-----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, IbhPOro5u24E92lKH6ES5foSlBrfRHqT3EB0dKjJPV65M/R4YBpvDaZ66dCXwIze Ca+HzWu0qqhE1PQL9nOUMw== 0000769993-01-500146.txt : 20010816 0000769993-01-500146.hdr.sgml : 20010816 ACCESSION NUMBER: 0000769993-01-500146 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20010630 FILED AS OF DATE: 20010814 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: 1714153 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 f13f201cov.txt 13F COVER PAGE ---------------------------- 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 June 30, 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, August 14, 2001 ------------------------------------------ (Place and Date of Signing) Report Type: [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. EX-99 3 f13f201sum.txt 13F SUMMARY PAGE Form 13F SUMMARY PAGE Report Summary: 4 Number of Other Included Managers: ____________ 6,781 Form 13F Information Table Entry Total: _____________ 81,663,580.27 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 f13f201inf.txt 13F 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 855.26 34,500 SH 2 34,500 1-800 CONTACTS, INC. COM 681977104 52.10 2,100 SH SOLE 3 2,100 0 0 1-800-FLOWERS.COM COM 68243Q106 379.01 25,540 SH 2 25,540 1-800-FLOWERS.COM COM 68243Q106 1,463.22 98,600 SH 2 98,600 21ST CENTURY INSURANCE COM 90130N103 1.90 100 SH SOLE 3 100 0 0 3 D SYSTEMS CORP (NEW) COM 88554D205 119.00 7,000 SH SOLE 3 7,000 0 0 360NETWORKS COM 88575T205 7,147.22 34,034,401 SH 2 34,034,401 3COM CORP COM 885535104 66.14 13,925 SH 2 13,925 3COM CORP COM 885535104 4,352.50 916,323 SH SOLE 3 908,323 0 6,600 3COM CORP COM 885535104 7.60 1,600 SH OTH 3 1,600 0 0 3-D PHARMACEUTICALS COM 88554W104 241.20 25,100 SH SOLE 3 25,100 0 0 3TEC ENERGY CORP COM 88575R308 33.70 1,900 SH SOLE 3 1,900 0 0 99 CENTS ONLY STORES COM 65440K106 62,283.60 2,079,585 SH SOLE 3 2,078,785 0 800 99 CENTS ONLY STORES COM 65440K106 913.50 30,500 SH OTH 3 750 0 29,750 A SCHULMAN INC COM 808194104 837.00 62,000 SH SOLE 3 62,000 0 0 A T & T WIRELESS COM 001957406 89.90 5,500 SH SHD 1 5,500 0 0 A T & T WIRELESS COM 001957406 22,557.70 1,379,675 SH SOLE 3 1,326,875 0 48,900 A T & T WIRELESS COM 001957406 10,001.30 611,700 SH OTH 3 40,900 0 0 A.O. SMITH CORP (DEL) COM 831865209 2,307.10 128,889 SH SOLE 3 128,889 0 0 A.O. SMITH CORP (DEL) COM 831865209 94.90 5,300 SH OTH 3 5,300 0 0 AAIPHARMA INC COM 00252W104 35,732.91 2,277,432 SH 2 2,277,432 AAIPHARMA INC COM 00252W104 9,822.50 569,749 SH SOLE 3 569,749 0 0 AAR CORP COM 000361105 312.93 18,300 SH 2 18,300 AAR CORP COM 000361105 1,753.61 102,550 SH 2 102,550 AAR CORP COM 000361105 3,105.40 181,600 SH SOLE 3 181,600 0 0 AAR CORP COM 000361105 54.70 3,200 SH OTH 3 3,200 0 0 AARON RENTS INC COM 002535201 16,078.70 945,803 SH SOLE 3 945,803 0 0 AARON RENTS INC COM 002535201 86.60 5,092 SH OTH 3 5,092 0 0 ABBOTT LABORATORIES COM 002824100 420,367.49 8,757,656 SH 2 8,757,656 ABBOTT LABORATORIES COM 002824100 235,889.86 4,914,372 SH 2 4,914,372 ABBOTT LABORATORIES COM 002824100 32,653.68 680,285 SH SOLE 4 680,285 ABBOTT LABORATORIES COM 002824100 2,563.70 53,400 SH SHD 1 53,400 0 0 ABBOTT LABORATORIES COM 002824100 292,286.20 6,088,028 SH SOLE 3 5,557,849 0 522,300 ABBOTT LABORATORIES COM 002824100 47,352.70 986,310 SH OTH 3 114,710 0 0 ABERCROMBIE & FITCH CO. COM 002896207 248.78 5,588 SH PUT 2 5,588 ABERCROMBIE & FITCH CO. COM 002896207 860.13 19,320 SH PUT 2 19,320 ABERCROMBIE & FITCH CO. COM 002896207 12,331.00 277,100 SH SOLE 3 277,100 0 0 ABERDEEN ASIA PACIFIC INCOM FD COM 003009107 243.75 59,306 SH 2 59,306 ABGENIX INC COM 00339B107 620.00 13,777 SH SOLE 3 13,777 0 0 ABGENIX INC COM 00339B107 621.00 13,800 SH OTH 3 0 0 13,800 ABM INDUSTRIES INC COM 000957100 22,718.80 609,900 SH SOLE 3 609,900 0 0 ABM INDUSTRIES INC COM 000957100 2.50 66 SH OTH 3 66 0 0 ACACIA RESH CORP COM 003881109 420.60 24,900 SH SOLE 3 24,900 0 0 ACACIA RESH CORP COM 003881109 43.90 2,600 SH OTH 3 2,600 0 0 ACCRUE SOFTWARE INC COM 00437W102 7.80 16,267 SH SOLE 3 16,267 0 0 ACE LTD COM G0070K103 309.98 7,930 SH 2 7,930 ACE LTD COM G0070K103 15.60 400 SH SOLE 3 400 0 0 ACKERLEY COMMUNICATION INC COM 004527107 74.00 6,600 SH SOLE 3 6,600 0 0 ACLARA BIOSCIENCES INC COM 00461P106 198.00 20,000 SH 2 20,000 ACORN PRODUCTS INC COM 004857108 33.73 42,700 SH 2 42,700 ACT MANUFACTURING INC COM 000973107 76.60 7,000 SH SOLE 3 7,000 0 0 ACT MANUFACTURING INC COM 000973107 2.60 240 SH OTH 3 240 0 0 ACTEL CORP. COM 004934105 559.70 22,800 SH SOLE 3 22,800 0 0 ACTERNA CORP COM 00503U105 138.99 12,635 SH 2 12,635 ACTERNA CORP COM 00503U105 17.60 1,600 SH SOLE 3 1,600 0 0 ACTION PERFORMANCE COS INC COM 004933107 500.00 20,000 SH 2 20,000 ACTION PERFORMANCE COS INC COM 004933107 55.00 2,200 SH SOLE 3 2,200 0 0 ACTIVE POWER INC COM 00504W100 1,001.30 60,030 SH 2 60,030 ACTIVE POWER INC COM 00504W100 8,451.62 506,692 SH 2 506,692 ACTIVE POWER INC COM 00504W100 98.40 5,900 SH SOLE 3 5,900 0 0 ACTIVISION INC (NEW) COM 004930202 2,985.20 76,055 SH SOLE 3 76,055 0 0 ACTIVISION INC (NEW) COM 004930202 494.60 12,600 SH OTH 3 0 0 12,600 ACTRADE FINANCIAL TECH LTD COM 00507P102 33.10 1,400 SH SOLE 3 1,400 0 0 ACTUATE CORP COM 00508B102 3,431.70 359,344 SH SOLE 3 359,344 0 0 ACTUATE CORP COM 00508B102 43.30 4,530 SH OTH 3 4,530 0 0 ACXIOM CORP COM 005125109 388.80 29,700 SH SOLE 3 29,700 0 0 ACXIOM CORP COM 005125109 1.00 80 SH OTH 3 80 0 0 ADAPTEC INC COM 00651F108 243.53 24,500 SH 2 24,500 ADAPTEC INC COM 00651F108 27.70 2,790 SH OTH 3 2,790 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 188.76 28,600 SH 2 28,600 ADC TELECOMMUNICATIONS INC COM 000886101 3,789.83 574,217 SH 2 574,217 ADC TELECOMMUNICATIONS INC COM 000886101 5,909.30 895,349 SH SOLE 3 895,349 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 1,881.70 285,100 SH OTH 3 0 0 0 ADECCO SA COM 006754105 128.84 10,800 SH 2 10,800 ADECCO SA COM 006754105 344.18 28,850 SH 2 28,850 ADELPHIA BUSINESS SOLUTIONS COM 006847107 80.21 19,564 SH 2 19,564 ADELPHIA BUSINESS SOLUTIONS COM 006847107 44.70 10,900 SH SOLE 3 10,900 0 0 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 1,001.43 24,425 SH 2 24,425 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 8,293.73 202,286 SH 2 202,286 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 24,444.40 596,205 SH SOLE 3 596,205 0 0 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 18.60 454 SH OTH 3 454 0 0 ADMINISTAFF INC COM 007094105 1,250.60 48,100 SH SOLE 3 48,100 0 0 ADMINISTAFF INC COM 007094105 49.40 1,900 SH OTH 3 1,900 0 0 ADOBE SYSTEMS INC COM 00724F101 488.80 10,400 SH 2 10,400 ADOBE SYSTEMS INC COM 00724F101 1,673.20 35,600 SH SHD 1 35,600 0 0 ADOBE SYSTEMS INC COM 00724F101 136,282.60 2,899,630 SH SOLE 3 2,729,430 0 165,000 ADOBE SYSTEMS INC COM 00724F101 13,374.30 284,560 SH OTH 3 52,760 0 0 ADOLOR CORP COM 00724X102 117.90 5,460 SH SOLE 3 5,460 0 0 ADOLPH COORS CO CL B COM 217016104 82.00 1,635 SH SOLE 3 1,635 0 0 ADTRAN INC COM 00738A106 1,175.80 57,357 SH SOLE 3 57,357 0 0 ADTRAN INC COM 00738A106 43.00 2,100 SH OTH 3 2,100 0 0 ADVANCE PCS COM 00790K109 279.60 4,366 SH SOLE 3 4,366 0 0 ADVANCED DIGITAL INFO CORP COM 007525108 1,098.50 63,500 SH SOLE 3 63,500 0 0 ADVANCED DIGITAL INFO CORP COM 007525108 53.60 3,100 SH OTH 3 3,100 0 0 ADVANCED ENERGY INDUSTRIES INC COM 007973100 350.80 8,500 SH SOLE 3 8,500 0 0 ADVANCED ENERGY INDUSTRIES INC COM 007973100 441.60 10,700 SH OTH 3 0 0 10,700 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 250.80 11,945 SH SOLE 3 11,945 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 28.10 1,340 SH OTH 3 1,340 0 0 ADVANCED LIGHTING TECHNOLOGIES COM 00753C102 26.40 6,000 SH SOLE 3 6,000 0 0 ADVANCED MARKETING SERVICES, INC. COM 00753T105 350.30 16,800 SH SOLE 3 16,800 0 0 ADVANCED MICRO DEVICES INC COM 007903107 416.16 14,400 SH PUT 2 14,400 ADVANCED MICRO DEVICES INC COM 007903107 1,019.45 35,275 SH PUT 2 35,275 ADVANCED MICRO DEVICES INC COM 007903107 17,966.20 622,100 SH SOLE 3 605,300 0 13,700 ADVANCED MICRO DEVICES INC COM 007903107 7,857.20 271,880 SH OTH 3 5,280 0 0 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 70.76 23,200 SH 2 23,200 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 488.00 160,000 SH 2 160,000 ADVANTA CORP CL A COM 007942105 2,352.30 147,016 SH SOLE 3 147,016 0 0 ADVANTA CORP CL A COM 007942105 139.20 8,700 SH OTH 3 8,700 0 0 ADVANTA CORP CL-B COM 007942204 345.06 24,700 SH 2 24,700 ADVENT SOFTWARE INC COM 007974108 280.50 4,418 SH SOLE 3 4,418 0 0 ADVENT SOFTWARE INC COM 007974108 35.60 560 SH OTH 3 560 0 0 ADVO INC COM 007585102 13,511.80 395,661 SH SOLE 3 395,661 0 0 ADVO INC COM 007585102 1,042.60 30,530 SH OTH 3 5,830 0 24,700 AEGON N V AMER REG COM 007924103 791.59 27,873 SH 2 27,873 AEGON N V AMER REG COM 007924103 14,891.20 524,338 SH SOLE 3 524,338 0 0 AEP INDUSTRIES INC COM 001031103 2,562.15 72,500 SH 2 72,500 AEP INDUSTRIES INC COM 001031103 123.00 3,481 SH SOLE 3 3,481 0 0 AEROFLEX INC COM 007768104 1,608.10 153,150 SH SOLE 3 153,150 0 0 AEROFLEX INC COM 007768104 489.30 46,600 SH OTH 3 5,100 0 41,500 AEROVOX INC. COM 00808M105 69.39 128,500 SH 2 128,500 AES CORP. COM 00130H105 9,967.37 231,530 SH 2 231,530 AES CORP. COM 00130H105 6,186.11 143,696 SH 2 143,696 AES CORP. COM 00130H105 360,096.40 8,364,609 SH SOLE 3 8,238,489 0 126,120 AES CORP. COM 00130H105 9,798.50 227,608 SH OTH 3 154,614 0 56,750 AETHER SYSTEMS INC COM 00808V105 191.62 21,652 SH 2 21,652 AETHER SYSTEMS INC COM 00808V105 924.00 104,403 SH SOLE 3 104,403 0 0 AETHER SYSTEMS INC COM 00808V105 41.60 4,700 SH OTH 3 4,700 0 0 AETNA INC-NEW COM 00817Y108 258.70 10,000 SH SOLE 3 10,000 0 0 AETNA INC-NEW COM 00817Y108 2.20 86 SH OTH 3 86 0 0 AFC ENTRPRS, INC. COM 00104Q107 823.50 43,000 SH SOLE 3 43,000 0 0 AFC ENTRPRS, INC. COM 00104Q107 49.80 2,600 SH OTH 3 2,600 0 0 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 3,050.53 2,837,700 SH 2 2,837,700 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 822.38 765,000 SH 2 765,000 AFFILIATED COMPUTER SVCS CNV 008190AF7 1,299.70 751,000 SH 2 751,000 AFFILIATED COMPUTER SVCS CNV 008190AF7 1,618.14 935,000 SH 2 935,000 AFFILIATED COMPUTER SVCS CL A COM 008190100 704.36 9,795 SH 2 9,795 AFFILIATED COMPUTER SVCS CL A COM 008190100 359.55 5,000 SH 2 5,000 AFFILIATED COMPUTER SVCS CL A COM 008190100 258.90 3,600 SH SHD 1 3,600 0 0 AFFILIATED COMPUTER SVCS CL A COM 008190100 83,293.60 1,158,303 SH SOLE 3 1,051,503 0 104,900 AFFILIATED COMPUTER SVCS CL A COM 008190100 14,697.80 204,392 SH OTH 3 10,092 0 51,100 AFFILIATED MANAGERS GRP COM 008252108 39,193.30 637,290 SH SOLE 3 637,290 0 0 AFFILIATED MANAGERS GRP COM 008252108 2,905.80 47,248 SH OTH 3 1,648 0 45,600 AFFILIATED MANAGERS GRP INC COM 008252108 233.70 3,800 SH 2 3,800 AFFILIATED MANAGERS GRP INC COM 008252108 8,301.82 134,989 SH 2 134,989 AFFYMETRIX INC COM 00826T108 18.70 850 SH SOLE 3 850 0 0 AFFYMETRIX INC COM 00826T108 8.80 400 SH OTH 3 400 0 0 AFLAC CORP (NEW) COM 001055102 24,966.00 792,824 SH SOLE 3 533,702 0 253,500 AFLAC CORP (NEW) COM 001055102 1,749.60 55,561 SH OTH 3 18,761 0 0 AFLAC INC (NEW) COM 001055102 1,034.76 32,860 SH 2 32,860 AFLAC INC (NEW) COM 001055102 2,427.44 77,086 SH 2 77,086 AGCO CORP COM 001084102 6,107.50 667,490 SH SOLE 3 667,490 0 0 AGCO CORP COM 001084102 451.70 49,361 SH OTH 3 8,461 0 40,900 AGERE SYSTEMS INC A COM 00845V100 11,446.70 1,528,806 SH SOLE 3 1,143,117 0 374,584 AGERE SYSTEMS INC A COM 00845V100 208.60 27,819 SH OTH 3 27,819 0 0 AGILE SOFTWARE CORP COM 00846X105 469.54 27,620 SH 2 27,620 AGILE SOFTWARE INC COM 00846X105 447.10 26,300 SH SOLE 3 26,300 0 0 AGILE SOFTWARE INC COM 00846X105 51.00 3,000 SH OTH 3 0 0 3,000 AGILENT TECHNOLOGIES COM 00846U101 4,657.10 143,295 SH SOLE 3 129,778 0 13,517 AGILENT TECHNOLOGIES COM 00846U101 156.00 4,800 SH OTH 3 4,800 0 0 AGILENT TECHNOLOGIES INC. COM 00846U101 886.44 27,275 SH 2 27,275 AGILENT TECHNOLOGIES INC. COM 00846U101 4,529.33 139,364 SH 2 139,364 AGL RESOURCES INC COM 001204106 1,301.50 54,800 SH SOLE 3 54,800 0 0 AGL RESOURCES INC COM 001204106 2.40 100 SH OTH 3 100 0 0 AGRIUM INC COM 008916108 12,763.70 1,276,369 SH SOLE 3 1,276,369 0 0 AGRIUM INC COM 008916108 70.90 7,086 SH OTH 3 7,086 0 0 AHL SERVICES INC. COM 001296102 7,792.80 974,100 SH SOLE 3 974,100 0 0 AIR NET COMMUNICATIONS CORP COM 00941P106 17.40 11,900 SH SOLE 3 11,900 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 114.20 2,497 SH SOLE 3 1,797 0 700 AIR PRODUCTS & CHEMICALS INC COM 009158106 27.40 598 SH OTH 3 598 0 0 AIRBORNE INC. COM 009269101 1,045.20 90,180 SH SOLE 3 90,180 0 0 AIRBORNE INC. COM 009269101 55.60 4,800 SH OTH 3 4,800 0 0 AIRGAS INC COM 009363102 119.00 10,000 SH 2 10,000 AIRGAS INC COM 009363102 101.20 8,500 SH SOLE 3 8,500 0 0 AIRGAS INC COM 009363102 40.50 3,400 SH OTH 3 3,400 0 0 AIRGATE PCS COM 009367103 14.40 276 SH SOLE 3 276 0 0 AIRSPAN NETWORKS INC COM 00950H102 480.49 158,056 SH 2 158,056 AIRTRAN HOLDINGS INC COM 00949P108 102.50 10,000 SH 2 10,000 AIRTRAN HOLDINGS INC COM 00949P108 5,303.50 505,097 SH SOLE 3 505,097 0 0 AIRTRAN HOLDINGS INC COM 00949P108 125.30 11,929 SH OTH 3 11,929 0 0 AK STEEL HOLDING CORP COM 001547108 678.40 54,100 SH SOLE 3 54,100 0 0 AK STEEL HOLDING CORP COM 001547108 1,066.10 85,017 SH OTH 3 0 0 85,017 AKAMAI TECHNOLOGIES COM 00971T101 1,787.50 194,822 SH SOLE 3 194,822 0 0 AKAMAI TECHNOLOGIES COM 00971T101 575.50 62,730 SH OTH 3 6,530 0 56,200 AKAMAI TECHNOLOGIES INC COM 00971T101 1,603.98 174,821 SH 2 174,821 ALABAMA NATL BANCORP DEL COM 010317105 26.00 800 SH SOLE 3 800 0 0 ALAMOSA HOLDINGS INC COM 011589108 1.60 100 SH OTH 3 100 0 0 ALASKA AIR GRP INC COM 011659109 4.00 138 SH SOLE 3 138 0 0 ALASKA COMM SYSTEMS GRP COM 01167P101 106.10 11,600 SH SOLE 3 11,600 0 0 ALASKA COMMUNICATIONS SYSTEMS COM 01167P101 91.50 10,000 SH 2 10,000 ALBANY INTERNATIONAL CORP COM 012348108 119.10 6,300 SH SOLE 3 6,300 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 249.60 6,567 SH SOLE 3 6,567 0 0 ALBEMARLE CORP COM 012653101 3,514.90 151,700 SH SOLE 3 151,700 0 0 ALBEMARLE CORP COM 012653101 1,466.70 63,300 SH OTH 3 7,100 0 56,200 ALBERTO CULVER CO CL A COM 013068200 368.16 10,400 SH 2 10,400 ALBERTO CULVER CO CL A COM 013068200 1,870.89 52,850 SH 2 52,850 ALBERTO CULVER CO CL-B CONV COM 013068101 16,545.00 393,554 SH SOLE 3 385,954 0 7,600 ALBERTO CULVER CO CL-B CONV COM 013068101 5,746.90 136,700 SH OTH 3 7,200 0 27,100 ALBERTSONS INC COM 013104104 229.12 7,640 SH 2 7,640 ALBERTSONS INC COM 013104104 363.40 12,116 SH SOLE 3 6,016 0 6,100 ALBERTSONS INC COM 013104104 142.20 4,740 SH OTH 3 4,740 0 0 ALCAN INC. COM 013716105 420.20 10,000 SH SHD 1 10,000 0 0 ALCAN INC. COM 013716105 18,364.40 437,040 SH SOLE 3 433,040 0 4,000 ALCAN INC. COM 013716105 9,009.10 214,400 SH OTH 3 8,900 0 0 ALCATEL ALSTHOM SPON ADR COM 013904305 4,891.70 235,860 SH SOLE 3 235,860 0 0 ALCATEL SPON ADR COM 013904305 3,352.43 161,641 SH 2 161,641 ALCOA INC COM 013817101 11,808.22 299,701 SH 2 299,701 ALCOA INC COM 013817101 3,542.97 89,923 SH 2 89,923 ALCOA INC COM 013817101 74,448.20 1,889,549 SH SOLE 3 1,792,099 0 94,700 ALCOA INC COM 013817101 7,540.40 191,380 SH OTH 3 21,780 0 0 ALEXANDER & BALDWIN INC COM 014482103 741.60 28,800 SH SOLE 3 28,800 0 0 ALEXANDER & BALDWIN INC COM 014482103 432.60 16,800 SH OTH 3 0 0 16,800 ALEXANDERS INC. COM 014752109 36.10 600 SH SOLE 3 600 0 0 ALEXANDERS INC. COM 014752109 9.00 150 SH OTH 3 150 0 0 ALEXANDRIA REAL ESTATE COM 015271109 320.79 8,060 SH 2 8,060 ALEXANDRIA REAL ESTATE COM 015271109 10,408.80 261,528 SH SOLE 3 261,528 0 0 ALEXANDRIA REAL ESTATE COM 015271109 111.40 2,800 SH OTH 3 2,800 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1,029.60 42,900 SH SOLE 3 42,900 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 43.20 1,800 SH OTH 3 1,800 0 0 ALFA CORP COM 015385107 955.90 38,700 SH SOLE 3 38,700 0 0 ALIGN TECHNOLOGY INC COM 016255101 40.00 5,100 SH SOLE 3 5,100 0 0 ALKERMES INC COM 01642T108 210.95 6,010 SH 2 6,010 ALKERMES INC COM 01642T108 3.50 100 SH SOLE 3 100 0 0 ALKERMES INC COM 01642T108 179.00 5,100 SH OTH 3 5,100 0 0 ALLEGHANY CORP (DELAWARE) COM 017175100 417.60 2,057 SH SOLE 3 2,057 0 0 ALLEGHANY CORP (DELAWARE) COM 017175100 192.60 949 SH OTH 3 949 0 0 ALLEGHENY ENERGY, INC. COM 017361106 620.50 12,860 SH 2 12,860 ALLEGHENY ENERGY, INC. COM 017361106 124.80 2,587 SH SOLE 3 2,587 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 994.95 55,000 SH 2 55,000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 532.24 29,422 SH 2 29,422 ALLEGHENY TECHNOLOGIES INC COM 01741R102 482.40 26,667 SH SOLE 3 26,667 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 240.68 16,056 SH PUT 2 16,056 ALLEGIANCE TELECOM, INC. COM 01747T102 364.74 24,332 SH PUT 2 24,332 ALLEGIANCE TELECOM, INC. COM 01747T102 1,062.10 70,854 SH SOLE 3 70,854 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 611.60 40,800 SH OTH 3 700 0 40,100 ALLEN TELECOM INC COM 018091108 805.50 53,700 SH SOLE 3 53,700 0 0 ALLEN TELECOM INC COM 018091108 643.50 42,900 SH OTH 3 4,200 0 38,700 ALLERGAN INC COM 018490102 544.51 6,480 SH 2 6,480 ALLERGAN INC COM 018490102 1,838.20 21,500 SH SHD 1 21,500 0 0 ALLERGAN INC COM 018490102 84,240.00 985,270 SH SOLE 3 892,070 0 90,100 ALLERGAN INC COM 018490102 5,743.70 67,800 SH OTH 3 33,900 0 0 ALLETE, INC. 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COM 03760A101 1,242.30 50,500 SH OTH 3 2,500 0 48,000 APOLLO GRP COM 037604105 169.80 4,000 SH SHD 1 4,000 0 0 APOLLO GRP COM 037604105 15,905.60 374,690 SH SOLE 3 329,890 0 44,800 APOLLO GRP COM 037604105 1,992.60 46,940 SH OTH 3 4,090 0 0 APPIANT TECHNOLOGIES INC COM 03782R108 10.10 4,100 SH SOLE 3 4,100 0 0 APPLE COMPUTER INC COM 037833100 3,915.11 168,392 SH 2 168,392 APPLE COMPUTER INC COM 037833100 2,123.47 91,332 SH 2 91,332 APPLE COMPUTER INC COM 037833100 399.90 17,200 SH SOLE 4 17,200 APPLE COMPUTER INC COM 037833100 245.50 10,558 SH SOLE 3 5,758 0 4,800 APPLE COMPUTER INC COM 037833100 9.30 400 SH OTH 3 400 0 0 APPLEBEE'S INTERNATIONAL INC COM 037899101 2,172.80 67,900 SH SOLE 3 67,900 0 0 APPLEBEE'S INTERNATIONAL INC COM 037899101 89.60 2,800 SH OTH 3 2,800 0 0 APPLERA CORP COM 038020103 351.50 13,140 SH 2 13,140 APPLERA CORP - APPLIED BIOSYSTEM COM 038020103 420.00 15,700 SH SHD 1 15,700 0 0 APPLERA CORP - APPLIED BIOSYSTEM COM 038020103 27,993.90 1,046,500 SH SOLE 3 899,500 0 143,900 APPLERA CORP - APPLIED BIOSYSTEM COM 038020103 2,372.10 88,678 SH OTH 3 11,178 0 0 APPLERA CORP - CELERA GENOMICS GRP COM 038020202 483.30 12,186 SH SOLE 3 12,186 0 0 APPLERA CORP - CELERA GENOMICS GRP COM 038020202 670.30 16,900 SH OTH 3 300 0 16,600 APPLICA INC COM 03815A106 19.90 2,500 SH SOLE 3 2,500 0 0 APPLIED INDUSTRIAL TECH COM 03820C105 970.20 51,200 SH SOLE 3 51,200 0 0 APPLIED INDUSTRIAL TECH COM 03820C105 70.10 3,700 SH OTH 3 3,700 0 0 APPLIED INNOVATION INC COM 037916103 5.80 700 SH SOLE 3 700 0 0 APPLIED MATERIALS INC COM 038222105 5,135.86 104,600 SH PUT 2 104,600 APPLIED MATERIALS INC COM 038222105 6,168.92 125,640 SH PUT 2 125,640 APPLIED MATERIALS INC COM 038222105 3,105.58 63,250 SH SOLE 4 63,250 APPLIED MATERIALS INC COM 038222105 211.10 4,300 SH SHD 1 4,300 0 0 APPLIED MATERIALS INC COM 038222105 77,159.80 1,571,483 SH SOLE 3 1,521,383 0 47,900 APPLIED MATERIALS INC COM 038222105 8,387.30 170,820 SH OTH 3 47,620 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 561.96 32,672 SH 2 32,672 APPLIED MICRO CIRCUITS CORP COM 03822W109 6,373.55 370,555 SH 2 370,555 APPLIED MICRO CIRCUITS CORP COM 03822W109 4,538.40 263,863 SH SOLE 3 241,963 0 21,900 APPLIED MICRO CIRCUITS CORP COM 03822W109 25.80 1,500 SH OTH 3 1,500 0 0 APPLIED MOLECULAR EVOLUTION COM 03823E108 7.50 600 SH SOLE 3 600 0 0 APPLIED THEORY COM 03828R104 15.40 30,200 SH SOLE 3 30,200 0 0 APPLIEDTHEORY CORP COM 03828R104 5.10 10,000 SH 2 10,000 APRIA HEALTHCARE GRP COM 037933108 969.76 33,614 SH 2 33,614 APRIA HEALTHCARE GRP COM 037933108 1,975.80 68,486 SH SOLE 3 68,486 0 0 APRIA HEALTHCARE GRP COM 037933108 1,405.00 48,700 SH OTH 3 0 0 48,700 APT SATELLITE HOLDINGS ADR COM 00203R105 38.50 10,000 SH 2 10,000 APTARGRP INC COM 038336103 71.10 2,167 SH SOLE 3 2,167 0 0 APW LTD COM G04397108 674.47 66,450 SH 2 66,450 AQUILA INC DEL COM 03840J106 41.90 1,700 SH SOLE 3 1,700 0 0 ARACRUZ CELULOSE S.A. (NEW) COM 038496204 528.28 28,250 SH 2 28,250 ARADIGM CORP COM 038505103 176.75 25,250 SH 2 25,250 ARADIGM CORP COM 038505103 13.30 1,900 SH SOLE 3 1,900 0 0 ARBITRON INC. COM 03875Q108 573.20 23,786 SH SOLE 3 23,506 0 280 ARCH CAPITAL GRP LTD (COM) COM G0450A105 1.60 100 SH SOLE 3 100 0 0 ARCH CHEMICALS INC COM 03937R102 3,576.90 163,852 SH SOLE 3 163,852 0 0 ARCH CHEMICALS INC COM 03937R102 91.70 4,200 SH OTH 3 4,200 0 0 ARCH COAL INC COM 039380100 1,143.70 44,209 SH SOLE 3 44,209 0 0 ARCH COAL INC COM 039380100 1,169.30 45,200 SH OTH 3 1,100 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 835.64 64,034 SH 2 64,034 ARCHER DANIELS MIDLAND CO COM 039483102 16,667.40 1,282,106 SH SOLE 3 1,261,616 0 20,490 ARCHER DANIELS MIDLAND CO COM 039483102 2,745.30 210,552 SH OTH 3 48,292 0 0 ARCHSTONE COMMUNITIES TRUST COM 039581103 2,458.46 95,363 SH 2 95,363 ARCHSTONE COMMUNITIES TRUST COM 039581103 675.95 26,220 SH 2 26,220 ARCHSTONE COMMUNITIES TRUST COM 039581103 7,898.00 306,360 SH SOLE 3 304,360 0 2,000 ARCHSTONE COMMUNITIES TRUST COM 039581103 1,415.30 54,900 SH OTH 3 12,000 0 42,900 ARCTIC CAT INC COM 039670104 278.40 19,200 SH SOLE 3 19,200 0 0 ARDEN REALTY GRP INC COM 039793104 1,954.40 73,200 SH SOLE 3 73,200 0 0 AREA BANCSHARES CORP COM 039872106 24.80 1,500 SH SOLE 3 1,500 0 0 AREMISSOFT CORP COM 040026106 2,012.00 124,200 SH SOLE 3 124,200 0 0 AREMISSOFT CORP COM 040026106 76.10 4,700 SH OTH 3 4,700 0 0 ARENA PHARMACEUTICALS INC COM 040047102 530.50 17,400 SH SOLE 3 17,400 0 0 ARGONAUT GRP INC COM 040157109 1,760.80 87,600 SH SOLE 3 87,600 0 0 ARGOSY GAMING CO COM 040228108 210.31 7,576 SH 2 7,576 ARGOSY GAMING CO COM 040228108 21,032.50 757,655 SH SOLE 3 757,655 0 0 ARGOSY GAMING CO COM 040228108 2,218.00 79,900 SH OTH 3 3,700 0 76,200 ARGUSS COMMUNICATIONS INC COM 040282105 900.45 180,814 SH 2 180,814 ARIAD PHARMACEUTICALS INC COM 04033A100 141.96 28,000 SH 2 28,000 ARIBA INC PUT 04033V104 652.72 65,600 SH PUT 2 65,600 ARIBA INC COM 04033V104 151.73 27,588 SH 2 27,588 ARIBA INC COM 04033V104 271.15 49,300 SH SOLE 4 49,300 ARIBA INC COM 04033V104 2,476.20 450,215 SH SOLE 3 392,115 0 57,200 ARIBA INC COM 04033V104 0.60 100 SH OTH 3 100 0 0 ARKANSAS BEST CORP DEL COM 040790107 4,561.70 197,906 SH SOLE 3 197,906 0 0 ARKANSAS BEST CORP DEL COM 040790107 48.80 2,115 SH OTH 3 2,115 0 0 ARM HOLDINGS PLC SPON ADR COM 042068106 131.50 11,050 SH 2 11,050 ARMOR HOLDINGS INC COM 042260109 220.50 14,700 SH 2 14,700 ARMOR HOLDINGS INC COM 042260109 532.50 35,500 SH 2 35,500 ARMSTRONG HOLDINGS INC COM 042384107 1.80 500 SH SOLE 3 500 0 0 ARMSTRONG HOLDINGS INC COM 042384107 11.00 3,090 SH OTH 3 0 0 0 ARNOLD INDUSTRIES INC COM 042595108 21,201.30 1,095,107 SH SOLE 3 1,095,107 0 0 ARQULE INC COM 04269E107 60.60 2,800 SH SOLE 3 2,800 0 0 ARROW ELECTRONICS INC. COM 042735100 597.50 24,600 SH SHD 1 24,600 0 0 ARROW ELECTRONICS INC. COM 042735100 30,699.60 1,263,880 SH SOLE 3 1,141,533 0 119,266 ARROW ELECTRONICS INC. COM 042735100 638.60 26,292 SH OTH 3 26,292 0 0 ARROW INTL INC COM 042764100 291.80 7,600 SH SOLE 3 7,600 0 0 ART TECHNOLOGY GRP COM 04289L107 211.10 36,400 SH SOLE 3 36,400 0 0 ART TECHNOLOGY GRP COM 04289L107 81.20 14,000 SH OTH 3 0 0 14,000 ARTECH SYSTEMS INS COM 042902205 0.00 17,854 SH OTH 3 0 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 73.50 5,700 SH SOLE 3 5,700 0 0 ARTHROCARE CORP COM 043136100 392.20 15,000 SH SOLE 3 15,000 0 0 ARTHUR J GALLAGHER & CO COM 363576109 814.01 31,308 SH 2 31,308 ARTHUR J GALLAGHER & CO COM 363576109 1,921.90 73,920 SH SOLE 3 73,920 0 0 ARTISAN COMPONENTS INC COM 042923102 1,173.00 115,000 SH 2 115,000 ARVINMERITOR INC . COM 043353101 520.60 31,100 SH SOLE 3 31,100 0 0 ASHFORD.COM INC COM 044093102 0.80 3,600 SH SOLE 3 3,600 0 0 ASHLAND INC COM 044204105 21,159.00 527,657 SH SOLE 3 505,057 0 22,600 ASHLAND INC COM 044204105 10,626.50 265,000 SH OTH 3 37,900 0 122,800 ASHTON TECHNOLOGY GRP INC COM 045084100 19.60 20,000 SH 2 20,000 ASIA GLOBAL CROSSING LTD, BERM COM G05330108 254.66 42,800 SH 2 42,800 ASIA SATELLITE TELECOM HLDGS COM 04516X106 179.50 10,000 SH 2 10,000 ASIAINFO HOLDINGS INC COM 04518A104 608.30 30,800 SH SOLE 3 30,800 0 0 ASK JEEVES INC COM 045174109 210.86 110,980 SH 2 110,980 ASK JEEVES INC. COM 045174109 171.80 90,415 SH SOLE 3 90,415 0 0 ASM LITHOGRAPHY HLDS - NY REG COM N07059111 1,350.50 60,697 SH SOLE 3 60,697 0 0 ASML HOLDING NV NY REG SHS COM N07059111 985.01 44,270 SH 2 44,270 ASML HOLDING NV NY REG SHS COM N07059111 720.12 32,365 SH 2 32,365 ASPECT COMMUNICATIONS CORP COM 04523Q102 436.20 62,400 SH SOLE 3 62,400 0 0 ASPECT COMMUNICATIONS CORP COM 04523Q102 39.80 5,700 SH OTH 3 5,700 0 0 ASPEN TECHNOLOGY INC COM 045327103 6,104.79 252,264 SH 2 252,264 ASPEN TECHNOLOGY INC COM 045327103 5,500.70 227,300 SH SOLE 3 227,300 0 0 ASPEN TECHNOLOGY INC COM 045327103 210.80 8,710 SH OTH 3 2,210 0 6,500 ASSOCIATED BANC CORP COM 045487105 327.29 9,094 SH 2 9,094 ASSOCIATED BANC CORP COM 045487105 917.70 25,500 SH SHD 1 25,500 0 0 ASSOCIATED BANC CORP COM 045487105 11,218.20 311,704 SH SOLE 3 264,604 0 47,100 ASSOCIATED BANC CORP COM 045487105 1,947.90 54,122 SH OTH 3 18,242 0 35,880 ASTORIA FINANCIAL CORP COM 046265104 1,201.60 21,847 SH SOLE 3 21,847 0 0 ASTORIA FINANCIAL CORP COM 046265104 2,728.00 49,600 SH OTH 3 100 0 49,500 ASTRAZENECA PLC SPONS ADR COM 046353108 3,431.40 73,400 SH SOLE 3 49,800 0 23,600 ASTROPOWER INC COM 04644A101 109.50 2,100 SH SOLE 3 2,100 0 0 ASUSTEK COMPUTER INC GDR COM 04648R209 45.30 10,500 SH SOLE 3 10,500 0 0 ASYST TECHNOLOGIES INC COM 04648X107 4.90 360 SH OTH 3 360 0 0 AT HOME CORP COM 045919107 1,140.20 532,815 SH SOLE 3 529,315 0 3,400 AT HOME CORP COM 045919107 1.40 650 SH OTH 3 650 0 0 AT HOME CORP SER-A COM 045919107 2,244.78 1,048,961 SH 2 1,048,961 AT&T CANADA INC. COM 00207Q202 4,692.60 155,744 SH SOLE 3 155,744 0 0 AT&T CORP COM 001957109 12,407.69 563,986 SH 2 563,986 AT&T CORP COM 001957109 27,359.42 1,243,610 SH 2 1,243,610 AT&T CORP CLL 001957109 4.38 25,000 SH CLL 2 25,000 AT&T CORP COM 001957109 809.49 36,795 SH SOLE 4 36,795 AT&T CORP COM 001957109 1,930.50 87,750 SH SHD 1 87,750 0 0 AT&T CORP COM 001957109 166,750.90 7,579,586 SH SOLE 3 7,196,648 0 376,588 AT&T CORP COM 001957109 34,410.00 1,564,089 SH OTH 3 244,830 0 24,372 AT&T CORP LIBERTY MEDIA GRP COM 001957208 41,956.60 2,398,891 SH 2 2,398,891 AT&T CORP LIBERTY MEDIA GRP COM 001957208 56,806.44 3,247,938 SH 2 3,247,938 AT&T CORP LIBERTY MEDIA GRP COM 001957208 27,246.10 1,557,810 SH SOLE 4 1,557,810 AT&T LATIN AMERICA CORP. COM 04649A106 22.90 4,600 SH SOLE 3 4,600 0 0 AT&T LIBERTY MEDIA CORP COM 001957208 652.40 37,300 SH SHD 1 37,300 0 0 AT&T LIBERTY MEDIA CORP COM 001957208 613,379.40 35,070,289 SH SOLE 3 34,118,799 0 939,590 AT&T LIBERTY MEDIA CORP COM 001957208 34,575.90 1,976,897 SH OTH 3 676,907 0 150,100 AT&T WIRELESS GRP COM 001957406 3,561.63 217,837 SH 2 217,837 AT&T WIRELESS GRP COM 001957406 8,549.40 522,899 SH 2 522,899 AT&T WIRELESS GRP COM 001957406 869.82 53,200 SH SOLE 4 53,200 ATLANTIC COAST AIRLINES INC COM 048396105 1,082.60 36,100 SH SOLE 3 36,100 0 0 ATLANTIC COAST AIRLINES INC COM 048396105 980.70 32,700 SH OTH 3 0 0 32,700 ATLAS AIR WORLDWIDE HOLDINGS, INC. COM 049164106 7,080.00 500,000 SH SOLE 3 500,000 0 0 ATMEL CORP. CLL 049513104 68.25 15,000 SH CLL 2 15,000 ATMEL CORP. COM 049513104 2,764.10 204,900 SH 2 204,900 ATMEL CORP. COM 049513104 3,909.90 289,835 SH SOLE 3 283,435 0 6,400 ATMEL CORP. COM 049513104 24.10 1,784 SH OTH 3 1,784 0 0 ATMI INC COM 00207R101 498.54 16,618 SH 2 16,618 ATMI INC COM 00207R101 3.00 100 SH SOLE 3 100 0 0 ATP OIL & GAS CORP COM 00208J108 5.60 500 SH SOLE 3 500 0 0 ATRIX LAB INC COM 04962L101 23.70 1,000 SH SOLE 3 1,000 0 0 ATWOOD OCEANICS INC COM 050095108 575.20 16,387 SH SOLE 3 16,387 0 0 ATWOOD OCEANICS INC COM 050095108 5.80 166 SH OTH 3 166 0 0 AUDIOCODES LTD COM M15342104 260.18 36,800 SH 2 36,800 AUDIOVOX CORP CLASS A COM 050757103 1,363.10 122,800 SH SOLE 3 122,800 0 0 AUDIOVOX CORP CLASS A COM 050757103 609.40 54,900 SH OTH 3 3,800 0 51,100 AURORA BIOSCIENCES CORP COM 051920106 9.30 300 SH SOLE 3 300 0 0 AUSPEX SYSTEMS, INC. COM 052116100 30.00 4,200 SH SOLE 3 4,200 0 0 AUTODESK INC COM 052769106 4,919.30 131,886 SH SOLE 3 131,886 0 0 AUTODESK INC COM 052769106 1,622.50 43,500 SH OTH 3 600 0 42,900 AUTOLIV INC COM 052800109 437.20 25,300 SH SOLE 3 25,300 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 372,843.93 7,501,890 SH 2 7,501,890 AUTOMATIC DATA PROCESSING INC CLL 053015103 22.75 10,000 SH CLL 2 10,000 AUTOMATIC DATA PROCESSING INC COM 053015103 182,183.35 3,665,661 SH 2 3,665,661 AUTOMATIC DATA PROCESSING INC COM 053015103 87,972.63 1,770,073 SH SOLE 4 1,770,073 AUTOMATIC DATA PROCESSING INC COM 053015103 1,590.40 32,000 SH SHD 1 32,000 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 107,895.50 2,170,936 SH SOLE 3 1,978,436 0 189,500 AUTOMATIC DATA PROCESSING INC COM 053015103 13,196.80 265,530 SH OTH 3 34,230 0 0 AUTONATION INC COM 05329W102 2,978.17 256,739 SH 2 256,739 AUTONATION INC. COM 05329W102 11,504.30 991,752 SH SOLE 3 991,752 0 0 AUTOWEB.COM INC COM 053331104 70.03 149,000 SH 2 149,000 AUTOWEB.COM INC COM 053331104 24.32 51,749 SH 2 51,749 AUTOZONE, INC. COM 053332102 409.30 10,915 SH SOLE 3 10,915 0 0 AVADO BRANDS INC COM 05336P108 61.25 125,000 SH 2 125,000 AVALONBAY COMMUNITIES INC COM 053484101 543.14 11,618 SH 2 11,618 AVALONBAY COMMUNITIES INC. COM 053484101 13,356.90 285,710 SH SOLE 3 284,810 0 900 AVALONBAY COMMUNITIES INC. COM 053484101 3,118.20 66,700 SH OTH 3 17,100 0 49,600 AVANEX COM 05348W109 2.60 270 SH SOLE 3 270 0 0 AVANEX CORP COM 05348W109 119.57 12,327 SH 2 12,327 AVANIR PHARMACEUTICALS COM 05348P104 53.30 8,600 SH SOLE 3 8,600 0 0 AVANT CORP COM 053487104 1,440.40 108,300 SH SOLE 3 108,300 0 0 AVANT CORP COM 053487104 42.60 3,200 SH OTH 3 3,200 0 0 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 74.00 13,100 SH SOLE 3 13,100 0 0 AVANTGO INC COM 05349M100 784.85 392,425 SH 2 392,425 AVANTGO INC. COM 05349M100 406.30 116,092 SH OTH 3 0 0 116,092 AVATAR HLDGS INC. COM 053494100 6.90 300 SH SOLE 3 300 0 0 AVAYA INC. COM 053499109 309.50 22,591 SH 2 22,591 AVAYA INC. COM 053499109 4,432.33 323,528 SH 2 323,528 AVENTIS SPONS ADR COM 053561106 2,584.04 32,345 SH 2 32,345 AVENTIS SPONS ADR COM 053561106 918.89 11,502 SH 2 11,502 AVERY DENNISON CORP COM 053611109 8,723.80 170,888 SH SOLE 3 166,688 0 4,200 AVERY DENNISON CORP COM 053611109 1,245.60 24,400 SH OTH 3 1,700 0 0 AVERY DENNISON CORP COM 053611109 940.44 18,422 SH 2 18,422 AVIALL INC COM 05366B102 219.40 20,000 SH 2 20,000 AVIALL INC COM 05366B102 326.90 29,800 SH SOLE 3 29,800 0 0 AVICI SYS INC COM 05367L109 1,179.79 137,665 SH 2 137,665 AVICI SYSTEMS COM 05367L109 3,693.40 430,970 SH SOLE 3 430,970 0 0 AVICI SYSTEMS COM 05367L109 78.00 9,100 SH OTH 3 9,100 0 0 AVID TECHNOLOGY INC COM 05367P100 3,141.87 200,119 SH 2 200,119 AVID TECHNOLOGY INC COM 05367P100 1,065.50 67,867 SH SOLE 3 67,867 0 0 AVID TECHNOLOGY INC COM 05367P100 37.70 2,400 SH OTH 3 2,400 0 0 AVIGEN INC COM 053690103 66.70 3,100 SH SOLE 3 3,100 0 0 AVIRON COM 053762100 25.40 446 SH SOLE 3 446 0 0 AVIRON COM 053762100 51.30 900 SH OTH 3 900 0 0 AVISTA CORP COM 05379B107 3,055.40 152,922 SH SOLE 3 152,922 0 0 AVISTA CORP COM 05379B107 1,434.60 71,800 SH OTH 3 4,200 0 67,600 AVNET INC. COM 053807103 791.40 35,300 SH SHD 1 35,300 0 0 AVNET INC. COM 053807103 43,248.40 1,929,009 SH SOLE 3 1,905,809 0 18,600 AVNET INC. COM 053807103 6,669.90 297,497 SH OTH 3 33,997 0 65,200 AVOCENT CORP COM 053893103 13,237.50 581,866 SH SOLE 3 581,866 0 0 AVOCENT CORP COM 053893103 832.60 36,600 SH OTH 3 16,200 0 20,400 AVON PRODUCTS INC. COM 054303102 214.28 4,630 SH 2 4,630 AVON PRODUCTS INC. COM 054303102 1,036.70 22,400 SH SHD 1 22,400 0 0 AVON PRODUCTS INC. COM 054303102 136,789.70 2,955,698 SH SOLE 3 2,778,508 0 172,290 AVON PRODUCTS INC. COM 054303102 14,389.10 310,913 SH OTH 3 80,726 0 16,900 AVX CORP NEW COM 002444107 281.40 13,400 SH SHD 1 13,400 0 0 AVX CORP NEW COM 002444107 19,666.00 936,478 SH SOLE 3 797,678 0 137,700 AVX CORP NEW COM 002444107 2,457.20 117,010 SH OTH 3 13,010 0 41,100 AXA-UAP COM 054536107 828.14 29,398 SH 2 29,398 AXCELIS TECHNOLOGIES INC COM 054540109 1,420.70 95,995 SH SOLE 3 95,995 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 435.80 29,443 SH OTH 3 1,843 0 27,600 AXCELIS TECHNOLOGIES, INC. COM 054540109 1,418.18 95,823 SH PUT 2 95,823 AXONYX INC COM 05461R101 41.50 10,000 SH 2 10,000 AXT INC COM 00246W103 1,182.80 44,300 SH SOLE 3 44,300 0 0 AXT INC COM 00246W103 40.00 1,500 SH OTH 3 1,500 0 0 AZTAR CORP COM 054802103 2,484.10 205,300 SH SOLE 3 205,300 0 0 AZTAR CORP COM 054802103 129.50 10,700 SH OTH 3 10,700 0 0 BAAN COMPANY N.V. 