-----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, VvJ+WiQb02fTK27M3ljfeXQy0TjZcc5qhq4gJu8rUBoj7tRatHd0MMnxQp1wRm0R Kdz3DvXpCvzgqOGJ5N1RMQ== 0000769993-02-000290.txt : 20020515 0000769993-02-000290.hdr.sgml : 20020515 20020515134613 ACCESSION NUMBER: 0000769993-02-000290 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS GROUP INC/ CENTRAL INDEX KEY: 0000886982 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 134019460 STATE OF INCORPORATION: DE FISCAL YEAR END: 1129 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04981 FILM NUMBER: 02650459 BUSINESS ADDRESS: STREET 1: 85 BROAD ST CITY: NEW YORK STATE: NY ZIP: 10004 BUSINESS PHONE: 2129021000 MAIL ADDRESS: STREET 1: 85 BROAD ST CITY: NEW YORK STATE: NY ZIP: 10004 13F-HR 1 f13f102cov.txt HOLDINGS REPORT FOR QUARTER 1 2002 ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended March 31, 2002 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Goldman Sachs Group, Inc. (The) - -------------------------------------------------------------------------------- Name of Institutional Investment Manager 85 Broad St. New York NY 10004 - -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-4981 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Hans L. Reich Vice President, Director of Compliance (212) 902-4093 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Hans L. Reich ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York NY, May 15, 2002 ------------------------------------------ (Place and Date of Signing) Report Type: [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. EX-99 3 f13f102sum.txt 13F SUMMARY REPORT Q 1 2002 Form 13F SUMMARY PAGE Report Summary: 5 Number of Other Included Managers: ____________ 5,950 Form 13F Information Table Entry Total: _____________ 74,115,581.18 Form 13F Information Table Value Total: $____________ (thousands) Information for which The Goldman Sachs Group, Inc. is requesting confidential treatment has been omitted and filed separately with the Commission. List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: ------------- ------------------------------------------ 1. 28-05158 Amalgatrust ------------- ------------------------------------------ 2. 28-04981 Goldman, Sachs & Co. ------------- ------------------------------------------ 3. Goldman, Sachs Asset Management ------------- ------------------------------------------ 4. 28-05111 Goldman, Sachs & Co. Bank ------------- ------------------------------------------ 5. 28-02255 Spear, Leeds & Kellogg ------------- ------------------------------------------ EX-99 4 f13f102inf.txt 13F INFORMATION TABLE Q 1 2002 FORM 13F INFORMATION TABLE PAGE 1
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 VOTING AUTHORITY FAIR TITLE MARKET SHARES OR SH/ Put/ Inv Other NAME OF ISSUER OF CUSIP VALUE PRINCIPAL PRN CLL Dsc Mana- SOLE SHARED NONE CLASS NUMBER (x$1000) AMOUNT (A) (B) (C) gers (A) (B) (C) - ------------------------------------------------------------------------------------------------------------------------------------ 1 800 FLOWERS.COM COM 68243Q106 85.80 6,300 SHD SOLE 1 6,300 0 0 1-800-FLOWERS.COM COM 68243Q106 213.02 15,640 SOLE 2 15,640 1-800-FLOWERS.COM COM 68243Q106 1,274.94 93,608 SOLE 2 93,608 3 D SYSTEMS CORPORATION (NEW) COM 88554D205 63.60 4,000 SHD SOLE 3 4,000 0 0 3COM CORPORATION COM 885535104 6,566.30 1,074,689 SHD SOLE 3 1,068,289 0 5,000 3-D PHARMACEUTICALS COM 88554W104 131.10 19,200 SHD SOLE 3 19,200 0 0 4 KIDS ENTERTAINMENT INC COM 350865101 27.90 1,400 SHD SOLE 3 1,400 0 0 7-ELEVEN INC COM 817826209 111.50 10,000 SOLE 2 10,000 99 CENTS ONLY STORES COM 65440K106 95,488.70 2,490,577 SHD SOLE 3 2,489,727 0 850 99 CENTS ONLY STORES COM 65440K106 517.60 13,500 SHD OTH 3 1,250 0 12,250 A SCHULMAN INC COM 808194104 1,715.60 93,800 SHD SOLE 3 93,800 0 0 A.C.L.N. LIMITED PUT M01764105 351.20 16,000 PUT SOLE 2 16,000 A.O. SMITH CORPORATION (DEL) COM 831865209 3,370.60 132,439 SHD SOLE 3 132,439 0 0 A.O. SMITH CORPORATION (DEL) COM 831865209 154.00 6,050 SHD OTH 3 6,050 0 0 AAIPHARMA INC COM 00252W104 81,840.12 2,277,132 SOLE 2 2,277,132 AAIPHARMA INC COM 00252W104 20,476.80 569,749 SHD SOLE 3 569,749 0 0 AAR CORPORATION COM 000361105 924.60 85,850 SOLE 2 85,850 AAR CORPORATION COM 000361105 2,094.80 194,500 SHD SOLE 3 194,500 0 0 AAR CORPORATION COM 000361105 51.70 4,800 SHD OTH 3 4,800 0 0 AARON RENTS INC COM 002535201 16,334.80 714,870 SHD SOLE 3 714,870 0 0 AARON RENTS INC COM 002535201 110.50 4,836 SHD OTH 3 4,836 0 0 ABB LTD ADR COM 000375204 2,644.20 339,000 SHD OTH 3 0 0 0 ABBOTT LABORATORIES COM 002824100 502,488.33 9,553,010 SOLE 2 9,553,010 ABBOTT LABORATORIES COM 002824100 192,602.21 3,661,639 SOLE 2 3,661,639 ABBOTT LABORATORIES COM 002824100 40,091.04 759,300 SHD SOLE 4 759,300 ABBOTT LABORATORIES COM 002824100 2,745.70 52,200 SHD SHD 1 52,200 0 0 ABBOTT LABORATORIES COM 002824100 356,582.10 6,779,127 SHD SOLE 3 6,201,727 0 541,300 ABBOTT LABORATORIES COM 002824100 63,890.20 1,214,642 SHD OTH 3 164,342 0 0 ABERCROMBIE & FITCH CO. COM 002896207 2,088.24 67,800 SOLE 2 67,800 ABERCROMBIE & FITCH CO. COM 002896207 17,216.20 558,967 SHD SOLE 3 558,417 0 550 ABERCROMBIE & FITCH CO. COM 002896207 15.40 500 SHD OTH 3 500 0 0 ABERDEEN ASIA PACIFIC INCOM FD COM 003009107 263.35 62,406 SOLE 2 62,406 ABGENIX INC COM 00339B107 71.80 3,800 SHD OTH 3 3,800 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 0.00 1 SHD OTH 3 0 0 0 ABM INDUSTRIES INC COM 000957100 9,663.10 263,300 SHD SOLE 3 263,300 0 0 ACACIA RESH CORPORATION COM 003881109 301.30 26,405 SHD SOLE 3 26,405 0 0 ACACIA RESH CORPORATION COM 003881109 32.60 2,855 SHD OTH 3 2,855 0 0 ACCELERATED NETWORKS INC COM 00429P107 6.10 17,953 SOLE 2 17,953 ACCENTURE LTD COM G1150G111 584.73 21,900 SOLE 2 21,900 ACCENTURE LTD COM G1150G111 600.75 22,500 SOLE 2 22,500 ACCENTURE LTD COM G1150G111 276.10 11,000 SHD SOLE 4 11,000 ACCENTURE LTD COM G1150G111 18,710.10 700,752 SHD SOLE 3 689,952 0 0 ACCENTURE LTD COM G1150G111 604.80 22,650 SHD OTH 3 22,650 0 0 ACCLAIM ENTERTAINMNT INC (NEW) COM 004325205 606.10 133,500 SHD SOLE 3 133,500 0 0 ACCLAIM ENTERTAINMNT INC (NEW) COM 004325205 83.30 18,353 SHD OTH 3 12,300 0 0 ACCREDO HEALTH INC COM 00437V104 85.90 1,500 SHD SOLE 3 1,500 0 0 ACCRUE SOFTWARE INC COM 00437W102 7.80 16,267 SHD SOLE 3 16,267 0 0 ACE LTD COM G0070K103 330.68 7,930 SOLE 2 7,930 ACLARA BIOSCIENCES INC COM 00461P106 66.80 20,000 SOLE 2 20,000 ACTEL CORPORATION COM 004934105 366.60 17,700 SHD SOLE 3 17,700 0 0 ACTION PERFORMANCE COS INC COM 004933107 1,984.80 40,300 SHD SOLE 3 40,300 0 0 ACTION PERFORMANCE COS INC COM 004933107 123.10 2,500 SHD OTH 3 2,500 0 0 ACTIVE POWER INC COM 00504W100 2,786.56 530,773 SOLE 2 530,773 ACTIVE POWER INC COM 00504W100 2,000.63 381,073 SOLE 2 381,073 ACTIVISION INC (NEW) COM 004930202 19,591.80 656,782 SHD SOLE 3 648,382 0 6,500 ACTIVISION INC (NEW) COM 004930202 4,242.80 142,233 SHD OTH 3 9,850 0 131,350 ACTRADE FINANCIAL TECH LTD COM 00507P102 259.20 16,900 SHD SOLE 3 16,900 0 0 ACTRADE FINANCIAL TECH LTD COM 00507P102 41.40 2,700 SHD OTH 3 2,700 0 0 ACTUATE CORP COM 00508B102 221.97 30,744 SOLE 2 30,744 ACTUATE CORPORATION COM 00508B102 2,359.10 326,744 SHD SOLE 3 326,744 0 0 ACUITY BRANDS INC. COM 00508Y102 1,271.00 76,893 SHD SOLE 3 76,893 0 0 ACUITY BRANDS INC. COM 00508Y102 479.40 29,000 SHD OTH 3 3,600 0 25,400 ACXIOM CORPORATION COM 005125109 42.90 2,500 SHD SOLE 3 2,500 0 0 ADAPTEC INC COM 00651F108 267.40 20,000 SOLE 2 20,000 ADAPTEC INC COM 00651F108 1,847.70 138,200 SHD SOLE 3 138,200 0 0 ADAPTEC INC COM 00651F108 37.30 2,790 SHD OTH 3 2,790 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 1,429.27 351,173 SOLE 2 351,173 ADC TELECOMMUNICATIONS INC COM 000886101 1,488.80 365,800 SHD SOLE 3 365,800 0 0 ADE CORPORATION COM 00089C107 10.70 700 SHD SOLE 3 700 0 0 ADECCO SA ADR COM 006754105 2,555.20 159,700 SHD OTH 3 0 0 0 ADELPHIA BUSINESS SOLUTIONS COM 006847107 0.00 4 SHD SOLE 3 4 0 0 ADELPHIA BUSINESS SOLUTIONS INC COM 006847107 0.66 16,384 SOLE 2 16,384 ADELPHIA BUSINESS SOLUTIONS INC COM 006847107 0.40 10,044 SOLE 2 10,044 ADELPHIA COMMUNICATIONS CORPORATION CNV 006848BG9 838.06 1,150,000 SOLE 2 1,150,000 ADELPHIA COMMUNICATIONS CORPORATION CNV 006848BG9 1,963.98 2,695,000 SOLE 2 2,695,000 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 1,561.52 104,800 SOLE 2 104,800 ADELPHIA COMMUNICATIONS CP CLA CLL 006848105 6.75 10,000 CLL SOLE 2 10,000 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 3,384.76 227,165 SOLE 2 227,165 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 8,843.10 593,500 SHD SOLE 3 592,000 0 0 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 1,366.30 91,700 SHD OTH 3 14,100 0 0 ADMINISTAFF INC COM 007094105 268.00 9,700 SHD SOLE 3 9,700 0 0 ADOBE SYSTEMS INC COM 00724F101 483.64 12,004 SOLE 2 12,004 ADOBE SYSTEMS INC COM 00724F101 37,802.30 938,254 SHD SOLE 3 910,454 0 27,800 ADOBE SYSTEMS INC COM 00724F101 116.80 2,900 SHD OTH 3 2,900 0 0 ADOLPH COORS CO CL B COM 217016104 599.80 8,890 SHD SOLE 3 6,590 0 0 ADOLPH COORS CO CL B COM 217016104 458.80 6,800 SHD OTH 3 600 0 6,200 ADTRAN INC COM 00738A106 590.40 24,457 SHD SOLE 3 24,457 0 0 ADTRAN INC COM 00738A106 29.00 1,200 SHD OTH 3 1,200 0 0 ADVANCE PCS COM 00790K109 440.30 14,632 SHD SOLE 3 14,632 0 0 ADVANCED DIGITAL INFO CORPORATION COM 007525108 274.50 21,100 SHD SOLE 3 21,100 0 0 ADVANCED ENERGY INDUSTRIES INC COM 007973100 3,907.80 108,670 SHD SOLE 3 108,670 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 139.00 7,245 SHD SOLE 3 7,245 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 9.20 480 SHD OTH 3 480 0 0 ADVANCED MARKETING SERVICES, INC. COM 00753T105 417.60 17,400 SHD SOLE 3 17,400 0 0 ADVANCED MICRO DEVICES INC COM 007903107 206.40 15,000 SHD SOLE 4 15,000 ADVANCED MICRO DEVICES INC COM 007903107 125.30 8,520 SHD SOLE 3 1,020 0 7,500 ADVANCED SEMICONDUCTOR ENG GDR COM 00756M404 1,293.90 254,200 SHD OTH 3 254,200 0 0 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 138.16 27,144 SOLE 2 27,144 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 475.41 93,400 SOLE 2 93,400 ADVANCED TECHNICAL PRODUCTS COM 007548100 13.20 500 SHD SOLE 3 500 0 0 ADVANTA CORPORATION CL A COM 007942105 1,607.30 125,966 SHD SOLE 3 125,966 0 0 ADVANTA CORPORATION CL A COM 007942105 110.40 8,650 SHD OTH 3 8,650 0 0 ADVENT SOFTWARE INC COM 007974108 657.40 11,112 SHD SOLE 3 11,112 0 0 ADVENT SOFTWARE INC COM 007974108 39.00 660 SHD OTH 3 660 0 0 ADVO INC COM 007585102 23,897.90 565,764 SHD SOLE 3 565,764 0 0 ADVO INC COM 007585102 1,241.20 29,385 SHD OTH 3 5,785 0 23,600 AEGON N V AMER REG COM 007924103 1,089.46 44,577 SOLE 2 44,577 AEGON N V AMER REG COM 007924103 664.08 27,172 SOLE 2 27,172 AEGON N V AMER REG COM 007924103 14,107.80 577,243 SHD SOLE 3 577,243 0 0 AEGON N V AMER REG COM 007924103 2,534.40 103,700 SHD OTH 3 0 0 0 AEP INDUSTRIES INC COM 001031103 2,425.20 70,500 SOLE 2 70,500 AEP INDUSTRIES INC COM 001031103 103.20 3,000 SHD SOLE 3 3,000 0 0 AEP INDUSTRIES INC COM 001031103 41.30 1,200 SHD OTH 3 1,200 0 0 AEROFLEX INC COM 007768104 32.10 2,500 SHD SOLE 3 2,500 0 0 AEROGEN INC COM 007779101 55.73 29,800 SOLE 2 29,800 AES CORPORATION COM 00130H105 378.09 42,010 SOLE 2 42,010 AES CORPORATION COM 00130H105 861.44 95,715 SOLE 2 95,715 AES CORPORATION COM 00130H105 802.60 89,176 SHD SOLE 3 77,776 0 11,400 AES CORPORATION COM 00130H105 1.80 200 SHD OTH 3 200 0 0 AETHER SYSTEMS INC COM 00808V105 87.40 20,000 SOLE 2 20,000 AETHER SYSTEMS INC COM 00808V105 90.25 20,652 SOLE 2 20,652 AETHER SYSTEMS INC COM 00808V105 139.00 31,800 SHD SOLE 3 31,800 0 0 AETNA INC CLL 00817Y108 110.00 10,000 CLL SOLE 2 10,000 AETNA INC-NEW COM 00817Y108 376.60 9,700 SHD SHD 1 9,700 0 0 AETNA INC-NEW COM 00817Y108 26,125.10 672,980 SHD SOLE 3 666,780 0 6,200 AETNA INC-NEW COM 00817Y108 10,139.20 261,186 SHD OTH 3 50,686 0 52,200 AFC ENTRPRS, INC. COM 00104Q107 580.40 17,350 SHD SOLE 3 17,350 0 0 AFC ENTRPRS, INC. COM 00104Q107 51.80 1,550 SHD OTH 3 1,550 0 0 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 3,183.82 2,224,500 SOLE 2 2,224,500 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 1,491.08 1,041,800 SOLE 2 1,041,800 AFFILIATED COMPUTER SVCS CL A COM 008190100 1,215.94 21,663 SOLE 2 21,663 AFFILIATED COMPUTER SVCS CL A COM 008190100 393.13 7,004 SOLE 2 7,004 AFFILIATED COMPUTER SVCS-A COM 008190100 57,647.30 1,027,031 SHD SOLE 3 1,020,381 0 5,250 AFFILIATED COMPUTER SVCS-A COM 008190100 3,344.40 59,584 SHD OTH 3 1,684 0 16,800 AFFILIATED MANAGERS GROUP COM 008252108 41,397.20 576,322 SHD SOLE 3 576,322 0 0 AFFILIATED MANAGERS GROUP COM 008252108 674.30 9,388 SHD OTH 3 388 0 9,000 AFFILIATED MANAGERS GROUP COM 008252108 4,424.94 61,603 SOLE 2 61,603 AFLAC CORPORATION (NEW) COM 001055102 3,386.10 114,782 SHD SOLE 3 105,382 0 9,400 AFLAC CORPORATION (NEW) COM 001055102 1,106.20 37,500 SHD OTH 3 400 0 0 AFLAC INC (NEW) COM 001055102 866.12 29,360 SOLE 2 29,360 AFLAC INC (NEW) COM 001055102 2,309.44 78,286 SOLE 2 78,286 AGCO CORPORATION COM 001084102 33,552.90 1,470,329 SHD SOLE 3 1,464,429 0 5,900 AGCO CORPORATION COM 001084102 2,853.00 125,020 SHD OTH 3 27,268 0 94,500 AGERE SYS INC COM 00845V100 116.70 30,000 SOLE 2 30,000 AGERE SYSTEMS INC A COM 00845V100 19,758.50 5,079,316 SHD SOLE 3 3,744,819 0 1,258,217 AGERE SYSTEMS INC A COM 00845V100 341.30 87,735 SHD OTH 3 87,735 0 0 AGILE SOFTWARE CORPORATION COM 00846X105 309.84 25,607 SOLE 2 25,607 AGILE SOFTWARE INC COM 00846X105 9.70 800 SHD SOLE 3 800 0 0 AGILENT TECHNOLOGIES COM 00846U101 1,405.40 40,200 SHD SHD 1 40,200 0 0 AGILENT TECHNOLOGIES COM 00846U101 33,226.10 950,403 SHD SOLE 3 907,886 0 26,017 AGILENT TECHNOLOGIES COM 00846U101 4,156.00 118,880 SHD OTH 3 59,380 0 0 AGILENT TECHNOLOGIES INC. COM 00846U101 343.97 9,839 PUT SOLE 2 9,839 AGILENT TECHNOLOGIES INC. COM 00846U101 2,346.13 67,109 PUT SOLE 2 67,109 AGL RESOURCES INC COM 001204106 559.30 23,800 SHD SOLE 3 23,800 0 0 AGL RESOURCES INC COM 001204106 8.00 340 SHD OTH 3 340 0 0 AGRIUM INC COM 008916108 9,153.90 870,147 SHD SOLE 3 870,147 0 0 AGRIUM INC COM 008916108 83.40 7,924 SHD OTH 3 7,923 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 222.10 4,300 SHD SHD 1 4,300 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 3,254.20 63,004 SHD SOLE 3 60,804 0 2,200 AIR PRODUCTS & CHEMICALS INC COM 009158106 557.30 10,790 SHD OTH 3 10,790 0 0 AIRBORNE INC. COM 009269101 395.30 22,600 SHD SHD 1 22,600 0 0 AIRBORNE INC. COM 009269101 11,836.00 676,730 SHD SOLE 3 676,730 0 0 AIRBORNE INC. COM 009269101 1,204.00 68,838 SHD OTH 3 16,550 0 49,700 AIRGAS INC COM 009363102 1,040.20 51,750 SHD SOLE 3 51,750 0 0 AIRGAS INC COM 009363102 49.20 2,450 SHD OTH 3 2,450 0 0 AIRGATE PCS COM 009367103 324.80 23,200 SHD SOLE 3 23,200 0 0 AIRGATE PCS COM 009367103 23.80 1,700 SHD OTH 3 1,700 0 0 AIRSPAN NETWORKS INC COM 00950H102 324.48 163,056 SOLE 2 163,056 AIRTRAN HOLDINGS INC COM 00949P108 9,931.40 1,641,558 SHD SOLE 3 1,641,558 0 0 AIRTRAN HOLDINGS INC COM 00949P108 101.80 16,829 SHD OTH 3 16,829 0 0 AK STEEL HOLDING CORPORATION COM 001547108 868.00 60,700 SHD SOLE 3 60,700 0 0 AK STEEL HOLDING CORPORATION COM 001547108 1,338.70 93,617 SHD OTH 3 0 0 93,617 AKAMAI TECHNOLOGIES COM 00971T101 653.20 163,250 SHD SOLE 3 163,250 0 0 AKAMAI TECHNOLOGIES COM 00971T101 381.10 95,250 SHD OTH 3 8,050 0 87,200 AKAMAI TECHNOLOGIES INC COM 00971T101 3,485.50 871,157 SOLE 2 871,157 AKAMAI TECHNOLOGIES INC COM 00971T101 1,639.17 409,690 SOLE 2 409,690 ALABAMA NATL BANCORPORATION DEL COM 010317105 25.80 700 SHD SOLE 3 700 0 0 ALAMOSA HOLDINGS INC COM 011589108 991.20 197,050 SHD SOLE 3 197,050 0 0 ALAMOSA HOLDINGS INC COM 011589108 80.50 16,000 SHD OTH 3 16,000 0 0 ALASKA AIR GROUP INC COM 011659109 1,724.40 51,800 SHD SOLE 3 51,800 0 0 ALASKA AIR GROUP INC COM 011659109 93.20 2,800 SHD OTH 3 2,800 0 0 ALASKA COMM SYSTEMS GROUP COM 01167P101 87.00 11,600 SHD SOLE 3 11,600 0 0 ALBANY INTERNATIONAL CORPORATION COM 012348108 103.00 3,400 SHD SOLE 3 3,400 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 493.80 20,600 SHD SOLE 3 20,600 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 81.50 3,400 SHD OTH 3 3,400 0 0 ALBEMARLE CORPORATION COM 012653101 10,725.20 389,158 SHD SOLE 3 389,158 0 0 ALBEMARLE CORPORATION COM 012653101 1,302.20 47,251 SHD OTH 3 6,651 0 40,600 ALBERTA ENERGY COMPANY LTD COM 012873105 0.00 1 SHD OTH 3 0 0 0 ALBERTO CULVER CO CL A COM 013068200 501.28 10,400 SOLE 2 10,400 ALBERTO CULVER CO CL A COM 013068200 2,450.97 50,850 SOLE 2 50,850 ALBERTO CULVER CO CL A COM 013068200 3,301.80 68,502 SHD SOLE 3 68,502 0 0 ALBERTO CULVER CO CL A COM 013068200 35.30 733 SHD OTH 3 733 0 0 ALBERTO CULVER CO CL-B CONV CNV 013068101 324.00 6,000 SOLE 2 6,000 ALBERTO CULVER CO CL-B CONV CNV 013068101 15,031.10 278,354 SHD SOLE 3 274,054 0 4,300 ALBERTO CULVER CO CL-B CONV CNV 013068101 5,888.70 109,050 SHD OTH 3 6,650 0 13,700 ALBERTSONS INC COM 013104104 92.80 2,800 SHD SHD 1 2,800 0 0 ALBERTSONS INC COM 013104104 10,003.60 301,859 SHD SOLE 3 252,959 0 37,600 ALBERTSONS INC COM 013104104 2,183.90 65,900 SHD OTH 3 6,700 0 0 ALCAN INC. COM 013716105 753.00 19,000 SHD SHD 1 19,000 0 0 ALCAN INC. COM 013716105 20,609.00 520,035 SHD SOLE 3 508,235 0 11,800 ALCAN INC. COM 013716105 6,907.50 174,300 SHD OTH 3 2,800 0 0 ALCATEL ALSTHOM SPON ADR COM 013904305 3,328.20 234,876 SHD SOLE 3 234,876 0 0 ALCATEL SPON ADR COM 013904305 906.89 64,001 SOLE 2 64,001 ALCOA INC COM 013817101 1,640.67 43,473 SOLE 2 43,473 ALCOA INC COM 013817101 4,462.04 118,231 SOLE 2 118,231 ALCOA INC COM 013817101 59,046.40 1,564,557 SHD SOLE 3 1,476,637 0 82,175 ALCOA INC COM 013817101 1,243.70 32,955 SHD OTH 3 28,755 0 0 ALCON INC COM H01301102 362.99 10,950 SHD SOLE 4 10,950 ALCON INC COM 001382649 328.30 9,700 SHD OTH 3 9,700 0 0 ALEXANDER & BALDWIN INC COM 014482103 640.60 23,200 SHD SOLE 3 23,200 0 0 ALEXANDER & BALDWIN INC COM 014482103 389.30 14,100 SHD OTH 3 0 0 14,100 ALEXANDRIA REAL ESTATE COM 015271109 316.66 7,100 SOLE 2 7,100 ALEXANDRIA REAL ESTATE COM 015271109 2,088.50 46,828 SHD SOLE 3 46,828 0 0 ALEXANDRIA REAL ESTATE COM 015271109 133.80 3,000 SHD OTH 3 3,000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 588.90 25,050 SHD SOLE 3 25,050 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 31.70 1,350 SHD OTH 3 1,350 0 0 ALFA CORPORATION COM 015385107 1,071.40 38,400 SHD SOLE 3 38,400 0 0 ALKERMES INC COM 01642T108 443.00 17,000 SHD SOLE 3 17,000 0 0 ALKERMES INC COM 01642T108 117.30 4,500 SHD OTH 3 4,500 0 0 ALLEGHANY CORPORATION (DELAWARE) COM 017175100 186.80 996 SHD SOLE 3 996 0 0 ALLEGHANY CORPORATION (DELAWARE) COM 017175100 3.70 20 SHD SOLE 3 20 0 0 ALLEGHENY ENERGY, INC. COM 017361106 7,486.00 181,040 SOLE 2 181,040 ALLEGHENY ENERGY, INC. COM 017361106 4,928.92 119,200 SOLE 2 119,200 ALLEGHENY ENERGY, INC. COM 017361106 940.70 22,750 SHD SOLE 3 11,750 0 5,200 ALLEGHENY ENERGY, INC. COM 017361106 30.20 730 SHD OTH 3 730 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 509.20 30,787 SHD SOLE 3 30,787 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 18.50 1,120 SHD OTH 3 1,120 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 50.76 16,920 SOLE 2 16,920 ALLEGIANCE TELECOM, INC. COM 01747T102 109.95 36,649 SOLE 2 36,649 ALLEGIANCE TELECOM, INC. 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COM 020753109 1.50 100 SHD OTH 3 100 0 0 ALPHARMA INC COM 020813101 878.00 61,400 SHD SOLE 3 61,400 0 0 ALTEON INC COM 02144G107 36.75 10,500 SOLE 2 10,500 ALTERA CORPORATION COM 021441100 1,893.42 86,576 SOLE 2 86,576 ALTERA CORPORATION COM 021441100 1,205.50 55,120 SHD SOLE 3 55,120 0 0 ALTERA CORPORATION COM 021441100 21.20 970 SHD OTH 3 970 0 0 ALTO PALERMO SA COM 02151P107 2,028.43 1,114,520 SOLE 2 1,114,520 ALZA CORPORATION CNV 02261WAB5 3,252.13 3,628,600 SOLE 2 3,628,600 ALZA CORPORATION CNV 02261WAB5 1,197.39 1,336,000 SOLE 2 1,336,000 AMAZON.COM INC COM 023135106 317.46 22,200 SOLE 2 22,200 AMAZON.COM INC COM 023135106 190.18 13,299 SOLE 2 13,299 AMAZON.COM INC COM 023135106 13,675.80 956,350 SHD SOLE 3 648,250 0 299,500 AMAZON.COM INC COM 023135106 321.80 22,500 SHD OTH 3 22,500 0 0 AMB PROPERTY CORPORATION COM 00163T109 2,136.80 77,700 SHD SOLE 3 77,700 0 0 AMB PROPERTY CORPORATION COM 00163T109 2,002.00 72,800 SHD OTH 3 2,800 0 70,000 AMBAC FINANCIAL GROUP INC COM 023139108 355,617.60 6,020,274 SHD SOLE 3 5,834,152 0 167,485 AMBAC FINANCIAL GROUP INC COM 023139108 22,330.80 378,039 SHD OTH 3 213,808 0 151,100 AMC ENTERTAINMENT INC COM 001669100 19.10 1,400 SHD SOLE 3 1,400 0 0 AMCOL INTERNATIONAL CORPORATION COM 02341W103 501.50 82,900 SHD SOLE 3 82,900 0 0 AMCORE FINANCIAL INC COM 023912108 37.60 1,600 SHD SOLE 3 1,600 0 0 AMDOCS LIMITED COM G02602103 22,886.91 858,796 SOLE 2 858,796 AMDOCS LIMITED COM G02602103 21,502.02 806,830 SOLE 2 806,830 AMDOCS LIMITED CLL G02602103 111.00 30,000 CLL SOLE 2 30,000 AMDOCS LIMITED COM G02602103 13,602.02 585,285 SHD SOLE 4 585,285 AMDOCS LTD COM G02602103 28,275.30 1,060,986 SHD SOLE 3 1,060,986 0 0 AMDOCS LTD COM G02602103 236.40 8,869 SHD OTH 3 0 0 8,869 AMDOCS LTD JUN 1 2008 2.0 CNV 02342TAB5 315.73 365,000 SHD SOLE 4 365,000 AMER GREETINGS CORPORATION CL A COM 026375105 945.60 52,100 SHD SOLE 3 19,600 0 15,000 AMER GREETINGS CORPORATION CL A COM 026375105 557.20 30,700 SHD OTH 3 4,700 0 26,000 AMER INTL GROUP INC COM 026874107 421,475.64 5,842,468 SOLE 2 5,842,468 AMER INTL GROUP INC CLL 026874107 59.50 10,000 CLL SOLE 2 10,000 AMER INTL GROUP INC COM 026874107 198,571.34 2,752,583 SOLE 2 2,752,583 AMER INTL GROUP INC COM 026874107 35,373.58 483,576 SHD SOLE 4 483,576 AMER INTL GROUP INC COM 026874107 2,366.60 32,806 SHD SHD 1 32,806 0 0 AMER INTL GROUP INC COM 026874107 634,300.20 8,792,628 SHD SOLE 3 8,362,021 0 410,807 AMER INTL GROUP INC COM 026874107 64,425.80 893,066 SHD OTH 3 104,385 0 62,360 AMERADA HESS CORPORATION COM 023551104 7,507.10 94,596 SHD SOLE 3 93,896 0 700 AMERADA HESS CORPORATION COM 023551104 5,019.50 63,250 SHD OTH 3 3,850 0 0 AMEREN CORPORATION COM 023608102 90.00 2,105 SHD SOLE 3 2,105 0 0 AMEREN CORPORATION COM 023608102 93.70 2,191 SHD OTH 3 2,190 0 0 AMERICA MOVIL - SERIES L COM 02364W105 2,788.10 140,386 SHD SOLE 3 140,386 0 0 AMERICA MOVIL - SERIES L COM 02364W105 16,905.80 851,250 SHD OTH 3 0 0 0 AMERICA MOVIL SA DE CV COM 02364W105 357.08 17,980 SOLE 2 17,980 AMERICA ONLINE INC CONV SUB CNV 02364JAC8 3,648.63 6,868,000 SOLE 2 6,868,000 AMERICA ONLINE INC CONV SUB CNV 02364JAC8 1,010.97 1,903,000 SOLE 2 1,903,000 AMERICA ONLINE INC CONV SUB DEC 6 2019 CNV 02364JAC8 612.75 1,140,000 SHD SOLE 4 1,140,000 AMERICA ONLINE LATIN AMER INC COM 02365B100 22.50 10,000 SOLE 2 10,000 AMERICA WEST COM 023657208 830.50 148,300 SHD SOLE 3 148,300 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 2,182.40 75,254 SHD SOLE 3 75,254 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 22.50 777 SHD OTH 3 777 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 7,952.60 256,868 SHD SOLE 3 256,868 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 112.50 3,635 SHD OTH 3 3,635 0 0 AMERICAN EAGLE OUTFITTERS INC (NEW) COM 02553E106 354.20 14,300 SHD SOLE 3 14,300 0 0 AMERICAN ELECTRIC POWER INC COM 025537101 1,886.80 40,938 SHD SOLE 3 40,938 0 0 AMERICAN ELECTRIC POWER INC COM 025537101 673.00 14,601 SHD OTH 3 14,600 0 0 AMERICAN EXPRESS CO. COM 025816109 35,520.14 867,191 SOLE 2 867,191 AMERICAN EXPRESS CO. COM 025816109 31,963.63 780,362 SOLE 2 780,362 AMERICAN EXPRESS CO. COM 025816109 403.51 10,050 SHD SOLE 4 10,050 AMERICAN EXPRESS CO. COM 025816109 31,301.40 764,194 SHD SOLE 3 760,794 0 0 AMERICAN EXPRESS CO. 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COM 029899101 3.50 100 SHD SOLE 3 100 0 0 AMERICAN TOWER CORPORATION CL A COM 029912201 45,394.40 8,386,931 SHD SOLE 3 8,271,111 0 99,720 AMERICAN TOWER CORPORATION CL A COM 029912201 2,150.60 393,209 SHD OTH 3 222,409 0 155,200 AMERICAN TOWER SYSTEMS CLASS A COM 029912201 95.15 17,300 SOLE 2 17,300 AMERICAN TOWER SYSTEMS CLASS A COM 029912201 1,424.82 259,059 SOLE 2 259,059 AMERICAN WATER WORKS CO. COM 030411102 1,856.00 42,375 SHD SOLE 3 42,375 0 0 AMERICAN WOODMARK CORPORATION COM 030506109 422.60 6,700 SHD SOLE 3 6,700 0 0 AMERIGAS PARTNERS L.P. COM 030975106 1,750.13 81,250 SOLE 2 81,250 AMERIGAS PARTNERS L.P. COM 030975106 226.17 10,500 SOLE 2 10,500 AMERIPATH INC COM 03071D109 6,397.20 238,700 SHD SOLE 3 238,700 0 0 AMERISOURCEBERGEN CORPORATION COM 03073E105 914.06 13,383 SOLE 2 13,383 AMERISOURCEBERGEN CORPORATION COM 03073E105 1,891.90 27,700 SHD SHD 1 27,700 0 0 AMERISOURCEBERGEN CORPORATION COM 03073E105 103,514.90 1,515,591 SHD SOLE 3 1,355,719 0 151,272 AMERISOURCEBERGEN CORPORATION COM 03073E105 23,825.00 348,828 SHD OTH 3 54,670 0 102,195 AMERISTAR CASINOS INC COM 03070Q101 195.10 7,100 SHD SOLE 3 7,100 0 0 AMERISTAR CASINOS INC COM 03070Q101 30.20 1,100 SHD OTH 3 1,100 0 0 AMERITRADE HOLDING CORPORATION CLASS A COM 03072H109 107.10 16,500 SHD SOLE 3 16,500 0 0 AMERITRADE HOLDING CORPORATION CLASS A COM 03072H109 134.30 20,700 SHD OTH 3 0 0 20,700 AMERON INTERNATIONAL CORPORATION COM 030710107 357.00 4,976 SHD SOLE 3 4,976 0 0 AMERON INTERNATIONAL CORPORATION COM 030710107 638.60 8,900 SHD OTH 3 0 0 8,900 AMERUS GROUP CO. COMMON COM 03072M108 4,067.50 105,786 SHD SOLE 3 105,786 0 0 AMERUS GROUP CO. COMMON COM 03072M108 1,570.40 40,843 SHD OTH 3 2,800 0 35,000 AMETEK INC COM 031100100 4,004.60 107,621 SHD SOLE 3 107,621 0 0 AMETEK INC COM 031100100 36.60 983 SHD OTH 3 983 0 0 AMF BOWLING, INC. 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COM 032515108 322.10 26,100 SHD SOLE 3 26,100 0 0 ANALOG DEVICES CNV 032654AD7 388.99 410,000 SOLE 2 410,000 ANALOG DEVICES INC COM 032654105 877.56 19,484 SOLE 2 19,484 ANALOG DEVICES INC COM 032654105 4,091.25 90,836 SOLE 2 90,836 ANALOG DEVICES INC COM 032654105 1,258.61 29,400 SHD SOLE 4 29,400 ANALOG DEVICES INC COM 032654105 28,173.20 625,514 SHD SOLE 3 625,514 0 0 ANALOG DEVICES INC COM 032654105 305.80 6,790 SHD OTH 3 6,790 0 0 ANALOGIC CORPORATION (NEW) COM 032657207 241.20 5,800 SHD SOLE 3 5,800 0 0 ANALOGIC CORPORATION (NEW) COM 032657207 29.10 700 SHD OTH 3 700 0 0 ANALYSTS INTL CORPORATION COM 032681108 1.60 400 SHD SOLE 3 400 0 0 ANAREN MICROWAVE INC COM 032744104 254.30 17,500 SHD SOLE 3 17,500 0 0 ANC RENTAL CORPORATION COM 001813104 4.70 13,369 SHD SOLE 3 13,369 0 0 ANCHOR BANCORPORATION WISC.INC. 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COM 035229103 7,728.50 148,056 SHD OTH 3 41,456 0 0 ANIXTER INTERNATIONAL INC COM 035290105 11,954.40 403,456 SHD SOLE 3 403,456 0 0 ANIXTER INTERNATIONAL INC COM 035290105 3,050.10 102,940 SHD OTH 3 6,940 0 96,000 ANNALY MORTGAGE MANAGEMENT COM 035710409 2,035.90 119,900 SHD SOLE 3 119,900 0 0 ANNALY MORTGAGE MANAGEMENT COM 035710409 1,636.90 96,400 SHD OTH 3 7,900 0 88,500 ANNTAYLOR STORES CORPORATION COM 036115103 3,931.20 90,959 SHD SOLE 3 90,959 0 0 ANNTAYLOR STORES CORPORATION COM 036115103 63.10 1,459 SHD OTH 3 1,459 0 0 ANSOFT CORPORATION COM 036384105 14.70 800 SHD SOLE 3 800 0 0 ANSWERTHINK INC COM 036916104 156.20 24,000 SHD SOLE 3 24,000 0 0 ANSYS INC COM 03662Q105 189.70 7,000 SHD SOLE 3 7,000 0 0 ANTEON INTERNATIONAL CORPORATION COM 03674E108 2,416.75 116,190 SOLE 2 116,190 ANTEON INTERNATIONAL CORPORATION COM 03674E108 2,375.67 114,215 SOLE 2 114,215 ANTEON INTERNATIONAL CORPORATION COM 03674E108 446.27 21,100 SHD SOLE 4 21,100 ANTEON INTERNATIONAL CORPORATION COM 03674E108 6.20 300 SHD SOLE 3 300 0 0 ANTHEM, INC. COM 03674B104 1,974.65 34,300 SOLE 2 34,300 ANTHEM, INC. COM 03674B104 975.81 16,950 SOLE 2 16,950 ANTHRACITE CAPITAL INC COM 037023108 39.10 3,400 SHD SOLE 3 3,400 0 0 AOL TIME WARNER INC. COM 00184A105 61,332.66 2,593,347 SOLE 2 2,593,347 AOL TIME WARNER INC. CLL 00184A105 16.25 10,000 CLL SOLE 2 10,000 AOL TIME WARNER INC. COM 00184A105 67,683.49 2,861,881 SOLE 2 2,861,881 AOL TIME WARNER INC. CLL 00184A105 17.25 10,000 CLL SOLE 2 10,000 AOL TIME WARNER INC. COM 00184A105 17,767.55 786,523 SHD SOLE 4 786,523 AOL TIME WARNER INC. COM 00184A105 4,077.30 172,400 SHD SHD 1 172,400 0 0 AOL TIME WARNER INC. COM 00184A105 844,939.40 35,726,823 SHD SOLE 3 33,964,106 0 1,629,017 AOL TIME WARNER INC. COM 00184A105 94,138.10 3,980,470 SHD OTH 3 902,664 0 388,910 AON CORPORATION COM 037389103 1,004.08 28,688 SOLE 2 28,688 AON CORPORATION COM 037389103 35,310.60 1,008,875 SHD SOLE 3 838,500 0 162,625 AON CORPORATION COM 037389103 473.10 13,518 SHD OTH 3 13,518 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 169.60 53,000 SOLE 2 53,000 APACHE CORPORATION COM 037411105 2,465.41 43,344 SOLE 2 43,344 APACHE CORPORATION COM 037411105 500.54 8,800 SOLE 2 8,800 APACHE CORPORATION COM 037411105 15,187.80 267,015 SHD SOLE 3 266,255 0 760 APACHE CORPORATION COM 037411105 1,010.00 17,757 SHD OTH 3 5,107 0 12,650 APACHE CORPORATION DPS ACES CNV 037411600 302.35 5,820 SOLE 2 5,820 APARTMENT INVT & MGMT CO CLASS A COM 03748R101 899.49 18,596 SOLE 2 18,596 APARTMENT INVT & MGMT CO CLASS A COM 03748R101 12,743.70 263,463 SHD SOLE 3 263,463 0 0 APARTMENT INVT & MGMT CO CLASS A COM 03748R101 687.30 14,209 SHD OTH 3 13,450 0 0 APHTON CORPORATION COM 03759P101 37.80 3,200 SHD SOLE 3 3,200 0 0 APOGEE ENTERPRISES INC COM 037598109 305.00 25,000 SOLE 2 25,000 APOGEE ENTERPRISES INC COM 037598109 22.00 1,800 SHD SOLE 3 1,800 0 0 APOGENT TECHNOLOGY INC. COM 03760A101 18,451.40 747,624 SHD SOLE 3 745,224 0 2,400 APOGENT TECHNOLOGY INC. COM 03760A101 928.00 37,600 SHD OTH 3 2,100 0 35,500 APOLLO GROUP COM 037604105 5,983.80 111,742 SHD SOLE 3 111,742 0 0 APOLLO GROUP COM 037604105 2.10 40 SHD OTH 3 40 0 0 APPLE COMPUTER INC COM 037833100 828.69 35,010 SOLE 2 35,010 APPLE COMPUTER INC COM 037833100 1,238.94 52,342 SOLE 2 52,342 APPLE COMPUTER INC COM 037833100 210.70 8,900 SHD SHD 1 8,900 0 0 APPLE COMPUTER INC COM 037833100 15,731.80 664,631 SHD SOLE 3 534,631 0 130,000 APPLE COMPUTER INC COM 037833100 4,181.30 176,650 SHD OTH 3 46,550 0 0 APPLEBEE'S INTERNATIONAL INC COM 037899101 1,261.40 34,750 SHD SOLE 3 34,750 0 0 APPLEBEE'S INTERNATIONAL INC COM 037899101 59.90 1,650 SHD OTH 3 1,650 0 0 APPLERA CORPORATION COM 038020103 271.33 12,140 SOLE 2 12,140 APPLERA CORPORATION CELERA GENOMICS GRP COM 038020202 161.50 7,860 SHD SOLE 3 7,860 0 0 APPLERA CORPORATION CELERA GENOMICS GRP COM 038020202 101.10 4,921 SHD OTH 3 4,920 0 0 APPLERA CORPORATION-APPLIED BIOSYSTEM COM 038020103 204.30 9,140 SHD SOLE 3 4,140 0 5,000 APPLERA CORPORATION-APPLIED BIOSYSTEM COM 038020103 3.10 140 SHD OTH 3 140 0 0 APPLICA INC COM 03815A106 52.50 6,100 SHD SOLE 3 6,100 0 0 APPLIED INDUSTRIAL TECH COM 03820C105 1,422.60 73,900 SHD SOLE 3 73,900 0 0 APPLIED INDUSTRIAL TECH COM 03820C105 100.10 5,200 SHD OTH 3 5,200 0 0 APPLIED MATERIALS INC COM 038222105 4,703.58 86,670 SOLE 2 86,670 APPLIED MATERIALS INC COM 038222105 2,501.79 46,099 SOLE 2 46,099 APPLIED MATERIALS INC COM 038222105 852.08 15,750 SHD SOLE 4 15,750 APPLIED MATERIALS INC COM 038222105 61,431.50 1,131,960 SHD SOLE 3 1,106,760 0 19,800 APPLIED MATERIALS INC COM 038222105 1,709.30 31,496 SHD OTH 3 28,496 0 0 APPLIED MICRO CIRCUITS CORPORATION COM 03822W109 84.40 10,550 SOLE 2 10,550 APPLIED MICRO CIRCUITS CORPORATION COM 03822W109 1,379.06 172,383 SOLE 2 172,383 APPLIED MICRO CIRCUITS CORPORATION COM 03822W109 1,230.10 153,763 SHD SOLE 3 153,763 0 0 APPLIED MICRO CIRCUITS CORPORATION COM 03822W109 14.40 1,800 SHD OTH 3 1,800 0 0 APRIA HEALTHCARE GROUP COM 037933108 486.87 19,864 SOLE 2 19,864 APRIA HEALTHCARE GROUP COM 037933108 1,122.20 45,786 SHD SOLE 3 45,786 0 0 APTARGROUP INC COM 038336103 125.00 3,567 SHD SOLE 3 3,567 0 0 AQUILA INC. COM 03840P102 588.70 23,700 SHD SHD 1 23,700 0 0 AQUILA INC. COM 03840P102 48,942.30 1,970,300 SHD SOLE 3 1,671,600 0 298,700 AQUILA INC. COM 03840P102 10,385.10 418,080 SHD OTH 3 48,680 0 0 ARACRUZ CELULOSE S.A. COM 038496204 686.61 33,250 SOLE 2 33,250 ARADIGM CORPORATION COM 038505103 118.68 25,250 SOLE 2 25,250 ARAMARK CORPORATION CL B COM 038521100 7,703.50 291,800 SHD SOLE 3 291,000 0 800 ARAMARK CORPORATION CL B COM 038521100 344.00 13,032 SHD OTH 3 700 0 12,332 ARBITRON INC. COM 03875Q108 2,880.80 85,230 SHD SOLE 3 85,230 0 0 ARBITRON INC. COM 03875Q108 145.30 4,300 SHD OTH 3 4,300 0 0 ARCH CAPITAL GROUP LTD COM G0450A105 2.60 100 SHD SOLE 3 100 0 0 ARCH CHEMICALS INC COM 03937R102 3,288.80 149,152 SHD SOLE 3 149,152 0 0 ARCH CHEMICALS INC COM 03937R102 99.20 4,500 SHD OTH 3 4,500 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 811.19 58,233 SOLE 2 58,233 ARCHER DANIELS MIDLAND CO COM 039483102 32,488.20 2,332,249 SHD SOLE 3 2,220,935 0 61,714 ARCHER DANIELS MIDLAND CO COM 039483102 4,919.40 353,151 SHD OTH 3 100,479 0 0 ARCHSTONE-SMITH TRUST COM 039583109 2,811.05 104,929 SOLE 2 104,929 ARCHSTONE-SMITH TRUST COM 039583109 1,393.43 52,013 SOLE 2 52,013 ARCHSTONE-SMITH TRUST COM 039583109 15,930.20 594,633 SHD SOLE 3 593,633 0 0 ARCHSTONE-SMITH TRUST COM 039583109 409.80 15,297 SHD OTH 3 10,831 0 0 ARCTIC CAT INC COM 039670104 552.10 27,400 SHD SOLE 3 27,400 0 0 ARDEN REALTY GROUP INC COM 039793104 1,550.60 54,600 SHD SOLE 3 54,600 0 0 ARENA PHARMACEUTICALS INC COM 040047102 251.00 25,200 SHD SOLE 3 25,200 0 0 ARGONAUT GROUP INC COM 040157109 1,835.00 86,800 SHD SOLE 3 86,800 0 0 ARGOSY GAMING CO COM 040228108 23,039.70 627,955 SHD SOLE 3 627,955 0 0 ARGOSY GAMING CO COM 040228108 2,322.50 63,300 SHD OTH 3 1,700 0 61,600 ARIBA INC COM 04033V104 453.00 100,000 SHD SOLE 3 100,000 0 0 ARKANSAS BEST CORPORATION DEL COM 040790107 8,076.00 290,608 SHD SOLE 3 290,608 0 0 ARKANSAS BEST CORPORATION DEL COM 040790107 73.80 2,655 SHD OTH 3 2,655 0 0 ARM HOLDINGS PLC SPON ADR COM 042068106 124.12 10,050 SOLE 2 10,050 ARMOR HOLDINGS INC COM 042260109 547.42 20,200 SOLE 2 20,200 ARMOR HOLDINGS INC COM 042260109 746.61 27,550 SOLE 2 27,550 ARQULE INC COM 04269E107 102.30 8,100 SHD SOLE 3 8,100 0 0 ARRAY BIOPHARMA INC COM 04269X105 29.80 2,300 SHD SOLE 3 2,300 0 0 ARRIS GROUP INC. COM 04269Q100 278.10 29,900 SHD SOLE 3 29,900 0 0 ARRIS GROUP INC. COM 04269Q100 308.80 33,200 SHD OTH 3 0 0 33,200 ARROW ELECTRONICS INC. COM 042735100 1,532.80 54,800 SHD SHD 1 54,800 0 0 ARROW ELECTRONICS INC. COM 042735100 71,704.90 2,563,637 SHD SOLE 3 2,406,637 0 152,700 ARROW ELECTRONICS INC. COM 042735100 5,801.10 207,405 SHD OTH 3 48,172 0 155,300 ARROW INTL INC COM 042764100 5,007.90 106,100 SHD SOLE 3 106,100 0 0 ART TECHNOLOGY GROUP COM 04289L107 57.90 28,100 SHD SOLE 3 28,100 0 0 ART TECHNOLOGY GROUP COM 04289L107 15.70 7,600 SHD OTH 3 7,600 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 273.98 133,000 SOLE 2 133,000 ARTECH SYSTEMS INS COM 042902205 0.00 17,854 SHD OTH 3 0 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 14.00 1,500 SHD SOLE 3 1,500 0 0 ARTHROCARE CORPORATION COM 043136100 18.00 1,000 SHD SOLE 3 1,000 0 0 ARTHUR J GALLAGHER & CO COM 363576109 5,565.00 169,821 SHD SOLE 3 169,821 0 0 ARTHUR J GALLAGHER & CO COM 363576109 465.30 14,200 SHD OTH 3 0 0 14,200 ARTISAN COMPONENTS COM 042923102 51.50 3,100 SHD SOLE 3 3,100 0 0 ARTISAN COMPONENTS INC COM 042923102 913.00 55,000 SOLE 2 55,000 ARVINMERITOR INC COM 043353101 635.09 22,245 SOLE 2 22,245 ARVINMERITOR INC . COM 043353101 1,147.70 40,200 SHD SOLE 3 40,200 0 0 ARVINMERITOR INC . COM 043353101 665.20 23,300 SHD OTH 3 1,200 0 22,100 ASBURY AUTOMOTIVE GROUP, INC. COM 043436104 558.53 36,625 SOLE 2 36,625 ASBURY AUTOMOTIVE GROUP, INC. COM 043436104 726.13 47,615 SOLE 2 47,615 ASCENTIAL SOFTWARE CORPORATION COM 04362P108 419.10 108,850 SHD SOLE 3 108,850 0 0 ASCENTIAL SOFTWARE CORPORATION COM 04362P108 291.80 75,800 SHD OTH 3 0 0 75,800 ASHLAND INC COM 044204105 28,539.20 627,097 SHD SOLE 3 584,297 0 37,000 ASHLAND INC COM 044204105 14,927.30 328,000 SHD OTH 3 62,000 0 94,100 ASIA SATELLITE TELECOM HLDGS COM 04516X106 150.50 10,000 SOLE 2 10,000 ASIAINFO HOLDINGS INC COM 04518A104 1,168.60 88,800 SHD SOLE 3 88,800 0 0 ASK JEEVES INC COM 045174109 183.34 86,891 SOLE 2 86,891 ASK JEEVES INC. COM 045174109 106.20 50,315 SHD SOLE 3 50,315 0 0 ASM LITHOGRAPHY HLDS - NY REG COM N07059111 2,869.30 113,100 SHD OTH 3 0 0 0 ASML HOLDING NV NY REG SHS COM N07059111 946.81 37,320 SOLE 2 37,320 ASML HOLDING NV NY REG SHS COM N07059111 401.61 15,830 SOLE 2 15,830 ASPECT MED SYS INC COM 045235108 109.96 12,355 SOLE 2 12,355 ASPEN TECHNOLOGY INC COM 045327103 5,461.51 238,494 PUT SOLE 2 238,494 ASPEN TECHNOLOGY INC COM 045327103 4,776.90 208,600 SHD SOLE 3 208,600 0 0 ASSOCIATED BANC CORPORATION COM 045487105 897.50 23,600 SHD SHD 1 23,600 0 0 ASSOCIATED BANC CORPORATION COM 045487105 11,464.30 301,454 SHD SOLE 3 266,854 0 34,600 ASSOCIATED BANC CORPORATION COM 045487105 2,433.90 64,000 SHD OTH 3 17,600 0 44,180 ASTORIA FINANCIAL CORPORATION COM 046265104 733.70 25,258 SHD SOLE 3 25,258 0 0 ASTORIA FINANCIAL CORPORATION COM 046265104 961.60 33,100 SHD OTH 3 1,400 0 31,700 ASTRAZENECA PLC SPONS ADR COM 046353108 247.95 5,000 SOLE 2 5,000 ASTROPOWER INC COM 04644A101 2.10 50 SHD SOLE 3 50 0 0 ASYST TECHNOLOGIES INC COM 04648X107 25.50 1,400 SHD SOLE 3 1,400 0 0 AT HOME CORPORATION COM 045919107 1.70 279,775 SHD SOLE 3 279,775 0 0 AT&T CANADA INC. COM 00207Q202 4,194.20 155,744 SHD SOLE 3 155,744 0 0 AT&T CORPORATION COM 001957109 5,966.30 380,019 SOLE 2 380,019 AT&T CORPORATION COM 001957109 11,537.71 734,886 SOLE 2 734,886 AT&T CORPORATION COM 001957109 247.64 16,400 SHD SOLE 4 16,400 AT&T CORPORATION COM 001957109 1,316.40 83,850 SHD SHD 1 83,850 0 0 AT&T CORPORATION COM 001957109 101,875.10 6,488,861 SHD SOLE 3 6,129,452 0 309,924 AT&T CORPORATION COM 001957109 26,383.30 1,680,467 SHD OTH 3 308,567 0 0 AT&T WIRELESS SERVICES INC COM 00209A106 2,433.11 271,856 SOLE 2 271,856 AT&T WIRELESS SERVICES INC COM 00209A106 5,953.04 665,144 SOLE 2 665,144 AT&T WIRELESS SERVICES INC. COM 00209A106 2,690.70 300,637 SHD SHD 1 300,637 0 0 AT&T WIRELESS SERVICES INC. COM 00209A106 177,295.80 19,809,582 SHD SOLE 3 17,802,616 0 1,863,791 AT&T WIRELESS SERVICES INC. COM 00209A106 32,414.00 3,621,681 SHD OTH 3 614,549 0 1 ATLANTIC COAST AIRLINES INC COM 048396105 1,589.90 66,300 SHD SOLE 3 66,300 0 0 ATLANTIC COAST AIRLINES INC COM 048396105 568.30 23,700 SHD OTH 3 3,100 0 20,600 ATLAS AIR WORLDWIDE HOLDINGS, INC. COM 049164106 6,924.80 525,800 SHD SOLE 3 525,800 0 0 ATMEL CORPORATION CLL 049513104 33.00 15,000 CLL SOLE 2 15,000 ATMEL CORPORATION COM 049513104 2,012.79 198,500 SOLE 2 198,500 ATMEL CORPORATION COM 049513104 285.60 30,000 SHD SOLE 4 30,000 ATMEL CORPORATION COM 049513104 283.90 28,000 SHD SOLE 3 28,000 0 0 ATMI INC COM 00207R101 392.62 12,484 SOLE 2 12,484 ATMI INC COM 00207R101 31.40 1,000 SHD SOLE 3 1,000 0 0 ATMOS ENERGY CORPORATION COM 049560105 7,053.80 298,889 SHD SOLE 3 298,889 0 0 ATMOS ENERGY CORPORATION COM 049560105 76.80 3,255 SHD OTH 3 3,255 0 0 ATPLASTIC INC COM 001947100 30.60 20,000 SOLE 2 20,000 ATWOOD OCEANICS INC COM 050095108 1,080.30 23,537 SHD SOLE 3 23,537 0 0 AUDIOHIGHWAY.COM COM 050740109 0.00 1,000 SHD SOLE 3 1,000 0 0 AUDIOVOX CORPORATION CLASS A COM 050757103 1,255.10 174,800 SHD SOLE 3 174,800 0 0 AUDIOVOX CORPORATION CLASS A COM 050757103 482.10 67,150 SHD OTH 3 7,050 0 60,100 AUTOBYTEL INC COM 05275N106 64.90 18,386 SOLE 2 18,386 AUTODESK INC COM 052769106 219.44 4,700 SOLE 2 4,700 AUTODESK INC COM 052769106 7,501.40 160,664 SHD SOLE 3 160,164 0 500 AUTODESK INC COM 052769106 1,615.50 34,600 SHD OTH 3 900 0 33,700 AUTOLIV INC COM 052800109 367.20 15,150 SHD SOLE 3 15,150 0 0 AUTOLIV INC COM 052800109 17.00 700 SHD OTH 3 700 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 451,859.90 7,754,589 SOLE 2 7,754,589 AUTOMATIC DATA PROCESSING INC COM 053015103 173,050.36 2,969,802 SOLE 2 2,969,802 AUTOMATIC DATA PROCESSING INC COM 053015103 49,768.02 904,873 SHD SOLE 4 904,873 AUTOMATIC DATA PROCESSING INC COM 053015103 52,361.70 898,605 SHD SOLE 3 879,305 0 16,300 AUTOMATIC DATA PROCESSING INC COM 053015103 3,183.30 54,630 SHD OTH 3 9,430 0 0 AUTONATION INC. COM 05329W102 1,624.50 116,700 SHD SHD 1 116,700 0 0 AUTONATION INC. COM 05329W102 42,532.50 3,055,494 SHD SOLE 3 3,016,394 0 39,100 AUTONATION INC. COM 05329W102 1,532.60 110,100 SHD OTH 3 110,100 0 0 AUTONATION, INC. COM 05329W102 2,468.41 176,567 SOLE 2 176,567 AUTOZONE INC COM 053332102 254.70 3,700 SHD SHD 1 3,700 0 0 AUTOZONE INC COM 053332102 33,241.80 482,815 SHD SOLE 3 474,215 0 7,500 AUTOZONE INC COM 053332102 5,928.00 86,100 SHD OTH 3 2,200 0 17,500 AVALONBAY COMMUNITIES INC COM 053484101 328.58 6,598 SOLE 2 6,598 AVALONBAY COMMUNITIES INC COM 053484101 699.14 14,039 SOLE 2 14,039 AVALONBAY COMMUNITIES INC. COM 053484101 19,600.30 393,581 SHD SOLE 3 393,181 0 400 AVALONBAY COMMUNITIES INC. COM 053484101 3,951.50 79,348 SHD OTH 3 22,800 0 56,000 AVANEX COM 05348W109 18.40 4,600 SHD SOLE 3 4,600 0 0 AVANEX CORPORATION COM 05348W109 40.82 10,179 SOLE 2 10,179 AVANEX CORPORATION COM 05348W109 363.00 100,000 SHD SOLE 4 100,000 AVANT CORPORATION COM 053487104 1,090.60 54,450 SHD SOLE 3 54,450 0 0 AVANT CORPORATION COM 053487104 37.10 1,850 SHD OTH 3 1,850 0 0 AVANTGO INC. COM 05349M100 406.30 116,092 SHD OTH 3 0 0 116,092 AVAYA INC. COM 053499109 110.03 14,909 SOLE 2 14,909 AVAYA INC. COM 053499109 2,541.73 344,408 SOLE 2 344,408 AVENTIS SPONS ADR COM 053561106 1,701.98 24,756 SOLE 2 24,756 AVENTIS SPONS ADR COM 053561106 388.09 5,645 SOLE 2 5,645 AVERY DENNISON CORPORATION COM 053611109 10,903.20 178,653 SHD SOLE 3 171,153 0 4,200 AVERY DENNISON CORPORATION COM 053611109 2,903.20 47,570 SHD OTH 3 6,770 0 0 AVI BIOPHARMA INC COM 002346104 410.10 50,500 SHD SOLE 3 50,500 0 0 AVIALL INC COM 05366B102 453.30 50,200 SHD SOLE 3 50,200 0 0 AVIALL INC COM 05366B102 33.90 3,759 SHD OTH 3 0 0 0 AVICI SYS INC COM 05367L109 204.21 107,477 SOLE 2 107,477 AVID TECHNOLOGY INC COM 05367P100 2,089.34 150,204 SOLE 2 150,204 AVID TECHNOLOGY INC COM 05367P100 1,121.10 80,600 SHD SOLE 3 80,600 0 0 AVID TECHNOLOGY INC COM 05367P100 36.20 2,600 SHD OTH 3 2,600 0 0 AVIGEN INC COM 053690103 22.20 2,000 SHD SOLE 3 2,000 0 0 AVISTA CORPORATION COM 05379B107 2,031.70 130,822 SHD SOLE 3 130,822 0 0 AVISTA CORPORATION COM 05379B107 739.20 47,600 SHD OTH 3 3,600 0 44,000 AVNET INC. COM 053807103 1,953.70 72,200 SHD SHD 1 72,200 0 0 AVNET INC. COM 053807103 76,404.00 2,823,504 SHD SOLE 3 2,694,604 0 121,600 AVNET INC. COM 053807103 15,159.60 560,221 SHD OTH 3 63,437 0 147,200 AVOCENT CORPORATION COM 053893103 11,777.50 439,622 SHD SOLE 3 439,622 0 0 AVOCENT CORPORATION COM 053893103 744.80 27,800 SHD OTH 3 12,400 0 15,400 AVON PRODUCTS INC. COM 054303102 179.30 3,300 SHD SHD 1 3,300 0 0 AVON PRODUCTS INC. COM 054303102 111,549.50 2,053,563 SHD SOLE 3 2,018,503 0 25,060 AVON PRODUCTS INC. COM 054303102 15,788.10 290,649 SHD OTH 3 34,416 0 29,300 AVX CORPORATION NEW COM 002444107 337.10 16,100 SHD SHD 1 16,100 0 0 AVX CORPORATION NEW COM 002444107 20,938.80 999,943 SHD SOLE 3 888,443 0 110,000 AVX CORPORATION NEW COM 002444107 3,481.10 166,240 SHD OTH 3 19,140 0 31,600 AXA-UAP COM 054536107 597.13 26,598 SOLE 2 26,598 AXCELIS TECHNOLOGIES INC COM 054540109 365.20 25,537 SHD SOLE 3 25,537 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 426.50 29,823 SHD OTH 3 823 0 29,000 AXIOHM TRANSACTION SOLUTIONS INC COM 054602107 0.30 26,362 SHD OTH 3 0 0 24,334 AXONYX INC COM 05461R101 36.00 10,000 SOLE 2 10,000 AXT INC COM 00246W103 215.10 20,100 SHD SOLE 3 20,100 0 0 AZTAR CORPORATION COM 054802103 3,855.50 176,050 SHD SOLE 3 176,050 0 0 AZTAR CORPORATION COM 054802103 211.30 9,650 SHD OTH 3 9,650 0 0 BAAN COMPANY N.V. (USD) COM N08044104 15.70 7,274 SHD SOLE 3 7,274 0 0 BACKWEB TECHNOLOGIES LTD ORDS COM M15633106 43.04 39,128 SOLE 2 39,128 BAKER (MICHAEL) CORPORATION COM 057149106 5,833.90 409,400 SHD SOLE 3 409,400 0 0 BAKER HUGHES INC COM 057224107 1,254.22 32,790 SOLE 2 32,790 BAKER HUGHES INC COM 057224107 21,021.40 549,580 SHD SOLE 3 479,880 0 62,275 BAKER HUGHES INC COM 057224107 7,722.70 201,901 SHD OTH 3 13,600 0 0 BALDOR ELECTRIC CO COM 057741100 7,398.80 327,379 SHD SOLE 3 327,379 0 0 BALDOR ELECTRIC CO COM 057741100 80.30 3,555 SHD OTH 3 3,555 0 0 BALDWIN & LYONS INC CL-B COM 057755209 17.50 700 SHD SOLE 3 700 0 0 BALL CORPORATION COM 058498106 557.20 11,800 SHD SHD 1 11,800 0 0 BALL CORPORATION COM 058498106 52,979.00 1,121,960 SHD SOLE 3 1,071,360 0 38,600 BALL CORPORATION COM 058498106 18,766.90 397,435 SHD OTH 3 61,900 0 56,700 BALLARD POWER SYSTEMS INC COM 05858H104 0.00 1 SHD OTH 3 0 0 0 BANCA US COM 065908501 54.60 4,200 SHD SOLE 3 4,200 0 0 BANCFIRST CORPORATION COM 05945F103 815.30 20,850 SHD SOLE 3 20,850 0 0 BANCFIRST CORPORATION COM 05945F103 9.80 250 SHD OTH 3 250 0 0 BANCO SANTANDER CHILE-SP ADR COM 05965F108 874.20 56,400 SHD SOLE 3 56,400 0 0 BANCO SANTANDER CHILE-SP ADR COM 05965F108 6,773.50 437,000 SHD OTH 3 0 0 0 BANCOLOMBIA S.A. 