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1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2000 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: AMERICAN INTERNATIONAL GROUP, INC. Address: 70 Pine Street New York, New York 10270 Form 13F File Number: 28-219 The Institutional Investment Manager filing this report and the person by whom it is signed represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Edward E. Matthews Title: Vice Chairman -- Investments and Financial Services Phone: (212) 770-7000 Signature, Place, and Date of Signing: /s/ Edward E. Matthews New York, New York November 14, 2000 - ------------------------------- ------------------------ ----------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

2 FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 4,927 Form 13F Information Table Value Total: $32,668,699 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - -- -------------------- ------------------------------------- 1 28-4637 AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL L.P. 4 28-5794 AIG INTERNATIONAL MANAGEMENT COMPANY, INC.

3 File Number 28-219 (Consolidated) As of 9/30/00 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 1ST SOURCE CORP EQUITY 336901103 2 105 SH DEFINED 2 105 21ST CENTURY INS GROUP EQUITY 90130N103 1 68 SH DEFINED 2 68 21ST CENTURY INSURA EQUITY 90130N103 905262 53,445,620 SH DEFINED 1 53,445,620 24 / 7 MEDIA INC EQUITY 901314104 1 137 SH DEFINED 2 137 3 COM CORP EQUITY 885535104 393 20,500 SH DEFINED 1 20,500 360NETWORKS INC EQUITY 88575T205 2,422 125,000 SH DEFINED 1 125,000 3 COM CORP EQUITY 885535104 2295 119,623 SH DEFINED 2 119,623 3DFX INTERACTIVE INC EQUITY 88553X103 1 245 SH DEFINED 2 245 3DO CO EQUITY 88553W105 11 1,635 SH DEFINED 2 1,635 3DSHOPPING COM EQUITY 885793117 26 34,100 SH DEFINED 4 34,100 4 KIDS ENTERTAINMENT INC EQUITY 350865101 2 101 SH DEFINED 2 101 7 ELEVEN INC EQUITY 817826209 1 115 SH DEFINED 2 115 800 TRAVEL SYSTEMS INC EQUITY 282506112 21 60,570 SH DEFINED 4 60,570 99 CENTS ONLY STORES EQUITY 65440K106 5457 108,729 SH DEFINED 2 108,729 99 CENTS ONLY STORES EQUITY 65440K106 52411 1,044,297 SH DEFINED 3 999,366 44,931 ADC TELECOMMUNICATI EQUITY 000886101 6045 224,800 SH DEFINED 3 185,600 39,200 A. SCHULMAN INC EQUITY 808194104 19 1,700 SH DEFINED 1 1,700 A.J. GALLAGHER EQUITY 363576109 26701 451,600 SH DEFINED 1 451,600 AAR CORP EQUITY 000361105 2 137 SH DEFINED 2 137 AARON RENTS INC EQUITY 002535201 2 173 SH DEFINED 2 173 ABBEY NATIONAL EQUITY 000445007 984 74,008 SH DEFINED 2 74,008 ABBOTT LABORATORIES EQUITY 002824100 14773 310,600 SH DEFINED 1 310,600 ABBOTT LABORATORIES EQUITY 002824100 19866 417,677 SH DEFINED 2 417,677 ABERCROMBIE & FITCH EQUITY 002896207 112 5,900 SH DEFINED 1 5,900 ABERCROMBIE & FITCH EQUITY 002896207 11 585 SH DEFINED 2 585 ABGENIX INC EQUITY 00339B107 28710 355,270 SH DEFINED 2 355,270

4 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ABIOMED INC EQUITY 003654100 2 36 SH DEFINED 2 36 ABITIBI CONSOLIDATED INC EQUITY 003924958 2944 315,857 SH DEFINED 2 315,857 ABM INDS INC EQUITY 000957100 3 106 SH DEFINED 2 106 ABOUT COM INC EQUITY 003736105 3 79 SH DEFINED 2 79 ACACIA RESH CORP EQUITY 003881109 3 100 SH DEFINED 2 100 ACCREDO HEALTH INC EQUITY 00437V104 23089 472,407 SH DEFINED 2 472,407 ACCREDO HEALTH INC EQUITY 00437V104 35273 721,700 SH DEFINED 3 717,400 4,300 ACCRUE SOFTWARE INC EQUITY 00437W102 1 113 SH DEFINED 2 113 ACE LTD EQUITY G0070K103 66113 1,684,400 SH DEFINED 2 1,684,400 ACKERLEY COMMUNICATIONS INC EQUITY 004527107 1 100 SH DEFINED 2 100 ACLARA BIOSCIENCES INC EQUITY 00461P106 8374 275,671 SH DEFINED 2 275,671 ACLARA BIOSCIENCES INC EQUITY 00461P106 22116 728,100 SH DEFINED 3 713,000 15,100 ACME COMMUNICATIONS INC EQUITY 004631107 1 91 SH DEFINED 2 91 ACNIELSEN CORP EQUITY 004833109 79 3,299 SH DEFINED 1 3,299 ACNIELSON CORP EQUITY 004833109 248 10,434 SH DEFINED 2 10,434 ACT MFG INC CORPBOND 000973AB3 14491 10,600,000 PRN DEFINED 4 10,600,000 ACT MFG INC EQUITY 000973107 3 58 SH DEFINED 2 58 ACTEL CORP EQUITY 004934105 413 11,500 SH DEFINED 4 11,500 ACTEL CORP EQUITY 004934105 94 2,625 SH DEFINED 2 2,625 ACTIVEWORLDS COM INC EQUITY 00504X116 80,000 SH DEFINED 4 80,000 ACTIVISION INC NEW EQUITY 004930202 21 1,400 SH DEFINED 2 1,400 ACTUANT CORP EQUITY 00508X104 6 1,646 SH DEFINED 2 1,646 ACTUATE CORP EQUITY 00508B102 13 386 SH DEFINED 2 386 ACTV INC EQUITY 00088E104 3 246 SH DEFINED 2 246 ACUSON CORP EQUITY 005113105 223 9,790 SH DEFINED 2 9,790 ACUSON CORP EQUITY 005113105 36 1,600 SH DEFINED 1 1,600 ACXIOM CORP EQUITY 005125109 159 5,000 SH DEFINED 1 5,000 ACXIOM CORP EQUITY 005125109 3262 102,748 SH DEFINED 2 102,748 ADAC LABS EQUITY 005313200 3 161 SH DEFINED 2 161 ADAPTEC INC EQUITY 00651F108 64 3,200 SH DEFINED 1 3,200 ADAPTEC INC EQUITY 00651F108 7621 381,040 SH DEFINED 2 381,040 ADAPTIVE BROADBAND CORP EQUITY 00650M104 5 280 SH DEFINED 2 280 ADATOM COM INC EQUITY 00650Q113 14 44,800 SH DEFINED 4 44,800 ADC TELECOMMUNICATI EQUITY 000886101 500 18,600 SH DEFINED 1 18,600 ADC TELECOMMUNICATI EQUITY 000886101 6411 238,398 SH DEFINED 2 238,398 ADE CORP MASS EQUITY 00089C107 1 38 SH DEFINED 2 38 ADELPHIA BUSINESS SOLUTIONS EQUITY 006847107 1795 151,928 SH DEFINED 2 151,928

5 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ADELPHIA BUSINESS SOLUTIONS EQUITY 006847107 4725 400,000 SH DEFINED 3 400,000 ADELPHIA COMMUNICATIONS CORP EQUITY 006848105 5 198 SH DEFINED 2 198 ADELPHIA COMMUNICATIONS CORP EQUITY 006848303 495 5,000 SH DEFINED 2 5,000 ADEPT TECHNOLOGY INC EQUITY 006854103 4 67 SH DEFINED 2 67 ADMINISTAFF INC EQUITY 007094105 5 69 SH DEFINED 2 69 ADOBE SYS INC EQUITY 00724F101 84684 545,469 SH DEFINED 2 545,469 ADOBE SYS INC EQUITY 00724F101 559 3,600 SH DEFINED 1 3,600 ADTRAN INC EQUITY 00738A106 94 2,200 SH DEFINED 1 2,200 ADTRAN INC EQUITY 00738A106 6 135 SH DEFINED 2 135 ADVANCE PARADIAM INC EQUITY 007491103 72 1,705 SH DEFINED 2 1,705 ADVANCED DIGITAL INFORMATION EQUITY 007525108 166 10,955 SH DEFINED 2 10,955 ADVANCED ENERGY INDS CORPBOND 007973AA8 1825 2,000,000 PRN DEFINED 4 2,000,000 ADVANCED ENERGY INDS INC EQUITY 007973100 2 56 SH DEFINED 2 56 ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 4922 129,953 SH DEFINED 2 129,953 ADVANCED LTG TECHNOLOGIES INC EQUITY 00753C102 1 69 SH DEFINED 2 69 ADVANCED MICRO DEVICES INC EQUITY 007903107 206 8,700 SH DEFINED 1 8,700 ADVANCED MICRO DEVICES INC EQUITY 007903107 306 12,940 SH DEFINED 2 12,940 ADVANCED RADIO TELECOM CORP EQUITY 00754U101 2 200 SH DEFINED 2 200 ADVANCED TISSUE SCIENCES INC EQUITY 00755F103 3 428 SH DEFINED 2 428 ADVANTA CORP EQUITY 007942105 2 176 SH DEFINED 2 176 ADVANTAGE LEARNING SYS INC EQUITY 00757K100 2 50 SH DEFINED 2 50 ADVENT SOFTWARE INC EQUITY 007974108 13 183 SH DEFINED 2 183 ADVEST GROUP INC EQUITY 007566102 301 9,500 SH DEFINED 4 9,500 ADVO INC EQUITY 007585102 3 104 SH DEFINED 2 104 AEGIS COMMUNICATIONS GROUP EQUITY 00760B105 6 6,100 SH DEFINED 2 6,100 AEROFLEX INC EQUITY 007768104 1850 38,040 SH DEFINED 2 38,040 AES CORP EQUITY 00130H105 829 12,100 SH DEFINED 1 12,100 AES CORP CORPBOND 00130HAN5 54624 21,231,000 PRN DEFINED 4 21,231,000 AES CORP EQUITY 00130H105 45813 668,804 SH DEFINED 2 668,804 AES TR VII EQUITY 00103V206 1369 16,900 SH DEFINED 2 16,900 AETHER SYSTEMS INC EQUITY 00808V105 16021 151,856 SH DEFINED 2 151,856 AETNA INC EQUITY 008117103 328 5,700 SH DEFINED 1 5,700 AETNA INC EQUITY 008117103 4238 72,991 SH DEFINED 2 72,991 AETRIUM INC EQUITY 00817R103 212 38,100 SH DEFINED 4 38,100 AFFILIATED COMPUTER EQUITY 008190100 140 2,800 SH DEFINED 1 2,800 AFFILIATED COMPUTER EQUITY 008190100 100518 2,015,400 SH DEFINED 3 1,939,600 75,800 AFFILIATED COMPUTER CORPBOND 008190AD2 9086 7,030,000 PRN DEFINED 4 7,030,000

6 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AFFILIATED COMPUTER EQUITY 008190100 25253 506,330 SH DEFINED 2 506,330 AFFILIATED MANAGERS GROUP INC EQUITY 008252108 9 156 SH DEFINED 2 156 AFFYMETRIX INC CORPBOND 00826TAA6 1486 1,500,000 PRN DEFINED 4 1,500,000 AFFYMETRIX INC CORPBOND 00826TAB4 10683 10,780,000 PRN DEFINED 4 10,780,000 AFFYMETRIX INC EQUITY 00826T108 7900 158,386 SH DEFINED 2 158,386 AFLAC INC EQUITY 001055102 30378 474,192 SH DEFINED 2 474,192 AFLAC INC. EQUITY 001055102 11390 177,800 SH DEFINED 1 177,800 AGCO CORP EQUITY 001084102 40 3,400 SH DEFINED 1 3,400 AGCO CORP EQUITY 001084102 353 29,700 SH DEFINED 4 29,700 AGCO CORP EQUITY 001084102 3555 299,335 SH DEFINED 2 299,335 AGENCY COM LTD EQUITY 008447104 4 264 SH DEFINED 2 264 AGILE SOFTWARE CORP DEL EQUITY 00846X105 17 194 SH DEFINED 2 194 AGILENT TECHNOLOGIES INC EQUITY 00846U101 5416 110,662 SH DEFINED 1 110,662 AGILENT TECHNOLOGIES INC EQUITY 00846U101 22221 454,067 SH DEFINED 2 454,067 AGL RES INC EQUITY 001204106 62 3,100 SH DEFINED 1 3,100 AGL RES INC EQUITY 001204106 903 45,011 SH DEFINED 2 45,011 AGNICO EAGLE MINES LTD EQUITY 008474108 266 45,700 SH DEFINED 4 45,700 AGORA SA EQUITY 00848R106 209 10,700 SH DEFINED 2 10,700 AGORA SA EQUITY 00848R114 365 18,700 SH DEFINED 2 18,700 AGRIBIOTECH INC NEW EQUITY 008494106 300 SH DEFINED 2 300 AGRIBRANDS INTL INC EQUITY 00849R105 2 42 SH DEFINED 2 42 AGRITOPE INC DEL EQUITY 00855D107 30 3,000 SH DEFINED 2 3,000 AGRIUM INC EQUITY 008916108 610 59,500 SH DEFINED 4 59,500 AIR PRODUCTS EQUITY 009158106 6978 193,825 SH DEFINED 2 193,825 AIR PRODUCTS EQUITY 009158106 245 6,800 SH DEFINED 1 6,800 AIRBORNE FGHT CORP EQUITY 009266107 3 297 SH DEFINED 2 297 AIRBORNE FREIGHT CO EQUITY 009266107 29 2,800 SH DEFINED 1 2,800 AIRGAS INC EQUITY 009363102 26 3,800 SH DEFINED 1 3,800 AIRGAS INC EQUITY 009363102 137 20,100 SH DEFINED 4 20,100 AIRGAS INC EQUITY 009363102 2 352 SH DEFINED 2 352 AIRGATE PCS INC EQUITY 009367103 3 77 SH DEFINED 2 77 AIRNET COMM CORP EQUITY 00941P106 1 51 SH DEFINED 2 51 AIRTRAN HOLDINGS INC EQUITY 00949P108 2 370 SH DEFINED 2 370 AK STEEL HOLDING CO EQUITY 001547108 60 6,400 SH DEFINED 1 6,400 AK STEEL HOLDING CO EQUITY 001547108 5 528 SH DEFINED 2 528 AKAMAI TECHNOLOGIES INC CORPBOND 00971TAA9 2880 4,000,000 PRN DEFINED 4 4,000,000 AKAMAI TECHNOLOGIES INC EQUITY 00971T101 2847 54,219 SH DEFINED 2 54,219

7 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AL AHRAM BEVERAGE CO S A E EQUITY 010203107 269 15,150 SH DEFINED 2 15,150 ALAMO GROUP INC EQUITY 011311107 3566 281,100 SH DEFINED 2 281,100 ALAMOSA PCS HLDGS INC EQUITY 011593100 2 94 SH DEFINED 2 94 ALARIS MED INC EQUITY 011637105 100 SH DEFINED 2 100 ALASKA AIR GROUP EQUITY 011659109 31 1,300 SH DEFINED 1 1,300 ALASKA AIR GROUP EQUITY 011659109 116 4,822 SH DEFINED 2 4,822 ALASKA COMMUNICATIONS SYS INC EQUITY 01167P101 1 100 SH DEFINED 2 100 ALBANY INTL CORP EQUITY 012348108 21 1,718 SH DEFINED 1 1,718 ALBANY INTL CORP EQUITY 012348108 1 98 SH DEFINED 2 98 ALBANY MOLECULAR RESH INC EQUITY 012423109 63 1,128 SH DEFINED 2 1,128 ALBEMARLE CORP EQUITY 012653101 52 2,600 SH DEFINED 1 2,600 ALBEMARLE CORP EQUITY 012653101 3 128 SH DEFINED 2 128 ALBERTA ENERGY LTD EQUITY 012873956 4466 107,800 SH DEFINED 2 107,800 ALBERTO CULVER CO EQUITY 013068101 18 642 SH DEFINED 2 642 ALBERTO-CULVER CO EQUITY 013068101 49 1,700 SH DEFINED 1 1,700 ALBERTSONS INC EQUITY 013104104 1189 56,600 SH DEFINED 4 56,600 ALBERTSONS INC EQUITY 013104104 256 12,192 SH DEFINED 1 12,192 ALBERTSONS INC EQUITY 013104104 10886 518,375 SH DEFINED 2 518,375 ALCAN ALUM LTD EQUITY 013716105 1645 56,842 SH DEFINED 2 56,842 ALCAN ALUM LTD EQUITY 013716956 295 10,160 SH DEFINED 2 10,160 ALCAN ALUM LTD EQUITY 013716105 191 6,600 SH DEFINED 1 6,600 ALCATEL ALSTHOM EQUITY 013904305 0 SH DEFINED 2 0 ALCOA INC EQUITY 013817101 27903 1,102,327 SH DEFINED 2 1,102,327 ALCOA INC. EQUITY 013817101 689 27,214 SH DEFINED 1 27,214 ALEXANDER BALDWIN EQUITY 014482103 4687 180,265 SH DEFINED 2 180,265 ALEXANDER BALDWIN EQUITY 014482103 62 2,400 SH DEFINED 1 2,400 ALEXANDERS INC EQUITY 014752109 1 9 SH DEFINED 2 9 ALEXANDRIA REAL ESTATE EQUIT EQUITY 015271109 3249 94,700 SH DEFINED 2 94,700 ALEXION PHARMACEUTICALS INC EQUITY 015351109 10 88 SH DEFINED 2 88 ALFA CORP EQUITY 015385107 3 200 SH DEFINED 2 200 ALKERMES INC EQUITY 01642T405 92011 699,663 SH DEFINED 4 699,663 ALKERMES INC EQUITY 01642T108 13383 346,485 SH DEFINED 2 346,485 ALLAIRE CORP EQUITY 016714107 1 139 SH DEFINED 2 139 ALLEGHANY CORP DEL EQUITY 017175100 5 24 SH DEFINED 2 24 ALLEGHENY ENERGY INC EQUITY 017361106 244 6,400 SH DEFINED 1 6,400 ALLEGHENY ENERGY INC EQUITY 017361106 13 339 SH DEFINED 2 339 ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 52 2,842 SH DEFINED 1 2,842

8 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 248 13,659 SH DEFINED 2 13,659 ALLEGIANCE TELECOM INC EQUITY 01747T102 12829 344,406 SH DEFINED 2 344,406 ALLEN TELECOM INC EQUITY 018091108 82 4,846 SH DEFINED 2 4,846 ALLERGAN INC EQUITY 018490102 329 3,900 SH DEFINED 1 3,900 ALLERGAN INC EQUITY 018490102 23268 275,559 SH DEFINED 2 275,559 ALLETE EQUITY 018522102 95 4,300 SH DEFINED 1 4,300 ALLETE EQUITY 018522102 11 488 SH DEFINED 2 488 ALLIANCE CAP MGMT HLDG LP EQUITY 01855A101 25 500 SH DEFINED 2 500 ALLIANCE PHARMACEUTICAL CORP EQUITY 018773101 4 289 SH DEFINED 2 289 ALLIANCE SEMICONDUCTOR CORP EQUITY 01877H100 3 161 SH DEFINED 2 161 ALLIANT CORP EQUITY 018802108 6 208 SH DEFINED 2 208 ALLIANT ENERGY CORP EQUITY 018802108 135 4,600 SH DEFINED 1 4,600 ALLIANT ENERGY RES INC EQUITY 018803205 2615 42,000 SH DEFINED 2 42,000 ALLIANT TECHSYSTEMS INC EQUITY 018804104 8475 103,200 SH DEFINED 3 103,200 ALLIANT TECHSYSTEMS INC EQUITY 018804104 4400 53,576 SH DEFINED 2 53,576 ALLIED CAP CORP NEW EQUITY 01903Q108 136 6,543 SH DEFINED 2 6,543 ALLIED IRISH BANKS EQUITY 001978006 208 19,043 SH DEFINED 2 19,043 ALLIED RISER COMMUNCTNS CORP EQUITY 019496108 3 397 SH DEFINED 2 397 ALLIED WASTE INDUSTRIES INC EQUITY 019589308 51 5,500 SH DEFINED 1 5,500 ALLIED WASTE INDUSTRIES INC EQUITY 019589308 13109 1,426,834 SH DEFINED 2 1,426,834 ALLIED ZURICH EQUITY 028757904 3807 334,788 SH DEFINED 2 334,788 ALLMERICA FINANCIAL EQUITY 019754100 198 3,100 SH DEFINED 1 3,100 ALLMERICA FINANCIAL EQUITY 019754100 3880 60,677 SH DEFINED 2 60,677 ALLOY ONLINE INC EQUITY 019855105 9 1,000 SH DEFINED 2 1,000 ALLSCRIPTS INC EQUITY 019886100 1 101 SH DEFINED 2 101 ALLSTATE CORP EQUITY 020002101 10303 296,500 SH DEFINED 1 296,500 ALLSTATE CORP EQUITY 020002101 16462 473,713 SH DEFINED 2 473,713 ALLTEL CORP EQUITY 020039103 454 8,700 SH DEFINED 1 8,700 ALLTEL CORP EQUITY 020039103 7061 135,303 SH DEFINED 2 135,303 ALPHA INDS INC EQUITY 020753109 9 262 SH DEFINED 2 262 ALPHARMA INC EQUITY 020813101 11484 187,883 SH DEFINED 2 187,883 ALPHARMA INC CORPBOND 020813AB7 60109 28,002,000 PRN DEFINED 4 28,002,000 ALPHARMA INC EQUITY 020813101 43833 717,100 SH DEFINED 3 701,200 15,900 ALTEON WEBSYSTEMS INC EQUITY 02145A109 242 2,232 SH DEFINED 2 2,232 ALTERA CORP EQUITY 021441100 544 11,400 SH DEFINED 1 11,400 ALTERA CORP EQUITY 021441100 64363 1,347,917 SH DEFINED 2 1,347,917 ALZA CORP EQUITY 022615108 234 2,700 SH DEFINED 1 2,700

9 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALZA CORP CORPBOND 022615AC2 251 222,000 PRN DEFINED 4 222,000 ALZA CORP EQUITY 022615108 49544 572,758 SH DEFINED 2 572,758 AMAZON COM INC EQUITY 023135106 10926 284,255 SH DEFINED 2 284,255 AMB PPTY CORP EQUITY 00163T109 14885 606,000 SH DEFINED 3 504,600 101,400 AMB PPTY CORP EQUITY 00163T109 4416 179,800 SH DEFINED 2 179,800 AMBAC INC. EQUITY 023139108 4293 58,605 SH DEFINED 2 58,605 AMBAC INC. EQUITY 023139108 293 4,000 SH DEFINED 1 4,000 AMCOL INTL CORP EQUITY 02341W103 1 240 SH DEFINED 2 240 AMCORE FINL INC EQUITY 023912108 4 200 SH DEFINED 2 200 AMDOCS LIMITED EQUITY G02602103 792 12,700 SH DEFINED 1 12,700 AMDOCS LIMITED EQUITY G02602103 23833 382,100 SH DEFINED 2 382,100 AMERADA HESS CORP EQUITY 023551104 174 2,600 SH DEFINED 1 2,600 AMERADA HESS CORP EQUITY 023551104 246 3,675 SH DEFINED 2 3,675 AMERCO EQUITY 023586100 2 100 SH DEFINED 2 100 AMEREN CORP EQUITY 023608102 4317 103,081 SH DEFINED 2 103,081 AMEREN CORP EQUITY 023608102 158 3,780 SH DEFINED 1 3,780 AMERICA ONLINE INC EQUITY 02364J104 17488 325,350 SH DEFINED 1 325,350 AMERICA ONLINE INC CORPBOND 02364JAB0 809617 98,515,000 PRN DEFINED 4 98,515,000 AMERICA ONLINE INC EQUITY 02364J104 65850 1,225,115 SH DEFINED 2 1,225,115 AMERICA SVC GROUP INC EQUITY 02364L109 52 2,000 SH DEFINED 2 2,000 AMERICA WEST HLDG CORP EQUITY 023657208 3963 325,200 SH DEFINED 2 325,200 AMERICAN AXLE + MFG HLDGS INC EQUITY 024061103 1 100 SH DEFINED 2 100 AMERICAN CAP STRATEGIES LTD EQUITY 024937104 3 109 SH DEFINED 2 109 AMERICAN CLASSIC VOYAGES CO EQUITY 024928103 18 1,235 SH DEFINED 2 1,235 AMERICAN EAGLE OUTFITTERS INC EQUITY 02553E106 85 2,700 SH DEFINED 1 2,700 AMERICAN EAGLE OUTFITTERS INC EQUITY 02553E106 4 121 SH DEFINED 2 121 AMERICAN ELEC PWR INC EQUITY 025537101 1197 30,604 SH DEFINED 2 30,604 AMERICAN ELECTRIC P EQUITY 025537101 373 9,540 SH DEFINED 1 9,540 AMERICAN EXPRESS EQUITY 025816109 2293 37,750 SH DEFINED 1 37,750 AMERICAN EXPRESS EQUITY 025816109 223246 3,674,837 SH DEFINED 2 3,674,837 AMERICAN FINANCIAL EQUITY 025932104 79 3,400 SH DEFINED 1 3,400 AMERICAN FINANCIAL EQUITY 025932104 2 100 SH DEFINED 2 100 AMERICAN FINL HLDGS INC EQUITY 026075101 2 139 SH DEFINED 2 139 AMERICAN FREIGHTWAYS CORP EQUITY 02629V108 2 98 SH DEFINED 2 98 AMERICAN GENERAL CO EQUITY 026351106 6912 88,614 SH DEFINED 2 88,614 AMERICAN GENERAL CO EQUITY 026351106 562 7,199 SH DEFINED 1 7,199 AMERICAN GREETINGS EQUITY 026375105 35 2,000 SH DEFINED 1 2,000

10 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN GREETINGS EQUITY 026375105 3669 209,671 SH DEFINED 2 209,671 AMERICAN HOME PRODUCTS CORP EQUITY 026609107 11408 201,680 SH DEFINED 1 201,680 AMERICAN HOME PRODUCTS CORP EQUITY 026609107 176452 3,119,599 SH DEFINED 2 3,119,599 AMERICAN INDL PPTYS REIT EQUITY 026791202 1 40 SH DEFINED 2 40 AMERICAN INTL GROUP INC EQUITY 026874107 2856 29,848 SH DEFINED 1 29,848 AMERICAN INTL GROUP INC EQUITY 026874107 57291 598,726 SH DEFINED 2 598,726 AMERICAN ITALIAN PASTA CO EQUITY 027070101 59 3,100 SH DEFINED 2 3,100 AMERICAN MGMT SYS INC EQUITY 027352103 1878 109,259 SH DEFINED 2 109,259 AMERICAN NATL INS CO EQUITY 028591105 3 46 SH DEFINED 2 46 AMERICAN POWER CONV EQUITY 029066107 108 5,640 SH DEFINED 1 5,640 AMERICAN PWR CONVERSION CORP EQUITY 029066107 70 3,661 SH DEFINED 2 3,661 AMERICAN SKIING CORP COMMON EQUITY 029654308 1,156 528,581 SH DEFINED 1 528,581 AMERICAN STANDARD C EQUITY 029712106 182 4,100 SH DEFINED 1 4,100 AMERICAN STANDARD C EQUITY 029712106 10 216 SH DEFINED 2 216 AMERICAN STS WTR CO EQUITY 029899101 1 23 SH DEFINED 2 23 AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 1761 35,815 SH DEFINED 2 35,815 AMERICAN TECHNICAL CERAMICS EQUITY 030137103 31 SH DEFINED 2 31 AMERICAN TELESOURCE INTL INC EQUITY 03018P108 1 319 SH DEFINED 2 319 AMERICAN TOWER EQUITY 029912201 42459 1,126,600 SH DEFINED 3 1,104,700 21,900 AMERICAN TOWER CORPBOND 029912AD4 16735 14,020,000 PRN DEFINED 4 14,020,000 AMERICAN TOWER EQUITY 029912aa0 3547 21,100 SH DEFINED 3 15,000 6,100 AMERICAN TOWER EQUITY 029912201 72762 1,930,657 SH DEFINED 2 1,930,657 AMERICAN WTR WKS INC EQUITY 030411102 157 5,700 SH DEFINED 1 5,700 AMERICAN WTR WKS INC EQUITY 030411102 19 673 SH DEFINED 2 673 AMERICREDIT CORP EQUITY 03060R101 36484 1,266,254 SH DEFINED 2 1,266,254 AMERICREDIT CORP EQUITY 03060R101 139582 4,844,500 SH DEFINED 3 4,686,600 157,900 AMERIPATH INC EQUITY 03071D109 3 215 SH DEFINED 2 215 AMERISOURCE HEALTH CORP EQUITY 03071P102 498 10,600 SH DEFINED 4 10,600 AMERISOURCE HEALTH CORP EQUITY 03071P102 1807 38,452 SH DEFINED 2 38,452 AMERITRADE HLDG CORP EQUITY 03072H109 9 479 SH DEFINED 2 479 AMERUS GROUP CO EQUITY 03072M108 3 100 SH DEFINED 2 100 AMES DEPT STORES INC EQUITY 030789507 2 360 SH DEFINED 1 360 AMES DEPT STORES INC EQUITY 030789507 96 16,600 SH DEFINED 4 16,600 AMES DEPT STORES INC EQUITY 030789507 9 1,493 SH DEFINED 2 1,493 AMETEK AEROSPACE PRODS INC EQUITY 031100100 4 200 SH DEFINED 2 200 AMETEK INC (new) EQUITY 031100100 38 1,800 SH DEFINED 1 1,800 AMF BOWLING INC CORPBOND 03113VAA7 17 6,753,000 PRN DEFINED 4 6,753,000

11 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMF BOWLING INC CORPBOND 03113VAB5 190 75,946,000 PRN DEFINED 4 75,946,000 AMGEN INC EQUITY 031162100 43745 626,463 SH DEFINED 2 626,463 AMGEN INC. EQUITY 031162100 8184 117,200 SH DEFINED 1 117,200 AMKOR TECHNOLOGY INC EQUITY 031652100 21 790 SH DEFINED 2 790 AMKOR TECHNOLOGY INC. CORPBOND 031652AA8 8772 4,402,000 PRN DEFINED 4 4,402,000 AMLI RESIDENTIAL PPTYS TR EQUITY 001735109 2 100 SH DEFINED 2 100 AMLI RESIDENTIAL PPTYS TR COM 001735109 3000 125,000 SH DEFINED 3 125,000 AMPAL AMERN ISRAEL CORP EQUITY 032015109 1 100 SH DEFINED 2 100 AMPEX CORP DEL EQUITY 032092108 4 3,500 SH DEFINED 2 3,500 AMPHENOL CORP NEW EQUITY 032095101 660 11,596 SH DEFINED 2 11,596 AMR CORP EQUITY 001765106 147 4,500 SH DEFINED 1 4,500 AMR CORP EQUITY 001765106 7572 231,657 SH DEFINED 2 231,657 AMSOUTH BANCORPORATION EQUITY 032165102 140 11,188 SH DEFINED 1 11,188 AMSOUTH BANCORPORATION EQUITY 032165102 89 7,114 SH DEFINED 2 7,114 AMSURG CORP EQUITY 03232P108 139 9,900 SH DEFINED 2 9,900 AMSURG CORP EQUITY 03232P108 4732 338,000 SH DEFINED 3 338,000 AMVESCAP EQUITY 012826004 845 39,050 SH DEFINED 2 39,050 AMVESCAP EQUITY 03235E100 55 500 SH DEFINED 2 500 AMYLIN PHARMACEUTICALS INC EQUITY 032346108 73 6,764 SH DEFINED 1 6,764 AMYLIN PHARMACEUTICALS INC EQUITY 032346108 4 399 SH DEFINED 2 399 ANADARKO PETROLEUM EQUITY 032511107 11644 175,210 SH DEFINED 2 175,210 ANADARKO PETROLEUM EQUITY 032511107 1861 28,006 SH DEFINED 1 28,006 ANADIGICS INC EQUITY 032515108 4 184 SH DEFINED 2 184 ANALOG DEVICES INC EQUITY 032654105 834 10,100 SH DEFINED 1 10,100 ANALOG DEVICES INC EQUITY 032654105 137216 1,661,971 SH DEFINED 2 1,661,971 ANALOGIC CORP EQUITY 032657207 708 18,420 SH DEFINED 2 18,420 ANALYSTS INTL CORP EQUITY 032681108 1 193 SH DEFINED 2 193 ANAREN MICROWAVE INC EQUITY 032744104 9 65 SH DEFINED 2 65 ANC RENT CORP EQUITY 001813104 81 SH DEFINED 2 81 ANCHOR BANCORP WIS INC EQUITY 032839102 2 100 SH DEFINED 2 100 ANCHOR GAMING EQUITY 033037102 3 33 SH DEFINED 2 33 ANDOVER BANCORP INC DEL EQUITY 034258103 9 SH DEFINED 2 9 ANDREW CORP EQUITY 034425108 2256 86,166 SH DEFINED 2 86,166 ANDREW CORP EQUITY 034425108 62 2,350 SH DEFINED 1 2,350 ANDRX CORP DEL EQUITY 034553107 24 262 SH DEFINED 2 262 ANESTA CORP EQUITY 034603100 2 104 SH DEFINED 2 104 ANGLOGOLD LTD EQUITY 035128206 770 41,900 SH DEFINED 4 41,900

12 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ANHEUSER BUSCH COS INC EQUITY 035229103 16787 396,744 SH DEFINED 2 396,744 ANHEUSER-BUSCH COS EQUITY 035229103 19155 452,700 SH DEFINED 1 452,700 ANIXTER INTL INC EQUITY 035290105 162 5,573 SH DEFINED 2 5,573 ANNTAYLOR STORES CORP EQUITY 036115103 8112 211,049 SH DEFINED 2 211,049 ANSWERTHINK CONSULTING GROUP EQUITY 036916104 193 11,873 SH DEFINED 2 11,873 ANTEC CORP EQUITY 03664P105 65 2,200 SH DEFINED 1 2,200 ANTEC CORP EQUITY 03664P105 1564 53,030 SH DEFINED 2 53,030 ANTHRACITE CAPITAL EQUITY 037023108 2317 285,177 SH DEFINED 1 285,177 AO TATNEFT SPON ADR EQUITY 03737P306 776 78,100 SH DEFINED 1 78,100 AON CORP EQUITY 037389103 10460 266,500 SH DEFINED 1 266,500 AON CORP EQUITY 037389103 2430 61,909 SH DEFINED 2 61,909 APAC TELESERVICES INC EQUITY 00185E106 1 99 SH DEFINED 2 99 APACHE CORP EQUITY 037411105 204 3,450 SH DEFINED 1 3,450 APACHE CORP EQUITY 037411105 11654 197,100 SH DEFINED 3 168,700 28,400 APACHE CORP CORPBOND 037411600 7805 152,400 PRN DEFINED 4 152,400 APACHE CORP EQUITY 037411105 51405 869,426 SH DEFINED 2 869,426 APACHE CORP EQUITY 037411600 2129 41,500 SH DEFINED 2 41,500 APARTMENT INVT & MGMT CL A EQUITY 03748R101 27803 603,600 SH DEFINED 3 515,800 87,800 APARTMENT INVT. + MGMT CO EQUITY 03748R101 10340 224,475 SH DEFINED 2 224,475 APERIAN INC EQUITY 037531100 60 SH DEFINED 2 60 APHTON CORP EQUITY 03759P101 2 71 SH DEFINED 2 71 APOLLO GROUP INC EQUITY 037604105 171 4,300 SH DEFINED 1 4,300 APOLLO GROUP INC EQUITY 037604105 119 2,979 SH DEFINED 2 2,979 APPLE COMPUTER EQUITY 037833100 242 9,400 SH DEFINED 1 9,400 APPLE COMPUTER EQUITY 037833100 7770 301,729 SH DEFINED 2 301,729 APPLEBEES INTL INC EQUITY 037899101 35 1,527 SH DEFINED 2 1,527 APPLICA INC EQUITY 03815A106 1 149 SH DEFINED 2 149 APPLIED INDL TECHNOLOGIES INC EQUITY 03820C105 2 100 SH DEFINED 2 100 APPLIED MATERIALS I EQUITY 038222105 10195 171,880 SH DEFINED 1 171,880 APPLIED MATERIALS INC EQUITY 038222105 225788 3,806,749 SH DEFINED 2 3,806,749 APPLIED MICRO CIRCUITS COM EQUITY 03822W109 22673 109,500 SH DEFINED 3 106,900 2,600 APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 25457 122,945 SH DEFINED 2 122,945 APPLIED SCIENCE + TECH INC EQUITY 038236105 158 10,735 SH DEFINED 2 10,735 APPLIEDTHEORY CORP EQUITY 03828R104 73 SH DEFINED 2 73 APRIA HEALTHCARE GROUP INC EQUITY 037933108 42 3,000 SH DEFINED 1 3,000 APRIA HEALTHCARE GROUP INC EQUITY 037933108 195 14,000 SH DEFINED 4 14,000 APRIA HEALTHCARE GROUP INC EQUITY 037933108 154 11,085 SH DEFINED 2 11,085

13 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ APTARGROUP INC EQUITY 038336103 5 200 SH DEFINED 2 200 APW LTD EQUITY G04397108 297 6,100 SH DEFINED 4 6,100 APW LTD EQUITY G04397108 73 1,500 SH DEFINED 2 1,500 ARACRUZ CELULOSE S A EQUITY 038496204 225 13,608 SH DEFINED 2 13,608 ARACRUZ CELULOSE SA EQUITY 038496204 851 51,400 SH DEFINED 1 51,400 ARADIGM CORP EQUITY 038505103 3 140 SH DEFINED 2 140 ARCH CAP GROUP LTD EQUITY 03937L105 21 SH DEFINED 2 21 ARCH CHEMICALS INC EQUITY 03937R102 2 113 SH DEFINED 2 113 ARCH COAL INC EQUITY 039380100 3 344 SH DEFINED 1 344 ARCH COAL INC EQUITY 039380100 1 116 SH DEFINED 2 116 ARCH WIRELESS INC EQUITY 039392105 2 349 SH DEFINED 2 349 ARCHER DANIELS MIDLAND CO EQUITY 039483102 560 64,906 SH DEFINED 2 64,906 ARCHER DANIELS MIDLAND COL EQUITY 039483102 2908 337,184 SH DEFINED 1 337,184 ARCHER DANIELS MIDLAND COL EQUITY 039483102 607 70,400 SH DEFINED 4 70,400 ARCHSTONE CMNTYS TR EQUITY 039581202 4824 145,800 SH DEFINED 4 145,800 ARCHSTONE CMNTYS TR EQUITY 039581103 24682 1,004,849 SH DEFINED 3 863,907 140,942 ARCHSTONE CMNTYS TR EQUITY 039581103 9539 388,357 SH DEFINED 2 388,357 ARCTIC CAT INC EQUITY 039670104 1 100 SH DEFINED 2 100 ARDEN RLTY GROUP INC COM EQUITY 039793104 4480 167,100 SH DEFINED 3 143,600 23,500 ARDEN RLTY INC EQUITY 039793104 1073 40,023 SH DEFINED 2 40,023 AREA BANCSHARES CORP NEW EQUITY 039872106 2 100 SH DEFINED 2 100 AREMISSOFT CORP DE EQUITY 040026106 3 82 SH DEFINED 2 82 ARENA PHARMACEUTICALS INC EQUITY 040047102 430 10,000 SH DEFINED 2 10,000 ARGONAUT GROUP INC EQUITY 040157109 2 100 SH DEFINED 2 100 ARGOSY GAMING CORP EQUITY 040228108 2 127 SH DEFINED 2 127 ARGUSS HLDGS INC EQUITY 040282105 2 100 SH DEFINED 2 100 ARIAD PHARMACEUTICALS INC EQUITY 04033A100 2 177 SH DEFINED 2 177 ARIBA INC EQUITY 04033V104 44775 312,528 SH DEFINED 2 312,528 ARKANSAS BEST CORP EQUITY 040790107 1 48 SH DEFINED 2 48 ARM HLDGS EQUITY 005958905 617 55,449 SH DEFINED 2 55,449 ARMOR HLDGS INC EQUITY 042260109 40 2,663 SH DEFINED 2 2,663 ARMSTRONG HLDGS INC EQUITY 042384107 16 1,308 SH DEFINED 2 1,308 ARMSTRONG HOLDINGS EQUITY 042384107 3000 251,300 SH DEFINED 1 251,300 ARNOLD INDS INC EQUITY 042595108 24 1,400 SH DEFINED 1 1,400 ARNOLD INDS INC EQUITY 042595108 2 100 SH DEFINED 2 100 ARROW ELECTRONICS EQUITY 042735100 189 5,550 SH DEFINED 1 5,550 ARROW ELECTRS INC EQUITY 042735100 10 304 SH DEFINED 2 304

14 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ARROW INTERNATIONAL INC EQUITY 042764100 55 1,500 SH DEFINED 2 1,500 ART TECHNOLOGY GROUP INC EQUITY 04289L107 14136 149,191 SH DEFINED 2 149,191 ARTESYN TECHNOLOGIES INC EQUITY 043127109 56 1,933 SH DEFINED 2 1,933 ARTHROCARE CORP EQUITY 043136100 1357 69,823 SH DEFINED 2 69,823 ARVINMERITOR INC EQUITY 043353101 7 457 SH DEFINED 2 457 ARVINMERITOR INC. EQUITY 043353101 62 4,223 SH DEFINED 1 4,223 ASAT HLDGS LTD EQUITY 00208B105 77 11,800 SH DEFINED 4 11,800 ASE TEST LIMITED EQUITY Y02516105 423 20,140 SH DEFINED 2 20,140 ASHLAND INC EQUITY 044204105 74 2,200 SH DEFINED 1 2,200 ASHLAND INC EQUITY 044204105 4363 129,523 SH DEFINED 2 129,523 ASHTEAD GROUP EQUITY 005367008 73 45,000 SH DEFINED 2 45,000 ASHWORTH INC EQUITY 04516H101 17 2,100 SH DEFINED 2 2,100 ASK JEEVES INC EQUITY 045174109 2 130 SH DEFINED 2 130 ASM LITHOGRAPHY HLDG N V EQUITY N07059111 2873 88,925 SH DEFINED 2 88,925 ASPECT COMMUNICATIONS INC EQUITY 04523Q102 2524 122,368 SH DEFINED 2 122,368 ASPECT MED SYS INC EQUITY 045235108 34 SH DEFINED 2 34 ASPEN TECHNOLOGY INC EQUITY 045327103 7 152 SH DEFINED 2 152 ASSOCIATED BANC CORP EQUITY 045487105 335 12,747 SH DEFINED 2 12,747 ASSOCIATED BANC-COR EQUITY 045487105 104 3,960 SH DEFINED 1 3,960 ASSOCIATES FIRST CA EQUITY 046008108 28309 744,968 SH DEFINED 1 744,968 ASSOCIATES FIRST CAP CORP EQUITY 046008108 172914 4,550,375 SH DEFINED 2 4,550,375 ASTEC INDS INC EQUITY 046224101 39 3,600 SH DEFINED 2 3,600 ASTORIA FINANCIAL C EQUITY 046265104 116 3,000 SH DEFINED 1 3,000 ASTORIA FINL CORP EQUITY 046265104 79 2,046 SH DEFINED 2 2,046 ASTRAZENECA PLC EQUITY 046353108 39948 760,000 SH DEFINED 2 760,000 ASTROPOWER INC EQUITY 04644A101 4894 123,500 SH DEFINED 2 123,500 ASTROPOWER INC COM EQUITY 04644A101 12807 323,200 SH DEFINED 3 323,200 ASYST TECHNOLOGIES INC EQUITY 04648X107 4 197 SH DEFINED 2 197 AT & T EQUITY 001957109 3372 114,775 SH DEFINED 1 114,775 AT + T CDA INC EQUITY 00207Q202 342 11,200 SH DEFINED 2 11,200 AT + T CORP EQUITY 001957109 82668 2,814,243 SH DEFINED 2 2,814,243 AT HOME CORP EQUITY 045919107 609 43,144 SH DEFINED 2 43,144 AT&T LATIN AMERICA EQUITY 04649A106 658 78,000 SH DEFINED 1 78,000 AT+T CORP EQUITY 001957208 241232 13,401,727 SH DEFINED 2 13,401,727 AT+T WIRELESS GROUP EQUITY 001957406 66443 3,182,900 SH DEFINED 2 3,182,900 ATLANTIC COAST AIRLINES HLDGS EQUITY 048396105 2 73 SH DEFINED 2 73 ATLAS AIR INC EQUITY 049164106 89 2,100 SH DEFINED 1 2,100

15 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ATLAS AIR INC EQUITY 049164106 25354 600,100 SH DEFINED 3 586,700 13,400 ATLAS AIR INC EQUITY 049164106 17310 409,700 SH DEFINED 2 409,700 ATMEL CORP EQUITY 049513104 3077 202,614 SH DEFINED 2 202,614 ATMEL CRP EQUITY 049513104 392 25,800 SH DEFINED 1 25,800 ATMI INC EQUITY 00207R101 4 186 SH DEFINED 2 186 ATMOS ENERGY CORP EQUITY 049560105 4 200 SH DEFINED 2 200 ATRIX LABS INC CORPBOND 04962LAC5 643 710,000 PRN DEFINED 4 710,000 ATS MED INC COM EQUITY 002083103 3348 222,300 SH DEFINED 3 222,300 ATS MEDICAL INC EQUITY 002083103 3411 226,478 SH DEFINED 2 226,478 ATWOOD OCEANICS INC EQUITY 050095108 27 650 SH DEFINED 2 650 AUDIO CODES LTD EQUITY M15342104 2852 33,500 SH DEFINED 2 33,500 AUDIOVOX CORP EQUITY 050757103 2 158 SH DEFINED 2 158 AURORA BIOSCIENCE CORP EQUITY 051920106 30 443 SH DEFINED 2 443 AUSTRIALIS HLDGS PTY LTD EQUITY 05258A113 50 SH DEFINED 2 50 AUTODESK INC. EQUITY 052769106 43 1,700 SH DEFINED 1 1,700 AUTODESK INCORPORATED EQUITY 052769106 1702 67,062 SH DEFINED 2 67,062 AUTOLIV EQUITY 052800109 6 300 SH DEFINED 2 300 AUTOMATIC DATA PROC EQUITY 053015103 1755 26,240 SH DEFINED 1 26,240 AUTOMATIC DATA PROCESSING INC EQUITY 053015103 26139 390,871 SH DEFINED 2 390,871 AUTONATION INC DEL EQUITY 05329W102 10 1,618 SH DEFINED 2 1,618 AUTOZONE INC EQUITY 053332102 98 4,300 SH DEFINED 1 4,300 AUTOZONE INC EQUITY 053332102 30 1,323 SH DEFINED 2 1,323 AVALONBAY CMNTYS INC EQUITY 053484101 7289 152,856 SH DEFINED 2 152,856 AVALONBAY COMM EQUITY 053484101 15633 327,819 SH DEFINED 3 290,368 37,451 AVANEX CORP EQUITY 05348W109 26399 245,143 SH DEFINED 2 245,143 AVANT CORP EQUITY 053487104 7915 433,688 SH DEFINED 2 433,688 AVANT IMMUNOTHERAPE EQUITY 053491106 1111 102,725 SH DEFINED 1 102,725 AVANT IMMUNOTHERAPEUTICS INC EQUITY 053491106 3 301 SH DEFINED 2 301 AVANTGO INC EQUITY 05349M100 2 100 SH DEFINED 2 100 AVENUE A INC EQUITY 053566105 60 SH DEFINED 2 60 AVERY DENNISON CORP EQUITY 053611109 158 3,400 SH DEFINED 1 3,400 AVERY DENNISON CORP EQUITY 053611109 1849 39,861 SH DEFINED 2 39,861 AVICI SYS INC EQUITY 05367L109 84 880 SH DEFINED 2 880 AVID TECHNOLOGY INC EQUITY 05367P100 2 178 SH DEFINED 2 178 AVIGEN INC EQUITY 053690103 3 83 SH DEFINED 2 83 AVIRON CORPBOND 053762AC4 31450 16,322,000 PRN DEFINED 4 16,322,000 AVIRON EQUITY 053762100 8 130 SH DEFINED 2 130

16 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AVIS GROUP HLDGS INC EQUITY 053790101 3 111 SH DEFINED 2 111 AVISTA CORP EQUITY 05379B107 8 353 SH DEFINED 2 353 AVNET INC EQUITY 053807103 1725 60,804 SH DEFINED 4 60,804 AVNET INC EQUITY 053807103 25 890 SH DEFINED 2 890 AVNET INC. EQUITY 053807103 176 6,200 SH DEFINED 1 6,200 AVOCENT CORP EQUITY 053893103 71 1,291 SH DEFINED 2 1,291 AVOCENT CORPORATION EQUITY 053893103 132 2,400 SH DEFINED 1 2,400 AVON PRODS INC EQUITY 054303102 28856 705,945 SH DEFINED 2 705,945 AVON PRODUCTS EQUITY 054303102 286 7,000 SH DEFINED 1 7,000 AVT CORP EQUITY 002420107 157 28,160 SH DEFINED 2 28,160 AVX CORP NEW EQUITY 002444107 10 371 SH DEFINED 2 371 AWARE INC MASS EQUITY 05453N100 674 17,500 SH DEFINED 2 17,500 AXA FINL INC EQUITY 002451102 7620 149,600 SH DEFINED 2 149,600 AXA FINL INC EQUITY 002451102 1155 20,000 SH DEFINED 4 20,000 AXENT TECHNOLOGIES INC EQUITY 05459C108 5 220 SH DEFINED 2 220 AXT INC EQUITY 00246W103 30 706 SH DEFINED 2 706 AZTAR CORP EQUITY 054802103 5 338 SH DEFINED 2 338 B I S Y S GROUP INC EQUITY 055472104 78209 1,011,600 SH DEFINED 3 972,600 39,000 BAKER HUGHES INC EQUITY 057224107 22219 598,482 SH DEFINED 2 598,482 BAKER HUGHES INC. EQUITY 057224107 363 9,770 SH DEFINED 1 9,770 BALDOR ELEC CO EQUITY 057741100 4 200 SH DEFINED 2 200 BALDWIN + LYONS INC EQUITY 057755209 1 43 SH DEFINED 2 43 BALL CORP EQUITY 058498106 25 800 SH DEFINED 1 800 BALL CORP EQUITY 058498106 147 4,644 SH DEFINED 2 4,644 BALLARD PWR SYS INC EQUITY 05858H955 361 3,300 SH DEFINED 2 3,300 BALLY TOTAL FITNESS HLDG CORP EQUITY 05873K108 285 11,400 SH DEFINED 4 11,400 BALLY TOTAL FITNESS HLDG CORP EQUITY 05873K108 29 1,157 SH DEFINED 2 1,157 BANC ONE CORP EQUITY 06423A103 1000 32,322 SH DEFINED 1 32,322 BANCO DE A. EDWARDS EQUITY 059504100 650 49,978 SH DEFINED 1 49,978 Banco Frances Rio Plata ADR EQUITY 059591107 159 9,500 SH DEFINED 1 9,500 BANCO GANADERO SA S EQUITY 059594408 98 27,000 SH DEFINED 1 27,000 BANCO GANADERO SA-S EQUITY 059594507 33 10,500 SH DEFINED 1 10,500 BANCORPSOUTH INC EQUITY 059692103 1 104 SH DEFINED 2 104 BANCWEST CORP NEW EQUITY 059790105 5 272 SH DEFINED 2 272 BANDAG INC EQUITY 059815100 43 1,200 SH DEFINED 1 1,200 BANDAG INC EQUITY 059815100 4 100 SH DEFINED 2 100 BANK AMER CORP EQUITY 060505104 64832 1,237,839 SH DEFINED 2 1,237,839

17 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BANK GRANITE CORP EQUITY 062401104 1 34 SH DEFINED 2 34 BANK N S HALIFAX EQUITY 064149107 6012 207,144 SH DEFINED 2 207,144 BANK NEW YORK INC EQUITY 064057102 31000 552,950 SH DEFINED 2 552,950 BANK OF NEW YORK EQUITY 064057102 1211 21,600 SH DEFINED 1 21,600 BANK ONE CORP EQUITY 06423A103 34430 891,422 SH DEFINED 2 891,422 BANK TOKYO MITSUBISHI LTD EQUITY 065379109 1169 100,000 SH DEFINED 2 100,000 BANK TOKYO-MITSUBISHI LTD EQUITY 065379109 418 35,800 SH DEFINED 4 35,800 BANK UNITED CORP. EQUITY 065412108 39628 781,802 SH DEFINED 1 781,802 BANK UNITED CORP. EQUITY 065412108 21588 425,900 SH DEFINED 3 425,900 BANK UTD CORP EQUITY 065412108 12 245 SH DEFINED 2 245 BANKAMERICA CORPORA EQUITY 060505104 10755 205,350 SH DEFINED 1 205,350 BANKATLANTIC BANCORP CORPBOND 065908AB1 6466 7,607,000 PRN DEFINED 4 7,607,000 BANKNORTH GROUP INC EQUITY 06646R107 154 8,600 SH DEFINED 1 8,600 BANKNORTH GROUP INC NEW EQUITY 06646R107 311 17,424 SH DEFINED 2 17,424 BANTA CORP EQUITY 066821109 34 1,400 SH DEFINED 1 1,400 BANTA CORP EQUITY 066821109 213 8,721 SH DEFINED 2 8,721 BARD C R INC EQUITY 067383109 22 526 SH DEFINED 2 526 BARNES & NOBLE INC. EQUITY 067774109 75 3,800 SH DEFINED 1 3,800 BARNES + NOBLE INC EQUITY 067774109 6 285 SH DEFINED 2 285 BARNES GROUP INC EQUITY 067806109 2 100 SH DEFINED 2 100 BARNESANDNOBLE COM INC EQUITY 067846105 1 224 SH DEFINED 2 224 BARR LABS INC EQUITY 068306109 46 691 SH DEFINED 2 691 BARRA INC EQUITY 068313105 49 787 SH DEFINED 2 787 BARRETT RES CORP EQUITY 068480201 342 9,100 SH DEFINED 4 9,100 BARRETT RES CORP EQUITY 068480201 193 5,093 SH DEFINED 2 5,093 BARRICK GOLD CORP EQUITY 067901108 947 62,076 SH DEFINED 2 62,076 BARRICK GOLD CORP. EQUITY 067901108 175 11,500 SH DEFINED 1 11,500 BASIN EXPL INC EQUITY 070107107 413 21,200 SH DEFINED 4 21,200 BASIN EXPL INC EQUITY 070107107 110 5,634 SH DEFINED 2 5,634 BASSETT FURNITURE INDS INC EQUITY 070203104 85 6,000 SH DEFINED 2 6,000 BATTLE MTN GOLD CO EQUITY 071593107 2 1,044 SH DEFINED 2 1,044 BAUSCH & LOMB EQUITY 071707103 62 1,600 SH DEFINED 1 1,600 BAUSCH & LOMB EQUITY 071707103 238 6,100 SH DEFINED 4 6,100 BAUSCH + LOMB INC EQUITY 071707103 25 647 SH DEFINED 2 647 BAXTER INTERNATIONA EQUITY 071813109 12202 152,880 SH DEFINED 1 152,880 BAXTER INTL INC EQUITY 071813109 48698 610,160 SH DEFINED 2 610,160 BAY VIEW CAP CORP DEL EQUITY 07262L101 1 108 SH DEFINED 2 108

18 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BB&T CORPORATION EQUITY 054937107 322 10,700 SH DEFINED 1 10,700 BB+T CORP EQUITY 054937107 220 7,313 SH DEFINED 2 7,313 BCE INC EQUITY 05534B109 7055 301,839 SH DEFINED 2 301,839 BCE INC EQUITY 05534B950 53 2,296 SH DEFINED 2 2,296 BE AEROSPACE INC EQUITY 073302101 476 29,500 SH DEFINED 4 29,500 BE FREE INC EQUITY 073308108 1 187 SH DEFINED 2 187 BEA SYS INC CORPBOND 073325AB8 56847 4,819,000 PRN DEFINED 4 4,819,000 BEA SYS INC EQUITY 073325102 63503 815,450 SH DEFINED 2 815,450 BEAR STEARNS EQUITY 073902108 208 3,305 SH DEFINED 1 3,305 BEAR STEARNS COS INC EQUITY 073902108 20959 332,680 SH DEFINED 2 332,680 BECKMAN COULTER INC EQUITY 075811109 139 1,800 SH DEFINED 1 1,800 BECKMAN COULTER INC EQUITY 075811109 7358 95,407 SH DEFINED 2 95,407 BECTON DICKINSON & EQUITY 075887109 198 7,500 SH DEFINED 1 7,500 BECTON DICKINSON + CO EQUITY 075887109 350 13,247 SH DEFINED 2 13,247 BED BATH + BEYOND INC EQUITY 075896100 38879 1,594,033 SH DEFINED 2 1,594,033 BED BATH AND BEYOND EQUITY 075896100 4266 174,900 SH DEFINED 3 138,100 36,800 BED BATH AND BEYOND EQUITY 075896100 200 8,200 SH DEFINED 1 8,200 BEDFORD PPTY INVS INC EQUITY 076446301 2 100 SH DEFINED 2 100 BEDFORD PPTY INVS INC COM PAR EQUITY 076446301 3047 150,000 SH DEFINED 3 150,000 BEL FUSE INC EQUITY 077347300 1 37 SH DEFINED 2 37 BELCO OIL & GAS CORP EQUITY 077410207 381 25,200 SH DEFINED 4 25,200 BELCO OIL + GAS CORP EQUITY 077410108 1 100 SH DEFINED 2 100 BELDEN INC EQUITY 077459105 387 16,400 SH DEFINED 4 16,400 BELDEN INC EQUITY 077459105 93 3,945 SH DEFINED 2 3,945 BELL + HOWELL CO NEW EQUITY 077852101 199 9,100 SH DEFINED 2 9,100 BELL CANADA INTERNA EQUITY 077914109 865 40,000 SH DEFINED 1 40,000 BELLSOUTH CORP EQUITY 079860102 2157 53,600 SH DEFINED 1 53,600 BELLSOUTH CORP EQUITY 079860102 4243 105,414 SH DEFINED 2 105,414 BELO A H CORP EQUITY 080555105 1642 89,031 SH DEFINED 2 89,031 BELO A H CORP DEL EQUITY 080555105 127 6,900 SH DEFINED 1 6,900 BEMIS CO. EQUITY 081437105 51 1,600 SH DEFINED 1 1,600 BEMIS INC EQUITY 081437105 7470 232,525 SH DEFINED 2 232,525 BENCHMARK ELECTRS INC CORPBOND 08160HAC5 3933 2,750,000 PRN DEFINED 4 2,750,000 BENCHMARK ELECTRS INC EQUITY 08160H101 26 509 SH DEFINED 2 509 BENEDEK COMMUNICATIONS CORP EQUITY 08170W114 4 2,000 SH DEFINED 2 2,000 BENEDEK COMMUNICATIONS CORP EQUITY 08170W601 42 75 SH DEFINED 2 75 BENTLEY PHARMACEUTICALS INC EQUITY 082657123 228 79,200 SH DEFINED 4 79,200

19 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BERGEN BRUNSWIG COR EQUITY 083739102 91 7,800 SH DEFINED 1 7,800 BERGEN BRUNSWIG CORP EQUITY 083739102 4394 375,933 SH DEFINED 2 375,933 BERINGER WINE ESTATES HLDGS EQUITY 084102102 2836 51,050 SH DEFINED 2 51,050 BERKLEY W R CORP EQUITY 084423102 6 175 SH DEFINED 2 175 BERKLEY, W.R. EQUITY 084423102 1020 29,500 SH DEFINED 1 29,500 BERKSHIRE HATHAWAY INC DEL EQUITY 084670108 126997 1,972 SH DEFINED 2 1,972 BERKSHIRE HATHAWAY INC DEL EQUITY 084670207 1753 847 SH DEFINED 2 847 BERRY PETE CO EQUITY 085789105 4 200 SH DEFINED 2 200 BEST BUY CO INC EQUITY 086516101 12836 201,752 SH DEFINED 2 201,752 BEST BUY INC EQUITY 086516101 388 6,100 SH DEFINED 1 6,100 BEST FOODS INC EQUITY 08658U101 713 9,800 SH DEFINED 1 9,800 BEST FOODS INC EQUITY 08658U101 1971 23,900 SH DEFINED 4 23,900 BESTFOODS EQUITY 08658U101 198 2,724 SH DEFINED 2 2,724 BETHELEM STEEL COR EQUITY 087509105 12 3,900 SH DEFINED 1 3,900 BETHLEHEM STL CORP EQUITY 087509105 5 1,762 SH DEFINED 2 1,762 BEVERLY ENTERPRISES INC EQUITY 087851309 248 41,700 SH DEFINED 4 41,700 BEVERLY ENTERPRISES INC EQUITY 087851309 3 500 SH DEFINED 2 500 BG GROUP EQUITY 087628905 1324 208,268 SH DEFINED 2 208,268 BHC COMMUNICATIONS INC EQUITY 055448104 8786 55,829 SH DEFINED 2 55,829 BILLING CONCEPTS CORP EQUITY 090063108 1 253 SH DEFINED 2 253 BINDLEY WESTN INDS INC EQUITY 090324104 6 178 SH DEFINED 2 178 BINDVIEW DEV CORP EQUITY 090327107 2 262 SH DEFINED 2 262 BIO RAD LABORATORIES INC EQUITY 090572207 1 32 SH DEFINED 2 32 BIO TECHNOLOGY GEN CORP EQUITY 090578105 4 320 SH DEFINED 2 320 BIOCHEM PHARM INC EQUITY 09058T108 15 700 SH DEFINED 2 700 BIOCRYST PHARMACEUTICALS INC EQUITY 09058V103 1 63 SH DEFINED 2 63 BIOGEN INC EQUITY 090597105 11208 183,743 SH DEFINED 2 183,743 Biogen Inc USD0.01 EQUITY 090597105 18 300 SH DEFINED 1 300 BIOMARIN PHARMACEUTICAL INC EQUITY 09061G101 2 85 SH DEFINED 2 85 BIOMATRIX INC EQUITY 09060P102 18 1,000 SH DEFINED 2 1,000 BIOMET INC EQUITY 090613100 184 5,250 SH DEFINED 1 5,250 BIOMET INC EQUITY 090613100 2627 75,053 SH DEFINED 2 75,053 BIOPURE CORP EQUITY 09065H105 2 103 SH DEFINED 2 103 BIOSITE DIAGNOSTICS COM EQUITY 090945106 9223 231,300 SH DEFINED 3 231,300 BIOSITE DIAGNOSTICS INC EQUITY 090945106 4106 102,972 SH DEFINED 2 102,972 BIOSOURCE INTL INC EQUITY 09066H104 4221 136,150 SH DEFINED 2 136,150 BIOTRANSPLANT INC EQUITY 09066Y107 40,431 SH DEFINED 1 40,431