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COM 110122108 47,694.40 911,938 SH OTH 3 240,557 0 65,600 BRITANNIA IND LTD ELN 12 APR 02 COM 009000972 43.90 3,325 SH SOLE 3 3,325 0 0 BRITESMILE INC COM 110415106 11.60 1,100 SH SOLE 3 1,100 0 0 BROADBASE SOFTWARE INC COM 11130R100 1,702.76 864,346 SH 2 864,346 BROADCOM CORP CL A COM 111320107 12,297.90 287,604 SH SOLE 3 236,504 0 51,100 BROADCOM CORP CL A COM 111320107 3,622.20 84,710 SH OTH 3 5,110 0 0 BROADCOM CORP CL B COM 111990214 1,624.90 38,000 SH SOLE 3 38,000 0 0 BROADCOM CORP CL-A COM 111320107 545.19 12,750 SH PUT 2 12,750 BROADCOM CORP CL-A COM 111320107 1,932.03 45,183 SH PUT 2 45,183 BROADVISION INC COM 111412102 153.00 30,600 SH 2 30,600 BROADVISION INC COM 111412102 30.00 6,000 SH SHD 1 6,000 0 0 BROADVISION INC COM 111412102 2,512.20 502,450 SH SOLE 3 431,250 0 70,500 BROADVISION INC COM 111412102 599.60 119,930 SH OTH 3 4,630 0 0 BROADWING INC COM 111620100 1,271.40 52,000 SH 2 52,000 BROADWING INC COM 111620100 14,536.30 594,533 SH SOLE 3 593,433 0 1,100 BROADWING INC COM 111620100 489.00 20,002 SH OTH 3 1,502 0 18,500 BROCADE COMMUNICATIONS COM 111621108 1,980.65 45,025 SH CLL 2 45,025 BROCADE COMMUNICATIONS COM 111621108 2,195.58 49,911 SH CLL 2 49,911 BROCADE COMMUNICATIONS COM 111621108 46,256.30 1,051,519 SH SOLE 3 1,003,319 0 48,200 BROCADE COMMUNICATIONS COM 111621108 565.90 12,864 SH OTH 3 12,864 0 0 BROOKFIELD PPTY CORP COM 112900105 1,765.80 92,400 SH SOLE 3 92,400 0 0 BROOKFIELD PPTY CORP COM 112900105 87.90 4,600 SH OTH 3 4,600 0 0 BROOKLINE BANCORP INC COM 113739106 140.40 10,000 SH 2 10,000 BROOKLINE BANCORP INC COM 113739106 616.40 43,900 SH SOLE 3 43,900 0 0 BROOKLINE BANCORP INC COM 113739106 64.60 4,600 SH OTH 3 4,600 0 0 BROOKS AUTOMATION INC COM 11434A100 78.00 1,691 SH SOLE 3 1,691 0 0 BROOKSTONE INC COM 114537103 1,097.79 62,022 SH 2 62,022 BROOKSTONE INC COM 114537103 10,614.70 599,698 SH SOLE 3 599,698 0 0 BROOKSTONE INC COM 114537103 158.80 8,973 SH OTH 3 8,973 0 0 BROWN FORMAN CORP CL A COM 115637100 1,311.00 20,000 SH SOLE 3 20,000 0 0 BROWN FORMAN CORP CL B COM 115637209 2,939.30 45,970 SH SOLE 3 44,770 0 1,200 BROWN FORMAN CORP CL B COM 115637209 47.80 747 SH OTH 3 747 0 0 BROWN SHOE COMPANY COM 115736100 2,308.60 127,900 SH SOLE 3 127,900 0 0 BROWN SHOE COMPANY COM 115736100 86.60 4,800 SH OTH 3 4,800 0 0 BROWN TOM INC COM 115660201 1,113.60 46,400 SH SOLE 3 46,400 0 0 BROWN TOM INC COM 115660201 69.60 2,900 SH OTH 3 2,900 0 0 BRUKER DALTONICS COM 116795105 128.10 8,500 SH SOLE 3 8,500 0 0 BRUNSWICK CORP. 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COM 117043109 3,409.90 141,900 SH OTH 3 300 0 0 BRUSH WELLMAN INC COM 117421107 1.60 100 SH SOLE 3 100 0 0 BSES LIMITED ELN 12 APR 02 COM 009000973 33.40 8,000 SH SOLE 3 8,000 0 0 BSQUARED CORP COM 11776U102 5.30 500 SH SOLE 3 500 0 0 BUCKEYE PARTNERS LP UNITS COM 118230101 15,646.88 453,270 SH 2 453,270 BUCKEYE PARTNERS LP UNITS COM 118230101 6,537.40 189,380 SH 2 189,380 BUCKEYE TECHNOLOGIES INC COM 118255108 4,609.44 320,100 SH 2 320,100 BUCKEYE TECHNOLOGIES INC COM 118255108 596.16 41,400 SH 2 41,400 BUCKEYE TECHNOLOGIES INC COM 118255108 375.80 26,100 SH SOLE 3 26,100 0 0 BUDGET GRP INC COM 119003101 24.00 10,000 SH 2 10,000 BURLINGTON COAT FACTOR WHSE CP COM 121579106 10,481.80 524,092 SH SOLE 3 524,092 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 17,689.10 586,306 SH SOLE 3 560,906 0 25,400 BURLINGTON NORTHERN SANTA FE COM 12189T104 11,195.20 369,522 SH OTH 3 10,422 0 0 BURLINGTON RESOURCES INC COM 122014103 463.41 11,658 SH 2 11,658 BURLINGTON RESOURCES INC COM 122014103 9,604.70 240,419 SH SOLE 3 207,369 0 31,900 BURLINGTON RESOURCES INC COM 122014103 205.90 5,154 SH OTH 3 5,154 0 0 BUSINESS OBJECTS, S.A. SPON COM 12328X107 375.24 15,900 SH SOLE 4 15,900 BUSINESS OBJECTS, S.A. SPON COM 12328X107 8,503.60 360,323 SH SOLE 3 360,323 0 0 BUSINESS OBJECTS, S.A. SPON COM 12328X107 2,008.90 85,124 SH OTH 3 55,301 0 29,823 BUTLER MANUFACTURING CO COM 123655102 1,525.00 61,000 SH 2 61,000 BWAY CORP COM 056039100 636.00 120,000 SH 2 120,000 BYL BANCORP COM 056064108 428.16 24,000 SH 2 24,000 C AND D TECHNOLOGIES COM 124661109 3,424.30 110,461 SH SOLE 3 110,461 0 0 C AND D TECHNOLOGIES COM 124661109 477.40 15,400 SH OTH 3 0 0 15,400 C BRIDGE INTERNET SOLUTIONS COM 12500B105 10.70 6,500 SH SOLE 3 6,500 0 0 C COR ELECTRONICS COM 125010108 403.20 33,600 SH SOLE 3 33,600 0 0 C D I CORP COM 125071100 450.63 26,523 SH 2 26,523 C. E. SMITH RESIDENTIAL REALTY COM 832197107 275.83 5,500 SH 2 5,500 C. E. SMITH RESIDENTIAL REALTY COM 832197107 654.46 13,050 SH 2 13,050 C. E. SMITH RESIDENTIAL REALTY COM 832197107 8,882.90 177,126 SH SOLE 3 177,126 0 0 C. E. SMITH RESIDENTIAL REALTY COM 832197107 221.40 4,415 SH OTH 3 4,415 0 0 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 224.40 8,045 SH SOLE 3 8,045 0 0 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 457.10 16,390 SH OTH 3 890 0 15,500 C.P.I.CORP COM 125902106 362.60 14,800 SH SOLE 3 14,800 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 2,290.70 141,750 SH SOLE 3 141,750 0 0 CABLE DESIGN TECHNOLOGIES COM 126924109 541.70 33,520 SH OTH 3 4,520 0 29,000 CABLETRON SYSTEMS, INC. COM 126920107 854.25 37,385 SH PUT 2 37,385 CABLETRON SYSTEMS, INC. COM 126920107 3,847.70 168,390 SH SOLE 3 168,390 0 0 CABLETRON SYSTEMS, INC. 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COM 127055101 1,509.20 41,900 SH OTH 3 8,700 0 28,600 CABOT MICROELECTRONICS CORP COM 12709P103 229.40 3,700 SH SHD 1 3,700 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 8,733.90 140,869 SH SOLE 3 139,369 0 1,200 CABOT MICROELECTRONICS CORP COM 12709P103 1,880.90 30,337 SH OTH 3 3,350 0 26,987 CABOT OIL & GAS CORP COM 127097103 170.80 7,000 SH SOLE 3 7,000 0 0 CACHEFLOW INC COM 126946102 37.80 7,671 SH SOLE 3 5,400 0 2,271 CACHEFLOW INC COM 126946102 100.20 20,329 SH OTH 3 0 0 20,329 CACI INTL INC CL-A COM 127190304 3,119.20 66,365 SH SOLE 3 66,365 0 0 CACI INTL INC CL-A COM 127190304 634.50 13,500 SH OTH 3 3,500 0 10,000 CADBURY INDIA ELN 12 APR 02 COM 009000974 45.60 5,218 SH SOLE 3 5,218 0 0 CADBURY SCHWEPPES P.L.C. ADR COM 127209302 1,193.13 43,865 SH 2 43,865 CADBURY SCHWEPPES P.L.C. ADR COM 127209302 424.76 15,616 SH 2 15,616 CADENCE DESIGN SYSTEM COM 127387108 6,726.60 361,064 SH SOLE 3 358,564 0 2,500 CADENCE DESIGN SYSTEM COM 127387108 875.60 47,000 SH OTH 3 0 0 0 CADENCE DESIGN SYSTEMS INC COM 127387108 233.06 12,510 SH 2 12,510 CADENCE DESIGN SYSTEMS INC COM 127387108 2,628.32 141,080 SH 2 141,080 CAL DIVE INTERNATIONAL INC COM 127914109 7,833.10 318,420 SH SOLE 3 318,420 0 0 CAL DIVE INTERNATIONAL INC COM 127914109 765.40 31,114 SH OTH 3 5,814 0 25,300 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 67.40 2,900 SH SOLE 3 2,900 0 0 CALIFORNIA WATER SVS GRP COM 130788102 502.70 19,600 SH SOLE 3 19,600 0 0 CALIPER TECHNOLOGIES COM 130876105 1,758.40 83,536 SH SOLE 3 83,536 0 0 CALIPER TECHNOLOGIES COM 130876105 21.10 1,000 SH OTH 3 1,000 0 0 CALLAWAY GOLF COM 131193104 1,589.50 100,601 SH SOLE 3 100,601 0 0 CALLAWAY GOLF COM 131193104 1,252.90 79,300 SH OTH 3 200 0 75,500 CALPINE CORP COM 131347106 895.86 23,700 SH SOLE 4 23,700 CALPINE CORP COM 131347106 121.00 3,200 SH SHD 1 3,200 0 0 CALPINE CORP COM 131347106 44,585.40 1,179,508 SH SOLE 3 1,144,908 0 33,600 CALPINE CORP COM 131347106 1,368.40 36,200 SH OTH 3 4,500 0 0 CALPINE CORP COM 131347106 39,541.86 1,046,081 SH PUT 2 1,046,081 CALPINE CORP CLL 131347106 65.00 25,000 SH CLL 2 25,000 CALPINE CORP COM 131347106 27,858.71 737,003 SH PUT 2 737,003 CAMBREX CORP COM 132011107 11,078.00 219,020 SH SOLE 3 217,920 0 1,100 CAMBREX CORP COM 132011107 870.00 17,200 SH OTH 3 1,700 0 15,500 CAMBRIDGE HEART, INC. COM 131910101 4,284.95 1,404,900 SH 2 1,404,900 CAMBRIDGE HEART, INC. COM 131910101 719.80 236,000 SH 2 236,000 CAMBRIDGE HEART, INC. COM 131910101 579.50 190,000 SH SOLE 3 190,000 0 0 CAMDEN PROPERTY TRUST COM 133131102 1,905.90 51,931 SH SOLE 3 51,931 0 0 CAMDEN PROPERTY TRUST COM 133131102 205.50 5,600 SH OTH 3 5,600 0 0 CAMINUS CORP COM 133766105 3,943.00 146,200 SH SOLE 3 145,500 0 700 CAMINUS CORP COM 133766105 299.40 11,100 SH OTH 3 600 0 10,500 CAMPBELL SOUP CO COM 134429109 867.78 33,700 SH 2 33,700 CAMPBELL SOUP CO COM 134429109 101,352.90 3,936,035 SH SOLE 3 3,924,835 0 11,200 CAMPBELL SOUP CO COM 134429109 113.50 4,406 SH OTH 3 4,406 0 0 CANADIAN NATIONAL RAILWAY COM 136375102 238.90 5,900 SH SHD 1 5,900 0 0 CANADIAN NATIONAL RAILWAY COM 136375102 40,466.20 999,165 SH SOLE 3 894,615 0 102,700 CANADIAN NATIONAL RAILWAY COM 136375102 5,698.40 140,700 SH OTH 3 22,100 0 0 CANADIAN PACIFIC LIMITED (NEW) COM 135923100 201.50 5,200 SH PUT 2 5,200 CANADIAN PACIFIC LIMITED (NEW) COM 135923100 3,022.50 78,000 SH PUT 2 78,000 CAPITAL CITY BANK GRP INC COM 139674105 57.20 2,300 SH SOLE 3 2,300 0 0 CAPITAL ENVIRO RESOURCE INC COM 14008M104 911.50 364,600 SH SOLE 3 364,600 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 842.10 14,000 SH PUT 2 14,000 CAPITAL ONE FINANCIAL CORP COM 14040H105 7,951.00 132,516 SH SOLE 3 132,516 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 88.00 1,466 SH OTH 3 1,466 0 0 CAPITOL FEDERAL FINANCIAL COM 14057C106 3,090.90 159,900 SH SOLE 3 159,900 0 0 CAPITOL FEDERAL FINANCIAL COM 14057C106 127.60 6,600 SH OTH 3 6,600 0 0 CAPSTEAD MORTGAGE CORP COM 14067E407 1,296.40 72,831 SH SOLE 3 72,831 0 0 CAPSTEAD MORTGAGE CORP COM 14067E407 65.90 3,700 SH OTH 3 3,700 0 0 CAPSTONE TURBINE CORP COM 14067D102 1,581.18 71,579 SH 2 71,579 CAPSTONE TURBINE CORP COM 14067D102 46.90 2,122 SH SOLE 3 1,937 0 185 CAPSTONE TURBINE CORP COM 14067D102 11.60 525 SH OTH 3 525 0 0 CAPSTONE TURBINE CORP WI COM 14067D102 0.60 28 SH SOLE 3 0 0 28 CAPTARIS INC COM 14071N104 17.90 8,600 SH SOLE 3 8,600 0 0 CARAUSTAR INDUSTRIES, INC. COM 140909102 5,990.60 651,149 SH SOLE 3 651,149 0 0 CARAUSTAR INDUSTRIES, INC. COM 140909102 90.20 9,809 SH OTH 3 9,809 0 0 CARBO CERAMICS INC COM 140781105 100.10 2,703 SH SOLE 3 2,703 0 0 CARDIMA INC COM 14147M106 1,392.42 1,132,050 SH 2 1,132,050 CARDINAL HEALTH INC COM 14149Y108 543.17 7,872 SH 2 7,872 CARDINAL HEALTH INC COM 14149Y108 10,492.07 152,059 SH 2 152,059 CARDINAL HEALTH INC COM 14149Y108 2,831.30 41,034 SH SHD 1 41,034 0 0 CARDINAL HEALTH INC COM 14149Y108 211,509.60 3,065,357 SH SOLE 3 2,799,606 0 261,101 CARDINAL HEALTH INC COM 14149Y108 34,606.60 501,546 SH OTH 3 64,146 0 0 CAREER EDUCATION CORP COM 141665109 35.90 600 SH SOLE 3 600 0 0 CAREMARK RX INC COM 141705103 698.85 42,483 SH 2 42,483 CAREMARK RX, INC COM 141705103 11,995.80 729,225 SH SOLE 3 723,725 0 5,500 CAREMARK RX, INC COM 141705103 2,745.50 166,900 SH OTH 3 0 0 166,900 CARESCIENCE INC COM 141726109 85.85 50,500 SH 2 50,500 CARLISLE COS INC COM 142339100 84.30 2,212 SH SOLE 3 2,212 0 0 CARMAX GRP INC COM 172737306 1,632.40 102,282 SH SOLE 3 102,282 0 0 CARMAX GRP INC COM 172737306 917.70 57,500 SH OTH 3 3,900 0 53,600 CARMIKE CINEMAS CLASS A COM 143436103 20.20 35,500 SH SOLE 3 35,500 0 0 CARNIVAL CORP COM 143658102 1,431.36 46,624 SH 2 46,624 CARNIVAL CORP COM 143658102 3,308.32 107,763 SH 2 107,763 CARNIVAL CORP CL A COM 143658102 33,036.50 1,076,108 SH SOLE 3 1,070,108 0 6,000 CARNIVAL CORP CL A COM 143658102 81.00 2,640 SH OTH 3 2,640 0 0 CARPENTER TECHNOLOGY INC COM 144285103 234.30 8,000 SH SOLE 3 8,000 0 0 CARPENTER TECHNOLOGY INC COM 144285103 421.80 14,400 SH OTH 3 0 0 14,400 CARRAMERICA REALTY COM 144418100 2,353.30 77,159 SH SOLE 3 77,159 0 0 CARRAMERICA REALTY COM 144418100 841.80 27,600 SH OTH 3 0 0 27,600 CARRAMERICA REALTY CORP COM 144418100 244.00 8,000 SH 2 8,000 CARREKER CORP COM 144433109 619.20 28,800 SH SOLE 3 28,800 0 0 CARREKER CORP COM 144433109 417.10 19,400 SH OTH 3 2,800 0 16,600 CARRIER ACCESS CORP COM 144460102 149.80 25,000 SH SOLE 3 25,000 0 0 CARTER-WALLACE INC. COM 146285101 396.70 20,500 SH SOLE 3 20,500 0 0 CASCADE NATURAL GAS CORP COM 147339105 2,019.20 94,800 SH SOLE 3 94,800 0 0 CASELLA WASTE SYSTEMS INC-A COM 147448104 996.68 79,734 SH 2 79,734 CASELLA WASTE SYSTEMS INC-A COM 147448104 24,566.90 1,965,350 SH SOLE 3 1,965,350 0 0 CASELLA WASTE SYSTEMS INC-A COM 147448104 139.60 11,166 SH OTH 3 11,166 0 0 CASEY'S GENERAL STORES,INC COM 147528103 123.50 9,500 SH SOLE 3 9,500 0 0 CASINO DATA SYS COM 147583108 1,613.50 175,000 SH 2 175,000 CATALINA MARKETING CORP COM 148867104 569.96 18,681 SH 2 18,681 CATALINA MARKETING CORP COM 148867104 482.70 15,822 SH SOLE 3 15,822 0 0 CATALYTICA ENERGY SYS INC COM 148884109 26.00 1,200 SH SOLE 3 1,200 0 0 CATAPULT COMMUNICATIONS CORP COM 149016107 596.20 26,500 SH SOLE 3 26,500 0 0 CATAPULT COMMUNICATIONS CORP COM 149016107 29.20 1,300 SH OTH 3 1,300 0 0 CATELLUS DEVELOPMENT CORP COM 149111106 10,454.30 599,100 SH SOLE 3 599,100 0 0 CATELLUS DEVELOPMENT CORP COM 149111106 518.30 29,700 SH OTH 3 29,700 0 0 CATERPILLAR INC (DELAWARE) COM 149123101 840.84 16,800 SH 2 16,800 CATERPILLAR INC (DELAWARE) COM 149123101 2,010.30 40,165 SH SOLE 3 9,065 0 31,100 CATERPILLAR INC (DELAWARE) COM 149123101 136.80 2,734 SH OTH 3 2,734 0 0 CATHAY BANCORP INC COM 149150104 240.60 4,400 SH SOLE 3 4,400 0 0 CB RICHARD ELLIS SERVICES COM 12489L108 423.90 27,000 SH SOLE 3 27,000 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 4,652.33 151,591 SH 2 151,591 CBL & ASSOC PROPERTIES, INC. COM 124830100 705.87 23,000 SH 2 23,000 CBL & ASSOC PROPERTIES, INC. COM 124830100 8,023.40 261,433 SH SOLE 3 261,433 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 991.30 32,300 SH OTH 3 12,800 0 19,500 CBRL GRP INC COM 12489V106 169.50 10,000 SH 2 10,000 CBRL GRP INC COM 12489V106 13,293.40 784,273 SH SOLE 3 784,273 0 0 CBRL GRP INC COM 12489V106 172.30 10,168 SH OTH 3 10,168 0 0 CCBT FINANCIAL COMPANIES INC. COM 12500Q102 21.00 700 SH SOLE 3 700 0 0 CDW COMPUTER CENTERS INC COM 125129106 517.02 13,020 SH 2 13,020 CDW COMPUTER CENTERS INC COM 125129106 1,916.90 48,272 SH SOLE 3 48,272 0 0 CDW COMPUTER CENTERS INC COM 125129106 446.30 11,240 SH OTH 3 440 0 10,800 CEC ENTERTAINMENT INC COM 125137109 13,532.81 274,221 SH 2 274,221 CEC ENTERTAINMENT INC. 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COM 226153104 432.00 13,900 SH OTH 3 0 0 13,900 CRITICAL PATH INC COM 22674V100 28.27 27,716 SH 2 27,716 CRITICAL PATH INC COM 22674V100 116.80 114,540 SH SOLE 3 114,540 0 0 CROMPTON CORP COM 227116100 749.92 68,800 SH 2 68,800 CROMPTON CORP COM 227116100 967.10 88,721 SH SOLE 3 88,721 0 0 CROSS MEDIA MARKETING CORP COM 22754R102 85.30 41,000 SH 2 41,000 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 1,059.01 68,901 SH 2 68,901 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 2,975.74 193,607 SH 2 193,607 CROSSMANN CMNTYS INC COM 22764E109 130.30 3,282 SH SOLE 3 3,282 0 0 CROSSMANN CMNTYS INC COM 22764E109 4.00 100 SH OTH 3 100 0 0 CROSSROADS SYSTEMS INC COM 22765D100 5.50 850 SH OTH 3 850 0 0 CROWN CASTLE INTL CORP COM 228227104 7,870.03 479,880 SH 2 479,880 CROWN CASTLE INTL CORP COM 228227104 15,667.44 955,332 SH 2 955,332 CROWN CASTLE INTL CORP COM 228227104 315,584.20 19,242,940 SH SOLE 3 19,146,310 0 96,630 CROWN CASTLE INTL CORP COM 228227104 5,418.10 330,374 SH OTH 3 159,674 0 158,300 CROWN CORK & SEAL INC COM 228255105 77.39 20,638 SH PUT 2 20,638 CROWN CORK & SEAL INC COM 228255105 235.85 62,894 SH PUT 2 62,894 CROWN CORK & SEAL INC COM 228255105 39.00 10,400 SH SOLE 3 10,400 0 0 CROWN MEDIA HOLDINGS COM 228411104 20.40 1,100 SH SOLE 3 1,100 0 0 CRYOLIFE INC COM 228903100 16.40 400 SH SOLE 3 400 0 0 CSG SYSTEMS COM 126349109 1,252.90 21,602 SH SOLE 3 20,402 0 1,200 CSG SYSTEMS COM 126349109 895.50 15,440 SH OTH 3 440 0 15,000 CSS INDUSTRIES COM 125906107 8,656.40 336,039 SH SOLE 3 336,039 0 0 CSS INDUSTRIES COM 125906107 2.40 92 SH OTH 3 92 0 0 CSX CORP COM 126408103 1,089.01 30,050 SH 2 30,050 CSX CORP COM 126408103 10,596.90 292,410 SH SOLE 3 271,610 0 20,800 CSX CORP COM 126408103 3,002.20 82,843 SH OTH 3 8,243 0 0 CT COMMUNICATIONS INC COM 126426402 590.20 31,800 SH SOLE 3 31,800 0 0 CT COMMUNICATIONS INC COM 126426402 7.40 400 SH OTH 3 400 0 0 CTC COMMUNICATIONS GRP INC COM 126419100 71.00 23,200 SH SOLE 3 23,200 0 0 CTS CORP COM 126501105 17.50 853 SH SOLE 3 853 0 0 CUBIC CORP (DELAWARE) COM 229669106 9.50 300 SH SOLE 3 300 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 545.90 14,366 SH SOLE 3 14,366 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 11.40 300 SH OTH 3 300 0 0 CULLEN FROST BANKERS INC COM 229899109 8,629.90 254,944 SH SOLE 3 254,944 0 0 CULLEN FROST BANKERS INC COM 229899109 2,146.80 63,421 SH OTH 3 6,721 0 56,700 CUMMINS INC COM 231021106 20.00 518 SH SOLE 3 518 0 0 CUMMINS INC COM 231021106 2.00 52 SH OTH 3 52 0 0 CUMULUS MEDIA INC COM 231082108 74.40 5,910 SH SOLE 3 5,910 0 0 CUNO INC COM 126583103 12.00 400 SH SOLE 3 400 0 0 CURAGEN CORP COM 23126R101 1,136.30 31,217 SH SOLE 3 31,217 0 0 CURAGEN CORP COM 23126R101 637.00 17,500 SH OTH 3 1,400 0 16,100 CURIS INC COM 231269101 672.76 139,288 SH 2 139,288 CURTISS-WRIGHT CORP COM 231561101 16.10 300 SH SOLE 3 300 0 0 CV THERAPEUTICS INC COM 126667104 879.50 15,430 SH SOLE 3 15,430 0 0 CV THERAPEUTICS INC COM 126667104 6.80 120 SH OTH 3 120 0 0 CVS CORP COM 126650100 1,841.20 47,700 SH SHD 1 47,700 0 0 CVS CORP COM 126650100 108,125.50 2,801,180 SH SOLE 3 2,564,626 0 230,719 CVS CORP COM 126650100 13,659.60 353,876 SH OTH 3 77,076 0 0 CVS CORP (DEL) COM 126650100 505.66 13,100 SH SOLE 4 13,100 CVS CORP (DEL) COM 126650100 7,205.38 186,668 SH 2 186,668 CVS CORP (DEL) COM 126650100 3,207.24 83,089 SH 2 83,089 CYBEAR GRP NEW COM 23243C102 29.10 61,913 SH 2 61,913 CYBEAR GRP NEW COM 23243C102 0.40 803 SH SOLE 3 803 0 0 CYBER-CARE INC COM 23243T105 7.60 6,100 SH SOLE 3 6,100 0 0 CYBERONICS INC COM 23251P102 11.80 700 SH SOLE 3 700 0 0 CYBEROPTICS CORP COM 232517102 163.50 13,400 SH SOLE 3 13,400 0 0 CYLINK CORP COM 232565101 5.50 9,400 SH SOLE 3 9,400 0 0 CYLINK CORP COM 232565101 6.96 12,000 SH 2 12,000 CYMER INC. 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COM 232572107 2.50 100 SH OTH 3 100 0 0 CYPRESS BIOSCIENCES INC COM 232674507 68.33 23,561 SH 2 23,561 CYPRESS COMMUNICATIONS INC COM 232743104 37.40 124,800 SH SOLE 3 124,800 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 360.78 15,127 SH 2 15,127 CYPRESS SEMICONDUCTOR CORP COM 232806109 302.90 12,700 SH 2 12,700 CYPRESS SEMICONDUCTOR CORP COM 232806109 2.40 100 SH SOLE 3 100 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 14.30 600 SH OTH 3 600 0 0 CYTEC INDS INC COM 232820100 767.60 20,200 SH 2 20,200 CYTEC INDS INC COM 232820100 909.26 23,928 SH 2 23,928 CYTEC INDUSTRIES INC COM 232820100 7,769.70 204,467 SH SOLE 3 204,467 0 0 CYTEC INDUSTRIES INC COM 232820100 1,625.00 42,762 SH OTH 3 2,762 0 40,000 CYTYC CORP COM 232946103 4,215.70 182,895 SH SOLE 3 118,695 0 64,200 CYTYC CORP COM 232946103 1,519.00 65,900 SH OTH 3 1,100 0 64,800 CYTYC CORP COM 232946103 461.58 20,025 SH 2 20,025 D R HORTON INC COM 23331A109 6,955.30 306,400 SH SOLE 3 306,400 0 0 D R HORTON INC COM 23331A109 84.40 3,716 SH OTH 3 3,716 0 0 DAIMLERCHRYSLER AG (US) COM D1668R123 463.35 10,051 SH 2 10,051 DAISYTEK INTL CORP. 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COM 234053106 34.60 2,200 SH OTH 3 2,200 0 0 DAKTRONICS INC COM 234264109 326.70 21,228 SH SOLE 3 21,228 0 0 DAL - TILE INTERNATIONAL INC COM 23426R108 1,153.80 62,200 SH SOLE 3 62,200 0 0 DALEEN TECHNOLOGIES INC COM 23437N104 6.60 8,100 SH SOLE 3 8,100 0 0 DANA CORP COM 235811106 4,464.90 191,299 SH SOLE 3 191,299 0 0 DANA CORP COM 235811106 4.90 210 SH OTH 3 210 0 0 DANA CORP COM 235811106 582.01 24,936 SH 2 24,936 DANAHER CORP (DELAWARE) COM 235851102 436.80 7,800 SH SHD 1 7,800 0 0 DANAHER CORP (DELAWARE) COM 235851102 28,748.80 513,372 SH SOLE 3 497,672 0 15,100 DANAHER CORP (DELAWARE) COM 235851102 12,902.40 230,400 SH OTH 3 15,400 0 0 DANAHER CORP (DELAWARE) COM 235851102 1,754.54 31,331 SH 2 31,331 DANKA BUSINESS SYS PLC COM 236277109 94.33 89,838 SH 2 89,838 DARDEN RESTAURANTS INC COM 237194105 7,857.60 281,636 SH SOLE 3 267,736 0 13,900 DARDEN RESTAURANTS INC COM 237194105 726.40 26,035 SH OTH 3 26,035 0 0 DATA RETURN CORP COM 23785M104 64.80 37,000 SH SOLE 3 37,000 0 0 DATACRAFT ASIA COM 006246831 54.60 13,384 SH OTH 3 13,384 0 0 DATASCOPE CORP COM 238113104 1,152.25 25,000 SH 2 25,000 DATASCOPE CORP COM 238113104 244.30 5,300 SH SOLE 3 5,300 0 0 DAVITA INC COM 23918K108 1,323.60 65,107 SH SOLE 3 65,107 0 0 DAVITA INC COM 23918K108 603.80 29,700 SH OTH 3 3,300 0 26,400 DDI CORP COM 233162106 1,049.12 52,456 SH 2 52,456 DDI CORP COM 233162106 898.70 44,936 SH SOLE 3 44,936 0 0 DDI CORP COM 233162106 467.20 23,360 SH OTH 3 260 0 23,100 DEAN FOODS CO. COM 242361103 6,740.39 168,763 SH 2 168,763 DEAN FOODS CO. COM 242361103 3,157.80 78,552 SH SOLE 3 78,552 0 0 DEB SHOPS INC COM 242728103 35.70 1,900 SH SOLE 3 1,900 0 0 DECODE GENETICS INC COM 243586104 125.56 10,200 SH 2 10,200 DECODE GENETICS INC COM 243586104 4,192.80 340,605 SH SOLE 3 338,905 0 1,700 DECODE GENETICS INC COM 243586104 341.00 27,700 SH OTH 3 1,400 0 26,300 DEERE & COMPANY COM 244199105 30,575.50 807,808 SH SOLE 3 659,058 0 143,500 DEERE & COMPANY COM 244199105 878.50 23,211 SH OTH 3 23,211 0 0 DEL LABORATORIES INC. COM 245091103 189.49 18,047 SH 2 18,047 DEL MONTE FOODS COMPANY COM 24522P103 108.94 13,000 SH 2 13,000 DEL WEBB CORP COM 947423109 1,163.20 30,064 SH SOLE 3 30,064 0 0 DEL WEBB CORP COM 947423109 3.90 100 SH OTH 3 100 0 0 DELANO TECHNOLOGY CORP COM 245701107 5.15 15,600 SH 2 15,600 DELHAIZE LE LION ADR COM 29759W101 28.20 480 SH SOLE 3 480 0 0 DELL COMPUTER CORP COM 247025109 43,865.45 1,677,455 SH SOLE 4 1,677,455 DELL COMPUTER CORP COM 247025109 409,970.90 15,677,665 SH SOLE 3 14,941,009 0 733,856 DELL COMPUTER CORP COM 247025109 29,785.90 1,139,040 SH OTH 3 24,240 0 0 DELL COMPUTER CORP COM 247025109 185,085.52 7,077,840 SH 2 7,077,840 DELL COMPUTER CORP CLL 247025109 77.00 10,000 SH CLL 2 10,000 DELL COMPUTER CORP COM 247025109 142,745.48 5,458,718 SH 2 5,458,718 DELPHI AUTOMATIVE SYSTEMS COM 247126105 4,083.00 256,308 SH SOLE 3 238,104 0 18,204 DELPHI AUTOMATIVE SYSTEMS COM 247126105 1,526.90 95,848 SH OTH 3 11,348 0 0 DELPHI FINANCIAL GRP INC CL-A COM 247131105 2,676.20 69,511 SH SOLE 3 69,511 0 0 DELTA & PINE LAND CO COM 247357106 12,585.80 640,500 SH SOLE 3 640,500 0 0 DELTA AIR LINES INC DEL COM 247361108 1,022.66 23,200 SH 2 23,200 DELTA AIR LINES INC DEL COM 247361108 362.10 8,215 SH SOLE 3 4,015 0 4,200 DELTA AIR LINES INC DEL COM 247361108 90.70 2,058 SH OTH 3 2,058 0 0 DELTA FINANCIAL CORP COM 247918105 75.40 232,000 SH SOLE 3 232,000 0 0 DELTAGEN INC COM 24783R103 7.20 800 SH SOLE 3 800 0 0 DELTATHREE.COM COM 24783N102 2.70 3,600 SH SOLE 3 3,600 0 0 DELUXE CORP COM 248019101 2.90 100 SH SOLE 3 100 0 0 DELUXE CORP COM 248019101 2.90 100 SH OTH 3 100 0 0 DENBURY RESOURCES INC COM 247916208 94.00 10,000 SH 2 10,000 DENDREON CORP COM 24823Q107 41.80 2,500 SH SOLE 3 2,500 0 0 DENDRITE INTERNATIONAL COM 248239105 114.82 15,309 SH 2 15,309 DENDRITE INTERNATIONAL COM 248239105 704.70 93,960 SH 2 93,960 DENNISON INT'L PLC COM 248335101 4,000.40 236,014 SH SOLE 3 236,014 0 0 DENNISON INT'L PLC COM 248335101 69.30 4,086 SH OTH 3 4,086 0 0 DENTSPLY INTL INC COM 249030107 398.93 8,995 SH 2 8,995 DENTSPLY INTL INC COM 249030107 53.20 1,200 SH SOLE 3 0 0 1,200 DENTSPLY INTL INC COM 249030107 408.00 9,200 SH OTH 3 0 0 9,200 DESCARTES SYSTEMS GRP (THE) COM 249906108 544.50 30,000 SH 2 30,000 DEUTSCHE TELEKOM AG COM 251566105 4,877.87 217,277 SH 2 217,277 DEUTSCHE TELEKOM AG COM 251566105 5,402.61 240,651 SH 2 240,651 DEUTSCHE TELEKOM AG COM 251566105 25,175.60 1,121,406 SH SOLE 3 1,121,406 0 0 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,900.97 103,426 SH 2 103,426 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 2,384.71 129,745 SH 2 129,745 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,474.10 80,200 SH SOLE 3 80,200 0 0 DEVON ENERGY CORP COM 25179M103 16,612.40 316,427 SH SOLE 3 315,727 0 700 DEVON ENERGY CORP COM 25179M103 651.50 12,409 SH OTH 3 1,309 0 11,100 DEVRY INC DEL COM 251893103 216.72 6,000 SH 2 6,000 DEVRY INC DEL COM 251893103 6.90 191 SH SOLE 3 191 0 0 DEVRY INC DEL COM 251893103 8.70 240 SH OTH 3 240 0 0 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 662.28 15,069 SH 2 15,069 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 1,250.73 28,458 SH 2 28,458 DIAGNOSTIC PRODUCTS CORP COM 252450101 9,883.20 297,686 SH SOLE 3 297,686 0 0 DIAGNOSTIC PRODUCTS CORP COM 252450101 2,158.00 65,000 SH OTH 3 5,600 0 59,400 DIAL CORP COM 25247D101 648.40 45,500 SH SOLE 3 45,500 0 0 DIAMOND OFFSHORE DRILLING INC CLL 25271C102 21.30 12,000 SH CLL 2 12,000 DIAMOND OFFSHORE DRILLING INC COM 25271C102 2,902.90 87,834 SH SOLE 3 87,834 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 33.70 1,020 SH OTH 3 1,020 0 0 DIAMONDCLUSTER INTERNATIONAL INC. 