200 x 7 2200 0 0 ITLA CAP CORP COMMON 000360782 2470 137200 x 7 133400 0 3800 IBERIABANK CORP COMMON 000360783 2787 94300 x 7 92100 0 2200 ITT INDS INC IND COMMON 000360784 4 100 x 7 100 0 0 IDACORP INC COMMON 000360785 1366 39150 x 7 39150 0 0 IGATE CAPITAL CORP COMMON 000360786 1 200 x 7 200 0 0 IKON OFFICE SOLUTIONS ICOMMON 000360787 33 3400 x 7 3400 0 0 IKOS SYS INC COMMON 000360788 293 39800 x 7 39800 0 0 ILLINOIS TOOL WKS INC COMMON 000360789 3 50 x 7 50 0 0 IMAGE ENTMT INC COMMON 000360790 13 3900 x 7 3900 0 0 IMPERIAL CHEM INDS PLC COMMON 000360791 20211 851000 x 7 851000 0 0 INCO LTD COMMON 000360792 759 43980 x 7 43980 0 0 INDEPENDENCE HLDG CO NECOMMON 000360793 261 17385 x 7 15460 0 1925 INDEPENDENT BANK CORP MCOMMON 000360794 247 12500 x 7 10300 0 2200 INDEPENDENT BANK CORP MCOMMON 000360795 534 21735 x 7 21735 0 0 INDIANA UTD BANCORP COMMON 000360796 41 2500 x 7 2500 0 0 INDUSTRIAL BANCORP INC COMMON 000360797 71 3500 x 7 3500 0 0 ING GROEP N V ADR SPO COMMON 000360798 6836 103675 x 7 97125 0 6550 INGERSOLL-RAND CO COMMON 000360799 8 200 x 7 200 0 0 INSTINET GROUP INC COMMON 000360800 652 35000 x 7 35000 0 0 INSURANCE AUTO AUCTIO COMMON 000360801 6532 384209 x 7 368324 2480 15280 INTEGRATED ELECTRICAL SCOMMON 000360802 6471 663700 x 7 647700 0 16000 INTEL CORP COMMON 000360803 38 1300 x 7 1300 0 0 INTERCHANGE FINL SVCS SCOMMON 000360804 39 2200 x 7 2200 0 0 INTERFACE INC COMMON 000360805 1493 199000 x 7 199000 0 0 INTERLOTT TECHNOLOGIES COMMON 000360806 376 75200 x 7 73200 0 2000 INTERMET CORP COMMON 000360807 3091 547000 x 7 535600 0 11400 INTERNATIONAL AIRCRAFT COMMON 000360808 95 25900 x 7 24300 0 1600 INTERNATIONAL BANCSHARECOMMON 000360809 315 7500 x 7 7500 0 0 INTERNATIONAL BUSINESS COMMON 000360810 27855 246500 x 7 246500 0 0 INTL PAPER CO COMMON 000360811 4302 120494 x 7 120494 0 0 INTL REMOTE IMAG SYS INCOMMON 000360812 4 2000 x 7 2000 0 0 INTL SPECIALTY PRODS INCOMMON 000360813 9612 906800 x 7 872700 0 34100 INTERPOOL INC COMMON 000360814 8977 571779 x 7 559029 0 12750 INTERPUBLIC GROUP COS ICOMMON 000360815 56 1900 x 7 1900 0 0 INTERSTATE BAKERIES CORCOMMON 000360816 1406 87900 x 7 87900 0 0 INTERSTATE NATL DEALER COMMON 000360817 180 33600 x 7 33600 0 0 INTEST CORP COMMON 000360818 958 152100 x 7 147800 0 4300 INTIMATE BRANDS INC COMMON 000360819 2 100 x 7 100 0 0 INVIVO CORP COMMON 000360820 224 23400 x 7 23400 0 0 INVESTORS FINL SERVICESCOMMON 000360821 0 6 x 7 6 0 0 IOMEGA CORP COMMON 000360822 10932 4573875 x 7 4465795 6390 105845 ISLE OF CAPRI CASINOS ICOMMON 000360823 5590 594700 x 7 581900 0 12800 IT GROUP INC COMMON 000360824 3131 493000 x 7 480000 0 13000 ITOCHU CORP ADR COMMON 000360825 2450 59955 x 7 58718 0 1340 I2 TECHNOLOGIES INC COMMON 000360826 6830 344950 x 7 325850 0 19100 IVEX PACKAGING CORP DELCOMMON 000360827 1613 84900 x 7 82300 0 2600 JLG INDS INC COMMON 000360828 13662 1106200 x 7 1080300 0 25900 JPS INDUSTRIES INC COMMON 000360829 11 1900 x 7 1900 0 0 J.P. MORGAN CHASE & C COMMON 000360830 66558 1492329 x 7 1426794 0 65876 JACKSONVILLE BANCORP INCOMMON 000360831 616 32200 x 7 31100 0 1100 JACO ELECTRS INC COMMON 000360832 489 79700 x 7 77300 0 2400 JAKKS PAC INC COMMON 000360833 7099 379600 x 7 370000 0 9600 JEFFERIES GROUP INC NEWCOMMON 000360834 233 7200 x 7 7200 0 0 JEFFERSON PILOT CORP COMMON 000360835 7 150 x 7 150 0 0 JEFFERSON SMURFIT GRO COMMON 000360836 1986 103455 x 7 92805 0 10835 JO-ANN STORES INC COMMON 000360837 590 145600 x 7 139100 0 6500 JOHNSON & JOHNSON COMMON 000360838 25179 503570 x 7 500140 0 3700 JOHNSON CTLS INC COMMON 000360839 7 100 x 7 100 0 0 JOHNSON OUTDOORS INC COMMON 000360840 949 140800 x 7 136800 0 4000 JONES APPAREL GROUP INCCOMMON 000360841 1032 23880 x 7 23232 0 648 JOS A BANK CLOTHIERS INCOMMON 000360842 651 131600 x 7 129000 0 2600 JOURNAL REGISTER CO C COMMON 000360843 3674 228181 x 7 217678 2030 9865 K MART CORP COMMON 000360844 7 600 x 7 600 0 0 KPMG CONSULTING INC COMMON 000360845 15593 1015810 x 7 994610 0 21200 K TRON INTL INC COMMON 000360846 524 41900 x 7 40900 0 1000 K2 INC COMMON 000360847 4497 393400 x 7 386400 0 7000 KAMAN CORP COMMON 000360848 7728 436600 x 7 423800 0 12800 KANSAS CITY LIFE INS COCOMMON 000360849 123 3078 x 7 3078 0 0 KEANE INC COMMON 000360850 16943 770125 x 7 747235 0 22955 KB HOME COMMON 000360851 18132 601000 x 7 588500 0 12500 KELLSTROM INDS INC COMMON 000360852 408 211200 x 7 204100 0 7100 KELLWOOD CO COMMON 000360853 13525 585481 x 7 571981 0 13500 KELLY SVCS INC COMMON 000360854 1610 66400 x 7 65500 0 900 KEMET CORP COMMON 000360855 6756 336100 x 7 336100 0 0 KENNEDY-WILSON INC COMMON 000360856 273 67400 x 7 67400 0 0 KERR MCGEE CORP COMMON 000360857 1499 22627 x 7 22627 0 0 KEYCORP COMMON 000360858 21708 833300 x 7 818625 0 15100 KEYSPAN CORP COMMON 000360859 7 200 x 7 200 0 0 KIDDE PLC SPONSORED A COMMON 000360860 2077 174840 x 7 171295 0 4015 KIMBERLY CLARK CORP COMMON 000360861 14 250 x 7 250 0 0 KINDER MORGAN ENERGY PACOMMON 000360862 206 3000 x 7 3000 0 0 KINDER MORGAN INC KANS COMMON 000360863 7471 148670 x 7 136870 0 11800 KNIGHT RIDDER INC COMMON 000360864 6 100 x 7 100 0 0 KOALA CORP COMMON 000360865 188 46900 x 7 46900 0 0 KONINKLIJKE PHILIPS E COMMON 000360866 32795 1240834 x 7 1179668 0 61494 KOREA TELECOM ADR SPO COMMON 000360867 9080 413553 x 7 384538 0 29235 KOSS CORP COMMON 000360868 684 21900 x 7 20400 0 1500 KULICKE & SOFFA INDS INCOMMON 000360869 15300 891600 x 7 867400 0 24200 LTV CORP NEW COMMON 000360870 0 1000 x 7 1000 0 0 LA QUINTA PROPERTIES COMMON 000360871 6010 1160151 x 7 1112097 8000 44615 LA Z BOY INC COMMON 000360872 1121 60612 x 7 60612 0 0 LADISH INC COMMON 000360873 2643 197700 x 7 195300 0 2400 LAFARGE CORP COMMON 000360874 9014 268980 x 7 268980 0 0 LAKELAND INDS INC COMMON 000360875 158 23300 x 7 22100 0 1200 LAKES GAMING INC COMMON 000360876 770 104037 x 7 99137 0 4900 LAMSON & SESSIONS CO COMMON 000360877 1928 287700 x 7 279800 0 7900 LANCASTER COLONY CORP COMMON 000360878 11203 339675 x 7 332545 1510 7270 LANDAMERICA FINL GROUP COMMON 000360879 4115 129200 x 7 129200 0 0 LANDSTAR SYS INC COMMON 000360880 4024 59163 x 7 57163 0 2000 LAWSON PRODS INC COMMON 000360881 1834 62600 x 7 59000 0 3600 LEAR CORP COMMON 000360882 8659 248100 x 7 248100 0 0 LEGGETT & PLATT INC COMMON 000360883 6 250 x 7 250 0 0 LEHMAN BROS HLDGS INC COMMON 000360884 62 800 x 7 800 0 0 LENNAR CORP COMMON 000360885 2014 48300 x 7 48300 0 0 LENNOX INTL INC COMMON 000360886 1109 101253 x 7 92141 0 9112 LESCO INC OHIO COMMON 000360887 154 12900 x 7 12900 0 0 LIBBEY INC COMMON 000360888 2788 70200 x 7 70200 0 0 LIFETIME HOAN CORP COMMON 000360889 96 13500 x 7 13500 0 0 LIGHTBRIDGE INC COMMON 000360890 14 717 x 7 717 0 0 LILLY, ELI AND COMPAN COMMON 000360891 6297 85095 x 7 79780 0 5875 LINCOLN ELEC HLDGS INC COMMON 000360892 14767 579090 x 7 557790 0 21300 LINCOLN NATL CORP IND COMMON 000360893 10 200 x 7 200 0 0 LITHIA MTRS INC COMMON 000360894 2908 173100 x 7 168100 0 5000 LIZ CLAIBORNE INC COMMON 000360895 3602 71400 x 7 71400 0 0 LO-JACK CORP COMMON 000360896 144 25200 x 7 22700 0 2500 LOCAL FINL CORP COMMON 000360897 3700 286800 x 7 278800 0 8000 LOCKHEED MARTIN CORP COMMON 000360898 17 450 x 7 450 0 0 LOEWS CORP COMMON 000360899 14986 232600 x 7 232600 0 0 LONE STAR STEAKHOUSE COMMON 000360900 4027 310015 x 7 295975 2090 13630 LOUIS DREYFUS NAT GAS COMMON 000360901 3448 98950 x 7 94600 900 4285 LOUISIANA PAC CORP COMMON 000360902 344 29300 x 7 29300 0 0 LOWRANCE ELECTRS INC COMMON 000360903 87 31600 x 7 31600 0 0 LUCENT TECHNOLOGIES I COMMON 000360904 417 67150 x 7 57410 0 10490 LYON WILLIAM HOMES COMMON 000360905 172 13800 x 7 13800 0 0 LYONDELL CHEMICAL CO COMMON 000360906 7592 493660 x 7 446360 0 47300 M & F WORLDWIDE CORP COMMON 000360907 2 600 x 7 600 0 0 MAF BANCORP INC COMMON 000360908 7425 241866 x 7 237166 0 4700 MBIA INC COMMON 000360909 12907 231800 x 7 231800 0 0 M D C HLDGS INC COMMON 000360910 6840 193230 x 7 186300 0 6930 MGIC INVT CORP WIS COMMON 000360911 7 100 x 7 100 0 0 M H MEYERSON & CO INC COMMON 000360912 88 70000 x 7 66100 0 3900 M/I SCHOTTENSTEIN HOMESCOMMON 000360913 5917 149800 x 7 145700 0 4100 ML DIRECT INC Common 000360914 0 600 x 7 600 ML DIRECT INC WTS A Common 000360915 0 1600 x 7 1600 MKS INSTRUMENT INC COMMON 000360916 150 5200 x 7 5200 0 0 MADDEN STEVEN LTD COMMON 000360917 3519 192600 x 7 187200 0 5400 MAIL-WELL INC COMMON 000360918 5126 1206100 x 7 1177800 0 28300 MAINE PUB SVC CO COMMON 000360919 329 11400 x 7 11400 0 0 MANCHESTER TECHNOLOGIESCOMMON 000360920 402 154450 x 7 149650 0 4800 MANITOWOC INC COMMON 000360921 9679 328100 x 7 317500 0 10600 MARINEMAX INC COMMON 000360922 2955 328700 x 7 319600 0 9100 MARKWEST HYDROCARBON INCOMMON 000360923 91 12500 x 7 12500 0 0 MARSH SUPERMARKETS INC COMMON 000360924 398 28000 x 7 24700 0 3300 MARRIOTT INTL INC NEW COMMON 000360925 12 250 x 7 250 0 0 MARTIN MARIETTA MATLS ICOMMON 000360926 2026 40930 x 7 40930 0 0 MASCO CORP COMMON 000360927 2 100 x 7 100 0 0 MASCOTECH ESCROW COMMON 000360928 0 927200 x 7 904900 0 22300 MASTEC INC COMMON 000360929 13241 1003100 x 7 977300 0 25800 MATRIX BANCORP INC COMMON 000360930 392 37600 x 7 37600 0 0 MATRIX SVC CO COMMON 000360931 15 2100 x 7 2100 0 0 MATSUSHITA ELEC CO COMMON 000360932 3574 226191 x 7 191981 0 34865 MATTEL INC COMMON 000360933 899 47535 x 7 47535 0 0 MAXWELL SHOE INC COMMON 000360934 644 37900 x 7 34000 0 3900 MAY DEPT STORES CO COMMON 000360935 13 375 x 7 375 0 0 MCDATA CORP COMMON 000360936 2 87 x 7 87 0 0 MCDONALDS CORP COMMON 000360937 14 500 x 7 500 0 0 MCGRATH RENTCORP COMMON 000360938 5482 227100 x 7 220100 0 7000 MEAD CORP COMMON 000360939 1049 38669 x 7 38669 0 0 MEADE INSTRUMENTS CORP COMMON 000360940 431 64000 x 7 62000 0 2000 MEADOW VY CORP COMMON 000360941 9 3800 x 7 3800 0 0 MEDFORD BANCORP INC COMMON 000360942 188 9200 x 7 9200 0 0 MEDIA ARTS GROUP INC COMMON 000360943 602 240000 x 7 235000 0 5000 MEDIALINK WORLDWIDE INCCOMMON 000360944 13 3400 x 7 3400 0 0 MEDICAL ACTION INDS INCCOMMON 000360945 479 57600 x 7 55300 0 2300 MEDSTONE INTL INC NEW COMMON 000360946 40 8700 x 7 8700 0 0 MERCHANTS BANCSHARES COMMON 000360947 1630 53000 x 7 51300 0 1700 MERCHANTS GROUP INC COMMON 000360948 207 9800 x 7 9200 0 600 MERCK & CO INC COMMON 000360949 13907 217600 x 7 217600 0 0 MERCURY AIR GROUP INC COMMON 000360950 971 139891 x 7 136866 0 3025 MERIDIAN RESOURCE CORP COMMON 000360951 6063 866200 x 7 852100 0 14100 MERISTAR HOTELS & RESORCOMMON 000360952 152 84400 x 7 84400 0 0 MERITAGE CORP COMMON 000360953 1831 39800 x 7 37900 0 1900 MERIX CORP COMMON 000360954 1936 110700 x 7 102900 0 7800 MERRILL LYNCH & CO INC COMMON 000360955 545 9200 x 7 9200 0 0 MESA LABS INC COMMON 000360956 220 45800 x 7 44300 0 1500 MESABA HLDGS INC COM COMMON 000360957 5939 644145 x 7 616900 3940 26170 MESTEK INC COMMON 000360958 1014 44000 x 7 40400 0 3600 MET PRO CORP COMMON 000360959 1586 117500 x 7 115300 0 2200 METALS USA INC COMMON 000360960 1437 684485 x 7 665585 0 18900 METHODE ELECTRS INC COMMON 000360961 642 74600 x 7 74600 0 0 METLIFE INC COMMON 000360962 26020 839895 x 7 816295 0 23600 METRIS COS INC COMMON 000360963 587 17400 x 7 17400 0 0 METROPOLITAN FINL CORP COMMON 000360964 26 6900 x 7 6900 0 0 METROWEST BK MASS COMMON 000360965 1099 97700 x 7 93900 0 3800 MICRON TECHNOLOGY INC COMMON 000360966 7878 191675 x 7 169175 0 22500 MIDAS GROUP INC COMMON 000360967 4533 359800 x 7 350600 0 9200 MID AMER BANCORP COMMON 000360968 128 4429 x 7 4429 0 0 MIDLAND CO COMMON 000360969 3533 79400 x 7 78100 0 1300 MIDWAY AIRLS CORP COMMON 000360970 97 29600 x 7 29600 0 0 MILACRON INC COMMON 000360971 14982 956115 x 7 937715 0 18400 ESCROW MILLER BLDG SYS COMMON 000360972 0 51300 x 7 50600 0 700 MINNESOTA MNG & MFG CO COMMON 000360973 17 150 x 7 150 0 0 MINNTECH CORP COMMON 000360974 159 16500 x 7 14000 0 2500 MIRANT CORP COMMON 000360975 11 318 x 7 318 0 0 MISSION RESOURCES CORP COMMON 000360976 1860 275200 x 7 267100 0 8100 MITSUB TOYKO F 60681610COMMON 000360977 48 5700 x 7 5700 0 0 MODIS PROFESSIONAL SVCSCOMMON 000360978 6325 916660 x 7 893160 0 23500 MOHAWK INDS INC COMMON 000360979 5836 165800 x 7 165800 0 0 MONACO COACH CORP COMMON 000360980 1716 51700 x 7 42025 0 9675 MONRO MUFFLER BRAKE INCCOMMON 000360981 152 11800 x 7 11800 0 0 MOOG INC COMMON 000360982 2875 73800 x 7 71300 0 2500 MORGAN STANLEY DEAN WITCOMMON 000360983 17875 278300 x 7 278300 0 0 MORTONS RESTAURANT GROUCOMMON 000360984 399 20200 x 7 20200 0 0 MOTOR CARGO INDS COMMON 000360985 308 33300 x 7 33300 0 0 MOTOROLA INC COMMON 000360986 7 400 x 7 400 0 0 MOVADO GROUP INC COMMON 000360987 1188 58800 x 7 58800 0 0 MOVIE GALLERY INC COMMON 000360988 1856 102600 x 7 99500 0 3100 MUELLER INDS INC COMMON 000360989 18653 566800 x 7 552700 0 14100 MULTI COLOR CORP COMMON 000360990 126 8400 x 7 8400 0 0 MURPHY OIL CORP COMMON 000360991 2596 35270 x 7 31970 0 3400 MYERS INDS INC COMMON 000360992 4202 278250 x 7 270330 0 7920 NCH CORP COMMON 000360993 4963 125958 x 7 122658 0 3300 NCI BUILDING SYS INC COMMON 000360994 8012 439000 x 7 428500 0 10500 NEC CORP COMMON 000360995 3559 260040 x 7 251220 0 8825 NL INDS INC COMMON 000360996 13098 945700 x 7 920000 0 25700 NPC INTERNATIONAL INC COMMON 000360997 3669 339700 x 7 330600 0 9100 NACCO INDS INC COMMON 000360998 19608 251415 x 7 248005 630 3795 NAPCO SEC SYS INC COMMON 000360999 32 6700 x 7 6700 0 0 NASH FINCH CO COMMON 000361000 552 23400 x 7 23400 0 0 NATIONAL AUSTRALIA BANKPFD CV 000361001 115 3700 x 7 3700 0 0 NATIONAL CITY BANCORPORCOMMON 000361002 3202 106900 x 7 106900 0 0 NATIONAL CITY CORP COMMON 000361003 28 900 x 7 900 0 0 NATIONAL EQUIP SVCS INCCOMMON 000361004 1070 356500 x 7 342200 0 14300 NATIONAL R V HLDGS INC COMMON 000361005 491 32700 x 7 30600 0 2100 NATIONAL SEMICONDUCTOR COMMON 000361006 15 500 x 7 500 0 0 NATIONAL SVC INDS INC COMMON 000361007 15194 673200 x 7 656300 0 16900 NATIONAL TECHNICAL SYS COMMON 000361008 47 23400 x 7 23400 0 0 NATIONAL WESTN LIFE INSCOMMON 000361009 6452 59200 x 7 58100 0 1100 NATIONSRENT INC COMMON 000361010 0 1000 x 7 1000 0 0 NATIONWIDE FINL SVCS COMMON 000361011 25987 595335 x 7 554235 0 41110 NATURES SUNSHINE PRODUCCOMMON 000361012 4313 364600 x 7 354800 0 9800 NAUTICA ENTERPRISES INCCOMMON 000361013 5553 271800 x 7 271800 0 0 NAVIGANT CONSULTING INCCOMMON 000361014 127 15500 x 7 0 0 15500 NAVIGANT INTL INC COMMON 000361015 3289 234900 x 7 230700 0 4200 NEW CENTURY FINANCIAL CCOMMON 000361016 3387 320100 x 7 311300 0 8800 NEW ENGLAND BUSINESS SVCOMMON 000361017 5380 280200 x 7 273000 0 7200 NEW FOCUS INC COMMON 000361018 825 100000 x 7 100000 0 0 NEW HAMPSHIRE THRIFT BACOMMON 000361019 82 5700 x 7 5700 0 0 NEWELL RUBBERMAID INC COMMON 000361020 28800 1147410 x 7 1080130 0 68240 NEWMARK HOMES CORP COMMON 000361021 48 3500 x 7 3500 0 0 NIAGARA CORP COMMON 000361022 239 119500 x 7 116400 0 3100 NIAGARA MOHAWK HLDGS INCOMMON 000361023 2692 152165 x 7 152165 0 0 NIKE INC COMMON 000361024 4 100 x 7 100 0 0 NIKKO SECS LTD JAPAN COMMON 000361025 4754 59117 x 7 52784 0 6750 NIPPON TELEG & TEL CO COMMON 000361026 6325 237628 x 7 214139 0 23790 NISOURCE INC COMMON 000361027 24 888 x 7 888 0 0 NISOURCE INC PFD 000361028 2 908 x 7 908 0 0 NOBLE INTL LTD COMMON 000361029 886 132200 x 7 129800 0 2400 NORFOLK SOUTHERN CORP COMMON 000361030 61 2950 x 7 2950 0 0 NORTEK INC COMMON 000361031 7986 255800 x 7 250200 0 5600 NORTEL NETWORKS CORP NECOMMON 000361032 49 5386 x 7 5386 0 0 NORTH CENT BANCSHARES ICOMMON 000361033 323 15400 x 7 14400 0 1000 NORTHEAST BANCORP COMMON 000361034 66 5100 x 7 5100 0 0 NORTHERN TECH INTL CORPCOMMON 000361035 130 25900 x 7 24500 0 1400 NORTHRIM BK ALASKA COMMON 000361036 903 64945 x 7 62845 0 2100 NORTHRUP GRUMMAN CORP COMMON 000361037 43263 540105 x 7 510130 0 30545 NORTHWEST AIRLS CORP COMMON 000361038 4545 180000 x 7 180000 0 0 NORTHWEST PIPE CO COMMON 000361039 2099 132000 x 7 128800 0 3200 NOVARTIS AG SPONSORED COMMON 000361040 47159 1304571 x 7 1220127 0 84835 NU HORIZONS ELECTRS CORCOMMON 000361041 1259 132500 x 7 132500 0 0 NOVO-NORDISK (670100205COMMON 000361042 79 1750 x 7 1750 0 0 NU SKIN ENTERPRISES INCCOMMON 000361043 4423 520300 x 7 517800 0 2500 NSTAR COMMON 000361044 1375 32305 x 7 32305 0 0 NUCOR CORP COMMON 000361045 5 100 x 7 100 0 0 OGE ENERGY CORP COM COMMON 000361046 2567 113550 x 7 103150 0 11000 O I CORP COMMON 000361047 26 8100 x 7 8100 0 0 OCCIDENTAL PETE CORP DECOMMON 000361048 11 400 x 7 400 0 0 OCTEL CORP COMMON 000361049 93 5712 x 7 5712 0 0 OCULAR SCIENCES INC COMMON 000361050 1849 72800 x 7 72800 0 0 OGLEBAY NORTON CO COMMON 000361051 2593 98300 x 7 96700 0 1600 OLD DOMINION FGHT LINESCOMMON 000361052 886 90900 x 7 89400 0 1500 OMNICOM GROUP COMMON 000361053 206 2400 x 7 400 0 2400 ONEIDA LTD COMMON 000361054 3572 175700 x 7 169600 0 6100 ONYX ACCEP CORP COMMON 000361055 623 113300 x 7 110200 0 3100 OPINION RESH CORP COMMON 000361056 251 41100 x 7 38700 0 2400 OPTICNET INC CommonT 000361057 0 38 x 7 38 ORACLE CORP COMMON 000361058 15 800 x 7 800 0 0 ORION PWR HLDGS INC COMMON 000361059 11313 475150 x 7 438050 0 37100 ORTHALLIANCE INC COMMON 000361060 842 259000 x 7 251600 0 7400 OSHKOSH B GOSH INC COMMON 000361061 6052 182000 x 7 176100 0 5900 OUTLOOK GROUP CORP COMMON 000361062 347 61500 x 7 59200 0 2300 OWENS ILL INC COMMON 000361063 5 800 x 7 800 0 0 OXFORD INDS INC COMMON 000361064 3940 179100 x 7 175300 0 3800 P & F INDS INC COMMON 000361065 38 5500 x 7 5500 0 0 P A M TRANSN SVCS INC COMMON 000361066 1004 107700 x 7 106000 0 1700 P C CONNECTION COMMON 000361067 6656 416000 x 7 401700 0 14300 PC-TEL INC COM COMMON 000361068 1947 211375 x 7 201495 1880 8995 PG&E CORP COMMON 000361069 33797 3017550 x 7 2890050 0 127500 PFF BANCORP INC COMMON 000361070 6470 258800 x 7 252300 0 6500 PMI GROUP INC COM COMMON 000361071 20066 279616 x 7 252873 0 26759 PNC BANK CORP COMMON 000361072 1026 15600 x 7 12600 0 3750 PPG INDS INC COMMON 000361073 10383 197500 x 7 197500 0 0 PPL CORP COMMON 000361074 11 200 x 7 200 0 0 PACCAR INC COMMON 000361075 1178 22900 x 7 18900 0 4000 PACIFIC CENTY FINL CO COMMON 000361076 4669 181025 x 7 174700 980 5950 PACIFIC CREST CAP INC COMMON 000361077 515 26000 x 7 24700 0 1300 PACIFICARE HLTH SYS I COMMON 000361078 20704 1270200 x 7 1198705 1960 71415 PALM INC COMMON 000361079 22 3557 x 7 3557 0 0 PARK ELECTROCHEMICAL COCOMMON 000361080 1589 60200 x 7 60200 0 0 PARK OHIO HLDGS CORP COMMON 000361081 1044 217400 x 7 211200 0 6200 PARKER HANNIFIN CORP COMMON 000361082 4 100 x 7 100 0 0 PARKVALE FINL CORP COMMON 000361083 2504 104349 x 7 101949 0 2400 PEABODY ENERGY CORP C COMMON 000361084 29236 892710 x 7 812860 0 80335 PECHINEY SPONSORED AD COMMON 000361085 2168 85187 x 7 83269 0 1975 PENFORD CORP COMMON 000361086 125 10800 x 7 10800 0 0 PENN ENGR & MFG CORP COMMON 000361087 524 29800 x 7 29800 0 0 PENN VA CORP COMMON 000361088 2599 78990 x 7 77490 0 1500 PENNEY J C INC COMMON 000361089 286 10850 x 7 10850 0 0 PENNFED FINL SVCS INC COMMON 000361090 1846 79900 x 7 76400 0 3500 PEOPLES BANCSHARES INC COMMON 000361091 989 62000 x 7 60700 0 1300 PEPSICO INC COMMON 000361092 818 18500 x 7 18500 0 0 PERINI CORP COMMON 000361093 900 90000 x 7 87900 0 2100 PERSONNEL GROUP AMER INCOMMON 000361094 648 469606 x 7 458406 0 11200 PETROLEUM DEV CORP COMMON 000361095 538 85300 x 7 85300 0 0 PHARMACIA CORP COMMON 000361096 505 10982 x 7 10982 0 0 PHELPS DODGE CORP COMMON 000361097 2467 59446 x 7 59446 0 0 PHILADELPHIA CONS HLDG COMMON 000361098 1162 33400 x 7 33400 0 0 PHILIP MORRIS COS INC COMMON 000361099 6866 135300 x 7 135300 0 0 PHILLIPS PETE CO COMMON 000361100 530 9300 x 7 9300 0 0 PHOENIX COS INC NEW COMMON 000361101 1559 83800 x 7 75300 0 8500 PILGRIMS PRIDE CORP COMMON 000361102 9926 790880 x 7 767820 2090 22645 PILGRIMS PRIDE CORP COMMON 000361103 1049 119900 x 7 115450 0 4450 PINNACLE ENTMT INC CO COMMON 000361104 999 135895 x 7 132180 1240 3745 PIONEER CORP JAPAN AD COMMON 000361105 4070 132070 x 7 121695 0 11180 PIONEER NAT RES CO COMMON 000361106 1705 100000 x 7 100000 0 0 PIONEER STD ELECTRS INCCOMMON 000361107 10478 818592 x 7 799892 0 18700 PITNEY BOWES INC COMMON 000361108 1136 26980 x 7 20980 0 6980 PITT DESMOINES INC COMMON 000361109 2877 83400 x 7 80800 0 2600 PJ AMER INC COMMON 000361110 730 86300 x 7 83900 0 2400 POHANG IRON & STL LTD COMMON 000361111 11481 582030 x 7 551851 0 30310 POINT 360 COMMON 000361112 86 42900 x 7 42900 0 0 POLARIS INDS INC COMMON 000361113 893 19500 x 7 19500 0 0 POLAROID CORP COMMON 000361114 241 92800 x 7 92800 0 0 POLYONE CORP COMMON 000361115 1340 128750 x 7 102750 0 26200 POMEROY COMPUTER RES COMMON 000361116 4157 277100 x 7 269700 0 7400 POPE & TALBOT INC COMMON 000361117 4131 320000 x 7 311700 0 8300 PORTUGAL TEL.