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SPONS ADR COM 055622104 79,783.50 1,502,515 SHD SOLE 3 1,359,263 0 1,169 BP P.L.C. SPONS ADR COM 055622104 51,254.00 965,235 SHD OTH 3 121,046 0 2,900 BP PLC COM 055622104 10,010.20 188,516 SOLE 2 188,516 BP PLC COM 055622104 20,775.38 391,250 SOLE 2 391,250 BP PRUDHOE BAY ROYALTY TR COM 055630107 216.64 16,000 SOLE 2 16,000 BRADLEY PHARM. INC COM 104576103 463.30 43,500 SHD SOLE 3 43,500 0 0 BRANDYWINE REALTY TRUST COM 105368203 9,769.10 408,747 SHD SOLE 3 408,747 0 0 BRANDYWINE REALTY TRUST COM 105368203 178.30 7,460 SHD OTH 3 7,460 0 0 BRAUN CONSULTING INC COM 105651103 71.10 16,500 SHD SOLE 3 16,500 0 0 BRE PROPERTIES INC COM 05564E106 2,896.60 89,100 SHD SOLE 3 89,100 0 0 BRE PROPERTIES INC COM 05564E106 539.70 16,600 SHD OTH 3 4,000 0 12,600 BRIGGS & STRATTON CORPORATION COM 109043109 29.90 650 SHD SOLE 3 650 0 0 BRIGGS & STRATTON CORPORATION COM 109043109 23.00 500 SHD OTH 3 500 0 0 BRINKER INTERNATIONAL INC COM 109641100 13,252.40 408,900 SHD SOLE 3 394,800 0 14,100 BRINKER INTERNATIONAL INC COM 109641100 3,062.70 94,500 SHD OTH 3 16,700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 9,788.26 241,745 SOLE 2 241,745 BRISTOL MYERS SQUIBB CO COM 110122108 14,775.37 364,914 SOLE 2 364,914 BRISTOL MYERS SQUIBB CO. COM 110122108 421,526.60 10,410,635 SHD SOLE 3 9,798,060 0 546,635 BRISTOL MYERS SQUIBB CO. COM 110122108 53,179.30 1,313,394 SHD OTH 3 525,113 0 276,800 BRITISH AMERICAN TOBACCO PLC COM 110448107 2,197.27 116,135 SHD SOLE 4 116,135 BRITISH SKY BROADCASTING GROUP COM 111013108 1,435.50 19,800 SHD OTH 3 0 0 0 BROADCOM CORPORATION CL A COM 111320107 4,885.60 136,088 SHD SOLE 3 132,588 0 3,500 BROADCOM CORPORATION CL A COM 111320107 112.40 3,130 SHD OTH 3 3,130 0 0 BROADCOM CORPORATION CL B COM 111990214 1,364.20 38,000 SHD SOLE 3 38,000 0 0 BROADCOM CORPORATION CLASS A COM 111320107 1,836.64 51,160 SOLE 2 51,160 BROADCOM CORPORATION CLASS A COM 111320107 4,503.58 125,448 SOLE 2 125,448 BROADVISION INC COM 111412102 148.80 86,000 SHD SOLE 3 86,000 0 0 BROADWING INC COM 111620100 2,600.40 372,016 SHD SOLE 3 372,016 0 0 BROADWING INC COM 111620100 67.50 9,660 SHD OTH 3 9,660 0 0 BROCADE COMMUNICATIONS COM 111621108 6,624.86 245,365 SOLE 2 245,365 BROCADE COMMUNICATIONS COM 111621108 20,561.04 761,520 SOLE 2 761,520 BROCADE COMMUNICATIONS COM 111621108 4,096.90 151,738 SHD SOLE 3 151,738 0 0 BROCADE COMMUNICATIONS COM 111621108 216.50 8,020 SHD OTH 3 8,020 0 0 BROOKFIELD PPTY CORPORATION COM 112900105 7,041.40 370,600 SHD SOLE 3 370,600 0 0 BROOKFIELD PPTY CORPORATION COM 112900105 302.10 15,901 SHD OTH 3 15,900 0 0 BROOKLINE BANCORPORATION INC COM 113739106 170.60 10,000 SOLE 2 10,000 BROOKLINE BANCORPORATION INC COM 113739106 634.60 37,200 SHD SOLE 3 37,200 0 0 BROOKLINE BANCORPORATION INC COM 113739106 78.50 4,600 SHD OTH 3 4,600 0 0 BROOKS AUTOMATION INC COM 11434A100 25.40 560 SHD SOLE 3 560 0 0 BROOKS AUTOMATION INC COM 11434A100 18.20 400 SHD OTH 3 400 0 0 BROOKSTONE INC COM 114537103 215.23 13,452 SOLE 2 13,452 BROOKSTONE INC COM 114537103 12,937.20 808,573 SHD SOLE 3 808,573 0 0 BROOKSTONE INC COM 114537103 148.60 9,290 SHD OTH 3 9,290 0 0 BROWN & BROWN INC COM 115236101 2,835.40 90,300 SHD SOLE 3 90,300 0 0 BROWN & BROWN INC COM 115236101 97.30 3,100 SHD OTH 3 3,100 0 0 BROWN FORMAN CORPORATION CL A COM 115637100 1,456.00 20,000 SHD SOLE 3 20,000 0 0 BROWN FORMAN CORPORATION CL B COM 115637209 2,997.10 41,192 SHD SOLE 3 41,192 0 0 BROWN FORMAN CORPORATION CL B COM 115637209 116.20 1,597 SHD OTH 3 1,597 0 0 BROWN SHOE COMPANY COM 115736100 2,584.30 132,800 SHD SOLE 3 132,800 0 0 BROWN SHOE COMPANY COM 115736100 125.20 6,434 SHD OTH 3 4,800 0 0 BROWN TOM INC COM 115660201 870.90 31,900 SHD SOLE 3 31,900 0 0 BROWN TOM INC COM 115660201 35.50 1,300 SHD OTH 3 1,300 0 0 BRUKER DALTONICS COM 116795105 16.30 1,700 SHD SOLE 3 1,700 0 0 BRUNSWICK CORPORATION COM 117043109 2,910.90 106,550 SHD SOLE 3 101,750 0 4,800 BRUNSWICK CORPORATION COM 117043109 3,505.20 128,300 SHD OTH 3 2,700 0 0 BRUSH WELLMAN INC COM 117421107 10.20 800 SHD SOLE 3 800 0 0 BUCKEYE PARTNERS LP UNITS COM 118230101 21,399.21 536,321 SOLE 2 536,321 BUCKEYE PARTNERS LP UNITS COM 118230101 5,800.66 145,380 SOLE 2 145,380 BUCKEYE TECHNOLOGIES INC COM 118255108 2,768.29 268,766 SOLE 2 268,766 BUCKEYE TECHNOLOGIES INC COM 118255108 439.81 42,700 SOLE 2 42,700 BURLINGTON COAT FACTOR WHSE CP COM 121579106 10,229.30 531,392 SHD SOLE 3 531,392 0 0 BURLINGTON COAT FACTOR WHSE CP COM 121579106 31.20 1,619 SHD OTH 3 0 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 10,276.10 340,494 SHD SOLE 3 329,394 0 11,100 BURLINGTON NORTHERN SANTA FE COM 12189T104 8,316.70 275,571 SHD OTH 3 971 0 0 BURLINGTON RESOURCES INC COM 122014103 473.06 11,800 SOLE 2 11,800 BURLINGTON RESOURCES INC COM 122014103 312.60 7,798 SHD SOLE 3 5,630 0 0 BUSINESS OBJECTS SA SPON COM 12328X107 11,416.10 259,692 SHD SOLE 3 259,692 0 0 BUSINESS OBJECTS SA SPON COM 12328X107 4,291.00 97,612 SHD OTH 3 68,512 0 29,100 BUTLER MANUFACTURING CO COM 123655102 1,637.85 61,000 SOLE 2 61,000 BUTLER MANUFACTURING CO COM 123655102 201.40 7,500 SHD SOLE 3 7,500 0 0 BWAY CORPORATION COM 056039100 1,328.25 105,000 SOLE 2 105,000 C AND D TECHNOLOGIES COM 124661109 1,315.00 62,561 SHD SOLE 3 62,561 0 0 C AND D TECHNOLOGIES COM 124661109 315.30 15,000 SHD OTH 3 0 0 15,000 C COR ELECTRONICS COM 125010108 1,114.20 61,900 SHD SOLE 3 61,900 0 0 C D I CORPORATION COM 125071100 608.70 26,523 SOLE 2 26,523 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 240.60 7,161 SHD SOLE 3 7,161 0 0 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 29.90 890 SHD OTH 3 890 0 0 C.P.I.CORPORATION COM 125902106 241.80 14,700 SHD SOLE 3 14,700 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 1,823.60 136,600 SHD SOLE 3 136,600 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 442.60 33,150 SHD OTH 3 4,150 0 29,000 CABLEVISION SYS CORPORATION CLASS A COM 12686C109 1,624.35 47,775 SOLE 2 47,775 CABLEVISION SYS CORPORATION CLASS A COM 12686C109 1,533.40 45,100 SOLE 2 45,100 CABLEVISION SYS CORPORATION CLASS A COM 12686C109 96,804.70 2,847,198 SHD SOLE 3 2,847,198 0 0 CABLEVISION SYS CORPORATION CLASS A COM 12686C109 674.20 19,830 SHD OTH 3 19,830 0 0 CABLEVISION SYSTEMS CP RAINBOW MEDIA GRPCOM 12686C844 101,083.00 4,095,745 SHD SOLE 3 4,093,045 0 2,700 CABLEVISION SYSTEMS CP RAINBOW MEDIA GRPCOM 12686C844 1,396.10 56,570 SHD OTH 3 17,070 0 39,500 CABOT CORPORATION COM 127055101 165.80 4,500 SHD SHD 1 4,500 0 0 CABOT CORPORATION COM 127055101 6,875.90 186,592 SHD SOLE 3 186,592 0 0 CABOT CORPORATION COM 127055101 597.00 16,200 SHD OTH 3 2,100 0 14,100 CABOT MICROELECTRONICS CORPORATION COM 12709P103 9,095.70 134,452 SHD SOLE 3 132,452 0 2,000 CABOT MICROELECTRONICS CORPORATION COM 12709P103 1,342.70 19,848 SHD OTH 3 1,850 0 0 CABOT OIL & GAS CORPORATION COM 127097103 4,553.40 183,900 SHD SOLE 3 183,900 0 0 CACHEFLOW INC COM 126946102 2.50 2,271 SHD SOLE 3 0 0 2,271 CACHEFLOW INC COM 126946102 16.50 14,729 SHD OTH 3 0 0 14,729 CACI INTL INC CLASS A COM 127190304 6,412.10 182,630 SHD SOLE 3 182,630 0 0 CACI INTL INC CLASS A COM 127190304 3,094.60 88,140 SHD OTH 3 5,600 0 79,500 CADENCE DESIGN SYSTEM COM 127387108 16,346.50 722,977 SHD SOLE 3 662,677 0 60,300 CADENCE DESIGN SYSTEM COM 127387108 5,006.10 221,410 SHD OTH 3 43,610 0 0 CADENCE DESIGN SYSTEMS INC COM 127387108 859.07 37,995 SOLE 2 37,995 CADENCE DESIGN SYSTEMS INC COM 127387108 505.42 22,354 SOLE 2 22,354 CAL DIVE INTERNATIONAL INC COM 127914109 6,658.80 267,420 SHD SOLE 3 267,420 0 0 CAL DIVE INTERNATIONAL INC COM 127914109 604.50 24,276 SHD OTH 3 3,876 0 20,400 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 20.00 800 SHD SOLE 3 800 0 0 CALIFORNIA WATER SVS GRP COM 130788102 458.20 17,900 SHD SOLE 3 17,900 0 0 CALIPER TECHNOLOGIES COM 130876105 2,379.30 183,446 SHD SOLE 3 183,446 0 0 CALIPER TECHNOLOGIES COM 130876105 26.40 2,038 SHD OTH 3 2,038 0 0 CLLAWAY GOLF COM 131193104 296.45 15,400 SOLE 2 15,400 CALPINE CORPORATION COM 131347106 13,009.23 1,024,349 SOLE 2 1,024,349 CALPINE CORPORATION CLL 131347106 5.50 10,000 CLL SOLE 2 10,000 CALPINE CORPORATION CLL 131347106 74.61 63,500 CLL SOLE 2 63,500 CALPINE CORPORATION CLL 131347106 103.75 50,000 CLL SOLE 2 50,000 CALPINE CORPORATION COM 131347106 7,036.89 554,086 SOLE 2 554,086 CALPINE CORPORATION COM 131347106 151.80 11,950 SHD SOLE 3 2,550 0 9,400 CAMBREX CORPORATION COM 132011107 12,031.00 285,773 SHD SOLE 3 284,973 0 800 CAMBREX CORPORATION COM 132011107 781.00 18,550 SHD OTH 3 4,850 0 13,700 CAMBRIDGE HEART, INC. COM 131910101 2,304.16 1,440,099 SOLE 2 1,440,099 CAMBRIDGE HEART, INC. COM 131910101 351.20 219,500 SOLE 2 219,500 CAMBRIDGE HEART, INC. COM 131910101 304.00 190,000 SHD SOLE 3 190,000 0 0 CAMDEN PROPERTY TRUST COM 133131102 3,441.80 87,981 SHD SOLE 3 87,981 0 0 CAMDEN PROPERTY TRUST COM 133131102 103.70 2,650 SHD OTH 3 2,650 0 0 CAMECO CORPORATION COM 13321L108 0.00 1 SHD OTH 3 0 0 0 CAMINUS CORPORATION COM 133766105 4,548.40 202,153 SHD SOLE 3 201,453 0 700 CAMINUS CORPORATION COM 133766105 249.80 11,100 SHD OTH 3 600 0 10,500 CAMPBELL SOUP CO COM 134429109 940.68 35,100 SOLE 2 35,100 CAMPBELL SOUP CO COM 134429109 2,957.62 110,359 SOLE 2 110,359 CAMPBELL SOUP CO COM 134429109 105,072.10 3,920,600 SHD SOLE 3 3,920,600 0 0 CAMPBELL SOUP CO COM 134429109 5.40 200 SHD OTH 3 200 0 0 CANADIAN NATIONAL RAILWAY COM 136375102 41,503.70 830,738 SHD SOLE 3 749,538 0 78,200 CANADIAN NATIONAL RAILWAY COM 136375102 5,302.90 106,142 SHD OTH 3 13,642 0 0 CANON INC ADR (5SHS) COM 138006309 2,771.40 74,600 SHD OTH 3 0 0 0 CAPITAL AUTOMOTIVE REIT COM 139733109 39.10 1,700 SHD SOLE 3 1,700 0 0 CAPITAL CITY BANK GROUP INC COM 139674105 59.40 2,200 SHD SOLE 3 2,200 0 0 CAPITAL ONE FINANCIAL CORPORATION COM 14040H105 220.28 3,450 SOLE 2 3,450 CAPITAL ONE FINANCIAL CORPORATION COM 14040H105 8,872.60 138,960 SHD SOLE 3 138,960 0 0 CAPITAL ONE FINANCIAL CORPORATION COM 14040H105 108.50 1,700 SHD OTH 3 1,700 0 0 CAPITAL SOUTHWEST CORPORATION COM 140501107 6,875.00 100,000 SOLE 2 100,000 CAPITOL FEDERAL FINANCIAL COM 14057C106 3,133.50 138,100 SHD SOLE 3 138,100 0 0 CAPITOL FEDERAL FINANCIAL COM 14057C106 145.20 6,400 SHD OTH 3 6,400 0 0 CAPSTEAD MORTGAGE CORPORATION COM 14067E506 2,335.80 120,715 SHD SOLE 3 120,715 0 0 CAPSTEAD MORTGAGE CORPORATION COM 14067E506 109.30 5,650 SHD OTH 3 5,650 0 0 CAPSTONE TURBINE CORPORATION COM 14067D102 58.90 18,069 SOLE 2 18,069 CARAUSTAR INDUSTRIES, INC. COM 140909102 14,451.40 1,382,912 SHD SOLE 3 1,382,912 0 0 CARAUSTAR INDUSTRIES, INC. COM 140909102 159.40 15,257 SHD OTH 3 15,257 0 0 CARBO CERAMICS INC COM 140781105 207.70 5,070 SHD SOLE 3 5,070 0 0 CARDIMA INC COM 14147M106 2,094.29 1,132,050 SOLE 2 1,132,050 CARDINAL HEALTH INC COM 14149Y108 4,055.05 57,202 SOLE 2 57,202 CARDINAL HEALTH INC COM 14149Y108 11,357.07 160,207 SOLE 2 160,207 CARDINAL HEALTH INC COM 14149Y108 3,320.10 46,834 SHD SHD 1 46,834 0 0 CARDINAL HEALTH INC COM 14149Y108 259,534.40 3,661,087 SHD SOLE 3 3,405,655 0 237,782 CARDINAL HEALTH INC COM 14149Y108 43,741.80 617,037 SHD OTH 3 96,237 0 0 CAREER EDUCATION CORPORATION COM 141665109 399.20 10,080 SHD SOLE 3 10,080 0 0 CAREMARK RX INC COM 141705103 824.52 42,283 SOLE 2 42,283 CAREMARK RX, INC COM 141705103 8,168.10 418,875 SHD SOLE 3 417,775 0 1,100 CAREMARK RX, INC COM 141705103 1,762.90 90,403 SHD OTH 3 0 0 88,600 CARESCIENCE INC COM 141726109 70.57 50,500 SOLE 2 50,500 CARLISLE COS INC COM 142339100 13.10 300 SHD SOLE 3 300 0 0 CARLISLE COS INC COM 142339100 28.40 650 SHD OTH 3 650 0 0 CARMAX GROUP INC COM 172737306 4,713.80 182,282 SHD SOLE 3 182,282 0 0 CARMAX GROUP INC COM 172737306 1,799.90 69,600 SHD OTH 3 4,200 0 65,400 CARMIKE CINEMAS INC NEW COM 143436400 147.00 6,920 SHD SOLE 3 6,920 0 0 CARNIVAL CORPORATION COM 143658102 610.13 18,687 SOLE 2 18,687 CARNIVAL CORPORATION COM 143658102 5,492.45 168,222 SOLE 2 168,222 CARNIVAL CORPORATION CL A COM 143658102 38,888.70 1,191,079 SHD SOLE 3 1,191,079 0 0 CARNIVAL CORPORATION CL A COM 143658102 37.50 1,150 SHD OTH 3 1,150 0 0 CARPENTER TECHNOLOGY INC COM 144285103 208.40 7,200 SHD SOLE 3 7,200 0 0 CARPENTER TECHNOLOGY INC COM 144285103 434.10 15,000 SHD OTH 3 0 0 15,000 CARRAMERICA REALTY COM 144418100 3,196.30 101,759 SHD SOLE 3 101,759 0 0 CARRAMERICA REALTY COM 144418100 838.60 26,700 SHD OTH 3 1,500 0 25,200 CARRAMERICA REALTY CORPORATION COM 144418100 210.45 6,700 SOLE 2 6,700 CARREKER CORPORATION COM 144433109 46.70 5,350 SHD SOLE 3 5,350 0 0 CARREKER CORPORATION COM 144433109 24.00 2,750 SHD OTH 3 2,750 0 0 CARRIER ACCESS CORPORATION COM 144460102 22.10 7,383 SHD SOLE 3 7,383 0 0 CASCADE NATURAL GAS CORPORATION COM 147339105 1,827.00 86,100 SHD SOLE 3 86,100 0 0 CASELLA WASTE SYSTEMS INC COM 147448104 914.67 76,734 SOLE 2 76,734 CASELLA WASTE SYSTEMS INC-A COM 147448104 20,384.50 1,710,105 SHD SOLE 3 1,710,105 0 0 CASELLA WASTE SYSTEMS INC-A COM 147448104 131.50 11,030 SHD OTH 3 11,030 0 0 CASEY'S GENERAL STORES, INC COM 147528103 267.30 19,800 SHD SOLE 3 19,800 0 0 CATALINA MARKETING CORPORATION COM 148867104 2,708.40 74,203 SHD SOLE 3 44,703 0 29,500 CATALYTICA ENERGY SYS INC COM 148884109 33.70 10,000 SOLE 2 10,000 CATAPULT COMMUNICATIONS CORPORATION COM 149016107 393.70 15,600 SHD SOLE 3 15,600 0 0 CATAPULT COMMUNICATIONS CORPORATION COM 149016107 32.80 1,300 SHD OTH 3 1,300 0 0 CATELLUS DEVELOPMENT CORPORATION COM 149111106 12,383.20 629,550 SHD SOLE 3 629,550 0 0 CATELLUS DEVELOPMENT CORPORATION COM 149111106 556.70 28,300 SHD OTH 3 28,300 0 0 CATERPILLAR INC (DELAWARE) COM 149123101 955.08 16,800 SOLE 2 16,800 CATERPILLAR INC (DELAWARE) COM 149123101 953.89 16,779 SOLE 2 16,779 CATERPILLAR INC (DELAWARE) COM 149123101 8,438.30 148,431 SHD SOLE 3 138,531 0 8,400 CATERPILLAR INC (DELAWARE) COM 149123101 1,525.50 26,834 SHD OTH 3 20,834 0 0 CATHAY BANCORPORATION INC COM 149150104 201.90 2,800 SHD SOLE 3 2,800 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 5,756.75 162,850 SOLE 2 162,850 CBL & ASSOC PROPERTIES, INC. COM 124830100 894.36 25,300 SOLE 2 25,300 CBL & ASSOC PROPERTIES, INC. COM 124830100 9,685.30 273,983 SHD SOLE 3 273,983 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 1,429.90 40,450 SHD OTH 3 12,750 0 27,700 CBRL GROUP INC COM 12489V106 21,817.00 766,315 SHD SOLE 3 766,315 0 0 CBRL GROUP INC COM 12489V106 748.80 26,301 SHD OTH 3 8,801 0 17,500 CDW COMPUTER CENTERS INC COM 125129106 1,809.20 35,940 SHD SOLE 3 35,940 0 0 CDW COMPUTER CENTERS INC COM 125129106 160.60 3,190 SHD OTH 3 3,190 0 0 CEC ENTERTAINMENT INC COM 125137109 13,780.12 298,271 SOLE 2 298,271 CELADON GROUP INC COM 150838100 20.20 3,000 SHD SOLE 3 3,000 0 0 CELERITEK INC COM 150926103 292.50 28,400 SHD SOLE 3 28,400 0 0 CELERITEK INC COM 150926103 25.80 2,500 SHD OTH 3 2,500 0 0 CELESTICA COM 15101Q108 747.75 20,622 SOLE 2 20,622 CELESTICA COM 15101Q108 282.83 7,800 SOLE 2 7,800 CELESTICA INC COM 15101Q108 18.10 500 SHD SOLE 3 500 0 0 CELESTICA INC COM 15101Q108 0.00 1 SHD OTH 3 0 0 0 CELGENE CORPORATION COM 151020104 311.85 12,600 SOLE 2 12,600 CELGENE CORPORATION COM 151020104 1,100.50 44,464 SHD SOLE 3 44,464 0 0 CELGENE CORPORATION COM 151020104 128.70 5,200 SHD OTH 3 5,200 0 0 CELL GENESYS INC COM 150921104 759.90 44,831 SHD SOLE 3 44,831 0 0 CELL GENESYS INC COM 150921104 1.70 100 SHD OTH 3 100 0 0 CELLSTAR CORPORATION COM 150925204 392.57 118,600 SOLE 2 118,600 CEMEX SA SPONS ADR PART CER COM 151290889 9,134.12 309,212 SOLE 2 309,212 CEMEX SA-SPONS ADR PART CER COM 151290889 997.50 33,767 SHD SOLE 3 33,767 0 0 CEMEX SA-SPONS ADR PART CER COM 151290889 7,038.90 238,285 SHD OTH 3 0 0 0 CENDANT CORPORATION COM 151313103 18,639.97 970,832 SOLE 2 970,832 CENDANT CORPORATION COM 151313103 15,136.22 788,345 SOLE 2 788,345 CENDANT CORPORATION COM 151313103 2,117.80 110,300 SHD SHD 1 110,300 0 0 CENDANT CORPORATION COM 151313103 440,271.20 22,930,793 SHD SOLE 3 22,387,523 0 458,670 CENDANT CORPORATION COM 151313103 51,512.60 2,682,948 SHD OTH 3 1,065,391 0 572,100 CENTENNIAL COMMUNICATIONS CORPORATION COM 15133V208 151.60 42,100 SHD SOLE 3 42,100 0 0 CENTERPOINT PPTYS CORPORATION COM 151895109 704.20 13,028 SHD SOLE 3 13,028 0 0 CENTERPOINT PPTYS CORPORATION COM 151895109 1,167.50 21,600 SHD OTH 3 1,700 0 19,900 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 23.90 600 SHD SOLE 3 600 0 0 CENTEX CORPORATION COM 152312104 33.20 640 SHD SOLE 3 640 0 0 CENTEX CORPORATION COM 152312104 197.60 3,805 SHD OTH 3 3,804 0 0 CENTILLIUM COMMUNICATIONS INC COM 152319109 602.60 49,800 SHD SOLE 3 49,800 0 0 CENTRA SOFTWARE INC COM 15234X103 134.05 27,812 SOLE 2 27,812 CENTRAL GARDEN & PET CO COM 153527106 105.20 10,000 SOLE 2 10,000 CENTRAL GARDEN & PET CO COM 153527106 23.10 2,200 SHD SOLE 3 2,200 0 0 CENTRAL HUDSON GAS & ELEC CO COM 12541M102 253.60 5,345 SHD SOLE 3 5,345 0 0 CENTURY BUSINESS SERVICES COM 156490104 1,359.30 391,717 SHD SOLE 3 391,717 0 0 CENTURY BUSINESS SERVICES COM 156490104 14.60 4,207 SHD OTH 3 4,207 0 0 CENTURYTEL INC COM 156700106 10,255.30 301,627 SHD SOLE 3 300,527 0 1,100 CENTURYTEL INC COM 156700106 2,791.00 82,087 SHD OTH 3 19,587 0 0 CEPHALON INC COM 156708109 12,115.50 192,310 SHD SOLE 3 124,610 0 67,700 CEPHALON INC COM 156708109 252.00 4,000 SHD OTH 3 4,000 0 0 CERIDIAN CORPORATION (NEW) COM 156779100 223.20 10,121 SHD SOLE 3 10,121 0 0 CERNER CORPORATION COM 156782104 579.20 12,140 SHD SOLE 3 12,140 0 0 CERNER CORPORATION COM 156782104 1.90 40 SHD OTH 3 40 0 0 CERTEGY INC COM 156880106 359.17 9,047 SOLE 2 9,047 CERTEGY INC COM 156880106 6.00 150 SHD SOLE 3 150 0 0 CERTEGY INC COM 156880106 1.30 33 SHD OTH 3 33 0 0 CERUS CORPORATION COM 157085101 10.70 200 SHD SOLE 3 200 0 0 CERUS CORPORATION COM 157085101 23.70 442 SHD OTH 3 442 0 0 CFS BANORP INC COM 12525D102 344.00 25,200 SHD SOLE 3 25,200 0 0 CGI GROUP INC. CL A COM 39945C109 0.00 1 SHD OTH 3 0 0 0 CHAMPION ENTERPRISES INC COM 158496109 908.00 113,500 SHD SOLE 3 113,500 0 0 CHAMPION ENTERPRISES INC COM 158496109 46.40 5,800 SHD OTH 3 5,800 0 0 CHARLES RIV LABS INTL INC COM 159864107 1,161.40 37,463 SHD SOLE 3 37,463 0 0 CHARLES RIV LABS INTL INC COM 159864107 89.90 2,900 SHD OTH 3 2,900 0 0 CHARLES SCHWAB CORPORATION COM 808513105 11,994.50 916,310 SOLE 2 916,310 CHARLES SCHWAB CORPORATION CLL 808513105 41.00 10,000 CLL SOLE 2 10,000 CHARLES SCHWAB CORPORATION COM 808513105 13,853.84 1,058,353 SOLE 2 1,058,353 CHARLES SCHWAB CORPORATION COM 808513105 285,301.80 21,795,404 SHD SOLE 3 21,263,712 0 465,992 CHARLES SCHWAB CORPORATION COM 808513105 26,871.00 2,052,790 SHD OTH 3 920,388 0 622,460 CHARLOTTE RUSSE HOLDINGS INC COM 161048103 497.00 19,160 SHD SOLE 3 19,160 0 0 CHARMING SHOPPES INC COM 161133103 21,318.90 2,691,781 SHD SOLE 3 2,691,781 0 0 CHARMING SHOPPES INC COM 161133103 229.60 28,996 SHD OTH 3 28,996 0 0 CHARMING SHOPPES, INC. COM 161133103 2,108.39 266,211 SOLE 2 266,211 CHARTER COMMUNICATIONS INC CNV 16117MAC1 225.48 290,000 SOLE 2 290,000 CHARTER COMMUNICATIONS INC CLASS A COM 16117M107 3,718.90 329,400 SHD SOLE 3 196,700 0 132,700 CHARTER COMMUNICATIONS INC CLASS A COM 16117M107 1,441.70 127,700 SHD OTH 3 0 0 0 CHARTER COMMUNICATIONS INC CLASS A COM 16117M107 3,648.86 323,194 PUT SOLE 2 323,194 CHARTER COMMUNICATIONS INC CLASS A COM 16117M107 4,039.39 357,785 PUT SOLE 2 357,785 CHARTER MUNICIPAL MTG COM 160908109 44.20 2,800 SHD SOLE 3 2,800 0 0 CHARTER ONE FINL INC COM 160903100 289.32 9,267 SOLE 2 9,267 CHARTER ONE FINL INC PUT 160903100 3.75 10,000 PUT SOLE 2 10,000 CHARTER ONE FINL INC COM 160903100 31,806.70 1,018,792 SHD SOLE 3 1,007,207 0 8,835 CHARTER ONE FINL INC COM 160903100 1,205.30 38,606 SHD OTH 3 13,428 0 25,178 CHATEAU COMMUNITIES INC. COM 161726104 11,503.60 400,405 SHD SOLE 3 400,405 0 0 CHECK POINT SOFTWARE TECH COM M22465104 51,660.10 1,699,346 SHD SOLE 3 1,699,346 0 0 CHECK POINT SOFTWARE TECH COM M22465104 13,796.00 453,817 SHD OTH 3 13,117 0 0 CHECK POINT SOFTWARE TECH. LTD COM M22465104 12,951.16 426,025 SOLE 2 426,025 CHECK POINT SOFTWARE TECH. LTD COM M22465104 3,477.76 114,400 SOLE 2 114,400 CHECK POINT SOFTWARE TECH. LTD COM M22465104 1,165.74 52,820 SHD SOLE 4 52,820 CHECKFREE CORPORATION COM 162813109 48,875.80 3,188,245 SHD SOLE 3 3,164,445 0 23,800 CHECKFREE CORPORATION COM 162813109 1,689.00 110,175 SHD OTH 3 40,424 0 68,800 CHECKFREE CORPORATION NEW COM 162813109 347.50 22,668 SOLE 2 22,668 CHECKPOINT SYS INC COM 162825103 1,107.70 69,450 SHD SOLE 3 69,450 0 0 CHECKPOINT SYS INC COM 162825103 850.90 53,350 SHD OTH 3 2,150 0 51,200 CHEESECAKE FACTORY INC COM 163072101 221.40 6,000 SOLE 2 6,000 CHEESECAKE FACTORY INC COM 163072101 217.70 5,900 SHD SOLE 3 5,900 0 0 CHELSEA PPTY GROUP INC COM 163421100 491.76 9,100 SOLE 2 9,100 CHELSEA PROPERTY GROUP INC. COM 163421100 5,593.10 103,500 SHD SOLE 3 103,500 0 0 CHELSEA PROPERTY GROUP INC. COM 163421100 567.40 10,500 SHD OTH 3 3,100 0 7,400 CHEMED CORPORATION COM 163596109 750.70 20,100 SHD SOLE 3 20,100 0 0 CHEMFIRST INC COM 16361A106 227.40 8,500 SHD SOLE 3 8,500 0 0 CHEMICAL FINL CORPORATION COM 163731102 3.10 105 SHD SOLE 3 105 0 0 CHESAPEAKE CORPORATION ($1.00 PAR) COM 165159104 788.70 29,051 SHD SOLE 3 29,051 0 0 CHESAPEAKE CORPORATION ($1.00 PAR) COM 165159104 2.30 84 SHD OTH 3 84 0 0 CHESAPEAKE ENERGY CORPORATION COM 165167107 722.10 93,300 SHD SOLE 3 93,300 0 0 CHESAPEAKE ENERGY CORPORATION COM 165167107 38.70 5,000 SHD OTH 3 5,000 0 0 CHEVRONTEXACO CORPORATION COM 166764100 21,189.17 234,731 SOLE 2 234,731 CHEVRONTEXACO CORPORATION COM 166764100 24,067.70 266,619 SOLE 2 266,619 CHEVRONTEXACO CORPORATION COM 166764100 15,130.61 172,350 SHD SOLE 4 172,350 CHEVRONTEXACO CORPORATION COM 166764100 117.40 1,300 SHD SHD 1 1,300 0 0 CHEVRONTEXACO CORPORATION COM 166764100 168,095.40 1,862,140 SHD SOLE 3 1,712,032 0 133,183 CHEVRONTEXACO CORPORATION COM 166764100 16,978.30 188,084 SHD OTH 3 45,971 0 5,900 CHICOS FAS INC COM 168615102 8,089.60 240,048 SHD SOLE 3 239,323 0 725 CHICOS FAS INC COM 168615102 348.80 10,350 SHD OTH 3 600 0 9,750 CHILDREN'S PLACE COM 168905107 1,138.50 34,500 SHD SOLE 3 34,500 0 0 CHILDREN'S PLACE COM 168905107 77.80 2,358 SHD OTH 3 1,500 0 0 CHINA MOBILE HONG KONG LTD CNV 16941MAA7 1,288.00 1,400,000 SOLE 2 1,400,000 CHINA MOBILE HONG KONG LTD CNV 16941MAA7 1,002.80 1,090,000 SOLE 2 1,090,000 CHINA MOBILE HONG KONG LTD COM 16941M109 432.60 28,000 SOLE 2 28,000 CHINA MOBILE HONG KONG LTD COM 16941M109 670.48 43,397 SOLE 2 43,397 CHINADOTCOM CORPORATION COM G2108N109 61.72 22,200 SOLE 2 22,200 CHIPPAC INC COM 169657103 190.50 19,400 SHD SOLE 3 19,400 0 0 CHIPPAC INC COM 169657103 55.00 5,600 SHD OTH 3 5,600 0 0 CHIRON CORPORATION COM 170040109 917.80 20,000 SOLE 2 20,000 CHIRON CORPORATION COM 170040109 16,491.90 359,380 SHD SOLE 3 207,480 0 144,000 CHIRON CORPORATION COM 170040109 2,452.60 53,446 SHD OTH 3 5,446 0 0 CHITTENDEN CORPORATION COM 170228100 2,842.13 97,500 SOLE 2 97,500 CHITTENDEN CORPORATION COM 170228100 1,545.10 53,005 SHD SOLE 3 53,005 0 0 CHITTENDEN CORPORATION COM 170228100 2.40 82 SHD OTH 3 82 0 0 CHOICE ONE COMMUNICATIONS COM 17038P104 0.30 200 SHD SOLE 3 200 0 0 CHOICEPOINT INC COM 170388102 623.64 10,827 SOLE 2 10,827 CHOICEPOINT INC COM 170388102 3,948.50 68,550 SHD SOLE 3 41,850 0 26,300 CHOICEPOINT INC COM 170388102 2,606.40 45,250 SHD OTH 3 1,700 0 43,550 CHORDIANT SOFTWARE INC COM 170404107 7,015.55 965,000 SOLE 2 965,000 CHORDIANT SOFTWARE INC COM 170404107 8.00 1,100 SHD SOLE 3 1,100 0 0 CHRISTOPHER & BANKS CORPORATION COM 171046105 487.80 14,850 SHD SOLE 3 14,850 0 0 CHUBB CORPORATION COM 171232101 319.59 4,372 SOLE 2 4,372 CHUBB CORPORATION COM 171232101 481.20 6,583 SHD SOLE 3 6,583 0 0 CHUBB CORPORATION COM 171232101 276.70 3,785 SHD OTH 3 3,785 0 0 CHURCH & DWIGHT INC COM 171340102 3,277.60 111,257 SHD SOLE 3 111,257 0 0 CHURCH & DWIGHT INC COM 171340102 907.40 30,800 SHD OTH 3 4,000 0 26,800 CHURCHILL DOWNS INC COM 171484108 183.80 5,000 SHD SOLE 3 5,000 0 0 CIA ANONIMA TELEF DE VEN - ADR COM 204421101 4,112.90 298,033 SHD SOLE 3 298,033 0 0 CIA PARANAENSE DE ENERGIA - SP ADR PFD 20441B407 354.10 45,400 SHD SOLE 3 45,400 0 0 CIA PARANAENSE DE ENERGIA - SP ADR PFD 20441B407 3,768.20 483,100 SHD OTH 3 0 0 0 CIA VALE DO RIO DOCE ADR COM 204412209 2,281.60 83,300 SHD SOLE 3 83,300 0 0 CIA VALE DO RIO DOCE ADR COM 204412209 15,795.80 576,700 SHD OTH 3 0 0 0 CIBER INC COM 17163B102 128.10 14,000 SHD SOLE 3 14,000 0 0 CIDRA CORPORATION VENTURE CAPITAL INV COM USVC08930 2,000.10 22,223 SHD SOLE 3 22,223 0 0 CIENA CORPORATION COM 171779101 775.16 86,129 SOLE 2 86,129 CIENA CORPORATION COM 171779101 5,276.39 586,266 SOLE 2 586,266 CIENA CORPORATION COM 171779101 232.95 27,150 SHD SOLE 4 27,150 CIENA CORPORATION COM 171779101 501.30 55,700 SHD SOLE 3 47,200 0 8,500 CIENA CORPORATION COM 171779101 51.90 5,770 SHD OTH 3 5,770 0 0 CIGNA CORPORATION COM 125509109 16,232.34 160,098 SOLE 2 160,098 CIGNA CORPORATION COM 125509109 1,967.98 19,410 SOLE 2 19,410 CIGNA CORPORATION COM 125509109 8,950.50 88,278 SHD SOLE 3 82,178 0 6,100 CIGNA CORPORATION COM 125509109 429.90 4,240 SHD OTH 3 4,240 0 0 CINCINNATI FINANCIAL CRP COM 172062101 5,704.30 130,653 SHD SOLE 3 108,253 0 14,200 CINCINNATI FINANCIAL CRP COM 172062101 1,579.60 36,180 SHD OTH 3 32,780 0 0 CINERGY CORPORATION COM 172474108 286.00 8,000 SOLE 2 8,000 CINERGY CORPORATION COM 172474108 177.00 4,950 SHD SOLE 3 4,950 0 0 CINERGY CORPORATION COM 172474108 17.90 500 SHD OTH 3 500 0 0 CINTAS CORPORATION COM 172908105 431.89 8,662 SOLE 2 8,662 CINTAS CORPORATION COM 172908105 1,551.90 31,126 SHD SOLE 3 31,126 0 0 CINTAS CORPORATION COM 172908105 212.90 4,270 SHD OTH 3 4,270 0 0 CIRCOR INTERNATIONAL INC COM 17273K109 3,184.50 153,469 SHD SOLE 3 153,469 0 0 CIRCOR INTERNATIONAL INC COM 17273K109 34.60 1,668 SHD OTH 3 1,668 0 0 CIRCUIT CITY STORES INC COM 172737108 6,348.50 351,913 SHD SOLE 3 351,913 0 0 CIRCUIT CITY STORES INC COM 172737108 2,414.80 133,860 SHD OTH 3 1,760 0 124,500 CIRRUS LOGIC COM 172755100 986.37 52,272 SOLE 2 52,272 CIRRUS LOGIC COM 172755100 346.57 18,366 SOLE 2 18,366 CISCO SYSTEMS INC. COM 17275R102 758.50 44,800 SHD SHD 1 44,800 0 0 CISCO SYSTEMS INC. COM 17275R102 512,290.90 30,259,354 SHD SOLE 3 28,966,354 0 1,188,200 CISCO SYSTEMS INC. COM 17275R102 55,582.30 3,283,068 SHD OTH 3 781,248 0 422,900 CISCO SYSTEMS, INC. COM 17275R102 252,479.85 14,913,163 SOLE 2 14,913,163 CISCO SYSTEMS, INC. PUT 17275R102 26.33 27,000 PUT SOLE 2 27,000 CISCO SYSTEMS, INC. CLL 17275R102 9.50 10,000 CLL SOLE 2 10,000 CISCO SYSTEMS, INC. COM 17275R102 125,094.96 7,388,952 SOLE 2 7,388,952 CISCO SYSTEMS, INC. PUT 17275R102 14.25 30,000 PUT SOLE 2 30,000 CISCO SYSTEMS, INC. COM 17275R102 32,847.70 1,947,107 SHD SOLE 4 1,947,107 CITIGROUP INC COM 172967101 537,079.66 10,845,712 SOLE 2 10,845,712 CITIGROUP INC COM 172967101 323,444.14 6,531,586 SOLE 2 6,531,586 CITIGROUP INC COM 172967101 41,186.46 846,587 SHD SOLE 4 846,587 CITIGROUP INC. COM 172967101 8,126.20 164,100 SHD SHD 1 164,100 0 0 CITIGROUP INC. COM 172967101 751,824.80 15,182,246 SHD SOLE 3 14,359,836 0 704,619 CITIGROUP INC. COM 172967101 170,277.60 3,438,562 SHD OTH 3 940,646 0 175,966 CITIZENS BANKING CORPORATION MICH COM 174420109 302.00 9,300 SHD SOLE 3 9,300 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 876.10 81,500 SHD SOLE 3 79,900 0 1,600 CITIZENS COMMUNICATIONS CO COM 17453B101 41.20 3,830 SHD OTH 3 3,830 0 0 CITRIX SYSTEMS INC COM 177376100 7.80 450 SHD SOLE 3 450 0 0 CITY NATIONAL CORPORATION COM 178566105 1,578.30 30,000 SOLE 2 30,000 CITY NATIONAL CORPORATION COM 178566105 5,212.30 99,075 SHD SOLE 3 99,075 0 0 CITY NATIONAL CORPORATION COM 178566105 4,266.10 81,090 SHD OTH 3 1,590 0 79,500 CLARCOR INC COM 179895107 708.80 22,150 SHD SOLE 3 22,150 0 0 CLARCOR INC COM 179895107 56.00 1,750 SHD OTH 3 1,750 0 0 CLARK/BARDES INC COM 180668105 337.00 11,700 SHD SOLE 3 11,700 0 0 CLARUS CORPORATION COM 182707109 11.50 3,006 SHD SOLE 3 3,006 0 0 CLASSIC COMMUNICATIONS INC - CL A COM 182728204 245.30 584,166 SHD OTH 3 0 0 584,166 CLAYTON HOMES INC $.10 PAR COM 184190106 12,680.60 757,053 SHD SOLE 3 757,053 0 0 CLAYTON HOMES INC $.10 PAR COM 184190106 119.00 7,106 SHD OTH 3 7,106 0 0 CLEAR CHANNEL COMMUNCIATIONS CNV 184502AB8 2,446.07 2,404,000 SOLE 2 2,404,000 CLEAR CHANNEL COMMUNCIATIONS CNV 184502AB8 2,815.93 2,767,500 SOLE 2 2,767,500 CLEAR CHANNEL COMMUNICATIONS COM 184502102 10,222.36 198,840 SOLE 2 198,840 CLEAR CHANNEL COMMUNICATIONS COM 184502102 10,237.94 199,143 SOLE 2 199,143 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,118.10 41,200 SHD SHD 1 41,200 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 211,827.10 4,120,348 SHD SOLE 3 3,961,736 0 147,012 CLEAR CHANNEL COMMUNICATIONS COM 184502102 21,071.40 409,870 SHD OTH 3 95,052 0 33,954 CLEAR CHANNEL COMMUNICATIONS DEC1/02 1.5CNV 184502AE2 984.30 1,020,000 SHD SOLE 4 1,020,000 CLEVELAND CLIFFS, INC (HLDG CO) COM 185896107 1,609.30 73,148 SHD SOLE 3 73,148 0 0 CLEVELAND CLIFFS, INC (HLDG CO) COM 185896107 880.80 40,035 SHD OTH 3 0 0 38,100 CLOROX CO (THE) (DELAWARE) COM 189054109 7,593.80 174,050 SOLE 2 174,050 CLOROX CO (THE) (DELAWARE) COM 189054109 2,092.84 47,968 SOLE 2 47,968 CLOROX CO (THE) (DELAWARE) COM 189054109 14,014.80 321,220 SHD SOLE 3 309,420 0 4,200 CLOROX CO (THE) (DELAWARE) COM 189054109 2,511.00 57,551 SHD OTH 3 3,451 0 0 CLOSURE MEDICAL CORPORATION COM 189093107 96.40 4,900 SHD SOLE 3 4,900 0 0 CMGI INC COM 125750109 22.28 16,500 SOLE 2 16,500 CMGI INC COM 125750109 205.49 152,216 SOLE 2 152,216 CMGI INC COM 125750109 147.30 108,289 SHD SOLE 3 108,289 0 0 CMS ENERGY CORPORATION COM 125896100 252.10 11,139 SHD SOLE 3 11,139 0 0 CNA FINCL.CORPORATION COM 126117100 23,241.70 782,550 SHD SOLE 3 695,350 0 87,200 CNA FINCL.CORPORATION COM 126117100 5,920.70 199,350 SHD OTH 3 15,650 0 0 CNA SURETY CORPORATION COM 12612L108 27.10 1,800 SHD SOLE 3 1,800 0 0 CNET NETWORKS INC COM 12613R104 276.41 50,440 SOLE 2 50,440 CNET NETWORKS INC COM 12613R104 6,745.80 1,230,979 SHD SOLE 3 1,230,979 0 0 COACH INC COM 189754104 463.29 9,136 SOLE 2 9,136 COACH INC COM 189754104 660.65 13,028 SOLE 2 13,028 COACH INC COM 189754104 18,399.60 362,840 SHD SOLE 3 354,390 0 8,450 COACH INC COM 189754104 532.50 10,500 SHD OTH 3 2,500 0 8,000 COACHMEN INDS INC COM 189873102 37.50 2,300 SHD SOLE 3 2,300 0 0 COASTAL BANCORPORATION INC COM 19041P105 6.90 200 SHD SOLE 3 200 0 0 COCA COLA CO COM 191216100 548.70 10,500 SHD SHD 1 10,500 0 0 COCA COLA CO COM 191216100 258,275.10 4,942,118 SHD SOLE 3 4,586,755 0 339,763 COCA COLA CO COM 191216100 34,227.10 654,939 SHD OTH 3 83,796 0 85,800 COCA COLA FEMSA SA CV SPON ADR COM 191241108 1,093.10 40,100 SHD SOLE 3 40,100 0 0 COCA-COLA CO COM 191216100 41,019.03 784,903 SOLE 2 784,903 COCA-COLA CO COM 191216100 30,284.25 579,492 SOLE 2 579,492 COCA-COLA CO COM 191216100 2,012.08 38,679 SHD SOLE 4 38,679 COCA-COLA ENTERPRISES INC COM 191219104 2,403.56 127,985 SOLE 2 127,985 COCA-COLA ENTERPRISES INC COM 191219104 11,034.40 587,563 SHD SOLE 3 585,263 0 0 COCA-COLA ENTERPRISES INC COM 191219104 56.70 3,020 SHD OTH 3 3,020 0 0 COGNEX CORPORATION COM 192422103 478.40 16,461 SHD SOLE 3 16,461 0 0 COGNIZANT TECH SOLUTIONS COM 192446102 1,735.60 41,225 SHD SOLE 3 41,225 0 0 COGNIZANT TECH SOLUTIONS COM 192446102 477.80 11,350 SHD OTH 3 850 0 10,500 COGNOS INC COM 19244C109 16.50 600 SHD SOLE 3 600 0 0 COGNOS INC COM 19244C109 0.00 1 SHD OTH 3 0 0 0 COHERENT INC. COM 192479103 2,129.00 62,802 SHD SOLE 3 62,802 0 0 COHERENT INC. COM 192479103 721.40 21,280 SHD OTH 3 1,780 0 19,500 COHU INC COM 192576106 633.90 22,250 SHD SOLE 3 22,250 0 0 COHU INC COM 192576106 38.50 1,350 SHD OTH 3 1,350 0 0 COINSTAR INC COM 19259P300 2,749.10 81,600 SHD SOLE 3 81,600 0 0 COLE KENNETH PRODUCTIONS INC COM 193294105 8.00 400 SHD SOLE 3 400 0 0 COLGATE-PALMOLIVE CO COM 194162103 21,192.19 370,817 SOLE 2 370,817 COLGATE-PALMOLIVE CO COM 194162103 12,387.83 216,760 SOLE 2 216,760 COLGATE-PALMOLIVE CO COM 194162103 1,720.20 30,100 SHD SHD 1 30,100 0 0 COLGATE-PALMOLIVE CO COM 194162103 315,142.20 5,514,300 SHD SOLE 3 5,143,135 0 344,765 COLGATE-PALMOLIVE CO COM 194162103 48,916.50 855,931 SHD OTH 3 300,921 0 69,200 COLONIAL BANCGROUP INC COM 195493309 15,006.60 1,005,807 SHD SOLE 3 1,005,807 0 0 COLONIAL BANCGROUP INC COM 195493309 174.90 11,720 SHD OTH 3 11,720 0 0 COLONIAL PROPERTIES TRUST COM 195872106 2,085.95 60,550 SOLE 2 60,550 COLONIAL PROPERTIES TRUST COM 195872106 10,649.50 309,128 SHD SOLE 3 309,128 0 0 COLONIAL PROPERTIES TRUST COM 195872106 635.80 18,455 SHD OTH 3 3,255 0 15,200 COLUMBIA LABS INC COM 197779101 101.82 20,570 SOLE 2 20,570 COLUMBIA SPORTSWEAR COM 198516106 1,524.80 45,448 SHD SOLE 3 43,148 0 2,300 COLUMBIA SPORTSWEAR COM 198516106 409.30 12,200 SHD OTH 3 0 0 12,200 COLUMBUS MCKINNON CORPORATION COM 199333105 1,766.40 138,000 SOLE 2 138,000 COMCAST CORPORATION - CL A COM 200300101 6,125.70 183,129 SHD SOLE 3 183,129 0 0 COMCAST CORPORATION CLASS A COM 200300101 398.06 11,900 SOLE 2 11,900 COMCAST CORPORATION CLASS A COM 200300101 2,264.43 67,696 SOLE 2 67,696 COMCAST CP CLASS A SPECIAL COM 200300200 4,275.92 134,463 SOLE 2 134,463 COMCAST CP CLASS A SPECIAL COM 200300200 16,631.21 522,994 SOLE 2 522,994 COMCAST CP NEW CLASS A SPECIAL COM 200300200 235,753.90 7,413,645 SHD SOLE 3 7,067,030 0 316,040 COMCAST CP NEW CLASS A SPECIAL COM 200300200 19,173.60 602,944 SHD OTH 3 245,644 0 159,100 COMDISCO INC COM 200336105 5.71 17,314 SOLE 2 17,314 COMERICA INC COM 200340107 835.81 13,358 SOLE 2 13,358 COMERICA INC COM 200340107 194.00 3,100 SHD SHD 1 3,100 0 0 COMERICA INC COM 200340107 63,855.10 1,020,539 SHD SOLE 3 1,013,239 0 1,900 COMERICA INC COM 200340107 10,888.20 174,017 SHD OTH 3 14,322 0 0 COMFORCE CORPORATION COM 20038K109 39.00 30,000 SOLE 2 30,000 COMMERCE BANCORPORATION INC N.J. COM 200519106 10,080.00 224,500 SHD SOLE 3 224,500 0 0 COMMERCE BANCORPORATION INC N.J. COM 200519106 4,639.00 103,318 SHD OTH 3 4,918 0 98,400 COMMERCE BANCSHARES INC COM 200525103 1,696.30 38,360 SHD SOLE 3 36,785 0 1,575 COMMERCE BANCSHARES INC COM 200525103 1,000.70 22,629 SHD OTH 3 50 0 22,579 COMMERCE GROUP INC (MASS) COM 200641108 8,684.90 224,417 SHD SOLE 3 224,417 0 0 COMMERCE GROUP INC (MASS) COM 200641108 297.40 7,684 SHD OTH 3 5,723 0 0 COMMERCE ONE INC COM 200693109 45.68 29,282 SOLE 2 29,282 COMMERCIAL BANKSHARES INC COM 201607108 3,188.92 127,079 SOLE 2 127,079 COMMERCIAL FEDERAL CORPORATION COM 201647104 10,549.40 392,172 SHD SOLE 3 392,172 0 0 COMMERCIAL FEDERAL CORPORATION COM 201647104 2,034.90 75,646 SHD OTH 3 8,046 0 67,600 COMMERCIAL METALS CO COM 201723103 420.00 10,0000 SOLE 2 0 0 0 0 10,000 COMMERCIAL METALS CO COM 201723103 23,626.10 562,527 SHD SOLE 3 562,527 0 0 COMMERCIAL METALS CO COM 201723103 327.40 7,796 SHD OTH 3 7,796 0 0 COMMERCIAL NET LEASE RLTY INC COM 202218103 181.48 13,000 SOLE 2 13,000 COMMERCIAL NET LEASE RLTY INC COM 202218103 203.29 14,562 SOLE 2 14,562 COMMERCIAL NET LEASE RLTY INC COM 202218103 6,708.40 480,546 SHD SOLE 3 480,546 0 0 COMMERCIAL NET LEASE RLTY INC COM 202218103 69.60 4,987 SHD OTH 3 4,987 0 0 COMMONWEALTH TELEPHONE COM 203349105 11,296.00 295,319 SHD SOLE 3 295,319 0 0 COMMONWEALTH TELEPHONE COM 203349105 95.60 2,500 SHD OTH 3 2,500 0 0 COMMONWEALTH TELEPHONE ENTRP COM 203349105 214.20 5,600 SOLE 2 5,600 COMMSCOPE INC. COM 203372107 339.30 19,500 SHD SOLE 3 19,500 0 0 COMMSCOPE INC. COM 203372107 25.60 1,470 SHD OTH 3 1,470 0 0 COMMUNITY BANK SYSTEMS INC COM 203607106 3,299.00 109,419 SHD SOLE 3 109,419 0 0 COMMUNITY BANK SYSTEMS INC COM 203607106 35.00 1,160 SHD OTH 3 1,160 0 0 COMMUNITY FIRST BANKSHARES INC COM 203902101 12,498.50 483,315 SHD SOLE 3 483,315 0 0 COMMUNITY FIRST BANKSHARES INC COM 203902101 120.10 4,644 SHD OTH 3 4,644 0 0 COMMUNITY HEALTH SYS INC COM 203668108 734.74 33,231 SOLE 2 33,231 COMMUNITY HEALTH SYSTEMS COM 203668108 11,738.20 530,900 SHD SOLE 3 530,900 0 0 COMMUNITY HEALTH SYSTEMS, INC. CNV 203668AA6 2,245.52 2,385,678 SOLE 2 2,385,678 COMMUNITY HEALTH SYSTEMS, INC. CNV 203668AA6 2,347.48 2,494,000 SOLE 2 2,494,000 COMPAL ELECTRONICS GDR COM 20440Y200 59.60 8,900 SHD OTH 3 8,900 0 0 COMPANHIA DE BEBIDAS DAS ADR COM 20441W203 901.80 46,224 SHD SOLE 3 46,224 0 0 COMPANHIA DE BEBIDAS DAS ADR COM 20441W203 6,799.60 348,520 SHD OTH 3 0 0 0 COMPANIA DE TELECOM CHILE SP ADR COM 204449300 749.60 50,073 SHD SOLE 3 50,073 0 0 COMPANIA DE TELECOM CHILE SP ADR COM 204449300 6,664.60 445,200 SHD OTH 3 0 0 0 COMPAQ COMPUTER CORPORATION COM 204493100 524.93 50,233 SOLE 2 50,233 COMPAQ COMPUTER CORPORATION COM 204493100 726.30 69,502 SOLE 2 69,502 COMPAQ COMPUTER CORPORATION COM 204493100 441.00 42,200 SHD SHD 1 42,200 0 0 COMPAQ COMPUTER CORPORATION COM 204493100 29,388.50 2,812,292 SHD SOLE 3 2,778,992 0 33,300 COMPAQ COMPUTER CORPORATION COM 204493100 7,918.20 757,720 SHD OTH 3 78,520 0 0 COMPASS BANCSHARES INC COM 20449H109 314.87 10,200 SOLE 2 10,200 COMPASS BANCSHARES INC COM 20449H109 11,855.80 384,055 SHD SOLE 3 364,455 0 19,600 COMPASS BANCSHARES INC COM 20449H109 1,642.30 53,200 SHD OTH 3 0 0 53,200 COMPUTER ASSOC INTL INC. 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COM 242370104 4,182.90 55,242 SHD SOLE 3 55,242 0 0 DEAN FOODS, CO. COM 242370104 89.30 1,180 SHD OTH 3 1,180 0 0 DECODE GENETICS INC COM 243586104 210.27 36,954 SOLE 2 36,954 DEERE & COMPANY COM 244199105 209.99 4,610 SOLE 2 4,610 DEERE & COMPANY COM 244199105 769.80 16,900 SHD SHD 1 16,900 0 0 DEERE & COMPANY COM 244199105 66,760.50 1,465,654 SHD SOLE 3 1,270,329 0 167,075 DEERE & COMPANY COM 244199105 22,648.60 497,225 SHD OTH 3 348,325 0 82,200 DEL LABORATORIES INC. COM 245091103 362.30 18,949 SOLE 2 18,949 DELL COMPUTER CORPORATION COM 247025109 217,889.75 8,345,069 SOLE 2 8,345,069 DELL COMPUTER CORPORATION COM 247025109 106,536.87 4,080,309 SOLE 2 4,080,309 DELL COMPUTER CORPORATION COM 247025109 41,948.90 1,568,183 SHD SOLE 4 1,568,183 DELL COMPUTER CORPORATION COM 247025109 3,720.50 141,700 SHD SHD 1 141,700 0 0 DELL COMPUTER CORPORATION COM 247025109 703,870.50 26,708,273 SHD SOLE 3 25,579,287 0 1,070,186 DELL COMPUTER CORPORATION COM 247025109 63,069.50 2,407,535 SHD OTH 3 348,135 0 162,800 DELPHI CORPORATION COM 247126105 5,690.80 355,899 SHD SOLE 3 343,799 0 12,100 DELPHI CORPORATION COM 247126105 46.20 2,889 SHD OTH 3 2,888 0 1 DELPHI FINANCIAL GRP INC CLASS A COM 247131105 2,280.80 58,169 SHD SOLE 3 58,169 0 0 DELTA & PINE LAND CO COM 247357106 9,318.10 491,200 SHD SOLE 3 491,200 0 0 DELTA AIR LINES INC DEL COM 247361108 438.84 13,412 SOLE 2 13,412 DELTA AIR LINES INC DEL COM 247361108 7,202.70 220,130 SHD SOLE 3 215,930 0 4,200 DELTA AIR LINES INC DEL COM 247361108 4,071.70 124,440 SHD OTH 3 11,540 0 0 DELTA FINANCIAL CORPORATION COM 247918105 75.40 232,000 SHD SOLE 3 232,000 0 0 DELUXE CORPORATION COM 248019101 855.80 18,500 SHD SHD 1 18,500 0 0 DELUXE CORPORATION COM 248019101 30,842.10 666,711 SHD SOLE 3 575,911 0 77,700 DELUXE CORPORATION COM 248019101 4,197.60 90,740 SHD OTH 3 42,300 0 46,000 DENDREON CORPORATION COM 24823Q107 13.60 2,200 SHD SOLE 3 2,200 0 0 DENDRITE INTERNATIONAL COM 248239105 1,018.81 95,216 SOLE 2 95,216 DENDRITE INTERNATIONAL COM 248239105 180.90 16,908 SHD SOLE 3 16,908 0 0 DENTSPLY INTL INC COM 249030107 277.65 7,492 SOLE 2 7,492 DEUTSCHE TELEKOM AG COM 251566105 1,554.20 103,752 SOLE 2 103,752 DEUTSCHE TELEKOM AG COM 251566105 2,806.80 187,370 SOLE 2 187,370 DEUTSCHE TELEKOM AG COM 251566105 17,828.90 1,190,182 SHD SOLE 3 1,190,182 0 0 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,254.35 59,731 SOLE 2 59,731 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,350.30 64,300 SOLE 2 64,300 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 11,308.10 538,482 SHD SOLE 3 538,482 0 0 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 86.20 4,104 SHD OTH 3 4,104 0 0 DEVON ENERGY CORPORATION COM 25179M103 0.00 1 SHD SHD 1 1 0 0 DEVON ENERGY CORPORATION COM 25179M103 11,334.60 234,816 SHD SOLE 3 234,452 0 364 DEVON ENERGY CORPORATION COM 25179M103 564.60 11,696 SHD OTH 3 5,671 0 6,026 DEVRY INC DEL COM 251893103 27.10 900 SHD SOLE 3 400 0 500 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 382.51 7,290 SOLE 2 7,290 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 430.04 8,196 SOLE 2 8,196 DIAGNOSTIC PRODUCTS CORPORATION COM 252450101 20,132.80 466,036 SHD SOLE 3 466,036 0 0 DIAGNOSTIC PRODUCTS CORPORATION COM 252450101 3,999.20 92,573 SHD OTH 3 8,350 0 81,600 DIAL CORPORATION COM 25247D101 18,397.00 1,020,922 SHD SOLE 3 1,008,722 0 0 DIAL CORPORATION COM 25247D101 477.20 26,484 SHD OTH 3 26,484 0 0 DIAL CORPORATION (NEW) COM 25247D101 315.35 17,500 SOLE 2 17,500 DIAMOND OFFSHORE DRILLING INC COM 25271C102 622.39 19,910 SOLE 2 19,910 DIAMONDCLUSTER INTERNATIONAL INC. COM 25278P106 768.70 59,500 SHD SOLE 3 59,500 0 0 DIAMONDCLUSTER INTL INC COM 25278P106 2,002.60 155,000 SOLE 2 155,000 DIANON SYSTEMS COM 252826102 590.40 9,100 SHD SOLE 3 9,100 0 0 DIANON SYSTEMS COM 252826102 58.40 900 SHD OTH 3 900 0 0 DIEBOLD INC COM 253651103 203.70 5,000 SOLE 2 5,000 DIEBOLD INC COM 253651103 80.30 1,970 SHD SOLE 3 1,970 0 0 DIEBOLD INC COM 253651103 67.60 1,660 SHD OTH 3 1,660 0 0 DIGEX INC COM 253756100 13.80 11,133 SHD SOLE 3 11,133 0 0 DIGEX INC COM 253756100 46.30 37,300 SHD OTH 3 0 0 37,300 DIGI INTERNATIONAL, INC. COM 253798102 177.50 32,563 SHD SOLE 3 32,563 0 0 DIGIMARC CORPORATION COM 253807101 293.55 15,000 SOLE 2 15,000 DIGITAL INSIGHT CORPORATION COM 25385P106 371.90 13,500 SHD SOLE 3 13,500 0 0 DIGITALTHINK INC COM 25388M100 150.50 66,900 SHD SOLE 3 66,900 0 0 DILLARDS INC CLASS A COM 254067101 11,400.40 477,804 SHD SOLE 3 449,504 0 19,300 DILLARDS INC CLASS A COM 254067101 4,359.20 182,700 SHD OTH 3 5,100 0 60,800 DIME COMMUNITY BANCSHARES COM 253922108 13.80 448 SHD SOLE 3 448 0 0 DIMON INC COM 254394109 541.60 78,500 SHD SOLE 3 78,500 0 0 DIONEX CORPORATION COM 254546104 897.80 36,900 SHD SOLE 3 36,900 0 0 DIRECT FOCUS INC COM 254931108 4,481.30 117,775 SHD SOLE 3 117,775 0 0 DIRECT FOCUS INC COM 254931108 681.10 17,900 SHD OTH 3 5,700 0 12,200 DISNEY WALT CO (HOLDING CO) COM 254687106 14,475.11 627,171 SOLE 2 627,171 DISNEY WALT CO (HOLDING CO) COM 254687106 10,007.14 433,585 SOLE 2 433,585 DITECH COMMUNICATIONS CORPORATION COM 25500M103 277.60 62,100 SHD SOLE 3 62,100 0 0 DIVERSA CORPORATION COM 255064107 827.40 65,150 SHD SOLE 3 65,150 0 0 DIVERSA CORPORATION COM 255064107 21.00 1,650 SHD OTH 3 1,650 0 0 DIVINE INC COM 255402109 0.40 847 SHD SOLE 3 847 0 0 DIVINE INC COM 255402109 206.81 413,614 SOLE 2 413,614 DJ ORTHOPEDICS INC COM 23325G104 92.80 11,600 SHD SOLE 3 11,600 0 0 DJ ORTHOPEDICS, INC. COM 23325G104 1,442.94 180,368 SOLE 2 180,368 DMC STRATEX NETWORKS INC COM 23322L106 627.80 115,400 SHD SOLE 3 115,400 0 0 DMC STRATEX NETWORKS INC COM 23322L106 20.10 3,700 SHD OTH 3 3,700 0 0 DOBSON COMMUNICATIONS CORPORATION CL A COM 256069105 3,882.40 1,232,500 SHD SOLE 3 1,232,500 0 0 DOCTOR REDDYS LAB - ADR COM 256135203 1,362.00 61,600 SHD SOLE 3 61,600 0 0 DOCTOR REDDYS LAB - ADR COM 256135203 7,625.70 344,900 SHD OTH 3 3,100 0 0 DOCUMENTUM INC. COM 256159104 388.10 15,250 SHD SOLE 3 15,250 0 0 DOCUMENTUM INC. COM 256159104 34.40 1,350 SHD OTH 3 1,350 0 0 DOLE FOOD CO. INC COM 256605106 217.00 7,000 SOLE 2 7,000 DOLE FOOD CO. INC COM 256605106 7,489.60 241,600 SHD SOLE 3 241,600 0 0 DOLE FOOD CO. INC COM 256605106 1,953.00 63,000 SHD OTH 3 3,200 0 52,200 DOLLAR GENL CORPORATION COM 256669102 1,239.67 76,147 SOLE 2 76,147 DOLLAR GENL CORPORATION COM 256669102 3,582.90 220,080 SOLE 2 220,080 DOLLAR GENL CORPORATION COM 256669102 333.97 21,367 SHD SOLE 4 21,367 DOLLAR GENL CORPORATION COM 256669102 9,837.80 604,287 SHD SOLE 3 604,287 0 0 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 4,365.40 206,400 SHD SOLE 3 206,400 0 0 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 105.80 5,000 SHD OTH 3 5,000 0 0 DOLLAR TREE STORES INC COM 256747106 3,153.57 96,116 SOLE 2 96,116 DOLLAR TREE STORES INC COM 256747106 82.00 2,500 SHD SHD 1 2,500 0 0 DOLLAR TREE STORES INC COM 256747106 59,166.20 1,803,299 SHD SOLE 3 1,794,299 0 9,000 DOLLAR TREE STORES INC COM 256747106 3,091.70 94,230 SHD OTH 3 8,030 0 83,800 DOMINION RES INC NEW COM 25746U109 4,251.30 65,243 SHD SOLE 3 58,343 0 6,900 DOMINION RES INC NEW COM 25746U109 202.00 3,100 SHD OTH 3 3,100 0 0 DOMINION RESOURCES, INC. COM 25746U109 239.27 3,672 SOLE 2 3,672 DOMTAR INC COM 257561100 0.00 1 SHD OTH 3 0 0 0 DONALDSON CO INC COM 257651109 231.53 5,758 SOLE 2 5,758 DONALDSON CO INC COM 257651109 1,185.40 29,479 SHD SOLE 3 29,479 0 0 DONALDSON CO INC COM 257651109 478.10 11,889 SHD OTH 3 0 0 10,600 DORAL FINANCIAL CORPORATION COM 25811P100 772.10 22,742 SHD SOLE 3 22,742 0 0 DOUBLECLICK INC COM 258609304 11,329.50 944,913 SHD SOLE 3 944,913 0 0 DOUBLECLICK INC COM 258609304 21.20 1,771 SHD OTH 3 1,771 0 0 DOUBLECLICK, INC. COM 258609304 6,972.94 581,563 SOLE 2 581,563 DOVER CORPORATION COM 260003108 385.40 9,400 SOLE 2 9,400 DOVER CORPORATION COM 260003108 2,237.94 54,584 SOLE 2 54,584 DOVER CORPORATION COM 260003108 7,163.50 174,720 SHD SOLE 3 168,720 0 6,000 DOVER CORPORATION COM 260003108 275.50 6,720 SHD OTH 3 6,720 0 0 DOVER DOWNS ENTERTAINMENT COM 260086103 2,021.90 124,500 SHD SOLE 3 124,500 0 0 DOVER DOWNS ENTERTAINMENT COM 260086103 76.30 4,700 SHD OTH 3 4,700 0 0 DOW CHEMICAL CO COM 260543103 1,436.41 43,900 SOLE 2 43,900 DOW CHEMICAL CO CLL 260543103 12.00 20,000 CLL SOLE 2 20,000 DOW CHEMICAL CO COM 260543103 1,538.95 47,034 SOLE 2 47,034 DOW CHEMICAL CO COM 260543103 1,622.90 49,600 SHD SHD 1 49,600 0 0 DOW CHEMICAL CO COM 260543103 29,989.70 916,555 SHD SOLE 3 888,567 0 25,188 DOW CHEMICAL CO COM 260543103 4,331.30 132,376 SHD OTH 3 45,876 0 0 DOW-JONES & CO INC COM 260561105 378.43 6,500 SOLE 2 6,500 DOW-JONES & CO INC COM 260561105 21,451.30 368,453 SHD SOLE 3 315,111 0 47,987 DOW-JONES & CO INC COM 260561105 1,685.10 28,943 SHD OTH 3 8,443 0 0 DOWNEY FINANCIAL CORPORATION COM 261018105 784.30 17,200 SHD SOLE 3 17,200 0 0 DPL INC COM 233293109 14.10 550 SHD SOLE 3 550 0 0 DPL INC COM 233293109 17.90 700 SHD OTH 3 700 0 0 DQE INC. COM 23329J104 115.10 5,400 SHD SOLE 3 5,400 0 0 DR HORTON INC COM 23331A109 886.21 23,507 SOLE 2 23,507 DRESS BARN INC COM 261570105 769.90 26,000 SHD SOLE 3 26,000 0 0 DREYERS GRAND ICE-CREAM COM 261878102 247.14 6,000 SOLE 2 6,000 DREYERS GRAND ICE-CREAM COM 261878102 156.50 3,800 SHD SHD 1 3,800 0 0 DREYERS GRAND ICE-CREAM COM 261878102 1,557.00 37,800 SHD SOLE 3 30,100 0 7,700 DRIL-QUIP COM 262037104 348.80 13,600 SHD SOLE 3 13,600 0 0 DRS TECHNOLOGIES INC COM 23330X100 37.30 900 SHD SOLE 3 900 0 0 DSL.NET INC COM 262506108 9.17 11,605 SOLE 2 11,605 DSP GROUP INC COM 23332B106 966.00 47,192 SHD SOLE 3 47,192 0 0 DSP GROUP INC COM 23332B106 31.70 1,550 SHD OTH 3 1,550 0 0 DST SYSTEM INC COM 233326107 6,289.20 126,290 SHD SOLE 3 109,590 0 16,700 DST SYSTEM INC COM 233326107 39.80 800 SHD OTH 3 800 0 0 DTE ENERGY COMPANY COM 233331107 489.10 10,750 SHD SOLE 3 2,250 0 8,500 DTE ENERGY COMPANY COM 233331107 118.30 2,600 SHD OTH 3 2,600 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 67,783.20 1,437,608 SHD SOLE 3 1,354,812 0 78,825 DU PONT E I DE NEMOURS & CO COM 263534109 994.40 21,091 SHD OTH 3 21,091 0 0 DUCKWALL-ALCO STORES INC COM 264142100 3,222.90 232,700 SHD SOLE 3 232,700 0 0 DUCOMMUN INC DEL COM 264147109 8,256.20 419,097 SHD SOLE 3 419,097 0 0 DUCOMMUN INC DEL COM 264147109 93.80 4,759 SHD OTH 3 4,759 0 0 DUKE ENERGY CORPORATION CNV 264399585 359.94 14,000 SOLE 2 14,000 DUKE ENERGY CORPORATION COM 264399106 1,889.62 49,990 SOLE 2 49,990 DUKE ENERGY CORPORATION COM 264399106 1,079.57 28,560 SOLE 2 28,560 DUKE ENERGY CORPORATION COM 264399106 86.90 2,300 SHD SHD 1 2,300 0 0 DUKE ENERGY CORPORATION COM 264399106 42,129.40 1,114,534 SHD SOLE 3 1,068,434 0 41,900 DUKE ENERGY CORPORATION COM 264399106 15,169.10 401,300 SHD OTH 3 48,000 0 0 DUKE REALTY CORPORATION COM 264411505 2,378.43 91,478 SOLE 2 91,478 DUKE REALTY CORPORATION COM 264411505 6,105.48 234,826 SOLE 2 234,826 DUKE REALTY CORPORATION COM 264411505 28,954.10 1,113,621 SHD SOLE 3 1,110,721 0 2,900 DUKE REALTY CORPORATION COM 264411505 2,023.70 77,833 SHD OTH 3 16,033 0 61,800 DUN & BRADSTREET CORPORATION COM 26483E100 4,035.20 100,856 SHD SOLE 3 100,856 0 0 DUN & BRADSTREET CORPORATION COM 26483E100 2.00 50 SHD OTH 3 50 0 0 DUPONT PHOTOMASKS INC COM 26613X101 92.00 1,770 SHD SOLE 3 1,770 0 0 DUPONT PHOTOMASKS INC COM 26613X101 85.30 1,640 SHD OTH 3 1,640 0 0 DURA AUTOMOTIVE SYSTEMS A COM 265903104 1,022.00 53,310 SHD SOLE 3 53,310 0 0 DURA AUTOMOTIVE SYSTEMS INC COM 265903104 805.14 42,000 SOLE 2 42,000 DVI INC COM 233343102 2.80 150 SHD OTH 3 150 0 0 DYAX CORPORATION COM 26746E103 396.51 107,747 SOLE 2 107,747 DYCOM INDUSTRIES INC COM 267475101 502.33 33,601 SOLE 2 33,601 DYCOM INDUSTRIES INC COM 267475101 9,887.30 661,358 SHD SOLE 3 661,358 0 0 DYCOM INDUSTRIES INC COM 267475101 1,173.60 78,500 SHD OTH 3 4,900 0 73,600 DYNACQ INTL INC COM 267919306 1,289.50 85,000 SHD SOLE 3 85,000 0 0 DYNAMEX INC COM 26784F103 81.52 38,820 SOLE 2 38,820 DYNAMIC SCIENCES INTL INC COM 268006103 4.80 400,000 SHD OTH 3 0 0 0 DYNEGY INC COM 26816Q101 784.22 27,042 SOLE 2 27,042 DYNEGY INC COM 26816Q101 308.04 10,622 SOLE 2 10,622 DYNEGY INC. COM 26816Q101 1,075.00 37,068 SHD SHD 1 37,068 0 0 DYNEGY INC. COM 26816Q101 112,941.80 3,894,544 SHD SOLE 3 3,851,744 0 35,600 DYNEGY INC. COM 26816Q101 18,438.20 635,800 SHD OTH 3 46,300 0 13,600 E STEEL CORPORATION VENTURE CAPITAL INV COM USVC01930 2,000.00 477,875 SHD SOLE 3 477,875 0 0 E*TRADE GROUP INC COM 269246104 376.80 40,000 SOLE 2 40,000 E*TRADE GROUP INC COM 269246104 2,385.90 253,275 SHD SOLE 3 253,275 0 0 E*TRADE GROUP INC COM 269246104 36.00 3,820 SHD OTH 3 3,820 0 0 E.I. DU PONT DE NEMOURS & CO COM 263534109 1,207.09 25,601 SOLE 2 25,601 E.I. DU PONT DE NEMOURS & CO COM 263534109 2,102.32 44,588 SOLE 2 44,588 E.ON AG COM 268780103 805.58 15,952 SOLE 2 15,952 E.PIPHANY COM 26881V100 368.90 48,800 