-----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, UPnrfXQzV3HfNSBuh/WwSN0dTKDq2u1a2/+k1CnIZbNVSpaYd5SW3W7Y8DONL04N u3lVgj/F8zFVVhsfEVhsDQ== 0000769993-02-000196.txt : 20020414 0000769993-02-000196.hdr.sgml : 20020414 ACCESSION NUMBER: 0000769993-02-000196 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020214 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: 133501777 STATE OF INCORPORATION: DE FISCAL YEAR END: 1126 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04981 FILM NUMBER: 02549959 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 f13f401cov.txt HOLDINGS REPORT FOR GOLDMAN SACHS GROUP, INC. ---------------------------- 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 December 31, 2001 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, February 14, 2002 ------------------------------------------ (Place and Date of Signing) Report Type: [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. EX-99 3 f13f401sum.txt SUMMARY PAGE Form 13F SUMMARY PAGE Report Summary: 4 Number of Other Included Managers: ____________ 6,103 Form 13F Information Table Entry Total: _____________ 74,932,297.23 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 ------------- ------------------------------------------ EX-99 4 f13f401inf.txt INFORMATION TABLE 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 Call Dsc Mana- SOLE SHARED NONE CLASS NUMBER (x$1000) AMOUNT (A) (B) (C) gers (A) (B) (C) - ------------------------------------------------------------------------------------------------------------------------------------ 1-800 CONTACTS, INC. COM 681977104 342.10 27,500 SH SOLE 3 27,500 0 0 1-800-FLOWERS.COM COM 68243Q106 1,231.78 78,960 SOLE 2 78,960 1-800-FLOWERS.COM COM 68243Q106 245.28 15,723 SOLE 2 15,723 3 D SYSTEMS CORP (NEW) COM 88554D205 57.00 4,000 SH SOLE 3 4,000 0 0 3COM CORP COM 885535104 7,318.40 1,147,089 SH SOLE 3 1,140,689 0 5,000 3COM CORP COM 885535104 1.30 200 SH OTH 3 200 0 0 3-D PHARMACEUTICALS COM 88554W104 163.00 19,200 SH SOLE 3 19,200 0 0 4 KIDS ENTERTAINMENT INC COM 350865101 62.10 3,100 SH SOLE 3 3,100 0 0 99 CENTS ONLY STORES COM 65440K106 90,428.10 2,373,442 SH SOLE 3 2,372,092 0 1,350 99 CENTS ONLY STORES COM 65440K106 516.20 13,500 SH OTH 3 1,250 0 12,250 A SCHULMAN INC COM 808194104 888.60 65,100 SH SOLE 3 65,100 0 0 A.C.L.N. LIMITED COM 002264161 484.80 52,300 SH SOLE 3 52,300 0 0 A.O. SMITH CORP (DEL) COM 831865209 2,373.90 121,739 SH SOLE 3 121,739 0 0 A.O. SMITH CORP (DEL) COM 831865209 106.30 5,450 SH OTH 3 5,450 0 0 AAIPHARMA INC COM 00252W104 57,295.16 2,277,232 SOLE 2 2,277,232 AAIPHARMA INC COM 00252W104 14,334.90 569,749 SH SOLE 3 569,749 0 0 AAR CORP COM 000361105 1,498.40 166,300 SH SOLE 3 166,300 0 0 AAR CORP COM 000361105 784.32 87,050 SOLE 2 87,050 AAR CORP COM 000361105 94.61 10,500 SOLE 2 10,500 AAR CORP COM 000361105 28.80 3,200 SH OTH 3 3,200 0 0 AARON RENTS INC COM 002535201 14,538.00 891,902 SH SOLE 3 891,902 0 0 AARON RENTS INC COM 002535201 82.10 5,036 SH OTH 3 5,036 0 0 ABBEY NATIONAL GROUP PFD 002920700 806.40 32,000 SOLE 2 32,000 ABBEY NATIONAL GROUP PFD 002920700 680.40 27,000 SOLE 2 27,000 ABBOTT LABORATORIES COM 002824100 500,831.46 8,983,524 SOLE 2 8,983,524 ABBOTT LABORATORIES COM 002824100 306,945.50 5,505,748 SH SOLE 3 5,087,094 0 399,325 ABBOTT LABORATORIES COM 002824100 210,848.51 3,782,036 SOLE 2 3,782,036 ABBOTT LABORATORIES COM 002824100 58,391.60 1,047,383 SH OTH 3 121,583 0 0 ABBOTT LABORATORIES COM 002824100 34,992.30 631,630 SH SOLE 4 631,630 ABBOTT LABORATORIES COM 002824100 1,438.30 25,800 SH SHD 3 25,800 0 0 ABERCROMBIE & FITCH CO. COM 002896207 13,315.40 501,900 SH SOLE 3 501,900 0 0 ABERCROMBIE & FITCH CO. COM 002896207 540.89 20,388 SOLE 2 20,388 ABERCROMBIE & FITCH CO. COM 002896207 228.20 8,600 SH SHD 3 8,600 0 0 ABERDEEN ASIA PACIFIC INCOM FD COM 003009107 239.64 62,406 SOLE 2 62,406 ABGENIX INC COM 00339B107 64.30 1,910 SH SOLE 3 1,910 0 0 ABGENIX INC COM 00339B107 22.90 680 SH OTH 3 680 0 0 ABIOMED INC COM 003654100 115.50 7,300 SH SOLE 3 7,300 0 0 ABM INDUSTRIES INC COM 000957100 16,929.00 540,000 SH SOLE 3 540,000 0 0 AC MOORE ARTS & CRAFTS INC COM 00086T103 73.80 2,500 SH SOLE 3 2,500 0 0 ACACIA RESH CORP COM 003881109 305.60 27,605 SH SOLE 3 27,605 0 0 ACACIA RESH CORP COM 003881109 36.00 3,255 SH OTH 3 3,255 0 0 ACCELERATED NETWORKS INC COM 00429P107 7.18 17,953 SOLE 2 17,953 ACCENTURE LTD COM G1150G111 21,278.40 790,432 SH SOLE 3 699,732 0 79,900 ACCENTURE LTD COM G1150G111 800.90 29,750 SH OTH 3 29,750 0 0 ACCENTURE LTD COM G1150G111 694.54 25,800 SOLE 2 25,800 ACCENTURE LTD COM G1150G111 317.40 12,000 SH SOLE 4 12,000 ACCLAIM ENTERTAINMENT INC (NEW) COM 004325205 483.40 91,200 SH SOLE 3 91,200 0 0 ACCLAIM ENTERTAINMENT INC (NEW) COM 004325205 49.80 9,400 SH OTH 3 9,400 0 0 ACCREDO HEALTH INC COM 00437V104 266.00 6,700 SH SOLE 3 6,700 0 0 ACCREDO HEALTH INC COM 00437V104 35.70 900 SH OTH 3 900 0 0 ACCRUE SOFTWARE INC COM 00437W102 9.80 16,267 SH SOLE 3 16,267 0 0 ACE LTD COM G0070K103 390.62 9,729 SOLE 2 9,729 ACE LTD COM G0070K103 16.10 400 SH SOLE 3 400 0 0 ACKERLEY COMMUNICATION INC COM 004527107 19.20 1,100 SH SOLE 3 1,100 0 0 ACLARA BIOSCIENCES INC COM 00461P106 101.40 20,000 SOLE 2 20,000 ACLN LTD PUT M01764105 212.00 10,000 PUT SOLE 2 10,000 ACTEL CORP. COM 004934105 352.40 17,700 SH SOLE 3 17,700 0 0 ACTERNA CORP COM 00503U105 192.00 48,600 SH SOLE 3 48,600 0 0 ACTION PERFORMANCE COS INC COM 004933107 1,454.00 47,500 SH SOLE 3 47,500 0 0 ACTION PERFORMANCE COS INC COM 004933107 306.10 10,000 SOLE 2 10,000 ACTION PERFORMANCE COS INC COM 004933107 76.50 2,500 SH OTH 3 2,500 0 0 ACTIVE POWER INC COM 00504W100 2,623.98 385,879 SOLE 2 385,879 ACTIVE POWER INC COM 00504W100 2,338.79 343,940 SOLE 2 343,940 ACTIVE POWER INC COM 00504W100 91.10 13,400 SH SOLE 3 13,400 0 0 ACTIVISION INC (NEW) COM 004930202 12,896.60 495,832 SH SOLE 3 495,832 0 0 ACTIVISION INC (NEW) COM 004930202 3,545.20 136,300 SH OTH 3 4,950 0 131,350 ACTRADE FINANCIAL TECH LTD COM 00507P102 35.30 1,200 SH SOLE 3 1,200 0 0 ACTUATE CORP COM 00508B102 1,951.70 370,344 SH SOLE 3 370,344 0 0 ACTUATE CORP COM 00508B102 377.04 71,545 SOLE 2 71,545 ACUITY BRANDS INC. COM 00508Y102 982.40 81,193 SH SOLE 3 81,193 0 0 ACUITY BRANDS INC. COM 00508Y102 400.50 33,100 SH OTH 3 3,600 0 29,500 ACXIOM CORP COM 005125109 1,747.00 100,000 SOLE 2 100,000 ACXIOM CORP COM 005125109 515.40 29,500 SH SOLE 3 29,500 0 0 ADAPTEC INC COM 00651F108 290.00 20,000 SOLE 2 20,000 ADAPTEC INC COM 00651F108 40.50 2,790 SH OTH 3 2,790 0 0 ADAPTEC INC COM 00651F108 11.60 800 SH SOLE 3 800 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 4,853.90 1,055,200 SH SOLE 3 1,055,200 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 2,235.16 485,904 SOLE 2 485,904 ADC TELECOMMUNICATIONS INC COM 000886101 970.10 210,900 SH OTH 3 0 0 0 ADE CORP COM 00089C107 7.00 700 SH SOLE 3 700 0 0 ADELPHIA BUSINESS SOLUTIONS IN COM 006847107 6.01 10,364 SOLE 2 10,364 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 18,271.50 586,000 SH SOLE 3 586,000 0 0 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 10,628.48 340,875 SOLE 2 340,875 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 6,569.63 210,700 SOLE 2 210,700 ADMINISTAFF INC COM 007094105 1,827.40 66,670 SH SOLE 3 66,670 0 0 ADMINISTAFF INC COM 007094105 80.90 2,950 SH OTH 3 2,950 0 0 ADOBE SYSTEMS INC COM 00724F101 35,063.30 1,129,254 SH SOLE 3 1,117,354 0 8,900 ADOBE SYSTEMS INC COM 00724F101 211.45 6,810 SOLE 2 6,810 ADOBE SYSTEMS INC COM 00724F101 152.10 4,900 SH SHD 3 4,900 0 0 ADOBE SYSTEMS INC COM 00724F101 136.60 4,400 SH OTH 3 4,400 0 0 ADOLOR CORP COM 00724X102 47.70 2,660 SH SOLE 3 2,660 0 0 ADOLPH COORS CO CLASS B COM 217016104 370.60 6,940 SH SOLE 3 6,940 0 0 ADOLPH COORS CO CLASS B COM 217016104 32.00 600 SH OTH 3 600 0 0 ADTRAN INC COM 00738A106 736.40 28,857 SH SOLE 3 28,857 0 0 ADTRAN INC COM 00738A106 33.20 1,300 SH OTH 3 1,300 0 0 ADVANCE PCS COM 00790K109 356.10 12,132 SH SOLE 3 10,732 0 1,400 ADVANCED DIGITAL INFO CORP COM 007525108 516.50 32,200 SH SOLE 3 32,200 0 0 ADVANCED ENERGY INDUSTRIES INC COM 007973100 2,895.00 108,670 SH SOLE 3 108,670 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 563.23 31,875 SOLE 2 31,875 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 374.90 21,215 SH SOLE 3 21,215 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 8.50 480 SH OTH 3 480 0 0 ADVANCED MARKETING SERVICES, INC. COM 00753T105 330.30 18,100 SH SOLE 3 18,100 0 0 ADVANCED MICRO DEVICES INC COM 007903107 2,019.00 127,300 SH OTH 3 0 0 0 ADVANCED MICRO DEVICES INC CLL 007903107 22.50 45,000 CALL SOLE 2 45,000 ADVANCED MICRO DEVICES INC COM 007903107 296.60 18,700 SH SOLE 3 9,600 0 9,100 ADVANCED MICRO DEVICES INC COM 007903107 281.52 17,750 SOLE 2 17,750 ADVANCED MICRO DEVICES INC COM 007903107 182.39 11,500 SOLE 2 11,500 ADVANCED MICRO DEVICES INC COM 007903107 219.78 11,000 SH SOLE 4 11,000 ADVANCED MICRO DEVICES INC CLL 007903107 75.00 10,000 CALL SOLE 2 10,000 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 453.93 103,400 SOLE 2 103,400 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 119.16 27,144 SOLE 2 27,144 ADVANTA CORP CLASS A COM 007942105 1,373.40 138,166 SH SOLE 3 138,166 0 0 ADVANTA CORP CLASS A COM 007942105 86.00 8,650 SH OTH 3 8,650 0 0 ADVENT SOFTWARE INC COM 007974108 1,416.50 28,358 SH SOLE 3 28,358 0 0 ADVENT SOFTWARE INC COM 007974108 33.00 660 SH OTH 3 660 0 0 ADVO INC COM 007585102 21,323.20 495,889 SH SOLE 3 495,889 0 0 ADVO INC COM 007585102 1,135.20 26,401 SH OTH 3 6,901 0 19,500 AEGON N V AMER REG COM 007924103 15,452.80 577,243 SH SOLE 3 577,243 0 0 AEGON N V AMER REG COM 007924103 1,181.01 44,117 SOLE 2 44,117 AEGON N V AMER REG COM 007924103 727.39 27,172 SOLE 2 27,172 AEP INDUSTRIES INC COM 001031103 1,749.08 73,000 SOLE 2 73,000 AEP INDUSTRIES INC COM 001031103 114.60 4,781 SH SOLE 3 4,781 0 0 AEP INDUSTRIES INC COM 001031103 28.80 1,200 SH OTH 3 1,200 0 0 AEROFLEX INC COM 007768104 411.70 21,750 SH SOLE 3 21,750 0 0 AEROGEN INC COM 007779101 80.50 23,000 SOLE 2 23,000 AES CORP. COM 00130H105 16,018.70 979,740 SH SOLE 3 958,240 0 19,500 AES CORP. COM 00130H105 2,045.70 125,120 SH OTH 3 17,020 0 0 AES CORP. COM 00130H105 1,989.26 121,667 SOLE 2 121,667 AES CORP. COM 00130H105 580.00 35,474 SOLE 2 35,474 AES CORP. COM 00130H105 343.40 21,000 SH SHD 3 21,000 0 0 AETHER SYSTEMS INC COM 00808V105 299.00 32,500 SH SOLE 3 32,500 0 0 AETHER SYSTEMS INC COM 00808V105 190.00 20,652 SOLE 2 20,652 AETNA INC CLL 00817Y108 72.50 10,000 CALL SOLE 2 10,000 AETNA INC-NEW COM 00817Y108 14,634.40 443,600 SH SOLE 3 333,200 0 110,400 AETNA INC-NEW COM 00817Y108 5,093.20 154,386 SH OTH 3 32,286 0 52,200 AFC ENTRPRS, INC. COM 00104Q107 577.70 20,350 SH SOLE 3 20,350 0 0 AFC ENTRPRS, INC. COM 00104Q107 44.00 1,550 SH OTH 3 1,550 0 0 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 2,216.32 1,595,500 SOLE 2 1,595,500 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 1,174.91 845,800 SOLE 2 845,800 AFFILIATED COMPUTER SVCS CNV 008190AD2 940.19 376,000 SOLE 2 376,000 AFFILIATED COMPUTER SVCS CNV 008190AD2 720.15 288,000 SOLE 2 288,000 AFFILIATED COMPUTER SVCS A COM 008190100 59,933.60 564,719 SH SOLE 3 542,119 0 21,900 AFFILIATED COMPUTER SVCS A COM 008190100 10,760.70 101,392 SH OTH 3 3,092 0 46,700 AFFILIATED COMPUTER SVCS A COM 008190100 222.90 2,100 SH SHD 3 2,100 0 0 AFFILIATED COMPUTER SVCS CLASS A COM 008190100 1,258.49 11,858 SOLE 2 11,858 AFFILIATED MANAGERS GROUP INC COM 008252108 41,419.10 587,672 SH SOLE 3 587,672 0 0 AFFILIATED MANAGERS GROUP INC COM 008252108 5,919.54 83,989 SOLE 2 83,989 AFFILIATED MANAGERS GROUP INC COM 008252108 2,219.30 31,488 SH OTH 3 388 0 31,100 AFFYMETRIX INC COM 00826T108 3,446.60 91,300 SH SOLE 3 89,000 0 2,300 AFFYMETRIX INC COM 00826T108 622.90 16,500 SH OTH 3 1,400 0 15,100 AFLAC CORP (NEW) COM 001055102 17,925.60 729,868 SH SOLE 3 525,511 0 197,757 AFLAC CORP (NEW) COM 001055102 1,092.60 44,489 SH OTH 3 7,689 0 0 AFLAC INC (NEW) COM 001055102 1,775.15 72,278 SOLE 2 72,278 AFLAC INC (NEW) COM 001055102 716.78 29,185 SOLE 2 29,185 AFTERMARKET TECHNOLOGY COM 008318107 155.50 9,600 SH SOLE 3 9,600 0 0 AGCO CORP COM 001084102 13,392.60 848,709 SH SOLE 3 848,709 0 0 AGCO CORP COM 001084102 673.20 42,660 SH OTH 3 8,760 0 33,900 AGERE SYSTEMS INC A COM 00845V100 20,165.40 3,544,005 SH SOLE 3 2,408,938 0 1,084,687 AGERE SYSTEMS INC A COM 00845V100 329.10 57,835 SH OTH 3 57,835 0 0 AGILE SOFTWARE CORP COM 00846X105 444.40 25,807 SOLE 2 25,807 AGILENT TECHNOLOGIES COM 00846U101 6,035.70 211,706 SH SOLE 3 195,089 0 10,017 AGILENT TECHNOLOGIES COM 00846U101 143.70 5,040 SH OTH 3 5,040 0 0 AGILENT TECHNOLOGIES INC. COM 00846U101 1,980.08 69,452 SOLE 2 69,452 AGILENT TECHNOLOGIES INC. COM 00846U101 316.46 11,100 SOLE 2 11,100 AGL RESOURCES INC COM 001204106 658.40 28,600 SH SOLE 3 28,600 0 0 AGL RESOURCES INC COM 001204106 7.80 340 SH OTH 3 340 0 0 AGRIUM INC COM 008916108 8,561.10 807,648 SH SOLE 3 807,648 0 0 AGRIUM INC COM 008916108 84.00 7,923 SH OTH 3 7,923 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 187.20 3,990 SH OTH 3 3,990 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 136.20 2,904 SH SOLE 3 2,904 0 0 AIRBORNE INC. COM 009269101 4,999.60 337,130 SH SOLE 3 337,130 0 0 AIRBORNE INC. COM 009269101 140.10 9,450 SH OTH 3 9,450 0 0 AIRGAS INC COM 009363102 527.95 34,917 SOLE 2 34,917 AIRGAS INC COM 009363102 513.30 33,950 SH SOLE 3 33,950 0 0 AIRGAS INC COM 009363102 52.20 3,450 SH OTH 3 3,450 0 0 AIRGATE PCS COM 009367103 826.70 18,150 SH SOLE 3 18,150 0 0 AIRGATE PCS COM 009367103 31.90 700 SH OTH 3 700 0 0 AIRSPAN NETWORKS INC COM 00950H102 464.71 163,056 SOLE 2 163,056 AIRTRAN HOLDINGS INC COM 00949P108 8,083.40 1,224,760 SH SOLE 3 1,224,760 0 0 AIRTRAN HOLDINGS INC COM 00949P108 100.60 15,248 SH OTH 3 15,248 0 0 AK STEEL HOLDING CORP COM 001547108 1,105.20 97,117 SH OTH 3 3,500 0 93,617 AK STEEL HOLDING CORP COM 001547108 800.00 70,300 SH SOLE 3 70,300 0 0 AKAMAI TECHNOLOGIES COM 00971T101 1,595.30 268,572 SH SOLE 3 268,572 0 0 AKAMAI TECHNOLOGIES COM 00971T101 570.50 96,050 SH OTH 3 8,850 0 87,200 AKAMAI TECHNOLOGIES INC COM 00971T101 2,805.14 472,245 SOLE 2 472,245 AKAMAI TECHNOLOGIES INC COM 00971T101 2,585.09 435,200 SOLE 2 435,200 ALABAMA NATL BANCORP DEL COM 010317105 23.60 700 SH SOLE 3 700 0 0 ALAMOSA HOLDINGS INC COM 011589108 696.10 58,350 SH SOLE 3 58,350 0 0 ALAMOSA HOLDINGS INC COM 011589108 34.60 2,900 SH OTH 3 2,900 0 0 ALASKA AIR GROUP INC COM 011659109 445.20 15,300 SH SOLE 3 15,300 0 0 ALASKA COMM SYSTEMS GROUP COM 01167P101 92.50 11,600 SH SOLE 3 11,600 0 0 ALBANY INTERNATIONAL CORP COM 012348108 156.20 7,200 SH SOLE 3 7,200 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 124.50 4,700 SH SOLE 3 4,700 0 0 ALBEMARLE CORP COM 012653101 7,156.10 298,171 SH SOLE 3 298,171 0 0 ALBEMARLE CORP COM 012653101 1,397.60 58,234 SH OTH 3 6,934 0 51,300 ALBERTO CULVER CO CLASS A COM 013068200 1,987.73 50,850 SOLE 2 50,850 ALBERTO CULVER CO CLASS A COM 013068200 406.54 10,400 SOLE 2 10,400 ALBERTO CULVER CO CLASS B CONV CNV 013068101 17,010.30 380,204 SH SOLE 3 372,404 0 7,800 ALBERTO CULVER CO CLASS B CONV CNV 013068101 6,614.80 147,850 SH OTH 3 14,050 0 27,400 ALBERTO CULVER CO CLASS B CONV CNV 013068101 268.44 6,000 SOLE 2 6,000 ALBERTO-CULVER CO CLASS A COM 013068200 2,305.80 58,986 SH SOLE 3 58,986 0 0 ALBERTO-CULVER CO CLASS A COM 013068200 28.70 733 SH OTH 3 733 0 0 ALBERTSONS INC COM 013104104 10,274.00 326,261 SH SOLE 3 277,361 0 37,600 ALBERTSONS INC COM 013104104 2,113.90 67,130 SH OTH 3 10,130 0 0 ALBERTSONS INC COM 013104104 88.20 2,800 SH SHD 3 2,800 0 0 ALCAN INC. COM 013716105 1,846.80 51,400 SH OTH 3 500 0 0 ALCAN INC. COM 013716105 164.70 4,585 SH SOLE 3 4,585 0 0 ALCATEL ALSTHOM SPON ADR COM 013904305 4,620.40 279,176 SH SOLE 3 279,176 0 0 ALCATEL SPON ADR COM 013904305 1,157.11 69,916 SOLE 2 69,916 ALCOA INC COM 013817101 67,252.70 1,891,778 SH SOLE 3 1,750,908 0 132,350 ALCOA INC COM 013817101 4,522.50 127,215 SH OTH 3 24,715 0 0 ALCOA INC COM 013817101 1,303.09 36,655 SOLE 2 36,655 ALCOA INC COM 013817101 679.47 19,113 SOLE 2 19,113 ALCOA INC COM 013817101 362.60 10,200 SH SHD 3 10,200 0 0 ALEXANDER & BALDWIN INC COM 014482103 619.40 23,200 SH SOLE 3 23,200 0 0 ALEXANDER & BALDWIN INC COM 014482103 376.50 14,100 SH OTH 3 0 0 14,100 ALEXANDERS INC. COM 014752109 46.80 822 SH SOLE 3 822 0 0 ALEXANDERS INC. COM 014752109 9.10 160 SH OTH 3 160 0 0 ALEXANDRIA REAL ESTATE COM 015271109 728.60 17,728 SH SOLE 3 17,728 0 0 ALEXANDRIA REAL ESTATE COM 015271109 78.10 1,900 SH OTH 3 1,900 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 685.50 28,050 SH SOLE 3 28,050 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 33.00 1,350 SH OTH 3 1,350 0 0 ALFA CORP COM 015385107 861.70 38,400 SH SOLE 3 38,400 0 0 ALKERMES INC COM 01642T108 105.40 4,000 SH OTH 3 4,000 0 0 ALKERMES INC COM 01642T108 68.50 2,600 SH SOLE 3 2,600 0 0 ALLEGHANY CORP (DELAWARE) COM 017175100 260.60 1,354 SH SOLE 3 1,354 0 0 ALLEGHENY ENERGY, INC. COM 017361106 7,608.92 210,075 SOLE 2 210,075 ALLEGHENY ENERGY, INC. COM 017361106 4,806.39 132,700 SOLE 2 132,700 ALLEGHENY ENERGY, INC. COM 017361106 1,217.00 33,600 SH SOLE 3 22,000 0 5,800 ALLEGHENY ENERGY, INC. COM 017361106 74.60 2,060 SH OTH 3 2,060 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 520.40 31,067 SH SOLE 3 31,067 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 1,619.40 195,339 SH SOLE 3 195,339 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 616.80 74,400 SH OTH 3 4,700 0 69,700 ALLEGIANCE TELECOM, INC. COM 01747T102 333.68 40,251 SOLE 2 40,251 ALLEGIANCE TELECOM, INC. COM 01747T102 82.90 10,000 SOLE 2 10,000 ALLEN TELECOM INC COM 018091108 371.40 43,700 SH SOLE 3 43,700 0 0 ALLEN TELECOM INC COM 018091108 362.10 42,600 SH OTH 3 3,900 0 38,700 ALLERGAN INC CNV 018490AA0 2,154.24 3,485,000 SOLE 2 3,485,000 ALLERGAN INC CNV 018490AA0 1,333.34 2,157,000 SOLE 2 2,157,000 ALLERGAN INC COM 018490102 80,873.50 1,077,595 SH SOLE 3 937,795 0 135,900 ALLERGAN INC COM 018490102 16,304.60 217,250 SH OTH 3 136,850 0 11,800 ALLERGAN INC COM 018490102 1,613.60 21,500 SH SHD 3 21,500 0 0 ALLETE, INC. COM 018522102 3,638.10 144,368 SH SOLE 3 144,368 0 0 ALLETE, INC. COM 018522102 44.60 1,768 SH OTH 3 1,768 0 0 ALLIANCE CAPITAL MANAGEMENT COM 01855A101 990.56 20,500 SOLE 2 20,500 ALLIANCE CAPITAL MNGMT COM 01855A101 6,471.20 133,924 SH SOLE 3 133,924 0 0 ALLIANCE CAPITAL MNGMT COM 01855A101 61.60 1,275 SH OTH 3 1,275 0 0 ALLIANCE GAMING CORP COM 01859P609 1,673.40 56,938 SH SOLE 3 56,938 0 0 ALLIANCE GAMING CORP COM 01859P609 784.70 26,700 SH OTH 3 0 0 26,700 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1,087.20 90,000 SOLE 2 90,000 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 603.60 49,966 SH SOLE 3 49,966 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 32.00 2,650 SH OTH 3 2,650 0 0 ALLIANT ENERGY CORP COM 018802108 637.60 21,000 SH OTH 3 0 0 21,000 ALLIANT ENERGY CORP COM 018802108 276.70 9,113 SH SOLE 3 9,113 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 651.60 8,441 SH SOLE 3 8,441 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 220.20 2,852 SH OTH 3 2,852 0 0 ALLIED CAPITAL CORP. COM 01903Q108 43,464.70 1,671,721 SH SOLE 3 1,668,421 0 3,300 ALLIED CAPITAL CORP. COM 01903Q108 869.70 33,450 SH OTH 3 1,750 0 31,700 ALLIED RISER COMMUNICATIONS COM 019496108 18.12 107,200 SOLE 2 107,200 ALLIED RISER COMMUNICATIONS CP CNV 019496AB4 1,853.60 6,620,000 SOLE 2 6,620,000 ALLIED WASTE INDUSTRIES INC COM 019589308 20,628.60 1,467,187 SH SOLE 3 1,466,687 0 500 ALLIED WASTE INDUSTRIES INC COM 019589308 1,681.60 119,600 SH OTH 3 0 0 33,200 ALLMERICA FINANCIAL CORP COM 019754100 12,071.60 270,968 SH SOLE 3 264,868 0 6,100 ALLMERICA FINANCIAL CORP COM 019754100 1,019.10 22,875 SH OTH 3 4,975 0 17,900 ALLOS THERAPEUTICS INC COM 019777101 277.11 39,929 SOLE 2 39,929 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 425.35 131,282 SOLE 2 131,282 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 33.70 10,400 SH SOLE 3 10,400 0 0 ALLSTATE CORP COM 020002101 28,981.10 859,973 SH SOLE 3 831,973 0 20,300 ALLSTATE CORP COM 020002101 3,223.17 95,643 SOLE 2 95,643 ALLSTATE CORP COM 020002101 2,683.23 79,621 SOLE 2 79,621 ALLSTATE CORP COM 020002101 810.80 24,060 SH OTH 3 22,960 0 0 ALLTEL CORP COM 020039103 29,600.20 479,510 SH SOLE 3 467,010 0 10,000 ALLTEL CORP COM 020039103 7,011.70 113,586 SH OTH 3 25,286 0 0 ALLTEL CORP COM 020039103 4,104.55 66,492 SOLE 2 66,492 ALLTEL CORP COM 020039103 383.96 6,220 SOLE 2 6,220 ALLTEL CORP COM 020039103 358.00 5,800 SH SHD 3 5,800 0 0 ALPHA INDUSTRIES INC. COM 020753109 729.20 33,448 SH SOLE 3 33,448 0 0 ALPHA INDUSTRIES INC. COM 020753109 2.20 100 SH OTH 3 100 0 0 ALPHARMA INC COM 020813101 439.10 16,600 SH SOLE 3 16,600 0 0 ALTEON INC COM 02144G107 47.78 10,500 SOLE 2 10,500 ALTERA CORP COM 021441100 1,568.24 73,904 SOLE 2 73,904 ALTERA CORP COM 021441100 1,187.00 55,940 SH SOLE 3 55,940 0 0 ALTERA CORP COM 021441100 20.60 970 SH OTH 3 970 0 0 ALTO PALERMO SA COM 02151P107 3,332.41 1,114,520 SOLE 2 1,114,520 AMAZON.COM INC COM 023135106 2,237.00 206,750 SH SOLE 3 205,050 0 500 AMAZON.COM INC COM 023135106 259.14 23,950 SOLE 2 23,950 AMAZON.COM INC COM 023135106 181.77 16,799 SOLE 2 16,799 AMAZON.COM INC CLL 023135106 27.75 10,000 CALL SOLE 2 10,000 AMAZON.COM INC COM 023135106 41.10 3,800 SH OTH 3 3,800 0 0 AMB PROPERTY CORP COM 00163T109 2,212.60 85,100 SH SOLE 3 85,100 0 0 AMB PROPERTY CORP COM 00163T109 1,892.80 72,800 SH OTH 3 2,800 0 70,000 AMBAC FINANCIAL GROUP INC COM 023139108 373,637.40 6,457,612 SH SOLE 3 6,242,755 0 212,420 AMBAC FINANCIAL GROUP INC COM 023139108 18,600.50 321,474 SH OTH 3 240,843 0 65,000 AMBAC FINANCIAL GROUP INC COM 023139108 3,209.78 55,475 SOLE 2 55,475 AMCOL INTERNATIONAL CORP COM 02341W103 618.50 85,900 SH SOLE 3 85,900 0 0 AMCORE FINANCIAL INC COM 023912108 31.30 1,400 SH SOLE 3 1,400 0 0 AMDOCS LIMITED COM G02602103 24,256.62 714,060 SOLE 2 714,060 AMDOCS LIMITED COM G02602103 22,035.12 648,664 SOLE 2 648,664 AMDOCS LIMITED COM G02602103 21,003.59 542,028 SH SOLE 4 542,028 AMDOCS LTD COM G02602103 30,565.70 899,786 SH SOLE 3 899,786 0 0 AMDOCS LTD COM G02602103 301.30 8,869 SH OTH 3 0 0 8,869 AMER GREETINGS CORP CLASS A COM 026375105 187.41 13,600 SOLE 2 13,600 AMER HOME PROD CORP COM 026609107 6,949.69 113,261 SOLE 2 113,261 AMER HOME PROD CORP COM 026609107 6,909.07 112,599 SOLE 2 112,599 AMER INTERNATIONAL GROUP INC COM 026874107 763,081.30 9,610,596 SH SOLE 3 8,978,968 0 616,107 AMER INTERNATIONAL GROUP INC COM 026874107 414,655.78 5,222,365 SOLE 2 5,222,365 AMER INTERNATIONAL GROUP INC COM 026874107 218,397.56 2,750,599 SOLE 2 2,750,599 AMER INTERNATIONAL GROUP INC COM 026874107 64,593.20 813,517 SH OTH 3 84,975 0 13,760 AMER INTERNATIONAL GROUP INC COM 026874107 32,126.75 418,317 SH SOLE 4 418,317 AMER INTERNATIONAL GROUP INC COM 026874107 2,604.80 32,806 SH SHD 3 32,806 0 0 AMERADA HESS CORP. COM 023551104 5,732.20 91,716 SH SOLE 3 91,016 0 700 AMERADA HESS CORP. COM 023551104 5,484.40 87,750 SH OTH 3 2,050 0 0 AMEREN CORP COM 023608102 122.90 2,905 SH SOLE 3 2,905 0 0 AMEREN CORP COM 023608102 58.80 1,390 SH OTH 3 1,390 0 0 AMERICA MOVIL - SERIES L COM 02364W105 18,316.10 940,250 SH OTH 3 0 0 0 AMERICA MOVIL - SERIES L COM 02364W105 2,799.40 143,706 SH SOLE 3 143,706 0 0 AMERICA MOVIL SA DE CV COM 02364W105 371.09 19,050 SOLE 2 19,050 AMERICA ONLINE LATIN AMER INC COM 02365B100 45.50 10,000 SOLE 2 10,000 AMERICA WEST COM 023657208 1,149.80 328,500 SH SOLE 3 328,500 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 1,388.10 64,926 SH SOLE 3 64,926 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 16.60 777 SH OTH 3 777 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 2,883.80 101,723 SH SOLE 3 101,723 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 61.40 2,165 SH OTH 3 2,165 0 0 AMERICAN EAGLE OUTFITTERS INC (NEW) COM 02553E106 68.00 2,600 SH SOLE 3 2,600 0 0 AMERICAN ELECTRIC POWER INC COM 025537101 4,019.30 92,333 SH SOLE 3 92,333 0 0 AMERICAN ELECTRIC POWER INC COM 025537101 111.30 2,557 SH OTH 3 2,557 0 0 AMERICAN EXPRESS CO. COM 025816109 49,635.76 1,320,100 SH SOLE 4 1,320,100 AMERICAN EXPRESS CO. COM 025816109 37,525.36 1,051,425 SOLE 2 1,051,425 AMERICAN EXPRESS CO. COM 025816109 32,629.20 914,240 SH SOLE 3 848,190 0 59,400 AMERICAN EXPRESS CO. COM 025816109 31,566.91 884,475 SOLE 2 884,475 AMERICAN EXPRESS CO. COM 025816109 330.80 9,270 SH OTH 3 9,270 0 0 AMERICAN FINANCIAL GROUP COM 025932104 352.60 14,361 SH SOLE 3 14,361 0 0 AMERICAN FINANCIAL HOLDINGS COM 026075101 30.50 1,200 SH SOLE 3 1,200 0 0 AMERICAN HEALTHCORP INC COM 02649V104 351.30 11,000 SH SOLE 3 11,000 0 0 AMERICAN HOME PRODUCTS CORP COM 026609107 254,541.00 4,148,321 SH SOLE 3 3,802,346 0 335,975 AMERICAN HOME PRODUCTS CORP COM 026609107 34,702.50 565,555 SH OTH 3 344,795 0 42,000 AMERICAN HOME PRODUCTS CORP COM 026609107 325.20 5,300 SH SHD 3 5,300 0 0 AMERICAN ITALIAN PASTA CO COM 027070101 1,050.75 25,000 SOLE 2 25,000 AMERICAN MANAGEMENT SYSTEM INC COM 027352103 5,276.30 291,829 SH SOLE 3 291,829 0 0 AMERICAN MANAGEMENT SYSTEM INC COM 027352103 611.10 33,800 SH OTH 3 0 0 33,800 AMERICAN MANAGEMENT SYSTEM INC COM 027352103 583.98 32,300 SOLE 2 32,300 AMERICAN NATL INS CO COM 028591105 3,261.60 38,782 SH SOLE 3 38,182 0 300 AMERICAN NATL INS CO COM 028591105 134.60 1,600 SH OTH 3 800 0 0 AMERICAN POWER CONVERSION CORP COM 029066107 6,569.30 454,309 SH SOLE 3 454,309 0 0 AMERICAN POWER CONVERSION CORP COM 029066107 1.40 100 SH OTH 3 100 0 0 AMERICAN SHARED HOSP SVCS COM 029595105 33.22 11,000 SOLE 2 11,000 AMERICAN STANDARD COMPANIES INC COM 029712106 52,332.80 767,005 SH SOLE 3 730,305 0 32,775 AMERICAN STANDARD COMPANIES INC COM 029712106 1,555.20 22,793 SH OTH 3 8,993 0 13,800 AMERICAN STATES WATER CO. COM 029899101 3.50 100 SH SOLE 3 100 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 67.40 5,500 SH SOLE 3 5,500 0 0 AMERICAN TOWER CORP CLASS A COM 029912201 74,466.00 7,863,361 SH SOLE 3 7,730,941 0 127,020 AMERICAN TOWER CORP CLASS A COM 029912201 3,123.80 329,859 SH OTH 3 226,859 0 87,400 AMERICAN TOWER SYSTEMS CLASS A COM 029912201 3,209.25 338,886 SOLE 2 338,886 AMERICAN TOWER SYSTEMS CLASS A COM 029912201 105.12 11,100 SOLE 2 11,100 AMERICAN WATER WORKS CO. COM 030411102 1,812.00 43,400 SH SOLE 3 43,400 0 0 AMERICAN WOODMARK CORP COM 030506109 344.00 6,400 SH SOLE 3 6,400 0 0 AMERICREDIT CORP COM 03060R101 476.41 15,100 SOLE 2 15,100 AMERIGAS PARTNERS L.P. COM 030975106 1,559.75 69,725 SOLE 2 69,725 AMERIGAS PARTNERS L.P. COM 030975106 297.52 13,300 SOLE 2 13,300 AMERISOURCEBERGEN CORP COM 03073E105 50,559.10 795,580 SH SOLE 3 649,308 0 142,672 AMERISOURCEBERGEN CORP COM 03073E105 12,571.60 197,822 SH OTH 3 14,158 0 82,795 AMERISOURCEBERGEN CORP COM 03073E105 299.07 4,706 SOLE 2 4,706 AMERISTAR CASINOS INC COM 03070Q101 157.80 6,300 SH SOLE 3 6,300 0 0 AMERITRADE HOLDING CORP CLASS A COM 03072H109 140.30 23,700 SH SOLE 3 23,500 0 100 AMERITRADE HOLDING CORP CLASS A COM 03072H109 122.50 20,700 SH OTH 3 0 0 20,700 AMERON INTERNATIONAL CORP COM 030710107 602.00 8,700 SH OTH 3 0 0 8,700 AMERON INTERNATIONAL CORP COM 030710107 330.50 4,776 SH SOLE 3 4,776 0 0 AMERUS GROUP CO. COM 03072M108 2,812.90 78,486 SH SOLE 3 78,486 0 0 AMERUS GROUP CO. COM 03072M108 548.40 15,300 SH OTH 3 1,300 0 14,000 AMETEK INC COM 031100100 431.60 13,534 SH SOLE 3 13,534 0 0 AMF BOWLING, INC. COM 03113V109 1.30 22,800 SH SOLE 3 22,800 0 0 AMGEN INC COM 031162100 247,227.90 4,380,366 SH SOLE 3 4,133,306 0 226,460 AMGEN INC COM 031162100 23,308.70 412,982 SOLE 2 412,982 AMGEN INC COM 031162100 10,780.60 191,010 SOLE 2 191,010 AMGEN INC COM 031162100 8,669.60 153,608 SH OTH 3 48,933 0 3,375 AMGEN INC PUT 031162100 135.30 98,400 PUT SOLE 2 98,400 AMGEN INC COM 031162100 1,484.40 26,300 SH SHD 3 26,300 0 0 AMGEN INC COM 031162100 787.12 14,134 SH SOLE 4 14,134 AMKOR TECHNOLOGIES INC COM 031652100 8,458.60 527,670 SH SOLE 3 521,270 0 4,300 AMKOR TECHNOLOGIES INC COM 031652100 1,022.70 63,800 SH OTH 3 0 0 63,800 AMKOR TECHNOLOGIES INC COM 031652100 801.50 50,000 SOLE 2 50,000 AMLI RESIDENTIAL PPTYS TR COM 001735109 889.00 35,250 SH SOLE 3 35,250 0 0 AMLI RESIDENTIAL PPTYS TR COM 001735109 60.50 2,400 SH OTH 3 2,400 0 0 AMPHENOL CORP COM 032095101 24,435.90 508,552 SH SOLE 3 506,602 0 1,950 AMPHENOL CORP COM 032095101 5,249.50 109,250 SH OTH 3 3,250 0 76,700 AMR CORP (DEL) COM 001765106 9,969.80 449,694 SH SOLE 3 445,094 0 4,600 AMR CORP (DEL) COM 001765106 2,897.80 130,000 SH OTH 3 9,500 0 0 AMRESCO CAPITAL TRUST COM 031919103 32.14 24,350 SOLE 2 24,350 AMSOUTH BANCORP COM 032165102 5,074.60 268,500 SH SOLE 3 268,500 0 0 AMSOUTH BANCORP COM 032165102 647.63 34,266 SOLE 2 34,266 AMSOUTH BANCORP COM 032165102 41.20 2,180 SH OTH 3 2,180 0 0 AMSURG CORP COM 03232P405 271.80 10,000 SH SOLE 3 10,000 0 0 AMVESCAP PLC SPON ADR COM 03235E100 330.83 11,400 SOLE 2 11,400 AMVESCAP PLC SPON ADR COM 03235E100 311.97 10,750 SOLE 2 10,750 AMYLIN PHARMACEUTICALS INC COM 032346108 658.10 72,000 SH SOLE 3 72,000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 166.35 18,200 SOLE 2 18,200 AMYLIN PHARMACEUTICALS INC COM 032346108 21.90 2,400 SH OTH 3 2,400 0 0 ANADARKO PETROLEUM CORP COM 032511107 97,831.70 1,720,874 SH SOLE 3 1,579,514 0 131,010 ANADARKO PETROLEUM CORP COM 032511107 8,685.50 152,780 SH OTH 3 25,780 0 0 ANADARKO PETROLEUM CORP COM 032511107 3,994.22 70,259 SOLE 2 70,259 ANADARKO PETROLEUM CORP COM 032511107 2,113.06 37,169 SOLE 2 37,169 ANADARKO PETROLEUM CORP COM 032511107 1,216.60 21,400 SH SHD 3 21,400 0 0 ANADIGICS INC. COM 032515108 1,011.10 66,300 SH SOLE 3 66,300 0 0 ANALOG DEVICES CNV 032654AD7 2,550.89 2,694,000 SOLE 2 2,694,000 ANALOG DEVICES CNV 032654AD7 1,621.06 1,712,000 SOLE 2 1,712,000 ANALOG DEVICES INC COM 032654105 27,152.70 611,684 SH SOLE 3 611,684 0 0 ANALOG DEVICES INC COM 032654105 4,231.97 95,336 SOLE 2 95,336 ANALOG DEVICES INC COM 032654105 1,916.17 40,900 SH SOLE 4 40,900 ANALOG DEVICES INC COM 032654105 1,556.49 35,064 SOLE 2 35,064 ANALOG DEVICES INC COM 032654105 91.90 2,070 SH OTH 3 2,070 0 0 ANALOGIC CORP (NEW) COM 032657207 227.20 5,900 SH SOLE 3 5,900 0 0 ANALOGIC CORP (NEW) COM 032657207 30.80 800 SH OTH 3 800 0 0 ANALYSTS INTERNATIONAL CORP COM 032681108 1.70 400 SH SOLE 3 400 0 0 ANAREN MICROWAVE INC COM 032744104 443.40 25,600 SH SOLE 3 25,600 0 0 ANAREN MICROWAVE INC COM 032744104 4.20 240 SH OTH 3 240 0 0 ANC RENTAL CORP COM 001813104 0.50 13,369 SH SOLE 3 13,369 0 0 ANCHOR BANCORP WISC.INC. COM 032839102 92.20 5,200 SH SOLE 3 5,200 0 0 ANDREW CORP COM 034425108 29,670.60 1,355,440 SH SOLE 3 1,355,440 0 0 ANDREW CORP COM 034425108 23.20 1,060 SH OTH 3 1,060 0 0 ANDRX CORP (DEL) ANDRX GRP COM 034553107 16,451.20 233,649 SH SOLE 3 229,949 0 2,800 ANDRX CORP (DEL) ANDRX GRP COM 034553107 1,082.90 15,380 SH OTH 3 4,080 0 11,300 ANGLOGOLD LTD SPONS ADR COM 035128206 1,491.80 82,600 SH OTH 3 0 0 0 ANGLOGOLD LTD SPONS ADR COM 035128206 178.80 9,900 SH SOLE 3 9,900 0 0 ANHEUSER BUSCH COS INC. COM 035229103 34,862.30 771,120 SH SOLE 3 711,392 0 49,650 ANHEUSER BUSCH COS INC. COM 035229103 28,583.48 632,238 SOLE 2 632,238 ANHEUSER BUSCH COS INC. COM 035229103 6,625.53 146,550 SOLE 2 146,550 ANHEUSER BUSCH COS INC. COM 035229103 5,469.10 120,970 SH OTH 3 15,270 0 0 ANIXTER INTERNATIONAL INC COM 035290105 7,959.10 274,356 SH SOLE 3 274,356 0 0 ANIXTER INTERNATIONAL INC COM 035290105 2,400.30 82,740 SH OTH 3 5,040 0 77,700 ANNALY MORTGAGE MANAGEMENT COM 035710409 89.60 5,600 SH SOLE 3 5,600 0 0 ANNTAYLOR STORES CORP COM 036115103 2,806.40 80,182 SH SOLE 3 80,182 0 0 ANNTAYLOR STORES CORP COM 036115103 51.10 1,459 SH OTH 3 1,459 0 0 ANNUITY AND LIFE RE COM G03910109 4,592.90 182,910 SH SOLE 3 182,910 0 0 ANNUITY AND LIFE RE COM G03910109 58.20 2,317 SH OTH 3 2,317 0 0 ANSOFT CORP COM 036384105 11.70 800 SH SOLE 3 800 0 0 ANSWERTHINK INC COM 036916104 156.70 24,000 SH SOLE 3 24,000 0 0 ANTHEM, INC. COM 03674B104 2,264.13 45,740 SOLE 2 45,740 ANTHEM, INC. COM 03674B104 2,153.25 43,500 SOLE 2 43,500 ANTHRACITE CAPITAL INC COM 037023108 37.40 3,400 SH SOLE 3 3,400 0 0 AOL TIME WARNER INC. COM 00184A105 1,074,558.10 33,475,330 SH SOLE 3 31,675,355 0 1,736,425 AOL TIME WARNER INC. COM 00184A105 106,169.60 3,307,465 SH OTH 3 788,009 0 108,510 AOL TIME WARNER INC. COM 00184A105 83,747.39 2,608,953 SOLE 2 2,608,953 AOL TIME WARNER INC. COM 00184A105 82,390.40 2,566,679 SOLE 2 2,566,679 AOL TIME WARNER INC. COM 00184A105 60,170.02 1,841,188 SH SOLE 4 1,841,188 AOL TIME WARNER INC. COM 00184A105 5,190.60 161,700 SH SHD 3 161,700 0 0 AON CORP COM 037389103 19,644.80 553,064 SH SOLE 3 553,064 0 0 AON CORP COM 037389103 872.16 24,554 SOLE 2 24,554 AON CORP COM 037389103 199.90 5,627 SH OTH 3 5,627 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 137.80 53,000 SOLE 2 53,000 APACHE CORP DPS ACES CNV 037411600 267.44 5,820 SOLE 2 5,820 APACHE CORP. COM 037411105 10,935.40 219,234 SH SOLE 3 218,134 0 1,100 APACHE CORP. COM 037411105 1,867.51 37,440 SOLE 2 37,440 APACHE CORP. COM 037411105 796.60 15,970 SH OTH 3 4,470 0 11,500 APACHE CORP. COM 037411105 713.28 14,300 SOLE 2 14,300 APACHE CORP. COM 037411105 965.70 19,360 SH SOLE 3 19,250 0 110 APACHE CORP. COM 037411105 79.70 1,597 SH OTH 3 447 0 1,150 APARTMENT INVT & MGMT CO CLASS A COM 03748R101 11,027.50 241,143 SH SOLE 3 241,143 0 0 APARTMENT INVT & MGMT CO CLASS A COM 03748R101 850.40 18,596 SOLE 2 18,596 APARTMENT INVT & MGMT CO CLASS A COM 03748R101 660.80 14,450 SH OTH 3 14,450 0 0 APHTON CORP COM 03759P101 46.70 3,200 SH SOLE 3 3,200 0 0 APOGEE ENTERPRISES INC COM 037598109 395.50 25,000 SOLE 2 25,000 APOGEE ENTERPRISES INC COM 037598109 93.30 5,900 SH SOLE 3 5,900 0 0 APOGENT TECHNOLOGY INC. COM 03760A101 17,090.60 662,428 SH SOLE 3 658,578 0 3,850 APOGENT TECHNOLOGY INC. COM 03760A101 1,073.30 41,600 SH OTH 3 2,100 0 39,500 APOLLO GROUP COM 037604105 8,853.10 196,692 SH SOLE 3 178,892 0 17,800 APOLLO GROUP COM 037604105 1,199.10 26,640 SH OTH 3 1,540 0 0 APPLE COMPUTER INC COM 037833100 5,194.30 237,181 SH SOLE 3 223,381 0 13,800 APPLE COMPUTER INC COM 037833100 1,014.89 46,342 SOLE 2 46,342 APPLE COMPUTER INC COM 037833100 894.62 40,850 SOLE 2 40,850 APPLE COMPUTER INC COM 037833100 95.30 4,350 SH OTH 3 4,350 0 0 APPLEBEE'S INTERNATIONAL INC COM 037899101 1,188.50 34,750 SH SOLE 3 34,750 0 0 APPLEBEE'S INTERNATIONAL INC COM 037899101 56.40 1,650 SH OTH 3 1,650 0 0 APPLERA CORP COM 038020103 476.74 12,140 SOLE 2 12,140 APPLERA CORP - CELERA GENOMICS GROUP COM 038020202 467.10 17,500 SH SOLE 3 17,500 0 0 APPLERA CORP - CELERA GENOMICS GROUP COM 038020202 40.80 1,530 SH OTH 3 1,530 0 0 APPLERA CORP APPLIED BIOSYSTEM COM 038020103 17,821.90 453,831 SH SOLE 3 393,531 0 60,300 APPLERA CORP APPLIED BIOSYSTEM COM 038020103 3,520.90 89,660 SH OTH 3 5,760 0 0 APPLERA CORP APPLIED BIOSYSTEM COM 038020103 353.40 9,000 SH SHD 3 9,000 0 0 APPLICA INC COM 03815A106 16.20 1,800 SH SOLE 3 1,800 0 0 APPLIED INDUSTRIAL TECH COM 03820C105 1,299.90 69,700 SH SOLE 3 69,700 0 0 APPLIED INDUSTRIAL TECH COM 03820C105 97.00 5,200 SH OTH 3 5,200 0 0 APPLIED MATERIALS INC COM 038222105 20,021.50 499,290 SH SOLE 3 471,790 0 19,800 APPLIED MATERIALS INC COM 038222105 3,791.86 94,560 SOLE 2 94,560 APPLIED MATERIALS INC COM 038222105 2,353.43 58,689 SOLE 2 58,689 APPLIED MATERIALS INC COM 038222105 1,042.60 26,000 SH OTH 3 22,100 0 0 APPLIED MATERIALS INC COM 038222105 718.08 16,050 SH SOLE 4 16,050 APPLIED MATERIALS INC COM 038222105 152.40 3,800 SH SHD 3 3,800 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 3,129.62 276,468 SOLE 2 276,468 APPLIED MICRO CIRCUITS CORP COM 03822W109 2,754.90 243,363 SH SOLE 3 243,363 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 200.25 17,690 SOLE 2 17,690 APRIA HEALTHCARE GROUP COM 037933108 1,134.20 45,386 SH SOLE 3 45,386 0 0 APRIA HEALTHCARE GROUP COM 037933108 496.40 19,864 SOLE 2 19,864 APRIA HEALTHCARE GROUP COM 037933108 374.90 15,000 SH OTH 3 0 0 15,000 APTARGROUP INC COM 038336103 342.10 9,767 SH SOLE 3 9,767 0 0 APW LTD COM G04397108 81.50 48,800 SOLE 2 48,800 AQUILA INC DEL COM 03840J106 131.70 7,700 SH SOLE 3 7,700 0 0 AQUILA, INC. COM 03840J106 239.40 14,000 SOLE 2 14,000 ARACRUZ CELULOSE S.A. COM 038496204 604.49 33,250 SOLE 2 33,250 ARADIGM CORP COM 038505103 179.28 25,250 SOLE 2 25,250 ARAMARK CORP COM 038521100 5,211.53 193,737 SOLE 2 193,737 ARAMARK CORP COM 038521100 3,774.07 140,300 SOLE 2 140,300 ARAMARK CORP COM 038521100 570.65 22,600 SH SOLE 4 22,600 ARAMARK CORP CLASS B COM 038521100 5,860.10 217,848 SH SOLE 3 216,548 0 1,300 ARAMARK CORP CLASS B COM 038521100 350.60 13,032 SH OTH 3 700 0 12,332 ARBITRON INC. COM 03875Q108 2,459.10 72,010 SH SOLE 3 72,010 0 0 ARBITRON INC. COM 03875Q108 119.50 3,500 SH OTH 3 3,500 0 0 ARCH CAPITAL GROUP LTD (COM) COM G0450A105 2.60 100 SH SOLE 3 100 0 0 ARCH CHEMICALS INC COM 03937R102 3,242.20 139,752 SH SOLE 3 139,752 0 0 ARCH CHEMICALS INC COM 03937R102 90.50 3,900 SH OTH 3 3,900 0 0 ARCH COAL INC COM 039380100 18.20 800 SH SOLE 3 800 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 26,923.90 1,876,229 SH SOLE 3 1,790,115 0 51,514 ARCHER DANIELS MIDLAND CO COM 039483102 3,313.20 230,885 SH OTH 3 58,079 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 835.64 58,233 SOLE 2 58,233 ARCHSTONE-SMITH TRUST COM 039583109 9,568.90 363,837 SH SOLE 3 360,837 0 2,000 ARCHSTONE-SMITH TRUST COM 039583109 2,649.17 100,729 SOLE 2 100,729 ARCHSTONE-SMITH TRUST COM 039583109 1,308.77 49,763 SOLE 2 49,763 ARCHSTONE-SMITH TRUST COM 039583109 1,013.40 38,531 SH OTH 3 11,131 0 27,400 ARCTIC CAT INC COM 039670104 209.10 12,300 SH SOLE 3 12,300 0 0 ARDEN REALTY GROUP INC COM 039793104 1,759.60 66,400 SH SOLE 3 66,400 0 0 AREA BANCSHARES CORP COM 039872106 29.20 1,500 SH SOLE 3 1,500 0 0 ARENA PHARMACEUTICALS INC COM 040047102 400.60 33,300 SH SOLE 3 33,300 0 0 ARGONAUT GROUP INC COM 040157109 1,698.70 86,800 SH SOLE 3 86,800 0 0 ARGOSY GAMING CO COM 040228108 19,387.00 596,155 SH SOLE 3 596,155 0 0 ARGOSY GAMING CO COM 040228108 1,495.90 46,000 SH OTH 3 1,000 0 45,000 ARGUSS COMMUNICATIONS INC COM 040282105 409.30 100,814 SOLE 2 100,814 ARIBA INC COM 04033V104 955.40 155,100 SH SOLE 3 155,100 0 0 ARKANSAS BEST CORP DEL COM 040790107 6,324.80 219,458 SH SOLE 3 219,458 0 0 ARKANSAS BEST CORP DEL COM 040790107 63.10 2,190 SH OTH 3 2,190 0 0 ARM HOLDINGS PLC SPON ADR COM 042068106 156.68 10,050 SOLE 2 10,050 ARMOR HOLDINGS INC COM 042260109 743.57 27,550 SOLE 2 27,550 ARMOR HOLDINGS INC COM 042260109 545.20 20,200 SOLE 2 20,200 ARMSTRONG HOLDINGS INC COM 042384107 5.60 1,632 SH OTH 3 0 0 0 ARQULE INC COM 04269E107 142.80 8,400 SH SOLE 3 8,400 0 0 ARRIS GROUP INC. COM 04269Q100 353.80 36,250 SH OTH 3 3,050 0 33,200 ARRIS GROUP INC. COM 04269Q100 219.10 22,450 SH SOLE 3 22,450 0 0 ARROW ELECTRONICS INC. COM 042735100 58,738.00 1,964,483 SH SOLE 3 1,780,536 0 175,141 ARROW ELECTRONICS INC. COM 042735100 2,654.00 88,761 SH OTH 3 37,161 0 51,600 ARROW ELECTRONICS INC. COM 042735100 1,076.40 36,000 SH SHD 3 36,000 0 0 ARROW INTERNATIONAL INC COM 042764100 4,237.60 106,100 SH SOLE 3 106,100 0 0 ART TECHNOLOGY GROUP COM 04289L107 396.70 114,000 SH SOLE 3 114,000 0 0 ART TECHNOLOGY GROUP COM 04289L107 79.30 22,800 SH OTH 3 8,800 0 14,000 ART TECHNOLOGY GROUP INC COM 04289L107 69.60 20,000 SOLE 2 20,000 ARTECH SYSTEMS INS COM 042902205 0.00 17,854 SH OTH 3 0 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 64.20 6,900 SH SOLE 3 6,900 0 0 ARTHUR J GALLAGHER & CO COM 363576109 5,650.40 163,828 SH SOLE 3 163,828 0 0 ARTHUR J GALLAGHER & CO COM 363576109 220.74 6,400 SOLE 2 6,400 ARTISAN COMPONENTS INC COM 042923102 1,027.00 65,000 SOLE 2 65,000 ARVINMERITOR INC . COM 043353101 744.40 37,900 SH SOLE 3 37,900 0 0 ASCENTIAL SOFTWARE CORP. COM 04362P108 508.90 125,650 SH SOLE 3 125,650 0 0 ASCENTIAL SOFTWARE CORP. COM 04362P108 450.80 111,300 SH OTH 3 0 0 111,300 ASHFORD.COM INC COM 044093102 1.00 3,600 SH SOLE 3 3,600 0 0 ASHLAND INC COM 044204105 31,848.10 691,147 SH SOLE 3 642,347 0 43,000 ASHLAND INC COM 044204105 15,183.40 329,500 SH OTH 3 67,700 0 94,100 ASIA GLOBAL CROSSING LTD COM G05330108 355.60 298,800 SH SOLE 3 298,800 0 0 ASIA SATELLITE TELECOM HLDGS COM 04516X106 164.00 10,000 SOLE 2 10,000 ASIAINFO HOLDINGS INC COM 04518A104 878.00 50,400 SH SOLE 3 50,400 0 0 ASK JEEVES INC COM 045174109 309.67 91,080 SOLE 2 91,080 ASK JEEVES INC. COM 045174109 171.10 50,315 SH SOLE 3 50,315 0 0 ASM LITHOGRAPHY HLDS - NY REG COM N07059111 701.60 41,151 SH SOLE 3 41,151 0 0 ASML HOLDING NV NY REG SHS COM N07059111 591.12 34,670 SOLE 2 34,670 ASML HOLDING NV NY REG SHS COM N07059111 293.35 17,205 SOLE 2 17,205 ASPEN TECHNOLOGY INC COM 045327103 4,009.22 238,644 SOLE 2 238,644 ASPEN TECHNOLOGY INC COM 045327103 3,596.90 214,100 SH SOLE 3 214,100 0 0 ASSOCIATED BANC CORP COM 045487105 10,915.30 309,304 SH SOLE 3 262,204 0 47,100 ASSOCIATED BANC CORP COM 045487105 1,859.10 52,680 SH OTH 3 17,700 0 34,980 ASSOCIATED BANC CORP COM 045487105 832.80 23,600 SH SHD 3 23,600 0 0 ASTORIA FINANCIAL CORP COM 046265104 838.80 31,700 SH OTH 3 0 0 31,700 ASTORIA FINANCIAL CORP COM 046265104 729.20 27,558 SH SOLE 3 27,558 0 0 ASTROPOWER INC COM 04644A101 2.00 50 SH SOLE 3 50 0 0 AT HOME CORP COM 045919107 1.60 279,775 SH SOLE 3 279,775 0 0 AT&T CANADA INC. COM 00207Q202 4,701.90 155,744 SH SOLE 3 155,744 0 0 AT&T CORP COM 001957109 118,914.60 6,555,382 SH SOLE 3 6,120,508 0 395,489 AT&T CORP COM 001957109 37,237.40 2,052,781 SH OTH 3 245,381 0 0 AT&T CORP COM 001957109 18,227.51 1,004,824 SOLE 2 1,004,824 AT&T CORP COM 001957109 9,491.16 523,217 SOLE 2 523,217 AT&T CORP COM 001957109 1,531.90 84,450 SH SHD 3 84,450 0 0 AT&T CORP COM 001957109 303.07 16,400 SH SOLE 4 16,400 AT&T WIRELESS SERVICES INC COM 00209A106 15,123.68 1,052,448 SOLE 2 1,052,448 AT&T WIRELESS SERVICES INC COM 00209A106 3,736.66 260,032 SOLE 2 260,032 AT&T WIRELESS SERVICES INC COM 00209A106 379.82 28,345 SH SOLE 4 28,345 AT&T WIRELESS SERVICES INC. COM 00209A106 202,723.60 14,107,415 SH SOLE 3 12,760,98 0 1,271,833 AT&T WIRELESS SERVICES INC. COM 00209A106 42,907.50 2,985,909 SH OTH 3 420,793 0 1 AT&T WIRELESS SERVICES INC. COM 00209A106 3,151.90 219,337 SH SHD 3 219,337 0 0 ATLANTIC COAST AIRLINES INC COM 048396105 1,779.40 76,400 SH SOLE 3 76,400 0 0 ATLANTIC COAST AIRLINES INC COM 048396105 892.00 38,300 SH OTH 3 3,100 0 35,200 ATLAS AIR WORLDWIDE HOLDINGS, INC. COM 049164106 7,436.30 507,600 SH SOLE 3 507,600 0 0 ATMEL CORP. COM 049513104 1,510.11 204,900 SOLE 2 204,900 ATMEL CORP. COM 049513104 1,263.30 171,405 SH SOLE 3 167,905 0 3,500 ATMEL CORP. COM 049513104 247.80 30,000 SH SOLE 4 30,000 ATMEL CORP. CLL 049513104 17.63 15,000 CALL SOLE 2 15,000 ATMI INC COM 00207R101 437.74 18,354 SOLE 2 18,354 ATMI INC COM 00207R101 23.90 1,000 SH SOLE 3 1,000 0 0 ATMOS ENERGY CORP COM 049560105 2,760.90 129,924 SH SOLE 3 129,924 0 0 ATMOS ENERGY CORP COM 049560105 33.90 1,595 SH OTH 3 1,595 0 0 ATPLASTIC INC COM 001947100 27.30 20,000 SOLE 2 20,000 ATRIX LAB INC COM 04962L101 10.30 500 SH SOLE 3 500 0 0 ATWOOD OCEANICS INC COM 050095108 896.90 25,737 SH SOLE 3 25,737 0 0 AUDIOCODES LTD COM M15342104 56.50 10,000 SOLE 2 10,000 AUDIOVOX CORP CLASS A COM 050757103 1,310.70 175,700 SH SOLE 3 175,700 0 0 AUDIOVOX CORP CLASS A COM 050757103 464.40 62,250 SH OTH 3 6,750 0 55,500 AUTOBYTEL INC COM 05275N106 31.72 18,386 SOLE 2 18,386 AUTODESK INC COM 052769106 4,944.40 132,664 SH SOLE 3 132,164 0 500 AUTODESK INC COM 052769106 1,941.80 52,100 SH OTH 3 2,100 0 50,000 AUTOLIV INC COM 052800109 521.00 25,650 SH SOLE 3 25,650 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 426,154.58 7,235,222 SOLE 2 7,235,222 AUTOMATIC DATA PROCESSING INC COM 053015103 178,117.37 3,024,064 SOLE 2 3,024,064 AUTOMATIC DATA PROCESSING INC COM 053015103 90,148.03 1,574,638 SH SOLE 4 1,574,638 AUTOMATIC DATA PROCESSING INC COM 053015103 52,100.20 884,554 SH SOLE 3 867,054 0 16,300 AUTOMATIC DATA PROCESSING INC COM 053015103 3,167.10 53,770 SH OTH 3 8,970 0 0 AUTONATION INC. COM 05329W102 21,362.90 1,732,594 SH SOLE 3 1,723,294 0 9,300 AUTONATION INC. COM 05329W102 541.30 43,900 SH SHD 3 43,900 0 0 AUTONATION INC. COM 05329W102 255.20 20,700 SH OTH 3 20,700 0 0 AUTONATION, INC. COM 05329W102 4,851.39 393,462 SOLE 2 393,462 AUTOZONE INC COM 053332102 67,608.00 941,615 SH SOLE 3 924,515 0 11,400 AUTOZONE INC COM 053332102 14,489.20 201,800 SH OTH 3 8,900 0 81,100 AUTOZONE INC COM 053332102 430.80 6,000 SH SHD 3 6,000 0 0 AVALONBAY COMMUNITIES INC COM 053484101 593.41 12,543 SOLE 2 12,543 AVALONBAY COMMUNITIES INC COM 053484101 223.11 4,716 SOLE 2 4,716 AVALONBAY COMMUNITIES INC. COM 053484101 8,515.80 180,000 SH SOLE 3 179,100 0 900 AVALONBAY COMMUNITIES INC. COM 053484101 3,482.00 73,600 SH OTH 3 16,200 0 57,400 AVANEX COM 05348W109 915.10 155,100 SH SOLE 3 155,100 0 0 AVANEX CORP COM 05348W109 268.00 40,000 SH SOLE 4 40,000 AVANEX CORP COM 05348W109 60.06 10,179 SOLE 2 10,179 AVANT CORP COM 053487104 2,644.20 129,050 SH SOLE 3 129,050 0 0 AVANT CORP COM 053487104 44.10 2,150 SH OTH 3 2,150 0 0 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 4.80 1,200 SH SOLE 3 1,200 0 0 AVANTGO INC. COM 05349M100 406.30 116,092 SH OTH 3 0 0 116,092 AVAYA INC. COM 053499109 3,738.81 307,721 SOLE 2 307,721 AVAYA INC. COM 053499109 202.32 16,652 SOLE 2 16,652 AVENTIS SPONS ADR COM 053561106 1,996.52 28,120 SOLE 2 28,120 AVENTIS SPONS ADR COM 053561106 720.30 10,145 SOLE 2 10,145 AVERY DENNISON CORP COM 053611109 10,131.40 179,222 SH SOLE 3 171,222 0 4,200 AVERY DENNISON CORP COM 053611109 2,672.20 47,270 SH OTH 3 6,770 0 0 AVIALL INC COM 05366B102 286.10 37,900 SH SOLE 3 37,900 0 0 AVIALL INC COM 05366B102 151.00 20,000 SOLE 2 20,000 AVICI SYS INC COM 05367L109 306.83 105,439 SOLE 2 105,439 AVICI SYSTEMS COM 05367L109 485.10 166,700 SH SOLE 3 166,700 0 0 AVID TECHNOLOGY INC COM 05367P100 2,432.48 200,204 SOLE 2 200,204 AVID TECHNOLOGY INC COM 05367P100 941.60 77,500 SH SOLE 3 77,500 0 0 AVID TECHNOLOGY INC COM 05367P100 37.70 3,100 SH OTH 3 3,100 0 0 AVIGEN INC COM 053690103 23.00 2,000 SH SOLE 3 2,000 0 0 AVIRON COM 053762100 64.60 1,300 SH OTH 3 1,300 0 0 AVIRON COM 053762100 2.50 50 SH SOLE 3 50 0 0 AVISTA CORP COM 05379B107 1,842.10 138,922 SH SOLE 3 138,922 0 0 AVISTA CORP COM 05379B107 917.60 69,200 SH OTH 3 4,100 0 65,100 AVNET INC. COM 053807103 53,906.80 2,116,483 SH SOLE 3 2,089,983 0 20,800 AVNET INC. COM 053807103 10,010.70 393,037 SH OTH 3 37,737 0 94,500 AVNET INC. COM 053807103 899.10 35,300 SH SHD 3 35,300 0 0 AVOCENT CORP COM 053893103 11,010.00 454,022 SH SOLE 3 454,022 0 0 AVOCENT CORP COM 053893103 923.90 38,100 SH OTH 3 17,100 0 21,000 AVON PRODUCTS INC. COM 054303102 114,847.00 2,469,827 SH SOLE 3 2,378,567 0 83,060 AVON PRODUCTS INC. COM 054303102 10,887.00 234,129 SH OTH 3 37,996 0 10,400 AVON PRODUCTS INC. COM 054303102 665.00 14,300 SH SHD 3 14,300 0 0 AVX CORP NEW COM 002444107 25,548.00 1,083,003 SH SOLE 3 958,503 0 123,000 AVX CORP NEW COM 002444107 3,862.60 163,740 SH OTH 3 20,740 0 41,200 AVX CORP NEW COM 002444107 379.80 16,100 SH SHD 3 16,100 0 0 AXA-UAP COM 054536107 670.12 31,880 SOLE 2 31,880 AXA-UAP COM 054536107 105.10 5,000 SH SOLE 3 5,000 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 652.70 50,637 SH SOLE 3 50,637 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 478.50 37,123 SH OTH 3 823 0 36,300 AXIOHM TRANSACTION SOLUTIONS INC COM 054602107 0.30 26,362 SH OTH 3 0 0 26,362 AXONYX INC COM 05461R101 35.20 10,000 SOLE 2 10,000 AXT INC COM 00246W103 542.30 37,580 SH SOLE 3 37,580 0 0 AZTAR CORP COM 054802103 3,532.80 193,050 SH SOLE 3 193,050 0 0 AZTAR CORP COM 054802103 194.90 10,650 SH OTH 3 10,650 0 0 BAAN COMPANY N.V. (USD) COM N08044104 15.70 7,274 SH SOLE 3 7,274 0 0 BACKWEB TECHNOLOGIES LTD ORDS COM M15633106 52.83 39,128 SOLE 2 39,128 BAKER (MICHAEL) CORP COM 057149106 8,534.80 561,500 SH SOLE 3 561,500 0 0 BAKER HUGHES INC COM 057224107 29,220.90 801,232 SH SOLE 3 690,332 0 103,975 BAKER HUGHES INC COM 057224107 8,034.40 220,301 SH OTH 3 27,700 0 0 BAKER HUGHES INC COM 057224107 288.10 7,900 SH SHD 3 7,900 0 0 BALDOR ELECTRIC CO COM 057741100 1,735.30 83,028 SH SOLE 3 83,028 0 0 BALDOR ELECTRIC CO COM 057741100 21.90 1,050 SH OTH 3 1,050 0 0 BALDWIN & LYONS INC CLASS B COM 057755209 17.90 700 SH SOLE 3 700 0 0 BALL CORP COM 058498106 23,570.00 333,380 SH SOLE 3 321,980 0 11,400 BALL CORP COM 058498106 8,544.10 120,850 SH OTH 3 7,350 0 5,800 BANCO SANTANDER CHILE-SP ADR COM 05965F108 8,136.90 437,000 SH OTH 3 0 0 0 BANCO SANTANDER CHILE-SP ADR COM 05965F108 1,050.20 56,400 SH SOLE 3 56,400 0 0 BANCO SANTIAGO SA ADR COM 05965L105 2,816.80 126,600 SH OTH 3 0 0 0 BANCO SANTIAGO SA ADR COM 05965L105 389.40 17,500 SH SOLE 3 17,500 0 0 BANCOLOMBIA S.A. SPONS ADR COM 05968L102 600.60 385,000 SOLE 2 385,000 BANCORP SOUTH INC COM 059692103 146.50 8,825 SH SOLE 3 8,825 0 0 BANCORP SOUTH INC COM 059692103 54.00 3,250 SH OTH 3 3,250 0 0 BANCWEST CORP COM 059790105 10.50 300 SH SOLE 3 300 0 0 BANDAG INC COM 059815100 2,023.30 58,208 SH SOLE 3 58,208 0 0 BANDAG INC COM 059815100 1,197.50 34,450 SH OTH 3 1,750 0 32,700 BANK NEW YORK INC COM 064057102 4,545.12 111,400 SOLE 2 111,400 BANK NEW YORK INC COM 064057102 415.75 10,190 SOLE 2 10,190 BANK NORTH GROUP INC. NEW COM 06646R107 1,108.50 49,221 SH SOLE 3 49,221 0 0 BANK NORTH GROUP INC. NEW COM 06646R107 766.60 34,041 SH OTH 3 241 0 33,800 BANK OF AMERICA CORP COM 060505104 398,403.20 6,328,883 SH SOLE 3 5,972,813 0 326,200 BANK OF AMERICA CORP COM 060505104 72,866.20 1,157,525 SH OTH 3 183,325 0 0 BANK OF AMERICA CORP COM 060505104 4,885.90 77,616 SH SHD 3 77,616 0 0 BANK OF AMERICA CORP (NEW) COM 060505104 24,289.95 385,861 SOLE 2 385,861 BANK OF AMERICA CORP (NEW) COM 060505104 15,052.67 239,121 SOLE 2 239,121 BANK OF NEW YORK INC COM 064057102 13,365.70 327,590 SH SOLE 3 308,290 0 17,700 BANK OF NEW YORK INC COM 064057102 583.80 14,310 SH OTH 3 14,310 0 0 BANK ONE CORP COM 06423A103 53,715.20 1,375,549 SH SOLE 3 1,260,224 0 107,550 BANK ONE CORP COM 06423A103 12,562.80 321,710 SH OTH 3 24,110 0 0 BANK ONE CORP (NEW) COM 06423A103 12,198.13 312,372 SOLE 2 312,372 BANK ONE CORP (NEW) COM 06423A103 5,566.66 142,552 SOLE 2 142,552 BANK PLUS CORP COM 064446107 123.42 17,000 SOLE 2 17,000 BANKUNITED FINANCIAL CORP CLASS A COM 06652B103 221.30 14,900 SH SOLE 3 14,900 0 0 BANNER CORP COM 06652V109 57.50 3,400 SH SOLE 3 3,400 0 0 BANTA CORP COM 066821109 2,300.60 77,934 SH SOLE 3 77,934 0 0 BANTA CORP COM 066821109 24.80 840 SH OTH 3 840 0 0 BARCLAYS PLC, ADR COM 06738E204 13.50 100 SH SOLE 3 0 0 0 BARD C R INC N J COM 067383109 1,410.00 21,860 SH OTH 3 60 0 21,800 BARD C R INC N J COM 067383109 569.70 8,833 SH SOLE 3 8,833 0 0 BARNES & NOBLE, INC COM 067774109 8,572.20 289,602 SH SOLE 3 289,602 0 0 BARNES GROUP INC COM 067806109 271.10 11,300 SH SOLE 3 11,300 0 0 BARNESANDNOBLE.COM INC. COM 067846105 43.12 28,000 SOLE 2 28,000 BARR LABS INC COM 068306109 178.70 2,251 SH SOLE 3 2,251 0 0 BARR LABS INC COM 068306109 7.90 100 SH OTH 3 100 0 0 BARRA INC COM 068313105 11,119.00 236,123 SH SOLE 3 234,923 0 1,200 BARRA INC COM 068313105 623.90 13,250 SH OTH 3 1,850 0 11,400 BARRA INC COM 068313105 494.45 10,500 SOLE 2 10,500 BARRICK GOLD CORP COM 067901108 4,397.00 275,674 SH SOLE 3 275,674 0 0 BARRICK GOLD CORP COM 067901108 3,091.10 193,800 SH OTH 3 5,700 0 0 BARRICK GOLD CORP COM 067901108 397.62 23,500 SH SOLE 4 23,500 BARRICK GOLD CORP COM 067901108 199.38 12,500 SOLE 2 12,500 BARRICK GOLD CORP COM 067901108 185.02 11,600 SOLE 2 11,600 BARRICK GOLD CORP COM 067901108 161.10 10,100 SH SHD 3 10,100 0 0 BAUSCH & LOMB INC COM 071707103 67.80 1,800 SH SOLE 3 1,800 0 0 BAXTER INTERNATIONAL INC COM 071813109 997.95 18,608 SOLE 2 18,608 BAXTER INTERNATIONAL INC COM 071813109 750.82 14,000 SOLE 2 14,000 BAXTER INTERNATIONAL INC COM 071813109 23,939.50 446,382 SH SOLE 3 302,082 0 141,875 BAXTER INTERNATIONAL INC COM 071813109 14,943.50 278,640 SH OTH 3 21,940 0 0 BAXTER INTERNATIONAL INC COM 071813109 246.70 4,600 SH SHD 3 4,600 0 0 BAY VIEW CAPITAL CORP COM 07262L101 672.90 91,801 SOLE 2 91,801 BAY VIEW CAPITAL CORP COM 07262L101 280.00 38,200 SH SOLE 3 38,200 0 0 BAY VIEW CAPITAL CORP COM 07262L101 2.50 342 SH OTH 3 342 0 0 BB&T CORP COM 054937107 20,375.20 564,254 SH SOLE 3 556,554 0 7,700 BB&T CORP COM 054937107 3,594.00 99,530 SH OTH 3 9,730 0 0 BB&T CORP COM 054937107 809.41 22,415 SOLE 2 22,415 BB&T CORP COM 054937107 245.73 6,805 SOLE 2 6,805 BCE INC COM 05534B109 33,074.60 1,450,640 SH SOLE 3 1,429,140 0 14,200 BCE INC COM 05534B109 3,607.00 158,200 SH OTH 3 27,300 0 0 BCE INC COM 05534B109 378.50 16,600 SH SHD 3 16,600 0 0 BE AEROSPACE INC COM 073302101 196.20 21,400 SH SOLE 3 21,400 0 0 BE FREE INC COM 073308108 410.67 193,710 SOLE 2 193,710 BEA SYSTEMS INC CNV 073325AD4 3,310.98 3,932,000 SOLE 2 3,932,000 BEA SYSTEMS INC COM 073325102 6,105.70 396,474 SOLE 2 396,474 BEA SYSTEMS INC CNV 073325AD4 