20 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BIOVAIL CORP EQUITY 09067J117 4897 38,900 SH DEFINED 4 38,900 BIOVAIL CORP EQUITY 09067J109 121570 1,492,800 SH DEFINED 3 1,426,200 66,600 BIOVAIL CORP EQUITY 09067J109 38927 478,000 SH DEFINED 2 478,000 BISYS GROUP INC EQUITY 055472104 45523 588,814 SH DEFINED 2 588,814 BJ SVCS CO EQUITY 055482103 293 4,800 SH DEFINED 1 4,800 BJ SVCS CO EQUITY 055482103 17098 279,727 SH DEFINED 2 279,727 BJ'S WHOLESALE CLUB EQUITY 05548J106 143 4,200 SH DEFINED 1 4,200 BJ'S WHOLESALE CLUB EQUITY 05548J106 34625 1,014,664 SH DEFINED 3 964,864 49,800 BJS WHSL CLUB INC EQUITY 05548J106 6062 177,644 SH DEFINED 2 177,644 BK OF IRELAND EQUITY 076440908 20 2,446 SH DEFINED 2 2,446 BLACK & DECKER CORP EQUITY 091797100 89 2,600 SH DEFINED 1 2,600 BLACK + DECKER CORPORATION EQUITY 091797100 28 815 SH DEFINED 2 815 BLACK BOX CORP EQUITY 091826107 170 3,638 SH DEFINED 2 3,638 BLACK HILLS CORP EQUITY 092113109 35 1,250 SH DEFINED 1 1,250 BLACK HILLS CORP EQUITY 092113109 3 100 SH DEFINED 2 100 BLACKROCK INC EQUITY 09247X101 3 88 SH DEFINED 2 88 BLANCH E W HLDGS INC EQUITY 093210102 29 1,377 SH DEFINED 2 1,377 BLAZE SOFTWARE INC EQUITY 09347T109 1 42 SH DEFINED 2 42 BLOCK DRUG INC EQUITY 093644102 4 100 SH DEFINED 2 100 BLOCK H + R INC EQUITY 093671105 2552 68,865 SH DEFINED 2 68,865 BLOCKBUSTER INC EQUITY 093679108 83 9,400 SH DEFINED 2 9,400 BLOUT INTL INC NEW EQUITY 095180105 1 113 SH DEFINED 2 113 BLUE MARTINI SOFTWARE INC EQUITY 095698106 441 13,020 SH DEFINED 2 13,020 BLUESTONE SOFTWARE INC EQUITY 09623P102 1 52 SH DEFINED 2 52 BLYTH INC. EQUITY 09643P108 66 2,800 SH DEFINED 1 2,800 BLYTH INDS INC EQUITY 09643P108 5 230 SH DEFINED 2 230 BMC SOFTWARE EQUITY 055921100 132 6,900 SH DEFINED 1 6,900 BMC SOFTWARE EQUITY 055921100 237 12,400 SH DEFINED 4 12,400 BMC SOFTWARE INC EQUITY 055921100 18899 988,162 SH DEFINED 2 988,162 BOARDWALK EQUITIES INC EQUITY 096613104 2573 323,200 SH DEFINED 2 323,200 BOB EVANS FARMS INC EQUITY 096761101 39 2,100 SH DEFINED 1 2,100 BOB EVANS FARMS INC EQUITY 096761101 5 277 SH DEFINED 2 277 BOCA RESORTS INC EQUITY 09688T106 2 200 SH DEFINED 2 200 BOEING CO EQUITY 097023105 50527 802,031 SH DEFINED 2 802,031 BOEING CO. EQUITY 097023105 1646 26,126 SH DEFINED 1 26,126 BOISE CASCADE CORP EQUITY 097383103 48 1,800 SH DEFINED 1 1,800 BOISE CASCADE CORP EQUITY 097383103 23 850 SH DEFINED 2 850

21 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BOLDER TECHNOLOGIES CORP EQUITY 097519102 16 3,800 SH DEFINED 2 3,800 BOMBARDIER INC EQUITY 097751200 883 51,200 SH DEFINED 2 51,200 BOOKHAM TECHNOLOGY PLC EQUITY 09856Q108 3912 91,250 SH DEFINED 2 91,250 BORDERS GROUP INC EQUITY 099709107 63 4,500 SH DEFINED 1 4,500 BORDERS GROUP INC EQUITY 099709107 419 30,074 SH DEFINED 2 30,074 BORG WARNER AUTOMOTIVE INC EQUITY 099724106 174 5,239 SH DEFINED 2 5,239 BORG-WARNER AUTOMOT EQUITY 099724106 50 1,500 SH DEFINED 1 1,500 BOSTON COMMUNICATIONS GROUP EQUITY 100582105 17 900 SH DEFINED 2 900 BOSTON PPTYS INC EQUITY 101121101 13171 306,741 SH DEFINED 2 306,741 BOSTON PROPERTIES INC COM EQUITY 101121101 14796 344,600 SH DEFINED 3 294,700 49,900 BOSTON SCIENTIFIC EQUITY 101137107 196 11,900 SH DEFINED 1 11,900 BOSTON SCIENTIFIC CORP EQUITY 101137107 265 16,124 SH DEFINED 2 16,124 BOTTOMLINE TECHNOLOGIES DEL EQUITY 101388106 1 37 SH DEFINED 2 37 BOWATER INC EQUITY 102183100 139 3,000 SH DEFINED 1 3,000 BOWATER INC EQUITY 102183100 7725 166,356 SH DEFINED 2 166,356 BOWNE + CO INC EQUITY 103043105 90 9,243 SH DEFINED 2 9,243 BOYD GAMING CORP EQUITY 103304101 89 SH DEFINED 2 89 BOYDS COLLECTION LTD EQUITY 103354106 3 400 SH DEFINED 2 400 BOYKIN LODGING CO EQUITY 103430104 2 200 SH DEFINED 2 200 BP AMOCO EQUITY 079805909 16275 1,828,057 SH DEFINED 2 1,828,057 BP AMOCO PLC EQUITY 055622104 39865 752,173 SH DEFINED 2 752,173 BP PRUDHOE BAY RTY TR EQUITY 055630107 638 46,000 SH DEFINED 4 46,000 BRADY CORP EQUITY 104674106 3 104 SH DEFINED 2 104 BRANDYWINE RLTY TR EQUITY 105368203 4 200 SH DEFINED 2 200 BRANDYWINE RLTY TR SH BEN INT EQUITY 105368203 405 20,000 SH DEFINED 3 20,000 BRASIL DISTR PAO AC EQUITY 20440T201 1435 38,600 SH DEFINED 1 38,600 BRASIL TELECOM PARTICIPACOES EQUITY 105530109 414 7,100 SH DEFINED 2 7,100 BRAUN CONSULTING INC EQUITY 105651103 19 974 SH DEFINED 2 974 BRE PPTYS INC EQUITY 05564E106 3035 94,851 SH DEFINED 2 94,851 BRE PROPERTIES INC CL A EQUITY 05564E106 12486 390,200 SH DEFINED 3 335,400 54,800 BREAKAWAY SOLUTIONS INC EQUITY 106372105 1 81 SH DEFINED 2 81 BREEZECOM LTD EQUITY M20385106 336 10,200 SH DEFINED 2 10,200 BRENTON BKS INC EQUITY 107211104 1 100 SH DEFINED 2 100 BRIGGS & STRATTON EQUITY 109043109 26 700 SH DEFINED 1 700 BRIGGS + STRATTON CORP EQUITY 109043109 421 11,142 SH DEFINED 2 11,142 BRIGHT HORIZON FAMILY COM EQUITY 109195107 43985 1,720,680 SH DEFINED 3 1,720,680 BRIGHT HORIZONS FAMILY SOLUT EQUITY 109195107 14635 572,537 SH DEFINED 2 572,537

22 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BRIGHTPOINT INC EQUITY 109473108 77 15,346 SH DEFINED 2 15,346 BRILLIANCE CHINA AU EQUITY 10949Q105 73 2,400 SH DEFINED 1 2,400 BRINKER INTERNATION EQUITY 109641100 114 3,800 SH DEFINED 1 3,800 BRINKER INTL INC EQUITY 109641100 6 200 SH DEFINED 2 200 BRIO TECHNOLOGY INC EQUITY 109704106 1 102 SH DEFINED 2 102 BRISTOL MYERS SQUIB EQUITY 110122108 19488 341,150 SH DEFINED 1 341,150 BRISTOL MYERS SQUIB EQUITY 110122108 434 7,600 SH DEFINED 4 7,600 BRISTOL MYERS SQUIBB CO EQUITY 110122108 106379 1,862,197 SH DEFINED 2 1,862,197 BROADBASE SOFTWARE INC EQUITY 11130R100 3 191 SH DEFINED 2 191 BROADCOM CORP EQUITY 111320107 59299 243,276 SH DEFINED 2 243,276 BROADCOM CORP CI A EQUITY 111320107 5445 22,340 SH DEFINED 1 22,340 BROADCOM CORP CL A EQUITY 111320107 853 3,500 SH DEFINED 3 3,500 BROADVISION INC EQUITY 111412102 2973 116,310 SH DEFINED 2 116,310 BROADWING COMMUNICATIONS INC EQUITY 11161P205 12665 12,535 SH DEFINED 2 12,535 BROADWING INC EQUITY 111620100 317 12,400 SH DEFINED 1 12,400 BROADWING INC EQUITY 111620100 10842 424,141 SH DEFINED 2 424,141 BROADWING INC EQUITY 111620407 1338 28,700 SH DEFINED 2 28,700 BROCADE COMMUNICATIONS SYS INC EQUITY 111621108 64781 274,497 SH DEFINED 2 274,497 BROOKFIELD PPTYS CORP EQUITY 112900105 879 54,300 SH DEFINED 2 54,300 BROOKLINE BANCORP INC EQUITY 113739106 1 100 SH DEFINED 2 100 BROOKS AUTOMATION INC EQUITY 11434A100 11913 359,627 SH DEFINED 2 359,627 BROOKTROUT INC EQUITY 114580103 2 74 SH DEFINED 2 74 BROWN + BROWN INC EQUITY 115236101 6 200 SH DEFINED 2 200 BROWN AND BROWN EQUITY 115236101 6935 218,000 SH DEFINED 1 218,000 BROWN FORMAN CORP EQUITY 115637209 77 1,403 SH DEFINED 2 1,403 BROWN SHOE INC NEW EQUITY 115736100 1 74 SH DEFINED 2 74 BROWN TOM INC EQUITY 115660201 4 178 SH DEFINED 2 178 BROWN-FORMAN CORP C EQUITY 115637209 110 2,000 SH DEFINED 1 2,000 BRUKER DALTONICS INC EQUITY 116795105 5521 124,425 SH DEFINED 2 124,425 BRUNSWICK CORP EQUITY 117043109 55 3,000 SH DEFINED 1 3,000 BRUNSWICK CORP EQUITY 117043109 1220 66,828 SH DEFINED 2 66,828 BRUSH EBGINEERED MATLS INC EQUITY 117421107 2 100 SH DEFINED 2 100 BSQUARE CORP EQUITY 11776U102 12 797 SH DEFINED 2 797 BT FINL CORP EQUITY 055763106 2 105 SH DEFINED 2 105 BUCA INC EQUITY 117769109 84 7,900 SH DEFINED 2 7,900 BUCKEYE TECHNOLOGIES INC EQUITY 118255108 3 129 SH DEFINED 2 129 BUDGET GROUP INC EQUITY 119003101 108 27,749 SH DEFINED 1 27,749

23 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BUFFETS INC EQUITY 119882108 33 2,400 SH DEFINED 1 2,400 BUFFETS INC EQUITY 119882108 50 3,672 SH DEFINED 2 3,672 BURLINGTON COAT FACTORY WHSE EQUITY 121579106 3 181 SH DEFINED 2 181 BURLINGTON NORTHERN EQUITY 12189T104 267 12,510 SH DEFINED 1 12,510 BURLINGTON NORTHN SANTA FE EQUITY 12189T104 17779 824,517 SH DEFINED 2 824,517 BURLINGTON RES INC EQUITY 122014103 5089 138,245 SH DEFINED 2 138,245 BURLINGTON RESOURCE EQUITY 122014103 232 6,314 SH DEFINED 1 6,314 BURNHAM PAC PPTYS INC EQUITY 12232C108 1 108 SH DEFINED 2 108 BURNTSAND INC EQUITY 122901101 88 22,000 SH DEFINED 2 22,000 BUSH BOAKE ALLEN INC EQUITY 123162109 1 17 SH DEFINED 2 17 BUSH INDS INC EQUITY 123164105 1 100 SH DEFINED 2 100 BUSINESS OBJECTS S A EQUITY 12328X107 8594 76,011 SH DEFINED 2 76,011 BUSINESS OBJECTS S A SPONSORED EQUITY 12328X107 30572 270,400 SH DEFINED 3 264,000 6,400 BUTLER INTL INC NEW EQUITY 123649105 5 900 SH DEFINED 2 900 BYL BANCORP EQUITY 056064108 152 12,900 SH DEFINED 4 12,900 C COR NET CORPORATION EQUITY 125010108 3 227 SH DEFINED 2 227 C CUBE MICROSYSTEMS INC NEW EQUITY 12501N108 5 259 SH DEFINED 2 259 C D I CORP EQUITY 125071100 78 4,900 SH DEFINED 2 4,900 C H ROBINSON WORLDWIDE EQUITY 12541W100 276 4,905 SH DEFINED 2 4,905 C MAC INDS INC EQUITY 125920108 8777 152,650 SH DEFINED 2 152,650 C MAC INDS INC EQUITY 125920959 23 400 SH DEFINED 2 400 C.H. ROBINSON WORLD EQUITY 12541W100 135 2,400 SH DEFINED 1 2,400 C.I.T. Group Inc. A EQUITY 125577106 131 7,500 SH DEFINED 1 7,500 C.R. BARD EQUITY 067383109 68 1,600 SH DEFINED 1 1,600 C+D TECHNOLOGIES EQUITY 124661109 10 182 SH DEFINED 2 182 CABLE DESIGN TECHNOLOGIES CORP EQUITY 126924109 4101 168,667 SH DEFINED 2 168,667 CABLETRON SYSTEMS I EQUITY 126920107 11430 389,100 SH DEFINED 3 339,600 49,500 CABLETRON SYSTEMS I EQUITY 126920107 153 5,200 SH DEFINED 1 5,200 CABLETRON SYSTEMS INC EQUITY 126920107 11501 391,534 SH DEFINED 2 391,534 CABLEVISION SYS CORP EQUITY 12686C109 4250 64,086 SH DEFINED 2 64,086 CABOT CORP EQUITY 127055101 124 3,900 SH DEFINED 1 3,900 CABOT CORP EQUITY 127055101 7 234 SH DEFINED 2 234 CABOT INDL TR EQUITY 127072106 5 251 SH DEFINED 2 251 CABOT INDUSTRIAL TRUST COM EQUITY 127072106 3589 180,000 SH DEFINED 3 180,000 CABOT MICROELECTRON EQUITY 12709P103 62 1,300 SH DEFINED 1 1,300 CABOT MICROELECTRONICS CORP EQUITY 12709P103 1 28 SH DEFINED 2 28 CABOT OIL + GAS CORP EQUITY 127097103 2 114 SH DEFINED 2 114

24 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CACHEFLOW INC EQUITY 126946102 430 3,010 SH DEFINED 2 3,010 CACI INC EQUITY 127190304 1 32 SH DEFINED 2 32 CADENCE DESIGN SYS INC EQUITY 127387108 7298 284,106 SH DEFINED 2 284,106 CADENCE DESIGN SYST EQUITY 127387108 367 14,300 SH DEFINED 1 14,300 CADIZ INC EQUITY 127537108 28 2,800 SH DEFINED 2 2,800 CAL DIVE INTL INC EQUITY 127914109 40 698 SH DEFINED 2 698 CALDERA SYS INC EQUITY 128780103 55 SH DEFINED 2 55 CALGON CARBON CORP EQUITY 129603106 2 223 SH DEFINED 2 223 CALICO COMM INC EQUITY 129897104 1 135 SH DEFINED 2 135 CALIFORNIA AMPLIFIER INC EQUITY 129900106 3 109 SH DEFINED 2 109 CALIFORNIA WATER SERVICE GRP EQUITY 130788102 3 100 SH DEFINED 2 100 CALIPER TECHNOLOGIES CORP EQUITY 130876105 1241 21,421 SH DEFINED 2 21,421 CALLAWAY GOLF CO EQUITY 131193104 68 4,400 SH DEFINED 1 4,400 CALLAWAY GOLF CO EQUITY 131193104 7 472 SH DEFINED 2 472 CALLON PETE CO DEL EQUITY 13123X201 3004 83,000 SH DEFINED 4 83,000 CALLON PETE CO DEL EQUITY 13123X102 14 900 SH DEFINED 2 900 CALPINE CAP TR III EQUITY 13134R201 1860 27,500 SH DEFINED 2 27,500 CALPINE CORP EQUITY 131347106 97618 935,260 SH DEFINED 2 935,260 CAMBREX CORP EQUITY 132011107 6 174 SH DEFINED 2 174 CAMBRIDGE TECH PART EQUITY 132524109 16 3,600 SH DEFINED 1 3,600 CAMBRIDGE TECHNOLOGY PARNERS M EQUITY 132524109 28 6,304 SH DEFINED 2 6,304 CAMDEN PPTY TR EQUITY 133131201 673 27,000 SH DEFINED 4 27,000 CAMDEN PPTY TR EQUITY 133131102 23681 763,900 SH DEFINED 3 670,800 93,100 CAMDEN PPTY TR EQUITY 133131102 4660 150,313 SH DEFINED 2 150,313 CAMINUS CORP EQUITY 133766105 3639 91,548 SH DEFINED 2 91,548 CAMINUS CORP COM EQUITY 133766105 3637 91,500 SH DEFINED 3 91,500 CAMPBELL SOUP CO EQUITY 134429109 4006 154,820 SH DEFINED 2 154,820 CAMPBELL SOUP COMPA EQUITY 134429109 318 12,300 SH DEFINED 1 12,300 CANADA LIFE FINL CORP EQUITY 135113108 26 1,100 SH DEFINED 2 1,100 CANADIAN NATL RY CO EQUITY 136375102 1941 66,225 SH DEFINED 2 66,225 CANADIAN NATL RY CO EQUITY 136375961 208 7,096 SH DEFINED 2 7,096 CANADIAN NATURAL RES LTD EQUITY 136385101 2232 64,200 SH DEFINED 2 64,200 CANADIAN NATURAL RES LTD EQUITY 136385952 94 2,800 SH DEFINED 2 2,800 CANADIAN OCCIDENTAL PETE LTD EQUITY 136420957 886 35,500 SH DEFINED 2 35,500 CANADIAN PAC LTD EQUITY 135923951 2626 101,241 SH DEFINED 2 101,241 CAPITAL AUTOMOTIVE REIT EQUITY 139733109 3 241 SH DEFINED 2 241 CAPITAL GAMING INTL INC EQUITY 140180308 344 SH DEFINED 2 344

25 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CAPITAL ONE FINANCI EQUITY 14040H105 356 5,075 SH DEFINED 1 5,075 CAPITAL ONE FINANCI EQUITY 14040H105 687 9,800 SH DEFINED 3 9,800 CAPITAL ONE FINL CORP EQUITY 14040H105 25419 362,801 SH DEFINED 2 362,801 CAPITAL SOUTHWEST CORP EQUITY 140501107 359 6,000 SH DEFINED 2 6,000 CAPITOL FED FINL EQUITY 14057C106 4 255 SH DEFINED 2 255 CAPITOL TRANSAMERIC EQUITY 140640103 1279 107,700 SH DEFINED 1 107,700 CAPLINE CORPORATION EQUITY 131347106 835 8,000 SH DEFINED 1 8,000 CAPROCK COMMUNICATIONS CORP EQUITY 140667106 1 244 SH DEFINED 2 244 CAPSTEAD MTG CORP EQUITY 14067E407 1 164 SH DEFINED 2 164 CARAUSTAR INDS INC EQUITY 140909102 2 200 SH DEFINED 2 200 CARBO CERAMICS INC EQUITY 140781105 1 52 SH DEFINED 2 52 CARDIAC SCIENCE INC EQUITY 141410209 5 578 SH DEFINED 1 578 CARDINAL HEALTH INC EQUITY 14149Y108 706 8,000 SH DEFINED 1 8,000 CARDINAL HEALTH INC EQUITY 14149Y108 103464 1,173,223 SH DEFINED 2 1,173,223 CARDIODYNAMICS INTL CORP EQUITY 141597104 1 200 SH DEFINED 2 200 CAREER ED CORP EQUITY 141665109 5426 121,942 SH DEFINED 2 121,942 CAREMARK RX INC EQUITY 141705103 2980 264,932 SH DEFINED 2 264,932 CARESIDE INC EQUITY 141728113 10 11,800 SH DEFINED 4 11,800 CARLISLE COS INC EQUITY 142339100 71 1,700 SH DEFINED 1 1,700 CARLISLE COS INC EQUITY 142339100 7 179 SH DEFINED 2 179 CARNIVAL CORP EQUITY 143658102 16313 662,473 SH DEFINED 2 662,473 CARNIVAL CORP CLASS EQUITY 143658102 438 17,800 SH DEFINED 1 17,800 CARPENTER TECHNOLOG EQUITY 144285103 35 1,200 SH DEFINED 1 1,200 CARPENTER TECHNOLOGY CORP EQUITY 144285103 3 96 SH DEFINED 2 96 CARRAMERICA REALTY CORPORATION EQUITY 144418100 7381 244,000 SH DEFINED 3 209,700 34,300 CARRAMERICA RLTY CORP EQUITY 144418100 2556 84,500 SH DEFINED 2 84,500 CARREKER CORPRATION EQUITY 144433109 2 100 SH DEFINED 2 100 CARRIER ACCESS CORP EQUITY 144460102 1 45 SH DEFINED 2 45 CARSO GLOBAL TELEC EQUITY 217833904 1223 504,137 SH DEFINED 2 504,137 CARTER WALLACE INC EQUITY 146285101 64 2,600 SH DEFINED 1 2,600 CARTER WALLACE INC. EQUITY 146285101 3 141 SH DEFINED 2 141 CASELLA WASTE SYS INC EQUITY 147448104 1 84 SH DEFINED 2 84 CASEYS GEN STORES INC EQUITY 147528103 172 13,244 SH DEFINED 2 13,244 CASH AMER INTL INC EQUITY 14754D100 2 242 SH DEFINED 2 242 CATALINA MARKETING CORP EQUITY 148867104 3680 97,815 SH DEFINED 2 97,815 CATALYST INTL INC EQUITY 14887T105 1 300 SH DEFINED 2 300 CATALYTICA INC EQUITY 148885106 116 9,345 SH DEFINED 2 9,345

26 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CATELLUS DEV CORP EQUITY 149111106 7591 433,790 SH DEFINED 2 433,790 CATELLUS DEVELOPMENT CORP EQUITY 149111106 4121 235,500 SH DEFINED 3 200,500 35,000 CATERPILLAR INC EQUITY 149123101 7248 214,752 SH DEFINED 2 214,752 CATERPILLAR INC. EQUITY 149123101 341 10,100 SH DEFINED 1 10,100 CATHAY BANCORP INC EQUITY 149150104 2 33 SH DEFINED 2 33 CATO CORP NEW EQUITY 149205106 1 100 SH DEFINED 2 100 CB RICHARD ELLIS SVCS INC EQUITY 12489L108 1 100 SH DEFINED 2 100 CBL + ASSOC PPTYS INC EQUITY 124830100 3 113 SH DEFINED 2 113 CBRL GROUP INC EQUITY 12489V106 49 3,400 SH DEFINED 1 3,400 CBRL GROUP INC EQUITY 12489V106 304 21,156 SH DEFINED 2 21,156 CCC INFORMATION SER EQUITY 12487Q109 968 120,000 SH DEFINED 1 120,000 CCC INFORMATION SVCS GROUP INC EQUITY 12487Q109 2 200 SH DEFINED 2 200 CDW COMPUTER CENTER EQUITY 125129106 345 5,000 SH DEFINED 1 5,000 CDW COMPUTER CTRS INC EQUITY 125129106 80 1,160 SH DEFINED 2 1,160 CEC ENTMT INC EQUITY 125137109 35 1,079 SH DEFINED 2 1,079 CELERITEK INC EQUITY 150926103 3 69 SH DEFINED 2 69 CELESTICA INC CORPBOND 15101QAA6 4092 8,325,000 PRN DEFINED 4 8,325,000 CELESTICA INC EQUITY 15101Q108 4620 66,712 SH DEFINED 2 66,712 CELESTICA INC EQUITY 15101Q959 303 4,411 SH DEFINED 2 4,411 CELGENE CORP EQUITY 151020104 1811 30,430 SH DEFINED 2 30,430 CELL GENESYS INC EQUITY 150921104 6 204 SH DEFINED 2 204 CELL PATHWAYS INC NEW EQUITY 15114R101 1 125 SH DEFINED 2 125 CELL THERAPEUTICS INC EQUITY 150934107 4005 60,060 SH DEFINED 2 60,060 CELLNET DATA SYS EQUITY 15115M101 400 SH DEFINED 2 400 CELLSTAR CORP EQUITY 150925105 20 6,400 SH DEFINED 2 6,400 CEMEX S A EQUITY 151290871 13 7,268 SH DEFINED 2 7,268 CEMEX S A EQUITY 151290889 3099 154,443 SH DEFINED 2 154,443 CEMEX SA -SPONS ADR EQUITY 151290889 367 18,300 SH DEFINED 1 18,300 CEMIG CIA ENERG MG EQUITY 219271905 164 9,911,000 SH DEFINED 2 9,911,000 CENDANT CORP EQUITY 151313111 3805 602,700 SH DEFINED 4 602,700 CENDANT CORP EQUITY 151313103 224 20,618 SH DEFINED 1 20,618 CENDANT CORP EQUITY 151313103 10024 921,754 SH DEFINED 2 921,754 CENDANT CORP EQUITY 151313301 303 18,500 SH DEFINED 2 18,500 CENTERPOINT PPTYS TR EQUITY 151895109 8314 180,504 SH DEFINED 2 180,504 CENTERPOINT PPTYS TRUST EQUITY 151895109 8181 177,600 SH DEFINED 3 151,800 25,800 CENTEX CONSTR PRODS INC EQUITY 15231R109 18 SH DEFINED 2 18 CENTEX CORP EQUITY 152312104 61 1,900 SH DEFINED 1 1,900

27 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CENTEX CORP EQUITY 152312104 25 791 SH DEFINED 2 791 CENTILLIUM COMMUNICATIONS INC EQUITY 152319109 3 28 SH DEFINED 2 28 CENTRAIS GERADORAS DO SUL DO B EQUITY 15235B308 143 18,300 SH DEFINED 2 18,300 CENTRAL GARDEN + PET CO EQUITY 153527106 1 100 SH DEFINED 2 100 CENTRAL PKG CORP EQUITY 154785109 1 51 SH DEFINED 2 51 CENTURA BKS INC EQUITY 15640T100 4 102 SH DEFINED 2 102 CENTURY ALUM CO EQUITY 156431108 1 100 SH DEFINED 2 100 CENTURY SOUTH BANK INC EQUITY 156683104 2 100 SH DEFINED 2 100 CENTURYBUSINESS SVCS INC EQUITY 156490104 1 400 SH DEFINED 2 400 CENTURYTEL INC EQUITY 156700106 114 4,200 SH DEFINED 1 4,200 CENTURYTEL INC EQUITY 156700106 2450 89,909 SH DEFINED 2 89,909 CEPHALON INC EQUITY 156708406 143478 1,042,980 SH DEFINED 4 1,042,980 CEPHALON INC EQUITY 156708109 11404 235,135 SH DEFINED 2 235,135 CERADYNE INC CALIF EQUITY 156710105 918 93,000 SH DEFINED 2 93,000 CERADYNE INC COM EQUITY 156710105 918 93,000 SH DEFINED 3 93,000 CERAGON NETWORKS LTD EQUITY M22013102 62 2,300 SH DEFINED 2 2,300 CERIDIAN CORP EQUITY 15677T106 126 4,500 SH DEFINED 1 4,500 CERIDIAN CORP EQUITY 15677T106 9304 331,538 SH DEFINED 2 331,538 CERNER CORP EQUITY 156782104 937 20,181 SH DEFINED 2 20,181 CERUS CORP EQUITY 157085101 3 46 SH DEFINED 2 46 CFW COMMUNICATIONS CO EQUITY 124923103 2 65 SH DEFINED 2 65 CH ENERGY GROUP INC EQUITY 12541M102 5 115 SH DEFINED 2 115 CHAMPION ENTERPRISES INC EQUITY 158496109 61 14,300 SH DEFINED 2 14,300 CHAMPIONSHIP AUTO RACING TEAM EQUITY 158711101 25 1,045 SH DEFINED 2 1,045 CHARLES RIV LABORATORIES INTL EQUITY 159864107 4563 134,200 SH DEFINED 2 134,200 CHARMING SHOPPES INC EQUITY 161133103 3 571 SH DEFINED 2 571 CHARMING SHOPPES INC. CORPBOND 161133AA1 3735 4,191,000 PRN DEFINED 4 4,191,000 CHARTER COMMUNICATIONS INC DEL EQUITY 16117M107 1733 106,537 SH DEFINED 2 106,537 CHARTER MUN MTG ACCEP CO EQUITY 160908109 1 100 SH DEFINED 2 100 CHARTER ONE FIN'L EQUITY 160903100 157 6,445 SH DEFINED 1 6,445 CHARTER ONE FIN'L EQUITY 160903100 57995 2,379,274 SH DEFINED 3 2,224,039 155,235 CHARTER ONE FINL INC EQUITY 160903100 6641 272,437 SH DEFINED 2 272,437 CHARTERED SEMICONDUCTOR MFG EQUITY 16133R106 122 2,010 SH DEFINED 2 2,010 CHASE MANHATTAN COR EQUITY 16161A108 3507 75,925 SH DEFINED 1 75,925 CHASE MANHATTAN CORP NEW EQUITY 16161A108 99931 2,163,585 SH DEFINED 2 2,163,585 CHATEAU CMNTYS INC EQUITY 161726104 3049 113,700 SH DEFINED 2 113,700 CHATEAU COMMUNITIES INC COM EQUITY 161726104 14999 559,400 SH DEFINED 3 495,900 63,500

28 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHEAP TICKETS INC EQUITY 162672109 1 94 SH DEFINED 2 94 CHECK POINT SOFTWAR EQUITY M22465104 1591 10,100 SH DEFINED 1 10,100 CHECK POINT SOFTWARE EQUITY M22465104 40982 260,200 SH DEFINED 2 260,200 CHECKFREE CORP NEW EQUITY 162813109 18650 445,209 SH DEFINED 2 445,209 CHECKFREE CORP. EQUITY 162813109 184 4,400 SH DEFINED 1 4,400 CHECKPOINT SYS INC EQUITY 162825103 1 189 SH DEFINED 2 189 CHEESECAKE FACTORY EQUITY 163072101 8216 189,955 SH DEFINED 2 189,955 CHEESECAKE FACTORY INC COM EQUITY 163072101 34550 798,850 SH DEFINED 3 783,125 15,725 CHELSEA GCA REALTY INC EQUITY 163262108 126 3,600 SH DEFINED 2 3,600 CHEMED CORP EQUITY 163596109 3 100 SH DEFINED 2 100 CHEMFIRST INC EQUITY 16361A106 3 159 SH DEFINED 2 159 CHEMICAL FINL CORP EQUITY 163731102 2 105 SH DEFINED 2 105 CHESAPEAKE CORP EQUITY 165159104 2 105 SH DEFINED 2 105 CHESAPEAKE ENERGY CORP EQUITY 165167305 672 11,100 SH DEFINED 4 11,100 CHESAPEAKE ENERGY CORP EQUITY 165167107 5 628 SH DEFINED 2 628 CHEVRON CORP EQUITY 166751107 19630 230,264 SH DEFINED 2 230,264 CHEVRON CORPORATION EQUITY 166751107 1577 18,500 SH DEFINED 1 18,500 CHICOS FAS INC EQUITY 168615102 4405 129,564 SH DEFINED 2 129,564 CHICOS FAS INC COM EQUITY 168615102 6565 193,100 SH DEFINED 3 193,100 CHIEFTAIN INTL FDG CORP EQUITY 168672202 4141 149,900 SH DEFINED 4 149,900 CHIEFTAIN INTL INC EQUITY 16867C101 331 16,000 SH DEFINED 2 16,000 CHILDRENS PL RETAIL STORES INC EQUITY 168905107 51 1,982 SH DEFINED 2 1,982 CHINA MOBILE HK LTD EQUITY 16941M109 2997 92,400 SH DEFINED 1 92,400 CHINA MOBILE HONG KONG LTD EQUITY 16941M109 1175 36,230 SH DEFINED 2 36,230 CHINA UNICOM EQUITY 16945R104 9179 420,820 SH DEFINED 2 420,820 CHIQUITA BRANDS INTL INC EQUITY 170032403 244 17,300 SH DEFINED 4 17,300 CHIQUITA BRANDS INTL INC EQUITY 170032106 1 254 SH DEFINED 2 254 CHIRON CORP EQUITY 170040109 26 581 SH DEFINED 2 581 CHIRON CORP. EQUITY 170040109 473 10,500 SH DEFINED 1 10,500 CHITTENDEN CORP EQUITY 170228100 126 4,907 SH DEFINED 2 4,907 CHOICE HOTELS INC EQUITY 169905106 3 300 SH DEFINED 2 300 CHOICE ONE COMMUNICATIONS INC EQUITY 17038P104 40 SH DEFINED 2 40 CHOICEPOINT INC EQUITY 170388102 107 2,330 SH DEFINED 2 2,330 CHORDIANT SOFTWARE INC EQUITY 170404107 167 21,586 SH DEFINED 2 21,586 CHRIS CRAFT INDS IN EQUITY 170520100 171 2,079 SH DEFINED 1 2,079 CHRIS CRAFT INDS INC EQUITY 170520100 3 41 SH DEFINED 2 41 CHRISTOPHER & BANKS CP COM EQUITY 171046105 3780 97,225 SH DEFINED 3 97,225

29 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHRISTOPHER + BANKS CORP EQUITY 171046105 3780 97,225 SH DEFINED 2 97,225 CHROMAVISION MED SYS INC EQUITY 17111P104 1 100 SH DEFINED 2 100 CHUBB CORP EQUITY 171232101 3253 41,115 SH DEFINED 1 41,115 CHUBB CORP EQUITY 171232101 34144 431,519 SH DEFINED 2 431,519 CHURCH & DWIGHT INC EQUITY 171340102 40 2,200 SH DEFINED 1 2,200 CHURCH + DWIGHT INC EQUITY 171340102 4 200 SH DEFINED 2 200 CHURCHILL DOWNS INC EQUITY 171484108 1 30 SH DEFINED 2 30 CIA ANONIMA TELEF D EQUITY 204421101 1349 55,200 SH DEFINED 1 55,200 Cia de Minas Buenaventura - Spon ADR EQUITY 204448104 353 25,000 SH DEFINED 1 25,000 CIA PARANAENSE ENER EQUITY 20441B407 540 60,900 SH DEFINED 1 60,900 CIA TELECOM CHILE-S EQUITY 204449300 2460 141,600 SH DEFINED 1 141,600 CIA VALE DO RIO DOC EQUITY 204412100 591 23,700 SH DEFINED 1 23,700 CIBER INC EQUITY 17163B102 145 17,560 SH DEFINED 2 17,560 CIENA CORP EQUITY 171779101 55745 453,900 SH DEFINED 2 453,900 CIGNA CORP EQUITY 125509109 480 4,600 SH DEFINED 1 4,600 CIGNA CORP EQUITY 125509109 10871 104,131 SH DEFINED 2 104,131 CINAR CORP EQUITY 171905300 563 187,700 SH DEFINED 2 187,700 CINCINNATI FINL CORP EQUITY 172062101 147 4,150 SH DEFINED 1 4,150 CINCINNATI FINL CORP CORPBOND 172062AB7 1821 763,000 PRN DEFINED 4 763,000 CINCINNATI FINL CORP EQUITY 172062101 65 1,818 SH DEFINED 2 1,818 CINERGY CORP EQUITY 172474108 159 4,800 SH DEFINED 1 4,800 CINERGY CORP EQUITY 172474108 51 1,543 SH DEFINED 2 1,543 CINTAS CORP EQUITY 172908105 423 9,700 SH DEFINED 1 9,700 CINTAS CORP EQUITY 172908105 617 14,160 SH DEFINED 2 14,160 CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 910 28,450 SH DEFINED 2 28,450 CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y997 640 20,000 SH DEFINED 2 20,000 CIRCLE INTL GROUP INC EQUITY 172574105 3 83 SH DEFINED 2 83 CIRCUIT CITY STORES EQUITY 172737108 552 24,000 SH DEFINED 4 24,000 CIRCUIT CITY STORES EQUITY 172737108 136 5,900 SH DEFINED 1 5,900 CIRCUIT CITY STORES INC EQUITY 172737108 10784 468,854 SH DEFINED 2 468,854 CIRRUS LOGIC CORP CORPBOND 172755AC4 44829 27,177,000 PRN DEFINED 4 27,177,000 CIRRUS LOGIC CORP EQUITY 172755100 153 3,800 SH DEFINED 1 3,800 CIRRUS LOGIC INC EQUITY 172755100 15 381 SH DEFINED 2 381 CISCO SYS INC EQUITY 17275R102 561761 10,167,620 SH DEFINED 2 10,167,620 CISCO SYSTEMS INC. EQUITY 17275R102 57521 1,041,107 SH DEFINED 1 1,041,107 CIT GROUP INC EQUITY 125577106 507 28,981 SH DEFINED 2 28,981 CITADEL COMMUNICATIONS CORP EQUITY 172853202 20 1,181 SH DEFINED 2 1,181

30 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CITIGROUP INC EQUITY 172967101 43072 930,803 SH DEFINED 1 930,803 CITIGROUP INC EQUITY 172967101 537262 9,937,796 SH DEFINED 2 9,937,796 CITIGROUP INC EQUITY 172967309 1890 42,000 SH DEFINED 2 42,000 CITIZENS BKG CORP MICH EQUITY 174420109 123 5,342 SH DEFINED 2 5,342 CITIZENS COMMUNICATIONS CO EQUITY 17453B101 11 838 SH DEFINED 2 838 CITIZENS UTILS TR EQUITY 177351202 34313 637,900 SH DEFINED 4 637,900 CITRIX SYS INC EQUITY 177376100 8720 434,632 SH DEFINED 2 434,632 CITRIX SYSTEMS INC EQUITY 177376100 108 5,400 SH DEFINED 1 5,400 CITY BK LYNNWOOD WASH EQUITY 17770A109 25 SH DEFINED 2 25 CITY NATL CORP EQUITY 178566105 104 2,700 SH DEFINED 1 2,700 CITY NATL CORP EQUITY 178566105 33 843 SH DEFINED 2 843 CLAIRE S STORES INC EQUITY 179584107 4 221 SH DEFINED 2 221 CLAIRE'S STORES INC EQUITY 179584107 52 2,900 SH DEFINED 1 2,900 CLARCOR INC EQUITY 179895107 4 200 SH DEFINED 2 200 CLARENT CORP DEL EQUITY 180461105 1478 37,543 SH DEFINED 2 37,543 CLARUS CORP DEL EQUITY 182707109 2 73 SH DEFINED 2 73 CLASSIC COMMUN EQUITY 182728204 101 20,000 SH DEFINED 1 20,000 CLAYTON HOMES INC EQUITY 184190106 80 7,968 SH DEFINED 1 7,968 CLAYTON HOMES INC EQUITY 184190106 132 13,200 SH DEFINED 4 13,200 CLAYTON HOMES INC EQUITY 184190106 6 617 SH DEFINED 2 617 CLEAR CHANNEL COMMU EQUITY 184502102 932 16,500 SH DEFINED 1 16,500 CLEAR CHANNEL COMMU EQUITY 184502102 3402 60,220 SH DEFINED 3 51,030 9,190 CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 70353 1,245,186 SH DEFINED 2 1,245,186 CLECO CORP NEW EQUITY 12561W105 7 152 SH DEFINED 2 152 CLECO CORPORATION EQUITY 12561W105 61 1,300 SH DEFINED 1 1,300 CLEVELAND CLIFFS IN EQUITY 185896107 14 600 SH DEFINED 1 600 CLEVELAND CLIFFS INC EQUITY 185896107 2374 103,800 SH DEFINED 2 103,800 CLICK2LEARN COM INC EQUITY 18681S106 1 86 SH DEFINED 2 86 CLICKNSETTLE COM INC EQUITY 18682E114 11 17,800 SH DEFINED 4 17,800 CLOROX CO EQUITY 189054109 831 21,009 SH DEFINED 2 21,009 CLOROX CO. EQUITY 189054109 253 6,400 SH DEFINED 1 6,400 CMG INFORMATION SVCS INC EQUITY 125750109 11 400 SH DEFINED 2 400 CMS ENERGY CORP EQUITY 125896100 94 3,500 SH DEFINED 1 3,500 CMS ENERGY CORP EQUITY 125896100 191 7,102 SH DEFINED 2 7,102 CMS ENERGY CORP EQUITY 125896308 2136 67,000 SH DEFINED 2 67,000 CNA FINL CORP EQUITY 126117100 14 355 SH DEFINED 2 355 CNA SURETY CORP EQUITY 12612L108 302 26,292 SH DEFINED 2 26,292

31 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CNET NETWORKS INC EQUITY 12613R104 685 28,140 SH DEFINED 1 28,140 CNET NETWORKS INC EQUITY 12613R104 8236 338,085 SH DEFINED 2 338,085 CNF TRANSN INC EQUITY 12612W104 653 29,335 SH DEFINED 2 29,335 CNF TRANSPORTATION EQUITY 12612W104 62 2,800 SH DEFINED 1 2,800 CNH GLOBAL N V EQUITY N20935107 2000 200,000 SH DEFINED 2 200,000 COACHMEN INDS INC EQUITY 189873102 1 100 SH DEFINED 2 100 COASTAL CORP EQUITY 190441105 452 6,100 SH DEFINED 1 6,100 COASTAL CORP EQUITY 190441105 15655 211,202 SH DEFINED 2 211,202 COASTAL CORP EQUITY 190441865 3759 90,300 SH DEFINED 2 90,300 COBALT NETWORKS INC EQUITY 19074R101 10 169 SH DEFINED 2 169 COBRA ELECTRS CORP EQUITY 191042100 93 15,700 SH DEFINED 4 15,700 COCA COLA EQUITY 191216100 17935 325,350 SH DEFINED 1 325,350 COCA COLA CO EQUITY 191216100 21663 392,973 SH DEFINED 2 392,973 COCA COLA ENTERPRISES INC EQUITY 191219104 154 9,694 SH DEFINED 2 9,694 COCA COLA FEMSA S A CV EQUITY 191241108 858 42,900 SH DEFINED 2 42,900 COCA-COLA ENTERPRIS EQUITY 191219104 194 12,200 SH DEFINED 1 12,200 COCA-COLA FEMSA S.A EQUITY 191241108 476 23,800 SH DEFINED 1 23,800 COFLEXIP EQUITY 192384105 243 3,900 SH DEFINED 2 3,900 COGNEX CORP EQUITY 192422103 1376 34,884 SH DEFINED 2 34,884 COGNIZANT TECHNOLOGY SOLUTIONS EQUITY 192446102 1 29 SH DEFINED 2 29 COGNOS INC EQUITY 19244C109 1544 37,900 SH DEFINED 2 37,900 COHERENT INC EQUITY 192479103 1801 26,486 SH DEFINED 2 26,486 COHU INC EQUITY 192576106 2 141 SH DEFINED 2 141 COINSTAR COMMON EQUITY 19259P300 2,859 210,800 SH DEFINED 1 210,800 COINSTAR INC EQUITY 19259P300 1 100 SH DEFINED 2 100 COLE KENNETH PRODTNS INC EQUITY 193294105 37 1,056 SH DEFINED 2 1,056 COLGATE PALMOLIVE CO EQUITY 194162103 52027 1,102,259 SH DEFINED 2 1,102,259 COLGATE-PALMOLIVE EQUITY 194162103 816 17,290 SH DEFINED 1 17,290 COLLATERAL THERAPEUTICS EQUITY 193921103 1 34 SH DEFINED 2 34 COLLECTORS UNIVERSE INC EQUITY 19421R101 40 15,850 SH DEFINED 2 15,850 COLLINS + AIKMAN CORP EQUITY 194830105 2 400 SH DEFINED 2 400 COLONIAL BANCGROUP INC CORPBOND 195493AA9 356 240,000 PRN DEFINED 4 240,000 COLONIAL BANCGROUPINC EQUITY 195493309 30 2,868 SH DEFINED 2 2,868 COLONIAL PPTYS TR EQUITY 195872106 3 116 SH DEFINED 2 116 COLONIAL PPTYS TR COM SH BEN I EQUITY 195872106 3291 128,100 SH DEFINED 3 112,100 16,000 COLUMBIA ENERGY GRO EQUITY 197648108 202 2,850 SH DEFINED 1 2,850 COLUMBIA ENERGY GROUP EQUITY 197648108 837 11,791 SH DEFINED 2 11,791

32 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COLUMBIA LABS INC EQUITY 197779101 1 100 SH DEFINED 2 100 COLUMBIA SPORTSWEAR CO EQUITY 198516106 1 23 SH DEFINED 2 23 COLUMBUS MCKINNON CORP NY EQUITY 199333105 1 100 SH DEFINED 2 100 COM21 INC EQUITY 205937105 2 176 SH DEFINED 2 176 COMCAST CORP CORPBOND 200300507 137923 2,006,515 PRN DEFINED 4 2,006,515 COMCAST CORP EQUITY 200300101 480 11,800 SH DEFINED 2 11,800 COMCAST CORP EQUITY 200300200 48258 1,178,821 SH DEFINED 2 1,178,821 COMCAST CORP. SPECI EQUITY 200300200 1073 26,200 SH DEFINED 1 26,200 COMDISCO EQUITY 200336105 168 8,800 SH DEFINED 1 8,800 COMDISCO INC EQUITY 200336105 7 341 SH DEFINED 2 341 COMERICA INC EQUITY 200340107 275 4,700 SH DEFINED 1 4,700 COMERICA INC EQUITY 200340107 485 8,294 SH DEFINED 2 8,294 COMFORT SYS USA INC EQUITY 199908104 2 300 SH DEFINED 2 300 COMMERCE BANCORP INC N J EQUITY 200519106 14 238 SH DEFINED 2 238 COMMERCE BANCSHARES INC EQUITY 200525103 595 16,160 SH DEFINED 2 16,160 COMMERCE GROUP INC MASS EQUITY 200641108 3 119 SH DEFINED 2 119 COMMERCE ONE INC DEL EQUITY 200693109 13428 171,057 SH DEFINED 2 171,057 COMMERCIAL FED CORP EQUITY 201647104 6 308 SH DEFINED 2 308 COMMERCIAL METALS CO EQUITY 201723103 3 100 SH DEFINED 2 100 COMMERCIAL NET LEASE COM EQUITY 202218103 1072 103,300 SH DEFINED 3 84,200 19,100 COMMERCIAL NET LEASE RLTY INC EQUITY 202218103 4 345 SH DEFINED 2 345 COMMONWEALTH TEL ENTERPRISES EQUITY 203349105 2 54 SH DEFINED 2 54 COMMSCOPE INC EQUITY 203372107 71 2,900 SH DEFINED 1 2,900 COMMSCOPE INC EQUITY 203372107 1955 79,781 SH DEFINED 2 79,781 COMMUNICATION CELLULAR S A EQUITY 205847114 1,000 SH DEFINED 2 1,000 COMMUNITY BK SYS INC EQUITY 203607106 223 8,600 SH DEFINED 4 8,600 COMMUNITY FIRST BANKSHARES INC EQUITY 203902101 304 17,313 SH DEFINED 2 17,313 COMMUNITY HEALTH SYS INC NEW EQUITY 203668108 18578 578,300 SH DEFINED 2 578,300 COMMUNITY HLTH SYS NEW COM EQUITY 203668108 67430 2,099,000 SH DEFINED 3 2,059,600 39,400 COMPANHIA BRASILEIRA DE DISTR EQUITY 20440T201 413 11,100 SH DEFINED 2 11,100 COMPANHIA DE BEBIDAS DAS AMERS EQUITY 20441W203 991 44,800 SH DEFINED 2 44,800 COMPANHIA ENERGETICA DE MINAS EQUITY 204409601 1217 73,400 SH DEFINED 2 73,400 COMPANHIA VALE DO RIO DOCE EQUITY 204412100 1082 42,915 SH DEFINED 2 42,915 COMPANIA DE MINAS BUENAVENTURA EQUITY 204448104 970 68,700 SH DEFINED 2 68,700 COMPANIA DE TELECOM DE CHILE EQUITY 204449300 287 16,500 SH DEFINED 2 16,500 Compania Telecomunicaciones Chile ADR EQUITY 204449300 255 13,500 SH DEFINED 1 13,500 COMPAQ COMPUTER EQUITY 204493100 1320 47,844 SH DEFINED 1 47,844

33 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COMPAQ COMPUTER CORP EQUITY 204493100 31892 1,156,337 SH DEFINED 2 1,156,337 COMPASS BANCSHARES INC EQUITY 20449H109 8 417 SH DEFINED 2 417 COMPASS BANCSHARES, EQUITY 20449H109 137 7,000 SH DEFINED 1 7,000 COMPLETE BUSINES SOLUTIONS INC EQUITY 20452F107 150 11,147 SH DEFINED 2 11,147 COMPUCREDIT CORP EQUITY 20478N100 8417 150,060 SH DEFINED 2 150,060 COMPUCREDIT CORP COM EQUITY 20478N100 34094 607,800 SH DEFINED 3 592,300 15,500 COMPUTER ASSOC INTL INC EQUITY 204912109 6420 254,875 SH DEFINED 2 254,875 COMPUTER ASSOCIATES EQUITY 204912109 432 17,150 SH DEFINED 1 17,150 COMPUTER HORIZONS CORP EQUITY 205908106 127 18,705 SH DEFINED 2 18,705 COMPUTER NETWORK TECHNOLOGY EQUITY 204925101 1396 40,615 SH DEFINED 2 40,615 COMPUTER SCIENCES C EQUITY 205363104 780 10,500 SH DEFINED 1 10,500 COMPUTER SCIENCES CORP EQUITY 205363104 19689 265,173 SH DEFINED 2 265,173 COMPUWARE CORP EQUITY 205638109 90 10,800 SH DEFINED 1 10,800 COMPUWARE CORP EQUITY 205638109 35 4,167 SH DEFINED 2 4,167 COMSHARE INC EQUITY 205912108 70 16,400 SH DEFINED 4 16,400 COMSTOCK RES INC EQUITY 205768203 2 180 SH DEFINED 2 180 COMTECH TELECOMMUNICATIONS EQUITY 205826209 16 1,100 SH DEFINED 2 1,100 COMVERSE TECHNOLOGY INC EQUITY 205862402 488 4,520 SH DEFINED 1 4,520 COMVERSE TECHNOLOGY INC CORPBOND 205862AG0 235360 46,622,000 PRN DEFINED 4 46,622,000 COMVERSE TECHNOLOGY INC EQUITY 205862402 11127 103,032 SH DEFINED 2 103,032 CONAGRA FOODS INC EQUITY 205887102 293 14,600 SH DEFINED 1 14,600 CONAGRA INC EQUITY 205887102 4750 236,774 SH DEFINED 2 236,774 CONCENTRIC NETWORK CORP DEL EQUITY 20589R115 52 130 SH DEFINED 2 130 CONCORD CAMERA CORP EQUITY 206156101 4 149 SH DEFINED 2 149 CONCORD COMMUNICATIONS INC EQUITY 206186108 10 388 SH DEFINED 2 388 CONCORD EFS INC EQUITY 206197105 439 12,350 SH DEFINED 1 12,350 CONCORD EFS INC EQUITY 206197105 14739 415,000 SH DEFINED 3 322,250 92,750 CONCORD EFS INC EQUITY 206197105 4302 121,131 SH DEFINED 2 121,131 CONCURRENT COMPUTER CORP EQUITY 206710204 19931 1,048,982 SH DEFINED 2 1,048,982 CONCURRENT COMPUTR NEW COM EQUITY 206710204 54756 2,881,900 SH DEFINED 3 2,830,300 51,600 CONECTIV INC EQUITY 206829103 93 5,200 SH DEFINED 1 5,200 CONECTIV INC EQUITY 206829103 229 12,800 SH DEFINED 4 12,800 CONECTIV INC EQUITY 206829103 10 587 SH DEFINED 2 587 CONEXANT SYS INC EQUITY 207142100 155 3,694 SH DEFINED 2 3,694 CONEXANT SYSTEMS IN EQUITY 207142100 264 6,300 SH DEFINED 1 6,300 CONMED CORP EQUITY 207410101 2 123 SH DEFINED 2 123 CONNETICS CORP EQUITY 208192104 5 218 SH DEFINED 2 218

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35 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COREEXPRESS EQUITY 218686913 4500 364,196 SH DEFINED 2 364,196 CORINTHIAN COLLEGES INC EQUITY 218868107 2 41 SH DEFINED 2 41 CORIXA CORP EQUITY 21887F100 400 7,958 SH DEFINED 2 7,958 CORN PRODUCTS INTL INC EQUITY 219023108 1759 77,308 SH DEFINED 2 77,308 CORNELL COMPANIES INC EQUITY 219141108 13 1,500 SH DEFINED 2 1,500 CORNERSTONE RLTY INCOME TR INC EQUITY 21922V102 2 200 SH DEFINED 2 200 CORNING INC EQUITY 219350105 324406 1,092,275 SH DEFINED 2 1,092,275 CORNING INC. EQUITY 219350105 12153 40,920 SH DEFINED 1 40,920 CORP MOCTEZUMA EQUITY 230817900 505 272,584 SH DEFINED 2 272,584 CORPORATE EXECUTIVE BRD CO EQUITY 21988R102 495 12,298 SH DEFINED 2 12,298 CORRECTIONS CORP AMER NEW EQUITY 22025Y308 1 29 SH DEFINED 2 29 CORSAIR COMMUNICATIONS INC EQUITY 220406102 1 145 SH DEFINED 2 145 CORUS BANKSHARES INC EQUITY 220873103 1 20 SH DEFINED 2 20 CORVIS CORP EQUITY 221009103 3753 59,316 SH DEFINED 2 59,316 COSINE COMMUNICATIONS INC EQUITY 221222102 2046 36,830 SH DEFINED 2 36,830 COST PLUS INC CALIF EQUITY 221485105 24 789 SH DEFINED 2 789 COSTAR GROUP INC EQUITY 22160N109 2 66 SH DEFINED 2 66 COSTCO WHOLESALE CO EQUITY 22160K105 20748 593,850 SH DEFINED 1 593,850 COSTCO WHSL CORP NEW EQUITY 22160K105 130595 3,737,968 SH DEFINED 2 3,737,968 COULTER PHARMACEUTICAL INC EQUITY 222116105 4 140 SH DEFINED 2 140 COUNTRYWIDE CR INDS INC EQUITY 222372104 1359 35,993 SH DEFINED 2 35,993 COUNTRYWIDE CREDIT EQUITY 222372104 132 3,500 SH DEFINED 1 3,500 COUSINS PPTYS INC EQUITY 222795106 9 203 SH DEFINED 2 203 COVAD COMMUNICATIONS GROUP INC EQUITY 222814204 1144 85,526 SH DEFINED 2 85,526 COVANCE INC EQUITY 222816100 27 3,300 SH DEFINED 1 3,300 COVANCE INC EQUITY 222816100 3 344 SH DEFINED 2 344 COVENTRY HELATH CARE INC EQUITY 222862104 6 409 SH DEFINED 2 409 COX COMMUNICATION INC NEW EQUITY 224044305 1749 32,700 SH DEFINED 2 32,700 COX COMMUNICATIONS INC NEW EQUITY 224044107 3263 85,299 SH DEFINED 2 85,299 COX COMMUNICATIONS INC NEW EQUITY 224044503 2329 31,900 SH DEFINED 2 31,900 COX RADIO INC EQUITY 224051102 866 49,668 SH DEFINED 2 49,668 CP + L ENERGY INC EQUITY 12614C106 2109 50,587 SH DEFINED 2 50,587 CP&L ENERGY INC. EQUITY 12614C106 548 13,150 SH DEFINED 1 13,150 CPB INC EQUITY 125903104 15 SH DEFINED 2 15 CRANE CO EQUITY 224399105 45 1,975 SH DEFINED 1 1,975 CRANE CO EQUITY 224399105 920 40,198 SH DEFINED 2 40,198 CRAWFORD + CO EQUITY 224633107 4 300 SH DEFINED 2 300

36 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CRAY INC EQUITY 225223106 9 2,000 SH DEFINED 2 2,000 CREDENCE SYSTEMS CORP EQUITY 225302108 47 1,554 SH DEFINED 2 1,554 CREDENCE SYSTEMS, I EQUITY 225302108 87 2,900 SH DEFINED 1 2,900 CREDIT ACCEPTANCE CORP EQUITY 225310101 2 254 SH DEFINED 2 254 CREDITCORP LTD EQUITY G2519Y108 588 81,121 SH DEFINED 1 81,121 CREDITRUST CORP EQUITY 225429109 100 SH DEFINED 2 100 CREE INC EQUITY 225447101 54 462 SH DEFINED 2 462 CRESCENT REAL ESTAT EQUITY 225756105 3436 154,000 SH DEFINED 1 154,000 CRESCENT REAL ESTATE EQUITIES EQUITY 225756105 67 2,989 SH DEFINED 2 2,989 CRESTLINE CAP CORP EQUITY 226153104 3 169 SH DEFINED 2 169 CRESTLINE CAPITAL C EQUITY 226153104 66 3,309 SH DEFINED 1 3,309 CRITICAL PATH INC EQUITY 22674V100 15941 262,399 SH DEFINED 2 262,399 CRITICAL PATH INC COM EQUITY 22674V100 45799 753,900 SH DEFINED 3 731,500 22,400 CROMPTON CORP EQUITY 227116100 975 123,750 SH DEFINED 2 123,750 CROMPTON CORPORATIO EQUITY 227116100 52 6,628 SH DEFINED 1 6,628 CROSS TIMBERS OIL CO EQUITY 227573201 5941 95,420 SH DEFINED 4 95,420 CROSS TIMBERS OIL CO EQUITY 227573102 1529 79,672 SH DEFINED 2 79,672 CROSSMANN CMNTYS INC EQUITY 22764E109 24 1,200 SH DEFINED 2 1,200 CROSSROADS SYSTEMS INC EQUITY 22765D100 1 109 SH DEFINED 2 109 CROWN CASTLE INTERN EQUITY 228227104 73736 2,373,762 SH DEFINED 1 2,373,762 CROWN CASTLE INTL CORP EQUITY 228227104 22286 717,453 SH DEFINED 2 717,453 CROWN CORK & SEAL EQUITY 228255105 3366 314,900 SH DEFINED 1 314,900 CROWN CORK + SEAL INC EQUITY 228255105 1617 151,319 SH DEFINED 2 151,319 CROWN MEDIA HLDGS INC EQUITY 228411104 1 100 SH DEFINED 2 100 CRYOLIFE INC EQUITY 228903100 8590 247,639 SH DEFINED 2 247,639 CRYOLIFE INC COM EQUITY 228903100 17774 512,400 SH DEFINED 3 512,400 CSC HLDGS INC EQUITY 126304401 16294 153,713 SH DEFINED 2 153,713 CSFB STRUCTURED NOTE EQUITY 12699S919 118 8,000 SH DEFINED 2 8,000 CSG SYS INTL INC EQUITY 126349109 16064 553,943 SH DEFINED 2 553,943 CSG SYS INTL INC COM EQUITY 126349109 49213 1,697,000 SH DEFINED 3 1,628,000 69,000 CSG SYS INTL INC COM EQUITY 126349109 87 3,000 SH DEFINED 1 3,000 CSK AUTO CORP EQUITY 125965103 100 SH DEFINED 2 100 CSX CORP EQUITY 126408103 144 6,600 SH DEFINED 1 6,600 CSX CORP EQUITY 126408103 2285 104,766 SH DEFINED 2 104,766 CT COMMUNICATIONS INC EQUITY 126426402 2 100 SH DEFINED 2 100 CTC COMMUNICATIONS GROUP INC EQUITY 126419100 2 106 SH DEFINED 2 106 CTG RES INC EQUITY 125957100 4 89 SH DEFINED 2 89