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COM 23329J104 10.00 446 SH SOLE 3 446 0 0 DRESS BARN INC COM 261570105 771.20 33,900 SH SOLE 3 33,900 0 0 DREYERS GRAND ICE-CREAM COM 261878102 2.80 100 SH SOLE 3 100 0 0 DRIL-QUIP COM 262037104 365.20 16,961 SH SOLE 3 16,961 0 0 DRS TECHNOLOGIES INC COM 23330X100 349.30 15,200 SH SOLE 3 15,200 0 0 DRS TECHNOLOGIES INC COM 23330X100 36.80 1,600 SH OTH 3 1,600 0 0 DRUGSTORE.COM INC COM 262241102 17.50 15,500 SH SOLE 3 15,500 0 0 DSET CORP COM 262504103 20.50 34,200 SH SOLE 3 34,200 0 0 DSL.NET INC COM 262506108 9.52 11,605 SH 2 11,605 DSP GRP INC COM 23332B106 429.00 20,000 SH 2 20,000 DSP GRP INC COM 23332B106 1,217.10 56,742 SH SOLE 3 56,742 0 0 DSP GRP INC COM 23332B106 45.00 2,100 SH OTH 3 2,100 0 0 DST SYSTEM INC COM 233326107 20,301.40 385,226 SH SOLE 3 332,426 0 51,200 DST SYSTEM INC COM 233326107 2,513.80 47,700 SH OTH 3 1,600 0 0 DTE ENERGY COMPANY COM 233331107 11,997.90 258,353 SH SOLE 3 199,353 0 57,300 DTE ENERGY COMPANY COM 233331107 238.60 5,137 SH OTH 3 5,137 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 70,499.10 1,461,425 SH SOLE 3 1,322,355 0 134,569 DU PONT E I DE NEMOURS & CO COM 263534109 1,288.90 26,719 SH OTH 3 26,719 0 0 DUANE READE INC. COM 263578106 211.25 6,500 SH 2 6,500 DUCKWALL-ALCO STORES INC COM 264142100 3,218.20 404,800 SH SOLE 3 404,800 0 0 DUKE ENERGY CORP CNV 264399585 353.50 14,000 SH 2 14,000 DUKE ENERGY CORP COM 264399106 89.70 2,300 SH SHD 1 2,300 0 0 DUKE ENERGY CORP COM 264399106 13,272.00 340,220 SH SOLE 3 327,620 0 12,600 DUKE ENERGY CORP COM 264399106 447.70 11,476 SH OTH 3 11,476 0 0 DUKE ENERGY CORP COM 264399106 1,436.82 36,832 SH 2 36,832 DUKE ENERGY CORP COM 264399106 1,297.47 33,260 SH 2 33,260 DUKE REALTY CORP COM 264411505 14,024.67 564,373 SH 2 564,373 DUKE REALTY CORP COM 264411505 7,034.34 283,072 SH 2 283,072 DUKE REALTY CORP COM 264411505 27,750.40 1,116,717 SH SOLE 3 1,113,817 0 2,900 DUKE REALTY CORP COM 264411505 2,146.20 86,366 SH OTH 3 28,966 0 57,400 DUN & BRADSTREET CORP COM 26483E100 49.40 1,750 SH SOLE 3 1,750 0 0 DUN & BRADSTREET CORP COM 26483E100 1.40 50 SH OTH 3 50 0 0 DUPONT PHOTOMASKS INC COM 26613X101 118.00 2,445 SH SOLE 3 2,445 0 0 DUPONT PHOTOMASKS INC COM 26613X101 38.60 800 SH OTH 3 800 0 0 DURA AUTOMOTIVE SYSTEMS A COM 265903104 926.60 57,910 SH SOLE 3 57,910 0 0 DURA AUTOMOTIVE SYSTEMS INC COM 265903104 1,152.53 72,033 SH 2 72,033 DURAMED PHARMACEUTICALS INC COM 266354109 105.60 5,900 SH SOLE 3 5,900 0 0 DURECT CORP COM 266605104 36.40 2,800 SH SOLE 3 2,800 0 0 DVI INC COM 233343102 2.60 150 SH OTH 3 150 0 0 DYAX CORP COM 26746E103 2,760.32 158,366 SH 2 158,366 DYAX CORP COM 26746E103 30.40 1,600 SH SOLE 3 1,600 0 0 DYCOM INDUSTRIES INC COM 267475101 21,626.40 943,150 SH SOLE 3 940,850 0 2,300 DYCOM INDUSTRIES INC COM 267475101 2,291.60 99,940 SH OTH 3 5,040 0 94,900 DYNACQ INTL INC COM 267919306 7.70 400 SH SOLE 3 400 0 0 DYNAMEX INC COM 26784F103 20.00 10,000 SH 2 10,000 DYNAMIC HEALTHCARE TECH INC COM 267927101 4.30 10,000 SH 2 10,000 DYNAMIC SCIENCES INTL INC COM 268006103 10.00 400,000 SH OTH 3 0 0 0 DYNEGY INC COM 26816Q101 1,565.75 34,412 SH 2 34,412 DYNEGY INC CLL 26816Q101 35.00 25,000 SH CLL 2 25,000 DYNEGY INC COM 26816Q101 419.60 9,222 SH 2 9,222 DYNEGY INC. COM 26816Q101 1,932.90 41,568 SH SHD 1 41,568 0 0 DYNEGY INC. COM 26816Q101 176,646.00 3,798,895 SH SOLE 3 3,725,495 0 67,400 DYNEGY INC. COM 26816Q101 21,375.20 468,200 SH OTH 3 72,100 0 0 E COM VENTURES INC COM 26830K106 47.96 44,000 SH 2 44,000 E SPIRE COMMUNICATIONS INC COM 269153102 5.80 38,900 SH SOLE 3 38,900 0 0 E SPIRE COMMUNICATIONS INC COM 269153102 0.30 1,700 SH OTH 3 1,700 0 0 E*TRADE GRP INC COM 269246104 241.88 37,500 SH 2 37,500 E*TRADE GRP INC COM 269246104 3,597.60 557,765 SH SOLE 3 553,565 0 3,200 E*TRADE GRP INC COM 269246104 959.10 148,700 SH OTH 3 300 0 148,400 E.I. DU PONT DE NEMOURS & CO COM 263534109 1,331.91 27,610 SH 2 27,610 E.I. DU PONT DE NEMOURS & CO COM 263534109 6,118.62 126,837 SH 2 126,837 E.ON AG COM 268780103 1,730.62 33,442 SH 2 33,442 E.ON AG COM 268780103 791.98 15,304 SH 2 15,304 E.PIPHANY COM 26881V100 29,517.20 2,905,241 SH SOLE 3 2,887,241 0 18,000 E.PIPHANY COM 26881V100 929.10 91,450 SH OTH 3 42,850 0 48,600 E.W. SCRIPPS CO. COM 811054204 64.90 941 SH SOLE 3 941 0 0 EARTHGRAINS CO COM 270319106 188.40 7,246 SH SOLE 3 7,246 0 0 EARTHGRAINS CO COM 270319106 439.40 16,900 SH OTH 3 0 0 16,900 EARTHLINK INC COM 270321102 1,373.20 97,390 SH SOLE 3 88,290 0 9,100 EARTHLINK INC COM 270321102 796.60 56,500 SH OTH 3 4,900 0 51,600 EARTHSHELL CORP COM 27032B100 629.00 185,000 SH 2 185,000 EAST WEST BANCORP INC COM 27579R104 901.80 33,400 SH SOLE 3 33,400 0 0 EASTGRP PROPERTIES COM 277276101 944.70 41,800 SH SOLE 3 41,800 0 0 EASTGRP PROPERTIES COM 277276101 83.60 3,700 SH OTH 3 3,700 0 0 EASTMAN CHEM CO COM 277432100 2,502.90 52,549 SH SOLE 3 52,049 0 500 EASTMAN CHEM CO COM 277432100 70.90 1,489 SH OTH 3 1,489 0 0 EASTMAN KODAK CO COM 277461109 836.27 17,915 SH 2 17,915 EASTMAN KODAK CO COM 277461109 388.66 8,326 SH 2 8,326 EASTMAN KODAK CO CLL 277461109 39.50 10,000 SH CLL 2 10,000 EASTMAN KODAK CO CLL 277461109 100.50 10,000 SH CLL 2 10,000 EASTMAN KODAK CO COM 277461109 2,130.80 45,648 SH SOLE 3 37,948 0 7,700 EASTMAN KODAK CO COM 277461109 128.80 2,760 SH OTH 3 2,760 0 0 EATON CORP COM 278058102 7,405.80 105,646 SH SOLE 3 96,646 0 9,000 EATON CORP COM 278058102 518.50 7,396 SH OTH 3 7,396 0 0 EATON VANCE CORP (NON-VTG) COM 278265103 581.20 16,700 SH SOLE 3 16,700 0 0 EATON VANCE CORP (NON-VTG) COM 278265103 956.00 27,470 SH OTH 3 870 0 26,600 EB2B COMM INC COM 26824R109 3.45 15,000 SH 2 15,000 EBAY INC COM 278642103 26,867.40 392,282 SH SOLE 3 329,682 0 62,000 EBAY INC COM 278642103 278.90 4,072 SH OTH 3 4,072 0 0 EBAY INC. COM 278642103 1,267.48 18,506 SH 2 18,506 EBAY INC. COM 278642103 10,780.26 157,399 SH 2 157,399 EBAY INC. PUT 278642103 432.00 90,000 SH PUT 2 90,000 EBAY INC. PUT 278642103 471.75 85,000 SH PUT 2 85,000 EBENX INC COM 278668108 4.60 1,400 SH SOLE 3 1,400 0 0 EBIX.COM INC COM 278715107 229.84 120,335 SH 2 120,335 ECHELON CORP COM 27874N105 129.20 4,200 SH SOLE 3 4,200 0 0 ECHELON CORP COM 27874N105 94.10 3,060 SH OTH 3 360 0 2,700 ECHOSTAR COMMUNICATIONS CORP COM 278762109 1,295.18 39,950 SH 2 39,950 ECHOSTAR COMMUNICATIONS CORP COM 278762109 3,707.49 114,358 SH 2 114,358 ECHOSTAR COMMUNICATIONS CORP COM 278762109 238,351.20 7,351,980 SH SOLE 3 7,219,420 0 127,710 ECHOSTAR COMMUNICATIONS CORP COM 278762109 3,968.90 122,421 SH OTH 3 76,189 0 39,300 ECLIPSYS CORP COM 278856109 272.57 9,700 SH 2 9,700 ECLIPSYS CORP COM 278856109 480.00 20,000 SH SOLE 3 20,000 0 0 ECLIPSYS CORP COM 278856109 28.80 1,200 SH OTH 3 1,200 0 0 ECOLAB INC COM 278865100 245.82 6,000 SH 2 6,000 ECOLAB INC COM 278865100 313.50 7,652 SH 2 7,652 ECOLAB INC COM 278865100 4,607.10 112,450 SH SOLE 3 104,850 0 7,600 ECOLAB INC COM 278865100 1,352.00 33,000 SH OTH 3 5,500 0 0 EDEN BIOSCIENCE CORP COM 279445100 30.00 3,000 SH SOLE 3 3,000 0 0 EDISON INTERNATIONAL COM 281020107 146.07 13,100 SH 2 13,100 EDISON INTERNATIONAL COM 281020107 1,709.30 153,300 SH 2 153,300 EDISON INTERNATIONAL COM 281020107 2,848.40 255,464 SH SOLE 3 245,264 0 10,200 EDISON INTERNATIONAL COM 281020107 3,883.50 348,300 SH OTH 3 200 0 0 EDISON SCHOOLS COM 281033100 6,751.90 295,617 SH SOLE 3 294,217 0 1,400 EDISON SCHOOLS COM 281033100 485.40 21,250 SH OTH 3 2,550 0 18,700 EDO CORP COM 281347104 36.70 2,300 SH SOLE 3 2,300 0 0 EDUCATION MANAGEMENT CORP COM 28139T101 28.00 700 SH SOLE 3 700 0 0 EDUCATIONAL VIDEO COM 281505107 9.30 30,000 SH 2 30,000 EDWARDS A G INC COM 281760108 41.40 921 SH SOLE 3 921 0 0 EDWARDS A G INC COM 281760108 11.20 248 SH OTH 3 248 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 775.62 29,424 SH 2 29,424 EDWARDS LIFESCIENCES CORP COM 28176E108 2,174.00 82,474 SH SOLE 3 82,474 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 76.40 2,900 SH OTH 3 2,900 0 0 EEX CORP COM 26842V207 0.80 300 SH SOLE 3 300 0 0 EFUNDS CORP. COM 28224R101 599.80 32,249 SH SOLE 3 32,249 0 0 EGGHEAD.COM INC COM 282329101 6.00 10,357 SH SOLE 3 10,357 0 0 EGL INC COM 268484102 401.58 23,000 SH 2 23,000 EGL INC COM 268484102 501.10 28,700 SH SOLE 3 28,700 0 0 EL PASO CORP COM 28336L109 2,427.19 46,197 SH 2 46,197 EL PASO CORP COM 28336L109 24,025.18 457,274 SH 2 457,274 EL PASO CORP COM 28336L109 12,428.90 236,560 SH SOLE 3 203,773 0 31,937 EL PASO CORP COM 28336L109 155.40 2,957 SH OTH 3 2,957 0 0 EL PASO ELECTRIC (NEW) COM 283677854 3,988.00 249,409 SH SOLE 3 249,409 0 0 EL PASO ELECTRIC (NEW) COM 283677854 57.50 3,596 SH OTH 3 3,596 0 0 EL PASO ENERGY CAPITAL TR I CNV 283678209 483.78 7,400 SH 2 7,400 EL PASO ENERGY CAPITAL TR I CNV 283678209 647.21 9,900 SH 2 9,900 EL PASO ENERGY PARTNERS COM 28368B102 14,801.79 469,898 SH 2 469,898 EL PASO ENERGY PARTNERS COM 28368B102 2,910.60 92,400 SH 2 92,400 ELAMEX, S.A. DE C.V. COM P36209107 129.60 32,000 SH 2 32,000 ELAN CORP PLC (ADR) COM 284131208 8,585.08 140,739 SH 2 140,739 ELAN CORP PLC (ADR) COM 284131208 2,227.60 36,518 SH 2 36,518 ELAN CORP PLC (ADR) COM 284131208 2,226.50 36,500 SH SOLE 4 36,500 ELAN CORP PLC (ADR) COM 284131208 20,419.60 334,748 SH SOLE 3 317,348 0 17,400 ELAN CORP PLC (ADR) COM 284131208 3,348.90 54,900 SH OTH 3 54,900 0 0 ELAN CORP PLC ADR (IE LINE-CS) COM 009000923 14,542.40 238,400 SH SOLE 3 220,000 0 18,400 ELAN CORP PLC ADR (IE LINE-CS) COM 009000923 54,942.70 900,700 SH OTH 3 69,000 0 8,900 ELANTEC SEMICONDUCTOR INC COM 284155108 892.10 26,400 SH SOLE 3 26,400 0 0 ELANTEC SEMICONDUCTOR INC COM 284155108 40.50 1,200 SH OTH 3 1,200 0 0 ELECTRIC LIGHTWAVE INC COM 284895109 1.30 1,000 SH SOLE 3 1,000 0 0 ELECTRO RENT CORP COM 285218103 5,434.70 333,212 SH SOLE 3 333,212 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 3,001.10 78,770 SH SOLE 3 78,770 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 827.50 21,720 SH OTH 3 2,020 0 19,700 ELECTRONIC ARTS COM 285512109 260.55 4,500 SH 2 4,500 ELECTRONIC ARTS COM 285512109 688.66 11,894 SH 2 11,894 ELECTRONIC ARTS COM 285512109 14,240.00 245,942 SH SOLE 3 179,842 0 66,100 ELECTRONIC ARTS COM 285512109 1,544.10 26,668 SH OTH 3 26,668 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 1,393.80 22,300 SH SHD 1 22,300 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 155,007.80 2,480,125 SH SOLE 3 2,364,629 0 109,446 ELECTRONIC DATA SYSTEMS COM 285661104 21,128.00 338,048 SH OTH 3 41,548 0 0 ELECTRONIC DATA SYSTEMS CORP COM 285661104 28,045.63 448,730 SH 2 448,730 ELECTRONIC DATA SYSTEMS CORP COM 285661104 14,318.00 229,088 SH 2 229,088 ELECTRONIC DATA SYSTEMS CORP COM 285661104 2,231.25 35,700 SH SOLE 4 35,700 ELECTRONICS FOR IMAGING INC. COM 286082102 1,814.25 61,500 SH 2 61,500 ELECTRONICS FOR IMAGING INC. COM 286082102 1,571.30 53,263 SH SOLE 3 53,263 0 0 ELECTRONICS FOR IMAGING INC. COM 286082102 67.80 2,300 SH OTH 3 2,300 0 0 ELI LILLY & CO COM 532457108 92,983.44 1,256,533 SH 2 1,256,533 ELI LILLY & CO COM 532457108 52,409.24 708,233 SH 2 708,233 ELI LILLY & CO COM 532457108 6,813.70 92,077 SH SOLE 4 92,077 ELI LILLY & CO COM 532457108 2,020.20 27,300 SH SHD 1 27,300 0 0 ELI LILLY & CO COM 532457108 344,931.10 4,661,231 SH SOLE 3 4,197,451 0 457,780 ELI LILLY & CO COM 532457108 41,757.60 564,292 SH OTH 3 97,713 0 17,710 ELIZABETH ARDEN INC COM 28660G106 41.50 1,700 SH SOLE 3 1,700 0 0 ELOYALTY CORP COM 290151109 159.80 159,800 SH SOLE 3 159,800 0 0 EMAGIN CORP COM 29076N107 4.40 2,100 SH SOLE 3 2,100 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 121.80 5,460 SH SOLE 3 5,460 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 21.40 960 SH OTH 3 960 0 0 EMBOTELLADORA ANDINA-ADR A WI COM 29081P204 219.10 16,250 SH OTH 3 0 0 0 EMBOTELLADORA ANDINA-ADR B COM 29081P303 598.90 55,200 SH SOLE 3 55,200 0 0 EMBOTELLADORA ANDINA-ADR B COM 29081P303 4,185.90 385,800 SH OTH 3 0 0 0 EMBRAER AIRCRAFT CORP-SP ADR COM 29081M102 2,288.30 58,600 SH SOLE 3 58,600 0 0 EMBRAER AIRCRAFT CORP-SP ADR COM 29081M102 16,674.30 427,000 SH OTH 3 7,700 0 0 EMBRATEL ADR COM 29081N100 227.40 30,399 SH SOLE 3 30,399 0 0 EMBRATEL ADR COM 29081N100 2,563.40 342,704 SH OTH 3 0 0 0 EMBRATEL PARTICIPACOES S.A. COM 29081N100 311.17 41,600 SH 2 41,600 EMC CORP MASS COM 268648102 29,117.94 995,485 SH SOLE 4 995,485 EMC CORP MASS COM 268648102 2,088.70 71,900 SH SHD 1 71,900 0 0 EMC CORP MASS COM 268648102 498,377.90 17,150,724 SH SOLE 3 15,981,874 0 1,152,250 EMC CORP MASS COM 268648102 37,935.30 1,298,200 SH OTH 3 294,080 0 66,410 EMC CORP MASS COM 268648102 65,303.55 2,232,600 SH 2 2,232,600 EMC CORP MASS COM 268648102 57,843.63 1,977,560 SH 2 1,977,560 EMC CORP MASS CLL 268648102 19.00 10,000 SH CLL 2 10,000 EMCOR GRP INC COM 29084Q100 4,716.50 130,470 SH SOLE 3 130,470 0 0 EMCOR GRP INC COM 29084Q100 683.20 18,900 SH OTH 3 3,300 0 15,600 EMCORE CORP COM 290846104 773.80 25,163 SH SOLE 3 25,163 0 0 EMCORE CORP COM 290846104 485.90 15,800 SH OTH 3 100 0 15,700 EMERGE INTERACTIVE INC COM 29088W103 61.20 52,800 SH SOLE 3 52,800 0 0 EMERSON ELECTRIC CO. COM 291011104 246,357.33 4,072,022 SH 2 4,072,022 EMERSON ELECTRIC CO. COM 291011104 147,945.55 2,445,381 SH 2 2,445,381 EMERSON ELECTRIC CO. COM 291011104 5,682.77 93,930 SH SOLE 4 93,930 EMERSON ELECTRIC CO. COM 291011104 1,222.10 20,200 SH SHD 1 20,200 0 0 EMERSON ELECTRIC CO. COM 291011104 55,821.20 922,665 SH SOLE 3 887,665 0 33,600 EMERSON ELECTRIC CO. COM 291011104 22,269.50 368,091 SH OTH 3 35,591 0 0 EMEX CORP COM 291206100 10.80 1,000 SH SOLE 3 1,000 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 10,353.40 356,154 SH 2 356,154 EMISPHERE TECHNOLOGIES INC CLL 291345106 347.50 50,000 SH CLL 2 50,000 EMISPHERE TECHNOLOGIES INC COM 291345106 1,212.80 38,500 SH SOLE 3 38,500 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 41.00 1,300 SH OTH 3 1,300 0 0 EMMIS BROADCASTING CLASS A COM 291525103 26,683.30 867,751 SH SOLE 3 867,751 0 0 EMMIS BROADCASTING CLASS A COM 291525103 673.40 21,900 SH OTH 3 0 0 21,900 EMPIRE DISTRICT ELEC CO COM 291641108 8.30 400 SH SOLE 3 400 0 0 EMULEX CORP COM 292475209 82,198.10 2,034,607 SH SOLE 3 1,986,777 0 47,830 EMULEX CORP COM 292475209 4,189.90 103,710 SH OTH 3 46,010 0 53,600 EMUSIC.COM INC COM 292476108 8.18 14,354 SH 2 14,354 ENCOMPASS SERV CORP COM 29255U104 17,947.50 2,005,310 SH SOLE 3 2,005,310 0 0 ENCOMPASS SERV CORP COM 29255U104 8.90 1,000 SH OTH 3 1,000 0 0 ENCOMPASS SVCS CORP COM 29255U104 818.03 91,400 SH 2 91,400 ENCORE ACQUISITION COMPANY COM 29255W100 954.50 83,000 SH 2 83,000 ENCORE ACQUISITION COMPANY COM 29255W100 31.10 2,700 SH SOLE 3 2,700 0 0 ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 6.20 700 SH SOLE 3 700 0 0 ENDOCARE INC COM 29264P104 159.90 10,000 SH 2 10,000 ENDWAVE CORP COM 29264A107 1,063.55 1,168,736 SH 2 1,168,736 ENERGEN CORP COM 29265N108 1,526.30 55,300 SH SOLE 3 55,300 0 0 ENERGEN CORP COM 29265N108 55.20 2,000 SH OTH 3 2,000 0 0 ENERGIZER HOLDINGS INC COM 29266R108 135,118.60 5,887,520 SH SOLE 3 5,826,677 0 60,843 ENERGIZER HOLDINGS INC COM 29266R108 4,070.30 177,354 SH OTH 3 96,236 0 70,466 ENERGY CONVERSION DEVICES COM 292659109 554.40 19,800 SH SOLE 3 19,800 0 0 ENERGY EAST CORP COM 29266M109 58,634.90 2,804,158 SH SOLE 3 2,514,708 0 279,200 ENERGY EAST CORP COM 29266M109 5,404.30 258,454 SH OTH 3 49,254 0 209,200 ENERGY PARTNERS LTD COM 29270U105 28.20 2,100 SH SOLE 3 2,100 0 0 ENERSIS S.A ADR COM 29274F104 1,084.40 72,392 SH SOLE 3 72,392 0 0 ENERSIS S.A ADR COM 29274F104 8,936.70 596,576 SH OTH 3 0 0 0 ENGAGE INC COM 292827102 7.73 10,589 SH 2 10,589 ENGELHARD CORP COM 292845104 270.80 10,500 SH 2 10,500 ENGELHARD CORP COM 292845104 219.20 8,500 SH SHD 1 8,500 0 0 ENGELHARD CORP COM 292845104 3,420.80 132,640 SH SOLE 3 125,440 0 7,200 ENGELHARD CORP COM 292845104 5,887.90 228,300 SH OTH 3 20,800 0 87,900 ENGINEERED SUPPORT SYSTEMS COM 292866100 47.00 1,200 SH SOLE 3 1,200 0 0 ENRON CORP COM 293561106 162,701.84 3,313,683 SH 2 3,313,683 ENRON CORP CLL 293561106 2.75 10,000 SH CLL 2 10,000 ENRON CORP CLL 293561106 28.00 10,000 SH CLL 2 10,000 ENRON CORP COM 293561106 158,242.62 3,222,864 SH 2 3,222,864 ENRON CORP COM 293561106 10,462.52 213,086 SH SOLE 4 213,086 ENRON CORP COM 293561106 480.20 9,800 SH SHD 1 9,800 0 0 ENRON CORP COM 293561106 132,404.80 2,702,138 SH SOLE 3 2,586,738 0 114,300 ENRON CORP COM 293561106 14,056.10 286,300 SH OTH 3 12,100 0 0 ENRON CORP $10.50 2ND CNV PFD PRF 293561601 12,040.88 9,000 SH 2 9,000 ENSCO INTERNATIONAL INC COM 26874Q100 234.00 10,000 SH 2 10,000 ENSCO INTERNATIONAL INC COM 26874Q100 514.80 22,000 SH 2 22,000 ENSCO INTERNATIONAL INC COM 26874Q100 111.50 4,763 SH SOLE 3 4,763 0 0 ENTEGRIS INC COM 29362U104 85.90 7,500 SH SOLE 3 7,500 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 26,751.90 499,009 SH SOLE 3 498,309 0 700 ENTERGY CORP COM 29364G103 1,347.50 35,100 SH SHD 1 35,100 0 0 ENTERGY CORP COM 29364G103 75,856.80 1,975,952 SH SOLE 3 1,868,902 0 104,500 ENTERGY CORP COM 29364G103 20,017.40 521,423 SH OTH 3 50,123 0 0 ENTERPRISE PRODUCTS COM 293792107 14,633.47 370,280 SH 2 370,280 ENTERPRISE PRODUCTS COM 293792107 1,488.64 37,668 SH 2 37,668 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 4,641.50 254,329 SH 2 254,329 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 1,940.89 106,350 SH 2 106,350 ENTRADE INC COM 29382L100 57.62 96,030 SH 2 96,030 ENTRAVISION COMMUNICATION COM 29382R107 18,673.40 1,518,160 SH SOLE 3 1,514,760 0 3,400 ENTRAVISION COMMUNICATION COM 29382R107 679.60 55,250 SH OTH 3 2,850 0 52,400 ENTRUST INC COM 293848107 749.40 105,700 SH SOLE 3 105,600 0 100 ENTRUST INC COM 293848107 135.60 19,130 SH OTH 3 6,030 0 13,100 ENZO BIOCHEM INC COM 294100102 2,334.30 68,055 SH SOLE 3 68,055 0 0 ENZO BIOCHEM INC COM 294100102 869.20 25,340 SH OTH 3 2,640 0 22,700 ENZON INC COM 293904108 153.60 2,458 SH SOLE 3 2,458 0 0 ENZON INC COM 293904108 156.20 2,500 SH OTH 3 2,500 0 0 EOG RESOURCES INC COM 26875P101 1,646.68 46,320 SH 2 46,320 EOG RESOURCES INC COM 26875P101 797.67 22,438 SH 2 22,438 EOG RESOURCES INC COM 26875P101 78.70 2,215 SH SOLE 3 2,215 0 0 EOG RESOURCES INC COM 26875P101 3.60 100 SH OTH 3 100 0 0 EOTT ENERGY PARTNERS LP COM 294103106 244.55 13,291 SH 2 13,291 EPICEDGE INC COM 29426X102 31.00 100,000 SH 2 100,000 EPIQ SYS INC COM 26882D109 20.60 800 SH SOLE 3 800 0 0 EPRISE CORP COM 294352109 16.85 19,588 SH 2 19,588 EQUANT NV NY REG SH COM 294409107 404.98 14,911 SH 2 14,911 EQUIFAX INC COM 294429105 843.46 22,995 SH 2 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ADR CL-B COM 294821400 43.40 8,000 SH SOLE 3 8,000 0 0 ERIE INDEMNITY COMPANY CL-A COM 29530P102 217.20 7,300 SH SOLE 3 5,400 0 1,900 ESC MEDICAL SYSTEMS LTD COM M40868107 1,442.50 50,000 SH SOLE 3 50,000 0 0 ESCO TECHNOLOGIES INC COM 296315104 1,213.90 40,263 SH SOLE 3 40,263 0 0 ESCO TECHNOLOGIES INC COM 296315104 111.60 3,700 SH OTH 3 3,700 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 5,100 SH SHD 1 5,100 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 300,472 SH SOLE 3 296,772 0 3,700 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 30,500 SH OTH 3 4,100 0 0 ESHARE COMMUNICATIONS INC COM 296428105 250.00 200,000 SH 2 200,000 ESOFT INC COM 296904105 36.92 34,182 SH 2 34,182 ESPEED INC COM 296643109 215.60 9,800 SH SOLE 3 9,800 0 0 ESPEED INC COM 296643109 88.00 4,000 SH OTH 3 0 0 4,000 ESPERION THERAPEUTICS INC COM 29664R106 743.53 69,166 SH 2 69,166 ESS TECHNOLOGY INC COM 269151106 127.20 12,000 SH SOLE 3 12,000 0 0 ESSEX PROPERTY TRUST INC COM 297178105 520.28 10,500 SH 2 10,500 ESSEX PROPERTY TRUST INC COM 297178105 2,062.00 41,614 SH SOLE 3 41,614 0 0 ESSEX PROPERTY TRUST INC COM 297178105 713.50 14,400 SH OTH 3 2,000 0 12,400 ESTEE LAUDER COS INC CL-A COM 518439104 130,134.29 3,019,357 SH PUT 2 3,019,357 ESTEE LAUDER COS INC CL-A COM 518439104 72,331.63 1,678,228 SH PUT 2 1,678,228 ESTEE LAUDER COS INC CL-A COM 518439104 67,553.82 1,567,374 SH SOLE 4 1,567,374 ESTEE LAUDER COS INC CL-A COM 518439104 116.40 2,700 SH SHD 1 2,700 0 0 ESTEE LAUDER COS INC CL-A COM 518439104 198,824.80 4,613,104 SH SOLE 3 4,397,804 0 212,900 ESTEE LAUDER COS INC CL-A COM 518439104 7,101.30 164,763 SH OTH 3 10,363 0 0 ESTERLINE TECHNOLOGIES COM 297425100 841.70 38,700 SH SOLE 3 38,700 0 0 ESTERLINE TECHNOLOGIES COM 297425100 378.40 17,400 SH OTH 3 0 0 17,400 ETHAN ALLEN INTERIORS INC COM 297602104 6,035.80 185,716 SH SOLE 3 184,916 0 800 ETHAN ALLEN INTERIORS INC COM 297602104 528.50 16,260 SH OTH 3 1,060 0 15,200 ETOYS INC COM 297862104 0.50 38,800 SH SOLE 3 38,800 0 0 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345,986 SH 2 345,986 EXXON MOBIL CORP COM 30231G102 31,712.77 363,054 SH 2 363,054 EZENIA! INC COM 302311105 4.60 10,000 SH 2 10,000 EZENIA! INC. COM 302311105 30.20 65,575 SH SOLE 3 65,575 0 0 F & M BANCORP MD COM 302367107 20.90 700 SH SOLE 3 700 0 0 F & M NATIONAL CORP COM 302374103 785.10 19,627 SH SOLE 3 19,627 0 0 F.Y.I. CORP COM 302712104 33,219.80 810,239 SH SOLE 3 810,239 0 0 F.Y.I. CORP COM 302712104 90.20 2,200 SH OTH 3 2,200 0 0 F5 NETWORKS INC COM 315616102 463.80 26,400 SH SOLE 3 26,400 0 0 F5 NETWORKS INC COM 315616102 15.80 900 SH OTH 3 900 0 0 FACTORY 2-U STORES INC COM 303072102 202.50 6,900 SH SOLE 3 6,900 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 1,619.10 45,352 SH SOLE 3 45,352 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 514.10 14,400 SH OTH 3 1,200 0 13,200 FAIR ISAAC & CO INC COM 303250104 4,305.50 69,646 SH SOLE 3 69,646 0 0 FAIR ISAAC & CO INC COM 303250104 2,510.80 40,615 SH OTH 3 2,365 0 38,250 FAIRCHILD SEMICON INTL CL-A COM 303726103 2,651.40 115,280 SH SOLE 3 115,280 0 0 FAIRCHILD SEMICON INTL CL-A COM 303726103 33.20 1,442 SH OTH 3 1,442 0 0 FAIRMARKET INC COM 305158107 50.29 50,800 SH 2 50,800 FAMILY DOLLAR STORES INC COM 307000109 106,632.90 4,160,472 SH SOLE 3 4,160,472 0 0 FAMILY DOLLAR STORES INC COM 307000109 11.80 460 SH OTH 3 460 0 0 FAMOUS DAVE'S OF AMERICA COM 307068106 130.55 13,500 SH 2 13,500 FANNIE MAE COM 313586109 4,402.30 51,700 SH SHD 1 51,700 0 0 FANNIE MAE COM 313586109 653,225.50 7,671,468 SH SOLE 3 7,498,278 0 170,240 FANNIE MAE COM 313586109 55,985.80 657,496 SH OTH 3 202,792 0 48,920 FANNIE MAE COMMON STOCK COM 313586109 36,893.75 433,891 SH 2 433,891 FANNIE MAE COMMON STOCK COM 313586109 28,842.77 339,207 SH 2 339,207 FARMERS BROTHERS CO COM 307675108 46.60 200 SH SOLE 3 200 0 0 FARMERS BROTHERS CO COM 307675108 11.70 50 SH OTH 3 50 0 0 FASTENAL CO COM 311900104 289.14 4,665 SH 2 4,665 FASTENAL CO COM 311900104 91.20 1,472 SH SOLE 3 1,472 0 0 FASTENAL CO COM 311900104 43.40 700 SH OTH 3 700 0 0 FBL FINL GRP INC CL A COM 30239F106 285.20 15,847 SH SOLE 3 15,847 0 0 FEDDERS CORP COM 313135105 96.20 18,500 SH SOLE 3 18,500 0 0 FEDERAL AGRICULTURAL MORTGAGE COM 313148306 841.10 26,300 SH SOLE 3 26,300 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 403,921.32 5,935,655 SH 2 5,935,655 FEDERAL HOME LOAN MTG CORP COM 313400301 224,236.52 3,295,173 SH 2 3,295,173 FEDERAL HOME LOAN MTG CORP COM 313400301 38,187.14 561,163 SH SOLE 4 561,163 FEDERAL RLTY INVT TR SBI COM 313747206 1,245.17 60,037 SH 2 60,037 FEDERAL RLTY INVT TR SBI COM 313747206 649.16 31,300 SH 2 31,300 FEDERAL SIGNAL CORP COM 313855108 2,592.20 110,449 SH SOLE 3 110,449 0 0 FEDERAL-MOGUL CORP. COM 313549107 1.50 900 SH SOLE 3 900 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 918.00 21,600 SH SHD 1 21,600 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 31,631.60 744,272 SH SOLE 3 700,772 0 43,500 FEDERATED DEPT STORES INC DEL COM 31410H101 11,018.90 259,269 SH OTH 3 27,369 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 10,344.50 243,400 SH 2 243,400 FEDERATED DEPT STORES INC DEL COM 31410H101 1,262.25 29,700 SH 2 29,700 FEDERATED DEPT STORES INC DEL COM 31410H101 426.91 10,045 SH SOLE 4 10,045 FEDERATED INVESTORS INC B COM 314211103 1,574.80 48,906 SH SOLE 3 8,006 0 40,900 FEDERATED INVESTORS INC B COM 314211103 11.60 360 SH OTH 3 360 0 0 FEDEX CORP COM 31428X106 1,777.76 44,223 SH 2 44,223 FEDEX CORP COM 31428X106 594.96 14,800 SH 2 14,800 FEDEX CORP COM 31428X106 5,799.20 144,258 SH SOLE 3 136,358 0 7,900 FEDEX CORP COM 31428X106 404.70 10,068 SH OTH 3 10,068 0 0 FEI COMPANY COM 30241L109 1,254.60 30,600 SH SOLE 3 30,600 0 0 FEI COMPANY COM 30241L109 545.30 13,300 SH OTH 3 2,000 0 11,300 FELCOR LODGING TRUST INC COM 31430F101 456.30 19,500 SH 2 19,500 FELCOR LODGING TRUST INC COM 31430F101 1,367.78 58,452 SH 2 58,452 FELCOR LODGING TRUST INC. COM 31430F101 6,250.70 267,126 SH SOLE 3 267,126 0 0 FELCOR LODGING TRUST INC. COM 31430F101 1,273.00 54,400 SH OTH 3 14,500 0 39,900 FERRELLGAS PARTNERS, L.P. COM 315293100 3,183.08 164,500 SH 2 164,500 FERRELLGAS PARTNERS, L.P. COM 315293100 2,726.42 140,900 SH 2 140,900 FERRO CORP COM 315405100 1,158.10 53,100 SH SOLE 3 53,100 0 0 FERRO CORP COM 315405100 2.20 100 SH OTH 3 100 0 0 FIBERCORE INC COM 31563B109 37.80 5,800 SH SOLE 3 5,800 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 1,121.10 45,630 SH SOLE 3 45,630 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 611.80 24,900 SH OTH 3 0 0 24,900 FIFTH THIRD BANCORP COM 316773100 768.28 12,794 SH 2 12,794 FIFTH THIRD BANCORP COM 316773100 514.99 8,576 SH 2 8,576 FIFTH THIRD BANCORP COM 316773100 69,997.20 1,165,648 SH SOLE 3 1,041,648 0 124,000 FIFTH THIRD BANCORP COM 316773100 13,308.40 221,622 SH OTH 3 7,152 0 0 FILENET CORP COM 316869106 865.80 58,500 SH SOLE 3 58,500 0 0 FILENET CORP COM 316869106 364.10 24,600 SH OTH 3 0 0 24,600 FINANCE ONE PLC 2% 31 AUG 2001- DEFAULT COM XS5428483 980.00 980,000 SH OTH 3 0 0 980,000 FINANCIAL INSTITUTIONS INC COM 317585404 13.40 600 SH SOLE 3 600 0 0 FINISAR CORP COM 31787A101 7.50 400 SH SOLE 3 400 0 0 FINISAR CORP COM 31787A101 8.60 460 SH OTH 3 460 0 0 FINISH LINE INC CL-A COM 317923100 146.10 11,700 SH SOLE 3 11,700 0 0 FIREPOND COM 318224102 87.40 78,000 SH SOLE 3 78,000 0 0 FIRST ALBANY COS INC COM 318465101 212.77 17,805 SH 2 17,805 FIRST AMERN CORP CALIF COM 318522307 454.56 24,000 SH 2 24,000 FIRST BANCORP PUERTO RICO COM 318672102 94.50 3,500 SH SOLE 3 3,500 0 0 FIRST BANKS AMERICA INC COM 31928N103 4.80 200 SH SOLE 3 200 0 0 FIRST CHARTER CORP COM 319439105 307.50 16,400 SH SOLE 3 16,400 0 0 FIRST CITIZENS BANKSHARES CL A COM 31946M103 2,551.30 23,514 SH SOLE 3 23,514 0 0 FIRST CITIZENS BANKSHARES CL A COM 31946M103 176.90 1,630 SH OTH 3 1,630 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 252.00 16,800 SH SOLE 3 16,800 0 0 FIRST DATA CORP COM 319963104 10,837.38 168,413 SH PUT 2 168,413 FIRST DATA CORP CNV 319963AD6 3,658.62 3,520,000 SH 2 3,520,000 FIRST DATA CORP COM 319963104 7,826.25 121,620 SH PUT 2 121,620 FIRST DATA CORP COM 319963104 1,484.20 23,100 SH SHD 1 23,100 0 0 FIRST DATA CORP COM 319963104 350,896.10 5,461,131 SH SOLE 3 5,258,681 0 199,680 FIRST DATA CORP COM 319963104 18,523.80 287,954 SH OTH 3 115,486 0 35,700 FIRST DATA CORP 3/1/08 2.0 CNV 319963AD6 4,110.75 3,955,000 SH SOLE 4 3,955,000 FIRST FINL BANKSHARES INC COM 32020R109 271.16 8,747 SH 2 8,747 FIRST FINL BANKSHARES INC COM 32020R109 115.50 3,725 SH SOLE 3 3,725 0 0 FIRST HEALTH GRP INC COM 320960107 0.50 22 SH SOLE 3 22 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 12.80 400 SH SOLE 3 400 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 15,666.20 487,435 SH SOLE 3 487,435 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 1,208.50 37,600 SH OTH 3 0 0 37,600 FIRST INVS FINL SVCS GRP INC COM 32058A101 154.80 43,000 SH 2 43,000 FIRST MIDWEST BANCORP INC DEL COM 320867104 4,823.40 156,350 SH SOLE 3 156,350 0 0 FIRST NIAGARA FINANCIAL COM 33582U100 105.60 6,800 SH SOLE 3 6,800 0 0 FIRST REPUBLIC BANK COM 336158100 51.50 2,100 SH SOLE 3 2,100 0 0 FIRST SENTINEL BANCORP COM 33640T103 705.60 52,000 SH 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(NEW) COM 343412102 29.30 650 SH OTH 3 650 0 0 FMC CORP COM 302491303 4,747.40 69,245 SH SOLE 3 68,145 0 1,100 FMC CORP COM 302491303 166.60 2,430 SH OTH 3 2,430 0 0 FNB CORP PA COM 302520101 45.00 1,685 SH SOLE 3 1,685 0 0 FOCAL COMMUNITCATIONS COM 344155106 5.70 2,400 SH SOLE 3 2,400 0 0 FOCAL COMMUNITCATIONS COM 344155106 0.30 110 SH OTH 3 110 0 0 FONAR CORP COM 344437108 38.80 20,000 SH 2 20,000 FOOTSTAR INC COM 344912100 12.30 357 SH SOLE 3 357 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 0.00 1 SH SHD 1 1 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 57,274.10 2,332,955 SH SOLE 3 2,273,684 0 59,271 FORD MOTOR COMPANY (DEL) COM 345370860 307.80 12,539 SH OTH 3 12,539 0 0 FORD MTR CO DEL COM 345370860 1,458.05 59,391 SH 2 59,391 FORD MTR CO DEL COM 345370860 5,071.61 206,583 SH 2 206,583 FOREST CITY ENTERPRISES (CL-A) COM 345550107 49.50 900 SH SOLE 3 900 0 0 FOREST LABORATORIES INC COM 345838106 284.00 4,000 SH 2 4,000 FOREST LABORATORIES INC COM 345838106 4,435.90 62,477 SH SOLE 3 23,177 0 39,300 FOREST LABORATORIES INC COM 345838106 281.00 3,958 SH OTH 3 3,958 0 0 FORRESTER RESEARCH INC COM 346563109 987.20 43,700 SH SOLE 3 43,700 0 0 FORRESTER RESEARCH INC COM 346563109 33.90 1,500 SH OTH 3 1,500 0 0 FORTUNE BRANDS INC COM 349631101 617.60 16,100 SH SHD 1 16,100 0 0 FORTUNE