(737273102COMMON 000361118 169 24480 x 7 24480 0 0 POTASH CORP SASK INC COMMON 000361119 98 1700 x 7 1700 0 0 POTOMAC ELEC PWR CO COMMON 000361120 5309 253800 x 7 253800 0 0 POWERGEN PLC SPONS AD COMMON 000361121 355 8770 x 7 1655 0 7885 PRAXAIR INC COMMON 000361122 1442 30690 x 7 23810 0 7570 PRECISION CASTPARTS C COMMON 000361123 2852 76225 x 7 72625 890 3660 PREMIER FINL BANCORP INCOMMON 000361124 15 2000 x 7 2000 0 0 PRESIDENTIAL LIFE CORP COMMON 000361125 992 44272 x 7 42272 0 2000 PRIME MED SVCS INC NEW COMMON 000361126 1555 344800 x 7 335500 0 9300 PRIMESOURCE CORP COMMON 000361127 379 95900 x 7 93800 0 2100 PRIME HOSPITALITY CORP COMMON 000361128 13679 1154327 x 7 1128427 0 25900 PRINTRONIX INC COMMON 000361129 116 23000 x 7 23000 0 0 PRIORITY HEALTHCARE CORCOMMON 000361130 162 6228 x 7 6228 0 0 PRIZE ENERGY CORP COMMON 000361131 6041 313000 x 7 307400 0 5600 PROCTER & GAMBLE CO COMMON 000361132 5793 90800 x 7 90800 0 0 PROGRAMMING & SYS INC COMMON 000361133 36 7600 x 7 7600 0 0 PROGRESS ENERGY INC COMMON 000361134 15 327 x 7 327 0 0 PROGRESS ENERGY INC CVOCOMMON 000361135 0 100 x 7 100 0 0 PROGRESS FINL CORP COMMON 000361136 913 114800 x 7 111600 0 3200 PROVIDENT FINL GROUP INCOMMON 000361137 2100 63800 x 7 63800 0 0 PROVIDENT FINL HLDGS INCOMMON 000361138 193 8300 x 7 8300 0 0 PUBLIC SVC CO N MEX COMMON 000361139 1647 51300 x 7 51300 0 0 PUBLIC SVC ENTERPRISE GCOMMON 000361140 12 250 x 7 250 0 0 PUBLIC STORAGE INC COMMON 000361141 1362 45950 x 7 45950 0 0 PUGET ENERGY INC NEW COMMON 000361142 2020 77100 x 7 77100 0 0 PULTE HOMES INC COMMON 000361143 2481 58200 x 7 58200 0 0 Q E P INC COMMON 000361144 154 42800 x 7 41425 0 1375 QUAKER CHEM CORP COMMON 000361145 3758 197800 x 7 192600 0 5200 QUAKER CITY BANCORP INCCOMMON 000361146 917 31100 x 7 31100 0 0 QUAKER FABRIC CORP NEW COMMON 000361147 183 17900 x 7 17900 0 0 QUANEX CORP COMMON 000361148 8545 329913 x 7 322313 0 7600 QUANTUM CORP DSS COMMON 000361149 3961 392530 x 7 392530 0 0 QUESTAR CORP COMMON 000361150 50 2000 x 7 2000 0 0 QUESTRON TECHNOLOGY INCCOMMON 000361151 471 122400 x 7 118600 0 3800 QUINTILES TRANSNATION COMMON 000361152 23401 926775 x 7 857215 0 69615 QUIPP INC COMMON 000361153 139 8316 x 7 8316 0 0 QWEST COMMUNICATIONS INCOMMON 000361154 110 3457 x 7 3457 0 0 R & B INC COMMON 000361155 409 124000 x 7 120700 0 3300 RCM TECHNOLOGIES INC COMMON 000361156 1005 207300 x 7 202200 0 5100 R G S ENERGY GROUP INC COMMON 000361157 7320 195210 x 7 195210 0 0 RTW INC COMMON 000361158 126 67900 x 7 63100 0 4800 RADIOLOGIX INC COMMON 000361159 941 308400 x 7 300300 0 8100 RADYNE COMSTREAM INC COMMON 000361160 120 21800 x 7 21800 0 0 RAILWORKS CORP COMMON 000361161 147 88900 x 7 88900 0 0 RAINBOW TECHNOLOGIES INCOMMON 000361162 167 29800 x 7 29800 0 0 RAVEN INDS INC COMMON 000361163 1234 45900 x 7 44300 0 1600 RAYMOND JAMES FINANCIALCOMMON 000361164 869 28400 x 7 28400 0 0 RAYTHEON CO NEW COM COMMON 000361165 52447 1975395 x 7 1861520 0 113930 REEBOK INTL LTD COMMON 000361166 539 16850 x 7 16850 0 0 REFAC COMMON 000361167 166 62800 x 7 61600 0 1200 REGAL BELOIT CORP COMMON 000361168 4000 192300 x 7 183600 0 8700 REGIONS FINL CORP COMMON 000361169 8 250 x 7 250 0 0 REHABILICARE INC COMMON 000361170 142 43100 x 7 40800 0 2300 REINSURANCE GROUP AMER COMMON 000361171 1098 28960 x 7 28960 0 0 RELIANCE STEEL & ALUMINCOMMON 000361172 1813 71800 x 7 71800 0 0 RELIANT ENERGY INC COMMON 000361173 10 300 x 7 300 0 0 REMEDYTEMP INC COMMON 000361174 2049 143800 x 7 141300 0 2500 REPUBLIC BANCORP INC COMMON 000361175 263 18930 x 7 18930 0 0 REPUBLIC FIRST BANCORP COMMON 000361176 366 70000 x 7 68300 0 1700 RES-CARE INC COMMON 000361177 3224 390300 x 7 380300 0 10000 REX STORES CORP COMMON 000361178 3383 125700 x 7 122500 0 3200 REXHALL INDS INC COMMON 000361179 190 30745 x 7 29485 0 1260 RICHARDSON ELECTRS LTD COMMON 000361180 2978 212700 x 7 206900 0 5800 RICHTON INTL CORP COMMON 000361181 111 3100 x 7 3100 0 0 RIGGS NATL CORP WASH DCCOMMON 000361182 71 4200 x 7 3800 0 400 RIGHT MGMT CONSULTANTS COMMON 000361183 112 4300 x 7 4300 0 0 RIO TINTO LTD ADR SPO COMMON 000361184 3352 46092 x 7 45310 0 1110 ROADWAY CORP COMMON 000361185 11452 481765 x 7 470665 0 11100 ROANOKE ELEC STL CORP COMMON 000361186 1395 79900 x 7 76150 0 3750 ROCK-TENN CO COMMON 000361187 6408 523131 x 7 507831 0 15300 ROHM & HAAS CO COMMON 000361188 10194 309835 x 7 285935 0 23900 ROHN INDS INC COMMON 000361189 0 64 x 7 64 0 0 ROLLS-ROYCE PLC ADR S COMMON 000361190 4660 285904 x 7 280784 0 5775 ROWE COS COMMON 000361191 904 278290 x 7 270890 0 7400 ROYAL APPLIANCE MFG CO COMMON 000361192 1161 190900 x 7 183900 0 7000 RUSH ENTERPISES INC COMMON 000361193 841 143000 x 7 140400 0 2600 RUSS BERRIE & CO COMMON 000361194 3488 118653 x 7 118653 0 0 RYANS FAMILY STEAK HOUSCOMMON 000361195 10646 869067 x 7 847067 0 22000 RYLAND GROUP INC COMMON 000361196 14067 278000 x 7 270600 0 7400 S&K FAMOUS BRANDS INC COMMON 000361197 682 65900 x 7 63700 0 2200 SBE INC COMMON 000361198 18 8100 x 7 8100 0 0 SBC COMMUNICATIONS, I COMMON 000361199 5724 142873 x 7 123958 0 19909 SCPIE HLDGS INC COMMON 000361200 1981 98050 x 7 94250 0 3800 SK TELECOM LTD ADR SP COMMON 000361201 880 52081 x 7 38001 0 14505 SLI INC COMMON 000361202 5028 609500 x 7 598000 0 11500 SPS TECHNOLOGIES INC COMMON 000361203 223 4700 x 7 4700 0 0 SABRE HLDGS CORP CL A COMMON 000361204 14242 284846 x 7 264350 0 20999 SAFECO CORP COMMON 000361205 20480 694250 x 7 637450 0 56800 ST FRANCIS CAP CORP COMMON 000361206 3535 161800 x 7 156900 0 4900 ST PAUL COS INC COMMON 000361207 461 9100 x 7 9100 0 0 SAKS INC COMMON 000361208 4275 445300 x 7 445300 0 0 SANFILIPPO JOHN B & SONCOMMON 000361209 204 38800 x 7 37600 0 1200 SAPPI LTD ADR SPON NE COMMON 000361210 39249 4385300 x 7 4118258 0 267225 SARA LEE CORP COMMON 000361211 19181 1012729 x 7 956808 0 56129 SAUCONY INC COMMON 000361212 418 64500 x 7 63300 0 1200 SCHERING A G SPONS ADR COMMON 000361213 54 1030 x 7 1030 0 0 SCHLOTZSKYS INC COMMON 000361214 169 30900 x 7 28100 0 2800 SCHUFF INTERNATIONAL INCOMMON 000361215 525 93000 x 7 90700 0 2300 SCHULER HOMES INC COMMON 000361216 743 54900 x 7 54900 0 0 SCHULMAN A INC COMMON 000361217 2755 204100 x 7 204100 0 0 SCHWEITZER-MAUDUIT INTLCOMMON 000361218 7165 303600 x 7 296100 0 7500 SCOTTISH PWR PLC COMMON 000361219 4 145 x 7 145 0 0 ESC SEAGATE TECHNOLOGY Common 000361220 0 1090 x 7 1090 0 0 SEARS ROEBUCK & CO COMMON 000361221 916 21650 x 7 21650 0 0 SELAS CORP AMER COMMON 000361222 454 100900 x 7 98300 0 2600 SEMPRA ENERGY COM COMMON 000361223 9206 336732 x 7 308552 0 28870 SEMX CORP COMMON 000361224 21 5200 x 7 5200 0 0 SEMITOOL INC COMMON 000361225 4271 358000 x 7 354800 0 3200 SENIOR HSG PPTYS TR S COMMON 000361226 7386 568137 x 7 548249 3250 18760 SERVICE CORP INTL COM COMMON 000361227 11764 1849680 x 7 1719880 0 130000 7-ELEVEN INC COMMON 000361228 1134 100800 x 7 83500 0 17300 SHARPER IMAGE CORP COMMON 000361229 1632 155900 x 7 155900 0 0 SHERWIN WILLIAMS CO COMMON 000361230 4 200 x 7 200 0 0 SHILOH INDS INC COMMON 000361231 244 49300 x 7 45000 0 4300 SHOE CARNIVAL INC COMMON 000361232 2430 202500 x 7 197100 0 5400 SHOE PAVILION INC COMMON 000361233 62 61700 x 7 61700 0 0 SHOPKO STORES INC COMMON 000361234 5062 695300 x 7 678800 0 16500 SIFCO INDS INC COMMON 000361235 51 9100 x 7 9100 0 0 SILGAN HOLDINGS INC COMMON 000361236 6769 385500 x 7 376700 0 8800 SILICON STORAGE TECHNOLCOMMON 000361237 8069 796500 x 7 790700 0 5800 SIMMONS 1ST NATL CORP COMMON 000361238 2291 68600 x 7 65900 0 2700 SMEDVIG ASA ADR COMMON 000361239 4673 482734 x 7 410705 0 72855 SMITH & NEPHEW P L C COMMON 000361240 4562 86919 x 7 77247 0 9700 SMITH A O COMMON 000361241 4309 240746 x 7 234046 0 6700 SMURFIT-STONE CONTAINERCOMMON 000361242 20800 1283950 x 7 1237850 0 46100 SOCIETE GENERALE FRAN COMMON 000361243 884 74945 x 7 4920 0 70970 SOFTWARE SPECTRUM INC COMMON 000361244 833 68700 x 7 67300 0 1400 SOLA INTL INC COMMON 000361245 3382 239700 x 7 239700 0 0 SOLUTIA INC COM COMMON 000361246 13682 1073115 x 7 1007115 1110 66140 SONOCO PRODS CO COMMON 000361247 177 7100 x 7 7100 0 0 SONY CORP COMMON 000361248 5982 90914 x 7 89829 0 1420 SOURCE INFORMATION MGMTCOMMON 000361249 1312 237300 x 7 229000 0 8300 SOUTHERN CO COMMON 000361250 19 800 x 7 800 0 0 SOUTHTRUST CORP COMMON 000361251 10 400 x 7 400 0 0 SOUTHWEST AIRLS CO COMMON 000361252 17 900 x 7 900 0 0 SOUTHWEST BANCORP INC OCOMMON 000361253 1184 48600 x 7 47100 0 1500 SOUTHWEST SECS GROUP INCOMMON 000361254 5237 253000 x 7 243600 0 9400 SOVEREIGN BANCORP INC COMMON 000361255 4847 372810 x 7 370310 0 3300 SPARTECH CORP COMMON 000361256 12215 505800 x 7 494600 0 11200 SPECIALTY CATALOG CORP COMMON 000361257 2 600 x 7 600 0 0 SPECTRUM CTL INC COMMON 000361258 1642 275500 x 7 268200 0 7300 SPHERION CORP COMMON 000361259 13638 1523800 x 7 1492100 0 31700 SPIEGEL INC COMMON 000361260 3422 353900 x 7 346600 0 7300 SPINNAKER EXPL CO COMMON 000361261 538 13500 x 7 13500 0 0 SPORT-HALEY INC COMMON 000361262 29 9600 x 7 9600 0 0 SPORT CHALET INC COMMON 000361263 63 7500 x 7 7500 0 0 SPRINGS INDS INC COMMON 000361264 12374 280600 x 7 273200 0 7400 SPRINT CORP COMMON 000361265 36969 1730768 x 7 1643913 0 87573 SPRINT CORP COMMON 000361266 12 500 x 7 500 0 0 STAFF LEASING INC COMMON 000361267 32 8400 x 7 1200 0 7200 STANDARD COML CORP COMMON 000361268 3673 215300 x 7 209900 0 5400 STANDARD MANAGEMENT CORCOMMON 000361269 901 144200 x 7 141100 0 3100 STANDARD MTR PRODS INC COMMON 000361270 242 18200 x 7 18200 0 0 STANDARD PAC CORP NEW COMMON 000361271 12814 553523 x 7 541023 0 12500 STANDARD REGISTER CO COMMON 000361272 4864 262900 x 7 251100 0 11800 STANDEX INTL CORP COMMON 000361273 6221 263600 x 7 257600 0 6000 STANLEY FURNITURE INC COMMON 000361274 635 23600 x 7 20600 0 3000 STARRETT L S CO COMMON 000361275 1357 66200 x 7 62800 0 3400 STARTEK INC COMMON 000361276 337 14900 x 7 14900 0 0 STATE AUTO FINL CORP COMMON 000361277 2141 130600 x 7 130600 0 0 STARWOOD HOTELS&RESORTSCOMMON 000361278 2 50 x 7 50 0 0 STEEL DYNAMICS INC COMMON 000361279 8889 711100 x 7 687600 0 23500 STEEL TECHNOLOGIES INC COMMON 000361280 1713 240200 x 7 234100 0 6100 STEELCASE INC COMMON 000361281 826 69100 x 7 69100 0 0 STEINWAY MUSICAL INSTRSCOMMON 000361282 611 34600 x 7 31300 0 3300 STEPAN CO COMMON 000361283 4305 164300 x 7 160400 0 3900 STEPHAN CO COMMON 000361284 8 2600 x 7 2600 0 0 STERLING BANCORP COMMON 000361285 2870 93783 x 7 90483 0 3300 STERLING FINL CORP WASHCOMMON 000361286 2997 199820 x 7 194530 0 5290 STEWART ENTERPRISES INCCOMMON 000361287 12163 1666100 x 7 1619000 0 47100 STIFEL FINL CORP COMMON 000361288 992 81747 x 7 78492 0 3255 STILLWATER MNG CO COMMON 000361289 3088 105560 x 7 105560 0 0 STONERIDGE INC COM COMMON 000361290 2457 228537 x 7 222012 1770 6330 STORA ENSO AB ADR SPO COMMON 000361291 12493 1179575 x 7 1151080 0 28580 STORAGE TECHNOLOGY CORPCOMMON 000361292 273 19850 x 7 19850 0 0 STRATASYS INC COMMON 000361293 1 400 x 7 400 0 0 STRATTEC SEC CORP COMMON 000361294 1347 38800 x 7 36500 0 2300 STRIDE RITE CORP COMMON 000361295 1715 201800 x 7 192400 0 9400 STUDENT LN CORP COMMON 000361296 42 600 x 7 600 0 0 STURM RUGER & CO INC COMMON 000361297 754 76900 x 7 73400 0 3500 SUBURBAN LODGES AMER INCOMMON 000361298 51 6600 x 7 1600 0 5000 SUMMA INDS COMMON 000361299 847 84600 x 7 82800 0 1800 SUMMIT BK CORP GA COMMON 000361300 169 10100 x 7 10100 0 0 SUNTRUST BANKS INC COMMON 000361301 460 7100 x 7 7750 0 0 SUPERIOR UNIFORM GROUP COMMON 000361302 1082 111700 x 7 107900 0 3800 SUPERIOR TELECOM INC COMMON 000361303 2 648 x 7 648 0 0 SUPERVALU INC COMMON 000361304 19336 1101770 x 7 1085870 0 15900 SUPREMA SPECIALTIES INCCOMMON 000361305 1662 112700 x 7 109400 0 3300 SUPREME INDS INC COMMON 000361306 907 197211 x 7 192045 0 5166 SYLVAN INC COMMON 000361307 750 66100 x 7 63300 0 2800 SYMANTEC CORP Common 000361308 1723 39430 x 7 39430 0 0 SYNALLOY CP DEL COMMON 000361309 184 26700 x 7 25300 0 1400 SYNOPSYS INC COMMON 000361310 3292 68035 x 7 66135 0 2345 TBC CORP COMMON 000361311 4612 481400 x 7 470500 0 10900 TB WOODS CORP COMMON 000361312 589 64700 x 7 63000 0 1700 TCF FINL CORP COMMON 000361313 4816 104000 x 7 104000 0 0 TESSCO TECHNOLOGIES INCCOMMON 000361314 457 32500 x 7 29900 0 2600 TF FINL CORP COMMON 000361315 223 11300 x 7 10300 0 1000 TJX COS INC NEW COMMON 000361316 5410 169750 x 7 169750 0 0 TLC LASER EYE CTRS IN COMMON 000361317 96 21280 x 7 2780 0 18780 TRW INC COMMON 000361318 5467 133330 x 7 133330 0 0 TSR INC COMMON 000361319 11 2000 x 7 2000 0 0 TXU CORP COM COMMON 000361320 39255 814580 x 7 796260 0 18465 TAIWAN SEMICONDUCTOR COMMON 000361321 15465 1018185 x 7 962358 0 56042 TANDY BRANDS ACCESSORIECOMMON 000361322 533 94500 x 7 92300 0 2200 TARGET CORP COMMON 000361323 3555 102750 x 7 102750 0 0 TARRANT APPAREL GROUP COMMON 000361324 230 36200 x 7 29600 0 6600 TECH DATA CORP COMMON 000361325 4604 138000 x 7 138000 0 0 TECH OPS SEVCON INC COMMON 000361326 159 16800 x 7 16800 0 0 TECHNITROL INC COMMON 000361327 8109 311900 x 7 302700 0 9200 TECUMSEH PRODS CO COMMON 000361328 14073 284300 x 7 276200 0 8100 TELE CELULAR SUL PART SCOMMON 000361329 941 46600 x 7 46600 0 0 TELEFONICA DE ESPANA COMMON 000361330 5417 145281 x 7 127926 0 17933 TELEPHONE & DATA SYS INCOMMON 000361331 1629 14980 x 7 14980 0 0 TELESP CELULAR PARTIC COMMON 000361332 6902 455230 x 7 422465 0 33675 TELEWEST COMMUNICATIO COMMON 000361333 5726 451828 x 7 417779 0 34667 TEMPLE INLAND INC COMMON 000361334 504 9450 x 7 9450 0 0 TENET HEALTHCARE CORP COMMON 000361335 557 10800 x 7 10800 0 0 TERADYNE INC COMMON 000361336 105 3000 x 7 3000 0 0 TEREX CORP NEW COMMON 000361337 7274 343100 x 7 336500 0 6600 TESCO PLC-ADR COMMON 000361338 871 79865 x 7 5630 0 75100 TESORO PETROLEUM COMMON 000361339 9454 750301 x 7 725824 1300 24245 TEXACO INC COMMON 000361340 46263 694070 x 7 679170 0 15710 TEXAS INDS INC COMMON 000361341 17449 507383 x 7 494883 0 12500 THERAGENICS CORP COMMON 000361342 433 38800 x 7 34000 0 4800 THERMO ELECTRON CORP COMMON 000361343 130 5900 x 7 5900 0 0 THOMAS GROUP INC COMMON 000361344 355 69600 x 7 68000 0 1600 THOMAS INDS INC COMMON 000361345 268 9100 x 7 9100 0 0 THOR INDS INC COMMON 000361346 7735 234600 x 7 228700 0 5900 3COM CORP COMMON 000361347 5707 1201542 x 7 1123142 0 78400 THREE RIVS BANCORP INC COMMON 000361348 1163 103350 x 7 100550 0 2800 3TEC ENERGY CORP COMMON 000361349 2148 121000 x 7 121000 0 0 TIDEWATER INC COMMON 000361350 30347 804950 x 7 730415 0 74825 TIMBERLAND BANCORP INC COMMON 000361351 649 43100 x 7 42500 0 600 TODDLERWATCH.COM CommonT 000361352 0 50000 x 7 50000 TODHUNTER INTL INC DEL COMMON 000361353 243 31600 x 7 29300 0 2300 TOPPS INC COMMON 000361354 12070 1032500 x 7 1007500 0 25000 TORCHMARK CORP COMMON 000361355 3178 79025 x 7 79025 0 0 TORO CO COMMON 000361356 9280 206444 x 7 196559 970 9850 TOSCO CORP COMMON 000361357 26575 603290 x 7 555075 0 48280 TOWER AUTOMOTIVE INC COMMON 000361358 11905 1161500 x 7 1134900 0 26600 TOYOTA MTR LTD COMMON 000361359 5812 82441 x 7 81031 0 1945 TOYS R US INC COMMON 000361360 437 17650 x 7 17650 0 0 TRACTOR SUPPLY CO COMMON 000361361 3099 193800 x 7 189500 0 4300 TRAFFIX INC COMMON 000361362 1033 308300 x 7 299000 0 9300 TRAMMELL CROW CO COMMON 000361363 9552 864400 x 7 847200 0 17200 TRANS WORLD ENTMT COR COMMON 000361364 1712 180030 x 7 171295 1470 8060 TRANSPORT CORP OF AMER COMMON 000361365 819 125100 x 7 121000 0 4100 TRANSTECHNOLOGY CORP DECOMMON 000361366 54 6200 x 7 3900 0 2300 TRAVIS BOATS & MTRS INCCOMMON 000361367 178 66000 x 7 64300 0 1700 TREDEGAR CORP COMMON 000361368 1182 61700 x 7 55700 0 6000 TRENDWEST RESORTS INC COMMON 000361369 4152 177450 x 7 177450 0 0 TRIARC COS INC COMMON 000361370 4813 183713 x 7 175203 1750 8280 TRICON GLOBAL RESTAURANCOMMON 000361371 2151 48990 x 7 48990 0 0 TRICO BANCSHARES COMMON 000361372 380 22600 x 7 22600 0 0 TRIGON HEALTHCARE INC COMMON 000361373 2350 36230 x 7 36230 0 0 TRINITY INDS INC COMMON 000361374 11033 538200 x 7 530000 0 8200 TRIUMPH GROUP INC NEW COMMON 000361375 3763 76800 x 7 76800 0 0 TROPICAL SPORTSWEAR INTCOMMON 000361376 2439 117200 x 7 112800 0 4400 TRUST CO NJ JERSEY CITYCOMMON 000361377 3976 164300 x 7 164300 0 0 TUBOS DE ACERO(89859250COMMON 000361378 3911 309180 x 7 309180 0 0 TUCKER ANTHONY SUTRO COMMON 000361379 213 9700 x 7 9700 0 0 TYCO INTL LTD NEW COMMON 000361380 1143 20976 x 7 20976 0 0 TYSON FOODS INC COMMON 000361381 2 250 x 7 250 0 0 USX MARATHON GROUP COMMON 000361382 43613 1477901 x 7 1407271 0 71470 UST INC COMMON 000361383 6 200 x 7 200 0 0 USA TRUCK INC COMMON 000361384 97 13700 x 7 13700 0 0 US BANCORP DEL COMMON 000361385 15132 663996 x 7 663996 0 0 URS CORP NEW COMMON 000361386 7314 270900 x 7 265100 0 5800 USANA HEALTH SCIENCES ICOMMON 000361387 189 111300 x 7 107700 0 3600 USEC INC COMMON 000361388 8948 1061500 x 7 1023300 0 38200 U S CONCRETE INC COMMON 000361389 259 32500 x 7 32500 0 0 USX-U S STL COMMON 000361390 858 42575 x 7 42575 0 0 U S XPRESS ENTERPRISES COMMON 000361391 99 14000 x 7 14000 0 0 UGLY DUCKLING CORP COMMON 000361392 975 223200 x 7 217500 0 5700 USA ED INC COMMON 000361393 8558 117230 x 7 117230 0 0 UNIFIRST CORP MASS COMMON 000361394 3131 164800 x 7 164800 0 0 UNILEVER ADR(904784709)COMMON 000361395 415 6960 x 7 6960 0 0 UNION ACCEP CORP COMMON 000361396 412 73000 x 7 72000 0 1000 UNION PAC CORP COMMON 000361397 83 1518 x 7 1518 0 0 UNION PACIFIC PFD CV 000361398 133 2800 x 7 2800 0 0 UNION PLANTERS CORP COMMON 000361399 7 150 x 7 150 0 0 UNITED AUTO GROUP INC COMMON 000361400 7198 411300 x 7 402800 0 8500 UNITED DOMINION RLTY COMMON 000361401 152 10606 x 7 606 0 10606 UNITED RENTALS INC COMMON 000361402 9973 384300 x 7 384300 0 0 UNITED RETAIL GROUP INCCOMMON 000361403 505 66400 x 7 61900 0 4500 U S INDS INC NEW COMMON 000361404 4203 1025000 x 7 985000 0 40000 UNITED STATIONERS INC COMMON 000361405 18693 592300 x 7 573800 0 18500 UNIVERSAL CORP VA COMMON 000361406 22285 561900 x 7 545900 0 16000 UNIVERSAL FST PRODS INCCOMMON 000361407 8928 396800 x 7 385000 0 11800 UNIVERSAL STAINLESS & ACOMMON 000361408 792 86100 x 7 84100 0 2000 UNO RESTAURANT CORP COMMON 000361409 896 94800 x 7 90300 0 4500 UNOCAL CORP COMMON 000361410 589 17250 x 7 17250 0 0 UNUMPROVIDENT CORP COMMON 000361411 28645 891804 x 7 798954 0 93435 UPM KYMMENE CORP COMMON 000361412 5183 182828 x 7 182608 0 220 USFREIGHTWAYS CORP CO COMMON 000361413 25288 857202 x 7 835302 1220 21840 URBAN OUTFITTERS INC COMMON 000361414 293 27300 x 7 27300 0 0 UTAH MED PRODS INC COMMON 000361415 429 37795 x 7 36679 0 1116 V F CORP COMMON 000361416 5 150 x 7 150 0 0 VALERO ENERGY CORP NEW COMMON 000361417 0 0 x 7 0 0 0 VARIAN SEMICONDUCTOR EQCOMMON 000361418 22852 544100 x 7 529000 0 15100 VERIZON COMMON 000361419 57344 1071844 x 7 1009767 0 62121 VESTCOM INTL INC COMMON 000361420 6 2700 x 7 2700 0 0 VESTA INS GROUP INC COMMON 000361421 1041 95100 x 7 85900 0 9200 VIACOM INC COMMON 000361422 52 1000 x 7 1000 0 0 VICON INDS INC COMMON 000361423 135 56400 x 7 55400 0 1000 VILLAGE SUPER MKT INC COMMON 000361424 65 3800 x 7 3800 0 0 VINTAGE PETE INC COMMON 000361425 10643 569150 x 7 561360 1400 7635 VISHAY INTERTECHNOLOGY COMMON 000361426 1724 74960 x 7 74960 0 0 VISTEON CORP COMMON 000361427 3 170 x 7 170 0 0 VIVENDI UNIVERSAL COMMON 000361428 6932 119250 x 7 113584 0 6265 VOLT INFORMATION SCIENCCOMMON 000361429 788 45000 x 7 45000 0 0 VULCAN MATLS CO COMMON 000361430 8 150 x 7 150 0 0 WFS FINL INC COMMON 000361431 2729 88754 x 7 86921 0 1833 WPP GROUP PLC SPONS A COMMON 000361432 1918 38085 x 7 37810 0 845 WSFS FINL CORP COMMON 000361433 3772 219300 x 7 213100 0 6200 WVS FINL CORP COMMON 000361434 14 1000 x 7 1000 0 0 WABASH NATL CORP COMMON 000361435 2379 196600 x 7 196600 0 0 WABTEC CORP COMMON 000361436 12942 862800 x 7 841300 0 21500 WACHOVIA CORP COMMON 000361437 28727 403745 x 7 371910 0 32655 WACKENHUT CORRECTIONS CCOMMON 000361438 2104 160600 x 7 157200 0 3400 WADDELL & REED FINL INCCOMMON 000361439 219 6900 x 7 6900 0 0 WALLACE COMPUTER SERVICCOMMON 000361440 4090 247300 x 7 247300 0 0 WASHINGTON FED INC COMMON 000361441 7432 303114 x 7 293275 1682 9079 WASHINGTON MUT INC COMMON 000361442 10738 285970 x 7 285970 0 0 WATSCO INC COMMON 000361443 776 55000 x 7 50800 0 4200 WATTS INDS INC COMMON 000361444 3953 233200 x 7 233200 0 0 WEBB DEL CORP COMMON 000361445 14744 381069 x 7 373069 0 8000 WEBMD CORP COM COMMON 000361446 3158 451125 x 7 421225 0 30350 WEBSTER FINL CORP CONN COMMON 000361447 6481 197700 x 7 197700 0 0 WELLMAN INC COMMON 000361448 1225 68450 x 7 53450 0 15300 WELLS FARGO & CO NEW COMMON 000361449 500 10771 x 7 10771 0 0 WELLSFORD REAL PPTYS COMMON 000361450 4594 237390 x 7 226420 2190 10520 WESCO INTL INC COMMON 000361451 6332 695800 x 7 672700 0 23100 WEST COAST BANCORP ORE COMMON 000361452 301 23760 x 7 23760 0 0 WESTAFF INC COMMON 000361453 964 292000 x 7 284300 0 7700 WESTBANK CORP COMMON 000361454 68 7100 x 7 7100 0 0 WESTCOAST HOSPITALITY CCOMMON 000361455 69 9200 x 7 9200 0 0 WESTCORP INC COMMON 000361456 216 10200 x 7 10200 0 0 WESTERN RESOURCES, IN COMMON 000361457 16021 745135 x 7 709595 2480 34870 WESTPOINT STEVENS INC COMMON 000361458 557 409800 x 7 401000 0 8800 WEYERHAEUSER CO COMMON 000361459 11 200 x 7 200 0 0 WHIRLPOOL CORP COM COMMON 000361460 5781 92500 x 7 89500 0 3600 WHITEHALL JEWELLERS INCCOMMON 000361461 67 7300 x 7 7300 0 0 WILLIAMS COMMUNICATIO COMMON 000361462 7847 2642003 x 7 2493713 0 149122 WILLIAMS COS INC COM COMMON 000361463 45165 1370720 x 7 1297655 0 73745 WILLIAMS CLAYTON ENERGYCOMMON 000361464 531 31300 x 7 31300 0 0 WILLIS LEASE FINANCE COCOMMON 000361465 601 54300 x 7 52000 0 2300 WILSONS THE LEATHER EXPCOMMON 000361466 2979 160600 x 7 150700 0 9900 WINNEBAGO INDS INC COMMON 000361467 1577 51300 x 7 50100 0 1200 WISCONSIN CENT TRANSN CCOMMON 000361468 4132 247000 x 7 247000 0 0 WOLTERS KLUWER N V AD COMMON 000361469 10017 377670 x 7 343056 0 35467 WOLVERINE TUBE INC COMMON 000361470 4589 276959 x 7 269359 0 7600 WOODWARD GOVERNOR CO COMMON 000361471 4226 50100 x 7 50100 0 0 WORKFLOW MGMT INC COMMON 000361472 1752 282500 x 7 274900 0 7600 WORLD ACCEP CORP DEL COMMON 000361473 4000 434300 x 7 423100 0 11200 WORLD FUEL SVCS CORP COMMON 000361474 2837 237400 x 7 231200 0 6200 WORLDCOM INC COMMON 000361475 58517 4120932 x 7 3885317 0 236315 WORLDCOM INC WORLDCOM COMMON 000361476 1988 123460 x 7 114632 0 9573 WORTHINGTON INDS INC COMMON 000361477 6635 487900 x 7 487900 0 0 XCEL ENERGY INC COMMON 000361478 4 150 x 7 150 0 0 XETA TECHNOLOGIES INC COMMON 000361479 10 2000 x 7 2000 0 0 XETEL CORP COMMON 000361480 14 5200 x 7 5200 0 0 XEROX CORP COMMON 000361481 2 260 x 7 260 0 0 XTRA CORP COMMON 000361482 12737 256800 x 7 250800 0 6000 XYBERNAUT CORP COMMON 000361483 0 100 x 7 100 0 0 YARDVILLE NATL BANCORP COMMON 000361484 2232 159400 x 7 157000 0 2400 YELLOW CORP COMMON 000361485 11796 621522 x 7 607622 0 13900 YORK GROUP INC COMMON 000361486 546 55800 x 7 53800 0 2000 YORK INTL CORP NEW COMMON 000361487 15777 450500 x 7 434900 0 15600 ZALE CORP NEW COMMON 000361488 25090 744520 x 7 727920 0 16600 ZOMAX INC MINN COMMON 000361489 5440 610600 x 7 597200 0 13400 AFSC EQUITY FUND COMMON 000361490 13237 583885 x 7 885 0 583885 ACE LTD COMMON 000361491 44087 1127840 x 7 1097435 0 30600 ANNUITY & LIFE RE HLD COMMON 000361492 7479 209192 x 7 203108 1040 6306 EVEREST RE GROUP COMMON 000361493 8083 108055 x 7 104870 470 3150 RENAISSANCE RE HLDGS LTCOMMON 000361494 11028 148920 x 7 146120 0 2800 SMITH & NEPHEW P L C COMMON 000361495 397 76581 x 7 75245 0 1917 TRANSOCEAN SEDCO FORE COMMON 000361496 24539 594870 x 7 538475 0 56975 TRITON ENERGY LTD COMMON 000361497 88 2700 x 7 2700 0 0 XL CAPITAL LTD. COMMON 000361498 19332 235466 x 7 222934 0 13296 ARCADIS NV ORD SHS COMMON 000361499 190 25599 x 7 599 0 25599 TEEKAY SHIPPING MARSHALCOMMON 000361500 76 1900 x 7 1900 0 0 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Gray Seifert & Co. For Positions Held 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- ***ELAN CORP PLC-ADR Com 284131208 4577 75025 X 8 0 0 75025 ***ROYAL DUTCH PETROLEUM CO Com 780257804 660 11319 X 8 0 0 11319 ***SUN LIFE FINANCIAL SERVICESCom 866796105 957 40275 X 8 0 0 40275 ABBOTT LABS Com 002824100 403 8400 X 8 8400 0 0 AFFILIATED MANAGERS GROU Com 008252108 5535 90000 X 8 46375 0 43625 AFLAC INC Com 001055102 194 6158 X 8 6158 0 0 ALBERTA ENERGY LTD Com 012873105 6843 165933 X 8 77808 0 88125 ALLETE INC Com 018522102 45 2000 X 8 2000 0 0 ALLMERICA FINL CORP Com 019754100 35 600 X 8 600 0 0 AMBAC FINL GROUP INC Com 023139108 79 1357 X 8 1357 0 0 AMDOCS LTD ORD G02602103 3519 65350 X 8 32300 0 33050 AMERICAN EXPRESS CO Com 025816109 1173 30226 X 8 22626 0 7600 AMERICAN EXPRESS COMPANY Com 025816109 295 7600 X 8 0 7600 AMERICAN GENERAL CORP Com 026351106 3772 81191 X 8 46366 0 34825 AMERICAN HOME PRODS CORP Com 026609107 1102 18800 X 8 9600 0 9200 AMERICAN INTL GROUP INC Com 026874107 19067 223417 X 8 148550 0 74867 AMERICAN ITALIAN PASTA C CL A 027070101 8758 188750 X 8 77500 0 111250 AMGEN INC Com 031162100 55 900 X 8 900 0 0 AMPERSAND INTL GROUP INC Com 000706TD3 40 12 X 8 12 0 0 AMPERSAND IV Com 032991200 160 48 X 8 48 0 0 AMSOUTH BANCORPORATION Com 032165102 0 0 X 8 0 0 0 ANADARKO PETE CORP Com 032511107 5785 107183 X 8 49533 0 57650 ANALOG DEVICES INC Com 032654105 290 6700 X 8 6700 0 0 AOL TIME WARNER INC Com 00184A105 3817 72025 X 8 36000 0 36025 APACHE CORP Com 037411105 8599 169430 X 8 83942 0 85488 APOGENT TECHNOLOGIES INC Com 03760A101 98 4000 X 8 4000 0 0 APPLIED SIGNAL TECHNOLOG Com 038237103 121 23818 X 8 23818 0 0 APTARGROUP INC Com 038336103 20 625 X 8 625 0 0 ARCHSTONE CMNTYS TR SH BEN INT 039581103 9 334 X 8 334 0 0 AT&T LIBERTY MEDIA COM LIB GRP A 001957208 56 3200 X 8 3200 0 0 BALLARD PWR SYS INC Com 05858H104 47 1000 X 8 1000 0 0 BANK NEW YORK INC Com 064057102 1008 21000 X 8 21000 0 0 BANK OF AMERICA CORP Com 060505104 486 8100 X 8 8100 0 0 BANK OF THE NORTHWEST PO Com 064206105 299 20000 X 8 20000 0 0 BANKNORTH GROUP INC NEW Com 06646R107 1357 59900 X 8 45300 0 14600 BAXTER INTL INC Com 071813109 7441 149425 X 8 79500 0 69925 BB&T CORP Com 054937107 5018 136751 X 8 70525 0 66226 BELLSOUTH CORP Com 079860102 68 1700 X 8 1700 0 0 BERKSHIRE HATHAWAY INC D CL A 084670108 347 5 X 8 1 0 4 BERKSHIRE HATHAWAY INC D CL B 084670207 28 12 X 8 12 0 0 BIOMET INC Com 090613100 1226 25500 X 8 25500 0 0 BISYS GROUP INC Com 055472104 7392 125280 X 8 65780 0 59500 BP PLC DEPOSITORY REC055622104 1835 36827 X 8 32447 0 4380 BRISTOL MYERS SQUIBB CO Com 110122108 1038 19850 X 8 8800 0 11050 BURLINGTON RES INC Com 122014103 1836 46200 X 8 46200 0 0 BURLINGTON RESOURCES INC Com 122014103 2087 52250 X 8 0 0 52250 CARDINAL HEALTH INC Com 14149Y108 70 1012 X 8 1012 0 0 CASCADE BANCORP Com 147154108 654 57840 X 8 57840 0 0 CASCADE BANCORP Com 147154108 246 17560 X 8 0 0 17560 CENTENNIAL BANCORP Com 15133T104 91 11000 X 8 11000 0 0 CHARLES SCHWAB CORP NEW Com 808513105 271 17700 X 8 0 0 17700 CHEVRON CORPORATION Com 166751107 2024 22367 X 8 22367 0 0 CHUBB CORP Com 171232101 155 2000 X 8 2000 0 0 CISCO SYS INC Com 