246.72 293,000 SOLE 2 293,000 BEA SYSTEMS INC COM 073325102 3,696.00 240,003 SH SOLE 3 227,403 0 12,600 BEA SYSTEMS INC COM 073325102 1,038.73 67,450 SOLE 2 67,450 BEA SYSTEMS INC COM 073325102 483.37 24,290 SH SOLE 4 24,290 BEA SYSTEMS INC COM 073325102 10.80 700 SH OTH 3 700 0 0 BEAR STEARNS COS. INC. COM 073902108 92,249.80 1,573,154 SH SOLE 3 1,537,354 0 28,500 BEAR STEARNS COS. INC. COM 073902108 21,225.30 361,960 SH OTH 3 54,860 0 0 BEAR STEARNS COS. INC. COM 073902108 2,404.20 41,000 SH SHD 3 41,000 0 0 BEAZER HOMES USA INC. COM 07556Q105 5,547.20 75,812 SH SOLE 3 75,812 0 0 BEAZER HOMES USA INC. COM 07556Q105 195.50 2,672 SH OTH 3 2,672 0 0 BEBE STORES INC COM 075571109 33.60 1,800 SH SOLE 3 1,800 0 0 BECKMAN COULTER INC COM 075811109 239.22 5,400 SOLE 2 5,400 BECKMAN COULTER INC. COM 075811109 5,916.10 133,547 SH SOLE 3 133,547 0 0 BECKMAN COULTER INC. COM 075811109 4,396.30 99,240 SH OTH 3 440 0 75,100 BECTON DICKINSON & CO COM 075887109 41.80 1,260 SH OTH 3 1,260 0 0 BECTON DICKINSON & CO COM 075887109 41.40 1,250 SH SOLE 3 1,250 0 0 BED BATH & BEYOND INC COM 075896100 12,146.30 358,298 SH SOLE 3 342,548 0 10,650 BED BATH & BEYOND INC COM 075896100 833.60 24,590 SH OTH 3 16,990 0 7,600 BED BATH & BEYOND INC COM 075896100 358.66 10,580 SOLE 2 10,580 BEDFORD PROPERTIES INV COM 076446301 2,288.20 101,700 SH SOLE 3 101,700 0 0 BEDFORD PROPERTY INVESTORS INC COM 076446301 605.16 26,896 SOLE 2 26,896 BEI TECHNOLOGIES INC COM 05538P104 654.10 37,508 SH SOLE 3 37,508 0 0 BEI TECHNOLOGIES INC COM 05538P104 400.20 22,950 SH OTH 3 1,750 0 21,200 BELDEN INC. COM 077459105 10,987.80 466,572 SH SOLE 3 466,572 0 0 BELDEN INC. COM 077459105 205.50 8,724 SH OTH 3 8,724 0 0 BELL MICROPRODUCTS INC COM 078137106 30.30 2,400 SH SOLE 3 2,400 0 0 BELLSOUTH CORP COM 079860102 70,216.60 1,840,541 SH SOLE 3 1,768,841 0 64,600 BELLSOUTH CORP COM 079860102 17,169.40 450,050 SH OTH 3 63,050 0 0 BELLSOUTH CORP COM 079860102 1,601.54 41,980 SOLE 2 41,980 BELLSOUTH CORP COM 079860102 1,518.40 39,800 SH SHD 3 39,800 0 0 BELLSOUTH CORP COM 079860102 714.55 18,730 SOLE 2 18,730 BELO CORP A COM 080555105 21,782.00 1,161,704 SH SOLE 3 1,140,184 0 21,520 BELO CORP A COM 080555105 323.30 17,243 SH OTH 3 7,247 0 4,850 BELO CORP SER A COM 080555105 742.73 39,612 SOLE 2 39,612 BEMIS COMPANY COM 081437105 3,413.10 69,400 SH OTH 3 0 0 28,000 BEMIS COMPANY COM 081437105 307.40 6,251 SH SOLE 3 6,251 0 0 BENCHMARK ELECTRONICS INC COM 08160H101 1,964.80 103,629 SH SOLE 3 103,629 0 0 BENCHMARK ELECTRONICS INC COM 08160H101 454.10 23,950 SH OTH 3 2,950 0 21,000 BENIHANA INC CLASS A (NEW) COM 082047200 6,762.00 449,300 SH SOLE 3 449,300 0 0 BERKSHIRE HATHAWAY INC CLASS A COM 084670108 15,951.60 211 SOLE 2 211 BERKSHIRE HATHAWAY INC CLASS A COM 084670108 11,642.40 154 SH SOLE 3 154 0 0 BERKSHIRE HATHAWAY INC CLASS A COM 084670108 4,914.00 65 SOLE 2 65 BERKSHIRE HATHAWAY INC. CLASS B COM 084670207 3,085.55 1,222 SOLE 2 1,222 BERKSHIRE HATHAWAY INC. CLASS B COM 084670207 2,567.93 1,017 SOLE 2 1,017 BERKSHIRE HATHAWAY INC. CLASS B COM 084670207 252.50 100 SH SOLE 3 100 0 0 BERRY PETROLEUM CO CLASS A COM 085789105 11,613.30 739,700 SH SOLE 3 739,700 0 0 BERRY PETROLEUM CO CLASS A COM 085789105 157.00 10,000 SOLE 2 10,000 BEST BUY CO INC COM 086516101 212.27 2,850 SOLE 2 2,850 BEST BUY CO. INC. COM 086516101 124,532.90 1,672,032 SH SOLE 3 1,597,032 0 65,900 BEST BUY CO. INC. COM 086516101 21,781.20 292,444 SH OTH 3 26,444 0 0 BEST BUY CO. INC. COM 086516101 2,294.00 30,800 SH SHD 3 30,800 0 0 BEVERLY ENTERPRISES INC COM 087851309 14,668.60 1,705,653 SH SOLE 3 1,705,653 0 0 BEVERLY ENTERPRISES INC COM 087851309 3,655.90 425,105 SH OTH 3 22,205 0 214,700 BIG LOTS, INC. COM 089302103 148.70 14,300 SH SOLE 3 14,300 0 0 BINDVIEW DEVELOPMENT CORP COM 090327107 60.30 30,000 SOLE 2 30,000 BINGHAM FINL SVCS CORP COM 090433103 69.75 46,500 SOLE 2 46,500 BIO TECHNOLOGY GEN CORP COM 090578105 613.10 74,500 SH SOLE 3 74,500 0 0 BIO TECHNOLOGY GEN CORP COM 090578105 30.50 3,700 SH OTH 3 3,700 0 0 BIOCRYST PHARMACEUTICALS INC COM 09058V103 41.58 10,500 SOLE 2 10,500 BIOGEN INC COM 090597105 6,642.10 115,817 SH SOLE 3 115,817 0 0 BIOGEN INC COM 090597105 1,329.37 23,180 SOLE 2 23,180 BIOGEN INC COM 090597105 709.88 12,378 SOLE 2 12,378 BIOGEN INC PUT 090597105 67.00 10,000 PUT SOLE 2 10,000 BIOGEN INC COM 090597105 174.70 3,046 SH OTH 3 3,046 0 0 BIOJECT MEDICAL TECHNOLOGIES COM 09059T206 125.90 10,000 SOLE 2 10,000 BIOMET INC COM 090613100 1,761.40 57,003 SH SOLE 3 57,003 0 0 BIOMET INC COM 090613100 203.90 6,600 SH SHD 3 6,600 0 0 BIOMET INC COM 090613100 51.00 1,650 SH OTH 3 1,650 0 0 BIOPURE CORP COM 09065H105 386.50 27,200 SH SOLE 3 27,200 0 0 BIO-RAD LAB CLASS A COM 090572207 1,030.20 16,275 SH SOLE 3 16,275 0 0 BIOSITE INC COM 090945106 476.92 25,962 SOLE 2 25,962 BIOSITE INC COM 090945106 413.30 22,500 SH SOLE 3 22,500 0 0 BIOVAIL CORP INTERNATIONAL COM 09067J109 16,553.70 294,288 SH SOLE 3 292,538 0 1,750 BIOVAIL CORP INTERNATIONAL COM 09067J109 1,125.00 20,000 SH OTH 3 4,100 0 15,900 BISYS GROUP INC COM 055472104 13,041.16 203,800 SOLE 2 203,800 BISYS GROUP INC COM 055472104 9,133.40 142,732 SH SOLE 3 142,732 0 0 BISYS GROUP INC COM 055472104 1,606.10 25,100 SH OTH 3 0 0 5,900 BJ SERVICES CO. COM 055482103 5,963.90 183,787 SH SOLE 3 164,887 0 18,900 BJ SERVICES CO. COM 055482103 5,435.40 167,500 SH OTH 3 0 0 0 BJ SERVICES CO. COM 055482103 1,898.97 58,520 SOLE 2 58,520 BJ SERVICES CO. COM 055482103 181.70 5,600 SH SHD 3 5,600 0 0 BJ'S WHOLESALE CLUB INC COM 05548J106 14,268.60 323,550 SH SOLE 3 301,650 0 21,300 BJ'S WHOLESALE CLUB INC COM 05548J106 1,301.00 29,500 SH OTH 3 1,500 0 0 BLACK & DECKER CORP COM 091797100 1,095.79 29,043 SOLE 2 29,043 BLACK & DECKER CORP COM 091797100 90.20 2,390 SH SOLE 3 2,390 0 0 BLACK & DECKER CORP COM 091797100 77.30 2,050 SH OTH 3 2,050 0 0 BLACK BOX CORP (DE) COM 091826107 7,129.20 134,819 SH SOLE 3 134,819 0 0 BLACK BOX CORP (DE) COM 091826107 2,685.80 50,790 SH OTH 3 390 0 50,400 BLACK HILLS CORP COM 092113109 1,170.90 34,600 SH SOLE 3 34,600 0 0 BLACK HILLS CORP COM 092113109 994.90 29,400 SH OTH 3 0 0 29,400 BLACKROCK INC COM 09247X101 9,011.50 216,102 SH SOLE 3 216,102 0 0 BLACKROCK INC COM 09247X101 927.50 22,242 SH OTH 3 4,742 0 17,500 BLOCKBUSTER INC COM 093679108 4,549.40 180,531 SH SOLE 3 176,631 0 2,900 BLOCKBUSTER INC COM 093679108 409.50 16,250 SOLE 2 16,250 BLOCKBUSTER INC COM 093679108 395.60 15,700 SH OTH 3 1,200 0 14,500 BLUE MARTINI SOFTWARE INC COM 095698106 948.15 315,000 SOLE 2 315,000 BLUE RHINO CORP COM 095811105 76.92 12,820 SOLE 2 12,820 BLUEGREEN CORP COM 096231105 39.00 19,500 SOLE 2 19,500 BLYTH INC. COM 09643P108 31.30 1,347 SH SOLE 3 1,347 0 0 BMC SOFTWARE INC COM 055921100 1,438.10 87,850 SH SOLE 3 82,050 0 5,800 BMC SOFTWARE INC COM 055921100 538.23 32,879 SOLE 2 32,879 BMC SOFTWARE INC COM 055921100 315.53 19,275 SOLE 2 19,275 BMC SOFTWARE INC COM 055921100 38.50 2,350 SH OTH 3 2,350 0 0 BOARDWALK EQUITIES INC COM 096613104 3,191.50 436,000 SH SOLE 3 436,000 0 0 BOARDWALK EQUITIES INC COM 096613104 163.20 22,300 SH OTH 3 22,300 0 0 BOCA RESORTS INC - CLASS A COM 09688T106 131.00 10,000 SOLE 2 10,000 BOCA RESORTS INC - CLASS A COM 09688T106 21.00 1,600 SH SOLE 3 1,600 0 0 BOEING COMPANY COM 097023105 48,197.10 1,242,835 SH SOLE 3 1,212,035 0 27,600 BOEING COMPANY COM 097023105 24,541.10 632,830 SH OTH 3 41,530 0 0 BOEING COMPANY COM 097023105 5,011.00 129,216 SOLE 2 129,216 BOEING COMPANY COM 097023105 983.07 25,350 SOLE 2 25,350 BOEING COMPANY COM 097023105 891.90 23,000 SH SHD 3 23,000 0 0 BOISE CASCADE CORP. COM 097383103 9,675.50 284,489 SH SOLE 3 266,189 0 18,300 BOISE CASCADE CORP. COM 097383103 4,749.50 139,650 SH OTH 3 12,250 0 0 BOK FINANCIAL CORP (NEW) COM 05561Q201 3.20 103 SH SOLE 3 103 0 0 BOOKHAM TECHNOLOGY PLC COM 09856Q108 122.38 49,950 SOLE 2 49,950 BORDERS GROUP INC COM 099709107 313.50 15,800 SH SOLE 3 15,800 0 0 BORG-WARNER INC. COM 099724106 1,169.30 22,379 SH SOLE 3 22,379 0 0 BORG-WARNER INC. COM 099724106 41.30 790 SH OTH 3 790 0 0 BORLAND SOFTWARE CORP COM 099849101 911.40 58,200 SH SOLE 3 58,200 0 0 BORLAND SOFTWARE CORP COM 099849101 438.46 27,999 SOLE 2 27,999 BORLAND SOFTWARE CORP COM 099849101 90.80 5,800 SH OTH 3 5,800 0 0 BOSTON COMMUNICATIONS GROUP COM 100582105 200.90 17,700 SH SOLE 3 17,700 0 0 BOSTON PROPERTIES INC COM 101121101 17,882.20 470,584 SH SOLE 3 470,584 0 0 BOSTON PROPERTIES INC COM 101121101 3,483.27 91,665 SOLE 2 91,665 BOSTON PROPERTIES INC COM 101121101 2,370.44 62,380 SOLE 2 62,380 BOSTON PROPERTIES INC COM 101121101 848.40 22,325 SH OTH 3 22,325 0 0 BOSTON SCIENTIFIC CORP. COM 101137107 13,727.30 569,125 SH SOLE 3 569,125 0 0 BOSTON SCIENTIFIC CORP. COM 101137107 6,002.07 248,842 SOLE 2 248,842 BOSTON SCIENTIFIC CORP. COM 101137107 3,529.48 146,330 SOLE 2 146,330 BOSTON SCIENTIFIC CORP. COM 101137107 17.80 740 SH OTH 3 740 0 0 BOWATER INC COM 102183100 19,881.30 416,799 SH SOLE 3 291,049 0 120,500 BOWATER INC COM 102183100 393.00 8,240 SH OTH 3 8,240 0 0 BOWNE & CO INC (P V $.01) COM 103043105 234.20 18,300 SH SOLE 3 18,300 0 0 BOYD GAMING CORP COM 103304101 265.90 40,900 SH SOLE 3 40,900 0 0 BOYD GAMING CORP COM 103304101 3.80 580 SH OTH 3 580 0 0 BOYKIN LODGING TRUST INC COM 103430104 175.30 22,000 SH SOLE 3 22,000 0 0 BP P.L.C. SPONS ADR COM 055622104 67,690.00 1,455,385 SH SOLE 3 1,428,936 0 3,049 BP P.L.C. SPONS ADR COM 055622104 43,644.30 938,385 SH OTH 3 110,996 0 0 BP PLC COM 055622104 11,918.14 256,249 SOLE 2 256,249 BP PLC COM 055622104 8,859.64 190,489 SOLE 2 190,489 BP PLC COM 055622104 2,671.80 58,400 SH SOLE 4 58,400 BP PRUDHOE BAY ROYALTY TR COM 055630107 237.76 16,000 SOLE 2 16,000 BRANDYWINE REALTY TRUST COM 105368203 6,217.80 295,102 SH SOLE 3 295,102 0 0 BRANDYWINE REALTY TRUST COM 105368203 153.10 7,265 SH OTH 3 7,265 0 0 BRASIL DISTR PAO ACU - SP ADR COM 20440T201 3,656.40 166,200 SH OTH 3 0 0 0 BRASIL DISTR PAO ACU - SP ADR COM 20440T201 523.60 23,800 SH SOLE 3 23,800 0 0 BRASIL TELECOM PARTICIPACOES SA ADR COM 105530109 3,148.30 75,900 SH OTH 3 0 0 0 BRASIL TELECOM PARTICIPACOES SA ADR COM 105530109 394.10 9,500 SH SOLE 3 9,500 0 0 BRAUN CONSULTING INC COM 105651103 58.60 16,500 SH SOLE 3 16,500 0 0 BRE PROPERTIES INC COM 05564E106 2,520.10 81,400 SH SOLE 3 81,400 0 0 BRE PROPERTIES INC COM 05564E106 870.00 28,100 SH OTH 3 4,100 0 24,000 BRIGGS & STRATTON CORP. COM 109043109 27.80 650 SH SOLE 3 650 0 0 BRIGGS & STRATTON CORP. COM 109043109 21.40 500 SH OTH 3 500 0 0 BRIGHTPOINT INC COM 109473108 191.50 61,000 SH SOLE 3 61,000 0 0 BRINKER INTERNATIONAL INC COM 109641100 16,204.30 544,500 SH SOLE 3 530,400 0 14,100 BRINKER INTERNATIONAL INC COM 109641100 2,788.50 93,700 SH OTH 3 16,600 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 18,420.03 361,177 SOLE 2 361,177 BRISTOL MYERS SQUIBB CO COM 110122108 10,406.50 204,049 SOLE 2 204,049 BRISTOL MYERS SQUIBB CO. COM 110122108 641,073.40 12,570,067 SH SOLE 3 11,583,32 0 957,525 BRISTOL MYERS SQUIBB CO. COM 110122108 80,249.30 1,573,516 SH OTH 3 521,035 0 140,600 BRISTOL MYERS SQUIBB CO. COM 110122108 2,009.40 39,400 SH SHD 3 39,400 0 0 BRITISH AIRWAYS PLC ADR COM 110419306 89.00 3,100 SH SOLE 3 3,100 0 0 BRITISH AMERICAN TOBACCO PLC COM 110448107 3,254.96 197,990 SH SOLE 4 197,990 BROADCOM CORP CLASS A COM 111320107 6,325.40 154,768 SH SOLE 3 148,168 0 6,600 BROADCOM CORP CLASS A COM 111320107 4,286.04 104,870 SOLE 2 104,870 BROADCOM CORP CLASS A COM 111320107 3,503.00 85,710 SH OTH 3 1,910 0 0 BROADCOM CORP CLASS A COM 111320107 888.51 21,740 SOLE 2 21,740 BROADCOM CORP CLASS B COM 111990214 1,553.10 38,000 SH SOLE 3 38,000 0 0 BROADVISION INC COM 111412102 757.30 276,400 SH SOLE 3 208,800 0 67,600 BROADVISION INC PUT 111412102 35.70 14,000 PUT SOLE 2 14,000 BROADWING INC COM 111620100 11,075.60 1,165,852 SH SOLE 3 1,162,702 0 3,150 BROADWING INC COM 111620100 279.60 29,430 SH OTH 3 1,930 0 27,500 BROCADE COMMUNICATIONS COM 111621108 5,097.17 153,900 SOLE 2 153,900 BROCADE COMMUNICATIONS COM 111621108 5,013.60 151,378 SH SOLE 3 151,378 0 0 BROCADE COMMUNICATIONS COM 111621108 1,334.57 40,295 SOLE 2 40,295 BROCADE COMMUNICATIONS COM 111621108 308.70 9,320 SH OTH 3 9,320 0 0 BROOKFIELD PPTY CORP COM 112900105 4,874.50 283,400 SH SOLE 3 283,400 0 0 BROOKFIELD PPTY CORP COM 112900105 252.80 14,700 SH OTH 3 14,700 0 0 BROOKLINE BANCORP INC COM 113739106 611.60 37,200 SH SOLE 3 37,200 0 0 BROOKLINE BANCORP INC COM 113739106 164.40 10,000 SOLE 2 10,000 BROOKLINE BANCORP INC COM 113739106 75.60 4,600 SH OTH 3 4,600 0 0 BROOKS AUTOMATION INC COM 11434A100 39.00 960 SH SOLE 3 960 0 0 BROOKS AUTOMATION INC COM 11434A100 16.30 400 SH OTH 3 400 0 0 BROOKSTONE INC COM 114537103 8,459.20 721,162 SH SOLE 3 721,162 0 0 BROOKSTONE INC COM 114537103 713.47 60,824 SOLE 2 60,824 BROOKSTONE INC COM 114537103 109.00 9,290 SH OTH 3 9,290 0 0 BROWN & BROWN INC COM 115236101 980.10 35,900 SH SOLE 3 35,900 0 0 BROWN FORMAN CORP CLASS A COM 115637100 1,279.00 20,000 SH SOLE 3 20,000 0 0 BROWN FORMAN CORP CLASS B COM 115637209 2,375.20 37,942 SH SOLE 3 37,942 0 0 BROWN FORMAN CORP CLASS B COM 115637209 87.50 1,397 SH OTH 3 1,397 0 0 BROWN SHOE COMPANY COM 115736100 2,176.20 134,000 SH SOLE 3 134,000 0 0 BROWN SHOE COMPANY COM 115736100 78.00 4,800 SH OTH 3 4,800 0 0 BROWN TOM INC COM 115660201 907.50 33,600 SH SOLE 3 33,600 0 0 BROWN TOM INC COM 115660201 37.80 1,400 SH OTH 3 1,400 0 0 BRUKER DALTONICS COM 116795105 73.60 4,500 SH SOLE 3 4,500 0 0 BRUNSWICK CORP. COM 117043109 2,709.10 124,500 SH OTH 3 0 0 0 BRUNSWICK CORP. COM 117043109 2,388.20 109,750 SH SOLE 3 101,650 0 8,100 BSQUARED CORP COM 11776U102 2.10 500 SH SOLE 3 500 0 0 BT GROUP PLC - SPON SDR COM 05577E101 3.70 100 SH SOLE 3 100 0 0 BUCA INC COM 117769109 45.40 2,800 SH SOLE 3 2,800 0 0 BUCKEYE PARTNERS LP UNITS COM 118230101 19,055.62 508,421 SOLE 2 508,421 BUCKEYE PARTNERS LP UNITS COM 118230101 6,190.95 165,180 SOLE 2 165,180 BUCKEYE TECHNOLOGIES INC COM 118255108 3,675.40 319,600 SOLE 2 319,600 BUCKEYE TECHNOLOGIES INC COM 118255108 491.05 42,700 SOLE 2 42,700 BURLINGTON COAT FACTOR WHSE CP COM 121579106 8,809.80 524,392 SH SOLE 3 524,392 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 10,792.70 378,294 SH SOLE 3 360,294 0 18,000 BURLINGTON NORTHERN SANTA FE COM 12189T104 7,815.20 273,930 SH OTH 3 1,630 0 0 BURLINGTON RESOURCES INC COM 122014103 276.71 7,371 SOLE 2 7,371 BURLINGTON RESOURCES INC COM 122014103 110.40 2,941 SH SOLE 3 1,273 0 0 BUSINESS OBJECTS SA SPON COM 12328X107 6,026.30 178,292 SH SOLE 3 178,292 0 0 BUSINESS OBJECTS SA SPON COM 12328X107 581.80 17,212 SH OTH 3 17,212 0 0 BUTLER MANUFACTURING CO COM 123655102 1,689.70 61,000 SOLE 2 61,000 BUTLER MANUFACTURING CO COM 123655102 146.80 5,300 SH SOLE 3 5,300 0 0 C AND D TECHNOLOGIES COM 124661109 1,102.80 48,261 SH SOLE 3 48,261 0 0 C AND D TECHNOLOGIES COM 124661109 342.80 15,000 SH OTH 3 0 0 15,000 C COR ELECTRONICS COM 125010108 428.40 29,400 SH SOLE 3 29,400 0 0 C D I CORP COM 125071100 503.94 26,523 SOLE 2 26,523 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 540.40 18,690 SH OTH 3 890 0 17,800 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 226.70 7,841 SH SOLE 3 7,841 0 0 C.P.I.CORP COM 125902106 244.00 14,700 SH SOLE 3 14,700 0 0 CABLE & WIRELESS PUB LTD CO. COM 126830207 189.60 12,800 SH SOLE 3 12,800 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 2,019.20 147,600 SH SOLE 3 147,600 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 453.50 33,150 SH OTH 3 4,150 0 29,000 CABLEVISION SYS CORP CLASS A COM 12686C109 138,349.70 2,915,694 SH SOLE 3 2,915,694 0 0 CABLEVISION SYS CORP CLASS A COM 12686C109 12,951.95 272,960 SOLE 2 272,960 CABLEVISION SYS CORP CLASS A COM 12686C109 6,898.04 145,375 SOLE 2 145,375 CABLEVISION SYS CORP CLASS A COM 12686C109 186.00 3,920 SH OTH 3 3,920 0 0 CABLEVISION SYSTEMS CORP COM 12686C844 98,647.30 3,993,818 SH SOLE 3 3,990,168 0 3,650 CABLEVISION SYSTEMS CORP COM 12686C844 1,188.10 48,100 SH OTH 3 8,600 0 39,500 CABOT CORP. COM 127055101 8,457.00 236,892 SH SOLE 3 233,992 0 2,900 CABOT CORP. COM 127055101 735.40 20,600 SH OTH 3 1,300 0 19,300 CABOT CORP. COM 127055101 164.20 4,600 SH SHD 3 4,600 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 30,804.70 388,703 SH SOLE 3 385,503 0 2,700 CABOT MICROELECTRONICS CORP COM 12709P103 9,263.30 116,887 SH OTH 3 5,100 0 36,287 CABOT MICROELECTRONICS CORP COM 12709P103 174.30 2,200 SH SHD 3 2,200 0 0 CABOT OIL & GAS CORP COM 127097103 5,784.00 240,500 SH SOLE 3 240,500 0 0 CABOT OIL & GAS CORP COM 127097103 975.88 40,577 SOLE 2 40,577 CACHEFLOW INC COM 126946102 39.50 14,729 SH OTH 3 0 0 14,729 CACHEFLOW INC COM 126946102 32.60 12,171 SH SOLE 3 9,900 0 2,271 CACI INTERNATIONAL INC CLASS A COM 127190304 5,138.20 130,130 SH SOLE 3 130,130 0 0 CACI INTERNATIONAL INC CLASS A COM 127190304 1,228.00 31,100 SH OTH 3 4,100 0 27,000 CADENCE DESIGN SYSTEM COM 127387108 22,929.70 1,046,062 SH SOLE 3 846,862 0 198,100 CADENCE DESIGN SYSTEM COM 127387108 3,434.90 156,700 SH OTH 3 45,200 0 0 CADENCE DESIGN SYSTEMS INC COM 127387108 849.09 38,736 SOLE 2 38,736 CAL DIVE INTERNATIONAL INC COM 127914109 5,765.40 233,607 SH SOLE 3 233,607 0 0 CAL DIVE INTERNATIONAL INC COM 127914109 453.50 18,376 SH OTH 3 3,776 0 14,600 CALIFORNIA WATER SVS GRP COM 130788102 453.20 17,600 SH SOLE 3 17,600 0 0 CALIPER TECHNOLOGIES COM 130876105 2,547.30 163,187 SH SOLE 3 163,187 0 0 CALIPER TECHNOLOGIES COM 130876105 31.80 2,038 SH OTH 3 2,038 0 0 CALLAWAY GOLF COM 131193104 1,020.70 53,301 SH SOLE 3 53,301 0 0 CALLAWAY GOLF COM 131193104 369.60 19,300 SH OTH 3 0 0 19,300 CALLAWAY GOLF COM 131193104 333.21 17,400 SOLE 2 17,400 CALPINE CORP COM 131347106 36,640.50 2,182,284 SH SOLE 3 1,961,884 0 220,400 CALPINE CORP COM 131347106 19,509.73 1,161,985 SOLE 2 1,161,985 CALPINE CORP COM 131347106 9,867.77 587,717 SOLE 2 587,717 CALPINE CORP COM 131347106 2,728.40 162,500 SH OTH 3 4,800 0 0 CALPINE CORP COM 131347106 496.53 29,450 SH SOLE 4 29,450 CALPINE CORP CLL 131347106 0.88 17,600 CALL SOLE 2 17,600 CAMBREX CORP COM 132011107 11,728.40 269,000 SH SOLE 3 267,600 0 1,400 CAMBREX CORP COM 132011107 802.20 18,400 SH OTH 3 4,700 0 13,700 CAMBRIDGE HEART, INC. COM 131910101 3,561.32 1,271,900 SOLE 2 1,271,900 CAMBRIDGE HEART, INC. COM 131910101 609.00 217,500 SOLE 2 217,500 CAMBRIDGE HEART, INC. COM 131910101 532.00 190,000 SH SOLE 3 190,000 0 0 CAMDEN PROPERTY TRUST COM 133131102 5,544.70 151,081 SH SOLE 3 151,081 0 0 CAMDEN PROPERTY TRUST COM 133131102 288.10 7,850 SH OTH 3 7,850 0 0 CAMINUS CORP COM 133766105 4,218.20 183,402 SH SOLE 3 182,302 0 1,100 CAMINUS CORP COM 133766105 255.30 11,100 SH OTH 3 600 0 10,500 CAMPBELL SOUP CO COM 134429109 117,243.00 3,925,110 SH SOLE 3 3,925,110 0 0 CAMPBELL SOUP CO COM 134429109 964.83 32,301 SOLE 2 32,301 CAMPBELL SOUP CO COM 134429109 320.30 10,723 SOLE 2 10,723 CAMPBELL SOUP CO COM 134429109 143.40 4,800 SH OTH 3 4,800 0 0 CANADIAN NATIONAL RAILWAY COM 136375102 38,544.20 798,348 SH SOLE 3 691,073 0 104,275 CANADIAN NATIONAL RAILWAY COM 136375102 5,204.60 107,800 SH OTH 3 16,100 0 0 CAPITAL CITY BANK GROUP INC COM 139674105 53.30 2,200 SH SOLE 3 2,200 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 11,866.00 219,945 SH SOLE 3 180,045 0 39,900 CAPITAL ONE FINANCIAL CORP COM 14040H105 727.79 13,490 SOLE 2 13,490 CAPITAL ONE FINANCIAL CORP COM 14040H105 21.60 400 SH OTH 3 400 0 0 CAPITOL FEDERAL FINANCIAL COM 14057C106 2,865.50 137,500 SH SOLE 3 137,500 0 0 CAPITOL FEDERAL FINANCIAL COM 14057C106 129.20 6,200 SH OTH 3 6,200 0 0 CAPSTEAD MORTGAGE CORP COM 14067E506 1,603.10 68,215 SH SOLE 3 68,215 0 0 CAPSTEAD MORTGAGE CORP COM 14067E506 85.80 3,650 SH OTH 3 3,650 0 0 CAPSTONE TURBINE CORP COM 14067D102 724.90 134,000 SH SOLE 3 134,000 0 0 CAPSTONE TURBINE CORP COM 14067D102 114.60 21,183 SOLE 2 21,183 CARAUSTAR INDUSTRIES, INC. COM 140909102 8,510.00 1,227,990 SH SOLE 3 1,227,990 0 0 CARAUSTAR INDUSTRIES, INC. COM 140909102 105.70 15,257 SH OTH 3 15,257 0 0 CARBO CERAMICS INC COM 140781105 214.20 5,470 SH SOLE 3 5,470 0 0 CARDIAC SCIENCE INC CORP COM 141410209 314.20 70,600 SH SOLE 3 70,600 0 0 CARDIMA INC COM 14147M106 2,558.43 1,132,050 SOLE 2 1,132,050 CARDINAL HEALTH INC COM 14149Y108 225,702.70 3,490,608 SH SOLE 3 3,222,976 0 254,582 CARDINAL HEALTH INC COM 14149Y108 38,237.60 591,365 SH OTH 3 79,215 0 0 CARDINAL HEALTH INC COM 14149Y108 9,289.18 143,662 SOLE 2 143,662 CARDINAL HEALTH INC COM 14149Y108 2,924.80 45,234 SH SHD 3 45,234 0 0 CARDINAL HEALTH INC COM 14149Y108 1,575.83 24,371 SOLE 2 24,371 CAREER EDUCATION CORP COM 141665109 386.70 11,280 SH SOLE 3 11,280 0 0 CAREMARK RX INC COM 141705103 757.81 46,463 SOLE 2 46,463 CAREMARK RX, INC COM 141705103 10,750.20 659,118 SH SOLE 3 658,018 0 1,100 CAREMARK RX, INC COM 141705103 3,397.40 208,300 SH OTH 3 2,200 0 206,100 CARESCIENCE INC COM 141726109 63.13 50,500 SOLE 2 50,500 CARLISLE COS INC COM 142339100 24.00 650 SH OTH 3 650 0 0 CARLISLE COS INC COM 142339100 11.10 300 SH SOLE 3 300 0 0 CARMAX GROUP INC COM 172737306 3,713.00 163,282 SH SOLE 3 163,282 0 0 CARMAX GROUP INC COM 172737306 1,776.00 78,100 SH OTH 3 6,200 0 71,900 CARMIKE CINEMAS CLASS A COM 143436103 121.10 35,500 SH SOLE 3 35,500 0 0 CARNIVAL CORP COM 143658102 4,486.65 159,781 SOLE 2 159,781 CARNIVAL CORP COM 143658102 429.15 15,283 SOLE 2 15,283 CARNIVAL CORP CLASS A COM 143658102 33,439.90 1,190,879 SH SOLE 3 1,190,879 0 0 CARNIVAL CORP CLASS A COM 143658102 32.30 1,150 SH OTH 3 1,150 0 0 CARPENTER TECHNOLOGY INC COM 144285103 399.30 15,000 SH OTH 3 0 0 15,000 CARPENTER TECHNOLOGY INC COM 144285103 191.70 7,200 SH SOLE 3 7,200 0 0 CARRAMERICA REALTY COM 144418100 3,622.80 120,359 SH SOLE 3 120,359 0 0 CARRAMERICA REALTY COM 144418100 1,014.40 33,700 SH OTH 3 0 0 33,700 CARRAMERICA REALTY CORP COM 144418100 508.69 16,900 SOLE 2 16,900 CARRAMERICA REALTY CORP COM 144418100 391.30 13,000 SOLE 2 13,000 CARREKER CORP COM 144433109 592.70 100,450 SH SOLE 3 100,450 0 0 CARREKER CORP COM 144433109 114.20 19,350 SH OTH 3 2,750 0 16,600 CARRIER ACCESS CORP COM 144460102 73.00 25,000 SH SOLE 3 25,000 0 0 CASCADE NATURAL GAS CORP COM 147339105 1,907.30 86,500 SH SOLE 3 86,500 0 0 CASELLA WASTE SYSTEMS INC COM 147448104 1,180.86 79,734 SOLE 2 79,734 CASELLA WASTE SYSTEMS INC A COM 147448104 28,775.20 1,942,955 SH SOLE 3 1,942,955 0 0 CASELLA WASTE SYSTEMS INC A COM 147448104 172.80 11,668 SH OTH 3 11,668 0 0 CASEY'S GENERAL STORES INC COM 147528103 99.80 6,700 SH SOLE 3 6,700 0 0 CATALINA MARKETING CORP COM 148867104 1,055.00 30,403 SH SOLE 3 30,403 0 0 CATALYTICA ENERGY SYS INC COM 148884109 45.70 10,000 SOLE 2 10,000 CATAPULT COMMUNICATIONS CORP COM 149016107 560.30 21,500 SH SOLE 3 21,500 0 0 CATAPULT COMMUNICATIONS CORP COM 149016107 49.50 1,900 SH OTH 3 1,900 0 0 CATELLUS DEVELOPMENT CORP COM 149111106 11,251.60 611,500 SH SOLE 3 611,500 0 0 CATELLUS DEVELOPMENT CORP COM 149111106 579.60 31,500 SH OTH 3 31,500 0 0 CATERPILLAR INC (DELAWARE) COM 149123101 7,564.80 144,781 SH SOLE 3 107,781 0 35,800 CATERPILLAR INC (DELAWARE) COM 149123101 978.90 18,734 SH OTH 3 15,734 0 0 CATERPILLAR INC (DELAWARE) COM 149123101 877.80 16,800 SOLE 2 16,800 CATERPILLAR INC (DELAWARE) COM 149123101 667.70 12,779 SOLE 2 12,779 CATHAY BANCORP INC COM 149150104 179.30 2,800 SH SOLE 3 2,800 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 8,107.60 257,383 SH SOLE 3 257,383 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 5,282.55 167,700 SOLE 2 167,700 CBL & ASSOC PROPERTIES, INC. COM 124830100 1,132.40 35,950 SH OTH 3 13,450 0 22,500 CBL & ASSOC PROPERTIES, INC. COM 124830100 529.20 16,800 SOLE 2 16,800 CBRL GROUP INC COM 12489V106 19,729.50 670,161 SH SOLE 3 670,161 0 0 CBRL GROUP INC COM 12489V106 774.30 26,301 SH OTH 3 8,801 0 17,500 CDW COMPUTER CENTERS INC COM 125129106 1,930.30 35,940 SH SOLE 3 35,940 0 0 CDW COMPUTER CENTERS INC COM 125129106 171.30 3,190 SH OTH 3 3,190 0 0 CEC ENTERTAINMENT INC COM 125137109 13,200.15 304,221 SOLE 2 304,221 CELADON GROUP INC COM 150838100 22.00 4,400 SH SOLE 3 4,400 0 0 CELERITEK INC COM 150926103 495.40 37,000 SH SOLE 3 37,000 0 0 CELERITEK INC COM 150926103 33.50 2,500 SH OTH 3 2,500 0 0 CELESTICA COM 15101Q108 893.51 22,122 SOLE 2 22,122 CELESTICA COM 15101Q108 331.20 8,200 SOLE 2 8,200 CELGENE CORP COM 151020104 2,188.60 68,564 SH SOLE 3 68,564 0 0 CELGENE CORP COM 151020104 414.96 13,000 SOLE 2 13,000 CELGENE CORP COM 151020104 92.60 2,900 SH OTH 3 2,900 0 0 CELL GENESYS INC COM 150921104 1,246.40 53,631 SH SOLE 3 53,631 0 0 CELL GENESYS INC COM 150921104 2.30 100 SH OTH 3 100 0 0 CELL THERAPEUTICS INC COM 150934107 229.30 9,500 SH SOLE 3 9,500 0 0 CELLSTAR CORP COM 150925105 536.68 638,900 SOLE 2 638,900 CEMEX SA SPONS ADR PART CER COM 151290889 8,502.04 344,212 SOLE 2 344,212 CEMEX SA-SPONS ADR PART CER COM 151290889 10,456.40 423,336 SH OTH 3 0 0 0 CEMEX SA-SPONS ADR PART CER COM 151290889 1,290.30 52,238 SH SOLE 3 52,238 0 0 CENDANT CORP COM 151313103 386,355.60 19,701,969 SH SOLE 3 19,320,14 0 381,820 CENDANT CORP COM 151313103 24,832.50 1,266,316 SH OTH 3 607,059 0 311,500 CENDANT CORP COM 151313103 18,488.56 942,813 SOLE 2 942,813 CENDANT CORP COM 151313103 16,389.29 835,762 SOLE 2 835,762 CENDANT CORP COM 151313103 1,115.80 56,900 SH SHD 3 56,900 0 0 CENTENNIAL COMMUNICATIONS CORP COM 15133V208 1,106.90 108,100 SH SOLE 3 108,100 0 0 CENTERPOINT PPTYS CORP COM 151895109 1,170.30 23,500 SH OTH 3 1,700 0 21,800 CENTERPOINT PPTYS CORP COM 151895109 803.20 16,128 SH SOLE 3 16,128 0 0 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 19.20 600 SH SOLE 3 600 0 0 CENTEX CORP COM 152312104 28.00 490 SH SOLE 3 490 0 0 CENTEX CORP COM 152312104 22.80 400 SH OTH 3 400 0 0 CENTILLIUM COMMUNICATIONS INC COM 152319109 435.40 55,400 SH SOLE 3 55,400 0 0 CENTILLIUM COMMUNICATIONS INC COM 152319109 168.36 21,420 SOLE 2 21,420 CENTRA SOFTWARE INC COM 15234X103 222.50 27,812 SOLE 2 27,812 CENTRAL GARDEN & PET CO COM 153527106 84.60 10,000 SOLE 2 10,000 CENTRAL GARDEN & PET CO COM 153527106 18.60 2,200 SH SOLE 3 2,200 0 0 CENTRAL HUDSON GAS & ELEC CO COM 12541M102 288.90 6,645 SH SOLE 3 6,645 0 0 CENTURYTEL INC COM 156700106 3,671.90 111,949 SH SOLE 3 111,949 0 0 CENTURYTEL INC COM 156700106 1,056.50 32,210 SH OTH 3 1,410 0 0 CEPHALON INC COM 156708109 7,510.10 99,360 SH SOLE 3 99,360 0 0 CEPHALON INC COM 156708109 771.00 10,200 SH OTH 3 3,400 0 6,800 CERIDIAN CORP (NEW) COM 156779100 242.30 12,921 SH SOLE 3 12,921 0 0 CERNER CORP COM 156782104 924.20 18,509 SH SOLE 3 18,509 0 0 CERNER CORP COM 156782104 41.90 840 SH OTH 3 840 0 0 CERTEGY INC COM 156880106 309.59 9,047 SOLE 2 9,047 CERTEGY INC COM 156880106 5.10 150 SH SOLE 3 150 0 0 CERTEGY INC COM 156880106 1.10 33 SH OTH 3 33 0 0 CERTICOM CORP COM 156915100 130.25 61,711 SOLE 2 61,711 CERUS CORP COM 157085101 59.50 1,300 SH SOLE 3 1,300 0 0 CERUS CORP COM 157085101 20.20 442 SH OTH 3 442 0 0 CFS BANORP INC COM 12525D102 361.60 25,200 SH SOLE 3 25,200 0 0 CHAMPION ENTERPRISES INC COM 158496109 1,018.00 82,700 SH SOLE 3 82,700 0 0 CHAMPION ENTERPRISES INC COM 158496109 60.30 4,900 SH OTH 3 4,900 0 0 CHARLES RIV LABS INTERNATIONAL INC COM 159864107 1,813.40 54,163 SH SOLE 3 54,163 0 0 CHARLES RIV LABS INTERNATIONAL INC COM 159864107 87.00 2,600 SH OTH 3 2,600 0 0 CHARLES SCHWAB CORP COM 808513105 266,725.30 17,241,456 SH SOLE 3 16,690,27 0 551,182 CHARLES SCHWAB CORP COM 808513105 27,195.13 1,757,927 SOLE 2 1,757,927 CHARLES SCHWAB CORP COM 808513105 24,473.70 1,582,010 SH OTH 3 645,408 0 251,460 CHARLES SCHWAB CORP COM 808513105 15,063.45 973,720 SOLE 2 973,720 CHARLES SCHWAB CORP COM 808513105 456.91 26,350 SH SOLE 4 26,350 CHARLES SCHWAB CORP COM 808513105 201.10 13,000 SH SHD 3 13,000 0 0 CHARLES SCHWAB CORP CLL 808513105 66.50 10,000 CALL SOLE 2 10,000 CHARLOTTE RUSSE HOLDINGS INC COM 161048103 412.40 22,160 SH SOLE 3 22,160 0 0 CHARMING SHOPPES INC COM 161133103 12,750.20 2,401,176 SH SOLE 3 2,401,176 0 0 CHARMING SHOPPES INC COM 161133103 1,413.58 266,211 SOLE 2 266,211 CHARMING SHOPPES INC COM 161133103 154.00 28,996 SH OTH 3 28,996 0 0 CHARTER COMMUNICATIONS INC CNV 16117MAC1 263.72 290,000 SOLE 2 290,000 CHARTER COMMUNICATIONS INC COM 16117M107 3,381.30 205,800 SH SOLE 3 205,000 0 800 CHARTER COMMUNICATIONS INC COM 16117M107 2,022.50 123,100 SH OTH 3 8,900 0 0 CHARTER COMMUNICATIONS,INC COM 16117M107 6,326.95 385,085 SOLE 2 385,085 CHARTER COMMUNICATIONS, INC COM 16117M107 4,646.47 282,804 SOLE 2 282,804 CHARTER ONE FINL INC COM 160903100 15,741.00 579,778 SH SOLE 3 567,343 0 10,085 CHARTER ONE FINL INC COM 160903100 985.90 36,313 SH OTH 3 10,835 0 25,478 CHATEAU COMMUNITIES INC. COM 161726104 15,666.80 523,974 SH SOLE 3 523,974 0 0 CHECK POINT SOFTWARE TECH COM M22465104 61,780.30 1,548,766 SH SOLE 3 1,548,766 0 0 CHECK POINT SOFTWARE TECH COM M22465104 18,370.00 460,517 SH OTH 3 19,517 0 0 CHECK POINT SOFTWARE TECH. LTD COM M22465104 15,344.69 384,675 SOLE 2 384,675 CHECK POINT SOFTWARE TECH. LTD COM M22465104 5,064.63 126,965 SOLE 2 126,965 CHECK POINT SOFTWARE TECH. LTD COM M22465104 2,231.86 47,720 SH SOLE 4 47,720 CHECKFREE CORP COM 162813109 54,342.80 3,019,047 SH SOLE 3 2,969,597 0 48,550 CHECKFREE CORP COM 162813109 1,601.50 88,975 SH OTH 3 38,124 0 49,900 CHECKPOINT SYS INC COM 162825103 1,019.10 76,050 SH SOLE 3 76,050 0 0 CHECKPOINT SYS INC COM 162825103 795.30 59,350 SH OTH 3 2,450 0 56,900 CHEESECAKE FACTORY INC COM 163072101 69.50 2,000 SH SOLE 3 2,000 0 0 CHELSEA PPTY GROUP INC COM 163421100 731.59 14,900 SOLE 2 14,900 CHELSEA PROPERTY GROUP INC. COM 163421100 5,111.30 104,100 SH SOLE 3 104,100 0 0 CHELSEA PROPERTY GROUP INC. COM 163421100 672.70 13,700 SH OTH 3 3,500 0 10,200 CHEMED CORP COM 163596109 6,332.50 186,800 SH SOLE 3 186,800 0 0 CHEMFIRST INC COM 16361A106 234.90 9,800 SH SOLE 3 9,800 0 0 CHEMICAL FINL CORP COM 163731102 3.20 105 SH SOLE 3 105 0 0 CHESAPEAKE CORP ($1.00 PAR) COM 165159104 944.20 33,951 SH SOLE 3 33,951 0 0 CHESAPEAKE CORP ($1.00 PAR) COM 165159104 2.30 84 SH OTH 3 84 0 0 CHESAPEAKE ENERGY CORP COM 165167107 199.00 30,100 SH SOLE 3 30,100 0 0 CHESAPEAKE ENERGY CORP COM 165167107 33.00 5,000 SH OTH 3 5,000 0 0 CHEVRONTEXACO CORP COM 166764100 124,967.00 1,394,565 SH SOLE 3 1,223,295 0 160,845 CHEVRONTEXACO CORP COM 166764100 21,136.67 235,874 SOLE 2 235,874 CHEVRONTEXACO CORP COM 166764100 18,072.30 201,430 SH SOLE 4 201,430 CHEVRONTEXACO CORP COM 166764100 15,975.67 178,280 SOLE 2 178,280 CHEVRONTEXACO CORP COM 166764100 14,698.50 164,028 SH OTH 3 30,615 0 9,300 CHICOS FAS INC COM 168615102 6,758.10 170,230 SH SOLE 3 169,480 0 750 CHICOS FAS INC COM 168615102 250.10 6,300 SH OTH 3 1,700 0 4,600 CHILDREN'S PLACE COM 168905107 991.00 36,500 SH SOLE 3 36,500 0 0 CHILDREN'S PLACE COM 168905107 40.70 1,500 SH OTH 3 1,500 0 0 CHINA MOBILE (HONG KONG) LTD CNV 16941MAA7 1,310.82 1,400,000 SOLE 2 1,400,000 CHINA MOBILE (HONG KONG) LTD CNV 16941MAA7 1,020.57 1,090,000 SOLE 2 1,090,000 CHINA MOBILE HK LTD - SP ADR COM 16941M109 3,908.50 223,600 SH OTH 3 0 0 0 CHINA MOBILE HK LTD - SP ADR COM 16941M109 111.90 6,400 SH SOLE 3 6,400 0 0 CHINA MOBILE HONG KONG LTD COM 16941M109 27,521.59 1,540,100 SH SOLE 4 1,540,100 CHINA MOBILE HONG KONG LTD COM 16941M109 1,012.04 57,897 SOLE 2 57,897 CHINA MOBILE HONG KONG LTD COM 16941M109 1,005.10 57,500 SOLE 2 57,500 CHINADOTCOM CORP COM G2108N109 66.60 22,200 SOLE 2 22,200 CHIPPAC INC COM 169657103 53.40 7,200 SH SOLE 3 7,200 0 0 CHIPPAC INC COM 169657103 27.50 3,700 SH OTH 3 3,700 0 0 CHIRON CORP COM 170040109 28,541.80 651,044 SH SOLE 3 448,144 0 194,600 CHIRON CORP COM 170040109 2,393.10 54,586 SH OTH 3 6,286 0 0 CHIRON CORP COM 170040109 927.00 21,145 SOLE 2 21,145 CHITTENDEN CORP COM 170228100 1,509.90 54,705 SH SOLE 3 54,705 0 0 CHITTENDEN CORP COM 170228100 2.30 82 SH OTH 3 82 0 0 CHOICE ONE COMMUNICATIONS COM 17038P104 0.70 200 SH SOLE 3 200 0 0 CHOICEPOINT INC COM 170388102 4,876.40 96,200 SH SOLE 3 53,100 0 42,600 CHOICEPOINT INC COM 170388102 2,303.90 45,450 SH OTH 3 1,900 0 43,550 CHOICEPOINT INC COM 170388102 548.82 10,827 SOLE 2 10,827 CHOLESTECH CORP. COM 170393102 7.90 400 SH SOLE 3 400 0 0 CHORDIANT SOFTWARE INC COM 170404107 7,633.15 965,000 SOLE 2 965,000 CHRISTOPHER & BANKS CORP COM 171046105 277.40 8,100 SH SOLE 3 8,100 0 0 CHUBB CORP COM 171232101 1,126.08 16,320 SOLE 2 16,320 CHUBB CORP COM 171232101 419.70 6,083 SH SOLE 3 6,083 0 0 CHUBB CORP COM 171232101 192.20 2,785 SH OTH 3 2,785 0 0 CHURCH & DWIGHT INC COM 171340102 3,287.70 123,457 SH SOLE 3 123,457 0 0 CHURCH & DWIGHT INC COM 171340102 1,091.80 41,000 SH OTH 3 4,400 0 36,600 CHURCHILL DOWNS INC COM 171484108 244.00 6,600 SH SOLE 3 6,600 0 0 CIA ANONIMA TELEF DE VEN - ADR COM 204421101 1,732.80 123,333 SH SOLE 3 123,333 0 0 CIA VALE DO RIO DOCE-SP ADR COM 204412100 2,424.70 102,700 SH OTH 3 0 0 0 CIA VALE DO RIO DOCE-SP ADR COM 204412100 278.60 11,800 SH SOLE 3 11,800 0 0 CIBER INC COM 17163B102 35.00 3,700 SH SOLE 3 3,700 0 0 CIENA CORP COM 171779101 6,857.09 479,182 SOLE 2 479,182 CIENA CORP COM 171779101 2,222.50 155,310 SH SOLE 3 146,810 0 8,500 CIENA CORP COM 171779101 1,328.68 92,850 SOLE 2 92,850 CIENA CORP COM 171779101 996.63 59,500 SH SOLE 4 59,500 CIENA CORP COM 171779101 19.30 1,350 SH OTH 3 1,350 0 0 CIGNA CORP COM 125509109 19,776.14 213,450 SOLE 2 213,450 CIGNA CORP COM 125509109 7,702.50 83,135 SH SOLE 3 59,035 0 24,100 CIGNA CORP COM 125509109 4,803.44 51,845 SOLE 2 51,845 CIGNA CORP COM 125509109 337.20 3,640 SH OTH 3 3,640 0 0 CIGNA HIGH INCOME SHS (SBI) COM 12551D109 100.80 30,000 SOLE 2 30,000 CIMA LABS INC. COM 171796105 289.20 8,000 SH SOLE 3 8,000 0 0 CINCINNATI FINANCIAL CRP COM 172062101 5,020.70 131,603 SH SOLE 3 114,803 0 8,600 CINCINNATI FINANCIAL CRP COM 172062101 1,349.70 35,380 SH OTH 3 33,680 0 0 CINERGY CORP COM 172474108 276.63 8,275 SOLE 2 8,275 CINERGY CORP COM 172474108 33.40 1,000 SH SOLE 3 1,000 0 0 CINERGY CORP COM 172474108 33.40 1,000 SH OTH 3 1,000 0 0 CINTAS CORP COM 172908105 1,486.80 30,976 SH SOLE 3 30,976 0 0 CINTAS CORP COM 172908105 536.88 11,185 SOLE 2 11,185 CINTAS CORP COM 172908105 205.00 4,270 SH OTH 3 4,270 0 0 CIRCOR INTERNATIONAL INC COM 17273K109 2,499.20 135,456 SH SOLE 3 135,456 0 0 CIRCOR INTERNATIONAL INC COM 17273K109 30.80 1,668 SH OTH 3 1,668 0 0 CIRCUIT CITY STORES INC COM 172737108 17,653.60 680,292 SH SOLE 3 613,917 0 57,275 CIRCUIT CITY STORES INC COM 172737108 350.00 13,486 SH OTH 3 9,686 0 0 CIRRUS LOGIC COM 172755100 672.04 50,835 SOLE 2 50,835 CIRRUS LOGIC COM 172755100 557.00 42,131 SH SOLE 3 39,131 0 3,000 CIRRUS LOGIC COM 172755100 341.10 25,800 SH OTH 3 0 0 25,800 CISCO SYSTEMS INC. COM 17275R102 568,802.40 31,408,193 SH SOLE 3 29,464,54 0 1,887,847 CISCO SYSTEMS INC. COM 17275R102 53,695.70 2,964,977 SH OTH 3 728,157 0 185,800 CISCO SYSTEMS INC. COM 17275R102 1,515.80 83,700 SH SHD 3 83,700 0 0 CISCO SYSTEMS, INC. COM 17275R102 248,538.27 13,723,814 SOLE 2 13,723,81 CISCO SYSTEMS, INC. COM 17275R102 141,510.47 7,813,941 SOLE 2 7,813,941 CISCO SYSTEMS, INC. COM 17275R102 55,196.77 2,688,591 SH SOLE 4 2,688,591 CISCO SYSTEMS, INC. CLL 17275R102 1.00 40,000 CALL SOLE 2 40,000 CISCO SYSTEMS, INC. PUT 17275R102 21.75 30,000 PUT SOLE 2 30,000 CISCO SYSTEMS, INC. CLL 17275R102 46.50 10,000 CALL SOLE 2 10,000 CITIGROUP INC COM 172967101 524,569.63 10,391,633 SOLE 2 10,391,63 CITIGROUP INC COM 172967101 347,478.78 6,883,494 SOLE 2 6,883,494 CITIGROUP INC COM 172967101 103,658.36 2,017,092 SH SOLE 4 2,017,092 CITIGROUP INC PUT 172967101 75.33 65,500 PUT SOLE 2 65,500 CITIGROUP INC PUT 172967101 5.64 32,200 PUT SOLE 2 32,200 CITIGROUP INC. COM 172967101 870,429.50 17,243,057 SH SOLE 3 16,257,24 0 919,824 CITIGROUP INC. COM 172967101 165,809.20 3,284,652 SH OTH 3 852,436 0 152,999 CITIGROUP INC. COM 172967101 8,283.80 164,100 SH SHD 3 164,100 0 0 CITIZENS BANKING CORP MICH COM 174420109 305.80 9,300 SH SOLE 3 9,300 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 571.40 53,600 SH SOLE 3 53,600 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 118.30 11,100 SH SHD 3 11,100 0 0 CITRIX SYSTEMS INC COM 177376100 43.40 1,916 SH SOLE 3 1,916 0 0 CITRIX SYSTEMS INC COM 177376100 11.10 492 SH OTH 3 492 0 0 CITY NATIONAL CORP COM 178566105 3,771.00 80,490 SH OTH 3 990 0 79,500 CITY NATIONAL CORP COM 178566105 2,228.90 47,575 SH SOLE 3 47,575 0 0 CITY NATIONAL CORP COM 178566105 1,405.50 30,000 SOLE 2 30,000 CLARCOR INC COM 179895107 614.90 22,650 SH SOLE 3 22,650 0 0 CLARCOR INC COM 179895107 47.50 1,750 SH OTH 3 1,750 0 0 CLARENT INC COM 180461105 159.80 29,750 SH SOLE 3 29,750 0 0 CLARENT INC COM 180461105 50.70 9,450 SH OTH 3 1,150 0 8,300 CLARK/BARDES INC COM 180668105 22.70 900 SH SOLE 3 900 0 0 CLARUS CORP COM 182707109 18.80 3,006 SH SOLE 3 3,006 0 0 CLASSIC COMMUNICATIONS INC CLASS A COM 182728204 245.30 584,166 SH OTH 3 0 0 584,166 CLAYTON HOMES INC $.10 PAR COM 184190106 12,207.80 713,905 SH SOLE 3 713,905 0 0 CLAYTON HOMES INC $.10 PAR COM 184190106 168.60 9,862 SH OTH 3 9,862 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 203,295.80 3,993,240 SH SOLE 3 3,804,203 0 176,787 CLEAR CHANNEL COMMUNICATIONS COM 184502102 15,380.10 302,104 SH OTH 3 72,486 0 6,554 CLEAR CHANNEL COMMUNICATIONS COM 184502102 12,383.50 243,243 SOLE 2 243,243 CLEAR CHANNEL COMMUNICATIONS COM 184502102 10,218.04 200,708 SOLE 2 200,708 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,201.50 23,600 SH SHD 3 23,600 0 0 CLECO CORP COM 12561W105 30.80 1,400 SH SOLE 3 1,400 0 0 CLEVELAND CLIFFS INC (HLDG CO) COM 185896107 1,353.20 73,948 SH SOLE 3 73,948 0 0 CLEVELAND CLIFFS INC (HLDG CO) COM 185896107 561.80 30,700 SH OTH 3 0 0 30,700 CLICK COMMERCE INC COM 18681D109 28.10 8,900 SH SOLE 3 8,900 0 0 CLOROX CO (THE) (DELAWARE) COM 189054109 13,140.40 332,247 SH SOLE 3 319,747 0 4,900 CLOROX CO (THE) (DELAWARE) COM 189054109 6,828.90 172,665 SOLE 2 172,665 CLOROX CO (THE) (DELAWARE) COM 189054109 2,929.39 74,068 SOLE 2 74,068 CLOROX CO (THE) (DELAWARE) COM 189054109 2,098.20 53,051 SH OTH 3 3,451 0 0 CLOSURE MEDICAL CORP COM 189093107 119.10 5,100 SH SOLE 3 5,100 0 0 CMGI INC COM 125750109 773.40 474,489 SH SOLE 3 474,489 0 0 CMGI INC COM 125750109 126.50 77,606 SOLE 2 77,606 CMGI INC COM 125750109 26.90 16,500 SOLE 2 16,500 CMS ENERGY CORP COM 125896100 26.20 1,089 SH SOLE 3 1,089 0 0 CNA FINCL.CORP. COM 126117100 23,532.00 806,720 SH SOLE 3 714,520 0 92,200 CNA FINCL.CORP. COM 126117100 5,470.80 187,550 SH OTH 3 15,950 0 0 CNA SURETY CORP COM 12612L108 27.90 1,800 SH SOLE 3 1,800 0 0 CNET NETWORKS INC COM 12613R104 18,175.30 2,026,229 SH SOLE 3 2,021,679 0 4,550 CNET NETWORKS INC COM 12613R104 452.45 50,440 SOLE 2 50,440 CNET NETWORKS INC COM 12613R104 385.70 43,000 SH OTH 3 2,400 0 40,600 COACH INC COM 189754104 6,370.00 163,417 SH SOLE 3 162,467 0 950 COACH INC COM 189754104 486.39 12,478 SOLE 2 12,478 COACH INC COM 189754104 432.76 11,102 SOLE 2 11,102 COACH INC COM 189754104 331.30 8,500 SH OTH 3 500 0 8,000 COACHMEN INDS INC COM 189873102 40.80 3,400 SH SOLE 3 3,400 0 0 COASTAL BANCORP INC COM 19041P105 5.80 200 SH SOLE 3 200 0 0 COCA COLA CO COM 191216100 303,819.90 6,443,688 SH SOLE 3 5,804,125 0 631,763 COCA COLA CO COM 191216100 39,344.00 834,444 SH OTH 3 81,901 0 41,500 COCA COLA CO COM 191216100 1,023.20 21,700 SH SHD 3 21,700 0 0 COCA-COLA CO COM 191216100 27,225.64 577,426 SOLE 2 577,426 COCA-COLA CO COM 191216100 24,830.37 526,625 SOLE 2 526,625 COCA-COLA CO COM 191216100 2,680.60 59,279 SH SOLE 4 59,279 COCA-COLA ENTERPRISES INC COM 191219104 11,205.30 591,623 SH SOLE 3 585,723 0 0 COCA-COLA ENTERPRISES INC COM 191219104 2,054.80 108,490 SOLE 2 108,490 COCA-COLA ENTERPRISES INC COM 191219104 24.60 1,300 SH OTH 3 1,300 0 0 COGNEX CORP COM 192422103 577.80 22,561 SH SOLE 3 22,561 0 0 COGNIZANT TECH SOLUTIONS COM 192446102 2,730.30 66,625 SH SOLE 3 66,625 0 0 COGNIZANT TECH SOLUTIONS COM 192446102 653.60 15,950 SH OTH 3 1,350 0 14,600 COHERENT INC. COM 192479103 2,093.30 67,702 SH SOLE 3 67,702 0 0 COHERENT INC. COM 192479103 775.50 25,080 SH OTH 3 1,780 0 23,300 COHU INC COM 192576106 498.70 25,250 SH SOLE 3 25,250 0 0 COHU INC COM 192576106 30.60 1,550 SH OTH 3 1,550 0 0 COINSTAR INC COM 19259P300 2,122.50 84,900 SH SOLE 3 84,900 0 0 COLGATE-PALMOLIVE CO COM 194162103 375,009.40 6,493,669 SH SOLE 3 6,096,344 0 389,925 COLGATE-PALMOLIVE CO COM 194162103 46,151.30 799,156 SH OTH 3 284,546 0 37,000 COLGATE-PALMOLIVE CO COM 194162103 23,934.31 414,447 SOLE 2 414,447 COLGATE-PALMOLIVE CO COM 194162103 19,011.76 329,208 SOLE 2 329,208 COLGATE-PALMOLIVE CO COM 194162103 1,738.30 30,100 SH SHD 3 30,100 0 0 COLLINS & AIKMAN CORP COM 194830105 9.20 1,200 SH SOLE 3 1,200 0 0 COLONIAL BANCGROUP INC COM 195493309 12,211.70 866,693 SH SOLE 3 866,693 0 0 COLONIAL BANCGROUP INC COM 195493309 165.10 11,720 SH OTH 3 11,720 0 0 COLONIAL PROPERTIES TRUST COM 195872106 7,272.80 233,477 SH SOLE 3 233,477 0 0 COLONIAL PROPERTIES TRUST COM 195872106 1,936.32 62,161 SOLE 2 62,161 COLONIAL PROPERTIES TRUST COM 195872106 561.90 18,039 SH OTH 3 2,839 0 15,200 COLUMBIA LABS INC COM 197779101 70.97 20,570 SOLE 2 20,570 COLUMBIA SPORTSWEAR COM 198516106 1,948.00 58,498 SH SOLE 3 56,198 0 2,300 COLUMBIA SPORTSWEAR COM 198516106 496.20 14,900 SH OTH 3 0 0 14,900 COLUMBUS MCKINNON CORP COM 199333105 1,414.50 138,000 SOLE 2 138,000 COMCAST CORP CLASS A COM 200300101 6,576.40 182,679 SH SOLE 3 182,679 0 0 COMCAST CORP CLASS A COM 200300101 2,437.06 67,696 SOLE 2 67,696 COMCAST CORP CLASS A COM 200300101 428.40 11,900 SOLE 2 11,900 COMCAST CP NEW CLASS A SPECIAL COM 200300200 59,407.81 1,650,217 SOLE 2 1,650,217 COMCAST CP NEW CLASS A SPECIAL COM 200300200 4,327.67 120,213 SOLE 2 120,213 COMCAST CP NEW CLASS A SPECIAL COM 200300200 234,171.20 6,504,756 SH SOLE 3 6,292,826 0 196,155 COMCAST CP NEW CLASS A SPECIAL COM 200300200 8,838.00 245,501 SH OTH 3 50,301 0 13,600 COMDISCO INC COM 200336105 9.00 17,314 SOLE 2 17,314 COMERICA INC COM 200340107 55,023.10 960,264 SH SOLE 3 952,964 0 1,900 COMERICA INC COM 200340107 9,840.50 171,737 SH OTH 3 13,342 0 0 COMERICA INC COM 200340107 573.00 10,000 SOLE 2 10,000 COMERICA INC COM 200340107 177.60 3,100 SH SHD 3 3,100 0 0 COMFORCE CORP COM 20038K109 77.55 64,627 SOLE 2 64,627 COMFORT SYSTEMS USA INC COM 199908104 37.00 10,000 SOLE 2 10,000 COMMERCE BANCORP INC N.J. COM 200519106 10,928.70 277,800 SH SOLE 3 277,800 0 0 COMMERCE BANCORP INC N.J. COM 200519106 4,064.50 103,318 SH OTH 3 4,918 0 98,400 COMMERCE BANCSHARES INC COM 200525103 1,495.70 38,360 SH SOLE 3 36,785 0 1,575 COMMERCE BANCSHARES INC COM 200525103 882.30 22,629 SH OTH 3 50 0 22,579 COMMERCE GROUP INC (MASS) COM 200641108 7,585.30 201,254 SH SOLE 3 201,254 0 0 COMMERCE GROUP INC (MASS) COM 200641108 234.50 6,223 SH OTH 3 6,223 0 0 COMMERCE ONE INC COM 200693109 1,263.00 353,790 SH SOLE 3 353,790 0 0 COMMERCE ONE INC COM 200693109 45.50 12,750 SH OTH 3 12,750 0 0 COMMERCE ONE INC COM 200693109 37.10 10,393 SOLE 2 10,393 COMMERCIAL BANKSHARES INC COM 201607108 3,051.17 127,079 SOLE 2 127,079 COMMERCIAL FEDERAL CORP COM 201647104 9,554.40 406,572 SH SOLE 3 406,572 0 0 COMMERCIAL FEDERAL CORP COM 201647104 1,777.70 75,646 SH OTH 3 8,046 0 67,600 COMMERCIAL METALS CO COM 201723103 17,745.40 507,302 SH SOLE 3 507,302 0 0 COMMERCIAL METALS CO COM 201723103 349.80 10,000 SOLE 2 10,000 COMMERCIAL METALS CO COM 201723103 278.40 7,959 SH OTH 3 7,959 0 0 COMMERCIAL NET LEASE REALTY INC COM 202218103 345.80 26,600 SOLE 2 26,600 COMMERCIAL NET LEASE REALTY INC COM 202218103 163.31 12,562 SOLE 2 12,562 COMMSCOPE INC. COM 203372107 723.20 34,000 SH SOLE 3 34,000 0 0 COMMSCOPE INC. COM 203372107 61.00 2,870 SH OTH 3 2,870 0 0 COMMUNITY BANK SYSTEMS INC COM 203607106 64.50 2,461 SH SOLE 3 2,461 0 0 COMMUNITY FIRST BANKSHARES INC COM 203902101 14,877.00 579,096 SH SOLE 3 579,096 0 0 COMMUNITY FIRST BANKSHARES INC COM 203902101 168.70 6,565 SH OTH 3 6,565 0 0 COMMUNITY HEALTH SYS INC COM 203668108 1,622.59 63,631 SOLE 2 63,631 COMMUNITY HEALTH SYS INC COM 203668108 757.35 29,700 SOLE 2 29,700 COMMUNITY HEALTH SYSTEMS COM 203668108 14,698.20 576,400 SH SOLE 3 576,400 0 0 COMMUNITY HEALTH SYSTEMS, INC. CNV 203668AA6 299.01 300,000 SOLE 2 300,000 COMPANHIA DE BEBIDAS DAS ADR COM 20441W203 7,582.80 373,720 SH OTH 3 0 0 0 COMPANHIA DE BEBIDAS DAS ADR COM 20441W203 856.70 42,224 SH SOLE 3 42,224 0 0 COMPANIA DE TELECOM CHILE SP ADR COM 204449300 21,432.40 1,592,300 SH OTH 3 0 0 0 COMPANIA DE TELECOM CHILE SP ADR COM 204449300 2,418.40 179,673 SH SOLE 3 179,673 0 0 COMPAQ COMPUTER CORP COM 204493100 27,866.30 2,855,152 SH SOLE 3 2,815,352 0 39,800 COMPAQ COMPUTER CORP COM 204493100 6,339.00 649,490 SH OTH 3 72,090 0 0 COMPAQ COMPUTER CORP COM 204493100 749.59 76,802 SOLE 2 76,802 COMPAQ COMPUTER CORP COM 204493100 504.91 51,733 SOLE 2 51,733 COMPAQ COMPUTER CORP COM 204493100 422.60 43,300 SH SHD 3 43,300 0 0 COMPASS BANCSHARES INC COM 20449H109 9,275.50 327,755 SH SOLE 3 308,155 0 19,600 COMPASS BANCSHARES INC COM 20449H109 1,069.70 37,800 SH OTH 3 0 0 37,800 COMPASS BANCSHARES INC COM 20449H109 288.66 10,200 SOLE 2 10,200 COMPUTER ASSOCIATES INTERNATIONAL COM 204912109 10,460.80 303,300 SH OTH 3 1,500 0 0 COMPUTER ASSOCIATES INTERNATIONAL COM 204912109 6,738.30 195,370 SH SOLE 3 183,770 0 8,100 COMPUTER NETWORK TECHNOLOGY CP COM 204925101 274.00 15,400 SH SOLE 3 15,400 0 0 COMPUTER NETWORK TECHNOLOGY CP COM 204925101 42.70 2,400 SH OTH 3 2,400 0 0 COMPUTER SCIENCE CORP COM 205363104 9,783.10 199,736 SH SOLE 3 191,336 0 6,500 COMPUTER SCIENCE CORP COM 205363104 1,487.60 30,372 SH OTH 3 6,072 0 0 COMPUTER SCIENCES CORP COM 205363104 1,026.42 20,956 SOLE 2 20,956 COMPUTER SCIENCES CORP COM 205363104 328.17 6,700 SOLE 2 6,700 COMPUWARE CORP. COM 205638109 168.70 14,307 SH SOLE 3 6,407 0 7,900 COMPUWARE CORP. COM 205638109 14.00 1,190 SH OTH 3 1,190 0 0 COMPX INTERNATIONAL INC COM 20563P101 352.10 27,150 SH SOLE 3 27,150 0 0 COMPX INTERNATIONAL INC COM 20563P101 33.10 2,550 SH OTH 3 2,550 0 0 COMSTOCK RESOURCES INC(NEW) COM 205768203 280.00 40,000 SOLE 2 40,000 COMVERSE TECHNOLOGY INC COM 205862402 1,970.90 88,105 SH SOLE 3 80,905 0 7,200 COMVERSE TECHNOLOGY INC COM 205862402 10.50 470 SH OTH 3 470 0 0 COMVERSE TECHNOLOGY INC (NEW) COM 205862402 516.75 23,100 SOLE 2 23,100 COMVERSE TECHNOLOGY INC (NEW) COM 205862402 324.37 14,500 SOLE 2 14,500 CONAGRA FOODS INC COM 205887102 32,735.90 1,377,193 SH SOLE 3 1,299,768 0 77,425 CONAGRA FOODS INC COM 205887102 205.30 8,638 SH OTH 3 8,638 0 0 CONAGRA INC COM 205887102 210.39 8,851 SOLE 2 8,851 CONCORD CAMERA CORP COM 206156101 625.70 79,000 SH SOLE 3 79,000 0 0 CONCORD CAMERA CORP COM 206156101 11.90 1,500 SH OTH 3 1,500 0 0 CONCORD EFS INC COM 206197105 18,633.79 568,450 SOLE 2 568,450 CONCORD EFS INC COM 206197105 14,852.30 453,090 SH SOLE 3 453,090 0 0 CONCORD EFS INC COM 206197105 1,583.27 48,300 SOLE 2 48,300 CONCORD EFS INC COM 206197105 734.90 22,420 SH OTH 3 20,620 0 0 CONCORD EFS INC COM 206197105 332.28 10,400 SH SOLE 4 10,400 CONCUR TECHNOLOGIES INC COM 206708109 536.47 290,769 SOLE 2 290,769 CONCUR TECHNOLOGIES INC COM 206708109 119.21 64,615 SOLE 2 64,615 CONCURRENT COMPUTER CORP (NEW) COM 206710204 5.90 400 SH SOLE 3 400 0 0 CONECTIV INC. COM 206829103 107.80 4,400 SH SOLE 3 4,400 0 0 CONEXANT SYSTEMS INC PUT 207142100 125,561.31 66,500,000 PUT SOLE 2 66,500,00 CONEXANT SYSTEMS INC COM 207142100 1,074.70 74,840 SOLE 2 74,840 CONEXANT SYSTEMS INC COM 207142100 588.30 40,968 SOLE 2 40,968 CONEXANT SYSTEMS INC. COM 207142100 99.10 6,900 SH SOLE 3 6,900 0 0 CONEXANT SYSTEMS INC. COM 207142100 4.90 340 SH OTH 3 340 0 0 CONMED CORP COM 207410101 52.90 2,650 SH SOLE 3 2,650 0 0 CONOCO INC. COM 208251504 477.99 16,890 SOLE 2 16,890 CONOCO INC. COM 208251504 245.64 8,680 SOLE 2 8,680 CONOCO, INC. COM 208251504 26,368.90 931,762 SH SOLE 3 918,762 0 13,000 CONOCO, INC. COM 208251504 10,715.70 378,645 SH OTH 3 26,545 0 0 CONOCO, INC. COM 208251504 452.60 15,992 SH SHD 3 15,992 0 0 CONSECO INC COM 208464107 780.60 175,019 SH SOLE 3 175,019 0 0 CONSECO INC COM 208464107 59.96 13,444 SOLE 2 13,444 CONSOL ENERGY INC. COM 20854P109 3,171.10 127,661 SH SOLE 3 63,961 0 63,700 CONSOL ENERGY INC. 