-----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, AGJyEMbryDUcWNXXJ6JT/zTC1RhS0xGQwm0q1GS7mtaO0F1XaDM8yKJNyJLRBG22 4H7cM+qkYYl4FIfBeJT9Qg== 0000769993-01-000254.txt : 20010223 0000769993-01-000254.hdr.sgml : 20010223 ACCESSION NUMBER: 0000769993-01-000254 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001231 FILED AS OF DATE: 20010214 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: SEC FILE NUMBER: 028-04981 FILM NUMBER: 1546018 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 0001.txt FORM 13F HOLDINGS REPORT ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended December 31, 2000 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Goldman Sachs Group, Inc. (The) - -------------------------------------------------------------------------------- Name of Institutional Investment Manager 85 Broad St. New York NY 10004 - -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-4981 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Hans L. Reich Vice President, Director of Compliance (212) 902-4093 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Hans L. Reich ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York NY, February 14, 2001 ------------------------------------------ (Place and Date of Signing) Report Type: [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: 5 Number of Other Included Managers: ____________ 6,081 Form 13F Information Table Entry Total: _____________ 86,213,180.62 Form 13F Information Table Value Total: $____________ (thousands) Information for which The Goldman Sachs Group, Inc. is requesting confidential treatment has been omitted and filed separately with the Commission. List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: ------------- ------------------------------------------ 1. 28-05158 Amalgatrust ------------- ------------------------------------------ 2. 28-04981 Goldman, Sachs & Co. ------------- ------------------------------------------ 3. Goldman, Sachs Asset Management ------------- ------------------------------------------ 4. 28-05111 Goldman, Sachs & Co. Bank ------------- ------------------------------------------ 5. 28-02255 Spear, Leeds & Kellogg ------------- ------------------------------------------ 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 ROCHE HLDNG INC0.25 3/25/05SER B BR CNV 9EQ0022U1 1,308.69 149,460,000 SH SOLE 4 149,460,000 1-800 CONTACTS, INC. COM 681977104 930.31 32,500 SH SOLE 2 32,500 1-800-FLOWERS.COM COM 68243Q106 72.35 17,540 SH SOLE 2 17,540 1-800-FLOWERS.COM COM 68243Q106 536.25 130,000 SH SOLE 2 130,000 24/7 MEDIA INC COM 901314104 31.75 59,768 SH SOLE 2 59,768 360NETWORKS COM 88575T205 317.35 24,890 SH SOLE 2 24,890 360NETWORKS VENTURE CAPITAL INVESTMENT COM USVC03930 2,050.00 400,000 SH SOLE 3 400,000 0 0 3COM CORP COM 885535104 13.60 1,600 SH OTH 3 1,600 0 0 3COM CORP COM 885535104 147.31 17,330 SH SOLE 2 17,330 3COM CORP COM 885535104 1,420.32 167,097 SH SOLE 2 167,097 3COM CORP COM 885535104 8,327.30 979,683 SH SOLE 3 920,383 0 54,400 3DO CO. COM 88553W105 21.30 8,100 SH SOLE 3 0 0 8,100 7 24 SOLUTIONS COM 81788Q100 33.40 2,000 SH SOLE 3 0 0 2,000 99 CENTS ONLY STORES COM 65440K106 34,194.10 1,249,099 SH SOLE 3 1,249,099 0 0 A SCHULMAN INC COM 808194104 843.00 73,300 SH SOLE 3 73,300 0 0 A T & T WIRELESS COM 001957406 138.50 8,000 SH SHD 1 8,000 0 0 A T & T WIRELESS COM 001957406 159.30 9,200 SH OTH 3 7,000 0 0 A T & T WIRELESS COM 001957406 39,694.10 2,292,800 SH SOLE 3 2,237,000 0 29,700 A.O. SMITH CORP (DEL) COM 831865209 1,585.10 92,900 SH SOLE 3 92,900 0 0 AAIPHARMA INC COM 00252W104 5,832.80 572,549 SH SOLE 3 572,549 0 0 AAIPHARMA INC COM 00252W104 23,205.41 2,277,832 SH SOLE 2 2,277,832 AAR CORP COM 000361105 243.03 19,250 SH SOLE 2 19,250 AAR CORP COM 000361105 1,363.50 108,000 SH SOLE 2 108,000 AAR CORP COM 000361105 1,993.50 157,900 SH SOLE 3 157,900 0 0 AARON RENTS INC COM 002535201 16,293.10 1,158,620 SH SOLE 3 954,900 0 203,720 ABBOTT LABORATORIES COM 002824100 1,656.60 34,200 SH SHD 1 34,200 0 0 ABBOTT LABORATORIES COM 002824100 15,806.61 326,330 SH SOLE 4 326,330 ABBOTT LABORATORIES COM 002824100 31,297.50 646,141 SH OTH 3 57,500 0 0 ABBOTT LABORATORIES COM 002824100 252,966.40 5,222,533 SH SOLE 3 5,060,233 0 139,100 ABBOTT LABORATORIES COM 002824100 294,470.02 6,079,381 SH SOLE 2 6,079,381 ABBOTT LABORATORIES COM 002824100 358,078.14 7,392,581 SH SOLE 2 7,392,581 ABERCROMBIE & FITCH CO. COM 002896207 162.00 8,100 SH OTH 3 6,200 0 0 ABERCROMBIE & FITCH CO. COM 002896207 272.00 13,600 SH SHD 1 13,600 0 0 ABERCROMBIE & FITCH CO. COM 002896207 289.76 14,488 SH SOLE 2 14,488 ABERCROMBIE & FITCH CO. COM 002896207 1,206.24 60,312 SH SOLE 2 60,312 ABERCROMBIE & FITCH CO. COM 002896207 12,502.00 625,100 SH SOLE 3 611,500 0 10,400 ABGENIX INC COM 00339B107 272.63 4,616 SH SOLE 2 4,616 ABGENIX INC COM 00339B107 738.30 12,500 SH OTH 3 0 0 12,500 ABGENIX INC COM 00339B107 2,338.90 39,600 SH SOLE 3 39,300 0 300 ABITIBI-CONSOLIDATED INC COM 003924107 17.50 1,900 SH OTH 3 1,900 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 378.50 41,200 SH SOLE 3 38,100 0 0 ABM INDUSTRIES INC COM 000957100 28,790.60 940,100 SH SOLE 3 727,300 0 211,600 ABOUT.COM INC COM 003736105 140.10 5,200 SH OTH 3 0 0 5,200 ABOUT.COM INC COM 003736105 256.80 9,533 SH SOLE 2 9,533 ABOUT.COM INC COM 003736105 447.20 16,600 SH SOLE 3 16,400 0 0 ACACIA RESH CORP COM 003881109 74.80 4,200 SH SOLE 3 4,200 0 0 ACCELERATED NETWORKS COM 00429P107 57.00 20,500 SH SOLE 3 0 0 20,500 ACCREDO HEALTH INC COM 00437V104 145.50 2,900 SH SOLE 3 2,900 0 0 ACCRUE SOFTWARE INC COM 00437W102 44.20 17,667 SH SOLE 3 17,667 0 0 ACE LTD COM G0070K103 21.20 500 SH SOLE 3 500 0 0 ACLARA BIOSCIENCES INC COM 00461P106 217.50 20,000 SH SOLE 2 20,000 ACNIELSEN CORP COM 004833109 1,431.90 39,500 SH OTH 3 0 0 39,500 ACNIELSEN CORP COM 004833109 4,191.70 115,632 SH SOLE 3 88,232 0 26,700 ACORN PRODUCTS INC COM 004857108 13.34 42,700 SH SOLE 2 42,700 ACT MANUFACTURING INC COM 000973107 26.80 1,700 SH SOLE 3 1,700 0 0 ACTEL CORP. COM 004934105 1,475.40 61,000 SH SOLE 3 56,700 0 4,000 ACTION PERFORMANCE COS INC COM 004933107 142.50 60,000 SH SOLE 2 60,000 ACTIVCARD SA ADR COM 00505N109 4.00 300 SH SOLE 3 0 0 300 ACTIVE POWER INC COM 00504W100 709.13 32,325 SH SOLE 2 32,325 ACTIVE POWER INC COM 00504W100 17,275.69 787,496 SH SOLE 2 787,496 ACTUANT CORP COM 00508X104 20.10 6,700 SH SOLE 3 3,700 0 3,000 ACTUATE CORP COM 00508B102 6,308.30 329,844 SH SOLE 3 321,444 0 7,600 ACTUATE CORP COM 00508B102 262.85 13,744 SH SOLE 2 13,744 ACTV INC. (NEW) COM 00088E104 165.80 39,000 SH SOLE 3 0 0 39,000 ACXIOM CORP COM 005125109 1,339.50 34,400 SH OTH 3 0 0 34,400 ACXIOM CORP COM 005125109 3,597.80 92,400 SH SOLE 3 89,300 0 3,100 ADAPTEC INC COM 00651F108 1.00 100 SH SOLE 3 100 0 0 ADAPTEC INC COM 00651F108 215.25 21,000 SH SOLE 2 21,000 ADAPTIVE BROADBAND CORP COM 00650M104 245.00 40,000 SH SOLE 3 18,900 0 20,500 ADC TELECOMMUNICATIONS INC COM 000886101 503.90 27,800 SH SHD 1 27,800 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 571.74 31,544 SH SOLE 2 31,544 ADC TELECOMMUNICATIONS INC COM 000886101 8,070.00 445,242 SH OTH 3 24,300 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 5,422.44 299,169 SH SOLE 2 299,169 ADC TELECOMMUNICATIONS INC COM 000886101 52,722.50 2,908,830 SH SOLE 3 2,829,730 0 60,700 ADECCO SA COM 006754105 448.09 5,730 SH SOLE 2 5,730 ADELPHIA BUSINESS SOLUTIONS COM 006847107 6.00 1,400 SH SOLE 3 0 0 1,400 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 3,056.15 59,199 SH SOLE 2 59,199 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 15,354.62 297,426 SH SOLE 2 297,426 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 40,948.90 793,200 SH SOLE 3 630,400 0 162,800 ADEPT TECHNOLOGY INC COM 006854103 278.40 19,200 SH SOLE 3 17,200 0 2,000 ADMINISTAFF INC COM 007094105 84.30 3,100 SH SOLE 3 3,100 0 0 ADOBE SYSTEMS INC COM 00724F101 605.15 10,400 SH SOLE 2 10,400 ADOBE SYSTEMS INC COM 00724F101 3,222.50 55,382 SH OTH 3 400 0 0 ADOBE SYSTEMS INC COM 00724F101 41,570.30 714,420 SH SOLE 3 702,920 0 9,300 ADOLPH COORS CO CL B COM 217016104 240.94 3,000 SH SOLE 2 3,000 ADOLPH COORS CO CL B COM 217016104 1,760.20 21,917 SH OTH 3 1,500 0 0 ADOLPH COORS CO CL B COM 217016104 3,014.50 37,535 SH SOLE 3 36,235 0 1,300 ADTRAN INC COM 00738A106 1,156.00 54,400 SH SOLE 3 45,400 0 7,600 ADVANCED DIGITAL INFO CORP COM 007525108 1,336.30 58,100 SH SOLE 3 57,500 0 0 ADVANCED ENERGY INDUSTRIES CNV 007973AA8 232.50 300,000 SH SOLE 2 300,000 ADVANCED ENERGY INDUSTRIES INC COM 007973100 3,252.38 144,550 SH SOLE 2 144,550 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 28.90 1,600 SH SHD 1 1,600 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 189.66 10,500 SH SOLE 2 10,500 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1,033.20 57,200 SH OTH 3 2,200 0 26,700 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 5,608.40 310,500 SH SOLE 3 300,100 0 9,200 ADVANCED MARKETING SERVICES, INC. COM 00753T105 13.90 800 SH SOLE 3 800 0 0 ADVANCED MICRO DEVICES INC COM 007903107 321.80 23,300 SH SHD 1 23,300 0 0 ADVANCED MICRO DEVICES INC COM 007903107 616.04 44,600 SH PUT SOLE 2 44,600 ADVANCED MICRO DEVICES INC COM 007903107 1,928.23 139,600 SH PUT SOLE 2 139,600 ADVANCED MICRO DEVICES INC COM 007903107 4,188.20 303,220 SH OTH 3 27,300 0 0 ADVANCED MICRO DEVICES INC COM 007903107 46,075.00 3,335,750 SH SOLE 3 3,267,250 0 50,600 ADVANCED SEMICONDUCTOR ENG INC COM 00756M503 388.78 113,100 SH SOLE 2 113,100 ADVANCED SEMICONDUCTOR ENG INC COM 00756M503 1,462.31 425,400 SH SOLE 2 425,400 ADVANTA CORP CL A COM 007942105 1,329.80 150,900 SH SOLE 3 150,900 0 0 ADVANTA CORP CL-B COM 007942204 177.53 24,700 SH SOLE 2 24,700 ADVANTICA RESTAURANT GROUP COM 00758B109 15.63 25,000 SH SOLE 2 25,000 ADVENT SOFTWARE INC COM 007974108 1,536.20 38,346 SH SOLE 3 34,346 0 3,600 ADVO INC COM 007585102 869.80 19,600 SH OTH 3 0 0 19,600 ADVO INC COM 007585102 15,868.50 357,600 SH SOLE 3 344,400 0 12,900 AEGON N V AMER REG COM 007924103 1,183.99 28,573 SH SOLE 2 28,573 AEGON N V AMER REG COM 007924103 22,418.30 541,014 SH SOLE 3 541,014 0 0 AEP INDUSTRIES INC COM 001031103 2,815.31 63,000 SH SOLE 2 63,000 AEROFLEX INC COM 007768104 2,165.00 75,100 SH SOLE 3 66,700 0 7,700 AEROVOX INC. COM 00808M105 212.00 106,000 SH SOLE 2 106,000 AES CORP. COM 00130H105 7,510.90 135,637 SH SOLE 2 135,637 AES CORP. COM 00130H105 9,654.90 174,354 SH OTH 3 109,810 0 48,300 AES CORP. COM 00130H105 34,449.73 622,117 SH SOLE 2 622,117 AES CORP. COM 00130H105 467,773.40 8,447,228 SH SOLE 3 4,980,608 0 3,361,830 AETHER SYSTEMS INC COM 00808V105 739.50 18,900 SH OTH 3 600 0 0 AETHER SYSTEMS INC COM 00808V105 6,440.00 164,600 SH SOLE 3 160,000 0 3,600 AETNA INC-NEW COM 00817Y108 1,622.70 39,519 SH OTH 3 4,300 0 0 AETNA INC-NEW COM 00817Y108 4,800.20 116,900 SH SOLE 3 111,900 0 5,000 AETNA U S HEALTHCARE INC COM 00817Y108 4,832.44 117,685 SH SOLE 2 117,685 AFFILIATED COMPUTER SVCS CNV 008190AD2 3,457.60 2,271,000 SH SOLE 2 2,271,000 AFFILIATED COMPUTER SVCS CNV 008190AD2 5,099.61 3,349,500 SH SOLE 2 3,349,500 AFFILIATED COMPUTER SVCS CL A COM 008190100 260.96 4,300 SH SOLE 2 4,300 AFFILIATED COMPUTER SVCS CL A COM 008190100 606.88 10,000 SH SOLE 2 10,000 AFFILIATED COMPUTER SVCS-A COM 008190100 2,888.70 47,600 SH OTH 3 0 0 47,600 AFFILIATED COMPUTER SVCS-A COM 008190100 4,132.80 68,100 SH SOLE 3 59,200 0 8,900 AFFILIATED MANAGERS GROUP COM 008252108 845.10 15,400 SH OTH 3 0 0 15,400 AFFILIATED MANAGERS GROUP COM 008252108 35,245.00 642,278 SH SOLE 3 638,278 0 3,600 AFFILIATED MANAGERS GROUP INC COM 008252108 208.53 3,800 SH SOLE 2 3,800 AFFILIATED MANAGERS GROUP INC COM 008252108 8,998.90 163,989 SH SOLE 2 163,989 AFFYMETRIX INC COM 00826T108 96.80 1,300 SH SOLE 3 1,300 0 0 AFFYMETRIX INC COM 00826T108 424.30 5,700 SH OTH 3 0 0 5,700 AFLAC CORP (NEW) COM 001055102 137.20 1,900 SH SHD 1 1,900 0 0 AFLAC CORP (NEW) COM 001055102 7,256.80 100,527 SH OTH 3 6,050 0 0 AFLAC CORP (NEW) COM 001055102 24,763.90 343,050 SH SOLE 3 290,850 0 49,600 AFLAC INC (NEW) COM 001055102 1,205.53 16,700 SH SOLE 2 16,700 AFLAC INC (NEW) COM 001055102 3,292.33 45,608 SH SOLE 2 45,608 AGCO CORP COM 001084102 495.90 40,900 SH OTH 3 0 0 40,900 AGCO CORP COM 001084102 4,819.70 397,500 SH SOLE 3 387,200 0 9,100 AGENCY.COM LTD COM 008447104 93.40 24,100 SH SOLE 3 6,400 0 17,700 AGILE SOFTWARE CORP COM 00846X105 1,264.35 25,607 SH SOLE 2 25,607 AGILE SOFTWARE INC COM 00846X105 276.50 5,600 SH OTH 3 0 0 5,600 AGILE SOFTWARE INC COM 00846X105 2,226.80 45,100 SH SOLE 3 44,100 0 700 AGILENT TECHNOLOGIES COM 00846U101 3,114.50 56,887 SH OTH 3 900 0 0 AGILENT TECHNOLOGIES COM 00846U101 32,137.40 586,984 SH SOLE 3 568,256 0 12,396 AGILENT TECHNOLOGIES INC. COM 00846U101 3,665.35 66,947 SH SOLE 2 66,947 AGILENT TECHNOLOGIES INC. COM 00846U101 14,697.09 268,440 SH SOLE 2 268,440 AGL RESOURCES INC COM 001204106 353.00 16,000 SH SOLE 2 16,000 AGL RESOURCES INC COM 001204106 1,623.80 73,600 SH SOLE 3 73,600 0 0 AGRIBRANDS INTERNATIONAL COM 00849R105 620.60 11,600 SH OTH 3 0 0 11,600 AGRIBRANDS INTERNATIONAL COM 00849R105 4,306.80 80,500 SH SOLE 3 73,600 0 6,300 AGRIUM INC COM 008916108 5,692.10 389,200 SH SOLE 3 389,200 0 0 AHL SERVICES INC. COM 001296102 14,420.60 1,433,100 SH SOLE 3 1,139,300 0 293,800 AIR NET COMMUNICATIONS CORP COM 00941P106 64.10 9,500 SH SOLE 3 0 0 9,500 AIR PRODUCTS & CHEMICALS INC COM 009158106 7,490.80 182,703 SH OTH 3 18,500 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 26,766.80 652,850 SH SOLE 3 610,150 0 38,800 AIRBORNE INC. COM 009269101 1,834.00 188,100 SH SOLE 3 164,800 0 23,300 AIRGAS INC COM 009363102 94.70 13,900 SH SOLE 3 12,100 0 0 AIRGAS INC COM 009363102 109.00 16,000 SH SOLE 2 16,000 AIRGATE PCS COM 009367103 3.50 100 SH SOLE 3 100 0 0 AK STEEL HOLDING CORP COM 001547108 743.90 85,017 SH OTH 3 0 0 85,017 AK STEEL HOLDING CORP COM 001547108 1,643.70 187,850 SH SOLE 3 160,705 0 26,245 AKAMAI TECHNOLOGIES COM 00971T101 40.00 1,900 SH OTH 3 1,900 0 0 AKAMAI TECHNOLOGIES COM 00971T101 1,596.50 75,800 SH SOLE 3 62,900 0 12,300 AKAMAI TECHNOLOGIES INC COM 00971T101 4,477.59 212,586 SH SOLE 2 212,586 ALABAMA NATL BANCORP DEL COM 010317105 45.20 2,000 SH SOLE 3 0 0 2,000 ALAMOSA PCS HOLDINGS INC COM 011593100 19.20 2,400 SH SOLE 3 0 0 2,400 ALASKA AIR GROUP INC(DEL HLDG) COM 011659109 304.58 10,238 SH SOLE 2 10,238 ALASKA COMM SYSTEMS GROUP COM 01167P101 47.90 6,600 SH SOLE 3 6,600 0 0 ALBANY INTERNATIONAL CORP COM 012348108 18.80 1,400 SH SOLE 3 0 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 671.70 10,900 SH SOLE 3 10,700 0 0 ALBEMARLE CORP COM 012653101 1,391.00 56,200 SH OTH 3 0 0 56,200 ALBEMARLE CORP COM 012653101 5,425.20 219,200 SH SOLE 3 184,700 0 33,700 ALBERTO CULVER CO CL A COM 013068200 378.95 10,400 SH SOLE 2 10,400 ALBERTO CULVER CO CL A COM 013068200 1,925.72 52,850 SH SOLE 2 52,850 ALBERTO CULVER CO CL-B CONV COM 013068101 5,727.40 133,779 SH OTH 3 2,400 0 27,100 ALBERTO CULVER CO CL-B CONV COM 013068101 16,564.20 386,900 SH SOLE 3 362,800 0 23,400 ALBERTSONS INC COM 013104104 205.08 7,739 SH PUT SOLE 2 7,739 ALBERTSONS INC COM 013104104 254.40 9,600 SH SOLE 3 4,400 0 5,200 ALBERTSONS INC COM 013104104 675.75 25,500 SH PUT SOLE 2 25,500 ALBERTSONS INC COM 013104104 875.00 33,020 SH OTH 3 500 0 0 ALCAN ALUMINUM LTD COM 013716105 762.40 22,300 SH SHD 1 22,300 0 0 ALCAN ALUMINUM LTD COM 013716105 7,931.40 231,997 SH OTH 3 8,400 0 0 ALCAN ALUMINUM LTD COM 013716105 28,127.80 822,750 SH SOLE 3 803,650 0 19,100 ALCATEL ALSTHOM SPON ADR COM 013904305 13,193.40 235,860 SH SOLE 3 235,860 0 0 ALCATEL SPON ADR COM 013904305 4,623.12 82,648 SH SOLE 2 82,648 ALCATEL SPON ADR COM 013904305 12,587.00 225,019 SH SOLE 2 225,019 ALCOA INC COM 013817101 6,192.90 184,863 SH OTH 3 12,336 0 0 ALCOA INC COM 013817101 28,091.40 838,550 SH SOLE 3 794,850 0 41,100 ALEXANDER & BALDWIN INC COM 014482103 441.00 16,800 SH OTH 3 0 0 16,800 ALEXANDER & BALDWIN INC COM 014482103 832.10 31,700 SH SOLE 3 28,400 0 3,300 ALEXANDERS INC. COM 014752109 13.50 200 SH SOLE 3 200 0 0 ALEXANDRIA REAL ESTATE COM 015271109 202.30 5,440 SH SOLE 2 5,440 ALEXANDRIA REAL ESTATE COM 015271109 319.81 8,600 SH SOLE 2 8,600 ALEXANDRIA REAL ESTATE COM 015271109 12,855.70 345,700 SH SOLE 3 282,600 0 63,100 ALEXION PHARMACEUTICALS INC COM 015351109 331.20 5,100 SH SOLE 3 5,000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 454.60 7,000 SH OTH 3 0 0 7,000 ALFA CORP COM 015385107 856.30 46,600 SH SOLE 3 39,800 0 5,600 ALKERMES INC COM 01642T108 59.60 1,900 SH SOLE 3 1,900 0 0 ALKERMES INC COM 01642T108 200.80 6,400 SH SOLE 2 6,400 ALLAIRE CORP COM 016714107 54.70 10,872 SH SOLE 2 10,872 ALLAIRE CORP COM 016714107 206.30 41,000 SH SOLE 3 21,300 0 19,600 ALLAIRE CORP COM 016714107 572.93 113,874 SH SOLE 2 113,874 ALLEGHANY CORP (DELAWARE) COM 017175100 41.10 200 SH SOLE 3 200 0 0 ALLEGHENY ENERGY, INC. COM 017361106 1,993.04 41,360 SH SOLE 2 41,360 ALLEGHENY ENERGY, INC. COM 017361106 6,784.80 140,800 SH SOLE 3 140,800 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 423.30 26,667 SH SOLE 3 26,667 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,276.43 80,405 SH SOLE 2 80,405 ALLEGIANCE TELECOM, INC. COM 01747T102 267.74 12,025 SH SOLE 2 12,025 ALLEGIANCE TELECOM, INC. COM 01747T102 444.20 19,950 SH SOLE 3 19,950 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 791.36 35,542 SH SOLE 2 35,542 ALLEN TELECOM INC COM 018091108 12.60 700 SH SOLE 3 0 0 0 ALLEN TELECOM INC COM 018091108 448.40 25,000 SH OTH 3 0 0 25,000 ALLERGAN INC COM 018490102 358.21 3,700 SH SOLE 2 3,700 ALLERGAN INC COM 018490102 2,885.00 29,800 SH SHD 1 29,800 0 0 ALLERGAN INC COM 018490102 14,139.20 146,047 SH OTH 3 22,100 0 0 ALLERGAN INC COM 018490102 154,938.70 1,600,400 SH SOLE 3 1,570,300 0 22,800 ALLETE COM 018522102 253.10 10,200 SH SOLE 3 10,200 0 0 ALLIANCE CAPITAL MANAGEMENT COM 01855A101 734.06 14,500 SH SOLE 2 14,500 ALLIANCE PHARMACEUTICAL COM 018773101 8.60 1,000 SH SOLE 3 0 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 813.40 71,900 SH SOLE 3 65,900 0 4,900 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 3,280.63 290,000 SH SOLE 2 290,000 ALLIANT ENERGY CORP COM 018802108 564.20 17,700 SH SOLE 3 17,700 0 0 ALLIANT ENERGY CORP COM 018802108 1,491.80 46,800 SH OTH 3 0 0 46,800 ALLIANT TECHSYSTEMS INC COM 018804104 550.70 8,250 SH SOLE 3 8,250 0 0 ALLIED CAPITAL CORP. COM 01903Q108 1,010.40 48,400 SH OTH 3 0 0 48,400 ALLIED CAPITAL CORP. COM 01903Q108 59,910.80 2,869,977 SH SOLE 3 2,282,647 0 587,330 ALLIED RISER COMMUN COM 019496108 114.80 56,500 SH SOLE 3 48,200 0 8,300 ALLIED RISER COMMUNICATIONS COM 019496108 86.33 42,500 SH SOLE 2 42,500 ALLIED RISER COMMUNICATIONS COM 019496108 9,314.76 4,585,727 SH SOLE 2 4,585,727 ALLIED WASTE INDUSTRIES INC COM 019589308 924.72 63,500 SH SOLE 2 63,500 ALLIED WASTE INDUSTRIES INC COM 019589308 1,387.80 95,300 SH OTH 3 0 0 95,300 ALLIED WASTE INDUSTRIES INC COM 019589308 1,438.05 98,750 SH SOLE 2 98,750 ALLIED WASTE INDUSTRIES INC COM 019589308 28,641.00 1,966,765 SH SOLE 3 1,587,140 0 379,625 ALLMERICA FINANCIAL CORP COM 019754100 2,305.50 31,800 SH SOLE 3 31,800 0 0 ALLOY ONLINE INC COM 019855105 384.38 50,000 SH SOLE 2 50,000 ALLSCRIPTS, INC. COM 019886100 175.70 18,800 SH SOLE 3 14,200 0 4,100 ALLSCRIPTS, INC. 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COM COM 03072M108 126.30 3,900 SH SOLE 3 0 0 3,900 AMETEK INC COM 031100100 1,281.30 49,400 SH SOLE 3 37,900 0 11,500 AMF BOWLING, INC. 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COM 032515108 181.76 11,100 SH SOLE 2 11,100 ANADIGICS INC. COM 032515108 715.60 43,700 SH SOLE 3 43,000 0 0 ANALOG DEVICES INC COM 032654105 665.40 13,000 SH SHD 1 13,000 0 0 ANALOG DEVICES INC COM 032654105 1,517.91 29,654 SH SOLE 2 29,654 ANALOG DEVICES INC COM 032654105 2,163.70 42,270 SH SOLE 4 42,270 ANALOG DEVICES INC COM 032654105 2,924.50 57,133 SH SOLE 2 57,133 ANALOG DEVICES INC COM 032654105 9,222.00 180,161 SH OTH 3 10,300 0 0 ANALOG DEVICES INC COM 032654105 88,830.70 1,735,398 SH SOLE 3 1,701,898 0 24,800 ANALYSTS INTL CORP COM 032681108 96.50 25,300 SH SOLE 3 22,800 0 2,500 ANAREN MICROWAVE INC COM 032744104 4,622.50 68,800 SH SOLE 3 51,100 0 17,400 ANC RENTAL CORP COM 001813104 61.50 17,569 SH SOLE 3 17,569 0 0 ANC RENTAL CORP COM 001813104 147.32 42,091 SH SOLE 2 42,091 ANCHOR BANCORP WISC.INC. COM 032839102 1.60 100 SH SOLE 3 100 0 0 ANCHOR GAMING COM 033037102 807.30 20,700 SH SOLE 3 20,700 0 0 ANDOVER BANCORP INC (DEL) COM 034258103 65.40 1,900 SH SOLE 3 1,900 0 0 ANDREW CORP COM 034425108 24,430.60 1,123,244 SH SOLE 3 1,119,644 0 3,600 ANDRX CORP (DEL) ANDRX GRP COM COM 034553107 2,124.00 36,700 SH SOLE 3 36,700 0 0 ANHEUSER BUSCH COS INC. COM 035229103 5,105.42 112,207 SH SOLE 2 112,207 ANHEUSER BUSCH COS INC. COM 035229103 8,324.60 182,958 SH OTH 3 6,000 0 0 ANHEUSER BUSCH COS INC. COM 035229103 20,788.04 456,880 SH SOLE 2 456,880 ANHEUSER BUSCH COS INC. COM 035229103 31,941.90 702,020 SH SOLE 3 642,220 0 56,500 ANIXTER INTERNATIONAL INC COM 035290105 4,268.80 197,400 SH SOLE 3 191,100 0 6,000 ANNTAYLOR STORES CORP COM 036115103 1,459.30 58,519 SH SOLE 3 55,419 0 2,500 ANSWERTHINK INC COM 036916104 229.10 63,200 SH SOLE 3 24,400 0 38,800 ANSWERTHINK INC CMN COM 036916104 217.50 60,000 SH SOLE 4 60,000 ANTEC CORP. COM 03664P105 69.60 8,800 SH SOLE 3 0 0 8,800 ANTIGENICS INC DEL COM 037032109 120.48 10,891 SH SOLE 2 10,891 AO TATNEFT ADR COM 03737P306 139.10 19,700 SH SOLE 3 19,700 0 0 AO TATNEFT ADR COM 03737P306 874.30 123,800 SH OTH 3 0 0 0 AON CORP COM 037389103 686.40 20,041 SH OTH 3 400 0 0 AON CORP COM 037389103 6,474.80 189,045 SH SOLE 3 180,545 0 8,500 AON CORP COM 037389103 306.67 8,954 SH SOLE 2 8,954 APAC CUSTOMER SERVICES INC COM 00185E106 269.19 73,000 SH SOLE 2 73,000 APACHE CORP. COM 037411105 780.50 11,140 SH SOLE 2 11,140 APACHE CORP. COM 037411105 917.80 13,100 SH SHD 1 13,100 0 0 APACHE CORP. COM 037411105 4,614.32 65,860 SH SOLE 2 65,860 APACHE CORP. COM 037411105 22,316.90 318,529 SH OTH 3 25,200 0 9,400 APACHE CORP. COM 037411105 110,005.10 1,570,100 SH SOLE 3 1,511,900 0 49,500 APARTMENT INVT & MGMT CO CL-A COM 03748R101 331.39 6,636 SH SOLE 2 6,636 APARTMENT INVT & MGMT CO CL-A COM 03748R101 634.20 12,700 SH OTH 3 0 0 0 APARTMENT INVT & MGMT CO CL-A COM 03748R101 13,538.10 271,100 SH SOLE 3 234,000 0 37,100 APEX SILVER MINES LIMITED COM G04074103 83.75 10,000 SH SOLE 2 10,000 APOGEE ENTERPRISES INC COM 037598109 137.06 25,500 SH SOLE 2 25,500 APOGENT TECHNOLOGY, INC. COM 03760A101 789.20 38,500 SH OTH 3 0 0 38,500 APOGENT TECHNOLOGY, INC. COM 03760A101 6,551.00 319,560 SH SOLE 3 315,660 0 3,900 APOLLO GROUP COM 037604105 791.90 16,100 SH SOLE 3 14,700 0 1,400 APOLLO GROUP COM 037604105 1,057.50 21,500 SH OTH 3 0 0 21,500 APPLE COMPUTER INC COM 037833100 47.60 3,200 SH OTH 3 3,200 0 0 APPLE COMPUTER INC COM 037833100 833.70 56,050 SH SOLE 3 47,950 0 8,100 APPLE COMPUTER INC COM 037833100 905.89 60,900 SH SOLE 2 60,900 APPLE COMPUTER INC COM 037833100 1,894.24 127,344 SH SOLE 2 127,344 APPLERA CORP COM 038020103 579.90 6,165 SH SOLE 2 6,165 APPLERA CORP COM 038020103 1,612.23 17,140 SH SOLE 2 17,140 APPLERA CORP - CELERA GENOMICS GROUP COM 038020202 1,426.90 39,500 SH OTH 3 0 0 19,400 APPLERA CORP - CELERA GENOMICS GROUP COM 038020202 1,864.00 51,600 SH SOLE 3 51,600 0 0 APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 517.30 5,500 SH SHD 1 5,500 0 0 APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 6,329.60 67,291 SH OTH 3 7,500 0 0 APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 24,051.80 255,700 SH SOLE 3 246,900 0 6,400 APPLICA INC COM 03815A106 48.75 10,000 SH SOLE 2 10,000 APPLIED DIGITAL SOLUTIONS COM 038188108 15.30 22,300 SH SOLE 3 0 0 22,300 APPLIED INDUSTRIAL TECH COM 03820C105 871.90 42,400 SH SOLE 3 34,000 0 8,400 APPLIED MATERIALS INC COM 038222105 423.90 11,100 SH SHD 1 11,100 0 0 APPLIED MATERIALS INC COM 038222105 9,405.30 246,292 SH OTH 3 9,600 0 0 APPLIED MATERIALS INC COM 038222105 23,068.80 604,093 SH SOLE 2 604,093 APPLIED MATERIALS INC COM 038222105 23,413.60 613,122 SH SOLE 2 613,122 APPLIED MATERIALS INC COM 038222105 47,014.50 1,231,150 SH SOLE 3 1,172,250 0 48,800 APPLIED MATERIALS INC CMN COM 038222105 12,573.23 329,250 SH SOLE 4 329,250 APPLIED MICRO CIRCUITS CORP COM 03822W109 652.90 8,700 SH SHD 1 8,700 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 1,801.13 24,000 SH SOLE 4 24,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 7,639.80 101,800 SH OTH 3 6,800 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 12,770.88 170,172 SH SOLE 2 170,172 APPLIED MICRO CIRCUITS CORP COM 03822W109 36,932.74 492,129 SH SOLE 2 492,129 APPLIED MICRO CIRCUITS CORP COM 03822W109 102,803.50 1,369,858 SH SOLE 3 1,309,976 0 27,100 APPLIED MOLECULAR EVOLUTION IN COM 03823E108 1,279.69 75,000 SH SOLE 2 75,000 APRIA HEALTHCARE GROUP COM 037933108 1,776.10 59,700 SH OTH 3 0 0 59,700 APRIA HEALTHCARE GROUP COM 037933108 3,908.70 131,386 SH SOLE 3 131,386 0 0 APTARGROUP INC COM 038336103 141.00 4,800 SH SOLE 3 4,800 0 0 APTARGROUP INC COM 038336103 505.13 17,196 SH SOLE 2 17,196 APW LTD COM G04397108 3,103.31 91,950 SH SOLE 2 91,950 ARACRUZ CELULOSE S.A. (NEW) COM 038496204 429.45 28,750 SH SOLE 2 28,750 ARACRUZ CELULOSE S.A. (NEW) COM 038496204 1,528.10 102,300 SH SOLE 3 102,300 0 0 ARACRUZ CELULOSE S.A. (NEW) COM 038496204 10,218.70 684,100 SH OTH 3 0 0 0 ARCH CAPITAL GROUP LTD (COM) COM G0450A105 1.50 100 SH SOLE 3 100 0 0 ARCH CHEMICALS INC. COM 03937R102 2,501.00 140,900 SH SOLE 3 130,500 0 9,500 ARCH COAL INC COM 039380100 2,659.70 188,300 SH SOLE 3 188,300 0 0 ARCH WIRELESS INC COM 039392105 18.60 29,700 SH SOLE 3 0 0 29,700 ARCHER DANIELS MIDLAND CO COM 039483102 960.51 64,034 SH PUT SOLE 2 64,034 ARCHER DANIELS MIDLAND CO COM 039483102 3,318.60 221,241 SH OTH 3 59,100 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 21,660.90 1,444,059 SH SOLE 3 1,418,974 0 25,085 ARCHSTONE COMMUNITIES TRUST COM 039581103 314.48 12,213 SH SOLE 2 12,213 ARCHSTONE COMMUNITIES TRUST COM 039581103 1,311.14 50,918 SH SOLE 2 50,918 ARCHSTONE COMMUNITIES TRUST COM 039581103 1,416.20 55,000 SH OTH 3 0 0 42,900 ARCHSTONE COMMUNITIES TRUST COM 039581103 8,428.00 327,300 SH SOLE 3 290,800 0 36,500 ARCTIC CAT INC COM 039670104 295.30 25,400 SH SOLE 3 17,700 0 7,700 ARDEN REALTY GROUP INC COM 039793104 2,653.20 105,600 SH SOLE 3 105,600 0 0 AREMISSOFT CORP COM 040026106 222.00 5,200 SH SOLE 3 5,200 0 0 ARGONAUT GROUP INC COM 040157109 1,843.80 87,800 SH SOLE 3 87,800 0 0 ARGOSY EDUCATION GROUP INC A COM 040222101 165.41 33,500 SH SOLE 2 33,500 ARGOSY GAMING CO COM 040228108 393.34 20,500 SH SOLE 2 20,500 ARGOSY GAMING CO COM 040228108 31,968.30 1,666,100 SH SOLE 3 1,420,500 0 245,600 ARGUSS COMMUNICATIONS INC COM 040282105 2,014.93 220,814 SH SOLE 2 220,814 ARIBA INC COM 04033V104 570.57 10,640 SH SOLE 2 10,640 ARIBA INC COM 04033V104 1,358.91 25,341 SH SOLE 2 25,341 ARIBA INC. COM 04033V104 246.70 4,600 SH OTH 3 4,600 0 0 ARIBA INC. COM 04033V104 40,094.90 747,690 SH SOLE 3 714,690 0 4,000 ARKANSAS BEST CORP DEL COM 040790107 1,139.00 62,200 SH SOLE 3 62,200 0 0 ARM HOLDINGS COM 042068106 10,698.90 474,190 SH SOLE 3 397,790 0 0 ARM HOLDINGS PLC SPON ADR COM 042068106 701.87 31,108 SH SOLE 2 31,108 ARMOR HOLDINGS INC COM 042260109 523.13 30,000 SH SOLE 2 30,000 ARMOR HOLDINGS INC COM 042260109 601.59 34,500 SH SOLE 2 34,500 ARMSTRONG HLDGS INC COM 042384107 67.03 32,500 SH SOLE 2 32,500 ARMSTRONG HOLDINGS INC COM 042384107 1.00 500 SH SOLE 3 500 0 0 ARMSTRONG HOLDINGS INC COM 042384107 6.40 3,090 SH OTH 3 0 0 0 ARNOLD INDUSTRIES INC COM 042595108 224.71 12,484 SH SOLE 2 12,484 ARNOLD INDUSTRIES INC COM 042595108 20,248.30 1,124,907 SH SOLE 3 1,105,407 0 19,500 ARROW ELECTRONICS INC. COM 042735100 350.66 12,250 SH SOLE 2 12,250 ARROW ELECTRONICS INC. COM 042735100 458.00 16,000 SH SHD 1 16,000 0 0 ARROW ELECTRONICS INC. COM 042735100 5,378.60 187,900 SH OTH 3 9,700 0 107,500 ARROW ELECTRONICS INC. COM 042735100 30,807.70 1,076,250 SH SOLE 3 985,450 0 85,700 ARROW INTL INC COM 042764100 350.30 9,300 SH SOLE 3 9,300 0 0 ART TECHNOLOGY GROUP COM 04289L107 1,216.40 39,800 SH OTH 3 8,500 0 31,300 ART TECHNOLOGY GROUP COM 04289L107 41,631.00 1,362,160 SH SOLE 3 1,248,960 0 2,500 ARTECH SYSTEMS INS COM 042902205 0.00 17,854 SH OTH 3 0 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 2,592.40 163,300 SH SOLE 3 131,100 0 31,800 ARTHROCARE CORP COM 043136100 530.40 27,200 SH SOLE 3 26,600 0 0 ARTHUR J GALLAGHER & CO COM 363576109 3,837.20 60,310 SH SOLE 3 59,810 0 0 ARTHUR J GALLAGHER & CO COM 363576109 7,548.53 118,641 SH SOLE 2 118,641 ARTISAN COMPONENTS INC COM 042923102 855.31 115,000 SH SOLE 2 115,000 ARVINMERITOR INC . COM 043353101 479.20 42,125 SH SOLE 3 42,125 0 0 ASE TEST LIMITED COM Y02516105 6.00 700 SH SOLE 3 0 0 700 ASE TEST LIMITED COM Y02516105 276.25 32,500 SH SOLE 2 32,500 ASHFORD.COM INC COM 044093102 1.10 3,600 SH SOLE 3 3,600 0 0 ASHLAND INC COM 044204105 4,249.40 118,400 SH SOLE 3 118,400 0 0 ASHTON TECHNOLOGY GROUP INC COM 045084100 18.13 20,000 SH SOLE 2 20,000 ASI SOLUTIONS INC COM 00206F108 1,337.25 84,905 SH SOLE 2 84,905 ASIA GLOBAL CROSSING LTD COM G05330108 331.41 50,500 SH SOLE 2 50,500 ASIA GLOBAL CROSSING LTD COM G05330108 422.95 64,450 SH SOLE 2 64,450 ASIAINFO HOLDINGS INC COM 04518A104 40.80 4,350 SH SOLE 3 0 0 4,350 ASK JEEVES INC COM 045174109 270.51 110,980 SH SOLE 2 110,980 ASK JEEVES INC. COM 045174109 262.30 107,615 SH SOLE 3 70,315 0 37,000 ASM INTERNATIONAL NV COM N07045102 46.60 5,000 SH SOLE 3 0 0 5,000 ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 1,613.78 71,525 SH SOLE 2 71,525 ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 2,218.35 98,320 SH SOLE 2 98,320 ASPECT COMMUNICATIONS CORP COM 04523Q102 140.80 17,500 SH SOLE 3 0 0 17,500 ASPEN TECHNOLOGY INC COM 045327103 199.50 6,000 SH OTH 3 0 0 6,000 ASPEN TECHNOLOGY INC COM 045327103 7,384.80 222,100 SH SOLE 3 218,500 0 3,200 ASPEN TECHNOLOGY INC COM 045327103 8,347.88 251,064 SH SOLE 2 251,064 ASSOCIATED BANC CORP COM 045487105 276.23 9,094 SH SOLE 2 9,094 ASSOCIATED BANC CORP COM 045487105 596.90 19,650 SH SOLE 3 11,400 0 8,250 ASSOCIATED BANC CORP COM 045487105 965.30 31,780 SH OTH 3 0 0 31,780 ASTORIA FINANCIAL CORP COM 046265104 2,688.50 49,500 SH OTH 3 0 0 49,500 ASTORIA FINANCIAL CORP COM 046265104 4,372.20 80,500 SH SOLE 3 66,800 0 12,900 ASTRAZENECA PLC SPONS ADR COM 046353108 618.72 12,014 SH SOLE 2 12,014 ASTRAZENECA PLC SPONS ADR COM 046353108 2,590.40 50,300 SH SOLE 3 50,300 0 0 ASYST TECHNOLOGIES INC COM 04648X107 799.50 59,500 SH SOLE 3 53,200 0 5,600 AT HOME CORP COM 045919107 2.80 500 SH OTH 3 500 0 0 AT HOME CORP COM 045919107 2,497.80 451,574 SH SOLE 3 426,874 0 24,000 AT HOME CORP SER-A COM 045919107 6,115.70 1,105,664 SH SOLE 2 1,105,664 AT&T CANADA INC. COM 00207Q202 4,545.80 155,744 SH SOLE 3 155,744 0 0 AT&T CORP CLL 001957109 0.78 25,000 SH CLL SOLE 2 25,000 AT&T CORP CLL 001957109 7.81 25,000 SH CLL SOLE 2 25,000 AT&T CORP COM 001957109 618.07 35,830 SH SOLE 4 35,830 AT&T CORP COM 001957109 1,924.20 111,550 SH SHD 1 111,550 0 0 AT&T CORP COM 001957109 12,276.89 711,704 SH SOLE 2 711,704 AT&T CORP COM 001957109 27,596.90 1,599,820 SH SOLE 2 1,599,820 AT&T CORP COM 001957109 29,546.90 1,712,861 SH OTH 3 223,264 0 20,797 AT&T CORP COM 001957109 158,108.90 9,165,818 SH SOLE 3 8,674,880 0 468,931 AT&T CORP LIBERTY MEDIA GROUP COM 001957208 29,420.85 2,169,279 SH SOLE 2 2,169,279 AT&T CORP LIBERTY MEDIA GROUP COM 001957208 55,874.12 4,119,751 SH SOLE 2 4,119,751 AT&T CORP LIBERTY MEDIA GROUP CL A COM 001957208 7,506.40 553,465 SH OTH 3 341,975 0 157,600 AT&T CORP LIBERTY MEDIA GROUP CL A COM 001957208 424,695.30 31,316,390 SH SOLE 3 20,582,430 0 10,137,590 AT&T CORP LIBERTY MEDIA GROUP CL-A COM 001957208 8,888.32 655,360 SH SOLE 4 655,360 AT&T WIRELESS GROUP COM 001957406 8,252.64 476,687 SH SOLE 2 476,687 AT&T WIRELESS GROUP COM 001957406 14,614.69 844,170 SH SOLE 2 844,170 AT&T WIRELESS GROUP CMN COM 001957406 3,184.81 183,960 SH SOLE 4 183,960 ATLANTIC COAST AIRLINES INC COM 048396105 429.20 10,500 SH OTH 3 0 0 10,500 ATLAS AIR INC COM 049164106 1,171.50 35,908 SH SOLE 2 35,908 ATLAS AIR INC COM 049164106 18,655.00 571,800 SH SOLE 3 570,100 0 1,300 ATMEL CORP. CLL 049513104 82.50 15,000 SH CLL SOLE 2 15,000 ATMEL CORP. COM 049513104 2,006.48 172,600 SH SOLE 2 172,600 ATMEL CORP. COM 049513104 2,265.70 194,900 SH SOLE 3 139,100 0 55,800 ATMI INC COM 00207R101 218.40 11,200 SH SOLE 3 6,400 0 4,000 ATMI INC COM 00207R101 496.29 25,451 SH SOLE 2 25,451 ATWOOD OCEANICS INC COM 050095108 683.40 15,600 SH OTH 3 0 0 15,600 ATWOOD OCEANICS INC COM 050095108 1,384.40 31,600 SH SOLE 3 31,000 0 0 AUDIOCODES LTD COM M15342104 92.20 6,800 SH SOLE 3 0 0 6,800 AUDIOCODES LTD COM M15342104 948.02 69,900 SH SOLE 2 69,900 AUDIOVOX CORP CL A COM 050757103 459.90 51,100 SH OTH 3 0 0 51,100 AUDIOVOX CORP CL A COM 050757103 583.20 64,800 SH SOLE 3 57,300 0 6,600 AURORA BIOSCIENCES CORP COM 051920106 1,417.80 45,100 SH SOLE 3 41,800 0 3,000 AUSPEX SYSTEMS, INC. COM 052116100 7.70 1,100 SH SOLE 3 0 0 1,100 AUTODESK INC COM 052769106 83.50 3,100 SH SOLE 3 3,100 0 0 AUTODESK INC COM 052769106 1,077.50 40,000 SH SOLE 2 40,000 AUTODESK INC COM 052769106 1,169.10 43,400 SH OTH 3 500 0 42,900 AUTOLIV INC COM 052800109 240.70 15,100 SH SOLE 3 15,100 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 924.40 14,600 SH SHD 1 14,600 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 12,532.50 197,947 SH OTH 3 8,000 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 91,297.40 1,442,013 SH SOLE 3 1,393,913 0 42,400 AUTOMATIC DATA PROCESSING INC COM 053015103 243,008.25 3,838,235 SH SOLE 2 3,838,235 AUTOMATIC DATA PROCESSING INC COM 053015103 314,930.75 4,974,227 SH SOLE 2 4,974,227 AUTOMATIC DATA PROCESSING INC CMN COM 053015103 71,557.69 1,130,230 SH SOLE 4 1,130,230 AUTONATION INC COM 05329W102 2,380.43 396,739 SH SOLE 2 396,739 AUTONATION INC. COM 05329W102 6,190.50 1,031,752 SH SOLE 3 1,031,752 0 0 AUTONOMY CORP PLC COM 05329Q105 28,960.55 1,077,602 SH SOLE 2 1,077,602 AUTOWEB.COM INC COM 053331104 12.94 51,749 SH SOLE 2 51,749 AUTOWEB.COM INC COM 053331104 46.00 184,000 SH SOLE 2 184,000 AUTOZONE, INC. COM 053332102 247.90 8,700 SH SHD 1 8,700 0 0 AUTOZONE, INC. COM 053332102 1,350.90 47,400 SH SOLE 3 47,400 0 0 AUTOZONE, INC. COM 053332102 2,538.50 89,070 SH OTH 3 5,600 0 0 AVADO BRANDS INC COM 05336P108 70.31 125,000 SH SOLE 2 125,000 AVALONBAY COMMUNITIES INC COM 053484101 582.35 11,618 SH SOLE 2 11,618 AVALONBAY COMMUNITIES INC. COM 053484101 2,045.10 40,800 SH OTH 3 0 0 29,400 AVALONBAY COMMUNITIES INC. 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COM 053499109 1,948.87 188,981 SH SOLE 2 188,981 AVENTIS SPONS ADR COM 053561106 1,993.52 23,662 SH SOLE 2 23,662 AVENTIS SPONS ADR COM 053561106 3,272.69 38,845 SH SOLE 2 38,845 AVERY DENNISON CORP COM 053611109 16.50 300 SH OTH 3 300 0 0 AVERY DENNISON CORP COM 053611109 214.00 3,900 SH SHD 1 3,900 0 0 AVERY DENNISON CORP COM 053611109 7,479.50 136,300 SH SOLE 3 135,400 0 900 AVERY DENNISON CORP COM 053611109 218.62 3,984 SH SOLE 2 3,984 AVERY DENNISON CORP COM 053611109 707.89 12,900 SH SOLE 2 12,900 AVIALL INC COM 05366B102 101.25 20,000 SH SOLE 2 20,000 AVICI SYS INC COM 05367L109 2,648.20 107,541 SH SOLE 2 107,541 AVICI SYSTEMS COM 05367L109 160.10 6,500 SH OTH 3 6,500 0 0 AVICI SYSTEMS COM 05367L109 10,003.40 406,230 SH SOLE 3 368,530 0 2,200 AVID TECHNOLOGY INC COM 05367P100 568.10 31,100 SH SOLE 3 31,100 0 0 AVIGEN INC COM 053690103 8.30 400 SH SOLE 3 0 0 0 AVIRON COM 053762100 106.90 1,600 SH SOLE 3 1,400 0 0 AVIRON COM 053762100 588.00 8,800 SH OTH 3 0 0 8,800 AVIS GROUP HOLDINGS INC. COM 053790101 1,924.40 59,100 SH OTH 3 2,000 0 13,300 AVIS GROUP HOLDINGS INC. COM 053790101 9,534.30 292,800 SH SOLE 3 291,000 0 1,800 AVISTA CORP COM 05379B107 615.00 30,000 SH OTH 3 0 0 30,000 AVNET INC. COM 053807103 309.60 14,400 SH SHD 1 14,400 0 0 AVNET INC. COM 053807103 2,741.20 127,500 SH OTH 3 8,300 0 65,200 AVNET INC. COM 053807103 23,177.00 1,078,000 SH SOLE 3 1,029,700 0 44,100 AVOCENT CORP COM 053893103 518.40 19,200 SH OTH 3 0 0 19,200 AVOCENT CORP COM 053893103 9,151.50 338,943 SH SOLE 3 299,972 0 6,671 AVON PRODUCTS INC. COM 054303102 1,072.40 22,400 SH SHD 1 22,400 0 0 AVON PRODUCTS INC. COM 054303102 17,119.30 357,583 SH OTH 3 110,870 0 27,100 AVON PRODUCTS INC. COM 054303102 172,776.50 3,608,724 SH SOLE 3 3,071,949 0 526,575 AVX CORP NEW COM 002444107 253.80 15,500 SH SHD 1 15,500 0 0 AVX CORP NEW COM 002444107 2,312.20 141,200 SH OTH 3 10,400 0 0 AVX CORP NEW COM 002444107 20,249.30 1,236,600 SH SOLE 3 1,194,200 0 32,900 AWARE INC/MASS COM 05453N100 58.60 3,300 SH SOLE 3 300 0 2,500 AXA FINANCIAL INC COM 002451102 89.40 1,600 SH SOLE 3 1,600 0 0 AXA FINANCIAL INC COM 002451102 360.39 6,450 SH PUT SOLE 2 6,450 AXA-UAP COM 054536107 913.38 12,719 SH SOLE 2 12,719 AXCELIS TECHNOLOGIES, INC. COM 054540109 228.00 25,690 SH SOLE 2 25,690 AXCELIS TECHNOLOGIES, INC. COM 054540109 599.82 67,585 SH SOLE 2 67,585 AXT INC COM 00246W103 36.40 1,100 SH SOLE 3 1,100 0 0 AXYS PHARMACEUTICALS INC COM 054635107 135.99 24,176 SH SOLE 2 24,176 AZTAR CORP COM 054802103 3,196.90 247,100 SH SOLE 3 231,600 0 13,500 AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 3.30 15,080 SH SOLE 2 15,080 B F GOODRICH CO. COM 382388106 287.40 7,900 SH OTH 3 6,500 0 0 B F GOODRICH CO. COM 382388106 15,598.20 428,817 SH SOLE 3 423,417 0 2,300 BAAN CO. N.V. (USD) COM N08044104 0.00 160,000 SH SOLE 3 160,000 0 0 BACKWEB TECH COM M15633106 63.50 9,400 SH SOLE 3 0 0 9,400 BACKWEB TECHNOLOGIES LTD ORDS COM M15633106 267.49 39,628 SH SOLE 2 39,628 BACOU USA INC COM 056439102 299.00 11,500 SH SOLE 3 11,500 0 0 BAKER (MICHAEL) CORP COM 057149106 8,860.60 1,143,300 SH SOLE 3 895,400 0 247,900 BAKER HUGHES INC COM 057224107 1,147.10 27,599 SH OTH 3 2,250 0 0 BAKER HUGHES INC COM 057224107 9,195.70 221,250 SH SOLE 3 187,150 0 32,100 BALDWIN & LYONS INC CL-B COM 057755209 30.20 1,300 SH SOLE 3 1,300 0 0 BALL CORP COM 058498106 2,791.40 60,600 SH OTH 3 0 0 60,600 BALL CORP COM 058498106 7,968.80 173,000 SH SOLE 3 160,000 0 12,700 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 101.60 3,000 SH SOLE 3 3,000 0 0 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 731.70 21,600 SH OTH 3 0 0 21,600 BANCFIRST CORP COM 05945F103 19.80 500 SH SOLE 3 500 0 0 BANCO BILBAO VIZCAYA(GIBRALTAR PRF 059456103 859.66 33,795 SH SOLE 2 33,795 BANCO GANADERO SA-ADR COM 059594408 154.10 49,300 SH SOLE 3 49,300 0 0 BANCO GANADERO SA-ADR COM 059594408 827.80 264,900 SH OTH 3 0 0 0 BANCO SANTIAGO SA ADR COM 05965L105 704.20 36,000 SH SOLE 3 36,000 0 0 BANCO SANTIAGO SA ADR COM 05965L105 3,380.40 172,800 SH OTH 3 0 0 0 BANCORP SOUTH INC COM 059692103 194.70 15,975 SH SOLE 3 11,875 0 4,100 BANCWEST CORP COM 059790105 1,465.60 56,100 SH OTH 3 0 0 56,100 BANCWEST CORP COM 059790105 7,541.00 288,650 SH SOLE 3 266,550 0 22,100 BANDAG INC COM 059815100 1,326.40 32,700 SH OTH 3 0 0 32,700 BANDAG INC COM 059815100 5,695.00 140,400 SH SOLE 3 121,800 0 18,600 BANK NEW YORK INC COM 064057102 584.99 10,600 SH SOLE 2 10,600 BANK NEW YORK INC COM 064057102 9,158.48 165,952 SH SOLE 2 165,952 BANK NORTH GROUP INC.NEW COM 06646R107 146.70 7,357 SH SOLE 3 7,357 0 0 BANK NORTH GROUP INC.NEW COM 06646R107 648.00 32,500 SH OTH 3 0 0 32,500 BANK OF AMERICA CORP COM 060505104 2,478.00 54,016 SH SHD 1 54,016 0 0 BANK OF AMERICA CORP COM 060505104 39,091.40 852,128 SH OTH 3 75,175 0 0 BANK OF AMERICA CORP COM 060505104 176,899.00 3,856,110 SH SOLE 3 3,739,510 0 113,121 BANK OF AMERICA CORP (NEW) COM 060505104 12,425.24 270,850 SH SOLE 2 270,850 BANK OF AMERICA CORP (NEW) COM 060505104 45,748.20 997,236 SH SOLE 2 997,236 BANK OF NEW YORK INC COM 064057102 7,771.30 140,816 SH OTH 3 11,100 0 0 BANK OF NEW YORK INC COM 064057102 55,364.10 1,003,200 SH SOLE 3 943,800 0 56,700 BANK ONE CORP COM 06423A103 7,241.10 197,708 SH OTH 3 9,500 0 0 BANK ONE CORP COM 06423A103 38,264.30 1,044,760 SH SOLE 3 969,160 0 72,400 BANK ONE CORP (NEW) COM 06423A103 1,587.69 43,350 SH SOLE 4 43,350 BANK ONE CORP (NEW) COM 06423A103 7,724.03 210,895 SH PUT SOLE 2 210,895 BANK ONE CORP (NEW) COM 06423A103 16,411.48 448,095 SH PUT SOLE 2 448,095 BANK PLUS CORP COM 064446107 64.81 17,000 SH SOLE 2 17,000 BANK UNITED CORP COM 065412108 3,082.10 45,200 SH SOLE 3 35,200 0 9,600 BANTA CORP COM 066821109 2,099.70 82,600 SH SOLE 3 62,700 0 17,800 BARD C R INC N J COM 067383109 298.00 6,400 SH SOLE 3 6,400 0 0 BARD C R INC N J COM 067383109 1,508.60 32,400 SH OTH 3 0 0 32,400 BARNES & NOBLE, INC COM 067774109 3,227.70 121,800 SH OTH 3 0 0 41,100 BARNES & NOBLE, INC COM 067774109 3,781.60 142,700 SH SOLE 3 141,900 0 0 BARNES GROUP INC COM 067806109 224.60 11,300 SH SOLE 3 11,300 0 0 BARNESANDNOBLE.COM INC. 