17275R102 6696 367908 X 8 241808 0 126100 CITIGROUP INC Com 172967101 6100 115434 X 8 115434 0 0 CITIGROUP INC Com 172967101 2561 48467 X 8 0 0 48467 CITY NATIONAL CORP Com 178566105 649 14650 X 8 0 0 14650 CITY NATL CORP Com 178566105 1454 32825 X 8 32825 0 0 COBIZ INC Com 190897108 364 16000 X 8 16000 0 0 COBIZ INC Com 190897108 287 12600 X 8 0 0 12600 COLGATE PALMOLIVE CO Com 194162103 6996 118600 X 8 118600 0 0 COLGATE PALMOLIVE CO Com 194162103 5224 88550 X 8 0 0 88550 COLUMBIA BANCORP Com 197227101 131 10000 X 8 10000 0 0 COMCAST CORP CL A SPL 200300200 2912 67100 X 8 67100 0 0 COMCAST CORP CL A-SPL Com 200300200 2600 59915 X 8 0 0 59915 COMERICA INC Com 200340107 864 15000 X 8 15000 0 0 COMMERCE BANCSHARES INC Com 200525103 2976 80658 X 8 80658 0 0 COMMERCE BANCSHARES INC Com 200525103 2636 71447 X 8 0 0 71447 COMPUTER SCIENCES CORP Com 205363104 10 275 X 8 275 0 0 CONAGRA FOODS INC Com 205887102 119 6000 X 8 6000 0 0 CONCORD EFS INC Com 206197105 5215 100275 X 8 100275 0 0 CONCORD EFS INC Com 206197105 5379 103425 X 8 0 0 103425 CONSOLIDATED EDISON INC Com 209115104 595 14950 X 8 0 0 14950 CONTOUR ENERGY CO Com 21220C103 0 12 X 8 12 0 0 COSTCO WHSL CORP NEW Com 22160K105 1594 38800 X 8 38800 0 0 COUNTRYWIDE CR INDS INC Com 222372104 551 12000 X 8 12000 0 0 COX COMMUNICATIONS INC Com 224044107 1088 24550 X 8 0 0 24550 COX COMMUNICATIONS INC N CL A 224044107 2149 48500 X 8 48500 0 0 CSG SYS INTL INC Com 126349109 2225 39200 X 8 39200 0 0 CSG SYSTEMS INTERNATIONAL INC Com 126349109 2424 41800 X 8 0 0 41800 CULLEN FROST BANKERS INC Com 229899109 1908 56375 X 8 56375 0 0 CULLEN FROST BANKERS INC Com 229899109 1190 35150 X 8 0 0 35150 CVS CORP Com 126650100 2999 77696 X 8 77696 0 0 CVS CORP Com 126650100 2926 75802 X 8 0 0 75802 DEUTSCHE TELEKOM AG DEPOSITORY REC251566105 249 11085 X 8 11085 0 0 DEVON ENERGY CORP NEW Com 25179M103 5783 110150 X 8 53400 0 56750 DISNEY WALT CO COM DISNEY 254687106 0 1 X 8 1 0 0 DOMINION RES INC VA Com 257470104 10 250 X 8 250 0 0 DOVER CORP Com 260003108 45 1200 X 8 1200 0 0 DOW CHEM CO Com 260543103 299 9000 X 8 9000 0 0 DST SYS INC DEL Com 233326107 4000 75900 X 8 75900 0 0 DST SYSTEMS INC-DEL Com 233326107 1734 32900 X 8 0 0 32900 DU PONT E I DE NEMOURS & Com 263534109 69 1440 X 8 1440 0 0 DUKE ENERGY CORP Com 264399106 1205 30900 X 8 30900 0 0 DUKE ENERGY CORP Com 264399106 2011 51550 X 8 0 0 51550 DURAMED PHARMACEUTICALS Com 266354109 18 1000 X 8 1000 0 0 EAGLE GEOPHYSICAL INC Com 269524104 0 322 X 8 322 0 0 EASTMAN CHEM CO Com 277432100 1 30 X 8 30 0 0 EASTMAN KODAK CO Com 277461109 35 740 X 8 740 0 0 ECHOSTAR COMMUNICATIONS CL A 278762109 2357 72700 X 8 72700 0 0 ECHOSTAR COMMUNICATIONS CORP Com 278762109 257 7925 X 8 0 0 7925 ECO SOIL SYSTEMS INC Com 278858105 3 14000 X 8 0 0 14000 EDWARDS AG INC Com 281760108 648 14400 X 8 14400 0 0 EL PASO CORP Com 28336L109 3053 58105 X 8 31035 0 27070 ELAN PLC DEPOSITORY REC284131208 3907 64050 X 8 64050 0 0 ELI LILLY & CO Com 532457108 5733 77475 X 8 0 0 77475 ENRON CORP Com 293561106 3007 61252 X 8 61252 0 0 ENRON CORP Com 293561106 1152 23500 X 8 0 0 23500 EOG RES INC Com 26875P101 5439 152992 X 8 74042 0 78950 ESTEE LAUDER COMPANIES INC Com 518439104 366 8500 X 8 0 0 8500 EXXON MOBIL CORP Com 30231G102 10200 116770 X 8 72857 0 43913 FANNIE MAE Com 313586109 600 7050 X 8 0 0 7050 FEDERAL HOME LN MTG CORP Com 313400301 1164 17100 X 8 17100 0 0 FEDERAL NATL MTG ASSN Com 313586109 1667 19600 X 8 19600 0 0 FEDERATED INVS INC PA CL B 314211103 644 20000 X 8 20000 0 0 FIFTH THIRD BANCORP Com 316773100 4355 72525 X 8 72525 0 0 FIFTH THIRD BANCORP Com 316773100 3077 51240 X 8 0 0 51240 FINANCIAL FED CORP Com 317492106 434 15000 X 8 15000 0 0 FIRST DATA CORP Com 319963104 3121 48500 X 8 48500 0 0 FIRST DATA CORP Com 319963104 832 12950 X 8 0 0 12950 FISERV INC Com 337738108 10464 163549 X 8 163549 0 0 FISERV INC Com 337738108 7271 113641 X 8 0 0 113641 FLEETBOSTON FINL CORP Com 339030108 1014 25700 X 8 25700 0 0 FLEETBOSTON FINL CORP Com 339030108 899 22794 X 8 0 0 22794 FORD MTR CO DEL COM PAR $0.01 345370860 107 4370 X 8 4370 0 0 FRANKLIN RES INC Com 354613101 59 1282 X 8 1282 0 0 GANNETT INC Com 364730101 110 1667 X 8 1667 0 0 GENERAL ELEC CO Com 369604103 23758 487346 X 8 487346 0 0 GENERAL ELECTRIC CO Com 369604103 8034 164809 X 8 0 0 164809 GENERAL MLS INC Com 370334104 412 9400 X 8 9400 0 0 GENERAL MOTORS CORP-CL H NEW Com 370442832 2552 126012 X 8 0 0 126012 GENERAL MTRS CL H CL H NEW 370442832 3774 180900 X 8 180900 0 0 GILLETTE CO Com 375766102 1113 38400 X 8 38400 0 0 GILLETTE CO Com 375766102 875 30200 X 8 0 0 30200 GLAXOSMITHKLINE PLC DEPOSITORY REC37733W105 19 341 X 8 341 0 0 GLOBAL CROSSING LTD Com G3921A100 52 6000 X 8 6000 0 0 GREATER BAY BANCORP Com 391648102 3110 124511 X 8 124511 0 0 GREATER BAY BANCORP Com 391648102 3886 155575 X 8 0 0 155575 H E R C PRODS INC Com 404165102 1 5000 X 8 5000 0 0 HAIN CELESTIAL GROUP INC Com 405217100 783 35575 X 8 35575 0 0 HAIN CELESTIAL GROUP INC Com 405217100 703 31950 X 8 0 0 31950 HANCOCK JOHN FINL SVCS I Com 41014S106 7137 177272 X 8 90808 0 86464 HANDYMAN CORP LIQUID TR Com 525996104 1 1000 X 8 1000 0 0 HARBOR FLA BANCSHARES IN Com 411901101 2059 107501 X 8 107501 0 0 HARBOR FLORIDA BANCSHARES INC Com 411901101 1381 72106 X 8 0 0 72106 HEALTH MGMT ASSOC INC NE CL A 421933102 119 5667 X 8 5667 0 0 HENRY JACK & ASSOC INC Com 426281101 4329 139632 X 8 139632 0 0 HENRY JACK & ASSOCIATES INC Com 426281101 4940 159358 X 8 0 0 159358 HERSHEY FOODS CORP Com 427866108 1969 31905 X 8 31905 0 0 HERSHEY FOODS CORP Com 427866108 2372 38441 X 8 0 0 38441 HEWLETT PACKARD CO Com 428236103 86 3000 X 8 3000 0 0 HOME DEPOT INC Com 437076102 2443 52476 X 8 52476 0 0 HOME DEPOT INC Com 437076102 231 4962 X 8 0 0 4962 HOMEFED CORP COM NEW 43739D208 1 1188 X 8 1188 0 0 HOOPER HOLMES INC Com 439104100 3165 310274 X 8 310274 0 0 HOOPER HOLMES INC Com 439104100 3427 334325 X 8 0 0 334325 INTEL CORP Com 458140100 5710 195200 X 8 195200 0 0 INTEL CORP Com 458140100 1825 62400 X 8 0 0 62400 INTERNATIONAL BUSINESS Com 459200101 4965 43941 X 8 0 0 43941 INTERNATIONAL BUSINESS M Com 459200101 8730 77256 X 8 77256 0 0 J P MORGAN CHASE & CO Com 46625H100 4295 96300 X 8 96300 0 0 J P MORGAN CHASE & CO Com 46625H100 3506 78610 X 8 0 0 78610 JEFFERSON PILOT CORP Com 475070108 3533 73111 X 8 73111 0 0 JEFFERSON PILOT CORP Com 475070108 2906 60142 X 8 0 0 60142 JOHNSON & JOHNSON Com 478160104 8232 164638 X 8 164638 0 0 JOHNSON & JOHNSON Com 478160104 9355 187102 X 8 0 0 187102 KENDLE INTERNATIONAL INC Com 48880L107 40 2000 X 8 2000 0 0 KERRY PETROLEUM Com M97586248 1512 604999 X 8 604999 0 0 KEYSPAN CORP Com 49337W100 238 6533 X 8 0 0 6533 KIMBERLY CLARK CORP Com 494368103 67 1200 X 8 1200 0 0 KIMCO REALTY CORP Com 49446R109 983 20767 X 8 20767 0 0 KOHLS CORP Com 500255104 1913 30500 X 8 30500 0 0 KROGER CO Com 501044101 4483 179325 X 8 179325 0 0 KROGER CO Com 501044101 4416 176625 X 8 0 0 176625 L OREAL CO DEPOSITORY REC502117203 710 55000 X 8 55000 0 0 LAUDER ESTEE COS INC CL A 518439104 1452 33700 X 8 33700 0 0 LEGG MASON INC Com 524901105 1622 32600 X 8 32600 0 0 LEGG MASON INC Com 524901105 1355 27225 X 8 0 0 27225 LEHMAN BROS HLDGS INC Com 524908100 1854 24000 X 8 24000 0 0 LILLY ELI & CO Com 532457108 6064 81945 X 8 81945 0 0 LINCOLN NATIONAL CORP-IND Com 534187109 856 16550 X 8 0 0 16550 LINCOLN NATL CORP IND Com 534187109 4153 80250 X 8 80250 0 0 LINEAR TECHNOLOGY CORP Com 535678106 133 3000 X 8 3000 0 0 LOEWS CORP Com 540424108 515 8000 X 8 8000 0 0 LOUIS DREYFUS NAT GAS CO Com 546011107 2110 60550 X 8 60550 0 0 LOUIS DREYFUS NATURAL GAS CORPCom 546011107 2523 72400 X 8 0 0 72400 LSI INDS INC Com 50216C108 47 2000 X 8 2000 0 0 M & T BANK CORP Com 55261F104 2922 38700 X 8 0 0 38700 M & T BK CORP Com 55261F104 3256 43125 X 8 43125 0 0 MANULIFE FINL CORP Com 56501R106 5894 211175 X 8 107750 0 103425 MARSH & MCLENNAN COS INC Com 571748102 2323 23000 X 8 23000 0 0 MARSHALL & ILSLEY CORP Com 571834100 1056 19600 X 8 19600 0 0 MASSBANK CORP READ MASS Com 576152102 31 800 X 8 800 0 0 MATTEL INC Com 577081102 14 747 X 8 747 0 0 MCDONALDS CORP Com 580135101 568 21000 X 8 21000 0 0 MCGRAW HILL COMPANIES INC Com 580645109 212 3200 X 8 0 0 3200 MCLEOD INC-CL A Com 582266102 65 14100 X 8 0 0 14100 MCN ENERGY GROUP INC Com 55267J100 9 392 X 8 392 0 0 MEDTRONIC INC Com 585055106 1573 34183 X 8 34183 0 0 MEDTRONIC INC Com 585055106 1046 22726 X 8 0 0 22726 MERCANTILE BANKSHARES CO Com 587405101 1049 26800 X 8 26800 0 0 MERCANTILE BANKSHARES CORP Com 587405101 470 12000 X 8 0 0 12000 MERCK & CO INC Com 589331107 3876 60642 X 8 60642 0 0 MERCK & CO INC Com 589331107 2622 41034 X 8 0 0 41034 MERRILL LYNCH & CO INC Com 590188108 782 13200 X 8 13200 0 0 METLIFE INC Com 59156R108 96 3100 X 8 3100 0 0 MICROSOFT CORP Com 594918104 2892 39610 X 8 39610 0 0 MICROSOFT CORP Com 594918104 664 9100 X 8 0 0 9100 MID-STATE BANCSHARES Com 595440108 1296 71050 X 8 71050 0 0 MID-STATE BANCSHARES Com 595440108 625 34250 X 8 0 0 34250 MINNESOTA MNG & MFG CO Com 604059105 228 2000 X 8 2000 0 0 MIRANT CORP Com 604675108 1665 48400 X 8 48400 0 0 MISSISSIPPI VY BANCSHARE Com 605720101 678 17000 X 8 17000 0 0 MOLEX INC CL A 608554200 45 1500 X 8 1500 0 0 NABORS INDS INC Com 629568106 2470 66400 X 8 66400 0 0 NABORS INDUSTRIES INC Com 629568106 2859 76850 X 8 0 0 76850 NATIONAL CITY CORP Com 635405103 677 22000 X 8 22000 0 0 NATIONAL COMMERCE FINL C Com 63545P104 6560 269150 X 8 135600 0 133550 NATIONAL-OILWELL INC Com 637071101 2241 83633 X 8 83633 0 0 NATIONAL-OILWELL INC Com 637071101 2759 102950 X 8 0 0 102950 NATIONWIDE FINL SVCS INC CL A 638612101 704 16125 X 8 16125 0 0 NESTLE S A DEPOSITORY REC641069406 468 8800 X 8 8800 0 0 NEUBERGER BERMAN INC Com 641234109 41 600 X 8 600 0 0 NEW YORK TIMES CO CL A 650111107 11 268 X 8 268 0 0 NEXTEL COMMUNICATIONS IN CL A 65332V103 1566 89460 X 8 67200 0 22260 NORTH FORK BANCORPORATIO Com 659424105 5205 167888 X 8 167888 0 0 NORTH FORK BANCORPORATION INC Com 659424105 3689 118987 X 8 0 0 118987 NORTHERN TR CORP Com 665859104 10975 175593 X 8 175593 0 0 NORTHERN TRUST CORP Com 665859104 4070 65122 X 8 0 0 65122 NORTHRIM BANK-ANCHORAGE ALASKACom 666764105 807 58025 X 8 0 0 58025 NORTHRIM BK ALASKA Com 666764105 1780 128000 X 8 128000 0 0 OLD KENT FINL CORP Com 679833103 0 1 X 8 1 0 0 ORACLE CORP Com 68389X105 1628 85700 X 8 60800 0 24900 OXFORD HEALTH PLANS INC Com 691471106 8 273 X 8 273 0 0 PACIFIC CAP BANCORP NEW Com 69404P101 3334 109475 X 8 55750 0 53725 PACIFIC CENTY FINL CORP Com 694058108 645 25000 X 8 25000 0 0 PACIFIC NORTHWEST BANCOR Com 69466M103 500 20000 X 8 20000 0 0 PALM INC Com 696642107 8 1251 X 8 1251 0 0 PANAMSAT CORP NEW Com 697933109 233 6000 X 8 6000 0 0 PANAMSAT CORP NEW Com 697933109 280 7200 X 8 0 0 7200 PENNSYLVANIA COMMERCE Com 708677109 834 25096 X 8 0 0 25096 PFIZER INC Com 717081103 6051 151088 X 8 151088 0 0 PFIZER INC Com 717081103 9764 243795 X 8 0 0 243795 PHILADELPHIA CONS HLDG C Com 717528103 3148 90525 X 8 90525 0 0 PHILADELPHIA CONSOLIDATED Com 717528103 2232 64175 X 8 0 0 64175 POWER SPECTRA INC Com 738901107 0 300 X 8 300 0 0 PRAXAIR INC Com 74005P104 2397 51000 X 8 51000 0 0 PRICE T ROWE GROUP INC Com 74144T108 778 20800 X 8 20800 0 0 PROCTER & GAMBLE CO Com 742718109 7005 109792 X 8 109792 0 0 PROCTER & GAMBLE CO Com 742718109 3924 61510 X 8 0 0 61510 PROGRESS ENERGY INC Com 743263105 157 3500 X 8 3500 0 0 PROTECTIVE LIFE CORP Com 743674103 687 20000 X 8 20000 0 0 QUAKER OATS CO Com 747402105 438 4800 X 8 4800 0 0 QWEST COMMUNICATIONS INT Com 749121109 670 21013 X 8 21013 0 0 RAYMOND JAMES FINANCIAL Com 754730109 24 800 X 8 800 0 0 RIVIANA FOODS INC Com 769536103 1060 58400 X 8 58400 0 0 RIVIANA FOODS INC-DEL Com 769536103 691 38050 X 8 0 0 38050 ROSLYN BANCORP INC Com 778162107 789 30000 X 8 0 0 30000 ROYAL DUTCH PETE CO DEPOSITORY REC780257804 1349 23150 X 8 23150 0 0 RSA SEC INC Com 749719100 1054 34050 X 8 34050 0 0 RSA SECURITY INC Com 749719100 500 16150 X 8 0 0 16150 SAFEWAY INC COM NEW 786514208 2836 59075 X 8 59075 0 0 SAFEWAY INC Com 786514208 3064 63834 X 8 0 0 63834 SBC COMMUNICATIONS INC Com 78387G103 529 13223 X 8 8000 0 5223 SCHERING PLOUGH CORP Com 806605101 1569 43281 X 8 43281 0 0 SCHLUMBERGER LTD Com 806857108 927 17600 X 8 17600 0 0 SCHWAB CHARLES CORP NEW Com 808513105 356 22600 X 8 22600 0 0 SEACOAST BKG CORP FLA CL A 811707108 420 12000 X 8 12000 0 0 SEARS ROEBUCK & CO Com 812387108 51 1200 X 8 1200 0 0 SEITEL INC COM NEW 816074306 383 29225 X 8 29225 0 0 SEITEL INC NEW Com 816074306 388 29592 X 8 0 0 29592 SMITH INTERNATIONAL INC-W/RTS Com 832110100 352 5870 X 8 0 0 5870 SMITH INTL INC Com 832110100 899 14900 X 8 14900 0 0 SOLECTRON CORP Com 834182107 5 275 X 8 275 0 0 SOUTHWEST BANCORPORATION Com 84476R109 4541 150300 X 8 82250 0 68050 SPRINT CORP PCS GRP PCS COM SER 1 852061506 1304 54000 X 8 54000 0 0 SPRINT CORPORATION Com 852061506 932 38600 X 8 0 0 38600 STANCORP FINL GROUP INC Com 852891100 3995 84301 X 8 84301 0 0 STANCORP FINL GROUP INC Com 852891100 4362 92050 X 8 0 0 92050 STANDARD & POORS DEPOSITARY Com 78462F103 1401 11429 X 8 0 0 11429 STATE STR CORP Com 857477103 6163 124532 X 8 124532 0 0 STATE STREET CORP Com 857477103 4073 82300 X 8 0 0 82300 STERLING BANCSHARES INC Com 858907108 480 25000 X 8 25000 0 0 STERLING BANCSHARES INC Com 858907108 242 12600 X 8 0 0 12600 STERLING VALLEY INC Com 859993909 9 330 X 8 330 0 0 SUN LIFE FINL SVCS CDA I Com 866796105 1943 81800 X 8 81800 0 0 SUN MICROSYSTEMS INC Com 866810104 2396 152400 X 8 152400 0 0 SUN MICROSYSTEMS INC Com 866810104 1108 70500 X 8 0 0 70500 SUNGARD DATA SYS INC Com 867363103 77 2556 X 8 2556 0 0 SUNTRUST BKS INC Com 867914103 930 14352 X 8 14352 0 0 SWIFT ENERGY CO Com 870738101 2091 69400 X 8 69400 0 0 SWIFT ENERGY CO Com 870738101 2572 85375 X 8 0 0 85375 SYBRON DENTAL SPECIALTIE Com 871142105 27 1333 X 8 1333 0 0 SYNERGISTICS INC Com 871599106 658 455000 X 8 455000 0 0 SYSCO CORP Com 871829107 2027 74650 X 8 74650 0 0 SYSCO CORP Com 871829107 2176 80150 X 8 0 0 80150 TCF FINANCIAL CORP Com 872275102 4654 100500 X 8 0 0 100500 TCF FINL CORP Com 872275102 4969 107300 X 8 107300 0 0 TEJAS GAS CORP DEL Com 879075109 0 3 X 8 3 0 0 TENGASCO INC COM NEW 88033R205 89 6582 X 8 6582 0 0 TEXACO INC Com 881694103 481 7223 X 8 7223 0 0 TEXAS INSTRS INC Com 882508104 1295 40600 X 8 40600 0 0 TEXAS INSTRUMENTS INC Com 882508104 206 6550 X 8 0 0 6550 TEXAS REGIONAL BANCSHARES INC Com 882673106 4278 106177 X 8 0 0 106177 TEXAS REGL BANCSHARES IN CL A VTG 882673106 4647 115347 X 8 115347 0 0 TRANSATLANTIC HLDGS INC Com 893521104 71 582 X 8 582 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 56 1355 X 8 1355 0 0 TREMONT ADVISERS INC CL B 894729201 400 20000 X 8 20000 0 0 TUCKER ANTHONY SUTRO Com 898647102 330 15000 X 8 15000 0 0 TURNSTONE SYSTEMS INC Com 900423104 53 7500 X 8 7500 0 0 UBS AG ORD H8920G155 17 123 X 8 123 0 0 UCBH HOLDINGS INC Com 90262T308 5425 178750 X 8 88725 0 90025 UNILEVER N V DEPOSITORY REC904784709 247 4142 X 8 4142 0 0 UNITED PARCEL SERVICE IN CL B 911312106 2693 46600 X 8 46600 0 0 UNITED PARCEL SVC INC Com 911312106 396 6850 X 8 0 0 6850 UNITED STATES CELLULAR C Com 911684108 1297 22500 X 8 22500 0 0 UNUMPROVIDENT CORP Com 91529Y106 642 20000 X 8 20000 0 0 US BANCORP DEL COM NEW 902973304 1359 59643 X 8 59643 0 0 US BANCORP DEL Com 902973304 237 10394 X 8 0 0 10394 US CELLULAR CORP Com 911684108 522 9050 X 8 0 0 9050 USA ED INC Com 90390U102 7591 103983 X 8 53583 0 50400 VALERO ENERGY CORP NEW Com 91913Y100 202 5500 X 8 5500 0 0 VECTOR GROUP LTD Com 92240M108 13 412 X 8 412 0 0 VERITAS SOFTWARE CO Com 923436109 432 6500 X 8 6500 0 0 VERIZON COMMUNICATIONS Com 92343V104 930 17390 X 8 10975 0 6415 WADDELL & REED FINANCIAL INC Com 930059100 1107 34862 X 8 0 0 34862 WADDELL & REED FINL INC CL A 930059100 1479 46576 X 8 46576 0 0 WAL MART STORES INC Com 931142103 1823 37364 X 8 37364 0 0 WALGREEN CO Com 931422109 4735 137413 X 8 137413 0 0 WALGREEN CO Com 931422109 4803 140650 X 8 0 0 140650 WAL-MART STORES INC Com 931142103 1030 21110 X 8 0 0 21110 WASHINGTON MUT INC Com 939322103 4573 121797 X 8 121797 0 0 WASHINGTON MUTUAL INC Com 939322103 4108 109406 X 8 0 0 109406 WELLS FARGO & CO NEW Com 949746101 4591 98890 X 8 98890 0 0 WELLS FARGO & CO-NEW Com 949746101 4195 90361 X 8 0 0 90361 WESTERN WIRELESS CORP-CL A CL A 95988E204 1720 40000 X 8 40000 0 0 WESTERN WIRELESS CORP-CL A Com 95988E204 804 18700 X 8 0 0 18700 WHOLE FOODS MKT INC Com 966837106 849 31326 X 8 31326 0 0 WILLIAMS COMPANIES INC Com 969457100 1504 45630 X 8 0 0 45630 WILLIAMS COS INC DEL Com 969457100 1568 47600 X 8 47600 0 0 WILMINGTON TRUST CORP Com 971807102 680 10850 X 8 10850 0 0 WINWARD ISLES SAILING CO Com 996041UC1 0 1 X 8 1 0 0 WM WRIGLEY JR CO Com 982526105 3615 77166 X 8 0 0 77166 WRIGLEY WM JR CO Com 982526105 3714 79271 X 8 79271 0 0 ZIONS BANCORP Com 989701107 4060 68822 X 8 0 0 68822 ZIONS BANCORPORATION Com 989701107 3767 63844 X 8 63844 0 0 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of: Legg Mason Capital Management, Inc. For Positions Held As Of: 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - ----------------------------------------------------------------------------------------------------------------------------------- Abercrombie & Fitch Co. Com 002896207 29148 655000 x 9 655,000 Acxiom Corporation Com 005125109 6495 496200 x 9 496,200 Albertson's, Inc. Com 013104104 259319 8646845 x 9 8,646,845 Amazon.com, Inc. Com 023135106 210715 14891550 x 9 14,891,550 American Express Company Com 025816109 48 1245 x 9 1,245 AOL Time Warner Inc. Com 00184A105 394050 7434900 x 9 7,434,900 Applied Materials Inc. Com 038222105 39 800 x 9 800 Arbitron Inc. Com 03875Q108 467 19380 x 9 19,380 Bank of America Corporation Com 060505104 79581 1325689 x 9 1,325,689 Bank One Corporation Com 06423A103 232874 6504855 x 9 6,504,855 Banknorth Group, Inc. Com 06646R107 1151 50800 x 9 50,800 Berkshire Hathaway Inc. Class Com 084670108 47053 678 x 9 678 Berkshire Hathaway Inc. Class Com 084670207 82646 35933 x 9 35,933 Big Lots, Inc. Com 089302103 2130 155700 x 9 155,700 Cabletron Systems, Inc. Com 126920107 18902 827200 x 9 827,200 Cadence Design Systems, Inc. Com 127387108 1608 86300 x 9 86,300 Caremark Rx, Inc. Com 141705103 3311 201300 x 9 201,300 Cell Genesys, Inc. Com 150921104 4414 215300 x 9 215,300 Ceridian Corporation Com 156779100 1858 96900 x 9 96,900 Citigroup Inc. Com 172967101 260724 4934221 x 9 4,934,221 Corning Incorporated Com 219350105 79303 4745845 x 9 4,745,845 Danaher Corporation Com 235851102 43391 774837 x 9 774,837 Dell Computer Corporation Com 247025109 206185 7884703 x 9 7,884,703 Eastman Kodak Company Com 277461109 255820 5480290 x 9 5,480,290 Fannie Mae Com 313586109 205193 2409780 x 9 2,409,780 First Union Corp. Com 337358105 2795 80000 x 9 80,000 FleetBoston Financial CorporatCom 339030108 174610 4426111 x 9 4,426,111 Gateway, Inc. Com 367626108 149178 9068596 x 9 9,068,596 General Motors Corporation Com 370442105 121531 1888597 x 9 1,888,597 Health Net Inc. Com 42222G108 96281 5533401 x 9 5,533,401 International Business MachineComorp.459200101 206894 1830917 x 9 1,830,917 International Speedway CorporaComn 460335201 71 1700 x 9 1,700 J.P. Morgan Chase & Co. Com 46625H100 203199 4556040 x 9 4,556,040 Koninklijke Philips ElectronicADR.V. 500472303 40 1500 x 9 1,500 Level 3 Communications, Inc. Com 52729N100 59767 10886530 x 9 10,886,530 Lexmark International, Inc. Com 529771107 2885 42900 x 9 42,900 Lloyds TSB Group plc For G5542W106 63413 6349555 x 9 6,349,555 Lloyds TSB Group plc ORD For 0870612 6864 967400 x 9 967,400 Mandalay Resort Group Com 562567107 37497 1368486 x 9 1,368,486 Manpower Inc. Com 56418H100 1595 53350 x 9 53,350 Marsh & McLennan Cos Inc Com 571748102 20 200 x 9 200 MBNA Corporation Com 55262L100 77146 2341308 x 9 2,341,308 McKesson HBOC, Inc. Com 58155Q103 204790 5516965 x 9 5,516,965 Metro-Goldwyn-Mayer Inc. Com 591610100 3902 172254 x 9 172,254 MGIC Investment Corporation Com 552848103 268706 3699149 x 9 3,699,149 MGM Mirage Inc. Com 552953101 30489 1017666 x 9 1,017,666 Modis Professional Services, ICom 607830106 1250 181200 x 9 181,200 Nextel Communications, Inc. Com 65332V103 193794 11073942 x 9 11,073,942 Nokia Oyj Sponsored ADR ADR 654902204 9 400 x 9 400 NOVA Corporation Com 669784100 3500 111300 x 9 111,300 Pinnacle Entertainment, Inc. Com 723456109 1605 218300 x 9 218,300 ProQuest Company Com 74346P102 1003 32350 x 9 32,350 Radian Group Inc. Com 750236101 7683 189936 x 9 189,936 Republic Services, Inc. Com 760759100 28687 1445200 x 9 1,445,200 Research In Motion Limited Com 760975102 9636 298800 x 9 298,800 Silicon Valley Bancshares Com 827064106 1210 55000 x 9 55,000 Starwood Hotels & Resorts WorlComde I85590A203 132149 3544756 x 9 3,544,756 Storage Technology CorporationCom 862111200 3836 278800 x 9 278,800 Sybase, Inc. Com 871130100 7921 481500 x 9 481,500 Symantec Corporation Com 871503108 13122 300350 x 9 300,350 Talk America Holdings Inc Com 87426R103 199 212200 x 9 212,200 Telefonos de Mexico SA Spons AADR 879403780 21464 611694 x 9 611,694 Tellabs, Inc. Com 879664100 115071 5937635 x 9 5,937,635 The Bear Stearns Companies IncCom 073902108 93052 1577949 x 9 1,577,949 The Home Depot, Inc. Com 437076102 51 1100 x 9 1,100 The Kroger Co. Com 501044101 169608 6784310 x 9 6,784,310 TJX Companies, Inc. Com 872540109 2021 63400 x 9 63,400 Toys 'R' Us, Inc. Com 892335100 154786 6253970 x 9 6,253,970 UnionBanCal Corporation Com 908906100 2851 84600 x 9 84,600 UnitedHealth Group IncorporateCom 91324P102 345391 5593382 x 9 5,593,382 UnumProvident Corporation Com 91529Y106 3610 112400 x 9 112,400 Wal-Mart Stores, Inc. Com 931142103 49 1000 x 9 1,000 Washington Mutual, Inc. Com 939322103 287258 7650025 x 9 7,650,025 Waste Management, Inc. Com 94106L109 415898 13494415 x 9 13,494,415 Wellpoint Health Networks Inc.Com 94973H108 7233 76750 x 9 76,750 WPP Group plc ORD For 0974042 6256 898900 x 9 898,900 WPP Group plc Sponsored ADR ADR 929309300 104010 2069850 x 9 2,069,850 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Legg Mason Funds Management, Inc. For Positions Helds As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- Olsen Associates Com 99EXMC906 0 30,000 x 10 30,000 Albertson's, Inc. Com 013104104 579,704 19,329,918 x 10 19,329,918 Acxiom Corporation Com 005125109 65,450 5,000,000 x 10 5,000,000 Applied Materials Inc. Com 038222105 9,820 200,000 x 10 200,000 Amazon.com, Inc. Com 023135106 530,002 37,455,992 x 10 37,455,992 AOL Time Warner Inc. Com 00184A105 27,471 19,386,243 x 10 19,386,243 Arbitron Inc. Com 03875Q108 12,532 520,000 x 10 520,000 Alltel Corp. Com 020039103 10,402 169,800 x 10 169,800 Avon Products, Inc. Com 054303102 2,157 46,600 x 10 46,600 American Express CompanCom 025816109 10,476 270,000 x 10 270,000 Bank of America CorporaComn 060505104 200,740 3,344,001 x 10 3,344,001 Bank One Corporation Com 06423A103 525,196 14,670,267 x 10 14,670,267 Banknorth Group, Inc. Com 06646R107 36,240 1,600,000 x 10 1,600,000 Big Lots, Inc. Com 089302103 68,400 5,000,000 x 10 5,000,000 Bristol-Myers Squibb CoCom 110122108 6,496 124,200 x 10 124,200 Berkshire Hathaway Inc.Comass A 084670108 324,723 4,679 x 10 4,679 Berkshire Hathaway Inc.Comass B 084670207 9,775 4,250 x 10 4,250 The Bear Stearns CompanCom Inc. 073902108 215,581 3,655,772 x 10 3,655,772 Citigroup Inc. Com 172967101 582,748 11,028,536 x 10 11,028,536 Circuit City Stores IncCom 172737108 9,810 545,000 x 10 545,000 Cadence Design Systems,Comc. 127387108 54,027 2,900,000 x 10 2,900,000 Cell Genesys, Inc. Com 150921104 39,672 1,935,200 x 10 1,935,200 Ceridian Corporation Com 156779100 59,427 3,100,000 x 10 3,100,000 Caremark Rx, Inc. Com 141705103 111,038 6,750,000 x 10 6,750,000 CNET Networks, Inc. Com 12613R104 58,500 4,500,000 x 10 4,500,000 Cabletron Systems, Inc.Com 126920107 210,704 9,221,200 