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COM 21036P108 124.30 2,900 SH SOLE 3 2,900 0 0 CONSTELLATION ENERGY GROUP COM 210371100 610.65 23,000 SOLE 2 23,000 CONSTELLATION ENERGY INC COM 210371100 1,045.10 39,365 SH SOLE 3 39,365 0 0 CONSTELLATION ENERGY INC COM 210371100 31.90 1,200 SH OTH 3 1,200 0 0 CONTANGO OIL & GAS COMPANY COM 21075N204 549.10 190,000 SOLE 2 190,000 CONTINENTAL AIRLINES INC COM 210795308 1,449.41 55,300 SOLE 2 55,300 CONTINENTAL AIRLINES INC COM 210795308 1,179.50 45,000 SH SOLE 3 45,000 0 0 CONTINENTAL AIRLINES INC COM 210795308 481.48 18,370 SOLE 2 18,370 CONTINENTAL AIRLINES INC COM 210795308 178.20 6,800 SH SHD 3 6,800 0 0 CONTINENTAL AIRLINES INC COM 210795308 125.80 4,800 SH OTH 3 2,900 0 0 CONVERA CORP COM 211919105 335.00 100,000 SOLE 2 100,000 CONVERA CORP. COM 211919105 17.40 5,200 SH SOLE 3 5,200 0 0 CONVERGYS CORP. COM 212485106 3,862.60 103,031 SH OTH 3 100 0 66,131 CONVERGYS CORP. COM 212485106 2,975.50 79,367 SH SOLE 3 76,167 0 3,200 CONVERGYS CORP. COM 212485106 311.20 8,300 SH SHD 3 8,300 0 0 COOPER CAMERON CORP COM 216640102 116.40 2,884 SH SOLE 3 2,884 0 0 COOPER CAMERON CORP COM 216640102 60.50 1,500 SH OTH 3 1,500 0 0 COOPER COMPANIES INC (NEW) COM 216648402 324.90 6,500 SH OTH 3 0 0 6,500 COOPER COMPANIES INC (NEW) COM 216648402 319.90 6,400 SH SOLE 3 6,400 0 0 COOPER INDUSTRIES INC. COM 216669101 8,043.80 230,350 SH SOLE 3 224,350 0 6,000 COOPER INDUSTRIES INC. COM 216669101 1,232.70 35,300 SH OTH 3 300 0 10,200 COOPER TIRE & RUBBER CO. COM 216831107 9.80 614 SH SOLE 3 614 0 0 COORSTEK INC COM 217020106 553.20 17,375 SH OTH 3 0 0 17,375 COORSTEK INC COM 217020106 528.50 16,600 SH SOLE 3 16,600 0 0 COPART INC COM 217204106 2,085.80 57,350 SH SOLE 3 57,350 0 0 COPART INC COM 217204106 452.80 12,450 SH OTH 3 850 0 11,600 COPPER MOUNTAIN COM 217510106 69.10 40,882 SH SOLE 3 40,882 0 0 COPYTELE INC COM 217721109 4.30 10,000 SOLE 2 10,000 COR THERAPEUDICS INC COM 217753102 963.10 40,245 SH SOLE 3 40,245 0 0 COR THERAPEUTICS INC COM 217753102 1,196.50 50,000 SOLE 2 50,000 CORE LABORATORIES N.V. COM N22717107 152.80 10,900 SH SOLE 3 10,900 0 0 CORILLIAN CORP COM 218725109 36.90 7,700 SH SOLE 3 7,700 0 0 CORINTHIAN COLLEGES INC COM 218868107 354.10 8,660 SH SOLE 3 8,660 0 0 CORIXA CORP COM 21887F100 556.80 36,950 SH SOLE 3 36,950 0 0 CORIXA CORP COM 21887F100 181.94 12,073 SOLE 2 12,073 CORIXA CORP COM 21887F100 30.90 2,050 SH OTH 3 2,050 0 0 CORN PRODUCTS INTERNATIONAL COM 219023108 14,269.70 404,813 SH SOLE 3 404,813 0 0 CORN PRODUCTS INTERNATIONAL COM 219023108 302.10 8,569 SH OTH 3 8,569 0 0 CORNELL COMPANIES INC COM 219141108 7,553.30 427,950 SH SOLE 3 427,950 0 0 CORNELL COMPANIES INC COM 219141108 882.50 50,000 SOLE 2 50,000 CORNELL COMPANIES INC COM 219141108 93.50 5,300 SH OTH 3 5,300 0 0 CORNING INC COM 219350105 38,793.30 4,349,027 SH SOLE 3 4,274,127 0 38,100 CORNING INC COM 219350105 5,934.50 665,300 SH OTH 3 63,600 0 0 CORNING INC COM 219350105 2,077.30 232,881 SOLE 2 232,881 CORNING INC COM 219350105 879.38 98,585 SOLE 2 98,585 CORNING INC CLL 219350105 7.50 60,000 CALL SOLE 2 60,000 CORPORATE EXECUTIVE BOARD COM 21988R102 18.40 500 SH OTH 3 500 0 0 CORPORATE EXECUTIVE BOARD COM 21988R102 5.10 140 SH SOLE 3 140 0 0 CORPORATE EXECUTIVE BOARD CO. COM 21988R102 367.00 10,000 SOLE 2 10,000 CORPORATE OFFICE PROPERTIES COM 22002T108 2,466.60 207,800 SH SOLE 3 207,800 0 0 CORPORATE OFFICE PROPERTIES COM 22002T108 131.80 11,100 SH OTH 3 11,100 0 0 CORRECTIONAL PROPERTIES COM 22025E104 6,809.90 402,953 SH SOLE 3 402,953 0 0 CORRECTIONAL PROPERTIES COM 22025E104 89.50 5,294 SH OTH 3 5,294 0 0 CORRECTIONS CORP OF AMERICA (NEW) COM 22025Y407 750.80 40,453 SH SOLE 3 40,453 0 0 CORRECTIONS CORP OF AMERICA (NEW) COM 22025Y407 430.30 23,183 SH OTH 3 1,883 0 21,300 CORUS BANKSHARES INC COM 220873103 7,400.80 163,014 SH SOLE 3 163,014 0 0 CORUS BANKSHARES INC COM 220873103 141.10 3,109 SH OTH 3 3,109 0 0 CORUS ENTERTAINMENT INC COM 220874101 306.05 15,333 SOLE 2 15,333 CORVEL CORP COM 221006109 44.20 1,350 SH SOLE 3 1,350 0 0 CORVIS CORP COM 221009103 801.70 248,200 SH SOLE 3 248,200 0 0 CORVIS CORP COM 221009103 726.90 225,050 SH OTH 3 0 0 225,050 CORVIS CORP COM 221009103 558.94 173,047 SOLE 2 173,047 COSINE COMMUNICATIONS INC COM 221222102 1,347.95 869,644 SOLE 2 869,644 COST PLUS INC. COM 221485105 326.85 12,334 SOLE 2 12,334 COSTAR GROUP INC COM 22160N109 374.60 15,600 SH SOLE 3 15,600 0 0 COSTCO WHOLESALE CORP COM 22160K105 27,242.10 613,838 SH SOLE 3 491,538 0 116,600 COSTCO WHOLESALE CORP COM 22160K105 7,795.80 175,660 SH OTH 3 4,060 0 0 COSTCO WHOLESALE CORP COM 22160K105 2,802.11 63,139 SOLE 2 63,139 COSTCO WHOLESALE CORP COM 22160K105 510.15 11,495 SOLE 2 11,495 COUNTRYWIDE CR INDS INC COM 222372104 143,643.40 3,506,064 SH SOLE 3 3,192,505 0 299,889 COUNTRYWIDE CR INDS INC COM 222372104 26,692.00 651,501 SH OTH 3 107,501 0 0 COUNTRYWIDE CR INDS INC COM 222372104 4,060.70 99,114 SOLE 2 99,114 COUNTRYWIDE CR INDS INC COM 222372104 1,335.60 32,600 SH SHD 3 32,600 0 0 COUNTRYWIDE CR INDS INC COM 222372104 957.67 23,375 SOLE 2 23,375 COUSINS PPTYS INC COM 222795106 15,255.00 626,230 SH SOLE 3 626,230 0 0 COUSINS PPTYS INC COM 222795106 388.80 15,960 SH OTH 3 15,960 0 0 COUSINS PPTYS INC COM 222795106 353.71 14,520 SOLE 2 14,520 COUSINS PPTYS INC COM 222795106 280.63 11,520 SOLE 2 11,520 COVANCE, INC COM 222816100 9,955.90 438,584 SH SOLE 3 438,584 0 0 COVANSYS CORP COM 22281W103 358.00 40,000 SOLE 2 40,000 COVANTA ENERGY, CORP. COM 22281N103 1,099.90 243,342 SH SOLE 3 243,342 0 0 COVANTA ENERGY, CORP. COM 22281N103 294.00 65,050 SH OTH 3 5,750 0 59,300 COVANTA ENERGY, CORP. COM 22281N103 52.40 11,600 SH SHD 3 11,600 0 0 COVENTRY HEALTH CARE COM 222862104 2,216.40 111,100 SH SOLE 3 111,100 0 0 COVENTRY HEALTH CARE COM 222862104 466.80 23,400 SH OTH 3 3,900 0 19,500 COX COMMUNICATIONS CLASS A COM 224044107 19,143.00 456,764 SH SOLE 3 327,314 0 124,625 COX COMMUNICATIONS CLASS A COM 224044107 1,718.30 41,000 SH OTH 3 9,900 0 0 COX RADIO INC CLASS A COM 224051102 567.10 22,257 SH SOLE 3 20,257 0 2,000 COX RADIO INC CLASS A COM 224051102 400.00 15,700 SH OTH 3 0 0 15,700 CRANE CO (DELAWARE) COM 224399105 4,596.66 179,277 SOLE 2 179,277 CRANE CO (DELAWARE) COM 224399105 2,419.10 94,350 SH SOLE 3 92,850 0 1,500 CRAWFORD & CO CLASS A COM 224633206 144.45 16,527 SOLE 2 16,527 CRAWFORD & CO CLASS-B COM 224633107 122.84 10,481 SOLE 2 10,481 CRAWFORD & CO CLASS-B COM 224633107 116.00 9,900 SH SOLE 3 9,900 0 0 CRAY INC COM 225223106 37.40 20,000 SOLE 2 20,000 CREDIT ACCEP CORP MICH COM 225310101 251.00 28,200 SH SOLE 3 28,200 0 0 CREE INC COM 225447101 172.00 5,840 SH SOLE 3 5,840 0 0 CREE INC COM 225447101 63.90 2,170 SH OTH 3 2,170 0 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 921.80 50,900 SH OTH 3 0 0 50,900 CRESCENT REAL ESTATE EQUITIES COM 225756105 264.41 14,600 SOLE 2 14,600 CRESCENT REAL ESTATE EQUITIES COM 225756105 30.80 1,700 SH SOLE 3 1,700 0 0 CRESTLINE CAPITAL CORP. COM 226153104 1,442.60 46,445 SH SOLE 3 46,445 0 0 CRESTLINE CAPITAL CORP. COM 226153104 487.60 15,700 SH OTH 3 0 0 15,700 CRITICAL PATH INC COM 22674V100 313.80 114,540 SH SOLE 3 114,540 0 0 CROMPTON CORP COM 227116100 704.00 78,221 SH SOLE 3 78,221 0 0 CROMPTON CORP COM 227116100 619.20 68,800 SOLE 2 68,800 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 3,461.59 186,107 SOLE 2 186,107 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 1,755.86 94,401 SOLE 2 94,401 CROSSMANN CMNTYS INC COM 22764E109 188.10 5,700 SH SOLE 3 5,700 0 0 CROSSMANN CMNTYS INC COM 22764E109 3.30 100 SH OTH 3 100 0 0 CROWN CASTLE INTERNATIONAL CORP COM 228227104 256,280.60 23,996,308 SH SOLE 3 23,726,31 0 269,990 CROWN CASTLE INTERNATIONAL CORP COM 228227104 9,091.98 851,309 SOLE 2 851,309 CROWN CASTLE INTERNATIONAL CORP COM 228227104 6,195.90 580,136 SH OTH 3 358,336 0 199,200 CROWN CASTLE INTERNATIONAL CORP COM 228227104 1,917.16 179,509 SOLE 2 179,509 CROWN CORK & SEAL INC COM 228255105 149.86 59,000 SOLE 2 59,000 CROWN CORK & SEAL INC COM 228255105 31.80 12,500 SH SOLE 3 12,500 0 0 CROWN MEDIA HOLDINGS COM 228411104 9.00 800 SH SOLE 3 800 0 0 CSS INDUSTRIES COM 125906107 10,383.90 335,939 SH SOLE 3 335,939 0 0 CSS INDUSTRIES COM 125906107 2.80 92 SH OTH 3 92 0 0 CSX CORP COM 126408103 30,845.50 880,044 SH SOLE 3 848,244 0 23,500 CSX CORP COM 126408103 11,046.70 315,170 SH OTH 3 72,570 0 0 CSX CORP COM 126408103 694.00 19,800 SH SHD 3 19,800 0 0 CSX CORP COM 126408103 398.87 11,380 SOLE 2 11,380 CT COMMUNICATIONS INC COM 126426402 451.50 27,350 SH SOLE 3 27,350 0 0 CT COMMUNICATIONS INC COM 126426402 7.40 450 SH OTH 3 450 0 0 CTC COMMUNICATIONS GROUP INC COM 126419100 154.50 30,000 SOLE 2 30,000 CTS CORP COM 126501105 29.10 1,830 SH SOLE 3 1,830 0 0 CUBIC CORP (DELAWARE) COM 229669106 30.80 600 SH SOLE 3 600 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 61.10 1,700 SH SOLE 3 1,700 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 25.20 700 SH OTH 3 700 0 0 CULLEN FROST BANKERS INC COM 229899109 1,670.60 54,100 SH OTH 3 2,300 0 51,800 CULLEN FROST BANKERS INC COM 229899109 469.20 15,193 SH SOLE 3 15,193 0 0 CUMMINS INC COM 231021106 2,391.40 62,050 SH SOLE 3 60,450 0 0 CUMMINS INC COM 231021106 104.10 2,700 SH OTH 3 2,700 0 0 CUMULUS MEDIA INC COM 231082108 71.40 4,410 SH SOLE 3 4,410 0 0 CUNO INC COM 126583103 12.20 400 SH SOLE 3 400 0 0 CURAGEN CORP COM 23126R101 35.80 1,600 SH SOLE 3 1,600 0 0 CURIS INC COM 231269101 781.41 139,288 SOLE 2 139,288 CURTISS-WRIGHT CORP COM 231561101 62.10 1,300 SH SOLE 3 1,300 0 0 CV THERAPEUTICS INC COM 126667104 345.90 6,650 SH SOLE 3 6,650 0 0 CV THERAPEUTICS INC COM 126667104 75.90 1,460 SH OTH 3 1,460 0 0 CVS CORP COM 126650100 8,379.90 283,105 SH SOLE 3 236,130 0 46,975 CVS CORP COM 126650100 198.30 6,700 SH SHD 3 6,700 0 0 CVS CORP COM 126650100 10.40 350 SH OTH 3 350 0 0 CVS CORP (DEL) COM 126650100 939.71 31,747 SOLE 2 31,747 CVS CORP (DEL) COM 126650100 767.56 25,931 SOLE 2 25,931 CVS CORP (DEL) COM 126650100 386.97 13,100 SH SOLE 4 13,100 CYBEAR GROUP NEW COM 23243C201 6.38 19,346 SOLE 2 19,346 CYBEAR GROUP NEW COM 23243C201 0.10 193 SH SOLE 3 193 0 0 CYLINK CORP COM 232565101 33.00 12,000 SOLE 2 12,000 CYMER INC. COM 232572107 569.30 21,300 SH SOLE 3 21,300 0 0 CYPRESS BIOSCIENCES INC COM 232674507 98.90 24,006 SOLE 2 24,006 CYPRESS SEMICONDUCTOR CORP COM 232806109 1,701.00 85,348 SH SOLE 3 85,348 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 301.48 15,127 SOLE 2 15,127 CYPRESS SEMICONDUCTOR CORP COM 232806109 8.00 400 SH OTH 3 400 0 0 CYTEC INDS INC COM 232820100 420.34 15,568 SOLE 2 15,568 CYTEC INDS INC COM 232820100 399.60 14,800 SOLE 2 14,800 CYTEC INDUSTRIES INC COM 232820100 8,488.60 314,392 SH SOLE 3 314,392 0 0 CYTEC INDUSTRIES INC COM 232820100 570.10 21,115 SH OTH 3 3,015 0 18,100 CYTYC CORP COM 232946103 44.30 1,698 SH SOLE 3 1,698 0 0 CYTYC CORP COM 232946103 28.70 1,100 SH OTH 3 1,100 0 0 D R HORTON INC COM 23331A109 6,634.50 204,390 SH SOLE 3 204,390 0 0 D R HORTON INC COM 23331A109 61.70 1,901 SH OTH 3 1,901 0 0 DAISYTEK INTERNATIONAL CORP. COM 234053106 1,124.70 85,400 SH SOLE 3 85,400 0 0 DAISYTEK INTERNATIONAL CORP. COM 234053106 76.40 5,800 SH OTH 3 5,800 0 0 DAKTRONICS INC COM 234264109 138.00 16,328 SH SOLE 3 16,328 0 0 DAL - TILE INTERNATIONAL INC COM 23426R108 527.80 22,700 SH SOLE 3 22,700 0 0 DANA CORP COM 235811106 2,352.70 169,506 SH SOLE 3 169,506 0 0 DANAHER CORP (DELAWARE) COM 235851102 18,383.90 304,824 SH SOLE 3 292,224 0 10,600 DANAHER CORP (DELAWARE) COM 235851102 11,575.30 191,930 SH OTH 3 12,830 0 0 DANAHER CORP (DELAWARE) COM 235851102 1,123.03 18,621 SOLE 2 18,621 DANAHER CORP (DELAWARE) COM 235851102 470.40 7,800 SH SHD 3 7,800 0 0 DANKA BUSINESS SYS PLC COM 236277109 90.74 89,838 SOLE 2 89,838 DARDEN RESTAURANTS INC COM 237194105 12,665.50 357,782 SH SOLE 3 343,982 0 13,800 DARDEN RESTAURANTS INC COM 237194105 352.80 9,966 SH OTH 3 9,966 0 0 DARDEN RESTAURANTS INC COM 237194105 162.80 4,600 SH SHD 3 4,600 0 0 DATASCOPE CORP COM 238113104 848.00 25,000 SOLE 2 25,000 DATASCOPE CORP COM 238113104 128.90 3,800 SH SOLE 3 3,800 0 0 DAVITA INC COM 23918K108 486.60 19,900 SH OTH 3 0 0 19,900 DDI CORP COM 233162106 953.19 96,869 SOLE 2 96,869 DDI CORP COM 233162106 728.20 74,000 SH SOLE 3 74,000 0 0 DEAN FOODS, CO. COM 242370104 3,108.10 45,574 SH SOLE 3 45,574 0 0 DEAN FOODS, CO. COM 242370104 80.50 1,180 SH OTH 3 1,180 0 0 DECODE GENETICS INC COM 243586104 3,402.70 347,213 SH SOLE 3 344,563 0 2,650 DECODE GENETICS INC COM 243586104 271.50 27,700 SH OTH 3 1,400 0 26,300 DEERE & COMPANY COM 244199105 66,612.70 1,525,715 SH SOLE 3 1,247,319 0 269,771 DEERE & COMPANY COM 244199105 21,694.00 496,884 SH OTH 3 350,584 0 95,300 DEL LABORATORIES INC. COM 245091103 288.97 18,949 SOLE 2 18,949 DELL COMPUTER CORP COM 247025109 607,873.60 22,364,737 SH SOLE 3 21,215,72 0 1,103,711 DELL COMPUTER CORP COM 247025109 196,998.38 7,247,917 SOLE 2 7,247,917 DELL COMPUTER CORP COM 247025109 106,660.98 3,924,245 SOLE 2 3,924,245 DELL COMPUTER CORP COM 247025109 60,163.34 2,031,173 SH SOLE 4 2,031,173 DELL COMPUTER CORP COM 247025109 47,892.20 1,762,040 SH OTH 3 245,640 0 8,400 DELL COMPUTER CORP COM 247025109 2,682.70 98,700 SH SHD 3 98,700 0 0 DELL COMPUTER CORP CLL 247025109 69.50 10,000 CALL SOLE 2 10,000 DELPHI AUTOMATIVE SYSTEMS COM 247126105 3,940.40 288,462 SH SOLE 3 276,362 0 12,100 DELPHI AUTOMATIVE SYSTEMS COM 247126105 1,193.70 87,389 SH OTH 3 2,888 0 1 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 159.36 11,666 SOLE 2 11,666 DELPHI FINANCIAL GRP INC CLASS A COM 247131105 2,163.50 64,969 SH SOLE 3 64,969 0 0 DELTA & PINE LAND CO COM 247357106 13,666.30 603,900 SH SOLE 3 603,900 0 0 DELTA AIR LINES INC DEL COM 247361108 11,405.30 389,790 SH SOLE 3 385,590 0 4,200 DELTA AIR LINES INC DEL COM 247361108 3,954.80 135,160 SH OTH 3 23,260 0 0 DELTA AIR LINES INC DEL COM 247361108 526.68 18,000 SOLE 2 18,000 DELTA AIR LINES INC DEL COM 247361108 441.01 15,072 SOLE 2 15,072 DELTA AIR LINES INC DEL COM 247361108 93.60 3,200 SH SHD 3 3,200 0 0 DELTA FINANCIAL CORP COM 247918105 75.40 232,000 SH SOLE 3 232,000 0 0 DELUXE CORP COM 248019101 14,709.40 353,761 SH SOLE 3 309,161 0 33,300 DELUXE CORP COM 248019101 1,459.50 35,100 SH OTH 3 35,100 0 0 DELUXE CORP COM 248019101 769.20 18,500 SH SHD 3 18,500 0 0 DENDRITE INTERNATIONAL COM 248239105 1,353.78 96,492 SOLE 2 96,492 DENDRITE INTERNATIONAL COM 248239105 213.40 15,208 SH SOLE 3 15,208 0 0 DENNISON INTERNATIONAL PLC COM 248335101 2,052.60 123,952 SH SOLE 3 123,952 0 0 DENNISON INTERNATIONAL PLC COM 248335101 28.20 1,700 SH OTH 3 1,700 0 0 DENTSPLY INTERNATIONAL INC COM 249030107 250.75 4,995 SOLE 2 4,995 DEUTSCHE TELEKOM AG COM 251566105 20,114.10 1,190,182 SH SOLE 3 1,190,182 0 0 DEUTSCHE TELEKOM AG COM 251566105 4,412.12 261,072 SOLE 2 261,072 DEUTSCHE TELEKOM AG COM 251566105 2,628.14 155,511 SOLE 2 155,511 DEVELOPERS DIVERSIFIED REALTY CP COM 251591103 5,543.50 290,237 SH SOLE 3 290,237 0 0 DEVELOPERS DIVERSIFIED REALTY CP COM 251591103 1,486.36 77,820 SOLE 2 77,820 DEVELOPERS DIVERSIFIED REALTY CP COM 251591103 1,471.25 77,029 SOLE 2 77,029 DEVELOPERS DIVERSIFIED REALTY CP COM 251591103 55.30 2,894 SH OTH 3 2,894 0 0 DEVON ENERGY CORP COM 25179M103 3,085.50 79,832 SH SOLE 3 79,832 0 0 DEVON ENERGY CORP COM 25179M103 39.40 1,020 SH OTH 3 1,020 0 0 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 764.43 16,521 SOLE 2 16,521 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 545.99 11,800 SOLE 2 11,800 DIAGNOSTIC PRODUCTS CORP COM 252450101 16,632.30 378,436 SH SOLE 3 378,436 0 0 DIAGNOSTIC PRODUCTS CORP COM 252450101 2,516.10 57,250 SH OTH 3 6,450 0 50,800 DIAL CORP COM 25247D101 2,392.40 139,500 SH SOLE 3 137,300 0 2,200 DIAL CORP COM 25247D101 87.50 5,100 SH OTH 3 5,100 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 459.50 15,115 SOLE 2 15,115 DIAMONDCLUSTER INTERNATIONAL INC. COM 25278P106 1,090.60 83,250 SH SOLE 3 83,250 0 0 DIAMONDCLUSTER INTERNATIONAL INC. COM 25278P106 49.80 3,800 SH OTH 3 3,800 0 0 DIAMONDCLUSTER INTERNATIONAL INC COM 25278P106 1,703.00 130,000 SOLE 2 130,000 DIEBOLD INC COM 253651103 202.20 5,000 SOLE 2 5,000 DIEBOLD INC COM 253651103 166.00 4,104 SH SOLE 3 4,104 0 0 DIEBOLD INC COM 253651103 14.60 360 SH OTH 3 360 0 0 DIGENE CORP COM 253752109 442.50 15,000 SH SOLE 3 15,000 0 0 DIGENE CORP COM 253752109 50.10 1,700 SH OTH 3 1,700 0 0 DIGEX INC COM 253756100 111.50 37,300 SH OTH 3 0 0 37,300 DIGEX INC COM 253756100 48.20 16,133 SH SOLE 3 16,133 0 0 DIGI INTERNATIONAL, INC. COM 253798102 207.40 32,563 SH SOLE 3 32,563 0 0 DIGIMARC CORP COM 253807101 564.48 30,381 SOLE 2 30,381 DIGITAL INSIGHT CORP COM 25385P106 500.90 22,400 SH SOLE 3 22,400 0 0 DIGITAL LIGHTWAVE INC COM 253855100 601.30 64,100 SH SOLE 3 64,100 0 0 DIGITAL RIVER INC COM 25388B104 11.10 700 SH SOLE 3 700 0 0 DIGITALTHINK INC COM 25388M100 1,106.14 102,420 SOLE 2 102,420 DIGITALTHINK INC COM 25388M100 15.10 1,400 SH SOLE 3 1,400 0 0 DILLARDS INC CLASS A COM 254067101 4,091.30 255,704 SH SOLE 3 255,704 0 0 DILLARDS INC CLASS A COM 254067101 1,275.20 79,700 SH OTH 3 5,900 0 0 DIME BANCORP INC (NEW) COM 25429Q102 1,440.90 39,936 SH SOLE 3 38,536 0 1,400 DIME BANCORP INC (NEW) COM 25429Q102 58.40 1,620 SH OTH 3 1,620 0 0 DIME COMMUNITY BANCSHARES COM 253922108 12.60 448 SH SOLE 3 448 0 0 DIMON INC COM 254394109 403.20 56,000 SH SOLE 3 56,000 0 0 DIMON INC COM 254394109 23.00 3,200 SH OTH 3 3,200 0 0 DIONEX CORP COM 254546104 941.30 36,900 SH SOLE 3 36,900 0 0 DIRECT FOCUS INC COM 254931108 342.40 10,975 SH SOLE 3 10,975 0 0 DISNEY WALT CO (HOLDING CO) COM 254687106 11,760.42 567,588 SOLE 2 567,588 DISNEY WALT CO (HOLDING CO) COM 254687106 11,303.84 545,552 SOLE 2 545,552 DISNEY WALT CO (HOLDING CO) PUT 254687106 334.80 36,000 PUT SOLE 2 36,000 DITECH COMMUNICATIONS CORP COM 25500M103 373.80 62,100 SH SOLE 3 62,100 0 0 DIVERSA CORP COM 255064107 887.90 62,750 SH SOLE 3 62,750 0 0 DIVERSA CORP COM 255064107 23.30 1,650 SH OTH 3 1,650 0 0 DIVINE INC COM 255402109 306.07 413,614 SOLE 2 413,614 DIVINE INC COM 255402109 0.60 847 SH SOLE 3 847 0 0 DJ ORTHOPEDICS, INC. COM 23325G104 2,913.60 219,068 SOLE 2 219,068 DJ ORTHOPEDICS, INC. COM 23325G104 281.96 21,200 SOLE 2 21,200 DMC STRATEX NETWORKS INC COM 23322L106 678.40 87,200 SH SOLE 3 87,200 0 0 DMC STRATEX NETWORKS INC COM 23322L106 31.10 4,000 SH OTH 3 4,000 0 0 DOBSON COMMUNICATIONS CORP - A COM 256069105 13,310.00 1,558,550 SH SOLE 3 1,558,550 0 0 DOCTOR REDDYS LAB - ADR COM 256135203 8,233.80 434,500 SH OTH 3 38,200 0 0 DOCTOR REDDYS LAB - ADR COM 256135203 1,167.30 61,600 SH SOLE 3 61,600 0 0 DOCUMENTUM INC. COM 256159104 856.90 39,450 SH SOLE 3 39,450 0 0 DOCUMENTUM INC. COM 256159104 544.10 25,050 SH OTH 3 4,050 0 21,000 DOLE FOOD CO. INC COM 256605106 1,706.40 63,600 SH SOLE 3 63,600 0 0 DOLE FOOD CO. INC COM 256605106 740.50 27,600 SH OTH 3 1,900 0 25,700 DOLLAR GENL CORP COM 256669102 10,693.80 717,707 SH SOLE 3 715,707 0 0 DOLLAR GENL CORP COM 256669102 891.63 59,841 SOLE 2 59,841 DOLLAR GENL CORP COM 256669102 410.05 27,520 SOLE 2 27,520 DOLLAR GENL CORP COM 256669102 342.94 21,367 SH SOLE 4 21,367 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 3,203.80 206,700 SH SOLE 3 206,700 0 0 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 77.50 5,000 SH OTH 3 5,000 0 0 DOLLAR TREE STORES INC COM 256747106 48,374.10 1,564,999 SH SOLE 3 1,564,999 0 0 DOLLAR TREE STORES INC COM 256747106 3,094.59 100,116 SOLE 2 100,116 DOLLAR TREE STORES INC COM 256747106 59.70 1,930 SH OTH 3 1,930 0 0 DOMINION RES INC NEW COM 25746U109 3,793.70 63,123 SH SOLE 3 56,223 0 6,900 DOMINION RES INC NEW COM 25746U109 18.00 300 SH OTH 3 300 0 0 DOMTAR INC COM 257561100 196.56 19,500 SOLE 2 19,500 DONALDSON CO INC COM 257651109 1,211.00 31,179 SH SOLE 3 31,179 0 0 DONALDSON CO INC COM 257651109 223.64 5,758 SOLE 2 5,758 DORAL FINANCIAL CORP COM 25811P100 890.80 28,542 SH SOLE 3 28,542 0 0 DOUBLECLICK INC COM 258609304 13,741.00 1,211,726 SH SOLE 3 1,211,726 0 0 DOUBLECLICK INC COM 258609304 62.30 5,496 SH OTH 3 5,496 0 0 DOUBLECLICK, INC. COM 258609304 6,819.20 601,340 SOLE 2 601,340 DOVER CORP COM 260003108 5,144.20 138,770 SH SOLE 3 132,770 0 6,000 DOVER CORP COM 260003108 1,614.62 43,556 SOLE 2 43,556 DOVER CORP COM 260003108 252.08 6,800 SOLE 2 6,800 DOVER CORP COM 260003108 215.70 5,820 SH OTH 3 5,820 0 0 DOVER DOWNS ENTERTAINMENT COM 260086103 1,892.60 123,700 SH SOLE 3 123,700 0 0 DOVER DOWNS ENTERTAINMENT COM 260086103 71.90 4,700 SH OTH 3 4,700 0 0 DOW CHEMICAL CO COM 260543103 64,908.20 1,921,498 SH SOLE 3 1,828,530 0 84,638 DOW CHEMICAL CO COM 260543103 6,198.40 183,492 SH OTH 3 76,392 0 0 DOW CHEMICAL CO COM 260543103 2,672.00 79,100 SH SHD 3 79,100 0 0 DOW CHEMICAL CO COM 260543103 864.33 25,587 SOLE 2 25,587 DOW CHEMICAL CO COM 260543103 405.36 12,000 SOLE 2 12,000 DOW-JONES & CO INC COM 260561105 21,573.30 394,177 SH SOLE 3 313,742 0 75,080 DOW-JONES & CO INC COM 260561105 2,010.90 36,743 SH OTH 3 9,143 0 0 DOW-JONES & CO INC COM 260561105 629.40 11,500 SOLE 2 11,500 DOWNEY FINANCIAL CORP COM 261018105 868.40 21,053 SH SOLE 3 21,053 0 0 DOWNEY FINANCIAL CORP COM 261018105 400.10 9,700 SH OTH 3 0 0 9,700 DPL INC COM 233293109 2.40 100 SH SOLE 3 100 0 0 DQE INC. COM 23329J104 102.20 5,400 SH SOLE 3 5,400 0 0 DRESS BARN INC COM 261570105 822.80 32,900 SH SOLE 3 32,900 0 0 DREXLER TECHNOLOGY CORP COM 261876106 23.80 1,000 SH SOLE 3 1,000 0 0 DREYERS GRAND ICE-CREAM COM 261878102 231.06 6,000 SOLE 2 6,000 DREYERS GRAND ICE-CREAM COM 261878102 3.90 100 SH SOLE 3 100 0 0 DRIL-QUIP COM 262037104 380.80 15,800 SH SOLE 3 15,800 0 0 DSL.NET INC COM 262506108 14.62 11,605 SOLE 2 11,605 DSP GROUP INC COM 23332B106 937.20 40,292 SH SOLE 3 40,292 0 0 DSP GROUP INC COM 23332B106 36.10 1,550 SH OTH 3 1,550 0 0 DST SYSTEM INC COM 233326107 7,824.50 156,960 SH SOLE 3 134,960 0 21,500 DST SYSTEM INC COM 233326107 74.80 1,500 SH OTH 3 1,500 0 0 DTE ENERGY COMPANY COM 233331107 494.90 11,800 SH SOLE 3 3,300 0 8,500 DTE ENERGY COMPANY COM 233331107 12.60 300 SH OTH 3 300 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 56,816.70 1,336,550 SH SOLE 3 1,256,954 0 75,625 DU PONT E I DE NEMOURS & CO COM 263534109 907.60 21,351 SH OTH 3 21,351 0 0 DUCKWALL ALCO STORES INC COM 264142100 3,010.60 304,100 SH SOLE 3 304,100 0 0 DUCOMMUN INC DEL COM 264147109 3,801.70 342,497 SH SOLE 3 342,497 0 0 DUCOMMUN INC DEL COM 264147109 47.80 4,304 SH OTH 3 4,304 0 0 DUKE ENERGY CORP COM 264399106 40,034.40 1,019,724 SH SOLE 3 977,524 0 42,200 DUKE ENERGY CORP COM 264399106 14,006.00 356,750 SH OTH 3 21,950 0 0 DUKE ENERGY CORP COM 264399106 1,519.40 38,700 SH SHD 3 38,700 0 0 DUKE ENERGY CORP COM 264399106 1,422.08 36,222 SOLE 2 36,222 DUKE ENERGY CORP COM 264399106 951.27 24,230 SOLE 2 24,230 DUKE ENERGY CORP CNV 264399585 362.26 14,000 SOLE 2 14,000 DUKE REALTY CORP COM 264411505 24,075.80 989,552 SH SOLE 3 986,652 0 2,900 DUKE REALTY CORP COM 264411505 13,598.94 558,937 SOLE 2 558,937 DUKE REALTY CORP COM 264411505 6,207.22 255,126 SOLE 2 255,126 DUKE REALTY CORP COM 264411505 1,964.20 80,733 SH OTH 3 18,933 0 61,800 DUN & BRADSTREET CORP COM 26483E100 2,949.50 83,556 SH SOLE 3 83,556 0 0 DUN & BRADSTREET CORP COM 26483E100 1.80 50 SH OTH 3 50 0 0 DUPONT PHOTOMASKS INC COM 26613X101 137.70 3,170 SH SOLE 3 3,170 0 0 DUPONT PHOTOMASKS INC COM 26613X101 71.30 1,640 SH OTH 3 1,640 0 0 DURA AUTOMOTIVE SYSTEMS A COM 265903104 637.00 57,910 SH SOLE 3 57,910 0 0 DURA AUTOMOTIVE SYSTEMS INC COM 265903104 462.36 42,033 SOLE 2 42,033 DVI INC COM 233343102 2.60 150 SH OTH 3 150 0 0 DYAX CORP COM 26746E103 1,181.98 107,747 SOLE 2 107,747 DYCOM INDUSTRIES INC COM 267475101 12,872.40 770,342 SH SOLE 3 770,342 0 0 DYCOM INDUSTRIES INC COM 267475101 1,490.50 89,200 SH OTH 3 4,500 0 84,700 DYNACQ INTERNATIONAL INC COM 267919306 62.40 2,800 SH SOLE 3 2,800 0 0 DYNAMEX INC COM 26784F103 79.58 38,820 SOLE 2 38,820 DYNAMIC SCIENCES INTERNATIONAL INC COM 268006103 4.40 400,000 SH OTH 3 0 0 0 DYNEGY INC COM 26816Q101 814.52 31,942 SOLE 2 31,942 DYNEGY INC. COM 26816Q101 174,259.40 6,833,701 SH SOLE 3 6,677,101 0 134,100 DYNEGY INC. COM 26816Q101 24,033.80 942,500 SH OTH 3 148,800 0 0 DYNEGY INC. COM 26816Q101 2,595.10 101,768 SH SHD 3 101,768 0 0 E COM VENTURES INC COM 26830K106 6.80 10,000 SOLE 2 10,000 E*TRADE GROUP INC COM 269246104 4,036.80 393,830 SH SOLE 3 392,830 0 0 E*TRADE GROUP INC COM 269246104 1,194.10 116,500 SH OTH 3 0 0 116,500 E*TRADE GROUP INC COM 269246104 369.00 36,000 SOLE 2 36,000 E.I. DU PONT DE NEMOURS & CO COM 263534109 2,025.09 47,638 SOLE 2 47,638 E.I. DU PONT DE NEMOURS & CO COM 263534109 973.90 22,910 SOLE 2 22,910 E.ON AG COM 268780103 1,504.45 29,207 SOLE 2 29,207 E.ON AG COM 268780103 308.29 5,985 SOLE 2 5,985 E.PIPHANY COM 26881V100 1,005.70 115,462 SH SOLE 3 115,462 0 0 E.PIPHANY COM 26881V100 350.10 40,200 SH OTH 3 0 0 40,200 E.W. SCRIPPS CO. COM 811054204 448.10 6,790 SH SOLE 3 6,790 0 0 E.W. SCRIPPS CO. COM 811054204 193.40 2,930 SH OTH 3 2,930 0 0 EARTHLINK INC COM 270321102 13,264.00 1,089,890 SH SOLE 3 1,062,890 0 22,400 EARTHLINK INC COM 270321102 1,236.50 101,600 SH OTH 3 9,300 0 92,300 EAST WEST BANCORP INC COM 27579R104 357.90 13,900 SH SOLE 3 13,900 0 0 EASTGROUP PROPERTIES COM 277276101 1,093.50 47,400 SH SOLE 3 47,400 0 0 EASTGROUP PROPERTIES COM 277276101 92.30 4,000 SH OTH 3 4,000 0 0 EASTMAN CHEM CO COM 277432100 3,292.00 84,366 SH SOLE 3 84,366 0 0 EASTMAN CHEM CO COM 277432100 135.70 3,478 SH OTH 3 3,478 0 0 EASTMAN KODAK CO CLL 277461109 11.00 10,000 CALL SOLE 2 10,000 EASTMAN KODAK CO COM 277461109 290.62 9,875 SOLE 2 9,875 EASTMAN KODAK CO COM 277461109 260.30 8,845 SH SOLE 3 8,845 0 0 EASTMAN KODAK CO COM 277461109 29.40 1,000 SH OTH 3 1,000 0 0 EATON CORP COM 278058102 10,428.00 140,143 SH SOLE 3 137,943 0 2,200 EATON CORP COM 278058102 431.10 5,793 SH OTH 3 5,793 0 0 EATON VANCE CORP (NON-VTG) COM 278265103 1,540.40 43,330 SH OTH 3 1,430 0 41,900 EATON VANCE CORP (NON-VTG) COM 278265103 1,272.70 35,800 SH SOLE 3 35,800 0 0 EB2B COMM INC COM 26824R109 1.80 15,000 SOLE 2 15,000 EBAY INC COM 278642103 24,295.50 363,162 SH SOLE 3 321,862 0 40,400 EBAY INC COM 278642103 278.40 4,162 SH OTH 3 4,162 0 0 EBAY INC. PUT 278642103 598.00 104,000 PUT SOLE 2 104,000 EBAY INC. COM 278642103 6,632.60 99,142 SOLE 2 99,142 EBAY INC. PUT 278642103 403.20 63,000 PUT SOLE 2 63,000 EBAY INC. PUT 278642103 124.00 20,000 PUT SOLE 2 20,000 EBAY INC. COM 278642103 412.57 6,167 SOLE 2 6,167 EBIX.COM INC COM 278715107 129.96 120,335 SOLE 2 120,335 ECHELON CORP COM 27874N105 196.80 13,900 SH SOLE 3 13,900 0 0 ECHELON CORP PUT 27874N105 40.00 10,000 PUT SOLE 2 10,000 ECHELON CORP COM 27874N105 38.20 2,700 SH OTH 3 0 0 2,700 ECHOSTAR COMMUNICATIONS CORP COM 278762109 216,781.30 7,891,564 SH SOLE 3 7,724,174 0 167,390 ECHOSTAR COMMUNICATIONS CORP COM 278762109 8,161.40 297,104 SH OTH 3 213,772 0 70,100 ECHOSTAR COMMUNICATIONS CORP COM 278762109 285.14 10,380 SOLE 2 10,380 ECLIPSYS CORP COM 278856109 57.00 3,400 SH SOLE 3 3,400 0 0 ECOLAB INC COM 278865100 1,133.00 28,150 SH OTH 3 650 0 0 ECOLAB INC COM 278865100 1,056.20 26,240 SH SOLE 3 26,240 0 0 EDGEWATER TECHNOLOGY INC COM 280358102 1,455.22 368,411 SOLE 2 368,411 EDISON INTERNATIONAL COM 281020107 1,309.20 86,700 SH OTH 3 0 0 0 EDISON INTERNATIONAL COM 281020107 809.40 53,600 SH SOLE 3 51,900 0 0 EDISON INTERNATIONAL COM 281020107 174.22 11,538 SOLE 2 11,538 EDISON SCHOOLS COM 281033100 5,350.60 272,295 SH SOLE 3 270,095 0 2,200 EDISON SCHOOLS COM 281033100 388.10 19,750 SH OTH 3 1,050 0 18,700 EDT LEARNING INC COM 26841E107 29.56 20,106 SOLE 2 20,106 EDUCATION MANAGEMENT CORP COM 28139T101 25.40 700 SH SOLE 3 700 0 0 EDUCATIONAL VIDEO COM 281505107 57.00 30,000 SOLE 2 30,000 EDWARDS A G INC COM 281760108 286.20 6,480 SH SOLE 3 6,480 0 0 EDWARDS A G INC COM 281760108 7.60 172 SH OTH 3 172 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 812.99 29,424 SOLE 2 29,424 EDWARDS LIFESCIENCES CORP COM 28176E108 806.10 29,174 SH SOLE 3 29,174 0 0 EFUNDS CORP. COM 28224R101 419.20 30,486 SH SOLE 3 30,486 0 0 EGGHEAD.COM INC COM 282329101 0.00 10,357 SH SOLE 3 10,357 0 0 EGL INC COM 268484102 426.90 30,600 SH SOLE 3 30,600 0 0 EGL INC COM 268484102 209.25 15,000 SOLE 2 15,000 EGL INC COM 268484102 97.70 7,000 SH OTH 3 7,000 0 0 EGL INC COM 268484102 85.10 6,100 SH SHD 3 6,100 0 0 EL PASO CORP COM 28336L109 19,738.80 442,474 SH SOLE 3 387,174 0 43,250 EL PASO CORP COM 28336L109 19,329.56 433,301 SOLE 2 433,301 EL PASO CORP COM 28336L109 1,443.49 32,358 SOLE 2 32,358 EL PASO CORP COM 28336L109 174.00 3,900 SH OTH 3 3,900 0 0 EL PASO CORP COM 28336L109 120.40 2,700 SH SHD 3 2,700 0 0 EL PASO ELECTRIC (NEW) COM 283677854 6,901.70 475,977 SH SOLE 3 475,977 0 0 EL PASO ELECTRIC (NEW) COM 283677854 85.20 5,874 SH OTH 3 5,874 0 0 EL PASO ENERGY CAPITAL TR I CNV 283678209 430.13 7,700 SOLE 2 7,700 EL PASO ENERGY PARTNERS COM 28368B102 27,811.58 747,623 SOLE 2 747,623 EL PASO ENERGY PARTNERS COM 28368B102 9,401.37 252,725 SOLE 2 252,725 ELAMEX, S.A. DE C.V. COM P36209107 108.00 24,000 SOLE 2 24,000 ELAN CORP PLC (ADR) COM 284131208 15,158.00 336,395 SH SOLE 3 322,295 0 14,100 ELAN CORP PLC (ADR) COM 284131208 5,435.09 120,619 SOLE 2 120,619 ELAN CORP PLC (ADR) COM 284131208 1,991.70 44,200 SH OTH 3 44,200 0 0 ELAN CORP PLC (ADR) COM 284131208 1,475.61 35,050 SH SOLE 4 35,050 ELAN CORP PLC (ADR) COM 284131208 1,302.46 28,905 SOLE 2 28,905 ELANTEC SEMICONDUCTOR INC COM 284155108 151.70 3,950 SH SOLE 3 3,950 0 0 ELANTEC SEMICONDUCTOR INC COM 284155108 53.40 1,390 SH OTH 3 1,390 0 0 ELCOR CORP COM 284443108 75.00 2,700 SH SOLE 3 2,700 0 0 ELECTRO OPTICAL COM 302043104 3,065.00 258,000 SH SOLE 3 258,000 0 0 ELECTRO RENT CORP COM 285218103 1,594.60 123,712 SH SOLE 3 123,712 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 563.90 18,790 SH SOLE 3 18,790 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 389.50 12,980 SH OTH 3 680 0 12,300 ELECTRONIC ARTS COM 285512109 6,516.60 108,700 SH SOLE 3 90,200 0 18,500 ELECTRONIC ARTS COM 285512109 612.81 10,222 SOLE 2 10,222 ELECTRONIC ARTS COM 285512109 260.80 4,350 SH OTH 3 4,350 0 0 ELECTRONIC ARTS COM 285512109 239.80 4,000 SOLE 2 4,000 ELECTRONIC DATA SYSTEMS CNV 285661AB0 2,666.32 3,210,000 SOLE 2 3,210,000 ELECTRONIC DATA SYSTEMS COM 285661104 215,024.90 3,136,760 SH SOLE 3 3,037,960 0 83,700 ELECTRONIC DATA SYSTEMS CNV 285661AB0 608.19 740,000 SH SOLE 4 740,000 ELECTRONIC DATA SYSTEMS COM 285661104 40,733.00 594,208 SH OTH 3 82,508 0 0 ELECTRONIC DATA SYSTEMS CNV 285661AB0 207.66 250,000 SOLE 2 250,000 ELECTRONIC DATA SYSTEMS COM 285661104 15,424.50 225,011 SOLE 2 225,011 ELECTRONIC DATA SYSTEMS COM 285661104 9,271.73 135,255 SOLE 2 135,255 ELECTRONIC DATA SYSTEMS COM 285661104 3,249.30 47,400 SH SHD 3 47,400 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 1,275.02 19,050 SH SOLE 4 19,050 ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 351.50 8,800 SH SOLE 3 8,800 0 0 ELECTRONICS FOR IMAGING INC. COM 286082102 992.80 44,500 SOLE 2 44,500 ELECTRONICS FOR IMAGING INC. COM 286082102 833.40 37,355 SH SOLE 3 37,355 0 0 ELI LILLY & CO COM 532457108 330,046.30 4,202,270 SH SOLE 3 3,907,065 0 284,105 ELI LILLY & CO COM 532457108 72,448.20 922,437 SOLE 2 922,437 ELI LILLY & CO COM 532457108 56,299.20 716,822 SH OTH 3 77,898 0 29,100 ELI LILLY & CO COM 532457108 47,454.34 604,206 SOLE 2 604,206 ELI LILLY & CO COM 532457108 2,891.17 37,621 SH SOLE 4 37,621 ELI LILLY & CO COM 532457108 2,144.10 27,300 SH SHD 3 27,300 0 0 ELIZABETH ARDEN INC COM 28660G106 1,512.40 99,045 SH SOLE 3 99,045 0 0 ELIZABETH ARDEN INC COM 28660G106 18.10 1,187 SH OTH 3 1,187 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 64.40 2,660 SH SOLE 3 2,660 0 0 EMBOTELLADORA ANDINA ADR A WI COM 29081P204 158.40 16,250 SH OTH 3 0 0 0 EMBRAER AIRCRAFT CORP-SP ADR COM 29081M102 11,235.40 507,700 SH OTH 3 4,400 0 0 EMBRAER AIRCRAFT CORP-SP ADR COM 29081M102 1,318.90 59,600 SH SOLE 3 59,600 0 0 EMBRATEL ADR COM 29081N100 209.20 50,300 SH SOLE 3 50,300 0 0 EMBRATEL PARTICIPACOES S.A. COM 29081N100 126.13 30,320 SOLE 2 30,320 EMBRATEL PARTICIPACOES S.A. COM 29081N100 62.40 15,000 SOLE 2 15,000 EMC CORP MASS COM 268648102 135,679.70 10,095,216 SH SOLE 3 9,953,666 0 137,050 EMC CORP MASS COM 268648102 18,845.39 1,402,187 SOLE 2 1,402,187 EMC CORP MASS COM 268648102 14,392.18 1,070,847 SOLE 2 1,070,847 EMC CORP MASS COM 268648102 14,684.69 884,620 SH SOLE 4 884,620 EMC CORP MASS COM 268648102 1,657.30 123,310 SH OTH 3 95,710 0 27,600 EMC CORP MASS COM 268648102 98.10 7,300 SH SHD 3 7,300 0 0 EMCOR GROUP INC COM 29084Q100 9,500.90 209,270 SH SOLE 3 209,270 0 0 EMCOR GROUP INC COM 29084Q100 926.20 20,400 SH OTH 3 3,700 0 16,700 EMCORE CORP COM 290846104 201.80 15,000 SH SOLE 3 15,000 0 0 EMERSON ELECTRIC CO. COM 291011104 212,159.79 3,715,583 SOLE 2 3,715,583 EMERSON ELECTRIC CO. COM 291011104 105,813.38 1,853,124 SOLE 2 1,853,124 EMERSON ELECTRIC CO. COM 291011104 48,673.60 852,428 SH SOLE 3 768,178 0 76,200 EMERSON ELECTRIC CO. COM 291011104 12,411.80 217,370 SH OTH 3 36,170 0 0 EMERSON ELECTRIC CO. COM 291011104 9,789.50 169,310 SH SOLE 4 169,310 EMERSON ELECTRIC CO. COM 291011104 845.10 14,800 SH SHD 3 14,800 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 2,085.45 65,354 SOLE 2 65,354 EMISPHERE TECHNOLOGIES INC COM 291345106 424.40 13,300 SH SOLE 3 13,300 0 0 EMISPHERE TECHNOLOGIES INC CLL 291345106 79.50 10,000 CALL SOLE 2 10,000 EMMIS BROADCASTING CLASS A COM 291525103 20,793.70 879,600 SH SOLE 3 879,600 0 0 EMMIS BROADCASTING CLASS A COM 291525103 413.70 17,500 SH OTH 3 0 0 17,500 EMPIRE DISTRICT ELEC CO COM 291641108 6.30 300 SH SOLE 3 300 0 0 EMPRESA NACIONAL DE ELECTRCDAD ADR COM 29244T101 13,080.90 1,260,200 SH OTH 3 0 0 0 EMPRESA NACIONAL DE ELECTRCDAD ADR COM 29244T101 1,575.70 151,800 SH SOLE 3 151,800 0 0 EMULEX CORP COM 292475209 126.80 3,210 SH SOLE 3 3,210 0 0 EMULEX CORP COM 292475209 94.80 2,400 SH OTH 3 2,400 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 72,481.58 1,723,290 SOLE 2 1,723,290 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 26,111.48 620,815 SOLE 2 620,815 ENCOMPASS SERV CORP COM 29255U104 5,548.00 1,913,110 SH SOLE 3 1,913,110 0 0 ENCOMPASS SVCS CORP COM 29255U104 188.22 64,902 SOLE 2 64,902 ENCORE ACQUISITION COMPANY COM 29255W100 622.91 46,800 SOLE 2 46,800 ENDOCARE INC COM 29264P104 179.30 10,000 SOLE 2 10,000 ENDWAVE CORP COM 29264A107 1,415.30 1,241,488 SOLE 2 1,241,488 ENERGEN CORP COM 29265N108 663.10 26,900 SH SOLE 3 26,900 0 0 ENERGIZER HOLDINGS INC COM 29266R108 98,519.50 5,171,626 SH SOLE 3 5,110,807 0 60,819 ENERGIZER HOLDINGS INC COM 29266R108 1,876.00 98,478 SH OTH 3 42,250 0 51,500 ENERGY CONVERSION DEVICES COM 292659109 341.50 18,000 SH SOLE 3 18,000 0 0 ENERGY EAST CORP COM 29266M109 47,838.50 2,519,144 SH SOLE 3 2,295,063 0 214,031 ENERGY EAST CORP COM 29266M109 4,163.60 219,251 SH OTH 3 34,251 0 185,000 ENGELHARD CORP COM 292845104 6,665.30 240,800 SH OTH 3 23,300 0 97,900 ENGELHARD CORP COM 292845104 3,662.10 132,300 SH SOLE 3 125,200 0 7,100 ENGELHARD CORP COM 292845104 290.64 10,500 SOLE 2 10,500 ENGELHARD CORP COM 292845104 235.30 8,500 SH SHD 3 8,500 0 0 ENGINEERED SUPPORT SYSTEMS COM 292866100 198.40 5,800 SH SOLE 3 5,800 0 0 ENRON CORP COM 293561106 702.90 1,171,498 SH SOLE 3 1,171,498 0 0 ENRON CORP COM 293561106 210.71 351,177 SOLE 2 351,177 ENRON CORP COM 293561106 71.83 119,715 SOLE 2 119,715 ENRON CORP CLL 293561106 0.75 30,000 CALL SOLE 2 30,000 ENRON CORP 10.50 2ND CNV PFD PFD 293561601 435.50 26,585 SH SOLE 3 26,585 0 0 ENSCO INTERNATIONAL INC COM 26874Q100 546.70 22,000 SOLE 2 22,000 ENSCO INTERNATIONAL INC COM 26874Q100 310.63 12,500 SOLE 2 12,500 ENSCO INTERNATIONAL INC COM 26874Q100 105.90 4,263 SH SOLE 3 4,263 0 0 ENTEGRIS INC COM 29362U104 8,488.00 774,452 SH SOLE 3 774,452 0 0 ENTEGRIS INC COM 29362U104 104.40 9,526 SH OTH 3 9,526 0 0 ENTERASYS NETWORKS INC COM 293637104 286.61 32,385 SOLE 2 32,385 ENTERASYS NETWORKS INC. COM 293637104 1,474.50 166,613 SH SOLE 3 166,613 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 24,729.30 494,587 SH SOLE 3 494,587 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 38.00 760 SH OTH 3 760 0 0 ENTERGY CORP COM 29364G103 102,245.00 2,614,292 SH SOLE 3 2,464,045 0 134,550 ENTERGY CORP COM 29364G103 24,702.90 631,627 SH OTH 3 73,627 0 0 ENTERGY CORP COM 29364G103 1,372.80 35,100 SH SHD 3 35,100 0 0 ENTERPRISE PRODUCTS COM 293792107 16,178.38 343,855 SOLE 2 343,855 ENTERPRISE PRODUCTS COM 293792107 1,241.79 26,393 SOLE 2 26,393 ENTERTAINMENT PROPERTIES COM 29380T105 1,229.10 63,518 SH SOLE 3 63,518 0 0 ENTERTAINMENT PROPERTIES COM 29380T105 13.20 682 SH OTH 3 682 0 0 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 4,039.49 208,759 SOLE 2 208,759 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 2,242.20 115,876 SOLE 2 115,876 ENTRAVISION COMMUNICATION COM 29382R107 26,987.10 2,258,338 SH SOLE 3 2,251,688 0 6,650 ENTRAVISION COMMUNICATION COM 29382R107 858.00 71,800 SH OTH 3 9,400 0 62,400 ENTREMED INC. COM 29382F103 387.90 45,900 SH SOLE 3 45,900 0 0 ENTRUST INC COM 293848107 445.30 43,700 SH SOLE 3 43,700 0 0 ENTRUST INC COM 293848107 32.60 3,200 SH OTH 3 3,200 0 0 ENZO BIOCHEM INC COM 294100102 553.40 23,550 SH SOLE 3 23,550 0 0 ENZO BIOCHEM INC COM 294100102 431.20 18,350 SH OTH 3 2,850 0 15,500 ENZON INC COM 293904108 200.40 3,560 SH OTH 3 3,560 0 0 ENZON INC COM 293904108 196.40 3,490 SH SOLE 3 3,490 0 0 EOG RESOURCES INC COM 26875P101 1,597.33 40,842 SOLE 2 40,842 EOG RESOURCES INC COM 26875P101 408.23 10,438 SOLE 2 10,438 EOG RESOURCES INC COM 26875P101 91.50 2,340 SH SOLE 3 2,340 0 0 EPICEDGE INC COM 29426X102 16.00 100,000 SOLE 2 100,000 EPIQ SYS INC COM 26882D109 666.10 34,425 SH SOLE 3 34,425 0 0 EPIQ SYS INC COM 26882D109 56.10 2,900 SH OTH 3 2,900 0 0 EQUIFAX INC COM 294429105 436.99 18,095 SOLE 2 18,095 EQUIFAX INC COM 294429105 7.20 300 SH SOLE 3 300 0 0 EQUIFAX INC COM 294429105 1.60 66 SH OTH 3 66 0 0 EQUITABLE RESOURCES INC COM 294549100 5,197.50 152,555 SH SOLE 3 152,555 0 0 EQUITABLE RESOURCES INC COM 294549100 1,458.20 42,800 SH OTH 3 100 0 10,100 EQUITABLE RESOURCES INC COM 294549100 681.40 20,000 SOLE 2 20,000 EQUITY INNS INC COM 294703103 9,121.00 1,377,800 SH SOLE 3 1,377,800 0 0 EQUITY INNS INC COM 294703103 128.40 19,400 SH OTH 3 19,400 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 47,336.30 1,573,680 SH SOLE 3 1,545,880 0 27,800 EQUITY OFFICE PROPERTIES TRUST COM 294741103 9,641.42 320,526 SOLE 2 320,526 EQUITY OFFICE PROPERTIES TRUST COM 294741103 2,824.42 93,897 SOLE 2 93,897 EQUITY OFFICE PROPERTIES TRUST COM 294741103 2,187.60 72,726 SH OTH 3 72,726 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 156.40 5,200 SH SHD 3 5,200 0 0 EQUITY RESIDENTIAL PROPERTIES TRUST PFD 29476L859 1,568.34 61,800 SOLE 2 61,800 EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 35,016.20 1,219,652 SH SOLE 3 1,198,252 0 21,400 EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 865.70 30,154 SH OTH 3 30,154 0 0 EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 426.11 14,842 SOLE 2 14,842 EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 261.84 9,120 SOLE 2 9,120 EQUITY RESIDENTIAL PROPERTIES TRUST PFD 29476L842 0.00 1 SH OTH 3 0 0 0 ERICSSON L M TEL CO. ADR CLASS B COM 294821400 1,199.64 229,816 SOLE 2 229,816 ERICSSON L M TEL CO. ADR CLASS B COM 294821400 634.86 121,620 SOLE 2 121,620 ERICSSON L M TEL CO. ADR CLASS B CLL 294821400 13.75 10,000 CALL SOLE 2 10,000 ERICSSON L M TEL CO. ADR CLASS B COM 294821400 28.70 5,500 SH SOLE 3 5,500 0 0 ERICSSON L M TEL CO. ADR CLASS B COM 294821400 12.50 2,400 SH OTH 3 0 0 2,400 ERIE INDEMNITY COMPANY CLASS A COM 29530P102 207.80 5,400 SH SOLE 3 5,400 0 0 ESCO TECHNOLOGIES INC COM 296315104 1,090.30 31,613 SH SOLE 3 31,613 0 0 ESCO TECHNOLOGIES INC COM 296315104 108.60 3,150 SH OTH 3 3,150 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 236,369 SH SOLE 3 232,669 0 3,700 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 29,600 SH OTH 3 4,100 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 5,100 SH SHD 3 5,100 0 0 ESPEED INC COM 296643109 95.20 11,500 SH SOLE 3 11,500 0 0 ESPERION THERAPEUTICS INC COM 29664R106 887.10 120,694 SOLE 2 120,694 ESS TECHNOLOGY INC COM 269151106 2,714.90 127,700 SH SOLE 3 127,700 0 0 ESS TECHNOLOGY INC COM 269151106 133.90 6,300 SH OTH 3 6,300 0 0 ESSEX PROPERTY TRUST INC COM 297178105 518.81 10,500 SOLE 2 10,500 ESSEX PROPERTY TRUST INC COM 297178105 331.00 6,700 SH OTH 3 0 0 6,700 ESSEX PROPERTY TRUST INC COM 297178105 24.70 500 SH SOLE 3 500 0 0 ESTEE LAUDER COS INC CLASS A COM 518439104 129,953.40 4,053,444 SH SOLE 3 4,050,344 0 3,100 ESTEE LAUDER COS INC CLASS A COM 518439104 59,864.23 1,867,256 SOLE 2 1,867,256 ESTEE LAUDER COS INC CLASS A COM 518439104 50,781.51 1,546,802 SH SOLE 4 1,546,802 ESTEE LAUDER COS INC CLASS A COM 518439104 26,076.83 813,376 SOLE 2 813,376 ESTEE LAUDER COS INC CLASS A COM 518439104 5,102.70 159,161 SH OTH 3 2,661 0 0 ESTERLINE TECHNOLOGIES COM 297425100 513.90 32,100 SH SOLE 3 32,100 0 0 ESTERLINE TECHNOLOGIES COM 297425100 329.80 20,600 SH OTH 3 0 0 20,600 ETHAN ALLEN INTERIORS INC COM 297602104 8,997.30 216,333 SH SOLE 3 215,633 0 700 ETHAN ALLEN INTERIORS INC COM 297602104 338.30 8,134 SH OTH 3 1,334 0 6,800 EVANS BOB FARMS INC COM 096761101 840.30 34,200 SH OTH 3 0 0 34,200 EVANS BOB FARMS INC COM 096761101 504.80 20,547 SH SOLE 3 20,547 0 0 EVEREST RE GROUP LTD COM G3223R108 10,969.00 155,149 SH SOLE 3 153,374 0 0 EVEREST RE GROUP LTD COM G3223R108 5,693.61 80,532 SOLE 2 80,532 EVEREST RE GROUP LTD COM G3223R108 2,326.95 32,913 SOLE 2 32,913 EVEREST RE GROUP LTD COM G3223R108 286.40 4,051 SH OTH 3 4,051 0 0 EVERGREEN RESOURCES INC COM 299900308 714.30 18,500 SH SOLE 3 18,500 0 0 EVERGREEN RESOURCES INC COM 299900308 38.60 1,000 SH OTH 3 1,000 0 0 EVOLVING SYSTEMS COM 30049R100 98.83 125,100 SOLE 2 125,100 EXAR CORP COM 300645108 669.91 32,130 SOLE 2 32,130 EXAR CORP COM 300645108 657.80 31,550 SH SOLE 3 31,550 0 0 EXAR CORP COM 300645108 49.00 2,350 SH OTH 3 2,350 0 0 EXCELON CORP COM 300691102 23.40 20,000 SOLE 2 20,000 EXCHANGE APPLICATIONS INC COM 300867108 25.00 100,000 SOLE 2 100,000 EXELON CORP COM 30161N101 33,497.10 699,606 SH SOLE 3 558,348 0 129,921 EXELON CORP COM 30161N101 3,375.30 70,494 SH OTH 3 21,094 0 0 EXELON CORP COM 30161N101 514.76 10,751 SOLE 2 10,751 EXELON CORP COM 30161N101 288.50 6,025 SH SHD 3 6,025 0 0 EXODUS COMMUNICATIONS COM 302088109 55.70 1,427,352 SH SOLE 3 1,427,352 0 0 EXPEDIA INC COM 302125109 4,477.20 110,249 SH SOLE 3 108,749 0 0 EXPEDIA INC COM 302125109 978.70 24,100 SH OTH 3 0 0 24,100 EXPEDIA INC COM 302125109 263.97 6,500 SOLE 2 6,500 EXPEDITORS INTERNATIONAL WASH INC COM 302130109 2,632.30 46,222 SH OTH 3 1,622 0 24,300 EXPEDITORS INTERNATIONAL WASH INC COM 302130109 2,338.00 41,054 SH SOLE 3 26,454 0 14,600 EXPRESS SCRIPTS COM 302182100 561.12 12,000 SOLE 2 12,000 EXPRESS SCRIPTS STOCK COM 302182100 192.70 4,120 SH SOLE 3 4,120 0 0 EXTENDED STAY AMERICA INC COM 30224P101 126.30 7,700 SH SOLE 3 7,700 0 0 EXTENDED SYSTEMS INC COM 301973103 216.92 29,000 SOLE 2 29,000 EXTREME NETWORKS COM 30226D106 5,367.60 416,090 SH SOLE 3 354,190 0 61,900 EXTREME NETWORKS COM 30226D106 1,508.00 116,900 SH OTH 3 0 0 116,900 EXTREME NETWORKS INC COM 30226D106 168.74 13,081 SOLE 2 13,081 EXULT INC DEL COM 302284104 34,074.78 2,123,039 SOLE 2 2,123,039 EXULT INC DEL COM 302284104 296.90 18,500 SH SOLE 3 18,500 0 0 EXULT INC DEL COM 302284104 36.90 2,300 SH OTH 3 2,300 0 0 EXXON MOBIL CORP COM 30231G102 515,336.90 13,112,899 SH SOLE 3 12,158,07 0 883,833 EXXON MOBIL CORP COM 30231G102 145,720.20 3,707,894 SH OTH 3 770,432 0 31,200 EXXON MOBIL CORP COM 30231G102 22,890.87 582,465 SOLE 2 582,465 EXXON MOBIL CORP COM 30231G102 21,670.61 551,415 SOLE 2 551,415 EXXON MOBIL CORP COM 30231G102 6,497.50 165,332 SH SHD 3 165,332 0 0 EXXON MOBIL CORP COM 30231G102 2,525.71 63,700 SH SOLE 4 63,700 EZENIA! INC. COM 302311105 26.90 65,575 SH SOLE 3 65,575 0 0 F & M BANCORP MD COM 302367107 17.80 700 SH SOLE 3 700 0 0 F.Y.I. CORP COM 302712104 21,461.10 640,629 SH SOLE 3 640,629 0 0 F.Y.I. CORP COM 302712104 31.80 950 SH OTH 3 950 0 0 F5 NETWORKS INC COM 315616102 236.90 11,000 SH SOLE 3 11,000 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 1,028.90 29,440 SH SOLE 3 29,440 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 401.90 11,500 SH OTH 3 900 0 10,600 FAIR ISAAC & CO INC COM 303250104 2,250.80 35,715 SH OTH 3 1,365 0 34,350 FAIR ISAAC & CO INC COM 303250104 1,969.10 31,246 SH SOLE 3 31,246 0 0 FAIRCHILD SEMICON INTERNATIONAL CLASS A COM 303726103 20,125.30 713,662 SH SOLE 3 696,762 0 13,400 FAIRCHILD SEMICON INTERNATIONAL CLASS A COM 303726103 1,140.30 40,435 SH OTH 3 10,635 0 24,100 FAIRCHILD SEMICON INTERNATIONAL CLASS A COM 303726103 549.90 19,500 SH SHD 3 19,500 0 0 FAIRMARKET INC COM 305158107 56.90 50,800 SOLE 2 50,800 FAIRMONT HOTELS & RESORTS INC COM 305204109 623.79 26,100 SOLE 2 26,100 FAMILY DOLLAR STORES INC COM 307000109 126,928.50 4,233,772 SH SOLE 3 4,232,372 0 1,400 FAMILY DOLLAR STORES INC COM 307000109 96.20 3,210 SH OTH 3 3,210 0 0 FANNIE MAE COM 313586109 555,168.70 6,983,254 SH SOLE 3 6,776,894 0 198,060 FANNIE MAE COM 313586109 74,014.10 930,995 SH OTH 3 299,291 0 85,220 FANNIE MAE COM 313586109 1,780.80 22,400 SH SHD 3 22,400 0 0 FANNIE MAE STOCK COM 313586109 40,841.93 513,735 SOLE 2 513,735 FANNIE MAE STOCK COM 313586109 23,381.11 294,102 SOLE 2 294,102 FANNIE MAE STOCK COM 313586109 828.51 10,880 SH SOLE 4 10,880 FARMERS BROTHERS CO COM 307675108 53.00 200 SH SOLE 3 200 0 0 FARMERS BROTHERS CO COM 307675108 13.20 50 SH OTH 3 50 0 0 FASTENAL CO COM 311900104 309.90 4,665 SOLE 2 4,665 FASTENAL CO COM 311900104 220.50 3,320 SH OTH 3 3,320 0 0 FASTENAL CO COM 311900104 179.40 2,700 SH SOLE 3 2,700 0 0 FBL FINL GROUP INC CLASS A COM 30239F106 214.50 12,859 SH SOLE 3 12,859 0 0 FEDDERS CORP COM 313135105 51.70 17,000 SH SOLE 3 17,000 0 0 FEDERAL AGRICULTURAL MORTGAGE COM 313148306 1,057.00 26,100 SH SOLE 3 26,100 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 382,956.70 5,855,607 SOLE 2 5,855,607 FEDERAL HOME LOAN MTG CORP COM 313400301 176,504.07 2,698,839 SOLE 2 2,698,839 FEDERAL HOME LOAN MTG CORP COM 313400301 31,881.02 506,048 SH SOLE 4 506,048 FEDERAL SIGNAL CORP COM 313855108 2,457.50 110,349 SH SOLE 3 110,349 0 0 FEDERATED DEPT STORES INC COM 31410H101 13,107.40 320,475 SH SOLE 3 313,575 0 6,900 FEDERATED DEPT STORES INC COM 31410H101 6,518.00 159,364 SH OTH 3 9,364 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 691.21 16,900 SOLE 2 16,900 FEDERATED INVESTORS INC B COM 314211103 11,650.70 365,456 SH SOLE 3 330,656 0 34,800 FEDERATED INVESTORS INC B COM 314211103 11.50 360 SH OTH 3 360 0 0 FEDEX CORP COM 31428X106 11,075.10 213,476 SH SOLE 3 204,576 0 5,700 FEDEX CORP COM 31428X106 2,425.70 46,756 SOLE 2 46,756 FEDEX CORP COM 31428X106 778.20 15,000 SH OTH 3 15,000 0 0 FEDEX CORP COM 31428X106 596.62 11,500 SOLE 2 11,500 FEI COMPANY COM 30241L109 2,186.50 69,390 SH SOLE 3 68,590 0 0 FEI COMPANY COM 30241L109 1,072.90 34,050 SH OTH 3 1,050 0 33,000 FELCOR LODGING TRUST INC COM 31430F101 708.50 42,400 SOLE 2 42,400 FELCOR LODGING TRUST INC COM 31430F101 681.35 40,775 SOLE 2 40,775 FELCOR LODGING TRUST INC. COM 31430F101 3,954.90 236,676 SH SOLE 3 236,676 0 0 FELCOR LODGING TRUST INC. COM 31430F101 1,212.30 72,550 SH OTH 3 8,650 0 63,900 FERRELLGAS PARTNERS, L.P. COM 315293100 7,953.40 418,600 SOLE 2 418,600 FERRELLGAS PARTNERS, L.P. COM 315293100 2,621.05 137,950 SOLE 2 137,950 FERRO CORP COM 315405100 975.20 37,800 SH SOLE 3 37,800 0 0 FERRO CORP COM 315405100 2.60 100 SH OTH 3 100 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 1,151.30 46,424 SH SOLE 3 46,424 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 939.70 37,890 SH OTH 3 0 0 37,890 FIFTH THIRD BANCORP COM 316773100 57,901.00 944,090 SH SOLE 3 870,290 0 72,600 FIFTH THIRD BANCORP COM 316773100 17,926.30 292,292 SH OTH 3 17,172 0 0 FIFTH THIRD BANCORP COM 316773100 812.56 13,249 SOLE 2 13,249 FIFTH THIRD BANCORP COM 316773100 521.43 8,502 SOLE 2 8,502 FILENET CORP COM 316869106 1,759.10 86,700 SH SOLE 3 86,700 0 0 FILENET CORP COM 316869106 714.20 35,200 SH OTH 3 1,900 0 33,300 FINISAR CORP COM 31787A101 2,641.10 259,700 SH SOLE 3 259,700 0 0 FINISH LINE INC CLASS A COM 317923100 932.70 61,000 SH SOLE 3 61,000 0 0 FIRST ALBANY COS INC COM 318465101 114.04 18,695 SOLE 2 18,695 FIRST AMERN CORP CALIF COM 318522307 271.80 14,504 SOLE 2 14,504 FIRST BANCORP PUERTO RICO COM 318672102 133.90 4,700 SH SOLE 3 4,700 0 0 FIRST CHARTER CORP COM 319439105 260.40 15,400 SH SOLE 3 15,400 0 0 FIRST CITIZENS BANKSHARES CLASS A COM 31946M103 2,218.90 22,700 SH SOLE 3 22,700 0 0 FIRST CITIZENS BANKSHARES CLASS A COM 31946M103 140.80 1,440 SH OTH 3 1,440 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 305.30 26,500 SH SOLE 3 26,500 0 0 FIRST CONSULTING GROUP INC COM 31986R103 6.30 400 SH SOLE 3 400 0 0 FIRST DATA CORP COM 319963104 450,591.50 5,743,677 SH SOLE 3 5,585,292 0 154,185 FIRST DATA CORP COM 319963104 37,337.70 475,943 SH OTH 3 221,375 0 78,200 FIRST DATA CORP COM 319963104 9,652.96 123,046 SOLE 2 123,046 FIRST DATA CORP COM 319963104 4,909.24 62,578 SOLE 2 62,578 FIRST DATA CORP COM 319963104 1,812.20 23,100 SH SHD 3 23,100 0 0 FIRST DATA CORP MAR 1 2008 2.0 CNV 319963AD6 570.94 500,000 SH SOLE 4 500,000 FIRST FINL BANCORP COM 320209109 2,139.20 121,200 SH SOLE 3 121,200 0 0 FIRST FINL BANKSHARES INC COM 32020R109 112.10 3,725 SH SOLE 3 3,725 0 0 FIRST HEALTH GROUP CORP COM 320960107 227.36 9,190 SOLE 2 9,190 FIRST HORIZON PHARMACEUTICAL COM 32051K106 2,320.30 78,950 SH SOLE 3 78,950 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 108.70 3,700 SH OTH 3 3,700 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 12,876.50 414,035 SH SOLE 3 414,035 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 908.10 29,200 SH OTH 3 0 0 29,200 FIRST MIDWEST BANCORP INC DEL COM 320867104 10,935.10 374,618 SH SOLE 3 374,618 0 0 FIRST NATL NEBRASKA INC COM 335720108 144.00 60 SH SOLE 3 60 0 0 FIRST NIAGARA FINANCIAL COM 33582U100 126.20 7,500 SH SOLE 3 7,500 0 0 FIRST SENTINEL BANCORP COM 33640T103 419.40 33,500 SH SOLE 3 33,500 0 0 FIRST STATE BANCORP COM 336453105 1,367.46 64,200 SOLE 2 64,200 FIRST TENN NATL CORP COM 337162101 7,514.90 207,250 SH SOLE 3 207,250 0 0 FIRST TENN NATL CORP COM 337162101 4,076.17 112,415 SOLE 2 112,415 FIRST TENN NATL CORP COM 337162101 311.84 8,600 SOLE 2 8,600 FIRST TENN NATL CORP COM 337162101 15.60 430 SH OTH 3 430 0 0 FIRST VIRGINIA BANKS INC COM 337477103 728.10 14,343 SH SOLE 3 14,343 0 0 FIRST VIRGINIA BANKS INC COM 337477103 381.70 7,520 SH OTH 3 320 0 7,200 FIRSTENERGY CORP COM 337932107 40,899.00 1,169,211 SH SOLE 3 1,018,000 0 145,032 FIRSTENERGY CORP COM 337932107 895.50 25,599 SH OTH 3 25,599 0 0 FIRSTFED FINANCIAL CORP COM 337907109 293.00 11,432 SOLE 2 11,432 FIRSTFED FINANCIAL CORP COM 337907109 290.50 11,336 SH SOLE 3 11,336 0 0 FIRSTMERIT CORP COM 337915102 80.10 2,955 SH SOLE 3 2,955 0 0 FIRSTPLUS FINANCIAL GROUP INC COM 33763B103 12.20 162,037 SH SOLE 3 162,037 0 0 FISERV INC COM 337738108 2,785.76 65,826 SOLE 2 65,826 FISERV INC COM 337738108 101.00 2,386 SH SOLE 3 2,386 0 0 FISERV INC COM 337738108 46.10 1,089 SH OTH 3 1,089 0 0 FISHER COMMUNICATIONS INC COM 337756209 10.10 230 SH SOLE 3 230 0 0 FISHER COMMUNICATIONS INC COM 337756209 1.80 40 SH OTH 3 40 0 0 FISHER SCIENTIFIC COM 338032204 2,836.50 97,139 SH SOLE 3 97,139 0 0 FISHER SCIENTIFIC COM 338032204 852.60 29,200 SH OTH 3 3,700 0 25,500 FISHER SCIENTIFIC INTERNATIONAL INC COM 338032204 2,309.72 79,100 SOLE 2 79,100 FLAGSTAR BANCORP COM 337930101 102.70 5,100 SH SOLE 3 5,100 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 115,198.90 3,156,135 SH SOLE 3 3,061,375 0 85,825 FLEET BOSTON FINANCIAL CORP COM 339030108 20,756.30 568,666 SH OTH 3 67,766 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 7,012.67 192,128 SOLE 2 192,128 FLEET BOSTON FINANCIAL CORP COM 339030108 1,333.97 36,547 SOLE 2 36,547 FLEET BOSTON FINANCIAL CORP COM 339030108 741.00 20,300 SH SHD 3 20,300 0 0 FLEETWOOD ENTRPRISES INC COM 339099103 803.30 70,900 SH SOLE 3 70,900 0 0 FLEMING COMPANIES INC COM 339130106 9,127.40 493,371 SH SOLE 3 493,371 0 0 FLEMING COMPANIES INC COM 339130106 3,168.10 171,250 SH OTH 3 8,650 0 112,500 FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 902.12 37,604 SOLE 2 37,604 FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 453.55 18,906 SOLE 2 18,906 FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 8,595.70 358,302 SH SOLE 3 358,302 0 0 FLIR SYSTEMS INC COM 302445101 2,859.20 75,400 SH SOLE 3 75,400 0 0 FLIR SYSTEMS INC COM 302445101 56.90 1,500 SH OTH 3 1,500 0 0 FLORIDA EAST COAST INDS INC COM 340632108 412.00 17,799 SH SOLE 3 17,799 0 0 FLOWERS FOODS INC COM 343498101 1,137.70 28,500 SH SOLE 3 28,500 0 0 FLOWERS FOODS INC COM 343498101 31.90 800 SH OTH 3 800 0 0 FLOWSERVE CORP COM 34354P105 2,453.30 92,194 SH SOLE 3 92,194 0 0 FLOWSERVE CORP COM 34354P105 408.30 15,344 SH OTH 3 1,344 0 14,000 FLUOR CORP. (NEW) COM 343412102 272.00 7,274 SH SOLE 3 7,274 0 0 FLUOR CORP. (NEW) COM 343412102 22.40 600 SH OTH 3 600 0 0 FMC CORP COM 302491303 1,808.20 30,390 SH SOLE 3 30,390 0 0 FMC CORP COM 302491303 241.00 4,050 SH OTH 3 4,050 0 0 FNB CORP PA COM 302520101 33.90 1,285 SH SOLE 3 1,285 0 0 FOCAL COMMUNITCATIONS COM 344155106 1.50 2,400 SH SOLE 3 2,400 0 0 FONAR CORP COM 344437108 23.80 20,000 SOLE 2 20,000 FOOT LOCKER INC. COM 344849104 1,705.00 108,944 SH SOLE 3 107,044 0 0 FOOTSTAR INC COM 344912100 124.70 3,985 SH SOLE 3 3,985 0 0 FOOTSTAR INC COM 344912100 28.20 900 SH OTH 3 900 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 15,111.70 961,306 SH SOLE 3 886,685 0 74,621 FORD MOTOR COMPANY (DEL) COM 345370860 3,148.78 200,304 SOLE 2 200,304 FORD MOTOR COMPANY (DEL) COM 345370860 1,184.45 75,347 SOLE 2 75,347 FORD MOTOR COMPANY (DEL) COM 345370860 185.20 11,779 SH OTH 3 11,779 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 0.00 1 SH SHD 3 1 0 0 FOREST CITY ENTERPRISES (CLASS A) COM 345550107 29.00 750 SH SOLE 3 750 0 0 FOREST LABORATORIES INC COM 345838106 34,075.40 415,807 SH SOLE 3 277,807 0 137,400 FOREST LABORATORIES INC COM 345838106 9,712.60 118,518 SH OTH 3 31,618 0 0 FOREST LABORATORIES INC COM 345838106 838.35 10,230 SOLE 2 10,230 FOREST LABORATORIES INC COM 345838106 172.10 2,100 SH SHD 3 2,100 0 0 FOREST OIL CORP (NEW) COM 346091705 8.50 300 SH OTH 3 300 0 0 FORRESTER RESEARCH INC COM 346563109 492.40 24,450 SH SOLE 3 24,450 0 0 FORRESTER RESEARCH INC COM 346563109 29.20 1,450 SH OTH 3 1,450 0 0 FORTUNE BRANDS INC COM 349631101 22,161.00 559,762 SH SOLE 3 559,762 0 0 FORTUNE BRANDS INC COM 349631101 144.50 3,650 SH OTH 3 3,650 0 0 FORWARD AIR CORP COM 349853101 17.00 500 SH SOLE 3 500 0 0 FOSSIL INC COM 349882100 76.70 3,651 SH SOLE 3 3,651 0 0 FOSTER WHEELER LTD COM G36535105 136.20 26,700 SH SOLE 3 26,700 0 0 FOUNDRY NETWORKS INC COM 35063R100 1,520.00 186,500 SH SOLE 3 186,500 0 0 FOUNDRY NETWORKS INC COM 35063R100 569.70 69,900 SH OTH 3 0 0 69,900 FOUNDRY NETWORKS INC COM 35063R100 489.00 60,000 SOLE 2 60,000 FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SH OTH 3 0 0 79,032 FOX ENTERTAINMENT GROUP INC. COM 35138T107 61,210.30 2,307,209 SH SOLE 3 1,980,864 0 309,499 FOX ENTERTAINMENT GROUP INC. COM 35138T107 6,510.60 245,405 SH OTH 3 45,805 0 0 FOX ENTERTAINMENT GROUP INC. COM 35138T107 795.90 30,000 SOLE 2 30,000 FOX ENTERTAINMENT GROUP INC. COM 35138T107 596.90 22,500 SH SHD 3 22,500 0 0 FPL GROUP INC COM 302571104 811.00 14,380 SH SOLE 3 10,680 0 2,600 FPL GROUP INC COM 302571104 267.90 4,750 SH OTH 3 4,750 0 0 FRANCE TELECOM ADR COM 35177Q105 16.00 400 SH SOLE 3 400 0 0 FRANKLIN COVEY CO COM 353469109 1,250.50 207,382 SH SOLE 3 207,382 0 0 FRANKLIN ELECTRIC INC COM 353514102 2,025.10 24,696 SH SOLE 3 24,696 0 0 FRANKLIN ELECTRIC INC COM 353514102 20.00 244 SH OTH 3 244 0 0 FRANKLIN RESOURCES INC COM 354613101 40,726.90 1,154,719 SH SOLE 3 1,154,719 0 0 FRANKLIN RESOURCES INC COM 354613101 30.30 860 SH OTH 3 860 0 0 FREDDIE MAC COM 313400301 599,482.10 9,166,393 SH SOLE 3 8,766,911 0 383,820 FREDDIE MAC COM 313400301 50,548.60 772,915 SH OTH 3 268,710 0 43,900 FREDDIE MAC COM 313400301 222.40 3,400 SH SHD 3 3,400 0 0 FREDS INC CLASS A COM 356108100 808.00 19,726 SH SOLE 3 19,726 0 0 FREDS INC CLASS A COM 356108100 32.80 800 SH OTH 3 800 0 0 FREE MARKETS COM 356602102 1,440.80 60,110 SH SOLE 3 60,110 0 0 FREE MARKETS COM 356602102 11.50 480 SH OTH 3 480 0 0 FREEMARKETS, INC. COM 356602102 6,111.10 254,948 SOLE 2 254,948 FREEMARKETS, INC. COM 356602102 553.71 23,100 SOLE 2 23,100 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 1,939.20 144,827 SH SOLE 3 142,527 0 2,300 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 457.90 34,200 SH OTH 3 5,100 0 29,100 FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,302.70 65,235 SH SOLE 3 65,235 0 0 FRESH CHOICE INC COM 358032100 540.00 200,000 SOLE 2 200,000 FRIEDMAN BILLINGS RAMSEY COM 358433100 145.60 28,050 SH SOLE 3 28,050 0 0 FRIEDMAN BILLINGS RAMSEY COM 358433100 35.00 6,750 SH OTH 3 6,750 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 2,590.80 152,400 SH SOLE 3 152,400 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 1,117.80 65,750 SH OTH 3 2,950 0 62,800 FRONTIER FINANCIAL CORP. COM 35907K105 209.30 8,000 SH SOLE 3 8,000 0 0 FRONTIER OIL CORP COM 35914P105 1,028.40 61,800 SH SOLE 3 61,800 0 0 FRONTLINE COMMUNICATIONS CORP PFD 35921T207 5.00 10,000 SOLE 2 10,000 FRONTLINE COMMUNICATIONS CRP COM 35921T108 2.63 14,600 SOLE 2 14,600 FTI CONSULTING INC COM 302941109 903.60 27,550 SH SOLE 3 27,550 0 0 FTI CONSULTING INC COM 302941109 64.00 1,950 SH OTH 3 1,950 0 0 FUELCELL ENERGY INC COM 35952H106 228.60 12,600 SH SOLE 3 12,600 0 0 FUELCELL ENERGY INC COM 35952H106 199.54 11,000 SOLE 2 11,000 