BRANDS INC COM 349631101 23,863.30 622,089 SH SOLE 3 613,589 0 8,500 FORTUNE BRANDS INC COM 349631101 318.80 8,311 SH OTH 3 8,311 0 0 FOSSIL INC COM 349882100 90.30 4,351 SH SOLE 3 4,351 0 0 FOSTER WHEELER LTD COM G36535105 26.20 2,900 SH SOLE 3 2,900 0 0 FOUNDRY NETWORKS INC COM 35063R100 1,198.80 60,000 SH 2 60,000 FOUNDRY NETWORKS INC COM 35063R100 546.20 27,337 SH SOLE 3 27,337 0 0 FOUNDRY NETWORKS INC COM 35063R100 787.40 39,410 SH OTH 3 4,110 0 35,300 FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SH OTH 3 0 0 79,032 FOX ENTERTAINMENT GRP INC. COM 35138T107 697.50 25,000 SH 2 25,000 FOX ENTERTAINMENT GRP INC COM 35138T107 627.80 22,500 SH SHD 1 22,500 0 0 FOX ENTERTAINMENT GRP INC COM 35138T107 43,167.40 1,547,220 SH SOLE 3 1,466,399 0 76,000 FOX ENTERTAINMENT GRP INC COM 35138T107 5,089.60 182,424 SH OTH 3 33,524 0 0 FPL GRP INC COM 302571104 3,971.03 65,953 SH 2 65,953 FPL GRP INC COM 302571104 20,456.60 339,755 SH SOLE 3 264,914 0 72,090 FPL GRP INC COM 302571104 848.20 14,087 SH OTH 3 14,087 0 0 FRANCHISE FINANCE CORP COM 351807102 5,771.70 229,855 SH SOLE 3 229,855 0 0 FRANCHISE FINANCE CORP COM 351807102 129.00 5,136 SH OTH 3 5,136 0 0 FRANKLIN COVEY CO COM 353469109 1,140.60 207,382 SH SOLE 3 207,382 0 0 FRANKLIN ELECTRIC INC COM 353514102 667.90 8,800 SH SOLE 3 8,800 0 0 FRANKLIN RESOURCES INC COM 354613101 50,491.50 1,103,158 SH SOLE 3 1,103,158 0 0 FRANKLIN RESOURCES INC COM 354613101 139.10 3,039 SH OTH 3 3,039 0 0 FREDDIE MAC COM 313400301 340.20 5,000 SH SHD 1 5,000 0 0 FREDDIE MAC COM 313400301 618,973.10 9,095,454 SH SOLE 3 8,735,302 0 354,190 FREDDIE MAC COM 313400301 22,416.30 329,277 SH OTH 3 166,272 0 46,700 FREDS INC CL A COM 356108100 7,366.50 286,076 SH SOLE 3 286,076 0 0 FREE MARKETS COM 356602102 938.20 46,910 SH SOLE 3 46,910 0 0 FREE MARKETS COM 356602102 9.60 480 SH OTH 3 480 0 0 FREEMARKETS, INC. COM 356602102 1,173.00 58,650 SH 2 58,650 FREEMARKETS, INC. COM 356602102 7,551.66 377,583 SH 2 377,583 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 2,384.90 215,827 SH SOLE 3 215,827 0 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 406.60 36,800 SH OTH 3 5,000 0 31,800 FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,537.20 65,000 SH SOLE 3 65,000 0 0 FRESH CHOICE INC COM 358032100 588.00 200,000 SH 2 200,000 FRIEDMAN BILLINGS RAMSEY COM 358433100 480.20 68,600 SH SOLE 3 68,600 0 0 FRIEDMAN BILLINGS RAMSEY COM 358433100 52.10 7,448 SH OTH 3 7,448 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 183.75 15,000 SH 2 15,000 FRONTIER AIRLINES INC (NEW) COM 359065109 2,412.60 196,950 SH SOLE 3 196,950 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 909.00 74,200 SH OTH 3 6,700 0 67,500 FRONTIER FINANCIAL CORP. COM 35907K105 240.80 8,600 SH SOLE 3 8,600 0 0 FRONTIER OIL CORP COM 35914P105 862.60 65,100 SH SOLE 3 65,100 0 0 FRONTLINE CAP GRP COM 35921N101 84.51 56,341 SH PUT 2 56,341 FRONTLINE CAP GRP COM 35921N101 0.60 400 SH SOLE 3 400 0 0 FRONTLINE COMMUNICATIONS CORP PRF 35921T207 7.50 10,000 SH 2 10,000 FTI CONSULTING INC COM 302941109 634.40 29,100 SH SOLE 3 29,100 0 0 FTI CONSULTING INC COM 302941109 43.60 2,000 SH OTH 3 2,000 0 0 FUELCELL ENERGY INC COM 35952H106 253.99 11,000 SH 2 11,000 FUELCELL ENERGY INC COM 35952H106 725.00 31,400 SH SOLE 3 31,400 0 0 FULLER H B CO COM 359694106 203.50 4,078 SH SOLE 3 4,078 0 0 FULTON FINANCIAL CORP COM 360271100 4,535.50 221,675 SH SOLE 3 221,675 0 0 FULTON FINANCIAL CORP COM 360271100 476.70 23,300 SH OTH 3 3,500 0 19,800 FURNITURE BRANDS INTERNATIONAL COM 360921100 2.80 100 SH SOLE 3 100 0 0 FURNITURE BRANDS INTERNATIONAL COM 360921100 2.80 100 SH OTH 3 100 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 114.10 2,772 SH SOLE 3 2,772 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 18.90 460 SH OTH 3 460 0 0 GABLES RESIDENTIAL TR COM 362418105 413.31 13,800 SH 2 13,800 GABLES RESIDENTIAL TR COM 362418105 65.90 2,200 SH SOLE 3 2,200 0 0 GADZOOX NETWORKS INC COM 362555104 21.40 6,682 SH OTH 3 0 0 6,682 GALILEO INTERNATIONAL INC COM 363547100 257.40 7,921 SH SOLE 3 7,921 0 0 GALILEO INTERNATIONAL INC COM 363547100 705.20 21,700 SH OTH 3 0 0 21,700 GALYANS TRADING INC COM 36458R101 245.82 12,050 SH SOLE 4 12,050 GANNETT CO.INC. COM 364730101 520.61 7,900 SH 2 7,900 GANNETT CO.INC. COM 364730101 436.39 6,622 SH 2 6,622 GANNETT CO.INC. COM 364730101 76,654.90 1,163,200 SH SOLE 3 1,136,050 0 27,150 GANNETT CO.INC. COM 364730101 3,103.40 47,092 SH OTH 3 31,090 0 11,700 GAP INC COM 364760108 2,931.23 101,077 SH 2 101,077 GAP INC COM 364760108 7,962.41 274,566 SH 2 274,566 GARTNER INC. COM 366651107 25.30 2,300 SH SOLE 3 2,300 0 0 GAS AUTHORITY OF INDIA-GDR COM 367093200 968.80 111,682 SH SOLE 3 111,682 0 0 GAS AUTHORITY OF INDIA-GDR COM 367093200 3,674.70 423,600 SH OTH 3 0 0 0 GATEWAY INC COM 367626108 3,083.40 187,441 SH 2 187,441 GATEWAY INC COM 367626108 22,548.60 1,370,734 SH SOLE 3 1,370,734 0 0 GATEWAY INC COM 367626108 28.50 1,730 SH OTH 3 1,730 0 0 GATX CORP COM 361448103 143.00 3,565 SH SOLE 3 3,565 0 0 GATX CORP COM 361448103 16.00 400 SH OTH 3 400 0 0 GAYLORD CONTAINER CORP CLASS A COM 368145108 19.43 18,500 SH 2 18,500 GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 1,001.10 34,760 SH SOLE 3 34,760 0 0 GAZPROM ADR COM 368287207 668.50 60,500 SH SOLE 3 60,500 0 0 GAZPROM ADR COM 368287207 4,326.10 391,500 SH OTH 3 0 0 0 GBC BANCORP CALIF COM 361475106 4,129.40 144,638 SH SOLE 3 144,638 0 0 GBC BANCORP CALIF COM 361475106 105.60 3,698 SH OTH 3 3,698 0 0 GEMSTAR TV GUIDE INTL INC COM 36866W106 35,025.00 822,184 SH SOLE 3 815,784 0 6,400 GEMSTAR TV GUIDE INTL INC COM 36866W106 0.00 0 SH OTH 3 0 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 864.78 20,300 SH 2 20,300 GEMSTAR-TV GUIDE INTL INC COM 36866W106 5,806.64 136,306 SH 2 136,306 GEMSTAR-TV GUIDE INTL INC COM 36866W106 660.30 15,500 SH SOLE 4 15,500 GENAISSANCE PHARM COM 36867W105 32.30 2,300 SH SOLE 3 2,300 0 0 GENE LOGIC INC. COM 368689105 3,331.90 152,838 SH SOLE 3 152,838 0 0 GENE LOGIC INC. COM 368689105 41.90 1,920 SH OTH 3 1,920 0 0 GENENCOR INTL INC COM 368709101 119.20 7,500 SH SOLE 3 7,500 0 0 GENENTECH INC COM 368710406 316.80 5,750 SH SOLE 3 5,350 0 400 GENENTECH INC COM 368710406 262.10 4,756 SH OTH 3 4,756 0 0 GENENTECH INC. COM 368710406 5,998.96 108,874 SH 2 108,874 GENENTECH INC. COM 368710406 5,258.91 95,443 SH 2 95,443 GENERAL CABLE CORP COM 369300108 5,206.00 280,647 SH SOLE 3 280,647 0 0 GENERAL CABLE CORP COM 369300108 716.90 38,645 SH OTH 3 6,345 0 32,300 GENERAL COMMUNICATION INC CL A COM 369385109 479.20 39,600 SH SOLE 3 39,600 0 0 GENERAL COMMUNICATION INC CL A COM 369385109 49.60 4,100 SH OTH 3 4,100 0 0 GENERAL DYNAMICS CORP. COM 369550108 1,216.40 15,633 SH 2 15,633 GENERAL DYNAMICS CORP. COM 369550108 2,287.30 29,396 SH 2 29,396 GENERAL DYNAMICS CORP. COM 369550108 2,630.00 33,800 SH SHD 1 33,800 0 0 GENERAL DYNAMICS CORP. COM 369550108 110,613.50 1,421,584 SH SOLE 3 1,404,284 0 17,300 GENERAL DYNAMICS CORP. COM 369550108 27,155.70 349,000 SH OTH 3 50,000 0 0 GENERAL ELECTRIC CO COM 369604103 503,035.85 10,318,684 SH PUT 2 10,318,684 GENERAL ELECTRIC CO COM 369604103 308,258.83 6,323,258 SH PUT 2 6,323,258 GENERAL ELECTRIC CO PUT 369604103 191.16 141,600 SH PUT 2 141,600 GENERAL ELECTRIC CO COM 369604103 48,516.00 995,200 SH SOLE 4 995,200 GENERAL ELECTRIC CO COM 369604103 11,310.00 232,000 SH SHD 1 232,000 0 0 GENERAL ELECTRIC CO COM 369604103 1,712,694.70 35,132,198 SH SOLE 3 31,646,668 0 3,447,630 GENERAL ELECTRIC CO COM 369604103 224,245.80 4,599,913 SH OTH 3 775,526 0 134,130 GENERAL GROWTH PROPERTIES INC COM 370021107 2,938.58 74,659 SH 2 74,659 GENERAL GROWTH PROPERTIES INC COM 370021107 1,405.15 35,700 SH 2 35,700 GENERAL GROWTH PROPERTIES INC COM 370021107 9,342.90 237,371 SH SOLE 3 237,371 0 0 GENERAL GROWTH PROPERTIES INC COM 370021107 495.50 12,590 SH OTH 3 12,590 0 0 GENERAL MAGIC, INC. COM 370253106 67.47 65,500 SH 2 65,500 GENERAL MILLS INC COM 370334104 814.31 18,600 SH 2 18,600 GENERAL MILLS INC COM 370334104 7,598.10 173,551 SH SOLE 3 158,651 0 14,900 GENERAL MILLS INC COM 370334104 9,948.80 227,246 SH OTH 3 6,346 0 0 GENERAL MOTORS CLASS H COM 370442832 1,034.80 51,100 SH SHD 1 51,100 0 0 GENERAL MOTORS CLASS H COM 370442832 44,642.70 2,203,968 SH SOLE 3 2,046,168 0 150,200 GENERAL MOTORS CLASS H COM 370442832 4,974.80 240,158 SH OTH 3 57,158 0 0 GENERAL MOTORS CORP. COM 370442105 363.00 5,641 SH 2 5,641 GENERAL MOTORS CORP. COM 370442105 4,382.36 68,102 SH 2 68,102 GENERAL MOTORS CORP. COM 370442105 3,294.70 51,200 SH SHD 1 51,200 0 0 GENERAL MOTORS CORP. COM 370442105 147,333.60 2,289,566 SH SOLE 3 2,240,866 0 48,700 GENERAL MOTORS CORP. COM 370442105 41,449.80 644,130 SH OTH 3 86,830 0 0 GENERAL MOTORS CORP COM 370442832 1,482.67 71,077 SH 2 71,077 GENERAL MOTORS CORP CLL 370442832 55.50 10,000 SH CLL 2 10,000 GENERAL MOTORS CORP COM 370442832 3,743.35 179,451 SH 2 179,451 GENERAL SEMICONDUCTOR INC. COM 370787103 10,492.10 1,003,071 SH SOLE 3 1,003,071 0 0 GENERAL SEMICONDUCTOR INC. COM 370787103 153.00 14,625 SH OTH 3 14,625 0 0 GENESCO INC. COM 371532102 841.30 25,039 SH SOLE 3 25,039 0 0 GENESIS ENERGY, L.P. COM 371927104 82.26 19,131 SH 2 19,131 GENESIS MICROCHIP INC COM 371933102 672.93 18,615 SH 2 18,615 GENESISINTERMEDIA.COM INC COM 37184Y105 73.10 3,900 SH SOLE 3 3,900 0 0 GENLYTE GRP INC COM 372302109 506.90 16,400 SH SOLE 3 16,400 0 0 GENOME THERAPEUTICS CORP COM 372430108 296.80 20,000 SH 2 20,000 GENOME THERAPEUTICS CORP COM 372430108 1,768.90 119,200 SH SOLE 3 119,200 0 0 GENOME THERAPEUTICS CORP COM 372430108 608.40 41,000 SH OTH 3 5,000 0 36,000 GENSTAR THERAPEUTICS CORP COM 37248D105 74.00 10,000 SH 2 10,000 GENSYM CORP COM 37245R107 19.98 20,600 SH 2 20,600 GENTEK INC COM 37245X104 130.40 24,600 SH SOLE 3 24,600 0 0 GENTEX CORP COM 371901109 52.40 1,880 SH SOLE 3 1,880 0 0 GENTIVA HEALTH SERV COM 37247A102 1,086.30 60,349 SH SOLE 3 60,349 0 0 GENTIVA HEALTH SERV COM 37247A102 988.60 54,925 SH OTH 3 0 0 54,925 GENUINE PARTS CO. COM 372460105 3,263.78 103,612 SH 2 103,612 GENUINE PARTS CO. COM 372460105 148.10 4,700 SH SHD 1 4,700 0 0 GENUINE PARTS CO. COM 372460105 9,544.50 303,000 SH SOLE 3 299,000 0 4,000 GENUINE PARTS CO. COM 372460105 2,012.80 63,900 SH OTH 3 100 0 0 GENUITY INC COM 37248E103 69.30 22,200 SH SOLE 3 22,200 0 0 GENZYME CORP COM 372917104 14,833.80 243,177 SH SOLE 3 229,277 0 13,900 GENZYME CORP COM 372917104 802.10 13,150 SH OTH 3 3,550 0 9,600 GENZYME CORP-GENERAL DIVISION COM 372917104 847.90 13,900 SH PUT 2 13,900 GENZYME CORP-GENERAL DIVISION COM 372917104 1,932.97 31,688 SH PUT 2 31,688 GENZYME MOLECULAR ONCOLOGY COM 372917500 251.05 18,528 SH 2 18,528 GEORGIA GULF CORP NEW COM 373200203 775.00 50,000 SH 2 50,000 GEORGIA GULF CORP NEW COM 373200203 200.43 12,931 SH 2 12,931 GEORGIA GULF CORP NEW COM 373200203 12.40 800 SH SOLE 3 800 0 0 GEORGIA PAC (TIMBER GRP) COM 373298702 10,699.30 299,282 SH SOLE 3 296,691 0 0 GEORGIA PAC (TIMBER GRP) COM 373298702 289.90 8,110 SH OTH 3 8,110 0 0 GEORGIA-PACIFIC CORP COM 373298108 327.77 9,683 SH 2 9,683 GEORGIA-PACIFIC CORP COM 373298108 10,574.50 312,394 SH SOLE 3 296,994 0 15,400 GEORGIA-PACIFIC CORP COM 373298108 389.00 11,492 SH OTH 3 11,492 0 0 GEORGIA-PACIFIC CORP COM 373298702 1,171.74 32,776 SH 2 32,776 GERDAU SA SPON ADR COM 373737105 785.20 104,000 SH 2 104,000 GERON CORP COM 374163103 141.40 10,100 SH SOLE 3 10,100 0 0 GETTY IMAGES INC (NEW) COM 374276103 1,853.10 70,566 SH SOLE 3 70,566 0 0 GETTY IMAGES INC (NEW) COM 374276103 686.40 26,140 SH OTH 3 240 0 25,900 GETTY REALTY CORP COM 374297109 7.70 400 SH SOLE 3 400 0 0 GILEAD SCIENCES COM 375558103 83.80 1,440 SH SOLE 3 1,440 0 0 GILEAD SCIENCES COM 375558103 46.60 800 SH OTH 3 800 0 0 GILLETTE CO COM 375766102 36,102.26 1,245,335 SH 2 1,245,335 GILLETTE CO CLL 375766102 47.00 10,000 SH CLL 2 10,000 GILLETTE CO COM 375766102 27,645.04 953,606 SH 2 953,606 GILLETTE CO COM 375766102 547.91 18,900 SH SOLE 4 18,900 GILLETTE CO COM 375766102 50,934.70 1,756,974 SH SOLE 3 1,719,204 0 37,770 GILLETTE CO COM 375766102 906.70 31,275 SH OTH 3 20,240 0 9,600 GLACIER BANCORP INC (NEW) COM 37637Q105 22.80 1,200 SH SOLE 3 1,200 0 0 GLATFELTER P H CO COM 377316104 792.90 55,600 SH SOLE 3 55,600 0 0 GLAXOSMITHKLINE PLC COM 37733W105 1,116.81 19,872 SH 2 19,872 GLAXOSMITHKLINE PLC COM 37733W105 2,476.45 44,065 SH 2 44,065 GLAXOSMITHKLINE PLC ADR COM 37733W105 33,538.60 596,773 SH SOLE 3 541,463 0 55,310 GLAXOSMITHKLINE PLC ADR COM 37733W105 43,289.70 770,279 SH OTH 3 151,150 0 7,900 GLENAYRE TECHNOLOGIES INC COM 377899109 64.00 50,000 SH 2 50,000 GLENAYRE TECHNOLOGIES INC COM 377899109 5.50 4,300 SH SOLE 3 4,300 0 0 GLENBOROUGH REALTY COM 37803P105 2,818.10 146,015 SH SOLE 3 146,015 0 0 GLENBOROUGH REALTY COM 37803P105 38.60 2,000 SH OTH 3 2,000 0 0 GLIATECH INC COM 37929C103 3.40 800 SH SOLE 3 800 0 0 GLIMCHER REALTY TRUST SBI COM 379302102 988.08 55,200 SH 2 55,200 GLIMCHER REALTY TRUST SBI COM 379302102 780.44 43,600 SH 2 43,600 GLIMCHER REALTY TRUST SBI COM 379302102 3.60 200 SH SOLE 3 200 0 0 GLOBAL CROSSING LTD COM G3921A100 4,400.14 509,276 SH 2 509,276 GLOBAL CROSSING LTD PRF G3921A134 386.40 3,450 SH 2 3,450 GLOBAL CROSSING LTD COM G3921A100 11,933.59 1,381,202 SH 2 1,381,202 GLOBAL CROSSING LTD PUT G3921A100 1,225.00 100,000 SH PUT 2 100,000 GLOBAL CROSSING LTD CLL G3921A100 40.14 16,900 SH CLL 2 16,900 GLOBAL CROSSING LTD COM G3921A100 389.66 45,100 SH SOLE 4 45,100 GLOBAL CROSSING LTD COM G3921A100 7,758.50 897,972 SH SOLE 3 897,972 0 0 GLOBAL INDS LTD COM 379336100 1.20 100 SH SOLE 3 100 0 0 GLOBAL INDS LTD COM 379336100 1.20 100 SH OTH 3 100 0 0 GLOBAL MARINE INC (NEW) COM 379352404 143.50 7,700 SH SOLE 3 3,400 0 4,300 GLOBAL PAYMENTS, INC. COM 37940X102 3,114.80 103,483 SH SOLE 3 103,483 0 0 GLOBAL PAYMENTS, INC. COM 37940X102 683.30 22,700 SH OTH 3 2,300 0 20,400 GLOBAL POWER EQUIPMENT COM 37941P108 161.90 5,524 SH SOLE 3 5,524 0 0 GLOBALNET FINANCIAL.COM INC COM 37937R209 3.70 14,200 SH SOLE 3 14,200 0 0 GLOBALSTAR TELECOMMUNICATION COM G3930H104 13.86 42,000 SH 2 42,000 GLOBESPAN INC COM 379571102 2,137.50 146,407 SH SOLE 3 146,407 0 0 GLOBESPAN INC COM 379571102 553.30 37,900 SH OTH 3 4,100 0 33,800 GLOBIX CORP COM 37957F101 156.40 77,800 SH SOLE 3 77,800 0 0 GOAMERICA INC COM 38020R106 28.84 13,604 SH 2 13,604 GOAMERICA INC COM 38020R106 11.70 5,500 SH SOLE 3 5,500 0 0 GOLD BANC CORP INC. COM 379907108 8,514.00 1,100,000 SH SOLE 3 1,100,000 0 0 GOLDEN STATE BANCORP INC COM 381197102 164.30 5,334 SH SOLE 3 5,334 0 0 GOLDEN WEST FINL NEW COM 381317106 10,568.76 164,520 SH 2 164,520 GOLDEN WEST FINL NEW COM 381317106 725.91 11,300 SH 2 11,300 GOLDEN WEST FINL NEW COM 381317106 33,722.60 524,947 SH SOLE 3 515,747 0 9,200 GOLDEN WEST FINL NEW COM 381317106 6,318.00 98,350 SH OTH 3 4,450 0 0 GOLDMAN SACHS EME MKT DEBT COM LU1044913 15,861.10 1,468,619 SH OTH 3 0 0 1,468,619 GOLDMAN SACHS GRP COM 38141G104 63,578.40 741,007 SH SOLE 3 741,007 0 0 GOLDMAN SACHS GRP COM 38141G104 34,320.00 400,000 SH OTH 3 0 0 0 GOOD GUYS, INC. COM 382091106 2,421.90 658,137 SH SOLE 3 658,137 0 0 GOOD GUYS, INC. COM 382091106 36.20 9,850 SH OTH 3 9,850 0 0 GOODRICH CORP. COM 382388106 14,142.50 372,368 SH SOLE 3 281,468 0 87,600 GOODRICH CORP. COM 382388106 469.60 12,365 SH OTH 3 12,365 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 3,824.40 136,584 SH SOLE 3 127,484 0 9,100 GOODYEAR TIRE & RUBBER CO COM 382550101 1,279.60 45,700 SH OTH 3 2,400 0 0 GOODY'S FAMILY CLOTHING COM 382588101 40.10 10,000 SH 2 10,000 GOTO.COM INC COM 38348T107 1,195.59 61,470 SH 2 61,470 GOTO.COM INC COM 38348T107 1,173.80 60,352 SH SOLE 3 60,352 0 0 GOTO.COM INC COM 38348T107 451.20 23,200 SH OTH 3 2,100 0 21,100 GPU INC COM 36225X100 60.50 1,720 SH SOLE 3 1,720 0 0 GPU INC COM 36225X100 23.30 662 SH OTH 3 662 0 0 GRACO INC COM 384109104 5,182.10 157,034 SH SOLE 3 157,034 0 0 GRACO INC COM 384109104 631.20 19,128 SH OTH 3 78 0 19,050 GRAINGER W W INC COM 384802104 854.48 20,760 SH 2 20,760 GRAINGER W W INC COM 384802104 15,388.80 373,877 SH SOLE 3 363,277 0 10,600 GRAINGER W W INC COM 384802104 1,197.80 29,100 SH OTH 3 8,100 0 21,000 GRANITE CONSTRUCTION INC COM 387328107 1,396.80 54,950 SH SOLE 3 54,950 0 0 GRANITE CONSTRUCTION INC COM 387328107 2.40 96 SH OTH 3 96 0 0 GRANT PRIDECO COM 38821G101 1.70 100 SH SOLE 3 100 0 0 GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 500.60 105,400 SH SOLE 3 105,400 0 0 GREAT A&P TEA CO.INC. COM 390064103 1,562.90 105,600 SH SOLE 3 105,600 0 0 GREAT LAKES CHEMICAL COM 390568103 814.01 26,386 SH 2 26,386 GREAT LAKES CHEMICAL COM 390568103 268.40 8,700 SH SHD 1 8,700 0 0 GREAT LAKES CHEMICAL COM 390568103 2,261.30 73,300 SH SOLE 3 73,300 0 0 GREAT LAKES CHEMICAL COM 390568103 166.60 5,400 SH OTH 3 5,400 0 0 GREATER BAY BANCORP COM 391648102 217.30 8,700 SH SHD 1 8,700 0 0 GREATER BAY BANCORP COM 391648102 5,990.30 239,805 SH SOLE 3 237,805 0 1,100 GREATER BAY BANCORP COM 391648102 277.30 11,100 SH OTH 3 11,100 0 0 GREENPOINT FINL CORP COM 395384100 10,652.60 277,411 SH SOLE 3 276,711 0 700 GREENPOINT FINL CORP COM 395384100 88.00 2,291 SH OTH 3 2,291 0 0 GREIF BROTHERS CORP COM 397624107 1,171.50 38,600 SH SOLE 3 38,600 0 0 GREY GLOBAL GRP INC COM 39787M108 407.00 612 SH SOLE 3 612 0 0 GREY GLOBAL GRP INC COM 39787M108 39.90 60 SH OTH 3 60 0 0 GRIFFON CORP COM 398433102 457.60 41,600 SH SOLE 3 41,600 0 0 GRIFFON CORP COM 398433102 42.90 3,900 SH OTH 3 3,900 0 0 GRILL CONCEPTS INC COM 398502203 378.38 132,532 SH 2 132,532 GRISTEDE'S FOODS INC COM 398635102 18.54 16,700 SH 2 16,700 GRP 1 AUTOMOTIVE INC COM 398905109 4,041.70 136,544 SH SOLE 3 136,544 0 0 GRP 1 AUTOMOTIVE INC COM 398905109 944.30 31,901 SH OTH 3 2,601 0 29,300 GRP 1 AUTOMOTIVE, INC. COM 398905109 9,025.78 304,925 SH 2 304,925 GRUBB & ELLIS CO (NEW) COM 400095204 8,851.45 1,609,355 SH 2 1,609,355 GRUPO IMSA SA SPON ADR COM 40048T106 2,305.10 259,000 SH 2 259,000 GRUPO IUSACELL S.A. DE C.V. COM 40050B100 82.51 11,941 SH 2 11,941 GRUPO TELEVISA SA-SPONS ADR COM 40049J206 3,224.60 80,596 SH SOLE 3 80,596 0 0 GRUPO TELEVISA SA-SPONS ADR COM 40049J206 21,008.50 525,082 SH OTH 3 0 0 0 GRUPO TELEVISA, S.A. GDS COM 40049J206 221.66 5,540 SH 2 5,540 GS MSD SELECT VENTURE CAPITAL COM USVC13930 23,198.40 21,678,726 SH SOLE 3 21,678,726 0 0 GT GRP TELECOM INC. COM 362359408 179.92 39,805 SH 2 39,805 GT GRP TELECOM INC. 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COM 441815107 14,105.85 211,482 SH 2 211,482 HOUSING DEVPT FIN ELN 19 APR 2002 COM 009000982 263.90 18,000 SH SOLE 3 18,000 0 0 HOUSTON EXPLORATION COMPANY COM 442120101 8,612.50 275,600 SH SOLE 3 275,600 0 0 HOVNANIAN ENTERPRISES CL-A COM 442487203 82.70 5,700 SH SOLE 3 5,700 0 0 HRPT PROPERTIES TRUST COM 40426W101 2,632.00 270,500 SH SOLE 3 270,500 0 0 HRPT PROPERTIES TRUST COM 40426W101 127.50 13,100 SH OTH 3 13,100 0 0 HS RESOURCES INC COM 404297103 6.50 100 SH SOLE 3 100 0 0 HSBC BANK PLC 10.25% PFD SER B PRF 44328M609 2,269.50 85,000 SH 2 85,000 HSBC HOLDINGS PLC SPONS ADR COM 404280406 351.25 5,864 SH 2 5,864 HUBBELL INC CLASS B COM 443510201 2.90 100 SH SOLE 3 100 0 0 HUBBELL INC CLASS B COM 443510201 18.30 630 SH OTH 3 630 0 0 HUDSON CITY BANCORP INC COM 443683107 173.90 7,530 SH SOLE 3 7,530 0 0 HUDSON RIVER BANCORP COM 444128102 39.80 2,200 SH SOLE 3 2,200 0 0 HUDSON UNITED BANCORP COM 444165104 258.70 10,145 SH 2 10,145 HUDSON UNITED BANCORP COM 444165104 1,523.30 59,738 SH SOLE 3 59,738 0 0 HUGHES SOFTWARE SYS ELN 19 APR 2002 COM 009000983 67.40 5,000 SH SOLE 3 5,000 0 0 HUGHES SUPPLY INC COM 444482103 3,999.00 169,092 SH SOLE 3 169,092 0 0 HUGHES SUPPLY INC COM 444482103 66.20 2,800 SH OTH 3 2,800 0 0 HUGOTON ROYALTY TRUST UNITS COM 444717102 1,970.16 156,860 SH 2 156,860 HUGOTON ROYALTY TRUST UNITS COM 444717102 2,004.54 159,597 SH 2 159,597 HUMAN GENOME SCIENCES INC COM 444903108 118.80 1,971 SH SOLE 3 1,971 0 0 HUMAN GENOME SCIENCES INC COM 444903108 99.20 1,646 SH OTH 3 1,646 0 0 HUMANA INC COM 444859102 102.93 10,450 SH 2 10,450 HUMANA INC COM 444859102 10,424.50 1,058,321 SH SOLE 3 1,058,321 0 0 HUMANA INC COM 444859102 461.90 46,889 SH OTH 3 18,289 0 28,600 HUNTINGTON BANCSHARES INC COM 446150104 57.40 3,513 SH OTH 3 1,810 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 8,238.50 432,467 SH SOLE 3 432,467 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 110.90 5,823 SH OTH 3 5,823 0 0 HUTTIG BUILDING PRODUCTS COM 448451104 89.90 17,722 SH SOLE 3 17,722 0 0 HYBRID NETWORKS INC COM 44860K102 6.66 11,677 SH 2 11,677 HYDRIL CO COM 448774109 50.10 2,200 SH SOLE 3 2,200 0 0 HYPERION SOLUTIONS CORP. 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COM 45337C102 507.60 20,700 SH OTH 3 200 0 20,500 INDEPENDENCE COMMUNITY BANK COM 453414104 387.93 19,652 SH 2 19,652 INDEPENDENCE COMMUNITY BANK COM 453414104 3,399.20 172,200 SH SOLE 3 172,200 0 0 INDEPENDENCE COMMUNITY BANK COM 453414104 159.90 8,100 SH OTH 3 8,100 0 0 INDEPENDENT BANK CORP MASS COM 453836108 2.80 144 SH OTH 3 144 0 0 INDEPENDENT BANK CORP MICH COM 453838104 31.90 1,300 SH SOLE 3 1,300 0 0 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 613.70 22,900 SH SOLE 3 22,900 0 0 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 369.80 13,800 SH OTH 3 0 0 13,800 INET TECHNOLOGIES INC COM 45662V105 376.70 46,000 SH SOLE 3 46,000 0 0 INET TECHNOLOGIES INC COM 45662V105 54.90 6,700 SH OTH 3 3,700 0 3,000 INET TECHNOLOGIES, INC. COM 45662V105 501.23 61,200 SH 2 61,200 INET TECHNOLOGIES, INC. COM 45662V105 581.08 70,950 SH 2 70,950 INFINIUM SOFTWARE INC COM 45662Y109 200.18 177,150 SH 2 177,150 INFOCUS CORP COM 45665B106 1,114.00 54,636 SH SOLE 3 53,836 0 0 INFOCUS CORP COM 45665B106 960.40 47,100 SH OTH 3 400 0 46,700 INFONAUTICS INC CL-A COM 456662105 93.75 125,000 SH 2 125,000 INFORMATICA CORP COM 45666Q102 344.56 19,848 SH PUT 2 19,848 INFORMATICA CORP COM 45666Q102 2,311.10 133,127 SH SOLE 3 133,127 0 0 INFORMATICA CORP COM 45666Q102 825.60 47,560 SH OTH 3 3,160 0 44,400 INFORMATION ARCHITECTS CORP COM 45669R107 92.36 73,300 SH 2 73,300 INFORMATION ARCHITECTS CORP COM 45669R107 33.50 26,600 SH SOLE 3 26,600 0 0 INFORMATION HOLDINGS INC COM 456727106 248.70 7,700 SH SOLE 3 7,700 0 0 INFORMATION RESOURCS INC COM 456905108 7.20 700 SH SOLE 3 700 0 0 INFORMIX CORP COM 456779107 561.50 96,150 SH SOLE 3 96,150 0 0 INFORMIX CORP COM 456779107 539.60 92,400 SH OTH 3 0 0 92,400 INFORNET INC COM 45666T106 125.00 14,700 SH SOLE 3 14,700 0 0 INFOSPACE INC COM 45678T102 1,645.20 428,430 SH SOLE 3 365,312 0 63,118 INFOSYS TECH ELN 19 APR 2002 COM 009000984 239.50 2,995 SH SOLE 3 2,995 0 0 INFOUSA INC COM 456818301 150.60 25,100 SH SOLE 3 25,100 0 0 INFOUSA INC COM 456818301 12.00 2,000 SH OTH 3 2,000 0 0 ING GROEP N.V. 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COM 457153104 5,725.60 395,144 SH OTH 3 38,644 0 168,000 INHALE THERAPEUTIC SYS INC COM 457191104 62.20 2,704 SH SOLE 3 2,704 0 0 INHALE THERAPEUTIC SYS INC COM 457191104 16.10 700 SH OTH 3 700 0 0 INHALE THERAPEUTIC SYS INC COM 457191104 576.04 25,045 SH 2 25,045 INITIALS PLUS INC COM 457197101 0.00 100,000 SH OTH 3 0 0 0 INKINE PHARMACEUTICAL CO INC COM 457214104 73.50 15,000 SH 2 15,000 INKINE PHARMACEUTICAL CO INC COM 457214104 203.84 41,600 SH 2 41,600 INKTOMI CORP COM 457277101 3,198.50 333,526 SH SOLE 3 333,526 0 0 INKTOMI CORP COM 457277101 72.00 7,510 SH OTH 3 7,510 0 0 INKTOMI CORP COM 457277101 282.14 29,420 SH PUT 2 29,420 INKTOMI CORP COM 457277101 3,181.54 331,756 SH PUT 2 331,756 INPRIMIS INC COM 45769X103 4.34 15,500 SH 2 15,500 INPUT/OUTPUT INC COM 457652105 236.20 18,600 SH SOLE 3 18,600 0 0 INRANGE TECHNOLOGIES COM 45769V206 99.80 6,500 SH SOLE 3 6,500 0 0 INSIGHT COMMUNICATIONS COM 45768V108 34,330.90 1,373,237 SH SOLE 3 1,370,737 0 2,500 INSIGHT COMMUNICATIONS COM 45768V108 1,092.50 43,700 SH OTH 3 5,200 0 38,500 INSIGHT COMMUNICATIONS INC COM 45768V108 4,559.35 182,374 SH 2 182,374 INSIGHT ENTERPRISES INC COM 45765U103 873.40 35,650 SH SOLE 3 35,650 0 0 INSIGHT ENTERPRISES INC COM 45765U103 44.10 1,800 SH OTH 3 1,800 0 0 INSIGHTFUL CORP COM 45770X100 27.00 10,000 SH 2 10,000 INSIGNIA FINANCIAL GRP COM 45767A105 321.00 26,100 SH SOLE 3 26,100 0 0 INSIGNIA FINANCIAL GRP INC COM 45767A105 462.48 37,600 SH 2 37,600 INSITUFORM TECHNOLOGIES INC COM 457667103 3.60 100 SH SOLE 3 100 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 26.60 1,900 SH SOLE 3 1,900 0 0 INSTINET GRP INC COM 457750107 5,889.20 315,946 SH SOLE 3 314,546 0 1,400 INSTINET GRP INC COM 457750107 571.30 30,650 SH OTH 3 8,450 0 22,200 INSWEB CORP COM 45809K103 1.80 2,300 SH SOLE 3 2,300 0 0 INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 41.10 1,900 SH SOLE 3 1,900 0 0 INTEGRATED BUSINESS SYS & SVCS COM 45810X102 269.60 80,000 SH 2 80,000 INTEGRATED CIRCUIT SYSTEM COM 45811K208 61,981.70 3,228,211 SH SOLE 3 3,225,111 0 3,100 INTEGRATED CIRCUIT SYSTEM COM 45811K208 1,417.90 73,850 SH OTH 3 26,750 0 47,100 INTEGRATED DEVICE TECH INC COM 458118106 205.99 6,500 SH 2 6,500 INTEGRATED DEVICE TECH INC COM 458118106 28.50 900 SH SOLE 3 900 0 0 INTEGRATED DEVICE TECH INC COM 458118106 6.30 200 SH OTH 3 200 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 49.70 5,100 SH SOLE 3 5,100 0 0 INTEGRATED HEALTH SERVICES INC COM 45812C106 17.50 194,993 SH SOLE 3 194,993 0 0 INTEL CORP COM 458140100 166,147.37 5,680,252 SH 2 5,680,252 INTEL CORP COM 458140100 131,326.36 4,489,790 SH 2 4,489,790 INTEL CORP PUT 458140100 57.94 22,500 SH PUT 2 22,500 INTEL CORP CLL 458140100 76.50 22,500 SH CLL 2 22,500 INTEL CORP CLL 458140100 168.00 40,000 SH CLL 2 40,000 INTEL CORP COM 458140100 28,607.49 978,034 SH SOLE 4 978,034 INTEL CORP COM 458140100 3,211.70 109,800 SH SHD 1 109,800 0 0 INTEL CORP COM 458140100 664,872.00 22,730,667 SH SOLE 3 21,891,507 0 815,760 INTEL CORP COM 458140100 82,034.60 2,804,603 SH OTH 3 423,185 0 83,000 INTELLIKEY CORP (PP) COM 458992104 285.00 47,500 SH SOLE 4 47,500 INTERACTIVE DATA CORP COM 45840J107 1,211.40 134,600 SH SOLE 3 134,600 0 0 INTERACTIVE DATA CORP COM 45840J107 227.70 25,300 SH OTH 3 5,000 0 20,300 INTERACTIVE INTELLIGENCE COM 45839M103 49.50 4,500 SH SOLE 3 4,500 0 0 INTERCEPT GRP INC COM 45845L107 269.80 7,100 SH SOLE 3 7,100 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 651.90 49,200 SH SOLE 3 49,200 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 50.40 3,800 SH OTH 3 3,800 0 0 INTERFACE INC CL A COM 458665106 592.50 79,000 SH SOLE 3 79,000 0 0 INTERGRAPH CORP COM 458683109 1,050.30 68,200 SH SOLE 3 68,200 0 0 INTERGRAPH CORP COM 458683109 220.20 14,300 SH OTH 3 1,800 0 12,500 INTERIM SERVICES INC CNV 6/1/05 4.5 CNV 45868PAA8 1,282.98 1,610,000 SH SOLE 4 1,610,000 INTERLIANT INC COM 458742103 7.90 14,400 SH SOLE 3 14,400 0 0 INTERLOGIX INCES INC COM 458763109 102.20 2,800 SH SOLE 3 2,800 0 0 INTERMAGNETICS GEN CRP COM 458771102 602.60 18,600 SH SOLE 3 18,600 0 0 INTERMAGNETICS GEN CRP COM 458771102 482.80 14,900 SH OTH 3 0 0 14,900 INTERMEDIA COMMUNICATIONS INC COM 458801107 977.40 65,600 SH SOLE 3 65,600 0 0 INTERMEDIA COMMUNICATIONS INC COM 458801107 35.80 2,400 SH OTH 3 2,400 0 0 INTERMET CORP COM 45881K104 3,169.50 560,974 SH SOLE 3 560,974 0 0 INTERMET CORP COM 45881K104 48.40 8,567 SH OTH 3 8,567 0 0 INTERMUNE INC. 