SHD SOLE 3 48,800 0 0 E.W. SCRIPPS CO. COM 811054204 533.00 6,490 SHD SOLE 3 6,490 0 0 E.W. SCRIPPS CO. COM 811054204 240.60 2,930 SHD OTH 3 2,930 0 0 EARTHLINK INC COM 270321102 7,797.10 768,183 SHD SOLE 3 751,983 0 9,900 EARTHLINK INC COM 270321102 763.30 75,200 SHD OTH 3 600 0 74,600 EAST WEST BANCORPORATION INC COM 27579R104 471.60 16,100 SHD SOLE 3 16,100 0 0 EASTGROUP PROPERTIES COM 277276101 1,166.90 45,300 SHD SOLE 3 45,300 0 0 EASTGROUP PROPERTIES COM 277276101 103.00 4,000 SHD OTH 3 4,000 0 0 EASTMAN CHEM CO COM 277432100 14,989.70 307,228 SHD SOLE 3 307,228 0 0 EASTMAN CHEM CO COM 277432100 323.10 6,622 SHD OTH 3 6,621 0 0 EASTMAN KODAK CO COM 277461109 402.47 12,912 SOLE 2 12,912 EASTMAN KODAK CO CLL 277461109 38.50 10,000 CLL SOLE 2 10,000 EASTMAN KODAK CO CLL 277461109 8.75 10,000 CLL SOLE 2 10,000 EASTMAN KODAK CO COM 277461109 201.00 6,450 SHD SOLE 3 6,450 0 0 EASTMAN KODAK CO COM 277461109 96.30 3,090 SHD OTH 3 3,090 0 0 EATON CORPORATION COM 278058102 13,919.20 171,885 SHD SOLE 3 169,685 0 2,200 EATON CORPORATION COM 278058102 631.10 7,793 SHD OTH 3 7,793 0 0 EATON VANCE CORPORATION (NON-VTG) COM 278265103 966.80 24,200 SHD SOLE 3 24,200 0 0 EATON VANCE CORPORATION (NON-VTG) COM 278265103 1,479.30 37,030 SHD OTH 3 1,430 0 35,600 EBAY INC COM 278642103 29,917.90 528,212 SHD SOLE 3 522,812 0 3,800 EBAY INC COM 278642103 349.00 6,162 SHD OTH 3 6,162 0 0 EBAY INC. COM 278642103 434.26 7,667 SOLE 2 7,667 EBAY INC. COM 278642103 5,114.59 90,300 SOLE 2 90,300 EBAY INC. PUT 278642103 163.35 33,000 PUT SOLE 2 33,000 EBAY INC. CLL 278642103 612.50 50,000 CLL SOLE 2 50,000 EBIX.COM INC COM 278715107 90.25 120,335 SOLE 2 120,335 ECHOSTAR COMMUNICATIONS CORPORATION COM 278762109 1,170.41 41,328 SOLE 2 41,328 ECHOSTAR COMMUNICATIONS CORPORATION COM 278762109 203,181.40 7,174,486 SHD SOLE 3 7,024,546 0 131,540 ECHOSTAR COMMUNICATIONS CORPORATION COM 278762109 11,853.70 418,564 SHD OTH 3 249,532 0 153,600 ECLIPSYS CORPORATION COM 278856109 6.60 400 SHD SOLE 3 400 0 0 ECOLAB INC COM 278865100 365.76 8,000 SOLE 2 8,000 ECOLAB INC COM 278865100 1,208.80 26,440 SHD SOLE 3 26,440 0 0 ECOLAB INC COM 278865100 1,259.60 27,550 SHD OTH 3 650 0 0 EDGEWATER TECHNOLOGY INC COM 280358102 1,584.17 368,411 SOLE 2 368,411 EDISON INTERNATIONAL COM 281020107 193.26 11,538 SOLE 2 11,538 EDISON INTERNATIONAL COM 281020107 1,211.00 72,300 SHD SOLE 3 72,300 0 0 EDISON INTERNATIONAL COM 281020107 1,266.30 75,600 SHD OTH 3 1,100 0 0 EDISON SCHOOLS COM 281033100 8,076.40 581,037 SHD SOLE 3 579,187 0 1,850 EDISON SCHOOLS COM 281033100 389.90 28,050 SHD OTH 3 1,550 0 26,500 EDO CORPORATION COM 281347104 18.90 700 SHD SOLE 3 700 0 0 EDT LEARNING INC COM 26841E107 20.11 20,106 SOLE 2 20,106 EDUCATION MANAGEMENT CORPORATION COM 28139T101 1,138.60 27,000 SHD SOLE 3 25,700 0 1,300 EDUCATIONAL VIDEO COM 281505107 40.20 30,000 SOLE 2 30,000 EDWARDS A G INC COM 281760108 1,107.40 25,180 SHD SOLE 3 25,180 0 0 EDWARDS A G INC COM 281760108 1,177.40 26,772 SHD OTH 3 972 0 25,800 EDWARDS LIFESCIENCES CORPORATION COM 28176E108 822.40 29,424 SOLE 2 29,424 EDWARDS LIFESCIENCES CORPORATION COM 28176E108 1,078.10 38,574 SHD SOLE 3 38,574 0 0 EFUNDS CORPORATION COM 28224R101 474.90 29,586 SHD SOLE 3 29,586 0 0 EFUNDS CORPORATION COM 28224R101 446.20 27,800 SHD OTH 3 3,000 0 24,800 EGGHEAD.COM INC COM 282329101 0.00 10,357 SHD SOLE 3 10,357 0 0 EGL INC COM 268484102 396.25 25,000 SOLE 2 25,000 EGL INC COM 268484102 456.50 28,800 SHD SOLE 3 28,800 0 0 EGL INC COM 268484102 111.00 7,000 SHD OTH 3 7,000 0 0 EL PASO CORPORATION COM 28336L109 1,271.28 28,873 SOLE 2 28,873 EL PASO CORPORATION COM 28336L109 19,123.29 434,324 SOLE 2 434,324 EL PASO CORPORATION COM 28336L109 118.90 2,700 SHD SHD 1 2,700 0 0 EL PASO CORPORATION COM 28336L109 26,280.00 596,866 SHD SOLE 3 541,541 0 43,575 EL PASO CORPORATION COM 28336L109 526.10 11,948 SHD OTH 3 11,948 0 0 EL PASO ELECTRIC (NEW) COM 283677854 8,686.90 555,074 SHD SOLE 3 555,074 0 0 EL PASO ELECTRIC (NEW) COM 283677854 91.90 5,874 SHD OTH 3 5,874 0 0 EL PASO ENERGY CAPITAL TR I CNV 283678209 435.05 7,700 SOLE 2 7,700 EL PASO ENERGY PARTNERS COM 28368B102 24,414.44 651,573 SOLE 2 651,573 EL PASO ENERGY PARTNERS COM 28368B102 7,446.98 198,745 SOLE 2 198,745 ELAMEX, S.A. DE C.V. COM P36209107 106.05 21,000 SOLE 2 21,000 ELAN CORPORATION PLC (ADR) COM 284131208 667.25 47,969 SOLE 2 47,969 ELAN CORPORATION PLC (ADR) COM 284131208 470.02 33,790 SOLE 2 33,790 ELAN CORPORATION PLC (ADR) COM 284131208 3,284.80 236,150 SHD SOLE 3 234,350 0 1,800 ELAN CORPORATION PLC (ADR) COM 284131208 379.70 27,300 SHD OTH 3 27,300 0 0 ELANTEC SEMICONDUCTOR INC COM 284155108 425.60 9,950 SHD SOLE 3 9,950 0 0 ELANTEC SEMICONDUCTOR INC COM 284155108 59.50 1,390 SHD OTH 3 1,390 0 0 ELCOR CORPORATION COM 284443108 1,112.20 50,100 SHD SOLE 3 50,100 0 0 ELECTRO OPTICAL COM 302043104 1,567.50 250,000 SHD SOLE 3 250,000 0 0 ELECTRO RENT CORPORATION COM 285218103 1,697.30 123,712 SHD SOLE 3 123,712 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 366.10 9,990 SHD SOLE 3 9,990 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 413.40 11,280 SHD OTH 3 680 0 10,600 ELECTRONIC ARTS COM 285512109 243.20 4,000 SOLE 2 4,000 ELECTRONIC ARTS COM 285512109 608.24 10,004 SOLE 2 10,004 ELECTRONIC ARTS COM 285512109 5,082.90 83,600 SHD SOLE 3 81,500 0 2,100 ELECTRONIC ARTS COM 285512109 380.00 6,250 SHD OTH 3 6,250 0 0 ELECTRONIC DATA SYSTEMS (NEW) COM 285661104 2,928.50 50,500 SHD SHD 1 50,500 0 0 ELECTRONIC DATA SYSTEMS (NEW) COM 285661104 196,524.20 3,388,932 SHD SOLE 3 3,137,932 0 233,400 ELECTRONIC DATA SYSTEMS (NEW) COM 285661104 38,736.60 667,988 SHD OTH 3 101,288 0 0 ELECTRONIC DATA SYSTEMS (NEW) COM 285661104 14,371.43 247,826 SOLE 2 247,826 ELECTRONIC DATA SYSTEMS (NEW) COM 285661104 6,525.44 112,527 SOLE 2 112,527 ELECTRONIC DATA SYSTEMS (NEW) COM 285661104 837.78 15,500 SHD SOLE 4 15,500 ELECTRONICS FOR IMAGING INC. COM 286082102 814.35 44,500 SOLE 2 44,500 ELECTRONICS FOR IMAGING INC. COM 286082102 38.40 2,100 SHD SOLE 3 2,100 0 0 ELI LILLY & CO COM 532457108 53,930.32 707,747 SOLE 2 707,747 ELI LILLY & CO COM 532457108 40,206.24 527,641 SOLE 2 527,641 ELI LILLY & CO COM 532457108 2,660.98 34,921 SHD SOLE 4 34,921 ELI LILLY & CO COM 532457108 2,080.30 27,300 SHD SHD 1 27,300 0 0 ELI LILLY & CO COM 532457108 380,526.80 4,993,790 SHD SOLE 3 4,739,670 0 227,220 ELI LILLY & CO COM 532457108 75,483.10 990,592 SHD OTH 3 256,468 0 111,000 ELIZABETH ARDEN INC COM 28660G106 2,250.00 193,136 SHD SOLE 3 193,136 0 0 ELIZABETH ARDEN INC COM 28660G106 24.30 2,089 SHD OTH 3 2,089 0 0 ELOYALTY CORPORATION COM 290151307 403.65 58,500 SOLE 2 58,500 EMBOTELLADORA ANDINA-ADR A WI COM 29081P204 131.30 16,250 SHD OTH 3 0 0 0 EMBRAER AIRCRAFT CORPORATION-SP ADR COM 29081M102 2,173.40 107,700 SHD SOLE 3 107,700 0 0 EMBRAER AIRCRAFT CORPORATION-SP ADR COM 29081M102 12,328.00 610,900 SHD OTH 3 0 0 0 EMBRATEL PARTICIPACOES S.A. COM 29081N100 120.82 35,020 SOLE 2 35,020 EMC CORPORATION MASS COM 268648102 12,195.29 1,023,095 SOLE 2 1,023,095 EMC CORPORATION MASS COM 268648102 16,685.33 1,399,776 SOLE 2 1,399,776 EMC CORPORATION MASS COM 268648102 1,204.26 102,840 SHD SOLE 4 102,840 EMC CORPORATION MASS COM 268648102 132,828.00 11,143,288 SHD SOLE 3 10,929,138 0 175,150 EMC CORPORATION MASS COM 268648102 4,457.40 373,946 SHD OTH 3 144,646 0 218,100 EMCOR GROUP INC COM 29084Q100 9,765.50 168,370 SHD SOLE 3 168,370 0 0 EMCOR GROUP INC COM 29084Q100 1,403.60 24,200 SHD OTH 3 2,900 0 21,300 EMERSON ELECTRIC CO. COM 291011104 262,301.91 4,570,516 SOLE 2 4,570,516 EMERSON ELECTRIC CO. COM 291011104 117,340.57 2,044,617 SOLE 2 2,044,617 EMERSON ELECTRIC CO. COM 291011104 7,334.39 129,400 SHD SOLE 4 129,400 EMERSON ELECTRIC CO. COM 291011104 189.40 3,300 SHD SHD 1 3,300 0 0 EMERSON ELECTRIC CO. COM 291011104 29,562.00 515,107 SHD SOLE 3 459,907 0 47,125 EMERSON ELECTRIC CO. COM 291011104 12,685.80 221,045 SHD OTH 3 37,045 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 984.10 57,854 SOLE 2 57,854 EMMIS BROADCASTING CLASS A COM 291525103 18,268.80 683,200 SHD SOLE 3 683,200 0 0 EMMIS BROADCASTING CLASS A COM 291525103 467.90 17,500 SHD OTH 3 0 0 17,500 EMPRESA BRASILIERA DE AE - ADR COM 29081M300 316.00 14,978 SHD SOLE 3 14,978 0 0 EMPRESA BRASILIERA DE AE - ADR COM 29081M300 1,953.50 92,582 SHD OTH 3 0 0 0 EMPRESA NACIONAL DE ELECTRCDAD ADR COM 29244T101 1,004.90 106,900 SHD SOLE 3 106,900 0 0 EMPRESA NACIONAL DE ELECTRCDAD ADR COM 29244T101 8,069.00 858,400 SHD OTH 3 0 0 0 EMULEX CORPORATION COM 292475209 599.00 18,190 SHD SOLE 3 16,990 0 1,200 EMULEX CORPORATION COM 292475209 132.00 4,010 SHD OTH 3 4,010 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 78,965.37 1,782,514 SOLE 2 1,782,514 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 26,680.12 602,260 SOLE 2 602,260 ENBRIDGE ENERGY PARTNERS LP COM 29250R106 26.60 600 SHD SOLE 3 600 0 0 ENCOMPASS SERV CORPORATION COM 29255U104 2,655.80 1,500,477 SHD SOLE 3 1,500,477 0 0 ENCOMPASS SVCS CORPORATION COM 29255U104 108.33 61,202 SOLE 2 61,202 ENCORE ACQUISITION COMPANY COM 29255W100 924.83 62,700 SOLE 2 62,700 ENDESA, S.A. COM 29258N107 238.56 16,000 SOLE 2 16,000 ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 310.10 30,700 SHD SOLE 3 30,700 0 0 ENDOCARE INC COM 29264P104 197.10 10,000 SOLE 2 10,000 ENDWAVE CORPORATION COM 29264A107 1,042.85 1,241,488 SOLE 2 1,241,488 ENERGEN CORPORATION COM 29265N108 600.40 22,700 SHD SOLE 3 22,700 0 0 ENERGIZER HOLDINGS INC COM 29266R108 131,013.40 5,516,354 SHD SOLE 3 5,354,236 0 138,918 ENERGIZER HOLDINGS INC COM 29266R108 10,794.30 454,498 SHD OTH 3 296,270 0 138,400 ENERGY CONVERSION DEVICES COM 292659109 284.30 13,700 SHD SOLE 3 13,700 0 0 ENERGY EAST CORPORATION COM 29266M109 68,788.80 3,162,704 SHD SOLE 3 2,997,083 0 147,996 ENERGY EAST CORPORATION COM 29266M109 4,084.10 187,775 SHD OTH 3 38,475 0 149,300 ENERGY PARTNERS LTD COM 29270U105 4.00 500 SHD SOLE 3 500 0 0 ENGELHARD CORPORATION COM 292845104 325.82 10,500 SOLE 2 10,500 ENGELHARD CORPORATION COM 292845104 263.80 8,500 SHD SHD 1 8,500 0 0 ENGELHARD CORPORATION COM 292845104 3,429.30 110,517 SHD SOLE 3 108,317 0 2,200 ENGELHARD CORPORATION COM 292845104 6,072.60 195,700 SHD OTH 3 21,600 0 75,400 ENI S.P.A SPON ADR COM 26874R108 2,867.60 39,800 SHD OTH 3 0 0 0 ENRON CORPORATION COM 293561106 228.40 1,171,498 SHD SOLE 3 1,171,498 0 0 ENRON CORPORATION 10.50 2ND CNV PFD PFD 293561601 141.50 26,585 SHD SOLE 3 26,585 0 0 ENSCO INTERNATIONAL INC COM 26874Q100 376.75 12,500 SOLE 2 12,500 ENSCO INTERNATIONAL INC COM 26874Q100 4,870.62 161,600 SOLE 2 161,600 ENSCO INTERNATIONAL INC COM 26874Q100 402.80 13,363 SHD SOLE 3 13,363 0 0 ENTEGRIS INC COM 29362U104 14,542.60 900,472 SHD SOLE 3 900,472 0 0 ENTEGRIS INC COM 29362U104 153.80 9,526 SHD OTH 3 9,526 0 0 ENTERASYS NETWORKS INC COM 293637104 179.29 42,385 SOLE 2 42,385 ENTERASYS NETWORKS INC. COM 293637104 699.20 165,290 SHD SOLE 3 165,290 0 0 ENTERASYS NETWORKS INC. COM 293637104 33.70 7,972 SHD OTH 3 0 0 0 ENTERCOM COMMUNICATIONS CORPORATION COM 293639100 43,611.50 794,815 SHD SOLE 3 794,165 0 650 ENTERCOM COMMUNICATIONS CORPORATION COM 293639100 527.30 9,610 SHD OTH 3 1,910 0 7,700 ENTERGY CORPORATION COM 29364G103 1,640.90 37,800 SHD SHD 1 37,800 0 0 ENTERGY CORPORATION COM 29364G103 125,717.20 2,896,043 SHD SOLE 3 2,745,896 0 128,950 ENTERGY CORPORATION COM 29364G103 32,551.60 749,865 SHD OTH 3 125,665 0 0 ENTERPRISE PRODUCTS COM 293792107 16,490.98 341,075 SOLE 2 341,075 ENTERPRISE PRODUCTS COM 293792107 1,367.97 28,293 SOLE 2 28,293 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 8,732.60 386,400 SHD SOLE 3 386,400 0 0 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 90.50 4,004 SHD OTH 3 4,004 0 0 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 4,704.39 208,159 SOLE 2 208,159 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 1,590.50 70,376 SOLE 2 70,376 ENTRAVISION COMMUNICATION COM 29382R107 253.10 17,100 SHD SHD 1 17,100 0 0 ENTRAVISION COMMUNICATION COM 29382R107 38,551.70 2,604,847 SHD SOLE 3 2,584,597 0 20,250 ENTRAVISION COMMUNICATION COM 29382R107 1,454.70 98,290 SHD OTH 3 45,190 0 46,900 ENTRUST INC COM 293848107 368.30 72,500 SHD SOLE 3 72,500 0 0 ENZO BIOCHEM INC COM 294100102 393.60 19,425 SHD SOLE 3 19,425 0 0 ENZO BIOCHEM INC COM 294100102 361.60 17,850 SHD OTH 3 1,575 0 16,275 ENZON INC COM 293904108 63.80 1,440 SHD SOLE 3 1,440 0 0 ENZON INC COM 293904108 126.70 2,860 SHD OTH 3 2,860 0 0 EOG RESOURCES INC COM 26875P101 1,533.98 37,820 SOLE 2 37,820 EOG RESOURCES INC COM 26875P101 10,438.70 257,365 SHD SOLE 3 257,365 0 0 EOG RESOURCES INC COM 26875P101 93.20 2,298 SHD OTH 3 2,298 0 0 EPICEDGE INC COM 29426X102 30.00 100,000 SOLE 2 100,000 EPIQ SYS INC COM 26882D109 449.60 28,225 SHD SOLE 3 28,225 0 0 EPIQ SYS INC COM 26882D109 41.40 2,600 SHD OTH 3 2,600 0 0 EQUIFAX INC COM 294429105 541.04 18,095 SOLE 2 18,095 EQUIFAX INC COM 294429105 998.70 33,400 SHD SOLE 3 500 0 32,900 EQUIFAX INC COM 294429105 2.00 66 SHD OTH 3 66 0 0 EQUITABLE RESOURCES INC COM 294549100 696.20 20,000 SOLE 2 20,000 EQUITABLE RESOURCES INC COM 294549100 5,242.40 150,600 SHD SOLE 3 150,600 0 0 EQUITABLE RESOURCES INC COM 294549100 1,148.70 33,000 SHD OTH 3 100 0 0 EQUITY INNS INC COM 294703103 9,580.00 1,197,500 SHD SOLE 3 1,197,500 0 0 EQUITY INNS INC COM 294703103 132.80 16,600 SHD OTH 3 16,600 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 2,813.18 93,804 SOLE 2 93,804 EQUITY OFFICE PROPERTIES TRUST COM 294741103 1,867.60 62,274 SOLE 2 62,274 EQUITY OFFICE PROPERTIES TRUST COM 294741103 155.90 5,200 SHD SHD 1 5,200 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 59,485.30 1,983,506 SHD SOLE 3 1,874,131 0 106,475 EQUITY OFFICE PROPERTIES TRUST COM 294741103 2,433.40 81,141 SHD OTH 3 81,140 0 0 EQUITY RESIDENTIAL PROPERTIES PFD 29476L859 1,485.59 58,350 SOLE 2 58,350 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 426.56 14,842 SOLE 2 14,842 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 45,168.20 1,571,616 SHD SOLE 3 1,466,841 0 104,775 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 771.80 26,854 SHD OTH 3 26,854 0 0 EQUITY RESIDENTIAL PROPERTIES PFD 29476L842 0.00 1 SHD OTH 3 0 0 0 ERICSSON L M TEL CO. ADR CL-B COM 294821400 557.70 133,420 SOLE 2 133,420 ERICSSON L M TEL CO. ADR CL-B CLL 294821400 10.50 20,000 CLL SOLE 2 20,000 ERICSSON L M TEL CO. ADR CL-B COM 294821400 934.82 223,640 SOLE 2 223,640 ERICSSON L M TEL CO. ADR CL-B COM 294821400 23.00 5,500 SHD SOLE 3 5,500 0 0 ERICSSON L M TEL CO. ADR CL-B COM 294821400 482.40 115,400 SHD OTH 3 0 0 2,400 ERIE INDEMNITY COMPANY CLASS A COM 29530P102 219.70 5,400 SHD SOLE 3 5,400 0 0 ESCO TECHNOLOGIES INC COM 296315104 1,460.90 37,613 SHD SOLE 3 37,613 0 0 ESCO TECHNOLOGIES INC COM 296315104 134.00 3,450 SHD OTH 3 3,450 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 5,100 SHD SHD 1 5,100 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 235,509 SHD SOLE 3 231,809 0 3,700 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 30,500 SHD OTH 3 4,100 0 0 ESPEED INC COM 296643109 142.80 13,500 SHD SOLE 3 13,500 0 0 ESPERION THERAPEUTICS INC COM 29664R106 735.03 120,694 SOLE 2 120,694 ESS TECHNOLOGY INC COM 269151106 5,539.70 267,100 SHD SOLE 3 267,100 0 0 ESS TECHNOLOGY INC COM 269151106 1,165.60 56,200 SHD OTH 3 5,800 0 50,400 ESSEX PROPERTY TRUST INC COM 297178105 547.89 10,500 SOLE 2 10,500 ESSEX PROPERTY TRUST INC COM 297178105 15.70 300 SHD SOLE 3 300 0 0 ESSEX PROPERTY TRUST INC COM 297178105 370.50 7,100 SHD OTH 3 400 0 6,700 ESTEE LAUDER COS INC CLASS A COM 518439104 25,041.53 733,066 SOLE 2 733,066 ESTEE LAUDER COS INC CLASS A COM 518439104 10,696.35 313,125 SOLE 2 313,125 ESTEE LAUDER COS INC CLASS A COM 518439104 513.73 14,350 SHD SOLE 4 14,350 ESTEE LAUDER COS INC CLASS A COM 518439104 132,077.70 3,866,444 SHD SOLE 3 3,866,444 0 0 ESTEE LAUDER COS INC CLASS A COM 518439104 86.60 2,535 SHD OTH 3 2,535 0 0 ESTERLINE TECHNOLOGIES COM 297425100 526.30 25,800 SHD SOLE 3 25,800 0 0 ESTERLINE TECHNOLOGIES COM 297425100 461.00 22,600 SHD OTH 3 0 0 22,600 ETHAN ALLEN INTERIORS INC COM 297602104 433.88 11,400 SOLE 2 11,400 ETHAN ALLEN INTERIORS INC COM 297602104 10,811.80 284,073 SHD SOLE 3 283,623 0 450 ETHAN ALLEN INTERIORS INC COM 297602104 309.60 8,134 SHD OTH 3 1,334 0 6,800 EVANS BOB FARMS INC COM 096761101 205.95 7,298 SOLE 2 7,298 EVANS BOB FARMS INC COM 096761101 729.40 25,847 SHD SOLE 3 24,547 0 1,300 EVANS BOB FARMS INC COM 096761101 739.40 26,200 SHD OTH 3 0 0 26,200 EVEREST RE GROUP LTD COM G3223R108 3,066.56 44,225 SOLE 2 44,225 EVEREST RE GROUP LTD COM G3223R108 18,791.35 271,003 SOLE 2 271,003 EVEREST RE GROUP LTD COM G3223R108 9,554.20 137,787 SHD SOLE 3 137,787 0 0 EVEREST RE GROUP LTD COM G3223R108 72.90 1,051 SHD OTH 3 1,051 0 0 EVERGREEN RESOURCES INC COM 299900308 79.20 1,900 SHD SOLE 3 1,900 0 0 EVOLVING SYSTEMS COM 30049R100 150.12 125,100 SOLE 2 125,100 EXACT SCIENCES CORPORATION COM 30063P105 118.91 12,221 SOLE 2 12,221 EXAR CORPORATION COM 300645108 45.20 2,200 SHD SOLE 3 2,200 0 0 EXCELON CORPORATION COM 300691102 30.60 20,000 SOLE 2 20,000 EXELIXIS INC COM 30161Q104 51.00 3,700 SHD SOLE 3 3,700 0 0 EXELON CORPORATION COM 30161N101 569.06 10,743 SOLE 2 10,743 EXELON CORPORATION COM 30161N101 22,370.60 422,326 SHD SOLE 3 354,363 0 59,476 EXELON CORPORATION COM 30161N101 3,620.20 68,344 SHD OTH 3 18,544 0 0 EXODUS COMMUNICATIONS COM 302088109 37.10 1,427,352 SHD SOLE 3 1,427,352 0 0 EXPEDITORS INTL WASH INC COM 302130109 177.50 2,910 SHD SOLE 3 2,910 0 0 EXPEDITORS INTL WASH INC COM 302130109 1,300.60 21,322 SHD OTH 3 1,622 0 0 EXPRESS SCRIPTS COMMON STOCK COM 302182100 5,287.90 91,820 SHD SOLE 3 72,020 0 19,800 EXPRESS SCRIPTS COMMON STOCK COM 302182100 1,825.60 31,700 SHD OTH 3 1,500 0 30,200 EXTENDED SYSTEMS INC COM 301973103 168.78 29,000 SOLE 2 29,000 EXTREME NETWORKS COM 30226D106 2,977.90 286,340 SHD SOLE 3 286,340 0 0 EXTREME NETWORKS INC COM 30226D106 152.07 14,622 SOLE 2 14,622 EXULT INC DEL COM 302284104 123.28 11,300 SOLE 2 11,300 EXULT INC DEL COM 302284104 23,227.82 2,129,039 SOLE 2 2,129,039 EXULT INC DEL COM 302284104 9.80 900 SHD SOLE 3 900 0 0 EXXON MOBIL CORPORATION COM 30231G102 7,246.50 165,332 SHD SHD 1 165,332 0 0 EXXON MOBIL CORPORATION COM 30231G102 573,019.60 13,073,684 SHD SOLE 3 12,308,355 0 659,033 EXXON MOBIL CORPORATION COM 30231G102 167,082.90 3,812,068 SHD OTH 3 833,406 0 21,500 EXXON MOBIL CORPORATION COM 30231G102 20,558.90 469,060 SOLE 2 469,060 EXXON MOBIL CORPORATION COM 30231G102 21,391.67 488,060 SOLE 2 488,060 EXXON MOBIL CORPORATION COM 30231G102 522.12 12,100 SHD SOLE 4 12,100 EZENIA! INC. COM 302311105 20.30 65,575 SHD SOLE 3 65,575 0 0 F & M BANCORPORATION MD COM 302367107 18.90 700 SHD SOLE 3 700 0 0 F5 NETWORKS INC COM 315616102 425.30 18,300 SHD SOLE 3 18,300 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 663.40 16,440 SHD SOLE 3 16,440 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 68.60 1,700 SHD OTH 3 1,700 0 0 FAIR ISAAC & CO INC COM 303250104 1,841.20 29,046 SHD SOLE 3 29,046 0 0 FAIR ISAAC & CO INC COM 303250104 2,321.00 36,615 SHD OTH 3 2,265 0 34,350 FAIRCHILD SEMICON INTL CLASS A COM 303726103 557.70 19,500 SHD SHD 1 19,500 0 0 FAIRCHILD SEMICON INTL CLASS A COM 303726103 34,533.80 1,207,475 SHD SOLE 3 1,117,575 0 84,500 FAIRCHILD SEMICON INTL CLASS A COM 303726103 4,254.90 148,772 SHD OTH 3 8,235 0 134,900 FAIRMARKET INC COM 305158107 63.50 50,800 SOLE 2 50,800 FAIRMONT HOTELS & RESORTS INC COM 305204109 373.56 13,200 SOLE 2 13,200 FAMILY DOLLAR STORES INC COM 307000109 141,086.20 4,210,272 SHD SOLE 3 4,208,872 0 1,400 FAMILY DOLLAR STORES INC COM 307000109 107.60 3,210 SHD OTH 3 3,210 0 0 FANNIE MAE COM 313586109 1,789.30 22,400 SHD SHD 1 22,400 0 0 FANNIE MAE COM 313586109 556,313.20 6,964,362 SHD SOLE 3 6,759,702 0 180,060 FANNIE MAE COM 313586109 81,602.90 1,021,568 SHD OTH 3 289,264 0 178,420 FANNIE MAE COM 313586109 41,127.50 514,866 SOLE 2 514,866 FANNIE MAE COM 313586109 24,251.49 303,599 SOLE 2 303,599 FANNIE MAE COM 313586109 920.50 11,140 SHD SOLE 4 11,140 FARMERS BROTHERS CO COM 307675108 60.60 200 SHD SOLE 3 200 0 0 FARMERS BROTHERS CO COM 307675108 15.20 50 SHD OTH 3 50 0 0 FASTENAL CO COM 311900104 351.37 4,665 SOLE 2 4,665 FASTENAL CO COM 311900104 195.80 2,600 SHD SOLE 3 2,600 0 0 FASTENAL CO COM 311900104 250.10 3,320 SHD OTH 3 3,320 0 0 FBL FINL GROUP INC CL A COM 30239F106 241.10 12,859 SHD SOLE 3 12,859 0 0 FEDDERS CORPORATION (NEW) COM 313135501 21.80 7,260 SHD SOLE 3 7,260 0 0 FEDERAL AGRICULTURAL MORTGAGE COM 313148306 1,295.00 29,100 SHD SOLE 3 29,100 0 0 FEDERAL SIGNAL CORPORATION COM 313855108 2,617.50 110,349 SHD SOLE 3 110,349 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 23,902.80 585,136 SHD SOLE 3 496,636 0 75,125 FEDERATED DEPT STORES INC DEL COM 31410H101 9,503.30 232,639 SHD OTH 3 19,239 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 678.11 16,600 SOLE 2 16,600 FEDERATED DEPT STORES INC DEL COM 31410H101 5,645.47 138,200 SOLE 2 138,200 FEDERATED INVESTORS INC B COM 314211103 20,978.80 648,496 SHD SOLE 3 624,596 0 23,900 FEDERATED INVESTORS INC B COM 314211103 11.60 360 SHD OTH 3 360 0 0 FEDEX CORPORATION COM 31428X106 2,662.32 45,823 SOLE 2 45,823 FEDEX CORPORATION COM 31428X106 610.05 10,500 SOLE 2 10,500 FEDEX CORPORATION COM 31428X106 406.70 7,000 SHD SHD 1 7,000 0 0 FEDEX CORPORATION COM 31428X106 33,188.20 571,226 SHD SOLE 3 539,826 0 25,600 FEDEX CORPORATION COM 31428X106 7,385.80 127,122 SHD OTH 3 63,122 0 0 FEI COMPANY COM 30241L109 2,349.50 66,090 SHD SOLE 3 65,290 0 0 FEI COMPANY COM 30241L109 1,071.80 30,150 SHD OTH 3 2,350 0 27,800 FELCOR LODGING TRUST INC COM 31430F101 866.47 40,775 SOLE 2 40,775 FELCOR LODGING TRUST INC COM 31430F101 901.00 42,400 SOLE 2 42,400 FELCOR LODGING TRUST INC. COM 31430F101 4,542.70 213,776 SHD SOLE 3 213,776 0 0 FELCOR LODGING TRUST INC. COM 31430F101 1,541.70 72,550 SHD OTH 3 8,650 0 63,900 FERRELLGAS PARTNERS, L.P. COM 315293100 9,202.74 484,610 SOLE 2 484,610 FERRELLGAS PARTNERS, L.P. COM 315293100 1,897.10 99,900 SOLE 2 99,900 FERRO CORPORATION COM 315405100 887.00 30,800 SHD SOLE 3 30,800 0 0 FERRO CORPORATION COM 315405100 2.90 100 SHD OTH 3 100 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 1,148.80 43,564 SHD SOLE 3 43,564 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 999.20 37,890 SHD OTH 3 0 0 37,890 FIFTH THIRD BANCORPORATION COM 316773100 337.53 5,002 SOLE 2 5,002 FIFTH THIRD BANCORPORATION COM 316773100 859.49 12,737 SOLE 2 12,737 FIFTH THIRD BANCORPORATION COM 316773100 68,194.60 1,010,590 SHD SOLE 3 957,390 0 41,000 FIFTH THIRD BANCORPORATION COM 316773100 20,604.50 305,342 SHD OTH 3 26,772 0 0 FILENET CORPORATION COM 316869106 1,849.10 108,200 SHD SOLE 3 108,200 0 0 FILENET CORPORATION COM 316869106 770.80 45,100 SHD OTH 3 3,600 0 41,500 FINISAR CORPORATION COM 31787A101 1,925.00 250,000 SHD SOLE 3 250,000 0 0 FINISH LINE INC CLASS A COM 317923100 551.70 29,900 SHD SOLE 3 29,900 0 0 FIRST ALBANY COS INC COM 318465101 126.19 18,695 SOLE 2 18,695 FIRST AMERN CORPORATION CALIF COM 318522307 293.37 13,786 SOLE 2 13,786 FIRST BANCORPORATION PUERTO RICO COM 318672102 109.80 3,800 SHD SOLE 3 3,800 0 0 FIRST CHARTER CORPORATION COM 319439105 302.50 16,200 SHD SOLE 3 16,200 0 0 FIRST CITIZENS BANKSHARES CL A COM 31946M103 2,059.20 20,000 SHD SOLE 3 20,000 0 0 FIRST CITIZENS BANKSHARES CL A COM 31946M103 158.60 1,540 SHD OTH 3 1,540 0 0 FIRST COMWLTH FINL CORPORATION PA COM 319829107 350.90 26,500 SHD SOLE 3 26,500 0 0 FIRST CONSULTING GROUP INC COM 31986R103 61.80 6,200 SHD SOLE 3 6,200 0 0 FIRST CONSULTING GROUP INC COM 31986R103 21.70 2,176 SHD OTH 3 0 0 0 FIRST DATA CORPORATION COM 319963104 10,910.87 125,053 SOLE 2 125,053 FIRST DATA CORPORATION COM 319963104 7,248.12 83,073 SOLE 2 83,073 FIRST DATA CORPORATION CNV 319963AD6 1,711.78 1,425,000 SOLE 2 1,425,000 FIRST DATA CORPORATION COM 319963104 2,015.50 23,100 SHD SHD 1 23,100 0 0 FIRST DATA CORPORATION COM 319963104 475,628.70 5,451,332 SHD SOLE 3 5,323,412 0 106,020 FIRST DATA CORPORATION COM 319963104 48,787.10 559,165 SHD OTH 3 232,797 0 146,200 FIRST DATA CORPORATION MAR 1 2008 2.0 CNV 319963AD6 355.13 300,000 SHD SOLE 4 300,000 FIRST FINL BANCORPORATION COM 320209109 1,905.30 121,200 SHD SOLE 3 121,200 0 0 FIRST FINL BANKSHARES INC COM 32020R109 123.70 3,725 SHD SOLE 3 3,725 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 3,451.30 154,350 SHD SOLE 3 154,350 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 155.80 6,966 SHD OTH 3 4,700 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 10,276.20 300,035 SHD SOLE 3 300,035 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 798.00 23,300 SHD OTH 3 0 0 23,300 FIRST MIDWEST BANCORPORATION INC DEL COM 320867104 10,878.90 374,618 SHD SOLE 3 374,618 0 0 FIRST NATL NEBRASKA INC COM 335720108 144.00 60 SHD SOLE 3 60 0 0 FIRST NIAGARA FINANCIAL COM 33582U100 130.80 7,500 SHD SOLE 3 7,500 0 0 FIRST SENTINEL BANCORPORATION COM 33640T103 431.00 33,000 SHD SOLE 3 33,000 0 0 FIRST STATE BANCORPORATION COM 336453105 1,492.01 64,200 SOLE 2 64,200 FIRST TENN NATL CORPORATION COM 337162101 3,538.65 100,960 SOLE 2 100,960 FIRST TENN NATL CORPORATION COM 337162101 259.37 7,400 SOLE 2 7,400 FIRST TENN NATL CORPORATION COM 337162101 7,264.10 207,250 SHD SOLE 3 207,250 0 0 FIRST TENN NATL CORPORATION COM 337162101 29.10 830 SHD OTH 3 830 0 0 FIRST VIRGINIA BANKS INC COM 337477103 608.30 11,343 SHD SOLE 3 11,343 0 0 FIRST VIRGINIA BANKS INC COM 337477103 403.30 7,520 SHD OTH 3 320 0 7,200 FIRSTENERGY CORPORATION COM 337932107 40,780.30 1,179,303 SHD SOLE 3 1,080,703 0 92,421 FIRSTENERGY CORPORATION COM 337932107 3,247.90 93,924 SHD OTH 3 93,924 0 0 FIRSTFED FINANCIAL CORPORATION COM 337907109 267.57 10,232 SOLE 2 10,232 FIRSTFED FINANCIAL CORPORATION COM 337907109 296.40 11,336 SHD SOLE 3 11,336 0 0 FIRSTMERIT CORPORATION COM 337915102 85.10 2,955 SHD SOLE 3 2,955 0 0 FIRSTPLUS FINANCIAL GROUP INC COM 33763B103 8.10 162,037 SHD SOLE 3 162,037 0 0 FISERV INC COM 337738108 3,268.28 71,065 SOLE 2 71,065 FISERV INC COM 337738108 5,092.70 110,736 SHD SOLE 3 110,736 0 0 FISERV INC COM 337738108 1,287.20 27,989 SHD OTH 3 1,589 0 0 FISHER SCIENTIFIC COM 338032204 4,733.10 168,439 SHD SOLE 3 168,439 0 0 FISHER SCIENTIFIC COM 338032204 1,095.90 39,000 SHD OTH 3 3,700 0 35,300 FISHER SCIENTIFIC INTL INC COM 338032204 1,629.80 58,000 SOLE 2 58,000 FISHER SCIENTIFIC INTL INC COM 338032204 3,414.15 121,500 SOLE 2 121,500 FLAGSTAR BANCORPORATION COM 337930101 160.60 6,900 SHD SOLE 3 6,900 0 0 FLEET BOSTON FINANCIAL CORPORATION COM 339030108 1,213.28 34,665 SOLE 2 34,665 FLEET BOSTON FINANCIAL CORPORATION COM 339030108 5,379.47 153,699 SOLE 2 153,699 FLEET BOSTON FINANCIAL CORPORATION COM 339030108 77,745.30 2,221,295 SHD SOLE 3 2,188,795 0 32,500 FLEET BOSTON FINANCIAL CORPORATION COM 339030108 4,735.20 135,290 SHD OTH 3 32,690 0 0 FLEETWOOD ENTRPRISES INC COM 339099103 335.90 31,100 SHD SOLE 3 31,100 0 0 FLEMING COMPANIES INC COM 339130106 3,067.70 136,950 SHD SOLE 3 136,950 0 0 FLEMING COMPANIES INC COM 339130106 485.00 21,650 SHD OTH 3 3,650 0 18,000 FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 801.38 43,911 SOLE 2 43,911 FLEXTRONICS INTL LTD COM Y2573F102 6,539.00 358,302 SHD SOLE 3 358,302 0 0 FLIR SYSTEMS INC COM 302445101 2,869.80 60,100 SHD SOLE 3 60,100 0 0 FLORIDA EAST COAST INDS INC COM 340632108 305.70 10,799 SHD SOLE 3 10,799 0 0 FLORIDA EAST COAST INDS INC COM 340632108 2.50 90 SHD OTH 3 90 0 0 FLOWERS FOODS INC COM 343498101 1,111.80 43,650 SHD SOLE 3 43,650 0 0 FLOWSERVE CORPORATION COM 34354P105 2,757.50 86,144 SHD SOLE 3 86,144 0 0 FLOWSERVE CORPORATION COM 34354P105 403.10 12,594 SHD OTH 3 94 0 12,500 FLUOR CORPORATION (NEW) COM 343412102 32.60 800 SHD SOLE 3 300 0 500 FLUOR CORPORATION (NEW) COM 343412102 48.90 1,200 SHD OTH 3 1,200 0 0 FMC CORPORATION COM 302491303 234.30 5,590 SHD SOLE 3 5,590 0 0 FMC CORPORATION COM 302491303 169.80 4,050 SHD OTH 3 4,050 0 0 FMC TECHNOLOGIES, INC. COM 30249U101 0.00 2 SHD SOLE 3 2 0 0 FMC TECHNOLOGIES, INC. COM 30249U101 0.00 1 SHD OTH 3 1 0 0 FNB CORPORATION PA COM 302520101 37.70 1,285 SHD SOLE 3 1,285 0 0 FOCAL COMMUNITCATIONS CORPORATION COM 344155205 0.10 22 SHD SOLE 3 22 0 0 FOCAL COMMUNITCATIONS WTS 12/14/07 COM 344155114 0.00 125 SHD SOLE 3 125 0 0 FOMENTO ECONOMICO MEX ADR COM 344419106 1,259.50 26,713 SHD SOLE 3 26,713 0 0 FOMENTO ECONOMICO MEX ADR COM 344419106 9,199.00 195,100 SHD OTH 3 0 0 0 FONAR CORPORATION COM 344437108 20.40 20,000 SOLE 2 20,000 FOOT LOCKER INC. COM 344849104 55.80 3,450 SHD SOLE 3 3,450 0 0 FOOTSTAR INC COM 344912100 92.50 3,035 SHD SOLE 3 3,035 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 0.00 1 SHD SHD 1 1 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 13,148.10 797,337 SHD SOLE 3 766,666 0 30,671 FORD MOTOR COMPANY (DEL) COM 345370860 339.50 20,589 SHD OTH 3 20,589 0 0 FORD MTR CO DEL COM 345370860 1,362.26 82,611 SOLE 2 82,611 FORD MTR CO DEL COM 345370860 2,671.79 162,025 SOLE 2 162,025 FOREST CITY ENTERPRISES (CLASS A) COM 345550107 28.50 750 SHD SOLE 3 750 0 0 FOREST LABORATORIES INC COM 345838106 835.79 10,230 SOLE 2 10,230 FOREST LABORATORIES INC COM 345838106 171.60 2,100 SHD SHD 1 2,100 0 0 FOREST LABORATORIES INC COM 345838106 51,207.70 626,777 SHD SOLE 3 493,677 0 128,100 FOREST LABORATORIES INC COM 345838106 14,109.30 172,697 SHD OTH 3 34,597 0 0 FOREST OIL CORPORATION (NEW) COM 346091705 219.20 7,400 SHD SOLE 3 7,400 0 0 FOREST OIL CORPORATION (NEW) COM 346091705 23.70 800 SHD OTH 3 800 0 0 FORRESTER RESEARCH INC COM 346563109 276.90 14,500 SHD SOLE 3 14,500 0 0 FORTUNE BRANDS INC COM 349631101 32,155.10 651,309 SHD SOLE 3 651,309 0 0 FORTUNE BRANDS INC COM 349631101 224.60 4,550 SHD OTH 3 4,550 0 0 FORWARD AIR CORPORATION COM 349853101 25.30 800 SHD SOLE 3 800 0 0 FOSSIL INC COM 349882100 97.10 3,651 SHD SOLE 3 3,651 0 0 FOUNDRY NETWORKS INC COM 35063R100 431.40 60,000 SOLE 2 60,000 FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SHD OTH 3 0 0 79,032 FOUR SEASONS COM 35100E104 0.00 1 SHD OTH 3 0 0 0 FOUR SEASONS HOTELS LIMITED COM 35100E104 1,037.89 19,480 SOLE 2 19,480 FOX ENTERTAINMENT GROUP INC COM 35138T107 473.00 20,000 SOLE 2 20,000 FOX ENTERTAINMENT GROUP INC COM 35138T107 532.10 22,500 SHD SHD 1 22,500 0 0 FOX ENTERTAINMENT GROUP INC COM 35138T107 50,893.90 2,151,960 SHD SOLE 3 1,853,478 0 281,636 FOX ENTERTAINMENT GROUP INC COM 35138T107 5,893.70 249,205 SHD OTH 3 45,805 0 0 FPL GROUP INC COM 302571104 1,759.10 29,540 SHD SOLE 3 24,640 0 2,600 FPL GROUP INC COM 302571104 293.00 4,920 SHD OTH 3 4,920 0 0 FRANKLIN COVEY CO COM 353469109 256.00 100,000 SOLE 2 100,000 FRANKLIN COVEY CO COM 353469109 274.90 107,382 SHD SOLE 3 107,382 0 0 FRANKLIN ELECTRIC INC COM 353514102 4,043.20 79,811 SHD SOLE 3 79,811 0 0 FRANKLIN ELECTRIC INC COM 353514102 40.40 798 SHD OTH 3 798 0 0 FRANKLIN RESOURCES INC COM 354613101 1,466.86 34,992 SOLE 2 34,992 FRANKLIN RESOURCES INC COM 354613101 58,047.40 1,384,719 SHD SOLE 3 1,384,719 0 0 FRANKLIN RESOURCES INC COM 354613101 1,729.60 41,260 SHD OTH 3 13,160 0 0 FREDDIE MAC COM 313400301 403,538.89 6,367,980 SOLE 2 6,367,980 FREDDIE MAC COM 313400301 165,815.46 2,616,624 SOLE 2 2,616,624 FREDDIE MAC COM 313400301 36,069.13 542,393 SHD SOLE 4 542,393 FREDDIE MAC COM 313400301 215.50 3,400 SHD SHD 1 3,400 0 0 FREDDIE MAC COM 313400301 588,623.80 9,288,683 SHD SOLE 3 8,921,751 0 326,370 FREDDIE MAC COM 313400301 62,588.30 987,665 SHD OTH 3 308,360 0 211,300 FREDS INC CL A COM 356108100 180.50 5,013 SHD SOLE 3 5,013 0 0 FREE MARKETS COM 356602102 3,850.00 167,610 SHD SOLE 3 167,610 0 0 FREE MARKETS COM 356602102 107.50 4,680 SHD OTH 3 4,680 0 0 FREEMARKETS, INC. COM 356602102 531.76 23,150 SOLE 2 23,150 FREEMARKETS, INC. COM 356602102 5,095.85 221,848 SOLE 2 221,848 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 775.30 44,000 SHD SOLE 3 41,800 0 2,200 FREMONT GENERAL CORPORATION COM 357288109 421.50 69,100 SHD SOLE 3 69,100 0 0 FREMONT GENERAL CORPORATION COM 357288109 33.90 5,556 SHD OTH 3 0 0 0 FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,314.50 65,235 SHD SOLE 3 65,235 0 0 FRESH CHOICE INC COM 358032100 460.20 200,000 SOLE 2 200,000 FRIEDMAN BILLINGS RAMSEY COM 358433100 187.20 26,750 SHD SOLE 3 26,750 0 0 FRIEDMAN BILLINGS RAMSEY COM 358433100 44.50 6,350 SHD OTH 3 6,350 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 1,632.30 89,100 SHD SOLE 3 89,100 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 513.00 28,000 SHD OTH 3 0 0 28,000 FRONTIER FINANCIAL CORPORATION COM 35907K105 212.80 8,000 SHD SOLE 3 8,000 0 0 FRONTIER OIL CORPORATION COM 35914P105 1,224.40 57,000 SHD SOLE 3 57,000 0 0 FRONTLINE COMMUNICATIONS CORPORATION PFD 35921T207 12.50 10,000 SOLE 2 10,000 FRONTLINE COMMUNICATIONS CORPORATION COM 35921T108 4.23 14,600 SOLE 2 14,600 FTI CONSULTING INC COM 302941109 2,943.90 95,025 SHD SOLE 3 95,025 0 0 FTI CONSULTING INC COM 302941109 72.00 2,325 SHD OTH 3 2,325 0 0 FUELCELL ENERGY INC COM 35952H106 157.60 10,000 SOLE 2 10,000 FUJI PHOTO ADR NEW FOR 1 ORD COM 359586302 2,234.10 70,700 SHD OTH 3 0 0 0 FULLER H B CO COM 359694106 1,396.70 46,636 SHD SOLE 3 46,636 0 0 FULLER H B CO COM 359694106 143.80 4,800 SHD OTH 3 4,800 0 0 FULTON FINANCIAL CORPORATION COM 360271100 5,571.40 222,500 SHD SOLE 3 222,500 0 0 FULTON FINANCIAL CORPORATION COM 360271100 567.20 22,650 SHD OTH 3 3,450 0 19,200 FURNITURE BRANDS INTERNATIONAL COM 360921100 8,100.10 222,224 SHD SOLE 3 222,224 0 0 FURNITURE BRANDS INTERNATIONAL COM 360921100 73.30 2,010 SHD OTH 3 2,010 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 344.30 8,672 SHD SOLE 3 8,672 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 18.30 460 SHD OTH 3 460 0 0 GADZOOX NETWORKS INC COM 362555104 16.90 6,682 SHD OTH 3 0 0 6,682 GANNETT CO.INC. COM 364730101 540.31 7,100 SOLE 2 7,100 GANNETT CO.INC. COM 364730101 337.28 4,432 SOLE 2 4,432 GANNETT CO.INC. COM 364730101 86,696.30 1,139,242 SHD SOLE 3 1,123,762 0 14,080 GANNETT CO.INC. COM 364730101 6,017.20 79,069 SHD OTH 3 15,102 0 30,200 GAP INC COM 364760108 414.73 27,575 SOLE 2 27,575 GAP INC COM 364760108 1,685.07 112,039 SOLE 2 112,039 GARMIN LTD COM G37260109 573.00 25,000 SOLE 2 25,000 GARTNER INC. COM 366651107 21.90 1,700 SHD SOLE 3 1,700 0 0 GATEWAY INC COM 367626108 237.76 37,620 SOLE 2 37,620 GATEWAY INC COM 367626108 8,983.80 1,421,491 SHD SOLE 3 1,395,591 0 25,900 GATEWAY INC COM 367626108 17.70 2,800 SHD OTH 3 2,800 0 0 GATX CORPORATION COM 361448103 155.50 4,890 SHD SOLE 3 4,890 0 0 GATX CORPORATION COM 361448103 415.90 13,080 SHD OTH 3 380 0 12,700 GAYLORD ENTERTAINMENT CORPORATION NEW COM 367905106 266.00 10,000 SOLE 2 10,000 GAYLORD ENTERTAINMENT CORPORATION NEW COM 367905106 884.70 33,260 SHD SOLE 3 33,260 0 0 GAZPROM ADR COM 368287207 1,010.30 71,100 SHD SOLE 3 71,100 0 0 GAZPROM ADR COM 368287207 7,684.80 540,800 SHD OTH 3 0 0 0 GBC BANCORPORATION CALIF COM 361475106 8,845.90 264,450 SHD SOLE 3 264,450 0 0 GBC BANCORPORATION CALIF COM 361475106 162.00 4,843 SHD OTH 3 4,843 0 0 GEMSTAR TV GUIDE INTL INC COM 36866W106 11,749.90 794,449 SHD SOLE 3 701,649 0 78,500 GEMSTAR TV GUIDE INTL INC COM 36866W106 1,632.80 110,400 SHD OTH 3 110,400 0 0 GEMSTAR-TV GUIDE INTERNATIONAL COM 36866W106 2,072.97 140,160 SOLE 2 140,160 GENCORPORATION INC COM 368682100 314.40 20,000 SHD SOLE 3 20,000 0 0 GENE LOGIC INC. COM 368689105 2,801.00 143,938 SHD SOLE 3 143,938 0 0 GENE LOGIC INC. COM 368689105 31.10 1,600 SHD OTH 3 1,600 0 0 GENENCOR INTL INC COM 368709101 27.20 2,400 SHD SOLE 3 2,400 0 0 GENENTECH INC COM 368710406 272.40 5,400 SHD SHD 1 5,400 0 0 GENENTECH INC COM 368710406 9,124.20 180,856 SHD SOLE 3 175,156 0 5,100 GENENTECH INC COM 368710406 579.70 11,490 SHD OTH 3 11,490 0 0 GENENTECH INC. COM 368710406 3,244.94 64,320 SOLE 2 64,320 GENENTECH INC. COM 368710406 1,134.77 22,493 SOLE 2 22,493 GENERAL CABLE CORPORATION COM 369300108 8,374.10 586,422 SHD SOLE 3 586,422 0 0 GENERAL CABLE CORPORATION COM 369300108 1,021.60 71,543 SHD OTH 3 10,143 0 61,400 GENERAL COMMUNICATION INC CL A COM 369385109 830.40 95,450 SHD SOLE 3 95,450 0 0 GENERAL COMMUNICATION INC CL A COM 369385109 35.20 4,050 SHD OTH 3 4,050 0 0 GENERAL DYNAMICS CORPORATION COM 369550108 5,992.13 63,780 SOLE 2 63,780 GENERAL DYNAMICS CORPORATION COM 369550108 12,445.56 132,470 SOLE 2 132,470 GENERAL DYNAMICS CORPORATION COM 369550108 986.50 10,500 SHD SHD 1 10,500 0 0 GENERAL DYNAMICS CORPORATION COM 369550108 82,765.50 880,953 SHD SOLE 3 783,128 0 88,600 GENERAL DYNAMICS CORPORATION COM 369550108 14,044.80 149,492 SHD OTH 3 30,092 0 0 GENERAL ELECTRIC CO COM 369604103 467,892.36 12,493,788 SOLE 2 12,493,788 GENERAL ELECTRIC CO PUT 369604103 22.26 68,500 PUT SOLE 2 68,500 GENERAL ELECTRIC CO PUT 369604103 71.30 62,000 PUT SOLE 2 62,000 GENERAL ELECTRIC CO CLL 369604103 28.75 10,000 CLL SOLE 2 10,000 GENERAL ELECTRIC CO COM 369604103 228,412.49 6,099,132 SOLE 2 6,099,132 GENERAL ELECTRIC CO COM 369604103 43,997.59 1,179,560 SHD SOLE 4 1,179,560 GENERAL ELECTRIC CO COM 369604103 11,062.70 295,400 SHD SHD 1 295,400 0 0 GENERAL ELECTRIC CO COM 369604103 1,232,737.00 32,916,876 SHD SOLE 3 30,177,771 0 2,566,105 GENERAL ELECTRIC CO COM 369604103 204,791.60 5,468,401 SHD OTH 3 778,238 0 293,600 GENERAL GROWTH PROPERTIES INC COM 370021107 6,688.79 151,330 SOLE 2 151,330 GENERAL GROWTH PROPERTIES INC COM 370021107 992.29 22,450 SOLE 2 22,450 GENERAL GROWTH PROPERTIES INC COM 370021107 12,601.40 285,100 SHD SOLE 3 285,100 0 0 GENERAL GROWTH PROPERTIES INC COM 370021107 653.70 14,790 SHD OTH 3 14,790 0 0 GENERAL MAGIC, INC. COM 370253106 6.58 25,300 SOLE 2 25,300 GENERAL MILLS INC COM 370334104 592.55 12,130 SOLE 2 12,130 GENERAL MILLS INC COM 370334104 2,752.50 56,346 SHD SOLE 3 41,346 0 10,700 GENERAL MILLS INC COM 370334104 1,382.70 28,304 SHD OTH 3 4,504 0 0 GENERAL MOTORS CLASS H COM 370442832 12,353.20 750,953 SHD SOLE 3 702,553 0 38,200 GENERAL MOTORS CLASS H COM 370442832 623.80 37,920 SHD OTH 3 37,920 0 0 GENERAL MOTORS CORPORATION COM 370442105 468.91 7,757 SOLE 2 7,757 GENERAL MOTORS CORPORATION COM 370442105 3,191.40 52,794 SOLE 2 52,794 GENERAL MOTORS CORPORATION COM 370442105 3,342.90 55,300 SHD SHD 1 55,300 0 0 GENERAL MOTORS CORPORATION COM 370442105 170,068.60 2,813,376 SHD SOLE 3 2,733,876 0 65,300 GENERAL MOTORS CORPORATION COM 370442105 45,224.30 748,128 SHD OTH 3 129,328 0 0 GENERAL MOTORS CORPORATION COM 370442832 1,160.50 70,547 SOLE 2 70,547 GENERAL MOTORS CORPORATION CLL 370442832 35.50 10,000 CLL SOLE 2 10,000 GENERAL MOTORS CORPORATION COM 370442832 1,941.56 118,028 SOLE 2 118,028 GENERAL MTRS CORPORATION CNV 370442733 286.97 10,500 SOLE 2 10,500 GENESCO INC. COM 371532102 35.80 1,300 SHD SOLE 3 1,300 0 0 GENESIS ENERGY, L.P. COM 371927104 55.48 19,131 SOLE 2 19,131 GENESIS HEALTH COM 37183F107 339.90 18,674 SHD OTH 3 0 0 16,954 GENLYTE GROUP INC COM 372302109 522.10 13,900 SHD SOLE 3 13,900 0 0 GENOME THERAPEUTICS CORPORATION COM 372430108 113.20 20,000 SOLE 2 20,000 GENOME THERAPEUTICS CORPORATION COM 372430108 594.30 105,000 SHD SOLE 3 105,000 0 0 GENOME THERAPEUTICS CORPORATION COM 372430108 321.50 56,800 SHD OTH 3 5,000 0 51,800 GENSTAR THERAPEUTICS CORPORATION COM 37248D105 10.00 10,000 SOLE 2 10,000 GENTEX CORPORATION COM 371901109 3.00 100 SHD SOLE 3 100 0 0 GENTEX CORPORATION COM 371901109 25.20 850 SHD OTH 3 850 0 0 GENTIVA HEALTH SERV COM 37247A102 1,556.10 62,849 SHD SOLE 3 62,849 0 0 GENTIVA HEALTH SERV COM 37247A102 1,402.00 56,625 SHD OTH 3 0 0 56,625 GENUINE PARTS CO. COM 372460105 3,442.11 93,612 SOLE 2 93,612 GENUINE PARTS CO. COM 372460105 529.50 14,400 SHD SHD 1 14,400 0 0 GENUINE PARTS CO. COM 372460105 18,355.60 499,200 SHD SOLE 3 468,300 0 23,500 GENUINE PARTS CO. COM 372460105 4,851.40 131,940 SHD OTH 3 36,140 0 0 GENZYME CORPORATION COM 372917104 9,596.40 219,749 SHD SOLE 3 219,099 0 650 GENZYME CORPORATION COM 372917104 576.40 13,200 SHD OTH 3 3,600 0 9,600 GENZYME CORPORATION-GENERAL DIVISION COM 372917104 593.30 13,586 SOLE 2 13,586 GENZYME CORPORATION-GENERAL DIVISION COM 372917104 2,056.33 47,088 SOLE 2 47,088 GENZYME MOLECULAR ONCOLOGY COM 372917500 107.46 18,528 SOLE 2 18,528 GEORGIA GULF CORPORATION NEW COM 373200203 1,342.50 50,000 SOLE 2 50,000 GEORGIA GULF CORPORATION NEW COM 373200203 340.48 12,681 SOLE 2 12,681 GEORGIA-PACIFIC CORPORATION COM 373298108 934.40 31,200 SHD SHD 1 31,200 0 0 GEORGIA-PACIFIC CORPORATION COM 373298108 47,924.50 1,600,150 SHD SOLE 3 1,470,250 0 107,200 GEORGIA-PACIFIC CORPORATION COM 373298108 12,306.50 410,900 SHD OTH 3 140,200 0 0 GERBER SCIENTIFIC INC COM 373730100 6.60 900 SHD SOLE 3 900 0 0 GERDAU SA SPON ADR COM 373737105 1,289.60 104,000 SOLE 2 104,000 GETTY IMAGES INC (NEW) COM 374276103 4,233.70 141,311 SHD SOLE 3 141,311 0 0 GETTY IMAGES INC (NEW) COM 374276103 866.30 28,915 SHD OTH 3 2,815 0 26,100 GIBRALTAR STL CORPORATION COM 37476F103 478.72 22,000 SOLE 2 22,000 GILEAD SCIENCES COM 375558103 57.60 1,600 SHD SOLE 3 1,600 0 0 GILEAD SCIENCES COM 375558103 194.30 5,400 SHD OTH 3 5,400 0 0 GILLETTE CO COM 375766102 27,310.10 803,002 SOLE 2 803,002 GILLETTE CO COM 375766102 19,275.00 566,745 SOLE 2 566,745 GILLETTE CO COM 375766102 29,140.20 856,814 SHD SOLE 3 839,514 0 17,300 GILLETTE CO COM 375766102 407.40 11,980 SHD OTH 3 11,980 0 0 GLATFELTER COM 377316104 721.20 40,200 SHD SOLE 3 40,200 0 0 GLAXOSMITHKLINE PLC COM 37733W105 728.92 15,509 SOLE 2 15,509 GLAXOSMITHKLINE PLC COM 37733W105 1,395.99 29,702 SOLE 2 29,702 GLAXOSMITHKLINE PLC ADR COM 37733W105 33,496.30 712,688 SHD SOLE 3 517,628 0 5,710 GLAXOSMITHKLINE PLC ADR COM 37733W105 52,537.30 1,117,814 SHD OTH 3 213,485 0 7,800 GLAXOSMITHKLINE PLC ADR WI COM 37733W105 1,043.40 22,200 SHD SOLE 3 0 0 22,200 GLENAYRE TECHNOLOGIES INC COM 377899109 100.42 50,718 SOLE 2 50,718 GLENBOROUGH REALTY COM 37803P105 4,510.00 209,767 SHD SOLE 3 209,767 0 0 GLENBOROUGH REALTY COM 37803P105 167.70 7,800 SHD OTH 3 7,800 0 0 GLIMCHER REALTY TRUST SBI COM 379302102 3.70 200 SHD SOLE 3 200 0 0 GLOBAL CROSSING LTD COM G3921A100 97.90 897,972 SHD SOLE 3 897,972 0 0 GLOBAL IMAGING SERVICES INC COM 37934A100 57.00 3,100 SHD SOLE 3 3,100 0 0 GLOBAL PAYMENTS, INC. COM 37940X102 3,955.40 107,923 SHD SOLE 3 107,923 0 0 GLOBAL PAYMENTS, INC. COM 37940X102 949.20 25,900 SHD OTH 3 3,000 0 22,900 GLOBAL POWER EQUIPMENT COM 37941P108 302.10 24,224 SHD SOLE 3 24,224 0 0 GLOBAL SPORTS INC COM 37937A107 0.50 27 SHD SOLE 3 27 0 0 GLOBALSANTAFE CORPORATION COM G3930E101 1,334.16 40,800 SOLE 2 40,800 GLOBALSANTAFE CORPORATION COM G3930E101 715.54 21,882 SOLE 2 21,882 GLOBALSANTAFE, CORPORATION COM G3930E101 3,839.00 117,400 SHD SOLE 3 115,900 0 1,500 GLOBALSANTAFE, CORPORATION COM G3930E101 245.30 7,500 SHD OTH 3 7,500 0 0 GLOBESPAN VIRATA, INC. COM 37957V106 444.71 29,806 SOLE 2 29,806 GLOBESPANVIRATA, INC. COM 37957V106 35.70 2,390 SHD SOLE 3 2,390 0 0 GOAMERICA INC COM 38020R106 18.91 13,604 SOLE 2 13,604 GOLD BANC CORPORATION INC. COM 379907108 16,747.70 1,860,853 SHD SOLE 3 1,860,853 0 0 GOLD FIELDS LTD-SPONS ADR COM 38059T106 1,027.40 98,600 SHD SOLE 3 98,600 0 0 GOLD FIELDS LTD-SPONS ADR COM 38059T106 5,021.40 481,900 SHD OTH 3 0 0 0 GOLDEN STATE BANCORPORATION INC COM 381197102 823.40 27,734 SHD SOLE 3 27,734 0 0 GOLDEN WEST FINL NEW COM 381317106 19,775.00 311,417 SHD SOLE 3 311,417 0 0 GOLDEN WEST FINL NEW COM 381317106 95.20 1,500 SHD OTH 3 1,500 0 0 GOLDMAN SACHS EME MKT DEBT COM LU1044913 5,062.90 529,594 SHD OTH 3 0 0 529,594 GOLDMAN SACHS GROUP COM 38141G104 66,677.30 738,807 SHD SOLE 3 738,807 0 0 GOLDMAN SACHS GROUP COM 38141G104 36,100.00 400,000 SHD OTH 3 0 0 0 GOODRICH CORPORATION COM 382388106 115.50 3,650 SHD SOLE 3 3,650 0 0 GOODRICH CORPORATION COM 382388106 9.20 290 SHD OTH 3 290 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 355.40 13,900 SHD SHD 1 13,900 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 25,620.20 1,001,965 SHD SOLE 3 935,265 0 51,900 GOODYEAR TIRE & RUBBER CO COM 382550101 6,267.20 245,100 SHD OTH 3 40,700 0 0 GRACO INC COM 384109104 7,771.10 190,234 SHD SOLE 3 190,234 0 0 GRACO INC COM 384109104 1,226.60 30,028 SHD OTH 3 2,078 0 27,950 GRAINGER W W INC COM 384802104 1,167.33 20,760 SOLE 2 20,760 GRAINGER W W INC COM 384802104 213.70 3,800 SHD SHD 1 3,800 0 0 GRAINGER W W INC COM 384802104 43,799.30 778,931 SHD SOLE 3 735,531 0 39,900 GRAINGER W W INC COM 384802104 3,092.50 54,998 SHD OTH 3 16,798 0 15,900 GRANITE BROADCASTING COM 387241102 35.70 17,000 SOLE 2 17,000 GRANITE CONSTRUCTION INC COM 387328107 498.40 20,250 SHD SOLE 3 20,250 0 0 GRANITE CONSTRUCTION INC COM 387328107 2.40 96 SHD OTH 3 96 0 0 GRANT PRIDECO INC COM 38821G101 345.37 25,246 SOLE 2 25,246 GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 618.90 97,000 SHD SOLE 3 97,000 0 0 GREAT A&P TEA CO.INC. COM 390064103 4,681.10 167,900 SHD SOLE 3 167,900 0 0 GREAT A&P TEA CO.INC. COM 390064103 36.20 1,300 SHD OTH 3 1,300 0 0 GREAT LAKES CHEMICAL COM 390568103 589.46 20,925 SOLE 2 20,925 GREAT LAKES CHEMICAL COM 390568103 1,077.50 38,250 SHD SOLE 3 38,250 0 0 GREAT LAKES CHEMICAL COM 390568103 81.70 2,900 SHD OTH 3 2,900 0 0 GREAT PLAINS ENERGY, INC. COM 391164100 2.50 100 SHD SOLE 3 100 0 0 GREATER BAY BANCORPORATION COM 391648102 2,617.80 76,722 SHD SOLE 3 76,722 0 0 GREATER BAY BANCORPORATION COM 391648102 105.80 3,100 SHD OTH 3 3,100 0 0 GREEN MTN COFFEE INC COM 393122106 16.60 800 SHD SOLE 3 800 0 0 GREENPOINT FINL CORPORATION COM 395384100 17,439.60 399,075 SHD SOLE 3 399,075 0 0 GREENPOINT FINL CORPORATION COM 395384100 150.10 3,434 SHD OTH 3 3,434 0 0 GREIF BROTHERS CORPORATION COM 397624107 1,295.90 36,300 SHD SOLE 3 36,300 0 0 GREY GLOBAL GROUP INC COM 39787M108 272.40 400 SHD SOLE 3 400 0 0 GREY GLOBAL GROUP INC COM 39787M108 34.00 50 SHD OTH 3 50 0 0 GRIFFON CORPORATION COM 398433102 2,527.20 150,880 SHD SOLE 3 150,880 0 0 GRIFFON CORPORATION COM 398433102 210.30 12,555 SHD OTH 3 10,540 0 0 GRILL CONCEPTS INC COM 398502203 140.00 99,999 SOLE 2 99,999 GROUP 1 AUTOMOTIVE INC COM 398905109 7,084.60 181,425 SHD SOLE 3 181,425 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 3,311.80 84,808 SHD OTH 3 1,650 0 82,200 GROUP 1 AUTOMOTIVE, INC. COM 398905109 1,226.52 31,409 SOLE 2 31,409 GROUP 1 AUTOMOTIVE, INC. COM 398905109 7,024.24 179,878 SOLE 2 179,878 GROUPE DANONE SPONS ADR COM 399449107 862.68 36,400 SOLE 2 36,400 GRUBB & ELLIS CO (NEW) COM 400095204 4,030.93 1,679,555 SOLE 2 1,679,555 GRUPO TELEVISA SA-SPONS ADR COM 40049J206 3,595.00 74,108 SHD SOLE 3 74,108 0 0 GRUPO TELEVISA SA-SPONS ADR COM 40049J206 27,548.80 567,899 SHD OTH 3 0 0 0 GRUPO TELEVISA, S.A. GDS COM 40049J206 268.75 5,540 SOLE 2 5,540 GRUPO TELEVISA, S.A. GDS COM 40049J206 244.98 5,050 SOLE 2 5,050 GS MSD SELECT VENTURE CAPITAL COM USVC13930 23,211.00 21,690,483 SHD SOLE 3 21,690,483 0 0 GT GROUP TELECOM INC. COM 362359408 3,974.99 11,041,652 SOLE 2 11,041,652 GTECH HLDGS CORPORATION COM 400518106 20,576.10 422,073 SHD SOLE 3 422,073 0 0 GTECH HLDGS CORPORATION COM 400518106 1,852.20 37,994 SHD OTH 3 8,594 0 29,400 GUIDANT CORPORATION COM 401698105 4,306.01 99,400 SOLE 2 99,400 GUIDANT CORPORATION CLL 401698105 79.50 10,000 CLL SOLE 2 10,000 GUIDANT CORPORATION COM 401698105 1,290.94 29,800 SOLE 2 29,800 GUIDANT CORPORATION COM 401698105 4,082.40 94,239 SHD SOLE 3 94,239 0 0 GUIDANT CORPORATION COM 401698105 289.40 6,680 SHD OTH 3 6,680 0 0 GUILFORD PHARMACEUTICALS