FULLER H B CO COM 359694106 1,684.10 58,536 SH SOLE 3 58,536 0 0 FULLER H B CO COM 359694106 138.10 4,800 SH OTH 3 4,800 0 0 FULTON FINANCIAL CORP COM 360271100 4,892.10 224,100 SH SOLE 3 224,100 0 0 FULTON FINANCIAL CORP COM 360271100 494.40 22,650 SH OTH 3 3,450 0 19,200 FURNITURE BRANDS INTERNATIONAL COM 360921100 5,263.50 164,383 SH SOLE 3 164,383 0 0 FURNITURE BRANDS INTERNATIONAL COM 360921100 64.40 2,010 SH OTH 3 2,010 0 0 G & K SERVICES INC (CLASS A) COM 361268105 12.90 400 SH SOLE 3 400 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 144.30 3,340 SH SOLE 3 3,340 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 19.90 460 SH OTH 3 460 0 0 GABLES RESIDENTIAL TR COM 362418105 50.30 1,700 SH SOLE 3 1,700 0 0 GADZOOX NETWORKS INC COM 362555104 16.90 6,682 SH OTH 3 0 0 6,682 GANNETT CO.INC. COM 364730101 75,841.80 1,128,094 SH SOLE 3 1,113,714 0 14,380 GANNETT CO.INC. COM 364730101 2,300.50 34,219 SH OTH 3 13,052 0 19,300 GANNETT CO.INC. COM 364730101 405.53 6,032 SOLE 2 6,032 GANNETT CO.INC. COM 364730101 336.15 5,000 SOLE 2 5,000 GAP INC COM 364760108 1,791.54 128,518 SOLE 2 128,518 GAP INC COM 364760108 509.86 36,575 SOLE 2 36,575 GARTNER INC. COM 366651107 29.20 2,500 SH SOLE 3 2,500 0 0 GATEWAY INC COM 367626108 14,741.30 1,833,491 SH SOLE 3 1,794,391 0 17,800 GATEWAY INC COM 367626108 410.49 51,056 SOLE 2 51,056 GATX CORP COM 361448103 23.40 720 SH SOLE 3 720 0 0 GATX CORP COM 361448103 12.40 380 SH OTH 3 380 0 0 GAYLORD CONTAINER CORP CLASS A COM 368145108 18.69 18,500 SOLE 2 18,500 GAYLORD ENTERTAINMENT CO (NEW) COM 367905106 246.00 10,000 SOLE 2 10,000 GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 864.90 35,160 SH SOLE 3 35,160 0 0 GAZPROM ADR COM 368287207 3,856.30 391,500 SH OTH 3 0 0 0 GAZPROM ADR COM 368287207 506.30 51,400 SH SOLE 3 51,400 0 0 GBC BANCORP CALIF COM 361475106 7,055.10 239,156 SH SOLE 3 239,156 0 0 GBC BANCORP CALIF COM 361475106 142.90 4,843 SH OTH 3 4,843 0 0 GEMSTAR TV GUIDE INTERNATIONAL INC COM 36866W106 23,338.20 842,534 SH SOLE 3 812,734 0 21,400 GEMSTAR TV GUIDE INTERNATIONAL INC COM 36866W106 1,205.00 43,500 SH OTH 3 43,500 0 0 GEMSTAR-TV GUIDE INTERNATIONAL INC COM 36866W106 5,735.70 207,065 SOLE 2 207,065 GEMSTAR-TV GUIDE INTERNATIONAL INC COM 36866W106 315.36 11,385 SOLE 2 11,385 GENE LOGIC INC. COM 368689105 2,662.80 141,338 SH SOLE 3 141,338 0 0 GENE LOGIC INC. COM 368689105 30.10 1,600 SH OTH 3 1,600 0 0 GENENCOR INTERNATIONAL INC COM 368709101 31.90 2,000 SH SOLE 3 2,000 0 0 GENENTECH INC COM 368710406 8,587.60 158,296 SH SOLE 3 155,096 0 2,700 GENENTECH INC COM 368710406 330.40 6,090 SH OTH 3 6,090 0 0 GENENTECH INC COM 368710406 292.90 5,400 SH SHD 3 5,400 0 0 GENENTECH INC. COM 368710406 4,312.88 79,500 SOLE 2 79,500 GENENTECH INC. COM 368710406 1,327.44 24,469 SOLE 2 24,469 GENERAL AMERN INVS 368802104 3,192.54 95,385 SOLE 2 95,385 GENERAL CABLE CORP COM 369300108 6,319.00 482,368 SH SOLE 3 482,368 0 0 GENERAL CABLE CORP COM 369300108 934.20 71,311 SH OTH 3 9,911 0 61,400 GENERAL COMMUNICATION INC CLASS A COM 369385109 337.40 39,550 SH SOLE 3 39,550 0 0 GENERAL COMMUNICATION INC CLASS A COM 369385109 38.00 4,450 SH OTH 3 4,450 0 0 GENERAL DYNAMICS CORP. COM 369550108 63,425.50 796,402 SH SOLE 3 730,227 0 60,400 GENERAL DYNAMICS CORP. COM 369550108 9,198.00 115,495 SH OTH 3 26,095 0 0 GENERAL DYNAMICS CORP. COM 369550108 2,792.97 35,070 SOLE 2 35,070 GENERAL DYNAMICS CORP. COM 369550108 2,197.83 27,597 SOLE 2 27,597 GENERAL DYNAMICS CORP. COM 369550108 836.20 10,500 SH SHD 3 10,500 0 0 GENERAL ELECTRIC CO COM 369604103 1,359,284.30 33,914,279S H OLE 3 30,726,854 3,073,025 GENERAL ELECTRIC CO COM 369604103 446,106.79 11,130,409 SOLE 2 11,130,40 GENERAL ELECTRIC CO COM 369604103 241,671.26 6,029,722 SOLE 2 6,029,722 GENERAL ELECTRIC CO COM 369604103 211,311.30 5,272,238 SH OTH 3 809,951 0 104,130 GENERAL ELECTRIC CO COM 369604103 41,297.50 1,049,225 SH SOLE 4 1,049,225 GENERAL ELECTRIC CO COM 369604103 9,587.10 239,200 SH SHD 3 239,200 0 0 GENERAL ELECTRIC CO PUT 369604103 145.14 141,600 PUT SOLE 2 141,600 GENERAL ELECTRIC CO CLL 369604103 54.00 10,000 CALL SOLE 2 10,000 GENERAL GROWTH PROPERTIES INC COM 370021107 11,166.60 287,800 SH SOLE 3 287,800 0 0 GENERAL GROWTH PROPERTIES INC COM 370021107 3,978.16 102,530 SOLE 2 102,530 GENERAL GROWTH PROPERTIES INC COM 370021107 822.56 21,200 SOLE 2 21,200 GENERAL GROWTH PROPERTIES INC COM 370021107 593.30 15,290 SH OTH 3 15,290 0 0 GENERAL MAGIC, INC. COM 370253106 9.87 25,300 SOLE 2 25,300 GENERAL MILLS INC COM 370334104 9,806.30 188,546 SH OTH 3 1,446 0 0 GENERAL MILLS INC COM 370334104 8,975.90 172,580 SH SOLE 3 154,980 0 11,700 GENERAL MILLS INC COM 370334104 1,029.80 19,800 SOLE 2 19,800 GENERAL MOTORS CLASS H COM 370442832 14,731.60 953,503 SH SOLE 3 905,603 0 40,100 GENERAL MOTORS CLASS H COM 370442832 483.90 31,320 SH OTH 3 31,320 0 0 GENERAL MOTORS CORP COM 370442832 1,650.82 106,849 SOLE 2 106,849 GENERAL MOTORS CORP COM 370442832 856.98 55,468 SOLE 2 55,468 GENERAL MOTORS CORP CLL 370442832 33.00 10,000 CALL SOLE 2 10,000 GENERAL MOTORS CORP. COM 370442105 165,296.20 3,401,156 SH SOLE 3 3,319,556 0 70,100 GENERAL MOTORS CORP. COM 370442105 39,657.00 815,988 SH OTH 3 129,588 0 0 GENERAL MOTORS CORP. COM 370442105 3,197.90 65,800 SH SHD 3 65,800 0 0 GENERAL MOTORS CORP. COM 370442105 2,602.04 53,540 SOLE 2 53,540 GENESIS ENERGY, L.P. COM 371927104 74.61 19,131 SOLE 2 19,131 GENLYTE GROUP INC COM 372302109 404.70 13,600 SH SOLE 3 13,600 0 0 GENOME THERAPEUTICS CORP COM 372430108 828.10 121,600 SH SOLE 3 121,600 0 0 GENOME THERAPEUTICS CORP COM 372430108 386.80 56,800 SH OTH 3 5,000 0 51,800 GENOME THERAPEUTICS CORP COM 372430108 136.20 20,000 SOLE 2 20,000 GENSTAR THERAPEUTICS CORP COM 37248D105 24.70 10,000 SOLE 2 10,000 GENTA INC COM 37245M207 929.20 65,300 SH SOLE 3 65,300 0 0 GENTEK INC COM 37245X104 8.60 5,000 SH SOLE 3 5,000 0 0 GENTEX CORP COM 371901109 47.60 1,780 SH SOLE 3 1,780 0 0 GENTEX CORP COM 371901109 22.70 850 SH OTH 3 850 0 0 GENTIVA HEALTH SERV COM 37247A102 1,559.50 71,049 SH SOLE 3 71,049 0 0 GENTIVA HEALTH SERV COM 37247A102 1,242.90 56,625 SH OTH 3 0 0 56,625 GENUINE PARTS CO. COM 372460105 16,664.50 454,073 SH SOLE 3 426,473 0 20,200 GENUINE PARTS CO. COM 372460105 3,435.56 93,612 SOLE 2 93,612 GENUINE PARTS CO. COM 372460105 3,264.10 88,940 SH OTH 3 10,240 0 0 GENUINE PARTS CO. COM 372460105 528.50 14,400 SH SHD 3 14,400 0 0 GENUITY INC COM 37248E103 462.30 292,600 SH SOLE 3 292,600 0 0 GENZYME CORP COM 372917104 11,222.40 187,478 SH SOLE 3 186,378 0 1,100 GENZYME CORP COM 372917104 721.30 12,050 SH OTH 3 2,450 0 9,600 GENZYME CORP-GENERAL DIVISION COM 372917104 1,795.56 29,996 SOLE 2 29,996 GENZYME CORP-GENERAL DIVISION COM 372917104 598.60 10,000 SOLE 2 10,000 GENZYME MOLECULAR ONCOLOGY COM 372917500 148.22 18,528 SOLE 2 18,528 GEORGIA GULF CORP NEW COM 373200203 925.00 50,000 SOLE 2 50,000 GEORGIA GULF CORP NEW COM 373200203 234.60 12,681 SOLE 2 12,681 GEORGIA GULF CORP NEW COM 373200203 14.80 800 SH SOLE 3 800 0 0 GEORGIA-PACIFIC CORP COM 373298108 16,024.70 580,396 SH SOLE 3 524,596 0 38,300 GEORGIA-PACIFIC CORP COM 373298108 1,507.50 54,600 SH OTH 3 15,600 0 0 GEORGIA-PACIFIC CORP COM 373298108 259.50 9,400 SH SHD 3 9,400 0 0 GERDAU SA SPON ADR COM 373737105 1,009.84 104,000 SOLE 2 104,000 GERON CORP COM 374163103 317.50 36,500 SH SOLE 3 36,500 0 0 GETTY IMAGES INC (NEW) COM 374276103 3,605.00 156,874 SH SOLE 3 156,874 0 0 GETTY IMAGES INC (NEW) COM 374276103 949.40 41,315 SH OTH 3 3,815 0 37,500 GIBRALTAR STL CORP COM 37476F103 385.44 22,000 SOLE 2 22,000 GILAT SATELLITE NETWORKS LTD COM M51474100 240.60 43,900 SH SOLE 3 43,900 0 0 GILEAD SCIENCES COM 375558103 124.90 1,900 SH OTH 3 1,900 0 0 GILEAD SCIENCES COM 375558103 46.00 700 SH SOLE 3 700 0 0 GILLETTE CO COM 375766102 61,597.90 1,844,248 SH SOLE 3 1,807,168 0 37,080 GILLETTE CO COM 375766102 27,303.20 817,461 SOLE 2 817,461 GILLETTE CO COM 375766102 22,860.90 684,458 SOLE 2 684,458 GILLETTE CO COM 375766102 1,043.50 31,244 SH OTH 3 18,909 0 10,900 GILLETTE CO COM 375766102 365.60 11,400 SH SOLE 4 11,400 GLATFELTER COM 377316104 674.60 43,300 SH SOLE 3 43,300 0 0 GLAXOSMITHKLINE PLC COM 37733W105 1,812.20 36,375 SOLE 2 36,375 GLAXOSMITHKLINE PLC COM 37733W105 942.20 18,912 SOLE 2 18,912 GLAXOSMITHKLINE PLC ADR COM 37733W105 48,100.20 965,479 SH OTH 3 290,850 0 2,300 GLAXOSMITHKLINE PLC ADR COM 37733W105 29,333.40 588,788 SH SOLE 3 544,628 0 29,210 GLENAYRE TECHNOLOGIES INC COM 377899109 83.86 51,447 SOLE 2 51,447 GLENAYRE TECHNOLOGIES INC COM 377899109 2.60 1,600 SH SOLE 3 1,600 0 0 GLENBOROUGH REALTY COM 37803P105 3,652.30 188,265 SH SOLE 3 188,265 0 0 GLENBOROUGH REALTY COM 37803P105 151.30 7,800 SH OTH 3 7,800 0 0 GLIMCHER REALTY TRUST SBI COM 379302102 584.62 31,047 SOLE 2 31,047 GLIMCHER REALTY TRUST SBI COM 379302102 367.19 19,500 SOLE 2 19,500 GLIMCHER REALTY TRUST SBI COM 379302102 3.80 200 SH SOLE 3 200 0 0 GLOBAL CROSSING LTD COM G3921A100 754.30 897,972 SH SOLE 3 897,972 0 0 GLOBAL CROSSING LTD COM G3921A100 464.82 553,352 SOLE 2 553,352 GLOBAL CROSSING LTD COM G3921A100 109.46 130,310 SOLE 2 130,310 GLOBAL CROSSING LTD PUT G3921A100 1,920.00 100,000 PUT SOLE 2 100,000 GLOBAL CROSSING LTD CLL G3921A100 2.11 16,900 CALL SOLE 2 16,900 GLOBAL IMAGING SERVICES INC COM 37934A100 59.70 4,000 SH SOLE 3 4,000 0 0 GLOBAL PAYMENTS, INC. COM 37940X102 2,404.30 69,893 SH SOLE 3 69,893 0 0 GLOBAL PAYMENTS, INC. COM 37940X102 505.70 14,700 SH OTH 3 2,100 0 12,600 GLOBAL POWER EQUIPMENT COM 37941P108 1,096.00 72,824 SH SOLE 3 66,324 0 6,500 GLOBALSANTAFE CORP COM G3930E101 1,135.10 39,800 SOLE 2 39,800 GLOBALSANTAFE CORP COM G3930E101 789.49 27,682 SOLE 2 27,682 GLOBESPANVIRATA, INC. COM 37957V106 571.70 44,150 SH SOLE 3 44,150 0 0 GOAMERICA INC COM 38020R106 30.88 13,604 SOLE 2 13,604 GOLD BANC CORP INC. COM 379907108 13,230.70 1,860,853 SH SOLE 3 1,860,853 0 0 GOLD FIELDS LTD-SPONS ADR COM 38059T106 2,332.40 481,900 SH OTH 3 0 0 0 GOLD FIELDS LTD-SPONS ADR COM 38059T106 477.20 98,600 SH SOLE 3 98,600 0 0 GOLDEN STATE BANCORP INC COM 381197102 720.00 27,534 SH SOLE 3 27,534 0 0 GOLDEN WEST FINL NEW COM 381317106 18,194.50 309,167 SH SOLE 3 309,167 0 0 GOLDEN WEST FINL NEW COM 381317106 11.80 200 SH OTH 3 200 0 0 GOLDMAN SACHS EME MKT DEBT COM LU1044913 4,526.30 387,860 SH OTH 3 0 0 387,860 GOLDMAN SACHS GROUP COM 38141G104 68,728.40 741,007 SH SOLE 3 741,007 0 0 GOLDMAN SACHS GROUP COM 38141G104 37,100.00 400,000 SH OTH 3 0 0 0 GOOD GUYS, INC. COM 382091106 2,210.10 555,314 SH SOLE 3 555,314 0 0 GOOD GUYS, INC. COM 382091106 29.10 7,322 SH OTH 3 7,322 0 0 GOODRICH CORP. COM 382388106 2,711.20 101,850 SH SOLE 3 97,550 0 0 GOODRICH CORP. COM 382388106 633.60 23,800 SH SHD 3 23,800 0 0 GOODRICH CORP. COM 382388106 7.70 290 SH OTH 3 290 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 2,408.70 101,165 SH SOLE 3 101,165 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 2,033.40 85,400 SH OTH 3 6,700 0 0 GRACO INC COM 384109104 7,510.60 192,334 SH SOLE 3 192,334 0 0 GRACO INC COM 384109104 1,172.60 30,028 SH OTH 3 2,078 0 27,950 GRAINGER W W INC COM 384802104 25,916.60 539,929 SH SOLE 3 525,529 0 13,700 GRAINGER W W INC COM 384802104 1,411.20 29,400 SH OTH 3 8,400 0 21,000 GRAINGER W W INC COM 384802104 996.48 20,760 SOLE 2 20,760 GRANITE CONSTRUCTION INC COM 387328107 794.60 33,000 SH SOLE 3 33,000 0 0 GRANITE CONSTRUCTION INC COM 387328107 2.30 96 SH OTH 3 96 0 0 GRANT PRIDECO COM 38821G101 11.50 1,000 SH SOLE 3 1,000 0 0 GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 511.20 105,400 SH SOLE 3 105,400 0 0 GREAT A&P TEA CO.INC. COM 390064103 4,156.70 174,800 SH SOLE 3 174,800 0 0 GREAT LAKES CHEMICAL COM 390568103 1,284.40 52,900 SH SOLE 3 52,900 0 0 GREAT LAKES CHEMICAL COM 390568103 510.49 21,025 SOLE 2 21,025 GREAT LAKES CHEMICAL COM 390568103 53.40 2,200 SH OTH 3 2,200 0 0 GREAT PLAINS ENERGY, INC. COM 391164100 2.50 100 SH SOLE 3 100 0 0 GREATER BAY BANCORP COM 391648102 4,676.30 163,622 SH SOLE 3 163,622 0 0 GREATER BAY BANCORP COM 391648102 311.50 10,900 SH OTH 3 10,900 0 0 GREEN MTN COFFEE INC COM 393122106 16.40 600 SH SOLE 3 600 0 0 GREENPOINT FINL CORP COM 395384100 12,184.40 340,823 SH SOLE 3 340,823 0 0 GREENPOINT FINL CORP COM 395384100 122.80 3,434 SH OTH 3 3,434 0 0 GREIF BROTHERS CORP COM 397624107 1,196.10 36,300 SH SOLE 3 36,300 0 0 GREY GLOBAL GROUP INC COM 39787M108 346.70 520 SH SOLE 3 520 0 0 GREY GLOBAL GROUP INC COM 39787M108 33.30 50 SH OTH 3 50 0 0 GREY WOLF INC COM 397888108 29.70 10,000 SOLE 2 10,000 GRIFFON CORP COM 398433102 919.20 61,280 SH SOLE 3 61,280 0 0 GRIFFON CORP COM 398433102 116.10 7,740 SH OTH 3 7,740 0 0 GRILL CONCEPTS INC COM 398502203 130.00 99,999 SOLE 2 99,999 GRISTEDE'S FOODS INC COM 398635102 18.37 16,700 SOLE 2 16,700 GROUP 1 AUTOMOTIVE INC COM 398905109 5,429.00 190,425 SH SOLE 3 190,425 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1,056.30 37,050 SH OTH 3 2,750 0 34,300 GROUP 1 AUTOMOTIVE, INC. COM 398905109 6,221.34 218,216 SOLE 2 218,216 GROUP 1 AUTOMOTIVE, INC. COM 398905109 895.47 31,409 SOLE 2 31,409 GROUPE DANONE SPONS ADR COM 399449107 360.93 15,070 SOLE 2 15,070 GRUBB & ELLIS CO (NEW) COM 400095204 4,851.14 1,644,455 SOLE 2 1,644,455 GRUPO FINANCIERO GALACIA ADR COM 399909100 188.80 59,200 SH SOLE 3 59,200 0 0 GRUPO TELEVISA, SA DE CV GDS COM 40049J206 27,009.00 625,499 SH OTH 3 0 0 0 GRUPO TELEVISA, SA DE CV GDS COM 40049J206 3,228.40 74,765 SH SOLE 3 74,765 0 0 GRUPO TELEVISA, SA DE CV GDS COM 40049J206 275.27 6,375 SOLE 2 6,375 GRUPO TELEVISA, SA DE CV GDS COM 40049J206 218.06 5,050 SOLE 2 5,050 GT GROUP TELECOM INC. COM 362359408 12,036.82 11,042,952 SOLE 2 11,042,952 GTECH HLDGS CORP COM 400518106 20,513.20 452,929 SH SOLE 3 452,929 0 0 GTECH HLDGS CORP COM 400518106 2,771.50 61,194 SH OTH 3 14,394 0 46,800 GTECH HLDGS CORP COM 400518106 199.30 4,400 SH SHD 3 4,400 0 0 GUIDANT CORP COM 401698105 4,645.80 93,289 SH SOLE 3 93,289 0 0 GUIDANT CORP COM 401698105 4,551.72 91,400 SOLE 2 91,400 GUIDANT CORP COM 401698105 1,847.58 37,100 SOLE 2 37,100 GUIDANT CORP CLL 401698105 99.50 10,000 CALL SOLE 2 10,000 GUIDANT CORP COM 401698105 188.20 3,780 SH OTH 3 3,780 0 0 GUILFORD PHARMACEUTICALS INC. COM 401829106 172.80 14,400 SH SOLE 3 14,400 0 0 GUITAR CENTER, INC. COM 402040109 1,436.80 105,339 SH SOLE 3 105,339 0 0 GUITAR CENTER, INC. COM 402040109 27.30 2,000 SH OTH 3 2,000 0 0 GULF INDONESIA RESOURCES LTD. COM 402284103 414.00 46,000 SOLE 2 46,000 GULF INDONESIA RESOURCES LTD. COM 402284103 110.94 12,327 SOLE 2 12,327 GULF ISLAND FABRICATION COM 402307102 8.80 700 SH SOLE 3 700 0 0 GULFMARK OFFSHORE INC. COM 402629109 73.60 2,600 SH SOLE 3 2,600 0 0 GYMBOREE CORP. COM 403777105 578.61 48,500 SOLE 2 48,500 GYMBOREE CORP. COM 403777105 100.20 8,400 SH SOLE 3 8,400 0 0 H & R BLOCK INC. COM 093671105 84,003.70 1,879,278 SH SOLE 3 1,846,378 0 27,800 H & R BLOCK INC. COM 093671105 2,771.40 62,000 SH OTH 3 18,200 0 0 H & R BLOCK INC. COM 093671105 420.20 9,400 SH SHD 3 9,400 0 0 H.J.HEINZ CO. COM 423074103 31,088.40 756,040 SH SOLE 3 522,569 0 223,093 H.J.HEINZ CO. COM 423074103 565.70 13,758 SH OTH 3 13,758 0 0 H.J.HEINZ CO. COM 423074103 482.50 11,734 SOLE 2 11,734 H.J.HEINZ CO. COM 423074103 231.71 5,635 SOLE 2 5,635 HAEMONETICS CORP COM 405024100 6,569.30 193,669 SH SOLE 3 193,669 0 0 HAEMONETICS CORP COM 405024100 66.80 1,968 SH OTH 3 1,968 0 0 HAGGAR CORP COM 405173105 143.22 13,200 SOLE 2 13,200 HAIN CELESTIAL GROUP COM 405217100 12,596.60 458,725 SH SOLE 3 458,725 0 0 HALLIBURTON CO COM 406216101 50,761.20 3,874,900 SH SOLE 3 3,767,100 0 78,700 HALLIBURTON CO COM 406216101 8,335.50 636,300 SH OTH 3 210,600 0 0 HALLIBURTON CO COM 406216101 1,234.00 94,200 SH SHD 3 94,200 0 0 HALLIBURTON COMPANY COM 406216101 460.24 35,133 SOLE 2 35,133 HALLIBURTON COMPANY CLL 406216101 34.38 25,000 CALL SOLE 2 25,000 HALLIBURTON COMPANY COM 406216101 165.85 12,660 SOLE 2 12,660 HALLWOOD GROUP INC COM 406364406 268.24 46,050 SOLE 2 46,050 HAMILTON BANCORP INC COM 407013101 16.20 6,600 SH SOLE 3 6,600 0 0 HANCOCK HOLDING CO COM 410120109 510.00 11,850 SH SOLE 3 11,850 0 0 HANDLEMAN COMPANY COM 410252100 1,986.90 133,800 SH SOLE 3 133,800 0 0 HANDLEMAN COMPANY COM 410252100 80.20 5,400 SH OTH 3 5,400 0 0 HANOVER COMPRESSOR CO COM 410768105 19,104.40 756,309 SH SOLE 3 754,009 0 2,300 HANOVER COMPRESSOR CO COM 410768105 240.00 9,500 SH OTH 3 1,200 0 8,300 HANOVER DIRECT INC (DELAWARE) COM 410783104 74.00 200,000 SOLE 2 200,000 HANOVER DIRECT INC (DELAWARE) COM 410783104 11.10 30,000 SOLE 2 30,000 HARBOR FLORIDA BANCSHARES COM 411901101 1,428.00 84,000 SH SOLE 3 84,000 0 0 HARDINGE INC. COM 412324303 573.00 60,000 SH SOLE 3 60,000 0 0 HARLAND JOHN H CO COM 412693103 55.20 2,500 SH SOLE 3 2,500 0 0 HARLEY-DAVIDSON INC COM 412822108 52,163.40 960,475 SH SOLE 3 879,075 0 72,900 HARLEY-DAVIDSON INC COM 412822108 20,469.00 376,892 SH OTH 3 21,092 0 0 HARLEY-DAVIDSON INC COM 412822108 798.40 14,700 SH SHD 3 14,700 0 0 HARLEY-DAVIDSON INC COM 412822108 623.64 11,483 SOLE 2 11,483 HARLEYSVILLE GROUP INC COM 412824104 551.90 23,100 SH SOLE 3 23,100 0 0 HARLEYSVILLE GROUP INC COM 412824104 64.50 2,700 SH OTH 3 2,700 0 0 HARLEYSVILLE NATIONAL CORP COM 412850109 4.70 200 SH SOLE 3 200 0 0 HARMAN INTERNATIONAL INDS INC (NEW) COM 413086109 18,508.90 410,397 SH SOLE 3 408,347 0 2,050 HARMAN INTERNATIONAL INDS INC (NEW) COM 413086109 951.60 21,100 SH OTH 3 1,300 0 19,800 HARMONIC LIGHTWAVES INC COM 413160102 364.10 30,288 SH SOLE 3 30,288 0 0 HARMONIC LIGHTWAVES INC COM 413160102 5.80 480 SH OTH 3 480 0 0 HARRAHS ENTERTAINMENT INC COM 413619107 354,377.00 9,575,169 SH SOLE 3 9,377,603 0 192,716 HARRAHS ENTERTAINMENT INC COM 413619107 13,283.90 358,927 SH OTH 3 194,559 0 145,200 HARRAHS ENTMT INC COM 413619107 534.91 14,453 SOLE 2 14,453 HARRIS CORP COM 413875105 7,450.30 244,191 SH SOLE 3 244,191 0 0 HARRIS CORP COM 413875105 313.46 10,274 SOLE 2 10,274 HARRIS CORP COM 413875105 7.30 240 SH OTH 3 240 0 0 HARSCO CORP COM 415864107 9,146.80 266,672 SH SOLE 3 266,672 0 0 HARSCO CORP COM 415864107 1,664.20 48,519 SH OTH 3 5,619 0 42,900 HARTE-HANKS COMMUNICATIONS, INC COM 416196103 3,725.60 132,255 SH SOLE 3 132,255 0 0 HARTE-HANKS COMMUNICATIONS, INC COM 416196103 483.06 17,148 SOLE 2 17,148 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 28,463.90 453,031 SH SOLE 3 385,046 0 64,850 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 9,039.40 143,870 SH OTH 3 20,470 0 0 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 6,934.67 110,372 SOLE 2 110,372 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 458.70 7,300 SH SHD 3 7,300 0 0 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 224.37 3,571 SOLE 2 3,571 HARVARD BIOSCIENCE INC COM 416906105 393.60 39,600 SH SOLE 3 39,600 0 0 HARVARD BIOSCIENCE INC COM 416906105 31.80 3,200 SH OTH 3 3,200 0 0 HASBRO INC COM 418056107 3.20 200 SH SOLE 3 200 0 0 HASTINGS ENTERTAINMENT INC COM 418365102 347.84 80,893 SOLE 2 80,893 HAVAS ADVERTISING COM 419313101 326.57 41,130 SH SOLE 4 41,130 HAVAS ADVERTISING SPON ADR COM 419313101 6,514.70 898,580 SH SOLE 3 898,580 0 0 HAVERTY FURNITURE COS INC COM 419596101 1,809.70 109,350 SH SOLE 3 109,350 0 0 HAVERTY FURNITURE COS INC COM 419596101 91.90 5,550 SH OTH 3 5,550 0 0 HAWAIIAN ELEC INDS INC COM 419870100 547.90 13,602 SH SOLE 3 13,602 0 0 HAWAIIAN ELEC INDS INC COM 419870100 201.40 5,000 SOLE 2 5,000 HAWAIIAN ELEC INDS INC COM 419870100 8.10 200 SH OTH 3 200 0 0 HCA INC COM 404119109 9,706.99 251,868 SOLE 2 251,868 HCA INC COM 404119109 2,256.32 58,545 SOLE 2 58,545 HCA INC CLL 404119109 47.50 10,000 CALL SOLE 2 10,000 HCA INC. COM 404119109 8,288.40 215,059 SH SOLE 3 215,059 0 0 HCA INC. COM 404119109 328.90 8,533 SH OTH 3 8,533 0 0 HCC INSURANCE HOLDINGS INC COM 404132102 2.80 100 SH SOLE 3 100 0 0 HEADWATERS INC COM 42210P102 41.30 3,600 SH SOLE 3 3,600 0 0 HEALTH CARE PROPERTY INV., INC COM 421915109 8,017.50 221,418 SH SOLE 3 221,418 0 0 HEALTH CARE PROPERTY INV., INC COM 421915109 1,099.19 30,356 SOLE 2 30,356 HEALTH CARE PROPERTY INV., INC COM 421915109 275.49 7,608 SOLE 2 7,608 HEALTH CARE PROPERTY INV., INC COM 421915109 81.40 2,247 SH OTH 3 2,247 0 0 HEALTH CARE REIT INC (DEL) COM 42217K106 41.40 1,700 SH SOLE 3 1,700 0 0 HEALTH MANAGEMENT ASSOC. CLASS A COM 421933102 9,525.10 517,667 SH SOLE 3 517,667 0 0 HEALTH MANAGEMENT ASSOC. CLASS A COM 421933102 5,680.58 308,727 SOLE 2 308,727 HEALTH MANAGEMENT ASSOC. CLASS A COM 421933102 94.40 5,128 SH OTH 3 5,128 0 0 HEALTH NET, INC. COM 42222G108 19,631.90 901,372 SH SOLE 3 901,372 0 0 HEALTH NET, INC. COM 42222G108 78.60 3,610 SH OTH 3 3,610 0 0 HEALTHAXIS INC COM 42219D100 6.80 10,000 SOLE 2 10,000 HEALTHCARE REALTY TRUST INC COM 421946104 7,641.60 272,913 SH SOLE 3 272,913 0 0 HEALTHCARE REALTY TRUST INC COM 421946104 1,435.80 51,278 SH OTH 3 1,978 0 49,300 HEALTHCARE SVCS GROUP INC COM 421906108 3,519.50 341,700 SH SOLE 3 341,700 0 0 HEALTHSOUTH CORP COM 421924101 5,316.40 358,729 SH SOLE 3 358,729 0 0 HEALTHSOUTH CORP COM 421924101 620.97 41,901 SOLE 2 41,901 HEALTHSOUTH CORP CLL 421924101 42.00 10,000 CALL SOLE 2 10,000 HEALTHSOUTH CORP SB DB CNV 4/01/03 3.25 CNV 421924AF8 334.47 350,000 SH SOLE 4 350,000 HEALTHSTREAM INC COM 42222N103 156.60 142,367 SOLE 2 142,367 HEALTHTRONICS SURGICAL SVCS COM 42222L107 278.10 30,900 SOLE 2 30,900 HEALTHWATCH INC (NEW) COM 422214809 2.62 10,460 SOLE 2 10,460 HEALTHY PLANET PRODUCTS INC COM 42221N104 9.10 70,000 SOLE 2 70,000 HEARST ARGYLE TELEVISION COM 422317107 12,088.90 560,709 SH SOLE 3 555,009 0 5,700 HEARST ARGYLE TELEVISION COM 422317107 2.60 120 SH OTH 3 120 0 0 HEARTLAND EXPRESS INC COM 422347104 7,164.40 257,991 SH SOLE 3 257,991 0 0 HEARTLAND EXPRESS INC COM 422347104 91.20 3,283 SH OTH 3 3,283 0 0 HEICO CORP (NEW) COM 422806109 6.60 440 SH SOLE 3 440 0 0 HEICO CORP CLASS A COM 422806208 0.60 44 SH SOLE 3 44 0 0 HEIDRICK & STRUGGLES INC. COM 422819102 277.70 15,300 SH SOLE 3 15,300 0 0 HELEN OF TROY LTD (NEW) COM G4388N106 11,742.30 946,200 SH SOLE 3 946,200 0 0 HELEN OF TROY LTD (NEW) COM G4388N106 759.49 61,200 SOLE 2 61,200 HELIX TECHNOLOGY CORP COM 423319102 950.50 42,150 SH SOLE 3 42,150 0 0 HELIX TECHNOLOGY CORP COM 423319102 56.40 2,500 SH OTH 3 2,500 0 0 HELMERICH & PAYNE INC. COM 423452101 2,433.40 72,900 SH OTH 3 2,100 0 70,800 HELMERICH & PAYNE INC. COM 423452101 486.30 14,570 SH SOLE 3 14,570 0 0 HENRY SCHEIN INC COM 806407102 46,632.70 1,259,321 SH SOLE 3 1,253,221 0 5,300 HENRY SCHEIN INC COM 806407102 3,097.60 83,650 SH OTH 3 6,850 0 74,900 HENRY SCHEIN INC COM 806407102 222.18 6,000 SOLE 2 6,000 HENRY SCHEIN INC COM 806407102 85.20 2,300 SH SHD 3 2,300 0 0 HERBALIFE INTERNATIONAL CLASS A COM 426908208 1,497.40 105,300 SH SOLE 3 105,300 0 0 HERBALIFE INTERNATIONAL CLASS A COM 426908208 110.90 7,800 SH OTH 3 7,800 0 0 HERCULES INC. COM 427056106 100.00 10,000 SOLE 2 10,000 HERLEY INDUSTRIES INC COM 427398102 3,986.90 234,522 SH SOLE 3 234,522 0 0 HERLEY INDUSTRIES INC COM 427398102 48.90 2,875 SH OTH 3 2,875 0 0 HERSHEY FOODS CORP. COM 427866108 9,244.10 136,545 SH SOLE 3 106,820 0 27,700 HERSHEY FOODS CORP. COM 427866108 403.90 5,966 SOLE 2 5,966 HERSHEY FOODS CORP. COM 427866108 339.20 5,010 SH OTH 3 5,010 0 0 HEWLETT-PACKARD CO. COM 428236103 102,972.50 5,013,269 SH SOLE 3 4,903,569 0 80,000 HEWLETT-PACKARD CO. COM 428236103 26,301.90 1,280,520 SH OTH 3 157,120 0 0 HEWLETT-PACKARD CO. COM 428236103 2,692.80 131,100 SH SHD 3 131,100 0 0 HEWLETT-PACKARD CO. COM 428236103 2,264.29 110,238 SOLE 2 110,238 HEWLETT-PACKARD CO. COM 428236103 2,088.10 101,660 SOLE 2 101,660 HEXCEL CORP (NEW) COM 428291108 0.60 200 SH SOLE 3 200 0 0 HI/FN INC COM 428358105 312.80 21,617 SOLE 2 21,617 HI/FN INC COM 428358105 247.40 17,100 SH SOLE 3 17,100 0 0 HI/FN INC COM 428358105 27.50 1,900 SH OTH 3 1,900 0 0 HIBBETT SPORTING GOODS INC COM 428565105 30.30 1,000 SH SOLE 3 1,000 0 0 HIBERNIA CORP CLASS A COM 428656102 15,422.50 866,920 SH SOLE 3 848,520 0 18,400 HIBERNIA CORP CLASS A COM 428656102 841.52 47,303 SOLE 2 47,303 HIBERNIA CORP CLASS A COM 428656102 501.96 28,216 SOLE 2 28,216 HIBERNIA CORP CLASS A COM 428656102 63.00 3,544 SH OTH 3 3,544 0 0 HIGHWOOD PROPERTIES INC COM 431284108 3,199.50 123,294 SH SOLE 3 123,294 0 0 HIGHWOOD PROPERTIES INC COM 431284108 1,803.50 69,500 SH OTH 3 1,600 0 67,900 HIGHWOODS PROPERTIES INC COM 431284108 331.77 12,785 SOLE 2 12,785 HILB ROGAL HAMILTON COM 431294107 465.20 8,300 SH SOLE 3 8,300 0 0 HILLENBRAND INDUST INC COM 431573104 649.70 11,755 SH SOLE 3 11,755 0 0 HILLENBRAND INDUST INC COM 431573104 88.40 1,600 SH OTH 3 1,600 0 0 HILTON HOTELS CORP COM 432848109 1,058.60 96,943 SH SOLE 3 96,943 0 0 HILTON HOTELS CORP CLL 432848109 36.75 15,000 CALL SOLE 2 15,000 HILTON HOTELS CORP COM 432848109 121.00 11,081 SOLE 2 11,081 HILTON HOTELS CORP SUB NT CV CNV 432848AL3 876.27 1,000,000 SOLE 2 1,000,000 HILTON HOTELS CORP SUB NT CV CNV 432848AL3 710.00 800,000 SH SOLE 4 800,000 HISPANIC BROADCASTING CORP COM 43357B104 7,554.50 296,254 SH SOLE 3 296,254 0 0 HNC SOFTWARE COM 40425P107 5,884.30 285,645 SH SOLE 3 285,645 0 0 HNC SOFTWARE COM 40425P107 651.00 31,600 SH OTH 3 2,700 0 28,900 HOLLINGER INTERNATIONAL INC COM 435569108 258.60 22,100 SH SOLE 3 22,100 0 0 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 17.20 1,700 SH SOLE 3 1,700 0 0 HOLLY CORP $.01 PAR COM 435758305 7,407.30 384,794 SH SOLE 3 384,794 0 0 HOLLY CORP $.01 PAR COM 435758305 633.30 32,900 SH OTH 3 0 0 32,900 HOLLY CORP $.01 PAR COM 435758305 221.66 11,515 SOLE 2 11,515 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 1,313.30 91,900 SH SOLE 3 91,900 0 0 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 150.76 10,550 SOLE 2 10,550 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 61.40 4,300 SH OTH 3 4,300 0 0 HOME DEPOT INC COM 437076102 544,066.50 10,665,879 SH SOLE 3 10,082,44 0 563,930 HOME DEPOT INC COM 437076102 359,178.24 7,041,330 SOLE 2 7,041,330 HOME DEPOT INC COM 437076102 166,596.01 3,265,948 SOLE 2 3,265,948 HOME DEPOT INC COM 437076102 78,486.10 1,538,641 SH OTH 3 148,689 0 35,150 HOME DEPOT INC COM 437076102 29,839.75 589,835 SH SOLE 4 589,835 HOME DEPOT INC COM 437076102 2,688.20 52,700 SH SHD 3 52,700 0 0 HOME PROPERTIES OF N.Y. INC. COM 437306103 436.10 13,800 SH OTH 3 0 0 13,800 HOME PROPERTIES OF N.Y. INC. COM 437306103 91.60 2,900 SH SOLE 3 2,900 0 0 HOMESTORE.COM COM 437852106 493.60 137,107 SH SOLE 3 136,607 0 500 HOMESTORE.COM INC COM 437852106 58.36 16,211 SOLE 2 16,211 HON HAI PRECISION GDR COM 438090201 1,156.00 115,600 SH OTH 3 115,600 0 0 HON HAI PRECISION GDR COM 438090201 229.20 22,920 SH SOLE 3 0 0 0 HON INDUSTRIES COM 438092108 79.00 2,857 SH SOLE 3 2,857 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 20,983.20 620,438 SH SOLE 3 579,063 0 38,625 HONEYWELL INTERNATIONAL INC COM 438516106 581.40 17,190 SH OTH 3 13,390 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 9,245.61 273,377 SOLE 2 273,377 HONEYWELL INTERNATIONAL INC COM 438516106 252.74 7,473 SOLE 2 7,473 HONGKONG LAND HOLDINGS COM 006434915 1,461.90 773,500 SH OTH 3 210,500 0 385,000 HONGKONG LAND HOLDINGS COM 006434915 11.30 6,000 SH SOLE 3 6,000 0 0 HOOPER HOLMES INC COM 439104100 11,291.30 1,261,593 SH SOLE 3 1,253,143 0 8,450 HOOPER HOLMES INC COM 439104100 805.90 90,050 SH OTH 3 4,550 0 85,500 HORACE MANN EDUCATORS CORP COM 440327104 6,900.90 325,207 SH SOLE 3 325,207 0 0 HORACE MANN EDUCATORS CORP COM 440327104 85.10 4,009 SH OTH 3 4,009 0 0 HORIZON OFFSHORE INC COM 44043J105 220.90 29,300 SH SOLE 3 29,300 0 0 HORMEL FOODS CORP COM 440452100 7,646.60 284,578 SH SOLE 3 283,478 0 0 HORMEL FOODS CORP COM 440452100 548.10 20,400 SH SHD 3 20,400 0 0 HORMEL FOODS CORP COM 440452100 545.50 20,300 SH OTH 3 0 0 20,300 HOSPITALITY PROPERTIES TRUST COM 44106M102 9,462.70 320,769 SH SOLE 3 320,769 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 889.80 30,164 SH OTH 3 7,964 0 22,200 HOST MARRIOTT CORP COM 44107P104 758.58 84,287 SOLE 2 84,287 HOST MARRIOTT CORP. ( REIT ) COM 44107P104 1,530.90 170,100 SH SOLE 3 158,800 0 4,500 HOTEL RESERVATIONS INC COM 441451101 4,025.50 87,510 SH SOLE 3 83,310 0 3,200 HOTEL RESERVATIONS INC COM 441451101 874.00 19,000 SH OTH 3 1,200 0 17,800 HOTJOBS.COM LTD COM 441474103 900.30 86,650 SH SOLE 3 86,650 0 0 HOTJOBS.COM LTD COM 441474103 30.70 2,950 SH OTH 3 2,950 0 0 HOUSEHOLD INTERNATIONAL COM 441815107 110,567.60 1,908,312 SH SOLE 3 1,812,512 0 91,425 HOUSEHOLD INTERNATIONAL COM 441815107 443.80 7,660 SH OTH 3 7,660 0 0 HOUSEHOLD INTERNATIONAL COM 441815107 428.80 7,400 SH SHD 3 7,400 0 0 HOUSEHOLD INTERNATIONAL INC. COM 441815107 8,464.28 146,087 SOLE 2 146,087 HOUSEHOLD INTERNATIONAL INC. COM 441815107 7,924.28 136,767 SOLE 2 136,767 HOUSTON EXPLORATION COMPANY COM 442120101 6,689.10 199,200 SH SOLE 3 199,200 0 0 HOUSTON EXPLORATION COMPANY COM 442120101 6.70 200 SH OTH 3 200 0 0 HOVNANIAN ENTERPRISES CLASS A COM 442487203 61.70 2,900 SH SOLE 3 2,900 0 0 HEALTHSOUTH CORP 3.25 CNV 421924AF8 1,026,625.00 10,750,000 SH OTH 3 0 0 10,750,000 HEALTHSOUTH CORP 3.25 CNV 421924AF8 23,875.00 250,000 SH SOLE 3 0 0 250,000 HRPT PROPERTIES TRUST COM 40426W101 2,710.60 313,000 SH SOLE 3 313,000 0 0 HRPT PROPERTIES TRUST COM 40426W101 125.60 14,500 SH OTH 3 14,500 0 0 HUBBELL INC CLASS B COM 443510201 15.60 530 SH OTH 3 530 0 0 HUDSON CITY BANCORP INC COM 443683107 390.00 14,800 SH SOLE 3 14,800 0 0 HUDSON UNITED BANCORP COM 444165104 1,519.30 52,938 SH SOLE 3 52,938 0 0 HUDSON UNITED BANCORP COM 444165104 291.16 10,145 SOLE 2 10,145 HUGHES SUPPLY INC COM 444482103 11,939.70 386,772 SH SOLE 3 386,772 0 0 HUGHES SUPPLY INC COM 444482103 254.60 8,247 SH OTH 3 8,247 0 0 HUGOTON ROYALTY TRUST UNITS COM 444717102 1,436.70 140,853 SOLE 2 140,853 HUGOTON ROYALTY TRUST UNITS COM 444717102 1,163.82 114,100 SOLE 2 114,100 HUMAN GENOME SCIENCES INC COM 444903108 950.99 30,500 SH SOLE 4 30,500 HUMAN GENOME SCIENCES INC COM 444903108 833.83 24,728 SOLE 2 24,728 HUMAN GENOME SCIENCES INC COM 444903108 286.50 8,495 SH SOLE 3 8,495 0 0 HUMAN GENOME SCIENCES INC COM 444903108 60.70 1,800 SH OTH 3 1,800 0 0 HUMANA INC COM 444859102 17,353.40 1,471,874 SH SOLE 3 1,467,274 0 4,600 HUMANA INC COM 444859102 623.00 52,838 SH OTH 3 21,738 0 31,100 HUNTINGTON BANCSHARES INC COM 446150104 361.00 21,000 SH SOLE 3 21,000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 60.40 3,513 SH OTH 3 1,810 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 14,925.40 642,784 SH SOLE 3 642,784 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 187.00 8,052 SH OTH 3 8,052 0 0 HUTTIG BUILDING PRODUCTS COM 448451104 108.10 17,722 SH SOLE 3 17,722 0 0 HYDRIL CO COM 448774109 44.10 2,500 SH SOLE 3 2,500 0 0 HYPERION SOLUTIONS CORP. COM 44914M104 647.40 32,600 SH SOLE 3 32,600 0 0 HYSEQ INC COM 449163302 191.10 24,750 SH SOLE 3 24,750 0 0 HYSEQ INC COM 449163302 17.40 2,250 SH OTH 3 2,250 0 0 I2 TECHNOLOGIES, INC. COM 465754109 7,091.10 897,604 SH SOLE 3 897,604 0 0 I2 TECHNOLOGIES, INC. COM 465754109 4,197.57 531,338 SOLE 2 531,338 I2 TECHNOLOGIES, INC. COM 465754109 571.45 72,336 SOLE 2 72,336 IBASIS INC COM 450732102 39.73 30,327 SOLE 2 30,327 ICICI LTD - SPONS ADR COM 44926P202 126.80 21,200 SH SOLE 3 21,200 0 0 ICN PHARMACEUTICALS INC (NEW) COM 448924100 1,226.10 36,600 SH OTH 3 0 0 0 ICN PHARMACEUTICALS INC (NEW) COM 448924100 150.80 4,500 SH SOLE 3 4,500 0 0 ICN PHARMACEUTICALS INC (NEW) COM 448924100 284.75 8,500 SOLE 2 8,500 ICOS CORP COM 449295104 121.20 2,110 SH SOLE 3 2,110 0 0 ICOS CORP COM 449295104 114.90 2,000 SH OTH 3 2,000 0 0 ICU MEDICAL INC COM 44930G107 13.30 300 SH SOLE 3 300 0 0 ID BIOMEDICAL CORP COM 44936D108 51.60 12,000 SOLE 2 12,000 IDACORP INC COM 451107106 690.30 17,002 SH SOLE 3 17,002 0 0 IDACORP INC COM 451107106 341.00 8,400 SH OTH 3 100 0 8,300 IDEC PHARMACEUTICALS CORP COM 449370105 9,288.90 134,759 SH SOLE 3 128,309 0 6,450 IDEC PHARMACEUTICALS CORP COM 449370105 1,160.92 16,842 SOLE 2 16,842 IDEC PHARMACEUTICALS CORP COM 449370105 730.80 10,602 SH OTH 3 2,702 0 7,900 IDENTIX INC COM 451906101 252.40 17,300 SH SOLE 3 17,300 0 0 IDEX CORP COM 45167R104 1,424.30 41,283 SH SOLE 3 41,283 0 0 IDEX CORP COM 45167R104 18.40 532 SH OTH 3 532 0 0 IDEXX LABORATORIES COM 45168D104 2,268.30 79,561 SH SOLE 3 79,561 0 0 IDEXX LABORATORIES COM 45168D104 630.10 22,100 SH OTH 3 2,000 0 20,100 IDT CORP COM 448947101 3,545.60 181,731 SH SOLE 3 181,731 0 0 IDT CORP COM 448947101 690.70 35,400 SH OTH 3 7,100 0 28,300 IDX SYSTEMS CORP COM 449491109 23.40 1,800 SH SOLE 3 1,800 0 0 IGO CORP COM 449592104 86.89 184,882 SOLE 2 184,882 IHOP CORP NEW COM 449623107 3,680.50 125,613 SH SOLE 3 125,613 0 0 IHOP CORP NEW COM 449623107 45.00 1,537 SH OTH 3 1,537 0 0 II-VI INC COM 902104108 895.10 51,950 SH SOLE 3 51,950 0 0 II-VI INC COM 902104108 38.80 2,250 SH OTH 3 2,250 0 0 IKON OFFICE SOLUTIONS, INC. COM 451713101 2,416.30 206,700 SH SOLE 3 206,700 0 0 IKON OFFICE SOLUTIONS, INC. COM 451713101 91.20 7,800 SH OTH 3 7,800 0 0 ILEX ONCOLOGY INC COM 451923106 440.80 16,300 SH SOLE 3 16,300 0 0 ILEX ONCOLOGY INC COM 451923106 2.70 100 SH OTH 3 100 0 0 ILLINOIS TOOL WORKS COM 452308109 12,109.10 178,811 SH SOLE 3 173,611 0 4,000 ILLINOIS TOOL WORKS COM 452308109 203.70 3,008 SOLE 2 3,008 ILLINOIS TOOL WORKS COM 452308109 172.70 2,550 SH OTH 3 2,550 0 0 IMAGISTICS INTERNATIONAL INC. COM 45247T104 272.60 22,074 SH SOLE 3 21,962 0 112 IMAGISTICS INTERNATIONAL INC. COM 45247T104 15.60 1,262 SH OTH 3 62 0 1,200 IMATION CORP COM 45245A107 6,462.80 299,480 SH SOLE 3 293,580 0 3,500 IMATION CORP COM 45245A107 1,439.40 66,700 SH OTH 3 8,700 0 50,800 IMAX CORP COM 45245E109 700.90 346,960 SH SOLE 3 346,960 0 0 IMAX CORP COM 45245E109 32.86 16,269 SOLE 2 16,269 IMCLONE SYS INC COM 45245W109 656.00 14,120 SH SOLE 3 14,120 0 0 IMCLONE SYS INC COM 45245W109 48.60 1,046 SH OTH 3 1,046 0 0 IMMERSION CORP COM 452521107 134.77 20,000 SOLE 2 20,000 IMMUNE RESPONSE CORP COM 45252T106 16.62 12,400 SOLE 2 12,400 IMMUNEX CORP (NEW) COM 452528102 5,187.30 187,200 SH SOLE 3 181,500 0 5,700 IMMUNEX CORP (NEW) COM 452528102 3,070.80 110,820 SH OTH 3 5,220 0 0 IMMUNOGEN INC. COM 45253H101 529.50 31,934 SH SOLE 3 31,934 0 0 IMMUNOMEDICS INC COM 452907108 2,063.50 101,850 SH SOLE 3 101,850 0 0 IMMUNOMEDICS INC COM 452907108 65.80 3,250 SH OTH 3 3,250 0 0 IMPATH INC COM 45255G101 39.70 892 SH SOLE 3 892 0 0 IMPATH INC COM 45255G101 17.80 400 SH OTH 3 400 0 0 IMPCO TECHNOLOGIES INC COM 45255W106 133.20 10,500 SH SOLE 3 10,500 0 0 IMS HEALTH INC COM 449934108 11,286.54 578,500 SOLE 2 578,500 IMS HEALTH INC COM 449934108 3,026.70 155,134 SH SOLE 3 67,334 0 87,800 IMS HEALTH INC COM 449934108 119.00 6,100 SH OTH 3 6,100 0 0 INAMED CORP COM 453235103 90.20 3,000 SH SOLE 3 3,000 0 0 INCO LIMITED COM 453258402 15,532.30 916,900 SH SOLE 3 911,200 0 5,700 INCO LIMITED COM 453258402 5,471.60 323,000 SH OTH 3 0 0 0 INCYTE GENOMICS INC. COM 45337C102 394.60 20,300 SH SOLE 3 20,300 0 0 INCYTE GENOMICS INC. COM 45337C102 366.10 18,830 SH OTH 3 130 0 18,700 INDEPENDENCE COMMUNITY BANK COM 453414104 4,265.20 187,400 SH SOLE 3 183,000 0 4,400 INDEPENDENCE COMMUNITY BANK COM 453414104 454.11 19,952 SOLE 2 19,952 INDEPENDENCE COMMUNITY BANK COM 453414104 184.40 8,100 SH OTH 3 8,100 0 0 INDEPENDENT BANK CORP MASS COM 453836108 49.40 2,300 SH SOLE 3 2,300 0 0 INDEPENDENT BANK CORP MASS COM 453836108 3.10 144 SH OTH 3 144 0 0 INDYMAC BANCORP, INC. COM 456607100 1,580.49 67,600 SOLE 2 67,600 INDYMAC BANCORP, INC. COM 456607100 1,013.06 43,330 SOLE 2 43,330 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 2,819.60 120,600 SH SOLE 3 120,600 0 0 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 577.50 24,700 SH OTH 3 8,600 0 16,100 INET TECHNOLOGIES INC COM 45662V105 3,181.60 301,000 SH SOLE 3 301,000 0 0 INET TECHNOLOGIES INC COM 45662V105 52.90 5,000 SH OTH 3 5,000 0 0 INET TECHNOLOGIES, INC. COM 45662V105 153.44 14,517 SOLE 2 14,517 INFINIUM SOFTWARE INC COM 45662Y109 354.50 177,250 SOLE 2 177,250 INFOCUS CORP COM 45665B106 2,246.00 101,996 SH SOLE 3 98,896 0 1,800 INFOCUS CORP COM 45665B106 1,202.30 54,600 SH OTH 3 3,100 0 51,500 INFORMATICA CORP COM 45666Q102 359.80 24,800 SH OTH 3 0 0 24,800 INFORMATICA CORP COM 45666Q102 264.50 18,227 SH SOLE 3 18,227 0 0 INFORMATION ARCHITECTS CORP COM 45669R107 6.00 26,100 SOLE 2 26,100 INFORMATION HOLDINGS INC COM 456727106 243.50 8,600 SH SOLE 3 8,600 0 0 INFORNET INC COM 45666T106 1.50 600 SH SOLE 3 600 0 0 INFOSPACE INC COM 45678T102 563.70 274,992 SH SOLE 3 211,874 0 63,118 INFOUSA INC COM 456818301 174.20 25,100 SH SOLE 3 25,100 0 0 INFOUSA INC COM 456818301 13.90 2,000 SH OTH 3 2,000 0 0 ING GROEP N.V. SPONS ADR COM 456837103 436.90 17,168 SH SOLE 3 17,168 0 0 ING GROEP N.V. SPONS ADR COM 456837103 1,322.43 51,962 SOLE 2 51,962 ING GROEP N.V. SPONS ADR COM 456837103 1,078.27 42,368 SOLE 2 42,368 INGERSOLL-RAND CO COM 456866102 161.30 3,857 SH SOLE 3 3,857 0 0 INGERSOLL-RAND CO COM 456866102 39.90 955 SH OTH 3 955 0 0 INGRAM MICRO INC. COM 457153104 62,550.60 3,611,464 SH SOLE 3 3,550,564 0 56,300 INGRAM MICRO INC. COM 457153104 9,078.90 524,188 SH OTH 3 76,688 0 169,100 INGRAM MICRO INC. COM 457153104 218.20 12,600 SH SHD 3 12,600 0 0 INGRAM MICRO INC. COM 457153104 173.20 10,000 SOLE 2 10,000 INITIALS PLUS INC COM 457197101 0.00 100,000 SH OTH 3 0 0 0 INKEEPERS USA TR COM 4576J0104 264.60 27,000 SH SOLE 3 27,000 0 0 INKINE PHARMACEUTICAL CO INC COM 457214104 62.40 40,000 SOLE 2 40,000 INKINE PHARMACEUTICAL CO INC COM 457214104 41.50 26,600 SOLE 2 26,600 INKTOMI CORP COM 457277101 1,819.10 271,103 SOLE 2 271,103 INKTOMI CORP COM 457277101 1,312.70 195,626 SH SOLE 3 195,626 0 0 INKTOMI CORP COM 457277101 106.20 15,827 SOLE 2 15,827 INPUT/OUTPUT INC COM 457652105 168.30 20,500 SH SOLE 3 20,500 0 0 INRANGE TECHNOLOGIES COM 45769V206 34.60 2,800 SH SOLE 3 0 0 2,800 INSIGHT COMMUNICATIONS COM 45768V108 41,591.90 1,721,520 SH SOLE 3 1,716,120 0 5,400 INSIGHT COMMUNICATIONS COM 45768V108 1,389.20 57,500 SH OTH 3 4,200 0 53,300 INSIGHT COMMUNICATIONS INC COM 45768V108 4,046.17 167,474 SOLE 2 167,474 INSIGHT ENTERPRISES INC COM 45765U103 508.00 20,650 SH SOLE 3 20,650 0 0 INSIGHTFUL CORP COM 45770X100 23.10 10,000 SOLE 2 10,000 INSIGNIA FINANCIAL GROUP COM 45767A105 319.70 29,600 SH SOLE 3 29,600 0 0 INSIGNIA FINANCIAL GROUP INC COM 45767A105 406.08 37,600 SOLE 2 37,600 INSITUFORM TECHNOLOGIES INC COM 457667103 6,346.40 248,100 SH SOLE 3 248,100 0 0 INSITUFORM TECHNOLOGIES INC COM 457667103 66.50 2,600 SH OTH 3 2,600 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 271.29 19,254 SOLE 2 19,254 INSTINET GROUP INC COM 457750107 1,033.10 102,800 SH SOLE 3 95,000 0 4,900 INSTINET GROUP INC COM 457750107 177.90 17,700 SH OTH 3 17,700 0 0 INSWEB CORP "NEW" COM 45809K202 1.60 383 SH SOLE 3 383 0 0 INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 13.20 500 SH SOLE 3 500 0 0 INTEGRATED CIRCUIT SYSTEMS INC COM 45811K208 58,967.30 2,610,329 SH SOLE 3 2,605,629 0 4,700 INTEGRATED CIRCUIT SYSTEMS INC COM 45811K208 2,159.60 95,600 SH OTH 3 35,600 0 60,000 INTEGRATED CIRCUIT SYSTEMS INC COM 45811K208 772.47 34,195 SOLE 2 34,195 INTEGRATED DEVICE TECH INC COM 458118106 1,091.40 41,045 SH SOLE 3 39,545 0 1,500 INTEGRATED DEVICE TECH INC COM 458118106 39.60 1,490 SH OTH 3 1,490 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 68.60 13,400 SH SOLE 3 13,400 0 0 INTEGRATED HEALTH SERVICES INC COM 45812C106 17.50 194,993 SH SOLE 3 194,993 0 0 INTEL CORP COM 458140100 778,208.90 24,744,320 SH SOLE 3 23,894,06 0 784,258 INTEL CORP COM 458140100 141,407.63 4,496,268 SOLE 2 4,496,268 INTEL CORP COM 458140100 109,737.20 3,489,258 SH OTH 3 655,540 0 143,500 INTEL CORP COM 458140100 109,361.43 3,477,311 SOLE 2 3,477,311 INTEL CORP COM 458140100 32,700.58 927,150 SH SOLE 4 927,150 INTEL CORP COM 458140100 3,906.10 124,200 SH SHD 3 124,200 0 0 INTEL CORP CLL 458140100 122.00 40,000 CALL SOLE 2 40,000 INTEL CORP CLL 458140100 97.20 24,000 CALL SOLE 2 24,000 INTEL CORP PUT 458140100 30.94 22,500 PUT SOLE 2 22,500 INTER TEL INC COM 458372109 188.40 9,800 SH SOLE 3 9,800 0 0 INTERACTIVE DATA CORP COM 45840J107 1,923.70 136,050 SH SOLE 3 136,050 0 0 INTERACTIVE DATA CORP COM 45840J107 357.00 25,250 SH OTH 3 4,950 0 20,300 INTERACTIVE INTELLIGENCE COM 45839M103 21.50 3,100 SH SOLE 3 3,100 0 0 INTERCEPT GROUP INC COM 45845L107 85.90 2,100 SH SOLE 3 2,100 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 434.60 44,800 SH SOLE 3 44,800 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 36.90 3,800 SH OTH 3 3,800 0 0 INTERFACE INC CLASS A COM 458665106 435.90 77,700 SH SOLE 3 77,700 0 0 INTERGRAPH CORP COM 458683109 1,182.30 86,050 SH SOLE 3 86,050 0 0 INTERGRAPH CORP COM 458683109 439.00 31,950 SH OTH 3 3,150 0 28,800 INTERLAND, INC. COM 458727104 83.10 39,400 SH SOLE 3 39,400 0 0 INTERLOGIX INCES INC COM 458763109 77.30 2,000 SH SOLE 3 2,000 0 0 INTERMAGNETICS GEN CRP COM 458771102 354.80 13,698 SH SOLE 3 13,698 0 0 INTERMAGNETICS GEN CRP COM 458771102 350.90 13,548 SH OTH 3 650 0 12,898 INTERMUNE INC. COM 45884X103 1,538.90 31,240 SH SOLE 3 31,240 0 0 INTERMUNE INC. COM 45884X103 28.10 570 SH OTH 3 570 0 0 INTERNAP NETWORK COM 45885A102 27.00 23,300 SH OTH 3 0 0 23,300 INTERNAP NETWORK COM 45885A102 17.90 15,465 SH SOLE 3 15,465 0 0 INTERNAP NETWORK SERVICES COM 45885A102 98.18 84,637 SOLE 2 84,637 INTERNATIONAL BANCSHARES CORP COM 459044103 7.90 187 SH SOLE 3 187 0 0 INTERNATIONAL BANCSHARES CORP COM 459044103 2.80 67 SH OTH 3 67 0 0 INTERNATIONAL BUSINESS MACHINES COM 459200101 718,600.30 5,940,809 SH SOLE 3 5,658,482 0 260,908 INTERNATIONAL BUSINESS MACHINES COM 459200101 374,626.79 3,097,113 SOLE 2 3,097,113 INTERNATIONAL BUSINESS MACHINES COM 459200101 211,070.12 1,744,958 SOLE 2 1,744,958 INTERNATIONAL BUSINESS MACHINES COM 459200101 123,610.00 1,021,908 SH OTH 3 154,347 0 24,570 INTERNATIONAL BUSINESS MACHINES COM 459200101 36,918.15 297,607 SH SOLE 4 297,607 INTERNATIONAL BUSINESS MACHINES COM 459200101 7,547.90 62,400 SH SHD 3 62,400 0 0 INTERNATIONAL PAPER CO. COM 460146103 37,980.90 941,287 SH SOLE 3 747,198 0 182,250 INTERNATIONAL PAPER CO. COM 460146103 6,777.30 167,962 SH OTH 3 19,462 0 0 INTERNATIONAL PAPER CO. COM 460146103 390.43 9,676 SOLE 2 9,676 INTERNET CAPITAL GROUP COM 46059C106 174.10 143,900 SH SOLE 3 143,900 0 0 INTERNET CAPITAL GROUP INC COM 46059C106 76.25 63,017 SOLE 2 63,017 INTERNET CAPITAL GROUP INC COM 46059C106 13.31 11,000 SOLE 2 11,000 INTERNET PICTURES CORP COM 46059S200 28.49 13,500 SOLE 2 13,500 INTERNET SEC SYS INC COM 46060X107 480.58 14,990 SOLE 2 14,990 INTERNET SEC SYS INC COM 46060X107 203.36 6,343 SOLE 2 6,343 INTERNET SECURITY SYSTEMS INC COM 46060X107 19,225.60 599,677 SH SOLE 3 599,677 0 0 INTERNET SECURITY SYSTEMS INC COM 46060X107 1,163.80 36,300 SH OTH 3 0 0 36,300 INTERNEURON PHARMACEUTICAL INC COM 460573108 741.90 66,900 SH SOLE 3 66,900 0 0 INTERPOOL INC COM 46062R108 11,269.00 585,400 SH SOLE 3 585,400 0 0 INTERPUBLIC GROUP COS COM 460690100 36,124.60 1,222,904 SH SOLE 3 1,208,604 0 13,100 INTERPUBLIC GROUP COS COM 460690100 6,253.03 211,680 SOLE 2 211,680 INTERPUBLIC GROUP COS COM 460690100 1,093.45 37,016 SOLE 2 37,016 INTERPUBLIC GROUP COS COM 460690100 369.20 12,500 SH OTH 3 12,500 0 0 INTERPUBLIC GROUP COS SUB NT CNV 460690AF7 1,691.95 1,774,000 SOLE 2 1,774,000 INTERPUBLIC GROUP COS SUB NT CNV 460690AF7 1,566.06 1,642,000 SOLE 2 1,642,000 INTERSIL CORP COM 46069S109 24,232.70 751,402 SH SOLE 3 748,102 0 2,600 INTERSIL CORP COM 46069S109 1,354.50 42,000 SH OTH 3 20,800 0 21,200 INTERSIL CORP COM 46069S109 74.20 2,300 SH SHD 3 2,300 0 0 INTERSTATE BAKERIES CORP COM 46072H108 8,570.30 354,436 SH SOLE 3 345,336 0 6,500 INTERSTATE BAKERIES CORP COM 46072H108 198.20 8,195 SH OTH 3 8,195 0 0 INTERSTATE HOTELS CORP COM 46088R108 50.80 35,775 SH SOLE 3 35,775 0 0 INTERTAN INC COM 461120107 4,507.80 358,898 SH SOLE 3 358,898 0 0 INTERTAN INC COM 461120107 52.90 4,210 SH OTH 3 4,210 0 0 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 23.90 19,400 SH OTH 3 0 0 19,400 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 9.20 7,500 SH SOLE 3 7,500 0 0 INTERVOICE INC COM 461142101 394.20 30,800 SH SOLE 3 30,800 0 0 INTERWOVEN INC COM 46114T102 28,890.80 2,966,205 SH SOLE 3 2,963,205 0 3,000 INTERWOVEN INC COM 46114T102 645.30 66,250 SH OTH 3 40,150 0 26,100 INTIMATE BRANDS, INC. COM 461156101 7,841.60 527,700 SH SOLE 3 527,700 0 0 INTIMATE BRANDS, INC. COM 461156101 899.77 60,550 SOLE 2 60,550 INTIMATE BRANDS, INC. COM 461156101 423.36 28,490 SOLE 2 28,490 INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 512.90 17,263 SH SOLE 3 17,263 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 25,571.70 374,402 SH SOLE 3 259,602 0 113,400 INTERNATIONAL GAME TECHNOLOGY COM 459902102 4,236.00 62,020 SH OTH 3 4,320 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,094.17 16,020 SOLE 2 16,020 INTERNATIONAL MULTIFOODS CORP COM 460043102 784.10 32,809 SH SOLE 3 32,809 0 0 INTERNATIONAL RECTIFIER CORP. COM 460254105 1,815.90 52,062 SH SOLE 3 50,762 0 1,300 INTERNATIONAL RECTIFIER CORP. COM 460254105 89.30 2,560 SH OTH 3 2,560 0 0 INTERNATIONAL SPECIALTY PRODUCTS COM 460337108 131.60 14,700 SH SOLE 3 14,700 0 0 INTERNATIONAL SPEEDWAY CORP CLASS A COM 460335201 1,352.90 34,600 SH OTH 3 0 0 22,500 INTERNATIONAL SPEEDWAY CORP CLASS A COM 460335201 832.40 21,290 SH SOLE 3 21,290 0 0 INTRADO INC COM 46117A100 426.10 15,900 SH SOLE 3 15,900 0 0 INTRAWEST CORP COM 460915200 350.00 20,000 SOLE 2 20,000 INTUIT COM 461202103 250,023.10 5,844,392 SH SOLE 3 5,744,092 0 100,300 INTUIT COM 461202103 14,925.20 348,882 SH OTH 3 238,982 0 96,900 INTUIT INC COM 461202103 548.01 12,810 SOLE 2 12,810 INTUITIVE SURGICAL INC COM 46120E107 437.30 43,600 SH SOLE 3 43,600 0 0 INTUITIVE SURGICAL INC COM 46120E107 120.36 12,000 SOLE 2 12,000 INTUITIVE SURGICAL INC COM 46120E107 30.10 3,000 SH OTH 3 3,000 0 0 INVACARE CORP COM 461203101 746.70 22,152 SH SOLE 3 22,152 0 0 INVACARE CORP COM 461203101 421.40 12,500 SH OTH 3 0 0 12,500 INVERNESS MEDICAL INNOVATIONS, INC. COM 46126P106 197.90 10,966 SH SOLE 3 10,966 0 0 INVERNESS MEDICAL INNOVATIONS, INC. COM 46126P106 166.40 9,220 SH OTH 3 0 0 9,220 INVESTMENT TECHNOLOGY GROUP ( NEW ) COM 46145F105 3,371.90 86,305 SH SOLE 3 86,305 0 0 INVESTMENT TECHNOLOGY GROUP ( NEW ) COM 46145F105 86.00 2,200 SH SHD 3 2,200 0 0 INVESTMENT TECHNOLOGY GROUP ( NEW ) COM 46145F105 80.60 2,063 SH OTH 3 2,063 0 0 INVESTORS FINANCIAL SVCS CP COM 461915100 15,185.30 229,350 SH SOLE 3 199,250 0 29,400 INVESTORS FINANCIAL SVCS CP COM 461915100 4,918.10 74,280 SH OTH 3 4,580 0 53,200 INVESTORS FINANCIAL SVCS CP COM 461915100 198.60 3,000 SH SHD 3 3,000 0 0 INVITROGEN CORP COM 46185R100 804.70 12,993 SH SOLE 3 12,993 0 0 INVITROGEN CORP COM 46185R100 55.70 900 SH OTH 3 900 0 0 IONA TECHNOLOGIES PLC ADR COM 46206P109 466.90 23,000 SH SOLE 3 22,400 0 600 IONA TECHNOLOGIES PLC ADR COM 46206P109 50.80 2,500 SH OTH 3 2,500 0 0 IONICS INC COM 462218108 459.50 15,300 SH SOLE 3 15,300 0 0 IPC HOLDINGS LTD COM G4933P101 8,173.20 276,121 SH SOLE 3 276,121 0 0 IPC HOLDINGS LTD COM G4933P101 108.00 3,650 SH OTH 3 3,650 0 0 IRON MOUNTAIN INC NEW COM 462846106 40,014.40 913,570 SH SOLE 3 913,570 0 0 IRON MOUNTAIN INC NEW COM 462846106 21.00 480 SH OTH 3 480 0 0 IRON MTN INC PA COM 462846106 208.71 4,765 SOLE 2 4,765 IRSA - SPONS GDR COM 450047204 0.00 1 SH OTH 3 0 0 0 IRWIN FINANCIAL CORP COM 464119106 91.80 5,400 SH SOLE 3 5,400 0 0 ISIS PHARMACEUTICALS COM 464330109 1,877.30 84,600 SH SOLE 3 84,600 0 0 ISLE OF CAPRI CASINOS COM 464592104 10,852.50 811,100 SH SOLE 3 811,100 0 0 ISTAR FINANCIAL INC COM 45031U101 2,190.60 87,800 SH SOLE 3 87,800 0 0 ISTAR FINANCIAL INC COM 45031U101 274.50 11,002 SH OTH 3 11,002 0 0 I-STAT CORP COM 450312103 258.61 32,777 SOLE 2 32,777 IT GROUP INC DEPOSITARY SH PFD 465266302 9.46 11,000 SOLE 2 11,000 ITC DELTACOM INC COM 45031T104 207.80 238,836 SH SOLE 3 238,836 0 0 ITC DELTACOM INC COM 45031T104 20.27 23,300 SOLE 2 23,300 ITRON INC COM 465741106 1,521.10 50,200 SH SOLE 3 50,200 0 0 ITRON INC COM 465741106 78.80 2,600 SH OTH 3 2,600 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 15,536.60 421,390 SH SOLE 3 419,340 0 2,050 ITT EDUCATIONAL SERVICES INC COM 45068B109 763.20 20,700 SH OTH 3 3,300 0 17,400 ITT INDUSTRIES INC (INDIANA) COM 450911102 16,607.30 328,858 SH SOLE 3 313,558 0 15,300 ITT INDUSTRIES INC (INDIANA) COM 450911102 6,209.50 122,960 SH OTH 3 25,460 0 0 ITT INDUSTRIES INC (INDIANA) COM 450911102 803.00 15,900 SH SHD 3 15,900 0 0 ITT INDUSTRIES INC (INDIANA) COM 450911102 319.72 6,331 SOLE 2 6,331 ITXC CORP COM 45069F109 408.74 56,848 SOLE 2 56,848 IVAX CORP (FLORIDA) COM 465823102 32,992.00 1,638,135 SH SOLE 3 1,476,473 0 160,712 IVAX CORP (FLORIDA) COM 465823102 882.10 43,800 SH OTH 3 9,300 0 34,500 IVAX CORP (FLORIDA) COM 465823102 692.31 34,375 SOLE 2 34,375 IVAX CORP (FLORIDA) COM 465823102 266.25 15,000 SH SOLE 4 15,000 IVAX CORP (FLORIDA) CLL 465823102 32.00 10,000 CALL SOLE 2 10,000 IVAX CORP (FLORIDA) COM 465823102 181.30 9,000 SH SHD 3 9,000 0 0 IVEX PACKAGING CORP COM 465855104 1,031.70 54,300 SH SOLE 3 54,300 0 0 IXIA COM 45071R109 106.70 8,300 SH SOLE 3 8,300 0 0 IXYS CORP COM 46600W106 73.20 9,050 SH SOLE 3 9,050 0 0 IXYS CORP COM 46600W106 21.40 2,650 SH OTH 3 2,650 0 0 J B HUNT TRANS SVCS INC COM 445658107 1,859.50 80,150 SH SOLE 3 78,550 0 1,600 J B HUNT TRANS SVCS INC COM 445658107 124.10 5,350 SH OTH 3 5,350 0 0 J P MORGAN CHASE & CO COM 46625H100 8,988.63 247,280 SOLE 2 247,280 J P MORGAN CHASE & CO COM 46625H100 7,160.44 196,986 SOLE 2 196,986 J P MORGAN CHASE & CO COM 46625H100 2,740.51 70,450 SH SOLE 4 70,450 J P MORGAN CHASE & CO PUT 46625H100 321.58 67,700 PUT SOLE 2 67,700 J&J SNACK FOODS CORP COM 466032109 110.00 4,500 SH SOLE 3 4,500 0 0 J.D. EDWARDS & CO. COM 281667105 940.90 57,200 SH SOLE 3 57,200 0 0 J.D. EDWARDS & CO. COM 281667105 544.50 33,100 SH OTH 3 2,400 0 30,700 J.M.SMUCKER CO. COM 832696306 410.40 11,600 SH SOLE 3 11,600 0 0 J.P.MORGAN CHASE AND CO. COM 46625H100 88,177.10 2,425,781 SH SOLE 3 2,240,306 0 151,905 J.P.MORGAN CHASE AND CO. COM 46625H100 15,433.80 424,590 SH OTH 3 81,380 0 0 J.P.MORGAN CHASE AND CO. COM 46625H100 1,542.00 42,420 SH SHD 3 42,420 0 0 JABIL CIRCUIT INC COM 466313103 49,707.60 2,187,836 SH SOLE 3 1,805,186 0 366,950 JABIL CIRCUIT INC COM 466313103 6,185.30 272,240 SH OTH 3 39,740 0 19,200 JABIL CIRCUIT INC COM 466313103 279.46 12,300 SOLE 2 12,300 JACK HENRY & ASSOC INC COM 426281101 2,429.40 111,235 SH SOLE 3 111,235 0 0 JACK HENRY & ASSOC INC COM 426281101 646.50 29,600 SH OTH 3 7,100 0 22,500 JACK IN THE BOX INC COM 466367109 242.40 8,800 SH SOLE 3 8,800 0 0 JACOBS ENGINEERING GRP COM 469814107 13,078.20 198,155 SH SOLE 3 190,755 0 6,600 JACOBS ENGINEERING GRP COM 469814107 1,861.20 28,200 SH OTH 3 3,800 0 0 JAKKS PACIFIC INC COM 47012E106 2,127.10 112,250 SH SOLE 3 112,250 0 0 JAKKS PACIFIC INC COM 47012E106 78.60 4,150 SH OTH 3 4,150 0 0 JAZZTEL- ADR COM 47214R152 160.30 19,483 SH OTH 3 0 0 19,483 JAZZTEL- ADR COM 47214R152 79.70 9,679 SH SOLE 3 0 0 9,679 JAZZTEL P.L.C. ADR COM 47214R152 129.67 23,156 SOLE 2 23,156 JDA SOFTWARE GROUP INC COM 46612K108 274.90 12,300 SH SOLE 3 12,300 0 0 JDA SOFTWARE GROUP INC COM 46612K108 31.30 1,400 SH OTH 3 1,400 0 0 JDN REALTY CORP COM 465917102 321.80 26,100 SH SOLE 3 26,100 0 0 JDN REALTY CORP COM 465917102 187.42 15,200 SOLE 2 15,200 JDN REALTY CORP COM 465917102 56.70 4,600 SH OTH 3 4,600 0 0 JDS UNIPHASE CORP COM 46612J101 9,321.90 1,073,951 SH SOLE 3 1,050,251 0 23,700 JDS UNIPHASE CORP COM 46612J101 5,150.22 593,343 SOLE 2 593,343 JDS UNIPHASE CORP COM 46612J101 703.07 80,999 SOLE 2 80,999 JDS UNIPHASE CORP COM 46612J101 20.40 2,350 SH OTH 3 2,350 0 0 JEFFERSON-PILOT CORP. COM 475070108 753.60 16,286 SH SOLE 3 16,286 0 0 JEFFERSON-PILOT CORP. COM 475070108 752.40 16,261 SOLE 2 16,261 JEFFERSON-PILOT CORP. COM 475070108 307.51 6,646 SOLE 2 6,646 JEFFERSON-PILOT CORP. COM 475070108 185.80 4,015 SH OTH 3 4,015 0 0 JEFFRIES GROUP (NEW) COM 472319102 1,813.50 42,863 SH SOLE 3 42,863 0 0 JEFFRIES GROUP (NEW) COM 472319102 33.80 800 SH OTH 3 800 0 0 JLG INDS INC COM 466210101 2,518.70 236,500 SH SOLE 3 236,500 0 0 JLG INDS INC COM 466210101 580.40 54,500 SH OTH 3 4,500 0 50,000 JNI CORP COM 46622G105 762.00 91,700 SH SOLE 3 91,700 0 0 JNI CORP COM 46622G105 249.30 30,000 SOLE 2 30,000 JNI CORP COM 46622G105 35.70 4,300 SH OTH 3 4,300 0 0 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 72,485.30 1,755,091 SH SOLE 3 1,531,941 0 206,475 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 9,360.60 226,650 SH OTH 3 24,350 0 0 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 896.20 21,700 SH SHD 3 21,700 0 0 JOHN HANCOCK FINL SVCS INC COM 41014S106 884.89 21,426 SOLE 2 21,426 JOHN Q HAMMONS HOTELS INC COM 408623106 92.00 16,000 SOLE 2 16,000 JOHNSON & JOHNSON COM 478160104 632,731.80 10,706,121 SH SOLE 3 9,765,674 0 909,814 JOHNSON & JOHNSON COM 478160104 107,190.10 1,813,708 SH OTH 3 219,806 0 47,500 JOHNSON & JOHNSON COM 478160104 102,979.80 