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COM 460254105 879.80 25,800 SH OTH 3 3,300 0 0 INTL SPECIALTY PRODUCTS COM 460337108 161.10 15,200 SH SOLE 3 15,200 0 0 INTL SPEEDWAY CORP-CL A COM 460335201 963.50 22,940 SH SOLE 3 21,140 0 1,800 INTL SPEEDWAY CORP-CL A COM 460335201 1,856.40 44,200 SH OTH 3 0 0 20,900 INTRABIOTICS PHARMACEUTICALS COM 46116T100 20.20 13,900 SH SOLE 3 13,900 0 0 INTRANET SOLUTIONS INC COM 460939309 1,445.90 38,000 SH SOLE 3 38,000 0 0 INTRANET SOLUTIONS INC COM 460939309 232.10 6,100 SH OTH 3 1,300 0 4,800 INTRAWEST CORP COM 460915200 659.30 34,500 SH 2 34,500 INTUIT COM 461202103 251.90 6,300 SH SHD 1 6,300 0 0 INTUIT COM 461202103 244,286.40 6,108,688 SH SOLE 3 6,051,388 0 56,600 INTUIT COM 461202103 9,930.50 248,324 SH OTH 3 100,324 0 50,800 INTUIT INC COM 461202103 1,157.55 28,946 SH 2 28,946 INTUITIVE SURGICAL INC COM 46120E107 162.12 12,000 SH 2 12,000 INTUITIVE SURGICAL INC COM 46120E107 1,018.70 75,400 SH SOLE 3 75,400 0 0 INTUITIVE SURGICAL INC COM 46120E107 40.50 3,000 SH OTH 3 3,000 0 0 INVACARE CORP COM 461203101 235.64 6,100 SH 2 6,100 INVACARE CORP COM 461203101 998.70 25,852 SH SOLE 3 25,852 0 0 INVACARE CORP COM 461203101 401.80 10,400 SH OTH 3 0 0 10,400 INVERNESS MED TECHNOLOGY INC COM 461268104 370.00 10,000 SH 2 10,000 INVERNESS MED TECHNOLOGY INC COM 461268104 2,432.20 65,734 SH SOLE 3 65,734 0 0 INVERNESS MED TECHNOLOGY INC COM 461268104 1,768.60 47,800 SH OTH 3 1,700 0 46,100 INVESTMENT TECHNOLOGY GRP ( NEW ) COM 46145F105 570.40 11,342 SH SOLE 3 11,342 0 0 INVESTMENT TECHNOLOGY GRP ( NEW ) COM 46145F105 1,490.70 29,642 SH OTH 3 42 0 29,600 INVESTORS FINANCIAL SVCS CP COM 461915100 455.60 6,800 SH SHD 1 6,800 0 0 INVESTORS FINANCIAL SVCS CP COM 461915100 20,681.10 308,673 SH SOLE 3 267,873 0 40,000 INVESTORS FINANCIAL SVCS CP COM 461915100 5,159.00 77,000 SH OTH 3 8,600 0 45,900 INVITROGEN CORP COM 46185R100 433.90 6,043 SH SOLE 3 6,043 0 0 INVITROGEN CORP COM 46185R100 653.40 9,100 SH OTH 3 0 0 9,100 IOMEGA INC COM 462030107 510.30 213,500 SH SOLE 3 213,500 0 0 IONA TECHNOLOGIES PLC ADR COM 46206P109 635.20 16,500 SH SOLE 3 15,700 0 800 IONA TECHNOLOGIES PLC ADR COM 46206P109 130.90 3,400 SH OTH 3 3,400 0 0 IONICS INC COM 462218108 560.70 17,800 SH SOLE 3 17,800 0 0 IPC HOLDINGS LTD COM G4933P101 9,425.30 398,365 SH SOLE 3 398,365 0 0 IPC HOLDINGS LTD COM G4933P101 146.60 6,197 SH OTH 3 6,197 0 0 IPRINT TECHNOLOGIES INC COM 462628108 14.65 22,897 SH 2 22,897 IRON MOUNTAIN INC NEW COM 462846106 47,112.80 1,050,687 SH SOLE 3 1,050,687 0 0 IRON MOUNTAIN INC NEW COM 462846106 21.50 480 SH OTH 3 480 0 0 IRON MTN INC PA COM 462846106 213.66 4,765 SH 2 4,765 IRSA - SPONS GDR COM 450047204 0.00 1 SH OTH 3 0 0 0 IRWIN FINANCIAL CORP COM 464119106 20.10 800 SH SOLE 3 800 0 0 ISHARES MSCI FRANCE INDEX FD COM 464286707 700.00 35,000 SH SOLE 4 35,000 ISIS PHARMACEUTICALS COM 464330109 621.33 50,148 SH 2 50,148 ISIS PHARMACEUTICALS COM 464330109 62.00 5,000 SH SOLE 3 5,000 0 0 ISLE OF CAPRI CASINOS COM 464592104 9,071.90 965,100 SH SOLE 3 965,100 0 0 ISTAR FINANCIAL INC COM 45031U101 451.20 16,000 SH SOLE 3 16,000 0 0 ISTAR FINANCIAL INC COM 45031U101 35.00 1,242 SH OTH 3 1,242 0 0 ISTAR FINL INC COM 45031U101 2,901.95 102,906 SH 2 102,906 I-STAT CORP COM 450312103 483.13 32,777 SH 2 32,777 IT GRP INC DEPOSITARY SH PRF 465266302 203.50 11,000 SH 2 11,000 ITC DELTACOM INC COM 45031T104 233.19 58,298 SH 2 58,298 ITC DELTACOM INC COM 45031T104 1,301.40 325,350 SH 2 325,350 ITC DELTACOM INC COM 45031T104 1,313.70 328,436 SH SOLE 3 328,436 0 0 ITC DELTACOM INC COM 45031T104 19.60 4,900 SH OTH 3 4,900 0 0 ITC GDR COM Y4211T114 196.00 10,665 SH SOLE 3 10,665 0 0 ITC GDR COM Y4211T114 1,005.10 54,700 SH OTH 3 54,700 0 0 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 18,135.90 403,019 SH SOLE 3 401,419 0 1,600 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 1,185.80 26,350 SH OTH 3 1,450 0 24,900 ITT INDUSTRIES INC (INDIANA) COM 450911102 867.30 19,600 SH SHD 1 19,600 0 0 ITT INDUSTRIES INC (INDIANA) COM 450911102 22,721.90 513,490 SH SOLE 3 497,290 0 15,400 ITT INDUSTRIES INC (INDIANA) COM 450911102 8,180.10 184,860 SH OTH 3 28,760 0 0 IVAX CORP (FLORIDA) COM 465823102 1,925.63 49,375 SH PUT 2 49,375 IVAX CORP (FLORIDA) COM 465823102 51,473.60 1,319,837 SH SOLE 3 1,048,925 0 267,662 IVAX CORP (FLORIDA) COM 465823102 2,154.80 55,250 SH OTH 3 1,500 0 0 IVEX PACKAGING CORP COM 465855104 982.30 51,700 SH SOLE 3 51,700 0 0 IXIA COM 45071R109 100.70 5,300 SH SOLE 3 5,300 0 0 IXL ENTERPRISES INC COM 450718101 434.77 359,316 SH 2 359,316 IXL ENTERPRISES INC COM 450718101 87.70 72,500 SH SOLE 3 72,500 0 0 IXYS CORP COM 46600W106 656.80 42,100 SH SOLE 3 42,100 0 0 IXYS CORP COM 46600W106 40.60 2,600 SH OTH 3 2,600 0 0 J B HUNT TRANS SVCS INC COM 445658107 1,508.60 79,401 SH SOLE 3 75,701 0 3,700 J B HUNT TRANS SVCS INC COM 445658107 77.90 4,100 SH OTH 3 4,100 0 0 J P MORGAN CHASE & CO COM 46625H100 11,733.06 263,073 SH 2 263,073 J P MORGAN CHASE & CO CLL 46625H100 18.69 11,500 SH CLL 2 11,500 J P MORGAN CHASE & CO COM 46625H100 17,439.85 391,028 SH 2 391,028 J&J SNACK FOODS CORP COM 466032109 101.90 4,600 SH SOLE 3 4,600 0 0 J. JILL GRP INC COM 466189107 18.20 900 SH SOLE 3 900 0 0 J.D. EDWARDS & CO. COM 281667105 847.00 59,900 SH SOLE 3 59,900 0 0 J.D. EDWARDS & CO. COM 281667105 586.80 41,500 SH OTH 3 2,400 0 39,100 J.D. EDWARDS & COMPANY COM 281667105 431.69 30,530 SH 2 30,530 J.M.SMUCKER CO. COM 832696306 483.60 18,600 SH SOLE 3 18,600 0 0 J.P.MORGAN CHASE AND CO. COM 46625H100 268.50 6,020 SH SHD 1 6,020 0 0 J.P.MORGAN CHASE AND CO. COM 46625H100 49,317.70 1,105,779 SH SOLE 3 958,109 0 142,750 J.P.MORGAN CHASE AND CO. COM 46625H100 19,260.50 431,850 SH OTH 3 46,130 0 0 JABIL CIRCUIT INC COM 466313103 361.06 11,700 SH 2 11,700 JABIL CIRCUIT INC COM 466313103 45,912.80 1,487,778 SH SOLE 3 1,342,078 0 145,700 JABIL CIRCUIT INC COM 466313103 8,857.10 287,010 SH OTH 3 66,310 0 18,600 JACK HENRY & ASSOC INC COM 426281101 217.00 7,000 SH SHD 1 7,000 0 0 JACK HENRY & ASSOC INC COM 426281101 3,089.20 99,652 SH SOLE 3 99,652 0 0 JACK HENRY & ASSOC INC COM 426281101 747.10 24,100 SH OTH 3 6,700 0 17,400 JACOBS ENGINEERING GRP COM 469814107 23,086.50 353,925 SH SOLE 3 341,625 0 10,300 JACOBS ENGINEERING GRP COM 469814107 4,129.10 63,300 SH OTH 3 800 0 29,600 JAKKS PACIFIC INC COM 47012E106 1,853.20 99,100 SH SOLE 3 99,100 0 0 JAKKS PACIFIC INC COM 47012E106 74.80 4,000 SH OTH 3 4,000 0 0 JAZZTEL P.L.C. ADR COM 47214R152 79.70 9,679 SH SOLE 3 0 0 9,679 JAZZTEL P.L.C. ADR COM 47214R152 160.30 19,483 SH OTH 3 0 0 19,483 JAZZTEL P.L.C. 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COM 480074103 28.50 660 SH OTH 3 660 0 0 JONES LANG LASALLE INC COM 48020Q107 29.00 2,200 SH SOLE 3 2,200 0 0 JOS A BANK CLOTHIERS INC COM 480838101 80.99 16,362 SH 2 16,362 JOURNAL REGISTER CO COM 481138105 390.43 24,250 SH 2 24,250 JP REALTY INC COM 46624A106 7.30 300 SH SOLE 3 300 0 0 JOURNAL REGISTER CO COM 481138105 13,797.70 857,000 SH SOLE 3 857,000 0 0 JUNIPER NETWORKS CV SUB CNV 48203RAA2 7,127.85 10,048,000 SH 2 10,048,000 JUNIPER NETWORKS CV SUB CNV 48203RAA2 1,550.00 2,185,000 SH 2 2,185,000 JUNIPER NETWORKS CV SUB 3/15/07 4.75 CNV 48203RAA2 2,149.42 3,030,000 SH SOLE 4 3,030,000 JUNIPER NETWORKS INC COM 48203R104 10,628.90 341,764 SH SOLE 3 257,664 0 84,100 JUNIPER NETWORKS INC COM 48203R104 49.80 1,600 SH OTH 3 1,600 0 0 JUNIPER NETWORKS INC COM 48203R104 3,469.92 111,573 SH PUT 2 111,573 JUNIPER NETWORKS INC COM 48203R104 10,325.82 332,020 SH PUT 2 332,020 JUNIPER NETWORKS INC CLL 48203R104 7.50 20,000 SH CLL 2 20,000 JUNIPER NETWORKS INC COM 48203R104 948.24 30,490 SH SOLE 4 30,490 JUPITER MEDIA METRIX INC COM 48206U104 14.01 10,864 SH 2 10,864 K MART CORP COM 482584109 1,324.79 115,500 SH 2 115,500 K MART CORP COM 482584109 10,820.80 943,400 SH SOLE 3 943,400 0 0 K MART CORP COM 482584109 4,036.20 351,890 SH OTH 3 2,590 0 0 K V PHARMACEUTICAL CO CL-B COM 482740107 16.80 500 SH SOLE 3 500 0 0 KAMAN CORP CL-A COM 483548103 230.37 13,015 SH 2 13,015 KAMAN CORP CL-A COM 483548103 1,568.20 88,600 SH SOLE 3 88,600 0 0 KAMAN CORP CL-A COM 483548103 99.10 5,600 SH OTH 3 5,600 0 0 KANA SOFTWARE INC COM 483600102 362.94 177,912 SH 2 177,912 KANA SOFTWARE INC COM 483600102 622.85 305,321 SH SOLE 4 305,321 KANA SOFTWARE INC. COM 483600102 321.20 157,468 SH SOLE 3 157,468 0 0 KANA SOFTWARE INC. COM 483600102 67.70 33,205 SH OTH 3 125 0 33,080 KANEB PIPE LINE PARTNERS L.P. COM 484169107 10,039.99 280,290 SH 2 280,290 KANEB PIPE LINE PARTNERS L.P. 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COM 486665102 72.90 3,743 SH SOLE 3 3,743 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 1,279.20 60,057 SH SOLE 3 60,057 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 555.90 26,100 SH OTH 3 1,700 0 24,400 KELLOGG COMPANY COM 487836108 2,047.40 70,600 SH 2 70,600 KELLOGG COMPANY COM 487836108 438.71 15,128 SH 2 15,128 KELLOGG COMPANY COM 487836108 44,524.70 1,535,334 SH SOLE 3 1,535,334 0 0 KELLOGG COMPANY COM 487836108 41.80 1,440 SH OTH 3 1,440 0 0 KEMET CORP COM 488360108 19,093.60 963,838 SH SOLE 3 951,938 0 8,800 KEMET CORP COM 488360108 31.30 1,581 SH OTH 3 1,581 0 0 KENNAMETAL INC. COM 489170100 3,664.80 99,318 SH SOLE 3 99,318 0 0 KENNAMETAL INC. 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COM 495582108 7,153.40 133,087 SH SOLE 3 132,387 0 700 KING PHARMACEUTICALS INC. COM 495582108 259.70 4,832 SH OTH 3 4,832 0 0 KIRBY CORP COM 497266106 19.70 800 SH SOLE 3 800 0 0 KLA INSTRUMENTS CORP COM 482480100 31,900.10 545,581 SH SOLE 3 511,881 0 31,200 KLA INSTRUMENTS CORP COM 482480100 1,549.20 26,496 SH OTH 3 3,896 0 0 KLA-TENCOR CORP COM 482480100 871.20 14,900 SH 2 14,900 KLA-TENCOR CORP COM 482480100 13,324.85 227,892 SH 2 227,892 KNIGHT RIDDER INC COM 499040103 15,917.50 268,423 SH SOLE 3 268,423 0 0 KNIGHT RIDDER INC COM 499040103 41.50 700 SH OTH 3 700 0 0 KNIGHT TRADING GRP INC COM 499063105 3,719.95 347,984 SH 2 347,984 KNIGHT TRADING GRP INC COM 499063105 1.10 100 SH SOLE 3 100 0 0 KNIGHT TRADING GRP INC COM 499063105 1.40 134 SH OTH 3 134 0 0 KNIGHT TRANSPORTATION INC COM 499064103 12.30 600 SH SOLE 3 600 0 0 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 17,319.40 865,970 SH 2 865,970 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 3,570.40 178,520 SH 2 178,520 KOGER EQUITY INC COM 500228101 211.20 12,800 SH 2 12,800 KOHL'S CORP (WISCONSIN) COM 500255104 377.76 6,022 SH 2 6,022 KOHL'S CORP (WISCONSIN) COM 500255104 1,338.03 21,330 SH 2 21,330 KOHL'S CORP (WISCONSIN) COM 500255104 15,247.60 243,067 SH SOLE 3 178,967 0 64,100 KOHL'S CORP (WISCONSIN) COM 500255104 12,141.00 193,544 SH OTH 3 2,444 0 0 KOMAG INC COM 500453105 1.80 5,342 SH SOLE 3 5,342 0 0 KONINKLIJKE PHILIPS ELECTRONICS COM 500472303 1,886.90 71,392 SH SOLE 3 71,392 0 0 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 1,851.95 70,070 SH 2 70,070 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 892.78 33,779 SH 2 33,779 KOOR INDUSTRIES LTD ADR COM 500507108 137.70 19,393 SH SOLE 3 19,393 0 0 KOOR INDUSTRIES LTD ADR COM 500507108 1,071.40 150,900 SH OTH 3 0 0 0 KOPIN CORP COM 500600101 236.73 19,500 SH 2 19,500 KOPIN CORP COM 500600101 471.00 38,800 SH SOLE 3 38,800 0 0 KOPIN CORP COM 500600101 1.20 100 SH OTH 3 100 0 0 KOREA ELECTRIC POWER CRP ADR COM 500631106 41.80 4,400 SH SOLE 3 4,400 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 342.90 15,600 SH SOLE 3 15,600 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 3,998.20 181,900 SH OTH 3 52,300 0 4,700 KOREA TELECOM CORP ADS COM 50063P103 3,135.82 142,667 SH 2 142,667 KOREA TELECOM CORP ADS COM 50063P103 1,839.73 83,700 SH 2 83,700 KORN/FERRY INTERNATIONAL COM 500643200 1.20 75 SH SOLE 3 75 0 0 KOS PHARMACEUTICALS COM 500648100 1,847.80 49,673 SH SOLE 3 49,673 0 0 KOS PHARMACEUTICALS COM 500648100 472.40 12,700 SH OTH 3 600 0 12,100 KOSAN BIOSCIENCES INC COM 50064W107 10.80 1,400 SH SOLE 3 1,400 0 0 KPMG CONSULTING INC COM 48265R109 961.68 62,650 SH 2 62,650 KPMG CONSULTING INC COM 48265R109 2,308.49 150,390 SH 2 150,390 KPMG CONSULTING INC COM 48265R109 129.40 8,430 SH SOLE 3 8,430 0 0 KPNQWEST N V COM 500750104 286.64 25,800 SH 2 25,800 KRAMONT REALTY TRUST COM 50075Q107 5.50 400 SH SOLE 3 400 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 22,023.60 550,590 SH SOLE 3 550,590 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 1,436.80 35,920 SH OTH 3 1,120 0 0 KROGER COMPANY COM 501044101 18,953.63 758,145 SH 2 758,145 KROGER COMPANY COM 501044101 7,945.20 317,808 SH 2 317,808 KROGER COMPANY COM 501044101 242.50 9,700 SH SHD 1 9,700 0 0 KROGER COMPANY COM 501044101 24,546.50 981,859 SH SOLE 3 829,778 0 145,700 KROGER COMPANY COM 501044101 9,162.10 366,483 SH OTH 3 28,583 0 0 KRONOS INC COM 501052104 77.80 1,900 SH SOLE 3 1,900 0 0 KRUG INTERNATIONAL CORP COM 501067102 162.50 70,652 SH 2 70,652 K-SWISS INC. 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COM 51206P109 573.50 77,499 SH SOLE 3 77,499 0 0 LAM RESEARCH CORP COM 512807108 1,102.98 37,200 SH 2 37,200 LAM RESEARCH CORP COM 512807108 1,144.49 38,600 SH SOLE 4 38,600 LAM RESEARCH CORP COM 512807108 3,486.70 117,594 SH SOLE 3 115,894 0 0 LAM RESEARCH CORP COM 512807108 1,008.10 34,000 SH OTH 3 400 0 33,600 LAMAR ADVERTISING COM 512815101 13,527.20 307,437 SH SOLE 3 307,437 0 0 LAMAR ADVERTISING COM 512815101 8.80 200 SH OTH 3 200 0 0 LAMAR ADVERTISING COMPANY CNV 512815AF8 490.74 435,000 SH 2 435,000 LAMAR ADVERTISING COMPANY CNV 512815AF8 699.44 620,000 SH 2 620,000 LANCASTER COLONY CORP COM 513847103 33.00 1,000 SH SOLE 3 1,000 0 0 LANCER CORP COM 514614106 180.98 28,500 SH 2 28,500 LANDACORP INC COM 514756105 201.25 115,000 SH 2 115,000 LANDAMERICA FINANCIAL GRP COM 514936103 2,449.30 76,900 SH SOLE 3 76,900 0 0 LANDAMERICA FINANCIAL GRP COM 514936103 560.60 17,600 SH OTH 3 2,600 0 15,000 LANDAUER,INC COM 51476K103 3,168.00 105,600 SH SOLE 3 105,600 0 0 LANDAUER,INC COM 51476K103 45.00 1,500 SH OTH 3 1,500 0 0 LANDRY'S RESTAURANTS, INC. 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COM 51508L103 537.20 31,600 SH OTH 3 2,900 0 28,700 LAND'S END INC COM 515086106 74.00 2,180 SH SOLE 3 2,180 0 0 LANDSTAR SYSTEM INC COM 515098101 3,596.50 52,874 SH SOLE 3 52,874 0 0 LANDSTAR SYSTEM INC COM 515098101 79.70 1,172 SH OTH 3 1,172 0 0 LANTRONIX INC COM 516548104 28.80 2,800 SH SOLE 3 2,800 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 108.60 4,452 SH SOLE 3 4,452 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 4.90 200 SH OTH 3 200 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 170.00 20,000 SH 2 20,000 LEAP WIRELESS INTL INC COM 521863100 2,207.51 72,855 SH 2 72,855 LEAP WIRELESS INTL INC COM 521863100 1,173.30 38,722 SH SOLE 3 38,722 0 0 LEAP WIRELESS INTL INC COM 521863100 36.40 1,200 SH OTH 3 1,200 0 0 LEAR CORP COM 521865105 5,316.00 152,321 SH SOLE 3 152,321 0 0 LEAR CORP COM 521865105 114.80 3,288 SH OTH 3 3,288 0 0 LEARNING TREE INTL COM 522015106 479.90 20,900 SH SOLE 3 20,900 0 0 LEARNING TREE INTL COM 522015106 29.80 1,300 SH OTH 3 1,300 0 0 LEARNINGSTAR CORP COM 52201M109 99.48 36,042 SH 2 36,042 LEE ENTERPRISES INC COM 523768109 10,041.30 304,282 SH SOLE 3 304,282 0 0 LEE ENTERPRISES INC COM 523768109 114.30 3,465 SH OTH 3 3,465 0 0 LEGATO SYSTEMS INC COM 524651106 4,830.78 302,870 SH 2 302,870 LEGATO SYSTEMS INC COM 524651106 10,972.50 687,933 SH SOLE 3 687,933 0 0 LEGATO SYSTEMS INC COM 524651106 3.80 240 SH OTH 3 240 0 0 LEGG MASON INC COM 524901105 21,458.40 431,237 SH SOLE 3 430,137 0 1,100 LEGG MASON INC COM 524901105 859.70 17,276 SH OTH 3 976 0 16,300 LEGGETT & PLATT INC COM 524660107 14.30 650 SH SOLE 3 650 0 0 LEGGETT & PLATT INC COM 524660107 34.80 1,580 SH OTH 3 1,580 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 320.08 4,144 SH 2 4,144 LEHMAN BROTHERS HOLDINGS INC COM 524908100 407.98 5,282 SH 2 5,282 LEHMAN BROTHERS HOLDINGS INC COM 524908100 2,775.70 35,700 SH SHD 1 35,700 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 175,917.60 2,262,619 SH SOLE 3 2,087,919 0 171,800 LEHMAN BROTHERS HOLDINGS INC COM 524908100 32,510.50 420,558 SH OTH 3 52,158 0 0 LENDINGTREE INC COM 52602Q105 9,072.85 1,424,310 SH 2 1,424,310 LENNAR CORP COM 526057104 358.60 8,600 SH SHD 1 8,600 0 0 LENNAR CORP COM 526057104 53,396.30 1,280,487 SH SOLE 3 1,268,387 0 12,100 LENNAR CORP COM 526057104 15,118.70 362,558 SH OTH 3 16,858 0 62,300 LENNOX INTERNATIONAL INC COM 526107107 394.93 36,067 SH 2 36,067 LENNOX INTERNATIONAL INC COM 526107107 528.90 48,300 SH SOLE 3 48,300 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 2,617.30 476,743 SH SOLE 3 472,843 0 3,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3.80 700 SH OTH 3 700 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3,287.30 598,779 SH PUT 2 598,779 LEXAR MEDIA INC COM 52886P104 79.50 50,000 SH 2 50,000 LEXICON GENETICS INC COM 528872104 1,017.50 81,400 SH SOLE 3 81,400 0 0 LEXICON GENETICS INC COM 528872104 37.50 3,000 SH OTH 3 3,000 0 0 LEXICON GENETICS INC COM 528872104 362.50 29,000 SH 2 29,000 LEXICON GENETICS INC COM 528872104 2,915.20 233,216 SH 2 233,216 LEXINGTON CORPORATE PPTYS COM 529043101 451.70 29,200 SH SOLE 3 29,200 0 0 LEXMARK INTERNATIONAL INC. 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COM 529771107 4,032.10 59,957 SH OTH 3 2,457 0 0 LIBBEY INC COM 529898108 393.10 9,900 SH SOLE 3 9,900 0 0 LIBERATE TECHNOLOGY COM 530129105 231.00 21,100 SH SOLE 3 21,100 0 0 LIBERATE TECHNOLOGY COM 530129105 163.20 14,900 SH OTH 3 300 0 14,600 LIBERTY CORP COM 530370105 1,538.00 38,449 SH SOLE 3 38,449 0 0 LIBERTY CORP COM 530370105 76.00 1,900 SH OTH 3 1,900 0 0 LIBERTY DIGITAL COM 530436104 4,787.10 786,051 SH SOLE 3 782,351 0 3,700 LIBERTY DIGITAL COM 530436104 414.70 68,100 SH OTH 3 3,000 0 65,100 LIBERTY DIGITAL INC CL-A COM 530436104 73.08 12,000 SH 2 12,000 LIBERTY FINANCIAL COMPANIES COM 530512102 726.82 22,398 SH 2 22,398 LIBERTY FINANCIAL COMPANIES COM 530512102 1,216.88 37,500 SH 2 37,500 LIBERTY FINANCIAL COMPANIES COM 530512102 5,703.80 175,773 SH SOLE 3 175,773 0 0 LIBERTY FINANCIAL COMPANIES COM 530512102 1,357.40 41,831 SH OTH 3 3,131 0 38,700 LIBERTY LIVEWIRE CORP COM 530709104 137.56 15,721 SH 2 15,721 LIBERTY PROPERTY TRUST SBI COM 531172104 17,572.00 593,649 SH SOLE 3 593,649 0 0 LIBERTY PROPERTY TRUST SBI COM 531172104 540.40 18,256 SH OTH 3 18,256 0 0 LIFEF/X INC COM 53218N106 6.50 13,000 SH 2 13,000 LIFEPOINT HOSPITALS INC COM 53219L109 1,007.20 22,747 SH SOLE 3 22,747 0 0 LIGAND PHARMACEUTICALS INC COM 53220K207 8.20 700 SH SOLE 3 700 0 0 LIGHTBRIDGE INC COM 532226107 512.20 26,400 SH SOLE 3 26,400 0 0 LIGHTPATH TECHNOLOGIES INC COM 532257102 2.70 300 SH SOLE 3 300 0 0 LIGHTSPAN INC COM 53226T103 57.80 46,200 SH SOLE 3 46,200 0 0 LIMITED INC. COM 532716107 20,273.20 1,227,191 SH SOLE 3 1,211,991 0 12,500 LIMITED INC. COM 532716107 405.60 24,550 SH OTH 3 2,750 0 21,800 LINCARE HOLDINGS INC COM 532791100 240.08 8,000 SH 2 8,000 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 6,599.40 258,800 SH SOLE 3 258,800 0 0 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 89.20 3,500 SH OTH 3 3,500 0 0 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 1,707.76 66,971 SH 2 66,971 LINCOLN NATL.CORP.INC. COM 534187109 22,495.40 434,694 SH SOLE 3 296,284 0 134,800 LINCOLN NATL.CORP.INC. COM 534187109 516.70 9,985 SH OTH 3 9,985 0 0 LINDSAY MFG CO COM 535555106 148.20 7,800 SH SOLE 3 7,800 0 0 LINEAR TECHNOLOGY CORP COM 535678106 125,945.99 2,848,168 SH 2 2,848,168 LINEAR TECHNOLOGY CORP COM 535678106 74,914.52 1,694,132 SH 2 1,694,132 LINEAR TECHNOLOGY CORP COM 535678106 7,323.72 165,620 SH SOLE 4 165,620 LINEAR TECHNOLOGY CORP COM 535678106 972.80 22,000 SH SHD 1 22,000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 79,743.70 1,803,341 SH SOLE 3 1,571,341 0 230,300 LINEAR TECHNOLOGY CORP COM 535678106 16,368.30 370,156 SH OTH 3 32,256 0 0 LINEN N' THINGS COM 535679104 11.60 425 SH SOLE 3 425 0 0 LIONS GATE ENTERTAINMENT COM 535919203 135.00 50,000 SH 2 50,000 LIQUID AUDIO,INC. COM 53631T102 166.85 56,560 SH 2 56,560 LITHIA MOTORS INC COM 536797103 6,862.50 408,485 SH SOLE 3 408,485 0 0 LITHIA MOTORS INC COM 536797103 103.80 6,180 SH OTH 3 6,180 0 0 LITTELFUSE INC COM 537008104 12,955.60 483,600 SH SOLE 3 483,600 0 0 LITTELFUSE INC COM 537008104 61.60 2,300 SH OTH 3 2,300 0 0 LIVEPERSON INC COM 538146101 28.90 115,606 SH 2 115,606 LIZ CLAIBORNE INC. COM 539320101 474.20 9,400 SH SHD 1 9,400 0 0 LIZ CLAIBORNE INC. COM 539320101 27,317.00 541,466 SH SOLE 3 538,366 0 3,100 LIZ CLAIBORNE INC. 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COM 589331107 396,146.65 6,198,508 SH 2 6,198,508 MERCK & CO.INC. CLL 589331107 85.10 11,500 SH CLL 2 11,500 MERCK & CO.INC. COM 589331107 245,554.75 3,842,196 SH 2 3,842,196 MERCK & CO.INC. COM 589331107 43,716.04 684,025 SH SOLE 4 684,025 MERCK & CO.INC. COM 589331107 3,815.40 59,700 SH SHD 1 59,700 0 0 MERCK & CO.INC. COM 589331107 565,395.30 8,846,742 SH SOLE 3 8,045,721 0 789,620 MERCK & CO.INC. COM 589331107 66,701.70 1,043,681 SH OTH 3 147,377 0 12,700 MERCURY COMPUTER SYSTEMS INC COM 589378108 3,176.80 64,178 SH SOLE 3 64,178 0 0 MERCURY COMPUTER SYSTEMS INC COM 589378108 84.20 1,700 SH OTH 3 1,700 0 0 MERCURY INTERACTIVE CORP COM 589405109 840.82 14,037 SH 2 14,037 MERCURY INTERACTIVE CORP COM 589405109 275.00 4,591 SH 2 4,591 MERCURY INTERACTIVE CORP COM 589405109 9,025.60 150,677 SH SOLE 3 116,877 0 33,200 MERCURY INTERACTIVE CORP COM 589405109 92.80 1,550 SH OTH 3 1,550 0 0 MEREDITH CORP. COM 589433101 634.30 17,712 SH SOLE 3 17,712 0 0 MERIDAN RESOURCE CORP COM 58977Q109 298.30 41,600 SH SOLE 3 41,600 0 0 MERISTAR HOSPITALITY COM 58984Y103 704.33 29,656 SH 2 29,656 MERISTAR HOSPITALITY COM 58984Y103 4,063.00 171,072 SH SOLE 3 171,072 0 0 MERISTAR HOSPITALITY COM 58984Y103 1,628.10 68,550 SH OTH 3 8,450 0 60,100 MERISTAR HOTELS & RESORTS INC COM 589988104 176.23 97,905 SH 2 97,905 MERITAGE CORP COM 59001A102 155.20 3,373 SH SOLE 3 3,373 0 0 MERIX CORP COM 590049102 42.00 2,400 SH SOLE 3 2,400 0 0 MERRILL LYNCH & CO INC CNV 590188A65 1,352.49 2,665,000 SH 2 2,665,000 MERRILL LYNCH CO INC COM 590188108 44,996.23 759,430 SH 2 759,430 MERRILL LYNCH CO INC COM 590188108 46,323.13 781,825 SH 2 781,825 MERRILL LYNCH CO INC COM 590188108 1,469.40 24,800 SH SHD 1 24,800 0 0 MERRILL LYNCH CO INC COM 590188108 134,534.50 2,270,624 SH SOLE 3 2,120,388 0 147,400 MERRILL LYNCH CO INC COM 590188108 29,943.70 505,379 SH OTH 3 73,679 0 0 MESABA HOLDINGS INC COM 59066B102 26.70 2,900 SH SOLE 3 2,900 0 0 METALS USA INC COM 591324108 622.10 296,234 SH SOLE 3 296,234 0 0 METASOLV INC COM 59139P104 80.90 10,200 SH SOLE 3 10,200 0 0 METAWAVE COMMUNICATIONS CORP COM 591409107 208.61 40,194 SH 2 40,194 METHANEX CORP COM 59151K108 2,915.60 555,346 SH SOLE 3 555,346 0 0 METHANEX CORP COM 59151K108 45.50 8,673 SH OTH 3 8,673 0 0 METHODE ELECTRONICS INC CL A COM 591520200 1,614.20 187,696 SH SOLE 3 187,696 0 0 METHODE ELECTRONICS INC CL A COM 591520200 48.00 5,581 SH OTH 3 5,581 0 0 METLIFE INC COM 59156R108 18,307.88 590,958 SH 2 590,958 METLIFE INC COM 59156R108 12,824.45 413,959 SH 2 413,959 METLIFE INC COM 59156R108 3,976.28 128,350 SH SOLE 4 128,350 METLIFE INC COM 59156R108 117.70 3,800 SH SHD 1 3,800 0 0 METLIFE INC COM 59156R108 104,757.90 3,381,468 SH SOLE 3 3,319,768 0 61,700 METLIFE INC COM 59156R108 15,653.40 505,274 SH OTH 3 64,974 0 0 METRICOM INC COM 591596101 172.80 99,900 SH SOLE 3 99,900 0 0 METRIS COMPANIES INC COM 591598107 5,044.60 149,647 SH SOLE 3 149,647 0 0 METRIS COMPANIES INC COM 591598107 73.80 2,189 SH OTH 3 2,189 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 3,078.20 47,452 SH SOLE 3 47,452 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 1,401.20 21,600 SH OTH 3 800 0 20,800 METROCALL INC COM 591647102 2.40 47,500 SH SOLE 3 47,500 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 330.70 14,600 SH SHD 1 14,600 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 102,535.10 4,526,934 SH SOLE 3 4,488,164 0 38,770 METRO-GOLDMAN-MAYER INC COM 591610100 1,984.30 87,609 SH OTH 3 34,309 0 50,800 METROMEDIA FIBER NETWORK A COM 591689104 45.71 22,405 SH 2 22,405 METROMEDIA FIBER NETWORK A COM 591689104 216.07 105,915 SH 2 105,915 METROMEDIA FIBER NETWORK A COM 591689104 1,514.70 742,500 SH SOLE 3 603,400 0 137,000 METROPOLITAN FINANCIAL CORP COM 59189N108 128.25 34,200 SH 2 34,200 METTLER-TOLDEO INTL COM 592688105 2,559.20 59,173 SH SOLE 3 59,173 0 0 METTLER-TOLDEO INTL COM 592688105 848.10 19,610 SH OTH 3 1,810 0 17,800 MGI PHARMACEUTICALS INC COM 552880106 425.00 34,000 SH SOLE 3 34,000 0 0 MGI PHARMACEUTICALS INC COM 552880106 38.80 3,100 SH OTH 3 3,100 0 0 MGIC INVESTMENT CORP COM 552848103 3,981.54 54,812 SH 2 54,812 MGIC INVESTMENT CORP COM 552848103 2,928.19 40,311 SH 2 40,311 MGIC INVESTMENT CORP COM 552848103 1,218.50 16,774 SH SOLE 3 16,774 0 0 MGM MIRAGE COM 552953101 175.10 5,843 SH SOLE 3 5,143 0 700 MGM MIRAGE COM 552953101 1,297.30 43,300 SH OTH 3 300 0 0 MICHAELS STORES INC COM 594087108 2,246.40 54,790 SH SOLE 3 54,790 0 0 MICREL INC COM 594793101 1,446.10 43,820 SH SOLE 3 43,820 0 0 MICREL INC COM 594793101 1,112.10 33,700 SH OTH 3 1,400 0 32,300 MICROCHIP TECHNOLOGY COM 595017104 4,742.10 141,851 SH SOLE 3 141,151 0 700 MICROCHIP TECHNOLOGY COM 595017104 346.00 10,350 SH OTH 3 450 0 9,900 MICROMUSE INC COM 595094103 210.51 7,521 SH 2 7,521 MICROMUSE INC COM 595094103 3,004.30 107,333 SH SOLE 3 75,633 0 31,700 MICROMUSE INC COM 595094103 856.50 30,600 SH OTH 3 900 0 29,700 MICRON ELECTRONICS INC COM 595100108 62.60 39,400 SH SOLE 3 39,400 0 0 MICRON TECHNOLOGY INC COM 595112103 953.52 23,200 SH 2 23,200 MICRON TECHNOLOGY INC COM 595112103 6,470.13 157,424 SH 2 157,424 MICRON TECHNOLOGY INC COM 595112103 1,027.50 25,000 SH SHD 1 25,000 0 0 MICRON TECHNOLOGY INC COM 595112103 38,897.30 946,407 SH SOLE 3 927,107 0 19,300 MICRON TECHNOLOGY INC COM 595112103 10,431.50 253,809 SH OTH 3 14,409 0 0 MICROSEMI CORP CL A COM 595137100 4,356.80 61,364 SH SOLE 3 61,364 0 0 MICROSEMI CORP CL A COM 595137100 1,860.20 26,200 SH OTH 3 1,700 0 24,500 MICROSOFT CORP COM 594918104 10,446.30 143,100 SH SHD 1 143,100 0 0 MICROSOFT CORP COM 594918104 1,650,885.90 22,614,876 SH SOLE 3 21,881,151 0 718,625 MICROSOFT CORP COM 594918104 190,957.80 2,615,860 SH OTH 3 478,445 0 90,700 MICROSOFT CORP. COM 594918104 166,184.57 2,276,501 SH 2 2,276,501 MICROSOFT CORP. COM 594918104 177,630.10 2,433,289 SH 2 2,433,289 MICROSOFT CORP. PUT 594918104 6.00 20,000 SH PUT 2 20,000 MICROSOFT CORP. CLL 594918104 56.00 10,000 SH CLL 2 10,000 MICROSOFT CORP. COM 594918104 37,274.97 510,616 SH SOLE 4 510,616 MICROSTRATEGY INC COM 594972101 56.00 20,000 SH 2 20,000 MICROSTRATEGY INC COM 594972101 162.79 58,138 SH 2 58,138 MICROSTRATEGY INC COM 594972101 145.90 52,100 SH SOLE 3 52,100 0 0 MICROSTRATEGY INC COM 594972101 8.40 3,000 SH OTH 3 3,000 0 0 MICROTUNE INC COM 59514P109 83.60 3,800 SH SOLE 3 3,800 0 0 MID AMERICA BANCORP COM 595915109 283.20 9,784 SH SOLE 3 9,784 0 0 MID AMERICA BANCORP COM 595915109 2.50 88 SH OTH 3 88 0 0 MID ATLANTIC MEDICAL SVCS INC. COM 59523C107 72.70 4,531 SH SOLE 3 4,531 0 0 MID-AMERICA APT CMNTYS INC COM 59522J103 431.50 16,862 SH 2 16,862 MID-AMERICA APT CMNTYS INC COM 59522J103 1,554.70 60,755 SH SOLE 3 60,755 0 0 MID-AMERICA APT CMNTYS INC COM 59522J103 112.60 4,400 SH OTH 3 4,400 0 0 MIDAS INC. COM 595626102 776.80 61,649 SH SOLE 3 61,649 0 0 MIDAS INC. COM 595626102 1.90 150 SH OTH 3 150 0 0 MIDLAND COMPANY COM 597486109 436.10 9,800 SH SOLE 3 9,800 0 0 MID-STATE BANCSHARES COM 595440108 284.50 15,600 SH SOLE 3 15,600 0 0 MIDWAY GAMES INC COM 598148104 956.50 51,700 SH SOLE 3 51,700 0 0 MILACRON INC COM 598709103 6,762.10 431,529 SH SOLE 3 431,529 0 0 MILACRON INC COM 598709103 82.90 5,288 SH OTH 3 5,288 0 0 MILLENNIUM CELL INC COM 60038B105 45.40 4,300 SH SOLE 3 4,300 0 0 MILLENNIUM CHEMICALS INC COM 599903101 6,809.60 452,467 SH SOLE 3 452,467 0 0 MILLENNIUM CHEMICALS INC COM 599903101 116.10 7,711 SH OTH 3 7,711 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1,611.06 45,280 SH 2 45,280 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1,781.17 50,061 SH 2 50,061 MILLENNIUM PHARMACEUTICALS INC COM 599902103 50,159.80 1,409,775 SH SOLE 3 1,408,775 0 1,000 MILLENNIUM PHARMACEUTICALS INC COM 599902103 642.50 18,059 SH OTH 3 3,959 0 14,100 MILLER HERMAN INC. COM 600544100 12,327.30 509,393 SH SOLE 3 505,093 0 3,100 MILLER HERMAN INC. COM 600544100 3,609.40 149,150 SH OTH 3 4,850 0 98,900 MILLIPORE CORP. COM 601073109 19,089.40 307,993 SH SOLE 3 306,693 0 1,300 MILLIPORE CORP. COM 601073109 1,422.40 22,950 SH OTH 3 3,250 0 19,700 MILLS CORP. COM 601148109 4.50 184 SH OTH 3 184 0 0 MINE SAFETY APPLIANCE CO COM 602720104 116.50 3,400 SH SOLE 3 3,400 0 0 MINERALS TECHNOLOGIES INC COM 603158106 349.30 8,139 SH SOLE 3 8,139 0 0 MINIMED INC COM 60365K108 151.50 3,157 SH SOLE 3 3,157 0 0 MINIMED INC COM 60365K108 31.20 650 SH OTH 3 650 0 0 MINNESOTA MNG. & MFG.CO. COM 604059105 2,469.12 21,640 SH 2 21,640 MINNESOTA MNG. & MFG.CO. COM 604059105 876.40 7,681 SH 2 7,681 MINNESOTA MNG. & MFG.CO. COM 604059105 160,807.40 1,409,355 SH SOLE 3 1,298,245 0 109,410 MINNESOTA MNG. & MFG.CO. COM 604059105 23,068.20 202,175 SH OTH 3 43,581 0 8,300 MIPS TECHNOLOGIES INC CL A COM 604567107 709.30 41,000 SH SOLE 3 41,000 0 0 MIPS TECHNOLOGIES INC CL A COM 604567107 29.40 1,700 SH OTH 3 1,700 0 0 MIPS TECHNOLOGIES INC CL B COM 604567206 8.20 639 SH SOLE 3 639 0 0 MIRANT CORP COM 604675108 1,378.92 40,085 SH 2 40,085 MIRANT CORP COM 604675108 2,127.98 61,860 SH 2 61,860 MIRANT CORP COM 604675108 6,124.80 178,046 SH SOLE 3 174,547 0 3,499 MIRANT CORP COM 604675108 70.60 2,052 SH OTH 3 2,052 0 0 MIRANT TR I PRF 60467Q102 2,505.28 34,645 SH 2 34,645 MIRANT TR I PRF 60467Q102 3,856.45 53,330 SH 2 53,330 MISSION WEST PROPERTIES COM 605203108 4.80 400 SH SOLE 3 400 0 0 MISSISSIPPI VALLEY BANKSHARES COM 605720101 103.70 2,600 SH SOLE 3 2,600 0 0 MITCHELL ENERGY & DEV COM 606592202 6,439.90 139,240 SH SOLE 3 138,740 0 500 MITCHELL ENERGY & DEV COM 606592202 746.90 16,150 SH OTH 3 450 0 15,700 MITCHELL ENERGY & DLVP CL-A COM 606592202 214.36 4,600 SH 2 4,600 MITCHELL ENERGY & DLVP CL-A COM 606592202 326.20 7,000 SH 2 7,000 MKS INSTRUMENTS INC COM 55306N104 288.00 10,000 SH 2 10,000 MKS INSTRUMENTS INC COM 55306N104 635.40 22,063 SH SOLE 3 22,063 0 0 MOBILE MINI INC COM 60740F105 14,857.50 450,500 SH SOLE 3 450,500 0 0 MOBILE TELESYSTEMS ADR COM 607409109 1,482.30 54,100 SH OTH 3 0 0 0 MOBIUS MANAGEMENT SYSTEMS,INC COM 606925105 289.13 87,615 SH 2 87,615 MODEM MEDIA POPPE TYSON INC COM 607533106 8.40 2,200 SH SOLE 3 2,200 0 0 MODINE MFG CO COM 607828100 49.60 1,800 SH SOLE 3 1,800 0 0 MODIS PROFESSIONAL SERVICES COM 607830106 479.52 69,495 SH 2 69,495 MODIS PROFESSIONAL SERVICES COM 607830106 