INC. COM 401829106 275.50 38,700 SHD SOLE 3 38,700 0 0 GUITAR CENTER, INC. COM 402040109 1,673.63 95,527 SOLE 2 95,527 GUITAR CENTER, INC. COM 402040109 1,800.00 102,739 SHD SOLE 3 102,739 0 0 GUITAR CENTER, INC. COM 402040109 35.00 2,000 SHD OTH 3 2,000 0 0 GULF INDONESIA RESOURCES LTD. COM 402284103 481.16 46,000 SOLE 2 46,000 GULF INDONESIA RESOURCES LTD. COM 402284103 128.94 12,327 SOLE 2 12,327 GULF ISLAND FABRICATION COM 402307102 7.50 500 SHD SOLE 3 500 0 0 GULFMARK OFFSHORE INC. COM 402629109 93.90 2,600 SHD SOLE 3 2,600 0 0 GYMBOREE CORPORATION COM 403777105 715.38 48,500 SOLE 2 48,500 H & R BLOCK INC. COM 093671105 222.25 5,000 SOLE 2 5,000 H & R BLOCK INC. COM 093671105 777.90 17,500 SHD SHD 1 17,500 0 0 H & R BLOCK INC. COM 093671105 93,768.50 2,109,528 SHD SOLE 3 2,075,728 0 21,600 H & R BLOCK INC. COM 093671105 8,307.20 186,888 SHD OTH 3 25,288 0 0 H.J.HEINZ CO. COM 423074103 1,210.97 29,180 SOLE 2 29,180 H.J.HEINZ CO. COM 423074103 2,308.85 55,635 SOLE 2 55,635 H.J.HEINZ CO. COM 423074103 36,430.00 877,831 SHD SOLE 3 666,870 0 199,108 H.J.HEINZ CO. COM 423074103 642.50 15,483 SHD OTH 3 15,483 0 0 HAEMONETICS CORPORATION COM 405024100 676.10 21,300 SHD SOLE 3 21,300 0 0 HAGGAR CORPORATION COM 405173105 169.74 13,800 SOLE 2 13,800 HAIN CELESTIAL GROUP COM 405217100 10,206.60 458,725 SHD SOLE 3 458,725 0 0 HALLIBURTON CO COM 406216101 348.20 20,400 SHD SHD 1 20,400 0 0 HALLIBURTON CO COM 406216101 5,910.10 346,230 SHD SOLE 3 317,330 0 28,900 HALLIBURTON CO COM 406216101 228.70 13,400 SHD OTH 3 8,600 0 0 HALLIBURTON COMPANY COM 406216101 208.77 12,230 SOLE 2 12,230 HALLIBURTON COMPANY CLL 406216101 29.38 25,000 CLL SOLE 2 25,000 HALLWOOD GROUP INC COM 406364406 282.06 46,050 SOLE 2 46,050 HANCOCK FABRICS INC COM 409900107 16.20 900 SHD SOLE 3 900 0 0 HANCOCK HOLDING CO COM 410120109 4,090.30 76,170 SHD SOLE 3 76,170 0 0 HANCOCK HOLDING CO COM 410120109 41.90 780 SHD OTH 3 780 0 0 HANDLEMAN COMPANY COM 410252100 1,802.40 175,500 SHD SOLE 3 175,500 0 0 HANDLEMAN COMPANY COM 410252100 131.10 12,767 SHD OTH 3 6,100 0 0 HANDSPRING INC COM 410293104 20.50 4,400 SHD SOLE 3 4,400 0 0 HANOVER COMPRESSOR CO COM 410768105 6,140.60 341,335 SHD SOLE 3 341,335 0 0 HANOVER DIRECT INC (DELAWARE) COM 410783104 12.90 30,000 SOLE 2 30,000 HANOVER DIRECT INC (DELAWARE) COM 410783104 86.00 200,000 SOLE 2 200,000 HARBOR FLORIDA BANCSHARES COM 411901101 1,551.70 80,900 SHD SOLE 3 80,900 0 0 HARDINGE INC. COM 412324303 822.00 60,000 SHD SOLE 3 60,000 0 0 HARLAND JOHN H CO COM 412693103 988.40 34,000 SHD SOLE 3 34,000 0 0 HARLEY-DAVIDSON INC COM 412822108 314.24 5,700 SOLE 2 5,700 HARLEY-DAVIDSON INC COM 412822108 803.96 14,583 SOLE 2 14,583 HARLEY-DAVIDSON INC COM 412822108 556.80 10,100 SHD SHD 1 10,100 0 0 HARLEY-DAVIDSON INC COM 412822108 39,271.80 712,349 SHD SOLE 3 693,249 0 10,600 HARLEY-DAVIDSON INC COM 412822108 20,805.60 377,392 SHD OTH 3 15,892 0 0 HARLEYSVILLE GROUP INC COM 412824104 597.10 22,600 SHD SOLE 3 22,600 0 0 HARLEYSVILLE GROUP INC COM 412824104 68.70 2,600 SHD OTH 3 2,600 0 0 HARLEYSVILLE NATIONAL CORPORATION COM 412850109 4.70 200 SHD SOLE 3 200 0 0 HARMAN INTL INDS INC (NEW) COM 413086109 22,604.60 458,046 SHD SOLE 3 456,746 0 1,300 HARMAN INTL INDS INC (NEW) COM 413086109 1,041.30 21,100 SHD OTH 3 1,300 0 19,800 HARMONIC LIGHTWAVES INC COM 413160102 896.70 77,300 SHD SOLE 3 77,300 0 0 HARMONIC LIGHTWAVES INC COM 413160102 56.60 4,880 SHD OTH 3 4,880 0 0 HARRAHS ENTERTAINMENT INC COM 413619107 438,023.00 9,896,589 SHD SOLE 3 9,704,329 0 161,510 HARRAHS ENTERTAINMENT INC COM 413619107 22,263.10 503,007 SHD OTH 3 254,139 0 230,800 HARRAHS ENTMT INC COM 413619107 464.07 10,485 SOLE 2 10,485 HARRIS CORPORATION COM 413875105 261.21 7,274 SOLE 2 7,274 HARRIS CORPORATION COM 413875105 8,236.80 229,373 SHD SOLE 3 229,373 0 0 HARRIS CORPORATION COM 413875105 8.60 240 SHD OTH 3 240 0 0 HARSCO CORPORATION COM 415864107 11,751.50 300,243 SHD SOLE 3 300,243 0 0 HARSCO CORPORATION COM 415864107 1,687.70 43,119 SHD OTH 3 4,919 0 38,200 HARTE-HANKS INC COM 416196103 3,396.70 107,355 SHD SOLE 3 107,355 0 0 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 438.69 6,440 SOLE 2 6,440 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 5,269.76 77,360 SOLE 2 77,360 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 497.30 7,300 SHD SHD 1 7,300 0 0 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 29,716.70 436,240 SHD SOLE 3 388,630 0 44,475 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 10,338.60 151,770 SHD OTH 3 27,270 0 0 HARVARD BIOSCIENCE INC COM 416906105 347.20 39,500 SHD SOLE 3 39,500 0 0 HARVARD BIOSCIENCE INC COM 416906105 29.00 3,300 SHD OTH 3 3,300 0 0 HASBRO INC COM 418056107 3.20 200 SHD SOLE 3 200 0 0 HASBRO INC COM 418056107 19.00 1,200 SHD OTH 3 1,200 0 0 HASTINGS ENTERTAINMENT INC COM 418365102 638.25 80,893 SOLE 2 80,893 HAVAS ADVERTISING COM 419313101 366.88 41,130 SHD SOLE 4 41,130 HAVAS ADVERTISING SPON ADR COM 419313101 8,105.20 898,580 SHD SOLE 3 898,580 0 0 HAVERTY FURNITURE COS INC COM 419596101 1,868.10 108,550 SHD SOLE 3 108,550 0 0 HAVERTY FURNITURE COS INC COM 419596101 71.40 4,150 SHD OTH 3 4,150 0 0 HAWAIIAN ELEC INDS INC COM 419870100 378.60 8,602 SHD SOLE 3 8,602 0 0 HAWAIIAN ELEC INDS INC COM 419870100 8.80 200 SHD OTH 3 200 0 0 HCA INC COM 404119109 2,735.65 62,061 SOLE 2 62,061 HCA INC COM 404119109 10,018.46 227,279 SOLE 2 227,279 HCA INC. COM 404119109 9,799.40 222,309 SHD SOLE 3 219,509 0 0 HCA INC. COM 404119109 473.10 10,733 SHD OTH 3 10,733 0 0 HCC INSURANCE HOLDINGS INC COM 404132102 2.80 100 SHD SOLE 3 100 0 0 HEALTH CARE PROPERTY INV., INC COM 421915109 1,741.46 42,946 SOLE 2 42,946 HEALTH CARE PROPERTY INV., INC COM 421915109 397.31 9,798 SOLE 2 9,798 HEALTH CARE PROPERTY INV., INC COM 421915109 9,429.00 232,527 SHD SOLE 3 232,527 0 0 HEALTH CARE PROPERTY INV., INC COM 421915109 69.90 1,724 SHD OTH 3 1,724 0 0 HEALTH MANAGEMENT ASSOC. CL A COM 421933102 6,476.51 312,422 SOLE 2 312,422 HEALTH MANAGEMENT ASSOC. CL A COM 421933102 12,802.50 617,585 SHD SOLE 3 617,585 0 0 HEALTH MANAGEMENT ASSOC. CL A COM 421933102 106.30 5,128 SHD OTH 3 5,128 0 0 HEALTH NET, INC. COM 42222G108 27,106.40 987,841 SHD SOLE 3 980,941 0 6,900 HEALTH NET, INC. COM 42222G108 834.50 30,410 SHD OTH 3 4,910 0 25,500 HEALTHAXIS INC COM 42219D100 7.80 10,000 SOLE 2 10,000 HEALTHCARE REALTY TRUST INC COM 421946104 11,080.00 364,953 SHD SOLE 3 364,953 0 0 HEALTHCARE REALTY TRUST INC COM 421946104 1,579.90 52,040 SHD OTH 3 2,740 0 49,300 HEALTHCARE SVCS GROUP INC COM 421906108 3,776.20 329,800 SHD SOLE 3 329,800 0 0 HEALTHSOUTH CORPORATION COM 421924101 503.40 35,080 SOLE 2 35,080 HEALTHSOUTH CORPORATION COM 421924101 7,808.00 544,110 SHD SOLE 3 544,110 0 0 HEALTHSOUTH CORPORATION COM 421924101 45.30 3,159 SHD OTH 3 3,159 0 0 HEALTHSOUTH CORPORATION SB DB CV 4/1/03 CNV 421924AF8 337.31 350,000 SHD SOLE 4 350,000 HEALTHSTREAM INC COM 42222N103 185.08 142,367 SOLE 2 142,367 HEALTHTRONICS SURGICAL SVCS COM 42222L107 307.46 30,900 SOLE 2 30,900 HEALTHY PLANET PRODUCTS INC COM 42221N104 11.20 70,000 SOLE 2 70,000 HEARST-ARGYLE TELEVISION COM 422317107 3,189.08 128,956 SOLE 2 128,956 HEARST-ARGYLE TELEVISION COM 422317107 14,593.40 590,109 SHD SOLE 3 582,609 0 7,500 HEARST-ARGYLE TELEVISION COM 422317107 40.10 1,620 SHD OTH 3 1,620 0 0 HEARTLAND EXPRESS INC COM 422347104 9,006.60 451,233 SHD SOLE 3 451,233 0 0 HEARTLAND EXPRESS INC COM 422347104 103.30 5,177 SHD OTH 3 5,177 0 0 HEICO CORPORATION (NEW) COM 422806109 6.90 440 SHD SOLE 3 440 0 0 HEICO CORPORATION CLASS A COM 422806208 0.60 44 SHD SOLE 3 44 0 0 HEIDRICK & STRUGGLES INC. COM 422819102 285.00 13,700 SHD SOLE 3 13,700 0 0 HELEN OF TROY LTD (NEW) COM G4388N106 8,189.10 576,700 SHD SOLE 3 576,700 0 0 HELIX TECHNOLOGY CORPORATION COM 423319102 740.60 29,250 SHD SOLE 3 29,250 0 0 HELIX TECHNOLOGY CORPORATION COM 423319102 58.20 2,300 SHD OTH 3 2,300 0 0 HELMERICH & PAYNE INC. COM 423452101 383.70 9,570 SHD SOLE 3 9,570 0 0 HELMERICH & PAYNE INC. COM 423452101 665.50 16,600 SHD OTH 3 2,500 0 14,100 HENRY SCHEIN INC COM 806407102 264.30 6,000 SOLE 2 6,000 HENRY SCHEIN INC COM 806407102 101.30 2,300 SHD SHD 1 2,300 0 0 HENRY SCHEIN INC COM 806407102 59,245.90 1,344,969 SHD SOLE 3 1,338,869 0 5,300 HENRY SCHEIN INC COM 806407102 4,094.40 92,950 SHD OTH 3 6,550 0 83,800 HERBALIFE INT'L CL A COM 426908208 1,542.80 105,600 SHD SOLE 3 105,600 0 0 HERBALIFE INT'L CL A COM 426908208 114.00 7,800 SHD OTH 3 7,800 0 0 HERCULES INC. COM 427056106 3.30 250 SHD SOLE 3 250 0 0 HERLEY INDUSTRIES INC COM 427398102 5,239.00 261,949 SHD SOLE 3 261,949 0 0 HERLEY INDUSTRIES INC COM 427398102 57.50 2,875 SHD OTH 3 2,875 0 0 HERSHEY FOODS CORPORATION COM 427866108 20,096.40 293,207 SHD SOLE 3 204,557 0 83,400 HERSHEY FOODS CORPORATION COM 427866108 657.00 9,585 SHD OTH 3 9,585 0 0 HEWLETT-PACKARD CO. COM 428236103 951.95 53,063 SOLE 2 53,063 HEWLETT-PACKARD CO. COM 428236103 4,812.30 268,244 SOLE 2 268,244 HEWLETT-PACKARD CO. COM 428236103 2,325.00 129,600 SHD SHD 1 129,600 0 0 HEWLETT-PACKARD CO. COM 428236103 90,525.40 5,046,008 SHD SOLE 3 4,825,008 0 188,800 HEWLETT-PACKARD CO. COM 428236103 23,651.40 1,318,360 SHD OTH 3 170,160 0 0 HI/FN INC COM 428358105 255.08 21,617 SOLE 2 21,617 HI/FN INC COM 428358105 168.70 14,300 SHD SOLE 3 14,300 0 0 HI/FN INC COM 428358105 21.20 1,800 SHD OTH 3 1,800 0 0 HIBERNIA CORPORATION CLASS A COM 428656102 538.93 28,216 SOLE 2 28,216 HIBERNIA CORPORATION CLASS A COM 428656102 578.35 30,280 SOLE 2 30,280 HIBERNIA CORPORATION CLASS A COM 428656102 16,562.00 867,120 SHD SOLE 3 848,720 0 18,400 HIBERNIA CORPORATION CLASS A COM 428656102 67.70 3,544 SHD OTH 3 3,544 0 0 HIGHWOOD PROPERTIES INC COM 431284108 3,004.30 106,953 SHD SOLE 3 106,953 0 0 HIGHWOOD PROPERTIES INC COM 431284108 1,943.80 69,200 SHD OTH 3 1,300 0 67,900 HILB ROGAL HAMILTON COM 431294107 1,747.20 56,000 SHD SOLE 3 56,000 0 0 HILB ROGAL HAMILTON COM 431294107 59.30 1,900 SHD OTH 3 1,900 0 0 HILLENBRAND INDUST INC COM 431573104 370.70 6,015 SHD SOLE 3 6,015 0 0 HILLENBRAND INDUST INC COM 431573104 98.60 1,600 SHD OTH 3 1,600 0 0 HILTON HOTELS CORPORATION CLL 432848109 13.75 10,000 CLL SOLE 2 10,000 HILTON HOTELS CORPORATION COM 432848109 7,781.90 544,191 SHD SOLE 3 544,191 0 0 HILTON HOTELS CORPORATION COM 432848109 47.90 3,349 SHD OTH 3 3,349 0 0 HILTON HOTELS CORPORATION SB NTCV5/15/06CNV 432848AL3 947.50 1,000,000 SOLE 2 1,000,000 HILTON HOTELS CORPORATION SB NTCV5/15/06CNV 432848AL3 750.00 800,000 SHD SOLE 4 800,000 HISPANIC BROADCASTING CORPORATION COM 43357B104 8,583.20 294,754 SHD SOLE 3 294,754 0 0 HNC SOFTWARE COM 40425P107 3,065.10 182,445 SHD SOLE 3 182,445 0 0 HOLLINGER INTERNATIONAL INC COM 435569108 289.70 22,100 SHD SOLE 3 22,100 0 0 HOLLY CORPORATION $.01 PAR COM 435758305 213.60 11,515 SOLE 2 11,515 HOLLY CORPORATION $.01 PAR COM 435758305 7,290.00 392,994 SHD SOLE 3 392,994 0 0 HOLLY CORPORATION $.01 PAR COM 435758305 656.70 35,400 SHD OTH 3 0 0 35,400 HOLLYWOOD ENTERTAINMENT CORPORATION COM 436141105 177.24 10,550 SOLE 2 10,550 HOLLYWOOD ENTERTAINMENT CORPORATION COM 436141105 2,100.00 125,000 SHD SOLE 3 125,000 0 0 HOLLYWOOD ENTERTAINMENT CORPORATION COM 436141105 716.70 42,663 SHD OTH 3 4,300 0 35,900 HOME DEPOT INC COM 437076102 377,362.30 7,763,059 SOLE 2 7,763,059 HOME DEPOT INC COM 437076102 158,365.26 3,257,874 SOLE 2 3,257,874 HOME DEPOT INC COM 437076102 30,496.77 633,370 SHD SOLE 4 633,370 HOME DEPOT INC COM 437076102 2,561.70 52,700 SHD SHD 1 52,700 0 0 HOME DEPOT INC COM 437076102 556,648.90 11,451,324 SHD SOLE 3 10,761,834 0 647,690 HOME DEPOT INC COM 437076102 83,215.40 1,711,898 SHD OTH 3 175,846 0 200,650 HOME PROPERTIES OF N.Y., INC. COM 437306103 11,674.30 338,878 SHD SOLE 3 338,878 0 0 HOME PROPERTIES OF N.Y., INC. COM 437306103 670.60 19,466 SHD OTH 3 7,866 0 11,600 HOMESTORE.COM INC COM 437852106 810.00 300,000 SOLE 2 300,000 HOMESTORE.COM INC COM 437852106 55.92 20,712 SOLE 2 20,712 HON HAI PRECISION GDR COM 438090201 212.70 22,920 SHD SOLE 3 0 0 0 HON INDUSTRIES COM 438092108 81.20 2,857 SHD SOLE 3 2,857 0 0 HONDA MOTOR CO LTD - ADR COM 438128308 453.00 21,400 SHD SOLE 3 17,800 0 3,600 HONDA MOTOR CO LTD - ADR COM 438128308 3,675.10 173,600 SHD OTH 3 0 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 26,194.80 684,473 SHD SOLE 3 640,498 0 38,925 HONEYWELL INTERNATIONAL INC COM 438516106 957.90 25,030 SHD OTH 3 19,030 0 0 HONEYWELL INTL INC COM 438516106 507.96 13,273 SOLE 2 13,273 HONEYWELL INTL INC COM 438516106 10,484.49 273,961 SOLE 2 273,961 HONG KONG ELECTRIC HLDGS ADR COM 438580300 1,134.30 298,500 SHD OTH 3 0 0 0 HOOPER HOLMES INC COM 439104100 15,210.60 1,450,008 SHD SOLE 3 1,445,308 0 4,700 HOOPER HOLMES INC COM 439104100 805.60 76,800 SHD OTH 3 4,000 0 72,800 HORACE MANN EDUCATORS CORPORATION COM 440327104 8,397.60 373,063 SHD SOLE 3 373,063 0 0 HORACE MANN EDUCATORS CORPORATION COM 440327104 90.20 4,009 SHD OTH 3 4,009 0 0 HORIZON OFFSHORE INC COM 44043J105 22.30 1,900 SHD SOLE 3 1,900 0 0 HORMEL FOODS CORPORATION COM 440452100 557.90 20,400 SHD SHD 1 20,400 0 0 HORMEL FOODS CORPORATION COM 440452100 7,791.40 284,878 SHD SOLE 3 283,778 0 0 HORMEL FOODS CORPORATION COM 440452100 555.20 20,300 SHD OTH 3 0 0 20,300 HOSPITALITY PROPERTIES TRUST COM 44106M102 17,771.80 517,675 SHD SOLE 3 517,675 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 1,769.90 51,555 SHD OTH 3 9,255 0 42,300 HOST MARRIOTT CORPORATION COM 44107P104 1,025.15 85,787 SOLE 2 85,787 HOST MARRIOTT CORPORATION (REIT) COM 44107P104 1,490.20 124,700 SHD SOLE 3 124,700 0 0 HOT TOPIC INC COM 441339108 77.30 3,700 SHD SOLE 3 3,700 0 0 HOTEL RESERVATIONS INC COM 441451101 5,769.80 97,910 SHD SOLE 3 94,610 0 2,300 HOTEL RESERVATIONS INC COM 441451101 1,231.60 20,900 SHD OTH 3 1,200 0 19,700 HOUSEHOLD INTERNATIONAL COM 441815107 249.90 4,400 SHD SHD 1 4,400 0 0 HOUSEHOLD INTERNATIONAL COM 441815107 110,246.10 1,940,952 SHD SOLE 3 1,848,202 0 85,375 HOUSEHOLD INTERNATIONAL COM 441815107 414.60 7,300 SHD OTH 3 5,700 0 0 HOUSEHOLD INTL INC. 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COM 441815107 6,348.37 111,767 SOLE 2 111,767 HOUSTON EXPLORATION COMPANY COM 442120101 4,662.40 150,400 SHD SOLE 3 150,400 0 0 HOVNANIAN ENTERPRISES CLASS A COM 442487203 2,347.90 88,300 SHD SOLE 3 88,300 0 0 HOVNANIAN ENTERPRISES CLASS A COM 442487203 58.50 2,200 SHD OTH 3 2,200 0 0 HRC 3.2500 030401 CNV 421924AF8 24,020.50 250,000 SHD SOLE 3 0 0 250,000 HRC 3.2500 030401 CNV 421924AF8 1,705,451.90 17,750,000 SHD OTH 3 0 0 15,750,000 HRPT PROPERTIES TRUST COM 40426W101 3,303.30 367,037 SHD SOLE 3 367,037 0 0 HRPT PROPERTIES TRUST COM 40426W101 117.90 13,100 SHD OTH 3 13,100 0 0 HUBBELL INC CLASS B COM 443510201 47.00 1,430 SHD OTH 3 1,430 0 0 HUDSON CITY BANCORPORATION INC COM 443683107 665.40 20,500 SHD SOLE 3 20,500 0 0 HUDSON CITY BANCORPORATION INC COM 443683107 27.90 860 SHD OTH 3 0 0 0 HUDSON UNITED BANCORPORATION COM 444165104 322.71 10,145 SOLE 2 10,145 HUDSON UNITED BANCORPORATION COM 444165104 1,684.00 52,938 SHD SOLE 3 52,938 0 0 HUGHES SUPPLY INC COM 444482103 23,863.90 612,524 SHD SOLE 3 612,524 0 0 HUGHES SUPPLY INC COM 444482103 602.40 15,461 SHD OTH 3 12,235 0 0 HUGOTON ROYALTY TRUST UNITS COM 444717102 1,781.43 148,700 SOLE 2 148,700 HUGOTON ROYALTY TRUST UNITS COM 444717102 938.67 78,353 SOLE 2 78,353 HUMAN GENOME SCIENCES INC COM 444903108 614.27 30,500 SHD SOLE 4 30,500 HUMAN GENOME SCIENCES INC COM 444903108 8.70 400 SHD SOLE 3 400 0 0 HUMAN GENOME SCIENCES INC COM 444903108 52.30 2,400 SHD OTH 3 2,400 0 0 HUMANA INC COM 444859102 22,278.20 1,646,575 SHD SOLE 3 1,642,875 0 3,700 HUMANA INC COM 444859102 678.40 50,138 SHD OTH 3 19,038 0 31,100 HUNTINGTON BANCSHARES INC COM 446150104 413.70 21,000 SHD SOLE 3 21,000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 69.20 3,513 SHD OTH 3 1,810 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 12,427.90 576,164 SHD SOLE 3 576,164 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 120.60 5,590 SHD OTH 3 5,590 0 0 HUTTIG BUILDING PRODUCTS COM 448451104 98.20 17,722 SHD SOLE 3 17,722 0 0 HYDRIL CO COM 448774109 87.70 3,600 SHD SOLE 3 3,600 0 0 HYPERION SOLUTIONS CORPORATION COM 44914M104 934.50 34,600 SHD SOLE 3 34,600 0 0 HYSEQ INC COM 449163302 58.00 10,900 SHD SOLE 3 10,900 0 0 HYUNDAI MOTOR CO-GDR COM 449187707 760.60 48,600 SHD SOLE 3 48,600 0 0 I2 TECHNOLOGIES, INC. COM 465754109 252.17 49,836 SOLE 2 49,836 I2 TECHNOLOGIES, INC. COM 465754109 2,401.52 474,608 SOLE 2 474,608 I2 TECHNOLOGIES, INC. COM 465754109 5,477.00 1,082,404 SHD SOLE 3 1,082,404 0 0 ICN PHARMACEUTICALS INC (NEW) COM 448924100 304.80 9,600 SHD SOLE 3 9,600 0 0 ICN PHARMACEUTICALS INC. COM 448924100 238.13 7,500 SOLE 2 7,500 ICOS CORPORATION COM 449295104 374.80 8,150 SHD SOLE 3 8,150 0 0 ICOS CORPORATION COM 449295104 133.40 2,900 SHD OTH 3 2,900 0 0 ICU MEDICAL INC COM 44930G107 16.40 450 SHD SOLE 3 450 0 0 IDACORPORATION INC COM 451107106 1,101.70 27,202 SHD SOLE 3 27,202 0 0 IDACORPORATION INC COM 451107106 340.20 8,400 SHD OTH 3 100 0 8,300 IDEC PHARMACEUTICALS CORPORATION COM 449370105 1,082.94 16,842 SOLE 2 16,842 IDEC PHARMACEUTICALS CORPORATION COM 449370105 11,190.60 174,037 SHD SOLE 3 169,537 0 4,500 IDEC PHARMACEUTICALS CORPORATION COM 449370105 853.00 13,266 SHD OTH 3 5,366 0 7,900 IDENTIX INC COM 451906101 143.70 16,200 SHD SOLE 3 16,200 0 0 IDEX CORPORATION COM 45167R104 4,395.50 118,798 SHD SOLE 3 118,798 0 0 IDEX CORPORATION COM 45167R104 47.90 1,295 SHD OTH 3 1,295 0 0 IDEXX LABORATORIES COM 45168D104 2,712.50 101,061 SHD SOLE 3 101,061 0 0 IDEXX LABORATORIES COM 45168D104 612.00 22,800 SHD OTH 3 2,700 0 20,100 IDT CORPORATION COM 448947101 6,586.60 326,231 SHD SOLE 3 326,231 0 0 IDT CORPORATION COM 448947101 2,444.70 121,083 SHD OTH 3 11,400 0 103,500 IDX SYSTEMS CORPORATION COM 449491109 10.50 600 SHD SOLE 3 600 0 0 IGO CORPORATION COM 449592104 66.56 184,882 SOLE 2 184,882 IHOP CORPORATION NEW COM 449623107 4,916.70 145,852 SHD SOLE 3 145,852 0 0 IHOP CORPORATION NEW COM 449623107 51.80 1,537 SHD OTH 3 1,537 0 0 II-VI INC COM 902104108 662.80 43,750 SHD SOLE 3 43,750 0 0 II-VI INC COM 902104108 34.10 2,250 SHD OTH 3 2,250 0 0 IKON OFFICE SOLUTIONS, INC. 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COM 45247T104 0.00 2 SHD OTH 3 2 0 0 IMATION CORPORATION COM 45245A107 8,146.80 307,080 SHD SOLE 3 301,180 0 3,500 IMATION CORPORATION COM 45245A107 1,960.60 73,900 SHD OTH 3 8,700 0 50,800 IMAX CORPORATION COM 45245E109 1,627.20 346,960 SHD SOLE 3 346,960 0 0 IMC GLOBAL INC COM 449669100 197.70 13,400 SHD SOLE 3 13,400 0 0 IMC GLOBAL INC COM 449669100 33.90 2,300 SHD OTH 3 2,300 0 0 IMMTECH INTERNATIONAL INC COM 452519101 87.36 18,200 SOLE 2 18,200 IMMUNEX CORPORATION (NEW) COM 452528102 1,500.90 49,600 SHD SOLE 3 49,600 0 0 IMMUNEX CORPORATION (NEW) COM 452528102 194.30 6,420 SHD OTH 3 6,420 0 0 IMMUNOGEN INC. COM 45253H101 304.80 27,534 SHD SOLE 3 27,534 0 0 IMMUNOMEDICS INC COM 452907108 968.90 51,100 SHD SOLE 3 51,100 0 0 IMMUNOMEDICS INC COM 452907108 1.90 100 SHD OTH 3 100 0 0 IMPATH INC COM 45255G101 205.20 5,000 SOLE 2 5,000 IMPATH INC COM 45255G101 8.20 200 SHD SOLE 3 200 0 0 IMPATH INC COM 45255G101 16.40 400 SHD OTH 3 400 0 0 IMPAX LABORATORIES INC COM 45256B101 90.20 13,000 SHD SOLE 3 13,000 0 0 IMPERIAL OIL LTD COMMON (NEW) COM 453038408 0.00 1 SHD OTH 3 0 0 0 IMS HEALTH INC COM 449934108 15,506.22 690,700 SOLE 2 690,700 IMS HEALTH INC COM 449934108 4,197.50 186,972 SHD SOLE 3 186,972 0 0 IMS HEALTH INC COM 449934108 131.40 5,855 SHD OTH 3 5,855 0 0 INAMED CORPORATION COM 453235103 243.50 7,400 SHD SOLE 3 7,400 0 0 INCO LIMITED COM 453258402 17,903.60 914,850 SHD SOLE 3 909,150 0 5,700 INCO LIMITED COM 453258402 6,321.10 323,000 SHD OTH 3 0 0 0 INDEPENDENCE COMMUNITY BANK COM 453414104 561.25 19,952 SOLE 2 19,952 INDEPENDENCE COMMUNITY BANK COM 453414104 5,392.50 191,700 SHD SOLE 3 187,300 0 4,400 INDEPENDENCE COMMUNITY BANK COM 453414104 227.90 8,100 SHD OTH 3 8,100 0 0 INDEPENDENT BANK CORPORATION MASS COM 453836108 59.50 2,300 SHD SOLE 3 2,300 0 0 INDEPENDENT BANK CORPORATION MASS COM 453836108 3.70 144 SHD OTH 3 144 0 0 INDYMAC BANCORPORATION, INC. COM 456607100 447.07 18,100 SOLE 2 18,100 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 4,253.30 172,200 SHD SOLE 3 172,200 0 0 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 1,454.80 58,900 SHD OTH 3 8,200 0 50,700 INET TECHNOLOGIES INC COM 45662V105 2,813.10 298,000 SHD SOLE 3 298,000 0 0 INET TECHNOLOGIES INC COM 45662V105 45.30 4,800 SHD OTH 3 4,800 0 0 INET TECHNOLOGIES, INC. COM 45662V105 104.00 11,017 SOLE 2 11,017 INFINEON TECHNOLOGIES AG ADR COM 45662N103 274.21 12,133 SOLE 2 12,133 INFINIUM SOFTWARE INC COM 45662Y109 664.69 177,250 SOLE 2 177,250 INFOCUS CORPORATION COM 45665B106 1,017.90 55,896 SHD SOLE 3 55,896 0 0 INFOCUS CORPORATION COM 45665B106 395.20 21,700 SHD OTH 3 400 0 21,300 INFORMATICA CORPORATION COM 45666Q102 447.40 61,800 SHD SOLE 3 61,800 0 0 INFORMATION HOLDINGS INC COM 456727106 210.20 7,300 SHD SOLE 3 7,300 0 0 INFORMATION RESOURCS INC COM 456905108 34.00 3,700 SHD SOLE 3 3,700 0 0 INFORNET INC COM 45666T106 1.30 600 SHD SOLE 3 600 0 0 INFOSPACE INC COM 45678T102 181.10 119,164 SHD SOLE 3 119,164 0 0 INFOUSA INC - COM 456818301 191.50 25,100 SHD SOLE 3 25,100 0 0 INFOUSA INC - COM 456818301 15.30 2,000 SHD OTH 3 2,000 0 0 ING GROEP N.V. SPONS ADR COM 456837103 462.00 17,168 SHD SOLE 3 17,168 0 0 ING GROEP N.V. SPONS ADR COM 456837103 5,088.70 189,100 SHD OTH 3 0 0 0 ING GROEP N.V. SPONS ADR COM 456837103 1,421.06 52,808 SOLE 2 52,808 ING GROEP N.V. SPONS ADR COM 456837103 992.44 36,880 SOLE 2 36,880 ING PRIME RATE TR COM 44977W106 241.50 35,000 SOLE 2 35,000 INGERSOLL-RAND CO CL A COM G4776G101 175.90 3,517 SHD SOLE 3 3,517 0 0 INGERSOLL-RAND CO CL A COM G4776G101 47.80 955 SHD OTH 3 955 0 0 INGRAM MICRO INC. COM 457153104 165.50 10,000 SOLE 2 10,000 INGRAM MICRO INC. COM 457153104 274.70 16,600 SHD SHD 1 16,600 0 0 INGRAM MICRO INC. COM 457153104 72,033.40 4,352,472 SHD SOLE 3 4,243,272 0 97,800 INGRAM MICRO INC. COM 457153104 13,939.20 842,249 SHD OTH 3 101,480 0 291,300 INITIALS PLUS INC COM 457197101 0.00 100,000 SHD OTH 3 0 0 0 INKINE PHARMACEUTICAL CO INC COM 457214104 48.94 26,600 SOLE 2 26,600 INKINE PHARMACEUTICAL CO INC COM 457214104 73.60 40,000 SOLE 2 40,000 INKTOMI CORPORATION COM 457277101 73.66 21,350 SOLE 2 21,350 INKTOMI CORPORATION COM 457277101 934.39 270,838 SOLE 2 270,838 INKTOMI CORPORATION COM 457277101 1,764.10 511,326 SHD SOLE 3 511,326 0 0 INPUT/OUTPUT INC COM 457652105 156.50 17,200 SHD SOLE 3 17,200 0 0 INRANGE TECHNOLOGIES COM 45769V206 1,793.80 222,000 SHD SOLE 3 213,000 0 9,000 INRANGE TECHNOLOGIES COM 45769V206 24.90 3,077 SHD OTH 3 0 0 0 INSIGHT COMMUNICATIONS INC COM 45768V108 31,327.70 1,495,357 SHD SOLE 3 1,492,707 0 2,650 INSIGHT COMMUNICATIONS INC COM 45768V108 912.40 43,550 SHD OTH 3 3,550 0 40,000 INSIGHT COMMUNICATIONS INC COM 45768V108 3,477.16 165,974 SOLE 2 165,974 INSIGHT ENTERPRISES INC COM 45765U103 467.50 20,650 SHD SOLE 3 20,650 0 0 INSIGHTFUL CORPORATION COM 45770X100 30.00 10,000 SOLE 2 10,000 INSIGNIA FINANCIAL GROUP INC COM 45767A105 324.00 28,300 SHD SOLE 3 28,300 0 0 INSIGNIA FINANCIAL GROUP INC COM 45767A105 430.52 37,600 SOLE 2 37,600 INSITUFORM TECHNOLOGIES INC COM 457667103 6,438.80 254,800 SHD SOLE 3 254,800 0 0 INSITUFORM TECHNOLOGIES INC COM 457667103 25.30 1,000 SHD OTH 3 1,000 0 0 INSTINET GROUP INC COM 457750107 137.40 21,100 SHD SHD 1 21,100 0 0 INSTINET GROUP INC COM 457750107 1,260.30 193,600 SHD SOLE 3 185,800 0 4,900 INSTINET GROUP INC COM 457750107 115.90 17,800 SHD OTH 3 17,800 0 0 INSWEB CORPORATION (NEW) COM 45809K202 2.00 383 SHD SOLE 3 383 0 0 INTEGRATED CIRCUIT SYSTEM COM 45811K208 46,071.60 2,258,413 SHD SOLE 3 2,255,863 0 2,550 INTEGRATED CIRCUIT SYSTEM COM 45811K208 1,559.60 76,450 SHD OTH 3 20,650 0 55,800 INTEGRATED CIRCUIT SYSTEMS INC COM 45811K208 1,144.64 56,110 SOLE 2 56,110 INTEGRATED DEVICE TECH INC COM 458118106 124.50 3,745 SHD SOLE 3 3,745 0 0 INTEGRATED DEVICE TECH INC COM 458118106 49.50 1,490 SHD OTH 3 1,490 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 43.50 8,700 SHD SOLE 3 8,700 0 0 INTEGRATED HEALTH SERVICES INC COM 45812C106 17.50 194,993 SHD SOLE 3 194,993 0 0 INTEL CORPORATION COM 458140100 129,151.97 4,247,023 SOLE 2 4,247,023 INTEL CORPORATION PUT 458140100 71.54 29,500 PUT SOLE 2 29,500 INTEL CORPORATION COM 458140100 104,869.10 3,448,507 SOLE 2 3,448,507 INTEL CORPORATION PUT 458140100 44.40 12,000 PUT SOLE 2 12,000 INTEL CORPORATION COM 458140100 21,632.94 707,190 SHD SOLE 4 707,190 INTEL CORPORATION COM 458140100 3,776.90 124,200 SHD SHD 1 124,200 0 0 INTEL CORPORATION COM 458140100 811,932.60 26,699,528 SHD SOLE 3 24,913,208 0 1,641,820 INTEL CORPORATION COM 458140100 118,313.10 3,890,599 SHD OTH 3 725,481 0 326,200 INTELLIKEY CORPORATION (PP) COM 458992104 285.00 47,500 SHD SOLE 4 47,500 INTER TEL INC COM 458372109 962.30 52,100 SHD SOLE 3 52,100 0 0 INTER TEL INC COM 458372109 44.20 2,391 SHD OTH 3 0 0 0 INTERACTIVE DATA CORPORATION COM 45840J107 2,308.70 131,550 SHD SOLE 3 131,550 0 0 INTERACTIVE DATA CORPORATION COM 45840J107 443.10 25,250 SHD OTH 3 4,950 0 20,300 INTERACTIVE INTELLIGENCE COM 45839M103 17.00 3,100 SHD SOLE 3 3,100 0 0 INTERCEPT GROUP INC COM 45845L107 79.80 2,200 SHD SOLE 3 2,200 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 355.80 37,100 SHD SOLE 3 37,100 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 28.80 3,000 SHD OTH 3 3,000 0 0 INTERFACE INC CL A COM 458665106 393.10 61,900 SHD SOLE 3 61,900 0 0 INTERGRAPH CORPORATION COM 458683109 1,573.50 89,350 SHD SOLE 3 89,350 0 0 INTERGRAPH CORPORATION COM 458683109 562.60 31,950 SHD OTH 3 3,150 0 28,800 INTERIM SERVICES INC CNV JUN 1 2005 4.5 CNV 45868PAA8 898.35 1,060,000 SHD SOLE 4 1,060,000 INTERLAND, INC. COM 458727104 100.90 39,400 SHD SOLE 3 39,400 0 0 INTERMAGNETICS GEN CRP COM 458771102 1,013.60 37,198 SHD SOLE 3 37,198 0 0 INTERMAGNETICS GEN CRP COM 458771102 686.00 25,176 SHD OTH 3 0 0 21,098 INTERMUNE INC. COM 45884X103 2,076.00 69,040 SHD SOLE 3 69,040 0 0 INTERMUNE INC. COM 45884X103 17.10 570 SHD OTH 3 570 0 0 INTERNAP NETWORK SERVICES COM 45885A102 65.50 85,061 SOLE 2 85,061 INTERNATIONAL BANCSHARES CORPORATION COM 459044103 8.30 187 SHD SOLE 3 187 0 0 INTERNATIONAL BANCSHARES CORPORATION COM 459044103 3.00 67 SHD OTH 3 67 0 0 INTERNATIONAL BUSINESS MACHINES COM 459200101 6,479.20 62,300 SHD SHD 1 62,300 0 0 INTERNATIONAL BUSINESS MACHINES COM 459200101 643,565.60 6,188,131 SHD SOLE 3 5,612,197 0 541,515 INTERNATIONAL BUSINESS MACHINES COM 459200101 141,114.60 1,356,871 SHD OTH 3 171,510 0 58,370 INTERNATIONAL BUSINESS MACHS COM 459200101 381,206.49 3,665,447 SOLE 2 3,665,447 INTERNATIONAL BUSINESS MACHS COM 459200101 190,692.42 1,833,581 SOLE 2 1,833,581 INTERNATIONAL BUSINESS MACHS COM 459200101 38,760.58 384,377 SHD SOLE 4 384,377 INTERNATIONAL PAPER CO. COM 460146103 416.16 9,676 SOLE 2 9,676 INTERNATIONAL PAPER CO. COM 460146103 38,183.30 887,778 SHD SOLE 3 754,164 0 121,775 INTERNATIONAL PAPER CO. COM 460146103 7,631.80 177,442 SHD OTH 3 26,142 0 0 INTERNET CAPITAL GROUP COM 46059C106 44.80 70,000 SHD SOLE 3 70,000 0 0 INTERNET CAPITAL GROUP INC COM 46059C106 7.04 11,000 SOLE 2 11,000 INTERNET CAPITAL GROUP INC COM 46059C106 22.42 35,032 SOLE 2 35,032 INTERNET SEC SYS INC COM 46060X107 278.98 12,209 SOLE 2 12,209 INTERNET SECURITY SYSTEMS INC COM 46060X107 13,361.10 584,729 SHD SOLE 3 584,729 0 0 INTERNEURON PHARMACEUTICAL INC COM 460573108 492.60 56,300 SHD SOLE 3 56,300 0 0 INTERPOOL INC COM 46062R108 10,945.10 585,300 SHD SOLE 3 585,300 0 0 INTERPUBLIC GROUP COS COM 460690100 3,524.91 102,827 SOLE 2 102,827 INTERPUBLIC GROUP COS COM 460690100 36,032.20 1,051,114 SHD SOLE 3 1,038,014 0 13,100 INTERPUBLIC GROUP COS COM 460690100 78.80 2,300 SHD OTH 3 2,300 0 0 INTERPUBLIC GROUP COS SUB NT CNV 460690AF7 219.18 220,000 SOLE 2 220,000 INTERSIL CORPORATION COM 46069S109 345.90 12,200 SHD SHD 1 12,200 0 0 INTERSIL CORPORATION COM 46069S109 109,554.40 3,864,352 SHD SOLE 3 3,750,872 0 98,580 INTERSIL CORPORATION COM 46069S109 10,432.80 368,000 SHD OTH 3 173,500 0 119,800 INTERSTATE BAKERIES CORPORATION COM 46072H108 8,898.00 367,535 SHD SOLE 3 359,535 0 5,400 INTERSTATE BAKERIES CORPORATION COM 46072H108 198.40 8,195 SHD OTH 3 8,195 0 0 INTERSTATE HOTELS CORPORATION COM 46088R108 75.10 35,775 SHD SOLE 3 35,775 0 0 INTERTAN INC COM 461120107 5,398.10 475,604 SHD SOLE 3 475,604 0 0 INTERTAN INC COM 461120107 50.70 4,465 SHD OTH 3 4,465 0 0 INTERVOICE INC COM 461142101 183.00 28,600 SHD SOLE 3 28,600 0 0 INTERWOVEN INC COM 46114T102 50.00 10,000 SOLE 2 10,000 INTERWOVEN INC COM 46114T102 12,124.80 2,424,954 SHD SOLE 3 2,424,954 0 0 INTERWOVEN INC COM 46114T102 124.00 24,800 SHD OTH 3 24,800 0 0 INTL FLAVORS & FRAGRANCES INC COM 459506101 603.70 17,263 SHD SOLE 3 17,263 0 0 INTL GAME TECHNOLOGY COM 459902102 1,663.94 26,700 SOLE 2 26,700 INTL GAME TECHNOLOGY COM 459902102 1,091.85 17,520 SOLE 2 17,520 INTL GAME TECHNOLOGY COM 459902102 8,299.20 133,170 SHD SOLE 3 117,970 0 11,700 INTL GAME TECHNOLOGY COM 459902102 19.90 320 SHD OTH 3 320 0 0 INTL MULTIFOODS CORPORATION COM 460043102 779.50 32,809 SHD SOLE 3 32,809 0 0 INTL RECTIFIER CORPORATION COM 460254105 227.05 5,000 SOLE 2 5,000 INTL RECTIFIER CORPORATION COM 460254105 708.90 15,610 SHD SOLE 3 14,910 0 700 INTL RECTIFIER CORPORATION COM 460254105 152.60 3,360 SHD OTH 3 3,360 0 0 INTL SPECIALTY PRODUCTS COM 460337108 145.60 15,200 SHD SOLE 3 15,200 0 0 INTL SPEEDWAY CORPORATION-CL A COM 460335201 794.70 17,390 SHD SOLE 3 17,390 0 0 INTL SPEEDWAY CORPORATION-CL A COM 460335201 1,585.80 34,700 SHD OTH 3 0 0 22,500 INTRADO INC COM 46117A100 1,756.30 80,600 SHD SOLE 3 80,600 0 0 INTRADO INC COM 46117A100 99.70 4,575 SHD OTH 3 2,700 0 0 INTRAWARE INC. COM 46118M103 216.10 117,000 SOLE 2 117,000 INTUIT COM 461202103 251,013.30 6,543,621 SHD SOLE 3 6,418,811 0 105,510 INTUIT COM 461202103 17,923.40 467,242 SHD OTH 3 281,942 0 170,500 INTUIT INC COM 461202103 295.37 7,700 SOLE 2 7,700 INTUIT INC COM 461202103 874.99 22,810 SOLE 2 22,810 INTUITIVE SURGICAL INC COM 46120E107 112.80 12,000 SOLE 2 12,000 INTUITIVE SURGICAL INC COM 46120E107 390.10 41,500 SHD SOLE 3 41,500 0 0 INTUITIVE SURGICAL INC COM 46120E107 28.20 3,000 SHD OTH 3 3,000 0 0 INVACARE CORPORATION COM 461203101 165.40 4,400 SHD SOLE 3 4,400 0 0 INVACARE CORPORATION COM 461203101 421.10 11,200 SHD OTH 3 0 0 11,200 INVESTMENT TECHNOLOGY GROUP (NEW) COM 46145F105 239.60 4,543 SOLE 2 4,543 INVESTMENT TECHNOLOGY GROUP (NEW) COM 46145F105 5,195.10 98,504 SHD SOLE 3 98,504 0 0 INVESTMENT TECHNOLOGY GROUP (NEW) COM 46145F105 61.30 1,163 SHD OTH 3 1,163 0 0 INVESTORS FINANCIAL SVCS CP COM 461915100 167.30 2,200 SHD SHD 1 2,200 0 0 INVESTORS FINANCIAL SVCS CP COM 461915100 11,076.90 145,653 SHD SOLE 3 132,153 0 13,200 INVESTORS FINANCIAL SVCS CP COM 461915100 4,888.50 64,280 SHD OTH 3 2,380 0 46,600 INVISION TECHNOLOGIES INC COM 461851107 1,009.00 25,100 SHD SOLE 3 25,100 0 0 INVITROGEN CORPORATION COM 46185R100 314.30 9,157 SHD SOLE 3 9,157 0 0 INVITROGEN CORPORATION COM 46185R100 106.40 3,100 SHD OTH 3 3,100 0 0 IONA TECHNOLOGIES PLC ADR COM 46206P109 225.20 13,300 SHD SOLE 3 13,200 0 100 IONA TECHNOLOGIES PLC ADR COM 46206P109 33.90 2,000 SHD OTH 3 2,000 0 0 IONICS INC COM 462218108 416.80 13,000 SHD SOLE 3 13,000 0 0 IPC HOLDINGS LTD COM G4933P101 10,763.10 330,766 SHD SOLE 3 330,766 0 0 IPC HOLDINGS LTD COM G4933P101 118.80 3,650 SHD OTH 3 3,650 0 0 IRON MOUNTAIN INC NEW COM 462846106 33,045.90 1,041,800 SHD SOLE 3 1,041,800 0 0 IRON MOUNTAIN INC NEW COM 462846106 22.80 720 SHD OTH 3 720 0 0 IRON MTN INC PA COM 462846106 226.70 7,147 SOLE 2 7,147 IRSA - SPONS GDR COM 450047204 0.00 1 SHD OTH 3 0 0 0 ISHARES S&P MIDCAP 400 COM 464287507 3,010.20 27,885 SHD SOLE 3 27,885 0 0 ISIS PHARMACEUTICALS COM 464330109 1,431.10 89,000 SHD SOLE 3 89,000 0 0 ISIS PHARMACEUTICALS COM 464330109 27.30 1,700 SHD OTH 3 1,700 0 0 ISLE OF CAPRI CASINOS COM 464592104 10,841.20 587,600 SHD SOLE 3 587,600 0 0 ISTAR FINANCIAL INC COM 45031U101 9,773.70 338,192 SHD SOLE 3 338,192 0 0 ISTAR FINANCIAL INC COM 45031U101 338.90 11,726 SHD OTH 3 11,726 0 0 I-STAT CORPORATION COM 450312103 238.94 32,777 SOLE 2 32,777 ITC DELTACOM INC COM 45031T104 6.69 20,900 SOLE 2 20,900 ITC DELTACOM INC COM 45031T104 76.10 237,736 SHD SOLE 3 237,736 0 0 ITC GDR COM Y4211T114 115.20 7,865 SHD SOLE 3 7,865 0 0 ITRON INC COM 465741106 1,713.60 57,600 SHD SOLE 3 57,600 0 0 ITRON INC COM 465741106 53.50 1,800 SHD OTH 3 1,800 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 23,651.40 525,587 SHD SOLE 3 524,287 0 1,300 ITT EDUCATIONAL SERVICES INC COM 45068B109 967.50 21,500 SHD OTH 3 4,100 0 17,400 ITT INDUSTRIES INC (INDIANA) COM 450911102 354.98 5,631 SOLE 2 5,631 ITT INDUSTRIES INC (INDIANA) COM 450911102 1,002.30 15,900 SHD SHD 1 15,900 0 0 ITT INDUSTRIES INC (INDIANA) COM 450911102 18,007.90 285,658 SHD SOLE 3 273,658 0 12,000 ITT INDUSTRIES INC (INDIANA) COM 450911102 7,726.20 122,560 SHD OTH 3 24,260 0 0 ITXC CORPORATION COM 45069F109 18.80 3,100 SHD SOLE 3 3,100 0 0 IVAX CORPORATION (FLORIDA) CLL 465823102 5.75 10,000 CLL SOLE 2 10,000 IVAX CORPORATION (FLORIDA) COM 465823102 1,675.22 104,375 SOLE 2 104,375 IVAX CORPORATION (FLORIDA) COM 465823102 219.15 15,000 SHD SOLE 4 15,000 IVAX CORPORATION (FLORIDA) COM 465823102 11,433.80 712,388 SHD SOLE 3 712,388 0 0 IVAX CORPORATION (FLORIDA) COM 465823102 377.20 23,500 SHD OTH 3 3,700 0 19,800 IVEX PACKAGING CORPORATION COM 465855104 1,047.40 45,700 SHD SOLE 3 45,700 0 0 IVILLAGE INC COM 46588H105 146.23 53,960 SOLE 2 53,960 IXIA COM 45071R109 11.10 1,300 SHD SOLE 3 1,300 0 0 IXYS CORPORATION COM 46600W106 29.20 2,500 SHD SOLE 3 2,500 0 0 J B HUNT TRANS SVCS INC COM 445658107 1,940.30 68,250 SHD SOLE 3 66,650 0 1,600 J B HUNT TRANS SVCS INC COM 445658107 120.80 4,250 SHD OTH 3 4,250 0 0 J P MORGAN CHASE & CO COM 46625H100 2,806.58 78,726 SOLE 2 78,726 J P MORGAN CHASE & CO COM 46625H100 9,493.92 266,309 SOLE 2 266,309 J&J SNACK FOODS CORPORATION COM 466032109 157.00 4,200 SHD SOLE 3 4,200 0 0 J.D. EDWARDS & CO. COM 281667105 1,129.30 62,600 SHD SOLE 3 62,600 0 0 J.D. EDWARDS & CO. COM 281667105 597.10 33,100 SHD OTH 3 2,400 0 30,700 J.M.SMUCKER CO. COM 832696306 294.10 8,700 SHD SOLE 3 8,700 0 0 J.P.MORGAN CHASE AND CO. COM 46625H100 52,382.70 1,469,361 SHD SOLE 3 1,164,926 0 258,340 J.P.MORGAN CHASE AND CO. COM 46625H100 22,294.10 625,360 SHD OTH 3 417,440 0 89,000 JABIL CIRCUIT INC COM 466313103 37,263.70 1,583,666 SHD SOLE 3 1,414,216 0 166,350 JABIL CIRCUIT INC COM 466313103 4,312.80 183,290 SHD OTH 3 3,490 0 15,200 JACK HENRY & ASSOC INC COM 426281101 774.90 34,935 SHD SOLE 3 34,935 0 0 JACK IN THE BOX INC COM 466367109 341.00 11,500 SHD SOLE 3 11,500 0 0 JACOBS ENGINEERING GRP COM 469814107 12,515.30 175,555 SHD SOLE 3 168,655 0 6,100 JACOBS ENGINEERING GRP COM 469814107 1,924.80 27,000 SHD OTH 3 3,700 0 0 JAKKS PACIFIC INC COM 47012E106 2,146.50 94,350 SHD SOLE 3 94,350 0 0 JAKKS PACIFIC INC COM 47012E106 58.00 2,550 SHD OTH 3 2,550 0 0 JAZZTEL- ADR COM 47214R152 79.70 9,679 SHD SOLE 3 0 0 9,679 JAZZTEL- ADR COM 47214R152 160.30 19,483 SHD OTH 3 0 0 19,483 JAZZTEL P.L.C. ADR COM 47214R152 63.68 23,156 SOLE 2 23,156 JDA SOFTWARE GROUP INC COM 46612K108 966.00 30,300 SHD SOLE 3 30,300 0 0 JDA SOFTWARE GROUP INC COM 46612K108 98.80 3,100 SHD OTH 3 3,100 0 0 JDN REALTY CORPORATION COM 465917102 194.26 15,200 SOLE 2 15,200 JDN REALTY CORPORATION COM 465917102 4,606.80 360,471 SHD SOLE 3 360,471 0 0 JDN REALTY CORPORATION COM 465917102 105.20 8,228 SHD OTH 3 8,228 0 0 JDS UNIPHASE CORPORATION COM 46612J101 573.00 97,291 SHD SOLE 3 73,591 0 23,700 JDS UNIPHASE CORPORATION COM 46612J101 17.10 2,910 SHD OTH 3 2,910 0 0 JDS UNIPHASE CORPORATION COM 46612J101 637.30 108,201 SOLE 2 108,201 JDS UNIPHASE CORPORATION COM 46612J101 4,612.44 783,097 SOLE 2 783,097 JEFFERSON-PILOT CORPORATION COM 475070108 473.91 9,463 SOLE 2 9,463 JEFFERSON-PILOT CORPORATION COM 475070108 815.60 16,286 SHD SOLE 3 16,286 0 0 JEFFERSON-PILOT CORPORATION COM 475070108 201.10 4,015 SHD OTH 3 4,015 0 0 JEFFRIES GROUP (NEW) COM 472319102 1,217.70 25,263 SHD SOLE 3 25,263 0 0 JLG INDS INC COM 466210101 2,310.30 156,100 SHD SOLE 3 156,100 0 0 JLG INDS INC COM 466210101 486.90 32,900 SHD OTH 3 2,200 0 30,700 JNI CORPORATION COM 46622G105 213.60 30,000 SOLE 2 30,000 JNI CORPORATION COM 46622G105 526.20 73,900 SHD SOLE 3 73,900 0 0 JNI CORPORATION COM 46622G105 29.90 4,200 SHD OTH 3 4,200 0 0 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 828.70 21,700 SHD SHD 1 21,700 0 0 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 61,124.20 1,600,530 SHD SOLE 3 1,424,630 0 161,675 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 10,079.30 263,925 SHD OTH 3 33,625 0 0 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 788.20 20,639 SOLE 2 20,639 JOHN Q HAMMONS HOTELS INC COM 408623106 100.00 16,000 SOLE 2 16,000 JOHNSON & JOHNSON COM 478160104 119,164.93 1,834,718 SOLE 2 1,834,718 JOHNSON & JOHNSON COM 478160104 32,970.76 507,633 SOLE 2 507,633 JOHNSON & JOHNSON COM 478160104 6,572.90 101,200 SHD SHD 1 101,200 0 0 JOHNSON & JOHNSON COM 478160104 685,522.40 10,554,617 SHD SOLE 3 9,914,564 0 598,720 JOHNSON & JOHNSON COM 478160104 124,370.80 1,914,870 SHD OTH 3 255,068 0 130,800 JOHNSON CONTROLS INC COM 478366107 2,614.00 29,600 SHD SHD 1 29,600 0 0 JOHNSON CONTROLS INC COM 478366107 131,593.20 1,490,128 SHD SOLE 3 1,427,328 0 58,000 JOHNSON CONTROLS INC COM 478366107 33,325.70 377,372 SHD OTH 3 62,072 0 0 JONES APPAREL GROUP, INC. COM 480074103 11,778.60 337,013 SHD SOLE 3 262,363 0 70,225 JONES APPAREL GROUP, INC. COM 480074103 236.50 6,767 SHD OTH 3 6,767 0 0 JONES LANG LASALLE INC COM 48020Q107 168.30 7,600 SHD SOLE 3 7,600 0 0 JOURNAL REGISTER CO COM 481138105 514.10 24,250 SOLE 2 24,250 JOURNAL REGISTER CO COM 481138105 11,117.30 524,400 SHD SOLE 3 524,400 0 0 JOY GLOBAL INC COM 481165108 5,918.50 363,100 SHD SOLE 3 363,100 0 0 JP REALTY INC COM 46624A106 8.00 300 SHD SOLE 3 300 0 0 JUNIPER COM 48203R104 1,418.90 112,430 SHD SOLE 3 112,430 0 0 JUNIPER COM 48203R104 77.70 6,160 SHD OTH 3 6,160 0 0 JUNIPER NETWORKS CONV SUB CNV 48203RAA2 454.40 640,000 SOLE 2 640,000 JUNIPER NETWORKS CONV SUB CNV 48203RAA2 727.75 1,025,000 SOLE 2 1,025,000 JUNIPER NETWORKS INC COM 48203R104 1,375.77 109,015 SOLE 2 109,015 JUNIPER NETWORKS INC COM 48203R104 7,606.50 602,734 SOLE 2 602,734 JUNIPER NETWORKS INC COM 48203R104 227.74 18,500 SHD SOLE 4 18,500 JUPITER MEDIA METRIX INC COM 48206U104 25.55 127,739 SOLE 2 127,739 K V PHARMACEUTICAL CO CL-B COM 482740107 68.70 2,100 SHD SOLE 3 2,100 0 0 KADANT INC. COM 48282T104 0.00 0 SHD SHD 1 0 0 0 KADANT INC. COM 48282T104 0.40 29 SHD SOLE 3 29 0 0 KADANT INC. COM 48282T104 0.00 0 SHD OTH 3 0 0 0 KAMAN CORPORATION CLASS A COM 483548103 1,445.80 85,300 SHD SOLE 3 85,300 0 0 KAMAN CORPORATION CLASS A COM 483548103 98.30 5,800 SHD OTH 3 5,800 0 0 KANA SOFTWARE INC. COM 483600300 113.90 6,330 SHD SOLE 3 6,330 0 0 KANA SOFTWARE, INC. COM 483600300 231.01 12,834 SOLE 2 12,834 KANEB PIPE LINE PARTNERS L.P. COM 484169107 14,784.26 362,715 SOLE 2 362,715 KANEB PIPE LINE PARTNERS L.P. COM 484169107 2,510.82 61,600 SOLE 2 61,600 KANSAS CITY LIFE INS COM 484836101 182.40 4,700 SHD SOLE 3 4,700 0 0 KANSAS CITY LIFE INS COM 484836101 31.00 800 SHD OTH 3 800 0 0 KANSAS CITY SOUTHERN IND COM 485170302 2,817.50 176,759 SHD SOLE 3 176,759 0 0 KANSAS CITY SOUTHERN IND COM 485170302 1,327.00 83,250 SHD OTH 3 50 0 0 KANSAS CITY SOUTHN INDS INC COM 485170302 159.40 10,000 SOLE 2 10,000 KAO CORPORATION - UNSPONSORED ADR COM 485537203 4,252.50 22,500 SHD OTH 3 0 0 0 KB HOME COM 48666K109 1,523.30 35,100 SHD SOLE 3 35,100 0 0 KEANE INC. COM 486665102 2.60 150 SHD SOLE 3 150 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 481.10 21,900 SHD SOLE 3 21,900 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 391.10 17,800 SHD OTH 3 0 0 17,800 KELLOGG COMPANY COM 487836108 2,302.90 68,600 SOLE 2 68,600 KELLOGG COMPANY COM 487836108 272.86 8,128 SOLE 2 8,128 KELLOGG COMPANY COM 487836108 65,178.70 1,941,576 SHD SOLE 3 1,941,576 0 0 KELLOGG COMPANY COM 487836108 58.40 1,740 SHD OTH 3 1,740 0 0 KELLWOOD COMPANY COM 488044108 5,288.90 217,739 SHD SOLE 3 217,739 0 0 KELLWOOD COMPANY COM 488044108 77.40 3,188 SHD OTH 3 2,110 0 0 KELLY SERVICES INC (CLASS A) COM 488152208 39.50 1,400 SHD SOLE 3 1,400 0 0 KEMET CORPORATION COM 488360108 12,335.40 636,828 SHD SOLE 3 636,828 0 0 KEMET CORPORATION COM 488360108 51.40 2,652 SHD OTH 3 2,652 0 0 KENNAMETAL INC. COM 489170100 3,174.50 78,518 SHD SOLE 3 78,518 0 0 KENNAMETAL INC. COM 489170100 915.70 22,650 SHD OTH 3 1,150 0 21,500 KERR-MCGEE CORPORATION COM 492386107 3,173.93 50,500 SOLE 2 50,500 KERR-MCGEE CORPORATION COM 492386107 10,498.80 167,045 SHD SOLE 3 164,745 0 2,300 KERR-MCGEE CORPORATION COM 492386107 133.20 2,120 SHD OTH 3 2,120 0 0 KEY ENERGY GROUP INC. COM 492914106 466.30 43,500 SHD SOLE 3 43,500 0 0 KEY ENERGY GROUP INC. COM 492914106 462.00 43,100 SHD OTH 3 0 0 43,100 KEY3MEDIA GROUP INC COM 49326R104 74.13 16,150 SOLE 2 16,150 KEYCORPORATION COM 493267108 399.75 15,000 SOLE 2 15,000 KEYCORPORATION COM 493267108 533.00 20,000 SOLE 2 20,000 KEYCORPORATION NEW COM 493267108 56,574.50 2,122,870 SHD SOLE 3 2,115,870 0 7,000 KEYCORPORATION NEW COM 493267108 253.50 9,512 SHD OTH 3 9,512 0 0 KEYNOTE SYSTEMS INC COM 493308100 1,346.80 138,988 SHD SOLE 3 138,988 0 0 KEYSPAN CORPORATION COM 49337W100 370.81 10,190 SOLE 2 10,190 KEYSPAN CORPORATION COM 49337W100 47,903.80 1,316,400 SHD SOLE 3 1,166,766 0 136,322 KEYSPAN CORPORATION COM 49337W100 979.00 26,903 SHD OTH 3 26,903 0 0 KEYSTONE PROPERTY TRUST COM 493596100 610.98 43,332 SOLE 2 43,332 KEYSTONE PROPERTY TRUST COM 493596100 903.30 64,067 SHD SOLE 3 64,067 0 0 KILROY PROPERTIES COM 49427F108 399.20 14,150 SHD SOLE 3 14,150 0 0 KILROY PROPERTIES COM 49427F108 88.90 3,150 SHD OTH 3 3,150 0 0 KIMBALL INTL INC CL-B COM 494274103 1,793.30 109,950 SHD SOLE 3 109,950 0 0 KIMBALL INTL INC CL-B COM 494274103 43.20 2,650 SHD OTH 3 2,650 0 0 KIMBERLY CLARK CORPORATION COM 494368103 60,737.90 939,488 SOLE 2 939,488 KIMBERLY CLARK CORPORATION COM 494368103 10,351.24 160,112 SOLE 2 160,112 KIMBERLY CLARK CORPORATION COM 494368103 56,236.40 869,860 SHD SOLE 3 709,642 0 153,175 KIMBERLY CLARK CORPORATION COM 494368103 1,473.10 22,786 SHD OTH 3 22,786 0 0 KIMCO REALTY CORPORATION COM 49446R109 11,409.00 348,900 SHD SOLE 3 348,900 0 0 KIMCO REALTY CORPORATION COM 49446R109 529.70 16,200 SHD OTH 3 16,200 0 0 KINDER MORGAN ENERGY PARTNERS COM 494550106 149,804.49 4,539,530 SOLE 2 4,539,530 KINDER MORGAN ENERGY PARTNERS COM 494550106 69,453.05 2,104,638 SOLE 2 2,104,638 KINDER MORGAN INC COM 49455P101 29,949.10 618,400 SHD SOLE 3 618,400 0 0 KINDER MORGAN INC COM 49455P101 9.70 200 SHD OTH 3 200 0 0 KINDER MORGAN INC KANS COM 49455P101 23,178.50 478,598 SOLE 2 478,598 KINDER MORGAN INC KANS COM 49455P101 13,737.90 283,665 SOLE 2 283,665 KINDER MORGAN MANAGEMENT, LLC COM 49455U100 8,020.57 238,282 SOLE 2 238,282 KINDER MORGAN MANAGEMENT, LLC COM 49455U100 2,055.62 61,070 SOLE 2 61,070 KING PHARMACEUTICALS INC COM 495582108 1,054.71 30,126 SOLE 2 30,126 KING PHARMACEUTICALS INC. COM 495582108 50,609.90 1,445,585 SHD SOLE 3 1,181,652 0 245,233 KING PHARMACEUTICALS INC. COM 495582108 7,500.50 214,239 SHD OTH 3 110,239 0 13,400 KLA INSTRUMENTS CORPORATION COM 482480100 11,086.00 166,707 SHD SOLE 3 165,807 0 400 KLA INSTRUMENTS CORPORATION COM 482480100 2,636.70 39,650 SHD OTH 3 3,950 0 5,800 KLA-TENCOR CORPORATION COM 482480100 1,375.22 20,680 SOLE 2 20,680 KLA-TENCOR CORPORATION COM 482480100 1,875.30 28,200 SOLE 2 28,200 KMART CORPORATION COM 482584109 375.37 234,606 SOLE 2 234,606 KMART FINANCING I TRUST CONV CNV 498778208 150.48 14,400 SOLE 2 14,400 KNIGHT RIDDER INC COM 499040103 2,166.83 31,545 SOLE 2 31,545 KNIGHT RIDDER INC COM 499040103 15,792.70 229,913 SHD SOLE 3 229,913 0 0 KNIGHT RIDDER INC COM 499040103 126.40 1,840 SHD OTH 3 1,840 0 0 KNIGHT TRADING GROUP INC COM 499063105 307.00 43,000 SHD SOLE 3 43,000 0 0 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 13,552.01 746,256 SOLE 2 746,256 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 2,018.48 111,150 SOLE 2 111,150 KOGER EQUITY INC COM 500228101 228.74 12,800 SOLE 2 12,800 KOGER EQUITY INC COM 500228101 23.20 1,300 SHD SOLE 3 1,300 0 0 KOHL'S CORPORATION CNV 500255AJ3 2,487.72 3,909,975 SOLE 2 3,909,975 KOHL'S CORPORATION CNV 500255AJ3 2,411.39 3,790,000 SOLE 2 3,790,000 KOHL'S CORPORATION (WISCONSIN) COM 500255104 4,738.31 66,596 SOLE 2 66,596 KOHL'S CORPORATION (WISCONSIN) COM 500255104 2,402.74 33,770 SOLE 2 33,770 KOHL'S CORPORATION (WISCONSIN) COM 500255104 28,321.30 398,050 SHD SOLE 3 393,650 0 3,100 KOHL'S CORPORATION (WISCONSIN) COM 500255104 370.00 5,200 SHD OTH 3 5,200 0 0 KOMAG INC COM 500453105 0.80 5,342 SHD SOLE 3 5,342 0 0 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 2,157.50 71,392 SHD SOLE 3 71,392 0 0 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 1,840.64 60,908 SOLE 2 60,908 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 847.40 28,041 SOLE 2 28,041 KOOKMIN BANK-SPONS ADR COM 50049M109 3,042.70 72,239 SHD SOLE 3 72,239 0 0 KOOKMIN BANK-SPONS ADR COM 50049M109 28,033.10 665,553 SHD OTH 3 18,523 0 0 KOPIN CORPORATION COM 500600101 264.19 29,000 SOLE 2 29,000 KOPIN CORPORATION COM 500600101 229.60 25,200 SHD SOLE 3 25,200 0 0 KOPIN CORPORATION COM 500600101 32.80 3,600 SHD OTH 3 3,600 0 0 KOREA TELECOM CORPORATION SPONS ADR COM 50063P103 48.00 2,000 SHD OTH 3 2,000 0 0 KOREA TELECOM CORPORATION SPONS ADR COM 50063P103 287.76 12,000 SOLE 2 12,000 KOS PHARMACEUTICALS COM 500648100 3,781.90 135,844 SHD SOLE 3 135,844 0 0 KOS PHARMACEUTICALS COM 500648100 1,594.80 57,284 SHD OTH 3 4,566 0 50,300 KPMG CONSULTING INC COM 48265R109 706.98 34,999 SOLE 2 34,999 KPMG CONSULTING INC COM 48265R109 2,129.10 105,400 SHD SOLE 3 105,400 0 0 KPMG CONSULTING INC COM 48265R109 1,306.90 64,700 SHD OTH 3 8,300 0 56,400 KRAFT FOODS INC COM 50075N104 7,040.10 182,150 SOLE 2 182,150 KRAFT FOODS INC COM 50075N104 471.53 12,200 SOLE 2 12,200 KRAFT FOODS INC-A COM 50075N104 1,681.30 43,500 SHD SHD 1 43,500 0 0 KRAFT FOODS INC-A COM 50075N104 84,260.90 2,180,100 SHD SOLE 3 1,932,400 0 245,000 KRAFT FOODS INC-A COM 50075N104 15,518.00 401,500 SHD OTH 3 48,700 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 612.75 15,000 SOLE 2 15,000 KRISPY KREME DOUGHNUTS INC COM 501014104 151.10 3,700 SHD SOLE 3 3,700 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 1,189.60 29,120 SHD OTH 3 1,120 0 0 KROGER COMPANY COM 501044101 6,574.87 296,700 SOLE 2 296,700 KROGER COMPANY COM 501044101 7,129.76 321,740 SOLE 2 321,740 KROGER COMPANY COM 501044101 260.35 11,675 SHD SOLE 4 11,675 KROGER COMPANY COM 501044101 1,562.70 70,521 SHD SOLE 3 67,221 0 3,300 KROGER COMPANY COM 501044101 2,783.30 125,600 SHD OTH 3 5,200 0 0 KRONOS INC COM 501052104 682.90 14,535 SHD SOLE 3 14,535 0 0 KRONOS INC COM 501052104 63.40 1,350 SHD OTH 3 1,350 0 0 K-SWISS INC. CLASS A COM 482686102 2,661.50 63,400 SHD SOLE 3 63,400 0 0 L-3 COMMUNICATIONS CORPORATION COM 502424104 246.40 2,200 SHD SHD 1 2,200 0 0 L-3 COMMUNICATIONS CORPORATION COM 502424104 21,244.80 189,686 SHD SOLE 3 186,086 0 400 L-3 COMMUNICATIONS CORPORATION COM 502424104 