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INC. COM 073902108 15.20 300 SH OTH 3 300 0 0 BEAR STEARNS COS. INC. COM 073902108 8,599.90 169,665 SH SOLE 3 169,665 0 0 BEASLEY BROADCAST GROUP INC - A COM 074014101 1,623.40 195,300 SH SOLE 3 162,900 0 32,400 BEAZER HOMES USA,INC. COM 07556Q105 1,516.00 37,900 SH SOLE 3 37,900 0 0 BEBE STORES INC COM 075571109 404.00 18,900 SH OTH 3 0 0 18,900 BECKMAN COULTER INC. COM 075811109 3,426.30 81,700 SH OTH 3 0 0 81,700 BECKMAN COULTER INC. 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COM 077459105 6,021.50 237,300 SH SOLE 3 230,400 0 5,700 BELLSOUTH CORP COM 079860102 1,309.55 31,989 SH SOLE 2 31,989 BELLSOUTH CORP COM 079860102 2,820.60 68,900 SH SHD 1 68,900 0 0 BELLSOUTH CORP COM 079860102 3,165.70 77,330 SH SOLE 2 77,330 BELLSOUTH CORP COM 079860102 40,920.60 999,586 SH OTH 3 76,950 0 0 BELLSOUTH CORP COM 079860102 177,361.00 4,332,483 SH SOLE 3 4,151,783 0 176,800 BELO CORP - A COM 080555105 2,414.40 150,898 SH OTH 3 97,749 0 39,300 BELO CORP - A COM 080555105 87,997.30 5,499,787 SH SOLE 3 4,011,447 0 1,478,810 BEMIS CO. COM 081437105 3,091.10 92,100 SH SOLE 3 77,600 0 14,500 BEMIS CO. 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COM 084670207 3,799.36 1,614 SH SOLE 2 1,614 BERRY PETROLEUM CO CL-A COM 085789105 133.75 10,000 SH SOLE 2 10,000 BERRY PETROLEUM CO CL-A COM 085789105 16,701.40 1,248,700 SH SOLE 3 1,001,800 0 246,900 BEST BUY CO. INC. COM 086516101 156.70 5,300 SH SHD 1 5,300 0 0 BEST BUY CO. INC. COM 086516101 2,237.60 75,692 SH OTH 3 2,100 0 0 BEST BUY CO. INC. 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COM 097383103 420.30 12,500 SH SOLE 3 12,500 0 0 BOK FINANCIAL CORP (NEW) COM 05561Q201 2.10 100 SH SOLE 3 100 0 0 BOOKHAM TECHNOLOGY ADR COM 09856Q108 34.10 2,600 SH SOLE 3 0 0 2,600 BOOKHAM TECHNOLOGY PLC COM 09856Q108 6,916.57 526,977 SH SOLE 2 526,977 BORDERS GROUP INC COM 099709107 1,386.10 118,600 SH SOLE 3 97,700 0 19,700 BORG-WARNER INC. COM 099724106 724.00 18,100 SH SOLE 3 18,100 0 0 BOSTON PROPERTIES INC COM 101121101 526.40 12,100 SH OTH 3 0 0 0 BOSTON PROPERTIES INC COM 101121101 15,516.50 356,700 SH SOLE 3 321,400 0 35,300 BOSTON SCIENTIFIC CORP. COM 101137107 273.80 20,000 SH OTH 3 0 0 20,000 BOSTON SCIENTIFIC CORP. COM 101137107 12,621.60 922,125 SH SOLE 3 917,625 0 4,500 BOSTON SCIENTIFIC CORP. 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COM 110122108 983.40 13,300 SH SHD 1 13,300 0 0 BRISTOL MYERS SQUIBB CO. COM 110122108 43,370.70 586,586 SH OTH 3 164,379 0 56,000 BRISTOL MYERS SQUIBB CO. 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COM 117043109 7,658.20 465,900 SH SOLE 3 435,000 0 30,900 BRUSH WELLMAN INC COM 117421107 135.30 6,700 SH SOLE 3 6,700 0 0 BSQUARED CORP COM 11776U102 45.00 7,500 SH SOLE 3 0 0 7,000 BUCKEYE PARTNERS LP UNITS COM 118230101 8,183.69 283,418 SH SOLE 2 283,418 BUCKEYE PARTNERS LP UNITS COM 118230101 10,527.91 364,603 SH SOLE 2 364,603 BUCKEYE TECHNOLOGIES INC COM 118255108 487.97 34,700 SH SOLE 2 34,700 BUCKEYE TECHNOLOGIES INC COM 118255108 545.60 38,800 SH SOLE 3 26,500 0 11,200 BUCKEYE TECHNOLOGIES INC COM 118255108 10,317.49 733,688 SH SOLE 2 733,688 BUDGET GROUP INC COM 119003101 21.25 10,000 SH SOLE 2 10,000 BURLINGTON COAT FACTOR WHSE CP COM 121579106 9,923.10 523,992 SH SOLE 3 523,992 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 268.09 9,469 SH SOLE 2 9,469 BURLINGTON NORTHERN SANTA FE COM 12189T104 277.50 9,800 SH SHD 1 9,800 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 10,891.10 384,676 SH OTH 3 19,400 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 31,902.50 1,126,800 SH SOLE 3 1,059,400 0 67,400 BURLINGTON RESOURCES INC COM 122014103 60.60 1,200 SH OTH 3 1,200 0 0 BURLINGTON RESOURCES INC COM 122014103 202.00 4,000 SH SOLE 2 4,000 BURLINGTON RESOURCES INC COM 122014103 745.28 14,758 SH SOLE 2 14,758 BURLINGTON RESOURCES INC COM 122014103 3,997.10 79,150 SH SOLE 3 78,050 0 0 BUSH INDS INC CL-A COM 123164105 735.90 63,300 SH SOLE 3 60,700 0 2,600 BUTLER MANUFACTURING CO COM 123655102 1,544.06 61,000 SH SOLE 2 61,000 BWAY CORP COM 056039100 458.72 116,500 SH SOLE 2 116,500 BYL BANCORP COM 056064108 337.50 24,000 SH SOLE 2 24,000 C & D TECHNOLOGIES INC COM 124661109 518.25 12,000 SH SOLE 2 12,000 C AND D TECHNOLOGIES COM 124661109 5,147.90 119,200 SH SOLE 3 96,500 0 22,400 C COR ELECTRONICS COM 125010108 166.20 17,100 SH SOLE 3 16,500 0 0 C D I CORP COM 125071100 387.90 26,523 SH SOLE 2 26,523 C. E. SMITH RESIDENTIAL REALTY COM 832197107 117.50 2,500 SH OTH 3 0 0 0 C. E. SMITH RESIDENTIAL REALTY COM 832197107 258.50 5,500 SH SOLE 2 5,500 C. E. SMITH RESIDENTIAL REALTY COM 832197107 702.65 14,950 SH SOLE 2 14,950 C. E. SMITH RESIDENTIAL REALTY COM 832197107 5,654.10 120,300 SH SOLE 3 112,900 0 7,400 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 21.40 680 SH SOLE 3 680 0 0 C.I.T. GROUP INC COM 125577106 60.40 3,000 SH OTH 3 3,000 0 0 C.I.T. GROUP INC COM 125577106 4,970.90 247,000 SH SOLE 3 247,000 0 0 CABLE & WIRELESS PLC COM 126830207 1,854.03 46,496 SH SOLE 2 46,496 CABLE DESIGN TECHNOLOGIES COM 126924109 2,139.40 127,250 SH SOLE 3 122,000 0 5,250 CABLETRON SYSTEMS, INC. COM 126920107 49.70 3,300 SH OTH 3 1,500 0 0 CABLETRON SYSTEMS, INC. COM 126920107 376.56 25,000 SH SOLE 2 25,000 CABLETRON SYSTEMS, INC. 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COM 127055101 8,165.70 309,600 SH SOLE 3 305,300 0 4,300 CABOT INDUSTRIALS COM 127072106 5.80 300 SH SOLE 3 300 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 970.60 18,687 SH OTH 3 0 0 18,687 CABOT MICROELECTRONICS CORP COM 12709P103 5,012.60 96,512 SH SOLE 3 91,125 0 5,187 CABOT OIL & GAS CORP COM 127097103 636.20 20,400 SH SOLE 3 19,600 0 0 CABOT OIL & GAS CORP COM 127097103 327.47 10,500 SH SOLE 2 10,500 CACHEFLOW INC COM 126946102 346.90 20,329 SH OTH 3 0 0 20,329 CACHEFLOW INC COM 126946102 461.90 27,071 SH SOLE 3 16,600 0 10,371 CACI INTL INC CL-A COM 127190304 8,133.70 353,400 SH SOLE 3 287,300 0 66,100 CADBURY SCHWEPPES P.L.C. ADR COM 127209302 464.58 16,020 SH SOLE 2 16,020 CADBURY SCHWEPPES P.L.C. ADR COM 127209302 1,467.40 50,600 SH SOLE 2 50,600 CADENCE DESIGN SYSTEM COM 127387108 1,966.20 71,500 SH OTH 3 500 0 71,000 CADENCE DESIGN SYSTEM COM 127387108 9,382.20 341,170 SH SOLE 3 309,570 0 31,600 CADENCE DESIGN SYSTEMS INC COM 127387108 254.65 9,260 SH SOLE 2 9,260 CADENCE DESIGN SYSTEMS INC COM 127387108 1,227.24 44,627 SH SOLE 2 44,627 CAL DIVE INTERNATIONAL INC COM 127914109 673.60 25,300 SH OTH 3 0 0 25,300 CAL DIVE INTERNATIONAL INC COM 127914109 3,810.00 143,100 SH SOLE 3 143,100 0 0 CALGON CARBON CORP COM 129603106 33.00 5,800 SH SOLE 3 0 0 5,800 CALICO COMMERCE INC. COM 129897104 12.46 12,864 SH SOLE 2 12,864 CALIFORNIA AMPLIFIER INC COM 129900106 98.00 10,600 SH SOLE 3 8,600 0 2,000 CALIFORNIA FEDERAL BK-GOODWILL COM 130209604 58.13 30,000 SH SOLE 2 30,000 CALIFORNIA WATER SVS GRP COM 130788102 556.20 20,600 SH SOLE 3 20,600 0 0 CALIPER TECHNOLOGIES COM 130876105 4.70 100 SH SOLE 3 100 0 0 CALLAWAY GOLF COM 131193104 1,179.00 63,300 SH OTH 3 0 0 63,300 CALLAWAY GOLF COM 131193104 1,449.00 77,800 SH SOLE 3 62,200 0 14,500 CALPINE CORP COM 131347106 1,748.40 38,800 SH SHD 1 38,800 0 0 CALPINE CORP COM 131347106 11,076.40 245,800 SH OTH 3 15,400 0 0 CALPINE CORP COM 131347106 117,483.00 2,607,112 SH SOLE 3 2,515,312 0 82,000 CALPINE CORP CLL 131347106 164.00 16,000 SH CLL SOLE 2 16,000 CALPINE CORP COM 131347106 1,270.76 28,200 SH SOLE 4 28,200 CALPINE CORP COM 131347106 30,935.41 686,500 SH SOLE 2 686,500 CALPINE CORP COM 131347106 38,779.21 860,565 SH SOLE 2 860,565 CAMBREX CORP COM 132011107 583.70 12,900 SH OTH 3 0 0 12,900 CAMBREX CORP COM 132011107 7,219.20 159,540 SH SOLE 3 157,940 0 1,600 CAMBRIDGE HEART, INC. 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COM 136375102 484.38 16,316 SH SOLE 2 16,316 CANADIAN PACIFIC LIMITED (NEW) COM 135923100 388.45 13,600 SH PUT SOLE 2 13,600 CAPITAL CITY BANK GROUP INC COM 139674105 49.60 2,000 SH SOLE 3 2,000 0 0 CAPITAL ENVIRO RESOURCE INC COM 14008M104 2,338.10 959,200 SH SOLE 3 766,400 0 192,800 CAPITAL ONE FINANCIAL CORP COM 14040H105 32.90 500 SH OTH 3 500 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 4,113.28 62,500 SH SOLE 2 62,500 CAPITAL ONE FINANCIAL CORP COM 14040H105 8,571.70 130,245 SH SOLE 3 130,245 0 0 CAPITOL FEDERAL FINANCIAL COM 14057C106 2,969.80 177,300 SH SOLE 3 171,600 0 5,700 CAPSTONE TURBINE CORP COM 14067D102 252.28 9,010 SH SOLE 2 9,010 CAPSTONE TURBINE CORP COM 14067D102 4,260.90 152,175 SH SOLE 2 152,175 CARAUSTAR INDUSTRIES, INC. 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COM 146285101 514.00 15,400 SH SOLE 3 13,000 0 2,400 CASCADE NATURAL GAS CORP COM 147339105 2,016.70 107,200 SH SOLE 3 96,300 0 10,900 CASELLA WASTE SYSTEMS INC COM 147448104 783.91 90,234 SH PUT SOLE 2 90,234 CASELLA WASTE SYSTEMS INC-A COM 147448104 15,761.70 1,814,300 SH SOLE 3 1,476,600 0 337,700 CASEY'S GENERAL STORES,INC COM 147528103 52.30 3,500 SH SOLE 3 1,700 0 0 CATALINA MARKETING CORP COM 148867104 435.36 11,181 SH SOLE 2 11,181 CATALINA MARKETING CORP COM 148867104 510.90 13,122 SH SOLE 3 13,122 0 0 CATALINA MARKETING CORP COM 148867104 1,021.41 26,232 SH SOLE 2 26,232 CATELLUS DEVELOPMENT CORP COM 149111106 378.00 21,600 SH OTH 3 0 0 0 CATELLUS DEVELOPMENT CORP COM 149111106 10,850.00 620,000 SH SOLE 3 554,200 0 64,700 CATERPILLAR INC (DELAWARE) COM 149123101 165.60 3,500 SH OTH 3 3,500 0 0 CATERPILLAR INC (DELAWARE) COM 149123101 1,564.15 33,060 SH PUT SOLE 2 33,060 CATERPILLAR INC (DELAWARE) COM 149123101 8,411.17 177,779 SH PUT SOLE 2 177,779 CATERPILLAR INC (DELAWARE) COM 149123101 13,798.60 291,648 SH SOLE 3 253,648 0 34,200 CATHAY BANCORP INC COM 149150104 129.80 2,200 SH SOLE 3 1,400 0 0 CAVION.COM COM 149649105 15.00 15,000 SH SOLE 2 15,000 CB RICHARD ELLIS SERVICES COM 12489L108 33.60 2,300 SH SOLE 3 2,300 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 493.60 19,500 SH OTH 3 0 0 19,500 CBL & ASSOC PROPERTIES, INC. COM 124830100 596.11 23,550 SH SOLE 2 23,550 CBL & ASSOC PROPERTIES, INC. COM 124830100 842.90 33,300 SH SOLE 3 30,900 0 0 CBL & ASSOC PROPERTIES, INC. COM 124830100 2,709.70 107,050 SH SOLE 2 107,050 CBRL GROUP INC COM 12489V106 181.88 10,000 SH SOLE 2 10,000 CBRL GROUP INC COM 12489V106 7,947.00 436,950 SH SOLE 3 430,050 0 6,900 C-CUBE MICROSYSTEMS INC-NEW COM 12501N108 442.00 35,900 SH SOLE 3 29,300 0 6,600 CDW COMPUTER CENTERS INC COM 125129106 2,358.20 84,600 SH SOLE 3 73,600 0 10,200 CEC ENTERTAINMENT INC COM 125137109 8,414.06 246,566 SH SOLE 2 246,566 CEC ENTERTAINMENT INC. COM 125137109 1,281.40 37,550 SH SOLE 3 32,250 0 5,300 CELERITEK INC COM 150926103 392.70 10,300 SH OTH 3 0 0 10,300 CELERITEK INC COM 150926103 781.60 20,500 SH SOLE 3 17,300 0 2,900 CELESTICA INC COM 15101Q108 9.10 167 SH SOLE 3 167 0 0 CELESTICA INC COM 15101Q108 225.14 4,150 SH SOLE 2 4,150 CELESTICA INC COM 15101Q108 3,246.10 59,836 SH SOLE 2 59,836 CELGENE CORP COM 151020104 1,254.50 38,600 SH OTH 3 900 0 16,300 CELGENE CORP COM 151020104 8,336.20 256,500 SH SOLE 3 222,200 0 32,300 CELL GENESYS INC COM 150921104 244.30 10,709 SH SOLE 2 10,709 CELL GENESYS INC COM 150921104 2,801.40 122,800 SH SOLE 3 116,500 0 5,700 CELL PATHWAYS INC COM 15114R101 21.40 4,500 SH SOLE 3 0 0 4,500 CELL THERAPEUTICS INC COM 150934107 318.77 7,074 SH SOLE 2 7,074 CELL THERAPEUTICS INC COM 150934107 612.90 13,600 SH SOLE 3 13,300 0 0 CELLSTAR CORP COM 150925105 1,082.44 753,000 SH SOLE 2 753,000 CELLTECH GROUP PLC. COM 151158102 1,491.75 45,900 SH SOLE 2 45,900 CEMEX SA SPONS ADR PART CER COM 151290889 9,120.28 504,929 SH SOLE 2 504,929 CENDANT CORP COM 151313103 5,311.30 551,827 SH OTH 3 106,019 0 166,800 CENDANT CORP COM 151313103 89,191.50 9,266,680 SH SOLE 3 6,788,775 0 2,460,825 CENDANT CORP COM 151313103 401.26 41,689 SH SOLE 2 41,689 CENDANT CORP COM 151313103 5,861.96 609,035 SH SOLE 2 609,035 CENTENNIAL COMMUNICATIONS CORP COM 15133V208 2,668.10 142,300 SH SOLE 3 72,800 0 69,500 CENTERPOINT PPTYS CORP COM 151895109 760.70 16,100 SH OTH 3 0 0 12,000 CENTERPOINT PPTYS CORP COM 151895109 6,827.60 144,500 SH SOLE 3 132,700 0 11,800 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 412.40 15,100 SH SOLE 3 8,900 0 5,100 CENTEX CORP COM 152312104 101.40 2,700 SH OTH 3 2,700 0 0 CENTEX CORP COM 152312104 15,734.90 418,900 SH SOLE 3 397,900 0 20,000 CENTOCOR INC 4.75% 02/15/2005 FA CNV 152342AE1 4,322.76 3,130,000 SH SOLE 4 3,130,000 CENTRA SOFTWARE INC COM 15234X103 401.21 103,539 SH SOLE 2 103,539 CENTRAL GARDEN & PET CO COM 153527106 74.90 10,900 SH SOLE 3 6,200 0 4,700 CENTRAL GARDEN & PET CO COM 153527106 137.50 20,000 SH SOLE 2 20,000 CENTRAL HUDSON GAS & ELEC CO COM 12541M102 71.60 1,600 SH SOLE 3 1,600 0 0 CENTRAL PARKING CORP COM 154785109 14,152.00 707,600 SH SOLE 3 564,600 0 143,000 CENTURY BUSINESS SERVICES INC COM 156490104 20.81 18,500 SH SOLE 2 18,500 CENTURY SOUTH BKS INC COM 156683104 424.50 12,600 SH OTH 3 0 0 12,600 CENTURYTEL INC COM 156700106 2,868.79 80,246 SH SOLE 2 80,246 CENTURYTEL INC. COM 156700106 2,563.30 71,700 SH OTH 3 500 0 71,200 CENTURYTEL INC. COM 156700106 15,768.60 441,079 SH SOLE 3 437,879 0 3,200 CEPHALON INC COM 156708109 276.99 4,375 SH SOLE 2 4,375 CEPHALON INC COM 156708109 582.50 9,200 SH OTH 3 0 0 9,200 CERIDIAN CORP COM 15677T106 1,082.80 54,310 SH SOLE 3 48,710 0 5,600 CERNER CORP COM 156782104 2,756.50 59,600 SH SOLE 3 52,100 0 7,100 CERUS CORP COM 157085101 7.50 100 SH SOLE 3 100 0 0 CERUS CORP COM 157085101 278.43 3,700 SH SOLE 2 3,700 CFM TECHNOLOGIES INC COM 12525K106 349.52 59,492 SH SOLE 2 59,492 CHARLES SCHWAB CORP COM 808513105 988.90 34,850 SH SHD 1 34,850 0 0 CHARLES SCHWAB CORP COM 808513105 17,381.90 612,580 SH OTH 3 96,008 0 24,950 CHARLES SCHWAB CORP COM 808513105 304,638.70 10,735,996 SH SOLE 3 8,428,566 0 2,042,075 CHARLES SCHWAB CORP COM 808513105 1,519.48 53,550 SH SOLE 4 53,550 CHARLES SCHWAB CORP COM 808513105 72,027.67 2,538,420 SH CLL SOLE 2 2,538,420 CHARLES SCHWAB CORP COM 808513105 83,802.70 2,953,399 SH CLL SOLE 2 2,953,399 CHARMING SHOPPES INC COM 161133103 1,469.35 244,891 SH SOLE 2 244,891 CHARMING SHOPPES INC COM 161133103 5,062.20 843,700 SH SOLE 3 831,900 0 8,600 CHARTER COMMUNICATIONS INC - A COM 16117M107 68.10 3,000 SH SOLE 3 3,000 0 0 CHARTER COMMUNICATIONS INC - A COM 16117M107 662.50 29,200 SH OTH 3 0 0 29,200 CHARTER COMMUNICATIONS, INC COM 16117M107 21,324.93 939,942 SH PUT SOLE 2 939,942 CHARTER COMMUNICATIONS, INC COM 16117M107 32,599.85 1,436,908 SH PUT SOLE 2 1,436,908 CHARTER MUNICIPAL MTG COM 160908109 112.90 8,400 SH SOLE 3 0 0 8,400 CHARTER ONE FINL INC COM 160903100 593.80 20,565 SH OTH 3 0 0 20,565 CHARTER ONE FINL INC COM 160903100 4,997.50 173,073 SH SOLE 3 170,873 0 2,200 CHASE MANHATTAN CORP (NEW) COM 16161A108 2,592.20 57,050 SH SHD 1 57,050 0 0 CHASE MANHATTAN CORP (NEW) COM 16161A108 23,435.00 515,739 SH OTH 3 59,450 0 0 CHASE MANHATTAN CORP (NEW) COM 16161A108 25,711.26 565,860 SH PUT SOLE 2 565,860 CHASE MANHATTAN CORP (NEW) COM 16161A108 34,361.97 756,247 SH PUT SOLE 2 756,247 CHASE MANHATTAN CORP (NEW) COM 16161A108 75,014.20 1,650,931 SH SOLE 3 1,571,481 0 76,650 CHASE MANHATTAN CORP (NEW) CMN COM 16161A108 458.92 10,100 SH SOLE 4 10,100 CHATEAU COMMUNITIES INC. COM 161726104 24,223.00 795,827 SH SOLE 3 652,499 0 143,328 CHECK POINT SOFTWARE TECH COM M22465104 20,033.00 149,990 SH OTH 3 4,090 0 0 CHECK POINT SOFTWARE TECH COM M22465104 69,333.60 519,110 SH SOLE 3 464,110 0 0 CHECK POINT SOFTWARE TECH. LTD COM M22465104 1,746.33 13,075 SH SOLE 2 13,075 CHECK POINT SOFTWARE TECH. LTD COM M22465104 4,838.17 36,224 SH SOLE 2 36,224 CHECKFREE CORP COM 162813109 2,464.40 57,986 SH OTH 3 25,819 0 28,500 CHECKFREE CORP COM 162813109 99,830.40 2,348,888 SH SOLE 3 1,885,158 0 338,680 CHECKFREE CORP NEW COM 162813109 1,824.06 42,919 SH SOLE 2 42,919 CHECKPOINT SYS INC COM 162825103 90.70 12,200 SH OTH 3 0 0 12,200 CHECKPOINT SYS INC COM 162825103 346.60 46,600 SH SOLE 3 42,600 0 3,700 CHELSEA GCA REALTY, INC. COM 163262108 468.30 12,700 SH OTH 3 0 0 12,700 CHELSEA GCA REALTY, INC. COM 163262108 689.56 18,700 SH SOLE 2 18,700 CHELSEA GCA REALTY, INC. COM 163262108 940.31 25,500 SH SOLE 2 25,500 CHELSEA GCA REALTY, INC. COM 163262108 1,478.70 40,100 SH SOLE 3 39,300 0 0 CHEMED CORP COM 163596109 16,341.80 486,000 SH SOLE 3 393,300 0 92,700 CHEMFIRST INC COM 16361A106 77.20 3,500 SH SOLE 3 3,500 0 0 CHESAPEAKE CORP ($1.00 PAR) COM 165159104 185.10 9,000 SH SOLE 3 9,000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 274.40 27,100 SH SOLE 3 5,700 0 18,700 CHEVRON CORP COM 166751107 1,692.30 20,042 SH SOLE 2 20,042 CHEVRON CORP COM 166751107 2,778.00 32,900 SH SHD 1 32,900 0 0 CHEVRON CORP COM 166751107 6,631.05 78,532 SH SOLE 2 78,532 CHEVRON CORP COM 166751107 30,992.60 367,048 SH OTH 3 42,800 0 2,200 CHEVRON CORP COM 166751107 115,616.10 1,369,251 SH SOLE 3 1,316,951 0 52,300 CHICOS FAS INC COM 168615102 91.80 4,400 SH SOLE 3 0 0 4,000 CHILDRENS COMPREHENSIVE SVCS COM 16875K202 1,582.60 633,046 SH SOLE 3 477,000 0 156,046 CHILDREN'S PLACE COM 168905107 10.10 500 SH SOLE 3 0 0 0 CHINA MOBILE HK LTD - SP ADR COM 16941M109 143.80 5,300 SH OTH 3 0 0 0 CHINA MOBILE HONG KONG LTD COM 16941M109 9,600.13 353,922 SH SOLE 2 353,922 CHINA MOBILE HONG KONG LTD COM 16941M109 25,244.15 930,660 SH SOLE 2 930,660 CHINADOTCOM CORP COM G2108N109 75.15 16,700 SH SOLE 2 16,700 CHIRON CORP COM 170040109 427.20 9,600 SH SHD 1 9,600 0 0 CHIRON CORP COM 170040109 890.00 20,000 SH SOLE 2 20,000 CHIRON CORP COM 170040109 1,160.47 26,078 SH SOLE 2 26,078 CHIRON CORP COM 170040109 2,469.80 55,500 SH OTH 3 5,300 0 0 CHIRON CORP COM 170040109 36,320.90 816,200 SH SOLE 3 775,400 0 33,200 CHITTENDEN CORP COM 170228100 1,079.10 35,600 SH SOLE 3 35,600 0 0 CHOICE ONE COMMUNICATIONS COM 17038P104 0.90 100 SH SOLE 3 100 0 0 CHOICEPOINT INC COM 170388102 271.17 4,136 SH SOLE 2 4,136 CHOICEPOINT INC COM 170388102 1,606.30 24,500 SH OTH 3 0 0 24,500 CHORDIANT SOFTWARE INC COM 170404107 2,538.28 855,000 SH SOLE 2 855,000 CHRIS-CRAFT IND INC. COM 170520100 907.30 13,644 SH OTH 3 0 0 13,644 CHRIS-CRAFT IND INC. 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COM 21988R102 397.66 10,000 SH SOLE 2 10,000 CORPORATE OFFICE PROPERTIES COM 22002T108 144.10 14,500 SH OTH 3 0 0 0 CORPORATE OFFICE PROPERTIES COM 22002T108 3,045.80 306,500 SH SOLE 3 262,500 0 44,000 CORRECTIONAL PROPERTIES COM 22025E104 690.10 71,700 SH SOLE 3 71,700 0 0 CORRECTIONS CORP AMER NEW COM 22025Y100 6.91 20,088 SH SOLE 2 20,088 CORRECTIONS CORP OF AMERICA COM 22025Y100 8.90 25,837 SH SOLE 3 25,837 0 0 CORUS BANKSHS INC COM 220873103 5,997.50 121,200 SH SOLE 3 113,400 0 6,600 CORVIS CORP COM 221009103 104.80 4,400 SH OTH 3 4,400 0 0 CORVIS CORP COM 221009103 14,497.80 608,830 SH SOLE 3 553,030 0 4,800 CORVIS CORP VENTURE CAPITAL INVESTMENT COM USVC02930 10,407.70 745,068 SH SOLE 3 745,068 0 0 COSINE COMMUNICATIONS INC COM 221222102 357.00 25,730 SH SOLE 2 25,730 COSINE COMMUNICATIONS INC COM 221222102 443.31 31,950 SH SOLE 2 31,950 COST PLUS INC COM 221485105 14.70 500 SH SOLE 3 0 0 0 COST PLUS INC. COM 221485105 362.31 12,334 SH SOLE 2 12,334 COSTAR GROUP INC COM 22160N109 233.90 9,900 SH SOLE 3 9,900 0 0 COSTCO WHOLESALE CORP COM 22160K105 67.90 1,700 SH OTH 3 1,700 0 0 COSTCO WHOLESALE CORP COM 22160K105 18,013.80 451,050 SH SOLE 3 247,350 0 203,700 COSTCO WHOLESALE CORP COM 22160K105 510.00 12,770 SH PUT SOLE 2 12,770 COSTCO WHOLESALE CORP COM 22160K105 10,685.76 267,562 SH PUT SOLE 2 267,562 COUNTRYWIDE CR INDS INC COM 222372104 1,283.79 25,548 SH SOLE 2 25,548 COUNTRYWIDE CR INDS INC COM 222372104 2,000.00 39,800 SH OTH 3 100 0 39,700 COUNTRYWIDE CR INDS INC COM 222372104 2,773.80 55,200 SH SOLE 3 52,800 0 2,400 COUNTRYWIDE CR INDS INC COM 222372104 5,065.20 100,800 SH SOLE 2 100,800 COUSINS PPTYS INC COM 222795106 354.81 12,700 SH SOLE 2 12,700 COUSINS PPTYS INC COM 222795106 420.50 15,050 SH OTH 3 2,100 0 0 COUSINS PPTYS INC COM 222795106 565.90 20,256 SH SOLE 2 20,256 COUSINS PPTYS INC COM 222795106 12,489.50 447,050 SH SOLE 3 408,500 0 38,550 COVAD COMMUNICATIONS GROUP COM 222814204 0.70 400 SH OTH 3 400 0 0 COVAD COMMUNICATIONS GROUP COM 222814204 130.31 78,678 SH SOLE 2 78,678 COVAD COMMUNICATIONS GROUP COM 222814204 394.00 237,900 SH SOLE 3 54,500 0 183,400 COVANCE INC COM 222816100 161.25 15,000 SH SOLE 2 15,000 COVANCE, INC COM 222816100 546.10 50,800 SH SOLE 3 49,300 0 0 COVENTRY HEALTH CARE COM 222862104 448.40 16,800 SH OTH 3 0 0 16,800 COVENTRY HEALTH CARE COM 222862104 773.90 29,000 SH SOLE 3 21,200 0 7,100 COX COMMUNICATIONS CL A COM 224044107 246.32 5,290 SH SOLE 2 5,290 COX COMMUNICATIONS CL A COM 224044107 493.19 10,592 SH SOLE 2 10,592 COX COMMUNICATIONS CL A COM 224044107 1,671.60 35,900 SH OTH 3 6,100 0 0 COX COMMUNICATIONS CL A COM 224044107 5,012.50 107,650 SH SOLE 3 83,950 0 23,700 COX RADIO INC CL-A COM 224051102 342.90 15,200 SH SOLE 3 15,200 0 0 COX RADIO INC CL-A COM 224051102 726.50 32,200 SH OTH 3 0 0 32,200 CRANE CO (DELAWARE) COM 224399105 68.20 2,400 SH OTH 3 2,400 0 0 CRANE CO (DELAWARE) COM 224399105 13,073.30 459,720 SH SOLE 3 399,820 0 56,100 CRAWFORD & CO CL-A COM 224633206 143.80 14,115 SH SOLE 2 14,115 CRAWFORD & CO CL-B COM 224633107 115.10 9,900 SH SOLE 3 9,900 0 0 CRAWFORD & CO CL-B COM 224633107 153.01 13,162 SH SOLE 2 13,162 CREDENCE SYSTEMS CORP COM 225302108 4,478.10 194,700 SH SOLE 3 177,900 0 11,600 CREDICORP LTD COM G2519Y108 102.00 17,000 SH SOLE 3 17,000 0 0 CREDICORP LTD COM G2519Y108 639.00 106,500 SH OTH 3 0 0 0 CREDIT ACCEP CORP MICH COM 225310101 180.00 30,000 SH SOLE 3 30,000 0 0 CREE INC COM 225447101 284.25 8,000 SH SOLE 2 8,000 CREE INC COM 225447101 2,757.20 77,600 SH OTH 3 0 0 0 CREE INC COM 225447101 14,105.90 397,000 SH SOLE 3 385,800 0 6,000 CRESCENT REAL ESTATE EQUITIES COM 225756105 852.18 38,300 SH SOLE 2 38,300 CRESCENT REAL ESTATE EQUITIES COM 225756105 1,624.20 73,000 SH OTH 3 0 0 73,000 CRITICAL PATH INC COM 22674V100 350.30 11,392 SH SOLE 2 11,392 CRITICAL PATH INC COM 22674V100 375.10 12,200 SH OTH 3 500 0 11,700 CRITICAL PATH INC COM 22674V100 6,341.90 206,240 SH SOLE 3 205,340 0 600 CRITICAL PATH INC COM 22674V100 10,292.55 334,717 SH SOLE 2 334,717 CROMPTON CORP COM 227116100 334.95 31,900 SH SOLE 2 31,900 CROMPTON CORP COM 227116100 724.92 69,040 SH SOLE 2 69,040 CROMPTON CORP COM 227116100 1,425.10 135,721 SH SOLE 3 87,021 0 47,100 CROSS TIMBERS OIL CO COM 227573102 2,812.50 101,350 SH SOLE 3 83,500 0 16,800 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 245.76 15,300 SH SOLE 2 15,300 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 3,696.09 230,107 SH SOLE 2 230,107 CROSSROADS SYSTEMS INC COM 22765D100 113.90 24,300 SH SOLE 3 1,400 0 22,900 CROSSWAVE COMMUNICATIONS COM 227686102 178.67 22,160 SH SOLE 2 22,160 CROSSWORLDS SOFTWARE INC COM 22769P109 69.84 16,930 SH SOLE 2 16,930 CROWN CASTE INTL CORP COM 228227104 5,129.90 189,558 SH OTH 3 102,058 0 75,100 CROWN CASTE INTL CORP COM 228227104 344,085.70 12,714,686 SH SOLE 3 10,423,281 0 1,543,735 CROWN CASTLE INTL CORP COM 228227104 10,425.15 385,225 SH SOLE 2 385,225 CROWN CASTLE INTL CORP COM 228227104 11,196.73 413,736 SH SOLE 2 413,736 CROWN CORK & SEAL INC COM 228255105 26.00 3,500 SH SOLE 3 3,500 0 0 CROWN CORK & SEAL INC COM 228255105 646.27 86,894 SH SOLE 2 86,894 CROWN PACIFIC PARTNERS LP COM 228439105 99.20 11,100 SH SOLE 3 0 0 11,100 CRUCELL N.V. ADS COM 228769105 135.72 21,500 SH SOLE 2 21,500 CRYOLIFE INC COM 228903100 9.10 300 SH SOLE 3 0 0 0 CSG SYSTEMS COM 126349109 197.10 4,200 SH SOLE 3 4,200 0 0 CSG SYSTEMS COM 126349109 643.00 13,700 SH OTH 3 0 0 13,700 CSS INDUSTRIES COM 125906107 7,134.50 335,739 SH SOLE 3 335,739 0 0 CSX CORP COM 126408103 10.40 400 SH OTH 3 400 0 0 CSX CORP COM 126408103 1,168.48 45,050 SH SOLE 2 45,050 CSX CORP COM 126408103 4,150.00 160,000 SH SOLE 3 155,800 0 4,200 CT COMMUNICATIONS INC COM 126426402 417.70 29,700 SH SOLE 3 28,900 0 0 CTC COMMUNICATIONS GROUP INC COM 126419100 200.70 43,400 SH SOLE 3 12,500 0 30,900 CTS CORP COM 126501105 617.70 16,953 SH SOLE 3 16,953 0 0 CTS CORP COM 126501105 652.20 17,900 SH OTH 3 0 0 17,900 CUBIC CORP (DELAWARE) COM 229669106 2.60 100 SH SOLE 3 100 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 321.90 11,100 SH SOLE 3 11,100 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 553.90 19,100 SH OTH 3 0 0 19,100 CULLEN FROST BANKERS INC COM 229899109 2,851.60 68,200 SH OTH 3 0 0 68,200 CULLEN FROST BANKERS INC COM 229899109 13,561.60 324,343 SH SOLE 3 280,543 0 43,000 CUMMINS-ENGINE INC COM 231021106 2,374.90 62,600 SH SOLE 3 62,600 0 0 CURAGEN CORP COM 23126R101 513.50 18,800 SH OTH 3 0 0 18,800 CURAGEN CORP COM 23126R101 1,633.30 59,800 SH SOLE 3 45,300 0 14,100 CURIS INC COM 231269101 126.00 14,200 SH SOLE 3 0 0 14,200 CURIS INC COM 231269101 1,401.03 157,863 SH SOLE 2 157,863 CURTISS-WRIGHT CORP COM 231561101 32.50 700 SH SOLE 3 300 0 0 CV THERAPEUTICS INC COM 126667104 389.10 5,500 SH SOLE 3 5,300 0 0 CV THERAPEUTICS INC COM 126667104 488.20 6,900 SH OTH 3 0 0 6,900 CV THERAPEUTICS INC COM 126667104 495.25 7,000 SH SOLE 2 7,000 CVS CORP COM 126650100 11,310.90 188,711 SH OTH 3 97,411 0 28,100 CVS CORP COM 126650100 206,966.40 3,453,037 SH SOLE 3 2,505,474 0 936,119 CVS CORP (DEL) COM 126650100 2,387.49 39,833 SH SOLE 2 39,833 CVS CORP (DEL) COM 126650100 2,965.23 49,472 SH SOLE 2 49,472 CYBEAR GROUP NEW COM 23243C102 0.30 803 SH SOLE 3 803 0 0 CYBER-CARE INC COM 23243T105 81.40 38,300 SH SOLE 3 37,600 0 0 CYBEROPTICS CORP COM 232517102 736.80 43,500 SH SOLE 3 43,500 0 0 CYGNUS INC COM 232560102 26.30 5,400 SH SOLE 3 0 0 5,400 CYLINK CORP COM 232565101 43.60 20,200 SH SOLE 3 20,200 0 0 CYMER INC. 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COM 23804A206 56.30 26,500 SH SOLE 3 0 0 26,500 DATASCOPE CORP COM 238113104 30.80 900 SH SOLE 3 400 0 0 DATASCOPE CORP COM 238113104 856.25 25,000 SH SOLE 2 25,000 DAVITA INC COM 23918K108 452.10 26,400 SH OTH 3 0 0 26,400 DAVITA INC COM 23918K108 1,998.50 116,700 SH SOLE 3 115,500 0 0 DDI CORP COM 233162106 463.20 17,000 SH OTH 3 0 0 17,000 DEAN FOODS CO. COM 242361103 2,682.89 87,426 SH SOLE 2 87,426 DEAN FOODS CO. COM 242361103 3,225.10 105,094 SH SOLE 3 102,694 0 2,400 DEAN FOODS CO. COM 242361103 5,921.55 192,963 SH SOLE 2 192,963 DECODE GENETICS INC COM 243586104 276.10 26,300 SH OTH 3 0 0 26,300 DECODE GENETICS INC COM 243586104 2,802.70 266,920 SH SOLE 3 262,720 0 4,200 DEERE & CO. COM 244199105 3,608.50 78,766 SH OTH 3 2,700 0 0 DEERE & CO. COM 244199105 18,681.00 407,770 SH SOLE 3 374,170 0 29,900 DEERE & COMPANY COM 244199105 641.38 14,000 SH PUT SOLE 2 14,000 DEL MONTE FOODS COMPANY COM 24522P103 548.10 75,600 SH SOLE 2 75,600 DEL MONTE FOODS COMPANY COM 24522P103 1,500.03 206,900 SH SOLE 2 206,900 DEL WEBB CORP COM 947423109 1,626.30 55,600 SH SOLE 3 54,900 0 0 DELCO REMY INTL INC COM 246626105 44.00 5,100 SH SOLE 3 5,100 0 0 DELHAIZE AMERICA INC COM 246688204 21.60 1,200 SH SOLE 3 1,200 0 0 DELHAIZE AMERICA INC COM 246688105 206.90 11,700 SH SOLE 3 11,700 0 0 DELHAIZE AMERICA INC COM 246688204 347.40 19,300 SH OTH 3 0 0 19,300 DELHAIZE AMERICA INC COM 246688105 399.37 22,579 SH SOLE 2 22,579 DELL COMPUTER CORP COM 247025109 6,923.90 397,069 SH OTH 3 13,300 0 0 DELL COMPUTER CORP COM 247025109 210,133.80 12,050,683 SH SOLE 3 11,933,727 0 106,656 DELL COMPUTER CORP CLL 247025109 0.31 10,000 SH CLL SOLE 2 10,000 DELL COMPUTER CORP CLL 247025109 23.13 20,000 SH CLL SOLE 2 20,000 DELL COMPUTER CORP CLL 247025109 41.88 10,000 SH CLL SOLE 2 10,000 DELL COMPUTER CORP COM 247025109 99,210.80 5,689,508 SH PUT SOLE 2 5,689,508 DELL COMPUTER CORP COM 247025109 105,147.97 6,029,991 SH PUT SOLE 2 6,029,991 DELL COMPUTER CORP CMN COM 247025109 27,637.57 1,584,950 SH SOLE 4 1,584,950 DELPHI AUTOMATIVE SYSTEMS COM 247126105 4,311.20 383,219 SH OTH 3 6,000 0 0 DELPHI AUTOMATIVE SYSTEMS COM 247126105 6,595.40 586,255 SH SOLE 3 546,852 0 39,403 DELPHI FINANCIAL GRP INC CL-A COM 247131105 3,823.50 99,312 SH SOLE 3 97,112 0 2,200 DELTA & PINE LAND CO COM 247357106 15,818.30 755,500 SH SOLE 3 623,100 0 132,400 DELTA AIR LINES INC DEL COM 247361108 878.30 17,500 SH SHD 1 17,500 0 0 DELTA AIR LINES INC DEL COM 247361108 2,048.10 40,809 SH SOLE 2 40,809 DELTA AIR LINES INC DEL COM 247361108 7,724.00 153,902 SH OTH 3 26,800 0 0 DELTA AIR LINES INC DEL COM 247361108 28,115.00 560,200 SH SOLE 3 529,900 0 30,300 DELTA FINANCIAL CORP COM 247918105 72.50 232,000 SH SOLE 3 232,000 0 0 DELUXE CORP COM 248019101 1,445.40 57,200 SH SOLE 3 56,300 0 900 DENBURY RESOURCES INC COM 247916208 110.00 10,000 SH SOLE 2 10,000 DENDRITE INTERNATIONAL COM 248239105 240.67 10,756 SH SOLE 2 10,756 DENDRITE INTERNATIONAL COM 248239105 582.90 26,050 SH SOLE 3 26,050 0 0 DENDRITE INTERNATIONAL COM 248239105 2,437.62 108,944 SH SOLE 2 108,944 DENNISON INT'L PLC COM 248335101 5,407.10 363,500 SH SOLE 3 363,500 0 0 DENTSPLY INTL INC COM 249030107 837.08 21,395 SH SOLE 2 21,395 DENTSPLY INTL INC COM 249030107 978.10 25,000 SH OTH 3 0 0 25,000 DENTSPLY INTL INC COM 249030107 2,574.40 65,800 SH SOLE 3 54,300 0 11,500 DEUTSCHE TELEKOM AG COM 251566105 1,427.40 48,800 SH SOLE 2 48,800 DEUTSCHE TELEKOM AG COM 251566105 2,810.95 96,101 SH SOLE 2 96,101 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,158.20 87,000 SH SOLE 3 78,600 0 8,400 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,475.49 110,835 SH SOLE 2 110,835 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,734.55 130,295 SH SOLE 2 130,295 DEVON ENERGY CORP COM 25179M103 475.60 7,800 SH SHD 1 7,800 0 0 DEVON ENERGY CORP COM 25179M103 4,225.20 69,300 SH OTH 3 4,700 0 15,300 DEVON ENERGY CORP COM 25179M103 35,412.70 580,822 SH SOLE 3 541,362 0 37,760 DEVON ENERGY CORP (NEW) COM 25179M103 225.59 3,700 SH SOLE 2 3,700 DEVRY INC DEL COM 251893103 226.50 6,000 SH SOLE 2 6,000 DEVRY INC DEL COM 251893103 244.24 6,470 SH SOLE 2 6,470 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 907.91 20,460 SH SOLE 2 20,460 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 3,268.53 73,657 SH SOLE 2 73,657 DIAGNOSTIC PRODUCTS CORP COM 252450101 5,759.30 105,433 SH SOLE 3 98,033 0 7,400 DIAMOND OFFSHORE DRILLING INC COM 25271C102 26.00 650 SH OTH 3 650 0 0 DIAMOND OFFSHORE DRILLING INC CLL 25271C102 103.50 12,000 SH CLL SOLE 2 12,000 DIAMOND OFFSHORE DRILLING INC COM 25271C102 2,468.00 61,700 SH SOLE 3 57,200 0 3,500 DIAMONDCLUSTER INTERNATIONAL INC. COM 25278P106 2,569.60 84,250 SH SOLE 3 80,650 0 3,000 DIANON SYSTEMS COM 252826102 8.10 185 SH SOLE 3 185 0 0 DIASYS CORP COM 252838107 950.00 100,000 SH SOLE 2 100,000 DIEBOLD INC. COM 253651103 23.40 700 SH OTH 3 700 0 0 DIEBOLD INC. COM 253651103 2,695.80 80,774 SH SOLE 3 66,174 0 14,600 DIGENE CORP COM 253752109 13.40 300 SH SOLE 3 0 0 0 DIGENE CORP COM 253752109 670.31 15,000 SH SOLE 2 15,000 DIGEX INC COM 253756100 153.00 6,800 SH OTH 3 0 0 6,800 DIGEX INC COM 253756100 288.00 12,800 SH SOLE 3 12,700 0 0 DIGI INTERNATIONAL, INC. COM 253798102 199.40 32,563 SH SOLE 3 32,563 0 0 DIGITAL COURIER TECHNOLOGIES COM 253838106 12.40 32,300 SH SOLE 3 27,400 0 4,300 DIGITAL INSIGHT CORP COM 25385P106 43.40 2,400 SH OTH 3 0 0 2,400 DIGITAL INSIGHT CORP COM 25385P106 496.70 27,500 SH SOLE 3 27,200 0 0 DIGITAL ISLAND INC COM 25385N101 107.70 26,500 SH OTH 3 0 0 26,500 DIGITAL ISLAND INC COM 25385N101 139.95 34,450 SH SOLE 2 34,450 DIGITAL ISLAND INC COM 25385N101 1,185.60 291,846 SH SOLE 3 245,046 0 45,800 DIGITAL LIGHTWAVE INC COM 253855100 621.10 19,600 SH SOLE 3 8,000 0 11,600 DIGITAL RIVER INC COM 25388B104 5.90 2,500 SH SOLE 3 2,500 0 0 DIGITALTHINK INC COM 25388M100 18.80 1,100 SH SOLE 3 300 0 800 DIGITAS INC COM 25388K104 114.90 22,700 SH SOLE 3 11,300 0 11,400 DILLARDS INC CL-A COM 254067101 968.60 82,000 SH SOLE 3 68,700 0 12,100 DIME BANCORP INC (NEW) COM 25429Q102 1,643.70 55,600 SH OTH 3 0 0 55,600 DIME BANCORP INC (NEW) COM 25429Q102 29,000.80 981,000 SH SOLE 3 955,500 0 25,500 DIME COMMUNITY BANCSHS COM 253922108 17.70 700 SH SOLE 3 700 0 0 DIONEX CORP COM 254546104 1,207.50 35,000 SH SOLE 3 35,000 0 0 DIRECT FOCUS INC COM 254931108 16.80 500 SH SOLE 3 500 0 0 DISNEY WALT CO (HOLDING CO) PUT 254687106 65.25 36,000 SH PUT SOLE 2 36,000 DISNEY WALT CO (HOLDING CO) COM 254687106 27,945.35 965,714 SH SOLE 2 965,714 DISNEY WALT CO (HOLDING CO) COM 254687106 29,375.82 1,015,147 SH SOLE 2 1,015,147 DISNEY WALT CO (HOLDING CO) CMN COM 254687106 506.41 17,500 SH SOLE 4 17,500 DISTRIBUCION Y SERVICIO-ADR COM 254753106 2,891.10 165,800 SH SOLE 3 165,800 0 0 DISTRIBUCION Y SERVICIO-ADR COM 254753106 15,039.80 862,500 SH OTH 3 0 0 0 DITECH COMMUNICATIONS CORP COM 25500M103 1,002.30 62,400 SH SOLE 3 62,400 0 0 DIVERSA CORP COM 255064107 287.00 16,000 SH SOLE 3 15,200 0 0 DIVERSINET CORP COM 25536K204 86.00 38,200 SH SOLE 3 0 0 38,200 DIVINE INTERVENTURES INC COM 255404105 53.65 34,333 SH SOLE 2 34,333 DLJ DIRECT COM 257661504 137.60 36,700 SH SOLE 3 19,200 0 17,500 DMC STRATEX NETWORKS INC COM 23322L106 130.50 8,700 SH SOLE 3 8,700 0 0 DMC STRATEX NETWORKS INC COM 23322L106 504.00 33,600 SH OTH 3 0 0 33,600 DOBSON COMMUNICATIONS CORP - A COM 256069105 680.10 46,500 SH OTH 3 0 0 46,500 DOBSON COMMUNICATIONS CORP - A COM 256069105 29,371.70 2,008,320 SH SOLE 3 1,739,320 0 269,000 DOCENT INC COM 25608L106 1,645.00 188,000 SH SOLE 2 188,000 DOCUMENTUM INC. COM 256159104 586.30 11,800 SH OTH 3 0 0 11,800 DOCUMENTUM INC. COM 256159104 1,853.30 37,300 SH SOLE 3 31,100 0 5,800 DOLE FOOD CO. INC COM 256605106 1,223.21 74,700 SH SOLE 2 74,700 DOLLAR GENL CORP COM 256669102 657.44 34,831 SH SOLE 2 34,831 DOLLAR GENL CORP COM 256669102 1,109.81 58,798 SH SOLE 2 58,798 DOLLAR GENL CORP COM 256669102 11,366.70 602,207 SH SOLE 3 602,207 0 0 DOLLAR THRIFTY AUTOMOTIVE GROUP COM 256743105 5,572.50 297,200 SH SOLE 3 287,000 0 9,200 DOLLAR TREE STORES INC COM 256747106 830.55 33,900 SH SOLE 2 33,900 DOLLAR TREE STORES INC COM 256747106 1,867.24 76,214 SH SOLE 2 76,214 DOLLAR TREE STORES INC COM 256747106 33,209.80 1,355,500 SH SOLE 3 1,343,800 0 11,700 DOMINION RES INC NEW COM 25746U109 2,027.90 30,267 SH OTH 3 2,076 0 0 DOMINION RES INC NEW COM 25746U109 3,947.80 58,922 SH SOLE 3 56,222 0 2,700 DOMINION RES INC VA NEW COM 25746U109 1,847.53 27,575 SH SOLE 2 27,575 DOMTAR INC COM 257561100 179.16 19,500 SH SOLE 2 19,500 DONALDSON CO INC COM 257651109 865.00 31,100 SH SOLE 3 31,100 0 0 DORAL FINANCIAL CORP COM 25811P100 996.50 41,200 SH SOLE 3 41,200 0 0 DOUBLECLICK INC COM 258609304 711.20 64,651 SH OTH 3 33,101 0 26,450 DOUBLECLICK INC COM 258609304 63,228.10 5,748,130 SH SOLE 3 5,144,955 0 71,485 DOUBLECLICK INC SUB NTS CV CNV 258609AC0 379.03 650,000 SH SOLE 2 650,000 DOUBLECLICK INC SB NTS CV4 3/4 6/15/06 CNV 258609AC0 2,000.34 3,350,000 SH SOLE 4 3,350,000 DOUBLECLICK, INC. COM 258609304 225.06 20,460 SH PUT SOLE 2 20,460 DOUBLECLICK, INC. COM 258609304 6,265.15 569,559 SH PUT SOLE 2 569,559 DOVER CORP COM 260003108 170.40 4,200 SH SHD 1 4,200 0 0 DOVER CORP COM 260003108 1,297.30 31,983 SH OTH 3 0 0 0 DOVER CORP COM 260003108 11,576.50 285,400 SH SOLE 3 282,100 0 3,300 DOVER CORP COM 260003108 1,119.93 27,610 SH SOLE 2 27,610 DOVER CORP COM 260003108 3,615.78 89,141 SH SOLE 2 89,141 DOVER DOWNS ENTERTAINMENT COM 260086103 1,184.80 105,900 SH SOLE 3 88,800 0 17,100 DOW CHEMICAL CO CLL 260543103 31.88 10,000 SH CLL SOLE 2 10,000 DOW CHEMICAL CO CLL 260543103 96.25 10,000 SH CLL SOLE 2 10,000 DOW CHEMICAL CO COM 260543103 727.01 19,850 SH SOLE 2 19,850 DOW CHEMICAL CO COM 260543103 756.09 20,644 SH SOLE 2 20,644 DOW CHEMICAL CO COM 260543103 3,212.00 87,700 SH SHD 1 87,700 0 0 DOW CHEMICAL CO COM 260543103 25,967.00 708,996 SH OTH 3 123,500 0 0 DOW CHEMICAL CO COM 260543103 195,166.70 5,328,783 SH SOLE 3 5,098,593 0 214,800 DOW-JONES & CO INC COM 260561105 594.60 10,500 SH SHD 1 10,500 0 0 DOW-JONES & CO INC COM 260561105 741.79 13,100 SH SOLE 2 13,100 DOW-JONES & CO INC COM 260561105 5,011.70 88,506 SH OTH 3 13,200 0 0 DOW-JONES & CO INC COM 260561105 29,626.20 523,200 SH SOLE 3 491,000 0 31,600 DOWNEY FINANCIAL CORP COM 261018105 913.00 16,600 SH OTH 3 0 0 16,600 DOWNEY FINANCIAL CORP COM 261018105 7,900.10 143,639 SH SOLE 3 134,469 0 8,770 DRESS BARN INC COM 261570105 1,099.10 37,900 SH SOLE 3 37,300 0 0 DRIL-QUIP COM 262037104 23.90 700 SH SOLE 3 0 0 0 DSET CORP COM 262504103 95.80 53,300 SH SOLE 3 13,500 0 39,800 DSL.NET INC COM 262506108 5.93 11,162 SH SOLE 2 11,162 DSL.NET INC COM 262506108 10.63 20,004 SH SOLE 2 20,004 DSP GROUP INC COM 23332B106 355.69 16,900 SH SOLE 2 16,900 DSP GROUP INC COM 23332B106 420.94 20,000 SH SOLE 2 20,000 DSP GROUP INC COM 23332B106 785.00 37,300 SH SOLE 3 36,900 0 0 DST SYSTEM INC COM 233326107 5,045.10 75,300 SH OTH 3 7,000 0 0 DST SYSTEM INC COM 233326107 63,073.80 941,400 SH SOLE 3 849,700 0 86,800 DTE ENERGY CO. COM 233331107 112.90 2,900 SH OTH 3 2,900 0 0 DTE ENERGY CO. COM 233331107 9,232.10 237,100 SH SOLE 3 219,600 0 13,200 DTM CORP COM 23333L103 78.00 26,000 SH SOLE 2 26,000 DU PONT E I DE NEMOURS & CO COM 263534109 231.90 4,800 SH SHD 1 4,800 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1,710.02 35,395 SH SOLE 2 35,395 DU PONT E I DE NEMOURS & CO COM 263534109 5,606.13 116,039 SH SOLE 2 116,039 DU PONT E I DE NEMOURS & CO COM 263534109 16,656.40 344,763 SH OTH 3 23,383 0 5,409 DU PONT E I DE NEMOURS & CO COM 263534109 96,521.00 1,997,813 SH SOLE 3 1,889,922 0 101,981 DUCKWALL-ALCO STORES INC COM 264142100 3,982.10 677,800 SH SOLE 3 677,800 0 0 DUKE ENERGY CORP COM 264399106 878.10 10,300 SH SHD 1 10,300 0 0 DUKE ENERGY CORP COM 264399106 4,629.80 54,308 SH OTH 3 8,700 0 0 DUKE ENERGY CORP COM 264399106 32,881.10 385,702 SH SOLE 3 364,102 0 20,500 DUKE ENERGY CORP COM 264399106 1,159.83 13,605 SH SOLE 2 13,605 DUKE ENERGY CORP COM 264399106 1,369.71 16,067 SH SOLE 2 16,067 DUKE-WEEKS REALTY CORP COM 264411505 2,014.30 81,800 SH OTH 3 0 0 57,400 DUKE-WEEKS REALTY CORP COM 264411505 23,343.70 947,968 SH SOLE 3 874,712 0 73,256 DUN & BRADSTREET CORP COM 26483E100 46.60 1,800 SH SOLE 3 1,800 0 0 DUPONT PHOTOMASKS INC COM 26613X101 15.90 300 SH SOLE 3 300 0 0 DURA AUTOMOTIVE SYSTEMS A COM 265903104 276.70 52,710 SH SOLE 3 52,710 0 0 DURA AUTOMOTIVE SYSTEMS INC COM 265903104 378.17 72,033 SH SOLE 2 72,033 DVI INC COM 233343102 162.10 9,500 SH SOLE 3 3,800 0 5,700 DYAX CORP COM 26746E103 4,024.04 189,785 SH SOLE 2 189,785 DYCOM INDUSTRIES INC COM 267475101 143.80 4,000 SH SHD 1 4,000 0 0 DYCOM INDUSTRIES INC COM 