1,038.50 150,511 SH SOLE 3 150,511 0 0 MODIS PROFESSIONAL SERVICES COM 607830106 480.20 69,600 SH OTH 3 0 0 69,600 MOHAWK INDUSTRIES INC COM 608190104 951.20 27,024 SH SOLE 3 27,024 0 0 MOHAWK INDUSTRIES INC COM 608190104 782.50 22,230 SH OTH 3 530 0 21,700 MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 2,908.50 203,389 SH OTH 3 0 0 0 MOLECULAR DEVICES CORP COM 60851C107 224.40 11,192 SH 2 11,192 MOLECULAR DEVICES CORP COM 60851C107 2,134.30 106,447 SH SOLE 3 106,447 0 0 MOLECULAR DEVICES CORP COM 60851C107 22.00 1,099 SH OTH 3 1,099 0 0 MOLEX INC COM 608554101 811.00 22,200 SH SHD 1 22,200 0 0 MOLEX INC COM 608554101 28,049.50 767,849 SH SOLE 3 753,024 0 11,525 MOLEX INC COM 608554101 4,075.80 111,575 SH OTH 3 12,475 0 0 MOLEX INC CLASS A COM 608554200 14,772.80 495,398 SH SOLE 3 493,798 0 1,600 MOLEX INC CLASS A COM 608554200 1,972.60 66,150 SH OTH 3 1,250 0 26,800 MOLEX INC CLASS-A COM 608554200 6,785.81 227,559 SH 2 227,559 MOMENTUM BUSINESS APPLICATIONS COM 60877P108 77.80 5,719 SH SOLE 3 5,719 0 0 MONACO COACH CORP COM 60886R103 571.00 17,200 SH SOLE 3 17,200 0 0 MONSANTO COMPANY COM 61166W101 8,811.92 238,160 SH 2 238,160 MONSANTO COMPANY COM 61166W101 4,767.45 128,850 SH 2 128,850 MONSANTO COMPANY COM 61166W101 107.30 2,900 SH SOLE 3 2,900 0 0 MONTANA POWER CO COM 612085100 126.44 10,900 SH 2 10,900 MONTANA POWER CO COM 612085100 2,640.20 227,600 SH SOLE 3 227,600 0 0 MONTANA POWER CO COM 612085100 654.20 56,400 SH OTH 3 8,100 0 48,300 MONY GRP INC COM 615337102 7,625.70 190,025 SH SOLE 3 183,825 0 6,200 MONY GRP INC COM 615337102 2,552.30 63,600 SH OTH 3 3,300 0 60,300 MOODY'S CORP COM 615369105 5,952.90 177,700 SH SOLE 3 115,300 0 62,400 MOODY'S CORP COM 615369105 1,047.20 31,260 SH OTH 3 31,260 0 0 MOOG INC CL A COM 615394202 1,221.90 31,370 SH SOLE 3 31,370 0 0 MOOG INC CL A COM 615394202 62.30 1,600 SH OTH 3 1,600 0 0 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 13,551.31 210,981 SH 2 210,981 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 16,338.31 254,372 SH 2 254,372 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 38,389.37 597,686 SH SOLE 4 597,686 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 796.50 12,400 SH SHD 1 12,400 0 0 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 61,345.50 955,091 SH SOLE 3 894,658 0 58,220 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 15,568.60 242,388 SH OTH 3 33,488 0 0 MORTON'S RESTAURANT GRP, INC COM 619429103 4,451.00 225,480 SH SOLE 3 225,480 0 0 MORTON'S RESTAURANT GRP, INC COM 619429103 71.20 3,607 SH OTH 3 3,607 0 0 MOTOROLA INC COM 620076109 7,358.12 444,331 SH PUT 2 444,331 MOTOROLA INC CLL 620076109 13.88 15,000 SH CLL 2 15,000 MOTOROLA INC COM 620076109 8,578.36 518,017 SH PUT 2 518,017 MOTOROLA INC CLL 620076109 3.50 10,000 SH CLL 2 10,000 MOTOROLA INC COM 620076109 386.84 23,360 SH SOLE 4 23,360 MOTOROLA INC COM 620076109 533.20 32,200 SH SHD 1 32,200 0 0 MOTOROLA INC COM 620076109 85,056.20 5,136,242 SH SOLE 3 5,065,142 0 68,900 MOTOROLA INC COM 620076109 7,350.90 443,896 SH OTH 3 78,996 0 0 MOVADO GRP INC COM 624580106 6,417.90 317,718 SH SOLE 3 317,718 0 0 MOVADO GRP INC COM 624580106 96.30 4,769 SH OTH 3 4,769 0 0 MP3.COM INC COM 62473M109 81.50 16,800 SH SOLE 3 16,800 0 0 MPOWER COMMUNICATIONS CORP COM 62473J106 29.30 30,800 SH SOLE 3 30,800 0 0 MRO SOFTWARE INC COM 55347W105 2,068.22 130,900 SH 2 130,900 MRO SOFTWARE, INC. COM 55347W105 10,398.00 658,100 SH SOLE 3 658,100 0 0 MRO SOFTWARE, INC. COM 55347W105 7.90 500 SH OTH 3 500 0 0 MRV COMMUNICATIONS INC COM 553477100 1,540.90 164,800 SH SOLE 3 164,800 0 0 MRV COMMUNICATIONS INC COM 553477100 370.40 39,620 SH OTH 3 7,920 0 31,700 MSC INDUSTRIAL DIRECT CO INC COM 553530106 659.50 37,900 SH SOLE 3 37,900 0 0 MSC INDUSTRIAL DIRECT CO INC COM 553530106 723.80 41,600 SH OTH 3 0 0 41,600 MSC.SOFTWARE CORP COM 553531104 217.50 11,600 SH SOLE 3 11,600 0 0 MSC.SOFTWARE CORP COM 553531104 448.10 23,900 SH OTH 3 0 0 23,900 MTI TECHNOLOGY CORP COM 553903105 51.80 25,400 SH SOLE 3 25,400 0 0 MTS SYSTEMS CORP COM 553777103 12.40 900 SH SOLE 3 900 0 0 MUELLER INDUSTRIES INC COM 624756102 329.10 10,000 SH 2 10,000 MUELLER INDUSTRIES INC COM 624756102 2,884.30 87,643 SH SOLE 3 87,643 0 0 MUELLER INDUSTRIES INC COM 624756102 111.90 3,400 SH OTH 3 3,400 0 0 MULTEX.COM COM 625367107 1,641.30 101,003 SH 2 101,003 MULTEX.COM INC COM 625367107 706.90 43,500 SH SOLE 3 43,500 0 0 MULTEX.COM INC COM 625367107 105.60 6,500 SH OTH 3 800 0 5,700 MUNIASSETS FUND INC COM 62618Q106 447.10 34,000 SH 2 34,000 MURPHY OIL CORP COM 626717102 338.56 4,600 SH 2 4,600 MURPHY OIL CORP COM 626717102 1,317.15 17,896 SH 2 17,896 MURPHY OIL CORP COM 626717102 1,370.40 18,619 SH SOLE 3 18,619 0 0 MURPHY OIL CORP COM 626717102 44.90 610 SH OTH 3 610 0 0 MYLAN LABORATORIES INC COM 628530107 5,193.80 184,634 SH SOLE 3 184,634 0 0 MYLAN LABORATORIES INC COM 628530107 74.00 2,631 SH OTH 3 2,631 0 0 MYLAN LABS INC COM 628530107 449.63 15,984 SH 2 15,984 MYPOINTS.COM INC COM 62855T102 922.88 359,097 SH 2 359,097 MYRIAD GENETICS INC COM 62855J104 1,773.50 28,008 SH SOLE 3 28,008 0 0 MYRIAD GENETICS INC COM 62855J104 785.20 12,400 SH OTH 3 1,200 0 11,200 N V R INC COM 62944T105 23,870.20 161,285 SH SOLE 3 161,285 0 0 N V R INC COM 62944T105 3,788.80 25,600 SH OTH 3 1,300 0 24,300 N.EUROPEAN OIL RLTY CBI COM 659310106 258.29 14,192 SH 2 14,192 NABI INC COM 628716102 131.00 16,500 SH SOLE 3 16,500 0 0 NABORS INDUSTRIES INC COM 629568106 935.58 25,150 SH 2 25,150 NABORS INDUSTRIES INC COM 629568106 5,300.67 142,491 SH 2 142,491 NABORS INDUSTRIES INC COM 629568106 107.90 2,900 SH SHD 1 2,900 0 0 NABORS INDUSTRIES INC COM 629568106 14,039.70 377,412 SH SOLE 3 363,012 0 14,400 NABORS INDUSTRIES INC COM 629568106 1,560.50 41,950 SH OTH 3 1,550 0 13,400 NACCO INDS INC CL-A (COM) COM 629579103 3,911.90 50,159 SH SOLE 3 50,159 0 0 NACCO INDS INC CL-A (COM) COM 629579103 1,498.20 19,210 SH OTH 3 2,810 0 16,400 NANOGEN INC COM 630075109 104.70 15,419 SH 2 15,419 NANOGEN INC COM 630075109 0.70 100 SH OTH 3 100 0 0 NANOMETRICS INC COM 630077105 714.70 26,000 SH SOLE 3 26,000 0 0 NANOMETRICS INC COM 630077105 55.00 2,000 SH OTH 3 2,000 0 0 NAPRO BIOTHERAPEUTICS INC COM 630795102 26.50 2,600 SH SOLE 3 2,600 0 0 NASDAQ-100 SHARES COM 631100104 6,096.38 133,400 SH SOLE 4 133,400 NASH FINCH CO COM 631158102 420.10 17,800 SH SOLE 3 17,800 0 0 NATIONAL CITY BANCORP COM 635312101 6.00 200 SH SOLE 3 200 0 0 NATIONAL CITY CORP COM 635405103 917.98 29,824 SH PUT 2 29,824 NATIONAL CITY CORP COM 635405103 951.41 30,910 SH PUT 2 30,910 NATIONAL CITY CORP COM 635405103 8,776.70 285,143 SH SOLE 3 276,343 0 8,800 NATIONAL CITY CORP COM 635405103 1,462.40 47,512 SH OTH 3 4,412 0 0 NATIONAL COMM FINANCIAL CORP. COM 63545P104 9,618.90 394,704 SH SOLE 3 392,704 0 2,000 NATIONAL COMM FINANCIAL CORP. COM 63545P104 820.30 33,660 SH OTH 3 2,160 0 31,500 NATIONAL COMMERCE FINL CORP COM 63545P104 2,318.71 95,146 SH 2 95,146 NATIONAL DATA CORP. COM 635621105 8,292.20 255,932 SH SOLE 3 255,932 0 0 NATIONAL DATA CORP. COM 635621105 1,512.30 46,675 SH OTH 3 5,475 0 41,200 NATIONAL DENTEX CORP COM 63563H109 4,354.50 205,400 SH SOLE 3 205,400 0 0 NATIONAL FUEL GAS CO COM 636180101 515.80 9,922 SH SOLE 3 9,922 0 0 NATIONAL FUEL GAS CO COM 636180101 770.50 14,820 SH OTH 3 320 0 14,500 NATIONAL GOLF PPTYS INC COM 63623G109 4.50 164 SH OTH 3 164 0 0 NATIONAL HEALTH INVS INC COM 63633D104 210.12 20,400 SH 2 20,400 NATIONAL HEALTH INVS INC COM 63633D104 805.50 78,200 SH SOLE 3 78,200 0 0 NATIONAL INFORMATION COM 636491102 36.40 20,000 SH 2 20,000 NATIONAL INSTRUMENTS CORP COM 636518102 649.00 20,001 SH SOLE 3 18,701 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 28.90 890 SH OTH 3 890 0 0 NATIONAL OILWELL INC COM 637071101 8,040.00 300,000 SH SOLE 3 300,000 0 0 NATIONAL PENN BANCSHARES COM 637138108 19.10 945 SH SOLE 3 945 0 0 NATIONAL PRESTO IND. INC COM 637215104 11.90 400 SH SOLE 3 400 0 0 NATIONAL PROCESSING INC COM 637229105 15,688.40 560,300 SH SOLE 3 560,300 0 0 NATIONAL SERVICE INDUSTRIES INC COM 637657107 1,359.30 60,226 SH SOLE 3 60,226 0 0 NATIONAL SERVICE INDUSTRIES INC COM 637657107 925.40 41,000 SH OTH 3 3,800 0 37,200 NATIONAL STEEL COM 637844309 0.30 200 SH SOLE 3 200 0 0 NATIONAL WIRELESS HOLDINGS CO COM 638560102 296.93 22,410 SH 2 22,410 NATIONAL-OILWELL, INC. COM 637071101 442.20 16,500 SH 2 16,500 NATIONAL-OILWELL, INC. 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BERMAN INC COM 641234109 9,975.60 146,700 SH 2 146,700 NEUBERGER BERMAN INC COM 641234109 163.20 2,400 SH SHD 1 2,400 0 0 NEUBERGER BERMAN INC COM 641234109 2,820.60 41,479 SH SOLE 3 41,479 0 0 NEUBERGER BERMAN INC COM 641234109 821.40 12,080 SH OTH 3 1,980 0 7,300 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 327.60 104,000 SH 2 104,000 NEUROCRINE BIOSCIENCES INC COM 64125C109 298.29 7,459 SH 2 7,459 NEUROCRINE BIOSCIENCES INC COM 64125C109 447.90 11,200 SH SOLE 3 11,200 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 9.60 240 SH OTH 3 240 0 0 NEUROGEN CORP COM 64124E106 137.70 6,000 SH SOLE 3 6,000 0 0 NEW CENTY EQUITY HLDGS CORP COM 64353J107 13.00 13,000 SH 2 13,000 NEW CENTY EQUITY HLDGS CORP COM 64353J107 254.00 254,000 SH 2 254,000 NEW FOCUS INC COM 644383101 107.41 13,019 SH 2 13,019 NEW FOCUS INC COM 644383101 1.60 200 SH SOLE 3 200 0 0 NEW HORIZONS WORLDWIDE INC COM 645526104 597.60 40,000 SH 2 40,000 NEW JERSEY RESOURSES CRP COM 646025106 260.89 5,772 SH 2 5,772 NEW JERSEY RESOURSES CRP COM 646025106 760.70 16,830 SH SOLE 3 16,830 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 1,643.20 107,400 SH SOLE 3 107,400 0 0 NEW YORK TIMES CO.A COM 650111107 1,529.47 36,416 SH 2 36,416 NEW YORK TIMES CO.A COM 650111107 151,431.90 3,605,522 SH SOLE 3 3,554,122 0 51,400 NEW YORK TIMES CO.A COM 650111107 3,791.80 90,282 SH OTH 3 60,111 0 21,900 NEWELL RUBBERMAID INC COM 651229106 1,519.83 60,551 SH 2 60,551 NEWELL RUBBERMAID INC COM 651229106 333.43 13,284 SH 2 13,284 NEWELL RUBBERMAID INC COM 651229106 13,266.10 528,528 SH SOLE 3 528,528 0 0 NEWELL RUBBERMAID INC COM 651229106 33.40 1,330 SH OTH 3 1,330 0 0 NEWFIELD EXPLORATION CO. 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COM 683718100 385.17 11,100 SH SOLE 4 11,100 OPENWAVE SYSTEMS, INC. COM 683718100 26,542.10 764,903 SH SOLE 3 730,967 0 33,575 OPENWAVE SYSTEMS, INC. COM 683718100 166.60 4,800 SH OTH 3 4,800 0 0 OPLINK COMMUNICATIONS COM 68375Q106 81.00 21,600 SH SOLE 3 21,600 0 0 OPNET TECHNOLOGIES INC COM 683757108 25.00 1,400 SH SOLE 3 1,400 0 0 OPTICAL COMMUNICATION PRODS COM 68382T101 92.60 8,700 SH SOLE 3 8,700 0 0 OPTICNET INC. COM 683868103 0.20 20,300 SH SOLE 3 20,300 0 0 OPUS360 CORP COM 68400F109 1.52 15,175 SH 2 15,175 ORACLE CORP COM 68389X105 35,724.09 1,880,215 SH SOLE 4 1,880,215 ORACLE CORP COM 68389X105 376.20 19,800 SH SHD 1 19,800 0 0 ORACLE CORP COM 68389X105 333,924.30 17,574,962 SH SOLE 3 16,199,012 0 1,360,250 ORACLE CORP COM 68389X105 33,903.10 1,784,376 SH OTH 3 260,718 0 74,720 ORACLE CORP COM 68389X105 228,435.94 12,022,944 SH 2 12,022,944 ORACLE CORP CLL 68389X105 12.75 15,000 SH CLL 2 15,000 ORACLE CORP CLL 68389X105 59.50 10,000 SH CLL 2 10,000 ORACLE CORP COM 68389X105 163,252.62 8,592,243 SH 2 8,592,243 ORACLE CORP CLL 68389X105 120.00 40,000 SH CLL 2 40,000 ORACLE CORP CLL 68389X105 297.50 50,000 SH CLL 2 50,000 ORAPHARMA INC COM 68554E106 260.60 45,800 SH 2 45,800 ORASURE TECHNOLOGIES INC COM 68554V108 53.80 4,300 SH SOLE 3 4,300 0 0 ORATEC INTERVENTIONS INC COM 68554M108 1,631.52 176,000 SH 2 176,000 ORATEC INTERVENTIONS INC COM 68554M108 2,788.16 300,772 SH 2 300,772 ORBITAL SCIENCES CORP COM 685564106 58.20 15,000 SH 2 15,000 ORBOTECH LTD COM M75253100 435.30 12,595 SH SOLE 3 12,595 0 0 ORBOTECH LTD COM M75253100 5,560.70 160,900 SH OTH 3 0 0 0 ORBOTECH LTD (ORD) COM M75253100 4,967.83 143,745 SH 2 143,745 ORCHID BIOSCIENCES INC COM 68571P100 184.40 24,100 SH SOLE 3 24,100 0 0 ORCHID BIOSCIENCES INC COM 68571P100 41.30 5,400 SH OTH 3 5,400 0 0 ORGANOGENESIS INC COM 685906109 2,107.96 284,859 SH 2 284,859 ORIENTAL DEVELOP USD 0.01 COM 000661775 0.00 450,000 SH OTH 3 0 0 0 ORION POWER HOLDINGS COM 686286105 1,782.18 74,850 SH 2 74,850 ORION POWER HOLDINGS COM 686286105 822,356.45 34,538,280 SH 2 34,538,280 ORION POWER HOLDINGS COM 686286105 357.15 15,000 SH SOLE 4 15,000 ORTEC INTERNATIONAL INC COM 68749B108 117.21 17,894 SH 2 17,894 ORTH ALLIANCE INC COM 687913103 3,121.60 960,500 SH SOLE 3 960,500 0 0 ORTHODONTIC CTRS OF AMER COM 68750P103 24,688.80 812,400 SH SOLE 3 812,400 0 0 OSCA INC COM 687836106 55.90 2,700 SH SOLE 3 2,700 0 0 OSHKOSH TRUCK CORP CL B COM 688239201 2,919.30 65,973 SH SOLE 3 65,973 0 0 OSHKOSH TRUCK CORP CL B COM 688239201 885.00 20,000 SH OTH 3 2,400 0 17,600 OSI PHARMACEUTICALS INC COM 671040103 77.80 1,479 SH SOLE 3 1,479 0 0 OSI PHARMACEUTICALS INC COM 671040103 47.30 900 SH OTH 3 900 0 0 OTP BANK GDR COM 004678704 739.90 14,245 SH SOLE 3 14,245 0 0 OTP BANK GDR COM 004678704 5,291.30 101,873 SH OTH 3 0 0 0 OTTER TAIL CORP COM 689648103 324.70 11,700 SH SOLE 3 11,700 0 0 OUTBACK STEAKHOUSE INC COM 689899102 8.60 300 SH SOLE 3 300 0 0 OUTBACK STEAKHOUSE INC COM 689899102 28.80 1,000 SH OTH 3 1,000 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 2,013.60 65,934 SH SOLE 3 65,934 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 73.30 2,400 SH OTH 3 2,400 0 0 OWENS & MINOR INC (NEW) COM 690732102 4,618.90 243,100 SH SOLE 3 243,100 0 0 OWENS & MINOR INC (NEW) COM 690732102 874.00 46,000 SH OTH 3 7,900 0 38,100 OWENS CORNING COM 69073F103 23.30 11,590 SH 2 11,590 OWENS CORNING COM 69073F103 13.90 6,900 SH SOLE 3 6,900 0 0 OWENS-ILLINOIS INC COM 690768403 334.30 49,300 SH SOLE 3 49,300 0 0 OXFORD HEALTH PLANS INC COM 691471106 715.00 25,000 SH 2 25,000 OXFORD HEALTH PLANS INC COM 691471106 5,945.90 207,900 SH SOLE 3 207,900 0 0 OXFORD HEALTH PLANS INC COM 691471106 8.60 300 SH OTH 3 300 0 0 P G & E CORP COM 69331C108 366.20 32,700 SH SHD 1 32,700 0 0 P G & E CORP COM 69331C108 18,812.30 1,679,670 SH SOLE 3 1,642,470 0 37,200 P G & E CORP COM 69331C108 9,902.70 884,170 SH OTH 3 47,670 0 0 P G & E CORP COM 69331C108 2,777.60 248,000 SH 2 248,000 P G & E CORP COM 69331C108 1,451.58 129,605 SH 2 129,605 PAC WEST TELECOME INC COM 69371Y101 1.60 800 SH SOLE 3 800 0 0 PACCAR INC COM 693718108 2,351.50 45,732 SH SOLE 3 45,732 0 0 PACIFIC CAPITAL BANCORP COM 69404P101 596.80 19,600 SH SOLE 3 19,600 0 0 PACIFIC CENTURY FINCL CORP COM 694058108 13,962.20 541,381 SH SOLE 3 541,381 0 0 PACIFIC CENTURY FINCL CORP COM 694058108 2,713.10 105,200 SH OTH 3 7,200 0 98,000 PACIFIC GATEWAY EXCHANGE INC COM 694327107 2.70 300,000 SH SOLE 3 300,000 0 0 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 605.61 27,000 SH 2 27,000 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 583.20 26,000 SH SOLE 3 26,000 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 8,878.90 544,716 SH SOLE 3 536,816 0 7,900 PACIFICARE HEALTH SYSTEMS COM 695112102 1,113.30 68,300 SH OTH 3 5,600 0 62,700 PACKAGING CO OF AMERICA COM 695156109 7,072.10 455,382 SH SOLE 3 455,382 0 0 PACKAGING CO OF AMERICA COM 695156109 110.00 7,086 SH OTH 3 7,086 0 0 PACKARD BIOSCIENCE COMP COM 695172205 54.00 6,500 SH SOLE 3 6,500 0 0 PACKETEER INC. 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AUG 7 2020 CNV 714046AA7 518.43 1,003,000 SH SOLE 4 1,003,000 PERMIAN BASIN RTY TR UBI COM 714236106 220.78 38,000 SH 2 38,000 PEROT SYSTEMS CORP CL-A COM 714265105 362.00 20,000 SH PUT 2 20,000 PERRIGO COMPANY COM 714290103 1,835.90 110,000 SH 2 110,000 PERRIGO COMPANY COM 714290103 4,654.70 278,892 SH SOLE 3 278,892 0 0 PERRIGO COMPANY COM 714290103 1,024.80 61,400 SH OTH 3 10,600 0 50,800 PER-SE TECHNOLOGIES INC NEW COM 713569309 350.50 43,011 SH SOLE 3 43,011 0 0 PERSISTENCE SOFTWARE INC COM 715329108 34.56 72,000 SH 2 72,000 PERSISTENCE SOFTWARE INC COM 715329108 3.60 7,400 SH SOLE 3 7,400 0 0 PETROCHINA CO LTD COM 71646E100 431.81 21,167 SH 2 21,167 PETROCHINA CO LTD COM 71646E100 493.68 24,200 SH 2 24,200 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 3,164.20 121,700 SH SOLE 3 121,700 0 0 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 22,696.70 872,950 SH OTH 3 0 0 0 PETROLEO BRASILEIRO(PETROBRAS) COM 71654V101 343.83 14,700 SH 2 14,700 PETROQUEST ENERGY INC COM 716748108 30.10 4,300 SH SOLE 3 4,300 0 0 PETSMART, INC. 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COM 716933106 461.00 13,600 SH SOLE 3 13,600 0 0 PHARMCHEM INC COM 717133102 54.86 18,347 SH 2 18,347 PHELPS DODGE CORP CLL 717265102 20.75 10,000 SH CLL 2 10,000 PHELPS DODGE CORP COM 717265102 2,641.10 63,642 SH SOLE 3 60,342 0 3,300 PHELPS DODGE CORP COM 717265102 46.10 1,111 SH OTH 3 1,111 0 0 PHILADELPHIA CONSOLIDATED COM 717528103 3.50 100 SH SOLE 3 100 0 0 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 32,930.76 648,882 SH 2 648,882 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 33,370.51 657,547 SH 2 657,547 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 111.00 10,000 SH CLL 2 10,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 154.70 17,000 SH CLL 2 17,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 296.50 10,000 SH CLL 2 10,000 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 4,595.92 90,560 SH SOLE 4 90,560 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 3,415.50 67,300 SH SHD 1 67,300 0 0 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 423,461.30 8,344,066 SH SOLE 3 7,926,766 0 417,300 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 55,461.10 1,092,830 SH OTH 3 303,030 0 53,400 PHILIP SVCS CORP DEL COM 718193105 129.66 45,574 SH 2 45,574 PHILLIPS PETROLEUM CO. COM 718507106 669.07 11,738 SH 2 11,738 PHILLIPS PETROLEUM CO. COM 718507106 832.20 14,600 SH SHD 1 14,600 0 0 PHILLIPS PETROLEUM CO. COM 718507106 38,842.90 681,455 SH SOLE 3 677,855 0 3,600 PHILLIPS PETROLEUM CO. COM 718507106 14,611.70 256,346 SH OTH 3 31,346 0 0 PHILLIPS-VAN HEUSEN CORP COM 718592108 145.48 10,103 SH 2 10,103 PHILLIPS-VAN HEUSEN CORP COM 718592108 383.00 26,600 SH SOLE 3 26,600 0 0 PHILLIPS-VAN HEUSEN CORP COM 718592108 61.10 4,246 SH OTH 3 4,246 0 0 PHOENIX COS INC COM 71902E109 8,034.90 431,985 SH SOLE 3 430,135 0 1,850 PHOENIX COS INC COM 71902E109 635.20 34,150 SH OTH 3 1,550 0 32,600 PHOENIX TECHNOLOGY LTD COM 719153108 402.73 27,584 SH 2 27,584 PHOENIX TECHNOLOGY LTD COM 719153108 430.70 29,500 SH SOLE 3 29,500 0 0 PHOTOGEN TECHNOLOGIES INC COM 71932A101 108.30 57,000 SH 2 57,000 PHOTOGEN TECHNOLOGIES INC COM 71932A101 421.80 222,000 SH 2 222,000 PHOTON DYNAMICS INC COM 719364101 137.70 5,100 SH SOLE 3 5,100 0 0 PHOTON DYNAMICS INC COM 719364101 6.50 240 SH OTH 3 240 0 0 PICTET ASIA GROWTH FUND USD COM TAM990EL4 1,064.19 14,632 SH SOLE 4 14,632 PIEDMONT NATURAL GAS CO INC COM 720186105 0.10 4 SH SOLE 3 4 0 0 PIEDMONT NATURAL GAS CO INC COM 720186105 22.40 630 SH OTH 3 630 0 0 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 2,273.60 197,700 SH SOLE 3 197,700 0 0 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 1,033.80 89,900 SH OTH 3 100 0 89,800 PILGRIM PRIME RATE TRUST COM 72146W103 575.25 75,000 SH 2 75,000 PILGRIMS PRIDE CORP-CLASS B COM 721467108 746.70 59,500 SH SOLE 3 59,500 0 0 PILGRIMS PRIDE CORP-CLASS B COM 721467108 66.50 5,300 SH OTH 3 5,300 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 5,143.50 699,800 SH SOLE 3 699,800 0 0 PINNACLE HOLDINGS INC COM 72346N101 80.30 13,361 SH 2 13,361 PINNACLE HOLDINGS INC COM 72346N101 4,824.20 802,700 SH SOLE 3 802,700 0 0 PINNACLE SYSTEMS INC COM 723481107 6.00 1,000 SH SOLE 3 1,000 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 54.10 1,141 SH SOLE 3 1,141 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 47.40 1,000 SH OTH 3 1,000 0 0 PIONEER NATURAL RES COM 723787107 12,186.40 714,745 SH SOLE 3 710,459 0 0 PIONEER NATURAL RES COM 723787107 290.90 17,060 SH OTH 3 17,060 0 0 PIONEER STAND. ELECTRNCS COM 723877106 1,774.10 138,600 SH SOLE 3 138,600 0 0 PIONEER STAND. ELECTRNCS COM 723877106 69.10 5,400 SH OTH 3 5,400 0 0 PITNEY-BOWES INC COM 724479100 486.91 11,560 SH 2 11,560 PITNEY-BOWES INC COM 724479100 8,919.80 211,771 SH SOLE 3 210,871 0 900 PITNEY-BOWES INC COM 724479100 806.20 19,141 SH OTH 3 4,141 0 15,000 PITT DESMOINES INC COM 724508106 10.30 300 SH SOLE 3 300 0 0 PITTSTON BRINK'S GRP COM 725701106 34,444.10 1,545,270 SH SOLE 3 1,543,170 0 2,100 PITTSTON BRINK'S GRP COM 725701106 1,739.00 78,019 SH OTH 3 5,719 0 72,300 PIVOTAL CORP COM 72581R106 212.70 12,468 SH PUT 2 12,468 PIXAR INC COM 725811103 801.60 19,648 SH SOLE 3 19,648 0 0 PIXAR INC COM 725811103 898.80 22,030 SH OTH 3 930 0 21,100 PIXELWORKS INC COM 72581M107 426.70 11,940 SH SOLE 3 11,940 0 0 PIXELWORKS INC COM 72581M107 482.50 13,500 SH OTH 3 0 0 13,500 PLACER DOME INC COM 725906101 120.05 12,250 SH 2 12,250 PLACER DOME INC COM 725906101 245.40 25,041 SH OTH 3 300 0 0 PLAINS ALL AMERICAN PIPELINE COM 726503105 45,598.79 1,969,710 SH 2 1,969,710 PLAINS ALL AMERICAN PIPELINE COM 726503105 23,060.41 996,130 SH 2 996,130 PLAINS RESOURCES INC (NEW) COM 726540503 1,081.30 45,054 SH SOLE 3 45,054 0 0 PLAINS RESOURCES INC (NEW) COM 726540503 50.40 2,100 SH OTH 3 2,100 0 0 PLANAR SYSTEMS INC. COM 726900103 1,118.90 43,200 SH SOLE 3 43,200 0 0 PLANAR SYSTEMS INC. COM 726900103 54.40 2,100 SH OTH 3 2,100 0 0 PLANET HOLLYWOOD WTS COM 72702Q110 1.10 2,709 SH SOLE 3 2,709 0 0 PLANETCAD INC COM 72704Y103 9.17 16,666 SH 2 16,666 PLANTRONICS INC COM 727493108 8,500.70 367,200 SH SOLE 3 365,700 0 1,500 PLANTRONICS INC COM 727493108 1,923.80 83,100 SH OTH 3 4,200 0 31,300 PLATO LEARNING INC COM 72764Y100 30.90 1,000 SH SOLE 3 1,000 0 0 PLAYBOY ENTERPRISES INC CL-B COM 728117300 161.70 10,000 SH 2 10,000 PLAYBOY ENTERPRISES INC CL-B COM 728117300 250.40 16,000 SH SOLE 3 16,000 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 18,855.50 1,762,200 SH SOLE 3 1,762,200 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 50.30 4,700 SH OTH 3 4,700 0 0 PLEXUS CORP COM 729132100 4,392.50 133,105 SH SOLE 3 133,105 0 0 PLEXUS CORP COM 729132100 2,112.00 64,000 SH OTH 3 2,300 0 24,100 PLUG POWER INC. COM 72919P103 12.90 600 SH SOLE 3 600 0 0 PLUG POWER INC. COM 72919P103 28.40 1,320 SH OTH 3 1,320 0 0 PLUM CREEK TIMBER CO COM 729251108 8.40 300 SH SOLE 3 300 0 0 PLUM CREEK TIMBER CO INC COM 729251108 225.04 8,000 SH PUT 2 8,000 PLX TECHNOLOGY INC COM 693417107 416.46 49,053 SH 2 49,053 PMA CAPITAL CORP. COM 693419202 323.10 17,900 SH SOLE 3 17,900 0 0 PMA CAPITAL CORP. COM 693419202 36.10 2,000 SH OTH 3 2,000 0 0 PMC - SIERRA INC COM 69344F106 61,360.20 1,974,901 SH SOLE 3 1,959,581 0 15,320 PMC - SIERRA INC COM 69344F106 1,531.20 49,281 SH OTH 3 38,056 0 8,225 PMC-SIERRA INC COM 69344F106 868.10 27,940 SH 2 27,940 PMC-SIERRA INC COM 69344F106 3,064.53 98,633 SH 2 98,633 PMI GRP, INC. COM 69344M101 960.11 13,400 SH 2 13,400 PMI GRP, INC. COM 69344M101 917.12 12,800 SH 2 12,800 PNC FINANCIAL SERVICES GRP COM 693475105 631.60 9,600 SH SHD 1 9,600 0 0 PNC FINANCIAL SERVICES GRP COM 693475105 67,272.20 1,022,530 SH SOLE 3 887,660 0 131,400 PNC FINANCIAL SERVICES GRP COM 693475105 16,754.70 254,670 SH OTH 3 38,970 0 0 PNC FINL SVCS GRP INC COM 693475105 312.50 4,750 SH 2 4,750 PNC FINL SVCS GRP INC COM 693475105 515.93 7,842 SH 2 7,842 POCAHONTAS BANCORP COM 730234101 88.00 11,000 SH 2 11,000 POET HOLDINGS INC COM 730447109 467.77 297,717 SH SOLE 4 297,717 POGO PRODUCING CO COM 730448107 2,076.00 86,500 SH 2 86,500 POGO PRODUCING CO COM 730448107 6,499.61 270,817 SH 2 270,817 POGO PRODUCING CO COM 730448107 489.60 20,400 SH SOLE 3 20,400 0 0 POGO PRODUCING CO COM 730448107 1.60 66 SH OTH 3 66 0 0 POLARIS INDS INC COM 731068102 17,628.80 384,909 SH SOLE 3 384,909 0 0 POLARIS INDS INC COM 731068102 2,944.90 64,300 SH OTH 3 4,900 0 59,400 POLSKI KONCERN NAFTOWY-GDR (REGS) COM 731613204 3,104.90 344,227 SH OTH 3 0 0 0 POLSKI KONCERN NAFTOWY-GDR PROXY COM 731613204 194.40 21,552 SH SOLE 3 21,552 0 0 POLYCOM INC COM 73172K104 637.60 27,614 SH SOLE 3 27,614 0 0 POLYCOM INC COM 73172K104 954.50 41,340 SH OTH 3 1,840 0 39,500 POLYMEDICA INDS INC COM 731738100 2,829.50 69,863 SH SOLE 3 69,863 0 0 POLYMEDICA INDS INC COM 731738100 639.90 15,800 SH OTH 3 2,000 0 13,800 POLYMER GRP INC COM 731745105 9.90 4,400 SH SOLE 3 4,400 0 0 POLYONE CORP COM 73179P106 1,041.00 100,000 SH 2 100,000 POPE & TALBOT CO COM 732827100 431.20 33,400 SH SOLE 3 33,400 0 0 POPE & TALBOT CO COM 732827100 31.00 2,400 SH OTH 3 2,400 0 0 POPULAR INC COM 733174106 139.70 4,240 SH SOLE 3 4,240 0 0 PORTAL SOFTWARE COM 736126103 1,152.80 279,122 SH SOLE 3 279,122 0 0 PORTAL SOFTWARE, INC. 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COM 743263105 9.00 200 SH OTH 3 200 0 0 PROGRESS SOFTWARE COM 743312100 3,248.10 200,500 SH SOLE 3 200,500 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 256.90 1,900 SH SHD 1 1,900 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 39,037.30 288,759 SH SOLE 3 278,659 0 10,100 PROGRESSIVE CORP OF OHIO COM 743315103 3,617.70 26,760 SH OTH 3 16,860 0 0 PROLOGIS TRUST COM 743410102 2,170.90 95,550 SH 2 95,550 PROLOGIS TRUST COM 743410102 831.69 36,606 SH 2 36,606 PROLOGIS TRUST COM 743410102 12,434.70 547,300 SH SOLE 3 546,600 0 700 PROLOGIS TRUST COM 743410102 618.00 27,200 SH OTH 3 27,200 0 0 PROSOFT TRAINING.COM COM 743477101 27.00 21,600 SH SOLE 3 21,600 0 0 PROTECTION ONE INC COM 743663304 92.03 80,026 SH 2 80,026 PROTECTION ONE INC COM 743663304 64.30 55,896 SH SOLE 3 55,896 0 0 PROTECTIVE LIFE CORP COM 743674103 2,024.39 58,900 SH 2 58,900 PROTECTIVE LIFE CORP COM 743674103 204.70 5,957 SH SOLE 3 5,957 0 0 PROTECTIVE LIFE CORP COM 743674103 12.40 360 SH OTH 3 360 0 0 PROTEIN DESIGN LABS COM 74369L103 422.10 4,865 SH SOLE 3 4,865 0 0 PROTEIN DESIGN LABS COM 74369L103 82.40 950 SH OTH 3 950 0 0 PROTON ENERGY SYS INC COM 74371K101 69.60 5,800 SH SOLE 3 5,800 0 0 PROVIDENT BANKSHARES CORP COM 743859100 244.40 9,800 SH SOLE 3 9,800 0 0 PROVIDENT FINANCIAL GRP COM 743866105 573.66 17,426 SH 2 17,426 PROVIDENT FINANCIAL GRP COM 743866105 395.20 12,005 SH 2 12,005 PROVIDENT FINANCIAL GRP COM 743866105 1,203.40 36,554 SH SOLE 3 36,554 0 0 PROVIDENT FINANCIAL GRP COM 743866105 937.30 28,472 SH OTH 3 2,472 0 26,000 PROVIDIAN FINANCIAL CORP COM 74406A102 13,360.73 225,688 SH 2 225,688 PROVIDIAN FINANCIAL CORP CNV 74406AAA0 5,804.91 5,499,000 SH 2 5,499,000 PROVIDIAN FINANCIAL CORP COM 74406A102 25,873.72 437,056 SH 2 437,056 PROVIDIAN FINANCIAL CORP CNV 74406AAA0 4,432.59 4,199,000 SH 2 4,199,000 PROVIDIAN FINANCIAL CORP COM 74406A102 3,570.50 60,313 SH SOLE 3 60,313 0 0 PROVIDIAN FINANCIAL CORP COM 74406A102 56.80 960 SH OTH 3 960 0 0 PROVIDIAN FINANCIAL CORP 8/15/05 3.25 CNV 74406AAA0 3,103.55 2,940,000 SH SOLE 4 2,940,000 PROVINCE HEALTHCARE COMPANY COM 743977100 11,765.70 333,400 SH SOLE 3 333,400 0 0 PROXICOM INC COM 744282104 197.70 26,500 SH SOLE 3 26,500 0 0 PROXIM INC COM 744284100 1,277.50 90,600 SH SOLE 3 90,600 0 0 PROXIM INC COM 744284100 196.10 13,910 SH OTH 3 4,010 0 9,900 PS BUSINESS PARKS INC/CA COM 69360J107 929.60 33,200 SH SOLE 3 33,200 0 0 PS BUSINESS PARKS INC/CA COM 69360J107 81.20 2,900 SH OTH 3 2,900 0 0 PSS WORLD MEDICL INC COM 69366A100 383.90 59,700 SH SOLE 3 59,700 0 0 PTEK HLDGS INC COM 69366M104 112.66 43,000 SH 2 43,000 PUBLIC SERV.CO.NEW MEX. 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COM 745887109 6.30 2,100 SH OTH 3 2,100 0 0 PURCHASEPRO.COM INC COM 746144104 70.70 47,800 SH SOLE 3 47,800 0 0 PURE RES INC COM 74622E102 633.60 35,200 SH SOLE 3 35,200 0 0 PURINA MLS INC NEW COM 746276104 840.00 35,000 SH 2 35,000 PXRE GRP LIMITED COM G73018106 4,026.40 206,481 SH SOLE 3 206,481 0 0 PXRE GRP LIMITED COM G73018106 58.50 3,000 SH OTH 3 3,000 0 0 QIAGEN N.V. COM N72482107 332.12 15,062 SH 2 15,062 QIAGEN N.V. COM N72482107 221.05 10,025 SH 2 10,025 QIAGEN N.V. 