5,992.00 53,500 SHD OTH 3 2,000 0 0 LA QUINTA CORPORATION COM 50419U202 256.70 35,900 SHD SOLE 3 35,900 0 0 LA QUINTA CORPORATION COM 50419U202 35.80 5,000 SHD OTH 3 5,000 0 0 LA Z BOY CHAIR CO COM 505336107 323.90 11,800 SHD SOLE 3 11,800 0 0 LA Z BOY CHAIR CO COM 505336107 70.20 2,559 SHD OTH 3 0 0 0 LABORATORY CORPORATION AMER HLDGS COM 50540R409 196.90 2,054 SHD SOLE 3 2,054 0 0 LABORATORY CORPORATION AMER HLDGS COM 50540R409 95.90 1,000 SHD OTH 3 1,000 0 0 LABRANCHE & COMPANY COM 505447102 4,221.70 135,965 SHD SOLE 3 135,965 0 0 LABRANCHE & COMPANY COM 505447102 82.00 2,640 SHD OTH 3 2,640 0 0 LAFARGE NORTH AMERICA INC. COM 505862102 4.30 100 SHD OTH 3 100 0 0 LAKES GAMING INC. COM 51206P109 538.60 77,499 SHD SOLE 3 77,499 0 0 LAM RESEARCH CORPORATION COM 512807108 210.81 7,190 SOLE 2 7,190 LAM RESEARCH CORPORATION COM 512807108 366.50 12,500 SOLE 2 12,500 LAM RESEARCH CORPORATION COM 512807108 10.80 370 SHD SOLE 3 370 0 0 LAMAR ADVERTISING COM 512815101 12,410.60 305,530 SHD SOLE 3 305,530 0 0 LAMAR ADVERTISING COM 512815101 30.10 740 SHD OTH 3 740 0 0 LAMAR ADVERTISING COMPANY CNV 512815AF8 334.41 310,000 SOLE 2 310,000 LAMAR ADVERTISING COMPANY CNV 512815AF8 431.50 400,000 SOLE 2 400,000 LANCER CORPORATION COM 514614106 153.90 28,500 SOLE 2 28,500 LANDACORPORATION INC COM 514756105 154.22 134,100 SOLE 2 134,100 LANDAMERICA FINANCIAL GROUP COM 514936103 3,289.80 95,000 SHD SOLE 3 95,000 0 0 LANDAMERICA FINANCIAL GROUP COM 514936103 138.50 4,000 SHD OTH 3 4,000 0 0 LANDAUER, INC COM 51476K103 3,933.50 103,650 SHD SOLE 3 103,650 0 0 LANDAUER, INC COM 51476K103 51.20 1,350 SHD OTH 3 1,350 0 0 LANDRY'S RESTAURANTS, INC. COM 51508L103 3,013.50 131,250 SHD SOLE 3 131,250 0 0 LANDRY'S RESTAURANTS, INC. COM 51508L103 1,160.60 50,550 SHD OTH 3 6,250 0 44,300 LAND'S END INC COM 515086106 3,044.40 67,850 SHD SOLE 3 66,850 0 0 LAND'S END INC COM 515086106 439.70 9,800 SHD OTH 3 2,300 0 7,500 LANDSTAR SYSTEM INC COM 515098101 7,384.90 79,579 SHD SOLE 3 79,579 0 0 LANDSTAR SYSTEM INC COM 515098101 85.70 923 SHD OTH 3 923 0 0 LASER PACIFIC MEDIA CORPORATION COM 517923108 79.70 33,913 SOLE 2 33,913 LATTICE SEMICONDUCTOR CORPORATION COM 518415104 5.30 300 SHD SOLE 3 300 0 0 LATTICE SEMICONDUCTOR CORPORATION COM 518415104 5.30 300 SHD OTH 3 300 0 0 LEAP WIRELESS INTL INC COM 521863100 608.18 72,230 SOLE 2 72,230 LEAP WIRELESS INTL INC COM 521863100 668.50 79,400 SHD SOLE 3 79,400 0 0 LEAR CORPORATION COM 521865105 7,841.30 164,734 SHD SOLE 3 164,734 0 0 LEAR CORPORATION COM 521865105 134.90 2,834 SHD OTH 3 2,834 0 0 LEARNING TREE INTL COM 522015106 128.30 5,300 SHD SOLE 3 5,300 0 0 LEARNING TREE INTL COM 522015106 29.00 1,200 SHD OTH 3 1,200 0 0 LEARNINGSTAR CORPORATION COM 52201M109 20.72 18,021 SOLE 2 18,021 LECROY CORPORATION COM 52324W109 15.90 900 SHD SOLE 3 900 0 0 LEE ENTERPRISES INC COM 523768109 4,098.90 111,080 SHD SOLE 3 111,080 0 0 LEGATO SYSTEMS INC COM 524651106 1,816.60 201,620 SOLE 2 201,620 LEGATO SYSTEMS INC COM 524651106 6,544.90 726,402 SHD SOLE 3 726,402 0 0 LEGG MASON INC COM 524901105 37,579.20 707,972 SHD SOLE 3 700,322 0 7,650 LEGG MASON INC COM 524901105 1,740.00 32,781 SHD OTH 3 5,710 0 26,000 LEGGETT & PLATT INC COM 524660107 33.50 1,350 SHD SOLE 3 1,350 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 480.34 7,431 SOLE 2 7,431 LEHMAN BROTHERS HOLDINGS INC COM 524908100 17,047.50 263,730 SHD SOLE 3 245,830 0 14,300 LEHMAN BROTHERS HOLDINGS INC COM 524908100 8,676.60 134,230 SHD OTH 3 4,130 0 0 LENNAR CORPORATION COM 526057104 30,285.40 574,022 SHD SOLE 3 574,022 0 0 LENNAR CORPORATION COM 526057104 5,814.20 110,200 SHD OTH 3 1,600 0 0 LENNOX INTERNATIONAL INC COM 526107107 475.92 36,000 SOLE 2 36,000 LENNOX INTERNATIONAL INC COM 526107107 1,045.70 79,100 SHD SOLE 3 79,100 0 0 LEUCADIA NATIONAL CORPORATION COM 527288104 10.70 300 SHD SOLE 3 300 0 0 LEVEL 3 COMMUNICATIONS COM 52729N100 476.40 133,823 SHD SOLE 3 133,823 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 858.89 241,261 SOLE 2 241,261 LEXICON GENETICS COM 528872104 590.20 62,450 SHD SOLE 3 62,450 0 0 LEXICON GENETICS COM 528872104 26.90 2,850 SHD OTH 3 2,850 0 0 LEXICON GENETICS INC COM 528872104 288.23 30,500 SOLE 2 30,500 LEXICON GENETICS INC COM 528872104 1,150.07 121,700 SOLE 2 121,700 LEXINGTON CORPORATIONORATE PPTYS COM 529043101 497.00 31,100 SHD SOLE 3 31,100 0 0 LEXMARK INTERNATIONAL INC. COM 529771107 369.67 6,465 SOLE 2 6,465 LEXMARK INTERNATIONAL INC. COM 529771107 10,300.60 180,144 SHD SOLE 3 121,844 0 58,300 LEXMARK INTERNATIONAL INC. COM 529771107 299.90 5,244 SHD OTH 3 5,244 0 0 LIBBEY INC COM 529898108 242.70 6,300 SHD SOLE 3 6,300 0 0 LIBERATE TECHNOLOGY COM 530129105 524.20 88,100 SHD SOLE 3 88,100 0 0 LIBERTY CORPORATION COM 530370105 1,455.40 36,549 SHD SOLE 3 36,549 0 0 LIBERTY CORPORATION COM 530370105 87.60 2,200 SHD OTH 3 2,200 0 0 LIBERTY FINANCIAL COMPANIES COM 530512102 5.20 400 SHD OTH 3 0 0 0 LIBERTY LIVEWIRE CORPORATION COM 530709104 85.54 14,800 SOLE 2 14,800 LIBERTY MEDIA CORPORATION NEW COM 530718105 377,853.80 29,893,497 SHD SOLE 3 28,824,748 0 964,740 LIBERTY MEDIA CORPORATION NEW COM 530718105 20,344.70 1,609,547 SHD OTH 3 949,957 0 602,000 LIBERTY MEDIA CORPORATION NEW COM 530718105 9,620.87 761,145 SOLE 2 761,145 LIBERTY MEDIA CORPORATION NEW COM 530718105 15,507.84 1,226,886 SOLE 2 1,226,886 LIBERTY PROPERTY TRUST SBI COM 531172104 8,641.39 267,950 SOLE 2 267,950 LIBERTY PROPERTY TRUST SBI COM 531172104 2,174.13 67,415 SOLE 2 67,415 LIBERTY PROPERTY TRUST SBI COM 531172104 30,194.20 936,253 SHD SOLE 3 936,253 0 0 LIBERTY PROPERTY TRUST SBI COM 531172104 527.20 16,348 SHD OTH 3 16,348 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 277.00 7,494 SHD SOLE 3 7,494 0 0 LIGHTBRIDGE INC COM 532226107 394.30 33,900 SHD SOLE 3 33,900 0 0 LIMITED INC. COM 532716107 8,171.90 456,530 SHD SOLE 3 454,130 0 2,400 LINCARE HOLDINGS INC COM 532791100 216.96 8,000 SOLE 2 8,000 LINCOLN ELECTRIC HOLDINGS COM 533900106 7,382.50 258,400 SHD SOLE 3 258,400 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 88.60 3,100 SHD OTH 3 3,100 0 0 LINCOLN NATL.CORPORATIONINC. COM 534187109 4,524.30 89,183 SHD SOLE 3 71,683 0 14,600 LINCOLN NATL.CORPORATIONINC. COM 534187109 254.50 5,016 SHD OTH 3 5,016 0 0 LINDSAY MFG CO COM 535555106 82.80 3,400 SHD SOLE 3 3,400 0 0 LINEAR TECHNOLOGY CORPORATION COM 535678106 147,638.33 3,338,723 SOLE 2 3,338,723 LINEAR TECHNOLOGY CORPORATION COM 535678106 67,272.73 1,521,319 SOLE 2 1,521,319 LINEAR TECHNOLOGY CORPORATION COM 535678106 4,893.26 116,340 SHD SOLE 4 116,340 LINEAR TECHNOLOGY CORPORATION COM 535678106 6,296.90 142,400 SHD SOLE 3 136,600 0 5,800 LINEAR TECHNOLOGY CORPORATION COM 535678106 3,075.90 69,560 SHD OTH 3 8,660 0 0 LINEN N' THINGS COM 535679104 12.20 400 SHD OTH 3 400 0 0 LITHIA MOTORS INC COM 536797103 12,700.70 514,199 SHD SOLE 3 514,199 0 0 LITHIA MOTORS INC COM 536797103 142.60 5,772 SHD OTH 3 5,772 0 0 LITTELFUSE INC COM 537008104 8,637.30 348,700 SHD SOLE 3 348,700 0 0 LITTELFUSE INC COM 537008104 57.00 2,300 SHD OTH 3 2,300 0 0 LIZ CLAIBORNE INC. COM 539320101 22,307.10 786,569 SHD SOLE 3 783,669 0 1,100 LIZ CLAIBORNE INC. COM 539320101 4,302.80 151,720 SHD OTH 3 9,720 0 0 LNR PROPERTY CORPORATION COM 501940100 696.70 19,866 SHD SOLE 3 19,866 0 0 LNR PROPERTY CORPORATION COM 501940100 49.10 1,400 SHD OTH 3 1,400 0 0 LOCKHEED MARTIN CORPORATION COM 539830109 479.70 8,331 SOLE 2 8,331 LOCKHEED MARTIN CORPORATION COM 539830109 1,664.10 28,900 SHD SHD 1 28,900 0 0 LOCKHEED MARTIN CORPORATION COM 539830109 75,643.50 1,313,711 SHD SOLE 3 1,262,031 0 38,600 LOCKHEED MARTIN CORPORATION COM 539830109 23,448.60 407,236 SHD OTH 3 80,736 0 0 LODGENET ENTMT CORPORATION COM 540211109 7,667.00 448,364 SHD SOLE 3 446,769 0 1,595 LODGENET ENTMT CORPORATION COM 540211109 407.80 23,850 SHD OTH 3 1,250 0 22,600 LOEWS CORPORATION COM 540424108 470.51 8,032 SOLE 2 8,032 LOEWS CORPORATION COM 540424108 2,477.90 42,300 SHD SHD 1 42,300 0 0 LOEWS CORPORATION COM 540424108 137,835.30 2,352,942 SHD SOLE 3 2,217,942 0 127,200 LOEWS CORPORATION COM 540424108 31,510.20 537,900 SHD OTH 3 81,400 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 3,674.60 175,900 SHD SOLE 3 175,900 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 1,807.00 86,500 SHD OTH 3 5,500 0 81,000 LONE STAR TECHNOLOGIES COM 542312103 574.10 25,170 SHD SOLE 3 25,170 0 0 LONG DRUG STORES CP (MARYLAND) COM 543162101 1,248.60 44,800 SHD SOLE 3 44,800 0 0 LONGVIEW FIBRE CO (WASHINGTON) COM 543213102 11.30 1,100 SHD SOLE 3 1,100 0 0 LORAL SPACE & COMMUNICATIONS COM G56462107 21.50 10,000 SOLE 2 10,000 LORAL SPACE & COMMUNICATIONS COM G56462107 75.25 35,000 SOLE 2 35,000 LORAL SPACE & COMMUNICATIONS COM G56462107 41.90 19,500 SHD SOLE 3 19,500 0 0 LOUDCLOUD, INC. COM 545735102 2,056.80 898,166 SOLE 2 898,166 LOUDCLOUD, INC. COM 545735102 161.67 70,600 SOLE 2 70,600 LOUISIANA PACIFIC CORPORATION COM 546347105 2,235.60 208,156 SHD SOLE 3 208,156 0 0 LOUISIANA PACIFIC CORPORATION COM 546347105 36.00 3,350 SHD OTH 3 3,350 0 0 LOWES COMPANIES INC COM 548661107 1,305.57 30,020 SOLE 2 30,020 LOWES COMPANIES INC COM 548661107 874.15 20,100 SOLE 2 20,100 LOWES COMPANIES INC COM 548661107 20,732.00 476,708 SHD SOLE 3 461,608 0 10,300 LOWES COMPANIES INC COM 548661107 701.30 16,126 SHD OTH 3 16,126 0 0 LOWE'S COMPANIES INC. CNV 548661CF2 1,666.90 2,110,000 SOLE 2 2,110,000 LSI INDUSTRIES INC COM 50216C108 86.00 4,350 SHD SOLE 3 4,350 0 0 LSI LOGIC CONV BD FEB 15 2005 4.0 CNV 502161AE2 331.10 385,000 SHD SOLE 4 385,000 LSI LOGIC CORPORATION CLL 502161102 24.25 10,000 CLL SOLE 2 10,000 LSI LOGIC CORPORATION COM 502161102 459.00 27,000 SOLE 2 27,000 LSI LOGIC CORPORATION COM 502161102 4,789.10 281,710 SHD SOLE 3 268,510 0 13,200 LSI LOGIC CORPORATION COM 502161102 28.90 1,700 SHD OTH 3 1,700 0 0 LTX CORPORATION COM 502392103 399.70 14,700 SHD SOLE 3 14,700 0 0 LUBRIZOL CORPORATION COM 549271104 306.20 8,800 SHD SHD 1 8,800 0 0 LUBRIZOL CORPORATION COM 549271104 19,739.50 567,391 SHD SOLE 3 562,191 0 5,200 LUBRIZOL CORPORATION COM 549271104 783.30 22,514 SHD OTH 3 4,814 0 17,700 LUBY'S INC COM 549282101 486.90 71,600 SHD SOLE 3 71,600 0 0 LUCENT TECHNOLOGIES CO COM 549463107 10,740.80 2,270,788 SHD SOLE 3 2,176,888 0 65,400 LUCENT TECHNOLOGIES CO COM 549463107 25.00 5,280 SHD OTH 3 5,280 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1,712.14 361,974 SOLE 2 361,974 LUCENT TECHNOLOGIES INC COM 549463107 3,089.85 653,246 SOLE 2 653,246 LUCENT TECHNOLOGIES INC CLL 549463107 17.00 10,000 CLL SOLE 2 10,000 LUFKIN INDS INC COM 549764108 356.40 13,200 SHD SOLE 3 13,200 0 0 LUFKIN INDS INC COM 549764108 35.10 1,300 SHD OTH 3 1,300 0 0 LUMENIS, LTD COM M6778Q105 555.00 50,000 SHD SOLE 3 50,000 0 0 LUMINEX CORPORATION DEL COM 55027E102 12.60 1,000 SHD SOLE 3 1,000 0 0 LYDALL INC COM 550819106 11,325.40 798,690 SHD SOLE 3 798,690 0 0 LYDALL INC COM 550819106 129.80 9,153 SHD OTH 3 9,153 0 0 LYONDELL CHEMICAL COMPANY COM 552078107 39.90 2,400 SHD SOLE 3 2,400 0 0 M & T BANK CORPORATION COM 55261F104 602.80 7,500 SHD SHD 1 7,500 0 0 M & T BANK CORPORATION COM 55261F104 39,682.70 493,750 SHD SOLE 3 458,226 0 32,600 M & T BANK CORPORATION COM 55261F104 7,306.70 90,913 SHD OTH 3 27,713 0 0 M&T BANK CORPORATION COM 55261F104 1,618.25 20,135 SOLE 2 20,135 M.D.C.HOLDINGS, INC (DELAWARE) COM 552676108 3,035.30 70,261 SHD SOLE 3 70,261 0 0 M.D.C.HOLDINGS, INC (DELAWARE) COM 552676108 4.10 95 SHD OTH 3 95 0 0 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 200.90 3,546 SHD SOLE 3 3,546 0 0 MACDERMID INC COM 554273102 17.30 800 SHD SOLE 3 800 0 0 MACERICH COMPANY COM 554382101 9,210.30 305,482 SHD SOLE 3 305,482 0 0 MACERICH COMPANY COM 554382101 153.90 5,103 SHD OTH 3 5,103 0 0 MACK-CALI REALTY CORPORATION COM 554489104 4,047.16 116,700 SOLE 2 116,700 MACK-CALI REALTY CORPORATION COM 554489104 919.02 26,500 SOLE 2 26,500 MACROMEDIA INC COM 556100105 918.90 45,000 SHD SOLE 3 45,000 0 0 MACROVISION CORPORATION COM 555904101 83.70 3,140 SHD SOLE 3 3,140 0 0 MAF BANCORPORATION INC. COM 55261R108 84.60 2,400 SHD SOLE 3 2,400 0 0 MAGELLAN HEALTH SERVICES INC COM 559079108 606.80 106,450 SHD SOLE 3 106,450 0 0 MAGELLAN HEALTH SERVICES INC COM 559079108 368.50 64,650 SHD OTH 3 5,450 0 59,200 MAGNA INTL INC CONV DEB CNV 559222AG9 298.54 285,000 SOLE 2 285,000 MAGNA INTL INC CONV DEB CNV 559222AG9 450.43 430,000 SOLE 2 430,000 MAGNETEK INC COM 559424106 1,420.30 121,389 SHD SOLE 3 121,389 0 0 MAGNUM HUNTER RESOURCES INC COM 55972F203 503.70 64,500 SHD SOLE 3 64,500 0 0 MAIL-WELL INC COM 560321200 1,649.59 262,673 SOLE 2 262,673 MAIL-WELL INC SUB NT CONV CNV 560321AD3 721.79 730,000 SOLE 2 730,000 MAIN STREET BANKS INC COM 56034R102 13.10 700 SHD SOLE 3 700 0 0 MANAGEMENT NETWORK GROUP INC COM 561693102 252.54 46,000 SOLE 2 46,000 MANAGEMENT NETWORK GROUP INC COM 561693102 800.20 145,748 SHD SOLE 3 145,748 0 0 MANAGEMENT NETWORK GROUP INC COM 561693102 8.50 1,552 SHD OTH 3 1,552 0 0 MANDALAY RESORT GROUP COM 562567107 307.46 10,015 SOLE 2 10,015 MANDALAY RESORT GROUP COM 562567107 86.00 2,800 SHD SOLE 3 2,800 0 0 MANHATTAN ASSOCIATES INC COM 562750109 14,733.20 386,697 SHD SOLE 3 386,697 0 0 MANOR CARE INC COM 564055101 1,001.90 43,000 SOLE 2 43,000 MANOR CARE INC COM 564055101 10,759.40 461,775 SHD SOLE 3 461,775 0 0 MANOR CARE INC COM 564055101 82.90 3,560 SHD OTH 3 3,560 0 0 MANPOWER INC COM. COM 56418H100 4,067.70 104,623 SHD SOLE 3 104,223 0 400 MANPOWER INC COM. COM 56418H100 46.70 1,200 SHD OTH 3 1,200 0 0 MANTECH INTERNATIONA CL A COM 564563104 4,772.80 256,600 SHD SOLE 3 256,600 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 5,049.00 153,000 SHD SOLE 3 153,000 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 181.50 5,500 SHD OTH 3 5,500 0 0 MANUFACTURERS SRVS LTD. COM 565005105 34.20 6,500 SHD SOLE 3 6,500 0 0 MANUGISTICS GROUP INC COM 565011103 515.20 23,985 SOLE 2 23,985 MANUGISTICS GROUP INC COM 565011103 73.00 3,400 SHD SOLE 3 3,400 0 0 MAPINFO CORPORATION COM 565105103 241.10 24,114 SHD SOLE 3 24,114 0 0 MAPINFO CORPORATION COM 565105103 23.50 2,350 SHD OTH 3 2,350 0 0 MARATHON OIL CORPORATION COM 565849106 190.10 6,600 SHD SHD 1 6,600 0 0 MARATHON OIL CORPORATION COM 565849106 49,660.60 1,724,325 SHD SOLE 3 1,664,825 0 59,500 MARATHON OIL CORPORATION COM 565849106 12,773.30 443,519 SHD OTH 3 69,719 0 0 MARCHFIRST INC. COM 566244109 0.00 1 SHD SOLE 3 1 0 0 MARINEMAX INC COM 567908108 120.00 10,000 SOLE 2 10,000 MARKEL CORPORATION COM 570535104 101.80 500 SHD SOLE 3 500 0 0 MARKEL CORPORATION COM 570535104 75.30 370 SHD OTH 3 370 0 0 MARRIOTT INTERNATIONAL INC COM 571903202 268.49 5,973 SOLE 2 5,973 MARRIOTT INTL A COM 571903202 141,555.30 3,149,173 SHD SOLE 3 3,014,583 0 114,790 MARRIOTT INTL A COM 571903202 27,572.40 613,401 SHD OTH 3 250,279 0 132,800 MARSH & MCLENNAN CO INC COM 571748102 3,803.85 33,740 SOLE 2 33,740 MARSH & MCLENNAN CO INC COM 571748102 1,705.08 15,124 SOLE 2 15,124 MARSH & MCLENNAN CO INC COM 571748102 8,046.80 71,375 SHD SOLE 3 64,775 0 5,400 MARSH & MCLENNAN CO INC COM 571748102 914.10 8,108 SHD OTH 3 8,108 0 0 MARSHALL & ILSLEY CORPORATION COM 571834100 200.10 3,215 PUT SOLE 2 3,215 MARSHALL & ILSLEY CORPORATION COM 571834100 5,032.40 80,855 SHD SOLE 3 77,955 0 2,900 MARSHALL & ILSLEY CORPORATION COM 571834100 771.20 12,390 SHD OTH 3 11,190 0 0 MARTEK BIOSCIENCES CORPORATION COM 572901106 912.89 29,000 SOLE 2 29,000 MARTEK BIOSCIENCES CORPORATION COM 572901106 755.50 24,000 SHD SOLE 3 24,000 0 0 MARTEK BIOSCIENCES CORPORATION COM 572901106 34.60 1,100 SHD OTH 3 1,100 0 0 MARTHA STEWART LIVING COM 573083102 572.80 32,000 SHD SOLE 3 32,000 0 0 MARTHA STEWART LIVING COM 573083102 32.20 1,800 SHD OTH 3 1,800 0 0 MARTIN MARIETTA MATERIALS INC COM 573284106 10,472.20 248,039 SHD SOLE 3 247,239 0 800 MARTIN MARIETTA MATERIALS INC COM 573284106 504.50 11,950 SHD OTH 3 850 0 11,100 MASCO CORPORATION COM 574599106 962.40 35,060 SOLE 2 35,060 MASCO CORPORATION COM 574599106 398.03 14,500 SOLE 2 14,500 MASCO CORPORATION COM 574599106 905.90 33,003 SHD SOLE 3 33,003 0 0 MASCO CORPORATION COM 574599106 68.40 2,490 SHD OTH 3 2,490 0 0 MASSEY ENERGY COMPANY COM 576206106 77.70 4,600 SHD SHD 1 4,600 0 0 MASSEY ENERGY COMPANY COM 576206106 23,418.80 1,385,730 SHD SOLE 3 1,360,330 0 25,400 MASSEY ENERGY COMPANY COM 576206106 9,057.60 535,950 SHD OTH 3 29,950 0 143,600 MASTEC INC COM 576323109 241.50 30,000 SOLE 2 30,000 MATRIX BANCORPORATION INC COM 576819106 176.25 15,000 SOLE 2 15,000 MATRIXONE INC COM 57685P304 1,097.20 123,000 SHD SOLE 3 123,000 0 0 MATTEL INC COM 577081102 288.63 13,850 SOLE 2 13,850 MATTEL INC COM 577081102 2,942.88 141,213 SOLE 2 141,213 MATTEL INC COM 577081102 18,645.20 894,683 SHD SOLE 3 891,833 0 2,850 MATTEL INC COM 577081102 1,029.50 49,400 SHD OTH 3 4,000 0 45,400 MATTHEWS INTL CORPORATION CLASS A COM 577128101 95.40 3,800 SHD SOLE 3 3,800 0 0 MAVERICK TUBE CORPORATION COM 577914104 10,157.70 622,409 SHD SOLE 3 622,409 0 0 MAVERICK TUBE CORPORATION COM 577914104 110.00 6,741 SHD OTH 3 6,741 0 0 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 171,860.00 3,084,904 SOLE 2 3,084,904 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 67,951.21 1,219,731 SOLE 2 1,219,731 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 5,657.75 103,508 SHD SOLE 4 103,508 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 30,111.30 540,500 SHD SOLE 3 414,700 0 115,900 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,148.80 74,471 SHD OTH 3 13,071 0 0 MAXIM PHARMACEUTICALS INC COM 57772M107 7.40 1,400 SHD SOLE 3 1,400 0 0 MAXIMUS INC COM 577933104 175.20 5,700 SHD SOLE 3 5,700 0 0 MAXTOR CORPORATION COM 577729205 13,571.40 1,952,714 SHD SOLE 3 1,952,714 0 0 MAXTOR CORPORATION COM 577729205 143.00 20,569 SHD OTH 3 20,569 0 0 MAXYGEN INC. COM 577776107 277.01 22,125 SOLE 2 22,125 MAXYGEN INC. COM 577776107 417.86 33,375 SOLE 2 33,375 MAXYGEN INC. COM 577776107 280.40 22,400 SHD SOLE 3 22,400 0 0 MAY DEPT.STORES CO. COM 577778103 209.10 6,000 SOLE 2 6,000 MAY DEPT.STORES CO. COM 577778103 24,350.00 698,710 SHD SOLE 3 615,888 0 75,600 MAY DEPT.STORES CO. COM 577778103 551.90 15,837 SHD OTH 3 15,837 0 0 MAYTAG CORPORATION COM 578592107 161.20 3,643 SHD SOLE 3 3,643 0 0 MAYTAG CORPORATION COM 578592107 13.30 300 SHD OTH 3 300 0 0 MBIA INC COM 55262C100 336.30 6,150 SHD SOLE 3 6,150 0 0 MBIA INC COM 55262C100 36.90 675 SHD OTH 3 675 0 0 MBNA CORPORATION COM 55262L100 618,234.98 16,028,908 SOLE 2 16,028,908 MBNA CORPORATION CLL 55262L100 99.50 10,000 CLL SOLE 2 10,000 MBNA CORPORATION COM 55262L100 287,344.49 7,449,948 SOLE 2 7,449,948 MBNA CORPORATION COM 55262L100 37,644.96 1,010,603 SHD SOLE 4 1,010,603 MBNA CORPORATION COM 55262L100 232,317.20 6,023,262 SHD SOLE 3 5,861,262 0 141,100 MBNA CORPORATION COM 55262L100 25,723.70 666,936 SHD OTH 3 251,642 0 198,550 MC CLATCHY NEWSPAPERS INC COM 579489105 9,244.40 155,709 SHD SOLE 3 149,159 0 6,550 MC CLATCHY NEWSPAPERS INC COM 579489105 2,926.90 49,300 SHD OTH 3 8,000 0 41,300 MC DONALDS CORPORATION COM 580135101 18,594.11 670,058 SOLE 2 670,058 MC DONALDS CORPORATION COM 580135101 5,642.30 203,326 SOLE 2 203,326 MC DONALDS CORPORATION COM 580135101 71,333.00 2,570,559 SHD SOLE 3 2,510,499 0 56,360 MC DONALDS CORPORATION COM 580135101 4,299.90 154,952 SHD OTH 3 51,110 0 101,700 MCAFFEE.COM COM 579062100 500.70 30,400 SHD SOLE 3 30,400 0 0 MCAFFEE.COM COM 579062100 687.90 41,765 SHD OTH 3 0 0 40,600 MCCORMICK & CO NON VTG COM 579780206 1,859.40 36,367 SHD SOLE 3 36,367 0 0 MCDATA CORPORATION CL A COM 580031201 17,298.00 1,457,291 SHD SOLE 3 1,454,091 0 3,200 MCDATA CORPORATION CL A COM 580031201 172.50 14,530 SHD OTH 3 14,530 0 0 MCDERMOTT INTL INC COM 580037109 822.60 52,900 SHD SOLE 3 52,900 0 0 MCDERMOTT INTL INC COM 580037109 105.70 6,800 SHD OTH 3 6,800 0 0 MCGRAW-HILL COMPANIES INC COM 580645109 632.00 9,260 SHD SOLE 3 9,260 0 0 MCGRAW-HILL COMPANIES INC COM 580645109 715.30 10,481 SHD OTH 3 10,481 0 0 MCKESSON CORPORATION COM 58155Q103 2,940.43 78,558 SOLE 2 78,558 MCKESSON CORPORATION COM 58155Q103 2,724.90 72,800 SHD SHD 1 72,800 0 0 MCKESSON CORPORATION COM 58155Q103 180,607.30 4,825,203 SHD SOLE 3 4,492,403 0 305,600 MCKESSON CORPORATION COM 58155Q103 32,906.20 879,140 SHD OTH 3 140,740 0 0 MCLEODUSA INC CLASS A COM 582266102 299.80 1,665,785 SHD SOLE 3 1,665,785 0 0 MCLEODUSA INC CLASS A COM 582266102 2.50 13,698 SHD OTH 3 0 0 9,132 MCMORAN EXPLORATION CO COM 582411104 2.60 800 SHD SOLE 3 800 0 0 MDU RESOURCES GROUP INC COM 552690109 357.62 11,536 SOLE 2 11,536 MDU RESOURCES GROUP INC COM 552690109 17.10 550 SHD SOLE 3 550 0 0 MDU RESOURCES GROUP INC COM 552690109 24.80 800 SHD OTH 3 800 0 0 MEADWESTVACO CORPORATION COM 583334107 8,255.70 249,041 SHD SOLE 3 249,041 0 0 MEADWESTVACO CORPORATION COM 583334107 23.70 714 SHD OTH 3 714 0 0 MECHANICAL TECHNOLOGY INC COM 583538103 597.19 172,100 SOLE 2 172,100 MEDAREX INC COM 583916101 177.42 11,000 SOLE 2 11,000 MEDAREX INC COM 583916101 138.70 8,600 SHD SOLE 3 8,600 0 0 MEDCATH CORPORATION COM 58404W109 1,218.36 69,780 SOLE 2 69,780 MEDCATH CORPORATION COM 58404W109 6,924.60 396,600 SHD SOLE 3 396,600 0 0 MEDIA GENERAL INC COM 584404107 635.00 10,000 SOLE 2 10,000 MEDIA GENERAL INC COM 584404107 254.00 4,000 SOLE 2 4,000 MEDIA GENERAL INC CL A COM 584404107 488.90 7,700 SHD SHD 1 7,700 0 0 MEDIA GENERAL INC CL A COM 584404107 16,015.50 252,213 SHD SOLE 3 252,213 0 0 MEDIA GENERAL INC CL A COM 584404107 600.60 9,458 SHD OTH 3 9,458 0 0 MEDIACOM COMMUNICATIONS CORPORATION COM 58446K105 335.68 23,960 SOLE 2 23,960 MEDIACOM CORPORATION COM 58446K105 25,673.40 1,832,506 SHD SOLE 3 1,828,206 0 4,300 MEDIACOM CORPORATION COM 58446K105 715.20 51,050 SHD OTH 3 2,850 0 48,200 MEDICIS PHARMACEUTICAL CORPORATION COM 584690309 277.50 5,000 SOLE 2 5,000 MEDICIS PHARMACEUTICAL CORPORATION COM 584690309 3,653.60 65,830 SHD SOLE 3 64,430 0 1,400 MEDICIS PHARMACEUTICAL CORPORATION COM 584690309 1,720.50 31,000 SHD OTH 3 1,500 0 29,500 MEDIMMUNE INC COM 584699102 1,745.27 44,375 SOLE 2 44,375 MEDIMMUNE INC COM 584699102 4,638.30 117,933 SOLE 2 117,933 MEDIMMUNE INC COM 584699102 408.15 11,250 SHD SOLE 4 11,250 MEDIMMUNE INC COM 584699102 2,761.50 70,214 SHD SOLE 3 70,214 0 0 MEDIMMUNE INC COM 584699102 360.70 9,171 SHD OTH 3 9,171 0 0 MEDQUIST INC COM 584949101 974.88 32,496 SOLE 2 32,496 MEDQUIST INC COM 584949101 3,892.80 129,761 SHD SOLE 3 129,761 0 0 MEDTRONIC INC COM 585055106 351,435.01 7,773,391 SOLE 2 7,773,391 MEDTRONIC INC COM 585055106 170,858.31 3,779,215 SOLE 2 3,779,215 MEDTRONIC INC COM 585055106 33,173.77 754,807 SHD SOLE 4 754,807 MEDTRONIC INC COM 585055106 76,396.70 1,689,818 SHD SOLE 3 1,636,118 0 37,200 MEDTRONIC INC COM 585055106 14,034.00 310,419 SHD OTH 3 19,019 0 0 MELLON FINANCIAL CORPORATION COM 58551A108 10,787.10 279,532 SHD SOLE 3 273,107 0 3,000 MELLON FINANCIAL CORPORATION COM 58551A108 432.20 11,201 SHD OTH 3 11,201 0 0 MELLON FINANCIAL CORPORATION COM 58551A108 1,194.82 30,962 SOLE 2 30,962 MELLON FINANCIAL CORPORATION COM 58551A108 1,791.73 46,430 SOLE 2 46,430 MEMBERWORKS INC COM 586002107 381.14 20,134 SOLE 2 20,134 MEMC ELECTRONIC MATERIAL COM 552715104 59.00 10,000 SOLE 2 10,000 MENTOR CORPORATION MINN COM 587188103 715.50 19,830 SHD SOLE 3 19,830 0 0 MENTOR GRAPHICS CORPORATION COM 587200106 2,555.20 120,869 SHD SOLE 3 117,469 0 2,400 MENTOR GRAPHICS CORPORATION COM 587200106 482.00 22,800 SHD OTH 3 2,700 0 20,100 MERCANTILE BANKSHARES CORPORATION COM 587405101 1,542.20 35,650 SHD OTH 3 0 0 35,650 MERCK & CO.INC. COM 589331107 343,707.11 5,969,210 SOLE 2 5,969,210 MERCK & CO.INC. COM 589331107 164,925.18 2,864,279 SOLE 2 2,864,279 MERCK & CO.INC. COM 589331107 34,356.00 615,699 SHD SOLE 4 615,699 MERCK & CO.INC. COM 589331107 4,704.30 81,700 SHD SHD 1 81,700 0 0 MERCK & CO.INC. COM 589331107 491,324.70 8,532,906 SHD SOLE 3 7,753,820 0 729,630 MERCK & CO.INC. COM 589331107 79,933.90 1,388,223 SHD OTH 3 199,071 0 40,800 MERCURY COMPUTER SYSTEMS INC COM 589378108 4,059.80 127,028 SHD SOLE 3 127,028 0 0 MERCURY COMPUTER SYSTEMS INC COM 589378108 59.10 1,850 SHD OTH 3 1,850 0 0 MERCURY GENERAL CORPORATION COM 589400100 46.50 1,000 SHD SOLE 3 1,000 0 0 MERCURY INTERACTIVE CORPORATION CNV 589405AB5 222.75 270,000 SOLE 2 270,000 MERCURY INTERACTIVE CORPORATION COM 589405109 211.00 5,605 SHD SOLE 3 5,605 0 0 MERCURY INTERACTIVE CORPORATION COM 589405109 37.60 1,000 SHD OTH 3 1,000 0 0 MEREDITH CORPORATION COM 589433101 532.80 12,534 SHD SOLE 3 12,534 0 0 MEREDITH CORPORATION COM 589433101 57.40 1,350 SHD OTH 3 1,350 0 0 MERIDAN RESOURCE CORPORATION COM 58977Q109 203.80 41,600 SHD SOLE 3 41,600 0 0 MERISTAR HOSPITALITY COM 58984Y103 538.38 29,500 SOLE 2 29,500 MERISTAR HOSPITALITY COM 58984Y103 5,335.80 292,372 SHD SOLE 3 292,372 0 0 MERISTAR HOSPITALITY COM 58984Y103 1,471.90 80,650 SHD OTH 3 12,550 0 68,100 MERISTAR HOTELS & RESORTS INC COM 589988104 83.22 97,905 SOLE 2 97,905 MERITAGE CORPORATION COM 59001A102 106.90 1,673 SHD SOLE 3 1,673 0 0 MERIX CORPORATION COM 590049102 33.60 1,800 SHD SOLE 3 1,800 0 0 MERRILL LYNCH CO INC COM 590188108 27,587.05 498,141 SOLE 2 498,141 MERRILL LYNCH CO INC COM 590188108 29,314.68 529,337 SOLE 2 529,337 MERRILL LYNCH CO INC PUT 590188108 1.13 15,000 PUT SOLE 2 15,000 MERRILL LYNCH CO INC COM 590188108 376.60 6,800 SHD SHD 1 6,800 0 0 MERRILL LYNCH CO INC COM 590188108 50,589.50 913,498 SHD SOLE 3 828,471 0 75,274 MERRILL LYNCH CO INC COM 590188108 5,473.00 98,826 SHD OTH 3 72,726 0 0 MESA AIR GROUP INC PFD 590479101 454.20 40,550 SHD SOLE 3 40,550 0 0 MESA AIR GROUP INC PFD 590479101 38.60 3,450 SHD OTH 3 3,450 0 0 MESABA HOLDINGS INC COM 59066B102 25.80 2,900 SHD SOLE 3 2,900 0 0 METALS USA INC COM 591324108 85.90 296,234 SHD SOLE 3 296,234 0 0 METASOLV INC COM 59139P104 69.30 9,200 SHD SOLE 3 9,200 0 0 METAWAVE COMMUNICATIONS CORPORATION COM 591409107 20.25 40,497 SOLE 2 40,497 METHODE ELECTRONICS INC CL A COM 591520200 964.90 77,500 SHD SOLE 3 77,500 0 0 METHODE ELECTRONICS INC CL A COM 591520200 51.00 4,100 SHD OTH 3 4,100 0 0 METLIFE INC COM 59156R108 1,646.54 52,271 SOLE 2 52,271 METLIFE INC COM 59156R108 3,987.11 126,575 SOLE 2 126,575 METLIFE INC COM 59156R108 1,688.40 53,600 SHD SHD 1 53,600 0 0 METLIFE INC COM 59156R108 99,197.60 3,149,130 SHD SOLE 3 3,079,080 0 53,050 METLIFE INC COM 59156R108 29,706.80 943,074 SHD OTH 3 126,274 0 0 METRIS COMPANIES INC COM 591598107 1,008.00 50,400 SHD SOLE 3 50,400 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 1,569.90 61,928 SHD SOLE 3 61,928 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 806.10 31,800 SHD OTH 3 4,500 0 27,300 METRO-GOLDMAN-MAYER INC COM 591610100 137.90 8,300 SHD SHD 1 8,300 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 103,267.70 6,213,460 SHD SOLE 3 6,153,350 0 54,710 METRO-GOLDMAN-MAYER INC COM 591610100 3,268.00 196,629 SHD OTH 3 68,329 0 125,800 METRO-GOLDWYN-MAYER INC COM 591610100 885.30 53,267 SOLE 2 53,267 METROMEDIA FIBER NETWORK A COM 591689104 1.98 19,800 SOLE 2 19,800 METTLER-TOLDEO INTL COM 592688105 1,442.10 31,863 SHD SOLE 3 31,363 0 0 METTLER-TOLDEO INTL COM 592688105 1,475.90 32,610 SHD OTH 3 2,710 0 29,900 METTLER-TOLEDO INTL COM 592688105 825.77 18,245 SOLE 2 18,245 MGI PHARMACEUTICALS INC COM 552880106 222.20 16,150 SHD SOLE 3 16,150 0 0 MGI PHARMACEUTICALS INC COM 552880106 24.80 1,800 SHD OTH 3 1,800 0 0 MGIC INVESTMENT CORPORATION COM 552848103 2,620.87 38,300 SOLE 2 38,300 MGIC INVESTMENT CORPORATION COM 552848103 2,131.87 31,154 SOLE 2 31,154 MGIC INVESTMENT CORPORATION COM 552848103 1,247.10 18,225 SHD SOLE 3 18,225 0 0 MGIC INVESTMENT CORPORATION COM 552848103 17.10 250 SHD OTH 3 250 0 0 MGM MIRAGE COM 552953101 126.10 3,480 SHD SOLE 3 3,480 0 0 MGM MIRAGE COM 552953101 3,945.10 108,890 SHD OTH 3 4,690 0 0 MICHAELS STORES INC COM 594087108 2,040.60 53,984 SHD SOLE 3 53,984 0 0 MICHAELS STORES INC COM 594087108 978.30 25,882 SHD OTH 3 1,400 0 23,700 MICREL INC COM 594793101 181.00 7,176 SHD SOLE 3 7,176 0 0 MICREL INC COM 594793101 18.90 750 SHD OTH 3 750 0 0 MICRO GENERAL CORPORATION COM 594838302 344.12 24,900 SOLE 2 24,900 MICRO GENERAL CORPORATION PFD 594838302 33.20 2,400 SHD SOLE 3 2,400 0 0 MICROCHIP TECHNOLOGY COM 595017104 14,622.70 349,574 SHD SOLE 3 348,674 0 900 MICROCHIP TECHNOLOGY COM 595017104 598.20 14,300 SHD OTH 3 1,900 0 12,400 MICROMUSE INC COM 595094103 105.12 12,000 SOLE 2 12,000 MICRON TECHNOLOGY INC COM 595112103 3,493.98 106,200 SOLE 2 106,200 MICRON TECHNOLOGY INC CLL 595112103 9.00 10,000 CLL SOLE 2 10,000 MICRON TECHNOLOGY INC COM 595112103 1,845.69 56,100 SOLE 2 56,100 MICRON TECHNOLOGY INC COM 595112103 400.73 13,100 SHD SOLE 4 13,100 MICRON TECHNOLOGY INC COM 595112103 236.90 7,200 SHD SHD 1 7,200 0 0 MICRON TECHNOLOGY INC COM 595112103 46,012.60 1,398,560 SHD SOLE 3 1,320,660 0 65,600 MICRON TECHNOLOGY INC COM 595112103 12,255.70 372,513 SHD OTH 3 14,013 0 0 MICROSEMI CORPORATION CL A COM 595137100 714.50 43,778 SHD SOLE 3 43,778 0 0 MICROSEMI CORPORATION CL A COM 595137100 48.10 2,950 SHD OTH 3 2,950 0 0 MICROSOFT CORPORATION COM 594918104 253,929.65 4,210,407 SOLE 2 4,210,407 MICROSOFT CORPORATION PUT 594918104 1.70 22,700 PUT SOLE 2 22,700 MICROSOFT CORPORATION PUT 594918104 5.25 15,000 PUT SOLE 2 15,000 MICROSOFT CORPORATION PUT 594918104 29.07 32,300 PUT SOLE 2 32,300 MICROSOFT CORPORATION COM 594918104 178,770.66 2,964,196 SOLE 2 2,964,196 MICROSOFT CORPORATION PUT 594918104 11.70 13,000 PUT SOLE 2 13,000 MICROSOFT CORPORATION COM 594918104 37,194.62 658,895 SHD SOLE 4 658,895 MICROSOFT CORPORATION COM 594918104 5,352.40 88,600 SHD SHD 1 88,600 0 0 MICROSOFT CORPORATION COM 594918104 1,269,172.80 20,990,991 SHD SOLE 3 19,589,476 0 1,324,496 MICROSOFT CORPORATION COM 594918104 182,337.70 3,021,047 SHD OTH 3 728,332 0 342,500 MICROSTRATEGY INC COM 594972101 61.00 20,000 SOLE 2 20,000 MICROSTRATEGY INC COM 594972101 176.90 58,000 SOLE 2 58,000 MICROSTRATEGY INC COM 594972101 19.80 6,500 SHD SOLE 3 6,500 0 0 MICROTUNE INC COM 59514P109 638.20 44,412 SOLE 2 44,412 MICROTUNE INC COM 59514P109 5.70 400 SHD SOLE 3 400 0 0 MID ATLANTIC MEDICAL SVCS INC. COM 59523C107 3,962.40 139,031 SHD SOLE 3 139,031 0 0 MID ATLANTIC MEDICAL SVCS INC. COM 59523C107 1,293.90 45,400 SHD OTH 3 4,500 0 40,900 MID-AMERICA APT CMNTYS INC COM 59522J103 270.97 10,362 SOLE 2 10,362 MID-AMERICA APT CMNTYS INC COM 59522J103 1,502.40 57,455 SHD SOLE 3 57,455 0 0 MID-AMERICA APT CMNTYS INC COM 59522J103 117.70 4,500 SHD OTH 3 4,500 0 0 MIDAS INC. COM 595626102 974.70 68,349 SHD SOLE 3 68,349 0 0 MIDLAND COMPANY COM 597486109 409.00 9,600 SHD SOLE 3 9,600 0 0 MID-STATE BANCSHARES COM 595440108 224.70 12,700 SHD SOLE 3 12,700 0 0 MIDWAY GAMES INC COM 598148104 671.70 49,900 SHD SOLE 3 49,900 0 0 MILACRON INC COM 598709103 539.80 37,000 SHD SOLE 3 37,000 0 0 MILLENNIUM CHEMICALS INC COM 599903101 1,119.50 76,000 SHD SOLE 3 76,000 0 0 MILLENNIUM CHEMICALS INC COM 599903101 47.10 3,200 SHD OTH 3 3,200 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 779.07 34,920 SOLE 2 34,920 MILLENNIUM PHARMACEUTICALS INC COM 599902103 720.12 32,278 SOLE 2 32,278 MILLENNIUM PHARMACEUTICALS INC COM 599902103 676.34 32,800 SHD SOLE 4 32,800 MILLENNIUM PHARMACEUTICALS INC COM 599902103 28,729.20 1,287,726 SHD SOLE 3 1,287,726 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 64.70 2,900 SHD OTH 3 2,900 0 0 MILLER HERMAN INC. COM 600544100 485.11 20,400 SOLE 2 20,400 MILLER HERMAN INC. COM 600544100 15,118.30 635,758 SHD SOLE 3 635,758 0 0 MILLER HERMAN INC. COM 600544100 1,811.00 76,155 SHD OTH 3 3,955 0 27,200 MILLIPORE CORPORATION COM 601073109 18,531.40 418,884 SHD SOLE 3 417,734 0 1,150 MILLIPORE CORPORATION COM 601073109 957.80 21,650 SHD OTH 3 5,250 0 16,400 MILLS CORPORATION COM 601148109 517.26 18,500 SOLE 2 18,500 MILLS CORPORATION COM 601148109 5.10 184 SHD OTH 3 184 0 0 MINAS BUENAVENTURA-SPON ADR COM 204448104 1,512.60 56,000 SHD SOLE 3 56,000 0 0 MINAS BUENAVENTURA-SPON ADR COM 204448104 9,791.10 362,500 SHD OTH 3 0 0 0 MINE SAFETY APPLIANCE CO COM 602720104 659.00 17,550 SOLE 2 17,550 MINE SAFETY APPLIANCE CO COM 602720104 127.70 3,400 SHD SOLE 3 3,400 0 0 MINERALS TECHNOLOGIES INC COM 603158106 535.70 10,210 SHD SOLE 3 10,210 0 0 MINERALS TECHNOLOGIES INC COM 603158106 120.70 2,300 SHD OTH 3 2,300 0 0 MINNESOTA MNG. & MFG.CO. COM 604059105 2,366.91 20,580 SOLE 2 20,580 MINNESOTA MNG. & MFG.CO. COM 604059105 733.76 6,380 SOLE 2 6,380 MINNESOTA MNG. & MFG.CO. COM 604059105 53,576.80 465,845 SHD SOLE 3 370,412 0 89,250 MINNESOTA MNG. & MFG.CO. COM 604059105 27,614.50 240,105 SHD OTH 3 53,505 0 0 MIPS TECHNOLOGIES INC CL B COM 604567206 4.30 639 SHD SOLE 3 639 0 0 MIRANT CORPORATION COM 604675108 304.26 21,056 SOLE 2 21,056 MIRANT CORPORATION COM 604675108 163.18 11,293 SOLE 2 11,293 MIRANT CORPORATION COM 604675108 88,963.40 6,156,636 SHD SOLE 3 6,043,407 0 98,029 MIRANT CORPORATION COM 604675108 3,686.10 255,092 SHD OTH 3 71,692 0 177,300 MIRANT TR I CNV 60467Q102 347.90 8,875 SOLE 2 8,875 MISSION WEST PROPERTIES INC COM 605203108 631.42 48,200 SOLE 2 48,200 MISSION WEST PROPERTIES INC COM 605203108 478.15 36,500 SOLE 2 36,500 MISSISSIPPI VALLEY BANKSHARES COM 605720101 104.50 2,600 SHD SOLE 3 2,600 0 0 MKS INSTRUMENTS INC COM 55306N104 638.00 18,633 SHD SOLE 3 18,633 0 0 MOBILE MINI INC COM 60740F105 9,811.70 304,900 SHD SOLE 3 304,900 0 0 MOBIUS MANAGEMENT SYSTEMS, INC COM 606925105 136.26 51,417 SOLE 2 51,417 MODINE MFG CO COM 607828100 10.80 400 SHD SOLE 3 400 0 0 MOHAWK INDUSTRIES INC COM 608190104 414.60 6,900 SHD SHD 1 6,900 0 0 MOHAWK INDUSTRIES INC COM 608190104 19,222.60 319,898 SHD SOLE 3 310,098 0 9,800 MOHAWK INDUSTRIES INC COM 608190104 5,512.10 91,730 SHD OTH 3 8,430 0 33,000 MOLECULAR DEVICES CORPORATION COM 60851C107 203.36 11,192 SOLE 2 11,192 MOLECULAR DEVICES CORPORATION COM 60851C107 4,888.30 269,029 SHD SOLE 3 269,029 0 0 MOLECULAR DEVICES CORPORATION COM 60851C107 49.50 2,722 SHD OTH 3 2,722 0 0 MOLEX INC COM 608554101 8,980.20 259,020 SHD SOLE 3 258,195 0 825 MOLEX INC COM 608554101 2,413.40 69,610 SHD OTH 3 3,210 0 0 MOLEX INC CLASS A COM 608554200 16,501.60 539,444 SHD SOLE 3 538,344 0 1,100 MOLEX INC CLASS A COM 608554200 1,797.20 58,750 SHD OTH 3 950 0 19,400 MOLEX INC CLASS-A COM 608554200 6,349.23 207,559 SOLE 2 207,559 MOMENTUM BUSINESS APPLICATIONS COM 60877P108 106.90 5,719 SHD SOLE 3 5,719 0 0 MONACO COACH CORPORATION COM 60886R103 1,355.90 55,800 SHD SOLE 3 55,800 0 0 MONACO COACH CORPORATION COM 60886R103 41.30 1,700 SHD OTH 3 1,700 0 0 MONOLITHIC SYSTEM COM 609842109 1,085.60 94,400 SHD SOLE 3 94,400 0 0 MONSANTO COMPANY COM 61166W101 2,368.30 74,970 SOLE 2 74,970 MONSANTO COMPANY COM 61166W101 701.30 22,200 SOLE 2 22,200 MONSANTO COMPANY COM 61166W101 170.60 5,400 SHD SHD 1 5,400 0 0 MONSANTO COMPANY COM 61166W101 6,980.10 220,960 SHD SOLE 3 208,060 0 12,900 MONSANTO COMPANY COM 61166W101 917.40 29,040 SHD OTH 3 24,240 0 0 MONY GROUP INC COM 615337102 9,080.10 225,201 SHD SOLE 3 219,201 0 6,000 MONY GROUP INC COM 615337102 3,203.80 79,460 SHD OTH 3 7,560 0 71,900 MOODY'S CORPORATION COM 615369105 756.20 18,400 SHD SHD 1 18,400 0 0 MOODY'S CORPORATION COM 615369105 49,086.30 1,194,313 SHD SOLE 3 929,213 0 241,000 MOODY'S CORPORATION COM 615369105 9,628.10 234,260 SHD OTH 3 82,960 0 0 MOOG INC CL A COM 615394202 1,429.00 44,655 SHD SOLE 3 44,655 0 0 MOOG INC CL A COM 615394202 97.60 3,050 SHD OTH 3 3,050 0 0 MORGAN GROUP HOLDING CO. (PRIVATE CO) COM 61735R104 5.20 2,700 SHD SOLE 3 2,700 0 0 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 5,150.16 89,865 SOLE 2 89,865 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 8,461.65 147,647 SOLE 2 147,647 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 30,236.06 540,026 SHD SOLE 4 540,026 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 320.90 5,600 SHD SHD 1 5,600 0 0 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 54,929.90 958,469 SHD SOLE 3 926,319 0 24,850 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 22,178.20 386,986 SHD OTH 3 43,486 0 0 MORGAN STANLEY EMERGING COM 61744H105 81.70 10,000 SOLE 2 10,000 MOTOROLA INC COM 620076109 2,865.87 201,822 SOLE 2 201,822 MOTOROLA INC COM 620076109 3,232.12 227,614 SOLE 2 227,614 MOTOROLA INC COM 620076109 323.87 23,300 SHD SOLE 4 23,300 MOTOROLA INC COM 620076109 1,789.20 126,000 SHD SHD 1 126,000 0 0 MOTOROLA INC COM 620076109 159,693.20 11,246,001 SHD SOLE 3 10,443,476 0 741,425 MOTOROLA INC COM 620076109 30,899.60 2,176,030 SHD OTH 3 259,830 0 0 MOVIE GALLERY INC COM 624581104 2,444.10 142,350 SHD SOLE 3 142,350 0 0 MOVIE GALLERY INC COM 624581104 133.50 7,775 SHD OTH 3 7,775 0 0 MPS GROUP INC COM 553409103 1,588.06 181,492 SOLE 2 181,492 MPS GROUP, INC. COM 553409103 2,790.50 318,911 SHD SOLE 3 318,911 0 0 MPS GROUP, INC. COM 553409103 922.20 105,400 SHD OTH 3 9,900 0 95,500 MRO SOFTWARE INC COM 55347W105 1,522.66 122,400 SOLE 2 122,400 MRO SOFTWARE, INC. COM 55347W105 9,071.20 729,200 SHD SOLE 3 729,200 0 0 MRO SOFTWARE, INC. COM 55347W105 6.20 500 SHD OTH 3 500 0 0 MRV COMMUNICATIONS INC COM 553477100 146.39 51,912 SOLE 2 51,912 MRV COMMUNICATIONS INC COM 553477100 579.70 205,562 SHD SOLE 3 205,562 0 0 MRV COMMUNICATIONS INC COM 553477100 17.20 6,100 SHD OTH 3 6,100 0 0 MSC INDUSTRIAL DIRECT CO INC COM 553530106 545.00 23,800 SHD SOLE 3 23,800 0 0 MSC INDUSTRIAL DIRECT CO INC COM 553530106 554.20 24,200 SHD OTH 3 0 0 24,200 MSC.SOFTWARE CORPORATION COM 553531104 1,005.10 43,700 SHD SOLE 3 43,700 0 0 MSC.SOFTWARE CORPORATION COM 553531104 915.40 39,800 SHD OTH 3 2,900 0 36,900 MSD INTERNATIONAL INVSTMNTS LP VENT CAP COM USVC00930 5,000.00 5,000,000 SHD SOLE 3 5,000,000 0 0 MTR GAMING GROUP INC COM 553769100 4,849.60 314,300 SHD SOLE 3 314,300 0 0 MTS SYSTEMS CORPORATION COM 553777103 2.20 200 SHD SOLE 3 200 0 0 MUELLER INDUSTRIES INC COM 624756102 349.90 10,000 SOLE 2 10,000 MUELLER INDUSTRIES INC COM 624756102 8,629.20 246,618 SHD SOLE 3 246,618 0 0 MUELLER INDUSTRIES INC COM 624756102 116.70 3,336 SHD OTH 3 3,336 0 0 MULTEX.COM INC COM 625367107 100.60 22,200 SHD SOLE 3 22,200 0 0 MUNIASSETS FUND INC COM 62618Q106 387.26 34,000 SOLE 2 34,000 MURPHY OIL CORPORATION COM 626717102 1,363.20 14,200 SOLE 2 14,200 MURPHY OIL CORPORATION COM 626717102 1,646.02 17,146 SOLE 2 17,146 MURPHY OIL CORPORATION COM 626717102 916.80 9,550 SHD SOLE 3 9,550 0 0 MURPHY OIL CORPORATION COM 626717102 1,359.40 14,160 SHD OTH 3 3,060 0 11,100 MYKROLIS, CORPORATION COM 62852P103 43.40 2,838 SHD SOLE 3 2,838 0 0 MYKROLIS, CORPORATION COM 62852P103 172.80 11,303 SHD OTH 3 203 0 11,100 MYLAN LABORATORIES INC COM 628530107 394.80 13,400 SHD SHD 1 13,400 0 0 MYLAN LABORATORIES INC COM 628530107 28,757.50 976,155 SHD SOLE 3 859,455 0 116,700 MYLAN LABORATORIES INC COM 628530107 5,976.30 202,863 SHD OTH 3 32,663 0 0 MYRIAD GENETICS INC COM 62855J104 4.00 120 SHD SOLE 3 120 0 0 MYRIAD GENETICS INC COM 62855J104 3.40 100 SHD OTH 3 100 0 0 N V R INC COM 62944T105 31,560.10 100,032 SHD SOLE 3 100,032 0 0 N V R INC COM 62944T105 6,452.00 20,450 SHD OTH 3 550 0 19,900 NABI BIOPHARMACEUTICALS COM 629519109 391.20 63,500 SHD SOLE 3 63,500 0 0 NABI INC COM 628716102 26.20 4,811 SHD OTH 3 0 0 0 NABORS INDUSTRIES INC COM 629568106 908.38 21,500 SOLE 2 21,500 NABORS INDUSTRIES INC COM 629568106 4,304.89 101,891 SOLE 2 101,891 NABORS INDUSTRIES INC COM 629568106 10,066.10 238,251 SHD SOLE 3 220,151 0 13,100 NABORS INDUSTRIES INC COM 629568106 597.80 14,150 SHD OTH 3 750 0 13,400 NACCO INDS INC CLASS A (COM) COM 629579103 2,921.50 44,071 SHD SOLE 3 44,071 0 0 NACCO INDS INC CLASS A (COM) COM 629579103 1,435.20 21,650 SHD OTH 3 2,050 0 19,600 NANOGEN INC COM 630075109 43.58 10,375 SOLE 2 10,375 NANOMETRICS INC COM 630077105 190.90 10,350 SHD SOLE 3 10,350 0 0 NANOMETRICS INC COM 630077105 21.20 1,150 SHD OTH 3 1,150 0 0 NASDAQ-100 TRUST SERIES I COM 631100104 4,489.25 129,150 SHD SOLE 4 129,150 NASH FINCH CO COM 631158102 1,389.80 51,000 SHD SOLE 3 51,000 0 0 NASH FINCH CO COM 631158102 26.20 961 SHD OTH 3 0 0 0 NATIONAL CITY CORPORATION COM 635405103 647.44 21,048 SOLE 2 21,048 NATIONAL CITY CORPORATION COM 635405103 14,493.70 471,186 SHD SOLE 3 452,286 0 18,900 NATIONAL CITY CORPORATION COM 635405103 3,110.20 101,112 SHD OTH 3 7,412 0 0 NATIONAL COMM FINANCIAL CORPORATION COM 63545P104 16,076.90 578,304 SHD SOLE 3 576,354 0 1,950 NATIONAL COMM FINANCIAL CORPORATION COM 63545P104 2,645.06 95,146 SOLE 2 95,146 NATIONAL COMM FINANCIAL CORPORATION COM 63545P104 824.50 29,660 SHD OTH 3 2,160 0 27,500 NATIONAL DENTEX CORPORATION COM 63563H109 3,177.00 120,800 SHD SOLE 3 120,800 0 0 NATIONAL FUEL GAS CO COM 636180101 179.00 7,350 SHD SOLE 3 7,350 0 0 NATIONAL HEALTH INVS INC COM 63633D104 146.00 10,000 SOLE 2 10,000 NATIONAL HEALTH INVS INC COM 63633D104 1,268.70 86,900 SHD SOLE 3 86,900 0 0 NATIONAL HEALTH INVS INC COM 63633D104 40.80 2,797 SHD OTH 3 0 0 0 NATIONAL INFORMATION COM 636491102 78.00 20,000 SOLE 2 20,000 NATIONAL INSTRUMENTS CORPORATION COM 636518102 36.60 876 SHD SOLE 3 876 0 0 NATIONAL INSTRUMENTS CORPORATION COM 636518102 60.20 1,440 SHD OTH 3 1,440 0 0 NATIONAL OILWELL INC COM 637071101 7,605.30 300,250 SHD SOLE 3 300,250 0 0 NATIONAL PENN BANCSHARES COM 637138108 23.90 973 SHD SOLE 3 973 0 0 NATIONAL PRESTO IND. INC COM 637215104 8.30 290 SHD SOLE 3 290 0 0 NATIONAL PROCESSING INC COM 637229105 10,826.10 378,800 SHD SOLE 3 378,800 0 0 NATIONAL SERVICE INDUSTRIES INC NEW COM 637657206 135.40 12,972 SHD SOLE 3 12,972 0 0 NATIONAL-OILWELL, INC. COM 637071101 215.31 8,500 SOLE 2 8,500 NATIONAL-OILWELL, INC. COM 637071101 291.30 11,500 SOLE 2 11,500 NATIONWIDE FINANCIAL SERVICES COM 638612101 419.40 9,800 SHD SHD 1 9,800 0 0 NATIONWIDE FINANCIAL SERVICES COM 638612101 44,971.70 1,050,740 SHD SOLE 3 1,022,140 0 27,900 NATIONWIDE FINANCIAL SERVICES COM 638612101 12,638.80 295,300 SHD OTH 3 25,100 0 0 NATIONWIDE HEALTH PROPERTIES COM 638620104 201.50 10,000 SOLE 2 10,000 NATIONWIDE HEALTH PROPERTIES COM 638620104 797.90 39,600 SHD SOLE 3 39,600 0 0 NATL SEMICONDUCTOR CORPORATION COM 637640103 4,088.80 121,364 SHD SOLE 3 113,464 0 7,900 NATL SEMICONDUCTOR CORPORATION COM 637640103 102.40 3,040 SHD OTH 3 3,040 0 0 NATL WESTN LIFE INS CO CLASS A COM 638522102 696.90 6,100 SHD SOLE 3 6,100 0 0 NATL WESTN LIFE INS CO CLASS A COM 638522102 2.30 20 SHD OTH 3 20 0 0 NAUTICA ENTERPRISES INC COM 639089101 1,516.00 100,000 SHD SOLE 3 100,000 0 0 NAVIGANT CONSULTING CO COM 63935N107 1,360.80 210,000 SHD SOLE 3 210,000 0 0 NAVISTAR INTL CORPORATION (NEW) COM 63934E108 143.10 3,230 SHD SOLE 3 3,230 0 0 NAVISTAR INTL CORPORATION (NEW) COM 63934E108 100.90 2,278 SHD OTH 3 1,150 0 0 NBTY INC COM 628782104 13,558.90 794,780 SHD SOLE 3 794,780 0 0 NBTY INC COM 628782104 178.80 10,482 SHD OTH 3 8,452 0 0 NCI BUILDING SYSTEMS INC COM 628852105 252.00 11,200 SHD SOLE 3 11,200 0 0 NCO GROUP INC COM 628858102 11,756.40 423,500 SHD SOLE 3 423,500 0 0 NCR CORPORATION NEW COM 62886E108 14,498.40 323,987 SHD SOLE 3 322,587 0 1,400 NCR CORPORATION NEW COM 62886E108 1,453.50 32,480 SHD OTH 3 5,280 0 0 NDCHEALTH, CORPORATION COM 639480102 9,685.30 266,152 SHD SOLE 3 266,152 0 0 NDCHEALTH, CORPORATION COM 639480102 1,574.70 43,274 SHD OTH 3 4,074 0 39,200 NEIMAN MARCUS GROUP INC CL A COM 640204202 2,686.20 77,975 SHD SOLE 3 74,775 0 3,200 NEIMAN MARCUS GROUP INC CL A COM 640204202 372.10 10,800 SHD OTH 3 100 0 10,700 NEIMAN MARCUS GRP INC CL B COM 640204301 125.60 3,834 SHD SOLE 3 3,834 0 0 NEOFORMA.COM INC COM 640475505 17.70 900 SHD SOLE 3 900 0 0 NEOMAGIC CORPORATION COM 640497103 2,259.70 678,579 SHD SOLE 3 678,579 0 0 NEOMAGIC CORPORATION COM 640497103 24.30 7,306 SHD OTH 3 7,306 0 0 NEON COMMUNICATIONS INC COM 640506101 9.40 20,000 SOLE 2 20,000 NEOSE TECHNOLOGIES INC COM 640522108 224.35 7,000 SOLE 2 7,000 NEOSE TECHNOLOGIES INC COM 640522108 368.60 11,500 SHD SOLE 3 11,500 0 0 NESTLE SA SPONSORED ADR COM 641069406 3,753.00 67,500 SHD OTH 3 0 0 0 NET IQ INC COM 64115P102 2,644.90 121,271 SHD SOLE 3 121,271 0 0 NET IQ INC COM 64115P102 55.90 2,565 SHD OTH 3 2,565 0 0 NET TO PHONE COM 64108N106 12.70 2,500 SHD SOLE 3 2,500 0 0 NET.B@NK INC COM 640933107 4,064.20 240,483 SHD SOLE 3 240,483 0 0 NET.B@NK INC COM 640933107 75.90 4,490 SHD OTH 3 4,490 0 0 NETEGRITY INC COM 64110P107 99.10 6,700 SHD SOLE 3 6,700 0 0 NETMANAGE INC COM 641144100 209.40 268,510 SHD SOLE 3 268,510 0 0 NETRO CORPORATION COM 64114R109 197.12 70,400 SOLE 2 70,400 NETRO CORPORATION COM 64114R109 142.00 50,700 SHD SOLE 3 50,700 0 0 NETSCOUT SYSTEMS INC COM 64115T104 321.73 44,935 SOLE 2 44,935 NETSCOUT SYSTEMS INC COM 64115T104 11.50 1,600 SHD SOLE 3 1,600 0 0 NETWORK APPLIANCE INC COM 64120L104 1,704.79 83,650 SOLE 2 83,650 NETWORK APPLIANCE INC COM 64120L104 3,297.57 161,804 SOLE 2 161,804 NETWORK APPLIANCE INC CLL 64120L104 7.50 10,000 CLL SOLE 2 10,000 NETWORK APPLIANCE INC COM 64120L104 282.75 14,360 SHD SOLE 4 14,360 NETWORK APPLIANCES INC COM 64120L104 17,661.40 866,606 SHD SOLE 3 860,706 0 5,900 NETWORK APPLIANCES INC COM 64120L104 42.80 2,100 SHD OTH 3 2,100 0 0 NETWORK ASSOCIATES INC COM 640938106 10,795.60 446,100 SHD SOLE 3 405,700 0 40,400 NETWORK ASSOCIATES INC COM 640938106 4,104.30 169,600 SHD OTH 3 1,000 0 0 NEUBERGER BERMAN INC COM 641234109 339.66 7,250 SOLE 2 7,250 NEUBERGER BERMAN INC COM 641234109 864.38 18,450 SOLE 2 18,450 NEUBERGER BERMAN INC COM 641234109 196.80 4,200 SHD SOLE 3 4,200 0 0 NEUBERGER BERMAN INC COM 641234109 386.50 8,250 SHD OTH 3 0 0 8,250 NEUROCRINE BIOSCIENCES INC COM 64125C109 213.10 5,250 SOLE 2 5,250 NEUROCRINE BIOSCIENCES INC COM 64125C109 302.76 7,459 SOLE 2 7,459 NEUROCRINE BIOSCIENCES INC COM 64125C109 730.60 18,000 SHD SOLE 3 18,000 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 9.70 240 SHD OTH 3 240 0 0 NEUROGEN CORPORATION COM 64124E106 35.70 2,800 SHD SOLE 3 2,800 0 0 NEW CENTURY FINANCIAL CORPORATION COM 64352D101 106.70 4,700 SHD SOLE 3 4,700 0 0 NEW CENTY EQUITY HLDGS CORPORATION COM 64353J107 103.91 135,000 SOLE 2 135,000 NEW JERSEY RESOURCES CORPORATION COM 646025106 261.82 8,658 SOLE 2 8,658 NEW JERSEY RESOURSES CRP COM 646025106 518.40 17,142 SHD SOLE 3 17,142 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 1,870.70 93,300 SHD SOLE 3 86,700 0 6,600 NEW YORK COMMUNITY BANCORPORATION INC. COM 649445103 1,760.00 63,651 SHD SOLE 3 63,651 0 0 NEW YORK COMMUNITY BANCORPORATION INC. COM 649445103 121.70 4,400 SHD OTH 3 4,400 0 0 NEW YORK TIMES CO.A COM 650111107 1,786.66 37,331 SOLE 2 37,331 NEW YORK TIMES CO.A COM 650111107 159,654.10 3,335,857 SHD SOLE 3 3,307,367 0 26,090 NEW YORK TIMES CO.A COM 650111107 3,927.20 82,055 SHD OTH 3 22,703 0 57,500 NEWELL RUBBERMAID INC COM 651229106 1,717.95 53,753 SOLE 2 53,753 NEWELL RUBBERMAID INC COM 651229106 328.68 10,284 SOLE 2 10,284 NEWELL RUBBERMAID INC COM 651229106 16,937.60 529,964 SHD SOLE 3 529,964 0 0 NEWFIELD EXPLORATION CO. COM 651290108 253.38 6,850 SOLE 2 6,850 NEWFIELD EXPLORATION CO. COM 651290108 1,512.41 40,887 SOLE 2 40,887 NEWFIELD EXPLORATION CO. COM 651290108 7.40 200 SHD SOLE 3 200 0 0 NEWMONT MINING CORPORATION HOLDING CO. COM 651639106 127.40 4,600 SHD SHD 1 4,600 0 0 NEWMONT MINING CORPORATION HOLDING CO. COM 651639106 8,139.50 293,950 SHD SOLE 3 284,850 0 5,500 NEWMONT MINING CORPORATION HOLDING CO. COM 651639106 2,794.00 100,904 SHD OTH 3 21,804 0 0 NEWMONT MNG CORPORATION HLDNG CO COM 651639106 916.15 33,086 SOLE 2 33,086 NEWPARK RES INC COM 651718504 247.20 31,900 SHD SOLE 3 31,900 0 0 NEWPORT