267475101 4,122.00 114,700 SH OTH 3 2,600 0 76,300 DYCOM INDUSTRIES INC COM 267475101 29,720.40 827,002 SH SOLE 3 793,602 0 33,400 DYNAMIC HEALTHCARE TECH INC COM 267927101 5.63 10,000 SH SOLE 2 10,000 DYNAMIC SCIENCES INTL INC COM 268006103 10.00 400,000 SH OTH 3 0 0 0 DYNEGY INC NEW COM 26816Q101 1,581.64 28,212 SH SOLE 2 28,212 DYNEGY INC NEW COM 26816Q101 3,405.80 60,750 SH SOLE 2 60,750 DYNEGY INC. COM 26816Q101 827.90 14,768 SH SHD 1 14,768 0 0 DYNEGY INC. COM 26816Q101 12,743.00 227,300 SH OTH 3 8,800 0 7,600 DYNEGY INC. COM 26816Q101 124,057.20 2,212,838 SH SOLE 3 2,110,038 0 98,700 E COM VENTURES INC COM 26830K106 23.38 44,000 SH SOLE 2 44,000 E MACHINES COM 29076P102 247.51 660,033 SH SOLE 2 660,033 E SPIRE COMMUNICATIONS INC COM 269153102 21.40 42,700 SH SOLE 3 42,700 0 0 E STEEL CORP VENTURE CAPITAL INVESTMENT COM USVC01930 2,000.00 477,875 SH SOLE 3 477,875 0 0 E SUPERSTARS VENTURE CAPITAL INVESTMENT COM USVC06930 1,000.00 691,850 SH SOLE 3 691,850 0 0 E*TRADE GROUP INC COM 269246104 26.60 3,600 SH OTH 3 200 0 0 E*TRADE GROUP INC COM 269246104 247.06 33,500 SH PUT SOLE 2 33,500 E*TRADE GROUP INC COM 269246104 3,339.50 452,815 SH SOLE 3 407,815 0 43,000 E.ON AG COM 268780103 1,168.86 19,360 SH SOLE 2 19,360 E.ON AG COM 268780103 2,552.05 42,270 SH SOLE 2 42,270 E.PIPHANY COM 26881V100 1,569.60 29,100 SH OTH 3 7,350 0 21,750 E.PIPHANY COM 26881V100 112,972.60 2,094,510 SH SOLE 3 1,863,260 0 2,000 E.PIPHANY INC COM 26881V100 381.88 7,080 SH SOLE 2 7,080 E.PIPHANY INC COM 26881V100 398.11 7,381 SH SOLE 2 7,381 E.W. SCRIPPS CO. COM 811054204 56.60 900 SH SOLE 3 900 0 0 E.W. SCRIPPS CO. COM 811054204 534.40 8,500 SH OTH 3 0 0 8,500 EARTHGRAINS CO COM 270319106 1,370.80 74,100 SH SOLE 3 74,100 0 0 EARTHLINK INC COM 270321102 123.80 24,600 SH OTH 3 0 0 24,600 EARTHLINK INC COM 270321102 222.40 44,206 SH SOLE 3 16,506 0 27,700 EAST WEST BANCORP INC COM 27579R104 793.00 31,800 SH SOLE 3 31,800 0 0 EASTGROUP PROPERTIES COM 277276101 890.50 39,800 SH SOLE 3 39,800 0 0 EASTMAN CHEM CO COM 277432100 1,968.90 40,387 SH OTH 3 0 0 0 EASTMAN CHEM CO COM 277432100 3,846.40 78,900 SH SOLE 3 78,400 0 500 EASTMAN KODAK CO CLL 277461109 68.13 10,000 SH CLL SOLE 2 10,000 EASTMAN KODAK CO COM 277461109 444.03 11,277 SH SOLE 2 11,277 EASTMAN KODAK CO COM 277461109 840.93 21,357 SH SOLE 2 21,357 EASTMAN KODAK CO COM 277461109 3,172.90 80,581 SH OTH 3 8,100 0 0 EASTMAN KODAK CO COM 277461109 8,786.50 223,150 SH SOLE 3 205,250 0 17,900 EATON CORP COM 278058102 45.10 600 SH OTH 3 600 0 0 EATON CORP COM 278058102 3,511.30 46,700 SH SOLE 3 40,500 0 6,200 EATON VANCE CORP (NON-VTG) COM 278265103 8.10 250 SH SOLE 3 250 0 0 EB2B COMM INC COM 26824R109 11.25 15,000 SH SOLE 2 15,000 EBAY INC COM 278642103 174.90 5,300 SH OTH 3 5,300 0 0 EBAY INC COM 278642103 12,705.40 385,012 SH SOLE 3 376,112 0 6,800 EBAY INC. COM 278642103 604.00 18,303 SH SOLE 2 18,303 EBAY INC. COM 278642103 8,015.60 242,897 SH SOLE 2 242,897 ECHELON CORP COM 27874N105 112.40 7,000 SH OTH 3 0 0 7,000 ECHELON CORP COM 27874N105 353.40 22,000 SH SOLE 3 22,000 0 0 ECHOSTAR COMMUNICATIONS CORP COM 278762109 1,909.20 83,921 SH OTH 3 43,589 0 33,400 ECHOSTAR COMMUNICATIONS CORP COM 278762109 5,071.04 222,903 SH SOLE 2 222,903 ECHOSTAR COMMUNICATIONS CORP COM 278762109 130,314.20 5,727,905 SH SOLE 3 4,215,585 0 1,427,280 ECLIPSYS CORP COM 278856109 83.30 3,400 SH SOLE 3 2,900 0 0 ECLIPSYS CORP COM 278856109 286.65 11,700 SH SOLE 2 11,700 ECLIPSYS CORP COM 278856109 755.21 30,825 SH SOLE 2 30,825 ECOLAB INC COM 278865100 4.30 100 SH OTH 3 100 0 0 ECOLAB INC COM 278865100 17.30 400 SH SOLE 3 400 0 0 ECOLAB INC COM 278865100 377.89 8,750 SH SOLE 2 8,750 EDISON INTERNATIONAL COM 281020107 235.94 15,100 SH SOLE 2 15,100 EDISON INTERNATIONAL COM 281020107 398.60 25,509 SH OTH 3 0 0 0 EDISON INTERNATIONAL COM 281020107 4,129.70 264,300 SH SOLE 3 264,000 0 300 EDISON INTERNATIONAL COM 281020107 5,029.69 321,900 SH SOLE 2 321,900 EDISON SCHOOLS COM 281033100 206.96 6,570 SH SOLE 2 6,570 EDISON SCHOOLS COM 281033100 236.25 7,500 SH SOLE 2 7,500 EDUCATION MANAGEMENT CORP COM 28139T101 5,201.60 145,500 SH SOLE 3 111,700 0 33,800 EDWARDS A G INC COM 281760108 12,272.10 258,700 SH OTH 3 5,400 0 86,200 EDWARDS A G INC COM 281760108 61,979.50 1,306,550 SH SOLE 3 1,209,750 0 86,800 EDWARDS LIFESCIENCES CORP COM 28176E108 489.90 27,600 SH SOLE 3 27,600 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 505.31 28,468 SH SOLE 2 28,468 EEX CORP COM 26842V207 6.80 1,400 SH SOLE 3 1,400 0 0 EFFICIENT NETWORKS COM 282056100 136.80 9,600 SH OTH 3 0 0 9,600 EFFICIENT NETWORKS COM 282056100 297.80 20,900 SH SOLE 3 18,500 0 2,200 EFFICIENT NETWORKS INC COM 282056100 1,862.00 130,667 SH SOLE 2 130,667 EGAIN COMMUNICATIONS COM 28225C103 123.10 39,800 SH SOLE 3 5,800 0 34,000 EGGHEAD.COM INC COM 282329101 6.10 10,357 SH SOLE 3 10,357 0 0 EGL INC COM 268484102 518.85 21,675 SH SOLE 2 21,675 EGL INC COM 268484102 555.40 23,200 SH OTH 3 0 0 23,200 EGREETINGS NETWORK INC COM 282343102 70.28 249,900 SH SOLE 2 249,900 EIDOS PLC-SPONSORED ADR COM 282485101 102.16 34,779 SH SOLE 2 34,779 EIRCOM PLC-SPON ADR COM 28257P105 208.13 22,500 SH SOLE 2 22,500 EL PASO ELECTRIC (NEW) COM 283677854 315.50 23,900 SH SOLE 3 8,500 0 14,200 EL PASO ENERGY CAPITAL TR I CNV 283678209 679.19 7,740 SH SOLE 2 7,740 EL PASO ENERGY CAPITAL TR I CNV 283678209 1,158.30 13,200 SH SOLE 2 13,200 EL PASO ENERGY CORP. COM 283905107 78.80 1,100 SH OTH 3 1,100 0 0 EL PASO ENERGY CORP. COM 283905107 14,214.60 198,458 SH SOLE 3 181,758 0 15,900 EL PASO ENERGY CORP COM 283905107 1,323.63 18,480 SH SOLE 2 18,480 EL PASO ENERGY CORP COM 283905107 10,697.48 149,354 SH SOLE 2 149,354 EL PASO ENERGY PARTNERS COM 28368B102 3,243.80 118,225 SH SOLE 2 118,225 EL PASO ENERGY PARTNERS COM 28368B102 10,927.75 398,278 SH SOLE 2 398,278 ELAMEX, S.A. DE C.V. COM P36209107 52.50 40,000 SH SOLE 2 40,000 ELAN CORP PLC (ADR) COM 284131208 1,015.80 21,700 SH OTH 3 21,700 0 0 ELAN CORP PLC (ADR) COM 284131208 12,935.23 276,320 SH SOLE 2 276,320 ELAN CORP PLC (ADR) COM 284131208 16,129.90 344,564 SH SOLE 2 344,564 ELAN CORP PLC (ADR) COM 284131208 16,550.50 353,548 SH SOLE 3 336,048 0 17,500 ELAN CORP PLC ADR (IE LINE-CS) COM 009000923 9,840.00 210,200 SH SOLE 3 196,700 0 13,500 ELAN CORP PLC ADR (IE LINE-CS) COM 009000923 29,613.60 632,600 SH OTH 3 52,500 0 4,500 ELANTEC SEMICONDUCTOR INC COM 284155108 691.00 24,900 SH SOLE 3 24,600 0 0 ELECTRIC LIGHTWAVE INC COM 284895109 70.60 21,300 SH SOLE 3 21,300 0 0 ELECTRO RENT CORP COM 285218103 11,380.70 805,712 SH SOLE 3 578,112 0 227,600 ELECTRO SCIENTIFIC INDS INC COM 285229100 548.80 19,600 SH OTH 3 0 0 19,600 ELECTRO SCIENTIFIC INDS INC COM 285229100 1,716.40 61,300 SH SOLE 3 56,300 0 4,600 ELECTRONIC ARTS COM 285512109 515.80 12,100 SH SOLE 3 11,100 0 1,000 ELECTRONIC ARTS COM 285512109 597.69 14,022 SH SOLE 2 14,022 ELECTRONIC DATA SYSTEMS COM 285661104 756.50 13,100 SH SHD 1 13,100 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 11,045.10 191,258 SH OTH 3 15,700 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 65,775.60 1,138,971 SH SOLE 3 1,082,571 0 47,100 ELECTRONIC DATA SYSTEMS CORP PUT 285661104 3.75 30,000 SH PUT SOLE 2 30,000 ELECTRONIC DATA SYSTEMS CORP COM 285661104 10,561.03 182,875 SH SOLE 2 182,875 ELECTRONIC DATA SYSTEMS CORP COM 285661104 11,551.50 200,026 SH SOLE 2 200,026 ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 351.05 20,060 SH SOLE 2 20,060 ELECTRONICS FOR IMAGING INC. COM 286082102 1,163.78 83,500 SH PUT SOLE 2 83,500 ELI LILLY & CO COM 532457108 1,423.90 15,300 SH SHD 1 15,300 0 0 ELI LILLY & CO COM 532457108 35,056.20 376,695 SH OTH 3 45,431 0 14,600 ELI LILLY & CO COM 532457108 66,874.81 718,601 SH SOLE 2 718,601 ELI LILLY & CO COM 532457108 84,050.79 903,165 SH SOLE 2 903,165 ELI LILLY & CO COM 532457108 305,100.00 3,278,469 SH SOLE 3 2,860,259 0 401,010 ELI LILLY & CO CMN COM 532457108 2,428.93 26,100 SH SOLE 4 26,100 ELOYALTY CORP COM 290151109 119.70 18,500 SH SOLE 3 8,900 0 8,400 EMBOTELLADORA ANDINA-ADR A COM 29081P204 373.20 31,100 SH OTH 3 0 0 0 EMBOTELLADORA ANDINA-ADR B COM 29081P303 1,675.30 175,200 SH SOLE 3 175,200 0 0 EMBOTELLADORA ANDINA-ADR B COM 29081P303 8,724.80 912,400 SH OTH 3 0 0 0 EMBRATEL ADR COM 29081N100 2,522.50 160,799 SH SOLE 3 160,799 0 0 EMBRATEL ADR COM 29081N100 15,209.10 969,504 SH OTH 3 0 0 0 EMBRATEL PARTICIPACOES S.A. COM 29081N100 610.64 38,925 SH SOLE 2 38,925 EMC CORP MASS COM 268648102 3,265.20 49,100 SH SHD 1 49,100 0 0 EMC CORP MASS COM 268648102 63,834.90 959,924 SH OTH 3 148,440 0 33,200 EMC CORP MASS COM 268648102 703,333.40 10,576,248 SH SOLE 3 9,672,533 0 687,855 EMC CORP MASS COM 268648102 51,078.65 768,100 SH SOLE 4 768,100 EMC CORP MASS COM 268648102 114,858.40 1,727,194 SH SOLE 2 1,727,194 EMC CORP MASS COM 268648102 142,466.08 2,142,347 SH SOLE 2 2,142,347 EMCOR GROUP INC COM 29084Q100 1,389.80 54,500 SH SOLE 3 49,900 0 4,600 EMCORE CORP COM 290846104 441.80 9,400 SH OTH 3 0 0 9,400 EMCORE CORP COM 290846104 488.80 10,400 SH SOLE 3 10,100 0 0 EMERGE INTERACTIVE INC COM 29088W103 10.50 2,900 SH SOLE 3 0 0 2,900 EMERSON ELECTRIC CO. COM 291011104 798.76 10,135 SH PUT SOLE 2 10,135 EMERSON ELECTRIC CO. COM 291011104 1,237.40 15,700 SH SHD 1 15,700 0 0 EMERSON ELECTRIC CO. COM 291011104 4,114.96 52,212 SH PUT SOLE 2 52,212 EMERSON ELECTRIC CO. COM 291011104 12,992.80 164,857 SH OTH 3 12,700 0 0 EMERSON ELECTRIC CO. COM 291011104 68,344.70 867,181 SH SOLE 3 847,281 0 18,200 EMISPHERE TECHNOLOGIES INC COM 291345106 615.00 24,600 SH SOLE 3 24,000 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 7,141.35 285,654 SH SOLE 2 285,654 EMMIS BROADCASTING CL A COM 291525103 717.20 25,000 SH OTH 3 0 0 25,000 EMMIS BROADCASTING CL A COM 291525103 36,765.60 1,281,590 SH SOLE 3 1,092,190 0 189,400 EMMIS COMMUNICATIONS CORP COM 291525103 321.30 11,200 SH SOLE 2 11,200 EMPIRE DISTRICT ELEC CO COM 291641108 599.90 22,800 SH SOLE 3 21,900 0 0 EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 1,086.40 99,900 SH SOLE 3 99,900 0 0 EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 10,427.60 958,862 SH OTH 3 0 0 0 EMULEX CORP COM 292475209 623.50 7,800 SH SOLE 3 7,800 0 0 EMULEX CORP COM 292475209 1,606.70 20,100 SH OTH 3 200 0 19,900 EMUSIC.COM INC COM 292476108 407.32 1,448,240 SH SOLE 2 1,448,240 ENCOMPASS SERV CORP COM 29255U104 10,673.20 2,108,279 SH SOLE 3 1,800,587 0 307,692 ENCOMPASS SVCS CORP COM 29255U104 653.10 129,008 SH SOLE 2 129,008 ENDESA, S.A. COM 29258N107 181.89 10,900 SH SOLE 2 10,900 ENDESA, S.A. COM 29258N107 269.92 16,175 SH SOLE 2 16,175 ENDOCARE INC COM 29264P104 127.50 10,000 SH SOLE 2 10,000 ENDWAVE CORP COM 29264A107 3,652.30 1,168,736 SH SOLE 2 1,168,736 ENERGEN CORP COM 29265N108 3,975.20 123,500 SH SOLE 3 115,300 0 7,600 ENERGIZER HOLDINGS INC COM 29266R108 3,334.10 155,983 SH OTH 3 71,466 0 76,966 ENERGIZER HOLDINGS INC COM 29266R108 109,480.70 5,122,060 SH SOLE 3 4,322,068 0 619,705 ENERGY EAST CORP COM 29266M109 4,276.10 217,200 SH OTH 3 8,000 0 209,200 ENERGY EAST CORP COM 29266M109 36,784.10 1,868,400 SH SOLE 3 1,767,300 0 95,500 ENERSIS S.A ADR COM 29274F104 2,090.20 118,592 SH SOLE 3 118,592 0 0 ENERSIS S.A ADR COM 29274F104 11,921.10 676,376 SH OTH 3 0 0 0 ENGAGE INC COM 292827102 20.54 27,387 SH SOLE 2 27,387 ENGELHARD CORP COM 292845104 89.70 4,400 SH SOLE 3 4,400 0 0 ENGELHARD CORP COM 292845104 1,791.00 87,900 SH OTH 3 0 0 87,900 ENHANCE FINANCIAL SVCS GRP COM 293310108 404.50 26,200 SH SOLE 3 25,300 0 0 ENRON CORP CLL 293561106 213.50 4,000 SH CLL SOLE 2 4,000 ENRON CORP COM 293561106 6,661.64 80,140 SH SOLE 4 80,140 ENRON CORP COM 293561106 10,623.00 127,795 SH OTH 3 4,600 0 0 ENRON CORP COM 293561106 153,254.20 1,843,659 SH SOLE 3 1,830,759 0 12,900 ENRON CORP COM 293561106 234,216.82 2,817,646 SH SOLE 2 2,817,646 ENRON CORP COM 293561106 241,811.71 2,909,013 SH SOLE 2 2,909,013 ENRON CORP $10.50 2ND CNV PFD PRF 293561601 21,150.00 9,000 SH SOLE 2 9,000 ENSCO INTERNATIONAL INC COM 26874Q100 340.63 10,000 SH SOLE 2 10,000 ENSCO INTERNATIONAL INC COM 26874Q100 749.38 22,000 SH SOLE 2 22,000 ENSCO INTERNATIONAL INC COM 26874Q100 1,449.80 42,563 SH SOLE 3 20,363 0 22,200 ENTERCOM COMMUNICATIONS CORP COM 293639100 874.70 25,400 SH OTH 3 0 0 25,400 ENTERCOM COMMUNICATIONS CORP COM 293639100 17,511.40 508,497 SH SOLE 3 507,697 0 800 ENTERGY CORP COM 29364G103 1,434.40 33,900 SH SHD 1 33,900 0 0 ENTERGY CORP COM 29364G103 22,059.80 521,354 SH OTH 3 69,600 0 0 ENTERGY CORP COM 29364G103 98,313.30 2,323,504 SH SOLE 3 2,179,304 0 139,300 ENTERGY CORP COM 29364G103 200.98 4,750 SH SOLE 2 4,750 ENTERPRISE PRODUCTS COM 293792107 2,619.37 83,320 SH SOLE 2 83,320 ENTERTAINMENT PROPERTIES COM 29380T105 9.90 900 SH SOLE 3 900 0 0 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 734.80 66,800 SH SOLE 2 66,800 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 2,704.75 245,886 SH SOLE 2 245,886 ENTRUST TECHNOLOGIES COM 293848107 170.30 13,100 SH OTH 3 0 0 13,100 ENTRUST TECHNOLOGIES COM 293848107 447.20 34,400 SH SOLE 4 34,400 ENTRUST TECHNOLOGIES COM 293848107 468.00 36,000 SH SOLE 3 30,700 0 4,900 ENTRUST TECHNOLOGIES COM 293848107 1,352.65 104,050 SH SOLE 2 104,050 ENZO BIOCHEM INC COM 294100102 325.90 13,100 SH SOLE 3 12,900 0 0 ENZON INC COM 293904108 2,159.80 34,800 SH SOLE 3 34,300 0 0 EOG RESOURCES INC COM 26875P101 2,422.10 44,340 SH SOLE 3 42,740 0 1,600 EOG RESOURCES INC COM 26875P101 3,447.20 63,100 SH OTH 3 0 0 0 EOG RESOURCES INC COM 26875P101 4,203.07 76,944 SH SOLE 2 76,944 EOG RESOURCES INC COM 26875P101 5,152.23 94,320 SH SOLE 2 94,320 EOTT ENERGY PARTNERS LP COM 294103106 217.64 13,291 SH SOLE 2 13,291 EPICEDGE INC COM 29426X102 37.50 100,000 SH SOLE 2 100,000 EPLUS INC COM 294268107 19.30 1,700 SH SOLE 3 1,700 0 0 EPRESENCE INC COM 294348107 12.60 2,900 SH SOLE 3 2,900 0 0 EPRISE CORP COM 294352109 35.50 19,588 SH SOLE 2 19,588 EPRISE CORP COM 294352109 93.00 51,300 SH SOLE 3 0 0 51,300 EQUANT NV NY REG SH COM 294409107 388.62 14,911 SH SOLE 2 14,911 EQUIFAX INC COM 294429105 48.80 1,700 SH SOLE 3 0 0 1,700 EQUIFAX INC COM 294429105 593.40 20,685 SH SOLE 2 20,685 EQUINIX, INC. COM 29444U106 131.47 30,050 SH SOLE 2 30,050 EQUINIX, INC. COM 29444U106 292.01 66,745 SH SOLE 2 66,745 EQUITABLE RESOURCES INC COM 294549100 473.90 7,100 SH OTH 3 0 0 7,100 EQUITABLE RESOURCES INC COM 294549100 5,727.10 85,800 SH SOLE 3 85,800 0 0 EQUITY INNS INC COM 294703103 8,562.90 1,383,900 SH SOLE 3 1,126,100 0 257,800 EQUITY OFFICE PROPERTIES TRUST COM 294741103 913.50 28,000 SH SOLE 4 28,000 EQUITY OFFICE PROPERTIES TRUST COM 294741103 959.20 29,400 SH OTH 3 10,200 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 8,711.66 267,024 SH SOLE 2 267,024 EQUITY OFFICE PROPERTIES TRUST COM 294741103 9,495.93 291,063 SH SOLE 2 291,063 EQUITY OFFICE PROPERTIES TRUST COM 294741103 30,192.80 925,450 SH SOLE 3 865,350 0 60,100 EQUITY RESIDENTIAL PROP TR PRF 29476L859 454.90 18,060 SH SOLE 2 18,060 EQUITY RESIDENTIAL PROP TR PRF 29476L859 2,294.00 91,075 SH SOLE 2 91,075 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 306.98 5,550 SH SOLE 2 5,550 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 785.40 14,200 SH OTH 3 3,800 0 0 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 2,942.57 53,199 SH SOLE 2 53,199 EQUITY RESIDENTIAL PROPERTIES COM 29476L107 32,067.40 579,750 SH SOLE 3 546,050 0 33,700 ERICSSON L M TEL CO. ADR -B- PUT 294821400 686.00 78,400 SH PUT SOLE 2 78,400 ERICSSON L M TEL CO. ADR -B- PUT 294821400 910.43 79,600 SH PUT SOLE 2 79,600 ERICSSON L M TEL CO. ADR -B- COM 294821400 22,707.32 2,029,705 SH SOLE 2 2,029,705 ERICSSON L M TEL CO. ADR -B- COM 294821400 25,229.27 2,255,130 SH SOLE 2 2,255,130 ERICSSON L M TEL CO. ADR CL-B COM 294821400 61.50 5,500 SH SOLE 3 5,500 0 0 ERIE INDEMNITY CO. CL-A COM 29530P102 313.00 10,500 SH SOLE 3 8,400 0 2,100 ESC MEDICAL SYSTEMS LTD COM M40868107 603.10 50,000 SH SOLE 3 50,000 0 0 ESCO TECHNOLOGIES INC COM 296315104 416.54 20,135 SH SOLE 2 20,135 ESCO TECHNOLOGIES INC COM 296315104 1,177.10 56,900 SH SOLE 3 41,900 0 15,000 ESHARE COMMUNICATIONS INC COM 296428105 250.00 200,000 SH SOLE 2 200,000 ESOFT INC COM 296904105 60.17 64,182 SH SOLE 2 64,182 ESPEED INC COM 296643109 188.20 12,000 SH SOLE 3 11,800 0 0 ESS TECHNOLOGY INC COM 269151106 125.00 24,400 SH SOLE 3 12,900 0 10,000 ESSEX PROPERTY TRUST INC COM 297178105 574.88 10,500 SH SOLE 2 10,500 ESSEX PROPERTY TRUST INC COM 297178105 761.00 13,900 SH OTH 3 0 0 12,400 ESSEX PROPERTY TRUST INC COM 297178105 1,689.00 30,850 SH SOLE 3 26,550 0 4,300 ESTEE LAUDER COS INC CL-A COM 518439104 214.70 4,900 SH OTH 3 3,600 0 0 ESTEE LAUDER COS INC CL-A COM 518439104 81,016.85 1,849,172 SH SOLE 2 1,849,172 ESTEE LAUDER COS INC CL-A COM 518439104 167,019.60 3,812,145 SH SOLE 2 3,812,145 ESTEE LAUDER COS INC CL-A COM 518439104 170,512.30 3,891,864 SH SOLE 3 3,870,964 0 19,200 ESTEE LAUDER COS INC CL-A CMN CL A COM 518439104 53,543.21 1,222,099 SH SOLE 4 1,222,099 ESTERLINE TECHNOLOGIES COM 297425100 456.80 17,400 SH OTH 3 0 0 17,400 ESTERLINE TECHNOLOGIES COM 297425100 1,244.20 47,400 SH SOLE 3 47,000 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 586.20 17,500 SH OTH 3 0 0 17,500 ETHAN ALLEN INTERIORS INC COM 297602104 5,260.80 157,040 SH SOLE 3 155,340 0 1,700 ETHYL CORP. COM 297659104 171.80 119,500 SH SOLE 3 107,000 0 12,500 ETOYS INC. COM 297862104 27.78 148,134 SH SOLE 2 148,134 ETOYS INC. COM 297862104 77.70 414,307 SH SOLE 3 53,500 0 360,007 ETOYS INC. COM 297862104 137.00 730,656 SH SOLE 2 730,656 EUFAULA BANCCORP INC COM 29816N102 184.11 24,548 SH SOLE 2 24,548 EURONET SERVICES INC COM 298736109 74.06 15,000 SH SOLE 2 15,000 EUROPE FUND,INC COM 29874M103 150.00 10,000 SH SOLE 2 10,000 EVANS BOB FARMS INC COM 096761101 176.10 8,263 SH SOLE 3 8,263 0 0 EVANS BOB FARMS INC COM 096761101 682.00 32,000 SH OTH 3 0 0 32,000 EVEREST RE GROUP LTD COM G3223R108 2,692.24 37,588 SH SOLE 2 37,588 EVEREST RE GROUP LTD COM G3223R108 5,367.72 74,942 SH SOLE 2 74,942 EVEREST RE GROUP LTD COM G3223R108 13,780.60 192,400 SH SOLE 3 177,400 0 15,000 EVOKE COMMUNICATIONS INC COM 30048Q202 17.50 10,000 SH SOLE 2 10,000 EVOLVE SOFTWARE INC COM 30049P104 12,535.74 2,571,434 SH SOLE 2 2,571,434 EVOLVING SYSTEMS COM 30049R100 269.75 125,100 SH SOLE 2 125,100 EXAR CORP COM 300645108 2,664.70 86,000 SH SOLE 3 79,700 0 5,800 EXAR CORP COM 300645108 309.84 10,000 SH SOLE 2 10,000 EXCALIBUR TECHNOLOGIES CP (NEW COM 300651205 1,775.00 100,000 SH SOLE 2 100,000 EXCEL TECHNOLOGY INC COM 30067T103 131.70 6,600 SH SOLE 3 6,600 0 0 EXCELON CORP COM 300691102 116.20 77,500 SH SOLE 3 31,500 0 46,000 EXCELON CORP COM 300691102 105.00 70,000 SH SOLE 2 70,000 EXCHANGE APPLICATIONS INC COM 300867108 27.50 22,600 SH SOLE 3 18,600 0 4,000 EXELON CORP COM 30161N101 1,288.42 18,351 SH SOLE 2 18,351 EXELON CORP COM 30161N101 1,810.50 25,787 SH SHD 1 25,787 0 0 EXELON CORP COM 30161N101 10,737.00 152,928 SH OTH 3 15,211 0 0 EXELON CORP COM 30161N101 72,019.70 1,025,776 SH SOLE 3 984,240 0 39,524 EXODUS COMMUNICATIONS COM 302088109 162.00 8,100 SH OTH 3 8,100 0 0 EXODUS COMMUNICATIONS COM 302088109 43,647.00 2,182,352 SH SOLE 3 2,165,252 0 9,300 EXODUS COMMUNICATIONS, INC CLL 302088109 78.75 10,000 SH CLL SOLE 2 10,000 EXODUS COMMUNICATIONS, INC COM 302088109 2,813.40 140,670 SH SOLE 2 140,670 EXODUS COMMUNICATIONS, INC COM 302088109 8,448.92 422,446 SH SOLE 2 422,446 EXODUS COMMUNICATIONS, INC COM STK COM 302088109 508.00 25,400 SH SOLE 4 25,400 EXPEDIA INC COM 302125109 99.93 10,450 SH SOLE 2 10,450 EXPEDIA INC COM 302125109 3,278.30 342,830 SH SOLE 3 282,030 0 0 EXPEDITORS INTL WASH INC COM 302130109 113.30 2,110 SH SOLE 3 1,410 0 700 EXPEDITORS INTL WASH INC COM 302130109 2,018.70 37,600 SH OTH 3 0 0 37,600 EXPRESS SCRIPTS CL A COM 302182100 409.00 4,000 SH SOLE 2 4,000 EXPRESS SCRIPTS CL A COM 302182100 1,196.30 11,700 SH OTH 3 0 0 11,700 EXPRESS SCRIPTS CL A COM 302182100 2,714.70 26,550 SH SOLE 3 21,050 0 5,500 EXTENDED STAY AMERICA INC COM 30224P101 143.90 11,200 SH SOLE 3 11,200 0 0 EXTENDED SYSTEMS INC COM 301973103 2.30 200 SH SOLE 3 0 0 200 EXTENDED SYSTEMS INC COM 301973103 163.63 14,000 SH SOLE 2 14,000 EXTENSITY INC COM 302255104 4.20 700 SH SOLE 3 0 0 700 EXTENSITY INC COM 302255104 250.65 41,666 SH SOLE 2 41,666 EXTREME NETWORKS COM 30226D106 383.40 9,800 SH OTH 3 0 0 9,800 EXTREME NETWORKS COM 30226D106 16,197.40 413,990 SH SOLE 3 412,290 0 700 EXTREME NETWORKS INC COM 30226D106 639.69 16,350 SH SOLE 2 16,350 EXTREME NETWORKS INC COM 30226D106 1,939.19 49,564 SH SOLE 2 49,564 EXXON MOBIL CORP COM 30231G102 8,964.60 103,116 SH SHD 1 103,116 0 0 EXXON MOBIL CORP COM 30231G102 129,030.60 1,484,177 SH OTH 3 199,515 0 18,000 EXXON MOBIL CORP COM 30231G102 683,645.40 7,863,644 SH SOLE 3 7,464,521 0 385,363 EXXON MOBIL CORP COM 30231G102 28,645.99 329,501 SH SOLE 2 329,501 EXXON MOBIL CORP COM 30231G102 34,618.43 398,199 SH SOLE 2 398,199 EXXON MOBIL CORP CMN COM 30231G102 7,656.59 88,070 SH SOLE 4 88,070 EZENIA! INC COM 302311105 20.61 18,323 SH SOLE 2 18,323 EZENIA! INC. COM 302311105 73.80 65,575 SH SOLE 3 65,575 0 0 F & M BANCORP MD COM 302367107 8.20 400 SH SOLE 3 400 0 0 F & M NATIONAL CORP COM 302374103 1,067.80 40,871 SH SOLE 3 30,047 0 8,424 F.Y.I. CORP COM 302712104 37,142.10 1,007,243 SH SOLE 3 838,343 0 168,200 F5 NETWORKS INC COM 315616102 323.90 34,100 SH SOLE 3 16,900 0 16,900 FACTORY 2-U STORES INC COM 303072102 6.60 200 SH SOLE 3 0 0 0 FAIR ISAAC & CO INC COM 303250104 2,697.90 52,900 SH SOLE 3 46,400 0 5,600 FAIRFIELD COMMUNITIES INC COM 304231301 1,731.10 123,100 SH SOLE 3 109,600 0 12,000 FAIRMARKET INC COM 305158107 22.20 14,800 SH SOLE 2 14,800 FAMILY DOLLAR STORES INC COM 307000109 1,532.80 71,500 SH OTH 3 0 0 71,500 FAMILY DOLLAR STORES INC COM 307000109 90,656.40 4,228,872 SH SOLE 3 4,202,572 0 26,300 FANNIE MAE COM 313586109 2,047.30 23,600 SH SHD 1 23,600 0 0 FANNIE MAE COM 313586109 41,934.90 483,399 SH OTH 3 113,883 0 39,000 FANNIE MAE COM 313586109 583,076.00 6,721,316 SH SOLE 3 4,605,976 0 2,103,920 FANNIE MAE COM STK COM 313586109 27,665.70 318,913 SH SOLE 2 318,913 FANNIE MAE COM STK COM 313586109 32,866.80 378,868 SH SOLE 2 378,868 FASTENAL CO COM 311900104 255.99 4,665 SH SOLE 2 4,665 FBL FINL GROUP INC CL A COM 30239F106 278.80 16,047 SH SOLE 3 16,047 0 0 FD HMN LN MTG CORP COM 313400301 208,482.28 3,026,966 SH SOLE 2 3,026,966 FD HMN LN MTG CORP COM 313400301 251,007.36 3,644,390 SH SOLE 2 3,644,390 FD HMN LN MTG CORP USD (333) 0.21 COM 313400301 10,626.24 154,283 SH SOLE 4 154,283 FEDDERS CORP COM 313135105 199.80 43,200 SH SOLE 3 25,800 0 17,400 FEDERAL SIGNAL CORP COM 313855108 2,165.60 110,349 SH SOLE 3 110,349 0 0 FEDERAL-MOGUL CORP COM 313549107 23.80 10,300 SH SOLE 3 2,000 0 6,200 FEDERATED DEPT STORES INC COM 31410H101 1,158.50 33,100 SH SHD 1 33,100 0 0 FEDERATED DEPT STORES INC COM 31410H101 8,110.50 231,728 SH OTH 3 21,700 0 0 FEDERATED DEPT STORES INC COM 31410H101 46,123.00 1,317,800 SH SOLE 3 1,294,700 0 21,600 FEDERATED DEPT STORES INC DEL COM 31410H101 252.00 7,200 SH SOLE 2 7,200 FEDERATED DEPT STORES INC DEL COM 31410H101 1,430.00 40,857 SH SOLE 2 40,857 FEDERATED INVESTORS INC B COM 314211103 20.40 700 SH SOLE 3 700 0 0 FEDEX CORP COM 31428X106 897.40 22,458 SH OTH 3 200 0 0 FEDEX CORP COM 31428X106 1,371.43 34,320 SH SOLE 2 34,320 FEDEX CORP COM 31428X106 2,096.82 52,473 SH SOLE 2 52,473 FEDEX CORP COM 31428X106 4,726.70 118,286 SH SOLE 3 115,386 0 2,900 FEI CO. COM 30241L109 803.10 35,300 SH SOLE 3 31,100 0 3,600 FELCOR LODGING TRUST INC COM 31430F101 466.78 19,500 SH SOLE 2 19,500 FELCOR LODGING TRUST INC COM 31430F101 718.13 30,000 SH SOLE 2 30,000 FELCOR LODGING TRUST INC. COM 31430F101 347.10 14,500 SH SOLE 3 14,500 0 0 FELCOR LODGING TRUST INC. COM 31430F101 756.40 31,600 SH OTH 3 0 0 31,600 FERRELLGAS PARTNERS, L.P. COM 315293100 2,188.47 165,950 SH SOLE 2 165,950 FERRELLGAS PARTNERS, L.P. COM 315293100 3,605.46 273,400 SH SOLE 2 273,400 FIDELITY NATIONAL FINANCL INC COM 316326107 919.70 24,900 SH OTH 3 0 0 24,900 FIDELITY NATIONAL FINANCL INC COM 316326107 4,019.90 108,830 SH SOLE 3 108,330 0 0 FIFTH THIRD BANCORP COM 316773100 335.80 5,620 SH SOLE 2 5,620 FIFTH THIRD BANCORP COM 316773100 406.78 6,808 SH SOLE 2 6,808 FIFTH THIRD BANCORP COM 316773100 9,605.90 160,769 SH OTH 3 600 0 0 FIFTH THIRD BANCORP COM 316773100 45,777.90 766,157 SH SOLE 3 766,157 0 0 FILENET CORP COM 316869106 670.40 24,600 SH OTH 3 0 0 24,600 FILENET CORP COM 316869106 1,586.00 58,200 SH SOLE 3 57,800 0 0 FINANCE ONE PLC 2% 31 AUG 2001 COM XS5428483 2,940.10 980,000 SH OTH 3 0 0 980,000 FINANCIAL FEDERAL CORP COM 317492106 191.00 8,000 SH SOLE 3 8,000 0 0 FINISAR CORP COM 31787A101 324.80 11,200 SH SOLE 3 11,200 0 0 FINISAR CORP COM 31787A101 919.30 31,700 SH OTH 3 0 0 31,700 FINOVA GROUP INC COM 317928109 162.90 162,900 SH SOLE 3 0 0 162,900 FIREPOND COM 318224102 17.00 1,800 SH SOLE 3 0 0 1,800 FIRST ALBANY COS INC COM 318465101 137.78 16,958 SH SOLE 2 16,958 FIRST AMERN CORP CALIF COM 318522307 789.00 24,000 SH SOLE 2 24,000 FIRST AUST PRIME INCOME FD INC COM 318653102 252.12 62,406 SH SOLE 2 62,406 FIRST BANCORP PUERTO RICO COM 318672102 40.20 1,700 SH SOLE 3 0 0 0 FIRST CHARTER CORP COM 319439105 261.80 17,600 SH SOLE 3 16,400 0 0 FIRST CITIZENS BANKSHS CL A COM 31946M103 1,203.20 14,900 SH SOLE 3 12,300 0 1,500 FIRST COMWLTH FINL CORP PA COM 319829107 188.00 18,800 SH SOLE 3 16,800 0 0 FIRST DATA CORP COM 319963104 1,138.00 21,600 SH SHD 1 21,600 0 0 FIRST DATA CORP COM 319963104 10,323.59 195,940 SH SOLE 2 195,940 FIRST DATA CORP COM 319963104 14,209.34 269,691 SH SOLE 2 269,691 FIRST DATA CORP COM 319963104 18,856.10 357,886 SH OTH 3 117,970 0 39,700 FIRST DATA CORP COM 319963104 293,435.30 5,569,190 SH SOLE 3 4,258,735 0 1,198,795 FIRST FINL BANKSHS INC COM 32020R109 66.00 2,100 SH SOLE 3 2,100 0 0 FIRST FINL BANKSHS INC COM 32020R109 305.51 9,718 SH SOLE 2 9,718 FIRST HEALTH GROUP CORP COM 320960107 272.16 5,845 SH SOLE 2 5,845 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 1,091.40 32,100 SH OTH 3 0 0 32,100 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 20,386.40 599,600 SH SOLE 3 484,400 0 115,200 FIRST INVS FINL SVCS GROUP INC COM 32058A101 166.63 43,000 SH SOLE 2 43,000 FIRST MERCHANTS CORP COM 320817109 5.70 250 SH SOLE 3 250 0 0 FIRST MIDWEST BANCORP INC DEL COM 320867104 4,382.90 152,450 SH SOLE 3 152,450 0 0 FIRST NIAGARA FINANCIAL COM 33582U100 42.20 3,900 SH SOLE 3 3,900 0 0 FIRST SENTINEL BANCORP COM 33640T103 756.70 65,800 SH SOLE 3 53,300 0 12,500 FIRST TENN NATL CORP COM 337162101 239.31 8,270 SH SOLE 2 8,270 FIRST TENN NATL CORP COM 337162101 1,027.30 35,500 SH OTH 3 0 0 35,500 FIRST TENN NATL CORP COM 337162101 2,164.00 74,782 SH SOLE 2 74,782 FIRST TENN NATL CORP COM 337162101 5,580.60 192,850 SH SOLE 3 192,850 0 0 FIRST UNION CORP COM 337358105 980.14 35,241 SH SOLE 2 35,241 FIRST UNION CORP COM 337358105 5,367.00 192,971 SH OTH 3 1,500 0 0 FIRST UNION CORP COM 337358105 6,492.61 233,442 SH SOLE 2 233,442 FIRST UNION CORP COM 337358105 19,620.20 705,445 SH SOLE 3 693,945 0 11,500 FIRST VIRGINIA BANKS INC COM 337477103 302.40 6,300 SH SOLE 3 6,300 0 0 FIRST WASHINGTON REALTY TRUST COM 337489504 322.70 12,500 SH SOLE 3 12,500 0 0 FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 7,267.10 312,564 SH OTH 3 13,600 0 0 FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 53,631.50 2,306,733 SH SOLE 3 2,306,733 0 0 FIRSTAR CORP (NEW) COM 33763V109 4,578.48 196,924 SH CLL SOLE 2 196,924 FIRSTAR CORP (NEW) COM 33763V109 5,073.13 218,199 SH CLL SOLE 2 218,199 FIRSTENERGY CORP COM 337932107 1,036.10 32,826 SH OTH 3 15,100 0 0 FIRSTENERGY CORP COM 337932107 3,983.20 126,200 SH SOLE 3 124,400 0 1,800 FIRSTFED FINANCIAL CORP COM 337907109 330.62 10,232 SH SOLE 2 10,232 FIRSTFED FINANCIAL CORP COM 337907109 2,278.00 70,500 SH SOLE 3 68,900 0 0 FIRSTPLUS FINANCIAL GROUP INC COM 33763B103 14.60 162,037 SH SOLE 3 162,037 0 0 FIRSTWORLD COMMUNICATIONS INC COM 337625305 16.41 25,000 SH SOLE 2 25,000 FISERV INC COM 337738108 292.22 6,160 SH SOLE 2 6,160 FISERV INC COM 337738108 1,646.10 34,700 SH OTH 3 0 0 7,500 FISERV INC COM 337738108 2,125.96 44,816 SH SOLE 2 44,816 FISERV INC COM 337738108 5,419.70 114,250 SH SOLE 3 94,850 0 19,400 FISHER SCIENTIFIC COM 338032204 1,124.70 30,500 SH SOLE 3 27,800 0 2,300 FLAG TELECOM HOLDINGS LTD COM G3529L102 116.20 18,600 SH SOLE 3 0 0 18,600 FLAG TELECOM HOLDINGS LTD COM G3529L102 314.06 50,250 SH SOLE 2 50,250 FLEET BOSTON FINANCIAL CORP COM 339030108 1,741.28 46,357 SH SOLE 2 46,357 FLEET BOSTON FINANCIAL CORP COM 339030108 2,043.40 54,400 SH SHD 1 54,400 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 3,581.36 95,344 SH SOLE 2 95,344 FLEET BOSTON FINANCIAL CORP COM 339030108 25,698.70 684,159 SH OTH 3 86,021 0 0 FLEET BOSTON FINANCIAL CORP COM 339030108 181,159.30 4,822,877 SH SOLE 3 4,669,077 0 151,500 FLEMING COS INC COM 339130106 1,025.30 86,800 SH OTH 3 0 0 0 FLEMING COS INC COM 339130106 4,875.00 412,700 SH SOLE 3 401,000 0 10,400 FLEXTRADE.COM VENTURE CAPITAL INVESTMNT COM USVC04930 1,000.00 834,864 SH SOLE 3 834,864 0 0 FLEXTRONICS INTL LTD COM Y2573F102 1,297.80 45,536 SH SOLE 3 45,536 0 0 FLEXTRONICS INTL LTD COM Y2573F102 4,166.53 146,194 SH SOLE 2 146,194 FLEXTRONICS INTL LTD COM Y2573F102 5,232.54 183,598 SH SOLE 2 183,598 FLOWERS INDUST.INC (GEORGIA) COM 343496105 344.93 21,900 SH SOLE 2 21,900 FLOWSERVE CORP COM 34354P105 528.00 24,700 SH OTH 3 0 0 24,700 FLOWSERVE CORP COM 34354P105 1,748.50 81,800 SH SOLE 3 76,500 0 4,800 FLUOR CORP. (NEW) COM 343412102 16.50 500 SH OTH 3 500 0 0 FLUOR CORP. (NEW) COM 343412102 69.40 2,100 SH SOLE 3 2,100 0 0 FMC CORP COM 302491303 3,190.10 44,500 SH OTH 3 3,100 0 23,000 FMC CORP COM 302491303 9,627.60 134,300 SH SOLE 3 129,600 0 4,700 FNB CORP PA COM 302520101 35.70 1,700 SH SOLE 3 0 0 0 FOCAL COMMUNICATIONS COM 344155106 62.30 8,900 SH SOLE 3 6,000 0 2,900 FOCAL COMMUNICATIONS CORP COM 344155106 182.00 26,000 SH SOLE 2 26,000 FOGDOG INC COM 344167101 13.28 25,000 SH SOLE 2 25,000 FOOTSTAR INC COM 344912100 2,113.70 42,700 SH OTH 3 0 0 0 FOOTSTAR INC COM 344912100 7,726.90 156,100 SH SOLE 3 136,300 0 19,600 FORD MOTOR CO. (DEL) COM 345370860 1,971.80 84,128 SH SHD 1 84,128 0 0 FORD MOTOR CO. (DEL) COM 345370860 23,904.90 1,019,943 SH OTH 3 131,304 0 0 FORD MOTOR CO. (DEL) COM 345370860 128,168.90 5,468,539 SH SOLE 3 5,387,790 0 80,749 FORD MTR CO DEL COM 345370860 1,735.55 74,050 SH SOLE 2 74,050 FORD MTR CO DEL COM 345370860 5,825.58 248,558 SH SOLE 2 248,558 FOREST CITY ENTERPRISES (CL-A) COM 345550107 3.90 100 SH SOLE 3 100 0 0 FOREST LABORATORIES INC COM 345838106 269.34 2,027 SH SOLE 2 2,027 FOREST LABORATORIES INC COM 345838106 11,972.00 90,100 SH OTH 3 1,800 0 2,000 FOREST LABORATORIES INC COM 345838106 79,570.90 598,840 SH SOLE 3 561,340 0 32,600 FOREST OIL CORP (NEW) COM 346091705 32.50 880 SH SOLE 3 320 0 0 FORRESTER RESEARCH INC COM 346563109 2,217.80 44,300 SH SOLE 3 42,100 0 2,200 FORTUNE BRANDS INC COM 349631101 600.00 20,000 SH SHD 1 20,000 0 0 FORTUNE BRANDS INC COM 349631101 3,202.60 106,754 SH OTH 3 5,700 0 0 FORTUNE BRANDS INC COM 349631101 20,172.00 672,400 SH SOLE 3 659,800 0 12,600 FOSTER WHEELER CORP COM 350244109 423.10 80,600 SH SOLE 3 80,600 0 0 FOTOBALL USA INC COM 350384103 16.88 15,000 SH SOLE 2 15,000 FOUNDRY NETWORKS INC COM 35063R100 225.00 15,000 SH SOLE 2 15,000 FOUNDRY NETWORKS INC COM 35063R100 451.50 30,100 SH SOLE 3 1,000 0 29,100 FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SH OTH 3 0 0 79,032 FOUR SEASONS HOTELS LIMITED COM 35100E104 582.17 9,150 SH SOLE 2 9,150 FOX ENTERTAINMENT GROUP INC. COM 35138T107 482.63 27,000 SH SOLE 2 27,000 FOX ENTERTAINMENT GRP INC COM 35138T107 402.20 22,500 SH SHD 1 22,500 0 0 FOX ENTERTAINMENT GRP INC COM 35138T107 2,845.70 159,200 SH OTH 3 9,900 0 0 FOX ENTERTAINMENT GRP INC COM 35138T107 32,010.50 1,790,800 SH SOLE 3 1,749,700 0 40,300 FPL GROUP INC COM 302571104 782.10 10,900 SH SHD 1 10,900 0 0 FPL GROUP INC COM 302571104 3,025.05 42,161 SH SOLE 2 42,161 FPL GROUP INC COM 302571104 12,131.30 169,077 SH OTH 3 15,100 0 0 FPL GROUP INC COM 302571104 14,563.31 202,973 SH SOLE 2 202,973 FPL GROUP INC COM 302571104 71,498.90 996,500 SH SOLE 3 955,000 0 39,600 FRANCHISE FINANCE CORP COM 351807102 1,895.30 81,300 SH SOLE 3 81,300 0 0 FRANKLIN COVEY CO COM 353469109 1,555.40 207,382 SH SOLE 3 207,382 0 0 FRANKLIN ELECTRIC INC COM 353514102 6.80 100 SH SOLE 3 100 0 0 FRANKLIN RESOURCES INC COM 354613101 26.70 700 SH OTH 3 700 0 0 FRANKLIN RESOURCES INC COM 354613101 41,966.00 1,101,470 SH SOLE 3 1,101,470 0 0 FREDDIE MAC COM 313400301 606.10 8,800 SH SHD 1 8,800 0 0 FREDDIE MAC COM 313400301 29,215.70 424,185 SH OTH 3 116,515 0 44,300 FREDDIE MAC COM 313400301 616,191.60 8,946,503 SH SOLE 3 6,398,733 0 2,526,830 FREDS INC CL A COM 356108100 17,559.30 833,675 SH SOLE 3 657,400 0 176,275 FREE MARKETS COM 356602102 17.10 900 SH OTH 3 900 0 0 FREE MARKETS COM 356602102 1,250.40 65,810 SH SOLE 3 52,710 0 13,100 FREEMARKETS, INC. COM 356602102 26,274.44 1,382,865 SH SOLE 2 1,382,865 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 3,540.60 413,500 SH SOLE 3 386,100 0 26,100 FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,767.20 65,000 SH SOLE 3 65,000 0 0 FRIEDMAN BILLINGS RAMSEY COM 358433100 40.70 6,200 SH SOLE 3 6,200 0 0 FRITZ COS INC COM 358846103 7,091.90 1,169,800 SH SOLE 3 953,000 0 216,800 FRONTIER AIRLINES INC (NEW) COM 359065109 1,290.10 41,700 SH OTH 3 0 0 41,700 FRONTIER AIRLINES INC (NEW) COM 359065109 5,018.10 162,200 SH SOLE 3 151,400 0 9,900 FRONTIER FINANCIAL CORP COM 35907K105 175.40 7,000 SH SOLE 3 7,000 0 0 FRONTLINE CAP GROUP COM 35921N101 35.90 2,700 SH OTH 3 0 0 2,700 FRONTLINE CAP GROUP COM 35921N101 243.30 18,300 SH SOLE 3 17,900 0 0 FRONTLINE CAP GROUP COM 35921N101 552.47 41,549 SH SOLE 2 41,549 FULLER H B CO COM 359694106 23.70 600 SH SOLE 3 0 0 0 FULTON FINANCIAL CORP COM 360271100 4,006.90 173,739 SH SOLE 3 164,039 0 8,700 FURNITURE BRANDS INTERNATIONAL COM 360921100 652.90 31,000 SH OTH 3 0 0 31,000 FUTURELINK CORP (DEL) COM 36114Q208 6.56 10,000 SH SOLE 2 10,000 G & K SERVICES INC (CL-A) COM 361268105 14.10 500 SH SOLE 3 100 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 418.20 12,600 SH SOLE 3 2,300 0 10,300 GABLES RESIDENTIAL TR COM 362418105 182.00 6,500 SH OTH 3 0 0 0 GABLES RESIDENTIAL TR COM 362418105 386.40 13,800 SH SOLE 2 13,800 GABLES RESIDENTIAL TR COM 362418105 3,858.40 137,800 SH SOLE 3 116,700 0 19,000 GADZOOX NETWORKS INC COM 362555104 14.00 6,682 SH OTH 3 0 0 6,682 GALILEO INTERNATIONAL INC COM 363547100 434.00 21,700 SH OTH 3 0 0 21,700 GALILEO INTERNATIONAL, INC. COM 363547100 3,019.36 150,968 SH SOLE 2 150,968 GALILEO TECHNOLOGY LTD COM M47298100 1,151.50 85,300 SH OTH 3 5,200 0 0 GALILEO TECHNOLOGY LTD COM M47298100 1,283.80 95,100 SH SOLE 3 95,100 0 0 GALLERY OF HISTORY INC COM 363812108 109.06 34,900 SH SOLE 2 34,900 GANNETT CO.INC. COM 364730101 279.49 4,432 SH SOLE 2 4,432 GANNETT CO.INC. COM 364730101 922.29 14,625 SH SOLE 2 14,625 GANNETT CO.INC. COM 364730101 3,555.80 56,386 SH OTH 3 36,884 0 13,500 GANNETT CO.INC. COM 364730101 100,313.80 1,590,717 SH SOLE 3 1,214,202 0 373,775 GAP INC COM 364760108 6,086.39 238,682 SH SOLE 2 238,682 GAP INC COM 364760108 13,274.84 520,582 SH SOLE 2 520,582 GARTNER GROUP CL A COM 366651107 69.00 10,000 SH SOLE 2 10,000 GARTNER GROUP CL A COM 366651107 97.30 14,100 SH SOLE 3 1,300 0 11,300 GAS AUTHORITY OF INDIA-GDR COM 367093200 773.70 123,300 SH SOLE 3 123,300 0 0 GAS AUTHORITY OF INDIA-GDR COM 367093200 847.10 135,000 SH OTH 3 0 0 0 GATEWAY INC COM 367626108 371.91 20,673 SH SOLE 2 20,673 GATEWAY INC COM 367626108 14,280.52 793,803 SH SOLE 2 793,803 GATEWAY INC. COM 367626108 22,389.20 1,244,534 SH SOLE 3 1,244,534 0 0 GATX CORP COM 361448103 10.00 200 SH SOLE 3 200 0 0 GAYLORD CONTAINER CORP CL A COM 368145108 18.50 18,500 SH SOLE 2 18,500 GAYLORD ENTERTAINMENT CO (NEW) COM 367905106 1,461.25 70,000 SH SOLE 2 70,000 GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 557.40 26,700 SH SOLE 3 26,700 0 0 GBC BANCORP CALIF COM 361475106 2,264.10 59,000 SH SOLE 3 47,700 0 10,400 GC COS INC COM 36155Q109 8.60 4,300 SH SOLE 3 4,300 0 0 GEDEON RICHTER - SPONS GDR COM 368467205 194.60 3,292 SH SOLE 3 3,292 0 0 GEDEON RICHTER - SPONS GDR COM 368467205 1,428.10 24,154 SH OTH 3 0 0 0 GEMSTAR TV GUIDE INTL INC COM 36866W106 36,824.10 798,354 SH SOLE 3 674,409 0 6,400 GEMSTAR-TV GUIDE INTL INC COM 36866W106 507.38 11,000 SH SOLE 2 11,000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 6,388.31 138,500 SH SOLE 2 138,500 GENCORP INC COM 368682100 129.00 13,400 SH SOLE 3 8,600 0 4,800 GENE LOGIC INC. COM 368689105 2,139.50 116,438 SH SOLE 3 115,938 0 0 GENENCOR INTL INC COM 368709101 333.00 18,500 SH SOLE 2 18,500 GENENTECH INC COM 368710406 1,010.60 12,400 SH SHD 1 12,400 0 0 GENENTECH INC COM 368710406 6,014.70 73,800 SH OTH 3 5,900 0 0 GENENTECH INC COM 368710406 125,697.40 1,542,300 SH SOLE 3 1,474,700 0 58,600 GENENTECH INC. COM 368710406 13,777.58 169,050 SH SOLE 2 169,050 GENENTECH INC. COM 368710406 15,903.91 195,140 SH SOLE 2 195,140 GENERAL COMMUNICATION INC CL A COM 369385109 281.40 40,200 SH SOLE 3 31,800 0 8,400 GENERAL DYNAMICS CORP. COM 369550108 1,203.77 15,433 SH SOLE 2 15,433 GENERAL DYNAMICS CORP. COM 369550108 1,817.40 23,300 SH SHD 1 23,300 0 0 GENERAL DYNAMICS CORP. COM 369550108 6,427.98 82,410 SH SOLE 2 82,410 GENERAL DYNAMICS CORP. COM 369550108 12,995.10 166,604 SH OTH 3 6,700 0 0 GENERAL DYNAMICS CORP. COM 369550108 70,746.00 907,000 SH SOLE 3 897,200 0 9,800 GENERAL ELECTRIC CO PUT 369604103 12.38 18,000 SH PUT SOLE 2 18,000 GENERAL ELECTRIC CO PUT 369604103 196.99 123,600 SH PUT SOLE 2 123,600 GENERAL ELECTRIC CO COM 369604103 13,628.60 284,300 SH SHD 1 284,300 0 0 GENERAL ELECTRIC CO COM 369604103 25,303.57 527,845 SH SOLE 4 527,845 GENERAL ELECTRIC CO COM 369604103 211,482.00 4,411,619 SH OTH 3 538,195 0 95,000 GENERAL ELECTRIC CO COM 369604103 368,723.07 7,691,746 SH PUT SOLE 2 7,691,746 GENERAL ELECTRIC CO COM 369604103 381,232.60 7,952,701 SH PUT SOLE 2 7,952,701 GENERAL ELECTRIC CO COM 369604103 1,715,705.80 35,790,274 SH SOLE 3 32,200,254 0 3,414,780 GENERAL GROWTH PROPERTIES INC COM 370021107 166.50 4,600 SH OTH 3 0 0 0 GENERAL GROWTH PROPERTIES INC COM 370021107 1,509.02 41,700 SH SOLE 2 41,700 GENERAL GROWTH PROPERTIES INC COM 370021107 2,071.73 57,250 SH SOLE 2 57,250 GENERAL GROWTH PROPERTIES INC COM 370021107 3,642.30 100,650 SH SOLE 3 86,850 0 13,800 GENERAL MAGIC INC COM 370253106 84.90 60,400 SH SOLE 3 0 0 60,400 GENERAL MAGIC, INC. COM 370253106 16.17 11,500 SH SOLE 2 11,500 GENERAL MAGIC, INC. COM 370253106 92.81 66,000 SH SOLE 2 66,000 GENERAL MILLS INC COM 370334104 1,024.94 23,000 SH SOLE 2 23,000 GENERAL MILLS INC COM 370334104 2,178.00 48,875 SH OTH 3 0 0 0 GENERAL MILLS INC COM 370334104 19,652.20 441,004 SH SOLE 3 441,004 0 0 GENERAL MOTORS CL H COM 370442832 1,478.90 64,300 SH SHD 1 64,300 0 0 GENERAL MOTORS CL H COM 370442832 9,831.10 427,440 SH OTH 3 133,616 0 32,600 GENERAL MOTORS CL H COM 370442832 170,026.50 7,392,455 SH SOLE 3 6,076,085 0 1,287,180 GENERAL MOTORS CORP COM 370442105 2,618.20 51,400 SH SHD 1 51,400 0 0 GENERAL MOTORS CORP COM 370442105 29,868.60 586,377 SH OTH 3 69,708 0 0 GENERAL MOTORS CORP COM 370442105 139,448.50 2,737,639 SH SOLE 3 2,598,939 0 138,700 GENERAL MOTORS CORP. COM 370442105 366.90 7,203 SH SOLE 2 7,203 GENERAL MOTORS CORP. COM 370442105 4,023.40 78,987 SH SOLE 2 78,987 GENERAL MOTORS CORP COM 370442832 837.82 36,427 SH SOLE 2 36,427 GENERAL MOTORS CORP COM 370442832 7,649.00 332,565 SH SOLE 2 332,565 GENERAL