x 10 9,221,200 Dell Computer CorporatiCom 247025109 441,048 16,866,082 x 10 16,866,082 Danaher Corporation Com 235851102 75,618 1,350,329 x 10 1,350,329 Eastman Kodak Company Com 277461109 584,197 12,514,929 x 10 12,514,929 Ford Motor Co. Com 345370860 5,434 221,325 x 10 221,325 FleetBoston Financial CComoration 339030108 415,662 10,536,415 x 10 10,536,415 Fannie Mae Com 313586109 457,547 5,373,422 x 10 5,373,422 Sprint Corporation (FONComoup) 852061100 8,971 420,000 x 10 420,000 General Electric Co. Com 369604103 3,169 65,000 x 10 65,000 Corning Incorporated Com 219350105 167,093 9,999,600 x 10 9,999,600 General Motors CorporatCom 370442105 249,472 3,876,792 x 10 3,876,792 Gateway, Inc. Com 367626108 411,862 25,037,195 x 10 25,037,195 The Home Depot, Inc. Com 437076102 7,448 160,000 x 10 160,000 Health Net Inc. Com 42222G108 224,287 12,890,042 x 10 12,890,042 International Business Comhines Co459200101 443,349 3,923,442 x 10 3,923,442 Intel Corp. Com 458140100 7,292 249,300 x 10 249,300 International Speedway Comporation460335201 3,360 80,000 x 10 80,000 Johnson & Johnson Com 478160104 5,470 109,400 x 10 109,400 J.P. Morgan Chase & Co.Com 46625H100 424,505 9,518,041 x 10 9,518,041 Kimberly-Clark Corp. Com 494368103 2,214 39,600 x 10 39,600 The Kroger Co. Com 501044101 373,016 14,920,627 x 10 14,920,627 MBNA Corporation Com 55262L100 186,641 5,664,370 x 10 5,664,370 Lloyds TSB Group plc ORFor 0870612 268,589 37,856,143 x 10 37,856,143 Level 3 Communications,Comc. 52729N100 154,969 28,227,500 x 10 28,227,500 Lexmark International, Com. 529771107 15,474 230,100 x 10 230,100 Manpower Inc. Com 56418H100 53,955 1,804,500 x 10 1,804,500 May Department Stores Com 577778103 18,158 530,000 x 10 530,000 Mandalay Resort Group Com 562567107 118,179 4,313,090 x 10 4,313,090 McDonald's Corporation Com 580135101 2,706 100,000 x 10 100,000 McKesson HBOC, Inc. Com 58155Q103 423,759 11,415,922 x 10 11,415,922 Mellon Finl Corp Com 58551A108 3,551 77,200 x 10 77,200 MGM Mirage Inc. Com 552953101 203,838 6,803,685 x 10 6,803,685 Metro-Goldwyn-Mayer IncCom 591610100 95,214 4,203,698 x 10 4,203,698 Marsh & McLennan Cos InCom 571748102 5,050 50,000 x 10 50,000 Motorola Inc. Com 620076109 3,809 230,000 x 10 230,000 Modis Professional ServComs, Inc. 607830106 36,063 5,226,500 x 10 5,226,500 Merck & Co., Inc. Com 589331107 3,982 62,300 x 10 62,300 Microsoft Corp. Com 594918104 3,614 49,500 x 10 49,500 MGIC Investment CorporaComn 552848103 639,771 8,807,421 x 10 8,807,421 Northrop Grumman Corp. Com 666807102 3,845 48,000 x 10 48,000 Nokia Oyj Sponsored ADRADR 654902204 7,824 355,000 x 10 355,000 Nextel Communications, Com. 65332V103 400,558 22,889,003 x 10 22,889,003 Koninklijke Philips EleADRonics N.500472303 9,726 368,000 x 10 368,000 ProQuest Company Com 74346P102 33,968 1,096,100 x 10 1,096,100 Royal Carribean CruisesComd. V7780T103 53,064 2,400,000 x 10 2,400,000 Radian Group Inc. Com 750236101 141,575 3,500,000 x 10 3,500,000 Research In Motion LimiCom 760975102 67,725 2,100,000 x 10 2,100,000 Republic Services, Inc.Com 760759100 203,641 10,259,000 x 10 10,259,000 RadioShack Corporation Com 750438103 17,995 590,000 x 10 590,000 SBC Communications Inc.Com 78387G103 3,405 85,000 x 10 85,000 Schering-Plough Corp. Com 806605101 2,073 57,200 x 10 57,200 Sovereign Bancorp Inc. Com 845905108 46,800 3,600,000 x 10 3,600,000 Starwood Hotels & ResorComWorldwid85590A203 378,195 10,144,715 x 10 10,144,715 Storage Technology CorpComtion 862111200 71,856 5,222,082 x 10 5,222,082 Sybase, Inc. Com 871130100 85,540 5,200,000 x 10 5,200,000 Symantec Corporation Com 871503108 131,420 3,008,000 x 10 3,008,000 TJX Companies, Inc. Com 872540109 93,220 2,925,000 x 10 2,925,000 Tellabs, Inc. Com 879664100 258,659 13,346,700 x 10 13,346,700 Telefonos de Mexico SA ADRns ADR 879403780 87,158 2,483,850 x 10 2,483,850 Toys 'R' Us, Inc. Com 892335100 363,464 14,685,401 x 10 14,685,401 UnionBanCal CorporationCom 908906100 67,400 2,000,000 x 10 2,000,000 Unisys Corp. Com 909214108 13,023 885,300 x 10 885,300 UnitedHealth Group IncoComrated 91324P102 793,354 12,847,834 x 10 12,847,834 UnumProvident CorporatiCom 91529Y106 129,283 4,025,000 x 10 4,025,000 Verizon Communications Com 92343V104 6,153 115,000 x 10 115,000 WorldCom, Inc. - WorldCComGroup 98157D106 2,840 200,000 x 10 200,000 Wellpoint Health NetworComInc. 94973H108 99,894 1,060,000 x 10 1,060,000 Washington Mutual, Inc.Com 939322103 687,822 18,317,501 x 10 18,317,501 Waste Management, Inc. Com 94106L109 993,611 32,239,156 x 10 32,239,156 Wal-Mart Stores, Inc. Com 931142103 11,190 229,300 x 10 229,300 WPP Group plc SponsoredADRR 929309300 8,543 170,000 x 10 170,000 WPP Group plc ORD For 0974042 283,328 40,708,091 x 10 40,708,091 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Legg Mason Trust, fsb For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- ABBOTT LABS COM 002824100 241 5020 X 11 1600 0 3420 AMERICAN HOME PRODUCTS CORP COM 026609107 205 3500 X 11 2500 1000 0 AMERICAN INTERNATIONAL GROUP ICOM 026874107 1588 18470 X 11 10553 475 7442 ANADARKO PETE CORP COM 032511107 1015 18790 X 11 12870 175 5745 ANHEUSER BUSCH COMPANIES COM 035229103 1137 27590 X 11 22365 875 4350 AOL TIME WARNER INC COM 00184A105 2264 42716 X 11 20677 425 21614 BANK OF AMERICA CORP COM 060505104 225 3742 X 11 1105 400 2237 BELLSOUTH CORP COM 079860102 254 6300 X 11 1200 1200 3900 BP PLC ADR COM 055622104 216 4324 X 11 800 0 3524 BRISTOL MYERS SQUIBB CO COM 110122108 407 7780 X 11 2090 0 5690 CAPITAL ONE FINANCIAL CORP COM 14040H105 261 4352 X 11 0 0 4352 CHUBB CORP COM 171232101 217 2800 X 11 2800 0 0 CIGNA CORP COM 125509109 275 2875 X 11 0 2875 0 CISCO SYSTEMS INC COM 17275R102 248 13600 X 11 600 0 13000 CITIGROUP INC COM 172967101 2247 42517 X 11 28995 875 12647 DOVER CORP COM 260003108 642 17050 X 11 1950 0 15100 EMC CORP COM 268648102 1007 34664 X 11 27839 425 6400 EMERSON ELECTRIC CO COM 291011104 1055 17440 X 11 10240 725 6475 EXXON MOBIL CORP COM 30231G102 2195 25127 X 11 15334 3500 6293 FANNIE MAE COM 313586109 2020 23720 X 11 16215 480 7025 FREDDIE MAC COM 313400301 247 3530 X 11 2400 0 1130 GENERAL ELECTRIC CO COM 369604103 2752 56442 X 11 31490 8675 16277 HOME DEPOT INC COM 437076102 1681 36107 X 11 26357 575 9175 INTEL CORP COM 458140100 1337 45708 X 11 21645 475 23588 INTERNATIONAL BUSINESS MACHINECOM 459200101 1394 12332 X 11 8522 650 3160 JOHNSON & JOHNSON COM 478160104 1765 35302 X 11 21842 900 12560 JP MORGAN CHASE & CO COM 46625H100 340 7622 X 11 1170 1540 4912 LEGG MASON, INC COM 524901105 673 13527 X 11 500 0 13027 MCDONALDS CORP COM 580135101 763 28190 X 11 19765 350 8075 MEDTRONIC INC COM 585055106 887 19270 X 11 14520 450 4300 MERCK & CO INC COM 589331107 1705 26678 X 11 16423 1250 9005 MICROSOFT CORP COM 594918104 2613 35795 X 11 12335 650 22810 NABORS INDS INC COM 629568106 621 16695 X 11 8785 700 7210 NOKIA CORP COM 654902204 478 21675 X 11 19210 340 2125 PAYCHEX INC COM 704326107 330 8250 X 11 0 0 8250 PEPSICO INC COM 713448108 323 7300 X 11 700 900 5700 PFIZER INC COM 717081103 1564 39056 X 11 31041 725 7290 PHARMACIA CORP COM 71713U102 249 5414 X 11 3725 0 1689 ROYAL DUTCH PETE CO COM 780257804 231 3962 X 11 2862 0 1100 SBC COMMUNICATIONS INC COM 78387G103 509 12710 X 11 9300 325 3085 SCHERING PLOUGH CORP COM 806605101 278 7675 X 11 2100 0 5575 SUN MICROSYSTEMS INC COM 866810104 344 21882 X 11 5982 0 15900 SUNTRUST BANKS INC COM 867914103 213 3290 X 11 0 0 3290 TEXAS INSTRUMENTS INC COM 882508104 843 26770 X 11 15105 790 10875 TYCO INTERNATIONAL LTD COM 902124106 2084 38246 X 11 32828 450 4968 VERIZON COMMUNICATIONS COM 92343V104 729 13631 X 11 868 4400 8363 WAL-MART STORES INC COM 931142103 4418 90535 X 11 23895 1000 65640 WASHINGTON MUTUAL INC COM 939322103 1098 29248 X 11 24935.5 862.5 3450 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Legg Mason Wood Walker, Inc. For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- ***Pioneer Corporation ADR 723646105 231 7,475 x 12 7,475 12 Technologies Inc. COM 465754109 1,076 54,363 x 12 54,363 2dobiz Com Inc COM 90210Y102 20 23,000 x 12 23,000 3 Com Corp. COM 885535104 226 47,593 x 12 47,593 3D Systems Corp. New COM 88554D205 202 11,200 x 12 500 4 Kids Entertainment InCOM 350865101 268 14,000 x 12 12,000 A D C TelecommunicationCOMnc. 000886101 637 96,425 x 12 74,375 A.S.V. Inc. COM 001963107 187 13,878 x 12 13,878 Aastrom Biosciences IncCOM 00253U107 23 16,175 x 12 16,175 Abbott Laboratories COM 002824100 30,916 643,947 x 12 543,220 Abercrombie & Fitch Co COMA 002896207 1,157 26,007 x 12 24,657 Abgenix Inc. COM 00339B107 520 11,552 x 12 9,427 Abiomed Inc COM 003654100 670 28,400 x 12 15,300 ABM Industries Inc. COM 000957100 319 8,500 x 12 2,000 ACE LTD COM G0070K103 464 11,877 x 12 4,483 Acterna Corp COM 00503U105 265 24,135 x 12 23,825 Action Prods Intl Inc COM 004920104 25 17,820 x 12 9,820 Activision Inc New COM 004930202 232 5,905 x 12 5,805 Actuate Corp COM 00508B102 259 27,075 x 12 26,575 Acxiom Corp. COM 005125109 879 67,092 x 12 17,862 Adaptec Inc. COM 00651F108 160 16,154 x 12 6,454 Adelphia CommunicationsCOMrp. - Cl006848105 653 15,885 x 12 4,380 Adobe Systems Inc. COM 00724F101 634 13,481 x 12 10,806 Advanced Aerodynamics &COM -A 00750B107 41 200,000 x 12 200,000 Advanced Micro Devices COM. 007903107 2,283 79,048 x 12 72,988 Advent Software Inc. COM 007974108 376 5,925 x 12 5,525 Aegon NV - ORD ADR 007924103 1,153 40,585 x 12 27,107 Aeroflex Inc. COM 007768104 124 11,800 x 12 11,725 Aether Sys Inc COM 00808V105 419 47,297 x 12 43,267 Aetna Inc New COM 00817Y108 308 11,849 x 12 4,119 Affiliated Computer SerCOMes 008190100 434 6,045 x 12 5,595 Affymetrix Inc. COM 00826T108 341 15,437 x 12 9,957 Aflac Corp. New COM 001055102 1,792 56,922 x 12 56,024 Agco Corp. COM 001084102 192 20,940 x 12 13,750 Agere Sys Inc COM 00845V100 135 17,943 x 12 16,643 Agilent Technologies InCOM 00846U101 5,573 171,490 x 12 120,749 AGL Resources Inc. COM 001204106 445 18,743 x 12 14,393 Air Products and ChemicCOM, Inc. 009158106 2,242 49,007 x 12 38,583 Airgate Pcs Inc COM 009367103 515 9,895 x 12 9,395 AKZO Nobel NV Spons ADRADR 010199305 557 13,077 x 12 13,077 Alabama Power Capt TrusPfdI 010388205 240 9,680 x 12 3,100 Albemarle Corp. COM 012653101 816 35,239 x 12 34,499 Alberta Energy Co Ltd COM 012873105 219 5,300 x 12 5,300 Alberto Culver Co. Cl ACOM 013068200 325 9,200 x 12 5,400 Albertson's Inc. COM 013104104 8,608 287,008 x 12 200,523 Alcatel Alsthom SponsorADRADR 013904305 2,934 141,445 x 12 141,445 Alcoa Inc. COM 013817101 4,352 110,477 x 12 97,271 Alfacell Corp. COM 015404106 22 20,050 x 12 4,600 Allegheny Energy Inc. COM 017361106 2,491 51,617 x 12 30,211 Allergan Inc. COM 018490102 1,278 14,948 x 12 10,816 Allete COM 018522102 240 10,662 x 12 10,662 Alliance Capital ManageCOMt - LP U01855A101 2,154 40,594 x 12 32,378 Alliant Corp. COM 018802108 5,877 201,567 x 12 90,344 Allied Capital Corp. COM 01903Q108 822 35,532 x 12 30,374 Allied Irish Banks Plc ADR 019228402 2,674 118,845 x 12 118,845 Allied Waste Inds Inc. COM New 019589308 555 29,711 x 12 28,449 Allstate Financing I 7.Pfd Cum 020013207 414 16,514 x 12 12,800 Alltel Corp. COM 020039103 3,044 49,674 x 12 37,848 Altadis SA ADR A007798 168 11,800 x 12 11,800 Altera Corp. COM 021441100 1,165 40,180 x 12 29,240 Amazon.com, Inc. COM 023135106 11,050 780,913 x 12 492,579 Ambac Financial Group, COM. 023139108 770 13,238 x 12 10,263 Ambra Rty Inc Com New COM 023316300 1 20,000 x 12 20,000 Amdocs Limited COM G02602103 1,698 31,534 x 12 30,739 Ameren Corp. COM 023608102 867 20,309 x 12 8,197 America First Mortgage COMst 023934102 182 25,086 x 12 3,300 America Movil SA De CV ADR 02364W105 2,115 101,373 x 12 101,373 America West Holdings CCOM. 023657208 186 18,740 x 12 18,400 American BancorporationPfdp Trust 024075202 176 18,225 x 12 3,000 American Biogenetics ScCOMces 024611105 7 13,000 x 12 13,000 American Capital StrateCOMs 024937104 1,775 63,241 x 12 44,900 American Classic VoyageCOMompany 024928103 75 21,495 x 12 21,495 American Eagle OutfitteCOMInc. 02553E106 307 8,712 x 12 8,712 American Electric PowerCOM 025537101 1,685 36,526 x 12 17,555 American Express Co. COM 025816109 15,637 403,026 x 12 292,614 American Finl Hldgs IncCOM 026075101 372 15,750 x 12 15,750 American General CapitaPfdLC 8.12502637F301 235 9,350 x 12 8,650 American General CapitaPfdLC 8.45%02637F202 205 8,169 x 12 6,169 American General Corp. COM 026351106 5,043 108,549 x 12 52,005 American Greetings CorpCOMlass A 026375105 589 53,570 x 12 52,620 American Home Products COMp. 026609107 15,895 271,998 x 12 153,737 American International COMup Inc. 026874107 39,173 455,507 x 12 409,141 American Management SysCOMs Inc. 027352103 810 34,319 x 12 31,910 American Power ConversiCOM 029066107 593 37,730 x 12 19,075 American Standard CompaCOMs Inc. 029712106 602 10,014 x 12 2,164 American States Water CCOMany 029899101 229 6,747 x 12 3,295 American SuperconductorCOMrp. 030111108 410 15,885 x 12 10,085 American Tower System CCOM Cl A 029912201 272 13,133 x 12 11,983 American Water Works CoCOMc. 030411102 253 7,658 x 12 3,971 American Woodmark Corp.COM 030506109 1,275 33,190 x 12 33,190 Americredit Corp. COM 03060R101 1,149 22,115 x 12 21,815 Ameriserv Financial IncCOMd C 03074B100 346 15,285 x 12 5,785 Amerisource Health CorpCOMl A 03071P102 741 13,402 x 12 13,402 Ameritrade Holding CorpCOMClass A 03072H109 91 11,350 x 12 11,250 Ames Department Stores COM. New 030789507 26 19,380 x 12 3,000 AMF Bowling Inc. COM 03113V109 5 55,344 x 12 32,000 Amgen Inc. COM 031162100 25,945 427,572 x 12 335,911 Amphenol Corp New Cl ACOM 032095101 765 19,096 x 12 18,246 AMR Corp. COM 001765106 338 9,344 x 12 9,104 AmSouth Bancorp COM 032165102 1,762 95,295 x 12 59,128 Anadarko Pete Corp. COM 032511107 1,796 33,254 x 12 25,810 Analog Devices Inc. COM 032654105 808 18,676 x 12 16,189 Anchor Gaming Corp. COM 033037102 403 6,225 x 12 5,675 Andrx Corp Del COM 034553107 644 8,356 x 12 7,906 Anheuser-Busch CompanieCOMnc. 035229103 9,107 221,054 x 12 181,296 Ann Taylor Stores Corp.COM 036115103 1,269 35,450 x 12 35,450 Answerthink Consulting COMp 036916104 176 17,562 x 12 15,495 Antex Biologics Inc ComCOMw 03672W308 100 57,980 x 12 57,980 AOL Time Warner Inc COM 00184A105 116,637 2,200,704 x 12 1,445,196 Aon Corporation COM 037389103 483 13,815 x 12 6,917 Apache Corp. COM 037411105 1,992 39,256 x 12 30,866 Apogent Technologies InCOM 03760A101 1,923 78,158 x 12 72,483 Apple Computer COM 037833100 1,516 65,199 x 12 35,824 Applera Corp COM 038020103 503 18,792 x 12 14,577 Applera Corp Com CeleraCOMnomics G038020202 445 11,193 x 12 5,010 Applied Innovation Inc.COM 037916103 451 53,980 x 12 53,980 Applied Materials Inc. COM 038222105 13,530 275,555 x 12 208,283 Applied Micro Circuits COMp 03822W109 652 37,938 x 12 36,760 Applied Signal TechnoloCOMInc 038237103 61 11,365 x 12 1,500 Apria Healthcare Group COM. 037933108 460 15,920 x 12 13,020 Arch Wireless Inc COM 039392105 7 35,474 x 12 5,346 Archer-Daniels Midland COM 039483102 1,208 92,931 x 12 85,134 Archstone Communities TCOMt 039581103 3,077 119,400 x 12 71,002 Ariba Inc COM 04033V104 177 32,147 x 12 26,147 Arkansas Best Corp. - DCOM 040790107 1,162 50,420 x 12 50,420 Armstrong Hldgs Inc COM 042384107 111 31,150 x 12 15,450 Arnold Inds Inc. COM 042595108 977 50,490 x 12 50,490 Arrow Electronics Inc. COM 042735100 941 38,740 x 12 34,865 Artesyn Technologies InCOM 043127109 257 19,923 x 12 19,623 Artisoft Inc. COM 04314L106 242 53,325 x 12 49,000 Arvinmeritor Inc COM 043353101 600 35,843 x 12 34,150 ASA Ltd COM 002050102 206 10,825 x 12 2,100 Ashanti Goldfield Co. LADRGDR 043743202 42 13,906 x 12 12,726 Asia Pulp & Paper Co LtADRDR 04516V100 2 16,000 x 12 16,000 Associated Banc Corp. COM 045487105 263 7,261 x 12 1,821 Astoria Financial Corp.COM 046265104 1,460 26,552 x 12 26,552 Astrazena PLC -Spons ADADR 046353108 207 4,426 x 12 4,426 Astropower Inc. COM 04644A101 244 4,675 x 12 3,100 AT & T Corp. COM 001957109 14,661 666,384 x 12 440,762 At Home Corp. Cl A COM 045919107 78 36,841 x 12 31,491 AT&T Corp - Liberty MedCOM- A 001957208 6,088 348,134 x 12 117,904 AT&T Corp Wirless GroupCOMacking S001957406 1,819 111,163 x 12 41,256 Atlas Pac Gold N L For Q06072161 1 10,000 x 12 10,000 Atmel Corp. COM 049513104 2,601 192,783 x 12 165,973 Atmi Inc.orporation COM 00207R101 717 23,890 x 12 23,890 ATMOS Energy Corp COM 049560105 638 26,298 x 12 1,936 Aura Systems Inc. COM 051526101 50 80,137 x 12 80,137 Autodesk Inc. COM 052769106 274 7,354 x 12 7,154 Automatic Data ProcessiCOM 053015103 8,562 172,271 x 12 157,994 Autonation Inc COM 05329W102 572 45,793 x 12 400 Autozone Inc. COM 053332102 1,142 30,375 x 12 2,075 Avalonbay Communities ICOM 053484101 543 11,615 x 12 4,061 Avanex Corp COM 05348W109 567 58,545 x 12 24,570 Avaya Inc COM 053499109 1,311 95,727 x 12 81,619 Aventis ADR 053561106 937 11,729 x 12 11,729 Avery Dennison Corp. COM 053611109 875 17,145 x 12 12,972 Avid Technology Inc. COM 05367P100 462 29,450 x 12 29,375 Avocent Corp COM 053893103 853 37,503 x 12 32,503 Avon Products Inc. COM 054303102 7,605 164,343 x 12 141,627 AVX Corporation COM 002444107 224 10,700 x 12 9,925 AXA-UAP - Sponsored ADRADR 054536107 827 29,347 x 12 29,347 B A S F A G ADR 055262505 2,839 72,068 x 12 72,068 Bae Systems Plc ADR 05523R107 4,171 217,918 x 12 217,918 Baker Hughes Inc. COM 057224107 1,004 29,982 x 12 24,877 Ball Corp. COM 058498106 216 4,544 x 12 2,719 Ballard Power Systems ICOM 05858H104 936 20,118 x 12 12,613 Banco Bilbao Vizcaya ArADRtina SA 05946K101 562 43,492 x 12 43,492 Banco Bradesco SA SponsADRd Adr Re059460105 162 31,140 x 12 31,140 Bancorp South Inc. COM 059692103 714 41,996 x 12 27,996 Bangor Hydro Electric CCOM 060077104 1,129 42,485 x 12 8,540 Bank Atlantic Bancorp ICOM A 065908501 105 12,136 x 12 12,136 Bank of America Corp. COM 060505104 23,311 388,320 x 12 278,555 Bank of New York Co. InCOM 064057102 4,528 94,344 x 12 75,507 Bank One Corp. COM 06423A103 13,698 382,642 x 12 220,646 Banknorth Group Inc. COM 06646R107 1,423 62,849 x 12 59,845 Barclays Bank Plc 8.0% Pfd E2 Pfd 06738C836 286 11,050 x 12 8,150 Barclays PLC ADR ADR 06738E204 752 5,996 x 12 5,996 Bard C R Inc. COM 067383109 1,108 19,434 x 12 3,334 Barnes & Noble Inc. COM 067774109 205 5,254 x 12 1,074 Barrick Gold Corp. For 067901108 205 13,500 x 12 6,400 Bausch & Lomb Inc. COM 071707103 252 6,979 x 12 4,180 Baxter Intl Inc COM 071813109 6,582 134,325 x 12 116,447 BB&T Corp. COM 054937107 10,708 291,768 x 12 187,629 BBC Capital Trust I 9.5Pfdum Pfd 05527J200 407 16,810 x 12 5,000 BE Aerospace, Inc. COM 073302101 300 15,775 x 12 15,300 BEA Systems Inc. COM 073325102 1,990 64,801 x 12 61,421 Bear Stearns Captl TrusPfdI 7.50% 07383J209 203 8,120 x 12 800 Bear Stearns Companies,COMc. 073902108 790 13,402 x 12 11,733 Beazer Homes USA, Inc. COM 07556Q105 438 6,900 x 12 6,900 Beckman Coulter Inc. COM 075811109 410 10,057 x 12 5,107 Becton Dickinson & Co COM 075887109 2,227 62,240 x 12 46,495 Bed Bath & Beyond Inc. COM 075896100 1,844 59,104 x 12 59,104 Beijing Datang Power GeCOMation CoY0771J108 8 24,000 x 12 24,000 Belden, Inc. COM 077459105 212 7,925 x 12 3,775 BellSouth Corp. COM 079860102 20,682 513,577 x 12 364,539 Bemis Co Inc. COM 081437105 329 8,200 x 12 6,100 Benchmark Electronics ICOM 08160H101 205 8,400 x 12 8,400 Bergen Brunswig Corp. COM 083739102 305 15,861 x 12 14,105 Berkshire Hathaway Inc.COMass A 084670108 3,747 54 x 12 33 Berkshire Hathaway Inc.COMass B 084670207 15,630 6,796 x 12 5,761 Best Buy Inc. COM 086516101 2,259 35,565 x 12 29,278 Bethlehem Steel Corp. COM 087509105 95 46,799 x 12 42,453 Beverly Enterprises IncCOMew 087851309 225 21,090 x 12 15,910 Beyond.Com Corp COM 08860E101 3 16,800 x 12 16,800 BGE Capital Trust 1 7.1PfdTr 055415202 1,078 43,280 x 12 18,025 Bico Inc COM 088766100 14 380,100 x 12 239,100 Bifs Technologies Corp COM 05547A106 1 14,700 x 12 12,000 Biocryst PharmaceuticalCOMnc 09058V103 80 12,400 x 12 11,400 Biogen Inc. COM 090597105 3,365 61,913 x 12 43,179 Biomet Inc. COM 090613100 881 18,345 x 12 17,505 Biopure Corp COM 09065H105 1,083 41,050 x 12 32,150 Bioshperes Inc COM 090662107 106 11,625 x 12 2,300 Biovail Corp For 09067J109 220 5,044 x 12 3,744 Bisys Group Inc. COM 055472104 428 7,250 x 12 6,950 BJ Services Co. COM 055482103 425 14,985 x 12 11,380 BJ's Wholesale Club IncCOM 05548J106 5,904 110,869 x 12 77,065 Black & Decker Corp. COM 091797100 2,380 60,287 x 12 28,806 Blackrock Florida InsurCOMMuni Tru09247H106 192 12,840 x 12 1,538 Block H & R Inc. COM 093671105 248 3,845 x 12 3,245 Blue Rhino Corp. COM 095811105 73 14,100 x 12 14,100 BMC Software COM 055921100 1,057 46,892 x 12 30,975 BNY Capital Trust IV 6.Pfd% Ser E 09656G201 227 9,179 x 12 7,029 Bob Evans Farms Inc. COM 096761101 358 19,932 x 12 13,083 Boc Group PLC - SponsorADRADR 055617609 1,420 48,152 x 12 48,152 Boeing Co. COM 097023105 10,182 183,125 x 12 162,315 Borders Group Inc. COM 099709107 460 20,540 x 12 10,575 Borg-Warner Automotive,COMc. 099724106 217 4,376 x 12 4,276 Boston Scientific Corp.COM 101137107 666 39,208 x 12 34,558 Bowater Inc COM 102183100 582 13,035 x 12 560 BP Amoco Plc -Spons ADRADR 055622104 10,451 209,644 x 12 209,644 Braintech Inc New For 105022107 63 246,900 x 12 3,900 Brandywine Realty TrustCOMI 105368203 3,203 142,706 x 12 53,419 Brasil Telecom ParticipADRes 105530109 705 16,780 x 12 16,780 BRE Properties Inc. Cl COM 05564E106 344 11,368 x 12 11,368 Brightpoint Inc. COM 109473108 36 12,362 x 12 4,841 Bristol-Myers Squibb CoCOM 110122108 43,941 840,152 x 12 563,071 British American TobaccForLC Spon 110448107 5,700 360,751 x 12 360,751 British TelecommunicatiADR 111021408 3,210 49,658 x 12 49,658 British TelecommunicatiFor Plc G15820114 121 19,200 x 12 19,200 Broadcom Corp Cl A COM 111320107 1,261 29,506 x 12 21,801 Broadvision Inc. COM 111412102 255 51,085 x 12 41,632 Broadwing Inc COM 111620100 1,011 41,373 x 12 23,979 Brocade Communications COM Inc 111621108 1,457 33,117 x 12 29,417 Brookstone Inc. COM 114537103 228 12,900 x 12 12,900 Brown & Brown Inc COM 115236101 368 8,775 x 12 8,775 Brunswick Corp. COM 117043109 226 9,365 x 12 7,390 Buckeye Partners L P UnCOM 118230101 503 14,600 x 12 4,700 Budget Group Inc Cl A COM 119003101 333 138,745 x 12 108,450 Burlington Northern SanCOMFe Corp.12189T104 767 25,407 x 12 20,979 Burlington Resources COM 122014103 1,414 35,385 x 12 28,384 Bway Corp COM 056039100 70 13,215 x 12 13,215 C S X Corp. COM 126408103 1,655 45,685 x 12 37,070 Cable & Wireless Pub LtADRlc 126830207 313 17,388 x 12 17,388 Cabletron Systems Inc. COM 126920107 5,837 255,499 x 12 123,519 Cablevision Systems CorCOMCl A 12686C109 953 16,265 x 12 4,505 Cabot Corp. COM 127055101 620 17,190 x 12 16,590 Cadbury Schweppes P L CADR 127209302 646 23,734 x 12 23,734 Cadence Design Systems COM. 127387108 479 25,655 x 12 11,355 Cadmus Communications CCOM 127587103 156 14,080 x 12 14,080 Calcasieu Real Estate &COMl Co. 128685203 55 11,684 x 12 10,000 Calgon Carbon Corp. COM 129603106 180 23,000 x 12 22,200 Callaway Golf Co COM 131193104 259 16,410 x 12 7,800 Calpine Corp. COM 131347106 5,006 132,430 x 12 106,347 Cambridge Tech PartnersCOM Mass In132524109 89 26,800 x 12 1,500 Camden Property Trust COM 133131102 4,285 116,739 x 12 75,882 Campbell Soup Co. COM 134429109 334 12,946 x 12 6,166 Canadian Pacific Ltd CoCOM 135923100 460 11,872 x 12 6,197 Canon Inc. - Spon ADR ADR 138006309 647 15,707 x 12 15,707 Capital One Financial CCOM. 14040H105 9,916 165,267 x 12 123,705 Capital Re LLC 7.65% CuPfdfd P20578103 283 11,650 x 12 9,100 Capstone Turbine Corp COM 14067D102 449 20,349 x 12 11,684 Captec Net Lease RealtyCOMc. 