CORPORATION COM 651824104 89.10 3,730 SHD SOLE 3 3,730 0 0 NEWS CORPORATION LIMITED (THE) COM 652487703 405.64 14,293 SOLE 2 14,293 NEWS CORPORATION LTD- SPONS ADR PFD 652487802 0.00 0 SHD SHD 1 0 0 0 NEWS CORPORATION LTD- SPONS ADR PFD 652487802 87.00 3,626 SHD SOLE 3 3,626 0 0 NEXPRISE INC NEW COM 65333Q103 18.35 44,765 SOLE 2 44,765 NEXTCARD INC COM 65332K107 2.71 54,256 SOLE 2 54,256 NEXTCARD INC COM 65332K107 0.00 200 SHD SOLE 3 200 0 0 NEXTEL COMMS 5.25% 15 JAN 2010 CNV 65332VAY9 150,150.30 3,000,000 SHD OTH 3 0 0 2,500,000 NEXTEL COMMUNICATIONS CNV 65332VAY9 240.00 480,000 SOLE 2 480,000 NEXTEL COMMUNICATIONS CL A COM 65332V103 1,075.73 199,950 SOLE 2 199,950 NEXTEL COMMUNICATIONS CL A COM 65332V103 2,685.86 499,230 SOLE 2 499,230 NEXTEL COMMUNICATIONS CL A COM 65332V103 210.40 40,000 SHD SOLE 4 40,000 NEXTEL COMMUNICATIONS CL A COM 65332V103 2,013.00 374,172 SHD SOLE 3 361,172 0 13,000 NEXTEL PARTNERS INC COM 65333F107 1,033.63 171,700 SOLE 2 171,700 NEXTEL PARTNERS INC COM 65333F107 1,079.40 179,300 SHD SOLE 3 179,300 0 0 NICOR INC COM 654086107 2,714.80 59,601 SHD SOLE 3 59,601 0 0 NICOR INC COM 654086107 2,350.40 51,600 SHD OTH 3 900 0 25,300 NIKE CLASS-B COM 654106103 570.10 9,500 SOLE 2 9,500 NIKE CLASS-B COM 654106103 15,653.60 260,850 SHD SOLE 3 252,350 0 5,000 NIKE CLASS-B COM 654106103 9,867.80 164,436 SHD OTH 3 19,136 0 0 NIKU CORPORATION COM 654113109 57.72 29,600 SOLE 2 29,600 NIKU CORPORATION COM 654113109 181.31 92,982 SOLE 2 92,982 NIPPON TELEG & TEL SPON ADR COM 654624105 378.29 19,550 SOLE 2 19,550 NISOURCE INC COM 65473P105 1,348.73 58,768 SOLE 2 58,768 NISOURCE INC. COM 65473P105 5.70 250 SHD SOLE 3 250 0 0 NL INDS INC NEW COM 629156407 9.90 598 SHD SOLE 3 598 0 0 NOBEL INTERNATIONAL LTD COM 655053106 126.70 10,000 SHD SOLE 3 10,000 0 0 NOBLE AFFILIATES INC COM 654894104 107.40 2,750 SHD SOLE 3 2,750 0 0 NOBLE AFFILIATES INC COM 654894104 31.20 800 SHD OTH 3 800 0 0 NOBLE DRILLING CORPORATION COM 655042109 1,469.35 35,500 SOLE 2 35,500 NOBLE DRILLING CORPORATION COM 655042109 448.71 10,841 SOLE 2 10,841 NOBLE DRILLING CORPORATION COM 655042109 24,085.60 581,918 SHD SOLE 3 576,262 0 0 NOBLE DRILLING CORPORATION COM 655042109 371.90 8,985 SHD OTH 3 8,985 0 0 NOKIA CORPORATION ADR COM 654902204 5,916.90 285,287 SHD SOLE 3 285,287 0 0 NOKIA CORPORATION ADR COM 654902204 2,449.40 118,100 SHD OTH 3 0 0 800 NOKIA CORPORATION SPON ADR COM 654902204 28,821.38 1,389,652 SOLE 2 1,389,652 NOKIA CORPORATION SPON ADR PUT 654902204 71.75 70,000 PUT SOLE 2 70,000 NOKIA CORPORATION SPON ADR COM 654902204 28,476.50 1,373,023 SOLE 2 1,373,023 NOKIA CORPORATION SPON ADR PUT 654902204 17.50 35,000 PUT SOLE 2 35,000 NOKIA CORPORATION SPON ADR COM 654902204 732.50 36,570 SHD SOLE 4 36,570 NORANDA INC COM 655422103 0.00 1 SHD OTH 3 0 0 0 NORDSON CORPORATION COM 655663102 217.10 7,200 SHD SOLE 3 7,200 0 0 NORDSON CORPORATION COM 655663102 36.20 1,200 SHD OTH 3 1,200 0 0 NORDSTROM INC COM 655664100 814.70 33,252 SHD SOLE 3 32,252 0 0 NORDSTROM INC COM 655664100 11.80 480 SHD OTH 3 480 0 0 NORFOLK SOUTHERN CORPORATION COM 655844108 162.80 6,800 SHD SOLE 3 6,800 0 0 NORFOLK SOUTHERN CORPORATION COM 655844108 65.60 2,741 SHD OTH 3 2,740 0 0 NORTEK INC (DELAWARE) COM 656559101 1,276.20 35,450 SHD SOLE 3 35,450 0 0 NORTEK INC (DELAWARE) COM 656559101 52.20 1,450 SHD OTH 3 1,450 0 0 NORTEL NETWORKS CORPORATION COM 656568102 987.89 220,021 SOLE 2 220,021 NORTEL NETWORKS CORPORATION CLL 656568102 9.50 10,000 CLL SOLE 2 10,000 NORTEL NETWORKS CORPORATION COM 656568102 2,086.01 464,591 SOLE 2 464,591 NORTEL NETWORKS CORPORATION COM 656568102 16,361.20 3,643,914 SHD SOLE 3 3,643,914 0 0 NORTEL NETWORKS CORPORATION COM 656568102 37.70 8,400 SHD OTH 3 8,400 0 0 NORTH EUROPEAN OIL ROYALTY TRU COM 659310106 317.90 14,192 SOLE 2 14,192 NORTH FORK BANCORPORATION INC COM 659424105 248.92 7,000 SOLE 2 7,000 NORTH FORK BANCORPORATIONORATN INC NY COM 659424105 2,227.80 62,650 SHD SOLE 3 42,350 0 20,300 NORTHEAST UTILITIES COM 664397106 449.10 22,600 SHD SOLE 3 22,600 0 0 NORTHEAST UTILITIES COM 664397106 65.30 3,287 SHD OTH 3 1,910 0 0 NORTHERN BORDER PARTNERS, L.P. COM 664785102 20,897.35 518,931 SOLE 2 518,931 NORTHERN BORDER PARTNERS, L.P. COM 664785102 6,316.75 156,860 SOLE 2 156,860 NORTHERN TRUST CORPORATION COM 665859104 307,861.24 5,121,631 SOLE 2 5,121,631 NORTHERN TRUST CORPORATION COM 665859104 136,133.10 2,264,733 SOLE 2 2,264,733 NORTHERN TRUST CORPORATION COM 665859104 26,027.83 449,686 SHD SOLE 4 449,686 NORTHERN TRUST CORPORATION COM 665859104 12,814.20 213,180 SHD SOLE 3 209,880 0 1,800 NORTHERN TRUST CORPORATION COM 665859104 7,888.80 131,240 SHD OTH 3 11,940 0 0 NORTHPOINT COMMUNICATIONS COM 666610100 80.00 500,000 SHD SOLE 3 500,000 0 0 NORTHROP GRUMMAN CORPORATION COM 666807102 11,231.52 99,350 SOLE 2 99,350 NORTHROP GRUMMAN CORPORATION COM 666807102 1,141.80 10,100 SHD SHD 1 10,100 0 0 NORTHROP GRUMMAN CORPORATION COM 666807102 72,020.70 637,069 SHD SOLE 3 583,969 0 53,100 NORTHROP GRUMMAN CORPORATION COM 666807102 8,536.40 75,510 SHD OTH 3 21,010 0 0 NORTHWEST AIRLINES CLASS A COM 667280101 830.84 43,568 PUT SOLE 2 43,568 NORTHWEST NATURAL GAS CO COM 667655104 15,428.70 550,830 SHD SOLE 3 550,830 0 0 NORTHWEST NATURAL GAS CO COM 667655104 148.00 5,285 SHD OTH 3 5,285 0 0 NORTHWESTERN CORPORATION COM 668074107 1,191.10 54,141 SHD SOLE 3 54,141 0 0 NORTHWESTERN CORPORATION COM 668074107 42.90 1,950 SHD OTH 3 1,950 0 0 NOVADIGM INC COM 669937104 77.60 10,000 SOLE 2 10,000 NOVALUX INC VENTURE CAPITAL INVESTMENT COM USVC09930 209.20 209,205 SHD SOLE 3 209,205 0 0 NOVARTIS AG-ADR COM 66987V109 284.57 7,186 SOLE 2 7,186 NOVARTIS AG-ADR COM 66987V109 5,262.80 132,900 SHD OTH 3 0 0 0 NOVELL INC COM 670006105 132.26 34,000 SOLE 2 34,000 NOVELL INC COM 670006105 4,661.80 1,198,400 SHD SOLE 3 1,198,400 0 0 NOVELL INC COM 670006105 143.50 36,900 SHD OTH 3 36,900 0 0 NOVELLUS SYSTEMS INC COM 670008101 1,098.88 20,297 SOLE 2 20,297 NOVELLUS SYSTEMS INC COM 670008101 6,423.20 118,641 SHD SOLE 3 113,491 0 5,150 NOVELLUS SYSTEMS INC COM 670008101 699.80 12,925 SHD OTH 3 7,925 0 5,000 NOVEN PHARMACEUTICALS INC COM 670009109 105.80 5,100 SHD SOLE 3 5,100 0 0 NOVO-NORDISK A/S ADR COM 670100205 578.16 14,600 SOLE 2 14,600 NOVOSTE CORPORATION COM 67010C100 16.50 2,000 SHD SOLE 3 2,000 0 0 NPS PHARMACEUTICALS INC COM 62936P103 104.40 3,200 SHD OTH 3 3,200 0 0 NRG ENERGY INC COM 629377102 1,414.00 117,250 SHD SOLE 3 117,250 0 0 NRG ENERGY INC COM 629377102 65.10 5,400 SHD OTH 3 5,400 0 0 NSTAR COM 67019E107 94.60 2,087 SHD SOLE 3 2,087 0 0 NTELOS, INC. COM 67019U101 1,656.00 403,900 SHD SOLE 3 403,900 0 0 NTELOS, INC. COM 67019U101 10.20 2,500 SHD OTH 3 2,500 0 0 NTL INC (NEW) COM 629407107 0.10 421 SHD OTH 3 0 0 0 NTL INC (NEW) COM 629407107 227,923.47 5,920,090 SOLE 2 5,920,090 NU SKIN ASIA PACIFIC INC CLASS A COM 67018T105 909.30 84,900 SHD SOLE 3 84,900 0 0 NU SKIN ASIA PACIFIC INC CLASS A COM 67018T105 25.20 2,350 SHD OTH 3 2,350 0 0 NUANCE COMMUNICATIONS INC COM 669967101 3,397.64 497,458 SOLE 2 497,458 NUANCE COMMUNICATIONS INC COM 669967101 165.30 24,200 SHD SOLE 3 24,200 0 0 NUCO2 INC COM 629428103 931.50 73,000 SHD SOLE 3 73,000 0 0 NUCOR CORPORATION COM 670346105 414.35 6,450 SOLE 2 6,450 NUCOR CORPORATION COM 670346105 24,312.30 378,460 SHD SOLE 3 375,060 0 3,400 NUCOR CORPORATION COM 670346105 213.70 3,327 SHD OTH 3 3,327 0 0 NUEVO ENERGY CO COM 670509108 394.90 26,500 SHD SOLE 3 26,500 0 0 NUI CORPORATION COM 629431107 17.40 700 SHD SOLE 3 700 0 0 NUMERICAL TECH COM 67053T101 145.90 10,800 SHD SOLE 3 10,800 0 0 NUMERICAL TECH COM 67053T101 4.90 360 SHD OTH 3 360 0 0 NVIDIA CORPORATION COM 67066G104 920.47 20,750 SOLE 2 20,750 NVIDIA CORPORATION COM 67066G104 1,015.80 22,900 SHD SHD 1 22,900 0 0 NVIDIA CORPORATION COM 67066G104 56,519.00 1,274,099 SHD SOLE 3 1,159,549 0 109,250 NVIDIA CORPORATION COM 67066G104 11,301.40 254,766 SHD OTH 3 33,566 0 0 NWH INC COM 62946E106 285.73 22,410 SOLE 2 22,410 OAK TECHNOLOGY INC COM 671802106 1,627.95 109,405 SOLE 2 109,405 OAK TECHNOLOGY INC COM 671802106 77.40 5,200 SHD SOLE 3 5,200 0 0 OAKWOOD HOMES CORPORATION NEW COM 674098207 306.10 42,515 SHD SOLE 3 42,515 0 0 OAKWOOD HOMES CORPORATION NEW COM 674098207 16.70 2,320 SHD OTH 3 2,320 0 0 OCCIDENTAL PETROLEUM CORPORATION COM 674599105 2,915.00 100,000 SOLE 2 100,000 OCCIDENTAL PETROLEUM CORPORATION COM 674599105 291.50 10,000 SHD SHD 1 10,000 0 0 OCCIDENTAL PETROLEUM CORPORATION COM 674599105 49,014.20 1,681,446 SHD SOLE 3 1,643,846 0 36,600 OCCIDENTAL PETROLEUM CORPORATION COM 674599105 7,103.90 243,700 SHD OTH 3 31,700 0 0 OCEAN ENERGY CORPORATION COM 67481E106 593.70 30,000 SOLE 2 30,000 OCEAN ENERGY, INC COM 67481E106 26,880.20 1,358,272 SHD SOLE 3 1,358,272 0 0 OCEAN ENERGY, INC COM 67481E106 976.30 49,334 SHD OTH 3 10,234 0 39,100 OCEANEERING INTL INC COM 675232102 1,118.70 38,577 SHD SOLE 3 38,577 0 0 OCEANEERING INTL INC COM 675232102 88.50 3,050 SHD OTH 3 3,050 0 0 OCEANFIRST FINANCIAL CORPORATION COM 675234108 847.10 28,350 SHD SOLE 3 28,350 0 0 OCEANFIRST FINANCIAL CORPORATION COM 675234108 83.70 2,800 SHD OTH 3 2,800 0 0 O'CHARLEYS INC COM 670823103 274.76 12,750 SOLE 2 12,750 OCTEL CORPORATION COM 675727101 550.40 29,200 SHD SOLE 3 29,200 0 0 OCULAR SCIENCES INC COM 675744106 1,972.80 70,451 SHD SOLE 3 70,451 0 0 OCULAR SCIENCES INC COM 675744106 67.20 2,400 SHD OTH 3 2,400 0 0 OFFICE DEPOT INC COM 676220106 23,469.10 1,182,322 SHD SOLE 3 962,522 0 219,800 OFFICE DEPOT INC COM 676220106 5,418.00 272,947 SHD OTH 3 29,547 0 80,400 OFFICE DEPOT INC CONV NTS CNV 676220AB2 211.88 300,000 SOLE 2 300,000 OFFICEMAX INC COM 67622M108 1,620.40 290,400 SHD SOLE 3 290,400 0 0 OFFICEMAX INC COM 67622M108 109.10 19,548 SHD OTH 3 11,300 0 0 OFFSHORE LOGISTICS INC. COM 676255102 1,011.70 46,946 SHD SOLE 3 46,946 0 0 OFFSHORE LOGISTICS INC. COM 676255102 45.30 2,100 SHD OTH 3 2,100 0 0 OGE ENERGY CORPORATION COM 670837103 4,182.50 174,488 SHD SOLE 3 174,488 0 0 OHIO CASUALTY CORPORATION COM 677240103 498.10 26,300 SHD SOLE 3 19,100 0 7,200 OHIO CASUALTY CORPORATION COM 677240103 125.00 6,600 SHD OTH 3 6,600 0 0 OLD NATL BANCORPORATION IND COM 680033107 33.40 1,365 SHD SOLE 3 1,365 0 0 OLD REPUBLIC INTL CORPORATION COM 680223104 29,277.10 915,768 SHD SOLE 3 909,668 0 6,100 OLD REPUBLIC INTL CORPORATION COM 680223104 2,790.50 87,286 SHD OTH 3 8,286 0 79,000 OLIN CORPORATION NEW $1 PAR COM 680665205 15.00 800 SHD SOLE 3 800 0 0 OLYMPIC STEEL, INC. COM 68162K106 1,512.50 250,000 SHD SOLE 3 250,000 0 0 OM GROUP INC COM 670872100 1,156.80 16,000 SHD SOLE 3 14,300 0 1,700 OM GROUP INC COM 670872100 47.00 650 SHD OTH 3 650 0 0 OMEGA FINANCIAL CORPORATION COM 682092101 19.50 600 SHD SOLE 3 600 0 0 OMNICARE INC. COM 681904108 1,833.00 70,800 SHD SOLE 3 70,800 0 0 OMNICARE INC. COM 681904108 411.70 15,900 SHD OTH 3 0 0 15,900 OMNICOM GROUP COM 681919106 154,096.67 1,632,380 SOLE 2 1,632,380 OMNICOM GROUP COM 681919106 58,972.72 624,711 SOLE 2 624,711 OMNICOM GROUP COM 681919106 18,857.46 206,115 SHD SOLE 4 206,115 OMNICOM GROUP COM 681919106 226.60 2,400 SHD SHD 1 2,400 0 0 OMNICOM GROUP COM 681919106 48,280.10 511,442 SHD SOLE 3 488,442 0 20,100 OMNICOM GROUP COM 681919106 5,033.50 53,321 SHD OTH 3 25,521 0 0 ON COMMAND CORPORATION COM 682160106 336.86 74,035 SOLE 2 74,035 ON SEMICONDUCTOR CORPORATION COM 682189105 42.00 10,000 SOLE 2 10,000 ONEIDA LTD. COM 682505102 4,720.50 314,703 SHD SOLE 3 314,703 0 0 ONEIDA LTD. COM 682505102 48.40 3,226 SHD OTH 3 3,226 0 0 ONEOK INC. (NEW) COM 682680103 492.10 23,600 SHD SHD 1 23,600 0 0 ONEOK INC. (NEW) COM 682680103 17,126.90 821,433 SHD SOLE 3 786,033 0 35,400 ONEOK INC. (NEW) COM 682680103 7,532.10 361,250 SHD OTH 3 38,050 0 112,400 ONI SYSTEMS CORPORATION COM 68273F103 4,341.77 703,691 SOLE 2 703,691 ONI SYSTEMS CORPORATION PUT 68273F103 99.75 70,000 PUT SOLE 2 70,000 ONI SYSTEMS CORPORATION PUT 68273F103 380.00 100,000 PUT SOLE 2 100,000 ONI SYSTEMS CORPORATION CNV 68273FAA1 230.63 300,000 SOLE 2 300,000 ONI SYSTEMS CORPORATION COM 68273F103 3,448.10 558,853 SHD SOLE 3 558,853 0 0 ONYX ACCEPTANCE CORPORATION COM 682914106 350.59 73,039 SOLE 2 73,039 ONYX PHARMACEUTICALS INC COM 683399109 7.30 1,600 SHD SOLE 3 1,600 0 0 ONYX SOFTWARE CORPORATION COM 683402101 1,003.99 201,200 SOLE 2 201,200 ONYX SOFTWARE INC COM 683402101 21.00 4,200 SHD SOLE 3 4,200 0 0 OPENWAVE SYS INC COM 683718100 302.10 47,500 SOLE 2 47,500 OPENWAVE SYS INC COM 683718100 1,932.98 303,928 SOLE 2 303,928 OPENWAVE SYSTEMS, INC. COM 683718100 3,204.30 503,814 SHD SOLE 3 503,314 0 500 OPENWAVE SYSTEMS, INC. COM 683718100 25.20 3,960 SHD OTH 3 3,960 0 0 OPTICNET INC. COM 683868103 0.20 20,300 SHD SOLE 3 20,300 0 0 OPTIMAL ROBOTICS CORPORATION COM 68388R208 2,620.10 146,209 SHD SOLE 3 146,209 0 0 OPTIMAL ROBOTICS CORPORATION COM 68388R208 28.00 1,563 SHD OTH 3 1,563 0 0 OPTION CARE INC COM 683948103 13.20 800 SHD SOLE 3 800 0 0 ORACLE CORPORATION COM 68389X105 31,545.92 2,464,525 SOLE 2 2,464,525 ORACLE CORPORATION CLL 68389X105 5.75 10,000 CLL SOLE 2 10,000 ORACLE CORPORATION COM 68389X105 30,416.05 2,376,254 SOLE 2 2,376,254 ORACLE CORPORATION COM 68389X105 1,085.75 88,850 SHD SOLE 4 88,850 ORACLE CORPORATION COM 68389X105 70,950.40 5,528,753 SHD SOLE 3 5,171,993 0 341,760 ORACLE CORPORATION COM 68389X105 3,971.50 309,982 SHD OTH 3 112,082 0 0 ORAPHARMA INC COM 68554E106 203.85 45,810 SOLE 2 45,810 ORASURE TECHNOLOGIES INC COM 68554V108 6.00 1,000 SHD SOLE 3 1,000 0 0 ORATEC INTERVENTIONS INC COM 68554M108 1,033.07 81,666 SOLE 2 81,666 ORBITAL SCIENCES CORPORATION COM 685564106 78.60 15,000 SOLE 2 15,000 ORBITAL SCIENCES CORPORATION COM 685564106 616.20 117,600 SHD SOLE 3 117,600 0 0 ORBOTECH LTD (ORD) COM M75253100 3,538.52 112,620 SOLE 2 112,620 ORCHID BIOSCIENCES INC COM 68571P100 27.20 10,500 SHD SOLE 3 10,500 0 0 ORCHID BIOSCIENCES INC COM 68571P100 14.00 5,400 SHD OTH 3 5,400 0 0 OREGON STEEL MILLS INC COM 686079104 7.60 1,000 SHD SOLE 3 1,000 0 0 ORGANOGENESIS INC COM 685906109 190.33 136,931 SOLE 2 136,931 ORIENTAL DEVELOP USD 0.01 COM 0661775 0.00 450,000 SHD OTH 3 0 0 0 ORIENT-EXPRESS HOTELS LTD COM G67743107 205.00 10,000 SOLE 2 10,000 ORTEC INTERNATIONAL INC COM 68749B108 59.59 11,800 SOLE 2 11,800 ORTHODONTIC CTRS OF AMER COM 68750P103 17,516.60 634,429 SHD SOLE 3 634,429 0 0 ORTHOFIX INTERNATIONAL COM N6748L102 1,800.00 66,544 SHD SOLE 3 66,544 0 0 OSCA INC COM 687836106 33.40 1,200 SHD SOLE 3 1,200 0 0 OSHKOSH B'GOSH INC CLASS A COM 688222207 98.60 2,300 SHD SOLE 3 2,300 0 0 OSHKOSH TRUCK CORPORATION CL B COM 688239201 2,348.40 41,273 SHD SOLE 3 41,273 0 0 OSHKOSH TRUCK CORPORATION CL B COM 688239201 1,120.90 19,700 SHD OTH 3 1,700 0 18,000 OSI PHARMACEUTICALS INC COM 671040103 115.50 2,950 SHD OTH 3 2,950 0 0 OTP BANK - SPONSORED GDR COM X60746116 1,900.60 122,225 SHD SOLE 3 122,225 0 0 OTP BANK - SPONSORED GDR COM X60746116 16,412.50 1,055,465 SHD OTH 3 7,100 0 0 OTTER TAIL CORPORATION COM 689648103 302.60 9,800 SHD SOLE 3 9,800 0 0 OUTBACK STEAKHOUSE INC PUT 689899102 7.25 10,000 PUT SOLE 2 10,000 OUTBACK STEAKHOUSE INC COM 689899102 10.70 300 SHD SOLE 3 300 0 0 OUTBACK STEAKHOUSE INC COM 689899102 35.80 1,000 SHD OTH 3 1,000 0 0 OUTERCURVE TECHNOLOGIES VENTURE CAP INV COM USVC04930 1,000.00 834,864 SHD SOLE 3 834,864 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 703.50 28,950 SHD SOLE 3 28,950 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 35.20 1,450 SHD OTH 3 1,450 0 0 OVERTURE SERVICES, INC. COM 69039R100 5,727.80 205,150 SHD SOLE 3 205,150 0 0 OVERTURE SERVICES, INC. COM 69039R100 2,335.50 83,650 SHD OTH 3 7,550 0 76,100 OWENS & MINOR INC (NEW) COM 690732102 4,847.20 246,800 SHD SOLE 3 246,800 0 0 OWENS & MINOR INC (NEW) COM 690732102 1,215.70 61,900 SHD OTH 3 8,100 0 53,800 OWENS-ILLINOIS INC COM 690768403 3,043.00 179,000 SHD SOLE 3 179,000 0 0 OWENS-ILLINOIS INC COM 690768403 122.40 7,200 SHD OTH 3 7,200 0 0 OXFORD HEALTH PLANS INC COM 691471106 13,347.70 319,400 SHD SOLE 3 319,400 0 0 OXFORD HEALTH PLANS INC COM 691471106 12.50 300 SHD OTH 3 300 0 0 P G & E CORPORATION COM 69331C108 477.09 20,250 SOLE 2 20,250 P G & E CORPORATION COM 69331C108 29,179.20 1,238,508 SHD SOLE 3 1,176,408 0 62,100 P G & E CORPORATION COM 69331C108 16,097.80 683,270 SHD OTH 3 4,970 0 0 P&O PRINCESS CRUISES ADR COM 693070104 1,292.20 46,300 SHD OTH 3 0 0 0 P.F. CHANGS CHINA BISTRO INC COM 69333Y108 20.00 300 SHD SOLE 3 300 0 0 P.F. CHANGS CHINA BISTRO INC COM 69333Y108 13.30 200 SHD OTH 3 200 0 0 PACCAR INC COM 693718108 3,376.70 46,123 SHD SOLE 3 46,123 0 0 PACCAR INC COM 693718108 105.40 1,440 SHD OTH 3 1,440 0 0 PACIFIC CAPITAL BANCORPORATION COM 69404P101 478.20 15,500 SHD SOLE 3 15,500 0 0 PACIFIC CENTURY FINANCIAL CORPORATION COM 694058108 20,036.70 768,868 SHD SOLE 3 768,868 0 0 PACIFIC CENTURY FINANCIAL CORPORATION COM 694058108 2,781.00 106,716 SHD OTH 3 11,216 0 95,500 PACIFIC GATEWAY EXCHANGE INC COM 694327107 1.20 300,000 SHD SOLE 3 300,000 0 0 PACIFICARE HEALTH SYSTEMS INC COM 695112102 9,130.50 523,239 SHD SOLE 3 521,539 0 1,700 PACIFICARE HEALTH SYSTEMS INC COM 695112102 844.60 48,400 SHD OTH 3 8,100 0 40,300 PACIFICARE HEALTH SYSTEMS INC COM 695112102 436.25 25,000 SOLE 2 25,000 PACKAGING CO OF AMERICA COM 695156109 22,518.50 1,137,872 SHD SOLE 3 1,137,872 0 0 PACKAGING CO OF AMERICA COM 695156109 201.80 10,198 SHD OTH 3 10,198 0 0 PACKETEER INC. COM 695210104 11.80 1,600 SHD SOLE 3 1,600 0 0 PACKETEER INC. COM 695210104 56.00 7,567 SHD OTH 3 0 0 7,567 PACTIV CORPORATION COM 695257105 2,948.60 147,282 SHD SOLE 3 136,482 0 10,800 PACTIV CORPORATION COM 695257105 4,206.20 210,100 SHD OTH 3 15,600 0 86,900 PALL CORPORATION COM 696429307 16,248.30 792,987 SHD SOLE 3 792,987 0 0 PALL CORPORATION COM 696429307 101.80 4,969 SHD OTH 3 4,969 0 0 PALM HARBOR HOMES INC COM 696639103 812.49 39,062 SOLE 2 39,062 PALM INC COM 696642107 0.00 0 SHD SHD 1 0 0 0 PALM INC COM 696642107 2,196.60 550,515 SHD SOLE 3 550,515 0 0 PALM INC. COM 696642107 244.78 61,349 SOLE 2 61,349 PAN PACIFIC RETIAL PROPERTIES COM 69806L104 7,657.80 250,500 SHD SOLE 3 250,500 0 0 PAN PACIFIC RETIAL PROPERTIES COM 69806L104 377.90 12,363 SHD OTH 3 10,900 0 0 PANAMERICAN BEVERAGES, INC COM P74823108 4.30 239 SHD SOLE 3 239 0 0 PANAMSAT CORPORATION COM 697933109 796.30 34,850 SHD SOLE 3 33,150 0 1,700 PANAMSAT CORPORATION COM 697933109 69.00 3,020 SHD OTH 3 3,020 0 0 PANERA BREAD COMPANY CLASS A COM 69840W108 547.90 8,600 SHD SOLE 3 8,600 0 0 PAPA JOHN'S INTL INC COM 698813102 553.60 19,855 SHD SOLE 3 19,855 0 0 PARADIGM GENETICS INC COM 69900R106 109.33 67,485 SOLE 2 67,485 PARAMETRIC TECHNOLOGY CORPORATION COM 699173100 60.40 10,000 SOLE 2 10,000 PARAMETRIC TECHNOLOGY CORPORATION COM 699173100 1,137.23 188,283 SOLE 2 188,283 PARAMETRIC TECHNOLOGY CORPORATION COM 699173100 465.20 77,020 SHD SOLE 3 77,020 0 0 PAREXEL INTERNATIONAL CORPORATION COM 699462107 1,167.80 72,804 SHD SOLE 3 72,804 0 0 PARK ELECTROCHEMICAL CRP COM 700416209 536.50 18,500 SHD SOLE 3 18,500 0 0 PARK ELECTROCHEMICAL CRP COM 700416209 397.30 13,700 SHD OTH 3 0 0 13,700 PARK NATIONAL CORPORATION COM 700658107 161.70 1,637 SHD SOLE 3 1,637 0 0 PARK NATIONAL CORPORATION COM 700658107 63.50 643 SHD OTH 3 643 0 0 PARK PLACE ENTERTAINMENT CORPORATION COM 700690100 9,351.60 886,410 SHD SOLE 3 869,210 0 17,200 PARK PLACE ENTERTAINMENT CORPORATION COM 700690100 482.10 45,700 SHD OTH 3 0 0 45,700 PARKER DRILLING CO. COM 701081101 1,611.60 363,800 SHD SOLE 3 363,800 0 0 PARKER DRILLING CO. COM 701081101 62.00 14,000 SHD OTH 3 14,000 0 0 PARKER-HANNIFIN CORPORATION COM 701094104 32,943.20 660,184 SHD SOLE 3 602,194 0 45,200 PARKER-HANNIFIN CORPORATION COM 701094104 9,907.30 198,544 SHD OTH 3 147,844 0 41,900 PARKWAY PROPERTIES CO COM 70159Q104 10,364.30 283,953 SHD SOLE 3 283,953 0 0 PARKWAY PROPERTIES CO COM 70159Q104 272.70 7,471 SHD OTH 3 7,471 0 0 PARKWAY PROPERTIES INC MD COM 70159Q104 212.94 5,834 SOLE 2 5,834 PARTNERRE LTD COM G6852T105 14,000.80 256,425 SHD SOLE 3 251,150 0 0 PARTNERRE LTD COM G6852T105 331.70 6,075 SHD OTH 3 6,075 0 0 PARTY CITY CORPORATION COM 702145103 576.40 40,000 SOLE 2 40,000 PATHMARK STORES COM 70322A101 13,337.80 556,900 SHD SOLE 3 556,900 0 0 PATHMARK STORES COM 70322A101 1,304.20 54,456 SHD OTH 3 0 0 33,342 PATINA OIL AND GAS CORPORATION COM 703224105 1,223.00 38,800 SHD SOLE 3 38,800 0 0 PATTERSON DENTAL COM 703412106 218.60 5,000 SHD SHD 1 5,000 0 0 PATTERSON DENTAL COM 703412106 6,495.40 148,534 SHD SOLE 3 148,534 0 0 PATTERSON DENTAL COM 703412106 3,765.20 86,100 SHD OTH 3 2,700 0 41,500 PATTERSON-UTI ENERGY, INC. COM 703481101 116.00 3,900 SHD SOLE 3 3,900 0 0 PAXAR CORPORATION COM 704227107 1,252.80 74,350 SHD SOLE 3 74,350 0 0 PAXAR CORPORATION COM 704227107 44.70 2,650 SHD OTH 3 2,650 0 0 PAXSON COMMUNICATIONS CORPORATION COM 704231109 315.65 28,800 SOLE 2 28,800 PAYCHEX INC COM 704326107 3,706.07 93,352 SOLE 2 93,352 PAYCHEX INC COM 704326107 111.00 2,796 SHD SOLE 3 2,796 0 0 PAYCHEX INC COM 704326107 187.50 4,724 SHD OTH 3 4,724 0 0 PAYLESS SHOESOURCE INC COM 704379106 250.30 4,100 SHD SHD 1 4,100 0 0 PAYLESS SHOESOURCE INC COM 704379106 9,696.00 158,821 SHD SOLE 3 157,121 0 1,700 PAYLESS SHOESOURCE INC COM 704379106 1,666.70 27,300 SHD OTH 3 300 0 0 PC CONNECTION INC. COM 69318J100 103.00 9,750 SHD SOLE 3 9,750 0 0 PC CONNECTION INC. COM 69318J100 22.70 2,150 SHD OTH 3 2,150 0 0 PC-TEL INC COM 69325Q105 74.40 8,600 SHD SOLE 3 8,600 0 0 PEABODY ENEGRY CORPORATION COM 704549104 246.10 8,500 SHD SOLE 3 8,500 0 0 PEC SOLUTIONS INC COM 705107100 3,922.10 159,500 SHD SOLE 3 159,500 0 0 PEC SOLUTIONS INC COM 705107100 2,020.10 82,151 SHD OTH 3 2,800 0 78,400 PECO II INC COM 705221109 49.80 10,000 SOLE 2 10,000 PEDIATRIX MEDICAL GROUP INC COM 705324101 973.84 23,892 SOLE 2 23,892 PEDIATRIX MEDICAL GROUP INC COM 705324101 330.20 8,100 SHD SOLE 3 8,100 0 0 PEGASUS COMMUNICATIONS INC. COM 705904100 371.50 122,997 SHD SOLE 3 122,997 0 0 PEGASUS COMMUNICATIONS INC. COM 705904100 115.10 38,100 SHD OTH 3 0 0 38,100 PEGASUS SOLUTIONS INC COM 705906105 1,261.70 68,200 SHD SOLE 3 68,200 0 0 PEGASUS SOLUTIONS INC COM 705906105 50.90 2,750 SHD OTH 3 2,750 0 0 PEMSTAR INC COM 706552106 1,233.60 128,500 SHD SOLE 3 128,500 0 0 PEMSTAR INC COM 706552106 48.00 5,000 SHD OTH 3 5,000 0 0 PENN ENGINEERING & MFG COM 707389300 103.30 5,500 SHD SOLE 3 5,500 0 0 PENN VA RESOURCES PARTNERS LP COM 707884102 274.28 11,500 SOLE 2 11,500 PENNEY J C INC COM 708160106 145.00 7,000 SHD SHD 1 7,000 0 0 PENNEY J C INC COM 708160106 54,679.00 2,640,223 SHD SOLE 3 2,428,923 0 210,000 PENNEY J C INC COM 708160106 15,209.00 734,380 SHD OTH 3 86,280 0 0 PENNZOIL-QUAKER STATE COM 709323109 1,022.00 47,600 SHD SOLE 3 47,600 0 0 PENNZOIL-QUAKER STATE COM 709323109 876.00 40,800 SHD OTH 3 0 0 40,800 PENTAIR INC COM 709631105 13,522.60 300,703 SHD SOLE 3 296,153 0 0 PENTAIR INC COM 709631105 307.10 6,829 SHD OTH 3 6,829 0 0 PENTON MEDIA INC COM 709668107 359.40 47,600 SHD SOLE 3 47,600 0 0 PEOPLES ENERGY CORPORATION COM 711030106 5,948.40 151,051 SHD SOLE 3 151,051 0 0 PEOPLES ENERGY CORPORATION COM 711030106 761.90 19,347 SHD OTH 3 1,547 0 17,800 PEOPLESOFT INC COM 712713106 655.71 17,950 SOLE 2 17,950 PEOPLESOFT INC COM 712713106 372.60 10,200 SHD SHD 1 10,200 0 0 PEOPLESOFT INC COM 712713106 43,077.50 1,179,237 SHD SOLE 3 1,158,937 0 10,600 PEOPLESOFT INC COM 712713106 625.80 17,131 SHD OTH 3 12,931 0 0 PEP BOYS MANNY-MOE &JACK COM 713278109 4,472.80 268,800 SHD SOLE 3 268,800 0 0 PEP BOYS MANNY-MOE &JACK COM 713278109 136.40 8,200 SHD OTH 3 8,200 0 0 PEPSIAMERICAS, INC. COM 71343P200 2,049.40 142,125 SHD SOLE 3 142,125 0 0 PEPSIAMERICAS, INC. COM 71343P200 7.20 500 SHD OTH 3 500 0 0 PEPSICO BOTTLING GROUP COM 713409100 457.90 17,700 SHD SHD 1 17,700 0 0 PEPSICO BOTTLING GROUP COM 713409100 51,701.30 1,998,504 SHD SOLE 3 1,711,804 0 283,300 PEPSICO BOTTLING GROUP COM 713409100 12,510.70 483,600 SHD OTH 3 32,200 0 0 PEPSICO INC COM 713448108 221,846.81 4,307,705 SOLE 2 4,307,705 PEPSICO INC COM 713448108 100,907.97 1,959,378 SOLE 2 1,959,378 PEPSICO INC COM 713448108 21,721.71 430,730 SHD SOLE 4 430,730 PEPSICO INC (NORTH CAROLINA) COM 713448108 2,729.00 52,990 SHD SHD 1 52,990 0 0 PEPSICO INC (NORTH CAROLINA) COM 713448108 509,341.40 9,890,124 SHD SOLE 3 9,437,303 0 413,521 PEPSICO INC (NORTH CAROLINA) COM 713448108 68,881.70 1,337,508 SHD OTH 3 484,097 0 167,620 PEREGRINE SYSTEMS INC COM 71366Q101 95.20 10,000 SOLE 2 10,000 PEREGRINE SYSTEMS INC COM 71366Q101 0.00 1 SHD SOLE 3 1 0 0 PERFICIENT INC COM 71375U101 19.50 12,000 SOLE 2 12,000 PERFORMANCE FOOD GROUP CO COM 713755106 3,070.04 94,000 SOLE 2 94,000 PERFORMANCE FOOD GROUP CO COM 713755106 1,502.36 46,000 SOLE 2 46,000 PERFORMANCE FOOD GROUP CO COM 713755106 4,451.60 136,300 SHD SOLE 3 136,300 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 157.60 4,824 SHD OTH 3 3,400 0 0 PERICOM SEMICONDUCTOR CORPORATION COM 713831105 130.10 9,200 SHD SOLE 3 9,200 0 0 PERKINELMER INC CLL 714046109 1.88 15,000 CLL SOLE 2 15,000 PERKINELMER INC COM 714046109 273.80 14,800 SHD SOLE 3 4,700 0 3,300 PERKINELMER INC COM 714046109 1,239.50 67,000 SHD OTH 3 400 0 0 PERMIAN BASIN RTY TR UBI COM 714236106 214.70 38,000 SOLE 2 38,000 PEROT SYSTEMS CORPORATION CLASS A COM 714265105 399.00 20,000 SOLE 2 20,000 PEROT SYSTEMS INC COM 714265105 1,382.50 69,300 SHD SOLE 3 69,300 0 0 PEROT SYSTEMS INC COM 714265105 81.80 4,100 SHD OTH 3 4,100 0 0 PERRIGO COMPANY COM 714290103 9,442.80 790,194 SHD SOLE 3 785,594 0 4,600 PERRIGO COMPANY COM 714290103 1,925.90 161,159 SHD OTH 3 26,559 0 134,600 PER-SE TECHNOLOGIES INC NEW COM 713569309 529.60 43,841 SHD SOLE 3 43,841 0 0 PERSISTENCE SOFTWARE INC COM 715329108 66.24 72,000 SOLE 2 72,000 PETCO ANIMAL SUPPLIES INC COM 716016209 9.40 400 SHD SOLE 3 400 0 0 PETROCHINA CO LTD COM 71646E100 366.10 17,500 SOLE 2 17,500 PETROLEO BRASILEIRO SA-ADR COM 71654V408 6,232.40 235,450 SHD SOLE 3 235,450 0 0 PETROLEO BRASILEIRO SA-ADR COM 71654V408 41,810.70 1,579,550 SHD OTH 3 0 0 0 PETROLEO BRASILEIRO SA-ADR COM 71654V101 835.20 33,500 SHD SOLE 3 33,500 0 0 PETROLEO BRASILEIRO SA-ADR COM 71654V101 7,755.70 311,100 SHD OTH 3 0 0 0 PETROQUEST ENERGY INC COM 716748108 10.90 1,900 SHD SOLE 3 1,900 0 0 PETSMART, INC. COM 716768106 135.60 10,000 SOLE 2 10,000 PETSMART, INC. COM 716768106 1,061.10 78,250 SHD SOLE 3 78,250 0 0 PETSMART, INC. COM 716768106 78.00 5,750 SHD OTH 3 5,750 0 0 PFD WACHOVIA CORPORATION COM 929903201 0.00 176,622 SHD SOLE 3 176,622 0 0 PFF BANCORPORATION INC COM 69331W104 1,744.10 55,900 SHD SOLE 3 55,900 0 0 PFIZER INC COM 717081103 7,320.10 184,200 SHD SHD 1 184,200 0 0 PFIZER INC COM 717081103 1,168,548.30 29,404,839 SHD SOLE 3 27,762,792 0 1,500,297 PFIZER INC COM 717081103 167,570.60 4,216,674 SHD OTH 3 1,025,049 0 469,960 PFIZER INC. COM 717081103 242,130.42 6,092,864 SOLE 2 6,092,864 PFIZER INC. PUT 717081103 5.63 15,000 PUT SOLE 2 15,000 PFIZER INC. COM 717081103 124,905.16 3,143,059 SOLE 2 3,143,059 PFIZER INC. COM 717081103 5,575.01 142,949 SHD SOLE 4 142,949 PHARMACEUTICAL PRODUCT DEV COM 717124101 3,962.10 113,690 SHD SOLE 3 113,690 0 0 PHARMACEUTICAL RESOURCES INC COM 717125108 3,924.40 185,200 SHD SOLE 3 185,200 0 0 PHARMACEUTICAL RESOURCES INC COM 717125108 1,070.10 50,500 SHD OTH 3 6,900 0 43,600 PHARMACIA CORPORATION COM 71713U102 166.20 3,687 SHD SHD 1 3,687 0 0 PHARMACIA CORPORATION COM 71713U102 24,606.90 545,850 SHD SOLE 3 411,498 0 127,960 PHARMACIA CORPORATION COM 71713U102 1,370.30 30,396 SHD OTH 3 27,940 0 0 PHARMACIA CORPORATION COM 71713U102 2,097.30 46,524 SOLE 2 46,524 PHARMACIA CORPORATION COM 71713U102 2,861.41 63,474 SOLE 2 63,474 PHARMACOPEIA INC COM 71713B104 133.10 10,000 SOLE 2 10,000 PHARMACOPEIA INC COM 71713B104 553.00 41,550 SHD SOLE 3 41,550 0 0 PHARMACOPEIA INC COM 71713B104 24.60 1,850 SHD OTH 3 1,850 0 0 PHARMCHEM INC COM 717133102 12.48 18,347 SOLE 2 18,347 PHARSIGHT CORPORATION COM 71721Q101 265.89 136,352 SOLE 2 136,352 PHELPS DODGE CORPORATION COM 717265102 5,325.60 126,499 SHD SOLE 3 126,499 0 0 PHELPS DODGE CORPORATION COM 717265102 219.30 5,210 SHD OTH 3 5,209 0 0 PHILADELPHIA CONSOLIDATED COM 717528103 2,017.90 50,700 SHD SOLE 3 50,700 0 0 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 22,488.46 426,969 SOLE 2 426,969 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 10,791.92 204,897 SOLE 2 204,897 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 752.64 14,150 SHD SOLE 4 14,150 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 268.60 5,100 SHD SHD 1 5,100 0 0 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 212,575.30 4,035,985 SHD SOLE 3 3,790,035 0 231,650 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 28,420.50 539,595 SHD OTH 3 97,495 0 76,600 PHILLIPS PETROLEUM CO. COM 718507106 748.95 11,926 SOLE 2 11,926 PHILLIPS PETROLEUM CO. COM 718507106 596.60 9,500 SHD SHD 1 9,500 0 0 PHILLIPS PETROLEUM CO. COM 718507106 32,498.80 517,497 SHD SOLE 3 509,197 0 8,300 PHILLIPS PETROLEUM CO. COM 718507106 10,654.60 169,660 SHD OTH 3 18,260 0 0 PHILLIPS-VAN HEUSEN CORPORATION COM 718592108 4,720.80 334,571 SHD SOLE 3 334,571 0 0 PHILLIPS-VAN HEUSEN CORPORATION COM 718592108 45.00 3,191 SHD OTH 3 3,191 0 0 PHOENIX COS INC COM 71902E109 260.91 13,589 SOLE 2 13,589 PHOENIX COS INC COM 71902E109 11,226.50 584,712 SHD SOLE 3 582,762 0 1,950 PHOENIX COS INC COM 71902E109 586.60 30,550 SHD OTH 3 1,650 0 28,900 PHOENIX TECHNOLOGY LTD COM 719153108 329.00 24,100 SHD SOLE 3 24,100 0 0 PHOTOGEN TECHNOLOGIES INC COM 71932A101 67.83 57,000 SOLE 2 57,000 PHOTOGEN TECHNOLOGIES INC COM 71932A101 264.18 222,000 SOLE 2 222,000 PHOTON DYNAMICS INC COM 719364101 15.30 300 SHD SOLE 3 300 0 0 PHOTON DYNAMICS INC COM 719364101 12.20 240 SHD OTH 3 240 0 0 PHYSIOMETRIX INC COM 718928104 37.50 30,000 SOLE 2 30,000 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 19,115.40 928,383 SHD SOLE 3 928,383 0 0 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 2,418.20 117,444 SHD OTH 3 8,144 0 109,300 PILGRIMS PRIDE CORPORATION-CLASS B COM 721467108 1,107.60 79,000 SHD SOLE 3 79,000 0 0 PILGRIMS PRIDE CORPORATION-CLASS B COM 721467108 106.60 7,600 SHD OTH 3 7,600 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 391.70 48,600 SHD SOLE 3 48,600 0 0 PINNACLE SYSTEMS INC COM 723481107 8.00 1,000 SHD SOLE 3 1,000 0 0 PINNACLE WEST CAPITAL CORPORATION COM 723484101 716.50 15,800 SHD SOLE 3 15,800 0 0 PINNACLE WEST CAPITAL CORPORATION COM 723484101 28.10 620 SHD OTH 3 620 0 0 PIONEER CORPORATION ADR COM 723646105 1,863.50 98,600 SHD OTH 3 0 0 0 PIONEER NATURAL RES COM 723787107 49,628.80 2,226,506 SHD SOLE 3 2,029,179 0 183,299 PIONEER NATURAL RES COM 723787107 596.70 26,769 SHD OTH 3 26,769 0 0 PIONEER STAND. ELECTRNCS COM 723877106 3,669.10 259,300 SHD SOLE 3 259,300 0 0 PIONEER STAND. ELECTRNCS COM 723877106 237.70 16,801 SHD OTH 3 10,900 0 0 PITNEY-BOWES INC COM 724479100 254.66 5,950 SOLE 2 5,950 PITNEY-BOWES INC COM 724479100 16,259.80 379,903 SHD SOLE 3 376,353 0 950 PITNEY-BOWES INC COM 724479100 4,998.20 116,781 SHD OTH 3 44,781 0 15,000 PITTSTON BRINK'S GROUP COM 725701106 26,922.70 1,072,616 SHD SOLE 3 1,066,166 0 6,450 PITTSTON BRINK'S GROUP COM 725701106 1,970.90 78,521 SHD OTH 3 4,421 0 70,700 PIXAR INC COM 725811103 40.50 1,100 SHD SOLE 3 1,100 0 0 PIXAR INC COM 725811103 383.80 10,430 SHD OTH 3 830 0 9,600 PIXELWORKS INC COM 72581M107 257.60 20,000 SHD SOLE 3 20,000 0 0 PLACER DOME INC COM 725906101 178.76 14,593 SOLE 2 14,593 PLACER DOME INC COM 725906101 194.69 15,893 SOLE 2 15,893 PLACER DOME INC COM 725906101 19.00 1,550 SHD SOLE 3 1,550 0 0 PLACER DOME INC COM 725906101 3.70 301 SHD OTH 3 300 0 0 PLAINS ALL AMERICAN PIPELINE COM 726503105 38,388.58 1,526,385 SOLE 2 1,526,385 PLAINS ALL AMERICAN PIPELINE COM 726503105 11,143.76 443,092 SOLE 2 443,092 PLAINS RESOURCES INC (NEW) COM 726540503 247.70 9,954 SHD SOLE 3 9,954 0 0 PLAINS RESOURCES INC (NEW) COM 726540503 27.40 1,100 SHD OTH 3 1,100 0 0 PLANAR SYSTEMS INC. COM 726900103 782.20 29,800 SHD SOLE 3 29,800 0 0 PLANAR SYSTEMS INC. COM 726900103 36.80 1,400 SHD OTH 3 1,400 0 0 PLANET HOLLYWOOD WTS COM 72702Q110 1.10 2,709 SHD SOLE 3 2,709 0 0 PLANETCAD INC COM 72704Y103 3.17 16,666 SOLE 2 16,666 PLANTRONICS INC COM 727493108 4,432.50 211,880 SHD SOLE 3 210,580 0 1,300 PLANTRONICS INC COM 727493108 1,004.20 48,000 SHD OTH 3 1,800 0 0 PLAYBOY ENTERPRISES INC CL-B COM 728117300 486.78 28,500 SOLE 2 28,500 PLAYBOY ENTERPRISES INC CL-B COM 728117300 273.30 16,000 SHD SOLE 3 16,000 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 19,028.90 1,752,200 SHD SOLE 3 1,752,200 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 32.60 3,000 SHD OTH 3 3,000 0 0 PLEXUS CORPORATION COM 729132100 77.90 3,300 SHD SHD 1 3,300 0 0 PLEXUS CORPORATION COM 729132100 2,408.10 102,040 SHD SOLE 3 101,040 0 1,000 PLEXUS CORPORATION COM 729132100 800.00 33,900 SHD OTH 3 100 0 0 PLUM CREEK TIMBER CO COM 729251108 17,699.80 595,752 SHD SOLE 3 589,926 0 0 PLUM CREEK TIMBER CO COM 729251108 283.90 9,555 SHD OTH 3 9,555 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1,423.11 47,900 SOLE 2 47,900 PLUM CREEK TIMBER CO INC COM 729251108 1,105.90 37,223 SOLE 2 37,223 PLX TECHNOLOGIES COM 693417107 1,687.30 138,300 SHD SOLE 3 138,300 0 0 PLX TECHNOLOGY INC COM 693417107 513.29 42,073 SOLE 2 42,073 PMA CAPITAL CORPORATION COM 693419202 443.90 19,350 SHD SOLE 3 19,350 0 0 PMA CAPITAL CORPORATION COM 693419202 47.00 2,050 SHD OTH 3 2,050 0 0 PMC - SIERRA INC COM 69344F106 10,288.20 631,952 SHD SOLE 3 630,602 0 1,350 PMC - SIERRA INC COM 69344F106 516.20 31,710 SHD OTH 3 16,510 0 15,200 PMC-SIERRA INC COM 69344F106 355.26 21,822 SOLE 2 21,822 PMC-SIERRA INC COM 69344F106 1,320.31 81,100 SOLE 2 81,100 PMI GROUP, INC. COM 69344M101 1,931.88 25,500 SOLE 2 25,500 PMI GROUP, INC. CLL 69344M101 211.00 10,000 CLL SOLE 2 10,000 PMI GROUP, INC. COM 69344M101 537.90 7,100 SHD SOLE 3 7,100 0 0 PMI GROUP, INC. COM 69344M101 40.90 540 SHD OTH 3 540 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 43,302.60 704,222 SHD SOLE 3 608,677 0 88,325 PNC FINANCIAL SERVICES GROUP COM 693475105 12,693.20 206,427 SHD OTH 3 19,727 0 0 PNC FINL SVCS GROUP INC COM 693475105 230.59 3,750 SOLE 2 3,750 PNC FINL SVCS GROUP INC COM 693475105 433.01 7,042 SOLE 2 7,042 PNM RESOURCES INC. COM 69349H107 18,553.20 605,128 SHD SOLE 3 605,128 0 0 PNM RESOURCES INC. COM 69349H107 1,694.70 55,274 SHD OTH 3 10,674 0 44,600 POET HOLDINGS INC COM 730447109 324.02 297,717 SHD SOLE 4 297,717 POGO PRODUCING CO COM 730448107 2,594.11 81,833 SOLE 2 81,833 POGO PRODUCING CO COM 730448107 6,375.41 201,117 SOLE 2 201,117 POGO PRODUCING CO COM 730448107 22,837.80 720,434 SHD SOLE 3 719,134 0 1,300 POGO PRODUCING CO COM 730448107 615.00 19,400 SHD OTH 3 1,100 0 18,300 POGO PRODUCING CO CNV 730448AE7 514.38 500,000 SOLE 2 500,000 POLARIS INDS INC COM 731068102 24,932.80 391,409 SHD SOLE 3 391,409 0 0 POLARIS INDS INC COM 731068102 4,359.00 68,430 SHD OTH 3 2,600 0 64,600 POLYCOM INC COM 73172K104 934.80 38,000 SOLE 2 38,000 POLYCOM INC COM 73172K104 1,503.70 61,124 SHD SOLE 3 60,524 0 600 POLYCOM INC COM 73172K104 74.80 3,040 SHD OTH 3 3,040 0 0 POLYMEDICA INDS INC COM 731738100 1,042.60 40,968 SHD SOLE 3 40,968 0 0 POMEROY COMPUTER RES COM 731822102 9.10 600 SHD SOLE 3 600 0 0 POPE & TALBOT CO COM 732827100 453.80 30,956 SHD SOLE 3 30,956 0 0 POPE & TALBOT CO COM 732827100 38.10 2,600 SHD OTH 3 2,600 0 0 POPE RES DEL LTD PRTNRSHP COM 732857107 2.20 165 SHD SOLE 3 165 0 0 POPULAR INC COM 733174106 833.59 28,528 SOLE 2 28,528 POPULAR INC COM 733174106 157.80 5,400 SHD SOLE 3 5,400 0 0 PORT FINANCIAL CORPORATION COM 734119100 15.80 500 SHD SOLE 3 500 0 0 PORTAL SOFTWARE COM 736126103 397.50 208,122 SHD SOLE 3 208,122 0 0 PORTAL SOFTWARE, INC. COM 736126103 47.37 24,800 SOLE 2 24,800 POSSIS MEDICAL INC COM 737407106 204.90 10,400 SHD SOLE 3 10,400 0 0 POST PROPERTIES INC COM 737464107 3,378.70 100,557 SHD SOLE 3 100,557 0 0 POST PROPERTIES INC COM 737464107 35.30 1,050 SHD OTH 3 1,050 0 0 POTASH CORPORATION OF SASKATCHEWAN COM 73755L107 19,015.00 291,373 SHD SOLE 3 291,373 0 0 POTASH CORPORATION OF SASKATCHEWAN COM 73755L107 143.90 2,205 SHD OTH 3 2,204 0 0 POTLATCH CORPORATION COM 737628107 712.40 21,147 SHD SOLE 3 21,147 0 0 POTLATCH CORPORATION COM 737628107 91.00 2,700 SHD OTH 3 2,700 0 0 POTOMAC ELEC.POWER CO. COM 737679100 28.00 1,200 SHD SOLE 3 1,200 0 0 POWELL INDS INC COM 739128106 350.90 15,800 SHD SOLE 3 15,800 0 0 POWER INTEGRATIONS INC COM 739276103 295.30 15,500 SHD SOLE 3 15,500 0 0 POWER-ONE INC COM 739308104 5.70 700 SHD SOLE 3 700 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 966.60 75,107 SHD SOLE 3 73,307 0 1,800 PPG INDUSTRIES INC. COM 693506107 677.70 12,342 SHD SOLE 3 12,342 0 0 PPG INDUSTRIES INC. COM 693506107 281.70 5,130 SHD OTH 3 5,130 0 0 PPL CORPORATION COM 69351T106 221.82 5,600 SOLE 2 5,600 PPL CORPORATION COM 69351T106 3,403.13 85,916 SOLE 2 85,916 PPL CORPORATION COM 69351T106 57,670.10 1,455,947 SHD SOLE 3 1,246,117 0 198,575 PPL CORPORATION COM 69351T106 950.10 23,987 SHD OTH 3 23,987 0 0 PRAECIS PHARM INC COM 739421105 101.90 19,600 SHD SOLE 3 19,600 0 0 PRAXAIR INC COM 74005P104 342.06 5,720 SOLE 2 5,720 PRAXAIR INC COM 74005P104 167.40 2,800 SHD SHD 1 2,800 0 0 PRAXAIR INC COM 74005P104 15,944.60 266,632 SHD SOLE 3 256,632 0 10,000 PRAXAIR INC COM 74005P104 5,597.30 93,600 SHD OTH 3 1,500 0 0 PRE PAID LEGAL SERVICES INC PUT 740065107 7.75 10,000 PUT SOLE 2 10,000 PRE PAID LEGAL SERVICES INC PUT 740065107 19.50 10,000 PUT SOLE 2 10,000 PRE PAID LEGAL SERVICES INC COM 740065107 1,330.90 46,600 SHD SOLE 3 46,600 0 0 PRECISION CASTPARTS CORPORATION COM 740189105 1,775.10 50,130 SHD SOLE 3 50,130 0 0 PRECISION DRILLING CORPORATION COM 74022D100 0.00 1 SHD OTH 3 0 0 0 PRENTISS PROPERTIES COM 740706106 18,365.70 622,146 SHD SOLE 3 622,146 0 0 PRENTISS PROPERTIES COM 740706106 832.20 28,191 SHD OTH 3 14,791 0 13,400 PRI AUTOMATION INC COM 69357H106 345.00 14,800 SHD SOLE 3 14,800 0 0 PRICE COMMUNICATIONS CORPORATION NEW COM 741437305 1,250.22 70,874 SOLE 2 70,874 PRICE COMMUNICATIONS CORPORATION NEW COM 741437305 11,095.40 628,990 SHD SOLE 3 628,990 0 0 PRICE COMMUNICATIONS CORPORATION NEW COM 741437305 336.90 19,100 SHD OTH 3 0 0 19,100 PRICE T ROWE GROUP INC COM 74144T108 420.44 10,800 SOLE 2 10,800 PRICELINE.COM COM 741503106 1,050.70 200,900 SHD SOLE 3 200,900 0 0 PRICELINE.COM INC COM 741503106 767.23 146,698 SOLE 2 146,698 PRIDE INTERNATIONAL INC. COM 74153Q102 183.80 11,562 SHD SOLE 3 11,562 0 0 PRIME GROUP REALTY TRUST COM 74158J103 813.60 106,212 SHD SOLE 3 106,212 0 0 PRIME GROUP REALTY TRUST COM 74158J103 39.10 5,100 SHD OTH 3 5,100 0 0 PRIME HOSPITALITY CORPORATION COM 741917108 1,453.10 110,500 SHD SOLE 3 110,500 0 0 PRIME HOSPITALITY CORPORATION COM 741917108 65.80 5,000 SHD OTH 3 5,000 0 0 PRIMEDIA INC COM 74157K101 845.80 266,815 SOLE 2 266,815 PRIMUS KNOWLEDGE SOLUTIONS COM 74163Q100 74.72 33,355 SOLE 2 33,355 PRINCIPAL FINANCIAL GROUP COM 74251V102 33,773.60 1,334,924 SHD SOLE 3 1,071,449 0 246,650 PRINCIPAL FINANCIAL GROUP COM 74251V102 874.40 34,561 SHD OTH 3 34,561 0 0 PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 1,125.85 44,500 SOLE 2 44,500 PRIORITY HEALTHCARE A COM 74264T201 3,225.00 150,000 SHD SOLE 3 150,000 0 0 PRIORITY HEALTHCARE CORPORATION COM 74264T102 7,201.30 276,867 SHD SOLE 3 272,567 0 4,300 PRIORITY HEALTHCARE CORPORATION COM 74264T102 2,357.40 90,634 SHD OTH 3 5,250 0 81,700 PROBUSINESS SERVICES COM 742674104 53.90 2,500 SHD SOLE 3 2,500 0 0 PROCTER & GAMBLE CO COM 742718109 10,841.25 120,338 SOLE 2 120,338 PROCTER & GAMBLE CO COM 742718109 18,190.16 201,911 SOLE 2 201,911 PROCTER & GAMBLE CO COM 742718109 5,306.30 58,900 SHD SHD 1 58,900 0 0 PROCTER & GAMBLE CO COM 742718109 412,553.60 4,579,350 SHD SOLE 3 4,207,905 0 347,100 PROCTER & GAMBLE CO COM 742718109 85,300.40 946,835 SHD OTH 3 144,958 0 42,700 PROGENICS PHARMACEUTICALS COM 743187106 91.50 6,100 SHD SOLE 3 6,100 0 0 PROGRESS ENERGY INC. COM 743263105 324.70 6,488 SHD SOLE 3 6,488 0 0 PROGRESS ENERGY INC. COM 743263105 312.80 6,251 SHD OTH 3 6,250 0 0 PROGRESS SOFTWARE COM 743312100 3,656.30 201,558 SHD SOLE 3 201,558 0 0 PROGRESSIVE CORPORATION OF OHIO COM 743315103 316.60 1,900 SHD SHD 1 1,900 0 0 PROGRESSIVE CORPORATION OF OHIO COM 743315103 35,164.50 211,046 SHD SOLE 3 202,146 0 8,900 PROGRESSIVE CORPORATION OF OHIO COM 743315103 4,745.30 28,480 SHD OTH 3 18,180 0 0 PROLOGIS TRUST COM 743410102 1,549.48 66,359 SOLE 2 66,359 PROLOGIS TRUST COM 743410102 14,331.00 613,749 SHD SOLE 3 606,850 0 700 PROLOGIS TRUST COM 743410102 616.40 26,400 SHD OTH 3 26,400 0 0 PROSPERITY BANCSHARES INC COM 743606105 71.60 2,200 SHD SOLE 3 2,200 0 0 PROTECTION ONE INC COM 743663304 150.30 53,687 SHD SOLE 3 53,687 0 0 PROTECTIVE LIFE CORPORATION COM 743674103 1,761.67 56,500 SOLE 2 56,500 PROTECTIVE LIFE CORPORATION COM 743674103 1,355.00 43,457 SHD SOLE 3 43,457 0 0 PROTECTIVE LIFE CORPORATION COM 743674103 795.10 25,500 SHD OTH 3 0 0 25,500 PROTEIN DESIGN LABS COM 74369L103 6.90 400 SHD SOLE 3 400 0 0 PROTEIN DESIGN LABS COM 74369L103 23.50 1,370 SHD OTH 3 0 0 0 PROVIDENT BANKSHARES CORPORATION COM 743859100 290.40 12,100 SHD SOLE 3 12,100 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 501.87 17,426 SOLE 2 17,426 PROVIDENT FINANCIAL GROUP COM 743866105 203.36 7,061 SOLE 2 7,061 PROVIDENT FINANCIAL GROUP COM 743866105 606.40 21,054 SHD SOLE 3 21,054 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 682.60 23,700 SHD OTH 3 1,500 0 22,200 PROVIDIAN FINANCIAL CORPORATION COM 74406A102 827.99 109,668 SOLE 2 109,668 PROVIDIAN FINANCIAL CORPORATION COM 74406A102 1,256.61 166,438 SOLE 2 166,438 PROVIDIAN FINANCIAL CORPORATION COM 74406A102 164.60 21,800 SHD SOLE 3 21,800 0 0 PROVIDIAN NATIONAL BANK CNV 74406AAA0 211.05 315,000 SOLE 2 315,000 PROXIM INC COM 744284100 92.84 22,000 SOLE 2 22,000 PRUDENTIAL FINANCIAL COM 744320102 2,421.90 78,000 SHD SHD 1 78,000 0 0 PRUDENTIAL FINANCIAL COM 744320102 87,070.40 2,804,200 SHD SOLE 3 2,423,500 0 380,700 PRUDENTIAL FINANCIAL COM 744320102 13,363.90 430,400 SHD OTH 3 57,000 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 12,220.26 393,567 SOLE 2 393,567 PRUDENTIAL FINANCIAL INC COM 744320102 5,288.90 170,335 SOLE 2 170,335 PS BUSINESS PARKS INC/CA COM 69360J107 953.90 27,450 SHD SOLE 3 27,450 0 0 PS BUSINESS PARKS INC/CA COM 69360J107 102.50 2,950 SHD OTH 3 2,950 0 0 PSS WORLD MEDICL INC COM 69366A100 2,608.30 266,150 SHD SOLE 3 266,150 0 0 PSS WORLD MEDICL INC COM 69366A100 157.30 16,053 SHD OTH 3 12,750 0 0 PTEK HLDGS INC COM 69366M104 328.00 80,000 SOLE 2 80,000 PTEK HLDGS INC COM 69366M104 176.30 43,000 SOLE 2 43,000 PUBLIC STORAGE INC COM 74460D109 247.97 6,700 SOLE 2 6,700 PUBLIC STORAGE INC COM 74460D729 624.68 23,000 SOLE 2 23,000 PUBLIC STORAGE INC COM 74460D729 590.35 21,736 SOLE 2 21,736 PUBLIC STORAGE INC COM 74460D109 103.60 2,800 SHD SHD 1 2,800 0 0 PUBLIC STORAGE INC COM 74460D109 8,844.20 238,968 SHD SOLE 3 232,268 0 6,700 PUBLIC STORAGE INC COM 74460D109 547.70 14,800 SHD OTH 3 14,800 0 0 PUBLIC-SVC ENTERPRISE GROUP COM 744573106 1,710.30 37,343 SHD SOLE 3 37,343 0 0 PUBLIC-SVC ENTERPRISE GROUP COM 744573106 18.30 400 SHD OTH 3 400 0 0 PUGET ENERGY, INC. COM 745310102 377.30 18,150 SHD SOLE 3 18,150 0 0 PULITZER INC COM 745769109 21,873.80 408,857 SHD SOLE 3 408,857 0 0 PULITZER INC COM 745769109 1,522.20 28,452 SHD OTH 3 3,350 0 24,600 PULTE HOMES INC COM 745867101 1,445.07 30,200 SOLE 2 30,200 PULTE HOMES, INC. COM 745867101 3,790.80 79,222 SHD SOLE 3 79,222 0 0 PULTE HOMES, INC. COM 745867101 1,172.30 24,500 SHD OTH 3 0 0 0 PUMATECH, INC. COM 745887109 15.00 11,300 SHD SOLE 3 11,300 0 0 PURE RES INC COM 74622E102 826.40 36,600 SHD SOLE 3 36,600 0 0 QIAGEN N.V. COM N72482107 238.24 16,000 SOLE 2 16,000 QLOGIC CORPORATION COM 747277101 207.98 4,200 SOLE 2 4,200 QLOGIC CORPORATION COM 747277101 463.50 9,360 SHD SOLE 3 9,360 0 0 QLOGIC CORPORATION COM 747277101 3,374.80 68,150 SHD OTH 3 4,650 0 0 QLT PHOTOTHERAPEUTICS INC COM 746927102 0.00 1 SHD OTH 3 0 0 0 QUAKER FABRIC CORPORATION COM 747399103 97.20 8,700 SHD SOLE 3 8,700 0 0 QUALCOMM INC COM 747525103 4,151.73 110,301 SOLE 2 110,301 QUALCOMM INC COM 747525103 8,264.73 219,573 SOLE 2 219,573 QUALCOMM INC COM 747525103 1,238.40 32,900 SHD SHD 1 32,900 0 0 QUALCOMM INC COM 747525103 438,232.80 11,642,743 SHD SOLE 3 11,290,778 0 310,065 QUALCOMM INC COM 747525103 51,661.40 1,372,514 SHD OTH 3 413,368 0 187,680 QUANEX CORPORATION COM 747620102 4,653.80 131,093 SHD SOLE 3 131,093 0 0 QUANEX CORPORATION COM 747620102 182.80 5,150 SHD OTH 3 5,150 0 0 QUANTA SERVICES INC PUT 74762E102 1.25 10,000 PUT SOLE 2 10,000 QUANTA SERVICES INC COM 74762E102 1,748.02 101,100 SOLE 2 101,100 QUANTA SERVICES INC COM 74762E102 158.20 9,150 SHD SOLE 3 7,550 0 1,600 QUANTUM CO DLT & STORAGE COM 747906204 984.70 123,700 SHD SOLE 3 123,700 0 0 QUANTUM CO DLT & STORAGE COM 747906204 304.10 38,200 SHD OTH 3 0 0 38,200 QUEBECOR WORLD INC. COM 748203106 0.00 1 SHD OTH 3 0 0 0 QUEST DIAGNOSTICS, INC. COM 74834L100 149.10 1,800 SHD SOLE 3 1,800 0 0 QUEST DIAGNOSTICS, INC. COM 74834L100 24.90 300 SHD OTH 3 300 0 0 QUEST SOFTWARE, INC COM 74834T103 547.90 36,260 SHD SOLE 3 36,260 0 0 QUEST SOFTWARE, INC COM 74834T103 7.60 500 SHD OTH 3 500 0 0 QUICKSILVER RESOURCES INC COM 74837R104 1,199.50 52,150 SHD SOLE 3 52,150 0 0 QUICKSILVER RESOURCES INC COM 74837R104 84.00 3,650 SHD OTH 3 3,650 0 0 QUIKSILVER INC COM 74838C106 438.80 20,054 SHD SOLE 3 20,054 0 0 QUINTILES TRANSNATIONAL CORPORATION COM 748767100 177.50 10,000 SOLE 2 10,000 QUINTILES TRANSNATIONAL CORPORATION COM 748767100 7,252.10 408,567 SHD SOLE 3 408,567 0 0 QUINTILES TRANSNATIONAL CORPORATION COM 748767100 653.20 36,800 SHD OTH 3 0 0 36,800 QUINTUS CORPORATION COM 748798105 1.80 22,905 SHD OTH 3 0 0 22,905 QWEST COMMUNICATIONS INTL INC COM 749121109 5,290.50 643,619 SHD SOLE 3 596,219 0 37,200 QWEST COMMUNICATIONS INTL INC COM 749121109 81.00 9,850 SHD OTH 3 9,850 0 0 QWEST COMMUNICATIONS INTL INC COM 749121109 108.67 13,220 SOLE 2 13,220 QWEST COMMUNICATIONS INTL INC COM 749121109 341.98 41,604 SOLE 2 41,604 R & G FINANCIAL CORPORATION CL-B COM 749136107 605.90 30,400 SHD SOLE 3 30,400 0 0 R & G FINANCIAL CORPORATION CL-B COM 749136107 2.60 130 SHD OTH 3 130 0 0 R R DONNELLEY & SONS CO COM 257867101 3,265.90 105,014 SHD SOLE 3 105,014 0 0 R.H. DONNELLY CORPORATION COM 74955W307 629.90 20,700 SHD SOLE 3 20,700 0 0 R.H. DONNELLY CORPORATION COM 74955W307 1,055.90 34,700 SHD OTH 3 1,100 0 33,600 RACING CHAMPIONS ERTL CORPORATION COM 750069106 279.10 14,500 SHD SOLE 3 14,500 0 0 RADIAN GROUP COM 750236101 7,976.90 162,528 SHD SOLE 3 162,328 0 200 RADIAN GROUP COM 750236101 1,235.00 25,164 SHD OTH 3 264 0 0 RADIAN GROUP INC COM 750236101 16,277.87 331,660 SOLE 2 331,660 RADIAN GROUP INC COM 750236101 4,907.80 99,996 SOLE 2 99,996 RADIANT SYSTEMS INC COM 75025N102 515.40 56,950 SHD SOLE 3 56,950 0 0 RADIANT SYSTEMS INC COM 75025N102 20.80 2,300 SHD OTH 3 2,300 0 0 RADIO ONE CL D NON VOTING COM 75040P405 418.20 20,300 SHD SOLE 3 17,300 0 3,000 RADIO ONE INC COM 75040P405 350.20 17,000 SOLE 2 17,000 RADIO ONE INC COM 75040P108 321.11 14,757 SOLE 2 14,757 RADIO UNICA COMMUNICATIONS CP COM 75040Q106 141.90 86,000 SOLE 2 86,000 RADIOSHACK CORPORATION COM 750438103 254.38 8,468 SOLE 2 8,468 RADIOSHACK CORPORATION COM 750438103 5,182.20 172,510 SHD SOLE 3 168,610 0 3,900 