SEMICONDUCTOR INC. COM 370787103 10.00 1,600 SH OTH 3 0 0 1,600 GENERAL SEMICONDUCTOR INC. COM 370787103 1,867.50 298,800 SH SOLE 3 292,600 0 5,600 GENESCO INC. COM 371532102 2,487.70 101,800 SH SOLE 3 92,400 0 8,500 GENESIS ENERGY, L.P. COM 371927104 69.35 19,131 SH SOLE 2 19,131 GENESIS MICROCHIP INC COM 371933102 25.00 2,700 SH SOLE 3 0 0 2,700 GENESIS MICROCHIP INC COM 371933102 168.47 18,213 SH SOLE 2 18,213 GENESIS MICROCHIP INC COM 371933102 172.19 18,615 SH SOLE 2 18,615 GENLYTE GROUP INC COM 372302109 261.20 11,000 SH SOLE 3 11,000 0 0 GENOME THERAPEUTICS CORP COM 372430108 139.38 20,000 SH PUT SOLE 2 20,000 GENOME THERAPEUTICS CORP COM 372430108 264.10 37,900 SH SOLE 3 32,300 0 5,600 GENSTAR THERAPEUTICS CORP COM 37248D105 97.50 10,000 SH SOLE 2 10,000 GENSYM CORP COM 37245R107 16.74 20,600 SH SOLE 2 20,600 GENTEK INC. COM 37245X104 239.20 14,500 SH SOLE 3 14,500 0 0 GENTEX CORP COM 371901109 35.00 1,880 SH SOLE 3 1,880 0 0 GENTIVA HEALTH SERV COM 37247A102 641.60 47,973 SH SOLE 3 40,549 0 7,424 GENTIVA HEALTH SERV COM 37247A102 734.60 54,925 SH OTH 3 0 0 54,925 GENUINE PARTS CO. COM 372460105 571.28 21,815 SH SOLE 2 21,815 GENUINE PARTS CO. COM 372460105 4,978.20 190,100 SH SOLE 3 190,100 0 0 GENUITY INC COM 37248E103 70.37 13,900 SH SOLE 2 13,900 GENUITY INC COM 37248E103 120.74 23,850 SH SOLE 2 23,850 GENZYME CORP COM 372917104 368.70 4,100 SH SHD 1 4,100 0 0 GENZYME CORP COM 372917104 629.56 7,000 SH PUT SOLE 2 7,000 GENZYME CORP COM 372917104 1,324.78 14,730 SH PUT SOLE 2 14,730 GENZYME CORP COM 372917104 1,870.70 20,800 SH OTH 3 1,400 0 0 GENZYME CORP COM 372917104 20,199.80 224,598 SH SOLE 3 213,398 0 9,900 GENZYME CORP - BIOSURGERY DIV COM 372917708 105.20 12,104 SH SOLE 3 11,602 0 0 GENZYME MOLECULAR ONCOLOGY COM 372917500 170.35 18,542 SH SOLE 2 18,542 GEORGIA GULF CORP NEW COM 373200203 17.10 1,000 SH SOLE 3 0 0 0 GEORGIA GULF CORP NEW COM 373200203 222.34 13,031 SH SOLE 2 13,031 GEORGIA GULF CORP NEW COM 373200203 853.13 50,000 SH SOLE 2 50,000 GEORGIA PAC (TIMBER GRP) COM 373298702 4,200.20 140,300 SH SOLE 3 140,300 0 0 GEORGIA-PACIFIC CORP COM 373298108 463.58 14,894 SH SOLE 2 14,894 GEORGIA-PACIFIC CORP COM 373298108 992.90 31,900 SH SHD 1 31,900 0 0 GEORGIA-PACIFIC CORP COM 373298108 7,040.20 226,191 SH OTH 3 68,000 0 0 GEORGIA-PACIFIC CORP COM 373298108 29,690.10 953,900 SH SOLE 3 906,000 0 47,900 GEORGIA-PACIFIC CORP COM 373298702 2,029.04 67,776 SH SOLE 2 67,776 GERDAU SA SPON ADR COM 373737105 884.00 104,000 SH SOLE 2 104,000 GERON CORP COM 374163103 6.20 400 SH SOLE 3 0 0 0 GETTY IMAGES INC (NEW) COM 374276103 361.60 11,300 SH SOLE 3 11,300 0 0 GETTY IMAGES INC (NEW) COM 374276103 482.05 15,064 SH SOLE 2 15,064 GETTY IMAGES INC (NEW) COM 374276103 828.80 25,900 SH OTH 3 0 0 25,900 GILAT SATELLITE NETWORKS (ORD) COM M51474100 2,291.18 89,850 SH SOLE 2 89,850 GILAT SATELLITE NETWORKS LTD COM M51474100 165.20 6,480 SH SOLE 3 6,480 0 0 GILAT SATELLITE NETWORKS LTD COM M51474100 1,109.20 43,500 SH OTH 3 0 0 0 GILEAD SCIENCES COM 375558103 497.60 6,000 SH SOLE 3 6,000 0 0 GILEAD SCIENCES COM 375558103 787.90 9,500 SH OTH 3 0 0 9,500 GILLETTE CO COM 375766102 1,703.60 47,159 SH OTH 3 31,824 0 11,700 GILLETTE CO COM 375766102 7,472.10 206,840 SH SOLE 4 206,840 GILLETTE CO COM 375766102 50,002.10 1,384,148 SH SOLE 3 1,298,978 0 82,150 GILLETTE CO COM 375766102 122,483.08 3,390,535 SH SOLE 2 3,390,535 GILLETTE CO COM 375766102 183,909.45 5,090,919 SH SOLE 2 5,090,919 GLACIER WTR SVCS INC COM 376395109 2,924.80 371,400 SH SOLE 3 291,600 0 79,800 GLATFELTER P H CO COM 377316104 688.50 55,300 SH SOLE 3 53,900 0 0 GLAXOSMITHKLINE PLC COM 37733W105 595.45 10,633 SH SOLE 2 10,633 GLAXOSMITHKLINE PLC ADR COM 37733W105 5,982.70 106,834 SH SOLE 3 106,834 0 0 GLENAYRE TECHNOLOGIES INC COM 377899109 524.70 148,600 SH SOLE 3 138,800 0 7,800 GLENBOROUGH REALTY COM 37803P105 1,614.10 92,900 SH SOLE 3 90,100 0 0 GLIMCHER REALTY TRUST SBI COM 379302102 219.69 17,575 SH SOLE 2 17,575 GLIMCHER REALTY TRUST SBI COM 379302102 598.75 47,900 SH SOLE 2 47,900 GLOBAL CROSSING LTD COM G3921A100 24.30 1,700 SH OTH 3 1,700 0 0 GLOBAL CROSSING LTD PRF G3921A134 566.72 3,900 SH SOLE 2 3,900 GLOBAL CROSSING LTD PUT G3921A100 712.50 100,000 SH PUT SOLE 2 100,000 GLOBAL CROSSING LTD COM G3921A100 4,527.33 316,320 SH SOLE 2 316,320 GLOBAL CROSSING LTD COM G3921A100 13,240.10 925,072 SH SOLE 3 925,072 0 0 GLOBAL CROSSING LTD COM G3921A100 17,633.36 1,232,025 SH SOLE 2 1,232,025 GLOBAL DIRECTMAIL CORP COM 871851101 35.10 28,100 SH SOLE 3 23,800 0 4,300 GLOBAL MARINE INC (NEW) COM 379352404 1,498.20 52,800 SH SOLE 3 21,300 0 31,500 GLOBAL TELESYSTEMS INC COM 37936U104 15.01 18,472 SH SOLE 2 18,472 GLOBAL TELESYSTEMS INC COM 37936U104 45.60 56,100 SH SOLE 3 5,000 0 51,100 GLOBALNET FINANCIAL.COM INC COM 37937R209 32.50 21,700 SH SOLE 3 21,700 0 0 GLOBALSTAR TELECOMMUNICATION COM G3930H104 38.97 43,000 SH SOLE 2 43,000 GLOBALSTAR TELECOMMUNICATION COM G3930H104 118.00 130,165 SH SOLE 3 0 0 130,165 GLOBESPAN INC COM 379571102 2,128.50 77,400 SH SOLE 3 76,000 0 600 GLOBIX CORP COM 37957F101 191.70 69,700 SH SOLE 3 22,000 0 47,700 GOAMERICA INC COM 38020R106 73.12 13,604 SH SOLE 2 13,604 GOAMERICA INC. COM 38020R106 0.50 100 SH SOLE 3 0 0 100 GOLD BANC CORP INC. COM 379907108 5,156.20 1,100,000 SH SOLE 3 1,100,000 0 0 GOLDEN STATE BANCORP INC COM 381197102 28.30 900 SH SOLE 3 900 0 0 GOLDEN WEST FINL NEW COM 381317106 7,872.90 116,636 SH OTH 3 7,600 0 0 GOLDEN WEST FINL NEW COM 381317106 38,333.20 567,900 SH SOLE 3 547,100 0 20,800 GOLDMAN SACHS GROUP COM 38141G104 42,775.00 400,000 SH OTH 3 0 0 0 GOLDMAN SACHS GROUP COM 38141G104 79,241.40 741,007 SH SOLE 3 741,007 0 0 GOLDMAN SACHS US CORE EQ PORTFOLI/REINV COM 381991355 1,812.25 105,548 SH SOLE 4 105,548 GOOD GUYS (THE) COM 382091106 84.00 28,000 SH SOLE 2 28,000 GOOD GUYS (THE) COM 382091106 975.60 325,200 SH SOLE 3 325,200 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 1,887.50 82,100 SH SOLE 3 82,100 0 0 GOTO.COM INC COM 38348T107 58.50 8,000 SH OTH 3 0 0 8,000 GOTO.COM INC COM 38348T107 223.00 30,500 SH SOLE 3 28,000 0 2,000 GOTO.COM INC COM 38348T107 3,751.14 512,976 SH SOLE 2 512,976 GPU INC. COM 36225X100 14.70 400 SH OTH 3 400 0 0 GPU INC. COM 36225X100 16,284.70 442,370 SH SOLE 3 427,570 0 14,800 GRACO INC COM 384109104 525.50 12,700 SH OTH 3 0 0 12,700 GRACO INC COM 384109104 3,883.30 93,856 SH SOLE 3 93,856 0 0 GRAINGER W W INC COM 384802104 757.74 20,760 SH SOLE 2 20,760 GRAINGER W W INC COM 384802104 784.80 21,500 SH OTH 3 0 0 21,500 GRAINGER W W INC COM 384802104 6,648.10 182,140 SH SOLE 3 180,140 0 2,000 GRANITE BROADCASTING COM 387241102 15.96 15,956 SH SOLE 2 15,956 GRANITE BROADCASTING COM 387241102 340.40 340,400 SH SOLE 3 245,000 0 95,400 GRANITE CONSTRUCTION INC COM 387328107 1,067.80 36,900 SH SOLE 3 36,900 0 0 GRANITE ST BANKSHS INC COM 387472103 268.42 13,516 SH SOLE 2 13,516 GRANT PRIDECO COM 38821G101 2.20 100 SH SOLE 3 100 0 0 GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 118.60 105,400 SH SOLE 3 105,400 0 0 GREAT A&P TEA CO.INC. COM 390064103 70.00 10,000 SH SOLE 2 10,000 GREAT A&P TEA CO.INC. COM 390064103 500.50 71,500 SH SOLE 3 70,200 0 0 GREAT PLAINS SOFTWARE INC COM 39119E105 423.60 9,000 SH OTH 3 0 0 9,000 GREAT PLAINS SOFTWARE INC COM 39119E105 14,477.90 307,631 SH SOLE 3 307,631 0 0 GREAT PLAINS SOFTWARE INC. COM 39119E105 656.52 13,950 SH SOLE 2 13,950 GREATER BAY BANCORP COM 391648102 2,119.70 51,700 SH SOLE 3 51,700 0 0 GREENPOINT FINL CORP COM 395384100 11,708.10 286,000 SH SOLE 3 285,300 0 700 GREIF BROTHERS CORP COM 397624107 1,225.50 43,000 SH SOLE 3 38,400 0 3,900 GREY GLOBAL GROUP INC COM 39787M108 65.00 100 SH SOLE 3 100 0 0 GREY WOLF INC COM 397888108 175.70 29,900 SH SOLE 3 0 0 29,900 GRILL CONCEPTS INC COM 398502203 190.51 66,266 SH SOLE 2 66,266 GRISTEDE'S FOODS INC COM 398635102 20.88 16,700 SH SOLE 2 16,700 GROUP 1 AUTOMOTIVE INC COM 398905109 264.40 28,200 SH SOLE 3 20,000 0 8,200 GROUP 1 AUTOMOTIVE, INC. 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COM 403777105 1,366.69 98,500 SH SOLE 2 98,500 H & CB ADR COM 404008203 63.00 5,600 SH SOLE 3 5,600 0 0 H & CB ADR COM 404008203 380.20 33,800 SH OTH 3 33,800 0 0 H & CB-ADR COM 404008203 6.10 546 SH SOLE 3 546 0 0 H & CB-ADR COM 404008203 37.10 3,296 SH OTH 3 3,296 0 0 H & R BLOCK INC. COM 093671105 33,970.40 821,036 SH SOLE 3 821,036 0 0 H POWER CORP COM 40427A108 18.80 2,450 SH SOLE 3 0 0 2,450 H.J.HEINZ CO. COM 423074103 635.70 13,400 SH SHD 1 13,400 0 0 H.J.HEINZ CO. COM 423074103 646.81 13,635 SH SOLE 2 13,635 H.J.HEINZ CO. COM 423074103 1,463.45 30,850 SH SOLE 2 30,850 H.J.HEINZ CO. COM 423074103 2,350.00 49,539 SH OTH 3 3,900 0 0 H.J.HEINZ CO. COM 423074103 17,844.50 376,168 SH SOLE 3 376,168 0 0 HAEMONETICS CORP COM 405024100 3,183.20 103,100 SH SOLE 3 95,200 0 6,800 HAGGAR CORP COM 405173105 165.60 14,400 SH SOLE 2 14,400 HAIN CELESTIAL GROUP COM 405217100 15,232.60 468,696 SH SOLE 3 468,696 0 0 HAIN CELESTIAL GROUP INC COM 405217100 8,294.65 255,220 SH SOLE 2 255,220 HALL KINION & ASSOCIATES INC COM 406069104 340.10 16,900 SH SOLE 3 14,500 0 2,400 HALLIBURTON CO COM 406216101 58.00 1,600 SH OTH 3 1,600 0 0 HALLIBURTON CO COM 406216101 1,978.31 54,574 SH SOLE 2 54,574 HALLIBURTON CO COM 406216101 3,200.26 88,283 SH SOLE 2 88,283 HALLIBURTON CO COM 406216101 9,877.40 272,480 SH SOLE 3 226,380 0 45,200 HA-LO INDUSTRIES, INC. COM 404429102 68.80 30,600 SH SOLE 3 0 0 28,800 HAMILTON BANCORP INC COM 407013101 1,229.40 136,600 SH SOLE 3 136,600 0 0 HANCOCK HOLDING CO COM 410120109 449.40 11,750 SH SOLE 3 8,550 0 2,400 HANCOCK HOLDING CO COM 410120109 563.15 14,723 SH SOLE 2 14,723 HANDLEMAN CO. COM 410252100 1,179.00 157,200 SH SOLE 3 147,700 0 8,600 HANOVER COMPRESSOR CO COM 410768105 432.30 9,700 SH OTH 3 0 0 9,700 HANOVER COMPRESSOR CO COM 410768105 16,999.30 381,470 SH SOLE 3 366,870 0 14,600 HANOVER COMPRESSOR COMPANY COM 410768105 213.90 4,800 SH PUT SOLE 2 4,800 HANOVER DIRECT INC COM 410783104 2.20 5,800 SH SOLE 3 5,800 0 0 HANOVER DIRECT INC (DELAWARE) COM 410783104 11.25 30,000 SH SOLE 2 30,000 HANOVER DIRECT INC (DELAWARE) COM 410783104 114.38 305,000 SH SOLE 2 305,000 HARBOR FLORIDA BANCSHS COM 411901101 1,546.00 103,500 SH SOLE 3 92,500 0 11,000 HARCOURT GEN INC COM 41163G101 383.20 6,700 SH SHD 1 6,700 0 0 HARCOURT GEN INC COM 41163G101 3,695.10 64,600 SH OTH 3 5,900 0 0 HARCOURT GEN INC COM 41163G101 14,776.20 258,325 SH SOLE 3 240,325 0 16,500 HARDINGE INC. COM 412324303 855.00 60,000 SH SOLE 3 60,000 0 0 HARLAND JOHN H CO COM 412693103 274.00 19,400 SH SOLE 3 3,300 0 16,100 HARLEY-DAVIDSON INC COM 412822108 584.05 14,693 SH SOLE 2 14,693 HARLEY-DAVIDSON INC COM 412822108 2,746.70 69,100 SH OTH 3 0 0 0 HARLEY-DAVIDSON INC COM 412822108 7,736.40 194,626 SH SOLE 3 186,226 0 8,400 HARLEYSVILLE GROUP INC COM 412824104 359.80 12,300 SH SOLE 3 12,300 0 0 HARMAN INTL INDS INC (NEW) COM 413086109 1,620.60 44,400 SH OTH 3 0 0 44,400 HARMAN INTL INDS INC (NEW) COM 413086109 14,170.00 388,220 SH SOLE 3 381,920 0 6,000 HARMONIC INC COM 413160102 69.57 12,232 SH SOLE 2 12,232 HARMONIC LIGHTWAVES INC COM 413160102 64.80 11,401 SH OTH 3 0 0 11,400 HARMONIC LIGHTWAVES INC COM 413160102 353.60 62,172 SH SOLE 3 10,172 0 51,800 HARRAHS ENTERTAINMENT INC COM 413619107 4,867.30 184,544 SH OTH 3 90,276 0 78,600 HARRAHS ENTERTAINMENT INC COM 413619107 243,394.20 9,228,335 SH SOLE 3 6,871,915 0 2,346,180 HARRAHS ENTMT INC COM 413619107 397.47 15,070 SH SOLE 2 15,070 HARRAHS ENTMT INC COM 413619107 1,707.25 64,730 SH SOLE 2 64,730 HARRIS CORP COM 413875105 200.59 6,550 SH SOLE 2 6,550 HARRIS CORP COM 413875105 1,757.90 57,400 SH OTH 3 0 0 57,400 HARRIS CORP COM 413875105 14,648.50 478,320 SH SOLE 3 475,420 0 2,900 HARSCO CORP COM 415864107 980.10 39,700 SH OTH 3 0 0 39,700 HARSCO CORP COM 415864107 2,214.50 89,700 SH SOLE 3 65,100 0 24,600 HARTE-HANKS INC COM 416196103 3,032.00 128,000 SH SOLE 3 128,000 0 0 HARTFORD FINANCIAL SERVICES COM 416515104 329.32 4,663 SH SOLE 2 4,663 HARTFORD FINANCIAL SERVICES COM 416515104 5,658.90 80,126 SH SOLE 2 80,126 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 882.80 12,500 SH SHD 1 12,500 0 0 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 7,916.80 112,096 SH OTH 3 8,800 0 0 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 43,109.60 610,401 SH SOLE 3 563,601 0 45,700 HASBRO INC COM 418056107 119.00 11,200 SH SOLE 3 0 0 11,200 HASTINGS ENTERTAINMENT INC COM 418365102 143.75 100,000 SH SOLE 2 100,000 HAVAS ADVERTISING SPON ADR COM 419313101 12,479.20 883,486 SH SOLE 3 883,486 0 0 HAVERTY FURNITURE COS INC COM 419596101 1,506.90 152,600 SH SOLE 3 146,700 0 5,900 HCA - THE HEALTHCARE CO. COM 404119109 638.10 14,500 SH SHD 1 14,500 0 0 HCA - THE HEALTHCARE CO. COM 404119109 11,165.60 253,707 SH OTH 3 2,900 0 0 HCA - THE HEALTHCARE CO. COM 404119109 20,264.20 460,446 SH SOLE 3 442,746 0 17,700 HCA-HEALTHCARE CO COM 404119109 359.87 8,177 SH SOLE 2 8,177 HCA-HEALTHCARE CO COM 404119109 1,325.63 30,121 SH SOLE 2 30,121 HCB BANCSHS INC COM 40413N106 121.44 14,500 SH SOLE 2 14,500 HCC INSURANCE HOLDINGS INC COM 404132102 210.10 7,800 SH SOLE 3 7,800 0 0 HEALTH CARE PROPERTY INV., INC COM 421915109 302.22 10,116 SH SOLE 2 10,116 HEALTH CARE PROPERTY INV., INC COM 421915109 22,546.70 754,700 SH SOLE 3 641,500 0 113,200 HEALTH GRADES INC COM 42218Q102 357.54 1,040,124 SH SOLE 2 1,040,124 HEALTH MANAGEMENT ASSOC. CL A COM 421933102 259.25 12,494 SH SOLE 2 12,494 HEALTH MANAGEMENT ASSOC. CL A COM 421933102 1,226.30 59,100 SH OTH 3 0 0 59,100 HEALTH MANAGEMENT ASSOC. CL A COM 421933102 4,668.50 224,987 SH SOLE 3 195,587 0 29,400 HEALTH MANAGEMENT ASSOC. CL A COM 421933102 5,791.22 279,095 SH SOLE 2 279,095 HEALTH NET, INC. COM 42222G108 24,692.20 942,900 SH SOLE 3 916,100 0 25,100 HEALTHCARE REALTY TRUST INC COM 421946104 682.10 32,100 SH OTH 3 0 0 32,100 HEALTHCARE REALTY TRUST INC COM 421946104 2,014.50 94,800 SH SOLE 3 80,500 0 14,300 HEALTHSOUTH CORP COM 421924101 403.33 24,725 SH SOLE 2 24,725 HEALTHSOUTH CORP COM 421924101 482.70 29,588 SH OTH 3 0 0 0 HEALTHSOUTH CORP COM 421924101 7,329.60 449,324 SH SOLE 3 446,224 0 3,100 HEALTHSOUTH CORP SUB DEB CONV CNV 421924AF8 335.35 380,000 SH SOLE 2 380,000 HEALTHSOUTH CORP SB DB CNV3 1/4 4/1/03 CNV 421924AF8 1,353.75 1,520,000 SH SOLE 4 1,520,000 HEALTHSTREAM INC COM 42222N103 142.37 142,367 SH SOLE 2 142,367 HEALTHTRONICS INC COM 42222L107 207.61 30,900 SH SOLE 2 30,900 HEARST-ARGYLE TELEVISION COM 422317107 11,146.80 545,410 SH SOLE 3 545,410 0 0 HEICO CORP (NEW) COM 422806109 84.40 5,400 SH SOLE 3 5,400 0 0 HEICO CORP CL A COM 422806208 0.50 40 SH SOLE 3 40 0 0 HEIDRICK & STRUGGLES INC. 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COM 423452101 4,971.00 113,300 SH OTH 3 0 0 83,300 HENRY SCHEIN INC COM 806407102 2,056.70 59,400 SH OTH 3 0 0 59,400 HENRY SCHEIN INC COM 806407102 28,065.60 810,558 SH SOLE 3 806,758 0 3,300 HERBALIFE INT'L CL A COM 426908208 1,024.00 134,300 SH SOLE 3 122,600 0 11,700 HERCULES INC. COM 427056106 24.80 1,300 SH SOLE 3 1,300 0 0 HERCULES INC. COM 427056106 743.44 39,000 SH SOLE 2 39,000 HERCULES INC. COM 427056106 859.70 45,100 SH OTH 3 0 0 45,100 HERCULES INC. COM 427056106 1,263.84 66,300 SH SOLE 2 66,300 HERSHEY FOODS CORP. COM 427866108 216.69 3,366 SH SOLE 2 3,366 HERSHEY FOODS CORP. COM 427866108 2,158.50 33,530 SH OTH 3 900 0 0 HERSHEY FOODS CORP. COM 427866108 3,456.90 53,700 SH SOLE 3 52,500 0 0 HERTZ CORP COM 428040109 498.20 14,600 SH SHD 1 14,600 0 0 HERTZ CORP COM 428040109 4,258.80 124,800 SH OTH 3 5,900 0 37,600 HERTZ CORP COM 428040109 44,243.10 1,296,501 SH SOLE 3 1,288,001 0 5,100 HEWLETT-PACKARD CO. COM 428236103 2,316.70 73,400 SH SHD 1 73,400 0 0 HEWLETT-PACKARD CO. COM 428236103 5,458.39 172,939 SH SOLE 2 172,939 HEWLETT-PACKARD CO. COM 428236103 7,747.65 245,470 SH SOLE 2 245,470 HEWLETT-PACKARD CO. COM 428236103 25,055.80 793,846 SH OTH 3 56,700 0 0 HEWLETT-PACKARD CO. COM 428236103 143,917.60 4,559,764 SH SOLE 3 4,383,664 0 158,500 HEXCEL CORP (NEW) COM 428291108 1.80 200 SH SOLE 3 200 0 0 HI/FN INC COM 428358105 5.50 200 SH SOLE 3 0 0 0 HI/FN INC COM 428358105 357.39 12,996 SH SOLE 2 12,996 HIBERNIA CORP CL A COM 428656102 602.09 47,223 SH SOLE 2 47,223 HIBERNIA CORP CL A COM 428656102 934.94 73,329 SH SOLE 2 73,329 HIBERNIA CORP CL A COM 428656102 10,765.10 844,320 SH SOLE 3 844,320 0 0 HICKORY TECH CORP COM 429060106 151.70 7,400 SH SOLE 3 300 0 7,100 HIGH SPEED ACCESS CORP COM 42979U102 12.50 11,800 SH SOLE 3 11,800 0 0 HIGHWOOD PROPERTIES INC COM 431284108 2,082.00 83,700 SH OTH 3 0 0 73,500 HIGHWOOD PROPERTIES INC COM 431284108 7,163.60 287,982 SH SOLE 3 253,582 0 34,400 HIGHWOODS PROPERTIES INC COM 431284108 842.42 33,866 SH SOLE 2 33,866 HIGHWOODS PROPERTIES INC COM 431284108 1,173.01 47,156 SH SOLE 2 47,156 HILB ROGAL HAMILTON COM 431294107 12.00 300 SH SOLE 3 0 0 0 HILLENBRAND INDUST INC COM 431573104 36.00 700 SH SOLE 3 700 0 0 HILTON HOTELS CORP COM 432848109 1,017.90 96,943 SH SOLE 3 96,943 0 0 HILTON HOTELS CORP COM 432848109 1,130.48 107,665 SH SOLE 2 107,665 HILTON HOTELS CORP COM 432848109 1,454.58 138,531 SH SOLE 2 138,531 HILTON HOTELS CORP SUB NT CV CNV 432848AL3 1,398.48 1,655,000 SH SOLE 2 1,655,000 HILTON HOTELS CORP SB NT CV 5% 5/15/06 CNV 432848AL3 681.11 800,000 SH SOLE 4 800,000 HINDALCO INDUSTRIES GDR COM 433064102 74.50 4,100 SH SOLE 3 4,100 0 0 HISPANIC BROADCASTING CORP COM 43357B104 8,091.50 317,314 SH SOLE 3 304,414 0 12,900 HISPANIC TELEVISION NTWK INC COM 43357C102 10.09 19,000 SH SOLE 2 19,000 HNC SOFTWARE COM 40425P107 445.30 15,000 SH OTH 3 0 0 15,000 HNC SOFTWARE COM 40425P107 6,578.80 221,600 SH SOLE 3 216,200 0 5,000 HOLLY CORP $.01 PAR COM 435758305 2,936.40 156,606 SH SOLE 3 156,606 0 0 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 37.40 35,200 SH SOLE 3 35,200 0 0 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 183.33 172,550 SH SOLE 2 172,550 HOLLYWOOD MEDIA CORP COM 436233100 34.50 8,900 SH SOLE 3 8,900 0 0 HOME DEPOT INC CLL 437076102 39.38 10,000 SH CLL SOLE 2 10,000 HOME DEPOT INC COM 437076102 1,069.10 23,400 SH SHD 1 23,400 0 0 HOME DEPOT INC COM 437076102 3,772.42 82,570 SH SOLE 4 82,570 HOME DEPOT INC COM 437076102 32,489.70 711,128 SH OTH 3 101,316 0 28,900 HOME DEPOT INC COM 437076102 132,550.40 2,901,240 SH PUT SOLE 2 2,901,240 HOME DEPOT INC COM 437076102 159,000.91 3,480,184 SH PUT SOLE 2 3,480,184 HOME DEPOT INC COM 437076102 376,286.70 8,236,331 SH SOLE 3 6,797,301 0 1,400,550 HOME PROPERTIES OF NY, INC. COM 437306103 47.50 1,700 SH SOLE 3 400 0 0 HOME PROPERTIES OF NY, INC. COM 437306103 617.40 22,100 SH OTH 3 0 0 22,100 HOMESTAKE MINING CO (DELAWARE) COM 437614100 113.50 27,100 SH SOLE 3 27,100 0 0 HOMESTORE.COM COM 437852106 169.10 8,400 SH OTH 3 0 0 8,400 HOMESTORE.COM COM 437852106 1,473.20 73,200 SH SOLE 3 69,700 0 3,000 HOMESTORE.COM INC COM 437852106 1,257.81 62,500 SH SOLE 2 62,500 HON INDUSTRIES COM 438092108 395.20 15,500 SH SOLE 3 400 0 14,400 HONEYWELL INTERNATIONAL INC COM 438516106 955.70 20,200 SH SHD 1 20,200 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 19,802.50 418,546 SH OTH 3 100,600 0 21,100 HONEYWELL INTERNATIONAL INC COM 438516106 103,188.80 2,181,004 SH SOLE 3 2,050,804 0 126,600 HONEYWELL INTL INC PUT 438516106 406.25 50,000 SH PUT SOLE 2 50,000 HONEYWELL INTL INC COM 438516106 9,734.74 205,754 SH SOLE 2 205,754 HONEYWELL INTL INC COM 438516106 16,549.77 349,797 SH SOLE 2 349,797 HONGKONG LAND HOLDINGS COM 006434915 5,435.70 2,448,500 SH OTH 3 1,093,500 0 684,000 HOOPER HOLMES INC COM 439104100 915.80 82,800 SH OTH 3 0 0 82,800 HOOPER HOLMES INC COM 439104100 7,420.60 670,940 SH SOLE 3 661,940 0 9,000 HORMEL FOODS CORP COM 440452100 379.90 20,400 SH SHD 1 20,400 0 0 HORMEL FOODS CORP COM 440452100 1,601.80 86,000 SH OTH 3 4,400 0 27,800 HORMEL FOODS CORP COM 440452100 7,716.30 414,300 SH SOLE 3 406,400 0 1,900 HOSPITALITY PROPERTIES TRUST COM 44106M102 106.30 4,700 SH OTH 3 0 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 3,730.90 164,900 SH SOLE 3 143,600 0 21,300 HOST FUNDING INC COM 441072105 17.53 25,500 SH SOLE 2 25,500 HOST MARRIOTT CORP. (REIT) COM 44107P104 349.30 27,000 SH SOLE 3 23,900 0 3,100 HOST MARRIOTT CORP COM 44107P104 800.66 61,887 SH SOLE 2 61,887 HOT TOPIC INC COM 441339108 164.38 10,000 SH SOLE 2 10,000 HOT TOPIC INC COM 441339108 1,104.60 67,200 SH SOLE 3 59,800 0 6,600 HOTEL RESERVATIONS INC COM 441451101 204.30 7,200 SH SOLE 3 7,100 0 0 HOTJOBS.COM LTD COM 441474103 83.50 7,300 SH OTH 3 0 0 7,300 HOTJOBS.COM LTD COM 441474103 207.00 18,100 SH SOLE 3 17,800 0 0 HOTJOBS.COM LTD COM 441474103 502.56 43,940 SH SOLE 2 43,940 HOUGHTON-MIFFLIN CO. COM 441560109 7.00 150 SH SOLE 3 150 0 0 HOUSEHOLD INTERNATIONAL COM 441815107 6,252.00 113,673 SH OTH 3 3,250 0 0 HOUSEHOLD INTERNATIONAL COM 441815107 100,238.50 1,822,518 SH SOLE 3 1,796,218 0 24,400 HOUSEHOLD INTL INC. COM 441815107 803.00 14,600 SH SOLE 4 14,600 HOUSEHOLD INTL INC. COM 441815107 23,918.02 434,873 SH SOLE 2 434,873 HOUSEHOLD INTL INC. COM 441815107 29,785.03 541,546 SH SOLE 2 541,546 HOUSTON EXPLORATION CO. COM 442120101 3,202.50 84,000 SH SOLE 3 84,000 0 0 HRPT PROPERTIES TRUST COM 40426W101 330.50 43,700 SH OTH 3 0 0 0 HRPT PROPERTIES TRUST COM 40426W101 9,342.00 1,235,300 SH SOLE 3 1,108,100 0 127,200 HS RESOURCES INC COM 404297103 25.40 600 SH SOLE 3 0 0 0 HSBC BANK PLC 10.25% PFD SER B PRF 44328M609 2,743.13 105,000 SH SOLE 2 105,000 HSBC HOLDINGS PLC SPONS ADR COM 404280406 444.18 6,035 SH SOLE 2 6,035 HUBBELL INC. CL B COM 443510201 479.60 18,100 SH SOLE 3 2,900 0 15,200 HUDSON UNITED BANCORP COM 444165104 318.19 15,197 SH SOLE 2 15,197 HUDSON UNITED BANCORP COM 444165104 1,035.40 49,452 SH SOLE 3 49,452 0 0 HUGHES SUPPLY INC COM 444482103 1,921.40 107,100 SH SOLE 3 99,200 0 6,800 HUGOTON ROYALTY TRUST UNITS COM 444717102 5,994.95 396,360 SH SOLE 2 396,360 HUGOTON ROYALTY TRUST UNITS COM 444717102 8,402.65 555,547 SH SOLE 2 555,547 HUMAN GENOME SCIENCES INC COM 444903108 90.10 1,300 SH SOLE 3 1,300 0 0 HUMAN GENOME SCIENCES INC COM 444903108 268.31 3,871 SH SOLE 2 3,871 HUMAN GENOME SCIENCES INC COM 444903108 415.88 6,000 SH SOLE 2 6,000 HUMANA INC COM 444859102 436.10 28,600 SH OTH 3 0 0 28,600 HUMANA INC COM 444859102 6,340.90 415,800 SH SOLE 3 414,000 0 0 HUNTINGTON BANCSHS INC COM 446150104 27.60 1,704 SH OTH 3 0 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 448.20 32,600 SH SOLE 3 32,100 0 0 HUTTIG BUILDING PRODUCTS COM 448451104 73.10 17,722 SH SOLE 3 17,722 0 0 HYBRID NETWORKS INC COM 44860K102 106.85 13,677 SH SOLE 2 13,677 HYPERION SOLUTIONS CORP. COM 44914M104 517.20 33,500 SH SOLE 3 32,600 0 0 I2 TECHNOLOGIES, INC. COM 465754109 685.10 12,600 SH OTH 3 12,600 0 0 I2 TECHNOLOGIES, INC. COM 465754109 1,877.68 34,532 SH SOLE 2 34,532 I2 TECHNOLOGIES, INC. COM 465754109 73,814.30 1,357,504 SH SOLE 3 1,349,404 0 4,300 I2 TECHNOLOGIES, INC. COM 465754109 88,041.12 1,619,147 SH SOLE 2 1,619,147 IASIAWORKS, INC. COM 45072L101 50.82 10,425 SH SOLE 2 10,425 IASIAWORKS, INC. COM 45072L101 135.28 27,750 SH SOLE 2 27,750 IBASIS INC COM 450732102 77.24 18,725 SH SOLE 2 18,725 IBASIS INC. COM 450732102 207.50 50,300 SH SOLE 3 13,800 0 36,500 IBEAM BROADCASTING CORP COM 45073P101 37.30 35,100 SH SOLE 3 0 0 35,100 IBP INC COM 449223106 303.88 11,360 SH PUT SOLE 2 11,360 IBP INC COM 449223106 1,235.80 46,200 SH SHD 1 46,200 0 0 IBP INC COM 449223106 8,362.00 312,600 SH OTH 3 24,500 0 20,500 IBP INC COM 449223106 46,780.70 1,748,810 SH SOLE 3 1,628,610 0 98,300 ICG COMMUNICATIONS COM 449246107 5.00 38,100 SH SOLE 3 30,600 0 7,500 ICN PHARMACEUTICALS INC (NEW) COM 448924100 549.30 17,900 SH OTH 3 0 0 17,900 ICN PHARMACEUTICALS INC (NEW) COM 448924100 5,677.20 185,000 SH SOLE 3 185,000 0 0 ICOS CORP COM 449295104 306.43 5,900 SH SOLE 2 5,900 ICOS CORP COM 449295104 1,194.60 23,000 SH OTH 3 0 0 23,000 ID BIOMEDICAL CORP COM 44936D108 73.13 15,000 SH SOLE 2 15,000 IDACORP INC COM 451107106 922.40 18,800 SH OTH 3 0 0 18,800 IDACORP INC COM 451107106 2,796.60 57,000 SH SOLE 3 51,500 0 5,500 IDEC PHARMACEUTICALS CORP COM 449370105 1,091.88 5,760 SH SOLE 2 5,760 IDEC PHARMACEUTICALS CORP COM 449370105 1,421.70 7,500 SH OTH 3 100 0 7,400 IDEC PHARMACEUTICALS CORP COM 449370105 3,886.00 20,500 SH SOLE 3 15,700 0 4,800 IDENTIX INC COM 451906101 288.10 36,700 SH SOLE 3 36,300 0 0 IDEXX LABORATORIES COM 45168D104 1,372.80 62,400 SH SOLE 3 55,800 0 6,600 IDT CORP COM 448947101 148.70 7,300 SH OTH 3 0 0 7,300 IDT CORP COM 448947101 613.30 30,100 SH SOLE 3 29,700 0 0 IDX CORP COM 449491109 212.88 8,515 SH SOLE 2 8,515 IGATE CAPITAL CORP COM 45169U105 243.50 84,700 SH SOLE 3 48,500 0 35,200 IGEN INC. COM 449536101 904.97 73,500 SH SOLE 2 73,500 IHOP CORP NEW COM 449623107 281.90 13,000 SH SOLE 3 11,400 0 0 II-VI INC COM 902104108 685.00 45,100 SH SOLE 3 44,700 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 25.00 10,000 SH SOLE 2 10,000 IKON OFFICE SOLUTIONS, INC. COM 451713101 23.20 9,300 SH SOLE 3 6,800 0 0 IL FORNAIO AMERICA CORP COM 451926109 208.00 16,000 SH SOLE 2 16,000 ILEX ONCOLOGY INC COM 451923106 934.60 35,520 SH SOLE 3 35,120 0 0 ILLINOIS TOOL WORKS COM 452308109 202.50 3,400 SH SOLE 3 2,200 0 1,200 ILLINOIS TOOL WORKS COM 452308109 226.81 3,808 SH SOLE 2 3,808 ILLINOIS TOOL WORKS COM 452308109 3,802.90 63,847 SH OTH 3 800 0 0 ILLUMINA INC COM 452327109 54.60 3,400 SH SOLE 3 0 0 3,400 ILLUMINA INC COM 452327109 211.62 13,175 SH SOLE 2 13,175 ILLUMINET HOLDINGS INC COM 452334105 458.80 20,000 SH OTH 3 0 0 20,000 ILLUMINET HOLDINGS INC COM 452334105 1,568.90 68,400 SH SOLE 3 64,900 0 3,100 IMATION CORP COM 45245A107 441.80 28,500 SH OTH 3 0 0 28,500 IMATION CORP COM 45245A107 1,483.30 95,700 SH SOLE 3 94,200 0 0 IMAX CORP COM 45245E109 954.10 346,960 SH SOLE 3 346,960 0 0 IMC GLOBAL INC COM 449669100 484.00 31,100 SH OTH 3 0 0 31,100 IMC GLOBAL INC COM 449669100 9,561.60 614,400 SH SOLE 3 593,600 0 20,800 IMCLONE SYS INC COM 45245W109 660.00 15,000 SH SOLE 2 15,000 IMMERSION CORP COM 452521107 150.31 20,000 SH SOLE 2 20,000 IMMTECH INTERNATIONAL INC COM 452519101 560.63 57,500 SH SOLE 2 57,500 IMMUNEX CORP (NEW) COM 452528102 2,344.10 57,700 SH SOLE 3 57,700 0 0 IMMUNOGEN INC. COM 45253H101 1,037.60 48,400 SH SOLE 3 48,000 0 0 IMMUNOMEDICS INC COM 452907108 363.40 16,900 SH SOLE 3 16,600 0 0 IMPATH INC COM 45255G101 518.20 7,792 SH SOLE 3 7,592 0 0 IMPERIAL BANCORP COM 452556103 724.50 27,600 SH OTH 3 0 0 27,600 IMPERIAL BANCORP COM 452556103 3,734.20 142,254 SH SOLE 3 129,754 0 12,500 IMPERIAL OIL LTD COM (NEW) COM 453038408 1,052.00 40,000 SH SOLE 2 40,000 IMPSAT FIBER NETWORKS INC COM 45321T103 0.40 100 SH SOLE 3 100 0 0 IMR GLOBAL CORP COM 45321W106 232.70 43,300 SH SOLE 3 43,300 0 0 IMS HEALTH INC COM 449934108 8.10 300 SH OTH 3 300 0 0 IMS HEALTH INC COM 449934108 291.60 10,800 SH SOLE 3 7,400 0 3,400 IMS HEALTH INC COM 449934108 14,841.90 549,700 SH SOLE 2 549,700 INAMED CORP COM 453235103 333.10 16,300 SH SOLE 3 14,100 0 1,500 INCO LIMITED COM 453258402 2,494.70 148,848 SH OTH 3 0 0 0 INCO LIMITED COM 453258402 3,330.20 198,700 SH SOLE 3 193,000 0 5,700 INCYTE GENOMICS INC COM 45337C102 251.14 10,096 SH SOLE 2 10,096 INCYTE GENOMICS INC. COM 45337C102 922.90 37,100 SH OTH 3 0 0 37,100 INCYTE GENOMICS INC. COM 45337C102 10,136.60 407,500 SH SOLE 3 373,900 0 30,100 INDEPENDENCE COMMUNITY BANK COM 453414104 345.08 21,652 SH SOLE 2 21,652 INDEPENDENCE COMMUNITY BANK COM 453414104 2,548.40 159,900 SH SOLE 3 148,200 0 11,700 INDYMAC BANCORP, INC. COM 456607100 8,392.75 284,500 SH SOLE 2 284,500 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 542.80 18,400 SH SOLE 3 12,900 0 5,500 INET TECHNOLOGIES INC COM 45662V105 129.60 3,200 SH OTH 3 200 0 3,000 INET TECHNOLOGIES INC COM 45662V105 202.50 5,000 SH SOLE 3 5,000 0 0 INET TECHNOLOGIES, INC. COM 45662V105 3,634.88 89,750 SH SOLE 2 89,750 INFINEON TECHNOLOGIES AG - ADR COM 45662N103 246.60 6,850 SH SOLE 2 6,850 INFINEON TECHNOLOGIES AG - ADR COM 45662N103 1,162.44 32,290 SH SOLE 2 32,290 INFINITY BROADCASTING A COM 45662S102 1,287.90 46,100 SH SHD 1 46,100 0 0 INFINITY BROADCASTING A COM 45662S102 8,967.80 320,994 SH OTH 3 100,101 0 29,550 INFINITY BROADCASTING A COM 45662S102 263,657.70 9,437,397 SH SOLE 3 8,689,023 0 305,259 INFINITY BROADCASTING CORP. COM 45662S102 4,644.64 166,251 SH SOLE 2 166,251 INFINITY BROADCASTING CORP. COM 45662S102 16,355.62 585,436 SH SOLE 2 585,436 INFINIUM SOFTWARE INC COM 45662Y109 276.80 177,150 SH SOLE 2 177,150 INFOCUS CORP COM 45665B106 256.60 17,400 SH OTH 3 0 0 17,400 INFOCUS CORP COM 45665B106 2,973.60 201,600 SH SOLE 3 174,500 0 23,800 INFONAUTICS INC CL-A COM 456662105 68.28 95,000 SH SOLE 2 95,000 INFONOW CORP COM 456664309 23.89 16,990 SH SOLE 2 16,990 INFORMATICA CORP COM 45666Q102 1,036.50 26,200 SH OTH 3 0 0 26,200 INFORMATICA CORP COM 45666Q102 2,282.80 57,700 SH SOLE 3 50,900 0 6,200 INFORMATION ARCHITECTS CORP COM 45669R107 19.40 10,700 SH SOLE 3 10,700 0 0 INFORMATION ARCHITECTS CORP COM 45669R107 187.23 103,300 SH SOLE 2 103,300 INFORMATION HOLDINGS INC COM 456727106 396.10 16,900 SH SOLE 3 16,100 0 0 INFORMIX CORP COM 456779107 53.57 18,045 SH SOLE 2 18,045 INFORMIX CORP COM 456779107 99.90 33,650 SH SOLE 3 33,650 0 0 INFORMIX CORP COM 456779107 274.30 92,400 SH OTH 3 0 0 92,400 INFORNET INC COM 45666T106 483.50 96,700 SH SOLE 3 65,500 0 31,200 INFORTE CORP. COM 45677R107 39.90 2,900 SH SOLE 3 0 0 2,900 INFOSPACE INC COM 45678T102 51.30 5,800 SH OTH 3 5,800 0 0 INFOSPACE INC COM 45678T102 271.90 30,745 SH SOLE 2 30,745 INFOSPACE INC COM 45678T102 4,971.30 562,130 SH SOLE 3 524,930 0 33,200 INFOUSA INC - COM 456818301 92.10 27,300 SH SOLE 3 27,300 0 0 ING GROEP N.V. SPONS ADR COM 456837103 687.80 8,584 SH SOLE 3 8,584 0 0 ING GROEP N.V. SPONS ADR COM 456837103 4,342.29 54,194 SH SOLE 2 54,194 ING GROEP N.V. SPONS ADR COM 456837103 4,606.39 57,490 SH SOLE 2 57,490 INGERSOLL-RAND CO COM 456866102 565.30 13,500 SH SHD 1 13,500 0 0 INGERSOLL-RAND CO COM 456866102 2,073.90 49,525 SH OTH 3 6,700 0 0 INGERSOLL-RAND CO COM 456866102 15,058.20 359,600 SH SOLE 3 334,900 0 24,700 INGLES MARKETS INC CL-A COM 457030104 64.40 6,400 SH SOLE 3 0 0 6,400 INGRAM MICRO INC. COM 457153104 112.50 10,000 SH CLL SOLE 2 10,000 INGRAM MICRO INC. COM 457153104 805.50 71,600 SH OTH 3 0 0 71,600 INGRAM MICRO INC. COM 457153104 6,395.60 568,500 SH SOLE 3 565,800 0 0 INHALE THERAPEUTIC SYS COM 457191104 656.50 13,000 SH SOLE 3 12,600 0 0 INHALE THERAPEUTIC SYS INC COM 457191104 505.00 10,000 SH SOLE 2 10,000 INITIALS PLUS INC COM 457197101 0.00 100,000 SH OTH 3 0 0 0 INKINE PHARMACEUTICAL CO INC COM 457214104 110.63 15,000 SH SOLE 2 15,000 INKTOMI CORP COM 457277101 46.50 2,600 SH OTH 3 2,600 0 0 INKTOMI CORP COM 457277101 6,993.20 391,226 SH SOLE 3 378,726 0 10,900 INKTOMI CORP COM 457277101 6,791.34 379,935 SH SOLE 2 379,935 INKTOMI CORP COM 457277101 9,581.68 536,038 SH SOLE 2 536,038 INKTOMI CORP COM STK COM 457277101 656.37 36,720 SH SOLE 4 36,720 INNOVEX INC COM 457647105 4.00 600 SH SOLE 3 600 0 0 INPRIMIS INC COM 45769X103 16.41 17,500 SH SOLE 2 17,500 INPRISE CORP COM 45766C102 9.40 1,700 SH SOLE 3 0 0 0 INPUT/OUTPUT INC COM 457652105 67.20 6,600 SH SOLE 3 6,600 0 0 INSCI-STATEMENTS.COM CORP COM 45765T106 10.59 33,882 SH SOLE 2 33,882 INSIGHT COMMUNICATIONS COM 45768V108 1,487.50 63,300 SH OTH 3 0 0 63,300 INSIGHT COMMUNICATIONS COM 45768V108 41,644.80 1,772,120 SH SOLE 3 1,530,820 0 240,700 INSIGHT COMMUNICATIONS INC COM 45768V108 1,269.00 54,000 SH SOLE 2 54,000 INSIGHT ENTERPRISES INC COM 45765U103 926.50 51,650 SH SOLE 3 44,500 0 5,400 INSIGHT ENTERPRISES INC COM 45765U103 1,904.84 106,193 SH SOLE 2 106,193 INSIGNIA FINANCIAL GROUP COM 45767A105 166.20 14,000 SH SOLE 3 14,000 0 0 INSIGNIA FINANCIAL GROUP INC COM 45767A105 446.50 37,600 SH SOLE 2 37,600 INSITUFORM TECHNOLOGIES INC COM 457667103 291.10 7,300 SH SOLE 3 7,300 0 0 INSWEB CORP COM 45809K103 2.00 2,300 SH SOLE 3 2,300 0 0 INTEGRATED BUSINESS SYS & SVCS COM 45810X102 300.00 80,000 SH SOLE 2 80,000 INTEGRATED CIRCUIT SYSTEM COM 45811K208 22,643.40 1,367,150 SH SOLE 3 1,167,950 0 0 INTEGRATED DEVICE TECH INC COM 458118106 248.44 7,500 SH SOLE 2 7,500 INTEGRATED DEVICE TECH INC COM 458118106 500.20 15,100 SH SHD 1 15,100 0 0 INTEGRATED DEVICE TECH INC COM 458118106 2,928.20 88,400 SH OTH 3 6,600 0 0 INTEGRATED DEVICE TECH INC COM 458118106 37,235.80 1,124,100 SH SOLE 3 1,053,900 0 63,100 INTEGRATED ELECTRICAL SVC COM 45811E103 36.20 6,100 SH SOLE 3 0 0 6,100 INTEGRATED HEALTH SERVICES INC COM 45812C106 9.70 194,993 SH SOLE 3 194,993 0 0 INTEGRATED MEASUREMENT SYSTEM COM 457923100 170.66 21,500 SH SOLE 2 21,500 INTEGRATED SILICON SOLUTION COM 45812P107 671.30 46,700 SH SOLE 3 42,100 0 4,600 INTEGRATED SURGICAL SYSTEMS COM 45812Y108 9.38 50,000 SH SOLE 2 50,000 INTEL CORP CLL 458140100 7.50 80,000 SH CLL SOLE 2 80,000 INTEL CORP CLL 458140100 26.30 16,500 SH CLL SOLE 2 16,500 INTEL CORP CLL 458140100 302.50 40,000 SH CLL SOLE 2 40,000 INTEL CORP PUT 458140100 455.63 30,000 SH PUT SOLE 2 30,000 INTEL CORP PUT 458140100 4,763.15 173,600 SH PUT SOLE 2 173,600 INTEL CORP COM 458140100 4,819.00 160,300 SH SHD 1 160,300 0 0 INTEL CORP COM 458140100 82,564.40 2,746,424 SH OTH 3 366,036 0 76,900 INTEL CORP COM 458140100 261,063.89 8,684,038 SH PUT SOLE 2 8,684,038 INTEL CORP COM 458140100 277,847.85 9,242,340 SH PUT SOLE 2 9,242,340 INTEL CORP COM 458140100 812,926.80 27,040,408 SH SOLE 3 24,654,848 0 2,255,080 INTEL CORP CMN COM 458140100 43,521.84 1,447,712 SH SOLE 4 1,447,712 INTELECT COMMUNICATIONS INC COM 458144102 23.25 62,000 SH SOLE 2 62,000 INTELIDATA TECHNOLOGIES CORP COM 45814T107 47.50 18,300 SH SOLE 3 0 0 18,300 INTELLIKEY CORP (PP) RESTRICTED STK COM 458992104 705.00 117,500 SH SOLE 4 117,500 INTER TEL INC COM 458372109 247.54 32,200 SH SOLE 2 32,200 INTER TEL INC COM 458372109 6,347.60 825,700 SH SOLE 3 678,700 0 147,000 INTERACT COMM CORP COM 45839Y107 3,375.07 402,994 SH SOLE 2 402,994 INTERACTIVE INTELLIGENCE COM 45839M103 127.90 5,300 SH SOLE 3 5,200 0 0 INTERACTIVE PICTURES CORP COM 46059S101 31.30 32,300 SH SOLE 3 32,300 0 0 INTERCEPT GROUP INC COM 45845L107 165.50 6,200 SH SOLE 3 6,200 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 306.00 56,600 SH SOLE 3 43,200 0 12,500 INTEREST RTCP 1Y EURB4/6/00-4/6/02CPR COM OGR059204 267.09 10,200,000 SH SOLE 4 10,200,000 INTERFACE INC CL A COM 458665106 630.70 72,600 SH SOLE 3 71,200 0 0 INTERGRAPH CORP COM 458683109 49.20 8,200 SH OTH 3 0 0 8,200 INTERGRAPH CORP COM 458683109 353.40 58,900 SH SOLE 3 58,300 0 0 INTERIM SVCS INC CV SB 4.5% 6/1/05 NTS CNV 45868PAA8 739.84 1,090,000 SH SOLE 4 1,090,000 INTERLIANT INC COM 458742103 157.10 49,300 SH SOLE 3 47,000 0 1,600 INTERLINK ELECTRONICS COM 458751104 261.40 20,600 SH SOLE 3 17,500 0 3,100 INTERLOGIX INCES INC COM 458763109 69.80 3,700 SH SOLE 3 3,700 0 0 INTERMEDIA COMMUNICATIONS INC COM 458801107 4,022.10 559,600 SH SOLE 3 416,700 0 141,900 INTERMET CORP COM 45881K104 1,666.80 459,800 SH SOLE 3 459,800 0 0 INTERMUNE PHARMACEUTICALS INC COM 45885B100 946.00 21,200 SH SOLE 3 21,200 0 0 INTERNAP NETWORK COM 45885A102 168.90 23,300 SH OTH 3 0 0 23,300 INTERNAP NETWORK COM 45885A102 1,025.90 141,500 SH SOLE 3 103,900 0 36,800 INTERNAP NETWORK SERVICES COM 45885A102 89.28 12,315 SH SOLE 2 12,315 INTERNATIONAL BANCSHS CORP COM 459044103 5.10 150 SH SOLE 3 150 0 0 INTERNATIONAL BUSINESS MACHINES COM 459200101 3,196.00 37,600 SH SHD 1 37,600 0 0 INTERNATIONAL BUSINESS MACHINES COM 459200101 57,245.50 673,477 SH OTH 3 84,796 0 14,000 INTERNATIONAL BUSINESS MACHINES COM 459200101 371,866.20 4,374,891 SH SOLE 3 4,158,631 0 193,640 INTERNATIONAL BUSINESS MACHS PUT 459200101 53.13 10,000 SH PUT SOLE 2 10,000 INTERNATIONAL BUSINESS MACHS COM 459200101 238,661.73 2,807,785 SH SOLE 2 2,807,785 INTERNATIONAL BUSINESS MACHS COM 459200101 256,884.37 3,022,169 SH SOLE 2 3,022,169 INTERNATIONAL BUSINESS MACHS CMN COM 459200101 19,059.55 224,230 SH SOLE 4 224,230 INTERNATIONAL PAPER CO. COM 460146103 301.77 7,394 SH SOLE 2 7,394 INTERNATIONAL PAPER CO. COM 460146103 379.20 9,292 SH OTH 3 9,291 0 0 INTERNATIONAL PAPER CO. COM 460146103 35,942.10 880,663 SH SOLE 3 778,444 0 95,600 INTERNATIONAL REMOTE IMAGING COM 460259500 78.75 60,000 SH SOLE 2 60,000 INTERNET ARCHITECTURE HOLDR TR COM 46060A107 495.04 8,600 SH SOLE 2 8,600 INTERNET CAPITAL GROUP COM 46059C106 3.60 1,100 SH OTH 3 1,100 0 0 INTERNET CAPITAL GROUP COM 46059C106 683.20 208,200 SH SOLE 3 114,500 0 93,700 INTERNET CAPITAL GROUP INC COM 46059C106 61.58 18,767 SH SOLE 2 18,767 INTERNET CAPITAL GROUP INC COM 46059C106 868.75 264,762 SH SOLE 2 264,762 INTERNET COMMERCE CORP CL-A COM 46059F109 44.02 15,311 SH SOLE 2 15,311 INTERNET INITIATIVE-SPON ADR COM 46059T109 110.80 12,100 SH SOLE 3 0 0 12,100 INTERNET PICTURES CORP COM 46059S101 132.72 137,000 SH SOLE 2 137,000 INTERNET SEC SYS INC COM 46060X107 1,859.91 23,712 SH SOLE 2 23,712 INTERNET SEC SYS INC COM 46060X107 5,290.45 67,448 SH SOLE 2 67,448 INTERNET SECURITY SYSTEMS INC COM 46060X107 509.80 6,500 SH OTH 3 0 0 6,500 INTERNET SECURITY SYSTEMS INC COM 46060X107 48,508.00 618,429 SH SOLE 3 617,229 0 700 INTERNET.COM CORP COM 460967102 185.20 31,200 SH SOLE 3 14,300 0 16,600 INTERPHASE CORP COM 460593106 88.13 10,000 SH SOLE 2 10,000 INTERPOOL INC COM 46062R108 9,950.90 583,200 SH SOLE 3 583,200 0 0 INTERPUBLIC GROUP COS COM 460690100 102.20 2,400 SH SHD 1 2,400 0 0 INTERPUBLIC GROUP COS COM 460690100 536.29 12,600 SH SOLE 2 12,600 INTERPUBLIC GROUP COS COM 460690100 3,841.70 90,260 SH OTH 3 5,500 0 0 INTERPUBLIC GROUP COS COM 460690100 21,573.48 506,866 SH SOLE 2 506,866 INTERPUBLIC GROUP COS COM 460690100 40,734.60 957,054 SH SOLE 3 947,254 0 6,800 INTERPUBLIC GROUP COS SUB NT CNV 460690AF7 2,998.43 2,571,000 SH SOLE 2 2,571,000 INTERPUBLIC GROUP COS SUB NT CNV 460690AF7 4,525.05 3,880,000 SH SOLE 2 3,880,000 INTERPUBLIC GRP CONV BD CNV 460690AJ9 825.26 885,000 SH SOLE 2 885,000 INTERSIL HOLDING CORP COM 46069S109 355.50 15,500 SH SOLE 3 13,300 0 2,200 INTERSTATE BAKERIES CORP COM 46072H108 952.00 67,700 SH SOLE 3 67,700 0 0 INTERSTATE HOTELS CORP COM 46088R108 59.30 35,775 SH SOLE 3 35,775 0 0 INTERSYSTEMS INC COM 460920101 1.50 12,000 SH SOLE 2 12,000 INTERTAN INC COM 461120107 1,028.80 88,500 SH SOLE 3 80,000 0 8,500 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 148.50 44,000 SH OTH 3 0 0 44,000 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 7,659.60 2,269,520 SH SOLE 3 1,912,320 0 37,300 INTERVISUAL BOOKS INC CL A VTG COM 460918105 36.81 31,000 SH SOLE 2 31,000 INTERWORLD CORP COM 46114Q108 8.03 16,050 SH SOLE 2 16,050 INTERWOVEN INC COM 46114T102 1,200.10 18,200 SH OTH 3 4,200 0 14,000 INTERWOVEN INC COM 46114T102 81,272.10 1,232,562 SH SOLE 3 1,084,962 0 500 INTIMATE BRANDS, INC. CMN CL A COM 461156101 1,132.50 75,500 SH SOLE 2 75,500 INTIMATE BRANDS, INC. CMN CL A COM 461156101 1,237.20 82,480 SH SOLE 2 82,480 INTIMATE BRANDS, INC. CMN CL A COM 461156101 2,607.00 173,800 SH OTH 3 2,800 0 0 INTIMATE BRANDS, INC. CMN CL A COM 461156101 25,762.30 1,717,488 SH SOLE 3 1,680,098 0 25,090 INTIMATE BRANDS, INC. CMN CL A COM 461156101 450.00 30,000 SH SOLE 4 30,000 INTL FIBERCOM INC COM 45950T101 406.40 82,300 SH SOLE 3 51,000 0 31,300 INTL FLAVORS & FRAGRANCES INC COM 459506101 223.40 11,000 SH SOLE 3 11,000 0 0 INTL FLAVORS & FRAGRANCES INC COM 459506101 1,214.50 59,793 SH OTH 3 0 0 0 INTL GAME TECHNOLOGY COM 459902102 1,200.96 25,020 SH PUT SOLE 2 25,020 INTL GAME TECHNOLOGY COM 459902102 1,795.20 37,400 SH OTH 3 0 0 37,400 INTL GAME TECHNOLOGY COM 459902102 2,592.00 54,000 SH SOLE 3 52,200 0 1,800 INTL MULTIFOODS CORP COM 460043102 843.00 41,500 SH SOLE 3 41,500 0 0 INTL