140724105 678 50,391 x 12 2,900 Cardinal Health Inc. COM 14149Y108 5,021 72,771 x 12 65,666 Caremark Rx Inc. COM 141705103 545 33,200 x 12 14,796 Carlisle Cos Inc. COM 142339100 208 5,970 x 12 4,600 Carnegie International COMp Colo 143500106 5 103,650 x 12 87,650 Carnival Corp. COM 143658102 8,389 273,278 x 12 231,997 Carolina Power & Light Pfd5% 144141850 221 8,475 x 12 5,600 Carramerica Realty CorpCOM 144418100 2,687 88,087 x 12 26,326 Carramerica Realty CorpPfd.5% Pfd 144418407 421 16,985 x 12 2,300 Carramerica Realty CorpPfd.57% PFD144418209 294 11,990 x 12 1,670 Cash America InternatioCOM, Inc. 14754D100 448 52,675 x 12 52,475 Caterpillar Inc. COM 149123101 4,045 80,804 x 12 68,384 CBL & Associates Pptys COM. 124830100 1,024 33,365 x 12 30,365 CBRL Group Inc. COM 12489V106 432 25,451 x 12 14,545 CDI Corp. COM 125071100 598 35,217 x 12 20,967 CDW Computer Centers InCOM 125129106 234 5,905 x 12 5,905 Cedar Fair, L.P. Dep ReCOM 150185106 264 11,606 x 12 11,106 Celgene Corp COM 151020104 247 8,550 x 12 8,250 Cell Genesys Inc. COM 150921104 14,606 712,433 x 12 394,025 Cell Therapeutics Inc. COM 150934107 499 18,050 x 12 17,300 Cellstar Corp. COM 150925105 33 16,490 x 12 2,000 Celsion Corporation COM 15117N107 8 13,500 x 12 8,500 Cendant Corp. COM 151313103 6,623 339,674 x 12 284,228 Centex Corp. COM 152312104 451 11,070 x 12 10,500 Centrais Eletricas BrasADRiras-Sp 15234Q207 2,198 341,796 x 12 341,796 Central Parking CorporaCOMn 154785109 192 10,310 x 12 9,535 Century Business ServicCOMInc 156490104 79 14,605 x 12 13,905 Centurytel Inc. COM 156700106 2,818 93,007 x 12 72,092 Cephalon Inc. COM 156708109 757 10,744 x 12 10,344 Ceridian Corp New COM 156779100 397 20,619 x 12 5,563 Cerner Corp. COM 156782104 639 15,215 x 12 13,765 CH Energy Group IncorpoCOMed 12541M102 508 11,573 x 12 6,058 Chadmore Wireless GroupCOMc. 157259102 32 133,200 x 12 133,200 Charles E. Smith ResideCOMal 832197107 404 8,058 x 12 8,058 Charming Shoppes Inc. COM 161133103 137 22,900 x 12 22,900 Charter Communications COM Del 16117M107 2,009 86,038 x 12 67,618 Charter Municipal MortgCOM Accepta160908109 792 49,650 x 12 28,900 Charter One Financial ICOM 160903100 2,043 64,036 x 12 30,064 Chateau Communities IncCOM 161726104 225 7,060 x 12 470 Cheap Tickets Inc. COM 162672109 206 13,675 x 12 9,675 Check Point Software TeCOMLtd M22465104 1,946 38,486 x 12 33,601 Checkfree Corp New COM 162813109 1,200 34,216 x 12 23,147 CheckFree Corp. COM 162812101 389 11,100 x 12 11,100 Checkpoint Systems, IncCOM 162825103 216 12,155 x 12 12,155 Chemical Finl Corp COM 163731102 476 16,152 x 12 16,152 Chesapeake Energy Corp.COM 165167107 790 116,279 x 12 91,819 Cheung Kong Hong Kong AADR 166744201 634 58,137 x 12 58,137 Chevron Corp. COM 166751107 10,745 118,730 x 12 81,955 Chevy Chase 10.375% NonPfdm 16678M207 247 4,580 x 12 1,240 Chevy Chase Svgs Bk FSBPfd% 166784207 274 10,332 x 12 10,332 China Mobile Hong Kong ADR 16941M109 744 27,785 x 12 27,785 Chiron Corp.Del COM 170040109 944 18,503 x 12 13,758 Choice One CommunicatioCOMnc 17038P104 188 27,860 x 12 27,860 Choicepoint Inc. COM 170388102 800 19,036 x 12 17,979 Chubb Corp. COM 171232101 2,553 32,983 x 12 31,375 Church & Dwight Inc. COM 171340102 226 8,870 x 12 2,870 Ciber Inc. COM 17163B102 258 27,448 x 12 4,786 Cidco Incorporated COM 171768104 15 31,000 x 12 31,000 Ciena Corp. COM 171779101 2,530 66,594 x 12 48,449 Cigna Corp. COM 125509109 626 6,528 x 12 5,717 Cima Labs Inc COM 171796105 459 5,775 x 12 340 Cincinnati Financial CoCOM 172062101 1,627 41,187 x 12 30,120 Cinergy Corp. COM 172474108 1,226 35,087 x 12 19,772 Cintas Corp. COM 172908105 554 11,997 x 12 7,122 Circuit City Stores IncCOM 172737108 11,171 620,598 x 12 225,544 Circuit City Stores IncCOMarmax 172737306 4,374 274,000 x 12 73,300 Cisco Systems Inc. COM 17275R102 37,723 2,072,720 x 12 1,573,652 Citigroup, Inc. COM 172967101 87,524 1,656,385 x 12 1,228,211 Citizens CommunicationsCOM 17453B101 291 24,061 x 12 7,284 Citizens First Bancorp COM Del 17461R106 188 12,800 x 12 12,800 Citrix Systems Inc. COM 177376100 1,588 45,500 x 12 43,883 City National Corp. COM 178566105 327 7,391 x 12 6,891 Clarcor Inc. COM 179895107 1,317 49,046 x 12 48,646 Clark / Bardes Hldgs InCOM 180668105 279 13,960 x 12 150 Clear Channel CommunicaCOMns 184502102 1,326 21,142 x 12 16,263 Cleco Corporation COM 12561W105 350 15,344 x 12 8,780 Clifton Mng Co For 186904108 20 125,000 x 12 25,000 Clorox Co. COM 189054109 2,465 72,820 x 12 53,609 CLP Holdings Ltd. SponsADRd ADR 18946Q101 3,024 721,217 x 12 721,217 CMG Information ServiceCOMnc. 125750109 260 86,718 x 12 79,012 CMI Corp VTG Cl A Comm COM 125761304 28 10,000 x 12 10,000 CN Bancorp Inc. COM 12612U108 1,000 100,000 x 12 100,000 Coca Cola Co. COM 191216100 21,089 468,652 x 12 353,021 Cohen & Steers Adv Inc COMy Fd 19247W102 1,893 123,380 x 12 74,755 Coherent Inc. COM 192479103 654 18,070 x 12 17,945 Cohu Inc. COM 192576106 610 27,100 x 12 27,100 Cole National Corp. COM 193290103 287 19,450 x 12 18,300 Colgate-Palmolive Co. COM 194162103 9,757 165,396 x 12 136,669 Colonial Bancgroup Inc.COM 195493309 1,095 76,165 x 12 76,165 Colonial High Income MuCOMipal Tru195743109 84 12,997 x 12 4,000 Colonial Properties TrsPfd 195872304 295 11,800 x 12 8,600 Colonial Properties TruCOM 195872106 573 18,583 x 12 9,240 Columbia Bancorp COM 197227101 377 28,898 x 12 15,477 Columbia Sportswear Co.COM 198516106 1,236 24,240 x 12 24,240 Columbus Mckinnon Corp COM 199333105 113 10,040 x 12 10,040 Comcast Corp. Class A COM 200300101 218 5,080 x 12 2,000 Comcast Corp. Class A SCOMial 200300200 8,764 201,936 x 12 127,391 Comed Financing I ToprsPfd48% Pfd 20033V209 348 14,000 x 12 9,000 Comerica Inc. COM 200340107 497 8,625 x 12 7,445 Commerce One Inc Del COM 200693109 682 116,941 x 12 82,954 Commercefirst Bancorp ICOM 200845105 135 22,500 x 12 2,500 Commercial Federal CorpCOM 201647104 366 15,845 x 12 15,695 Commercial Net Lease ReCOMy 202218103 1,830 128,379 x 12 46,854 Commonwealth Telephone COMerprises203349105 2,299 54,415 x 12 40,615 Commscope Inc. COM 203372107 3,711 157,925 x 12 135,570 Companhia De Bebidas DaADRmers 20441W203 3,492 150,826 x 12 150,826 Compania Anonima Telef ADRVen-ADR 204421101 1,676 71,519 x 12 71,519 Compaq Computer Corp. COM 204493100 8,202 529,498 x 12 270,934 Compass Bancshares Inc.COMw 20449H109 2,380 89,798 x 12 73,385 Computer Associates IntCOMational 204912109 4,254 118,170 x 12 100,205 Computer Sciences Corp.COM 205363104 744 21,520 x 12 18,095 Computerxpress Com Inc COM 20557U108 1 122,900 x 12 122,900 Compuware Corp. COM 205638109 368 26,320 x 12 12,020 Comverse Technology IncCOM 205862402 2,720 47,206 x 12 20,634 Conagra Inc. COM 205887102 2,092 105,596 x 12 82,815 Concord EFS Inc. COM 206197105 2,788 53,609 x 12 42,359 Conectiv Inc. COM 206829103 366 16,923 x 12 11,991 Conexant Systems Inc. COM 207142100 243 27,201 x 12 13,893 Conoco Inc COM 208251405 987 34,168 x 12 30,774 Conoco Inc. COM 208251306 1,207 42,795 x 12 41,675 Cons Maymac Pete Corp For 209496108 10 131,500 x 12 131,500 Conseco Financing TrustPfd8.70% 20847D205 243 11,600 x 12 10,300 Conseco Inc. COM 208464107 1,485 108,854 x 12 89,778 Consolidated Edison Co PfdInc PFD 209111707 932 13,140 x 12 5,555 Consolidated Edison IncCOM 209115104 586 14,739 x 12 7,597 Constellation Brands InCOM 21036P108 1,821 44,400 x 12 42,900 Constellation Energy GrCOM 210371100 6,250 146,733 x 12 72,070 Continental AG Spons ADADR 210771200 758 53,786 x 12 53,786 Convergys Corp COM 212485106 1,347 44,520 x 12 26,019 Cooper Industries COM 216669101 911 23,004 x 12 22,904 Cooper Tire & Rubber CoCOM 216831107 578 40,698 x 12 22,728 Cooperative Bankshares COM 216844100 160 13,100 x 12 13,100 Copart, Inc COM 217204106 753 25,761 x 12 23,186 Copper Mtn Networks IncCOM 217510106 96 23,645 x 12 14,480 Core Laboratories N V COM N22717107 2,398 127,886 x 12 127,886 Corel Systems Corp COM 21868Q109 33 11,730 x 12 7,130 Corixa Corp COM 21887F100 228 13,396 x 12 10,796 Cornerstone Strategic VCOMe Fd 21924B104 135 16,148 x 12 16,148 Corning Inc. COM 219350105 12,673 758,384 x 12 480,003 Corp-backed Trust CertsPfd 21988G783 384 15,400 x 12 8,500 Corporate Office ProperCOMs Trust 22002T108 389 38,890 x 12 26,090 Corus Group Plc COM G2439N109 68 79,600 x 12 79,600 Corus Group Plc ADR 22087M101 1,385 164,538 x 12 164,538 Corvis Corp COM 221009103 304 69,239 x 12 52,009 Costco Whsl Corp New COM 22160K105 1,555 37,864 x 12 36,550 Cott Corp. COM 22163N106 906 81,290 x 12 3,050 Countrywide Credit InduCOMies 222372104 915 19,950 x 12 18,940 Covad Communications GrCOM 222814204 38 37,380 x 12 22,645 Covansys Corp COM 22281W103 603 53,478 x 12 17,920 Cox Communications Inc.COM A 224044107 1,122 25,338 x 12 22,147 Credence Systems Corp. COM 225302108 498 20,525 x 12 20,525 Cree Research, Inc. COM 225447101 1,080 41,305 x 12 37,473 Crescent Real Estate EqCOMies 225756105 268 10,900 x 12 5,850 Criimi Mae Inc. COM 226603108 12 19,935 x 12 6,729 Crompton Corp COM 227116100 271 24,846 x 12 24,846 Crossman Communities InCOM 22764E109 329 8,300 x 12 8,300 Crown Castle Intl Corp COM 228227104 165 10,047 x 12 6,773 Crown Cork & Seal Co InCOM 228255105 168 44,690 x 12 40,805 Crystallex InternationaFororp. 22942F101 24 18,000 x 12 3,000 CSG Systems InternationCOMInc. 126349109 487 8,389 x 12 8,389 CT Holdings, Inc. COM 12643Y103 7 18,600 x 12 11,100 Cubist Pharmaceuticals COM 229678107 554 14,575 x 12 7,500 Cullen Frost Bankers InCOM 229899109 820 24,218 x 12 24,068 Culp Inc. COM 230215105 540 120,008 x 12 120,008 Cummins Engine Co, Inc.COM 231021106 666 17,225 x 12 16,675 Cumulus Media Inc - CL COM 231082108 190 14,000 x 12 14,000 Cutter & Buck Inc COM 232217109 66 12,409 x 12 10,609 CVS Corp. COM 126650100 6,733 174,436 x 12 133,494 Cybersource Corp COM 23251J106 148 83,890 x 12 1,700 Cypress Semiconductor CCOM. 232806109 345 14,470 x 12 13,320 Cysive Inc COM 23281T108 50 15,800 x 12 12,400 Cytec Industries COM 232820100 362 9,534 x 12 8,340 Cytogen Corp. COM 232824102 118 21,750 x 12 8,130 CYTYC Corp. COM 232946103 1,207 52,340 x 12 49,740 D Q E Inc. COM 23329J104 263 11,676 x 12 5,682 DaimlerChrysler A.G. ADR D1668R123 1,474 31,948 x 12 13,504 Daisytek International COMp 234053106 255 16,180 x 12 16,180 Daleen Technologies IncCOM 23437N104 109 132,950 x 12 110,950 Dal-Tile International COM 23426R108 248 13,370 x 12 13,370 Dana Corp. COM 235811106 585 25,048 x 12 18,898 Danaher Corp. COM 235851102 762 13,624 x 12 4,324 Danske Bk A/s ADR 236363107 3,207 178,500 x 12 178,500 DAOU System Inc. COM 237015102 5 13,755 x 12 9,000 Datascope Corp. COM 238113104 1,154 25,035 x 12 25,035 Datastream System Inc COM 238124101 195 25,870 x 12 25,250 DBS Group Hldgs Ltd ADR 23304Y100 1,495 50,803 x 12 50,803 Deere & Co COM 244199105 1,400 36,990 x 12 29,690 Del Monte Foods Co. COM 24522P103 121 14,500 x 12 14,350 Delaware Group DividendCOM 245915103 288 20,608 x 12 8,939 Dell Computer Corp. COM 247025109 20,983 802,431 x 12 572,174 Delphi Automotive Sys CCOM 247126105 4,914 308,424 x 12 119,116 Delta Air Lines Inc. COM 247361108 515 11,694 x 12 9,538 Deltek Systems Inc COM 24785A108 194 27,700 x 12 2,000 Deluxe Corp. COM 248019101 760 26,280 x 12 22,620 Dentsply International,COMc. 249030107 1,673 37,730 x 12 37,055 Deutsche Bank SponsoredADRR 251525309 579 8,097 x 12 8,097 Deutsche Telecom AG ADSADR 251566105 1,531 68,176 x 12 68,176 Devon Energy Corp New COM 25179M103 644 12,258 x 12 9,424 Devry Inc. COM 251893103 856 23,685 x 12 23,385 Diageo PLC-Sponsored ADADRew 25243Q205 6,738 153,305 x 12 153,305 Diagnostic Products CorCOM 252450101 221 6,696 x 12 1,696 Diamonds Trust Unit SerCOM 1 252787106 1,225 11,647 x 12 11,425 Diebold Inc. COM 253651103 493 15,349 x 12 9,364 Digex Inc. Cl A COM 253756100 177 13,670 x 12 9,567 Dimethaid Research Inc.COM 25435L105 452 108,445 x 12 46,745 Ditech Communications CCOM 25500M103 435 58,615 x 12 58,615 Diversified Senior ServCOMs Inc. 255340101 6 47,121 x 12 47,121 Dole Food Company COM 256605106 230 12,097 x 12 6,368 Dollar General Corp. COM 256669102 1,792 91,832 x 12 43,875 Dollar Tree Stores Inc.COM 256747106 1,375 49,393 x 12 48,453 Dominion Res Inc Va NewCOM 25746U109 4,019 66,834 x 12 46,668 Donaldson Inc. COM 257651109 628 20,175 x 12 20,175 Donnelley (R R) & Sons COM 257867101 216 7,200 x 12 1,300 Doubleclick Inc. COM 258609304 238 17,090 x 12 14,835 Dover Corp. COM 260003108 1,850 49,130 x 12 45,605 Dow Chemical Co COM 260543103 5,485 164,971 x 12 105,754 Dow Jones & Co COM 260561105 371 6,219 x 12 6,119 DPL Inc. COM 233293109 648 22,365 x 12 16,011 Dreyfus Strategic MunicCOMl 261932107 216 23,280 x 12 9,905 Drugstore Com Inc COM 262241102 20 17,600 x 12 15,600 DSET Corp COM 262504103 9 15,325 x 12 13,475 DST Systems Inc. COM 233326107 1,131 21,478 x 12 20,198 DTE Energy CO COM 233331107 434 9,346 x 12 6,863 Du Pont (EI) de NemoursCOMd Co. 263534109 14,029 290,817 x 12 237,561 Duff & Phelps Utility &COM 26432K108 509 36,973 x 12 28,313 Duke Energy Corp. COM 264399106 7,155 183,409 x 12 135,481 Duke Realty InvestmentsCOMnc. 264411505 3,397 136,689 x 12 56,824 Dun & Bradstreet Corp. COM 26483E100 261 9,247 x 12 9,247 Duquesne Captl Cum MthlPfdnc. 266224203 561 22,500 x 12 11,600 Dynacq Intl Inc COM 267919306 312 16,410 x 12 1,000 Dynegy Inc New COM 26816Q101 1,415 30,425 x 12 26,128 E On Ag Sponsored Adr ADR 268780103 2,731 52,773 x 12 52,773 E Trade Group Inc COM 269246104 264 40,830 x 12 27,995 Eagle Bancorp Inc Md COM 268948106 222 21,350 x 12 3,850 Earth Search Sciences ICOM 270313109 42 190,185 x 12 190,185 Earthlink Inc COM 270321102 297 21,043 x 12 17,293 Earthshell Corp COM 27032B100 87 25,620 x 12 14,355 Eastman Chemical Co COM 277432100 223 4,687 x 12 3,736 Eastman Kodak Co. COM 277461109 15,181 325,213 x 12 196,703 Eaton Corp. COM 278058102 1,210 17,256 x 12 15,991 Eaton Vance Corp COM 278265103 206 5,945 x 12 5,845 Ebay Inc Com COM 278642103 1,340 19,565 x 12 16,647 Echelon Corp COM 27874N105 938 30,500 x 12 29,500 Echostar CommunicationsCOMw 278762109 1,311 40,451 x 12 32,401 Eclipse Surgical TechnoCOMies 14159W109 29 10,000 x 12 10,000 Ecolab COM 278865100 1,635 39,905 x 12 37,890 Econnect COM 27889S107 1 10,275 x 12 7,950 Edison International COM 281020107 645 57,785 x 12 51,905 Edwards A G Inc. COM 281760108 402 8,936 x 12 7,598 Edwards Lifesciences CoCOM 28176E108 537 20,375 x 12 20,375 Eix Tr I Pfd 268540200 265 19,700 x 12 12,700 Eix Tr Ii Pfd 26853P206 503 36,700 x 12 34,900 El Paso Corp COM 28336L109 4,641 88,329 x 12 70,205 El Paso Electric Co NewCOM 283677854 882 55,090 x 12 20,990 El Paso Energy PartnersCOM 28368B102 233 7,400 x 12 5,500 Elan Corp. ADR ADR 284131208 3,262 53,470 x 12 53,470 ELEC Communications CorCOM 284739109 22 39,000 x 12 9,000 Electronic Arts COM 285512109 299 5,170 x 12 2,020 Electronic Data Sys NewADR 285661203 383 7,275 x 12 3,575 Electronic Data SystemsCOM 285661104 9,840 157,434 x 12 141,985 Electronics Boutique HlCOM Cp 286045109 1,182 37,220 x 12 37,220 Electronics for ImagingCOMc. 286082102 426 14,425 x 12 12,055 EMC Corp. COM 268648102 17,684 608,741 x 12 479,076 Emerald Investment PartCOMs 8S02737 428 400,000 x 12 400,000 Emergent Information TeCOMInc 290931104 34 25,310 x 12 17,310 Emerging Vision Inc COM 29089W102 4 10,000 x 12 10,000 Emerson Electric Co. COM 291011104 17,597 290,864 x 12 260,596 Emulex Corp. COM 292475209 726 17,980 x 12 13,520 Engelhard Corp. COM 292845104 266 10,298 x 12 10,298 ENI Spa - Sponsored ADRADR 26874R108 2,736 44,339 x 12 44,339 Enron Capital LLC 8.00%Pfdm Gtd PfP37307108 244 9,625 x 12 7,310 Enron Capital ResourcesPfd 9.0% Cu29357D208 254 9,500 x 12 3,400 Enron Corp COM 293561106 24,119 492,220 x 12 409,053 Ensco International IncCOM 26874Q100 293 12,576 x 12 4,292 Entercom CommunicationsCOMrp 293639100 259 4,822 x 12 4,822 Entergy Corp. COM 29364G103 773 20,128 x 12 18,317 Entergy Gulf States CapPfd 29364H200 311 12,450 x 12 6,450 Environmental Elements COMp 293940102 600 120,061 x 12 200 Environmental TectonicsCOMrp 294092101 247 30,500 x 12 20,500 Enzo Biochem Inc. COM 294100102 223 6,495 x 12 3,180 Enzon Inc. COM 293904108 1,867 29,881 x 12 27,781 EOG Res Inc COM 26875P101 627 17,635 x 12 13,085 Equifax Inc. COM 294429105 1,287 35,080 x 12 33,209 Equitable Resources IncCOM 294549100 405 12,172 x 12 9,738 Equity Office PropertieCOMrust 294741103 518 16,333 x 12 4,602 Equity Residential PropCOMies Trus29476L107 779 13,779 x 12 10,864 Ericsson L M Tel Co ADRADR B 294821400 1,831 337,882 x 12 337,882 ESC Medical System Inc.COMd M40868107 451 15,615 x 12 11,715 Estee Lauder Companies COM 518439104 4,097 95,054 x 12 95,054 Etablissements DelhaizeADReres 29759W101 248 4,226 x 12 4,226 Ethan Allen Interiors, COM. 297602104 1,040 31,986 x 12 31,986 Ethyl Corp. COM 297659104 18 13,188 x 12 11,606 Etruscan Resources Inc COM 29786L102 2 10,000 x 12 10,000 Everest Re Group Ltd For G3223R108 518 6,924 x 12 5,724 Exelon Corp COM 30161N101 3,923 61,194 x 12 49,536 Exodus Communications ICOM 302088109 522 253,770 x 12 198,274 Expedia Inc COM 302125109 1,010 21,689 x 12 21,339 Extreme Networks Inc COM 30226D106 264 8,970 x 12 8,250 Exxon Mobil Corp. COM 30231G102 74,105 848,359 x 12 612,521 F & M Bancorp COM 302367107 464 15,506 x 12 2,440 Fairchild SemiconductorCOMtl 303726103 363 15,810 x 12 9,050 Family Dollar Stores InCOM 307000109 1,065 41,579 x 12 33,645 Fannie Mae COM 313586109 45,203 530,870 x 12 402,621 Fastenal Co. COM 311900104 445 7,185 x 12 6,685 FCNB Capital Trust 8.25Pfd 30243V204 314 12,475 x 12 7,385 Federal Mogul Corp. COM 313549107 24 12,860 x 12 2,160 Federal Realty InvestmeCOMTrust 313747206 1,198 57,791 x 12 33,966 Federal Signal Corp. COM 313855108 1,465 62,389 x 12 56,189 Federated Department StCOMs 31410H101 1,006 23,666 x 12 20,712 Federated Investors IncCOMPA ) Cl 314211103 373 11,622 x 12 3,055 Fedex Corp COM 31428X106 1,352 33,630 x 12 27,802 FEI Co COM 30241L109 527 13,180 x 12 475 Ferro Corp. COM 315405100 1,029 47,170 x 12 46,570 Fidelity National FinanCOMl Inc. 316326107 561 22,830 x 12 22,830 Fifth Third Bancorp COM 316773100 7,069 117,722 x 12 105,145 Finova Group Inc. COM 317928109 41 10,713 x 12 3,693 First Charter Corp. COM 319439105 349 18,638 x 12 15,384 First Data Corp. COM 319963104 5,361 83,440 x 12 76,445 First Health Group CorpCOM 320960107 701 29,100 x 12 21,700 First Industrial RealtyCOMust 32054K103 557 17,333 x 12 12,083 First Mariner Bancorp ICOM 320795107 130 20,050 x 12 14,220 First Pacific LTD ADR ADR 335889200 68 62,330 x 12 62,330 First Tennessee COM 337162101 226 6,492 x 12 3,392 First Union Corp. COM 337358105 12,294 351,843 x 12 198,357 First VA Banks Inc. COM 337477103 1,301 27,592 x 12 12,810 First Years Inc COM 337610109 241 21,500 x 12 21,500 Firstenergy Corp. COM 337932107 327 10,145 x 12 5,090 Firstmerit Corp. COM 337915102 416 15,635 x 12 1,766 Fiserv Inc. COM 337738108 363 5,669 x 12 3,440 Fleet Boston Financial COMp. 339030108 14,641 371,104 x 12 216,211 Fleming Companies, Inc.COM 339130106 227 6,335 x 12 1,534 Flextronics InternationCOMLtd Y2573F102 35,763 1,369,730 x 12 622,645 Florida East Coast IndsCOMc 340632108 1,553 43,875 x 12 37,525 Fonix Corp Del COM 34459U108 9 23,000 x 12 5,000 Ford Motor Co. COM 345370860 20,505 835,242 x 12 505,673 Forest Labs Inc. COM 345838106 1,685 23,725 x 12 21,225 Fortune Brands Inc. COM 349631101 1,227 31,977 x 12 22,877 Fortune Nat Res Corp COM 349681106 9 12,600 x 12 12,600 Forward Air CorporationCOM 349853101 459 15,360 x 12 3,750 Foundry Networks Inc COM 35063R100 399 19,975 x 12 16,725 FPC Capital Trust I SerPfd7.10% 302552203 279 11,388 x 12 3,838 FPL Group Inc. COM 302571104 1,927 32,011 x 12 22,823 Franchise Finance Corp.COM America351807102 326 12,965 x 12 2,901 Franklin Electric Inc. COM 353514102 9,995 131,687 x 12 109,724 Franklin Resources COM 354613101 3,312 72,360 x 12 69,660 Freddie Mac COM 313400301 12,510 178,715 x 12 157,748 Freds Inc - Tenn Cl A COM 356108100 222 8,604 x 12 8,604 Freemarkets Inc COM 356602102 430 21,510 x 12 20,310 Freeport Mcmoran CopperPfdGold 35671D600 668 29,250 x 12 8,100 Freeport McMoran CopperPfdGold Inc35671D865 685 68,965 x 12 15,800 Fresh Del Monte ProduceCOMc G36738105 263 23,855 x 12 23,855 Friede Goldman Intl IncCOM 358430106 5 10,821 x 12 10,764 Fruit of the Loom INC CCOM G3682L105 3 23,600 x 12 13,500 FTI Consulting Inc. COM 302941109 518 23,780 x 12 23,680 Fuelcell Energy Inc COM 35952H106 642 27,780 x 12 10,300 Fulton Financial Corp. COM 360271100 749 36,610 x 12 19,353 Furniture Brands Intl ICOM 360921100 244 8,710 x 12 8,710 Gabelli Equity Tr Inc. COM 362397101 389 33,930 x 12 18,388 Gabelli Utility Trust COM 36240A101 144 16,208 x 12 10,039 Gables Residential TrusPfd.30% Cum362418204 221 9,190 x 12 6,740 Gables Residential TrusCOMom 362418105 1,443 48,230 x 12 15,337 Gallagher Arthur J & CoCOM 363576109 1,215 46,760 x 12 46,360 Gannett Co COM 364730101 2,717 41,222 x 12 28,847 Gap Inc. COM 364760108 2,130 73,423 x 12 50,088 Gateway Inc. COM 367626108 7,166 435,624 x 12 250,140 Gatx Corp. COM 361448103 2,084 51,981 x 12 38,255 Gemstar-tv Guide Intl ICOM 36866W106 1,086 25,518 x 12 19,518 Genaissance PharmaceutiCOMs 36867W105 2,179 155,201 x 12 81,345 Genentech Inc COM 368710406 2,493 45,243 x 12 38,333 General Dynamics Corp. COM 369550108 8,927 114,729 x 12 110,326 General Electric Co. COM 369604103 135,789 2,785,396 x 12 2,044,791 General Magic Inc COM 370253106 20 19,600 x 12 16,400 General Mills Inc. COM 370334104 1,907 43,540 x 12 36,035 General Motors Corp. COM 370442105 19,383 301,206 x 12 166,354 General Motors Corp. - COMH New 370442832 2,648 130,753 x 12 64,099 Genesco Inc. COM 371532102 898 26,735 x 12 25,330 Genome Therapeutics CorCOM 372430108 186 12,560 x 12 12,200 Genstar Therapeutics CoCOM 37248D105 335 45,350 x 12 44,350 Genta Inc New COM 37245M207 149 11,200 x 12 5,700 Gentex Corp. COM 371901109 581 20,850 x 12 20,060 Genuine Parts Co. COM 372460105 1,006 31,920 x 12 13,992 Genuity Inc COM 37248E103 159 50,900 x 12 50,900 Genzyme Corp COM 372917708 84 10,119 x 12 4,834 Genzyme Corp.-General DCOMsion 372917104 7,749 127,050 x 12 82,088 Georgia Pwr Cap Tr Iv Pfd 37333R209 288 11,925 x 12 8,435 Georgia-Pacific Corp. COM 373298108 1,169 34,549 x 12 28,313 Gillette Co. COM 375766102 7,439 256,587 x 12 197,679 Glatfelter P H Co COM 377316104 778 54,550 x 12 53,150 Glaxosmithkline PLC - SADRs ADR 37733W105 2,075 36,927 x 12 36,927 GLB Bancorp Inc COM 361778103 180 19,150 x 12 19,150 Glimcher Realty Trust COM 379302102 905 50,550 x 12 30,450 Global Crossing Ltd. COM G3921A100 3,676 425,524 x 12 293,780 Global Industries Ltd COM 379336100 434 34,800 x 12 34,500 Global Marine Inc. COM 379352404 300 16,072 x 12 15,272 Global Telemedia Intl ICOM 37936X306 3 43,100 x 12 42,000 Globalstar TelecommunicCOMons LTD G3930H104 14 39,593 x 12 20,049 Golden West Finl Corp. COM 381317106 561 8,735 x 12 8,735 Goldman Sachs Group IncCOM 38141G104 7,583 88,372 x 12 83,097 Goodman Fielder Ltd SpoADRADR 382382208 59 24,520 x 12 24,520 Goodrich B.F. Co. COM 382388106 5,115 134,675 x 12 124,945 Goodyear Tire & Rubber COM 382550101 2,209 78,907 x 12 70,462 GPU Inc. COM 36225X100 1,955 55,624 x 12 15,022 Grainger WW Inc. COM 384802104 1,610 39,107 x 12 30,267 Grand Metropolitan DelaPfde LP Cum386087209 226 8,335 x 12 4,350 Great Lakes Chemical CoCOM 390568103 1,178 38,197 x 12 38,197 Greater Atlantic FinancCOM 391601101 194 44,350 x 12 44,350 Grey Wolf Inc. COM 397888108 306 76,500 x 12 76,500 Griffon Corp. COM 398433102 739 67,145 x 12 67,145 Grubb & Ellis Co COM 400095204 75 13,635 x 12 13,635 Grupo Financiero BanameFor G004740 33 12,669 x 12 12,669 Grupo Financiero BBVA BForomer P49505103 12 11,925 x 12 10,740 Grupo Televisa, S.A. GDADR 40049J206 2,091 52,247 x 12 52,180 Guidant Corp. COM 401698105 2,055 57,076 x 12 57,076 Guilford PharmaceuticalCOMc. 401829106 546 16,045 x 12 16,045 Guitar Center Inc. COM 402040109 399 18,900 x 12 18,900 Gulf CDA Res Ltd Ord COM 40218L305 113 13,965 x 12 11,765 H J Heinz Co COM 423074103 5,405 132,191 x 12 132,191 Halliburton Co. COM 406216101 1,323 37,153 x 12 37,153 Hancock Fabrics Inc. COM 409900107 123 13,750 x 12 13,750 Hanger Orthopedic GroupCOMnc. 