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COM 786514208 51,654.00 1,076,125 SH SOLE 4 1,076,125 SAGA COMMUNICATION INC. CL-A COM 786598102 19,786.80 833,479 SH SOLE 3 833,479 0 0 SAGE INC COM 786632109 640.10 41,300 SH SOLE 3 41,300 0 0 SAGE INC COM 786632109 40.30 2,600 SH OTH 3 2,600 0 0 SAKS INC. COM 79377W108 888.10 92,514 SH SOLE 3 92,514 0 0 SALEM COMMUNICATIONS CL A COM 794093104 20,090.20 918,200 SH SOLE 3 918,200 0 0 SALEM COMMUNICATIONS CL A COM 794093104 218.80 10,000 SH 2 10,000 SALTON INC COM 795757103 1,393.74 78,300 SH 2 78,300 SALTON INC COM 795757103 0.10 4 SH SOLE 3 4 0 0 SALTON INC COM 795757103 10.90 610 SH OTH 3 610 0 0 SAMSUNG ELECTRONICS-SPON GDR 144A COM 796050888 700.60 8,930 SH OTH 3 8,930 0 0 SAN JUAN BASIN RLTY UBI COM 798241105 126.90 10,000 SH 2 10,000 SANCHEZ COMPUTER ASSOC COM 799702105 59.60 4,500 SH SOLE 3 4,500 0 0 SANCHEZ COMPUTER ASSOC COM 799702105 1.30 100 SH OTH 3 100 0 0 SANDERSON FARMS INC COM 800013104 11.40 900 SH SOLE 3 900 0 0 SANDISK CORP COM 80004C101 129.80 4,654 SH SOLE 3 4,654 0 0 SANDISK CORP COM 80004C101 7.30 260 SH OTH 3 260 0 0 SANDISK CORP COM 80004C101 1,338.72 48,000 SH 2 48,000 SANDISK CORP CLL 80004C101 10.50 10,000 SH CLL 2 10,000 SANDISK CORP COM 80004C101 2,550.26 91,440 SH 2 91,440 SANDY SPRING BANCORP INC COM 800363103 93.40 2,900 SH SOLE 3 2,900 0 0 SANGAMO BIOSCIENCES INC COM 800677106 146.40 10,000 SH 2 10,000 SANGAMO BIOSCIENCES INC COM 800677106 33.70 2,300 SH SOLE 3 2,300 0 0 SANGSTAT MEDICAL CORP COM 801003104 624.10 38,100 SH SOLE 3 38,100 0 0 SANGSTAT MEDICAL CORP COM 801003104 49.10 3,000 SH OTH 3 3,000 0 0 SANMINA CORP COM 800907107 681.18 29,098 SH 2 29,098 SANMINA CORP COM 800907107 404.99 17,300 SH 2 17,300 SANMINA CORP COM 800907107 966.80 41,300 SH SHD 1 41,300 0 0 SANMINA CORP COM 800907107 76,161.90 3,253,390 SH SOLE 3 2,961,990 0 287,600 SANMINA CORP COM 800907107 10,679.20 456,182 SH OTH 3 76,482 0 0 SANTA FE INTERNATIONAL CORP COM G7805C108 1,348.27 45,153 SH 2 45,153 SANTA FE INTERNATIONAL CORP COM G7805C108 897.95 30,072 SH 2 30,072 SANTANDER BANCORP COM 802809103 905.20 46,300 SH SOLE 3 46,300 0 0 SAP AKTIENGESELLSCHAFT COM 803054204 1,600.98 45,625 SH 2 45,625 SAP AKTIENGESELLSCHAFT COM 803054204 800.75 22,820 SH 2 22,820 SAPIENT CORP COM 803062108 9.80 1,000 SH SHD 1 1,000 0 0 SAPIENT CORP COM 803062108 32,023.60 3,284,474 SH SOLE 3 3,283,574 0 500 SAPIENT CORP COM 803062108 58.80 6,030 SH OTH 3 1,130 0 0 SAPIENT CORP. COM 803062108 476.72 48,894 SH CLL 2 48,894 SAPIENT CORP. COM 803062108 879.48 90,203 SH CLL 2 90,203 SARA LEE CORP COM 803111103 2,841.02 150,001 SH 2 150,001 SARA LEE CORP COM 803111103 216.09 11,409 SH 2 11,409 SARA LEE CORP COM 803111103 93,254.40 4,923,676 SH SOLE 3 4,900,976 0 22,700 SARA LEE CORP COM 803111103 9,487.00 500,900 SH OTH 3 5,300 0 0 SATYAM COMPUTER SERVICES-ADR COM 804098101 305.60 35,000 SH SOLE 3 35,000 0 0 SAUER-DANFOSS INC. COM 804137107 79.40 8,400 SH SOLE 3 8,400 0 0 SAVVIS COMMUNICATIONS CORP. COM 805423100 13.00 18,100 SH SOLE 3 18,100 0 0 SAWTEK INC COM 805468105 9.40 400 SH SOLE 3 400 0 0 SBA COMMUNICATIONS CORP COM 78388J106 13,035.90 526,703 SH SOLE 3 526,703 0 0 SBA COMMUNICATIONS CORP COM 78388J106 6.40 260 SH OTH 3 260 0 0 SBC COMMUNICATIONS INC COM 78387G103 4,777.28 119,253 SH 2 119,253 SBC COMMUNICATIONS INC COM 78387G103 3,923.00 97,928 SH 2 97,928 SBC COMMUNICATIONS INC COM 78387G103 4,148.90 103,566 SH SHD 1 103,566 0 0 SBC COMMUNICATIONS INC COM 78387G103 352,458.80 8,798,273 SH SOLE 3 8,259,254 0 526,704 SBC COMMUNICATIONS INC COM 78387G103 65,504.00 1,635,147 SH OTH 3 309,839 0 33,816 SBS BROADCASTING S,A, COM L8137F102 231.75 9,000 SH 2 9,000 SBS TECHNOLOGIES INC COM 78387P103 1,423.60 75,243 SH SOLE 3 75,243 0 0 SBS TECHNOLOGIES INC COM 78387P103 66.20 3,500 SH OTH 3 3,500 0 0 SCANSOURCE INC COM 806037107 89.20 1,881 SH SOLE 3 1,881 0 0 SCHAWK INC COM 806373106 30.60 3,000 SH SOLE 3 3,000 0 0 SCHERING-PLOUGH CORP COM 806605101 20,864.71 575,737 SH 2 575,737 SCHERING-PLOUGH CORP COM 806605101 13,506.39 372,693 SH 2 372,693 SCHERING-PLOUGH CORP COM 806605101 14,220.58 392,400 SH SOLE 4 392,400 SCHERING-PLOUGH CORP COM 806605101 739.30 20,400 SH SHD 1 20,400 0 0 SCHERING-PLOUGH CORP COM 806605101 207,583.00 5,728,009 SH SOLE 3 5,249,740 0 473,490 SCHERING-PLOUGH CORP COM 806605101 15,948.10 440,069 SH OTH 3 110,217 0 25,700 SCHLUMBERGER LTD COM 806857108 21,463.67 407,667 SH 2 407,667 SCHLUMBERGER LTD COM 806857108 22,406.94 425,583 SH 2 425,583 SCHLUMBERGER LTD. COM 806857108 159,299.50 3,025,632 SH SOLE 3 2,951,582 0 74,050 SCHLUMBERGER LTD. COM 806857108 12,262.10 232,898 SH OTH 3 72,240 0 31,900 SCHOLASTIC CORP COM 807066105 261.00 6,200 SH SOLE 3 6,200 0 0 SCHOLASTIC CORP COM 807066105 2,315.50 55,000 SH OTH 3 0 0 55,000 SCHOLASTIC CORP COM 807066105 9,029.61 200,658 SH 2 200,658 SCHOOL SPECIALTY INC. COM 807863105 328.30 12,700 SH SOLE 3 12,700 0 0 SCHULER HOMES, INC. CLASS A COM 808188106 16,277.80 1,202,200 SH SOLE 3 1,202,200 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,838.40 77,900 SH SOLE 3 77,900 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 82.20 14,100 SH SOLE 3 14,100 0 0 SCIENT CORP COM 80864H109 30.20 32,512 SH SOLE 3 32,512 0 0 SCIENT CORP COM 80864H109 118.82 127,765 SH 2 127,765 SCIENTIFIC LEARNING COM 808760102 74.00 34,400 SH SOLE 3 34,400 0 0 SCIENTIFIC-ATLANTA INC. CLL 808655104 146.00 10,000 SH CLL 2 10,000 SCIENTIFIC-ATLANTA INC. COM 808655104 686.10 16,900 SH SHD 1 16,900 0 0 SCIENTIFIC-ATLANTA INC. COM 808655104 81,543.40 2,008,457 SH SOLE 3 1,846,357 0 159,500 SCIENTIFIC-ATLANTA INC. COM 808655104 10,339.30 254,662 SH OTH 3 65,762 0 0 SCIOS NOVA INC COM 808905103 746.70 29,855 SH SOLE 3 29,855 0 0 SCM MICROSYSTEMS INC COM 784018103 11.40 1,100 SH SOLE 3 1,100 0 0 SCM MICROSYSTEMS INC COM 784018103 17.70 1,700 SH OTH 3 0 0 1,700 SCP POOL CORP COM 784028102 3,411.90 99,067 SH SOLE 3 99,067 0 0 SCP POOL CORP COM 784028102 826.60 24,000 SH OTH 3 2,600 0 21,400 SCPIE HOLDINGS INC COM 78402P104 307.00 15,200 SH SOLE 3 15,200 0 0 SCREAMING MEDIA COM INC COM 810883108 280.02 94,921 SH 2 94,921 SEABORD CORP. MASS. COM 811543107 265.10 1,275 SH SOLE 3 1,275 0 0 SEABORD CORP. MASS. COM 811543107 10.40 50 SH OTH 3 50 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 578.80 32,100 SH SOLE 3 32,100 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 38.60 2,140 SH OTH 3 2,140 0 0 SEACOAST BKG CORP FLA (CL-A) COM 811707108 31.50 900 SH SOLE 3 900 0 0 SEACOR HOLDINGS INC COM 811904101 100.70 2,154 SH SOLE 3 2,154 0 0 SEALED AIR CORP. COM 81211K100 961.20 25,804 SH SOLE 3 25,804 0 0 SEALED AIR SER A PFD COM 81211K209 1,283.40 32,125 SH SOLE 3 32,125 0 0 SEARS ROEBUCK & CO COM 812387108 1,738.90 41,100 SH SHD 1 41,100 0 0 SEARS ROEBUCK & CO COM 812387108 49,759.80 1,176,076 SH SOLE 3 1,144,476 0 29,400 SEARS ROEBUCK & CO COM 812387108 11,516.60 272,196 SH OTH 3 35,096 0 0 SEATTLE GENETICS INC COM 812578102 15.20 2,500 SH SOLE 3 2,500 0 0 SECURE COMPUTING CORP COM 813705100 3,142.00 200,000 SH 2 200,000 SECURE COMPUTING CORP COM 813705100 1,054.10 67,100 SH SOLE 3 67,100 0 0 SECURE COMPUTING CORP COM 813705100 174.40 11,100 SH OTH 3 2,400 0 8,700 SECURITY CAPITAL GRP B COM 81413P204 79.20 3,700 SH SOLE 3 3,700 0 0 SECURITY CAPITAL GRP INC COM 81413P204 5,755.42 268,945 SH 2 268,945 SECURITY CAPITAL GRP INC COM 81413P204 640.93 29,950 SH 2 29,950 SEEBEYOND TECHNOLOGIES CORP COM 815704101 775.40 48,767 SH 2 48,767 SEEBEYOND TECHNOLOGIES CORP COM 815704101 73.60 4,630 SH SOLE 3 4,630 0 0 SEEBEYOND TECHNOLOGIES CORP COM 815704101 6.40 400 SH OTH 3 400 0 0 SEGUE SOFTWARE, INC. COM 815807102 40.65 15,000 SH 2 15,000 SEI CORP COM 784117103 374.50 7,900 SH SHD 1 7,900 0 0 SEI CORP COM 784117103 34,306.70 723,770 SH SOLE 3 580,570 0 138,800 SEI CORP COM 784117103 3,678.20 77,600 SH OTH 3 8,300 0 0 SEITEL INC COM 816074306 183.40 14,000 SH 2 14,000 SEITEL INC COM 816074306 699.50 53,400 SH SOLE 3 53,400 0 0 SELECT MEDICAL CORP COM 816196109 3,863.42 193,171 SH 2 193,171 SELECT MEDICAL CORP COM 816196109 92.00 4,600 SH SOLE 3 4,600 0 0 SELECTIVE INSURANCE GRP INC COM 816300107 29.30 1,100 SH SOLE 3 1,100 0 0 SEMCO ENERGY INC COM 78412D109 162.00 10,800 SH SOLE 3 10,800 0 0 SEMPRA ENERGY COM 816851109 3,513.19 128,500 SH 2 128,500 SEMPRA ENERGY COM 816851109 7,331.22 268,150 SH 2 268,150 SEMPRA ENERGY COM 816851109 42,488.10 1,554,062 SH SOLE 3 1,529,862 0 24,200 SEMPRA ENERGY COM 816851109 5,552.80 203,100 SH OTH 3 62,500 0 0 SENSORMATIC ELECTRONICS COM 817265101 1,479.00 87,000 SH SOLE 3 87,000 0 0 SENSORMATIC ELECTRONICS COM 817265101 55.10 3,240 SH OTH 3 3,240 0 0 SEPRACOR INC COM 817315104 294.52 7,400 SH 2 7,400 SEPRACOR INC COM 817315104 53.80 1,353 SH SOLE 3 1,353 0 0 SEPRACOR INC COM 817315104 18.40 462 SH OTH 3 462 0 0 SEQUA CORP CLASS A COM 817320104 344.80 7,579 SH SOLE 3 7,579 0 0 SERENA SOFTWARE INC COM 817492101 1,817.00 50,000 SH 2 50,000 SERENA SOFTWARE INC COM 817492101 536.40 14,761 SH SOLE 3 14,761 0 0 SERENA SOFTWARE INC COM 817492101 46.50 1,280 SH OTH 3 1,280 0 0 SEROLOGICALS CORP COM 817523103 2,099.90 98,400 SH SOLE 3 98,400 0 0 SEROLOGICALS CORP COM 817523103 42.70 2,000 SH OTH 3 2,000 0 0 SERVICE CORP INTERNATIONAL COM 817565104 868.80 136,600 SH SOLE 3 136,600 0 0 SERVICE MASTER COMPANY COM 81760N109 1,529.10 127,428 SH SOLE 3 127,428 0 0 SERVICEMASTER COMPANY COM 81760N109 600.00 50,000 SH 2 50,000 SHAMROCK LOGISTICS, L.P. COM 819357104 35,174.81 1,176,415 SH 2 1,176,415 SHAMROCK LOGISTICS, L.P. COM 819357104 13,974.87 467,387 SH 2 467,387 SHAW COMMUNICATIONS INC COM 82028K200 816.66 34,400 SH 2 34,400 SHAW COMMUNICATIONS INC COM 82028K200 326.43 13,750 SH 2 13,750 SHAW GRP INC COM 820280105 790.00 19,700 SH SOLE 3 19,700 0 0 SHEFFIELD PHARMACEUTICALS INC COM 82123D309 40.40 10,000 SH 2 10,000 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 241.63 4,800 SH 2 4,800 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 10,216.60 202,952 SH SOLE 3 163,452 0 39,500 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 3,095.00 61,481 SH OTH 3 61,481 0 0 SHERWIN-WILLIAMS CO COM 824348106 577.20 26,000 SH SHD 1 26,000 0 0 SHERWIN-WILLIAMS CO COM 824348106 15,479.60 697,280 SH SOLE 3 691,080 0 6,200 SHERWIN-WILLIAMS CO COM 824348106 2,923.70 131,700 SH OTH 3 12,300 0 0 SHINHAN BANK-SPONS GDR 144A COM 009000967 35.30 1,800 SH OTH 3 1,800 0 0 SHINHAN BANK-SPONS GDR REGS COM 824589303 490.00 23,786 SH OTH 3 23,786 0 0 SHIRE PHARMACEUTICALS GRP COM 82481R106 897.49 16,171 SH 2 16,171 SHOPKO STORES INC COM 824911101 11,637.60 1,598,571 SH SOLE 3 1,598,571 0 0 SHOPKO STORES INC COM 824911101 218.70 30,037 SH OTH 3 30,037 0 0 SHUFFLE MASTER COM 825549108 53.50 2,550 SH SOLE 3 2,550 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 1,900.00 60,800 SH SOLE 3 60,800 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 1,071.90 34,300 SH OTH 3 4,700 0 29,600 SICOR INC COM 825846108 831.60 36,000 SH SOLE 3 36,000 0 0 SICOR INC COM 825846108 113.20 4,900 SH OTH 3 4,900 0 0 SIEBEL SYSTEMS INC COM 826170102 20,234.30 431,435 SH 2 431,435 SIEBEL SYSTEMS INC COM 826170102 47,175.82 1,005,881 SH 2 1,005,881 SIEBEL SYSTEMS INC COM 826170102 6,156.99 131,279 SH SOLE 4 131,279 SIEBEL SYSTEMS INC. COM 826170102 548.70 11,700 SH SHD 1 11,700 0 0 SIEBEL SYSTEMS INC. COM 826170102 91,848.00 1,958,380 SH SOLE 3 1,818,180 0 138,400 SIEBEL SYSTEMS INC. COM 826170102 8,872.50 189,180 SH OTH 3 36,680 0 0 SIERRA HEALTH SERVICES INC COM 826322109 1,830.50 261,500 SH 2 261,500 SIERRA PACIFIC RES COM 826428104 23,357.60 1,460,761 SH SOLE 3 1,460,761 0 0 SIERRA PACIFIC RES COM 826428104 338.00 21,138 SH OTH 3 21,138 0 0 SIGMA ALDRICH CORP COM 826552101 316.68 8,200 SH 2 8,200 SIGMA ALDRICH CORP COM 826552101 92.70 2,400 SH SHD 1 2,400 0 0 SIGMA ALDRICH CORP COM 826552101 32,102.40 831,238 SH SOLE 3 714,938 0 114,500 SIGMA ALDRICH CORP COM 826552101 12,180.70 315,400 SH OTH 3 33,600 0 56,300 SILGAN HOLDINGS INC COM 827048109 31.60 1,800 SH SOLE 3 1,800 0 0 SILICON GRAPHICS INC COM 827056102 26.27 18,900 SH 2 18,900 SILICON GRAPHICS INC COM 827056102 8.80 6,312 SH SOLE 3 6,312 0 0 SILICON LABORATORIES INC COM 826919102 987.90 44,700 SH SOLE 3 44,700 0 0 SILICON LABORATORIES INC COM 826919102 39.80 1,800 SH OTH 3 1,800 0 0 SILICON LABORATORIES INC COM 826919102 5,525.00 250,000 SH 2 250,000 SILICON STORAGE TECHNOLOGY COM 827057100 602.27 59,454 SH 2 59,454 SILICON STORAGE TECHNOLOGY COM 827057100 131.69 13,000 SH 2 13,000 SILICON STORAGE TECHNOLOGY COM 827057100 559.20 55,200 SH SOLE 3 54,300 0 900 SILICON VALLEY BANCSHARES COM 827064106 1,649.10 74,960 SH SOLE 3 74,960 0 0 SILICONWARE PRECISION ADR COM 827084864 373.90 132,600 SH SOLE 3 132,600 0 0 SILICONWARE PRECISION ADR COM 827084864 5,043.60 1,788,500 SH OTH 3 0 0 0 SILVERSTREAM SOFTWARE INC COM 827907106 2.80 400 SH SOLE 3 400 0 0 SIMON PROPERTY GRP INC PRF 828806406 1,419.69 17,500 SH 2 17,500 SIMON PROPERTY GRP INC COM 828806109 233.77 7,800 SH 2 7,800 SIMON PROPERTY GRP INC COM 828806109 1,421.50 47,430 SH SOLE 3 44,230 0 3,200 SIMON WORLDWIDE INC COM 828815100 47.47 17,200 SH 2 17,200 SIMPLEX SOLUTIONS INC COM 828854109 78.20 3,300 SH SOLE 3 3,300 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 646.00 10,677 SH SOLE 3 10,677 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 562.60 9,300 SH OTH 3 0 0 9,300 SINCLAIR BROADCAST GRP INC COM 829226109 1,166.00 113,200 SH SOLE 3 113,200 0 0 SINCLAIR BROADCAST GRP INC COM 829226109 91.70 8,900 SH OTH 3 8,900 0 0 SINOPEC SHANGHAI PETROCHEM COM 82935M109 174.60 12,000 SH 2 12,000 SIPEX CORP COM 829909100 224.50 19,300 SH SOLE 3 19,300 0 0 SIRIUS SATELLITE RADIO COM 82966U103 1,387.20 113,800 SH SOLE 3 113,800 0 0 SIRIUS SATELLITE RADIO COM 82966U103 550.30 45,140 SH OTH 3 4,040 0 41,100 SIRIUS SATELLITE RADIO INC COM 82966U103 1,705.38 139,900 SH 2 139,900 SIX FLAGS INC COM 83001P109 9.10 431 SH SOLE 3 431 0 0 SJW CORP COM 784305104 43.90 514 SH SOLE 3 514 0 0 SJW CORP COM 784305104 4.30 50 SH OTH 3 50 0 0 SK TELECOM CO LTD ADR COM 78440P108 780.36 46,175 SH 2 46,175 SK TELECOM CO LTD ADR COM 78440P108 2,149.00 127,161 SH OTH 3 101,361 0 0 SKECHERS USA INC CL-A COM 830566105 1,580.30 54,063 SH SOLE 3 54,063 0 0 SKECHERS USA INC CL-A COM 830566105 552.40 18,900 SH OTH 3 1,800 0 17,100 SKILLSOFT CORP COM 83066P101 132.50 3,869 SH SOLE 3 3,869 0 0 SKY FINANCIAL GRP INC COM 83080P103 6,743.30 356,222 SH SOLE 3 356,222 0 0 SKY FINANCIAL GRP INC COM 83080P103 84.10 4,443 SH OTH 3 4,443 0 0 SKYLINE CORP COM 830830105 3.50 127 SH SOLE 3 127 0 0 SKYLINE CORP COM 830830105 2.40 90 SH OTH 3 90 0 0 SKYWEST,INC COM 830879102 1,150.80 41,100 SH SOLE 3 41,100 0 0 SKYWEST,INC COM 830879102 899.90 32,140 SH OTH 3 240 0 31,900 SL GREEN REALTY COM 78440X101 4,625.30 152,600 SH SOLE 3 152,600 0 0 SL GREEN REALTY COM 78440X101 736.50 24,300 SH OTH 3 7,500 0 16,800 SMARTFORCE PLC ADR COM 83170A206 6,975.54 198,000 SH SOLE 4 198,000 SMARTFORCE PLC ADRS COM 83170A206 7,750.60 220,000 SH 2 220,000 SMARTFORCE PLC SPON ADR COM 83170A206 18,040.60 512,080 SH SOLE 3 512,080 0 0 SMARTFORCE PLC SPON ADR COM 83170A206 4,086.50 115,995 SH OTH 3 76,455 0 39,540 SMITH INTERNATIONAL INC COM 832110100 10,986.40 183,413 SH SOLE 3 182,113 0 1,300 SMITH INTERNATIONAL INC COM 832110100 68.30 1,140 SH OTH 3 1,140 0 0 SMITHFIELD FOODS INC. COM 832248108 8,610.30 213,654 SH SOLE 3 210,454 0 3,200 SMITHFIELD FOODS INC. COM 832248108 1,931.60 47,930 SH OTH 3 6,630 0 41,300 SMURFIT-STONE CONTAINER COM 832727101 1.60 100 SH SOLE 3 100 0 0 SNAP-ON INC COM 833034101 4.80 200 SH OTH 3 200 0 0 SNOWBALL.COM INC COM 83335R300 207.68 451,481 SH 2 451,481 SODEXHO MARIOTT SERVICES INC COM 833793102 37,100.80 1,158,675 SH SOLE 3 1,158,675 0 0 SOHU.COM INC COM 83408W103 205.82 131,936 SH 2 131,936 SOLA INTERNATIONAL INC COM 834092108 564.40 40,000 SH 2 40,000 SOLA INTERNATIONAL INC COM 834092108 16.90 1,200 SH SOLE 3 1,200 0 0 SOLECTRON CORP COM 834992109 1,256.44 68,658 SH SOLE 4 68,658 SOLECTRON CORP COM 834182107 1,209.60 66,100 SH SHD 1 66,100 0 0 SOLECTRON CORP COM 834182107 80,201.40 4,382,590 SH SOLE 3 4,024,990 0 350,400 SOLECTRON CORP COM 834182107 11,580.90 632,834 SH OTH 3 90,134 0 0 SOLECTRON CORP COM 834182107 1,238.73 67,690 SH 2 67,690 SOLECTRON CORP PUT 834182107 19.60 16,000 SH PUT 2 16,000 SOLECTRON CORP COM 834182107 1,252.40 68,437 SH 2 68,437 SOLUTIA INC COM 834376105 272.75 21,392 SH 2 21,392 SOLUTIA INC COM 834376105 84.80 6,650 SH SOLE 3 6,650 0 0 SOLUTIA INC COM 834376105 2.00 154 SH OTH 3 154 0 0 SOMERA COMMUNICATIONS COM 834458101 53.00 7,400 SH SOLE 3 7,400 0 0 SONERA CORP ADS COM 835433202 119.34 15,300 SH 2 15,300 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 2,024.60 106,000 SH SOLE 3 106,000 0 0 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 943.50 49,400 SH OTH 3 3,600 0 45,800 SONIC FOUNDRY INC COM 83545R108 1.10 700 SH SOLE 3 700 0 0 SONIC WALL INC. COM 835470105 2,784.10 110,437 SH SOLE 3 110,437 0 0 SONIC WALL INC. COM 835470105 1,031.10 40,900 SH OTH 3 3,300 0 37,600 SONICBLUE, INC. COM 83546Q109 205.60 62,300 SH SOLE 3 62,300 0 0 SONOCO PRODUCTS CO COM 835495102 8,489.20 341,207 SH SOLE 3 341,207 0 0 SONOCO PRODUCTS CO COM 835495102 114.10 4,586 SH OTH 3 4,586 0 0 SONUS NETWORKS INC COM 835916107 2,367.21 101,336 SH PUT 2 101,336 SONUS NETWORKS INC COM 835916107 19.60 837 SH SOLE 3 837 0 0 SONUS NETWORKS INC COM 835916107 2.30 100 SH OTH 3 100 0 0 SONY CORP AMER SHS NEW COM 835699307 0.00 200 SH SOLE 3 200 0 0 SONY CORP COM 835699307 444.41 6,754 SH 2 6,754 SONY CORP COM 835699307 2,667.01 40,532 SH 2 40,532 SORRENTO NETWORKS CORP COM 83586Q100 738.00 61,600 SH SOLE 3 61,600 0 0 SORRENTO NETWORKS CORP COM 83586Q100 1.20 100 SH OTH 3 100 0 0 SOTHEBYS HLDGS CL-A LTD VOTING COM 835898107 79.00 4,900 SH SOLE 3 4,900 0 0 SOUTH FINANCIAL GRP COM 837841105 430.50 22,800 SH SOLE 3 22,800 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 421.10 13,520 SH SOLE 3 13,520 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 2.60 85 SH OTH 3 85 0 0 SOUTHERN AFRICA FUND INC COM 842157109 155.78 13,909 SH 2 13,909 SOUTHERN UNION CO (NEW) COM 844030106 813.10 39,860 SH SOLE 3 39,860 0 0 SOUTHTRUST CORP COM 844730101 616.20 23,700 SH 2 23,700 SOUTHTRUST CORP COM 844730101 1,531.87 58,918 SH 2 58,918 SOUTHTRUST CORP COM 844730101 13,016.00 500,614 SH SOLE 3 500,614 0 0 SOUTHTRUST CORP COM 844730101 3,076.40 118,322 SH OTH 3 18,414 0 0 SOUTHWEST AIRLINES CO COM 844741108 226.23 12,235 SH 2 12,235 SOUTHWEST AIRLINES CO COM 844741108 296.41 16,031 SH 2 16,031 SOUTHWEST AIRLINES CO COM 844741108 36,833.90 1,992,100 SH SOLE 3 1,495,950 0 487,050 SOUTHWEST AIRLINES CO COM 844741108 559.40 30,256 SH OTH 3 30,256 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 646.49 21,400 SH 2 21,400 SOUTHWEST BANCORP OF TEXAS COM 84476R109 1,266.20 41,914 SH SOLE 3 41,914 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 7.90 260 SH OTH 3 260 0 0 SOUTHWEST GAS CORP COM 844895102 1,044.30 44,100 SH SOLE 3 44,100 0 0 SOUTHWEST GAS CORP COM 844895102 589.60 24,900 SH OTH 3 0 0 24,900 SOUTHWEST SECS GRP INC COM 845224104 671.70 32,451 SH SOLE 3 32,451 0 0 SOUTHWEST SECS GRP INC COM 845224104 502.60 24,280 SH OTH 3 100 0 24,180 SOUTHWESTERN ENERGY CO. COM 845467109 287.90 23,500 SH SOLE 3 23,500 0 0 SOVEREIGN BANCORP INC COM 845905108 14,542.50 1,118,656 SH SOLE 3 1,118,656 0 0 SOVEREIGN BANCORP INC COM 845905108 211.80 16,294 SH OTH 3 16,294 0 0 SOVRAN SELF STORAGE COM 84610H108 295.60 10,800 SH SOLE 3 10,800 0 0 SPARTAN STORES INC COM 846822104 350.10 21,800 SH SOLE 3 21,800 0 0 SPARTECH CORP (NEW) COM 847220209 236.70 9,800 SH SOLE 3 9,800 0 0 SPECIALTY LABORATORIES INC COM 84749R100 267.70 7,073 SH SOLE 3 7,073 0 0 SPECTRANETICS CORP COM 84760C107 127.50 50,000 SH 2 50,000 SPECTRASITE HOLDINGS INC COM 84760T100 1,990.91 274,987 SH 2 274,987 SPECTRASITE HOLDINGS INC COM 84760T100 8,513.50 1,175,902 SH SOLE 3 1,173,102 0 2,800 SPEECHWORKS INTL INC COM 84764M101 175.80 11,200 SH SOLE 3 11,200 0 0 SPHERION CORP COM 848420105 1,303.10 145,600 SH SOLE 3 145,600 0 0 SPHERION CORP COM 848420105 751.80 84,000 SH OTH 3 4,000 0 80,000 SPIEGEL INC CL-A NON VTG COM 848457107 2,846.80 294,400 SH SOLE 3 294,400 0 0 SPIEGEL INC CL-A NON VTG COM 848457107 89.00 9,200 SH OTH 3 9,200 0 0 SPIEKER PROPERTIES,INC. COM 848497103 9,101.31 151,815 SH 2 151,815 SPIEKER PROPERTIES,INC. COM 848497103 1,749.34 29,180 SH 2 29,180 SPIEKER PROPERTIES,INC. COM 848497103 17,277.10 288,191 SH SOLE 3 288,191 0 0 SPIEKER PROPERTIES,INC. COM 848497103 767.40 12,800 SH OTH 3 12,800 0 0 SPINNAKER EXPLORATION COMPANY COM 84855W109 797.20 20,000 SH 2 20,000 SPORTS RESORTS INTL INC COM 84918U108 19.60 1,600 SH SOLE 3 1,600 0 0 SPORTSLINE.COM INC COM 848934105 4.40 1,900 SH SOLE 3 1,900 0 0 SPRINGS INDUSTRIES INC. COM 851783100 11,905.60 269,969 SH SOLE 3 269,969 0 0 SPRINGS INDUSTRIES INC. COM 851783100 3,444.20 78,100 SH OTH 3 4,500 0 73,600 SPRINT CORP COM 852061100 4,975.85 232,952 SH 2 232,952 SPRINT CORP COM 852061100 3,843.45 179,937 SH 2 179,937 SPRINT CORP COM 852061100 13,077.23 612,230 SH SOLE 4 612,230 SPRINT CORP COM 852061100 10,318.20 483,061 SH SOLE 3 424,661 0 56,400 SPRINT CORP COM 852061100 361.40 16,920 SH OTH 3 16,920 0 0 SPRINT CORP (PCS GRP) COM 852061506 313.95 13,000 SH PUT 2 13,000 SPRINT CORP PCS GRP COM 852061506 156,723.90 6,489,602 SH SOLE 3 6,337,942 0 149,560 SPRINT CORP PCS GRP COM 852061506 9,557.30 395,747 SH OTH 3 97,188 0 26,350 SPS TECHNOLOGIES INC COM 784626103 1,283.50 27,079 SH SOLE 3 27,079 0 0 SPX CORP COM 784635104 438.10 3,500 SH SHD 1 3,500 0 0 SPX CORP COM 784635104 28,204.40 225,311 SH SOLE 3 222,011 0 3,000 SPX CORP COM 784635104 2,739.20 21,882 SH OTH 3 5,982 0 14,700 SRI/SURGICAL EXPRESS INC COM 78464W104 185.50 6,100 SH SOLE 3 6,100 0 0 ST JUDE MEDICAL INC COM 790849103 14,507.10 241,785 SH SOLE 3 239,985 0 1,800 ST JUDE MEDICAL INC COM 790849103 2,922.00 48,700 SH OTH 3 200 0 0 ST. JOE COMPANY COM 790148100 672.20 25,000 SH SOLE 3 25,000 0 0 ST. JOE COMPANY COM 790148100 2.70 100 SH OTH 3 100 0 0 ST. MARY LAND & EXPL CO. COM 792228108 3,924.48 168,000 SH 2 168,000 ST. MARY LAND & EXPL CO. COM 792228108 738.20 31,600 SH SOLE 3 31,600 0 0 ST.PAUL COMPANIES INC COM 792860108 563.70 11,120 SH SOLE 3 6,020 0 5,100 ST.PAUL COMPANIES INC COM 792860108 39.20 774 SH OTH 3 774 0 0 STAFF LEASING INC COM 852381102 189.80 49,815 SH 2 49,815 STAFF LEASING INC COM 852381102 901.10 236,507 SH SOLE 3 236,507 0 0 STAMPS.COM INC COM 852857101 289.97 77,324 SH 2 77,324 STAMPS.COM INC COM 852857101 97.50 26,000 SH SOLE 3 26,000 0 0 STAMPS.COM INC COM 852857101 4.50 1,200 SH OTH 3 1,200 0 0 STANCORP FINANCIAL GRP COM 852891100 3,775.10 79,660 SH SOLE 3 79,660 0 0 STANCORP FINANCIAL GRP COM 852891100 109.00 2,300 SH OTH 3 2,300 0 0 STANDARD & POORS 500 DEPOSITARY RECEIPTSCOM 78462F103 13,623.90 111,125 SH SOLE 3 110,625 0 500 STANDARD & POORS 500 DEPOSITARY RECEIPTSCOM 78462F103 85.80 700 SH OTH 3 700 0 0 STANDARD & POORS 500 DEP RCPTS COM 78462F103 65,428.56 533,675 SH SOLE 4 533,675 STANDARD COMMERCIAL CORP COM 853258101 30.70 1,800 SH SOLE 3 1,800 0 0 STANDARD MICROSYSTEMS COM 853626109 809.10 45,200 SH SOLE 3 45,200 0 0 STANDARD PACIFIC CORP NEW COM 85375C101 2,697.00 116,500 SH SOLE 3 116,500 0 0 STANDARD PACIFIC CORP NEW COM 85375C101 88.00 3,800 SH OTH 3 3,800 0 0 STANDARD REGISTER CO COM 853887107 893.50 48,300 SH SOLE 3 48,300 0 0 STANDARD REGISTER CO COM 853887107 87.00 4,700 SH OTH 3 4,700 0 0 STANDEX INTERNATL CORP COM 854231107 4,956.40 210,015 SH SOLE 3 210,015 0 0 STANDEX INTERNATL CORP COM 854231107 56.60 2,400 SH OTH 3 2,400 0 0 STANFORD MICRODEVICES INC COM 854399102 204.88 12,123 SH 2 12,123 STANLEY WORKS COM 854616109 502.56 12,000 SH 2 12,000 STANLEY WORKS COM 854616109 402.00 9,600 SH SHD 1 9,600 0 0 STANLEY WORKS COM 854616109 19,290.70 460,618 SH SOLE 3 455,918 0 4,700 STANLEY WORKS COM 854616109 2,019.00 48,210 SH OTH 3 9,810 0 38,400 STAPLES, INC. COM 855030102 566.85 35,450 SH 2 35,450 STAPLES, INC. COM 855030102 1,840.77 115,120 SH 2 115,120 STAPLES, INC. COM 855030102 3,650.50 228,300 SH SOLE 3 221,100 0 7,200 STAPLES, INC. COM 855030102 8.60 536 SH OTH 3 536 0 0 STARBASE CORP (NEW) COM 854910205 146.00 40,000 SH SOLE 3 40,000 0 0 STARBUCKS CORP. COM 855244109 2,790.82 121,340 SH 2 121,340 STARBUCKS CORP. COM 855244109 2,962.58 128,808 SH 2 128,808 STARBUCKS CORP. COM 855244109 6,631.60 288,330 SH SOLE 3 288,330 0 0 STARBUCKS CORP. COM 855244109 2,023.50 87,980 SH OTH 3 900 0 0 STARMEDIA NETWORK INC COM 855546107 122.50 65,844 SH SOLE 3 65,844 0 0 STARMEDIA NETWORK, INC. COM 855546107 564.45 303,467 SH 2 303,467 STARTEK INC COM 85569C107 791.00 35,000 SH 2 35,000 STARTEK INC COM 85569C107 67.80 3,000 SH SOLE 3 3,000 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 411.72 11,044 SH 2 11,044 STARWOOD HOTELS & RESORTS COM 85590A203 5,741.23 154,003 SH 2 154,003 STARWOOD HOTELS & RESORTS COM 85590A203 179,747.00 4,821,541 SH SOLE 3 4,753,361 0 68,180 STARWOOD HOTELS & RESORTS COM 85590A203 7,250.60 194,491 SH OTH 3 129,508 0 54,300 STATE AUTO FINANCIAL CORP COM 855707105 22.90 1,400 SH SOLE 3 1,400 0 0 STATE BANK OF INDIA-GDR COM 856552203 186.50 16,800 SH SOLE 3 16,800 0 0 STATE STREET CORP COM 857477103 304,286.20 6,148,438 SH SOLE 3 6,019,398 0 129,040 STATE STREET CORP COM 857477103 15,286.20 308,874 SH OTH 3 131,570 0 52,400 STATE STREET CORP (NEW) COM 857477103 895.27 18,090 SH 2 18,090 STATE STREET CORP (NEW) COM 857477103 1,092.54 22,076 SH 2 22,076 STATEN ISLAND BANCORP INC COM 857550107 2,963.20 106,400 SH SOLE 3 106,400 0 0 STATEN ISLAND BANCORP INC COM 857550107 75.20 2,700 SH OTH 3 2,700 0 0 STATION CASINOS INC COM 857689103 18,860.40 1,178,772 SH SOLE 3 1,178,772 0 0 STATION CASINOS INC COM 857689103 50.80 3,173 SH OTH 3 3,173 0 0 STEEL DYNAMICS INC COM 858119100 2,090.09 167,207 SH 2 167,207 STEELCASE INC CL-A COM 858155203 5,456.40 456,602 SH SOLE 3 456,602 0 0 STEELCASE INC CL-A COM 858155203 1,432.80 119,900 SH OTH 3 100 0 119,800 STEIN MART INC COM 858375108 106.50 10,300 SH SOLE 3 10,300 0 0 STEIN MART INC COM 858375108 13.40 1,300 SH OTH 3 1,300 0 0 STEINWAY MUSICAL INSTRUMENTS COM 858495104 582.45 33,000 SH 2 33,000 STEINWAY MUSICAL INSTRUMENTS COM 858495104 308.88 17,500 SH 2 17,500 STEMCELLS INC COM 85857R105 526.30 111,504 SH 2 111,504 STERICYCLE INC COM 858912108 129.80 2,764 SH SOLE 3 2,764 0 0 STERIS CORP COM 859152100 971.20 48,437 SH SOLE 3 48,437 0 0 STERIS CORP COM 859152100 637.60 31,800 SH OTH 3 0 0 31,800 STERLING BANCORP COM 859158107 18.40 600 SH SOLE 3 600 0 0 STERLING BANCSHARES INC COM 858907108 970.50 50,600 SH SOLE 3 50,600 0 0 STERLING BANCSHARES INC COM 858907108 44.10 2,300 SH OTH 3 2,300 0 0 STERLING FINANCIAL CORP COM 859317109 18.50 800 SH SOLE 3 800 0 0 STEVEN MADDEN LTD COM 556269108 84.00 4,600 SH SOLE 3 4,600 0 0 STEWART & STEVENSON SVCS COM 860342104 2,410.80 73,055 SH SOLE 3 73,055 0 0 STEWART & STEVENSON SVCS COM 860342104 524.70 15,900 SH OTH 3 3,600 0 12,300 STEWART ENTERPRISES INC COM 860370105 1,697.25 232,500 SH 2 232,500 STEWART ENTERPRISES INC COM 860370105 343.19 47,012 SH 2 47,012 STEWART ENTERPRISES INC COM 860370105 112.40 15,400 SH SOLE 3 15,400 0 0 STEWART INFORMATION SVCS CORP COM 860372101 1,492.90 76,600 SH SOLE 3 76,600 0 0 STEWART INFORMATION SVCS CORP COM 860372101 103.30 5,300 SH OTH 3 5,300 0 0 STHN PAC PETE ADR (NEW) COM 843581307 23.50 25,000 SH 2 25,000 STILLWATER MINING COMPANY COM 86074Q102 2.90 100 SH OTH 3 100 0 0 STILLWELL FINANCIAL INC COM 860831106 2,963.30 88,299 SH SOLE 3 88,299 0 0 STILLWELL FINANCIAL INC COM 860831106 533.10 15,886 SH OTH 3 15,886 0 0 STILWELL FINL INC COM 860831106 5,369.60 160,000 SH 2 160,000 STIRLING COOKE BROWN HOLDINGS COM G84951105 3,785.77 1,892,887 SH 2 1,892,887 STMICROELECTRONICS NV COM 861012102 203.52 6,077 SH 2 6,077 STND MOTOR PROD INC CL-A COM 853666105 181.35 13,635 SH 2 13,635 STONE ENERGY CORP COM 861642106 13.20 298 SH SOLE 3 298 0 0 STONE ENERGY CORP COM 861642106 5.30 120 SH OTH 3 120 0 0 STONEPATH GRP INC COM 9EQ00DSS4 1,043.31 834,644 SH SOLE 4 834,644 STONERIDGE INC. COM 86183P102 123.60 11,500 SH SOLE 3 11,500 0 0 STORAGE TECHNOLOGY CORP COM 862111200 755.60 54,912 SH SOLE 3 54,912 0 0 STORAGE TECHNOLOGY CORP COM 862111200 6.60 480 SH OTH 3 480 0 0 STORAGE USA INC COM 861907103 8,297.24 230,479 SH 2 230,479 STORAGE USA INC COM 861907103 1,063.80 29,550 SH 2 29,550 STORAGE USA INC COM 861907103 7,913.30 219,813 SH SOLE 3 219,813 0 0 STORAGE USA INC COM 861907103 126.80 3,521 SH OTH 3 3,521 0 0 STORAGENETWORKS INC. COM 86211E103 1,208.58 71,135 SH 2 71,135 STORAGENETWORKS INC. COM 86211E103 2,419.82 142,426 SH 2 142,426 STRATEGIC PARTNERS LP COM 009000120 0.00 3,000,000 SH OTH 3 0 0 0 STRATOS LIGHTWARE INC. COM 863100103 403.70 31,056 SH SOLE 3 31,056 0 0 STRIDE RITE CORP COM 863314100 2,409.16 283,430 SH 2 283,430 STRUCTURAL DYNAMICS RESEARCH COM 863555108 12.20 500 SH SOLE 3 500 0 0 STRUM RUGER & CO INC COM 864159108 65.70 6,700 SH SOLE 3 6,700 0 0 STRYKER CORP COM 863667101 813.15 14,825 SH PUT 2 14,825 STRYKER CORP COM 863667101 362.45 6,608 SH PUT 2 6,608 STRYKER CORP COM 863667101 611.58 11,150 SH SOLE 4 11,150 STRYKER CORP COM 863667101 32,107.10 585,361 SH SOLE 3 503,161 0 82,200 STRYKER CORP COM 863667101 6,488.00 118,286 SH OTH 3 9,186 0 0 STUDENT LOAN CORP COM 863902102 145.40 2,084 SH SOLE 3 2,084 0 0 SUBURBAN PROPANE PARTNERS, LP COM 864482104 47,609.02 1,831,116 SH 2 1,831,116 SUBURBAN PROPANE PARTNERS, LP COM 864482104 22,380.20 860,777 SH 2 860,777 SUFFOLK BANCORP COM 864739107 9.00 200 SH SOLE 3 200 0 0 SUIZA FOODS CORP COM 865077101 4,026.84 75,835 SH 2 75,835 SUIZA FOODS CORP COM 865077101 1,725.75 32,500 SH 2 32,500 SUIZA FOODS CORP. COM 865077101 3,339.30 62,887 SH SOLE 3 62,887 0 0 SUIZA FOODS CORP. COM 865077101 2,027.40 38,180 SH OTH 3 1,880 0 14,000 SUMMIT PROPERTIES INC COM 866239106 313.91 11,700 SH 2 11,700 SUMMIT PROPERTIES INC COM 866239106 2,090.10 77,900 SH SOLE 3 77,900 0 0 SUMMIT PROPERTIES INC COM 866239106 131.50 4,900 SH OTH 3 4,900 0 0 SUN COMMUNITIES INC COM 866674104 14,186.00 401,300 SH SOLE 3 401,300 0 0 SUN INTL HOTELS LTD (ORD) COM P8797T133 270.00 10,000 SH 2 10,000 SUN INTL HOTELS LTD (ORD) COM P8797T133 766.83 28,401 SH 2 28,401 SUN LIFE FINL SVCS CDA INC COM 866796105 700.25 29,484 SH 2 29,484 SUN LIFE FINL SVCS CDA INC COM 866796105 818.05 34,444 SH 2 34,444 SUN MICROSYSTEMS,INC COM 866810104 48,189.55 3,065,493 SH 2 3,065,493 SUN MICROSYSTEMS,INC CLL 866810104 36.00 10,000 SH CLL 2 10,000 SUN MICROSYSTEMS,INC COM 866810104 65,030.12 4,136,776 SH 2 4,136,776 SUN MICROSYSTEMS,INC CLL 866810104 66.50 10,000 SH CLL 2 10,000 SUN MICROSYSTEMS,INC CLL 866810104 70.00 40,000 SH CLL 2 40,000 SUN MICROSYSTEMS,INC COM 866810104 4,914.50 312,627 SH SOLE 4 312,627 SUN MICROSYSTEMS,INC COM 866810104 1,251.30 79,600 SH SHD 1 79,600 0 0 SUN MICROSYSTEMS,INC COM 866810104 324,491.80 20,641,972 SH SOLE 3 19,649,702 0 976,270 SUN MICROSYSTEMS,INC COM 866810104 18,791.70 1,195,400 SH OTH 3 116,100 0 19,500 SUNBEAM CORP COM 867071102 4.70 73,885 SH SOLE 3 73,885 0 0 SUNGARD DATA SYSTEMS,INC COM 867363103 762.01 25,392 SH 2 25,392 SUNGARD DATA SYSTEMS,INC COM 867363103 33,109.37 1,103,278 SH 2 1,103,278 SUNGARD DATA SYSTEMS,INC COM 867363103 41,241.20 1,374,250 SH SOLE 3 1,306,550 0 67,700 SUNGARD DATA SYSTEMS,INC COM 867363103 1,193.30 39,764 SH OTH 3 5,764 0 34,000 SUNOCO INC. COM 86764P109 919.40 25,100 SH SHD 1 25,100 0 0 SUNOCO INC. COM 86764P109 36,553.60 997,914 SH SOLE 3 975,714 0 22,200 SUNOCO INC. COM 86764P109 14,183.10 387,200 SH OTH 3 34,900 0 133,300 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 103.10 12,200 SH SOLE 3 12,200 0 0 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 1,910.50 226,100 SH OTH 3 0 0 0 SUNQUEST INFORMATION SYSTEMS COM 867654105 19.00 800 SH SOLE 3 800 0 0 SUNRISE ASSISTED LIVING INC COM 86768K106 13.10 500 SH SOLE 3 500 0 0 SUNRISE TECHNOLOGIES INTL INC COM 86769L103 249.70 203,000 SH SOLE 3 203,000 0 0 SUNRISE TELECOM INC COM 86769Y105 22.00 3,700 SH SOLE 3 3,700 0 0 SUNTERRA CORP. COM 86787D109 121.30 722,000 SH SOLE 3 722,000 0 0 SUNTRUST BANKS INC $1.00 PAR COM 867914103 254.97 3,936 SH 2 3,936 SUNTRUST BANKS INC $1.00 PAR COM 867914103 5,811.80 89,716 SH 2 89,716 SUNTRUST BANKS INC $1.00 PAR COM 867914103 991.10 15,300 SH SHD 1 15,300 0 0 SUNTRUST BANKS INC $1.00 PAR COM 867914103 61,815.90 954,244 SH SOLE 3 925,044 0 29,200 SUNTRUST BANKS INC $1.00 PAR COM 867914103 17,059.90 263,352 SH OTH 3 54,652 0 0 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 60.06 10,010 SH 2 10,010 SUPERGEN INC COM 868059106 220.95 15,000 SH 2 15,000 SUPERGEN INC COM 868059106 385.90 26,200 SH SOLE 3 26,200 0 0 SUPERGEN INC COM 868059106 5.30 360 SH OTH 3 360 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 60.00 7,600 SH SOLE 3 7,600 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 1,540.60 40,224 SH SOLE 3 40,224 0 0 SUPERTEX INC COM 868532102 69.10 5,600 SH SOLE 3 5,600 0 0 SUPERVALU INC COM 868536103 86.00 4,900 SH SHD 1 4,900 0 0 SUPERVALU INC COM 868536103 22,729.70 1,295,137 SH SOLE 3 1,295,137 0 0 SUPERVALU INC COM 868536103 4,234.40 241,278 SH OTH 3 19,478 0 0 SUPPORT.COM INC COM 868587106 64.62 10,019 SH 2 10,019 SUREBEAM CORP COM 86866R102 94.20 5,500 SH SOLE 3 5,500 0 0 SUSQUEHANNA BANCSHARES COM 869099101 5,182.70 254,680 SH SOLE 3 254,680 0 0 SUSQUEHANNA BANCSHARES COM 869099101 72.40 3,559 SH OTH 3 3,559 0 0 SVI SOLUTIONS, INC. COM 784872301 1.70 1,900 SH SOLE 3 1,900 0 0 SWIFT ENERGY COMPANY COM 870738101 11,250.00 373,382 SH SOLE 3 373,382 0 0 SWIFT ENERGY COMPANY COM 870738101 168.90 5,605 SH OTH 3 5,605 0 0 SWIFT TRANSPORTATION COM 870756103 1.90 100 SH SOLE 3 100 0 0 SWISS RE AMERICA HLDNG CORP 6/10/04 2.25CNV 784990CB7 1,776.00 1,850,000 SH SOLE 4 1,850,000 SYBASE INC COM 871130100 2,881.56 175,171 SH 2 175,171 SYBASE INC COM 871130100 437.24 26,580 SH SOLE 4 26,580 SYBASE INC COM 871130100 2,411.70 146,607 SH SOLE 3 135,407 0 8,700 SYBASE INC COM 871130100 2,870.50 174,500 SH OTH 3 0 0 87,600 SYBRON DENTAL SPECIALTIES, INC. COM 871142105 442.10 21,575 SH SOLE 3 21,575 0 0 SYBRON DENTAL SPECIALTIES, INC. COM 871142105 0.00 0 SH OTH 3 0 0 0 SYCAMORE NETWORKS COM 871206108 269.30 28,900 SH SOLE 3 28,900 0 0 SYCAMORE NETWORKS INC COM 871206108 1,581.32 169,669 SH 2 169,669 SYLVAN LEARNING SYS INC COM 871399101 5,281.80 217,359 SH SOLE 3 217,359 0 0 SYMANTEC CORP COM 871503108 411.73 9,424 SH PUT 2 9,424 SYMANTEC CORP COM 871503108 318.90 7,300 SH SHD 1 7,300 0 0 SYMANTEC CORP COM 871503108 33,023.40 755,857 SH SOLE 3 729,907 0 24,850 SYMANTEC CORP COM 871503108 1,974.80 45,200 SH OTH 3 1,100 0 16,700 SYMBOL TECHNOLOGIES COM 871508107 10,422.20 469,468 SH SOLE 3 467,568 0 1,900 SYMBOL TECHNOLOGIES COM 871508107 744.30 33,525 SH OTH 3 1,950 0 31,575 SYMMETRICOM INC COM 871543104 436.30 29,800 SH SOLE 3 29,800 0 0 SYMMETRICOM INC COM 871543104 35.10 2,400 SH OTH 3 2,400 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 667.60 27,600 SH SOLE 3 27,600 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 33.90 1,400 SH OTH 3 1,400 0 0 SYNAVANT INC COM 87157A105 76.61 10,775 SH 2 10,775 SYNAVANT INC. COM 87157A105 1.40 190 SH SOLE 3 190 0 0 SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 1,970.50 63,566 SH SOLE 3 63,566 0 0 SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 527.00 17,000 SH OTH 3 1,600 0 15,400 SYNOPSYS INC COM 871607107 483.90 10,000 SH 2 10,000 SYNOPSYS INC COM 871607107 275.80 5,700 SH SHD 1 5,700 0 0 SYNOPSYS INC COM 871607107 26,407.80 545,729 SH SOLE 3 518,729 0 27,000 SYNOPSYS INC COM 871607107 4,176.10 86,300 SH OTH 3 6,200 0 27,600 SYNOVUS FINANCIAL CORP COM 87161C105 2,475.40 78,884 SH SOLE 3 15,284 0 63,600 SYNOVUS FINANCIAL CORP COM 87161C105 743.20 23,685 SH OTH 3 2,408 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 539.33 17,187 SH 2 17,187 SYNPLICITY INC COM 87160Y108 93.10 9,300 SH SOLE 3 9,300 0 0 SYNTROLEUM CORP COM 871630109 99.99 11,000 SH 2 11,000 SYNTROLEUM CORP COM 871630109 2.70 300 SH SOLE 3 300 0 0 SYSCO CORP COM 871829107 1,262.53 46,502 SH 2 46,502 SYSCO CORP COM 871829107 8,132.95 299,556 SH 2 299,556 SYSCO CORP COM 871829107 1,362.90 50,200 SH SHD 1 50,200 0 0 SYSCO CORP COM 871829107 254,797.50 9,384,806 SH SOLE 3 8,854,506 0 528,500 SYSCO CORP COM 871829107 27,501.30 1,012,938 SH OTH 3 138,838 0 0 SYSTEMAX INC COM 871851101 60.75 25,000 SH 2 25,000 SYSTEMS & COMPUTER TECH COM 871873105 46.20 5,100 SH SOLE 3 5,100 0 0 T ROWE PRICE GRP, INC. COM 74144T108 25.10 672 SH SOLE 3 672 0 0 T ROWE PRICE GRP, INC. COM 74144T108 60.80 1,626 SH OTH 3 1,626 0 0 TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 1,157.46 76,199 SH 2 76,199 TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 11,767.53 774,689 SH 2 774,689 TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 548.40 36,100 SH OTH 3 36,100 0 0 TAKE TWO INTERACTIVE SOFTWARE COM 874054109 582.50 31,400 SH SOLE 3 31,400 0 0 TALBOTS, INC. COM 874161102 29,715.00 679,200 SH SOLE 3 593,500 0 85,700 TALBOTS, INC. COM 874161102 507.50 11,600 SH OTH 3 200 0 11,400 TALCON LP UNITS COM 009876547 0.00 5,500 SH OTH 3 0 0 0 TALK AMERICA HOLDINGS, INC. COM 87426R103 659.70 701,800 SH SOLE 3 701,800 0 0 TALX CORP COM 874918105 111.00 3,000 SH SOLE 3 3,000 0 0 TANDEM COMPUTERS - ESCROW SHARES COM 009871508 0.00 2,424 SH OTH 3 0 0 0 TANGER FACTORY OUTLET CTR COM 875465106 117.30 5,100 SH SOLE 3 5,100 0 0 TANGER FACTORY OUTLET CTR COM 875465106 2.30 98 SH OTH 3 98 0 0 TANOX INC COM 87588Q109 407.00 12,900 SH SOLE 3 12,900 0 0 TANOX INC COM 87588Q109 23.70 750 SH OTH 3 750 0 0 TARANTELLA INC COM 876090101 607.05 355,000 SH 2 355,000 TARANTELLA INC COM 876090101 213.75 125,000 SH 2 125,000 TARGET CORP COM 87612E106 6,120.98 176,907 SH 2 176,907 TARGET CORP COM 87612E106 6,901.97 199,479 SH 2 199,479 TARGET CORP COM 87612E106 1,179.90 34,100 SH SHD 1 34,100 0 0 TARGET CORP COM 87612E106 102,829.00 2,971,936 SH SOLE 3 2,919,036 0 52,900 TARGET CORP COM 87612E106 20,232.10 584,744 SH OTH 3 57,944 0 0 TARO PHARMACEUTICALS INDUS COM M8737E108 481.60 5,500 SH SOLE 3 5,500 0 0 TARO PHARMACEUTICALS INDUS COM M8737E108 3,511.20 40,100 SH OTH 3 600 0 0 TATA POWER COMPANY ELN 12 APR 02 COM 009000980 40.00 14,500 SH SOLE 3 14,500 0 0 TAUBMAN CENTERS INC COM 876664103 1,185.80 84,700 SH 2 84,700 TAUBMAN CENTERS INC COM 876664103 140.00 10,000 SH 2 10,000 TAUBMAN CENTERS INC COM 876664103 1,280.30 91,450 SH SOLE 3 91,450 0 0 TAUBMAN CENTERS INC COM 876664103 65.80 4,700 SH OTH 3 4,700 0 0 TBA ENTERTAINMENT CORP INC COM 872173109 95.88 25,000 SH 2 25,000 TC PIPELINES, L.P. COM 87233Q108 31,035.63 1,349,375 SH 2 1,349,375 TC PIPELINES, L.P. COM 87233Q108 21,984.30 955,839 SH 2 955,839 TCF FINANCIAL CORP COM 872275102 1,595.43 34,451 SH 2 34,451 TCF FINANCIAL CORP COM 872275102 4,964.80 107,207 SH SOLE 3 102,107 0 5,100 TCF FINANCIAL CORP COM 872275102 2,281.00 49,256 SH OTH 3 3,956 0 45,300 TD WATERHOUSE GRP INC COM 872362108 4.40 400 SH SOLE 3 400 0 0 TECH DATA CORP COM 878237106 17,381.80 521,038 SH SOLE 3 511,338 0 7,900 TECH DATA CORP COM 878237106 3,703.00 111,002 SH OTH 3 3,502 0 27,400 TECHNE CORP COM 878377100 668.40 20,566 SH SOLE 3 20,566 0 0 TECHNE CORP COM 878377100 1,105.00 34,000 SH OTH 3 0 0 34,000 TECO ENERGY INC. COM 872375100 521.50 17,100 SH SOLE 3 17,100 0 0 TECUMSEH PRODUCTS CO CL-A COM 878895200 3,608.60 72,901 SH SOLE 3 72,901 0 0 TECUMSEH PRODUCTS CO CL-A COM 878895200 4,158.00 84,000 SH OTH 3 0 0 84,000 TEEKAY SHIPPING CORP COM Y8564W103 2,020.00 50,476 SH SOLE 3 50,476 0 0 TEEKAY SHIPPING CORP COM Y8564W103 29.90 746 SH OTH 3 746 0 0 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 240.12 6,000 SH 2 6,000 TEJON RANCH CO COM 879080109 10.90 400 SH SOLE 3 400 0 0 TEKELEC COM 879101103 394.30 14,549 SH SOLE 3 14,549 0 0 TEKELEC COM 879101103 724.10 26,720 SH OTH 3 1,220 0 25,500 TEKTRONIX INC. COM 879131100 11,838.60 436,045 SH SOLE 3 377,145 0 58,900 TEKTRONIX INC. COM 879131100 4,134.90 152,300 SH OTH 3 800 0 42,900 TELAXIS COMMUNICATIONS CORP COM 879202109 6.60 10,500 SH SOLE 3 10,500 0 0 TELE1 EUROPE HOLDINGS ADR COM 87944T200 36.30 17,612 SH OTH 3 0 0 17,612 TELECOMUNICACOES BRASILEIRAS COM 879287308 352.03 7,530 SH 2 7,530 TELECORP PCS INC COM 879300101 165.30 8,534 SH SOLE 3 8,534 0 0 TELECORP PCS INC COM 879300101 372.70 19,240 SH OTH 3 240 0 19,000 TELECORP PCS INC NEW COM 879300101 297.83 15,376 SH 2 15,376 TELEDYNE TECHNOLOGIES INC COM 879360105 647.80 42,619 SH SOLE 3 42,619 0 0 TELEFLEX INC. COM 879369106 143.10 3,253 SH SOLE 3 3,253 0 0 TELEFLEX INC. COM 879369106 1,043.70 23,720 SH OTH 3 320 0 23,400 TELEFONICA S.A. ADR COM 879382208 767.26 20,603 SH 2 20,603 TELEFONICA S.A. ADR COM 879382208 712.96 19,145 SH 2 19,145 TELEFONOS DE MEXICO SA COM 879403780 1,066.98 30,407 SH 2 30,407 TELEFONOS DE MEXICO SA COM 879403780 714.05 20,349 SH 2 20,349 TELEFONOS DE MEXICO SA SP ADR COM 879403780 10,419.20 296,928 SH SOLE 3 296,928 0 0 TELEFONOS DE MEXICO SA SP ADR COM 879403780 63,392.90 1,806,580 SH OTH 3 0 0 0 TELEFONOS MEXICO CONV DEB CNV 879403AD5 640.94 500,000 SH 2 500,000 TELENORTE LESTE ADR COM 879246106 1,727.00 113,172 SH SOLE 3 113,172 0 0 TELENORTE LESTE ADR COM 879246106 11,503.70 753,844 SH OTH 3 0 0 0 TELEPHONE & DATA SYS INC COM 879433100 332.23 3,055 SH 2 3,055 TELEPHONE & DATA SYS INC COM 879433100 1,413.80 13,000 SH SHD 1 13,000 0 0 TELEPHONE & DATA SYS INC COM 879433100 67,791.20 623,367 SH SOLE 3 582,167 0 41,200 TELEPHONE & DATA SYS INC COM 879433100 9,894.60 90,985 SH OTH 3 10,585 0 0 TELETECH HOLDINGS INC COM 879939106 1,459.10 162,300 SH SOLE 3 162,300 0 0 TELETECH HOLDINGS INC COM 879939106 349.70 38,900 SH OTH 3 3,700 0 35,200 TELLABS INC. COM 879664100 6,036.17 311,464 SH PUT 2 311,464 TELLABS INC. COM 879664100 6,893.70 355,712 SH PUT 2 355,712 TELLABS INC. COM 879664100 639.50 33,000 SH SHD 1 33,000 0 0 TELLABS INC. COM 879664100 27,025.20 1,394,489 SH SOLE 3 1,352,289 0 42,200 TELLABS INC. COM 879664100 5,980.70 308,600 SH OTH 3 22,100 0 0 TELLIUM INC COM 87967E107 29.10 1,600 SH SOLE 3 1,600 0 0 TELMOS - PREFERENCE D COM 009154447 0.00 172,662 SH OTH 3 0 0 0 TEMPLE INLAND INC COM 879868107 393.10 7,377 SH SOLE 3 7,377 0 0 TEMPLE INLAND INC COM 879868107 16.00 300 SH OTH 3 300 0 0 TENET HEALTHCARE CORP COM 88033G100 29,818.00 577,980 SH SOLE 3 574,680 0 3,300 TENET HEALTHCARE CORP COM 88033G100 267.00 5,176 SH OTH 3 5,176 0 0 TENET HEALTHCARE CORP COM 88033G100 207.74 4,026 SH 2 4,026 TENFOLD CORP COM 88033A103 88.30 205,400 SH SOLE 3 205,400 0 0 TENNANT CO COM 880345103 202.90 5,073 SH SOLE 3 5,073 0 0 TENNECO AUTOMOTIVE INC COM 880349105 35.90 11,000 SH SOLE 3 11,000 0 0 TEPPCO PARTNERS L.P. COM 872384102 65,233.54 2,222,608 SH 2 2,222,608 TEPPCO PARTNERS L.P. COM 872384102 30,416.40 1,036,334 SH 2 1,036,334 TERADYNE INC COM 880770102 1,235.50 35,300 SH 2 35,300 TERADYNE INC COM 880770102 11,640.69 332,591 SH 2 332,591 TERADYNE INC COM 880770102 6,044.50 172,700 SH SOLE 4 172,700 TERADYNE INC COM 880770102 239.80 6,850 SH SOLE 3 6,850 0 0 TERADYNE INC COM 880770102 33.40 954 SH OTH 3 954 0 0 TERAFORCE TECHNOLOGY CORP COM 88077T109 14.06 37,000 SH 2 37,000 TERAGLOBAL COMMUNICATIONS CO COM 880771100 6.50 13,000 SH 2 13,000 TERAYON COMMUNICATION COM 880775101 160.10 26,160 SH 2 26,160 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 666.50 108,902 SH SOLE 3 108,902 0 0 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 49.60 8,100 SH OTH 3 8,100 0 0 TEREX CORP (NEW) COM 880779103 1,668.50 78,701 SH SOLE 3 78,701 0 0 TEREX CORP (NEW) COM 880779103 84.80 4,000 SH OTH 3 4,000 0 0 TERRA INDUSTRIES INC COM 880915103 31.20 8,000 SH SOLE 3 8,000 0 0 TERRA NETWORKS, S.A. ADR COM 88100W103 0.00 1 SH SOLE 3 1 0 0 TERREMARK WORLDWIDE, INC COM 881448104 30.60 20,000 SH 2 20,000 TERREMARK WORLDWIDE, INC COM 881448104 49.73 32,500 SH 2 32,500 TESORO PETROLEUM CO COM 881609101 4,422.70 351,006 SH SOLE 3 351,006 0 0 TESORO PETROLEUM CO COM 881609101 831.10 65,960 SH OTH 3 13,160 0 52,800 TETRA TECH INC (NEW) COM 88162G103 1,505.30 55,341 SH SOLE 3 55,341 0 0 TETRA TECH INC (NEW) COM 88162G103 68.00 2,500 SH OTH 3 2,500 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 6,187.30 253,058 SH SOLE 3 253,058 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 83.40 3,412 SH OTH 3 3,412 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 2,687.00 43,130 SH SOLE 3 43,130 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 14,741.40 236,620 SH OTH 3 1,600 0 0 TEXACO INC COM 881694103 6,509.55 97,653 SH 2 97,653 TEXACO INC COM 881694103 13,798.02 206,991 SH 2 206,991 TEXACO INC COM 881694103 965.70 14,500 SH SHD 1 14,500 0 0 TEXACO INC COM 881694103 82,500.70 1,238,730 SH SOLE 3 1,125,148 0 111,300 TEXACO INC COM 881694103 15,242.50 228,685 SH OTH 3 27,585 0 0 TEXAS BIOTECHNOLOGY CORP COM 88221T104 283.20 33,800 SH SOLE 3 33,800 0 0 TEXAS INDUSTRIES INC COM 882491103 189.00 5,496 SH SOLE 3 5,496 0 0 TEXAS INSTRUMENTS INC. COM 882508104 6,621.13 207,559 SH 2 207,559 TEXAS INSTRUMENTS INC. COM 882508104 16,191.77 507,579 SH 2 507,579 TEXAS INSTRUMENTS INC. CLL 882508104 205.00 50,000 SH CLL 2 50,000 TEXAS INSTRUMENTS INC. COM 882508104 3,253.96 102,005 SH SOLE 4 102,005 TEXAS INSTRUMENTS INC. COM 882508104 140,225.70 4,448,157 SH SOLE 3 4,065,867 0 377,790 TEXAS INSTRUMENTS INC. COM 882508104 14,064.30 441,213 SH OTH 3 68,527 0 21,670 TEXAS REGIONAL BANCSHARES-A COM 882673106 1,601.90 39,760 SH SOLE 3 39,760 0 0 TEXTRON INC.DEL. COM 883203101 858.62 15,600 SH 2 15,600 TEXTRON INC.DEL. COM 883203101 325.20 5,908 SH SOLE 3 5,908 0 0 TEXTRON INC.DEL. COM 883203101 102.90 1,870 SH OTH 3 1,870 0 0 THE BOSTON BEER CO.,INC. CL-A COM 100557107 5,785.00 671,110 SH SOLE 3 671,110 0 0 THE CATO CORP CLASS A COM 149205106 3,252.00 166,600 SH SOLE 3 166,600 0 0 THE CATO CORP CLASS A COM 149205106 70.30 3,600 SH OTH 3 3,600 0 0 THE FIRST AMERICAN CORP COM 318522307 2,566.40 135,500 SH SOLE 3 135,500 0 0 THE FIRST AMERICAN CORP COM 318522307 53.00 2,800 SH OTH 3 2,800 0 0 THE GAP INC COM 364760108 7,236.00 249,518 SH SOLE 3 186,618 0 62,900 THE GAP INC COM 364760108 137.60 4,746 SH OTH 3 4,746 0 0 THE GOLDMAN SACHS GRP, INC. COM 38141G104 147,647.04 1,720,828 SH 2 1,720,828 THE GOLDMAN SACHS GRP, INC. COM 38141G104 191,338.12 2,230,048 SH 2 2,230,048 THE GOLDMAN SACHS GRP, INC. COM 38141G104 19,078.49 222,360 SH SOLE 4 222,360 THE GOLDMAN SACHS GRP, INC. 5/25/07 1.0 CNV 9FI502HK2 2,561.59 3,175,000 SH SOLE 4 3,175,000 THE GOLDMAN SACHS GRP,INC. 11/1/05 .75 CNV 9FI503JC6 6,531.70 7,750,000 SH SOLE 4 7,750,000 THE JOHN NUVEEN CO COM 478035108 8,347.70 147,356 SH SOLE 3 147,356 0 0 THE JOHN NUVEEN CO COM 478035108 2,347.50 41,438 SH OTH 3 3,538 0 37,900 THE LEATHER FACTORY INC COM 522126101 40.28 19,000 SH 2 19,000 THE MONY GRP INC. COM 615337102 616.00 15,350 SH 2 15,350 THE PEPSI BOTTLING GRP,INC COM 713409100 320.80 8,000 SH 2 8,000 THE SCOTTS CO COM 810186106 683.93 16,500 SH 2 16,500 THE SCOTTS CO COM 810186106 8,750.50 211,110 SH SOLE 3 211,110 0 0 THE SCOTTS CO COM 810186106 1,533.70 37,000 SH OTH 3 3,600 0 33,400 THE SOUTHERN CO. COM 842587107 311.55 13,400 SH 2 13,400 THE SOUTHERN CO. COM 842587107 6,432.28 276,657 SH 2 276,657 THE SOUTHERN CO. COM 842587107 7,336.60 315,552 SH SOLE 3 306,752 0 8,800 THE SOUTHERN CO. COM 842587107 147.20 6,330 SH OTH 3 6,330 0 0 THE TITAN CORP COM 888266103 4,310.90 188,251 SH SOLE 3 186,951 0 0 THE TITAN CORP COM 888266103 595.20 25,990 SH OTH 3 3,190 0 22,800 THE TOPPS COMPANY INC COM 890786106 2,232.80 191,000 SH SOLE 3 191,000 0 0 THE TOPPS COMPANY INC COM 890786106 588.00 50,300 SH OTH 3 3,500 0 46,800 THE TOWN & COUNTRY TRUST COM 892081100 1,416.72 69,447 SH 2 69,447 THE TOWN & COUNTRY TRUST COM 892081100 1,396.38 68,450 SH 2 68,450 THE TOWN & COUNTRY TRUST COM 892081100 14.30 700 SH SOLE 3 700 0 0 THE TOWN & COUNTRY TRUST COM 892081100 4.50 220 SH OTH 3 220 0 0 THE VIALINK CO COM 92552Q101 100.30 62,700 SH SOLE 3 62,700 0 0 THERMA WAVE INC COM 88343A108 915.40 48,000 SH SOLE 3 48,000 0 0 THERMA WAVE INC COM 88343A108 34.30 1,800 SH OTH 3 1,800 0 0 THERMA-WAVE INC COM 88343A108 2,606.91 136,702 SH 2 136,702 THERMO ELECTRON CONV CNV 883556AF9 1,948.51 2,035,000 SH 2 2,035,000 THERMO ELECTRON CONV CNV 883556AF9 983.83 1,027,500 SH 2 1,027,500 THERMO ELECTRON CORP. 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STEWART & CO., LTD. COM G84922106 247.45 10,100 SH 2 10,100 W.R. GRACE & CO. (NEW) COM 38388F108 249.70 142,700 SH SOLE 3 142,700 0 0 WABASH NATIONAL CORP. COM 929566107 4,099.10 338,768 SH SOLE 3 338,768 0 0 WABASH NATIONAL CORP. COM 929566107 47.30 3,913 SH OTH 3 3,913 0 0 WABTEC CORP COM 929740108 188.43 12,562 SH 2 12,562 WABTEC CORP COM 929740108 790.50 52,700 SH SOLE 3 52,700 0 0 WABTEC CORP COM 929740108 42.00 2,800 SH OTH 3 2,800 0 0 WACHOVIA CORP NEW COM 929771103 382.79 5,380 SH 2 5,380 WACHOVIA CORP NEW COM 929771103 6,634.10 93,241 SH 2 93,241 WACHOVIA CORP NEW COM 929771103 7,163.60 100,683 SH SOLE 3 94,783 0 5,900 WACHOVIA CORP NEW COM 929771103 150.60 2,116 SH OTH 3 2,116 0 0 WACKENHUT CORP. SER-A COM 929794105 1,255.80 72,800 SH SOLE 3 72,800 0 0 WACKENHUT CORP. SER-A COM 929794105 82.80 4,800 SH OTH 3 4,800 0 0 WACKENHUT CORRECTIONS CORP COM 929798106 4,030.80 307,694 SH SOLE 3 307,694 0 0 WACKENHUT CORRECTIONS CORP COM 929798106 58.20 4,443 SH OTH 3 4,443 0 0 WADDELL & REED FINANCIAL INC COM 930059100 567.66 17,879 SH PUT 2 17,879 WADDELL & REED FINANCIAL INC COM 930059100 445.50 14,030 SH SOLE 3 14,030 0 0 WADDELL & REED FINANCIAL INC COM 930059100 622.60 19,608 SH OTH 3 1,108 0 18,500 WAL MART STORES INC COM 931142103 317,595.67 6,508,108 SH 2 6,508,108 WAL MART STORES INC COM 931142103 175,690.98 3,600,225 SH 2 3,600,225 WAL MART STORES INC COM 931142103 8,384.82 171,820 SH SOLE 4 171,820 WAL MART STORES INC COM 931142103 3,528.20 72,300 SH SHD 1 72,300 0 0 WAL MART STORES INC COM 931142103 627,751.20 12,863,755 SH SOLE 3 11,472,195 0 1,385,360 WAL MART STORES INC COM 931142103 80,690.80 1,653,501 SH OTH 3 298,600 0 65,260 WALGREEN CO COM 931422109 3,888.54 112,842 SH 2 112,842 WALGREEN CO PUT 931422109 54.75 30,000 SH PUT 2 30,000 WALGREEN CO COM 931422109 1,563.14 45,361 SH 2 45,361 WALGREEN CO COM 931422109 969.90 28,400 SH SHD 1 28,400 0 0 WALGREEN CO COM 931422109 325,030.60 9,514,515 SH SOLE 3 9,007,075 0 505,940 WALGREEN CO COM 931422109 25,219.00 732,937 SH OTH 3 245,060 0 71,300 WALLACE COMPUTER SVCS. COM 932270101 1,234.00 74,607 SH SOLE 3 74,607 0 0 WALLACE COMPUTER SVCS. COM 932270101 954.40 57,700 SH OTH 3 0 0 57,700 WALT DISNEY CO (HOLDING CO) COM 254687106 2,025.20 70,100 SH SHD 1 70,100 0 0 WALT DISNEY CO (HOLDING CO) COM 254687106 179,041.40 6,197,349 SH SOLE 3 5,978,379 0 215,420 WALT DISNEY CO (HOLDING CO) COM 254687106 26,189.80 906,534 SH OTH 3 159,881 0 9,200 WALTER INDS INC (NEW) COM 93317Q105 238.00 20,000 SH 2 20,000 WALTER INDS INC (NEW) COM 93317Q105 15.50 1,300 SH SOLE 3 1,300 0 0 WASAU MOSINEE PAPER CORP COM 943315101 653.50 50,700 SH SOLE 3 50,700 0 0 WASHINGTON FEDERAL INC COM 938824109 8,416.90 343,265 SH SOLE 3 343,265 0 0 WASHINGTON FEDERAL INC COM 938824109 125.80 5,131 SH OTH 3 5,131 0 0 WASHINGTON GRP INTERNATIONAL INC. COM 938862109 4.20 57,330 SH SOLE 3 57,330 0 0 WASHINGTON GRP INTERNATIONAL INC. COM 938862109 0.00 470 SH OTH 3 470 0 0 WASHINGTON MUTUAL INC COM 939322103 435.28 11,592 SH 2 11,592 WASHINGTON MUTUAL INC COM 939322103 3,156.10 84,050 SH SHD 1 84,050 0 0 WASHINGTON MUTUAL INC COM 939322103 119,081.50 3,171,280 SH SOLE 3 3,135,480 0 35,800 WASHINGTON MUTUAL INC COM 939322103 24,111.30 642,112 SH OTH 3 75,562 0 0 WASHINGTON POST CO CL B COM 939640108 2,812.60 4,900 SH 2 4,900 WASHINGTON POST CO CL B COM 939640108 358.80 625 SH SOLE 3 625 0 0 WASHINGTON POST CO CL B COM 939640108 223.90 390 SH OTH 3 390 0 0 WASHINGTON REAL ESTATE INVT TR COM 939653101 524.80 22,200 SH SOLE 3 22,200 0 0 WASHINGTON TR BANCORP INC COM 940610108 13.20 600 SH SOLE 3 600 0 0 WASTE CONNECTIONS INC COM 941053100 16,867.60 468,545 SH SOLE 3 468,545 0 0 WASTE CONNECTIONS INC COM 941053100 1,054.80 29,300 SH OTH 3 0 0 29,300 WASTE HOLDINGS INC COM 941057101 6,192.50 814,800 SH SOLE 3 814,800 0 0 WASTE MANAGEMENT INC COM 94106L109 2,391.02 77,580 SH 2 77,580 WASTE MANAGEMENT INC SUB NT 2/1/02 4.0 CNV 94106LAA7 699.35 710,000 SH SOLE 4 710,000 WASTE MANAGEMENT INC. 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COM 974280109 5.20 200 SH SOLE 3 200 0 0 WINNEBAGO INDS INC COM 974637100 3,554.70 115,600 SH SOLE 3 115,600 0 0 WINNEBAGO INDS INC COM 974637100 811.80 26,400 SH OTH 3 3,100 0 23,300 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 408.33 39,000 SH 2 39,000 WINTRUST FINL CORP COM 97650W108 648.60 26,100 SH SOLE 3 26,100 0 0 WINTRUST FINL CORP COM 97650W108 29.80 1,200 SH OTH 3 1,200 0 0 WIPRO LTD-ADR COM 97651M109 53.20 1,900 SH OTH 3 1,900 0 0 WIRELESS FACILITIES INC COM 97653A103 221.18 34,027 SH 2 34,027 WIRELESS TELECOM GRP INC COM 976524108 41.86 14,000 SH 2 14,000 WISCONSIN CENTRAL TRANSPORTATN COM 976592105 2,651.00 158,459 SH SOLE 3 158,459 0 0 WISCONSIN CENTRAL TRANSPORTATN COM 976592105 67.40 4,026 SH OTH 3 4,026 0 0 WISCONSIN ENERGY CORP(HLDG CO) COM 976657106 4.80 200 SH SOLE 3 200 0 0 WIT SOUNDVIEW GRP INC COM 977383108 181.56 99,212 SH 2 99,212 WITNESS SYSTEMS INC COM 977424100 13,547.60 1,232,721 SH SOLE 3 1,229,521 0 3,200 WITNESS SYSTEMS INC COM 977424100 796.20 72,450 SH OTH 3 30,450 0 42,000 WJ COMMUNICATIONS INC COM 929284107 32.60 7,000 SH SOLE 3 7,000 0 0 WM WRIGLEY JR CO DEL COM 982526105 1,902.11 40,600 SH 2 40,600 WM WRIGLEY JR CO DEL COM 982526105 182,293.90 3,891,012 SH SOLE 3 3,820,612 0 70,400 WM WRIGLEY JR CO DEL COM 982526105 8,420.40 179,731 SH OTH 3 127,151 0 37,500 WMS INDS INC COM 929297109 1,536.00 47,745 SH SOLE 3 47,745 0 0 WMS INDS INC COM 929297109 508.30 15,800 SH OTH 3 0 0 15,800 WOLVERINE TUBE INC COM 978093102 7,639.10 461,021 SH SOLE 3 461,021 0 0 WOLVERINE TUBE INC COM 978093102 110.40 6,663 SH OTH 3 6,663 0 0 WOODHEAD INDUSTRIES INC COM 979438108 54.40 3,200 SH SOLE 3 3,200 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 3,110.40 36,875 SH SOLE 3 36,875 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 50.60 600 SH OTH 3 600 0 0 WORLD ACCESS INC COM 98141A101 3.80 88,585 SH SOLE 3 87,800 0 785 WORLD ACCESS INC COM 98141A101 0.50 14,211 SH OTH 3 4,000 0 10,211 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 1,137.10 82,400 SH SOLE 3 82,400 0 0 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 634.80 46,000 SH OTH 3 3,300 0 42,700 WORLDCOM INC - WORLDCOM GRP COM 98157D106 18,678.99 1,315,422 SH 2 1,315,422 WORLDCOM INC - WORLDCOM GRP COM 98157D106 21,641.06 1,524,018 SH 2 1,524,018 WORLDCOM INC - WORLDCOM GRP COM 98157D106 1,881.63 132,509 SH SOLE 4 132,509 WORLDCOM INC - WORLDCOM GRP COM 98157D106 225.50 15,881 SH SHD 1 15,881 0 0 WORLDCOM INC - WORLDCOM GRP COM 98157D106 106,453.60 7,496,736 SH SOLE 3 7,232,861 0 261,075 WORLDCOM INC - WORLDCOM GRP COM 98157D106 17,950.00 1,264,087 SH OTH 3 107,528 0 10,750 WORLDCOM INC - MCI GRP COM 98157D304 1,733.05 107,643 SH 2 107,643 WORLDCOM INC - MCI GRP COM 98157D304 1,258.52 78,169 SH 2 78,169 WORLDCOM INC - MCI GRP COM 98157D304 10.20 635 SH SHD 1 635 0 0 WORLDCOM INC - MCI GRP COM 98157D304 3,603.70 223,835 SH SOLE 3 215,305 0 8,530 WORLDCOM INC - MCI GRP COM 98157D304 33.00 2,053 SH OTH 3 880 0 144 WORTHINGTON INDUSTRIES COM 981811102 946.60 69,600 SH SOLE 3 69,600 0 0 WORTHINGTON INDUSTRIES COM 981811102 85.70 6,300 SH OTH 3 6,300 0 0 WP CAREY & CO LLC COM 92930Y107 31.40 1,700 SH SOLE 3 1,700 0 0 WPP GRP PLC ADR COM 929309300 226.73 4,512 SH 2 4,512 WPP GRP PLC ADR COM 929309300 326.22 6,492 SH 2 6,492 WPP GRP PLC ADR COM 929309300 4.20 83 SH SOLE 3 83 0 0 WPS RESOURCES CORP COM 92931B106 189.20 5,367 SH SOLE 3 5,367 0 0 WPS RESOURCES CORP COM 92931B106 507.60 14,400 SH OTH 3 0 0 14,400 WTS/CEMEX S.A.DE CV WTS 151290871 77.27 33,236 SH 2 33,236 WTS/NEXELL THERAPEUTICS INC WTS 65332H112 25.75 16,667 SH 2 16,667 WYNDHAM INTERNATIONAL CL-A COM 983101106 55.25 22,098 SH 2 22,098 WYNDHAM INTL COM 983101106 5,219.30 2,087,728 SH SOLE 3 2,087,728 0 0 WYNDHAM INTL COM 983101106 117.20 46,900 SH OTH 3 46,900 0 0 XCEL ENERGY INC COM 98389B100 289.22 10,166 SH 2 10,166 XCEL ENERGY INC. COM 98389B100 47.10 1,657 SH SOLE 3 1,657 0 0 XCEL ENERGY INC. COM 98389B100 7.30 255 SH OTH 3 255 0 0 XEROX CORP COM 984121103 347.20 36,281 SH SOLE 3 36,281 0 0 XEROX CORP COM 984121103 22.40 2,336 SH OTH 3 2,336 0 0 XEROX CORP COM 984121103 298.64 31,206 SH 2 31,206 XEROX CORP COM 984121103 600.22 62,719 SH 2 62,719 XICOR INC COM 984903104 494.80 44,700 SH SOLE 3 44,700 0 0 XICOR INC COM 984903104 35.40 3,200 SH OTH 3 3,200 0 0 XILINX INC COM 983919101 384.98 9,335 SH 2 9,335 XILINX INC CLL 983919101 103.00 20,000 SH CLL 2 20,000 XILINX INC COM 983919101 107,346.10 2,602,961 SH SOLE 3 2,534,771 0 68,190 XILINX INC COM 983919101 3,871.30 93,872 SH OTH 3 45,472 0 10,900 XL CAPITAL LTD CL A COM G98255105 470.02 5,725 SH 2 5,725 XL CAPITAL LTD CL A COM G98255105 2,808.64 34,210 SH 2 34,210 XL CAPITAL LTD CL A COM G98255105 37,102.80 451,922 SH SOLE 3 341,370 0 106,700 XL CAPITAL LTD CL A COM G98255105 1,177.80 14,346 SH OTH 3 14,346 0 0 XM SATELLITE RADIO HLDGS INC COM 983759101 1,134.00 70,000 SH 2 70,000 XM SATELLITE RADIO HLDGS INC COM 983759101 1,245.80 76,900 SH SOLE 3 76,900 0 0 XM SATELLITE RADIO HLDGS INC COM 983759101 47.00 2,900 SH OTH 3 2,900 0 0 XO COMMUNICATIONS INC. 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COM 984332106 4,004.90 200,345 SH OTH 3 30,770 0 3,775 YELLOW CORP COM 985509108 3,192.40 168,200 SH SOLE 3 168,200 0 0 YELLOW CORP COM 985509108 911.00 48,000 SH OTH 3 6,300 0 41,700 YORK INTERNATIONAL CORP NEW COM 986670107 4,923.80 140,600 SH SOLE 3 140,600 0 0 YORK INTERNATIONAL CORP NEW COM 986670107 2,482.90 70,900 SH OTH 3 4,700 0 14,200 YOUNG BROADCASTING INC CL A COM 987434107 302.22 9,000 SH 2 9,000 YOUNG BROADCASTING INC CL A COM 987434107 70.50 2,100 SH SOLE 3 2,100 0 0 Z TEL TECHNOLOGIES INC COM 988792107 44.55 29,703 SH 2 29,703 ZALE CORP (NEW) COM 988858106 586.00 17,390 SH SOLE 3 17,390 0 0 ZALE CORP (NEW) COM 988858106 624.60 18,534 SH OTH 3 1,134 0 17,400 ZEBRA TECHNOLOGIES INC COM 989207105 886.50 18,048 SH SOLE 3 18,048 0 0 ZENITH NATIONAL INS CORP COM 989390109 17,138.40 634,754 SH SOLE 3 634,754 0 0 ZENITH NATIONAL INS CORP COM 989390109 271.00 10,037 SH OTH 3 10,037 0 0 ZIONS BANCORP COM 989701107 1,951.48 33,076 SH 2 33,076 ZIONS BANCORP COM 989701107 2,677.66 45,384 SH 2 45,384 ZIONS BANCORP COM 989701107 12,288.30 208,277 SH SOLE 3 196,277 0 12,000 ZIONS BANCORP COM 989701107 191.30 3,242 SH OTH 3 3,242 0 0 ZIXIT CORP COM 98974P100 385.22 42,100 SH 2 42,100 ZIXIT CORP COM 98974P100 143.70 15,700 SH SOLE 3 15,700 0 0 ZIXIT CORP COM 98974P100 12.00 1,310 SH OTH 3 1,310 0 0 ZOLL MEDICAL CORP COM 989922109 249.80 9,100 SH SOLE 3 9,100 0 0 ZOMAX INC /MN COM 989929104 561.30 63,000 SH SOLE 3 63,000 0 0 ZOMAX INC /MN COM 989929104 33.90 3,800 SH OTH 3 3,800 0 0 ZYGO CORP COM 989855101 1,276.00 57,348 SH SOLE 3 57,348 0 0 ZYGO CORP COM 989855101 547.40 24,600 SH OTH 3 1,400 0 23,200
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