1,742,467 SOLE 2 1,742,467 JOHNSON & JOHNSON COM 478160104 29,935.45 506,522 SOLE 2 506,522 JOHNSON & JOHNSON COM 478160104 5,998.60 101,500 SH SHD 3 101,500 0 0 JOHNSON CONTROLS INC COM 478366107 137,317.60 1,700,528 SH SOLE 3 1,649,953 0 45,775 JOHNSON CONTROLS INC COM 478366107 30,457.40 377,182 SH OTH 3 63,582 0 0 JOHNSON CONTROLS INC COM 478366107 2,705.10 33,500 SH SHD 3 33,500 0 0 JONES APPAREL GROUP, INC. COM 480074103 8,080.80 243,618 SH SOLE 3 196,418 0 42,775 JONES APPAREL GROUP, INC. COM 480074103 198.80 5,993 SH OTH 3 5,993 0 0 JOS A BANK CLOTHIERS INC COM 480838101 115.68 16,362 SOLE 2 16,362 JOURNAL REGISTER CO COM 481138105 14,559.70 692,000 SH SOLE 3 692,000 0 0 JOURNAL REGISTER CO COM 481138105 510.22 24,250 SOLE 2 24,250 JOY GLOBAL INC COM 481165108 6,286.60 374,200 SH SOLE 3 374,200 0 0 JP REALTY INC COM 46624A106 7.10 300 SH SOLE 3 300 0 0 JUNIPER COM 48203R104 26,466.80 1,396,665 SH SOLE 3 1,189,865 0 203,800 JUNIPER COM 48203R104 75.80 4,000 SH OTH 3 4,000 0 0 JUNIPER NETWORKS CONV SUB CNV 48203RAA2 771.71 1,075,000 SOLE 2 1,075,000 JUNIPER NETWORKS CONV SUB CNV 48203RAA2 459.43 640,000 SOLE 2 640,000 JUNIPER NETWORKS INC COM 48203R104 8,212.51 433,378 SOLE 2 433,378 JUNIPER NETWORKS INC COM 48203R104 1,450.91 76,565 SOLE 2 76,565 JUNIPER NETWORKS INC COM 48203R104 616.74 28,500 SH SOLE 4 28,500 K MART CORP COM 482584109 7,931.20 1,452,600 SH SOLE 3 1,436,300 0 4,100 K MART CORP COM 482584109 2,299.80 421,200 SH OTH 3 1,000 0 0 K MART CORP COM 482584109 832.65 152,500 SOLE 2 152,500 K MART CORP COM 482584109 254.40 46,600 SH SHD 3 46,600 0 0 K V PHARMACEUTICAL CO CLASS B COM 482740107 45.40 1,400 SH SOLE 3 1,400 0 0 KADANT INC. COM 48282T104 576.70 39,771 SH SOLE 3 39,771 0 0 KADANT INC. COM 48282T104 108.90 7,510 SH OTH 3 0 0 0 KAMAN CORP CLASS A COM 483548103 1,324.40 84,900 SH SOLE 3 84,900 0 0 KAMAN CORP CLASS A COM 483548103 88.90 5,700 SH OTH 3 5,700 0 0 KANA SOFTWARE INC. COM 483600300 344.30 17,690 SH SOLE 3 17,690 0 0 KANA SOFTWARE INC. COM 483600300 64.40 3,308 SH OTH 3 0 0 3,308 KANEB PIPE LINE PARTNERS L.P. COM 484169107 14,140.97 345,070 SOLE 2 345,070 KANEB PIPE LINE PARTNERS L.P. COM 484169107 2,221.12 54,200 SOLE 2 54,200 KANSAS CITY LIFE INS COM 484836101 178.10 4,800 SH SOLE 3 4,800 0 0 KANSAS CITY LIFE INS COM 484836101 29.70 800 SH OTH 3 800 0 0 KANSAS CITY SOUTHERN IND COM 485170302 3,206.90 226,959 SH SOLE 3 226,959 0 0 KANSAS CITY SOUTHERN IND COM 485170302 1,426.40 100,950 SH OTH 3 50 0 0 KB HOME COM 48666K109 1,644.10 41,000 SH SOLE 3 41,000 0 0 KCS ENERGY INC (NEW) COM 482434206 401.20 128,600 SH SOLE 3 128,600 0 0 KCS ENERGY INC (NEW) COM 482434206 20.30 6,500 SH OTH 3 6,500 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 726.00 42,957 SH SOLE 3 42,957 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 317.70 18,800 SH OTH 3 0 0 18,800 KELLOGG COMPANY COM 487836108 50,292.10 1,670,834 SH SOLE 3 1,670,834 0 0 KELLOGG COMPANY COM 487836108 2,064.86 68,600 SOLE 2 68,600 KELLOGG COMPANY COM 487836108 244.65 8,128 SOLE 2 8,128 KELLOGG COMPANY COM 487836108 52.40 1,740 SH OTH 3 1,740 0 0 KELLWOOD COMPANY COM 488044108 4,241.20 176,641 SH SOLE 3 176,641 0 0 KELLWOOD COMPANY COM 488044108 50.70 2,110 SH OTH 3 2,110 0 0 KELLY SERVICES INC(CLASS A) COM 488152208 30.60 1,400 SH SOLE 3 1,400 0 0 KEMET CORP COM 488360108 9,131.80 514,469 SH SOLE 3 514,469 0 0 KEMET CORP COM 488360108 37.00 2,083 SH OTH 3 2,083 0 0 KENNAMETAL INC. COM 489170100 3,403.50 84,518 SH SOLE 3 84,518 0 0 KENNAMETAL INC. COM 489170100 1,274.50 31,650 SH OTH 3 2,350 0 29,300 KENNEDY-WILSON INTERNATIONAL (NEW) COM 489399204 55.54 13,100 SOLE 2 13,100 KERR-MCGEE CORP COM 492386107 14,568.30 265,845 SH SOLE 3 262,145 0 3,200 KERR-MCGEE CORP COM 492386107 116.20 2,120 SH OTH 3 2,120 0 0 KEY ENERGY GROUP INC. COM 492914106 400.20 43,500 SH SOLE 3 43,500 0 0 KEY ENERGY GROUP INC. COM 492914106 396.50 43,100 SH OTH 3 0 0 43,100 KEY3MEDIA GROUP INC COM 49326R104 86.08 16,150 SOLE 2 16,150 KEYCORP COM 493267108 778.88 32,000 SOLE 2 32,000 KEYCORP COM 493267108 365.10 15,000 SOLE 2 15,000 KEYCORP NEW COM 493267108 37,464.20 1,539,205 SH SOLE 3 1,532,205 0 7,000 KEYCORP NEW COM 493267108 195.00 8,012 SH OTH 3 8,012 0 0 KEYNOTE SYSTEMS INC COM 493308100 1,299.50 138,988 SH SOLE 3 138,988 0 0 KEYSPAN CORP COM 49337W100 40,265.20 1,162,056 SH SOLE 3 970,822 0 177,922 KEYSPAN CORP COM 49337W100 659.80 19,043 SH OTH 3 19,043 0 0 KEYSPAN CORP COM 49337W100 320.17 9,240 SOLE 2 9,240 KEYSTONE PROPERTY TRUST COM 493596100 2,014.60 153,900 SH SOLE 3 153,900 0 0 KEYSTONE PROPERTY TRUST COM 493596100 567.22 43,332 SOLE 2 43,332 KEYSTONE PROPERTY TRUST COM 493596100 68.10 5,200 SH OTH 3 5,200 0 0 KILROY PROPERTIES COM 49427F108 553.00 21,050 SH SOLE 3 21,050 0 0 KILROY PROPERTIES COM 49427F108 82.80 3,150 SH OTH 3 3,150 0 0 KIMBALL INTERNATIONAL INC CLASS B COM 494274103 1,477.90 97,550 SH SOLE 3 97,550 0 0 KIMBALL INTERNATIONAL INC CLASS B COM 494274103 37.10 2,450 SH OTH 3 2,450 0 0 KIMBERLY CLARK CORP COM 494368103 56,989.88 953,008 SOLE 2 953,008 KIMBERLY CLARK CORP COM 494368103 37,507.30 627,213 SH SOLE 3 488,982 0 133,263 KIMBERLY CLARK CORP COM 494368103 8,908.76 148,976 SOLE 2 148,976 KIMBERLY CLARK CORP COM 494368103 4,075.70 68,155 SH OTH 3 11,255 0 0 KIMCO REALTY CORP COM 49446R109 10,210.50 312,344 SH SOLE 3 312,344 0 0 KIMCO REALTY CORP COM 49446R109 539.40 16,500 SH OTH 3 16,500 0 0 KIMCO REALTY CORP COM 49446R109 389.83 11,925 SOLE 2 11,925 KINDER MORGAN ENERGY PARTNERS COM 494550106 182,222.81 4,818,160 SOLE 2 4,818,160 KINDER MORGAN ENERGY PARTNERS COM 494550106 92,967.12 2,458,147 SOLE 2 2,458,147 KINDER MORGAN INC COM 49455P101 35,190.50 631,900 SH SOLE 3 631,900 0 0 KINDER MORGAN INC COM 49455P101 72.40 1,300 SH OTH 3 1,300 0 0 KINDER MORGAN INC KANS COM 49455P101 32,709.47 587,349 SOLE 2 587,349 KINDER MORGAN INC KANS COM 49455P101 26,247.64 471,317 SOLE 2 471,317 KINDER MORGAN INC KANS PUT 49455P101 15.38 15,000 PUT SOLE 2 15,000 KINDER MORGAN MANAGEMENT, LLC COM 49455U100 14,203.33 374,758 SOLE 2 374,758 KINDER MORGAN MANAGEMENT, LLC COM 49455U100 4,033.09 106,414 SOLE 2 106,414 KING PHARMACEUTICALS INC COM 495582108 1,572.76 37,331 SOLE 2 37,331 KING PHARMACEUTICALS INC. COM 495582108 27,906.50 662,390 SH SOLE 3 504,057 0 156,033 KING PHARMACEUTICALS INC. COM 495582108 4,897.30 116,243 SH OTH 3 104,743 0 7,300 KIRBY CORP COM 497266106 22.00 800 SH SOLE 3 800 0 0 KLA INSTRUMENTS CORP COM 482480100 10,170.30 205,211 SH SOLE 3 197,311 0 7,400 KLA INSTRUMENTS CORP COM 482480100 4,321.60 87,200 SH OTH 3 1,300 0 0 KLA INSTRUMENTS CORP COM 482480100 74.30 1,500 SH SHD 3 1,500 0 0 KLA-TENCOR CORP COM 482480100 1,430.30 28,860 SOLE 2 28,860 KLA-TENCOR CORP COM 482480100 887.12 17,900 SOLE 2 17,900 KLA-TENCOR CORP PUT 482480100 5.00 10,000 PUT SOLE 2 10,000 KLA-TENCOR CORP PUT 482480100 58.50 10,000 PUT SOLE 2 10,000 KLM ROYAL DUTCH AIR - NY REG COM 482516309 231.60 20,900 SH SOLE 3 20,900 0 0 KNIGHT RIDDER INC COM 499040103 16,782.00 258,463 SH SOLE 3 258,463 0 0 KNIGHT RIDDER INC COM 499040103 1,999.13 30,789 SOLE 2 30,789 KNIGHT RIDDER INC COM 499040103 119.50 1,840 SH OTH 3 1,840 0 0 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 13,254.97 823,290 SOLE 2 823,290 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 1,733.17 107,650 SOLE 2 107,650 KOGER EQUITY INC COM 500228101 208.64 12,800 SOLE 2 12,800 KOHL'S CORP (WISCONSIN) COM 500255104 31,469.90 446,762 SH SOLE 3 442,362 0 3,100 KOHL'S CORP (WISCONSIN) COM 500255104 1,402.50 19,910 SH OTH 3 3,010 0 0 KOHL'S CORP (WISCONSIN) COM 500255104 1,237.63 17,570 SOLE 2 17,570 KOHL'S CORP (WISCONSIN) COM 500255104 668.26 9,487 SOLE 2 9,487 KOMAG INC COM 500453105 0.80 5,342 SH SOLE 3 5,342 0 0 KONINKLIJKE PHILIPS ELECTRONICS COM 500472303 2,078.20 71,392 SH SOLE 3 71,392 0 0 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 1,676.44 57,590 SOLE 2 57,590 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 619.64 21,286 SOLE 2 21,286 KOOKMIN BANK-SPONS ADR COM 50049M109 25,890.00 665,553 SH OTH 3 18,523 0 0 KOOKMIN BANK-SPONS ADR COM 50049M109 2,810.10 72,239 SH SOLE 3 72,239 0 0 KOPIN CORP COM 500600101 1,111.60 79,400 SH SOLE 3 79,400 0 0 KOPIN CORP COM 500600101 266.00 19,000 SOLE 2 19,000 KOPIN CORP COM 500600101 33.60 2,400 SH OTH 3 2,400 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 2,960.00 145,600 SH OTH 3 26,600 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 705.50 34,700 SH SOLE 3 18,500 0 0 KOREA TELECOM CORP ADS COM 50063P103 243.96 12,000 SOLE 2 12,000 KORN/FERRY INTERNATIONAL COM 500643200 4.30 400 SH SOLE 3 400 0 0 KOS PHARMACEUTICALS COM 500648100 3,270.50 94,522 SH SOLE 3 94,522 0 0 KOS PHARMACEUTICALS COM 500648100 625.10 18,066 SH OTH 3 2,166 0 15,900 KPMG CONSULTING INC COM 48265R109 579.93 34,999 SOLE 2 34,999 KPMG CONSULTING INC COM 48265R109 196.00 11,830 SH SOLE 3 4,630 0 0 KPNQWEST N V COM 500750104 184.47 25,800 SOLE 2 25,800 KRAFT FOODS INC COM 50075N104 13,908.74 408,720 SOLE 2 408,720 KRAFT FOODS INC COM 50075N104 1,817.20 53,400 SOLE 2 53,400 KRAFT FOODS INC COM 50075N104 454.16 13,700 SH SOLE 4 13,700 KRISPY KREME DOUGHNUTS INC COM 501014104 2,970.20 67,200 SH SOLE 3 66,700 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 1,320.30 29,870 SH OTH 3 1,870 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 442.00 10,000 SOLE 2 10,000 KROGER COMPANY COM 501044101 14,420.75 690,980 SOLE 2 690,980 KROGER COMPANY COM 501044101 7,222.44 346,068 SOLE 2 346,068 KROGER COMPANY COM 501044101 6,876.70 329,500 SH OTH 3 0 0 0 KROGER COMPANY COM 501044101 5,558.80 266,356 SH SOLE 3 201,931 0 64,425 KROGER COMPANY COM 501044101 239.57 11,675 SH SOLE 4 11,675 KROLL INC COM 501049100 72.50 4,800 SH SOLE 3 4,800 0 0 KRONOS INC COM 501052104 1,028.60 21,260 SH SOLE 3 21,260 0 0 KRONOS INC COM 501052104 98.00 2,025 SH OTH 3 2,025 0 0 K-SWISS INC. CLASS A COM 482686102 2,570.20 77,300 SH SOLE 3 77,300 0 0 KULICKE & SOFFA INDS COM 501242101 449.30 26,200 SH SOLE 3 26,200 0 0 KULICKE & SOFFA INDS COM 501242101 358.40 20,900 SH OTH 3 0 0 20,900 KYOCERA CORP ADR COM 501556203 133.50 2,000 SH SOLE 3 2,000 0 0 L-3 COMMUNICATIONS CORP COM 502424104 38,102.80 423,364 SH SOLE 3 401,064 0 21,100 L-3 COMMUNICATIONS CORP COM 502424104 12,753.00 141,700 SH OTH 3 2,800 0 60,600 L-3 COMMUNICATIONS CORP COM 502424104 288.00 3,200 SH SHD 3 3,200 0 0 LA QUINTA PPTYS () COM 50419Q409 74.00 12,900 SH SOLE 3 12,900 0 0 LA QUINTA PROPERTIES CORP COM 50419Q409 137.76 24,000 SOLE 2 24,000 LA Z BOY CHAIR CO COM 505336107 2.20 100 SH SOLE 3 100 0 0 LABOR READY COM 505401208 78.70 15,400 SH SOLE 3 15,400 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 105.40 1,304 SH SOLE 3 1,304 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 48.50 600 SH OTH 3 600 0 0 LABRANCHE & COMPANY COM 505447102 2,212.60 64,207 SH SOLE 3 64,207 0 0 LABRANCHE & COMPANY COM 505447102 26.10 756 SH OTH 3 756 0 0 LADENBURG THALMANN FINANCIAL SVCS INC. COM 50575Q102 0.00 1 SH SOLE 3 1 0 0 LAFARGE NORTH AMERICA INC. COM 505862102 484.70 12,900 SH SOLE 3 12,900 0 0 LAFARGE NORTH AMERICA INC. COM 505862102 3.80 100 SH OTH 3 100 0 0 LAKES GAMING INC. COM 51206P109 480.50 77,499 SH SOLE 3 77,499 0 0 LAM RESEARCH CORP COM 512807108 418.24 16,000 SH SOLE 4 16,000 LAM RESEARCH CORP COM 512807108 327.40 14,100 SOLE 2 14,100 LAM RESEARCH CORP COM 512807108 3.90 170 SH SOLE 3 170 0 0 LAMAR ADVERTISING COMPANY COM 512815101 13,833.70 326,730 SH SOLE 3 326,730 0 0 LAMAR ADVERTISING COMPANY COM 512815101 31.30 740 SH OTH 3 740 0 0 LAMAR ADVERTISING COMPANY CNV 512815AF8 639.82 580,000 SOLE 2 580,000 LAMAR ADVERTISING COMPANY CNV 512815AF8 413.67 375,000 SOLE 2 375,000 LANCER CORP COM 514614106 142.50 28,500 SOLE 2 28,500 LANDACORP INC COM 514756105 168.88 135,100 SOLE 2 135,100 LANDAMERICA FINANCIAL GROUP COM 514936103 2,651.90 92,400 SH SOLE 3 92,400 0 0 LANDAMERICA FINANCIAL GROUP CLL 514936103 54.00 10,000 CALL SOLE 2 10,000 LANDAMERICA FINANCIAL GROUP COM 514936103 114.80 4,000 SH OTH 3 4,000 0 0 LANDAUER INC COM 51476K103 3,542.40 104,650 SH SOLE 3 104,650 0 0 LANDAUER INC COM 51476K103 49.10 1,450 SH OTH 3 1,450 0 0 LANDRY'S RESTAURANTS, INC. COM 51508L103 1,901.40 101,950 SH SOLE 3 101,950 0 0 LANDRY'S RESTAURANTS, INC. COM 51508L103 812.20 43,550 SH OTH 3 5,150 0 38,400 LAND'S END INC COM 515086106 3,057.30 60,950 SH SOLE 3 59,950 0 0 LAND'S END INC COM 515086106 576.80 11,500 SH OTH 3 0 0 11,500 LANDSTAR SYSTEM INC COM 515098101 3,514.40 48,468 SH SOLE 3 48,468 0 0 LANDSTAR SYSTEM INC COM 515098101 47.80 659 SH OTH 3 659 0 0 LASER PACIFIC MEDIA CORP COM 517923108 97.67 33,913 SOLE 2 33,913 LATTICE SEMICONDUCTOR CORP COM 518415104 6.20 300 SH SOLE 3 300 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 6.20 300 SH OTH 3 300 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 130.40 16,300 SOLE 2 16,300 LEAP WIRELESS INTERNATIONAL INC COM 521863100 1,514.66 72,230 SOLE 2 72,230 LEAP WIRELESS INTERNATIONAL INC COM 521863100 14.70 700 SH SOLE 3 700 0 0 LEAR CORP COM 521865105 5,074.50 133,048 SH SOLE 3 133,048 0 0 LEAR CORP COM 521865105 89.00 2,334 SH OTH 3 2,334 0 0 LEARNING TREE INTERNATIONAL COM 522015106 412.90 14,800 SH SOLE 3 14,800 0 0 LEARNING TREE INTERNATIONAL COM 522015106 36.30 1,300 SH OTH 3 1,300 0 0 LEARNINGSTAR CORP COM 52201M109 27.03 18,021 SOLE 2 18,021 LECROY CORP COM 52324W109 16.40 900 SH SOLE 3 900 0 0 LEE ENTERPRISES INC COM 523768109 4,134.50 113,680 SH SOLE 3 113,680 0 0 LEGATO SYSTEMS INC COM 524651106 8,422.70 649,402 SH SOLE 3 649,402 0 0 LEGATO SYSTEMS INC COM 524651106 3,912.01 301,620 SOLE 2 301,620 LEGG MASON INC COM 524901105 25,729.80 514,802 SH SOLE 3 513,102 0 1,700 LEGG MASON INC COM 524901105 862.70 17,260 SH OTH 3 960 0 16,300 LEGGETT & PLATT INC COM 524660107 8.10 350 SH SOLE 3 350 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 106,927.40 1,600,710 SH SOLE 3 1,541,810 0 49,700 LEHMAN BROTHERS HOLDINGS INC COM 524908100 21,381.30 320,080 SH OTH 3 50,180 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 1,923.80 28,800 SH SHD 3 28,800 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 487.44 7,297 SOLE 2 7,297 LENNAR CORP COM 526057104 52,337.40 1,117,842 SH SOLE 3 1,112,942 0 4,900 LENNAR CORP COM 526057104 11,652.80 248,886 SH OTH 3 9,386 0 36,000 LENNOX INTERNATIONAL INC COM 526107107 560.70 57,800 SH SOLE 3 57,800 0 0 LENNOX INTERNATIONAL INC COM 526107107 349.20 36,000 SOLE 2 36,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 2,236.10 447,223 SH SOLE 3 447,223 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3.00 600 SH OTH 3 600 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,663.40 332,679 SOLE 2 332,679 LEXAR MEDIA INC COM 52886P104 132.00 50,000 SOLE 2 50,000 LEXICON GENETICS COM 528872104 711.40 61,650 SH SOLE 3 61,650 0 0 LEXICON GENETICS COM 528872104 32.90 2,850 SH OTH 3 2,850 0 0 LEXICON GENETICS INC COM 528872104 1,698.69 147,200 SOLE 2 147,200 LEXICON GENETICS INC COM 528872104 334.66 29,000 SOLE 2 29,000 LEXINGTON CORPORATE PPTYS COM 529043101 465.00 30,000 SH SOLE 3 30,000 0 0 LEXMARK INTERNATIONAL INC. COM 529771107 3,657.60 61,994 SH SOLE 3 61,994 0 0 LEXMARK INTERNATIONAL INC. COM 529771107 381.44 6,465 SOLE 2 6,465 LEXMARK INTERNATIONAL INC. COM 529771107 170.70 2,894 SH OTH 3 2,894 0 0 LIBBEY INC COM 529898108 254.70 7,800 SH SOLE 3 7,800 0 0 LIBERATE TECHNOLOGY COM 530129105 645.20 56,200 SH SOLE 3 56,200 0 0 LIBERATE TECHNOLOGY COM 530129105 10.30 900 SH OTH 3 900 0 0 LIBERTY CORP COM 530370105 1,504.00 36,549 SH SOLE 3 36,549 0 0 LIBERTY CORP COM 530370105 90.50 2,200 SH OTH 3 2,200 0 0 LIBERTY FINANCIAL COMPANIES COM 530512102 13.40 400 SH OTH 3 0 0 0 LIBERTY LIVEWIRE CORP COM 530709104 102.82 14,800 SOLE 2 14,800 LIBERTY MEDIA CORP COM 530718105 440,826.70 31,487,620 SH SOLE 3 30,160,22 0 1,293,212 LIBERTY MEDIA CORP COM 530718105 18,226.50 1,301,892 SH OTH 3 951,402 0 176,000 LIBERTY MEDIA CORP NEW COM 530718105 14,579.67 1,041,405 SOLE 2 1,041,405 LIBERTY MEDIA CORP NEW COM 530718105 12,729.72 909,266 SOLE 2 909,266 LIBERTY MEDIA CORP NEW COM 530718105 655.33 44,100 SH SOLE 4 44,100 LIBERTY PROPERTY TRUST SBI COM 531172104 28,058.20 939,974 SH SOLE 3 939,974 0 0 LIBERTY PROPERTY TRUST SBI COM 531172104 4,004.38 134,150 SOLE 2 134,150 LIBERTY PROPERTY TRUST SBI COM 531172104 661.10 22,148 SH OTH 3 22,148 0 0 LIBERTY PROPERTY TRUST SBI COM 531172104 425.36 14,250 SOLE 2 14,250 LIFEPOINT HOSPITALS INC COM 53219L109 345.40 10,147 SH SOLE 3 10,147 0 0 LIGHTBRIDGE INC COM 532226107 363.30 29,900 SH SOLE 3 29,900 0 0 LIMITED INC. COM 532716107 7,893.30 536,230 SH SOLE 3 533,830 0 2,400 LINCARE HOLDINGS INC COM 532791100 229.20 8,000 SOLE 2 8,000 LINCOLN ELECTRIC HOLDINGS COM 533900106 6,308.00 258,100 SH SOLE 3 258,100 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 75.80 3,100 SH OTH 3 3,100 0 0 LINCOLN NATL.CORP.INC. COM 534187109 15,972.00 328,844 SH SOLE 3 231,609 0 91,100 LINCOLN NATL.CORP.INC. COM 534187109 1,630.80 33,577 SH OTH 3 8,877 0 0 LINDSAY MFG CO COM 535555106 65.80 3,400 SH SOLE 3 3,400 0 0 LINEAR TECHNOLOGY CORP COM 535678106 103,780.97 2,658,324 SOLE 2 2,658,324 LINEAR TECHNOLOGY CORP COM 535678106 55,088.76 1,411,085 SOLE 2 1,411,085 LINEAR TECHNOLOGY CORP COM 535678106 5,522.20 141,450 SH SOLE 3 135,650 0 5,800 LINEAR TECHNOLOGY CORP COM 535678106 4,002.85 95,170 SH SOLE 4 95,170 LINEAR TECHNOLOGY CORP COM 535678106 2,668.80 68,360 SH OTH 3 7,960 0 0 LIONS GATE ENTERTAINMENT COM 535919203 576.15 250,500 SOLE 2 250,500 LITHIA MOTORS INC COM 536797103 9,382.80 453,275 SH SOLE 3 453,275 0 0 LITHIA MOTORS INC COM 536797103 119.50 5,772 SH OTH 3 5,772 0 0 LITTELFUSE INC COM 537008104 11,516.70 438,900 SH SOLE 3 438,900 0 0 LITTELFUSE INC COM 537008104 60.40 2,300 SH OTH 3 2,300 0 0 LIVEPERSON INC COM 538146101 22.19 67,233 SOLE 2 67,233 LIZ CLAIBORNE INC. COM 539320101 36,742.40 738,541 SH SOLE 3 733,741 0 3,900 LIZ CLAIBORNE INC. COM 539320101 9,852.80 198,046 SH OTH 3 20,146 0 38,400 LIZ CLAIBORNE INC. COM 539320101 507.40 10,200 SH SHD 3 10,200 0 0 LNR PROPERTY CORP COM 501940100 129.90 4,166 SH SOLE 3 4,166 0 0 LOCKHEED MARTIN CORP COM 539830109 36,896.50 790,583 SH SOLE 3 744,503 0 38,400 LOCKHEED MARTIN CORP COM 539830109 11,025.10 236,236 SH OTH 3 54,536 0 0 LOCKHEED MARTIN CORP COM 539830109 274.33 5,878 SOLE 2 5,878 LOCKHEED MARTIN CORP COM 539830109 154.00 3,300 SH SHD 3 3,300 0 0 LODGENET ENTMT CORP COM 540211109 6,415.00 375,363 SH SOLE 3 372,763 0 2,600 LODGENET ENTMT CORP COM 540211109 407.60 23,850 SH OTH 3 1,250 0 22,600 LOEWS CORP COM 540424108 124,136.00 2,241,532 SH SOLE 3 2,101,532 0 134,000 LOEWS CORP COM 540424108 27,141.70 490,100 SH OTH 3 75,600 0 0 LOEWS CORP COM 540424108 2,425.60 43,800 SH SHD 3 43,800 0 0 LOEWS CORP COM 540424108 444.81 8,032 SOLE 2 8,032 LONE STAR STEAKHOUSE SALOON COM 542307103 1,706.90 115,100 SH SOLE 3 115,100 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 1,090.00 73,500 SH OTH 3 5,500 0 68,000 LONE STAR TECHNOLOGIES COM 542312103 580.80 33,000 SH SOLE 3 33,000 0 0 LONG DRUG STORES CP (MARYLAND) COM 543162101 1,956.90 83,700 SH SOLE 3 78,800 0 4,900 LONGVIEW FIBRE CO (WASHINGTON) COM 543213102 13.00 1,100 SH SOLE 3 1,100 0 0 LORAL SPACE & COMMUNICATIONS COM G56462107 29.90 10,000 SOLE 2 10,000 LOUDCLOUD, INC. COM 545735102 1,939.80 457,500 SOLE 2 457,500 LOUDCLOUD, INC. COM 545735102 129.74 30,600 SOLE 2 30,600 LOUDCLOUD, INC. COM 545735102 6.40 1,500 SH SOLE 3 1,500 0 0 LOUISIANA PACIFIC CORP COM 546347105 1,784.70 211,456 SH SOLE 3 211,456 0 0 LOUISIANA PACIFIC CORP COM 546347105 363.30 43,050 SH OTH 3 9,350 0 33,700 LOWES COMPANIES INC COM 548661107 30,305.20 652,988 SH SOLE 3 630,088 0 18,000 LOWES COMPANIES INC COM 548661107 7,691.30 165,726 SH OTH 3 25,026 0 0 LOWES COMPANIES INC COM 548661107 1,348.21 29,050 SOLE 2 29,050 LOWES COMPANIES INC COM 548661107 594.05 12,800 SOLE 2 12,800 LSI INDUSTRIES INC COM 50216C108 75.70 4,350 SH SOLE 3 4,350 0 0 LSI LOGIC CONV BD FEB 15 2005 4.0 CNV 502161AE2 328.46 385,000 SH SOLE 4 385,000 LSI LOGIC CORP COM 502161102 15,003.80 950,810 SH SOLE 3 913,710 0 24,000 LSI LOGIC CORP COM 502161102 3,236.50 205,100 SH OTH 3 400 0 0 LSI LOGIC CORP COM 502161102 520.74 33,000 SOLE 2 33,000 LSI LOGIC CORP CLL 502161102 30.00 10,000 CALL SOLE 2 10,000 LTX CORP COM 502392103 598.90 28,600 SH SOLE 3 28,600 0 0 LUBRIZOL CORP COM 549271104 19,227.60 547,951 SH SOLE 3 542,051 0 5,900 LUBRIZOL CORP COM 549271104 937.40 26,714 SH OTH 3 5,714 0 21,000 LUBRIZOL CORP COM 549271104 350.90 10,000 SH SHD 3 10,000 0 0 LUBY'S INC COM 549282101 407.10 71,300 SH SOLE 3 71,300 0 0 LUCENT TECHNOLOGIES CO COM 549463107 15,354.00 2,441,012 SH SOLE 3 2,375,612 0 65,400 LUCENT TECHNOLOGIES CO COM 549463107 90.60 14,400 SH OTH 3 14,400 0 0 LUCENT TECHNOLOGIES INC COM 549463107 4,477.36 710,692 SOLE 2 710,692 LUCENT TECHNOLOGIES INC COM 549463107 2,432.81 386,161 SOLE 2 386,161 LUCENT TECHNOLOGIES INC CLL 549463107 31.00 10,000 CALL SOLE 2 10,000 LUFKIN INDS INC COM 549764108 1,447.04 53,994 SOLE 2 53,994 LUFKIN INDS INC COM 549764108 356.40 13,300 SH SOLE 3 13,300 0 0 LUFKIN INDS INC COM 549764108 34.80 1,300 SH OTH 3 1,300 0 0 LUKOIL HOLDING ADR COM 677862104 3,203.00 65,367 SH OTH 3 0 0 0 LUKOIL HOLDING ADR COM 677862104 1,493.10 30,472 SH SOLE 3 30,472 0 0 LUMENIS, LTD COM M6778Q105 985.00 50,000 SH SOLE 3 50,000 0 0 LYDALL INC COM 550819106 6,533.10 653,308 SH SOLE 3 653,308 0 0 LYDALL INC COM 550819106 82.70 8,267 SH OTH 3 8,267 0 0 LYNCH INTERACTIVE CORP COM 551146103 186.30 2,700 SH SOLE 3 2,700 0 0 LYONDELL CHEMICAL COMPANY COM 552078107 325.30 22,700 SH SOLE 3 22,700 0 0 M & T BANK CORP COM 55261F104 32,580.60 447,229 SH SOLE 3 394,905 0 49,400 M & T BANK CORP COM 55261F104 6,304.80 86,545 SH OTH 3 26,045 0 0 M & T BANK CORP COM 55261F104 546.40 7,500 SH SHD 3 7,500 0 0 M&T BANK CORP COM 55261F104 986.02 13,535 SOLE 2 13,535 M.D.C.HOLDINGS INC (DELAWARE) COM 552676108 2,895.10 76,611 SH SOLE 3 76,611 0 0 M.D.C.HOLDINGS INC (DELAWARE) COM 552676108 3.60 95 SH OTH 3 95 0 0 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 176.50 3,546 SH SOLE 3 3,546 0 0 MACDERMID INC COM 554273102 13.60 800 SH SOLE 3 800 0 0 MACERICH COMPANY COM 554382101 5,169.70 194,349 SH SOLE 3 194,349 0 0 MACERICH COMPANY COM 554382101 121.30 4,560 SH OTH 3 4,560 0 0 MACK-CALI REALTY CORP COM 554489104 3,570.40 115,100 SOLE 2 115,100 MACK-CALI REALTY CORP COM 554489104 635.91 20,500 SOLE 2 20,500 MACROMEDIA INC COM 556100105 2,811.30 157,940 SH SOLE 3 157,940 0 0 MACROMEDIA INC COM 556100105 128.20 7,200 SH OTH 3 7,200 0 0 MACROVISION CORP COM 555904101 117.60 3,340 SH SOLE 3 3,340 0 0 MAF BANCORP INC. COM 55261R108 156.30 5,300 SH SOLE 3 5,300 0 0 MAGELLAN HEALTH SERVICES INC COM 559079108 808.00 127,250 SH SOLE 3 127,250 0 0 MAGELLAN HEALTH SERVICES INC COM 559079108 422.00 66,450 SH OTH 3 5,450 0 61,000 MAGMA DESIGN AUTOMATION INC COM 559181102 10,598.00 350,000 SOLE 2 350,000 MAGNA INTERNATIONAL INC CONV DEB CNV 559222AG9 594.50 580,000 SOLE 2 580,000 MAGNA INTERNATIONAL INC CONV DEB CNV 559222AG9 379.25 370,000 SOLE 2 370,000 MAGNETEK INC COM 559424106 1,102.70 122,389 SH SOLE 3 122,389 0 0 MAGYR TAVKOZLESI RT SPON ADR COM 559776109 13,562.00 798,235 SH OTH 3 0 0 0 MAGYR TAVKOZLESI RT SPON ADR COM 559776109 1,440.40 84,777 SH SOLE 3 84,777 0 0 MAHANAGAR TELE NIGAM ADR COM 559778402 495.80 82,500 SH OTH 3 82,500 0 0 MAIL-WELL INC COM 560321200 1,112.63 271,373 SOLE 2 271,373 MAIL-WELL INC COM 560321200 8.20 2,000 SH SOLE 3 2,000 0 0 MAIL-WELL INC COM 560321200 4.50 1,100 SH OTH 3 1,100 0 0 MAIL-WELL INC SUB NT CONV CNV 560321AD3 664.30 730,000 SOLE 2 730,000 MAIN STREET BANKS INC COM 56034R102 11.50 700 SH SOLE 3 700 0 0 MANAGEMENT NETWORK GROUP INC COM 561693102 317.40 46,000 SOLE 2 46,000 MANDALAY RESORT GROUP COM 562567107 214.32 10,015 SOLE 2 10,015 MANDALAY RESORT GROUP COM 562567107 59.90 2,800 SH SOLE 3 2,800 0 0 MANHATTAN ASSOCIATES INC COM 562750109 13,029.00 446,964 SH SOLE 3 446,964 0 0 MANHATTAN ASSOCIATES INC COM 562750109 45.20 1,550 SH OTH 3 1,550 0 0 MANOR CARE INC COM 564055101 8,818.20 371,918 SH SOLE 3 371,918 0 0 MANOR CARE INC COM 564055101 86.80 3,660 SH OTH 3 3,660 0 0 MANPOWER INC COM. COM 56418H100 3,511.70 104,173 SH SOLE 3 104,173 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 4,697.10 150,500 SH SOLE 3 150,500 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 190.40 6,100 SH OTH 3 6,100 0 0 MANUGISTICS GROUP INC COM 565011103 583.60 27,685 SOLE 2 27,685 MANUGISTICS GROUP INC COM 565011103 25.30 1,200 SH SOLE 3 1,200 0 0 MANULIFE FINANCIAL CORP COM 56501R106 215.31 8,262 SOLE 2 8,262 MAPINFO CORP COM 565105103 590.20 37,614 SH SOLE 3 37,614 0 0 MAPINFO CORP COM 565105103 30.60 1,950 SH OTH 3 1,950 0 0 MARCHFIRST INC. COM 566244109 0.00 1 SH SOLE 3 1 0 0 MARCONI PLC ADR COM 566306205 259.70 222,000 SH SOLE 3 222,000 0 0 MARINEMAX INC COM 567908108 75.40 10,000 SOLE 2 10,000 MARITRANS INC. COM 570363101 6,843.77 572,700 SOLE 2 572,700 MARITRANS INC. COM 570363101 824.55 69,000 SOLE 2 69,000 MARKEL CORP COM 570535104 898.25 5,000 SOLE 2 5,000 MARKEL CORP COM 570535104 89.80 500 SH SOLE 3 500 0 0 MARKEL CORP COM 570535104 68.30 380 SH OTH 3 380 0 0 MARRIOTT INTERNATIONAL INC COM 571903202 1,025.52 25,228 SOLE 2 25,228 MARRIOTT INTERNATIONAL INC COM 571903202 203.25 5,000 SOLE 2 5,000 MARRIOTT INTERNATIONAL A COM 571903202 106,918.10 2,630,211 SH SOLE 3 2,544,461 0 83,150 MARRIOTT INTERNATIONAL A COM 571903202 16,929.10 416,461 SH OTH 3 143,039 0 45,800 MARSH & MCLENNAN CO INC COM 571748102 6,870.70 63,943 SH SOLE 3 57,943 0 5,400 MARSH & MCLENNAN CO INC COM 571748102 2,001.15 18,624 SOLE 2 18,624 MARSH & MCLENNAN CO INC COM 571748102 573.78 5,340 SOLE 2 5,340 MARSH & MCLENNAN CO INC COM 571748102 492.00 4,579 SH OTH 3 4,579 0 0 MARSHALL & ILSLEY CORP COM 571834100 4,746.30 75,005 SH SOLE 3 72,105 0 2,900 MARSHALL & ILSLEY CORP COM 571834100 657.50 10,390 SH OTH 3 9,790 0 0 MARSHALL & ILSLEY CORP COM 571834100 203.45 3,215 SOLE 2 3,215 MARTEK BIOSCIENCES CORP COM 572901106 743.90 34,200 SH SOLE 3 34,200 0 0 MARTEK BIOSCIENCES CORP COM 572901106 652.50 30,000 SOLE 2 30,000 MARTEK BIOSCIENCES CORP COM 572901106 28.30 1,300 SH OTH 3 1,300 0 0 MARTHA STEWART LIVING COM 573083102 1,000.20 60,800 SH SOLE 3 60,800 0 0 MARTHA STEWART LIVING COM 573083102 57.60 3,500 SH OTH 3 3,500 0 0 MARTIN MARIETTA MATERIALS INC COM 573284106 12,317.20 264,317 SH SOLE 3 262,417 0 1,900 MARTIN MARIETTA MATERIALS INC COM 573284106 729.30 15,650 SH OTH 3 1,050 0 14,600 MARVEL ENTERPRISES COM 57383M108 28.90 7,600 SH SOLE 3 7,600 0 0 MARVEL ENTERPRISES INC COM 57383M108 38.00 10,000 SOLE 2 10,000 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 246.44 6,880 SOLE 2 6,880 MASCO CORP COM 574599106 2,825.71 115,335 SOLE 2 115,335 MASCO CORP COM 574599106 953.66 38,925 SOLE 2 38,925 MASCO CORP COM 574599106 792.60 32,353 SH SOLE 3 32,353 0 0 MASCO CORP COM 574599106 19.40 790 SH OTH 3 790 0 0 MASSEY ENERGY COMPANY COM 576206106 35,998.30 1,736,530 SH SOLE 3 1,704,630 0 31,900 MASSEY ENERGY COMPANY COM 576206106 12,134.30 585,350 SH OTH 3 34,450 0 164,300 MASSEY ENERGY COMPANY COM 576206106 95.40 4,600 SH SHD 3 4,600 0 0 MASTEC INC COM 576323109 382.90 55,100 SH SOLE 3 55,100 0 0 MASTEC INC COM 576323109 208.50 30,000 SOLE 2 30,000 MATRIX BANCORP INC COM 576819106 157.50 15,000 SOLE 2 15,000 MATRIXONE INC COM 57685P304 289.70 22,300 SH SOLE 3 22,300 0 0 MATTEL INC COM 577081102 12,718.70 739,460 SH SOLE 3 734,910 0 4,550 MATTEL INC COM 577081102 2,488.20 144,663 SOLE 2 144,663 MATTEL INC COM 577081102 825.60 48,000 SH OTH 3 2,600 0 45,400 MATTEL INC COM 577081102 268.58 15,615 SOLE 2 15,615 MATTHEWS INTERNATIONAL CORP CLASS A COM 577128101 120.40 4,900 SH SOLE 3 4,900 0 0 MAVERICK TUBE CORP. COM 577914104 4,275.90 330,188 SH SOLE 3 330,188 0 0 MAVERICK TUBE CORP. COM 577914104 52.20 4,031 SH OTH 3 4,031 0 0 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 143,300.21 2,729,008 SOLE 2 2,729,008 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 63,452.24 1,208,384 SOLE 2 1,208,384 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 23,540.80 448,310 SH SOLE 3 390,610 0 52,200 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,398.18 76,093 SH SOLE 4 76,093 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 3,699.30 70,450 SH OTH 3 11,650 0 0 MAXIM PHARMACEUTICALS INC COM 57772M107 16.60 2,400 SH SOLE 3 2,400 0 0 MAXIMUS INC COM 577933104 588.80 14,000 SH OTH 3 0 0 14,000 MAXIMUS INC COM 577933104 113.60 2,700 SH SOLE 3 2,700 0 0 MAXTOR CORP COM 577729205 10,809.60 1,704,992 SH SOLE 3 1,704,992 0 0 MAXTOR CORP COM 577729205 184.60 29,119 SH OTH 3 29,119 0 0 MAXYGEN INC. COM 577776107 786.08 44,740 SOLE 2 44,740 MAXYGEN INC. COM 577776107 446.30 25,400 SH SOLE 3 25,400 0 0 MAXYGEN INC. COM 577776107 213.65 12,160 SOLE 2 12,160 MAY DEPT.STORES CO. COM 577778103 21,278.40 575,402 SH SOLE 3 474,045 0 94,135 MAY DEPT.STORES CO. COM 577778103 485.80 13,137 SH OTH 3 13,137 0 0 MAY DEPT.STORES CO. COM 577778103 258.86 7,000 SOLE 2 7,000 MAYTAG CORP COM 578592107 162.10 5,223 SH SOLE 3 4,423 0 0 MBIA INC COM 55262C100 211.84 3,950 SOLE 2 3,950 MBIA INC COM 55262C100 152.80 2,850 SH SOLE 3 2,850 0 0 MBIA INC COM 55262C100 36.20 675 SH OTH 3 675 0 0 MBNA CORP COM 55262L100 533,632.00 15,160,000 SOLE 2 15,160,00 MBNA CORP COM 55262L100 290,408.10 8,250,230 SOLE 2 8,250,230 MBNA CORP COM 55262L100 262,673.00 7,462,301 SH SOLE 3 7,271,091 0 189,310 MBNA CORP COM 55262L100 35,546.99 963,333 SH SOLE 4 963,333 MBNA CORP COM 55262L100 24,235.40 688,505 SH OTH 3 326,011 0 140,550 MBNA CORP CLL 55262L100 81.50 10,000 CALL SOLE 2 10,000 MC CLATCHY NEWSPAPERS INC COM 579489105 7,347.70 156,334 SH SOLE 3 149,784 0 6,550 MC CLATCHY NEWSPAPERS INC COM 579489105 2,288.90 48,700 SH OTH 3 7,400 0 41,300 MC DONALDS CORP COM 580135101 131,948.60 4,984,837 SH SOLE 3 4,832,737 0 149,700 MC DONALDS CORP COM 580135101 18,634.03 703,968 SOLE 2 703,968 MC DONALDS CORP COM 580135101 6,322.50 238,857 SH OTH 3 152,478 0 79,000 MC DONALDS CORP COM 580135101 4,023.47 152,001 SOLE 2 152,001 MCAFFEE.COM COM 579062100 37.30 1,100 SH SOLE 3 1,100 0 0 MCCORMICK & CO NON VINTG COM 579780206 2,365.70 56,367 SH SOLE 3 56,367 0 0 MCCORMICK & CO NON VINTG COM 579780206 751.30 17,900 SH OTH 3 1,900 0 16,000 MCDATA CORP CLASS A COM 580031201 38,581.70 1,574,763 SH SOLE 3 1,574,763 0 0 MCDATA CORP CLASS A COM 580031201 490.70 20,030 SH OTH 3 20,030 0 0 MCGRAW-HILL COMPANIES INC COM 580645109 1,744.00 28,600 SH OTH 3 3,500 0 0 MCGRAW-HILL COMPANIES INC COM 580645109 741.50 12,160 SH SOLE 3 8,460 0 3,700 MCKESSON CORP COM 58155Q103 168,191.70 4,497,103 SH SOLE 3 4,205,003 0 271,500 MCKESSON CORP COM 58155Q103 33,597.90 898,340 SH OTH 3 138,140 0 0 MCKESSON CORP COM 58155Q103 3,293.37 88,058 SOLE 2 88,058 MCKESSON CORP COM 58155Q103 2,692.80 72,000 SH SHD 3 72,000 0 0 MCLEODUSA INC CLASS A COM 582266102 618.50 1,665,785 SH SOLE 3 1,665,785 0 0 MCLEODUSA INC CLASS A COM 582266102 70.54 190,637 SOLE 2 190,637 MCLEODUSA INC CLASS A COM 582266102 14.80 40,000 SOLE 2 40,000 MCLEODUSA INC CLASS A COM 582266102 5.10 13,698 SH OTH 3 0 0 13,698 MCMORAN EXPLORATION CO COM 582411104 4.60 800 SH SOLE 3 800 0 0 MCSI INC COM 55270M108 719.90 30,700 SH SOLE 3 30,700 0 0 MDU RESOURCES GROUP INC COM 552690109 974.22 34,608 SOLE 2 34,608 MDU RESOURCES GROUP INC COM 552690109 22.50 800 SH OTH 3 800 0 0 MDU RESOURCES GROUP INC COM 552690109 15.50 550 SH SOLE 3 550 0 0 MEAD CORP COM 582834107 9,796.10 317,127 SH SOLE 3 317,127 0 0 MEAD CORP COM 582834107 6.20 200 SH OTH 3 200 0 0 MECHANICAL TECHNOLOGY INC COM 583538103 471.55 172,100 SOLE 2 172,100 MEDAREX INC COM 583916101 2,108.50 117,400 SH SOLE 3 117,400 0 0 MEDAREX INC COM 583916101 113.10 6,300 SH OTH 3 6,300 0 0 MEDCATH CORP COM 58404W109 8,638.30 514,800 SH SOLE 3 514,800 0 0 MEDCATH CORP COM 58404W109 1,170.91 69,780 SOLE 2 69,780 MEDIA GENERAL INC CLASS A COM 584404107 498.30 10,000 SOLE 2 10,000 MEDIA GENERAL INC CLASS A COM 584404107 20,174.30 404,862 SH SOLE 3 404,862 0 0 MEDIA GENERAL INC CLASS A COM 584404107 533.40 10,705 SH OTH 3 10,705 0 0 MEDIA GENERAL INC CLASS A COM 584404107 383.70 7,700 SH SHD 3 7,700 0 0 MEDIACOM COMMUNICATIONS CORP COM 58446K105 437.51 23,960 SOLE 2 23,960 MEDIACOM CORP COM 58446K105 35,631.10 1,951,320 SH SOLE 3 1,946,070 0 5,250 MEDIACOM CORP COM 58446K105 1,012.50 55,450 SH OTH 3 2,850 0 52,600 MEDICAL ACTION COM 58449L100 193.80 12,500 SH SOLE 3 12,500 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 1,907.30 29,530 SH SOLE 3 29,530 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 1,401.60 21,700 SH OTH 3 1,500 0 20,200 MEDICIS PHARMACEUTICAL CORP COM 584690309 322.95 5,000 SOLE 2 5,000 MEDIMMUNE INC COM 584699102 4,732.24 102,098 SOLE 2 102,098 MEDIMMUNE INC COM 584699102 1,536.50 33,150 SOLE 2 33,150 MEDIMMUNE INC COM 584699102 1,008.15 22,250 SH SOLE 4 22,250 MEDIMMUNE INC COM 584699102 294.90 6,363 SH SOLE 3 6,363 0 0 MEDIMMUNE INC COM 584699102 178.70 3,856 SH OTH 3 3,856 0 0 MEDQUIST INC COM 584949101 3,795.50 129,761 SH SOLE 3 129,761 0 0 MEDQUIST INC COM 584949101 950.51 32,496 SOLE 2 32,496 MEDTRONIC INC COM 585055106 376,641.51 7,354,843 SOLE 2 7,354,843 MEDTRONIC INC COM 585055106 201,867.82 3,941,961 SOLE 2 3,941,961 MEDTRONIC INC COM 585055106 134,156.10 2,619,724 SH SOLE 3 2,527,732 0 75,492 MEDTRONIC INC COM 585055106 75,742.95 1,558,497 SH SOLE 4 1,558,497 MEDTRONIC INC COM 585055106 32,131.70 627,450 SH OTH 3 15,950 0 0 MEDTRONIC INC COM 585055106 117.80 2,300 SH SHD 3 2,300 0 0 MELLON FINANCIAL CORP COM 58551A108 12,505.30 332,412 SH SOLE 3 275,943 0 53,044 MELLON FINANCIAL CORP COM 58551A108 1,557.54 41,402 SOLE 2 41,402 MELLON FINANCIAL CORP COM 58551A108 867.59 23,062 SOLE 2 23,062 MELLON FINANCIAL CORP COM 58551A108 376.20 10,001 SH OTH 3 10,001 0 0 MEMBERWORKS INC COM 586002107 282.08 20,134 SOLE 2 20,134 MEMBERWORKS INC COM 586002107 53.20 3,800 SH SOLE 3 3,800 0 0 MEMC ELECTRONIC MATERIAL COM 552715104 35.50 10,000 SOLE 2 10,000 MENTOR CORP MINN COM 587188103 683.40 23,930 SH SOLE 3 23,930 0 0 MENTOR GRAPHICS CORP COM 587200106 3,473.50 147,369 SH SOLE 3 143,969 0 2,400 MENTOR GRAPHICS CORP COM 587200106 539.80 22,900 SH OTH 3 2,800 0 20,100 MENTOR GRAPHICS CORP COM 587200106 80.10 3,400 SH SHD 3 3,400 0 0 MERCANTILE BANKSHARES CORP COM 587405101 1,250.30 29,050 SH OTH 3 0 0 29,050 MERCK & CO.INC. COM 589331107 501,817.00 8,534,302 SH SOLE 3 7,801,916 0 693,455 MERCK & CO.INC. COM 589331107 347,581.68 5,911,253 SOLE 2 5,911,253 MERCK & CO.INC. COM 589331107 186,377.83 3,169,691 SOLE 2 3,169,691 MERCK & CO.INC. COM 589331107 51,164.90 870,152 SH OTH 3 152,500 0 20,700 MERCK & CO.INC. COM 589331107 36,104.44 621,419 SH SOLE 4 621,419 MERCK & CO.INC. COM 589331107 4,727.50 80,400 SH SHD 3 80,400 0 0 MERCURY COMPUTER SYSTEMS INC COM 589378108 5,844.10 149,428 SH SOLE 3 149,428 0 0 MERCURY COMPUTER SYSTEMS INC COM 589378108 95.80 2,450 SH OTH 3 2,450 0 0 MERCURY GENERAL CORP COM 589400100 388.60 8,900 SH SOLE 3 8,900 0 0 MERCURY INTERACTIVE CORP CNV 589405AB5 214.76 270,000 SOLE 2 270,000 MERCURY INTERACTIVE CORP COM 589405109 220.87 6,500 SOLE 2 6,500 MERCURY INTERACTIVE CORP COM 589405109 149.70 4,405 SH SOLE 3 4,405 0 0 MERCURY INTERACTIVE CORP COM 589405109 34.00 1,000 SH OTH 3 1,000 0 0 MEREDITH CORP. COM 589433101 428.20 12,012 SH SOLE 3 12,012 0 0 MEREDITH CORP. COM 589433101 48.10 1,350 SH OTH 3 1,350 0 0 MERIDAN RESOURCE CORP COM 58977Q109 257.00 64,400 SH SOLE 3 64,400 0 0 MERISTAR HOSPITALITY COM 58984Y103 5,080.40 357,772 SH SOLE 3 357,772 0 0 MERISTAR HOSPITALITY COM 58984Y103 1,175.00 82,750 SH OTH 3 14,650 0 68,100 MERISTAR HOSPITALITY COM 58984Y103 418.90 29,500 SOLE 2 29,500 MERISTAR HOTELS & RESORTS INC COM 589988104 67.55 97,905 SOLE 2 97,905 MERITAGE CORP COM 59001A102 65.30 1,273 SH SOLE 3 1,273 0 0 MERIX CORP COM 590049102 43.10 2,500 SH SOLE 3 2,500 0 0 MERRILL LYNCH CO INC COM 590188108 45,685.80 876,550 SH SOLE 3 765,846 0 101,951 MERRILL LYNCH CO INC COM 590188108 32,861.19 630,491 SOLE 2 630,491 MERRILL LYNCH CO INC COM 590188108 24,400.03 468,151 SOLE 2 468,151 MERRILL LYNCH CO INC COM 590188108 4,345.00 83,366 SH OTH 3 59,266 0 0 MERRILL LYNCH CO INC PUT 590188108 4.13 15,000 PUT SOLE 2 15,000 MERRILL LYNCH CO INC COM 590188108 354.40 6,800 SH SHD 3 6,800 0 0 MESA AIR GROUP INC COM 590479101 374.10 49,750 SH SOLE 3 49,750 0 0 MESA AIR GROUP INC COM 590479101 30.50 4,050 SH OTH 3 4,050 0 0 MESABA HOLDINGS INC COM 59066B102 20.60 2,900 SH SOLE 3 2,900 0 0 METALS USA INC COM 591324108 17.80 296,234 SH SOLE 3 296,234 0 0 METASOLV INC COM 59139P104 72.30 9,200 SH SOLE 3 9,200 0 0 METAWAVE COMMUNICATIONS CORP COM 591409107 124.32 39,845 SOLE 2 39,845 METHODE ELECTRONICS INC CLASS A COM 591520200 592.00 74,000 SH SOLE 3 74,000 0 0 METHODE ELECTRONICS INC CLASS A COM 591520200 32.80 4,100 SH OTH 3 4,100 0 0 METLIFE INC COM 59156R108 95,129.30 3,002,820 SH SOLE 3 2,935,970 0 54,150 METLIFE INC COM 59156R108 26,861.30 847,894 SH OTH 3 131,794 0 0 METLIFE INC COM 59156R108 10,405.23 328,448 SOLE 2 328,448 METLIFE INC COM 59156R108 6,422.49 202,730 SOLE 2 202,730 METLIFE INC COM 59156R108 1,691.70 53,400 SH SHD 3 53,400 0 0 METRICOM INC COM 591596101 0.00 500 SH SOLE 3 500 0 0 METRIS COMPANIES INC COM 591598107 18,453.70 717,765 SH SOLE 3 717,765 0 0 METRIS COMPANIES INC COM 591598107 238.80 9,288 SH OTH 3 9,288 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 3,712.50 122,728 SH SOLE 3 122,728 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 1,288.70 42,600 SH OTH 3 4,100 0 38,500 METROCALL INC COM 591647102 1.20 47,500 SH SOLE 3 47,500 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 120,819.00 5,516,848 SH SOLE 3 5,460,838 0 56,010 METRO-GOLDMAN-MAYER INC COM 591610100 2,117.30 96,679 SH OTH 3 36,279 0 57,900 METRO-GOLDMAN-MAYER INC COM 591610100 181.80 8,300 SH SHD 3 8,300 0 0 METROMEDIA FIBER NETWORK A COM 591689104 233.50 530,675 SH SOLE 3 415,675 0 112,900 METROMEDIA FIBER NETWORK A COM 591689104 18.39 41,800 SOLE 2 41,800 METTLER-TOLDEO INTERNATIONAL COM 592688105 2,606.10 50,263 SH SOLE 3 49,763 0 0 METTLER-TOLDEO INTERNATIONAL COM 592688105 1,737.50 33,510 SH OTH 3 3,610 0 29,900 MGI PHARMACEUTICALS INC COM 552880106 246.80 16,150 SH SOLE 3 16,150 0 0 MGI PHARMACEUTICALS INC COM 552880106 27.50 1,800 SH OTH 3 1,800 0 0 MGIC INVESTMENT CORP COM 552848103 3,545.63 57,447 SOLE 2 57,447 MGIC INVESTMENT CORP COM 552848103 2,131.50 34,535 SOLE 2 34,535 MGIC INVESTMENT CORP COM 552848103 1,109.40 17,975 SH SOLE 3 17,975 0 0 MGIC INVESTMENT CORP COM 552848103 15.40 250 SH OTH 3 250 0 0 MGM MIRAGE COM 552953101 1,301.70 45,090 SH OTH 3 4,390 0 0 MGM MIRAGE COM 552953101 100.50 3,480 SH SOLE 3 3,480 0 0 MICHAELS STORES INC COM 594087108 1,333.90 40,484 SH SOLE 3 40,484 0 0 MICHAELS STORES INC COM 594087108 46.10 1,400 SH OTH 3 1,400 0 0 MICREL INC COM 594793101 1,018.50 38,830 SH SOLE 3 38,830 0 0 MICREL INC COM 594793101 920.90 35,110 SH OTH 3 3,510 0 31,600 MICRO GENERAL CORP COM 594838302 383.88 28,000 SOLE 2 28,000 MICRO GENERAL CORP COM 594838302 24.70 1,800 SH SOLE 3 1,800 0 0 MICROCHIP TECHNOLOGY COM 595017104 11,760.20 303,567 SH SOLE 3 300,517 0 3,050 MICROCHIP TECHNOLOGY COM 595017104 554.00 14,300 SH OTH 3 1,900 0 12,400 MICROMUSE INC COM 595094103 430.50 28,700 SH SOLE 3 28,700 0 0 MICROMUSE INC COM 595094103 180.00 12,000 SOLE 2 12,000 MICRON TECHNOLOGY INC COM 595112103 3,527.20 113,780 SH SOLE 3 110,380 0 3,400 MICRON TECHNOLOGY INC COM 595112103 3,233.30 104,300 SOLE 2 104,300 MICRON TECHNOLOGY INC COM 595112103 2,555.80 82,445 SOLE 2 82,445 MICROSEMI CORP CLASS A COM 595137100 689.00 23,198 SH SOLE 3 23,198 0 0 MICROSEMI CORP CLASS A COM 595137100 34.20 1,150 SH OTH 3 1,150 0 0 MICROSOFT CORP COM 594918104 1,490,330.40 22,495,553 SH SOLE 3 21,625,00 0 823,631 MICROSOFT CORP COM 594918104 194,145.70 2,930,501 SH OTH 3 716,986 0 169,300 MICROSOFT CORP COM 594918104 9,480.40 143,100 SH SHD 3 143,100 0 0 MICROSOFT CORP. COM 594918104 143,619.60 2,167,843 SOLE 2 2,167,843 MICROSOFT CORP. COM 594918104 140,230.78 2,116,691 SOLE 2 2,116,691 MICROSOFT CORP. COM 594918104 37,771.01 550,919 SH SOLE 4 550,919 MICROSTRATEGY INC COM 594972101 223.33 58,008 SOLE 2 58,008 MICROSTRATEGY INC COM 594972101 77.00 20,000 SOLE 2 20,000 MICROTUNE INC COM 59514P109 214.66 9,150 SOLE 2 9,150 MID AMERICA APT CMNTYS INC COM 59522J103 1,437.40 54,655 SH SOLE 3 54,655 0 0 MID AMERICA APT CMNTYS INC COM 59522J103 272.52 10,362 SOLE 2 10,362 MID AMERICA APT CMNTYS INC COM 59522J103 118.30 4,500 SH OTH 3 4,500 0 0 MID AMERICA BANCORP COM 595915109 241.10 7,284 SH SOLE 3 7,284 0 0 MID AMERICA BANCORP COM 595915109 2.90 88 SH OTH 3 88 0 0 MID ATLANTIC MEDICAL SVCS INC. COM 59523C107 727.10 32,031 SH SOLE 3 32,031 0 0 MID ATLANTIC MEDICAL SVCS INC. COM 59523C107 59.00 2,600 SH OTH 3 2,600 0 0 MIDAS INC. COM 595626102 794.10 69,049 SH SOLE 3 69,049 0 0 MIDLAND COMPANY COM 597486109 420.50 9,600 SH SOLE 3 9,600 0 0 MID-STATE BANCSHARES COM 595440108 249.10 15,300 SH SOLE 3 15,300 0 0 MIDWAY GAMES INC COM 598148104 1,101.70 73,400 SH SOLE 3 73,400 0 0 MILACRON INC COM 598709103 7,656.70 484,296 SH SOLE 3 484,296 0 0 MILACRON INC COM 598709103 86.60 5,475 SH OTH 3 5,475 0 0 MILLENNIUM CHEMICALS INC COM 599903101 923.60 73,300 SH SOLE 3 73,300 0 0 MILLENNIUM CHEMICALS INC COM 599903101 39.10 3,100 SH OTH 3 3,100 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 31,058.00 1,267,156 SH SOLE 3 1,267,156 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1,067.68 43,561 SOLE 2 43,561 MILLENNIUM PHARMACEUTICALS INC COM 599902103 855.89 34,920 SOLE 2 34,920 MILLENNIUM PHARMACEUTICALS INC COM 599902103 779.09 33,800 SH SOLE 4 33,800 MILLENNIUM PHARMACEUTICALS INC COM 599902103 65.40 2,670 SH OTH 3 2,670 0 0 MILLER HERMAN INC. COM 600544100 12,731.20 538,089 SH SOLE 3 538,089 0 0 MILLER HERMAN INC. COM 600544100 2,504.50 105,855 SH OTH 3 3,955 0 57,300 MILLICOM INTERNATIONAL CELLULAR S.A. COM L6388F102 59.50 4,900 SH SOLE 3 4,900 0 0 MILLIPORE CORP. COM 601073109 18,432.50 303,666 SH SOLE 3 301,866 0 1,800 MILLIPORE CORP. COM 601073109 1,232.20 20,300 SH OTH 3 3,900 0 16,400 MILLS CORP. COM 601148109 4.90 184 SH OTH 3 184 0 0 MINAS BUENAVENTURA-SPON ADR COM 204448104 9,610.40 463,600 SH OTH 3 0 0 0 MINAS BUENAVENTURA-SPON ADR COM 204448104 1,119.40 54,000 SH SOLE 3 54,000 0 0 MINE SAFETY APPLIANCE CO COM 602720104 136.50 3,400 SH SOLE 3 3,400 0 0 MINERALS TECHNOLOGIES INC COM 603158106 303.60 6,510 SH SOLE 3 6,510 0 0 MINERALS TECHNOLOGIES INC COM 603158106 18.70 400 SH OTH 3 400 0 0 MINNESOTA MNG. & MFG.CO. COM 604059105 91,872.70 777,199 SH SOLE 3 702,084 0 70,315 MINNESOTA MNG. & MFG.CO. COM 604059105 15,670.70 132,567 SH OTH 3 55,873 0 18,300 MINNESOTA MNG. & MFG.CO. COM 604059105 2,345.29 19,840 SOLE 2 19,840 MINNESOTA MNG. & MFG.CO. COM 604059105 593.41 5,020 SOLE 2 5,020 MIPS TECHNOLOGIES INC CLASS A COM 604567107 557.30 64,500 SH SOLE 3 64,500 0 0 MIPS TECHNOLOGIES INC CLASS A COM 604567107 14.70 1,700 SH OTH 3 1,700 0 0 MIPS TECHNOLOGIES INC CLASS B COM 604567206 5.10 639 SH SOLE 3 639 0 0 MIRANT CORP COM 604675108 52,688.40 3,288,914 SH SOLE 3 3,219,375 0 63,439 MIRANT CORP COM 604675108 1,664.80 103,922 SH OTH 3 32,422 0 5,900 MIRANT CORP COM 604675108 413.30 25,800 SH SHD 3 25,800 0 0 MIRANT CORP COM 604675108 237.74 14,840 SOLE 2 14,840 MIRANT TR I CNV 60467Q102 368.27 9,035 SOLE 2 9,035 MIRANT TR I CNV 60467Q102 310.80 7,625 SOLE 2 7,625 MISSION WEST PROPERTIES INC COM 605203108 502.44 39,500 SOLE 2 39,500 MISSION WEST PROPERTIES INC COM 605203108 423.58 33,300 SOLE 2 33,300 MISSISSIPPI VALLEY BANKSHARES COM 605720101 101.90 2,600 SH SOLE 3 2,600 0 0 MITCHELL ENERGY & DEV COM 606592202 12,113.30 227,267 SH SOLE 3 226,417 0 850 MITCHELL ENERGY & DEV COM 606592202 581.00 10,900 SH OTH 3 600 0 10,300 MITCHELL ENERGY & DEV COM 606592202 165.20 3,100 SH SHD 3 3,100 0 0 MKS INSTRUMENTS INC COM 55306N104 503.60 18,633 SH SOLE 3 18,633 0 0 MOBILE MINI INC COM 60740F105 14,994.70 383,300 SH SOLE 3 383,300 0 0 MOBILE TELESYSTEMS ADR COM 607409109 3,862.00 108,300 SH OTH 3 0 0 0 MOBILE TELESYSTEMS ADR COM 607409109 1,030.60 28,900 SH SOLE 3 28,900 0 0 MOBIUS MANAGEMENT SYSTEMS INC COM 606925105 214.25 71,417 SOLE 2 71,417 MODINE MFG CO COM 607828100 9.30 400 SH SOLE 3 400 0 0 MODIS PROFESSIONAL SERVICES () COM 607830106 1,247.40 174,711 SH SOLE 3 174,711 0 0 MODIS PROFESSIONAL SERVICES () COM 607830106 496.90 69,600 SH OTH 3 0 0 69,600 MOHAWK INDUSTRIES INC COM 608190104 4,153.00 75,674 SH SOLE 3 67,774 0 7,900 MOHAWK INDUSTRIES INC COM 608190104 1,686.50 30,730 SH OTH 3 4,030 0 25,800 MOHAWK INDUSTRIES INC COM 608190104 175.60 3,200 SH SHD 3 3,200 0 0 MOLECULAR DEVICES CORP COM 60851C107 4,974.40 238,350 SH SOLE 3 238,350 0 0 MOLECULAR DEVICES CORP COM 60851C107 233.58 11,192 SOLE 2 11,192 MOLECULAR DEVICES CORP COM 60851C107 56.80 2,722 SH OTH 3 2,722 0 0 MOLEX INC COM 608554101 16,873.80 545,195 SH SOLE 3 538,470 0 4,025 MOLEX INC COM 608554101 3,243.90 104,810 SH OTH 3 5,710 0 0 MOLEX INC COM 608554101 294.00 9,500 SH SHD 3 9,500 0 0 MOLEX INC CLASS A COM 608554200 16,208.10 599,192 SH SOLE 3 596,542 0 2,650 MOLEX INC CLASS A COM 608554200 6,106.02 225,731 SOLE 2 225,731 MOLEX INC CLASS A COM 608554200 1,697.40 62,750 SH OTH 3 1,750 0 22,900 MOMENTUM BUSINESS APPLICATIONS COM 60877P108 113.80 5,719 SH SOLE 3 5,719 0 0 MONACO COACH CORP COM 60886R103 750.10 34,300 SH SOLE 3 34,300 0 0 MONSANTO COMPANY COM 61166W101 15,829.22 468,320 SOLE 2 468,320 MONSANTO COMPANY COM 61166W101 5,659.81 167,450 SOLE 2 167,450 MONSANTO COMPANY COM 61166W101 1,849.20 54,710 SH SOLE 3 54,710 0 0 MONSANTO COMPANY COM 61166W101 185.90 5,500 SH OTH 3 5,500 0 0 MONTANA POWER CO COM 612085100 1,574.60 273,850 SH SOLE 3 273,850 0 0 MONTANA POWER CO COM 612085100 36.80 6,400 SH OTH 3 6,400 0 0 MONY GROUP INC COM 615337102 6,803.40 196,801 SH SOLE 3 190,801 0 6,000 MONY GROUP INC COM 615337102 2,314.80 66,960 SH OTH 3 4,960 0 62,000 MOODY'S CORP COM 615369105 22,130.80 555,213 SH SOLE 3 418,113 0 134,300 MOODY'S CORP COM 615369105 4,857.30 121,860 SH OTH 3 68,260 0 0 MOODY'S CORP COM 615369105 167.40 4,200 SH SHD 3 4,200 0 0 MOOG INC CLASS A COM 615394202 1,055.20 48,405 SH SOLE 3 48,405 0 0 MOOG INC CLASS A COM 615394202 70.80 3,250 SH OTH 3 3,250 0 0 MORGAN STANLEY DEAN WITTER & CO COM 617446448 32,082.52 542,026 SH SOLE 4 542,026 MORGAN STANLEY DEAN WITTER & CO COM 617446448 9,114.75 162,938 SOLE 2 162,938 MORGAN STANLEY DEAN WITTER & CO COM 617446448 7,768.33 138,869 SOLE 2 138,869 MORGAN STANLEY DEAN WITTER & CO COM 617446448 55,032.40 983,776 SH SOLE 3 951,726 0 25,950 MORGAN STANLEY DEAN WITTER & CO COM 617446448 20,977.50 375,000 SH OTH 3 37,300 0 0 MORGAN STANLEY DEAN WITTER & CO COM 617446448 721.60 12,900 SH SHD 3 12,900 0 0 MORGAN STANLEY EMERGING MARKETS COM 61744H105 74.00 10,000 SOLE 2 10,000 MORTON'S RESTAURANT GROUP, INC COM 619429103 2,727.90 238,241 SH SOLE 3 238,241 0 0 MORTON'S RESTAURANT GROUP, INC COM 619429103 41.50 3,621 SH OTH 3 3,621 0 0 MOTOROLA INC COM 620076109 123,966.20 8,253,409 SH SOLE 3 8,116,609 0 116,000 MOTOROLA INC COM 620076109 22,611.30 1,505,410 SH OTH 3 175,010 0 0 MOTOROLA INC COM 620076109 4,047.65 269,484 SOLE 2 269,484 MOTOROLA INC COM 620076109 2,963.06 197,274 SOLE 2 197,274 MOTOROLA INC COM 620076109 1,892.50 126,000 SH SHD 3 126,000 0 0 MOTOROLA INC COM 620076109 353.46 23,300 SH SOLE 4 23,300 MOTOROLA INC CLL 620076109 0.25 10,000 CALL SOLE 2 10,000 MOVIE GALLERY INC COM 624581104 1,327.60 54,500 SH SOLE 3 54,500 0 0 MOVIE GALLERY INC COM 624581104 84.00 3,450 SH OTH 3 3,450 0 0 MOVIE STAR INC COM 624591103 27.16 50,300 SOLE 2 50,300 MRO SOFTWARE INC COM 55347W105 3,048.75 130,400 SOLE 2 130,400 MRO SOFTWARE, INC. COM 55347W105 15,215.70 650,800 SH SOLE 3 650,800 0 0 MRO SOFTWARE, INC. COM 55347W105 11.70 500 SH OTH 3 500 0 0 MRV COMMUNICATIONS INC COM 553477100 1,310.40 309,062 SH SOLE 3 309,062 0 0 MRV COMMUNICATIONS INC COM 553477100 220.11 51,912 SOLE 2 51,912 MRV COMMUNICATIONS INC COM 553477100 25.90 6,100 SH OTH 3 6,100 0 0 MSC INDUSTRIAL DIRECT CO INC COM 553530106 754.50 38,200 SH OTH 3 0 0 38,200 MSC INDUSTRIAL DIRECT CO INC COM 553530106 632.00 32,000 SH SOLE 3 32,000 0 0 MSC.SOFTWARE CORP COM 553531104 934.40 59,900 SH SOLE 3 59,900 0 0 MSC.SOFTWARE CORP COM 553531104 759.70 48,700 SH OTH 3 3,800 0 44,900 MTR GAMING GROUP INC COM 553769100 9,180.80 573,800 SH SOLE 3 573,800 0 0 MUELLER INDUSTRIES INC COM 624756102 5,369.00 161,473 SH SOLE 3 161,473 0 0 MUELLER INDUSTRIES INC COM 624756102 332.50 10,000 SOLE 2 10,000 MUELLER INDUSTRIES INC COM 624756102 109.50 3,293 SH OTH 3 3,293 0 0 MULTEX.COM COM 625367107 589.51 131,003 SOLE 2 131,003 MULTEX.COM INC COM 625367107 126.00 28,000 SH SOLE 3 28,000 0 0 MULTEX.COM INC COM 625367107 3.60 800 SH OTH 3 800 0 0 MULTILINK TECHNOLOGY CORP COM 62544T109 286.40 44,200 SH SOLE 3 44,200 0 0 MUNIASSETS FUND INC 62618Q106 386.58 34,000 SOLE 2 34,000 MURPHY OIL CORP COM 626717102 1,440.95 17,146 SOLE 2 17,146 MURPHY OIL CORP COM 626717102 1,294.22 15,400 SOLE 2 15,400 MURPHY OIL CORP COM 626717102 281.50 3,350 SH SOLE 3 3,350 0 0 MURPHY OIL CORP COM 626717102 267.20 3,180 SH OTH 3 3,180 0 0 MUTUAL RISK MGMT LTD COM 628351108 265.00 36,300 SH SOLE 3 36,300 0 0 MYLAN LABORATORIES INC COM 628530107 21,069.50 561,853 SH SOLE 3 560,053 0 1,800 MYLAN LABORATORIES INC COM 628530107 3,696.10 98,563 SH OTH 3 12,163 0 0 MYLAN LABORATORIES INC COM 628530107 502.50 13,400 SH SHD 3 13,400 0 0 MYLAN LABS INC COM 628530107 336.90 8,984 SOLE 2 8,984 MYLAN LABS INC COM 628530107 225.00 6,000 SOLE 2 6,000 MYRIAD GENETICS INC COM 62855J104 213.00 4,046 SH SOLE 3 4,046 0 0 MYRIAD GENETICS INC COM 62855J104 7.90 150 SH OTH 3 150 0 0 N V R INC COM 62944T105 24,466.10 119,932 SH SOLE 3 119,932 0 0 N V R INC COM 62944T105 5,497.80 26,950 SH OTH 3 750 0 26,200 N.EUROPEAN OIL REALTY CBI COM 659310106 280.29 14,192 SOLE 2 14,192 NABI INC COM 628716102 351.90 34,100 SH SOLE 3 34,100 0 0 NABORS INDUSTRIES INC COM 629568106 7,595.20 221,241 SH SOLE 3 202,641 0 13,600 NABORS INDUSTRIES INC COM 629568106 3,851.83 112,200 SOLE 2 112,200 NABORS INDUSTRIES INC COM 629568106 485.80 14,150 SH OTH 3 750 0 13,400 NABORS INDUSTRIES INC COM 629568106 411.89 11,998 SOLE 2 11,998 NACCO INDS INC CLASS A (COM) COM 629579103 2,642.50 46,531 SH SOLE 3 46,531 0 0 NACCO INDS INC CLASS A (COM) COM 629579103 1,201.10 21,150 SH OTH 3 2,050 0 19,100 NANOGEN INC COM 630075109 59.86 10,375 SOLE 2 10,375 NANOMETRICS INC COM 630077105 542.20 27,950 SH SOLE 3 27,950 0 0 NANOMETRICS INC COM 630077105 22.30 1,150 SH OTH 3 1,150 0 0 NASDAQ-100 SHARES COM 631100104 5,229.55 126,900 SH SOLE 4 126,900 NASH FINCH CO COM 631158102 1,604.80 51,600 SH SOLE 3 51,600 0 0 NATIONAL CITY CORP COM 635405103 12,837.70 439,046 SH SOLE 3 420,246 0 18,800 NATIONAL CITY CORP COM 635405103 2,959.40 101,212 SH OTH 3 8,312 0 0 NATIONAL CITY CORP COM 635405103 459.77 15,724 SOLE 2 15,724 NATIONAL CITY CORP COM 635405103 220.73 7,549 SOLE 2 7,549 NATIONAL COMM FINANCIAL CORP. COM 63545P104 12,878.20 509,021 SH SOLE 3 505,871 0 3,150 NATIONAL COMM FINANCIAL CORP. COM 63545P104 750.40 29,660 SH OTH 3 2,160 0 27,500 NATIONAL COMMERCE FINL CORP COM 63545P104 2,407.19 95,146 SOLE 2 95,146 NATIONAL COMMERCE FINL CORP COM 63545P104 252.57 9,983 SOLE 2 9,983 NATIONAL DENTEX CORP COM 63563H109 4,528.90 187,300 SH SOLE 3 187,300 0 0 NATIONAL FUEL GAS CO COM 636180101 331.00 13,400 SH OTH 3 0 0 13,400 NATIONAL FUEL GAS CO COM 636180101 185.00 7,490 SH SOLE 3 7,490 0 0 NATIONAL GOLF PPTYS INC COM 63623G109 309.60 34,900 SH SOLE 3 34,900 0 0 NATIONAL HEALTH INVS INC COM 63633D104 1,124.80 76,000 SH SOLE 3 76,000 0 0 NATIONAL HEALTH INVS INC COM 63633D104 148.00 10,000 SOLE 2 10,000 NATIONAL INFORMATION COM 636491102 63.60 20,000 SOLE 2 20,000 NATIONAL INSTRUMENTS CORP COM 636518102 61.90 1,652 SH SOLE 3 1,652 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 53.90 1,440 SH OTH 3 1,440 0 0 NATIONAL OILWELL INC COM 637071101 6,183.00 300,000 SH SOLE 3 300,000 0 0 NATIONAL PENN BANCSHARES COM 637138108 21.40 973 SH SOLE 3 973 0 0 NATIONAL PRESTO IND. INC COM 637215104 8.00 290 SH SOLE 3 290 0 0 NATIONAL PROCESSING INC COM 637229105 15,535.00 478,000 SH SOLE 3 478,000 0 0 NATIONAL SERVICE INDUSTRIES INC COM 637657107 391.70 193,893 SH SOLE 3 193,893 0 0 NATIONAL SERVICE INDUSTRIES INC COM 637657107 66.90 33,100 SH OTH 3 3,600 0 29,500 NATIONAL WIRELESS HOLDINGS CO COM 638560102 264.44 22,410 SOLE 2 22,410 NATIONAL-OILWELL, INC. COM 637071101 340.07 16,500 SOLE 2 16,500 NATIONAL-OILWELL, INC. COM 637071101 237.02 11,500 SOLE 2 11,500 NATIONWIDE FINANCIAL SERVICES COM 638612101 46,154.90 1,113,240 SH SOLE 3 1,084,640 0 27,900 NATIONWIDE FINANCIAL SERVICES COM 638612101 12,031.70 290,200 SH OTH 3 25,200 0 0 NATIONWIDE FINANCIAL SERVICES COM 638612101 406.30 9,800 SH SHD 3 9,800 0 0 NATIONWIDE HEALTH PROPERTIES COM 638620104 740.10 39,600 SH SOLE 3 39,600 0 0 NATIONWIDE HEALTH PROPERTIES COM 