41043F208 130 51,050 x 12 47,850 Harbor Bank - VA COM 41146K104 321 19,515 x 12 6,510 Harbor Florida BancsharCOM 411901101 650 33,950 x 12 33,950 Harcourt General Inc. COM 41163G978 365 6,275 x 12 4,975 Harley Davidson, Inc. COM 412822108 9,022 191,629 x 12 191,629 Harman International InCOMtries In413086109 305 8,005 x 12 8,005 Harris Corp. COM 413875105 736 27,053 x 12 27,053 Hartford Capital I Inc.Pfd70% Pfd 416315208 535 21,650 x 12 21,650 Hartford Financial ServCOMs Group 416515104 2,107 30,802 x 12 30,802 Havas Advertising ADR 419313101 555 51,019 x 12 51,019 Haverty Furniture Co InCOM 419596101 438 29,320 x 12 29,320 Hawaiian Elec IndustriePfdapt 41987M201 280 11,197 x 12 6,480 HCA-Healthcare Co COM 404119109 10,033 222,018 x 12 222,018 Health Care Property InCOMtors Inc421915109 1,696 49,292 x 12 49,292 Health Care REIT, Inc. COM 42217K106 625 26,277 x 12 18,679 Health Management AssocCOMes, Inc.421933102 779 37,011 x 12 37,011 Health Net, Inc. COM 42222G108 1,170 67,197 x 12 21,937 Healthcare Realty TrustCOM 421946104 801 30,457 x 12 30,457 Healthsouth Corp. COM 421924101 1,638 102,577 x 12 102,577 Healthstar Inc COM 42222J102 15 10,000 x 12 10,000 Hecla Mining Co COM 422704106 143 124,150 x 12 124,150 Helix Biomedix Inc COM 423287309 9 10,000 x 12 10,000 Heller Financial Inc ClCOM 423328103 225 5,629 x 12 5,629 Henry Schein Inc. COM 806407102 333 8,697 x 12 8,697 Hershey Foods Corp. COM 427866108 1,455 23,582 x 12 23,582 Hewlett-Packard Co. COM 428236103 11,548 403,789 x 12 403,789 Hibernia Corp. Class A COM 428656102 2,049 115,133 x 12 115,133 High Speed Access Corp COM 42979U102 25 20,595 x 12 20,500 Highwoods Properties InCOM 431284108 755 28,345 x 12 28,345 Highwoods Properties InPfd8% PFD S431284306 228 9,695 x 12 9,695 Hillenbrand Industries COM. 431573104 468 8,200 x 12 8,200 Hitachi Ltd ADR 10 Com ADR 433578507 4,277 43,211 x 12 43,211 Hmi Inds Inc COM 404238107 12 10,000 x 12 10,000 Hollywood Media Corp COM 436233100 195 32,603 x 12 32,603 Hologic Inc. COM 436440101 79 11,600 x 12 11,600 Home Depot Inc. COM 437076102 28,157 604,874 x 12 604,874 Homebase Inc. COM 43738E108 86 24,900 x 12 24,900 HON Industries Inc. COM 438092108 1,053 43,490 x 12 43,490 Honeywell InternationalCOMc. 438516106 9,032 258,119 x 12 258,119 Hooper Holmes IncorporaCOM 439104100 577 56,320 x 12 56,320 Hoovers Inc COM 439321100 557 117,200 x 12 117,200 Hormel Foods Corp. COM 440452100 260 10,700 x 12 10,700 Hospitality Properties COMst 44106M102 3,056 107,212 x 12 51,116 Host Marriott Corp Pfd 44107P401 361 14,040 x 12 13,100 Host Marriott Corp New COM 44107P104 1,996 159,520 x 12 63,531 Household InternationalCOMc. 441815107 2,628 39,404 x 12 39,404 Hovnanian Enterprises ICOM 442487203 435 30,000 x 12 30,000 HRPT Proprties Trust COM 40426W101 459 47,300 x 12 18,650 HSBC Holdings PLC -SponADRDR 404280406 2,673 44,622 x 12 44,622 Hubbell Inc. CL B COM 443510201 213 7,355 x 12 7,355 Hughes Supply Inc. COM 444482103 522 22,090 x 12 22,090 Human Genome Sciences ICOM 444903108 1,466 24,331 x 12 24,331 Humana Inc. COM 444859102 171 17,327 x 12 17,327 Hunter Douglas N V ADR 445681208 81 11,550 x 12 11,550 Huntington Bancshares ICOM 446150104 302 18,459 x 12 18,459 I.C.U. Med Inc. COM 44930G107 871 21,100 x 12 19,850 IBP Inc. COM 449223106 548 21,689 x 12 21,689 ICN Pharmaceuticals IncCOM 448924100 1,017 32,056 x 12 32,056 Icos Corp. COM 449295104 1,689 26,390 x 12 26,390 Idacorp Inc COM 451107106 889 25,500 x 12 25,500 IDEC Pharmaceutical CorCOM 449370105 1,164 17,203 x 12 17,203 Igate Capital Corp COM 45169U105 107 29,775 x 12 16,675 Igen International IncCOM 449536101 2,955 113,650 x 12 113,650 IKON Office Solutions ICOM 451713101 115 11,720 x 12 11,720 I-Link Inc. COM 449927102 7 13,800 x 12 13,800 Illinois Tool Works COM 452308109 2,078 32,834 x 12 32,834 Illumina Inc COM 452327109 143 12,100 x 12 12,100 Imaging Diagnostic Sys COM 45244W100 10 11,045 x 12 6,600 Imatron Inc COM 452906100 27 13,700 x 12 13,700 Imclone Systems Inc COM 45245W109 13,409 253,949 x 12 154,238 Imco Recycling Inc. COM 449681105 116 16,275 x 12 16,275 Immunex Corp. COM 452528102 1,410 79,415 x 12 79,415 Immunomedics Inc. COM 452907108 443 20,685 x 12 20,685 Impath Inc COM 45255G101 244 5,510 x 12 5,410 Imperial Chem Inds Plc For G47012193 111 18,800 x 12 18,800 Imperial Chemical Inds ADR Adr 452704505 1,314 55,336 x 12 55,336 Imperial Credit IndustrCOM Inc 452729106 17 15,000 x 12 15,000 IMS Health Inc. COM 449934108 1,254 43,988 x 12 43,988 Independent Bank Corp. COM 453836108 317 16,056 x 12 16,056 Independent Capital TruPfdI 45384F206 700 27,735 x 12 11,685 Independent Capital TruPfdII 11% 45385B204 726 28,550 x 12 15,500 Indigo NV For N44495104 128 24,730 x 12 24,600 Industrial Hldgs Inc. COM 456160100 29 15,900 x 12 15,900 Information Hldgs Inc COM 456727106 391 12,120 x 12 12,120 Informix Corp. COM 456779107 231 39,525 x 12 39,525 Infospace Com Inc. COM 45678T102 58 15,178 x 12 12,477 Infracorps Inc COM 456826106 2 10,000 x 12 10,000 Ing Groep NV Spons ADR ADR 456837103 536 8,143 x 12 8,143 Ingersoll-Rand Co. COM 456866102 1,089 26,441 x 12 26,441 Ingram Micro Inc. COM 457153104 229 15,797 x 12 15,797 Inkeepers USA Trust COM 4576J0104 950 79,191 x 12 21,266 Inktomi Corp COM 457277101 178 18,518 x 12 18,518 Innogy Holdings Plc- ADADR 45769A103 1,477 48,021 x 12 48,021 Innovex Inc. COM 457647105 128 34,905 x 12 34,905 Input/Output Inc. COM 457652105 169 13,300 x 12 13,300 Insituform TechnologiesCOMc 457667103 659 18,050 x 12 18,050 Integrated Device TechnCOMgy 458118106 587 18,536 x 12 18,536 Integrated Health ServiCOM Inc. 45812C106 6 109,145 x 12 85,120 Integrated Information COM Inc 45817B103 69 60,180 x 12 27,200 Intel Corp. COM 458140100 49,975 1,708,537 x 12 1,708,537 Intelidata TechnologiesCOMrp. 45814T107 134 22,655 x 12 18,755 Inter-Digital CommunicaCOMns Corp.45866A105 371 27,958 x 12 21,700 Interface Inc. COM 458665106 120 16,000 x 12 16,000 International Business COMhines Co459200101 52,064 460,741 x 12 460,741 International Fibercom COM. 45950T101 46 18,519 x 12 10,119 International Game TechCOMogy 459902102 720 11,506 x 12 11,506 International Paper CapPfd III 7.8460140205 274 11,100 x 12 11,100 International Paper Co.COM 460146103 5,627 157,621 x 12 157,621 International Speedway COMp. 460335201 456 10,850 x 12 10,850 Internet Cap Group Inc COM 46059C106 70 35,125 x 12 18,535 Interpublic Group CompaCOMs Inc. 460690100 874 29,776 x 12 29,776 Intersil Hldg Corp COM 46069S109 451 12,402 x 12 11,602 Intertan Inc. COM 461120107 144 10,278 x 12 10,278 Interwoven Inc COM 46114T102 347 20,555 x 12 20,205 Intimate Brands Inc. COM 461156101 411 27,250 x 12 27,250 Intl Rectifier Corp. COM 460254105 437 12,809 x 12 12,809 Intrabiotics PharmaceutCOMls 46116T100 36 22,766 x 12 2,500 Intrado Inc COM 46117A100 254 14,800 x 12 13,800 Intuit Corp. COM 461202103 507 12,668 x 12 12,668 Invensys PLC ORD For G49133104 90 50,265 x 12 49,600 Invensys PLC Spons Adr ADR 461204109 2,887 763,148 x 12 763,148 Invitrogen Corp COM 46185R100 815 11,361 x 12 9,408 Iomega Corp. COM 462030107 109 45,465 x 12 45,465 Ireland Bank For 46267Q103 2,544 65,132 x 12 65,132 Iron Mountain, Inc. PaCOM 462846106 297 6,615 x 12 6,615 Iscor Ltd Sponsored ADRADR 464272202 308 85,758 x 12 85,758 IShares Inc MSCI AustraCOM Index F464286103 123 12,732 x 12 12,732 Ishares Tr Dj Us Tech SCOM 464287721 207 3,372 x 12 3,372 Ishares Tr Russell 2000COM 464287655 719 7,052 x 12 7,052 Ishares Tr S&P 100 Idx COM 464287101 296 4,606 x 12 4,606 Ishares Tr S&P 500/bar COM 464287408 271 4,381 x 12 4,381 Ishares Tr S&P Midcap 4COM 464287507 328 3,163 x 12 3,163 Ishares Tr S&P Midcap VCOMe 464287705 244 2,667 x 12 2,667 ISIS Pharmaceuticals COM 464330109 127 10,245 x 12 10,245 ITC Deltacom Inc. COM 45031T104 170 42,440 x 12 40,940 ITT Educational ServiceCOMnc 45068B109 752 16,504 x 12 900 ITT Industries, Inc. COM 450911102 265 5,982 x 12 5,982 IVAX Corp. COM 465823102 1,274 32,667 x 12 32,667 J & J Snack Foods Corp.COM 466032109 633 28,575 x 12 28,575 J Alexander Corp. COM 466096104 39 17,295 x 12 17,295 J P Morgan Chase & Co COM 46625H100 33,700 755,607 x 12 441,722 J Sainsbury Plc SponsorADRAdr 466249109 2,685 107,672 x 12 107,672 Jabil Circuit Inc. COM 466313103 993 32,166 x 12 32,166 Jack In the Box COM 466367109 1,236 47,360 x 12 47,360 James River Bankshares COM. - VA 470345109 288 12,005 x 12 12,005 Jardine Matheson HoldinADRLtd. Spo471115303 988 160,591 x 12 160,591 Jardine Strategic HoldiADR Ltd 471119206 126 21,946 x 12 21,946 JDS Uniphase Corp COM 46612J101 6,310 494,916 x 12 421,796 Jefferson Smurfit GroupADRC Spons 47508W107 623 32,468 x 12 32,468 Jefferson-Pilot Corp. COM 475070108 5,840 120,852 x 12 120,852 JLG Industries Inc. COM 466210101 203 16,415 x 12 16,415 John Hancock Patriot PrCOMrred 41013J107 170 14,000 x 12 14,000 Johnson & Johnson COM 478160104 31,141 622,830 x 12 622,830 Johnson Controls Inc. COM 478366107 1,111 15,334 x 12 15,334 Jones Apparel Group, InCOM 480074103 1,555 35,997 x 12 35,997 Juniper Networks COM 48203R104 2,714 87,267 x 12 80,972 Kana Communications COM 483600102 68 33,533 x 12 33,533 Kansas City Southn IndsCOMc 485170302 225 14,225 x 12 14,225 KAO Corporation ADR ADR 485537203 633 2,547 x 12 2,547 Kellogg Co COM 487836108 582 20,059 x 12 20,059 KEMET Corp. COM 488360108 610 30,801 x 12 30,801 Kenneth Cole ProductionCOMNc. Cl A193294105 633 31,439 x 12 31,439 Kerr-McGee Corp. COM 492386107 1,755 26,480 x 12 26,480 Keycorp New COM 493267108 774 29,709 x 12 29,709 Keyspan Corporation COM 49337W100 426 11,681 x 12 6,056 Kimberly-Clark Corp. COM 494368103 3,028 54,176 x 12 54,176 KIMCO Realty Corp. COM 49446R109 452 9,550 x 12 5,450 Kinder Morgan Energy PaCOMers LP 494550106 3,218 46,796 x 12 46,796 Kinder Morgan Inc COM 49455P101 2,572 51,183 x 12 38,248 King Pharmaceuticals InCOM 495582108 1,483 27,593 x 12 27,593 KLA Tencor Corp. COM 482480100 2,136 36,524 x 12 36,524 Knight Trading Group InCOM 499063105 162 15,165 x 12 15,165 Knight-Ridder Inc. COM 499040103 957 16,131 x 12 16,131 Knightsbridge Tankers LCOM G5299G106 342 17,090 x 12 3,800 Kohls Corp. COM 500255104 1,224 19,510 x 12 19,510 Komatsu LTD - Spons ADRADR 500458401 2,089 113,887 x 12 113,887 Koninklijke Ahold NV-SPADRR 500467303 886 28,157 x 12 28,157 Koninklijke Philips EleADRonics NV500472303 8,795 332,759 x 12 332,759 Korea Electric Power CoADR ADR 500631106 1,311 138,026 x 12 138,026 Korea Telecom ADR 50063P103 1,774 80,720 x 12 80,720 Korn Ferry Intl COM 500643200 161 10,405 x 12 10,405 KPMG Consulting Inc. COM 48265R109 960 62,420 x 12 18,345 Kraft Foods Inc COM 50075N104 528 16,985 x 12 6,115 Krispy Kreme Doughnuts COM 501014104 387 9,685 x 12 9,685 Kroger Co. COM 501044101 3,288 131,534 x 12 131,534 K-Swiss Inc. Cl A COM 482686102 475 19,700 x 12 19,700 Kyocera Corp. Spons ADRADR 501556203 491 5,506 x 12 5,506 L T X Corp. COM 502392103 607 23,755 x 12 23,755 L-3 Communications HldiCOM Inc 502424104 369 4,841 x 12 4,841 Laboratory Corp Amer HlCOM 50540R409 557 7,242 x 12 6,962 LaFarge Corp. COM 505862102 794 23,680 x 12 23,680 Lakehead Pipeline PartnCOM- LP 511557100 468 10,348 x 12 10,348 LAM Research Corp. COM 512807108 336 11,319 x 12 11,319 Lancaster Colony Corp. COM 513847103 440 13,339 x 12 13,339 Landstar Inc COM 515097103 2 10,000 x 12 10,000 Lanoptics Ltd For M6706C103 464 42,915 x 12 185 Larscom Inc. Cl A COM 51729Y108 53 27,000 x 12 27,000 Lasalle Hotel PropertieCOMBI 517942108 234 13,150 x 12 13,150 Lattice Semiconductor CCOM. 518415104 308 12,628 x 12 12,628 LCC International Inc. COM 501810105 144 21,785 x 12 21,785 Lechters Corp COM 523238103 2 20,000 x 12 20,000 Lee Enterprises, Inc. COM 523768109 1,546 46,860 x 12 46,860 Legg Mason, Inc. COM 524901105 9,697 194,881 x 12 194,881 Lehman Brothers HoldingCOMnc 524908100 789 10,153 x 12 10,153 Lennar Corp. COM 526057104 394 9,445 x 12 9,445 Lernout & Hauspie SpeecCOMroducts B5628B104 3 10,228 x 12 9,164 Leucadia National COM 527288104 469 14,445 x 12 14,445 Level 3 Communications COM. 52729N100 1,203 219,148 x 12 148,048 Lexicon Genetics Inc COM 528872104 136 10,865 x 12 10,865 Lexmark Intl Group Inc.COM A 529771107 665 9,883 x 12 9,883 Liberty All Star GrowthCOM 529900102 148 15,461 x 12 15,461 Liberty Property Trust COM 531172104 443 14,969 x 12 14,969 Lilly (Eli) & Co. COM 532457108 13,071 176,640 x 12 176,640 Limited Inc COM 532716107 2,176 131,723 x 12 131,723 Lincare Hldgs Inc. COM 532791100 536 17,870 x 12 17,870 Lincoln National Corp. COM. 534187109 913 17,645 x 12 17,645 Linear Technology Corp.COM 535678106 1,356 30,671 x 12 30,671 Lion Inc COM 53620L102 4 50,000 x 12 50,000 Lions Gate Entmnt Corp For New 535919203 27 10,000 x 12 10,000 Littlefuse Inc. COM 537008104 362 13,495 x 12 13,495 Liz Claiborne, IncorporCOMd 539320101 464 9,203 x 12 9,203 Lloyds TSB Group PLC For G5542W106 124 12,400 x 12 12,400 LNR Property Corp. COM 501940100 529 15,125 x 12 15,125 Loch Harris Inc COM 539578203 14 104,000 x 12 104,000 Lockheed Martin Corp. COM 539830109 2,048 55,265 x 12 55,265 Loewen Group Inc. COM 54042L100 2 11,600 x 12 5,000 Loews Corp. COM 540424108 1,664 25,831 x 12 25,831 Log On Amer Inc COM 540473105 4 10,000 x 12 10,000 Loral Space & CommunicaCOMns G56462107 83 29,850 x 12 16,540 Louisiana Pacific Corp.COM 546347105 187 15,975 x 12 15,975 Lowe's Companies, Inc. COM 548661107 12,764 175,930 x 12 175,930 LSI Logic Corp. COM 502161102 1,118 59,461 x 12 59,461 Lubrizol Corp. COM 549271104 1,275 41,068 x 12 41,068 Lucent Technologies IncCOM 549463107 2,607 420,560 x 12 420,560 Luminant Worldwide CorpCOM 550260103 122 148,654 x 12 148,654 Luxottica Group SPA SpoADRred ADR 55068R202 187 11,689 x 12 11,689 M & T Bank Corp COM 55261F104 487 6,449 x 12 5,527 M D U Resources Group, COM. 552690109 367 11,596 x 12 11,596 Madge Networks N.V. For N5424G106 16 28,270 x 12 21,000 Madison Gas & Elec Co COM 557497104 944 33,944 x 12 33,944 Malaysa Fund Inc. COM 560905101 72 20,500 x 12 20,500 Managed Municipals PortCOMio Inc. 561662107 332 31,668 x 12 31,668 Mandalay Resort Group COM 562567107 424 15,463 x 12 15,463 Manor Care Inc COM 564055101 859 27,058 x 12 27,058 Manpower Inc. COM 56418H100 204 6,800 x 12 5,000 Manulife Finl Corp COM 56501R106 1,959 70,168 x 12 64,199 Market 2000+ Holdrs Tr COM 57059Y204 772 11,500 x 12 6,300 Marks & Spencer Ltd SpoADRred 570697607 3,481 159,587 x 12 159,587 Marriott International COMA 571903202 1,655 34,968 x 12 34,968 Marsh & McLennan Cos InCOM 571748102 12,514 123,904 x 12 123,904 Martin Marietta MateriaCOM 573284106 851 17,204 x 12 17,204 Masco Corp. COM 574599106 1,481 59,341 x 12 59,341 Mastec Inc COM 576323109 439 33,268 x 12 33,268 Matrix Pharmaceutical COM 576844104 146 14,019 x 12 14,019 Matsushita Elec Ind ADR 576879209 2,426 153,540 x 12 153,540 Mattel Inc. COM 577081102 1,144 60,474 x 12 60,474 Maverick Tube Corp. COM 577914104 1,151 67,890 x 12 67,890 Maxim Integrated ProducCOMInc 57772K101 1,869 42,283 x 12 41,957 Maxtor Corp. COM 577729205 55 10,424 x 12 10,424 May Department Stores COM 577778103 1,055 30,804 x 12 30,804 MBIA, Inc. COM 55262C100 1,014 18,204 x 12 14,799 MBNA Corp. COM 55262L100 18,762 569,438 x 12 490,423 Mcafee Com Corp COM 579062100 226 18,390 x 12 18,390 McClatchy Newspapers InCOM CL A 579489105 775 19,810 x 12 19,810 McCormick & Co. COM 579780206 559 13,314 x 12 13,314 McDermott InternationalCOMc. 580037109 164 14,050 x 12 14,050 McDonalds Corp. COM 580135101 5,430 200,658 x 12 200,658 McDonald's Corp. 7.5% SPfdDef 580135887 462 18,425 x 12 18,425 McGraw-Hill Companies ICOM 580645109 5,522 83,476 x 12 83,476 MCI Capital I 8.00% CumPfdD Ser A 55267Y206 594 24,524 x 12 18,901 McKesson HBOC Inc. COM 58155Q103 3,910 105,344 x 12 32,732 McLeodusa Inc. - CL A COM 582266102 266 57,903 x 12 57,903 Mdu Communications IntlCOM 582828109 4 10,000 x 12 10,000 Mead Corp. COM 582834107 413 15,214 x 12 15,214 Mechanical Technology COM 583538103 305 42,294 x 12 42,294 Medarex Inc COM 583916101 457 19,448 x 12 19,448 Media General Inc. ClasCOM 584404107 872 18,955 x 12 18,955 Mediacom CommunicationsCOMrp 58446K105 216 12,255 x 12 12,255 Medimmune Inc. COM 584699102 4,073 86,283 x 12 86,283 Medtronic Inc. COM 585055106 14,013 304,554 x 12 304,554 Mellon Finl Corp COM 58551A108 5,560 120,869 x 12 89,304 Mentor Graphics Corp. COM 587200106 187 10,695 x 12 10,695 Mercantile Bankshares CCOM. 587405101 2,177 55,634 x 12 55,634 Merck & Co., Inc. COM 589331107 48,825 763,959 x 12 763,959 Mercury Interactive CorCOM 589405109 826 13,785 x 12 13,785 Meristar Hospitality CoCOM 58984Y103 2,283 96,091 x 12 41,800 Merrill Lynch & Co., InCOM 590188108 5,738 96,841 x 12 96,841 Meta Group Inc. COM 591002100 41 16,000 x 12 16,000 Metatec Corp. COM 591398102 263 236,500 x 12 236,500 Methanex COM 59151K108 64 12,100 x 12 11,600 Metlife Inc COM 59156R108 1,184 38,239 x 12 36,136 Metricom Inc. COM 591596101 20 11,475 x 12 11,475 Metris Companies Inc. COM 591598107 232 6,884 x 12 6,884 Metromedia Fiber NetworCOMnc. Cl A591689104 67 32,634 x 12 32,634 Mettler-Toledo InternatCOMal 592688105 287 6,772 x 12 6,772 MFS Charter Income TrusCOM 552727109 115 13,175 x 12 13,175 MFS Government Markets COMome 552939100 78 12,007 x 12 12,007 MFS Multimarket Income COMst 552737108 89 14,081 x 12 14,081 MFS Municipal Income TrCOM 552738106 116 13,850 x 12 13,850 MGIC Investment Corp. COM 552848103 1,312 18,055 x 12 18,055 Micromuse Inc. COM 595094103 224 8,017 x 12 8,017 Micron Technology Inc. COM 595112103 4,448 108,213 x 12 108,213 Micros Systems Inc. COM 594901100 319 14,480 x 12 14,480 Microsoft Corp. COM 594918104 52,017 712,563 x 12 712,563 Mid Atlantic Med ServicCOMInc. 59523C107 1,001 55,888 x 12 30,978 Mid Atlantic Realty TruCOM 595232109 1,884 150,746 x 12 150,746 Mid-America Apartment CCOMunities,59522J103 284 11,434 x 12 564 Midamerican Energy FinaPfdng I Qui59562U208 236 9,467 x 12 8,600 Millennium PharmaceuticCOM Inc 599902103 617 17,338 x 12 17,338 Mineral Technologies COM 603158106 239 5,580 x 12 5,580 Minnesota Mining & ManuCOMturing C604059105 4,639 40,658 x 12 40,658 Miramar Mining Corp. For 60466E100 8 10,000 x 12 10,000 Mirant Corp COM 604675108 1,778 51,680 x 12 51,680 Mitsubishi Heavy IndustFors Ltd J44002129 416 91,300 x 12 89,000 Mitsubishi Tokyo Finl GADRp 606816106 1,263 149,313 x 12 149,313 Monsanto Co New COM 61166W101 879 23,740 x 12 4,240 Montana Power Co COM 612085100 274 23,600 x 12 23,600 Moodys Corp COM 615369105 446 13,315 x 12 13,315 Morgan St Dean Witter DCOMover & C617446448 5,241 81,604 x 12 81,604 Motorola Inc. COM 620076109 7,325 442,320 x 12 442,320 MTR Gaming Group Inc COM 553769100 164 12,125 x 12 12,125 Mueller Inds Inc. COM 624756102 203 6,155 x 12 6,155 Multex Com Inc COM 625367107 208 12,775 x 12 12,775 Multimedia Games Inc COM 625453105 290 13,075 x 12 13,075 Municipal High Income FCOM Inc. 626214100 145 16,590 x 12 16,590 Municipal Mortgage & EqCOMy 62624B101 2,392 103,547 x 12 63,804 Mutual Risk Mgmt LTD COM 628351108 500 56,210 x 12 56,210 Myers Inds Inc. COM 628464109 5,813 384,995 x 12 384,995 Mylan Laboratories Inc.COM 628530107 727 25,830 x 12 25,830 Myriad Genetics Inc COM 62855J104 401 6,340 x 12 6,340 N E C Corp. ADR 629050204 275 20,053 x 12 20,053 Nabors Industries Inc. COM 629568106 748 20,114 x 12 20,114 Nanopierce TechnologiesCOMc 630080109 17 26,600 x 12 26,600 Nasdaq 100 Shares COM 631100104 8,564 186,366 x 12 186,366 National City Corp. COM 635405103 2,915 94,713 x 12 94,713 National Commerce Finl COMp 63545P104 2,327 95,522 x 12 50,696 National Golf PropertieCOMnc. 63623G109 334 12,300 x 12 5,150 National Info ConsortiuCOMnc 636491102 131 71,900 x 12 71,900 National Instruments CoCOM 636518102 211 6,495 x 12 6,495 National Oilwell Inc. COM 637071101 203 7,592 x 12 7,592 National R V Holdings ICOM 637277104 455 30,350 x 12 30,350 National Semiconductor COM. 637640103 408 14,013 x 12 14,013 National Service IndustCOMs Inc. 637657107 338 14,970 x 12 14,970 Navigant Consulting IncCOM 63935N107 105 12,750 x 12 4,000 NB Capital Corp Dep ShsPfdpstg 62874N607 463 17,915 x 12 10,800 NB Capital TrustT I 7.8PfdTrust 628956203 432 17,225 x 12 17,225 NCT Group Inc COM 62888Q109 3 18,525 x 12 6,800 Neon Communications IncCOM 640506101 154 21,960 x 12 21,960 Neon System Inc. COM 640509105 124 14,500 x 12 14,500 Neorx Corp COM 640520300 67 22,370 x 12 22,370 Neotherapeutics Inc. COM 640656104 40 10,050 x 12 10,050 Nestle SA Sponsored ADRADR 641069406 1,622 30,535 x 12 30,535 Net Genesis Corp COM 64107E107 20 25,140 x 12 25,140 Net2000 Communications COM 64122G103 118 108,915 x 12 60,680 Netpliance Inc COM 64115K103 7 20,725 x 12 14,500 Network Appliance Inc COM 64120L104 1,639 119,684 x 12 105,496 Networks Associates IncCOM 640938106 305 24,500 x 12 24,500 Netzero Inc COM 64122R109 14 19,000 x 12 4,000 New Centy Equity Hldgs COMp 64353J107 35 34,600 x 12 29,000 New PLan Excel Realty TCOMt 648053106 192 12,551 x 12 12,551 New South Capital Tr I PfdPfd Sec 648910206 88 10,200 x 12 10,200 New Windsor Bancorp COM 649203106 259 2,592 x 12 2,592 New York Times Co. COM 650111107 422 10,057 x 12 10,057 Newell Rubbermaid Inc. COM 651229106 792 31,536 x 12 31,536 Newfield Exploration CoCOM 651290108 395 12,320 x 12 12,320 Newgold Inc COM 651362105 2 20,000 x 12 20,000 Newport News and ShipbuCOMing 652990201 694 10,861 x 12 10,861 Nextel Communications ICOM 65332V103 18,527 1,058,685 x 12 590,007 Nextel Partners Inc COM 65333F107 390 25,110 x 12 19,460 Niagara Mohawk HoldingsCOMc. 653520106 519 29,341 x 12 29,341 Nike Inc. COM 654106103 551 13,113 x 12 13,113 Nippon Telegraph & TeleForne Corp.654624105 2,578 96,924 x 12 96,924 Nisource Inc SAILS COM 65473P600 37 16,024 x 12 6,107 Nisource Inc. COM 65473P105 1,927 70,461 x 12 27,283 Nissan Motor Co Ltd SpoADRred 654744408 245 17,703 x 12 17,703 Noble Affiliates Inc. COM 654894104 394 11,151 x 12 11,151 Noble Drilling Corp. COM 655042109 1,133 34,595 x 12 34,595 Nokia Corp. Sponsored AADR 654902204 9,617 436,338 x 12 436,338 Nomura Secs Ltd Japan ADR 655361301 555 2,896 x 12 2,896 Nordstrom Inc. COM 655664100 236 12,740 x 12 12,740 Norfolk Southern Corp. COM 655844108 1,353 65,366 x 12 65,366 Nortel Networks Corp. COM 656568102 2,165 238,120 x 12 238,120 North Fork Bancorp, IncCOMEL 659424105 1,168 37,684 x 12 37,684 North Pittsburgh Sys InCOM 661562108 436 27,240 x 12 27,240 Northern Trust Corp. COM 665859104 2,419 38,705 x 12 38,705 Northrop Grumman Corp. COM 666807102 461 5,750 x 12 5,750 Novartis AG-ADR ADR 66987V109 1,383 38,267 x 12 38,267 Novell, Inc. COM 670006105 247 43,467 x 12 43,467 Novellus System Inc. COM 670008101 991 17,445 x 12 17,445 Novoste Corp. MA COM 67010C100 274 10,755 x 12 9,155 Nrg Energy Inc COM 629377102 222 10,048 x 12 10,048 Nucentrix Broadband NetCOMks Inc. 670198100 122 15,800 x 12 15,800 Nucor Corp. COM 670346105 515 10,525 x 12 10,525 Nutraceutical Clinical COM Inc 67060A103 10 10,000 x 12 10,000 Nuveen Municipal IncomeCOMnd 67062J102 182 15,200 x 12 4,100 Nuveen Ohio Quality IncCOM 670980101 280 16,708 x 12 16,708 Nuveen Pennsylvania PreCOMm 67061F101 195 14,029 x 12 8,055 Nuveen Select MaturitieCOM 67061T101 257 22,900 x 12 4,901 Nuveen Virginia PremiumCOMcome 67064R102 451 28,003 x 12 18,180 Nvidia Corp COM 67066G104 1,356 14,619 x 12 13,219 Occidental Petroleum CoCOM 674599105 328 12,329 x 12 12,329 Ocean Energy Inc. COM 67481E106 625 35,840 x 12 35,840 Office Depot, Inc. COM 676220106 1,778 171,246 x 12 171,246 Officemax Inc. COM 67622M108 264 71,642 x 12 60,292 Offshore Logistics Inc.COM 676255102 1,049 55,215 x 12 55,215 Old Republic InternatioCOM Corp. 680223104 262 9,040 x 12 9,040 Olin Corp. COM 680665205 273 16,095 x 12 16,095 Omi Corp New COM Y6476W104 67 11,850 x 12 11,500 Omni Energy Services CoCOM 68210T109 36 28,500 x 12 28,500 Omnicare Inc. COM 681904108 415 20,537 x 12 20,537 Omnicom Group Inc. COM 681919106 1,210 14,066 x 12 14,066 Omtool Ltd. COM 681974101 20 25,000 x 12 25,000 On Command Corp. COM 682160106 102 22,609 x 12 22,609 Openwave Sys Inc COM 683718100 1,215 35,014 x 12 35,014 Option Care Inc COM 683948103 165 10,875 x 12 10,875 Oracle Corp COM 68389X105 29,295 1,541,842 x 12 1,173,110 Orasure Technologies InCOM 68554V108 170 13,650 x 12 12,650 Orbotech Limited Ord COM M75253100 513 14,852 x 12 14,852 Organogenesis Inc. COM 685906109 76 10,300 x 12 10,300 Outback Steakhouse Inc.COM 689899102 1,010 35,075 x 12 35,075 Overseas Shipholding COM 690368105 202 6,600 x 12 6,600 Owens & Minor Inc. New COM 690732102 574 30,227 x 12 30,227 Owens Corning COM 69073F103 49 23,770 x 12 5,300 Oxford Health Plans IncCOM 691471106 647 22,605 x 12 22,605 P G & E Corp. COM 69331C108 587 52,413 x 12 50,741 P T Indonesian SatellitADRorp-Spon715680104 139 15,500 x 12 15,500 Pacific Century CyberwoFor Y6801N134 10 34,850 x 12 21,500 Packeteer Inc COM 695210104 365 29,110 x 12 29,110 Pactiv Corp COM 695257105 303 22,593 x 12 22,593 Pac-west Telecom Inc COM 69371Y101 21 10,732 x 12 5,652 Pall Corp. COM 696429307 1,982 84,249 x 12 84,249 Palm Inc COM 696642107 560 92,301 x 12 92,301 Park Meridian Finl CorpCOM 700585102 191 11,586 x 12 11,586 Park Place EntertainmenCOMorp. 