RECTIFIER CORP. COM 460254105 543.00 18,100 SH OTH 3 400 0 17,700 INTL RECTIFIER CORP. COM 460254105 3,564.00 118,800 SH SOLE 3 104,700 0 14,100 INTL SPECIALTY PRODUCTS COM 460337108 67.50 10,100 SH SOLE 3 8,400 0 0 INTL SPEEDWAY CORP-CL A COM 460335201 741.00 19,500 SH SOLE 3 13,300 0 6,200 INTL SPEEDWAY CORP-CL A COM 460335201 1,447.80 38,100 SH OTH 3 0 0 14,400 INTRANET SOLUTIONS INC COM 460939309 234.60 4,600 SH OTH 3 0 0 4,600 INTRANET SOLUTIONS INC COM 460939309 1,147.50 22,500 SH SOLE 3 20,200 0 2,100 INTRANET SOLUTIONS INC COM 460939309 2,805.00 55,000 SH SOLE 2 55,000 INTRAWARE INC COM 46118M103 53.00 36,100 SH SOLE 3 0 0 36,100 INTRAWARE INC. COM 46118M103 25.47 17,338 SH SOLE 2 17,338 INTRAWEST CORP COM 460915200 2,023.66 101,500 SH SOLE 2 101,500 INTUIT COM 461202103 631.00 16,000 SH OTH 3 4,200 0 11,800 INTUIT COM 461202103 76,571.50 1,941,592 SH SOLE 3 1,788,892 0 35,900 INTUIT INC COM 461202103 1,498.70 38,002 SH SOLE 2 38,002 INVACARE CORP COM 461203101 208.93 6,100 SH SOLE 2 6,100 INVACARE CORP COM 461203101 219.20 6,400 SH SOLE 3 6,400 0 0 INVERNESS MED TECHNOLOGY INC COM 461268104 389.38 10,000 SH SOLE 2 10,000 INVESTMENT TECHNOLOGY GROUP (NEW) COM 46145F105 8.30 200 SH SOLE 3 200 0 0 INVESTORS FINANCIAL SVCS CP COM 461915100 2,451.00 28,500 SH SOLE 3 28,200 0 0 INVESTORS FINANCIAL SVCS CP COM 461915100 2,846.60 33,100 SH OTH 3 0 0 33,100 INVITROGEN CORP COM 46185R100 431.90 5,000 SH OTH 3 0 0 5,000 INVITROGEN CORP COM 46185R100 2,634.40 30,500 SH SOLE 3 30,100 0 0 IOMEGA INC COM 462030107 50.25 15,000 SH SOLE 2 15,000 IOMEGA INC COM 462030107 914.90 273,100 SH SOLE 3 232,900 0 36,300 IONA TECHNOLOGIES PLC ADR COM 46206P109 93.80 1,400 SH OTH 3 1,400 0 0 IONA TECHNOLOGIES PLC ADR COM 46206P109 670.00 10,000 SH SOLE 2 10,000 IONA TECHNOLOGIES PLC ADR COM 46206P109 1,383.50 20,650 SH SOLE 3 19,500 0 1,150 IONICS INC COM 462218108 533.50 18,800 SH SOLE 3 18,800 0 0 IPARTY CORPORTION COM 46261R107 3.13 25,000 SH SOLE 2 25,000 IPC HOLDINGS LTD COM G4933P101 4,582.20 218,200 SH SOLE 3 218,200 0 0 IPRINT COM INC COM 462628108 17.18 23,897 SH SOLE 2 23,897 IRON MOUNTAIN INC NEW COM 462846106 50,131.40 1,350,340 SH SOLE 3 1,145,300 0 205,040 IRSA - SPONS GDR COM 450047204 0.00 1 SH OTH 3 0 0 0 ISHS RUSSELL 2000 INDEX COM 464287655 1,455.40 15,200 SH SOLE 3 15,200 0 0 ISIS PHARMACEUTICALS COM 464330109 532.82 50,148 SH SOLE 2 50,148 ISLE OF CAPRI CASINOS COM 464592104 14,434.10 1,358,500 SH SOLE 3 1,087,100 0 271,400 ISPAT INTERNATIONAL COM 464899103 504.00 224,000 SH SOLE 3 224,000 0 0 ISPAT INTERNATIONAL NV COM 464899103 124.88 55,500 SH SOLE 2 55,500 ISTAR FINANCIAL INC COM 45031U101 496.10 25,200 SH SOLE 3 25,200 0 0 ISTAR FINL INC COM 45031U101 6,947.84 352,906 SH SOLE 2 352,906 I-STAT CORP COM 450312103 883.73 33,427 SH SOLE 2 33,427 IT GROUP INC DEPOSITARY SH PRF 465266302 173.25 11,000 SH SOLE 2 11,000 ITC DELTACOM INC COM 45031T104 490.55 91,000 SH SOLE 2 91,000 ITC DELTACOM INC COM 45031T104 1,753.20 325,236 SH SOLE 3 314,936 0 9,200 ITC DELTACOM INC COM 45031T104 1,793.73 332,750 SH SOLE 2 332,750 ITC GDR COM Y4211T114 198.20 10,165 SH SOLE 3 10,165 0 0 ITC GDR COM Y4211T114 1,737.50 89,100 SH OTH 3 0 0 0 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 910.80 41,400 SH OTH 3 0 0 41,400 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 10,619.40 482,700 SH SOLE 3 478,300 0 4,400 ITT INDUSTRIES INC (INDIANA) COM 450911102 310.00 8,000 SH SHD 1 8,000 0 0 ITT INDUSTRIES INC (INDIANA) COM 450911102 4,396.10 113,449 SH OTH 3 15,900 0 0 ITT INDUSTRIES INC (INDIANA) COM 450911102 8,220.80 212,150 SH SOLE 3 209,950 0 2,200 ITXC CORP COM 45069F109 39.50 5,700 SH SOLE 3 700 0 5,000 ITXC CORP COM 45069F109 69.38 10,000 SH SOLE 2 10,000 IVAX CORP (FLORIDA) COM 465823102 107.20 2,800 SH SHD 1 2,800 0 0 IVAX CORP (FLORIDA) COM 465823102 1,629.36 42,542 SH SOLE 2 42,542 IVAX CORP (FLORIDA) COM 465823102 9,157.50 239,100 SH OTH 3 9,800 0 0 IVAX CORP (FLORIDA) COM 465823102 53,317.00 1,392,089 SH SOLE 3 1,307,089 0 75,800 IXL ENTERPRISES INC COM 450718101 106.50 106,500 SH SOLE 3 106,500 0 0 IXL ENTERPRISES INC COM 450718101 361.64 361,636 SH SOLE 2 361,636 J B HUNT TRANS SVCS INC COM 445658107 20.20 1,200 SH SOLE 3 0 0 0 J.D. EDWARDS & CO. COM 281667105 537.90 30,200 SH SOLE 3 29,500 0 0 J.D. EDWARDS & CO. COM 281667105 896.00 50,300 SH OTH 3 0 0 50,300 J.M.SMUCKER CO. COM 832696306 567.40 20,300 SH SOLE 3 16,200 0 2,700 J.P. MORGAN & COMPANY COM 616880100 1,103.55 6,668 SH SOLE 2 6,668 J.P. MORGAN & COMPANY COM 616880100 4,793.05 28,961 SH SOLE 2 28,961 JABIL CIRCUIT INC CLL 466313103 42.50 10,000 SH CLL SOLE 2 10,000 JABIL CIRCUIT INC COM 466313103 959.20 37,800 SH OTH 3 0 0 12,700 JABIL CIRCUIT INC COM 466313103 1,810.63 71,355 SH SOLE 2 71,355 JABIL CIRCUIT INC COM 466313103 2,773.23 109,290 SH SOLE 2 109,290 JABIL CIRCUIT INC COM 466313103 25,847.70 1,018,630 SH SOLE 3 987,230 0 27,300 JACK HENRY & ASSOC INC COM 426281101 565.30 9,100 SH OTH 3 400 0 8,700 JACK HENRY & ASSOC INC COM 426281101 683.40 11,000 SH SOLE 3 11,000 0 0 JACK HENRY & ASSOC INC COM 426281101 10,364.69 166,836 SH SOLE 2 166,836 JACK IN THE BOX INC COM 466367109 1,015.60 34,500 SH SOLE 3 26,800 0 7,700 JACOBS ENGINEERING GRP COM 469814107 203.20 4,400 SH SOLE 3 4,400 0 0 JACOBS ENGINEERING GRP COM 469814107 1,136.20 24,600 SH OTH 3 0 0 24,600 JAKKS PACIFIC INC COM 47012E106 1,040.20 114,000 SH SOLE 3 108,400 0 5,600 JAZZTEL - ADR COM 47214R152 104.00 9,679 SH SOLE 3 0 0 9,679 JAZZTEL - ADR COM 47214R152 209.40 19,483 SH OTH 3 0 0 19,483 JAZZTEL P.L.C. ADR COM 47214R152 308.05 28,656 SH SOLE 2 28,656 JDA SOFTWARE GROUP INC COM 46612K108 316.10 24,200 SH SOLE 3 18,600 0 4,900 JDN REALTY CORP COM 465917102 248.20 23,500 SH OTH 3 0 0 0 JDN REALTY CORP COM 465917102 440.46 41,700 SH SOLE 2 41,700 JDN REALTY CORP COM 465917102 5,230.60 495,200 SH SOLE 3 426,800 0 68,400 JDS UNIPHASE CORP COM 46612J101 2,059.40 49,400 SH SHD 1 49,400 0 0 JDS UNIPHASE CORP COM 46612J101 23,324.90 559,517 SH OTH 3 92,217 0 10,100 JDS UNIPHASE CORP COM 46612J101 233,197.50 5,593,857 SH SOLE 3 5,070,923 0 405,004 JDS UNIPHASE CORP COM 46612J101 6,561.53 157,398 SH SOLE 2 157,398 JDS UNIPHASE CORP COM 46612J101 22,096.71 530,056 SH SOLE 2 530,056 JDS UNIPHASE CORP CMN COM 46612J101 1,053.65 25,275 SH SOLE 4 25,275 JEFFERSON-PILOT CORP. COM 475070108 7.50 100 SH OTH 3 100 0 0 JEFFERSON-PILOT CORP. COM 475070108 276.60 3,700 SH SHD 1 3,700 0 0 JEFFERSON-PILOT CORP. COM 475070108 331.22 4,431 SH SOLE 2 4,431 JEFFERSON-PILOT CORP. COM 475070108 6,880.30 92,044 SH SOLE 3 90,644 0 1,400 JEFFRIES GROUP ( NEW ) COM 472319102 3,846.90 123,100 SH SOLE 3 118,800 0 2,600 JLG INDS INC COM 466210101 550.40 51,800 SH OTH 3 0 0 51,800 JLG INDS INC COM 466210101 1,752.10 164,900 SH SOLE 3 162,400 0 0 JMH FINANCE LTD(REG S)4.75 9/6/07 CNV CNV 9FI540178 1,727.70 1,700,000 SH SOLE 4 1,700,000 JNI CORP COM 46622G105 27.20 1,200 SH SOLE 3 0 0 1,200 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 109.10 2,900 SH OTH 3 2,900 0 0 JOHN HANCOCK FINANCIAL SERVICES COM 41014S106 9,282.10 246,700 SH SOLE 3 195,800 0 46,500 JOHN HANCOCK FINL SVCS INC COM 41014S106 251.30 6,679 SH SOLE 2 6,679 JOHN HANCOCK FINL SVCS INC COM 41014S106 747.50 19,867 SH SOLE 2 19,867 JOHN Q HAMMONS HOTELS INC COM 408623106 97.00 16,000 SH SOLE 2 16,000 JOHNS MANVILLE CORP COM 478129109 402.40 31,100 SH SOLE 3 13,900 0 17,200 JOHNSON & JOHNSON COM 478160104 5,641.90 53,700 SH SHD 1 53,700 0 0 JOHNSON & JOHNSON COM 478160104 61,540.36 585,750 SH SOLE 2 585,750 JOHNSON & JOHNSON COM 478160104 75,390.50 717,578 SH OTH 3 114,925 0 16,200 JOHNSON & JOHNSON COM 478160104 88,352.52 840,952 SH SOLE 2 840,952 JOHNSON & JOHNSON COM 478160104 584,206.60 5,560,572 SH SOLE 3 5,152,857 0 388,975 JOHNSON CONTROLS INC COM 478366107 946.40 18,200 SH SHD 1 18,200 0 0 JOHNSON CONTROLS INC COM 478366107 7,117.80 136,881 SH OTH 3 39,800 0 0 JOHNSON CONTROLS INC COM 478366107 37,538.80 721,900 SH SOLE 3 683,200 0 38,700 JONES APPAREL GROUP, INC. COM 480074103 845.30 26,261 SH SOLE 3 11,700 0 14,561 JONES APPAREL GROUP, INC. COM 480074103 1,059.00 32,900 SH OTH 3 0 0 32,900 JONES LANG LASALLE INC COM 48020Q107 20.80 1,500 SH SOLE 3 0 0 0 JOS A BANK CLOTHIERS INC COM 480838101 73.63 16,362 SH SOLE 2 16,362 JOURNAL REGISTER CO COM 481138105 389.52 24,250 SH SOLE 2 24,250 JUNIPER COM 48203R104 68,044.80 539,770 SH SOLE 3 529,570 0 6,400 JUNIPER NETWORKS CONV SUB CNV 48203RAA2 467.19 460,000 SH SOLE 2 460,000 JUNIPER NETWORKS CONV SUB CNV 48203RAA2 1,995.71 1,965,000 SH SOLE 2 1,965,000 JUNIPER NETWORKS CONV SUB CNV 48203RAA2 2,481.37 2,410,000 SH SOLE 4 2,410,000 JUNIPER NETWORKS INC COM 48203R104 13,209.08 104,782 SH PUT SOLE 2 104,782 JUNIPER NETWORKS INC COM 48203R104 64,921.56 514,995 SH PUT SOLE 2 514,995 JUNIPER NETWORKS INC CMN COM 48203R104 1,500.14 11,900 SH SOLE 4 11,900 JUPITER MEDIA METRIX INC. COM 48206U104 229.10 24,600 SH SOLE 3 24,200 0 0 K MART CORP COM 482584109 241.20 45,400 SH SOLE 3 45,400 0 0 KAMAN CORP CL-A COM 483548103 1,323.00 78,400 SH SOLE 3 67,300 0 9,200 KANA COMMUNICATIONS INC CLL 483600102 7.81 10,000 SH CLL SOLE 2 10,000 KANA COMMUNICATIONS INC COM 483600102 240.30 20,900 SH OTH 3 0 0 20,900 KANA COMMUNICATIONS INC COM 483600102 667.67 58,058 SH SOLE 2 58,058 KANA COMMUNICATIONS INC COM 483600102 2,238.90 194,687 SH SOLE 2 194,687 KANA COMMUNICATIONS INC COM 483600102 2,698.50 234,652 SH SOLE 3 214,552 0 19,100 KANEB PIPE LINE PARTNERS L.P. COM 484169107 4,444.70 144,250 SH SOLE 2 144,250 KANEB PIPE LINE PARTNERS L.P. COM 484169107 5,504.35 178,640 SH SOLE 2 178,640 KANSAS CITY LIFE INS COM 484836101 130.90 3,700 SH SOLE 3 3,300 0 0 KANSAS CITY SOUTHERN IND COM 485170302 0.50 51 SH OTH 3 50 0 0 KANSAS CITY SOUTHERN IND COM 485170302 255.10 25,198 SH SOLE 3 25,198 0 0 KANSAS CITY SOUTHN INDS INC COM 485170302 177.19 17,500 SH SOLE 2 17,500 KAUFMAN AND BROAD HOME CORP COM 486168107 795.00 23,600 SH SOLE 3 15,700 0 7,500 KBK CAPITAL CORP COM 482412103 58.50 19,500 SH SOLE 2 19,500 KEEBLER FOODS CO. COM 487256109 15.50 374 SH SOLE 3 374 0 0 KEEBLER FOODS CO. COM 487256109 4,367.50 105,400 SH OTH 3 0 0 0 KEEBLER FOODS COMPANY COM 487256109 1,135.39 27,400 SH PUT SOLE 2 27,400 KEITHLEY INSTRUMENTS INC COM 487584104 344.50 8,000 SH SOLE 2 8,000 KEITHLEY INSTRUMENTS INC COM 487584104 706.20 16,400 SH OTH 3 0 0 16,400 KEITHLEY INSTRUMENTS INC COM 487584104 2,067.00 48,000 SH SOLE 3 26,300 0 21,700 KELLOGG CO. COM 487836108 40,254.40 1,533,500 SH SOLE 3 1,533,500 0 0 KELLOGG COMPANY COM 487836108 370.86 14,128 SH SOLE 2 14,128 KELLOGG COMPANY COM 487836108 1,850.63 70,500 SH SOLE 2 70,500 KELLWOOD CO. COM 488044108 21.10 1,000 SH SOLE 3 0 0 0 KELLY SERVICES INC(CL-A) COM 488152208 366.20 15,500 SH SOLE 3 15,500 0 0 KEMET CORP CLL 488360108 8.13 10,000 SH CLL SOLE 2 10,000 KEMET CORP COM 488360108 104.40 6,900 SH SHD 1 6,900 0 0 KEMET CORP COM 488360108 1,976.80 130,700 SH OTH 3 3,200 0 0 KEMET CORP COM 488360108 28,452.70 1,881,167 SH SOLE 3 1,811,967 0 58,100 KENNAMETAL INC. COM 489170100 768.90 26,400 SH OTH 3 0 0 26,400 KENNAMETAL INC. COM 489170100 3,081.40 105,800 SH SOLE 3 101,700 0 4,100 KENT ELECTRONICS CORP COM 490553104 1,296.90 78,600 SH SOLE 3 67,700 0 10,000 KERAVISION, INC. COM 492061106 10.66 31,000 SH SOLE 2 31,000 KERAVISION, INC. COM 492061106 18.91 55,000 SH SOLE 2 55,000 KERR-MCGEE CORP COM 492386107 2,362.90 35,300 SH SHD 1 35,300 0 0 KERR-MCGEE CORP COM 492386107 24,902.50 372,026 SH OTH 3 22,200 0 0 KERR-MCGEE CORP COM 492386107 145,283.90 2,170,441 SH SOLE 3 2,064,141 0 92,100 KERR-MCGEE CORP COM 492386107 218.89 3,270 SH SOLE 2 3,270 KEY ENERGY GROUP INC. COM 492914106 216.10 20,700 SH SOLE 3 3,800 0 16,900 KEY ENERGY GROUP INC. COM 492914106 545.90 52,300 SH OTH 3 0 0 52,300 KEY PRODUCTION INC COM 493138101 540.40 16,100 SH SOLE 3 11,500 0 4,600 KEY3MEDIA GROUP COM 49326R104 25.00 2,050 SH SOLE 3 0 0 2,050 KEY3MEDIA GROUP INC COM 49326R104 124.76 10,237 SH SOLE 2 10,237 KEYCORP NEW COM 493267108 11.20 400 SH OTH 3 400 0 0 KEYCORP NEW COM 493267108 624.88 22,317 SH SOLE 2 22,317 KEYCORP NEW COM 493267108 1,172.95 41,891 SH SOLE 2 41,891 KEYCORP NEW COM 493267108 20,912.90 746,890 SH SOLE 3 744,590 0 2,300 KEYNOTE SYSTEMS INC COM 493308100 53.90 3,800 SH OTH 3 0 0 3,800 KEYNOTE SYSTEMS INC COM 493308100 1,820.30 128,300 SH SOLE 3 125,800 0 2,200 KEYSPAN CORP COM 49337W100 2,457.80 58,000 SH OTH 3 0 0 0 KEYSPAN CORP COM 49337W100 13,423.10 316,770 SH SOLE 3 267,270 0 49,500 KEYSPAN CORP COM 49337W100 313.41 7,396 SH SOLE 2 7,396 KEYSPAN CORP COM 49337W100 635.63 15,000 SH SOLE 2 15,000 KILROY PROPERTIES COM 49427F108 311.50 11,100 SH SOLE 3 11,100 0 0 KIMBALL INTL INC CL-B COM 494274103 1,241.20 85,600 SH SOLE 3 78,500 0 6,100 KIMBERLY CLARK CORP COM 494368103 1,180.50 16,700 SH SHD 1 16,700 0 0 KIMBERLY CLARK CORP COM 494368103 21,252.90 300,650 SH OTH 3 37,600 0 0 KIMBERLY CLARK CORP COM 494368103 52,287.98 739,680 SH PUT SOLE 2 739,680 KIMBERLY CLARK CORP COM 494368103 80,103.01 1,133,159 SH PUT SOLE 2 1,133,159 KIMBERLY CLARK CORP COM 494368103 83,161.00 1,176,418 SH SOLE 3 1,156,818 0 19,600 KIMCO REALTY CORP COM 49446R109 251.90 5,700 SH OTH 3 0 0 0 KIMCO REALTY CORP COM 49446R109 5,832.80 132,000 SH SOLE 3 115,600 0 16,400 KINDER MORGAN ENERGY PARTNERS COM 494550106 123,513.59 2,193,360 SH SOLE 2 2,193,360 KINDER MORGAN ENERGY PARTNERS COM 494550106 148,256.62 2,632,748 SH SOLE 2 2,632,748 KINDER MORGAN INC COM 49455P101 4,296.60 82,330 SH SOLE 3 68,030 0 14,300 KINDER MORGAN INC KANS COM 49455P101 21,766.10 417,075 SH SOLE 2 417,075 KINDER MORGAN INC KANS COM 49455P101 23,237.89 445,277 SH SOLE 2 445,277 KING PHARAMACEUTICALS INC COM 495582108 812.79 15,725 SH SOLE 2 15,725 KING PHARMACEUTICALS INC. COM 495582108 440.60 8,525 SH SHD 1 8,525 0 0 KING PHARMACEUTICALS INC. COM 495582108 1,073.80 20,774 SH OTH 3 3,650 0 15,912 KING PHARMACEUTICALS INC. COM 495582108 23,403.00 452,778 SH SOLE 3 446,704 0 2,662 KIRBY CORP COM 497266106 16.80 800 SH SOLE 3 0 0 0 KLA INSTRUMENTS CORP COM 482480100 151.60 4,500 SH SHD 1 4,500 0 0 KLA INSTRUMENTS CORP COM 482480100 2,936.80 87,177 SH OTH 3 3,300 0 0 KLA INSTRUMENTS CORP COM 482480100 12,887.20 382,550 SH SOLE 3 377,550 0 2,300 KLA-TENCOR CORP COM 482480100 1,539.52 45,700 SH SOLE 2 45,700 KLA-TENCOR CORP COM 482480100 10,130.57 300,722 SH SOLE 2 300,722 KNIGHT RIDDER INC COM 499040103 5,110.90 89,862 SH OTH 3 3,700 0 0 KNIGHT RIDDER INC COM 499040103 36,559.20 642,800 SH SOLE 3 632,100 0 10,700 KNIGHT TRADING GROUP INC COM 499063105 62.70 4,500 SH SOLE 3 0 0 4,500 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 4,691.77 213,870 SH SOLE 2 213,870 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 19,574.17 892,270 SH SOLE 2 892,270 KOGER EQUITY INC COM 500228101 199.20 12,800 SH SOLE 2 12,800 KOHL'S CORP (WISCONSIN) COM 500255104 1,401.96 22,983 SH SOLE 2 22,983 KOHL'S CORP (WISCONSIN) COM 500255104 9,268.30 151,940 SH OTH 3 3,300 0 0 KOHL'S CORP (WISCONSIN) COM 500255104 22,867.20 374,872 SH SOLE 3 347,272 0 24,600 KOMAG INC COM 500453105 3.50 5,342 SH SOLE 3 5,342 0 0 KONINKLIJKE AHOLD NV COM 500467303 1,271.40 39,120 SH SOLE 2 39,120 KONINKLIJKE PHILIPS ELECTRONICS COM 500472303 2,683.80 74,035 SH SOLE 3 74,035 0 0 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 1,967.76 54,283 SH SOLE 2 54,283 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 2,815.43 77,667 SH SOLE 2 77,667 KOOR INDUSTRIES LTD ADR COM 500507108 307.00 23,393 SH SOLE 3 23,393 0 0 KOOR INDUSTRIES LTD ADR COM 500507108 966.00 73,600 SH OTH 3 0 0 0 KOPIN CORP COM 500600101 132.75 12,000 SH SOLE 2 12,000 KOREA ELECTRIC POWER CRP ADR COM 500631106 45.10 4,400 SH SOLE 3 4,400 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 1,705.00 55,000 SH SOLE 3 55,000 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 9,727.80 313,800 SH OTH 3 4,500 0 0 KOREA TELECOM CORP ADS COM 50063P103 452.60 14,600 SH SOLE 2 14,600 KOREA THRUNET CO COM Y49975108 59.10 24,900 SH SOLE 3 0 0 24,900 KOS PHARMACEUTICALS COM 500648100 1,260.20 71,500 SH SOLE 3 71,500 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 16.60 200 SH SOLE 3 200 0 0 KROGER CO. COM 501044101 262.50 9,700 SH SHD 1 9,700 0 0 KROGER CO. COM 501044101 9,517.90 351,699 SH OTH 3 16,500 0 0 KROGER CO. COM 501044101 24,104.60 890,700 SH SOLE 3 831,600 0 56,200 KROGER COMPANY COM 501044101 7,663.50 283,178 SH SOLE 2 283,178 KROGER COMPANY COM 501044101 26,874.90 993,068 SH SOLE 2 993,068 KRONOS INC COM 501052104 445.50 14,400 SH SOLE 3 14,100 0 0 KRUG INTERNATIONAL CORP COM 501067102 105.98 70,652 SH SOLE 2 70,652 K-SWISS INC. CL A COM 482686102 2,790.00 111,600 SH SOLE 3 111,600 0 0 KULICKE & SOFFA INDS COM 501242101 528.80 47,000 SH SOLE 3 46,200 0 0 L-3 COMMUNICATIONS CORP COM 502424104 823.90 10,700 SH OTH 3 200 0 10,500 L-3 COMMUNICATIONS CORP COM 502424104 4,858.70 63,100 SH SOLE 3 63,100 0 0 LA Z BOY CHAIR CO COM 505336107 1.60 100 SH SOLE 3 100 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 3,203.20 18,200 SH SOLE 3 17,900 0 0 LACLEDE GAS CO COM 505588103 3,153.30 134,900 SH SOLE 3 128,600 0 5,200 LAFARGE CORP COM 505862102 129.90 5,500 SH SOLE 3 2,000 0 3,500 LAFARGE CORP COM 505862102 900.10 38,100 SH OTH 3 0 0 0 LAKEHEAD PIPE LINE PTNRS LP COM 511557100 25,935.77 628,746 SH SOLE 2 628,746 LAKEHEAD PIPE LINE PTNRS LP COM 511557100 44,962.05 1,089,989 SH SOLE 2 1,089,989 LAKES GAMING INC. 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COM 529771107 26.60 600 SH OTH 3 600 0 0 LEXMARK INTERNATIONAL INC. COM 529771107 305.80 6,900 SH SOLE 3 6,000 0 900 LEXMARK INTERNATIONAL INC. 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COM 55261R108 193.40 6,800 SH SOLE 3 4,900 0 0 MAGNA INTERNATIONAL SUB DEB CV CNV 559222AE4 267.05 280,000 SH SOLE 2 280,000 MAGNA INTL INC CONV DEB CNV 559222AG9 2,199.23 2,517,000 SH SOLE 2 2,517,000 MAGNA INTL INC CONV DEB CNV 559222AG9 2,769.79 3,170,000 SH SOLE 2 3,170,000 MAGNETEK INC COM 559424106 1,424.70 109,589 SH SOLE 3 109,589 0 0 MAGNUM HUNTER RESOURCES INC COM 55972F203 319.00 29,333 SH SOLE 2 29,333 MAGYR TAVKOZLESI RT SPON COM 559776109 793.00 38,795 SH SOLE 3 38,795 0 0 MAGYR TAVKOZLESI RT SPON COM 559776109 5,112.80 250,135 SH OTH 3 0 0 0 MAIL.COM INC COM 560311102 24.30 33,800 SH SOLE 3 33,800 0 0 MAIL-WELL INC COM 560321200 13.40 3,100 SH SOLE 3 3,100 0 0 MAIL-WELL INC COM 560321200 2,620.71 607,702 SH SOLE 2 607,702 MAIL-WELL INC SUB NT CONV CNV 560321AD3 540.20 730,000 SH SOLE 2 730,000 MANAGEMENT NETWORK GROUP INC COM 561693102 546.25 46,000 SH SOLE 2 46,000 MANDALAY RESORT GROUP COM 562567107 15.40 700 SH SOLE 3 700 0 0 MANDALAY RESORT GROUP COM 562567107 219.70 10,015 SH PUT SOLE 2 10,015 MANHATTAN ASSOCIATES INC COM 562750109 366.60 8,600 SH SOLE 3 7,500 0 1,000 MANOR CARE INC COM 564055101 594.00 28,800 SH OTH 3 0 0 28,800 MANOR CARE INC COM 564055101 7,342.50 356,000 SH SOLE 3 355,100 0 0 MANPOWER INC COM. COM 56418H100 129.20 3,400 SH SHD 1 3,400 0 0 MANPOWER INC COM. COM 56418H100 4,510.60 118,700 SH OTH 3 1,500 0 52,500 MANPOWER INC COM. COM 56418H100 17,214.00 453,000 SH SOLE 3 432,300 0 20,700 MANUFACTURED HOME CMNTYS INC COM 564682102 124.70 4,300 SH OTH 3 0 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 3,775.80 130,200 SH SOLE 3 117,300 0 12,900 MANUGISTICS GROUP INC COM 565011103 649.80 11,400 SH OTH 3 0 0 11,400 MANUGISTICS GROUP INC COM 565011103 2,006.40 35,200 SH SOLE 3 34,600 0 0 MANULIFE FINANCIAL CORP COM 56501R106 204.50 6,518 SH SOLE 2 6,518 MANULIFE FINANCIAL CORP COM 56501R106 804.83 25,652 SH SOLE 2 25,652 MAPICS INC COM 564910107 52.50 10,500 SH SOLE 2 10,500 MAPINFO CORP COM 565105103 1,238.00 26,200 SH SOLE 3 20,750 0 5,250 MARCHFIRST INC. COM 566244109 99.90 66,600 SH OTH 3 0 0 66,600 MARCHFIRST INC. COM 566244109 276.90 184,569 SH SOLE 3 83,118 0 100,473 MARIMBA INC. 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COM 577914104 11.30 500 SH SOLE 3 0 0 0 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 2,031.90 42,498 SH OTH 3 0 0 0 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 15,405.20 322,200 SH SOLE 3 312,100 0 4,700 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 72,641.96 1,519,309 SH SOLE 2 1,519,309 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 83,330.54 1,742,861 SH SOLE 2 1,742,861 MAXIM PHARMACEUTICALS INC COM 57772M107 1,141.80 179,100 SH SOLE 3 110,500 0 67,600 MAXIMUS INC COM 577933104 17.50 500 SH SOLE 3 0 0 0 MAXTOR CORP COM 577729205 521.90 93,300 SH SOLE 3 93,300 0 0 MAXYGEN INC. COM 577776107 230.30 9,400 SH SOLE 3 9,400 0 0 MAXYGEN INC. COM 577776107 334.67 13,660 SH SOLE 2 13,660 MAXYGEN INC. COM 577776107 2,026.69 82,722 SH SOLE 2 82,722 MAY DEPT.STORES CO. COM 577778103 95.00 2,900 SH OTH 3 2,900 0 0 MAY DEPT.STORES CO. COM 577778103 350.43 10,700 SH SOLE 2 10,700 MAY DEPT.STORES CO. COM 577778103 19,923.50 608,350 SH SOLE 3 559,650 0 45,600 MAYTAG CORP COM 578592107 298.57 9,240 SH SOLE 2 9,240 MAYTAG CORP COM 578592107 484.69 15,000 SH SOLE 2 15,000 MAZEL STORES, INC. COM 578792103 43.13 15,000 SH SOLE 2 15,000 MBIA INC COM 55262C100 444.75 6,000 SH SOLE 2 6,000 MBIA INC COM 55262C100 5,129.45 69,200 SH SOLE 2 69,200 MBIA INC COM 55262C100 16,359.40 220,700 SH SOLE 3 219,400 0 1,300 MBNA CORP COM 55262L100 15,870.01 429,645 SH SOLE 4 429,645 MBNA CORP COM 55262L100 19,921.80 539,339 SH OTH 3 165,796 0 57,350 MBNA CORP COM 55262L100 290,818.40 7,873,353 SH SOLE 3 5,924,068 0 1,934,520 MBNA CORP COM 55262L100 373,949.45 10,123,843 SH SOLE 2 10,123,843 MBNA CORP COM 55262L100 393,071.77 10,641,537 SH SOLE 2 10,641,537 MC CLATCHY NEWSPAPERS INC COM 579489105 1,619.80 38,000 SH OTH 3 0 0 38,000 MC CLATCHY NEWSPAPERS INC COM 579489105 7,668.20 179,900 SH SOLE 3 160,000 0 19,900 MC DONALDS CORP COM 580135101 768.40 22,600 SH SOLE 4 22,600 MC DONALDS CORP COM 580135101 14,030.50 412,663 SH OTH 3 74,908 0 29,500 MC DONALDS CORP COM 580135101 16,424.65 483,078 SH SOLE 2 483,078 MC DONALDS CORP COM 580135101 32,441.47 954,161 SH SOLE 2 954,161 MC DONALDS CORP COM 580135101 194,076.60 5,708,160 SH SOLE 3 3,433,100 0 2,262,180 MC SHIPPING INC COM 55267Q104 20.31 25,000 SH SOLE 2 25,000 MCCORMICK & CO NON VTG COM 579780206 2,005.10 55,600 SH SOLE 3 42,700 0 12,900 MCDATA CORP COM 580031102 506.40 9,250 SH OTH 3 9,250 0 0 MCDATA CORP COM 580031102 657.00 12,000 SH SOLE 2 12,000 MCDATA CORP COM 580031102 43,332.40 791,460 SH SOLE 3 704,760 0 0 MCDERMOTT INTL COM 580037109 118.25 11,000 SH SOLE 2 11,000 MCGRAW-HILL COS INC COM 580645109 216.90 3,700 SH SHD 1 3,700 0 0 MCGRAW-HILL COS INC COM 580645109 2,921.30 49,831 SH OTH 3 500 0 0 MCGRAW-HILL COS INC COM 580645109 3,177.50 54,200 SH SOLE 3 50,500 0 3,700 MCK COMMUNICATIONS COM 581243102 42.20 5,000 SH SOLE 3 0 0 5,000 MCKESSON HBOC INC COM 58155Q103 8,658.21 241,243 SH SOLE 2 241,243 MCKESSON HBOC, INC COM 58155Q103 455.80 12,700 SH SHD 1 12,700 0 0 MCKESSON HBOC, INC COM 58155Q103 5,799.80 161,600 SH OTH 3 13,900 0 0 MCKESSON HBOC, INC COM 58155Q103 16,096.60 448,499 SH SOLE 3 434,299 0 11,700 MCLEODUSA INC CL-A COM 582266102 198.60 13,698 SH OTH 3 0 0 13,698 MCLEODUSA INC CL-A COM 582266102 466.13 33,000 SH SOLE 2 33,000 MCLEODUSA INC CL-A COM 582266102 7,527.99 532,955 SH SOLE 2 532,955 MCLEODUSA INC CL-A COM 582266102 24,280.00 1,674,485 SH SOLE 3 1,659,885 0 14,600 MCLEODUSA INC PRF 582266201 211.58 550 SH SOLE 2 550 MCN CORP COM 55267J100 5.50 200 SH SOLE 3 200 0 0 MCN CORP COM 55267J100 2,530.60 91,400 SH OTH 3 0 0 91,400 MEAD CORP COM 582834107 4,766.70 151,927 SH SOLE 3 151,927 0 0 MEAD CORP COM 582834107 8,005.68 255,161 SH SOLE 2 255,161 MEADE INSTRUMENTS CORP COM 583062104 28.90 4,400 SH SOLE 3 0 0 4,400 MECHANICAL TECHNOLOGY INC COM 583538103 602.35 172,100 SH SOLE 2 172,100 MEDALLION FINANCIAL CORP COM 583928106 1,945.10 133,000 SH SOLE 3 133,000 0 0 MEDAREX INC COM 583916101 1,597.40 39,200 SH OTH 3 0 0 12,400 MEDAREX INC COM 583916101 17,310.60 424,800 SH SOLE 3 379,200 0 42,100 MEDCOM USA INC COM 584062103 23.98 40,390 SH SOLE 2 40,390 MEDIA GENERAL INC CL A COM 584404107 364.00 10,000 SH SOLE 2 10,000 MEDIA GENERAL INC CL A COM 584404107 10,346.70 284,250 SH SOLE 3 281,150 0 3,100 MEDIACOM COMMUNICATIONS CORP COM 58446K105 364.89 21,230 SH SOLE 2 21,230 MEDIACOM CORP COM 58446K105 17,039.70 991,400 SH SOLE 3 758,000 0 233,400 MEDIAPLEX INC COM 58446B105 1.10 1,300 SH SOLE 3 1,300 0 0 MEDICAL ALLIANCE INC COM 58449S105 560.80 131,954 SH SOLE 2 131,954 MEDICAL ASSURANCE INC COM 58449U100 90.10 5,400 SH SOLE 3 5,400 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 295.63 5,000 SH SOLE 2 5,000 MEDICIS PHARMACEUTICAL CORP COM 584690309 4,384.10 74,150 SH SOLE 3 69,100 0 4,550 MEDIMMUNE INC COM 584699102 228.90 4,800 SH SHD 1 4,800 0 0 MEDIMMUNE INC COM 584699102 2,032.30 42,618 SH OTH 3 1,600 0 0 MEDIMMUNE INC COM 584699102 3,338.13 70,000 SH SOLE 2 70,000 MEDIMMUNE INC COM 584699102 16,741.32 351,063 SH SOLE 2 351,063 MEDIMMUNE INC COM 584699102 30,381.70 637,100 SH SOLE 3 634,800 0 1,100 MEDIMMUNE INC CMN COM 584699102 922.75 19,350 SH SOLE 4 19,350 MEDIS TECHNOLOGIES LTD COM 58500P107 450.69 27,735 SH SOLE 2 27,735 MEDITRUST CORP-PAIRED STK NEW COM 58501T306 64.06 25,000 SH SOLE 2 25,000 MEDIWARE INFORMATION SYS INC COM 584946107 130.23 31,570 SH SOLE 2 31,570 MEDQUIST INC COM 584949101 758.24 47,390 SH SOLE 2 47,390 MEDQUIST INC COM 584949101 15,335.20 958,453 SH SOLE 3 796,319 0 162,134 MEDTRONIC INC CLL 585055106 202.50 10,000 SH CLL SOLE 2 10,000 MEDTRONIC INC COM 585055106 603.80 10,000 SH SHD 1 10,000 0 0 MEDTRONIC INC COM 585055106 22,114.20 366,280 SH OTH 3 15,300 0 0 MEDTRONIC INC COM 585055106 64,866.30 1,074,390 SH SOLE 4 1,074,390 MEDTRONIC INC COM 585055106 126,652.00 2,097,756 SH SOLE 3 2,055,156 0 30,200 MEDTRONIC INC COM 585055106 321,089.34 5,318,250 SH SOLE 2 5,318,250 MEDTRONIC INC COM 585055106 347,965.88 5,763,410 SH SOLE 2 5,763,410 MELLON FINANCIAL CORP COM 58551A108 9,577.20 194,708 SH OTH 3 6,800 0 0 MELLON FINANCIAL CORP COM 58551A108 30,166.70 613,300 SH SOLE 3 570,200 0 40,000 MELLON FINANCIAL CORP COM 58551A108 841.11 17,100 SH PUT SOLE 2 17,100 MELLON FINANCIAL CORP COM 58551A108 3,092.52 62,872 SH PUT SOLE 2 62,872 MEMBERWORKS INC COM 586002107 51.00 2,400 SH SOLE 3 2,400 0 0 MEMBERWORKS INC COM 586002107 427.85 20,134 SH SOLE 2 20,134 MEMC ELECTRONIC MATERIAL COM 552715104 96.88 10,000 SH SOLE 2 10,000 MEMC ELECTRONIC MATERIAL COM 552715104 2,630.20 271,500 SH SOLE 3 271,500 0 0 MENS WEARHOUSE INC (THE) COM 587118100 1,231.70 45,200 SH SOLE 3 25,700 0 19,500 MENTOR GRAPHICS CORP COM 587200106 985.00 35,900 SH OTH 3 0 0 35,900 MENTOR GRAPHICS CORP COM 587200106 7,657.80 279,100 SH SOLE 3 257,000 0 21,100 MERCANTILE BANKSHS CORP COM 587405101 2,483.30 57,500 SH SOLE 3 57,500 0 0 MERCANTILE BANKSHS CORP COM 587405101 3,172.10 73,450 SH OTH 3 0 0 73,450 MERCHANTS NEW YORK BANCORP INC COM 589167105 2,068.26 82,524 SH SOLE 2 82,524 MERCK & CO.INC. PUT 589331107 6.54 34,900 SH PUT SOLE 2 34,900 MERCK & CO.INC. COM 589331107 7,396.40 79,000 SH SHD 1 79,000 0 0 MERCK & CO.INC. COM 589331107 27,154.62 290,036 SH SOLE 4 290,036 MERCK & CO.INC. COM 589331107 104,944.40 1,120,901 SH OTH 3 153,982 0 9,600 MERCK & CO.INC. COM 589331107 366,871.72 3,918,523 SH PUT SOLE 2 3,918,523 MERCK & CO.INC. COM 589331107 420,843.16 4,494,987 SH PUT SOLE 2 4,494,987 MERCK & CO.INC. COM 589331107 910,436.90 9,724,274 SH SOLE 3 9,281,725 0 406,595 MERCURY COMPUTER SYSTEMS INC COM 589378108 1,611.40 34,700 SH SOLE 3 34,500 0 0 MERCURY GENERAL CORP COM 589400100 13.20 300 SH SOLE 3 0 0 0 MERCURY INTERACTIVE CORP COM 589405109 239.61 2,655 SH SOLE 2 2,655 MERCURY INTERACTIVE CORP COM 589405109 3,240.00 35,900 SH OTH 3 200 0 0 MERCURY INTERACTIVE CORP COM 589405109 27,363.80 303,200 SH SOLE 3 290,700 0 9,800 MEREDITH CORP. COM 589433101 605.10 18,800 SH SOLE 3 18,800 0 0 MERIDAN RESOURCE CORP COM 58977Q109 316.50 36,700 SH SOLE 3 36,700 0 0 MERISTAR HOSPITALITY COM 58984Y103 552.43 28,060 SH SOLE 2 28,060 MERISTAR HOSPITALITY COM 58984Y103 968.60 49,200 SH OTH 3 0 0 49,200 MERISTAR HOSPITALITY COM 58984Y103 1,175.30 59,700 SH SOLE 3 54,500 0 5,200 MERISTAR HOTELS & RESORTS INC COM 589988104 257.00 97,905 SH SOLE 2 97,905 MERIX CORP COM 590049102 417.30 31,200 SH SOLE 2 31,200 MERRILL LYNCH CO INC PUT 590188108 28.59 15,000 SH PUT SOLE 2 15,000 MERRILL LYNCH CO INC COM 590188108 695.50 10,200 SH SHD 1 10,200 0 0 MERRILL LYNCH CO INC COM 590188108 3,858.05 56,580 SH SOLE 4 56,580 MERRILL LYNCH CO INC COM 590188108 18,959.50 278,050 SH OTH 3 39,600 0 0 MERRILL LYNCH CO INC COM 590188108 54,862.78 804,587 SH PUT SOLE 2 804,587 MERRILL LYNCH CO INC COM 590188108 87,896.42 1,289,040 SH PUT SOLE 2 1,289,040 MERRILL LYNCH CO INC COM 590188108 140,220.10 2,056,390 SH SOLE 3 1,989,490 0 55,900 METALS USA INC COM 591324108 35.74 12,709 SH SOLE 2 12,709 METALS USA INC COM 591324108 883.20 314,034 SH SOLE 3 296,234 0 17,800 METASOLV INC COM 59139P104 0.00 7,400 SH SOLE 3 0 0 7,400 METASOLV SOFTWARE INC COM 591393103 19.20 2,100 SH SOLE 3 2,100 0 0 METHANEX CORP COM 59151K108 6,299.70 978,600 SH SOLE 3 978,600 0 0 METHODE ELECTRONICS INC CL A COM 591520200 545.90 23,800 SH SOLE 3 23,500 0 0 METLIFE INC COM 59156R108 10,216.50 291,900 SH SOLE 2 291,900 METLIFE INC COM 59156R108 11,095.88 317,025 SH SOLE 2 317,025 METLIFE INC CMN COM 59156R108 945.00 27,000 SH SOLE 4 27,000 METLIFE INC. COM 59156R108 1,798.00 51,370 SH SOLE 3 51,370 0 0 METRICOM INC COM 591596101 89.60 8,900 SH OTH 3 0 0 8,900 METRICOM INC COM 591596101 130.80 13,000 SH SOLE 3 12,800 0 0 METRIS COS INC COM 591598107 2,005.00 76,200 SH OTH 3 0 0 29,500 METRIS COS INC COM 591598107 17,073.80 648,884 SH SOLE 3 632,234 0 15,750 METROCALL INC COM 591647102 29.40 62,700 SH SOLE 3 48,800 0 12,200 METRO-GOLDMAN-MAYER INC COM 591610100 40.80 2,500 SH OTH 3 0 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 238.20 14,600 SH SHD 1 14,600 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 4,740.40 290,600 SH SOLE 3 280,000 0 10,600 METROMEDIA FIBER NETWORK A CLL 591689104 19.38 10,000 SH CLL SOLE 2 10,000 METROMEDIA FIBER NETWORK A COM 591689104 162.00 16,000 SH SHD 1 16,000 0 0 METROMEDIA FIBER NETWORK A COM 591689104 460.18 45,450 SH PUT SOLE 2 45,450 METROMEDIA FIBER NETWORK A COM 591689104 528.50 52,200 SH OTH 3 6,200 0 0 METROMEDIA FIBER NETWORK A COM 591689104 1,788.23 176,615 SH PUT SOLE 2 176,615 METROMEDIA FIBER NETWORK A COM 591689104 11,446.30 1,130,500 SH SOLE 3 1,095,200 0 26,800 METROPOLITAN FINANCIAL CORP COM 59189N108 116.85 49,200 SH SOLE 2 49,200 METTLER-TOLDEO INTL COM 592688105 304.50 5,600 SH SOLE 3 0 0 5,300 METTLER-TOLDEO INTL COM 592688105 625.30 11,500 SH OTH 3 0 0 11,500 MEXICO FUND INC COM 592835102 305.76 20,642 SH SOLE 2 20,642 MGIC INVESTMENT CORP COM 552848103 1,598.30 23,700 SH SHD 1 23,700 0 0 MGIC INVESTMENT CORP COM 552848103 2,523.71 37,423 SH SOLE 2 37,423 MGIC INVESTMENT CORP COM 552848103 4,296.58 63,712 SH SOLE 2 63,712 MGIC INVESTMENT CORP COM 552848103 11,917.90 176,725 SH OTH 3 16,400 0 0 MGIC INVESTMENT CORP COM 552848103 69,523.70 1,030,936 SH SOLE 3 996,136 0 34,800 MGM MIRAGE COM 552953101 50.70 1,800 SH SOLE 3 1,100 0 700 MGM MIRAGE COM 552953101 602.82 21,386 SH SOLE 2 21,386 MGM MIRAGE COM 552953101 902.40 32,014 SH OTH 3 0 0 0 MICHAEL FOODS INC (NEW) COM 594079105 268.10 8,900 SH SOLE 3 4,900 0 3,000 MICHAELS STORES INC COM 594087108 4,226.80 159,500 SH SOLE 3 152,300 0 6,700 MICREL INC COM 594793101 1,121.80 33,300 SH OTH 3 0 0 33,300 MICREL INC COM 594793101 4,614.60 136,984 SH SOLE 3 127,884 0 9,100 MICROCHIP TECHNOLOGY COM 595017104 357.60 16,300 SH OTH 3 0 0 16,300 MICROCHIP TECHNOLOGY COM 595017104 4,544.10 207,140 SH SOLE 3 189,015 0 18,125 MICROMUSE INC COM 595094103 959.70 15,900 SH OTH 3 0 0 15,900 MICROMUSE INC COM 595094103 2,728.20 45,200 SH SOLE 3 45,200 0 0 MICRON ELECTRONICS INC COM 595100108 214.10 54,800 SH SOLE 3 52,300 0 0 MICRON TECHNOLOGY INC CLL 595112103 161.25 10,000 SH CLL SOLE 2 10,000 MICRON TECHNOLOGY INC COM 595112103 390.50 11,000 SH SHD 1 11,000 0 0 MICRON TECHNOLOGY INC COM 595112103 6,670.45 187,900 SH SOLE 4 187,900 MICRON TECHNOLOGY INC COM 595112103 8,899.50 250,691 SH OTH 3 5,800 0 0 MICRON TECHNOLOGY INC COM 595112103 25,262.58 711,622 SH SOLE 2 711,622 MICRON TECHNOLOGY INC COM 595112103 37,392.51 1,053,310 SH SOLE 2 1,053,310 MICRON TECHNOLOGY INC COM 595112103 94,360.70 2,658,048 SH SOLE 3 2,608,048 0 39,100 MICROSEMI CORP CL A COM 595137100 464.50 16,700 SH SOLE 3 16,300 0 0 MICROSEMI CORP CL A COM 595137100 489.50 17,600 SH OTH 3 0 0 17,600 MICROSOFT CORP COM 594918104 4,953.40 114,200 SH SHD 1 114,200 0 0 MICROSOFT CORP COM 594918104 92,171.10 2,124,983 SH OTH 3 319,501 0 71,500 MICROSOFT CORP COM 594918104 951,357.20 21,932,916 SH SOLE 3 18,985,541 0 2,619,065 MICROSOFT CORP. CLL 594918104 0.78 25,000 SH CLL SOLE 2 25,000 MICROSOFT CORP. CLL 594918104 17.50 10,000 SH CLL SOLE 2 10,000 MICROSOFT CORP. PUT 594918104 2,849.70 55,200 SH PUT SOLE 2 55,200 MICROSOFT CORP. COM 594918104 97,408.76 2,245,735 SH SOLE 2 2,245,735 MICROSOFT CORP. COM 594918104 135,097.38 3,114,637 SH SOLE 2 3,114,637 MICROSOFT CORP. CMN COM 594918104 14,954.18 344,765 SH SOLE 4 344,765 MICROSTRATEGY INC COM 594972101 116.80 12,300 SH SOLE 3 0 0 12,300 MICROSTRATEGY INC COM 594972101 650.35 68,458 SH SOLE 2 68,458 MICROTOUCH SYS INC COM 595145103 208.91 10,000 SH SOLE 2 10,000 MICROTUNE INC COM 59514P109 159.00 9,600 SH SOLE 3 0 0 9,600 MICROTUNE INC COM 59514P109 3,843.87 232,083 SH SOLE 2 232,083 MID AMERICA BANCORP COM 595915109 145.70 6,405 SH SOLE 3 3,684 0 2,721 MID-AMERICA APT CMNTYS INC COM 59522J103 296.29 13,132 SH SOLE 2 13,132 MID-AMERICA APT CMNTYS INC COM 59522J103 1,055.90 46,800 SH SOLE 3 46,800 0 0 MIDAS INC. COM 595626102 769.40 64,449 SH SOLE 3 64,449 0 0 MIDLAND CO. COM 597486109 216.40 7,800 SH SOLE 3 7,800 0 0 MID-STATE BANCSHS COM 595440108 177.50 5,000 SH SOLE 3 5,000 0 0 MIDWAY GAMES INC COM 598148104 75.25 10,598 SH SOLE 2 10,598 MIDWAY GAMES INC COM 598148104 281.90 39,700 SH SOLE 3 39,700 0 0 MILACRON INC COM 598709103 5,462.90 340,100 SH SOLE 3 332,500 0 5,500 MILLENNIUM CHEMICALS INC COM 599903101 9,903.50 546,400 SH SOLE 3 535,500 0 9,800 MILLENNIUM PHARMACEUTICALS INC COM 599902103 309.40 5,000 SH SHD 1 5,000 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 841.50 13,600 SH OTH 3 1,900 0 11,700 MILLENNIUM PHARMACEUTICALS INC COM 599902103 3,439.01 55,580 SH SOLE 2 55,580 MILLENNIUM PHARMACEUTICALS INC COM 599902103 6,206.31 100,304 SH SOLE 2 100,304 MILLENNIUM PHARMACEUTICALS INC COM 599902103 107,046.20 1,730,040 SH SOLE 3 1,704,240 0 21,400 MILLER HERMAN INC. COM 600544100 2,843.40 98,900 SH OTH 3 0 0 98,900 MILLER HERMAN INC. COM 600544100 5,906.70 205,450 SH SOLE 3 202,350 0 3,100 MILLIPORE CORP. COM 601073109 1,102.50 17,500 SH OTH 3 0 0 17,500 MILLIPORE CORP. COM 601073109 5,569.80 88,410 SH SOLE 3 87,310 0 1,100 MINERALS TECHNOLOGIES INC COM 603158106 119.70 3,500 SH SOLE 3 2,400 0 0 MINIMED INC COM 60365K108 748.20 17,800 SH OTH 3 0 0 17,800 MINIMED INC COM 60365K108 2,626.80 62,496 SH SOLE 3 53,496 0 9,000 MINNESOTA MNG. & MFG.CO. COM 604059105 1,249.34 10,368 SH SOLE 2 10,368 MINNESOTA MNG. & MFG.CO. COM 604059105 2,084.65 17,300 SH SOLE 2 17,300 MINNESOTA MNG. & MFG.CO. COM 604059105 2,410.00 20,000 SH SHD 1 20,000 0 0 MINNESOTA MNG. & MFG.CO. COM 604059105 38,052.90 315,792 SH OTH 3 34,239 0 7,575 MINNESOTA MNG. & MFG.CO. COM 604059105 176,062.50 1,461,084 SH SOLE 3 1,364,359 0 93,675 MIPS TECHNOLOGIES INC CL A COM 604567107 1,208.90 45,300 SH SOLE 3 44,700 0 0 MIPS TECHNOLOGIES INC CL B COM 604567206 16.30 639 SH SOLE 3 639 0 0 MITCHELL ENERGY & DEV COM 606592202 1,966.10 32,100 SH SOLE 3 31,500 0 0 MITEL CORP COM 606711109 1,501.00 186,170 SH SOLE 2 186,170 MKS INSTRUMENTS INC COM 55306N104 258.90 16,700 SH SOLE 3 16,700 0 0 MOBILE MINI INC COM 60740F105 17,521.40 761,800 SH SOLE 3 613,100 0 148,700 MOBILE TELESYSTEMS ADR COM 607409109 403.20 16,800 SH SOLE 3 16,800 0 0 MOBILE TELESYSTEMS ADR COM 607409109 2,289.60 95,400 SH OTH 3 0 0 0 MOBIUS MANAGEMENT SYSTEMS COM 606925105 406.90 191,500 SH SOLE 3 191,500 0 0 MOBIUS MANAGEMENT SYSTEMS,INC COM 606925105 38.25 18,000 SH SOLE 2 18,000 MODINE MFG CO COM 607828100 72.60 3,500 SH SOLE 3 3,500 0 0 MODIS PROFESSIONAL SERVICES COM 607830106 329.20 79,800 SH OTH 3 0 0 79,800 MODIS PROFESSIONAL SERVICES COM 607830106 655.50 158,911 SH SOLE 3 140,911 0 18,000 MODIS PROFESSIONAL SERVICES COM 607830106 1,156.79 280,435 SH SOLE 2 280,435 MOHAWK INDUSTRIES INC COM 608190104 1,147.00 41,900 SH SOLE 3 26,800 0 15,100 MOHAWK INDUSTRIES INC COM 608190104 1,374.20 50,200 SH OTH 3 0 0 50,200 MOLECULAR DEVICES CORP COM 60851C107 951.30 13,900 SH SOLE 3 13,700 0 0 MOLEX INC COM 608554101 788.10 22,200 SH SHD 1 22,200 0 0 MOLEX INC COM 608554101 6,634.40 186,884 SH OTH 3 43,350 0 12,400 MOLEX INC COM 608554101 48,315.30 1,360,995 SH SOLE 3 1,272,495 0 74,375 MOLEX INC CL A COM 608554200 1,416.50 55,687 SH SOLE 3 55,687 0 0 MOLEX INC CL-A COM 608554200 7,141.09 280,731 SH SOLE 2 280,731 MOMENTUM BUSINESS APPLICATIONS COM 60877P108 60.20 5,719 SH SOLE 3 5,719 0 0 MONSANTO COMPANY COM 61166W101 2,438.33 90,100 SH SOLE 2 90,100 MONSANTO COMPANY COM 61166W101 2,759.70 101,975 SH SOLE 2 101,975 MONSANTO COMPANY CMN COM 61166W101 1,261.11 46,600 SH SOLE 4 46,600 MONTANA POWER CO COM 612085100 226.18 10,900 SH SOLE 2 10,900 MONTANA POWER CO COM 612085100 344.40 16,600 SH OTH 3 0 0 16,600 MONTANA POWER CO COM 612085100 610.00 29,400 SH SOLE 3 16,400 0 13,000 MONY GROUP INC COM 615337102 3,238.20 65,500 SH OTH 3 3,200 0 62,300 MONY GROUP INC COM 615337102 17,995.20 364,000 SH SOLE 3 332,300 0 31,700 MOODY'S CORP COM 615369105 1,310.10 51,000 SH SOLE 3 48,900 0 2,100 MOOG INC CL A COM 615394202 675.70 23,300 SH SOLE 3 20,200 0 3,100 MORGAN J P & CO INC COM 616880100 678.50 4,100 SH SHD 1 4,100 0 0 MORGAN J P & CO INC COM 616880100 11,098.80 67,062 SH OTH 3 6,900 0 0 MORGAN J P & CO INC COM 616880100 45,405.80 274,355 SH SOLE 3 258,355 0 15,400 MORGAN STANLEY DEAN WITTER COM 617446448 22,472.21 283,561 SH SOLE 2 283,561 MORGAN STANLEY DEAN WITTER COM 617446448 35,254.60 444,853 SH SOLE 2 444,853 MORGAN STANLEY DEAN WITTER & CO COM 617446448 11,239.24 141,820 SH SOLE 4 141,820 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 2,282.40 28,800 SH SHD 1 28,800 0 0 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 29,028.00 366,284 SH OTH 3 32,300 0 0 MORGAN STANLEY DEAN WITTER DISCOVER &CO COM 617446448 161,434.70 2,037,031 SH SOLE 3 1,988,631 0 42,400 MORGAN, KEEGAN INC. COM 617410105 106.00 4,000 SH SOLE 3 4,000 0 0 MORTON'S RESTAURANT GROUP, INC COM 619429103 4,124.60 194,100 SH SOLE 3 194,100 0 0 MOTIENT CORP COM 619908106 24.80 6,200 SH SOLE 3 0 0 6,200 MOTOROLA INC CLL 620076109 29.38 10,000 SH CLL SOLE 2 10,000 MOTOROLA INC CLL 620076109 54.38 15,000 SH CLL SOLE 2 15,000 MOTOROLA INC COM 620076109 652.00 32,200 SH SHD 1 32,200 0 0 MOTOROLA INC COM 620076109 889.99 43,950 SH SOLE 4 43,950 MOTOROLA INC PUT 620076109 1,374.66 64,500 SH PUT SOLE 2 64,500 MOTOROLA INC COM 620076109 11,367.20 561,342 SH OTH 3 43,926 0 0 MOTOROLA INC COM 620076109 12,624.78 623,446 SH SOLE 2 623,446 MOTOROLA INC COM 620076109 21,152.16 1,044,551 SH SOLE 2 1,044,551 MOTOROLA INC COM 620076109 110,456.10 5,454,621 SH SOLE 3 5,352,071 0 89,600 MOVADO GROUP INC COM 624580106 238.28 15,625 SH SOLE 2 15,625 MOVADO GROUP INC COM 624580106 3,944.40 258,649 SH SOLE 3 258,649 0 0 MP3.COM INC COM 62473M109 26.60 7,400 SH SOLE 3 7,000 0 0 MPOWER COMMUNICATIONS CORP COM 62473J106 6.70 1,300 SH SOLE 3 0 0 1,300 MRV COMMUNICATIONS INC COM 553477100 296.90 22,200 