638620104 224.28 12,000 SOLE 2 12,000 NATL SEMICONDUCTOR CORP COM 637640103 1,241.00 40,304 SH SOLE 3 40,304 0 0 NATL SEMICONDUCTOR CORP COM 637640103 91.40 2,970 SH OTH 3 2,970 0 0 NATL WESTN LIFE INS CO CLASS A COM 638522102 778.40 7,000 SH SOLE 3 7,000 0 0 NATL WESTN LIFE INS CO CLASS A COM 638522102 2.20 20 SH OTH 3 20 0 0 NATURAL MICROSYSTEMS CORP COM 638882100 7.20 1,500 SH SOLE 3 1,500 0 0 NAUTICA ENTERPRISES INC COM 639089101 1,279.00 100,000 SH SOLE 3 100,000 0 0 NAVIGANT CONSULTING CO COM 63935N107 1,155.00 210,000 SH SOLE 3 210,000 0 0 NAVISTAR INTERNATIONAL CORP (NEW) COM 63934E108 109.80 2,780 SH SOLE 3 2,780 0 0 NAVISTAR INTERNATIONAL CORP (NEW) COM 63934E108 45.40 1,150 SH OTH 3 1,150 0 0 NBTY INC COM 628782104 5,447.90 465,632 SH SOLE 3 465,632 0 0 NBTY INC COM 628782104 48.00 4,100 SH OTH 3 4,100 0 0 NCH CORP COM 628850109 379.60 7,279 SH SOLE 3 7,279 0 0 NCI BUILDING SYSTEMS INC COM 628852105 166.40 9,400 SH SOLE 3 9,400 0 0 NCO GROUP INC COM 628858102 12,782.80 558,200 SH SOLE 3 558,200 0 0 NCR CORP NEW COM 62886E108 18,658.60 506,202 SH SOLE 3 455,302 0 47,400 NCR CORP NEW COM 62886E108 3,011.50 81,700 SH OTH 3 15,300 0 0 NDCHEALTH, CORP COM 639480102 8,974.60 259,758 SH SOLE 3 259,758 0 0 NDCHEALTH, CORP COM 639480102 1,495.10 43,274 SH OTH 3 4,074 0 39,200 NDS GROUP PLC ADR COM 628891103 3,490.70 174,100 SH SOLE 3 174,100 0 0 NDS GROUP PLC ADR COM 628891103 2,195.50 109,500 SH OTH 3 67,400 0 42,100 NEIMAN MARCUS GROUP INC CLASS A COM 640204202 4,339.70 139,675 SH SOLE 3 136,375 0 3,300 NEIMAN MARCUS GROUP INC CLASS A COM 640204202 403.90 13,000 SH OTH 3 100 0 12,900 NEIMAN MARCUS GRP INC CLB COM 640204301 113.90 3,834 SH SOLE 3 3,834 0 0 NEOMAGIC CORP COM 640497103 2,485.70 706,154 SH SOLE 3 706,154 0 0 NEOMAGIC CORP COM 640497103 35.20 10,014 SH OTH 3 10,014 0 0 NEON COMMUNICATIONS INC COM 640506101 54.20 20,000 SOLE 2 20,000 NEOSE TECHNOLOGIES INC COM 640522108 450.40 12,300 SH SOLE 3 12,300 0 0 NEOSE TECHNOLOGIES INC COM 640522108 256.34 7,000 SOLE 2 7,000 NET IQ INC COM 64115P102 481.70 13,660 SH SOLE 3 13,660 0 0 NET IQ INC COM 64115P102 63.50 1,800 SH OTH 3 1,800 0 0 NET TO PHONE COM 64108N106 107.30 15,900 SH SOLE 3 15,900 0 0 NET TO PHONE COM 64108N106 5.40 800 SH OTH 3 800 0 0 NET.B@NK INC COM 640933107 206.50 19,700 SH SOLE 3 19,700 0 0 NETMANAGE INC COM 641144100 273.90 268,510 SH SOLE 3 268,510 0 0 NETRO CORP COM 64114R109 259.10 70,600 SOLE 2 70,600 NETRO CORP COM 64114R109 188.60 51,400 SH SOLE 3 51,400 0 0 NETSCOUT SYSTEMS INC COM 64115T104 445.78 56,356 SOLE 2 56,356 NETSCOUT SYSTEMS INC COM 64115T104 12.70 1,600 SH SOLE 3 1,600 0 0 NETSCREEN TECHNOLOGIES INC COM 64117V107 2,087.41 94,325 SOLE 2 94,325 NETSCREEN TECHNOLOGIES INC COM 64117V107 964.31 43,575 SOLE 2 43,575 NETSCREEN TECHNOLOGIES INC COM 64117V107 437.00 17,300 SH SOLE 4 17,300 NETWORK APPLIANCE INC COM 64120L104 11,438.10 523,004 SOLE 2 523,004 NETWORK APPLIANCE INC COM 64120L104 874.80 40,000 SOLE 2 40,000 NETWORK APPLIANCE INC CLL 64120L104 25.50 10,000 CALL SOLE 2 10,000 NETWORK APPLIANCES INC COM 64120L104 18,380.80 840,456 SH SOLE 3 840,456 0 0 NETWORK APPLIANCES INC COM 64120L104 13.10 600 SH OTH 3 600 0 0 NETWORK ASSOCIATES INC COM 640938106 1,597.50 61,800 SH SOLE 3 61,800 0 0 NETWORK ASSOCIATES INC COM 640938106 354.33 13,707 SOLE 2 13,707 NEUBERGER BERMAN INC COM 641234109 809.96 18,450 SOLE 2 18,450 NEUBERGER BERMAN INC COM 641234109 362.20 8,250 SH OTH 3 0 0 8,250 NEUBERGER BERMAN INC COM 641234109 156.30 3,560 SH SOLE 3 3,560 0 0 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 115.77 22,700 SOLE 2 22,700 NEUROCRINE BIOSCIENCES INC COM 64125C109 1,949.80 38,000 SH SOLE 3 38,000 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 382.72 7,459 SOLE 2 7,459 NEUROCRINE BIOSCIENCES INC COM 64125C109 12.30 240 SH OTH 3 240 0 0 NEUROGEN CORP COM 64124E106 50.70 2,900 SH SOLE 3 2,900 0 0 NEW CENTY EQUITY HLDGS CORP COM 64353J107 42.50 85,000 SOLE 2 85,000 NEW FOCUS INC COM 644383101 322.70 84,700 SH SOLE 3 84,700 0 0 NEW HORIZONS WORLDWIDE INC COM 645526104 258.75 22,500 SOLE 2 22,500 NEW JERSEY RESOURSES CRP COM 646025106 661.20 14,128 SH SOLE 3 14,128 0 0 NEW JERSEY RESOURSES CRP COM 646025106 270.13 5,772 SOLE 2 5,772 NEW PLAN EXCEL REALTY TRUST COM 648053106 1,447.80 76,000 SH SOLE 3 76,000 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 468.08 24,571 SOLE 2 24,571 NEW YORK COMMUNITY BANCORP INC. COM 649445103 1,483.10 64,851 SH SOLE 3 64,851 0 0 NEW YORK COMMUNITY BANCORP INC. COM 649445103 100.60 4,400 SH OTH 3 4,400 0 0 NEW YORK TIMES CO.A COM 650111107 154,433.40 3,570,715 SH SOLE 3 3,540,515 0 30,200 NEW YORK TIMES CO.A COM 650111107 2,616.80 60,505 SH OTH 3 22,453 0 34,500 NEW YORK TIMES CO.A COM 650111107 1,549.69 35,831 SOLE 2 35,831 NEWELL RUBBERMAID INC COM 651229106 14,670.40 532,114 SH SOLE 3 532,114 0 0 NEWELL RUBBERMAID INC COM 651229106 1,450.71 52,619 SOLE 2 52,619 NEWELL RUBBERMAID INC COM 651229106 287.97 10,445 SOLE 2 10,445 NEWFIELD EXPLORATION CO. COM 651290108 1,345.47 37,890 SOLE 2 37,890 NEWFIELD EXPLORATION CO. COM 651290108 403.04 11,350 SOLE 2 11,350 NEWFIELD EXPLORATION CO. COM 651290108 7.10 200 SH SOLE 3 200 0 0 NEWMONT MINING CORP COM 651639106 3,379.20 176,830 SH SOLE 3 166,030 0 6,200 NEWMONT MINING CORP COM 651639106 313.50 16,404 SH OTH 3 16,404 0 0 NEWMONT MINING CORP COM 651639106 80.30 4,200 SH SHD 3 4,200 0 0 NEWPARK RES INC COM 651718504 252.00 31,900 SH SOLE 3 31,900 0 0 NEWPORT CORP COM 651824104 1,978.70 102,630 SH SOLE 3 100,730 0 1,900 NEWPORT NEWS SHIPBUILDING INC COM 652228107 712.50 10,000 SOLE 2 10,000 NEWS CORP LIMITED (THE) COM 652487703 652.11 20,500 SOLE 2 20,500 NEWS CORP LIMITED (THE) COM 652487703 391.64 12,312 SOLE 2 12,312 NEWS CORP LTD- SPONS ADR PFD 652487802 95.90 3,626 SH SOLE 3 3,626 0 0 NEXT LEVEL COMMUNICATIONS COM 65333U104 317.20 94,700 SH SOLE 3 94,700 0 0 NEXTCARD INC COM 65332K107 28.21 54,256 SOLE 2 54,256 NEXTCARD INC COM 65332K107 0.50 1,000 SH SOLE 3 1,000 0 0 NEXTEL COMMS 5.25% 15 JAN 2010 CNV 65332VAY9 179,611.50 3,000,000 SH OTH 3 0 0 3,000,000 NEXTEL COMMUNICATIONS CLASS A COM 65332V103 7,011.28 639,715 SOLE 2 639,715 NEXTEL COMMUNICATIONS CLASS A COM 65332V103 2,887.41 263,450 SOLE 2 263,450 NEXTEL COMMUNICATIONS CLASS A COM 65332V103 657.20 59,962 SH SOLE 3 46,962 0 13,000 NEXTEL COMMUNICATIONS CLASS A COM 65332V103 11.00 1,000 SH OTH 3 1,000 0 0 NEXTEL PARTNERS INC COM 65333F107 2,060.40 171,700 SOLE 2 171,700 NIAGARA MOHAWK HOLDINGS INC COM 653520106 184.92 10,430 SOLE 2 10,430 NIAGARA MOHAWK HOLDINGS INC COM 653520106 23.60 1,332 SH SOLE 3 1,332 0 0 NICOR INC COM 654086107 3,585.20 86,101 SH SOLE 3 80,901 0 5,200 NICOR INC COM 654086107 2,510.90 60,300 SH OTH 3 3,300 0 28,000 NIKE CLASS-B COM 654106103 15,887.80 282,500 SH SOLE 3 271,800 0 7,200 NIKE CLASS-B COM 654106103 8,918.50 158,580 SH OTH 3 14,480 0 0 NIKU CORP COM 654113109 157.80 96,810 SOLE 2 96,810 NIKU CORP COM 654113109 42.22 25,900 SOLE 2 25,900 NIPPON TELEG & TEL SPON ADR COM 654624105 777.60 48,000 SH SOLE 3 48,000 0 0 NIPPON TELEG & TEL SPON ADR COM 654624105 340.20 21,000 SOLE 2 21,000 NISOURCE INC COM 65473P105 1,343.61 58,266 SOLE 2 58,266 NL INDS INC NEW COM 629156407 53.40 3,498 SH SOLE 3 3,498 0 0 NL INDS INC NEW COM 629156407 22.90 1,500 SH OTH 3 1,500 0 0 NMS COMMUNICATIONS CORP COM 629248105 20.70 4,300 SH SOLE 3 4,300 0 0 NOBLE AFFILIATES INC COM 654894104 97.00 2,750 SH SOLE 3 2,750 0 0 NOBLE DRILLING CORP COM 655042109 17,355.90 509,867 SH SOLE 3 487,611 0 16,600 NOBLE DRILLING CORP COM 655042109 573.27 16,841 SOLE 2 16,841 NOBLE DRILLING CORP COM 655042109 305.80 8,985 SH OTH 3 8,985 0 0 NOKIA CORP - ADR COM 654902204 7,013.60 285,921 SH SOLE 3 285,921 0 0 NOKIA CORP - ADR COM 654902204 19.60 800 SH OTH 3 0 0 800 NOKIA CORP SPON ADR COM 654902204 35,290.04 1,438,648 SOLE 2 1,438,648 NOKIA CORP SPON ADR COM 654902204 34,014.72 1,386,658 SOLE 2 1,386,658 NOKIA CORP SPON ADR COM 654902204 895.29 35,387 SH SOLE 4 35,387 NOKIA CORP SPON ADR CLL 654902204 0.50 20,000 CALL SOLE 2 20,000 NOKIA CORP SPON ADR CLL 654902204 53.50 10,000 CALL SOLE 2 10,000 NORDSON CORP COM 655663102 266.70 10,100 SH SOLE 3 10,100 0 0 NORDSON CORP COM 655663102 42.30 1,600 SH OTH 3 1,600 0 0 NORDSTROM INC COM 655664100 2,001.80 98,952 SH SOLE 3 95,552 0 400 NORDSTROM INC COM 655664100 1,561.40 77,180 SH OTH 3 39,980 0 37,200 NORFOLK SOUTHERN CORP COM 655844108 421.60 23,000 SH SOLE 3 17,000 0 6,000 NORFOLK SOUTHERN CORP COM 655844108 39.20 2,140 SH OTH 3 2,140 0 0 NORTEK INC (DELAWARE) COM 656559101 1,114.60 39,950 SH SOLE 3 39,950 0 0 NORTEK INC (DELAWARE) COM 656559101 43.20 1,550 SH OTH 3 1,550 0 0 NORTEL NETWORKS CORP COM 656568102 4,056.91 543,822 SOLE 2 543,822 NORTEL NETWORKS CORP COM 656568102 1,665.77 223,293 SOLE 2 223,293 NORTEL NETWORKS CORP CLL 656568102 1.00 40,000 CALL SOLE 2 40,000 NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 28,818.40 3,860,144 SH SOLE 3 3,860,144 0 0 NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 1,022.10 137,000 SH OTH 3 1,900 0 0 NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 316.00 42,138 SH SHD 3 42,138 0 0 NORTH FORK BANCORP INC COM 659424105 297.51 9,300 SOLE 2 9,300 NORTH FORK BANCORPORATN INC NY COM 659424105 2,589.60 80,950 SH SOLE 3 60,650 0 20,300 NORTHEAST UTILITIES COM 664397106 398.40 22,600 SH SOLE 3 22,600 0 0 NORTHEAST UTILITIES COM 664397106 19.60 1,110 SH OTH 3 1,110 0 0 NORTHERN BORDER PARTNERS, L.P. COM 664785102 19,049.60 488,326 SOLE 2 488,326 NORTHERN BORDER PARTNERS, L.P. COM 664785102 6,831.04 175,110 SOLE 2 175,110 NORTHERN TRUST CORP COM 665859104 280,192.46 4,652,814 SOLE 2 4,652,814 NORTHERN TRUST CORP COM 665859104 137,176.46 2,277,922 SOLE 2 2,277,922 NORTHERN TRUST CORP COM 665859104 83,094.77 1,339,806 SH SOLE 4 1,339,806 NORTHERN TRUST CORP COM 665859104 13,015.30 216,130 SH SOLE 3 212,930 0 1,800 NORTHERN TRUST CORP COM 665859104 7,310.10 121,390 SH OTH 3 3,090 0 0 NORTHPOINT COMMUNICATIONS COM 666610100 75.00 500,000 SH SOLE 3 500,000 0 0 NORTHROP GRUMMAN CORP COM 666807102 9,101.73 90,286 SOLE 2 90,286 NORTHROP GRUMMAN CORP. COM 666807102 33,072.60 328,069 SH SOLE 3 328,069 0 0 NORTHROP GRUMMAN CORP. COM 666807102 5,061.70 50,210 SH OTH 3 11,010 0 0 NORTHWEST AIRLINES CLASS A COM 667280101 684.02 43,568 SOLE 2 43,568 NORTHWEST AIRLS CORP CLASS A COM 667280101 519.70 33,100 SH SOLE 3 33,100 0 0 NORTHWEST NATURAL GAS CO COM 667655104 12,724.50 499,000 SH SOLE 3 499,000 0 0 NORTHWEST NATURAL GAS CO COM 667655104 134.80 5,285 SH OTH 3 5,285 0 0 NORTHWESTERN CORP COM 668074107 1,781.70 84,641 SH SOLE 3 84,641 0 0 NORTHWESTERN CORP COM 668074107 76.80 3,650 SH OTH 3 3,650 0 0 NOVADIGM INC COM 669937104 94.90 10,000 SOLE 2 10,000 NOVARTIS AG ADR COM 66987V109 303.53 8,316 SOLE 2 8,316 NOVELL INC COM 670006105 4,577.60 997,300 SH SOLE 3 997,300 0 0 NOVELL INC COM 670006105 156.06 34,000 SOLE 2 34,000 NOVELL INC COM 670006105 90.90 19,800 SH OTH 3 19,800 0 0 NOVELLUS SYSTEMS INC COM 670008101 800.72 20,297 SOLE 2 20,297 NOVELLUS SYSTEMS INC COM 670008101 394.40 9,998 SH SOLE 3 5,198 0 4,800 NOVELLUS SYSTEMS INC COM 670008101 106.50 2,700 SH OTH 3 2,700 0 0 NOVEN PHARMACEUTICALS INC COM 670009109 72.80 4,100 SH SOLE 3 4,100 0 0 NOVO NETWORKS, INC. COM 670099100 23.91 86,956 SOLE 2 86,956 NOVO-NORDISK A/S ADR COM 670100205 641.60 16,000 SOLE 2 16,000 NOVOSTE CORP COM 67010C100 472.80 54,100 SH SOLE 3 54,100 0 0 NPS PHARMACEUTICALS INC COM 62936P103 61.30 1,600 SH SOLE 3 1,600 0 0 NRG ENERGY INC COM 629377102 3,272.10 211,100 SH SOLE 3 211,100 0 0 NRG ENERGY INC COM 629377102 796.70 51,400 SH SHD 3 51,400 0 0 NRG ENERGY INC COM 629377102 102.30 6,600 SH OTH 3 6,600 0 0 NS GROUP INC COM 628916108 37.40 5,000 SH SOLE 3 5,000 0 0 NSTAR COM 67019E107 93.60 2,087 SH SOLE 3 2,087 0 0 NTELOS, INC. COM 67019U101 7,336.10 473,600 SH SOLE 3 473,600 0 0 NTELOS, INC. COM 67019U101 38.70 2,500 SH OTH 3 2,500 0 0 NTL INC COM 629407107 13.30 14,200 SH SOLE 3 14,200 0 0 NTL INC COM 629407107 0.40 421 SH OTH 3 0 0 0 NTL INC (NEW) COM 629407107 5,579.55 5,935,690 SOLE 2 5,935,690 NU SKIN ASIA PACIFIC INC CLASS A COM 67018T105 632.60 72,300 SH SOLE 3 72,300 0 0 NU SKIN ASIA PACIFIC INC CLASS A COM 67018T105 20.60 2,350 SH OTH 3 2,350 0 0 NUANCE COMMUNICATIONS INC COM 669967101 4,510.94 495,708 SOLE 2 495,708 NUANCE COMMUNICATIONS INC COM 669967101 913.60 100,400 SH SOLE 3 100,400 0 0 NUCOR CORP COM 670346105 17,277.40 326,234 SH SOLE 3 320,834 0 5,400 NUCOR CORP COM 670346105 341.59 6,450 SOLE 2 6,450 NUCOR CORP COM 670346105 165.60 3,127 SH OTH 3 3,127 0 0 NUEVO ENERGY CO COM 670509108 424.50 28,300 SH SOLE 3 28,300 0 0 NUMERICAL TECH COM 67053T101 140.80 4,000 SH SOLE 3 4,000 0 0 NUMERICAL TECH COM 67053T101 47.90 1,360 SH OTH 3 1,360 0 0 NVIDIA CORP COM 67066G104 69,358.50 1,036,749 SH SOLE 3 1,016,649 0 20,100 NVIDIA CORP COM 67066G104 15,022.40 224,550 SH OTH 3 17,750 0 0 NVIDIA CORP COM 67066G104 1,137.30 17,000 SH SHD 3 17,000 0 0 NVIDIA CORP COM 67066G104 535.20 8,000 SOLE 2 8,000 NYFIX INC COM 670712108 296.30 14,800 SH SOLE 3 14,800 0 0 O2WIRELESS SOLUTIONS INC COM 689803104 24.36 14,000 SOLE 2 14,000 OAKWOOD HOMES CORP NEW COM 674098207 267.20 50,415 SH SOLE 3 50,415 0 0 OAKWOOD HOMES CORP NEW COM 674098207 12.30 2,320 SH OTH 3 2,320 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 42,386.90 1,597,696 SH SOLE 3 1,560,096 0 36,600 OCCIDENTAL PETROLEUM CORP COM 674599105 6,375.20 240,300 SH OTH 3 31,700 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 2,653.00 100,000 SOLE 2 100,000 OCCIDENTAL PETROLEUM CORP COM 674599105 265.30 10,000 SH SHD 3 10,000 0 0 OCEAN ENERGY CORP COM 67481E106 576.00 30,000 SOLE 2 30,000 OCEAN ENERGY, INC COM 67481E106 20,976.20 1,092,511 SH SOLE 3 1,092,511 0 0 OCEAN ENERGY, INC COM 67481E106 196.50 10,234 SH OTH 3 10,234 0 0 OCEANEERING INTERNATIONAL INC COM 675232102 855.50 38,677 SH SOLE 3 38,677 0 0 OCEANEERING INTERNATIONAL INC COM 675232102 67.50 3,050 SH OTH 3 3,050 0 0 OCEANFIRST FINANCIAL CORP COM 675234108 692.20 28,650 SH SOLE 3 28,650 0 0 OCEANFIRST FINANCIAL CORP COM 675234108 67.60 2,800 SH OTH 3 2,800 0 0 O'CHARLEYS INC COM 670823103 236.00 12,750 SOLE 2 12,750 OCTEL CORP. COM 675727101 732.60 40,700 SH SOLE 3 40,700 0 0 OCULAR SCIENCES INC COM 675744106 1,888.50 81,051 SH SOLE 3 81,051 0 0 OCULAR SCIENCES INC COM 675744106 65.20 2,800 SH OTH 3 2,800 0 0 OFFICE DEPOT INC COM 676220106 7,848.40 423,322 SH SOLE 3 421,422 0 1,900 OFFICE DEPOT INC COM 676220106 956.70 51,600 SH OTH 3 100 0 51,500 OFFICE DEPOT INC CONV NTS CNV 676220AB2 213.00 300,000 SOLE 2 300,000 OFFICEMAX INC COM 67622M108 450.90 100,200 SH SOLE 3 100,200 0 0 OFFICEMAX INC COM 67622M108 35.50 7,900 SH OTH 3 7,900 0 0 OFFSHORE LOGISTICS INC. COM 676255102 1,320.40 74,346 SH SOLE 3 74,346 0 0 OFFSHORE LOGISTICS INC. COM 676255102 65.70 3,700 SH OTH 3 3,700 0 0 OGE ENERGY CORP COM 670837103 4,027.20 174,488 SH SOLE 3 174,488 0 0 OHIO CASUALTY CORP COM 677240103 377.20 23,500 SH SOLE 3 13,300 0 10,200 OHIO CASUALTY CORP COM 677240103 104.30 6,500 SH OTH 3 6,500 0 0 OLD DATACRAFT ASIA COM 006246831 48.00 22,000 SH OTH 3 22,000 0 0 OLD NATL BANCORP IND COM 680033107 32.80 1,300 SH SOLE 3 1,300 0 0 OLD REPUBLIC INTERNATIONAL CORP COM 680223104 30,613.70 1,092,955 SH SOLE 3 1,077,155 0 15,800 OLD REPUBLIC INTERNATIONAL CORP COM 680223104 2,966.40 105,906 SH OTH 3 11,906 0 94,000 OLIN CORP NEW $1 PAR COM 680665205 12.90 800 SH SOLE 3 800 0 0 OLYMPIC STEEL, INC. COM 68162K106 637.50 250,000 SH SOLE 3 250,000 0 0 OM GROUP INC COM 670872100 1,059.00 16,000 SH SOLE 3 14,300 0 1,700 OM GROUP INC COM 670872100 43.00 650 SH OTH 3 650 0 0 OMEGA FINANCIAL CORP COM 682092101 19.30 600 SH SOLE 3 600 0 0 OMNICARE INC. COM 681904108 67.20 2,700 SH SOLE 3 2,700 0 0 OMNICOM GROUP COM 681919106 124,616.00 1,394,695 SOLE 2 1,394,695 OMNICOM GROUP COM 681919106 116,886.30 1,308,185 SH SOLE 3 1,174,785 0 127,700 OMNICOM GROUP COM 681919106 52,571.48 588,377 SOLE 2 588,377 OMNICOM GROUP COM 681919106 21,953.30 245,700 SH OTH 3 31,500 0 0 OMNICOM GROUP COM 681919106 16,121.13 180,225 SH SOLE 4 180,225 OMNICOM GROUP COM 681919106 518.20 5,800 SH SHD 3 5,800 0 0 ON COMMAND CORP COM 682160106 225.81 74,035 SOLE 2 74,035 ON SEMICONDUCTOR CORP COM 682189105 20.70 10,000 SOLE 2 10,000 ONEIDA LTD. COM 682505102 3,509.90 271,033 SH SOLE 3 271,033 0 0 ONEIDA LTD. COM 682505102 41.80 3,226 SH OTH 3 3,226 0 0 ONEOK INC. (NEW) COM 682680103 15,300.20 857,633 SH SOLE 3 822,233 0 35,400 ONEOK INC. (NEW) COM 682680103 6,455.40 361,850 SH OTH 3 40,450 0 112,400 ONEOK INC. (NEW) COM 682680103 421.00 23,600 SH SHD 3 23,600 0 0 ONI SYSTEMS CORP COM 68273F103 6,432.62 1,025,936 SOLE 2 1,025,936 ONI SYSTEMS CORP COM 68273F103 4,743.60 756,553 SH SOLE 3 756,553 0 0 ONI SYSTEMS CORP CNV 68273FAA1 296.60 450,000 SOLE 2 450,000 ONI SYSTEMS CORP PUT 68273F103 880.00 200,000 PUT SOLE 2 200,000 ONI SYSTEMS CORP PUT 68273F103 157.50 100,000 PUT SOLE 2 100,000 ONI SYSTEMS CORP COM 68273F103 66.05 10,534 SOLE 2 10,534 ONYX ACCEPTANCE CORP COM 682914106 379.07 73,039 SOLE 2 73,039 ONYX PHARMACEUTICALS INC COM 683399109 70.10 13,700 SH SOLE 3 13,700 0 0 ONYX SOFTWARE CORP COM 683402101 1,096.68 281,200 SOLE 2 281,200 ONYX SOFTWARE INC COM 683402101 23.40 6,000 SH SOLE 3 6,000 0 0 OPENTV CORP COM G67543101 36.40 4,400 SH SOLE 3 4,400 0 0 OPENWAVE SYS INC COM 683718100 10,014.66 1,022,948 SOLE 2 1,022,948 OPENWAVE SYS INC COM 683718100 777.82 79,450 SOLE 2 79,450 OPENWAVE SYS INC COM 683718100 210.11 19,600 SH SOLE 4 19,600 OPENWAVE SYSTEMS, INC. COM 683718100 2,704.00 276,205 SH SOLE 3 275,805 0 100 OPENWAVE SYSTEMS, INC. COM 683718100 16.60 1,700 SH OTH 3 1,700 0 0 OPTICAL CABLE CORP COM 683827109 349.80 214,600 SH SOLE 3 214,600 0 0 OPTICNET INC. COM 683868103 0.20 20,300 SH SOLE 3 20,300 0 0 ORACLE CORP COM 68389X105 271,142.90 19,633,811 SH SOLE 3 17,804,50 0 1,763,110 ORACLE CORP COM 68389X105 144,790.57 10,484,473 SOLE 2 10,484,47 ORACLE CORP COM 68389X105 80,774.70 5,849,001 SOLE 2 5,849,001 ORACLE CORP COM 68389X105 30,397.00 2,201,086 SH OTH 3 476,628 0 111,120 ORACLE CORP COM 68389X105 24,095.84 1,555,574 SH SOLE 4 1,555,574 ORACLE CORP COM 68389X105 1,191.80 86,300 SH SHD 3 86,300 0 0 ORACLE CORP CLL 68389X105 68.75 50,000 CALL SOLE 2 50,000 ORACLE CORP CLL 68389X105 13.75 10,000 CALL SOLE 2 10,000 ORAPHARMA INC COM 68554E106 205.69 45,810 SOLE 2 45,810 ORASURE TECHNOLOGIES INC COM 68554V108 12.20 1,000 SH SOLE 3 1,000 0 0 ORATEC INTERVENTIONS INC COM 68554M108 1,832.07 283,164 SOLE 2 283,164 ORATEC INTERVENTIONS INC COM 68554M108 1,667.10 257,666 SOLE 2 257,666 ORBOTECH LTD (ORD) COM M75253100 3,508.11 112,620 SOLE 2 112,620 ORCHID BIOSCIENCES INC COM 68571P100 60.50 11,000 SH SOLE 3 11,000 0 0 ORCHID BIOSCIENCES INC COM 68571P100 29.70 5,400 SH OTH 3 5,400 0 0 OREGON STEEL MILLS INC COM 686079104 5.00 1,000 SH SOLE 3 1,000 0 0 O'REILLY AUTOMOTIVE COM 686091109 288.10 7,900 SH SOLE 3 7,900 0 0 ORGANOGENESIS INC COM 685906109 756.88 157,683 SOLE 2 157,683 ORGANOGENESIS INC COM 685906109 155.00 32,300 SH SOLE 3 32,300 0 0 ORIENTAL DEVELOP USD 0.01 COM 000661775 0.00 450,000 SH OTH 3 0 0 0 ORIENT-EXPRESS HOTELS LTD COM G67743107 181.00 10,000 SOLE 2 10,000 ORION POWER HOLDINGS COM 686286105 896,381.79 34,344,130 SOLE 2 34,344,130 ORION POWER HOLDINGS COM 686286105 1,547.73 59,300 SOLE 2 59,300 ORTEC INTERNATIONAL INC COM 68749B108 68.44 11,800 SOLE 2 11,800 ORTHODONTIC CTRS OF AMER COM 68750P103 25,280.40 828,866 SH SOLE 3 828,866 0 0 ORTHOFIX INTERNATIONAL COM N6748L102 1,800.00 66,544 SH SOLE 3 66,544 0 0 OSHKOSH B'GOSH INC CLASS A COM 688222207 54.50 1,300 SH SOLE 3 1,300 0 0 OSHKOSH TRUCK CORP CLASS B COM 688239201 2,114.40 43,373 SH SOLE 3 43,373 0 0 OSHKOSH TRUCK CORP CLASS B COM 688239201 960.40 19,700 SH OTH 3 1,700 0 18,000 OSI PHARMACEUTICALS INC COM 671040103 68.60 1,500 SH SOLE 3 1,500 0 0 OSI PHARMACEUTICALS INC COM 671040103 66.30 1,450 SH OTH 3 1,450 0 0 OTP BANK GDR COM 004678704 12,433.60 209,673 SH OTH 3 0 0 0 OTP BANK GDR COM 004678704 1,425.90 24,045 SH SOLE 3 24,045 0 0 OTTER TAIL CORP COM 689648103 285.60 9,800 SH SOLE 3 9,800 0 0 OUTBACK STEAKHOUSE INC COM 689899102 85.60 2,500 SH SOLE 3 2,500 0 0 OUTBACK STEAKHOUSE INC COM 689899102 34.20 1,000 SH OTH 3 1,000 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 865.10 38,450 SH SOLE 3 38,450 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 39.40 1,750 SH OTH 3 1,750 0 0 OVERTURE SERVICES, INC. COM 69039R100 3,509.30 99,050 SH SOLE 3 99,050 0 0 OVERTURE SERVICES, INC. COM 69039R100 1,004.40 28,350 SH OTH 3 3,050 0 25,300 OVERTURE SVCS INC COM 69039R100 417.90 11,795 SOLE 2 11,795 OWENS & MINOR INC (NEW) COM 690732102 4,197.60 226,900 SH SOLE 3 226,900 0 0 OWENS & MINOR INC (NEW) COM 690732102 884.30 47,800 SH OTH 3 7,900 0 39,900 OWENS CORNING COM 69073F103 34.80 18,300 SH SOLE 3 18,300 0 0 OWENS-ILLINOIS INC COM 690768403 1,662.30 166,400 SH SOLE 3 166,400 0 0 OWENS-ILLINOIS INC COM 690768403 85.90 8,600 SH OTH 3 8,600 0 0 OXFORD HEALTH PLANS INC COM 691471106 6,139.50 203,700 SH SOLE 3 203,700 0 0 OXFORD HEALTH PLANS INC COM 691471106 9.00 300 SH OTH 3 300 0 0 P G & E CORP COM 69331C108 19,468.10 1,011,858 SH SOLE 3 994,158 0 17,700 P G & E CORP COM 69331C108 13,128.80 682,370 SH OTH 3 3,670 0 0 P G & E CORP COM 69331C108 562.77 29,250 SOLE 2 29,250 P.F. CHANGS CHINA BISTRO INC COM 69333Y108 14.20 300 SH SOLE 3 300 0 0 P.F. CHANGS CHINA BISTRO INC COM 69333Y108 9.50 200 SH OTH 3 200 0 0 PACCAR INC COM 693718108 2,961.00 45,123 SH SOLE 3 45,123 0 0 PACCAR INC COM 693718108 94.50 1,440 SH OTH 3 1,440 0 0 PACIFIC CAPITAL BANCORP COM 69404P101 439.10 15,800 SH SOLE 3 15,800 0 0 PACIFIC CENTURY FINCL CORP COM 694058108 18,141.50 700,715 SH SOLE 3 700,715 0 0 PACIFIC CENTURY FINCL CORP COM 694058108 3,021.80 116,716 SH OTH 3 11,216 0 105,500 PACIFIC GATEWAY EXCHANGE INC COM 694327107 0.90 300,000 SH SOLE 3 300,000 0 0 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 530.90 26,000 SH SOLE 3 26,000 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 11,633.20 727,072 SH SOLE 3 725,372 0 1,700 PACIFICARE HEALTH SYSTEMS COM 695112102 1,444.80 90,300 SH OTH 3 25,500 0 64,800 PACIFICARE HEALTH SYSTEMS INC COM 695112102 400.00 25,000 SOLE 2 25,000 PACKAGING CO OF AMERICA COM 695156109 9,108.20 501,827 SH SOLE 3 501,827 0 0 PACKAGING CO OF AMERICA COM 695156109 110.40 6,084 SH OTH 3 6,084 0 0 PACKETEER INC. COM 695210104 55.80 7,567 SH OTH 3 0 0 7,567 PACKETEER INC. COM 695210104 11.80 1,600 SH SOLE 3 1,600 0 0 PACTIV CORP COM 695257105 3,534.00 199,100 SH OTH 3 15,600 0 76,800 PACTIV CORP COM 695257105 2,651.50 149,382 SH SOLE 3 138,582 0 10,800 PALL CORP COM 696429307 18,601.10 773,115 SH SOLE 3 773,115 0 0 PALL CORP COM 696429307 146.70 6,097 SH OTH 3 6,097 0 0 PALM INC COM 696642107 2,711.80 698,912 SH SOLE 3 698,912 0 0 PALM INC. COM 696642107 247.14 63,695 SOLE 2 63,695 PAN PACIFIC RETIAL PROPERTIES COM 69806L104 13,809.80 480,842 SH SOLE 3 480,842 0 0 PAN PACIFIC RETIAL PROPERTIES COM 69806L104 427.10 14,871 SH OTH 3 14,871 0 0 PANAMERICAN BEVERAGES, INC COM P74823108 3.60 239 SH SOLE 3 239 0 0 PANAMSAT CORP. COM 697933109 1,376.30 62,900 SH SOLE 3 59,100 0 3,800 PANAMSAT CORP. COM 697933109 113.80 5,200 SH SHD 3 5,200 0 0 PANAMSAT CORP. COM 697933109 4.80 220 SH OTH 3 220 0 0 PANERA BREAD COMPANY CLASS A COM 69840W108 1,098.00 21,100 SH SOLE 3 21,100 0 0 PANERA BREAD COMPANY CLASS A COM 69840W108 452.70 8,700 SH OTH 3 0 0 8,700 PAPA JOHN'S INTERNATIONAL INC COM 698813102 545.60 19,855 SH SOLE 3 19,855 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 1,482.30 189,791 SH SOLE 3 179,291 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 745.03 95,395 SOLE 2 95,395 PARAMETRIC TECHNOLOGY CORP COM 699173100 452.20 57,900 SH OTH 3 0 0 57,900 PARAMETRIC TECHNOLOGY CORP COM 699173100 217.35 27,830 SOLE 2 27,830 PAREXEL INTERNATIONAL CORP COM 699462107 1,044.70 72,804 SH SOLE 3 72,804 0 0 PARK ELECTROCHEMICAL CRP COM 700416209 864.60 32,750 SH SOLE 3 32,750 0 0 PARK ELECTROCHEMICAL CRP COM 700416209 398.60 15,100 SH OTH 3 0 0 15,100 PARK NATIONAL CORP COM 700658107 151.80 1,637 SH SOLE 3 1,637 0 0 PARK NATIONAL CORP COM 700658107 59.60 643 SH OTH 3 643 0 0 PARK PLACE ENTERTAINMENT CORP COM 700690100 8,574.00 935,010 SH SOLE 3 890,410 0 44,600 PARK PLACE ENTERTAINMENT CORP COM 700690100 772.10 84,200 SH OTH 3 38,500 0 45,700 PARKER DRILLING CO. COM 701081101 1,328.00 359,900 SH SOLE 3 359,900 0 0 PARKER DRILLING CO. COM 701081101 52.00 14,100 SH OTH 3 14,100 0 0 PARKER-HANNIFIN CORP. COM 701094104 30,292.30 659,820 SH SOLE 3 566,980 0 89,750 PARKER-HANNIFIN CORP. COM 701094104 7,717.20 168,094 SH OTH 3 141,794 0 17,500 PARKERVISION INC COM 701354102 260.40 12,400 SH SOLE 3 12,400 0 0 PARKWAY PROPERTIES CO COM 70159Q104 6,618.50 199,351 SH SOLE 3 199,351 0 0 PARKWAY PROPERTIES CO COM 70159Q104 205.30 6,183 SH OTH 3 6,183 0 0 PARTY CITY CORP COM 702145103 375.50 50,000 SOLE 2 50,000 PATHMARK STORES COM 70322A101 15,849.00 642,700 SH SOLE 3 642,700 0 0 PATHMARK STORES COM 70322A101 1,315.50 53,347 SH OTH 3 0 0 53,347 PATINA OIL AND GAS CORP COM 703224105 998.20 36,300 SH SOLE 3 36,300 0 0 PATTERSON DENTAL COM 703412106 6,151.00 150,280 SH SOLE 3 150,280 0 0 PATTERSON DENTAL COM 703412106 3,507.70 85,700 SH OTH 3 2,700 0 41,500 PATTERSON DENTAL COM 703412106 204.70 5,000 SH SHD 3 5,000 0 0 PATTERSON-UTI ENERGY, INC. COM 703481101 9,774.30 419,318 SH SOLE 3 419,318 0 0 PATTERSON-UTI ENERGY, INC. COM 703481101 96.20 4,129 SH OTH 3 4,129 0 0 PAXAR CORP COM 704227107 6,920.40 487,350 SH SOLE 3 487,350 0 0 PAXAR CORP COM 704227107 37.60 2,650 SH OTH 3 2,650 0 0 PAYCHEX INC COM 704326107 7,363.81 211,300 SOLE 2 211,300 PAYCHEX INC COM 704326107 3,424.50 98,264 SOLE 2 98,264 PAYCHEX INC COM 704326107 60.80 1,746 SH SOLE 3 1,746 0 0 PAYCHEX INC COM 704326107 52.30 1,500 SH OTH 3 1,500 0 0 PAYLESS SHOESOURCE INC COM 704379106 14,097.60 251,071 SH SOLE 3 247,371 0 3,100 PAYLESS SHOESOURCE INC COM 704379106 2,529.60 45,050 SH OTH 3 4,050 0 0 PAYLESS SHOESOURCE INC COM 704379106 275.10 4,900 SH SHD 3 4,900 0 0 PC CONNECTION INC. COM 69318J100 206.90 13,950 SH SOLE 3 13,950 0 0 PC CONNECTION INC. COM 69318J100 31.90 2,150 SH OTH 3 2,150 0 0 PC-TEL INC COM 69325Q105 103.90 10,700 SH SOLE 3 10,700 0 0 PDI INC COM 69329V100 348.20 15,600 SH SOLE 3 15,600 0 0 PEABODY ENEGRY CORP COM 704549104 307.30 10,900 SH SOLE 3 10,900 0 0 PEARSON PLC - SPONSORED ADR COM 705015105 12.30 1,000 SH SOLE 3 1,000 0 0 PEC SOLUTIONS INC COM 705107100 5,810.70 154,500 SH SOLE 3 154,500 0 0 PEC SOLUTIONS INC COM 705107100 628.10 16,700 SH OTH 3 3,900 0 12,800 PEDIATRIX MEDICAL GROUP INC COM 705324101 810.42 23,892 SOLE 2 23,892 PEDIATRIX MEDICAL GROUP INC COM 705324101 359.60 10,600 SH SOLE 3 10,600 0 0 PEGASUS COMMUNICATIONS INC. COM 705904100 738.00 70,897 SH SOLE 3 70,897 0 0 PEGASUS COMMUNICATIONS INC. COM 705904100 396.60 38,100 SH OTH 3 0 0 38,100 PEGASUS SOLUTIONS INC COM 705906105 1,336.90 94,150 SH SOLE 3 94,150 0 0 PEGASUS SOLUTIONS INC COM 705906105 60.40 4,250 SH OTH 3 4,250 0 0 PEMSTAR INC COM 706552106 1,339.20 111,600 SH SOLE 3 111,600 0 0 PEMSTAR INC COM 706552106 60.00 5,000 SH OTH 3 5,000 0 0 PENN ENGINEERING & MFG COM 707389300 92.10 5,500 SH SOLE 3 5,500 0 0 PENN NATIONAL GAMING INC COM 707569109 7,045.00 232,201 SH SOLE 3 232,201 0 0 PENN NATIONAL GAMING INC COM 707569109 31.90 1,050 SH OTH 3 1,050 0 0 PENNEY J C INC COM 708160106 39,782.70 1,478,911 SH SOLE 3 1,444,211 0 32,300 PENNEY J C INC COM 708160106 12,927.60 480,580 SH OTH 3 111,380 0 0 PENNEY J C INC COM 708160106 443.90 16,500 SH SHD 3 16,500 0 0 PENNEY J C INC COM 708160106 282.45 10,500 SOLE 2 10,500 PENNZOIL-QUAKER STATE COM 709323109 498.50 34,500 SH SOLE 3 34,500 0 0 PENNZOIL-QUAKER STATE COM 709323109 388.70 26,900 SH OTH 3 0 0 26,900 PENTAIR INC COM 709631105 9,764.10 267,437 SH SOLE 3 262,087 0 800 PENTAIR INC COM 709631105 249.30 6,829 SH OTH 3 6,829 0 0 PENTON MEDIA INC COM 709668107 346.80 55,400 SH SOLE 3 55,400 0 0 PEOPLES ENERGY CORP COM 711030106 895.10 23,600 SH OTH 3 0 0 23,600 PEOPLES ENERGY CORP COM 711030106 534.80 14,100 SH SOLE 3 14,100 0 0 PEOPLESOFT INC COM 712713106 38,901.00 967,687 SH SOLE 3 959,687 0 5,900 PEOPLESOFT INC COM 712713106 769.83 19,150 SOLE 2 19,150 PEOPLESOFT INC COM 712713106 295.50 7,350 SH OTH 3 6,350 0 0 PEOPLESOFT INC COM 712713106 233.16 5,800 SOLE 2 5,800 PEOPLESOFT INC COM 712713106 80.40 2,000 SH SHD 3 2,000 0 0 PEP BOYS MANNY-MOE &JACK COM 713278109 3,479.70 202,900 SH SOLE 3 202,900 0 0 PEP BOYS MANNY-MOE &JACK COM 713278109 46.30 2,700 SH OTH 3 2,700 0 0 PEPSIAMERICAS, INC. COM 71343P200 1,486.60 107,725 SH SOLE 3 107,725 0 0 PEPSIAMERICAS, INC. COM 71343P200 30.40 2,200 SH OTH 3 2,200 0 0 PEPSICO BOTTLING GROUP COM 713409100 56,574.00 2,407,404 SH SOLE 3 2,107,004 0 297,000 PEPSICO BOTTLING GROUP COM 713409100 11,451.50 487,300 SH OTH 3 38,400 0 0 PEPSICO BOTTLING GROUP COM 713409100 761.40 32,400 SH SHD 3 32,400 0 0 PEPSICO INC COM 713448108 142,080.29 2,918,059 SOLE 2 2,918,059 PEPSICO INC COM 713448108 74,677.36 1,533,731 SOLE 2 1,533,731 PEPSICO INC COM 713448108 3,896.16 81,035 SH SOLE 4 81,035 PEPSICO INC CLL 713448108 45.00 10,000 CALL SOLE 2 10,000 PEPSICO INC (NORTH CAROLINA) COM 713448108 515,311.90 10,583,526 SH SOLE 3 10,027,27 0 545,761 PEPSICO INC (NORTH CAROLINA) COM 713448108 57,754.90 1,186,175 SH OTH 3 449,464 0 65,120 PEPSICO INC (NORTH CAROLINA) COM 713448108 2,580.10 52,990 SH SHD 3 52,990 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 1,543.70 104,094 SH SOLE 3 104,094 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 148.30 10,000 SOLE 2 10,000 PERFICIENT INC COM 71375U101 13.80 12,000 SOLE 2 12,000 PERFORMANCE FOOD GROUP CO COM 713755106 3,794.40 107,886 SH SOLE 3 107,886 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 3,305.98 94,000 SOLE 2 94,000 PERFORMANCE FOOD GROUP CO COM 713755106 1,617.82 46,000 SOLE 2 46,000 PERFORMANCE FOOD GROUP CO COM 713755106 56.30 1,600 SH OTH 3 1,600 0 0 PERICOM SEMICONDUCTOR CORP COM 713831105 133.40 9,200 SH SOLE 3 9,200 0 0 PERKINELMER INC COM 714046109 14,937.90 426,552 SH SOLE 3 313,152 0 113,400 PERKINELMER INC COM 714046109 4,620.90 131,950 SH OTH 3 2,650 0 0 PERKINELMER INC CLL 714046109 73.50 10,000 CALL SOLE 2 10,000 PERKINELMER INC COM 714046109 301.20 8,600 SH SHD 3 8,600 0 0 PERMIAN BASIN RTY TR UBI COM 714236106 202.54 38,000 SOLE 2 38,000 PERMIAN BASIN RTY TR UBI COM 714236106 53.30 10,000 SOLE 2 10,000 PEROT SYSTEMS CORP CLASS A COM 714265105 408.40 20,000 SOLE 2 20,000 PEROT SYSTEMS INC COM 714265105 290.00 14,200 SH SOLE 3 14,200 0 0 PERRIGO COMPANY COM 714290103 4,729.70 400,142 SH SOLE 3 395,542 0 4,600 PERRIGO COMPANY COM 714290103 1,356.30 114,750 SH OTH 3 18,450 0 96,300 PER-SE TECHNOLOGIES INC NEW COM 713569309 471.30 43,841 SH SOLE 3 43,841 0 0 PERSISTENCE SOFTWARE INC COM 715329108 89.28 72,000 SOLE 2 72,000 PETROCHINA CO LTD COM 71646E100 311.50 17,500 SOLE 2 17,500 PETROCHINA CO LTD COM 71646E100 202.03 11,350 SOLE 2 11,350 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 17,634.60 756,850 SH OTH 3 0 0 0 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 2,161.10 92,750 SH SOLE 3 92,750 0 0 PETROLEO BRASILEIRO SA ADR COM 71654V101 6,915.80 311,100 SH OTH 3 0 0 0 PETROLEO BRASILEIRO SA ADR COM 71654V101 773.60 34,800 SH SOLE 3 34,800 0 0 PETROQUEST ENERGY INC COM 716748108 10.10 1,900 SH SOLE 3 1,900 0 0 PETSMART, INC. COM 716768106 1,057.30 107,450 SH SOLE 3 107,450 0 0 PETSMART, INC. COM 716768106 99.38 10,100 SOLE 2 10,100 PETSMART, INC. COM 716768106 56.60 5,750 SH OTH 3 5,750 0 0 PFD WACHOVIA CORP. COM 929903201 0.00 176,622 SH SOLE 3 176,622 0 0 PFF BANCORP INC COM 69331W104 1,636.70 59,300 SH SOLE 3 59,300 0 0 PFIZER INC COM 717081103 1,196,721.90 30,030,661 SH SOLE 3 27,812,27 0 2,141,783 PFIZER INC COM 717081103 152,290.00 3,821,580 SH OTH 3 911,505 0 237,660 PFIZER INC COM 717081103 7,340.40 184,200 SH SHD 3 184,200 0 0 PFIZER INC. COM 717081103 229,067.84 5,748,252 SOLE 2 5,748,252 PFIZER INC. COM 717081103 128,525.14 3,225,223 SOLE 2 3,225,223 PFIZER INC. COM 717081103 4,605.95 116,019 SH SOLE 4 116,019 PHARMACEUTICAL PRODUCT DEV COM 717124101 3,553.80 109,990 SH SOLE 3 109,990 0 0 PHARMACEUTICAL RESOURCES INC COM 717125108 2,153.10 63,700 SH SOLE 3 63,700 0 0 PHARMACEUTICAL RESOURCES INC COM 717125108 108.20 3,200 SH OTH 3 3,200 0 0 PHARMACIA CORP COM 71713U102 39,375.70 923,229 SH SOLE 3 716,502 0 200,335 PHARMACIA CORP COM 71713U102 7,299.20 171,142 SH OTH 3 37,814 0 0 PHARMACIA CORP COM 71713U102 3,886.40 91,123 SOLE 2 91,123 PHARMACIA CORP COM 71713U102 2,178.35 51,075 SOLE 2 51,075 PHARMACIA CORP COM 71713U102 785.90 18,427 SH SHD 3 18,427 0 0 PHARMACOPEIA INC COM 71713B104 649.40 46,750 SH SOLE 3 46,750 0 0 PHARMACOPEIA INC COM 71713B104 138.90 10,000 SOLE 2 10,000 PHARMACOPEIA INC COM 71713B104 25.70 1,850 SH OTH 3 1,850 0 0 PHARMACYCLICS INC. COM 716933106 872.70 87,800 SH SOLE 3 87,800 0 0 PHARMCHEM INC COM 717133102 17.43 18,347 SOLE 2 18,347 PHARSIGHT CORP COM 71721Q101 201.80 136,352 SOLE 2 136,352 PHELPS DODGE CORP COM 717265102 3,566.90 110,091 SH SOLE 3 110,091 0 0 PHELPS DODGE CORP COM 717265102 891.30 27,509 SH OTH 3 1,609 0 25,900 PHILADELPHIA CONSOLIDATED COM 717528103 328.10 8,700 SH SOLE 3 8,700 0 0 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 238,125.70 5,193,581 SH SOLE 3 4,843,896 0 343,185 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 33,769.40 736,520 SH OTH 3 218,420 0 38,400 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 24,749.14 539,785 SOLE 2 539,785 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 19,178.28 418,283 SOLE 2 418,283 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 1,082.99 23,250 SH SOLE 4 23,250 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 59.00 10,000 CALL SOLE 2 10,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 258.50 10,000 CALL SOLE 2 10,000 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 77.90 1,700 SH SHD 3 1,700 0 0 PHILIP SERVICES CORP COM 718193105 0.20 164 SH SOLE 3 164 0 0 PHILIPPINE LONG DIST-SP ADR COM 718252604 60.20 7,300 SH SOLE 3 7,300 0 0 PHILLIPS PETROLEUM CO. COM 718507106 28,185.20 467,727 SH SOLE 3 460,227 0 7,500 PHILLIPS PETROLEUM CO. COM 718507106 18,846.90 312,760 SH OTH 3 15,460 0 0 PHILLIPS PETROLEUM CO. COM 718507106 719.38 11,938 SOLE 2 11,938 PHILLIPS PETROLEUM CO. COM 718507106 542.30 9,000 SH SHD 3 9,000 0 0 PHILLIPS PETROLEUM CO. COM 718507106 207.90 3,450 SOLE 2 3,450 PHILLIPS-VAN HEUSEN CORP COM 718592108 3,690.70 338,600 SH SOLE 3 338,600 0 0 PHILLIPS-VAN HEUSEN CORP COM 718592108 44.70 4,100 SH OTH 3 4,100 0 0 PHOENIX COS INC COM 71902E109 11,689.20 631,850 SH SOLE 3 628,100 0 3,750 PHOENIX COS INC COM 71902E109 733.50 39,650 SH OTH 3 2,050 0 37,600 PHOENIX TECHNOLOGY LTD COM 719153108 329.40 28,300 SH SOLE 3 28,300 0 0 PHOTOGEN TECHNOLOGIES INC COM 71932A101 337.44 222,000 SOLE 2 222,000 PHOTOGEN TECHNOLOGIES INC COM 71932A101 86.64 57,000 SOLE 2 57,000 PHOTON DYNAMICS INC COM 719364101 11.00 240 SH OTH 3 240 0 0 PHOTON DYNAMICS INC COM 719364101 4.60 100 SH SOLE 3 100 0 0 PHYSIOMETRIX INC COM 718928104 65.40 30,000 SOLE 2 30,000 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 13,682.90 789,092 SH SOLE 3 789,092 0 0 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 1,488.50 85,844 SH OTH 3 8,144 0 77,700 PILGRIM PRIME RATE TRUST COM 72146W103 498.00 75,000 SOLE 2 75,000 PILGRIMS PRIDE CORP-CLASS B COM 721467108 948.50 70,000 SH SOLE 3 70,000 0 0 PILGRIMS PRIDE CORP-CLASS B COM 721467108 94.80 7,000 SH OTH 3 7,000 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 366.60 60,800 SH SOLE 3 60,800 0 0 PINNACLE HOLDINGS INC COM 72346N101 4.15 12,218 SOLE 2 12,218 PINNACLE SYSTEMS INC COM 723481107 7.90 1,000 SH SOLE 3 1,000 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 996.00 23,800 SH SOLE 3 23,800 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 9.20 220 SH OTH 3 220 0 0 PIONEER NATURAL RES COM 723787107 37,181.60 1,930,511 SH SOLE 3 1,733,184 0 183,299 PIONEER NATURAL RES COM 723787107 515.60 26,769 SH OTH 3 26,769 0 0 PIONEER STAND. ELECTRNCS COM 723877106 2,631.40 207,200 SH SOLE 3 207,200 0 0 PIONEER STAND. ELECTRNCS COM 723877106 105.40 8,300 SH OTH 3 8,300 0 0 PITNEY-BOWES INC COM 724479100 14,303.60 380,314 SH SOLE 3 369,814 0 1,400 PITNEY-BOWES INC COM 724479100 5,076.60 134,981 SH OTH 3 56,781 0 15,000 PITNEY-BOWES INC COM 724479100 223.78 5,950 SOLE 2 5,950 PITTSTON BRINK'S GROUP COM 725701106 27,151.90 1,228,592 SH SOLE 3 1,225,842 0 2,750 PITTSTON BRINK'S GROUP COM 725701106 1,518.30 68,701 SH OTH 3 5,201 0 63,500 PIXAR INC COM 725811103 387.30 10,770 SH OTH 3 1,170 0 9,600 PIXAR INC COM 725811103 75.20 2,090 SH SOLE 3 2,090 0 0 PIXELWORKS INC COM 72581M107 337.30 21,000 SH OTH 3 0 0 21,000 PIXELWORKS INC COM 72581M107 305.10 19,000 SH SOLE 3 19,000 0 0 PLACER DOME INC COM 725906101 182.59 16,736 SOLE 2 16,736 PLACER DOME INC COM 725906101 158.78 14,554 SOLE 2 14,554 PLACER DOME INC COM 725906101 3.30 300 SH OTH 3 300 0 0 PLAINS ALL AMERICAN PIPELINE COM 726503105 40,152.47 1,544,920 SOLE 2 1,544,920 PLAINS ALL AMERICAN PIPELINE COM 726503105 11,357.42 436,992 SOLE 2 436,992 PLAINS RESOURCES INC (NEW) COM 726540503 392.60 15,954 SH SOLE 3 15,954 0 0 PLAINS RESOURCES INC (NEW) COM 726540503 27.10 1,100 SH OTH 3 1,100 0 0 PLANAR SYSTEMS INC. COM 726900103 1,074.00 50,900 SH SOLE 3 50,900 0 0 PLANAR SYSTEMS INC. COM 726900103 35.90 1,700 SH OTH 3 1,700 0 0 PLANET HOLLYWOOD WTS COM 72702Q110 1.10 2,709 SH SOLE 3 2,709 0 0 PLANETCAD INC COM 72704Y103 3.00 16,666 SOLE 2 16,666 PLANTRONICS INC COM 727493108 8,115.10 316,500 SH SOLE 3 314,200 0 2,300 PLANTRONICS INC COM 727493108 1,984.50 77,400 SH OTH 3 2,500 0 29,100 PLAYBOY ENTERPRISES INC CLASS B COM 728117300 506.70 30,000 SOLE 2 30,000 PLAYBOY ENTERPRISES INC CLASS B COM 728117300 231.40 13,700 SH SOLE 3 13,700 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 17,108.30 1,754,700 SH SOLE 3 1,754,700 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 30.20 3,100 SH OTH 3 3,100 0 0 PLEXUS CORP COM 729132100 4,001.10 150,645 SH SOLE 3 149,645 0 1,000 PLEXUS CORP COM 729132100 965.50 36,350 SH OTH 3 2,850 0 0 PLEXUS CORP COM 729132100 228.40 8,600 SH SHD 3 8,600 0 0 PLUG POWER INC. COM 72919P103 194.00 22,200 SH SOLE 3 22,200 0 0 PLUM CREEK TIMBER CO COM 729251108 21,516.50 758,959 SH SOLE 3 753,133 0 0 PLUM CREEK TIMBER CO COM 729251108 315.50 11,130 SH OTH 3 11,130 0 0 PLUM CREEK TIMBER CO INC COM 729251108 4,682.85 165,180 SOLE 2 165,180 PLUM CREEK TIMBER CO INC COM 729251108 2,786.81 98,300 SOLE 2 98,300 PLX TECHNOLOGIES COM 693417107 56.70 4,500 SH SOLE 3 4,500 0 0 PMA CAPITAL CORP. COM 693419202 331.00 17,150 SH SOLE 3 17,150 0 0 PMA CAPITAL CORP. COM 693419202 39.60 2,050 SH OTH 3 2,050 0 0 PMC - SIERRA INC COM 69344F106 660.30 31,057 SH SOLE 3 31,057 0 0 PMC-SIERRA INC COM 69344F106 1,422.02 66,887 SOLE 2 66,887 PMC-SIERRA INC COM 69344F106 299.38 14,082 SOLE 2 14,082 PMI GROUP, INC. COM 69344M101 1,641.75 24,500 SOLE 2 24,500 PMI GROUP, INC. CLL 69344M101 140.00 10,000 CALL SOLE 2 10,000 PMI GROUP, INC. COM 69344M101 381.96 5,700 SOLE 2 5,700 PMI GROUP, INC. COM 69344M101 241.20 3,600 SH SOLE 3 3,600 0 0 PMI GROUP, INC. COM 69344M101 36.20 540 SH OTH 3 540 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 45,430.10 808,364 SH SOLE 3 670,644 0 126,600 PNC FINANCIAL SERVICES GROUP COM 693475105 11,933.90 212,347 SH OTH 3 27,247 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 157.40 2,800 SH SHD 3 2,800 0 0 PNC FINL SVCS GROUP INC COM 693475105 395.76 7,042 SOLE 2 7,042 PNM RESOURCES INC. COM 69349H107 16,801.90 601,142 SH SOLE 3 595,042 0 6,100 PNM RESOURCES INC. COM 69349H107 1,539.30 55,074 SH OTH 3 10,474 0 44,600 POET HOLDINGS INC COM 730447109 545.20 297,717 SH SOLE 4 297,717 POGO PRODUCING CO COM 730448107 18,213.30 693,312 SH SOLE 3 691,262 0 2,050 POGO PRODUCING CO COM 730448107 5,296.48 201,617 SOLE 2 201,617 POGO PRODUCING CO COM 730448107 1,917.71 73,000 SOLE 2 73,000 POGO PRODUCING CO COM 730448107 509.60 19,400 SH OTH 3 1,100 0 18,300 POLARIS INDS INC COM 731068102 24,053.40 416,509 SH SOLE 3 416,509 0 0 POLARIS INDS INC COM 731068102 4,007.80 69,400 SH OTH 3 4,800 0 64,600 POLYCOM INC COM 73172K104 1,126.01 33,050 SOLE 2 33,050 POLYCOM INC COM 73172K104 794.00 23,304 SH SOLE 3 23,304 0 0 POLYCOM INC COM 73172K104 62.70 1,840 SH OTH 3 1,840 0 0 POLYMEDICA INDS INC COM 731738100 1,598.20 96,280 SH SOLE 3 96,280 0 0 POLYMEDICA INDS INC COM 731738100 24.90 1,500 SH OTH 3 1,500 0 0 POLYMER GROUP INC. COM 731745105 32.25 43,000 SOLE 2 43,000 POMEROY COMPUTER RES COM 731822102 8.10 600 SH SOLE 3 600 0 0 POPE & TALBOT CO COM 732827100 456.80 32,056 SH SOLE 3 32,056 0 0 POPE & TALBOT CO COM 732827100 42.80 3,000 SH OTH 3 3,000 0 0 POPE RES DEL LTD PRTNRSHP COM 732857107 2.40 165 SH SOLE 3 165 0 0 POPULAR INC COM 733174106 157.00 5,400 SH SOLE 3 5,400 0 0 PORT FINANCIAL CORP COM 734119100 7.80 300 SH SOLE 3 300 0 0 PORTAL SOFTWARE COM 736126103 802.10 385,622 SH SOLE 3 385,622 0 0 PORTAL SOFTWARE, INC. COM 736126103 41.18 19,800 SOLE 2 19,800 POST PROPERTIES INC COM 737464107 3,559.10 100,227 SH SOLE 3 100,227 0 0 POST PROPERTIES INC COM 737464107 475.83 13,400 SOLE 2 13,400 POST PROPERTIES INC COM 737464107 317.81 8,950 SOLE 2 8,950 POST PROPERTIES INC COM 737464107 44.00 1,240 SH OTH 3 1,240 0 0 POTASH CORP. OF SASKATCHEWAN COM 73755L107 14,407.40 234,724 SH SOLE 3 234,724 0 0 POTASH CORP. OF SASKATCHEWAN COM 73755L107 135.30 2,204 SH OTH 3 2,204 0 0 POTLATCH CORP COM 737628107 970.40 33,097 SH SOLE 3 33,097 0 0 POTLATCH CORP COM 737628107 110.00 3,750 SH OTH 3 3,750 0 0 POTOMAC ELEC.POWER CO. COM 737679100 27.10 1,200 SH SOLE 3 1,200 0 0 POWELL INDS INC COM 739128106 343.50 18,300 SH SOLE 3 18,300 0 0 POWER INTEGRATIONS INC COM 739276103 404.30 17,700 SH SOLE 3 17,700 0 0 POWER-ONE INC COM 739308104 340.40 32,700 SH SOLE 3 32,700 0 0 POWERTEL INC COM 73936C109 0.00 1 SH SOLE 3 1 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 1,021.40 59,107 SH SOLE 3 57,307 0 1,800 PPG INDUSTRIES INC. COM 693506107 10,049.80 194,311 SH SOLE 3 189,111 0 5,200 PPG INDUSTRIES INC. COM 693506107 271.20 5,244 SH OTH 3 5,244 0 0 PPG INDUSTRIES INC. COM 693506107 258.60 5,000 SH SHD 3 5,000 0 0 PPL CORP COM 69351T106 32,377.70 929,058 SH SOLE 3 761,867 0 160,336 PPL CORP COM 69351T106 2,994.17 85,916 SOLE 2 85,916 PPL CORP COM 69351T106 563.10 16,158 SH OTH 3 16,158 0 0 PRAECIS PHARM INC COM 739421105 843.00 144,850 SH SOLE 3 144,850 0 0 PRAECIS PHARM INC COM 739421105 30.00 5,150 SH OTH 3 5,150 0 0 PRAXAIR INC COM 74005P104 9,850.10 178,282 SH SOLE 3 171,782 0 6,500 PRAXAIR INC COM 74005P104 5,083.00 92,000 SH OTH 3 700 0 0 PRAXAIR INC COM 74005P104 220.72 3,995 SOLE 2 3,995 PRECISION CASTPARTS CORP. COM 740189105 1,961.40 69,430 SH SOLE 3 69,430 0 0 PRECISION CASTPARTS CORP. COM 740189105 370.10 13,100 SH OTH 3 0 0 13,100 PREDICTIVE SYS INC COM 74036W102 98.98 50,500 SOLE 2 50,500 PRENTISS PROPERTIES COM 740706106 20,101.00 732,276 SH SOLE 3 732,276 0 0 PRENTISS PROPERTIES COM 740706106 974.80 35,511 SH OTH 3 18,211 0 17,300 PRESIDENTIAL LIFE CORP COM 740884101 35.00 1,700 SH SOLE 3 1,700 0 0 PRI AUTOMATION INC COM 69357H106 292.40 14,300 SH SOLE 3 14,300 0 0 PRICE COMMUNICATIONS CORP NEW COM 741437305 15,867.80 831,210 SH SOLE 3 831,210 0 0 PRICE COMMUNICATIONS CORP NEW COM 741437305 1,352.98 70,874 SOLE 2 70,874 PRICE COMMUNICATIONS CORP NEW COM 741437305 542.20 28,400 SH OTH 3 0 0 28,400 PRICE T ROWE GROUP INC COM 74144T108 375.08 10,800 SOLE 2 10,800 PRICELINE.COM COM 741503106 1,762.00 302,750 SH SOLE 3 302,750 0 0 PRICELINE.COM COM 741503106 32.90 5,650 SH OTH 3 5,650 0 0 PRICELINE.COM INC COM 741503106 500.23 85,950 SOLE 2 85,950 PRIDE INTERNATIONAL INC. COM 74153Q102 1,202.90 79,662 SH SOLE 3 78,962 0 700 PRIME GROUP REALTY TRUST COM 74158J103 1,070.80 116,012 SH SOLE 3 116,012 0 0 PRIME GROUP REALTY TRUST COM 74158J103 47.10 5,100 SH OTH 3 5,100 0 0 PRIME HOSPITALITY CORP COM 741917108 1,234.30 111,700 SH SOLE 3 111,700 0 0 PRIME HOSPITALITY CORP COM 741917108 61.90 5,600 SH OTH 3 5,600 0 0 PRIMEDIA INC COM 74157K101 1,160.65 266,815 SOLE 2 266,815 PRIMEDIA INC COM 74157K101 52.90 12,172 SH OTH 3 0 0 12,172 PRIMEDIA INC COM 74157K101 33.10 7,602 SH SOLE 3 7,602 0 0 PRIMUS KNOWLEDGE SOLUTIONS COM 74163Q100 28.02 33,355 SOLE 2 33,355 PRINCIPAL FINANCIAL GROUP COM 74251V102 16,276.30 678,178 SH SOLE 3 524,817 0 147,186 PRINCIPAL FINANCIAL GROUP COM 74251V102 298.50 12,436 SH OTH 3 12,436 0 0 PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 13,199.04 549,960 SOLE 2 549,960 PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 720.72 30,030 SOLE 2 30,030 PRIORITY HEALTHCARE A COM 74264T201 5,278.50 150,000 SH SOLE 3 150,000 0 0 PRIORITY HEALTHCARE CORP COM 74264T102 6,280.30 178,467 SH SOLE 3 176,267 0 2,200 PRIORITY HEALTHCARE CORP COM 74264T102 1,768.30 50,250 SH OTH 3 4,450 0 45,800 PRIZE ENERGY CORP COM 74267L106 573.40 24,800 SH SOLE 3 24,800 0 0 PROBUSINESS SERVICES COM 742674104 47.00 2,500 SH SOLE 3 2,500 0 0 PROCTER & GAMBLE CO COM 742718109 371,966.00 4,700,695 SH SOLE 3 4,168,625 0 514,200 PROCTER & GAMBLE CO COM 742718109 73,236.90 925,526 SH OTH 3 121,749 0 13,000 PROCTER & GAMBLE CO COM 742718109 44,054.60 568,080 SH SOLE 4 568,080 PROCTER & GAMBLE CO COM 742718109 20,688.38 261,448 SOLE 2 261,448 PROCTER & GAMBLE CO COM 742718109 9,747.63 123,185 SOLE 2 123,185 PROCTER & GAMBLE CO COM 742718109 4,914.00 62,100 SH SHD 3 62,100 0 0 PROGENICS PHARMACEUTICALS COM 743187106 112.70 6,100 SH SOLE 3 6,100 0 0 PROGRESS ENERGY INC. COM 743263105 299.90 6,660 SH SOLE 3 6,660 0 0 PROGRESS ENERGY INC. COM 743263105 123.80 2,750 SH OTH 3 2,750 0 0 PROGRESS SOFTWARE COM 743312100 3,464.60 200,500 SH SOLE 3 200,500 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 28,358.90 189,946 SH SOLE 3 180,546 0 9,400 PROGRESSIVE CORP OF OHIO COM 743315103 3,931.10 26,330 SH OTH 3 15,230 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 283.70 1,900 SH SHD 3 1,900 0 0 PROLOGIS TRUST COM 743410102 12,580.10 584,849 SH SOLE 3 577,950 0 700 PROLOGIS TRUST COM 743410102 1,714.78 79,720 SOLE 2 79,720 PROLOGIS TRUST COM 743410102 617.30 28,700 SH OTH 3 28,700 0 0 PROSPERITY BANCSHARES INC COM 743606105 59.40 2,200 SH SOLE 3 2,200 0 0 PROTECTION ONE INC COM 743663304 138.20 55,296 SH SOLE 3 55,296 0 0 PROTECTIVE LIFE CORP COM 743674103 1,495.68 51,700 SOLE 2 51,700 PROTECTIVE LIFE CORP COM 743674103 1,193.60 41,257 SH SOLE 3 41,257 0 0 PROTECTIVE LIFE CORP COM 743674103 737.70 25,500 SH OTH 3 0 0 25,500 PROTEIN DESIGN LABS COM 74369L103 1,632.80 49,780 SH SOLE 3 49,780 0 0 PROTEIN DESIGN LABS COM 74369L103 1,069.90 32,620 SH OTH 3 1,320 0 31,300 PROVIDENT BANKSHARES CORP COM 743859100 294.00 12,100 SH SOLE 3 12,100 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 771.40 29,354 SH SOLE 3 29,354 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 733.20 27,900 SH OTH 3 2,800 0 25,100 PROVIDENT FINANCIAL GROUP COM 743866105 457.96 17,426 SOLE 2 17,426 PROVIDIAN FINANCIAL CORP COM 74406A102 2,079.60 585,800 SH SOLE 3 266,300 0 319,500 PROVIDIAN FINANCIAL CORP COM 74406A102 387.90 109,268 SOLE 2 109,268 PROVIDIAN FINANCIAL CORP COM 74406A102 304.37 85,738 SOLE 2 85,738 PROVINCE HEALTHCARE COMPANY COM 743977100 617.20 20,000 SH SOLE 3 20,000 0 0 PROXIM INC COM 744284100 755.90 76,200 SH SOLE 3 76,200 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 33,539.49 1,010,530 SOLE 2 1,010,530 PRUDENTIAL FINANCIAL INC COM 744320102 26,779.35 806,850 SOLE 2 806,850 PRUDENTIAL FINANCIAL INC COM 744320102 2,768.47 86,650 SH SOLE 4 86,650 PS BUSINESS PARKS INC/CA COM 69360J107 874.10 27,750 SH SOLE 3 27,750 0 0 PS BUSINESS PARKS INC/CA COM 69360J107 92.90 2,950 SH OTH 3 2,950 0 0 PSS WORLD MEDICL INC COM 69366A100 1,737.70 212,950 SH SOLE 3 212,950 0 0 PSS WORLD MEDICL INC COM 69366A100 91.80 11,250 SH OTH 3 11,250 0 0 PTEK HLDGS INC COM 69366M104 272.00 80,000 SOLE 2 80,000 PTEK HLDGS INC COM 69366M104 146.20 43,000 SOLE 2 43,000 PUBLIC STORAGE INC COM 74460D109 8,018.30 240,068 SH SOLE 3 233,568 0 6,500 PUBLIC STORAGE INC COM 74460D729 631.79 23,236 SOLE 2 23,236 PUBLIC STORAGE INC COM 74460D109 527.70 15,800 SH OTH 3 15,800 0 0 PUBLIC STORAGE INC COM 74460D729 418.73 15,400 SOLE 2 15,400 PUBLIC STORAGE INC COM 74460D109 93.50 2,800 SH SHD 3 2,800 0 0 PUBLIC-SVC ENTERPRISE GROUP COM 744573106 1,628.20 38,593 SH SOLE 3 38,593 0 0 PUBLIC-SVC ENTERPRISE GROUP COM 744573106 16.90 400 SH OTH 3 400 0 0 PUGET ENERGY, INC. COM 745310102 225.50 10,300 SH SOLE 3 10,300 0 0 PULITZER INC COM 745769109 20,729.30 406,457 SH SOLE 3 406,457 0 0 PULITZER INC COM 745769109 1,201.00 23,550 SH OTH 3 3,050 0 20,500 PULTE HOMES INC COM 745867101 1,349.03 30,200 SOLE 2 30,200 PULTE HOMES, INC. COM 745867101 5,810.30 130,072 SH SOLE 3 130,072 0 0 PULTE HOMES, INC. COM 745867101 1,232.90 27,600 SH OTH 3 0 0 0 PUMATECH, INC. COM 745887109 35.30 13,700 SH SOLE 3 13,700 0 0 PURCHASEPRO.COM INC COM 746144104 220.50 182,200 SH SOLE 3 182,200 0 0 PURE RES INC COM 74622E102 715.60 35,600 SH SOLE 3 35,600 0 0 QIAGEN N.V. COM N72482107 2,907.57 139,720 SH SOLE 4 139,720 QIAGEN N.V. COM N72482107 296.96 16,000 SOLE 2 16,000 QLOGIC CORP CLL 747277101 414.00 15,000 CALL SOLE 2 15,000 QLOGIC CORP COM 747277101 300.90 6,760 SH SOLE 3 4,560 0 2,200 QLOGIC CORP COM 747277101 76.10 1,710 SH OTH 3 1,710 0 0 QUAKER FABRIC CORP COM 747399103 66.50 8,000 SH SOLE 3 8,000 0 0 QUALCOMM INC COM 747525103 444,081.40 8,793,692 SH SOLE 3 8,281,922 0 496,870 QUALCOMM INC COM 747525103 43,515.20 861,688 SH OTH 3 306,442 0 84,180 QUALCOMM INC COM 747525103 5,180.34 102,581 SOLE 2 102,581 QUALCOMM INC COM 747525103 3,709.68 73,459 SOLE 2 73,459 QUALCOMM INC COM 747525103 424.20 8,400 SH SHD 3 8,400 0 0 QUANEX CORP COM 747620102 3,857.10 136,293 SH SOLE 3 136,293 0 0 QUANEX CORP COM 747620102 145.70 5,150 SH OTH 3 5,150 0 0 QUANTA SERVICES INC COM 74762E102 2,022.87 131,100 SOLE 2 131,100 QUANTA SERVICES INC COM 74762E102 390.10 25,280 SH SOLE 3 23,780 0 1,500 QUANTUM CO DLT & STORAGE COM 747906204 390.10 39,600 SH OTH 3 0 0 39,600 QUANTUM CO DLT & STORAGE COM 747906204 388.10 39,400 SH SOLE 3 39,400 0 0 QUEST DIAGNOSTICS, INC. COM 74834L100 111.20 1,550 SH SOLE 3 1,550 0 0 QUEST SOFTWARE, INC COM 74834T103 1,055.10 47,720 SH SOLE 3 47,720 0 0 QUEST SOFTWARE, INC COM 74834T103 798.20 36,100 SH OTH 3 500 0 35,600 QUICKSILVER RESOURCES INC COM 74837R104 1,083.00 56,850 SH SOLE 3 56,850 0 0 QUICKSILVER RESOURCES INC COM 74837R104 69.50 3,650 SH OTH 3 3,650 0 0 QUIKSILVER INC COM 74838C106 412.00 23,954 SH SOLE 3 23,954 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 6,851.20 426,867 SH SOLE 3 426,867 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 590.60 36,800 SH OTH 3 0 0 36,800 QUINTILES TRANSNATIONAL CORP COM 748767100 160.50 10,000 SOLE 2 10,000 QUINTUS CORP COM 748798105 1.80 22,905 SH OTH 3 0 0 22,905 QUOVADX INC COM 74913K106 99.70 10,900 SH SOLE 3 10,900 0 0 QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 21,680.60 1,534,369 SH SOLE 3 1,411,269 0 123,100 QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 15,763.00 1,115,570 SH OTH 3 37,370 0 0 QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 252.90 17,900 SH SHD 3 17,900 0 0 QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 803.90 56,893 SOLE 2 56,893 QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 654.80 46,341 SOLE 2 46,341 R & G FINANCIAL CORP CLASS B COM 749136107 380.50 22,200 SH SOLE 3 22,200 0 0 R & G FINANCIAL CORP CLASS B COM 749136107 2.20 130 SH OTH 3 130 0 0 R R DONNELLEY & SONS CO COM 257867101 2,919.80 98,344 SH SOLE 3 98,344 0 0 R.H. DONNELLY CORP. COM 74955W307 1,603.60 55,200 SH OTH 3 1,300 0 53,900 R.H. DONNELLY CORP. COM 74955W307 1,169.00 40,242 SH SOLE 3 40,242 0 0 RADIAN GROUP COM 750236101 3,458.70 80,528 SH SOLE 3 80,528 0 0 RADIAN GROUP COM 750236101 1,433.00 33,364 SH OTH 3 64 0 0 RADIAN GROUP INC COM 750236101 15,577.97 362,700 SOLE 2 362,700 RADIAN GROUP INC COM 750236101 4,569.71 106,396 SOLE 2 106,396 RADIANT SYSTEMS INC COM 75025N102 748.60 65,100 SH SOLE 3 65,100 0 0 RADIANT SYSTEMS INC COM 75025N102 26.40 2,300 SH OTH 3 2,300 0 0 RADIO ONE INC COM 75040P405 306.17 17,000 SOLE 2 17,000 RADIO ONE INC COM 75040P108 272.56 14,757 SOLE 2 14,757 RADIO UNICA COMMUNICATIONS CP COM 75040Q106 120.40 86,000 SOLE 2 86,000 RADIOSHACK CORP COM 750438103 6,652.40 221,010 SH SOLE 3 183,510 0 37,500 RADIOSHACK CORP COM 750438103 1,962.80 65,210 SH OTH 3 4,610 0 0 RADISYS CORP COM 750459109 351.90 17,900 SH SOLE 3 17,900 0 0 RADISYS CORP COM 750459109 28.50 1,450 SH OTH 3 1,450 0 0 RAINBOW TECHNOLOGIES INC COM 750862104 434.00 58,650 SH SOLE 3 58,650 0 0 RAINBOW TECHNOLOGIES INC COM 750862104 35.10 4,750 SH OTH 3 4,750 0 0 RAINDANCE COMM COM 75086X106 210.73 36,906 SOLE 2 36,906 RAINDANCE COMMUNICATIONS INC COM 75086X106 30.80 5,400 SH SOLE 3 5,400 0 0 RALCORP HOLDINGS INC COM 751028101 4.50 200 SH