RADIOSHACK CORPORATION COM 750438103 150.50 5,010 SHD OTH 3 5,010 0 0 RADISYS CORPORATION COM 750459109 317.00 17,600 SHD SOLE 3 17,600 0 0 RADISYS CORPORATION COM 750459109 26.10 1,450 SHD OTH 3 1,450 0 0 RAINBOW TECHNOLOGIES INC COM 750862104 847.60 84,250 SHD SOLE 3 84,250 0 0 RAINBOW TECHNOLOGIES INC COM 750862104 42.80 4,250 SHD OTH 3 4,250 0 0 RAINDANCE COMM COM 75086X106 132.29 37,906 SOLE 2 37,906 RALCORPORATION HOLDINGS INC COM 751028101 5.40 200 SHD SOLE 3 200 0 0 RAMBUS INC COM 750917106 3,296.20 423,132 SHD SOLE 3 423,132 0 0 RANBAXY LAB. LTD-GDR COM Y7187Y116 221.40 10,800 SHD SOLE 3 10,800 0 0 RARE HOSPITALITY INTL INC COM 753820109 11,219.40 441,363 SHD SOLE 3 441,363 0 0 RATIONAL SOFTWARE CORPORATION (NEW) COM 75409P202 601.90 38,023 SOLE 2 38,023 RATIONAL SOFTWARE CORPORATION (NEW) PUT 75409P202 8.00 10,000 PUT SOLE 2 10,000 RATIONAL SOFTWARE CORPORATION (NEW) COM 75409P202 2,024.74 127,905 SOLE 2 127,905 RATIONAL SOFTWARE CORPORATION (NEW) COM 75409P202 441.80 27,911 SHD SOLE 3 27,911 0 0 RATIONAL SOFTWARE CORPORATION (NEW) COM 75409P202 495.20 31,282 SHD OTH 3 1,140 0 30,142 RAWLINGS SPORTING GOODS CO COM 754459105 283.49 50,176 SOLE 2 50,176 RAYMOND JAMES FINANCIAL INC COM 754730109 415.00 12,125 SHD SOLE 3 12,125 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 359.40 10,500 SHD OTH 3 0 0 10,500 RAYONIER INC COM 754907103 293.30 5,504 SHD SOLE 3 5,504 0 0 RAYONIER INC COM 754907103 1,577.10 29,600 SHD OTH 3 1,400 0 28,200 RAYOVAC CORPORATION COM 755081106 5,012.00 324,400 SHD SOLE 3 324,400 0 0 RAYTHEON CO COM 755111507 1,034.05 25,190 SOLE 2 25,190 RAYTHEON CO COM 755111507 546.87 13,322 SOLE 2 13,322 RAYTHEON COMPANY (NEW) COM 755111507 6,363.60 155,020 SHD SOLE 3 155,020 0 0 RAYTHEON COMPANY (NEW) COM 755111507 362.10 8,822 SHD OTH 3 8,821 0 0 READ RITE CORPORATION COM 755246105 42.98 14,000 SOLE 2 14,000 READ RITE CORPORATION COM 755246105 717.20 233,600 SHD SOLE 3 233,600 0 0 READ RITE CORPORATION COM 755246105 374.50 122,000 SHD OTH 3 0 0 122,000 READER'S DIGEST ASSOC., INC. COM 755267101 670.10 29,900 SHD SOLE 3 24,800 0 5,100 READER'S DIGEST ASSOC., INC. COM 755267101 24.70 1,100 SHD OTH 3 1,100 0 0 REALNETWORKS, INC. COM 75605L104 976.65 139,124 SOLE 2 139,124 REALNETWORKS, INC. COM 75605L104 250.60 35,700 SHD SOLE 3 35,700 0 0 REALTY INCOME CORPORATION COM 756109104 1,567.00 47,200 SHD SOLE 3 47,200 0 0 RECKSON ASSOC REALTY CORPORATION COM 75621K304 2,769.20 107,500 SOLE 2 107,500 RECKSON ASSOC REALTY CORPORATION COM 75621K304 257.60 10,000 SOLE 2 10,000 RECKSON ASSOCIATES REALTY CP COM 75621K106 200.49 8,130 SOLE 2 8,130 RECKSON ASSOCIATES REALTY CP COM 75621K106 239.94 9,730 SOLE 2 9,730 RED HAT, INC COM 756577102 330.60 57,900 SHD SOLE 3 57,900 0 0 RED HAT, INC. COM 756577102 183.16 32,082 SOLE 2 32,082 REDBACK NETWORK COM 757209101 101.00 29,700 SHD SOLE 3 29,700 0 0 REDIFF.COM INDIA LIMITED COM 757479100 52.13 41,700 SOLE 2 41,700 REDWOOD TRUST INC COM 758075402 113.00 4,149 SHD SOLE 3 4,149 0 0 REEBOK INTERNATIONAL LTD COM 758110100 2,704.40 100,050 SHD SOLE 3 100,050 0 0 REEBOK INTERNATIONAL LTD COM 758110100 1,051.50 38,900 SHD OTH 3 0 0 0 REGAL BELOIT CORPORATION COM 758750103 148.20 5,800 SHD SOLE 3 5,800 0 0 REGENCY CENTERS CORPORATION COM 758849103 525.30 18,100 SHD SOLE 3 18,100 0 0 REGENCY CENTERS CORPORATION COM 758849103 162.50 5,600 SHD OTH 3 5,600 0 0 REGENERATION TECHNOLOGIES COM 75886N100 5.10 700 SHD SOLE 3 700 0 0 REGENT COMMUNICATIONS INC COM 758865109 6,507.10 789,700 SHD SOLE 3 789,700 0 0 REGIONS FINANCIAL CORPORATION COM 758940100 1,543.28 44,928 SOLE 2 44,928 REGIONS FINANCIAL CORPORATION COM 758940100 5,562.36 161,932 SOLE 2 161,932 REGIONS FINANCIAL CORPORATION COM 758940100 9,833.90 286,285 SHD SOLE 3 276,085 0 10,200 REGIONS FINANCIAL CORPORATION COM 758940100 2,262.30 65,860 SHD OTH 3 10,760 0 0 REGIS CORPORATION COM 758932107 22.50 800 SHD SOLE 3 800 0 0 REGISTER.COM INC COM 75914G101 18.00 2,000 SHD SOLE 3 2,000 0 0 REINSURANCE GROUP OF AMERICA COM 759351109 147.20 4,700 SHD SOLE 3 4,700 0 0 RELIANCE INDUSTRIES SPON GDR 144A COM 759470107 392.20 29,600 SHD SOLE 3 29,600 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 546.30 19,800 SHD SOLE 3 19,800 0 0 RELIANT ENERGY INC COM 75952J108 691.20 26,800 SHD SHD 1 26,800 0 0 RELIANT ENERGY INC COM 75952J108 28,082.10 1,088,874 SHD SOLE 3 1,022,174 0 48,700 RELIANT ENERGY INC COM 75952J108 10,795.70 418,600 SHD OTH 3 59,700 0 0 RELIANT RESOURCES INC COM 75952B105 899.60 53,200 SHD SHD 1 53,200 0 0 RELIANT RESOURCES INC COM 75952B105 48,820.30 2,887,065 SHD SOLE 3 2,597,642 0 256,105 RELIANT RESOURCES INC COM 75952B105 1,606.00 94,974 SHD OTH 3 45,374 0 0 RELIANT RESOURCES, INC. COM 75952B105 3,516.43 207,950 SOLE 2 207,950 RELIANT RESOURCES, INC. COM 75952B105 1,836.76 108,620 SOLE 2 108,620 REMEC INC COM 759543101 172.17 18,613 SOLE 2 18,613 REMEC INC COM 759543101 197.50 21,350 SHD SOLE 3 21,350 0 0 RENAISSANCE LEARNING INC COM 75968L105 1,274.30 38,970 SHD SOLE 3 38,970 0 0 RENAISSANCE LEARNING INC COM 75968L105 52.30 1,600 SHD OTH 3 1,600 0 0 RENAISSANCERE HOLDINGS LT COM G7496G103 32,583.40 316,344 SHD SOLE 3 264,388 0 48,625 RENAISSANCERE HOLDINGS LT COM G7496G103 468.10 4,545 SHD OTH 3 4,545 0 0 RENAL CARE GROUP INC COM 759930100 13,248.70 403,925 SHD SOLE 3 403,925 0 0 RENT-A-CENTER INC. COM 76009N100 232.50 4,550 SHD SOLE 3 4,550 0 0 RENT-A-CENTER INC. COM 76009N100 56.20 1,100 SHD OTH 3 1,100 0 0 RENT-WAY INC COM 76009U104 811.60 96,050 SHD SOLE 3 96,050 0 0 RENT-WAY INC COM 76009U104 41.00 4,850 SHD OTH 3 4,850 0 0 REPSOL YPF SA - ADR COM 76026T205 180.09 14,180 SOLE 2 14,180 REPUBLIC SERVICES INC COM 760759100 186.80 10,000 SOLE 2 10,000 REPUBLIC SERVICES INC CL A COM 760759100 42,030.00 2,250,002 SHD SOLE 3 2,231,702 0 5,400 REPUBLIC SERVICES INC CL A COM 760759100 1,714.20 91,765 SHD OTH 3 25,465 0 66,300 RESEARCH IN MOTION COM 760975102 1,041.38 37,500 SOLE 2 37,500 RESMED INC COM 761152107 1,678.60 41,830 SHD SOLE 3 41,830 0 0 RESMED INC COM 761152107 8.00 200 SHD OTH 3 200 0 0 RESORTQUEST INTL INC COM 761183102 678.90 93,000 SOLE 2 93,000 RESORTQUEST INTL INC COM 761183102 369.40 50,600 SHD SOLE 3 50,600 0 0 RESOURCE AMERICA INC COM 761195205 626.50 56,800 SHD SOLE 3 56,800 0 0 RESOURCE BANCSHARES MTG GROUP COM 761197102 1,091.20 57,100 SHD SOLE 3 57,100 0 0 RESPIRONICS INC COM 761230101 907.20 28,000 SOLE 2 28,000 RESPIRONICS INC COM 761230101 801.80 24,748 SHD SOLE 3 24,748 0 0 RESPIRONICS INC COM 761230101 405.00 12,500 SHD OTH 3 0 0 12,500 RESTORATION HARDWARE INC COM 760981100 821.39 65,711 SOLE 2 65,711 RESTORATION HARDWARE INC COM 760981100 637.50 51,000 SHD SOLE 3 51,000 0 0 RETEK INC COM 76128Q109 10,020.40 381,730 SHD SOLE 3 381,730 0 0 RETEK INC COM 76128Q109 759.20 28,922 SHD OTH 3 1,422 0 27,500 REUTERS GROUP PLC SPONS ADR COM 76132M102 601.39 12,744 SOLE 2 12,744 REUTERS GROUP PLC SPONS ADR COM 76132M102 290.31 6,152 SOLE 2 6,152 REYNOLDS & REYNOLDS CO CL A COM 761695105 9,703.50 323,451 SHD SOLE 3 323,451 0 0 REYNOLDS & REYNOLDS CO CL A COM 761695105 3.00 100 SHD OTH 3 100 0 0 RF MICRO DEVICES INC COM 749941100 719.60 40,200 SHD SOLE 3 40,200 0 0 RF MICRO DEVICES INC COM 749941100 1.80 100 SHD OTH 3 100 0 0 RFS HOTEL INVESTORS INC COM 74955J108 4,827.50 328,400 SHD SOLE 3 328,400 0 0 RFS HOTEL INVESTORS INC COM 74955J108 220.50 15,000 SHD OTH 3 15,000 0 0 RGS ENERGY GROUP COM 74956K104 645.70 16,450 SHD SOLE 3 16,450 0 0 RGS ENERGY GROUP COM 74956K104 33.40 850 SHD OTH 3 850 0 0 RIGHT MGMT CONSULTANTS INC COM 766573109 498.80 19,700 SHD SOLE 3 19,700 0 0 RITE AID CORPORATION COM 767754104 177.84 51,400 SOLE 2 51,400 RITE AID CORPORATION CLL 767754104 6.75 45,000 CLL SOLE 2 45,000 RITE AID CORPORATION CLL 767754104 13.13 52,500 CLL SOLE 2 52,500 RIVERSTONE NETWORKS INC COM 769320102 507.53 84,589 SOLE 2 84,589 RIVERSTONE NETWORKS INC COM 769320102 801.44 151,500 SHD SOLE 4 151,500 RIVERSTONE NETWORKS INC COM 769320102 510.40 85,068 SHD SOLE 3 85,068 0 0 RIVERSTONE NETWORKS INC COM 769320102 2.10 358 SHD OTH 3 358 0 0 RIVIANA FOODS, INC. COM 769536103 348.01 16,262 SOLE 2 16,262 RIVIANA FOODS, INC. COM 769536103 12,642.00 590,748 SHD SOLE 3 590,748 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 2,013.70 31,100 SHD SHD 1 31,100 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 102,491.80 1,582,885 SHD SOLE 3 1,512,785 0 70,100 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 17,547.20 271,000 SHD OTH 3 26,600 0 0 RLI CORPORATION COM 749607107 7.00 136 SHD SOLE 3 136 0 0 ROADWAY CORPORATION COM 769742107 802.90 21,700 SHD SOLE 3 21,700 0 0 ROADWAY CORPORATION COM 769742107 48.10 1,300 SHD OTH 3 1,300 0 0 ROANOKE ELEC STL CORPORATION COM 769841107 217.08 16,200 SOLE 2 16,200 ROBBINS MYERS INC. COM 770196103 593.50 21,700 SHD SOLE 3 21,700 0 0 ROBERT HALF INTL INC COM 770323103 6,221.50 210,754 SHD SOLE 3 203,154 0 7,600 ROBERT HALF INTL INC COM 770323103 370.50 12,550 SHD OTH 3 1,650 0 10,900 ROBERT MONDAVI CLASS A COM 609200100 1,454.70 40,476 SHD SOLE 3 40,476 0 0 ROBERT MONDAVI CLASS A COM 609200100 46.70 1,300 SHD OTH 3 1,300 0 0 ROCK-TENN CO. CL. A COM 772739207 98.70 4,600 SHD SOLE 3 4,600 0 0 ROCK-TENN CO. CL. A COM 772739207 42.20 1,967 SHD OTH 3 300 0 0 ROCKWELL AUTOMATION, INC. COM 773903109 92.30 4,600 SHD SHD 1 4,600 0 0 ROCKWELL AUTOMATION, INC. COM 773903109 7,856.60 391,657 SHD SOLE 3 391,657 0 0 ROCKWELL AUTOMATION, INC. COM 773903109 52.20 2,600 SHD OTH 3 2,600 0 0 ROCKWELL COLLINS INC. COM 774341101 13,401.50 531,384 SHD SOLE 3 531,384 0 0 ROCKWELL COLLINS INC. COM 774341101 41.70 1,652 SHD OTH 3 1,652 0 0 ROGERS CORPORATION COM 775133101 1,120.80 33,750 SHD SOLE 3 33,750 0 0 ROGERS CORPORATION COM 775133101 738.90 22,250 SHD OTH 3 1,550 0 20,700 ROHM AND HAAS CO COM 775371107 7,679.70 181,683 SHD SOLE 3 172,883 0 8,800 ROHM AND HAAS CO COM 775371107 311.60 7,371 SHD OTH 3 7,371 0 0 ROLLINS INC. COM 775711104 195.20 9,250 SHD SOLE 3 9,250 0 0 ROPER INDS INC (NEW) COM 776696106 6,832.54 137,365 SOLE 2 137,365 ROPER INDS INC (NEW) COM 776696106 2,017.10 40,552 SHD SOLE 3 40,552 0 0 ROPER INDS INC (NEW) COM 776696106 850.60 17,100 SHD OTH 3 1,700 0 15,400 ROSLYN BANCORPORATION INC COM 778162107 3.10 150 SHD SOLE 3 150 0 0 ROSS STORES, INC COM 778296103 25,557.50 675,587 SHD SOLE 3 674,387 0 0 ROSS STORES, INC COM 778296103 575.00 15,199 SHD OTH 3 4,699 0 10,500 ROUSE CO COM 779273101 290.65 9,382 SOLE 2 9,382 ROUSE CO COM 779273101 4,241.20 136,900 SHD SOLE 3 136,900 0 0 ROUSE CO COM 779273101 130.10 4,200 SHD OTH 3 4,200 0 0 ROXIO, INC. COM 780008108 10.00 442 SHD OTH 3 442 0 0 ROYAL BANK OF CANADA COM 780087102 16.00 479 SHD SOLE 3 479 0 0 ROYAL BANK OF CANADA COM 780087102 0.00 1 SHD OTH 3 0 0 0 ROYAL BK OF SCOTLAND GROUP PLC PFD 780097606 672.06 25,700 SOLE 2 25,700 ROYAL CARIBBEAN CRUISES LTD CLL V7780T103 46.00 10,000 CLL SOLE 2 10,000 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 3,623.10 66,700 SHD SHD 1 66,700 0 0 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 128,576.00 2,367,010 SHD SOLE 3 2,276,535 0 90,475 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 56,184.30 1,034,320 SHD OTH 3 67,820 0 0 ROYAL DUTCH PETROLEUM COMPANY COM 780257804 15,475.12 284,888 SOLE 2 284,888 ROYAL DUTCH PETROLEUM COMPANY COM 780257804 6,346.69 116,839 SOLE 2 116,839 RPM INC (OHIO) COM 749685103 1,144.50 73,600 SHD SOLE 3 73,600 0 0 RSA SECURITY INC COM 749719100 135.00 15,000 SOLE 2 15,000 RTI INTERNATIONAL METALS COM 74973W107 323.40 28,000 SHD SOLE 3 28,000 0 0 RTI INTERNATIONAL METALS COM 74973W107 54.30 4,700 SHD OTH 3 4,700 0 0 RUBY TUESDAY INC COM 781182100 7,504.20 322,762 SHD SOLE 3 322,762 0 0 RUBY TUESDAY INC COM 781182100 79.20 3,408 SHD OTH 3 3,408 0 0 RUDDICK CORPORATION COM 781258108 158.10 9,500 SHD SHD 1 9,500 0 0 RUDDICK CORPORATION COM 781258108 111.50 6,700 SHD SOLE 3 6,700 0 0 RUDOLPH TECHNOLOGIES COM 781270103 375.50 8,700 SHD SOLE 3 8,700 0 0 RURAL CELLULAR CORPORATION CLASS A COM 781904107 1,875.30 418,600 SHD SOLE 3 418,600 0 0 RUSS BERRIE AND COMPANY INC COM 782233100 684.50 21,258 SHD SOLE 3 21,258 0 0 RUSSELL CORPORATION COM 782352108 290.60 19,500 SHD SOLE 3 19,500 0 0 RYAN FAMILY STEAK HOUSES INC COM 783519101 1,778.40 74,100 SHD SOLE 3 74,100 0 0 RYAN FAMILY STEAK HOUSES INC COM 783519101 33.60 1,400 SHD OTH 3 1,400 0 0 RYDER SYSTEM INC COM 783549108 8,454.80 286,214 SHD SOLE 3 270,014 0 14,200 RYDER SYSTEM INC COM 783549108 266.70 9,029 SHD OTH 3 9,029 0 0 RYERSON TULL INC (NEW) COM 78375P107 109.50 10,000 SOLE 2 10,000 RYERSON TULL INC (NEW) COM 78375P107 358.10 32,707 SHD SOLE 3 32,707 0 0 RYERSON TULL INC (NEW) COM 78375P107 2.10 196 SHD OTH 3 196 0 0 RYLAND GROUP INC COM 783764103 72.20 800 SHD SOLE 3 800 0 0 S&P 400 MID-CAP DEPOSITORY RECEIPT COM 595635103 21,382.40 216,421 SHD SOLE 3 216,421 0 0 S&T BANCORPORATION INC. 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COM 785688102 1,674.83 68,500 SOLE 2 68,500 SABRE HOLDINGS CORPORATION COM 785905100 789.40 16,900 SHD SHD 1 16,900 0 0 SABRE HOLDINGS CORPORATION COM 785905100 347,118.40 7,431,351 SHD SOLE 3 7,230,401 0 177,820 SABRE HOLDINGS CORPORATION COM 785905100 28,415.20 608,332 SHD OTH 3 328,932 0 185,200 SAFECO CORPORATION COM 786429100 813.30 25,384 SHD SOLE 3 25,384 0 0 SAFECO CORPORATION COM 786429100 2,960.50 92,400 SHD OTH 3 100 0 52,000 SAFEGUARD SCIENTIFICS COM 786449108 90.30 30,000 SOLE 2 30,000 SAFEGUARD SCIENTIFICS COM 786449108 168.74 56,061 SOLE 2 56,061 SAFEGUARD SCIENTIFICS COM 786449108 487.90 162,100 SHD SOLE 3 162,100 0 0 SAFEGUARD SCIENTIFICS COM 786449108 70.10 23,300 SHD OTH 3 23,300 0 0 SAFEWAY INC COM 786514208 37,999.20 844,051 SHD SOLE 3 835,351 0 3,500 SAFEWAY INC COM 786514208 648.90 14,413 SHD OTH 3 14,413 0 0 SAFEWAY INC. COM 786514208 333,202.79 7,401,217 SOLE 2 7,401,217 SAFEWAY INC. COM 786514208 149,211.36 3,314,335 SOLE 2 3,314,335 SAFEWAY INC. COM 786514208 9,740.29 221,925 SHD SOLE 4 221,925 SAGA COMMUNICATION INC. CLASS A COM 786598102 15,062.40 597,714 SHD SOLE 3 597,714 0 0 SAKS INC. COM 79377W108 1,621.60 123,314 SHD SOLE 3 123,314 0 0 SALEM COMMUNICATIONS - CL A COM 794093104 14,630.00 617,300 SHD SOLE 3 617,300 0 0 SALOMON BROS 2008 WORLDWIDE COM 79548R103 117.88 11,500 SOLE 2 11,500 SALON MEDIA GROUP INC COM 79550B103 8.88 59,188 SOLE 2 59,188 SALTON INC COM 795757103 6,314.10 318,090 SHD SOLE 3 318,090 0 0 SALTON INC COM 795757103 64.60 3,254 SHD OTH 3 3,254 0 0 SAMSUNG ELECTRONICS CO - GDR COM 796050201 776.20 11,200 SHD SOLE 3 11,200 0 0 SAMSUNG ELECTRONICS-SPON GDR 144A COM 796050888 3,826.50 27,900 SHD SOLE 3 27,900 0 0 SAMSUNG ELECTRONICS-SPON GDR 144A COM 796050888 178.30 1,300 SHD OTH 3 1,300 0 0 SAN JUAN BASIN RLTY UBI COM 798241105 119.00 10,000 SOLE 2 10,000 SAN JUAN BASIN RLTY UBI COM 798241105 178.50 15,000 SOLE 2 15,000 SANCHEZ COMPUTER ASSOC COM 799702105 6.10 900 SHD SOLE 3 900 0 0 SANDERSON FARMS INC COM 800013104 67.50 2,500 SHD SOLE 3 2,500 0 0 SANDISK COM 80004C101 2.00 90 SHD SOLE 3 90 0 0 SANDISK CORPORATION COM 80004C101 477.40 22,000 SOLE 2 22,000 SANDISK CORPORATION COM 80004C101 1,311.55 60,440 SOLE 2 60,440 SANDY SPRING BANCORPORATION INC COM 800363103 136.30 4,200 SHD SOLE 3 4,200 0 0 SANGAMO BIOSCIENCES INC COM 800677106 92.40 10,000 SOLE 2 10,000 SANGSTAT MEDICAL CORPORATION COM 801003104 322.30 12,000 SHD SOLE 3 12,000 0 0 SANGSTAT MEDICAL CORPORATION COM 801003104 34.90 1,300 SHD OTH 3 1,300 0 0 SANMINA-SCI CORPORATION COM 800907107 388.87 33,095 SOLE 2 33,095 SANMINA-SCI CORPORATION COM 800907107 4,962.10 422,305 SHD SOLE 3 400,405 0 8,200 SANMINA-SCI CORPORATION COM 800907107 3,135.50 266,851 SHD OTH 3 151 0 0 SANTANDER BANCORPORATION COM 802809103 779.30 39,500 SHD SOLE 3 39,500 0 0 SAP AG - SPONS ADR COM 803054204 2,790.00 75,000 SHD OTH 3 0 0 500 SAP AKTIENGESELLSCHAFT COM 803054204 1,295.12 34,815 SOLE 2 34,815 SAP AKTIENGESELLSCHAFT COM 803054204 1,070.06 28,765 SOLE 2 28,765 SAPIENT CORPORATION COM 803062108 120.37 25,340 SOLE 2 25,340 SAPIENT CORPORATION COM 803062108 475.88 100,186 SOLE 2 100,186 SAPIENT CORPORATION COM 803062108 14,997.00 3,157,272 SHD SOLE 3 3,157,272 0 0 SARA LEE CORPORATION COM 803111103 8,886.55 428,061 SOLE 2 428,061 SARA LEE CORPORATION COM 803111103 1,081.66 52,103 SOLE 2 52,103 SARA LEE CORPORATION COM 803111103 992.30 47,800 SHD SHD 1 47,800 0 0 SARA LEE CORPORATION COM 803111103 112,233.10 5,406,218 SHD SOLE 3 5,379,618 0 26,600 SARA LEE CORPORATION COM 803111103 7,205.80 347,100 SHD OTH 3 80,300 0 0 SAUER-DANFOSS INC. COM 804137107 86.60 8,400 SHD SOLE 3 8,400 0 0 SBA COMMUNICATIONS CORPORATION COM 78388J106 55.93 17,000 SOLE 2 17,000 SBA COMMUNICATIONS CORPORATION COM 78388J106 2,989.60 908,700 SHD SOLE 3 908,700 0 0 SBC COMMUNICATIONS INC COM 78387G103 2,422.82 64,712 SOLE 2 64,712 SBC COMMUNICATIONS INC COM 78387G103 2,367.74 63,241 SOLE 2 63,241 SBC COMMUNICATIONS INC COM 78387G103 680.10 18,166 SHD SHD 1 18,166 0 0 SBC COMMUNICATIONS INC COM 78387G103 130,237.80 3,478,573 SHD SOLE 3 3,184,182 0 254,581 SBC COMMUNICATIONS INC COM 78387G103 36,517.40 975,357 SHD OTH 3 187,257 0 0 SBERBANK RF COM X76318108 1,156.00 8,500 SHD SOLE 3 8,500 0 0 SBS BROADCASTING COM L8137F102 16.50 1,048 SHD SOLE 3 1,048 0 0 SBS BROADCASTING S.A. COM L8137F102 230.56 12,167 SOLE 2 12,167 SBS TECHNOLOGIES INC COM 78387P103 850.50 66,550 SHD SOLE 3 66,550 0 0 SBS TECHNOLOGIES INC COM 78387P103 28.80 2,250 SHD OTH 3 2,250 0 0 SCANSOURCE INC COM 806037107 562.70 9,361 SHD SOLE 3 9,361 0 0 SCENIX SERIES VC INVESTMENT COM USVC07930 3,037.10 1,040,931 SHD SOLE 3 1,040,931 0 0 SCHERING-PLOUGH CORPORATION COM 806605101 7,597.76 242,740 SOLE 2 242,740 SCHERING-PLOUGH CORPORATION COM 806605101 7,699.21 245,981 SOLE 2 245,981 SCHERING-PLOUGH CORPORATION COM 806605101 142,333.90 4,547,408 SHD SOLE 3 4,349,129 0 189,525 SCHERING-PLOUGH CORPORATION COM 806605101 15,187.70 485,230 SHD OTH 3 93,904 0 87,200 SCHLUMBERGER LTD COM 806857108 3,238.63 55,060 SOLE 2 55,060 SCHLUMBERGER LTD COM 806857108 12,569.89 213,701 SOLE 2 213,701 SCHLUMBERGER LTD. COM 806857108 44,700.30 759,950 SHD SOLE 3 741,500 0 10,750 SCHLUMBERGER LTD. COM 806857108 2,275.20 38,681 SHD OTH 3 34,281 0 0 SCHNITZER STEEL INDUSTRIES, INC COM 806882106 2,149.50 126,444 SHD SOLE 3 126,444 0 0 SCHNITZER STEEL INDUSTRIES, INC COM 806882106 23.40 1,378 SHD OTH 3 1,378 0 0 SCHOLASTIC CORPORATION COM 807066105 10,792.37 199,158 SOLE 2 199,158 SCHOLASTIC CORPORATION COM 807066105 27.10 500 SHD SOLE 3 500 0 0 SCHOLASTIC CORPORATION COM 807066105 1,690.70 31,200 SHD OTH 3 0 0 31,200 SCHOOL SPECIALTY INC. COM 807863105 6,180.30 231,300 SHD SOLE 3 231,300 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,923.40 77,400 SHD SOLE 3 77,400 0 0 SCIENT INC. COM 808649107 13.50 112,814 SHD SOLE 3 112,814 0 0 SCIENTIFIC-ATLANTA INC. COM 808655104 312.57 13,531 SOLE 2 13,531 SCIENTIFIC-ATLANTA INC. COM 808655104 3,610.50 156,300 SHD SOLE 3 145,600 0 10,700 SCIENTIFIC-ATLANTA INC. COM 808655104 106.50 4,610 SHD OTH 3 4,610 0 0 SCIOS INC COM 808905103 289.30 10,000 SOLE 2 10,000 SCIOS NOVA INC COM 808905103 2.90 100 SHD SOLE 3 100 0 0 SCP POOL CORPORATION COM 784028102 4,289.20 136,600 SHD SOLE 3 136,600 0 0 SCP POOL CORPORATION COM 784028102 1,389.50 44,250 SHD OTH 3 3,600 0 40,650 SCPIE HOLDINGS INC COM 78402P104 285.30 16,800 SHD SOLE 3 16,800 0 0 SCREAMING MEDIA COM INC COM 810883108 272.33 124,921 SOLE 2 124,921 SEABORD CORPORATION MASS. COM 811543107 415.80 1,386 SHD SOLE 3 1,386 0 0 SEABORD CORPORATION MASS. COM 811543107 15.00 50 SHD OTH 3 50 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 36.50 2,400 SHD SOLE 3 2,400 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 3.60 240 SHD OTH 3 240 0 0 SEACOAST BKG CORPORATION FLA (CLASS A) COM 811707108 47.30 1,000 SHD SOLE 3 1,000 0 0 SEACOAST FINANCIAL SERVICES COM 81170Q106 5,536.30 281,174 SHD SOLE 3 281,174 0 0 SEACOAST FINANCIAL SERVICES COM 81170Q106 59.50 3,020 SHD OTH 3 3,020 0 0 SEACOR HOLDINGS INC COM 811904101 91.70 1,872 SHD SOLE 3 1,872 0 0 SEACOR HOLDINGS INC COM 811904101 9.80 200 SHD OTH 3 200 0 0 SEALED AIR CORPORATION COM 81211K100 1,884.80 40,034 SHD SOLE 3 33,134 0 6,900 SEALED AIR CORPORATION COM 81211K100 35.80 760 SHD OTH 3 760 0 0 SEALED AIR SER A PFD COM 81211K209 1,477.80 32,232 SHD SOLE 3 32,232 0 0 SEARS ROEBUCK & CO COM 812387108 984.40 19,200 SHD SHD 1 19,200 0 0 SEARS ROEBUCK & CO COM 812387108 58,953.20 1,149,858 SHD SOLE 3 1,114,108 0 29,050 SEARS ROEBUCK & CO COM 812387108 13,902.20 271,156 SHD OTH 3 39,756 0 0 SECOM LTD ADR COM 813113206 1,164.20 13,000 SHD OTH 3 0 0 0 SECURE COMPUTING CORPORATION COM 813705100 2,103.20 107,250 SHD SOLE 3 107,250 0 0 SECURE COMPUTING CORPORATION COM 813705100 810.90 41,350 SHD OTH 3 3,550 0 37,800 SECURITY CAPITAL GROUP B COM 81413P204 2,004.50 78,700 SHD SOLE 3 78,700 0 0 SECURITY CAPITAL GROUP B COM 81413P204 262.30 10,300 SHD OTH 3 10,300 0 0 SEEBEYOND TECHNOLOGIES CORPORATION COM 815704101 1,447.60 189,230 SHD SOLE 3 189,230 0 0 SEEBEYOND TECHNOLOGIES CORPORATION COM 815704101 29.10 3,800 SHD OTH 3 3,800 0 0 SEGUE SOFTWARE, INC. COM 815807102 71.00 25,000 SOLE 2 25,000 SEI CORPORATION COM 784117103 363.90 8,500 SHD SHD 1 8,500 0 0 SEI CORPORATION COM 784117103 35,274.50 823,977 SHD SOLE 3 684,177 0 137,900 SEI CORPORATION COM 784117103 5,556.70 129,800 SHD OTH 3 14,900 0 0 SEITEL INC COM 816074306 137.25 15,000 SOLE 2 15,000 SEITEL INC COM 816074306 128.10 14,000 SOLE 2 14,000 SEITEL INC COM 816074306 840.90 91,900 SHD SOLE 3 91,900 0 0 SELECT MEDICAL CORPORATION COM 816196109 4,734.49 295,721 SOLE 2 295,721 SELECTIVE INSURANCE GROUP INC COM 816300107 32.00 1,200 SHD SOLE 3 1,200 0 0 SEMPRA ENERGY COM 816851109 1,863.62 74,100 SOLE 2 74,100 SEMPRA ENERGY COM 816851109 44,666.00 1,775,983 SHD SOLE 3 1,775,983 0 0 SEMPRA ENERGY COM 816851109 2,351.50 93,498 SHD OTH 3 6,198 0 0 SEMTECH CORPORATION COM 816850101 3,728.80 102,160 SHD SOLE 3 100,260 0 800 SEMTECH CORPORATION COM 816850101 1,091.30 29,900 SHD OTH 3 2,600 0 0 SENIOR HOUSING PROPERTIES COM 81721M109 3,132.00 217,498 SHD SOLE 3 217,498 0 0 SENIOR HOUSING PROPERTIES COM 81721M109 132.50 9,200 SHD OTH 3 9,200 0 0 SEPRACOR INC COM 817315104 240.56 12,400 SOLE 2 12,400 SEPRACOR INC COM 817315104 12.00 620 SHD SOLE 3 620 0 0 SEPRACOR INC COM 817315104 4.80 250 SHD OTH 3 250 0 0 SEQUA CORPORATION CLASS A COM 817320104 327.80 6,279 SHD SOLE 3 6,279 0 0 SEQUA CORPORATION CLASS A COM 817320104 2.10 40 SHD OTH 3 40 0 0 SERENA SOFTWARE INC COM 817492101 683.70 35,061 SHD SOLE 3 35,061 0 0 SERENA SOFTWARE INC COM 817492101 331.10 16,980 SHD OTH 3 1,880 0 15,100 SEROLOGICALS CORPORATION COM 817523103 998.20 63,700 SHD SOLE 3 63,700 0 0 SEROLOGICALS CORPORATION COM 817523103 43.90 2,800 SHD OTH 3 2,800 0 0 SERVICE CORPORATION INTERNATIONAL COM 817565104 2,379.10 448,886 SHD SOLE 3 443,786 0 0 SERVICE CORPORATION INTERNATIONAL COM 817565104 685.30 129,300 SHD OTH 3 8,200 0 112,800 SERVICE MASTER COMPANY COM 81760N109 1,675.10 121,828 SHD SOLE 3 121,828 0 0 SERVICEMASTER COMPANY COM 81760N109 687.50 50,000 SOLE 2 50,000 SHARP CORPORATION ADR COM 819882200 1,572.30 11,800 SHD OTH 3 0 0 0 SHAW GROUP INC COM 820280105 1.40 50 SHD SOLE 3 50 0 0 SHEFFIELD PHARMACEUTICALS INC COM 82123D309 20.80 10,000 SOLE 2 10,000 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 6,232.70 140,756 SHD SOLE 3 98,186 0 39,470 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 2,528.30 57,098 SHD OTH 3 57,098 0 0 SHERWIN-WILLIAMS CO COM 824348106 282.00 9,900 SHD SHD 1 9,900 0 0 SHERWIN-WILLIAMS CO COM 824348106 28,574.00 1,003,300 SHD SOLE 3 955,100 0 37,100 SHERWIN-WILLIAMS CO COM 824348106 6,967.40 244,643 SHD OTH 3 13,300 0 23,200 SHINHAN FINANCIAL GROUP - 144A GDR COM 824596209 245.20 9,432 SHD OTH 3 9,432 0 0 SHIRE PHARMACEUTICALS GROUP COM 82481R106 356.08 15,171 SOLE 2 15,171 SHOE CARNIVAL INC COM 824889109 172.10 10,500 SOLE 2 10,500 SHOPKO STORES INC COM 824911101 20,907.70 1,155,121 SHD SOLE 3 1,155,121 0 0 SHOPKO STORES INC COM 824911101 363.30 20,072 SHD OTH 3 20,072 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 522.10 15,400 SHD SOLE 3 15,400 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 542.40 16,000 SHD OTH 3 1,000 0 15,000 SICOR INC COM 825846108 6,020.70 352,500 SHD SOLE 3 350,500 0 1,000 SICOR INC COM 825846108 75.20 4,400 SHD OTH 3 4,400 0 0 SIEBEL SYSTEMS INC COM 826170102 11,217.51 343,990 SOLE 2 343,990 SIEBEL SYSTEMS INC COM 826170102 20,190.64 619,155 SOLE 2 619,155 SIEBEL SYSTEMS INC PUT 826170102 122.50 100,000 PUT SOLE 2 100,000 SIEBEL SYSTEMS INC COM 826170102 1,118.37 40,550 SHD SOLE 4 40,550 SIEBEL SYSTEMS INC. COM 826170102 84,525.30 2,592,004 SHD SOLE 3 2,533,504 0 49,200 SIEBEL SYSTEMS INC. COM 826170102 15,282.00 468,630 SHD OTH 3 166,230 0 38,200 SIERRA PACIFIC RES COM 826428104 13,253.60 878,302 SHD SOLE 3 878,302 0 0 SIERRA PACIFIC RES COM 826428104 133.40 8,839 SHD OTH 3 8,839 0 0 SIGMA ALDRICH CORPORATION COM 826552101 338.11 7,200 SOLE 2 7,200 SIGMA ALDRICH CORPORATION COM 826552101 18,578.20 395,618 SHD SOLE 3 374,318 0 20,700 SIGMA ALDRICH CORPORATION COM 826552101 9,103.20 193,850 SHD OTH 3 3,950 0 0 SILGAN HOLDINGS INC COM 827048109 394.50 11,800 SHD SOLE 3 11,800 0 0 SILICON GRAPHICS INC COM 827056102 57.80 13,600 SOLE 2 13,600 SILICON GRAPHICS INC COM 827056102 394.83 92,900 SOLE 2 92,900 SILICON GRAPHICS INC COM 827056102 19.60 4,612 SHD SOLE 3 4,612 0 0 SILICON IMAGE INC COM 82705T102 152.52 17,860 SOLE 2 17,860 SILICON IMAGE INC COM 82705T102 172.50 20,200 SHD SOLE 3 20,200 0 0 SILICON LABORATORIES COM 826919102 1,367.30 38,700 SHD SOLE 3 38,700 0 0 SILICON LABORATORIES COM 826919102 74.20 2,100 SHD OTH 3 2,100 0 0 SILICON LABORATORIES INC COM 826919102 8,832.50 250,000 SOLE 2 250,000 SILICON STORAGE TECHNOLOGY COM 827057100 11.60 1,100 SHD SOLE 3 1,100 0 0 SILICON VALLEY BANCSHARES COM 827064106 15,300.00 505,786 SHD SOLE 3 505,786 0 0 SILICON VALLEY BANCSHARES COM 827064106 203.50 6,728 SHD OTH 3 6,728 0 0 SILICONWARE PRECISION ADR COM 827084864 0.00 1 SHD OTH 3 0 0 0 SIMON PROPERTY GROUP INC COM 828806109 293.67 9,000 SOLE 2 9,000 SIMON PROPERTY GROUP INC PFD 828806406 1,548.31 17,500 SOLE 2 17,500 SIMON PROPERTY GROUP INC COM 828806109 368.72 11,300 SOLE 2 11,300 SIMON PROPERTY GROUP INC COM 828806109 18,585.40 569,581 SHD SOLE 3 569,581 0 0 SIMON PROPERTY GROUP INC COM 828806109 490.80 15,042 SHD OTH 3 15,042 0 0 SIMON WORLDWIDE INC COM 828815100 2.75 17,200 SOLE 2 17,200 SIMPSON MANUFACTURING CO INC COM 829073105 658.30 10,766 SHD SOLE 3 10,766 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 605.40 9,900 SHD OTH 3 400 0 9,500 SINCLAIR BROADCAST GROUP INC COM 829226109 968.80 71,500 SHD SOLE 3 71,500 0 0 SINCLAIR BROADCAST GROUP INC COM 829226109 112.50 8,300 SHD OTH 3 8,300 0 0 SINOPEC SHANGHAI PETROCHEMICAL COM 82935M109 145.97 11,000 SOLE 2 11,000 SIPEX CORPORATION COM 829909100 23.30 2,100 SHD SOLE 3 2,100 0 0 SIRIUS SATELLITE RADIO COM 82966U103 1,107.60 208,200 SHD SOLE 3 208,200 0 0 SIX FLAGS INC COM 83001P109 1,900.30 106,400 SHD SOLE 3 103,000 0 3,400 SIX FLAGS INC COM 83001P109 51.80 2,900 SHD OTH 3 2,900 0 0 SJW CORPORATION COM 784305104 73.10 900 SHD SOLE 3 900 0 0 SJW CORPORATION COM 784305104 34.10 420 SHD OTH 3 420 0 0 SK TELECOM CO LTD ADR COM 78440P108 816.72 33,200 SOLE 2 33,200 SK TELECOM CO LTD ADR COM 78440P108 344.40 14,000 SHD SOLE 3 0 0 0 SK TELECOM CO LTD ADR COM 78440P108 762.60 31,000 SHD OTH 3 11,000 0 0 SKECHERS USA INC CLASS A COM 830566105 310.10 16,400 SHD SOLE 3 16,400 0 0 SKILLSOFT CORPORATION COM 83066P101 50.70 2,200 SHD SOLE 3 2,200 0 0 SKY FINANCIAL GROUP INC COM 83080P103 13,246.50 595,082 SHD SOLE 3 595,082 0 0 SKY FINANCIAL GROUP INC COM 83080P103 137.90 6,195 SHD OTH 3 6,195 0 0 SKYLINE CORPORATION COM 830830105 9.30 300 SHD SOLE 3 300 0 0 SKYLINE CORPORATION COM 830830105 2.80 90 SHD OTH 3 90 0 0 SKYWEST, INC COM 830879102 675.60 27,100 SHD SOLE 3 27,100 0 0 SL GREEN REALTY COM 78440X101 4,722.50 140,550 SHD SOLE 3 140,550 0 0 SL GREEN REALTY COM 78440X101 542.60 16,150 SHD OTH 3 5,850 0 10,300 SMARTFORCE PLC ADRS COM 83170A206 1,411.74 198,000 SHD SOLE 4 198,000 SMITH INTERNATIONAL (CA) COM 832110100 12,489.00 184,340 SHD SOLE 3 184,340 0 0 SMITH INTERNATIONAL (CA) COM 832110100 151.80 2,240 SHD OTH 3 2,240 0 0 SMITH INTERNATIONAL INC COM 832110100 1,693.75 25,000 SOLE 2 25,000 SMITHFIELD FOODS INC. COM 832248108 11,120.30 426,064 SHD SOLE 3 408,864 0 12,900 SMITHFIELD FOODS INC. COM 832248108 2,201.80 84,360 SHD OTH 3 35,960 0 43,800 SMURFIT-STONE CONTAINER COM 832727101 284.50 16,600 SHD SOLE 3 16,600 0 0 SMURFIT-STONE CONTAINER COM 832727101 34.40 2,009 SHD OTH 3 0 0 0 SNAP-ON INC COM 833034101 296.20 8,700 SHD SOLE 3 8,700 0 0 SNAP-ON INC COM 833034101 3.40 100 SHD OTH 3 100 0 0 SOLA INTERNATIONAL INC COM 834092108 588.80 40,000 SOLE 2 40,000 SOLA INTERNATIONAL INC COM 834092108 58.90 4,000 SHD SOLE 3 4,000 0 0 SOLECTRON CORPORATION COM 834182107 100.74 12,916 SOLE 2 12,916 SOLECTRON CORPORATION COM 834182107 440.90 56,525 SOLE 2 56,525 SOLECTRON CORPORATION COM 834992109 389.25 48,656 SHD SOLE 4 48,656 SOLECTRON CORPORATION COM 834182107 19,487.50 2,498,393 SHD SOLE 3 2,472,110 0 26,283 SOLECTRON CORPORATION COM 834182107 2,502.60 320,840 SHD OTH 3 440 0 0 SOLUTIA INC COM 834376105 90.83 10,440 SOLE 2 10,440 SOLUTIA INC COM 834376105 58.30 6,700 SHD SOLE 3 6,700 0 0 SOMERA COMMUNICATIONS COM 834458101 66.60 9,100 SHD SOLE 3 9,100 0 0 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 7,641.90 254,900 SHD SOLE 3 254,900 0 0 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 3,285.80 109,600 SHD OTH 3 8,100 0 101,500 SONIC WALL INC. COM 835470105 1,303.20 99,937 SHD SOLE 3 99,937 0 0 SONIC WALL INC. COM 835470105 90.00 6,900 SHD OTH 3 6,900 0 0 SONICBLUE, INC. COM 83546Q109 1,163.70 461,800 SHD SOLE 3 461,800 0 0 SONOCO PRODUCTS CO COM 835495102 18,166.70 634,976 SHD SOLE 3 634,976 0 0 SONOCO PRODUCTS CO COM 835495102 143.50 5,017 SHD OTH 3 5,017 0 0 SONUS NETWORKS INC COM 835916107 115.48 44,077 SOLE 2 44,077 SONUS NETWORKS INC COM 835916107 305.19 116,484 SOLE 2 116,484 SONUS NETWORKS INC COM 835916107 417.00 150,000 SHD SOLE 4 150,000 SONUS NETWORKS INC COM 835916107 600.10 229,040 SHD SOLE 3 229,040 0 0 SONY CORPORATION COM 835699307 1,922.21 37,180 SOLE 2 37,180 SORRENTO NETWORKS CORPORATION COM 83586Q100 8.40 3,300 SHD SOLE 3 3,300 0 0 SOUNDVIEW TECHNOLOGY GROUP INC COM 83611Q109 68.03 30,100 SOLE 2 30,100 SOURCECORPORATION COM 836167106 13,074.50 443,352 SHD SOLE 3 443,352 0 0 SOUTH FINANCIAL GROUP COM 837841105 575.90 28,300 SHD SOLE 3 28,300 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 477.70 15,140 SHD SOLE 3 15,140 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 2.70 85 SHD OTH 3 85 0 0 SOUTHERN UNION CO (NEW) COM 844030106 334.91 18,281 SOLE 2 18,281 SOUTHERN UNION CO (NEW) COM 844030106 657.70 35,898 SHD SOLE 3 35,898 0 0 SOUTHTRUST CORPORATION COM 844730101 298.32 11,300 SOLE 2 11,300 SOUTHTRUST CORPORATION COM 844730101 18,963.80 718,324 SHD SOLE 3 700,124 0 18,200 SOUTHTRUST CORPORATION COM 844730101 3,945.10 149,436 SHD OTH 3 21,728 0 0 SOUTHWEST AIRLINES CO COM 844741108 1,059.28 54,743 SOLE 2 54,743 SOUTHWEST AIRLINES CO COM 844741108 36,984.00 1,911,316 SHD SOLE 3 1,670,816 0 221,300 SOUTHWEST AIRLINES CO COM 844741108 606.70 31,352 SHD OTH 3 31,352 0 0 SOUTHWEST BANCORPORATION OF TEXAS COM 84476R109 646.80 19,400 SOLE 2 19,400 SOUTHWEST BANCORPORATION OF TEXAS COM 84476R109 1,015.70 30,464 SHD SOLE 3 30,464 0 0 SOUTHWEST GAS CORPORATION COM 844895102 700.00 28,000 SHD SOLE 3 28,000 0 0 SOUTHWEST GAS CORPORATION COM 844895102 757.50 30,300 SHD OTH 3 0 0 30,300 SOUTHWESTERN ENERGY CO. COM 845467109 299.40 23,800 SHD SOLE 3 23,800 0 0 SOVEREIGN BANCORPORATION INC COM 845905108 10,893.90 775,368 SHD SOLE 3 775,368 0 0 SOVEREIGN BANCORPORATION INC COM 845905108 659.60 46,950 SHD OTH 3 5,550 0 41,400 SOVRAN SELF STORAGE COM 84610H108 257.70 8,200 SHD SOLE 3 8,200 0 0 SPANISH BROADCASTING SYSTEM COM 846425882 13.60 1,000 SHD SOLE 3 1,000 0 0 SPARTAN STORES INC COM 846822104 212.10 28,200 SHD SOLE 3 28,200 0 0 SPARTECH CORPORATION (NEW) COM 847220209 199.30 8,100 SHD SOLE 3 8,100 0 0 SPECTRALINK CORPORATION COM 847580107 41.10 4,100 SHD SOLE 3 4,100 0 0 SPECTRANETICS CORPORATION COM 84760C107 190.00 50,000 SOLE 2 50,000 SPECTRASITE HOLDINGS INC COM 84760T100 281.38 262,972 SOLE 2 262,972 SPECTRASITE HOLDINGS INC COM 84760T100 1,117.40 1,044,300 SHD SOLE 3 1,044,300 0 0 SPECTRIAN CORPORATION COM 847608106 7.20 500 SHD SOLE 3 500 0 0 SPHERION CORPORATION COM 848420105 1,777.40 160,850 SHD SOLE 3 160,850 0 0 SPHERION CORPORATION COM 848420105 1,077.90 97,550 SHD OTH 3 7,650 0 89,900 SPIEGEL INC CLASS A NON VTG COM 848457107 250.50 182,850 SHD SOLE 3 182,850 0 0 SPIEGEL INC CLASS A NON VTG COM 848457107 12.50 9,150 SHD OTH 3 9,150 0 0 SPINNAKER EXPLORATION COMPANY COM 84855W109 1,132.90 27,200 SHD SOLE 3 27,200 0 0 SPINNAKER EXPLORATION COMPANY COM 84855W109 233.24 5,600 SOLE 2 5,600 SPINNAKER EXPLORATION COMPANY COM 84855W109 2,432.36 58,400 SOLE 2 58,400 SPRINT CORPORATION COM 852061100 473.99 31,000 SOLE 2 31,000 SPRINT CORPORATION COM 852061100 13,967.00 913,472 SHD SOLE 3 815,039 0 91,853 SPRINT CORPORATION COM 852061100 240.50 15,731 SHD OTH 3 15,731 0 0 SPRINT CORPORATION (PCS GRP) COM 852061506 405.27 39,385 SOLE 2 39,385 SPRINT CORPORATION PCS GROUP COM 852061506 98,514.90 9,573,846 SHD SOLE 3 9,290,506 0 241,940 SPRINT CORPORATION PCS GROUP COM 852061506 8,761.80 851,491 SHD OTH 3 622,182 0 194,400 SPS TECHNOLOGIES INC COM 784626103 746.10 17,610 SHD SOLE 3 17,610 0 0 SPX CORPORATION COM 784635104 84.90 600 SHD SHD 1 600 0 0 SPX CORPORATION COM 784635104 25,572.70 180,624 SHD SOLE 3 177,624 0 1,700 SPX CORPORATION COM 784635104 921.70 6,510 SHD OTH 3 5,110 0 0 ST JUDE MEDICAL INC COM 790849103 294.56 3,818 SOLE 2 3,818 ST JUDE MEDICAL INC COM 790849103 17,872.80 231,663 SHD SOLE 3 231,663 0 0 ST JUDE MEDICAL INC COM 790849103 194.40 2,520 SHD OTH 3 2,520 0 0 ST. JOE COMPANY COM 790148100 210.00 7,000 SOLE 2 7,000 ST. JOE COMPANY COM 790148100 294.00 9,800 SHD SOLE 3 9,800 0 0 ST. JOE COMPANY COM 790148100 96.00 3,200 SHD OTH 3 3,200 0 0 ST. MARY LAND & EXPL CO. COM 792228108 1,541.41 71,000 SOLE 2 71,000 ST. MARY LAND & EXPL CO. COM 792228108 662.20 30,500 SHD SOLE 3 30,500 0 0 ST.PAUL COMPANIES INC COM 792860108 10,211.00 222,705 SHD SOLE 3 222,705 0 0 ST.PAUL COMPANIES INC COM 792860108 152.70 3,331 SHD OTH 3 3,331 0 0 STAFF LEASING INC COM 852381102 146.95 49,815 SOLE 2 49,815 STAFF LEASING INC COM 852381102 697.70 236,507 SHD SOLE 3 236,507 0 0 STAGE STORES INC COM 85254C305 53.20 2,000 SHD SOLE 3 2,000 0 0 STAMPS.COM INC COM 852857101 96.60 21,600 SHD SOLE 3 21,600 0 0 STAMPS.COM INC COM 852857101 5.40 1,200 SHD OTH 3 1,200 0 0 STANCORPORATION FINANCIAL GROUP COM 852891100 3,608.60 65,610 SHD SOLE 3 65,610 0 0 STANCORPORATION FINANCIAL GROUP COM 852891100 52.20 950 SHD OTH 3 950 0 0 STANDARD & POORS 500 DEPOSITARY RECEIPTSCOM 78462F103 31,448.10 274,608 SHD SOLE 3 273,208 0 0 STANDARD & POORS 500 DEPOSITARY RECEIPTSCOM 78462F103 458.10 4,000 SHD OTH 3 4,000 0 0 STANDARD & POORS 500 DEPOSITARY RECEIPTSCOM 78462F103 10,951.52 97,200 SHD SOLE 4 97,200 STANDARD COMMERCIAL CORPORATION COM 853258101 32.70 1,700 SHD SOLE 3 1,700 0 0 STANDARD MICROSYSTEMS COM 853626109 1,156.90 50,300 SHD SOLE 3 50,300 0 0 STANDARD PACIFIC CORPORATION NEW COM 85375C101 9,679.00 344,450 SHD SOLE 3 344,450 0 0 STANDARD PACIFIC CORPORATION NEW COM 85375C101 101.80 3,624 SHD OTH 3 3,624 0 0 STANDARD REGISTER CO COM 853887107 1,311.80 46,650 SHD SOLE 3 46,650 0 0 STANDARD REGISTER CO COM 853887107 142.00 5,050 SHD OTH 3 5,050 0 0 STANDEX INTERNATL CORPORATION COM 854231107 5,046.80 206,668 SHD SOLE 3 206,668 0 0 STANDEX INTERNATL CORPORATION COM 854231107 56.20 2,300 SHD OTH 3 2,300 0 0 STANLEY WORKS COM 854616109 23,134.30 500,202 SHD SOLE 3 499,152 0 1,050 STANLEY WORKS COM 854616109 1,561.90 33,770 SHD OTH 3 7,470 0 26,300 STAPLES, INC. COM 855030102 284.57 14,250 SOLE 2 14,250 STAPLES, INC. COM 855030102 439.04 21,985 SOLE 2 21,985 STAPLES, INC. COM 855030102 8,467.30 424,000 SHD SOLE 3 415,400 0 7,200 STAPLES, INC. COM 855030102 1,164.30 58,300 SHD OTH 3 0 0 0 STARBUCKS CORPORATION COM 855244109 624.51 27,000 SOLE 2 27,000 STARBUCKS CORPORATION COM 855244109 3,701.45 160,028 SOLE 2 160,028 STARBUCKS CORPORATION COM 855244109 6,628.50 286,578 SHD SOLE 3 286,578 0 0 STARMEDIA NETWORK INC COM 855546107 2.60 65,844 SHD SOLE 3 65,844 0 0 STARTEK INC COM 85569C107 57.90 2,500 SHD SOLE 3 2,500 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 7,816.41 207,828 SOLE 2 207,828 STARWOOD HOTELS & RESORTS COM 85590A203 200,775.00 5,338,340 SHD SOLE 3 5,216,470 0 104,770 STARWOOD HOTELS & RESORTS COM 85590A203 14,117.10 375,355 SHD OTH 3 246,955 0 114,100 STATE AUTO FINANCIAL CORPORATION COM 855707105 20.40 1,400 SHD SOLE 3 1,400 0 0 STATE STREET CORPORATION COM 857477103 292,565.90 5,282,881 SHD SOLE 3 5,121,471 0 137,110 STATE STREET CORPORATION COM 857477103 25,507.50 460,591 SHD OTH 3 229,387 0 180,700 STATE STREET CORPORATION (NEW) COM 857477103 1,392.81 25,150 SOLE 2 25,150 STATE STREET CORPORATION (NEW) COM 857477103 931.49 16,820 SOLE 2 16,820 STATEN ISLAND BANCORPORATION INC COM 857550107 2,822.10 143,400 SHD SOLE 3 143,400 0 0 STATEN ISLAND BANCORPORATION INC COM 857550107 74.80 3,800 SHD OTH 3 3,800 0 0 STATION CASINOS INC COM 857689103 16,974.80 1,019,509 SHD SOLE 3 1,019,509 0 0 STATION CASINOS INC COM 857689103 81.80 4,911 SHD OTH 3 4,911 0 0 STEEL DYNAMICS INC COM 858119100 1,102.87 67,207 SOLE 2 67,207 STEELCASE INC CLASS A COM 858155203 7,867.50 469,702 SHD SOLE 3 469,702 0 0 STEELCASE INC CLASS A COM 858155203 2,125.60 126,900 SHD OTH 3 100 0 126,800 STEIN MART INC COM 858375108 68.10 6,800 SHD SOLE 3 6,800 0 0 STELLENT, INC. COM 85856W105 1,491.90 154,920 SHD SOLE 3 154,920 0 0 STEMCELLS INC COM 85857R105 237.50 111,504 SOLE 2 111,504 STERICYCLE INC COM 858912108 600.60 9,600 SHD SOLE 3 9,600 0 0 STERIS CORPORATION COM 859152100 1,362.90 65,337 SHD SOLE 3 63,937 0 1,400 STERIS CORPORATION COM 859152100 436.00 20,900 SHD OTH 3 2,500 0 18,400 STERLING BANCORPORATION COM 859158107 19.10 600 SHD SOLE 3 600 0 0 STERLING BANCSHARES INC COM 858907108 809.00 60,600 SHD SOLE 3 60,600 0 0 STERLING BANCSHARES INC COM 858907108 38.00 2,850 SHD OTH 3 2,850 0 0 STEWART & STEVENSON SVCS COM 860342104 1,141.70 59,005 SHD SOLE 3 59,005 0 0 STEWART & STEVENSON SVCS COM 860342104 449.90 23,250 SHD OTH 3 2,850 0 20,400 STEWART ENTERPRISES INC COM 860370105 1,388.26 232,500 SOLE 2 232,500 STEWART ENTERPRISES INC COM 860370105 250.85 42,012 SOLE 2 42,012 STEWART ENTERPRISES INC COM 860370105 5,812.80 973,500 SHD SOLE 3 973,500 0 0 STEWART INFORMATION SVCS CORPORATION COM 860372101 1,431.00 71,550 SHD SOLE 3 71,550 0 0 STEWART INFORMATION SVCS CORPORATION COM 860372101 105.00 5,250 SHD OTH 3 5,250 0 0 STILLWATER MINING COMPANY COM 86074Q102 3.80 200 SHD SOLE 3 200 0 0 STILLWELL FINANCIAL INC COM 860831106 2,148.90 87,744 SHD SOLE 3 87,744 0 0 STILLWELL FINANCIAL INC COM 860831106 9.80 400 SHD OTH 3 400 0 0 STILWELL FINL INC COM 860831106 3,918.40 160,000 SOLE 2 160,000 STIRLING COOKE BROWN HOLDINGS COM G84951105 1,135.73 1,892,887 SOLE 2 1,892,887 STMICROELECTRONICS ADR COM 861012102 2.40 70 SHD OTH 3 70 0 0 STND MOTOR PROD INC CLASS A COM 853666105 199.07 13,635 SOLE 2 13,635 STONE CONTAINER CORPORATION COM 832727101 171.40 10,000 SOLE 2 10,000 STONE ENERGY CORPORATION COM 861642106 45.00 1,160 SHD SOLE 3 1,160 0 0 STONERIDGE INC. COM 86183P102 113.30 11,500 SHD SOLE 3 11,500 0 0 STORAGE TECHNOLOGY CORPORATION COM 862111200 493.10 23,000 SHD SHD 1 23,000 0 0 STORAGE TECHNOLOGY CORPORATION COM 862111200 15,810.10 737,412 SHD SOLE 3 730,712 0 3,600 STORAGE TECHNOLOGY CORPORATION COM 862111200 5,548.20 258,780 SHD OTH 3 29,780 0 64,200 STORAGE USA INC COM 861907103 438.70 10,300 SHD SOLE 3 10,300 0 0 STORAGE USA INC COM 861907103 23.90 560 SHD OTH 3 560 0 0 STORAGENETWORKS INC. COM 86211E103 99.04 28,379 SOLE 2 28,379 STORAGENETWORKS INC. COM 86211E103 794.72 227,713 SOLE 2 227,713 STRUM RUGER & CO INC COM 864159108 28.40 2,200 SHD SOLE 3 2,200 0 0 STRYKER CORPORATION COM 863667101 754.13 12,500 SOLE 2 12,500 STRYKER CORPORATION COM 863667101 34,598.60 573,489 SHD SOLE 3 456,489 0 113,300 STRYKER CORPORATION COM 863667101 7,022.40 116,400 SHD OTH 3 6,800 0 0 STUDENT LOAN CORPORATION COM 863902102 212.00 2,314 SHD SOLE 3 2,314 0 0 STUDENT LOAN CORPORATION COM 863902102 5.50 60 SHD OTH 3 60 0 0 SUBURBAN PROPANE PARTNERS, LP COM 864482104 45,725.16 1,745,235 SOLE 2 1,745,235 SUBURBAN PROPANE PARTNERS, LP COM 864482104 10,873.92 415,035 SOLE 2 415,035 SUMMIT PROPERTIES INC COM 866239106 286.65 11,700 SOLE 2 11,700 SUMMIT PROPERTIES INC COM 866239106 10,263.30 418,911 SHD SOLE 3 418,911 0 0 SUMMIT PROPERTIES INC COM 866239106 129.40 5,283 SHD OTH 3 5,283 0 0 SUN COMMUNITIES INC COM 866674104 4,381.90 111,500 SHD SOLE 3 111,500 0 0 SUN COMMUNITIES INC COM 866674104 125.80 3,200 SHD OTH 3 3,200 0 0 SUN INTL HOTELS LTD (ORD) COM P8797T133 272.10 10,000 SOLE 2 10,000 SUN INTL HOTELS LTD (ORD) COM P8797T133 364.64 13,401 SOLE 2 13,401 SUN LIFE FINL SVCS CDA INC COM 866796105 563.40 25,999 SOLE 2 25,999 SUN LIFE FINL SVCS CDA INC COM 866796105 882.29 40,715 SOLE 2 40,715 SUN MICROSYSTEMS INC COM 866810104 67,712.70 7,677,174 SHD SOLE 3 7,600,374 0 64,800 SUN MICROSYSTEMS INC COM 866810104 375.40 42,565 SHD OTH 3 42,565 0 0 SUN MICROSYSTEMS INC COM 866810104 26,925.66 3,052,796 SOLE 2 3,052,796 SUN MICROSYSTEMS INC CLL 866810104 6.50 20,000 CLL SOLE 2 20,000 SUN MICROSYSTEMS INC COM 866810104 28,917.05 3,278,577 SOLE 2 3,278,577 SUN MICROSYSTEMS INC CLL 866810104 31.00 40,000 CLL SOLE 2 40,000 SUN MICROSYSTEMS INC COM 866810104 1,046.24 113,846 SHD SOLE 4 113,846 SUNBEAM CORPORATION COM 867071102 4.40 73,885 SHD SOLE 3 73,885 0 0 SUNGARD DATA SYSTEMS INC COM 867363103 45,672.70 1,385,281 SHD SOLE 3 1,373,631 0 11,650 SUNGARD DATA SYSTEMS INC COM 867363103 1,207.70 36,630 SHD OTH 3 8,130 0 28,500 SUNGARD DATA SYSTEMS, INC COM 867363103 11,104.76 336,814 SOLE 2 336,814 SUNOCO INC. COM 86764P109 12,361.20 308,954 SHD SOLE 3 306,354 0 2,600 SUNOCO INC. COM 86764P109 4,900.00 122,470 SHD OTH 3 1,570 0 19,600 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 9.20 1,191 SHD SOLE 3 1,191 0 0 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 2.30 297 SHD OTH 3 0 0 0 SUNRISE ASSISTED LIVING INC COM 86768K106 54.50 2,000 SHD SOLE 3 2,000 0 0 SUNTERRA CORPORATION COM 86787D109 121.30 722,000 SHD SOLE 3 722,000 0 0 SUNTRUST BANKS INC COM 867914103 396.11 5,936 SOLE 2 5,936 SUNTRUST BANKS INC COM 867914103 4,731.02 70,898 SOLE 2 70,898 SUNTRUST BANKS INC PUT 867914103 51.88 25,000 PUT SOLE 2 25,000 SUNTRUST BANKS INC COM 867914103 2,462.30 36,900 SHD SHD 1 36,900 0 0 SUNTRUST BANKS INC COM 867914103 87,919.60 1,317,543 SHD SOLE 3 1,292,843 0 18,500 SUNTRUST BANKS INC COM 867914103 31,304.90 469,128 SHD OTH 3 69,828 0 0 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 48.00 10,000 SOLE 2 10,000 SUPERGEN INC COM 868059106 116.00 20,600 SHD SOLE 3 20,600 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 14.10 1,400 SHD SOLE 3 1,400 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 6,389.30 130,982 SHD SOLE 3 130,982 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 76.10 1,561 SHD OTH 3 1,561 0 0 SUPERTEX INC COM 868532102 119.10 5,600 SHD SOLE 3 5,600 0 0 SUPERVALU INC COM 868536103 518.60 20,100 SHD SHD 1 20,100 0 0 SUPERVALU INC COM 868536103 57,697.50 2,236,336 SHD SOLE 3 2,182,336 0 40,000 SUPERVALU INC COM 868536103 10,566.00 409,535 SHD OTH 3 75,135 0 36,800 SUPPORTSOFT INC COM 868587106 30.20 10,000 SOLE 2 10,000 SUREBEAM CORPORATION COM 86866R102 83.10 15,000 SOLE 2 15,000 SURGUTNEFTEGAZ SP ADR COM 868861204 222.40 12,050 SHD SOLE 3 12,050 0 0 SUSQUEHANNA BANCSHARES COM 869099101 8,978.10 366,752 SHD SOLE 3 366,752 0 0 SUSQUEHANNA BANCSHARES COM 869099101 90.20 3,684 SHD OTH 3 3,684 0 0 SWIFT ENERGY COMPANY COM 870738101 6,032.80 306,236 SHD SOLE 3 306,236 0 0 SWIFT ENERGY COMPANY COM 870738101 63.70 3,231 SHD OTH 3 3,231 0 0 SWIFT TRANSPORTATION COM 870756103 15.50 708 SHD SOLE 3 708 0 0 SWS GROUP, INC. COM 78503N107 588.00 29,036 SHD SOLE 3 29,036 0 0 SWS GROUP, INC. COM 78503N107 544.90 26,908 SHD OTH 3 110 0 26,798 SYBASE INC COM 871130100 3,060.24 175,171 SOLE 2 175,171 SYBASE INC COM 871130100 1,916.60 109,707 SHD SOLE 3 105,807 0 1,800 SYBASE INC COM 871130100 2,678.20 153,300 SHD OTH 3 300 0 89,400 SYBRON DENTAL SPECIALTIES INC. COM 871142105 284.00 14,131 SHD SOLE 3 14,131 0 0 SYBRON DENTAL SPECIALTIES INC. COM 871142105 0.00 0 SHD OTH 3 0 0 0 SYCAMORE NETWORKS COM 871206108 73.10 18,500 SHD SOLE 3 18,500 0 0 SYCAMORE NETWORKS INC COM 871206108 319.62 80,917 SOLE 2 80,917 SYCAMORE NETWORKS INC COM 871206108 367.58 93,058 SOLE 2 93,058 SYLVAN LEARNING SYS INC COM 871399101 3,931.20 139,159 SHD SOLE 3 139,159 0 0 SYMANTEC CORPORATION COM 871503108 4,863.11 118,008 SOLE 2 118,008 SYMANTEC CORPORATION COM 871503108 647.00 15,700 SHD SHD 1 15,700 0 0 SYMANTEC CORPORATION COM 871503108 128,666.00 3,122,204 SHD SOLE 3 2,905,304 0 212,100 SYMANTEC CORPORATION COM 871503108 16,278.00 395,000 SHD OTH 3 16,900 0 25,400 SYMBOL TECHNOLOGIES COM 871508107 14,104.30 1,254,831 SHD SOLE 3 1,251,081 0 3,750 SYMBOL TECHNOLOGIES COM 871508107 737.60 65,625 SHD OTH 3 5,850 0 59,775 SYMMETRICOM INC COM 871543104 5.60 900 SHD SOLE 3 900 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 512.10 24,800 SHD SOLE 3 24,800 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 24.80 1,200 SHD OTH 3 1,200 0 0 SYNAVANT INC COM 87157A105 34.66 10,285 SOLE 2 10,285 SYNAVANT INC. COM 87157A105 0.60 190 SHD SOLE 3 190 0 0 SYNCOR INTERNATIONAL CORPORATION (NEW) COM 87157J106 2,281.30 83,716 SHD SOLE 3 83,716 0 0 SYNCOR INTERNATIONAL CORPORATION (NEW) COM 87157J106 700.30 25,700 SHD OTH 3 1,200 0 24,500 SYNOPSYS INC COM 871607107 12,719.20 230,587 SHD SOLE 3 228,687 0 0 SYNOPSYS INC COM 871607107 163.40 2,962 SHD OTH 3 2,962 0 0 SYNOVUS FINANCIAL CORPORATION COM 87161C105 462.90 15,187 SOLE 2 15,187 SYNOVUS FINANCIAL CORPORATION COM 87161C105 4,265.70 139,950 SHD SOLE 3 139,950 0 0 SYNOVUS FINANCIAL CORPORATION COM 87161C105 1,114.90 36,577 SHD OTH 3 0 0 0 SYNPLICITY INC COM 87160Y108 6.20 800 SHD SOLE 3 800 0 0 SYSCO CORPORATION COM 871829107 2,251.29 75,496 SOLE 2 75,496 SYSCO CORPORATION COM 871829107 2,536.19 85,050 SOLE 2 85,050 SYSCO CORPORATION COM 871829107 2,648.00 88,800 SHD SHD 1 88,800 0 0 SYSCO CORPORATION COM 871829107 276,200.60 9,262,260 SHD SOLE 3 8,902,860 0 339,800 SYSCO CORPORATION COM 871829107 35,340.00 1,185,110 SHD OTH 3 167,310 0 0 SYSTEMS & COMPUTER TECH COM 871873105 79.10 6,000 SHD SOLE 3 6,000 0 0 T ROWE PRICE GROUP INC COM 74144T108 6,176.00 158,643 SHD SOLE 3 152,118 0 1,800 T ROWE PRICE GROUP INC COM 74144T108 543.30 13,955 SHD OTH 3 13,955 0 0 TAIWAN SEMICONDUCTOR MFG (ADS) COM 874039100 4,666.68 224,900 SOLE 2 224,900 TAIWAN SEMICONDUCTOR MFG (ADS) COM 874039100 8,838.07 425,931 SOLE 2 425,931 TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 204.60 9,860 SHD OTH 3 9,860 0 0 TAKE TWO INTERACTIVE SOFTWARE COM 874054109 402.00 20,000 SHD SOLE 3 20,000 0 0 TALBOTS, INC. COM 874161102 3,622.80 102,340 SHD SOLE 3 102,340 0 0 TALK AMERICA HOLDINGS, INC. COM 87426R103 301.00 700,000 SHD