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38 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DALEEN TECHNOLOGIES INC EQUITY 23437N104 1 100 SH DEFINED 2 100 DALLAS SEMICONDUCTOR CORP EQUITY 235204104 2226 67,713 SH DEFINED 2 67,713 DANA CORP EQUITY 235811106 104 4,821 SH DEFINED 1 4,821 DANA CORP EQUITY 235811106 2195 102,105 SH DEFINED 2 102,105 DANAHER CORP EQUITY 235851102 169 3,400 SH DEFINED 1 3,400 DANAHER CORP EQUITY 235851102 1674 33,645 SH DEFINED 2 33,645 DARDEN RESTAURANTS EQUITY 237194105 87 4,200 SH DEFINED 1 4,200 DARDEN RESTAURANTS INC EQUITY 237194105 24 1,163 SH DEFINED 2 1,163 DATA BROADCASTING EQUITY 237596101 1 376 SH DEFINED 2 376 DATA RETURN CORP EQUITY 23785M104 1 50 SH DEFINED 2 50 DATASCOPE CORP EQUITY 238113104 3 100 SH DEFINED 2 100 DATASTREAM SYS INC EQUITY 238124101 1 48 SH DEFINED 2 48 DAVOX CORP EQUITY 239208101 1 93 SH DEFINED 2 93 DDI CORPORATION EQUITY 233162106 3 60 SH DEFINED 2 60 DE BEERS CONS MINES LTD EQUITY 240253302 2121 76,600 SH DEFINED 2 76,600 DEAN FOODS CO EQUITY 242361103 67 2,000 SH DEFINED 1 2,000 DEAN FOODS CO EQUITY 242361103 283 8,500 SH DEFINED 4 8,500 DEAN FOODS CO EQUITY 242361103 119 3,568 SH DEFINED 2 3,568 DECISIONONE CORP NEW EQUITY 243457108 143 SH DEFINED 2 143 DECS TR VI EQUITY 24366Q209 698 15,500 SH DEFINED 2 15,500 DEERE & CO EQUITY 244199105 223 6,700 SH DEFINED 1 6,700 DEERE + CO EQUITY 244199105 14130 424,948 SH DEFINED 2 424,948 DEL MONTE FOODS CO EQUITY 24522P103 1170 189,150 SH DEFINED 2 189,150 DELCO REMY INTL INC EQUITY 246626105 2 200 SH DEFINED 2 200 DELHAIZE AMER INC EQUITY 246688105 148 8,500 SH DEFINED 2 8,500 DELHAIZE AMER INC EQUITY 246688204 6 376 SH DEFINED 2 376 DELL COMPUTER CORP EQUITY 247025109 61804 2,005,803 SH DEFINED 2 2,005,803 DELL COMPUTER CORP. EQUITY 247025109 2252 73,100 SH DEFINED 1 73,100 DELPHI AUTOMOTIVE SYS CORP EQUITY 247126105 14460 956,033 SH DEFINED 2 956,033 Delphi Automotive Systems USD0.01 EQUITY 247126105 45 2,954 SH DEFINED 1 2,954 DELPHI FINL GROUP INC EQUITY 247131105 5 130 SH DEFINED 2 130 DELTA + PINE LD CO EQUITY 247357106 5 205 SH DEFINED 2 205 DELTA AIR LINES INC DE EQUITY 247361108 989 22,291 SH DEFINED 2 22,291 DELTA AIRLINES INC. EQUITY 247361108 160 3,600 SH DEFINED 1 3,600 DELTAGEN INC EQUITY 24783R103 2320 75,000 SH DEFINED 2 75,000 DELTATHREE COM EQUITY 24783N102 88 SH DEFINED 2 88 DELTIC TIMBER CORP EQUITY 247850100 510 30,100 SH DEFINED 2 30,100

39 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DELUXE CHECK PRINTE EQUITY 248019101 49 2,400 SH DEFINED 1 2,400 DELUXE CORP EQUITY 248019101 16 775 SH DEFINED 2 775 DENDRITE INTL INC EQUITY 248239105 127 4,725 SH DEFINED 2 4,725 DENTAL MED DIAGNOSTIC SYS EQUITY 24873K117 8 27,300 SH DEFINED 4 27,300 DENTSPLY INTL INC N EQUITY 249030107 105 3,000 SH DEFINED 1 3,000 DENTSPLY INTL INC NEW EQUITY 249030107 191 5,453 SH DEFINED 2 5,453 DEPOMED INC EQUITY 249908112 56 90,000 SH DEFINED 4 90,000 DEPPHI AUTOMOTIVE S EQUITY 247126105 203 13,404 SH DEFINED 1 13,404 DETROIT DIESEL CORP EQUITY 250837101 2 100 SH DEFINED 2 100 DETROIT EDISON CO EQUITY 233331107 130 3,400 SH DEFINED 1 3,400 DEVELOPERS DIVERS RLTY COM EQUITY 251591103 4188 325,300 SH DEFINED 1 325,300 DEVELOPERS DIVERS RLTY COM EQUITY 251591103 9788 760,200 SH DEFINED 3 671,900 88,300 DEVELOPERS DIVERSIFIED RLTY EQUITY 251591103 1643 127,598 SH DEFINED 2 127,598 DEVON ENERGY CORP EQUITY 25179M103 150 2,500 SH DEFINED 1 2,500 DEVON ENERGY CORP EQUITY 25179m103 81082 1,348,000 SH DEFINED 3 1,315,300 32,700 DEVON ENERGY CORPORATION NEW EQUITY 25179M103 79213 1,316,923 SH DEFINED 2 1,316,923 DEVRY INC EQUITY 251893103 151 4,000 SH DEFINED 1 4,000 DEVRY INC EQUITY 251893103 23432 622,774 SH DEFINED 3 604,274 18,500 DEVRY INC DEL EQUITY 251893103 2111 56,110 SH DEFINED 2 56,110 DEXTER EQUITY 252165105 78 1,300 SH DEFINED 1 1,300 DEXTER CORP EQUITY 252165105 8 133 SH DEFINED 2 133 DIAGNOSTIC PRODS CORP EQUITY 252450101 27 500 SH DEFINED 2 500 DIAL CORP NEW EQUITY 25247D101 64 5,500 SH DEFINED 1 5,500 DIAL CORP NEW EQUITY 25247D101 674 58,000 SH DEFINED 4 58,000 DIAL CORP NEW EQUITY 25247D101 7 594 SH DEFINED 2 594 DIAMETRICS MED INC EQUITY 252532106 2 200 SH DEFINED 2 200 DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0 27421 24,510,000 PRN DEFINED 4 24,510,000 DIAMOND OFFSHORE DRILLING INC EQUITY 25271C102 16965 413,769 SH DEFINED 2 413,769 DIAMOND TECHNOLOGY PARTNER INC EQUITY 252762109 64 865 SH DEFINED 2 865 DIEBOLD EQUITY 253651103 110 4,150 SH DEFINED 1 4,150 DIEBOLD INC EQUITY 253651103 187 7,034 SH DEFINED 2 7,034 DIGENE CORP EQUITY 253752109 2 47 SH DEFINED 2 47 DIGEX INC DEL EQUITY 253756100 4538 96,820 SH DEFINED 2 96,820 DIGIMARC CORP EQUITY 253807101 1 79 SH DEFINED 2 79 DIGITAL COURIER TECHNOLOGIES EQUITY 253838106 152 SH DEFINED 2 152 DIGITAL IMPACT INC DEL EQUITY 25385G106 72 SH DEFINED 2 72 DIGITAL INSIGHT CORP EQUITY 25385P106 4 112 SH DEFINED 2 112

40 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DIGITAL IS INC DEL EQUITY 25385N101 8 414 SH DEFINED 2 414 DIGITAL LAVA INC EQUITY 253928113 115 48,300 SH DEFINED 4 48,300 DIGITAL LIGHTWAVE INC EQUITY 253855100 6 84 SH DEFINED 2 84 DIGITAL RIV INC EQUITY 25388B104 1 165 SH DEFINED 2 165 DIGITAS INC EQUITY 25388K104 2 100 SH DEFINED 2 100 DILLARDS INC EQUITY 254067101 4050 381,201 SH DEFINED 2 381,201 DILLARDS INC - CL A EQUITY 254067101 33 3,100 SH DEFINED 1 3,100 DIME BANCORP INC NEW EQUITY 25429Q102 80 3,709 SH DEFINED 2 3,709 DIME BANCORP, INC. EQUITY 25429Q102 140 6,500 SH DEFINED 1 6,500 DIME CMNTY BANCORP INC EQUITY 253922108 2 100 SH DEFINED 2 100 DIMON INC EQUITY 254394109 95 29,220 SH DEFINED 4 29,220 DIONEX CORP EQUITY 254546104 23 825 SH DEFINED 2 825 DIRECT FOCUS INC EQUITY 254931108 4 102 SH DEFINED 2 102 DISNEY WALT CO EQUITY 254687106 71555 1,870,714 SH DEFINED 2 1,870,714 DISNEY WALT CO EQUITY 254687205 4 374 SH DEFINED 2 374 DITECH COMMUNICATIONS CORP EQUITY 25500M103 446 10,877 SH DEFINED 2 10,877 DIVERSA CORP EQUITY 255064107 1 38 SH DEFINED 2 38 DMC STRATEX NETWORKS INC EQUITY 23322L106 6406 398,822 SH DEFINED 2 398,822 DOBSON COMMUNICATIONS CORP EQUITY 256069105 2012 136,999 SH DEFINED 2 136,999 DOBSON COMMUNICATIONS CORP EQUITY 256069303 750 838 SH DEFINED 2 838 DOBSON COMMUNICATIONS CORP OK EQUITY 256072505 445 466,376 SH DEFINED 2 466,376 DOCUMENTUM INC EQUITY 256159104 406 5,000 SH DEFINED 2 5,000 DOLE FOOD INC EQUITY 256605106 48 3,200 SH DEFINED 1 3,200 DOLE FOOD INC EQUITY 256605106 3154 210,238 SH DEFINED 2 210,238 DOLLAR GEN CORP EQUITY 256669102 15472 923,685 SH DEFINED 2 923,685 DOLLAR GENERAL EQUITY 256669102 161 9,615 SH DEFINED 1 9,615 DOLLAR THRIFTY AUTOMOTIVE GRP EQUITY 256743105 62 3,123 SH DEFINED 2 3,123 DOLLAR TREE STORES EQUITY 256747106 243 6,000 SH DEFINED 1 6,000 DOLLAR TREE STORES EQUITY 256747106 7993 197,050 SH DEFINED 3 168,850 28,200 DOLLAR TREE STORES INC EQUITY 256747106 13824 340,808 SH DEFINED 2 340,808 DOMINION RES INC VA NEW EQUITY 25746U109 9063 156,084 SH DEFINED 2 156,084 DOMINION RESOURCES EQUITY 25746U109 399 6,873 SH DEFINED 1 6,873 DONALDSON CO INC EQUITY 257651109 57 2,600 SH DEFINED 1 2,600 DONALDSON INC EQUITY 257651109 21 966 SH DEFINED 2 966 DONALDSON LUFKIN + JENRETTE EQUITY 257661108 41463 463,602 SH DEFINED 2 463,602 DONALDSON LUFKIN + JENRETTE EQUITY 257661504 1 100 SH DEFINED 2 100 DONCASTERS PLC EQUITY 257692103 229 11,300 SH DEFINED 4 11,300

41 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DONNELLEY R R + SONS CO EQUITY 257867101 114 4,657 SH DEFINED 2 4,657 DORAL FINL CORP EQUITY 25811P100 4 233 SH DEFINED 2 233 DORCHESTER HUGOTON LTD EQUITY 258205202 747 49,772 SH DEFINED 4 49,772 DOT HILL SYSTEMS CORP EQUITY 25848T109 1 100 SH DEFINED 2 100 DOUBLE EAGLE PETE & MNG CO EQUITY 258570118 43 12,200 SH DEFINED 4 12,200 DOUBLECLICK INC EQUITY 258609304 1282 40,071 SH DEFINED 2 40,071 DOVER CORP EQUITY 260003108 27004 575,328 SH DEFINED 2 575,328 DOVER CORP. EQUITY 260003108 258 5,500 SH DEFINED 1 5,500 DOVER DOWNS ENTMT INC EQUITY 260086103 1 48 SH DEFINED 2 48 DOW CHEM CO EQUITY 260543103 13175 528,331 SH DEFINED 2 528,331 DOW CHEMICAL CORP EQUITY 260543103 484 19,400 SH DEFINED 1 19,400 DOW JONES & CO. EQUITY 260561105 157 2,600 SH DEFINED 1 2,600 DOW JONES + CO INC EQUITY 260561105 6583 108,817 SH DEFINED 2 108,817 DOWNEY FINL CORP EQUITY 261018105 4 98 SH DEFINED 2 98 DPL INC EQUITY 233293109 229 7,700 SH DEFINED 1 7,700 DPL INC EQUITY 233293109 13 444 SH DEFINED 2 444 DQE EQUITY 23329J104 8 208 SH DEFINED 2 208 DQE INC. EQUITY 23329J104 136 3,400 SH DEFINED 1 3,400 DR REDDY STRUCTURED NOTE EQUITY 23299J928 108 4,000 SH DEFINED 2 4,000 DRESS BARN INC EQUITY 261570105 5085 242,166 SH DEFINED 2 242,166 DRESS BARN INC COM EQUITY 261570105 5084 242,100 SH DEFINED 3 242,100 DREYER'S GRAND ICE EQUITY 261878102 35 1,600 SH DEFINED 1 1,600 DREYERS GRAND ICE CREAM INC EQUITY 261878102 2 81 SH DEFINED 2 81 DRIL QUIP INC EQUITY 262037104 2 46 SH DEFINED 2 46 DRUGSTORE COM INC EQUITY 262241102 1 172 SH DEFINED 2 172 DSET CORP EQUITY 262504103 2 78 SH DEFINED 2 78 DSL NET INC EQUITY 262506108 1 313 SH DEFINED 2 313 DSP GROUP INC EQUITY 23332B106 564 15,091 SH DEFINED 2 15,091 DSP GROUP, INC. EQUITY 23332B106 60 1,600 SH DEFINED 1 1,600 DST SYS INC DEL EQUITY 233326107 6546 55,709 SH DEFINED 2 55,709 DST SYSTEMS INC EQUITY 233326107 435 3,700 SH DEFINED 1 3,700 DTE ENERGY CO EQUITY 233331107 143 3,741 SH DEFINED 2 3,741 DTE Energy Co Com Stk EQUITY 233331107 31 800 SH DEFINED 1 800 DU PONT E I DE NEMOURS + CO EQUITY 263534109 8161 197,021 SH DEFINED 2 197,021 DU PONT E.I. DE NEM EQUITY 263534109 1243 30,000 SH DEFINED 1 30,000 DUANE READE INC EQUITY 263578106 18 750 SH DEFINED 2 750 DUKE ENERGY CO EQUITY 264399106 15695 183,037 SH DEFINED 2 183,037

42 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DUKE ENERGY CORP EQUITY 264399106 897 10,466 SH DEFINED 1 10,466 DUKE WEEKS REALTY CORP COM NEW EQUITY 264411505 34461 1,428,432 SH DEFINED 3 1,230,260 198,172 DUKE WEEKS RLTY CORP EQUITY 264411505 10688 443,018 SH DEFINED 2 443,018 DUN & BRADSTREET CO EQUITY 26483B106 138 4,000 SH DEFINED 1 4,000 DUN + BRADSTREET CORP DEL EQUITY 26483B106 17368 504,343 SH DEFINED 2 504,343 DUPONT PHOTOMASKS INC EQUITY 26613X101 1190 20,253 SH DEFINED 2 20,253 DURA AUTOMOTIVE SYS INC EQUITY 265903104 51 5,534 SH DEFINED 2 5,534 DURA PHARMACEUTICALS INC EQUITY 26632S125 185 39,900 SH DEFINED 4 39,900 DURA PHARMACEUTICALS INC EQUITY 26632S109 11 312 SH DEFINED 2 312 DURECT CORP INC EQUITY 266605104 38 2,500 SH DEFINED 2 2,500 DUSA PHARMACEUTICALS INC EQUITY 266898105 2 64 SH DEFINED 2 64 DVI INC EQUITY 233343102 2 100 SH DEFINED 2 100 DYAX CORP EQUITY 26746E103 1094 25,000 SH DEFINED 2 25,000 DYCOM INDS INC EQUITY 267475101 673 16,157 SH DEFINED 2 16,157 DYNEGY INC EQUITY 26816Q101 1003 17,600 SH DEFINED 1 17,600 DYNEGY INC NEW EQUITY 26816Q101 40900 717,548 SH DEFINED 2 717,548 E M C CORP MASS EQUITY 268648102 398331 4,018,439 SH DEFINED 2 4,018,439 E MEDSOFT COM EQUITY 26873Q101 184 SH DEFINED 2 184 E PIPHANY INC EQUITY 26881V100 434 5,632 SH DEFINED 2 5,632 E SPIRE COMMUNICATIONS INC EQUITY 269153102 1 419 SH DEFINED 2 419 E TRADE GROUP INC EQUITY 269246104 2203 134,022 SH DEFINED 2 134,022 E*TRADE GROUP INC EQUITY 269246104 279 17,000 SH DEFINED 1 17,000 EAGLE SUPPLY GROUP INC EQUITY 269894119 20 32,500 SH DEFINED 4 32,500 EARTHGRAINS CO EQUITY 270319106 4 231 SH DEFINED 2 231 EARTHLINK INC EQUITY 270321102 4 391 SH DEFINED 2 391 EARTHSHELL CORP EQUITY 27032B100 300 SH DEFINED 2 300 EARTHWATCH INC EQUITY 270324601 2 220,928 SH DEFINED 2 220,928 EAST WEST BANCORP INC EQUITY 27579R104 4 230 SH DEFINED 2 230 EASTERN AMERN NAT GAS TR EQUITY 276217106 977 65,400 SH DEFINED 4 65,400 EASTERN ENTERPRISES EQUITY 27637F100 38 600 SH DEFINED 1 600 EASTERN ENTERPRISES EQUITY 27637F100 741 11,609 SH DEFINED 2 11,609 EASTGROUP PPTYS INC EQUITY 277276101 1 47 SH DEFINED 2 47 EASTMAN CHEM CO EQUITY 277432100 121 3,283 SH DEFINED 2 3,283 EASTMAN CHEMICAL EQUITY 277432100 89 2,400 SH DEFINED 1 2,400 EASTMAN KODAK EQUITY 277461109 372 9,100 SH DEFINED 1 9,100 EASTMAN KODAK CO EQUITY 277461109 3453 84,466 SH DEFINED 2 84,466 EATON CORP EQUITY 278058102 129 2,100 SH DEFINED 1 2,100

43 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EATON CORP EQUITY 278058102 4408 71,536 SH DEFINED 2 71,536 EATON VANCE CORP EQUITY 278265103 4534 88,898 SH DEFINED 2 88,898 EBAY INC EQUITY 278642103 103898 1,513,995 SH DEFINED 2 1,513,995 EBENX INC EQUITY 278668108 1 50 SH DEFINED 2 50 ECHELON CORP EQUITY 27874N105 4 146 SH DEFINED 2 146 ECHOSTAR COMMUNICATIONS CORP N EQUITY 278762109 81173 1,538,830 SH DEFINED 2 1,538,830 ECHOSTAR COMMUNICATIONS NEW CORPBOND 278762AD1 4536 3,432,000 PRN DEFINED 4 3,432,000 ECLIPSYS CORP EQUITY 278856109 5 292 SH DEFINED 2 292 ECOLAB INC EQUITY 278865100 137 3,800 SH DEFINED 1 3,800 ECOLAB INC EQUITY 278865100 234 6,480 SH DEFINED 2 6,480 ECOLLEGE COM EQUITY 27887E100 11 1,400 SH DEFINED 2 1,400 EDELBROCK CORP EQUITY 279434104 6 500 SH DEFINED 2 500 EDEN BIOSCIENCE CORP EQUITY 279445100 512 15,500 SH DEFINED 2 15,500 EDISON INTERNATIONA EQUITY 281020107 205 10,600 SH DEFINED 1 10,600 EDISON INTL EQUITY 281020107 4263 220,735 SH DEFINED 2 220,735 EDISON SCHS INC EQUITY 281033100 4 127 SH DEFINED 2 127 EDUCATION MGMT CORP EQUITY 28139T101 8914 330,899 SH DEFINED 2 330,899 EDUCATION MGMT CORP COM EQUITY 28139T101 21380 793,700 SH DEFINED 3 783,600 10,100 EDWARDS A G INC EQUITY 281760108 553 10,572 SH DEFINED 2 10,572 EDWARDS AG INC EQUITY 281760108 251 4,800 SH DEFINED 1 4,800 EDWARDS J D + CO EQUITY 281667105 3901 150,774 SH DEFINED 2 150,774 EDWARDS LIFESCIENCE EQUITY 28176E108 72 3,300 SH DEFINED 1 3,300 EDWARDS LIFESCIENCES CORP EQUITY 28176E108 881 40,386 SH DEFINED 2 40,386 EEX CORP EQUITY 26842V207 1 305 SH DEFINED 2 305 EFFICIENT NETWORKS INC EQUITY 282056100 913 24,459 SH DEFINED 2 24,459 EGAIN COMMUNICATIONS CORP EQUITY 28225C103 1 157 SH DEFINED 2 157 EGL INC EQUITY 268484102 16 523 SH DEFINED 2 523 EGLOBE INC EQUITY 282339100 258 SH DEFINED 2 258 EL PASO ELEC CO EQUITY 283677854 4 300 SH DEFINED 2 300 EL PASO ENERGY CORP EQUITY 283905107 407 6,600 SH DEFINED 1 6,600 EL PASO ENERGY CORP DEL EQUITY 283905107 21500 348,887 SH DEFINED 2 348,887 ELAN CORP PLC EQUITY 284131208 66382 1,212,455 SH DEFINED 1 1,212,455 ELAN CORP PLC EQUITY 284131802 12200 200,000 SH DEFINED 1 200,000 ELAN CORP PLC EQUITY 284131703 14850 200,000 SH DEFINED 1 200,000 ELAN CORP PLC EQUITY 284131703 12447 168,300 SH DEFINED 4 168,300 ELAN PLC EQUITY 284131208 15210 277,815 SH DEFINED 2 277,815 ELANTEC SEMICONDUCTOR INC EQUITY 284155108 12 120 SH DEFINED 2 120

44 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ELCOR CHEM CORP EQUITY 284443108 17 1,155 SH DEFINED 2 1,155 ELECTRIC LIGHTWARE INC EQUITY 284895109 1 100 SH DEFINED 2 100 ELECTRO RENT EQUITY 285218103 1 100 SH DEFINED 2 100 ELECTRO SCIENTIFIC INDS EQUITY 285229100 235 6,700 SH DEFINED 4 6,700 ELECTRO SCIENTIFIC INDS INC EQUITY 285229100 7 198 SH DEFINED 2 198 ELECTROGLAS INC EQUITY 285324109 3 161 SH DEFINED 2 161 ELECTRONIC ARTS EQUITY 285512109 375 7,600 SH DEFINED 1 7,600 ELECTRONIC ARTS EQUITY 285512109 11974 242,506 SH DEFINED 2 242,506 ELECTRONIC DATA SYS EQUITY 285661104 586 14,120 SH DEFINED 1 14,120 ELECTRONIC DATA SYS CORP NEW EQUITY 285661104 6839 164,787 SH DEFINED 2 164,787 ELETRONICS FOR IMAGING INC EQUITY 286082102 106 4,201 SH DEFINED 2 4,201 ELI LILLY AND COMPA EQUITY 532457108 8433 103,950 SH DEFINED 1 103,950 ELOYALTY CORP EQUITY 290151109 52 4,059 SH DEFINED 2 4,059 EMAGIN CORP EQUITY 29076N107 1 100 SH DEFINED 2 100 EMBARCADERO TECH INC EQUITY 290787100 2 44 SH DEFINED 2 44 Embotelladora Andin EQUITY 29081P303 393 38,300 SH DEFINED 1 38,300 EMBRAER AIRCRAFT CO EQUITY 29081M102 1561 50,350 SH DEFINED 1 50,350 EMBRAER EMPRESA BRASILEIRA DE EQUITY 29081M102 5949 191,900 SH DEFINED 2 191,900 EMBRATEL PARTICIPAC EQUITY 29081N100 1395 75,400 SH DEFINED 1 75,400 EMBRATEL PARTICIPACOES S A EQUITY 29081N100 376 20,300 SH DEFINED 2 20,300 EMC CORPORATION EQUITY 268648102 34367 346,700 SH DEFINED 1 346,700 EMCOR GROUP INC EQUITY 29084Q100 1 22 SH DEFINED 2 22 EMCORE CORP EQUITY 290846104 4804 115,544 SH DEFINED 2 115,544 EMERGE INTERACTIVE INC EQUITY 29088W103 13 800 SH DEFINED 2 800 EMERSON ELEC CO EQUITY 291011104 28975 432,466 SH DEFINED 2 432,466 EMERSON ELECTRIC EQUITY 291011104 25062 374,060 SH DEFINED 1 374,060 EMISPHERE TECHNOLOGIES INC EQUITY 291345106 3 84 SH DEFINED 2 84 EMMIS COMMUNICATIONS CORP EQUITY 291525103 970 39,200 SH DEFINED 4 39,200 EMMIS COMMUNICATIONS CORP EQUITY 291525103 29 1,156 SH DEFINED 2 1,156 EMPIRE DIST ELEC CO EQUITY 291641108 5 182 SH DEFINED 2 182 EMPRESA NACIONAL DE EQUITY 29244T101 626 56,892 SH DEFINED 1 56,892 EMS TECHNOLOGIES INC EQUITY 26873N108 8 500 SH DEFINED 2 500 EMULEX CORP EQUITY 292475209 10976 89,598 SH DEFINED 2 89,598 ENCOMPASS SVCS CORP EQUITY 29255U104 3 411 SH DEFINED 2 411 ENCORE MED CORP EQUITY 29256E117 13 34,000 SH DEFINED 4 34,000 Endesa - Sponsored ADR USD6.16 EQUITY 29258N107 109 5,800 SH DEFINED 1 5,800 ENDESA S A EQUITY 29258N107 60 3,200 SH DEFINED 2 3,200

45 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ENDOCARE INC EQUITY 29264P104 2 93 SH DEFINED 2 93 ENERGEN CORP EQUITY 29265N108 6 200 SH DEFINED 2 200 ENERGIZER HLDGS INC EQUITY 29266R108 1206 49,215 SH DEFINED 2 49,215 ENERGIZER HOLDINGS EQUITY 29266R108 143 5,840 SH DEFINED 1 5,840 ENERGY CONVERSION DEVICES INC EQUITY 292659109 4 105 SH DEFINED 2 105 ENERGY EAST CORP EQUITY 29266M109 1217 53,790 SH DEFINED 2 53,790 ENERGY EAST CORPORA EQUITY 29266M109 163 7,200 SH DEFINED 1 7,200 ENERSIS SA ADR EQUITY 29274F104 922 46,597 SH DEFINED 1 46,597 ENGAGE INC EQUITY 292827102 2 202 SH DEFINED 2 202 ENGELHARD CORP EQUITY 292845104 67 4,100 SH DEFINED 1 4,100 ENGELHARD CORP EQUITY 292845104 261 16,049 SH DEFINED 2 16,049 ENHANCE FINL SVCS GROUP INC EQUITY 293310108 5351 411,624 SH DEFINED 2 411,624 ENRON CORP EQUITY 293561106 1831 20,900 SH DEFINED 1 20,900 ENRON CORP EQUITY 293561106 7939 90,600 SH DEFINED 3 90,600 ENRON CORP EQUITY 293561106 87047 993,405 SH DEFINED 2 993,405 ENRON CORP EQUITY 293561882 2863 80,500 SH DEFINED 2 80,500 ENSCO INTL INC EQUITY 26874Q100 306 8,000 SH DEFINED 1 8,000 ENSCO INTL INC EQUITY 26874Q100 325 8,500 SH DEFINED 3 8,500 ENSCO INTL INC EQUITY 26874Q100 165 4,305 SH DEFINED 2 4,305 ENTERCOM COMMUNICATIONS CORP EQUITY 293639100 23 775 SH DEFINED 2 775 ENTERGY CORP EQUITY 29364G103 253 6,800 SH DEFINED 1 6,800 ENTERGY CORP EQUITY 29364G103 5554 149,091 SH DEFINED 2 149,091 ENTERTAINMENT PPTYS TR EQUITY 29380T105 2 200 SH DEFINED 2 200 ENTRADE INC EQUITY 29382L993 536 156,250 SH DEFINED 2 156,250 ENTRAVISION COM CORP EQUITY 29382R107 280 16,100 SH DEFINED 2 16,100 ENTREMED INC EQUITY 29382F103 2 69 SH DEFINED 2 69 ENTRUST TECHNOLOGIES INC EQUITY 293848107 22 790 SH DEFINED 2 790 ENZO BIOCHEM INC EQUITY 294100102 6 130 SH DEFINED 2 130 ENZON INC EQUITY 293904108 1338 20,271 SH DEFINED 2 20,271 EOG RESOURCES INC EQUITY 26875P101 19732 507,568 SH DEFINED 2 507,568 EPICEDGE INC EQUITY 29426X102 43 SH DEFINED 2 43 EPRESENCE EQUITY 294348107 2448 362,700 SH DEFINED 3 362,700 EPRESENCE INC EQUITY 294348107 2772 410,600 SH DEFINED 2 410,600 EPRISE CORP EQUITY 294352109 86 10,000 SH DEFINED 2 10,000 EQUIFAX INC EQUITY 294429105 75 2,783 SH DEFINED 2 2,783 EQUIFAX INC. EQUITY 294429105 159 5,900 SH DEFINED 1 5,900 EQUINIX INC EQUITY 29444U106 222 25,000 SH DEFINED 2 25,000

46 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EQUITABLE RES INC EQUITY 294549100 297 4,687 SH DEFINED 2 4,687 EQUITY INNS INC EQUITY 294703103 3 460 SH DEFINED 2 460 EQUITY OFFICE PPTYS TR EQUITY 294741103 14747 474,755 SH DEFINED 2 474,755 EQUITY OFFICE PPTYS TR COM EQUITY 294741103 51980 1,673,400 SH DEFINED 3 1,443,755 229,645 EQUITY OFFICE PPTYS TR COM EQUITY 294741103 12514 402,873 SH DEFINED 1 402,873 EQUITY RESIDENTIAL PPTYS TR EQUITY 29476L107 19905 414,688 SH DEFINED 2 414,688 EQUITY RESIDENTIAL PPTYS TR EQUITY 29476L883 185 6,900 SH DEFINED 2 6,900 EQUITY RESIDENTIAL PPTYS TY EQUITY 29476L107 44976 937,000 SH DEFINED 3 814,100 122,900 EQUITY RESIDENTIAL PPTYS TY EQUITY 29476L883 993 37,000 SH DEFINED 4 37,000 ERICSSON L M TEL CO EQUITY 294821400 1845 124,535 SH DEFINED 2 124,535 ERIE INDTY CO EQUITY 29530P102 6 200 SH DEFINED 2 200 ESC MEDICAL SYS LTD EQUITY M40868107 591 31,500 SH DEFINED 2 31,500 ESCO TECHNOLOGIES INC EQUITY 296315104 1 32 SH DEFINED 2 32 ESPEED INC EQUITY 296643109 59 2,077 SH DEFINED 2 2,077 ESPERION THERAPEUTICS EQUITY 29664R106 6469 375,000 SH DEFINED 2 375,000 ESPERION THERAPEUTICS COM EQUITY 29664R106 3019 175,000 SH DEFINED 3 175,000 ESS TECHNOLOGY INC EQUITY 269151106 2 172 SH DEFINED 2 172 ESSEX PROPERTY TRUST EQUITY 297178105 8 151 SH DEFINED 2 151 ESTERLINE TECHNOLOGIES CORP EQUITY 297425100 2 100 SH DEFINED 2 100 ETHAN ALLEN INTERIORS INC EQUITY 297602104 126 4,433 SH DEFINED 2 4,433 ETHYL CORP EQUITY 297659104 1 600 SH DEFINED 2 600 ETOWN CORP EQUITY 269242103 7 100 SH DEFINED 2 100 ETOYS INC EQUITY 297862104 3 471 SH DEFINED 2 471 EVEREST RE GROUP LT EQUITY G3223R108 30605 618,285 SH DEFINED 1 618,285 EVEREST RE GROUP LT EQUITY G3223R108 16365 330,600 SH DEFINED 3 305,900 24,700 EVEREST REINSURANCE GROUP LTD EQUITY G3223R108 1143 23,100 SH DEFINED 2 23,100 EVERGREEN RESOURCES EQUITY 299900308 1670 48,071 SH DEFINED 2 48,071 EVOLVE SOFTWARE INC. EQUITY 30049P104 22,312 1,239,564 SH DEFINED 1 1,239,564 EVOLVING SYS INC EQUITY 30049R100 27 4,200 SH DEFINED 2 4,200 EXAR CORP EQUITY 300645108 16109 133,130 SH DEFINED 2 133,130 EXAR CORP COM EQUITY 300645108 37014 305,900 SH DEFINED 3 300,400 5,500 EXCALIBUR TECHNOLOGIES CORP EQUITY 300651205 5 75 SH DEFINED 2 75 EXCEL TECHNOLOGY INC EQUITY 30067T103 2 72 SH DEFINED 2 72 EXCELON CORPORATION EQUITY 300691102 3 209 SH DEFINED 2 209 EXCHANGE APPLICATIONS INC EQUITY 300867108 5 1,171 SH DEFINED 2 1,171 EXCO RES INC EQUITY 269279204 21 1,400 SH DEFINED 2 1,400 EXE TECHNOLOGIES INC EQUITY 301504106 15 1,000 SH DEFINED 2 1,000

47 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EXE TECHNOLOGIES INC COM EQUITY 301504106 4095 273,000 SH DEFINED 3 265,200 7,800 EXELIXIS INC EQUITY 30161Q104 239 7,623 SH DEFINED 2 7,623 EXFO ELECTRO OPTICAL ENGR INC EQUITY 302043104 65 1,500 SH DEFINED 2 1,500 EXIDE CORP EQUITY 302051107 1 100 SH DEFINED 2 100 EXODUS COMMUNICATIONS INC EQUITY 302088109 23890 483,845 SH DEFINED 2 483,845 EXPEDITORES INTL WASH INC EQUITY 302130109 316 7,012 SH DEFINED 2 7,012 EXPRESS SCRIPTS INC EQUITY 302182100 159 2,200 SH DEFINED 1 2,200 EXPRESS SCRIPTS INC EQUITY 302182100 2299 31,817 SH DEFINED 2 31,817 EXTENDED STAY AMER INC EQUITY 30224P101 2512 189,576 SH DEFINED 2 189,576 EXTENDED SYS INC EQUITY 301973103 2 39 SH DEFINED 2 39 EXTENSITY INC EQUITY 302255104 1 36 SH DEFINED 2 36 EXTREME NETWORKS INC EQUITY 30226D106 2631 22,982 SH DEFINED 2 22,982 EXXON MOBIL CORP EQUITY 30231G102 129150 1,449,092 SH DEFINED 2 1,449,092 EXXON MOBIL CORPORA EQUITY 30231G102 43663 489,912 SH DEFINED 1 489,912 F + M BANCORP MD EQUITY 302367107 2 100 SH DEFINED 2 100 F + M NATL CORP EQUITY 302374103 5 206 SH DEFINED 2 206 F N B CORP PA EQUITY 302520101 272 12,732 SH DEFINED 2 12,732 F Y I INC EQUITY 302712104 37 1,000 SH DEFINED 2 1,000 F5 NETWORKS INC EQUITY 315616102 3 95 SH DEFINED 2 95 FACTORY 2 U INC EQUITY 303072102 3 92 SH DEFINED 2 92 FACTSET RESH SYS INC EQUITY 303075105 34 908 SH DEFINED 2 908 FAIR ISSAC + CO INC EQUITY 303250104 4 100 SH DEFINED 2 100 FAIRCHILD SEMICONDUCTOR INTL EQUITY 303726103 12106 430,420 SH DEFINED 2 430,420 FAIRFAX FINL HLDGS LTD EQUITY 303901102 320 2,565 SH DEFINED 2 2,565 FAIRFIELD CMNTYS INC EQUITY 304231301 3 292 SH DEFINED 2 292 FAIRFIELD MFG INC EQUITY 304530306 81 100 SH DEFINED 2 100 FAMILY DLR STORES INC EQUITY 307000109 3859 200,459 SH DEFINED 2 200,459 FAMILY DOLLAR STORE EQUITY 307000109 191 9,900 SH DEFINED 1 9,900 FARM FAMILY HLDGS INC EQUITY 307901108 47 1,500 SH DEFINED 2 1,500 FARMERS CAP BK CORP EQUITY 309562106 5 SH DEFINED 2 5 FARMSTEAD TEL GROUP INC EQUITY 311565121 1 16,600 SH DEFINED 4 16,600 FARMSTEAD TEL GROUP INC EQUITY 311565139 1 21,200 SH DEFINED 4 21,200 FASTENAL CO EQUITY 311900104 127 2,200 SH DEFINED 1 2,200 FASTENAL CO EQUITY 311900104 12 207 SH DEFINED 2 207 FBL FINL GROUP INC EQUITY 30239F106 1 58 SH DEFINED 2 58 FEDDERS USA INC EQUITY 313135105 1 372 SH DEFINED 2 372 FEDERAL AGRIC MTG CORP EQUITY 313148306 23 1,300 SH DEFINED 2 1,300

48 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL HOME LN MTG CORP EQUITY 313400301 66120 1,223,033 SH DEFINED 2 1,223,033 FEDERAL HOME LOAN M EQUITY 313400301 26073 482,270 SH DEFINED 1 482,270 FEDERAL MOGUL CORP EQUITY 313549107 22 4,100 SH DEFINED 1 4,100 FEDERAL MOGUL CORP EQUITY 313549107 320 58,933 SH DEFINED 2 58,933 FEDERAL NAT'L MORTG EQUITY 313586109 10092 141,470 SH DEFINED 1 141,470 FEDERAL NATL MTG ASSN EQUITY 313586109 52001 727,284 SH DEFINED 2 727,284 FEDERAL REALTY INVT TR SH BEN EQUITY 313747206 1406 73,500 SH DEFINED 3 63,400 10,100 FEDERAL RLTY INVT TR EQUITY 313747206 4 200 SH DEFINED 2 200 FEDERAL SIGNAL CORP EQUITY 313855108 52 2,600 SH DEFINED 1 2,600 FEDERAL SIGNAL CORP EQUITY 313855108 658 33,100 SH DEFINED 2 33,100 FEDERATED DEPARTMEN EQUITY 31410H101 166 6,366 SH DEFINED 1 6,366 FEDERATED DEPT STORES INC DEL EQUITY 31410H101 3975 152,152 SH DEFINED 2 152,152 FEDERATED INVS INC PA EQUITY 314211103 2624 106,027 SH DEFINED 2 106,027 FEDEX CORP EQUITY 31428X106 23187 522,947 SH DEFINED 2 522,947 FEDEX CORPORATION EQUITY 31428X106 504 11,360 SH DEFINED 1 11,360 FEI CO EQUITY 30241L109 2 94 SH DEFINED 2 94 FELCOR LODGING TR INC EQUITY 31430F101 192 8,297 SH DEFINED 2 8,297 FERRO CORP EQUITY 315405100 38 2,000 SH DEFINED 1 2,000 FERRO CORP EQUITY 315405100 111 5,800 SH DEFINED 2 5,800 FIDELITY NATL FINL INC EQUITY 316326107 10 395 SH DEFINED 2 395 FIFTH THIRD BANCORP EQUITY 316773100 12410 230,343 SH DEFINED 2 230,343 FIFTH THIRD BANK EQUITY 316773100 725 13,462 SH DEFINED 1 13,462 FILENET CORP EQUITY 316869106 396 21,800 SH DEFINED 4 21,800 FILENET CORP EQUITY 316869106 3 183 SH DEFINED 2 183 FINANCIAL FED CORP EQUITY 317492106 5099 210,800 SH DEFINED 2 210,800 FINANCIAL FED CORP COM EQUITY 317492106 5096 210,700 SH DEFINED 3 210,700 FINISAR CORP EQUITY 31787A101 6857 141,737 SH DEFINED 2 141,737 FINOVA GROUP INC EQUITY 317928109 4 494 SH DEFINED 2 494 FINOVA GROUP INC. EQUITY 317928109 25 3,500 SH DEFINED 1 3,500 FIREPOND INC EQUITY 318224102 1 44 SH DEFINED 2 44 FIRST AMERICAN FINL CORP EQUITY 318522307 8037 385,013 SH DEFINED 2 385,013 FIRST BANCORP P R EQUITY 318672102 2 100 SH DEFINED 2 100 FIRST BUSE CORP EQUITY 319383105 19 SH DEFINED 2 19 FIRST CHARTER CORP EQUITY 319439105 3 188 SH DEFINED 2 188 FIRST COMWLTH FINL CORP PA EQUITY 319829107 4 374 SH DEFINED 2 374 FIRST CONSULTING GROUP EQUITY 31986R103 6 1,000 SH DEFINED 2 1,000 FIRST CTZNS BANCSHARES INC N C EQUITY 31946M103 1 19 SH DEFINED 2 19

49 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FIRST DATA CORP EQUITY 319963104 469 12,000 SH DEFINED 1 12,000 FIRST DATA CORP EQUITY 319963104 49649 1,271,016 SH DEFINED 2 1,271,016 FIRST FINL BANCORP EQUITY 320209109 3 220 SH DEFINED 2 220 FIRST FINL BANKSHARES INC EQUITY 32020R109 1 27 SH DEFINED 2 27 FIRST FINL CORP IND EQUITY 320218100 13 SH DEFINED 2 13 FIRST FINL HLDGS INC EQUITY 320239106 3 180 SH DEFINED 2 180 FIRST HEALTH GROUP EQUITY 320960107 87 2,700 SH DEFINED 1 2,700 FIRST HEALTH GROUP CORP EQUITY 320960107 13 389 SH DEFINED 2 389 FIRST IND CORP EQUITY 32054R108 3 100 SH DEFINED 2 100 FIRST INDL RLTY TR INC EQUITY 32054K103 618 20,110 SH DEFINED 2 20,110 FIRST MERCHANTS CORP EQUITY 320817109 1 39 SH DEFINED 2 39 FIRST MIDWEST BANCORP INC DEL EQUITY 320867104 6 234 SH DEFINED 2 234 FIRST REP BK SAN FRANCISCO CA EQUITY 336158100 69 2,300 SH DEFINED 2 2,300 FIRST SEC CORP DEL EQUITY 336294103 186 11,400 SH DEFINED 1 11,400 FIRST SEC CORP DEL EQUITY 336294103 10 602 SH DEFINED 2 602 FIRST SENTINEL BANCORP INC EQUITY 33640T103 4 400 SH DEFINED 2 400 FIRST TENN NATL COR EQUITY 337162101 153 7,500 SH DEFINED 1 7,500 FIRST TENN NATL CORP EQUITY 337162101 33 1,600 SH DEFINED 2 1,600 FIRST UN CORP EQUITY 337358105 11488 356,910 SH DEFINED 2 356,910 FIRST UNION CORP EQUITY 337358105 916 28,466 SH DEFINED 1 28,466 FIRST VA BKS INC EQUITY 337477103 2039 47,826 SH DEFINED 2 47,826 FIRST VIRGINIA BANK EQUITY 337477103 117 2,750 SH DEFINED 1 2,750 FIRSTAR CORP WIS EQUITY 33763V109 8253 368,847 SH DEFINED 2 368,847 FIRSTAR CORPORATION EQUITY 33763V109 30981 1,384,613 SH DEFINED 1 1,384,613 FIRSTENERGY CORP EQUITY 337932107 168 6,221 SH DEFINED 2 6,221 FIRSTENERGY CORPORA EQUITY 337932107 180 6,700 SH DEFINED 1 6,700 FIRSTFED FINL CORP EQUITY 337907109 292 12,700 SH DEFINED 4 12,700 FIRSTFED FINL CORP DEL EQUITY 337907109 5 200 SH DEFINED 2 200 FIRSTMERIT CORP EQUITY 337915102 10327 450,222 SH DEFINED 2 450,222 FIRSTMERIT CORPORAT EQUITY 337915102 29509 1,286,500 SH DEFINED 3 1,258,100 28,400 FIRSTMERIT CORPORAT EQUITY 337915102 117 5,100 SH DEFINED 1 5,100 FISERV INC EQUITY 337738108 427 7,125 SH DEFINED 1 7,125 FISERV INC EQUITY 337738108 19417 324,300 SH DEFINED 3 294,975 29,325 FISERV INC EQUITY 337738108 4020 67,145 SH DEFINED 2 67,145 FISHER SCIENTIFIC INTL INC EQUITY 338032204 8 246 SH DEFINED 2 246 FITZGERALDS GAMING CORP NEW EQUITY 338271109 3,762 SH DEFINED 2 3,762 FLEETBOSTON FINANCI EQUITY 339030108 1011 25,931 SH DEFINED 1 25,931

50 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FLEETBOSTON FINL CORP EQUITY 339030108 14021 359,513 SH DEFINED 2 359,513 FLEETWOOD ENTERPRISES INC EQUITY 339099103 67 4,930 SH DEFINED 2 4,930 FLEMING COS INC EQUITY 339130106 526 40,300 SH DEFINED 4 40,300 FLEMING COS INC EQUITY 339130106 55 4,210 SH DEFINED 2 4,210 FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 148377 1,806,719 SH DEFINED 2 1,806,719 FLORIDA EAST COAST IND INC EQUITY 340632108 3 80 SH DEFINED 2 80 FLORIDA PROGRESS EQUITY 341109106 159 3,000 SH DEFINED 1 3,000 FLORIDA PROGRESS CORP EQUITY 341109106 6203 117,178 SH DEFINED 2 117,178 FLORIDA ROCK INDS INC EQUITY 341140101 4 100 SH DEFINED 2 100 FLOW INTL CORP EQUITY 343468104 14 1,300 SH DEFINED 2 1,300 FLOWERS INDS INC EQUITY 343496105 55 2,831 SH DEFINED 2 2,831 FLOWERS INDUSTRIES EQUITY 343496105 113 5,800 SH DEFINED 1 5,800 FLOWSERVE CORP EQUITY 34354P105 3 200 SH DEFINED 2 200 FLOWSERVE CORPORATI EQUITY 34354P105 35 2,100 SH DEFINED 1 2,100 FLUOR CORP EQUITY 343861100 69 2,300 SH DEFINED 1 2,300 FLUOR CORP EQUITY 343861100 257 8,571 SH DEFINED 2 8,571 FMC CORP EQUITY 302491303 67 1,000 SH DEFINED 1 1,000 FMC CORP EQUITY 302491303 5043 75,205 SH DEFINED 2 75,205 FOCAL COMMUNICATIONS CORP EQUITY 344155106 1 94 SH DEFINED 2 94 FOOTSTAR INC EQUITY 344912100 3 100 SH DEFINED 2 100 FORCENERGY INC EQUITY 345206205 2 64 SH DEFINED 2 64 FORD MOTOR COMPANY EQUITY 345370860 32067 1,266,827 SH DEFINED 1 1,266,827 FORD MTR CO DEL EQUITY 345370860 7455 294,493 SH DEFINED 2 294,493 FOREST CITY ENTERPRISES INC EQUITY 345550107 850 23,600 SH DEFINED 2 23,600 FOREST LABORATORIES EQUITY 345838106 3286 28,650 SH DEFINED 1 28,650 FOREST LABS INC EQUITY 345838106 34145 297,724 SH DEFINED 2 297,724 FOREST OIL CORP EQUITY 346091606 118 7,314 SH DEFINED 2 7,314 FORRESTER RESH INC EQUITY 346563109 1733 27,180 SH DEFINED 2 27,180 FORT JAMES CORP EQUITY 347471104 3992 130,628 SH DEFINED 2 130,628 FORT JAMES CORPORAT EQUITY 347471104 196 6,400 SH DEFINED 1 6,400 FORTUNE BRANDS INC EQUITY 349631101 127 4,800 SH DEFINED 1 4,800 FORTUNE BRANDS INC EQUITY 349631101 1416 53,446 SH DEFINED 2 53,446 FORWARD AIR CORP EQUITY 349853101 4 113 SH DEFINED 2 113 FOSSIL INC EQUITY 349882100 2 159 SH DEFINED 2 159 FOSTER L B CO EQUITY 350060109 11 3,300 SH DEFINED 2 3,300 FOSTER WHEELER CORP EQUITY 350244109 2 273 SH DEFINED 2 273 FOUNDATION HEALTH S EQUITY 350404109 118 7,090 SH DEFINED 1 7,090

51 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FOUNDATION HEALTH SYS INC EQUITY 350404109 1991 119,787 SH DEFINED 2 119,787 FOUNDRY NETWORKS INC EQUITY 35063R100 3344 48,873 SH DEFINED 2 48,873 FOUR SEASONS HOTEL INC CORPBOND 35100EAD6 12624 30,979,000 PRN DEFINED 4 30,979,000 FOUR SEASONS HOTELS INC EQUITY 35100E104 2542 34,734 SH DEFINED 2 34,734 FOX ENTMT GROUP INC EQUITY 35138T107 31005 1,170,000 SH DEFINED 2 1,170,000 FPL GROUP INC EQUITY 302571104 348 5,300 SH DEFINED 1 5,300 FPL GROUP INC EQUITY 302571104 10781 163,972 SH DEFINED 2 163,972 FRANCHISE FIN CORP AMER EQUITY 351807102 3989 177,296 SH DEFINED 2 177,296 FRANCHISE FIN CORP COM EQUITY 351807102 19894 884,200 SH DEFINED 3 772,100 112,100 FRANKLIN ELEC INC EQUITY 353514102 1 16 SH DEFINED 2 16 FRANKLIN RES INC EQUITY 354613101 315 7,100 SH DEFINED 1 7,100 FRANKLIN RES INC EQUITY 354613101 2152 48,432 SH DEFINED 2 48,432 FREDS INC EQUITY 356108100 2 100 SH DEFINED 2 100 FREEMARKETS INC EQUITY 356602102 910 15,930 SH DEFINED 2 15,930 FREEMARKETS INC COM EQUITY 356602102 3296 57,700 SH DEFINED 3 47,400 10,300 FREEPORT MCMORAN COPPER + GOLD EQUITY 35671D105 7576 918,245 SH DEFINED 2 918,245 FREEPORT MCMORAN COPPER + GOLD EQUITY 35671D857 3836 435,311 SH DEFINED 2 435,311 FREEPORT-MCMORAN CO EQUITY 35671D857 44 5,000 SH DEFINED 1 5,000 FREMONT GEN CORP EQUITY 357288109 1 223 SH DEFINED 2 223 FRIEDE GOLDMAN HALTER INC EQUITY 358430106 1 201 SH DEFINED 2 201 FRIEDMAN BILLINGS EQUITY 358433100 1 152 SH DEFINED 2 152 FRITZ COMP INC EQUITY 358846103 2 167 SH DEFINED 2 167 FRONTIER AIRLS INC NEW EQUITY 359065109 42 2,165 SH DEFINED 2 2,165 FRONTIER FINL CORP WA EQUITY 35907K105 3 152 SH DEFINED 2 152 FRONTIER OIL CORP EQUITY 35914P105 1 188 SH DEFINED 2 188 FRONTLINE CAP GROUP EQUITY 35921N101 2 141 SH DEFINED 2 141 FRONTLINE COMMUNICATIONS CORP EQUITY 35921T116 3 10,675 SH DEFINED 4 10,675 FSI INTL INC EQUITY 302633102 299 21,000 SH DEFINED 4 21,000 FSI INTL INC EQUITY 302633102 680 47,727 SH DEFINED 2 47,727 FUELCELL ENERGY INC EQUITY 35952H106 7 75 SH DEFINED 2 75 FULLER H B CO EQUITY 359694106 22 776 SH DEFINED 2 776 FULLER, H.B. EQUITY 359694106 23 800 SH DEFINED 1 800 FULTON FINL CORP PA EQUITY 360271100 9 473 SH DEFINED 2 473 FURNITURE BRANDS IN EQUITY 360921100 47 2,800 SH DEFINED 1 2,800 FURNITURE BRANDS IN EQUITY 360921100 3026 182,000 SH DEFINED 3 182,000 FURNITURE BRANDS INTL INC EQUITY 360921100 2121 127,587 SH DEFINED 2 127,587 FUTURELINK CORP EQUITY 36114Q208 321 104,967 SH DEFINED 2 104,967

52 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FVC COM INC EQUITY 30266P100 7 1,300 SH DEFINED 2 1,300 G + K SERVICES EQUITY 361268105 2355 83,903 SH DEFINED 2 83,903 GABLES RESIDENTIAL TR EQUITY 362418105 2053 75,511 SH DEFINED 2 75,511 GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 7430 273,300 SH DEFINED 3 234,900 38,400 GADZOOKS INC EQUITY 362553109 325 18,200 SH DEFINED 4 18,200 GADZOOX NETWORKS INC EQUITY 362555104 1 153 SH DEFINED 2 153 GALILEO INTERNATION EQUITY 363547100 82 5,300 SH DEFINED 1 5,300 GALILEO INTL INC EQUITY 363547100 1166 75,248 SH DEFINED 2 75,248 GALLAGHER ARTHUR J + CO EQUITY 363576109 202 3,423 SH DEFINED 2 3,423 GALLAHER GROUP PLC EQUITY 363595109 102 4,400 SH DEFINED 2 4,400 GANNETT INC EQUITY 364730101 39190 739,438 SH DEFINED 2 739,438 GANNETT PUBLISHING EQUITY 364730101 543 10,250 SH DEFINED 1 10,250 GAP INC EQUITY 364760108 498 24,750 SH DEFINED 1 24,750 GAP INC EQUITY 364760108 5358 266,247 SH DEFINED 2 266,247 GARDNER DENVER INC EQUITY 365558105 2 140 SH DEFINED 2 140 GARTNER GROUP INC EQUITY 366651206 55 5,077 SH DEFINED 1 5,077 GARTNER GROUP INC NEW EQUITY 366651107 159 13,711 SH DEFINED 2 13,711 GARTNER GROUP INC NEW EQUITY 366651206 1 104 SH DEFINED 2 104 GASONICS INTL CORP EQUITY 367278108 2 141 SH DEFINED 2 141 GATEFIELD CORP EQUITY 367339207 2 470 SH DEFINED 2 470 GATEWAY INC EQUITY 367626108 439 9,400 SH DEFINED 1 9,400 GATEWAY INC EQUITY 367626108 20038 428,623 SH DEFINED 2 428,623 GATX EQUITY 361448103 7 164 SH DEFINED 2 164 GATX CORP. EQUITY 361448103 113 2,700 SH DEFINED 1 2,700 GAYLORD CONTAINER CORP EQUITY 368145108 1 351 SH DEFINED 2 351 GAYLORD ENTMT CO NEW EQUITY 367905106 2 100 SH DEFINED 2 100 GBC BANCORP CALIF EQUITY 361475106 4 113 SH DEFINED 2 113 GELTEX PHARMACEUTICALS INC EQUITY 368538104 6 129 SH DEFINED 2 129 GEMSTAR TV GUIDE INTL INC EQUITY 36866W106 20199 231,668 SH DEFINED 2 231,668 GENAISSANCE PHARMACEUTICALS EQUITY 36867W105 325 15,700 SH DEFINED 2 15,700 GENCORP INC EQUITY 368682100 2 200 SH DEFINED 2 200 GENE LOGIC EQUITY 368689105 6002 260,960 SH DEFINED 2 260,960 GENENTECH INC EQUITY 368710406 130561 704,128 SH DEFINED 2 704,128 Gener S.A. - Spons EQUITY 368731105 991 75,825 SH DEFINED 1 75,825 GENERAL COMMUNICATION CL A EQUITY 369385109 6027 842,200 SH DEFINED 3 842,200 GENERAL COMMUNICATION INC EQUITY 369385109 6029 842,448 SH DEFINED 2 842,448 GENERAL DYNAMICS CO EQUITY 369550108 383 6,100 SH DEFINED 1 6,100

53 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GENERAL DYNAMICS CORP EQUITY 369550108 5805 92,413 SH DEFINED 2 92,413 GENERAL ELEC CO EQUITY 369604103 311738 5,403,903 SH DEFINED 2 5,403,903 GENERAL ELECTRIC EQUITY 369604103 3634 63,000 SH DEFINED 3 63,000 GENERAL ELECTRIC EQUITY 369604103 78268 1,356,750 SH DEFINED 1 1,356,750 GENERAL GROWTH PPTYS COM 370021107 18904 587,300 SH DEFINED 3 510,200 77,100 GENERAL GROWTH PPTYS INC EQUITY 370021107 16014 497,531 SH DEFINED 2 497,531 GENERAL GROWTH PPTYS INC EQUITY 370021206 8888 400,600 SH DEFINED 2 400,600 GENERAL MILLS INC EQUITY 370334104 309 8,700 SH DEFINED 1 8,700 GENERAL MLS INC EQUITY 370334104 5944 167,430 SH DEFINED 2 167,430 GENERAL MOTORS EQUITY 370442105 1001 15,400 SH DEFINED 1 15,400 GENERAL MTRS CORP EQUITY 370442105 7533 115,892 SH DEFINED 2 115,892 GENERAL MTRS CORP EQUITY 370442832 145747 3,920,026 SH DEFINED 2 3,920,026 GENERAL PUBLIC UTIL EQUITY 36225X100 8230 253,700 SH DEFINED 1 253,700 GENERAL SEMICONDUCTOR INC CORPBOND 370787AB9 980 1,000,000 PRN DEFINED 4 1,000,000 GENERAL SEMICONDUCTOR INC EQUITY 370787103 2 200 SH DEFINED 2 200 GENERALE CABLE CORP DEL NEW EQUITY 369300108 2 200 SH DEFINED 2 200 GENESCO INC CORPBOND 371532AK8 624 650,000 PRN DEFINED 4 650,000 GENESCO INC EQUITY 371532102 5113 301,900 SH DEFINED 2 301,900 GENESCO INC CORPBOND 371532AL6 8400 8,750,000 PRN DEFINED 4 8,750,000 GENESCO INC EQUITY 371532102 11126 656,900 SH DEFINED 3 656,900 GENLYTE GROUP INC EQUITY 372302109 3 100 SH DEFINED 2 100 GENOME THERAPEUTICS CORP EQUITY 372430108 2 116 SH DEFINED 2 116 GENOMIC SOLUTIONS INC EQUITY 37243R109 1 43 SH DEFINED 2 43 GENRAD INC EQUITY 372447102 2 176 SH DEFINED 2 176 GENSET SA EQUITY 37244T104 9900 360,000 SH DEFINED 2 360,000 GENTA INC EQUITY 37245M207 1 100 SH DEFINED 2 100 GENTEK INC EQUITY 37245X104 2 120 SH DEFINED 2 120 GENTEX CORP EQUITY 371901109 522 20,881 SH DEFINED 2 20,881 GENTEX CORP COM EQUITY 371901109 38125 1,525,000 SH DEFINED 3 1,456,000 69,000 GENTIVA HEALTH SVCS INC EQUITY 37247A102 1 100 SH DEFINED 2 100 GENUINE PARTS CO EQUITY 372460105 4926 258,417 SH DEFINED 2 258,417 GENUINE PARTS CO. EQUITY 372460105 104 5,450 SH DEFINED 1 5,450 GENZYME CORP EQUITY 372917104 341 5,000 SH DEFINED 1 5,000 GENZYME CORP CORPBOND 372917AF1 4519 2,440,000 PRN DEFINED 4 2,440,000 GENZYME CORP EQUITY 372917104 64484 945,690 SH DEFINED 2 945,690 GENZYME CORP EQUITY 372917609 19 2,490 SH DEFINED 2 2,490 GENZYME TRANSGENICS CORP EQUITY 37246E105 4 107 SH DEFINED 2 107