SOLE 3 200 0 0 RAMBUS INC COM 750917106 5,075.50 635,232 SH SOLE 3 635,232 0 0 RAMBUS INC COM 750917106 128.64 16,100 SOLE 2 16,100 RARE HOSPITALITY INTERNATIONAL INC COM 753820109 10,266.10 455,463 SH SOLE 3 455,463 0 0 RATIONAL SOFTWARE CORP COM 75409P202 8,258.39 423,507 SOLE 2 423,507 RATIONAL SOFTWARE CORP CNV 75409PAC7 249.98 275,000 SOLE 2 275,000 RATIONAL SOFTWARE CORP COM 75409P202 801.80 41,118 SOLE 2 41,118 RATIONAL SOFTWARE CORP (NEW) COM 75409P202 1,598.20 81,961 SH SOLE 3 39,561 0 42,400 RATIONAL SOFTWARE CORP (NEW) COM 75409P202 610.00 31,282 SH OTH 3 1,140 0 30,142 RAWLINGS SPORTING GOODS CO COM 754459105 150.00 50,000 SOLE 2 50,000 RAYMOND JAMES FINANCIAL INC COM 754730109 494.60 13,925 SH SOLE 3 13,925 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 373.00 10,500 SH OTH 3 0 0 10,500 RAYONIER INC COM 754907103 1,731.10 34,300 SH OTH 3 1,400 0 32,900 RAYONIER INC COM 754907103 277.80 5,504 SH SOLE 3 5,504 0 0 RAYOVAC CORP COM 755081106 6,399.40 363,600 SH SOLE 3 363,600 0 0 RAYTHEON CO COM 755111507 797.59 24,564 SOLE 2 24,564 RAYTHEON COMPANY (NEW) COM 755111507 4,518.60 139,161 SH SOLE 3 139,161 0 0 RAYTHEON COMPANY (NEW) COM 755111507 86.20 2,654 SH OTH 3 2,654 0 0 RCN CORP COM 749361101 311.80 106,400 SH SOLE 3 106,400 0 0 RCN CORP COM 749361101 19.90 6,800 SH OTH 3 6,800 0 0 READER'S DIGEST ASSOC., INC. COM 755267101 1,057.10 45,800 SH SOLE 3 40,700 0 5,100 READER'S DIGEST ASSOC., INC. COM 755267101 9.20 400 SH OTH 3 400 0 0 READING ENTERTAINMENT INC COM 755358108 21.01 11,059 SOLE 2 11,059 REALNETWORKS, INC. COM 75605L104 849.32 142,984 SOLE 2 142,984 REALNETWORKS, INC. COM 75605L104 286.90 48,300 SH SOLE 3 48,300 0 0 REALTY INCOME CORP COM 756109104 1,440.60 49,000 SH SOLE 3 49,000 0 0 RECKSON ASSOC REALTY CORP COM 75621K304 2,742.33 107,500 SOLE 2 107,500 RECKSON ASSOC REALTY CORP COM 75621K304 255.10 10,000 SOLE 2 10,000 RECKSON ASSOCIATES REALTY CP COM 75621K106 253.69 10,860 SOLE 2 10,860 RECKSON ASSOCIATES REALTY CP COM 75621K106 214.91 9,200 SOLE 2 9,200 RED HAT, INC. COM 756577102 237.72 33,482 SOLE 2 33,482 RED HAT, INC. COM 756577102 179.42 25,271 SOLE 2 25,271 REDBACK NETWORK COM 757209101 1,305.10 330,400 SH SOLE 3 330,400 0 0 REDBACK NETWORK COM 757209101 391.10 99,000 SH OTH 3 0 0 99,000 REDIFF.COM INDIA LIMITED COM 757479100 27.89 42,900 SOLE 2 42,900 REDWOOD TRUST INC COM 758075402 100.50 4,149 SH SOLE 3 4,149 0 0 REEBOK INTERNATIONAL LTD COM 758110100 2,650.00 100,000 SH SOLE 3 100,000 0 0 REEBOK INTERNATIONAL LTD COM 758110100 1,158.00 43,700 SH OTH 3 0 0 0 REGAL BELOIT CORP COM 758750103 135.20 6,200 SH SOLE 3 6,200 0 0 REGENCY CENTERS CORP. COM 758849103 566.10 20,400 SH SOLE 3 20,400 0 0 REGENCY CENTERS CORP. COM 758849103 155.40 5,600 SH OTH 3 5,600 0 0 REGENERATION TECH INC DEL COM 75886N100 7.10 700 SH SOLE 3 700 0 0 REGENERON PHARMACEUTICAL INC COM 75886F107 368.90 13,100 SH SOLE 3 13,100 0 0 REGENERON PHARMACEUTICAL INC COM 75886F107 352.00 12,500 SH OTH 3 0 0 12,500 REGENT COMMUNICATIONS INC COM 758865109 4,822.20 714,400 SH SOLE 3 714,400 0 0 REGIONS FINANCIAL CORP COM 758940100 8,352.80 278,985 SH SOLE 3 268,785 0 10,200 REGIONS FINANCIAL CORP COM 758940100 4,997.94 166,932 SOLE 2 166,932 REGIONS FINANCIAL CORP COM 758940100 1,852.10 61,860 SH OTH 3 7,260 0 0 REGIONS FINANCIAL CORP COM 758940100 1,638.92 54,740 SOLE 2 54,740 REGIS CORP COM 758932107 20.60 800 SH SOLE 3 800 0 0 REINSURANCE GROUP OF AMERICA COM 759351109 14.60 440 SH SOLE 3 440 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 477.80 18,200 SH SOLE 3 18,200 0 0 RELIANT ENERGY INC COM 75952J108 35,720.70 1,346,934 SH SOLE 3 1,260,334 0 71,300 RELIANT ENERGY INC COM 75952J108 12,833.30 483,910 SH OTH 3 131,410 0 0 RELIANT ENERGY INC COM 75952J108 782.30 29,500 SH SHD 3 29,500 0 0 RELIANT RESOURCES INC COM 75952B105 38,776.40 2,348,659 SH SOLE 3 1,987,580 0 321,411 RELIANT RESOURCES INC COM 75952B105 982.50 59,509 SH OTH 3 59,509 0 0 RELIANT RESOURCES INC COM 75952B105 247.70 15,000 SH SHD 3 15,000 0 0 RELIANT RESOURCES, INC. COM 75952B105 3,990.47 241,700 SOLE 2 241,700 RELIANT RESOURCES, INC. COM 75952B105 3,232.08 190,571 SH SOLE 4 190,571 RELIANT RESOURCES, INC. COM 75952B105 2,284.19 138,352 SOLE 2 138,352 RELM WIRELESS CORP COM 759525108 18.90 18,000 SOLE 2 18,000 REMEC INC COM 759543101 357.10 35,750 SH SOLE 3 35,750 0 0 REMEC INC COM 759543101 185.94 18,613 SOLE 2 18,613 RENAISSANCE LEARNING INC COM 75968L105 1,225.50 40,220 SH SOLE 3 40,220 0 0 RENAISSANCE LEARNING INC COM 75968L105 48.80 1,600 SH OTH 3 1,600 0 0 RENAISSANCERE HOLDINGS LT COM G7496G103 19,215.90 201,425 SH SOLE 3 135,919 0 62,175 RENAISSANCERE HOLDINGS LT COM G7496G103 351.60 3,686 SH OTH 3 3,686 0 0 RENAL CARE GROUP INC COM 759930100 16,886.50 526,059 SH SOLE 3 526,059 0 0 RENT A-CENTER INC. COM 76009N100 7,054.70 210,150 SH SOLE 3 210,150 0 0 RENT A-CENTER INC. COM 76009N100 36.90 1,100 SH OTH 3 1,100 0 0 RENT-WAY INC COM 76009U104 635.80 106,150 SH SOLE 3 106,150 0 0 RENT-WAY INC COM 76009U104 33.20 5,550 SH OTH 3 5,550 0 0 REPSOL YPF SA - ADR COM 76026T205 206.04 14,180 SOLE 2 14,180 REPUBLIC BANCORP COM 760282103 48.80 3,520 SH SOLE 3 3,520 0 0 REPUBLIC SERVICES INC COM 760759100 199.70 10,000 SOLE 2 10,000 REPUBLIC SERVICES INC CLASS A COM 760759100 40,532.70 2,029,678 SH SOLE 3 2,001,378 0 15,400 REPUBLIC SERVICES INC CLASS A COM 760759100 2,317.40 116,044 SH OTH 3 24,444 0 91,600 RESEARCH IN MOTION COM 760975102 249.06 10,500 SOLE 2 10,500 RESMED INC COM 761152107 2,970.00 55,082 SH SOLE 3 55,082 0 0 RESMED INC COM 761152107 1,693.10 31,400 SH OTH 3 300 0 11,700 RESORTQUEST INTERNATIONAL INC COM 761183102 442.68 93,000 SOLE 2 93,000 RESORTQUEST INTERNATIONAL INC COM 761183102 401.00 84,250 SH SOLE 3 84,250 0 0 RESORTQUEST INTERNATIONAL INC COM 761183102 16.90 3,550 SH OTH 3 3,550 0 0 RESOURCE AMERICA INC COM 761195205 530.50 56,800 SH SOLE 3 56,800 0 0 RESOURCE BANCSHARES MTG GROUP COM 761197102 852.60 74,400 SH SOLE 3 74,400 0 0 RESPIRONICS INC COM 761230101 1,200.20 34,648 SH SOLE 3 34,648 0 0 RESPIRONICS INC COM 761230101 647.80 18,700 SH OTH 3 1,400 0 17,300 RESTORATION HARDWARE INC COM 760981100 587.46 65,711 SOLE 2 65,711 RETEK INC COM 76128Q109 11,726.50 392,583 SH SOLE 3 392,583 0 0 RETEK INC COM 76128Q109 669.10 22,400 SH OTH 3 100 0 22,300 REUTERS GROUP PLC SPONS ADR COM 76132M102 712.56 11,878 SOLE 2 11,878 REUTERS GROUP PLC SPONS ADR COM 76132M102 369.06 6,152 SOLE 2 6,152 REYNOLDS & REYNOLDS CO CLASS A COM 761695105 7,945.50 327,651 SH SOLE 3 327,651 0 0 REYNOLDS & REYNOLDS CO CLASS A COM 761695105 327.40 13,500 SH OTH 3 100 0 13,400 RF MICRO DEVICES INC COM 749941100 796.10 41,400 SH SOLE 3 41,400 0 0 RF MICRO DEVICES INC COM 749941100 1.90 100 SH OTH 3 100 0 0 RFS HOTEL INVESTORS INC COM 74955J108 3,274.00 287,700 SH SOLE 3 287,700 0 0 RFS HOTEL INVESTORS INC COM 74955J108 159.30 14,000 SH OTH 3 14,000 0 0 RGS ENERGY GROUP COM 74956K104 900.50 23,950 SH SOLE 3 23,950 0 0 RGS ENERGY GROUP COM 74956K104 32.00 850 SH OTH 3 850 0 0 RIGHT MGMT CONSULTANTS INC COM 766573109 344.30 19,900 SH SOLE 3 19,900 0 0 RIGHTCHOICE MANAGED CARE COM 76657T102 2,860.00 40,863 SH SOLE 3 40,863 0 0 RITE AID CORP CLL 767754104 43.31 52,500 CALL SOLE 2 52,500 RITE AID CORP COM 767754104 260.08 51,400 SOLE 2 51,400 RITE AID CORP CLL 767754104 19.13 45,000 CALL SOLE 2 45,000 RIVERDEEP PLC COM 76870Q109 295.90 17,600 SH SOLE 3 17,600 0 0 RIVERSTONE NETWORKS INC COM 769320102 1,935.83 116,616 SOLE 2 116,616 RIVERSTONE NETWORKS INC COM 769320102 1,427.60 86,003 SH SOLE 3 86,003 0 0 RIVERSTONE NETWORKS INC COM 769320102 6.00 359 SH OTH 3 359 0 0 RIVIANA FOODS, INC. COM 769536103 10,485.80 590,748 SH SOLE 3 590,748 0 0 RIVIANA FOODS, INC. COM 769536103 255.96 14,420 SOLE 2 14,420 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 70,383.20 1,250,145 SH SOLE 3 1,236,545 0 13,600 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 10,801.20 191,850 SH OTH 3 21,550 0 0 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1,278.00 22,700 SH SHD 3 22,700 0 0 RLI CORP COM 749607107 6.10 136 SH SOLE 3 136 0 0 ROADWAY CORP COM 769742107 209.20 5,700 SH SOLE 3 5,700 0 0 ROADWAY CORP COM 769742107 29.40 800 SH OTH 3 800 0 0 ROANOKE ELEC STL CORP COM 769841107 223.56 16,200 SOLE 2 16,200 ROBBINS MYERS INC. COM 770196103 568.90 24,300 SH SOLE 3 24,300 0 0 ROBERT HALF INTERNATIONAL INC COM 770323103 5,739.20 214,953 SH SOLE 3 206,603 0 8,350 ROBERT HALF INTERNATIONAL INC COM 770323103 468.60 17,550 SH OTH 3 850 0 16,700 ROBERT MONDAVI CLASS A COM 609200100 1,397.50 36,776 SH SOLE 3 36,776 0 0 ROBERT MONDAVI CLASS A COM 609200100 41.80 1,100 SH OTH 3 1,100 0 0 ROCK-TENN CO. CL. A COM 772739207 89.30 6,200 SH SOLE 3 6,200 0 0 ROCK-TENN CO. CL. A COM 772739207 4.30 300 SH OTH 3 300 0 0 ROCKWELL COLLINS INC COM 774341101 377.40 19,354 SOLE 2 19,354 ROCKWELL COLLINS INC. COM 774341101 6,797.40 348,586 SH SOLE 3 342,386 0 6,200 ROCKWELL COLLINS INC. COM 774341101 134.60 6,900 SH OTH 3 5,100 0 0 ROCKWELL INTERNATIONAL CORP COM 773903109 345.66 19,354 SOLE 2 19,354 ROCKWELL INTERNATIONAL CORP NEW COM 773903109 6,833.40 382,607 SH SOLE 3 382,607 0 0 ROCKWELL INTERNATIONAL CORP NEW COM 773903109 82.20 4,600 SH SHD 3 4,600 0 0 ROCKWELL INTERNATIONAL CORP NEW COM 773903109 46.40 2,600 SH OTH 3 2,600 0 0 ROGERS CORPOM COM 775133101 1,146.90 37,850 SH SOLE 3 37,850 0 0 ROGERS CORPOM COM 775133101 749.90 24,750 SH OTH 3 1,250 0 23,500 ROHM AND HAAS CO COM 775371107 1,229.40 35,500 SH OTH 3 300 0 0 ROHM AND HAAS CO COM 775371107 1,187.60 34,294 SH SOLE 3 29,694 0 4,600 ROLLINS INC. COM 775711104 190.00 9,500 SH SOLE 3 9,500 0 0 ROPER INDS INC (NEW) COM 776696106 8,037.07 162,365 SOLE 2 162,365 ROPER INDS INC (NEW) COM 776696106 2,675.60 54,052 SH SOLE 3 54,052 0 0 ROPER INDS INC (NEW) COM 776696106 846.50 17,100 SH OTH 3 1,700 0 15,400 ROSLYN BANCORP INC COM 778162107 2.60 150 SH SOLE 3 150 0 0 ROSS STORES INC COM 778296103 27,816.80 867,108 SH SOLE 3 865,908 0 0 ROSS STORES INC COM 778296103 572.20 17,838 SH OTH 3 7,338 0 10,500 ROUSE CO COM 779273101 274.80 9,382 SOLE 2 9,382 ROXIO, INC. COM 780008108 7.30 442 SH OTH 3 442 0 0 ROYAL BANK OF CANADA COM 780087102 15.60 479 SH SOLE 3 479 0 0 ROYAL BANK OF SCOTLAND 7.25% PFD 780097879 650.78 26,000 SOLE 2 26,000 ROYAL BK OF SCOTLAND GROUP PLC PFD 780097606 796.85 29,700 SOLE 2 29,700 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 103,220.60 2,105,684 SH SOLE 3 2,015,209 0 90,475 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 37,217.00 759,220 SH OTH 3 46,820 0 0 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 1,681.40 34,300 SH SHD 3 34,300 0 0 ROYAL DUTCH PETROLEUM COMPANY COM 780257804 14,461.15 295,005 SOLE 2 295,005 ROYAL DUTCH PETROLEUM COMPANY COM 780257804 7,919.33 161,553 SOLE 2 161,553 RPM INC (OHIO) COM 749685103 543.70 37,600 SH SOLE 3 37,600 0 0 RSA SECURITY INC COM 749719100 1,457.90 83,500 SH SOLE 3 83,300 0 0 RSA SECURITY INC COM 749719100 1,031.90 59,100 SH OTH 3 1,800 0 53,700 RSA SECURITY INC COM 749719100 261.90 15,000 SOLE 2 15,000 RTI INTERNATIONAL METALS COM 74973W107 278.60 28,000 SH SOLE 3 28,000 0 0 RTI INTERNATIONAL METALS COM 74973W107 46.80 4,700 SH OTH 3 4,700 0 0 RUBIO'S RESTAURANTS INC COM 78116B102 35.86 11,000 SOLE 2 11,000 RUBY TUESDAY INC COM 781182100 6,157.10 298,453 SH SOLE 3 298,453 0 0 RUBY TUESDAY INC COM 781182100 99.30 4,815 SH OTH 3 4,815 0 0 RUDDICK CORP COM 781258108 111.90 7,000 SH SOLE 3 7,000 0 0 RUDOLPH TECHNOLOGIES COM 781270103 514.80 15,000 SH SOLE 3 15,000 0 0 RURAL CELLULAR CORP CLASS A COM 781904107 12,600.20 566,300 SH SOLE 3 566,300 0 0 RURAL CELLULAR CORP CLASS A COM 781904107 51.60 2,320 SH OTH 3 2,320 0 0 RUSS BERRIE AND COMPANY INC COM 782233100 718.70 23,958 SH SOLE 3 23,958 0 0 RUSSELL CORP COM 782352108 300.20 20,000 SH SOLE 3 20,000 0 0 RYAN FAMILY STEAK HOUSES INC COM 783519101 2,030.80 93,800 SH SOLE 3 93,800 0 0 RYAN FAMILY STEAK HOUSES INC COM 783519101 77.90 3,600 SH OTH 3 3,600 0 0 RYDER SYSTEM INC COM 783549108 2,658.00 120,000 SH SOLE 3 102,600 0 15,400 RYDER SYSTEM INC COM 783549108 170.60 7,700 SH OTH 3 7,700 0 0 RYERSON TULL INC (NEW) COM 78375P107 110.00 10,000 SOLE 2 10,000 RYERSON TULL INC(NEW) COM 78375P107 371.90 33,807 SH SOLE 3 33,807 0 0 RYERSON TULL INC(NEW) COM 78375P107 2.20 196 SH OTH 3 196 0 0 RYLAND GROUP INC COM 783764103 58.60 800 SH SOLE 3 800 0 0 S&P 400 MID-CAP DEPOSITORY RECEIPT COM 595635103 31,415.10 338,525 SH SOLE 3 338,525 0 0 S&T BANCORP INC. COM 783859101 31.60 1,300 SH SOLE 3 1,300 0 0 S1 CORP COM 78463B101 4,341.70 268,340 SH SOLE 3 268,340 0 0 S1 CORP COM 78463B101 561.20 34,685 SOLE 2 34,685 S1 CORP COM 78463B101 65.50 4,050 SH OTH 3 4,050 0 0 SABA SOFTWARE INC COM 784932105 214.50 41,100 SH SOLE 3 41,100 0 0 SABA SOFTWARE INC COM 784932105 208.80 40,000 SOLE 2 40,000 SABINE RTY TRUST U.B.I. COM 785688102 1,493.99 68,500 SOLE 2 68,500 SABRE HOLDINGS CORP COM 785905100 300,289.60 7,090,663 SH SOLE 3 6,962,683 0 126,250 SABRE HOLDINGS CORP COM 785905100 14,161.50 334,392 SH OTH 3 257,192 0 64,400 SAFECO CORP COM 786429100 1,828.50 58,700 SH OTH 3 100 0 18,600 SAFECO CORP COM 786429100 789.20 25,334 SH SOLE 3 25,334 0 0 SAFEGUARD SCIENTIFICS COM 786449108 587.30 167,800 SH SOLE 3 167,800 0 0 SAFEGUARD SCIENTIFICS COM 786449108 161.21 46,061 SOLE 2 46,061 SAFEGUARD SCIENTIFICS COM 786449108 105.00 30,000 SOLE 2 30,000 SAFEGUARD SCIENTIFICS COM 786449108 51.10 14,600 SH OTH 3 14,600 0 0 SAFEWAY INC COM 786514208 36,395.00 871,736 SH SOLE 3 863,836 0 3,500 SAFEWAY INC COM 786514208 225.40 5,400 SH SHD 3 5,400 0 0 SAFEWAY INC COM 786514208 59.30 1,420 SH OTH 3 1,420 0 0 SAFEWAY INC. COM 786514208 280,725.58 6,723,966 SOLE 2 6,723,966 SAFEWAY INC. COM 786514208 142,681.21 3,417,514 SOLE 2 3,417,514 SAFEWAY INC. COM 786514208 8,522.49 210,380 SH SOLE 4 210,380 SAGA COMMUNICATION INC. CLASS A COM 786598102 21,412.30 1,034,411 SH SOLE 3 1,034,411 0 0 SAGE INC COM 786632109 278.00 7,500 SH SOLE 3 7,500 0 0 SAKS INC. COM 79377W108 880.00 94,214 SH SOLE 3 94,214 0 0 SALEM COMMUNICATIONS - CLASS A COM 794093104 19,264.80 837,600 SH SOLE 3 837,600 0 0 SALOMON BROS 2008 WORLDWIDE COM 79548R103 228.68 22,800 SOLE 2 22,800 SALON MEDIA GROUP INC COM 79550B103 8.29 59,188 SOLE 2 59,188 SALTON INC COM 795757103 4,961.00 262,763 SH SOLE 3 262,763 0 0 SALTON INC COM 795757103 1,170.56 62,000 SOLE 2 62,000 SALTON INC COM 795757103 61.40 3,254 SH OTH 3 3,254 0 0 SAN JUAN BASIN REALTY UBI COM 798241105 143.85 15,000 SOLE 2 15,000 SAN JUAN BASIN REALTY UBI COM 798241105 95.90 10,000 SOLE 2 10,000 SAN JUAN BASIN REALTY UBI COM 798241105 35.50 3,700 SH SOLE 3 3,700 0 0 SANCHEZ COMPUTER ASSOC COM 799702105 7.70 900 SH SOLE 3 900 0 0 SANDERSON FARMS INC COM 800013104 23.50 1,100 SH SOLE 3 1,100 0 0 SANDISK CORP COM 80004C101 47.40 3,290 SH SOLE 3 3,290 0 0 SANDISK CORP COM 80004C101 870.34 60,440 SOLE 2 60,440 SANDISK CORP COM 80004C101 374.40 26,000 SOLE 2 26,000 SANDY SPRING BANCORP INC COM 800363103 133.80 4,200 SH SOLE 3 4,200 0 0 SANGAMO BIOSCIENCES INC COM 800677106 93.40 10,000 SOLE 2 10,000 SANGSTAT MEDICAL CORP COM 801003104 520.50 26,500 SH SOLE 3 26,500 0 0 SANGSTAT MEDICAL CORP COM 801003104 49.10 2,500 SH OTH 3 2,500 0 0 SANMINA-SCI CORP COM 800907107 351.02 17,639 SOLE 2 17,639 SANMINA-SCI CORP. COM 800907107 25,553.60 1,284,101 SH SOLE 3 1,274,701 0 8,200 SANMINA-SCI CORP. COM 800907107 5,880.90 295,524 SH OTH 3 29,124 0 0 SANMINA-SCI CORP. COM 800907107 197.00 9,900 SH SHD 3 9,900 0 0 SANTANDER BANCORP COM 802809103 768.60 39,600 SH SOLE 3 39,600 0 0 SAP AG - SPONS ADR COM 803054204 16.00 500 SH OTH 3 0 0 500 SAP AKTIENGESELLSCHAFT COM 803054204 1,149.48 36,000 SOLE 2 36,000 SAP AKTIENGESELLSCHAFT COM 803054204 1,035.01 32,415 SOLE 2 32,415 SAPIENT CORP COM 803062108 24,454.40 3,167,672 SH SOLE 3 3,167,672 0 0 SAPIENT CORP. COM 803062108 931.70 120,686 SOLE 2 120,686 SAPIENT CORP. COM 803062108 195.62 25,340 SOLE 2 25,340 SARA LEE CORP COM 803111103 122,628.90 5,516,368 SH SOLE 3 5,452,368 0 64,000 SARA LEE CORP COM 803111103 11,289.31 507,841 SOLE 2 507,841 SARA LEE CORP COM 803111103 9,274.40 417,200 SH OTH 3 80,200 0 0 SARA LEE CORP COM 803111103 1,072.66 48,253 SOLE 2 48,253 SARA LEE CORP COM 803111103 1,062.60 47,800 SH SHD 3 47,800 0 0 SATYAM COMPUTER SERVICES ADR COM 804098101 2,120.20 193,100 SH OTH 3 0 0 0 SATYAM COMPUTER SERVICES ADR COM 804098101 494.10 45,000 SH SOLE 3 45,000 0 0 SAUCONY INC CLASS B COM 804120202 76.65 14,600 SOLE 2 14,600 SAUER-DANFOSS INC. COM 804137107 67.20 8,400 SH SOLE 3 8,400 0 0 SBA COMMUNICATIONS CORP COM 78388J106 8,926.50 685,600 SH SOLE 3 685,600 0 0 SBC COMMUNICATIONS INC COM 78387G103 157,300.70 4,015,847 SH SOLE 3 3,580,575 0 402,112 SBC COMMUNICATIONS INC COM 78387G103 37,207.40 949,895 SH OTH 3 170,095 0 0 SBC COMMUNICATIONS INC COM 78387G103 3,313.74 84,599 SOLE 2 84,599 SBC COMMUNICATIONS INC COM 78387G103 2,050.47 52,348 SOLE 2 52,348 SBC COMMUNICATIONS INC COM 78387G103 711.60 18,166 SH SHD 3 18,166 0 0 SBS BROADCASTING COM L8137F102 16.50 1,048 SH SOLE 3 1,048 0 0 SBS TECHNOLOGIES INC COM 78387P103 1,095.60 75,193 SH SOLE 3 75,193 0 0 SBS TECHNOLOGIES INC COM 78387P103 50.30 3,450 SH OTH 3 3,450 0 0 SCANSOURCE INC COM 806037107 345.60 7,261 SH SOLE 3 7,261 0 0 SCHERING-PLOUGH CORP COM 806605101 163,711.30 4,571,664 SH SOLE 3 4,289,110 0 279,500 SCHERING-PLOUGH CORP COM 806605101 14,596.50 407,610 SH OTH 3 91,684 0 20,000 SCHERING-PLOUGH CORP COM 806605101 14,405.15 402,266 SOLE 2 402,266 SCHERING-PLOUGH CORP COM 806605101 13,409.71 388,800 SH SOLE 4 388,800 SCHERING-PLOUGH CORP COM 806605101 12,462.42 348,015 SOLE 2 348,015 SCHERING-PLOUGH CORP COM 806605101 229.20 6,400 SH SHD 3 6,400 0 0 SCHLUMBERGER LTD COM 806857108 14,223.53 258,845 SOLE 2 258,845 SCHLUMBERGER LTD COM 806857108 2,453.52 44,650 SOLE 2 44,650 SCHLUMBERGER LTD. COM 806857108 78,148.20 1,422,169 SH SOLE 3 1,394,279 0 25,490 SCHLUMBERGER LTD. COM 806857108 3,783.60 68,856 SH OTH 3 28,000 0 38,000 SCHNITZER STEEL INDUSTRIES INC COM 806882106 1,481.10 108,505 SH SOLE 3 108,505 0 0 SCHNITZER STEEL INDUSTRIES INC COM 806882106 18.80 1,378 SH OTH 3 1,378 0 0 SCHOLASTIC CORP COM 807066105 10,048.79 199,658 SOLE 2 199,658 SCHOLASTIC CORP COM 807066105 1,570.30 31,200 SH OTH 3 0 0 31,200 SCHOLASTIC CORP COM 807066105 181.20 3,600 SH SOLE 3 3,600 0 0 SCHOOL SPECIALTY INC. COM 807863105 5,486.60 239,800 SH SOLE 3 239,800 0 0 SCHULER HOMES INC COM 808188106 635.02 31,991 SOLE 2 31,991 SCHULER HOMES, INC. CLASS A COM 808188106 24,473.30 1,232,913 SH SOLE 3 1,232,913 0 0 SCHWEITZER-MAUDUIT INTERNATIONAL INC COM 808541106 1,885.80 79,400 SH SOLE 3 79,400 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 42.30 14,100 SH SOLE 3 14,100 0 0 SCIENT INC COM 808649107 31.98 76,140 SOLE 2 76,140 SCIENT INC. COM 808649107 47.40 112,814 SH SOLE 3 112,814 0 0 SCIENTIFIC ATLANTA INC. COM 808655104 8,207.80 342,850 SH SOLE 3 332,150 0 10,700 SCIENTIFIC ATLANTA INC. COM 808655104 551.36 23,031 SOLE 2 23,031 SCIENTIFIC ATLANTA INC. COM 808655104 45.50 1,900 SH OTH 3 1,900 0 0 SCIOS INC COM 808905103 237.70 10,000 SOLE 2 10,000 SCIOS NOVA INC COM 808905103 500.50 21,055 SH SOLE 3 21,055 0 0 SCIOS NOVA INC COM 808905103 49.90 2,100 SH OTH 3 2,100 0 0 SCM MICROSYSTEMS INC COM 784018103 24.90 1,700 SH OTH 3 0 0 1,700 SCM MICROSYSTEMS INC COM 784018103 13.20 900 SH SOLE 3 900 0 0 SCP POOL CORP COM 784028102 3,882.80 141,450 SH SOLE 3 141,450 0 0 SCP POOL CORP COM 784028102 1,214.70 44,250 SH OTH 3 3,600 0 40,650 SCPIE HOLDINGS INC COM 78402P104 453.40 15,500 SH SOLE 3 15,500 0 0 SCREAMING MEDIA COM INC COM 810883108 274.83 124,921 SOLE 2 124,921 SEABORD CORP. MASS. COM 811543107 424.10 1,386 SH SOLE 3 1,386 0 0 SEABORD CORP. MASS. COM 811543107 15.30 50 SH OTH 3 50 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 580.00 17,000 SH SOLE 3 17,000 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 73.00 2,140 SH OTH 3 2,140 0 0 SEACOAST BKG CORP FLA (CLASS A) COM 811707108 46.40 1,000 SH SOLE 3 1,000 0 0 SEACOAST FINANCIAL SERVICES COM 81170Q106 29.20 1,700 SH SOLE 3 1,700 0 0 SEACOR HOLDINGS INC COM 811904101 86.90 1,872 SH SOLE 3 1,872 0 0 SEACOR HOLDINGS INC COM 811904101 9.30 200 SH OTH 3 200 0 0 SEALED AIR CORP. COM 81211K100 3,301.70 80,884 SH SOLE 3 73,984 0 6,900 SEALED AIR CORP. COM 81211K100 622.90 15,260 SH OTH 3 760 0 14,500 SEALED AIR SER A PFD COM 81211K209 1,336.00 32,232 SH SOLE 3 32,232 0 0 SEARS ROEBUCK & CO COM 812387108 60,641.30 1,272,908 SH SOLE 3 1,236,958 0 29,250 SEARS ROEBUCK & CO COM 812387108 12,593.90 264,356 SH OTH 3 39,556 0 0 SEARS ROEBUCK & CO COM 812387108 914.70 19,200 SH SHD 3 19,200 0 0 SECURE COMPUTING CORP COM 813705100 1,628.60 79,250 SH SOLE 3 79,250 0 0 SECURE COMPUTING CORP COM 813705100 465.50 22,650 SH OTH 3 2,050 0 20,600 SECURITY CAPITAL GROUP B COM 81413P204 124.30 4,900 SH SOLE 3 4,900 0 0 SECURITY CAPITAL GROUP INC COM 81413P204 5,419.03 213,600 SOLE 2 213,600 SECURITY CAPITAL GROUP INC COM 81413P204 773.79 30,500 SOLE 2 30,500 SEEBEYOND TECHNOLOGIES CORP COM 815704101 278.87 28,749 SOLE 2 28,749 SEEBEYOND TECHNOLOGIES CORP COM 815704101 76.00 7,830 SH SOLE 3 7,830 0 0 SEGUE SOFTWARE INC. COM 815807102 52.25 25,000 SOLE 2 25,000 SEI CORP COM 784117103 34,084.10 755,577 SH SOLE 3 618,477 0 136,000 SEI CORP COM 784117103 4,885.40 108,300 SH OTH 3 12,600 0 0 SEI CORP COM 784117103 221.00 4,900 SH SHD 3 4,900 0 0 SEITEL INC COM 816074306 520.90 38,300 SH SOLE 3 38,300 0 0 SEITEL INC COM 816074306 190.40 14,000 SOLE 2 14,000 SELECT MEDICAL CORP COM 816196109 3,663.92 227,856 SOLE 2 227,856 SELECTICA INC COM 816288104 98.63 16,303 SOLE 2 16,303 SELECTIVE INSURANCE GROUP INC COM 816300107 23.90 1,100 SH SOLE 3 1,100 0 0 SEMCO ENERGY INC COM 78412D109 150.50 14,000 SH SOLE 3 14,000 0 0 SEMPRA ENERGY COM 816851109 41,160.50 1,676,598 SH SOLE 3 1,676,598 0 0 SEMPRA ENERGY COM 816851109 3,570.20 145,425 SH OTH 3 38,225 0 0 SEMPRA ENERGY COM 816851109 1,853.53 75,500 SOLE 2 75,500 SEMTECH CORP COM 816850101 6,487.00 181,760 SH SOLE 3 178,960 0 1,700 SEMTECH CORP COM 816850101 1,144.60 32,070 SH OTH 3 4,970 0 0 SEMTECH CORP COM 816850101 67.80 1,900 SH SHD 3 1,900 0 0 SENIOR HOUSING PROPERTIES COM 81721M109 169.70 12,200 SH SOLE 3 12,200 0 0 SEPRACOR INC COM 817315104 650.48 11,400 SOLE 2 11,400 SEPRACOR INC COM 817315104 128.70 2,255 SH SOLE 3 2,255 0 0 SEPRACOR INC COM 817315104 31.40 550 SH OTH 3 550 0 0 SEQUA CORP CLASS A COM 817320104 331.60 6,979 SH SOLE 3 6,979 0 0 SERENA SOFTWARE INC COM 817492101 1,301.40 59,861 SH SOLE 3 59,861 0 0 SERENA SOFTWARE INC COM 817492101 525.70 24,180 SH OTH 3 2,880 0 21,300 SEROLOGICALS CORP COM 817523103 1,311.50 61,000 SH SOLE 3 61,000 0 0 SEROLOGICALS CORP COM 817523103 45.10 2,100 SH OTH 3 2,100 0 0 SERVICE CORP INTERNATIONAL COM 817565104 1,434.60 287,486 SH SOLE 3 282,386 0 0 SERVICE CORP INTERNATIONAL COM 817565104 40.90 8,200 SH OTH 3 8,200 0 0 SERVICE CORP INTERNATL COM 817565104 106.39 21,320 SOLE 2 21,320 SERVICE MASTER COMPANY COM 81760N109 1,681.20 121,828 SH SOLE 3 121,828 0 0 SERVICEMASTER COMPANY COM 81760N109 690.00 50,000 SOLE 2 50,000 SHAMROCK LOGISTICS, L.P. COM 819357104 50,062.94 1,250,011 SOLE 2 1,250,011 SHAMROCK LOGISTICS, L.P. COM 819357104 13,063.47 326,179 SOLE 2 326,179 SHAW GROUP INC COM 820280105 5,076.00 216,000 SH SOLE 3 206,200 0 9,800 SHEFFIELD PHARMACEUTICALS INC COM 82123D309 46.90 10,000 SOLE 2 10,000 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 8,299.10 200,219 SH SOLE 3 155,469 0 42,550 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 1,948.30 47,003 SH OTH 3 47,003 0 0 SHERWIN-WILLIAMS CO COM 824348106 30,426.00 1,106,400 SH SOLE 3 1,047,900 0 47,400 SHERWIN-WILLIAMS CO COM 824348106 6,630.20 241,100 SH OTH 3 27,000 0 23,200 SHERWIN-WILLIAMS CO COM 824348106 715.00 26,000 SH SHD 3 26,000 0 0 SHINHAN FINANCIAL GROUP - 144A GDR COM 824596209 254.70 9,432 SH OTH 3 9,432 0 0 SHIRE PHARMACEUTICALS GROUP COM 82481R106 555.26 15,171 SOLE 2 15,171 SHOE CARNIVAL INC COM 824889109 201.12 14,500 SOLE 2 14,500 SHOPKO STORES INC COM 824911101 10,569.70 1,112,600 SH SOLE 3 1,112,600 0 0 SHOPKO STORES INC COM 824911101 203.10 21,381 SH OTH 3 21,381 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 880.00 27,500 SH SOLE 3 27,500 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 755.20 23,600 SH OTH 3 1,800 0 21,800 SICOR INC COM 825846108 5,564.00 354,850 SH SOLE 3 344,300 0 9,550 SICOR INC COM 825846108 588.00 37,500 SH OTH 3 10,300 0 24,600 SIDERCA SAIC ADR COM 825863103 494.70 33,000 SH SOLE 3 33,000 0 0 SIEBEL SYSTEMS INC COM 826170102 20,629.91 737,309 SOLE 2 737,309 SIEBEL SYSTEMS INC COM 826170102 8,375.81 299,350 SOLE 2 299,350 SIEBEL SYSTEMS INC COM 826170102 2,910.42 89,579 SH SOLE 4 89,579 SIEBEL SYSTEMS INC. COM 826170102 45,566.00 1,628,522 SH SOLE 3 1,621,922 0 6,600 SIEBEL SYSTEMS INC. COM 826170102 2,010.60 71,860 SH OTH 3 25,660 0 0 SIERRA HEALTH SERVICES INC COM 826322109 2,077.65 256,500 SOLE 2 256,500 SIERRA HEALTH SERVICES INC COM 826322109 12.20 1,500 SH SOLE 3 1,500 0 0 SIERRA PACIFIC RES COM 826428104 19,558.50 1,299,568 SH SOLE 3 1,299,568 0 0 SIERRA PACIFIC RES COM 826428104 243.00 16,147 SH OTH 3 16,147 0 0 SIGMA ALDRICH CORP COM 826552101 22,992.50 583,418 SH SOLE 3 526,118 0 56,500 SIGMA ALDRICH CORP COM 826552101 9,172.70 232,750 SH OTH 3 12,650 0 17,600 SIGMA ALDRICH CORP COM 826552101 283.75 7,200 SOLE 2 7,200 SILICON GRAPHICS INC COM 827056102 37.59 17,900 SOLE 2 17,900 SILICON GRAPHICS INC COM 827056102 28.56 13,600 SOLE 2 13,600 SILICON GRAPHICS INC COM 827056102 13.30 6,312 SH SOLE 3 6,312 0 0 SILICON IMAGE INC COM 82705T102 508.20 135,160 SOLE 2 135,160 SILICON IMAGE INC COM 82705T102 344.54 91,633 SOLE 2 91,633 SILICON IMAGE INC COM 82705T102 13.50 3,600 SH SOLE 3 3,600 0 0 SILICON LABORATORIES COM 826919102 222.50 6,600 SH SOLE 3 6,600 0 0 SILICON LABORATORIES INC COM 826919102 8,427.50 250,000 SOLE 2 250,000 SILICON STORAGE TECHNOLOGY COM 827057100 456.00 47,300 SH SOLE 3 47,300 0 0 SILICON VALLEY BANCSHARES COM 827064106 10,733.10 401,536 SH SOLE 3 401,536 0 0 SILICON VALLEY BANCSHARES COM 827064106 187.20 7,005 SH OTH 3 7,005 0 0 SILICONWARE PRECISION ADR COM 827084864 0.00 1 SH OTH 3 0 0 0 SIMON PROPERTY GROUP INC COM 828806109 6,789.20 231,478 SH SOLE 3 231,478 0 0 SIMON PROPERTY GROUP INC PFD 828806406 1,405.43 17,500 SOLE 2 17,500 SIMON PROPERTY GROUP INC COM 828806109 331.43 11,300 SOLE 2 11,300 SIMON PROPERTY GROUP INC COM 828806109 293.30 10,000 SOLE 2 10,000 SIMON PROPERTY GROUP INC COM 828806109 160.30 5,467 SH OTH 3 5,467 0 0 SIMON WORLDWIDE INC COM 828815100 2.91 18,200 SOLE 2 18,200 SIMPLEX SOLUTIONS INC COM 828854109 412.10 24,900 SH SOLE 3 24,900 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 618.60 10,796 SH SOLE 3 10,796 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 613.10 10,700 SH OTH 3 400 0 10,300 SINCLAIR BROADCAST GROUP INC COM 829226109 666.00 70,400 SH SOLE 3 70,400 0 0 SINCLAIR BROADCAST GROUP INC COM 829226109 78.50 8,300 SH OTH 3 8,300 0 0 SINOPEC SHANGHAI PETROCHEMICAL COM 82935M109 99.33 11,000 SOLE 2 11,000 SIPEX CORP COM 829909100 170.90 13,300 SH SOLE 3 13,300 0 0 SIRENZA MICRODEVICES COM 82966T106 204.00 33,500 SH SOLE 3 33,500 0 0 SIRIUS SATELLITE RADIO COM 82966U103 1,082.80 93,100 SH SOLE 3 93,100 0 0 SIX FLAGS INC COM 83001P109 1,245.80 81,000 SH SOLE 3 81,000 0 0 SIX FLAGS INC COM 83001P109 33.80 2,200 SH OTH 3 2,200 0 0 SJW CORP COM 784305104 98.10 1,150 SH SOLE 3 1,150 0 0 SJW CORP COM 784305104 38.40 450 SH OTH 3 450 0 0 SK TELECOM CO LTD ADR COM 78440P108 2,219.50 102,660 SH OTH 3 76,860 0 0 SK TELECOM CO LTD ADR COM 78440P108 717.78 33,200 SOLE 2 33,200 SK TELECOM CO LTD ADR COM 78440P108 588.10 27,200 SH SOLE 3 0 0 0 SKECHERS USA INC CLASS A COM 830566105 648.40 44,350 SH SOLE 3 44,350 0 0 SKECHERS USA INC CLASS A COM 830566105 35.80 2,450 SH OTH 3 2,450 0 0 SKY FINANCIAL GROUP INC COM 83080P103 10,720.10 527,046 SH SOLE 3 527,046 0 0 SKY FINANCIAL GROUP INC COM 83080P103 126.00 6,195 SH OTH 3 6,195 0 0 SKYLINE CORP COM 830830105 3.20 100 SH SOLE 3 100 0 0 SKYLINE CORP COM 830830105 2.90 90 SH OTH 3 90 0 0 SKYWEST INC COM 830879102 857.70 33,700 SH SOLE 3 33,700 0 0 SKYWEST INC COM 830879102 371.60 14,600 SH OTH 3 0 0 14,600 SKYWEST INC COM 830879102 254.50 10,000 SOLE 2 10,000 SL GREEN REALTY COM 78440X101 4,328.60 140,950 SH SOLE 3 140,950 0 0 SL GREEN REALTY COM 78440X101 508.30 16,550 SH OTH 3 6,250 0 10,300 SMARTFORCE PLC ADRS COM 83170A206 5,239.08 198,000 SH SOLE 4 198,000 SMARTFORCE PLC SPON ADR COM 83170A206 8,993.70 363,380 SH SOLE 3 363,380 0 0 SMARTFORCE PLC SPON ADR COM 83170A206 2,667.90 107,795 SH OTH 3 71,755 0 36,040 SMITH INTERNATIONAL COM 832110100 9,868.20 184,040 SH SOLE 3 184,040 0 0 SMITH INTERNATIONAL COM 832110100 120.10 2,240 SH OTH 3 2,240 0 0 SMITHFIELD FOODS INC. COM 832248108 12,398.90 562,564 SH SOLE 3 547,764 0 10,500 SMITHFIELD FOODS INC. COM 832248108 2,727.70 123,760 SH OTH 3 41,460 0 80,000 SMURFIT-STONE CONTAINER COM 832727101 1.60 100 SH SOLE 3 100 0 0 SNAP-ON INC COM 833034101 3.40 100 SH OTH 3 100 0 0 SNOWBALL COM INC COM 83335R409 253.76 76,898 SOLE 2 76,898 SOLA INTERNATIONAL INC COM 834092108 776.00 40,000 SOLE 2 40,000 SOLA INTERNATIONAL INC COM 834092108 23.30 1,200 SH SOLE 3 1,200 0 0 SOLECTRON CORP COM 834182107 39,625.40 3,512,894 SH SOLE 3 3,418,660 0 88,034 SOLECTRON CORP COM 834182107 5,395.20 478,299 SH OTH 3 43,099 0 0 SOLECTRON CORP COM 834992109 837.63 68,658 SH SOLE 4 68,658 SOLECTRON CORP COM 834182107 533.83 47,325 SOLE 2 47,325 SOLECTRON CORP COM 834182107 507.04 44,950 SOLE 2 44,950 SOLECTRON CORP COM 834182107 126.30 11,200 SH SHD 3 11,200 0 0 SOLUTIA INC COM 834376105 146.82 10,472 SOLE 2 10,472 SOLUTIA INC COM 834376105 90.40 6,450 SH SOLE 3 6,450 0 0 SOMERA COMMUNICATIONS COM 834458101 55.90 7,400 SH SOLE 3 7,400 0 0 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 5,053.70 215,600 SH SOLE 3 215,600 0 0 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 1,603.30 68,400 SH OTH 3 5,200 0 63,200 SONIC WALL INC. COM 835470105 1,258.50 64,737 SH SOLE 3 64,737 0 0 SONIC WALL INC. COM 835470105 437.40 22,500 SH OTH 3 3,300 0 19,200 SONOCO PRODUCTS CO COM 835495102 13,612.50 512,135 SH SOLE 3 512,135 0 0 SONOCO PRODUCTS CO COM 835495102 133.40 5,017 SH OTH 3 5,017 0 0 SONUS NETWORKS INC COM 835916107 1,629.70 352,740 SH SOLE 3 352,740 0 0 SONUS NETWORKS INC COM 835916107 316.40 68,484 SOLE 2 68,484 SONUS NETWORKS INC COM 835916107 215.20 40,000 SH SOLE 4 40,000 SONY CORP COM 835699307 1,612.33 35,750 SOLE 2 35,750 SONY CORP AMER SHS NEW COM 835699307 36.10 800 SH SOLE 3 800 0 0 SORRENTO NETWORKS CORP COM 83586Q100 12.20 3,400 SH SOLE 3 3,400 0 0 SOTHEBYS HLDGS CLASS A LTD VOTING COM 835898107 36.50 2,200 SH SOLE 3 2,200 0 0 SOUNDVIEW TECHNOLOGY GROUP INC COM 83611Q109 70.13 30,100 SOLE 2 30,100 SOUTH FINANCIAL GROUP COM 837841105 463.30 26,100 SH SOLE 3 26,100 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 493.90 15,150 SH SOLE 3 15,150 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 2.80 85 SH OTH 3 85 0 0 SOUTHERN UNION CO (NEW) COM 844030106 735.50 38,998 SH SOLE 3 38,998 0 0 SOUTHTRUST CORP COM 844730101 16,056.60 650,856 SH SOLE 3 650,856 0 0 SOUTHTRUST CORP COM 844730101 3,680.50 149,189 SH OTH 3 22,581 0 0 SOUTHTRUST CORP COM 844730101 584.68 23,700 SOLE 2 23,700 SOUTHTRUST CORP COM 844730101 252.13 10,220 SOLE 2 10,220 SOUTHWEST AIRLINES CO COM 844741108 35,271.20 1,908,613 SH SOLE 3 1,584,588 0 305,725 SOUTHWEST AIRLINES CO COM 844741108 2,007.26 108,618 SOLE 2 108,618 SOUTHWEST AIRLINES CO COM 844741108 335.40 18,152 SH OTH 3 18,152 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 1,329.30 43,914 SH SOLE 3 43,914 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 587.24 19,400 SOLE 2 19,400 SOUTHWEST GAS CORP COM 844895102 744.30 33,300 SH SOLE 3 33,300 0 0 SOUTHWEST GAS CORP COM 844895102 556.50 24,900 SH OTH 3 0 0 24,900 SOUTHWESTERN ENERGY CO. COM 845467109 260.00 25,000 SH SOLE 3 25,000 0 0 SOVEREIGN BANCORP INC COM 845905108 10,757.70 878,893 SH SOLE 3 878,893 0 0 SOVEREIGN BANCORP INC COM 845905108 107.80 8,805 SH OTH 3 8,805 0 0 SOVRAN SELF STORAGE COM 84610H108 311.50 10,000 SH SOLE 3 10,000 0 0 SPARTAN STORES INC COM 846822104 279.90 23,400 SH SOLE 3 23,400 0 0 SPARTECH CORP (NEW) COM 847220209 193.20 9,400 SH SOLE 3 9,400 0 0 SPECTRALINK CORP COM 847580107 186.70 10,900 SH SOLE 3 10,900 0 0 SPECTRANETICS CORP COM 84760C107 179.00 50,000 SOLE 2 50,000 SPECTRASITE HOLDINGS INC COM 84760T100 5,362.00 1,493,600 SH SOLE 3 1,493,600 0 0 SPECTRASITE HOLDINGS INC COM 84760T100 944.07 262,972 SOLE 2 262,972 SPHERION CORP COM 848420105 1,161.90 119,050 SH SOLE 3 119,050 0 0 SPHERION CORP COM 848420105 823.30 84,350 SH OTH 3 4,350 0 80,000 SPIEGEL INC CLASS A NON VTG COM 848457107 1,160.50 255,050 SH SOLE 3 255,050 0 0 SPIEGEL INC CLASS A NON VTG COM 848457107 41.60 9,150 SH OTH 3 9,150 0 0 SPINNAKER EXPLORATION COMPANY COM 84855W109 1,652.60 40,150 SH SOLE 3 40,150 0 0 SPINNAKER EXPLORATION COMPANY COM 84855W109 55.60 1,350 SH OTH 3 1,350 0 0 SPINNAKER EXPLORATION COMPANY COM 84855W109 823.20 20,000 SOLE 2 20,000 SPORTS AUTHORITY COM 849176102 45.60 8,000 SH SOLE 3 8,000 0 0 SPRINT CORP COM 852061100 17,260.50 859,586 SH SOLE 3 725,281 0 127,725 SPRINT CORP COM 852061100 805.21 40,100 SOLE 2 40,100 SPRINT CORP COM 852061100 275.70 13,731 SH OTH 3 13,731 0 0 SPRINT CORP (PCS GRP) COM 852061506 813.98 33,346 SOLE 2 33,346 SPRINT CORP PCS GROUP COM 852061506 209,609.50 8,587,032 SH SOLE 3 8,375,202 0 207,330 SPRINT CORP PCS GROUP COM 852061506 13,731.80 562,549 SH OTH 3 467,590 0 66,950 SPRINT CORP PCS GROUP COM 852061506 161.10 6,600 SH SHD 3 6,600 0 0 SPS TECHNOLOGIES INC COM 784626103 968.30 27,730 SH SOLE 3 27,730 0 0 SPX CORP COM 784635104 12,236.30 89,381 SH SOLE 3 88,381 0 700 SPX CORP COM 784635104 658.50 4,810 SH OTH 3 2,010 0 2,800 SPX CORP COM 784635104 178.00 1,300 SH SHD 3 1,300 0 0 SRI/SURGICAL EXPRESS INC COM 78464W104 36.80 2,300 SH SOLE 3 2,300 0 0 ST JUDE MEDICAL INC COM 790849103 17,891.60 230,413 SH SOLE 3 230,413 0 0 ST JUDE MEDICAL INC COM 790849103 221.30 2,850 SOLE 2 2,850 ST JUDE MEDICAL INC COM 790849103 187.90 2,420 SH OTH 3 2,420 0 0 ST. JOE COMPANY COM 790148100 627.10 22,600 SH SOLE 3 22,600 0 0 ST. JOE COMPANY COM 790148100 88.80 3,200 SH OTH 3 3,200 0 0 ST. MARY LAND & EXPL CO. COM 792228108 1,589.25 75,000 SOLE 2 75,000 ST. MARY LAND & EXPL CO. COM 792228108 502.20 23,700 SH SOLE 3 23,700 0 0 ST.PAUL COMPANIES INC COM 792860108 7,758.80 176,456 SH SOLE 3 176,456 0 0 ST.PAUL COMPANIES INC COM 792860108 106.90 2,431 SH OTH 3 2,431 0 0 STAFF LEASING INC COM 852381102 600.70 236,507 SH SOLE 3 236,507 0 0 STAFF LEASING INC COM 852381102 126.53 49,815 SOLE 2 49,815 STAMPS.COM INC COM 852857101 77.30 21,600 SH SOLE 3 21,600 0 0 STAMPS.COM INC COM 852857101 4.30 1,200 SH OTH 3 1,200 0 0 STANCORP FINANCIAL GROUP COM 852891100 3,341.00 70,710 SH SOLE 3 70,710 0 0 STANCORP FINANCIAL GROUP COM 852891100 92.10 1,950 SH OTH 3 1,950 0 0 STANDARD & POORS DEP RCPTS COM 78462F103 87,887.60 769,392 SH SOLE 3 769,392 0 0 STANDARD & POORS DEP RCPTS COM 78462F103 102.80 900 SH OTH 3 900 0 0 STANDARD & POORS DEP RCPTS COM 78462F103 71,626.14 613,290 SH SOLE 4 613,290 STANDARD COMMERCIAL CORP COM 853258101 62.70 3,800 SH SOLE 3 3,800 0 0 STANDARD MICROSYSTEMS COM 853626109 715.50 46,100 SH SOLE 3 46,100 0 0 STANDARD PACIFIC CORP NEW COM 85375C101 654.20 26,900 SH SOLE 3 26,900 0 0 STANDARD REGISTER CO COM 853887107 825.50 44,550 SH SOLE 3 44,550 0 0 STANDARD REGISTER CO COM 853887107 93.60 5,050 SH OTH 3 5,050 0 0 STANDEX INTERNATL CORP COM 854231107 4,552.60 209,315 SH SOLE 3 209,315 0 0 STANDEX INTERNATL CORP COM 854231107 50.00 2,300 SH OTH 3 2,300 0 0 STANLEY WORKS COM 854616109 22,870.90 491,107 SH SOLE 3 488,757 0 2,350 STANLEY WORKS COM 854616109 1,711.40 36,750 SH OTH 3 5,950 0 30,800 STAPLES, INC. COM 855030102 4,274.80 228,600 SH SOLE 3 220,000 0 7,200 STAPLES, INC. COM 855030102 560.72 29,985 SOLE 2 29,985 STAPLES, INC. COM 855030102 341.28 18,250 SOLE 2 18,250 STARBASE CORP (NEW) COM 854910205 27.20 40,000 SH SOLE 3 40,000 0 0 STARBUCKS CORP. COM 855244109 5,407.30 283,848 SH SOLE 3 283,848 0 0 STARBUCKS CORP. COM 855244109 2,286.53 120,028 SOLE 2 120,028 STARBUCKS CORP. COM 855244109 762.00 40,000 SOLE 2 40,000 STARMEDIA NETWORK INC COM 855546107 25.00 65,844 SH SOLE 3 65,844 0 0 STARMEDIA NETWORK, INC. COM 855546107 120.90 314,032 SOLE 2 314,032 STARTEK INC COM 85569C107 663.25 35,000 SOLE 2 35,000 STARTEK INC COM 85569C107 47.40 2,500 SH SOLE 3 2,500 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 153,336.70 5,136,908 SH SOLE 3 5,084,208 0 52,700 STARWOOD HOTELS & RESORTS COM 85590A203 4,052.62 135,766 SOLE 2 135,766 STARWOOD HOTELS & RESORTS COM 85590A203 3,106.60 104,075 SH OTH 3 72,275 0 31,800 STATE AUTO FINANCIAL CORP COM 855707105 22.70 1,400 SH SOLE 3 1,400 0 0 STATE STREET CORP COM 857477103 343,180.20 6,568,043 SH SOLE 3 6,405,543 0 160,100 STATE STREET CORP COM 857477103 17,848.70 341,601 SH OTH 3 192,797 0 99,300 STATE STREET CORP (NEW) COM 857477103 1,599.90 30,620 SOLE 2 30,620 STATE STREET CORP (NEW) COM 857477103 878.85 16,820 SOLE 2 16,820 STATEN ISLAND BANCORP INC COM 857550107 2,712.40 166,300 SH SOLE 3 166,300 0 0 STATEN ISLAND BANCORP INC COM 857550107 63.60 3,900 SH OTH 3 3,900 0 0 STATION CASINOS INC COM 857689103 16,055.00 1,434,763 SH SOLE 3 1,434,763 0 0 STATION CASINOS INC COM 857689103 55.00 4,911 SH OTH 3 4,911 0 0 STEEL DYNAMICS INC COM 858119100 780.27 67,207 SOLE 2 67,207 STEELCASE INC CLASS A COM 858155203 6,939.00 471,402 SH SOLE 3 471,402 0 0 STEELCASE INC CLASS A COM 858155203 1,772.30 120,400 SH OTH 3 100 0 120,300 STEIN MART INC COM 858375108 57.70 6,900 SH SOLE 3 6,900 0 0 STELLENT, INC. COM 85856W105 704.10 23,820 SH SOLE 3 23,820 0 0 STELLENT, INC. COM 85856W105 35.50 1,200 SH OTH 3 1,200 0 0 STEMCELLS INC COM 85857R105 389.15 111,504 SOLE 2 111,504 STERICYCLE INC COM 858912108 347.00 5,700 SH SOLE 3 5,700 0 0 STERIS CORP COM 859152100 2,048.70 112,137 SH SOLE 3 107,337 0 1,800 STERIS CORP COM 859152100 719.80 39,400 SH OTH 3 5,300 0 34,100 STERLING BANCORP COM 859158107 17.50 600 SH SOLE 3 600 0 0 STERLING BANCSHARES INC COM 858907108 758.70 60,600 SH SOLE 3 60,600 0 0 STERLING BANCSHARES INC COM 858907108 35.70 2,850 SH OTH 3 2,850 0 0 STEWART & STEVENSON SVCS COM 860342104 1,427.80 75,905 SH SOLE 3 75,905 0 0 STEWART & STEVENSON SVCS COM 860342104 473.10 25,150 SH OTH 3 3,650 0 21,500 STEWART ENTERPRISES INC COM 860370105 6,962.20 1,162,300 SH SOLE 3 1,162,300 0 0 STEWART ENTERPRISES INC COM 860370105 1,392.68 232,500 SOLE 2 232,500 STEWART ENTERPRISES INC COM 860370105 281.60 47,012 SOLE 2 47,012 STEWART INFORMATION SVCS CORP COM 860372101 1,401.30 70,950 SH SOLE 3 70,950 0 0 STEWART INFORMATION SVCS CORP COM 860372101 103.70 5,250 SH OTH 3 5,250 0 0 STILLWATER MINING COMPANY COM 86074Q102 10.40 560 SH SOLE 3 560 0 0 STILLWATER MINING COMPANY COM 86074Q102 7.40 400 SH OTH 3 400 0 0 STILLWELL FINANCIAL INC COM 860831106 2,491.80 91,544 SH SOLE 3 91,544 0 0 STILLWELL FINANCIAL INC COM 860831106 10.90 400 SH OTH 3 400 0 0 STILWELL FINL INC COM 860831106 6,655.29 244,500 SOLE 2 244,500 STIRLING COOKE BROWN HOLDINGS COM G84951105 1,230.38 1,892,887 SOLE 2 1,892,887 STND MOTOR PROD INC CLASS A COM 853666105 189.53 13,635 SOLE 2 13,635 STONE ENERGY CORP COM 861642106 31.60 800 SH SOLE 3 800 0 0 STONE ENERGY CORP COM 861642106 15.80 400 SH OTH 3 400 0 0 STONERIDGE INC. COM 86183P102 104.70 11,500 SH SOLE 3 11,500 0 0 STORAGE TECHNOLOGY CORP COM 862111200 8,454.30 409,012 SH SOLE 3 397,712 0 9,900 STORAGE TECHNOLOGY CORP COM 862111200 1,686.30 81,580 SH OTH 3 25,580 0 0 STORAGE TECHNOLOGY CORP COM 862111200 372.10 18,000 SH SHD 3 18,000 0 0 STORAGE USA INC COM 861907103 7,311.10 173,660 SH SOLE 3 173,660 0 0 STORAGE USA INC COM 861907103 446.26 10,600 SOLE 2 10,600 STORAGE USA INC COM 861907103 111.30 2,643 SH OTH 3 2,643 0 0 STORAGENETWORKS INC. COM 86211E103 604.84 97,870 SOLE 2 97,870 STRATEGIS DIAGNOSTICS INC COM 862700101 371.30 52,300 SH SOLE 3 52,300 0 0 STRATOS LIGHTWARE INC. COM 863100103 38.10 6,200 SH SOLE 3 6,200 0 0 STRUM RUGER & CO INC COM 864159108 59.90 5,000 SH SOLE 3 5,000 0 0 STRYKER CORP COM 863667101 38,870.90 665,940 SH SOLE 3 548,940 0 113,300 STRYKER CORP COM 863667101 6,992.70 119,800 SH OTH 3 12,600 0 0 STRYKER CORP COM 863667101 606.67 11,150 SH SOLE 4 11,150 STRYKER CORP COM 863667101 630.40 10,800 SOLE 2 10,800 STUDENT LOAN CORP COM 863902102 202.60 2,514 SH SOLE 3 2,514 0 0 STUDENT LOAN CORP COM 863902102 4.80 60 SH OTH 3 60 0 0 SUBURBAN PROPANE PARTNERS, LP COM 864482104 47,925.76 1,830,625 SOLE 2 1,830,625 SUBURBAN PROPANE PARTNERS, LP COM 864482104 13,296.43 507,885 SOLE 2 507,885 SUMMIT PROPERTIES INC COM 866239106 5,483.40 219,159 SH SOLE 3 219,159 0 0 SUMMIT PROPERTIES INC COM 866239106 292.73 11,700 SOLE 2 11,700 SUMMIT PROPERTIES INC COM 866239106 88.70 3,545 SH OTH 3 3,545 0 0 SUN COMMUNITIES INC COM 866674104 4,090.10 109,800 SH SOLE 3 109,800 0 0 SUN COMMUNITIES INC COM 866674104 130.40 3,500 SH OTH 3 3,500 0 0 SUN INTERNATIONAL HOTELS LTD (ORD) COM P8797T133 339.72 13,401 SOLE 2 13,401 SUN LIFE FINL SVCS CDA INC COM 866796105 743.99 34,444 SOLE 2 34,444 SUN LIFE FINL SVCS CDA INC COM 866796105 587.50 27,199 SOLE 2 27,199 SUN MICROSYSTEMS INC COM 866810104 235,381.30 19,136,690 SH SOLE 3 18,153,38 0 952,810 SUN MICROSYSTEMS INC COM 866810104 19,295.60 1,568,745 SH OTH 3 285,045 0 20,100 SUN MICROSYSTEMS INC COM 866810104 872.10 70,900 SH SHD 3 70,900 0 0 SUN MICROSYSTEMS INC COM 866810104 40,407.47 3,285,160 SOLE 2 3,285,160 SUN MICROSYSTEMS INC COM 866810104 39,486.42 3,210,278 SOLE 2 3,210,278 SUN MICROSYSTEMS INC COM 866810104 1,606.61 118,046 SH SOLE 4 118,046 SUNBEAM CORP COM 867071102 3.90 73,885 SH SOLE 3 73,885 0 0 SUNGARD DATA SYSTEMS INC COM 867363103 32,866.20 1,136,058 SH SOLE 3 1,123,458 0 12,600 SUNGARD DATA SYSTEMS INC COM 867363103 514.40 17,780 SH OTH 3 4,680 0 13,100 SUNGARD DATA SYSTEMS INC COM 867363103 10,281.20 355,382 SOLE 2 355,382 SUNOCO INC. COM 86764P109 17,578.70 470,774 SH SOLE 3 467,874 0 2,900 SUNOCO INC. COM 86764P109 8,305.20 222,420 SH OTH 3 2,420 0 88,300 SUNOCO INC. COM 86764P109 171.80 4,600 SH SHD 3 4,600 0 0 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 522.00 84,199 SH OTH 3 0 0 0 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 76.40 12,315 SH SOLE 3 12,315 0 0 SUNTERRA CORP. COM 86787D109 121.30 722,000 SH SOLE 3 722,000 0 0 SUNTRUST BANKS INC COM 867914103 89,105.20 1,421,136 SH SOLE 3 1,396,436 0 18,500 SUNTRUST BANKS INC COM 867914103 28,775.70 458,942 SH OTH 3 68,042 0 0 SUNTRUST BANKS INC COM 867914103 3,818.30 60,898 SOLE 2 60,898 SUNTRUST BANKS INC COM 867914103 2,313.60 36,900 SH SHD 3 36,900 0 0 SUNTRUST BANKS INC COM 867914103 295.82 4,718 SOLE 2 4,718 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 65.00 10,000 SOLE 2 10,000 SUPERGEN INC COM 868059106 295.00 20,600 SH SOLE 3 20,600 0 0 SUPERGEN INC COM 868059106 143.20 10,000 SOLE 2 10,000 SUPERIOR ENERGY SERVICES INC COM 868157108 7.80 900 SH SOLE 3 900 0 0 SUPERIOR INDUSTRIES INTERNATIONAL COM 868168105 4,833.30 120,082 SH SOLE 3 120,082 0 0 SUPERIOR INDUSTRIES INTERNATIONAL COM 868168105 62.80 1,561 SH OTH 3 1,561 0 0 SUPERTEX INC COM 868532102 98.10 5,600 SH SOLE 3 5,600 0 0 SUPERVALU INC COM 868536103 36,811.40 1,664,166 SH SOLE 3 1,630,666 0 25,800 SUPERVALU INC COM 868536103 5,880.30 265,835 SH OTH 3 36,135 0 0 SUPERVALU INC COM 868536103 130.50 5,900 SH SHD 3 5,900 0 0 SUPPORT.COM INC COM 868587106 62.70 10,000 SOLE 2 10,000 SUSQUEHANNA BANCSHARES COM 869099101 6,656.00 319,235 SH SOLE 3 319,235 0 0 SUSQUEHANNA BANCSHARES COM 869099101 76.80 3,684 SH OTH 3 3,684 0 0 SWIFT ENERGY COMPANY COM 870738101 7,929.10 392,529 SH SOLE 3 392,529 0 0 SWIFT ENERGY COMPANY COM 870738101 100.60 4,981 SH OTH 3 4,981 0 0 SWIFT TRANSPORTATION COM 870756103 26.00 1,208 SH SOLE 3 1,208 0 0 SWS GROUP, INC. COM 78503N107 774.50 30,433 SH SOLE 3 30,433 0 0 SWS GROUP, INC. COM 78503N107 514.30 20,208 SH OTH 3 110 0 20,098 SYBASE INC COM 871130100 2,760.69 175,171 SOLE 2 175,171 SYBASE INC COM 871130100 2,546.80 161,600 SH OTH 3 300 0 89,400 SYBASE INC COM 871130100 1,937.00 122,907 SH SOLE 3 119,007 0 1,800 SYBRON DENTAL SPECIALTIES INC. COM 871142105 383.50 17,773 SH SOLE 3 17,773 0 0 SYCAMORE NETWORKS COM 871206108 669.50 124,900 SH SOLE 3 124,900 0 0 SYCAMORE NETWORKS INC COM 871206108 433.72 80,917 SOLE 2 80,917 SYCAMORE NETWORKS INC COM 871206108 391.59 73,058 SOLE 2 73,058 SYKES ENTERPRISES INC COM 871237103 6.50 700 SH SOLE 3 700 0 0 SYLVAN LEARNING SYS INC COM 871399101 3,797.30 172,059 SH SOLE 3 172,059 0 0 SYMANTEC CORP COM 871503108 57,682.60 869,631 SH SOLE 3 863,831 0 4,900 SYMANTEC CORP COM 871503108 3,913.74 59,004 SOLE 2 59,004 SYMANTEC CORP COM 871503108 3,890.30 58,650 SH OTH 3 8,150 0 13,700 SYMBOL TECHNOLOGIES COM 871508107 13,043.80 821,401 SH SOLE 3 817,151 0 4,250 SYMBOL TECHNOLOGIES COM 871508107 711.80 44,825 SH OTH 3 2,250 0 42,575 SYMMETRICOM INC COM 871543104 84.50 11,100 SH SOLE 3 11,100 0 0 SYMMETRICOM INC COM 871543104 18.30 2,400 SH OTH 3 2,400 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 562.90 26,500 SH SOLE 3 26,500 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 29.70 1,400 SH OTH 3 1,400 0 0 SYNAVANT INC COM 87157A105 42.06 10,515 SOLE 2 10,515 SYNAVANT INC. COM 87157A105 0.80 190 SH SOLE 3 190 0 0 SYNCOR INTERNATIONAL CORP (NEW) COM 87157J106 1,443.90 50,416 SH SOLE 3 50,416 0 0 SYNCOR INTERNATIONAL CORP (NEW) COM 87157J106 532.70 18,600 SH OTH 3 2,700 0 15,900 SYNOPSYS INC COM 871607107 15,967.20 270,309 SH SOLE 3 270,309 0 0 SYNOPSYS INC COM 871607107 824.30 13,954 SH OTH 3 3,554 0 10,400 SYNOVUS FINANCIAL CORP COM 87161C105 4,061.90 162,150 SH SOLE 3 114,650 0 47,500 SYNOVUS FINANCIAL CORP COM 87161C105 908.70 36,277 SH OTH 3 0 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 380.43 15,187 SOLE 2 15,187 SYNPLICITY INC COM 87160Y108 71.50 5,300 SH SOLE 3 5,300 0 0 SYSCO CORP COM 871829107 252,473.40 9,629,038 SH SOLE 3 9,062,238 0 545,500 SYSCO CORP COM 871829107 29,285.90 1,116,930 SH OTH 3 137,530 0 0 SYSCO CORP COM 871829107 2,632.57 100,403 SOLE 2 100,403 SYSCO CORP COM 871829107 2,333.60 89,000 SH SHD 3 89,000 0 0 SYSCO CORP COM 871829107 976.49 37,242 SOLE 2 37,242 SYSTEMS & COMPUTER TECH COM 871873105 50.70 4,900 SH SOLE 3 4,900 0 0 T ROWE PRICE GROUP INC COM 74144T108 5,159.30 148,555 SH SOLE 3 138,830 0 5,000 T ROWE PRICE GROUP INC COM 74144T108 760.80 21,905 SH OTH 3 20,905 0 0 TAIWAN SEMICONDUCTOR MFG (ADS) COM 874039100 1,794.80 104,531 SOLE 2 104,531 TAIWAN SEMICONDUCTOR MFG (ADS) COM 874039100 627.39 36,540 SOLE 2 36,540 TAIWAN SEMICONDUCTOR SP ADR COM 874039100 1,130.80 65,860 SH OTH 3 65,860 0 0 TALBOTS, INC. COM 874161102 11,471.00 316,440 SH SOLE 3 276,240 0 40,200 TALISMAN ENERGY INC COM 87425E103 18.90 500 SH OTH 3 0 0 500 TALK AMERICA HOLDINGS, INC. COM 87426R103 287.00 700,000 SH SOLE 3 700,000 0 0 TALX CORP COM 874918105 388.40 15,550 SH SOLE 3 15,550 0 0 TANGER FACTORY OUTLET CTR COM 875465106 83.40 4,000 SH SOLE 3 4,000 0 0 TANGER FACTORY OUTLET CTR COM 875465106 2.00 98 SH OTH 3 98 0 0 TANOX INC COM 87588Q109 238.70 12,900 SH SOLE 3 12,900 0 0 TARGET CORP COM 87612E106 50,578.20 1,232,112 SH SOLE 3 1,183,812 0 43,000 TARGET CORP COM 87612E106 16,052.60 391,050 SH OTH 3 24,750 0 0 TARGET CORP COM 87612E106 5,112.28 124,538 SOLE 2 124,538 TARGET CORP COM 87612E106 3,699.92 90,132 SOLE 2 90,132 TARGET CORP COM 87612E106 1,506.50 36,700 SH SHD 3 36,700 0 0 TARO PHARMACEUTICALS INDUSTRIES LTD COM M8737E108 5,353.30 134,000 SH OTH 3 2,300 0 0 TARO PHARMACEUTICALS INDUSTRIES LTD COM M8737E108 579.30 14,500 SH SOLE 3 14,500 0 0 TARO PHARMACEUTICALS INDUSTRIES LTD COM M8737E108 215.73 5,400 SOLE 2 5,400 TAUBMAN CENTERS INC COM 876664103 6,069.00 408,687 SH SOLE 3 408,687 0 0 TAUBMAN CENTERS INC COM 876664103 1,225.13 82,500 SOLE 2 82,500 TAUBMAN CENTERS INC COM 876664103 148.50 10,000 SOLE 2 10,000 TAUBMAN CENTERS INC COM 876664103 129.20 8,697 SH OTH 3 8,697 0 0 TBA ENTERTAINMENT CORP INC COM 872173109 88.75 25,000 SOLE 2 25,000 TBC CORP COM 872180104 30.80 2,300 SH SOLE 3 2,300 0 0 TC PIPELINES, L.P. COM 87233Q108 30,251.80 1,186,345 SOLE 2 1,186,345 TC PIPELINES, L.P. COM 87233Q108 18,214.27 714,285 SOLE 2 714,285 TCF FINANCIAL CORP COM 872275102 4,496.10 93,707 SH SOLE 3 91,407 0 2,300 TCF FINANCIAL CORP COM 872275102 1,988.82 41,451 SOLE 2 41,451 TCF FINANCIAL CORP COM 872275102 151.40 3,156 SH OTH 3 3,156 0 0 TDK CORP (ADR) COM 872351408 116.40 2,400 SH SOLE 3 2,400 0 0 TECH DATA CORP COM 878237106 40,194.80 928,715 SH SOLE 3 902,265 0 22,750 TECH DATA CORP COM 878237106 10,684.10 246,860 SH OTH 3 22,160 0 30,200 TECH DATA CORP COM 878237106 1,051.70 24,300 SH SHD 3 24,300 0 0 TECHNE CORP COM 878377100 1,472.70 39,966 SH SOLE 3 39,966 0 0 TECHNE CORP COM 878377100 1,389.20 37,700 SH OTH 3 0 0 37,700 TECHNITROL INC COM 878555101 26.00 940 SH SOLE 3 940 0 0 TECHNITROL INC COM 878555101 18.00 650 SH OTH 3 650 0 0 TECO ENERGY INC. COM 872375100 446.10 17,000 SH SOLE 3 17,000 0 0 TECUMSEH PRODUCTS CO CLASS A COM 878895200 4,333.90 85,600 SH OTH 3 200 0 85,400 TECUMSEH PRODUCTS CO CLASS A COM 878895200 4,132.10 81,613 SH SOLE 3 78,513 0 3,100 TEEKAY SHIPPING CORP COM Y8564W103 2,232.10 64,050 SH SOLE 3 64,050 0 0 TEEKAY SHIPPING CORP COM Y8564W103 29.00 831 SH OTH 3 831 0 0 TEJON RANCH CO COM 879080109 2.40 100 SH SOLE 3 100 0 0 TEKELEC COM 879101103 658.30 36,349 SH SOLE 3 36,349 0 0 TEKELEC COM 879101103 653.80 36,100 SH OTH 3 2,200 0 33,900 TEKTRONIX INC. COM 879131100 5,581.10 216,490 SH SOLE 3 216,490 0 0 TEKTRONIX INC. COM 879131100 1,215.50 47,150 SH OTH 3 850 0 0 TELECOM ARGENTINA STET-FRANCE COM 879273209 246.50 37,800 SH SOLE 3 37,800 0 0 TELECORP PCS INC NEW COM 879300101 1,483.10 118,934 SH SOLE 3 101,034 0 17,900 TELECORP PCS INC NEW COM 879300101 769.40 61,700 SH OTH 3 8,100 0 53,600 TELECORP PCS INC NEW COM 879300101 189.54 15,200 SOLE 2 15,200 TELEDYNE TECHNOLOGIES INC COM 879360105 524.80 32,219 SH SOLE 3 32,219 0 0 TELEFLEX INC. COM 879369106 1,206.40 25,500 SH OTH 3 2,100 0 23,400 TELEFLEX INC. COM 879369106 384.30 8,122 SH SOLE 3 8,122 0 0 TELEFONICA S.A. ADR COM 879382208 876.79 21,876 SOLE 2 21,876 TELEFONICA S.A. ADR COM 879382208 347.05 8,659 SOLE 2 8,659 TELEFONOS DE MEXICO SA SP ADR COM 879403780 1,019.47 29,111 SOLE 2 29,111 TELEFONOS DE MEXICO SA SP ADR COM 879403780 284.99 8,138 SOLE 2 8,138 TELEFONOS DE MEXICO SA SP ADR COM 879403780 79,779.50 2,278,113 SH OTH 3 0 0 0 TELEFONOS DE MEXICO SA SP ADR COM 879403780 10,861.70 310,156 SH SOLE 3 310,156 0 0 TELENORTE LESTE ADR COM 879246106 8,118.90 519,444 SH OTH 3 0 0 0 TELENORTE LESTE ADR COM 879246106 1,013.90 64,872 SH SOLE 3 64,872 0 0 TELEPHONE & DATA SYS INC COM 879433100 45,064.00 502,106 SH SOLE 3 466,706 0 34,500 TELEPHONE & DATA SYS INC COM 879433100 8,607.00 95,900 SH OTH 3 9,800 0 0 TELEPHONE & DATA SYS INC COM 879433100 906.50 10,100 SH SHD 3 10,100 0 0 TELEPHONE & DATA SYS INC COM 879433100 276.79 3,084 SOLE 2 3,084 TELETECH HOLDINGS INC COM 879939106 2,161.70 150,850 SH SOLE 3 150,850 0 0 TELETECH HOLDINGS INC COM 879939106 681.40 47,550 SH OTH 3 3,650 0 43,900 TELLABS INC. COM 879664100 12,306.30 822,611 SH SOLE 3 811,911 0 8,900 TELLABS INC. COM 879664100 2,908.40 194,411 SH OTH 3 2,711 0 0 TELLABS INC. COM 879664100 2,825.57 188,875 SOLE 2 188,875 TELLABS INC. COM 879664100 1,365.01 91,244 SOLE 2 91,244 TELLIUM INC COM 87967E107 1,018.60 163,500 SH SOLE 3 163,500 0 0 TELLIUM, INC. COM 87967E107 326.50 50,000 SH SOLE 4 50,000 TELMOS - PREFERENCE D COM 009154447 0.00 172,662 SH OTH 3 0 0 0 TEMPLE INLAND INC COM 879868107 3,379.70 59,575 SH SOLE 3 56,675 0 0 TEMPLE INLAND INC COM 879868107 383.50 6,760 SH OTH 3 6,760 0 0 TENET HEALTHCARE CORP COM 88033G100 23,746.00 404,394 SH SOLE 3 404,394 0 0 TENET HEALTHCARE CORP COM 88033G100 407.80 6,945 SH OTH 3 6,945 0 0 TENET HEALTHCARE CORP COM 88033G100 276.51 4,709 SOLE 2 4,709 TENFOLD CORP COM 88033A103 132.00 200,000 SH SOLE 3 200,000 0 0 TENNANT CO COM 880345103 158.50 4,273 SH SOLE 3 4,273 0 0 TEPPCO PARTNERS L.P. COM 872384102 66,337.29 2,211,243 SOLE 2 2,211,243 TEPPCO PARTNERS L.P. COM 872384102 24,545.94 818,198 SOLE 2 818,198 TERADYNE INC COM 880770102 12,101.20 401,500 SH SOLE 3 401,500 0 0 TERADYNE INC COM 880770102 4,975.09 165,066 SOLE 2 165,066 TERADYNE INC COM 880770102 2,352.90 69,000 SH SOLE 4 69,000 TERADYNE INC COM 880770102 388.81 12,900 SOLE 2 12,900 TERADYNE INC COM 880770102 14.80 490 SH OTH 3 490 0 0 TERAYON COMMUNICATION COM 880775101 223.81 27,060 SOLE 2 27,060 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 2,356.40 284,900 SH SOLE 3 284,900 0 0 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 62.90 7,600 SH OTH 3 7,600 0 0 TEREX CORP (NEW) COM 880779103 1,650.50 94,101 SH SOLE 3 94,101 0 0 TEREX CORP (NEW) COM 880779103 100.00 5,700 SH OTH 3 5,700 0 0 TERREMARK WORLDWIDE, INC COM 