SOLE 3 700,000 0 0 TALX CORPORATION COM 874918105 301.00 18,810 SHD SOLE 3 18,810 0 0 TANGER FACTORY OUTLET CTR COM 875465106 77.70 2,900 SHD SOLE 3 2,900 0 0 TANGER FACTORY OUTLET CTR COM 875465106 2.60 98 SHD OTH 3 98 0 0 TANOX INC COM 87588Q109 7.10 500 SHD SOLE 3 500 0 0 TARGET CORPORATION COM 87612E106 11,221.12 260,230 SOLE 2 260,230 TARGET CORPORATION COM 87612E106 10,361.00 240,283 SOLE 2 240,283 TARGET CORPORATION COM 87612E106 608.00 14,100 SHD SHD 1 14,100 0 0 TARGET CORPORATION COM 87612E106 22,057.90 511,548 SHD SOLE 3 487,248 0 21,000 TARGET CORPORATION COM 87612E106 12,476.20 289,337 SHD OTH 3 17,537 0 0 TARO PHARMACEUTICALS INDUS COM M8737E108 62.40 2,200 SHD OTH 3 2,200 0 0 TAUBMAN CENTERS INC COM 876664103 1,242.45 82,500 SOLE 2 82,500 TAUBMAN CENTERS INC COM 876664103 150.60 10,000 SOLE 2 10,000 TAUBMAN CENTERS INC COM 876664103 5,893.20 391,314 SHD SOLE 3 391,314 0 0 TAUBMAN CENTERS INC COM 876664103 61.40 4,079 SHD OTH 3 4,079 0 0 TBA ENTERTAINMENT CORPORATION COM 872173109 99.75 25,000 SOLE 2 25,000 TBC CORPORATION COM 872180104 33.40 2,300 SHD SOLE 3 2,300 0 0 TC PIPELINES, L.P. COM 87233Q108 29,987.25 1,199,490 SOLE 2 1,199,490 TC PIPELINES, L.P. COM 87233Q108 16,873.90 674,956 SOLE 2 674,956 TCF FINANCIAL CORPORATION COM 872275102 2,180.74 41,451 SOLE 2 41,451 TCF FINANCIAL CORPORATION COM 872275102 4,782.60 90,907 SHD SOLE 3 88,607 0 2,300 TCF FINANCIAL CORPORATION COM 872275102 327.80 6,230 SHD OTH 3 3,956 0 0 TECH DATA CORPORATION COM 878237106 1,468.50 32,000 SHD SHD 1 32,000 0 0 TECH DATA CORPORATION COM 878237106 65,279.20 1,422,515 SHD SOLE 3 1,304,765 0 113,850 TECH DATA CORPORATION COM 878237106 19,798.80 431,441 SHD OTH 3 42,760 0 95,200 TECHNE CORPORATION COM 878377100 583.50 21,166 SHD SOLE 3 21,166 0 0 TECHNE CORPORATION COM 878377100 785.70 28,500 SHD OTH 3 0 0 28,500 TECO ENERGY INC. COM 872375100 486.70 17,000 SHD SOLE 3 17,000 0 0 TECUMSEH PRODUCTS CO CLASS A COM 878895200 4,064.80 76,263 SHD SOLE 3 73,163 0 3,100 TECUMSEH PRODUCTS CO CLASS A COM 878895200 4,562.50 85,600 SHD OTH 3 200 0 85,400 TEEKAY SHIPPING CORPORATION COM Y8564W103 2,925.10 76,733 SHD SOLE 3 76,733 0 0 TEEKAY SHIPPING CORPORATION COM Y8564W103 31.70 831 SHD OTH 3 831 0 0 TEJON RANCH CO COM 879080109 3.10 100 SHD SOLE 3 100 0 0 TEKELEC COM 879101103 252.70 22,049 SHD SOLE 3 22,049 0 0 TEKTRONIX INC. COM 879131100 4,717.10 199,370 SHD SOLE 3 199,370 0 0 TEKTRONIX INC. COM 879131100 1,125.00 47,550 SHD OTH 3 850 0 0 TELE1 EUROPE HOLDINGS ADR COM 87944T200 5.60 17,612 SHD OTH 3 0 0 0 TELECOM ITALIA SPA-SP ADR COM 87927W106 2,468.80 30,200 SHD OTH 3 0 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 623.70 37,619 SHD SOLE 3 37,619 0 0 TELEFLEX INC. COM 879369106 485.00 8,872 SHD SOLE 3 8,872 0 0 TELEFLEX INC. COM 879369106 1,820.50 33,300 SHD OTH 3 2,100 0 31,200 TELEFONICA DE ESPANA ADR COM 879382208 2,370.70 71,600 SHD OTH 3 0 0 0 TELEFONICA S.A. ADR COM 879382208 711.60 21,492 SOLE 2 21,492 TELEFONICA S.A. ADR COM 879382208 367.59 11,102 SOLE 2 11,102 TELEFONOS DE MEXICO SA SP ADR COM 879403780 1,130.11 27,980 SOLE 2 27,980 TELEFONOS DE MEXICO SA SP ADR COM 879403780 304.78 7,546 SOLE 2 7,546 TELEFONOS DE MEXICO SA SP ADR COM 879403780 13,744.50 340,294 SHD SOLE 3 340,294 0 0 TELEFONOS DE MEXICO SA SP ADR COM 879403780 82,804.10 2,050,113 SHD OTH 3 0 0 0 TELENORTE LESTE ADR COM 879246106 806.00 64,171 SHD SOLE 3 64,171 0 0 TELENORTE LESTE ADR COM 879246106 6,092.20 485,044 SHD OTH 3 0 0 0 TELEPHONE & DATA SYS INC COM 879433100 335.35 3,800 SOLE 2 3,800 TELEPHONE & DATA SYS INC COM 879433100 891.30 10,100 SHD SHD 1 10,100 0 0 TELEPHONE & DATA SYS INC COM 879433100 49,953.40 566,044 SHD SOLE 3 549,444 0 15,700 TELEPHONE & DATA SYS INC COM 879433100 9,297.30 105,352 SHD OTH 3 9,652 0 0 TELETECH HOLDINGS INC COM 879939106 2,074.30 154,450 SHD SOLE 3 154,450 0 0 TELETECH HOLDINGS INC COM 879939106 617.10 45,950 SHD OTH 3 2,050 0 43,900 TELLABS INC. COM 879664100 676.31 64,595 SOLE 2 64,595 TELLABS INC. COM 879664100 418.39 39,961 SOLE 2 39,961 TELLABS INC. COM 879664100 3,549.80 339,044 SHD SOLE 3 330,644 0 8,400 TELLIUM INC COM 87967E107 465.20 201,400 SHD SOLE 3 201,400 0 0 TELLIUM, INC. COM 87967E107 332.88 152,000 SHD SOLE 4 152,000 TELXON CORPORATION CONV BD SUB NT CNV 879700AC6 350.88 350,000 SOLE 2 350,000 TEMPLE INLAND INC COM 879868107 3,594.60 63,375 SHD SOLE 3 60,775 0 0 TEMPLE INLAND INC COM 879868107 1,431.80 25,244 SHD OTH 3 10,339 0 13,800 TENET HEALTHCARE CORPORATION COM 88033G100 430.07 6,417 SOLE 2 6,417 TENET HEALTHCARE CORPORATION COM 88033G100 19,530.00 291,405 SHD SOLE 3 289,405 0 400 TENET HEALTHCARE CORPORATION COM 88033G100 764.30 11,404 SHD OTH 3 11,404 0 0 TENFOLD CORPORATION COM 88033A103 114.00 200,000 SHD SOLE 3 200,000 0 0 TENNANT CO COM 880345103 179.10 4,273 SHD SOLE 3 4,273 0 0 TEPPCO PARTNERS L.P. COM 872384102 68,737.45 2,192,582 SOLE 2 2,192,582 TEPPCO PARTNERS L.P. COM 872384102 21,518.26 686,388 SOLE 2 686,388 TERADYNE INC COM 880770102 507.86 12,880 SOLE 2 12,880 TERADYNE INC COM 880770102 437.67 11,100 SOLE 2 11,100 TERADYNE INC COM 880770102 1,873.71 49,050 SHD SOLE 4 49,050 TERADYNE INC COM 880770102 21,268.50 539,400 SHD SOLE 3 539,400 0 0 TERADYNE INC COM 880770102 66.60 1,690 SHD OTH 3 1,690 0 0 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 303.85 35,831 SOLE 2 35,831 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 212.51 25,060 SOLE 2 25,060 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 3,073.20 362,400 SHD SOLE 3 362,400 0 0 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 592.80 69,900 SHD OTH 3 12,300 0 57,600 TEREX CORPORATION (NEW) COM 880779103 2,787.10 123,321 SHD SOLE 3 123,321 0 0 TEREX CORPORATION (NEW) COM 880779103 108.00 4,780 SHD OTH 3 4,780 0 0 TERREMARK WORLDWIDE, INC COM 881448104 9.00 20,000 SOLE 2 20,000 TERREMARK WORLDWIDE, INC COM 881448104 32.63 72,500 SOLE 2 72,500 TESCO PLC ADR COM 881575302 3,961.20 373,700 SHD OTH 3 0 0 0 TESORO PETROLEUM CO COM 881609101 7,798.50 555,056 SHD SOLE 3 555,056 0 0 TESORO PETROLEUM CO COM 881609101 1,891.50 134,624 SHD OTH 3 17,050 0 113,200 TETRA TECH INC (NEW) COM 88162G103 57.00 3,987 SHD SOLE 3 3,987 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 12,947.60 445,701 SHD SOLE 3 445,701 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 153.10 5,270 SHD OTH 3 5,270 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 1,991.60 36,430 SHD SOLE 3 36,430 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 13,952.90 255,220 SHD OTH 3 2,300 0 0 TEXAS INDUSTRIES INC COM 882491103 232.20 5,636 SHD SOLE 3 5,636 0 0 TEXAS INDUSTRIES INC COM 882491103 63.90 1,550 SHD OTH 3 1,550 0 0 TEXAS INSTRUMENTS INC. COM 882508104 5,370.08 162,238 SOLE 2 162,238 TEXAS INSTRUMENTS INC. COM 882508104 13,650.64 412,406 SOLE 2 412,406 TEXAS INSTRUMENTS INC. COM 882508104 499.80 15,000 SHD SOLE 4 15,000 TEXAS INSTRUMENTS INC. COM 882508104 236,298.70 7,138,933 SHD SOLE 3 6,545,653 0 552,480 TEXAS INSTRUMENTS INC. COM 882508104 23,351.50 705,482 SHD OTH 3 92,840 0 127,800 TEXAS REGIONAL BANCSHARES-A COM 882673106 1,727.20 39,560 SHD SOLE 3 39,560 0 0 TEXTRON INC.DEL. COM 883203101 511.00 10,000 SOLE 2 10,000 TEXTRON INC.DEL. COM 883203101 327.04 6,400 SOLE 2 6,400 TEXTRON INC.DEL. COM 883203101 976.00 19,100 SHD SOLE 3 9,000 0 10,100 TEXTRON INC.DEL. COM 883203101 25.60 500 SHD OTH 3 500 0 0 THE BOSTON BEER CO., INC. CLASS A COM 100557107 9,162.70 606,799 SHD SOLE 3 606,799 0 0 THE CATO CORPORATION CLASS A COM 149205106 3,004.50 134,850 SHD SOLE 3 134,850 0 0 THE CATO CORPORATION CLASS A COM 149205106 76.90 3,450 SHD OTH 3 3,450 0 0 THE FIRST AMERICAN CORPORATION COM 318522307 4,313.50 202,700 SHD SOLE 3 202,700 0 0 THE FIRST AMERICAN CORPORATION COM 318522307 125.60 5,900 SHD OTH 3 5,900 0 0 THE GAP INC COM 364760108 1,502.20 99,880 SHD SOLE 3 99,880 0 0 THE GAP INC COM 364760108 18.00 1,200 SHD OTH 3 1,200 0 0 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 146,980.97 1,628,598 SOLE 2 1,628,598 THE GOLDMAN SACHS GROUP, INC. PUT 38141G104 55.50 10,000 PUT SOLE 2 10,000 THE GOLDMAN SACHS GROUP, INC. PUT 38141G104 206.70 26,000 PUT SOLE 2 26,000 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 156,377.89 1,732,719 SOLE 2 1,732,719 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 12,762.23 147,455 SHD SOLE 4 147,455 THE JOHN NUVEEN CO COM 478035108 215.10 3,900 SHD SHD 1 3,900 0 0 THE JOHN NUVEEN CO COM 478035108 12,855.10 233,094 SHD SOLE 3 231,594 0 1,500 THE JOHN NUVEEN CO COM 478035108 3,549.30 64,357 SHD OTH 3 4,357 0 60,000 THE LACLEDE GROUP INC COM 505597104 159.60 6,850 SHD SOLE 3 6,850 0 0 THE LACLEDE GROUP INC COM 505597104 104.30 4,478 SHD OTH 3 3,350 0 0 THE MONY GROUP INC. COM 615337102 241.92 6,000 SOLE 2 6,000 THE PEPSI BOTTLING GROUP, INC COM 713409100 310.44 12,000 SOLE 2 12,000 THE SCOTTS CO COM 810186106 595.14 13,000 SOLE 2 13,000 THE SCOTTS CO COM 810186106 4,480.00 97,860 SHD SOLE 3 97,860 0 0 THE SCOTTS CO COM 810186106 1,481.00 32,350 SHD OTH 3 1,250 0 31,100 THE SOUTHERN CO. COM 842587107 381.46 14,400 SOLE 2 14,400 THE SOUTHERN CO. COM 842587107 4,109.05 155,117 SOLE 2 155,117 THE SOUTHERN CO. COM 842587107 645.80 24,379 SHD SOLE 3 24,379 0 0 THE SOUTHERN CO. COM 842587107 112.10 4,230 SHD OTH 3 4,230 0 0 THE TITAN CORPORATION COM 888266103 1,942.20 94,051 SHD SOLE 3 94,051 0 0 THE TOPPS COMPANY INC COM 890786106 5,080.10 529,174 SHD SOLE 3 529,174 0 0 THE TOPPS COMPANY INC COM 890786106 472.30 49,200 SHD OTH 3 8,400 0 40,800 THE TOWN & COUNTRY TRUST COM 892081100 722.44 32,675 SOLE 2 32,675 THE TOWN & COUNTRY TRUST COM 892081100 1,033.86 46,760 SOLE 2 46,760 THE TOWN & COUNTRY TRUST COM 892081100 5,191.20 234,790 SHD SOLE 3 234,790 0 0 THE TOWN & COUNTRY TRUST COM 892081100 4.90 220 SHD OTH 3 220 0 0 THERMA WAVE INC COM 88343A108 389.90 27,000 SHD SOLE 3 27,000 0 0 THERMA WAVE INC COM 88343A108 28.90 2,000 SHD OTH 3 2,000 0 0 THERMA-WAVE INC COM 88343A108 934.70 64,730 SOLE 2 64,730 THERMO ELECTRON CORPORATION COM 883556102 655.67 31,629 SOLE 2 31,629 THERMO ELECTRON CORPORATION COM 883556102 10,873.50 524,530 SHD SOLE 3 519,030 0 5,500 THERMO ELECTRON CORPORATION COM 883556102 3,306.90 159,524 SHD OTH 3 13,824 0 0 THOMAS & BETTS CO. COM 884315102 83.70 3,954 SHD SOLE 3 3,954 0 0 THOMAS & BETTS CO. COM 884315102 16.90 800 SHD OTH 3 800 0 0 THOMAS INDUSTRIES COM 884425109 181.30 6,200 SHD SOLE 3 6,200 0 0 THOMSON CORPORATION COM 884903105 0.00 1 SHD OTH 3 0 0 0 THOR INDS INC COM 885160101 326.40 6,900 SHD SOLE 3 6,900 0 0 THORATEC CORPORATION COM 885175307 105.10 9,600 SHD SOLE 3 9,600 0 0 THORNBURG MTG ASSET CORPORATION COM 885218107 626.20 31,250 SHD SOLE 3 31,250 0 0 THORNBURG MTG ASSET CORPORATION COM 885218107 1,915.80 95,600 SHD OTH 3 2,700 0 92,900 THORNBURG MTG INC COM 885218107 400.80 20,000 SOLE 2 20,000 T-HQ INC (NEW) COM 872443403 5,962.20 121,430 SHD SOLE 3 121,430 0 0 T-HQ INC (NEW) COM 872443403 1,350.20 27,500 SHD OTH 3 3,900 0 23,600 THREE-FIVE SYSTEMS INC COM 88554L108 17.80 1,200 SHD SOLE 3 1,200 0 0 TIBCO SOFTWARE INC COM 88632Q103 1,446.50 123,000 SHD SOLE 3 121,800 0 1,200 TIBCO SOFTWARE INC. COM 88632Q103 399.12 33,939 SOLE 2 33,939 TIBCO SOFTWARE INC. COM 88632Q103 3,293.04 280,020 SOLE 2 280,020 TICKETMASTER CLASS B COM 88633P203 7,306.30 247,000 SHD SOLE 3 247,000 0 0 TICKETMASTER CLASS B COM 88633P203 1,353.10 45,744 SHD OTH 3 3,900 0 39,200 TICKETMASTER ONLINE CITYSEARCH INC CL A COM 88633P104 2,958.00 100,000 SHD SOLE 3 100,000 0 0 TICKETS COM INC COM 88633M200 31.00 10,000 SOLE 2 10,000 TIDEWATER INC COM 886423102 102.90 2,430 SHD SOLE 3 2,430 0 0 TIFFANY & CO COM 886547108 568.80 16,000 SOLE 2 16,000 TIFFANY & CO COM 886547108 319.95 9,000 SOLE 2 9,000 TIFFANY & CO COM 886547108 1,762.60 49,580 SHD SOLE 3 49,580 0 0 TIFFANY & CO COM 886547108 202.30 5,690 SHD OTH 3 5,690 0 0 TIMBERLAND CO CLASS A COM 887100105 60,278.90 1,426,720 SHD SOLE 3 1,426,720 0 0 TIME WARNER TELECOM COM 887319101 29.80 4,900 SHD SOLE 3 4,900 0 0 TIMKEN CO COM 887389104 1,799.50 77,936 SHD SOLE 3 77,936 0 0 TIMKEN CO COM 887389104 60.00 2,600 SHD OTH 3 2,600 0 0 TIVO INC COM 888706108 241.70 45,600 SHD SOLE 3 45,600 0 0 TJX COMPANIES INC (NEW) COM 872540109 1,508.40 37,700 SHD SHD 1 37,700 0 0 TJX COMPANIES INC (NEW) COM 872540109 79,278.20 1,981,459 SHD SOLE 3 1,850,109 0 113,850 TJX COMPANIES INC (NEW) COM 872540109 12,723.90 318,019 SHD OTH 3 90,719 0 9,200 TMP WORLDWIDE COM 872941109 188,037.20 5,455,096 SHD SOLE 3 5,335,776 0 103,420 TMP WORLDWIDE COM 872941109 12,119.80 351,604 SHD OTH 3 225,004 0 113,400 TMP WORLDWIDE INC. COM 872941109 370.55 10,750 SOLE 2 10,750 TMP WORLDWIDE INC. COM 872941109 6,088.88 176,643 SOLE 2 176,643 TOLL BROTHERS INC COM 889478103 5,209.20 104,497 SHD SOLE 3 104,497 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 247.60 10,100 SHD SOLE 3 10,100 0 0 TOMMY HILFIGER CORPORATION COM G8915Z102 2,783.90 194,000 SOLE 2 194,000 TOO INC COM 890333107 913.50 30,978 SHD SOLE 3 30,978 0 0 TOP AIR MFG INC COM 890524101 0.00 100 SHD SOLE 3 100 0 0 TOP AIR MFG INC COM 890524101 0.00 700 SHD OTH 3 700 0 0 TORCHMARK CORPORATION COM 891027104 1,269.10 31,500 SHD SOLE 3 31,500 0 0 TORCHMARK CORPORATION COM 891027104 16.10 400 SHD OTH 3 400 0 0 TORO CO (DELAWARE) COM 891092108 10,219.90 171,475 SHD SOLE 3 171,475 0 0 TORO CO (DELAWARE) COM 891092108 1,937.00 32,500 SHD OTH 3 3,400 0 29,100 TOTAL FINA ELF S.A. COM 89151E109 213.87 2,792 SOLE 2 2,792 TOTAL S A SPONSORED ADR COM 89151E109 743.00 9,700 SHD SOLE 3 9,700 0 0 TOTAL S A SPONSORED ADR COM 89151E109 4,177.80 54,541 SHD OTH 3 341 0 0 TOTAL SYS SVC INC COM 891906109 374.30 14,883 SHD SOLE 3 14,883 0 0 TOUCH AMERICA HOLDINGS, INC. COM 891539108 348.60 91,500 SHD SOLE 3 91,500 0 0 TOUCH AMERICA HOLDINGS, INC. COM 891539108 38.70 10,170 SHD OTH 3 10,170 0 0 TOWER AUTOMOTIVE INC COM 891707101 372.13 26,600 SOLE 2 26,600 TOWER AUTOMOTIVE INC COM 891707101 2,183.10 156,046 SHD SOLE 3 156,046 0 0 TOWER AUTOMOTIVE INC COM 891707101 19.00 1,357 SHD OTH 3 1,357 0 0 TOYS R US INC. (HOLDING CO) COM 892335100 337.65 18,800 SOLE 2 18,800 TOYS R US INC. (HOLDING CO) COM 892335100 13,294.40 740,220 SHD SOLE 3 734,820 0 5,400 TOYS R US INC. (HOLDING CO) COM 892335100 110.40 6,147 SHD OTH 3 6,147 0 0 TRACTOR SUPPLY CO COM 892356106 4,600.00 100,000 SHD SOLE 3 100,000 0 0 TRAMMEL CROW COMPANY COM 89288R106 18,833.30 1,298,849 SHD SOLE 3 1,298,849 0 0 TRAMMELL CROW COMPANY COM 89288R106 2,889.15 199,252 SOLE 2 199,252 TRANSACTION SYSTEMS ARCHITECTS COM 893416107 1,322.70 116,027 SHD SOLE 3 116,027 0 0 TRANSATLANTIC HOLDING INC COM 893521104 1,533.60 18,675 SHD SOLE 3 18,675 0 0 TRANSCANADA PIPELINES LTD COM 893526103 0.00 1 SHD OTH 3 0 0 0 TRANSGENOMIC INC COM 89365K206 5.40 600 SHD SOLE 3 600 0 0 TRANSMETA CORPORATION DEL COM 89376R109 93.90 24,200 SOLE 2 24,200 TRANSOCEAN SEDCO FOREX COM G90078109 1,643.80 49,468 SHD SOLE 3 38,658 0 4,110 TRANSOCEAN SEDCO FOREX COM G90078109 4,609.00 138,700 SHD OTH 3 2,400 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 3,960.05 119,171 SOLE 2 119,171 TRANSWORLD ENTERTAINMENT CORPORATION COM 89336Q100 3,790.10 451,200 SHD SOLE 3 451,200 0 0 TRC COS INC COM 872625108 180.40 7,350 SHD SOLE 3 7,350 0 0 TREDEGAR INDS INC COM 894650100 70.00 3,743 SHD SOLE 3 3,743 0 0 TRENDWEST RESORTS INC COM 894917103 485.80 20,225 SHD SOLE 3 20,225 0 0 TRIAD GUARANTY INC COM 895925105 1,182.40 27,200 SHD SOLE 3 27,200 0 0 TRIAD HOSPITALS INC COM 89579K109 20,948.10 609,311 SHD SOLE 3 609,311 0 0 TRIAD HOSPITALS INC COM 89579K109 270.26 7,861 SOLE 2 7,861 TRIAD HOSPITALS INC COM 89579K109 492.18 14,316 SOLE 2 14,316 TRIANGLE PHARMACEUTICALS INC COM 89589H104 306.00 60,000 SHD SOLE 3 60,000 0 0 TRIARC COMPANIES INC CLASS A COM 895927101 3,002.40 108,000 SOLE 2 108,000 TRIARC COMPANIES INC CLASS A COM 895927101 323.60 11,640 SHD SOLE 3 11,640 0 0 TRIBUNE CO NEW COM 896047107 384.14 8,450 SOLE 2 8,450 TRIBUNE CO NEW COM 896047107 1,049.94 23,096 SOLE 2 23,096 TRIBUNE CO NEW COM 896047107 13,621.80 299,643 SHD SOLE 3 289,243 0 10,400 TRIBUNE CO NEW COM 896047107 5,291.50 116,400 SHD OTH 3 5,800 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 4,408.50 75,000 SOLE 2 75,000 TRICON GLOBAL RESTAURANTS COM 895953107 691.84 11,770 SOLE 2 11,770 TRICON GLOBAL RESTAURANTS COM 895953107 19,097.50 324,898 SHD SOLE 3 281,398 0 43,500 TRICON GLOBAL RESTAURANTS COM 895953107 2,542.90 43,261 SHD OTH 3 3,361 0 0 TRIGON HEALTHCARE INC COM 89618L100 1,756.90 23,800 SHD SOLE 3 23,800 0 0 TRIGON HEALTHCARE INC COM 89618L100 31.00 420 SHD OTH 3 420 0 0 TRIMBLE NAVIGATION LTD COM 896239100 683.50 41,100 SHD SOLE 3 41,100 0 0 TRIMBLE NAVIGATION LTD COM 896239100 430.70 25,900 SHD OTH 3 2,300 0 23,600 TRIMERIS INC. COM 896263100 22.00 510 SHD SOLE 3 510 0 0 TRINITY INDUSTRIES INC (DEL) COM 896522109 877.10 36,080 SHD SOLE 3 36,080 0 0 TRINITY INDUSTRIES INC (DEL) COM 896522109 85.10 3,500 SHD OTH 3 3,500 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 81.70 6,800 SHD SOLE 3 6,800 0 0 TRITON PCS HOLDINGS INC CL A COM 89677M106 18,897.20 1,854,480 SHD SOLE 3 1,848,830 0 5,650 TRITON PCS HOLDINGS INC CL A COM 89677M106 961.40 94,350 SHD OTH 3 5,450 0 88,900 TRIUMPH GROUP INC COM 896818101 572.30 14,600 SHD SOLE 3 14,600 0 0 TRIZEC HAHN CORPORATION COM 896938107 7,871.50 497,250 SHD SOLE 3 497,250 0 0 TRIZEC HAHN CORPORATION COM 896938107 359.40 22,701 SHD OTH 3 22,700 0 0 TRIZETTO GROUP INC. COM 896882107 127.48 10,492 SOLE 2 10,492 TRIZETTO GROUP INC. COM 896882107 612.40 50,400 SHD SOLE 3 50,400 0 0 TROPICAL SPORTSWEAR INTL COM 89708P102 14,389.40 599,558 SHD SOLE 3 599,558 0 0 TROPICAL SPORTSWEAR INTL COM 89708P102 193.60 8,067 SHD OTH 3 8,067 0 0 TRUSTCO BANK CORPORATION NY COM 898349105 425.70 32,974 SHD SOLE 3 32,974 0 0 TRUSTMARK CORPORATION COM 898402102 762.90 30,200 SHD SOLE 3 30,200 0 0 TRUSTMARK CORPORATION COM 898402102 2.40 94 SHD OTH 3 94 0 0 TUESDAY MORNING CORPORATION COM 899035505 9,379.50 459,755 SHD SOLE 3 459,755 0 0 TUESDAY MORNING CORPORATION COM 899035505 109.40 5,364 SHD OTH 3 5,364 0 0 TULARIK INC COM 899165104 187.40 11,400 SHD SOLE 3 11,400 0 0 TUPPERWARE CORPORATION COM 899896104 5,150.30 226,386 SHD SOLE 3 226,386 0 0 TUPPERWARE CORPORATION COM 899896104 60.20 2,648 SHD OTH 3 2,648 0 0 TURNSTONE SYSTEMS INC COM 900423104 72.15 15,000 SOLE 2 15,000 TURNSTONE SYSTEMS INC. COM 900423104 1,269.10 263,840 SHD SOLE 3 263,840 0 0 TURNSTONE SYSTEMS INC. 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COM 90390U102 498.80 5,100 SHD SHD 1 5,100 0 0 USA EDUCATION INC. COM 90390U102 49,102.70 502,073 SHD SOLE 3 403,623 0 89,450 USA EDUCATION INC. COM 90390U102 16,157.50 165,210 SHD OTH 3 119,510 0 6,800 USA NETWORKS INC COM 902984103 841.91 26,500 SOLE 2 26,500 USA NETWORKS INC COM 902984103 1,173.46 36,936 SOLE 2 36,936 USA NETWORKS INC COM 902984103 21,406.30 673,790 SHD SOLE 3 673,790 0 0 USA NETWORKS INC COM 902984103 120.70 3,800 SHD OTH 3 3,800 0 0 USEC INC COM 90333E108 1,838.60 287,274 SHD SOLE 3 258,600 0 0 USEC INC COM 90333E108 76.80 12,000 SHD OTH 3 12,000 0 0 USFREIGHTWAYS CORPORATION COM 916906100 241.00 6,800 SHD SOLE 3 6,800 0 0 USFREIGHTWAYS CORPORATION COM 916906100 825.80 23,300 SHD OTH 3 900 0 22,400 USG CORPORATION (NEW) COM 903293405 63.50 9,071 SHD SOLE 3 9,071 0 0 UST INC COM 902911106 239.93 6,163 SOLE 2 6,163 UST INC COM 902911106 34,664.80 890,438 SHD SOLE 3 872,138 0 18,300 UST INC COM 902911106 1,383.10 35,528 SHD OTH 3 3,562 0 31,966 UTSTARCOM INC COM 918076100 4,911.60 187,252 SHD SOLE 3 185,552 0 0 UTSTARCOM INC COM 918076100 1,518.70 57,900 SHD OTH 3 0 0 57,900 VAIL RESORTS INC COM 91879Q109 181.40 8,545 SHD SOLE 3 8,545 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 170,243.10 4,407,019 SHD SOLE 3 4,323,319 0 74,500 VALASSIS COMMUNICATIONS INC COM 918866104 8,522.00 220,605 SHD OTH 3 129,999 0 82,050 VALENTIS INC COM 91913E104 44.12 15,700 SOLE 2 15,700 VALERO ENERGY CORPORATION COM 91913Y100 2,160.10 43,620 SHD SOLE 3 43,620 0 0 VALERO ENERGY CORPORATION COM 91913Y100 58.40 1,180 SHD OTH 3 1,180 0 0 VALERO ENERGY CORPORATION COM 91913Y100 822.03 16,600 SOLE 2 16,600 VALERO ENERGY CORPORATION COM 91913Y100 960.69 19,400 SOLE 2 19,400 VALERO L P COM 91913W104 49,158.30 1,290,244 SOLE 2 1,290,244 VALERO L P COM 91913W104 11,190.12 293,704 SOLE 2 293,704 VALLEY NATL BANCORPORATION COM 919794107 1,601.47 45,600 SOLE 2 45,600 VALLEY NATL BANCORPORATION COM 919794107 1,021.50 29,085 SHD SOLE 3 29,085 0 0 VALMONT INDS INC COM 920253101 50.10 2,800 SHD SOLE 3 2,800 0 0 VALSPAR CORPORATION COM 920355104 1,378.90 29,300 SHD SOLE 3 29,300 0 0 VALUE CITY DEPT STORES, INC COM 920387107 679.10 161,683 SHD SOLE 3 161,683 0 0 VALUEVISION INTL INC COM 92047K107 547.80 26,400 SHD SOLE 3 26,400 0 0 VALUEVISION INTL INC COM 92047K107 5.00 240 SHD OTH 3 240 0 0 VANS INC COM 921930103 534.00 45,600 SHD SOLE 3 45,600 0 0 VARCO INTL CO (NEW) COM 922122106 1,027.90 51,138 SHD SOLE 3 51,138 0 0 VARCO INTL CO (NEW) COM 922122106 845.60 42,072 SHD OTH 3 2,350 0 39,722 VARIAN INC COM 922206107 3,324.90 87,637 SHD SOLE 3 87,637 0 0 VARIAN INC COM 922206107 1,025.90 27,040 SHD OTH 3 4,040 0 23,000 VARIAN MEDICAL SYSTEMS COM 92220P105 2,952.40 72,186 SHD SOLE 3 70,886 0 1,300 VARIAN MEDICAL SYSTEMS COM 92220P105 1,624.50 39,720 SHD OTH 3 3,920 0 35,800 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,933.34 47,270 SOLE 2 47,270 VARIAN SEMICONDUCTOR EQUIP COM 922207105 1,297.30 28,830 SHD SOLE 3 28,830 0 0 VARIAN SEMICONDUCTOR EQUIP COM 922207105 66.20 1,470 SHD OTH 3 1,470 0 0 VASTERA INC COM 92239N109 139.40 9,400 SHD SOLE 3 9,400 0 0 VCA ANTECH, INC. COM 918194101 11,036.14 817,492 SOLE 2 817,492 VCAMPUS CORPORATION COM 92240C100 95.76 252,000 SOLE 2 252,000 VECTOR GROUP LTD COM 92240M108 1,013.40 35,434 SHD SOLE 3 35,434 0 0 VECTOR GROUP LTD COM 92240M108 376.70 13,170 SHD OTH 3 0 0 13,170 VEECO INSTRUMENTS INC COM 922417100 73.50 2,100 SHD SOLE 3 2,100 0 0 VEECO INSTRUMENTS INC COM 922417100 19.20 550 SHD OTH 3 550 0 0 VENTANA MEDICAL SYSTEMS INC COM 92276H106 172.10 8,500 SHD SOLE 3 8,500 0 0 VENTANA MEDICAL SYSTEMS INC COM 92276H106 24.30 1,200 SHD OTH 3 1,200 0 0 VENTIV HEALTH INC COM 922793104 1,692.80 846,382 SHD SOLE 3 846,382 0 0 VERISIGN INC COM 92343E102 1,255.50 46,500 SOLE 2 46,500 VERISIGN INC COM 92343E102 1,351.65 50,061 SOLE 2 50,061 VERISIGN INC COM 92343E102 258,566.10 9,576,521 SHD SOLE 3 9,404,049 0 148,790 VERISIGN INC COM 92343E102 13,506.30 500,233 SHD OTH 3 263,681 0 219,649 VERITAS DGC INC COM 92343P107 1,817.80 107,500 SHD SOLE 3 107,500 0 0 VERITAS DGC INC COM 92343P107 1,093.40 64,661 SHD OTH 3 0 0 62,100 VERITAS SOFTWARE CO COM 923436109 8,556.50 195,220 SHD SOLE 3 189,620 0 4,300 VERITAS SOFTWARE CO COM 923436109 855.60 19,520 SHD OTH 3 19,520 0 0 VERITAS SOFTWARE CORPORATION COM 923436109 1,614.17 36,828 SOLE 2 36,828 VERITAS SOFTWARE CORPORATION COM 923436109 1,111.79 25,366 SOLE 2 25,366 VERITY INC COM 92343C106 587.00 33,200 SHD SOLE 3 33,200 0 0 VERIZON COMMUNICATIONS COM 92343V104 1,645.03 35,684 SOLE 2 35,684 VERIZON COMMUNICATIONS CLL 92343V104 23.25 10,000 CLL SOLE 2 10,000 VERIZON COMMUNICATIONS COM 92343V104 9,313.58 202,030 SOLE 2 202,030 VERIZON COMMUNICATIONS COM 92343V104 2,696.60 59,072 SHD SHD 1 59,072 0 0 VERIZON COMMUNICATIONS COM 92343V104 170,403.80 3,732,832 SHD SOLE 3 3,581,032 0 128,400 VERIZON COMMUNICATIONS COM 92343V104 58,852.30 1,278,348 SHD OTH 3 176,808 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 300.89 10,800 SOLE 2 10,800 VERTEX PHARMACEUTICALS INC COM 92532F100 1,393.10 50,003 SHD SOLE 3 50,003 0 0 VF CORPORATION COM 918204108 623.20 14,410 SHD SOLE 3 11,210 0 3,200 VF CORPORATION COM 918204108 108.10 2,500 SHD OTH 3 2,500 0 0 VIACOM INC COM 925524100 1,980.45 40,750 SOLE 2 40,750 VIACOM INC COM 925524100 2,222.96 45,740 SOLE 2 45,740 VIACOM INC CLASS A COM 925524100 38.90 800 SHD SOLE 3 800 0 0 VIACOM INC CL-B COM 925524308 54,708.26 1,131,037 SOLE 2 1,131,037 VIACOM INC CL-B COM 925524308 68,122.08 1,408,354 SOLE 2 1,408,354 VIACOM INC CL-B COM 925524308 15,812.13 325,956 SHD SOLE 4 325,956 VIACOM INC CL-B COM 925524308 4,022.30 83,020 SHD SHD 1 83,020 0 0 VIACOM INC CL-B COM 925524308 832,464.20 17,182,790 SHD SOLE 3 16,662,053 0 463,904 VIACOM INC CL-B COM 925524308 83,337.70 1,722,165 SHD OTH 3 624,833 0 229,181 VIAD CORPORATION COM 92552R109 1,066.50 38,091 SHD SOLE 3 38,091 0 0 VIAD CORPORATION COM 92552R109 26.60 950 SHD OTH 3 950 0 0 VIALTA, INC. CLASS A COM 92554D108 11.20 10,283 SHD SOLE 3 10,283 0 0 VIANT CORPORATION COM 92553N107 156.90 117,059 SHD SOLE 3 117,059 0 0 VIANT CORPORATION COM 92553N107 64.69 48,279 SOLE 2 48,279 VIASAT INC COM 92552V100 78.50 5,600 SHD SOLE 3 5,600 0 0 VIASAT INC COM 92552V100 3.40 240 SHD OTH 3 240 0 0 VIASYS HEALTHCARE INC. COM 92553Q209 0.00 1 SHD SHD 1 1 0 0 VIASYS HEALTHCARE INC. COM 92553Q209 0.00 1 SHD SOLE 3 1 0 0 VIASYSTEMS GROUP INC COM 92553H100 3.00 10,000 SOLE 2 10,000 VICAL INC COM 925602104 92.50 10,000 SOLE 2 10,000 VICAL INC COM 925602104 301.60 32,600 SHD SOLE 3 32,600 0 0 VICAL INC COM 925602104 25.00 2,700 SHD OTH 3 2,700 0 0 VICINITY CORPORATION COM 925653107 27.73 13,205 SOLE 2 13,205 VICOR CORPORATION COM 925815102 341.38 20,200 SOLE 2 20,200 VICOR CORPORATION COM 925815102 847.50 50,150 SHD SOLE 3 50,150 0 0 VICOR CORPORATION COM 925815102 24.50 1,450 SHD OTH 3 1,450 0 0 VIDESH SANCHAR NIGAM LTD-SP ADR COM 92659G600 0.00 0 SHD SOLE 3 0 0 0 VIDESH SANCHAR NIGAM LTD-SP ADR COM 92659G600 0.00 1 SHD OTH 3 1 0 0 VIEWPOINT CORPORATION COM 92672P108 60.40 10,000 SOLE 2 10,000 VIGNETTE CORPORATION COM 926734104 628.80 182,800 SHD SOLE 3 182,800 0 0 VIGNETTE CORPORATION COM 926734104 139.50 40,553 SOLE 2 40,553 VINTAGE PETROLEUM INC. COM 927460105 6,027.00 410,000 SHD SOLE 3 410,000 0 0 VIROPHARMA INC COM 928241108 261.61 51,397 SOLE 2 51,397 VISHAY INTERTECHNOLOGY COM 928298108 251.20 12,350 SHD SHD 1 12,350 0 0 VISHAY INTERTECHNOLOGY COM 928298108 30,371.90 1,493,209 SHD SOLE 3 1,492,509 0 700 VISHAY INTERTECHNOLOGY COM 928298108 293.70 14,439 SHD OTH 3 14,439 0 0 VISTEON CORPORATION COM 92839U107 19,796.70 1,196,177 SHD SOLE 3 1,170,167 0 17,310 VISTEON CORPORATION COM 92839U107 6,881.70 415,814 SHD OTH 3 21,766 0 160,700 VISUAL NETWORKS INC COM 928444108 354.50 120,593 SHD SOLE 3 120,593 0 0 VISUAL NETWORKS, INC. COM 928444108 116.75 39,710 SOLE 2 39,710 VISX, INC. COM 92844S105 303.80 17,200 SHD SOLE 3 17,200 0 0 VITAL SIGNS, INC. COM 928469105 287.70 7,800 SHD SOLE 3 7,800 0 0 VITESSE SEMICONDUCTOR CORPORATION COM 928497106 125.44 12,800 SOLE 2 12,800 VITESSE SEMICONDUCTOR CORPORATION COM 928497106 3.40 350 SHD SOLE 3 350 0 0 VITRIA TECHNOLOGY COM 92849Q104 1,367.90 346,300 SHD SOLE 3 346,300 0 0 VIVENDI UNIVERSAL COM 92851S204 563.64 14,640 SOLE 2 14,640 VIVENDI UNIVERSAL COM 92851S204 218.18 5,667 SOLE 2 5,667 VIVENDI UNIVERSAL - SP ADR COM 92851S204 13,120.00 340,780 SHD OTH 3 0 0 0 VLASIC FOODS COM 928559103 0.30 152,000 SHD SOLE 3 152,000 0 0 VODAFONE GROUP PLC-SP ADR COM 92857W100 21,016.56 1,140,345 SOLE 2 1,140,345 VODAFONE GROUP PLC-SP ADR COM 92857W100 18,337.20 994,965 SOLE 2 994,965 VODAFONE GROUP PLC-SP ADR COM 92857W100 318.92 17,000 SHD SOLE 4 17,000 VODAFONE GROUP PLC-SP ADR COM 92857W100 9,185.10 498,380 SHD SOLE 3 460,730 0 3,410 VODAFONE GROUP PLC-SP ADR COM 92857W100 6,136.40 332,958 SHD OTH 3 85,758 0 0 VODAFONE GROUP PLC-SP ADR COM 92857W100 86.60 4,700 SHD SOLE 3 0 0 4,700 VORNADO OPERATING CO COM 92904N103 25.16 25,162 SOLE 2 25,162 VORNADO REALTY TRUST COM 929042109 18,434.33 417,444 SOLE 2 417,444 VORNADO REALTY TRUST COM 929042109 7,256.02 164,312 SOLE 2 164,312 VORNADO REALTY TRUST PFD 929042208 329.45 5,400 SOLE 2 5,400 VORNADO REALTY TRUST COM 929042109 14,473.40 327,750 SHD SOLE 3 327,750 0 0 VORNADO REALTY TRUST COM 929042109 650.50 14,730 SHD OTH 3 14,730 0 0 VSI HOLDINGS INC COM 918322108 170.00 250,000 SOLE 2 250,000 VULCAN MATERIALS CO COM 929160109 743.43 15,638 SOLE 2 15,638 VULCAN MATERIALS CO COM 929160109 2,852.40 60,000 SOLE 2 60,000 VULCAN MATERIALS CO COM 929160109 4,322.90 90,931 SHD SOLE 3 90,931 0 0 VULCAN MATERIALS CO COM 929160109 123.60 2,600 SHD OTH 3 2,600 0 0 W.H.BRADY CO CL A NON-VOTING COM 104674106 3,581.40 98,662 SHD SOLE 3 98,662 0 0 W.H.BRADY CO CL A NON-VOTING COM 104674106 462.80 12,750 SHD OTH 3 2,350 0 10,400 W.P. STEWART & CO., LTD. COM G84922106 591.03 19,900 SOLE 2 19,900 W.R. GRACE & CO. (NEW) COM 38388F108 143.50 65,224 SHD SOLE 3 65,224 0 0 W/I KOOKMIN BK SPONS ADR COM 50049M109 182.50 4,333 SHD SOLE 3 4,333 0 0 W/I KOOKMIN BK SPONS ADR COM 50049M109 1,681.90 39,931 SHD OTH 3 1,110 0 0 WABASH NATIONAL CORPORATION COM 929566107 7,853.00 793,228 SHD SOLE 3 793,228 0 0 WABASH NATIONAL CORPORATION COM 929566107 77.70 7,849 SHD OTH 3 7,849 0 0 WABTEC CORPORATION COM 929740108 188.30 12,562 SOLE 2 12,562 WABTEC CORPORATION COM 929740108 412.20 27,500 SHD SOLE 3 27,500 0 0 WABTEC CORPORATION COM 929740108 33.00 2,200 SHD OTH 3 2,200 0 0 WACHOVIA CORPORATION COM 929903102 289.82 7,816 SOLE 2 7,816 WACHOVIA CORPORATION COM 929903102 11,177.77 301,450 SOLE 2 301,450 WACHOVIA CORPORATION COM 929903102 1,245.90 33,600 SHD SHD 1 33,600 0 0 WACHOVIA CORPORATION COM 929903102 105,075.70 2,833,758 SHD SOLE 3 2,588,983 0 215,775 WACHOVIA CORPORATION COM 929903102 13,475.60 363,419 SHD OTH 3 93,219 0 0 WACKENHUT CORPORATION SER-A COM 929794105 1,813.90 54,800 SHD SOLE 3 54,800 0 0 WACKENHUT CORPORATION SER-A COM 929794105 139.00 4,200 SHD OTH 3 4,200 0 0 WACKENHUT CORRECTIONS CORPORATION COM 929798106 3,561.60 237,443 SHD SOLE 3 237,443 0 0 WACKENHUT CORRECTIONS CORPORATION COM 929798106 37.00 2,468 SHD OTH 3 2,468 0 0 WADDELL & REED FINANCIAL-A COM 930059100 430.10 14,110 SHD SOLE 3 14,110 0 0 WADDELL & REED FINANCIAL-A COM 930059100 350.50 11,500 SHD OTH 3 0 0 11,500 WAL MART STORES INC COM 931142103 425,300.32 6,938,015 SOLE 2 6,938,015 WAL MART STORES INC COM 931142103 166,408.84 2,714,663 SOLE 2 2,714,663 WAL MART STORES INC COM 931142103 10,203.57 172,125 SHD SOLE 4 172,125 WAL MART STORES INC COM 931142103 7,851.20 128,100 SHD SHD 1 128,100 0 0 WAL MART STORES INC COM 931142103 976,436.00 15,931,334 SHD SOLE 3 14,586,802 0 1,268,232 WAL MART STORES INC COM 931142103 168,499.30 2,748,831 SHD OTH 3 522,830 0 268,660 WALGREEN CO COM 931422109 11,402.13 290,945 SOLE 2 290,945 WALGREEN CO COM 931422109 8,308.32 212,001 SOLE 2 212,001 WALGREEN CO COM 931422109 423.30 10,800 SHD SHD 1 10,800 0 0 WALGREEN CO COM 931422109 258,762.80 6,602,776 SHD SOLE 3 6,385,136 0 185,840 WALGREEN CO COM 931422109 32,326.10 824,857 SHD OTH 3 389,980 0 189,100 WALLACE COMPUTER SVCS. COM 932270101 1,870.50 92,600 SHD SOLE 3 89,400 0 2,000 WALLACE COMPUTER SVCS. COM 932270101 1,230.20 60,900 SHD OTH 3 0 0 60,900 WALT DISNEY CO (HOLDING CO) COM 254687106 8,196.60 355,137 SHD SOLE 3 315,437 0 39,700 WALT DISNEY CO (HOLDING CO) COM 254687106 2,615.70 113,330 SHD OTH 3 31,530 0 0 WALTER INDS INC (NEW) COM 93317Q105 263.40 20,000 SOLE 2 20,000 WALTER INDS INC (NEW) COM 93317Q105 17.10 1,300 SHD SOLE 3 1,300 0 0 WASAU MOSINEE PAPER CORPORATION COM 943315101 552.50 43,300 SHD SOLE 3 43,300 0 0 WASHINGTON BANKING CO COM 937303105 132.50 10,000 SOLE 2 10,000 WASHINGTON FEDERAL INC COM 938824109 76.60 3,200 SHD SHD 1 3,200 0 0 WASHINGTON FEDERAL INC COM 938824109 14,098.00 588,890 SHD SOLE 3 588,890 0 0 WASHINGTON FEDERAL INC COM 938824109 152.80 6,381 SHD OTH 3 6,381 0 0 WASHINGTON MUTUAL INC COM 939322103 505.20 15,250 SHD SHD 1 15,250 0 0 WASHINGTON MUTUAL INC COM 939322103 24,884.40 751,115 SHD SOLE 3 747,415 0 600 WASHINGTON MUTUAL INC COM 939322103 12,496.60 377,200 SHD OTH 3 63,150 0 0 WASHINGTON MUTUAL, INC. COM 939322103 271.33 8,190 SOLE 2 8,190 WASHINGTON MUTUAL, INC. COM 939322103 638.12 19,261 SOLE 2 19,261 WASHINGTON POST CO CL B COM 939640108 683.52 1,126 SOLE 2 1,126 WASHINGTON POST CO CL B COM 939640108 60.70 100 SHD SOLE 3 100 0 0 WASHINGTON REAL ESTATE INVT TR COM 939653101 327.80 11,400 SHD SOLE 3 11,400 0 0 WASTE CONNECTIONS INC COM 941053100 18,619.20 555,631 SHD SOLE 3 555,631 0 0 WASTE CONNECTIONS INC COM 941053100 50.80 1,516 SHD OTH 3 1,516 0 0 WASTE HOLDINGS INC COM 941057101 3,698.70 587,100 SHD SOLE 3 587,100 0 0 WASTE MANAGEMENT INC COM 94106L109 521.37 19,133 SOLE 2 19,133 WASTE MANAGEMENT INC. COM 94106L109 1,139.00 41,800 SHD SHD 1 41,800 0 0 WASTE MANAGEMENT INC. COM 94106L109 77,712.20 2,851,825 SHD SOLE 3 2,677,000 0 157,825 WASTE MANAGEMENT INC. COM 94106L109 19,819.20 727,310 SHD OTH 3 81,010 0 0 WATCHGUARD TECHNOLOGIES INC COM 941105108 566.50 90,500 SHD SOLE 3 90,500 0 0 WATER PIK TECHNOLOGIES INC COM 94113U100 27.10 2,666 SHD SOLE 3 2,666 0 0 WATERS CORPORATION COM 941848103 681.60 24,370 SHD SOLE 3 20,270 0 4,100 WATERS CORPORATION COM 941848103 232.90 8,326 SHD OTH 3 8,326 0 0 WATERS CORPORATION COM 941848103 345.60 12,356 SOLE 2 12,356 WATERS CORPORATION COM 941848103 433.31 15,492 SOLE 2 15,492 WATSCO INC COM 942622200 2,752.10 154,178 SHD SOLE 3 154,178 0 0 WATSON PHARMACEUTICALS INC COM 942683103 216.72 8,000 SOLE 2 8,000 WATSON PHARMACEUTICALS INC COM 942683103 17,905.60 660,966 SHD SOLE 3 660,966 0 0 WATSON PHARMACEUTICALS INC COM 942683103 26.50 980 SHD OTH 3 980 0 0 WATSON WYATT & CO HLDGS COM 942712100 1,398.90 51,149 SHD SOLE 3 51,149 0 0 WATTS INDUSTRIES, INC CL A COM 942749102 1,770.70 105,400 SHD SOLE 3 105,400 0 0 WATTS INDUSTRIES, INC CL A COM 942749102 110.90 6,600 SHD OTH 3 6,600 0 0 WAVERIDER COMMUNICATIONS INC COM 943570101 6.12 36,000 SOLE 2 36,000 WAYPOINT FINL CORPORATION COM 946756103 26.50 1,600 SHD SOLE 3 1,600 0 0 WD 40 CO COM 929236107 18.10 600 SHD SOLE 3 600 0 0 WEATHERFORD INTERNATIONAL COM 947074100 16,582.10 348,144 SHD SOLE 3 347,244 0 900 WEATHERFORD INTERNATIONAL COM 947074100 740.60 15,550 SHD OTH 3 750 0 14,800 WEATHERFORD INTERNATIONAL INC COM 947074100 1,296.06 27,211 SOLE 2 27,211 WEBEX COMMUNICATIONS INC COM 94767L109 557.70 33,900 SHD SOLE 3 33,900 0 0 WEBMD CORPORATION COM 94769M105 1,496.26 194,825 SOLE 2 194,825 WEBMD CORPORATION COM 94769M105 487.70 63,500 SHD SOLE 3 63,500 0 0 WEBMETHODS INC COM 94768C108 318.80 18,500 SHD SOLE 3 18,500 0 0 WEBSENSE INC COM 947684106 510.70 20,300 SHD SOLE 3 20,300 0 0 WEBSENSE INC COM 947684106 362.30 14,400 SHD OTH 3 1,100 0 13,300 WEBSTER FINANCIAL CORPORATION COM 947890109 340.70 9,102 SHD SOLE 3 9,102 0 0 WEBSTER FINANCIAL CORPORATION COM 947890109 90.20 2,410 SHD OTH 3 2,410 0 0 WEIDER NUTRITION INTL INC COM 948603105 70.79 37,260 SOLE 2 37,260 WEIGHT WATCHERS INC COM 948626106 2,178.80 56,947 SHD SOLE 3 56,747 0 200 WEIGHT WATCHERS INC COM 948626106 120.50 3,150 SHD OTH 3 150 0 3,000 WEINGARTEN REALTY INVS (SBI) COM 948741103 1,130.80 22,000 SOLE 2 22,000 WEIS MARKETS INC. COM 948849104 15.20 500 SHD SOLE 3 500 0 0 WEIS MARKETS INC. COM 948849104 18.20 600 SHD OTH 3 600 0 0 WELLMAN, INC COM 949702104 227.00 13,800 SHD SOLE 3 13,800 0 0 WELLMAN, INC COM 949702104 96.10 5,840 SHD OTH 3 0 0 0 WELLPOINT HEALTH NETWORKS INC COM 94973H108 573.03 9,000 SOLE 2 9,000 WELLPOINT HEALTH NETWORKS INC COM 94973H108 655.50 10,296 SHD SOLE 3 10,296 0 0 WELLPOINT HEALTH NETWORKS INC COM 94973H108 681.00 10,696 SHD OTH 3 10,696 0 0 WELLS FARGO & CO (NEW) COM 949746101 31,778.97 643,299 SOLE 2 643,299 WELLS FARGO & CO (NEW) COM 949746101 25,019.72 506,472 SOLE 2 506,472 WELLS FARGO & CO (NEW) COM 949746101 1,684.50 34,100 SHD SHD 1 34,100 0 0 WELLS FARGO & CO (NEW) COM 949746101 192,695.80 3,900,724 SHD SOLE 3 3,713,945 0 151,965 WELLS FARGO & CO (NEW) COM 949746101 41,861.30 847,394 SHD OTH 3 85,394 0 0 WENDYS INTL INC COM 950590109 15.20 434 SHD SOLE 3 434 0 0 WERNER ENTERPRISES INC COM 950755108 8,385.50 400,265 SHD SOLE 3 400,265 0 0 WERNER ENTERPRISES INC COM 950755108 48.50 2,313 SHD OTH 3 2,313 0 0 WESBANCO INC COM 950810101 19.10 800 SHD SOLE 3 800 0 0 WESCO FINANCIAL CORPORATION COM 950817106 1,076.30 3,443 SHD SOLE 3 3,443 0 0 WESCO FINANCIAL CORPORATION COM 950817106 547.10 1,750 SHD OTH 3 200 0 1,550 WEST CORPORATION COM 952355105 436.60 13,800 SHD SOLE 3 13,800 0 0 WEST CORPORATION COM 952355105 753.00 23,800 SHD OTH 3 0 0 23,800 WEST PHARAMCEUTICAL SERVICES COM 955306105 1,555.70 51,258 SHD SOLE 3 51,258 0 0 WESTAMERICA BANCORPORATION COM 957090103 1,990.90 46,570 SHD SOLE 3 46,570 0 0 WESTAMERICA BANCORPORATION COM 957090103 77.10 1,804 SHD OTH 3 1,804 0 0 WESTERN DIGITAL CORPORATION COM 958102105 3,073.30 493,300 SHD SOLE 3 493,300 0 0 WESTERN DIGITAL CORPORATION COM 958102105 1,412.30 226,700 SHD OTH 3 15,500 0 211,200 WESTERN GAS RESOURCES INC COM 958259103 2,089.50 56,139 SHD SOLE 3 56,139 0 0 WESTERN GAS RESOURCES INC COM 958259103 941.70 25,300 SHD OTH 3 2,800 0 22,500 WESTERN MULTIPLEX CORPORATION COM 95874P107 158.45 66,019 SOLE 2 66,019 WESTERN RESOURCES INC. COM 959425109 394.40 23,000 SHD SOLE 3 23,000 0 0 WESTERN RESOURCES INC. COM 959425109 34.30 2,000 SHD OTH 3 2,000 0 0 WESTERN WIRELESS CORPORATION COM 95988E204 277.30 31,728 SOLE 2 31,728 WESTERN WIRELESS CORPORATION COM 95988E204 1,171.33 134,020 SOLE 2 134,020 WESTERN WIRELESS CORPORATION COM 95988E204 1,637.10 187,309 SHD SOLE 3 187,309 0 0 WESTPORT RES CORPORATION PFD 961418209 726.60 36,421 SOLE 2 36,421 WESTPORT RESOURCES CORPORATION NEW COM 961418100 267.20 13,600 SHD SOLE 3 13,600 0 0 WESTPORT RESOURCES CORPORATION NEW COM 961418100 690.70 35,150 SHD OTH 3 550 0 34,600 WESTWOOD ONE INC COM 961815107 22,582.93 588,864 SOLE 2 588,864 WESTWOOD ONE INC COM 961815107 173,207.10 4,516,483 SHD SOLE 3 4,515,483 0 1,000 WESTWOOD ONE INC COM 961815107 2,591.70 67,580 SHD OTH 3 41,780 0 25,800 WET SEAL INC CLASS A COM 961840105 820.00 23,503 SHD SOLE 3 23,503 0 0 WET SEAL INC CLASS A COM 961840105 464.00 13,300 SHD OTH 3 0 0 13,300 WEYERHAEUSER CO COM 962166104 31,308.30 498,064 SHD SOLE 3 495,264 0 2,800 WEYERHAEUSER CO COM 962166104 11,847.90 188,481 SHD OTH 3 13,181 0 0 WFS FINANCIAL INC COM 92923B106 304.45 12,222 SOLE 2 12,222 WGL HOLDINGS INC. COM 92924F106 1,080.20 40,215 SHD SOLE 3 40,215 0 0 WGL HOLDINGS INC. COM 92924F106 373.40 13,900 SHD OTH 3 0 0 13,900 W-H ENERGY SERVICES INC COM 92925E108 254.90 11,800 SHD SOLE 3 11,800 0 0 WHIRLPOOL CORPORATION COM 963320106 447.10 5,918 SHD SOLE 3 4,418 0 1,500 WHIRLPOOL CORPORATION COM 963320106 1,390.00 18,398 SHD OTH 3 3,398 0 0 WHITNEY HLDG CORPORATION COM 966612103 1,283.10 25,734 SHD SOLE 3 25,734 0 0 WHOLE FOODS MARKET INC COM 966837106 511.73 11,200 SOLE 2 11,200 WHOLE FOODS MARKET INC COM 966837106 3,134.30 68,600 SHD SOLE 3 65,700 0 2,900 WHOLE FOODS MARKET INC COM 966837106 29.20 638 SHD OTH 3 0 0 0 WHX CORPORATION COM 929248102 8.90 10,000 SOLE 2 10,000 WILD OATS MARKETS INC COM 96808B107 88.73 10,500 SOLE 2 10,500 WILEY JOHN & SONS CLASS A COM 968223206 655.00 25,000 SOLE 2 25,000 WILEY JOHN & SONS CLASS A COM 968223206 11,735.00 447,900 SHD SOLE 3 447,900 0 0 WILEY JOHN & SONS CLASS A COM 968223206 19.60 750 SHD OTH 3 750 0 0 WILLIAMS COMMUNICATIONS COM 969455104 0.00 0 SHD SOLE 3 0 0 0 WILLIAMS COMPANIES COM 969457100 894.57 37,970 SOLE 2 37,970 WILLIAMS COMPANIES COM 969457100 1,068.80 45,365 SOLE 2 45,365 WILLIAMS COMPANIES COM 969457100 4,533.70 192,430 SHD SOLE 3 192,430 0 0 WILLIAMS COMPANIES COM 969457100 103.90 4,410 SHD OTH 3 4,410 0 0 WILLIAMS ENERGY PARTNERS LP COM 969491109 18,130.71 464,890 SOLE 2 464,890 WILLIAMS ENERGY PARTNERS LP COM 969491109 3,112.20 79,800 SOLE 2 79,800 WILLIAMS-SONOMA INC COM 969904101 12,336.73 268,248 SOLE 2 268,248 WILLIAMS-SONOMA INC COM 969904101 17,517.40 380,895 SHD SOLE 3 380,445 0 450 WILLIAMS-SONOMA INC COM 969904101 327.40 7,120 SHD OTH 3 1,620 0 5,500 WILLIS GROUP HOLDINGS LTD COM G96655108 12,428.10 503,163 SHD SOLE 3 503,163 0 0 WILLIS GROUP HOLDINGS LTD COM G96655108 90.70 3,671 SHD OTH 3 3,671 0 0 WILMINGTON TRUST CORPORATION (NEW) COM 971807102 28,170.80 418,523 SHD SOLE 3 415,135 0 0 WILMINGTON TRUST CORPORATION (NEW) COM 971807102 1,449.50 21,534 SHD OTH 3 9,434 0 12,100 WILSON GREATBATCH TECHNOLOGIES COM 972232102 162.00 6,300 SHD SOLE 3 6,300 0 0 WIND RIVER SYSTEMS LTD COM 973149107 2.00 150 SHD SOLE 3 150 0 0 WINN-DIXIE STORES INC. COM 974280109 55.70 3,470 SHD SOLE 3 3,470 0 0 WINN-DIXIE STORES INC. COM 974280109 65.40 4,080 SHD OTH 3 4,080 0 0 WINNEBAGO INDS INC COM 974637100 4,839.30 115,250 SHD SOLE 3 115,250 0 0 WINNEBAGO INDS INC COM 974637100 1,576.70 37,550 SHD OTH 3 2,850 0 34,700 WINSTON HOTELS INC COM 97563A102 460.60 49,000 SOLE 2 49,000 WINSTON HOTELS INC COM 97563A102 6.60 700 SHD SOLE 3 700 0 0 WINTRUST FINL CORPORATION PFD 97650W108 928.60 40,425 SHD SOLE 3 40,425 0 0 WINTRUST FINL CORPORATION PFD 97650W108 70.60 3,075 SHD OTH 3 3,075 0 0 WIRELESS FACILITIES COM 97653A103 9.00 1,500 SHD SOLE 3 1,500 0 0 WIRELESS FACILITIES INC COM 97653A103 212.12 35,353 SOLE 2 35,353 WISCONSIN ENERGY CORPORATION (HLDG CO) COM 976657106 5.00 200 SHD SOLE 3 200 0 0 WITNESS SYSTEMS INC COM 977424100 17,059.50 1,212,470 SHD SOLE 3 1,209,370 0 3,100 WITNESS SYSTEMS INC COM 977424100 951.10 67,600 SHD OTH 3 24,100 0 43,500 WM WRIGLEY JR CO DEL COM 982526105 229,896.00 4,312,437 SHD SOLE 3 4,180,587 0 114,450 WM WRIGLEY JR CO DEL COM 982526105 19,419.30 364,272 SHD OTH 3 236,192 0 113,000 WMS INDS INC COM 929297109 549.10 28,900 SHD SOLE 3 28,900 0 0 WMS INDS INC COM 929297109 385.70 20,300 SHD OTH 3 0 0 20,300 WOLVERINE TUBE INC COM 978093102 101.80 11,700 SHD SOLE 3 11,700 0 0 WOODHEAD INDUSTRIES INC COM 979438108 23.10 1,300 SHD SOLE 3 1,300 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 3,985.20 57,925 SHD SOLE 3 57,925 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 96.30 1,400 SHD OTH 3 1,400 0 0 WORLD ACCESS INC COM 98141A101 0.00 785 SHD SOLE 3 0 0 785 WORLD ACCESS INC COM 98141A101 0.10 10,211 SHD OTH 3 0 0 7,069 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 1,106.70 75,800 SHD SOLE 3 75,800 0 0 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 572.30 39,200 SHD OTH 3 2,700 0 36,500 WORLDCOM INC COM 98157D106 2,782.49 412,833 SOLE 2 412,833 WORLDCOM INC COM 98157D304 3,064.09 518,459 SOLE 2 518,459 WORLDCOM INC COM 98157D106 3,327.14 493,641 SOLE 2 493,641 WORLDCOM INC COM 98157D304 496.99 84,093 SOLE 2 84,093 WORLDCOM INC CLL 98157D106 6.75 10,000 CLL SOLE 2 10,000 WORLDCOM INC. - WORLDCOM GROUP COM 98157D106 1,431.40 212,381 SHD SHD 1 212,381 0 0 WORLDCOM INC. - WORLDCOM GROUP COM 98157D106 116,153.20 17,233,412 SHD SOLE 3 17,014,643 0 162,269 WORLDCOM INC. - WORLDCOM GROUP COM 98157D106 25,002.80 3,709,619 SHD OTH 3 487,519 0 0 WORLDCOM INC.- MCI GROUP COM 98157D304 0.00 0 SHD SHD 1 0 0 0 WORLDCOM INC.- MCI GROUP COM 98157D304 1,134.00 191,874 SHD SOLE 3 190,526 0 1,348 WORLDCOM INC.- MCI GROUP COM 98157D304 160.00 27,068 SHD OTH 3 100 0 26,575 WORTHINGTON INDUSTRIES COM 981811102 639.70 41,650 SHD SOLE 3 41,650 0 0 WORTHINGTON INDUSTRIES COM 981811102 96.00 6,250 SHD OTH 3 6,250 0 0 WPS RESOURCES CORPORATION COM 92931B106 1,264.70 32,067 SHD SOLE 3 32,067 0 0 WPS RESOURCES CORPORATION COM 92931B106 690.20 17,500 SHD OTH 3 1,000 0 16,500 WTS/CEMEX S.A.DE CV WTS 151290871 88.08 33,236 SOLE 2 33,236 WTS/NEXELL THERAPEUTICS INC WTS 65332H112 2.50 16,667 SOLE 2 16,667 WTS/SALOMON SMITH BARNEY HLDGS WTS 79549C154 5.75 10,000 SOLE 2 10,000 WYETH COM 983024100 7,143.90 108,818 SOLE 2 108,818 WYETH COM 983024100 7,699.69 117,284 SOLE 2 117,284 WYETH COM 983024100 216.60 3,300 SHD SHD 1 3,300 0 0 WYETH COM 983024100 282,403.80 4,301,657 SHD SOLE 3 4,001,237 0 275,720 WYETH COM 983024100 36,371.70 554,025 SHD OTH 3 289,965 0 95,600 WYNDHAM INTERNATIONAL CLASS A COM 983101106 19.80 22,000 SOLE 2 22,000 WYNDHAM INTL COM 983101106 966.00 1,073,328 SHD SOLE 3 1,073,328 0 0 XCEL ENERGY INC COM 98389B100 253.27 9,991 SOLE 2 9,991 XCEL ENERGY INC CLL 98389B100 11.25 10,000 CLL SOLE 2 10,000 XCEL ENERGY INC. COM 98389B100 5,776.20 227,859 SHD SOLE 3 217,359 0 10,500 XCEL ENERGY INC. COM 98389B100 2,486.60 98,092 SHD OTH 3 43,792 0 0 XEROX CORPORATION COM 984121103 269.31 25,052 SOLE 2 25,052 XEROX CORPORATION COM 984121103 9,780.10 909,781 SHD SOLE 3 890,781 0 0 XEROX CORPORATION COM 984121103 2,630.90 244,736 SHD OTH 3 19,136 0 0 XICOR INC COM 984903104 329.50 31,000 SHD SOLE 3 31,000 0 0 XICOR INC COM 984903104 28.70 2,700 SHD OTH 3 2,700 0 0 XILINX INC COM 983919101 53,976.90 1,354,161 SHD SOLE 3 1,354,161 0 0 XILINX INC COM 983919101 2,855.60 71,640 SHD OTH 3 43,040 0 0 XL CAPITAL LTD CLASS A COM G98255105 438.75 4,700 SOLE 2 4,700 XL CAPITAL LTD CLASS A COM G98255105 1,484.27 15,900 SOLE 2 15,900 XL CAPITAL LTD CLASS A COM G98255105 49,859.60 534,115 SHD SOLE 3 404,988 0 118,075 XL CAPITAL LTD CLASS A COM G98255105 13,991.10 149,878 SHD OTH 3 113,778 0 28,200 XO COMMUNICATIONS INC. CLASS A COM 983764101 17.80 230,696 SHD SOLE 3 230,696 0 0 XTO ENERGY CORPORATION COM 98385X106 275.69 13,750 SOLE 2 13,750 XTO ENERGY INC. COM 98385X106 47.10 2,350 SHD SOLE 3 2,350 0 0 YAHOO! INC. COM 984332106 798.46 43,230 SOLE 2 43,230 YAHOO! INC. COM 984332106 8,874.24 480,468 SOLE 2 480,468 YAHOO! INC. COM 984332106 472.48 26,754 SHD SOLE 4 26,754 YAHOO! INC. COM 984332106 12,683.80 686,726 SHD SOLE 3 673,426 0 8,200 YAHOO! INC. COM 984332106 178.40 9,660 SHD OTH 3 9,660 0 0 YELLOW CORPORATION COM 985509108 4,256.70 161,300 SHD SOLE 3 161,300 0 0 YELLOW CORPORATION COM 985509108 1,395.60 52,885 SHD OTH 3 6,300 0 44,900 YORK INTERNATIONAL CORPORATION NEW COM 986670107 2,085.80 58,100 SHD SOLE 3 58,100 0 0 YORK INTERNATIONAL CORPORATION NEW COM 986670107 1,507.80 42,000 SHD OTH 3 1,100 0 11,500 YOUNG BROADCASTING INC CLASS A COM 987434107 12.50 500 SHD SOLE 3 500 0 0 YUKOS ADR COM 98849W108 2,268.00 18,000 SHD SOLE 3 18,000 0 0 YUKOS GDR COM 98849W207 970.20 7,700 SHD SOLE 3 7,700 0 0 YUKOS GDR COM 98849W207 21,533.40 170,900 SHD OTH 3 0 0 0 Z TEL TECHNOLOGIES INC COM 988792107 60.59 29,703 SOLE 2 29,703 ZALE CORPORATION (NEW) COM 988858106 4,476.40 110,257 SHD SOLE 3 110,257 0 0 ZALE CORPORATION (NEW) COM 988858106 1,182.80 29,134 SHD OTH 3 1,834 0 27,300 ZEBRA TECHNOLOGIES INC COM 989207105 4,491.70 83,041 SHD SOLE 3 83,041 0 0 ZEBRA TECHNOLOGIES INC COM 989207105 129.00 2,384 SHD OTH 3 2,384 0 0 ZENITH NATIONAL INS CORPORATION COM 989390109 17,605.40 602,924 SHD SOLE 3 602,924 0 0 ZENITH NATIONAL INS CORPORATION COM 989390109 200.10 6,852 SHD OTH 3 6,852 0 0 ZIMMER HLDGS INC COM 98956P102 351.80 10,332 SOLE 2 10,332 ZIMMER HLDGS INC COM 98956P102 315.03 9,252 SOLE 2 9,252 ZIMMER HOLDINGS INC. COM 98956P102 2,141.60 62,895 SHD SOLE 3 61,515 0 1,380 ZIMMER HOLDINGS INC. COM 98956P102 17.70 519 SHD OTH 3 519 0 0 ZIONS BANCORPORATION COM 989701107 1,351.36 22,800 SOLE 2 22,800 ZIONS BANCORPORATION COM 989701107 2,186.11 36,884 SOLE 2 36,884 ZIONS BANCORPORATION COM 989701107 25,217.50 425,468 SHD SOLE 3 412,568 0 12,900 ZIONS BANCORPORATION COM 989701107 189.00 3,188 SHD OTH 3 3,188 0 0 ZIXIT CORPORATION CLL 98974P100 6.50 20,000 CLL SOLE 2 20,000 ZOLL MEDICAL CORPORATION COM 989922109 284.20 7,400 SHD SOLE 3 7,400 0 0 ZOMAX INC / MN COM 989929104 152.90 20,950 SHD SOLE 3 20,950 0 0 ZOMAX INC / MN COM 989929104 27.40 3,750 SHD OTH 3 3,750 0 0 ZORAN CORPORATION COM 98975F101 202.70 4,640 SHD SOLE 3 4,640 0 0 ZORAN CORPORATION COM 98975F101 112.30 2,570 SHD OTH 3 2,570 0 0 ZYGO CORPORATION COM 989855101 970.70 59,848 SHD SOLE 3 59,848 0 0 ZYGO CORPORATION COM 989855101 413.60 25,500 SHD OTH 3 2,100 0 23,400
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