54 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GEO. HORMEL & CO EQUITY 440452100 137 8,200 SH DEFINED 1 8,200 GEORGIA GULF CORP EQUITY 373200203 21 1,800 SH DEFINED 1 1,800 GEORGIA GULF CORP EQUITY 373200203 2 204 SH DEFINED 2 204 GEORGIA PAC CORP EQUITY 373298108 73 3,097 SH DEFINED 2 3,097 GEORGIA PAC CORP EQUITY 373298702 205 7,645 SH DEFINED 2 7,645 GEORGIA PACIFIC EQUITY 373298702 126 4,700 SH DEFINED 1 4,700 GEORGIA PACIFIC EQUITY 373298108 125 5,300 SH DEFINED 1 5,300 GEOWORKS EQUITY 373692102 1 100 SH DEFINED 2 100 GERBER SCIENTIFIC INC EQUITY 373730100 2 192 SH DEFINED 2 192 GERON CORP EQUITY 374163103 3 116 SH DEFINED 2 116 GETTY IMAGES INC EQUITY 374276103 5 165 SH DEFINED 2 165 GIANT INDS INC EQUITY 374508109 121 23,000 SH DEFINED 4 23,000 GILAT SATELLITE NET EQUITY M51474100 784 10,200 SH DEFINED 1 10,200 GILAT SATELLITE NETWORKS LTD EQUITY M51474100 9479 123,310 SH DEFINED 2 123,310 GILEAD SCIENCES INC EQUITY 375558103 285 2,600 SH DEFINED 1 2,600 GILEAD SCIENCES INC EQUITY 375558103 24609 224,358 SH DEFINED 2 224,358 GILLETTE CO EQUITY 375766102 988 32,000 SH DEFINED 1 32,000 GILLETTE CO EQUITY 375766102 22001 712,571 SH DEFINED 2 712,571 GLATFELTER P H CO EQUITY 377316104 29 2,400 SH DEFINED 1 2,400 GLATFELTER P H CO EQUITY 377316104 2 200 SH DEFINED 2 200 GLENAYRE TECHNOLOGIES INC EQUITY 377899109 5 449 SH DEFINED 2 449 GLENBOROUGH RLTY TR INC EQUITY 37803P105 4 196 SH DEFINED 2 196 GLIATECH EQUITY 37929C103 1 146 SH DEFINED 2 146 GLIMCHER RLTY TR EQUITY 379302102 3 200 SH DEFINED 2 200 GLOBAL CROSSING LTD EQUITY G3921A100 760 24,515 SH DEFINED 1 24,515 GLOBAL CROSSING LTD EQUITY G3921A100 24605 793,722 SH DEFINED 2 793,722 GLOBAL CROSSING LTD EQUITY G3921A134 3975 16,000 SH DEFINED 2 16,000 GLOBAL CROSSINGS CV EQUITY 37932J301 1547 8,000 SH DEFINED 2 8,000 GLOBAL INDUSTRIES INC EQUITY 379336100 4030 322,409 SH DEFINED 2 322,409 GLOBAL LT TELECOMMUNICATIONS EQUITY 37934X100 58 11,200 SH DEFINED 2 11,200 GLOBAL MARINE EQUITY 379352404 315 10,200 SH DEFINED 1 10,200 GLOBAL MARINE INC EQUITY 379352404 21333 690,963 SH DEFINED 2 690,963 GLOBAL TELESYSTEMS INC EQUITY 37936U104 897 196,567 SH DEFINED 2 196,567 Global TeleSystems Inc USD.1 EQUITY 37936U104 2646 580,000 SH DEFINED 1 580,000 GLOBALNET FINL COM INC EQUITY 37937R209 1 116 SH DEFINED 2 116 GLOBALSTAR TELECOMMUNICATIONS EQUITY 379364128 2 425 SH DEFINED 2 425 GLOBESPAN SEMICONDUCTOR INC EQUITY 379571102 3543 29,043 SH DEFINED 2 29,043

55 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GLOBIX CORP EQUITY 37957F101 2 101 SH DEFINED 2 101 GO2NET EQUITY 383486107 9 171 SH DEFINED 2 171 GOAMERICA INC EQUITY 38020R106 1495 169,088 SH DEFINED 2 169,088 GOLD BANC CORP INC EQUITY 379907108 1 100 SH DEFINED 2 100 GOLDEN OCEAN GROUP LTD EQUITY 381138114 6,000 SH DEFINED 2 6,000 GOLDEN ST BANCORP EQUITY 381197136 59 48,248 SH DEFINED 4 48,248 GOLDEN ST BANCORP INC EQUITY 381197102 5 216 SH DEFINED 2 216 GOLDEN TELECOM INC EQUITY 38122G107 1 45 SH DEFINED 2 45 GOLDEN WEST FINANCI EQUITY 381317106 247 4,600 SH DEFINED 1 4,600 GOLDEN WEST FINL CORP DEL EQUITY 381317106 72701 1,355,730 SH DEFINED 2 1,355,730 GOLDMAN SACHS GROUP EQUITY 38141G104 18802 165,020 SH DEFINED 1 165,020 GOLDMAN SACHS GROUP INC EQUITY 38141G104 95968 842,283 SH DEFINED 2 842,283 GOLDMAN SACHS GROUP INC EQUITY 38141G500 322 12,400 SH DEFINED 2 12,400 GOLDMAN SACHS GROUP INC EQUITY 38141G856 641 11,100 SH DEFINED 2 11,100 GOODRICH (B.F.) CO EQUITY 382388106 94 2,400 SH DEFINED 1 2,400 GOODRICH B F CO EQUITY 382388106 774 19,752 SH DEFINED 2 19,752 GOODYEAR TIRE & RUB EQUITY 382550101 85 4,700 SH DEFINED 1 4,700 GOODYEAR TIRE AND RUBBER EQUITY 382550101 29 1,601 SH DEFINED 2 1,601 GOTO COM INC EQUITY 38348T107 3 181 SH DEFINED 2 181 GP FINANCIAL CORP EQUITY 395384100 178 6,000 SH DEFINED 1 6,000 GPU INC EQUITY 36225X100 3284 101,249 SH DEFINED 2 101,249 GRACE W R + CO DEL NEW EQUITY 38388F108 7 951 SH DEFINED 2 951 GRACE W.R. (NEW) EQUITY 38388F108 14 2,100 SH DEFINED 1 2,100 GRACO INC EQUITY 384109104 3 104 SH DEFINED 2 104 GRAINGER (W.W.) INC EQUITY 384802104 76 2,900 SH DEFINED 1 2,900 GRAINGER W W INC EQUITY 384802104 9881 375,514 SH DEFINED 2 375,514 GRANITE BROADCASTING CORP EQUITY 387241508 62 80 SH DEFINED 2 80 GRANITE CONSTR INC EQUITY 387328107 80 3,314 SH DEFINED 2 3,314 GRANITE CONSTRUCTIO EQUITY 387328107 36 1,500 SH DEFINED 1 1,500 GRANT PRIDE INC EQUITY 38821G101 7537 343,579 SH DEFINED 2 343,579 GRANT PRIDECO INC EQUITY 38821G101 138 6,300 SH DEFINED 1 6,300 GREAT ATLANTIC + PAC TEA INC EQUITY 390064103 1 115 SH DEFINED 2 115 GREAT LAKES CHEMICA EQUITY 390568103 56 1,900 SH DEFINED 1 1,900 GREAT LAKES CHEMICAL CORP EQUITY 390568103 58 1,973 SH DEFINED 2 1,973 GREAT LAKES REIT INC EQUITY 390752103 3 200 SH DEFINED 2 200 GREAT PLAINS SOFTWARE INC EQUITY 39119E105 2 60 SH DEFINED 2 60 GREATER BAY BANCORP EQUITY 391648102 83 1,200 SH DEFINED 1 1,200

56 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GREATER BAY BANCORP EQUITY 391648102 11 153 SH DEFINED 2 153 GREENPOINT FINL CORP EQUITY 395384100 91 3,066 SH DEFINED 2 3,066 GREIF BROS CORP EQUITY 397624107 3 82 SH DEFINED 2 82 GREY GLOBAL GROUP INC EQUITY 39787M108 1 2 SH DEFINED 2 2 GREY WOLF INC EQUITY 397888108 4319 751,083 SH DEFINED 2 751,083 GREY WOLF INC COM EQUITY 397888108 4312 750,000 SH DEFINED 3 750,000 GRIC COMMUNICATIONS INC EQUITY 398081109 46 SH DEFINED 2 46 GRIFFON CORP EQUITY 398433102 2 300 SH DEFINED 2 300 GROUP 1 AUTOMOTIVE INC EQUITY 398905109 1 100 SH DEFINED 2 100 GRUPO AEROPORTUARIO DEL EQUITY 40051E202 466 30,700 SH DEFINED 2 30,700 GRUPO ELECTRA, S.A. EQUITY 40050A102 624 65,700 SH DEFINED 1 65,700 GRUPO ELEKTRAS A DE C V EQUITY 40050A102 397 41,800 SH DEFINED 2 41,800 GRUPO IUSACELL S A DE C V NEW EQUITY 40050B100 48 4,000 SH DEFINED 2 4,000 Grupo Televisa S.A. EQUITY 40049J206 3525 61,100 SH DEFINED 1 61,100 GRUPO TELEVISION SA DE CV EQUITY 40049J206 4277 74,138 SH DEFINED 2 74,138 GSI LUMONICS INC EQUITY 36229U102 1744 105,700 SH DEFINED 2 105,700 GT GROUP TELECOM INC EQUITY 362359101 378 4,730 SH DEFINED 2 4,730 GT GROUP TELECOM INC. EQUITY 362359408 462 35,000 SH DEFINED 1 35,000 GTECH HLDGS CORP EQUITY 400518106 3 200 SH DEFINED 2 200 GTECH HOLDINGS CORP EQUITY 400518106 33 2,000 SH DEFINED 1 2,000 GTS DURATEK EQUITY 36237J107 1783 230,000 SH DEFINED 1 230,000 GUCCI GROUP N V EQUITY 401566104 369 3,654 SH DEFINED 2 3,654 GUESS INC EQUITY 401617105 17 1,523 SH DEFINED 2 1,523 GUIDANT CORP EQUITY 401698105 629 8,900 SH DEFINED 1 8,900 GUIDANT CORP EQUITY 401698105 25830 365,410 SH DEFINED 2 365,410 GUILFORD PHARMACEUTICALS INC EQUITY 401829106 3 119 SH DEFINED 2 119 GUITAR CTR INC EQUITY 402040109 1 100 SH DEFINED 2 100 GULF CANADA RESOURCE LTD EQUITY 40218L974 1365 258,788 SH DEFINED 2 258,788 H & R BLOCK EQUITY 093671105 139 3,750 SH DEFINED 1 3,750 H S RES INC EQUITY 404297103 4 133 SH DEFINED 2 133 HA LO INDS INC EQUITY 404429102 2 391 SH DEFINED 2 391 HACI OMER SABANCI HLDS SA EQUITY 40450N100 278 137,047 SH DEFINED 2 137,047 HAEMONETICS CORP MASS EQUITY 405024100 4 170 SH DEFINED 2 170 HAIN CELESTIAL GROUP INC EQUITY 405217100 8 224 SH DEFINED 2 224 HALIBURTON EQUITY 406216101 641 13,100 SH DEFINED 1 13,100 HALL KINION + ASSOC INC EQUITY 406069104 2 87 SH DEFINED 2 87 HALLIBURTON CO EQUITY 406216101 94949 1,940,207 SH DEFINED 2 1,940,207

57 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HANCOCK HLDG CO EQUITY 410120109 3 100 SH DEFINED 2 100 HANDLEMAN CO DEL EQUITY 410252100 2 129 SH DEFINED 2 129 HANDSPRING INC EQUITY 410293104 17625 255,200 SH DEFINED 2 255,200 HANGER ORTHOPEDIC GROUP EQUITY 41043F208 8 2,100 SH DEFINED 2 2,100 HANOVER COMPRESSOR EQUITY 410768105 109 3,300 SH DEFINED 1 3,300 HANOVER COMPRESSOR CO EQUITY 410768105 12 372 SH DEFINED 2 372 HANOVER DIRECT INC EQUITY 410783104 622 SH DEFINED 2 622 HARBOR FL BANCSHARES INC EQUITY 411901101 2 139 SH DEFINED 2 139 HARCOURT GEN INC EQUITY 41163G101 58 986 SH DEFINED 2 986 HARCOURT GENERAL EQUITY 41163G101 124 2,100 SH DEFINED 1 2,100 HARLAND JOHN H CO EQUITY 412693103 2 148 SH DEFINED 2 148 HARLEY DAVIDSON INC EQUITY 412822108 412 8,600 SH DEFINED 1 8,600 HARLEY DAVIDSON INC EQUITY 412822108 16030 334,830 SH DEFINED 2 334,830 HARLEYSVILLE GROUP INC EQUITY 412824104 1 28 SH DEFINED 2 28 HARLEYSVILLE NATL CORP PA EQUITY 412850109 15 SH DEFINED 2 15 HARMAN INTL INDS INC NEW EQUITY 413086109 320 8,192 SH DEFINED 2 8,192 HARMONIC INC EQUITY 413160102 788 32,836 SH DEFINED 2 32,836 HARRAH'S ENTERTAINM EQUITY 413619107 96 3,500 SH DEFINED 1 3,500 HARRAHS ENTMT INC EQUITY 413619107 4193 152,466 SH DEFINED 2 152,466 HARRIS CORP EQUITY 413875105 114 4,000 SH DEFINED 1 4,000 HARRIS CORP DEL EQUITY 413875105 3604 126,733 SH DEFINED 2 126,733 HARSCO CORP EQUITY 415864107 51 2,300 SH DEFINED 1 2,300 HARSCO CORP EQUITY 415864107 5 221 SH DEFINED 2 221 HARTE HANKS INC EQUITY 416196103 5616 206,103 SH DEFINED 2 206,103 HARTE-HANKS INC EQUITY 416196103 106 3,900 SH DEFINED 1 3,900 HARTE-HANKS INC EQUITY 416196103 24348 893,506 SH DEFINED 3 876,006 17,500 HARTFORD FINANCIAL EQUITY 416515104 1182 16,200 SH DEFINED 1 16,200 HARTFORD FINANCIAL SVCS GRP EQUITY 416515104 22694 311,145 SH DEFINED 2 311,145 HASBRO INC EQUITY 418056107 118 10,300 SH DEFINED 4 10,300 HASBRO INC EQUITY 418056107 1653 144,539 SH DEFINED 2 144,539 HASBRO INC. EQUITY 418056107 58 5,050 SH DEFINED 1 5,050 HAVAS ADVERTISING EQUITY 419313101 7 447 SH DEFINED 2 447 HAVERTY FURNITURE COS INC EQUITY 419596101 2 184 SH DEFINED 2 184 HAWAIIAN ELEC INDS INC EQUITY 419870100 8 222 SH DEFINED 2 222 HAWAIIAN ELECTRIC EQUITY 419870100 63 1,800 SH DEFINED 1 1,800 HAYES LEMMERZ INTL INC EQUITY 420781106 1 100 SH DEFINED 2 100 HCA - THE HEALTHCAR EQUITY 404119109 594 16,000 SH DEFINED 1 16,000

58 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HCA HEALTHCARE CO EQUITY 404119109 18905 509,216 SH DEFINED 2 509,216 HCC INS HLDGS INC EQUITY 404132102 102 5,032 SH DEFINED 2 5,032 HEALTH CARE PPTY INVS COM EQUITY 421915109 2717 91,700 SH DEFINED 3 78,200 13,500 HEALTH CARE PPTY INVS COM EQUITY 421915109 2648 89,400 SH DEFINED 1 89,400 HEALTH CARE PPTY INVS INC EQUITY 421915109 723 24,404 SH DEFINED 2 24,404 HEALTH CARE REIT INC EQUITY 42217K106 3 153 SH DEFINED 2 153 HEALTH MANAGEMENT A EQUITY 421933102 291 14,000 SH DEFINED 1 14,000 HEALTH MANAGEMENT A EQUITY 421933102 18205 874,700 SH DEFINED 3 749,400 125,300 HEALTH MGMT ASSOC EQUITY 421933102 25079 1,205,017 SH DEFINED 2 1,205,017 HEALTHCARE RLTY TR EQUITY 421946104 795 37,643 SH DEFINED 2 37,643 HEALTHCARE RLTY TR COM EQUITY 421946104 2374 112,400 SH DEFINED 3 96,600 15,800 HEALTHCARE SVCS GROUP INC EQUITY 421906108 8 1,700 SH DEFINED 2 1,700 HEALTHSOUTH CORP EQUITY 421924101 2014 247,933 SH DEFINED 2 247,933 HEALTHSOUTH CORPORA EQUITY 421924101 89 10,900 SH DEFINED 1 10,900 HEARST ARGYLE TELEVISION INC EQUITY 422317107 3 150 SH DEFINED 2 150 HEARTLAND EXPRESS INC EQUITY 422347104 1 76 SH DEFINED 2 76 HEIDRICK + STRUGGLES INTL INC EQUITY 422819102 6 114 SH DEFINED 2 114 HEINZ H J CO EQUITY 423074103 4881 131,696 SH DEFINED 2 131,696 HEINZ H.J. EQUITY 423074103 378 10,200 SH DEFINED 1 10,200 HELIX TECHNOLOGY CORP EQUITY 423319102 11 375 SH DEFINED 2 375 HELLENIC TELECOMMUN EQUITY 423325307 1529 165,250 SH DEFINED 1 165,250 HELLER FINL INC EQUITY 423328103 1269 44,434 SH DEFINED 2 44,434 HELMERICH & PAYNE EQUITY 423452101 105 2,900 SH DEFINED 1 2,900 HELMERICH AND PAYNE INC EQUITY 423452101 1714 47,434 SH DEFINED 2 47,434 HEMAGEN DIAGNOSTICS INC EQUITY 423501113 4 35,682 SH DEFINED 4 35,682 HENRY JACK + ASSOC INC EQUITY 426281101 9 200 SH DEFINED 2 200 HERBALIFE INTL INC EQUITY 426908208 1 100 SH DEFINED 2 100 HERCULES INC EQUITY 427056106 42 3,000 SH DEFINED 1 3,000 HERCULES INC EQUITY 427056106 216 15,300 SH DEFINED 4 15,300 HERCULES INC EQUITY 427056106 46 3,227 SH DEFINED 2 3,227 HERMAN MILLER EQUITY 600544100 144 4,500 SH DEFINED 1 4,500 HERMAN MILLER EQUITY 600544100 8314 259,300 SH DEFINED 3 224,400 34,900 HERSHEY FOODS CORP EQUITY 427866108 227 4,200 SH DEFINED 1 4,200 HERSHEY FOODS CORP EQUITY 427866108 5493 101,487 SH DEFINED 2 101,487 HERTZ CORP EQUITY 428040109 408 12,852 SH DEFINED 2 12,852 HERTZ TECHNOLOGY GROUP INC EQUITY 42804Y121 17 29,700 SH DEFINED 4 29,700 HEWLETT PACKARD CO EQUITY 428236103 128477 1,324,507 SH DEFINED 2 1,324,507

59 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HEWLETT-PACKARD COM EQUITY 428236103 9831 101,350 SH DEFINED 1 101,350 HEXCEL CORP NEW EQUITY 428291108 3 200 SH DEFINED 2 200 HEXEL CORP NEW CORPBOND 428291AA6 6073 6,119,000 PRN DEFINED 4 6,119,000 HI / FN INC EQUITY 428358105 341 5,008 SH DEFINED 2 5,008 HI/FN INC EQUITY 428358105 214 3,145 SH DEFINED 1 3,145 HIBERNIA CORP EQUITY 428656102 114 9,300 SH DEFINED 1 9,300 HIBERNIA CORP EQUITY 428656102 6 500 SH DEFINED 2 500 HICKORY TECH CORP EQUITY 429060106 1 42 SH DEFINED 2 42 HIGH PLAINS CORP EQUITY 429701105 71 18,300 SH DEFINED 4 18,300 HIGH SPEED ACCESS CORP EQUITY 42979U102 1 255 SH DEFINED 2 255 HIGHWOOD PPTYS INC EQUITY 431284207 811 1,000 SH DEFINED 2 1,000 HIGHWOODS PPTYS INC EQUITY 431284108 4539 192,148 SH DEFINED 2 192,148 HIGHWOODS PPTYS INC COM EQUITY 431284108 22276 942,900 SH DEFINED 3 812,100 130,800 HILB ROGAL + HAMILTON CO EQUITY 431294107 5 125 SH DEFINED 2 125 HILLENBRAND INDS INC EQUITY 431573104 7 159 SH DEFINED 2 159 HILLENBRAND INDUSTR EQUITY 431573104 161 3,600 SH DEFINED 1 3,600 HILTON HOTELS EQUITY 432848109 118 10,200 SH DEFINED 1 10,200 HILTON HOTELS CORP EQUITY 432848109 76 6,586 SH DEFINED 2 6,586 HISPANIC BROADCASTING EQUITY 43357B104 176 6,300 SH DEFINED 1 6,300 HISPANIC BROADCASTING EQUITY 43357b104 16191 580,848 SH DEFINED 3 564,248 16,600 HISPANIC BROADCASTING EQUITY 43357B104 616 22,100 SH DEFINED 4 22,100 HISPANIC BROADCASTING CORP EQUITY 43357B104 38 1,349 SH DEFINED 2 1,349 HNC SOFTWARE INC EQUITY 40425P107 15 185 SH DEFINED 2 185 HOLDERBK FN GLARUS EQUITY 442048005 48 170 SH DEFINED 2 170 HOLDERBK FN GLARUS EQUITY 442049003 115 110 SH DEFINED 2 110 HOLLINGER INTERNATIONAL INC EQUITY 435569108 4 250 SH DEFINED 2 250 HOLLYWOOD COM INC EQUITY 436137103 1 100 SH DEFINED 2 100 HOLLYWOOD ENTMT CORP EQUITY 436141105 1 200 SH DEFINED 2 200 HOME DEPOT EQUITY 437076102 3481 65,600 SH DEFINED 1 65,600 HOME DEPOT INC EQUITY 437076102 401667 7,569,748 SH DEFINED 2 7,569,748 HOME PPTYS N Y INC EQUITY 437306103 6414 214,700 SH DEFINED 2 214,700 HOME PPTYS N Y INC COM EQUITY 437306103 14480 484,700 SH DEFINED 3 429,600 55,100 HOMESTAKE MINING EQUITY 437614100 37 7,100 SH DEFINED 1 7,100 HOMESTAKE MINING EQUITY 437614100 241 46,400 SH DEFINED 4 46,400 HOMESTAKE MNG CO EQUITY 437614100 12 2,375 SH DEFINED 2 2,375 HOMESTORE COM INC EQUITY 437852106 17434 372,927 SH DEFINED 2 372,927 HON HAI PRECISION EQUITY 43899D998 71 8,000 SH DEFINED 2 8,000

60 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HON HAI PRECISION IND LTD EQUITY 438090102 2608 207,799 SH DEFINED 2 207,799 HON HAI PRECISION IND LTD EQUITY 438090201 961 76,560 SH DEFINED 2 76,560 HON INDS INC EQUITY 438092108 86 3,500 SH DEFINED 1 3,500 HON INDS INC EQUITY 438092108 419 17,030 SH DEFINED 2 17,030 HONEYWELL INTERNATI EQUITY 438516106 823 23,099 SH DEFINED 1 23,099 HONEYWELL INTL INC EQUITY 438516106 13094 367,559 SH DEFINED 2 367,559 HOOPER HOLMES INC EQUITY 439104100 43 4,480 SH DEFINED 2 4,480 HORACE MANN EDUCATO EQUITY 440327104 1166 71,200 SH DEFINED 1 71,200 HORACE MANN EDUCATORS CORP NEW EQUITY 440327104 733 44,745 SH DEFINED 2 44,745 HORIZON OFFSHORE INC EQUITY 44043J105 2822 160,097 SH DEFINED 2 160,097 HORIZON OFFSHORE INC COM EQUITY 44043J105 2820 160,000 SH DEFINED 3 160,000 HORIZON ORGANIC HLDG CORP EQUITY 44043T103 8 1,000 SH DEFINED 2 1,000 HORMEL FOODS CORP EQUITY 440452100 4 210 SH DEFINED 2 210 HOSPITALITY PPTYS TR EQUITY 44106M102 7 280 SH DEFINED 2 280 HOSPITALITY PROPERT EQUITY 44106M102 5685 243,200 SH DEFINED 1 243,200 HOST MARRIOTT CORP EQUITY 44107P104 405 35,967 SH DEFINED 1 35,967 HOST MARRIOTT CORP EQUITY 44107p104 28128 2,500,300 SH DEFINED 3 2,149,400 350,900 HOST MARRIOTT CORP NEW EQUITY 44107P104 6145 546,181 SH DEFINED 2 546,181 HOT TOPIC INC EQUITY 441339108 2 75 SH DEFINED 2 75 HOTEL RESERVATIONS NETWORK INC EQUITY 441451101 1 21 SH DEFINED 2 21 HOTJOBS COM LTD EQUITY 441474103 2 100 SH DEFINED 2 100 HOUGHTON MIFFLIN CO EQUITY 441560109 71 1,800 SH DEFINED 1 1,800 HOUGHTON MIFFLIN CO EQUITY 441560109 204 5,210 SH DEFINED 2 5,210 HOUSEHOLD INTL EQUITY 441815107 766 13,533 SH DEFINED 1 13,533 HOUSEHOLD INTL EQUITY 441815107 2831 50,000 SH DEFINED 3 50,000 HOUSEHOLD INTL INC EQUITY 441815107 183467 3,240,031 SH DEFINED 2 3,240,031 HOUSTON EXPL CO EQUITY 442120101 2105 83,380 SH DEFINED 2 83,380 HRPT PPTYS TR EQUITY 40426W101 1073 153,290 SH DEFINED 2 153,290 HRPT TRUST EQUITY 40426W101 5701 814,400 SH DEFINED 1 814,400 HRPT TRUST EQUITY 40426w101 4453 636,100 SH DEFINED 3 544,900 91,200 HSB GROUP INC EQUITY 40428N109 14443 359,950 SH DEFINED 1 359,950 HSB GROUP INC EQUITY 40428N109 9 228 SH DEFINED 2 228 HUBBELL INC EQUITY 443510201 39 1,575 SH DEFINED 2 1,575 HUBBELL INC. Class EQUITY 443510201 90 3,600 SH DEFINED 1 3,600 HUDSON CITY BANCORP INC EQUITY 443683107 2 129 SH DEFINED 2 129 HUDSON UNITED BANCORP EQUITY 444165104 464 16,800 SH DEFINED 4 16,800 HUDSON UTD BANCORP EQUITY 444165104 9 324 SH DEFINED 2 324

61 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HUGHES SUPPLY INC EQUITY 444482103 112 5,715 SH DEFINED 2 5,715 HUMAN GENOME SCIENCES INC EQUITY 444903108 39559 228,499 SH DEFINED 2 228,499 HUMANA INC EQUITY 444859102 54 5,000 SH DEFINED 1 5,000 HUMANA INC EQUITY 444859102 253 23,500 SH DEFINED 4 23,500 HUMANA INC EQUITY 444859102 38 3,543 SH DEFINED 2 3,543 HUNT (JB) TRANSPRT EQUITY 445658107 26 2,000 SH DEFINED 1 2,000 HUNT J B TRANS SVCS INC EQUITY 445658107 2 130 SH DEFINED 2 130 HUNTINGTON BANCSHAR EQUITY 446150104 108 7,684 SH DEFINED 1 7,684 HUNTINGTON BANCSHARES INC EQUITY 446150104 56 3,845 SH DEFINED 2 3,845 HUNTSMAN PACKAGING CORP EQUITY 447013111 100 SH DEFINED 2 100 HURRIYET GAZETE EQUITY 444527907 561 59,218,550 SH DEFINED 2 59,218,550 HUSKY ENERGY INC EQUITY 448055103 78 8,381 SH DEFINED 2 8,381 HUTCHINSON TECHNOLOGY INC EQUITY 448407106 4 195 SH DEFINED 2 195 HYPERCOM CORP EQUITY 44913M105 1 100 SH DEFINED 2 100 HYPERION SOLUTIONS CORP EQUITY 44914M104 5 200 SH DEFINED 2 200 HYSEQ INC EQUITY 449163302 9 247 SH DEFINED 2 247 I MANY INC EQUITY 44973Q103 7776 390,000 SH DEFINED 2 390,000 I STAT CORP EQUITY 450312103 2 73 SH DEFINED 2 73 I2 TECHNOLOGIES INC EQUITY 465754109 50359 267,735 SH DEFINED 2 267,735 IBASIS INC EQUITY 450732102 1 80 SH DEFINED 2 80 IBEAM BROADCASTING CORP EQUITY 45073P101 1 95 SH DEFINED 2 95 IBIS TECHNOLOGY CORP EQUITY 450909106 1 39 SH DEFINED 2 39 IBP INC EQUITY 449223106 118 6,469 SH DEFINED 2 6,469 IBP INC. EQUITY 449223106 112 6,100 SH DEFINED 1 6,100 ICG COMMUNICATIONS INC EQUITY 449246107 275 SH DEFINED 2 275 ICICI BK LTD EQUITY 45104G104 270 36,600 SH DEFINED 2 36,600 ICICI LTD EQUITY 44926P202 176 16,000 SH DEFINED 1 16,000 ICICI LTD EQUITY 44926P202 337 30,608 SH DEFINED 2 30,608 ICN PHARMACEUTICALS EQUITY 448924100 153 4,600 SH DEFINED 1 4,600 ICOS CORP EQUITY 449295104 87 1,615 SH DEFINED 2 1,615 IDACORP INC EQUITY 451107106 97 2,100 SH DEFINED 1 2,100 IDACORP INC EQUITY 451107106 10 210 SH DEFINED 2 210 IDEC PHARMACEUTICAL EQUITY 449370105 456 2,600 SH DEFINED 1 2,600 IDEC PHARMACEUTICALS CORP EQUITY 449370105 2478 14,131 SH DEFINED 2 14,131 IDENTIX INC EQUITY 451906101 8 650 SH DEFINED 2 650 IDEX CORP EQUITY 45167R104 22 781 SH DEFINED 2 781 IDEXX LABS INC EQUITY 45168D104 7 267 SH DEFINED 2 267

62 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ IDX SYS CORP EQUITY 449491109 2 100 SH DEFINED 2 100 IFS INTERNATIONAL INC EQUITY 449515139 17 48,000 SH DEFINED 4 48,000 IGATE CAP CORP EQUITY 45169U105 12 2,308 SH DEFINED 2 2,308 IGEN INTL EQUITY 449536101 2 100 SH DEFINED 2 100 IGO CORP EQUITY 449592104 4 1,500 SH DEFINED 2 1,500 IHOP CORP NEW EQUITY 449623107 2 110 SH DEFINED 2 110 II VI INC EQUITY 902104108 2 94 SH DEFINED 2 94 IKON OFFICE SOLUTIONS INC EQUITY 451713101 2602 660,822 SH DEFINED 2 660,822 ILEX ONCOLOGY INC EQUITY 451923106 1905 63,247 SH DEFINED 2 63,247 ILEX ONCOLOGY INC COM EQUITY 451923106 7176 238,200 SH DEFINED 3 238,200 ILLINOIS TOOL WKS INC EQUITY 452308109 14377 257,313 SH DEFINED 2 257,313 ILLINOIS TOOL WORKS EQUITY 452308109 486 8,700 SH DEFINED 1 8,700 ILLUMINA INC EQUITY 452327109 3144 69,300 SH DEFINED 2 69,300 ILLUMINET HLDGS INC COM EQUITY 452334105 2081 75,000 SH DEFINED 3 75,000 ILLUMINET HOLDINGS INC EQUITY 452334105 2084 75,115 SH DEFINED 2 75,115 IMAGEX.COM INC EQUITY 45244D102 3,240 791,393 SH DEFINED 1 791,393 I-MANY INC COM EQUITY 44973Q103 7776 390,000 SH DEFINED 3 390,000 IMATION CORP EQUITY 45245A107 4 240 SH DEFINED 2 240 IMATION CORPORATION EQUITY 45245A107 37 2,000 SH DEFINED 1 2,000 IMATRON INC EQUITY 452906100 1 372 SH DEFINED 2 372 IMAX CORP EQUITY 45245E109 124 7,300 SH DEFINED 2 7,300 IMC GLOBAL INC EQUITY 449669100 165 11,400 SH DEFINED 4 11,400 IMC GLOBAL INC EQUITY 449669100 226 15,600 SH DEFINED 2 15,600 IMC GLOBAL INC. EQUITY 449669100 96 6,600 SH DEFINED 1 6,600 IMCLONE SYS INC EQUITY 45245W109 26 226 SH DEFINED 2 226 IMMERSION CORP EQUITY 452521107 2 97 SH DEFINED 2 97 IMMUNE RESPONSE CORP DEL EQUITY 45252T106 1 199 SH DEFINED 2 199 IMMUNEX CORP NEW EQUITY 452528102 47530 1,092,641 SH DEFINED 2 1,092,641 IMMUNOGEN INC EQUITY 45253H101 8 239 SH DEFINED 2 239 IMMUNOMEDICS INC EQUITY 452907108 4 184 SH DEFINED 2 184 IMPATH INC EQUITY 45255G101 6 91 SH DEFINED 2 91 IMPCO TECHNOLOGIES INC EQUITY 45255W106 2 60 SH DEFINED 2 60 IMPERIAL BANCORP EQUITY 452556103 6 299 SH DEFINED 2 299 IMPERIAL OIL LTD EQUITY 453038960 1239 47,900 SH DEFINED 2 47,900 IMPSAT CORP EQUITY 45321T103 1 57 SH DEFINED 2 57 IMRGLOBAL CORP EQUITY 45321W106 1 100 SH DEFINED 2 100 IMS HEALTH INC EQUITY 449934108 34726 1,673,534 SH DEFINED 2 1,673,534

63 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ IMS HEALTH INC. EQUITY 449934108 195 9,400 SH DEFINED 1 9,400 INAMED CORP EQUITY 453235103 157 5,570 SH DEFINED 2 5,570 INCO LTD EQUITY 453258402 87 5,400 SH DEFINED 1 5,400 INCO LTD EQUITY 453258402 21 1,291 SH DEFINED 2 1,291 INCYTE GENOMICS INC EQUITY 45337C102 152 3,700 SH DEFINED 1 3,700 INCYTE GENOMICS INC EQUITY 45337C102 1201 29,214 SH DEFINED 2 29,214 INDEPENDENCE CMNTY BK CORP EQUITY 453414104 6 435 SH DEFINED 2 435 INDEPENDENT ENERGY HLDGS PLC EQUITY 45384X108 13 1,700 SH DEFINED 2 1,700 INDUS INTL INC EQUITY 45578L100 100 SH DEFINED 2 100 INDYMAC BANCORP INC EQUITY 456607100 2068 100,556 SH DEFINED 2 100,556 INET TECHNOLOGIES INC EQUITY 45662V105 1 47 SH DEFINED 2 47 INFINITY BROADCASTING CORP NEW EQUITY 45662S102 25875 784,082 SH DEFINED 2 784,082 INFOCUS CORP EQUITY 45665B106 117 2,200 SH DEFINED 1 2,200 INFOCUS CORP EQUITY 45665B106 54 1,028 SH DEFINED 2 1,028 INFONET SVCS CORP EQUITY 45666T106 3 271 SH DEFINED 2 271 INFORMATICA CORP EQUITY 45666Q102 923 9,902 SH DEFINED 2 9,902 INFORMATION ARCHITECTS CORP EQUITY 45669R107 1 178 SH DEFINED 2 178 INFORMATION HLDGS INC EQUITY 456727106 1 42 SH DEFINED 2 42 INFORMIX CORP EQUITY 456779107 67 16,300 SH DEFINED 1 16,300 INFORMIX CORP EQUITY 456779107 3 796 SH DEFINED 2 796 INFOSPACE INC EQUITY 45678T102 42 1,398 SH DEFINED 2 1,398 INFOSYS TECHNOLOGIES LTD EQUITY 456788108 779 5,900 SH DEFINED 2 5,900 INFOUSA INC NEW EQUITY 456818301 1 112 SH DEFINED 2 112 ING GROEP N V EQUITY 456837103 2523 38,303 SH DEFINED 2 38,303 INGERSOLL RAND CO EQUITY 456866102 8162 240,950 SH DEFINED 2 240,950 INGERSOLL-RAND EQUITY 456866102 163 4,800 SH DEFINED 1 4,800 INGLES MKTS INC EQUITY 457030104 1 100 SH DEFINED 2 100 INGRAM MICRO INC EQUITY 457153104 73 5,308 SH DEFINED 2 5,308 INHALE THERAPEUTIC SYS EQUITY 457191104 1044 18,525 SH DEFINED 2 18,525 INHALE THERAPEUTIC SYS INC CORPBOND 457191AD6 17411 11,020,000 PRN DEFINED 4 11,020,000 INHALE THERAPEUTIC SYS INC CORPBOND 457191AF1 25642 16,230,000 PRN DEFINED 4 16,230,000 INKTOMI CORP EQUITY 457277101 22282 195,458 SH DEFINED 2 195,458 INNKEEPERS USA TR EQUITY 4576J0104 504 49,200 SH DEFINED 2 49,200 INNKEEPERS USA TR COM EQUITY 4576J0104 3246 316,700 SH DEFINED 3 287,600 29,100 INNOVATIVE SOLTNS&SUPP COM EQUITY 45769N105 1712 100,000 SH DEFINED 3 100,000 INNOVATIVE SOLUTIONS + SUPPORT EQUITY 45769N105 1713 100,000 SH DEFINED 2 100,000 INNOVEDA INC EQUITY 45769F102 136 37,400 SH DEFINED 4 37,400

64 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INNOVEX INC EQUITY 457647105 63 4,600 SH DEFINED 2 4,600 INPRISE CORP EQUITY 45766C102 2 379 SH DEFINED 2 379 INPUT/OUTPUT INC EQUITY 457652105 3 297 SH DEFINED 2 297 INRANGE TECHNOLOGIES CORP EQUITY 45769V206 67 1,260 SH DEFINED 2 1,260 INSIGHT COMMUNICATIONS INC EQUITY 45768V108 4 271 SH DEFINED 2 271 INSIGHT ENTERPRISES INC EQUITY 45765U103 56 2,056 SH DEFINED 2 2,056 INSIGNIA FINL GROUP INC NEW EQUITY 45767A105 1 100 SH DEFINED 2 100 INSITUFORM TECHNOLOGIES INC EQUITY 457667103 202 6,013 SH DEFINED 2 6,013 INSURANCE AUTO AUCT EQUITY 457875102 1619 100,000 SH DEFINED 1 100,000 INSURANCE AUTO AUCTIONS INC EQUITY 457875102 1 90 SH DEFINED 2 90 INSWEB CORPORATION EQUITY 45809K103 114 55,165 SH DEFINED 1 55,165 INTEGRA BK CORP EQUITY 45814P105 2 105 SH DEFINED 2 105 INTEGRATED CIRCUIT SYS INC EQUITY 45811K208 1 54 SH DEFINED 2 54 INTEGRATED DEVICE T EQUITY 458118106 543 6,000 SH DEFINED 1 6,000 INTEGRATED DEVICE TECHNOLOGY EQUITY 458118106 10189 112,583 SH DEFINED 2 112,583 INTEGRATED SILIC SOLTN COM EQUITY 45812P107 13989 986,000 SH DEFINED 3 972,840 13,160 INTEGRATED SILICON SOLUTION EQUITY 45812P107 6214 438,003 SH DEFINED 2 438,003 INTEL CORP EQUITY 458140100 33508 806,200 SH DEFINED 1 806,200 INTEL CORP EQUITY 458140100 269623 6,487,181 SH DEFINED 2 6,487,181 INTELIDATA TECHNOLOGIES CORP EQUITY 45814T107 1 261 SH DEFINED 2 261 INTER TEL INC EQUITY 458372109 2 180 SH DEFINED 2 180 INTERACT COMM CORP EQUITY 45839Y107 1 66 SH DEFINED 2 66 INTERACTIVE INTELLIGENCE INC EQUITY 45839M103 1 38 SH DEFINED 2 38 INTERDIGITAL COMM CORP EQUITY 45866A105 5 333 SH DEFINED 2 333 INTERFACE INC EQUITY 458665106 2 254 SH DEFINED 2 254 INTERGRAPH CORP EQUITY 458683109 2 284 SH DEFINED 2 284 INTERGRATED ELECTRICAL SVCS EQUITY 45811E103 1 212 SH DEFINED 2 212 INTERLIANT INC EQUITY 458742103 430 53,737 SH DEFINED 2 53,737 INTERLINK ELECTRS EQUITY 458751104 1 48 SH DEFINED 2 48 INTERLOGIX INC EQUITY 458763109 6 482 SH DEFINED 2 482 INTERMEDIA COMMUNICATIONS INC EQUITY 458801107 10 323 SH DEFINED 2 323 INTERMUNE PHARMACEUTICALS INC EQUITY 45885B100 2 32 SH DEFINED 2 32 INTERNAP NETWORK SVCS CORP EQUITY 45885A102 1748 54,108 SH DEFINED 2 54,108 INTERNATIONAL BANCSHARES CORP EQUITY 459044103 3 106 SH DEFINED 2 106 INTERNATIONAL BUSIN EQUITY 459200101 28072 249,525 SH DEFINED 1 249,525 INTERNATIONAL BUSINESS MACHS EQUITY 459200101 166995 1,484,393 SH DEFINED 2 1,484,393

65 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL FIBERCOM INC EQUITY 45950T101 2 156 SH DEFINED 2 156 INTERNATIONAL FLAVORS & FRAGRANCES EQUITY 459506101 3597 197,100 SH DEFINED 1 197,100 INTERNATIONAL FLAVORS & FRAGRANCES EQUITY 459506101 245 13,400 SH DEFINED 4 13,400 INTERNATIONAL FLAVOURS EQUITY 459506101 5654 309,788 SH DEFINED 2 309,788 INTERNATIONAL GAME EQUITY 459902102 141 4,200 SH DEFINED 1 4,200 INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 15 449 SH DEFINED 2 449 INTERNATIONAL MULTI EQUITY 460043102 17 1,000 SH DEFINED 1 1,000 INTERNATIONAL MULTIFOODS CORP EQUITY 460043102 2 100 SH DEFINED 2 100 INTERNATIONAL PAPER EQUITY 460146103 409 14,241 SH DEFINED 1 14,241 INTERNATIONAL PAPER CAP TR EQUITY 460137300 250 6,500 SH DEFINED 2 6,500 INTERNATIONAL PAPER CO EQUITY 460146103 6496 226,431 SH DEFINED 2 226,431 INTERNATIONAL RECTIFIER CORP EQUITY 460254105 21429 423,809 SH DEFINED 2 423,809 INTERNATIONAL SPECIALTY PRODS EQUITY 460337108 1 100 SH DEFINED 2 100 INTERNATIONAL SPEEDWAY CORP EQUITY 460335201 6 148 SH DEFINED 2 148 INTERNATIONAL WIRELESS COMN EQUITY 46058G504 42 423,015 SH DEFINED 2 423,015 INTERNET CAP GROUP INC EQUITY 46059C106 239 13,712 SH DEFINED 2 13,712 INTERNET COM CORP EQUITY 460967102 2 56 SH DEFINED 2 56 INTERNET PICTURES CORP EQUITY 46059S101 2 349 SH DEFINED 2 349 INTERNET SEC SYS INC EQUITY 46060X107 24952 332,134 SH DEFINED 2 332,134 INTERNET SEC SYS INC COM EQUITY 46060X107 49485 658,700 SH DEFINED 3 629,300 29,400 INTERPOOL INC EQUITY 46062R108 1 100 SH DEFINED 2 100 INTERPUBLIC GROUP C EQUITY 460690100 290 8,500 SH DEFINED 1 8,500 INTERPUBLIC GROUP C CORPBOND 460690AF7 18363 18,525,000 PRN DEFINED 4 18,525,000 INTERPUBLIC GROUP COS INC EQUITY 460690100 5255 154,261 SH DEFINED 2 154,261 INTERSIL HLDG CORP EQUITY 46069S109 1684 33,761 SH DEFINED 2 33,761 INTERSTATE BAKERIES EQUITY 46072H108 56 3,800 SH DEFINED 1 3,800 INTERSTATE BAKERIES CORP EQUITY 46072H108 3 191 SH DEFINED 2 191 INTERSTATE HOTELS C EQUITY 46088R108 32 15,058 SH DEFINED 1 15,058 INTERSTATE HOTRLS MGMT INC EQUITY 46088R108 10 SH DEFINED 2 10 INTERTAN INC EQUITY 461120107 570 39,500 SH DEFINED 4 39,500 INTERTAN INC EQUITY 461120107 4944 342,450 SH DEFINED 3 342,450 INTERTAN INC EQUITY 461120107 4012 277,876 SH DEFINED 2 277,876 INTERTRUST TECHNOLOGIES CORP EQUITY 46113Q109 4 367 SH DEFINED 2 367 INTERVOICE INC EQUITY 461142101 2 194 SH DEFINED 2 194 INTERWORLD CORP EQUITY 46114Q108 124 SH DEFINED 2 124 INTERWOVEN INC EQUITY 46114T102 12462 110,225 SH DEFINED 2 110,225 INTEST CORP EQUITY 461147100 102 10,500 SH DEFINED 4 10,500 INTIMATE BRANDS INC EQUITY 461156101 148 7,946 SH DEFINED 2 7,946

66 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTL RECTIFIER CORP EQUITY 460254105 182 3,600 SH DEFINED 1 3,600 INTL SPEEDWAY CORP EQUITY 460335201 121 3,100 SH DEFINED 1 3,100 INTRABIOTICS PHARMACEUTICALS EQUITY 46116T100 1853 114,055 SH DEFINED 2 114,055 INTRANET SOLUTIONS INC EQUITY 460939309 6 111 SH DEFINED 2 111 INTRAWARE INC EQUITY 46118M103 1 108 SH DEFINED 2 108 INTRUSION CM INC EQUITY 46121E106 1 100 SH DEFINED 2 100 INTUIT EQUITY 461202103 58037 1,018,200 SH DEFINED 2 1,018,200 INTUIT INCORPORATIO EQUITY 461202103 667 11,700 SH DEFINED 1 11,700 INVACARE CORP EQUITY 461203101 305 9,500 SH DEFINED 2 9,500 INVESTMENT TECHNOLO EQUITY 46145F105 72 1,800 SH DEFINED 1 1,800 INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 3590 89,891 SH DEFINED 2 89,891 INVESTORS FINL SERVICES CORP EQUITY 461915100 76 1,211 SH DEFINED 2 1,211 INVITROGEN CORP EQUITY 46185R100 16712 234,967 SH DEFINED 2 234,967 INVITROGEN CORP COM EQUITY 46185r100 60485 850,400 SH DEFINED 3 832,500 17,900 IOMEGA CORP EQUITY 462030107 9 1,893 SH DEFINED 2 1,893 IONA TECHNOLOGIES PLC EQUITY 46206P109 11620 167,200 SH DEFINED 2 167,200 IONA TECHNOLOGIES PLC SPONSORE EQUITY 46206P109 29273 421,200 SH DEFINED 3 413,600 7,600 IONICS INC EQUITY 462218108 1366 64,100 SH DEFINED 2 64,100 IPALCO ENTERPRISES EQUITY 462613100 114 5,000 SH DEFINED 1 5,000 IPALCO ENTERPRISES INC EQUITY 462613100 124 5,400 SH DEFINED 2 5,400 IPC HOLDINGS LTD EQUITY G4933P101 370 20,000 SH DEFINED 2 20,000 IPC HOLDINGS LTDS EQUITY G4933P101 112850 6,100,000 SH DEFINED 1 6,100,000 IRON MOUNTAIN INC EQUITY 462846106 1,850 50,000 SH DEFINED 1 50,000 IRON MOUNTAIN INC EQUITY 462846106 72261 1,953,000 SH DEFINED 3 1,886,950 66,050 IRON MTN INC PA EQUITY 462846106 48510 1,311,072 SH DEFINED 2 1,311,072 IRT PPTY CO EQUITY 450058102 133 15,200 SH DEFINED 2 15,200 IRWIN FINL CORP EQUITY 464119106 2 100 SH DEFINED 2 100 ISIS PHARMACEUTICALS EQUITY 464330109 3 265 SH DEFINED 2 265 ISLE CAPRI CASINOS INC EQUITY 464592104 3 187 SH DEFINED 2 187 ISPAT INTL N V EQUITY 464899103 9 1,800 SH DEFINED 2 1,800 ISTAR FINL INC EQUITY 45031U101 5 240 SH DEFINED 2 240 ITC DELTACOM EQUITY 45031T104 4 387 SH DEFINED 2 387 ITRON INC CORPBOND 465741AC0 645 1,612,000 PRN DEFINED 4 1,612,000 ITRON INC CORPBOND 465741AD8 578 826,000 PRN DEFINED 4 826,000 ITT EDL SVCS INC EQUITY 45068B109 2323 85,640 SH DEFINED 2 85,640 ITT INDS INC EQUITY 450911102 509 15,691 SH DEFINED 2 15,691 ITT INDUSTRIES EQUITY 450911102 91 2,800 SH DEFINED 1 2,800

67 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ITXC CORP EQUITY 45069F109 411 28,088 SH DEFINED 2 28,088 IVAX CORP EQUITY 465823102 416 9,050 SH DEFINED 1 9,050 IVAX CORP EQUITY 465823102 2994 65,088 SH DEFINED 2 65,088 IVEX PACKAGING CORP DEL EQUITY 465855104 1 76 SH DEFINED 2 76 IVILLAGE INC EQUITY 46588H105 320 82,584 SH DEFINED 2 82,584 IXL ENTERPRISES INC EQUITY 450718101 1751 400,294 SH DEFINED 2 400,294 IXYS CORP DEL EQUITY 46600W106 1 46 SH DEFINED 2 46 J.C. PENNEY & CO. EQUITY 708160106 99 8,400 SH DEFINED 1 8,400 JABIL CIRCUIT INC EQUITY 466313103 624 11,000 SH DEFINED 1 11,000 JABIL CIRCUIT INC EQUITY 466313103 2385 42,033 SH DEFINED 2 42,033 JACK IN THE BOX INC EQUITY 466367109 5 213 SH DEFINED 2 213 JACOBS ENGR GROUP I EQUITY 469814107 60 1,500 SH DEFINED 1 1,500 JACOBS ENGR GROUP INC EQUITY 469814107 5 115 SH DEFINED 2 115 JACOR COMMUNICATIONS INC EQUITY 469858138 2813 368,977 SH DEFINED 4 368,977 JAKKS PAC INC EQUITY 47012E106 1 75 SH DEFINED 2 75 JDA SOFTWARE GROUP INC EQUITY 46612K108 213 16,715 SH DEFINED 2 16,715 JDN RLTY CORP EQUITY 465917102 94 8,300 SH DEFINED 2 8,300 JDS UNIPHASE CORP EQUITY 46612J101 7864 83,050 SH DEFINED 1 83,050 JDS UNIPHASE CORP EQUITY 46612J101 158001 1,668,653 SH DEFINED 2 1,668,653 JEFFERSON PILOT EQUITY 475070108 210 3,100 SH DEFINED 1 3,100 JEFFERSON PILOT CORP EQUITY 475070108 470 6,924 SH DEFINED 2 6,924 JEFFRIES GROUP INC NEW EQUITY 472319102 4 140 SH DEFINED 2 140 JEFFRIES GROUP INC NEW EQUITY 472319102 390 14,500 SH DEFINED 4 14,500 JLG INDS INC EQUITY 466210101 155 12,690 SH DEFINED 2 12,690 JNI CORP EQUITY 46622G105 7203 80,933 SH DEFINED 2 80,933 JOHN HANCOCK FINANC EQUITY 41014S106 2284 85,000 SH DEFINED 1 85,000 JOHN NUVEEN CO EQUITY 478035108 1 16 SH DEFINED 2 16 JOHNS MANVILLE CORP EQUITY 478129109 1 100 SH DEFINED 2 100 JOHNSON & JOHNSON EQUITY 478160104 18346 195,301 SH DEFINED 1 195,301 JOHNSON + JOHNSON EQUITY 478160104 47562 506,311 SH DEFINED 2 506,311 JOHNSON CONTROLS IN EQUITY 478366107 133 2,500 SH DEFINED 1 2,500 JOHNSON CTLS INC EQUITY 478366107 1006 18,906 SH DEFINED 2 18,906 JONES APPAREL GROUP EQUITY 480074103 182 6,852 SH DEFINED 1 6,852 JONES APPAREL GROUP INC EQUITY 480074103 3645 137,538 SH DEFINED 2 137,538 JONES LANG LASALLE INC EQUITY 48020Q107 13 1,000 SH DEFINED 2 1,000 JOURNAL REGISTER CO EQUITY 481138105 5 300 SH DEFINED 2 300 JP RLTY INC EQUITY 46624A106 17 SH DEFINED 2 17

68 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ JUNIPER NETWORKS INC EQUITY 48203R104 129885 593,250 SH DEFINED 2 593,250 JUNO ONLINE SVCS INC EQUITY 482048105 1 143 SH DEFINED 2 143 JUPITER MEDIA METRIX INC EQUITY 48206U104 12 735 SH DEFINED 2 735 JUST FOR FEET INC EQUITY 48213P106 300 SH DEFINED 2 300 K MART EQUITY 482584109 88 14,700 SH DEFINED 1 14,700 K MART CORP EQUITY 482584109 777 129,549 SH DEFINED 2 129,549 K N ENERGY INC EQUITY 482620507 2028 36,700 SH DEFINED 2 36,700 K V PHARMACEUTICAL CO EQUITY 482740107 3 94 SH DEFINED 2 94 K V PHARMACEUTICAL COMPANY EQUITY 482740206 18 500 SH DEFINED 2 500 KAMAN CORP EQUITY 483548103 3 200 SH DEFINED 2 200 KANA COMMUNICATIONS INC EQUITY 483600102 13 579 SH DEFINED 2 579 KANSAS CITY LIFE INS CO EQUITY 484836101 14 SH DEFINED 2 14 KANSAS CITY PWR & L EQUITY 485134100 96 3,600 SH DEFINED 1 3,600 KANSAS CITY PWR + LT CO EQUITY 485134100 9 347 SH DEFINED 2 347 KANSAS CITY SOUTHN INDS INC EQUITY 485170302 247 28,410 SH DEFINED 2 28,410 KAOLA CORP EQUITY 499866101 233 14,500 SH DEFINED 4 14,500 KAUFMAN & BROAD HOM EQUITY 486168107 32 1,200 SH DEFINED 1 1,200 KAUFMAN + BROAD HOME CORP EQUITY 486168107 118 4,398 SH DEFINED 2 4,398 KAYDON CORP EQUITY 486587108 248 10,784 SH DEFINED 2 10,784 KAYDON CORP. EQUITY 486587108 39 1,700 SH DEFINED 1 1,700 KEANE INC EQUITY 486665102 71 4,100 SH DEFINED 1 4,100 KEANE INC EQUITY 486665102 465 26,746 SH DEFINED 2 26,746 KEEBLER FOODS CO EQUITY 487256109 1834 43,656 SH DEFINED 2 43,656 KEITHLEY INSTRS INC EQUITY 487584104 4 59 SH DEFINED 2 59 KELLOGG EQUITY 487836108 293 12,100 SH DEFINED 1 12,100 KELLOGG CO EQUITY 487836108 240 9,908 SH DEFINED 2 9,908 KELLWOOD CO EQUITY 488044108 126 6,928 SH DEFINED 2 6,928 KELLY SERVICES CI'A EQUITY 488152208 47 2,000 SH DEFINED 1 2,000 KELLY SVCS INC EQUITY 488152208 2 100 SH DEFINED 2 100 KEMET CORP EQUITY 488360108 378 13,700 SH DEFINED 4 13,700 KEMET CORP EQUITY 488360108 131 4,728 SH DEFINED 2 4,728 KENDLE INTL INC EQUITY 48880L107 8 1,000 SH DEFINED 2 1,000 KENNAMETAL INC EQUITY 489170100 44 1,700 SH DEFINED 1 1,700 KENNAMETAL INC EQUITY 489170100 4 156 SH DEFINED 2 156 KENSEY NASH CORP EQUITY 490057106 26 2,000 SH DEFINED 2 2,000 KENT ELECTRS CORP EQUITY 490553104 4 185 SH DEFINED 2 185 KERR MCGEE CORP EQUITY 492386107 188 2,832 SH DEFINED 1 2,832

69 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ KERR MCGEE CORP EQUITY 492386107 39459 595,607 SH DEFINED 2 595,607 KERR MCGEE CORP EQUITY 492386305 2909 53,400 SH DEFINED 2 53,400 KEY ENERGY SVCS INC EQUITY 492914106 646 65,800 SH DEFINED 4 65,800 KEY ENERGY SVCS INC EQUITY 492914106 513 52,313 SH DEFINED 2 52,313 KEY ENERGY SVCS INC EQUITY 492914122 323 5,000 SH DEFINED 2 5,000 KEY3MEDIA GROUP INC EQUITY 49326R104 2 169 SH DEFINED 2 169 KEYCORP EQUITY 493267108 319 12,600 SH DEFINED 1 12,600 KEYCORP NEW EQUITY 493267108 5315 209,979 SH DEFINED 2 209,979 KEYNOTE SYS INC EQUITY 493308100 3 114 SH DEFINED 2 114 KEYSPAN CORP EQUITY 49337W100 2044 50,946 SH DEFINED 2 50,946 KEYSPAN CORPORTATIO EQUITY 49337W100 152 3,800 SH DEFINED 1 3,800 KEYSTONE FINANCIAL EQUITY 493482103 61 2,800 SH DEFINED 1 2,800 KEYSTONE FINL INC EQUITY 493482103 7 303 SH DEFINED 2 303 KFORCE COM INC EQUITY 493732101 102 29,187 SH DEFINED 2 29,187 KILROY RLTY CORP EQUITY 49427F108 3030 113,525 SH DEFINED 2 113,525 KILROY RLTY CORP COM EQUITY 49427F108 11628 435,700 SH DEFINED 3 388,900 46,800 KIMBALL INTL INC EQUITY 494274103 3 152 SH DEFINED 2 152 KIMBERLY CLARK CORP EQUITY 494368103 32231 577,492 SH DEFINED 2 577,492 KIMBERLY-CLARK CORP EQUITY 494368103 31184 558,730 SH DEFINED 1 558,730 KIMCO REALTY EQUITY 49446R109 20110 475,975 SH DEFINED 1 475,975 KIMCO REALTY EQUITY 49446R109 38224 904,700 SH DEFINED 3 778,000 126,700 KIMCO RLTY CORP EQUITY 49446R109 9471 224,175 SH DEFINED 2 224,175 KINDER MORGAN ENERG EQUITY 494550106 1852 39,100 SH DEFINED 1 39,100 KINDER MORGAN INC EQUITY 49455P101 270 6,600 SH DEFINED 1 6,600 KINDER MORGAN INC EQUITY 49455P101 20579 502,700 SH DEFINED 3 436,100 66,600 KINDER MORGAN INC KANS EQUITY 49455P101 4165 101,737 SH DEFINED 2 101,737 KING PHARMACEUTICALS COM EQUITY 495582108 87856 2,627,470 SH DEFINED 3 2,522,698 104,772 KING PHARMACEUTICALS INC EQUITY 495582108 23086 690,426 SH DEFINED 2 690,426 KIRBY CORP EQUITY 497266106 1237 63,013 SH DEFINED 2 63,013 KIRBY CORP COM EQUITY 497266106 1962 100,000 SH DEFINED 3 100,000 KLA TENCOR CORP EQUITY 482480100 4733 114,908 SH DEFINED 2 114,908 KLA-TENCOR CORP EQUITY 482480100 220 5,350 SH DEFINED 1 5,350 KMART FING I EQUITY 498778208 262 8,505 SH DEFINED 2 8,505 KMART FING I EQUITY 498778208 871 28,100 SH DEFINED 4 28,100 KMC TELECOM HOLDINGS INC EQUITY 482562121 22 8,700 SH DEFINED 2 8,700 KNIGHT RIDDER INC EQUITY 499040103 1788 35,182 SH DEFINED 2 35,182 KNIGHT RIDDER INC. EQUITY 499040103 117 2,300 SH DEFINED 1 2,300

70 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ KNIGHT TRADING GROUP COM EQUITY 499063105 3294 91,500 SH DEFINED 3 86,800 4,700 KNIGHT TRADING GROUP INC EQUITY 499063105 383 10,627 SH DEFINED 2 10,627 KNIGHT TRANSN INC EQUITY 499064103 171 11,000 SH DEFINED 2 11,000 KNIGHTBRIDGE TANKER EQUITY G5299G106 6287 287,400 SH DEFINED 1 287,400 KNIGHTSBRIDGE TANKERS LTD EQUITY G5299G106 94 4,300 SH DEFINED 2 4,300 KNOLOGY INC EQUITY 499183119 30 12,000 SH DEFINED 2 12,000 KOALA CORP EQUITY 499866101 482 30,000 SH DEFINED 2 30,000 KOGER EQUITY INC EQUITY 500228101 536 31,500 SH DEFINED 2 31,500 KOGER EQUITY INC COM EQUITY 500228101 204 12,000 SH DEFINED 3 12,000 KOHLS CORP EQUITY 500255104 56447 978,491 SH DEFINED 2 978,491 KOHLS CORPORATION EQUITY 500255104 548 9,500 SH DEFINED 1 9,500 KONNKLIJKE PHILIPS ELECTRS N V EQUITY 500472303 46612 1,096,755 SH DEFINED 2 1,096,755 KOPIN CORP EQUITY 500600101 9 484 SH DEFINED 2 484 KOREA ELEC PWR CORP EQUITY 500631106 115 8,800 SH DEFINED 2 8,800 Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH DEFINED 1 59,500 KOREA TELECOM EQUITY 50063P103 4923 146,420 SH DEFINED 2 146,420 KORN / FERRY INTL EQUITY 500643200 8 218 SH DEFINED 2 218 KOS PHARMACEUTICALSINC EQUITY 500648100 12 600 SH DEFINED 2 600 KRISPY KREME DOUGHNUTS INC EQUITY 501014104 2 29 SH DEFINED 2 29 KROGER CO EQUITY 501044101 27002 1,196,754 SH DEFINED 2 1,196,754 KROGER CO. EQUITY 501044101 3859 171,050 SH DEFINED 1 171,050 KROLL-O'GARA COMPAN EQUITY 501050108 23829 1,444,212 SH DEFINED 1 1,444,212 KRONOS INC EQUITY 501052104 47 1,555 SH DEFINED 2 1,555 KULICKE + SOFFA INDS INC EQUITY 501242101 1799 135,139 SH DEFINED 2 135,139 L 3 COMMUNICATIONS HLDG CORP EQUITY 502424104 10686 189,131 SH DEFINED 2 189,131 L-3 COMMUNICATIONS EQUITY 502424104 107 1,900 SH DEFINED 1 1,900 L-3 COMMUNICATIONS EQUITY 502424104 44420 786,200 SH DEFINED 3 766,900 19,300 LA Z BOY INC EQUITY 505336107 282 19,343 SH DEFINED 2 19,343 LABOR READY INC EQUITY 505401208 7 1,584 SH DEFINED 2 1,584 LABORATORY AMER HLDGS COM NEW EQUITY 50540R409 4443 37,100 SH DEFINED 3 30,000 7,100 LABORATORY CORP AMER HLDGS EQUITY 50540R409 10672 89,121 SH DEFINED 2 89,121 LABRANCHE + CO INC EQUITY 505447102 9 283 SH DEFINED 2 283 LACLEDE GAS CO EQUITY 505588103 4 200 SH DEFINED 2 200 LADISH INC EQUITY 505754200 307 23,400 SH DEFINED 4 23,400 LAFARGE CORP EQUITY 505862102 2 100 SH DEFINED 2 100 LAM RESH CORP EQUITY 512807108 2463 117,635 SH DEFINED 2 117,635 LAMAR ADVERTISING CO EQUITY 512815101 1860 49,117 SH DEFINED 2 49,117