SH SOLE 3 21,600 0 0 MRV COMMUNICATIONS INC COM 553477100 359.53 26,881 SH SOLE 2 26,881 MRV COMMUNICATIONS INC COM 553477100 424.00 31,700 SH OTH 3 0 0 31,700 MSC INDUSTRIAL DIRECT CO INC COM 553530106 751.40 41,600 SH OTH 3 0 0 41,600 MSC INDUSTRIAL DIRECT CO INC COM 553530106 1,273.40 70,500 SH SOLE 3 70,500 0 0 MSC SOFTWARE CORP CONV BD CNV 553531AA2 262.68 305,000 SH SOLE 2 305,000 MUELLER INDUSTRIES INC COM 624756102 1,579.30 58,900 SH SOLE 3 58,900 0 0 MULTEX.COM COM 625367107 1,484.04 112,003 SH SOLE 2 112,003 MULTEX.COM INC COM 625367107 91.40 6,900 SH OTH 3 0 0 6,900 MULTEX.COM INC COM 625367107 299.40 22,600 SH SOLE 3 22,300 0 0 MUNICIPAL MORTGAGE & EQUITY COM 62624B101 491.69 21,975 SH SOLE 2 21,975 MURPHY OIL CORP COM 626717102 4,061.40 67,200 SH OTH 3 5,100 0 25,000 MURPHY OIL CORP COM 626717102 20,663.60 341,900 SH SOLE 3 320,500 0 21,400 MYLAN LABORATORIES INC COM 628530107 803.50 31,900 SH OTH 3 0 0 31,900 MYLAN LABORATORIES INC COM 628530107 4,339.30 172,281 SH SOLE 3 170,481 0 1,800 MYND CORP COM 628551103 6.40 400 SH SOLE 3 400 0 0 MYPOINTS.COM INC COM 62855T102 1.40 1,200 SH SOLE 3 1,200 0 0 MYPOINTS.COM INC COM 62855T102 81.95 69,014 SH SOLE 2 69,014 MYPOINTS.COM INC COM 62855T102 363.18 305,832 SH SOLE 2 305,832 MYRIAD GENETICS INC COM 62855J104 728.20 8,800 SH OTH 3 0 0 8,800 MYRIAD GENETICS INC COM 62855J104 3,599.60 43,500 SH SOLE 3 40,500 0 2,800 N V R INC COM 62944T105 580.90 4,700 SH OTH 3 0 0 4,700 N V R INC COM 62944T105 10,672.50 86,347 SH SOLE 3 84,347 0 2,000 N.EUROPEAN OIL RLTY CBI COM 659310106 234.17 14,192 SH SOLE 2 14,192 NABI INC COM 628716102 43.50 9,400 SH SOLE 3 9,400 0 0 NABORS INDUSTRIES INC COM 629568106 940.50 15,900 SH OTH 3 500 0 15,400 NABORS INDUSTRIES INC COM 629568106 7,069.90 119,525 SH SOLE 2 119,525 NABORS INDUSTRIES INC COM 629568106 7,131.10 120,560 SH SOLE 3 119,060 0 1,500 NACCO INDS INC CL-A (COM) COM 629579103 681.50 15,600 SH SOLE 3 13,500 0 2,100 NACCO INDS INC CL-A (COM) COM 629579103 716.50 16,400 SH OTH 3 0 0 16,400 NANOGEN INC COM 630075109 160.20 17,800 SH SOLE 3 14,200 0 3,600 NANOGEN INC COM 630075109 202.90 22,544 SH SOLE 2 22,544 NANOMETRICS INC COM 630077105 259.70 18,800 SH SOLE 3 18,800 0 0 NASDAQ-100 SHS MARKET INDEX COM 631100104 2,749.46 47,100 SH SOLE 4 47,100 NATIONAL AUSTRALIA BK LTD COM 632525408 814.38 10,000 SH SOLE 2 10,000 NATIONAL CITY CORP COM 635405103 23.00 800 SH OTH 3 800 0 0 NATIONAL CITY CORP COM 635405103 964.51 33,548 SH SOLE 2 33,548 NATIONAL CITY CORP COM 635405103 1,222.57 42,524 SH SOLE 2 42,524 NATIONAL CITY CORP COM 635405103 6,108.60 212,472 SH SOLE 3 212,472 0 0 NATIONAL COMM BANCORP COM 635449101 1,909.30 77,145 SH OTH 3 0 0 77,145 NATIONAL COMM BANCORP COM 635449101 6,572.20 265,545 SH SOLE 3 261,945 0 3,600 NATIONAL COMM BANCORP COM 635449101 2,379.61 96,146 SH SOLE 2 96,146 NATIONAL DATA CORP. COM 635621105 933.90 25,500 SH OTH 3 0 0 25,500 NATIONAL DATA CORP. COM 635621105 3,021.56 82,500 SH PUT SOLE 2 82,500 NATIONAL DATA CORP. COM 635621105 4,572.30 124,840 SH SOLE 3 118,740 0 6,100 NATIONAL DENTEX CORP COM 63563H109 7,469.30 380,600 SH SOLE 3 305,400 0 75,200 NATIONAL FUEL GAS CO COM 636180101 2,039.20 32,400 SH SOLE 3 23,100 0 9,300 NATIONAL FUEL GAS CO COM 636180101 2,536.40 40,300 SH OTH 3 200 0 40,100 NATIONAL HEALTH INVS INC COM 63633D104 576.70 78,200 SH SOLE 3 78,200 0 0 NATIONAL INFORMATION COM 636491102 30.63 20,000 SH SOLE 2 20,000 NATIONAL INSTRUMENTS CORP COM 636518102 14.60 300 SH OTH 3 300 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 70.90 1,461 SH SOLE 3 1,461 0 0 NATIONAL OILWELL INC COM 637071101 11,606.20 300,000 SH SOLE 3 300,000 0 0 NATIONAL PENN BANCSHS COM 637138108 19.10 945 SH SOLE 3 0 0 0 NATIONAL PRESTO IND. INC COM 637215104 12.30 400 SH SOLE 3 400 0 0 NATIONAL PROCESSING INC COM 637229105 11,230.20 660,600 SH SOLE 3 556,800 0 103,100 NATIONAL SERVICE INDUSTRIES INC COM 637657107 1,638.90 63,800 SH OTH 3 26,600 0 37,200 NATIONAL SERVICE INDUSTRIES INC COM 637657107 1,834.80 71,426 SH SOLE 3 63,926 0 7,500 NATIONAL STEEL COM 637844309 104.60 88,100 SH SOLE 3 88,100 0 0 NATIONAL TECHTEAM INC COM 638108100 29.77 13,416 SH SOLE 2 13,416 NATIONAL WIRELESS HOLDINGS CO COM 638560102 302.54 22,410 SH SOLE 2 22,410 NATIONAL-OILWELL, INC. COM 637071101 444.91 11,500 SH SOLE 2 11,500 NATIONAL-OILWELL, INC. COM 637071101 619.00 16,000 SH SOLE 2 16,000 NATIONWIDE FINANCIAL SERVICES COM 638612101 5,011.20 105,500 SH OTH 3 0 0 105,500 NATIONWIDE FINANCIAL SERVICES COM 638612101 26,541.60 558,770 SH SOLE 3 527,670 0 31,100 NATIONWIDE HEALTH PROPERTIES COM 638620104 857.50 66,600 SH SOLE 3 62,300 0 0 NATL SEMICONDUCTOR CORP COM 637640103 249.55 12,400 SH SOLE 2 12,400 NATL SEMICONDUCTOR CORP COM 637640103 521.20 25,900 SH SHD 1 25,900 0 0 NATL SEMICONDUCTOR CORP COM 637640103 1,347.57 66,960 SH SOLE 2 66,960 NATL SEMICONDUCTOR CORP COM 637640103 3,785.50 188,100 SH OTH 3 13,400 0 0 NATL SEMICONDUCTOR CORP COM 637640103 18,669.00 927,651 SH SOLE 3 894,751 0 29,700 NATL WESTN LIFE INS CO CL-A COM 638522102 484.40 4,700 SH SOLE 3 4,700 0 0 NATURAL MICROSYSTEMS CORP COM 638882100 822.60 83,300 SH SOLE 3 65,200 0 17,000 NAUTICA ENTERPRISES INC COM 639089101 1,523.40 100,000 SH SOLE 3 100,000 0 0 NAVIGANT CONSULTING CO COM 63935N107 800.60 210,000 SH SOLE 3 210,000 0 0 NAVIGANT INTERNATIONAL INC COM 63935R108 81.25 10,000 SH SOLE 2 10,000 NAVISITE INC COM 63935M109 128.20 54,700 SH SOLE 3 0 0 54,700 NAVISTAR INTL CORP (NEW) COM 63934E108 6,224.80 237,700 SH SOLE 3 224,200 0 13,500 NBC INTERNET INC COM 62873D105 60.34 17,240 SH SOLE 2 17,240 NBC INTERNET INC COM 62873D105 244.30 69,800 SH SOLE 3 26,300 0 43,100 NBTY INC COM 628782104 1,912.50 402,632 SH SOLE 3 401,232 0 0 NCH CORP COM 628850109 159.60 4,200 SH SOLE 3 1,700 0 2,500 NCI BUILDING SYSTEMS INC COM 628852105 491.00 26,100 SH SOLE 3 26,100 0 0 NCO GROUP INC COM 628858102 18,313.10 602,900 SH SOLE 3 481,600 0 121,300 NCR CORP NEW COM 62886E108 2,608.50 53,100 SH OTH 3 700 0 21,600 NCR CORP NEW COM 62886E108 18,746.30 381,605 SH SOLE 3 374,005 0 5,100 NDS GROUP PLC ADR COM 628891103 3,452.30 63,200 SH OTH 3 9,800 0 24,000 NDS GROUP PLC ADR COM 628891103 6,298.30 115,300 SH SOLE 3 115,300 0 0 NEIMAN MARCUS GROUP INC CL A COM 640204202 3,012.10 84,700 SH OTH 3 4,900 0 42,700 NEIMAN MARCUS GROUP INC CL A COM 640204202 21,899.40 615,800 SH SOLE 3 542,700 0 65,300 NEIMAN MARCUS GROUP INC CLB COM 640204301 127.00 3,834 SH SOLE 3 3,834 0 0 NELSON (THOMAS) INC COM 640376109 98.00 14,000 SH SOLE 2 14,000 NEOFORMA.COM INC COM 640475109 28.22 34,737 SH SOLE 2 34,737 NEOMAGIC CORP COM 640497103 249.40 84,000 SH SOLE 3 84,000 0 0 NEOMEDIA TECHNOLOGIES INC COM 640505103 180.60 60,200 SH SOLE 2 60,200 NEON COMMUNICATIONS INC COM 640506101 120.90 18,600 SH SOLE 3 1,600 0 17,000 NEON SYSTEMS COM 640509105 76.25 12,200 SH SOLE 2 12,200 NEOSE TECHNOLOGIES INC COM 640522108 838.20 25,400 SH SOLE 3 25,000 0 0 NET GENESIS CORP COM 64107E107 53.13 16,349 SH SOLE 2 16,349 NET IQ INC COM 64115P102 1,179.60 13,500 SH OTH 3 0 0 13,500 NET IQ INC COM 64115P102 4,167.80 47,700 SH SOLE 3 43,500 0 3,800 NET TO PHONE COM 64108N106 337.80 45,800 SH SOLE 3 11,600 0 33,900 NET.B@NK INC COM 640933107 236.20 36,000 SH SOLE 3 35,600 0 0 NET2000 COMMUNICATIONS INC COM 64122G103 22.39 13,025 SH SOLE 2 13,025 NETCENTIVES INC COM 64108P101 114.80 30,100 SH SOLE 3 29,000 0 700 NETEGRITY INC COM 64110P107 241.97 4,450 SH SOLE 2 4,450 NETEGRITY INC COM 64110P107 271.90 5,000 SH OTH 3 0 0 5,000 NETEGRITY INC COM 64110P107 1,982.00 36,450 SH SOLE 3 36,150 0 0 NETMANAGE INC COM 641144100 252.70 269,510 SH SOLE 3 269,510 0 0 NETOPIA INC. COM 64114K104 81.90 19,000 SH SOLE 3 14,300 0 4,700 NETPLIANCE INC COM 64115K103 108.38 204,000 SH SOLE 2 204,000 NETRO CORP COM 64114R109 572.30 82,500 SH SOLE 3 36,300 0 45,500 NETRO CORP COM 64114R109 641.61 92,485 SH SOLE 2 92,485 NETSCOUT SYSTEMS INC COM 64115T104 60.00 6,000 SH SOLE 3 0 0 5,500 NETSCOUT SYSTEMS INC COM 64115T104 1,173.47 117,347 SH SOLE 2 117,347 NETWORK APPLIANCE INC COM 64120L104 3,472.54 54,100 SH SOLE 2 54,100 NETWORK APPLIANCE INC COM 64120L104 18,976.26 295,638 SH SOLE 2 295,638 NETWORK APPLIANCES INC COM 64120L104 808.80 12,600 SH SHD 1 12,600 0 0 NETWORK APPLIANCES INC COM 64120L104 9,761.60 152,080 SH OTH 3 11,900 0 0 NETWORK APPLIANCES INC COM 64120L104 128,095.80 1,995,650 SH SOLE 3 1,974,850 0 13,900 NETWORK ASSOCIATES INC COM 640938106 58.78 14,038 SH SOLE 2 14,038 NETWORK ASSOCIATES INC. COM 640938106 174.20 41,600 SH OTH 3 0 0 41,600 NETWORK ASSOCIATES INC. COM 640938106 1,353.40 323,200 SH SOLE 3 236,400 0 84,600 NETWORK COMM INC COM 64122T105 6.00 8,000 SH SOLE 3 8,000 0 0 NETWORK ENGINES INC. COM 64121A107 105.50 25,200 SH SOLE 3 0 0 25,200 NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 177.00 27,500 SH SOLE 3 27,200 0 0 NETWORK PERIPHERALS INC COM 64121R100 61.80 9,600 SH SOLE 3 0 0 9,600 NETWORK PLUS CORP COM 64122D506 89.20 35,700 SH SOLE 3 1,000 0 34,700 NETWORK PLUS CORP COM 64122D506 91.38 36,550 SH SOLE 2 36,550 NETZERO INC COM 64122R109 146.80 167,800 SH SOLE 3 167,800 0 0 NETZERO INC. COM 64122R109 21.96 25,100 SH SOLE 2 25,100 NETZERO INC. COM 64122R109 49.19 56,219 SH SOLE 2 56,219 NEUBERGER BERMAN INC COM 641234109 40.50 500 SH SOLE 3 500 0 0 NEUBERGER BERMAN INC COM 641234109 1,051.38 12,970 SH SOLE 2 12,970 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 416.00 104,000 SH SOLE 2 104,000 NEUROCRINE BIOSCIENCES INC COM 64125C109 247.08 7,459 SH SOLE 2 7,459 NEUROCRINE BIOSCIENCES INC COM 64125C109 506.80 15,300 SH SOLE 3 15,300 0 0 NEUROGEN CORP COM 64124E106 70.20 2,000 SH SOLE 3 1,500 0 0 NEW ERA OF NETWORKS INC COM 644312100 421.20 71,700 SH SOLE 3 45,700 0 25,300 NEW FRONTIER MEDIA INC COM 644398109 30.63 20,000 SH SOLE 2 20,000 NEW HORIZONS WORLDWIDE INC COM 645526104 555.00 40,000 SH SOLE 2 40,000 NEW PLAN EXCEL REALTY TRUST COM 648053106 1,241.60 94,600 SH SOLE 3 94,600 0 0 NEW SKIES SATELLITES N.V. COM 648723104 298.69 29,500 SH SOLE 2 29,500 NEW YORK TIMES CO.A COM 650111107 7,712.40 192,508 SH OTH 3 54,591 0 17,700 NEW YORK TIMES CO.A COM 650111107 176,911.10 4,415,887 SH SOLE 3 3,595,932 0 815,795 NEWELL RUBBERMAID INC COM 651229106 1,399.85 61,532 SH PUT SOLE 2 61,532 NEWELL RUBBERMAID INC COM 651229106 4,874.46 214,262 SH PUT SOLE 2 214,262 NEWELL RUBBERMAID INC COM 651229106 12,076.20 530,820 SH SOLE 3 527,320 0 3,500 NEWFIELD EXPLORATION CO. COM 651290108 47.40 1,000 SH SOLE 3 100 0 900 NEWFIELD EXPLORATION CO. COM 651290108 831.58 17,530 SH PUT SOLE 2 17,530 NEWFIELD EXPLORATION CO. COM 651290108 1,902.01 40,095 SH PUT SOLE 2 40,095 NEWMONT MINING CORP COM 651639106 839.50 49,200 SH SOLE 3 48,100 0 1,100 NEWMONT MINING CORP COM 651639106 1,743.80 102,200 SH OTH 3 0 0 102,200 NEWPORT CORP COM 651824104 2,885.00 36,700 SH OTH 3 0 0 5,100 NEWPORT CORP COM 651824104 15,572.50 198,100 SH SOLE 3 196,100 0 800 NEWPORT NEWS SHIPBUILDING COM 652228107 4,953.70 95,263 SH SOLE 3 95,263 0 0 NEWS CORP LTD ADR NEW COM 652487703 12.90 400 SH OTH 3 400 0 0 NEWS CORP LTD ADR NEW COM 652487703 290.20 9,000 SH SOLE 3 8,300 0 0 NEWS CORP LTD ADR NEW COM 652487703 545.03 16,900 SH SOLE 2 16,900 NEWS CORP LTD ADR NEW COM 652487703 751.81 23,312 SH SOLE 2 23,312 NEWSEDGE CORP COM 65249Q106 10.18 11,237 SH SOLE 2 11,237 NEXMED INC COM 652903105 120.00 15,000 SH SOLE 3 0 0 15,000 NEXT LEVEL COMMUNICATIONS COM 65333U104 103.50 9,100 SH SOLE 3 0 0 9,100 NEXTCARD INC COM 65332K107 13.60 1,700 SH OTH 3 0 0 1,700 NEXTCARD INC COM 65332K107 100.03 12,504 SH SOLE 2 12,504 NEXTCARD INC COM 65332K107 184.80 23,100 SH SOLE 3 22,600 0 0 NEXTCARD INC COM 65332K107 434.06 54,258 SH SOLE 2 54,258 NEXTEL COMMS 5.25% 15 JAN 2010 CNV 65332VAY9 217,500.00 3,000,000 SH OTH 3 0 0 3,000,000 NEXTEL COMMUNICATIONS CL A PUT 65332V103 202.81 5,000 SH PUT SOLE 2 5,000 NEXTEL COMMUNICATIONS CL A CLL 65332V103 215.63 50,000 SH CLL SOLE 2 50,000 NEXTEL COMMUNICATIONS CL A PUT 65332V103 256.88 10,000 SH PUT SOLE 2 10,000 NEXTEL COMMUNICATIONS CL A COM 65332V103 2,505.00 101,214 SH OTH 3 0 0 0 NEXTEL COMMUNICATIONS CL A COM 65332V103 10,073.25 407,000 SH PUT SOLE 2 407,000 NEXTEL COMMUNICATIONS CL A COM 65332V103 30,956.10 1,250,750 SH SOLE 3 1,239,550 0 11,200 NEXTEL COMMUNICATIONS CL A COM 65332V103 32,054.17 1,295,118 SH PUT SOLE 2 1,295,118 NEXTEL COMMUNICATIONS CL A CMN CL A COM 65332V103 254.93 10,300 SH SOLE 4 10,300 NEXTEL PARTNERS INC COM 65333F107 3.40 200 SH SOLE 3 200 0 0 NEXTEL PARTNERS INC COM 65333F107 3,397.81 202,100 SH SOLE 2 202,100 NEXTERA ENTERPRISES INC A COM 65332E101 14.06 25,000 SH SOLE 2 25,000 NHANCEMENT TECHNOLOGIES COM 65334P104 71.10 14,400 SH SOLE 3 0 0 14,400 NIAGARA CORP (DEL) COM 653349100 16.98 10,450 SH SOLE 2 10,450 NIAGARA MOHAWK HOLDINGS INC COM 653520106 96.80 5,800 SH OTH 3 5,800 0 0 NIAGARA MOHAWK HOLDINGS INC COM 653520106 13,148.10 787,900 SH SOLE 3 666,500 0 112,200 NICE SYSTEMS LTD ADR COM 653656108 30.10 1,500 SH SOLE 3 0 0 1,500 NICOR INC COM 654086107 513.90 11,900 SH SOLE 3 11,500 0 400 NICOR INC COM 654086107 1,520.20 35,200 SH OTH 3 0 0 35,200 NIKE CL-B COM 654106103 1,552.09 27,809 SH PUT SOLE 2 27,809 NIKE CL-B COM 654106103 7,355.60 131,791 SH OTH 3 14,200 0 0 NIKE CL-B COM 654106103 42,649.70 764,160 SH SOLE 3 707,360 0 47,900 NIKU CORP COM 654113109 177.00 24,200 SH SOLE 3 13,000 0 11,000 NIKU CORP COM 654113109 2,275.14 311,130 SH SOLE 2 311,130 NIKU CORP COM 654113109 4,413.19 603,513 SH SOLE 2 603,513 NIPPON TELEG & TEL SPON ADR COM 654624105 4,445.41 124,565 SH SOLE 2 124,565 NISOURCE INC COM 65473P105 974.74 31,699 SH SOLE 2 31,699 NISOURCE INC COM 65473P105 5,985.83 194,661 SH SOLE 2 194,661 NISOURCE INC. COM 65473P105 138.40 4,500 SH SOLE 3 4,500 0 0 NL INDS INC NEW COM 629156407 424.40 17,500 SH SOLE 3 17,500 0 0 NOBLE AFFILIATES INC COM 654894104 616.40 13,400 SH SHD 1 13,400 0 0 NOBLE AFFILIATES INC COM 654894104 4,439.00 96,500 SH OTH 3 9,900 0 16,100 NOBLE AFFILIATES INC COM 654894104 8,105.20 176,200 SH SOLE 3 155,400 0 20,800 NOBLE DRILLING CORP COM 655042109 351.80 8,100 SH SHD 1 8,100 0 0 NOBLE DRILLING CORP COM 655042109 521.25 12,000 SH SOLE 2 12,000 NOBLE DRILLING CORP COM 655042109 1,843.84 42,448 SH SOLE 2 42,448 NOBLE DRILLING CORP COM 655042109 4,569.60 105,200 SH OTH 3 1,100 0 0 NOBLE DRILLING CORP COM 655042109 19,453.50 447,850 SH SOLE 3 423,450 0 22,400 NOKIA CORP - ADR COM 654902204 12,472.40 286,721 SH SOLE 3 286,721 0 0 NOKIA CORP SPON ADR CLL 654902204 111.88 10,000 SH CLL SOLE 2 10,000 NOKIA CORP SPON ADR CLL 654902204 503.44 45,000 SH CLL SOLE 2 45,000 NOKIA CORP SPON ADR COM 654902204 115,419.42 2,653,320 SH SOLE 2 2,653,320 NOKIA CORP SPON ADR COM 654902204 186,236.07 4,281,289 SH SOLE 2 4,281,289 NORDSON CORP COM 655663102 1,333.70 52,300 SH SOLE 3 34,500 0 17,800 NORDSTROM INC COM 655664100 490.20 26,952 SH SOLE 3 26,952 0 0 NORFOLK SOUTHERN CORP COM 655844108 257.20 19,320 SH SOLE 2 19,320 NORFOLK SOUTHERN CORP COM 655844108 1,259.40 94,600 SH SOLE 3 94,600 0 0 NORILSK NICKEL COM 004564472 169.30 23,196 SH SOLE 3 23,196 0 0 NORILSK NICKEL COM 004564472 1,020.40 139,787 SH OTH 3 0 0 0 NORTEK INC (DELAWARE) COM 656559101 521.10 22,000 SH SOLE 3 22,000 0 0 NORTEL NETWORKS CORP CLL 656568102 485.00 40,000 SH CLL SOLE 2 40,000 NORTEL NETWORKS CORP COM 656568102 9,798.40 305,603 SH PUT SOLE 2 305,603 NORTEL NETWORKS CORP COM 656568102 28,347.80 884,142 SH PUT SOLE 2 884,142 NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 3,088.80 96,338 SH SHD 1 96,338 0 0 NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 47,764.50 1,489,732 SH OTH 3 151,888 0 40,500 NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 255,411.00 7,966,133 SH SOLE 3 7,151,762 0 796,519 NORTH FORK BANCORP INC COM 659424105 228.43 9,300 SH SOLE 2 9,300 NORTH FORK BANCORPORATN INC NY COM 659424105 454.40 18,500 SH OTH 3 0 0 18,500 NORTH FORK BANCORPORATN INC NY COM 659424105 923.30 37,590 SH SOLE 3 37,590 0 0 NORTH PITTSBURGH SYS COM 661562108 6.60 600 SH SOLE 3 600 0 0 NORTHEAST UTILITIES COM 664397106 5,763.00 237,650 SH SOLE 3 211,250 0 26,400 NORTHERN BORDER PARTNERS, L.P. COM 664785102 9,458.12 301,454 SH SOLE 2 301,454 NORTHERN BORDER PARTNERS, L.P. COM 664785102 10,881.70 346,827 SH SOLE 2 346,827 NORTHERN TRUST CORP COM 665859104 40.80 500 SH OTH 3 500 0 0 NORTHERN TRUST CORP COM 665859104 13,008.00 159,485 SH SOLE 3 159,485 0 0 NORTHERN TRUST CORP COM 665859104 83,059.99 1,018,360 SH SOLE 4 1,018,360 NORTHERN TRUST CORP COM 665859104 239,152.67 2,932,140 SH SOLE 2 2,932,140 NORTHERN TRUST CORP COM 665859104 244,677.06 2,999,872 SH SOLE 2 2,999,872 NORTHPOINT COMMUNICATION GRP COM 666610100 5.58 16,223 SH SOLE 2 16,223 NORTHPOINT COMMUNICATION GRP COM 666610100 12.69 36,923 SH SOLE 2 36,923 NORTHPOINT COMMUNICATIONS COM 666610100 276.10 803,300 SH SOLE 3 510,600 0 292,700 NORTHROP GRUMMAN CORP. COM 666807102 788.50 9,500 SH SHD 1 9,500 0 0 NORTHROP GRUMMAN CORP. COM 666807102 21,078.60 253,959 SH OTH 3 20,200 0 0 NORTHROP GRUMMAN CORP. COM 666807102 84,738.90 1,020,950 SH SOLE 3 969,550 0 51,400 NORTHROP GRUMMAN CORP.COM COM 666807102 6,640.00 80,000 SH SOLE 2 80,000 NORTHWEST AIRLS CORP CL A COM 667280101 12.10 400 SH SOLE 3 400 0 0 NORTHWEST NATURAL GAS CO COM 667655104 2,361.20 89,100 SH SOLE 3 87,000 0 0 NORTHWESTERN CORP COM 668074107 485.60 21,000 SH SOLE 3 20,100 0 0 NOVA CORP/GEORGIA COM 669784100 817.40 41,000 SH OTH 3 0 0 41,000 NOVA CORP/GEORGIA COM 669784100 22,468.10 1,126,925 SH SOLE 3 947,563 0 179,362 NOVADIGM INC COM 669937104 63.13 10,000 SH SOLE 2 10,000 NOVARTIS AG-ADR COM 66987V109 500.13 11,176 SH SOLE 2 11,176 NOVELL INC COM 670006105 2,027.06 388,419 SH SOLE 2 388,419 NOVELL INC COM 670006105 3,392.20 650,000 SH SOLE 3 629,600 0 20,400 NOVELLUS SYSTEMS INC COM 670008101 1,387.20 38,600 SH OTH 3 700 0 0 NOVELLUS SYSTEMS INC COM 670008101 2,329.90 64,832 SH SOLE 2 64,832 NOVELLUS SYSTEMS INC COM 670008101 7,712.20 214,600 SH SOLE 3 208,200 0 6,400 NOVEN PHARMACEUTICALS INC COM 670009109 1,898.70 50,800 SH SOLE 3 46,100 0 4,700 NOVO NETWORKS INC COM 670099100 396.74 86,956 SH SOLE 2 86,956 NOVO-NORDISK A/S ADR COM 670100205 637.20 7,200 SH SOLE 2 7,200 NOVOSTE CORP COM 67010C100 209.00 7,600 SH SOLE 3 7,200 0 0 NPS PHARMACEUTICALS INC COM 62936P103 96.00 2,000 SH SOLE 3 1,800 0 0 NPS PHARMACEUTICALS INC COM 62936P103 504.00 10,500 SH OTH 3 0 0 10,500 NRG ENERGY INC COM 629377102 1,782.80 64,100 SH OTH 3 0 0 64,100 NRG ENERGY INC COM 629377102 8,173.00 293,860 SH SOLE 3 286,560 0 7,300 NTELOS, INC. COM 67019U101 11,288.80 640,500 SH SOLE 3 521,700 0 118,300 NTL INC. COM 629407107 351.10 14,667 SH OTH 3 9,596 0 2,576 NTL INC. COM 629407107 18,537.80 774,424 SH SOLE 3 662,622 0 2,877 NTL INC. WI COM 629407107 4.30 178 SH OTH 3 0 0 0 NTL INC (NEW) COM 629407107 254.93 10,650 SH SOLE 2 10,650 NTL INC (NEW) COM 629407107 143,488.60 5,994,302 SH SOLE 2 5,994,302 NTN COMMUNICATIONS INC (NEW) COM 629410309 12.50 20,000 SH SOLE 2 20,000 NU SKIN ASIA PACIFIC INC CL-A COM 67018T105 209.30 39,400 SH SOLE 3 39,400 0 0 NUANCE COMMUNICATIONS INC COM 669967101 86.20 2,000 SH OTH 3 0 0 2,000 NUANCE COMMUNICATIONS INC COM 669967101 314.80 7,300 SH SOLE 3 7,100 0 100 NUANCE COMMUNICATIONS INC COM 669967101 58,559.70 1,357,906 SH SOLE 2 1,357,906 NUCOR CORP COM 670346105 10,243.50 258,105 SH SOLE 3 251,605 0 6,500 NUI CORP COM 629430109 260.70 8,100 SH SOLE 3 8,100 0 0 NUMERICAL TECH COM 67053T101 1.80 100 SH SOLE 3 100 0 0 NUTRI SYS INC NEW COM 67069D108 890.63 750,000 SH SOLE 2 750,000 NVIDIA CORP COM 67066G104 4,013.80 122,500 SH SOLE 3 93,300 0 28,000 NX NETWORKS INC COM 629478108 60.00 96,000 SH SOLE 2 96,000 NYCOMED AMERSHAM PLC SPON ADR COM 67066H102 3,677.47 89,286 SH SOLE 2 89,286 NYFIX INC COM 670712108 191.10 7,900 SH SOLE 3 7,900 0 0 OAK TECHNOLOGY INC COM 671802106 390.90 45,000 SH SOLE 3 37,600 0 6,300 OAKLEY INC COM 673662102 699.30 51,800 SH SOLE 3 45,700 0 6,100 OCCIDENTAL PETROLEUM CORP COM 674599105 242.50 10,000 SH SHD 1 10,000 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 5,625.90 231,997 SH OTH 3 19,800 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 2,439.55 100,600 SH SOLE 2 100,600 OCCIDENTAL PETROLEUM CORP COM 674599105 55,581.00 2,292,000 SH SOLE 3 2,248,400 0 42,200 OCEAN ENERGY INC (NEW) COM 67481E106 217.54 12,520 SH SOLE 2 12,520 OCEAN ENERGY INC (NEW) COM 67481E106 1,081.54 62,247 SH SOLE 2 62,247 OCEAN ENERGY, INC COM 67481E106 8,364.30 481,400 SH SOLE 3 452,200 0 29,200 OCEANFIRST FINANCIAL CORP COM 675234108 1,008.40 40,950 SH SOLE 3 34,150 0 6,800 OCTEL CORP. COM 675727101 493.40 42,900 SH SOLE 3 42,900 0 0 OCULAR SCIENCES INC COM 675744106 369.70 31,800 SH SOLE 3 31,800 0 0 OCWEN FINANCIAL CORP COM 675746101 8.90 1,400 SH SOLE 3 1,400 0 0 OCWEN FINANCIAL CORP COM 675746101 1,387.60 217,663 SH SOLE 2 217,663 OFFICE DEPOT INC COM 676220106 259.40 36,400 SH SOLE 3 36,400 0 0 OFFICEMAX INC COM 67622M108 461.70 160,600 SH SOLE 3 143,200 0 14,400 OFFSHORE LOGISTICS INC. COM 676255102 12.90 600 SH SOLE 3 0 0 0 OGDEN CORP COM 676346109 235.20 15,300 SH SOLE 3 15,300 0 0 OGDEN CORP COM 676346109 493.50 32,100 SH OTH 3 0 0 32,100 OGE ENERGY CORP COM 670837103 388.60 15,900 SH OTH 3 0 0 15,900 OGE ENERGY CORP COM 670837103 7,478.90 306,040 SH SOLE 3 306,040 0 0 OHIO CASUALTY CORP COM 677240103 15.00 1,500 SH SOLE 3 0 0 0 OLD KENT FINCL CORP COM 679833103 1,085.30 24,807 SH SOLE 3 24,807 0 0 OLD NATL BANCORP IND COM 680033107 21.00 700 SH SOLE 3 0 0 700 OLD REPUBLIC INTL CORP COM 680223104 1,465.60 45,800 SH OTH 3 3,600 0 42,200 OLD REPUBLIC INTL CORP COM 680223104 23,385.60 730,800 SH SOLE 3 722,700 0 8,100 OLIN CORP NEW $1 PAR COM 680665205 1,126.20 50,900 SH OTH 3 0 0 50,900 OLIN CORP NEW $1 PAR COM 680665205 1,624.00 73,400 SH SOLE 3 69,300 0 4,100 OLYMPIC STEEL, INC. COM 68162K106 147.85 75,100 SH SOLE 2 75,100 OLYMPIC STEEL, INC. COM 68162K106 492.20 250,000 SH SOLE 3 250,000 0 0 OM GROUP INC COM 670872100 1,857.20 34,000 SH SOLE 3 32,800 0 1,200 OMEGA FINANCIAL CORP COM 682092101 16.20 600 SH SOLE 3 600 0 0 OMI CORP (NEW) COM Y6476W104 1,030.00 160,000 SH SOLE 2 160,000 OMI CORP (NEW) COM Y6476W104 1,599.78 248,510 SH SOLE 2 248,510 OMNICARE INC. COM 681904108 4,249.30 196,500 SH SOLE 3 178,100 0 17,300 OMNICOM GROUP COM 681919106 2,626.56 31,693 SH SOLE 2 31,693 OMNICOM GROUP COM 681919106 3,898.20 47,037 SH OTH 3 2,900 0 0 OMNICOM GROUP COM 681919106 49,398.20 596,057 SH SOLE 3 586,857 0 6,700 ON COMMAND CORP COM 682160106 1,015.31 116,035 SH SOLE 2 116,035 ON SEMICONDUCTOR CORP COM 682189105 52.50 10,000 SH SOLE 2 10,000 ON SEMICONDUCTOR CORP. COM 682189105 144.40 27,500 SH SOLE 3 0 0 27,500 ON TECHNOLOGY CORP COM 68219P108 7.03 15,000 SH SOLE 2 15,000 ON-ASSIGNMENT INC COM 682159108 111.20 3,900 SH SOLE 3 0 0 3,900 ONEIDA LTD. COM 682505102 126.20 6,800 SH SOLE 3 6,800 0 0 ONEOK INC. (NEW) COM 682680103 4,135.90 85,941 SH OTH 3 0 0 50,200 ONEOK INC. (NEW) COM 682680103 5,019.40 104,300 SH SOLE 3 97,400 0 6,900 ONI SYSTEMS CORP COM 68273F103 162.20 4,100 SH SOLE 3 0 0 4,100 ONI SYSTEMS CORP COM 68273F103 707.18 17,875 SH SOLE 2 17,875 ONI SYSTEMS CORP CNV 68273FAA1 896.03 1,325,000 SH SOLE 2 1,325,000 ONI SYSTEMS CORP COM 68273F103 34,121.35 862,467 SH SOLE 2 862,467 ONYX SOFTWARE CORP COM 683402101 3,115.20 283,200 SH SOLE 2 283,200 ONYX SOFTWARE INC COM 683402101 59.40 5,400 SH SOLE 3 4,500 0 0 OPEN MARKET INC COM 68370M100 71.90 65,718 SH SOLE 3 7,618 0 58,100 OPEN MARKET INC COM 68370M100 619.37 566,282 SH SOLE 2 566,282 OPENTV CORP COM G67543101 127.60 12,300 SH SOLE 3 0 0 12,300 OPENWAVE SYS INC COM 683718100 685.99 14,310 SH SOLE 2 14,310 OPENWAVE SYS INC COM 683718100 1,489.90 31,080 SH SOLE 2 31,080 OPENWAVE SYSTEMS, INC. COM 683718100 19,181.30 400,132 SH SOLE 3 378,734 0 883 OPLINK COMMUNICATIONS INC COM 68375Q106 108,002.91 5,979,400 SH SOLE 2 5,979,400 OPTIBASE LTD COM 002406424 0.00 8,700 SH SOLE 3 0 0 8,700 OPTIMAL ROBOTICS CORP CL A COM 68388R208 251.72 7,500 SH SOLE 2 7,500 OPUS360 CORP COM 68400F109 16.91 54,099 SH SOLE 2 54,099 ORACLE CORP COM 68389X105 4,673.20 160,800 SH SHD 1 160,800 0 0 ORACLE CORP COM 68389X105 75,213.90 2,588,004 SH OTH 3 381,786 0 64,900 ORACLE CORP COM 68389X105 669,674.80 23,041,774 SH SOLE 3 21,376,854 0 1,428,500 ORACLE CORP CLL 68389X105 125.63 15,000 SH CLL SOLE 2 15,000 ORACLE CORP CLL 68389X105 793.75 50,000 SH CLL SOLE 2 50,000 ORACLE CORP COM 68389X105 48,370.17 1,664,350 SH SOLE 4 1,664,350 ORACLE CORP COM 68389X105 242,588.58 8,347,134 SH SOLE 2 8,347,134 ORACLE CORP COM 68389X105 245,358.88 8,442,456 SH SOLE 2 8,442,456 ORASURE TECHNOLOGIES INC COM 68554V108 181.09 21,950 SH SOLE 2 21,950 ORATEC INTERVENTIONS INC COM 68554M108 56.90 11,100 SH SOLE 3 0 0 11,100 ORATEC INTERVENTIONS INC COM 68554M108 902.00 176,000 SH SOLE 2 176,000 ORATEC INTERVENTIONS INC COM 68554M108 1,629.96 318,040 SH SOLE 2 318,040 ORBITAL SCIENCES CORP COM 685564106 55.30 13,400 SH SOLE 3 0 0 13,400 ORBITAL SCIENCES CORP COM 685564106 61.88 15,000 SH SOLE 2 15,000 ORBOTECH LTD COM M75253100 372.90 9,995 SH SOLE 3 9,995 0 0 ORBOTECH LTD COM M75253100 2,742.50 73,500 SH OTH 3 0 0 0 ORBOTECH LTD (ORD) COM M75253100 399.24 10,700 SH SOLE 2 10,700 ORBOTECH LTD (ORD) COM M75253100 8,209.68 220,025 SH SOLE 2 220,025 ORCHID BIOSCIENCES INC COM 68571P100 7.00 500 SH SOLE 3 0 0 0 ORGANOGENESIS INC COM 685906109 3,563.19 396,350 SH SOLE 2 396,350 ORIENTAL DEVELOP USD 0.01 COM 000661775 0.00 450,000 SH OTH 3 0 0 0 ORIENTAL FINANCIAL GROUP COM 68618W100 182.40 13,700 SH SOLE 3 0 0 13,700 ORION POWER HOLDINGS COM 686286105 5,082.60 206,400 SH SOLE 2 206,400 ORION POWER HOLDINGS COM 686286105 826,208.37 33,551,609 SH SOLE 2 33,551,609 ORION POWER HOLDINGS CMN COM 686286105 307.81 12,500 SH SOLE 4 12,500 ORTEC INTERNATIONAL INC COM 68749B108 93.31 16,588 SH SOLE 2 16,588 ORTH ALLIANCE INC COM 687913103 4,141.40 1,541,000 SH SOLE 3 1,208,800 0 332,200 ORTHODONTIC CTRS OF AMER COM 68750P103 27,925.00 893,600 SH SOLE 3 713,300 0 180,000 OSHKOSH TRUCK CORP CL B COM COM 688239201 646.80 14,700 SH OTH 3 0 0 14,700 OSHKOSH TRUCK CORP CL B COM COM 688239201 2,296.80 52,200 SH SOLE 3 48,900 0 2,200 OSI PHARMACEUTICALS INC COM 671040103 985.50 12,300 SH SOLE 3 12,000 0 0 OSICOM TECHNOLOGIES (NEW) COM 688271501 303.60 18,900 SH SOLE 3 15,500 0 3,400 OTG SOFTWARE INC COM 671059103 74.20 4,600 SH SOLE 3 3,000 0 1,500 OTP BANK GDR-EACH REPR COM 004678704 361.00 6,476 SH SOLE 3 6,476 0 0 OTP BANK GDR-EACH REPR COM 004678704 2,741.40 49,173 SH OTH 3 0 0 0 OTTER TAIL POWER CO COM 689648103 285.80 10,300 SH SOLE 3 6,700 0 2,200 OUTBACK STEAKHOUSE INC COM 689899102 2,427.10 93,800 SH SOLE 3 93,800 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 848.70 37,000 SH SOLE 3 32,800 0 4,200 OWENS & MINOR INC (NEW) COM 690732102 4,272.40 240,700 SH SOLE 3 229,400 0 9,700 OXFORD HEALTH PLANS INC COM 691471106 762.40 19,300 SH OTH 3 0 0 19,300 OXFORD HEALTH PLANS INC COM 691471106 8,524.10 215,800 SH SOLE 3 215,800 0 0 OXFORD TAX EXEMPT FUND II COM 69181P100 1,300.00 40,000 SH SOLE 2 40,000 P G & E CORP COM 69331C108 2,341.60 117,080 SH OTH 3 28,800 0 0 P G & E CORP COM 69331C108 10,204.00 510,200 SH SOLE 3 467,600 0 42,600 P G & E CORP COM 69331C108 260.64 13,032 SH SOLE 2 13,032 P.F. CHANGS CHINA BISTRO INC COM 69333Y108 512.40 16,300 SH SOLE 3 16,300 0 0 PAC WEST TELECOME INC COM 69371Y101 281.50 81,900 SH SOLE 3 81,100 0 0 PACCAR INC COM 693718108 2,401.70 48,765 SH SOLE 3 46,065 0 2,700 PACIFIC CAPITAL BANCORP COM 69404P101 475.30 16,900 SH SOLE 3 16,200 0 0 PACIFIC CENTURY FINCL CORP COM 694058108 1,132.00 64,000 SH OTH 3 0 0 64,000 PACIFIC CENTURY FINCL CORP COM 694058108 3,113.00 176,000 SH SOLE 3 176,000 0 0 PACIFIC GATEWAY EXCHANGE INC COM 694327107 9.40 300,000 SH SOLE 3 300,000 0 0 PACIFIC GULF PROPERTIES INC COM 694396102 181.90 29,700 SH SOLE 3 29,700 0 0 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 11.50 449 SH SOLE 3 449 0 0 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 691.88 27,000 SH SOLE 2 27,000 PACIFICARE HEALTH SYSTEMS COM COM 695112102 1,786.50 119,100 SH OTH 3 39,200 0 79,900 PACIFICARE HEALTH SYSTEMS COM COM 695112102 7,130.10 475,339 SH SOLE 3 460,339 0 15,000 PACKAGING CO OF AMERICA COM 695156109 2,970.20 184,200 SH SOLE 3 184,200 0 0 PACKETEER INC. COM 695210104 177.80 14,367 SH OTH 3 0 0 14,367 PACKETEER INC. COM 695210104 332.90 26,900 SH SOLE 3 24,600 0 2,000 PACTIV CORP COM 695257105 1,134.80 91,700 SH OTH 3 0 0 91,700 PACTIV CORP COM 695257105 2,804.20 226,600 SH SOLE 3 203,100 0 21,000 PALL CORP COM 696429307 8,031.00 376,823 SH SOLE 3 376,823 0 0 PALM INC COM 696642107 399.30 14,103 SH SHD 1 14,103 0 0 PALM INC COM 696642107 6,007.70 212,192 SH OTH 3 16,935 0 0 PALM INC COM 696642107 49,167.90 1,736,614 SH SOLE 3 1,695,158 0 31,310 PALM INC. COM 696642107 1,041.08 36,771 SH SOLE 2 36,771 PALM INC. COM 696642107 7,719.63 272,658 SH SOLE 2 272,658 PALM INC. CMN COM 696642107 384.85 13,593 SH SOLE 4 13,593 PAMECO CORP COM 697934305 0.00 1 SH SOLE 3 1 0 0 PAMECO CORP COM 697934305 2.87 92,638 SH SOLE 2 92,638 PAN PACIFIC RETIAL PROPERTIES COM 69806L104 133.90 6,000 SH OTH 3 0 0 0 PAN PACIFIC RETIAL PROPERTIES COM 69806L104 2,771.20 124,200 SH SOLE 3 105,100 0 17,200 PANAMERICAN BEVERAGES, INC COM P74823108 574.08 40,464 SH SOLE 2 40,464 PANAMSAT CORP. COM 697933109 10.40 300 SH SOLE 3 300 0 0 PAPA JOHN'S INTL INC COM 698813102 20.00 900 SH SOLE 3 0 0 0 PARALLEL PETE CRP (DEL) COM 699157103 79.09 20,746 SH SOLE 2 20,746 PARAMETRIC TECHNOLOGY CORP COM 699173100 6.70 500 SH OTH 3 500 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 514.90 38,320 SH SOLE 3 37,320 0 1,000 PARAMETRIC TECHNOLOGY CORP COM 699173100 5,197.72 386,807 SH SOLE 2 386,807 PARAMETRIC TECHNOLOGY CORP COM 699173100 19,145.25 1,424,763 SH SOLE 2 1,424,763 PAREXEL INTERNATIONAL CORP COM 699462107 831.50 76,904 SH SOLE 3 76,904 0 0 PARK ELECTROCHEMICAL CRP COM 700416209 650.60 21,200 SH OTH 3 0 0 21,200 PARK ELECTROCHEMICAL CRP COM 700416209 971.30 31,650 SH SOLE 3 31,250 0 0 PARK PLACE ENTERTAINMENT CORP COM 700690100 352.20 29,500 SH SHD 1 29,500 0 0 PARK PLACE ENTERTAINMENT CORP COM 700690100 531.82 44,550 SH SOLE 2 44,550 PARK PLACE ENTERTAINMENT CORP COM 700690100 1,736.90 145,500 SH OTH 3 0 0 33,400 PARK PLACE ENTERTAINMENT CORP COM 700690100 13,697.10 1,147,400 SH SOLE 3 1,111,800 0 35,600 PARKER DRILLING CO. COM 701081101 1,704.00 336,600 SH SOLE 3 324,200 0 10,000 PARKER-HANNIFIN CORP. COM 701094104 710.40 16,100 SH SHD 1 16,100 0 0 PARKER-HANNIFIN CORP. COM 701094104 6,287.50 142,494 SH OTH 3 9,400 0 0 PARKER-HANNIFIN CORP. COM 701094104 33,118.00 750,550 SH SOLE 3 707,650 0 41,700 PARKERVISION INC COM 701354102 65.90 1,800 SH SOLE 3 1,600 0 0 PARKERVISION INC COM 701354102 538.40 14,700 SH OTH 3 0 0 14,700 PARKWAY PROPERTIES CO COM 70159Q104 136.60 4,600 SH OTH 3 0 0 0 PARKWAY PROPERTIES CO COM 70159Q104 3,173.60 106,900 SH SOLE 3 93,200 0 13,700 PARTHUS TECHNOLOGIES PLC COM 70211Y103 324.06 12,345 SH SOLE 2 12,345 PARTNERRE LTD BERMUDA COM G6852T105 332.45 5,450 SH SOLE 2 5,450 PATINA OIL AND GAS CORP COM 703224105 1,876.80 78,200 SH SOLE 3 72,700 0 5,500 PATTERSON DENTAL COM 703412106 499.50 14,746 SH SOLE 3 10,546 0 4,200 PATTERSON DENTAL COM 703412106 1,219.50 36,000 SH OTH 3 0 0 36,000 PATTERSON ENERGY, INC. 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COM 705904100 679.80 26,400 SH OTH 3 0 0 26,400 PEGASUS SOLUTIONS INC COM 705906105 535.90 77,250 SH SOLE 3 69,550 0 7,100 PENN ENGINEERING & MFG COM 707389300 3.50 100 SH SOLE 3 100 0 0 PENN NATIONAL GAMING INC COM 707569109 134.50 13,200 SH SOLE 3 13,200 0 0 PENN TREATY AMERN CORP COM 707874103 12,733.90 727,650 SH SOLE 3 551,700 0 175,950 PENNEY J C INC COM 708160106 125.91 11,578 SH PUT SOLE 2 11,578 PENNEY J C INC COM 708160106 6,289.90 578,385 SH SOLE 3 578,385 0 0 PENNZOIL-QUAKER STATE COM 709323109 612.90 47,600 SH OTH 3 0 0 47,600 PENNZOIL-QUAKER STATE COM 709323109 1,350.60 104,900 SH SOLE 3 90,900 0 14,000 PENTON MEDIA INC COM 709668107 1,738.80 64,700 SH SOLE 3 44,600 0 19,700 PEOPLES BANK OF BRIDEPORT CT COM 710198102 129.40 5,000 SH SOLE 3 5,000 0 0 PEOPLES ENERGY CORP COM 711030106 447.50 10,000 SH SOLE 2 10,000 PEOPLES ENERGY CORP COM 711030106 1,901.90 42,500 SH OTH 3 0 0 42,500 PEOPLES ENERGY CORP COM 711030106 4,519.80 101,000 SH SOLE 3 94,400 0 6,100 PEOPLESOFT INC COM 712713106 2,635.55 70,872 SH SOLE 2 70,872 PEOPLESOFT INC COM 712713106 2,774.20 74,600 SH OTH 3 900 0 44,500 PEOPLESOFT INC COM 712713106 14,164.70 380,900 SH SOLE 3 371,200 0 7,300 PEP BOYS MANNY-MOE & JACK COM 713278109 489.40 135,000 SH SOLE 3 135,000 0 0 PEPSICO BOTTLING GROUP COM 713409100 871.90 21,900 SH SHD 1 21,900 0 0 PEPSICO BOTTLING GROUP COM 713409100 14,722.70 369,800 SH OTH 3 19,400 0 45,900 PEPSICO BOTTLING GROUP COM 713409100 105,642.50 2,653,500 SH SOLE 3 2,544,100 0 96,400 PEPSICO INC CLL 713448108 246.25 10,000 SH CLL SOLE 2 10,000 PEPSICO INC COM 713448108 23,969.71 483,626 SH PUT SOLE 2 483,626 PEPSICO INC COM 713448108 29,212.98 589,417 SH PUT SOLE 2 589,417 PEPSICO INC (NORTH CAROLINA) COM 713448108 4,381.30 88,400 SH SHD 1 88,400 0 0 PEPSICO INC (NORTH CAROLINA) COM 713448108 42,857.70 864,720 SH OTH 3 135,140 0 23,100 PEPSICO INC (NORTH CAROLINA) COM 713448108 421,884.90 8,512,276 SH SOLE 3 7,171,866 0 1,320,770 PEREGRINE SYSTEMS INC COM 71366Q101 731.20 37,025 SH SOLE 3 37,025 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 795.90 40,300 SH OTH 3 0 0 40,300 PEREZ COMPANC SA NEW COM 71367B103 281.25 18,000 SH SOLE 2 18,000 PERFICIENT INC COM 71375U101 120.00 20,000 SH SOLE 2 20,000 PERFORMANCE FOOD GROUP CO COM 713755106 763.50 14,893 SH SOLE 3 12,793 0 1,600 PERFORMANCE FOOD GROUP CO COM 713755106 4,474.82 87,287 SH SOLE 2 87,287 PERICOM SEMICONDUCTOR CORP COM 713831105 271.90 14,700 SH SOLE 3 10,800 0 3,400 PERKINELMER INC COM 714046109 2,236.50 21,300 SH OTH 3 200 0 9,600 PERKINELMER INC COM 714046109 6,625.50 63,100 SH SOLE 3 61,700 0 700 PERKINELMER INC COM 714046109 10,947.72 104,264 SH PUT SOLE 2 104,264 PERKINELMER, INC. CNV 714046AA7 209.06 300,000 SH SOLE 2 300,000 PERKINELMER, INC. 0% 8/7/20 CNV SR NTS CNV 714046AA7 489.91 703,000 SH SOLE 4 703,000 PERMIAN BASIN RTY TR UBI COM 714236106 230.38 38,000 SH SOLE 2 38,000 PEROT SYSTEMS CORP CL-A COM 714265105 689.06 75,000 SH PUT SOLE 2 75,000 PERRIGO CO. COM 714290103 1,119.60 135,200 SH SOLE 3 112,200 0 20,800 PER-SE TECHNOLOGIES INC NEW COM 713569309 149.90 43,011 SH SOLE 3 43,011 0 0 PERSISTENCE SOFTWARE INC COM 715329108 56.80 12,800 SH SOLE 3 12,800 0 0 PERSISTENCE SOFTWARE INC COM 715329108 319.50 72,000 SH SOLE 2 72,000 PETROCHINA CO LTD COM 71646E100 407.93 24,630 SH SOLE 2 24,630 PETROCHINA CO LTD COM 71646E100 2,633.44 159,000 SH SOLE 2 159,000 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 6,481.70 256,700 SH SOLE 3 256,700 0 0 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 38,611.00 1,529,150 SH OTH 3 0 0 0 PETSMART, INC. COM 716768106 29.91 10,402 SH SOLE 2 10,402 PETSMART, INC. COM 716768106 42.30 14,700 SH SOLE 3 14,700 0 0 PETSMART, INC. 