700690100 183 15,155 x 12 15,155 Parker Hannifin Corp. COM 701094104 847 19,958 x 12 19,958 Partnerre LTD COM G6852T105 288 5,195 x 12 5,195 Patina Oil & Gas Corp COM 703224105 292 11,000 x 12 11,000 Paychex Inc. COM 704326107 1,659 41,485 x 12 41,485 Payless Cashways Inc COM 704378405 60 200,000 x 12 200,000 Payless Shoesource Inc.COM 704379106 236 3,648 x 12 3,648 PC Connection Inc. COM 69318J100 177 11,077 x 12 10,877 Pechiney - Sponsered AADR 705151207 224 8,795 x 12 8,795 Pegasus Systems Inc COM 705906105 478 41,359 x 12 41,359 Penney (J C) Co Inc. COM 708160106 975 36,985 x 12 36,985 Pennzoil-Quaker State CCOM 709323109 200 17,882 x 12 17,882 Pentair Inc. COM 709631105 995 29,445 x 12 29,445 Penton Media Inc. COM 709668107 284 16,245 x 12 16,245 PeopleSoft Inc. COM 712713106 1,382 28,063 x 12 28,063 PepsiCo, Inc. COM 713448108 23,837 539,303 x 12 539,303 Peregrine Systems Inc COM 71366Q101 1,100 37,918 x 12 33,193 Perot Systems Corp. Cl COM 714265105 191 10,553 x 12 10,553 Petrochina Co Ltd ADR 71646E100 1,235 60,532 x 12 60,532 Petroleo Brasileiro SA ADRponsored71654V101 4,124 176,326 x 12 176,326 Petroleum Geo Services ADR SPONS A716597109 653 64,576 x 12 64,576 Petroquest Energy Inc. COM 716748108 110 15,700 x 12 15,700 Pfizer Inc. COM 717081103 36,965 922,981 x 12 922,981 Pharmaceutical Product COMelopment717124101 662 21,685 x 12 21,685 Pharmacia Corp COM 71713U102 8,950 194,785 x 12 145,831 Pharmacopeia Inc. COM 71713B104 1,094 45,560 x 12 35,405 Phelps Dodge COM 717265102 517 12,452 x 12 12,452 Philip Morris CompaniesCOMc. 718154107 14,424 284,222 x 12 284,222 Phillips Petroleum CompCOM 718507106 4,727 82,936 x 12 82,936 Phoenix Group Corp COM 71906P100 1 15,000 x 12 15,000 Photon Dynamics Inc COM 719364101 952 35,260 x 12 35,260 Piedmont Natural Gas CoCOM 720186105 426 12,003 x 12 12,003 Pilgrim America Prime RCOM Tr 72146W103 257 33,553 x 12 25,334 Pinnacle Entertainment COM 723456109 80 10,950 x 12 10,950 Pitney-Bowes, Inc. COM 724479100 632 15,007 x 12 15,007 PIXAR Inc. COM 725811103 365 8,936 x 12 8,936 PMC-Sierra Inc COM 69344F106 1,151 37,035 x 12 34,980 PMI Group Inc. COM 69344M101 774 10,799 x 12 10,799 PNC Financial Services COMup 693475105 2,334 35,476 x 12 35,476 Pohang Iron & Steel Co,ADRd ADS 730450103 1,899 96,297 x 12 96,297 Polaris Industries Inc.COM 731068102 988 21,570 x 12 21,570 Polycom Inc COM 73172K104 225 9,735 x 12 9,435 Polymedica Industries COM 731738100 247 6,100 x 12 6,100 Popular Inc. COM 733174106 1,704 51,745 x 12 51,745 Portal Software Inc COM 736126103 163 39,370 x 12 39,370 Portugal Telecom S A ADADR 737273102 1,565 226,506 x 12 226,506 Post Properties Inc. COM 737464107 1,001 26,439 x 12 26,439 Potomac Electric Power COM 737679100 557 26,621 x 12 26,621 Power-One Inc. COM 739308104 204 12,255 x 12 12,255 PPG Industries, Inc. COM 693506107 1,354 25,749 x 12 25,749 PPL Corp COM 69351T106 1,240 22,545 x 12 17,395 Praecis PharmaceuticalsCOMc 739421105 250 15,200 x 12 15,200 Praxair Inc. COM 74005P104 691 14,695 x 12 8,423 Price T Rowe Group Inc COM 74144T108 4,278 114,406 x 12 86,272 Priceline.Com Inc. COM 741503106 678 74,955 x 12 74,955 Prime Retail Inc COM 741570105 5 17,069 x 12 17,069 Primedia Inc COM 74157K101 194 28,593 x 12 28,593 Primus TelecommunicatioCOMGroup In741929103 17 20,885 x 12 20,885 Privatebancorp Cap Tr IPfd 74268E200 169 16,500 x 12 16,500 Procter & Gamble Co. COM 742718109 14,188 222,390 x 12 222,390 Professional Detailing COM. 74312N107 481 5,230 x 12 5,230 Progress Energy Inc COM 743263105 2,129 47,394 x 12 47,394 Progress Software Corp COM 743312100 591 36,510 x 12 36,510 Progressive Corp. COM 743315103 1,779 13,159 x 12 13,159 Prologis Trust COM 743410102 243 10,692 x 12 10,692 Provident Bankshares CoCOM 743859100 1,317 52,793 x 12 52,793 Provident Tr Ii Pfd 74405Y200 418 15,255 x 12 2,850 Providian Financial CorCOM 74406A102 4,444 75,069 x 12 51,638 PSINet Inc. COM 74437C101 15 286,005 x 12 110,740 Psion Plc COM G72928107 13 10,050 x 12 9,550 PTEK Holdings Inc. COM 69366M104 37 13,777 x 12 5,600 Public Service EnterpriCOMGroup 744573106 896 18,327 x 12 18,327 Public Storage Inc. COM 74460D109 358 12,074 x 12 5,164 Purchasepro Com COM 746144104 25 16,740 x 12 16,740 Putnam Master IntermediCOM 746909100 535 82,825 x 12 82,825 QLogic Corp. COM 747277101 881 13,676 x 12 13,676 Quaker Oats COM 747402105 763 8,360 x 12 8,360 Qualcomm Inc. COM 747525103 6,059 103,612 x 12 103,612 Quest Diagnostics Inc. COM 74834L100 1,305 17,438 x 12 17,154 Quintiles TransnationalCOMrp. 748767100 5,291 209,548 x 12 209,548 Qwest Communications InCOMnational749121109 12,926 405,573 x 12 405,573 Radian Group Inc. COM 750236101 217 5,370 x 12 5,370 Radioshack Corp COM 750438103 1,390 45,574 x 12 45,574 Radiotower Com Inc NewCOM 750452203 4 30,000 x 12 30,000 Rainbow Technologies InCOM 750862104 326 58,370 x 12 58,370 Rambus Inc. COM 750917106 155 12,561 x 12 12,561 Range Resources Corp COM 75281A109 226 37,600 x 12 37,000 Rational Software Corp.COMm New 75409P202 467 16,649 x 12 12,119 Raytheon Co COM 755111507 1,739 65,481 x 12 65,481 RCN Corp. COM 749361101 221 40,189 x 12 40,189 Realnetworks Inc COM 75605L104 263 22,346 x 12 18,884 Reckson Associates RealCOMCorp. 75621K106 1,203 52,315 x 12 44,315 Reckson Assocs Realty CCOM. Cl B 75621K304 277 11,285 x 12 5,335 Red Hat Inc COM 756577102 87 21,710 x 12 21,710 Redback Networks Inc COM 757209101 182 20,435 x 12 20,435 Reebok International LtCOM 758110100 571 17,857 x 12 17,857 Regions Financial Corp.COM 758940100 417 13,030 x 12 13,030 Reliability Inc. COM 759903107 714 216,500 x 12 216,500 Reliant Energy Inc COM 75952J108 1,464 45,423 x 12 21,445 Renaissancere Holdings COM G7496G103 775 10,450 x 12 9,415 Renal Care Group Inc. COM 759930100 619 18,820 x 12 18,820 Rent A Ctr Inc New COM 76009N100 689 13,090 x 12 13,090 Repsol S.A. ADR ADR 76026T205 3,492 209,586 x 12 209,586 Republic Services Inc. COM 760759100 1,803 90,835 x 12 90,835 Research In Motion Ltd.For 760975102 239 7,406 x 12 7,406 Respironics, Inc. COM 761230101 255 8,580 x 12 8,580 Reunion Industries Inc.COM 761312107 34 22,700 x 12 22,700 Reuters Holdings PLC SpADRADR 76132M102 710 9,128 x 12 9,128 Reynolds R J Tob Hldgs COM 76182K105 217 3,982 x 12 2,572 RF Micro Devices Inc. COM 749941100 3,058 114,111 x 12 114,111 RGS Energy Group Inc COM 74956K104 257 6,856 x 12 6,694 Rio Tinto PLC - SponsorADRADR 767204100 838 11,529 x 12 11,529 Rite Aid Corp. COM 767754104 523 58,158 x 12 58,158 Roche Holdings Ltd SponADRDR 771195104 480 6,663 x 12 6,663 Rockwell International COMp. 773903109 469 12,310 x 12 12,310 Rohm & Haas COM 775371107 340 10,327 x 12 10,327 Rolls Royce PLC SponsorADRADR 775781206 2,711 165,290 x 12 165,290 Rosetta Inpharmatics InCOM 777777103 205 13,225 x 12 13,225 Rouse Capital 9.25% CumPfdrly PFD 779272202 405 16,285 x 12 16,285 Rouse Co. COM 779273101 425 14,845 x 12 14,845 Rowan Companies Inc. COM 779382100 451 20,393 x 12 20,393 Royal & Sun Alliance InForp G8566X133 186 24,659 x 12 24,659 Royal Bk Canada COM 780087102 1,929 60,563 x 12 60,563 Royal Carribean Cruise COM V7780T103 281 12,885 x 12 1,100 Royal Dutch Petroleum CADRDR 780257804 5,222 89,616 x 12 89,616 RPM Inc. - Ohio COM 749685103 266 28,962 x 12 28,962 Ryland Group Inc. COM 783764103 284 5,606 x 12 5,606 S C I Systems Inc. COM 783890106 632 24,790 x 12 24,790 Sabre Group Holdings InCOM 785905100 665 13,296 x 12 13,296 Safe Technologies Intl COM 786416107 3 172,500 x 12 172,500 Safeco Corp. COM 786429100 877 29,741 x 12 29,741 Safeguard Scientifics ICOM 786449108 97 18,870 x 12 18,870 Safeway Inc. COM 786514208 7,945 165,525 x 12 165,525 SAGA Sys Inc COM 786610105 574 50,000 x 12 50,000 SAGA Sys Inc COM 786610881 819 71,425 x 12 71,425 Salomon Brothers WorldwCOM 79548T109 240 16,975 x 12 8,575 Salton Inc. COM 795757103 635 35,700 x 12 35,700 Sandisk Corp. COM 80004C101 335 12,010 x 12 8,530 Sandy Spring Bancorp InCOM 800363103 221 6,878 x 12 6,878 Sanmina Corp. COM 800907107 623 26,624 x 12 26,624 Santa Fe International COMp. G7805C108 336 11,603 x 12 7,533 Sappi Ltd -Sponsered ADADR 803069202 95 10,560 x 12 10,560 Sara Lee Corp. COM 803111103 1,987 104,915 x 12 104,915 Sawtek Inc. COM 805468105 209 8,875 x 12 8,875 SBC Communications Inc.COM 78387G103 21,998 549,134 x 12 452,106 Scana Corp New COM 80589M102 1,052 37,073 x 12 30,298 Schering-Plough Corp. COM 806605101 13,490 372,249 x 12 372,249 Schlumberger Limited COM 806857108 8,897 168,991 x 12 168,991 Schwab Charles Corp. COM 808513105 2,366 154,656 x 12 154,656 Sciclone PharmaceuticalCOMncorpora80862K104 89 15,300 x 12 10,500 Scientific-Atlanta Inc.COM 808655104 1,375 33,869 x 12 33,869 Scottich Power PLC COM 81013T705 250 8,548 x 12 8,548 Sealed Air Corp. COM 81211K100 318 8,554 x 12 4,494 Sears Roebuck & Co COM 812387108 1,048 24,760 x 12 24,760 Sector Spdr Trust Shs COM 81369Y803 1,607 57,108 x 12 16,023 Secure Computing Corp COM 813705100 679 43,242 x 12 43,242 Sedona Corporation COM 815677109 18 23,000 x 12 23,000 Selective Ins Group IncCOM 816300107 1,005 37,660 x 12 37,660 Sempra Energy COM 816851109 446 16,318 x 12 16,318 Senior Hsg Pptys Tr COM 81721M109 1,340 103,034 x 12 93,354 Sensient Technologies CCOM 81725T100 326 15,961 x 12 4,401 Sensormatic ElectronicsCOMrp. 817265101 299 17,595 x 12 17,595 Serena Software Inc COM 817492101 463 12,740 x 12 12,740 Service Corp. InternatiCOMl 817565104 541 85,040 x 12 85,040 Servicemaster Co COM 81760N109 502 41,793 x 12 34,980 Shaw Group Inc. COM 820280105 903 22,510 x 12 22,510 Sheldahl Inc COM 822440103 18 10,000 x 12 10,000 Shell Transport & TradiADRPLC 822703609 200 3,972 x 12 3,972 Sherwin Williams Corp. COM 824348106 2,068 93,151 x 12 93,151 Shore Bancshares Inc. COM 825107105 234 12,101 x 12 12,101 Shurgard Storage CenterCOMnc., CL 82567D104 586 18,747 x 12 8,538 Sideware Systems Inc. COM 825907108 164 321,015 x 12 321,015 Siebel Systems Inc. COM 826170102 2,774 59,149 x 12 59,149 Sierra Pacific ResourceCOMew 826428104 3,560 222,661 x 12 222,661 Sigma-Aldrich Corp. COM 826552101 1,126 29,167 x 12 29,167 Silicon Storage TechnolCOM Inc. 827057100 174 17,200 x 12 17,200 Silver Std Res Inc COM 82823L106 26 13,000 x 12 2,500 Simon Property Group InCOM 828806109 1,729 57,707 x 12 57,707 Sitel Corp. COM 82980K107 39 22,950 x 12 3,500 Sky Financial Group IncCOM 83080P103 267 14,157 x 12 5,994 SL Green Realty Corp. COM 78440X101 349 11,460 x 12 2,200 Smith & Nephew Plc ADR 83175M205 201 3,836 x 12 3,836 Smithfield Foods COM 832248108 754 18,705 x 12 18,705 Solectron Corp. COM 834182107 1,267 69,224 x 12 69,224 Somera Communication COM 834458101 75 10,500 x 12 10,500 Sonex Research Inc. COM 835448101 7 27,600 x 12 27,600 Sonicblue Inc COM 83546Q109 41 12,738 x 12 3,378 Sonoco Products Co COM 835495102 897 36,033 x 12 36,033 Sonus Networks Inc COM 835916107 1,152 49,318 x 12 49,318 Sony Corp. - Sponsored ADR 835699307 1,093 16,611 x 12 16,611 Source Media Inc New COM 836153304 1 28,000 x 12 28,000 South African BreweriesADRc 836220103 388 51,230 x 12 51,230 Southern Co COM 842587107 1,654 71,131 x 12 71,131 Southern COS CAP TR II Pfd5% 84258T208 206 8,100 x 12 2,200 Southtrust Corp. COM 844730101 1,769 68,038 x 12 68,038 Southwest Airlines Co COM 844741108 4,554 246,314 x 12 246,314 Southwest BancorporatioCOMf Texas 84476R109 204 6,784 x 12 3,984 Sovereign Bancorp Inc. COM 845905108 1,643 126,395 x 12 126,395 Spherion Corp COM 848420105 231 25,761 x 12 25,761 Sprint Corp. (FON GroupCOM 852061100 4,193 196,313 x 12 196,313 Sprint Corp. (PCS GroupCOM 852061506 1,555 64,376 x 12 64,376 St Joe Corp. COM 790148100 739 27,475 x 12 27,475 St Jude Medical Inc. COM 790849103 399 6,650 x 12 6,650 St. Paul Companies Inc.COM 792860108 690 13,614 x 12 13,614 Stamford Intl Inc COM 852902105 97 96,800 x 12 96,800 Standard & Poors DEP ReCOMpts 78462F103 5,026 40,753 x 12 39,610 Standard & Poors MidcapCOM0 595635103 1,471 15,448 x 12 15,448 Standard Energy Corp. COM 853373108 1 10,500 x 12 10,500 Stanley Furniture Co, COM 854305208 775 28,800 x 12 28,800 Staples Inc. COM 855030102 1,075 67,258 x 12 67,258 Star Gas Partners L P COM 85512C105 380 18,109 x 12 1,670 Starbase Corp COM 854910205 57 15,500 x 12 15,500 Starbucks Corp. COM 855244109 1,152 50,098 x 12 50,098 Starwood Hotels & ResorCOMWorldwid85590A203 1,124 30,147 x 12 15,320 State Str Corp COM 857477103 4,585 92,652 x 12 92,652 Steris Corp. COM 859152100 581 28,965 x 12 28,965 Sterling Bancshares CapPfd Ii 85915H206 432 16,800 x 12 8,200 Sterling Bancshares CapPfdl 858917206 214 8,300 x 12 8,300 Stewart & Stevenson COM 860342104 680 20,597 x 12 20,597 Stewart Enterprises CL COM 860370105 257 35,143 x 12 35,143 Stilwell Financial Inc COM 860831106 1,535 45,742 x 12 45,742 Stone Energy Corp. COM 861642106 282 6,358 x 12 6,358 Storage USA, Inc. COM 861907103 458 12,721 x 12 12,721 Streettracks Ser Tr COM 86330E505 390 5,500 x 12 5,500 Stride Rite Corp. COM 863314100 438 51,510 x 12 51,510 Structural Dynamics ResCOMch 863555108 1,203 49,095 x 12 49,095 Stryker Corp. COM 863667101 1,003 18,280 x 12 18,280 Student Loan Corp. COM 863902102 216 3,100 x 12 3,100 Sturm Ruger & Co COM 864159108 122 12,460 x 12 12,460 Suiza Foods Corp. COM 865077101 609 11,460 x 12 11,460 Sumitomo Mitsui BankingADRrp 865622104 542 65,630 x 12 65,630 Summit Properties Inc. COM 866239106 294 10,946 x 12 10,946 Sun Healthcare Group InCOM 866933104 4 144,200 x 12 144,200 Sun Microsystems Inc. COM 866810104 13,829 879,698 x 12 879,698 Sunbeam Corp. COM 867071102 4 56,500 x 12 56,500 Suncor Energy Inc. For 867229106 258 10,039 x 12 10,039 Sungard Data Systems InCOM 867363103 836 27,845 x 12 27,845 Sunrise Assisted LivingCOMc. 86768K106 2,339 89,092 x 12 42,817 Sunterra Corp COM 86787D109 7 77,000 x 12 75,000 Suntrust Banks Inc. COM 867914103 5,542 85,547 x 12 85,547 Superior Energy ServiceCOMnc. 868157108 96 12,120 x 12 12,120 Superior Industries IntCOMnc. 868168105 537 14,019 x 12 14,019 Supervalu Inc. COM 868536103 725 41,306 x 12 41,306 Susquehanna Bancshares COM. 869099101 529 25,990 x 12 25,990 Swift Energy Co COM 870738101 379 12,571 x 12 12,571 Swift Transportation CoCOMc. 870756103 231 11,975 x 12 11,975 Swire Pacific Ltd SponsADRd ADR 870794302 2,376 458,751 x 12 458,751 Swisscom AG-Sponsored AFor 871013108 1,691 70,904 x 12 70,904 Sybase Inc. COM 871130100 827 50,249 x 12 50,249 Sybron Dental SpecialtiCOMInc 871142105 424 20,698 x 12 20,698 Sycamore Networks Inc COM 871206108 120 12,881 x 12 12,881 Sylvan Learning SystemsCOMc. 871399101 608 25,017 x 12 25,017 Symantec Corp. COM 871503108 2,587 59,202 x 12 59,202 Symbol Technologies IncCOM 871508107 386 17,382 x 12 17,382 Syncor Intl Inc. COM 87157J106 985 31,765 x 12 31,765 Syngenta Ag Adr ADR 87160A100 140 12,927 x 12 12,927 Synopsys Inc. COM 871607107 393 8,118 x 12 8,118 Synovus Financial Corp.COM 87161C105 346 11,039 x 12 8,477 Synthetic Blood Intl InCOM 87162Q103 3 10,000 x 12 10,000 Sysco Corp. COM 871829107 721 26,566 x 12 26,566 Systems & Computer TechCOMogy Corp871873105 121 13,390 x 12 13,390 Systemsoft Corp. COM 871926101 1 10,900 x 12 10,900 T R W Inc. COM 872649108 421 10,280 x 12 10,280 Taiwan Semiconductor CoADRTD Spons874039100 324 21,321 x 12 21,321 Talk America Hldgs Inc For 87426R103 139 148,585 x 12 67,240 Tanger Factory Outlet CCOMers 875465106 384 16,685 x 12 16,685 Tanisys Technology Inc.COM 875927204 2 12,050 x 12 12,050 Target Corp COM 87612E106 7,199 208,061 x 12 208,061 Tate & Lyle PLC ADRS ADR 876570607 568 35,820 x 12 35,820 Taylor Nelson Sofres PLCOM G8693M109 86 30,000 x 12 30,000 TCW Convertible SecuritCOM Fd 872340104 519 56,190 x 12 56,190 Team Sports Entmt Inc COM 87815W101 9 10,000 x 12 10,000 Tech Data Corp. COM 878237106 963 28,860 x 12 28,860 Technitrol Inc. COM 878555101 804 30,930 x 12 30,930 Teco Energy Inc. COM 872375100 870 28,539 x 12 28,539 Teekay Shipping Corp. For Y8564W103 967 24,157 x 12 23,682 Tekelec COM 879101103 512 18,885 x 12 18,885 Tektronix Inc. COM 879131100 461 16,986 x 12 16,986 Telebanc Capital Trust PfdCum Pfd 87925Y203 1,017 60,593 x 12 32,943 Telecom Argentina Sa AdADR Adr Rep879273209 1,346 87,151 x 12 87,151 Telecom Corp. of New ADR 879278208 1,676 92,338 x 12 92,338 Telecom Italia Spa For T9277N121 113 12,600 x 12 12,600 Telecom Italia Spa SponADRR 87927W106 1,649 18,735 x 12 18,735 Telecominicaoes BrasileADRs SA ADR879287308 2,377 50,852 x 12 50,852 Teleflex Inc. COM 879369106 8,836 200,820 x 12 200,820 Telefonica De Espana SAADRons ADR 879382208 1,711 45,956 x 12 45,956 TELEFONICA SA For E90183182 150 11,964 x 12 11,964 Telefonos De Mexico SA ADRns ADR 879403780 3,826 109,047 x 12 109,047 Telephone & Data SystemCOMInc. 879433100 253 2,325 x 12 2,325 Teligent Inc. Cl A COM 87959Y103 2 12,550 x 12 11,050 Telik Inc COM 87959M109 844 85,620 x 12 63,920 Tellabs Inc. COM 879664100 3,032 156,460 x 12 156,460 Telynx Inc COM 87972E209 1 25,750 x 12 25,750 Temple Inland Inc. COM 879868107 461 8,651 x 12 8,651 Tenet Healthcare Corp. COM 88033G100 3,091 59,897 x 12 48,606 Teradyne Inc. COM 880770102 253 7,223 x 12 7,223 Teraforce Technology CoCOM 88077T109 4 10,720 x 12 9,720 Terex Corp. COM 880779103 335 15,800 x 12 15,800 Tesco Plc Sponsored ADRADR 881575302 113 10,409 x 12 10,409 Tessa Complete Health CCOM Inc 881611107 23 388,477 x 12 388,477 Teva Pharmaceutical-SP ADR 881624209 1,075 17,254 x 12 17,254 Texaco Capital LLC 6.87PfdCum PFD P9132Z107 714 29,325 x 12 15,475 Texaco Inc. COM 881694103 10,950 164,418 x 12 164,418 Texas Instruments Inc. COM 882508104 11,507 365,314 x 12 365,314 Texas Regional BancsharCOMInc. 882673106 247 6,139 x 12 6,139 Texfi Industries Inc. COM 882895105 1 125,000 x 12 125,000 Textron Capital I TrustPfdd 883198202 328 13,300 x 12 13,300 Textron Inc. COM 883203101 2,242 40,742 x 12 40,742 The AES Corp. COM 00130H105 6,848 159,073 x 12 150,078 The Allstate Corp. COM 020002101 13,275 301,771 x 12 240,615 The Blackrock 2001 TermCOMust Inc.092477108 133 13,250 x 12 8,800 The Blackrock Income TrCOMc. 09247F100 120 16,800 x 12 12,200 The John Nuveen Co Cl ACOM 478035108 735 12,974 x 12 12,974 The LTV Corp. (New) COM 501921100 2 13,100 x 12 13,100 The Mills Corp. COM 601148109 941 38,238 x 12 38,238 The Pepsi Bottling GrouCOMnc. 713409100 423 10,545 x 12 10,545 The Royal Bank of ScotlPfd 780097408 212 8,270 x 12 8,270 The Town and Country TrCOM 892081100 622 30,477 x 12 30,477 The Valspar Corp. COM 920355104 6,359 179,138 x 12 179,138 The Walt Disney Co. COM 254687106 23,469 812,372 x 12 469,682 Theragenics Corp. COM 883375107 121 10,800 x 12 10,800 Three Five Systems Inc.COM 88554L108 581 32,307 x 12 31,657 Tidewater Inc. COM 886423102 1,414 37,510 x 12 37,510 Tiffany & Co New COM 886547108 643 17,750 x 12 17,750 Timberland Co COM 887100105 1,122 28,410 x 12 28,410 Tipperary Corp COM 888002300 47 19,000 x 12 19,000 Titan Corp. COM 888266103 214 9,366 x 12 9,366 TJX Companies Inc. COM 872540109 1,258 39,477 x 12 39,477 TLC The Laser Center InCOM 87255E108 85 18,780 x 12 18,780 TMM Inc New COM 87258Q108 5 100,000 x 12 100,000 TMP Worldwide Inc. COM 872941109 491 8,310 x 12 8,310 Tokio Marine & Fire InsADRd 889090403 3,499 75,241 x 12 75,241 Tomkins PLC Sponsored AADR 890030208 1,450 139,378 x 12 139,378 Tommy Hilfiger Corp. COM G8915Z102 1,183 84,483 x 12 75,253 Torchmark Corp. COM 891027104 1,285 31,964 x 12 31,964 Total SA Adr ADR 89151E109 3,668 52,255 x 12 52,255 Toys 'R' Us Inc. COM 892335100 1,394 56,319 x 12 56,319 Trammell Crow Co COM 89288R106 186 16,870 x 12 16,870 Transocean Sedco Forex COM G90078109 6,030 146,171 x 12 143,825 Travelers P&C Capital IPfd08% 893931204 544 21,775 x 12 21,775 Trex Inc. COM 89531P105 441 22,940 x 12 16,540 Tribune Co COM 896047107 357 8,928 x 12 8,928 Trigon Healthcare Inc. COM 89618L100 1,358 20,931 x 12 17,853 Trimble Nav Ltd COM 896239100 214 10,985 x 12 10,985 Triton Energy Limited COM G90751101 281 8,560 x 12 7,410 Trustco Bk Corp N Y COM 898349105 275 20,625 x 12 20,625 Tupperware Corp. COM 899896104 1,016 43,380 x 12 43,380 TVI Corp COM 872916101 7 67,000 x 12 67,000 Tweeter Home Entmt GrouCOMnc 901167106 272 7,700 x 12 7,700 TXU Corp COM 873168108 4,758 98,727 x 12 98,727 TXU Electric Capital IIPfd.00% Cu87316Q207 290 11,505 x 12 7,890 Tyco International LTD For 902124106 32,096 588,913 x 12 588,913 U S Liquids Inc COM 902974104 56 12,130 x 12 12,130 U S Plastic Lmbr Corp COM 902948108 53 43,050 x 12 43,050 U S T Inc. COM 902911106 1,371 47,512 x 12 47,512 U.S. Industries, Inc. COM 912080108 47 11,530 x 12 11,530 Ubs Ag For H8920G155 334 2,350 x 12 2,350 UIL Holding Corp COM 902748102 430 8,851 x 12 8,851 Unilever N V COM 904784709 463 7,777 x 12 7,777 Unilever PLC ADR 904767704 7,321 212,209 x 12 212,209 Union Pacific Corp. COM 907818108 1,618 29,464 x 12 29,464 Union Planters Corp. COM 908068109 1,077 24,705 x 12 24,705 Unisys Corp. COM 909214108 1,964 133,510 x 12 133,510 United Bankshares Inc. COMa 909907107 227 8,460 x 12 8,460 United Dominion Realty COMst 910197102 561 39,647 x 12 39,647 United MicroelectronicsADRrp 910873207 147 16,534 x 12 16,534 United Mobile Homes IncCOM 911024107 128 11,700 x 12 11,700 United Parcel Service ICOM 911312106 3,414 59,066 x 12 59,066 United Rentals Inc. COM 911363109 3,444 132,705 x 12 132,705 United Sec Bancshares ICOM 911459105 644 24,609 x 12 24,609 United Shields Corp COM 911494102 1 37,690 x 12 37,690 United Technologies CorCOM 913017109 9,312 127,107 x 12 127,107 UnitedHealth Group Inc.COM 91324P102 3,462 56,076 x 12 38,290 Univision CommunicationCOMnc 914906102 867 20,274 x 12 20,274 Unocal Corp. COM 915289102 866 25,348 x 12 25,348 Unumprovident Corp. COM 91529Y106 1,730 53,880 x 12 41,700 US Bancorp COM 902973304 2,683 117,734 x 12 117,734 US Internetworking Inc.COM 917311805 226 188,519 x 12 188,519 USA Education, Inc. COM 90390U102 1,439 19,717 x 12 17,317 USA Networks Inc. COM 902984103 615 21,820 x 12 21,820 Usa Video Interactive CFor 902924208 19 35,500 x 12 35,500 USX Marathon Group COM 902905827 2,179 73,837 x 12 73,837 USX-U.S. Steel Group COM 90337T101 271 13,436 x 12 12,383 Valeo Spons ADR ADR 919134304 460 22,788 x 12 22,788 Valero Energy Corp. COM 91913Y100 404 10,990 x 12 10,990 Varian Inc COM 922206107 561 17,365 x 12 17,365 Varian Medical Systems COM 92220P105 425 5,948 x 12 5,948 Vasomedical Inc COM 922321104 46 10,750 x 12 10,750 Vector Energy Corp COM 92239L103 3 10,000 x 12 10,000 Ventana Med Sys Inc COM 92276H106 252 8,005 x 12 8,005 Ventiv Health Inc COM 922793104 887 42,953 x 12 42,953 Verisign Inc. COM 92343E102 726 12,095 x 12 12,095 Veritas Software Corp COM 923436109 2,848 42,813 x 12 42,813 Verizon Communications COM 92343V104 42,914 802,137 x 12 572,361 Verso Technologies Inc COM 925317109 93 109,700 x 12 109,700 Vertex Pharmaceuticals COM. 92532F100 394 7,952 x 12 7,952 Vertical Computer Sys ICOMCom New 92532R203 2 58,000 x 12 53,000 Verticalnet Inc. COM 92532L107 142 56,980 x 12 38,155 Viacom Inc Class A COM 925524100 610 11,496 x 12 11,496 Viacom Inc Class B COM 925524308 19,278 372,513 x 12 372,513 Viad Corp. COM 92552R109 691 26,122 x 12 10,781 Vialink Co COM 92552Q101 24 14,700 x 12 14,700 Viatel Inc. COM 925529208 1 11,200 x 12 11,200 Vicor Corp. COM 925815102 282 17,320 x 12 17,320 Villageworld Com Inc COM 927140103 3 14,050 x 12 14,050 Viragen Inc COM 927638106 17 13,833 x 12 13,833 Virata Corp COM 927646109 744 62,820 x 12 62,820 Virtual Sellers Com IncCOM 92825Y105 7 19,600 x 12 11,600 Vishay Intertechnology COM. 928298108 1,217 52,895 x 12 52,895 Vista Gold Corp. For 927926105 1 10,000 x 12 10,000 Visteon Corp COM 92839U107 689 37,531 x 12 29,130 Vitesse Semiconductor CCOM. 928497106 469 22,285 x 12 22,285 Vitria Technology COM 92849Q104 41 11,875 x 12 10,250 Vivendi Universal ADR ADR 92851S204 739 12,733 x 12 12,733 Vodafone Group Plc New ADR 92857W100 2,648 118,465 x 12 118,465 Vulcan Materials Co COM 929160109 329 6,123 x 12 6,123 W P S Resources Corp. COM 92931B106 1,199 33,990 x 12 13,810 W R Berkley Corp. COM 084423102 255 6,145 x 12 6,145 W.P. Carey & Co. LLC COM 92930Y107 207 11,161 x 12 7,500 W.R. Grace & Co. COM 38388F108 26 14,116 x 12 1,620 Wachovia Corp. COM 929771103 6,735 94,653 x 12 94,653 Wackenhut Corp. - CL B COM 929794303 438 31,825 x 12 31,825 Wake Forest Bancshares COM 930888102 205 12,585 x 12 12,585 Walgreen Co COM 931422109 3,669 107,434 x 12 107,434 Wal-Mart Stores Inc. COM 931142103 22,911 469,480 x 12 469,480 Washington Federal Inc.COM 938824109 1,018 41,523 x 12 41,523 Washington Mutual Inc. COM 939322103 8,362 222,687 x 12 222,687 Washington Real Estate COMestors T939653101 2,487 105,191 x 12 105,191 Waste Management Inc. COM 94106L109 20,438 663,155 x 12 506,303 Watson Pharmaceuticals COM 942683103 1,160 18,825 x 12 18,825 Waypoint Finl Corp COM 946756103 233 18,612 x 12 18,612 Webmd Corporation COM 94769M105 225 31,898 x 12 9,085 Webster Financial Corp.COM 947890109 1,021 31,142 x 12 31,142 Webvan Group Inc COM 94845V103 3 21,822 x 12 8,322 Weingarten Realty InvesCOMs 948741103 1,928 43,968 x 12 43,968 Wellpoint Health NetworCOMInc. 