71 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LAMAR ADVERTISING CO CL A EQUITY 512815101 265 7,000 SH DEFINED 3 7,000 LAMAR CORP CV CORPBOND 512815af8 2614 2,624,000 PRN DEFINED 3 2,160,000 464,000 LANCASTER COLONY CO EQUITY 513847103 55 2,250 SH DEFINED 1 2,250 LANCASTER COLONY CORP EQUITY 513847103 4 179 SH DEFINED 2 179 LANCE INC EQUITY 514606102 16 1,600 SH DEFINED 1 1,600 LANCE INC EQUITY 514606102 732 75,271 SH DEFINED 2 75,271 LANDAMERICA FINL GROUP INC EQUITY 514936103 2 54 SH DEFINED 2 54 LANDRYS SEAFOOD REST INC EQUITY 51508L103 2 265 SH DEFINED 2 265 LANDS END INC EQUITY 515086106 36 1,700 SH DEFINED 1 1,700 LANDS END INC EQUITY 515086106 87 4,163 SH DEFINED 2 4,163 LANDSTAR SYS INC EQUITY 515098101 3 63 SH DEFINED 2 63 LANIER WORLDWIDE INC EQUITY 51589L105 66 70,000 SH DEFINED 2 70,000 LANTE CORP EQUITY 516540101 1 100 SH DEFINED 2 100 LARGE SCALE BIOLOGY CORP EQUITY 517053104 2293 70,000 SH DEFINED 2 70,000 LARGE SCALE BIOLOGY CP COM EQUITY 517053104 1310 40,000 SH DEFINED 3 40,000 LASALLE HOTEL PPTYS EQUITY 517942108 2 100 SH DEFINED 2 100 LATITUDE COMMUNICATIONS INC EQUITY 518292107 95 12,242 SH DEFINED 2 12,242 LATTICE SEMICONDUCTOR CORP EQUITY 518415104 156 2,900 SH DEFINED 1 2,900 LATTICE SEMICONDUCTOR CORP CORPBOND 518415AC8 4361 3,000,000 PRN DEFINED 4 3,000,000 LATTICE SEMICONDUCTOR CORP EQUITY 518415104 3177 59,107 SH DEFINED 2 59,107 LAUDER ESTEE COS INC EQUITY 518439104 13165 359,461 SH DEFINED 2 359,461 LAYNE CHRISTENSEN CO EQUITY 521050104 53 13,300 SH DEFINED 4 13,300 LCC INTL INC EQUITY 501810105 1 84 SH DEFINED 2 84 LEAP WIRELESS INTL INC EQUITY 521863100 10 160 SH DEFINED 2 160 LEAP WIRELESS INTL INC EQUITY 521863118 232 7,000 SH DEFINED 2 7,000 LEAP WIRELESS INTL INC EQUITY 521863134 29 1,000 SH DEFINED 2 1,000 LEAR CORP EQUITY 521865105 505 24,565 SH DEFINED 2 24,565 LEAR CORPORATION EQUITY 521865105 78 3,800 SH DEFINED 1 3,800 LEARNING TREE INTL INC EQUITY 522015106 4 88 SH DEFINED 2 88 LECROY CORP EQUITY 52324W109 19 1,100 SH DEFINED 2 1,100 LEE ENTERPRISES INC EQUITY 523768109 72 2,500 SH DEFINED 1 2,500 LEE ENTERPRISES INC EQUITY 523768109 7 247 SH DEFINED 2 247 LEGATO SYSTEMS INC EQUITY 524651106 67 5,000 SH DEFINED 1 5,000 LEGATO SYSTEMS INC EQUITY 524651106 7 553 SH DEFINED 2 553 LEGG MASON INC EQUITY 524901105 209 3,600 SH DEFINED 1 3,600 LEGG MASON INC EQUITY 524901105 9009 155,000 SH DEFINED 2 155,000 LEGGETT & PLATT INC EQUITY 524660107 90 5,700 SH DEFINED 1 5,700

72 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LEGGETT + PLATT INC EQUITY 524660107 32 2,009 SH DEFINED 2 2,009 LEHMAN BROS FIN S A EQUITY 52518V610 65 1,600 SH DEFINED 2 1,600 LEHMAN BROTHERS HLDGS INC EQUITY 524908100 6498 43,982 SH DEFINED 2 43,982 LEHMAN BROTHERS HLDGS INC EQUITY 524908886 1170 30,000 SH DEFINED 2 30,000 LEHMAN BROTHERS HOL EQUITY 524908100 532 3,600 SH DEFINED 1 3,600 LEISUREPLANET HLDGS LTD EQUITY G54467116 10 19,000 SH DEFINED 4 19,000 LENNAR CORP EQUITY 526057104 107 3,600 SH DEFINED 1 3,600 LENNAR CORP EQUITY 526057104 23130 779,100 SH DEFINED 3 753,100 26,000 LENNAR CORP EQUITY 526057104 1333 44,910 SH DEFINED 2 44,910 LENNOX INTL INC EQUITY 526107107 3 281 SH DEFINED 2 281 LEUCADIA NATL CORP EQUITY 527288104 553 20,666 SH DEFINED 2 20,666 LEVEL 3 COMMUNICATIONS INC EQUITY 52729N100 6560 85,060 SH DEFINED 2 85,060 LEVEL 8 SYS INC EQUITY 52729M102 1 54 SH DEFINED 2 54 LEXAR MEDIA INC EQUITY 52886P104 1,017 87,500 SH DEFINED 1 87,500 LEXENT INC EQUITY 52886Q102 15 500 SH DEFINED 2 500 LEXICON GENETICS INC EQUITY 528872104 6960 220,085 SH DEFINED 2 220,085 LEXINGTON CORPORATE PPTY TR EQUITY 529043101 25 2,200 SH DEFINED 2 2,200 LEXMARK INTERNATION EQUITY 529771107 144 3,850 SH DEFINED 1 3,850 LEXMARK INTL INC EQUITY 529771107 40933 1,091,545 SH DEFINED 2 1,091,545 LG + E ENERGY CORP EQUITY 501917108 71 2,900 SH DEFINED 2 2,900 LG&E CORP EQUITY 501917108 943 34,000 SH DEFINED 4 34,000 LG&E CORP EQUITY 501917108 8116 332,100 SH DEFINED 1 332,100 LIBBEY INC EQUITY 529898108 3 100 SH DEFINED 2 100 LIBERATE TECHNOLOGIES EQUITY 530129105 1166 40,307 SH DEFINED 2 40,307 LIBERTY CORP S C EQUITY 530370105 3 100 SH DEFINED 2 100 LIBERTY CORP SC EQUITY 530370105 298 8,600 SH DEFINED 4 8,600 LIBERTY DIGITAL INC EQUITY 530436104 94 4,632 SH DEFINED 2 4,632 LIBERTY FINL COS INC EQUITY 530512102 4382 186,489 SH DEFINED 2 186,489 LIBERTY MEDIA GROUP EQUITY 001957208 1497 83,150 SH DEFINED 1 83,150 LIBERTY PROPERTY EQUITY 531172104 5283 192,100 SH DEFINED 2 192,100 LIBERTY PROPERTY TR EQUITY 531172104 16943 616,100 SH DEFINED 3 530,600 85,500 LIBERTY PROPERTY TR EQUITY 531172104 4043 147,000 SH DEFINED 1 147,000 LIFECORE BIOMEDICAL INC EQUITY 532187101 16 2,000 SH DEFINED 2 2,000 LIFEMINDERS INC EQUITY 53220Q105 2 85 SH DEFINED 2 85 LIFEPOINT HOSPS INC EQUITY 53219L109 6 178 SH DEFINED 2 178 LIGAND PHARMACEUTICALS INC EQUITY 53220K207 4 306 SH DEFINED 2 306 LIGHTBRIDGE INC EQUITY 532226107 13 1,090 SH DEFINED 2 1,090

73 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LIGHTPATH TECHNOLOGIES INC EQUITY 532257102 4919 103,564 SH DEFINED 2 103,564 LILLY ELI + CO EQUITY 532457108 83793 1,032,890 SH DEFINED 2 1,032,890 LILLY INDL INC EQUITY 532491107 5 153 SH DEFINED 2 153 LIMITED INC EQUITY 532716107 291 13,200 SH DEFINED 1 13,200 LIMITED INC EQUITY 532716107 25948 1,176,097 SH DEFINED 2 1,176,097 LINCARE HLDGS INC EQUITY 532791100 1595 55,602 SH DEFINED 2 55,602 LINCARE HOLDINGS IN EQUITY 532791100 89 3,100 SH DEFINED 1 3,100 LINCOLN ELEC HLDGS INC EQUITY 533900106 9 701 SH DEFINED 2 701 LINCOLN NATIONAL CO EQUITY 534187109 279 5,800 SH DEFINED 1 5,800 LINCOLN NATL CORP IN EQUITY 534187109 8794 182,741 SH DEFINED 2 182,741 LINCOLN NATL CORP IN EQUITY 534187604 316 13,300 SH DEFINED 2 13,300 LINDSAY MFG CO EQUITY 535555106 1 39 SH DEFINED 2 39 LINEAR TECHNOLOGY C EQUITY 535678106 583 9,000 SH DEFINED 1 9,000 LINEAR TECHNOLOGY CORP EQUITY 535678106 27401 423,180 SH DEFINED 2 423,180 LINENS N THINGS INC EQUITY 535679104 4436 173,977 SH DEFINED 2 173,977 LINENS N THINGS INC COM EQUITY 535679104 20392 799,700 SH DEFINED 3 780,600 19,100 LIONBRIDGE TECHNOLOGIES INC EQUITY 536252109 11 1,300 SH DEFINED 2 1,300 LITTELFUSE INC EQUITY 537008104 2361 79,535 SH DEFINED 2 79,535 LITTON INDS INC EQUITY 538021106 116 2,600 SH DEFINED 1 2,600 LITTON INDS INC EQUITY 538021106 5 108 SH DEFINED 2 108 LIZ CLAIBORNE INC EQUITY 539320101 77 2,000 SH DEFINED 1 2,000 LIZ CLAIBORNE INC EQUITY 539320101 1612 41,859 SH DEFINED 2 41,859 LLK & E RTY TR EQUITY 502003106 1542 379,400 SH DEFINED 4 379,400 LNR PPTY CORP EQUITY 501940100 583 26,328 SH DEFINED 2 26,328 LOCKHEED MARTIN COR EQUITY 539830109 389 11,800 SH DEFINED 1 11,800 LOCKHEED MARTIN CORP EQUITY 539830109 8180 248,168 SH DEFINED 2 248,168 LODGENET ENTMT CORP EQUITY 540211109 71 2,456 SH DEFINED 2 2,456 LOEWS CORP EQUITY 540424108 9961 119,474 SH DEFINED 2 119,474 LOEWS CORP. EQUITY 540424108 267 3,200 SH DEFINED 1 3,200 LO-JACK CORPORATION EQUITY 539451104 1785 240,000 SH DEFINED 1 240,000 LONE STAR STEAKHOUS EQUITY 542307103 11 1,500 SH DEFINED 1 1,500 LONE STAR STEAKHOUS EQUITY 542307103 101 13,700 SH DEFINED 4 13,700 LONE STAR STEAKHOUSE + SALOON EQUITY 542307103 2 218 SH DEFINED 2 218 LONE STAR TECHNOLOGIES INC EQUITY 542312103 3925 85,048 SH DEFINED 2 85,048 LONGS DRUG STORES CORP EQUITY 543162101 7 372 SH DEFINED 2 372 LONGS DRUG STORES I EQUITY 543162101 23 1,200 SH DEFINED 1 1,200 LONGVIEW FIBRE EQUITY 543213102 36 3,000 SH DEFINED 1 3,000

74 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LONGVIEW FIBRE CO WASHINGTON EQUITY 543213102 73 6,060 SH DEFINED 2 6,060 LOOKSMART LTD EQUITY 543442107 3 310 SH DEFINED 2 310 LORAL SPACE + COMMUNICATIONS EQUITY G56462107 4981 813,200 SH DEFINED 2 813,200 LOUIS DREYFUS NAT GAS CORP EQUITY 546011107 225 5,672 SH DEFINED 2 5,672 LOUISIANA PAC CORP EQUITY 546347105 15 1,610 SH DEFINED 2 1,610 LOUISIANA PACIFIC EQUITY 546347105 435 47,300 SH DEFINED 4 47,300 LOUISIANA PACIFIC EQUITY 546347105 28 3,100 SH DEFINED 1 3,100 LOWE'S COMPANIES EQUITY 548661107 22460 500,500 SH DEFINED 1 500,500 LOWES COS INC EQUITY 548661107 24564 547,395 SH DEFINED 2 547,395 LSI LOGIC CORP EQUITY 502161102 254 8,700 SH DEFINED 1 8,700 LSI LOGIC CORP CORPBOND 502161AB8 533 268,000 PRN DEFINED 4 268,000 LSI LOGIC CORP CORPBOND 502161AD4 78723 39,608,000 PRN DEFINED 4 39,608,000 LSI LOGIC CORP EQUITY 502161102 14816 506,534 SH DEFINED 2 506,534 LTC PPTYS INC CORPBOND 502175AE2 197 294,000 PRN DEFINED 4 294,000 LTV CORP NEW EQUITY 501921100 1 600 SH DEFINED 2 600 LTX CORP EQUITY 502392103 1965 103,739 SH DEFINED 2 103,739 LUBRIZOL CORP EQUITY 549271104 7 379 SH DEFINED 2 379 LUBRIZOL CORP. EQUITY 549271104 61 3,100 SH DEFINED 1 3,100 LUBYS CAFETERIAS INC EQUITY 549282101 1 253 SH DEFINED 2 253 LUCENT TECHNOLOGIES EQUITY 549463107 9150 299,367 SH DEFINED 1 299,367 LUCENT TECHNOLOGIES EQUITY 549463107 1050 25,000 SH DEFINED 4 25,000 LUCENT TECHNOLOGIES INC EQUITY 549463107 57792 1,890,970 SH DEFINED 2 1,890,970 LUFTHANSA AG EQUITY 528748908 2733 131,640 SH DEFINED 2 131,640 LUMINEX CORP DEL EQUITY 55027E102 4750 125,000 SH DEFINED 2 125,000 LUMINEX CORP DEL COM EQUITY 55027E102 4750 125,000 SH DEFINED 3 125,000 LYCOS INC EQUITY 550818108 13752 199,983 SH DEFINED 2 199,983 LYNX THERAPEUTICS INC EQUITY 551812308 2 72 SH DEFINED 2 72 LYONDELL CHEMICAL C EQUITY 552078107 80 6,800 SH DEFINED 1 6,800 LYONDELL CHEMICAL CO EQUITY 552078107 9493 803,666 SH DEFINED 2 803,666 M + T BK CORP EQUITY 55261F104 11 21 SH DEFINED 2 21 M S CARRIERS INC EQUITY 553533100 2 100 SH DEFINED 2 100 M SYS FLASH DISK PIONEERS LTD EQUITY M7061C100 802 21,000 SH DEFINED 2 21,000 M.D.C. HOLDINGS INC EQUITY 552676108 3 121 SH DEFINED 2 121 MACDERMID INC EQUITY 554273102 2 76 SH DEFINED 2 76 MACERICH CO EQUITY 554382101 4209 198,073 SH DEFINED 2 198,073 MACERICH CO COM EQUITY 554382101 22293 1,049,100 SH DEFINED 3 903,900 145,200 MACK CA RLTY CORP EQUITY 554489104 5981 212,185 SH DEFINED 2 212,185

75 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MACK-CALI REALTY CO EQUITY 554489104 30677 1,088,344 SH DEFINED 3 956,544 131,800 MACK-CALI REALTY CO EQUITY 554489104 5305 188,200 SH DEFINED 1 188,200 MACROMEDIA INC EQUITY 556100105 242 3,000 SH DEFINED 1 3,000 MACROMEDIA INC EQUITY 556100105 15263 188,874 SH DEFINED 2 188,874 MACROVISION CORP EQUITY 555904101 18 223 SH DEFINED 2 223 MADDEN STEVEN LTD EQUITY 556269108 1 124 SH DEFINED 2 124 Madeco SA-ADR EQUITY 556304103 111 19,500 SH DEFINED 1 19,500 MADISON GAS + ELEC CO EQUITY 557497104 4 186 SH DEFINED 2 186 MAF BANCORP INC EQUITY 55261R108 5 200 SH DEFINED 2 200 MAGIC SOFTWARE ENTERPRISES LTD EQUITY 559166103 170 22,300 SH DEFINED 2 22,300 MAGNA INTL INC CORPBOND 559222AE4 11666 11,965,000 PRN DEFINED 4 11,965,000 MAGNETEK INC EQUITY 559424106 14 1,300 SH DEFINED 1 1,300 MAGNETEK INC EQUITY 559424106 86 8,116 SH DEFINED 2 8,116 MAGNUM HUNTER RES INC EQUITY 55972F120 364 142,200 SH DEFINED 4 142,200 MAHANAGAR TEL NIGAM LTD EQUITY 559778105 1005 210,862 SH DEFINED 2 210,862 MAIL COM INC EQUITY 560311102 1 218 SH DEFINED 2 218 MAIL WELL HLDGS INC EQUITY 560321200 35 7,927 SH DEFINED 2 7,927 MALLINCKRODT GROUP EQUITY 561232109 100 2,200 SH DEFINED 1 2,200 MALLINCKRODT INC NEW EQUITY 561232109 29 625 SH DEFINED 2 625 MAN AG EQUITY 556352904 159 6,010 SH DEFINED 2 6,010 MANAGEMENT NETWORK GROUP INC EQUITY 561693102 3981 190,700 SH DEFINED 2 190,700 MANAGEMENT NETWORK GRP COM EQUITY 561693102 18015 863,000 SH DEFINED 3 847,100 15,900 MANDALAY RESORT GRO EQUITY 562567107 115 4,500 SH DEFINED 1 4,500 MANDALAY RESORT GROUP EQUITY 562567107 5 187 SH DEFINED 2 187 MANHATTAN ASSOCS INC EQUITY 562750109 44 719 SH DEFINED 2 719 MANITOWOC INC EQUITY 563571108 296 15,360 SH DEFINED 2 15,360 MANOR CARE INC EQUITY 564055101 41 2,600 SH DEFINED 1 2,600 MANOR CARE INC EQUITY 564055101 414 26,400 SH DEFINED 4 26,400 MANOR CARE INC NEW EQUITY 564055101 809 51,575 SH DEFINED 2 51,575 MANPOWER INC EQUITY 56418H100 141 4,400 SH DEFINED 1 4,400 MANPOWER INC WIS EQUITY 56418H100 18081 566,132 SH DEFINED 2 566,132 MANUFACTURED HOME CMNTYS INC EQUITY 564682102 309 12,377 SH DEFINED 2 12,377 MANUFACTURERS SVCS LTD EQUITY 565005105 4995 420,600 SH DEFINED 2 420,600 MANUFACTURERS SVSC LTD COM EQUITY 565005105 10945 921,700 SH DEFINED 3 910,500 11,200 MANUGISTICS GROUP INC EQUITY 565011103 43 441 SH DEFINED 2 441 MAPINFO CORP EQUITY 565105103 3 108 SH DEFINED 2 108 MARCHFIRST INC EQUITY 566244109 133 8,500 SH DEFINED 1 8,500

76 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MARCHFIRST INC EQUITY 566244109 79 5,040 SH DEFINED 2 5,040 MARCUS CORP EQUITY 566330106 2 200 SH DEFINED 2 200 MARIMBA INC EQUITY 56781Q109 1 117 SH DEFINED 2 117 MARINE DRILLING COS INC EQUITY 568240204 2999 104,992 SH DEFINED 2 104,992 MARKEL CORP EQUITY 570535104 8 50 SH DEFINED 2 50 MARRIOTT INTERNATIO EQUITY 571903202 2670 73,276 SH DEFINED 1 73,276 MARRIOTT INTL INC NEW EQUITY 571903202 24474 671,660 SH DEFINED 2 671,660 MARSCHOLLEK LAUTEN EQUITY 572028900 361 2,400 SH DEFINED 2 2,400 MARSH & MC LENNAN EQUITY 571748102 1062 8,000 SH DEFINED 1 8,000 MARSH + MCLENNAN COS INC EQUITY 571748102 52251 393,601 SH DEFINED 2 393,601 MARSHALL & ILSLY CO EQUITY 571834100 301 6,000 SH DEFINED 1 6,000 MARSHALL + ILSLEY CORP EQUITY 571834100 17 335 SH DEFINED 2 335 MARTEK BIOSCIENCES CORP EQUITY 572901106 1090 55,890 SH DEFINED 2 55,890 MARTHA STEWART LIVING INC EQUITY 573083102 1997 76,080 SH DEFINED 2 76,080 MARTIN MARIETTA MAT EQUITY 573284106 103 2,700 SH DEFINED 1 2,700 MARTIN MARIETTA MATLS INC EQUITY 573284106 22632 591,234 SH DEFINED 2 591,234 MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 46 600 SH DEFINED 2 600 MASCO CORP EQUITY 574599106 246 13,200 SH DEFINED 1 13,200 MASCO CORP EQUITY 574599106 68809 3,694,466 SH DEFINED 2 3,694,466 MASCOTECH INC EQUITY 574670105 3 201 SH DEFINED 2 201 MASCOTECH INC CORPBOND 574670AB1 2079 2,980,000 PRN DEFINED 4 2,980,000 Masisa SA-ADR EQUITY 574799102 231 17,600 SH DEFINED 1 17,600 MASTEC INC EQUITY 576323109 529 16,921 SH DEFINED 2 16,921 MATAV RT-SPONSORED EQUITY 559776109 283 12,000 SH DEFINED 1 12,000 MATHEWS INTL CORP EQUITY 577128101 32 1,100 SH DEFINED 2 1,100 MATRIA HEALTHCARE INC EQUITY 576817100 15 4,400 SH DEFINED 2 4,400 MATRIX PHARMACEUTICALS EQUITY 576844104 3 173 SH DEFINED 2 173 MATRIXONE INC EQUITY 57685P304 2 43 SH DEFINED 2 43 MATRIXONE INC COM EQUITY 57685P304 19120 478,000 SH DEFINED 3 464,500 13,500 MATTEL INC EQUITY 577081102 9569 855,371 SH DEFINED 2 855,371 MATTEL INC. EQUITY 577081102 134 12,000 SH DEFINED 1 12,000 MATTRESS DISCOUNTERS HLDG CORP EQUITY 57722R115 1 110 SH DEFINED 2 110 MATTSON TECHNOLOGY INC EQUITY 577223100 2 150 SH DEFINED 2 150 MAVERICK TUBE CORP EQUITY 577914104 9122 338,646 SH DEFINED 2 338,646 MAXCOM TELECOMUNICATIONES EQUITY 57773A110 425 SH DEFINED 2 425 MAXIM INTEGRATED PR EQUITY 57772K101 661 8,220 SH DEFINED 1 8,220 MAXIM INTEGRATED PRODS INC EQUITY 57772K101 14600 181,503 SH DEFINED 2 181,503

77 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MAXIM PHARMACEUTICALS INC EQUITY 57772M107 3515 57,862 SH DEFINED 2 57,862 MAXIMUS INC EQUITY 577933104 7729 349,312 SH DEFINED 2 349,312 MAXIMUS INC COM EQUITY 577933104 30117 1,361,217 SH DEFINED 3 1,332,517 28,700 MAXTOR CORP EQUITY 577729205 4 378 SH DEFINED 2 378 MAXWELL SHOE INC EQUITY 577766108 216 19,300 SH DEFINED 4 19,300 MAXXAM INC EQUITY 577913106 8 400 SH DEFINED 1 400 MAXYGEN INC EQUITY 577776107 2 41 SH DEFINED 2 41 MAY DEPARTMENT STOR EQUITY 577778103 220 10,750 SH DEFINED 1 10,750 MAY DEPT STORES CO EQUITY 577778103 9591 467,844 SH DEFINED 2 467,844 MAYTAG CO. EQUITY 578592107 78 2,500 SH DEFINED 1 2,500 MAYTAG CORP EQUITY 578592107 161 5,186 SH DEFINED 2 5,186 MBIA INC EQUITY 55262C100 18745 263,545 SH DEFINED 2 263,545 MBIA INC. EQUITY 55262C100 206 2,900 SH DEFINED 1 2,900 MBNA CORP EQUITY 55262L100 6455 167,662 SH DEFINED 1 167,662 MBNA CORP EQUITY 55262L100 6445 167,400 SH DEFINED 3 167,400 MBNA CORP EQUITY 55262L100 131358 3,411,898 SH DEFINED 2 3,411,898 MC DONALDS CORP. EQUITY 580135101 1137 37,680 SH DEFINED 1 37,680 MCAFEE COM CORP EQUITY 579062100 1 56 SH DEFINED 2 56 MCCAW INTL LTD EQUITY 579472119 3 1,000 SH DEFINED 2 1,000 MCCLATCHY CO EQUITY 579489105 3 93 SH DEFINED 2 93 McCORMICK & CO. EQUITY 579780206 119 4,000 SH DEFINED 1 4,000 MCCORMICK + CO INC EQUITY 579780206 3698 124,300 SH DEFINED 2 124,300 MCDATA CORPORATION EQUITY 580031102 393 3,200 SH DEFINED 2 3,200 MCDERMOTT INTERNATI EQUITY 580037109 21 1,900 SH DEFINED 1 1,900 MCDERMOTT INTL INC EQUITY 580037109 853 77,528 SH DEFINED 2 77,528 MCDONALDS CORP EQUITY 580135101 78408 2,597,350 SH DEFINED 2 2,597,350 MCGRATH RENTCORP EQUITY 580589109 19 1,000 SH DEFINED 2 1,000 MCGRAW HILL CORP EQUITY 580645109 432 6,800 SH DEFINED 1 6,800 MCGRAW HILL COS INC EQUITY 580645109 224 3,520 SH DEFINED 2 3,520 MCK COMMUNICATIONS INC EQUITY 581243102 2 71 SH DEFINED 2 71 MCKESSON HBOC INC EQUITY 58155Q103 253 8,294 SH DEFINED 1 8,294 MCKESSON HBOC INC EQUITY 58155Q103 406 13,290 SH DEFINED 2 13,290 MCLEODUSA INC EQUITY 582266102 22297 1,557,874 SH DEFINED 2 1,557,874 MCMORAN EXPLORATION CO EQUITY 582411104 2 133 SH DEFINED 2 133 MCN ENERGY GROUP IN EQUITY 55267J100 128 5,000 SH DEFINED 1 5,000 MCN ENERGY GROUP INC EQUITY 55267J100 8 293 SH DEFINED 2 293 MCSI INC EQUITY 55270M108 3 100 SH DEFINED 2 100

78 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MDU RES GROUP INC EQUITY 552690109 13 445 SH DEFINED 2 445 MEAD CORP EQUITY 582834107 72 3,100 SH DEFINED 1 3,100 MEAD CORP EQUITY 582834107 24 1,041 SH DEFINED 2 1,041 MEADE INSTRS CORP EQUITY 583062104 17 840 SH DEFINED 2 840 MECHANICAL TECHNOLOGY INC EQUITY 583538103 2 186 SH DEFINED 2 186 MEDALLION FINL CORP EQUITY 583928106 2 100 SH DEFINED 2 100 MEDAREX INC EQUITY 583916101 3914 33,363 SH DEFINED 2 33,363 MEDIA 100 INC EQUITY 58440W105 1 89 SH DEFINED 2 89 MEDIA GEN INC EQUITY 584404107 60 1,400 SH DEFINED 1 1,400 MEDIA GEN INC EQUITY 584404107 82 1,907 SH DEFINED 2 1,907 MEDIACOM COMMUNICATIONS CORP EQUITY 58446K105 3 168 SH DEFINED 2 168 MEDIAONE GROUP INC EQUITY 58440J500 2578 69,200 SH DEFINED 2 69,200 MEDIAPLEX INC EQUITY 58446B105 93 SH DEFINED 2 93 MEDICAL ASSURN INC EQUITY 58449U100 1 66 SH DEFINED 2 66 MEDICALOGIC INC EQUITY 584642102 100 SH DEFINED 2 100 MEDICINES CO EQUITY 584688105 3439 100,600 SH DEFINED 2 100,600 MEDICINES CO COM EQUITY 584688105 1709 50,000 SH DEFINED 3 50,000 MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 88907 1,445,649 SH DEFINED 3 1,416,649 29,000 MEDICIS PHARMACEUTICAL CORP EQUITY 584690309 19715 320,570 SH DEFINED 2 320,570 MEDIMMUNE INC EQUITY 584699102 456 5,900 SH DEFINED 1 5,900 MEDIMMUNE INC EQUITY 584699102 30300 392,233 SH DEFINED 2 392,233 MEDIOLANUM EQUITY 553519901 235 13,780 SH DEFINED 2 13,780 MEDITRUST EQUITY 58501T306 369 125,681 SH DEFINED 2 125,681 MEDQUIST INC EQUITY 584949101 7 359 SH DEFINED 2 359 MEDTRONIC INC EQUITY 585055106 26989 520,893 SH DEFINED 2 520,893 MEDTRONIC INC. EQUITY 585055106 9127 176,150 SH DEFINED 1 176,150 MELLON FINANCIAL CO EQUITY 58551A108 659 14,200 SH DEFINED 1 14,200 MELLON FINL CORP EQUITY 58551A108 12446 268,368 SH DEFINED 2 268,368 MEMBERWORKS INC EQUITY 586002107 3 100 SH DEFINED 2 100 MEMC ELECTR MATLS INC EQUITY 552715104 33 2,600 SH DEFINED 2 2,600 MENS WEARHOUSE INC EQUITY 587118100 22 776 SH DEFINED 2 776 MENTOR CORP MINN EQUITY 587188103 43 2,737 SH DEFINED 2 2,737 MENTOR GRAPHICS EQUITY 587200106 85 3,600 SH DEFINED 1 3,600 MENTOR GRAPHICS CORP EQUITY 587200106 3142 133,362 SH DEFINED 2 133,362 MERCANTILE BANKSHAR EQUITY 587405101 167 4,600 SH DEFINED 1 4,600 MERCANTILE BANKSHARES CORP EQUITY 587405101 51 1,400 SH DEFINED 2 1,400 MERCATOR SOFTWARE INC EQUITY 587587106 1265 76,353 SH DEFINED 2 76,353

79 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MERCHANTS NY BANCORP INC EQUITY 589167105 1 57 SH DEFINED 2 57 MERCK & CO. EQUITY 589331107 4932 66,250 SH DEFINED 1 66,250 MERCK + CO INC EQUITY 589331107 85997 1,155,298 SH DEFINED 2 1,155,298 MERCURY COMPUTER SYS INC EQUITY 589378108 3 122 SH DEFINED 2 122 MERCURY GEN CORP NEW EQUITY 589400100 4 158 SH DEFINED 2 158 MERCURY INTERACTIVE EQUITY 589405109 392 2,500 SH DEFINED 1 2,500 MERCURY INTERACTIVE EQUITY 589405109 65427 417,400 SH DEFINED 3 400,400 17,000 MERCURY INTERACTIVE CORP EQUITY 589405109 24136 153,980 SH DEFINED 2 153,980 MEREDITH CORP EQUITY 589433101 47 1,600 SH DEFINED 1 1,600 MEREDITH CORP EQUITY 589433101 40 1,365 SH DEFINED 2 1,365 MERIDIAN GOLD INC EQUITY 589975101 511 75,000 SH DEFINED 4 75,000 MERIDIAN INSURANCE GROUP INC EQUITY 589644103 161 11,000 SH DEFINED 4 11,000 MERIDIAN RESOURCE CORP EQUITY 58977Q109 2 230 SH DEFINED 2 230 MERISTAR HOSPITALITY COM EQUITY 58984y103 200 9,900 SH DEFINED 3 9,900 MERISTAR HOSPITALITY CORP EQUITY 58984Y103 476 23,489 SH DEFINED 2 23,489 MERIX CORP EQUITY 590049102 7107 109,650 SH DEFINED 2 109,650 MERIX CORP COM EQUITY 590049102 20455 315,600 SH DEFINED 3 315,600 MERRILL LYNCH & CO. EQUITY 590188108 1452 22,000 SH DEFINED 1 22,000 MERRILL LYNCH + CO INC EQUITY 590188108 94025 1,424,616 SH DEFINED 2 1,424,616 MESA AIR GROUP INC EQUITY 590479101 1 209 SH DEFINED 2 209 MESABA HLDGS INC EQUITY 59066B102 1 139 SH DEFINED 2 139 METACREATIONS CORP EQUITY 591016100 2 183 SH DEFINED 2 183 METALINK LTD EQUITY M69897102 749 40,500 SH DEFINED 2 40,500 METALS USA INC EQUITY 591324108 1 300 SH DEFINED 2 300 METASOLV SOFTWARE INC EQUITY 591393103 2 53 SH DEFINED 2 53 METHODE ELECTRS INC EQUITY 591520200 16814 379,451 SH DEFINED 2 379,451 METHODE ELECTRS INC CL A EQUITY 591520200 69123 1,559,900 SH DEFINED 3 1,504,700 55,200 METLIFE CAP TR I EQUITY 59156R207 2720 32,000 SH DEFINED 2 32,000 METLIFE INC EQUITY 59156R108 7856 300,000 SH DEFINED 1 300,000 METLIFE INC EQUITY 59156R108 3106 118,610 SH DEFINED 2 118,610 METRICOM INC EQUITY 591596101 901 35,000 SH DEFINED 1 35,000 METRICOM INC EQUITY 591596101 3 123 SH DEFINED 2 123 METRICOM INC EQUITY 591596135 100 SH DEFINED 2 100 METRIS COS INC EQUITY 591598107 43714 1,106,693 SH DEFINED 2 1,106,693 METRIS COS INC COM EQUITY 591598107 179218 4,537,152 SH DEFINED 3 4,365,798 171,354 METRO GOLDWYN MAYER INC NEW EQUITY 591610100 1 30 SH DEFINED 2 30 METROCALL INC EQUITY 591647102 2 516 SH DEFINED 2 516

80 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ METROMEDIA FIBER NETWORK INC EQUITY 591689104 3357 138,070 SH DEFINED 2 138,070 METROMEDIA INTER. GRP, INC EQUITY 591695101 1 356 SH DEFINED 2 356 METRONET COMMUNICATIONS CORP EQUITY 59169Y116 5 50 SH DEFINED 2 50 METTLER TOLEDO INTL INC EQUITY 592688105 12 281 SH DEFINED 2 281 MGI PHARMA INC EQUITY 552880106 2 75 SH DEFINED 2 75 MGIC INVESTMENT COR EQUITY 552848103 196 3,200 SH DEFINED 1 3,200 MGIC INVESTMENT COR EQUITY 552848103 14707 240,600 SH DEFINED 3 199,300 41,300 MGIC INVT CORP WIS EQUITY 552848103 5522 90,341 SH DEFINED 2 90,341 MGM MIRAGEINC EQUITY 552953101 3344 87,562 SH DEFINED 2 87,562 MICHAEL FOODS INC NEW EQUITY 594079105 115 4,936 SH DEFINED 2 4,936 MICHAELS STORES INC EQUITY 594087108 2297 57,414 SH DEFINED 2 57,414 MICHAELS STORES INC COM EQUITY 594087108 11796 294,900 SH DEFINED 3 294,900 MICREL INC EQUITY 594793101 328 4,900 SH DEFINED 1 4,900 MICREL INC EQUITY 594793101 705 10,523 SH DEFINED 2 10,523 MICROCELL TELECOMMUNICATIONS EQUITY 59501T304 360 12,400 SH DEFINED 2 12,400 MICROCHIP TECHNOLOG EQUITY 595017104 223 6,750 SH DEFINED 1 6,750 MICROCHIP TECHNOLOGY INC EQUITY 595017104 12280 371,428 SH DEFINED 2 371,428 MICROMUSE INC EQUITY 595094103 22536 112,155 SH DEFINED 2 112,155 MICRON ELECTRONICS INC EQUITY 595100108 122 13,562 SH DEFINED 2 13,562 MICRON TECHNOLOGY I EQUITY 595112103 727 15,800 SH DEFINED 1 15,800 MICRON TECHNOLOGY INC EQUITY 595112103 60777 1,321,230 SH DEFINED 2 1,321,230 MICROS SYS INC EQUITY 594901100 24 1,574 SH DEFINED 2 1,574 MICROSEMI CORP EQUITY 595137100 2 43 SH DEFINED 2 43 MICROSOFT EQUITY 594918104 39700 658,240 SH DEFINED 1 658,240 MICROSOFT CORP EQUITY 594918104 284969 4,724,875 SH DEFINED 2 4,724,875 MICROSTRATEGY INC EQUITY 594972101 4 150 SH DEFINED 2 150 MICROTOUCH SYS INC EQUITY 595145103 9 1,400 SH DEFINED 2 1,400 MICROVISION INC WASH EQUITY 594960106 3 79 SH DEFINED 2 79 MID AMER APT CMNTYS INC EQUITY 59522J103 1 62 SH DEFINED 2 62 MID AMER BANCORP EQUITY 595915109 16 SH DEFINED 2 16 MID ATLANTIC MED SVCS INC EQUITY 59523C107 1525 100,799 SH DEFINED 2 100,799 MID STATE BANCSHARES EQUITY 595440108 3 100 SH DEFINED 2 100 MID-AMER APT CMNTYS COM EQUITY 59522J103 203 8,500 SH DEFINED 3 8,500 MIDAS INC EQUITY 595626102 1 100 SH DEFINED 2 100 MIDATLANTIC RLTY TR CORPBOND 595232AA7 1688 1,500,000 PRN DEFINED 4 1,500,000 MIDCOAST ENERGY RES COM EQUITY 59563W104 2784 135,400 SH DEFINED 3 135,400 MIDCOAST ENERGY RES INC EQUITY 59563W104 1748 85,020 SH DEFINED 2 85,020

81 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MIDWAY GAMES INC EQUITY 598148104 1 194 SH DEFINED 2 194 MIDWEST EXPRESS HLDGS INC EQUITY 597911106 2 100 SH DEFINED 2 100 MIH LTD TORTOLA EQUITY G6116R101 329 11,000 SH DEFINED 2 11,000 MILACRON INC EQUITY 598709103 3 200 SH DEFINED 2 200 MILLENNIUM CELL INC EQUITY 60038B105 1109 50,000 SH DEFINED 2 50,000 MILLENNIUM CELL INC COM EQUITY 60038B105 1109 50,000 SH DEFINED 3 50,000 MILLENNIUM CHEMICALS INC EQUITY 599903101 3772 254,665 SH DEFINED 2 254,665 MILLENNIUM PHARMACEUTC COM EQUITY 599902103 774 5,300 SH DEFINED 1 5,300 MILLENNIUM PHARMACEUTC COM EQUITY 599902103 2191 15,000 SH DEFINED 3 11,700 3,300 MILLENNIUM PHARMACEUTICALS EQUITY 599902103 59791 409,350 SH DEFINED 2 409,350 MILLER HERMAN INC EQUITY 600544100 4958 154,640 SH DEFINED 2 154,640 MILLIPORE CORP EQUITY 601073109 68 1,400 SH DEFINED 1 1,400 MILLIPORE CORP EQUITY 601073109 30806 636,000 SH DEFINED 3 599,800 36,200 MILLIPORE CORP EQUITY 601073109 1013 20,917 SH DEFINED 2 20,917 MILLS CORP EQUITY 601148109 3 133 SH DEFINED 2 133 MINAS BUENAVENTURA- EQUITY 204448104 201 14,200 SH DEFINED 1 14,200 MINE SAFETY APPLIANCES CO EQUITY 602720104 18 SH DEFINED 2 18 MINERALS TECHNOLOGI EQUITY 603158106 55 1,200 SH DEFINED 1 1,200 MINERALS TECHNOLOGIES INC EQUITY 603158106 1537 33,412 SH DEFINED 2 33,412 MINIMED INC EQUITY 60365K108 331 3,700 SH DEFINED 1 3,700 MINIMED INC EQUITY 60365K108 62 692 SH DEFINED 2 692 MINNESOTA MINING & EQUITY 604059105 1048 11,500 SH DEFINED 1 11,500 MINNESOTA MNG + MFG CO EQUITY 604059105 18346 201,325 SH DEFINED 2 201,325 MIPS TECHNOLOGIES INC EQUITY 604567107 11 234 SH DEFINED 2 234 MIPS TECHNOLOGIES INC EQUITY 604567206 3510 91,171 SH DEFINED 2 91,171 MIRAVANT MED TECHNOLOGIES EQUITY 604690107 2 71 SH DEFINED 2 71 MITCHELL ENERGY & DEV CL A EQUITY 606592202 20352 436,500 SH DEFINED 3 426,900 9,600 MITCHELL ENERGY + DEV CORP EQUITY 606592202 5160 110,661 SH DEFINED 2 110,661 MKS INSTRS INC EQUITY 55306N104 351 12,819 SH DEFINED 2 12,819 MMC NETWORKS INC EQUITY 55308N102 8992 71,085 SH DEFINED 2 71,085 MOBILE MINI EQUITY 60740F105 12640 656,600 SH DEFINED 3 656,600 MOBILE MINI INC EQUITY 60740F105 11025 572,731 SH DEFINED 2 572,731 MODEM MEDIA POPPE TYSON INC EQUITY 607533106 94 SH DEFINED 2 94 MODINE MFG CO EQUITY 607828100 48 1,700 SH DEFINED 1 1,700 MODINE MFG CO EQUITY 607828100 3 112 SH DEFINED 2 112 MODIS PROFESSIONAL EQUITY 607830106 29 5,600 SH DEFINED 1 5,600 MODIS PROFESSIONAL SVCS INC EQUITY 607830106 16 3,118 SH DEFINED 2 3,118

82 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MOHAWK INDS INC EQUITY 608190104 6 282 SH DEFINED 2 282 MOHAWK INDUSTRIES I EQUITY 608190104 68 3,100 SH DEFINED 1 3,100 MOLECULAR DEVICES CORP EQUITY 60851C107 11 110 SH DEFINED 2 110 MOLEX INC EQUITY 608554101 299 5,500 SH DEFINED 1 5,500 MOLEX INC EQUITY 608554101 22606 415,269 SH DEFINED 2 415,269 MOLEX INC EQUITY 608554200 554 13,375 SH DEFINED 2 13,375 MONACO COACH CORP EQUITY 60886R103 1 82 SH DEFINED 2 82 MONDAVI ROBERT CORP EQUITY 609200100 1 34 SH DEFINED 2 34 MONTANA POWER CO EQUITY 612085100 204 6,100 SH DEFINED 1 6,100 MONTANA PWR CO EQUITY 612085100 6105 182,924 SH DEFINED 2 182,924 MONY GROUP INC EQUITY 615337102 104 2,600 SH DEFINED 1 2,600 MONY GROUP INC EQUITY 615337102 5 123 SH DEFINED 2 123 MOOG INC EQUITY 615394202 70 2,324 SH DEFINED 2 2,324 MORGAN J P + CO INC EQUITY 616880100 19751 120,894 SH DEFINED 2 120,894 MORGAN J.P. EQUITY 616880100 4803 29,400 SH DEFINED 1 29,400 MORGAN KEEGAN INC EQUITY 617410105 2 130 SH DEFINED 2 130 MORGAN STANLEY ASIA PAC FD INC EQUITY 61744U106 170 18,000 SH DEFINED 2 18,000 MORGAN STANLEY DEAN EQUITY 617446448 2942 32,180 SH DEFINED 1 32,180 MORGAN STANLEY DEAN WITTER+CO EQUITY 617446448 280129 3,063,614 SH DEFINED 2 3,063,614 MORGAN STANLEY DW I EQUITY 61745C105 819 78,900 SH DEFINED 1 78,900 MORRISON MGMT SPECIALISTS INC EQUITY 618459101 1 48 SH DEFINED 2 48 MOTIENT CORP EQUITY 619908106 4 268 SH DEFINED 2 268 MOTIENT CORP EQUITY 619908114 190 4,915 SH DEFINED 2 4,915 MOTOROLA INC EQUITY 620076109 14065 497,882 SH DEFINED 1 497,882 MOTOROLA INC CORPBOND 620076AJ8 2974 3,003,000 PRN DEFINED 4 3,003,000 MOTOROLA INC EQUITY 620076109 92329 3,267,457 SH DEFINED 2 3,267,457 MP3 COM INC EQUITY 62473M109 109 SH DEFINED 2 109 MPOWER COMMUNICAT CORP COM EQUITY 62473J106 1700 195,000 SH DEFINED 3 195,000 MPOWER COMMUNICATIONS CORP EQUITY 62473J106 3196 366,540 SH DEFINED 2 366,540 MPOWER COMMUNICATIONS CORP EQUITY 62473J205 429 30,400 SH DEFINED 2 30,400 MRV COMMUNICATIONS INC CORPBOND 553477AB6 94273 27,928,000 PRN DEFINED 4 27,928,000 MRV COMMUNICATIONS INC EQUITY 553477100 1237 27,307 SH DEFINED 2 27,307 MSC INDL DIRECT INC EQUITY 553530106 271 17,759 SH DEFINED 2 17,759 MSC SOFTWARE CORP EQUITY 553531104 166 15,700 SH DEFINED 4 15,700 MTI TECHNOLOGY CORP EQUITY 553903105 1 248 SH DEFINED 2 248 MUELLER INDS INC EQUITY 624756102 5 210 SH DEFINED 2 210 MULTEX SYS INC EQUITY 625367107 17 1,017 SH DEFINED 2 1,017

83 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MULTIMEDIA GAMES INC EQUITY 625453113 21 29,700 SH DEFINED 4 29,700 MURPHY OIL CORP EQUITY 626717102 169 2,600 SH DEFINED 1 2,600 MURPHY OIL CORP EQUITY 626717102 7570 116,794 SH DEFINED 2 116,794 MUSICLAND STORES INC EQUITY 62758B109 1 200 SH DEFINED 2 200 MUTUAL RISK MGMT LTD EQUITY 628351108 373 17,000 SH DEFINED 2 17,000 MYERS IND INC EQUITY 628464109 2 184 SH DEFINED 2 184 MYLAN LABORATORIES EQUITY 628530107 202 7,500 SH DEFINED 1 7,500 MYLAN LABS INC EQUITY 628530107 12 433 SH DEFINED 2 433 MYND CORP EQUITY 628551103 4 272 SH DEFINED 2 272 MYPOINTS COM INC EQUITY 62855T102 1 131 SH DEFINED 2 131 MYRIAD GENETICS INC EQUITY 62855J104 18261 212,338 SH DEFINED 2 212,338 NABI INC EQUITY 628716102 3 359 SH DEFINED 2 359 NABISCO GROUP HLDG CORP EQUITY 62952P102 1617 56,753 SH DEFINED 2 56,753 NABISCO GROUP HOLDI EQUITY 62952P102 276 9,700 SH DEFINED 1 9,700 NABISCO HLDGS CORP EQUITY 629526104 9 169 SH DEFINED 2 169 NABORS INDS INC EQUITY 629568106 445 8,500 SH DEFINED 1 8,500 NABORS INDS INC EQUITY 629568106 47008 897,100 SH DEFINED 3 839,700 57,400 NABORS INDUSTRIES INC EQUITY 629568106 65172 1,243,735 SH DEFINED 2 1,243,735 NACCO INDS INC EQUITY 629579103 1 18 SH DEFINED 2 18 NAME INC EQUITY 62986K103 39 72,000 SH DEFINED 2 72,000 NANOGEN INC EQUITY 630075109 4108 212,000 SH DEFINED 1 212,000 NANOGEN INC EQUITY 630075109 2 85 SH DEFINED 2 85 NANOMETRICS INC EQUITY 630077105 2 41 SH DEFINED 2 41 NATIONAL AUSTRALIA BK LTD EQUITY 632525309 17878 701,100 SH DEFINED 4 701,100 NATIONAL BANK OF GR EQUITY 633643408 1291 153,028 SH DEFINED 1 153,028 NATIONAL BK CDA MONTREAL QUE EQUITY 633067103 2247 142,325 SH DEFINED 2 142,325 NATIONAL CITY CORP EQUITY 635405103 394 17,800 SH DEFINED 1 17,800 NATIONAL CITY CORP EQUITY 635405103 1118 50,530 SH DEFINED 2 50,530 NATIONAL COMM BANCORP EQUITY 635449101 101 5,082 SH DEFINED 2 5,082 NATIONAL COMMERCE B EQUITY 635449101 235 11,790 SH DEFINED 1 11,790 NATIONAL DATA CORP EQUITY 635621105 3156 96,180 SH DEFINED 2 96,180 NATIONAL DISC BROKERS GROUP EQUITY 635646102 3 112 SH DEFINED 2 112 NATIONAL EQUIPMENT SERV EQUITY 635847106 366 75,000 SH DEFINED 1 75,000 NATIONAL FUEL GAS C EQUITY 636180101 123 2,200 SH DEFINED 1 2,200 NATIONAL FUEL GAS CO N J EQUITY 636180101 2231 39,800 SH DEFINED 2 39,800 NATIONAL GOLF PPTYS INC EQUITY 63623G109 3 140 SH DEFINED 2 140 NATIONAL HEALTH INVS INC EQUITY 63633D104 1 149 SH DEFINED 2 149

84 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NATIONAL INFORMATION CONSORTM EQUITY 636491102 73 SH DEFINED 2 73 NATIONAL INSTRS CORP EQUITY 636518102 1529 34,642 SH DEFINED 2 34,642 NATIONAL OILWELL INC EQUITY 637071101 15939 510,048 SH DEFINED 2 510,048 NATIONAL PENN BANCSHARES INC EQUITY 637138108 3 176 SH DEFINED 2 176 NATIONAL PRESTO INDS INC EQUITY 637215104 1443 48,200 SH DEFINED 2 48,200 NATIONAL SEMICONDUC EQUITY 637640103 193 4,800 SH DEFINED 1 4,800 NATIONAL SEMICONDUCTOR CORP EQUITY 637640103 1498 37,213 SH DEFINED 2 37,213 NATIONAL SERVICE IN EQUITY 637657107 23 1,200 SH DEFINED 1 1,200 NATIONAL STEEL CORP EQUITY 637844309 123 SH DEFINED 2 123 NATIONAL SVC INDS INC EQUITY 637657107 3310 169,180 SH DEFINED 2 169,180 NATIONAL-OILWELL INC COM EQUITY 637071101 60300 1,929,600 SH DEFINED 3 1,886,300 43,300 NATIONSRENT INC EQUITY 638588103 1 159 SH DEFINED 2 159 NATIONWIDE FINL SVCS CL A EQUITY 638612101 20979 561,300 SH DEFINED 3 522,500 38,800 NATIONWIDE FINL SVCS INC EQUITY 638612101 13178 352,589 SH DEFINED 2 352,589 NATIONWIDE HEALTH PPTYS INC EQUITY 638620104 3 216 SH DEFINED 2 216 NATURAL MICROSYSTEMS CORP EQUITY 638882100 5380 100,000 SH DEFINED 4 100,000 NATURAL MICROSYSTEMS CORP EQUITY 638882100 1700 31,606 SH DEFINED 2 31,606 NAUTICA ENTERPRISES INC EQUITY 639089101 2 138 SH DEFINED 2 138 NAVIGANT CONSULTING EQUITY 63935N107 8 2,400 SH DEFINED 1 2,400 NAVIGANT CONSULTING CO EQUITY 63935N107 1 244 SH DEFINED 2 244 NAVISITE INC EQUITY 63935M109 2 82 SH DEFINED 2 82 NAVISTAR INTERNATIO EQUITY 63934E108 57 1,900 SH DEFINED 1 1,900 NAVISTAR INTL CORP INC EQUITY 63934E108 18 599 SH DEFINED 2 599 NB CAP CORP EQUITY 62874N607 238 10,000 SH DEFINED 2 10,000 NBC INTERNET INC EQUITY 62873D105 2 254 SH DEFINED 2 254 NBT BANCORP INC EQUITY 628778102 1 105 SH DEFINED 2 105 NBTY INC EQUITY 628782104 2 318 SH DEFINED 2 318 NCH CORP. EQUITY 628850109 11 300 SH DEFINED 1 300 NCI BLDG SYS INC EQUITY 628852105 1 100 SH DEFINED 2 100 NCO GROUP INC EQUITY 628858102 17 1,400 SH DEFINED 1 1,400 NCO GROUP INC EQUITY 628858102 953 80,285 SH DEFINED 2 80,285 NCR CORP NEW EQUITY 62886E108 39 1,020 SH DEFINED 2 1,020 NCR CORPORATION EQUITY 62886E108 100 2,650 SH DEFINED 1 2,650 NEBCO EVANS HLDG CO EQUITY 639515402 422 SH DEFINED 2 422 NEIMAN MARCUS GROUP EQUITY 640204202 91 2,800 SH DEFINED 1 2,800 NEIMAN MARCUS GROUP EQUITY 640204202 7 207 SH DEFINED 2 207 NEOFORMA COM INC EQUITY 640475109 1 149 SH DEFINED 2 149

85 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NEON COMMUNICATIONS INC EQUITY 640506101 1 41 SH DEFINED 2 41 NEON SYS INC EQUITY 640509105 32 SH DEFINED 2 32 NEORX CORP EQUITY 640520300 3 104 SH DEFINED 2 104 NEOSE TECHNOLOGIES INC EQUITY 640522108 3 54 SH DEFINED 2 54 NET PERCEPTIONS INC EQUITY 64107U101 100 SH DEFINED 2 100 NET2000 COMMUNICATION INC EQUITY 64122G103 1 100 SH DEFINED 2 100 NET2PHONE INC EQUITY 64108N106 2 92 SH DEFINED 2 92 NETBANK INC EQUITY 640933107 3 217 SH DEFINED 2 217 NETCENTIVES INC EQUITY 64108P101 1 190 SH DEFINED 2 190 NETCREATIONS INC EQUITY 64110N102 33 SH DEFINED 2 33 NETCURRENTS INC EQUITY 64110J119 2 13,000 SH DEFINED 4 13,000 NETEGRITY INC EQUITY 64110P107 11666 166,654 SH DEFINED 2 166,654 NETIQ EQUITY 64115P102 693 10,544 SH DEFINED 2 10,544 NETOBJECTS INC EQUITY 64114L102 106 SH DEFINED 2 106 NETOPIA INC EQUITY 64114K104 7 623 SH DEFINED 2 623 NETRO CORP EQUITY 64114R109 19346 326,516 SH DEFINED 2 326,516 NETSCOUT SYS INC EQUITY 64115T104 8731 367,600 SH DEFINED 2 367,600 NETSCOUT SYS INC COM EQUITY 64115T104 8728 367,500 SH DEFINED 3 367,500 NETSILICON INC EQUITY 64115X105 4004 191,255 SH DEFINED 2 191,255 NETSILICON INC COM EQUITY 64115X105 4003 191,200 SH DEFINED 3 191,200 NETSOLVE INC EQUITY 64115J106 1 107 SH DEFINED 2 107 NETWORK ACCESS SOLUTIONS CORP EQUITY 64120S109 100 SH DEFINED 2 100 NETWORK APPLIANCE I EQUITY 64120L104 5229 41,050 SH DEFINED 1 41,050 NETWORK APPLIANCE INC EQUITY 64120L104 48664 382,050 SH DEFINED 2 382,050 NETWORK COMM INC EQUITY 64122T105 1 214 SH DEFINED 2 214 NETWORK EQUIP TECHNOLOGIES EQUITY 641208103 2 141 SH DEFINED 2 141 NETWORK PERIPHERALS INC EQUITY 64121R100 2 135 SH DEFINED 2 135 NETWORK PLUS CORP CORPBOND 64122D605 7434 415,500 PRN DEFINED 4 415,500 NETWORK PLUS CORP EQUITY 64122D506 1 155 SH DEFINED 2 155 NETWORKS ASSOCIATES EQUITY 640938106 183 8,100 SH DEFINED 1 8,100 NETWORKS ASSOCS INC EQUITY 640938106 33 1,463 SH DEFINED 2 1,463 NETZERO INC EQUITY 64122R109 200 SH DEFINED 2 200 NEUBERGER BERMAN INC EQUITY 641234109 6 105 SH DEFINED 2 105 NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 5 114 SH DEFINED 2 114 NEUROGEN CORP EQUITY 64124E106 3 100 SH DEFINED 2 100 NEW ENGLAND BUSINESS SVC INC EQUITY 643872104 2 130 SH DEFINED 2 130 NEW ERA OF NETWORKS INC EQUITY 644312100 4 155 SH DEFINED 2 155

86 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NEW FOCUS INC EQUITY 644383101 5502 69,732 SH DEFINED 2 69,732 NEW JERSEY RES CORP EQUITY 646025106 4 100 SH DEFINED 2 100 NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 3874 283,000 SH DEFINED 1 283,000 NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 5906 431,500 SH DEFINED 3 369,300 62,200 NEW PLAN EXCEL RLTY TR INC EQUITY 648053106 1357 99,151 SH DEFINED 2 99,151 NEW YORK TIMES EQUITY 650111107 208 5,300 SH DEFINED 1 5,300 NEW YORK TIMES CO EQUITY 650111107 6207 157,891 SH DEFINED 2 157,891 NEWELL FINL TR I EQUITY 651195307 1332 36,500 SH DEFINED 2 36,500 NEWELL RUBBERMAID I EQUITY 651229106 191 8,388 SH DEFINED 1 8,388 NEWELL RUBBERMAID INC EQUITY 651229106 3795 166,376 SH DEFINED 2 166,376 NEWFIELD EXPL CO EQUITY 651290108 13906 297,843 SH DEFINED 2 297,843 NEWMONT MINING CORP EQUITY 651639106 85 4,973 SH DEFINED 1 4,973 NEWMONT MNG CORP EQUITY 651639106 44 2,616 SH DEFINED 2 2,616 NEWPARK RES INC EQUITY 651718504 50 5,400 SH DEFINED 2 5,400 NEWPORT CORP EQUITY 651824104 37063 232,713 SH DEFINED 2 232,713 NEWPORT NEWS SHIPBU EQUITY 652228107 78 1,800 SH DEFINED 1 1,800 NEWPORT NEWS SHIPBUILDING INC EQUITY 652228107 7 154 SH DEFINED 2 154 NEWS CORP LTD EQUITY 652487703 52993 945,242 SH DEFINED 2 945,242 NEWS CORP LTD EQUITY 652487802 57989 1,237,100 SH DEFINED 2 1,237,100 NEXELL THERAPEUTICS INC EQUITY 65332H203 1 111 SH DEFINED 2 111 NEXT LEVEL COMMUNICATIONS INC EQUITY 65333U104 7 111 SH DEFINED 2 111 NEXTCARD INC EQUITY 65332K107 2 210 SH DEFINED 2 210 NEXTEL COMMUNICATIO EQUITY 65332V103 1005 21,500 SH DEFINED 1 21,500 NEXTEL COMMUNICATIONS INC EQUITY 65332V103 12683 271,299 SH DEFINED 2 271,299 NEXTEL COMMUNICATIONS INC EQUITY 65332V707 7751 8,074 SH DEFINED 2 8,074 NEXTEL PARTNERS INC EQUITY 65333F107 1,456 50,000 SH DEFINED 1 50,000 NEXTEL PARTNERS INC EQUITY 65333F107 4 121 SH DEFINED 2 121 NEXTLINK COMMUNICATIONS INC EQUITY 65333H707 5475 155,590 SH DEFINED 2 155,590 NEXTLINK COMMUNICATIONS INC EQUITY 65333H863 2615 15,800 SH DEFINED 2 15,800 NEXTLINK COMMUNICATIONS INS EQUITY 65333H830 446 564 SH DEFINED 2 564 NHANCEMENT TECHNOLOGIES INC EQUITY 65334P104 1 88 SH DEFINED 2 88 NIAGARA MOHAWK HLDGS INC EQUITY 653520106 1482 94,074 SH DEFINED 2 94,074 NIAGARA MOHAWK HOLD EQUITY 653520106 80 5,100 SH DEFINED 1 5,100 NICE SYS LTD EQUITY 653656108 822 11,410 SH DEFINED 2 11,410 NICOR INC EQUITY 654086107 51 1,400 SH DEFINED 1 1,400 NICOR INC EQUITY 654086107 1787 49,393 SH DEFINED 2 49,393 NIKE INC EQUITY 654106103 3176 79,265 SH DEFINED 2 79,265