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COM 717081103 217,533.17 4,728,982 SH SOLE 2 4,728,982 PHARMACEUTICAL HLDRS TRUST COM 71712A206 1,965.10 17,200 SH SOLE 2 17,200 PHARMACEUTICAL PRODUCT DEV COM 717124101 4,188.40 84,295 SH SOLE 3 81,695 0 2,300 PHARMACIA CORP COM 71713U102 1,764.50 28,927 SH SHD 1 28,927 0 0 PHARMACIA CORP COM 71713U102 23,187.90 380,129 SH OTH 3 38,354 0 0 PHARMACIA CORP COM 71713U102 82,532.80 1,352,997 SH SOLE 3 1,284,620 0 60,835 PHARMACIA CORP COM 71713U102 4,076.57 66,829 SH SOLE 2 66,829 PHARMACIA CORP COM 71713U102 8,932.05 146,427 SH SOLE 2 146,427 PHARMACOPEIA INC COM 71713B104 311.40 14,276 SH SOLE 2 14,276 PHARMACOPEIA INC COM 71713B104 1,376.40 63,100 SH SOLE 3 58,200 0 4,300 PHARMACYCLICS INC COM 716933106 258.55 7,549 SH SOLE 2 7,549 PHARMACYCLICS INC. COM 716933106 263.70 7,700 SH SOLE 3 7,300 0 0 PHARMCHEM INC COM 717133102 58.48 18,347 SH SOLE 2 18,347 PHELPS DODGE CORP COM 717265102 27.90 500 SH OTH 3 500 0 0 PHELPS DODGE CORP COM 717265102 2,746.00 49,200 SH SOLE 3 49,200 0 0 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 43.75 10,000 SH CLL SOLE 2 10,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 143.13 10,000 SH CLL SOLE 2 10,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 240.63 55,000 SH CLL SOLE 2 55,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 241.88 10,000 SH CLL SOLE 2 10,000 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 3,273.60 74,400 SH SHD 1 74,400 0 0 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 3,799.13 198,000 SH CLL SOLE 2 198,000 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 28,126.08 639,229 SH SOLE 2 639,229 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 35,219.54 800,444 SH SOLE 2 800,444 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 54,573.70 1,240,311 SH OTH 3 217,174 0 43,300 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 341,686.10 7,765,541 SH SOLE 3 7,408,241 0 349,640 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 3,924.80 89,200 SH SOLE 4 89,200 PHILIP SVCS CORP DEL COM 718193105 139.57 45,574 SH SOLE 2 45,574 PHILIPPINE LONG DIST-SP ADR COM 718252604 114.00 6,400 SH SOLE 3 6,400 0 0 PHILIPPINE LONG DIST-SP ADR COM 718252604 1,547.40 86,870 SH OTH 3 0 0 0 PHILLIPS PETROLEUM CO. COM 718507106 375.38 6,600 SH SOLE 2 6,600 PHILLIPS PETROLEUM CO. COM 718507106 830.40 14,600 SH SHD 1 14,600 0 0 PHILLIPS PETROLEUM CO. COM 718507106 5,646.90 99,287 SH OTH 3 5,300 0 0 PHILLIPS PETROLEUM CO. COM 718507106 39,380.20 692,400 SH SOLE 3 666,500 0 25,900 PHILLIPS-VAN HEUSEN CORP COM 718592108 594.10 45,700 SH SOLE 3 40,100 0 5,600 PHOENIX TECHNOLOGY LTD COM 719153108 343.90 25,500 SH SOLE 3 24,900 0 0 PHOTOGEN TECHNOLOGIES INC COM 71932A101 99.75 57,000 SH SOLE 2 57,000 PHOTOGEN TECHNOLOGIES INC COM 71932A101 379.75 217,000 SH SOLE 2 217,000 PHOTON DYNAMICS INC COM 719364101 704.20 31,300 SH SOLE 3 28,300 0 2,600 PHOTRONICS INC COM 719405102 91.40 3,900 SH SOLE 3 0 0 3,900 PICTET ASIA GROWTH FUND USD COM TAM990EL4 1,064.19 14,632 SH SOLE 4 14,632 PICTURETEL CORP(NEW) COM 720035302 3.30 1,400 SH SOLE 3 0 0 1,400 PIEDMONT NATURAL GAS CO INC COM 720186105 190.90 5,000 SH SOLE 3 5,000 0 0 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 926.10 89,800 SH OTH 3 0 0 89,800 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 2,254.30 218,600 SH SOLE 3 201,200 0 15,700 PILGRIM PRIME RATE TRUST COM 72146W103 562.50 75,000 SH SOLE 2 75,000 PILGRIMS PRIDE CORP-CL B COM 721467108 567.20 72,600 SH SOLE 3 65,300 0 7,300 PINNACLE ENTERTAINMENT INC COM 723456109 9,005.90 667,100 SH SOLE 3 488,900 0 177,000 PINNACLE HOLDINGS INC COM 72346N101 132.41 14,611 SH SOLE 2 14,611 PINNACLE HOLDINGS INC COM 72346N101 7,756.60 855,900 SH SOLE 3 729,900 0 126,000 PINNACLE SYSTEMS INC COM 723481107 7.40 1,000 SH SOLE 3 0 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 2,467.00 51,800 SH OTH 3 100 0 51,700 PINNACLE WEST CAPITAL CORP COM 723484101 6,153.10 129,200 SH SOLE 3 105,800 0 23,400 PIONEER NATURAL RES COM 723787107 3,467.00 176,100 SH SOLE 3 165,300 0 9,700 PIONEER STAND. ELECTRNCS COM 723877106 1,237.50 112,500 SH SOLE 3 106,000 0 6,500 PITNEY-BOWES INC COM 724479100 380.90 11,500 SH OTH 3 1,200 0 10,300 PITNEY-BOWES INC COM 724479100 679.13 20,502 SH SOLE 2 20,502 PITNEY-BOWES INC COM 724479100 2,945.50 88,920 SH SOLE 3 87,920 0 1,000 PITTSTON BRINK'S GROUP COM 725701106 1,584.00 79,700 SH OTH 3 0 0 79,700 PITTSTON BRINK'S GROUP COM 725701106 36,506.20 1,836,790 SH SOLE 3 1,566,256 0 270,534 PIVOTAL CORP COM 72581R106 233.16 6,291 SH SOLE 2 6,291 PIXAR INC COM 725811103 414.00 13,800 SH SOLE 3 13,800 0 0 PIXAR INC COM 725811103 633.00 21,100 SH OTH 3 0 0 21,100 PLACER DOME INC COM 725906101 242.00 25,141 SH OTH 3 0 0 0 PLAINS ALL AMERICAN PIPELINE COM 726503105 6,737.26 352,275 SH SOLE 2 352,275 PLAINS ALL AMERICAN PIPELINE COM 726503105 19,771.43 1,033,800 SH SOLE 2 1,033,800 PLAINS RESOURCES INC (NEW) COM 726540503 50.70 2,400 SH SOLE 3 2,400 0 0 PLANET HOLLYWOOD WTS COM 72702Q110 19.00 2,709 SH SOLE 3 2,709 0 0 PLANETCAD INC COM 72704Y103 16.67 16,666 SH SOLE 2 16,666 PLANTRONICS INC COM 727493108 615.70 13,100 SH OTH 3 0 0 13,100 PLANTRONICS INC COM 727493108 1,912.90 40,700 SH SOLE 3 33,800 0 6,300 PLAYBOY ENTERPRISES INC CL-B COM 728117300 116.30 11,700 SH SOLE 3 11,700 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 17,009.30 1,767,200 SH SOLE 3 1,767,200 0 0 PLEXUS CORP COM 729132100 1,570.20 51,666 SH SOLE 3 46,366 0 4,800 PLUG POWER INC. COM 72919P103 251.16 17,100 SH SOLE 2 17,100 PLUM CREEK TIMBER CO COM 729251108 10.40 400 SH SOLE 3 400 0 0 PLUM CREEK TIMBER CO INC COM 729251108 365.04 14,040 SH PUT SOLE 2 14,040 PLX TECHNOLOGIES COM 693417107 163.80 19,700 SH SOLE 3 0 0 19,400 PLX TECHNOLOGY INC COM 693417107 404.00 48,601 SH SOLE 2 48,601 PMA CAPITAL CORP. COM 693419202 422.60 24,500 SH SOLE 3 20,200 0 4,300 PMC - SIERRA INC COM 69344F106 369.50 4,700 SH SHD 1 4,700 0 0 PMC - SIERRA INC COM 69344F106 6,856.50 87,205 SH OTH 3 13,580 0 4,325 PMC - SIERRA INC COM 69344F106 131,321.20 1,670,187 SH SOLE 3 1,439,807 0 136,040 PMC-SIERRA INC COM 69344F106 1,729.12 21,992 SH SOLE 2 21,992 PMC-SIERRA INC COM 69344F106 7,541.63 95,919 SH SOLE 2 95,919 PMI GROUP, INC. COM 69344M101 416.28 6,150 SH SOLE 2 6,150 PMI GROUP, INC. COM 69344M101 1,042.40 15,400 SH SHD 1 15,400 0 0 PMI GROUP, INC. COM 69344M101 6,677.40 98,650 SH OTH 3 8,100 0 21,000 PMI GROUP, INC. COM 69344M101 34,835.40 514,650 SH SOLE 3 491,650 0 23,000 PNC FINANCIAL SERVICES GROUP COM 693475105 12,434.70 170,193 SH OTH 3 19,800 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 60,571.60 829,038 SH SOLE 3 777,538 0 49,100 PNC FINL SVCS GROUP INC PUT 693475105 28.75 10,000 SH PUT SOLE 2 10,000 PNC FINL SVCS GROUP INC COM 693475105 1,755.98 24,034 SH SOLE 2 24,034 POCAHONTAS BANCORP COM 730234101 78.38 11,000 SH SOLE 2 11,000 POGO PRODUCING CO COM 730448107 1,973.30 63,400 SH SOLE 3 55,300 0 8,100 POGO PRODUCING CO COM 730448107 3,440.25 110,530 SH SOLE 2 110,530 POGO PRODUCING CO COM 730448107 15,028.80 482,853 SH SOLE 2 482,853 POLARIS INDS INC COM 731068102 278.25 7,000 SH SOLE 2 7,000 POLARIS INDS INC COM 731068102 655.90 16,500 SH OTH 3 0 0 16,500 POLARIS INDS INC COM 731068102 10,123.80 254,688 SH SOLE 3 254,688 0 0 POLAROID CORP. COM 731095105 10.50 1,800 SH SOLE 3 0 0 1,800 POLO RALPH LAUREN CORP COM 731572103 228.37 10,235 SH SOLE 2 10,235 POLYCOM INC COM 73172K104 717.10 22,280 SH SOLE 3 13,480 0 8,800 POLYCOM INC COM 73172K104 1,087.90 33,800 SH OTH 3 0 0 33,800 POLYMEDICA INDS INC COM 731738100 460.60 13,800 SH OTH 3 0 0 13,800 POLYMEDICA INDS INC COM 731738100 2,813.50 84,300 SH SOLE 3 81,500 0 2,400 POLYONE CORP COM 73179P106 82.25 14,000 SH SOLE 2 14,000 POLYONE CORP COM 73179P106 125.70 21,400 SH SOLE 3 10,600 0 8,900 POLYONE CORP COM 73179P106 587.50 100,000 SH SOLE 2 100,000 POPE & TALBOT CO COM 732827100 1,099.50 65,400 SH SOLE 3 65,400 0 0 POPULAR INC COM 733174106 386.80 14,700 SH SOLE 3 14,700 0 0 PORTAL SOFTWARE COM 736126103 3,121.20 397,922 SH SOLE 3 369,822 0 26,500 PORTAL SOFTWARE, INC. COM 736126103 301.98 38,500 SH SOLE 2 38,500 PORTAL SOFTWARE, INC. COM 736126103 1,029.49 131,250 SH SOLE 2 131,250 POST PROPERTIES INC COM 737464107 3.80 100 SH SOLE 3 100 0 0 POTASH CORP. OF SASKATCHEWAN COM 73755L107 5,646.30 72,100 SH SOLE 3 72,100 0 0 POTLATCH CORP COM 737628107 10.10 300 SH SOLE 3 300 0 0 POTOMAC ELEC.POWER CO. COM 737679100 24.70 1,000 SH SOLE 3 1,000 0 0 POWER-ONE INC COM 739308104 180.80 4,600 SH SHD 1 4,600 0 0 POWER-ONE INC COM 739308104 393.13 10,000 SH PUT SOLE 2 10,000 POWER-ONE INC COM 739308104 1,604.00 40,800 SH OTH 3 0 0 10,200 POWER-ONE INC COM 739308104 10,079.70 256,400 SH SOLE 3 253,200 0 1,400 POWERTEL INC COM 73936C109 24.80 400 SH SOLE 3 400 0 0 POWERTEL INC COM 73936C109 274.57 4,433 SH SOLE 2 4,433 POWERTEL INC COM 73936C109 613.20 9,900 SH OTH 3 0 0 9,900 POWERWAVE TECHNOLOGIES INC COM 739363109 3,223.30 55,100 SH OTH 3 0 0 25,400 POWERWAVE TECHNOLOGIES INC COM 739363109 5,159.70 88,200 SH SOLE 3 77,000 0 11,200 PPG INDUSTRIES INC. COM 693506107 1,545.40 33,368 SH OTH 3 1,900 0 0 PPG INDUSTRIES INC. COM 693506107 3,209.50 69,300 SH SOLE 3 67,300 0 2,000 PPL CORP COM 69351T106 1,577.00 34,900 SH OTH 3 3,500 0 0 PPL CORP COM 69351T106 16,150.00 357,400 SH SOLE 3 345,100 0 12,300 PRAECIS PHARM INC COM 739421105 696.10 23,800 SH SOLE 3 23,800 0 0 PRAXAIR INC COM 74005P104 263.85 5,946 SH SOLE 2 5,946 PRAXAIR INC COM 74005P104 612.40 13,800 SH SHD 1 13,800 0 0 PRAXAIR INC COM 74005P104 11,772.80 265,302 SH OTH 3 22,200 0 0 PRAXAIR INC COM 74005P104 46,653.00 1,051,335 SH SOLE 3 980,535 0 68,600 PRE PAID LEGAL SERVICES INC COM 740065107 357.00 14,000 SH SOLE 3 13,300 0 0 PRECISION CASTPARTS CORP. COM 740189105 147.20 3,500 SH SHD 1 3,500 0 0 PRECISION CASTPARTS CORP. COM 740189105 4,740.40 112,700 SH OTH 3 5,600 0 32,500 PRECISION CASTPARTS CORP. COM 740189105 24,636.00 585,700 SH SOLE 3 539,100 0 45,800 PREDICTIVE SYS INC COM 74036W102 2,110.55 294,924 SH SOLE 2 294,924 PREDICTIVE SYSTEMS COM 74036W102 244.70 34,200 SH SOLE 3 23,200 0 10,500 PRENTISS PROPERTIES COM 740706106 1,190.60 44,200 SH OTH 3 0 0 27,300 PRENTISS PROPERTIES COM 740706106 15,724.80 583,750 SH SOLE 3 533,350 0 50,400 PRESIDENTIAL LIFE CORP COM 740884101 80.70 5,400 SH SOLE 3 5,400 0 0 PRESSTEK INC. COM 741113104 8.40 800 SH SOLE 3 0 0 0 PRI AUTOMATION INC COM 69357H106 3.80 200 SH SOLE 3 200 0 0 PRICE COMMUNICATIONS CORP NEW COM 741437305 1,191.57 70,874 SH PUT SOLE 2 70,874 PRICE COMMUNICATIONS CORP NEW COM 741437305 18,479.30 1,099,140 SH SOLE 3 896,000 0 203,140 PRICELINE.COM COM 741503106 213.50 162,700 SH SOLE 3 60,200 0 102,100 PRICELINE.COM INC COM 741503106 13.48 10,270 SH SOLE 2 10,270 PRICELINE.COM INC COM 741503106 120.95 92,150 SH SOLE 2 92,150 PRIDE INTERNATIONAL INC. COM 741932107 499.90 20,300 SH SOLE 3 20,300 0 0 PRIMA ENERGY CORP(NEW)PAR$.015 COM 741901201 63.00 1,800 SH SOLE 3 1,500 0 0 PRIME GROUP REALTY TRUST COM 74158J103 514.60 35,800 SH SOLE 3 30,500 0 5,300 PRIME HOSPITALITY CORP COM 741917108 18.60 1,600 SH SOLE 3 0 0 0 PRIME MED SVCS INC (NEW) COM 74156D108 6,521.50 1,304,300 SH SOLE 3 989,600 0 314,700 PRIME RETAIL INC PFD CONV PRF 741570303 358.03 60,300 SH SOLE 2 60,300 PRIMEDIA INC COM 74157K101 127.70 10,700 SH SOLE 3 10,700 0 0 PRIMEDIA INC COM 74157K101 1,038.56 87,000 SH SOLE 2 87,000 PRIMEX TECHNOLOGIES INC. COM 741597108 510.00 16,000 SH SOLE 3 13,600 0 2,400 PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 179.40 77,600 SH SOLE 3 24,100 0 53,500 PRIORITY HEALTHCARE CORP COM 74264T102 9,469.50 232,024 SH SOLE 3 227,624 0 4,400 PRIZE ENERGY CORP COM 74267L106 280.10 13,500 SH SOLE 3 13,500 0 0 PROBUSINESS SERVICES COM 742674104 13.30 500 SH SOLE 3 0 0 0 PROBUSINESS SERVICES INC COM 742674104 419.29 15,785 SH SOLE 2 15,785 PROCTER & GAMBLE CO COM 742718109 337.30 4,300 SH SHD 1 4,300 0 0 PROCTER & GAMBLE CO COM 742718109 29,540.00 376,605 SH OTH 3 46,403 0 14,200 PROCTER & GAMBLE CO COM 742718109 31,013.95 395,397 SH SOLE 2 395,397 PROCTER & GAMBLE CO COM 742718109 42,141.96 537,268 SH SOLE 2 537,268 PROCTER & GAMBLE CO COM 742718109 71,982.09 917,700 SH SOLE 4 917,700 PROCTER & GAMBLE CO COM 742718109 192,668.20 2,456,370 SH SOLE 3 2,121,995 0 330,445 PROCURENET INC. COM 742804107 0.00 3,200 SH SOLE 3 3,200 0 0 PRODIGY COMMUNICATIONS COM 74283P206 8.60 5,700 SH SOLE 3 5,700 0 0 PRODIGY COMMUNICATIONS CORP COM 74283P206 178.44 118,961 SH SOLE 2 118,961 PROGRESS ENERGY INC. COM 743263105 24.60 500 SH OTH 3 500 0 0 PROGRESS ENERGY INC. COM 743263105 93.50 1,900 SH SOLE 3 1,000 0 900 PROGRESS SOFTWARE COM 743312100 3,427.50 237,400 SH SOLE 3 236,500 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 20.70 200 SH OTH 3 200 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 82.90 800 SH SOLE 3 800 0 0 PROJECT SOFTWARE & DEV INC COM 74339P101 914.78 85,220 SH SOLE 2 85,220 PROJECT SOFTWARE & DEV INC COM 74339P101 6,977.30 650,000 SH SOLE 3 650,000 0 0 PROLOGIS TRUST COM 743410102 560.70 25,200 SH OTH 3 0 0 0 PROLOGIS TRUST COM 743410102 615.35 27,656 SH SOLE 2 27,656 PROLOGIS TRUST COM 743410102 3,925.30 176,418 SH SOLE 2 176,418 PROLOGIS TRUST COM 743410102 12,081.80 543,000 SH SOLE 3 468,000 0 75,000 PROTECTION ONE INC COM 743663304 28.00 32,000 SH SOLE 2 32,000 PROTECTION ONE INC COM 743663304 48.40 55,296 SH SOLE 3 55,296 0 0 PROTECTIVE LIFE CORP COM 743674103 258.00 8,000 SH SOLE 3 8,000 0 0 PROTECTIVE LIFE CORP COM 743674103 1,744.73 54,100 SH SOLE 2 54,100 PROTEIN DESIGN LABS COM 74369L103 573.40 6,600 SH OTH 3 0 0 6,600 PROTEIN DESIGN LABS COM 74369L103 1,355.20 15,600 SH SOLE 3 15,600 0 0 PROVIDENT BANKSHS CORP COM 743859100 16.70 800 SH SOLE 3 0 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 393.80 10,500 SH SOLE 3 10,500 0 0 PROVIDENT FINANCIAL GROUP COM 743866105 609.11 16,243 SH SOLE 2 16,243 PROVIDENT FINANCIAL GROUP COM 743866105 865.35 23,076 SH SOLE 2 23,076 PROVIDENT FINANCIAL GROUP COM 743866105 975.00 26,000 SH OTH 3 0 0 26,000 PROVIDIAN FINANCIAL CORP COM 74406A102 575.00 10,000 SH SHD 1 10,000 0 0 PROVIDIAN FINANCIAL CORP COM 74406A102 3,341.90 58,120 SH SOLE 4 58,120 PROVIDIAN FINANCIAL CORP CNV 74406AAA0 5,585.91 5,473,000 SH SOLE 2 5,473,000 PROVIDIAN FINANCIAL CORP COM 74406A102 7,490.90 130,276 SH OTH 3 10,600 0 0 PROVIDIAN FINANCIAL CORP CNV 74406AAA0 8,665.15 8,490,000 SH SOLE 2 8,490,000 PROVIDIAN FINANCIAL CORP COM 74406A102 42,009.60 730,602 SH SOLE 3 724,202 0 6,400 PROVIDIAN FINANCIAL CORP COM 74406A102 43,869.28 762,944 SH SOLE 2 762,944 PROVIDIAN FINANCIAL CORP COM 74406A102 47,447.51 825,174 SH SOLE 2 825,174 PROVIDIAN FINANCIAL CORP 3.25 8/15/05CV CNV 74406AAA0 1,599.89 1,550,000 SH SOLE 4 1,550,000 PROVINCE HEALTHCARE CO. COM 743977100 1,074.90 27,300 SH SOLE 3 27,000 0 0 PROXICOM INC. COM 744282104 459.70 111,450 SH SOLE 3 79,150 0 32,300 PROXIM INC COM 744284100 425.70 9,900 SH OTH 3 0 0 9,900 PROXIM INC COM 744284100 693.20 16,120 SH SOLE 3 15,820 0 0 PS BUSINESS PARKS INC/CA COM 69360J107 923.00 33,200 SH SOLE 3 31,400 0 0 PSINET INC COM 74437C101 81.50 113,396 SH SOLE 2 113,396 PSINET INC COM 74437C101 193.10 268,604 SH SOLE 3 72,600 0 194,704 PSS WORLD MEDICAL INC COM 69366A100 315.00 63,000 SH SOLE 2 63,000 PSS WORLD MEDICL INC COM 69366A100 298.50 59,700 SH SOLE 3 58,300 0 0 PTEK HLDGS INC COM 69366M104 69.00 48,000 SH CLL SOLE 2 48,000 PUBLIC SERV.CO.NEW MEX. COM 744499104 1,458.60 54,400 SH OTH 3 0 0 54,400 PUBLIC SERV.CO.NEW MEX. COM 744499104 21,350.80 796,300 SH SOLE 3 742,900 0 53,400 PUBLIC STORAGE INC COM 74460D109 291.80 12,000 SH OTH 3 0 0 0 PUBLIC STORAGE INC COM 74460D109 11,603.10 477,250 SH SOLE 3 438,050 0 39,200 PUBLICIS S A NEW COM 74463M106 3,013.37 89,617 SH SOLE 2 89,617 PUBLIC-SVC ENTERPRISE GROUP COM 744573106 724.50 14,900 SH SHD 1 14,900 0 0 PUBLIC-SVC ENTERPRISE GROUP COM 744573106 11,038.30 227,008 SH OTH 3 12,800 0 0 PUBLIC-SVC ENTERPRISE GROUP COM 744573106 43,738.20 899,500 SH SOLE 3 894,000 0 5,500 PUGET SOUND PWR.& LT.CO. COM 745332106 481.20 17,300 SH OTH 3 0 0 17,300 PUGET SOUND PWR.& LT.CO. COM 745332106 940.10 33,800 SH SOLE 3 33,800 0 0 PULITZER INC COM 745769109 468.50 10,000 SH OTH 3 0 0 10,000 PULITZER INC COM 745769109 580.94 12,400 SH SOLE 2 12,400 PULITZER INC COM 745769109 19,031.90 406,230 SH SOLE 3 399,630 0 6,000 PULTE CORP COM 745867101 2,424.10 57,461 SH OTH 3 1,700 0 0 PULTE CORP COM 745867101 5,383.10 127,600 SH SOLE 3 118,900 0 8,200 PUMA TECHNOLOGY INC COM 745887109 379.50 91,300 SH SOLE 3 48,700 0 41,700 PURCHASEPRO.COM INC COM 746144104 117.20 6,700 SH OTH 3 0 0 6,700 PURCHASEPRO.COM INC COM 746144104 579.20 33,100 SH SOLE 3 32,800 0 0 PURCHASEPRO.COM INC COM 746144104 4,167.73 238,156 SH SOLE 2 238,156 PURE RES INC COM 74622E102 521.86 25,771 SH SOLE 2 25,771 PURE RES INC COM 74622E102 959.90 47,400 SH SOLE 3 47,400 0 0 PURINA MLS INC NEW COM 746276104 95.63 10,000 SH SOLE 2 10,000 PXRE GROUP LIMITED COM G73018106 2,676.40 158,600 SH SOLE 3 158,600 0 0 QIAGEN N.V. COM N72482107 553.50 16,000 SH SOLE 2 16,000 QIAGEN N.V. COM N72482107 747.23 21,600 SH SOLE 2 21,600 QIAGEN N.V. (EUR) RESTRICTED STK COM 748991114 5,622.84 154,600 SH SOLE 4 154,600 QLOGIC CORP COM 747277101 610.92 7,934 SH SOLE 2 7,934 QLOGIC CORP COM 747277101 1,578.50 20,500 SH OTH 3 300 0 20,200 QLOGIC CORP COM 747277101 13,592.50 176,526 SH SOLE 3 160,326 0 14,700 QUAKER OATS CO. COM 747402105 131.50 1,350 SH OTH 3 1,350 0 0 QUAKER OATS CO. COM 747402105 1,633.86 16,779 SH SOLE 2 16,779 QUAKER OATS CO. COM 747402105 15,268.40 156,800 SH SOLE 3 126,700 0 28,700 QUALCOMM INC COM 747525103 139.70 1,700 SH SHD 1 1,700 0 0 QUALCOMM INC COM 747525103 6,024.51 73,302 SH PUT SOLE 2 73,302 QUALCOMM INC COM 747525103 13,310.76 161,956 SH PUT SOLE 2 161,956 QUALCOMM INC COM 747525103 15,579.10 189,556 SH OTH 3 28,125 0 10,480 QUALCOMM INC COM 747525103 198,399.80 2,413,794 SH SOLE 3 1,977,689 0 402,405 QUANEX CORP COM 747620102 2,241.90 111,400 SH SOLE 3 111,400 0 0 QUANTA SERVICES INC COM 74762E102 2,746.80 85,338 SH OTH 3 1,900 0 27,400 QUANTA SERVICES INC COM 74762E102 8,357.50 259,650 SH SOLE 3 228,450 0 31,200 QUANTA SERVICES INC COM 74762E102 9,784.58 303,987 SH SOLE 2 303,987 QUANTUM CO DLT & STORAGE COM 747906204 400.10 30,200 SH OTH 3 0 0 30,200 QUANTUM CO DLT & STORAGE COM 747906204 651.90 49,200 SH SOLE 3 30,100 0 19,100 QUANTUM CORP - HARD DISK DRIVE COM 747906303 596.80 74,600 SH SOLE 3 73,500 0 0 QUANTUM CORP SUB CONV CNV 747906AC9 225.00 300,000 SH SOLE 2 300,000 QUEBECOR WORLD INC. COM 748203106 50.40 2,000 SH SOLE 3 2,000 0 0 QUEST DIAGNOSTICS, INC. COM 74834L100 3,351.20 23,600 SH OTH 3 1,200 0 0 QUEST DIAGNOSTICS, INC. COM 74834L100 38,624.00 272,000 SH SOLE 3 242,900 0 28,000 QUEST SOFTWARE, INC COM 74834T103 510.70 18,200 SH SOLE 3 15,600 0 1,200 QUICKLOGIC CORP (CALIF) COM 74837P108 173.44 25,000 SH SOLE 2 25,000 QUIKSILVER INC COM 74838C106 9.70 500 SH SOLE 3 0 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 209.38 10,000 SH SOLE 2 10,000 QUINTILES TRANSNATIONAL CORP COM 748767100 5,618.30 268,339 SH SOLE 3 268,339 0 0 QUINTUS CORP COM 748798105 21.70 21,700 SH SOLE 3 21,300 0 0 QUINTUS CORP COM 748798105 22.90 22,905 SH OTH 3 0 0 22,905 QUINTUS CORP COM 748798105 54.27 18,281 SH SOLE 2 18,281 QUORUM HEALTH GROUP, INC. COM 749084109 204.17 12,963 SH SOLE 2 12,963 QUORUM HEALTH GROUP, INC. COM 749084109 3,318.51 210,699 SH SOLE 2 210,699 QUORUM HEALTH GROUP, INC. COM 749084109 23,583.30 1,497,350 SH SOLE 3 1,216,250 0 281,100 QWEST COMMUNICATIONS INTL COM 749121109 641.70 15,700 SH SHD 1 15,700 0 0 QWEST COMMUNICATIONS INTL COM 749121109 23,354.90 571,374 SH OTH 3 57,986 0 0 QWEST COMMUNICATIONS INTL COM 749121109 110,705.90 2,708,401 SH SOLE 3 2,584,096 0 118,200 QWEST COMMUNICATIONS INT'L INC CLL 749121109 64.38 10,000 SH CLL SOLE 2 10,000 QWEST COMMUNICATIONS INT'L INC COM 749121109 2,807.42 68,683 SH CLL SOLE 2 68,683 QWEST COMMUNICATIONS INT'L INC COM 749121109 9,192.05 224,882 SH CLL SOLE 2 224,882 R & B FALCON CORP COM 74912E101 2.30 100 SH SOLE 3 100 0 0 R & B FALCON CORP COM 74912E101 612.43 26,700 SH SOLE 2 26,700 R R DONNELLEY & SONS CO COM 257867101 216.00 8,000 SH SOLE 2 8,000 R R DONNELLEY & SONS CO COM 257867101 542.70 20,100 SH OTH 3 0 0 20,100 R R DONNELLEY & SONS CO COM 257867101 13,250.20 490,748 SH SOLE 3 488,748 0 2,000 R.H. DONNELLY CORP. COM 74955W307 194.50 8,000 SH SOLE 3 6,600 0 0 R.H. DONNELLY CORP. COM 74955W307 1,536.50 63,200 SH OTH 3 0 0 63,200 R.J.REYNOLDS TOBACCO HOLDINGS COM 76182K105 1,355.20 27,799 SH PUT SOLE 2 27,799 RADIAN GROUP COM 750236101 16,994.20 226,400 SH SOLE 3 226,400 0 0 RADIAN GROUP INC COM 750236101 3,771.14 50,240 SH SOLE 2 50,240 RADIAN GROUP INC COM 750236101 13,541.28 180,400 SH SOLE 2 180,400 RADIANT SYSTEMS INC COM 75025N102 1,371.50 66,900 SH SOLE 3 61,800 0 4,500 RADIO ONE INC COM 75040P405 132.00 12,000 SH SOLE 2 12,000 RADIO ONE INC. COM 75040P108 226.60 21,200 SH SOLE 3 21,200 0 0 RADIO UNICA COMMUNICATIONS CP COM 75040Q106 562.50 150,000 SH SOLE 2 150,000 RADIOSHACK CORP COM 750438103 222.20 5,190 SH SOLE 2 5,190 RADIOSHACK CORP COM 750438103 1,673.11 39,080 SH SOLE 2 39,080 RADIOSHACK CORP COM 750438103 2,945.70 68,804 SH OTH 3 22,460 0 18,300 RADIOSHACK CORP COM 750438103 44,523.10 1,039,934 SH SOLE 3 826,049 0 211,665 RADISYS CORP COM 750459109 641.70 24,800 SH SOLE 3 24,400 0 0 RADVISION LTD COM 002562326 0.00 12,300 SH SOLE 3 0 0 12,300 RAINBOW TECHNOLOGIES INC COM 750862104 1,110.00 70,200 SH SOLE 3 63,700 0 5,600 RALSTON-RALSTON PURINA GROUP COM 751277302 154.10 5,900 SH SHD 1 5,900 0 0 RALSTON-RALSTON PURINA GROUP COM 751277302 2,850.24 109,100 SH SOLE 2 109,100 RALSTON-RALSTON PURINA GROUP COM 751277302 5,564.63 213,000 SH SOLE 2 213,000 RALSTON-RALSTON PURINA GROUP COM 751277302 9,233.80 353,448 SH OTH 3 25,700 0 30,000 RALSTON-RALSTON PURINA GROUP COM 751277302 50,090.00 1,917,320 SH SOLE 3 1,737,620 0 168,800 RAMBUS INC COM 750917106 307.97 8,525 SH SOLE 2 8,525 RAMBUS INC COM 750917106 25,248.90 698,932 SH SOLE 3 694,832 0 1,700 RAMP NETWORKS INC COM 751567108 1.10 200 SH SOLE 3 200 0 0 RANBAXY LAB. LTD-GDR COM Y7187Y116 68.20 4,200 SH SOLE 3 4,200 0 0 RARE HOSPITALITY INTL INC COM 753820109 13,405.40 600,800 SH SOLE 3 587,750 0 12,150 RARE MEDIUM GROUP INC COM 75382N109 160.90 84,400 SH SOLE 3 29,000 0 54,800 RATIONAL SOFTWARE CORP CNV 75409PAC7 303.15 235,000 SH SOLE 2 235,000 RATIONAL SOFTWARE CORP COM 75409P202 3,484.91 89,500 SH PUT SOLE 2 89,500 RATIONAL SOFTWARE CORP COM 75409P202 9,889.31 253,979 SH PUT SOLE 2 253,979 RATIONAL SOFTWARE CORP (NEW) COM 75409P202 1,935.20 49,700 SH OTH 3 1,300 0 0 RATIONAL SOFTWARE CORP (NEW) COM 75409P202 22,370.10 574,512 SH SOLE 3 513,812 0 54,600 RAWLINGS SPORTING GOODS CO COM 754459105 254.69 50,000 SH SOLE 2 50,000 RAYMOND JAMES FINANCIAL INC COM 754730109 1,956.50 56,100 SH SOLE 3 45,000 0 11,100 RAYONIER INC COM 754907103 1,278.00 32,100 SH SOLE 3 17,000 0 15,100 RAYONIER INC COM 754907103 1,524.80 38,300 SH OTH 3 0 0 38,300 RAYTHEON CO. CL B COM 755111408 2,124.30 68,388 SH OTH 3 900 0 0 RAYTHEON CO. CL B COM 755111408 8,536.00 274,800 SH SOLE 3 272,900 0 1,900 RAYTHEON CO. CL A COM 755111309 66.70 2,300 SH SOLE 3 2,300 0 0 RAYTHEON COMPANY CL-B (NEW) COM 755111408 804.52 25,900 SH SOLE 2 25,900 RAZORFISH INC CLL 755236106 0.31 10,000 SH CLL SOLE 2 10,000 RAZORFISH INC COM 755236106 177.30 109,100 SH SOLE 3 6,700 0 102,400 RAZORFISH INC COM 755236106 263.25 162,000 SH SOLE 2 162,000 RCN CORP COM 749361101 107.30 17,000 SH OTH 3 100 0 16,900 RCN CORP COM 749361101 170.44 27,000 SH SOLE 2 27,000 RCN CORP COM 749361101 288.50 45,700 SH SOLE 3 17,000 0 28,700 READER'S DIGEST ASSOC., INC. COM 755267101 54.80 1,400 SH SOLE 3 100 0 1,300 READER'S DIGEST ASSOC., INC. COM 755267101 4,812.38 123,000 SH SOLE 2 123,000 READING ENTERTAINMENT INC COM 755358108 24.88 11,059 SH SOLE 2 11,059 READ-RITE CORP CONV SUB NTS CNV 755246AA3 447.50 800,000 SH SOLE 2 800,000 REALNETWORKS, INC. CLL 75605L104 41.25 20,000 SH CLL SOLE 2 20,000 REALNETWORKS, INC. COM 75605L104 157.59 18,140 SH SOLE 2 18,140 REALNETWORKS, INC. COM 75605L104 1,015.60 116,900 SH SOLE 3 110,000 0 6,200 REALNETWORKS, INC. COM 75605L104 3,172.67 365,199 SH SOLE 2 365,199 REALTY INCOME CORP COM 756109104 1,544.70 62,100 SH SOLE 3 59,700 0 0 RECKSON ASSOC REALTY CORP COM 75621K304 916.22 33,700 SH SOLE 2 33,700 RECKSON ASSOC REALTY CORP COM 75621K304 1,093.32 40,214 SH SOLE 2 40,214 RECKSON ASSOCIATES REALTY CP COM 75621K106 494.48 19,730 SH SOLE 2 19,730 RECKSON ASSOCIATES REALTY CP COM 75621K106 1,817.00 72,500 SH SOLE 3 72,500 0 0 RED HAT INC COM 756577102 156.90 25,100 SH OTH 3 0 0 25,100 RED HAT INC COM 756577102 397.50 63,600 SH SOLE 3 40,300 0 23,000 RED HAT, INC. COM 756577102 521.00 83,360 SH SOLE 2 83,360 RED HAT, INC. COM 756577102 1,687.84 270,054 SH SOLE 2 270,054 REDBACK NETWORK COM 757209101 8,728.90 212,900 SH SOLE 3 207,600 0 3,200 REDBACK NETWORKS COM 757209101 1,213.93 29,608 SH SOLE 2 29,608 REDBACK NETWORKS COM 757209101 7,592.75 185,189 SH SOLE 2 185,189 REDBACK NETWORKS INC CNV 757209AB7 211.04 394,000 SH SOLE 2 394,000 REDBACK NETWORKS INC CNV 757209AB7 511.53 955,000 SH SOLE 2 955,000 REDIFF.COM INDIA LIMITED COM 757479100 117.08 46,830 SH SOLE 2 46,830 REEBOK INTERNATIONAL LTD COM 758110100 3,324.50 121,600 SH SOLE 3 113,900 0 7,000 REED INTL PLC SPON ADR COM 758212872 36,064.03 846,077 SH SOLE 2 846,077 REGENCY REALTY CORP COM 758939102 916.70 38,700 SH SOLE 3 38,700 0 0 REGENERON PHARMACEUTICAL INC COM 75886F107 63.50 1,800 SH SOLE 3 1,800 0 0 REGENERON PHARMACEUTICAL INC COM 75886F107 412.60 11,700 SH OTH 3 0 0 11,700 REGIONS FINANCIAL CORP COM 758940100 5.50 200 SH OTH 3 200 0 0 REGIONS FINANCIAL CORP COM 758940100 1,240.00 45,400 SH SOLE 3 45,400 0 0 REGIONS FINANCIAL CORP COM 758940100 2,043.47 74,818 SH SOLE 2 74,818 REGIONS FINANCIAL CORP COM 758940100 4,732.98 173,290 SH SOLE 2 173,290 REGIS CORP COM 758932107 261.00 18,000 SH SOLE 3 16,500 0 0 REHABCARE GROUP INC COM 759148109 20.60 400 SH SOLE 3 0 0 0 RELIANCE INDUSTRIES - SPONS GDR COM 759470107 1,337.00 81,400 SH OTH 3 0 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1,065.50 43,050 SH SOLE 3 38,600 0 3,950 RELIANT ENERGY INC COM 75952J108 1,563.58 36,100 SH SOLE 2 36,100 RELIANT ENERGY INC. COM 75952J108 203.60 4,700 SH SHD 1 4,700 0 0 RELIANT ENERGY INC. COM 75952J108 7,718.30 178,200 SH SOLE 3 161,300 0 16,900 RELIANT ENERGY INC. COM 75952J108 7,861.10 181,497 SH OTH 3 3,500 0 0 REMEC INC COM 759543101 99.00 10,290 SH OTH 3 10,290 0 0 REMEC INC COM 759543101 179.15 18,613 SH SOLE 2 18,613 REMEC INC COM 759543101 710.30 73,800 SH SOLE 3 66,450 0 6,150 REMEDY CORP COM 759548100 13.20 800 SH SOLE 3 300 0 0 REMEDY CORP COM 759548100 2,633.44 159,000 SH SOLE 2 159,000 RENAISSANCE WORLDWIDE INC COM 75968A109 177.92 227,739 SH SOLE 2 227,739 RENAISSANCERE HOLDINGS LT COM G7496G103 94.00 1,200 SH OTH 3 1,200 0 0 RENAISSANCERE HOLDINGS LT COM G7496G103 11,284.80 144,100 SH SOLE 3 126,200 0 16,100 RENAL CARE GROUP INC COM 759930100 24,199.80 882,500 SH SOLE 3 702,159 0 180,341 RENT-A-CENTER INC. COM 76009N100 7,117.40 206,300 SH SOLE 3 185,500 0 20,800 RENT-WAY INC COM 76009U104 244.06 55,000 SH SOLE 2 55,000 RENT-WAY INC COM 76009U104 327.90 73,900 SH SOLE 3 64,300 0 9,600 REPLIGEN CORP COM 759916109 47.25 14,000 SH SOLE 2 14,000 REPSOL YPF SA - ADR COM 76026T205 1,098.11 68,100 SH SOLE 2 68,100 REPSOL YPF SA - ADR COM 76026T205 1,214.21 75,300 SH SOLE 2 75,300 REPUBLIC BANCORP COM 760282103 79.80 7,381 SH SOLE 3 0 0 7,381 REPUBLIC FIRST BANCORP INC COM 760416107 49.89 13,305 SH SOLE 2 13,305 REPUBLIC SECURITY FINANCIAL CORP COM 760758102 936.90 129,789 SH SOLE 3 129,789 0 0 REPUBLIC SECURITY FINL CORP COM 760758102 144.38 20,000 SH SOLE 2 20,000 REPUBLIC SERVICES INC CL A COM 760759100 3,324.10 193,400 SH OTH 3 0 0 116,300 REPUBLIC SERVICES INC CL A COM 760759100 26,482.50 1,540,800 SH SOLE 3 1,379,800 0 161,000 RES-CARE INC. COM 760943100 6,965.80 1,547,950 SH SOLE 3 1,188,750 0 359,200 RESEARCH IN MOTION COM 760975102 228.00 2,850 SH SOLE 2 2,850 RESMED INC COM 761152107 418.70 10,500 SH OTH 3 0 0 10,500 RESMED INC COM 761152107 657.90 16,500 SH SOLE 3 16,500 0 0 RESONATE INC COM 76115Q104 163.40 17,200 SH OTH 3 17,200 0 0 RESONATE INC COM 76115Q104 2,974.40 313,100 SH SOLE 3 300,400 0 12,700 RESORTQUEST INTL INC COM 761183102 171.50 28,000 SH SOLE 2 28,000 RESOURCE AMERICA INC COM 761195205 653.20 56,800 SH SOLE 3 56,800 0 0 RESOURCE BANCSHS MTG GROUP COM 761197102 548.00 77,600 SH SOLE 3 77,600 0 0 RESPIRONICS INC COM 761230101 379.10 13,300 SH OTH 3 0 0 13,300 RESPIRONICS INC COM 761230101 1,858.20 65,200 SH SOLE 3 50,300 0 14,300 RESTORATION HARDWARE INC COM 760981100 61.60 65,711 SH SOLE 2 65,711 RETEK INC COM 76128Q109 299.80 12,300 SH OTH 3 0 0 12,300 RETEK INC COM 76128Q109 6,874.00 282,011 SH SOLE 3 276,914 0 4,500 REUTERS GROUP PLC SPONS ADR COM 76132M102 1,169.98 11,878 SH SOLE 2 11,878 REUTERS GROUP PLC SPONS ADR COM 76132M102 27,316.32 277,323 SH SOLE 2 277,323 REYNOLDS & REYNOLDS CO CL A COM 761695105 874.80 43,200 SH OTH 3 0 0 43,200 REYNOLDS & REYNOLDS CO CL A COM 761695105 7,539.10 372,300 SH SOLE 3 357,400 0 14,900 RF MICRO DEVICES INC COM 749941100 5,761.90 210,000 SH SOLE 3 207,200 0 1,200 RGS ENERGY GROUP COM 74956K104 5,799.80 178,800 SH SOLE 3 158,600 0 20,200 RHYTHMS NETCONNECTIONS COM 762430205 180.10 160,100 SH SOLE 3 51,500 0 108,600 RHYTHMS NETCONNECTIONS INC COM 762430205 23.63 21,000 SH SOLE 2 21,000 RICHMOND COUNTY FINANCIAL CORP COM 764556106 3,218.60 123,200 SH SOLE 3 113,000 0 8,200 RIGGS NATL CORP WASH D C COM 766570105 57.10 4,100 SH SOLE 3 4,100 0 0 RIGHTCHOICE MANAGED CARE (COM) COM 76657T102 1,396.00 40,100 SH SOLE 3 25,100 0 15,000 RITE AID CORP CLL 767754104 2.50 20,000 SH CLL SOLE 2 20,000 RITE AID CORP COM 767754104 124.21 52,300 SH SOLE 2 52,300 RITE AID CORP COM 767754104 147.20 62,000 SH SOLE 3 0 0 62,000 RIVIANA FOODS, INC. 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COM 775741101 519.60 64,950 SH SOLE 3 60,750 0 4,200 ROPER INDS INC (NEW) COM 776696106 109.10 3,300 SH SOLE 3 3,300 0 0 ROPER INDS INC (NEW) COM 776696106 8,353.37 252,654 SH SOLE 2 252,654 ROSS STORES,INC COM 778296103 13,474.70 798,500 SH SOLE 3 798,500 0 0 ROUSE CO COM 779273101 155.60 6,100 SH SOLE 3 6,100 0 0 ROUSE CO COM 779273101 215.83 8,464 SH SOLE 2 8,464 ROUSE CO COM 779273101 978.69 38,380 SH SOLE 2 38,380 ROWAN COS INC COM 779382100 310.50 11,500 SH SOLE 3 11,500 0 0 ROYAL BANK OF CANADA COM 780087102 308.87 9,118 SH SOLE 2 9,118 ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 306.28 13,500 SH SOLE 2 13,500 ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 657.94 29,000 SH SOLE 2 29,000 ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 382.50 17,000 SH SOLE 2 17,000 ROYAL BK OF SCOTLAND GROUP PLC PRF 780097606 608.03 24,200 SH SOLE 2 24,200 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 2,059.10 34,000 SH SHD 1 34,000 0 0 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 34,103.10 563,106 SH OTH 3 32,500 0 0 ROYAL DUTCH PETROL CO.- NY SHS COM 780257804 142,144.40 2,347,070 SH SOLE 3 2,320,670 0 24,200 ROYAL DUTCH PETROLEUM COMPANY COM 780257804 11,750.40 194,021 SH SOLE 2 194,021 ROYAL DUTCH PETROLEUM COMPANY COM 780257804 14,952.82 246,899 SH SOLE 2 246,899 ROYAL KPN N.V. 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COM 785688102 1,280.09 68,500 SH SOLE 2 68,500 SABRE GROUP HOLDINGS COM 785905100 752.88 17,458 SH CLL SOLE 2 17,458 SABRE HOLDINGS CORP COM 785905100 104.80 2,429 SH SHD 1 2,429 0 0 SABRE HOLDINGS CORP COM 785905100 5,436.60 126,067 SH OTH 3 18,516 0 74,000 SABRE HOLDINGS CORP COM 785905100 223,098.40 5,173,360 SH SOLE 3 4,458,725 0 402,965 SAFECO CORP COM 786429100 94.70 2,880 SH SOLE 3 2,880 0 0 SAFEGUARD SCIENTIFICS COM 786449108 269.38 40,661 SH SOLE 2 40,661 SAFEGUARD SCIENTIFICS COM 786449108 308.10 46,500 SH SOLE 3 35,500 0 11,000 SAFEWAY INC COM 786514208 1,250.00 20,000 SH SHD 1 20,000 0 0 SAFEWAY INC COM 786514208 11,769.10 188,306 SH OTH 3 6,400 0 0 SAFEWAY INC COM 786514208 86,670.40 1,386,726 SH SOLE 3 1,383,426 0 3,300 SAFEWAY INC COM 786514208 175,760.56 2,812,169 SH SOLE 2 2,812,169 SAFEWAY INC COM 786514208 267,300.06 4,276,801 SH SOLE 2 4,276,801 SAFEWAY INC COM STK COM 786514208 3,265.94 52,255 SH SOLE 4 52,255 SAGA COMMUNICATION INC. CL-A COM 786598102 17,639.40 1,185,841 SH SOLE 3 938,211 0 247,630 SAKS INC. COM 79377W108 923.10 92,314 SH SOLE 3 92,314 0 0 SAKS INC COM 79377W108 263.20 26,320 SH SOLE 2 26,320 SALEM COMMUNICATIONS - CL A COM 794093104 17,007.80 1,138,600 SH SOLE 3 912,600 0 226,000 SALTON INC COM 795757103 1,164.71 56,300 SH SOLE 2 56,300 SALTON INC COM 795757103 1,793.60 86,700 SH SOLE 3 83,400 0 3,300 SAMSUNG ELECTRONICS-SPON GDR COM 796050888 638.50 8,930 SH OTH 3 8,930 0 0 SAN JUAN BASIN RLTY UBI COM 798241105 126.25 10,000 SH SOLE 2 10,000 SANCHEZ COMPUTER ASSOC COM 799702105 96.50 11,700 SH SOLE 3 0 0 11,700 SANDISK COM 80004C101 47.20 1,700 SH SHD 1 1,700 0 0 SANDISK COM 80004C101 1,304.20 47,000 SH OTH 3 1,500 0 0 SANDISK COM 80004C101 8,646.90 311,600 SH SOLE 3 301,400 0 8,200 SANDISK CORP COM 80004C101 1,461.04 52,650 SH SOLE 2 52,650 SANDISK CORP COM 80004C101 3,941.61 142,040 SH SOLE 2 142,040 SANGAMO BIOSCIENCES INC COM 800677106 195.00 10,000 SH SOLE 2 10,000 SANMINA CORP COM 800907107 160.90 2,100 SH SHD 1 2,100 0 0 SANMINA CORP COM 800907107 683.65 8,922 SH PUT SOLE 2 8,922 SANMINA CORP COM 800907107 2,911.40 37,996 SH OTH 3 0 0 3,400 SANMINA CORP COM 800907107 3,461.15 45,170 SH PUT SOLE 2 45,170 SANMINA CORP COM 800907107 34,182.40 446,100 SH SOLE 3 434,300 0 9,800 SANTA CRUZ OPERATION, INC. COM 801833104 160.16 125,000 SH SOLE 2 125,000 SANTA FE INTERNATIONAL CORP COM G7805C108 1,313.28 40,960 SH SOLE 2 40,960 SANTA FE INTERNATIONAL CORP COM G7805C108 4,311.93 134,485 SH SOLE 2 134,485 SANTANDER BANCORP COM 802809103 134.80 7,000 SH SOLE 3 7,000 0 0 SAP AKTIENGESELLSCHAFT COM 803054204 1,966.00 58,360 SH SOLE 2 58,360 SAP AKTIENGESELLSCHAFT COM 803054204 2,013.54 59,771 SH SOLE 2 59,771 SAPIENS INTL CORP N.V. COM N7716A102 16.41 15,000 SH SOLE 2 15,000 SAPIENT CORP COM 803062108 45.40 3,800 SH SHD 1 3,800 0 0 SAPIENT CORP COM 803062108 528.00 44,232 SH OTH 3 1,400 0 0 SAPIENT CORP COM 803062108 39,917.50 3,343,872 SH SOLE 3 3,332,372 0 9,900 SAPIENT CORP. COM 803062108 1,008.72 84,500 SH SOLE 2 84,500 SAPIENT CORP. COM 803062108 2,628.95 220,226 SH SOLE 2 220,226 SARA LEE CORP COM 803111103 27.00 1,100 SH OTH 3 1,100 0 0 SARA LEE CORP COM 803111103 760.43 30,959 SH SOLE 2 30,959 SARA LEE CORP COM 803111103 6,324.84 257,500 SH SOLE 2 257,500 SARA LEE CORP COM 803111103 107,682.40 4,384,018 SH SOLE 3 4,375,318 0 8,700 SATCON TECHNOLOGY CORP COM 803893106 30.60 3,100 SH SOLE 3 0 0 3,100 SATYAM INFOWAY LTD ADR COM 804099109 117.80 32,500 SH SOLE 3 0 0 32,500 SAUER-DANFOSS INC. COM 804137107 95.60 10,200 SH SOLE 3 10,200 0 0 SAUL CENTERS INC COM 804395101 186.25 10,000 SH SOLE 2 10,000 SAWTEK INC COM 805468105 281.70 6,100 SH SOLE 3 6,100 0 0 SAWTEK INC COM 805468105 646.60 14,000 SH OTH 3 0 0 14,000 SBA COMMUNICATIONS CORP COM 78388J106 17,747.20 432,200 SH SOLE 3 334,600 0 97,300 SBC COMMUNICATIONS INC COM 78387G103 3,727.70 78,066 SH SHD 1 78,066 0 0 SBC COMMUNICATIONS INC COM 78387G103 4,515.43 94,564 SH SOLE 2 94,564 SBC COMMUNICATIONS INC COM 78387G103 5,893.97 123,434 SH SOLE 2 123,434 SBC COMMUNICATIONS INC COM 78387G103 73,380.10 1,536,756 SH OTH 3 231,733 0 29,831 SBC COMMUNICATIONS INC COM 78387G103 405,000.10 8,481,743 SH SOLE 3 8,007,294 0 456,493 SBS BROADCASTING S,A, COM L8137F102 235.69 9,000 SH SOLE 2 9,000 SBS BROADCASTING S,A, COM L8137F102 450.69 17,210 SH SOLE 2 17,210 SBS TECHNOLOGIES INC COM 78387P103 227.50 7,600 SH SOLE 3 7,600 0 0 SCANA CORP COM 80589M102 2,852.80 96,500 SH SOLE 3 96,500 0 0 SCANA CORP NEW COM 80589M102 660.51 22,343 SH SOLE 2 22,343 SCENIX SERIES VC INVESTMENT COM USVC07930 2,000.00 685,471 SH SOLE 3 685,471 0 0 SCHERING-PLOUGH CORP PUT 806605101 0.94 10,000 SH PUT SOLE 2 10,000 SCHERING-PLOUGH CORP COM 806605101 22,852.50 402,687 SH OTH 3 67,744 0 24,300 SCHERING-PLOUGH CORP COM 806605101 25,780.79 454,287 SH SOLE 2 454,287 SCHERING-PLOUGH CORP COM 806605101 36,479.81 642,816 SH SOLE 2 642,816 SCHERING-PLOUGH CORP COM 806605101 286,249.40 5,043,951 SH SOLE 3 4,147,011 0 877,190 SCHLUMBERGER LTD COM 806857108 31,066.43 388,634 SH SOLE 2 388,634 SCHLUMBERGER LTD COM 806857108 38,977.68 487,602 SH SOLE 2 487,602 SCHLUMBERGER LTD. COM 806857108 12,010.00 150,242 SH OTH 3 55,700 0 23,500 SCHLUMBERGER LTD. COM 806857108 210,880.00 2,637,975 SH SOLE 3 1,966,600 0 664,655 SCHOLASTIC CORP COM 807066105 2,233.30 25,200 SH SOLE 3 17,200 0 8,000 SCHOLASTIC CORP COM 807066105 2,995.50 33,800 SH OTH 3 0 0 33,800 SCHOLASTIC CORP COM 807066105 9,016.00 101,732 SH SOLE 2 101,732 SCHOOL SPECIALTY INC. COM 807863105 495.50 24,700 SH SOLE 3 24,700 0 0 SCHOOL SPECIALTY, INC. COM 807863105 202.63 10,100 SH SOLE 2 10,100 SCHOOL SPECIALTY, INC. COM 807863105 3,199.97 159,500 SH SOLE 2 159,500 SCHULER HOMES INC COM 808188106 112.36 12,484 SH SOLE 2 12,484 SCHULER HOMES INC COM 808188106 10,800.00 1,200,000 SH SOLE 3 1,200,000 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,721.60 89,900 SH SOLE 3 85,500 0 4,400 SCICLONE PHARMACEUTICALS INC COM 80862K104 102.00 25,500 SH SOLE 3 15,800 0 8,600 SCIENT CORP COM 80864H109 362.70 111,612 SH SOLE 3 40,812 0 70,800 SCIENT CORP COM 80864H109 403.34 124,106 SH SOLE 2 124,106 SCIENTIFIC-ATLANTA INC. COM 808655104 354.90 10,900 SH SHD 1 10,900 0 0 SCIENTIFIC-ATLANTA INC. COM 808655104 2,355.10 72,325 SH OTH 3 14,000 0 0 SCIENTIFIC-ATLANTA INC. COM 808655104 27,176.70 834,600 SH SOLE 3 818,600 0 11,100 SCIQUEST.COM COM 80908Q107 12.20 9,300 SH SOLE 3 9,300 0 0 SCM MICROSYSTEMS INC COM 784018103 56.10 1,700 SH OTH 3 0 0 1,700 SCM MICROSYSTEMS INC COM 784018103 531.30 16,100 SH SOLE 3 14,300 0 1,600 SCM MICROSYSTEMS, INC. COM 784018103 330.00 10,000 SH SOLE 2 10,000 SCOTT TECHNOLOGIES INC COM 810022301 1,635.60 73,100 SH SOLE 3 65,100 0 8,000 SCOTTISH POWER PLC SPONSORED COM 81013T705 764.15 25,209 SH SOLE 2 25,209 SCP POOL CORP COM 784028102 1,997.70 66,450 SH SOLE 3 65,750 0 0 SCPIE HOLDINGS INC COM 78402P104 233.90 9,900 SH SOLE 3 9,900 0 0 SCREAMING MEDIA COM INC COM 810883108 284.76 94,921 SH SOLE 2 94,921 SDL INC COM 784076101 459.40 3,100 SH SHD 1 3,100 0 0 SDL INC COM 784076101 1,590.05 10,730 SH SOLE 2 10,730 SDL INC COM 784076101 5,008.70 33,800 SH OTH 3 2,900 0 0 SDL INC COM 784076101 85,138.20 574,530 SH SOLE 3 543,530 0 12,000 SEACHANGE INTERNATIONAL INC COM 811699107 42.70 2,100 SH SOLE 3 0 0 2,100 SEALED AIR CORP. COM 81211K100 727.10 23,840 SH SOLE 3 23,140 0 700 SEALED AIR CORP (NEW) COM 81211K100 461.07 15,117 SH SOLE 2 15,117 SEALED AIR SER A PFD COM 81211K209 1,036.00 32,125 SH SOLE 3 32,125 0 0 SEARS ROEBUCK & CO COM 812387108 2,797.40 80,500 SH SHD 1 80,500 0 0 SEARS ROEBUCK & CO COM 812387108 20,800.10 598,564 SH OTH 3 102,600 0 0 SEARS ROEBUCK & CO COM 812387108 158,873.50 4,571,900 SH SOLE 3 4,365,700 0 177,800 SECURE COMPUTING CORP COM 813705100 88.90 9,000 SH OTH 3 0 0 9,000 SECURE COMPUTING CORP COM 813705100 319.00 32,300 SH SOLE 3 31,900 0 0 SECURITY CAPITAL 2% REG S 5/22/03 MN PV CNV L81838AB7 4,121.06 4,859,000 SH SOLE 4 4,859,000 SECURITY CAPITAL GROUP B COM 81413P204 2,606.10 129,900 SH SOLE 3 120,500 0 9,400 SECURITY CAPITAL GROUP INC COM 81413P204 641.00 31,950 SH SOLE 2 31,950 SECURITY CAPITAL GROUP INC COM 81413P204 6,044.83 301,300 SH SOLE 2 301,300 SEI CORP COM 784117103 1,713.60 15,300 SH SOLE 3 15,100 0 200 SEI CORP COM 784117103 2,497.60 22,300 SH OTH 3 0 0 22,300 SEITEL INC COM 816074306 350.31 19,000 SH SOLE 2 19,000 SEITEL INC COM 816074306 1,036.20 56,200 SH SOLE 3 51,600 0 4,600 SELECTICA INC COM 816288104 62.90 2,600 SH SOLE 3 2,500 0 0 SEMCO ENERGY INC COM 78412D109 180.50 11,600 SH SOLE 3 11,600 0 0 SEMICONDUCTOR HLDRS TR COM 816636203 573.30 11,700 SH SOLE 2 11,700 SEMINIS, INC. COM 816658108 0.10 200 SH SOLE 3 200 0 0 SEMPRA ENERGY COM 816851109 2,910.20 125,168 SH OTH 3 69,727 0 31,999 SEMPRA ENERGY COM 816851109 30,772.80 1,323,562 SH SOLE 3 1,315,162 0 8,400 SEMTECH CORP COM 816850101 267.00 12,100 SH SOLE 3 6,300 0 5,800 SENIOR HOUSING PROPERTIES COM 81721M109 260.80 28,000 SH SOLE 3 28,000 0 0 SENSIENT TECHNOLOGIES CORP. COM 81725T100 2,322.80 102,100 SH SOLE 3 102,100 0 0 SENSORMATIC ELECTRONICS COM 817265101 2,911.10 145,100 SH SOLE 3 125,300 0 18,800 SEPRACOR INC COM 817315104 592.93 7,400 SH SOLE 2 7,400 SEPRACOR INC COM 817315104 1,081.70 13,500 SH OTH 3 700 0 0 SEPRACOR INC COM 817315104 4,166.50 52,000 SH SOLE 3 47,700 0 2,700 SEQUA CORP CL A COM 817320104 171.00 4,700 SH SOLE 3 3,000 0 1,500 SEQUENOM INC COM 817337108 37.80 2,700 SH SOLE 3 400 0 2,300 SERENA SOFTWARE INC COM 817492101 585.40 17,100 SH SOLE 3 13,800 0 3,300 SERENA SOFTWARE INC COM 817492101 1,711.72 50,000 SH SOLE 2 50,000 SEROLOGICALS CORP COM 817523103 677.80 45,000 SH SOLE 3 45,000 0 0 SERVICE CORP INTERNATIONAL COM 817565104 199.30 113,900 SH SOLE 3 97,600 0 13,600 SERVICE CORP INTERNATL COM 817565104 20.99 11,996 SH SOLE 2 11,996 SERVICE MASTER CO. COM 81760N109 1,401.00 121,828 SH SOLE 3 121,828 0 0 SERVICEMASTER COMPANY COM 81760N109 1,214.32 105,593 SH PUT SOLE 2 105,593 SHAW COMMUNICATIONS INC COM 82028K200 432.40 18,800 SH SOLE 2 18,800 SHAW COMMUNICATIONS INC COM 82028K200 754.40 32,800 SH SOLE 2 32,800 SHAW GROUP INC COM 820280105 915.00 18,300 SH SOLE 3 15,500 0 2,400 SHEFFIELD PHARMACEUTICALS INC COM 82123D309 46.88 10,000 SH SOLE 2 10,000 SHERWIN-WILLIAMS CO COM 824348106 3,259.30 123,870 SH OTH 3 2,400 0 0 SHERWIN-WILLIAMS CO COM 824348106 17,999.10 684,050 SH SOLE 3 664,650 0 19,400 SHINHAN BANK-SPONS GDR COM 824589303 359.90 21,486 SH OTH 3 21,486 0 0 SHIRE PHARMACEUTICALS GROUP COM 82481R106 6,969.76 151,311 SH SOLE 2 151,311 SHOPKO STORES INC COM 824911101 4,250.00 850,000 SH SOLE 3 841,600 0 7,500 SHURGARD STORAGE CENTERS INC COM 82567D104 723.40 29,600 SH OTH 3 0 0 29,600 SHURGARD STORAGE CENTERS INC COM 82567D104 1,434.50 58,700 SH SOLE 3 58,700 0 0 SICOR INC COM 825846108 747.90 51,800 SH SOLE 3 51,800 0 0 SIEBEL SYSTEMS INC COM 826170102 21,171.83 313,077 SH SOLE 2 313,077 SIEBEL SYSTEMS INC COM 826170102 48,291.96 714,114 SH SOLE 2 714,114 SIEBEL SYSTEMS INC. COM 826170102 723.60 10,700 SH SHD 1 10,700 0 0 SIEBEL SYSTEMS INC. COM 826170102 11,066.60 163,646 SH OTH 3 17,800 0 0 SIEBEL SYSTEMS INC. COM 826170102 123,807.30 1,830,792 SH SOLE 3 1,792,292 0 32,300 SIERRA HEALTH SERVICES INC COM 826322109 993.70 261,500 SH SOLE 2 261,500 SIERRA PACIFIC RES COM 826428104 4,765.70 296,700 SH SOLE 3 296,700 0 0 SIGMA ALDRICH CORP COM 826552101 283.05 7,200 SH SOLE 2 7,200 SIGMA ALDRICH CORP COM 826552101 1,081.10 27,500 SH OTH 3 0 0 27,500 SIGNET GROUP ADR (NEW) COM 82668L872 236.61 10,634 SH SOLE 2 10,634 SILICON GRAPHICS INC COM 827056102 25.20 6,312 SH SOLE 3 6,312 0 0 SILICON GRAPHICS INC COM 827056102 331.20 82,800 SH SOLE 2 82,800 SILICON IMAGE INC COM 82705T102 2.20 400 SH SOLE 3 0 0 0 SILICON LABORATORIES COM 826919102 100.60 7,000 SH SOLE 3 0 0 7,000 SILICON LABORATORIES INC COM 826919102 3,593.75 250,000 SH SOLE 2 250,000 SILICON STORAGE TECHNOLOGY COM 827057100 2,761.47 233,775 SH SOLE 2 233,775 SILICON STORAGE TECHNOLOGY COM 827057100 4,519.50 382,600 SH SOLE 3 375,700 0 900 SILICON VALLEY BANCSHS COM 827064106 2,267.30 65,600 SH OTH 3 1,900 0 34,100 SILICON VALLEY BANCSHS COM 827064106 9,003.50 260,500 SH SOLE 3 243,900 0 15,800 SILICON VALLEY GROUP INC COM 827066101 5,715.50 198,800 SH SOLE 3 183,200 0 15,000 SILICONIX INC (NEW) COM 827079203 2,207.20 98,100 SH SOLE 3 98,100 0 0 SILICONWARE PRECISION ADR COM 827084864 59.80 23,900 SH SOLE 3 23,900 0 0 SILICONWARE PRECISION ADR COM 827084864 941.00 376,400 SH OTH 3 0 0 0 SILVERSTREAM SOFTWARE INC COM 827907106 107.20 5,200 SH SOLE 3 4,800 0 0 SIMON PROPERTY GROUP INC COM 828806109 170.40 7,100 SH OTH 3 0 0 0 SIMON PROPERTY GROUP INC COM 828806109 4,845.60 201,900 SH SOLE 3 179,000 0 22,900 SIMPSON MANUFACTURING CO INC COM 829073105 229.50 4,500 SH SOLE 3 0 0 3,900 SINA.COM COM G81477104 5,451.17 1,744,373 SH SOLE 