881448104 41.33 72,500 SOLE 2 72,500 TERREMARK WORLDWIDE, INC COM 881448104 11.40 20,000 SOLE 2 20,000 TESORO PETROLEUM CO COM 881609101 4,370.30 333,356 SH SOLE 3 333,356 0 0 TESORO PETROLEUM CO COM 881609101 858.00 65,450 SH OTH 3 12,650 0 52,800 TETRA TECH INC (NEW) COM 88162G103 704.80 35,401 SH SOLE 3 35,401 0 0 TETRA TECH INC (NEW) COM 88162G103 25.40 1,275 SH OTH 3 1,275 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 7,992.80 381,518 SH SOLE 3 381,518 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 81.10 3,870 SH OTH 3 3,870 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 28,079.90 455,620 SH OTH 3 1,700 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 3,064.90 49,730 SH SOLE 3 49,730 0 0 TEXAS BIOTECHNOLOGY CORP COM 88221T104 141.10 21,700 SH SOLE 3 21,700 0 0 TEXAS INDUSTRIES INC COM 882491103 75.10 2,036 SH SOLE 3 2,036 0 0 TEXAS INDUSTRIES INC COM 882491103 20.30 550 SH OTH 3 550 0 0 TEXAS INSTRUMENTS INC. COM 882508104 180,878.10 6,459,931 SH SOLE 3 5,666,441 0 770,290 TEXAS INSTRUMENTS INC. COM 882508104 14,865.70 530,919 SH OTH 3 53,877 0 17,100 TEXAS INSTRUMENTS INC. COM 882508104 14,407.51 514,554 SOLE 2 514,554 TEXAS INSTRUMENTS INC. COM 882508104 9,345.45 333,766 SOLE 2 333,766 TEXAS INSTRUMENTS INC. COM 882508104 447.03 15,200 SH SOLE 4 15,200 TEXAS REGIONAL BANCSHARES A COM 882673106 1,497.30 39,560 SH SOLE 3 39,560 0 0 TEXTRON INC.DEL. COM 883203101 5,837.60 140,800 SH SOLE 3 125,800 0 14,100 TEXTRON INC.DEL. COM 883203101 421.23 10,160 SOLE 2 10,160 TEXTRON INC.DEL. COM 883203101 268.33 6,472 SOLE 2 6,472 TEXTRON INC.DEL. COM 883203101 29.00 700 SH OTH 3 700 0 0 THE BOSTON BEER CO., INC. CLASS A COM 100557107 11,509.50 671,110 SH SOLE 3 671,110 0 0 THE CATO CORP CLASS A COM 149205106 2,871.90 151,950 SH SOLE 3 151,950 0 0 THE CATO CORP CLASS A COM 149205106 65.20 3,450 SH OTH 3 3,450 0 0 THE FIRST AMERICAN CORP COM 318522307 4,351.40 232,200 SH SOLE 3 232,200 0 0 THE FIRST AMERICAN CORP COM 318522307 110.60 5,900 SH OTH 3 5,900 0 0 THE GAP INC COM 364760108 1,742.50 125,000 SH SOLE 3 108,700 0 16,300 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 169,748.08 1,830,168 SOLE 2 1,830,168 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 150,783.68 1,625,700 SOLE 2 1,625,700 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 15,804.02 165,055 SH SOLE 4 165,055 THE JOHN NUVEEN CO COM 478035108 11,631.60 217,494 SH SOLE 3 215,994 0 1,500 THE JOHN NUVEEN CO COM 478035108 3,366.90 62,957 SH OTH 3 3,557 0 59,400 THE JOHN NUVEEN CO COM 478035108 208.60 3,900 SH SHD 3 3,900 0 0 THE LACLEDE GROUP INC COM 505597104 144.60 6,050 SH SOLE 3 6,050 0 0 THE LACLEDE GROUP INC COM 505597104 75.30 3,150 SH OTH 3 3,150 0 0 THE MONY GROUP INC. COM 615337102 466.70 13,500 SOLE 2 13,500 THE PEPSI BOTTLING GROUP INC COM 713409100 329.00 14,000 SOLE 2 14,000 THE SCOTTS CO COM 810186106 8,118.70 170,560 SH SOLE 3 170,560 0 0 THE SCOTTS CO COM 810186106 1,668.40 35,050 SH OTH 3 2,250 0 32,800 THE SCOTTS CO COM 810186106 752.08 15,800 SOLE 2 15,800 THE SOUTHERN CO. COM 842587107 9,534.57 376,117 SOLE 2 376,117 THE SOUTHERN CO. COM 842587107 368.77 14,547 SOLE 2 14,547 THE SOUTHERN CO. COM 842587107 274.50 10,829 SH SOLE 3 10,829 0 0 THE SOUTHERN CO. COM 842587107 59.10 2,330 SH OTH 3 2,330 0 0 THE TITAN CORP COM 888266103 2,794.40 112,001 SH SOLE 3 112,001 0 0 THE TITAN CORP COM 888266103 84.60 3,390 SH OTH 3 3,390 0 0 THE TOPPS COMPANY INC COM 890786106 6,142.90 505,591 SH SOLE 3 505,591 0 0 THE TOPPS COMPANY INC COM 890786106 647.60 53,300 SH OTH 3 10,100 0 43,200 THE TOWN & COUNTRY TRUST COM 892081100 2,873.80 137,500 SH SOLE 3 137,500 0 0 THE TOWN & COUNTRY TRUST COM 892081100 941.55 45,050 SOLE 2 45,050 THE TOWN & COUNTRY TRUST COM 892081100 812.28 38,865 SOLE 2 38,865 THE TOWN & COUNTRY TRUST COM 892081100 4.60 220 SH OTH 3 220 0 0 THERMA WAVE INC COM 88343A108 671.40 45,000 SH SOLE 3 45,000 0 0 THERMA WAVE INC COM 88343A108 29.80 2,000 SH OTH 3 2,000 0 0 THERMA-WAVE INC COM 88343A108 965.77 64,730 SOLE 2 64,730 THERMO ELECTRON CORP. COM 883556102 15,316.40 641,930 SH SOLE 3 631,730 0 10,200 THERMO ELECTRON CORP. COM 883556102 4,729.10 198,200 SH OTH 3 13,300 0 0 THERMO ELECTRON CORP. COM 883556102 758.27 31,780 SOLE 2 31,780 THERMO ELECTRON CORP. COM 883556102 176.60 7,400 SH SHD 3 7,400 0 0 THERMO-ELECTRON CORP CNV 883556AF9 1,286.77 1,294,000 SOLE 2 1,294,000 THERMO-ELECTRON CORP CNV 883556AF9 1,102.31 1,108,500 SOLE 2 1,108,500 THIRD WAVE TECHNOLOGIES INC COM 88428W108 15.40 2,100 SH SOLE 3 2,100 0 0 THOMAS & BETTS CO. COM 884315102 83.60 3,954 SH SOLE 3 3,954 0 0 THOMAS & BETTS CO. COM 884315102 16.90 800 SH OTH 3 800 0 0 THOMAS INDUSTRIES COM 884425109 165.00 6,600 SH SOLE 3 6,600 0 0 THOR INDS INC COM 885160101 337.20 9,100 SH SOLE 3 9,100 0 0 THORATEC CORP COM 885175307 680.00 40,000 SOLE 2 40,000 THORNBURG MTG ASSET CORP COM 885218107 910.10 46,200 SH OTH 3 2,700 0 43,500 THORNBURG MTG ASSET CORP COM 885218107 621.50 31,550 SH SOLE 3 31,550 0 0 THORNBURG MTG INC COM 885218107 394.00 20,000 SOLE 2 20,000 T-HQ INC (NEW) COM 872443403 103.20 2,130 SH SOLE 3 2,130 0 0 T-HQ INC (NEW) COM 872443403 14.50 300 SH OTH 3 300 0 0 THREE-FIVE SYSTEMS INC COM 88554L108 3.80 240 SH OTH 3 240 0 0 THREE-FIVE SYSTEMS INC COM 88554L108 1.60 100 SH SOLE 3 100 0 0 TIBCO SOFTWARE INC COM 88632Q103 1,081.30 72,425 SH SOLE 3 72,425 0 0 TIBCO SOFTWARE INC. COM 88632Q103 4,179.21 279,920 SOLE 2 279,920 TIBCO SOFTWARE INC. COM 88632Q103 536.57 35,939 SOLE 2 35,939 TICKETMASTER CLASS B COM 88633P203 3,809.00 232,400 SH SOLE 3 229,400 0 3,000 TICKETMASTER ONLINE CITYSEARCH INC CL A COM 88633P104 1,639.00 100,000 SH SOLE 3 100,000 0 0 TICKETS COM INC COM 88633M200 22.50 10,000 SOLE 2 10,000 TIDEWATER INC COM 886423102 7.80 230 SH SOLE 3 230 0 0 TIFFANY & CO COM 886547108 1,826.20 58,030 SH SOLE 3 55,630 0 2,400 TIFFANY & CO COM 886547108 1,352.90 42,990 SH OTH 3 1,990 0 0 TIFFANY & CO COM 886547108 327.10 10,394 SOLE 2 10,394 TIFFANY & CO COM 886547108 283.23 9,000 SOLE 2 9,000 TIMBERLAND CO CLASS A COM 887100105 53,195.70 1,434,620 SH SOLE 3 1,433,220 0 1,400 TIME WARNER TELECOM COM 887319101 127.40 7,200 SH SOLE 3 7,200 0 0 TIMKEN CO COM 887389104 1,434.10 88,636 SH SOLE 3 88,636 0 0 TIMKEN CO COM 887389104 42.10 2,600 SH OTH 3 2,600 0 0 TIOGA TECHNOLOGIES LTD COM M8789G100 5.51 19,675 SOLE 2 19,675 TITAN PHARMACEUTICALS INC COM 888314101 144.20 14,700 SH SOLE 3 14,700 0 0 TITANIUM METALS CORP COM 888339108 51.10 12,800 SH SOLE 3 12,800 0 0 TIVO INC COM 888706108 298.70 45,600 SH SOLE 3 45,600 0 0 TJX COMPANIES INC (NEW) COM 872540109 11,900.90 298,568 SH SOLE 3 298,168 0 400 TJX COMPANIES INC (NEW) COM 872540109 2,075.50 52,069 SH OTH 3 5,269 0 4,000 TMP WORLDWIDE COM 872941109 229,545.20 5,350,704 SH SOLE 3 5,257,034 0 93,070 TMP WORLDWIDE COM 872941109 9,499.10 221,424 SH OTH 3 157,124 0 56,000 TMP WORLDWIDE INC. COM 872941109 8,006.98 186,643 SOLE 2 186,643 TMP WORLDWIDE INC. COM 872941109 501.84 11,698 SOLE 2 11,698 TOKIO MARINE&FIRE INS (ADR NEW) COM 889090403 161.00 4,400 SH SOLE 3 4,400 0 0 TOLL BROTHERS INC COM 889478103 4,587.40 104,497 SH SOLE 3 104,497 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 349.20 10,470 SH SOLE 3 10,470 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 9.30 280 SH OTH 3 280 0 0 TOMMY HILFIGER CORP COM G8915Z102 2,956.25 215,000 SOLE 2 215,000 TOO INC COM 890333107 546.60 19,878 SH SOLE 3 19,878 0 0 TOP AIR MFG INC COM 890524101 0.00 700 SH OTH 3 700 0 0 TOP AIR MFG INC COM 890524101 0.00 100 SH SOLE 3 100 0 0 TORCHMARK CORP COM 891027104 1,238.90 31,500 SH SOLE 3 31,500 0 0 TORCHMARK CORP COM 891027104 15.70 400 SH OTH 3 400 0 0 TORO CO (DELAWARE) COM 891092108 9,462.40 210,275 SH SOLE 3 210,275 0 0 TORO CO (DELAWARE) COM 891092108 1,539.00 34,200 SH OTH 3 4,400 0 29,800 TORONTO DOMINION BANK COM 891160509 213.23 8,284 SOLE 2 8,284 TOTAL FINA ELF S.A. COM 89151E109 356.26 5,072 SOLE 2 5,072 TOTAL SYS SVC INC COM 891906109 594.80 28,083 SH SOLE 3 28,083 0 0 TOWER AUTOMOTIVE INC COM 891707101 1,633.60 180,906 SH SOLE 3 180,906 0 0 TOWER AUTOMOTIVE INC COM 891707101 240.20 26,600 SOLE 2 26,600 TOWER AUTOMOTIVE INC COM 891707101 63.30 7,007 SH OTH 3 7,007 0 0 TOYS R US INC. (HOLDING CO) COM 892335100 17,095.40 824,271 SH SOLE 3 819,171 0 5,100 TOYS R US INC. (HOLDING CO) COM 892335100 2,579.00 124,347 SH OTH 3 15,147 0 0 TOYS R US INC. (HOLDING CO) COM 892335100 389.91 18,800 SOLE 2 18,800 TOYS R US INC. (HOLDING CO) COM 892335100 261.30 12,600 SH SHD 3 12,600 0 0 TRACTOR SUPPLY CO COM 892356106 3,408.00 100,000 SH SOLE 3 100,000 0 0 TRAMMELL CROW COMPANY COM 89288R106 15,237.30 1,302,330 SH SOLE 3 1,302,330 0 0 TRAMMELL CROW COMPANY COM 89288R106 2,389.75 204,252 SOLE 2 204,252 TRANSACTION SYSTEMS ARCHITECTS COM 893416107 1,422.50 116,027 SH SOLE 3 116,027 0 0 TRANSATLANTIC HOLDING INC COM 893521104 1,917.80 21,075 SH SOLE 3 21,075 0 0 TRANSGENOMIC INC COM 89365K206 6.60 600 SH SOLE 3 600 0 0 TRANSMETA CORP COM 89376R109 421.40 184,000 SH SOLE 3 184,000 0 0 TRANSMETA CORP DEL COM 89376R109 55.42 24,200 SOLE 2 24,200 TRANSOCEAN SEDCO FOREX COM G90078109 4,178.80 123,560 SH SOLE 3 71,525 0 52,035 TRANSOCEAN SEDCO FOREX COM G90078109 16.90 500 SH OTH 3 500 0 0 TRANSOCEAN SEDCO FOREX COM G90078109 4,647.54 137,420 SOLE 2 137,420 TRANSWITCH CORP COM 894065101 1,032.30 229,400 SH SOLE 3 229,400 0 0 TRANSWORLD ENTERTAINMENT CORP COM 89336Q100 3,429.10 451,200 SH SOLE 3 451,200 0 0 TRAVELOCITY.COM INC COM 893953109 39,755.20 1,384,717 SH SOLE 3 1,383,017 0 1,700 TRAVELOCITY.COM INC COM 893953109 1,437.20 50,058 SH OTH 3 4,900 0 45,158 TRC COS INC COM 872625108 200.00 4,000 SH SOLE 3 4,000 0 0 TREDEGAR INDS INC COM 894650100 71.10 3,743 SH SOLE 3 3,743 0 0 TRENDWEST RESORTS INC COM 894917103 537.40 21,225 SH SOLE 3 21,225 0 0 TRENWICK GROUP LTD COM G9032C109 241.00 23,700 SH SOLE 3 23,700 0 0 TRIAD GUARANTY INC COM 895925105 1,153.40 31,800 SH SOLE 3 31,800 0 0 TRIAD HOSPITALS INC COM 89579K109 22,641.40 771,429 SH SOLE 3 771,429 0 0 TRIAD HOSPITALS INC COM 89579K109 431.40 14,700 SH OTH 3 0 0 14,700 TRIAD HOSPITALS, INC. COM 89579K109 1,963.05 66,884 SOLE 2 66,884 TRIAD HOSPITALS, INC. COM 89579K109 230.72 7,861 SOLE 2 7,861 TRIANGLE PHARMACEUTICALS INC COM 89589H104 240.60 60,000 SH SOLE 3 60,000 0 0 TRIARC COMPANIES INC CLASS A COM 895927101 2,624.40 108,000 SOLE 2 108,000 TRIARC COMPANIES INC CLASS A COM 895927101 428.70 17,640 SH SOLE 3 17,640 0 0 TRIBUNE CO NEW COM 896047107 14,962.20 399,737 SH SOLE 3 381,737 0 18,000 TRIBUNE CO NEW COM 896047107 4,862.20 129,900 SH OTH 3 8,800 0 0 TRIBUNE CO NEW COM 896047107 864.48 23,096 SOLE 2 23,096 TRIBUNE CO NEW COM 896047107 384.93 10,284 SOLE 2 10,284 TRIBUNE CO NEW COM 896047107 172.20 4,600 SH SHD 3 4,600 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 20,000.60 406,517 SH SOLE 3 301,317 0 105,200 TRICON GLOBAL RESTAURANTS COM 895953107 3,702.15 75,247 SOLE 2 75,247 TRICON GLOBAL RESTAURANTS COM 895953107 579.08 11,770 SOLE 2 11,770 TRICON GLOBAL RESTAURANTS COM 895953107 150.60 3,061 SH OTH 3 3,061 0 0 TRIGON HEALTHCARE INC COM 89618L100 1,652.90 23,800 SH SOLE 3 23,800 0 0 TRIGON HEALTHCARE INC COM 89618L100 29.20 420 SH OTH 3 420 0 0 TRIMBLE NAVIGATION LTD COM 896239100 868.90 53,600 SH SOLE 3 53,600 0 0 TRIMBLE NAVIGATION LTD COM 896239100 423.10 26,100 SH OTH 3 2,500 0 23,600 TRIMERIS INC. COM 896263100 400.70 8,910 SH SOLE 3 8,910 0 0 TRINITY INDUSTRIES INC (DEL) COM 896522109 722.20 26,580 SH SOLE 3 26,580 0 0 TRINITY INDUSTRIES INC (DEL) COM 896522109 40.80 1,500 SH OTH 3 1,500 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 2,476.50 202,000 SH SOLE 3 145,800 0 56,200 TRIQUINT SEMICONDUCTOR INC COM 89674K103 852.10 69,500 SH OTH 3 2,900 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 208.42 17,000 SOLE 2 17,000 TRITON PCS HOLDINGS INC CLASS A COM 89677M106 19,417.20 661,574 SH SOLE 3 658,174 0 3,400 TRITON PCS HOLDINGS INC CLASS A COM 89677M106 1,323.70 45,100 SH OTH 3 1,800 0 43,300 TRIUMPH GROUP INC COM 896818101 689.00 21,200 SH SOLE 3 21,200 0 0 TRIZEC HAHN CORP COM 896938107 6,976.30 444,350 SH SOLE 3 444,350 0 0 TRIZEC HAHN CORP COM 896938107 365.80 23,300 SH OTH 3 23,300 0 0 TRIZETTO GROUP INC. COM 896882107 729.50 55,600 SH SOLE 3 55,600 0 0 TRIZETTO GROUP INC. COM 896882107 138.97 10,592 SOLE 2 10,592 TROPICAL SPORTSWEAR INTERNATIONAL COM 89708P102 10,495.70 559,772 SH SOLE 3 559,772 0 0 TROPICAL SPORTSWEAR INTERNATIONAL COM 89708P102 151.30 8,067 SH OTH 3 8,067 0 0 TRUSTCO BANK CORP NY COM 898349105 414.50 32,974 SH SOLE 3 32,974 0 0 TRUSTMARK CORP COM 898402102 731.70 30,200 SH SOLE 3 30,200 0 0 TRUSTMARK CORP COM 898402102 2.30 94 SH OTH 3 94 0 0 TRW INC. COM 872649108 181.50 4,900 SH SOLE 3 4,900 0 0 TRW INC. COM 872649108 25.90 700 SH OTH 3 700 0 0 TTM TECHNOLOGIES INC COM 87305R109 30.40 3,000 SH SOLE 3 3,000 0 0 TUESDAY MORNING CORP COM 899035505 7,873.20 435,222 SH SOLE 3 435,222 0 0 TUESDAY MORNING CORP COM 899035505 105.20 5,815 SH OTH 3 5,815 0 0 TULARIK INC COM 899165104 653.30 27,200 SH SOLE 3 27,200 0 0 TULARIK INC COM 899165104 31.20 1,300 SH OTH 3 1,300 0 0 TUMBLEWEED COMMUNICATIONS CORP COM 899690101 335.16 56,424 SOLE 2 56,424 TUPPERWARE CORP COM 899896104 1,789.20 92,947 SH SOLE 3 92,947 0 0 TUPPERWARE CORP COM 899896104 21.70 1,128 SH OTH 3 1,128 0 0 TURNSTONE SYSTEMS INC COM 900423104 100.44 25,300 SOLE 2 25,300 TURNSTONE SYSTEMS INC. COM 900423104 1,056.60 266,140 SH SOLE 3 266,140 0 0 TURNSTONE SYSTEMS INC. COM 900423104 20.80 5,250 SH OTH 3 5,250 0 0 TVIA INC COM 87307P101 36.75 21,000 SOLE 2 21,000 TWEETER HOME ENTERTAINMENT GP COM 901167106 1,031.00 35,550 SH SOLE 3 35,550 0 0 TWEETER HOME ENTERTAINMENT GP COM 901167106 59.50 2,050 SH OTH 3 2,050 0 0 TWINLAB CORP COM 901774109 20.25 15,000 SOLE 2 15,000 TXU CORP COM 873168108 8,793.00 186,490 SH OTH 3 14,790 0 0 TXU CORP COM 873168108 6,193.80 131,363 SH SOLE 3 130,863 0 500 TXU CORP COM 873168108 1,542.18 32,708 SOLE 2 32,708 TYCO INTERNATIONAL LIMITED COM 902124106 430,450.20 7,308,153 SH SOLE 3 7,039,293 0 247,435 TYCO INTERNATIONAL LIMITED COM 902124106 70,672.70 1,199,877 SH OTH 3 192,277 0 21,300 TYCO INTERNATIONAL LIMITED COM 902124106 4,464.60 75,800 SH SHD 3 75,800 0 0 TYCO INTERNATIONAL LTD CNV 902124AC0 2,214.22 2,858,800 SOLE 2 2,858,800 TYCO INTERNATIONAL LTD CNV 902124AC0 794.66 1,026,000 SOLE 2 1,026,000 TYCO INTERNATIONAL LTD (NEW) COM 902124106 39,376.18 668,526 SOLE 2 668,526 TYCO INTERNATIONAL LTD (NEW) COM 902124106 33,313.60 565,596 SOLE 2 565,596 TYCO INTERNATIONAL LTD (NEW) CLL 902124106 35.81 34,100 CALL SOLE 2 34,100 TYSON FOODS INC CLASS A COM 902494103 9,472.20 820,104 SH SOLE 3 813,267 0 6,837 TYSON FOODS INC CLASS A COM 902494103 3,043.90 263,538 SH OTH 3 1,119 0 76,519 TYSON FOODS INC CLASS A COM 902494103 153.60 13,300 SH SHD 3 13,300 0 0 U S PHYSICAL THERAPY INC COM 90337L108 16.20 1,000 SH SOLE 3 1,000 0 0 UAL CORP COM 902549500 2,615.50 193,740 SH SOLE 3 193,740 0 0 UBIQUITEL INC COM 903474302 133.40 17,900 SH SOLE 3 17,900 0 0 UBS AG COM H8920M855 450.00 9,000 SOLE 2 9,000 UBS AG COM H8920M855 346.70 6,934 SOLE 2 6,934 UBS AG-REGISTERED COM H8920M855 32,218.20 644,364 SH SOLE 3 644,364 0 0 UCAR INTERNATIONAL COM 90262K109 9,898.00 925,051 SH SOLE 3 925,051 0 0 UCAR INTERNATIONAL COM 90262K109 125.70 11,750 SH OTH 3 11,750 0 0 UCBH HOLDINGS INC COM 90262T308 128.00 4,500 SH SOLE 3 4,500 0 0 UES REGS - USD GDR COM 904688207 23,462.20 1,503,989 SH OTH 3 0 0 0 UES REGS - USD GDR COM 904688207 2,474.30 158,612 SH SOLE 3 158,612 0 0 UES SPONSORED - USD ADR COM 904688108 3,340.00 214,100 SH OTH 3 0 0 0 UGI CORP (HOLDING CO) COM 902681105 3,748.80 124,133 SH SOLE 3 124,133 0 0 UGI CORP (HOLDING CO) COM 902681105 800.30 26,500 SOLE 2 26,500 UGI CORP (HOLDING CO) COM 902681105 172.10 5,700 SH OTH 3 5,700 0 0 UICI INC. COM 902737105 738.50 54,700 SH SOLE 3 54,700 0 0 UIL HOLDINGS CORP COM 902748102 2,656.80 51,789 SH SOLE 3 51,789 0 0 UIL HOLDINGS CORP COM 902748102 189.40 3,692 SH OTH 3 3,692 0 0 ULTICOM INC COM 903844108 583.10 57,963 SH SOLE 3 57,963 0 0 ULTICOM INC COM 903844108 360.10 35,800 SH OTH 3 2,700 0 33,100 ULTIMATE ELECTRONICS INC COM 903849107 483.00 16,100 SH OTH 3 0 0 16,100 ULTIMATE ELECTRONICS INC COM 903849107 12.00 400 SH SOLE 3 400 0 0 ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 3,571.80 72,186 SH SOLE 3 70,586 0 1,600 ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 913.10 18,454 SH OTH 3 1,554 0 16,900 ULTRAPAR PARTICPAC SPON ADR COM 90400P101 4,278.90 555,700 SH OTH 3 0 0 0 ULTRAPAR PARTICPAC SPON ADR COM 90400P101 547.50 71,100 SH SOLE 3 71,100 0 0 ULTRATECH STEPPER INC COM 904034105 621.10 37,599 SH SOLE 3 37,599 0 0 ULTRATECH STEPPER INC COM 904034105 387.40 23,450 SH OTH 3 1,850 0 21,600 UMB FINANCIAL CORP COM 902788108 558.90 13,972 SH SOLE 3 13,972 0 0 UMB FINANCIAL CORP WHEN ISSUE LINE COM 902788108 28.70 719 SH SOLE 3 719 0 0 UNIFI INC COM 904677101 8.70 1,200 SH SOLE 3 1,200 0 0 UNIFIRST CORP COM 904708104 191.70 8,500 SH SOLE 3 8,500 0 0 UNILAB CORP NEW COM 904763208 446.80 17,800 SH SOLE 3 17,800 0 0 UNILEVER N V (N Y SHS NEW) COM 904784709 22,685.40 393,775 SH SOLE 3 393,775 0 0 UNILEVER N V (N Y SHS NEW) COM 904784709 12,412.10 215,450 SH OTH 3 3,950 0 0 UNILEVER N V (N Y SHS NEW) COM 904784709 1,278.90 22,200 SH SHD 3 22,200 0 0 UNILEVER N.V. NY SHS (NEW) COM 904784709 4,591.29 79,696 SOLE 2 79,696 UNILEVER N.V. NY SHS (NEW) COM 904784709 1,679.33 29,150 SOLE 2 29,150 UNILEVER PLC (NEW) COM 904767704 638.91 19,750 SH SOLE 4 19,750 UNION PACIFIC CORP. COM 907818108 8,641.40 151,603 SH SOLE 3 143,703 0 7,900 UNION PACIFIC CORP. COM 907818108 452.00 7,930 SH OTH 3 7,930 0 0 UNION PACIFIC CORP. COM 907818108 245.10 4,300 SOLE 2 4,300 UNION PLANTERS CORP COM 908068109 5,226.70 115,814 SH SOLE 3 99,814 0 12,200 UNION PLANTERS CORP COM 908068109 329.90 7,310 SH OTH 3 7,310 0 0 UNIONBANCAL CORP COM 908906100 9,912.00 260,842 SH SOLE 3 259,942 0 900 UNIONBANCAL CORP COM 908906100 119.90 3,154 SH OTH 3 3,154 0 0 UNISOURCE ENERGY CORP HLD CO COM 909205106 4,183.00 229,959 SH SOLE 3 229,959 0 0 UNISOURCE ENERGY CORP HLD CO COM 909205106 39.60 2,176 SH OTH 3 2,176 0 0 UNISYS CORP COM 909214108 85.40 6,810 SH SOLE 3 6,810 0 0 UNIT CORP COM 909218109 90.30 7,000 SH SOLE 3 7,000 0 0 UNITED AUTO GROUP INC COM 909440109 1,084.00 42,000 SH SOLE 3 42,000 0 0 UNITED BANKSHARES INC W V COM 909907107 753.20 26,100 SH SOLE 3 26,100 0 0 UNITED BANKSHARES INC W V COM 909907107 4.20 146 SH OTH 3 146 0 0 UNITED COMMUNITY FINANCIAL COM 909839102 208.10 28,900 SH SOLE 3 28,900 0 0 UNITED DEFENSE INDS INC COM 91018B104 3,417.47 162,350 SOLE 2 162,350 UNITED DEFENSE INDS INC COM 91018B104 2,037.64 96,800 SOLE 2 96,800 UNITED DEFENSE INDS INC COM 91018B104 787.50 37,500 SH SOLE 4 37,500 UNITED DOMINION REALTY TRUST INC COM 910197102 685.40 47,600 SH SOLE 3 47,600 0 0 UNITED INDUSTRIAL CORP. COM 910671106 447.20 26,700 SH SOLE 3 26,700 0 0 UNITED MICROELECTRONICS - ADR COM 910873207 933.00 97,185 SH OTH 3 97,185 0 0 UNITED MICROELECTRONICS - ADR COM 910873207 130.90 13,640 SH SOLE 3 13,640 0 0 UNITED NATIONAL BANCORP (N.J.) COM 910909100 180.70 7,528 SH SOLE 3 7,528 0 0 UNITED NATIONAL BANCORP (N.J.) COM 910909100 49.30 2,054 SH OTH 3 2,054 0 0 UNITED NATURAL FOODS INC COM 911163103 8,136.00 325,439 SH SOLE 3 325,439 0 0 UNITED NATURAL FOODS INC COM 911163103 5,396.00 215,840 SOLE 2 215,840 UNITED NATURAL FOODS INC COM 911163103 1,325.00 53,000 SH OTH 3 2,500 0 50,500 UNITED ONLINE INC. COM 911268100 119.30 28,400 SH SOLE 3 28,400 0 0 UNITED PARCEL SERVICE, INC. COM 911312106 15,279.08 280,350 SOLE 2 280,350 UNITED PARCEL SERVICE, INC. COM 911312106 3,096.42 56,815 SOLE 2 56,815 UNITED PARCEL SERVICES CLASS B COM 911312106 81,030.20 1,486,793 SH SOLE 3 1,443,089 0 36,625 UNITED PARCEL SERVICES CLASS B COM 911312106 18,558.80 340,529 SH OTH 3 38,129 0 0 UNITED PARCEL SERVICES CLASS B COM 911312106 1,624.10 29,800 SH SHD 3 29,800 0 0 UNITED RENTALS INC COM 911363109 2,991.00 131,762 SH SOLE 3 131,762 0 0 UNITED RENTALS INC COM 911363109 37.50 1,650 SH OTH 3 1,650 0 0 UNITED RETAIL GROUP INC COM 911380103 76.57 10,009 SOLE 2 10,009 UNITED STATES CELLULAR CORP COM 911684108 21,344.10 471,693 SH SOLE 3 410,393 0 58,800 UNITED STATES CELLULAR CORP COM 911684108 3,344.00 73,900 SH OTH 3 9,800 0 0 UNITED STATES CELLULAR CORP COM 911684108 1,629.00 36,000 SOLE 2 36,000 UNITED STATES CELLULAR CORP COM 911684108 373.31 8,250 SOLE 2 8,250 UNITED STATES CELLULAR CORP COM 911684108 104.10 2,300 SH SHD 3 2,300 0 0 UNITED STATES INDUSTRIES INC COM 912080108 261.60 102,200 SH SOLE 3 102,200 0 0 UNITED STATIONERS INC COM 913004107 5,369.20 159,561 SH SOLE 3 159,561 0 0 UNITED STATIONERS INC COM 913004107 158.20 4,700 SH OTH 3 4,700 0 0 UNITED SURGICAL PARTNERS INTERNATIONAL COM 913016309 1,938.74 91,666 SOLE 2 91,666 UNITED TECHNOLOGIES CORP COM 913017109 61,510.60 951,735 SH SOLE 3 848,871 0 98,250 UNITED TECHNOLOGIES CORP COM 913017109 17,350.80 268,464 SH OTH 3 41,364 0 0 UNITED TECHNOLOGIES CORP COM 913017109 9,615.85 148,783 SOLE 2 148,783 UNITED TECHNOLOGIES CORP COM 913017109 6,452.98 99,845 SOLE 2 99,845 UNITED TECHNOLOGIES CORP COM 913017109 885.40 13,700 SH SHD 3 13,700 0 0 UNITEDGLOBALCOM INC CLASS A COM 913247508 100.00 20,000 SOLE 2 20,000 UNITEDHEALTH GROUP INC COM 91324P102 92,924.10 1,313,044 SH SOLE 3 1,203,744 0 101,400 UNITEDHEALTH GROUP INC COM 91324P102 19,909.20 281,322 SH OTH 3 42,422 0 0 UNITEDHEALTH GROUP INC COM 91324P102 10,634.32 150,266 SOLE 2 150,266 UNITEDHEALTH GROUP INC COM 91324P102 2,243.40 31,700 SH SHD 3 31,700 0 0 UNITEDHEALTH GROUP INC COM 91324P102 991.84 14,015 SOLE 2 14,015 UNIVERSAL ACCESS GLOBAL HLDGS COM 91336M105 708.19 151,000 SOLE 2 151,000 UNIVERSAL ACCESS GLOBAL HLDGS COM 91336M105 510.72 108,896 SOLE 2 108,896 UNIVERSAL AMERICAN FINANCIAL COM 913377107 4,529.60 667,100 SH SOLE 3 667,100 0 0 UNIVERSAL AMERICAN FINANCIAL COM 913377107 74.69 11,000 SOLE 2 11,000 UNIVERSAL COMPRESSION HLD COM 913431102 356.80 12,100 SH SOLE 3 12,100 0 0 UNIVERSAL COMPRESSION HLD COM 913431102 56.00 1,900 SH OTH 3 1,900 0 0 UNIVERSAL CORP (HLDG CO COM 913456109 1,491.00 40,950 SH OTH 3 850 0 40,100 UNIVERSAL CORP (HLDG CO COM 913456109 1,149.70 31,577 SH SOLE 3 31,577 0 0 UNIVERSAL ELECTRS INC COM 913483103 652.30 37,900 SH SOLE 3 37,900 0 0 UNIVERSAL ELECTRS INC COM 913483103 31.00 1,800 SH OTH 3 1,800 0 0 UNIVERSAL FOREST PRODUCTS INC COM 913543104 427.00 20,400 SH SOLE 3 20,400 0 0 UNIVERSAL HEALTH REALTY INC M SBI COM 91359E105 6,079.40 258,700 SH SOLE 3 258,700 0 0 UNIVERSAL HEALTH REALTY INC M SBI COM 91359E105 693.25 29,500 SOLE 2 29,500 UNIVERSITY OF PHOENIX ONLINE COM 037604204 62.20 1,910 SH SOLE 3 1,910 0 0 UNIVISION COMMUNICATIONS INC. COM 914906102 265,628.00 6,565,199 SH SOLE 3 6,452,429 0 112,770 UNIVISION COMMUNICATIONS INC. COM 914906102 11,091.30 274,130 SH OTH 3 206,430 0 53,600 UNIVISION COMMUNICATIONS, INC. COM 914906102 5,075.55 125,446 SOLE 2 125,446 UNIVRSL HEALTH SVC CLASS B COM 913903100 3,096.90 72,392 SH SOLE 3 72,392 0 0 UNIVRSL HEALTH SVC CLASS B COM 913903100 1.70 40 SH OTH 3 40 0 0 UNOCAL CORP COM 915289102 10,599.20 293,851 SH SOLE 3 277,838 0 3,000 UNOCAL CORP COM 915289102 9,458.02 262,213 SOLE 2 262,213 UNOCAL CORP COM 915289102 2,703.77 74,959 SOLE 2 74,959 UNOCAL CORP COM 915289102 437.50 12,130 SH OTH 3 12,130 0 0 UNUMPROVIDENT CORP COM 91529Y106 238.20 8,984 SH SOLE 3 5,084 0 3,900 UNUMPROVIDENT CORP COM 91529Y106 18.30 690 SH OTH 3 690 0 0 URBAN OUTFITTERS INC COM 917047102 6,619.80 274,454 SH SOLE 3 274,454 0 0 URBAN OUTFITTERS INC COM 917047102 83.00 3,440 SH OTH 3 3,440 0 0 UROLOGIX INC COM 917273104 300.80 15,000 SH SOLE 3 15,000 0 0 URS CORP (NEW) COM 903236107 1,802.20 65,750 SH SOLE 3 65,750 0 0 URS CORP (NEW) COM 903236107 475.60 17,350 SH OTH 3 2,350 0 15,000 US AIRWAYS GROUP INC COM 911905107 228.53 36,046 SOLE 2 36,046 US AIRWAYS GROUP INC COM 911905107 96.17 15,169 SOLE 2 15,169 US BANCORP (DELAWARE) COM 902973304 10,667.69 509,684 SOLE 2 509,684 US BANCORP (DELAWARE) COM 902973304 4,135.56 197,590 SOLE 2 197,590 US BANCORP (DELAWARE) CLL 902973304 2.63 15,000 CALL SOLE 2 15,000 US BANCORP (NEW) COM 902973304 111,424.80 5,323,687 SH SOLE 3 4,944,900 0 366,110 US BANCORP (NEW) COM 902973304 17,242.20 823,804 SH OTH 3 463,704 0 40,400 US ONCOLOGY INC COM 90338W103 827.10 109,700 SH SOLE 3 109,700 0 0 US ONCOLOGY INC COM 90338W103 188.50 25,000 SOLE 2 25,000 US ONCOLOGY INC COM 90338W103 120.64 16,000 SOLE 2 16,000 US STEEL DYNAMICS COM 858119100 303.70 26,162 SH SOLE 3 26,162 0 0 US UNWIRED INC COM 90338R104 993.60 97,600 SH SOLE 3 97,600 0 0 US UNWIRED INC COM 90338R104 48.90 4,800 SH OTH 3 4,800 0 0 US WIRELESS CORP COM 90339C106 0.20 16,200 SH SOLE 3 16,200 0 0 USA ED INC COM 90390U102 449.09 5,345 SOLE 2 5,345 USA EDUCATION INC. COM 90390U102 12,886.40 153,373 SH SOLE 3 113,048 0 37,775 USA EDUCATION INC. COM 90390U102 336.90 4,010 SH OTH 3 4,010 0 0 USA NETWORKS INC COM 902984103 2,221.40 81,340 SH SOLE 3 81,340 0 0 USA NETWORKS INC COM 902984103 1,008.72 36,936 SOLE 2 36,936 USA NETWORKS INC COM 902984103 751.03 27,500 SOLE 2 27,500 USAIR GROUP INC COM 911905107 1,471.50 232,100 SH SOLE 3 232,100 0 0 USEC INC COM 90333E108 1,876.40 262,074 SH SOLE 3 233,400 0 0 USEC INC COM 90333E108 81.42 11,372 SOLE 2 11,372 USEC INC COM 90333E108 70.20 9,800 SH OTH 3 9,800 0 0 USFREIGHTWAYS CORP COM 916906100 536.90 17,100 SH OTH 3 0 0 17,100 USFREIGHTWAYS CORP COM 916906100 188.40 6,000 SH SOLE 3 6,000 0 0 USG CORP (NEW) COM 903293405 1,026.60 179,471 SH SOLE 3 179,471 0 0 USINTERNETWORKING INC COM 917311805 7.57 37,833 SOLE 2 37,833 UST INC COM 902911106 27,893.40 796,953 SH SOLE 3 777,953 0 19,000 UST INC COM 902911106 1,334.50 38,128 SH OTH 3 5,662 0 32,466 USX-MARATHON GROUP COM 902905827 52,680.30 1,756,009 SH SOLE 3 1,697,809 0 58,200 USX-MARATHON GROUP COM 902905827 12,792.00 426,400 SH OTH 3 63,000 0 0 USX-MARATHON GROUP COM 902905827 198.00 6,600 SH SHD 3 6,600 0 0 USX-U S STEEL GROUP COM 90337T101 423.80 23,400 SH OTH 3 0 0 23,400 USX-U S STEEL GROUP COM 90337T101 400.80 22,131 SH SOLE 3 22,131 0 0 UTILICORP UNITED INC (MISSOURI) COM 918005109 44,788.30 1,779,430 SH SOLE 3 1,515,730 0 263,700 UTILICORP UNITED INC (MISSOURI) COM 918005109 9,345.60 371,300 SH OTH 3 48,800 0 0 UTILICORP UNITED INC (MISSOURI) COM 918005109 712.30 28,300 SH SHD 3 28,300 0 0 UTSTARCOM INC COM 918076100 3,847.60 135,002 SH SOLE 3 134,102 0 0 UTSTARCOM INC COM 918076100 411.80 14,450 SH OTH 3 1,250 0 13,200 VAIL RESORTS INC COM 91879Q109 151.50 8,545 SH SOLE 3 8,545 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 150,893.30 4,236,196 SH SOLE 3 4,138,976 0 97,220 VALASSIS COMMUNICATIONS INC COM 918866104 8,217.00 230,685 SH OTH 3 187,479 0 31,650 VALERO ENERGY CORP COM 91913Y100 4,959.40 130,100 SH SOLE 3 130,100 0 0 VALERO ENERGY CORP COM 91913Y100 247.78 6,500 SOLE 2 6,500 VALERO ENERGY CORP COM 91913Y100 45.00 1,180 SH OTH 3 1,180 0 0 VALLEY NATL BANCORP COM 919794107 1,619.49 49,150 SOLE 2 49,150 VALLEY NATL BANCORP COM 919794107 958.40 29,085 SH SOLE 3 29,085 0 0 VALMONT INDS INC COM 920253101 40.50 2,800 SH SOLE 3 2,800 0 0 VALSPAR CORP COM 920355104 1,694.90 42,800 SH SOLE 3 42,800 0 0 VALUE CITY DEPT STORES INC COM 920387107 665.90 141,683 SH SOLE 3 141,683 0 0 VALUEVISION INTERNATIONAL INC COM 92047K107 798.30 40,750 SH SOLE 3 40,750 0 0 VALUEVISION INTERNATIONAL INC COM 92047K107 39.00 1,990 SH OTH 3 1,990 0 0 VAN KAMPEN SENIOR INC TRUST COM 920961109 100.54 14,200 SOLE 2 14,200 VANS INC COM 921930103 140.10 11,000 SH SOLE 3 11,000 0 0 VARCO INTERNATIONAL CO (NEW) COM 922122106 1,678.30 112,038 SH SOLE 3 112,038 0 0 VARCO INTERNATIONAL CO (NEW) COM 922122106 705.10 47,072 SH OTH 3 7,350 0 39,722 VARIAN INC COM 922206107 2,606.10 80,337 SH SOLE 3 80,337 0 0 VARIAN INC COM 922206107 835.00 25,740 SH OTH 3 4,040 0 21,700 VARIAN MEDICAL SYSTEMS COM 92220P105 6,273.90 88,043 SH SOLE 3 86,943 0 1,100 VARIAN MEDICAL SYSTEMS COM 92220P105 3,043.50 42,710 SH OTH 3 2,010 0 40,700 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,812.50 25,435 SOLE 2 25,435 VARIAN SEMICONDUCTOR EQUIP COM 922207105 997.20 28,830 SH SOLE 3 28,830 0 0 VARIAN SEMICONDUCTOR EQUIP COM 922207105 50.80 1,470 SH OTH 3 1,470 0 0 VASTERA INC COM 92239N109 112.90 6,800 SH SOLE 3 6,800 0 0 VAXGEN INC COM 922390208 33.60 2,900 SH SOLE 3 2,900 0 0 VCA ANTECH, INC. COM 918194101 9,908.00 817,492 SOLE 2 817,492 VCA ANTECH, INC. COM 918194101 300.00 25,000 SH SOLE 4 25,000 VCAMPUS CORP COM 92240C100 143.88 327,000 SOLE 2 327,000 VECTOR GROUP LTD COM 92240M108 1,827.60 55,634 SH SOLE 3 55,634 0 0 VECTOR GROUP LTD COM 92240M108 322.60 9,820 SH OTH 3 2,650 0 7,170 VEECO INSTRUMENTS INC COM 922417100 129.80 3,600 SH SOLE 3 3,600 0 0 VEECO INSTRUMENTS INC COM 922417100 19.80 550 SH OTH 3 550 0 0 VENTANA MEDICAL SYSTEMS INC COM 92276H106 203.60 9,000 SH SOLE 3 9,000 0 0 VENTANA MEDICAL SYSTEMS INC COM 92276H106 27.10 1,200 SH OTH 3 1,200 0 0 VENTIV HEALTH INC COM 922793104 3,100.30 847,082 SH SOLE 3 847,082 0 0 VENTRO CORP COM 922815105 16.14 41,396 SOLE 2 41,396 VENTRO CORP COM 922815105 4.51 11,576 SOLE 2 11,576 VERISIGN INC COM 92343E102 215,394.90 5,662,325 SH SOLE 3 5,515,895 0 145,130 VERISIGN INC COM 92343E102 11,856.80 311,693 SH OTH 3 227,442 0 71,148 VERISIGN INC COM 92343E102 1,977.13 51,975 SOLE 2 51,975 VERISIGN INC COM 92343E102 1,686.73 44,341 SOLE 2 44,341 VERITAS DGC INC COM 92343P107 1,698.30 91,800 SH SOLE 3 91,800 0 0 VERITAS DGC INC COM 92343P107 81.40 4,400 SH OTH 3 4,400 0 0 VERITAS SOFTWARE CO COM 923436109 10,068.60 224,594 SH SOLE 3 224,594 0 0 VERITAS SOFTWARE CO COM 923436109 1,139.60 25,420 SH OTH 3 25,420 0 0 VERITAS SOFTWARE CORP COM 923436109 1,630.74 36,376 SOLE 2 36,376 VERITAS SOFTWARE CORP COM 923436109 1,476.52 32,936 SOLE 2 32,936 VERITY INC COM 92343C106 764.40 37,750 SH SOLE 3 37,750 0 0 VERITY INC COM 92343C106 43.50 2,150 SH OTH 3 2,150 0 0 VERIZON COMMUNICATIONS COM 92343V104 242,588.30 5,111,426 SH SOLE 3 4,784,644 0 299,303 VERIZON COMMUNICATIONS COM 92343V104 66,109.50 1,392,953 SH OTH 3 234,133 0 0 VERIZON COMMUNICATIONS COM 92343V104 8,641.94 182,089 SOLE 2 182,089 VERIZON COMMUNICATIONS COM 92343V104 3,278.20 69,072 SH SHD 3 69,072 0 0 VERIZON COMMUNICATIONS COM 92343V104 1,435.19 30,240 SOLE 2 30,240 VERTEX PHARMACEUTICALS INC COM 92532F100 3,000.10 122,003 SH SOLE 3 122,003 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 265.57 10,800 SOLE 2 10,800 VERTICAL NET INC COM 92532L107 74.30 53,100 SH SOLE 3 53,100 0 0 VF CORP COM 918204108 1,014.70 26,010 SH SOLE 3 22,810 0 3,200 VF CORP COM 918204108 97.50 2,500 SH OTH 3 2,500 0 0 VIACOM INC CLASS A COM 925524100 2,183.96 49,355 SOLE 2 49,355 VIACOM INC CLASS A COM 925524100 1,776.64 40,150 SOLE 2 40,150 VIACOM INC CLASS A COM 925524100 35.40 800 SH SOLE 3 800 0 0 VIACOM INC CLASS B COM 925524308 802,481.50 18,136,629 SH SOLE 3 17,766,49 0 349,932 VIACOM INC CLASS B COM 925524308 105,988.30 2,400,641 SOLE 2 2,400,641 VIACOM INC CLASS B COM 925524308 103,060.93 2,334,336 SOLE 2 2,334,336 VIACOM INC CLASS B COM 925524308 64,603.00 1,462,781 SH OTH 3 542,440 0 72,189 VIACOM INC CLASS B COM 925524308 16,501.35 352,367 SH SOLE 4 352,367 VIACOM INC CLASS B COM 925524308 3,673.60 83,020 SH SHD 3 83,020 0 0 VIACOM INC CLASS B PUT 925524308 10.46 24,600 PUT SOLE 2 24,600 VIACOM INC CLASS B PUT 925524308 2.00 20,000 PUT SOLE 2 20,000 VIACOM INC CLASS B PUT 925524308 2.00 20,000 PUT SOLE 2 20,000 VIAD CORP COM 92552R109 396.60 16,750 SH OTH 3 950 0 15,800 VIAD CORP COM 92552R109 4.50 191 SH SOLE 3 191 0 0 VIALTA, INC. CLASS A COM 92554D108 12.80 10,283 SH SOLE 3 10,283 0 0 VIANT CORP COM 92553N107 195.50 117,059 SH SOLE 3 117,059 0 0 VIANT CORP COM 92553N107 80.63 48,279 SOLE 2 48,279 VIASAT INC COM 92552V100 126.40 8,100 SH SOLE 3 8,100 0 0 VIASAT INC COM 92552V100 3.70 240 SH OTH 3 240 0 0 VIASYS HEALTHCARE INC. COM 92553Q209 0.00 2 SH SOLE 3 2 0 0 VIASYS HEALTHCARE INC. COM 92553Q209 0.00 1 SH OTH 3 0 0 0 VIASYS HEALTHCARE INC. COM 92553Q209 0.00 1 SH SHD 3 1 0 0 VIASYSTEMS GROUP INC COM 92553H100 6.30 10,000 SOLE 2 10,000 VICAL INC COM 925602104 545.90 44,600 SH SOLE 3 44,600 0 0 VICAL INC COM 925602104 122.40 10,000 SOLE 2 10,000 VICAL INC COM 925602104 33.00 2,700 SH OTH 3 2,700 0 0 VICINITY CORP COM 925653107 23.90 13,205 SOLE 2 13,205 VICOR CORP COM 925815102 812.40 50,150 SH SOLE 3 50,150 0 0 VICOR CORP COM 925815102 327.24 20,200 SOLE 2 20,200 VICOR CORP COM 925815102 23.50 1,450 SH OTH 3 1,450 0 0 VIDESH SANCHAR NIGAM LTD-SP ADR COM 92659G600 1,480.80 154,255 SH OTH 3 154,255 0 0 VIDESH SANCHAR NIGAM LTD-SP ADR COM 92659G600 15.40 1,600 SH SOLE 3 1,600 0 0 VIEWPOINT CORP COM 92672P108 170.25 25,000 SOLE 2 25,000 VIGNETTE CORP COM 926734104 1,753.30 326,500 SH SOLE 3 326,500 0 0 VIGNETTE CORP COM 926734104 535.67 99,753 SOLE 2 99,753 VIGNETTE CORP COM 926734104 477.40 88,900 SH OTH 3 0 0 88,900 VIGNETTE CORP COM 926734104 117.24 21,832 SOLE 2 21,832 VIISAGE TECHNOLOGY INC COM 92675K106 32.20 3,300 SH SOLE 3 3,300 0 0 VINTAGE PETROLEUM INC. COM 927460105 7,694.60 532,500 SH SOLE 3 532,500 0 0 VIRAGE INC COM 92763Q106 66.91 20,216 SOLE 2 20,216 VIROPHARMA INC COM 928241108 1,122.19 48,897 SOLE 2 48,897 VIROPHARMA INC COM 928241108 6.90 300 SH SOLE 3 300 0 0 VISHAY INTERTECHNOLOGY COM 928298108 28,653.20 1,469,393 SH SOLE 3 1,468,693 0 700 VISHAY INTERTECHNOLOGY COM 928298108 389.90 19,995 SH OTH 3 19,995 0 0 VISHAY INTERTECHNOLOGY COM 928298108 240.80 12,350 SH SHD 3 12,350 0 0 VISIBLLE GENETICS INC COM 92829S104 238.60 21,400 SH SOLE 3 21,400 0 0 VISTEON CORP COM 92839U107 13,439.60 893,588 SH SOLE 3 872,878 0 16,510 VISTEON CORP COM 92839U107 3,746.00 249,067 SH OTH 3 20,266 0 59,800 VISUAL NETWORKS INC COM 928444108 534.00 115,593 SH SOLE 3 115,593 0 0 VISUAL NETWORKS, INC. COM 928444108 184.80 40,000 SOLE 2 40,000 VISX, INC. COM 92844S105 335.20 25,300 SH SOLE 3 25,300 0 0 VITAL SIGNS, INC. COM 928469105 272.20 7,800 SH SOLE 3 7,800 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 974.50 78,400 SH SOLE 3 78,400 0 0 VITRIA TECHNOLOGY COM 92849Q104 28.10 4,400 SH SOLE 3 4,400 0 0 VIVENDI UNIVERSAL COM 92851S204 789.37 14,675 SOLE 2 14,675 VIVENDI UNIVERSAL COM 92851S204 304.83 5,667 SOLE 2 5,667 VIVENDI UNIVERSAL - SP ADR COM 92851S204 35,731.60 664,280 SH OTH 3 0 0 0 VIVENDI UNIVERSAL - SP ADR COM 92851S204 244.20 4,540 SH SOLE 3 0 0 4,540 VLASIC FOODS COM 928559103 0.50 152,000 SH SOLE 3 152,000 0 0 VODAFONE GROUP PLC-SP ADR COM 92857W100 27,936.35 1,087,864 SOLE 2 1,087,864 VODAFONE GROUP PLC-SP ADR COM 92857W100 26,818.42 1,044,331 SOLE 2 1,044,331 VODAFONE GROUP PLC-SP ADR COM 92857W100 15,969.10 621,850 SH SOLE 3 579,850 0 9,940 VODAFONE GROUP PLC-SP ADR COM 92857W100 2,477.30 96,470 SH OTH 3 96,470 0 0 VODAFONE GROUP PLC-SP ADR COM 92857W100 474.72 18,400 SH SOLE 4 18,400 VORNADO REALTY TRUST COM 929042109 17,828.47 428,569 SOLE 2 428,569 VORNADO REALTY TRUST COM 929042109 12,039.00 289,400 SH SOLE 3 289,400 0 0 VORNADO REALTY TRUST COM 929042109 7,200.84 173,097 SOLE 2 173,097 VORNADO REALTY TRUST COM 929042109 587.80 14,130 SH OTH 3 14,130 0 0 VORNADO REALTY TRUST PFD 929042208 397.59 7,000 SOLE 2 7,000 VSI HOLDINGS INC COM 918322108 230.00 250,000 SOLE 2 250,000 VULCAN MATERIALS CO COM 929160109 4,349.60 90,731 SH SOLE 3 90,731 0 0 VULCAN MATERIALS CO COM 929160109 575.28 12,000 SOLE 2 12,000 VULCAN MATERIALS CO COM 929160109 95.90 2,000 SH OTH 3 2,000 0 0 W.H.BRADY CO CLASS A NON-VOTING COM 104674106 4,412.60 120,562 SH SOLE 3 120,562 0 0 W.H.BRADY CO CLASS A NON-VOTING COM 104674106 558.10 15,250 SH OTH 3 3,050 0 12,200 W.P. STEWART & CO., LTD. COM G84922106 377.28 14,400 SOLE 2 14,400 W.R. GRACE & CO. (NEW) COM 38388F108 217.50 140,324 SH SOLE 3 140,324 0 0 WABASH NATIONAL CORP. COM 929566107 4,277.30 548,370 SH SOLE 3 548,370 0 0 WABASH NATIONAL CORP. COM 929566107 48.00 6,159 SH OTH 3 6,159 0 0 WABTEC CORP COM 929740108 398.50 32,400 SH SOLE 3 32,400 0 0 WABTEC CORP COM 929740108 154.51 12,562 SOLE 2 12,562 WABTEC CORP COM 929740108 27.10 2,200 SH OTH 3 2,200 0 0 WACHOVIA CORP COM 929903102 32,586.90 1,039,123 SH SOLE 3 1,019,323 0 19,800 WACHOVIA CORP COM 929903102 10,567.66 336,979 SOLE 2 336,979 WACHOVIA CORP COM 929903102 3,056.50 97,466 SH OTH 3 11,366 0 0 WACHOVIA CORP COM 929903102 717.45 22,878 SOLE 2 22,878 WACKENHUT CORP. SER A COM 929794105 1,497.90 60,400 SH SOLE 3 60,400 0 0 WACKENHUT CORP. SER A COM 929794105 106.60 4,300 SH OTH 3 4,300 0 0 WADDELL & REED FINANCIAL A COM 930059100 451.80 14,030 SH SOLE 3 14,030 0 0 WADDELL & REED FINANCIAL A COM 930059100 380.00 11,800 SH OTH 3 0 0 11,800 WAL MART STORES INC COM 931142103 849,671.50 14,764,058 SH SOLE 3 13,387,39 0 1,350,564 WAL MART STORES INC COM 931142103 378,142.46 6,570,677 SOLE 2 6,570,677 WAL MART STORES INC COM 931142103 168,760.02 2,932,407 SOLE 2 2,932,407 WAL MART STORES INC COM 931142103 129,944.80 2,257,947 SH OTH 3 479,446 0 133,060 WAL MART STORES INC COM 931142103 6,871.02 119,725 SH SOLE 4 119,725 WAL MART STORES INC COM 931142103 6,175.10 107,300 SH SHD 3 107,300 0 0 WALGREEN CO COM 931422109 313,167.80 9,303,855 SH SOLE 3 8,748,395 0 550,360 WALGREEN CO COM 931422109 31,840.20 945,937 SH OTH 3 438,360 0 157,400 WALGREEN CO COM 931422109 9,242.87 274,595 SOLE 2 274,595 WALGREEN CO COM 931422109 6,411.25 190,471 SOLE 2 190,471 WALGREEN CO COM 931422109 1,013.20 30,100 SH SHD 3 30,100 0 0 WALLACE COMPUTER SVCS. COM 932270101 1,866.70 98,300 SH SOLE 3 95,100 0 2,000 WALLACE COMPUTER SVCS. COM 932270101 1,156.50 60,900 SH OTH 3 0 0 60,900 WALT DISNEY CO (HOLDING CO) COM 254687106 39,392.40 1,901,177 SH SOLE 3 1,855,077 0 46,100 WALT DISNEY CO (HOLDING CO) COM 254687106 4,126.00 199,130 SH OTH 3 55,930 0 0 WALT DISNEY CO (HOLDING CO) COM 254687106 163.70 7,900 SH SHD 3 7,900 0 0 WALTER INDS INC (NEW) COM 93317Q105 226.20 20,000 SOLE 2 20,000 WALTER INDS INC (NEW) COM 93317Q105 14.70 1,300 SH SOLE 3 1,300 0 0 WASAU MOSINEE PAPER CORP COM 943315101 569.90 47,100 SH SOLE 3 47,100 0 0 WASHINGTON FEDERAL INC COM 938824109 11,725.90 454,843 SH SOLE 3 454,843 0 0 WASHINGTON FEDERAL INC COM 938824109 149.50 5,801 SH OTH 3 5,801 0 0 WASHINGTON MUTUAL INC COM 939322103 41,440.40 1,267,290 SH SOLE 3 1,235,540 0 22,550 WASHINGTON MUTUAL INC COM 939322103 15,862.80 485,100 SH OTH 3 74,950 0 0 WASHINGTON MUTUAL INC COM 939322103 1,293.30 39,550 SH SHD 3 39,550 0 0 WASHINGTON MUTUAL INC COM 939322103 585.04 17,891 SOLE 2 17,891 WASHINGTON POST CO CLASS B COM 939640108 53.00 100 SH SOLE 3 100 0 0 WASHINGTON REAL ESTATE INVT TR COM 939653101 363.40 14,600 SH SOLE 3 14,600 0 0 WASTE CONNECTIONS INC COM 941053100 15,287.40 493,300 SH SOLE 3 493,300 0 0 WASTE CONNECTIONS INC COM 941053100 440.10 14,200 SH OTH 3 0 0 14,200 WASTE HOLDINGS INC COM 941057101 5,102.40 809,900 SH SOLE 3 809,900 0 0 WASTE MANAGEMENT INC COM 94106L109 636.06 19,933 SOLE 2 19,933 WASTE MANAGEMENT INC COM 94106L109 510.56 16,000 SOLE 2 16,000 WASTE MANAGEMENT INC. COM 94106L109 90,316.80 2,830,359 SH SOLE 3 2,628,084 0 200,275 WASTE MANAGEMENT INC. COM 94106L109 22,956.60 719,418 SH OTH 3 87,618 0 0 WASTE MANAGEMENT INC. COM 94106L109 1,333.80 41,800 SH SHD 3 41,800 0 0 WATCHGUARD TECHNOLOGIES INC COM 941105108 1,175.10 180,500 SH SOLE 3 180,500 0 0 WATCHGUARD TECHNOLOGIES INC COM 941105108 16.90 2,600 SH OTH 3 2,600 0 0 WATER PIK TECHNOLOGIES INC COM 94113U100 23.20 2,666 SH SOLE 3 2,666 0 0 WATERS CORP COM 941848103 4,092.00 105,600 SH SOLE 3 67,400 0 38,200 WATERS CORP COM 941848103 871.57 22,492 SOLE 2 22,492 WATERS CORP COM 941848103 178.20 4,600 SH SHD 3 4,600 0 0 WATERS CORP COM 941848103 98.80 2,550 SH OTH 3 2,550 0 0 WATSCO INC COM 942622200 7,843.40 552,353 SH SOLE 3 552,353 0 0 WATSON PHARMACEUTICALS INC COM 942683103 20,593.60 656,056 SH SOLE 3 656,056 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1,271.30 40,500 SOLE 2 40,500 WATSON WYATT & CO HLDGS COM 942712100 421.80 19,349 SH SOLE 3 19,349 0 0 WATTS INDUSTRIES, INC CLASS A COM 942749102 1,630.50 108,700 SH SOLE 3 108,700 0 0 WATTS INDUSTRIES, INC CLASS A COM 942749102 99.00 6,600 SH OTH 3 6,600 0 0 WAVERIDER COMMUNICATIONS INC COM 943570101 9.00 36,000 SOLE 2 36,000 WEALTH TELEPHONE COM 203349105 14,645.00 321,869 SH SOLE 3 321,869 0 0 WEALTH TELEPHONE COM 203349105 136.50 3,000 SH OTH 3 3,000 0 0 WEATHERFORD INTERNATIONAL COM 947074100 12,686.00 340,472 SH SOLE 3 335,472 0 5,000 WEATHERFORD INTERNATIONAL COM 947074100 696.80 18,700 SH OTH 3 900 0 17,800 WEBEX COMMUNICATIONS INC COM 94767L109 2,627.90 105,750 SH SOLE 3 105,750 0 0 WEBEX COMMUNICATIONS INC COM 94767L109 284.50 11,450 SH OTH 3 1,250 0 10,200 WEBMD CORP COM 94769M105 9,716.00 1,376,197 SH SOLE 3 1,376,197 0 0 WEBMD CORP COM 94769M105 2,025.60 286,912 SOLE 2 286,912 WEBMD CORP COM 94769M105 488.70 69,225 SH OTH 3 12,125 0 57,100 WEBMD CORP COM 94769M105 86.84 12,300 SOLE 2 12,300 WEBMETHODS INC COM 94768C108 915.10 54,600 SH SOLE 3 54,600 0 0 WEBSENSE INC COM 947684106 936.40 29,200 SH SOLE 3 29,200 0 0 WEBSENSE INC COM 947684106 423.30 13,200 SH OTH 3 1,100 0 12,100 WEBSTER FINANCIAL CORP COM 947890109 223.90 7,102 SH SOLE 3 7,102 0 0 WEBSTER FINANCIAL CORP COM 947890109 76.00 2,410 SH OTH 3 2,410 0 0 WEIDER NUTRITION INTERNATIONAL INC COM 948603105 62.60 37,260 SOLE 2 37,260 WEIGHT WATCHERS INC COM 948626106 1,786.10 52,811 SH SOLE 3 52,511 0 300 WEIGHT WATCHERS INC COM 948626106 482.44 14,265 SOLE 2 14,265 WEIGHT WATCHERS INC COM 948626106 287.30 8,495 SOLE 2 8,495 WEIGHT WATCHERS INC COM 948626106 106.50 3,150 SH OTH 3 150 0 3,000 WEINGARTEN REALTY INVS (SBI) COM 948741103 1,056.00 22,000 SOLE 2 22,000 WEINGARTEN REALTY INVS (SBI) COM 948741103 225.60 4,700 SH SOLE 3 4,700 0 0 WEIS MARKETS INC. COM 948849104 30.80 1,100 SH SOLE 3 1,100 0 0 WEIS MARKETS INC. COM 948849104 16.80 600 SH OTH 3 600 0 0 WELLMAN, INC COM 949702104 51.10 3,300 SH SOLE 3 3,300 0 0 WELLPOINT HEALTH NETWORKS INC COM 94973H108 601.50 5,148 SH OTH 3 5,148 0 0 WELLPOINT HEALTH NETWORKS INC COM 94973H108 578.20 4,948 SH SOLE 3 4,948 0 0 WELLPOINT HEALTH NETWORKS INC COM 94973H108 350.55 3,000 SOLE 2 3,000 WELLS FARGO & CO (NEW) COM 949746101 32,004.48 736,243 SOLE 2 736,243 WELLS FARGO & CO (NEW) COM 949746101 27,609.88 635,148 SOLE 2 635,148 WELLS FARGO & CO (NEW) CLL 949746101 7.00 10,000 CALL SOLE 2 10,000 WELLS FARGO & CO.(NEW) COM 949746101 146,481.00 3,371,229 SH SOLE 3 3,161,970 0 195,245 WELLS FARGO & CO.(NEW) COM 949746101 34,597.90 795,927 SH OTH 3 53,307 0 37,700 WELLS FARGO & CO.(NEW) COM 949746101 1,481.60 34,100 SH SHD 3 34,100 0 0 WENDYS INTERNATIONAL INC COM 950590109 8.30 284 SH SOLE 3 284 0 0 WERNER ENTERPRISES INC COM 950755108 3,579.70 147,314 SH SOLE 3 147,314 0 0 WERNER ENTERPRISES INC COM 950755108 21.10 869 SH OTH 3 869 0 0 WESBANCO INC COM 950810101 16.90 800 SH SOLE 3 800 0 0 WESCO FINANCIAL CORP. COM 950817106 1,226.30 3,893 SH SOLE 3 3,893 0 0 WESCO FINANCIAL CORP. COM 950817106 551.20 1,750 SH OTH 3 200 0 1,550 WEST CORP COM 952355105 506.30 20,300 SH OTH 3 0 0 20,300 WEST CORP COM 952355105 227.00 9,100 SH SOLE 3 9,100 0 0 WEST PHARAMCEUTICAL SERVICES COM 955306105 1,363.50 51,258 SH SOLE 3 51,258 0 0 WESTAMERICA BANCORP COM 957090103 2,254.30 56,970 SH SOLE 3 56,970 0 0 WESTAMERICA BANCORP COM 957090103 95.10 2,404 SH OTH 3 2,404 0 0 WESTERN DIGITAL CORP COM 958102105 946.80 151,000 SH SOLE 3 151,000 0 0 WESTERN DIGITAL CORP COM 958102105 50.80 8,100 SH OTH 3 8,100 0 0 WESTERN GAS RESOURCES INC COM 958259103 2,043.90 63,239 SH SOLE 3 63,239 0 0 WESTERN GAS RESOURCES INC COM 958259103 930.80 28,800 SH OTH 3 2,800 0 26,000 WESTERN RESOURCES INC. COM 959425109 330.20 19,200 SH SOLE 3 19,200 0 0 WESTERN WIRELESS CORP. COM 95988E204 6,291.25 222,699 SOLE 2 222,699 WESTERN WIRELESS CORP. COM 95988E204 5,291.50 187,309 SH SOLE 3 187,309 0 0 WESTERN WIRELESS CORP. COM 95988E204 1,254.67 44,413 SOLE 2 44,413 WESTPORT RES CORP PFD 961418209 705.71 43,142 SOLE 2 43,142 WESTPORT RESOURCES CORP NEW COM 961418100 394.70 22,750 SH OTH 3 550 0 22,200 WESTPORT RESOURCES CORP NEW COM 961418100 135.30 7,800 SH SOLE 3 7,800 0 0 WESTVACO COM 961548104 280.60 9,862 SH SOLE 3 9,862 0 0 WESTVACO COM 961548104 15.10 530 SH OTH 3 530 0 0 WESTWOOD ONE INC COM 961815107 160,968.20 5,356,678 SH SOLE 3 5,354,778 0 1,900 WESTWOOD ONE INC COM 961815107 7,663.56 255,027 SOLE 2 255,027 WESTWOOD ONE INC COM 961815107 2,581.30 85,900 SH OTH 3 8,300 0 77,600 WET SEAL INC CLASS A COM 961840105 667.70 28,353 SH SOLE 3 28,353 0 0 WET SEAL INC CLASS A COM 961840105 362.70 15,400 SH OTH 3 0 0 15,400 WEYERHAEUSER CO COM 962166104 27,804.90 514,144 SH SOLE 3 508,644 0 5,500 WEYERHAEUSER CO COM 962166104 9,734.70 180,005 SH OTH 3 9,305 0 0 WGL HOLDINGS INC. COM 92924F106 2,193.80 75,465 SH SOLE 3 75,465 0 0 WGL HOLDINGS INC. COM 92924F106 1,094.50 37,650 SH OTH 3 1,350 0 36,300 W-H ENERGY SERVICES INC COM 92925E108 186.70 9,800 SH SOLE 3 9,800 0 0 WHIRLPOOL CORP. COM 963320106 2,698.40 36,798 SH OTH 3 2,698 0 0 WHIRLPOOL CORP. COM 963320106 558.60 7,618 SH SOLE 3 6,218 0 1,400 WHITNEY HLDG CORP COM 966612103 1,128.40 25,734 SH SOLE 3 25,734 0 0 WHOLE FOODS MARKET INC COM 966837106 487.87 11,200 SOLE 2 11,200 WHOLE FOODS MARKET INC COM 966837106 257.00 5,900 SH SOLE 3 5,900 0 0 WHX CORP COM 929248102 15.40 10,000 SOLE 2 10,000 WILD OATS MARKETS INC COM 96808B107 104.27 10,500 SOLE 2 10,500 WILEY JOHN & SONS CLASS A COM 968223206 13,576.20 589,500 SH SOLE 3 589,500 0 0 WILEY JOHN & SONS CLASS A COM 968223206 575.75 25,000 SOLE 2 25,000 WILEY JOHN & SONS CLASS A COM 968223206 17.30 750 SH OTH 3 750 0 0 WILLAMETTE INDUSTRIES COM 969133107 65.20 1,250 SH SOLE 3 1,250 0 0 WILLIAMS COMMUNICATIONS COM 969455104 4,570.70 1,944,979 SOLE 2 1,944,979 WILLIAMS COMMUNICATIONS COM 969455104 498.00 211,919 SH SOLE 3 211,919 0 0 WILLIAMS COMMUNICATIONS COM 969455104 191.23 81,375 SOLE 2 81,375 WILLIAMS COMPANIES COM 969457100 12,213.72 478,594 SOLE 2 478,594 WILLIAMS COMPANIES COM 969457100 7,498.30 293,820 SH SOLE 3 282,020 0 11,800 WILLIAMS COMPANIES COM 969457100 2,505.04 98,160 SOLE 2 98,160 WILLIAMS COMPANIES COM 969457100 28.10 1,100 SH OTH 3 1,100 0 0 WILLIAMS ENERGY PARTNERS L P COM 969491109 10,083.41 241,230 SOLE 2 241,230 WILLIAMS ENERGY PARTNERS L P COM 969491109 860.04 20,575 SOLE 2 20,575 WILLIAMS-SONOMA INC COM 969904101 17,526.80 408,551 SH SOLE 3 407,551 0 1,000 WILLIAMS-SONOMA INC COM 969904101 11,546.45 269,148 SOLE 2 269,148 WILLIAMS-SONOMA INC COM 969904101 397.70 9,270 SH OTH 3 1,770 0 7,500 WILLIAMS-SONOMA INC COM 969904101 278.85 6,500 SOLE 2 6,500 WILLIS GROUP HOLDINGS LTD COM G96655108 2,995.00 127,178 SH SOLE 3 127,178 0 0 WILLIS GROUP HOLDINGS LTD COM G96655108 39.00 1,655 SH OTH 3 1,655 0 0 WILMINGTON TRUST CORP (NEW) COM 971807102 26,457.80 417,908 SH SOLE 3 414,520 0 0 WILMINGTON TRUST CORP (NEW) COM 971807102 1,424.80 22,505 SH OTH 3 10,405 0 12,100 WILMINGTON TRUST CORP (NEW) COM 971807102 949.65 15,000 SOLE 2 15,000 WILSONS LEATHER EXPERTS COM 972463103 42.20 3,700 SH SOLE 3 3,700 0 0 WINN-DIXIE STORES INC. COM 974280109 58.10 4,080 SH OTH 3 4,080 0 0 WINN-DIXIE STORES INC. COM 974280109 35.20 2,470 SH SOLE 3 2,470 0 0 WINNEBAGO INDS INC COM 974637100 4,390.30 118,850 SH SOLE 3 118,850 0 0 WINNEBAGO INDS INC COM 974637100 1,017.70 27,550 SH OTH 3 2,750 0 24,800 WINSTAR COMMUNICATIONS INC COM 975515107 0.00 1,300 SH SOLE 3 1,300 0 0 WINSTAR COMMUNICATIONS INC COM 975515107 0.00 300 SH OTH 3 300 0 0 WINSTON HOTELS INC COM 97563A102 379.26 49,000 SOLE 2 49,000 WINTRUST FINL CORP COM 97650W108 814.70 26,650 SH SOLE 3 26,650 0 0 WINTRUST FINL CORP COM 97650W108 62.70 2,050 SH OTH 3 2,050 0 0 WIPRO LTD ADR COM 97651M109 3,030.50 82,800 SH OTH 3 23,900 0 0 WIPRO LTD ADR COM 97651M109 248.90 6,800 SH SOLE 3 6,800 0 0 WIRE ONE TECHNOLOGIES INC COM 976521104 5.60 900 SH SOLE 3 900 0 0 WIRELESS FACILITIES INC COM 97653A103 227.05 33,737 SOLE 2 33,737 WISCONSIN ENERGY CORP (HLDG CO) COM 976657106 4.50 200 SH SOLE 3 200 0 0 WITNESS SYSTEMS INC COM 977424100 15,908.40 1,194,324 SH SOLE 3 1,189,224 0 5,100 WITNESS SYSTEMS INC COM 977424100 1,054.90 79,200 SH OTH 3 35,700 0 43,500 WM WRIGLEY JR CO DEL COM 982526105 212,524.90 4,137,140 SH SOLE 3 4,022,560 0 114,580 WM WRIGLEY JR CO DEL COM 982526105 18,563.06 361,360 SOLE 2 361,360 WM WRIGLEY JR CO DEL COM 982526105 14,177.70 275,992 SH OTH 3 223,012 0 37,900 WMS INDS INC COM 929297109 578.00 28,900 SH SOLE 3 28,900 0 0 WMS INDS INC COM 929297109 522.00 26,100 SH OTH 3 0 0 26,100 WOLVERINE TUBE INC COM 978093102 3,740.90 329,597 SH SOLE 3 329,597 0 0 WOLVERINE TUBE INC COM 978093102 44.50 3,918 SH OTH 3 3,918 0 0 WOODHEAD INDUSTRIES INC COM 979438108 50.80 3,200 SH SOLE 3 3,200 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 3,665.40 62,925 SH SOLE 3 62,925 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 81.50 1,400 SH OTH 3 1,400 0 0 WORLD ACCESS INC COM 98141A101 0.10 79,285 SH SOLE 3 78,500 0 785 WORLD ACCESS INC COM 98141A101 0.00 14,211 SH OTH 3 4,000 0 10,211 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 998.10 75,900 SH SOLE 3 75,900 0 0 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 507.60 38,600 SH OTH 3 3,300 0 35,300 WORLDCOM INC COM 98157D106 12,431.56 882,923 SOLE 2 882,923 WORLDCOM INC COM 98157D304 11,059.57 870,832 SOLE 2 870,832 WORLDCOM INC COM 98157D106 8,520.67 605,161 SOLE 2 605,161 WORLDCOM INC COM 98157D304 1,789.48 140,904 SOLE 2 140,904 WORLDCOM INC COM 98157D106 362.19 25,170 SH SOLE 4 25,170 WORLDCOM INC. - WORLDCOM GROUP COM 98157D106 139,836.90 9,931,595 SH SOLE 3 9,715,808 0 169,269 WORLDCOM INC. - WORLDCOM GROUP COM 98157D106 19,980.80 1,419,090 SH OTH 3 228,890 0 0 WORLDCOM INC. - WORLDCOM GROUP COM 98157D106 1,582.30 112,381 SH SHD 3 112,381 0 0 WORLDCOM INC. - MCI GROUP COM 98157D304 4,584.70 361,002 SH SOLE 3 353,106 0 6,196 WORLDCOM INC. - MCI GROUP COM 98157D304 396.60 31,229 SH OTH 3 3,054 0 28,175 WORTHINGTON INDUSTRIES COM 981811102 591.40 41,650 SH SOLE 3 41,650 0 0 WORTHINGTON INDUSTRIES COM 981811102 88.80 6,250 SH OTH 3 6,250 0 0 WPS RESOURCES CORP COM 92931B106 420.30 11,500 SH OTH 3 0 0 11,500 WPS RESOURCES CORP COM 92931B106 378.90 10,367 SH SOLE 3 10,367 0 0 WTS/CEMEX S.A.DE CV WTS 151290871 80.60 33,236 SOLE 2 33,236 WTS/NEXELL THERAPEUTICS INC WTS 65332H112 7.08 16,667 SOLE 2 16,667 WYNDHAM INTERNATIONAL CLASS A COM 983101106 12.32 22,000 SOLE 2 22,000 WYNDHAM INTERNATIONAL COM 983101106 601.10 1,073,328 SH SOLE 3 1,073,328 0 0 XCEL ENERGY INC COM 98389B100 420.70 15,166 SOLE 2 15,166 XCEL ENERGY INC. COM 98389B100 5,017.10 180,863 SH SOLE 3 170,363 0 10,500 XCEL ENERGY INC. COM 98389B100 231.80 8,355 SH OTH 3 8,355 0 0 XEROX CORP COM 984121103 384.80 36,931 SH SOLE 3 36,931 0 0 XEROX CORP COM 984121103 281.04 26,971 SOLE 2 26,971 XEROX CORP COM 984121103 26.40 2,536 SH OTH 3 2,536 0 0 XICOR INC COM 984903104 346.30 31,200 SH SOLE 3 31,200 0 0 XICOR INC COM 984903104 30.00 2,700 SH OTH 3 2,700 0 0 XILINX INC COM 983919101 36,477.20 934,116 SH SOLE 3 909,366 0 24,750 XILINX INC CLL 983919101 47.00 20,000 CALL SOLE 2 20,000 XILINX INC COM 983919101 630.30 16,140 SH OTH 3 16,140 0 0 XILINX INC COM 983919101 297.95 7,630 SOLE 2 7,630 XL CAPITAL LTD CLASS A COM G98255105 58,351.60 638,700 SH SOLE 3 475,214 0 157,134 XL CAPITAL LTD CLASS A COM G98255105 13,644.30 149,346 SH OTH 3 110,646 0 31,200 XL CAPITAL LTD CLASS A COM G98255105 1,477.75 16,175 SOLE 2 16,175 XL CAPITAL LTD CLASS A COM G98255105 590.73 6,466 SOLE 2 6,466 XO COMMUNICATIONS INC. CLASS A COM 983764101 4.16 43,317 SOLE 2 43,317 XO COMMUNICATIONS INC. CLASS A COM 983764101 22.10 230,696 SH SOLE 3 230,696 0 0 XTO ENERGY CORP COM 98385X106 240.63 13,750 SOLE 2 13,750 XTO ENERGY INC. COM 98385X106 88.40 5,050 SH SOLE 3 5,050 0 0 YAHOO! INC. COM 984332106 24,945.10 1,406,148 SH SOLE 3 1,323,448 0 80,500 YAHOO! INC. COM 984332106 11,167.81 629,527 SOLE 2 629,527 YAHOO! INC. COM 984332106 2,258.30 127,300 SH OTH 3 26,500 0 0 YAHOO! INC. COM 984332106 818.84 46,158 SOLE 2 46,158 YAHOO! INC. COM 984332106 527.86 26,754 SH SOLE 4 26,754 YAHOO! INC. 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COM 98956P102 1,990.50 65,177 SH SOLE 3 63,797 0 1,380 ZIMMER HOLDINGS INC. COM 98956P102 15.90 519 SH OTH 3 519 0 0 ZIONS BANCORP COM 989701107 15,706.20 298,710 SH SOLE 3 285,810 0 12,900 ZIONS BANCORP COM 989701107 1,939.36 36,884 SOLE 2 36,884 ZIONS BANCORP COM 989701107 619.18 11,776 SOLE 2 11,776 ZIONS BANCORP COM 989701107 115.70 2,200 SH OTH 3 2,200 0 0 ZIXIT CORP COM 98974P100 124.50 24,600 SH SOLE 3 24,600 0 0 ZOLL MEDICAL CORP COM 989922109 323.20 8,300 SH SOLE 3 8,300 0 0 ZOMAX INC /MN COM 989929104 167.40 20,950 SH SOLE 3 20,950 0 0 ZOMAX INC /MN COM 989929104 30.00 3,750 SH OTH 3 3,750 0 0 ZORAN CORP COM 98975F101 203.70 6,240 SH SOLE 3 6,240 0 0 ZORAN CORP COM 98975F101 51.20 1,570 SH OTH 3 1,570 0 0 ZYGO CORP COM 989855101 1,054.90 66,348 SH SOLE 3 66,348 0 0 ZYGO CORP COM 989855101 426.10 26,800 SH OTH 3 2,200 0 24,600
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