87 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NIKE INC. EQUITY 654106103 316 7,900 SH DEFINED 1 7,900 NIPPON TELEG + TEL CORP EQUITY 654624105 2466 50,320 SH DEFINED 2 50,320 NISOURCE INC EQUITY 65473P105 171 7,000 SH DEFINED 1 7,000 NISOURCE INC EQUITY 65473P105 1629 66,850 SH DEFINED 2 66,850 NISOURCE INC EQUITY 65473P303 384 8,000 SH DEFINED 2 8,000 NL INDS INC EQUITY 629156407 4 200 SH DEFINED 2 200 NOBLE AFFILIATES IN EQUITY 654894104 119 3,200 SH DEFINED 1 3,200 NOBLE AFFILIATES INC EQUITY 654894104 2357 63,484 SH DEFINED 2 63,484 NOBLE DRILLING CORP EQUITY 655042109 392 7,800 SH DEFINED 1 7,800 NOBLE DRILLING CORP EQUITY 655042109 58242 1,159,036 SH DEFINED 2 1,159,036 NOKIA CORP EQUITY 654902204 218012 5,475,953 SH DEFINED 2 5,475,953 Nokia Corp ADR EQUITY 654902204 358 9,000 SH DEFINED 1 9,000 NORDSON CORP EQUITY 655663102 51 1,800 SH DEFINED 1 1,800 NORDSON CORP EQUITY 655663102 1229 43,200 SH DEFINED 2 43,200 NORDSTROM INC EQUITY 655664100 47 3,024 SH DEFINED 2 3,024 NORDSTROM INC. EQUITY 655664100 67 4,300 SH DEFINED 1 4,300 NORFOLK AND SOUTHER EQUITY 655844108 167 11,400 SH DEFINED 1 11,400 NORFOLK SOUTHN CORP EQUITY 655844108 7015 479,675 SH DEFINED 2 479,675 NORMANDY MINING LTD EQUITY 664520004 26 47,684 SH DEFINED 2 47,684 NORSK HYDRO A S EQUITY 656531605 1299 30,700 SH DEFINED 2 30,700 NORTEK INC EQUITY 656559101 1 37 SH DEFINED 2 37 NORTEL NETWORKS COR EQUITY 656568102 30328 509,170 SH DEFINED 1 509,170 NORTEL NETWORKS CORP EQUITY 656568102 278761 4,680,147 SH DEFINED 2 4,680,147 NORTEL NETWORKS CORP EQUITY 656568953 1431 23,871 SH DEFINED 2 23,871 NORTH FORK BANCORPO EQUITY 659424105 218 10,100 SH DEFINED 1 10,100 NORTH FORK BANCORPORATION INC EQUITY 659424105 469 21,677 SH DEFINED 2 21,677 NORTH PITTSBURGH SYS INC EQUITY 661562108 1 100 SH DEFINED 2 100 NORTHEAST UTILS EQUITY 664397106 187 8,600 SH DEFINED 1 8,600 NORTHEAST UTILS EQUITY 664397106 261 12,023 SH DEFINED 2 12,023 NORTHERN TRUST CORP EQUITY 665859104 576 6,480 SH DEFINED 1 6,480 NORTHERN TRUST CORP EQUITY 665859104 3605 40,568 SH DEFINED 2 40,568 NORTHPOINT COMMUNICATIONS HLDG EQUITY 666610100 1671 188,291 SH DEFINED 2 188,291 NORTHROP GRUMMAN CO EQUITY 666807102 182 2,000 SH DEFINED 1 2,000 NORTHROP GRUMMAN CORP EQUITY 666807102 156 1,715 SH DEFINED 2 1,715 NORTHWAY FINANCIAL EQUITY 667270102 1046 45,010 SH DEFINED 1 45,010 NORTHWEST AIRLS CORP EQUITY 667280101 6636 270,169 SH DEFINED 2 270,169 NORTHWEST BANCORP INC PA EQUITY 667328108 2 249 SH DEFINED 2 249

88 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NORTHWEST NAT GAS CO EQUITY 667655104 1078 47,400 SH DEFINED 2 47,400 NORTHWEST NATURAL G EQUITY 667655104 18 800 SH DEFINED 1 800 NORTHWESTERN CORP EQUITY 668074107 2 100 SH DEFINED 2 100 NOVA CORP GA EQUITY 669784100 6945 405,525 SH DEFINED 2 405,525 NOVA CORP/GEORGIA EQUITY 669784100 69 4,000 SH DEFINED 1 4,000 NOVADIGM INC EQUITY 669937104 1 53 SH DEFINED 2 53 NOVELL INC EQUITY 670006105 8374 842,689 SH DEFINED 2 842,689 NOVELL INC. EQUITY 670006105 101 10,200 SH DEFINED 1 10,200 NOVELLUS SYS INC EQUITY 670008101 24792 532,441 SH DEFINED 2 532,441 NOVELLUS SYSTEMS IN EQUITY 670008101 182 3,900 SH DEFINED 1 3,900 NOVEN PHARMACEUTICALS INC EQUITY 670009109 23 545 SH DEFINED 2 545 NOVOGEN LTD EQUITY 664824901 205 105,000 SH DEFINED 2 105,000 NOVOSTE CORP EQUITY 67010C100 4 101 SH DEFINED 2 101 NPS PHARMACEUTICALS INC EQUITY 62936P103 493 8,713 SH DEFINED 2 8,713 NRG ENERGY INC EQUITY 629377102 11009 301,620 SH DEFINED 1 301,620 NRG ENERGY INC EQUITY 629377102 8200 224,651 SH DEFINED 2 224,651 NS GROUP INC EQUITY 628916108 1 71 SH DEFINED 2 71 NSTAR EQUITY 67019E107 129 3,200 SH DEFINED 1 3,200 NSTAR EQUITY 67019E107 7 181 SH DEFINED 2 181 NTL INC EQUITY 629407107 39679 856,763 SH DEFINED 2 856,763 NTL INC EQUITY 629407123 31 712 SH DEFINED 2 712 NU HORIZONS ELECTRS CORP EQUITY 669908105 912 32,800 SH DEFINED 4 32,800 NU SKIN ENTERPRISES INC EQUITY 67018T105 2 279 SH DEFINED 2 279 NUANCE COMMUNICATIONS EQUITY 669967101 2960 24,336 SH DEFINED 2 24,336 NUCENTRIX BROADBAND NETWORKS EQUITY 670198100 1 32 SH DEFINED 2 32 NUCOR CORP EQUITY 670346105 78 2,600 SH DEFINED 1 2,600 NUCOR CORP EQUITY 670346105 304 10,000 SH DEFINED 4 10,000 NUCOR CORP EQUITY 670346105 2644 87,767 SH DEFINED 2 87,767 NUEVO ENERGY CO EQUITY 670509108 1 71 SH DEFINED 2 71 NUI CORP EQUITY 629430109 1 40 SH DEFINED 2 40 NUMERICAL TECHNOLOGIES INC EQUITY 67053T101 1 26 SH DEFINED 2 26 NUWAVE TECHNOLOGIES INC EQUITY 67065M110 10 26,900 SH DEFINED 4 26,900 NVIDIA CORP EQUITY 67066G104 295 3,600 SH DEFINED 1 3,600 NVIDIA CORP EQUITY 67066G104 2866 35,000 SH DEFINED 4 35,000 NVIDIA CORP EQUITY 67066G104 3343 40,831 SH DEFINED 2 40,831 NVR INC EQUITY 62944T105 3 43 SH DEFINED 2 43 NX NETWORKS INC EQUITY 629478108 2 248 SH DEFINED 2 248

89 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NYFIX INC EQUITY 670712108 6 138 SH DEFINED 2 138 O CHARLEYS INC EQUITY 670823103 1416 115,000 SH DEFINED 2 115,000 O CHARLEYS INC COM EQUITY 670823103 2301 186,900 SH DEFINED 3 186,900 O REILLY AUTOMOTIVE INC EQUITY 686091109 368 25,183 SH DEFINED 2 25,183 O2WIRELESS SOLUTIONS I COM EQUITY 689803104 10520 544,700 SH DEFINED 3 544,700 O2WIRELESS SOLUTIONS INC EQUITY 689803104 5794 300,000 SH DEFINED 2 300,000 OAK TECHNOLOGY EQUITY 671802106 7 245 SH DEFINED 2 245 OAKLEY INC EQUITY 673662102 3636 207,038 SH DEFINED 2 207,038 OBJECTIVE SYS INTEGRATORS INC EQUITY 674424106 1 165 SH DEFINED 2 165 OBJECTSOFT CORP EQUITY 674427117 5 41,000 SH DEFINED 4 41,000 OCCIDENTAL PETE CORP EQUITY 674599105 716 32,831 SH DEFINED 2 32,831 OCCIDENTAL PETROLEU EQUITY 674599105 4917 225,400 SH DEFINED 1 225,400 OCCIDENTE Y CARIBE CELULAR SA EQUITY 674608112 67 28,400 SH DEFINED 2 28,400 OCEAN ENERGY CORPOR EQUITY 67481E106 150 9,700 SH DEFINED 1 9,700 OCEAN ENERGY CORPOR EQUITY 67481E106 15583 1,009,400 SH DEFINED 3 877,000 132,400 OCEAN ENERGY INC TEX EQUITY 67481E106 4797 310,709 SH DEFINED 2 310,709 OCEANEERING INTL INC EQUITY 675232102 2 138 SH DEFINED 2 138 OCEANFIRST FINL CORP EQUITY 675234108 24 SH DEFINED 2 24 OCULAR SCIENCES INC EQUITY 675744106 1 104 SH DEFINED 2 104 OCWEN FINL CORP EQUITY 675746101 1 241 SH DEFINED 2 241 ODWALLA INC EQUITY 676111107 228 24,700 SH DEFINED 4 24,700 OFFICE DEPOT INC EQUITY 676220106 305 39,035 SH DEFINED 2 39,035 OFFICE DEPOT INC CORPBOND 676220AB2 718 1,000,000 PRN DEFINED 4 1,000,000 OFFICE DEPOT INC EQUITY 676220106 75 9,600 SH DEFINED 1 9,600 OFFICE MAX INC EQUITY 67622M108 2 654 SH DEFINED 2 654 OFFICEMAX INC EQUITY 67622M108 23 6,500 SH DEFINED 1 6,500 OFFICEMAX INC EQUITY 67622M108 55 15,400 SH DEFINED 4 15,400 OFFSHORE LOGISTICS INC CORPBOND 676255AF9 5624 5,739,000 PRN DEFINED 4 5,739,000 OFFSHORE LOGISTICS INC EQUITY 676255102 7047 394,215 SH DEFINED 2 394,215 OGDEN CORP EQUITY 676346109 38 2,800 SH DEFINED 1 2,800 OGDEN CORP EQUITY 676346109 4 324 SH DEFINED 2 324 OGE ENERGY CORP EQUITY 670837103 10 490 SH DEFINED 2 490 OGE ENERGY CORP. EQUITY 670837103 96 4,500 SH DEFINED 1 4,500 OHIO CAS CORP EQUITY 677240103 3 525 SH DEFINED 2 525 OHIO CASUALTY CORP EQUITY 677240103 22 3,500 SH DEFINED 1 3,500 OLD KENT FINANCIAL EQUITY 679833103 122 4,200 SH DEFINED 1 4,200 OLD KENT FINL CORP EQUITY 679833103 35 1,216 SH DEFINED 2 1,216

90 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ OLD NATL BANCORP IND EQUITY 680033107 6 198 SH DEFINED 2 198 OLD REP INTL CORP EQUITY 680223104 205 8,500 SH DEFINED 4 8,500 OLD REP INTL CORP EQUITY 680223104 71519 2,972,200 SH DEFINED 3 2,898,500 73,700 OLD REP INTL CORP EQUITY 680223104 888 36,900 SH DEFINED 1 36,900 OLD REP INTL CORP EQUITY 680223104 19629 815,759 SH DEFINED 2 815,759 OLIN CORP EQUITY 680665205 42 2,600 SH DEFINED 1 2,600 OLIN CORP EQUITY 680665205 4 247 SH DEFINED 2 247 OLYMPIC FINL LTD EQUITY 681593125 1,300 SH DEFINED 2 1,300 OM GROUP INC EQUITY 670872100 102 2,334 SH DEFINED 2 2,334 OMEGA FINL CORP EQUITY 682092101 12 SH DEFINED 2 12 OMNICARE INC EQUITY 681904108 85 5,300 SH DEFINED 1 5,300 OMNICARE INC EQUITY 681904108 1342 83,237 SH DEFINED 2 83,237 OMNICOM GROUP EQUITY 681919106 4961 68,015 SH DEFINED 2 68,015 OMNICOM GROUP INC EQUITY 681919106 372 5,100 SH DEFINED 1 5,100 OMNICOM GROUP INC CORPBOND 681919AE6 115723 50,032,000 PRN DEFINED 4 50,032,000 OMNOVA SOLUTIONS INC EQUITY 682129101 1 200 SH DEFINED 2 200 ON ASSIGNMENT INC EQUITY 682159108 3038 96,817 SH DEFINED 2 96,817 ON COMMAND CORP EQUITY 682160106 1 100 SH DEFINED 2 100 ON SEMICONDUCTOR CORP EQUITY 682189105 2 173 SH DEFINED 2 173 ON2 COM INC EQUITY 68338A107 177 SH DEFINED 2 177 ONEIDA LTD EQUITY 682505102 1 100 SH DEFINED 2 100 ONEOK EQUITY 682680103 30 750 SH DEFINED 1 750 ONEOK INC NEW EQUITY 682680103 16 415 SH DEFINED 2 415 ONEPOINT COMMUNICATIONS CORP EQUITY 68272T112 30 370 SH DEFINED 2 370 ONI SYS CORP EQUITY 68273F103 4728 56,685 SH DEFINED 2 56,685 ON-SITE SOURCING INC EQUITY 682195110 4 13,200 SH DEFINED 4 13,200 ONVIA COM INC EQUITY 68338T106 89 SH DEFINED 2 89 ONYX SOFTWARE CORP EQUITY 683402101 3 128 SH DEFINED 2 128 OPEN MKT INC EQUITY 68370M100 2 256 SH DEFINED 2 256 OPINION RESH CORP EQUITY 683755102 166 22,900 SH DEFINED 4 22,900 OPNET TECHNOLOGIES INC EQUITY 683757108 18 500 SH DEFINED 2 500 OPTICAL CABLE CORP EQUITY 683827109 1 57 SH DEFINED 2 57 ORACLE CORP EQUITY 68389X105 212399 2,697,132 SH DEFINED 2 2,697,132 ORACLE SYSTEMS EQUITY 68389X105 36327 461,300 SH DEFINED 1 461,300 ORATEC INTERVENTIONS COM EQUITY 68554M108 692 56,500 SH DEFINED 3 56,500 ORATEC INTERVENTIONS INC DEL EQUITY 68554M108 692 56,500 SH DEFINED 2 56,500 ORBITAL SCIENCES CORP EQUITY 685564106 49 5,907 SH DEFINED 2 5,907

91 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ORBOTECH LTD EQUITY M75253100 2639 48,250 SH DEFINED 2 48,250 ORCHID BIOSCIENCES INC EQUITY 68571P100 2 58 SH DEFINED 2 58 ORGANOGENESIS INC EQUITY 685906109 3 200 SH DEFINED 2 200 ORIENTAL FINL GROUP INC EQUITY 68618W100 2 100 SH DEFINED 2 100 ORTHODONTIC CTRS AMER INC EQUITY 68750P103 9 266 SH DEFINED 2 266 ORTHOFIX INTERNATIONAL EQUITY N6748L102 35 1,400 SH DEFINED 2 1,400 OSCA INC EQUITY 687836106 3034 182,500 SH DEFINED 2 182,500 OSCA INC CL A EQUITY 687836106 4397 264,500 SH DEFINED 3 264,500 OSHKOSH B GOSH INC EQUITY 688222207 1 70 SH DEFINED 2 70 OSHKOSH TRUCK CORP EQUITY 688239201 6910 178,331 SH DEFINED 2 178,331 OSI PHARMACEUTICALS INC EQUITY 671040103 11 160 SH DEFINED 2 160 OSICOM TECHNOLOGIES INC EQUITY 688271501 2 63 SH DEFINED 2 63 OSTEOTECH INC EQUITY 688582105 20 2,100 SH DEFINED 2 2,100 OTP BK LTD NATL SVGS + COML BK EQUITY 67106E101 278 5,400 SH DEFINED 2 5,400 OTTER TAIL PWR CO EQUITY 689648103 3 110 SH DEFINED 2 110 OUTBACK STEAKHOUSE EQUITY 689899102 122 4,500 SH DEFINED 1 4,500 OUTBACK STEAKHOUSE INC EQUITY 689899102 596 21,975 SH DEFINED 2 21,975 OUTDOOR SYS INC EQUITY 690057104 14 500 SH DEFINED 2 500 OVERSEAS SHIPHOLDIN EQUITY 690368105 52 1,900 SH DEFINED 1 1,900 OVERSEAS SHIPHOLDING GROUP INC EQUITY 690368105 5 165 SH DEFINED 2 165 OWENS + MINOR INC NEW EQUITY 690732102 3 203 SH DEFINED 2 203 OWENS CORNING EQUITY 69073F103 2127 810,100 SH DEFINED 1 810,100 OWENS CORNING EQUITY 69073F103 1 311 SH DEFINED 2 311 OWENS ILL INC EQUITY 690768403 3456 373,656 SH DEFINED 2 373,656 OWENS ILL INC EQUITY 690768502 252 14,600 SH DEFINED 2 14,600 OWENS-ILLINOIS INC EQUITY 690768403 40 4,300 SH DEFINED 1 4,300 OXFORD HEALTH PLANS EQUITY 691471106 148 4,800 SH DEFINED 1 4,800 OXFORD HEALTH PLANS INC EQUITY 691471106 3161 102,843 SH DEFINED 2 102,843 P COM INC EQUITY 693262107 3 444 SH DEFINED 2 444 P F CHANGES CHINA BISTRO INC EQUITY 69333Y108 23 679 SH DEFINED 2 679 P G & E CORPORATION EQUITY 69331C108 278 11,500 SH DEFINED 1 11,500 PAC WEST TELECOMM INC EQUITY 69371Y101 1 91 SH DEFINED 2 91 PACCAR INC EQUITY 693718108 85 2,300 SH DEFINED 1 2,300 PACCAR INC EQUITY 693718108 585 15,774 SH DEFINED 2 15,774 PACIFIC AREOSPACE & ELECTRONIC EQUITY 693758112 9 23,400 SH DEFINED 4 23,400 PACIFIC CAP BANCORP NEW EQUITY 69404P101 3 118 SH DEFINED 2 118 PACIFIC CENTURY FIN EQUITY 694058108 79 4,600 SH DEFINED 1 4,600

92 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PACIFIC CENTY FINL CORP EQUITY 694058108 79 4,600 SH DEFINED 2 4,600 PACIFIC GULF PPTYS INC EQUITY 694396102 30 1,115 SH DEFINED 2 1,115 PACIFIC NORTHWEST BANCORP EQUITY 69466M103 1 100 SH DEFINED 2 100 PACIFIC SUNWEAR OF CALIF EQUITY 694873100 52 2,785 SH DEFINED 2 2,785 PACIFICARE HEALTH S EQUITY 695112102 70 2,004 SH DEFINED 1 2,004 PACIFICARE HEALTH SYSTEMS EQUITY 695112102 4 113 SH DEFINED 2 113 PACKAGING CORP AMER EQUITY 695156109 137 12,395 SH DEFINED 2 12,395 PACKARD BIOSCIENCE CO EQUITY 695172205 1 55 SH DEFINED 2 55 PACKETEER INC EQUITY 695210104 4 118 SH DEFINED 2 118 PACTIV CORP EQUITY 695257105 209 18,702 SH DEFINED 2 18,702 PACTIV CORPORATION EQUITY 695257105 57 5,100 SH DEFINED 1 5,100 PAGING BRAZIL HLDGS CO LLC EQUITY 69554T101 3,994 SH DEFINED 2 3,994 PAINE WEBBER GROUP EQUITY 695629105 293 4,300 SH DEFINED 1 4,300 PAINE WEBBER GROUP INC EQUITY 695629105 111 1,624 SH DEFINED 2 1,624 PALL CORP EQUITY 696429307 76 3,800 SH DEFINED 1 3,800 PALL CORP EQUITY 696429307 2786 139,733 SH DEFINED 2 139,733 PALM HBR HOMES INC EQUITY 696639103 1 100 SH DEFINED 2 100 PALM INC EQUITY 696642107 11153 210,674 SH DEFINED 1 210,674 PALM INC EQUITY 696642107 135712 2,563,635 SH DEFINED 2 2,563,635 PANAFON HELLENIC CO S A EQUITY 698113206 9 1,000 SH DEFINED 2 1,000 PANAFON HELLENIC TELECOM CO EQUITY 698113107 445 46,500 SH DEFINED 2 46,500 PANAMSAT CORP NEW EQUITY 697933109 4 137 SH DEFINED 2 137 PAPA JOHN'S INTL IN EQUITY 698813102 35 1,400 SH DEFINED 1 1,400 PAPA JOHNS INTL INC EQUITY 698813102 4 176 SH DEFINED 2 176 PARADIGM ENETICS INC EQUITY 69900R106 1434 60,062 SH DEFINED 2 60,062 PARADIGM MED INDS INC DEL EQUITY 69900Q116 16 19,300 SH DEFINED 4 19,300 PARADYNE NETWORKS INC EQUITY 69911G107 17 3,091 SH DEFINED 2 3,091 PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 403 36,842 SH DEFINED 2 36,842 PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 89 8,100 SH DEFINED 1 8,100 PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 345 31,500 SH DEFINED 4 31,500 PAREXEL INTL CORP EQUITY 699462107 3696 434,766 SH DEFINED 2 434,766 PARK ELECTROCHEMICAL CORP CORPBOND 700416AB6 5071 3,842,000 PRN DEFINED 4 3,842,000 PARK ELECTROCHEMICAL CORP EQUITY 700416209 10417 187,276 SH DEFINED 2 187,276 PARK N VIEW INC EQUITY 700592116 39 6,500 SH DEFINED 2 6,500 PARK NATL CORP EQUITY 700658107 4 42 SH DEFINED 2 42 PARK OH HLDGS CORP EQUITY 700666100 20 2,600 SH DEFINED 2 2,600 PARK PL ENTMT CORP EQUITY 700690100 14381 950,838 SH DEFINED 2 950,838

93 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PARK PLACE ENTERTAI EQUITY 700690100 268 17,700 SH DEFINED 1 17,700 PARKER DRILLING CO EQUITY 701081101 326 46,500 SH DEFINED 4 46,500 PARKER DRILLING CO EQUITY 701081101 2 309 SH DEFINED 2 309 PARKER HANNIFAN EQUITY 701094104 110 3,250 SH DEFINED 1 3,250 PARKER HANNIFIN CORP EQUITY 701094104 832 24,641 SH DEFINED 2 24,641 PARKERVISION INC EQUITY 701354102 3 65 SH DEFINED 2 65 PARKWAY PPTYS INC EQUITY 70159Q104 2742 89,900 SH DEFINED 2 89,900 PARKWAY PPTYS INC COM EQUITY 70159Q104 8320 272,800 SH DEFINED 3 232,400 40,400 PARLEX CORP EQUITY 701630105 2650 160,000 SH DEFINED 2 160,000 PARLEX CORP COM EQUITY 701630105 2650 160,000 SH DEFINED 3 160,000 PARTNER COMMUNICATION CO LTD EQUITY 70211M109 124 16,090 SH DEFINED 2 16,090 PARTNERRE LTD EQUITY G6852T105 451 9,500 SH DEFINED 2 9,500 PATINA OIL & GAS CORP EQUITY 703224113 936 117,000 SH DEFINED 4 117,000 PATINA OIL + GAS CORP EQUITY 703224105 1 28 SH DEFINED 2 28 PATTERSON DENTAL CO EQUITY 703412106 7 302 SH DEFINED 2 302 PATTERSON ENERGY INC COM EQUITY 703414102 40339 1,173,500 SH DEFINED 3 1,142,500 31,000 PATTERSON ENERGYINC EQUITY 703414102 5741 167,007 SH DEFINED 2 167,007 PAXAR CORP EQUITY 704227107 3 345 SH DEFINED 2 345 PAXSON COMMUNICATIONS CORP EQUITY 704231109 3 240 SH DEFINED 2 240 PAXSON COMMUNICATIONS CORP EQUITY 704231117 256 SH DEFINED 2 256 PAXSON COMMUNICATIONS CORP EQUITY 704231505 461 47 SH DEFINED 2 47 PAXSON COMMUNICATIONS CORP EQUITY 704231604 89 9 SH DEFINED 2 9 PAYCHEX INC EQUITY 704326107 579 11,025 SH DEFINED 1 11,025 PAYCHEX INC EQUITY 704326107 118540 2,257,901 SH DEFINED 3 2,151,005 106,896 PAYCHEX INC EQUITY 704326107 38972 742,329 SH DEFINED 2 742,329 PAYLESS SHOESOURCE EQUITY 704379106 73 1,300 SH DEFINED 1 1,300 PAYLESS SHOESOURCE INC EQUITY 704379106 9 168 SH DEFINED 2 168 PC CONNECTION INC EQUITY 69318J100 2 40 SH DEFINED 2 40 PC TEL INC EQUITY 69325Q105 1 58 SH DEFINED 2 58 PE CORP EQUITY 69332S102 43249 371,240 SH DEFINED 2 371,240 PE CORP EQUITY 69332S201 4809 48,274 SH DEFINED 2 48,274 PE CORP-PE BIOSYTEM EQUITY 69332S102 1014 8,700 SH DEFINED 1 8,700 PECO ENERGY CO EQUITY 693304107 260 4,300 SH DEFINED 1 4,300 PECO ENERGY CO EQUITY 693304107 13270 219,110 SH DEFINED 2 219,110 PEGASUS COMMUNICATIONS CORP EQUITY 705904100 43779 906,162 SH DEFINED 2 906,162 PEGASUS COMMUNICATIONS CORP EQUITY 705904209 156 149 SH DEFINED 2 149 PEGASUS SYS INC EQUITY 705906105 48 2,466 SH DEFINED 2 2,466

94 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PENFED FINL SVCS INC EQUITY 708167101 203 13,200 SH DEFINED 4 13,200 PENN ENGR + MFG CORP EQUITY 707389300 12 SH DEFINED 2 12 PENN TRAFFIC CO EQUITY 707832119 8 11,300 SH DEFINED 4 11,300 PENN TREATY AMERN CORP CORPBOND 707874AA1 292 350,000 PRN DEFINED 4 350,000 PENN TREATY AMERN CORP EQUITY 707874103 29 1,600 SH DEFINED 2 1,600 PENN TREATY AMERN CORP CORPBOND 707874AC7 3092 3,708,000 PRN DEFINED 4 3,708,000 PENN VA CORP EQUITY 707882106 393 15,100 SH DEFINED 4 15,100 PENNACO ENERGY INC EQUITY 708046107 1 68 SH DEFINED 2 68 PENNEY J C INC EQUITY 708160106 4261 360,750 SH DEFINED 2 360,750 PENNSYLVANIA REAL ESTATE INVT EQUITY 709102107 3 162 SH DEFINED 2 162 PENNZOIL QUAKER ST CO EQUITY 709323109 4903 466,994 SH DEFINED 2 466,994 PENTAIR INC EQUITY 709631105 705 26,366 SH DEFINED 2 26,366 PENTAIR, INC EQUITY 709631105 75 2,800 SH DEFINED 1 2,800 PENTON MEDIA INC EQUITY 709668107 3 117 SH DEFINED 2 117 PENZOIL-QUAKER STAT EQUITY 709323109 47 4,499 SH DEFINED 1 4,499 PEOPLES BK BRIDGEPORT CONN EQUITY 710198102 2 106 SH DEFINED 2 106 PEOPLE'S ENERGY COR EQUITY 711030106 33 1,000 SH DEFINED 1 1,000 PEOPLES ENERGY CORP EQUITY 711030106 1058 31,700 SH DEFINED 2 31,700 PEOPLESOFT INC EQUITY 712713106 2383 85,300 SH DEFINED 1 85,300 PEOPLESOFT INC EQUITY 712713106 2762 98,871 SH DEFINED 2 98,871 PEP BOYS MANNY MOE + JACK EQUITY 713278109 2 300 SH DEFINED 2 300 PEPSI BOTTLING GROUP INC EQUITY 713409100 2002 66,589 SH DEFINED 2 66,589 PEPSICO INC EQUITY 713448108 51298 1,115,178 SH DEFINED 2 1,115,178 PEPSICO INC. EQUITY 713448108 17797 386,900 SH DEFINED 1 386,900 PEPSI-GEMEX S.A.- S EQUITY 713435105 667 124,100 SH DEFINED 1 124,100 PER SE TECHNOLOGIES INC EQUITY 713569309 3 245 SH DEFINED 2 245 PEREGRINE SYS INC EQUITY 71366Q101 415 21,913 SH DEFINED 2 21,913 PEREZ COMPANC SA- S EQUITY 71367B103 1089 66,523 SH DEFINED 1 66,523 PERFORMANCE FOOD GROUP CO EQUITY 713755106 38 1,008 SH DEFINED 2 1,008 PERICOM SEMICONDUCTOR CORP EQUITY 713831105 4 114 SH DEFINED 2 114 PERINI CORPORATION EQUITY 713839108 20000 4,705,882 SH DEFINED 1 4,705,882 PERKINELMER INC CORPBOND 714046AA7 6763 10,000,000 PRN DEFINED 4 10,000,000 PERKINELMER INC EQUITY 714046109 5386 51,600 SH DEFINED 3 44,200 7,400 PERKINELMER INC EQUITY 714046109 136 1,300 SH DEFINED 1 1,300 PERKINELMER INC EQUITY 714046109 14149 135,564 SH DEFINED 2 135,564 PERMIAN BASIN RTY TR EQUITY 714236106 974 175,000 SH DEFINED 4 175,000 PEROT SYS CORP EQUITY 714265105 4 374 SH DEFINED 2 374

95 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PERRIGO CO EQUITY 714290103 29 4,200 SH DEFINED 1 4,200 PERRIGO CO EQUITY 714290103 235 34,400 SH DEFINED 2 34,400 PER-SE TECHNOLOGIES EQUITY 713569309 1 51 SH DEFINED 1 51 PERSISTENCE SOFTWARE INC EQUITY 715329108 1 100 SH DEFINED 2 100 PETCO ANIMAL SUPPLIES INC EQUITY 716016100 4 186 SH DEFINED 2 186 PETRO CDA EQUITY 71644E953 60 2,700 SH DEFINED 2 2,700 PETRO CDA EQUITY 71644Z105 5598 251,700 SH DEFINED 2 251,700 PETROCHINA CO LTD A EQUITY 71646E100 75 3,800 SH DEFINED 1 3,800 PETROLEO BRASILEIRO EQUITY 71654V408 5132 170,700 SH DEFINED 1 170,700 PETROLEO BRASILEIRO SA EQUITY 71654V408 9074 301,825 SH DEFINED 2 301,825 PETROLEO BRASILEIRO SA PETRO EQUITY 71654V101 929 32,465 SH DEFINED 2 32,465 PETSMART INC EQUITY 716768106 3 579 SH DEFINED 2 579 PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 1580 45,700 SH DEFINED 3 45,700 PFF BANCORP INC EQUITY 69331W104 1 65 SH DEFINED 2 65 PFIZER EQUITY 717081103 41993 934,464 SH DEFINED 1 934,464 PFIZER INC EQUITY 717081103 569810 12,680,070 SH DEFINED 2 12,680,070 PG+E CORP EQUITY 69331C108 2090 86,402 SH DEFINED 2 86,402 PHARMACEUTICAL PROD DEV INC EQUITY 717124101 33 1,225 SH DEFINED 2 1,225 PHARMACIA CORP EQUITY 71713U102 7287 121,072 SH DEFINED 1 121,072 PHARMACIA CORP EQUITY 71713U102 154399 2,565,308 SH DEFINED 2 2,565,308 PHARMACOPEIA INC EQUITY 71713B104 3650 143,130 SH DEFINED 2 143,130 PHARMACOPEIA INC COM EQUITY 71713B104 20040 785,900 SH DEFINED 3 766,800 19,100 PHARMACYCLICS INC EQUITY 716933106 5 95 SH DEFINED 2 95 PHELPS DODGE CORP EQUITY 717265102 422 10,100 SH DEFINED 4 10,100 PHELPS DODGE CORP EQUITY 717265102 1715 41,081 SH DEFINED 2 41,081 PHELPS DODGE CORP. EQUITY 717265102 108 2,580 SH DEFINED 1 2,580 PHILADELPHIA CONS HLDG CORP EQUITY 717528103 67 3,195 SH DEFINED 2 3,195 PHILADELPHIA SUBN CORP EQUITY 718009608 5 200 SH DEFINED 2 200 PHILIP MORRIS EQUITY 718154107 13873 471,250 SH DEFINED 1 471,250 PHILIP MORRIS COS INC EQUITY 718154107 76622 2,602,862 SH DEFINED 2 2,602,862 PHILIPS INTERNATIONAL REALTY EQUITY 718333107 4214 244,300 SH DEFINED 3 208,500 35,800 PHILIPS INTL RLTY CORP EQUITY 718333107 976 56,600 SH DEFINED 2 56,600 PHILLIPINE LONG DISTANCE TEL EQUITY 718252703 19549 562,550 SH DEFINED 4 562,550 PHILLIPS PETE CO EQUITY 718507106 16263 259,164 SH DEFINED 2 259,164 PHILLIPS PETROLEUM EQUITY 718507106 469 7,470 SH DEFINED 1 7,470 PHILLIPS VAN HEUSEN CORP EQUITY 718592108 2 200 SH DEFINED 2 200 PHOENIX INVT PARTNERS LTD CORPBOND 719085AA0 10391 5,431,000 PRN DEFINED 4 5,431,000

96 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PHOENIX INVT PARTNERS LTD EQUITY 719085102 6 400 SH DEFINED 2 400 PHOENIX TECHNOLOGY LTD EQUITY 719153108 21 1,296 SH DEFINED 2 1,296 PHONE COM INC EQUITY 71920Q100 8815 77,578 SH DEFINED 2 77,578 PHOTOGEN TECHNOLOGIES INC EQUITY 71932A101 100 SH DEFINED 2 100 PHOTON DYNAMICS INC EQUITY 719364101 2012 53,293 SH DEFINED 2 53,293 PHOTON DYNAMICS INC COM EQUITY 719364101 2008 53,200 SH DEFINED 3 53,200 PHOTRONICS INC EQUITY 719405102 4 202 SH DEFINED 2 202 PHOTRONICS INC CORPBOND 719405AA0 1948 2,000,000 PRN DEFINED 4 2,000,000 PICO HLDGS INC EQUITY 693366205 1 100 SH DEFINED 2 100 PIEDMONT NAT GAS INC EQUITY 720186105 273 8,906 SH DEFINED 2 8,906 PIER 1 IMPORTS INC EQUITY 720279108 434 31,988 SH DEFINED 2 31,988 PILGRIMS PRIDE CORP EQUITY 721467108 1 100 SH DEFINED 2 100 PINNACLE ENTMT INC EQUITY 723456109 3 155 SH DEFINED 2 155 PINNACLE HLDGS INC EQUITY 72346N101 3318 124,605 SH DEFINED 2 124,605 PINNACLE HLDGS INC COM EQUITY 72346N101 9737 365,700 SH DEFINED 3 314,800 50,900 PINNACLE SYS INC EQUITY 723481107 240 21,359 SH DEFINED 2 21,359 PINNACLE WEST CAP C EQUITY 723484101 127 2,500 SH DEFINED 1 2,500 PINNACLE WEST CAP CORP EQUITY 723484101 14001 275,200 SH DEFINED 2 275,200 PIONEER GROUP INC EQUITY 723684106 8 180 SH DEFINED 2 180 PIONEER GROUP INC EQUITY 723684106 598 12,000 SH DEFINED 4 12,000 PIONEER NAT RES CO EQUITY 723787107 27 1,900 SH DEFINED 2 1,900 PIONEER NATURAL RES EQUITY 723787107 82 5,800 SH DEFINED 1 5,800 PIONEER STD ELECTRS INC EQUITY 723877106 40 2,919 SH DEFINED 2 2,919 PITNEY BOWES EQUITY 724479100 312 7,900 SH DEFINED 1 7,900 PITNEY BOWES INC EQUITY 724479100 14849 376,520 SH DEFINED 2 376,520 PITTSTON BRINK'S GR EQUITY 725701106 47 3,000 SH DEFINED 1 3,000 PITTSTON BRINKS GROUP EQUITY 725701106 101 6,512 SH DEFINED 2 6,512 PIXAR EQUITY 725811103 3 102 SH DEFINED 2 102 PIXELWORKS INC EQUITY 72581M107 3 59 SH DEFINED 2 59 PLACER DOME INC EQUITY 725906101 88 9,300 SH DEFINED 1 9,300 PLACER DOME INC EQUITY 725906101 21 2,274 SH DEFINED 2 2,274 PLACER DOME INC EQUITY 725906101 755 80,000 SH DEFINED 4 80,000 PLAINS RES INC EQUITY 726540503 3 160 SH DEFINED 2 160 PLANTRONICS INC NEW EQUITY 727493108 237 6,239 SH DEFINED 2 6,239 PLATO LEARNING INC EQUITY 72764Y100 29 1,400 SH DEFINED 2 1,400 PLAYBOY ENTERPRISES INC EQUITY 728117300 1 100 SH DEFINED 2 100 PLAYTEX PRODS INC EQUITY 72813P100 2 131 SH DEFINED 2 131

97 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PLEXUS CORP EQUITY 729132100 587 8,325 SH DEFINED 2 8,325 PLUG PWR INC EQUITY 72919P103 2 50 SH DEFINED 2 50 PLUM CREEK TIMBER CO COM EQUITY 729251108 393 17,600 SH DEFINED 3 17,600 PLUM CREEK TIMBER CO INC EQUITY 729251108 382 17,123 SH DEFINED 2 17,123 PLX TECHNOLOGY INC EQUITY 693417107 2 91 SH DEFINED 2 91 PMA CAP CORP EQUITY 693419202 3 181 SH DEFINED 2 181 PMC SIERRA INC EQUITY 69344F106 108271 503,000 SH DEFINED 2 503,000 PMI GROUP INC EQUITY 69344M101 176 2,600 SH DEFINED 1 2,600 PMI GROUP INC EQUITY 69344M101 70419 1,039,400 SH DEFINED 3 1,012,300 27,100 PMI GROUP INC EQUITY 69344M101 14024 207,002 SH DEFINED 2 207,002 PNC FINANCIAL SERVI EQUITY 693475105 566 8,700 SH DEFINED 1 8,700 PNC FINL SVCS GROUP INC EQUITY 693475105 9136 140,552 SH DEFINED 2 140,552 POGO PRODUCING CO EQUITY 730448107 19208 756,964 SH DEFINED 2 756,964 POGO PRODUCING CO COM EQUITY 730448107 57122 2,251,100 SH DEFINED 3 2,206,000 45,100 POHANG IRON + STEEL LTD EQUITY 730450103 1727 92,751 SH DEFINED 2 92,751 POLAND TELECOM FIN BV EQUITY 731012118 2,000 SH DEFINED 2 2,000 POLARIS INDS INC EQUITY 731068102 7 198 SH DEFINED 2 198 POLAROID CORP EQUITY 731095105 19 1,400 SH DEFINED 1 1,400 POLAROID CORP EQUITY 731095105 257 19,111 SH DEFINED 2 19,111 POLO RALPH LAUREN CORP EQUITY 731572103 6 399 SH DEFINED 2 399 POLSKI KONCERN NAFTOWY S A EQUITY 731613105 643 83,300 SH DEFINED 2 83,300 POLYCOM INC EQUITY 73172K104 275 4,100 SH DEFINED 1 4,100 POLYCOM INC EQUITY 73172K104 10628 158,700 SH DEFINED 3 133,100 25,600 POLYCOM INC EQUITY 73172K104 7002 104,554 SH DEFINED 2 104,554 POLYMEDICA CORP EQUITY 731738100 124 2,900 SH DEFINED 2 2,900 POLYMER GROUP INC EQUITY 731745105 92 12,498 SH DEFINED 2 12,498 POLYONE CORP EQUITY 73179P106 4 500 SH DEFINED 2 500 POMEROY COMPUTER RESOURCES EQUITY 731822102 32 1,700 SH DEFINED 2 1,700 POPE + TALBOT INC EQUITY 732827100 1 50 SH DEFINED 2 50 POPULAR INC EQUITY 733174106 11 400 SH DEFINED 2 400 PORTAL SOFTWARE INC EQUITY 736126103 345 8,622 SH DEFINED 2 8,622 POST PPTYS INC EQUITY 737464107 24534 563,200 SH DEFINED 3 476,800 86,400 POST PPTYS INC EQUITY 737464107 5572 127,900 SH DEFINED 2 127,900 POTASH CORP SASK INC EQUITY 73755L107 246 4,700 SH DEFINED 2 4,700 POTLATCH CORP EQUITY 737628107 25 800 SH DEFINED 1 800 POTLATCH CORP EQUITY 737628107 9 273 SH DEFINED 2 273 POTOMAC ELEC PWR CO EQUITY 737679100 703 27,900 SH DEFINED 1 27,900

98 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ POTOMAC ELEC PWR CO EQUITY 737679100 9 359 SH DEFINED 2 359 POWER INTEGRATIONS EQUITY 739276103 3 218 SH DEFINED 2 218 POWER INTERIGATIONS EQUITY 739276103 9 678 SH DEFINED 1 678 POWER ONE INC EQUITY 739308104 2363 39,054 SH DEFINED 2 39,054 POWERTEL INC EQUITY 73936C109 15 202 SH DEFINED 2 202 POWERWAVE TECHNOLOG EQUITY 739363109 133 3,500 SH DEFINED 1 3,500 POWERWAVE TECHNOLOGIES INC EQUITY 739363109 3867 101,859 SH DEFINED 2 101,859 PPG INDS INC EQUITY 693506107 4885 123,079 SH DEFINED 2 123,079 PPG INDUSTRIES INC EQUITY 693506107 210 5,300 SH DEFINED 1 5,300 PPL CORP EQUITY 69351T106 192 4,600 SH DEFINED 1 4,600 PPL CORP EQUITY 69351T106 55 1,319 SH DEFINED 2 1,319 PRAECIS PHARMACEUTICALS INC EQUITY 739421105 3 71 SH DEFINED 2 71 PRAXAIR INC EQUITY 74005P104 11830 316,530 SH DEFINED 1 316,530 PRAXAIR INC EQUITY 74005P104 4172 111,626 SH DEFINED 2 111,626 PRAXAIR INC EQUITY 74005P104 228 6,100 SH DEFINED 4 6,100 PRE PAID LEGAL SVCS INC EQUITY 740065107 3 107 SH DEFINED 2 107 PRECISION CASTPARTS EQUITY 740189105 115 3,000 SH DEFINED 1 3,000 PRECISION CASTPARTS CORP EQUITY 740189105 596 15,529 SH DEFINED 2 15,529 PRECISION DRILLING CORP EQUITY 74022D100 11275 316,500 SH DEFINED 2 316,500 PRECISION DRILLING CORP EQUITY 74022D951 622 17,400 SH DEFINED 2 17,400 PREMIER CONCEPTS INC EQUITY 740474127 3 10,400 SH DEFINED 4 10,400 PREMIER NATL BANCORP INC EQUITY 74053F107 1 49 SH DEFINED 2 49 PRENTISS PPTYS TR EQUITY 740706106 256 9,800 SH DEFINED 2 9,800 PRENTISS PPTYS TR SH BEN INT EQUITY 740706106 261 10,000 SH DEFINED 3 10,000 PRESIDENTIAL LIFE CORP EQUITY 740884101 3 200 SH DEFINED 2 200 PRESSTEK INC EQUITY 741113104 3 135 SH DEFINED 2 135 PRI AUTOMATION INC EQUITY 69357H106 2 124 SH DEFINED 2 124 PRICE COMMUNICATIONS CORP EQUITY 741437305 6 285 SH DEFINED 2 285 PRICE T ROWE & ASSO EQUITY 741477103 169 3,600 SH DEFINED 1 3,600 PRICE T ROWE + ASSOC INC EQUITY 741477103 106 2,259 SH DEFINED 2 2,259 PRICELINE COM INC EQUITY 741503106 6 476 SH DEFINED 2 476 PRIDE INTL INC EQUITY 741932107 1004 37,877 SH DEFINED 2 37,877 PRIDE INTL INC CORPBOND 741932AB3 1119 2,500,000 PRN DEFINED 4 2,500,000 PRIMA ENERGY CORP EQUITY 741901201 2 29 SH DEFINED 2 29 PRIMACOM AG EQUITY 74154N108 6213 443,800 SH DEFINED 2 443,800 PRIME GROUP RLTY TR EQUITY 74158J103 1 36 SH DEFINED 2 36 PRIME HOSPITALITY CORP EQUITY 741917108 100 9,900 SH DEFINED 2 9,900

99 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PRIMEDIA INC EQUITY 74157K101 12 717 SH DEFINED 2 717 PRIMEDIA INC EQUITY 74157K606 140 1,500 SH DEFINED 2 1,500 PRIMEDIA INC EQUITY 74157K887 267 3,000 SH DEFINED 2 3,000 PRIMEX TECHNOLOGIES INC EQUITY 741597108 1 25 SH DEFINED 2 25 PRIMUS KNOWLEDGE SOLUTIONS INC EQUITY 74163Q100 9 584 SH DEFINED 2 584 PRIMUS TELECOMM GROUP INC EQUITY 741929103 2 204 SH DEFINED 2 204 PRINCETON VIDEO IMAGE INC EQUITY 742476104 377 75,000 SH DEFINED 1 75,000 PRIORITY HEALTHCARE CORP EQUITY 74264T102 7 89 SH DEFINED 2 89 PRIVATE MEDIA GROUP INC EQUITY 74266R104 1 100 SH DEFINED 2 100 PROBUSINESS SVCS INC EQUITY 742674104 4 134 SH DEFINED 2 134 PROCOM TECHNOLOGY INC EQUITY 74270W107 1 39 SH DEFINED 2 39 PROCTER + GAMBLE CO EQUITY 742718109 13332 198,992 SH DEFINED 2 198,992 PROCTER AND GAMBLE EQUITY 742718109 2633 39,300 SH DEFINED 1 39,300 PROCURENET INC EQUITY 742804107 200 SH DEFINED 2 200 PRODIGY COMMUNICATIONS CORP EQUITY 74283P206 1 98 SH DEFINED 2 98 PROFESSIONAL DETAILING COM EQUITY 74312N107 14848 260,500 SH DEFINED 3 260,500 PROFESSIONAL DETAILING INC EQUITY 74312N107 14850 260,519 SH DEFINED 2 260,519 PROFIT RECOVERY GROUP INTL INC EQUITY 743168106 88 8,951 SH DEFINED 2 8,951 PROGENICS PHARMACEUTICALS INC EQUITY 743187106 686 25,000 SH DEFINED 2 25,000 PROGRESS SOFTWARE CORP EQUITY 743312100 214 15,730 SH DEFINED 2 15,730 PROGRESSIVE CORP OHIO EQUITY 743315103 52231 637,936 SH DEFINED 2 637,936 PROGRESSIVE CORP. EQUITY 743315103 3097 37,820 SH DEFINED 1 37,820 PROJECT SOFTWARE + DEV INC EQUITY 74339P101 47 3,028 SH DEFINED 2 3,028 PROLOGIS TR EQUITY 743410300 48569 1,595,050 SH DEFINED 4 1,595,050 PROLOGIS TR EQUITY 743410102 30256 1,273,940 SH DEFINED 3 1,096,130 177,810 PROLOGIS TR EQUITY 743410102 8471 356,679 SH DEFINED 2 356,679 PROLOGIS TR EQUITY 743410409 857 20,000 SH DEFINED 2 20,000 PROSOFTTRAINING COM INC COM EQUITY 743477101 1 77 SH DEFINED 2 77 PROTECTION ONE ALARM CORPBOND 743659AL8 3,618 9,045,000 PRN DEFINED 1 9,045,000 PROTECTIVE LIFE COR EQUITY 743674103 111 3,700 SH DEFINED 1 3,700 PROTECTIVE LIFE CORP EQUITY 743674103 594 19,883 SH DEFINED 2 19,883 PROTEIN DESIGN LABS INC EQUITY 74369L103 132 1,094 SH DEFINED 2 1,094 PROTON ENERGY SYS INC EQUITY 74371K101 359 12,550 SH DEFINED 2 12,550 PROVIDENT BANKSHARES CORP EQUITY 743859100 4 245 SH DEFINED 2 245 PROVIDENT FINANCIAL EQUITY 743866105 82 2,800 SH DEFINED 1 2,800 PROVIDENT FINL GROUP INC EQUITY 743866105 5 179 SH DEFINED 2 179 PROVIDIAN FINANCIAL EQUITY 74406A102 1810 14,250 SH DEFINED 1 14,250

100 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PROVIDIAN FINANCIAL EQUITY 74406A102 13722 108,050 SH DEFINED 3 89,450 18,600 PROVIDIAN FINL CORP EQUITY 74406A102 63590 500,706 SH DEFINED 2 500,706 PROVINCE HEALTHCARE CO EQUITY 743977100 28139 704,588 SH DEFINED 2 704,588 PROVINCE HEALTHCARE CO COM EQUITY 743977100 76542 1,916,550 SH DEFINED 3 1,890,900 25,650 PROXICOM INC EQUITY 744282104 10 500 SH DEFINED 2 500 PROXIM INC EQUITY 744284100 465 10,454 SH DEFINED 2 10,454 PS BUSINESS PKS INC CA EQUITY 69360J107 2085 76,500 SH DEFINED 2 76,500 PS BUSINESS PKS INC CA COM EQUITY 69360J107 8834 324,200 SH DEFINED 3 277,600 46,600 PSINET INC EQUITY 74437C101 3341 347,074 SH DEFINED 2 347,074 PSINET INC EQUITY 74437C408 562 33,800 SH DEFINED 2 33,800 PSS WORLD MED INC EQUITY 69366A100 2 429 SH DEFINED 2 429 PSS WORLD MEDICAL I EQUITY 69366A100 15 4,100 SH DEFINED 1 4,100 PUBLIC SERVICE ENTE EQUITY 744573106 4241 94,900 SH DEFINED 1 94,900 PUBLIC STORAGE INC EQUITY 74460D109 464 19,400 SH DEFINED 1 19,400 PUBLIC STORAGE INC EQUITY 74460D109 37080 1,549,030 SH DEFINED 3 1,317,546 231,484 PUBLIC STORAGE INC EQUITY 74460D109 11822 493,867 SH DEFINED 2 493,867 PUBLIC SVC CO N MEX EQUITY 744499104 60 2,300 SH DEFINED 1 2,300 PUBLIC SVC CO N MEX EQUITY 744499104 282 10,900 SH DEFINED 4 10,900 PUBLIC SVC CO NM EQUITY 744499104 161 6,225 SH DEFINED 2 6,225 PUBLIC SVC ENTERPRISE GROUP EQUITY 744573106 165 3,699 SH DEFINED 2 3,699 PUGET SOUND ENERGY INC EQUITY 745332106 8 300 SH DEFINED 2 300 PUGET SOUND PWR & L EQUITY 745332106 1233 48,600 SH DEFINED 1 48,600 PULITZER INC EQUITY 745769109 120 2,800 SH DEFINED 2 2,800 PULTE CORP EQUITY 745867101 46 1,400 SH DEFINED 1 1,400 PULTE CORP EQUITY 745867101 10250 310,600 SH DEFINED 3 310,600 PULTE CORP EQUITY 745867101 10661 323,057 SH DEFINED 2 323,057 PUMA TECHNOLOGY INC EQUITY 745887109 4 194 SH DEFINED 2 194 PURCHASEPRO COM INC EQUITY 746144104 454 5,162 SH DEFINED 2 5,162 PURE RES INC EQUITY 74622E102 6 269 SH DEFINED 2 269 PURINA MILLS INC EQUITY 746276104 1531 157,046 SH DEFINED 1 157,046 QBE INS GROUP EQUITY 671574002 72 15,263 SH DEFINED 2 15,263 QIAGEN NV EQUITY N72482107 2045 43,400 SH DEFINED 2 43,400 QIAGEN NV ORD EQUITY N72482107 8850 187,800 SH DEFINED 3 162,200 25,600 QLOGIC CORP EQUITY 747277101 15040 170,907 SH DEFINED 2 170,907 QLOGIC CORPORATION EQUITY 747277101 458 5,200 SH DEFINED 1 5,200 QLT INC EQUITY 746927102 18179 256,500 SH DEFINED 2 256,500 QLT INC COM EQUITY 746927102 5280 74,500 SH DEFINED 3 63,600 10,900

101 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ QPL INTERNATIONAL EQUITY 671677904 10 14,000 SH DEFINED 2 14,000 QRS CORP EQUITY 74726X105 2 139 SH DEFINED 2 139 QUAKER OATS EQUITY 747402105 324 4,100 SH DEFINED 1 4,100 QUAKER OATS CO EQUITY 747402105 11339 143,302 SH DEFINED 2 143,302 QUALCOMM INC EQUITY 747525103 1632 22,900 SH DEFINED 1 22,900 QUALCOMM INC EQUITY 747525103 23017 323,052 SH DEFINED 2 323,052 QUANEX CORP EQUITY 747620102 2 100 SH DEFINED 2 100 QUANTA SERVICES INC EQUITY 74763E102 102 3,700 SH DEFINED 1 3,700 QUANTA SERVICES INC EQUITY 74762E102 464 16,875 SH DEFINED 2 16,875 QUANTUM CORP EQUITY 747906204 15 977 SH DEFINED 2 977 QUANTUM CORP EQUITY 747906303 6 592 SH DEFINED 2 592 QUANTUM CORPORATION EQUITY 747906204 130 8,600 SH DEFINED 1 8,600 QUEENS CNTY BANCORP EQUITY 748242104 179 6,204 SH DEFINED 2 6,204 QUEST DIAGNOSTICS I EQUITY 74834L100 298 2,600 SH DEFINED 1 2,600 QUEST DIAGNOSTICS INC EQUITY 74834L100 15773 137,453 SH DEFINED 2 137,453 QUEST SOFTWARE INC EQUITY 74834T103 8 126 SH DEFINED 2 126 QUESTAR CORP EQUITY 748356102 168 6,050 SH DEFINED 1 6,050 QUESTAR CORP EQUITY 748356102 2787 100,212 SH DEFINED 2 100,212 QUESTRON TECHNOLOGY INC EQUITY 748372117 16 13,300 SH DEFINED 4 13,300 QUICKLOGIC CORP EQUITY 74837P108 2 98 SH DEFINED 2 98 QUIKSILVER INC EQUITY 74838C106 72 3,750 SH DEFINED 2 3,750 QUINENCO S.A.-ADR EQUITY 748718103 242 28,000 SH DEFINED 1 28,000 QUINTILES TRANSNATI EQUITY 748767100 54 3,400 SH DEFINED 1 3,400 QUINTILES TRANSNATIONAL CORP EQUITY 748767100 6668 418,384 SH DEFINED 2 418,384 QUINTUS CORP EQUITY 748798105 1 67 SH DEFINED 2 67 QUOKKA SPORTS INC EQUITY 749077103 100 SH DEFINED 2 100 QUORUM HEALTH GROUP EQUITY 749084109 53 4,100 SH DEFINED 1 4,100 QUORUM HEALTH GROUP INC EQUITY 749084109 7 500 SH DEFINED 2 500 QWEST COMMUNICATION EQUITY 749121109 12059 250,897 SH DEFINED 1 250,897 QWEST COMMUNICATIONS INTL INC EQUITY 749121109 43276 900,407 SH DEFINED 2 900,407 QWEST TRENDS TR EQUITY 74912L105 2844 35,600 SH DEFINED 2 35,600 R + B FALCON CORP EQUITY 74912E101 40822 1,464,482 SH DEFINED 2 1,464,482 R + B FALCON CORP EQUITY 74912E119 69 100 SH DEFINED 2 100 R + B FALCON CORP EQUITY 74912E309 444 349 SH DEFINED 2 349 R + G FINANCIAL CORP EQUITY 749136107 1 100 SH DEFINED 2 100 R G S ENERGY GROUP INC EQUITY 74956K104 5 194 SH DEFINED 2 194 R R DONNELLEY & SON EQUITY 257867101 96 3,900 SH DEFINED 1 3,900

102 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ R.P.M. INC OHIO EQUITY 749685103 251 27,642 SH DEFINED 2 27,642 RADIAN GROUP INC EQUITY 750236101 27304 404,497 SH DEFINED 2 404,497 RADIAN GROUP INC COM EQUITY 750236101 109026 1,615,200 SH DEFINED 3 1,573,500 41,700 RADIANT SYS INC EQUITY 75025N102 999 46,728 SH DEFINED 2 46,728 RADIO ONE INC EQUITY 75040P108 831 99,997 SH DEFINED 2 99,997 RADIO ONE INC EQUITY 75040P405 3207 454,100 SH DEFINED 2 454,100 RADIO ONE INC CL A EQUITY 75040P108 826 99,400 SH DEFINED 3 99,400 RADIO ONE INC CL A EQUITY 75040P405 16951 2,400,200 SH DEFINED 3 2,343,000 57,200 RADIOSHACK CORP EQUITY 750438103 16670 257,950 SH DEFINED 1 257,950 RADIOSHACK CORP EQUITY 750438103 40116 620,755 SH DEFINED 2 620,755 RADISYS CORP EQUITY 750459109 1893 37,432 SH DEFINED 2 37,432 RAILWORKS CORP EQUITY 750789109 2317 674,000 SH DEFINED 2 674,000 RAINBOW TECHNOLOGIES INC EQUITY 750862104 56 1,592 SH DEFINED 2 1,592 RALCORP HLDGS INC NEW EQUITY 751028101 3 234 SH DEFINED 2 234 RALSTON PURINA CO EQUITY 751277302 153 6,478 SH DEFINED 2 6,478 RALSTON PURINA GROU EQUITY 751277302 214 9,020 SH DEFINED 1 9,020 RAMBUS INC DEL EQUITY 750917106 46 579 SH DEFINED 2 579 RAMP NETWORKS INC EQUITY 751567108 126 SH DEFINED 2 126 RARE HOSPITALITY INTL INC EQUITY 753820109 1 64 SH DEFINED 2 64 RARE MEDIUM GROUP INC EQUITY 75382N109 2 218 SH DEFINED 2 218 RATIONAL SOFTWARE CORP EQUITY 75409P202 715 10,300 SH DEFINED 1 10,300 RATIONAL SOFTWARE CORP CORPBOND 75409PAA1 4140 2,000,000 PRN DEFINED 4 2,000,000 RATIONAL SOFTWARE CORP EQUITY 75409P202 81421 1,173,642 SH DEFINED 2 1,173,642 RATIONAL SOFTWARE CORP CORPBOND 75409PAC7 12420 6,000,000 PRN DEFINED 4 6,000,000 RAVISENT TECHNOLOGIES INC EQUITY 754440105 100 SH DEFINED 2 100 RAYMOND JAMES FINANCIAL INC EQUITY 754730109 37 1,113 SH DEFINED 2 1,113 RAYONIER INC EQUITY 754907103 54 1,500 SH DEFINED 1 1,500 RAYONIER INC EQUITY 754907103 545 15,163 SH DEFINED 2 15,163 RAYOVAC CORP EQUITY 755081106 83 4,848 SH DEFINED 2 4,848 RAYTHEON CO EQUITY 755111309 3255 118,900 SH DEFINED 2 118,900 RAYTHEON CO EQUITY 755111408 8929 313,977 SH DEFINED 2 313,977 RAYTHEON COMPANY CL EQUITY 755111408 276 9,700 SH DEFINED 1 9,700 RAZORFISH INC EQUITY 755236106 1 126 SH DEFINED 2 126 RCN CORP EQUITY 749361101 920 44,344 SH DEFINED 2 44,344 READ RITE CORP EQUITY 755246105 3938 350,000 SH DEFINED 2 350,000 READERS DIGEST ASSN EQUITY 755267101 231 6,550 SH DEFINED 1 6,550 READERS DIGEST ASSN INC EQUITY 755267101 561 15,891 SH DEFINED 2 15,891

103 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ READ-RITE CORP CORPBOND 755246AB1 46720 18,507,000 PRN DEFINED 4 18,507,000 READ-RITE CORP EQUITY 755246105 3937 350,000 SH DEFINED 3 350,000 REAL NETWORKS INC EQUITY 75605L104 8296 208,705 SH DEFINED 2 208,705 REALTY INCOME CORP EQUITY 756109104 5 200 SH DEFINED 2 200 RECKSON ASSOCS RLTY CORP EQUITY 75621K106 20195 792,000 SH DEFINED 3 688,500 103,500 RECKSON ASSOCS RLTY CORP EQUITY 75621K205 17137 725,800 SH DEFINED 4 725,800 RECKSON ASSOCS RLTY CORP EQUITY 75621K304 9932 371,300 SH DEFINED 4 371,300 RECKSON ASSOCS RLTY CORP EQUITY 75621K106 4547 178,329 SH DEFINED 2 178,329 RED HAT INC EQUITY 756577102 9 548 SH DEFINED 2 548 REDBACK NETWORKS INC EQUITY 757209101 59034 360,101 SH DEFINED 2 360,101 REEBOK INTL LTD EQUITY 758110100 36 1,900 SH DEFINED 1 1,900 REEBOK INTL LTD EQUITY 758110100 551 29,300 SH DEFINED 4 29,300 REEBOK INTL LTD EQUITY 758110100 11 588 SH DEFINED 2 588 REGAL BELOIT CORP EQUITY 758750103 124 7,304 SH DEFINED 2 7,304 REGENCY RLTY CORP EQUITY 758939102 2719 118,532 SH DEFINED 2 118,532 REGENCY RLTY CORP COM EQUITY 758939102 11852 516,700 SH DEFINED 3 430,000 86,700 REGENERON PHARMACEUTICALS INC EQUITY 75886F107 3 100 SH DEFINED 2 100 REGENT COMMUNICATIONS INC DEL EQUITY 758865109 32 5,668 SH DEFINED 2 5,668 REGIONS FINL CORP EQUITY 758940100 150 6,600 SH DEFINED 1 6,600 REGIONS FINL CORP EQUITY 758940100 51 2,227 SH DEFINED 2 2,227 REGIS CORP MINN EQUITY 758932107 302 20,100 SH DEFINED 4 20,100 REGIS CORP MINNESOTA EQUITY 758932107 189 12,576 SH DEFINED 2 12,576 REGISTER COM INC EQUITY 75914G101 23 SH DEFINED 2 23 REHABCARE GROUP INC EQUITY 759148109 3 64 SH DEFINED 2 64 REINSURANCE GROUP AMER INC EQUITY 759351109 4909 143,318 SH DEFINED 2 143,318 RELIANCE GROUP HLDGS INC EQUITY 759464100 389 SH DEFINED 2 389 RELIANCE STL + ALUM CO EQUITY 759509102 3 150 SH DEFINED 2 150 RELIANT ENERGY INC EQUITY 75952J108 642 13,800 SH DEFINED 2 13,800 RELIANT ENERGY INC. EQUITY 75952J108 406 8,723 SH DEFINED 1 8,723 REMEC INC EQUITY 759543101 14276 484,965 SH DEFINED 2 484,965 REMEC INC COM EQUITY 759543101 18952 643,800 SH DEFINED 3 630,100 13,700 REMEDY CORP EQUITY 759548100 4 203 SH DEFINED 2 203 RENAISSANCE WORLDWIDE INC EQUITY 75968A109 3 1,600 SH DEFINED 2 1,600 RENAISSANCERE HOLDINGS EQUITY G7496G103 831 13,000 SH DEFINED 2 13,000 RENAL CARE GROUP INC EQUITY 759930100 586 31,802 SH DEFINED 2 31,802 RENT A CTR INC NEW EQUITY 76009N100 5 135 SH DEFINED 2 135 RENT WAY INC EQUITY 76009U104 4 133 SH DEFINED 2 133