2 1,744,373 SINCLAIR BROADCAST GROUP INC COM 829226109 1,688.30 168,300 SH SOLE 3 166,800 0 0 SINCLAIR BROADCAST GROUP INC COM 829226109 2,239.58 223,260 SH PUT SOLE 2 223,260 SINOPEC SHANGHAI PETROCHEM COM 82935M109 120.31 12,500 SH SOLE 2 12,500 SIPEX CORP COM 829909100 706.20 29,500 SH SOLE 3 24,900 0 3,900 SIRIUS SATELLITE RADIO COM 82966U103 556.80 18,600 SH SOLE 3 18,200 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 955.01 31,900 SH SOLE 2 31,900 SITEL CORP COM 82980K107 10.60 3,700 SH SOLE 3 3,700 0 0 SK TELECOM CO LTD ADR COM 78440P108 603.20 25,601 SH SOLE 3 25,601 0 0 SK TELECOM CO LTD ADR COM 78440P108 1,303.97 55,341 SH SOLE 2 55,341 SK TELECOM CO LTD ADR COM 78440P108 1,459.41 61,938 SH SOLE 2 61,938 SK TELECOM CO LTD ADR COM 78440P108 5,361.60 227,549 SH OTH 3 106,148 0 0 SKECHERS USA INC CL-A COM 830566105 1,350.00 87,100 SH SOLE 3 79,200 0 7,900 SKY FINANCIAL GROUP INC COM 83080P103 2,648.80 158,138 SH SOLE 3 158,138 0 0 SKYLINE CORP COM 830830105 221.60 11,700 SH SOLE 3 0 0 11,700 SL GREEN REALTY COM 78440X101 470.40 16,800 SH OTH 3 0 0 16,800 SL GREEN REALTY COM 78440X101 1,870.40 66,800 SH SOLE 3 65,100 0 0 SMARTERKIDS.COM COM 83169C106 76.59 144,175 SH SOLE 2 144,175 SMARTFORCE PLC ADRS COM 83170A206 8,939.88 238,000 SH SOLE 2 238,000 SMARTFORCE PLC SPON ADR COM 83170A206 13,211.10 351,710 SH OTH 3 72,055 0 128,090 SMARTFORCE PLC SPON ADR COM 83170A206 34,404.60 915,930 SH SOLE 3 915,930 0 0 SMARTSERV ONLINE INC (NEW) COM 83169M203 60.30 8,500 SH SOLE 3 1,200 0 7,300 SMITH INTERNATIONAL(CALF COM 832110100 2,535.10 34,000 SH OTH 3 0 0 16,200 SMITH INTERNATIONAL(CALF COM 832110100 14,055.00 188,500 SH SOLE 3 187,200 0 1,300 SMITHFIELD FOODS INC. COM 832248108 969.80 31,900 SH OTH 3 0 0 31,900 SMITHFIELD FOODS INC. COM 832248108 2,577.90 84,800 SH SOLE 3 78,300 0 5,800 SMITHKLINE BEECHAM PLC ADR COM 832378301 875.10 14,072 SH SOLE 2 14,072 SMITHKLINE BEECHAM PLC ADR COM 832378301 1,264.58 20,335 SH SOLE 2 20,335 SMURFIT-STONE CONTAINER COM 832727101 793.20 53,100 SH SOLE 3 53,100 0 0 SNAP-ON INC COM 833034101 613.20 22,000 SH SOLE 3 21,500 0 0 SNOWBALL.COM INC COM 83335R102 35.57 81,300 SH SOLE 2 81,300 SOCKET COMMUNICATIONS INC COM 833672108 52.70 15,900 SH SOLE 3 0 0 15,900 SOCKET COMMUNICATIONS INC CMN COM 833672108 536.63 162,000 SH SOLE 4 162,000 SODEXHO MARIOTT SERVICES INC COM 833793102 39,825.00 1,800,000 SH SOLE 3 1,800,000 0 0 SOFTNET SYSTEMS INC COM 833964109 26.80 14,800 SH SOLE 3 14,800 0 0 SOFTWARE SPECTRUM, INC. COM 833960107 60.63 10,000 SH SOLE 2 10,000 SOLA INTERNATIONAL INC COM 834092108 165.00 40,000 SH SOLE 2 40,000 SOLECTRON CORP COM 834182107 3,512.10 103,602 SH OTH 3 1,400 0 0 SOLECTRON CORP COM 834182107 48,122.40 1,419,540 SH SOLE 3 1,376,540 0 36,100 SOLECTRON CORP COM 834182107 1,532.01 45,192 SH SOLE 4 45,192 SOLECTRON CORP COM 834182107 1,835.24 54,137 SH SOLE 2 54,137 SOLECTRON CORP COM 834182107 4,913.81 144,950 SH SOLE 2 144,950 SOLUTIA INC COM 834376105 76.20 6,350 SH SOLE 3 6,350 0 0 SOMERA COMMUNICATIONS COM 834458101 7.00 800 SH SOLE 3 0 0 0 SOMNUS MED TECHNOLOGIES INC COM 835397100 13.75 36,667 SH SOLE 2 36,667 SONERA CORP - ADR COM 835433202 69.50 4,000 SH SOLE 3 0 0 4,000 SONERA CORP ADS COM 835433202 1,075.51 61,900 SH SOLE 2 61,900 SONIC AUTOMOTIVE INC CL A COM 83545G102 209.70 30,500 SH SOLE 3 30,500 0 0 SONIC CORP COM 835451105 1,302.00 55,850 SH SOLE 3 47,150 0 8,700 SONIC WALL INC. COM 835470105 130.00 8,000 SH OTH 3 0 0 8,000 SONIC WALL INC. COM 835470105 490.80 30,200 SH SOLE 3 27,100 0 2,800 SONICBLUE, INC. COM 83546Q109 173.70 42,100 SH SOLE 3 33,700 0 8,400 SONOCO PRODUCTS CO COM 835495102 2,287.90 105,800 SH SOLE 3 105,800 0 0 SONUS NETWORKS INC COM 835916107 2.50 100 SH SOLE 3 100 0 0 SONUS NETWORKS INC COM 835916107 232.68 9,215 SH SOLE 2 9,215 SONUS NETWORKS INC COM 835916107 506.16 20,046 SH SOLE 2 20,046 SONY CORP COM 835699307 983.43 14,150 SH SOLE 2 14,150 SONY CORP COM 835699307 4,898.92 70,488 SH SOLE 2 70,488 SOURCE INFORMATION MGMT CO COM 836151209 186.80 49,800 SH SOLE 3 49,800 0 0 SOUTH FINANCIAL GROUP COM 837841105 192.10 14,500 SH SOLE 3 12,700 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 285.60 9,600 SH SOLE 3 9,600 0 0 SOUTHERN AFRICA FUND INC COM 842157109 536.23 48,200 SH SOLE 2 48,200 SOUTHERN ENERGY INC COM 842816100 487.00 17,200 SH OTH 3 0 0 17,200 SOUTHERN ENERGY INC COM 842816100 4,034.50 142,500 SH SOLE 3 140,700 0 1,800 SOUTHERN ENERGY INC. COM 842816100 2,136.18 75,450 SH SOLE 2 75,450 SOUTHERN ENERGY INC. COM 842816100 3,967.43 140,130 SH SOLE 2 140,130 SOUTHERN ENERGY INC. CMN COM 842816100 464.33 16,400 SH SOLE 4 16,400 SOUTHERN UNION CO (NEW) COM 844030106 657.70 24,820 SH SOLE 3 24,820 0 0 SOUTHTRUST CORP COM 844730101 877.30 21,562 SH SOLE 2 21,562 SOUTHTRUST CORP COM 844730101 2,027.62 49,834 SH SOLE 2 49,834 SOUTHTRUST CORP COM 844730101 2,181.00 53,604 SH OTH 3 2,800 0 0 SOUTHTRUST CORP COM 844730101 9,472.00 232,800 SH SOLE 3 232,800 0 0 SOUTHWEST AIRLINES CO COM 844741108 144.20 4,300 SH OTH 3 4,300 0 0 SOUTHWEST AIRLINES CO COM 844741108 460.97 13,748 SH SOLE 2 13,748 SOUTHWEST AIRLINES CO COM 844741108 763.21 22,762 SH SOLE 2 22,762 SOUTHWEST AIRLINES CO COM 844741108 32,471.50 968,431 SH SOLE 3 887,231 0 75,500 SOUTHWEST BANCORP OF TEXAS COM 84476R109 1,247.30 29,050 SH SOLE 3 29,050 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 1,610.16 37,500 SH SOLE 2 37,500 SOUTHWEST BANCORP OF TEXAS COM 84476R109 4,591.05 106,924 SH SOLE 2 106,924 SOUTHWEST GAS CORP COM 844895102 113.80 5,200 SH SOLE 3 3,100 0 0 SOUTHWEST GAS CORP COM 844895102 544.70 24,900 SH OTH 3 0 0 24,900 SOUTHWEST SECS GROUP INC COM 845224104 161.70 6,251 SH SOLE 3 5,651 0 0 SOUTHWEST SECS GROUP INC COM 845224104 700.70 27,080 SH OTH 3 0 0 27,080 SOUTHWESTERN ENERGY CO. COM 845467109 261.40 25,200 SH SOLE 3 25,200 0 0 SOVEREIGN BANCORP INC COM 845905108 6,815.20 838,800 SH SOLE 3 838,800 0 0 SOVRAN SELF STORAGE COM 84610H108 8,025.50 403,800 SH SOLE 3 284,700 0 119,100 SPARTECH CORP (NEW) COM 847220209 310.50 15,100 SH SOLE 3 15,100 0 0 SPECTRANETICS CORP COM 84760C107 65.63 50,000 SH SOLE 2 50,000 SPECTRASITE HOLDINGS INC COM 84760T100 3,557.25 268,472 SH SOLE 2 268,472 SPECTRASITE HOLDINGS INC COM 84760T100 13,988.00 1,055,700 SH SOLE 3 845,200 0 206,400 SPHERION CORP COM 848420105 905.00 80,000 SH OTH 3 0 0 80,000 SPHERION CORP COM 848420105 1,407.30 124,400 SH SOLE 3 117,400 0 5,500 SPIEGEL INC CL-A NON VTG COM 848457107 1,345.50 312,000 SH SOLE 3 306,500 0 5,500 SPIEKER PROPERTIES,INC. COM 848497103 476.20 9,500 SH OTH 3 0 0 0 SPIEKER PROPERTIES,INC. COM 848497103 1,583.95 31,600 SH SOLE 2 31,600 SPIEKER PROPERTIES,INC. COM 848497103 8,068.37 160,965 SH SOLE 2 160,965 SPIEKER PROPERTIES,INC. COM 848497103 18,659.00 372,250 SH SOLE 3 344,750 0 27,500 SPORTS CLUB CO INC COM 84917P100 56.25 20,000 SH SOLE 2 20,000 SPORTSLINE.COM INC COM 848934105 55.99 10,539 SH SOLE 2 10,539 SPORTSLINE.COM INC COM 848934105 110.50 20,800 SH SOLE 3 17,000 0 3,800 SPRINGS INDUSTRIES INC. COM 851783100 2,757.20 85,000 SH OTH 3 0 0 85,000 SPRINGS INDUSTRIES INC. COM 851783100 8,174.20 252,000 SH SOLE 3 228,000 0 22,900 SPRINT CORP COM 852061100 853.10 42,000 SH SHD 1 42,000 0 0 SPRINT CORP COM 852061100 2,320.74 114,252 SH SOLE 2 114,252 SPRINT CORP COM 852061100 3,477.70 171,211 SH OTH 3 54,860 0 4,925 SPRINT CORP COM 852061100 5,357.18 263,738 SH SOLE 2 263,738 SPRINT CORP COM 852061100 38,285.00 1,884,811 SH SOLE 3 1,536,696 0 343,615 SPRINT CORP (PCS GRP) COM 852061506 785.00 38,410 SH SOLE 2 38,410 SPRINT CORP (PCS GRP) COM 852061506 1,529.13 74,820 SH SOLE 2 74,820 SPRINT CORP PCS GROUP COM 852061506 994.50 48,661 SH OTH 3 35,452 0 10,350 SPRINT CORP PCS GROUP COM 852061506 78,069.80 3,820,085 SH SOLE 3 3,058,700 0 528,355 SPS TECHNOLOGIES INC COM 784626103 1,490.90 27,200 SH SOLE 3 24,200 0 2,300 SPSS INC. COM 78462K102 2.20 100 SH SOLE 3 100 0 0 SPX CORP COM 784635104 768.10 7,100 SH OTH 3 0 0 7,100 SPX CORP COM 784635104 774.40 7,158 SH SOLE 3 5,158 0 2,000 ST JUDE MEDICAL INC COM 790849103 964.60 15,700 SH OTH 3 0 0 15,700 ST JUDE MEDICAL INC COM 790849103 25,097.20 408,500 SH SOLE 3 408,500 0 0 ST. JOE CO. COM 790148100 1,203.40 54,700 SH SOLE 3 54,700 0 0 ST. MARY LAND & EXPL CO. COM 792228108 2,398.50 72,000 SH SOLE 3 60,100 0 11,000 ST.PAUL COS INC COM 792860108 2,209.40 40,679 SH OTH 3 1,700 0 0 ST.PAUL COS INC COM 792860108 18,396.70 338,720 SH SOLE 3 333,120 0 5,600 STAFF LEASING INC COM 852381102 1,008.40 336,136 SH SOLE 3 336,136 0 0 STAMPS.COM INC COM 852857101 63.70 22,900 SH SOLE 3 22,900 0 0 STANCORP FINANCIAL GROUP COM 852891100 4,307.10 90,200 SH SOLE 3 82,400 0 7,800 STANDARD & POORS DEP RCPTS SPDR COM 78462F103 95,766.88 730,000 SH SOLE 4 730,000 STANDARD MICROSYSTEMS COM 853626109 731.00 36,100 SH SOLE 3 35,500 0 0 STANDARD PACIFIC CORP NEW COM 85375C101 3,966.70 169,700 SH SOLE 3 159,300 0 10,400 STANDARD REGISTER CO COM 853887107 944.80 66,300 SH SOLE 3 47,400 0 18,900 STANDEX INTERNATL CORP COM 854231107 4,460.90 216,286 SH SOLE 3 214,386 0 1,900 STAPLES, INC. COM 855030102 306.53 25,950 SH SOLE 2 25,950 STAPLES, INC. COM 855030102 2,699.20 228,500 SH SOLE 3 225,500 0 3,000 STAPLES, INC. COM 855030102 4,260.00 360,635 SH SOLE 2 360,635 STARBASE CORP (NEW) COM 854910205 23.44 10,000 SH SOLE 2 10,000 STARBASE CORP (NEW) COM 854910205 170.90 72,900 SH SOLE 3 41,800 0 31,100 STARBUCKS CORP. COM 855244109 1,973.10 44,590 SH OTH 3 300 0 0 STARBUCKS CORP. COM 855244109 3,216.80 72,696 SH SOLE 2 72,696 STARBUCKS CORP. COM 855244109 3,371.14 76,184 SH SOLE 2 76,184 STARBUCKS CORP. COM 855244109 7,005.80 158,324 SH SOLE 3 158,324 0 0 STARMEDIA NETWORK INC COM 855546107 193.10 102,144 SH SOLE 3 92,044 0 9,500 STARMEDIA NETWORK, INC. COM 855546107 295.74 156,426 SH SOLE 2 156,426 STARTEK INC COM 85569C107 221.40 14,400 SH SOLE 3 14,400 0 0 STARTEK INC COM 85569C107 538.13 35,000 SH SOLE 2 35,000 STARWOOD HOTELS & RESORTS COM 85590A203 282.00 8,000 SH SHD 1 8,000 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 3,443.78 97,696 SH SOLE 2 97,696 STARWOOD HOTELS & RESORTS COM 85590A203 6,194.62 175,734 SH SOLE 2 175,734 STARWOOD HOTELS & RESORTS COM 85590A203 7,485.40 212,351 SH OTH 3 74,068 0 41,700 STARWOOD HOTELS & RESORTS COM 85590A203 161,557.70 4,583,048 SH SOLE 3 3,341,082 0 1,234,546 STATE AUTO FINANCIAL CORP COM 855707105 25.00 1,400 SH SOLE 3 0 0 0 STATE BANK OF INDIA-GDR COM 856552203 82.80 10,000 SH SOLE 3 10,000 0 0 STATE STREET CORP COM 857477103 13,304.90 107,116 SH OTH 3 54,314 0 24,300 STATE STREET CORP COM 857477103 340,828.70 2,743,861 SH SOLE 3 1,789,536 0 947,315 STATE STREET CORP (NEW) COM 857477103 974.55 7,846 SH SOLE 2 7,846 STATE STREET CORP (NEW) COM 857477103 1,383.45 11,138 SH SOLE 2 11,138 STATEN ISLAND BANCORP INC COM 857550107 2,969.00 138,900 SH SOLE 3 138,900 0 0 STATION CASINOS INC COM 857689103 23,090.40 1,545,800 SH SOLE 3 1,274,200 0 271,600 STEAMCELLS INC COM 85857R105 278.76 111,504 SH SOLE 2 111,504 STEEL DYNAMICS INC COM 858119100 1,839.28 167,207 SH SOLE 2 167,207 STEELCASE INC CL-A COM 858155203 1,662.20 119,800 SH OTH 3 0 0 119,800 STEELCASE INC CL-A COM 858155203 6,747.40 486,300 SH SOLE 3 463,900 0 22,400 STEIN MART INC COM 858375108 162.80 14,000 SH SOLE 3 12,800 0 0 STEINWAY MUSICAL INSTRUMENTS COM 858495104 462.79 25,800 SH SOLE 2 25,800 STEINWAY MUSICAL INSTRUMENTS COM 858495104 572.48 31,915 SH SOLE 2 31,915 STEPAN CO COM 858586100 66.30 2,800 SH SOLE 3 500 0 2,300 STERICYCLE INC COM 858912108 522.30 13,700 SH SOLE 3 13,400 0 0 STERIS CORP COM 859152100 19.40 1,200 SH SOLE 3 0 0 0 STERIS CORP COM 859152100 495.00 30,700 SH OTH 3 0 0 30,700 STERLING BANCSHS INC COM 858907108 323.90 16,400 SH SOLE 3 16,400 0 0 STEVEN MADDEN LTD COM 556269108 139.50 18,300 SH SOLE 3 18,300 0 0 STEWART & STEVENSON SVCS COM 860342104 1,700.50 74,900 SH SOLE 3 72,900 0 0 STEWART ENTERPRISES INC COM 860370105 24.20 12,700 SH SOLE 3 12,700 0 0 STEWART ENTERPRISES INC COM 860370105 86.76 45,512 SH SOLE 2 45,512 STEWART ENTERPRISES INC COM 860370105 443.20 232,500 SH SOLE 2 232,500 STEWART INFORMATION SVCS CORP COM 860372101 1,870.40 84,300 SH SOLE 3 84,300 0 0 STHN PAC PETE ADR (NEW) COM 843581307 48.44 25,000 SH SOLE 2 25,000 STILLWATER MINING CO. COM 86074Q102 661.10 16,800 SH SOLE 3 16,800 0 0 STILLWATER MINING CO. COM 86074Q102 1,034.90 26,300 SH OTH 3 0 0 26,300 STILLWELL FINANCIAL INC COM 860831106 39.40 1,000 SH OTH 3 1,000 0 0 STILLWELL FINANCIAL INC COM 860831106 9,063.30 229,814 SH SOLE 3 229,814 0 0 STILWELL FINL INC COM 860831106 3,943.75 100,000 SH SOLE 2 100,000 STIRLING COOKE BROWN HOLDINGS COM G84951105 2,366.42 1,893,137 SH SOLE 2 1,893,137 STMICROELECTRONICS NV COM 861012102 209.78 4,900 SH SOLE 2 4,900 STMICROELECTRONICS NV COM 861012102 468.37 10,940 SH SOLE 2 10,940 STND MOTOR PROD INC CL-A COM 853666105 100.56 13,635 SH SOLE 2 13,635 STOLT OFFSHORE COM L8873E103 2,207.70 200,700 SH SOLE 3 200,700 0 0 STONERIDGE INC. COM 86183P102 41.20 6,100 SH SOLE 3 6,100 0 0 STORAGE NETWORKS INC COM 86211E103 297.80 12,000 SH SOLE 3 0 0 12,000 STORAGE TECHNOLOGY CORP COM 862111200 402.30 44,700 SH SOLE 3 43,800 0 0 STORAGE USA INC COM 861907103 1,577.98 49,700 SH SOLE 2 49,700 STORAGE USA INC COM 861907103 3,949.70 124,400 SH SOLE 3 124,400 0 0 STORAGE USA INC COM 861907103 8,498.81 267,679 SH SOLE 2 267,679 STORAGENETWORKS INC. COM 86211E103 1,342.36 54,100 SH SOLE 2 54,100 STORAGENETWORKS INC. COM 86211E103 3,029.98 122,115 SH SOLE 2 122,115 STRATEGIC HOTEL CPTL CV DB 6.5%5/11/08J CNV 862990AA6 500.00 500,000 SH SOLE 4 500,000 STRATEGIC HOTEL CAPTL INC (RSTRCTD SHS) COM 862991205 499.99 41,666 SH SOLE 4 41,666 STRATEGIC PARTNERS LP COM 009000120 0.00 3,000,000 SH OTH 3 0 0 0 STRUCTURAL DYNAMICS RESEARCH COM 863555108 9.00 900 SH SOLE 3 0 0 0 STRUM RUGER & CO INC COM 864159108 120.80 12,800 SH SOLE 3 6,100 0 6,700 STRYKER CORP COM 863667101 708.66 14,008 SH SOLE 2 14,008 STRYKER CORP COM 863667101 1,129.42 22,325 SH SOLE 2 22,325 STRYKER CORP COM 863667101 1,391.20 27,500 SH OTH 3 300 0 0 STRYKER CORP COM 863667101 8,585.10 169,700 SH SOLE 3 142,400 0 27,300 SUBURBAN PROPANE PARTNERS, LP COM 864482104 25,911.59 1,184,530 SH SOLE 2 1,184,530 SUBURBAN PROPANE PARTNERS, LP COM 864482104 26,960.41 1,232,476 SH SOLE 2 1,232,476 SUIZA FOODS CORP COM 865077101 2,732.88 56,935 SH PUT SOLE 2 56,935 SUIZA FOODS CORP. COM 865077101 3,700.80 77,100 SH OTH 3 1,100 0 36,000 SUIZA FOODS CORP. COM 865077101 11,865.60 247,200 SH SOLE 3 228,800 0 17,900 SUMMIT BANCORP COM 866005101 7.60 200 SH OTH 3 200 0 0 SUMMIT BANCORP COM 866005101 271.10 7,100 SH SOLE 3 7,100 0 0 SUMMIT BANCORP COM 866005101 323.56 8,473 SH SOLE 2 8,473 SUMMIT BANCORP COM 866005101 5,941.86 155,597 SH SOLE 2 155,597 SUMMIT PROPERTIES INC COM 866239106 304.20 11,700 SH SOLE 2 11,700 SUMMIT PROPERTIES INC COM 866239106 2,639.00 101,500 SH SOLE 3 99,800 0 0 SUN COMMUNITIES INC COM 866674104 16,666.20 497,500 SH SOLE 3 395,700 0 101,800 SUN INTL HOTELS LTD (ORD) COM P8797T133 304.00 12,800 SH SOLE 2 12,800 SUN INTL HOTELS LTD (ORD) COM P8797T133 674.52 28,401 SH SOLE 2 28,401 SUN LIFE FINL SVCS CDA INC COM 866796105 723.69 27,181 SH SOLE 2 27,181 SUN LIFE FINL SVCS CDA INC COM 866796105 954.64 35,855 SH SOLE 2 35,855 SUN MICROSYSTEMS,INC COM 866810104 2,358.20 84,600 SH SHD 1 84,600 0 0 SUN MICROSYSTEMS,INC COM 866810104 39,727.30 1,425,196 SH OTH 3 177,014 0 47,100 SUN MICROSYSTEMS,INC COM 866810104 68,106.76 2,443,292 SH SOLE 2 2,443,292 SUN MICROSYSTEMS,INC COM 866810104 101,235.76 3,631,776 SH SOLE 2 3,631,776 SUN MICROSYSTEMS,INC COM 866810104 555,641.70 19,932,893 SH SOLE 3 18,691,183 0 929,230 SUN MICROSYSTEMS,INC CMN COM 866810104 4,265.99 153,040 SH SOLE 4 153,040 SUNBEAM CORP COM 867071102 23.40 74,785 SH SOLE 3 74,785 0 0 SUNGARD DATA SYSTEMS,INC COM 867363103 598.30 12,696 SH SOLE 2 12,696 SUNGARD DATA SYSTEMS,INC COM 867363103 956.60 20,300 SH OTH 3 1,800 0 18,500 SUNGARD DATA SYSTEMS,INC COM 867363103 11,230.59 238,315 SH SOLE 2 238,315 SUNGARD DATA SYSTEMS,INC COM 867363103 34,605.60 734,336 SH SOLE 3 693,336 0 38,200 SUNOCO INC. COM 86764P109 444.70 13,200 SH SOLE 3 11,400 0 1,800 SUNOCO INC. COM 86764P109 3,493.40 103,700 SH OTH 3 0 0 103,700 SUNQUEST INFORMATION SYSTEMS COM 867654105 178.75 20,000 SH SOLE 2 20,000 SUNRISE ASSISTED LIVING INC COM 86768K106 17.50 700 SH SOLE 3 0 0 0 SUNRISE TECHNOLOGIES INTL INC COM 86769L103 72.30 40,600 SH SOLE 3 0 0 40,600 SUNRISE TELECOM INC COM 86769Y105 55.10 14,100 SH SOLE 3 0 0 14,100 SUNTERRA CORP. COM 86787D109 18.10 722,000 SH SOLE 3 722,000 0 0 SUNTRUST BANKS INC $1.00 PAR COM 867914103 594.47 9,436 SH SOLE 2 9,436 SUNTRUST BANKS INC $1.00 PAR COM 867914103 604.80 9,600 SH SHD 1 9,600 0 0 SUNTRUST BANKS INC $1.00 PAR COM 867914103 6,250.61 99,216 SH SOLE 2 99,216 SUNTRUST BANKS INC $1.00 PAR COM 867914103 9,180.20 145,717 SH OTH 3 13,100 0 0 SUNTRUST BANKS INC $1.00 PAR COM 867914103 42,834.10 679,907 SH SOLE 3 669,307 0 10,600 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 36.29 10,010 SH SOLE 2 10,010 SUPERGEN INC COM 868059106 126.30 9,100 SH SOLE 3 2,200 0 6,400 SUPERGEN INC COM 868059106 208.13 15,000 SH SOLE 2 15,000 SUPERIOR ENERGY SERVICES INC COM 868157108 71.30 6,200 SH SOLE 3 3,800 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 871.10 27,600 SH OTH 3 0 0 27,600 SUPERIOR INDUSTRIES INTL COM 868168105 2,667.00 84,500 SH SOLE 3 75,300 0 9,200 SUPERTEX INC COM 868532102 110.70 5,600 SH SOLE 3 5,600 0 0 SUPERVALU INC COM 868536103 68.00 4,900 SH SHD 1 4,900 0 0 SUPERVALU INC COM 868536103 4,108.30 296,092 SH OTH 3 76,600 0 0 SUPERVALU INC COM 868536103 15,235.20 1,098,029 SH SOLE 3 1,067,729 0 28,800 SURGUTNEFTEGAZ SP ADR COM 868861204 969.40 94,580 SH SOLE 3 94,580 0 0 SURGUTNEFTEGAZ SP ADR COM 868861204 5,737.60 559,768 SH OTH 3 0 0 0 SURGUTNEFTEGAZ-SP ADR PREF COM 868861105 212.40 23,600 SH SOLE 3 23,600 0 0 SURGUTNEFTEGAZ-SP ADR PREF COM 868861105 1,327.50 147,500 SH OTH 3 0 0 0 SUSQUEHANNA BANCSHS COM 869099101 2,694.40 163,300 SH SOLE 3 162,700 0 0 SWIFT ENERGY CO. 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COM 87157A105 0.90 190 SH SOLE 3 190 0 0 SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 2,549.90 70,100 SH SOLE 3 65,300 0 4,400 SYNOPSYS INC COM 871607107 763.70 16,100 SH OTH 3 300 0 15,800 SYNOPSYS INC COM 871607107 830.16 17,500 SH CLL SOLE 2 17,500 SYNOPSYS INC COM 871607107 8,221.20 173,306 SH SOLE 3 173,306 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 60.60 2,250 SH SOLE 3 350 0 1,900 SYNOVUS FINANCIAL CORP COM 87161C105 583.90 21,677 SH OTH 3 0 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 409.10 15,187 SH SOLE 2 15,187 SYSCO CORP COM 871829107 1,382.46 46,082 SH SOLE 2 46,082 SYSCO CORP COM 871829107 1,386.00 46,200 SH SHD 1 46,200 0 0 SYSCO CORP COM 871829107 2,885.40 96,180 SH SOLE 2 96,180 SYSCO CORP COM 871829107 22,039.70 734,656 SH OTH 3 82,500 0 0 SYSCO CORP COM 871829107 240,003.80 8,000,128 SH SOLE 3 7,835,128 0 158,600 SYSTEMS & COMPUTER TECH COM 871873105 65.30 5,300 SH SOLE 3 4,500 0 0 T ROWE PRICE ASSOCIATES,INC COM 741477103 35.90 850 SH SOLE 3 850 0 0 T ROWE PRICE ASSOCIATES,INC COM 741477103 642.44 15,200 SH SOLE 2 15,200 TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 2,774.52 160,842 SH SOLE 2 160,842 TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 15,041.02 871,943 SH SOLE 2 871,943 TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 622.70 36,100 SH OTH 3 36,100 0 0 TAKE TWO INTERACTIVE SOFTWARE COM 874054109 668.10 58,100 SH SOLE 3 54,000 0 4,100 TALBOTS, INC. COM 874161102 483.60 10,600 SH SHD 1 10,600 0 0 TALBOTS, INC. COM 874161102 5,297.10 116,100 SH OTH 3 200 0 19,600 TALBOTS, INC. COM 874161102 48,677.30 1,066,900 SH SOLE 3 1,028,800 0 30,800 TALCON LP UNITS COM 009876547 0.00 5,500 SH OTH 3 0 0 0 TALK.COM INC. 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COM 87233Q108 26,676.46 1,385,790 SH SOLE 2 1,385,790 TCF FINANCIAL CORP COM 872275102 1,581.08 35,480 SH SOLE 2 35,480 TCF FINANCIAL CORP COM 872275102 1,644.40 36,900 SH SOLE 3 11,400 0 25,500 TD WATERHOUSE GROUP INC COM 872362108 365.70 27,600 SH OTH 3 0 0 27,600 TD WATERHOUSE GROUP INC COM 872362108 3,148.30 237,610 SH SOLE 3 234,310 0 3,300 TDSM 24/7 MEDIA COM 901314104 6.40 12,100 SH SOLE 3 3,800 0 8,300 TECH DATA CORP COM 878237106 2,585.70 95,600 SH OTH 3 1,500 0 59,600 TECH DATA CORP COM 878237106 16,336.30 604,000 SH SOLE 3 529,000 0 68,900 TECHNE CORP COM 878377100 739.30 20,500 SH OTH 3 1,200 0 19,300 TECHNE CORP COM 878377100 3,542.10 98,220 SH SOLE 3 91,620 0 6,600 TECHNITROL INC COM 878555101 785.50 19,100 SH OTH 3 0 0 19,100 TECHNITROL INC COM 878555101 5,140.60 125,000 SH SOLE 3 94,200 0 30,400 TECHNOLOGY SOLUTIONS COM 87872T108 294.70 138,700 SH SOLE 3 138,700 0 0 TECO ENERGY INC. COM 872375100 1,023.00 31,600 SH SOLE 3 31,600 0 0 TECO ENERGY INC. 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COM 879131100 29,325.00 870,500 SH SOLE 3 864,200 0 3,700 TELE1 EUROPE HLDG AB COM 87944T201 47.41 10,250 SH SOLE 2 10,250 TELE1 EUROPE HOLDINGS ADR COM 87944T200 73.80 17,612 SH OTH 3 0 0 17,612 TELECOM ITALIA SPA SPON ADR COM 87927W106 282.40 2,560 SH SOLE 2 2,560 TELECOMUNICACOES BRASILEIRAS COM 879287308 924.06 12,680 SH SOLE 2 12,680 TELECORP PCS INC COM 879300101 33.60 1,500 SH SOLE 3 1,500 0 0 TELECORP PCS INC COM 879300101 494.50 22,100 SH OTH 3 0 0 22,100 TELECORP PCS INC NEW COM 879300101 345.54 15,443 SH SOLE 2 15,443 TELEDYNE TECHNOLOGIES INC COM 879360105 461.10 19,519 SH SOLE 3 19,519 0 0 TELEFLEX INC. COM 879369106 1,034.00 23,400 SH OTH 3 0 0 23,400 TELEFLEX INC. COM 879369106 1,895.60 42,900 SH SOLE 3 29,800 0 13,100 TELEFONICA OF ARGENTINA S.A. COM 879378206 494.83 17,100 SH SOLE 2 17,100 TELEFONICA S.A. ADR COM 879382208 1,426.80 28,536 SH SOLE 2 28,536 TELEFONICA S.A. 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COM 879664100 79.10 1,400 SH OTH 3 1,400 0 0 TELLABS INC. COM 879664100 20,494.50 362,734 SH SOLE 3 362,734 0 0 TELLABS INC. COM 879664100 21,817.25 386,146 SH SOLE 2 386,146 TELLABS INC. COM 879664100 24,377.72 431,464 SH SOLE 2 431,464 TELMOS - PREFERENCE D COM 009154447 0.00 172,662 SH OTH 3 0 0 0 TELUS CORP COM 87971M202 308.14 11,880 SH SOLE 2 11,880 TEMPLE INLAND INC COM 879868107 10.70 200 SH SOLE 3 200 0 0 TENET HEALTHCARE CORP COM 88033G100 7,114.80 160,109 SH OTH 3 48,000 0 0 TENET HEALTHCARE CORP COM 88033G100 26,568.30 597,880 SH SOLE 3 589,680 0 8,200 TENET HEALTHCARE CORP COM 88033G100 368.83 8,300 SH SOLE 2 8,300 TENFOLD CORP COM 88033A103 300.00 200,000 SH SOLE 3 200,000 0 0 TENNANT CO COM 880345103 158.40 3,300 SH SOLE 3 3,300 0 0 TENNECO AUTOMOTIVE INC COM 880349105 304.20 101,400 SH SOLE 3 93,300 0 8,100 TEPPCO PARTNERS L.P. COM 872384102 20,452.36 832,666 SH SOLE 2 832,666 TEPPCO PARTNERS L.P. 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COM 882508104 1,691.30 35,700 SH SHD 1 35,700 0 0 TEXAS INSTRUMENTS INC. COM 882508104 8,880.82 187,458 SH SOLE 2 187,458 TEXAS INSTRUMENTS INC. COM 882508104 21,809.46 460,358 SH SOLE 2 460,358 TEXAS INSTRUMENTS INC. COM 882508104 28,957.00 611,230 SH OTH 3 100,897 0 16,700 TEXAS INSTRUMENTS INC. COM 882508104 210,395.90 4,440,935 SH SOLE 3 4,229,090 0 185,155 TEXAS REGIONAL BANCSHS-A COM 882673106 1,215.50 37,400 SH SOLE 3 33,600 0 3,800 TEXAS REGIONAL BANCSHS-A W/I COM 882673106 124.80 3,740 SH SOLE 3 3,360 0 380 TEXTRON INC.DEL. COM 883203101 762.60 16,400 SH SOLE 2 16,400 TEXTRON INC.DEL. COM 883203101 1,843.26 39,640 SH SOLE 2 39,640 TEXTRON INC.DEL. COM 883203101 3,058.30 65,769 SH OTH 3 1,400 0 0 TEXTRON INC.DEL. COM 883203101 3,943.20 84,800 SH SOLE 3 82,300 0 2,500 THE BOSTON BEER CO.,INC. CL-A COM 100557107 5,914.20 671,110 SH SOLE 3 671,110 0 0 THE CATO CORP CL A COM 149205106 2,480.50 180,400 SH SOLE 3 176,000 0 4,400 THE CIT GROUP COM 125577106 373.32 18,550 SH SOLE 2 18,550 THE FIRST AMERICAN CORP COM 318522307 5,578.90 169,700 SH SOLE 3 169,700 0 0 THE GAP INC COM 364760108 35.70 1,400 SH OTH 3 1,400 0 0 THE GAP INC COM 364760108 5,571.80 218,500 SH SOLE 3 187,700 0 30,800 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 204,240.68 1,909,907 SH SOLE 2 1,909,907 THE GOLDMAN SACHS GROUP, INC. COM 38141G104 322,094.57 3,011,989 SH SOLE 2 3,011,989 THE GOLDMAN SACHS GROUP,INC. CMN COM 38141G104 30,624.76 286,380 SH SOLE 4 286,380 THE GS GRP,INC.0.75%11/05 EX-AMER 2YR CNV 9FI503JC6 6,238.55 6,460,000 SH SOLE 4 6,460,000 THE GS GRP,INC.1% 5/7REG S EX-ENRON 2YR CNV 9FI502HK2 2,665.40 2,660,000 SH SOLE 4 2,660,000 THE JOHN NUVEEN CO COM 478035108 500.20 8,700 SH OTH 3 0 0 8,700 THE JOHN NUVEEN CO COM 478035108 6,210.00 108,000 SH SOLE 3 100,100 0 7,300 THE MONY GROUP INC. COM 615337102 3,485.34 70,500 SH SOLE 2 70,500 THE PEPSI BOTTLING GROUP,INC COM 713409100 378.22 9,500 SH SOLE 2 9,500 THE SCOTTS CO COM 810186106 694.43 18,800 SH SOLE 2 18,800 THE SCOTTS CO COM 810186106 775.70 21,000 SH OTH 3 0 0 21,000 THE SCOTTS CO COM 810186106 1,824.70 49,400 SH SOLE 3 49,400 0 0 THE SOUTHERN CO. COM 842587107 1,205.91 36,268 SH SOLE 2 36,268 THE SOUTHERN CO. COM 842587107 7,272.01 218,707 SH SOLE 2 218,707 THE SOUTHERN CO. COM 842587107 10,799.30 324,791 SH OTH 3 12,000 0 0 THE SOUTHERN CO. COM 842587107 12,505.10 376,094 SH SOLE 3 367,294 0 8,800 THE TITAN CORP COM 888266103 445.20 27,400 SH SOLE 3 14,100 0 13,300 THE TITAN CORP COM 888266103 446.90 27,500 SH OTH 3 0 0 27,500 THE TOPPS CO. INC COM 890786106 430.00 46,800 SH OTH 3 0 0 46,800 THE TOPPS CO. INC COM 890786106 1,572.90 171,200 SH SOLE 3 153,700 0 15,800 THE TOWN & COUNTRY TRUST COM 892081100 1,101.78 57,050 SH SOLE 2 57,050 THE TOWN & COUNTRY TRUST COM 892081100 1,332.66 69,005 SH SOLE 2 69,005 THERMA WAVE INC COM 88343A108 5.60 400 SH SOLE 3 0 0 0 THERMO ELECTRON BEARER 4.25% 1/1/2003JJ CNV 883990AD5 2,029.86 2,020,000 SH SOLE 4 2,020,000 THERMO ELECTRON CONV CNV 883556AF9 1,077.21 1,095,000 SH SOLE 2 1,095,000 THERMO ELECTRON CONV CNV 883556AF9 1,396.43 1,419,500 SH SOLE 2 1,419,500 THERMO ELECTRON CONV 4 1/4 01/01/2003JJ CNV 883556AF9 201.00 200,000 SH SOLE 4 200,000 THERMO ELECTRON CORP. COM 883556102 687.23 23,100 SH PUT SOLE 2 23,100 THERMO ELECTRON CORP. COM 883556102 3,257.60 109,500 SH OTH 3 0 0 109,500 THERMO ELECTRON CORP. COM 883556102 5,089.80 171,085 SH SOLE 3 162,485 0 8,600 THOMAS INDUSTRIES COM 884425109 188.30 8,100 SH SOLE 3 8,100 0 0 THORATEC LABS CORP (NEW) COM 885175307 440.00 40,000 SH SOLE 2 40,000 T-HQ INC (NEW) COM 872443403 1,911.00 78,400 SH SOLE 3 77,800 0 0 THREE RIVERS BANCORP INC COM 88562Q107 14.40 1,750 SH SOLE 3 0 0 1,750 THREE-FIVE SYSTEMS INC COM 88554L108 799.20 44,400 SH SOLE 3 43,500 0 0 TIBCO SOFTWARE INC COM 88632Q103 15,531.80 324,000 SH SOLE 3 317,800 0 3,700 TIBCO SOFTWARE INC. COM 88632Q103 714.27 14,900 SH SOLE 4 14,900 TIBCO SOFTWARE INC. COM 88632Q103 3,233.62 67,455 SH PUT SOLE 2 67,455 TIBCO SOFTWARE INC. COM 88632Q103 6,289.93 131,211 SH PUT SOLE 2 131,211 TICKETMASTER ONLINE - CITY SEARCH COM 88633P203 1,728.60 206,400 SH SOLE 3 206,400 0 0 TICKETMASTER ONLINE - CITYSEARCH INC COM 88633P104 837.50 100,000 SH SOLE 3 100,000 0 0 TICKETS.COM INC COM 88633M101 5.91 21,000 SH SOLE 2 21,000 TIDEWATER INC COM 886423102 426.00 9,600 SH OTH 3 0 0 9,600 TIDEWATER INC COM 886423102 452.60 10,200 SH SOLE 3 10,200 0 0 TIFFANY & CO COM 886547108 773.99 24,474 SH SOLE 2 24,474 TIFFANY & CO COM 886547108 898.10 28,400 SH SHD 1 28,400 0 0 TIFFANY & CO COM 886547108 6,142.50 194,228 SH OTH 3 12,200 0 0 TIFFANY & CO COM 886547108 66,426.70 2,100,450 SH SOLE 3 2,057,550 0 30,800 TIMBERLAND CO CL A COM 887100105 421.30 6,300 SH OTH 3 0 0 6,300 TIMBERLAND CO CL A COM 887100105 100,514.50 1,503,020 SH SOLE 3 1,503,020 0 0 TIME WARNER INC COM 887315109 1,776.20 34,000 SH SHD 1 34,000 0 0 TIME WARNER INC COM 887315109 35,390.20 677,454 SH OTH 3 150,720 0 40,000 TIME WARNER INC COM 887315109 647,159.80 12,388,017 SH SOLE 3 9,718,337 0 2,358,110 TIME WARNER INC. COM 887315109 32,600.89 624,060 SH SOLE 2 624,060 TIME WARNER INC. COM 887315109 38,111.17 729,540 SH SOLE 2 729,540 TIME WARNER TELECOM COM 887319101 3,203.60 50,500 SH SOLE 3 11,100 0 39,400 TIME WARNER TELECOM -CL A COM 887319101 253.75 4,000 SH PUT SOLE 2 4,000 TIMKEN CO COM 887389104 2,592.40 171,400 SH SOLE 3 163,600 0 7,800 TIOGA TECHNOLOGIES LTD COM M8789G100 140.19 78,705 SH SOLE 2 78,705 TITAN INTERNATIONAL INC COM 88830M102 1,212.50 285,300 SH SOLE 3 285,300 0 0 TITAN PHARMACEUTICALS INC COM 888314101 286.50 8,100 SH SOLE 3 7,900 0 0 TITANIUM METALS CORP COM 888339108 317.25 47,000 SH SOLE 2 47,000 TIVO INC. COM 888706108 91.90 17,100 SH SOLE 3 0 0 17,100 TJX COS INC (NEW) COM 872540109 664.00 23,928 SH OTH 3 900 0 0 TJX COS INC (NEW) COM 872540109 9,235.20 332,800 SH SOLE 3 332,800 0 0 TMP WORLDWIDE COM 872941109 17,432.40 316,952 SH SOLE 3 314,652 0 900 TMP WORLDWIDE INC. 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STEWART & CO., LTD. COM G84922106 728.00 28,000 SH SOLE 2 28,000 W.P. STEWART & CO., LTD. COM G84922106 2,610.40 100,400 SH SOLE 2 100,400 W.R. GRACE & CO. (NEW) COM 38388F108 669.70 210,100 SH SOLE 3 199,200 0 8,500 WABASH NATIONAL CORP. COM 929566107 1,593.90 184,800 SH SOLE 3 180,600 0 4,200 WABTEC CORP COM 929740108 114.00 9,700 SH SOLE 3 9,700 0 0 WABTEC CORP COM 929740108 147.60 12,562 SH SOLE 2 12,562 WACHOVIA CORP NEW COM 929771103 312.71 5,380 SH SOLE 2 5,380 WACHOVIA CORP NEW COM 929771103 4,732.54 81,420 SH SOLE 2 81,420 WACHOVIA CORP NEW COM 929771103 6,034.00 103,811 SH SOLE 3 103,811 0 0 WACKENHUT CORP. 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COM 94106L109 4,383.90 157,978 SH OTH 3 28,000 0 0 WASTE MANAGEMENT INC. COM 94106L109 23,094.40 832,229 SH SOLE 3 816,129 0 13,700 WATCHGUARD TECHNOLOGIES INC COM 941105108 120.20 3,800 SH OTH 3 0 0 3,800 WATCHGUARD TECHNOLOGIES INC COM 941105108 379.50 12,000 SH SOLE 2 12,000 WATCHGUARD TECHNOLOGIES INC COM 941105108 2,403.50 76,000 SH SOLE 3 74,400 0 1,400 WATER PIK TECHNOLOGIES INC COM 94113U100 18.70 2,666 SH SOLE 3 2,666 0 0 WATERS CORP COM 941848103 133.60 1,600 SH OTH 3 800 0 0 WATERS CORP COM 941848103 17,894.00 214,300 SH SOLE 3 194,400 0 18,600 WATERS CORP COM 941848103 2,345.35 28,088 SH SOLE 2 28,088 WATSCO INC COM 942622200 12,841.80 1,114,740 SH SOLE 3 840,203 0 273,737 WATSON PHARMACEUTICALS INC COM 942683103 892.81 17,442 SH SOLE 2 17,442 WATSON PHARMACEUTICALS INC COM 942683103 33,167.20 647,956 SH SOLE 3 647,956 0 0 WATTS INDUSTRIES,INC CL A COM 942749102 1,853.70 133,600 SH SOLE 3 122,900 0 10,700 WAUSAU-MOSINEE PAPER CORP COM 943315101 101.25 10,000 SH SOLE 2 10,000 WAVE SYSTEMS CORP CL-A CLL 943526103 0.63 20,000 SH CLL SOLE 2 20,000 WAVE SYSTEMS CORP CL-A COM 943526103 92.20 20,500 SH SOLE 3 0 0 20,500 WEATHERFORD INTERNATIONAL COM 947074100 1,025.30 21,700 SH OTH 3 0 0 21,700 WEATHERFORD INTERNATIONAL COM 947074100 9,142.90 193,500 SH SOLE 3 191,100 0 2,400 WEBEX COMMUNICATIONS INC COM 94767L109 534.40 25,600 SH SOLE 2 25,600 WEBLINK WIRELESS INC COM 94769A101 99.70 29,000 SH SOLE 3 0 0 29,000 WEBMD CORP COM 94769M105 325.40 41,000 SH OTH 3 700 0 40,300 WEBMD CORP COM 94769M105 2,234.57 281,520 SH SOLE 2 281,520 WEBMD CORP COM 94769M105 3,639.40 458,510 SH SOLE 3 455,010 0 2,100 WEBMETHODS INC COM 94768C108 338.00 3,800 SH OTH 3 200 0 3,600 WEBMETHODS INC COM 94768C108 878.50 9,878 SH SOLE 3 9,778 0 0 WEBMETHODS INC COM 94768C108 6,839.47 76,902 SH SOLE 2 76,902 WEBSENSE INC COM 947684106 49.30 3,400 SH SOLE 3 3,400 0 0 WEBSTER FINANCIAL CORP COM 947890109 169.90 6,000 SH SOLE 3 6,000 0 0 WEBTRENDS CORP COM 94844D104 387.80 13,400 SH OTH 3 0 0 13,400 WEBTRENDS CORP COM 94844D104 599.00 20,700 SH SOLE 3 18,200 0 2,500 WEBTRENDS CORP COM 94844D104 2,604.38 90,000 SH SOLE 2 90,000 WEBTV NETWORKS CL-A COM 947903100 3,008.70 17,341 SH SOLE 3 17,341 0 0 WEBVAN GROUP COM 94845V103 0.00 100 SH OTH 3 100 0 0 WEBVAN GROUP COM 94845V103 61.80 131,912 SH SOLE 3 37,500 0 94,412 WEBVAN GROUP, INC. 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( NEW ) COM 949746101 246,177.30 4,420,690 SH SOLE 3 4,177,580 0 233,750 WENDYS INTL INC COM 950590109 23.60 900 SH SOLE 3 900 0 0 WENDYS INTL INC COM 950590109 1,714.90 65,331 SH OTH 3 0 0 0 WERNER ENTERPRISES INC COM 950755108 464.10 27,300 SH SOLE 3 27,300 0 0 WESBANCO INC COM 950810101 18.80 800 SH SOLE 3 0 0 0 WESCO FINANCIAL CORP. COM 950817106 126.80 450 SH SOLE 3 450 0 0 WESCO INTERNATIONAL INC. COM 95082P105 648.88 89,500 SH SOLE 2 89,500 WEST PHARAMCEUTICAL SERVICES COM 955306105 1,009.50 41,100 SH SOLE 3 41,100 0 0 WEST TELESERVICES COM 956188106 818.40 29,100 SH SOLE 3 20,400 0 8,700 WEST TELESERVICES CORP COM 956188106 596.25 21,200 SH SOLE 2 21,200 WESTAMERICA BANCORP COM 957090103 25.80 600 SH SOLE 3 600 0 0 WESTELL TECHNOLOGIES INC COM 957541105 64.30 21,000 SH SOLE 3 0 0 21,000 WESTERN DIGITAL CORP COM 958102105 3.40 1,400 SH SOLE 3 0 0 0 WESTERN GAS RESOURCES INC COM 958259103 448.00 13,300 SH OTH 3 0 0 13,300 WESTERN GAS RESOURCES INC COM 958259103 4,120.00 122,300 SH SOLE 3 115,900 0 5,800 WESTERN MULTIPLEX CORP COM 95874P107 30.90 4,500 SH SOLE 3 0 0 4,500 WESTERN RESOURCES INC. COM 959425109 42.20 1,700 SH SOLE 3 1,700 0 0 WESTERN RESOURCES INC. COM 959425109 263.01 10,600 SH SOLE 2 10,600 WESTERN WIRELESS CORP. COM 95988E204 2,139.28 54,591 SH SOLE 2 54,591 WESTERN WIRELESS CORP. COM 95988E204 7,100.00 181,181 SH SOLE 3 181,181 0 0 WESTERN WIRELESS CORP. COM 95988E204 9,389.40 239,602 SH SOLE 2 239,602 WESTFIELD AMERICA COM 959910100 646.08 44,750 SH SOLE 2 44,750 WESTFIELD AMERICA COM 959910100 1,121.38 77,671 SH SOLE 2 77,671 WESTVACO COM 961548104 1,170.42 40,100 SH SOLE 2 40,100 WESTVACO COM 961548104 3,526.40 120,820 SH OTH 3 2,400 0 29,100 WESTVACO COM 961548104 3,551.00 121,662 SH SOLE 3 110,862 0 10,800 WESTWOOD ONE INC COM 961815107 274.24 14,200 SH SOLE 2 14,200 WESTWOOD ONE INC COM 961815107 1,191.60 61,700 SH OTH 3 0 0 61,700 WESTWOOD ONE INC COM 961815107 4,379.11 226,750 SH SOLE 2 226,750 WESTWOOD ONE INC COM 961815107 105,776.10 5,477,080 SH SOLE 3 5,132,780 0 56,500 WEYERHAEUSER CO COM 962166104 421.20 8,300 SH SHD 1 8,300 0 0 WEYERHAEUSER CO COM 962166104 4,054.70 79,895 SH OTH 3 12,612 0 0 WEYERHAEUSER CO COM 962166104 21,774.80 429,060 SH SOLE 3 427,860 0 1,200 WGL HOLDINGS INC. COM 92924F106 1,561.40 51,300 SH OTH 3 0 0 51,300 WGL HOLDINGS INC. COM 92924F106 3,783.40 124,300 SH SOLE 3 124,300 0 0 WHIRLPOOL CORP. COM 963320106 410.10 8,600 SH SHD 1 8,600 0 0 WHIRLPOOL CORP. COM 963320106 5,846.80 122,607 SH OTH 3 4,900 0 0 WHIRLPOOL CORP. COM 963320106 8,302.40 174,100 SH SOLE 3 164,200 0 9,900 WHITE ELECTRONIC DESIGNS COM 963801105 66.60 10,300 SH SOLE 3 10,300 0 0 WHITEHALL JEWELLERS INC COM 965063100 35.30 5,000 SH SOLE 3 5,000 0 0 WHITMAN CORP COM 96647R107 1,985.10 121,225 SH SOLE 3 121,225 0 0 WHITNEY HLDG CORP COM 966612103 951.40 26,200 SH SOLE 3 21,400 0 4,800 WHOLE FOODS MARKET INC COM 966837106 318.34 5,208 SH SOLE 2 5,208 WHOLE FOODS MARKET INC COM 966837106 1,118.60 18,300 SH OTH 3 0 0 18,300 WHOLE FOODS MARKET INC COM 966837106 2,017.10 33,000 SH SOLE 3 32,600 0 0 WHX CORP COM 929248102 7.50 10,000 SH SOLE 2 10,000 WILD OATS MARKETS INC COM 96808B107 57.40 13,500 SH SOLE 3 0 0 13,500 WILEY JOHN & SONS CL-A COM 968223206 860.00 40,000 SH SOLE 2 40,000 WILEY JOHN & SONS CL-A COM 968223206 15,127.40 703,600 SH SOLE 3 554,500 0 149,100 WILLIAMS CLAYTON ENERGY INC COM 969490101 18.90 700 SH SOLE 3 700 0 0 WILLIAMS COMMUNICATIONS COM 969455104 1,026.36 87,350 SH SOLE 2 87,350 WILLIAMS COS COM 969457100 24.00 600 SH OTH 3 600 0 0 WILLIAMS COS COM 969457100 571.11 14,300 SH SOLE 4 14,300 WILLIAMS COS COM 969457100 818.70 20,500 SH SOLE 3 13,800 0 6,700 WILLIAMS COS COM 969457100 22,815.73 571,286 SH SOLE 2 571,286 WILLIAMS COS COM 969457100 54,190.87 1,356,892 SH SOLE 2 1,356,892 WILLIAMS-SONOMA INC COM 969904101 5,000.00 250,000 SH SOLE 3 250,000 0 0 WILLIAMS-SONOMA INC COM 969904101 5,836.96 291,848 SH SOLE 2 291,848 WILMINGTON TRUST CORP (NEW) COM 971807102 74.50 1,200 SH OTH 3 1,200 0 0 WILMINGTON TRUST CORP (NEW) COM 971807102 1,892.91 30,500 SH SOLE 2 30,500 WILMINGTON TRUST CORP (NEW) COM 971807102 7,913.00 127,500 SH SOLE 3 125,700 0 0 WILSONS LEATHER EXPERTS COM 972463103 46.20 3,300 SH SOLE 3 3,300 0 0 WIND RIVER SYSTEMS LTD COM 973149107 266.20 7,800 SH SOLE 3 7,800 0 0 WIND RIVER SYSTEMS LTD COM 973149107 805.40 23,600 SH OTH 3 0 0 23,600 WIND RIVER SYSTEMS LTD COM 973149107 835.14 24,473 SH PUT SOLE 2 24,473 WINK COMMUNICATIONS COM 974168106 138.00 23,000 SH SOLE 3 1,500 0 21,500 WINNEBAGO INDS INC COM 974637100 1,780.80 101,400 SH SOLE 3 101,400 0 0 WINSTAR COMMUNICATIONS INC COM 975515107 64.90 5,550 SH SOLE 3 5,550 0 0 WINSTAR COMMUNICATIONS INC COM 975515107 703.60 60,200 SH OTH 3 0 0 60,200 WINSTAR COMMUNICATIONS INC COM 975515107 1,840.78 157,500 SH SOLE 2 157,500 WINSTON HOTELS INC COM 97563A102 277.88 39,000 SH SOLE 2 39,000 WINSTON HOTELS INC COM 97563A102 1,581.04 221,900 SH SOLE 2 221,900 WIPRO LTD-ADR COM 97651M109 125.30 2,500 SH OTH 3 0 0 0 WIRELESS TELECOM GROUP INC COM 976524108 26.25 14,000 SH SOLE 2 14,000 WISCONSIN CENTRAL TRANSPORTATION COM 976592105 1,467.50 97,426 SH SOLE 3 96,526 0 0 WISCONSIN CENTRAL TRANSPORTATN COM 976592105 7,695.88 510,930 SH SOLE 2 510,930 WISCONSIN ENERGY CORP (HLDG CO) COM 976657106 65.40 2,900 SH SOLE 3 2,900 0 0 WIT SOUNDVIEW GROUP INC COM 977383108 514.67 143,212 SH SOLE 2 143,212 WITNESS SYSTEMS INC COM 977424100 507.60 37,600 SH OTH 3 0 0 37,600 WITNESS SYSTEMS INC COM 977424100 10,271.60 760,860 SH SOLE 3 689,960 0 4,000 WM WRIGLEY JR CO DEL COM 982526105 2,083.92 21,750 SH PUT SOLE 2 21,750 WM WRIGLEY JR CO DEL COM 982526105 6,796.50 70,935 SH OTH 3 45,295 0 18,100 WM WRIGLEY JR CO DEL COM 982526105 160,887.50 1,679,247 SH SOLE 3 1,219,182 0 455,355 WMS INDS INC COM 929297109 370.30 18,400 SH SOLE 3 17,500 0 0 WOLVERINE TUBE INC COM 978093102 4,997.40 416,800 SH SOLE 3 386,700 0 30,100 WOLVERINE WORLD WIDE COM 978097103 19.80 1,300 SH SOLE 3 0 0 0 WOODHEAD INDUSTRIES INC COM 979438108 208.00 10,600 SH SOLE 3 10,600 0 0 WOODWARD GOVERNOR CO. 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COM 98389B100 4.50 155 SH OTH 3 155 0 0 XCEL ENERGY INC. COM 98389B100 76.70 2,640 SH SOLE 3 2,640 0 0 XCELERA INC COM G31611109 168.90 45,800 SH SOLE 3 0 0 45,800 XEROX CORP COM 984121103 5.10 1,100 SH OTH 3 1,100 0 0 XEROX CORP COM 984121103 206.60 44,681 SH SOLE 3 19,681 0 25,000 XEROX CORP COM 984121103 188.92 40,848 SH SOLE 2 40,848 XEROX CORP COM 984121103 476.65 103,059 SH SOLE 2 103,059 XICOR INC COM 984903104 54.30 16,100 SH SOLE 3 0 0 16,100 XILINX INC. COM 983919101 442.80 9,600 SH SHD 1 9,600 0 0 XILINX INC. COM 983919101 7,366.30 159,704 SH OTH 3 14,640 0 6,000 XILINX INC. COM 983919101 91,881.60 1,991,940 SH SOLE 3 1,775,560 0 122,210 XILINX INC CLL 983919101 223.75 20,000 SH CLL SOLE 2 20,000 XILINX INC COM 983919101 401.24 8,699 SH PUT SOLE 2 8,699 XILINX INC COM 983919101 880.99 19,100 SH PUT SOLE 2 19,100 XIRCOM COM 983922105 12.40 800 SH SOLE 3 0 0 0 XL CAPITAL LTD CL-A COM G98255105 2,411.55 27,600 SH SOLE 2 27,600 XL CAPITAL LTD CL-A COM G98255105 5,611.22 64,220 SH SOLE 2 64,220 XL CAPITAL LTD CL A COM G98255105 166.00 1,900 SH OTH 3 1,900 0 0 XL CAPITAL LTD CL A COM G98255105 27,671.70 316,700 SH SOLE 3 268,800 0 45,000 XM SATELLITE RADIO HLDGS INC COM 983759101 208.80 13,000 SH SOLE 3 12,400 0 0 XO COMMUNICATIONS INC COM 983764101 1,604.02 90,050 SH SOLE 2 90,050 XO COMMUNICATIONS INC COM 983764101 5,057.50 283,930 SH SOLE 2 283,930 XO COMMUNICATIONS INC. CL A COM 983764101 21.40 1,200 SH OTH 3 1,200 0 0 XO COMMUNICATIONS INC. 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