94973H108 352 3,725 x 12 2,225 Wells Fargo Company COM 949746101 15,187 327,090 x 12 327,090 Wendy's International ICOM 950590109 876 34,297 x 12 34,297 Western Digital Corp. COM 958102105 168 41,945 x 12 41,945 Western Wireless Corp CCOM 95988E204 291 6,775 x 12 6,775 Wet Seal Inc Cl A COM 961840105 244 7,045 x 12 7,045 Weyerhaeuser Co. COM 962166104 629 11,440 x 12 11,440 Wgl Hldgs Inc COM 92924F106 906 33,397 x 12 26,468 Whirlpool Corp COM 963320106 315 5,042 x 12 5,042 Williams CommunicationsCOMoup 969455104 230 77,868 x 12 77,868 Williams Companies Inc COM 969457100 7,233 219,521 x 12 219,521 Wilmington Trust Corp. COM 971807102 332 5,305 x 12 5,305 Wind River Systems Inc COM 973149107 309 17,723 x 12 17,723 Winstar Communications COM 975515107 7 136,355 x 12 136,355 Wisconsin Energy Power COM 976657106 1,279 53,821 x 12 53,821 Witness Sys Inc COM 977424100 196 17,865 x 12 17,865 World Access Inc. COM 98141A101 20 388,675 x 12 384,500 Worldcom Inc Ga New COM 98157D304 956 59,400 x 12 37,522 Worldcom, Inc. COM 98157D106 23,055 1,623,584 x 12 1,169,840 Worldgate CommunicationCOMnc. 98156L307 71 13,550 x 12 2,100 WPP Group PLC - SponsorADRADR 929309300 756 15,045 x 12 15,045 Wrigley (WM) Jr Co COM 982526105 632 13,484 x 12 13,484 WSFS Financial Corp. COM 929328102 236 13,700 x 12 13,700 Wyndham Intl Inc COM 983101106 54 21,621 x 12 21,621 Xcel Energy Inc COM 98389B100 8,140 286,116 x 12 187,529 Xerox Corp. COM 984121103 1,720 179,707 x 12 179,707 Xetel Corp COM 983942103 29 11,000 x 12 11,000 Xilinx Inc. COM 983919101 2,285 55,417 x 12 55,417 XL Capital Ltd - Class COM G98255105 449 5,468 x 12 5,268 Xo Communications Inc COM 983764101 232 120,837 x 12 120,837 Xoma LTD COM G9825R107 293 17,200 x 12 5,050 Xto Energy Corp COM 98385X106 223 15,563 x 12 15,338 Yahoo Inc COM 984332106 895 44,784 x 12 44,784 Young Broadcasting Inc.COM 987434107 261 7,785 x 12 7,785 ZILA, Inc. COM 989513205 45 17,000 x 12 17,000 Zions BanCorporation COM 989701107 1,458 24,713 x 12 24,713 Zomax Optical Media IncCOM 989929104 148 16,600 x 12 16,600 Zones Inc COM 98976N103 23 11,500 x 12 11,500 Zurich Finl Svcs ADR 98982M107 2,186 64,107 x 12 64,107 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of LeggMason Investors Asset Managers, plc For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - ----------------------------------------------------------------------------------------------------------------------------------- American Electric Power Co IncCom 025537101 6,548 200,000 X 13 200,000 CMS Energy Com 125896100 18,413 930,000 X 13 930,000 DTE Energy Com 233331107 7586 230,000 X 13 230,000 EN.East Com 29266M109 14026 945,500 X 13 945,500 El Paso Energy Com 28336L109 6537 175,000 X 13 175,000 Keyspan Corp Com 49337W100 9,336 360,000 X 13 360,000 SBC Communications Com 78387G103 10,130 355,500 X 13 355,500 TXU Com 873168108 21,670 632,500 X 13 632,500 Verizon Comunications Com 92343V104 13,334 350,000 X 13 350,000 XCEL Energy Com 98389B100 16,134 800,000 X 13 800,000 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of LMM, LLC For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- Acxiom Corporation Com 005125109 26,192 2,000,900 x 14 2,000,900 Ames Department Stores Inc. Com 030789507 4,573 3,290,000 x 14 3,290,000 Amazon.com, Inc. Com 023135106 28,300 2,000,000 x 14 2,000,000 Abercrombie & Fitch Co. Com 002896207 115,380 2,592,800 x 14 2,592,800 AOL Time Warner Inc. Com 00184A105 37,100 700,000 x 14 700,000 Cott Corp. Com 22163N106 64,032 5,800,000 x 14 5,800,000 Cabletron Systems, Inc. Com 126920107 148,525 6,500,000 x 14 6,500,000 Dell Computer Corporation Com 247025109 26,150 1,000,000 x 14 1,000,000 eSPEED, Inc. Com 296643109 33,000 1,500,000 x 14 1,500,000 E*TRADE Group Inc. Com 269246104 9,675 1,500,000 x 14 1,500,000 Exodus Communications, Inc. Com 302088109 51,624 25,060,000 x 14 25,060,000 Finova Group Inc. Com 317928109 21,830 5,900,000 x 14 5,900,000 Gateway, Inc. Com 367626108 47,705 2,900,000 x 14 2,900,000 Hollywood Entertainment Corp. Com 436141105 34,686 4,100,000 x 14 4,100,000 KPMG Consulting Inc. Com 48265R109 37,608 2,450,000 x 14 2,450,000 Kohls Corp. Com 500255104 31,365 500,000 x 14 500,000 Mandalay Resort Group Com 562567107 54,800 2,000,000 x 14 2,000,000 NOVA Corporation Com 669784100 75,480 2,400,000 x 14 2,400,000 Knight Trading Group Inc. Com 499063105 12,561 1,175,000 x 14 1,175,000 Nextel Communications, Inc. Com 65332V103 43,750 2,500,000 x 14 2,500,000 Omnicare Inc. Com 681904108 28,280 1,400,000 x 14 1,400,000 Oxford Health Plans, Inc. Com 691471106 51,480 1,800,000 x 14 1,800,000 Pinnacle Entertainment, Inc. Com 723456109 12,495 1,700,000 x 14 1,700,000 Pentair Inc. Com 709631105 54,080 1,600,000 x 14 1,600,000 The Phoenix Companies, Inc. Com 71902E109 5,580 300,000 x 14 300,000 Research In Motion Limited Com 760975102 45,150 1,400,000 x 14 1,400,000 Republic Services, Inc. Com 760759100 99,250 5,000,000 x 14 5,000,000 Symantec Corporation Com 871503108 48,496 1,110,000 x 14 1,110,000 Talk America Holdings Inc Com 87426R103 6,204 6,600,000 x 14 6,600,000 Tupperware Corp. Com 899896104 9,812 418,800 x 14 418,800 Unisys Corp. Com 909214108 55,898 3,800,000 x 14 3,800,000 UnumProvident Corporation Com 91529Y106 73,876 2,300,000 x 14 2,300,000 Viad Corp Com 92552R109 55,440 2,100,000 x 14 2,100,000 Washington Mutual, Inc. Com 939322103 56,325 1,500,000 x 14 1,500,000 Westpoint Stevens Inc. Com 961238102 2,760 2,000,000 x 14 2,000,000 Tricon Global Restaurants Inc.Com 895953107 43,900 1,000,000 x 14 1,000,000 FORM 13F Name of Reporting Manager: Legg Mason, Inc. (On Behalf of Perigee Investment Counsel Inc. For Positions Held As Of 6/30/01) (1) (2) (3) (4) (5) (6) (7) (8) Name of Issuer Title of Class CUSIP FMV Shares Inv Disc Other Voting Authority (Shs.) (x1000) (a)(b)(c) Mgr (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- ADC TELECOMMUNICATIONS INC COM 000886101 201 29100 x 15 29100 AES CORPORATION COM 00130H105 1205 28000 x 15 28000 AMB PROPERTY CORP COM 00163T109 1538 59700 x 15 59700 AOL TIME WARNER INC COM 00184A105 17702 333999 x 15 333999 A T & T CORP COM 001957109 22040 1001800 x 15 1001800 AT&T WIRELESS GROUP COM WIRLES GRP001957406 4606 281700 x 15 281700 ABBOTT LABS COM 002824100 5427 113034 x 15 113034 ABITIBI-CONSOLIDATED INC COM 003924107 81034 6985687 x 15 6985687 ADVANCED MICRO DEVICES INC COM 007903107 1701 58900 x 15 58900 AGRIUM INC COM 008916108 12238 815300 x 15 815300 AKAMAI TECHNOLOGIES COM 00971T101 3556 400000 x 15 400000 ALBERTA ENERGY CO COM 012873105 119273 1908370 x 15 1908370 ALCAN INC COM 013716105 196906 3086307 x 15 3086307 ALCOA INC COM 013817101 7106 176378 x 15 176378 ALLTEL CORP COM 020039103 1905 31100 x 15 31100 ALPHARMA INC. CL A 020813101 8524 312800 x 15 312800 AMERADA HESS COM 023551104 517 6400 x 15 6400 AMERICAN EXPRESS CO COM 025816109 18556 478258 x 15 478258 AMERICAN FINANCIAL GROUP INC COM 025932104 3788 125000 x 15 125000 AMERICAN HOME PRODS CORP COM 026609107 21900 374741 x 15 374741 AMERICAN INT'L GROUP COM 026874107 12666 149894 x 15 149894 AMGEN INC COM 031162100 10150 164292 x 15 164292 ANALOG DEVICES COM 032654105 1798 41564 x 15 41564 ANHEUSER BUSCH COS INC COM 035229103 1040 25250 x 15 25250 APOGENT TECHNOLOGIES INC COM 03760A101 1747 71000 x 15 71000 APPLERA CORP-APPLIED BIOSYSTEMCOM 038020103 3767 140825 x 15 140825 APPLIED MATERIAL INC COM 038222105 1690 33200 x 15 33200 ARTHROCARE CORP COM 043136100 3270 125300 x 15 125300 ASIA PACIFIC RESOURCES LTD COM 044902104 13 20000 x 15 20000 AUTOMATIC DATA PROCESSING COM 053015103 1899 38206 x 15 38206 B C E INC COM 05534B109 247269 6075411 x 15 6075411 BANK OF AMERICA CORP COM 060505104 7677 127892 x 15 127892 BANK OF MONTREAL COM 063671101 205871 0.8382 x 15 1 BANK OF NEW YORK CO. INC COM 064057102 1963 40900 x 15 40900 BANK ONE CORPORATION COM 06423a103 1726 48200 x 15 48200 BARRICK GOLD CORP COM 067901108 100270 4340712 x 15 4340712 BAXTER INTL INC COM 071813109 2132 43512 x 15 43512 BEA SYSTEMS INC COM 073325102 1311 39600 x 15 39600 BELLSOUTH CORP COM 079860102 5419 134578 x 15 134578 BEMIS COMPANY COM 081437105 430 10700 x 15 10700 BEST BUY COMPANY INC COM 086516101 4446 70000 x 15 70000 BIOVAIL CORP COM 09067J109 49578 747450 x 15 747450 BIOMIRA INC COM 09161R106 9223 878400 x 15 878400 BOEING CO COM 097023105 4690 84358 x 15 84358 BRASCAN CORPORATION CL A LTD VT SH10549P606 10645 409093 x 15 409093 BRISTOL-MYERS SQUIBB COM 110122108 7678 146798 x 15 146798 BROOKFIELD PROPERTIES COM 112900105 56251 1939700 x 15 1939700 CIGNA CORP COM 125509109 2779 29000 x 15 29000 C-MAC INDUSTRIES COM 125920108 53781 1337826 x 15 1337826 CSG SYSTEMS INTL INC COM 126349109 847 14300 x 15 14300 CVS CORP COM 126650100 16312 422600 x 15 422600 CALPINE CORPORATION COM 131347106 1433 37900 x 15 37900 CAMECO CORP COM 13321L108 7075 221800 x 15 221800 CANADA LIFE FINANCIAL CORP COM 135113108 27755 630800 x 15 630800 CANADIAN PACIFIC LTD COM COM 135923100 197030 3360000 x 15 3360000 CANADIAN IMPERIAL BK COMMERCE COM 136069101 262486 5082009 x 15 5082009 CANADIAN NATIONAL RAILWAY CO COM 136375102 109753 1786932 x 15 1786932 CDN NATURAL RESOURCES LTD. COM 136385101 83499 1861747 x 15 1861747 CARDINAL HEALTH INC COM 14149Y108 932 13500 x 15 13500 CARNIVAL CORP COM 143658102 8080 263200 x 15 263200 CATERPILLAR INC COM 149123101 1340 26769 x 15 26769 CELESTICA INC COM 15101Q108 60734 779445 x 15 779445 CERIDIAN CORP COM 156779100 2024 105600 x 15 105600 CHEVRON CORP COM 166751107 5604 61925 x 15 61925 CISCO SYSTEMS INC COM 17275R102 17003 880988 x 15 880988 CITIGROUP INC COM 172967101 37690 713277 x 15 713277 CLEAR CHANNEL COMMUNICTIONS COM 184502102 1085 17308 x 15 17308 COCA COLA CO COM 191216100 10103 224503 x 15 224503 COGNOS INCORPORATED COM 19244C109 39665 1485590 x 15 1485590 COLGATE PALMOLIVE COM 194162103 2378 40308 x 15 40308 COMCAST CORP CL A 200300200 1962 45150 x 15 45150 COMINCO LTD COM 200435105 3581 127895 x 15 127895 COMPAQ COMPUTER CORP COM 204493100 3108 200640 x 15 200640 COMPUTER ASSOCIATES INTL INC COM 204912109 1091 30311 x 15 30311 COMPUTER SCIENCES CORP COM 205363104 1671 48300 x 15 48300 COMVERSE TECHNOLOGY INCCOM PAR $0.10 205862402 4480 77822 x 15 77822 CORNING INC COM 219350105 246 14700 x 15 14700 COSTCO WHOLESALE CORP COM 22160K105 1187 28261 x 15 28261 COUNTRYWIDE CREDIT IND INC COM 222372104 4827 105200 x 15 105200 DARDEN RESTAURANTS COM 237194105 3061 109700 x 15 109700 DELL COMPUTER COM 247025109 2961 109847 x 15 109847 DELPHI AUTOMATIVE SYSTEMS CORPCOM 247126105 2408 151449 x 15 151449 DESCARTES SYSTEMS GROUP COM 249906108 30049 1084400 x 15 1084400 DISNEY (WALT) CO HOLDING CO. COM 254687106 2562 88687 x 15 88687 DOMINION RESOURCES INC/VA COM 25746U109 1509 25100 x 15 25100 DOMTAR INC COM 257561100 17823 1272172 x 15 1272172 DOREL INDUSTRIES INC CL B 25822C205 19403 674900 x 15 674900 DOW CHEMICAL CO COM 260543103 3520 105858 x 15 105858 DU PONT E I DE NEMOURS & CO COM 263534109 4256 88227 x 15 88227 DUKE ENERGY CORP COM 264399106 2497 64000 x 15 64000 DUN & BRADSTREET CORP COM 26483E100 1427 50600 x 15 50600 EMC CORP (MASS) COM 268648102 15063 502783 x 15 502783 EL PASO CORP COM 28336L109 3904 74300 x 15 74300 ELAN CORP PLC ADR 284131208 602 9875 x 15 9875 ELECTRONIC DATA SYSTEMS CORP COM 285661104 3886 62169 x 15 62169 EMERSON ELECTRIC COM 291011104 14602 241350 x 15 241350 ENBRIDGE INC COM 29250n105 45909 1114568 x 15 1114568 ENGLEHARD CORP COM 292845104 6615 256500 x 15 256500 ENRON CORP COM 293561106 1864 38047 x 15 38047 EQUITABLE RES INC COM 294549100 1392 41800 x 15 41800 EXXON-MOBIL CORP COM 30231G102 20144 230612 x 15 230612 FREDDIE MAC COM 313400301 3747 53528 x 15 53528 FANNIE MAE COM 313586109 10692 126217 x 15 126217 FIFTH THIRD BANCORP COM 316773100 700 11600 x 15 11600 FIRST TENNESSEE NATL CORP COM 337162101 3338 95900 x 15 95900 FIRST UNION CORP COM 337358105 2999 85833 x 15 85833 FISHER SCIENTIFIC INTL COM 338032204 4565 157400 x 15 157400 FLEET BOSTON FINL CORP COM 339030108 4042 102467 x 15 102467 FORD MOTOR CO COM PAR $0.01 345370860 1819 74098 x 15 74098 FOUR SEASONS HOTELS INC SUB VTG 35100E104 6949 82760 x 15 82760 GT GROUP TELECOM INC CL B NON VTG 362359408 31872 3445600 x 15 3445600 GALILEO INTERNATIONAL INC COM 363547100 357 11000 x 15 11000 GAP STORES COM 364760108 2016 69522 x 15 69522 GENERAL ELECTRIC CO COM 369604103 53277 1092869 x 15 1092869 GENERAL MOTORS CORP COM 370442105 9426 146473 x 15 146473 GENERAL MOTORS CL H NEW 370442832 2722 134402 x 15 134402 GENESIS MICROCHIP INC COM 371933102 7921 218800 x 15 218800 GILLETTE CO COM 375766102 958 33047 x 15 33047 GILDAN ACTIVEWEAR INC COM 375916103 14265 663500 x 15 663500 GUIDANT CORP COM 401698105 392 10900 x 15 10900 GULF CANADA RES ORD 40218L305 46698 3802766 x 15 3802766 HCA INC COM 404119109 1913 42340 x 15 42340 HALLIBURTON CO COM 406216101 580 16300 x 15 16300 HARLEY DAVIDSON COM 412822108 4559 96200 x 15 96200 HEALTH-NET SYSTEMS COM 42222G108 1971 113300 x 15 113300 HEMOSOL INC COM 42369K102 7955 568200 x 15 568200 HEWLETT PACKARD CO COM 428236103 6285 219769 x 15 219769 HOME DEPOT INC COM 437076102 15295 328580 x 15 328580 HORACE MANN EDUCATORS COM 440327104 4300 200000 x 15 200000 IMPATH INC COM 45255G101 220 5000 x 15 5000 IMPERIAL OIL LTD COM 453038408 84412 2172765 x 15 2172765 INCO LTD COM 453258402 27378 1044975 x 15 1044975 INGERSOLL RAND CO COM 456866102 4058 98500 x 15 98500 INTEL CORP COM 458140100 13335 437498 x 15 437498 INTERNATIONAL BUSINESS MACHS COM 459200101 25331 224172 x 15 224172 INTERNATIONAL PAPER CO COM 460146103 2253 63100 x 15 63100 INTRAWEST CORP COM NEW 460915200 8334 277800 x 15 277800 INTIMATE BRANDS INC CL A 461156101 5680 376875 x 15 376875 IPSCO INC COM 462622101 10232 444850 x 15 444850 ISHARES INC MSCI EMU INDEX464286608 776 12900 x 15 12900 ISHARES INC MSCI UTD KINGD464286699 356 22800 x 15 22800 ISHARES INC MSCI JAPAN 464286848 559 54600 x 15 54600 JDS UNIPHASE CORP COM 46612J101 262 19900 x 15 19900 JP MORGAN CHASE & CO COM 46625H100 7542 169110 x 15 169110 JOHNSON & JOHNSON COM 478160104 8614 172282 x 15 172282 KELLOGG CO COM 487836108 3060 105525 x 15 105525 KIMBERLY CLARK CORP COM 494368103 1962 35094 x 15 35094 KRAFT FOODS INC CL A 50075N104 6665 215000 x 15 215000 KROGER CO COM 501044101 1330 53192 x 15 53192 ESTEE LAUDER COMPANIES COM 518439104 2155 50000 x 15 50000 LILLY ELI & CO COM 532457108 4340 58647 x 15 58647 LIMITED INC COM 532716107 8840 535100 x 15 535100 LINCOLN NATIONAL CORP COM 534187109 229 4400 x 15 4400 LIZ CLAIBORNE INC COM 539320101 3108 61600 x 15 61600 LOWE'S COMPANIES COM 548661107 13001 179200 x 15 179200 MDU RESOURCES GROUP INC COM 552690109 1691 53900 x 15 53900 MDS INC COM 55269P302 20978 1219626 x 15 1219626 MAGNA INTERNATIONAL INCCLA SUB VTG 559222401 90526 970995 x 15 970995 MANOR CARE INC COM 564055101 327 10500 x 15 10500 MANULIFE FINANCIAL CORP COM 56501R106 94315 2227048 x 15 2227048 MARSH & MCLENNAN COS COM 571748102 990 9800 x 15 9800 MCDONALDS CORP COM 580135101 4335 160200 x 15 160200 MEAD CORP COM 582834107 470 17300 x 15 17300 MEDTRONIC INC COM 585055106 17277 375514 x 15 375514 MELLON FINL CORP COM 58551A108 1822 39600 x 15 39600 MERCK & CO INC COM 589331107 27752 434232 x 15 434232 MERRILL LYNCH & CO COM 590188108 9607 162150 x 15 162150 METHANEX CORP COM 59151K108 12184 1460900 x 15 1460900 METLIFE INC COM 59156R108 2119 68400 x 15 68400 MICROSOFT CORP COM 594918104 36492 506549 x 15 506549 MICRON TECHNOLOGY COM 595112103 2040 49631 x 15 49631 MINNESOTA MINING & MFG COM 604059105 13391 116954 x 15 116954 MIRANT CORP COM 604675108 3092 89879 x 15 89879 MITEL CORP COM 606711109 4056 261010 x 15 261010 MORGAN ST DEAN WITTER & CO COM 617446448 2491 38775 x 15 38775 MOTOROLA INC COM 620076109 1347 81365 x 15 81365 MYLAN LABORATORIES COM 628530107 1544 54900 x 15 54900 NEWMONT MNG CORP COM 651639106 375 20146 x 15 20146 NEXTEL COMMUNICATIONS INC COM 65332V103 177 10200 x 15 10200 NEXEN INC COM 65334H102 50985 1338200 x 15 1338200 NORTEL NETWORKS CORP COM 656568102 168352 18520582 x 15 18520582 NOVA CHEMICALS CORP COM 66977W109 45027 1385452 x 15 1385452 NVIDIA CORP COM 67066G104 3487 38000 x 15 38000 OCCIDENTAL PETROLEUM COM 674599105 742 27900 x 15 27900 OLD REPUBLIC INTERNATIONAL COM 680223104 914 31500 x 15 31500 OPEN TEXT CORP COM 683715106 13357 374659 x 15 374659 ORACLE CORP COM 68389X105 19387 984628 x 15 984628 OUTBACK STEAKHOUSE INC COM 689899102 5711 198300 x 15 198300 OXFORD HEALTH PLAN INC COM 691471106 1370 47900 x 15 47900 THE PMI GROUP INC COM 69344M101 3985 54900 x 15 54900 PNC FINANCIAL SERVICES GROUP COM 693475105 1480 22500 x 15 22500 PARAMETRIC TECHNOLOGY CORP COM 699173100 207 16000 x 15 16000 PAYCHEX INC COM 704326107 2469 60000 x 15 60000 PEPSICO INC COM 713448108 15930 360397 x 15 360397 PETRO CANADA COM/VARIBL VTG71644E102 153142 4251590 x 15 4251590 PFIZER INC COM 717081103 29892 746379 x 15 746379 PHARMACIA CORP COM 71713U102 6947 151187 x 15 151187 PHILIP MORRIS COMPANIES COM 718154107 35967 734016 x 15 734016 PIVOTAL CORP COM 72581R106 12688 488000 x 15 488000 PLACER DOME INC COM 725906101 29841 2016300 x 15 2016300 POTASH CORP OF SASKATCHEWAN COM 73755L107 10875 125000 x 15 125000 PREMDOR INC COM 74046P105 6901 633100 x 15 633100 PROCTER & GAMBLE CO COM 742718109 10069 157821 x 15 157821 PROGESS ENERGY INC COM 743263105 1967 43800 x 15 43800 PUTNAM PREMIER INCOME TSHSBEN INT 746853100 66 10500 x 15 10500 QLT INC COM 746927102 16650 555000 x 15 555000 QUEBECOR WORLD INC COM 748203106 16221 424514 x 15 424514 QWEST COMMUNICATIONS INTL INC COM 749121109 3097 97166 x 15 97166 RELIANT ENERGY INC COM 75952J108 4930 153100 x 15 153100 ROGERS COMMUNICATIONS INC CL B 775109200 5504 242875 x 15 242875 ROYAL BANK OF CANADA COM 780087102 160099 3296258 x 15 3296258 ROYAL DUTCH PETE CO NY REG GL1.25 780257804 9217 158169 x 15 158169 SBC COMMUNICATIONS COM 78387G103 12166 303694.6 x 15 303695 S & P 500 DEPOSITARY REUNITTSER 1 78462F103 581 4712 x 15 4712 SAFEWAY INC COM 786514208 4469 93100 x 15 93100 ST JUDE MEDICAL INC COM 790849103 1584 26400 x 15 26400 SANDISK CORP SUB-VTG SH 80004C101 4823 175000 x 15 175000 SCHERING-PLOUGH CORP COM 806605101 3233 89214 x 15 89214 SCHLUMBERGER LTD COM 806857108 3837 72886 x 15 72886 SCHWAB (CHARLES) CORP COM 808513105 859 56117 x 15 56117 724 SOLUTIONS INC COM 81788Q100 6047 537500 x 15 537500 SHAW COMMUNS INC CL B CONV 82028K200 269 7500 x 15 7500 SIERRA WIRELESS COM 826516106 10922 390200 x 15 390200 SILENT WITNESS ENTERPRISESCOM NEW 826906307 5044 453600 x 15 453600 SIMON PPTY GROUP INC COM 828806109 496 16750 x 15 16750 SOUTHERN CO COM 842587107 637 27400 x 15 27400 SOUTHTRUST CORP COM 844730101 2279 87700 x 15 87700 STATE STREET CORP COM 857477103 653 13200 x 15 13200 STRYKER CORP COM 863667101 1161 21100 x 15 21100 SUN LIFE FINANCIAL SVSC CAN COM 866796105 102882 2833425 x 15 2833425 SUN MICROSYSTMES INC COM 866810104 12106 747270 x 15 747270 SUNCOR ENERGY INC COM 867229106 41825 1083559 x 15 1083559 SUNOCO INC COM 86764p109 1773 48400 x 15 48400 SYMANTEC CORP COM 871503108 801 18600 x 15 18600 SYSCO CORP COM 871829107 967 34400 x 15 34400 TD WATERHOUSE COM 872362108 5423 340000 x 15 340000 TXU CORPORATION COM 873168108 2038 42300 x 15 42300 TAIWAN SEMICONDUCTOR COM 874039100 224 15300 x 15 15300 TALISMAN ENERGY INC COM 87425E103 8926 154556 x 15 154556 TARGET CORP COM 87612E106 2378 68714 x 15 68714 TEKTRONIX INC COM 879131100 1542 56800 x 15 56800 TELEFONOS DE MEXICO SPONSORED ADR 879403780 323 9200 x 15 9200 TELLABS INC COM 879664100 6575 344808 x 15 344808 TENET HEALTHCARE CORPORATION COM 88033G100 423 8200 x 15 8200 TEXACO INC COM 881694103 2948 44264 x 15 44264 TESMA INTERNATIONAL INCCL A SUB VTG 881908107 12034 388200 x 15 388200 TEXAS INSTRS INC COM 882508104 2897 88200 x 15 88200 TORONTO DOMINION BANK COM NEW 891160509 257977 6676418 x 15 6676418 TRANSCANADA PIPELINES LTD COM 893526103 21003 1120177 x 15 1120177 TRIGON HEALTHCARE INC COM 89618L100 2393 36900 x 15 36900 TRIZECHAHN CORP COM 896938107 23521 844546 x 15 844546 TYCO INTL COM 902124106 10506 192767 x 15 192767 US BANCORP COM 902973304 1338 58700 x 15 58700 UNITED TECHS CORP COM 913017109 6474 88374 x 15 88374 UNUMPROVIDENT CORP COM 91529Y106 225 7000 x 15 7000 V F CORP COM 918204108 1364 37500 x 15 37500 VERITAS SOFTWARE CORP COM 923436109 811 12000 x 15 12000 VERIZON COMMUNICATIONS COM 92343V104 14133 264165 x 15 264165 VIACOM INC CLASS B CL B 925524308 3849 74381 x 15 74381 VIAD CORP COM 92552R109 1500 56800 x 15 56800 WALMART STORES INC COM 931142103 20315 415097 x 15 415097 WALGREEN CO COM 931422109 1770 51817 x 15 51817 WASHINGTON MUTUAL INC COM 939322103 1021 27200 x 15 27200 WATSON PHARMACEUTICALS INC COM 942683103 4623 75000 x 15 75000 WELLS FARGO COMPANY COM 949746101 4007 86297 x 15 86297 WESCAST INDUSTRIES INC CL A 950813105 15692 305000 x 15 305000 WESTCOAST ENERGY INC COM 95751D102 535 14975 x 15 14975 WILLIAMS COMMUNICATION CORP COM 969455104 45 15217 x 15 15217 WILLIAMS COS INC COM 969457100 9256 280900 x 15 280900 WINN-DIXIE STORES INC COM 974280109 463 17700 x 15 17700 WORLDCOM INC - WORLDCOM GROUP COM 98157D106 320 21550 x 15 21550 ANNUITY & LIFE RE (HLDGS.) COM G03910109 821 23000 x 15 23000 GLOBAL CROSSING LTD COM G3921A100 270 31300 x 15 31300 SEDCOFOREX HOLDINGS LTD. COM G90078109 4616 111900 x 15 111900
-----END PRIVACY-ENHANCED MESSAGE-----