104 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ RENT-A-CENTER INC EQUITY 76009N100 2,602 75,000 SH DEFINED 1 75,000 RENTOKIL INITIAL PLC EQUITY 760125104 656 30,000 SH DEFINED 2 30,000 REPSOL YPF S A EQUITY 76026T205 1227 67,000 SH DEFINED 2 67,000 REPUBLIC BANCORP INC EQUITY 760282103 2 220 SH DEFINED 2 220 REPUBLIC SEC FINL CORP EQUITY 760758102 65 13,102 SH DEFINED 2 13,102 REPUBLIC SVCS INC EQUITY 760759100 906 68,997 SH DEFINED 2 68,997 REPUBLIC TECHNOLOGIES INTL INC EQUITY 760805119 150 SH DEFINED 2 150 RES CARE INC EQUITY 760943100 14 3,128 SH DEFINED 2 3,128 RESEARCH FRONTIERS INC EQUITY 760911107 1 50 SH DEFINED 2 50 RESEARCH IN MOTION LTD EQUITY 760975102 5280 53,575 SH DEFINED 2 53,575 RESMED INC EQUITY 761152107 49 1,572 SH DEFINED 2 1,572 RESONATE INC EQUITY 76115Q104 300 7,600 SH DEFINED 2 7,600 RESORTQUEST INTL INC EQUITY 761183102 67 10,400 SH DEFINED 4 10,400 RESPIRONICS INC EQUITY 761230101 25 1,500 SH DEFINED 2 1,500 RETEK INC EQUITY 76128Q109 127 2,400 SH DEFINED 1 2,400 RETEK INC EQUITY 76128Q109 1 27 SH DEFINED 2 27 REUTERS GROUP PLC EQUITY 76132M102 1371 12,200 SH DEFINED 2 12,200 REYNOLDS & REYNOLDS EQUITY 761695105 87 4,400 SH DEFINED 1 4,400 REYNOLDS + REYNOLDS CO EQUITY 761695105 4 209 SH DEFINED 2 209 REYNOLDS R J TOB HLDGS INC EQUITY 76182K105 38 1,179 SH DEFINED 2 1,179 RF MICRO DEVICES INC EQUITY 749941100 40 1,264 SH DEFINED 2 1,264 RFS HOTEL INVS INC EQUITY 74955J108 3 200 SH DEFINED 2 200 RH DONNELLEY CORP EQUITY 74955W307 177 8,384 SH DEFINED 2 8,384 RHYTHMS NETCONNECTIONS INC EQUITY 762430205 27 3,635 SH DEFINED 2 3,635 RIBOZYME PHARMACEUTICALS INC EQUITY 762567105 2 71 SH DEFINED 2 71 RICA FOODS INC EQUITY 762582203 30 SH DEFINED 2 30 RICHARDSON ELECTRS LTD CORPBOND 763165AC1 5742 5,602,000 PRN DEFINED 4 5,602,000 RICHMOND CNTY FINL CORP EQUITY 764556106 3 140 SH DEFINED 2 140 RIGGS NATL CORP WASH DC EQUITY 766570105 1 89 SH DEFINED 2 89 RITA MED SYS INC DEL EQUITY 76774E103 1740 156,000 SH DEFINED 2 156,000 RITA MED SYS INC DEL COM EQUITY 76774E103 6385 572,300 SH DEFINED 3 572,300 RITE AID CORP EQUITY 767754104 15 3,722 SH DEFINED 2 3,722 RIVIANA FOODS INC DEL EQUITY 769536103 2 100 SH DEFINED 2 100 RIVIERA HLDGS CORP COMM EQUITY 769627100 3,812 525,775 SH DEFINED 1 525,775 RJ REYNOLDS TOBACCO EQUITY 76182K105 194 6,001 SH DEFINED 1 6,001 RLI CORP EQUITY 749607107 1 21 SH DEFINED 2 21 ROADWAY EXPRESS INC DEL EQUITY 769742107 1 41 SH DEFINED 2 41

105 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ROBBINS & MYERS INC CORPBOND 770196AA1 4988 5,058,000 PRN DEFINED 4 5,058,000 ROBERT HALF INTERNA EQUITY 770323103 357 10,300 SH DEFINED 1 10,300 ROBERT HALF INTL INC EQUITY 770323103 1419 40,900 SH DEFINED 2 40,900 ROBOTIC VISION SYS INC EQUITY 771074101 1 250 SH DEFINED 2 250 ROCK TENN CO EQUITY 772739207 1 100 SH DEFINED 2 100 ROCKWELL INTL CORP EQUITY 773903109 169 5,600 SH DEFINED 1 5,600 ROCKWELL INTL CORP NEW EQUITY 773903109 202 6,677 SH DEFINED 2 6,677 ROGERS COMMUNICATIONS INC CORPBOND 775109AE1 15902 18,350,000 PRN DEFINED 4 18,350,000 ROGERS COMMUNICATIONS INC EQUITY 775109200 381 16,100 SH DEFINED 2 16,100 ROGERS COMMUNICATIONS INC EQUITY 775109960 488 20,640 SH DEFINED 2 20,640 ROGERS CORP EQUITY 775133101 6909 218,479 SH DEFINED 2 218,479 ROHM & HAAS CO EQUITY 775371107 223 6,400 SH DEFINED 1 6,400 ROHM + HAAS CO EQUITY 775371107 4384 150,836 SH DEFINED 2 150,836 ROHN INDS INC EQUITY 775381106 281 59,100 SH DEFINED 4 59,100 ROLLINS INC EQUITY 775711104 25 1,700 SH DEFINED 1 1,700 ROLLINS INC EQUITY 775711104 2 148 SH DEFINED 2 148 ROLLINS TRUCK LEASING CORP EQUITY 775741101 3 400 SH DEFINED 2 400 ROPER INDS EQUITY 776696106 123 3,700 SH DEFINED 2 3,700 ROSETTA INPHARMATICS INC EQUITY 777777103 851 30,500 SH DEFINED 2 30,500 ROSLYN BANCORP INC EQUITY 778162107 85 3,800 SH DEFINED 1 3,800 ROSLYN BANCORP INC EQUITY 778162107 81 3,633 SH DEFINED 2 3,633 ROSS STORES INC EQUITY 778296103 69 4,800 SH DEFINED 1 4,800 ROSS STORES INC EQUITY 778296103 481 33,478 SH DEFINED 2 33,478 ROUSE CO EQUITY 779273309 15314 423,925 SH DEFINED 4 423,925 ROUSE CO EQUITY 779273101 431 17,300 SH DEFINED 3 17,300 ROUSE CO EQUITY 779273101 317 12,700 SH DEFINED 2 12,700 ROWAN COS INC EQUITY 779382100 4181 144,162 SH DEFINED 2 144,162 ROWAN COS. INC. EQUITY 779382100 84 2,900 SH DEFINED 1 2,900 ROYAL BK CDA MONTREAL QUE EQUITY 780087953 60 2,020 SH DEFINED 2 2,020 ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 8 300 SH DEFINED 2 300 ROYAL DUTCH PETE CO EQUITY 780257804 38688 645,474 SH DEFINED 2 645,474 ROYAL DUTCH PETRO-N EQUITY 780257804 3644 60,800 SH DEFINED 1 60,800 RPC INC EQUITY 749660106 1 100 SH DEFINED 2 100 RPM INC OHIO EQUITY 749685103 55 6,100 SH DEFINED 1 6,100 RSA SEC INC EQUITY 749719100 4718 109,407 SH DEFINED 2 109,407 RTI INTL METALS INC EQUITY 74973W107 1 71 SH DEFINED 2 71 RUBY TUESDAY INC EQUITY 781182100 5 400 SH DEFINED 2 400

106 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ RUDDICK CORP EQUITY 781258108 37 2,700 SH DEFINED 1 2,700 RUDDICK CORP EQUITY 781258108 2 166 SH DEFINED 2 166 RUDOLPH TECHNOLOGIES INC EQUITY 781270103 8 244 SH DEFINED 2 244 RURAL CELLUAR CORP EQUITY 781904107 13445 197,357 SH DEFINED 2 197,357 RUSS BERRIE + CO INC EQUITY 782233100 338 17,134 SH DEFINED 2 17,134 RUSSELL CORP EQUITY 782352108 17 1,100 SH DEFINED 1 1,100 RUSSELL CORP EQUITY 782352108 6 382 SH DEFINED 2 382 RYANAIR HOLDGS PLC EQUITY 783513104 27035 702,200 SH DEFINED 2 702,200 RYANS FAMILY STEAK HOUSES INC EQUITY 783519101 1 153 SH DEFINED 2 153 RYDER SYS INC EQUITY 783549108 16 868 SH DEFINED 2 868 RYDER SYSTEMS INC EQUITY 783549108 41 1,800 SH DEFINED 1 1,800 RYERSON TULL INC EQUITY 78375P107 13 1,400 SH DEFINED 1 1,400 RYERSON TULL INC NEW EQUITY 78375P107 1 129 SH DEFINED 2 129 RYLAND GROUP INC EQUITY 783764103 2 70 SH DEFINED 2 70 S + T BANCORP INC EQUITY 783859101 2 115 SH DEFINED 2 115 S&P 500 DEPOS RECEI EQUITY 78462F103 7 50 SH DEFINED 1 50 S1 CORP EQUITY 78463B101 4152 347,779 SH DEFINED 2 347,779 S3 INC EQUITY 784849101 169 16,400 SH DEFINED 4 16,400 S3 INC EQUITY 784849101 19 1,855 SH DEFINED 2 1,855 SABRE HLDGS CORP EQUITY 785905100 5203 179,813 SH DEFINED 2 179,813 SABRE HOLDINGS CORP EQUITY 785905100 112 3,862 SH DEFINED 1 3,862 SAFECO CORP EQUITY 786429100 3082 113,100 SH DEFINED 1 113,100 SAFECO CORP EQUITY 786429100 482 17,698 SH DEFINED 2 17,698 SAFEGUARD SCIENTIFICS INC CORPBOND 786449AE8 708 750,000 PRN DEFINED 4 750,000 SAFEGUARD SCIENTIFICS INC EQUITY 786449108 8 380 SH DEFINED 2 380 SAFEWAY INC EQUITY 786514208 27108 580,635 SH DEFINED 2 580,635 SAFEWAY INC NEW EQUITY 786514208 663 14,200 SH DEFINED 1 14,200 SAGA SYS INC EQUITY 786610105 491 46,769 SH DEFINED 2 46,769 SAGENT TECHNOLOGY INC EQUITY 786693101 1514 200,142 SH DEFINED 2 200,142 SAGENT TECHNOLOGY INC COM EQUITY 786693101 1512 200,000 SH DEFINED 3 200,000 SAKS INC EQUITY 79377W108 4 405 SH DEFINED 2 405 SAKS INCORPORATED EQUITY 79377W108 82 8,300 SH DEFINED 1 8,300 SAKURA BK LTD EQUITY 793774100 2601 35,000 SH DEFINED 2 35,000 SALEM COMMUNICATIONS CORP DEL EQUITY 794093104 19 1,482 SH DEFINED 2 1,482 SALEM COMMUNICATIONS CORP DEL EQUITY 794093104 154 12,100 SH DEFINED 4 12,100 SALTON INC EQUITY 795757103 1 44 SH DEFINED 2 44 SAMSUNG ELECTRS LTD EQUITY 796050888 6686 72,276 SH DEFINED 2 72,276

107 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SAN JUAN BASIN RTY EQUITY 798241105 767 64,600 SH DEFINED 4 64,600 SANCHEZ COMPUTER ASSOC INC EQUITY 799702105 2 100 SH DEFINED 2 100 SANDISK CORP EQUITY 80004C101 928 13,901 SH DEFINED 2 13,901 SANDY SPRING BANCORP INC EQUITY 800363103 1 21 SH DEFINED 2 21 SANGSTAT MED CORP EQUITY 801003104 2 123 SH DEFINED 2 123 SANMINA CORP CORPBOND 800907AB3 21385 9,733,000 PRN DEFINED 4 9,733,000 SANMINA CORP CORPBOND 800907AC1 3780 9,000,000 PRN DEFINED 4 9,000,000 SANMINA CORP EQUITY 800907107 384 4,100 SH DEFINED 1 4,100 SANMINA CORP EQUITY 800907107 41999 448,583 SH DEFINED 2 448,583 SANTA FE ENERGY TR EQUITY 802013102 3979 197,700 SH DEFINED 4 197,700 SANTA FE INTERNATIONAL CORP EQUITY G7805C108 19408 430,700 SH DEFINED 2 430,700 SANTA FE INTL CORP ORD EQUITY G7805C108 19390 430,300 SH DEFINED 3 375,000 55,300 SAP AKTIENGESELLSCHAFT EQUITY 803054204 7798 126,800 SH DEFINED 2 126,800 SAPIENT CORP EQUITY 803062108 2152 52,900 SH DEFINED 1 52,900 SAPIENT CORP EQUITY 803062108 9414 231,366 SH DEFINED 2 231,366 SARA LEE CORP EQUITY 803111103 516 25,400 SH DEFINED 1 25,400 SARA LEE CORP EQUITY 803111103 38985 1,919,251 SH DEFINED 2 1,919,251 SATCON TECHNOLOGY CORP EQUITY 803893106 117 3,270 SH DEFINED 2 3,270 SAUER DANFOSS INC EQUITY 804137107 2 168 SH DEFINED 2 168 SAVVIS COMMUNICATIONS CORP EQUITY 805423100 613 68,069 SH DEFINED 2 68,069 SAWTEK INC EQUITY 805468105 92 2,400 SH DEFINED 1 2,400 SAWTEK INC EQUITY 805468105 364 9,443 SH DEFINED 2 9,443 SBA COMMUNCATIONS CORP EQUITY 78388J106 12221 291,401 SH DEFINED 2 291,401 SBA COMMUNICATIONS CRP COM EQUITY 78388J106 24965 595,300 SH DEFINED 3 586,300 9,000 SBC COMMUNICATIONS EQUITY 78387G103 17787 355,744 SH DEFINED 1 355,744 SBC COMMUNICATIONS INC EQUITY 78387G103 47734 954,681 SH DEFINED 2 954,681 SBS TECHNOLOGIES INC EQUITY 78387P103 2 102 SH DEFINED 2 102 SCANA CORP EQUITY 80589M102 188 6,100 SH DEFINED 1 6,100 SCANA CORP NEW EQUITY 80589M102 400 12,944 SH DEFINED 2 12,944 SCANSOFT INC EQUITY 80603P107 1 671 SH DEFINED 2 671 SCHERING PLOUGH EQUITY 806605101 8047 173,050 SH DEFINED 1 173,050 SCHERING PLOUGH CORP EQUITY 806605101 172919 3,718,677 SH DEFINED 2 3,718,677 SCHLUMBERGER EQUITY 806857108 35370 429,700 SH DEFINED 1 429,700 SCHLUMBERGER EQUITY 806857108 1893 23,000 SH DEFINED 3 23,000 SCHLUMBERGER LTD EQUITY 806857108 61081 742,067 SH DEFINED 2 742,067 SCHOLASTIC CORP EQUITY 807066105 3009 37,823 SH DEFINED 2 37,823 SCHOLASTIC CORPORAT EQUITY 807066105 72 900 SH DEFINED 1 900

108 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SCHOOL SPECIALTY INC EQUITY 807863105 48 2,272 SH DEFINED 2 2,272 SCHULMAN A INC EQUITY 808194104 288 26,200 SH DEFINED 2 26,200 SCHWAB (CHARLES) CO EQUITY 808513105 1376 38,750 SH DEFINED 1 38,750 SCHWAB CHARLES CORP EQUITY 808513105 15760 443,935 SH DEFINED 2 443,935 SCHWEITZER MAUDUIT INTL INC EQUITY 808541106 2 169 SH DEFINED 2 169 SCI SYS INC EQUITY 783890106 45318 1,105,322 SH DEFINED 2 1,105,322 SCI SYSTEMS INC EQUITY 783890106 344 8,400 SH DEFINED 1 8,400 SCICLONE PHARMACEUTICALS INC EQUITY 80862K104 2 207 SH DEFINED 2 207 SCIENT CORP EQUITY 80864H109 5 237 SH DEFINED 2 237 SCIENTIFIC ATLANTA EQUITY 808655104 286 4,500 SH DEFINED 1 4,500 SCIENTIFIC ATLANTA EQUITY 808655104 16212 254,800 SH DEFINED 3 227,300 27,500 SCIENTIFIC ATLANTA INC EQUITY 808655104 5406 84,963 SH DEFINED 2 84,963 SCIENTIFIC LEARNING CORP EQUITY 808760102 272 50,000 SH DEFINED 2 50,000 SCIQUEST COM INC EQUITY 80908Q107 1 142 SH DEFINED 2 142 SCM MICROSYSTEMS INC EQUITY 784018103 3 66 SH DEFINED 2 66 SCOTT TECHNOLOGIES INC EQUITY 810022301 3 143 SH DEFINED 2 143 SCOTTS CO EQUITY 810186106 248 7,400 SH DEFINED 4 7,400 SCOTTS CO EQUITY 810186106 5 135 SH DEFINED 2 135 SCP POOL CORP EQUITY 784028102 4 141 SH DEFINED 2 141 SCPIE HLDGS INC EQUITY 78402P104 2 100 SH DEFINED 2 100 SCRIPPS E W CO OH EQUITY 811054204 14060 260,364 SH DEFINED 2 260,364 SDL INC EQUITY 784076101 17217 55,900 SH DEFINED 2 55,900 SEACHANGE INTL INC EQUITY 811699107 1366 40,917 SH DEFINED 2 40,917 SEACOAST FINL SVCS CORP EQUITY 81170Q106 245 22,317 SH DEFINED 2 22,317 SEACOR SMIT INC EQUITY 811904101 4 86 SH DEFINED 2 86 SEAGATE TECHNOLOGY EQUITY 811804103 435 6,300 SH DEFINED 1 6,300 SEAGATE TECHNOLOGY EQUITY 811804103 3057 44,299 SH DEFINED 2 44,299 SEAGRAM JOSEPH E & SONS INC CORPBOND 811845AH9 277 262,000 PRN DEFINED 4 262,000 SEAGRAM LTD EQUITY 811850106 706 12,300 SH DEFINED 1 12,300 SEAGRAM LTD EQUITY 811850205 28345 545,100 SH DEFINED 4 545,100 SEAGRAM LTD EQUITY 811850106 13458 234,300 SH DEFINED 2 234,300 SEALED AIR CORP EQUITY 81211K209 20926 463,100 SH DEFINED 4 463,100 SEALED AIR CORP EQUITY 81211K100 7559 167,057 SH DEFINED 1 167,057 SEALED AIR CORP NEW EQUITY 81211K100 59821 1,322,020 SH DEFINED 2 1,322,020 SEARS ROEBUCK + CO EQUITY 812387108 2082 64,224 SH DEFINED 2 64,224 SEARS, ROEBUCK EQUITY 812387108 334 10,300 SH DEFINED 1 10,300 SECOR SMIT INC EQUITY 811904AE1 11779 10,588,000 SH DEFINED 4 10,588,000

109 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SECURE COMPUTING CORP EQUITY 813705100 5 175 SH DEFINED 2 175 SECURITY CAP GROUP INC EQUITY 81413P204 43 2,292 SH DEFINED 2 2,292 SEI INVESTMENTS CO EQUITY 784117103 96 1,357 SH DEFINED 2 1,357 SEI INVESTMENTS COM EQUITY 784117103 212 3,000 SH DEFINED 1 3,000 SEITEL INC EQUITY 816074306 22 1,500 SH DEFINED 2 1,500 SELECTICA INC DEL EQUITY 816288104 1 22 SH DEFINED 2 22 SELECTIVE INS GROUP INC EQUITY 816300107 5 254 SH DEFINED 2 254 SEMA GROUP PLC EQUITY 81661R100 8 243 SH DEFINED 2 243 SEMCO ENERGY INC EQUITY 78412D307 2613 222,800 SH DEFINED 4 222,800 SEMCO ENERGY INC EQUITY 78412D109 3 200 SH DEFINED 2 200 SEMITOOL INC EQUITY 816909105 34 2,674 SH DEFINED 2 2,674 SEMPRA ENERGY EQUITY 816851109 5112 245,613 SH DEFINED 1 245,613 SEMPRA ENERGY EQUITY 816851109 100 4,787 SH DEFINED 2 4,787 SEMTECH CORP EQUITY 816850101 164 3,800 SH DEFINED 1 3,800 SEMTECH CORP CORPBOND 816850AD3 3570 3,000,000 PRN DEFINED 4 3,000,000 SEMTECH CORP EQUITY 816850101 1772 41,100 SH DEFINED 2 41,100 SENSORMATIC ELECTRS CORP EQUITY 817265101 68 4,500 SH DEFINED 1 4,500 SENSORMATIC ELECTRS CORP EQUITY 817265200 2486 110,500 SH DEFINED 4 110,500 SENSORMATIC ELECTRS CORP EQUITY 817265804 20927 930,111 SH DEFINED 4 930,111 SENSORMATIC ELECTRS CORP EQUITY 817265101 198 13,223 SH DEFINED 2 13,223 SEPRACOR INC EQUITY 817315104 528 4,300 SH DEFINED 1 4,300 SEPRACOR INC CORPBOND 817315AC8 519 100,000 PRN DEFINED 4 100,000 SEPRACOR INC CORPBOND 817315AE4 93728 18,059,000 PRN DEFINED 4 18,059,000 SEPRACOR INC CORPBOND 817315AH7 27301 13,205,000 PRN DEFINED 4 13,205,000 SEPRACOR INC EQUITY 817315104 950 7,741 SH DEFINED 2 7,741 SEQUA CORP EQUITY 817320104 2 48 SH DEFINED 2 48 SEQUA CORP - CLASS EQUITY 817320104 26 600 SH DEFINED 1 600 SEQUENOM INC EQUITY 817337108 4320 102,557 SH DEFINED 2 102,557 SEQUOIA SOFTWARE CORP EQUITY 817439102 48 SH DEFINED 2 48 SERENA SOFTWARE INC EQUITY 817492101 5 114 SH DEFINED 2 114 SERONO SA EQUITY 81752M101 6942 229,500 SH DEFINED 2 229,500 SERVICE CORP INTL EQUITY 817565104 1487 609,931 SH DEFINED 2 609,931 SERVICE MASTER COMPANY EQUITY 81760N109 2181 220,897 SH DEFINED 2 220,897 SERVICE TECHNOLOGIES INC EQUITY 81763Q109 909 123,300 SH DEFINED 2 123,300 SF HLDGS GROUP INC EQUITY 784141806 30 8 SH DEFINED 2 8 SF HLDGS GROUP INC EQUITY 784141855 25 SH DEFINED 2 25 SHARPER IMAGE CORP EQUITY 820013100 2129 120,800 SH DEFINED 2 120,800

110 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SHARPER IMAGE CORP COM EQUITY 820013100 7524 426,900 SH DEFINED 3 426,900 SHAW GROUP INC EQUITY 820280105 8 114 SH DEFINED 2 114 SHAW INDS INC EQUITY 820286102 7 364 SH DEFINED 2 364 SHAW INDUSTRIES INC EQUITY 820286102 139 7,500 SH DEFINED 1 7,500 SHELL TRANS + TRADING PLC EQUITY 822703609 4204 85,900 SH DEFINED 2 85,900 SHERWIN WILLIAMS CO EQUITY 824348106 7013 328,111 SH DEFINED 2 328,111 SHERWIN-WILLIAMS EQUITY 824348106 109 5,100 SH DEFINED 1 5,100 SHIRE PHARMACEUTICALS GROUP PL EQUITY 82481R106 862 16,700 SH DEFINED 2 16,700 SHIRE PHARMACEUTICALS PHARMACEUTICALS GRP PLC EQUITY 82481R106 251 5,000 SH DEFINED 4 5,000 SHOE CARNIVAL INC EQUITY 824889109 7 1,300 SH DEFINED 2 1,300 SHOPKO STORES INC EQUITY 824911101 2 200 SH DEFINED 2 200 SHOPNET COM INC EQUITY 82508N112 21 74,500 SH DEFINED 4 74,500 SHURGARD STORAGE CTRS INC EQUITY 82567D104 3 137 SH DEFINED 2 137 SICOR INC EQUITY 825846108 22 2,167 SH DEFINED 2 2,167 SIEBEL SYS INC EQUITY 826170102 51856 465,864 SH DEFINED 2 465,864 SIEBEL SYSTEMS INC CORPBOND 826170AC6 246549 50,819,000 PRN DEFINED 4 50,819,000 SIEBEL SYSTEMS INC EQUITY 826170102 1280 11,500 SH DEFINED 1 11,500 SIERRA HEALTH SVCS INC EQUITY 826322109 140 29,800 SH DEFINED 4 29,800 SIERRA PAC RES NEW EQUITY 826428104 183 10,161 SH DEFINED 2 10,161 SIERRA PACIFIC RESO EQUITY 826428104 297 16,500 SH DEFINED 4 16,500 SIERRA PACIFIC RESO EQUITY 826428104 81 4,500 SH DEFINED 1 4,500 SIGMA ALDRICH EQUITY 826552101 53 1,602 SH DEFINED 2 1,602 SIGMA-ALDRICH EQUITY 826552101 92 2,800 SH DEFINED 1 2,800 SILICON GRAPHICS INC EQUITY 827056102 1242 301,032 SH DEFINED 2 301,032 SILICON IMAGE INC EQUITY 82705T102 5 186 SH DEFINED 2 186 SILICON STORAGE TECHNOLOGY INC EQUITY 827057100 15 570 SH DEFINED 2 570 SILICON VALLEY BANC EQUITY 827064106 146 2,500 SH DEFINED 1 2,500 SILICON VY BANCSHARES EQUITY 827064106 17 293 SH DEFINED 2 293 SILICON VY GROUP INC EQUITY 827066101 6209 235,966 SH DEFINED 2 235,966 SILICONIX INC EQUITY 827079203 49 1,031 SH DEFINED 2 1,031 SILICONWARE PRECISION INDS LTD EQUITY 827084864 226 45,700 SH DEFINED 2 45,700 SILVERLINE TECHNOLOGIES LTD EQUITY 828408104 245 13,760 SH DEFINED 2 13,760 SILVERSTREAM SOFTWARE COM EQUITY 827907106 20612 684,200 SH DEFINED 3 664,500 19,700 SILVERSTREAM SOFTWARE INC EQUITY 827907106 5693 188,966 SH DEFINED 2 188,966 SIMON PPTY GROUP EQUITY 828806109 42484 1,812,650 SH DEFINED 3 1,554,750 257,900 SIMON PPTY GROUP EQUITY 828806406 661 10,000 SH DEFINED 4 10,000 SIMON PPTY GROUP INC NEW EQUITY 828806109 8893 379,418 SH DEFINED 2 379,418

111 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SIMPLE TECHNOLOGY INC EQUITY 828820100 5 500 SH DEFINED 2 500 SIMPSON MFG INC EQUITY 829073105 31 684 SH DEFINED 2 684 SINCLAIR BROADCAST GROUP INC EQUITY 829226109 3 314 SH DEFINED 2 314 SINCLAIR CAP EQUITY 829230408 96 1,000 SH DEFINED 2 1,000 SIPEX CORP EQUITY 829909100 10657 253,358 SH DEFINED 2 253,358 SIPEX CORP COM EQUITY 829909100 25216 599,500 SH DEFINED 3 590,500 9,000 SIRIUS SATELLITE RADIO INC EQUITY 82966U103 12 236 SH DEFINED 2 236 SITEL CORP EQUITY 82980K107 1 230 SH DEFINED 2 230 SIX FLAGS INC EQUITY 83001P109 70 4,500 SH DEFINED 1 4,500 SIX FLAGS INC EQUITY 83001P109 502 32,401 SH DEFINED 2 32,401 SIX FLAGS INC EQUITY 83001P208 1484 47,100 SH DEFINED 2 47,100 SJW CORP EQUITY 784305104 3 SH DEFINED 2 3 SK TELECOM CO LTD-A EQUITY 78440P108 1306 50,950 SH DEFINED 1 50,950 SK TELECOM LTD EQUITY 78440P108 59 2,300 SH DEFINED 2 2,300 SKECHERS U S A INC EQUITY 830566105 2 140 SH DEFINED 2 140 SKY FINL GROUP INC EQUITY 83080P103 9 513 SH DEFINED 2 513 SKYLINE CORP EQUITY 830830105 2 100 SH DEFINED 2 100 SKYMALLINC EQUITY 830859104 256 100,000 SH DEFINED 2 100,000 SKYWEST INC EQUITY 830879102 11612 226,572 SH DEFINED 2 226,572 SL GREEN RLTY CORP EQUITY 78440X101 4 142 SH DEFINED 2 142 SL GREEN RLTY CORP EQUITY 78440X200 2067 68,900 SH DEFINED 2 68,900 SLI INC EQUITY 78442T108 20 2,800 SH DEFINED 2 2,800 SMART + FINAL INC EQUITY 831683107 1 163 SH DEFINED 2 163 SMARTDISK CORP EQUITY 83169Q105 30 SH DEFINED 2 30 SMARTFORCE PLC EQUITY 83170A206 156 3,287 SH DEFINED 2 3,287 SMARTSERV ONLINE INC EQUITY 83169M112 340 22,185 SH DEFINED 4 22,185 SMARTSERV ONLINE INC EQUITY 83169M203 1 30 SH DEFINED 2 30 SMITH A O CORP EQUITY 831865209 23 1,851 SH DEFINED 2 1,851 SMITH CHARLES E RESIDENTIAL EQUITY 832197107 1153 25,406 SH DEFINED 2 25,406 SMITH CHARLES RESIDNTL COM EQUITY 832197107 4687 103,300 SH DEFINED 3 88,900 14,400 SMITH INTERNATIONAL EQUITY 832110100 237 2,900 SH DEFINED 1 2,900 SMITH INTL INC EQUITY 832110100 17106 209,730 SH DEFINED 2 209,730 SMITHFIELD FOODS INC EQUITY 832248108 132 5,033 SH DEFINED 2 5,033 SMITHKLINE BEECHAM P L C EQUITY 832378301 32768 477,500 SH DEFINED 2 477,500 SMUCKER (J.M.) CO EQUITY 832696306 39 1,600 SH DEFINED 1 1,600 SMUCKER J M CO EQUITY 832696306 5 200 SH DEFINED 2 200 SMURFIT STONE CONTAINER CORP EQUITY 832727101 11842 986,869 SH DEFINED 2 986,869

112 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SNAP ON INC EQUITY 833034101 249 10,585 SH DEFINED 2 10,585 SNAP-ON INC. EQUITY 833034101 44 1,850 SH DEFINED 1 1,850 SOC QUIMICA Y MINER EQUITY 833635105 1202 57,730 SH DEFINED 1 57,730 SODEXHO MARIOTT SER EQUITY 833793102 136 8,272 SH DEFINED 1 8,272 SODEXHO MARRIOTT SVCS INC EQUITY 833793102 3 164 SH DEFINED 2 164 SOFTNET SYS INC EQUITY 833964109 1 215 SH DEFINED 2 215 SOFTWARE COM INC EQUITY 83402P104 779 4,291 SH DEFINED 2 4,291 SOLECTRON CORP EQUITY 834182107 16785 363,900 SH DEFINED 1 363,900 SOLECTRON CORP EQUITY 834182107 120149 2,604,846 SH DEFINED 2 2,604,846 SOLUTIA INC EQUITY 834376105 72 6,300 SH DEFINED 1 6,300 SOLUTIA INC EQUITY 834376105 8 707 SH DEFINED 2 707 SOMERA COMMUNICATIONS INC EQUITY 834458101 1 143 SH DEFINED 2 143 SONIC AUTOMOTIVE INC EQUITY 83545G102 1 174 SH DEFINED 2 174 SONIC CORP EQUITY 835451105 3 100 SH DEFINED 2 100 SONIC FDRY INC EQUITY 83545R108 1 85 SH DEFINED 2 85 SONIC INNOVATIONS INC EQUITY 83545M109 1 72 SH DEFINED 2 72 SONICWALL INC EQUITY 835470105 4 129 SH DEFINED 2 129 SONOCO PRODS CO EQUITY 835495102 105 5,790 SH DEFINED 1 5,790 SONOCO PRODS CO EQUITY 835495102 1841 101,914 SH DEFINED 2 101,914 SONOSITE INC EQUITY 83568G104 21 1,103 SH DEFINED 2 1,103 SONUS NETWORKS INC EQUITY 835916107 447 3,534 SH DEFINED 2 3,534 SOTHEBYS HLDGS INC EQUITY 835898107 6 224 SH DEFINED 2 224 SOTHEBY'S HOLDINGS EQUITY 835898107 85 3,400 SH DEFINED 1 3,400 SOURCE INFORMATION MGMT CO EQUITY 836151209 1 121 SH DEFINED 2 121 SOUTH FINL GROUP INC EQUITY 837841105 3 222 SH DEFINED 2 222 SOUTH JERSEY INDS INC EQUITY 838518108 1 28 SH DEFINED 2 28 SOUTHDOWN INC EQUITY 841297104 150 2,100 SH DEFINED 1 2,100 SOUTHDOWN INC EQUITY 841297104 8 111 SH DEFINED 2 111 SOUTHERN CO EQUITY 842587107 6199 191,100 SH DEFINED 1 191,100 SOUTHERN CO EQUITY 842587107 1186 36,574 SH DEFINED 2 36,574 SOUTHERN ENERGY INC EQUITY 842816100 7035 224,235 SH DEFINED 2 224,235 SOUTHERN PERU COPPER CORP EQUITY 843611104 2 154 SH DEFINED 2 154 SOUTHERN UN CO NEW EQUITY 844030106 5 237 SH DEFINED 2 237 SOUTHTRUST CORP EQUITY 844730101 12800 407,135 SH DEFINED 1 407,135 SOUTHTRUST CORP EQUITY 844730101 66 2,109 SH DEFINED 2 2,109 SOUTHWEST AIRLINES EQUITY 844741108 362 14,925 SH DEFINED 1 14,925 SOUTHWEST AIRLS CO EQUITY 844741108 36026 1,485,598 SH DEFINED 2 1,485,598

113 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SOUTHWEST BANCORPORATION TEX EQUITY 84476R109 102 3,127 SH DEFINED 2 3,127 SOUTHWEST GAS CORP EQUITY 844895102 110 5,260 SH DEFINED 2 5,260 SOUTHWEST SECS GROUP INC EQUITY 845224104 257 8,800 SH DEFINED 4 8,800 SOUTHWEST SECS GROUP INC EQUITY 845224104 2 72 SH DEFINED 2 72 SOUTHWESTERN ENERGY CO EQUITY 845467109 2 200 SH DEFINED 2 200 SOVEREIGN BANCORP INC EQUITY 845905108 99 10,680 SH DEFINED 2 10,680 SOVEREIGN BANCORP INC EQUITY 845905108 121 13,100 SH DEFINED 1 13,100 SOVEREIGN BANCORP INC EQUITY 845905306 1208 21,379 SH DEFINED 4 21,379 SOVRAN SELF STORAGE INC EQUITY 84610H108 3 157 SH DEFINED 2 157 SPACELABS INC EQUITY 846247104 12 1,200 SH DEFINED 2 1,200 SPANISH BROADCASTING SYS INC EQUITY 846425882 2904 247,173 SH DEFINED 2 247,173 SPARTAN STORES INC EQUITY 846822104 121 16,500 SH DEFINED 4 16,500 SPARTECH CORP EQUITY 847220209 1 88 SH DEFINED 2 88 SPDR TRUST EQUITY 78462F103 172 1,200 SH DEFINED 2 1,200 SPECIALTY EQUIP COS INC EQUITY 847497203 2 100 SH DEFINED 2 100 SPECTRA PHYSICS LASERS INC EQUITY 847568102 1 16 SH DEFINED 2 16 SPECTRALINK CORP EQUITY 847580107 1 104 SH DEFINED 2 104 SPECTRASITE HLDGS INC EQUITY 84760T100 7630 411,055 SH DEFINED 2 411,055 SPECTRASITE HLDGS INC COM EQUITY 84760T100 20822 1,121,700 SH DEFINED 3 1,099,200 22,500 SPEECHWORKS INTL INC EQUITY 84764M101 3133 50,540 SH DEFINED 2 50,540 SPEECHWORKS INTL INC COM EQUITY 84764M101 8382 135,200 SH DEFINED 3 130,100 5,100 SPEEDFAM IPEC INC EQUITY 847705100 1 122 SH DEFINED 2 122 SPEEDWAY MOTORSPORTSINC EQUITY 847788106 1623 77,961 SH DEFINED 2 77,961 SPHERION CORP EQUITY 848420105 453 37,959 SH DEFINED 2 37,959 SPIEGEL INC EQUITY 848457107 1 165 SH DEFINED 2 165 SPIEKER PPTYS INC EQUITY 848497103 7833 136,081 SH DEFINED 2 136,081 SPIEKER PPTYS INC COM EQUITY 848497103 19595 340,400 SH DEFINED 3 292,500 47,900 SPINNAKER EXPL CO EQUITY 84855W109 5738 164,535 SH DEFINED 2 164,535 SPINNAKER EXPL CO COM EQUITY 84855W109 23750 681,000 SH DEFINED 3 681,000 SPLASH TECHNOLOGY HLDGS INC EQUITY 848623104 113 12,200 SH DEFINED 4 12,200 SPORT HALEY INC EQUITY 848925103 10 2,400 SH DEFINED 2 2,400 SPORTSLINE USA INC EQUITY 848934105 1365 98,851 SH DEFINED 2 98,851 SPRINGS INDS INC EQUITY 851783100 6 198 SH DEFINED 2 198 SPRINGS INDUSTRIES EQUITY 851783100 17 600 SH DEFINED 1 600 SPRINT CORP EQUITY 852061100 6443 219,800 SH DEFINED 1 219,800 SPRINT CORP EQUITY 852061506 12186 347,550 SH DEFINED 1 347,550 SPRINT CORP EQUITY 852061100 26366 899,488 SH DEFINED 2 899,488

114 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SPRINT CORP EQUITY 852061506 44573 1,271,235 SH DEFINED 2 1,271,235 SPS TECHNOLOGIES INC EQUITY 784626103 5 100 SH DEFINED 2 100 SPSS INC EQUITY 78462K102 1 33 SH DEFINED 2 33 SPX CORP EQUITY 784635104 270 1,900 SH DEFINED 1 1,900 SPX CORP EQUITY 784635104 15399 108,493 SH DEFINED 2 108,493 ST JOE CO EQUITY 790148100 3 100 SH DEFINED 2 100 ST JUDE MED INC EQUITY 790849103 9320 182,743 SH DEFINED 2 182,743 ST JUDE MEDICAL INC EQUITY 790849103 128 2,500 SH DEFINED 1 2,500 ST MARY LD + EXPL CO EQUITY 792228108 5 226 SH DEFINED 2 226 ST PAUL COS INC EQUITY 792860108 7776 157,687 SH DEFINED 2 157,687 ST. PAUL COS INC. EQUITY 792860108 306 6,200 SH DEFINED 1 6,200 STAAR SURGICAL CO EQUITY 852312305 2 129 SH DEFINED 2 129 STAMPS COM INC EQUITY 852857101 603 156,939 SH DEFINED 2 156,939 STANCORP FINL GROUP INC EQUITY 852891100 11 250 SH DEFINED 2 250 STANDARD AUTOMOTIVE CORP EQUITY 853097202 178 20,600 SH DEFINED 4 20,600 STANDARD MICROSYSTEMS CORP EQUITY 853626109 1 45 SH DEFINED 2 45 STANDARD PAC CORP NEW EQUITY 85375C101 4 200 SH DEFINED 2 200 STANDARD REGISTER EQUITY 853887107 1 52 SH DEFINED 2 52 STANDARD REGISTER C EQUITY 853887107 24 1,500 SH DEFINED 1 1,500 STANDEX INTL CORP EQUITY 854231107 2 100 SH DEFINED 2 100 STANFORD MICRODEVICES INC EQUITY 854399102 1 13 SH DEFINED 2 13 STANLEY FURNITURE INC EQUITY 854305208 87 3,600 SH DEFINED 2 3,600 STANLEY WORKS EQUITY 854616109 67 2,900 SH DEFINED 1 2,900 STANLEY WORKS EQUITY 854616109 55 2,373 SH DEFINED 2 2,373 STAPLES INC EQUITY 855030102 197 13,850 SH DEFINED 1 13,850 STAPLES INC EQUITY 855030102 6081 428,634 SH DEFINED 2 428,634 STARBASE CORP EQUITY 854910205 1 250 SH DEFINED 2 250 STARBUCKS CORP EQUITY 855244109 224 5,600 SH DEFINED 1 5,600 STARBUCKS CORP EQUITY 855244109 5637 140,712 SH DEFINED 2 140,712 STARMEDIA NETWORK INC EQUITY 855546107 2 309 SH DEFINED 2 309 STARTEK INC EQUITY 85569C107 1 36 SH DEFINED 2 36 STARWOOD HOTELS + RESORTS EQUITY 85590A203 2461 78,737 SH DEFINED 2 78,737 STATE STREET CORP EQUITY 857477103 585 4,500 SH DEFINED 1 4,500 STATE STREET CORPORATION EQUITY 857477103 38266 294,356 SH DEFINED 2 294,356 STATEN IS BANCORP INC EQUITY 857550107 169 8,434 SH DEFINED 2 8,434 STATION CASINOS INC EQUITY 857689103 3 178 SH DEFINED 2 178 STEEL DYNAMICS INC EQUITY 858119100 3 311 SH DEFINED 2 311

115 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STEELCASE INC EQUITY 858155203 4 264 SH DEFINED 2 264 STEELCASE INC EQUITY 858155203 256 15,300 SH DEFINED 4 15,300 STEIN MART INC EQUITY 858375108 2 203 SH DEFINED 2 203 STEINER LEISURE LIMITED EQUITY P8744Y102 101 4,500 SH DEFINED 2 4,500 STEINWAY MUSICAL COMMON EQUITY 858495104 31,407 1,801,131 SH DEFINED 1 1,801,131 STERICYCLE INC EQUITY 858912108 3 129 SH DEFINED 2 129 STERIS CORP EQUITY 859152100 47 3,900 SH DEFINED 1 3,900 STERIS CORP EQUITY 859152100 481 40,100 SH DEFINED 2 40,100 STERLING BANCSHARES INC EQUITY 858907108 23 1,476 SH DEFINED 2 1,476 STEWART & STEVE EQUITY 860342104 28 1,600 SH DEFINED 1 1,600 STEWART + STEVENSON SVCS INC EQUITY 860342104 4 254 SH DEFINED 2 254 STEWART ENTERPRISES INC EQUITY 860370105 1 446 SH DEFINED 2 446 STEWART INFORMATION SVCS CORP EQUITY 860372101 617 40,100 SH DEFINED 2 40,100 STILLWATER MNG CO EQUITY 86074Q102 9629 355,702 SH DEFINED 2 355,702 STILWELL FINANCIAL EQUITY 860831106 283 6,500 SH DEFINED 1 6,500 STILWELL FINANCIAL INC EQUITY 860831106 17524 402,854 SH DEFINED 2 402,854 STMICROELECTRONICS N V CORPBOND 861012AB8 62437 47,285,000 PRN DEFINED 4 47,285,000 STMICROELECTRONICS N V EQUITY 861012102 43 900 SH DEFINED 1 900 STMICROELECTRONICS N V EQUITY 861012102 1003 21,070 SH DEFINED 2 21,070 STOLT OFFSHORE SA EQUITY L8873E103 19 1,300 SH DEFINED 2 1,300 STONE ENERGY CORP EQUITY 861642106 51 933 SH DEFINED 2 933 STONERIDGE INC EQUITY 86183P102 1 100 SH DEFINED 2 100 STORA ENSO CORP EQUITY 86210M106 3 330 SH DEFINED 2 330 STORAGE TECHNOLOGY EQUITY 862111200 79 5,800 SH DEFINED 1 5,800 STORAGE TECHNOLOGY CORP EQUITY 862111200 5899 434,935 SH DEFINED 2 434,935 STORAGE USA EQUITY 861907103 15723 515,500 SH DEFINED 3 436,200 79,300 STORAGE USA INC EQUITY 861907103 2535 83,100 SH DEFINED 2 83,100 STORAGENETWORKS INC EQUITY 86211E103 9774 95,650 SH DEFINED 2 95,650 STRATOS LIGHTWAVE INC EQUITY 863100103 92 2,850 SH DEFINED 2 2,850 STREAMEDIA COMMUNICATIONS INCS EQUITY 86323T105 27 26,900 SH DEFINED 4 26,900 STREAMEDIA COMMUNICATIONS INCS EQUITY 86323T113 5 27,800 SH DEFINED 4 27,800 STRIDE RITE CORP EQUITY 863314100 2 375 SH DEFINED 2 375 STRUCTURAL DYNAMICS EQUITY 863555108 34 2,100 SH DEFINED 1 2,100 STRUCTURAL DYNAMICS EQUITY 863555108 377 23,000 SH DEFINED 4 23,000 STRUCTURAL DYNAMICS RESH CORP EQUITY 863555108 2672 163,200 SH DEFINED 2 163,200 STRYKER CORP EQUITY 863667101 485 11,300 SH DEFINED 1 11,300 STRYKER CORP EQUITY 863667101 79 1,831 SH DEFINED 2 1,831

116 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STUDENT ADVANTAGE INC EQUITY 86386Q105 35 4,700 SH DEFINED 2 4,700 STUDENT LN CORP EQUITY 863902102 6160 126,200 SH DEFINED 2 126,200 STURM RUGER + CO INC EQUITY 864159108 2 250 SH DEFINED 2 250 SUIZA FOODS CORP EQUITY 865077101 81 1,600 SH DEFINED 1 1,600 SUIZA FOODS CORP EQUITY 865077101 107 2,108 SH DEFINED 2 2,108 SUMMIT BANCORP EQUITY 866005101 9171 265,825 SH DEFINED 2 265,825 SUMMIT BANCORPORATI EQUITY 866005101 3812 110,500 SH DEFINED 1 110,500 SUMMIT PPTYS INC EQUITY 866239106 1315 54,636 SH DEFINED 2 54,636 SUN CMNTYS INC EQUITY 866674104 1104 34,900 SH DEFINED 2 34,900 SUN COMMUNITIES INC COM EQUITY 866674104 4867 153,900 SH DEFINED 3 127,300 26,600 SUN LIFE FINL SVCS CDA INC EQUITY 866796105 4490 217,700 SH DEFINED 2 217,700 SUN LIFE FINL SVCS INC EQUITY 866796956 621 30,144 SH DEFINED 2 30,144 SUN MICROSYSTEMS EQUITY 866810104 33764 289,200 SH DEFINED 1 289,200 SUN MICROSYSTEMS INC EQUITY 866810104 132879 1,138,149 SH DEFINED 2 1,138,149 SUNBEAM CORP CORPBOND 867071AA0 317 3,273,000 PRN DEFINED 4 3,273,000 SUNBEAM CORP DEL NEW EQUITY 867071102 1 457 SH DEFINED 2 457 SUNCOR ENERGY INC EQUITY 867229957 1299 58,974 SH DEFINED 2 58,974 SUNGARD DATA SYS INC EQUITY 867363103 25635 598,779 SH DEFINED 2 598,779 SUNGARD DATA SYSTEM EQUITY 867363103 95840 2,238,608 SH DEFINED 3 2,151,508 87,100 SUNGARD DATA SYSTEM EQUITY 867363103 325 7,600 SH DEFINED 1 7,600 SUNGLASS HUT INTL INC EQUITY 86736F106 4796 734,269 SH DEFINED 2 734,269 SUNOCO INC EQUITY 86764P109 65 2,400 SH DEFINED 1 2,400 SUNOCO INC EQUITY 86764P109 378 14,014 SH DEFINED 2 14,014 SUNRISE ASSISTED LIVING INC EQUITY 86768K106 3 122 SH DEFINED 2 122 SUNRISE TECHNOLOGIES INTL EQUITY 86769L103 2 301 SH DEFINED 2 301 SUNTRUST BANKS INC. EQUITY 867914103 413 8,300 SH DEFINED 1 8,300 SUNTRUST BKS INC EQUITY 867914103 2676 53,717 SH DEFINED 2 53,717 SUPER VALU STORES EQUITY 868536103 56 3,700 SH DEFINED 1 3,700 SUPERCONDUCTOR TECHNOLOGIES EQUITY 867931107 2 87 SH DEFINED 2 87 SUPERGEN INC EQUITY 868059106 4 196 SH DEFINED 2 196 SUPERIOR ENERGY SVCS COM EQUITY 868157108 5512 525,000 SH DEFINED 3 525,000 SUPERIOR ENERGY SVCS INC EQUITY 868157108 4128 393,129 SH DEFINED 2 393,129 SUPERIOR INDS INTL EQUITY 868168105 45 1,500 SH DEFINED 1 1,500 SUPERIOR INDS INTL INC EQUITY 868168105 3 100 SH DEFINED 2 100 SUPERIOR NATL INS GROUP INC EQUITY 868224106 183 SH DEFINED 2 183 SUPERTEX INC EQUITY 868532102 3 63 SH DEFINED 2 63 SUPERVALU INC EQUITY 868536103 19 1,291 SH DEFINED 2 1,291

117 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SURGUTNEFTEGAZ JSC EQUITY 868861204 1247 85,250 SH DEFINED 2 85,250 SURMODICS INC EQUITY 868873100 1 24 SH DEFINED 2 24 SUSQUEHANNA BANCSHARES INC PA EQUITY 869099101 3 200 SH DEFINED 2 200 SVI HLDGS INC EQUITY 784872103 1 151 SH DEFINED 2 151 SWIFT ENERGY EQUITY 870738AB7 10972 8,320,000 SH DEFINED 4 8,320,000 SWIFT ENERGY CO EQUITY 870738101 7 159 SH DEFINED 2 159 SWIFT TRANSN CO COM EQUITY 870756103 15736 1,204,700 SH DEFINED 3 1,169,675 35,025 SWIFT TRANSN CO COM EQUITY 870756103 47 3,600 SH DEFINED 1 3,600 SWIFT TRANSN INC EQUITY 870756103 3 238 SH DEFINED 2 238 SWITCHBOARD INC EQUITY 871045100 728 111,945 SH DEFINED 2 111,945 SYBASE INC EQUITY 871130100 7 287 SH DEFINED 2 287 SYBASE, INC. EQUITY 871130100 120 5,200 SH DEFINED 1 5,200 SYBRON CORP EQUITY 87114F106 146 6,100 SH DEFINED 1 6,100 SYBRON INTL CORP WISCONSIN EQUITY 87114F106 851 35,476 SH DEFINED 2 35,476 SYCAMORE NETWORKS INC EQUITY 871206108 50932 471,150 SH DEFINED 2 471,150 SYKES ENTERPRISES I EQUITY 871237103 13 2,400 SH DEFINED 1 2,400 SYKES ENTERPRISES INC EQUITY 871237103 1 188 SH DEFINED 2 188 SYLVAN LEARNING SYS EQUITY 871399101 36 2,400 SH DEFINED 1 2,400 SYLVAN LEARNING SYS INC EQUITY 871399101 4 270 SH DEFINED 2 270 SYMANTEC CORP EQUITY 871503108 48 1,101 SH DEFINED 2 1,101 SYMANTEC CORPORATIO EQUITY 871503108 150 3,400 SH DEFINED 1 3,400 SYMBOL TECHNOLOGIES EQUITY 871508107 284 7,900 SH DEFINED 1 7,900 SYMBOL TECHNOLOGIES INC EQUITY 871508107 3455 96,151 SH DEFINED 2 96,151 SYMMETRICOM INC EQUITY 871543104 3 187 SH DEFINED 2 187 SYMYX TECHNOLOGIES INC EQUITY 87155S108 18 418 SH DEFINED 2 418 SYNAVANT INC EQUITY 87157A105 3 470 SH DEFINED 1 470 SYNAVANT INC EQUITY 87157A105 1 90 SH DEFINED 2 90 SYNCOR INTL CORP NEW EQUITY 87157J106 4 102 SH DEFINED 2 102 SYNOPSYS INC EQUITY 871607107 152 4,000 SH DEFINED 1 4,000 SYNOPSYS INC EQUITY 871607107 165 4,357 SH DEFINED 2 4,357 SYNOVUS FINANCIAL C EQUITY 87161C105 162 7,650 SH DEFINED 1 7,650 SYNOVUS FINL CORP EQUITY 87161C105 109 5,147 SH DEFINED 2 5,147 SYNTELLECT INC EQUITY 87161L105 1181 131,700 SH DEFINED 2 131,700 SYNTELLECT INC COM EQUITY 87161L105 1181 131,700 SH DEFINED 3 131,700 SYNTROLEUM CORP EQUITY 871630109 4 202 SH DEFINED 2 202 SYSCO CORP EQUITY 871829107 7313 157,916 SH DEFINED 2 157,916 SYSCO CORP. EQUITY 871829107 3990 86,150 SH DEFINED 1 86,150

118 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SYSTEMAX INC EQUITY 871851101 1 224 SH DEFINED 2 224 SYSTEMS & COMPOUTER TECHNOLOGY CORPBOND 871873AB1 1226 1,405,000 PRN DEFINED 4 1,405,000 SYSTEMS + COMPUTER TECHNOLOGY EQUITY 871873105 1279 72,800 SH DEFINED 2 72,800 T / R SYS INC EQUITY 87263U102 201 22,700 SH DEFINED 4 22,700 T HQ INC EQUITY 872443403 27 1,147 SH DEFINED 2 1,147 TAIWAN FUND EQUITY 874036106 2787 193,050 SH DEFINED 1 193,050 TAIWAN SEMICNDCTR MFG CO LTD EQUITY 874039100 5728 281,120 SH DEFINED 2 281,120 TAKE TWO INTERACTIVE SOFTWARE EQUITY 874054109 3 221 SH DEFINED 2 221 TALBOTS INC EQUITY 874161102 6964 105,121 SH DEFINED 2 105,121 TALISMAN ENERGY INC EQUITY 87425E954 2579 48,900 SH DEFINED 2 48,900 TALK CITY INC EQUITY 874263106 38 31,864 SH DEFINED 1 31,864 TALK COM INC EQUITY 874264104 17 3,746 SH DEFINED 2 3,746 TANGER FACTORY OUTLET CTRS INC EQUITY 875465106 2 89 SH DEFINED 2 89 TANNING TECHNOLOGY CORP EQUITY 87588P101 1 56 SH DEFINED 2 56 TANOX INC EQUITY 87588Q109 93 2,743 SH DEFINED 2 2,743 TARGET CORP EQUITY 87612E106 753 29,400 SH DEFINED 1 29,400 TARGET CORP EQUITY 87612E106 36208 1,413,002 SH DEFINED 2 1,413,002 TARGETED GENETICS CORP EQUITY 87612M108 2 180 SH DEFINED 2 180 TARRANT APPAREL GROUP EQUITY 876289109 17 2,300 SH DEFINED 2 2,300 TAUBMAN CENTERS INC EQUITY 876664103 2114 182,800 SH DEFINED 2 182,800 TAUBMAN CTRS INC COM EQUITY 876664103 8753 757,000 SH DEFINED 3 651,000 106,000 TBA ENTMT CORP EQUITY 872173117 12 24,900 SH DEFINED 4 24,900 TCF FINANCIAL CORP EQUITY 872275102 183 4,873 SH DEFINED 2 4,873 TCF FINANCIAL CORP. EQUITY 872275102 177 4,700 SH DEFINED 1 4,700 TCI COMMUNICATIONS FING I EQUITY 872285200 113 4,535 SH DEFINED 2 4,535 TCI COMMUNICATIONS FING II EQUITY 872286208 506 20,000 SH DEFINED 2 20,000 TD WATERHOUSE GROUP INC EQUITY 872362108 3 159 SH DEFINED 2 159 TECH DATA CORP EQUITY 878237106 128 3,000 SH DEFINED 1 3,000 TECH DATA CORP EQUITY 878237106 2400 56,143 SH DEFINED 2 56,143 TECHNE CORP EQUITY 878377100 17871 159,559 SH DEFINED 2 159,559 TECHNE CORP COM EQUITY 878377100 58330 520,800 SH DEFINED 3 508,300 12,500 TECHNICLONE INTL CORP EQUITY 878517309 1 509 SH DEFINED 2 509 TECHNITROL INC EQUITY 878555101 120 1,184 SH DEFINED 2 1,184 TECHNOLOGY SOLUTIONS CO EQUITY 87872T108 3 1,041 SH DEFINED 2 1,041 TECO ENERGY EQUITY 872375100 210 7,300 SH DEFINED 1 7,300 TECO ENERGY INC EQUITY 872375100 4551 158,296 SH DEFINED 2 158,296 TECUMSEH PRODS CO EQUITY 878895200 46 1,100 SH DEFINED 1 1,100

119 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TECUMSEH PRODS CO EQUITY 878895200 234 5,594 SH DEFINED 2 5,594 TEKELEC CORPBOND 879101AA1 316 165,000 PRN DEFINED 4 165,000 TEKELEC INC EQUITY 879101103 2207 67,144 SH DEFINED 2 67,144 TEKTRONIX INC EQUITY 879131100 111 1,450 SH DEFINED 1 1,450 TEKTRONIX INC EQUITY 879131100 31 406 SH DEFINED 2 406 TELAXIS COMMUNICATIONS CORP EQUITY 879202109 39 SH DEFINED 2 39 TELCOM SEMICONDUCTOR INC EQUITY 87921P107 2 144 SH DEFINED 2 144 TELE CELULAR SUL PARTICIPACOES EQUITY 879238103 602 20,050 SH DEFINED 2 20,050 TELE NORTE LESTE PA EQUITY 879246106 2651 115,901 SH DEFINED 1 115,901 TELE NORTE LESTE PARTICIPACOES EQUITY 879246106 894 39,105 SH DEFINED 2 39,105 TELE1 EUROPE HLDG AB EQUITY 87944T201 73 9,208 SH DEFINED 2 9,208 Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH DEFINED 1 5,500 TELECOM ARGENTINA S EQUITY 879273209 1705 78,850 SH DEFINED 1 78,850 TELECOMUNICACOES BRASILEIRAS EQUITY 879287308 583 7,369 SH DEFINED 2 7,369 TELECORP PCS INC EQUITY 879299105 10037 528,260 SH DEFINED 2 528,260 TELEDYNE TECHNOLOGIES INC EQUITY 879360105 7 237 SH DEFINED 2 237 TELEFLEX INC EQUITY 879369106 76 2,200 SH DEFINED 1 2,200 TELEFLEX INC EQUITY 879369106 448 13,034 SH DEFINED 2 13,034 Telefonica De Argentina Arg ADR EQUITY 879378206 262 9,000 SH DEFINED 1 9,000 Telefonica del Peru ADR EQUITY 879384105 105 9,000 SH DEFINED 1 9,000 TELEFONICA S A EQUITY 879382208 2404 40,444 SH DEFINED 2 40,444 TELEFONOS DE MEXICO EQUITY 879403780 10998 205,190 SH DEFINED 1 205,190 TELEFONOS DE MEXICO S A EQUITY 879403780 26903 505,812 SH DEFINED 2 505,812 TELEHUB COMMUNICATIONS CORP EQUITY 87942R116 3,500 SH DEFINED 2 3,500 TELEPHONE & DATA SY EQUITY 879433100 387 3,500 SH DEFINED 1 3,500 TELEPHONE + DATA SYS INC EQUITY 879433100 3052 27,572 SH DEFINED 2 27,572 TELESP CELULAR PARTICIPACOES EQUITY 87952L108 472 14,344 SH DEFINED 2 14,344 TELESP CEULUAR PARTICIACOES SA EQUITY 87952L116 12 292 SH DEFINED 2 292 TELETECH HLDGS INC EQUITY 879939106 103 4,161 SH DEFINED 2 4,161 TELIGENT INC EQUITY 87959Y103 2 164 SH DEFINED 2 164 TELLABS EQUITY 879664100 563 11,800 SH DEFINED 1 11,800 TELLABS INC EQUITY 879664100 67356 1,410,596 SH DEFINED 2 1,410,596 TELXON CORP EQUITY 879700102 2 115 SH DEFINED 2 115 TEMPLE INLAND INC EQUITY 879868107 713 18,836 SH DEFINED 2 18,836 TEMPLE-INLAND EQUITY 879868107 64 1,700 SH DEFINED 1 1,700 TENET HEALTHCARE CO EQUITY 88033G100 335 9,200 SH DEFINED 1 9,200 TENET HEALTHCARE CO EQUITY 88033g100 28405 780,900 SH DEFINED 3 674,700 106,200

120 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TENET HEALTHCARE CORP EQUITY 88033G100 25194 692,625 SH DEFINED 2 692,625 TENFOLD CORP EQUITY 88033A103 68 SH DEFINED 2 68 TENNANT CO EQUITY 880345103 4 100 SH DEFINED 2 100 TENNECO AUTOMOTIVE INC EQUITY 880349105 1 232 SH DEFINED 2 232 TERADYNE INC EQUITY 880770102 28498 814,235 SH DEFINED 2 814,235 TERADYNE INC. EQUITY 880770102 179 5,100 SH DEFINED 1 5,100 TERAYON COMMUNICATION SYS EQUITY 880775101 115 3,385 SH DEFINED 2 3,385 TERAYON COMMUNICATION SYS CORPBOND 880775AA9 4404 6,673,000 PRN DEFINED 4 6,673,000 TEREX CORP NEW EQUITY 880779103 2 163 SH DEFINED 2 163 TERREMARK WORLDWIDE INC EQUITY 881448104 2 626 SH DEFINED 2 626 TESORO PETE CORP EQUITY 881609408 1035 98,600 SH DEFINED 4 98,600 TESORO PETE CORP EQUITY 881609101 3 292 SH DEFINED 2 292 TETRA TECH INC NEW EQUITY 88162G103 1346 47,112 SH DEFINED 2 47,112 TETRA TECH INC NEW COM EQUITY 88162G103 39556 1,384,903 SH DEFINED 3 1,346,670 38,233 TETRA TECHNOLOGIES INC DEL EQUITY 88162F105 310 20,400 SH DEFINED 4 20,400 TEVA PHARMACEUTICAL EQUITY 881624209 190 2,600 SH DEFINED 1 2,600 TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 17097 233,600 SH DEFINED 2 233,600 TEXACO INC EQUITY 881694103 11532 219,663 SH DEFINED 2 219,663 TEXACO INC. EQUITY 881694103 937 18,537 SH DEFINED 1 18,537 TEXAS BIOTECHNOLOGY CORP EQUITY 88221T104 4 266 SH DEFINED 2 266 TEXAS INDS INC EQUITY 882491103 4 110 SH DEFINED 2 110 TEXAS INDS INC EQUITY 882491103 571 17,900 SH DEFINED 4 17,900 TEXAS INSTRS INC EQUITY 882508104 186382 3,949,809 SH DEFINED 2 3,949,809 TEXAS INSTRUMENTS I EQUITY 882508104 15276 303,620 SH DEFINED 1 303,620 TEXAS REGL BANCSHARES INC EQUITY 882673106 3 100 SH DEFINED 2 100 TEXTRON INC EQUITY 883203101 198 4,300 SH DEFINED 1 4,300 TEXTRON INC EQUITY 883203101 1476 31,991 SH DEFINED 2 31,991 THE INTERCEPT GROUP INC EQUITY 45845L107 53 2,276 SH DEFINED 2 2,276 THE TRUST COMPANY OF N J EQUITY 898304100 3 170 SH DEFINED 2 170 THERAGENICS CORP EQUITY 883375107 15 2,272 SH DEFINED 2 2,272 THERMA WAVE INC EQUITY 88343A108 7 254 SH DEFINED 2 254 THERMO CARDIOSYSTEMS INC EQUITY 88355K200 1 100 SH DEFINED 2 100 THERMO ELECTON CORP CORPBOND 883556AF9 5358 5,647,000 PRN DEFINED 4 5,647,000 THERMO ELECTON CORP EQUITY 883556102 122 4,700 SH DEFINED 1 4,700 THERMO ELECTRON CORP EQUITY 883556102 213 8,207 SH DEFINED 2 8,207 THOMAS & BETTS CORP EQUITY 884315102 4759 272,900 SH DEFINED 1 272,900 THOMAS + BETTS CORP EQUITY 884315102 9 505 SH DEFINED 2 505

121 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ THOMAS INDS INC EQUITY 884425109 2 100 SH DEFINED 2 100 THORATEC LABS CORP EQUITY 885175307 1 66 SH DEFINED 2 66 THREE FIVE SYS INC EQUITY 88554L108 33 1,132 SH DEFINED 2 1,132 TIBCO SOFTWARE INC EQUITY 88632Q103 77 914 SH DEFINED 2 914 TIDEWATER INC EQUITY 886423102 1025 22,529 SH DEFINED 2 22,529 TIDEWATER INC. EQUITY 886423102 146 3,200 SH DEFINED 1 3,200 TIFFANY & CO. EQUITY 886547108 154 4,000 SH DEFINED 1 4,000 TIFFANY + CO NEW EQUITY 886547108 31638 820,436 SH DEFINED 2 820,436 TIMBERLAND CO EQUITY 887100105 127 3,094 SH DEFINED 2 3,094 TIME WARNER INC EQUITY 887315109 286621 3,662,876 SH DEFINED 2 3,662,876 TIME WARNER INC. EQUITY 887315109 12649 161,650 SH DEFINED 1 161,650 TIME WARNER TELECOM INC EQUITY 887319101 367 7,595 SH DEFINED 2 7,595 TIMKEN CO EQUITY 887389104 9 629 SH DEFINED 2 629 TIMKEN CO. EQUITY 887389104 26 1,900 SH DEFINED 1 1,900 TITAN CORP EQUITY 888266103 51 3,100 SH DEFINED 1 3,100 TITAN CORP EQUITY 888266103 303 18,393 SH DEFINED 2 18,393 TITAN PHARMACEUTICALS INC DEL EQUITY 888314101 9 138 SH DEFINED 2 138 TIVO INC EQUITY 888706108 2 95 SH DEFINED 2 95 TJX COMPANIES INC. EQUITY 872540109 212 9,400 SH DEFINED 1 9,400 TJX COS INC NEW EQUITY 872540109 1006 44,731 SH DEFINED 2 44,731 TLEKOMUNIKACJA POLSKA S A EQUITY 87943D108 133 24,887 SH DEFINED 2 24,887 TMP WORLDWIDE INC EQUITY 872941109 14230 176,765 SH DEFINED 2 176,765 TMP WORLDWIDE INC COM EQUITY 872941109 33524 416,444 SH DEFINED 3 407,144 9,300 TNP ENTERPRISES INC EQUITY 872594304 606 600,000 SH DEFINED 2 600,000 TOLL BROS INC EQUITY 889478103 337 9,800 SH DEFINED 2 9,800 TOLL BROTHERS INC COM EQUITY 889478103 8817 256,500 SH DEFINED 3 256,500 TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 11 82 SH DEFINED 2 82 TOO INC EQUITY 890333107 1312 55,263 SH DEFINED 2 55,263 TOOTSIE ROLL INDS INC EQUITY 890516107 37 939 SH DEFINED 2 939 TOPPS INC EQUITY 890786106 52 5,624 SH DEFINED 2 5,624 TORCHMARK CORP EQUITY 891027104 117 4,200 SH DEFINED 1 4,200 TORCHMARK INC EQUITY 891027104 61 2,177 SH DEFINED 2 2,177 TORO CO EQUITY 891092108 3 100 SH DEFINED 2 100 TORONTO DOMINION BK ONT EQUITY 891160954 2733 93,187 SH DEFINED 2 93,187 TOSCO CORP EQUITY 891490302 134 4,300 SH DEFINED 1 4,300 TOSCO CORP EQUITY 891490302 187 5,996 SH DEFINED 2 5,996 TOTAL FINA SA EQUITY 89151E109 727 9,900 SH DEFINED 2 9,900

122 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TOTAL RENAL CARE HLDGS INC EQUITY 89151A107 1077 143,540 SH DEFINED 2 143,540 TOTAL SYS SVCS INC EQUITY 891906109 4 211 SH DEFINED 2 211 TOWER AUTOMOTIVE INC EQUITY 891707101 152 16,164 SH DEFINED 2 16,164 TOWN + CNTRY TR EQUITY 892081100 1 31 SH DEFINED 2 31 TOYS R US EQUITY 892335100 102 6,300 SH DEFINED 1 6,300 TOYS R US INC EQUITY 892335100 2449 150,728 SH DEFINED 2 150,728 TRAMMELL CROW CO EQUITY 89288R106 26 1,700 SH DEFINED 2 1,700 TRANS WORLD AIRLINE EQUITY 893349837 4 2,163 SH DEFINED 1 2,163 TRANS WORLD ENTMT CORP EQUITY 89336Q100 2 237 SH DEFINED 2 237 TRANSACTION SYS ARCHITECTS INC EQUITY 893416107 282 17,358 SH DEFINED 2 17,358 TRANSACTION SYSTEMS EQUITY 893416107 31 1,900 SH DEFINED 1 1,900 TRANSATLANTIC HLDGS INC EQUITY 893521104 53867 582,344 SH DEFINED 2 582,344 TRANSATLANTIC HOLDI EQUITY 893521104 1928571 20,849,420 SH DEFINED 1 20,849,420 TRANSKARYOTIC THERAPIES INC EQUITY 893735100 5 114 SH DEFINED 2 114 TRANSMONTAIGNE INC EQUITY 893934109 7736 1,566,802 SH DEFINED 3 1,548,902 17,900 TRANSMONTAIGNE INC EQUITY 893934109 8 1,600 SH DEFINED 2 1,600 TRANSOCEAN SEDCO FO EQUITY G90078109 375 6,398 SH DEFINED 1 6,398 TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 50213 856,520 SH DEFINED 2 856,520 TRANSTECHNOLOGY CORP DEL EQUITY 893889105 198 32,400 SH DEFINED 4 32,400 TRANSWITCH CORP EQUITY 894065101 24567 385,360 SH DEFINED 2 385,360 TRANSWITCH CORPORAT EQUITY 894065101 89887 1,410,000 SH DEFINED 3 1,371,400 38,600 TRANSWITCH CORPORAT EQUITY 894065101 300 4,700 SH DEFINED 1 4,700 TRAVELOCITY COM INC EQUITY 893953109 2 133 SH DEFINED 2 133 TREDEGAR INDS INC EQUITY 894650100 17 981 SH DEFINED 2 981 TRENWICK GROUP INC EQUITY 895290104 1 49 SH DEFINED 2 49 TREX INC EQUITY 89531P105 2 50 SH DEFINED 2 50 TRIAD GTY INC EQUITY 895925105 5097 171,334 SH DEFINED 2 171,334 TRIAD GTY INC COM EQUITY 895925105 5168 173,700 SH DEFINED 3 173,700 TRIAD HOSPS INC EQUITY 89579K109 7 252 SH DEFINED 2 252 TRIANGLE PHARMACEUTICALS INC EQUITY 89589H104 2 200 SH DEFINED 2 200 TRIARC COS INC CORPBOND 895927AB7 4061 13,100,000 PRN DEFINED 4 13,100,000 TRIARC COS INC EQUITY 895927101 2 76 SH DEFINED 2 76 TRIBUNE CO EQUITY 896047107 401 9,200 SH DEFINED 1 9,200 TRIBUNE CO NEW EQUITY 896047107 13886 318,313 SH DEFINED 2 318,313 TRIBUNE CO NEW EQUITY 896047305 60 500 SH DEFINED 2 500 TRICO MARINE SVCS INC EQUITY 896106101 3 167 SH DEFINED 2 167 TRICON GLOBAL RESTA EQUITY 895953107 140 4,570 SH DEFINED 1 4,570

123 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TRICON GLOBAL RESTAURANTS INC EQUITY 895953107 67 2,188 SH DEFINED 2 2,188 TRICORD SYSTEMS INC EQUITY 896121100 2 120 SH DEFINED 2 120 TRIGON HEALTHCARE I EQUITY 89618L100 116 2,200 SH DEFINED 1 2,200 TRIGON HEALTHCARE INC EQUITY 89618L100 711 13,524 SH DEFINED 2 13,524 TRIMBLE NAVIGATION LTD EQUITY 896239100 4 182 SH DEFINED 2 182 TRIMERIS INC EQUITY 896263100 6 90 SH DEFINED 2 90 TRINITY INDS INC EQUITY 896522109 638 27,298 SH DEFINED 2 27,298 TRINITY INDUSTRIES EQUITY 896522109 51 2,200 SH DEFINED 1 2,200 TRIQUINT SEMICONDUCTOR EQUITY 89674K103 160 4,400 SH DEFINED 1 4,400 TRIQUINT SEMICONDUCTOR CORPBOND 89674KAA1 197 250,000 PRN DEFINED 3 250,000 TRIQUINT SEMICONDUCTOR EQUITY 89674K103 30946 849,300 SH DEFINED 3 831,100 18,200 TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 17072 468,535 SH DEFINED 2 468,535 TRITEL INC EQUITY 89675X104 4511 315,200 SH DEFINED 2 315,200 TRITON PCS HLDGS INC EQUITY 89677M106 213 7,745 SH DEFINED 2 7,745 TRIUMPH GROUP INC NEW EQUITY 896818101 4 100 SH DEFINED 2 100 TRIZEC HAHN CORP EQUITY 896938107 3665 218,000 SH DEFINED 2 218,000 TRIZEC HAHN CORP SUB VTG EQUITY 896938107 14037 834,900 SH DEFINED 3 708,100 126,800 TRIZETTO GROUP INC EQUITY 896882107 2 121 SH DEFINED 2 121 TROPICAL SPORTSWEAR INTL CORP EQUITY 89708P102 34 2,000 SH DEFINED 2 2,000 TRUE NORTH COMMUNICATIONS EQUITY 897844106 30 828 SH DEFINED 2 828 TRUSTCO BK CORP N Y EQUITY 898349105 5 400 SH DEFINED 2 400 TRUSTMARK CORP EQUITY 898402102 8 417 SH DEFINED 2 417 TRW INC EQUITY 872649108 146 3,600 SH DEFINED 1 3,600 TRW INC EQUITY 872649108 5360 131,949 SH DEFINED 2 131,949 TTM TECHNOLOGIES EQUITY 87305R109 3650 155,300 SH DEFINED 2 155,300 TUBOS DE ACERO DE M EQUITY 898592506 853 50,900 SH DEFINED 1 50,900 TUCKER ANTHONY SUTRO EQUITY 898647102 4 162 SH DEFINED 2 162 TUESDAY MORNING CORP EQUITY 899035505 8 1,000 SH DEFINED 2 1,000 TULARIK INC EQUITY 899165104 255 7,736 SH DEFINED 2 7,736 TUMBLEWEED COMMUNICATIONS CORP EQUITY 899690101 3 63 SH DEFINED 2 63 TUPPERWARE CORP EQUITY 899896104 34 1,900 SH DEFINED 1 1,900 TUPPERWARE CORP EQUITY 899896104 19 1,043 SH DEFINED 2 1,043 TURBO GENSET INC EQUITY 899906101 88 2,750 SH DEFINED 2 2,750 TURNSTONE SYS INC EQUITY 900423104 11100 239,354 SH DEFINED 2 239,354 TUT SYS INC EQUITY 901103101 8 94 SH DEFINED 2 94 TV AZTECA S A DE C V EQUITY 901145102 613 47,600 SH DEFINED 2 47,600 TV Azteca S.A. de C.V. - Spons ADR EQUITY 901145102 451 35,000 SH DEFINED 1 35,000

124 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TVIA INC EQUITY 87307P101 3711 206,900 SH DEFINED 2 206,900 TWEETER HOME ENTMT GROUP INC EQUITY 901167106 3 81 SH DEFINED 2 81 TWINLAB CORP EQUITY 901774109 1 200 SH DEFINED 2 200 TXU CORP EQUITY 873168108 4319 108,991 SH DEFINED 2 108,991 TXU CORP EQUITY 873168207 280 6,000 SH DEFINED 2 6,000 TXU CORPORATION EQUITY 873168108 330 8,337 SH DEFINED 1 8,337 TYCO INTERNATIONAL EQUITY 902124106 31904 615,020 SH DEFINED 1 615,020 TYCO INTL LTD NEW EQUITY 902124106 547104 10,546,590 SH DEFINED 2 10,546,590 TYCOM LTD EQUITY G9144B106 380 9,900 SH DEFINED 1 9,900 TYCOM LTD EQUITY G9144B106 17291 450,580 SH DEFINED 2 450,580 TYSON FOODS EQUITY 902494103 131 13,100 SH DEFINED 1 13,100 TYSON FOODS INC (DEL) EQUITY 902494103 4 400 SH DEFINED 2 400 U S B HLDG INC EQUITY 902910108 1 105 SH DEFINED 2 105 U S CAN CORP EQUITY 90328W105 2 100 SH DEFINED 2 100 U S INDS INC NEW EQUITY 912080108 5 541 SH DEFINED 2 541 U S INDS INC NEW EQUITY 912080108 298 30,000 SH DEFINED 4 30,000 U S RESTURANT PTYS INC EQUITY 902971209 1089 82,200 SH DEFINED 4 82,200 U S WEST INC NEW EQUITY 91273H101 0 SH DEFINED 2 0 U.S. BANCORP EQUITY 902973106 499 21,920 SH DEFINED 1 21,920 UAL CORP EQUITY 902549500 6 144 SH DEFINED 2 144 UCAR INTERNATIONAL EQUITY 90262K109 33 2,600 SH DEFINED 1 2,600 UCAR INTL INC EQUITY 90262K109 35 2,796 SH DEFINED 2 2,796 UCBH HLDGS INC EQUITY 90262T308 1 17 SH DEFINED 2 17 UGI CORP NEW EQUITY 902681105 5 207 SH DEFINED 2 207 UGLY DUCKLING HLDGS INC COMMON EQUITY 903512101 1,016 137,644 SH DEFINED 1 137,644 UICI EQUITY 902737105 1 200 SH DEFINED 2 200 UIH AUSTRALIA PAC INC EQUITY 902745116 182 3,100 SH DEFINED 2 3,100 UIL HLDG CORP EQUITY 902748102 5 100 SH DEFINED 2 100 ULTIMATE ELECTRS INC EQUITY 903849107 3 74 SH DEFINED 2 74 ULTRAMAR DIAMOND SH EQUITY 904000106 127 4,999 SH DEFINED 1 4,999 ULTRAMAR DIAMOND SHAMROCK EQUITY 904000106 1301 51,267 SH DEFINED 2 51,267 ULTRATECH STEPPER INC EQUITY 904034105 384 23,900 SH DEFINED 4 23,900 ULTRATECH STEPPER INC EQUITY 904034105 1 91 SH DEFINED 2 91 UMB FINL CORP EQUITY 902788108 4 110 SH DEFINED 2 110 UNB CORP OHIO EQUITY 903056109 155 12,300 SH DEFINED 4 12,300 UNIBANCO - SPONSORE EQUITY 90458E107 1709 51,800 SH DEFINED 1 51,800 UNIBANCO UNIAO DE BARNCOS BRAS EQUITY 90458E107 314 9,500 SH DEFINED 2 9,500

125 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UNICOM CORP EQUITY 904911104 2546 45,305 SH DEFINED 2 45,305 UNICOM CORPORATION EQUITY 904911104 292 5,200 SH DEFINED 1 5,200 UNIFI INC EQUITY 904677101 34 3,300 SH DEFINED 1 3,300 UNIFI INC EQUITY 904677101 3 321 SH DEFINED 2 321 UNIFY CORP EQUITY 904743101 1 154 SH DEFINED 2 154 UNILEVER N V EQUITY 904784709 791 16,395 SH DEFINED 1 16,395 UNILEVER N V EQUITY 904784709 217 4,504 SH DEFINED 2 4,504 UNION CARBIDE EQUITY 905581104 155 4,100 SH DEFINED 1 4,100 UNION CARBIDE CORP EQUITY 905581104 51 1,346 SH DEFINED 2 1,346 UNION PAC CAP TR EQUITY 907824403 8862 219,500 SH DEFINED 2 219,500 UNION PAC CORP EQUITY 907818108 1186 30,509 SH DEFINED 2 30,509 UNION PACIFIC CORP. EQUITY 907818108 2421 62,284 SH DEFINED 1 62,284 UNION PLANTERS CORP EQUITY 908068109 132 4,000 SH DEFINED 1 4,000 UNION PLANTERS CORP EQUITY 908068109 46 1,404 SH DEFINED 2 1,404 UNIONBANCAL CORP EQUITY 908906100 4576 196,300 SH DEFINED 1 196,300 UNIONBANCAL CORP EQUITY 908906100 51 2,167 SH DEFINED 2 2,167 UNIROYAL TECHNOLOGY EQUITY 909163107 2 121 SH DEFINED 2 121 UNIROYAL TECHNOLOGY CORP EQUITY 909163115 761 29,700 SH DEFINED 4 29,700 UNISOURCE ENERGY CORP EQUITY 909205106 3 200 SH DEFINED 2 200 UNISYS CORP EQUITY 909214108 1191 105,838 SH DEFINED 2 105,838 UNISYS CORP. EQUITY 909214108 103 9,160 SH DEFINED 1 9,160 UNIT CORP EQUITY 909218109 4657 315,738 SH DEFINED 2 315,738 UNIT CORP COM EQUITY 909218109 6055 410,500 SH DEFINED 3 410,500 UNITED AUTO GROUP INC EQUITY 909440109 1 88 SH DEFINED 2 88 UNITED BANKSHARES INC W VA EQUITY 909907107 4 222 SH DEFINED 2 222 UNITED DOMINION RLTY TR INC EQUITY 910197102 7 602 SH DEFINED 2 602 UNITED DOMINION RLTYTR COM EQUITY 910197102 210 19,300 SH DEFINED 3 19,300 UNITED HEALTHGROUP EQUITY 91324P102 464 4,700 SH DEFINED 1 4,700 UNITED MICROELECTRONICS CORP EQUITY 910873207 112 9,436 SH DEFINED 2 9,436 UNITED NAT FOODS INC EQUITY 911163103 1 100 SH DEFINED 2 100 UNITED NATL BANCORP N J EQUITY 910909100 3 173 SH DEFINED 2 173 UNITED PARCEL SERVI EQUITY 911312106 62 1,100 SH DEFINED 1 1,100 UNITED PARCEL SVC INC EQUITY 911312106 15483 274,635 SH DEFINED 2 274,635 UNITED PARK CITY MI EQUITY 911315208 2456 154,094 SH DEFINED 1 154,094 UNITED RENTALS INC EQUITY 911363109 87 3,600 SH DEFINED 1 3,600 UNITED RENTALS INC EQUITY 911363109 3459 143,397 SH DEFINED 2 143,397 UNITED SHIPPING TECH INC EQUITY 911498103 16 4,000 SH DEFINED 2 4,000

126 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UNITED STATES CELLULAR CORP EQUITY 911684108 24 342 SH DEFINED 2 342 UNITED STATIONERS INC EQUITY 913004107 135 5,006 SH DEFINED 2 5,006 UNITED TECHNOLOGIES EQUITY 913017109 942 13,600 SH DEFINED 1 13,600 UNITED TECHNOLOGIES CORP EQUITY 913017109 69015 996,602 SH DEFINED 2 996,602 UNITED TELEVISION INC EQUITY 913066106 2 16 SH DEFINED 2 16 UNITED THERAPEUTICS CORP DEL EQUITY 91307C102 11589 132,634 SH DEFINED 2 132,634 UNITEDGLOBALCOM EQUITY 913247201 12611 300,549 SH DEFINED 4 300,549 UNITEDGLOBALCOM EQUITY 913247805 1023 31,000 SH DEFINED 4 31,000 UNITEDGLOBALCOM EQUITY 913247508 12459 415,301 SH DEFINED 2 415,301 UNITEDHEALTH GROUP INC EQUITY 91324P102 14907 150,955 SH DEFINED 2 150,955 UNITRIN INC EQUITY 913275103 127 4,000 SH DEFINED 1 4,000 UNITRIN INC EQUITY 913275103 4 140 SH DEFINED 2 140 UNIVERSAL ACCESS INC EQUITY 913363107 1 56 SH DEFINED 2 56 UNIVERSAL COMPRESSION COM EQUITY 913431102 10389 335,800 SH DEFINED 3 335,800 UNIVERSAL COMPRESSION HLDGS EQUITY 913431102 4513 145,864 SH DEFINED 2 145,864 UNIVERSAL CORP VA EQUITY 913456109 47 1,600 SH DEFINED 1 1,600 UNIVERSAL CORP VA EQUITY 913456109 273 9,284 SH DEFINED 2 9,284 UNIVERSAL DISPLAY CORP EQUITY 91347P105 2 96 SH DEFINED 2 96 UNIVERSAL ELECTRS INC EQUITY 913483103 11 466 SH DEFINED 2 466 UNIVERSAL FOODS EQUITY 913538104 59 2,900 SH DEFINED 1 2,900 UNIVERSAL FOODS CORP EQUITY 913538104 167 8,173 SH DEFINED 2 8,173 UNIVERSAL FST PRODS INC EQUITY 913543104 1 100 SH DEFINED 2 100 UNIVERSAL HEALTH SVCS INC EQUITY 913903100 34631 404,444 SH DEFINED 2 404,444 UNIVERSAL HLTH SVCS CL B EQUITY 913903100 105353 1,230,400 SH DEFINED 3 1,201,700 28,700 UNIVISION COMMUNICA EQUITY 914906102 449 12,000 SH DEFINED 1 12,000 UNIVISION COMMUNICATIONS INC EQUITY 914906102 7321 195,868 SH DEFINED 2 195,868 UNOCAL CORP EQUITY 915289102 255 7,200 SH DEFINED 1 7,200 UNOCAL CORP EQUITY 915289102 33018 931,734 SH DEFINED 2 931,734 UNOVA INC EQUITY 91529B106 15 3,712 SH DEFINED 2 3,712 UNUMPROVIDENT EQUITY 91529Y106 40912 1,501,359 SH DEFINED 1 1,501,359 UNUMPROVIDENT CORP EQUITY 91529Y106 14320 525,495 SH DEFINED 2 525,495 URBAN SHOPPING CTRS COM EQUITY 917060105 5144 108,300 SH DEFINED 3 92,600 15,700 URBAN SHOPPING CTRS INC EQUITY 917060105 1221 25,700 SH DEFINED 2 25,700 URS CORP NEW EQUITY 903236107 1 100 SH DEFINED 2 100 US AIRWAYS GROUP INC EQUITY 911905107 21 677 SH DEFINED 2 677 US AIRWAYS GROUP, I EQUITY 911905107 70 2,300 SH DEFINED 1 2,300 US BANCORP DEL EQUITY 902973106 20229 889,197 SH DEFINED 2 889,197

127 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ US FREIGHTWAYS CORP EQUITY 916906100 3 142 SH DEFINED 2 142 US INTERACTIVE INC EQUITY 90334M109 143 SH DEFINED 2 143 US LEC CORP EQUITY 90331S109 1 83 SH DEFINED 2 83 US ONCOLOGY INC EQUITY 90338W103 1 316 SH DEFINED 2 316 US UNWIRED INC EQUITY 90338R104 3743 392,700 SH DEFINED 2 392,700 US WIRELELESS CORP EQUITY 90339C106 2 125 SH DEFINED 2 125 USA ED INC EQUITY 90390U102 536 11,119 SH DEFINED 2 11,119 USA EDUCATION INC EQUITY 90390U102 202 4,200 SH DEFINED 1 4,200 USA NETWORKS INC EQUITY 902984103 47031 2,143,845 SH DEFINED 2 2,143,845 USEC INC EQUITY 90333E108 2 500 SH DEFINED 2 500 USG CORP EQUITY 903293405 68 2,700 SH DEFINED 1 2,700 USG CORP EQUITY 903293405 380 15,144 SH DEFINED 2 15,144 USINTERNETWORKING INC EQUITY 917311805 63 9,495 SH DEFINED 2 9,495 UST INC EQUITY 902911106 124 5,400 SH DEFINED 1 5,400 UST INC EQUITY 902911106 20240 884,819 SH DEFINED 2 884,819 USX MARATHON GROUP EQUITY 902905827 426 15,000 SH DEFINED 4 15,000 USX MARATHON GROUP EQUITY 902905827 261 9,200 SH DEFINED 1 9,200 USX MARATHON GROUP EQUITY 902905827 3382 119,175 SH DEFINED 2 119,175 USX U S STL GROUP EQUITY 90337T101 697 45,908 SH DEFINED 2 45,908 USX-U.S. STEEL GROU EQUITY 90337T101 38 2,500 SH DEFINED 1 2,500 UTD COMMUNITY FINL EQUITY 909839102 2 377 SH DEFINED 2 377 UTI ENERGY CORP EQUITY 903387108 4 100 SH DEFINED 2 100 UTILICORP UTD INC EQUITY 918005109 9 330 SH DEFINED 2 330 UTILICORP UTD INC EQUITY 918005877 1564 55,600 SH DEFINED 2 55,600 UTILICORP UTD INC D EQUITY 918005109 141 5,450 SH DEFINED 1 5,450 V F CORP EQUITY 918204108 6572 266,221 SH DEFINED 2 266,221 V2 MUSIC HLDGS PLC EQUITY 92907G113 175 SH DEFINED 2 175 V2 MUSIC HLDGS PLC EQUITY 92907G121 2,000 SH DEFINED 2 2,000 VA LINUX SYS INC EQUITY 91819B105 3 71 SH DEFINED 2 71 VAIL RESORTS INC EQUITY 91879Q109 3 162 SH DEFINED 2 162 VALASSIS COMMUNICAT EQUITY 918866104 71 3,200 SH DEFINED 1 3,200 VALASSIS COMMUNICATIONS INC EQUITY 918866104 1153 51,812 SH DEFINED 2 51,812 VALENCE TECHNOLOGY INC EQUITY 918914102 4 230 SH DEFINED 2 230 VALENTIS INC EQUITY 91913E104 1 138 SH DEFINED 2 138 VALERO ENERGY CORP EQUITY 91913Y100 113 3,200 SH DEFINED 1 3,200 VALERO ENERGY CORP EQUITY 91913Y100 3545 100,743 SH DEFINED 2 100,743 VALHI INC NEW CORPBOND 918905AC4 1450 2,000,000 PRN DEFINED 4 2,000,000

128 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VALLEY NATL BANCORP EQUITY 919794107 4 151 SH DEFINED 2 151 VALMONT INDS INC EQUITY 920253101 3 147 SH DEFINED 2 147 VALSPAR CORP EQUITY 920355104 2835 123,320 SH DEFINED 2 123,320 VALSPAR CORPORATION EQUITY 920355104 55 2,400 SH DEFINED 1 2,400 VALUE CITY DEPT STORES INC EQUITY 920387107 1 100 SH DEFINED 2 100 VALUEVISION INTL INC EQUITY 92047K107 51 2,047 SH DEFINED 2 2,047 VANS INC EQUITY 921930103 24 1,546 SH DEFINED 2 1,546 VARCO INTERNATIONAL EQUITY 922122106 110 5,294 SH DEFINED 1 5,294 VARCO INTL INC DEL EQUITY 922122106 480 23,068 SH DEFINED 2 23,068 VARIAGENICS INC EQUITY 922196100 783 35,000 SH DEFINED 2 35,000 VARIAN INC EQUITY 922206107 10 233 SH DEFINED 2 233 VARIAN MED SYS INC EQUITY 92220P105 13466 298,000 SH DEFINED 2 298,000 VARIAN SEMICONDUCTOR EQUIP INC EQUITY 922207105 1602 42,794 SH DEFINED 2 42,794 VARIAN SEMICONDUCTOR EQUIPMNT EQUITY 922207105 243 6,500 SH DEFINED 4 6,500 VASCO DATA SEC INTL INC EQUITY 92230Y104 2 100 SH DEFINED 2 100 VASCULAR SOLUTIONS INC EQUITY 92231M109 3021 161,000 SH DEFINED 2 161,000 VASCULAR SOLUTIONS INC COM EQUITY 92231M109 9343 497,900 SH DEFINED 3 497,900 VASOMEDICAL INC EQUITY 922321104 2 343 SH DEFINED 2 343 VASTERA INC EQUITY 92239N109 1695 76,600 SH DEFINED 2 76,600 VECTOR GROUP LTD EQUITY 92240M108 2 105 SH DEFINED 2 105 VECTREN CORP EQUITY 92240G101 8 407 SH DEFINED 2 407 VECTREN CORPORATION EQUITY 92240G101 72 3,566 SH DEFINED 1 3,566 VEECO INSTRS INC DEL EQUITY 922417100 17859 168,059 SH DEFINED 2 168,059 VENATOR GROUP INC EQUITY 922944103 13631 1,101,521 SH DEFINED 2 1,101,521 VENATOR GROUP INC EQUITY 922944103 355 28,700 SH DEFINED 4 28,700 VENATOR GROUP INC EQUITY 922944103 25162 2,033,300 SH DEFINED 3 1,946,400 86,900 VENTANA MED SYS INC EQUITY 92276H106 3 100 SH DEFINED 2 100 VENTAS INC EQUITY 92276F100 2 300 SH DEFINED 2 300 VENTIV HEALTH INC EQUITY 922793104 1 100 SH DEFINED 2 100 VENTRO CORP EQUITY 922815105 2 176 SH DEFINED 2 176 VERISIGN INC EQUITY 92343E102 188133 928,766 SH DEFINED 2 928,766 VERITAS SOFTWARE CO CORPBOND 923436AB5 210417 14,169,000 PRN DEFINED 4 14,169,000 VERITAS SOFTWARE CO EQUITY 923436109 1590 11,200 SH DEFINED 1 11,200 VERITAS DGC INC EQUITY 92343P107 11424 394,768 SH DEFINED 2 394,768 VERITAS DGC INC COM EQUITY 92343P107 40481 1,398,900 SH DEFINED 3 1,369,600 29,300 VERITAS SOFTWARE CORP EQUITY 923436109 69629 490,343 SH DEFINED 2 490,343 VERITY INC EQUITY 92343C106 1201 33,664 SH DEFINED 2 33,664

129 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VERIZON COMMUNICATI EQUITY 92343V104 18626 384,532 SH DEFINED 1 384,532 VERIZON COMMUNICATIONS EQUITY 92343V104 57097 1,178,772 SH DEFINED 2 1,178,772 VERSICOR INC EQUITY 925314106 750 50,000 SH DEFINED 2 50,000 VERTEL CORP EQUITY 924907108 2 201 SH DEFINED 2 201 VERTEX INDS INC EQUITY 925322109 2 100 SH DEFINED 2 100 VERTEX PHARMACEUTICALS INC CORPBOND 92532FAB6 37525 17,235,000 PRN DEFINED 4 17,235,000 VERTEX PHARMACEUTICALS INC EQUITY 92532F100 33 396 SH DEFINED 2 396 VERTICALNET INC CORPBOND 92532LAC1 6309 3,383,000 PRN DEFINED 4 3,383,000 VERTICALNET INC EQUITY 92532L107 20 579 SH DEFINED 2 579 VERTIVALNET INC CORPBOND 92532LAA5 69 37,000 PRN DEFINED 4 37,000 VETERINARY CTRS AMER INC CORPBOND 925514AB7 8717 8,570,000 PRN DEFINED 4 8,570,000 VF CORP EQUITY 918204108 89 3,600 SH DEFINED 1 3,600 VIA NET WKS INC EQUITY 925912107 1 80 SH DEFINED 2 80 VIACOM INC EQUITY 925524100 550 9,400 SH DEFINED 2 9,400 VIACOM INC EQUITY 925524308 273449 4,674,346 SH DEFINED 2 4,674,346 VIACOM INC CLASS B EQUITY 925524308 1674 28,615 SH DEFINED 3 28,615 VIACOM INC CLASS-B EQUITY 925524308 2530 43,253 SH DEFINED 1 43,253 VIAD CORP EQUITY 92552R109 8008 301,494 SH DEFINED 2 301,494 VIAD CORPORATION EQUITY 92552R109 143 5,400 SH DEFINED 1 5,400 VIADOR INC EQUITY 92553R108 1 90 SH DEFINED 2 90 VIALINK CO EQUITY 92552Q101 1 100 SH DEFINED 2 100 VIANT CORP EQUITY 92553N107 1 213 SH DEFINED 2 213 VIASAT INC EQUITY 92552V100 534 23,875 SH DEFINED 2 23,875 VIASYSTEMS GP INC COM EQUITY 92553H100 11720 689,400 SH DEFINED 3 676,300 13,100 VIASYSTEMS GROUP INC EQUITY 92553H100 6441 378,859 SH DEFINED 2 378,859 VIATEL INC EQUITY 925529208 8 796 SH DEFINED 2 796 VICAL INC EQUITY 925602104 4 163 SH DEFINED 2 163 VICOR CORP EQUITY 925815102 8 147 SH DEFINED 2 147 VIDEO NETWORK COMMUNICATIONS EQUITY 92656N111 17 17,900 SH DEFINED 4 17,900 VIEWCAST COM INC EQUITY 926713116 15 13,200 SH DEFINED 4 13,200 VIGNETTE CORP EQUITY 926734104 11468 383,880 SH DEFINED 2 383,880 Vimpel-Communications-SP ADR EQUITY 68370R109 54 2,818 SH DEFINED 1 2,818 VINTAGE PETE INC EQUITY 927460105 75 3,282 SH DEFINED 2 3,282 VIRAGE INC EQUITY 92763Q106 3 200 SH DEFINED 2 200 VIRATA CORP EQUITY 927646109 13 197 SH DEFINED 2 197 VIROLOGIC INC EQUITY 92823R201 3551 210,400 SH DEFINED 2 210,400 VIROLOGIC INC COM EQUITY 92823R201 3601 213,400 SH DEFINED 3 213,400

130 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VIRTUAL CMNTYS INC EQUITY 92825D119 8 14,400 SH DEFINED 4 14,400 VISHAY INTERTECHNOL EQUITY 928298108 246 7,999 SH DEFINED 1 7,999 VISHAY INTERTECHNOLOGY INC EQUITY 928298108 16 512 SH DEFINED 2 512 VISIBLE GENETICS IN EQUITY 92829S104 323 8,000 SH DEFINED 1 8,000 VISIBLE GENETICS INC EQUITY 92829S104 2818 69,800 SH DEFINED 2 69,800 VISTEON CORP EQUITY 92839U107 226 14,948 SH DEFINED 1 14,948 VISTEON CORP EQUITY 92839U107 198 13,104 SH DEFINED 2 13,104 VISUAL NETWORKS INC EQUITY 928444108 1 147 SH DEFINED 2 147 VISX INC EQUITY 92844S105 5714 212,134 SH DEFINED 2 212,134 VISX INCORPORATED EQUITY 92844S105 94 3,500 SH DEFINED 1 3,500 VITESSE SEMICONDUCTOR COM EQUITY 928497106 27037 304,000 SH DEFINED 3 276,800 27,200 VITESSE SEMICONDUCTOR CORP EQUITY 928497106 22261 250,295 SH DEFINED 2 250,295 VITRIA TECHNOLOGY INC EQUITY 92849Q104 559 11,994 SH DEFINED 2 11,994 VIVUS EQUITY 928551100 1 274 SH DEFINED 2 274 VIXEL CORP DEL EQUITY 928552108 113 17,500 SH DEFINED 4 17,500 VODAFONE GROUP PLC NEW EQUITY 92857W100 122162 3,301,685 SH DEFINED 2 3,301,685 VOICESTREAM WIRELESS CORP EQUITY 928615103 3047 26,250 SH DEFINED 2 26,250 VOLT INFORMATION SCIENCES INC EQUITY 928703107 1 34 SH DEFINED 2 34 VORNADO REALTY TR EQUITY 929042208 251 4,800 SH DEFINED 2 4,800 VORNADO RLTY TR EQUITY 929042109 12626 340,090 SH DEFINED 2 340,090 VORNADO RLTY TR SH BEN INT EQUITY 929042208 27546 525,500 SH DEFINED 4 525,500 VORNADO RLTY TR SH BEN INT EQUITY 929042109 43607 1,174,600 SH DEFINED 3 1,005,700 168,900 VOTORANTIM CELULOSE E PAPEL SA EQUITY 92906P106 315 15,900 SH DEFINED 2 15,900 VULCAN MATERIALS IN EQUITY 929160109 121 3,000 SH DEFINED 1 3,000 VULCAN MATLS CO EQUITY 929160109 25374 631,390 SH DEFINED 2 631,390 VYYO INC EQUITY 918458100 788 26,259 SH DEFINED 2 26,259 W HLDG CO INC EQUITY 929251106 1 129 SH DEFINED 2 129 WABASH NATL CORP EQUITY 929566107 184 20,182 SH DEFINED 2 20,182 WABTEC EQUITY 929740108 13 1,280 SH DEFINED 2 1,280 WACHOVIA CORP EQUITY 929771103 340 6,000 SH DEFINED 1 6,000 WACHOVIA CORP NEW EQUITY 929771103 905 15,961 SH DEFINED 2 15,961 WACKENHUT CORP EQUITY 929794105 1 100 SH DEFINED 2 100 WADDELL & REED FINA EQUITY 930059100 146 4,700 SH DEFINED 1 4,700 WADDELL + REED FINL INC EQUITY 930059100 1012 32,636 SH DEFINED 2 32,636 WADDELL + REED FINL INC EQUITY 930059209 757 26,100 SH DEFINED 2 26,100 WAL MART DE MEXICO S A DE C V EQUITY 93114W107 492 23,500 SH DEFINED 2 23,500 WAL MART STORES INC EQUITY 931142103 93134 1,935,260 SH DEFINED 2 1,935,260

131 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WALGREEN CO EQUITY 931422109 1096 28,900 SH DEFINED 1 28,900 WALGREEN CO EQUITY 931422109 55328 1,458,388 SH DEFINED 2 1,458,388 WALLACE COMPUTER SER INC EQUITY 932270101 3 200 SH DEFINED 2 200 WALLACE COMPUTER SERVICES INC EQUITY 932270101 352 23,100 SH DEFINED 4 23,100 WALLACE COMPUTER SERVICES INC EQUITY 932270101 35 2,300 SH DEFINED 1 2,300 WAL-MART STORES EQUITY 931142103 30101 625,470 SH DEFINED 1 625,470 WALT DISNEY COMPANY EQUITY 254687106 2249 58,800 SH DEFINED 1 58,800 WALTER INDS INC EQUITY 93317Q105 2 176 SH DEFINED 2 176 WAM NET INC EQUITY 933590119 14 1,200 SH DEFINED 2 1,200 WARNACO EQUITY 934390105 12 3,100 SH DEFINED 1 3,100 WARNACO GROUP INC EQUITY 934390105 1 252 SH DEFINED 2 252 WARNER CHILCOTT LAB EQUITY 934435207 14574 496,120 SH DEFINED 1 496,120 WARNER CHILCOTT LAB EQUITY 934435207 1282 38,500 SH DEFINED 4 38,500 WASHINGTON FED INC EQUITY 938824109 541 23,800 SH DEFINED 2 23,800 WASHINGTON GAS LT C EQUITY 938837101 73 2,700 SH DEFINED 1 2,700 WASHINGTON GAS LT CO EQUITY 938837101 2020 75,168 SH DEFINED 2 75,168 WASHINGTON GROUP INTL INC EQUITY 938862109 26 2,300 SH DEFINED 2 2,300 WASHINGTON MUT INC EQUITY 939322103 21601 542,579 SH DEFINED 2 542,579 WASHINGTON MUTUAL I EQUITY 939322103 630 15,825 SH DEFINED 1 15,825 WASHINGTON POST CO EQUITY 939640108 269 509 SH DEFINED 2 509 WASHINGTON POST CO. EQUITY 939640108 317 600 SH DEFINED 1 600 WASHINGTON REAL ESTATE INVT TR EQUITY 939653101 6 300 SH DEFINED 2 300 WASTE CONNECTIONS INC EQUITY 941053100 7690 300,101 SH DEFINED 2 300,101 WASTE MANAGEMENT IN EQUITY 94106L109 314 18,000 SH DEFINED 1 18,000 WASTE MGMT INC DEL EQUITY 94106L109 39630 2,272,713 SH DEFINED 2 2,272,713 WATCHGUARD TECHNOLOGIES INC EQUITY 941105108 12131 202,178 SH DEFINED 2 202,178 WATERS CORP EQUITY 941848103 30025 337,360 SH DEFINED 2 337,360 WATERS CORP COM EQUITY 941848103 125365 1,408,600 SH DEFINED 3 1,346,200 62,400 WATERS CORPORATION EQUITY 941848103 659 7,400 SH DEFINED 1 7,400 WATSCO INC EQUITY 942622200 1 105 SH DEFINED 2 105 WATSON PHARMACEUTIC EQUITY 942683103 8301 127,950 SH DEFINED 1 127,950 WATSON PHARMACEUTICALS INC EQUITY 942683103 394 6,066 SH DEFINED 2 6,066 WATTS INDS INC EQUITY 942749102 201 20,103 SH DEFINED 2 20,103 WAUSAU MOSINEE PAPER CORP EQUITY 943315101 93 12,038 SH DEFINED 2 12,038 WAUSAU-MOSINEE PAPE EQUITY 943315101 23 3,000 SH DEFINED 1 3,000 WAVE SYSTEMS CORP EQUITY 943526103 5 284 SH DEFINED 2 284 WD 40 CO EQUITY 929236107 351 16,500 SH DEFINED 2 16,500

132 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WEATHERFORD INTERNA EQUITY 947074100 271 6,300 SH DEFINED 1 6,300 WEATHERFORD INTL INC NEW EQUITY 947074100 13146 305,719 SH DEFINED 2 305,719 WEB MD CORP EQUITY 94769M105 25 1,644 SH DEFINED 2 1,644 WEBB DEL CORP EQUITY 947423109 3 98 SH DEFINED 2 98 WEBLINK WIRELESS INC EQUITY 94769A101 3 356 SH DEFINED 2 356 WEBMETHODS INC EQUITY 94768C108 11 95 SH DEFINED 2 95 WEBSENSE INC EQUITY 947684106 11561 485,500 SH DEFINED 3 472,700 12,800 WEBSTER FINANCIAL C EQUITY 947890109 84 3,100 SH DEFINED 1 3,100 WEBSTER FINL CORP WATERBURY EQUITY 947890109 381 14,129 SH DEFINED 2 14,129 WEBTRENDS CORP EQUITY 94844D104 25 676 SH DEFINED 2 676 WEBVAN GROUP INC EQUITY 94845V103 2 855 SH DEFINED 2 855 WEINGARTEN RLTY INVS EQUITY 948741103 3025 74,245 SH DEFINED 2 74,245 WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 12575 308,600 SH DEFINED 3 264,200 44,400 WEIS MKTS INC EQUITY 948849104 216 5,431 SH DEFINED 2 5,431 WELLMAN INC EQUITY 949702104 26 1,800 SH DEFINED 1 1,800 WELLMAN INC EQUITY 949702104 3 192 SH DEFINED 2 192 WELLPOINT HEALTH NE EQUITY 94973H108 192 2,000 SH DEFINED 1 2,000 WELLPOINT HEALTH NETWORKS INC EQUITY 94973H108 19928 207,579 SH DEFINED 2 207,579 WELLS FARGO & COMPA EQUITY 949746101 13073 284,585 SH DEFINED 1 284,585 WELLS FARGO + CO NEW EQUITY 949746101 128774 2,803,238 SH DEFINED 2 2,803,238 WELLSFORD REAL PPTYS INC EQUITY 950240200 543 27,500 SH DEFINED 2 27,500 WENDY'S EQUITY 950590109 74 3,700 SH DEFINED 1 3,700 WENDYS FING I EQUITY 950588202 1159 24,400 SH DEFINED 2 24,400 WENDYS INTL INC EQUITY 950590109 24 1,182 SH DEFINED 2 1,182 WERNER ENTERPRISES INC EQUITY 950755108 5290 450,200 SH DEFINED 2 450,200 WESBANCO INC EQUITY 950810101 3 131 SH DEFINED 2 131 WESCO INTL INC EQUITY 95082P105 1 134 SH DEFINED 2 134 WESLEY JESSEN VISIONCARE INC EQUITY 951018100 35 900 SH DEFINED 2 900 WEST MARINE INC EQUITY 954235107 219 26,500 SH DEFINED 4 26,500 WEST PHARMACEUTICAL SVCS INC EQUITY 955306105 1 53 SH DEFINED 2 53 WEST TELESERVICES CORP EQUITY 956188106 2567 116,700 SH DEFINED 2 116,700 WEST TELESERVICES CORP COM EQUITY 956188106 7036 319,800 SH DEFINED 3 262,700 57,100 WESTAMERICA BANCORP EQUITY 957090103 70 2,100 SH DEFINED 1 2,100 WESTAMERICA BANCORPORATION EQUITY 957090103 756 22,600 SH DEFINED 2 22,600 WESTCORP INC EQUITY 957907108 2 156 SH DEFINED 2 156 WESTELL TECHNOLOGIES EQUITY 957541105 3 227 SH DEFINED 2 227 WESTERN DIGITAL CORP EQUITY 958102105 5 842 SH DEFINED 2 842

133 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WESTERN GAS RES INC EQUITY 958259103 3 120 SH DEFINED 2 120 WESTERN GAS RES INC EQUITY 958259301 771 20,100 SH DEFINED 4 20,100 WESTERN PPTYS TR EQUITY 959261108 1 106 SH DEFINED 2 106 WESTERN PROPERTIES EQUITY 959261108 443 36,000 SH DEFINED 1 36,000 WESTERN RES INC EQUITY 959425109 11 511 SH DEFINED 2 511 WESTERN RESOURCES I EQUITY 959425109 84 3,900 SH DEFINED 1 3,900 WESTERN WIRELESS CORP EQUITY 95988E204 2296 64,451 SH DEFINED 2 64,451 WESTFIELD AMER INC EQUITY 959910100 3 200 SH DEFINED 2 200 WESTPOINT STEVENS I EQUITY 961238102 590 48,180 SH DEFINED 1 48,180 WESTPOINT STEVENS INC EQUITY 961238102 3 249 SH DEFINED 2 249 WESTVACO CORP EQUITY 961548104 1627 60,961 SH DEFINED 2 60,961 WESTVACO CORP. EQUITY 961548104 80 3,000 SH DEFINED 1 3,000 WESTWOOD ONE INC EQUITY 961815107 11417 532,572 SH DEFINED 2 532,572 WESTWOOD ONE INC COM EQUITY 961815107 31331 1,461,500 SH DEFINED 3 1,428,100 33,400 WESTWOOD ONE INC COM EQUITY 961815107 139 6,500 SH DEFINED 1 6,500 WEYERHAEUSER CO EQUITY 962166104 4544 112,556 SH DEFINED 2 112,556 WEYERHAEUSER CO. EQUITY 962166104 275 6,800 SH DEFINED 1 6,800 WFS FINL INC EQUITY 92923B106 2 100 SH DEFINED 2 100 WHIRLPOOL CORP EQUITY 963320106 89 2,300 SH DEFINED 1 2,300 WHIRLPOOL CORP EQUITY 963320106 44 1,122 SH DEFINED 2 1,122 WHITE ELECTR DESIGNS CORP EQUITY 963801105 1 100 SH DEFINED 2 100 WHITEHALL JEWELLERS INC EQUITY 965063100 1 130 SH DEFINED 2 130 WHITMAN CORP EQUITY 96647R107 91 7,900 SH DEFINED 1 7,900 WHITMAN CORP NEW EQUITY 96647R107 188 16,279 SH DEFINED 2 16,279 WHITNEY HLDG CORP EQUITY 966612103 4 111 SH DEFINED 2 111 WHOLE FOODS MKT INC EQUITY 966837106 2156 40,156 SH DEFINED 2 40,156 WHX CORP EQUITY 929248201 1170 173,300 SH DEFINED 4 173,300 WILD OATS MKTS INC EQUITY 96808B107 56 4,724 SH DEFINED 2 4,724 WILEY JOHN + SON EQUITY 968223206 8 341 SH DEFINED 2 341 WILLAMETTE INDS INC EQUITY 969133107 26 944 SH DEFINED 2 944 WILLAMETTE INDS. IN EQUITY 969133107 98 3,500 SH DEFINED 1 3,500 WILLIAMS CLAYTON ENERGY INC EQUITY 969490101 2 48 SH DEFINED 2 48 WILLIAMS COMPANIES EQUITY 969457100 541 12,800 SH DEFINED 1 12,800 WILLIAMS COS INC EQUITY 969457100 11169 264,344 SH DEFINED 2 264,344 WILLIAMS SONOMA INC EQUITY 969904101 43 1,249 SH DEFINED 2 1,249 WILLIAMS-SONOMA INC EQUITY 969904101 111 3,200 SH DEFINED 1 3,200 WILMINGTON TR CORP EQUITY 971807102 799 14,900 SH DEFINED 2 14,900

134 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WILMINGTON TRUST CO EQUITY 971807102 97 1,800 SH DEFINED 1 1,800 WILSHIRE FINL SVCS GROUP INC EQUITY 971867205 71 51,465 SH DEFINED 2 51,465 WILSONS LEATHER EXPERTS INC EQUITY 972463103 2 100 SH DEFINED 2 100 WINBOND ELECTRS CORP EQUITY 972657100 527 34,837 SH DEFINED 2 34,837 WIND RIV SYS INC EQUITY 973149107 73 1,516 SH DEFINED 2 1,516 WIND RIVER SYSTEMS EQUITY 973149107 201 4,200 SH DEFINED 1 4,200 WIND RIVER SYSTEMS CORPBOND 973149AC1 14675 9,898,000 PRN DEFINED 4 9,898,000 WINK COMMUNICATIONS INC EQUITY 974168106 1 108 SH DEFINED 2 108 WINN DIXIE STORES INC EQUITY 974280109 19 1,329 SH DEFINED 2 1,329 WINN-DIXIE STORES I EQUITY 974280109 65 4,500 SH DEFINED 1 4,500 WINNEBAGO IND INC. EQUITY 974637100 2 147 SH DEFINED 2 147 WINNEBAGO INDS INC EQUITY 974637100 143 11,400 SH DEFINED 4 11,400 WINSTAR COMMUNICATIONS COM EQUITY 975515107 542 35,000 SH DEFINED 3 35,000 WINSTAR COMMUNICATIONS INC EQUITY 975515107 2019 130,266 SH DEFINED 2 130,266 WINSTAR COMMUNICATIONS INC EQUITY 975515859 388 700 SH DEFINED 2 700 WINSTAR COMMUNICATIONS INC EQUITY 975515867 331 600 SH DEFINED 2 600 WIRELESS FACS INC EQUITY 97653A103 7 114 SH DEFINED 2 114 WISCONSIN CENT TRANSN CORP EQUITY 976592105 4 391 SH DEFINED 2 391 WISCONSIN CENTRAL T EQUITY 976592105 30 2,800 SH DEFINED 1 2,800 WISCONSIN ENERGY CO EQUITY 976657106 140 7,000 SH DEFINED 1 7,000 WISCONSIN ENERGY CORP EQUITY 976657106 5233 262,465 SH DEFINED 2 262,465 WIT SOUNDVIEW GROUP INC EQUITY 977383108 5 546 SH DEFINED 2 546 WITNESS SYS INC EQUITY 977424100 5265 291,500 SH DEFINED 2 291,500 WITNESS SYS INC COM EQUITY 977424100 5265 291,500 SH DEFINED 3 291,500 WM. WRIGLEY CO EQUITY 982526105 262 3,500 SH DEFINED 1 3,500 WMS INDUSTRIES INC EQUITY 929297109 4 191 SH DEFINED 2 191 WOLVERINE TUBE INC EQUITY 978093102 32 SH DEFINED 2 32 WOLVERINE TUBE INC EQUITY 978093102 176 11,800 SH DEFINED 4 11,800 WOLVERINE WORLD WIDE INC EQUITY 978097103 347 37,300 SH DEFINED 2 37,300 WOODHEAD INDUSTRIES EQUITY 979438108 1 41 SH DEFINED 2 41 WOODWARD GOVERNOR CO EQUITY 980745103 2 44 SH DEFINED 2 44 WORLD ACCESS INC EQUITY 98141A101 34 6,381 SH DEFINED 1 6,381 WORLD ACCESS INC EQUITY 98141A101 2 409 SH DEFINED 2 409 WORLD FUEL SVCS CORP EQUITY 981475106 226 27,800 SH DEFINED 4 27,800 WORLD WRESTLING FEDN ENMT INC EQUITY 98156Q108 1 81 SH DEFINED 2 81 WORLDCOM INC EQUITY 98157D106 16972 558,760 SH DEFINED 1 558,760 WORLDCOM INC EQUITY 98157D106 48092 1,583,272 SH DEFINED 2 1,583,272

135 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WORLDGATE COMMUNICATIONS INC EQUITY 98156L307 2 100 SH DEFINED 2 100 WORLDPAGES COM INC EQUITY 981922107 1 166 SH DEFINED 2 166 WORTHINGTON INDS IN EQUITY 981811102 9 934 SH DEFINED 2 934 WORTHINGTON INDUSTR EQUITY 981811102 25 2,700 SH DEFINED 1 2,700 WPP GROUP PLC EQUITY 929309300 1495 25,200 SH DEFINED 2 25,200 WPS RES CORP EQUITY 92931B106 5 165 SH DEFINED 2 165 WRIGLEY WM JR CO EQUITY 982526105 1362 18,195 SH DEFINED 2 18,195 WYNDAHAM INTERNATIO EQUITY 983101106 493 271,748 SH DEFINED 1 271,748 WYNDHAM INTL INC EQUITY 983101106 2 887 SH DEFINED 2 887 X RITE INC EQUITY 983857103 1 100 SH DEFINED 2 100 XCEED INC EQUITY 98388N105 60 SH DEFINED 2 60 XCEL ENERGY INC EQUITY 98389B100 273 9,925 SH DEFINED 1 9,925 XCEL ENERGY INC EQUITY 98389B100 275 9,999 SH DEFINED 2 9,999 XEROX CORP EQUITY 984121103 315 20,900 SH DEFINED 1 20,900 XEROX CORP EQUITY 984121103 6697 444,583 SH DEFINED 2 444,583 XICOR INC EQUITY 984903104 425 51,500 SH DEFINED 4 51,500 XILINX INC EQUITY 983919101 13201 154,171 SH DEFINED 2 154,171 XILINX INC. EQUITY 983919101 788 9,200 SH DEFINED 1 9,200 XIRCOM INC EQUITY 983922105 30 1,201 SH DEFINED 2 1,201 XL CAPITAL LTD EQUITY G98255105 7350 100,000 SH DEFINED 1 100,000 XL CAPITAL LTD EQUITY G98255105 18342 249,545 SH DEFINED 2 249,545 XM SATELLITE RADIO HLDGS INC EQUITY 983759101 5 106 SH DEFINED 2 106 XM SATELLITE RADIO INC EQUITY 98375Y114 368 2,625 SH DEFINED 2 2,625 XO COMMUNICATIONS INC EQUITY 983764705 4 5 SH DEFINED 2 5 XTRA CORP EQUITY 984138107 683 15,372 SH DEFINED 2 15,372 XYBERNAUT CORP EQUITY 984149104 1 237 SH DEFINED 2 237 YAHOO INC EQUITY 984332106 44696 491,170 SH DEFINED 2 491,170 YAHOO! INC EQUITY 984332106 1411 15,500 SH DEFINED 1 15,500 YANKEE CANDLE INC EQUITY 984757104 9766 485,263 SH DEFINED 2 485,263 YAPI VE KREDI BANKASI AS EQUITY 984848200 312 43,856 SH DEFINED 2 43,856 YAPI VE KREDI BANKASI SA EQUITY 984848101 104 14,592 SH DEFINED 2 14,592 YELLOW CORP EQUITY 985509108 4 238 SH DEFINED 2 238 YORK INTERNATIONAL EQUITY 986670107 55 2,200 SH DEFINED 1 2,200 YORK INTL CORP EQUITY 986670107 6348 255,191 SH DEFINED 2 255,191 YOUNG & RUBICAM IMC EQUITY 987425105 99 2,000 SH DEFINED 1 2,000 YOUNG & RUBICAM INC EQUITY 987425105 1510 26,900 SH DEFINED 4 26,900 YOUNG + RUBICAM INC EQUITY 987425105 585 11,824 SH DEFINED 2 11,824

136 - ------------------------------------------------------------------------------------------------------------------------------------ VOTING AUTHORITY TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ YOUNG BROADCASTING INC EQUITY 987434107 2 58 SH DEFINED 2 58 YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH DEFINED 1 9,000 Z TEL TECHNOLOGIES INC EQUITY 988792107 1 72 SH DEFINED 2 72 ZALE CORP NEW EQUITY 988858106 28 861 SH DEFINED 2 861 ZAMBA CORO EQUITY 988881108 14 3,400 SH DEFINED 2 3,400 ZEBRA TECHNOLOGIES CORP EQUITY 989207105 9 185 SH DEFINED 2 185 ZENITH NATL INS CORP EQUITY 989390109 6 SH DEFINED 2 6 ZIFF DAVIS INC EQUITY 989511100 1 158 SH DEFINED 2 158 ZIFF DAVIS INC EQUITY 989511209 300 21,300 SH DEFINED 2 21,300 ZIFF-DAVIS INC. EQUITY 989511100 11428 1,406,500 SH DEFINED 1 1,406,500 ZIONS BANCORP EQUITY 989701107 125 2,450 SH DEFINED 2 2,450 ZIONS BANCORPORATIO EQUITY 989701107 256 5,000 SH DEFINED 1 5,000 ZIXIT CORP EQUITY 98974P100 4 125 SH DEFINED 2 125 ZOLL MED CORP EQUITY 989922109 4 74 SH DEFINED 2 74 ZOMAX OPTICAL MEDIA INC EQUITY 989929104 1 179 SH DEFINED 2 179 ZORAN CORP EQUITY 98975F101 4 79 SH DEFINED 2 79 ZYGO CORP EQUITY 989855101 8 90 SH DEFINED 2 90